0001596800-15-000015.txt : 20150602
0001596800-15-000015.hdr.sgml : 20150602
20150602173004
ACCESSION NUMBER: 0001596800-15-000015
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150602
DATE AS OF CHANGE: 20150602
EFFECTIVENESS DATE: 20150602
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Connor, Clark & Lunn Investment Management Ltd.
CENTRAL INDEX KEY: 0001596800
IRS NUMBER: 000000000
STATE OF INCORPORATION: A1
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16144
FILM NUMBER: 15908018
BUSINESS ADDRESS:
STREET 1: 2200 - 1111 WEST GEORGIA STREET
CITY: VANCOUVER
STATE: A1
ZIP: V6E 4M3
BUSINESS PHONE: 604-685-2020
MAIL ADDRESS:
STREET 1: 2200 - 1111 WEST GEORGIA STREET
CITY: VANCOUVER
STATE: A1
ZIP: V6E 4M3
13F-HR/A
1
primary_doc.xml
13F-HR/A
LIVE
false
false
false
0001596800
XXXXXXXX
12-31-2014
12-31-2014
true
1
RESTATEMENT
Connor, Clark & Lunn Investment Management Ltd.
2200 - 1111 WEST GEORGIA STREET
VANCOUVER
A1
V6E 4M3
13F HOLDINGS REPORT
028-16144
N
Derrick Crowe
Chief Compliance Officer
604-685-2020
Derrick Crowe, Chief Compliance Officer
Vancouver
A1
06-02-2015
0
569
12375852
false
INFORMATION TABLE
2
r13f-1231_revised.xml
CCLIM FORM 13F/HR/A Q4 2014
Advantage Oil & Gas Ltd.
COM
00765F101
8656
1803275
SH
SOLE
1165175
0
638100
Barrick Gold Corp.
COM
067901108
59165
5473510
SH
SOLE
4370210
0
1103300
Agnico Eagle Mines Ltd
COM
008474108
67278
2694479
SH
SOLE
2347855
0
346624
Alamos Gold
COM
011527108
15286
2133145
SH
SOLE
1963945
0
169200
Agrium Inc.
COM
008916108
74313
782480
SH
SOLE
728680
0
53800
Atlantic Power Corp
COM NEW
04878Q863
765
281386
SH
SOLE
220690
0
60696
AuRico Gold Inc
COM
05155C105
435
130900
SH
SOLE
122200
0
8700
Brookfield Asset Management Inc.
CL A LTD VT SH
112585104
233763
4650573
SH
SOLE
4312273
0
338300
Blackberry Ltd.
COM
09228F103
104893
9536286
SH
SOLE
7626476
0
1909810
Cott Corp.
COM
22163N106
1299
187800
SH
SOLE
187800
0
0
BCE Inc.
COM NEW
05534B760
95951
2085874
SH
SOLE
1691374
0
394500
Brookfield Renewable Energy Partners LP
PARTNERSHIP UNIT
G16258108
38385
1238434
SH
SOLE
1168898
0
69536
Progressive Waste Solutions Ltd
COM
74339G101
93206
3090636
SH
SOLE
3026090
0
64546
Brookfield Infrastructure Partners LP
LP INT UNIT
G16252101
112739
2684067
SH
SOLE
2633828
0
50239
Bank of Montreal
COM
063671101
308786
4352043
SH
SOLE
3898143
0
453900
Bank of Nova Scotia
COM
064149107
523541
9144801
SH
SOLE
8463001
0
681800
Brookfield Canada Office Properties Trust Units
TR UNIT
112823109
207
8900
SH
SOLE
6800
0
2100
Brookfield Property Partners LP
UNIT LTD PARTN
G16249107
104423
4572709
SH
SOLE
4430609
0
142100
Brookfield Residential Properties Inc.
COM
11283W104
23217
962134
SH
SOLE
883534
0
78600
B2Gold Corp.
COM
11777Q209
6970
4248868
SH
SOLE
3862068
0
386800
CAE Inc.
COM
124765108
106700
8195340
SH
SOLE
7749718
0
445622
Cameco Corp.
COM
13321L108
18359
1116259
SH
SOLE
1116259
0
0
Catamaran Corporation
COM
148887102
7064
136100
SH
SOLE
101200
0
34900
Celestica Inc.
SUB VTG SHS
15101Q108
80933
6867479
SH
SOLE
5651279
0
1216200
Canadian Imperial Bank of Commerce
COM
136069101
279592
3243566
SH
SOLE
2834866
0
408700
Canadian Natural Resources Ltd.
COM
136385101
393070
12674648
SH
SOLE
10838548
0
1836100
Canadian National Railway
COM
136375102
593330
8588154
SH
SOLE
7597354
0
990800
Canadian Pacific Railway Ltd.
COM
13645T100
371219
1921628
SH
SOLE
1734328
0
187300
Crescent Point Energy Corp.
COM ADDED
22576C101
147494
6348365
SH
SOLE
6179270
0
169095
Cenovus Energy Inc.
COM
15135U109
12332
595912
SH
SOLE
512412
0
83500
Dominion Diamond Corp.
COM
257287102
30569
1696541
SH
SOLE
1457225
0
239316
Descartes Systems Group
COM
249906108
47087
3161673
SH
SOLE
3015273
0
146400
EnCana Corp.
COM
292505104
121547
8706336
SH
SOLE
7132736
0
1573600
Eldorado Gold Corp.
COM
284902103
83638
13682720
SH
SOLE
12101622
0
1581098
Enbridge Inc.
COM
29250N105
236903
4593125
SH
SOLE
4158120
0
435005
Enerplus Corp
COM
292766102
3146
325625
SH
SOLE
194525
0
131100
EXFO Inc.
SUB VTG SHS
302046107
65
18500
SH
SOLE
18500
0
0
Franco-Nevada Corp.
COM
351858105
202662
4103015
SH
SOLE
3702049
0
400966
Firstservice Corp. Sub Vtg.
SUB VTG SH
33761N109
67928
1327226
SH
SOLE
1256834
0
70392
Fortuna Silver Mines Inc.
COM
349915108
9136
2004100
SH
SOLE
1732100
0
272000
Goldcorp Inc.
COM
380956409
148399
7990863
SH
SOLE
7132863
0
858000
CGI Group Class A
CL A SUB VTG
39945C109
183381
4795684
SH
SOLE
4211384
0
584300
Gildan Activewear Class A
COM
375916103
73191
1290318
SH
SOLE
1234812
0
55506
Granite Real Estate Investment Trust REIT
UNIT
387437114
27840
781514
SH
SOLE
750414
0
31100
HudBay Minerals Inc.
COM
443628102
30045
3438700
SH
SOLE
3220500
0
218200
IMRIS Inc.
COM
45322N105
621
741500
SH
SOLE
445400
0
296100
Iamgold Corp.
COM
450913108
11259
4153000
SH
SOLE
3424500
0
728500
Imperial Oil Limited
COM NEW
453038408
30596
708041
SH
SOLE
583541
0
124500
IMAX Corp. OLD
COM
45245E109
72516
2342218
SH
SOLE
2272218
0
70000
Just Energy Group Inc.
COM
48213W101
1463
278655
SH
SOLE
229700
0
48955
Kinross Gold Corp.
COM NO PAR
496902404
8361
2970741
SH
SOLE
2299741
0
671000
Lake Shore Gold Corp
COM
510728108
443
658500
SH
SOLE
444100
0
214400
Mag Silver
COM
55903Q104
4140
503700
SH
SOLE
491200
0
12500
Manulife Financial Corp.
