The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| Baidu.com Inc. (ADS) | ADR | 056752108 | 874 | 5,632 | SH | SOLE | 5,632 | 0 | 0 | ||
| British American Tobacco PLC ( | ADR | 110448107 | 1,084 | 10,310 | SH | SOLE | 10,310 | 0 | 0 | ||
| CNOOC Ltd. ADR | ADR | 126132109 | 15,074 | 74,700 | SH | SOLE | 74,700 | 0 | 0 | ||
| Diageo PLC | ADR | 25243Q205 | 497 | 3,914 | SH | SOLE | 3,914 | 0 | 0 | ||
| Novo Nordisk A/S ADS | ADR | 670100205 | 3,828 | 22,621 | SH | SOLE | 22,621 | 0 | 0 | ||
| SANOFI-AVENTIS-ADR | ADR | 80105N105 | 1,772 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| 3M Co. | COM | 88579Y101 | 657 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
| ACI Worldwide Inc. | COM | 004498101 | 870 | 16,100 | SH | SOLE | 16,100 | 0 | 0 | ||
| AES Corp. | COM | 00130H105 | 502 | 37,800 | SH | SOLE | 37,800 | 0 | 0 | ||
| AON Corp. | COM | G0408V102 | 3,077 | 41,330 | SH | SOLE | 41,330 | 0 | 0 | ||
| AbbVie Inc | COM | 00287Y109 | 3,757 | 84,000 | SH | SOLE | 84,000 | 0 | 0 | ||
| Abbott Laboratories | COM | 002824100 | 3,243 | 97,700 | SH | SOLE | 97,700 | 0 | 0 | ||
| Accenture Plc. | COM | G1151C101 | 6,845 | 92,949 | SH | SOLE | 92,949 | 0 | 0 | ||
| Actavis Plc | COM | 00507K103 | 8,838 | 61,375 | SH | SOLE | 61,375 | 0 | 0 | ||
| Airgas Inc. | COM | 009363102 | 1,060 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Alaska Air Group Inc. | COM | 011659109 | 626 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Albemarle Corp. | COM | 012653101 | 315 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Alexion Pharmaceuticals | COM | 015351109 | 5,121 | 44,085 | SH | SOLE | 44,085 | 0 | 0 | ||
| Allergan Inc. | COM | 018490102 | 778 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
| Alliance Resource Partners L.P | COM | 01877R108 | 6,790 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
| Allstate Corp. | COM | 020002101 | 248 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
| Altria Group Inc. | COM | 02209S103 | 405 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
| Amdocs Ltd. | COM | G02602103 | 733 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| American Express Co. | COM | 025816109 | 982 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| American Water Works Co. | COM | 030420103 | 1,271 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
| Amgen Inc. | COM | 031162100 | 2,875 | 25,690 | SH | SOLE | 25,690 | 0 | 0 | ||
| Anadarko Petroleum Corp. | COM | 032511107 | 8,704 | 93,600 | SH | SOLE | 93,600 | 0 | 0 | ||
| Apple Inc. | COM | 037833100 | 17,183 | 36,042 | SH | SOLE | 36,042 | 0 | 0 | ||
| AptarGroup Inc. | COM | 038336103 | 1,203 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Aqua America Inc. | COM | 03836W103 | 1,388 | 56,125 | SH | SOLE | 56,125 | 0 | 0 | ||
| Ashland Inc. | COM | 044209104 | 647 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| Atmos Energy Corp. | COM | 049560105 | 11,644 | 273,400 | SH | SOLE | 273,400 | 0 | 0 | ||
| Atwood Oceanics Inc. | COM | 050095108 | 24,322 | 441,900 | SH | SOLE | 441,900 | 0 | 0 | ||
| AutoZone Inc. | COM | 053332102 | 676 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
| Avista Corp | COM | 05379B107 | 1,626 | 61,600 | SH | SOLE | 61,600 | 0 | 0 | ||
| BCE Inc. | COM | 05534B760 | 6,039 | 141,420 | SH | SOLE | 141,420 | 0 | 0 | ||
| Baxter International Inc. | COM | 071813109 | 1,314 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Bed Bath & Beyond Inc. | COM | 075896100 | 973 | 12,580 | SH | SOLE | 12,580 | 0 | 0 | ||
