First Quadrant as of Sept. 30, 2012
Portfolio Holdings for First Quadrant
First Quadrant holds 0 positions in its portfolio as reported in the September 2012 quarterly 13F filing
{C} {C} FORM 13F INFORMATION TABLE As Of September 30, 2012 TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE -------------------------------------------------------------------------------------------------------------------------------- AEP INDUSTRIES INC COMMON 001031103 322 5300 SH DEFINED 1 5300 - 0 AFLAC INC COMMON 001055102 19126 399438 SH DEFINED 1 60038 - 339400 AGCO CORP COMMON 001084102 1956 41188 SH DEFINED 1 41188 - 0 AG MORTGAGE INVESTMENT TRUST REIT 001228105 444 18400 SH DEFINED 1 18400 - 0 AMN HEALTHCARE SERVICES INC COMMON 001744101 193 19200 SH DEFINED 1 19200 - 0 AVX CORP NEW COM COMMON 002444107 814 84900 SH DEFINED 1 0 - 84900 AARONS INC COMMON 002535300 2203 79200 SH DEFINED 1 0 - 79200 ABBOTT LABORATORIES COMMON 002824100 2235 32600 SH DEFINED 1 9600 - 23000 ACXIOM CORP COMMON 005125109 497 27200 SH DEFINED 1 27200 - 0 ADVANCED MICRO DEVICES COMMON 007903107 70 20900 SH DEFINED 1 20900 - 0 ALASKA AIR GROUP INC COMMON 011659109 6308 179904 SH DEFINED 1 179904 - 0 ALBEMARLE CORP COMMON 012653101 1596 30300 SH DEFINED 1 3000 - 27300 ALEXANDERS INC REIT 014752109 886 2073 SH DEFINED 1 2073 - 0 ALICO INC COMMON 016230104 125 4000 SH DEFINED 1 4000 - 0 ALIMERA SCIENCES INC COMMON 016259103 13 5000 SH DEFINED 1 5000 - 0 ALLERGAN INC COMMON 018490102 18160 198300 SH DEFINED 1 7500 - 190800 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 3791 26700 SH DEFINED 1 9500 - 17200 ALLIANT ENERGY CORP COMMON 018802108 508 11700 SH DEFINED 1 11700 - 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 601 12000 SH DEFINED 1 12000 - 0 ALLSTATE CORP COMMON 020002101 13161 332260 SH DEFINED 1 50360 - 281900 ALON USA ENERGY INC COMMON 020520102 7 500 SH DEFINED 1 500 - 0 AMAZON.COM INC COMMON 023135106 1186 4662 SH DEFINED 1 4662 - 0 AMERCO COMMON 023586100 3679 34590 SH DEFINED 1 34590 - 0 AMERICAN ELECTRIC POWER COMMON 025537101 20006 455300 SH DEFINED 1 44100 - 411200 AMERICAN EXPRESS CO COMMON 025816109 28361 498787 SH DEFINED 1 121787 - 377000 AMERICAN FINANCIAL GROUP INC COMMON 025932104 3816 100700 SH DEFINED 1 22300 - 78400 AMERICAN INTERNATIONAL GROUP COMMON 026874784 5903 180004 SH DEFINED 1 46404 - 133600 AMERICAN SOFTWARE INC-CL A COMMON 029683109 65 8000 SH DEFINED 1 8000 - 0 AMERICAN STATES WATER CO COMMON 029899101 209 4700 SH DEFINED 1 4700 - 0 AMERICAN WATER WORKS CO INC COMMON 030420103 5580 150579 SH DEFINED 1 31879 - 118700 AMETEK INC COMMON 031100100 6840 192950 SH DEFINED 1 0 - 192950 AMGEN INC COMMON 031162100 24862 294962 SH DEFINED 1 80862 - 214100 AMPHENOL CORP COMMON 032095101 3 48 SH DEFINED 1 48 - 0 ANALOGIC CORP COMMON 032657207 1540 19739 SH DEFINED 1 19739 - 0 ANDERSONS INC/THE COMMON 034164103 181 4800 SH DEFINED 1 4800 - 0 ANIKA THERAPEUTICS INC COMMON 035255108 245 16300 SH DEFINED 1 16300 - 0 ANIXTER INTERNATIONAL INC COMMON 035290105 2745 47772 SH DEFINED 1 47772 - 0 ANN INC COMMON 035623107 82 2183 SH DEFINED 1 2183 - 0 ANNALY CAPITAL MANAGEMENT IN COMMON 035710409 2156 128022 SH DEFINED 1 22 - 128000 APACHE CORP COMMON 037411105 4255 49207 SH DEFINED 1 49207 - 0 APOLLO GROUP INC-CL A COMMON 037604105 241 8300 SH DEFINED 1 8300 - 0 APPLE INC COMMON 037833100 127193 190665 SH DEFINED 1 56065 - 134600 APPLIED MATERIALS INC COMMON 038222105 1983 177600 SH DEFINED 1 0 - 177600 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 7405 272452 SH DEFINED 1 13452 - 259000 ARKANSAS BEST CORP COMMON 040790107 31 3900 SH DEFINED 1 3900 - 0 ARROW ELECTRONICS INC COMMON 042735100 944 28000 SH DEFINED 1 28000 - 0 ARUBA NETWORKS INC COMMON 043176106 11 500 SH DEFINED 1 500 - 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 461 16500 SH DEFINED 1 16500 - 0 ASPEN TECHNOLOGY INC COMMON 045327103 189 7300 SH DEFINED 1 7300 - 0 ASSOCIATED BANCORPORATION COMMON 045487105 2117 160900 SH DEFINED 1 0 - 160900 ATLANTIC TELE-NETWORK INC COMMON 049079205 1014 23600 SH DEFINED 1 23600 - 0 ATRION CORPORATION COMMON 049904105 44 200 SH DEFINED 1 200 - 0 AUTOZONE INC COMMON 053332102 4251 11500 SH DEFINED 1 11500 - 0 AVIS BUDGET GROUP INC COMMON 053774105 25 1600 SH DEFINED 1 1600 - 0 AVNET INC COMMON 053807103 9412 323550 SH DEFINED 1 116850 - 206700 BP PLC-SPONS ADR ADR 055622104 205 4850 SH DEFINED 1 4850 - 0 BMC SOFTWARE INC COMMON 055921100 91 2200 SH DEFINED 1 2200 - 0 BAIDU INC COMMON 056752108 1648 14100 SH DEFINED 1 0 - 14100 BALL CORP COMMON 058498106 10553 249414 SH DEFINED 1 177114 - 72300 BANK OF AMERICA CORP COMMON 060505104 16032 1815604 SH DEFINED 1 445704 - 1369900 BANK OF KENTUCKY FINL CORP COMMON 062896105 22 800 SH DEFINED 1 800 - 0 BANK OF MONTREAL COMMON 063671101 6 100 SH DEFINED 1 100 - 0 BANK OF NEW YORK MELLON CORP COMMON 064058100 966 42688 SH DEFINED 1 42688 - 0 CR BARD INC COMMON 067383109 984 9400 SH DEFINED 1 9400 - 0 BASSETT FURNITURE INDS COMMON 070203104 42 3400 SH DEFINED 1 3400 - 0 BAXTER INTERNATIONAL INC COMMON 071813109 17334 287600 SH DEFINED 1 7700 - 279900 BBCN BANCORP INC COMMON 073295107 116 9200 SH DEFINED 1 9200 - 0 BED BATH & BEYOND INC COMMON 075896100 18938 300600 SH DEFINED 1 134800 - 165800 BELO CORPORATION-A COMMON 080555105 1742 222500 SH DEFINED 1 222500 - 0 WR BERKLEY CORP COMMON 084423102 3492 93150 SH DEFINED 1 93150 - 0 BERKSHIRE HATHAWAY INC-CL A COMMON 084670108 929 7 SH DEFINED 1 7 - 0 BERKSHIRE HATHAWAY INC-CL B COMMON 084670702 31715 359579 SH DEFINED 1 92379 - 267200 BEST BUY INC COMMON 086516101 6 333 SH DEFINED 1 333 - 0 BHP BILLITON LTD-SPON ADR ADR 088606108 48 700 SH DEFINED 1 700 - 0 BLUEGREEN CORP COMMON 096231105 50 7900 SH DEFINED 1 7900 - 0 BOEING CO COMMON 097023105 4719 67800 SH DEFINED 1 0 - 67800 BOOZ ALLEN HAMILTON HOLDINGS COMMON 099502106 54 3900 SH DEFINED 1 3900 - 0 BRINKER INTERNATIONAL INC COMMON 109641100 6117 173300 SH DEFINED 1 6300 - 167000 BRITISH AMERICAN TOB-SP ADR ADR 110448107 1037 10100 SH DEFINED 1 10100 - 0 BROADCOM CORP-CL A COMMON 111320107 512 14800 SH DEFINED 1 14800 - 0 BROCADE COMMUNICATIONS SYS COMMON 111621306 14991 2534326 SH DEFINED 1 559426 - 1974900 BROWN-FORMAN CORP-CLASS B COMMON 115637209 3667 56200 SH DEFINED 1 11550 - 44650 BUCKEYE TECHNOLOGIES INC COMMON 118255108 747 23297 SH DEFINED 1 23297 - 0 CBL & ASSOCIATES PROPERTIES REIT 124830100 2057 96400 SH DEFINED 1 29800 - 66600 CBS CORP-CLASS B NON VOTING COMMON 124857202 16076 442500 SH DEFINED 1 15900 - 426600 CECO ENVIRONMENTAL CORP COMMON 125141101 88 9000 SH DEFINED 1 9000 - 0 CF INDUSTRIES HOLDINGS INC COMMON 125269100 24517 110316 SH DEFINED 1 27816 - 82500 CIGNA CORP COMMON 125509109 3247 68839 SH DEFINED 1 68839 - 0 CMS ENERGY CORP COMMON 125896100 80 3400 SH DEFINED 1 3400 - 0 CSG SYSTEMS INTL INC COMMON 126349109 2001 89000 SH DEFINED 1 89000 - 0 CSX CORP COMMON 126408103 3471 167300 SH DEFINED 1 167300 - 0 CVB FINL CORP COM COMMON 126600105 3 240 SH DEFINED 1 240 - 0 CVS CAREMARK CORP COMMON 126650100 28331 585093 SH DEFINED 1 106593 - 478500 CABOT CORP COMMON 127055101 757 20700 SH DEFINED 1 20700 - 0 CACI INTERNATIONAL INC -CL A COMMON 127190304 968 18700 SH DEFINED 1 18700 - 0 CAL-MAINE FOODS INC COMMON 128030202 319 7100 SH DEFINED 1 7100 - 0 CAMBREX CORP COMMON 132011107 197 16800 SH DEFINED 1 16800 - 0 CAMDEN NATIONAL CORP COMMON 133034108 26 700 SH DEFINED 1 700 - 0 CAMDEN PROPERTY TRUST REIT 133131102 142 2200 SH DEFINED 1 2200 - 0 CAMPBELL SOUP CO COMMON 134429109 2650 76100 SH DEFINED 1 19700 - 56400 CAPELLA EDUCATION CO COMMON 139594105 98 2800 SH DEFINED 1 2800 - 0 CAPLEASE INC REIT 140288101 42 8200 SH DEFINED 1 8200 - 0 