0001013536-13-000009.txt : 20130214
0001013536-13-000009.hdr.sgml : 20130214
20130214092245
ACCESSION NUMBER: 0001013536-13-000009
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130214
DATE AS OF CHANGE: 20130214
EFFECTIVENESS DATE: 20130214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AJO, LP
CENTRAL INDEX KEY: 0001013536
IRS NUMBER: 232312104
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05508
FILM NUMBER: 13606806
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 & JOHNSON & ORTIZ, LP
DATE OF NAME CHANGE: 20050307
FORMER COMPANY:
FORMER CONFORMED NAME: ARONSON & PARTNERS/PA
DATE OF NAME CHANGE: 19990402
13F-HR
1
ajo13f2012_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, 2012
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: AJO, LP
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 14, 2013
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: 508
Form 13F Information Table Value Total: 19,713
(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 19721 212400 SH Sole 146100 66300
Aaron's COM 002535300 32867 1162200 SH Sole 873100 289100
Abbott Laboratories COM 002824100 2247 34300 SH Sole 34300
Abercrombie & Fitch (A) COM 002896207 6807 141900 SH Sole 141900
Accenture Plc COM G1151C101 102935 1547900 SH Sole 1043800 504100
ACE Ltd COM H0023R105 68397 857100 SH Sole 487800 369300
Actavis COM 00507K103 1385 16100 SH Sole 16100
Activision Blizzard COM 00507V109 15319 1442500 SH Sole 748800 693700
ADM COM 039483102 102978 3759700 SH Sole 2345200 1414500
ADT COM 00101J106 7111 152950 SH Sole 118300 34650
Advanced Energy Inds COM 007973100 1241 89900 SH Sole 89900
Aegean Marine Petro COM Y0017S102 5011 949000 SH Sole 949000
AerCap Hldgs NV COM N00985106 1222 89100 SH Sole 89100
AES Corp COM 00130H105 139320 13020600 SH Sole 7531600 5489000
Aetna COM 00817Y108 216788 4681230 SH Sole 2793530 1887700
Aflac Inc COM 001055102 107435 2022500 SH Sole 1217100 805400
AGCO Corp COM 001084102 115064 2342500 SH Sole 1481100 861400
AGL Resources COM 001204106 9101 227700 SH Sole 26300 201400
Agrium Inc COM 008916108 173472 1736950 SH Sole 1027950 709000
Aircastle Ltd COM G0129K104 4158 331600 SH Sole 331600
Akamai Technologies COM 00971T101 1481 36200 SH Sole 36200
Alaska Air Group COM 011659109 12263 284600 SH Sole 278900 5700
Alexion Pharmaceuticals COM 015351109 2775 29600 SH Sole 3700 25900
Alliance One Intl COM 018772103 2275 625000 SH Sole 625000
Alliant Corp COM 018802108 48788 1111100 SH Sole 621700 489400
Alliant Techsystems COM 018804104 24278 391830 SH Sole 336630 55200
Allied World Assrnc COM H01531104 61078 775100 SH Sole 495600 279500
Allstate Corp COM 020002101 182585 4545300 SH Sole 2661500 1883800
Alon USA Energy COM 020520102 2663 147200 SH Sole 147200
Altra Holdings COM 02208R106 5951 269900 SH Sole 269900
AMAG Pharmaceuticals COM 00163U106 2146 145900 SH Sole 145900
Amdocs Ltd COM G02602103 105483 3103350 SH Sole 1961950 1141400
Ameren COM 023608102 153751 5004900 SH Sole 2880200 2124700
American Campus COM 024835100 9494 205800 SH Sole 22700 183100
American Capital COM 02503Y103 5779 480800 SH Sole 480800
American Elec Pwr COM 025537101 95940 2247900 SH Sole 1190100 1057800
American Express COM 025816109 64941 1129800 SH Sole 617000 512800
American Finl Group COM 025932104 771 19500 SH Sole 8400 11100
American Water Works COM 030420103 28549 768900 SH Sole 563200 205700
Ameriprise Financial COM 03076C106 107260 1712600 SH Sole 1006300 706300
AmerisourceBergen COM 03073E105 14923 345600 SH Sole 132100 213500
Amern Eagle Outfitters COM 02553E106 11523 561800 SH Sole 561800
