0001013536-11-000006.txt : 20110815 0001013536-11-000006.hdr.sgml : 20110815 20110815153243 ACCESSION NUMBER: 0001013536-11-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ARONSON & JOHNSON & ORTIZ, LP CENTRAL INDEX KEY: 0001013536 IRS NUMBER: 232312104 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05508 FILM NUMBER: 111035827 BUSINESS ADDRESS: STREET 1: 230 S BROAD STREET STREET 2: 20THFL CITY: PHILADELPHIA STATE: PA ZIP: 19102 BUSINESS PHONE: 2155467500 MAIL ADDRESS: STREET 1: 230 S BROAD STREET STREET 2: 20TH FLOOR CITY: PHILADELPHIA STATE: PA ZIP: 19102 FORMER COMPANY: FORMER CONFORMED NAME: ARONSON & PARTNERS/PA DATE OF NAME CHANGE: 19990402 13F-HR 1 ajo13f2011_06.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: ARONSON JOHNSON ORTIZ Address: 230 South Broad Street 20th Floor Philadelphia, PA 19102 13F File Number: 28-05508 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing this report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Theodore R. Aronson Title: Managing Principal Phone: 215-546-7500 Signature, Place, and Date of Signing: Theodore R. Aronson Philadelphia, Pennsylvania August 15, 2011 Report Type (Check only one>): [ ] 13F Holdings Report. [ ] 13F Notice. [ X] 13F Combination Report. List of Other Managers Reporting for this Manager: Number File Number Name 1 028-01190 Frank Russell Company I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 598 Form 13F Information Table Value Total: 20,144 (millions) FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M Company COM 88579Y101 664 7000 SH Sole 7000 Aaron's COM 002535300 13477 476900 SH Sole 476900 Abbott Laboratories COM 002824100 5073 96400 SH Sole 96400 Abercrombie & Fitch (A) COM 002896207 6398 95600 SH Sole 95600 AboveNet COM 00374N107 261 3700 SH Sole 3700 ACE Ltd COM H0023R105 119569 1816600 SH Sole 1072400 744200 ACI Worldwide COM 004498101 2800 82900 SH Sole 82900 Activision Blizzard COM 00507V109 102591 8783500 SH Sole 5538400 3245100 ADM COM 039483102 3473 115200 SH Sole 73000 42200 Adobe Systems COM 00724F101 25493 810600 SH Sole 510700 299900 ADTRAN COM 00738A106 3163 81700 SH Sole 81700 Advance America COM 00739W107 7815 1134300 SH Sole 1134300 Advance Auto Parts COM 00751Y106 2223 38000 SH Sole 38000 Aegean Marine Petro COM Y0017S102 4471 630600 SH Sole 630600 AerCap Hldgs NV COM N00985106 4529 348100 SH Sole 348100 Aeropostale COM 007865108 1221 69800 SH Sole 69800 AES Corp COM 00130H105 3781 296800 SH Sole 247900 48900 Aetna COM 00817Y108 198096 4493000 SH Sole 2737900 1755100 Aflac Inc COM 001055102 61109 1309100 SH Sole 898600 410500 AGCO Corp COM 001084102 2251 45600 SH Sole 45600 Agilent Technologies COM 00846U101 6573 128600 SH Sole 128600 AGL Resources COM 001204106 1755 43100 SH Sole 43100 Agrium Inc COM 008916108 3818 43500 SH Sole 39300 4200 Alaska Air Group COM 011659109 6435 94000 SH Sole 94000 Albany Intl (A) COM 012348108 697 26400 SH Sole 26400 Alcoa Inc COM 013817101 1064 67100 SH Sole 67100 Alexion Pharmaceuticals COM 015351109 1552 33000 SH Sole 33000 Alleghany COM 017175100 6596 19800 SH Sole 8900 10900 Alliance Data Systems COM 018581108 26904 286000 SH Sole 192200 93800 Alliance One Intl COM 018772103 2928 906600 SH Sole 906600 Alliant Corp COM 018802108 89216 2194200 SH Sole 1294200 900000 Alliant Techsystems COM 018804104 11834 165900 SH Sole 118300 47600 Allied World Assrnc COM H01531104 8941 155276 SH Sole 106300 48976 Allos Therapeutics COM 019777101 1040 485800 SH Sole 485800 Alpha Natural Res COM 02076X102 3817 84000 SH Sole 84000 AMAG Pharmaceuticals COM 00163U106 1401 74500 SH Sole 74500 Amdocs Ltd COM G02602103 34958 1150300 SH Sole 698300 452000 Amerco COM 023586100 5134 53400 SH Sole 53400 Ameren COM 023608102 5840 202500 SH Sole 53300 149200 American Campus COM 024835100 3595 101200 SH Sole 101200 American Elec Pwr COM 025537101 38950 1033700 SH Sole 413600 620100 American Finl Group COM 025932104 122460 3431200 SH Sole 2021400 1409800 American Water Works COM 030420103 21183 719300 SH Sole 577200 142100 Amerigroup COM 03073T102 11522 163500 SH Sole 163500 Ameriprise Financial COM 03076C106 152558 2644900 SH Sole 1599300 1045600 AmerisourceBergen COM 03073E105 147628 3565900 SH Sole 2087900 1478000 Amgen Inc COM 031162100 25190 431700 SH Sole 88800 342900 AmSurg Corp COM 03232P405 1557 59600 SH Sole 59600 AmTrust Finl Svcs COM 032359309 10110 443800 SH Sole 443800 Anadarko Petroleum COM 032511107 6563 85500 SH Sole 8500 77000 Anixter Intl COM 035290105 2084 31900 SH Sole 31900 ANN INC COM 035623107 7608 291500 SH Sole 291500 Apartment Invt & Mgmt COM 03748R101 8777 343800 SH Sole 