CASCADE BANCORP COMMON 147154207 2 300 SH DEFINED 1 300 - 0 CASEYS GENERAL STORES INC COMMON 147528103 205 3590 SH DEFINED 1 3590 - 0 CATERPILLAR INC COMMON 149123101 9 100 SH DEFINED 1 100 - 0 CATHAY GENERAL BANCORP COMMON 149150104 1360 78800 SH DEFINED 1 78800 - 0 CATO CORP-CLASS A COMMON 149205106 428 14400 SH DEFINED 1 14400 - 0 CBEYOND INC COMMON 149847105 250 25400 SH DEFINED 1 25400 - 0 CELANESE CORP-SERIES A COMMON 150870103 6884 181600 SH DEFINED 1 2800 - 178800 CELGENE CORP COMMON 151020104 6655 87100 SH DEFINED 1 26300 - 60800 CENTRAL GARDEN AND PET CO-A COMMON 153527205 548 45400 SH DEFINED 1 45400 - 0 CERNER CORP COMMON 156782104 1083 14000 SH DEFINED 1 14000 - 0 CHARLES RIVER LABORATORIES COMMON 159864107 3009 76000 SH DEFINED 1 4600 - 71400 CHEESECAKE FACTORY INC/THE COMMON 163072101 697 19500 SH DEFINED 1 19500 - 0 CHEVRON CORP COMMON 166764100 65618 562955 SH DEFINED 1 189655 - 373300 CHICAGO BRIDGE & IRON CO NV COMMON 167250109 8887 233300 SH DEFINED 1 19000 - 214300 CHICOS FAS INC COMMON 168615102 10866 599977 SH DEFINED 1 89477 - 510500 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 508 1600 SH DEFINED 1 1600 - 0 CHUBB CORP COMMON 171232101 13686 179423 SH DEFINED 1 145723 - 33700 CHURCH & DWIGHT INC COMMON 171340102 6208 114984 SH DEFINED 1 13200 - 101784 CHURCHILL DOWNS INC COMMON 171484108 3 52 SH DEFINED 1 52 - 0 CIMAREX ENERGY CO COMMON 171798101 310 5303 SH DEFINED 1 5303 - 0 CINTAS CORP COM COMMON 172908105 3923 94700 SH DEFINED 1 0 - 94700 CITIZENS & NORTHERN CORP COMMON 172922106 155 7900 SH DEFINED 1 7900 - 0 CITIGROUP INC COMMON 172967424 15101 461510 SH DEFINED 1 71710 - 389800 CITIZENS REPUBLIC BANCORP IN COMMON 174420307 937 48400 SH DEFINED 1 48400 - 0 CITRIX SYSTEMS INC COMMON 177376100 3849 50300 SH DEFINED 1 1800 - 48500 CLARCOR INC COMMON 179895107 9 200 SH DEFINED 1 200 - 0 CLOROX COMPANY COMMON 189054109 1275 17700 SH DEFINED 1 17700 - 0 COACH INC COMMON 189754104 721 12877 SH DEFINED 1 12877 - 0 COCA-COLA CO/THE COMMON 191216100 9217 243000 SH DEFINED 1 18200 - 224800 COEUR DALENE MINES CORP COMMON 192108504 121 4200 SH DEFINED 1 4200 - 0 COGNIZANT TECH SOLUTIONS-A COMMON 192446102 252 3600 SH DEFINED 1 3600 - 0 COHERENT INC COMMON 192479103 115 2500 SH DEFINED 1 2500 - 0 COLGATE-PALMOLIVE CO COMMON 194162103 708 6600 SH DEFINED 1 6600 - 0 COLUMBIA BANKING SYSTEM INC COMMON 197236102 169 9100 SH DEFINED 1 9100 - 0 COMMERCE BANCSHARES INC COMMON 200525103 101 2494 SH DEFINED 1 2494 - 0 COMPUTER TASK GROUP INC COMMON 205477102 36 2200 SH DEFINED 1 2200 - 0 CONAGRA FOODS INC COMMON 205887102 19 700 SH DEFINED 1 700 - 0 CON-WAY INC COMMON 205944101 2329 85100 SH DEFINED 1 0 - 85100 COOPER COS INC/THE COMMON 216648402 397 4200 SH DEFINED 1 4200 - 0 COOPER TIRE & RUBR CO COMMON 216831107 3 139 SH DEFINED 1 139 - 0 COPART INC COMMON 217204106 2052 74012 SH DEFINED 1 74012 - 0 CORE-MARK HOLDING CO INC COMMON 218681104 120 2500 SH DEFINED 1 2500 - 0 COVENTRY HEALTH CARE INC COMMON 222862104 946 22700 SH DEFINED 1 22700 - 0 CREDIT ACCEPTANCE CORP COMMON 225310101 216 2526 SH DEFINED 1 2526 - 0 CREXUS INVESTMENT CORP REIT 226553105 330 30500 SH DEFINED 1 30500 - 0 CROCS INC COMMON 227046109 37 2268 SH DEFINED 1 2268 - 0 CROWN CASTLE INTL CORP COMMON 228227104 6 101 SH DEFINED 1 101 - 0 CROWN HOLDINGS INC COMMON 228368106 1630 44362 SH DEFINED 1 44362 - 0 CUBIC CORP COMMON 229669106 80 1600 SH DEFINED 1 1600 - 0 CUMMINS INC COMMON 231021106 10053 109019 SH DEFINED 1 47219 - 61800 CYNOSURE INC-A COMMON 232577205 21 800 SH DEFINED 1 800 - 0 DTE ENERGY COMPANY COMMON 233331107 13444 224299 SH DEFINED 1 29599 - 194700 DXP ENTERPRISES INC COMMON 233377407 258 5400 SH DEFINED 1 5400 - 0 DANA HOLDING CORP COMMON 235825205 62 5025 SH DEFINED 1 5025 - 0 DANAHER CORP COMMON 235851102 6359 115300 SH DEFINED 1 3200 - 112100 DAWSON GEOPHYSICAL CO COMMON 239359102 71 2800 SH DEFINED 1 2800 - 0 DEAN FOODS CO COMMON 242370104 6 390 SH DEFINED 1 390 - 0 DELEK US HOLDINGS INC COMMON 246647101 501 19645 SH DEFINED 1 19645 - 0 DELTA AIR LINES INC COMMON 247361702 14227 1553199 SH DEFINED 1 174799 - 1378400 DELUXE CORP COMMON 248019101 984 32204 SH DEFINED 1 32204 - 0 DIAMONDROCK HOSPITALITY CO REIT 252784301 39 4000 SH DEFINED 1 4000 - 0 DIEBOLD INC COMMON 253651103 2170 64360 SH DEFINED 1 8260 - 56100 DILLARDS INC-CL A COMMON 254067101 22043 304799 SH DEFINED 1 95099 - 209700 DIODES INC COMMON 254543101 5 300 SH DEFINED 1 300 - 0 WALT DISNEY CO/THE COMMON 254687106 9703 185583 SH DEFINED 1 185583 - 0 DISCOVER FINANCIAL SERVICES COMMON 254709108 25768 648581 SH DEFINED 1 238181 - 410400 DOLLAR TREE INC COMMON 256746108 2188 45300 SH DEFINED 1 45300 - 0 DOMTAR CORP COMMON 257559203 1279 16339 SH DEFINED 1 16339 - 0 DONALDSON CO INC COMMON 257651109 2700 77800 SH DEFINED 1 5600 - 72200 RR DONNELLEY & SONS COMMON 257867101 3 252 SH DEFINED 1 252 - 0 DOVER CORP COMMON 260003108 518 8700 SH DEFINED 1 8700 - 0 DRIL-QUIP INC COMMON 262037104 58 800 SH DEFINED 1 800 - 0 DU PONT (E.I.) DE NEMOURS COMMON 263534109 292 5800 SH DEFINED 1 5800 - 0 DYCOM INDUSTRIES INC COMMON 267475101 9 600 SH DEFINED 1 600 - 0 EMC CORP/MA COMMON 268648102 22527 826100 SH DEFINED 1 191600 - 634500 EASTMAN CHEMICAL CO COMMON 277432100 10547 185000 SH DEFINED 1 15200 - 169800 EATON CORP COMMON 278058102 1144 24200 SH DEFINED 1 24200 - 0 EBAY INC COMMON 278642103 1384 28619 SH DEFINED 1 28619 - 0 ECHOSTAR CORP-A COMMON 278768106 1418 49500 SH DEFINED 1 400 - 49100 EDISON INTERNATIONAL COMMON 281020107 617 13500 SH DEFINED 1 13500 - 0 EL PASO ELECTRIC CO COMMON 283677854 596 17385 SH DEFINED 1 17385 - 0 ELECTRONICS FOR IMAGING COMMON 286082102 658 39600 SH DEFINED 1 39600 - 0 ENCORE WIRE CORP COMMON 292562105 345 11800 SH DEFINED 1 11800 - 0 ENTERPRISE FINANCIAL SERVICE COMMON 293712105 27 2000 SH DEFINED 1 2000 - 0 ENZON PHARMACEUTICALS INC COMMON 293904108 182 26200 SH DEFINED 1 26200 - 0 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 11 200 SH DEFINED 1 200 - 0 EZCORP INC-CL A COMMON 302301106 46 2000 SH DEFINED 1 2000 - 0 FLIR SYS INC COMMON 302445101 1884 94300 SH DEFINED 1 0 - 94300 FSI INTL INC COMMON 302633102 79 12700 SH DEFINED 1 12700 - 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1466 15208 SH DEFINED 1 15208 - 0 FAIR ISAAC CORP COMMON 303250104 198 4465 SH DEFINED 1 4465 - 0 FAIRPOINT COMMUNICATIONS INC COMMON 305560302 81 10700 SH DEFINED 1 10700 - 0 FAMILY DOLLAR STORES COMMON 307000109 13 200 SH DEFINED 1 200 - 0 FEDERAL AGRIC MTG CORP-CL C COMMON 313148306 62 2400 SH DEFINED 1 2400 - 0 FEDERAL-MOGUL CORP COMMON 313549404 7 800 SH DEFINED 1 800 - 0 F5 NETWORKS INC COMMON 315616102 5452 52100 SH DEFINED 1 9700 - 42400 FIFTH THIRD BANCORP COMMON 316773100 8930 575921 SH DEFINED 1 83621 - 492300 FIRST FINANCIAL HOLDINGS INC COMMON 320239106 68 5200 SH DEFINED 1 5200 - 0 FIRST MERCHANTS CORP COMMON 320817109 92 6100 SH DEFINED 1 6100 - 0 FIRST MIDWEST BANCORP INC/IL COMMON 320867104 517 41200 SH DEFINED 1 41200 - 0 FIRST SOLAR INC COMMON 336433107 11678 527344 SH DEFINED 1 59144 - 468200 1ST SOURCE CORP COMMON 336901103 62 2800 SH DEFINED 1 2800 - 0 FISERV INC COMMON 337738108 5019 67800 SH DEFINED 1 0 - 67800 FOOT LOCKER INC COMMON 344849104 5993 168800 SH DEFINED 1 19900 - 148900 FORD MOTOR CO COMMON 345370860 1547 156900 SH DEFINED 1 156900 - 0 FOREST LABORATORIES INC COMMON 345838106 502 14103 SH DEFINED 1 14103 - 0 FORWARD AIR CORPORATION COMMON 349853101 457 15000 SH DEFINED 1 15000 - 0 FOSTER (LB) CO-A COMMON 350060109 110 3400 SH DEFINED 1 3400 - 0 FRANKLIN RESOURCES INC COMMON 354613101 2465 19712 SH DEFINED 1 19712 - 0 FREIGHTCAR AMERICA INC COMMON 357023100 157 8800 SH DEFINED 1 8800 - 0 