0001014736-13-000001.txt : 20130125 0001014736-13-000001.hdr.sgml : 20130125 20130124194610 ACCESSION NUMBER: 0001014736-13-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130125 DATE AS OF CHANGE: 20130124 EFFECTIVENESS DATE: 20130125 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST QUADRANT L P/CA CENTRAL INDEX KEY: 0001014736 IRS NUMBER: 954562891 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05582 FILM NUMBER: 13546806 BUSINESS ADDRESS: STREET 1: 800 E COLORADO BLVD STREET 2: SUIT 900 CITY: PASADENA STATE: CA ZIP: 91101 BUSINESS PHONE: 8187958220 MAIL ADDRESS: STREET 1: 800 EAST COLORADO BLVD SUITE 900 CITY: PASADENA STATE: CA ZIP: 91101 13F-HR 1 f13-123112.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: December 31, 2012 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: First Quadrant, L.P. Address: 800 E. Colorado Blvd. Suite 900 Pasadena, CA 91101 13F File Number: 028-05582 The institutional manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person signing this Report on Behalf of Reporting Manager: Name: Joel Brouwer Title: Chief Financial Officer Phone: 626-683-4123 Signature, Place and Date of Signing: Joel Brouwer Pasadena, CA January 24, 2013 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Report for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 760 Form 13F Information Table Value Total: $3,250,126 (thousands) List of Other Included Managers: No. 13F File Number Name 01 028-04975 Affiliated Managers Group. FORM 13F INFORMATION TABLE As Of December 31, 2012 TITLE OF VALU SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE -------------------------------------------------------------------------------------------------------------------------------- AEP INDUSTRIES INC COMMON 1031103 426 7200 SH DEFINED 1 7200 - - AFLAC INC COMMON 1055102 11166 210199 SH DEFINED 1 47399 - 162800 AGCO CORP COMMON 1084102 2023 41188 SH DEFINED 1 41188 - - AG MORTGAGE INVESTMENTS TRUS COMMON 1228105 42 1800 SH DEFINED 1 1800 - - AMN HEALTHCARE SERVICES COMMON 1744101 36 3100 SH DEFINED 1 3100 - - AARONS INC COMMON 2535300 2240 79200 SH DEFINED 1 - - 79200 ABBOTT LABORATORIES COMMON 2824100 3157 48200 SH DEFINED 1 11300 - 36900 ABERCROMBIE AND FITCH CO COMMON 2896207 6212 129500 SH DEFINED 1 - - 129500 ACCESS NATIONAL CORP COMMON 4337101 18 1400 SH DEFINED 1 1400 - - ACXIOM CORP COMMON 5125109 94 5400 SH DEFINED 1 5400 - - ADAMS RESOURCES & ENERGY INC COMMON 6351308 2 43 SH DEFINED 1 43 - - AEROFLEX HOLDING CORP COMMON 7767106 40 5700 SH DEFINED 1 5700 - - ADVANCED MICRO DEVICES COMMON 7903107 50 20900 SH DEFINED 1 20900 - - ALASKA AIR GROUP INC COMMON 11659109 6947 161204 SH DEFINED 1 161204 - - ALEXANDERS INC REIT 14752109 258 781 SH DEFINED 1 781 - - ALIMERA SCIENCES INC COMMON 16259103 8 5000 SH DEFINED 1 5000 - - ALLERGAN INC COMMON 18490102 18190 198300 SH DEFINED 1 7500 - 190800 ALLIANCE DATA SYSTEMS CORP COMMON 18581108 3518 24300 SH DEFINED 1 7100 - 17200 ALLIANT ENERGY CORP COMMON 18802108 13 300 SH DEFINED 1 300 - - ALLIANT TECHSYSTEMS INC COMMON 18804104 744 12000 SH DEFINED 1 12000 - - ALLSTATE CORP COMMON 20002101 13343 332143 SH DEFINED 1 50243 - 281900 ALON USA ENERGY INC COMMON 20520102 9 500 SH DEFINED 1 500 - - AMAZON.COM INC COMMON 23135106 1170 4662 SH DEFINED 1 4662 - - AMERCO COMMON 23586100 3900 30759 SH DEFINED 1 30759 - - AMERICAN ELECTRIC POWER COMMON 25537101 19346 453300 SH DEFINED 1 42100 - 411200 AMERICAN EXPRESS CO COMMON 25816109 28634 498151 SH DEFINED 1 121151 - 377000 AMERICAN FINANCIAL GROUP INC COMMON 25932104 3292 83300 SH DEFINED 1 4900 - 78400 AMERICAN INTERNATIONAL GROUP COMMON 26874784 14045 397876 SH DEFINED 1 54176 - 343700 AMERICAN WATER WORKS CO INC COMMON 30420103 4935 132900 SH DEFINED 1 14200 - 118700 AMETEK INC COMMON 31100100 3214 85550 SH DEFINED 1 5100 - 80450 AMGEN INC COMMON 31162100 30193 350262 SH DEFINED 1 95962 - 254300 ANALOGIC CORP COMMON 32657207 790 10639 SH DEFINED 1 10639 - - ANIKA THERAPEUTICS INC COMMON 35255108 90 9100 SH DEFINED 1 9100 - - ANIXTER INTERNATIONAL INC COMMON 35290105 3053 47724 SH DEFINED 1 47724 - - ANN INC COMMON 35623107 1401 41400 SH DEFINED 1 41400 - - ANNALY CAPITAL MANAGEMENT IN COMMON 35710409 1797 128000 SH DEFINED 1 - - 128000 APACHE CORP COMMON 37411105 3486 44407 SH DEFINED 1 44407 - - APOLLO GROUP INC-CL A COMMON 37604105 52 2500 SH DEFINED 1 2500 - - APPLE INC COMMON 37833100 100928 189652 SH DEFINED 1 55052 - 134600 ARCHER-DANIELS-MIDLAND CO COMMON 39483102 336 12252 SH DEFINED 1 12252 - - ARKANSAS BEST CORP COMMON 40790107 37 3900 SH DEFINED 1 3900 - - ARROW ELECTRONICS INC COMMON 42735100 2818 74000 SH DEFINED 1 29700 - 44300 ARUBA NETWORKS INC COMMON 43176106 10 500 SH DEFINED 1 500 - - ASBURY AUTOMOTIVE GROUP COMMON 43436104 528 16500 SH DEFINED 1 16500 - - ASSOCIATED BANC-CORP COMMON 45487105 5229 398500 SH DEFINED 1 0 - 398500 ATLANTIC TELE-NETWORK INC COMMON 49079205 287 7800 SH DEFINED 1 7800 - - AUTOZONE INC COMMON 53332102 4076 11500 SH DEFINED 1 11500 - - AVERY DENNISON CORP COMMON 53611109 2430 69600 SH DEFINED 1 - - 69600 AVIS BUDGET GROUP INC COMMON 53774105 32 1600 SH DEFINED 1 1600 - - AVNET INC COMMON 53807103 8820 288153 SH DEFINED 1 81453 - 206700 BP PLC-SPONS ADR ADR 55622104 142 3400 SH DEFINED 1 3400 - - BMC SOFTWARE INC COMMON 55921100 87 2200 SH DEFINED 1 2200 - - BALL CORP COMMON 58498106 10440 233314 SH DEFINED 1 161014 - 72300 BANK OF AMERICA CORP COMMON 60505104 17387 1497604 SH DEFINED 1 466104 - 1031500 BANK OF KENTUCKY FINL CORP COMMON 62896105 40 1600 SH DEFINED 1 1600 - - BANK OF MONTREAL COMMON 63671101 6 100 SH DEFINED 1 100 - - BANK OF NEW YORK MELLON CORP COMMON 64058100 1097 42688 SH DEFINED 1 42688 - - CR BARD INC COMMON 67383109 919 9400 SH DEFINED 1 9400 - - BASSETT FURNITURE INDS COMMON 70203104 44 3500 SH DEFINED 1 3500 - - BAXTER INTERNATIONAL INC COMMON 71813109 17618 264300 SH DEFINED 1 7700 - 256600 BBCN BANCORP INC COMMON 73295107 106 9200 SH DEFINED 1 9200 - - BED BATH & BEYOND INC COMMON 75896100 16588 296700 SH DEFINED 1 130900 - 165800 BELO CORPORATION COMMON 80555105 1073 139900 SH DEFINED 1 139900 - - WR BERKLEY CORP COMMON 84423102 3515 93150 SH DEFINED 1 93150 - - BERKSHIRE HATHAWAY INC-CL A COMMON 84670108 938 7 SH DEFINED 1 7 - - BERKSHIRE HATHAWAY INC-CL B COMMON 84670702 31636 352679 SH DEFINED 1 95379 - 257300 BHP BILLITON LTD-SPON ADR ADR 88606108 55 700 SH DEFINED 1 700 - - BLUEGREEN CORP COMMON 96231105 529 56400 SH DEFINED 1 56400 - - BOEING CO COMMON 97023105 5109 67800 SH DEFINED 1 - - 67800 BOOZ ALLEN HAMILTON HOLDINGS COMMON 99502106 54 3900 SH DEFINED 1 3900 - - BRANDYWINE REALTY TRUST REIT 105368203 7 581 SH DEFINED 1 581 - - BRINKER INTL INC COMMON 109641100 4122 133000 SH DEFINED 1 - - 133000 BRITISH AMERICAN TOB-SP ADR ADR 110448107 810 8000 SH DEFINED 1 8000 - - BROADCOM CORP-CL A COMMON 111320107 492 14800 SH DEFINED 1 14800 - - BROCADE COMMUNICATIONS SYS COMMON 111621306 16552 