145400 198400 Apollo Education Grp COM 037604105 93252 2134900 SH Sole 1369900 765000 Apple COM 037833100 67302 200500 SH Sole 168300 32200 Applied Industrial Tech COM 03820C105 12346 346700 SH Sole 346700 Applied Materials COM 038222105 16001 1229900 SH Sole 534700 695200 AptarGroup COM 038336103 5789 110600 SH Sole 35100 75500 Arch Coal COM 039380100 267 10000 SH Sole 10000 Armstrong World Inds COM 04247X102 7845 172200 SH Sole 172200 Arris Group COM 04269Q100 1284 110600 SH Sole 110600 Arrow Electronics COM 042735100 21455 517000 SH Sole 347700 169300 Ashford Hospitality COM 044103109 8828 709100 SH Sole 709100 Associated Banc-Corp COM 045487105 3266 235000 SH Sole 235000 Assurant COM 04621X108 94454 2604200 SH Sole 1687000 917200 AT&T COM 00206R102 339988 10824200 SH Sole 5858700 4965500 ATMI Inc COM 00207R101 1510 73900 SH Sole 73900 Atmos Energy COM 049560105 5413 162800 SH Sole 54800 108000 AutoZone Inc COM 053332102 106411 360900 SH Sole 212500 148400 Avago Technologies COM Y0486S104 4837 127300 SH Sole 127300 Avnet COM 053807103 70745 2219100 SH Sole 1476100 743000 Avon Products COM 054303102 1117 39900 SH Sole 39900 Baker-Hughes COM 057224107 827 11400 SH Sole 11400 Ball Corp COM 058498106 423 11000 SH Sole 11000 BancFirst Corp COM 05945F103 950 24600 SH Sole 24600 Banco Latino de Com COM P16994132 9077 524100 SH Sole 524100 Bank of America COM 060505104 126301 11523800 SH Sole 5660500 5863300 Bank of Hawaii Corp COM 062540109 842 18100 SH Sole 18100 Bank of NY Mellon COM 064058100 574 22400 SH Sole 22400 Bank of the Ozarks COM 063904106 2072 39800 SH Sole 39800 Baxter Intl Inc COM 071813109 2071 34700 SH Sole 34700 BCE COM 05534B760 4334 110300 SH Sole 15500 94800 Bed Bath & Beyond COM 075896100 12024 206000 SH Sole 196800 9200 Berkshire Hathaway (B) COM 084670702 25686 331900 SH Sole 331900 Berry Petroleum (A) COM 085789105 3639 68500 SH Sole 68500 Best Buy COM 086516101 5877 187100 SH Sole 23400 163700 Biglari Holdings COM 08986R101 2503 6400 SH Sole 6400 Biogen Idec COM 09062X103 104611 978400 SH Sole 602000 376400 BJ's Wholesale Club COM 05548J106 11122 220900 SH Sole 66000 154900 Blackbaud COM 09227Q100 1458 52600 SH Sole 52600 Block (H & R) COM 093671105 16369 1020500 SH Sole 706800 313700 BMC Software COM 055921100 3375 61700 SH Sole 61700 Boise COM 09746Y105 3757 482300 SH Sole 482300 BOK Financial COM 05561Q201 6704 122400 SH Sole 122400 Brink's Co COM 109696104 283 9500 SH Sole 9500 Bristol Myers Squibb COM 110122108 9739 336300 SH Sole 336300 Brookfield Asset Mgt COM 112585104 3052 92000 SH Sole 11100 80900 Brown-Forman (B) COM 115637209 1942 26000 SH Sole 26000 Brown & Brown COM 115236101 3562 138800 SH Sole 138800 Buckeye Technologies COM 118255108 6486 240400 SH Sole 240400 CA COM 12673P105 91022 3985200 SH Sole 2546700 1438500 Cabot Corp COM 127055101 73995 1855900 SH Sole 1203400 652500 CACI Intl COM 127190304 2094 33200 SH Sole 33200 Cal Dive Intl COM 12802T101 1065 178100 SH Sole 178100 Calamos Asset Mgt COM 12811R104 4455 306800 SH Sole 306800 California Pizza Kitchen COM 13054D109 1888 102200 SH Sole 102200 Capital One Finl COM 14040H105 210597 4075800 SH Sole 2524800 1551000 Capitol Federal Finl COM 14057J101 1259 107072 SH Sole 107072 Cardinal Health COM 14149Y108 188997 4161100 SH Sole 2618400 1542700 Cash America Intl COM 14754D100 7396 127800 SH Sole 127800 Caterpillar COM 149123101 18790 176500 SH Sole 155400 21100 Cathay Genl Bancorp COM 149150104 5920 361200 SH Sole 361200 Cato Corp (A) COM 149205106 1665 57800 SH Sole 57800 CB Richard Ellis Grp COM 12497T101 5768 229700 SH Sole 88000 141700 CBL & Associates Pptys COM 124830100 11353 626200 SH Sole 626200 CBS COM 124857202 115171 4042500 SH Sole 2544000 1498500 Celestica COM 15101Q108 1551 177100 SH Sole 177100 Century Aluminum COM 156431108 318 20300 SH Sole 20300 Cenveo COM 15670S105 1951 304800 SH Sole 304800 Cephalon Inc COM 156708109 10739 134400 SH Sole 56700 77700 Ceradyne COM 156710105 5661 145200 SH Sole 145200 CF Industries COM 125269100 1672 11800 SH Sole 11800 CGI Group COM 39945C109 15433 626100 SH Sole 392300 233800 CH Robinson Worldwd COM 12541W209 4376 55500 SH Sole 55500 Charles River Labs COM 159864107 8215 202100 SH Sole 202100 Chemical Financial COM 163731102 7463 397800 SH Sole 397800 Chevron COM 166764100 656438 6383100 SH Sole 3721900 2661200 Chicago Bridge&Iron Co COM 167250109 9534 245100 SH Sole 148900 96200 China Natural Gas COM 168910206 594 155600 SH Sole 155600 Choice Hotels Intl COM 169905106 2852 85500 SH Sole 85500 Chubb Corp COM 171232101 169197 2702400 SH Sole 1573600 1128800 Church & Dwight COM 171340102 