COM
56501R106
396886
20725582
SH
SOLE
19500156
0
1225426
Magna International Inc. Class A
COM
559222401
429274
3949534
SH
SOLE
3509634
0
439900
Mitel Networks Corp.
COM
60671Q104
9444
884300
SH
SOLE
815500
0
68800
Methanex Corp.
COM
59151K108
21388
464159
SH
SOLE
449748
0
14411
Novagold Resources Inc
COM NEW
66987E206
4398
1493825
SH
SOLE
1289425
0
204400
New Gold Inc.
COM
644535106
621
144330
SH
SOLE
116830
0
27500
Nevsun Resources Ltd.
COM
64156L101
335
86500
SH
SOLE
30600
0
55900
Open Text Corp.
COM
683715106
218368
3740932
SH
SOLE
3371883
0
369049
Pan American Silver Corp.
COM
697900108
11002
1188667
SH
SOLE
828845
0
359822
Precision Drilling Corp.
COM 2010
74022D308
43255
7096297
SH
SOLE
6952497
0
143800
Pattern Energy Group
CL A ADDED
70338P100
31240
1290450
SH
SOLE
1238496
0
51954
Potash Corp. of Saskatchewan
COM
73755L107
230824
6509653
SH
SOLE
5927553
0
582100
Pembina Pipeline Corp.
COM
706327103
16191
442917
SH
SOLE
395017
0
47900
Performance Sports Group Ltd
COM ADDED
71377G100
45123
2472286
SH
SOLE
2328030
0
144256
Pretium Resources Inc
COM
74139C102
223
38500
SH
SOLE
32400
0
6100
QLT Inc.
COM
746927102
4625
1156974
SH
SOLE
747452
0
409522
Restaurant Brands International
ADDED
76131D103
10764
274010
SH
SOLE
274010
0
0
Rogers Comm Inc. Class B
CL B
775109200
887
22745
SH
SOLE
22745
0
0
Richmont Mines Inc
COM
76547T106
1752
549970
SH
SOLE
472380
0
77590
Rio Alto Mining Ltd.
COM
76689T104
16522
6785850
SH
SOLE
6659450
0
126400
Rubicon Minerals Corp.
COM
780911103
687
710814
SH
SOLE
616024
0
94790
Royal Bank of Canada
COM
780087102
983314
14193963
SH
SOLE
12992063
0
1201900
Seabridge Gold Inc
COM
811916105
506
66500
SH
SOLE
58200
0
8300
Shaw Communications Inc. Class B
CL B CONV
82028K200
144834
5351010
SH
SOLE
4432410
0
918600
Sun Life Financial Inc.
COM
866796105
225821
6239443
SH
SOLE
5767543
0
471900
Silver Wheaton Corp
COM
828336107
79025
3873478
SH
SOLE
3364287
0
509191
Smart Technologies Inc.
CL A SUB VTG
83172R108
63
52200
SH
SOLE
27900
0
24300
SunOpta Inc.
COM
8676EP108
28953
2437154
SH
SOLE
2151088
0
286066
Silver Standard Resources
COM
82823L106
5020
997311
SH
SOLE
756210
0
241101
Stantec Inc.
COM
85472N109
29633
1074919
SH
SOLE
922319
0
152600
Suncor Energy Inc.
COM
867224107
475802
14934900
SH
SOLE
13108000
0
1826900
Sierra Wireless Inc.
COM
826516106
52405
1099610
SH
SOLE
935543
0
164067
Telus Corp.
COM
87971M103
297056
8213549
SH
SOLE
7677149
0
536400
Transalta Corp.
COM
89346D107
970
106800
SH
SOLE
106800
0
0
Teck Resources Ltd.
CL B
878742204
1447
105575
SH
SOLE
104475
0
1100
Toronto-Dominion Bank
COM NEW
891160509
825027
17214687
SH
SOLE
15913087
0
1301600
Tahoe Resources Inc.
COM
873868103
26071
1869787
SH
SOLE
1697187
0
172600
Talisman Energy Inc.
COM
87425E103
11486
1461900
SH
SOLE
1185900
0
276000
Thomson Reuters Corporation
COM
884903105
114120
2820125
SH
SOLE
2606425
0
213700
TransCanada Pipelines Corp.
COM
89353D107
284245
5765799
SH
SOLE
4916599
0
849200
Vermilion Energy Inc.
COM
923725105
18714
380263
SH
SOLE
291177
0
89086
Valeant Pharmaceuticals International
COM
91911K102
379412
2642059
SH
SOLE
2420459
0
221600
Wi-LAN Inc.
COM
928972108
4549
1514082
SH
SOLE
1167782
0
346300
Yamana Gold Inc.
COM
98462Y100
12662
3127000
SH
SOLE
2877900
0
249100
Apple Computer Inc.
COM
037833100
50231
455071
SH
SOLE
236000
0
219071
Abaxis Inc
COM
002567105
341
6000
SH
SOLE
6000
0
0
Abbott Labs
COM
002824100
5041
111979
SH
SOLE
48000
0
63979
Acadia Pharmaceuticals Inc
COM
004225108
330
10400
SH
SOLE
10400
0
0
Ace Limited
SHS
H0023R105
1389
12095
SH
SOLE
0
0
12095
Achillion Pharmaceuticals
COM
00448Q201
3175
259172
SH
SOLE
206972
0
52200
Accenture PLC
SHS
G1151C101
1643
18400
SH
SOLE
5400
0
13000
Acorda Therapeutics
COM
00484M106
903
22100
SH
SOLE
19600
0
2500
Actavis Plc.
SHS ADDED
G0083B108
9845
38247
SH
SOLE
18100
0
20147
Accuride Corp
COM NEW
00439T206
71
16400
SH
SOLE
16400
0
0
Archer Daniels Midland Co.
COM
039483102
7683
147755
SH
SOLE
60855
0
86900
Associated Estates Real.
COM
045604105
1119
48200
SH
SOLE
38200
0
10000
Ameren Corp.
COM
023608102
591
12802
SH
SOLE
0
0
12802
American Eqty Invt Life Hldg
COM
025676206
315
10800
SH
SOLE
6800
0
4000
American Electric Power Inc.
COM
025537101
785
12932
SH
SOLE
330
0
12602
Aetna Inc.
COM
00817Y108
1964
22112
SH
SOLE
2550
0
19562
Almost Family Inc
COM
020409108
249
8600
SH
SOLE
8200
0
400
Affymetrix Inc
COM
00826T108
1301
131800
SH
SOLE
118300
0
13500
Agenus Inc
NEW
00847G705
134
33800
SH
SOLE
33800
0
0
American Capital Agency Corp
COM
02503X105
2161
99000
SH
SOLE
34500
0
64500
Argan Inc.
COM
04010E109
1806
53700
SH
SOLE
47400
0
6300
A.H. Belo Corporation
CL A
001282102
153
14700
SH
SOLE
14700
0
0
Aspen In.hdg.
SHS
G05384105
298
6800
SH
SOLE
6800
0
0
Aar Corp
COM
000361105
689
24800
SH
SOLE
21400
0
3400
Apartment Investment & Management Co.
