First Quadrant as of March 31, 2013
Portfolio Holdings for First Quadrant
First Quadrant holds 0 positions in its portfolio as reported in the March 2013 quarterly 13F filing
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FORM 13F INFORMATION TABLE
As Of March 31, 2013
TITLE OF VALU 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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1-800-FLOWERS.COM INC-CL A COMMON 68243Q106 319 64200 SH DEFINED 1 64200 - -
3M CO COMMON 88579Y101 4657 43800 SH DEFINED 1 13900 - 29900
A. SCHULMAN INC. COMMON 808194104 436 13800 SH DEFINED 1 13800 - -
AARONS INC COMMON 2535300 2271 79200 SH DEFINED 1 0 - 79200
ABBOTT LABORATORIES COMMON 2824100 406 11500 SH DEFINED 1 11500 - -
ABBVIE INC COMMON 00287Y109 534 13100 SH DEFINED 1 13100 - -
ABERCROMBIE AND FITCH CO COMMON 2896207 5983 129500 SH DEFINED 1 0 - 129500
ACCESS NATIONAL CORP COMMON 4337101 44 2700 SH DEFINED 1 2700 - -
ACTAVIS INC COMMON 00507K103 6577 71404 SH DEFINED 1 71404 - -
ACTIVISION BLIZZARD INC COMMON 00507V109 13075 897400 SH DEFINED 1 167800 - 729600
ACUITY BRANDS INC COMMON 00508Y102 544 7844 SH DEFINED 1 7844 - -
ACXIOM CORP COMMON 5125109 110 5400 SH DEFINED 1 5400 - -
ADAMS RESOURCES ENERGY INC COMMON 6351308 38 743 SH DEFINED 1 743 - -
ADOBE SYSTEMS INC COMMON 00724F101 61 1400 SH DEFINED 1 1400 - -
ADT CORP/THE COMMON 00101J106 734 15000 SH DEFINED 1 15000 - -
ADVANCE AUTO PARTS INC COMMON 00751Y106 1955 23659 SH DEFINED 1 23659 - -
ADVANCED MICRO DEVICES COMMON 7903107 171 67200 SH DEFINED 1 67200 - -
AEP INDUSTRIES INC COMMON 1031103 374 5200 SH DEFINED 1 5200 - -
AEROFLEX HOLDING CORP COMMON 7767106 45 5700 SH DEFINED 1 5700 - -
AES CORP COMMON 00130H105 556 44200 SH DEFINED 1 44200 - -
AETNA INC COMMON 00817Y108 3058 59800 SH DEFINED 1 59800 - -
AFLAC INC COMMON 1055102 9561 183799 SH DEFINED 1 47599 - 136200
AG MORTGAGE INVESTMENTS TRUS COMMON 1228105 46 1800 SH DEFINED 1 1800 - -
AGCO CORP COMMON 1084102 2147 41188 SH DEFINED 1 41188 - -
AGILENT TECHNOLOGIES INC COMMON 00846U101 164 3900 SH DEFINED 1 3900 - -
AKAMAI TECHNOLOGIES INC COMMON 00971T101 191 5400 SH DEFINED 1 5400 - -
ALASKA AIR GROUP INC COMMON 11659109 10823 169204 SH DEFINED 1 169204 - -
ALEXANDERS INC REIT 14752109 244 741 SH DEFINED 1 741 - -
ALIMERA SCIENCES INC COMMON 16259103 15 5000 SH DEFINED 1 5000 - -
ALLERGAN INC COMMON 18490102 22192 198800 SH DEFINED 1 8000 - 190800
ALLIANCE DATA SYSTEMS CORP COMMON 18581108 3934 24300 SH DEFINED 1 7100 - 17200
ALLIANT ENERGY CORP COMMON 18802108 15 300 SH DEFINED 1 300 - -
ALLIANT TECHSYSTEMS INC COMMON 18804104 869 12000 SH DEFINED 1 12000 - -
ALLIED WORLD ASSURANCE HOLD COMMON H01531104 1864 20100 SH DEFINED 1 0 - 20100
ALLSTATE CORP COMMON 20002101 18008 367000 SH DEFINED 1 52100 - 314900
ALON USA ENERGY INC COMMON 20520102 221 11600 SH DEFINED 1 11600 - -
ALTRIA GROUP INC COMMON 02209S103 120 3500 SH DEFINED 1 3500 - -
AMAZON.COM INC COMMON 23135106 1242 4662 SH DEFINED 1 4662 - -
AMC NETWORKS INC-A COMMON 00164V103 908 14359 SH DEFINED 1 14359 - -
AMDOCS LTD COMMON G02602103 5286 145800 SH DEFINED 1 6000 - 139800
AMERCO COMMON 23586100 5199 29959 SH DEFINED 1 29959 - -
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 8477 258601 SH DEFINED 1 17401 - 241200
AMERICAN CAPITAL LTD COMMON 02503Y103 9915 679331 SH DEFINED 1 40131 - 639200