4200 103600 SH Sole 103600 Ciber Inc COM 17163B102 213 38400 SH Sole 38400 Cigna Corp COM 125509109 61263 1191200 SH Sole 659700 531500 Cinemark Holdings COM 17243V102 2440 117800 SH Sole 117800 Cisco Systems COM 17275R102 124775 7993300 SH Sole 4205800 3787500 Citigroup COM 172967424 176940 4249290 SH Sole 2314550 1934740 City Holding Company COM 177835105 5050 152900 SH Sole 152900 City National COM 178566105 1465 27000 SH Sole 27000 CLARCOR COM 179895107 2837 60000 SH Sole 60000 Clean Harbors COM 184496107 3893 37700 SH Sole 37700 Clearwater Paper COM 18538R103 1400 20500 SH Sole 20500 Cliffs Natural Res COM 18683K101 1766 19100 SH Sole 19100 CME Group COM 12572Q105 4899 16800 SH Sole 16800 CNA Financial Corp COM 126117100 668 23000 SH Sole 23000 CNO Financial Grp COM 12621E103 5321 672700 SH Sole 672700 Coach COM 189754104 181484 2838800 SH Sole 1781200 1057600 Coeur d'Alene Mines COM 192108504 1684 69400 SH Sole 69400 Cohen & Steers COM 19247A100 3060 92300 SH Sole 92300 Colgate-Palmolive COM 194162103 2037 23300 SH Sole 23300 Comcast (A) COM 20030N101 148130 5845700 SH Sole 3492900 2352800 Commerce Bancshares COM 200525103 29338 682290 SH Sole 404300 277990 CommonWealth REIT COM 203233101 4693 181600 SH Sole 181600 Community Bank COM 203607106 2328 93900 SH Sole 93900 Compass Diversified COM 20451Q104 8931 541600 SH Sole 541600 Compass Minerals Intl COM 20451N101 3451 40100 SH Sole 40100 Complete Prodctn Svs COM 20453E109 10899 326700 SH Sole 211400 115300 Comtech Telecommun COM 205826209 6068 216400 SH Sole 216400 Con Edison COM 209115104 3072 57700 SH Sole 57700 ConocoPhillips COM 20825C104 374702 4983400 SH Sole 2952200 2031200 Constellation Brands (A) COM 21036P108 17406 836000 SH Sole 430800 405200 Constellation Energy COM 210371100 105100 2768700 SH Sole 1733400 1035300 Copa Holdings SA COM P31076105 1355 20300 SH Sole 20300 Corn Products Intl COM 219023108 3140 56800 SH Sole 56800 Corp Office Pptys Tr COM 22002T108 3008 96700 SH Sole 96700 Corrections Corp COM 22025Y407 2148 99200 SH Sole 99200 Coventry Health Care COM 222862104 7972 218600 SH Sole 218600 Crane Co COM 224399105 400 8100 SH Sole 8100 CSX COM 126408103 125287 4778300 SH Sole 2892100 1886200 Cummins COM 231021106 10732 103700 SH Sole 82600 21100 CVB Financial Corp COM 126600105 674 72900 SH Sole 72900 CVR Energy COM 12662P108 431 17500 SH Sole 17500 CVS Caremark Corp COM 126650100 188738 5022300 SH Sole 2892400 2129900 Dean Foods Co COM 242370104 1299 105900 SH Sole 105900 Deere & Co COM 244199105 1789 21700 SH Sole 21700 Del Monte Produce COM G36738105 5625 210900 SH Sole 210900 Dell Inc COM 24702R101 10387 623100 SH Sole 523600 99500 Delphi Financial (A) COM 247131105 2927 100200 SH Sole 100200 Devon Energy COM 25179M103 7755 98400 SH Sole 14100 84300 Devry Inc COM 251893103 946 16000 SH Sole 16000 DG FastChannel COM 23326R109 3952 123300 SH Sole 123300 Diamond Offshore COM 25271C102 1718 24400 SH Sole 24400 Diana Shipping COM Y2066G104 1892 172600 SH Sole 172600 Dillard Dept Stores COM 254067101 59633 1143700 SH Sole 772200 371500 Dime Community Banc COM 253922108 5847 402100 SH Sole 402100 DIRECTV COM 25490A101 199789 3931300 SH Sole 2387100 1544200 Discover Finl Svcs COM 254709108 175183 6548900 SH Sole 4008300 2540600 Discovery Comm COM 25470F104 7234 176600 SH Sole 78100 98500 Dish Network COM 25470M109 2920 95200 SH Sole 95200 Dollar Tree COM 256746108 1905 28600 SH Sole 28600 Domtar Corp COM 257559203 69979 738800 SH Sole 496900 241900 Donnelley (R R) & Sons COM 257867101 3669 187100 SH Sole 187100 Dover Corp COM 260003108 16306 240500 SH Sole 104800 135700 Dow Chemical COM 260543103 15098 419400 SH Sole 202100 217300 DPL Inc COM 233293109 7621 252700 SH Sole 120700 132000 Dr Pepper Snapple Grp COM 26138E109 7350 175300 SH Sole 45000 130300 DreamWorks Animation COM 26153C103 2510 124900 SH Sole 124900 Dresser-Rand Grp COM 261608103 2865 53300 SH Sole 53300 DST Systems COM 233326107 7139 135200 SH Sole 105600 29600 DTE Energy COM 233331107 4127 82500 SH Sole 82500 Du Pont (EI) COM 263534109 2265 41900 SH Sole 41900 Duke Energy COM 26441C105 923 49000 SH Sole 49000 Dun & Bradstreet COM 26483E100 3286 43500 SH Sole 29100 14400 East West Bancorp COM 27579R104 4479 221600 SH Sole 221600 Eastman Chemical Co COM 277432100 104254 1021400 SH Sole 664200 357200 EchoStar Holding (A) COM 278768106 1683 46200 SH Sole 46200 Edison Intl COM 281020107 178409 4604100 SH Sole 2709300 1894800 Edwards Lifesciences COM 28176E108 1430 16400 SH Sole 16400 El Paso Electric COM 283677854 14419 446400 SH Sole 446400 Electronics For Imaging COM 286082102 1443 83800 SH