3105500 SH DEFINED 1 615500 - 2490000 BROWN FORMAN CORP-CL B COMMON 115637209 98 1550 SH DEFINED 1 1550 - - BUCKEYE TECHNOLOGIES INC COMMON 118255108 643 22400 SH DEFINED 1 22400 - - CBL & ASSOCIATES PROPERTIES REIT 124830100 1687 79500 SH DEFINED 1 11200 - 68300 CBS CORP-CLASS B NON VOTING COMMON 124857202 17507 460100 SH DEFINED 1 17200 - 442900 CECO ENVIRONMENTAL CORP COMMON 125141101 23 2300 SH DEFINED 1 2300 - - CF INDUSTRIES HOLDINGS INC COMMON 125269100 28270 139153 SH DEFINED 1 58253 - 80900 CIGNA CORP COMMON 125509109 3680 68839 SH DEFINED 1 68839 - - CMS ENERGY CORP COMMON 125896100 83 3400 SH DEFINED 1 3400 - - CSG SYSTEMS INTL INC COMMON 126349109 1608 88500 SH DEFINED 1 88500 - - CSX CORP COMMON 126408103 6004 304300 SH DEFINED 1 167300 - 137000 CVS CAREMARK CORP COMMON 126650100 28286 585033 SH DEFINED 1 106533 - 478500 CABOT CORP COMMON 127055101 2324 58400 SH DEFINED 1 16500 - 41900 CACI INTERNATIONAL INC -CL A COMMON 127190304 1029 18700 SH DEFINED 1 18700 - - CADENCE DESIGN SYSTEM INC COMMON 127387108 1682 124500 SH DEFINED 1 - - 124500 CAMBREX CORP COMMON 132011107 1042 91600 SH DEFINED 1 91600 - - CAMPBELL SOUP CO COMMON 134429109 687 19700 SH DEFINED 1 19700 - - CANTEL MEDICAL CORP COMMON 138098108 294 9900 SH DEFINED 1 9900 - - CAPELLA EDUCATION CO COMMON 139594105 79 2800 SH DEFINED 1 2800 - - CARLISLE COS INC COM COMMON 142339100 5500 93600 SH DEFINED 1 - - 93600 CASCADE BANCORP COMMON 147154207 2 300 SH DEFINED 1 300 - - CASEYS GENERAL STORES INC COMMON 147528103 191 3590 SH DEFINED 1 3590 - - CATERPILLAR INC COMMON 149123101 9 100 SH DEFINED 1 100 - - CATHAY GENERAL BANCORP COMMON 149150104 1726 88400 SH DEFINED 1 88400 - - CBEYOND INC COMMON 149847105 92 10200 SH DEFINED 1 10200 - - CELANESE CORP-SERIES A COMMON 150870103 6573 147600 SH DEFINED 1 7900 - 139700 CELGENE CORP COMMON 151020104 6835 87100 SH DEFINED 1 26300 - 60800 CENTRAL GARDEN AND PET CO-A COMMON 153527205 301 28700 SH DEFINED 1 28700 - - CENTRAL PACIFIC FINANCIAL CO COMMON 154760409 1 94 SH DEFINED 1 94 - - CERNER CORP COMMON 156782104 1085 14000 SH DEFINED 1 14000 - - CHARLES RIV LABS INTL INC COMMON 159864107 5444 145300 SH DEFINED 1 - - 145300 CHEESECAKE FACTORY INC/THE COMMON 163072101 638 19500 SH DEFINED 1 19500 - - CHEVRON CORP COMMON 166764100 60933 563465 SH DEFINED 1 187865 - 375600 CHICAGO BRIDGE & IRON CO NV COMMON 167250109 158 3400 SH DEFINED 1 3400 - - CHICOS FAS INC COMMON 168615102 10916 591300 SH DEFINED 1 54900 - 536400 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 476 1600 SH DEFINED 1 1600 - - CHUBB CORP COMMON 171232101 13178 174957 SH DEFINED 1 141257 - 33700 CHURCH & DWIGHT INC COMMON 171340102 1896 35384 SH DEFINED 1 600 - 34784 CIMAREX ENERGY CO COMMON 171798101 341 5903 SH DEFINED 1 5903 - - CINTAS CORP COM COMMON 172908105 3873 94700 SH DEFINED 1 - - 94700 CITIGROUP INC COMMON 172967424 18344 463710 SH DEFINED 1 73810 - 389900 CITIZENS REPUBLIC BANCORP IN COMMON 174420307 937 49375 SH DEFINED 1 49375 - - CLARCOR INC COMMON 179895107 10 200 SH DEFINED 1 200 - - CLOROX COMPANY COMMON 189054109 17528 239400 SH DEFINED 1 39700 - 199700 COACH INC COMMON 189754104 715 12877 SH DEFINED 1 12877 - - COCA-COLA CO/THE COMMON 191216100 8080 222900 SH DEFINED 1 18200 - 204700 COGNEX CORP COM COMMON 192422103 129 3500 SH DEFINED 1 3500 - - COGNIZANT TECH SOLUTIONS-A COMMON 192446102 266 3600 SH DEFINED 1 3600 - - COLGATE-PALMOLIVE CO COMMON 194162103 690 6600 SH DEFINED 1 6600 - - COLUMBIA BANKING SYSTEM INC COMMON 197236102 163 9100 SH DEFINED 1 9100 - - COMMERCE BANCSHARES INC COMMON 200525103 15 418 SH DEFINED 1 418 - - COMPUTER SCIENCES CORP COMMON 205363104 8683 216805 SH DEFINED 1 39705 - 177100 CONAGRA FOODS INC COMMON 205887102 21 700 SH DEFINED 1 700 - - CON-WAY INC COMMON 205944101 4663 167600 SH DEFINED 1 - - 167600 CONNS INC COMMON 208242107 34 1100 SH DEFINED 1 1100 - - COOPER COS INC/THE COMMON 216648402 388 4200 SH DEFINED 1 4200 - - COPART INC COMMON 217204106 8797 298200 SH DEFINED 1 66300 - 231900 COVENTRY HEALTH CARE INC COMMON 222862104 161 3600 SH DEFINED 1 3600 - - CREDIT ACCEPTANCE CORP COMMON 225310101 254 2500 SH DEFINED 1 2500 - - CREXUS INVT CORP COMMON 226553105 151 12300 SH DEFINED 1 12300 - - CROWN CASTLE INTL CORP COMMON 228227104 7 101 SH DEFINED 1 101 - - CROWN HOLDINGS INC COMMON 228368106 1633 44362 SH DEFINED 1 44362 - - CUBIC CORP COMMON 229669106 77 1600 SH DEFINED 1 1600 - - CUMMINS INC COMMON 231021106 5008 46219 SH DEFINED 1 46219 - - CYNOSURE INC-A COMMON 232577205 39 1600 SH DEFINED 1 1600 - - CYTEC INDUSTRIES INC COMMON 232820100 2120 30800 SH DEFINED 1 - - 30800 DTE ENERGY COMPANY COMMON 233331107 15040 250451 SH DEFINED 1 29551 - 220900 DAKTRONICS INC COMMON 234264109 146 13200 SH DEFINED 1 13200 - - DANA HOLDING CORP COMMON 235825205 75 4800 SH DEFINED 1 4800 - - DANAHER CORP COMMON 235851102 6445 115300 SH DEFINED 1 3200 - 112100 DEAN FOODS CO COMMON 242370104 7 426 SH DEFINED 1 426 - - DELEK US HOLDINGS INC COMMON 246647101 549 21700 SH DEFINED 1 21700 - - DELTA AIR LINES INC COMMON 247361702 19244 1621260 SH DEFINED 1 181860 - 1439400 DELUXE CORP COMMON 248019101 2398 74381 SH DEFINED 1 74381 - - DIEBOLD INC COMMON 253651103 43 1400 SH DEFINED 1 1400 - - DILLARDS INC-CL A COMMON 254067101 17527 209229 SH DEFINED 1 70029 - 139200 DIODES INC COMMON 254543101 10 600 SH DEFINED 1 600 - - WALT DISNEY CO/THE COMMON 254687106 8705 174824 SH DEFINED 1 174824 - - DISCOVER FINANCIAL SERVICES COMMON 254709108 23757 616263 SH DEFINED 1 224263 - 392000 DOLLAR TREE INC COMMON 256746108 1837 45300 SH DEFINED 1 45300 - - DOMTAR CORP COMMON 257559203 1181 14135 SH DEFINED 1 14135 - - RR DONNELLEY & SONS CO COMMON 257867101 6 670 SH DEFINED 1 670 - - DOVER CORP COMMON 260003108 572 8700 SH DEFINED 1 8700 - - DRIL-QUIP INC COMMON 262037104 58 800 SH DEFINED 1 800 - - DU PONT (E.I.) DE NEMOURS COMMON 263534109 261 5800 SH DEFINED 1 5800 - - DYCOM INDUSTRIES INC COMMON 267475101 12 600 SH DEFINED 1 600 - - EMC CORP/MA COMMON 268648102 18745 740900 SH DEFINED 1 191600 - 549300 EBAY INC COMMON 278642103 1460 28619 SH DEFINED 1 28619 - - ECHOSTAR CORP-A COMMON 278768106 14 400 SH DEFINED 1 400 - - EDISON INTERNATIONAL COMMON 281020107 610 13500 SH DEFINED 1 13500 - - EL PASO ELECTRIC CO COMMON 283677854 319 10000 SH DEFINED 1 10000 - - ELECTRONICS FOR IMAGING COMMON 286082102 426 22400 SH DEFINED 1 22400 - - EMERSON ELECTRIC CO COMMON 291011104 3161 59700 SH DEFINED 1 1100 - 58600 ENCORE WIRE CORP COMMON 292562105 358 11800 SH DEFINED 1 11800 - - ENTERPRISE FINANCIAL SERVICE COMMON 293712105 26 2000 SH DEFINED 1 2000 - - ENZON PHARMACEUTICALS INC COMMON 293904108 116 26200 SH DEFINED 1 26200 - - ESTERLINE TECHNOLOGIES CORP COMMON 297425100 13 200 SH DEFINED 1 200 - - FLIR SYS INC COMMON 302445101 4057 181800 SH DEFINED 1 - - 181800 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1339 15208 SH DEFINED 1 15208 - - FAMILY DOLLAR STORES COMMON 307000109 