GAMCO INVESTORS INC-A COMMON 361438104 555 11158 SH DEFINED 1 11158 - 0 GANNETT CO COMMON 364730101 277 15600 SH DEFINED 1 15600 - 0 GAP INC/THE COMMON 364760108 21011 587209 SH DEFINED 1 155709 - 431500 GARDNER DENVER INC COMMON 365558105 133 2200 SH DEFINED 1 2200 - 0 GENERAL ELECTRIC CO COMMON 369604103 31772 1399010 SH DEFINED 1 505710 - 893300 GENERAL MILLS INC COMMON 370334104 56 1400 SH DEFINED 1 1400 - 0 GENESEE & WYOMING INC-CL A COMMON 371559105 389 5825 SH DEFINED 1 5825 - 0 GENIE ENERGY LTD-B COMMON 372284208 47 6500 SH DEFINED 1 6500 - 0 GILEAD SCIENCES INC COMMON 375558103 2647 39900 SH DEFINED 1 39900 - 0 GOODYEAR TIRE & RUBR COMMON 382550101 7 552 SH DEFINED 1 552 - 0 GRAPHIC PACKAGING HOLDING CO COMMON 388689101 1380 237600 SH DEFINED 1 237600 - 0 GREEN PLAINS RENEWABLE ENERG COMMON 393222104 5 800 SH DEFINED 1 800 - 0 GROUP 1 AUTOMOTIVE INC COMMON 398905109 78 1300 SH DEFINED 1 1300 - 0 HCC INS HLDGS INC COM COMMON 404132102 3 90 SH DEFINED 1 90 - 0 HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 228 4900 SH DEFINED 1 4900 - 0 HALLIBURTON CO COMMON 406216101 8294 246200 SH DEFINED 1 15600 - 230600 HANMI FINANCIAL CORPORATION COMMON 410495204 163 12700 SH DEFINED 1 12700 - 0 HARMAN INTERNATIONAL COMMON 413086109 14927 323364 SH DEFINED 1 71064 - 252300 HARRIS CORP COMMON 413875105 13525 264062 SH DEFINED 1 36862 - 227200 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 1 93 SH DEFINED 1 93 - 0 HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 18 1000 SH DEFINED 1 1000 - 0 HEALTHSOUTH CORP COMMON 421924309 1206 50135 SH DEFINED 1 50135 - 0 HELMERICH & PAYNE COMMON 423452101 2243 47100 SH DEFINED 1 47100 - 0 JACK HENRY & ASSOCIATES INC COMMON 426281101 26 700 SH DEFINED 1 700 - 0 HERSHEY CO/THE COMMON 427866108 2424 34200 SH DEFINED 1 5600 - 28600 HEWLETT-PACKARD CO COMMON 428236103 753 44100 SH DEFINED 1 44100 - 0 HILL-ROM HOLDINGS INC COMMON 431475102 357 12300 SH DEFINED 1 12300 - 0 HOLLYFRONTIER CORP COMMON 436106108 359 8708 SH DEFINED 1 8708 - 0 HOME BANCSHARES INC COMMON 436893200 293 8600 SH DEFINED 1 8600 - 0 HOME DEPOT INC COMMON 437076102 17749 294000 SH DEFINED 1 80200 - 213800 HORIZON BANCORP INDIANA COMMON 440407104 114 4000 SH DEFINED 1 4000 - 0 HOT TOPIC INC COMMON 441339108 124 14300 SH DEFINED 1 14300 - 0 HUBBELL INC CLASS B COMMON 443510201 2398 29700 SH DEFINED 1 0 - 29700 HUDSON VALLEY HOLDING CORP COMMON 444172100 73 4300 SH DEFINED 1 4300 - 0 HUMANA INC COMMON 444859102 16450 234487 SH DEFINED 1 65387 - 169100 HUNTINGTON BANCSHARES INC COMMON 446150104 30 4400 SH DEFINED 1 4400 - 0 HUNTINGTON INGALLS INDUSTRIE COMMON 446413106 679 16151 SH DEFINED 1 16151 - 0 HUNTSMAN CORP COMMON 447011107 11024 738400 SH DEFINED 1 102200 - 636200 IDT CORP-CLASS B COMMON 448947507 85 8300 SH DEFINED 1 8300 - 0 IMPERIAL HOLDINGS INC COMMON 452834104 8 2200 SH DEFINED 1 2200 - 0 IMPERIAL TOBACCO GROUP-ADR ADR 453142101 8 112 SH DEFINED 1 112 - 0 INGREDION INC COMMON 457187102 3908 70854 SH DEFINED 1 3454 - 67400 INTEL CORP COMMON 458140100 23271 1027200 SH DEFINED 1 221200 - 806000 INTL BUSINESS MACHINES CORP COMMON 459200101 53065 255794 SH DEFINED 1 92094 - 163700 INTERNATIONAL PAPER CO COMMON 460146103 8168 224900 SH DEFINED 1 78500 - 146400 INTERNATIONAL SPEEDWAY CORP COMMON 460335201 3 102 SH DEFINED 1 102 - 0 INTERPUBLIC GROUP OF COS INC COMMON 460690100 359 32300 SH DEFINED 1 32300 - 0 INTUIT INC COMMON 461202103 1501 25500 SH DEFINED 1 25500 - 0 ION GEOPHYSICAL CORP COMMON 462044108 3 440 SH DEFINED 1 440 - 0 IRWIN FINANCIAL CORP COMMON 464119106 0 5800 SH DEFINED 1 5800 - 0 ISRAMCO INC COMMON 465141406 5 41 SH DEFINED 1 41 - 0 ITRON INC COMMON 465741106 22 500 SH DEFINED 1 500 - 0 JABIL CIRCUIT INC COMMON 466313103 1385 74000 SH DEFINED 1 0 - 74000 JARDEN CORP COMMON 471109108 432 8183 SH DEFINED 1 8183 - 0 JETBLUE AIRWAYS CORP COMMON 477143101 62 13000 SH DEFINED 1 13000 - 0 JOHNSON & JOHNSON COMMON 478160104 15986 231981 SH DEFINED 1 53381 - 178600 JOURNAL COMMUNICATIONS INC-A COMMON 481130102 15 2800 SH DEFINED 1 2800 - 0 KLA INSTRS CORP COM COMMON 482480100 6483 135900 SH DEFINED 1 29700 - 106200 KEYCORP COMMON 493267108 5197 594600 SH DEFINED 1 94400 - 500200 KIMBERLY-CLARK CORP COMMON 494368103 6974 81300 SH DEFINED 1 0 - 81300 KOHLS CORP COMMON 500255104 517 10100 SH DEFINED 1 10100 - 0 KRISPY KREME DOUGHNUTS INC COMMON 501014104 868 109438 SH DEFINED 1 109438 - 0 KROGER CO COMMON 501044101 23892 1014954 SH DEFINED 1 425754 - 589200 LSI CORP COMMON 502161102 5219 755327 SH DEFINED 1 546127 - 209200 LAM RESEARCH CORP COMMON 512807108 165 5200 SH DEFINED 1 5200 - 0 LANDSTAR SYSTEM INC COMMON 515098101 3302 69832 SH DEFINED 1 31932 - 37900 LAS VEGAS SANDS CORP ADR 517834107 3337 71973 SH DEFINED 1 7373 - 64600 LEAR CORP COMMON 521865204 295 7800 SH DEFINED 1 7800 - 0 LEXMARK INTERNATIONAL INC-A COMMON 529771107 9 400 SH DEFINED 1 400 - 0 LIBBEY INC. COMMON 529898108 69 4400 SH DEFINED 1 4400 - 0 LIBERTY GLOBAL INC-A COMMON 530555101 1181 19435 SH DEFINED 1 19435 - 0 LIBERTY PROPERTY TRUST REIT 531172104 529 14600 SH DEFINED 1 14600 - 0 ELI LILLY & CO COMMON 532457108 251 5300 SH DEFINED 1 5300 - 0 LIN TV CORP-CL A COMMON 532774106 350 79500 SH DEFINED 1 79500 - 0 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 176 4500 SH DEFINED 1 4500 - 0 LITTELFUSE INC COMMON 537008104 967 17100 SH DEFINED 1 17100 - 0 LOCKHEED MARTIN CORP COMMON 539830109 9 101 SH DEFINED 1 101 - 0 LOEWS CORP COMMON 540424108 574 13900 SH DEFINED 1 13900 - 0 LORAL SPACE & COMMUNICATIONS COMMON 543881106 57 800 SH DEFINED 1 800 - 0 LORILLARD INC COMMON 544147101 47 400 SH DEFINED 1 400 - 0 LOWES COS INC COMMON 548661107 629 20800 SH DEFINED 1 20800 - 0 MSC INDUSTRIAL DIRECT CO-A COMMON 553530106 506 7500 SH DEFINED 1 7500 - 0 MACK-CALI REALTY CORP REIT 554489104 391 14700 SH DEFINED 1 14700 - 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 3224 62458 SH DEFINED 1 62458 - 0 MANHATTAN ASSOCIATES INC COMMON 562750109 599 10458 SH DEFINED 1 10458 - 0 MARATHON OIL CORP COMMON 565849106 5414 183100 SH DEFINED 1 24900 - 158200 MARKEL CORP COMMON 570535104 1146 2500 SH DEFINED 1 2500 - 0 MARRIOTT INTERNATIONAL INC. COMMON 571903202 47 1200 SH DEFINED 1 1200 - 0 MARTEN TRANSPORT LTD COMMON 573075108 32 1800 SH DEFINED 1 1800 - 0 MAXIMUS INC COMMON 577933104 161 2700 SH DEFINED 1 2700 - 0 MCCLATCHY CO-CLASS A COMMON 579489105 17 7800 SH DEFINED 1 7800 - 0 MCDONALDS CORP COMMON 580135101 2872 31300 SH DEFINED 1 13300 - 18000 MEADWESTVACO CORP COMMON 583334107 303 9900 SH DEFINED 1 9900 - 0 MEDASSETS INC COMMON 584045108 461 25900 SH DEFINED 1 25900 - 0 MEDICINES COMPANY COMMON 584688105 1032 40000 SH DEFINED 1 40000 - 0 MEDICIS PHARMACEUTICAL-CL A COMMON 584690309 316 7300 SH DEFINED 1 7300 - 0 MEDTRONIC INC COMMON 585055106 23160 537100 SH DEFINED 1 69100 - 468000 MENS WEARHOUSE INC/THE COMMON 587118100 38 1100 SH DEFINED 1 1100 - 0 MENTOR GRAPHICS CORP COMMON 587200106 3 188 SH DEFINED 1 188 - 0 MERCANTILE BANK CORP COMMON 587376104 46 2700 SH DEFINED 1 2700 - 0 METROPCS COMMUNICATIONS INC COMMON 591708102 2510 214300 SH DEFINED 1 53000 - 161300 MICROS SYSTEMS INC COMMON 594901100 285 5800 SH DEFINED 1 5800 - 0 MICROSOFT CORP COMMON 594918104 59366 1994819 SH DEFINED 1 485419 - 1509400 MIDWESTONE FINANCIAL GROUP I COMMON 598511103 86 4000 SH DEFINED 1 4000 - 0 MINERALS TECHNOLOGIES INC COMMON 603158106 908 12800 SH DEFINED 1 12800 - 0 MOLEX INC COMMON 608554101 7148 272000 SH DEFINED 1 53300 - 218700 MOODYS CORP COMMON 615369105 97 2200 SH DEFINED 1 2200 - 0 MOOG INC-CLASS A COMMON 615394202 738 19500 SH DEFINED 1 19500 - 0 MORGAN STANLEY COMMON 617446448 1403 83800 SH DEFINED 1 15700 - 68100 