0001013536-12-000001.txt : 20120213
0001013536-12-000001.hdr.sgml : 20120213
20120213102809
ACCESSION NUMBER: 0001013536-12-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
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: 12595882
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_12.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: December 31, 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 February 13, 2012
Report Type (Check only one>):
[ ] 13F Holdings Report.
[ ] 13F Notice.
[ X] 13F Combination Report.
List of Other Managers Reporting for this Manager: None
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: 1
Form 13F Information Table Entry Total: 557
Form 13F Information Table Value Total: 18,811
(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 1169 14300 SH Sole 14300
Aaron's COM 002535300 21101 790900 SH Sole 651900 139000
Abbott Laboratories COM 002824100 3301 58700 SH Sole 8900 49800
AboveNet COM 00374N107 273 4200 SH Sole 4200
Accretive Health COM 00438V103 6310 274600 SH Sole 42500 232100
ACE Ltd COM H0023R105 220612 3146200 SH Sole 1777200 1369000
Activision Blizzard COM 00507V109 195698 15884600 SH Sole 9023200 6861400
Actuate Corp COM 00508B102 1844 314700 SH Sole 314700
ADM COM 039483102 1953 68300 SH Sole 68300
Adobe Systems COM 00724F101 7305 258400 SH Sole 258400
ADTRAN COM 00738A106 5860 194300 SH Sole 29300 165000
Advance America COM 00739W107 4762 532100 SH Sole 532100
Advance Auto Parts COM 00751Y106 8161 117200 SH Sole 33400 83800
Aegean Marine Petro COM Y0017S102 2573 630600 SH Sole 630600
Aeropostale COM 007865108 15454 1013400 SH Sole 1013400
AES Corp COM 00130H105 2548 215200 SH Sole 215200
Aetna COM 00817Y108 211119 5004000 SH Sole 2914500 2089500
Aflac Inc COM 001055102 79174 1830200 SH Sole 1026500 803700
AGCO Corp COM 001084102 4353 101300 SH Sole 101300
Agilent Technologies COM 00846U101 510 14600 SH Sole 14600
AGL Resources COM 001204106 1821 43100 SH Sole 43100
Agree Realty Corp COM 008492100 544 22300 SH Sole 22300
Agrium Inc COM 008916108 74814 1114800 SH Sole 603600 511200
Airgas COM 009363102 16873 216100 SH Sole 198200 17900
Alaska Air Group COM 011659109 7374 98200 SH Sole 81200 17000
Alcoa Inc COM 013817101 324 37400 SH Sole 37400
Alexander's Inc COM 014752109 777 2100 SH Sole 1000 1100
Alexion Pharmaceuticals COM 015351109 3682 51500 SH Sole 28800 22700
Align Technology COM 016255101 1580 66600 SH Sole 66600
Alliance Data Systems COM 018581108 1682 16200 SH Sole 16200
Alliance One Intl COM 018772103 3009 1106200 SH Sole 1106200
Alliant Corp COM 018802108 68798 1559700 SH Sole 871300 688400
Alliant Techsystems COM 018804104 19560 342200 SH Sole 287000 55200
Allied World Assrnc COM H01531104 6947 110400 SH Sole 17900 92500
Allos Therapeutics COM 019777101 2128 1498400 SH Sole 1498400
Allstate Corp COM 020002101 378 13800 SH Sole 13800
AMAG Pharmaceuticals COM 00163U106 2632 139200 SH Sole 139200
Amdocs Ltd COM G02602103 46361 1625000 SH Sole 1032800 592200
Amer Public Education COM 02913V103 2246 51900 SH Sole 51900
Amerco COM 023586100 4747 53700 SH Sole 53700
Ameren COM 023608102 47462 1432600 SH Sole 746600 686000
American Campus COM 024835100 6944 165500 SH Sole 23900 141600
American Elec Pwr COM 025537101 40331 976300 SH Sole 407100 569200
American Eqty Invt Life COM 025676206 2571 247200 SH Sole 247200
American Express COM 025816109 101029 2141800 SH Sole 1155500 986300
