0001047469-12-009839.txt : 20121029
0001047469-12-009839.hdr.sgml : 20121029
20121029115833
ACCESSION NUMBER: 0001047469-12-009839
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121029
DATE AS OF CHANGE: 20121029
EFFECTIVENESS DATE: 20121029
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: 121166201
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
a2211556z13f-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: 9/30/12
-----------------------
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 10/26/12
------------------------------- ----------------- -------------
[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: 380
--------------------
Form 13F Information Table Value Total: 2,204,449
--------------------
(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.]
SHARES/ INVEST DISC.
ITEM 1: FAIR MARKET PRINC. SH/ SH/ VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP VALUE AMOUNT SOLE DEF OTHER MANAGERS SOLE SHARED NONE
3m Co Common Stock - Long 88579Y101 12,953,032.68 140154 Sole 0 140154
Abbott Laboratories Common Stock - Long 002535300 23,727,300.72 346066 Sole 1954 344112
Acacia Research Corp Common Stock - Long 002824100 911,930.70 33270 Sole 0 33270
Accenture Plc Common Stock - Long 003881307 3,121,237.10 44570 Sole 0 44570
Actuant Corp -cl A Common Stock - Long G1151C101 14,765.28 514 Sole 0 514
Actuate Corp Common Stock - Long 00508X203 7,972.02 1134 Sole 0 1134
Acuity Brands Inc Common Stock - Long 00508B102 2,401,377.40 37943 Sole 0 37943
Advance Auto Parts Inc Common Stock - Long 00508Y102 108,651.96 1597 Sole 1438 159
Affiliated Managers
Grp Inc Common Stock - Long 00751Y106 8,720,700.00 70900 Sole 0 70900
Aflac Inc Common Stock - Long 001055102 107,257.36 2252 Sole 2030 222
Agco Corp Common Stock - Long 001084102 19,929,495.12 420822 Sole 3644 417178
Agree Realty Corp Common Stock - Long 00846U101 6,765.27 265 Sole 0 265
Aircastle Ltd Common Stock - Long 008492100 218,861.61 19317 Sole 0 19317
Akamai Technologies Inc Common Stock - Long G0129K104 4,438,160.00 116000 Sole 0 116000
Alaska Air Group Inc Common Stock - Long 011659109 17,926,517.04 510988 Sole 4758 506230
Allegiant Travel Co Common Stock - Long 01748X102 2,420,352.00 38200 Sole 0 38200
Alliance Data Systems
Corp Common Stock - Long 018581108 7,882,483.50 55530 Sole 0 55530
Allied World Assurance
Co Ag Common Stock - Long H01531104 5,788,419.75 74931 Sole 0 74931
Alnylam Pharmaceuticals
Inc Common Stock - Long 02043Q107 1,214,491.65 64635 Sole 0 64635
Amag Pharmaceuticals Inc Common Stock - Long 02209S103 991,577.30 55895 Sole 0 55895
Amdocs Ltd Common Stock - Long 00163U106 241,024.94 7306 Sole 0 7306
American Eqty Invt Life
Hldg Common Stock - Long G02602103 8,501.53 731 Sole 0 731
American Express Co Common Stock - Long 025676206 37,627,702.80 656131 Sole 5770 650361
American Science
Engineering Common Stock - Long 025816109 3,193,894.80 48680 Sole 0 48680
American Tower Corp Common Stock - Long 029429107 7,679,993.42 107578 Sole 0 107578
America's Car-mart Inc Common Stock - Long 03027X100 9,275.88 204 Sole 0 204
Amerisourcebergen Corp Common Stock - Long 03062T105 6,359,223.54 164257 Sole 2983 161274
Amern Eagle Outfitters
Inc Common Stock - Long 03073T102 2,523,276.00 119700 Sole 0 119700
Ametek Inc Common Stock - Long 03073E105 32,003,701.30 905190 Sole 5829 899361
Amicus Therapeutics Inc Common Stock - Long 031100100 569,478.00 109515 Sole 0 109515
Amkor Technology Inc Common Stock - Long 03152W109 7,761.57 1758 Sole 0 1758
Amn Healthcare Services
Inc Common Stock - Long 001744101 2,475,263.00 246050 Sole 0 246050
Analogic Corp Common Stock - Long 032657207 2,736,862.80 35070 Sole 0 35070
Ancestry.com Inc Common Stock - Long 032803108 15,416.52 511 Sole 0 511
Andersons Inc Common Stock - Long 034164103 6,891.78 183 Sole 0 183
Ann Inc Common Stock - Long 035623107 2,867,992.60 76014 Sole 0 76014
Aol Inc Common Stock - Long 03662Q105 3,445,494.00 97800 Sole 0 97800