MOTOROLA SOLUTIONS INC COMMON 620076307 1493 29526 SH DEFINED 1 29526 - 0 MURPHY OIL CORP COMMON 626717102 7531 140256 SH DEFINED 1 4056 - 136200 MYLAN INC COMMON 628530107 2148 88142 SH DEFINED 1 88142 - 0 NASB FINANCIAL INC COMMON 628968109 20 800 SH DEFINED 1 800 - 0 NRG ENERGY INC COMMON 629377508 199 9300 SH DEFINED 1 9300 - 0 NYSE EURONEXT COMMON 629491101 177 7200 SH DEFINED 1 7200 - 0 NACCO INDUSTRIES-CL A COMMON 629579103 915 7300 SH DEFINED 1 7300 - 0 NASDAQ OMX GROUP/THE COMMON 631103108 7299 313428 SH DEFINED 1 71428 - 242000 NATIONAL FUEL GAS CO COMMON 636180101 5 100 SH DEFINED 1 100 - 0 NATIONAL OILWELL VARCO INC COMMON 637071101 8937 111555 SH DEFINED 1 34355 - 77200 NAVIGATORS GROUP INC COMMON 638904102 20 400 SH DEFINED 1 400 - 0 NEWFIELD EXPLORATION CO COMMON 651290108 379 12100 SH DEFINED 1 12100 - 0 NEWMARKET CORP COMMON 651587107 545 2212 SH DEFINED 1 2212 - 0 NEWMONT MINING CORP COMMON 651639106 5 88 SH DEFINED 1 88 - 0 NEWPORT CORP COMMON 651824104 106 9600 SH DEFINED 1 9600 - 0 NIKE INC -CL B COMMON 654106103 4015 42300 SH DEFINED 1 42300 - 0 NORDSTROM INC COMMON 655664100 105 1900 SH DEFINED 1 1900 - 0 NORFOLK SOUTHERN CORP COMMON 655844108 22499 353600 SH DEFINED 1 134100 - 219500 NORTEK INC COMMON 656559309 438 8000 SH DEFINED 1 8000 - 0 NORTHROP GRUMMAN CORP COMMON 666807102 20460 308000 SH DEFINED 1 73900 - 234100 NUCOR CORP COMMON 670346105 2326 60800 SH DEFINED 1 0 - 60800 OCCIDENTAL PETROLEUM CORP COMMON 674599105 28486 330992 SH DEFINED 1 80992 - 250000 OCEANEERING INTL INC COMMON 675232102 6235 112847 SH DEFINED 1 40547 - 72300 OCWEN FINANCIAL CORP COMMON 675746309 2262 82541 SH DEFINED 1 82541 - 0 OIL STATES INTERNATIONAL INC COMMON 678026105 2312 29100 SH DEFINED 1 10400 - 18700 OLD DOMINION FREIGHT LINE COMMON 679580100 752 24950 SH DEFINED 1 24950 - 0 OLD NATIONAL BANCORP COMMON 680033107 1074 78932 SH DEFINED 1 78932 - 0 OMNICARE INC COMMON 681904108 414 12200 SH DEFINED 1 12200 - 0 ONEOK INC COMMON 682680103 2092 43300 SH DEFINED 1 43300 - 0 OSHKOSH CORP COMMON 688239201 587 21400 SH DEFINED 1 21400 - 0 OWENS-ILLINOIS INC COMMON 690768403 578 30800 SH DEFINED 1 30800 - 0 PHH CORP COMMON 693320202 179 8800 SH DEFINED 1 8800 - 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3457 54790 SH DEFINED 1 54790 - 0 PPG INDS INC COMMON 693506107 3 25 SH DEFINED 1 25 - 0 PACKAGING CORP AMER COMMON 695156109 2610 71900 SH DEFINED 1 0 - 71900 PACWEST BANCORP COMMON 695263103 264 11300 SH DEFINED 1 11300 - 0 PALOMAR MEDICAL TECHNOLOGIES COMMON 697529303 50 5300 SH DEFINED 1 5300 - 0 PANTRY INC COMMON 698657103 682 46900 SH DEFINED 1 46900 - 0 PAPA JOHNS INTL INC COMMON 698813102 246 4600 SH DEFINED 1 4600 - 0 PARAMETRIC TECHNOLOGY CORP COMMON 699173209 44 2048 SH DEFINED 1 2048 - 0 PAREXEL INTL CORP COM COMMON 699462107 3 95 SH DEFINED 1 95 - 0 PARKER DRILLING CO COMMON 701081101 148 35000 SH DEFINED 1 35000 - 0 PARKER HANNIFIN CORP COMMON 701094104 21491 257133 SH DEFINED 1 52833 - 204300 PATTERSON COMPANIES INC COMMON 703395103 1496 43700 SH DEFINED 1 0 - 43700 PEABODY ENERGY CORP COMMON 704549104 70 3155 SH DEFINED 1 3155 - 0 PEOPLES BANCORP INC COMMON 709789101 50 2200 SH DEFINED 1 2200 - 0 PEPSICO INC COMMON 713448108 1684 23800 SH DEFINED 1 0 - 23800 PERRIGO CO COMMON 714290103 2962 25500 SH DEFINED 1 25500 - 0 PETSMART INC COMMON 716768106 5542 80342 SH DEFINED 1 2742 - 77600 PFIZER INC COMMON 717081103 34652 1394426 SH DEFINED 1 189826 - 1204600 PHILIP MORRIS INTERNATIONAL COMMON 718172109 20858 231910 SH DEFINED 1 164410 - 67500 PHILLIPS 66 COMMON 718546104 5063 109188 SH DEFINED 1 46388 - 62800 PHOTRONICS INC COMMON 719405102 1493 278000 SH DEFINED 1 278000 - 0 PINNACLE WEST CAPITAL COMMON 723484101 686 13000 SH DEFINED 1 13000 - 0 PITNEY BOWES INC COMMON 724479100 1527 110500 SH DEFINED 1 2800 - 107700 PLANTRONICS INC COMMON 727493108 2087 59087 SH DEFINED 1 59087 - 0 PLEXUS CORP COMMON 729132100 1096 36203 SH DEFINED 1 36203 - 0 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 152 5609 SH DEFINED 1 5609 - 0 POST HOLDINGS INC COMMON 737446104 500 16650 SH DEFINED 1 16650 - 0 POST PROPERTIES INC REIT 737464107 201 4200 SH DEFINED 1 4200 - 0 PRECISION CASTPARTS CORP COMMON 740189105 2009 12300 SH DEFINED 1 12300 - 0 PREFERRED BANK/LOS ANGELES COMMON 740367404 136 9600 SH DEFINED 1 9600 - 0 PREMIERE GLOBAL SERVICES INC COMMON 740585104 278 29700 SH DEFINED 1 29700 - 0 PRICELINE.COM INC COMMON 741503403 371 600 SH DEFINED 1 600 - 0 PROCTER & GAMBLE CO/THE COMMON 742718109 20755 299231 SH DEFINED 1 63031 - 236200 PRIVATEBANCORP INC COMMON 742962103 66 4100 SH DEFINED 1 4100 - 0 PROSPERITY BANCSHARES INC COMMON 743606105 13 300 SH DEFINED 1 300 - 0 PROTECTIVE LIFE CORP COMMON 743674103 2 73 SH DEFINED 1 73 - 0 PROVIDENCE SERVICE CORP COMMON 743815102 264 20300 SH DEFINED 1 20300 - 0 PROVIDENT FINANCIAL HLDGS COMMON 743868101 87 6100 SH DEFINED 1 6100 - 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 10795 198055 SH DEFINED 1 33055 - 165000 PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 13351 414900 SH DEFINED 1 29900 - 385000 PULTEGROUP INC COMMON 745867101 5604 361597 SH DEFINED 1 30097 - 331500 QLOGIC CORP COMMON 747277101 70 6100 SH DEFINED 1 6100 - 0 QUAD GRAPHICS INC COMMON 747301109 283 16700 SH DEFINED 1 16700 - 0 QUALCOMM INC COMMON 747525103 6392 102318 SH DEFINED 1 59318 - 43000 RAIT FINANCIAL TRUST REIT 749227609 1 200 SH DEFINED 1 200 - 0 RPC INC COMMON 749660106 4883 410650 SH DEFINED 1 45950 - 364700 RALCORP HOLDINGS INC COMMON 751028101 263 3600 SH DEFINED 1 3600 - 0 RALPH LAUREN CORP COMMON 751212101 2679 17716 SH DEFINED 1 17716 - 0 RAYONIER INC REIT 754907103 470 9600 SH DEFINED 1 9600 - 0 RAYTHEON COMPANY COMMON 755111507 3927 68700 SH DEFINED 1 100 - 68600 RED HAT INC COMMON 756577102 1265 22213 SH DEFINED 1 22213 - 0 REGAL ENTERTAINMENT GROUP-A COMMON 758766109 6219 442000 SH DEFINED 1 11200 - 430800 REINSURANCE GROUP OF AMERICA COMMON 759351604 1626 28101 SH DEFINED 1 28101 - 0 RELIANCE STEEL & ALUMINUM COMMON 759509102 289 5527 SH DEFINED 1 5527 - 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON 760276105 79 17100 SH DEFINED 1 17100 - 0 REPUBLIC BANCORP INC-CLASS A COMMON 760281204 1082 49300 SH DEFINED 1 49300 - 0 RESMED INC COMMON 761152107 219 5400 SH DEFINED 1 5400 - 0 REX AMERICAN RESOURCES CORP COMMON 761624105 5 300 SH DEFINED 1 300 - 0 RIVERBED TECHNOLOGY INC COMMON 768573107 258 11100 SH DEFINED 1 11100 - 0 ROCKWOOD HOLDINGS INC COMMON 774415103 331 7100 SH DEFINED 1 7100 - 0 ROSS STORES INC COMMON 778296103 5885 91100 SH DEFINED 1 30400 - 60700 ROYAL DUTCH SHELL PLC-ADR ADR 780259107 467 6553 SH DEFINED 1 6553 - 0 RYDER SYSTEM INC COMMON 783549108 727 18600 SH DEFINED 1 18600 - 0 SEI INVESTMENTS COMPANY COMMON 784117103 326 15200 SH DEFINED 1 15200 - 0 SAFEWAY INC COMMON 786514208 407 25286 SH DEFINED 1 25286 - 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 85 2000 SH DEFINED 1 2000 - 0 SANDERSON FARMS INC COMMON 800013104 3 66 SH DEFINED 1 66 - 0 SANTARUS INC COMMON 802817304 50 5600 SH DEFINED 1 5600 - 0 SAUER-DANFOSS INC COMMON 804137107 1213 30177 SH DEFINED 1 30177 - 0 SCANSOURCE INC COMMON 806037107 141 4400 SH DEFINED 1 4400 - 0 HENRY SCHEIN INC COMMON 806407102 436 5500 SH DEFINED 1 5500 - 0 SCHIFF NUTRITION INTERNATION COMMON 806693107 266 11000 SH DEFINED 1 11000 - 0 SCHLUMBERGER LTD COMMON 806857108 20529 283814 SH DEFINED 1 63314 - 220500 SCHOLASTIC CORP COMMON 807066105 1360 42800 SH DEFINED 1 42800 - 0 SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 1765 53480 SH DEFINED 1 53480 - 0 SEABOARD CORP COMMON 811543107 454 201 SH DEFINED 1 201 - 0 SEACOR HOLDINGS INC COMMON 811904101 2176 26100 