American Finl Group COM 025932104 118797 3220300 SH Sole 1922100 1298200
American Water Works COM 030420103 17791 558400 SH Sole 479800 78600
Ameriprise Financial COM 03076C106 81896 1649800 SH Sole 993600 656200
AmerisourceBergen COM 03073E105 145662 3916700 SH Sole 2230900 1685800
Ameristar Casinos COM 03070Q101 3940 227900 SH Sole 227900
Amern Eagle Outfitters COM 02553E106 11746 768200 SH Sole 490200 278000
Amgen Inc COM 031162100 23270 362400 SH Sole 111600 250800
AmTrust Finl Svcs COM 032359309 8533 359300 SH Sole 359300
Anadarko Petroleum COM 032511107 359 4700 SH Sole 4700
Analogic Corp COM 032657207 2029 35400 SH Sole 35400
Andersons COM 034164103 4287 98200 SH Sole 98200
ANN INC COM 035623107 6364 256800 SH Sole 256800
Apogee Enterprises COM 037598109 1759 143500 SH Sole 143500
Apollo Education Grp COM 037604105 169340 3143500 SH Sole 1798400 1345100
Apple COM 037833100 97078 239700 SH Sole 196600 43100
Applied Industrial Tech COM 03820C105 10586 301000 SH Sole 301000
Applied Materials COM 038222105 251 23400 SH Sole 23400
AptarGroup COM 038336103 6297 120700 SH Sole 19100 101600
Arbitron COM 03875Q108 1979 57500 SH Sole 57500
Arch Capital Group Ltd COM G0450A105 5208 139900 SH Sole 139900
Artio Global Invstrs COM 04315B107 3880 795100 SH Sole 795100
Associated Banc-Corp COM 045487105 3520 315100 SH Sole 54300 260800
Assurant COM 04621X108 124301 3027300 SH Sole 1789900 1237400
AT&T COM 00206R102 311336 10295500 SH Sole 5610100 4685400
Atmos Energy COM 049560105 7931 237800 SH Sole 61800 176000
AutoZone Inc COM 053332102 77895 239700 SH Sole 168800 70900
Avago Technologies COM Y0486S104 4127 143000 SH Sole 22300 120700
Avnet COM 053807103 26579 854900 SH Sole 557300 297600
Baker Hughes COM 057224107 443 9100 SH Sole 9100
Ball Corp COM 058498106 393 11000 SH Sole 11000
Bally Technologies COM 05874B107 1527 38600 SH Sole 38600
Banco Latino de Com COM P16994132 9872 615100 SH Sole 615100
Bank of America COM 060505104 74363 13374600 SH Sole 7167700 6206900
BB&T Corp COM 054937107 682 27100 SH Sole 7900 19200
Bebe Stores COM 075571109 2140 256900 SH Sole 256900
Bed Bath & Beyond COM 075896100 52387 903700 SH Sole 548000 355700
Berkshire Hathaway (B) COM 084670702 1503 19700 SH Sole 19700
Berry Petroleum (A) COM 085789105 4492 106900 SH Sole 13900 93000
Best Buy COM 086516101 58869 2519000 SH Sole 1433900 1085100
Biogen Idec COM 09062X103 2344 21300 SH Sole 21300
BlackRock COM 09247X101 1283 7200 SH Sole 7200
Block (H & R) COM 093671105 16464 1008200 SH Sole 659500 348700
Blue Coat Systems COM 09534T508 1687 66300 SH Sole 66300
BMC Software COM 055921100 3930 119900 SH Sole 110200 9700
BOK Financial COM 05561Q201 13667 248800 SH Sole 248800
Brandywine Realty Tr COM 105368203 3150 331600 SH Sole 331600
Bridgepoint Education COM 10807M105 4335 188500 SH Sole 188500
Brinker Intl COM 109641100 8288 309700 SH Sole 309700
Bristol Myers Squibb COM 110122108 722 20500 SH Sole 20500
Brocade Comm Sys COM 111621306 1550 298600 SH Sole 298600
Brown & Brown COM 115236101 5042 222800 SH Sole 30600 192200
Buckeye Technologies COM 118255108 7440 222500 SH Sole 222500
Buckle COM 118440106 1860 45500 SH Sole 6200 39300
Bunge Ltd COM G16962105 446 7800 SH Sole 7800
CA COM 12673P105 69724 3449100 SH Sole 2526100 923000
Cabot Corp COM 127055101 2507 78000 SH Sole 78000
CACI Intl COM 127190304 17682 316200 SH Sole 316200
Cal-Maine Foods COM 128030202 2392 65400 SH Sole 65400