Amgen Inc COM 031162100 113405 1315600 SH Sole 836900 478700
Amkor Technology COM 031652100 3045 718000 SH Sole 718000
ANN INC COM 035623107 12890 380900 SH Sole 380900
Apache Corp COM 037411105 1570 20000 SH Sole 9500 10500
Apollo Group COM 037604105 121187 5792900 SH Sole 3529300 2263600
Apple COM 037833100 87223 163900 SH Sole 132700 31200
Applied Industrial Tech COM 03820C105 2899 69000 SH Sole 69000
Applied Materials COM 038222105 494 43200 SH Sole 43200
AptarGroup COM 038336103 7182 150500 SH Sole 19100 131400
Arbitron COM 03875Q108 2946 63100 SH Sole 63100
Arctic Cat COM 039670104 10902 326500 SH Sole 326500
Arris Group COM 04269Q100 8853 592600 SH Sole 592600
Ashford Hospitality COM 044103109 346 32900 SH Sole 32900
Ashland COM 044209104 3409 42400 SH Sole 42400
Aspen Ins Hldgs Ltd COM G05384105 972 30300 SH Sole 30300
Associated Banc-Corp COM 045487105 3155 240500 SH Sole 240500
Assurant COM 04621X108 115992 3342700 SH Sole 2031700 1311000
AT&T COM 00206R102 373176 11070200 SH Sole 6304200 4766000
Atmos Energy COM 049560105 8945 254700 SH Sole 29800 224900
Avago Technologies COM Y0486S104 1380 43600 SH Sole 43600
Avnet COM 053807103 533 17400 SH Sole 17400
AXIS Capital Hldgs COM G0692U109 3336 96300 SH Sole 96300
Ball Corp COM 058498106 1347 30100 SH Sole 30100
Banco Latino de Com COM P16994132 9157 424700 SH Sole 424700
Bank of America COM 060505104 111960 9643400 SH Sole 5435900 4207500
Bank of NY Mellon COM 064058100 3953 153800 SH Sole 120600 33200
Banner Corp COM 06652V208 249 8100 SH Sole 8100
BCE COM 05534B760 1842 42900 SH Sole 7000 35900
Berkshire Hathaway (B) COM 084670702 2888 32200 SH Sole 32200
Best Buy COM 086516101 7148 603200 SH Sole 554800 48400
Biogen Idec COM 09062X103 52591 359300 SH Sole 270700 88600
Block (H & R) COM 093671105 21588 1162500 SH Sole 605500 557000
Blue Nile COM 09578R103 1335 34700 SH Sole 34700
BMC Software COM 055921100 33384 842600 SH Sole 669600 173000
Boeing Co COM 097023105 3014 40000 SH Sole 40000
Boise COM 09746Y105 14037 1765700 SH Sole 1765700
BOK Financial COM 05561Q201 3072 56400 SH Sole 56400
Boston Scientific COM 101137107 9034 1576600 SH Sole 1307400 269200
Broadridge Financial COM 11133T103 15780 689700 SH Sole 446400 243300
Brocade Comm Sys COM 111621306 36161 6784400 SH Sole 5270500 1513900
Brown & Brown COM 115236101 5993 235400 SH Sole 21500 213900
Brown Shoe Company COM 115736100 4168 226900 SH Sole 226900
CA COM 12673P105 80972 3683900 SH Sole 2350600 1333300
CACI Intl COM 127190304 17670 321090 SH Sole 321090
Calamos Asset Mgt COM 12811R104 3041 287700 SH Sole 287700
Canadian Natl Railway COM 136375102 2967 32600 SH Sole 5300 27300
Canadian Pacific Railway COM 13645T100 3089 30400 SH Sole 30400
Capella Education Co COM 139594105 13590 481400 SH Sole 481400
Capital One Finl COM 14040H105 672 11600 SH Sole 11600
CapitalSource COM 14055X102 15581 2055600 SH Sole 2055600
Capitol Federal Finl COM 14057J101 2445 209172 SH Sole 102100 107072
Cardinal Financial COM 14149F109 8184 502100 SH Sole 502100
Cardinal Health COM 14149Y108 120073 2915800 SH Sole 1746700 1169100
Caterpillar COM 149123101 582 6500 SH Sole 6500
Cbeyond COM 149847105 7651 846400 SH Sole 846400
CBL & Associates Pptys COM 124830100 2416 113900 SH Sole 113900
CBOE Holdings COM 12503M108 17134 581600 SH Sole 477500 104100
CBS COM 124857202 126904 3335200 SH Sole 1983700 1351500
Celgene Corp COM 151020104 37367 476200 SH Sole 333500 142700
CF Industries COM 125269100 205799 1012990 SH Sole 606190 406800
CGI Group COM 39945C109 5473 236600 SH Sole 32800 203800
CH Robinson Worldwd COM 12541W209 9780 154700 SH Sole 16800 137900