| Bemis Co. Inc. | COM | 081437105 | 585 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Bio-Reference Laboratories Inc | COM | 09057G602 | 840 | 28,110 | SH | SOLE | 28,110 | 0 | 0 | ||
| Biogen Idec Inc. | COM | 09062X103 | 6,043 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
| Boeing Co. | COM | 097023105 | 587 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Brown & Brown Inc. | COM | 115236101 | 254 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
| Brown-Forman Corp. | COM | 115637209 | 1,724 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
| Bunge Ltd. | COM | G16962105 | 1,758 | 23,160 | SH | SOLE | 23,160 | 0 | 0 | ||
| CA, Inc. | COM | 12673P105 | 840 | 28,300 | SH | SOLE | 28,300 | 0 | 0 | ||
| CF Industries Holdings Inc. | COM | 125269100 | 527 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| CIGNA Corp. | COM | 125509109 | 1,445 | 18,800 | SH | SOLE | 18,800 | 0 | 0 | ||
| CMS Energy Corp. | COM | 125896100 | 5,838 | 221,800 | SH | SOLE | 221,800 | 0 | 0 | ||
| CSX Corp. | COM | 126408103 | 4,307 | 167,342 | SH | SOLE | 167,342 | 0 | 0 | ||
| Cabot Corp. | COM | 127055101 | 427 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Cameron International Corp | COM | 13342B105 | 13,530 | 231,800 | SH | SOLE | 231,800 | 0 | 0 | ||
| Canadian National Railway Co. | COM | 136375102 | 304 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| Casey's General Stores Inc. | COM | 147528103 | 352 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
| Caterpillar Inc. | COM | 149123101 | 4,827 | 57,881 | SH | SOLE | 57,881 | 0 | 0 | ||
| Celanese Corp. (Series A) | COM | 150870103 | 1,056 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Celgene Corp. | COM | 151020104 | 341 | 2,210 | SH | SOLE | 2,210 | 0 | 0 | ||
| Chevron Corp. | COM | 166764100 | 62,208 | 512,000 | SH | SOLE | 512,000 | 0 | 0 | ||
| Church & Dwight Co. | COM | 171340102 | 1,195 | 19,900 | SH | SOLE | 19,900 | 0 | 0 | ||
| Cimarex Energy Co. | COM | 171798101 | 14,518 | 150,600 | SH | SOLE | 150,600 | 0 | 0 | ||
| Citrix Systems Inc. | COM | 177376100 | 1,344 | 19,040 | SH | SOLE | 19,040 | 0 | 0 | ||
| Cleco Corp. | COM | 12561W105 | 686 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
| Coca-Cola Co. | COM | 191216100 | 7,334 | 193,600 | SH | SOLE | 193,600 | 0 | 0 | ||
| Cognizant Technology Solutions | COM | 192446102 | 3,244 | 39,500 | SH | SOLE | 39,500 | 0 | 0 | ||
| Coherent Inc. | COM | 192479103 | 742 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
| Colgate-Palmolive Co. | COM | 194162103 | 1,376 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
| Comcast Corp. | COM | 20030N101 | 826 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
| Computer Programs & Systems In | COM | 205306103 | 234 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| ConAgra Foods Inc. | COM | 205887102 | 3,519 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| ConocoPhillips | COM | 20825C104 | 36,896 | 530,800 | SH | SOLE | 530,800 | 0 | 0 | ||
| Core Laboratories N.V. | COM | N22717107 | 18,850 | 111,400 | SH | SOLE | 111,400 | 0 | 0 | ||
| Costco Wholesale Corp. | COM | 22160K105 | 7,985 | 69,330 | SH | SOLE | 69,330 | 0 | 0 | ||
| Crane Co. | COM | 224399105 | 1,067 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
| Cyberonics, Inc. | COM | 23251P102 | 964 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
| DIRECTV Group Inc. | COM | 25490A309 | 664 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
| DST Systems Inc. | COM | 233326107 | 618 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
