0001047469-12-000506.txt : 20120131
0001047469-12-000506.hdr.sgml : 20120131
20120131143903
ACCESSION NUMBER: 0001047469-12-000506
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120131
DATE AS OF CHANGE: 20120131
EFFECTIVENESS DATE: 20120131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SMITH ASSET MANAGEMENT GROUP LP
CENTRAL INDEX KEY: 0001091561
IRS NUMBER: 752620252
STATE OF INCORPORATION: TX
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03459
FILM NUMBER: 12558731
BUSINESS ADDRESS:
STREET 1: 100 CRESCENT COURT
STREET 2: SUITE 1150
CITY: DALLAS
STATE: TX
ZIP: 75201
BUSINESS PHONE: 2148804600
MAIL ADDRESS:
STREET 1: 100 CRESCENT COURT
STREET 2: SUITE 1150
CITY: DALLAS
STATE: TX
ZIP: 75201
13F-HR
1
a2207043z13f-hr.txt
13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/11
-----------------------
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: Smith Asset Management Group, LP
---------------------------------
Address: 100 Crescent Court
-------------------------------
Suite 1150
-------------------------------
Dallas, TX 75201
-------------------------------
Form 13F File Number: 28-03459
---------------------
The institutional investment 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: Stephen S. Smith
-------------------------------
Title: CEO
-------------------------------
Phone: 214-880-4601
-------------------------------
Signature, Place, and Date of Signing:
/s/ Stephen S. Smith DALLAS, TEXAS 1/30/12
------------------------------- ----------------- -------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
--------------- ------------------------------------
[Repeat as necessary.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
--------------------
Form 13F Information Table Entry Total: 405
--------------------
Form 13F Information Table Value Total: 1,978,873
--------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-14406 Dundee Wealth US
------ ----------------- ---------------------------------
[Repeat as necessary.]
ITEM 1: FAIR MARKET SHARES/ INVEST DISC. MANAGERS VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP VALUE PRINC. SOLE SH/ SH/ SOLE SHARED NONE
AMOUNT DEF OTHER
3m Co Common Stock - Long 88579Y101 51,081.25 625 Sole 0 625
Abbott Laboratories Common Stock - Long 002824100 14,171,828.22 252051 Sole 2473 249578
Accenture Plc Common Stock - Long G1151C101 12,373,366.73 232451 Sole 0 232451
Aci Worldwide Inc Common Stock - Long 004498101 2,373,340.00 82868 Sole 0 82868
Advance Amer Cash
Advance Ct Common Stock - Long 00739W107 2,897,338.75 323725 Sole 0 323725
Advance Auto Parts Inc Common Stock - Long 00751Y106 165,231.74 2373 Sole 1777 596
Aetna Inc Common Stock - Long 00817Y108 21,104,154.87 500217 Sole 10173 490044
Aflac Inc Common Stock - Long 001055102 143,147.02 3309 Sole 2491 818
Agilent Technologies Inc Common Stock - Long 00846U101 2,253,159.65 64505 Sole 0 64505
Agree Realty Corp Common Stock - Long 008492100 2,462.38 101 Sole 0 101
Air Products & Chemicals
Inc Common Stock - Long 009158106 3,278,537.15 38485 Sole 0 38485
Aircastle Ltd Common Stock - Long G0129K104 284,075.76 22333 Sole 0 22333
Alaska Air Group Inc Common Stock - Long 011659109 22,526.60 300 Sole 0 300
Alexandria R E Equities
Inc Common Stock - Long 015271109 2,551.89 37 Sole 0 37
Alliance Data Systems
Corp Common Stock - Long 018581108 6,182,322.08 59537 Sole 0 59537
Allied World Assurance
Co Ag Common Stock - Long H01531104 252,726.88 4016 Sole 0 4016
Allscripts Healthcare
Soltns Common Stock - Long 01988P108 4,940,309.60 260840 Sole 0 260840
Altria Group Inc Common Stock - Long 02209S103 204,733.35 6905 Sole 5207 1698
Amdocs Ltd Common Stock - Long G02602103 227,840.58 7986 Sole 0 7986
American Eqty Invt Life
Hldg Common Stock - Long 025676206 7,602.40 731 Sole 0 731
American Express Co Common Stock - Long 025816109 35,167,923.16 745557 Sole 12465 733092
American Tower Corp Common Stock - Long 03027X100 7,406,734.25 123425 Sole 0 123425
America's Car-mart Inc Common Stock - Long 03062T105 7,992.72 204 Sole 0 204
Amerigroup Corp Common Stock - Long 03073T102 3,331,639.24 56392 Sole 0 56392
Amerisourcebergen Corp Common Stock - Long 03073E105 8,211,625.96 220802 Sole 3544 217258
Ameristar Casinos Inc Common Stock - Long 03070Q101 2,295,904.54 132788 Sole 0 132788