Sole 83800 Elizabeth Arden COM 28660G106 9243 318400 SH Sole 318400 Emcor Group COM 29084Q100 12301 419700 SH Sole 419700 Encore Wire COM 292562105 2054 84800 SH Sole 84800 Endo Pharmaceuticals COM 29264F205 10412 259200 SH Sole 98400 160800 Energen Corp COM 29265N108 6938 122800 SH Sole 45200 77600 Entergy Corp COM 29364G103 156368 2290100 SH Sole 1351700 938400 Epiq Systems COM 26882D109 2362 166100 SH Sole 166100 Equifax COM 294429105 1469 42300 SH Sole 42300 Erie Indemnity (A) COM 29530P102 7199 101800 SH Sole 47500 54300 Essex Property Trust COM 297178105 3788 28000 SH Sole 28000 Exelon Corp COM 30161N101 159720 3728300 SH Sole 2088600 1639700 Exxon Mobil COM 30231G102 318928 3919000 SH Sole 2462900 1456100 EZCORP COM 302301106 10146 285200 SH Sole 285200 FactSet Research Sys COM 303075105 2497 24400 SH Sole 24400 Fair Isaac Corp COM 303250104 3346 110800 SH Sole 110800 FBL Finl Group (A) COM 30239F106 5575 173400 SH Sole 173400 Federal-Mogul Corp COM 313549404 6039 264500 SH Sole 264500 Federated Investors COM 314211103 3202 134300 SH Sole 134300 FedEx Corp COM 31428X106 3472 36600 SH Sole 36600 Ferro Corp COM 315405100 7034 523400 SH Sole 523400 Fidelity National Inform COM 31620M106 77468 2516000 SH Sole 1710900 805100 Fifth Third Bancorp COM 316773100 134659 10561500 SH Sole 6527900 4033600 First Cash Finl Svcs COM 31942D107 7378 175700 SH Sole 175700 First Citizens Bancsh COM 31946M103 10859 58000 SH Sole 49800 8200 First Finl Bancorp COM 320209109 4837 289800 SH Sole 289800 FirstMerit COM 337915102 1689 102300 SH Sole 102300 Fiserv Inc COM 337738108 2267 36200 SH Sole 36200 Flextronics Intl COM Y2573F102 1106 172300 SH Sole 172300 FLIR Systems COM 302445101 4018 119200 SH Sole 119200 Flowers Foods COM 343498101 3842 174300 SH Sole 174300 FMC Corp COM 302491303 4473 52000 SH Sole 52000 Foot Locker COM 344849104 6002 252600 SH Sole 252600 Ford Motor Co COM 345370860 7469 541600 SH Sole 131400 410200 Forest City Entrprs (A) COM 345550107 10011 536200 SH Sole 536200 Forest Laboratories (A) COM 345838106 159972 4066400 SH Sole 2423400 1643000 FormFactor COM 346375108 119 13100 SH Sole 13100 Fossil Inc COM 349882100 59602 506300 SH Sole 321800 184500 Franklin Resources COM 354613101 164307 1251480 SH Sole 778580 472900 Freeport-McMoRan COM 35671D857 185859 3513400 SH Sole 2219400 1294000 Frontier Oil COM 35914P105 11864 367200 SH Sole 367200 Fuller (HB) Co COM 359694106 1495 61200 SH Sole 61200 Fulton Financial COM 360271100 1082 101000 SH Sole 101000 GameStop Corp COM 36467W109 11839 443900 SH Sole 293700 150200 Gap Inc COM 364760108 3263 180300 SH Sole 180300 Gardner Denver COM 365558105 97473 1159700 SH Sole 701200 458500 Garmin Ltd COM H2906T109 8310 251600 SH Sole 134200 117400 General Dynamics COM 369550108 67701 908500 SH Sole 552400 356100 General Electric COM 369604103 296681 15730700 SH Sole 9071900 6658800 General Mills COM 370334104 4310 115800 SH Sole 115800 Genesco Inc COM 371532102 229 4400 SH Sole 4400 Genuine Parts Co COM 372460105 1121 20600 SH Sole 20600 Gildan Activewear COM 375916103 2726 77500 SH Sole 77500 Gilead Sciences Inc COM 375558103 73221 1768200 SH Sole 1095800 672400 Glatfelter (P H) COM 377316104 1353 88000 SH Sole 88000 Global Payments COM 37940X102 16096 315600 SH Sole 160300 155300 Goldman Sachs Group COM 38141G104 229552 1724790 SH Sole 1034590 690200 Goodyear Tire COM 382550101 135059 8053600 SH Sole 5106300 2947300 Graco Inc COM 384109104 3724 73500 SH Sole 48000 25500 Graham Corp COM 384556106 245 12000 SH Sole 12000 Grainger (W W) Inc COM 384802104 30991 201700 SH Sole 135900 65800 Great Plains Energy COM 391164100 17316 835300 SH Sole 635800 199500 Greatbatch COM 39153L106 5938 221400 SH Sole 221400 Greif Inc (A) COM 397624107 2744 42200 SH Sole 42200 GT Advanced Tech COM 36191U106 8035 496000 SH Sole 496000 Halliburton COM 406216101 11975 234800 SH Sole 122300 112500 Hanover Insurance Grp COM 410867105 2330 61800 SH Sole 61800 Hansen Natural Corp COM 411310105 8330 102900 SH Sole 61600 41300 Harris Corp COM 413875105 1938 43000 SH Sole 43000 Hartford Financial COM 416515104 68290 2589700 SH Sole 1563100 1026600 Hawaiian Electric Inds COM 419870100 3354 139400 SH Sole 139400 HCC Insurance Hldgs COM 404132102 12008 381200 SH Sole 292700 88500 Health Care REIT COM 42217K106 3917 74700 SH Sole 74700 Health Net COM 42222G108 128902 4016900 SH Sole 2565100 1451800 Helix Energy Solutions COM 42330P107 6745 407300 SH Sole 407300 Helmerich & Payne COM 423452101 5812 87900 SH Sole 61700 26200 Herbalife Ltd COM G4412G101 147639 2561400 SH Sole 1647600 913800 Hershey Company COM 427866108 4503 