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
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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
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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
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KINDER MORGAN INC-CW17 WARRANT 49456B119 82 23552 SH DEFINED 1 23552 - 0
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LIBERTY VENTURES COMMON 53071M112 1 42 SH DEFINED 1 42 - 0
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MADISON SQUARE GARDEN CO-A COMMON 55826P100 12 300 SH DEFINED 1 300 - 0
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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
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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
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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
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OFFICEMAX INC COMMON 67622P101 8 1000 SH DEFINED 1 1000 - 0
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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
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P G & E CORP COMMON 69331C108 845 19800 SH DEFINED 1 19800 - 0
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PACIFIC CAPITAL BANCORP COMMON 69404P200 106 2300 SH DEFINED 1 2300 - 0
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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
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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
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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
======================