Ametek Inc Common Stock - Long 031100100 26,342,138.00 625704 Sole 9861 615843
Amylin Pharmaceuticals
Inc Common Stock - Long 032346108 6,244,149.10 548695 Sole 0 548695
Ansys Inc Common Stock - Long 03662Q105 23,491,501.12 410117 Sole 8048 402069
Apache Corp Common Stock - Long 037411105 137,772.50 1521 Sole 1151 370
Apple Inc Common Stock - Long 037833100 99,057,735.00 244587 Sole 1247 243340
Applied Industrial Tech
Inc Common Stock - Long 03820C105 2,171,958.52 61756 Sole 0 61756
Arqule Inc Common Stock - Long 04269E107 1,121,288.36 198810 Sole 0 198810
Array Biopharma Inc Common Stock - Long 04269X105 932,629.68 431773 Sole 0 431773
Arrow Electronics Inc Common Stock - Long 042735100 133,516.46 3569 Sole 2700 869
Arthrocare Corp Common Stock - Long 043136100 1,865,318.40 58880 Sole 0 58880
Ascena Retail Group Inc Common Stock - Long 04351G101 7,400.28 249 Sole 0 249
Ashford Hospitality
Trust Common Stock - Long 044103109 2,712.00 339 Sole 0 339
Associated Estates Rlty
Corp Common Stock - Long 045604105 2,711.50 170 Sole 0 170
Astex Pharmaceuticals
Inc Common Stock - Long 04624B103 782,393.85 413965 Sole 0 413965
AT&T Inc Common Stock - Long 00206R102 182,679.96 6041 Sole 4545 1496
Autodesk Inc Common Stock - Long 052769106 5,482,208.16 180752 Sole 0 180752
Automatic Data
Processing Common Stock - Long 053015103 6,684,709.68 123768 Sole 0 123768
Autozone Inc Common Stock - Long 053332102 8,774,190.00 27000 Sole 0 27000
Avista Corp Common Stock - Long 05379B107 5,407.50 210 Sole 0 210
Axcelis Technologies Inc Common Stock - Long 054540109 1,178,333.45 885965 Sole 0 885965
Azz Inc Common Stock - Long 002474104 7,134.08 Sole 0 157
B&g Foods Inc Common Stock - Long 05508R106 16,102.47 669 Sole 0 669
Bank Of Montreal Common Stock - Long 063671101 147,932.06 2699 Sole 2019 680
Bank Of The Ozarks Inc Common Stock - Long 063904106 1,736,614.30 58610 Sole 0 58610
Bat-british Amer Tobacco
Plc Common Stock - Long 110448107 240,615.68 2536 Sole 0 2536
Baxter International Inc Common Stock - Long 071813109 46,263.80 935 Sole 0 935
Bce Inc Common Stock - Long 05534B760 429,742.29 16953 Sole 3388 13565
Bed Bath & Beyond Inc Common Stock - Long 075896100 32,739,948.33 564774 Sole 8460 556314
Belden Inc Common Stock - Long 077454106 4,725.76 142 Sole 0 142
Bgc Partners Inc Common Stock - Long 05541T101 632,313.00 106450 Sole 0 106450
Biglari Holdings Inc Common Stock - Long 08986R101 2,771,742.48 7527 Sole 0 7527
Biogen Idec Inc Common Stock - Long 09062X103 2,707,670.20 24604 Sole 0 24604
Biomed Realty Trust Inc Common Stock - Long 09063H107 2,693.92 149 Sole 0 149
Brandywine Realty Trust Common Stock - Long 105368203 7,980.00 840 Sole 0 840
Brf - Brasil Foods Sa Common Stock - Long 10552T107 218,412.60 11172 Sole 0 11172
Brightpoint Inc Common Stock - Long 109473405 21,972.12 2042 Sole 0 2042
Brinker Intl Inc Common Stock - Long 109641100 2,960,913.72 110647 Sole 0 110647
Brinks Co Common Stock - Long 109696104 880,051.20 32740 Sole 0 32740
Brooks Automation Inc Common Stock - Long 114340102 7,137.65 695 Sole 0 695
Bruker Corp Common Stock - Long 116794108 5,663.52 456 Sole 0 456
Bt Group Plc Common Stock - Long 05577E101 226,716.36 7649 Sole 0 7649
Buckeye Technologies Inc Common Stock - Long 118255108 7,624.32 228 Sole 0 228
Buckle Inc Common Stock - Long 118440106 2,717,037.60 66480 Sole 0 66480
Caci Intl Inc -cl A Common Stock - Long 127190304 2,793,092.64 49948 Sole 0 49948
Cadence Design Systems
Inc Common Stock - Long 127387108 8,095,276.80 778392 Sole 0 778392
Calamos Asset Management
Inc Common Stock - Long 12811R104 4,816.35 385 Sole 0 385
Cal-maine Foods Inc Common Stock - Long 128030202 1,498,821.45 40985 Sole 0 40985
Capital One Financial
Corp Common Stock - Long 14040H105 18,305,225.93 432850 Sole 11936 420914
Cardtronics Inc Common Stock - Long 14161H108 2,271,822.30 83955 Sole 0 83955
Caterpillar Inc Common Stock - Long 149123101 3,894,622.20 42987 Sole 0 42987
Cato Corp -cl A Common Stock - Long 149205106 2,135,383.80 88239 Sole 0 88239
Cbl & Associates Pptys
Inc Common Stock - Long 124830100 3,171.40 202 Sole 0 202
Cbs Corp Common Stock - Long 124857202 176,138.32 6490 Sole 4867 1623
Celgene Corp Common Stock - Long 151020104 21,290,754.60 314952 Sole 6316 308636
Celldex Therapeutics Inc Common Stock - Long 15117B103 893,087.00 343495 Sole 0 343495