Apache Corp Common Stock - Long 00184X105 86,761.47 1004 Sole 903 101
Apartment Invst & Mgmt
Co Common Stock - Long 037411105 6,534.76 254 Sole 0 254
Apple Inc Common Stock - Long 03748R101 127,748,946.00 191576 Sole 303 191273
Applied Industrial Tech
Inc Common Stock - Long 037833100 9,570.33 231 Sole 0 231
Arena Pharmaceuticals
Inc Common Stock - Long 03820C105 596,918.40 71745 Sole 0 71745
Arm Holdings Plc Common Stock - Long 040047102 202,910.96 7252 Sole 0 7252
Arqule Inc Common Stock - Long 04269E107 929,096.64 181860 Sole 0 181860
Array Biopharma Inc Common Stock - Long 04269X105 1,666,953.09 285193 Sole 0 285193
Arris Group Inc Common Stock - Long 04269Q100 2,461,834.64 192483 Sole 0 192483
Ascena Retail Group Inc Common Stock - Long 043136100 10,682.10 Sole 0 498
Ashford Hospitality
Trust Common Stock - Long 04351G101 5,803.60 693 Sole 0 693
Associated Estates Rlty
Corp Common Stock - Long 044103109 13,770.00 910 Sole 0 910
AT&T Inc Common Stock - Long 045604105 111,574.80 2956 Sole 2672 284
Autozone Inc Common Stock - Long 00206R102 13,030,497.83 35249 Sole 0 35249
Auxilium Pharma Inc Common Stock - Long 05329W102 471,588.80 19280 Sole 0 19280
Avista Corp Common Stock - Long 053332102 5,405.40 210 Sole 0 210
Azz Inc Common Stock - Long 05334D107 3,654,435.60 96220 Sole 0 96220
Bally Technologies Inc Common Stock - Long 05379B107 4,437,987.84 89856 Sole 0 89856
Bank Of Montreal Common Stock - Long 002474104 110,835.24 1869 Sole 1688 181
Bank Of The Ozarks Inc Common Stock - Long 05508R106 1,853,624.25 53775 Sole 0 53775
BASF SE Sponsored ADR Common Stock - Long 05874B107 194,080.88 2296 Sole 0 2296
Baxter International Inc Common Stock - Long 063671101 82,810.98 1374 Sole 0 1374
Bb&t Corp Common Stock - Long 063904106 24,233,805.24 731604 Sole 6175 725429
Bce Inc Common Stock - Long 055262505 134,156.88 3037 Sole 2735 302
Bed Bath & Beyond Inc Common Stock - Long 071813109 31,423,840.00 556996 Sole 61344 495652
Belo Corp -ser A Com Common Stock - Long 054937107 2,580,846.30 329610 Sole 0 329610
Bio Reference Labs Common Stock - Long 05534B760 16,868.90 574 Sole 0 574
Biocryst Pharmaceuticals
Inc Common Stock - Long 075896100 999,961.60 235840 Sole 0 235840
Biomed Realty Trust Inc Common Stock - Long 08986R101 5,994.28 323 Sole 0 323
Block H & R Inc Common Stock - Long 09057G602 4,692,964.00 270800 Sole 0 270800
Brandywine Realty Trust Common Stock - Long 09058V103 13,809.60 1135 Sole 0 1135
Brinker Intl Inc Common Stock - Long 09063H107 7,370,534.10 208797 Sole 0 208797
Brinks Co Common Stock - Long 072743206 2,931,583.82 114114 Sole 0 114114
Bt Group Plc Common Stock - Long 105368203 259,990.80 6989 Sole 0 6989
Buckeye Technologies Inc Common Stock - Long 109641100 7,309.68 228 Sole 0 228
Buckle Inc Common Stock - Long 109696104 2,773,274.35 61045 Sole 0 61045
Caci Intl Inc -cl A Common Stock - Long 114340102 2,365,301.09 45671 Sole 0 45671
Cadence Design Systems
Inc Common Stock - Long 116794108 35,761,264.21 2784536 Sole 15089 2769447
Cal-maine Foods Inc Common Stock - Long 05577E101 2,752,125.60 61240 Sole 0 61240
Campbell Soup Co Common Stock - Long 118255108 17,242,864.00 495200 Sole 0 495200
Capella Education Co Common Stock - Long 118440106 2,111,839.10 60235 Sole 0 60235
Capital One Financial
Corp Common Stock - Long 127190304 133,764.27 2308 Sole 2081 227
Cato Corp -cl A Common Stock - Long 127387108 7,397.79 249 Sole 0 249
Cbl & Associates Pptys
Inc Common Stock - Long 12811R104 8,003.68 377 Sole 0 377
Cbs Corp Common Stock - Long 128030202 155,794.56 4385 Sole 3953 432
Celldex Therapeutics Inc Common Stock - Long 139594105 2,010,582.00 319140 Sole 0 319140
Centene Corp Common Stock - Long 14040H105 1,835,204.15 49059 Sole 0 49059
Centerpoint Energy Inc Common Stock - Long 149205106 22,265,172.50 1046593 Sole 8610 1037983
Central Garden & Pet Co Common Stock - Long 124830100 8,323.00 700 Sole 0 700