SH DEFINED 1 26100 - 0 SEMPRA ENERGY COMMON 816851109 129 2000 SH DEFINED 1 2000 - 0 SILGAN HOLDINGS INC COMMON 827048109 592 13600 SH DEFINED 1 13600 - 0 SIMON PROPERTY GROUP INC REIT 828806109 8881 58500 SH DEFINED 1 3500 - 55000 SINCLAIR BROADCAST GROUP-A COMMON 829226109 757 67500 SH DEFINED 1 67500 - 0 SKYWEST INC COMMON 830879102 117 11300 SH DEFINED 1 11300 - 0 SMITHFIELD FOODS INC COMMON 832248108 935 47600 SH DEFINED 1 47600 - 0 JM SMUCKER CO/THE COMMON 832696405 371 4294 SH DEFINED 1 4294 - 0 SOUTHWEST AIRLINES CO COMMON 844741108 9020 1028600 SH DEFINED 1 330100 - 698500 SOUTHWEST GAS CORP COMMON 844895102 186 4200 SH DEFINED 1 4200 - 0 SPARTAN MOTORS INC COMMON 846819100 1 200 SH DEFINED 1 200 - 0 STAPLES INC COMMON 855030102 3835 332900 SH DEFINED 1 24900 - 308000 STARBUCKS CORP COMMON 855244109 2019 39819 SH DEFINED 1 39819 - 0 STATE BANK FINANCIAL CORP COMMON 856190103 102 6200 SH DEFINED 1 6200 - 0 STATE STREET CORP COMMON 857477103 498 11870 SH DEFINED 1 11870 - 0 STEELCASE INC COMMON 858155203 170 17221 SH DEFINED 1 17221 - 0 STEIN MART INC COMMON 858375108 59 6900 SH DEFINED 1 6900 - 0 STERIS CORP COMMON 859152100 4100 115586 SH DEFINED 1 115586 - 0 STERLING FINL CORP/SPOKANE COMMON 859319303 1223 54904 SH DEFINED 1 54904 - 0 STONE ENERGY CORP COMMON 861642106 111 4400 SH DEFINED 1 4400 - 0 STRYKER CORP COMMON 863667101 623 11200 SH DEFINED 1 11200 - 0 SUNTRUST BANKS INC COMMON 867914103 17940 634600 SH DEFINED 1 74800 - 559800 SUPERIOR ENERGY SERVICES INC COMMON 868157108 353 17200 SH DEFINED 1 17200 - 0 SURMODICS INC COMMON 868873100 44 2200 SH DEFINED 1 2200 - 0 SUSQUEHANNA BANCSHARES INC COMMON 869099101 252 24156 SH DEFINED 1 24156 - 0 SUSSER HOLDINGS CORP COMMON 869233106 418 11546 SH DEFINED 1 11546 - 0 SYMANTEC CORP COMMON 871503108 5384 299500 SH DEFINED 1 101700 - 197800 SYMMETRICOM INC COMMON 871543104 52 7500 SH DEFINED 1 7500 - 0 SYNOPSYS INC COMMON 871607107 1821 55200 SH DEFINED 1 55200 - 0 SYSTEMAX INC COMMON 871851101 46 3900 SH DEFINED 1 3900 - 0 TECO ENERGY INC COMMON 872375100 2696 152000 SH DEFINED 1 19800 - 132200 TJX COMPANIES INC COMMON 872540109 20961 467976 SH DEFINED 1 95276 - 372700 TNS INC COMMON 872960109 150 10000 SH DEFINED 1 10000 - 0 TAUBMAN CENTERS INC REIT 876664103 46 600 SH DEFINED 1 600 - 0 TECH DATA CORP COMMON 878237106 2925 64637 SH DEFINED 1 17537 - 47100 TELEPHONE AND DATA SYSTEMS COMMON 879433829 619 24182 SH DEFINED 1 24182 - 0 TELETECH HOLDINGS INC COMMON 879939106 172 10100 SH DEFINED 1 10100 - 0 TEREX CORP COMMON 880779103 59 2600 SH DEFINED 1 2600 - 0 TESORO CORP COMMON 881609101 19366 462197 SH DEFINED 1 113997 - 348200 TEVA PHARMACEUTICAL-SP ADR COMMON 881624209 4 94 SH DEFINED 1 94 - 0 TEXAS INSTRUMENTS INC COMMON 882508104 364 13200 SH DEFINED 1 13200 - 0 TEXTRON INC COMMON 883203101 68 2600 SH DEFINED 1 2600 - 0 THERMO FISHER SCIENTIFIC INC COMMON 883556102 13552 230359 SH DEFINED 1 154259 - 76100 TIME WARNER INC COMMON 887317303 1699 37466 SH DEFINED 1 37466 - 0 TIMKEN CO COMMON 887389104 9674 260354 SH DEFINED 1 33554 - 226800 TORCHMARK CORP COMMON 891027104 7890 153650 SH DEFINED 1 57350 - 96300 TORO CO COMMON 891092108 6606 166072 SH DEFINED 1 21772 - 144300 TOWERS WATSON & CO-CL A COMMON 891894107 11 200 SH DEFINED 1 200 - 0 TOTAL SYSTEM SERVICES INC COMMON 891906109 9060 382300 SH DEFINED 1 68400 - 313900 TRINITY INDUSTRIES INC COMMON 896522109 3195 106600 SH DEFINED 1 1000 - 105600 TRIPLE-S MANAGEMENT CORP-B COMMON 896749108 113 5400 SH DEFINED 1 5400 - 0 TYLER TECHNOLOGIES INC COMMON 902252105 2342 53200 SH DEFINED 1 53200 - 0 TYSON FOODS INC-CL A COMMON 902494103 387 24165 SH DEFINED 1 24165 - 0 US BANCORP COMMON 902973304 2700 78717 SH DEFINED 1 78717 - 0 UNS ENERGY CORP COMMON 903119105 155 3709 SH DEFINED 1 3709 - 0 UNIFIRST CORP/MA COMMON 904708104 1332 19947 SH DEFINED 1 19947 - 0 UNILEVER PLC-SPONSORED ADR ADR 904767704 39 1063 SH DEFINED 1 1063 - 0 UNION PACIFIC CORP COMMON 907818108 35302 297405 SH DEFINED 1 117105 - 180300 UNISYS CORP COMMON 909214306 1541 74000 SH DEFINED 1 74000 - 0 UNITED CONTINENTAL HOLDINGS COMMON 910047109 488 25029 SH DEFINED 1 25029 - 0 UNITED PARCEL SERVICE-CL B COMMON 911312106 21700 303200 SH DEFINED 1 30700 - 272500 UNITED RENTALS INC COMMON 911363109 52 1600 SH DEFINED 1 1600 - 0 US CELLULAR CORP COMMON 911684108 2398 61282 SH DEFINED 1 61282 - 0 UNITED STATES STEEL CORP COMMON 912909108 74 3900 SH DEFINED 1 3900 - 0 UNITED TECHNOLOGIES CORP COMMON 913017109 13474 172100 SH DEFINED 1 53500 - 118600 UNIVERSAL ELECTRONICS INC COMMON 913483103 67 3800 SH DEFINED 1 3800 - 0 UNIVERSAL HEALTH SERVICES-B COMMON 913903100 6816 149055 SH DEFINED 1 72455 - 76600 UTAH MEDICAL PRODUCTS INC COMMON 917488108 126 3700 SH DEFINED 1 3700 - 0 VF CORP COMMON 918204108 16 100 SH DEFINED 1 100 - 0 VALMONT INDUSTRIES COMMON 920253101 3261 24800 SH DEFINED 1 1600 - 23200 VILLAGE SUPER MARKET-CLASS A COMMON 927107409 66 1800 SH DEFINED 1 1800 - 0 VIROPHARMA INC COMMON 928241108 2464 81605 SH DEFINED 1 81605 - 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1098 111700 SH DEFINED 1 111700 - 0 VMWARE INC-CLASS A COMMON 928563402 3995 41300 SH DEFINED 1 2000 - 39300 VORNADO REALTY TST COMMON 929042109 713 8800 SH DEFINED 1 8800 - 0 WSFS FINANCIAL CORP COMMON 929328102 99 2400 SH DEFINED 1 2400 - 0 WAL-MART STORES INC COMMON 931142103 38254 518338 SH DEFINED 1 176938 - 341400 WALGREEN CO COMMON 931422109 24491 672100 SH DEFINED 1 170100 - 502000 WASHINGTON FEDERAL INC COMMON 938824109 1929 115800 SH DEFINED 1 0 - 115800 WATSON PHARMACEUTICALS INC COMMON 942683103 6081 71404 SH DEFINED 1 71404 - 0 WEBSTER FINANCIAL CORP COMMON 947890109 9 400 SH DEFINED 1 400 - 0 WELLS FARGO & CO COMMON 949746101 33251 962962 SH DEFINED 1 283462 - 679500 WERNER ENTERPRISES INC COMMON 950755108 98 4600 SH DEFINED 1 4600 - 0 WEST MARINE INC COMMON 954235107 48 4500 SH DEFINED 1 4500 - 0 WESTERN ALLIANCE BANCORP COMMON 957638109 711 69700 SH DEFINED 1 69700 - 0 WESTERN DIGITAL CORP COMMON 958102105 5996 154796 SH DEFINED 1 74996 - 79800 WESTERN REFINING INC COMMON 959319104 770 29409 SH DEFINED 1 29409 - 0 WESTERN UNION CO COMMON 959802109 11273 618700 SH DEFINED 1 87500 - 531200 WESTLAKE CHEMICAL CORP COMMON 960413102 13425 183743 SH DEFINED 1 18743 - 165000 WEYERHAEUSER CO COMMON 962166104 3911 149600 SH DEFINED 1 5400 - 144200 WHOLE FOODS MARKET INC COMMON 966837106 6088 62500 SH DEFINED 1 7300 - 55200 WILEY (JOHN) & SONS-CLASS A COMMON 968223206 1664 36200 SH DEFINED 1 36200 - 0 WILLIAMS COS INC COMMON 969457100 720 20600 SH DEFINED 1 20600 - 0 WILLIAMS-SONOMA INC COMMON 969904101 536 12200 SH DEFINED 1 12200 - 0 WISCONSIN ENERGY CORP COMMON 976657106 5537 147000 SH DEFINED 1 147000 - 0 WORLD ACCEPTANCE CORP COMMON 981419104 691 10239 SH DEFINED 1 10239 - 0 WORLD FUEL SERVICES CORP COMMON 981475106 71 2000 SH DEFINED 1 2000 - 0 WORTHINGTON INDUSTRIES COMMON 981811102 343 15830 SH DEFINED 1 15830 - 0 WYNN RESORTS LTD COMMON 983134107 3209 27800 SH DEFINED 1 1900 - 25900 YAHOO INC COMMON 984332106 2286 143100 SH DEFINED 1 0 - 143100 YOUNG INNOVATIONS INC COMMON 987520103 94 2400 SH DEFINED 1 2400 - 0 YUM! BRANDS INC COMMON 988498101 66 1000 SH DEFINED 1 1000 - 0 ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 3359 89579 SH DEFINED 1 89579 - 0 ZIONS BANCORPORATION COMMON 989701107 186 9000 SH DEFINED 1 9000 - 0 ZYGO CORP COMMON 989855101 173 9500 SH DEFINED 1 9500 - 0 DUN & BRADSTREET CORP COMMON 26483E100 720 9036 SH DEFINED 1 9036 - 0 SUN HEALTHCARE GROUP INC COMMON 86677E100 57 6700 SH DEFINED 1 6700 - 0 UNIVERSAL AMERICAN CORP COMMON 91338E101 50 5400 SH DEFINED 1 5400 - 0 VERISIGN INC COMMON 92343E102 1217 25000 SH DEFINED 