Centene Corp Common Stock - Long 15135B101 2,120,242.91 53555 Sole 0 53555
Central Garden & Pet Co Common Stock - Long 153527106 5,712.00 700 Sole 0 700
Cf Industries Holdings
Inc Common Stock - Long 125269100 22,929,022.22 158153 Sole 3116 155037
Check Point Software
Techn Common Stock - Long M22465104 23,556,728.42 448358 Sole 9064 439294
Cheesecake Factory Inc Common Stock - Long 163072101 1,820,844.90 62039 Sole 0 62039
Chemed Corp Common Stock - Long 16359R103 1,679,944.05 32805 Sole 0 32805
Chevron Corp Common Stock - Long 166764100 27,243,826.40 256051 Sole 5834 250217
Chicago Bridge & Iron Co Common Stock - Long 167250109 5,001,166.80 132306 Sole 0 132306
Chubb Corp Common Stock - Long 171232101 52,953.30 765 Sole 0 765
Chunghwa Telecom Ltd Common Stock - Long 17133Q502 220,413.44 6623 Sole 0 6623
Cia Saneamento Basico
Estado Common Stock - Long 20441A102 235,288.20 4228 Sole 0 4228
Citrix Systems Inc Common Stock - Long 177376100 2,350,956.96 38718 Sole 0 38718
Cliffs Natural Resources
Inc Common Stock - Long 18683K101 2,163,357.95 34697 Sole 0 34697
Cloud Peak Energy Inc Common Stock - Long 18911Q102 2,281,402.20 118085 Sole 0 118085
Cms Energy Corp Common Stock - Long 125896100 189,092.80 8564 Sole 6446 2118
Coach Inc Common Stock - Long 189754104 5,236,560.56 85789 Sole 0 85789
Coca-cola Btlng Cons Common Stock - Long 191098102 867,125.50 14810 Sole 0 14810
Coca-cola Co Common Stock - Long 191216100 15,176,562.97 216901 Sole 0 216901
Coca-cola Enterprises
Inc Common Stock - Long 19122T109 35,466,576.46 1375740 Sole 16159 1359581
Codexis Inc Common Stock - Long 192005106 565,616.00 106720 Sole 0 106720
Coeur D'alene Mines Corp Common Stock - Long 192108504 1,995,412.40 82660 Sole 0 82660
Cognizant Tech Solutions Common Stock - Long 192446102 5,146,407.75 80025 Sole 0 80025
Coherent Inc Common Stock - Long 192479103 11,185.99 214 Sole 0 214
Colfax Corp Common Stock - Long 194014106 2,757,718.40 96830 Sole 0 96830
Computer Programs &
Systems Common Stock - Long 205306103 1,882,585.72 36834 Sole 0 36834
Consol Energy Inc Common Stock - Long 20854P109 2,216,863.50 60405 Sole 0 60405
Consolidated Graphics
Inc Common Stock - Long 209341106 855,521.60 17720 Sole 0 17720
Constellation Brands Common Stock - Long 21036P108 23,270,554.04 1125813 Sole 28295 1097518
Cooper Companies Inc Common Stock - Long 216648402 23,704,042.30 336136 Sole 6653 329483
Copa Holdings Sa Common Stock - Long P31076105 207,574.46 3538 Sole 0 3538
Corn Products Intl Inc Common Stock - Long 219023108 23,815,223.82 452847 Sole 9249 443598
Corp Office Pptys Tr Inc Common Stock - Long 22002T108 2,657.50 125 Sole 0 125
Costco Wholesale Corp Common Stock - Long 22160K105 2,786,470.76 33443 Sole 0 33443
Cousins Properties Inc Common Stock - Long 222795106 2,730.66 426 Sole 0 426
Covidien Plc Common Stock - Long G2554F113 218,343.51 4851 Sole 0 4851
Cracker Barrel Old Ctry
Stor Common Stock - Long 22410J106 7,158.22 142 Sole 0 142
Credicorp Ltd Common Stock - Long G2519Y109 257,801.85 2355 Sole 0 2355
Cryolife Inc Common Stock - Long 228903100 550,824.00 114755 Sole 0 114755
Csx Corp Common Stock - Long 126408103 162,667.58 7724 Sole 5797 1927
Cubic Corp Common Stock - Long 229669106 2,423,560.08 55599 Sole 0 55599
Cummins Inc Common Stock - Long 231021106 145,672.74 1655 Sole 1247 408
Cvr Energy Inc Common Stock - Long 12662P108 1,633,911.55 87235 Sole 0 87235
Davita Inc Common Stock - Long 23918K108 8,017,286.55 105755 Sole 0 105755
Delta Air Lines Inc Common Stock - Long 247361702 7,175,894.72 887008 Sole 0 887008
Deluxe Corp Common Stock - Long 248019101 2,198,046.72 96575 Sole 0 96575
Denbury Resources Inc Common Stock - Long 247916208 2,933,492.10 194271 Sole 0 194271
Dentsply Internatl Inc Common Stock - Long 249030107 21,606,569.63 617507 Sole 12180 605327
Diamond Offshre Drilling
Inc Common Stock - Long 25271C102 2,177,686.08 39408 Sole 0 39408
Digital Realty Trust Inc Common Stock - Long 253868103 2,800.14 42 Sole 0 42
Dime Community
Bancshares Common Stock - Long 253922108 5,821.20 462 Sole 0 462
Discover Financial Svcs
Inc Common Stock - Long 254709108 4,257,792.00 177408 Sole 0 177408
Donaldson Co Inc Common Stock - Long 257651109 15,249,103.04 223988 Sole 0 223988
Dsw Inc Common Stock - Long 23334L102 12,599.71 285 Sole 0 285