Cf Industries Holdings
Inc Common Stock - Long 124857202 28,721,448.88 129014 Sole 1451 127563
Check Point Software
Techn Common Stock - Long 15117B103 18,762,309.16 391711 Sole 3369 388342
Cheesecake Factory Inc Common Stock - Long 15135B101 2,410,038.75 67414 Sole 0 67414
Chemed Corp Common Stock - Long 153527106 3,289,651.71 47473 Sole 0 47473
Chemocentryx Inc Common Stock - Long 125269100 478,458.20 41140 Sole 0 41140
Chemtura Corp Common Stock - Long M22465104 1,113,014.70 64635 Sole 0 64635
Chevron Corp Common Stock - Long 163072101 22,866,476.60 195961 Sole 2878 193083
Chicago Bridge & Iron Co Common Stock - Long 16359R103 5,465,038.93 143477 Sole 0 143477
Chubb Corp Common Stock - Long 163893209 85,433.60 1120 Sole 0 1120
Church & Dwight Inc Common Stock - Long 166764100 6,084,673.00 112700 Sole 0 112700
Cia Saneamento Basico
Estado Common Stock - Long 167250109 254,349.72 3132 Sole 0 3132
Cisco Systems Inc Common Stock - Long 171232101 113,920.82 5983 Sole 0 5983
Citrix Systems Inc Common Stock - Long 20441A102 2,773,946.66 36247 Sole 0 36247
Cms Energy Corp Common Stock - Long 17275R102 134,743.95 5748 Sole 0 5748
Coca-cola Btlng Cons Common Stock - Long 177376100 905,730.00 13300 Sole 0 13300
Coca-cola Co Common Stock - Long 125896100 18,024,867.02 475214 Sole 0 475214
Coeur D'alene Mines Corp Common Stock - Long 126132109 1,116,585.90 38730 Sole 0 38730
Coinstar Inc Common Stock - Long 189754104 1,706,269.72 37936 Sole 0 37936
Comcast Corp Common Stock - Long 191098102 4,167,867.00 116600 Sole 0 116600
Cooper Companies Inc Common Stock - Long 191216100 30,483,559.52 322929 Sole 2445 320484
Cooper Tire & Rubber Co Common Stock - Long 192108504 454,136.12 23667 Sole 0 23667
Copa Holdings Sa Common Stock - Long 19247A100 225,524.25 2775 Sole 0 2775
Corp Office Pptys Tr Inc Common Stock - Long 19259P300 6,342.25 265 Sole 0 265
Corporate Executive Brd
Co Common Stock - Long 205306103 3,139,500.20 58540 Sole 0 58540
Costco Wholesale Corp Common Stock - Long 209341106 12,960,704.00 129400 Sole 0 129400
Cousins Properties Inc Common Stock - Long 216648402 6,956.44 875 Sole 0 875
Cracker Barrel Old Ctry
Stor Common Stock - Long 216831107 1,387,078.80 20667 Sole 0 20667
Credicorp Ltd Common Stock - Long P31076105 234,649.44 1873 Sole 0 1873
Cryolife Inc Common Stock - Long 22002T108 707,582.40 105295 Sole 0 105295
Csg Systems Intl Inc Common Stock - Long 22160K105 2,746,478.80 122120 Sole 0 122120
Cubic Corp Common Stock - Long 222795106 11,430.46 228 Sole 0 228
Cummins Inc Common Stock - Long 22410J106 101,253.10 1097 Sole 987 110
Cvs Caremark Corp Common Stock - Long G2519Y109 3,587,922.00 74100 Sole 0 74100
Cynosure Inc Common Stock - Long 228903100 2,816,829.60 106860 Sole 0 106860
Daktronics Inc Common Stock - Long 229669106 1,748,223.30 183830 Sole 0 183830
Danone Spon Adr Common Stock - Long 231021106 191,602.25 15641 Sole 0 15641
Dean Foods Co Common Stock - Long 23636T100 24,901,382.30 1524292 Sole 10835 1513457
Delek Us Holdings Inc Common Stock - Long 242370104 756,543.20 29680 Sole 0 29680
Deluxe Corp Common Stock - Long 248019101 2,711,113.92 88710 Sole 0 88710
Demand Media Inc Common Stock - Long 24802N109 911,938.65 83895 Sole 0 83895
Dime Community
Bancshares Common Stock - Long 253922108 6,671.28 462 Sole 0 462
Disney (walt) Co Common Stock - Long 25659T107 8,087,716.00 154700 Sole 0 154700
Donaldson Co Inc Common Stock - Long 257651109 4,572,730.11 131741 Sole 0 131741
Dr Pepper Snapple Group
Inc Common Stock - Long 26138E109 17,371,153.00 390100 Sole 0 390100
Du Pont (e I) De Nemours Common Stock - Long 23334L102 6,320,698.45 125735 Sole 0 125735
East West Bancorp Inc Common Stock - Long 263534109 18,602,818.20 880531 Sole 8030 872501
Eastman Chemical Co Common Stock - Long 27579R104 130,292.20 2280 Sole 2060 220
Eaton Corp Common Stock - Long 277432100 121,416.18 2575 Sole 2341 234
Emc Corp Common Stock - Long 278058102 8,431,093.17 309171 Sole 0 309171