AMERICAN ELECTRIC POWER COMMON 25537101 18036 370900 SH DEFINED 1 42100 - 328800
AMERICAN EXPRESS CO COMMON 25816109 33531 497051 SH DEFINED 1 120051 - 377000
AMERICAN FINANCIAL GROUP INC COMMON 25932104 3947 83300 SH DEFINED 1 4900 - 78400
AMERICAN INTERNATIONAL GROUP COMMON 26874784 15446 397876 SH DEFINED 1 54176 - 343700
AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 19 400 SH DEFINED 1 400 - -
AMERICAN TOWER CORP REIT 03027X100 21538 280000 SH DEFINED 1 42200 - 237800
AMERICAN WATER WORKS CO INC COMMON 30420103 13729 331300 SH DEFINED 1 2400 - 328900
AMERIPRISE FINANCIAL INC COMMON 03076C106 221 3000 SH DEFINED 1 3000 - -
AMERISOURCEBERGEN CORP COMMON 3.073E+108 11177 217237 SH DEFINED 1 217237 - -
AMERISTAR CASINOS INC COMMON 03070Q101 2104 80200 SH DEFINED 1 80200 - -
AMETEK INC COMMON 31100100 7430 171350 SH DEFINED 1 5100 - 166250
AMGEN INC COMMON 31162100 30411 296662 SH DEFINED 1 92062 - 204600
AMN HEALTHCARE SERVICES COMMON 1744101 49 3100 SH DEFINED 1 3100 - -
AMPHENOL CORP COMMON 32095101 4001 53600 SH DEFINED 1 0 - 53600
ANADARKO PETE CORP COMMON 32511107 3244 37100 SH DEFINED 1 1200 - 35900
ANALOGIC CORP COMMON 32657207 841 10639 SH DEFINED 1 10639 - -
ANIXTER INTERNATIONAL INC COMMON 35290105 3337 47724 SH DEFINED 1 47724 - -
ANN INC COMMON 35623107 763 26300 SH DEFINED 1 26300 - -
ANNALY CAPITAL MANAGEMENT IN COMMON 35710409 2034 128000 SH DEFINED 1 0 - 128000
AOL INC COMMON 00184X105 19453 505400 SH DEFINED 1 15100 - 490300
AON PLC COMMON G0408V102 62 1000 SH DEFINED 1 1000 - -
APACHE CORP COMMON 37411105 3426 44407 SH DEFINED 1 44407 - -
APARTMENT INV MGMT CO COMMON 03748R101 150 4900 SH DEFINED 1 4900 - -
APOLLO GROUP INC-CL A COMMON 37604105 43 2500 SH DEFINED 1 2500 - -
APPLE INC COMMON 37833100 80477 181804 SH DEFINED 1 53004 - 128800
ARCH CAPITAL GROUP LTD COMMON G0450A105 978 18600 SH DEFINED 1 18600 - -
ARCHER-DANIELS-MIDLAND CO COMMON 39483102 609 18052 SH DEFINED 1 18052 - -
ARGAN INC COMMON 4.01E+112 69 4600 SH DEFINED 1 4600 - -
ARIAD PHARMACEUTICALS INC COMMON 04033A100 61 3400 SH DEFINED 1 3400 - -
ARKANSAS BEST CORP COMMON 40790107 46 3900 SH DEFINED 1 3900 - -
ARLINGTON ASSET INVT CL A COMMON 41356205 434 16800 SH DEFINED 1 16800 - -
ARROW ELECTRONICS INC COMMON 42735100 9875 243100 SH DEFINED 1 37900 - 205200
ARUBA NETWORKS INC COMMON 43176106 12 500 SH DEFINED 1 500 - -
ASBURY AUTOMOTIVE GROUP COMMON 43436104 605 16500 SH DEFINED 1 16500 - -
ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 70 1810 SH DEFINED 1 1810 - -
ASPEN TECHNOLOGY INC COMMON 45327103 172 5300 SH DEFINED 1 5300 - -
ASSOCIATED BANC-CORP COMMON 45487105 6054 398500 SH DEFINED 1 0 - 398500
ASSURANT INC COMMON 04621X108 1449 32183 SH DEFINED 1 32183 - -
ASSURED GUARANTY LTD COMMON G0585R106 606 29400 SH DEFINED 1 29400 - -
ATT INC COMMON 00206R102 54085 1474105 SH DEFINED 1 169205 - 1304900
ATLANTIC TELE-NETWORK INC COMMON 49079205 737 15200 SH DEFINED 1 15200 - -
AUTONATION INC COMMON 05329W102 4830 110400 SH DEFINED 1 19000 - 91400
AUTOZONE INC COMMON 53332102 4563 11500 SH DEFINED 1 11500 - -
AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 62 3600 SH DEFINED 1 3600 - -
AVAGO TECHNOLOGIES LTD COMMON Y0486S104 6010 167400 SH DEFINED 1 0 - 167400
AVERY DENNISON CORP COMMON 53611109 18602 431900 SH DEFINED 1 2400 - 429500