13 200 SH DEFINED 1 200 - - F5 NETWORKS INC COMMON 315616102 777 8000 SH DEFINED 1 8000 - - FIFTH THIRD BANCORP COMMON 316773100 8872 583717 SH DEFINED 1 91417 - 492300 FIRST FINANCIAL HOLDINGS INC COMMON 320239106 106 8100 SH DEFINED 1 8100 - - FIRST MERCHANTS CORP COMMON 320817109 74 5000 SH DEFINED 1 5000 - - FIRST MIDWEST BANCORP INC/IL COMMON 320867104 516 41200 SH DEFINED 1 41200 - - FIRST SOLAR INC COMMON 336433107 2567 83200 SH DEFINED 1 38900 - 44300 FISERV INC COMMON 337738108 5358 67800 SH DEFINED 1 - - 67800 FORD MOTOR CO COMMON 345370860 2032 156900 SH DEFINED 1 156900 - - FOREST LABORATORIES INC COMMON 345838106 491 13897 SH DEFINED 1 13897 - - FRANKLIN RESOURCES INC COMMON 354613101 5718 45489 SH DEFINED 1 20189 - 25300 GAMCO INVESTORS INC-A COMMON 361438104 270 5100 SH DEFINED 1 5100 - - GANNETT CO COMMON 364730101 6509 361400 SH DEFINED 1 0 - 361400 GAP INC/THE COMMON 364760108 19013 612525 SH DEFINED 1 181025 - 431500 GARDNER DENVER INC COMMON 365558105 151 2200 SH DEFINED 1 2200 - - GASTAR EXPLORATION LTD COMMON 367299203 48 39800 SH DEFINED 1 39800 - - GENERAL ELECTRIC CO COMMON 369604103 29795 1419510 SH DEFINED 1 531510 - 888000 GENERAL MILLS INC COMMON 370334104 57 1400 SH DEFINED 1 1400 - - GENESEE & WYOMING INC-CL A COMMON 371559105 443 5825 SH DEFINED 1 5825 - - GEORGIA GULF CORP COMMON 373200302 21 500 SH DEFINED 1 500 - - GILEAD SCIENCES INC COMMON 375558103 2927 39852 SH DEFINED 1 39852 - - GOODYEAR TIRE & RUBBER CO COMMON 382550101 8 552 SH DEFINED 1 552 - - GRAPHIC PACKAGING HOLDING CO COMMON 388689101 1535 237600 SH DEFINED 1 237600 - - GREEN PLAINS RENEWABLE ENERG COMMON 393222104 6 800 SH DEFINED 1 800 - - GROUP 1 AUTOMOTIVE INC COMMON 398905109 81 1300 SH DEFINED 1 1300 - - HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 180 3400 SH DEFINED 1 3400 - - HALLIBURTON CO COMMON 406216101 833 24000 SH DEFINED 1 24000 - - HANESBRANDS INC COMMON 410345102 1547 43200 SH DEFINED 1 - - 43200 HANMI FINANCIAL CORPORATION COMMON 410495204 173 12700 SH DEFINED 1 12700 - - HARMAN INTERNATIONAL COMMON 413086109 9825 220100 SH DEFINED 1 40200 - 179900 HARRIS CORP COMMON 413875105 13768 281200 SH DEFINED 1 42500 - 238700 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 2 69 SH DEFINED 1 69 - - HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 20 1000 SH DEFINED 1 1000 - - HEALTHSOUTH CORP COMMON 421924309 532 25200 SH DEFINED 1 25200 - - HELMERICH & PAYNE COMMON 423452101 11113 198400 SH DEFINED 1 41700 - 156700 JACK HENRY & ASSOCIATES INC COMMON 426281101 27 700 SH DEFINED 1 700 - - HERSHEY FOODS CORP COMMON 427866108 72 1000 SH DEFINED 1 1000 - - HEWLETT-PACKARD CO COMMON 428236103 636 44642 SH DEFINED 1 44642 - - HILL-ROM HOLDINGS INC COMMON 431475102 1924 67500 SH DEFINED 1 12300 - 55200 HOLLYFRONTIER CORP COMMON 436106108 2662 57195 SH DEFINED 1 17795 - 39400 HOME DEPOT INC COMMON 437076102 19705 318600 SH DEFINED 1 80200 - 238400 HORACE MANN EDUCTR CP COM COMMON 440327104 309 15500 SH DEFINED 1 15500 - - HORIZON BANCORP INDIANA COMMON 440407104 32 1650 SH DEFINED 1 1650 - - HUBBELL INC CLASS B COMMON 443510201 2514 29700 SH DEFINED 1 - - 29700 HUMANA INC COMMON 444859102 3595 52387 SH DEFINED 1 52387 - - HUNTINGTON BANCSHARES INC COMMON 446150104 27 4300 SH DEFINED 1 4300 - - HUNTINGTON INGALLS INDUSTRIE COMMON 446413106 700 16150 SH DEFINED 1 16150 - - HUNTSMAN CORP COMMON 447011107 13366 840600 SH DEFINED 1 88000 - 752600 HYSTER YALE MATERIALS HANDLI COMMON 449172105 181 3700 SH DEFINED 1 3700 - - IMPERIAL TOBACCO GROUP-ADR ADR 453142101 9 112 SH DEFINED 1 112 - - INGREDION INC COMMON 457187102 14338 222533 SH DEFINED 1 30333 - 192200 INTEL CORP COMMON 458140100 6400 310400 SH DEFINED 1 164500 - 145900 INTL BUSINESS MACHINES CORP COMMON 459200101 50338 262794 SH DEFINED 1 91694 - 171100 INTERNATIONAL PAPER CO COMMON 460146103 2948 74000 SH DEFINED 1 74000 - - INTUIT INC COMMON 461202103 1517 25500 SH DEFINED 1 25500 - - IRWIN FINANCIAL CORP COMMON 464119106 0 5800 SH DEFINED 1 5800 - - ISRAMCO INC COMMON 465141406 4 41 SH DEFINED 1 41 - - ITRON INC COMMON 465741106 22 500 SH DEFINED 1 500 - - JARDEN CORP COMMON 471109108 420 8127 SH DEFINED 1 8127 - - JETBLUE AIRWAYS CORP COMMON 477143101 30 5300 SH DEFINED 1 5300 - - JOHNSON & JOHNSON COMMON 478160104 16998 242481 SH DEFINED 1 53081 - 189400 KLA INSTRS CORP COM COMMON 482480100 5072 106200 SH DEFINED 1 - - 106200 KEYCORP COMMON 493267108 5007 594600 SH DEFINED 1 94400 - 500200 KIMBALL INTERNATIONAL CL B COMMON 494274103 115 9900 SH DEFINED 1 9900 - - KIMBERLY-CLARK CORP COMMON 494368103 5480 64900 SH DEFINED 1 0 - 64900 KRISPY KREME DOUGHNUTS INC COMMON 501014104 933 99438 SH DEFINED 1 99438 - - KROGER CO COMMON 501044101 27768 1067184 SH DEFINED 1 423184 - 644000 LSB INDS INC COMMON 502160104 60 1700 SH DEFINED 1 1700 - - LSI CORP COMMON 502161102 9736 1377031 SH DEFINED 1 452531 - 924500 LAM RESEARCH CORP COMMON 512807108 188 5200 SH DEFINED 1 5200 - - LANDSTAR SYSTEM INC COMMON 515098101 4970 94732 SH DEFINED 1 24932 - 69800 LAS VEGAS SANDS CORP ADR 517834107 3322 71973 SH DEFINED 1 7373 - 64600 LEAR CORP COMMON 521865204 1981 42300 SH DEFINED 1 7800 - 34500 LEXINGTON CORP PPTYS TR COMMON 529043101 55 5300 SH DEFINED 1 5300 - - LEXMARK INTERNATIONAL INC-A COMMON 529771107 1496 64515 SH DEFINED 1 415 - 64100 LIBBEY INC. COMMON 529898108 85 4400 SH DEFINED 1 4400 - - LIBERTY GLOBAL INC-A COMMON 530555101 808 12835 SH DEFINED 1 12835 - - ELI LILLY & CO COMMON 532457108 261 5300 SH DEFINED 1 5300 - - LIN TV CORP-CL A COMMON 532774106 1903 252700 SH DEFINED 1 252700 - - LINCOLN ELECTRIC HOLDINGS IN COMMON 533900106 44 900 SH DEFINED 1 900 - - LITTELFUSE INC COMMON 537008104 907 14700 SH DEFINED 1 14700 - - LOCKHEED MARTIN CORP COMMON 539830109 15939 172701 SH DEFINED 1 101 - 172600 LOEWS CORP COMMON 540424108 566 13900 SH DEFINED 1 13900 - - LORAL SPACE & COMMUNICATIONS COMMON 543881106 82 1500 SH DEFINED 1 1500 - - LORILLARD INC COMMON 544147101 47 400 SH DEFINED 1 400 - - LOWES COS INC COMMON 548661107 739 20800 SH DEFINED 1 20800 - - MSC INDUSTRIES DIRECT CO. COMMON 553530106 2457 32600 SH DEFINED 1 1800 - 30800 MAGELLAN HEALTH SERVICES INC COMMON 559079207 2960 60400 SH DEFINED 1 60400 - - MANTECH INTERNATIONAL CORP-A COMMON 564563104 137 5300 SH DEFINED 1 5300 - - MARATHON OIL CORP COMMON 565849106 8128 265100 SH DEFINED 1 24900 - 240200 MARKEL CORP COMMON 570535104 1084 2500 SH DEFINED 1 2500 - - MARRIOTT INTERNATIONAL INC. COMMON 571903202 45 1200 SH DEFINED 1 1200 - - MARTEN TRANSPORT LTD COMMON 573075108 33 1800 SH DEFINED 1 1800 - - MCCLATCHY CO-CLASS A COMMON 579489105 26 7800 SH DEFINED 1 7800 - - MCDONALDS CORP COMMON 580135101 3982 45144 SH DEFINED 1 13244 - 31900 MEADWESTVACO CORP COMMON 583334107 316 9900 SH DEFINED 1 9900 - - MEDICINES COMPANY COMMON 584688105 959 40000 SH DEFINED 1 40000 - - MEDTRONIC INC COMMON 585055106 22130 539500 SH DEFINED 1 65000 - 474500 MENS WEARHOUSE