79200 SH Sole 79200 Hess Corp COM 42809H107 194264 2598500 SH Sole 1565700 1032800 Hewlett-Packard COM 428236103 17083 469300 SH Sole 469300 Hi-Tech Pharmacal COM 42840B101 260 9000 SH Sole 9000 Hill-Rom Holdings COM 431475102 9093 197500 SH Sole 183000 14500 HollyFrontier Corp COM 436106108 19064 274700 SH Sole 239800 34900 Home BancShares COM 436893200 2834 119900 SH Sole 119900 Home Depot Inc COM 437076102 13927 384500 SH Sole 189100 195400 Home Properties COM 437306103 3580 58800 SH Sole 58800 Hormel Foods Corp COM 440452100 4418 148200 SH Sole 148200 Hospitality Properties Tr COM 44106M102 20581 848700 SH Sole 708000 140700 Host Hotels & Resort COM 44107P104 3878 228800 SH Sole 228800 Hot Topic COM 441339108 9827 1320900 SH Sole 1320900 Hudson City Bancorp COM 443683107 1663 203100 SH Sole 203100 Humana Inc COM 444859102 74540 925500 SH Sole 582500 343000 Hunt (JB) Transprt Svcs COM 445658107 4021 85400 SH Sole 85400 Huntington Bancshares COM 446150104 138930 21178300 SH Sole 13545400 7632900 Huntsman Corp COM 447011107 72388 3840200 SH Sole 2440200 1400000 Hyatt Hotels Corp COM 448579102 3621 88700 SH Sole 88700 IAC/InterActiveCorp COM 44919P508 34918 914800 SH Sole 491000 423800 IBC Bank COM 459044103 10187 608900 SH Sole 608900 ICU Medical COM 44930G107 3107 71100 SH Sole 71100 IDACORP COM 451107106 1608 40700 SH Sole 40700 Independent Bank Corp COM 453836108 2189 83400 SH Sole 83400 Ingram Micro (A) COM 457153104 8753 482500 SH Sole 277100 205400 Innophos Holdings COM 45774N108 7169 146900 SH Sole 146900 Insight Enterprises COM 45765U103 6092 344000 SH Sole 344000 Insperity COM 45778Q107 252 8500 SH Sole 8500 Integrated Devices COM 458118106 1690 215000 SH Sole 215000 Intel Corp COM 458140100 390218 17609100 SH Sole 10603900 7005200 Interactive Brokers COM 45841N107 8174 522300 SH Sole 522300 Intl Bus Machines COM 459200101 158804 925700 SH Sole 628900 296800 Intl Paper Co COM 460146103 4565 153100 SH Sole 4800 148300 Intl Rectifier COM 460254105 218 7800 SH Sole 7800 Intrepid Potash COM 46121Y102 1794 55200 SH Sole 55200 Invacare Corp COM 461203101 551 16600 SH Sole 16600 ITT Educational Svcs COM 45068B109 39613 506300 SH Sole 291800 214500 Johnson & Johnson COM 478160104 24905 374400 SH Sole 374400 Jones Lang LaSalle COM 48020Q107 119959 1272100 SH Sole 796400 475700 JPMorgan Chase COM 46625H100 548846 13406100 SH Sole 7910200 5495900 KapStone Paper & Pkg COM 48562P103 3153 190300 SH Sole 190300 KAR Auction Services COM 48238T109 3712 196300 SH Sole 196300 KBR COM 48242W106 143968 3819800 SH Sole 2337400 1482400 Kellogg COM 487836108 4110 74300 SH Sole 74300 Kennametal COM 489170100 1731 41000 SH Sole 41000 KeyCorp COM 493267108 144490 17345700 SH Sole 10553500 6792200 Kimberly-Clark COM 494368103 4453 66900 SH Sole 66900 Kindred Healthcare COM 494580103 1434 66800 SH Sole 66800 KLA-Tencor Corp COM 482480100 2757 68100 SH Sole 68100 Knoll COM 498904200 1648 82100 SH Sole 82100 Kroger Co COM 501044101 184643 7445300 SH Sole 4498100 2947200 L-3 Communications COM 502424104 41259 471800 SH Sole 268200 203600 Lam Research COM 512807108 1165 26300 SH Sole 26300 Landstar System COM 515098101 1813 39000 SH Sole 39000 Lauder (Estee) Cos COM 518439104 11813 112300 SH Sole 96700 15600 Lawson Software COM 52078P102 2076 185000 SH Sole 185000 Layne Christensen COM 521050104 8526 281000 SH Sole 281000 Lennox International COM 526107107 3213 74600 SH Sole 74600 Liberty Global (A) COM 530555101 6621 147000 SH Sole 45400 101600 Lihua International COM 532352101 3438 564500 SH Sole 564500 Lilly (Eli) & Co COM 532457108 11717 312200 SH Sole 96400 215800 Limited Brands COM 532716107 6106 158800 SH Sole 158800 Lincoln Electric Hldgs COM 533900106 11651 325000 SH Sole 211800 113200 Lincoln Natl COM 534187109 59612 2092400 SH Sole 1269200 823200 Lithia Motors (A) COM 536797103 9381 477900 SH Sole 477900 LKQ Corp COM 501889208 856 32800 SH Sole 32800 Lockheed Martin Corp COM 539830109 126337 1560300 SH Sole 1003000 557300 Lorillard COM 544147101 7349 67500 SH Sole 67500 Lowe's Cos COM 548661107 3720 159600 SH Sole 85900 73700 LSI Logic COM 502161102 49748 6987100 SH Sole 4587600 2399500 LTC Properties COM 502175102 910 32700 SH Sole 32700 Lubrizol COM 549271104 11775 87700 SH Sole 39900 47800 Lufkin Industries COM 549764108 3821 44400 SH Sole 44400 Luminex Corp COM 55027E102 2516 120400 SH Sole 120400 Mack Cali Realty COM 554489104 2520 76500 SH Sole 56700 19800 Macy's COM 55616P104 75214 2572300 SH Sole 1489800 1082500 Magellan Health Svcs COM 559079207 3481 63600 SH Sole 63600 Magna Intl COM 559222401 1210 22400 SH Sole 22400 Maiden Holdings