CL A
03748R101
264
7100
SH
SOLE
7100
0
0
Akebia Therapeutics Inc
COM
00972D105
159
13700
SH
SOLE
13700
0
0
Alnylam Pharmaceuticals Inc
COM
02043Q107
495
5100
SH
SOLE
4200
0
900
AMAG Pharmaceuticals
COM
00163U106
4825
113200
SH
SOLE
83300
0
29900
Amedisys Inc
COM
023436108
6489
221100
SH
SOLE
176700
0
44400
Amkor Technology Inc
COM
031652100
2978
419400
SH
SOLE
282800
0
136600
American Tower REIT
COM
03027X100
237
2400
SH
SOLE
800
0
1600
Apollo Residential Mort
COM
03763V102
945
59900
SH
SOLE
33500
0
26400
Anacor Pharmaceuticals Inc
COM
032420101
642
19900
SH
SOLE
19200
0
700
Andersons Inc
COM
034164103
393
7400
SH
SOLE
6700
0
700
Anika Therapeutics Inc
COM
035255108
359
8800
SH
SOLE
8800
0
0
Anthem Inc
ADDED
036752103
12545
99825
SH
SOLE
57300
0
42525
Alliance One Intl Inc
COM
018772103
49
30900
SH
SOLE
28400
0
2500
Apache Corp.
COM
037411105
13537
216000
SH
SOLE
154600
0
61400
Anadarko Petroleum Corp.
COM
032511107
17053
206700
SH
SOLE
159300
0
47400
Apollo Commercial Real Est. Finance Inc
COM
03762U105
216
13200
SH
SOLE
13200
0
0
Aeropostale Inc
COM
007865108
207
89200
SH
SOLE
80500
0
8700
Arqule Inc
COM
04269E107
98
80100
SH
SOLE
76800
0
3300
Arris Group Inc
COM
04270V106
782
25900
SH
SOLE
24500
0
1400
Array Biopharma Inc
COM
04269X105
618
130600
SH
SOLE
56800
0
73800
Arrowhead Research Corp
NEW
042797209
896
121403
SH
SOLE
121403
0
0
Auspex Pharmaceuticals Inc
COM
05211J102
441
8400
SH
SOLE
8400
0
0
Air Transport Services
COM
00922R105
190
22200
SH
SOLE
22200
0
0
Atwood Oceanics
COM
050095108
1001
35300
SH
SOLE
31800
0
3500
Avalonbay Communities Inc
COM
053484101
2336
14300
SH
SOLE
8800
0
5500
aveo pharmaceuticals inc
COM
053588109
46
54900
SH
SOLE
54900
0
0
avago technologies ltd
SHS
Y0486S104
2314
23000
SH
SOLE
4800
0
18200
American Express Co.
COM
025816109
484
5200
SH
SOLE
1200
0
4000
Axis Capital Holdings
SHS
G0692U109
204
4000
SH
SOLE
0
0
4000
Astrazeneca Plc-Spons Adr
SPONSORED ADR
046353108
2081
29572
SH
SOLE
29572
0
0
AutoZone Inc.
COM
053332102
1734
2800
SH
SOLE
500
0
2300
Aspen Technology Inc
COM
045327103
326
9300
SH
SOLE
300
0
9000
Natus Medical Inc
COM
639050103
1290
35800
SH
SOLE
30800
0
5000
Bank of America Corp.
COM
060505104
269
15016
SH
SOLE
15016
0
0
Black Box Corp
COM
091826107
234
9800
SH
SOLE
9800
0
0
BB&T Corp.
COM
054937107
233
5985
SH
SOLE
700
0
5285
Build-a-bear Workshop Inc
COM
120076104
414
20600
SH
SOLE
17300
0
3300
Biocryst Pharmaceuticals Inc
COM
09058V103
2591
213098
SH
SOLE
199098
0
14000
BioTelemetry Inc
COM
090672106
404
40300
SH
SOLE
40300
0
0
Bunge Ltd.
COM
G16962105
591
6500
SH
SOLE
1600
0
4900
BGC Partners INC
CL A
05541T101
1053
115100
SH
SOLE
58300
0
56800
Big Lots Inc.
COM
089302103
1509
37700
SH
SOLE
25100
0
12600
Bank of New York Mellon Corp.
COM
064058100
209
5150
SH
SOLE
350
0
4800
Barnes & Noble Inc
COM
067774109
228
9800
SH
SOLE
9800
0
0
Infoblox Inc.
COM
45672H104
582
28800
SH
SOLE
22700
0
6100
Bluebird Bio Inc
COM
09609G100
5182
56500
SH
SOLE
44200
0
12300
BP Amoco Plc. ADR
SPONSORED ADR
055622104
3052
80054
SH
SOLE
80054
0
0
Brocade Communications Systems
COM NEW
111621306
1131
95500
SH
SOLE
11600
0
83900
Broadcom Corp. Class A
CL A
111320107
1027
23700
SH
SOLE
3400
0
20300
Berkshire Hathaway Inc. Class B
CL B NEW
084670702
12408
82637
SH
SOLE
46115
0
36522
Boston Scientific Corp.
COM
101137107
2063
155666
SH
SOLE
76200
0
79466
British American Tobacco PLC ADR
SPONSORED ADR
110448107
873
8099
SH
SOLE
8099
0
0
Peabody Energy Corp
COM
704549104
207
26800
SH
SOLE
26800
0
0
Boston Properties REIT
COM
101121101
270
2100
SH
SOLE
1000
0
1100
Citigroup Inc.
COM NEW
172967424
801
14800
SH
SOLE
6400
0
8400
Cardinal Health Inc.
COM
14149Y108
1396
17288
SH
SOLE
1900
0
15388
Cameron International Corp.
COM
13342B105
4191
83900
SH
SOLE
83900
0
0
Caterpillar Inc.
COM
149123101
7002
76500
SH
SOLE
32300
0
44200
Chubb Corp.
COM
171232101
250
2413
SH
SOLE
0
0
2413
Cambrex Corp
COM
132011107
1346
62250
SH
SOLE
62250
0
0
codexis inc
COM
192005106
94
37500
SH
SOLE
37500
0
0
Career Education Corp
COM
141665109
1186
170350
SH
SOLE
168850
0
1500
Central Garden & Pet Class A
CL A NON VTG
153527205
234
24500
SH
SOLE
24500
0
0
Central European Enterprises Ltd.
CL A NEW
G20045202
221
68800
SH
SOLE
68800
0
0
Cf Industries Holdings Inc
COM
125269100
2082
7639
SH
SOLE
0
0
7639
CareFusion Corp.
COM
14170T101
379
6385
SH
SOLE
0
0
6385
City Holding Company
COM
177835105
1149
24700
SH
SOLE
24700
0
0
Chesapeake Energy Corp
COM
165167107
3337
170500
SH
SOLE
160600
0
9900
Cigna Corp.
COM
125509109
509
4950
SH
SOLE
4950
0
0
Colgate Palmolive Co.
COM
194162103
7220
104349
SH
SOLE
19800
0
84549
Celladon Corp
COM
15117E107
213
10900
SH
SOLE
10900
0
0
chatham lodging trust
COM
16208T102
519
17900
SH
SOLE
14300
0
3600
Celldex Therapeutics
COM
15117B103
458
25100
SH
SOLE
22400
0
2700
Colony Financial
COM
19624R106
434
18200
SH
SOLE
17100
0
1100
Continental Resources Inc.
COM
212015101
2961
77200
SH
SOLE
76400
0
800
Clearwater Paper Corp
COM
18538R103
206
3000
SH
SOLE
3000
0
0
Clorox Co.