| DaVita Inc. | COM | 23918K108 | 3,027 | 53,200 | SH | SOLE | 53,200 | 0 | 0 | ||
| Danaher Corp. | COM | 235851102 | 1,199 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
| Deere & Co. | COM | 244199105 | 407 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Delta Air Lines Inc. | COM | 247361702 | 826 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| Denbury Resources Inc. | COM | 247916208 | 7,265 | 394,600 | SH | SOLE | 394,600 | 0 | 0 | ||
| Dick's Sporting Goods Inc. | COM | 253393102 | 721 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
| Discover Financial Services | COM | 254709108 | 313 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
| Discovery Communications Inc. | COM | 25470F104 | 2,761 | 32,700 | SH | SOLE | 32,700 | 0 | 0 | ||
| Dollar Tree Stores Inc. | COM | 256746108 | 955 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
| Dover Corp. | COM | 260003108 | 4,921 | 54,779 | SH | SOLE | 54,779 | 0 | 0 | ||
| Dow Chemical Co. | COM | 260543103 | 3,456 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| Dr Pepper Snapple Group Inc. | COM | 26138E109 | 457 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
| Dresser-Rand Group Inc. | COM | 261608103 | 6,371 | 102,100 | SH | SOLE | 102,100 | 0 | 0 | ||
| Dril-Quip Inc. | COM | 262037104 | 39,195 | 341,570 | SH | SOLE | 341,570 | 0 | 0 | ||
| Duke Energy Corp. | COM | 26441C204 | 875 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
| E.I. DuPont de Nemours & Co. | COM | 263534109 | 3,953 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
| ENSCO PLC | COM | G3157S106 | 13,889 | 258,400 | SH | SOLE | 258,400 | 0 | 0 | ||
| EPR Properties | COM | 29380T105 | 794 | 16,300 | SH | SOLE | 16,300 | 0 | 0 | ||
| Eagle Materials Inc. | COM | 26969P108 | 2,176 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| Eastman Chemical Co. | COM | 277432100 | 1,947 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Eaton Corp. PLC | COM | G29183103 | 3,111 | 45,198 | SH | SOLE | 45,198 | 0 | 0 | ||
| Eaton Vance Corp. | COM | 278265103 | 268 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
| Ecolab Inc. | COM | 278865100 | 4,552 | 46,090 | SH | SOLE | 46,090 | 0 | 0 | ||
| Emerson Electric Co. | COM | 291011104 | 1,306 | 20,180 | SH | SOLE | 20,180 | 0 | 0 | ||
| Energizer Holdings Inc. | COM | 29266R108 | 419 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
| Everest Re Group Ltd. | COM | G3223R108 | 204 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
| Expedia Inc. | COM | 30212P105 | 332 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
| Express Scripts Inc. | COM | 30219G108 | 636 | 10,290 | SH | SOLE | 10,290 | 0 | 0 | ||
| Exxon Mobil Corp. | COM | 30231G102 | 98,576 | 1,145,700 | SH | SOLE | 1,145,700 | 0 | 0 | ||
| FMC Corp. | COM | 302491303 | 5,580 | 77,800 | SH | SOLE | 77,800 | 0 | 0 | ||
| FMC Technologies Inc. | COM | 30249U101 | 33,233 | 599,655 | SH | SOLE | 599,655 | 0 | 0 | ||
| Fair Isaac Corp. | COM | 303250104 | 1,671 | 30,225 | SH | SOLE | 30,225 | 0 | 0 | ||
| Fastenal Co. | COM | 311900104 | 2,634 | 52,400 | SH | SOLE | 52,400 | 0 | 0 | ||
| Fidelity National Information | COM | 31620M106 | 831 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
| First Cash Financial Services | COM | 31942D107 | 388 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
| Flowserve Corp. | COM | 34354P105 | 936 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Fluor Corp. | COM | 343412102 | 3,860 | 54,390 | SH | SOLE | 54,390 | 0 | 0 | ||
| Franklin Resources Inc. | COM | 354613101 | 799 | 15,810 | SH | SOLE | 15,810 | 0 | 0 | ||