Ltd COM G5753U112 7766 853400 SH Sole 853400 Manhattan Associates COM 562750109 1264 36700 SH Sole 36700 Marathon Oil COM 565849106 245241 4655300 SH Sole 2814300 1841000 Marsh & McLennan COM 571748102 1868 59900 SH Sole 59900 MasterCard COM 57636Q104 12144 40300 SH Sole 35800 4500 Matrix Service Co COM 576853105 2023 151200 SH Sole 151200 Maxim Integrated Prod COM 57772K101 1794 70200 SH Sole 70200 McGraw-Hill Cos COM 580645109 96200 2295400 SH Sole 1454200 841200 McKesson Corp COM 58155Q103 47630 569400 SH Sole 342000 227400 Meadowbrook Ins Grp COM 58319P108 1951 196900 SH Sole 196900 Medco Health Solutions COM 58405U102 7223 127800 SH Sole 127800 Medifast COM 58470H101 949 40000 SH Sole 40000 Merck & Co COM 58933Y105 165563 4691500 SH Sole 2651100 2040400 Metalico COM 591176102 160 27200 SH Sole 27200 MetroPCS Comm COM 591708102 109803 6380200 SH Sole 4110200 2270000 Microsoft Corp COM 594918104 232666 8948700 SH Sole 5848800 3099900 Mid-America Apt COM 59522J103 1795 26600 SH Sole 26600 Minerals Technologies COM 603158106 2101 31700 SH Sole 31700 Moody's COM 615369105 6539 170500 SH Sole 111400 59100 Morgan Stanley COM 617446448 4107 178500 SH Sole 178500 Movado Group COM 624580106 7039 411400 SH Sole 411400 MTS Systems Corp COM 553777103 2497 59700 SH Sole 59700 Mueller Industries COM 624756102 9735 256800 SH Sole 256800 Murphy Oil Corp COM 626717102 169390 2579800 SH Sole 1551100 1028700 Myers Industries COM 628464109 1770 172200 SH Sole 172200 Myriad Genetics COM 62855J104 12054 530800 SH Sole 460600 70200 Nabors Industries Ltd COM G6359F103 574 23300 SH Sole 23300 NACCO Industries (A) COM 629579103 5354 55300 SH Sole 55300 Nasdaq OMX Group COM 631103108 71518 2826800 SH Sole 1908300 918500 Nash Finch Co COM 631158102 4290 119800 SH Sole 119800 Nationwide Health COM 638620104 1089 26300 SH Sole 26300 Natl Financial Prtnrs COM 63607P208 1287 111500 SH Sole 111500 Natl Health Investors COM 63633D104 10286 231500 SH Sole 231500 Natus Medical COM 639050103 1254 82800 SH Sole 82800 NCR COM 62886E108 11168 591200 SH Sole 410700 180500 Neenah Paper COM 640079109 238 11200 SH Sole 11200 Nelnet COM 64031N108 4209 190800 SH Sole 190800 Net1 UEPS Tech COM 64107N206 8164 940500 SH Sole 940500 NETGEAR COM 64111Q104 254 5800 SH Sole 5800 NeuStar COM 64126X201 1593 60800 SH Sole 60800 NewMarket Corp COM 651587107 40049 234600 SH Sole 154900 79700 News Corp - A COM 65248E104 3390 191500 SH Sole 191500 NextEra Energy COM 65339F101 2563 44600 SH Sole 44600 NII Holdings COM 62913F201 691 16300 SH Sole 16300 Norfolk Southern COM 655844108 16312 217700 SH Sole 62300 155400 Northeast Utilities COM 664397106 640 18200 SH Sole 18200 Northrop Grumman COM 666807102 184048 2653900 SH Sole 1620200 1033700 NRG Energy COM 629377508 3208 130500 SH Sole 31100 99400 NSTAR COM 67019E107 1779 38700 SH Sole 38700 Nucor Corp COM 670346105 1731 42000 SH Sole 42000 NutriSystem COM 67069D108 259 18400 SH Sole 18400 NV Energy COM 67073Y106 120653 7860100 SH Sole 4949700 2910400 Occidental Petroleum COM 674599105 13140 126300 SH Sole 24300 102000 Oceaneering Intl COM 675232102 25430 627900 SH Sole 391700 236200 OGE Energy COM 670837103 18855 374700 SH Sole 236500 138200 Oil States Intl COM 678026105 1319 16500 SH Sole 16500 Old National Bancorp COM 680033107 6584 609600 SH Sole 609600 Omnicom Group COM 681919106 1397 29000 SH Sole 29000 Oracle Inc COM 68389X105 17883 543400 SH Sole 472800 70600 Oshkosh COM 688239201 66724 2305600 SH Sole 1485600 820000 Owens & Minor COM 690732102 1624 47100 SH Sole 47100 Pacific Rim Mining COM 694915208 6 35000 SH Sole 35000 Panera Bread Co COM 69840W108 4109 32700 SH Sole 32700 Papa Johns Intl COM 698813102 9353 281200 SH Sole 281200 Parametric Technology COM 699173209 1639 71500 SH Sole 71500 Parker Hannifin COM 701094104 13883 154700 SH Sole 53600 101100 Patterson-UTI Energy COM 703481101 74925 2370300 SH Sole 1438200 932100 Patterson Cos COM 703395103 3782 115000 SH Sole 115000 PDL BioPharma COM 69329Y104 9266 1578600 SH Sole 1578600 Penn National Gaming COM 707569109 5486 136000 SH Sole 128300 7700 Penney (JC) Co COM 708160106 19108 553200 SH Sole 456200 97000 People's United Finl COM 712704105 13280 988100 SH Sole 916100 72000 Pepco Holdings COM 713291102 11547 588210 SH Sole 393700 194510 PepsiCo COM 713448108 5205 73900 SH Sole 73900 Petrohawk Energy COM 716495106 4041 163800 SH Sole 163800 PetSmart COM 716768106 2400 52900 SH Sole 52900 Pfizer Inc COM 717081103 380266 18459500 SH Sole 10693800 7765700 PG&E Corp COM 69331C108 8351 198700 SH Sole 67000 131700 Philip Morris Intl COM 718172109 79950 1197400 SH Sole 791600 