COM
189054109
552
5300
SH
SOLE
0
0
5300
Comcast Corp. Class A
CL A
20030N101
31142
536840
SH
SOLE
332550
0
204290
Comcast Corp. Special Class A
CL A
20030N200
253
4400
SH
SOLE
2600
0
1800
Cimpress NV
ADDED
N20146101
427
5700
SH
SOLE
5700
0
0
Chimerix Inc
COM
16934W106
4843
120300
SH
SOLE
80200
0
40100
Comtech Telecommun
COM NEW
205826209
389
12335
SH
SOLE
12335
0
0
Centene Corp
COM
15135B101
1745
16800
SH
SOLE
14800
0
2000
Concert Pharmaceuticals Inc
COM
206022105
180
13500
SH
SOLE
13500
0
0
Compass Diversified Trust
COM
20451Q104
1020
62800
SH
SOLE
53400
0
9400
Capital One Financial Corp.
COM
14040H105
3017
36550
SH
SOLE
34150
0
2400
Cabot Oil & Gas Corp
COM
127097103
435
14700
SH
SOLE
5400
0
9300
ConocoPhillips
COM
20825C104
37893
548700
SH
SOLE
394600
0
154100
Costco Wholesale Inc.
COM
22160K105
2007
14158
SH
SOLE
100
0
14058
Covidien Ltd. PLC OLD
SHS
G2554F113
1925
18819
SH
SOLE
4550
0
14269
Capella Education Co
COM
139594105
1878
24400
SH
SOLE
18000
0
6400
Camden Property Trust
SH BEN INT
133131102
1809
24500
SH
SOLE
12100
0
12400
Crawford & Co -cl A
CL B
224633107
122
11900
SH
SOLE
11900
0
0
Cirrus Logic Inc
COM
172755100
4302
182500
SH
SOLE
137700
0
44800
Computer Sciences Corp.
COM
205363104
7245
114903
SH
SOLE
50870
0
64033
Cisco Systems
COM
17275R102
8435
303208
SH
SOLE
152485
0
150723
CSX Corp.
COM
126408103
4447
122731
SH
SOLE
51150
0
71581
CTC Media Inc
COM
12642X106
1765
362350
SH
SOLE
314150
0
48200
CenturyLink Inc.
COM
156700106
5098
128795
SH
SOLE
17200
0
111595
Cablevision Sys Corp Class A
CL A NY CABLVS
12686C109
2660
128874
SH
SOLE
24500
0
104374
CVS Health Corp
COM
126650100
11162
115900
SH
SOLE
73575
0
42325
ChevronTexaco Corp.
COM
166764100
46808
417254
SH
SOLE
284900
0
132354
Concho Resources Inc
COM
20605P101
1915
19200
SH
SOLE
14700
0
4500
Corrections Corp Amer
COM NEW
22025Y407
523
14400
SH
SOLE
14400
0
0
CYS Investments Inc
COM ADDED
12673A108
1269
145500
SH
SOLE
113000
0
32500
Dominion Resources Inc.
COM
25746U109
692
8993
SH
SOLE
3300
0
5693
Delta Airlines Inc.
COM NEW
247361702
3228
65633
SH
SOLE
13800
0
51833
Ducommun
COM
264147109
902
35700
SH
SOLE
34700
0
1000
Du Pont (EI) De Nemours
COM
263534109
281
3800
SH
SOLE
0
0
3800
Depomed Inc
COM
249908104
5068
314593
SH
SOLE
228693
0
85900
Dupont Fabros Technology Inc
COM
26613Q106
386
11600
SH
SOLE
9300
0
2300
Quest Diagnostics Inc.
COM
74834L100
2331
34761
SH
SOLE
0
0
34761
Danaher Corp.
COM
235851102
223
2600
SH
SOLE
0
0
2600
Dice Holdings Inc
COM
253017107
166
16600
SH
SOLE
16600
0
0
Walt Disney Co.
COM
254687106
3362
35693
SH
SOLE
5850
0
29843
Dish Network Corp
CL A
25470M109
262
3600
SH
SOLE
800
0
2800
Digital Realty Trust Inc
COM
253868103
623
9400
SH
SOLE
0
0
9400
Denbury Resources Inc
COM NEW
247916208
169
20800
SH
SOLE
3400
0
17400
Dow Chemical Co.
COM
260543103
1314
28800
SH
SOLE
10300
0
18500
Dr. Pepper Snapple Group
COM
26138E109
4272
59600
SH
SOLE
18800
0
40800
Diamondrock Hospitality Co
COM
252784301
294
19800
SH
SOLE
19800
0
0
DTE Energy Co.
COM
233331107
510
5900
SH
SOLE
0
0
5900
Directv
COM
25490A309
1178
13583
SH
SOLE
4300
0
9283
Duke Energy Corp.
COM
26441C204
3157
37795
SH
SOLE
4300
0
33495
Devon Energy Corp.
COM
25179M103
9439
154200
SH
SOLE
129400
0
24800
Dynex Capital Inc
COM NEW
26817Q506
120
14500
SH
SOLE
3900
0
10600
Dyax Corp.
COM
26746E103
725
51600
SH
SOLE
51600
0
0
Consolidated Edison Inc.
COM
209115104
2664
40357
SH
SOLE
0
0
40357
Engility Holdings Inc
COM
29285W104
2227
52036
SH
SOLE
34873
0
17163
Edison International
COM
281020107
556
8494
SH
SOLE
200
0
8294
Earthlink Holdings Corp.
COM ADDED
27033X101
3124
711550
SH
SOLE
625650
0
85900
Equity Lifestyle Properties
COM
29472R108
330
6400
SH
SOLE
6400
0
0
Emulex Corp
COM NEW
292475209
1932
340700
SH
SOLE
332500
0
8200
Endurance Specialty Holdings
SHS
G30397106
598
10000
SH
SOLE
10000
0
0
Enernoc Inc
COM
292764107
1285
83174
SH
SOLE
83174
0
0
Energizer Hldgs Inc
COM
29266R108
463
3600
SH
SOLE
1300
0
2300
Global Eagle Entertainment I
COM
37951D102
381
28000
SH
SOLE
28000
0
0
Enanta Pharmaceuticals Inc
COM
29251M106
270
5300
SH
SOLE
5300
0
0
Enzo Biochem Inc
COM
294100102
353
79520
SH
SOLE
79520
0
0
Enzon Pharmaceuticals Inc
COM
293904108
251
230321
SH
SOLE
230321
0
0
Eog Resources
COM
26875P101
27317
296700
SH
SOLE
210900
0
85800
Epizyme Inc
COM
29428V104
630
33400
SH
SOLE
32100
0
1300
Equity Residential Property
SH BEN INT
29476L107
4001
55700
SH
SOLE
28300
0
27400
Equitable Resources Inc
COM
26884L109
484
6400
SH
SOLE
6400
0
0
Express Scripts Holding Co.
COM
30219G108
7533
88973
SH
SOLE
53200
0
35773
Essex Property Trust
COM
297178105
372
1800
SH
SOLE
1000
0
800
Ensco PLC-CL A
SHS CLASS A
G3157S106
6292
210100
SH
SOLE
209700
0
400
Entercom Communications Corp
CL A
293639100
192
15800
SH
SOLE
15800
0
0
Entergy Corp.
COM
29364G103
1733
19810
SH
SOLE
7500
0
12310
Edwards Lifesciences Corp
COM
28176E108
3719
29200
SH
SOLE
17700
0
11500
Exelon Corp.
COM
30161N101
1561
42110
SH
SOLE
11350
0
30760
Ezcorp Inc -cl A
CL A
302301106
135
11500
SH
SOLE
11500
0
0
Diamondback Energy Inc.