AVIS BUDGET GROUP INC COMMON 53774105 45 1600 SH DEFINED 1 1600 - -
AVNET INC COMMON 53807103 10323 285153 SH DEFINED 1 78453 - 206700
AXIALL CORP COMMON 05463D100 31 500 SH DEFINED 1 500 - -
BALL CORP COMMON 58498106 11101 233314 SH DEFINED 1 161014 - 72300
BALLY TECHNOLOGIES INC COMMON 05874B107 5020 96600 SH DEFINED 1 0 - 96600
BANK OF AMERICA CORP COMMON 60505104 19220 1578004 SH DEFINED 1 546504 - 1031500
BANK OF KENTUCKY FINL CORP COMMON 62896105 66 2400 SH DEFINED 1 2400 - -
BANK OF MONTREAL COMMON 63671101 6 100 SH DEFINED 1 100 - -
BANK OF NEW YORK MELLON CORP COMMON 64058100 1195 42688 SH DEFINED 1 42688 - -
BANNER CORPORATION COMMON 06652V208 183 5753 SH DEFINED 1 5753 - -
BASSETT FURNITURE INDS COMMON 70203104 97 6100 SH DEFINED 1 6100 - -
BAXTER INTERNATIONAL INC COMMON 71813109 19032 262000 SH DEFINED 1 5400 - 256600
BBCN BANCORP INC COMMON 73295107 120 9200 SH DEFINED 1 9200 - -
BCE INC COMMON 05534B760 6 137 SH DEFINED 1 137 - -
BECTON DICKINSON CO COMMON 75887109 3327 34800 SH DEFINED 1 0 - 34800
BED BATH BEYOND INC COMMON 75896100 5720 88800 SH DEFINED 1 88800 - -
BELO CORPORATION COMMON 80555105 914 93000 SH DEFINED 1 93000 - -
BENCHMARK ELECTRONICS INC COMMON 08160H101 1224 67900 SH DEFINED 1 67900 - -
BERKSHIRE HATHAWAY INC-CL A COMMON 84670108 1094 7 SH DEFINED 1 7 - -
BERKSHIRE HATHAWAY INC-CL B COMMON 84670702 46561 446846 SH DEFINED 1 99746 - 347100
BEST BUY CO INC COMMON 86516101 5174 233600 SH DEFINED 1 19300 - 214300
BHP BILLITON LTD-SPON ADR ADR 88606108 48 700 SH DEFINED 1 700 - -
BIG 5 SPORTING GOODS CORP COMMON 08915P101 582 37300 SH DEFINED 1 37300 - -
BIODELIVERY SCIENCES INTL COMMON 09060J106 41 9700 SH DEFINED 1 9700 - -
BIOGEN IDEC INC COMMON 09062X103 18440 95730 SH DEFINED 1 59130 - 36600
BLUEGREEN CORP COMMON 96231105 964 98000 SH DEFINED 1 98000 - -
BMC SOFTWARE INC COMMON 55921100 102 2200 SH DEFINED 1 2200 - -
BOEING CO COMMON 97023105 1665 19400 SH DEFINED 1 0 - 19400
BOK FINANCIAL CORPORATION COMMON 05561Q201 25 400 SH DEFINED 1 400 - -
BOOZ ALLEN HAMILTON HOLDINGS COMMON 99502106 61 4529 SH DEFINED 1 4529 - -
BP PLC-SPONS ADR ADR 55622104 144 3400 SH DEFINED 1 3400 - -
BRINKER INTL INC COMMON 109641100 9653 256400 SH DEFINED 1 0 - 256400
BRITISH AMERICAN TOB-SP ADR ADR 110448107 856 8000 SH DEFINED 1 8000 - -
BROADCOM CORP-CL A COMMON 111320107 513 14800 SH DEFINED 1 14800 - -
BROCADE COMMUNICATIONS SYS COMMON 111621306 19762 3424900 SH DEFINED 1 590500 - 2834400
BROWN FORMAN CORP-CL B COMMON 115637209 111 1550 SH DEFINED 1 1550 - -
BRUNSWICK CORP COMMON 117043109 44 1300 SH DEFINED 1 1300 - -
BUCKEYE TECHNOLOGIES INC COMMON 118255108 671 22400 SH DEFINED 1 22400 - -
BUNGE LTD COMMON G16962105 7 96 SH DEFINED 1 96 - -
CA INC COMMON 12673P105 10467 415676 SH DEFINED 1 7176 - 408500
CABOT CORP COMMON 127055101 564 16500 SH DEFINED 1 16500 - -
CACI INTERNATIONAL INC -CL A COMMON 127190304 1105 19100 SH DEFINED 1 19100 - -
CALAMOS ASSET MGMT- CL A COMMON 12811R104 200 17000 SH DEFINED 1 17000 - -
CAMBREX CORP COMMON 132011107 1305 102000 SH DEFINED 1 102000 - -
CAMERON INTERNATIONAL CORP COMMON 13342B105 587 9000 SH DEFINED 1 9000 - -
CAMPBELL SOUP CO COMMON 134429109 894 19700 SH DEFINED 1 19700 - -
CANTEL MEDICAL CORP COMMON 138098108 297 9900 SH DEFINED 1 9900 - -