| Freeport-McMoRan Copper & Gold | COM | 35671D857 | 1,985 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| GameStop Corp. | COM | 36467W109 | 367 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
| Gartner Inc. | COM | 366651107 | 780 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| General Cable Corp | COM | 369300108 | 476 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| General Dynamics Corp. | COM | 369550108 | 3,407 | 38,930 | SH | SOLE | 38,930 | 0 | 0 | ||
| General Electric Co. | COM | 369604103 | 1,792 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| Genesco Inc. | COM | 371532102 | 1,338 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
| Genesee & Wyoming Inc. | COM | 371559105 | 2,492 | 26,800 | SH | SOLE | 26,800 | 0 | 0 | ||
| Gilead Sciences Inc. | COM | 375558103 | 5,682 | 90,382 | SH | SOLE | 90,382 | 0 | 0 | ||
| Global Payments Inc. | COM | 37940X102 | 1,241 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
| Golar LNG Ltd. | COM | G9456A100 | 369 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
| Google Inc. | COM | 38259P508 | 6,504 | 7,425 | SH | SOLE | 7,425 | 0 | 0 | ||
| H.B. Fuller Co. | COM | 359694106 | 1,808 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Haemonetics Corp. | COM | 405024100 | 957 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| Halliburton Co. | COM | 406216101 | 19,756 | 410,300 | SH | SOLE | 410,300 | 0 | 0 | ||
| Health Care Property Investors | COM | 40414L109 | 303 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
| Healthcare Services Group | COM | 421906108 | 3,391 | 131,650 | SH | SOLE | 131,650 | 0 | 0 | ||
| Hibbett Sports, Inc. | COM | 428567101 | 5,979 | 106,548 | SH | SOLE | 106,548 | 0 | 0 | ||
| Hollyfrontier Corp | COM | 436106108 | 202 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
| Home Depot Inc. | COM | 437076102 | 1,798 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
| Honeywell International Inc. | COM | 438516106 | 415 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Hubbell Inc. | COM | 443510201 | 524 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| IAC/InterActiveCorp. | COM | 44919P508 | 1,159 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
| IDEX Corp. | COM | 45167R104 | 652 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| INVESCO Ltd. | COM | G491BT108 | 1,471 | 46,100 | SH | SOLE | 46,100 | 0 | 0 | ||
| Informatica Corp. | COM | 45666Q102 | 1,496 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
| Ingredion Inc. | COM | 457187102 | 2,356 | 35,600 | SH | SOLE | 35,600 | 0 | 0 | ||
| Intel Corp. | COM | 458140100 | 218 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
| International Business Machine | COM | 459200101 | 12,561 | 67,830 | SH | SOLE | 67,830 | 0 | 0 | ||
| Intuit Inc. | COM | 461202103 | 1,611 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
| J.M. Smucker Co. | COM | 832696405 | 1,660 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
| JPMorgan Chase & Co. | COM | 46625H100 | 1,204 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
| Jacobs Engineering Group Inc. | COM | 469814107 | 372 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
| Jarden Corp. | COM | 471109108 | 3,495 | 72,215 | SH | SOLE | 72,215 | 0 | 0 | ||
| Johnson & Johnson | COM | 478160104 | 13,489 | 155,600 | SH | SOLE | 155,600 | 0 | 0 | ||
| Jones Lang LaSalle Inc. | COM | 48020Q107 | 410 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
| KapStone Paper & Packaging Cor | COM | 48562P103 | 3,270 | 76,400 | SH | SOLE | 76,400 | 0 | 0 | ||