405800 Piedmont Natural Gas COM 720186105 1604 53000 SH Sole 53000 Piedmont Office Rlty COM 720190206 3803 186500 SH Sole 186500 Pinnacle West COM 723484101 8938 200500 SH Sole 152600 47900 Pioneer Drilling Co COM 723655106 3019 198100 SH Sole 198100 Plantronics COM 727493108 1311 35900 SH Sole 35900 PNC Financial Services COM 693475105 222685 3735700 SH Sole 2258200 1477500 PNM Resources COM 69349H107 9806 585800 SH Sole 585800 Pool Corp COM 73278L105 1970 66100 SH Sole 66100 Portland Genl Elec COM 736508847 11057 437400 SH Sole 437400 Post Properties COM 737464107 2902 71200 SH Sole 71200 PPG Industries COM 693506107 8643 95200 SH Sole 34500 60700 Procter & Gamble COM 742718109 265538 4177100 SH Sole 2414900 1762200 Prosperity Bancshs COM 743606105 1941 44300 SH Sole 44300 Protective Life Corp COM 743674103 5394 233200 SH Sole 233200 Provident Finl Svcs COM 74386T105 5074 354300 SH Sole 354300 Prudential Financial COM 744320102 9634 151500 SH Sole 45400 106100 PS Business Parks COM 69360J107 10585 192100 SH Sole 192100 Public Service Ent COM 744573106 164861 5050900 SH Sole 3034200 2016700 Public Storage COM 74460D109 25082 220000 SH Sole 82600 137400 Pulse Electronics COM 74586W106 814 184200 SH Sole 184200 QLogic COM 747277101 1516 95200 SH Sole 95200 Quidel Corp COM 74838J101 1895 125100 SH Sole 125100 Ralcorp Holdings COM 751028101 4113 47500 SH Sole 47500 Range Resources COM 75281A109 4151 74800 SH Sole 74800 Raymond James Finl COM 754730109 23151 720100 SH Sole 347100 373000 Raytheon COM 755111507 123035 2468100 SH Sole 1479800 988300 Realty Income Corp COM 756109104 3473 103700 SH Sole 103700 Red Robin Gourmet COM 75689M101 258 7100 SH Sole 7100 Regal Entertainment COM 758766109 1072 86780 SH Sole 86780 Reinsurance Grp COM 759351604 12403 203800 SH Sole 203800 Reliance Steel & Alum COM 759509102 2929 59000 SH Sole 59000 RenaissanceRe Holdings COM G7496G103 3896 55700 SH Sole 55700 Republic Bancorp COM 760281204 1317 66200 SH Sole 66200 Research In Motion COM 760975102 62065 2151300 SH Sole 1311300 840000 Retail Opportunity COM 76131N101 2670 248100 SH Sole 248100 Reynolds American COM 761713106 4691 126600 SH Sole 126600 Robert Half Intl COM 770323103 1181 43700 SH Sole 43700 Rollins COM 775711104 3959 194250 SH Sole 7000 187250 Ruddick Corp COM 781258108 1776 40800 SH Sole 40800 Ryder System Inc COM 783549108 128453 2259500 SH Sole 1516000 743500 Safeway Inc COM 786514208 143499 6140300 SH Sole 3767200 2373100 SAIC COM 78390X101 37959 2256800 SH Sole 1611700 645100 SBA Communications COM 78388J106 1386 36300 SH Sole 36300 SCANA Corp COM 80589M102 2894 73500 SH Sole 73500 Scholastic Corp COM 807066105 295 11100 SH Sole 11100 Scripps Networks COM 811065101 924 18900 SH Sole 18900 SEACOR Holdings COM 811904101 11655 116600 SH Sole 80800 35800 SEI Investments COM 784117103 9011 400300 SH Sole 228500 171800 Sempra Energy COM 816851109 86062 1627500 SH Sole 913600 713900 Shaw Commun (B) COM 82028K200 1867 81800 SH Sole 81800 Signature Bank/NY COM 82669G104 3552 62100 SH Sole 62100 Silgan Holdings COM 827048109 3528 86100 SH Sole 86100 Silicon Graphics Intl COM 82706L108 1699 98800 SH Sole 98800 Simon Property Grp COM 828806109 1265 10880 SH Sole 10880 SL Green Realty COM 78440X101 1740 21000 SH Sole 21000 Smart Balance COM 83169Y108 2201 424900 SH Sole 424900 Smithfield Foods COM 832248108 991 45300 SH Sole 45300 Smucker (J.M.) COM 832696405 1391 18200 SH Sole 18200 Sonic Automotive COM 83545G102 5067 345900 SH Sole 345900 SonoSite COM 83568G104 2669 75900 SH Sole 75900 Spartan Stores COM 846822104 5197 266100 SH Sole 266100 Spectrum Pharma COM 84763A108 1946 210000 SH Sole 210000 Sprint Nextel COM 852061100 7006 1299900 SH Sole 473200 826700 Standard Motor Prods COM 853666105 7909 519300 SH Sole 519300 State Street COM 857477103 5848 129700 SH Sole 12700 117000 Stericycle COM 858912108 677 7600 SH Sole 7600 Sturm Ruger & Co COM 864159108 4383 199700 SH Sole 199700 SunTrust Banks COM 867914103 3127 121200 SH Sole 121200 SVB Financial Group COM 78486Q101 5075 85000 SH Sole 21000 64000 Symantec Corp COM 871503108 160787 8153500 SH Sole 5251300 2902200 Symetra Financial COM 87151Q106 1618 120500 SH Sole 120500 SYNNEX Corp COM 87162W100 219 6900 SH Sole 6900 Sysco Corp COM 871829107 5285 169500 SH Sole 140000 29500 T. Rowe Price Group COM 74144T108 20184 334500 SH Sole 146700 187800 Tanger Factory Outlet COM 875465106 1700 63500 SH Sole 63500 Targacept COM 87611R306 1747 82900 SH Sole 82900 Taubman Centers COM 876664103 33336 563100 SH Sole 323700 239400 Tech Data COM 878237106 17772 363500 SH Sole 296300 67200 Techne Corp COM 