COM
25278X109
341
5700
SH
SOLE
5700
0
0
FBR & Co.
COM NEW
30247C400
255
10375
SH
SOLE
10375
0
0
Fairchild Semiconductor Inc
COM
303726103
533
31600
SH
SOLE
19300
0
12300
Fedex Corp.
COM
31428X106
1989
11455
SH
SOLE
4400
0
7055
Fbl Finl Group Inc -Cl A
CL A
30239F106
389
6700
SH
SOLE
6700
0
0
Fifth Third Bancorp
COM
316773100
266
13055
SH
SOLE
13055
0
0
1-800-flowers.com
CL A
68243Q106
1116
135400
SH
SOLE
131200
0
4200
FNFV Group
COM
31620R402
220
14000
SH
SOLE
14000
0
0
Ferro Corp
COM
315405100
1965
151600
SH
SOLE
112300
0
39300
Amicus Therapeutics Inc
COM
03152W109
4376
525909
SH
SOLE
392709
0
133200
Formfactor Inc
COM
346375108
454
52800
SH
SOLE
52800
0
0
Federal Realty Invs Trust
SH BEN INT NEW
313747206
627
4700
SH
SOLE
3900
0
800
Franklin Street Properties
COM
35471R106
200
16300
SH
SOLE
16300
0
0
FTD Cos Ltd
COM ADDED
30281V108
4351
124948
SH
SOLE
98248
0
26700
Fmc Technologies Inc
COM
30249U101
1223
26100
SH
SOLE
19200
0
6900
Five Star Quality Care Inc
COM
33832D106
1044
251500
SH
SOLE
251500
0
0
Global Cash Access Holdings
COM
378967103
924
129240
SH
SOLE
120040
0
9200
Gain capital holdings inc
COM
36268W100
260
28800
SH
SOLE
28800
0
0
General Dynamics
COM
369550108
9783
71084
SH
SOLE
32000
0
39084
General Electric
COM
369604103
13876
549100
SH
SOLE
214700
0
334400
Geo Group Inc
ADDED
36162J106
1271
31500
SH
SOLE
28600
0
2900
Geron Corp
COM
374163103
578
177700
SH
SOLE
170900
0
6800
Synageva BioPharma Corp
COM
87159A103
603
6500
SH
SOLE
6500
0
0
Google Inc. C-Shares
ADDED
38259P706
5532
10510
SH
SOLE
2050
0
8460
Gold Resource Corp
COM
38068T105
52
15400
SH
SOLE
15400
0
0
Graftech International Ltd
COM
384313102
96
19000
SH
SOLE
19000
0
0
Triple-s Management Corp-B
CL B
896749108
351
14700
SH
SOLE
14700
0
0
Hawaiian Hldgs Inc
COM
419879101
10977
421400
SH
SOLE
233300
0
188100
Halliburton Co.
COM
406216101
9388
238700
SH
SOLE
207900
0
30800
Harman International Inds
COM
413086109
416
3900
SH
SOLE
3900
0
0
Harvard Bioscience Inc
COM
416906105
73
12800
SH
SOLE
12800
0
0
HCP Inc.
COM
40414L109
1149
26100
SH
SOLE
18000
0
8100
Home Depot
COM
437076102
325
3100
SH
SOLE
400
0
2700
Hess Corp.
COM
42809H107
10859
147100
SH
SOLE
127100
0
20000
Harte Hanks Inc
COM
416196103
878
113400
SH
SOLE
113400
0
0
Hartford Financial Services Group
COM
416515104
217
5205
SH
SOLE
3305
0
1900
Home Properties Inc
COM
437306103
230
3500
SH
SOLE
3500
0
0
Honeywell International
COM
438516106
310
3100
SH
SOLE
0
0
3100
Helmerich & Payne
COM
423452101
6331
93900
SH
SOLE
93900
0
0
Hewlett-Packard
COM
428236103
21173
527608
SH
SOLE
291765
0
235843
Hyperion Therapeutics
COM
44915N101
686
28600
SH
SOLE
27400
0
1200
Hutchinson Tech
COM
448407106
77
21900
SH
SOLE
21900
0
0
Humana Inc.
COM
444859102
2211
15397
SH
SOLE
2900
0
12497
Horizon Pharma Plc
SHS ADDED
G4617B105
4861
377100
SH
SOLE
377100
0
0
International Business Machines
COM
459200101
19550
121850
SH
SOLE
66250
0
55600
Intercept Pharmaceuticals In
COM
45845P108
671
4300
SH
SOLE
4300
0
0
Interdigital Inc
COM
45867G101
365
6900
SH
SOLE
6900
0
0
Idera Pharmaceuticals Inc
COM NEW
45168K306
868
196900
SH
SOLE
193700
0
3200
Immunomedics
COM
452907108
322
67000
SH
SOLE
58100
0
8900
Imation Corp
COM
45245A107
265
70000
SH
SOLE
70000
0
0
Infinity Pharmaceuticals Inc.
COM
45665G303
696
41200
SH
SOLE
27100
0
14100
Summit hotel properties inc
COM
866082100
225
18100
SH
SOLE
15800
0
2300
Insmed Inc
COM PAR
457669307
1103
71300
SH
SOLE
71300
0
0
Intel Corp.
COM
458140100
27595
760400
SH
SOLE
384900
0
375500
Inteliquent Inc
COM
45825N107
12331
628164
SH
SOLE
472364
0
155800
Iron Mountain Inc OLD
COM
462846106
445
11500
SH
SOLE
0
0
11500
Intuitive Surgical Inc
COM NEW
46120E602
317
600
SH
SOLE
600
0
0
Investment Technology Gp Inc
COM
46145F105
763
36655
SH
SOLE
34455
0
2200
Invesco Mortgage Capital Inc
COM
46131B100
697
45100
SH
SOLE
45100
0
0
Jazz Pharmaceuticals PLC
SHS USD
G50871105
868
5300
SH
SOLE
400
0
4900
Jetblue Airways Corp.
COM
477143101
457
28800
SH
SOLE
14200
0
14600
Johnson & Johnson
COM
478160104
7627
72940
SH
SOLE
16540
0
56400
JP Morgan Chase & Company
COM
46625H100
22310
356510
SH
SOLE
253950
0
102560
Kindred Biosciences Inc
COM
494577109
263
35300
SH
SOLE
34300
0
1000
Kimberly Clark Corp.
COM
494368103
14237
123220
SH
SOLE
48750
0
74470
Kindred Healthcare Inc
COM
494580103
1507
82900
SH
SOLE
34900
0
48000
Coca Cola Co.
COM
191216100
20304
480912
SH
SOLE
283730
0
197182
Karyopharm Therapeutics Inc
COM
48576U106
412
11000
SH
SOLE
10400
0
600
Kroger Co.
COM
501044101
2594
40404
SH
SOLE
7700
0
32704
Lazard Ltd.
SHS
G54050102
260
5200
SH
SOLE
5200
0
0
Leidos Holdings
COM ADDED
525327102
283
6500
SH
SOLE
6500
0
0
Lee Enterprises
COM
523768109
310
84300
SH
SOLE
69100
0
15200
Ligand Pharmaceutical -Cl B
COM NEW
53220K504
367
6900
SH
SOLE
6800
0
100
Laboratory Cp Of Amer Hldgs
COM NEW
50540R409
896
8300
SH
SOLE
0
0
8300
Lhc Group Inc
COM
50187A107
477
15300
SH
SOLE
15300
0
0
Lasalle Hotel Properties
COM
517942108
878
21700
SH
SOLE
18900
0
2800
Lincoln Educational Services
COM
533535100
212
75551
SH
SOLE
74971
0
580
Limelight Networks Inc
COM
53261M104
137
49500
SH
SOLE
47100
0
2400
Eli Lilly & Co.