Emcor Group Inc Common Stock - Long 27874N105 949,440.18 33267 Sole 0 33267
Encore Capital Group Inc Common Stock - Long 279158109 9,325.80 330 Sole 0 330
Endo Health Solutions
Inc Common Stock - Long 286082102 110,522.76 3433 Sole 3100 333
Energy Xxi (bermuda) Common Stock - Long 268648102 852,150.00 24375 Sole 0 24375
Enersys Inc Common Stock - Long 29084Q100 2,538,412.74 71928 Sole 322 71606
Entergy Corp Common Stock - Long 292554102 110,501.80 1596 Sole 0 1596
Eog Resources Inc Common Stock - Long 29264F205 5,580,090.00 49800 Sole 0 49800
Exactech Inc Common Stock - Long G10082140 7,524.26 422 Sole 0 422
Expedia Inc Common Stock - Long 29364G103 3,534,024.00 61100 Sole 0 61100
Exponent Inc Common Stock - Long 26875P101 3,382,582.50 59250 Sole 0 59250
Exxon Mobil Corp Common Stock - Long 30064E109 19,493,980.00 213003 Sole 3408 209595
Ezcorp Inc -cl A Common Stock - Long 30214U102 6,603.84 288 Sole 0 288
F5 Networks Inc Common Stock - Long 30231G102 3,023,991.36 28899 Sole 0 28899
Fair Isaac Corp Common Stock - Long 302301106 3,264,195.86 73755 Sole 244 73511
Fedex Corp Common Stock - Long 315616102 109,370.50 1287 Sole 0 1287
Fei Co Common Stock - Long 303250104 14,361.00 271 Sole 0 271
Financial Institutions
Inc Common Stock - Long 31428X106 8,425.28 452 Sole 0 452
First Cmnty Bancshares
Inc Common Stock - Long 30241L109 9,094.96 596 Sole 0 596
First Indl Realty Trust
Inc Common Stock - Long 31983A103 7,311.80 556 Sole 0 556
First Potomac Realty
Trust Common Stock - Long 32054K103 6,252.72 484 Sole 0 484
Foot Locker Inc Common Stock - Long 33610F109 5,665,800.00 159600 Sole 0 159600
Franklin Resources Inc Common Stock - Long 354613101 132,816.28 1056 Sole 952 104
Fuller (h. B.) Co Common Stock - Long 359694106 22,035.20 718 Sole 0 718
Gap Inc Common Stock - Long 364760108 3,567,266.00 99700 Sole 0 99700
Garmin Ltd Common Stock - Long H2906T109 7,413,817.06 177619 Sole 0 177619
Generac Holdings Inc Common Stock - Long 368736104 1,470,716.10 64212 Sole 0 64212
General Dynamics Corp Common Stock - Long 369550108 75,046.20 1135 Sole 0 1135
Genuine Parts Co Common Stock - Long 372460105 4,331,543.22 70974 Sole 0 70974
Georgia Gulf Corp Common Stock - Long 374297109 2,532,140.20 69910 Sole 0 69910
Google Inc Common Stock - Long 38259P508 22,514,280.00 29840 Sole 0 29840
Gulfport Energy Corp Common Stock - Long 402635304 6,877.20 220 Sole 0 220
Haemonetics Corp Common Stock - Long 405024100 7,378.40 92 Sole 0 92
Halliburton Co Common Stock - Long 406216101 80,981.46 2405 Sole 0 2405
Hanger Inc Common Stock - Long 41043F208 8,616.06 302 Sole 0 302
Heartland Payment
Systems Common Stock - Long 412822108 2,966,040.00 93625 Sole 0 93625
Helen Of Troy Ltd Common Stock - Long 42235N108 9,835.47 309 Sole 0 309
Helmerich & Payne Common Stock - Long G4388N106 15,528,384.04 327153 Sole 3021 324132
Herbalife Ltd Common Stock - Long 423452101 123,584.60 2475 Sole 2231 244
Hertz Global Holdings
Inc Common Stock - Long G4412G101 2,561,606.10 186570 Sole 0 186570
Highwoods Properties Inc Common Stock - Long 42805T105 6,271.66 193 Sole 0 193
Hollyfrontier Corp Common Stock - Long 40418F108 151,459.01 3654 Sole 3291 363
Home Depot Inc Common Stock - Long 431284108 49,597,735.96 821282 Sole 4030 817252
Honeywell International
Inc Common Stock - Long 436106108 16,611,396.25 278015 Sole 0 278015
Horace Mann Educators
Corp Common Stock - Long 437076102 11,826.76 642 Sole 0 642
Hospitality Properties
Trust Common Stock - Long 438516106 109,561.58 4633 Sole 3943 690
Huaneng Power
International Common Stock - Long 440327104 250,484.17 8369 Sole 0 8369
Iacteractivecorp Common Stock - Long 44106M102 8,688,814.00 166900 Sole 0 166900
Icici Bank Ltd Common Stock - Long 443304100 226,429.74 5641 Sole 0 5641
Igate Corp Common Stock - Long 44919P508 5,868.91 323 Sole 0 323
Illinois Tool Works Common Stock - Long 45169U105 9,443,836.00 158800 Sole 0 158800