INC/THE COMMON 587118100 34 1100 SH DEFINED 1 1100 - - METROPCS COMMUNICATIONS INC COMMON 591708102 14578 1466600 SH DEFINED 1 133200 - 1333400 MICROSOFT CORP COMMON 594918104 53269 1994379 SH DEFINED 1 484979 - 1509400 MINERALS TECHNOLOGIES INC COMMON 603158106 1022 25600 SH DEFINED 1 25600 - - MOLEX INC COMMON 608554101 5821 213000 SH DEFINED 1 31300 - 181700 MOLYCORP INC COMMON 608753109 32 3400 SH DEFINED 1 3400 - - MOODYS CORP COMMON 615369105 111 2200 SH DEFINED 1 2200 - - MOOG INC-CLASS A COMMON 615394202 800 19500 SH DEFINED 1 19500 - - MORGAN STANLEY COMMON 617446448 2270 118700 SH DEFINED 1 17100 - 101600 MOTOROLA SOLUTIONS INC COMMON 620076307 1644 29526 SH DEFINED 1 29526 - - MURPHY OIL CORP COMMON 626717102 8348 140200 SH DEFINED 1 4000 - 136200 MYLAN INC COMMON 628530107 6490 236442 SH DEFINED 1 88142 - 148300 NASB FINANCIAL INC COMMON 628968109 17 800 SH DEFINED 1 800 - - NN INC COMMON 629337106 36 3900 SH DEFINED 1 3900 - - NRG ENERGY INC COMMON 629377508 154 6700 SH DEFINED 1 6700 - - NACCO INDS INC COMMON 629579103 225 3700 SH DEFINED 1 3700 - - NASDAQ OMX GROUP/THE COMMON 631103108 10770 431000 SH DEFINED 1 59700 - 371300 NATIONAL FUEL GAS CO COMMON 636180101 5 100 SH DEFINED 1 100 - - NATIONAL OILWELL VARCO INC COMMON 637071101 7570 110755 SH DEFINED 1 33555 - 77200 NAVIGATORS GROUP INC COMMON 638904102 20 400 SH DEFINED 1 400 - - NEWELL RUBBERMAID INC COMMON 651229106 2586 116100 SH DEFINED 1 - - 116100 NEWFIELD EXPLORATION CO COMMON 651290108 324 12100 SH DEFINED 1 12100 - - NEWMARKET CORP COMMON 651587107 2229 8500 SH DEFINED 1 - - 8500 NEWMONT MINING CORP COMMON 651639106 4 88 SH DEFINED 1 88 - - NEWPORT CORP COMMON 651824104 27 2000 SH DEFINED 1 2000 - - NIKE INC -CL B COMMON 654106103 4365 84600 SH DEFINED 1 84600 - - NORDSTROM INC COMMON 655664100 102 1900 SH DEFINED 1 1900 - - NORFOLK SOUTHERN CORP COMMON 655844108 9288 150200 SH DEFINED 1 124600 - 25600 NORTEK NC COMMON 656559309 166 2500 SH DEFINED 1 2500 - - NORTHROP GRUMMAN CORP COMMON 666807102 20815 308000 SH DEFINED 1 73900 - 234100 OCCIDENTAL PETROLEUM CORP COMMON 674599105 23963 312792 SH DEFINED 1 79592 - 233200 OCEANEERING INTL INC COMMON 675232102 5581 103747 SH DEFINED 1 31447 - 72300 OCWEN FINANCIAL CORP COMMON 675746309 2450 70841 SH DEFINED 1 70841 - - OIL STATES INTERNATIONAL INC COMMON 678026105 2504 35000 SH DEFINED 1 10400 - 24600 OLD DOMINION FREIGHT LINE COMMON 679580100 797 23250 SH DEFINED 1 23250 - - OLD NATIONAL BANCORP COMMON 680033107 103 8700 SH DEFINED 1 8700 - - OMNICARE INC COMMON 681904108 354 9800 SH DEFINED 1 9800 - - ONEOK INC COMMON 682680103 1851 43300 SH DEFINED 1 43300 - - OSHKOSH CORP COMMON 688239201 5764 194400 SH DEFINED 1 21400 - 173000 OWENS-ILLINOIS INC COMMON 690768403 655 30800 SH DEFINED 1 30800 - - PNC FINANCIAL SERVICES GROUP COMMON 693475105 2880 49390 SH DEFINED 1 49390 - - PPG INDUSTRIES INC COMMON 693506107 11775 87000 SH DEFINED 1 0 - 87000 PACKAGING CORP AMER COMMON 695156109 2766 71900 SH DEFINED 1 - - 71900 PACWEST BANCORP COMMON 695263103 280 11300 SH DEFINED 1 11300 - - PANTRY INC COMMON 698657103 293 24200 SH DEFINED 1 24200 - - PAPA JOHNS INTL INC COMMON 698813102 253 4600 SH DEFINED 1 4600 - - PARKER DRILLING CO COMMON 701081101 78 16900 SH DEFINED 1 16900 - - PARKER HANNIFIN CORP COMMON 701094104 2721 31982 SH DEFINED 1 31982 - - PEABODY ENERGY CORP COMMON 704549104 84 3155 SH DEFINED 1 3155 - - PEPSICO INC COMMON 713448108 1629 23800 SH DEFINED 1 - - 23800 PERRIGO CO COMMON 714290103 2653 25500 SH DEFINED 1 25500 - - PETSMART INC COMMON 716768106 5488 80300 SH DEFINED 1 2700 - 77600 PFIZER INC COMMON 717081103 34510 1376026 SH DEFINED 1 186026 - 1190000 PHILIP MORRIS INTERNATIONAL COMMON 718172109 12120 144910 SH DEFINED 1 144910 - - PHILLIPS 66 COMMON 718546104 13779 259496 SH DEFINED 1 46396 - 213100 PHOTRONICS INC COMMON 719405102 1522 255400 SH DEFINED 1 255400 - - PLAINS EXPLORATION & PRODUCT COMMON 726505100 9 192 SH DEFINED 1 192 - - PLANTRONICS INC COMMON 727493108 2175 59000 SH DEFINED 1 59000 - - PLEXUS CORP COMMON 729132100 544 21100 SH DEFINED 1 21100 - - POST HOLDINGS INC COMMON 737446104 570 16650 SH DEFINED 1 16650 - - PRECISION CASTPARTS CORP COMMON 740189105 2330 12300 SH DEFINED 1 12300 - - PRICELINE.COM INC COMMON 741503403 372 600 SH DEFINED 1 600 - - PRIMUS TELECOMMUNICATIONS GR COMMON 741929301 35 3200 SH DEFINED 1 3200 - - PROCTER & GAMBLE CO/THE COMMON 742718109 20314 299231 SH DEFINED 1 63031 - 236200 PRIVATEBANCORP INC COMMON 742962103 435 28394 SH DEFINED 1 28394 - - PROSPERITY BANCSHARES INC COMMON 743606105 13 300 SH DEFINED 1 300 - - PROTECTIVE LIFE CORP COMMON 743674103 2 73 SH DEFINED 1 73 - - PROVIDENCE SERVICE CORP COMMON 743815102 46 2700 SH DEFINED 1 2700 - - PRUDENTIAL FINANCIAL INC COMMON 744320102 516 9671 SH DEFINED 1 9671 - - PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 11172 365100 SH DEFINED 1 24000 - 341100 PULTE GROUP INC COMMON 745867101 6020 331500 SH DEFINED 1 - - 331500 QLOGIC CORP COMMON 747277101 59 6100 SH DEFINED 1 6100 - - QUAD GRAPHICS INC COMMON 747301109 169 8300 SH DEFINED 1 8300 - - QUALCOMM INC COMMON 747525103 6329 102318 SH DEFINED 1 59318 - 43000 RAIT FINANCIAL TRUST REIT 749227609 1 200 SH DEFINED 1 200 - - RPC INC COMMON 749660106 4719 385500 SH DEFINED 1 20800 - 364700 RALCORP HOLDINGS INC COMMON 751028101 323 3600 SH DEFINED 1 3600 - - RALPH LAUREN CORP COMMON 751212101 2656 17716 SH DEFINED 1 17716 - - RAYONIER INC REIT 754907103 114 2200 SH DEFINED 1 2200 - - RAYTHEON COMPANY COMMON 755111507 5106 88700 SH DEFINED 1 100 - 88600 RED HAT INC COMMON 756577102 1176 22213 SH DEFINED 1 22213 - - REGAL BELOIT CORP COM COMMON 758750103 1607 22800 SH DEFINED 1 - - 22800 REGAL ENTERTAINMENT GROUP-A COMMON 758766109 2090 149800 SH DEFINED 1 - - 149800 REINSURANCE GROUP OF AMERICA COMMON 759351604 1131 21137 SH DEFINED 1 21137 - - RELIANCE STEEL & ALUMINUM COMMON 759509102 6640 106927 SH DEFINED 1 5527 - 101400 REPUBLIC BANCORP INC-CLASS A COMMON 760281204 634 30000 SH DEFINED 1 30000 - - RESMED INC COMMON 761152107 17 400 SH DEFINED 1 400 - - REX AMERICAN RESOURCES CORP COMMON 761624105 6 300 SH DEFINED 1 300 - - RIVERBED TECHNOLOGY INC COMMON 768573107 3449 174900 SH DEFINED 1 11100 - 163800 ROCKWELL AUTOMATION INC COMMON 773903109 2419 28800 SH DEFINED 1 3500 - 25300 ROSS STORES INC COMMON 778296103 3408 63000 SH DEFINED 1 24000 - 39000 ROYAL DUTCH SHELL PLC-ADR ADR 780259107 301 4253 SH DEFINED 1 4253 - - RYDER SYSTEM INC COMMON 783549108 929 18600 SH DEFINED 1 18600 - - SAFEWAY INC COMMON 786514208 460 25449 SH DEFINED 1 25449 - - SALIX PHARMACEUTICALS LTD COMMON 795435106 81 2000 SH DEFINED 1 2000 - - SCANSOURCE INC COMMON 806037107 140 4400 SH DEFINED 1 4400 - - HENRY SCHEIN INC COMMON 806407102 442 5500 SH DEFINED 1 5500 - - SCHIFF NUTRITION INTERNATION COMMON 806693107 315 7500 SH DEFINED 1 7500 - - SCHLUMBERGER LTD COMMON 806857108 21581 311414 SH DEFINED 1 71214 - 240200 