1 25000 - 0 CNO FINANCIAL GROUP INC COMMON 12621E103 88 9130 SH DEFINED 1 9130 - 0 EXPRESS INC COMMON 30219E103 307 20700 SH DEFINED 1 20700 - 0 AMERISOURCEBERGEN CORP COMMON 03073E105 13788 356200 SH DEFINED 1 232100 - 124100 NEWS CORP-CL A COMMON 65248E104 11530 470549 SH DEFINED 1 124449 - 346100 SALLY BEAUTY HOLDINGS INC COMMON 79546E104 5447 217100 SH DEFINED 1 34300 - 182800 TARGET CORP COMMON 87612E106 5579 87900 SH DEFINED 1 23000 - 64900 EDWARDS LIFESCIENCES CORP COMMON 28176E108 2101 19564 SH DEFINED 1 19564 - 0 ARGAN INC COMMON 04010E109 40 2300 SH DEFINED 1 2300 - 0 NCR CORPORATION COMMON 62886E108 487 20899 SH DEFINED 1 20899 - 0 TRAVELERS COS INC/THE COMMON 89417E109 1358 19900 SH DEFINED 1 19900 - 0 AFC ENTERPRISES COMMON 00104Q107 325 13200 SH DEFINED 1 13200 - 0 AES CORP COMMON 00130H105 485 44200 SH DEFINED 1 44200 - 0 AMC NETWORKS INC-A COMMON 00164V103 625 14359 SH DEFINED 1 14359 - 0 AOL INC COMMON 00184X105 12471 353989 SH DEFINED 1 24789 - 329200 AT^T INC COMMON 00206R102 47208 1252205 SH DEFINED 1 108605 - 1143600 ACCELRYS INC COMMON 00430U103 46 5300 SH DEFINED 1 5300 - 0 ACTIVISION BLIZZARD INC COMMON 00507V109 6518 578100 SH DEFINED 1 132800 - 445300 ACTUATE CORP COMMON 00508B102 261 37100 SH DEFINED 1 37100 - 0 ACUITY BRANDS INC COMMON 00508Y102 496 7844 SH DEFINED 1 7844 - 0 ADOBE SYSTEMS INC COMMON 00724F101 45 1400 SH DEFINED 1 1400 - 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 1615 23600 SH DEFINED 1 23600 - 0 AECOM TECHNOLOGY CORP COMMON 00766T100 301 14252 SH DEFINED 1 14252 - 0 AETNA INC COMMON 00817Y108 16038 405000 SH DEFINED 1 67400 - 337600 AGILENT TECHNOLOGIES INC COMMON 00846U101 8482 220600 SH DEFINED 1 3900 - 216700 AGENUS INC COMMON 00847G705 30 6400 SH DEFINED 1 6400 - 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 207 5400 SH DEFINED 1 5400 - 0 ALTRIA GROUP INC COMMON 02209S103 371 11100 SH DEFINED 1 11100 - 0 AMERICAN CAPITAL AGENCY CORP REIT 02503X105 4823 139384 SH DEFINED 1 5184 - 134200 AMERICAN CAPITAL MORTGAGE IN REIT 02504A104 80 3200 SH DEFINED 1 3200 - 0 AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 11 400 SH DEFINED 1 400 - 0 AMERICAN TOWER CORP REIT 03027X100 19961 279600 SH DEFINED 1 41800 - 237800 AMERISTAR CASINOS INC COMMON 03070Q101 2232 125400 SH DEFINED 1 125400 - 0 AMERIPRISE FINANCIAL INC COMMON 03076C106 170 3000 SH DEFINED 1 3000 - 0 APARTMENT INV MGMT CO COMMON 03748R101 127 4900 SH DEFINED 1 4900 - 0 APOLLO COMMERCIAL REAL ESTAT REIT 03762U105 55 3200 SH DEFINED 1 3200 - 0 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 177 4272 SH DEFINED 1 4272 - 0 ASCENA RETAIL GROUP INC COMMON 04351G101 1349 62900 SH DEFINED 1 62900 - 0 ASSURANT INC COMMON 04621X108 1214 32545 SH DEFINED 1 32545 - 0 AUTONATION INC COMMON 05329W102 830 19000 SH DEFINED 1 19000 - 0 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 88 3600 SH DEFINED 1 3600 - 0 BCE INC COMMON 05534B760 6 137 SH DEFINED 1 137 - 0 BOK FINANCIAL CORPORATION COMMON 05561Q201 393 6651 SH DEFINED 1 6651 - 0 BALLY TECHNOLOGIES INC COMMON 05874B107 4608 93300 SH DEFINED 1 0 - 93300 BANNER CORPORATION COMMON 06652V208 2 56 SH DEFINED 1 56 - 0 BASIC ENERGY SERVICES INC COMMON 06985P100 91 8100 SH DEFINED 1 8100 - 0 BENCHMARK ELECTRONICS INC COMMON 08160H101 46 3000 SH DEFINED 1 3000 - 0 BIODELIVERY SCIENCES INTL COMMON 09060J106 111 17600 SH DEFINED 1 17600 - 0 BIOGEN IDEC INC COMMON 09062X103 10434 69930 SH DEFINED 1 59730 - 10200 BLYTH INC COMMON 09643P207 21 800 SH DEFINED 1 800 - 0 C & F FINANCIAL CORP COMMON 12466Q104 94 2400 SH DEFINED 1 2400 - 0 CLECO CORPORATION COMMON 12561W105 344 8200 SH DEFINED 1 8200 - 0 CME GROUP INC COMMON 12572Q105 458 8000 SH DEFINED 1 8000 - 0 CVR ENERGY INC COMMON 12662P108 581 15800 SH DEFINED 1 15800 - 0 CA INC COMMON 12673P105 6122 237600 SH DEFINED 1 7600 - 230000 CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 14 900 SH DEFINED 1 900 - 0 CALAMOS ASSET MANAGEMENT-A COMMON 12811R104 205 17600 SH DEFINED 1 17600 - 0 CAMERON INTERNATIONAL CORP COMMON 13342B105 505 9000 SH DEFINED 1 9000 - 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1089 19103 SH DEFINED 1 19103 - 0 CAPITALSOURCE INC COMMON 14055X102 11290 1489523 SH DEFINED 1 216423 - 1273100 CAPSTEAD MORTGAGE CORP REIT 14067E506 701 52000 SH DEFINED 1 52000 - 0 CARDINAL HEALTH INC COMMON 14149Y108 263 6751 SH DEFINED 1 6751 - 0 CAREFUSION CORP COMMON 14170T101 20459 720660 SH DEFINED 1 188960 - 531700 CASH AMERICA INTL INC COMMON 14754D100 15 400 SH DEFINED 1 400 - 0 CENTENE CORP COMMON 15135B101 85 2275 SH DEFINED 1 2275 - 0 CENTERPOINT ENERGY INC COMMON 15189T107 11408 535600 SH DEFINED 1 29500 - 506100 CENVEO INC COMMON 15670S105 17 7300 SH DEFINED 1 7300 - 0 CHEMED CORP COMMON 16359R103 1890 27283 SH DEFINED 1 27283 - 0 CHIMERA INVESTMENT CORP REIT 16934Q109 5686 2098100 SH DEFINED 1 172300 - 1925800 CISCO SYSTEMS INC COMMON 17275R102 34485 1805954 SH DEFINED 1 424454 - 1381500 COCA-COLA ENTERPRISES COMMON 19122T109 9441 301896 SH DEFINED 1 22096 - 279800 COINSTAR INC COMMON 19259P300 700 15560 SH DEFINED 1 15560 - 0 COLLECTIVE BRANDS INC COMMON 19421W100 39 1800 SH DEFINED 1 1800 - 0 COMCAST CORP-CLASS A COMMON 20030N101 29307 819866 SH DEFINED 1 195266 - 624600 CONOCOPHILLIPS COMMON 20825C104 13745 240377 SH DEFINED 1 67677 - 172700 CONSTELLATION BRANDS INC-A COMMON 21036P108 3272 101143 SH DEFINED 1 58043 - 43100 CORELOGIC INC COMMON 21871D103 6141 231485 SH DEFINED 1 8385 - 223100 COSTCO WHOLESALE CORP COMMON 22160K105 4506 44987 SH DEFINED 1 30087 - 14900 CRACKER BARREL OLD COMPANY COMMON 22410J106 3 43 SH DEFINED 1 43 - 0 DSW INC-CLASS A COMMON 23334L102 1020 15286 SH DEFINED 1 15286 - 0 DAVITA INC COMMON 23918K108 512 4946 SH DEFINED 1 4946 - 0 DELL INC COMMON 24702R101 5451 553100 SH DEFINED 1 47900 - 505200 DENNYS CORP COMMON 24869P104 66 13600 SH DEFINED 1 13600 - 0 DEVON ENERGY CORPORATION COMMON 25179M103 1924 31799 SH DEFINED 1 31799 - 0 DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2497 22150 SH DEFINED 1 22150 - 0 DIAMOND OFFSHORE DRILLING COMMON 25271C102 66 1000 SH DEFINED 1 1000 - 0 DIGIMARC CORP COMMON 25381B101 53 2400 SH DEFINED 1 2400 - 0 DISCOVERY COMMUNICATIONS-A COMMON 25470F104 15258 256000 SH DEFINED 1 70300 - 185700 DISH NETWORK CORP-A COMMON 25470M109 1892 61800 SH DEFINED 1 61800 - 0 DIRECTV COMMON 25490A309 24210 461658 SH DEFINED 1 106758 - 354900 DOLBY LABORATORIES INC-CL A COMMON 25659T107 9177 280200 SH DEFINED 1 43500 - 236700 DOMINION RESOURCES INC/VA COMMON 25746U109 37 700 SH DEFINED 1 700 - 0 DUKE ENERGY CORP COMMON 26441C204 559 8629 SH DEFINED 1 8629 - 0 DYNEX CAPITAL INC REIT 26817Q506 718 66800 SH DEFINED 1 66800 - 0 EPL OIL & GAS INC COMMON 26883D108 333 16400 SH DEFINED 1 16400 - 0 EAST WEST BANCORP INC COMMON 27579R104 357 16896 SH DEFINED 1 16896 - 0 ELIZABETH ARDEN INC COMMON 28660G106 436 9231 SH DEFINED 1 9231 - 0 EMCOR GROUP INC COMMON 29084Q100 214 7486 SH DEFINED 1 7486 - 0 ENERGEN CORP COMMON 29265N108 6404 122191 SH DEFINED 1 122191 - 0 ENERGIZER HOLDINGS INC COMMON 29266R108 7774 104201 SH DEFINED 1 44501 - 59700 ENERSYS COMMON 29275Y102 624 17684 SH DEFINED 1 17684 - 0 ENGILITY HOLDINGS INC COMMON 29285W104 33 1799 SH DEFINED 1 1799 - 0 ENPRO INDUSTRIES INC COMMON 29355X107 331 9200 SH DEFINED 1 9200 - 0 ENTEGRIS INC COMMON 29362U104 871 107100 SH DEFINED 1 107100 - 0 ENTERGY CORP COMMON 29364G103 222 3200 SH DEFINED 1 3200 - 0 EXELIS INC COMMON 30162A108 1547 149600 SH DEFINED 1 0 - 149600 EXPEDIA INC COMMON 30212P303 6264 108289 SH DEFINED 1 19889 - 88400 EXPONENT INC COMMON 30214U102 1256 22000 SH DEFINED 1 22000 - 0 EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 8198 130888 SH