Du Pont (e I) De Nemours Common Stock - Long 263534109 5,756,148.30 125735 Sole 0 125735
East West Bancorp Inc Common Stock - Long 27579R104 20,571,639.50 1041602 Sole 19420 1022182
Eaton Corp Common Stock - Long 278058102 165,022.30 3791 Sole 2808 983
Echelon Corp Common Stock - Long 27874N105 851,987.02 174946 Sole 0 174946
Ecopetrol Sa Common Stock - Long 279158109 238,582.68 5359 Sole 0 5359
Emcor Group Inc Common Stock - Long 29084Q100 974,731.17 36357 Sole 0 36357
Encore Capital Group Inc Common Stock - Long 292554102 7,015.80 330 Sole 0 330
Endo Pharmaceuticals
Hldgs Common Stock - Long 29264F205 23,374,151.71 676923 Sole 15973 660950
Eog Resources Inc Common Stock - Long 26875P101 4,492,056.00 45600 Sole 0 45600
Exactech Inc Common Stock - Long 30064E109 6,950.34 422 Sole 0 422
Exelon Corp Common Stock - Long 30161N101 20,972,000.81 483567 Sole 9308 474259
Exponent Inc Common Stock - Long 30214U102 2,977,247.05 64765 Sole 0 64765
Exxon Mobil Corp Common Stock - Long 30231G102 74,372,322.94 877446 Sole 6061 871385
Ezcorp Inc -cl A Common Stock - Long 302301106 7,594.56 288 Sole 0 288
F5 Networks Inc Common Stock - Long 315616102 4,866,981.56 45863 Sole 0 45863
Fair Isaac Corp Common Stock - Long 303250104 3,303,910.40 92185 Sole 0 92185
First Potomac Realty
Trust Common Stock - Long 33610F109 2,857.95 219 Sole 0 219
Flowers Foods Inc Common Stock - Long 343498101 2,307,968.00 121600 Sole 0 121600
Franklin Resources Inc Common Stock - Long 354613101 145,146.68 1511 Sole 1133 378
Freeport-mcmoran
Cop&gold Common Stock - Long 35671D857 6,936,607.08 188546 Sole 2271 186275
Fuller (h. B.) Co Common Stock - Long 359694106 6,609.46 286 Sole 0 286
Garmin Ltd Common Stock - Long H2906T109 8,852,788.56 222376 Sole 0 222376
Generac Holdings Inc Common Stock - Long 368736104 2,784,780.50 99350 Sole 0 99350
General Dynamics Corp Common Stock - Long 369550108 51,467.75 775 Sole 0 775
Genuine Parts Co Common Stock - Long 372460105 4,343,608.80 70974 Sole 0 70974
Getty Realty Corp Common Stock - Long 374297109 2,064.60 148 Sole 0 148
Global Payments Inc Common Stock - Long 37940X102 23,495,219.14 495892 Sole 9415 486477
Global Sources Ltd Common Stock - Long G39300101 655,356.25 135125 Sole 0 135125
Gold Fields Ltd Common Stock - Long 38059T106 215,192.75 14111 Sole 0 14111
Google Inc Common Stock - Long 38259P508 23,592,143.40 36526 Sole 0 36526
Gulfmark Offshore Inc Common Stock - Long 402629208 868,346.70 20670 Sole 0 20670
Gulfport Energy Corp Common Stock - Long 402635304 6,479.00 220 Sole 0 220
Haemonetics Corp Common Stock - Long 405024100 5,632.24 92 Sole 0 92
Halliburton Co Common Stock - Long 406216101 5,991,039.55 173603 Sole 2620 170983
Halozyme Therapeutics
Inc Common Stock - Long 40637H109 681,106.20 71620 Sole 0 71620
Hanger Orthopedic Group
Inc Common Stock - Long 41043F208 5,644.38 302 Sole 0 302
Health Management Assoc Common Stock - Long 421933102 2,339,451.73 317429 Sole 0 317429
Helen Of Troy Ltd Common Stock - Long G4388N106 9,486.30 309 Sole 0 309
Helmerich & Payne Common Stock - Long 423452101 21,628,157.88 370599 Sole 7702 362897
Herbalife Ltd Common Stock - Long G4412G101 2,928,758.94 56682 Sole 0 56682
Hershey Co Common Stock - Long 427866108 14,845,239.76 240292 Sole 0 240292
Highwoods Properties Inc Common Stock - Long 431284108 482,078.16 16248 Sole 0 16248
Home Depot Inc Common Stock - Long 437076102 25,778,128.96 613181 Sole 11986 601195
Honeywell International
Inc Common Stock - Long 438516106 6,439,877.15 118489 Sole 0 118489
Horace Mann Educators
Corp Common Stock - Long 440327104 8,801.36 642 Sole 0 642
Hospitality Properties
Trust Common Stock - Long 44106M102 15,327.66 667 Sole 0 667
Igate Corp Common Stock - Long 45169U105 5,080.79 323 Sole 0 323
Incyte Corp Common Stock - Long 45337C102 1,037,521.22 69122 Sole 0 69122
Infinity Pharmaceuticals
Inc Common Stock - Long 45665G303 712,371.40 80585 Sole 0 80585
Innophos Holdings Inc Common Stock - Long 45774N108 2,670.80 55 Sole 0 55
Insperity Inc Common Stock - Long 45778Q107 2,113,809.75 83385 Sole 0 83385
Intel Corp Common Stock - Long 458140100 60,406.75 2491 Sole 0 2491
Intercontinentalexchange
Inc Common Stock - Long 45865V100 27,096,384.50 224773 Sole 0 224773
Intl Business Machines
Corp Common Stock - Long 459200101 61,506,387.86 334492 Sole 0 334492