Illumina Inc Common Stock - Long 452308109 5,967,560.46 123834 Sole 0 123834
Impax Laboratories Inc Common Stock - Long 452327109 8,722.56 336 Sole 0 336
Incyte Corp Common Stock - Long 45337C102 613,736.10 34002 Sole 0 34002
Infinity Pharmaceuticals
Inc Common Stock - Long 45665G303 988,830.60 42060 Sole 0 42060
Ingredion Inc Common Stock - Long 457187102 21,214,373.60 384035 Sole 3400 380635
Intel Corp Common Stock - Long 45778Q107 13,192,590.74 582310 Sole 3573 578737
Interval Leisure Group Common Stock - Long 458140100 2,833,315.29 149895 Sole 0 149895
Intl Business Machines
Corp Common Stock - Long 46113M108 53,792,961.85 259007 Sole 1537 257470
Intuit Inc Common Stock - Long 459200101 8,328,870.40 141455 Sole 0 141455
Investors Real Estate
Trust Common Stock - Long 459902102 6,885.68 840 Sole 0 840
Jazz Pharmaceuticals Plc Common Stock - Long 461202103 3,378,806.97 59273 Sole 240 59033
Jda Software Group Inc Common Stock - Long 46120E602 5,084.80 160 Sole 0 160
Johnson & Johnson Common Stock - Long G491BT108 39,597,164.25 574451 Sole 2637 571814
Jpmorgan Chase & Co Common Stock - Long 461730103 120,104.68 2935 Sole 2644 291
Kimberly-clark Corp Common Stock - Long 46429B309 38,995,612.44 454264 Sole 3296 450968
Kite Realty Group Trust Common Stock - Long 464286400 6,318.50 1230 Sole 0 1230
Koppers Holdings Inc Common Stock - Long 464287184 4,575.83 131 Sole 0 131
Kroger Co Common Stock - Long 464286871 38,881,350.54 1650084 Sole 7453 1642631
Lender Processing
Services Common Stock - Long 464286830 6,332,145.60 227040 Sole 0 227040
Lexington Realty Trust Common Stock - Long 46429B408 3,757.74 389 Sole 0 389
Liberty Property Trust Common Stock - Long 464286673 37,672.60 185 Sole 0 185
Lilly (eli) & Co Common Stock - Long 464286780 8,732,922.00 184200 Sole 0 184200
Limited Brands Inc Common Stock - Long 464286772 3,049,588.08 61908 Sole 0 61908
Lockheed Martin Corp Common Stock - Long 464286731 90,018.32 964 Sole 0 964
Ltc Properties Inc Common Stock - Long 464286624 7,612.15 239 Sole 0 239
Luxottica Group Spa Common Stock - Long 464286715 217,342.64 6164 Sole 0 6164
Lvmh Moet Hennessy -adr Common Stock - Long 464287614 204,746.63 Sole 6809
Mack-cali Realty Corp Common Stock - Long G50871105 5,761.00 220 Sole 0 220
Manhattan Associates Inc Common Stock - Long 46612K108 3,708,250.08 Sole 64750
Marathon Oil Corp Common Stock - Long 478160104 123,136.85 4129 Sole 3724 405
Marriott Intl Inc Common Stock - Long 46625H100 7,846,040.60 200666 Sole 0 200666
Mastec Inc Common Stock - Long 494368103 7,545.10 383 Sole 0 383
Mastercard Inc Common Stock - Long 49803T102 4,137,362.72 9164 Sole 0 9164
Mattel Inc Common Stock - Long 50060P106 21,461,825.77 605713 Sole 5911 599802
Maximus Inc Common Stock - Long 501044101 3,267,277.92 54708 Sole 0 54708
Mcdonald's Corp Common Stock - Long 515098101 73,491.75 801 Sole 0 801
Mckesson Corp Common Stock - Long 52602E102 32,481,512.98 377623 Sole 2245 375378
Mentor Graphics Corp Common Stock - Long 529043101 7,518.42 486 Sole 0 486
Mercadolibre Inc Common Stock - Long 531172104 1,530,146.80 18536 Sole 0 18536
Merrimack
Pharmaceuticals Common Stock - Long 532457108 495,357.80 52810 Sole 0 52810
Metlife Inc Common Stock - Long 532716107 97,533.72 2840 Sole 2558 282
Microsoft Corp Common Stock - Long 533900106 38,036,077.44 1278094 Sole 0 1278094
Mine Safety Appliances
Co Common Stock - Long 539830109 2,000,467.25 53675 Sole 0 53675
Minerals Technologies
Inc Common Stock - Long 502175102 2,683,991.20 37840 Sole 0 37840
Mitsubishi Ufj Financial
Grp Common Stock - Long 55068R202 207,217.95 44563 Sole 0 44563
Monsanto Co Common Stock - Long 502441306 10,388,385.66 114133 Sole 0 114133
Montpelier Re Holdings Common Stock - Long 554489104 13,866.56 615 Sole 0 615
Motorola Solutions Inc Common Stock - Long 562750109 21,011,787.90 415554 Sole 3697 411857
Movado Group Inc Common Stock - Long 565849106 2,774,481.60 82280 Sole 0 82280