CAPELLA EDUCATION CO COMMON 139594105 87 2800 SH DEFINED 1 2800 - -
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1055 19200 SH DEFINED 1 19200 - -
CAPITALSOURCE INC COMMON 14055X102 26052 2708100 SH DEFINED 1 507600 - 2200500
CAPSTEAD MORTGAGE CORP COMMON 14067E506 460 35900 SH DEFINED 1 35900 - -
CARDINAL HEALTH INC COMMON 14149Y108 282 6769 SH DEFINED 1 6769 - -
CAREFUSION CORP COMMON 14170T101 28046 801550 SH DEFINED 1 187450 - 614100
CARLISLE COS INC COM COMMON 142339100 12493 184300 SH DEFINED 1 1400 - 182900
CASCADE BANCORP COMMON 147154207 2 300 SH DEFINED 1 300 - -
CASEYS GENERAL STORES INC COMMON 147528103 209 3590 SH DEFINED 1 3590 - -
CASH AMERICA INTL INC COMMON 14754D100 21 400 SH DEFINED 1 400 - -
CATHAY GENERAL BANCORP COMMON 149150104 1724 85700 SH DEFINED 1 85700 - -
CBEYOND INC COMMON 149847105 42 5700 SH DEFINED 1 5700 - -
CBL ASSOCIATES PROPERTIES REIT 124830100 2284 96800 SH DEFINED 1 11200 - 85600
CBOE HOLDINGS INC COMMON 12503M108 3029 82000 SH DEFINED 1 0 - 82000
CBS CORP-CLASS B NON VOTING COMMON 124857202 21482 460100 SH DEFINED 1 17200 - 442900
CELANESE CORP-SERIES A COMMON 150870103 123 2800 SH DEFINED 1 2800 - -
CELGENE CORP COMMON 151020104 8114 70000 SH DEFINED 1 26300 - 43700
CENTENE CORP COMMON 15135B101 79 1802 SH DEFINED 1 1802 - -
CENTERPOINT ENERGY INC COMMON 15189T107 46 1900 SH DEFINED 1 1900 - -
CENTRAL GARDEN AND PET CO-A COMMON 153527205 376 45800 SH DEFINED 1 45800 - -
CENTRAL PACIFIC FINANCIAL CO COMMON 154760409 3 191 SH DEFINED 1 191 - -
CENTURYTEL INC COMMON 156700106 53 1500 SH DEFINED 1 1500 - -
CENVEO INC COMMON 15670S105 63 29400 SH DEFINED 1 29400 - -
CERNER CORP COMMON 156782104 1326 14000 SH DEFINED 1 14000 - -
CF INDUSTRIES HOLDINGS INC COMMON 125269100 32130 168778 SH DEFINED 1 64178 - 104600
CHARLES RIV LABS INTL INC COMMON 159864107 6432 145300 SH DEFINED 1 0 - 145300
CHEESECAKE FACTORY INC/THE COMMON 163072101 753 19500 SH DEFINED 1 19500 - -
CHEMED CORP COMMON 16359R103 2179 27248 SH DEFINED 1 27248 - -
CHEVRON CORP COMMON 166764100 69373 583844 SH DEFINED 1 187744 - 396100
CHICAGO BRIDGE IRON CO NV COMMON 167250109 211 3400 SH DEFINED 1 3400 - -
CHICOS FAS INC COMMON 168615102 9265 551500 SH DEFINED 1 15100 - 536400
CHIMERA INVESTMENT CORP REIT 16934Q109 8009 2510400 SH DEFINED 1 0 - 2510400
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 521 1600 SH DEFINED 1 1600 - -
CHUBB CORP COMMON 171232101 15297 174757 SH DEFINED 1 141057 - 33700
CHURCH DWIGHT INC COMMON 171340102 3922 60684 SH DEFINED 1 600 - 60084
CIGNA CORP COMMON 125509109 11965 191839 SH DEFINED 1 68839 - 123000
CIMAREX ENERGY CO COMMON 171798101 468 6203 SH DEFINED 1 6203 - -
CINTAS CORP COM COMMON 172908105 4179 94700 SH DEFINED 1 0 - 94700
CISCO SYSTEMS INC COMMON 17275R102 42513 2034600 SH DEFINED 1 439500 - 1595100
CITIGROUP INC COMMON 172967424 8693 196510 SH DEFINED 1 68110 - 128400
CITIZENS REPUBLIC BANCORP IN COMMON 174420307 1292 57275 SH DEFINED 1 57275 - -
CLARCOR INC COMMON 179895107 10 200 SH DEFINED 1 200 - -
CLECO CORPORATION COMMON 12561W105 183 3900 SH DEFINED 1 3900 - -
CLOROX COMPANY COMMON 189054109 10827 122300 SH DEFINED 1 23400 - 98900
CMS ENERGY CORP COMMON 125896100 95 3400 SH DEFINED 1 3400 - -
CNO FINANCIAL GROUP INC COMMON 1.2621E+107 100 8700 SH DEFINED 1 8700 - -