| Kimberly-Clark Corp. | COM | 494368103 | 1,272 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
| Knoll Inc. | COM | 498904200 | 256 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
| Koppers Holdings Inc. | COM | 50060P106 | 4,184 | 98,100 | SH | SOLE | 98,100 | 0 | 0 | ||
| Laclede Group Inc. | COM | 505597104 | 10,359 | 230,200 | SH | SOLE | 230,200 | 0 | 0 | ||
| Landstar System Inc. | COM | 515098101 | 280 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Lorillard Inc. | COM | 544147101 | 3,445 | 76,940 | SH | SOLE | 76,940 | 0 | 0 | ||
| LyondellBasell Industries N.V. | COM | N53745100 | 10,106 | 138,000 | SH | SOLE | 138,000 | 0 | 0 | ||
| M.D.C. Holdings Inc. | COM | 552676108 | 680 | 22,660 | SH | SOLE | 22,660 | 0 | 0 | ||
| MFA Financial Inc. | COM | 55272X102 | 180 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
| MSC Industrial Direct Co. | COM | 553530106 | 1,220 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| MTS Systems Corp. | COM | 553777103 | 1,216 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
| Macy's Inc. | COM | 55616P104 | 234 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
| Marathon Petroleum Corp | COM | 56585A102 | 8,709 | 135,400 | SH | SOLE | 135,400 | 0 | 0 | ||
| Mastercard Inc. | COM | 57636Q104 | 4,669 | 6,940 | SH | SOLE | 6,940 | 0 | 0 | ||
| Maximus Inc. | COM | 577933104 | 3,090 | 68,610 | SH | SOLE | 68,610 | 0 | 0 | ||
| McCormick & Co. Inc. | COM | 579780206 | 1,527 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
| McGraw-Hill Financial Inc. | COM | 580645109 | 236 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
| McKesson Corp. | COM | 58155Q103 | 5,237 | 40,815 | SH | SOLE | 40,815 | 0 | 0 | ||
| Medicines Co. | COM | 584688105 | 2,916 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
| Medtronic Inc. | COM | 585055106 | 1,438 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
| Mentor Graphics Corp. | COM | 587200106 | 2,473 | 105,800 | SH | SOLE | 105,800 | 0 | 0 | ||
| Methanex Corp. | COM | 59151K108 | 2,030 | 39,600 | SH | SOLE | 39,600 | 0 | 0 | ||
| Microsoft Corp. | COM | 594918104 | 982 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
| Monsanto Co. | COM | 61166W101 | 6,784 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
| Moody's Corp. | COM | 615369105 | 401 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
| NIKE Inc. | COM | 654106103 | 8,733 | 120,228 | SH | SOLE | 120,228 | 0 | 0 | ||
| National Oilwell Varco Inc. | COM | 637071101 | 7,436 | 95,200 | SH | SOLE | 95,200 | 0 | 0 | ||
| Newmont Mining Corp. | COM | 651639106 | 281 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Nextera Energy | COM | 65339F101 | 946 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
| Noble Corp. | COM | H5833N103 | 13,261 | 351,100 | SH | SOLE | 351,100 | 0 | 0 | ||
| Noble Energy Inc. | COM | 655044105 | 20,559 | 306,800 | SH | SOLE | 306,800 | 0 | 0 | ||
| Nordstrom Inc. | COM | 655664100 | 1,699 | 30,230 | SH | SOLE | 30,230 | 0 | 0 | ||
| Norfolk Southern Corp. | COM | 655844108 | 3,125 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
| Northern Trust Corp. | COM | 665859104 | 1,532 | 28,180 | SH | SOLE | 28,180 | 0 | 0 | ||
| NuCor Corp. | COM | 670346105 | 6,922 | 141,200 | SH | SOLE | 141,200 | 0 | 0 | ||
| ONEOK Inc. | COM | 682680103 | 933 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
| Oceaneering International Inc. | COM | 675232102 | 48,164 | 592,865 | SH | SOLE | 592,865 | 0 | 0 | ||
| Oil States International Inc. | COM | 678026105 | 14,847 | 143,500 | SH | SOLE | 143,500 | 0 | 0 | ||