DEFINED 1 87588 - 43300 EXXON MOBIL CORP COMMON 30231G102 96086 1050692 SH DEFINED 1 279992 - 770700 FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 232 7000 SH DEFINED 1 7000 - 0 FEI COMPANY COMMON 30241L109 185 3454 SH DEFINED 1 3454 - 0 FEDEX CORP COMMON 31428X106 25793 304800 SH DEFINED 1 108100 - 196700 FELCOR LODGING TRUST INC REIT 31430F101 127 26700 SH DEFINED 1 26700 - 0 FIRST AMERICAN FINANCIAL COMMON 31847R102 249 11465 SH DEFINED 1 11465 - 0 FIRST CASH FINL SVCS INC COMMON 31942D107 170 3700 SH DEFINED 1 3700 - 0 FIRST CITIZENS BCSHS -CL A COMMON 31946M103 919 5644 SH DEFINED 1 5644 - 0 FIRST INTERSTATE BANCSYS/MT COMMON 32055Y201 67 4500 SH DEFINED 1 4500 - 0 FIRST REPUBLIC BANK/CA COMMON 33616C100 103 3000 SH DEFINED 1 3000 - 0 FIRSTHAND TECHNOLOGY VALUE CLOSED END33766Y100 2 88 SH DEFINED 1 88 - 0 FIVE STAR QUALITY CARE COMMON 33832D106 457 89500 SH DEFINED 1 89500 - 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 693 17500 SH DEFINED 1 17500 - 0 FUTUREFUEL CORP COMMON 36116M106 85 7000 SH DEFINED 1 7000 - 0 GSI GROUP INC COMMON 36191C205 676 75850 SH DEFINED 1 75850 - 0 GT ADVANCED TECHNOLOGIES INC COMMON 36191U106 4 700 SH DEFINED 1 700 - 0 GAMESTOP CORP-CLASS A COMMON 36467W109 90 4300 SH DEFINED 1 4300 - 0 GENERAL MOTORS CO COMMON 37045V100 25 1111 SH DEFINED 1 1111 - 0 GENWORTH FINANCIAL INC-CL A COMMON 37247D106 112 21500 SH DEFINED 1 21500 - 0 GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 606 13100 SH DEFINED 1 13100 - 0 GLOBAL PAYMENTS INC COMMON 37940X102 531 12700 SH DEFINED 1 12700 - 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 6913 60812 SH DEFINED 1 28012 - 32800 GOOGLE INC-CL A COMMON 38259P508 26223 34755 SH DEFINED 1 15755 - 19000 WR GRACE & CO COMMON 38388F108 65 1100 SH DEFINED 1 1100 - 0 HCA HOLDINGS INC COMMON 40412C101 9251 278230 SH DEFINED 1 16130 - 262100 HANGER INC COMMON 41043F208 77 2700 SH DEFINED 1 2700 - 0 HARBINGER GROUP INC COMMON 41146A106 71 8400 SH DEFINED 1 8400 - 0 HEARTLAND PAYMENT SYSTEMS IN COMMON 42235N108 285 8992 SH DEFINED 1 8992 - 0 HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 1181 64600 SH DEFINED 1 64600 - 0 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 390 28400 SH DEFINED 1 28400 - 0 HESS CORP COMMON 42809H107 1549 28834 SH DEFINED 1 28834 - 0 HHGREGG INC COMMON 42833L108 4 600 SH DEFINED 1 600 - 0 HOME FEDERAL BANCORP INC/MD COMMON 43710G105 40 3500 SH DEFINED 1 3500 - 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 6758 284200 SH DEFINED 1 48400 - 235800 HOST HOTELS & RESORTS INC REIT 44107P104 67 4200 SH DEFINED 1 4200 - 0 IAC/INTERACTIVECORP COMMON 44919P508 14768 283655 SH DEFINED 1 35255 - 248400 ITT EDL SVCS INC COM COMMON 45068B109 3 94 SH DEFINED 1 94 - 0 IMPAX LABORATORIES INC COMMON 45256B101 3534 136111 SH DEFINED 1 136111 - 0 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 707 11700 SH DEFINED 1 11700 - 0 INSIGHT ENTERPRISES INC COMMON 45765U103 1271 72800 SH DEFINED 1 72800 - 0 INNOSPEC INC COMMON 45768S105 455 13400 SH DEFINED 1 13400 - 0 INTEGRATED SILICON SOLUTION COMMON 45812P107 48 5200 SH DEFINED 1 5200 - 0 INTERACTIVE BROKERS GRP-CL A COMMON 45841N107 7 471 SH DEFINED 1 471 - 0 INTERCONTINENTAL HOTELS-ADR ADR 45857P301 42 1600 SH DEFINED 1 1600 - 0 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 93 700 SH DEFINED 1 700 - 0 INTUITIVE SURGICAL INC COMMON 46120E602 1442 2909 SH DEFINED 1 2909 - 0 INVESCO MORTGAGE CAPITAL REIT 46131B100 139 6900 SH DEFINED 1 6900 - 0 INVESTORS BANCORP INC COMMON 46146P102 79 4318 SH DEFINED 1 4318 - 0 JPMORGAN CHASE & CO COMMON 46625H100 29762 735240 SH DEFINED 1 234240 - 501000 J2 GLOBAL INC COMMON 48123V102 85 2600 SH DEFINED 1 2600 - 0 KBR INC COMMON 48242W106 155 5200 SH DEFINED 1 5200 - 0 KADANT INC COMMON 48282T104 248 10700 SH DEFINED 1 10700 - 0 KAPSTONE PAPER AND PACKAGING COMMON 48562P103 625 27900 SH DEFINED 1 27900 - 0 KIMCO REALTY COMMON 49446R109 146 7200 SH DEFINED 1 7200 - 0 KINDER MORGAN INC COMMON 49456B101 12 325 SH DEFINED 1 325 - 0 KINDER MORGAN INC-CW17 WARRANT 49456B119 82 23552 SH DEFINED 1 23552 - 0 KRONOS WORLDWIDE INC COMMON 50105F105 18 1200 SH DEFINED 1 1200 - 0 LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1700 18387 SH DEFINED 1 18387 - 0 LIBERTY INTERACTIVE CORP-A COMMON 53071M104 5359 289665 SH DEFINED 1 143165 - 146500 LIBERTY VENTURES COMMON 53071M112 1 42 SH DEFINED 1 42 - 0 LIBERTY VENTURES - SER A COMMON 53071M880 349 7025 SH DEFINED 1 7025 - 0 LIFE TECHNOLOGIES CORP COMMON 53217V109 1676 34319 SH DEFINED 1 1719 - 32600 LIFEPOINT HOSPITALS INC COMMON 53219L109 34 800 SH DEFINED 1 800 - 0 MFA FINANCIAL INC REIT 55272X102 184 21700 SH DEFINED 1 21700 - 0 MGE ENERGY INC COMMON 55277P104 3 59 SH DEFINED 1 59 - 0 MKS INSTRUMENTS INC COMMON 55306N104 482 18908 SH DEFINED 1 18908 - 0 MACYS INC COMMON 55616P104 5454 144973 SH DEFINED 1 12473 - 132500 MADISON SQUARE GARDEN CO-A COMMON 55826P100 12 300 SH DEFINED 1 300 - 0 MARATHON PETROLEUM CORP COMMON 56585A102 6453 118208 SH DEFINED 1 42908 - 75300 MASTERCARD INC-CLASS A COMMON 57636Q104 21829 48349 SH DEFINED 1 14349 - 34000 MCKESSON CORP COMMON 58155Q103 4769 55426 SH DEFINED 1 55426 - 0 MERCK & CO. INC. COMMON 58933Y105 38786 860101 SH DEFINED 1 139101 - 721000 METLIFE INC COMMON 59156R108 1638 47526 SH DEFINED 1 47526 - 0 MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 162 10400 SH DEFINED 1 10400 - 0 MONSANTO CO COMMON 61166W101 6981 76700 SH DEFINED 1 20400 - 56300 MOSAIC CO/THE COMMON 61945C103 9924 172251 SH DEFINED 1 25051 - 147200 MULTI-FINELINE ELECTRONIX IN COMMON 62541B101 403 17900 SH DEFINED 1 17900 - 0 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 226 13400 SH DEFINED 1 13400 - 0 NATURAL GAS SERVICES GROUP COMMON 63886Q109 79 5300 SH DEFINED 1 5300 - 0 NEUSTAR INC-CLASS A COMMON 64126X201 2940 73436 SH DEFINED 1 73436 - 0 NEUTRAL TANDEM INC COMMON 64128B108 501 53400 SH DEFINED 1 53400 - 0 NEWCASTLE INVESTMENT CORP REIT 65105M108 82 10900 SH DEFINED 1 10900 - 0 NEXSTAR BROADCASTING GROUP-A COMMON 65336K103 292 27536 SH DEFINED 1 27536 - 0 NEXTERA ENERGY INC COMMON 65339F101 3115 44300 SH DEFINED 1 800 - 43500 NU SKIN ENTERPRISES INC - A COMMON 67018T105 11951 307793 SH DEFINED 1 134593 - 173200 NUTRACEUTICAL INTL CORP COMMON 67060Y101 66 4200 SH DEFINED 1 4200 - 0 NVIDIA CORP COMMON 67066G104 192 14400 SH DEFINED 1 14400 - 0 NV ENERGY INC COMMON 67073Y106 127 7066 SH DEFINED 1 7066 - 0 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 168 13500 SH DEFINED 1 13500 - 0 OFFICEMAX INC COMMON 67622P101 8 1000 SH DEFINED 1 1000 - 0 OMNICELL INC COMMON 68213N109 228 16400 SH DEFINED 1 16400 - 0 1-800-FLOWERS.COM INC-CL A COMMON 68243Q106 73 19700 SH DEFINED 1 19700 - 0 ORACLE CORP COMMON 68389X105 42966 1365743 SH DEFINED 1 396243 - 969500 ORBITZ WORLDWIDE INC COMMON 68557K109 57 22300 SH DEFINED 1 22300 - 0 PC CONNECTION INC COMMON 69318J100 150 13000 SH DEFINED 1 13000 - 0 PDL BIOPHARMA INC COMMON 69329Y104 1233 160100 SH DEFINED 1 160100 - 0 P G & E CORP COMMON 69331C108 845 19800 SH DEFINED 1 19800 - 0 PPL CORPORATION COMMON 69351T106 6522 224500 SH DEFINED 1 900 - 223600 PACIFIC CAPITAL BANCORP COMMON 69404P200 106 2300 SH DEFINED 1 2300 - 0 PAR PHARMACEUTICAL COS INC COMMON 69888P106 621 12426 SH DEFINED 1 12426 - 0 PARKWAY PROPERTIES INC REIT 70159Q104 41 3100 SH DEFINED 1 3100 - 0 PENSKE AUTOMOTIVE GROUP INC COMMON 70959W103 271 9000 SH DEFINED 1 9000 - 0 PERNIX THERAPEUTICS HOLDINGS COMMON 71426V108 37 4900 SH DEFINED 1 4900 - 0 PHARMERICA CORP COMMON 71714F104 831 65700 SH DEFINED 1 65700 - 0 POLYONE CORPORATION COMMON 73179P106 7 400 SH DEFINED 1 400 - 0 PORTFOLIO RECOVERY ASSOCIATE COMMON 73640Q105 3 27 