COACH INC COMMON 189754104 644 12877 SH DEFINED 1 12877 - -
COCA-COLA CO/THE COMMON 191216100 5322 131600 SH DEFINED 1 18200 - 113400
COCA-COLA ENTERPRISES COMMON 19122T109 12017 325500 SH DEFINED 1 0 - 325500
COGNEX CORP COM COMMON 192422103 148 3500 SH DEFINED 1 3500 - -
COGNIZANT TECH SOLUTIONS-A COMMON 192446102 276 3600 SH DEFINED 1 3600 - -
COINSTAR INC COMMON 19259P300 473 8100 SH DEFINED 1 8100 - -
COLGATE-PALMOLIVE CO COMMON 194162103 696 5900 SH DEFINED 1 5900 - -
COLUMBIA BANKING SYSTEM INC COMMON 197236102 200 9100 SH DEFINED 1 9100 - -
COMCAST CORP-CLASS A COMMON 20030N101 37978 904666 SH DEFINED 1 238066 - 666600
COMMERCE BANCSHARES INC COMMON 200525103 17 418 SH DEFINED 1 418 - -
COMPUTER SCIENCES CORP COMMON 205363104 21951 445905 SH DEFINED 1 36905 - 409000
CONAGRA FOODS INC COMMON 205887102 25 700 SH DEFINED 1 700 - -
CONNS INC COMMON 208242107 40 1100 SH DEFINED 1 1100 - -
CONOCOPHILLIPS COMMON 20825C104 16108 268020 SH DEFINED 1 75520 - 192500
CONSTELLATION BRANDS INC-A COMMON 21036P108 2354 49405 SH DEFINED 1 49405 - -
CON-WAY INC COMMON 205944101 3352 95200 SH DEFINED 1 0 - 95200
COOPER COS INC/THE COMMON 216648402 453 4200 SH DEFINED 1 4200 - -
COPA HOLDINGS SA COMMON P31076105 4509 37700 SH DEFINED 1 0 - 37700
COPART INC COMMON 217204106 4802 140100 SH DEFINED 1 58000 - 82100
CORELOGIC INC COMMON 21871D103 4964 191962 SH DEFINED 1 62 - 191900
COSTCO WHOLESALE CORP COMMON 22160K105 3191 30077 SH DEFINED 1 30077 - -
COVENTRY HEALTH CARE INC COMMON 222862104 188 4000 SH DEFINED 1 4000 - -
COVIDIEN PLC COMMON G2554F113 796 11725 SH DEFINED 1 11725 - -
CR BARD INC COMMON 67383109 947 9400 SH DEFINED 1 9400 - -
CRANE CO COMMON 224399105 9340 167200 SH DEFINED 1 0 - 167200
CRAWFORD CO -CL B COMMON 224633107 68 8900 SH DEFINED 1 8900 - -
CREDIT ACCEPTANCE CORP COMMON 225310101 305 2500 SH DEFINED 1 2500 - -
CREXUS INVT CORP COMMON 226553105 160 12300 SH DEFINED 1 12300 - -
CROWN HOLDINGS INC COMMON 228368106 3857 92695 SH DEFINED 1 46895 - 45800
CSG SYSTEMS INTL INC COMMON 126349109 1470 69400 SH DEFINED 1 69400 - -
CSX CORP COMMON 126408103 7495 304300 SH DEFINED 1 167300 - 137000
CUBIC CORP COMMON 229669106 68 1600 SH DEFINED 1 1600 - -
CUMMINS INC COMMON 231021106 5121 44219 SH DEFINED 1 44219 - -
CVR ENERGY INC COMMON 12662P108 2880 55800 SH DEFINED 1 55800 - -
CVS CAREMARK CORP COMMON 126650100 34107 620233 SH DEFINED 1 114833 - 505400
CYNOSURE INC-A COMMON 232577205 42 1600 SH DEFINED 1 1600 - -
CYTEC INDUSTRIES INC COMMON 232820100 2282 30800 SH DEFINED 1 0 - 30800
DAIRY FARM INTL HLDGS LTD COMMON G2624N153 11 900 SH DEFINED 1 900 - -
DAKTRONICS INC COMMON 234264109 269 25600 SH DEFINED 1 25600 - -
DANA HOLDING CORP COMMON 235825205 86 4800 SH DEFINED 1 4800 - -
DANAHER CORP COMMON 235851102 3400 54700 SH DEFINED 1 3200 - 51500
DAVITA HEALTHCARE PARTNERS I COMMON 23918K108 585 4933 SH DEFINED 1 4933 - -
DEAN FOODS CO COMMON 242370104 8 428 SH DEFINED 1 428 - -
DELEK US HOLDINGS INC COMMON 246647101 3901 98872 SH DEFINED 1 98872 - -
DELL INC COMMON 24702R101 1518 105900 SH DEFINED 1 23100 - 82800
DELPHI AUTOMOTIVE PLC COMMON G27823106 80 1800 SH DEFINED 1 1800 - -
DELTA AIR LINES INC COMMON 247361702 24881 1507012 SH DEFINED 1 180212 - 1326800
DELUXE CORP COMMON 248019101 3358 81121 SH DEFINED 1 81121 - -
DEVON ENERGY CORPORATION COMMON 25179M103 389 6900 SH DEFINED 1 6900 - -