| Omega Healthcare Investors Inc | COM | 681936100 | 233 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
| Oracle Corp. | COM | 68389X105 | 2,816 | 84,900 | SH | SOLE | 84,900 | 0 | 0 | ||
| PETsMART Inc. | COM | 716768106 | 2,547 | 33,400 | SH | SOLE | 33,400 | 0 | 0 | ||
| PG&E Corp. | COM | 69331C108 | 1,408 | 34,400 | SH | SOLE | 34,400 | 0 | 0 | ||
| PVH Corp. | COM | 693656100 | 1,780 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Pall Corp. | COM | 696429307 | 385 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Panera Bread Co. | COM | 69840W108 | 4,037 | 25,464 | SH | SOLE | 25,464 | 0 | 0 | ||
| Parker Hannifin Corp. | COM | 701094104 | 304 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
| Peabody Energy Corp. | COM | 704549104 | 1,715 | 99,400 | SH | SOLE | 99,400 | 0 | 0 | ||
| PepsiCo Inc. | COM | 713448108 | 1,097 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
| Perficient Inc. | COM | 71375U101 | 1,304 | 71,000 | SH | SOLE | 71,000 | 0 | 0 | ||
| PerkinElmer Inc. | COM | 714046109 | 981 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
| Perrigo Co. | COM | 714290103 | 4,861 | 39,400 | SH | SOLE | 39,400 | 0 | 0 | ||
| Pfizer Inc. | COM | 717081103 | 4,337 | 151,000 | SH | SOLE | 151,000 | 0 | 0 | ||
| Philip Morris International In | COM | 718172109 | 7,068 | 81,630 | SH | SOLE | 81,630 | 0 | 0 | ||
| Phillips 66 | COM | 718546104 | 14,996 | 259,350 | SH | SOLE | 259,350 | 0 | 0 | ||
| Piedmont Natural Gas Co. | COM | 720186105 | 2,874 | 87,400 | SH | SOLE | 87,400 | 0 | 0 | ||
| Pinnacle West Capital Corp. | COM | 723484101 | 1,352 | 24,700 | SH | SOLE | 24,700 | 0 | 0 | ||
| Pioneer Natural Resources Co. | COM | 723787107 | 10,422 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
| Plantronics Inc. | COM | 727493108 | 764 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
| Polaris Industries Inc. | COM | 731068102 | 362 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
| Polo Ralph Lauren Corp. | COM | 731572103 | 1,417 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
| Praxair Inc. | COM | 74005P104 | 1,834 | 15,260 | SH | SOLE | 15,260 | 0 | 0 | ||
| Precision Castparts Corp. | COM | 740189105 | 1,136 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Procter & Gamble Co. | COM | 742718109 | 1,565 | 20,700 | SH | SOLE | 20,700 | 0 | 0 | ||
| Protein Design Labs Inc | COM | 69329Y104 | 4,011 | 503,300 | SH | SOLE | 503,300 | 0 | 0 | ||
| Pulte Homes Inc. | COM | 745867101 | 658 | 39,890 | SH | SOLE | 39,890 | 0 | 0 | ||
| Quality Systems Inc. | COM | 747582104 | 202 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
| Quanta Services Inc. | COM | 74762E102 | 275 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Questcor Pharmaceuticals Inc. | COM | 74835Y101 | 5,243 | 90,390 | SH | SOLE | 90,390 | 0 | 0 | ||
| RPC Inc. | COM | 749660106 | 5,414 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| Rayonier Inc. REIT | COM | 754907103 | 551 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
| Raytheon Co. | COM | 755111507 | 617 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
| Realty Income Corp. | COM | 756109104 | 286 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
| Regal-Beloit Corp. | COM | 758750103 | 679 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Reliance Steel & Aluminum Co. | COM | 759509102 | 1,832 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| RenaissanceRe Holdings Ltd. | COM | G7496G103 | 281 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