Calamos Asset Mgt COM 12811R104 2177 174000 SH Sole 174000
Capella Education Co COM 139594105 11781 326800 SH Sole 326800
Capital One Finl COM 14040H105 103484 2447000 SH Sole 1480900 966100
Capitol Federal Finl COM 14057J101 1236 107072 SH Sole 107072
Cardinal Health COM 14149Y108 153368 3776600 SH Sole 2407300 1369300
Carter's Inc COM 146229109 6815 171200 SH Sole 25200 146000
Casey's Gen Stores COM 147528103 2019 39200 SH Sole 39200
Cash America Intl COM 14754D100 5754 123400 SH Sole 123400
Caterpillar COM 149123101 9277 102400 SH Sole 100700 1700
Cathay Genl Bancorp COM 149150104 4500 301400 SH Sole 301400
Cbeyond COM 149847105 6796 848500 SH Sole 848500
CBL & Associates Pptys COM 124830100 5000 318500 SH Sole 318500
CBS COM 124857202 202302 7454000 SH Sole 4347000 3107000
CEC Entertainment COM 125137109 1195 34700 SH Sole 34700
Celgene Corp COM 151020104 10350 153100 SH Sole 126900 26200
Ceradyne COM 156710105 2483 92700 SH Sole 92700
CF Industries COM 125269100 1290 8900 SH Sole 8900
CGI Group COM 39945C109 7178 380800 SH Sole 332200 48600
CH Robinson Worldwd COM 12541W209 6762 96900 SH Sole 14400 82500
Charles River Labs COM 159864107 5089 186200 SH Sole 186200
Chemed Corp COM 16359R103 2709 52900 SH Sole 52900
Chemical Financial COM 163731102 8534 400300 SH Sole 400300
Chevron COM 166764100 655488 6160600 SH Sole 3493400 2667200
Chicago Bridge&Iron Co COM 167250109 1709 45200 SH Sole 45200
China Natural Gas COM 168910206 268 139000 SH Sole 139000
Choice Hotels Intl COM 169905106 5171 135900 SH Sole 19700 116200
Chubb Corp COM 171232101 179474 2592800 SH Sole 1480400 1112400
Church & Dwight COM 171340102 6750 147500 SH Sole 21200 126300
Cigna Corp COM 125509109 92669 2206400 SH Sole 1286700 919700
Cinemark Holdings COM 17243V102 2467 133400 SH Sole 20600 112800
Cisco Systems COM 17275R102 249779 13815200 SH Sole 8201900 5613300
Citigroup COM 172967424 245254 9321700 SH Sole 5258900 4062800
City Holding Company COM 177835105 4206 124100 SH Sole 124100
Cliffs Natural Res COM 18683K101 1359 21800 SH Sole 21800
Clorox Co COM 189054109 8174 122800 SH Sole 43800 79000
CME Group COM 12572Q105 292 1200 SH Sole 1200
CMS Energy COM 125896100 4348 196900 SH Sole 196900
Coach COM 189754104 168971 2768200 SH Sole 1654300 1113900
Coeur d'Alene Mines COM 192108504 222 9200 SH Sole 9200
Coinstar COM 19259P300 6390 140000 SH Sole 140000
Columbia Banking Sys COM 197236102 2224 115400 SH Sole 115400
Comcast (A) COM 20030N101 140551 5927900 SH Sole 3445200 2482700
Comfort Systems USA COM 199908104 2341 218400 SH Sole 218400
Commerce Bancshares COM 200525103 12109 317642 SH Sole 168165 149477
CommonWealth REIT COM 203233101 5094 306100 SH Sole 306100
Community Health Sys COM 203668108 9065 519500 SH Sole 519500
Compass Minerals Intl COM 20451N101 8448 122700 SH Sole 47200 75500
Comtech Telecommun COM 205826209 7888 275600 SH Sole 275600
ConocoPhillips COM 20825C104 390831 5363400 SH Sole 3101400 2262000
Constellation Energy COM 210371100 85064 2144300 SH Sole 1333100 811200
Copa Holdings SA COM P31076105 1250 21300 SH Sole 21300
Copart COM 217204106 8103 169200 SH Sole 169200
Corp Office Pptys Tr COM 22002T108 2056 96700 SH Sole 96700
Costco Wholesale COM 22160K105 10090 121100 SH Sole 121100
Coventry Health Care COM 222862104 5060 166600 SH Sole 166600
Crane Co COM 224399105 378 8100 SH Sole 8100
Crown Castle Intl COM 228227104 1304 29100 SH Sole 29100