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2543 20207 SH DEFINED 1 20207 - -
DIAMOND OFFSHORE DRILLING COMMON 25271C102 70 1000 SH DEFINED 1 1000 - -
DILLARDS INC-CL A COMMON 254067101 16396 208733 SH DEFINED 1 69533 - 139200
DIODES INC COMMON 254543101 13 600 SH DEFINED 1 600 - -
DIRECTV COMMON 25490A309 11720 207102 SH DEFINED 1 107302 - 99800
DISCOVER FINANCIAL SERVICES COMMON 254709108 25678 572655 SH DEFINED 1 218555 - 354100
DISCOVERY COMMUNICATIONS-A COMMON 25470F104 12134 154100 SH DEFINED 1 54100 - 100000
DISH NETWORK CORP-A COMMON 25470M109 731 19286 SH DEFINED 1 19286 - -
DOLBY LABORATORIES INC-CL A COMMON 25659T107 3762 112100 SH DEFINED 1 42500 - 69600
DOLLAR TREE INC COMMON 256746108 2194 45300 SH DEFINED 1 45300 - -
DOMINION RESOURCES INC/VA COMMON 25746U109 41 700 SH DEFINED 1 700 - -
DOMTAR CORP COMMON 257559203 4210 54235 SH DEFINED 1 12535 - 41700
DOVER CORP COMMON 260003108 634 8700 SH DEFINED 1 8700 - -
DRIL-QUIP INC COMMON 262037104 70 800 SH DEFINED 1 800 - -
DSW INC-CLASS A COMMON 23334L102 4829 75686 SH DEFINED 1 15286 - 60400
DTE ENERGY COMPANY COMMON 233331107 17116 250451 SH DEFINED 1 29551 - 220900
DU PONT (E.I.) DE NEMOURS COMMON 263534109 285 5800 SH DEFINED 1 5800 - -
DUKE ENERGY CORP COMMON 26441C204 579 7978 SH DEFINED 1 7978 - -
DUN BRADSTREET CORP COMMON 2.6483E+104 753 9000 SH DEFINED 1 9000 - -
DYCOM INDUSTRIES INC COMMON 267475101 12 600 SH DEFINED 1 600 - -
DYNEX CAPITAL INC COMMON 26817Q506 397 37200 SH DEFINED 1 37200 - -
EAST WEST BANCORP INC COMMON 27579R104 10 396 SH DEFINED 1 396 - -
EATON CORP PLC COMMON G29183103 1145 18700 SH DEFINED 1 18700 - -
EBAY INC COMMON 278642103 1552 28619 SH DEFINED 1 28619 - -
ECHOSTAR CORP-A COMMON 278768106 16 400 SH DEFINED 1 400 - -
EDISON INTERNATIONAL COMMON 281020107 2239 44500 SH DEFINED 1 13500 - 31000
EDWARDS LIFESCIENCES CORP COMMON 2.8176E+112 1607 19564 SH DEFINED 1 19564 - -
EL PASO ELECTRIC CO COMMON 283677854 138 4100 SH DEFINED 1 4100 - -
ELECTRONICS FOR IMAGING COMMON 286082102 555 21900 SH DEFINED 1 21900 - -
ELI LILLY CO COMMON 532457108 301 5300 SH DEFINED 1 5300 - -
ELIZABETH ARDEN INC COMMON 28660G106 372 9231 SH DEFINED 1 9231 - -
EMC CORP/MA COMMON 268648102 4556 190700 SH DEFINED 1 190700 - -
EMCOR GROUP INC COMMON 29084Q100 317 7486 SH DEFINED 1 7486 - -
EMERSON ELECTRIC CO COMMON 291011104 3335 59700 SH DEFINED 1 1100 - 58600
ENCORE WIRE CORP COMMON 292562105 413 11800 SH DEFINED 1 11800 - -
ENERGEN CORP COMMON 29265N108 6283 120800 SH DEFINED 1 120800 - -
ENERGIZER HOLDINGS INC COMMON 29266R108 25990 260601 SH DEFINED 1 56201 - 204400
ENERSYS COMMON 29275Y102 355 7801 SH DEFINED 1 7801 - -
ENPRO INDUSTRIES INC COMMON 29355X107 471 9200 SH DEFINED 1 9200 - -
ENSCO PLC-CL A COMMON G3517S106 1406 23438 SH DEFINED 1 23438 - -
ENTEGRIS INC COMMON 29362U104 890 90300 SH DEFINED 1 90300 - -
ENTERGY CORP COMMON 29364G103 38 600 SH DEFINED 1 600 - -
ENTERPRISE FINANCIAL SERVICE COMMON 293712105 29 2000 SH DEFINED 1 2000 - -
ENTRAVISION COMMUNICATIONS-A COMMON 29382R107 86 27100 SH DEFINED 1 27100 - -
ENZON PHARMACEUTICALS INC COMMON 293904108 100 26200 SH DEFINED 1 26200 - -
ERA GROUP INC COMMON 26885G109 561 26700 SH DEFINED 1 26700 - -
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 15 200 SH DEFINED 1 200 - -