Intl Game Technology Common Stock - Long 459902102 5,770,600.00 335500 Sole 0 335500
Intl Paper Co Common Stock - Long 460146103 3,838,409.60 129676 Sole 0 129676
Intuit Inc Common Stock - Long 461202103 7,439,118.45 141455 Sole 0 141455
Intuitive Surgical Inc Common Stock - Long 46120E602 6,673,363.13 14413 Sole 0 14413
iShares Indonesia Common Stock - Long 46429B309 27,961.74 954 Sole 0 954
iShares MSCI Brazil Common Stock - Long 464286400 59,972.55 1045 Sole 0 1045
iShares MSCI China 25 Common Stock - Long 464287184 24,653.09 707 Sole 0 707
iShares MSCI Hong Kong Common Stock - Long 464286871 12,066.60 780 Sole 0 780
iShares MSCI Malaysia Common Stock - Long 464286830 2,278.00 170 Sole 0 170
iShares MSCI Mexico Common Stock - Long 464286822 32,578.56 606 Sole 0 606
iShares MSCI Singapore Common Stock - Long 464286673 4,191.21 387 Sole 0 387
iShares MSCI South
Africa Common Stock - Long 464286780 33,893.85 555 Sole 0 555
iShares MSCI South Korea Common Stock - Long 464286772 73,164.00 1400 Sole 0 1400
iShares MSCI Taiwan Common Stock - Long 464286731 34,919.22 2982 Sole 0 2982
iShares MSCI Thailand Common Stock - Long 464286624 11,781.56 196 Sole 0 196
iShares MSCI Turkey
Index Fund Common Stock - Long 464286715 5,307.06 129 Sole 0 129
Jazz Pharmaceuticals Plc Common Stock - Long G50871106 2,492,793.90 64530 Sole 0 64530
Jda Software Group Inc Common Stock - Long 46612K108 7,579.26 234 Sole 0 234
Johnson & Johnson Common Stock - Long 478160104 10,796,763.30 164635 Sole 0 164635
Jpmorgan Chase & Co Common Stock - Long 46625H100 11,704.00 352 Sole 0 352
Kensey Nash Corp Common Stock - Long 490057106 1,241,727.33 64707 Sole 0 64707
Kilroy Realty Corp Common Stock - Long 49427F108 2,817.18 74 Sole 0 74
Kimberly-clark Corp Common Stock - Long 494368103 52,595.40 715 Sole 0 715
Kirby Corp Common Stock - Long 497266106 5,767,123.12 87593 Sole 0 87593
Koppers Holdings Inc Common Stock - Long 50060P106 4,501.16 131 Sole 0 131
Kroger Co Common Stock - Long 501044101 9,376,385.48 387134 Sole 0 387134
Landstar System Inc Common Stock - Long 515098101 5,964,458.64 124467 Sole 0 124467
Las Vegas Sands Corp Common Stock - Long 517834107 2,401,725.11 56207 Sole 0 56207
Lattice Semiconductor
Corp Common Stock - Long 518415104 2,479,730.22 417463 Sole 0 417463
Lexington Realty Trust Common Stock - Long 529043101 2,913.61 389 Sole 0 389
Liberty Property Trust Common Stock - Long 531172104 2,779.20 90 Sole 0 90
Ligand Pharmaceutical
Inc Common Stock - Long 53220K504 653,206.10 55030 Sole 0 55030
Limited Brands Inc Common Stock - Long 532716107 10,719,340.65 265659 Sole 0 265659
Lincoln Electric Hldgs
Inc Common Stock - Long 533900106 3,689,016.00 94300 Sole 0 94300
Linear Technology Corp Common Stock - Long 535678106 3,684,620.94 122698 Sole 0 122698
Lions Gate Entertainment
Cp Common Stock - Long 535919203 3,031,641.60 364380 Sole 0 364380
Lockheed Martin Corp Common Stock - Long 539830109 52,989.50 655 Sole 0 655
Ltc Properties Inc Common Stock - Long 502175102 7,375.54 239 Sole 0 239
Mack-cali Realty Corp Common Stock - Long 554489104 2,802.45 105 Sole 0 105
Manhattan Associates Inc Common Stock - Long 562750109 2,852,706.56 70472 Sole 0 70472
Marathon Oil Corp Common Stock - Long 565849106 14,752.08 504 Sole 0 504
Market Vectors Russia Common Stock - Long 57060U506 21,106.80 792 Sole 0 792
Marketaxess Holdings Inc Common Stock - Long 57060D108 3,211,382.05 106655 Sole 0 106655
Mastec Inc Common Stock - Long 576323109 6,652.71 383 Sole 0 383
Mastercard Inc Common Stock - Long 57636Q104 7,293,850.48 19564 Sole 0 19564
Mattel Inc Common Stock - Long 577081102 16,682,760.22 600964 Sole 0 600964
Maximus Inc Common Stock - Long 577933104 2,315.60 56 Sole 0 56
Mcdonald's Corp Common Stock - Long 580135101 18,988,957.45 189265 Sole 0 189265
Mckesson Corp Common Stock - Long 58155Q103 24,429,148.30 313556 Sole 0 313556
Mead Johnson Nutrition
Co Common Stock - Long 582839106 4,073,902.02 59274 Sole 0 59274
Medicis Pharmaceut Cp
-cl A Common Stock - Long 584690309 2,593,200.75 77991 Sole 0 77991
Mercadolibre Inc Common Stock - Long 58733R102 1,598,435.84 20096 Sole 0 20096
Metlife Inc Common Stock - Long 59156R108 10,975.36 352 Sole 0 352
Microchip Technology Inc Common Stock - Long 595017104 3,432,157.74 93698 Sole 0 93698
Microsoft Corp Common Stock - Long 594918104 21,199,325.40 816615 Sole 0 816615