SCHOLASTIC CORP COMMON 807066105 44 1500 SH DEFINED 1 1500 - - A. SCHULMAN INC. COMMON 808194104 399 13800 SH DEFINED 1 13800 - - SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 1973 50556 SH DEFINED 1 50556 - - EW SCRIPPS CO - CL A COMMON 811054402 75 6900 SH DEFINED 1 6900 - - SEABOARD CORP COMMON 811543107 506 200 SH DEFINED 1 200 - - SEACOR HOLDINGS INC COMMON 811904101 2237 26700 SH DEFINED 1 26700 - - SEMPRA ENERGY COMMON 816851109 142 2000 SH DEFINED 1 2000 - - SILGAN HOLDINGS INC COMMON 827048109 565 13600 SH DEFINED 1 13600 - - SIMON PROPERTY GROUP INC REIT 828806109 9248 58500 SH DEFINED 1 3500 - 55000 SINCLAIR BROADCAST GROUP INC COMMON 829226109 300 23800 SH DEFINED 1 23800 - - SKYWEST INC COMMON 830879102 21 1700 SH DEFINED 1 1700 - - SMITHFIELD FOODS INC COMMON 832248108 871 40400 SH DEFINED 1 40400 - - JM SMUCKER CO/THE COMMON 832696405 370 4294 SH DEFINED 1 4294 - - SONIC CORP COMMON 835451105 554 53200 SH DEFINED 1 53200 - - SOUTHWEST AIRLINES CO COMMON 844741108 19632 1917200 SH DEFINED 1 381200 - 1536000 SOUTHWEST GAS CORP COMMON 844895102 178 4200 SH DEFINED 1 4200 - - SPARTAN MOTORS INC COMMON 846819100 1 300 SH DEFINED 1 300 - - STAPLES INC COMMON 855030102 284 24900 SH DEFINED 1 24900 - - STARBUCKS CORP COMMON 855244109 2135 39819 SH DEFINED 1 39819 - - STATE BANK FINANCIAL CORP COMMON 856190103 98 6200 SH DEFINED 1 6200 - - STATE STREET CORP COMMON 857477103 555 11800 SH DEFINED 1 11800 - - STEELCASE INC-CL A COMMON 858155203 375 29400 SH DEFINED 1 29400 - - STEIN MART INC COMMON 858375108 52 6900 SH DEFINED 1 6900 - - STERIS CORP COMMON 859152100 3355 96600 SH DEFINED 1 96600 - - STERLING FINL CORP/SPOKANE COMMON 859319303 1626 77800 SH DEFINED 1 77800 - - STONE ENERGY CORP COMMON 861642106 90 4400 SH DEFINED 1 4400 - - STRYKER CORP COMMON 863667101 7856 143300 SH DEFINED 1 11200 - 132100 SUNTRUST BANKS INC COMMON 867914103 17047 601300 SH DEFINED 1 71700 - 529600 SUPERIOR ENERGY SERVICES INC COMMON 868157108 356 17200 SH DEFINED 1 17200 - - SURMODICS INC COMMON 868873100 27 1200 SH DEFINED 1 1200 - - SUSQUEHANNA BANCSHARES INC COMMON 869099101 253 24156 SH DEFINED 1 24156 - - SUSSER HOLDINGS CORP COMMON 869233106 302 8746 SH DEFINED 1 8746 - - SYMANTEC CORP COMMON 871503108 13754 730800 SH DEFINED 1 101700 - 629100 SYMMETRICOM INC COMMON 871543104 43 7500 SH DEFINED 1 7500 - - SYNOPSYS INC COMMON 871607107 5148 161700 SH DEFINED 1 48900 - 112800 SYSTEMAX INC COMMON 871851101 38 3900 SH DEFINED 1 3900 - - TECO ENERGY INC COMMON 872375100 332 19800 SH DEFINED 1 19800 - - TJX COMPANIES INC COMMON 872540109 21506 506600 SH DEFINED 1 94800 - 411800 TNS INC COMMON 872960109 4 182 SH DEFINED 1 182 - - TECH DATA CORP COMMON 878237106 2879 63253 SH DEFINED 1 16153 - 47100 TELEPHONE AND DATA SYSTEMS COMMON 879433829 720 32533 SH DEFINED 1 32533 - - TELETECH HOLDINGS INC COMMON 879939106 230 12900 SH DEFINED 1 12900 - - TERADYNE INC COMMON 880770102 5910 349900 SH DEFINED 1 - - 349900 TEREX CORP COMMON 880779103 73 2600 SH DEFINED 1 2600 - - TESORO CORP COMMON 881609101 18316 415790 SH DEFINED 1 94390 - 321400 TEVA PHARMACEUTICAL-SP ADR ADR 881624209 4 94 SH DEFINED 1 94 - - TEXAS INSTRUMENTS INC COMMON 882508104 408 13200 SH DEFINED 1 13200 - - TEXTRON INC COMMON 883203101 64 2600 SH DEFINED 1 2600 - - THERMO FISHER SCIENTIFIC INC COMMON 883556102 26377 413559 SH DEFINED 1 152959 - 260600 THOR INDUSTRIES INC COMMON 885160101 4439 118600 SH DEFINED 1 - - 118600 TIME WARNER INC COMMON 887317303 1792 37466 SH DEFINED 1 37466 - - TIMKEN CO COMMON 887389104 10403 217500 SH DEFINED 1 20900 - 196600 TORCHMARK CORP COMMON 891027104 7939 153650 SH DEFINED 1 57350 - 96300 TORO CO COMMON 891092108 4049 94200 SH DEFINED 1 4200 - 90000 TOWERS WATSON & CO-CL A COMMON 891894107 2209 39300 SH DEFINED 1 200 - 39100 TOTAL SYSTEM SERVICES INC COMMON 891906109 3384 158000 SH DEFINED 1 7200 - 150800 TRINITY INDUSTRIES INC COMMON 896522109 9278 259000 SH DEFINED 1 6400 - 252600 TRIPLE-S MANAGEMENT CORP-B COMMON 896749108 48 2600 SH DEFINED 1 2600 - - TYLER TECHNOLOGIES INC COMMON 902252105 2577 53200 SH DEFINED 1 53200 - - TYSON FOODS INC-CL A COMMON 902494103 6954 358465 SH DEFINED 1 24165 - 334300 US BANCORP COMMON 902973304 2514 78699 SH DEFINED 1 78699 - - UNS ENERGY CORP COMMON 903119105 157 3709 SH DEFINED 1 3709 - - URS CORP COMMON 903236107 3369 85800 SH DEFINED 1 - - 85800 UNIFIRST CORP/MA COMMON 904708104 2879 39260 SH DEFINED 1 39260 - - UNILEVER PLC-SPONSORED ADR ADR 904767704 33 863 SH DEFINED 1 863 - - UNION PACIFIC CORP COMMON 907818108 35618 283305 SH DEFINED 1 115505 - 167800 UNISYS CORP COMMON 909214306 894 51700 SH DEFINED 1 51700 - - UNITED CONTINENTAL HOLDINGS COMMON 910047109 577 24675 SH DEFINED 1 24675 - - UNITED PARCEL SERVICE-CL B COMMON 911312106 23579 319800 SH DEFINED 1 30700 - 289100 US CELLULAR CORP COMMON 911684108 1455 41282 SH DEFINED 1 41282 - - UNITED STATIONERS INC COMMON 913004107 127 4100 SH DEFINED 1 4100 - - UNITED TECHNOLOGIES CORP COMMON 913017109 4207 51300 SH DEFINED 1 51300 - - UNIVERSAL HEALTH SERVICES-B COMMON 913903100 3136 64855 SH DEFINED 1 64855 - - VF CORP COMMON 918204108 15 100 SH DEFINED 1 100 - - VALMONT INDUSTRIES INC COMMON 920253101 4766 34900 SH DEFINED 1 - - 34900 VILLAGE SUPER MARKET-CLASS A COMMON 927107409 59 1800 SH DEFINED 1 1800 - - VIROPHARMA INC COMMON 928241108 1593 70005 SH DEFINED 1 70005 - - VISHAY INTERTECHNOLOGY INC COMMON 928298108 1192 112100 SH DEFINED 1 112100 - - VMWARE INC-CLASS A COMMON 928563402 188 2000 SH DEFINED 1 2000 - - VORNADO REALTY TST COMMON 929042109 304 3800 SH DEFINED 1 3800 - - WSFS FINANCIAL CORP COMMON 929328102 101 2400 SH DEFINED 1 2400 - - WAL-MART STORES INC COMMON 931142103 36649 537138 SH DEFINED 1 176938 - 360200 WALGREEN CO COMMON 931422109 15596 421400 SH DEFINED 1 162600 - 258800 WASHINGTON FEDERAL INC COMMON 938824109 1954 115800 SH DEFINED 1 - - 115800 WATSON PHARMACEUTICALS INC COMMON 942683103 6141 71404 SH DEFINED 1 71404 - - WEBSTER FINANCIAL CORP COMMON 947890109 8 400 SH DEFINED 1 400 - - WELLS FARGO & CO COMMON 949746101 38620 1129900 SH DEFINED 1 282700 - 847200 WERNER ENTERPRISES INC COMMON 950755108 100 4600 SH DEFINED 1 4600 - - WEST MARINE INC COMMON 954235107 48 4500 SH DEFINED 1 4500 - - WESTERN ALLIANCE BANCORP COMMON 957638109 734 69700 SH DEFINED 1 69700 - - WESTERN DIGITAL CORP COMMON 958102105 6573 154695 SH DEFINED 1 74895 - 79800 WESTERN REFINING INC COMMON 959319104 322 11400 SH DEFINED 1 11400 - - WESTERN UNION CO COMMON 959802109 8420 618700 SH DEFINED 1 87500 - 531200 WESTLAKE CHEMICAL CORP COMMON 960413102 14936 188351 SH DEFINED 1 10751 - 177600 WEYERHAEUSER CO COMMON 962166104 4162 149600 SH DEFINED 1 5400 - 144200 WHIRLPOOL CORP COMMON 963320106 1 9 SH DEFINED 1 9 - - WHOLE FOODS MARKET INC COMMON 966837106 592 6500 SH DEFINED 1 6500 - - WILLIAMS COS INC COMMON 969457100 674 20600 SH DEFINED 1 20600 - - WISCONSIN ENERGY CORP COMMON 976657106 5137 