Mts Systems Corp Common Stock - Long 57060U506 3,032,268.75 56625 Sole 0 56625
Mueller Industries Common Stock - Long 57060D108 472,205.95 10385 Sole 0 10385
Multi-color Corp Common Stock - Long 571903202 6,693.24 289 Sole 0 289
Myers Industries Inc Common Stock - Long 576323109 964,222.60 61730 Sole 0 61730
Myriad Genetics Inc Common Stock - Long 57636Q104 9,132,034.45 338851 Sole 0 338851
Nacco Industries -cl A Common Stock - Long 577081102 8,778.70 70 Sole 0 70
National Research Corp Common Stock - Long 577933104 1,094,377.90 21770 Sole 0 21770
Natus Medical Inc Common Stock - Long 580135101 1,525,556.54 116722 Sole 0 116722
Navigators Group Inc Common Stock - Long 58155Q103 1,652,975.50 33580 Sole 0 33580
Netapp Inc Common Stock - Long 582411104 9,972,504.00 303300 Sole 0 303300
Netscout Systems Inc Common Stock - Long 584690309 2,242,839.20 87920 Sole 0 87920
New York & Co Inc Common Stock - Long 58733R102 462,637.50 123370 Sole 0 123370
Newpark Resources Common Stock - Long 59156R108 5,853.90 790 Sole 0 790
Nextera Energy Inc Common Stock - Long 594918104 242,929.47 3459 Sole 1900 1559
Noble Energy Inc Common Stock - Long 602720104 19,372,398.66 209164 Sole 1937 207227
Novo Nordisk A/s Common Stock - Long 603158106 260,702.12 1652 Sole 0 1652
Ntt Docomo Inc Common Stock - Long 606822104 175,271.36 10846 Sole 0 10846
Nu Skin Enterprises
-cl A Common Stock - Long 61022P100 3,028,740.00 78000 Sole 0 78000
Nuance Communications
Inc Common Stock - Long 61166W101 20,041,544.08 806414 Sole 7050 799364
Occidental Petroleum
Corp Common Stock - Long 620076307 16,137,004.32 187361 Sole 2879 184482
Omega Healthcare Invs
Inc Common Stock - Long 553530106 589,843.50 25950 Sole 0 25950
Omnicare Inc Common Stock - Long 553777103 19,786,122.46 583085 Sole 5184 577901
Oracle Corp Common Stock - Long 624756102 44,197,756.64 1404077 Sole 5788 1398289
O'reilly Automotive Inc Common Stock - Long 625383104 5,673,115.28 67844 Sole 0 67844
Osi Systems Inc Common Stock - Long 62855J104 9,652.16 124 Sole 0 124
Overstock.com Inc Common Stock - Long 629579103 1,655,061.80 159755 Sole 0 159755
Panera Bread Co Common Stock - Long 637372103 2,922,219.00 17100 Sole 0 17100
Papa Johns International
Inc Common Stock - Long 64110W102 15,179.32 283 Sole 0 283
Parexel International
Corp Common Stock - Long 64115T104 8,428.24 274 Sole 0 274
Pepsico Inc Common Stock - Long 649295102 12,728,975.28 179864 Sole 0 179864
Perficient Inc Common Stock - Long 651718504 9,487.02 786 Sole 0 786
Petmed Express Inc Common Stock - Long 65339F101 2,277,222.60 226815 Sole 0 226815
Petsmart Inc Common Stock - Long 653656108 5,489,497.38 79581 Sole 0 79581
Philip Morris
International Common Stock - Long 655044105 21,572,019.06 239849 Sole 0 239849
Philips Electronics
(kon) Nv Common Stock - Long 670100205 203,123.90 8662 Sole 0 8662
Piedmont Office Realty
Trust Common Stock - Long 62942M201 6,000.08 347 Sole 0 347
Plantronics Inc Common Stock - Long 67018T105 2,314,990.80 65523 Sole 0 65523
Plexus Corp Common Stock - Long 67020Y100 2,395,960.84 79197 Sole 0 79197
Pnc Financial Svcs
Group Inc Common Stock - Long 674599105 127,220.10 2026 Sole 1825 201
Polaris Industries Inc Common Stock - Long 681936100 5,229,701.16 64668 Sole 0 64668
Ppg Industries Inc Common Stock - Long 681904108 4,180,176.00 36400 Sole 0 36400
Praxair Inc Common Stock - Long 682680103 7,173,952.80 69060 Sole 0 69060
Premiere Global Services
Inc Common Stock - Long 68389X105 474,138.50 50710 Sole 0 50710
Price (t. Rowe) Group Common Stock - Long 67103H107 2,794,695.00 44150 Sole 0 44150
Procter & Gamble Co Common Stock - Long 671044105 81,220.56 1171 Sole 0 1171
Ps Business Parks Common Stock - Long 690370101 14,288.84 214 Sole 0 214
Qualcomm Inc Common Stock - Long 698813102 12,385,427.14 198262 Sole 0 198262
Questcor Pharmaceuticals
Inc Common Stock - Long 69888P106 6,373.14 337 Sole 0 337
Raytheon Co Common Stock - Long 700666100 137,106.40 2460 Sole 2220 240