SH DEFINED 1 27 - 0 POWER-ONE INC COMMON 73930R102 2143 383700 SH DEFINED 1 383700 - 0 T ROWE PRICE GROUP INC COMMON 74144T108 44 700 SH DEFINED 1 700 - 0 PROASSURANCE CORP COMMON 74267C106 365 4038 SH DEFINED 1 4038 - 0 PRUDENTIAL PLC-ADR ADR 74435K204 479 18436 SH DEFINED 1 18436 - 0 PUBLIC STORAGE REIT 74460D109 10674 76700 SH DEFINED 1 5900 - 70800 QUEST DIAGNOSTICS INC COMMON 74834L100 2339 36875 SH DEFINED 1 36875 - 0 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 253 13660 SH DEFINED 1 13660 - 0 RTI BIOLOGICS INC COMMON 74975N105 349 83500 SH DEFINED 1 83500 - 0 RENT-A-CENTER INC COMMON 76009N100 84 2400 SH DEFINED 1 2400 - 0 RESOLUTE FOREST PRODUCTS COMMON 76117W109 636 48900 SH DEFINED 1 48900 - 0 RESOURCES CONNECTION INC COMMON 76122Q105 170 12900 SH DEFINED 1 12900 - 0 SAIC INC COMMON 78390X101 8 700 SH DEFINED 1 700 - 0 SCBT FINANCIAL CORP COMMON 78401V102 77 1900 SH DEFINED 1 1900 - 0 SL GREEN REALTY CORP REIT 78440X101 32 400 SH DEFINED 1 400 - 0 SLM CORP COMMON 78442P106 3466 220500 SH DEFINED 1 0 - 220500 SAIA INC COMMON 78709Y105 183 9100 SH DEFINED 1 9100 - 0 SANDISK CORP COMMON 80004C101 371 8535 SH DEFINED 1 8535 - 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 1655 298300 SH DEFINED 1 298300 - 0 SELECT MEDICAL HOLDINGS CORP COMMON 81619Q105 279 24851 SH DEFINED 1 24851 - 0 SIGNATURE BANK COMMON 82669G104 40 600 SH DEFINED 1 600 - 0 SIRIUS XM RADIO INC COMMON 82967N108 21 8170 SH DEFINED 1 8170 - 0 SKILLED HEALTHCARE GROUP CL COMMON 83066R107 27 4200 SH DEFINED 1 4200 - 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 24 1000 SH DEFINED 1 1000 - 0 SONIC AUTOMOTIVE INC-CLASS A COMMON 83545G102 233 12300 SH DEFINED 1 12300 - 0 SOUTHERN COPPER CORP COMMON 84265V105 2182 63500 SH DEFINED 1 0 - 63500 STARWOOD HOTELS & RESORTS COMMON 85590A401 12566 216800 SH DEFINED 1 4500 - 212300 STELLARONE CORP COMMON 85856G100 130 9900 SH DEFINED 1 9900 - 0 ST JUDE MEDICAL INC COMMON 790849103 303 7200 SH DEFINED 1 7200 - 0 SUNOCO INC COMMON 86764P109 3608 77045 SH DEFINED 1 45 - 77000 SWIFT TRANSPORTATION CO COMMON 87074U101 128 14900 SH DEFINED 1 14900 - 0 SYNAPTICS INC COMMON 87157D109 22 900 SH DEFINED 1 900 - 0 SYNTEL INC COMMON 87162H103 3 46 SH DEFINED 1 46 - 0 SYNNEX CORP COMMON 87162W100 3 86 SH DEFINED 1 86 - 0 TD AMERITRADE HOLDING CORP COMMON 87236Y108 194 12600 SH DEFINED 1 12600 - 0 TMS INTERNATIONAL CORP-A COMMON 87261Q103 92 9300 SH DEFINED 1 9300 - 0 TW TELECOM INC COMMON 87311L104 5 199 SH DEFINED 1 199 - 0 TERADATA CORP COMMON 88076W103 5716 75800 SH DEFINED 1 75800 - 0 3M CO COMMON 88579Y101 748 8100 SH DEFINED 1 8100 - 0 TIBCO SOFTWARE INC COMMON 88632Q103 396 13100 SH DEFINED 1 13100 - 0 TIME WARNER CABLE COMMON 88732J207 6108 64254 SH DEFINED 1 16754 - 47500 TITAN INTERNATIONAL INC COMMON 88830M102 2 112 SH DEFINED 1 112 - 0 TOWN SPORTS INTERNATIONAL COMMON 89214A102 364 29400 SH DEFINED 1 29400 - 0 TRAVELZOO INC COMMON 89421Q106 38 1600 SH DEFINED 1 1600 - 0 TWO HARBORS INVEWSTMENT CORP COMMON 90187B101 364 31000 SH DEFINED 1 31000 - 0 USANA HEALTH SCIENCES INC COMMON 90328M107 1687 36300 SH DEFINED 1 36300 - 0 US AIRWAYS GROUP INC COMMON 90341W108 1578 150900 SH DEFINED 1 150900 - 0 ULTRA CLEAN HOLDINGS COMMON 90385V107 108 18900 SH DEFINED 1 18900 - 0 UNITEDHEALTH GROUP INC COMMON 91324P102 29065 524538 SH DEFINED 1 156938 - 367600 UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 96 6000 SH DEFINED 1 6000 - 0 UNUM GROUP COMMON 91529Y106 392 20400 SH DEFINED 1 20400 - 0 VAALCO ENERGY INC COMMON 91851C201 204 23900 SH DEFINED 1 23900 - 0 VALEANT PHARMACEUTICALS INTE COMMON 91911K102 33 590 SH DEFINED 1 590 - 0 VALERO ENERGY CORP COMMON 91913Y100 21082 665491 SH DEFINED 1 132891 - 532600 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1644 27249 SH DEFINED 1 27249 - 0 VASCO DATA SECURITY INTL COMMON 92230Y104 114 12200 SH DEFINED 1 12200 - 0 VERIFONE SYSTEMS INC COMMON 92342Y109 320 11500 SH DEFINED 1 11500 - 0 VERIZON COMMUNICATIONS INC COMMON 92343V104 35814 785922 SH DEFINED 1 186222 - 599700 VIACOM INC-CLASS B COMMON 92553P201 19475 363400 SH DEFINED 1 12800 - 350600 VISA INC-CLASS A SHARES COMMON 92826C839 32107 239101 SH DEFINED 1 80501 - 158600 VONAGE HOLDINGS CORP COMMON 92886T201 5 2000 SH DEFINED 1 2000 - 0 W^T OFFSHORE INC COMMON 92922P106 19 1000 SH DEFINED 1 1000 - 0 WABCO HOLDINGS INC COMMON 92927K102 190 3300 SH DEFINED 1 3300 - 0 WPP PLC-SPONSORED ADR ADR 92933H101 238 3500 SH DEFINED 1 3500 - 0 WALTER ENERGY INC COMMON 93317Q105 45 1400 SH DEFINED 1 1400 - 0 WARREN RESOURCES INC COMMON 93564A100 4 1400 SH DEFINED 1 1400 - 0 WEB.COM GROUP INC COMMON 94733A104 4 247 SH DEFINED 1 247 - 0 WELLPOINT INC COMMON 94973V107 2188 37722 SH DEFINED 1 37722 - 0 WEST BANCORPORATION COMMON 95123P106 101 8400 SH DEFINED 1 8400 - 0 WESTERN ASSET MORTGAGE CAPIT REIT 95790D105 95 4300 SH DEFINED 1 4300 - 0 WPX ENERGY INC COMMON 98212B103 48 2900 SH DEFINED 1 2900 - 0 WYNDHAM WORLDWIDE CORP COMMON 98310W108 1842 35102 SH DEFINED 1 5802 - 29300 ZIMMER HOLDINGS INC COMMON 98956P102 5700 84300 SH DEFINED 1 8000 - 76300 AMDOCS LTD COMMON G02602103 145 4400 SH DEFINED 1 4400 - 0 AMERICAN SAFETY INS HOLDINGS COMMON G02995101 86 4600 SH DEFINED 1 4600 - 0 AON PLC COMMON G0408V102 52 1000 SH DEFINED 1 1000 - 0 ARCH CAPITAL GROUP LTD COMMON G0450A105 816 19600 SH DEFINED 1 19600 - 0 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 58 1907 SH DEFINED 1 1907 - 0 ASSURED GUARANTY LTD COMMON G0585R106 405 29724 SH DEFINED 1 29724 - 0 ENERGY XXI BERMUDA COMMON G10082140 385 11000 SH DEFINED 1 11000 - 0 ACCENTURE PLC-CL A COMMON G1151C101 11821 168800 SH DEFINED 1 0 - 168800 BUNGE LIMITED COMMON G16962105 7 100 SH DEFINED 1 100 - 0 COOPER INDUSTRIES PLC COMMON G24140108 45 600 SH DEFINED 1 600 - 0 COVIDIEN PLC COMMON G2554F113 2580 43425 SH DEFINED 1 1025 - 42400 EVEREST RE GROUP LTD COMMON G3223R108 437 4084 SH DEFINED 1 4084 - 0 ENSCO PLC-CL A COMMON G3517S106 1279 23438 SH DEFINED 1 23438 - 0 FRESH DEL MONTE PRODUCE INC COMMON G36738105 77 3020 SH DEFINED 1 3020 - 0 GLOBAL SOURCES LTD COMMON G39300101 47 7200 SH DEFINED 1 7200 - 0 HELEN OF TROY LTD COMMON G4388N106 121 3800 SH DEFINED 1 3800 - 0 HERBALIFE LTD COMMON G4412G101 9 200 SH DEFINED 1 200 - 0 HONGKONG LAND HOLDINGS LTD COMMON G4587L109 6 1000 SH DEFINED 1 1000 - 0 INGERSOLL-RAND PLC COMMON G47791101 309 6900 SH DEFINED 1 6900 - 0 INVESCO LTD COMMON G491BT108 2647 105939 SH DEFINED 1 939 - 105000 JAZZ PHARMACEUTICALS PLC COMMON G50871105 428 7515 SH DEFINED 1 7515 - 0 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 132 14400 SH DEFINED 1 14400 - 0 MONTPELIER RE HOLDINGS LTD COMMON G62185106 89 4033 SH DEFINED 1 4033 - 0 NABORS INDUSTRIES LTD COMMON G6359F103 288 20500 SH DEFINED 1 20500 - 0 PARTNERRE LTD COMMON G6852T105 416 5600 SH DEFINED 1 5600 - 0 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 8382 108800 SH DEFINED 1 57000 - 51800 VALIDUS HOLDINGS LTD COMMON G9319H102 5 157 SH DEFINED 1 157 - 0 WARNER CHILCOTT PLC-CLASS A COMMON G94368100 15435 1143300 SH DEFINED 1 93100 - 1050200 ALLIED WORLD ASSURANCE CO COMMON H01531104 2208 28577 SH DEFINED 1 8477 - 20100 TYCO INTERNATIONAL LTD COMMON H89128104 7286 129500 SH DEFINED 1 40300 - 89200 LYONDELLBASELL INDU-CL A COMMON N53745100 16097 311600 SH DEFINED 1 0 - 311600 ORTHOFIX INTERNATIONAL NV COMMON N6748L102 721 16100 SH DEFINED 1 16100 - 0 BANCO LATINOAMERICANO COME-E COMMON P16994132 137 6200 SH DEFINED 1 6200 - 0 COPA HOLDINGS SA COMMON P31076105 2755 33900 SH DEFINED 1 0 - 33900 AVAGO TECHNOLOGIES LTD COMMON Y0486S104 5836 167400 SH DEFINED 1 0 - 167400 ---------------------- GRAND_TOTAL 88046775 28066591 - 59980184 ======================