CSX COM 126408103 35128 1668000 SH Sole 1026200 641800
Cummins COM 231021106 12560 142700 SH Sole 80500 62200
CVB Financial Corp COM 126600105 6559 653900 SH Sole 653900
CVS Caremark Corp COM 126650100 186874 4582500 SH Sole 2729600 1852900
Cytec Industries COM 232820100 7756 173700 SH Sole 173700
Dawson Geophysical COM 239359102 1874 47400 SH Sole 47400
Dean Foods Co COM 242370104 22883 2043100 SH Sole 1316200 726900
Deere & Co COM 244199105 23483 303600 SH Sole 194600 109000
Dell Inc COM 24702R101 7720 527700 SH Sole 361400 166300
Delta Air Lines COM 247361702 59184 7315700 SH Sole 4232100 3083600
Devon Energy COM 25179M103 6014 97000 SH Sole 14100 82900
DeVry Inc COM 251893103 2877 74800 SH Sole 11100 63700
Diamond Offshore COM 25271C102 3868 70000 SH Sole 70000
Digital Generation COM 25400B108 1470 123300 SH Sole 123300
Dillard Dept Stores COM 254067101 12845 286200 SH Sole 144200 142000
DIRECTV COM 25490A101 185253 4332400 SH Sole 2513600 1818800
Discover Finl Svcs COM 254709108 164254 6843900 SH Sole 3877900 2966000
Discovery Comm COM 25470F104 24885 607400 SH Sole 385600 221800
Dolby Laboratories COM 25659T107 857 28100 SH Sole 8200 19900
Domtar Corp COM 257559203 57419 718100 SH Sole 455100 263000
Dow Chemical COM 260543103 322 11200 SH Sole 11200
Dr Pepper Snapple Grp COM 26138E109 1891 47900 SH Sole 37200 10700
Dresser-Rand Grp COM 261608103 3698 74100 SH Sole 12100 62000
DTE Energy COM 233331107 8097 148700 SH Sole 22500 126200
DXP Enterprises COM 233377407 1893 58800 SH Sole 58800
East West Bancorp COM 27579R104 8242 417300 SH Sole 417300
Eastman Chemical Co COM 277432100 104009 2662800 SH Sole 1793400 869400
EchoStar Holding (A) COM 278768106 967 46200 SH Sole 46200
Edison Intl COM 281020107 189772 4583860 SH Sole 2548660 2035200
Edwards Lifesciences COM 28176E108 1103 15600 SH Sole 3300 12300
El Paso Electric COM 283677854 8192 236500 SH Sole 236500
Emcor Group COM 29084Q100 6022 224600 SH Sole 224600
Emulex Corp COM 292475209 1299 189300 SH Sole 189300
Endo Pharmaceuticals COM 29264F205 10432 302100 SH Sole 118100 184000
Entergy Corp COM 29364G103 198569 2718260 SH Sole 1545160 1173100
Epiq Systems COM 26882D109 1771 147300 SH Sole 147300
Equity LifeStyle Prp COM 29472R108 4261 63900 SH Sole 10600 53300
Erie Indemnity (A) COM 29530P102 3775 48300 SH Sole 43400 4900
Exelon Corp COM 30161N101 121544 2802500 SH Sole 1496600 1305900
ExxonMobil COM 30231G102 407001 4801800 SH Sole 2764200 2037600
EZCORP COM 302301106 4385 166300 SH Sole 166300
F5 Networks COM 315616102 1740 16400 SH Sole 16400
FactSet Research Sys COM 303075105 1396 16000 SH Sole 16000
Fair Isaac Corp COM 303250104 1857 51800 SH Sole 51800
Family Dollar Stores COM 307000109 51121 886600 SH Sole 526100 360500
FBL Finl Group (A) COM 30239F106 3133 92100 SH Sole 92100
Federated Investors COM 314211103 2875 189800 SH Sole 31000 158800
FedEx Corp COM 31428X106 927 11100 SH Sole 6900 4200
Fifth Third Bancorp COM 316773100 170407 13396800 SH Sole 7642200 5754600
First Cash Finl Svcs COM 31942D107 200 5700 SH Sole 5700
First Citizens Bancsh COM 31946M103 9922 56700 SH Sole 48500 8200
First Niagara Finl COM 33582V108 2346 271900 SH Sole 68800 203100
Flextronics Intl COM Y2573F102 975 172300 SH Sole 172300
FLIR Systems COM 302445101 3876 154600 SH Sole 23700 130900
Flowers Foods COM 343498101 3698 194850 SH Sole 34100 160750
Fluor Corp COM 343412102 38582 767800 SH Sole 492700 275100