COM
532457108
2960
42900
SH
SOLE
2600
0
40300
Lockheed Martin Inc.
COM
539830109
14392
74734
SH
SOLE
46200
0
28534
Lincoln National Corp.
COM
534187109
577
10000
SH
SOLE
8900
0
1100
Lorillard Inc
COM
544147101
919
14600
SH
SOLE
3200
0
11400
LogMeln Inc.
COM
54142L109
1446
29300
SH
SOLE
29300
0
0
Lam Research Corp
COM
512807108
1357
17100
SH
SOLE
7900
0
9200
LTC Properties Inc
COM
502175102
242
5600
SH
SOLE
4900
0
700
Southwest Airlines Co.
COM
844741108
6547
154700
SH
SOLE
23800
0
130900
Lexmark International Inc.
CL A
529771107
7190
174215
SH
SOLE
88515
0
85700
Lyondellbasell Indu-CL A
SHS
N53745100
3541
44600
SH
SOLE
10100
0
34500
Mid-america Apt Cmntys Inc
COM
59522J103
508
6800
SH
SOLE
6800
0
0
Merrimack Pharmaceuticals Inc
COM
590328100
8357
739600
SH
SOLE
545600
0
194000
Mantech Intl Corp
CL A
564563104
375
12400
SH
SOLE
12400
0
0
Marriott Intl Inc.
CL A
571903202
1787
22900
SH
SOLE
6100
0
16800
McDonald's Corp.
COM
580135101
10944
116800
SH
SOLE
27300
0
89500
McKesson HBOC Inc.
COM
58155Q103
498
2400
SH
SOLE
2400
0
0
Monarch Casino & Resort Inc
COM
609027107
314
18900
SH
SOLE
18900
0
0
Mondelez International Inc.
CL A
609207105
427
11766
SH
SOLE
1850
0
9916
Medtronic Inc. OLD
COM
585055106
8012
110975
SH
SOLE
84080
0
26895
Mei Pharma Inc
NEW
55279B202
55
12800
SH
SOLE
12800
0
0
Mercer Intl Inc
COM
588056101
307
25000
SH
SOLE
25000
0
0
MetLife Inc.
COM
59156R108
928
17150
SH
SOLE
10150
0
7000
MFA Mortgage Investments Inc
COM
55272X102
1470
184000
SH
SOLE
145400
0
38600
McGraw Hill Financial Inc.
COM
580645109
3102
34864
SH
SOLE
8250
0
26614
Macquarie Infra. Trust
MEMBERSHIP INT
55608B105
555
7800
SH
SOLE
5300
0
2500
Ag Mortgage Inv Trust
COM ADDED
001228105
1053
56700
SH
SOLE
36400
0
20300
Marsh & McLennan
COM
571748102
1963
34298
SH
SOLE
14100
0
20198
3M Company
COM
88579Y101
4976
30280
SH
SOLE
5180
0
25100
Mcclatchy Co Class A
CL A
579489105
748
225200
SH
SOLE
221900
0
3300
Momenta Pharmaceuticals Inc
COM
60877T100
211
17500
SH
SOLE
15300
0
2200
Altria Group Inc.
COM
02209S103
11177
226859
SH
SOLE
119700
0
107159
Monsanto Co.
COM
61166W101
263
2200
SH
SOLE
0
0
2200
Motorcar Parts Of America In
COM
620071100
246
7900
SH
SOLE
7900
0
0
Montpelier Holdings
SHS
G62185106
362
10100
SH
SOLE
10100
0
0
Merck & Co. Inc.
COM
58933Y105
19832
349224
SH
SOLE
173000
0
176224
Marathon Oil Company
COM
565849106
10354
366000
SH
SOLE
267700
0
98300
Microsoft Corp.
COM
594918104
42362
912001
SH
SOLE
496200
0
415801
Martha Stewart Living Omnimd
CL A
573083102
63
14600
SH
SOLE
14600
0
0
American Capital Mortgage Investment Corp.
COM ADDED
02504A104
283
15000
SH
SOLE
13500
0
1500
Meritor Inc
COM
59001K100
523
34500
SH
SOLE
29100
0
5400
Mattson Technology Inc
COM
577223100
56
16400
SH
SOLE
16400
0
0
Micron Technology Inc.
COM
595112103
12010
343049
SH
SOLE
146300
0
196749
Murphy Oil Corp
COM
626717102
298
5900
SH
SOLE
5900
0
0
Monster Worldwide Inc
COM
611742107
2787
603150
SH
SOLE
405350
0
197800
Magnachip Semiconducter
COM
55933J203
260
20000
SH
SOLE
20000
0
0
Neurocrine Biosciences Inc
COM
64125C109
1025
45900
SH
SOLE
45000
0
900
Noble Energy Inc
COM
655044105
6465
136300
SH
SOLE
136000
0
300
Nabors Industries
SHS
G6359F103
6364
490300
SH
SOLE
488400
0
1900
Nci Inc Class A
CL A
62886K104
586
57400
SH
SOLE
57400
0
0
Noble Corp PLC
SHS USD ADDED
G65431101
4855
293000
SH
SOLE
291800
0
1200
NextEra Energy Inc.
COM
65339F101
4528
42605
SH
SOLE
5500
0
37105
Newmont Mining Corp.
COM
651639106
5725
302900
SH
SOLE
94300
0
208600
Newfield Exploration Co
COM
651290108
854
31500
SH
SOLE
15800
0
15700
National Health Invs Inc
COM
63633D104
385
5500
SH
SOLE
5500
0
0
Annaly Mortage Mgmt Inc
COM
035710409
1738
160800
SH
SOLE
26400
0
134400
Northrop Grumman Corp.
COM
666807102
8966
60834
SH
SOLE
18150
0
42684
noranda aluminium holding
COM
65542W107
421
119600
SH
SOLE
119600
0
0
National-Oilwell Inc
COM
637071101
9961
152000
SH
SOLE
120900
0
31100
Norfolk Southern Corp.
COM
655844108
4868
44411
SH
SOLE
13200
0
31211
Insight Enterprises Inc
COM
45765U103
241
9325
SH
SOLE
9325
0
0
Nanosphere Inc
COM
63009F105
19
49100
SH
SOLE
49100
0
0
Nutrisystem Inc
COM
67069D108
3014
154157
SH
SOLE
119657
0
34500
Nuvasive Inc
COM
670704105
594
12600
SH
SOLE
0
0
12600
Novavax Inc
COM
670002104
245
41300
SH
SOLE
41300
0
0
Oasis Petroleum Inc
COM
674215108
926
56000
SH
SOLE
47400
0
8600
Oclaro Inc
COM NEW
67555N206
1134
637200
SH
SOLE
458700
0
178500
OncoGenex Pharmaceuticals Inc
COM
68230A106
445
194122
SH
SOLE
188622
0
5500
Higher One Holdings Inc
COM
42983D104
48
11400
SH
SOLE
8900
0
2500
Oncothyreon Inc
COM
682324108
109
57300
SH
SOLE
56000
0
1300
Ophthotech Corp.
COM
683745103
422
9400
SH
SOLE
9400
0
0
Oracle Corp.
COM
68389X105
4430
98519
SH
SOLE
28900
0
69619
Ovascience Inc
COM
69014Q101
668
15100
SH
SOLE
10000
0
5100
Occidental Petroluem Corp.