Charles River Labs COM 159864107 2023 54000 SH Sole 54000
Chemtura Corp COM 163893209 5017 236000 SH Sole 236000
Chevron COM 166764100 541900 5011100 SH Sole 2919800 2091300
Chico's FAS COM 168615102 9311 504400 SH Sole 458900 45500
Choice Hotels Intl COM 169905106 7333 218100 SH Sole 23200 194900
Chubb Corp COM 171232101 1054 14000 SH Sole 14000
Church & Dwight COM 171340102 9241 172500 SH Sole 19300 153200
Cigna Corp COM 125509109 4352 81400 SH Sole 70100 11300
Cinemark Holdings COM 17243V102 5009 192800 SH Sole 20600 172200
Cisco Systems COM 17275R102 230533 11732300 SH Sole 7154000 4578300
Citigroup COM 172967424 359450 9086200 SH Sole 5327100 3759100
City National COM 178566105 11716 236600 SH Sole 236600
CLARCOR COM 179895107 3880 81200 SH Sole 8800 72400
Cloud Peak Energy COM 18911Q102 2727 141100 SH Sole 141100
Coach COM 189754104 1843 33200 SH Sole 30800 2400
Coca-Cola COM 191216100 7279 200800 SH Sole 200800
Coeur d'Alene Mines COM 192108504 332 13500 SH Sole 13500
Colgate-Palmolive COM 194162103 2812 26900 SH Sole 26900
Comcast (A) COM 20030N101 193558 5180900 SH Sole 3180300 2000600
Comerica Inc COM 200340107 14645 482700 SH Sole 463700 19000
Commerce Bancshares COM 200525103 8577 244650 SH Sole 28140 216510
CommonWealth REIT COM 203233101 10383 655500 SH Sole 655500
Community Health Sys COM 203668108 8220 267400 SH Sole 261500 5900
Compass Minerals Intl COM 20451N101 9145 122400 SH Sole 13300 109100
Computer Sciences COM 205363104 86164 2151400 SH Sole 1369500 781900
Comtech Telecommun COM 205826209 1574 62000 SH Sole 62000
Con Edison COM 209115104 7776 140000 SH Sole 24800 115200
ConocoPhillips COM 20825C104 316086 5450700 SH Sole 3247900 2202800
Cooper Companies COM 216648402 3228 34900 SH Sole 3900 31000
Cooper Tire & Rubber COM 216831107 388 15300 SH Sole 15300
CoreLogic COM 21871D103 17493 649800 SH Sole 606900 42900
CoreSite Realty COM 21870Q105 8176 295600 SH Sole 295600
Corporate Executive Brd COM 21988R102 3327 70100 SH Sole 70100
Costco Wholesale COM 22160K105 4561 46200 SH Sole 46200
Covanta Holding COM 22282E102 2203 119600 SH Sole 119600
Crane Co COM 224399105 699 15100 SH Sole 15100
CTC Media COM 12642X106 1451 186500 SH Sole 186500
Cummins COM 231021106 37890 349700 SH Sole 205300 144400
CVS Caremark Corp COM 126650100 301554 6236900 SH Sole 3682500 2554400
Cyberonics COM 23251P102 2233 42500 SH Sole 42500
Dean Foods Co COM 242370104 57663 3492600 SH Sole 2075800 1416800
Deere & Co COM 244199105 9411 108900 SH Sole 72400 36500
Delek US Holdings COM 246647101 5061 199900 SH Sole 199900
Delphi Automotive COM G27823106 1553 40600 SH Sole 40600
Delta Air Lines COM 247361702 123249 10383200 SH Sole 5991900 4391300
Diamond Offshore COM 25271C102 3656 53800 SH Sole 6300 47500
Dice Holdings COM 253017107 2476 269700 SH Sole 269700
Dillard Dept Stores COM 254067101 48612 580300 SH Sole 376500 203800
DIRECTV COM 25490A309 204648 4079900 SH Sole 2426200 1653700
Discover Finl Svcs COM 254709108 235653 6112930 SH Sole 3657030 2455900
Discovery Comm COM 25470F104 4907 77300 SH Sole 8600 68700
Domtar Corp COM 257559203 69347 830300 SH Sole 538600 291700
Dresser-Rand Grp COM 261608103 2465 43900 SH Sole 43900
DTE Energy COM 233331107 35946 598600 SH Sole 310700 287900
East West Bancorp COM 27579R104 7887 367000 SH Sole 367000
Eastman Chemical Co COM 277432100 17006 249900 SH Sole 164200 85700
Ebix COM 278715206 1968 122100 SH Sole 122100
Edison Intl COM 281020107 104922 2321800 SH Sole 1119400 1202400
Edwards Lifesciences COM 28176E108 2714 30100 SH Sole 3300 26800