Foot Locker COM 344849104 3333 139800 SH Sole 139800
Ford Motor Co COM 345370860 2308 214500 SH Sole 177300 37200
Forest Laboratories (A) COM 345838106 3568 117900 SH Sole 39000 78900
FormFactor COM 346375108 1284 253800 SH Sole 253800
Foster Wheeler COM H27178104 16169 844800 SH Sole 538900 305900
Franklin Resources COM 354613101 327 3400 SH Sole 3400
Freeport-McMoRan COM 35671D857 159481 4334900 SH Sole 2619700 1715200
Frontier Commun COM 35906A108 1351 262300 SH Sole 61100 201200
FTI Consulting COM 302941109 2219 52300 SH Sole 52300
Fuller (HB) Co COM 359694106 1361 58900 SH Sole 58900
Fulton Financial COM 360271100 991 101000 SH Sole 101000
GameStop Corp COM 36467W109 4271 177000 SH Sole 29100 147900
Gap Inc COM 364760108 40931 2206500 SH Sole 1170700 1035800
Gardner Denver COM 365558105 44009 571100 SH Sole 427700 143400
General Dynamics COM 369550108 31472 473900 SH Sole 349300 124600
General Electric COM 369604103 294639 16451100 SH Sole 8917400 7533700
General Mills COM 370334104 2744 67900 SH Sole 9700 58200
Gilead Sciences Inc COM 375558103 149616 3655400 SH Sole 2176900 1478500
Global Payments COM 37940X102 1270 26800 SH Sole 26800
Goldman Sachs Group COM 38141G104 588 6500 SH Sole 6500
Goodyear Tire COM 382550101 177532 12528700 SH Sole 7580000 4948700
Google COM 38259P508 2842 4400 SH Sole 4400
Graham Corp COM 384556106 269 12000 SH Sole 12000
Gran Tierra Energy COM 38500T101 6798 1416200 SH Sole 1416200
Grand Canyon Edu COM 38526M106 2005 125600 SH Sole 125600
Great Plains Energy COM 391164100 4084 187500 SH Sole 23500 164000
Greatbatch COM 39153L106 2634 119200 SH Sole 119200
Greif Inc (A) COM 397624107 3038 66700 SH Sole 11600 55100
Group 1 Automotive COM 398905109 715 13800 SH Sole 13800
Gulf Island Fabrication COM 402307102 2129 72900 SH Sole 72900
Halliburton COM 406216101 3720 107800 SH Sole 107800
Hanover Insurance Grp COM 410867105 1464 41900 SH Sole 41900
Harley-Davidson COM 412822108 2107 54200 SH Sole 54200
Harman Intl Inds COM 413086109 4234 111300 SH Sole 79600 31700
Harris Corp COM 413875105 2941 81600 SH Sole 8800 72800
Harsco Corp COM 415864107 3163 153700 SH Sole 153700
Hawaiian Electric Inds COM 419870100 7767 293300 SH Sole 77300 216000
HCC Insurance Hldgs COM 404132102 4177 151900 SH Sole 25000 126900
Health Care REIT COM 42217K106 3806 69800 SH Sole 69800
Health Net COM 42222G108 133885 4401200 SH Sole 2610100 1791100
Healthways COM 422245100 1490 217200 SH Sole 217200
Helmerich & Payne COM 423452101 3070 52600 SH Sole 52600
Herbalife Ltd COM G4412G101 83215 1610500 SH Sole 946100 664400
Hershey Company COM 427866108 6252 101200 SH Sole 12600 88600
Hess Corp COM 42809H107 77566 1365600 SH Sole 923000 442600
Hewlett-Packard COM 428236103 781 30300 SH Sole 30300
hhgregg COM 42833L108 6901 477600 SH Sole 477600
Hi-Tech Pharmacal COM 42840B101 2726 70100 SH Sole 70100
HollyFrontier Corp COM 436106108 5880 251300 SH Sole 101400 149900
Home Depot Inc COM 437076102 11502 273600 SH Sole 214500 59100
Honeywell Intl COM 438516106 413 7600 SH Sole 7600
Hormel Foods Corp COM 440452100 2001 68300 SH Sole 68300
Hospitality Properties Tr COM 44106M102 40144 1746900 SH Sole 1086600 660300
Hudson City Bancorp COM 443683107 6351 1016100 SH Sole 160300 855800
Humana Inc COM 444859102 133404 1522700 SH Sole 868400 654300
Hunt (JB) Transprt Svcs COM 445658107 2389 53000 SH Sole 53000
Huntington Bancshares COM 446150104 131137 23886500 SH Sole 14293300 9593200