EVEREST RE GROUP LTD COMMON G3223R108 2079 16007 SH DEFINED 1 3007 - 13000
EW SCRIPPS CO - CL A COMMON 811054402 73 6100 SH DEFINED 1 6100 - -
EXELIS INC COMMON 30162A108 2144 196907 SH DEFINED 1 307 - 196600
EXPEDIA INC COMMON 30212P303 812 13529 SH DEFINED 1 13529 - -
EXPONENT INC COMMON 30214U102 1187 22000 SH DEFINED 1 22000 - -
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 4597 79788 SH DEFINED 1 79788 - -
EXXON MOBIL CORP COMMON 30231G102 96293 1068614 SH DEFINED 1 280214 - 788400
F5 NETWORKS INC COMMON 315616102 713 8000 SH DEFINED 1 8000 - -
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1408 15208 SH DEFINED 1 15208 - -
FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 8 200 SH DEFINED 1 200 - -
FEDERATED INVESTORS INC CL B COMMON 314211103 3768 159200 SH DEFINED 1 0 - 159200
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TIME WARNER INC COMMON 887317303 2159 37466 SH DEFINED 1 37466 - -
TIMKEN CO COMMON 887389104 12306 217500 SH DEFINED 1 20900 - 196600
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TORO CO COMMON 891092108 2808 61000 SH DEFINED 1 4200 - 56800
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TRAVELERS COS INC/THE COMMON 8.9417E+113 2079 24700 SH DEFINED 1 24700 - -
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TYCO INTERNATIONAL LTD COMMON H89128104 2761 86268 SH DEFINED 1 30268 - 56000
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UNISYS CORP COMMON 909214306 1285 56500 SH DEFINED 1 56500 - -
UNITED COMMUNITY BANKS/GA COMMON 90984P303 294 25900 SH DEFINED 1 25900 - -
UNITED CONTINENTAL HOLDINGS COMMON 910047109 791 24709 SH DEFINED 1 24709 - -
UNITED FIRE GROUP INC COMMON 910340108 36 1400 SH DEFINED 1 1400 - -
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UNITEDHEALTH GROUP INC COMMON 91324P102 28816 503691 SH DEFINED 1 136091 - 367600
UNIVERSAL HEALTH SERVICES-B COMMON 913903100 4142 64855 SH DEFINED 1 64855 - -
UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 140 6000 SH DEFINED 1 6000 - -
UNS ENERGY CORP COMMON 903119105 182 3709 SH DEFINED 1 3709 - -
UNUM GROUP COMMON 91529Y106 576 20400 SH DEFINED 1 20400 - -
US AIRWAYS GROUP INC COMMON 90341W108 2367 139500 SH DEFINED 1 139500 - -
US BANCORP COMMON 902973304 2670 78699 SH DEFINED 1 78699 - -
US CELLULAR CORP COMMON 911684108 1357 37682 SH DEFINED 1 37682 - -
USANA HEALTH SCIENCES INC COMMON 90328M107 1121 23200 SH DEFINED 1 23200 - -
UTD THERAPEUTICS CORP DEL COMMON 91307C102 8138 133700 SH DEFINED 1 0 - 133700
VAALCO ENERGY INC COMMON 91851C201 181 23900 SH DEFINED 1 23900 - -
VALEANT PHARMACEUTICALS INTE COMMON 91911K102 44 590 SH DEFINED 1 590 - -
VALERO ENERGY CORP COMMON 91913Y100 29085 639376 SH DEFINED 1 130976 - 508400
VALMONT INDUSTRIES INC COMMON 920253101 5489 34900 SH DEFINED 1 0 - 34900
VALSPAR CORP COMMON 920355104 2565 41200 SH DEFINED 1 3200 - 38000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1962 27249 SH DEFINED 1 27249 - -
VERIFONE SYSTEMS INC COMMON 92342Y109 238 11500 SH DEFINED 1 11500 - -
VERISIGN INC COMMON 9.2343E+106 1182 25000 SH DEFINED 1 25000 - -
VERIZON COMMUNICATIONS INC COMMON 92343V104 20320 413422 SH DEFINED 1 150222 - 263200
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VIACOM INC-CLASS B COMMON 92553P201 725 11800 SH DEFINED 1 11800 - -