139400 SH DEFINED 1 139400 - - WORLD ACCEPTANCE CORP COMMON 981419104 465 6239 SH DEFINED 1 6239 - - WORLD FUEL SERVICES CORP COMMON 981475106 82 2000 SH DEFINED 1 2000 - - WYNN RESORTS LTD COMMON 983134107 3003 26700 SH DEFINED 1 800 - 25900 YAHOO! INC COMMON 984332106 15365 772100 SH DEFINED 1 2900 - 769200 YUM! BRANDS INC COMMON 988498101 66 1000 SH DEFINED 1 1000 - - ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 2881 73300 SH DEFINED 1 73300 - - DUN & BRADSTREET CORP COMMON 2.6483E+104 708 9000 SH DEFINED 1 9000 - - VERISIGN INC COMMON 9.2343E+106 971 25000 SH DEFINED 1 25000 - - CNO FINANCIAL GROUP INC COMMON 1.2621E+107 81 8700 SH DEFINED 1 8700 - - AMERISOURCEBERGEN CORP COMMON 3.073E+108 14997 347300 SH DEFINED 1 223200 - 124100 NEWS CORP-CL A COMMON 6.5248E+108 12004 470549 SH DEFINED 1 124449 - 346100 SALLY BEAUTY HOLDINGS INC COMMON 7.9546E+108 262 11100 SH DEFINED 1 11100 - - TARGET CORP COMMON 8.7612E+110 1361 23000 SH DEFINED 1 23000 - - EDWARDS LIFESCIENCES CORP COMMON 2.8176E+112 1764 19564 SH DEFINED 1 19564 - - ARGAN INC COMMON 4.01E+112 41 2300 SH DEFINED 1 2300 - - NCR CORPORATION COMMON 6.2886E+112 533 20899 SH DEFINED 1 20899 - - TRAVELERS COS INC/THE COMMON 8.9417E+113 1673 23300 SH DEFINED 1 23300 - - ADT CORP/THE COMMON 00101J106 936 20150 SH DEFINED 1 20150 - - AES CORP COMMON 00130H105 473 44200 SH DEFINED 1 44200 - - AMC NETWORKS INC-A COMMON 00164V103 711 14359 SH DEFINED 1 14359 - - AOL INC COMMON 00184X105 9895 334182 SH DEFINED 1 15282 - 318900 AT&T INC COMMON 00206R102 45293 1343605 SH DEFINED 1 133105 - 1210500 ACTIVISION BLIZZARD INC COMMON 00507V109 7906 744500 SH DEFINED 1 171000 - 573500 ACUITY BRANDS INC COMMON 00508Y102 531 7844 SH DEFINED 1 7844 - - ADOBE SYSTEMS INC COMMON 00724F101 53 1400 SH DEFINED 1 1400 - - ADVANCE AUTO PARTS INC COMMON 00751Y106 1707 23600 SH DEFINED 1 23600 - - AETNA INC COMMON 00817Y108 3070 66300 SH DEFINED 1 66300 - - AGILENT TECHNOLOGIES INC COMMON 00846U101 3603 88000 SH DEFINED 1 3900 - 84100 AKAMAI TECHNOLOGIES INC COMMON 00971T101 221 5400 SH DEFINED 1 5400 - - ALTRIA GROUP INC COMMON 02209S103 110 3500 SH DEFINED 1 3500 - - AMERICAN CAPITAL AGENCY CORP REIT 02503X105 4017 139001 SH DEFINED 1 4801 - 134200 AMERICAN CAPITAL LTD COMMON 02503Y103 3976 330800 SH DEFINED 1 4900 - 325900 AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 13 400 SH DEFINED 1 400 - - AMERICAN TOWER CORP REIT 03027X100 21705 280900 SH DEFINED 1 43100 - 237800 AMERISTAR CASINOS INC COMMON 03070Q101 2314 88200 SH DEFINED 1 88200 - - AMERIPRISE FINANCIAL INC COMMON 03076C106 188 3000 SH DEFINED 1 3000 - - APARTMENT INV MGMT CO COMMON 03748R101 133 4900 SH DEFINED 1 4900 - - ARIAD PHARMACEUTICALS INC COMMON 04033A100 33 1700 SH DEFINED 1 1700 - - ASSURANT INC COMMON 04621X108 1120 32273 SH DEFINED 1 32273 - - AUTONATION INC COMMON 05329W102 754 19000 SH DEFINED 1 19000 - - AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 67 3600 SH DEFINED 1 3600 - - BCE INC COMMON 05534B760 6 137 SH DEFINED 1 137 - - BOK FINANCIAL CORPORATION COMMON 05561Q201 22 400 SH DEFINED 1 400 - - BALLY TECHNOLOGIES INC COMMON 05874B107 3729 83400 SH DEFINED 1 0 - 83400 BANNER CORPORATION COMMON 06652V208 3 103 SH DEFINED 1 103 - - BENCHMARK ELECTRONICS INC COMMON 08160H101 326 19600 SH DEFINED 1 19600 - - BIG 5 SPORTING GOODS CORP COMMON 08915P101 127 9700 SH DEFINED 1 9700 - - BIODELIVERY SCIENCES INTL COMMON 09060J106 12 2900 SH DEFINED 1 2900 - - BIOGEN IDEC INC COMMON 09062X103 11655 79630 SH DEFINED 1 59330 - 20300 CLECO CORPORATION COMMON 12561W105 156 3900 SH DEFINED 1 3900 - - CVR ENERGY INC COMMON 12662P108 2318 47500 SH DEFINED 1 47500 - - CA INC COMMON 12673P105 6932 315400 SH DEFINED 1 7200 - 308200 CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 13 900 SH DEFINED 1 900 - - CALAMOS ASSET MGMT- CL A COMMON 12811R104 95 9000 SH DEFINED 1 9000 - - CAMERON INTERNATIONAL CORP COMMON 13342B105 508 9000 SH DEFINED 1 9000 - - CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1106 19099 SH DEFINED 1 19099 - - CAPITALSOURCE INC COMMON 14055X102 14515 1914800 SH DEFINED 1 217600 - 1697200 CAPSTEAD MORTGAGE CORP COMMON 14067E506 412 35900 SH DEFINED 1 35900 - - CARDINAL HEALTH INC COMMON 14149Y108 279 6769 SH DEFINED 1 6769 - - CAREFUSION CORP COMMON 14170T101 19010 665150 SH DEFINED 1 188150 - 477000 CASH AMERICA INTL INC COMMON 14754D100 16 400 SH DEFINED 1 400 - - CENTENE CORP COMMON 15135B101 93 2275 SH DEFINED 1 2275 - - CENTERPOINT ENERGY INC COMMON 15189T107 35 1800 SH DEFINED 1 1800 - - CENVEO INC COMMON 15670S105 40 14700 SH DEFINED 1 14700 - - CHARTER COMMUNICATION-A COMMON 16117M305 8 99 SH DEFINED 1 99 - - CHEMED CORP COMMON 16359R103 1869 27248 SH DEFINED 1 27248 - - CHIMERA INVESTMENT CORP REIT 16934Q109 6553 2510400 SH DEFINED 1 0 - 2510400 CISCO SYSTEMS INC COMMON 17275R102 36053 1834800 SH DEFINED 1 438200 - 1396600 COCA-COLA ENTERPRISES COMMON 19122T109 9576 301800 SH DEFINED 1 22000 - 279800 COINSTAR INC COMMON 19259P300 421 8100 SH DEFINED 1 8100 - - COMCAST CORP-CLASS A COMMON 20030N101 33798 904666 SH DEFINED 1 238066 - 666600 CONOCOPHILLIPS COMMON 20825C104 15095 260311 SH DEFINED 1 67811 - 192500 CONSTELLATION BRANDS INC-A COMMON 21036P108 3562 100643 SH DEFINED 1 57843 - 42800 CORELOGIC INC COMMON 21871D103 6008 223162 SH DEFINED 1 62 - 223100 COSTCO WHOLESALE CORP COMMON 22160K105 2970 30087 SH DEFINED 1 30087 - - DSW INC-CLASS A COMMON 23334L102 1004 15286 SH DEFINED 1 15286 - - DAVITA HEALTHCARE PARTNERS I COMMON 23918K108 547 4946 SH DEFINED 1 4946 - - DELL INC COMMON 24702R101 5357 528300 SH DEFINED 1 23100 - 505200 DEVON ENERGY CORPORATION COMMON 25179M103 1223 23499 SH DEFINED 1 23499 - - DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2356 20207 SH DEFINED 1 20207 - - DIAMOND OFFSHORE DRILLING COMMON 25271C102 68 1000 SH DEFINED 1 1000 - - DISCOVERY COMMUNICATIONS-A COMMON 25470F104 10322 162600 SH DEFINED 1 62600 - 100000 DISH NETWORK CORP-A COMMON 25470M109 2250 61800 SH DEFINED 1 61800 - - DIRECTV COMMON 25490A309 22301 444602 SH DEFINED 1 108202 - 336400 DOLBY LABORATORIES INC-CL A COMMON 25659T107 6426 219100 SH DEFINED 1 43500 - 175600 DOMINION RESOURCES INC/VA COMMON 25746U109 36 700 SH DEFINED 1 700 - - DUKE ENERGY CORP COMMON 26441C204 563 8829 SH DEFINED 1 8829 - - DYNEX CAPITAL INC COMMON 26817Q506 351 37200 SH DEFINED 1 37200 - - EAST WEST BANCORP INC COMMON 27579R104 9 396 SH DEFINED 1 396 - - ELIZABETH ARDEN INC COMMON 28660G106 415 9231 SH DEFINED 1 9231 - - EMCOR GROUP INC COMMON 29084Q100 259 7486 SH DEFINED 1 7486 - - ENERGEN CORP COMMON 29265N108 5447 120800 SH DEFINED 1 120800 - - ENERGIZER HOLDINGS INC COMMON 29266R108 16516 206501 SH DEFINED 1 57201 - 149300 ENERSYS COMMON 29275Y102 293 7801 SH DEFINED 1 7801 - - ENGILITY HOLDINGS INC COMMON 29285W104 0 1 SH DEFINED 1 1 - - ENPRO INDUSTRIES INC COMMON 29355X107 376 9200 SH DEFINED 1 9200 - - ENTEGRIS INC COMMON 29362U104 829 90300 SH