Miller (herman) Inc Common Stock - Long 600544100 1,881.90 102 Sole 0 102
Minerals Technologies
Inc Common Stock - Long 603158106 2,338,363.45 41365 Sole 0 41365
Mitcham Industries Inc Common Stock - Long 606501104 1,318,699.20 60380 Sole 0 60380
Mitsubishi Ufj Financial
Grp Common Stock - Long 606822104 204,233.17 48743 Sole 0 48743
Moneygram International
Inc Common Stock - Long 60935Y208 1,367,815.00 77060 Sole 0 77060
Monotype Imaging
Holdings Common Stock - Long 61022P100 784,644.70 50330 Sole 0 50330
Monsanto Co Common Stock - Long 61166W101 7,997,299.31 114133 Sole 0 114133
Mosaic Co Common Stock - Long 61945C103 2,335,060.29 46303 Sole 0 46303
Motorola Solutions Inc Common Stock - Long 620076307 17,955,427.74 387890 Sole 0 387890
Mts Systems Corp Common Stock - Long 553777103 2,060,116.25 50555 Sole 0 50555
Multi-color Corp Common Stock - Long 625383104 7,435.97 289 Sole 0 289
Myriad Genetics Inc Common Stock - Long 62855J104 7,095,539.94 338851 Sole 0 338851
Nacco Industries -cl A Common Stock - Long 629579103 735,618.90 8245 Sole 0 8245
National Research Corp Common Stock - Long 637372103 923,483.95 23795 Sole 0 23795
Netease.com Inc Common Stock - Long 64110W102 253,447.35 5651 Sole 0 5651
Neurocrine Biosciences
Inc Common Stock - Long 64125C109 1,661,027.50 195415 Sole 0 195415
Newpark Resources Common Stock - Long 651718504 7,505.00 790 Sole 0 790
Newport Corp Common Stock - Long 651824104 2,509,466.24 184384 Sole 0 184384
Nextera Energy Inc Common Stock - Long 65339F101 71,351.36 1172 Sole 0 1172
Nice Systems Ltd Common Stock - Long 653656108 244,801.70 7106 Sole 0 7106
Nippon Telegraph &
Telephone Common Stock - Long 654624105 231,237.57 9129 Sole 0 9129
Noble Energy Inc Common Stock - Long 655044105 18,173,660.48 192538 Sole 0 192538
Nordson Corp Common Stock - Long 655663102 1,496,769.46 36347 Sole 0 36347
Nordstrom Inc Common Stock - Long 655664100 6,969,441.42 140202 Sole 0 140202
Northeast Utilities Common Stock - Long 664397106 11,434.19 317 Sole 0 317
Novo Nordisk A/s Common Stock - Long 670100205 232,018.38 2013 Sole 0 2013
Ntt Docomo Inc Common Stock - Long 62942M201 217,741.10 11866 Sole 0 11866
Nu Skin Enterprises
-cl A Common Stock - Long 67018T105 2,461,381.89 50677 Sole 0 50677
Nuance Communications
Inc Common Stock - Long 67020Y100 18,975,193.54 754181 Sole 0 754181
Occidental Petroleum
Corp Common Stock - Long 674599105 20,487,785.40 217553 Sole 0 217553
Omega Healthcare Invs
Inc Common Stock - Long 681936100 550,314.00 28440 Sole 0 28440
Oneok Inc Common Stock - Long 682680103 6,883,272.69 79401 Sole 0 79401
Oracle Corp Common Stock - Long 68389X105 13,197,822.75 514535 Sole 0 514535
O'reilly Automotive Inc Common Stock - Long 67103H107 13,083,417.75 163645 Sole 0 163645
Osi Systems Inc Common Stock - Long 671044105 8,829.18 181 Sole 0 181
Paccar Inc Common Stock - Long 693718108 3,426,256.80 91440 Sole 0 91440
Papa Johns International
Inc Common Stock - Long 698813102 2,110.08 56 Sole 0 56
Par Pharmaceutical Cos
Inc Common Stock - Long 69888P106 2,520,242.73 77001 Sole 0 77001
Parker Drilling Co Common Stock - Long 701081101 637,879.05 88965 Sole 0 88965
Parker-hannifin Corp Common Stock - Long 701094104 13,907,618.75 182395 Sole 0 182395
Peabody Energy Corp Common Stock - Long 704549104 2,054,177.51 62041 Sole 0 62041
Pepsico Inc Common Stock - Long 713448108 11,565,800.25 174315 Sole 0 174315
Perficient Inc Common Stock - Long 71375U101 7,867.86 786 Sole 0 786
Petroquest Energy Inc Common Stock - Long 716748108 4,032.60 611 Sole 0 611
Petsmart Inc Common Stock - Long 716768106 2,800,998.19 54611 Sole 0 54611
Philip Morris
International Common Stock - Long 718172109 22,810,918.32 290659 Sole 0 290659
Piedmont Office Realty
Trust Common Stock - Long 720190206 2,760.48 162 Sole 0 162
Pier 1 Imports Inc Common Stock - Long 720279108 3,197,143.95 229515 Sole 0 229515
Plantronics Inc Common Stock - Long 727493108 2,540,062.80 71270 Sole 0 71270
Pnc Financial Svcs Group
Inc Common Stock - Long 693475105 14,186.82 246 Sole 0 246
Polaris Industries Inc Common Stock - Long 731068102 5,692,662.18 101691 Sole 0 101691
Polyone Corp Common Stock - Long 73179P106 850,207.05 73611 Sole 0 73611
Polypore International
Inc Common Stock - Long 73179V103 2,023.54 46 Sole 0 46