Huntsman Corp COM 447011107 42195 4219500 SH Sole 2391400 1828100
Hyatt Hotels Corp COM 448579102 6764 179700 SH Sole 26200 153500
IAC/InterActiveCorp COM 44919P508 6279 147400 SH Sole 147400
IDACORP COM 451107106 6633 156400 SH Sole 23500 132900
Imation Corp COM 45245A107 2264 395200 SH Sole 395200
Immunomedics COM 452907108 132 39600 SH Sole 39600
Ingram Micro (A) COM 457153104 6587 362100 SH Sole 53400 308700
Inland Real Estate COM 457461200 2155 283200 SH Sole 283200
Innospec COM 45768S105 559 19900 SH Sole 19900
Insight Enterprises COM 45765U103 249 16300 SH Sole 16300
Intel Corp COM 458140100 433151 17861900 SH Sole 10263900 7598000
Inteliquent COM 64128B108 8138 761300 SH Sole 761300
Interactive Brokers COM 45841N107 14925 999000 SH Sole 999000
IntercontinentalExch COM 45865V100 1109 9200 SH Sole 9200
Interpublic Group COM 460690100 5664 582100 SH Sole 433800 148300
Interval Leisure Grp COM 46113M108 2640 194000 SH Sole 194000
Intl Bus Machines COM 459200101 51284 278900 SH Sole 227200 51700
Intl Game Tech COM 459902102 1558 90600 SH Sole 90600
Intl Paper Co COM 460146103 752 25400 SH Sole 15500 9900
Intuitive Surgical COM 46120E602 6019 13000 SH Sole 13000
ITT Educational Svcs COM 45068B109 8226 144600 SH Sole 144600
Jabil Circuit COM 466313103 3104 157900 SH Sole 151200 6700
Janus Capital Group COM 47102X105 1277 202400 SH Sole 202400
JDA Software Group COM 46612K108 249 7700 SH Sole 7700
Johnson & Johnson COM 478160104 1469 22400 SH Sole 22400
Jones Lang LaSalle COM 48020Q107 7455 121700 SH Sole 117300 4400
JPMorgan Chase COM 46625H100 464044 13956200 SH Sole 7860000 6096200
Kansas City Southern COM 485170302 211 3100 SH Sole 3100
KapStone Paper & Pkg COM 48562P103 2317 147200 SH Sole 147200
KAR Auction Services COM 48238T109 3264 241800 SH Sole 39100 202700
KBR COM 48242W106 139567 5007800 SH Sole 2851100 2156700
Kellogg COM 487836108 5457 107900 SH Sole 16600 91300
Kensey Nash Corp COM 490057106 1048 54600 SH Sole 54600
KeyCorp COM 493267108 173496 22561200 SH Sole 12618100 9943100
Kimberly-Clark COM 494368103 14763 200700 SH Sole 110900 89800
Kirkland's COM 497498105 3217 241900 SH Sole 241900
Knight Capital Grp COM 499005106 1597 135100 SH Sole 135100
Kohl's Corp COM 500255104 40220 815000 SH Sole 509500 305500
Kroger Co COM 501044101 194172 8017000 SH Sole 4625000 3392000
L-3 Communications COM 502424104 31160 467300 SH Sole 239900 227400
Landstar System COM 515098101 6762 141100 SH Sole 21600 119500
Lear Corp COM 521865204 1695 42600 SH Sole 42600
Lennox International COM 526107107 2518 74600 SH Sole 74600
Lihua International COM 532352101 2687 564500 SH Sole 564500
Lilly (Eli) & Co COM 532457108 507 12200 SH Sole 12200
Limited Brands COM 532716107 2712 67200 SH Sole 67200
Lincoln Electric Hldgs COM 533900106 15089 385700 SH Sole 265200 120500
Lincoln Natl COM 534187109 56048 2886100 SH Sole 1557500 1328600
Lithia Motors (A) COM 536797103 3799 173800 SH Sole 173800
Lockheed Martin Corp COM 539830109 149964 1853700 SH Sole 1097200 756500
Lorillard COM 544147101 109292 958700 SH Sole 549800 408900
LSI Logic COM 502161102 24071 4045600 SH Sole 3633300 412300
LTC Properties COM 502175102 1009 32700 SH Sole 32700
Lufkin Industries COM 549764108 3291 48900 SH Sole 8400 40500
Luminex Corp COM 55027E102 1596 75200 SH Sole 75200
Macy's COM 55616P104 13718 426300 SH Sole 272900 153400
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