DEFINED 1 90300 - - ENTERGY CORP COMMON 29364G103 96 1500 SH DEFINED 1 1500 - - EXELIS INC COMMON 30162A108 1686 149600 SH DEFINED 1 - - 149600 EXPEDIA INC COMMON 30212P303 6214 101143 SH DEFINED 1 12743 - 88400 EXPONENT INC COMMON 30214U102 1228 22000 SH DEFINED 1 22000 - - EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 4309 79788 SH DEFINED 1 79788 - - EXXON MOBIL CORP COMMON 30231G102 91504 1057241 SH DEFINED 1 279841 - 777400 FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 7 200 SH DEFINED 1 200 - - FEI COMPANY COMMON 30241L109 189 3400 SH DEFINED 1 3400 - - FEDEX CORP COMMON 31428X106 18032 196600 SH DEFINED 1 91700 - 104900 FELCOR LODGING TRUST INC REIT 31430F101 34 7300 SH DEFINED 1 7300 - - FIRST CITIZENS BCSHS -CL A COMMON 31946M103 479 2929 SH DEFINED 1 2929 - - FIRST DEFIANCE FINL CORP COMMON 32006W106 5 262 SH DEFINED 1 262 - - FIRST REPUBLIC BANK/CA COMMON 33616C100 98 3000 SH DEFINED 1 3000 - - FIRSTHAND TECHNOLOGY VALUE CLOSED END33766Y100 2 88 SH DEFINED 1 88 - - FIVE STAR QUALITY CARE COMMON 33832D106 448 89500 SH DEFINED 1 89500 - - FREEPORT-MCMORAN COPPER COMMON 35671D857 116 3400 SH DEFINED 1 3400 - - FUTUREFUEL CORP COMMON 36116M106 206 17400 SH DEFINED 1 17400 - - GSI GROUP INC COMMON 36191C205 274 31650 SH DEFINED 1 31650 - - GT ADVANCED TECHNOLOGIES INC COMMON 36191U106 4 1400 SH DEFINED 1 1400 - - GAMESTOP CORP-CLASS A COMMON 36467W109 65 2600 SH DEFINED 1 2600 - - GENERAL MOTORS CO COMMON 37045V100 25 876 SH DEFINED 1 876 - - GENWORTH FINANCIAL INC-CL A COMMON 37247D106 173 23100 SH DEFINED 1 23100 - - GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 413 9500 SH DEFINED 1 9500 - - GLOBAL PAYMENTS INC COMMON 37940X102 50 1100 SH DEFINED 1 1100 - - GOLDMAN SACHS GROUP INC COMMON 38141G104 10742 84212 SH DEFINED 1 28212 - 56000 GOOGLE INC-CL A COMMON 38259P508 21654 30611 SH DEFINED 1 15811 - 14800 WR GRACE & CO COMMON 38388F108 74 1100 SH DEFINED 1 1100 - - HCA HOLDINGS INC COMMON 40412C101 2779 92118 SH DEFINED 1 16018 - 76100 HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 719 34800 SH DEFINED 1 34800 - - HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 462 28400 SH DEFINED 1 28400 - - HESS CORP COMMON 42809H107 8867 167434 SH DEFINED 1 28834 - 138600 HHGREGG INC COMMON 42833L108 4 600 SH DEFINED 1 600 - - HOSPITALITY PROPERTIES TRUST REIT 44106M102 6129 261700 SH DEFINED 1 25900 - 235800 HOST HOTELS & RESORTS INC REIT 44107P104 66 4200 SH DEFINED 1 4200 - - IMPAX LABORATORIES INC COMMON 45256B101 1883 91900 SH DEFINED 1 91900 - - INFINITY PROPERTY & CASUALTY COMMON 45665Q103 681 11700 SH DEFINED 1 11700 - - INSIGHT ENTERPRISES INC COMMON 45765U103 1209 69600 SH DEFINED 1 69600 - - INNOSPEC INC COMMON 45768S105 1292 37463 SH DEFINED 1 37463 - - INTERACTIVE BROKERS GRO-CL A COMMON 45841N107 6 456 SH DEFINED 1 456 - - INTERCONTINENTAL HOTELS-ADR ADR 45857P400 42 1493 SH DEFINED 1 1493 - - INTERCONTINENTALEXCHANGE INC COMMON 45865V100 62 500 SH DEFINED 1 500 - - INTUITIVE SURGICAL INC COMMON 46120E602 1426 2909 SH DEFINED 1 2909 - - INVESCO MORTGAGE CAPITAL REIT 46131B100 51 2600 SH DEFINED 1 2600 - - INVESTORS BANCORP INC COMMON 46146P102 77 4318 SH DEFINED 1 4318 - - JPMORGAN CHASE & CO COMMON 46625H100 33374 759034 SH DEFINED 1 234834 - 524200 J2 GLOBAL INC COMMON 48123V102 80 2600 SH DEFINED 1 2600 - - KBR INC COMMON 48242W106 22 731 SH DEFINED 1 731 - - KADANT INC COMMON 48282T104 133 5000 SH DEFINED 1 5000 - - KAPSTONE PAPER AND PACKAGING COMMON 48562P103 422 19000 SH DEFINED 1 19000 - - KIMCO REALTY COMMON 49446R109 139 7200 SH DEFINED 1 7200 - - KINDER MORGAN INC COMMON 49456B101 11 325 SH DEFINED 1 325 - - KINDER MORGAN INC-CW17 WARRANT 49456B119 89 23552 SH DEFINED 1 23552 - - KRATON PERFORMANCE POLYMERS COMMON 50077C106 34 1400 SH DEFINED 1 1400 - - KRONOS WORLDWIDE INC COMMON 50105F105 47 2400 SH DEFINED 1 2400 - - LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1593 18387 SH DEFINED 1 18387 - - LIBERTY INTERACTIVE CORP-A COMMON 53071M104 5697 289500 SH DEFINED 1 143000 - 146500 LIBERTY VENTURES - SER A COMMON 53071M880 476 7025 SH DEFINED 1 7025 - - LIFE TECHNOLOGIES CORP COMMON 53217V109 7012 143019 SH DEFINED 1 1719 - 141300 LIFEPOINT HOSPITALS INC COMMON 53219L109 30 800 SH DEFINED 1 800 - - MACYS INC COMMON 55616P104 6594 169000 SH DEFINED 1 0 - 169000 MADISON SQUARE GARDEN CO-A COMMON 55826P100 13 300 SH DEFINED 1 300 - - MARATHON PETROLEUM CORP COMMON 56585A102 7443 118143 SH DEFINED 1 42843 - 75300 MASTERCARD INC-CLASS A COMMON 57636Q104 23755 48354 SH DEFINED 1 14354 - 34000 MATSON INC COMMON 57686G105 7 297 SH DEFINED 1 297 - - MCKESSON CORP COMMON 58155Q103 5277 54426 SH DEFINED 1 54426 - - MERCK & CO. INC. COMMON 58933Y105 31986 781301 SH DEFINED 1 125901 - 655400 METLIFE INC COMMON 59156R108 43 1300 SH DEFINED 1 1300 - - METRO BANCORP INC COMMON 59161R101 36 2700 SH DEFINED 1 2700 - - MONSANTO CO COMMON 61166W101 7260 76700 SH DEFINED 1 20400 - 56300 MOSAIC CO/THE COMMON 61945C103 408 7200 SH DEFINED 1 7200 - - MYRIAD GENETICS INC COMMON 62855J104 2365 86800 SH DEFINED 1 - - 86800 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 177 10300 SH DEFINED 1 10300 - - NEUSTAR INC-CLASS A COMMON 64126X201 3079 73436 SH DEFINED 1 73436 - - NEUTRAL TANDEM INC COMMON 64128B108 290 112700 SH DEFINED 1 112700 - - NEWCASTLE INVESTMENT CORP REIT 65105M108 95 10900 SH DEFINED 1 10900 - - NEXSTAR BROADCASTING GROUP-A COMMON 65336K103 296 27936 SH DEFINED 1 27936 - - NEXTERA ENERGY INC COMMON 65339F101 55 800 SH DEFINED 1 800 - - NU SKIN ENTERPRISES INC - A COMMON 67018T105 10742 289937 SH DEFINED 1 116737 - 173200 NUTRACEUTICAL INTL CORP COMMON 67060Y101 69 4200 SH DEFINED 1 4200 - - NVIDIA CORP COMMON 67066G104 177 14400 SH DEFINED 1 14400 - - NV ENERGY INC COMMON 67073Y106 9053 499100 SH DEFINED 1 16100 - 483000 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 130 9600 SH DEFINED 1 9600 - - OFFICEMAX INC COMMON 67622P101 3930 402700 SH DEFINED 1 402700 - - 1-800-FLOWERS.COM INC-CL A COMMON 68243Q106 72 19700 SH DEFINED 1 19700 - - ORACLE CORP COMMON 68389X105 48298 1449543 SH DEFINED 1 412043 - 1037500 PC CONNECTION INC COMMON 69318J100 150 13000 SH DEFINED 1 13000 - - PDL BIOPHARMA INC COMMON 69329Y104 677 96200 SH DEFINED 1 96200 - - P G & E CORP COMMON 69331C108 796 19800 SH DEFINED 1 19800 - - PPL CORPORATION COMMON 69351T106 26 900 SH DEFINED 1 900 - - PENSKE AUTOMOTIVE GROUP INC COMMON 70959W103 271 9000 SH DEFINED 1 9000 - - PHARMERICA CORP COMMON 71714F104 652 45800 SH DEFINED 1 45800 - - POLYONE CORPORATION COMMON 73179P106 8 400 SH DEFINED 1 400 - - POOL CORP COMMON 73278L105 127 3000 SH DEFINED 1 3000 - - POWER-ONE INC COMMON 73930R102 1309 318600 SH DEFINED 1 318600 - - T ROWE PRICE GROUP INC COMMON 74144T108 46 700 SH DEFINED 1 700 - - PROASSURANCE CORP COMMON 74267C106 248 5876 SH DEFINED 1 5876 - - PRUDENTIAL PLC-ADR ADR 74435K204 486 17036 SH DEFINED 1 17036 - - PUBLIC STORAGE REIT 74460D109 9205 