| ResMed Inc. | COM | 761152107 | 396 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| Reynolds American Inc. | COM | 761713106 | 5,172 | 106,020 | SH | SOLE | 106,020 | 0 | 0 | ||
| Rosetta Resources Inc. | COM | 777779307 | 26,859 | 493,100 | SH | SOLE | 493,100 | 0 | 0 | ||
| Ross Stores Inc. | COM | 778296103 | 2,359 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
| Ryder System Inc. | COM | 783549108 | 418 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| Ryland Group Inc. | COM | 783764103 | 1,343 | 33,130 | SH | SOLE | 33,130 | 0 | 0 | ||
| SCANA Corp. | COM | 80589M102 | 4,044 | 87,830 | SH | SOLE | 87,830 | 0 | 0 | ||
| ScanSource Inc. | COM | 806037107 | 2,431 | 70,277 | SH | SOLE | 70,277 | 0 | 0 | ||
| Scripps Networks Interactive I | COM | 811065101 | 320 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
| Semtech Corp. | COM | 816850101 | 2,552 | 85,100 | SH | SOLE | 85,100 | 0 | 0 | ||
| Sigma-Aldrich Corp. | COM | 826552101 | 426 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Silgan Holdings Inc. | COM | 827048109 | 1,645 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| Sirona Dental Systems Inc. | COM | 82966C103 | 2,409 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
| Skyworks Solutions Inc. | COM | 83088M102 | 1,540 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
| South Jersey Industries Inc. | COM | 838518108 | 1,119 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
| Southern Co. | COM | 842587107 | 3,989 | 96,860 | SH | SOLE | 96,860 | 0 | 0 | ||
| Southwestern Energy Co. | COM | 845467109 | 30,483 | 837,900 | SH | SOLE | 837,900 | 0 | 0 | ||
| State Street Corp. | COM | 857477103 | 2,504 | 38,080 | SH | SOLE | 38,080 | 0 | 0 | ||
| Steel Dynamics Inc. | COM | 858119100 | 7,074 | 423,090 | SH | SOLE | 423,090 | 0 | 0 | ||
| T. Rowe Price Group Inc. | COM | 74144T108 | 216 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| Target Corp. | COM | 87612E106 | 282 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
| Team Health Holdings, Inc. | COM | 87817A107 | 2,238 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
| Tesoro Corp. | COM | 881609101 | 14,560 | 331,050 | SH | SOLE | 331,050 | 0 | 0 | ||
| Tetra Technologies Inc. | COM | 88162F105 | 3,406 | 271,800 | SH | SOLE | 271,800 | 0 | 0 | ||
| The Travelers Companies Inc | COM | 89417E109 | 305 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
| Tiffany & Co. | COM | 886547108 | 1,906 | 24,870 | SH | SOLE | 24,870 | 0 | 0 | ||
| Time Warner Cable | COM | 88732J207 | 3,695 | 33,111 | SH | SOLE | 33,111 | 0 | 0 | ||
| Toll Brothers Inc. | COM | 889478103 | 892 | 27,510 | SH | SOLE | 27,510 | 0 | 0 | ||
| Total System Services Inc. | COM | 891906109 | 1,068 | 36,300 | SH | SOLE | 36,300 | 0 | 0 | ||
| Tractor Supply Co. | COM | 892356106 | 12,685 | 188,848 | SH | SOLE | 188,848 | 0 | 0 | ||
| Trimble Navigation Ltd. | COM | 896239100 | 1,530 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
| Tupperware Brands Corp. | COM | 899896104 | 2,384 | 27,600 | SH | SOLE | 27,600 | 0 | 0 | ||
| Tyco International Ltd. | COM | H89128104 | 1,224 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| Tyson Foods Inc. | COM | 902494103 | 1,281 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
| U.S. Bancorp | COM | 902973304 | 1,631 | 44,600 | SH | SOLE | 44,600 | 0 | 0 | ||
| UIL Holdings Corp. | COM | 902748102 | 4,253 | 114,400 | SH | SOLE | 114,400 | 0 | 0 | ||
| URS Corp. | COM | 903236107 | 2,075 | 38,600 | SH | SOLE | 38,600 | 0 | 0 | ||