COM
674599105
15953
197900
SH
SOLE
131500
0
66400
Pacific Biosciences Of Calif
COM
69404D108
1790
228378
SH
SOLE
228378
0
0
Palo Alto Holdings Inc.
COM
697435105
1164
9500
SH
SOLE
9500
0
0
Puma Biotechnology Inc
COM
74587V107
3956
20900
SH
SOLE
18700
0
2200
PG&E Corp.
COM
69331C108
2779
52200
SH
SOLE
23900
0
28300
Pharmacyclics Inc.
COM
716933106
281
2300
SH
SOLE
0
0
2300
Pebblebrook Hotel Trust
COM
70509V100
347
7600
SH
SOLE
7600
0
0
Public Service Enterprise Group
COM
744573106
5472
132148
SH
SOLE
37300
0
94848
Pennsylvania Re Invs Trust
SH BEN INT
709102107
253
10800
SH
SOLE
8200
0
2600
PepsiCo Inc.
COM
713448108
22425
237151
SH
SOLE
153900
0
83251
Pfizer Inc.
COM
717081103
7727
248053
SH
SOLE
39997
0
208056
Principal Financial Group Inc.
COM
74251V102
223
4300
SH
SOLE
0
0
4300
Procter & Gamble
COM
742718109
38628
424063
SH
SOLE
250200
0
173863
Progenics Pharmaceutical Inc
COM
743187106
184
24300
SH
SOLE
24300
0
0
Piper Jaffray Cos Inc
COM
724078100
540
9300
SH
SOLE
8400
0
900
Park Ohio Holdings Corp
COM
700666100
372
5900
SH
SOLE
5900
0
0
ePlus Inc.
COM
294268107
378
5000
SH
SOLE
5000
0
0
Philip Morris International Inc
COM
718172109
3581
43960
SH
SOLE
11880
0
32080
PharMerica Corp.
COM
71714F104
1876
90600
SH
SOLE
65600
0
25000
PennyMac Mortgage Investment Trust
COM
70931T103
1021
48400
SH
SOLE
30600
0
17800
PNC Bank Corp.
COM
693475105
9331
102285
SH
SOLE
71455
0
30830
Phoenix Companies Inc
COM NEW
71902E604
821
11920
SH
SOLE
11920
0
0
Pilgrims Pride Corp
COM
72147K108
7319
223200
SH
SOLE
151100
0
72100
Post Properties Inc
COM
737464107
1505
25600
SH
SOLE
24500
0
1100
Partnerre Ltd.
COM
G6852T105
1735
15200
SH
SOLE
10200
0
5000
Providence Service Corp
COM
743815102
641
17600
SH
SOLE
17200
0
400
Prothena Corp Plc
SHS
G72800108
583
28100
SH
SOLE
27900
0
200
Public Storage Inc
COM
74460D109
277
1500
SH
SOLE
900
0
600
PTC Therapeutics Inc
COM
69366J200
689
13300
SH
SOLE
10600
0
2700
Patterson-Uti Energy Inc
COM
703481101
2791
168250
SH
SOLE
167450
0
800
Portola Pharmaceuticals Inc.
COM
737010108
456
16100
SH
SOLE
16100
0
0
Praxair Inc.
COM
74005P104
417
3221
SH
SOLE
0
0
3221
Pioneer Natural Resources Co
COM
723787107
6579
44200
SH
SOLE
44200
0
0
Qualcomm Inc.
COM
747525103
1164
15658
SH
SOLE
5400
0
10258
QuinStreet Inc
COM
74874Q100
256
42200
SH
SOLE
42200
0
0
Rite Aid Corp
COM
767754104
3538
470500
SH
SOLE
211900
0
258600
Reynolds American Inc.
COM
761713106
3386
52680
SH
SOLE
29680
0
23000
Rent-A-Center Inc
COM
76009N100
694
19100
SH
SOLE
18300
0
800
Royal Caribbean Cruises Ltd.
COM
V7780T103
602
7300
SH
SOLE
1900
0
5400
Receptos Inc
COM
756207106
6824
55700
SH
SOLE
44700
0
11000
Reading Int'L Inc
CL A
755408101
187
14100
SH
SOLE
14100
0
0
Everest Re Group Ltd.
COM
G3223R108
1227
7202
SH
SOLE
1100
0
6102
Rex Resources Corp.
COM
761624105
682
11000
SH
SOLE
11000
0
0
Rf Micro Devices Inc OLD
COM
749941100
2623
158100
SH
SOLE
94700
0
63400
Resolute Forest Product
COM
76117W109
1543
87640
SH
SOLE
80986
0
6654
Reinsurance Group Amer Inc
COM NEW
759351604
1393
15900
SH
SOLE
14500
0
1400
Repligen Inc.
COM
759916109
1305
65900
SH
SOLE
53800
0
12100
Royal Gold Inc
COM
780287108
7059
112579
SH
SOLE
81979
0
30600
Rigel Pharmaceuticals Inc
COM NEW
766559603
43
19100
SH
SOLE
19100
0
0
Republic Airways Hldgs Inc
COM
760276105
5148
352811
SH
SOLE
263211
0
89600
RLJ Lodging Trust
COM
74965L101
781
23300
SH
SOLE
23300
0
0
Renaissancere Holdings Ltd.
COM
G7496G103
525
5400
SH
SOLE
4200
0
1200
Retail Properties of America I
CL A
76131V202
656
39300
SH
SOLE
33100
0
6200
Ruby Tuesday Inc
COM
781182100
278
40700
SH
SOLE
40700
0
0
Raytheon Company
COM NEW
755111507
9096
84087
SH
SOLE
38030
0
46057
Retrophin Inc.
COM
761299106
1709
139600
SH
SOLE
137500
0
2100
Rayonier Inc
COM
754907103
224
8000
SH
SOLE
0
0
8000
Sanmina Corp.
COM
801056102
285
12100
SH
SOLE
10100
0
2000
Spirit Airlines Inc
COM
848577102
1527
20200
SH
SOLE
5000
0
15200
Scholastic Corp
COM
807066105
461
12660
SH
SOLE
12660
0
0
Sciclone Pharmaceuticals Inc
COM
80862K104
2334
266400
SH
SOLE
254500
0
11900
Select Comfort Corp
COM
81616X103
211
7800
SH
SOLE
4800
0
3000
Select Medical Holdings Corporation
COM
81619Q105
2861
198700
SH
SOLE
94800
0
103900
Sangamo Biosciences Inc
COM
800677106
2086
137172
SH
SOLE
120272
0
16900
Sigma Designs Inc
COM
826565103
127
17100
SH
SOLE
17100
0
0
Select Income REIT
COM SH BEN INT
81618T100
395
16200
SH
SOLE
4000
0
12200
Sirius XM Holdings Inc
COM
82968B103
45
12800
SH
SOLE
0
0
12800
Skilled Healthcare Group OLD
CL A
83066R107
231
26900
SH
SOLE
26900
0
0
Skywest Inc
COM
830879102
651
49000
SH
SOLE
44900
0
4100
Schlumberger Ltd.
COM
806857108
39374
461000
SH
SOLE
325100
0
135900
Senior Housing Pptys Trust
SH BEN INT
81721M109
292
13200
SH
SOLE
13200
0
0
Synta Pharmaceuticals Corp
COM
87162T206
318
120100
SH
SOLE
120100
0
0
Southern Co.