63500 SH DEFINED 1 5900 - 57600 QUEST DIAGNOSTICS INC COMMON 74834L100 2149 36875 SH DEFINED 1 36875 - - QUESTCOR PHARMACEUTICALS COMMON 74835Y101 539 20200 SH DEFINED 1 20200 - - RTI BIOLOGICS INC COMMON 74975N105 106 24900 SH DEFINED 1 24900 - - RENT-A-CENTER INC COMMON 76009N100 24 700 SH DEFINED 1 700 - - RESOLUTE FOREST PRODUCTS COMMON 76117W109 188 14200 SH DEFINED 1 14200 - - SL GREEN REALTY CORP REIT 78440X101 31 400 SH DEFINED 1 400 - - SLM CORP COMMON 78442P106 3777 220500 SH DEFINED 1 - - 220500 SAIA INC COMMON 78709Y105 42 1800 SH DEFINED 1 1800 - - SANDISK CORP COMMON 80004C101 371 8535 SH DEFINED 1 8535 - - SCICLONE PHARMACEUTICALS INC COMMON 80862K104 957 222100 SH DEFINED 1 222100 - - SELECT COMFORT CORPORATION COMMON 81616X103 34 1300 SH DEFINED 1 1300 - - SELECT MEDICAL HOLDINGS CORP COMMON 81619Q105 227 24100 SH DEFINED 1 24100 - - SIGNATURE BANK COMMON 82669G104 43 600 SH DEFINED 1 600 - - SIRIUS XM RADIO INC COMMON 82967N108 40 14000 SH DEFINED 1 14000 - - SKYWORKS SOLUTIONS INC COMMON 83088M102 20 1000 SH DEFINED 1 1000 - - SONIC AUTOMOTIVE INC-CLASS A COMMON 83545G102 257 12300 SH DEFINED 1 12300 - - SPECTRUM BRANDS HOLDINGS INC COMMON 84763R101 688 15303 SH DEFINED 1 15303 - - STARWOOD HOTELS & RESORTS COMMON 85590A401 12436 216800 SH DEFINED 1 4500 - 212300 STELLARONE CORP COMMON 85856G100 31 2200 SH DEFINED 1 2200 - - SWIFT TRANSPORTATION CO COMMON 87074U101 661 72400 SH DEFINED 1 72400 - - SYNAPTICS INC COMMON 87157D109 27 900 SH DEFINED 1 900 - - SYNNEX CORP COMMON 87162W100 382 11100 SH DEFINED 1 11100 - - TD AMERITRADE HOLDING CORP COMMON 87236Y108 212 12600 SH DEFINED 1 12600 - - TW TELECOM INC COMMON 87311L104 5 199 SH DEFINED 1 199 - - TERADATA CORP COMMON 88076W103 4691 75800 SH DEFINED 1 75800 - - 3M CO COMMON 88579Y101 891 9600 SH DEFINED 1 9600 - - TIBCO SOFTWARE INC COMMON 88632Q103 18 800 SH DEFINED 1 800 - - TIME WARNER CABLE COMMON 88732J207 6245 64254 SH DEFINED 1 16754 - 47500 TOWN SPORTS INTERNATIONAL COMMON 89214A102 307 28800 SH DEFINED 1 28800 - - TWO HARBORS INVEWSTMENT CORP COMMON 90187B101 280 25300 SH DEFINED 1 25300 - - USANA HEALTH SCIENCES INC COMMON 90328M107 764 23200 SH DEFINED 1 23200 - - US AIRWAYS GROUP INC COMMON 90341W108 1883 139500 SH DEFINED 1 139500 - - UNITEDHEALTH GROUP INC COMMON 91324P102 27282 502991 SH DEFINED 1 135391 - 367600 UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 110 6000 SH DEFINED 1 6000 - - UNUM GROUP COMMON 91529Y106 425 20400 SH DEFINED 1 20400 - - VAALCO ENERGY INC COMMON 91851C201 207 23900 SH DEFINED 1 23900 - - VALEANT PHARMACEUTICALS INTE COMMON 91911K102 35 590 SH DEFINED 1 590 - - VALERO ENERGY CORP COMMON 91913Y100 22976 673390 SH DEFINED 1 130490 - 542900 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1914 27249 SH DEFINED 1 27249 - - VERIFONE SYSTEMS INC COMMON 92342Y109 341 11500 SH DEFINED 1 11500 - - VERIZON COMMUNICATIONS INC COMMON 92343V104 30580 706722 SH DEFINED 1 174322 - 532400 VIAD CORP COMMON 92552R406 244 9000 SH DEFINED 1 9000 - - VIACOM INC-CLASS B COMMON 92553P201 16175 306700 SH DEFINED 1 12800 - 293900 VISA INC-CLASS A SHARES COMMON 92826C839 33118 218481 SH DEFINED 1 70281 - 148200 VISTEON CORP COMMON 92839U206 1652 30700 SH DEFINED 1 - - 30700 VONAGE HOLDINGS CORP COMMON 92886T201 9 3900 SH DEFINED 1 3900 - - W&T OFFSHORE INC COMMON 92922P106 16 1000 SH DEFINED 1 1000 - - WABCO HOLDINGS INC COMMON 92927K102 98 1500 SH DEFINED 1 1500 - - WALTER ENERGY INC COMMON 93317Q105 50 1400 SH DEFINED 1 1400 - - WARREN RESOURCES INC COMMON 93564A100 4 1400 SH DEFINED 1 1400 - - WEB.COM GROUP INC COMMON 94733A104 4 247 SH DEFINED 1 247 - - WELLPOINT INC COMMON 94973V107 2298 37722 SH DEFINED 1 37722 - - WESCO INTERNATIONAL INC COMMON 95082P105 2266 33600 SH DEFINED 1 - - 33600 WEST BANCORPORATION COMMON 95123P106 74 6900 SH DEFINED 1 6900 - - WESTERN ASSETS MTG CAP CORP COMMON 95790D105 409 20700 SH DEFINED 1 20700 - - WPX ENERGY INC COMMON 98212B103 43 2900 SH DEFINED 1 2900 - - WYNDHAM WORLDWIDE CORP COMMON 98310W108 1352 25402 SH DEFINED 1 3902 - 21500 XCEL ENERGY INC COMMON 98389B100 2997 112200 SH DEFINED 1 - - 112200 ZIMMER HOLDINGS INC COMMON 98956P102 9079 136200 SH DEFINED 1 10000 - 126200 AMDOCS LTD COMMON G02602103 197 5800 SH DEFINED 1 5800 - - AON PLC COMMON G0408V102 56 1000 SH DEFINED 1 1000 - - ARCH CAPITAL GROUP LTD COMMON G0450A105 841 19100 SH DEFINED 1 19100 - - ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 58 1810 SH DEFINED 1 1810 - - ASSURED GUARANTY LTD COMMON G0585R106 418 29400 SH DEFINED 1 29400 - - ACCENTURE PLC-CL A COMMON G1151C101 11351 170700 SH DEFINED 1 1900 - 168800 BUNGE LTD COMMON G16962105 7 96 SH DEFINED 1 96 - - COVIDIEN PLC COMMON G2554F113 14194 245825 SH DEFINED 1 11725 - 234100 DAIRY FARM INTL HLDGS LTD COMMON G2624N153 10 900 SH DEFINED 1 900 - - DELPHI AUTOMOTIVE PLC COMMON G27823106 15522 405800 SH DEFINED 1 34000 - 371800 EATON CORP PLC COMMON G29183103 1013 18700 SH DEFINED 1 18700 - - EVEREST RE GROUP LTD COMMON G3223R108 1760 16007 SH DEFINED 1 3007 - 13000 ENSCO PLC-CL A COMMON G3517S106 1389 23438 SH DEFINED 1 23438 - - FRESH DEL MONTE PRODUCE INC COMMON G36738105 240 9100 SH DEFINED 1 9100 - - GLOBAL SOURCES LTD COMMON G39300101 47 7200 SH DEFINED 1 7200 - - HELEN OF TROY LTD COMMON G4388N106 127 3800 SH DEFINED 1 3800 - - HERBALIFE LTD COMMON G4412G101 7 200 SH DEFINED 1 200 - - HONGKONG LAND HOLDINGS LTD COMMON G4587L109 7 1000 SH DEFINED 1 1000 - - INGERSOLL-RAND PLC COMMON G47791101 134 2800 SH DEFINED 1 2800 - - INVESCO LTD COMMON G491BT108 2764 105939 SH DEFINED 1 939 - 105000 JAZZ PHARMACEUTICALS PLC COMMON G50871105 390 7325 SH DEFINED 1 7325 - - NABORS INDUSTRIES LTD COMMON G6359F103 296 20500 SH DEFINED 1 20500 - - PARTNERRE LTD COMMON G6852T105 451 5600 SH DEFINED 1 5600 - - PROTHENA CORP PLC COMMON G72800108 0 5 SH DEFINED 1 5 - - RENAISSANCERE HOLDINGS LTD COMMON G7496G103 8150 100300 SH DEFINED 1 48500 - 51800 SIGNET JEWELERS LTD COMMON G81276100 4891 91600 SH DEFINED 1 - - 91600 VALIDUS HOLDINGS LTD COMMON G9319H102 1542 44600 SH DEFINED 1 - - 44600 WARNER CHILCOTT PLC-CLASS A COMMON G94368100 15652 1299998 SH DEFINED 1 130398 - 1169600 ALLIED WORLD ASSURANCE HOLD COMMON H01531104 1639 20800 SH DEFINED 1 700 - 20100 PENTAIR LTD-REGISTERED COMMON H6169Q108 524 10654 SH DEFINED 1 10654 - - TYCO INTERNATIONAL LTD COMMON H89128104 4928 168500 SH DEFINED 1 40300 - 128200 MAGICJACK VOCAL TEC LTD COMMON M6787E101 135 7400 SH DEFINED 1 7400 - - LYONDELLBASELL INDU-CL A COMMON N53745100 21500 376600 SH DEFINED 1 47100 - 329500 ORTHOFIX INTL NV COMMON N6748L102 153 3900 SH DEFINED 1 3900 - - COPA HOLDINGS SA COMMON P31076105 1800 18100 SH DEFINED 1 - - 18100 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 4403 129500 SH DEFINED 1 - - 129500 AVAGO TECHNOLOGIES LTD COMMON Y0486S104 5298 167400 SH DEFINED 1 - - 167400 ---------------------- GRAND_TOTAL 91158335 25948601 - 65209734 ======================