878377100 5502 66000 SH Sole 15700 50300 Teck Resources Ltd COM 878742204 17323 341400 SH Sole 241000 100400 TECO Energy Inc COM 872375100 4437 234900 SH Sole 65900 169000 Telephone & Data COM 879433100 18141 583700 SH Sole 317700 266000 TeleTech Holdings COM 879939106 5131 243400 SH Sole 243400 Tesoro COM 881609101 109929 4798300 SH Sole 3157600 1640700 Tessera Technologies COM 88164L100 1351 78800 SH Sole 78800 Texas Instruments COM 882508104 26609 810500 SH Sole 437500 373000 TFS Financial Corp COM 87240R107 3628 374800 SH Sole 374800 THQ Inc COM 872443403 4010 1107800 SH Sole 1107800 Time Warner COM 887317303 99963 2748500 SH Sole 1631500 1117000 Time Warner Cable COM 88732J207 83612 1071400 SH Sole 695800 375600 Timken Co COM 887389104 24570 487500 SH Sole 339200 148300 TJX Companies COM 872540109 53885 1025800 SH Sole 718700 307100 Torchmark Corp COM 891027104 27580 430000 SH Sole 218200 211800 Toro Co COM 891092108 26251 433900 SH Sole 324000 109900 Total System Svcs COM 891906109 2659 143100 SH Sole 143100 Towers Watson & Co COM 891894107 736 11200 SH Sole 11200 Tractor Supply Co COM 892356106 1719 25700 SH Sole 25700 Travelers Companies COM 89417E109 178129 3051200 SH Sole 1822200 1229000 Triple-S Mgmt Corp COM 896749108 230 10600 SH Sole 10600 True Religion Apprl COM 89784N104 9628 331100 SH Sole 331100 Tyco International COM H89128104 633 12800 SH Sole 12800 Tyler Technologies COM 902252105 2383 89000 SH Sole 89000 Tyson Foods (A) COM 902494103 452 23300 SH Sole 23300 UMB Financial Corp COM 902788108 8301 198200 SH Sole 198200 Union Pacific Corp COM 907818108 56219 538500 SH Sole 332800 205700 Unit Corp COM 909218109 18791 308400 SH Sole 134300 174100 United Online COM 911268100 11210 1859000 SH Sole 1859000 United Technologies COM 913017109 2089 23600 SH Sole 23600 United Therapeutics COM 91307C102 3108 56400 SH Sole 56400 UnitedHealth Group COM 91324P102 292453 5669900 SH Sole 3395600 2274300 UNUMProvident COM 91529Y106 20697 812300 SH Sole 385000 427300 Urstadt Biddle Prop COM 917286205 3944 217800 SH Sole 217800 US Bancorp COM 902973304 169723 6653200 SH Sole 3809900 2843300 VAALCO Energy COM 91851C201 5990 995000 SH Sole 995000 Vail Resorts COM 91879Q109 3027 65500 SH Sole 65500 Valero Energy COM 91913Y100 182744 7146800 SH Sole 4298600 2848200 Valley Natl Bancorp COM 919794107 2881 211705 SH Sole 211705 ValueClick COM 92046N102 3239 195100 SH Sole 195100 Vectren Corp COM 92240G101 2351 84400 SH Sole 84400 Verisk Analytics COM 92345Y106 4044 116800 SH Sole 116800 Verizon Comm COM 92343V104 377166 10130700 SH Sole 5903900 4226800 Viacom (B) COM 92553P201 122441 2400800 SH Sole 1474400 926400 Visa COM 92826C839 21756 258200 SH Sole 170300 87900 Vishay Intertech COM 928298108 2683 178400 SH Sole 178400 Vornado Realty Trust COM 929042109 11470 123100 SH Sole 46200 76900 WABCO Holdings COM 92927K102 4827 69900 SH Sole 69900 Waddell & Reed (A) COM 930059100 1596 43900 SH Sole 30700 13200 Wal-Mart Stores COM 931142103 96949 1824400 SH Sole 1184500 639900 Walgreen Co COM 931422109 176757 4162900 SH Sole 2622700 1540200 Walt Disney Company COM 254687106 11033 282600 SH Sole 19400 263200 Warnaco Group COM 934390402 1212 23200 SH Sole 23200 Washington REIT COM 939653101 403 12400 SH Sole 12400 Waters Corp COM 941848103 1752 18300 SH Sole 18300 Websense COM 947684106 3010 115900 SH Sole 115900 Weight Watchers Intl COM 948626106 3698 49000 SH Sole 49000 WellCare Hlth Plans COM 94946T106 10164 197700 SH Sole 197700 Wellpoint COM 94973V107 222880 2829500 SH Sole 1721700 1107800 Wells Fargo & Co COM 949746101 465650 16594800 SH Sole 9912200 6682600 WesBanco COM 950810101 3790 192800 SH Sole 192800 Western Digital Corp COM 958102105 1895 52100 SH Sole 52100 Western Refining COM 959319104 2355 130300 SH Sole 130300 Westlake Chemical Corp COM 960413102 2066 39800 SH Sole 39800 WGL Holdings COM 92924F106 1582 41100 SH Sole 41100 Whirlpool Corp COM 963320106 109676 1348700 SH Sole 850700 498000 White Mtns Insur Group COM G9618E107 1302 3100 SH Sole 3100 Whole Foods Market COM 966837106 5381 84800 SH Sole 67800 17000 Wiley (John)&Sons (A) COM 968223206 749 14400 SH Sole 14400 Williams Cos COM 969457100 5469 180800 SH Sole 54100 126700 Wisconsin Energy Corp COM 976657106 4028 128500 SH Sole 128500 Wolverine World Wide COM 978097103 2300 55100 SH Sole 55100 Woodward COM 980745103 1764 50600 SH Sole 50600 World Acceptance COM 981419104 957 14600 SH Sole 14600 Wyndham Worldwide COM 98310W108 1888 56100 SH Sole 56100 Wynn Resorts Ltd COM 983134107 6158 42900 SH Sole 42900 Zebra Technologies (A) COM 989207105 5128 121600 SH Sole 54000 67600