Red Hat Inc Common Stock - Long 701094104 6,048,622.32 106228 Sole 0 106228
Resmed Inc Common Stock - Long 713448108 43,543,849.92 1076205 Sole 5393 1070812
Retail Pptys Of America
Inc Common Stock - Long 71375U101 6,711.80 590 Sole 0 590
Revlon Inc -cl A Common Stock - Long 716382106 1,625,754.80 105295 Sole 0 105295
Reynolds American Inc Common Stock - Long 716768106 2,856,972.80 65920 Sole 0 65920
Rite Aid Corp Common Stock - Long 718172109 2,526,702.75 2159575 Sole 0 2159575
Rlj Lodging Trust Common Stock - Long 720190206 6,734.25 355 Sole 0 355
Robert Half Intl Inc Common Stock - Long 720279108 18,276,589.83 696745 Sole 6123 690622
Roper Industries Inc Common Stock - Long 727493108 13,992,733.26 127334 Sole 0 127334
Ross Stores Inc Common Stock - Long 729132100 33,069,578.81 510561 Sole 2705 507856
Royal Dutch Shell Plc Common Stock - Long 693475105 73,439.00 1030 Sole 0 1030
Rti Biologics Inc Common Stock - Long 731068102 1,797,734.40 430080 Sole 0 430080
Sambiller Plc Sponsored
ADR Common Stock - Long 73935L100 242,836.00 5519 Sole 0 5519
Sanofi Common Stock - Long 73941U102 203,846.04 4734 Sole 0 4734
Sasol Ltd Common Stock - Long 693506107 197,088.18 4421 Sole 0 4421
Schlumberger Ltd Common Stock - Long 74005P104 15,498,438.42 214274 Sole 0 214274
Schweitzer-mauduit Intl
Inc Common Stock - Long 740585104 470,107.50 14250 Sole 0 14250
Senior Housing Pptys
Trust Common Stock - Long 74144T108 114,247.72 5269 Sole 4495 774
Seven & I Holdings Co
Ltd Common Stock - Long 741503403 230,963.55 3777 Sole 0 3777
Sigma-aldrich Corp Common Stock - Long 742718109 2,727,810.77 37901 Sole 0 37901
Simon Property Group Inc Common Stock - Long 743815102 7,727.68 51 Sole 0 51
Sirona Dental Systems
Inc Common Stock - Long 69360J107 10,138.88 178 Sole 0 178
Sonic Corp Common Stock - Long 747525103 2,701,246.21 263023 Sole 0 263023
Southern Copper Corp Common Stock - Long 755111507 3,078,243.67 89588 Sole 0 89588
Southside Bancshares Inc Common Stock - Long 756577102 7,960.65 365 Sole 0 365
Southwestern Energy Co Common Stock - Long 761152107 5,262,214.00 151300 Sole 0 151300
Spectrum Pharmaceuticals
Inc Common Stock - Long 761525609 607,272.60 51900 Sole 0 51900
Standex International
Corp Common Stock - Long 761713106 657,637.75 14795 Sole 0 14795
Starwood Hotels&resorts
Wrld Common Stock - Long 767754104 5,193,216.00 89600 Sole 0 89600
State Auto Financial
Corp Common Stock - Long 74965L101 1,179,096.60 71940 Sole 0 71940
Steris Corp Common Stock - Long 770196103 2,599,434.14 73282 Sole 0 73282
Stone Energy Corp Common Stock - Long 770323103 5,953.44 237 Sole 0 237
Strategic Hotels &
Resorts Common Stock - Long 773903109 2,592,293.30 431330 Sole 0 431330
Sturm Ruger & Co Inc Common Stock - Long 774415103 1,800,252.98 36378 Sole 0 36378
Sumitomo Mitsui
Financial Gr Common Stock - Long 776696106 225,019.98 36411 Sole 0 36411
Summit Hotel Properties
Inc Common Stock - Long 778296103 6,511.66 775 Sole 0 775
Sun Communities Inc Common Stock - Long 780259107 6,685.24 152 Sole 0 152
Sunstone Hotel Investors
Inc Common Stock - Long 74975N105 8,983.00 821 Sole 0 821
Syngenta Ag Common Stock - Long 783549108 259,355.25 3465 Sole 0 3465
Synnex Corp Common Stock - Long 78572M105 6,678.90 205 Sole 0 205
Synopsys Inc Common Stock - Long 803866300 15,794,211.58 478685 Sole 0 478685
Syntel Inc Common Stock - Long 806857108 2,828,222.58 45312 Sole 0 45312
Sysco Corp Common Stock - Long 81616X103 84,022.49 2687 Sole 0 2687
Target Corp Common Stock - Long 81721M109 12,097,382.00 190600 Sole 0 190600
Tech Data Corp Common Stock - Long 81783H105 6,742.40 149 Sole 0 149
Teletech Holdings Inc Common Stock - Long 826552101 6,700.65 393 Sole 0 393
Telstra Corp Ltd Common Stock - Long 828806109 234,738.00 11592 Sole 0 11592
Tenaris Sa Common Stock - Long 82966C103 180,692.64 4432 Sole 0 4432
Tenet Healthcare Corp Common Stock - Long 835898107 3,754,476.00 598800 Sole 0 598800