| Ultratech Inc. | COM | 904034105 | 454 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Union Pacific Corp. | COM | 907818108 | 10,959 | 70,550 | SH | SOLE | 70,550 | 0 | 0 | ||
| United Natural Foods Inc. | COM | 911163103 | 350 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
| United Technologies Corp. | COM | 913017109 | 5,583 | 51,780 | SH | SOLE | 51,780 | 0 | 0 | ||
| VF Corp. | COM | 918204108 | 1,875 | 9,420 | SH | SOLE | 9,420 | 0 | 0 | ||
| Valassis Communications Inc. | COM | 918866104 | 453 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
| Valero Energy Corp. | COM | 91913Y100 | 18,752 | 549,100 | SH | SOLE | 549,100 | 0 | 0 | ||
| Valspar Corp. | COM | 920355104 | 634 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Ventas Inc. | COM | 92276F100 | 818 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
| Viacom Inc. | COM | 92553P201 | 4,243 | 50,769 | SH | SOLE | 50,769 | 0 | 0 | ||
| Visa Inc. | COM | 92826C839 | 7,939 | 41,545 | SH | SOLE | 41,545 | 0 | 0 | ||
| W.R. Berkley Corp. | COM | 084423102 | 1,080 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
| W.W. Grainger Inc. | COM | 384802104 | 4,829 | 18,450 | SH | SOLE | 18,450 | 0 | 0 | ||
| Waddell & Reed Financial Inc. | COM | 930059100 | 4,075 | 79,160 | SH | SOLE | 79,160 | 0 | 0 | ||
| Wal-Mart Stores Inc. | COM | 931142103 | 2,947 | 39,840 | SH | SOLE | 39,840 | 0 | 0 | ||
| Walt Disney Co. | COM | 254687106 | 11,544 | 179,010 | SH | SOLE | 179,010 | 0 | 0 | ||
| Wells Fargo & Co. | COM | 949746101 | 5,600 | 135,519 | SH | SOLE | 135,519 | 0 | 0 | ||
| Wesco International Inc. | COM | 95082P105 | 383 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Westar Energy Inc. | COM | 95709T100 | 6,358 | 207,430 | SH | SOLE | 207,430 | 0 | 0 | ||
| Western Digital Corp. | COM | 958102105 | 1,338 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
| Westlake Chemical Corp. | COM | 960413102 | 1,047 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Whiting Petroleum Corp. | COM | 966387102 | 19,493 | 325,700 | SH | SOLE | 325,700 | 0 | 0 | ||
| Wisconsin Energy Corp. | COM | 976657106 | 2,233 | 55,300 | SH | SOLE | 55,300 | 0 | 0 | ||
| Wolverine World Wide Inc. | COM | 978097103 | 2,906 | 49,908 | SH | SOLE | 49,908 | 0 | 0 | ||
| World Acceptance Corp. | COM | 981419104 | 1,200 | 13,340 | SH | SOLE | 13,340 | 0 | 0 | ||
| Xcel Energy Inc. | COM | 98389B100 | 5,637 | 204,160 | SH | SOLE | 204,160 | 0 | 0 | ||
| eBay Inc. | COM | 278642103 | 5,663 | 101,500 | SH | SOLE | 101,500 | 0 | 0 | ||
| lululemon athletica inc. | COM | 550021109 | 3,408 | 46,598 | SH | SOLE | 46,598 | 0 | 0 | ||
| priceline.com Inc. | COM | 741503403 | 1,415 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
| WFC 7 1/2 12/31/49 Pfd | PFD | 949746804 | 341 | 300 | SH | SOLE | 300 | 0 | 0 | ||
| IShares IBOXX Investment Grade | ETF | 464287242 | 397 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
| SPDR Barclays Capital High Yie | ETF | 78464A417 | 375 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
| AMERICAN STRATEGIC INCOME II | ETF | 030099105 | 4,055 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| AMERICN STRATEGIC INC III | ETF | 03009T101 | 3,903 | 563,997 | SH | SOLE | 563,997 | 0 | 0 | ||
| BlackRock Enhanced Government | ETF | 09255K108 | 4,203 | 296,016 | SH | SOLE | 296,016 | 0 | 0 | ||
| FEDERATED ENHANCED TREASURY | ETF | 314162108 | 1,221 | 94,912 | SH | SOLE | 94,912 | 0 | 0 | ||
| JOHN HAN PREMIUM DIVIDEND FD | ETF | 41013T105 | 239 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| NUVEEN MORTGAGE OPPORTUNITY | ETF | 670735109 | 433 | 18,229 | SH | SOLE | 18,229 | 0 | 0 | ||