VIAD CORP COMMON 92552R406 249 9000 SH DEFINED 1 9000 - -
VILLAGE SUPER MARKET-CLASS A COMMON 927107409 61 1800 SH DEFINED 1 1800 - -
VIROPHARMA INC COMMON 928241108 1490 59205 SH DEFINED 1 59205 - -
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VISTEON CORP COMMON 92839U206 1771 30700 SH DEFINED 1 0 - 30700
VMWARE INC-CLASS A COMMON 928563402 158 2000 SH DEFINED 1 2000 - -
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WT OFFSHORE INC COMMON 92922P106 14 1000 SH DEFINED 1 1000 - -
WABCO HOLDINGS INC COMMON 92927K102 106 1500 SH DEFINED 1 1500 - -
WADDELL AND REED FINANCIAL I COMMON 930059100 3240 74000 SH DEFINED 1 0 - 74000
WALGREEN CO COMMON 931422109 2489 52200 SH DEFINED 1 52200 - -
WAL-MART STORES INC COMMON 931142103 40194 537138 SH DEFINED 1 176938 - 360200
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WEBSTER FINANCIAL CORP COMMON 947890109 184 7600 SH DEFINED 1 7600 - -
WELLPOINT INC COMMON 94973V107 2498 37722 SH DEFINED 1 37722 - -
WELLS FARGO CO COMMON 949746101 42169 1140000 SH DEFINED 1 292800 - 847200
WERNER ENTERPRISES INC COMMON 950755108 111 4600 SH DEFINED 1 4600 - -
WEST BANCORPORATION COMMON 95123P106 77 6900 SH DEFINED 1 6900 - -
WEST COAST BANCORP/OREGON COMMON 952145209 36 1500 SH DEFINED 1 1500 - -
WEST MARINE INC COMMON 954235107 51 4500 SH DEFINED 1 4500 - -
WESTERN ALLIANCE BANCORP COMMON 957638109 965 69700 SH DEFINED 1 69700 - -
WESTERN ASSETS MTG CAP CORP COMMON 95790D105 481 20700 SH DEFINED 1 20700 - -
WESTERN DIGITAL CORP COMMON 958102105 7779 154695 SH DEFINED 1 74895 - 79800
WESTERN REFINING INC COMMON 959319104 3937 111206 SH DEFINED 1 111206 - -
WESTERN UNION CO COMMON 959802109 6097 405400 SH DEFINED 1 27600 - 377800
WESTLAKE CHEMICAL CORP COMMON 960413102 18481 197651 SH DEFINED 1 15451 - 182200
WEYERHAEUSER CO COMMON 962166104 4694 149600 SH DEFINED 1 5400 - 144200
WHIRLPOOL CORP COMMON 963320106 1 9 SH DEFINED 1 9 - -
WHOLE FOODS MARKET INC COMMON 966837106 147 1700 SH DEFINED 1 1700 - -
WILLIAMS COS INC COMMON 969457100 497 13258 SH DEFINED 1 13258 - -
WILSHIRE BANCORP INC COMMON 97186T108 39 5700 SH DEFINED 1 5700 - -
WINDSTREAM CORP COMMON 97381W104 142 17900 SH DEFINED 1 17900 - -
WISCONSIN ENERGY CORP COMMON 976657106 5979 139400 SH DEFINED 1 139400 - -
WORLD ACCEPTANCE CORP COMMON 981419104 536 6239 SH DEFINED 1 6239 - -
WORLD FUEL SERVICES CORP COMMON 981475106 79 2000 SH DEFINED 1 2000 - -
WPX ENERGY INC COMMON 98212B103 46 2899 SH DEFINED 1 2899 - -
WR BERKLEY CORP COMMON 84423102 4133 93150 SH DEFINED 1 93150 - -
WR GRACE CO COMMON 38388F108 85 1100 SH DEFINED 1 1100 - -
WSFS FINANCIAL CORP COMMON 929328102 117 2400 SH DEFINED 1 2400 - -
WYNDHAM WORLDWIDE CORP COMMON 98310W108 3025 46902 SH DEFINED 1 3902 - 43000
WYNN RESORTS LTD COMMON 983134107 100 800 SH DEFINED 1 800 - -
XEROX CORP COMMON 984121103 20433 2376000 SH DEFINED 1 48100 - 2327900
XL GROUP PLC COMMON G98290102 4508 148800 SH DEFINED 1 15400 - 133400
YUM! BRANDS INC COMMON 988498101 72 1000 SH DEFINED 1 1000 - -
ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 1980 42000 SH DEFINED 1 42000 - -
ZIMMER HOLDINGS INC COMMON 98956P102 11734 156000 SH DEFINED 1 8600 - 147400
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GRAND_TOTAL 96721461 27528327 - 69193134
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