Teradata Corp Common Stock - Long 84265V105 4,290,829.00 56900 Sole 0 56900
Textainer Group Holdings
Ltd Common Stock - Long 84470P109 6,262.75 205 Sole 0 205
Textron Inc Common Stock - Long 844741108 3,485,844.00 133200 Sole 0 133200
Theravance Inc Common Stock - Long 845467109 715,504.65 27615 Sole 0 27615
Thermo Fisher Scientific
Inc Common Stock - Long 78463X400 103,111.44 1742 Sole 1574 168
Thoratec Corp Common Stock - Long 84763R101 4,971,812.40 143694 Sole 0 143694
Threshold
Pharmaceuticals Common Stock - Long 84763A108 877,415.60 121190 Sole 0 121190
Tibco Software Inc Common Stock - Long 854231107 29,420,776.73 976037 Sole 6452 969585
Tjx Companies Inc Common Stock - Long 861642106 10,575,022.51 236065 Sole 2696 233369
Transdigm Group Inc Common Stock - Long 86272T106 10,279,048.98 72454 Sole 0 72454
Travelers Cos Inc Common Stock - Long 864159108 35,227,652.48 515355 Sole 4675 510680
Triumph Group Inc Common Stock - Long 86562M209 23,220.50 371 Sole 0 371
Trius Therapeutics Inc Common Stock - Long 866674104 1,112,480.60 190820 Sole 0 190820
U S Bancorp Common Stock - Long 867892101 24,161,936.50 705215 Sole 6184 699031
Union Pacific Corp Common Stock - Long 78505P100 18,567,054.00 156420 Sole 0 156420
Unisys Corp Common Stock - Long 87160A100 2,361,508.50 113425 Sole 0 113425
United Technologies Corp Common Stock - Long 87162W100 4,323,408.67 55223 Sole 0 55223
United Therapeutics Corp Common Stock - Long 871607107 10,476,158.88 187476 Sole 0 187476
Unitedhealth Group Inc Common Stock - Long 87162H103 125,394.38 2225 Sole 2007 218
Uns Energy Corp Common Stock - Long 871829107 7,032.48 168 Sole 0 168
Urban Outfitters Inc Common Stock - Long 87612E106 4,811,436.00 128100 Sole 0 128100
Urstadt Biddle
Properties Common Stock - Long 876568502 6,479.27 319 Sole 0 319
Us Ecology Inc Common Stock - Long 878237106 1,148,271.80 53210 Sole 0 53210
Usana Health Sciences
Inc Common Stock - Long 879455103 2,554,714.63 54973 Sole 0 54973
Vaalco Energy Inc Common Stock - Long 879939106 2,724,585.75 318665 Sole 0 318665
Vanda Pharmaceuticals
Inc Common Stock - Long 87969N204 522,682.94 129698 Sole 0 129698
Ventas Inc Common Stock - Long G8766E109 6,759.50 109 Sole 0 109
Verisign Inc Common Stock - Long 88338T104 4,786,227.00 98300 Sole 0 98300
Verizon Communications
Inc Common Stock - Long 883556102 19,736,367.00 433100 Sole 0 433100
Vical Inc Common Stock - Long 885175307 766,972.90 177130 Sole 0 177130
Visa Inc Common Stock - Long 88632Q103 7,828,524.00 58300 Sole 0 58300
Vmware Inc -cl A Common Stock - Long 888706108 18,862,268.46 194979 Sole 0 194979
Vodafone Group Plc Common Stock - Long 872540109 76,779.00 2694 Sole 0 2694
Vornado Realty Trust Common Stock - Long 872960109 5,805.60 72 Sole 0 72
W&t Offshore Inc Common Stock - Long 893641100 1,186,437.80 63169 Sole 0 63169
Wabtec Corp Common Stock - Long 89417E109 29,485,153.64 367997 Sole 2310 365687
Wal-mart Stores Inc Common Stock - Long 896818101 211,864.00 2866 Sole 1411 1455
Watson Pharmaceuticals
Inc Common Stock - Long 89685K100 39,159,046.52 459842 Sole 2988 456854
Wells Fargo & Co Common Stock - Long 902973304 127,669.27 3681 Sole 3322 359
Western Digital Corp Common Stock - Long 907818108 4,128,618.00 106600 Sole 0 106600
Western Refining Inc Common Stock - Long 909214306 3,334,898.22 127367 Sole 0 127367
Whiting Petroleum Corp Common Stock - Long 910047109 131,439.26 2789 Sole 2512 277
Whole Foods Market Inc Common Stock - Long 911312106 28,006,137.60 287495 Sole 2151 285344
Williams Cos Inc Common Stock - Long 913017109 7,934,693.00 226900 Sole 0 226900
World Acceptance Corp Common Stock - Long 91307C102 2,891,193.20 42862 Sole 0 42862
World Fuel Services Corp Common Stock - Long 91324P102 5,697.60 160 Sole 0 160
Xl Group Plc Common Stock - Long 903119105 188,779.68 7856 Sole 0 7856
Yum Brands Inc Common Stock - Long 917286205 8,922,995.36 134504 Sole 0 134504
2,204,449,120.75