PowerShares India Common Stock - Long 73935L100 17,115.00 1050 Sole 0 1050
Ppg Industries Inc Common Stock - Long 693506107 19,333,360.83 231565 Sole 0 231565
Praxair Inc Common Stock - Long 74005P104 7,382,514.00 69060 Sole 0 69060
Precision Castparts Corp Common Stock - Long 740189105 5,322,717.00 32300 Sole 0 32300
Prestige Brands Holdings Common Stock - Long 74112D101 7,922.81 703 Sole 0 703
Priceline.com Inc Common Stock - Long 741503403 24,153,946.71 51643 Sole 0 51643
Primoris Services Corp Common Stock - Long 74164F103 2,362,971.10 158270 Sole 0 158270
Procter & Gamble Co Common Stock - Long 742718109 53,368.00 800 Sole 0 800
Providence Service Corp Common Stock - Long 743815102 1,207,687.68 87768 Sole 0 87768
Ps Business Parks Common Stock - Long 69360J107 8,979.66 162 Sole 0 162
Qualcomm Inc Common Stock - Long 747525103 13,592,895.30 248499 Sole 0 248499
Ralph Lauren Corp Common Stock - Long 751212101 9,171,411.68 66421 Sole 0 66421
Raytheon Co Common Stock - Long 755111507 14,465.62 299 Sole 0 299
Realty Income Corp Common Stock - Long 756109104 2,971.60 85 Sole 0 85
Red Hat Inc Common Stock - Long 756577102 8,828,958.12 213828 Sole 0 213828
Revlon Inc -cl A Common Stock - Long 761525609 1,706,852.95 114785 Sole 0 114785
Reynolds American Inc Common Stock - Long 761713106 2,380,407.40 57470 Sole 0 57470
Rockwell Automation Common Stock - Long 773903109 24,071,302.13 328081 Sole 0 328081
Rockwood Holdings Inc Common Stock - Long 774415103 2,395,073.95 60835 Sole 0 60835
Roper Industries Inc Common Stock - Long 776696106 7,117,606.58 81934 Sole 0 81934
Ross Stores Inc Common Stock - Long 778296103 21,784,472.28 458331 Sole 0 458331
Royal Dutch Shell Plc Common Stock - Long 780259107 53,207.00 700 Sole 0 700
Rti Biologics Inc Common Stock - Long 74975N105 2,722,386.00 613150 Sole 0 613150
Ryder System Inc Common Stock - Long 783549108 16,947,993.12 318931 Sole 0 318931
Salix Pharmaceuticals
Ltd Common Stock - Long 795435106 2,727.45 57 Sole 0 57
Sandisk Corp Common Stock - Long 80004C101 14,763.00 300 Sole 0 300
Sara Lee Corp Common Stock - Long 803111103 1,604,983.60 84830 Sole 0 84830
Sasol Ltd Common Stock - Long 803866300 228,989.40 4831 Sole 0 4831
Saul Centers Inc Common Stock - Long 804395101 9,244.62 261 Sole 0 261
Schlumberger Ltd Common Stock - Long 806857108 14,637,056.94 214274 Sole 0 214274
Select Comfort Corp Common Stock - Long 81616X103 2,884,553.10 132990 Sole 0 132990
Senior Housing Pptys
Trust Common Stock - Long 81721M109 2,625.48 117 Sole 0 117
Sigma-aldrich Corp Common Stock - Long 826552101 2,358,864.36 37766 Sole 0 37766
Signet Jewelers Ltd Common Stock - Long G81276100 225,426.88 5128 Sole 0 5128
Simon Property Group Inc Common Stock - Long 828806109 3,610.32 28 Sole 0 28
Sirona Dental Systems
Inc Common Stock - Long 82966C103 7,839.12 178 Sole 0 178
Smart Balance Inc Common Stock - Long 83169Y108 1,462,100.80 272780 Sole 0 272780
Sotheby's Common Stock - Long 835898107 978,236.64 34288 Sole 0 34288
Southern Copper Corp Common Stock - Long 84265V105 2,477,204.58 82081 Sole 0 82081
Southside Bancshares Inc Common Stock - Long 84470P109 7,516.02 347 Sole 0 347
SPDR S&P China Common Stock - Long 78463X400 54,387.90 873 Sole 0 873
Spdr Trust Series 1 Common Stock - Long 78462F103 326,300.00 2600 Sole 0 2600
Spectrum Pharmaceuticals
Inc Common Stock - Long 84763A108 804,723.15 55005 Sole 0 55005
Standex International
Corp Common Stock - Long 854231107 556,629.30 16290 Sole 0 16290
Stone Energy Corp Common Stock - Long 861642106 2,445,109.44 92688 Sole 0 92688
Sturm Ruger & Co Inc Common Stock - Long 864159108 499,457.42 14927 Sole 0 14927
Sumitomo Mitsui
Financial Gr Common Stock - Long 86562M209 219,468.81 39831 Sole 0 39831
Sun Communities Inc Common Stock - Long 866674104 2,812.81 77 Sole 0 77
Sunstone Hotel Investors
Inc Common Stock - Long 867892101 3,920.15 481 Sole 0 481
Superior Energy Services
Inc Common Stock - Long 868157108 2,396,126.88 84252 Sole 0 84252
Sxc Health Solutions
Corp Common Stock - Long 78505P100 6,388,057.44 113103 Sole 0 113103
Syngenta Ag Common Stock - Long 87160A100 234,934.84 3986 Sole 0 3986
Synnex Corp Common Stock - Long 87162W100 6,244.30 205 Sole 0 205
Synopsys Inc Common Stock - Long 871607107 13,020,232.00 478685 Sole 0 478685
Sysco Corp Common Stock - Long 871829107 53,820.55 1835 Sole 0 1835