COM
842587107
2430
49471
SH
SOLE
0
0
49471
Simon Property Group
COM
828806109
328
1800
SH
SOLE
500
0
1300
Superior Energy Services Inc
COM
868157108
1155
57300
SH
SOLE
53700
0
3600
Spok Holdings Inc
ADDED
84863T106
2083
120000
SH
SOLE
117300
0
2700
Spectrum Pharmaceuticals Inc.
COM
84763A108
181
26100
SH
SOLE
26100
0
0
Spirit Aerosystems Hold-cl A
CL A
848574109
2019
46900
SH
SOLE
12100
0
34800
Callidus Softwre
COM NEW
817337405
166
44900
SH
SOLE
44900
0
0
Sempra Energy
COM
816851109
1318
11838
SH
SOLE
6200
0
5638
Symmetry Surgical Inc
ADDED
87159G100
353
45375
SH
SOLE
44600
0
775
St Jude Medical Inc.
COM
790849103
1057
16252
SH
SOLE
3100
0
13152
Strayer Education Inc
COM
863236105
3870
52100
SH
SOLE
38800
0
13300
Starz Liberty Capital
COM SER A
85571Q102
918
30900
SH
SOLE
11900
0
19000
Starwood Property Trust Inc.
COM
85571B105
300
12900
SH
SOLE
12900
0
0
Seagate Technology
SHS
G7945M107
226
3400
SH
SOLE
3400
0
0
Supervalu Inc.
COM
868536103
3082
317750
SH
SOLE
301850
0
15900
Skyworks Solutions Inc
COM
83088M102
12077
166100
SH
SOLE
73800
0
92300
Southwestern Energy Co
COM
845467109
1572
57600
SH
SOLE
57600
0
0
Safeway Inc. OLD
COM NEW
786514208
526
14983
SH
SOLE
7600
0
7383
Synaptics Inc
COM
87157D109
310
4500
SH
SOLE
3200
0
1300
AT&T Inc.
COM
00206R102
15375
457732
SH
SOLE
278360
0
179372
Molson Coors Brewing Co. - Class B
CL B
60871R209
1394
18700
SH
SOLE
3200
0
15500
Tcf Financial Corp
COM
872275102
165
10400
SH
SOLE
10400
0
0
Timken Co
COM
887389104
312
7300
SH
SOLE
7300
0
0
Thermo Fisher Scientific
COM
883556102
2424
19350
SH
SOLE
15950
0
3400
Targacept Inc
COM
87611R306
275
104380
SH
SOLE
103180
0
1200
The Travelers Companies Inc.
COM
89417E109
8135
76855
SH
SOLE
58760
0
18095
Trevena Inc
COM
89532E109
103
17300
SH
SOLE
17300
0
0
Tesaro
COM
881569107
852
22900
SH
SOLE
16600
0
6300
Telecomm Sys A
CL A
87929J103
90
28800
SH
SOLE
28800
0
0
Time Warner Cable Inc
COM
88732J207
1585
10422
SH
SOLE
2150
0
8272
two harbors investment corp
COM
90187B101
288
28700
SH
SOLE
28700
0
0
Time Warner Inc.
COM NEW
887317303
261
3050
SH
SOLE
3050
0
0
Texas Instruments Inc.
COM
882508104
722
13500
SH
SOLE
0
0
13500
Universal American Finl Cp
COM
91338E101
145
15600
SH
SOLE
15600
0
0
Net 1 Ueps Technologies Inc
COM NEW
64107N206
7362
645756
SH
SOLE
541156
0
104600
Unisys Corp.
COM NEW
909214306
734
24892
SH
SOLE
24892
0
0
United Health Group Inc.
COM
91324P102
9335
92339
SH
SOLE
53600
0
38739
Union Pacific
COM
907818108
29405
246830
SH
SOLE
149460
0
97370
Unit Corp
COM
909218109
1136
33300
SH
SOLE
33300
0
0
United Online Inc
COM NEW
911268209
1705
117179
SH
SOLE
116779
0
400
United Parcel Service Class B
CL B
911312106
779
7006
SH
SOLE
100
0
6906
United Rentals Inc
COM
911363109
1061
10400
SH
SOLE
6000
0
4400
US Bancorp Inc.
COM NEW
902973304
353
7860
SH
SOLE
160
0
7700
United Therapeutics Corp
COM
91307C102
1904
14700
SH
SOLE
12400
0
2300
Universal Insurance Holdings, Inc.
COM
91359V107
896
43800
SH
SOLE
32300
0
11500
Vasco Data Sec Intl Inc
COM
92230Y104
2099
74400
SH
SOLE
65600
0
8800
Vical Inc
COM
925602104
95
90200
SH
SOLE
90200
0
0
Vanda Pharmaceuticals
COM
921659108
514
35900
SH
SOLE
34900
0
1000
Validus Holdings Ltd
SHS
G9319H102
486
11700
SH
SOLE
11700
0
0
Ventas Inc
COM
92276F100
595
8300
SH
SOLE
7100
0
1200
Verizon Communications
COM
92343V104
414
8851
SH
SOLE
4051
0
4800
Walker & dunlop inc
COM
93148P102
258
14700
SH
SOLE
12500
0
2200
Western Digital Corp
COM
958102105
3036
27429
SH
SOLE
11000
0
16429
Wells Fargo & Company
COM
949746101
28875
526731
SH
SOLE
340200
0
186531
Weatherford International Plc
SHS
G48833100
1633
142600
SH
SOLE
142600
0
0
Whiting Petroleum Corp
COM
966387102
2920
88500
SH
SOLE
88500
0
0
Wal-Mart Stores
COM
931142103
19378
225635
SH
SOLE
225635
0
0
Cimarex Energy Co
COM
171798101
2046
19300
SH
SOLE
19300
0
0
Acceleron Pharma Inc
COM
00434H108
542
13900
SH
SOLE
12900
0
1000
Exelis Inc
COM
30162A108
2294
130850
SH
SOLE
70450
0
60400
Exxon Mobil Corp.
COM
30231G102
55223
597332
SH
SOLE
373200
0
224132
Xoma Corp
DEL COM
98419J107
799
222700
SH
SOLE
207400
0
15300
Xerium Technologies Inc
COM NEW
98416J118
327
20700
SH
SOLE
20700
0
0
Xerox Corporation
COM
984121103
1299
93745
SH
SOLE
38200
0
55545
Zagg Inc
COM
98884U108
454
66800
SH
SOLE
66800
0
0
Zimmer Holdings Inc.
COM
98956P102
839
7400
SH
SOLE
6700
0
700
iShares MSCI EAFE ETF
MSCI EAFE INDEX
464287465
1058
17388
SH
SOLE
17388
0
0
iShares MSCI Russia Capped ETF OLD
MSCI RUSSIA CAP
46429B705
811
70688
SH
SOLE
70688
0
0
iShares MSCI India Index Fnd
ADDED
46429B598
1834
61227
SH
SOLE
61227
0
0
iShares Core S&P 500 ETF
S&P 500 INDEX
464287200
1296
6265
SH
SOLE
6265
0
0
Financial Select Sector SPDR
SBI INT-FINL
81369Y605
18083
731200
SH
SOLE
731200
0
0
Industrial Select Sect SPDR
SBI INT-INDS
81369Y704
12706
224600
SH
SOLE
224600
0
0
Technology Select Sector SPDR
TECHNOLOGY
81369Y803
21928
530300
SH
SOLE
530300
0
0
Consumer Staples SPDR Fund
SBI CONS STPLS
81369Y308
5096
105100
SH
SOLE
105100
0
0