Tech Data Corp Common Stock - Long 878237106 7,362.09 149 Sole 0 149
Telenav Inc Common Stock - Long 879455103 1,034,004.95 132395 Sole 0 132395
Teletech Holdings Inc Common Stock - Long 879939106 6,366.60 393 Sole 0 393
Tempur Pedic Intl Inc Common Stock - Long 88023U101 2,314,786.98 44066 Sole 0 44066
Texas Capital Bancshares
Inc Common Stock - Long 88224Q107 10,040.08 328 Sole 0 328
Texas Instruments Inc Common Stock - Long 882508104 3,111,859.00 106900 Sole 0 106900
Textainer Group Holdings
Ltd Common Stock - Long G8766E109 5,969.60 205 Sole 0 205
Textron Inc Common Stock - Long 883203101 2,646,362.76 143124 Sole 0 143124
Thermo Fisher Scientific
Inc Common Stock - Long 883556102 9,398.73 209 Sole 0 209
Thoratec Corp Common Stock - Long 885175307 6,528,091.20 194520 Sole 0 194520
Tibco Software Inc Common Stock - Long 88632Q103 19,505,561.43 815791 Sole 0 815791
Tjx Companies Inc Common Stock - Long 872540109 14,846.50 230 Sole 0 230
Travelers Cos Inc Common Stock - Long 89417E109 15,265.86 258 Sole 0 258
Tredegar Corp Common Stock - Long 894650100 1,952,138.10 87855 Sole 0 87855
Triumph Group Inc Common Stock - Long 896818101 10,813.25 185 Sole 0 185
True Religion Apparel
Inc Common Stock - Long 89784N104 2,247.70 65 Sole 0 65
Unisource Energy Corp Common Stock - Long 909205106 6,202.56 168 Sole 0 168
Unisys Corp Common Stock - Long 909214306 1,735,071.30 88030 Sole 0 88030
United Continental Hldgs
Inc Common Stock - Long 910047109 3,317,761.14 175822 Sole 0 175822
United Parcel Service
Inc Common Stock - Long 911312106 6,822,991.37 93223 Sole 0 93223
United Technologies Corp Common Stock - Long 913017109 4,036,249.07 55223 Sole 0 55223
United Therapeutics Corp Common Stock - Long 91307C102 8,858,241.00 187476 Sole 0 187476
Unitedhealth Group Inc Common Stock - Long 91324P102 13,784.96 272 Sole 0 272
Urstadt Biddle
Properties Common Stock - Long 917286205 2,693.92 149 Sole 0 149
Usana Health Sciences
Inc Common Stock - Long 90328M107 998,413.75 32875 Sole 0 32875
Vaalco Energy Inc Common Stock - Long 91851C201 1,300,804.60 215365 Sole 0 215365
Validus Holdings Ltd Common Stock - Long G9319H102 6,192,490.50 196587 Sole 0 196587
Vanda Pharmaceuticals
Inc Common Stock - Long 921659108 673,354.36 141461 Sole 0 141461
Ventas Inc Common Stock - Long 92276F100 2,756.50 50 Sole 0 50
Verifone Systems Inc Common Stock - Long 92342Y109 2,095.68 59 Sole 0 59
Vf Corp Common Stock - Long 918204108 16,147,285.73 127154 Sole 0 127154
Viad Corp Common Stock - Long 92552R406 1,511,041.12 86444 Sole 0 86444
Vical Inc Common Stock - Long 925602104 852,475.05 193305 Sole 0 193305
Vmware Inc -cl A Common Stock - Long 928563402 10,855,879.05 130495 Sole 0 130495
Vodafone Group Plc Common Stock - Long 92857W209 51,575.20 1840 Sole 0 1840
Vonage Holdings Corp Common Stock - Long 92886T201 1,870,636.25 763525 Sole 0 763525
Vornado Realty Trust Common Stock - Long 929042109 2,459.52 32 Sole 0 32
W&t Offshore Inc Common Stock - Long 92922P106 2,133,619.95 100595 Sole 0 100595
Wabtec Corp Common Stock - Long 929740108 3,698,396.40 52872 Sole 0 52872
Wal-mart Stores Inc Common Stock - Long 931142103 68,903.28 1153 Sole 0 1153
Washington Reit Common Stock - Long 939653101 2,516.20 92 Sole 0 92
Watson Pharmaceuticals
Inc Common Stock - Long 942683103 26,816,060.18 444416 Sole 0 444416
Weight Watchers Intl Inc Common Stock - Long 948626106 2,111,008.75 38375 Sole 0 38375
Wellcare Health Plans
Inc Common Stock - Long 94946T106 1,105,387.50 21055 Sole 0 21055
Wells Fargo & Co Common Stock - Long 949746101 6,017,643.32 218347 Sole 0 218347
Western Refining Inc Common Stock - Long 959319104 1,840,066.95 138455 Sole 0 138455
Western Union Co Common Stock - Long 959802109 6,147,648.98 336673 Sole 0 336673
Whole Foods Market Inc Common Stock - Long 966837106 26,958,631.74 387448 Sole 0 387448
Williams-sonoma Inc Common Stock - Long 969904101 6,493,217.50 168655 Sole 0 168655
Wolverine World Wide Common Stock - Long 978097103 7,840.80 220 Sole 0 220
World Acceptance Corp Common Stock - Long 981419104 3,423,924.00 46584 Sole 0 46584
World Fuel Services Corp Common Stock - Long 981475106 9,529.46 227 Sole 0 227
Wright Express Corp Common Stock - Long 98233Q105 2,768.28 51 Sole 0 51
Wynn Resorts Ltd Common Stock - Long 983134107 7,641,156.93 69157 Sole 0 69157
1,978,873,063.85