El Paso Electric COM 283677854 7027 220200 SH Sole 220200
Emcor Group COM 29084Q100 19363 559460 SH Sole 559460
Emergent BioSolution COM 29089Q105 1533 95600 SH Sole 95600
Endo Health Solutions COM 29264F205 8735 333000 SH Sole 40100 292900
Energizer Hldgs COM 29266R108 6590 82400 SH Sole 79200 3200
Entergy Corp COM 29364G103 174934 2744060 SH Sole 1634660 1109400
EPL Oil & Gas COM 26883D108 2422 107400 SH Sole 107400
Equifax COM 294429105 1429 26400 SH Sole 26400
Equity LifeStyle Prp COM 29472R108 8923 132600 SH Sole 15000 117600
Erie Indemnity (A) COM 29530P102 6569 94900 SH Sole 21500 73400
Everest Re Group Ltd COM G3223R108 162272 1475875 SH Sole 913175 562700
Exelon Corp COM 30161N101 615 20664 SH Sole 20664
Expedia COM 30212P303 1923 31300 SH Sole 31300
Exponent COM 30214U102 2373 42500 SH Sole 42500
Express Scripts COM 30219G108 1960 36300 SH Sole 36300
ExxonMobil COM 30231G102 872355 10079200 SH Sole 5871200 4208000
F5 Networks COM 315616102 1593 16400 SH Sole 16400
Fair Isaac Corp COM 303250104 1879 44700 SH Sole 44700
FedEx Corp COM 31428X106 633 6900 SH Sole 6900
Fifth Third Bancorp COM 316773100 226577 14906390 SH Sole 8855890 6050500
First American Finl COM 31847R102 7056 292900 SH Sole 292900
First Niagara Finl COM 33582V108 9031 1138800 SH Sole 121700 1017100
First Solar COM 336433107 87195 2825900 SH Sole 1821000 1004900
Fiserv Inc COM 337738108 522 6600 SH Sole 6600
Flextronics Intl COM Y2573F102 2745 442100 SH Sole 442100
FLIR Systems COM 302445101 9502 425800 SH Sole 47900 377900
Flowers Foods COM 343498101 9289 399200 SH Sole 44100 355100
Fluor Corp COM 343412102 34803 592500 SH Sole 280600 311900
Foot Locker COM 344849104 30810 959200 SH Sole 706200 253000
Ford Motor Co COM 345370860 6269 484100 SH Sole 300500 183600
Foster Wheeler COM H27178104 2600 106900 SH Sole 106900
Francesca's Holdings COM 351793104 2266 87400 SH Sole 87400
Franklin Resources COM 354613101 867 6900 SH Sole 6900
Freeport-McMoRan COM 35671D857 15913 465300 SH Sole 317600 147700
G-III Apparel Group COM 36237H101 226 6600 SH Sole 6600
GameStop Corp COM 36467W109 122249 4872400 SH Sole 3100600 1771800
Gap Inc COM 364760108 175245 5645770 SH Sole 3403170 2242600
General Dynamics COM 369550108 29170 421100 SH Sole 319700 101400
General Electric COM 369604103 301517 14364800 SH Sole 8381400 5983400
General Mills COM 370334104 8917 220600 SH Sole 25600 195000
General Motors Corp COM 37045V100 89399 3100900 SH Sole 1825300 1275600
Gentiva Health Svcs COM 37247A102 7053 701800 SH Sole 701800
Genworth Financial COM 37247D106 905 120500 SH Sole 120500
Gildan Activewear COM 375916103 7543 206200 SH Sole 206200
Gilead Sciences Inc COM 375558103 1954 26600 SH Sole 26600
Glatfelter (P H) COM 377316104 11638 665800 SH Sole 665800
Global Payments COM 37940X102 7583 167400 SH Sole 69000 98400
Goldman Sachs Group COM 38141G104 338724 2655410 SH Sole 1564310 1091100
Gran Tierra Energy COM 38500T101 5638 1023200 SH Sole 1023200
Great Plains Energy COM 391164100 8481 417600 SH Sole 48000 369600
Green Mtn Coffee COM 393122106 1501 36300 SH Sole 36300
Greif Inc (A) COM 397624107 3382 76000 SH Sole 11600 64400
Gulf Island Fabrication COM 402307102 1271 52900 SH Sole 52900
Halliburton COM 406216101 1134 32700 SH Sole 14100 18600
Hanmi Finl Corp COM 410495204 809 59500 SH Sole 59500
Harris Corp COM 413875105 8886 181500 SH Sole 20200 161300
Harris Teeter COM 414585109 4816 124900 SH Sole 21100 103800
Harsco Corp COM 415864107 3433 146100 SH Sole 146100
Hawaiian Electric Inds COM 419870100 10297 409600 SH Sole 89600 320000
HCC Insurance Hldgs COM 404132102 2601 69900 SH Sole 13500 56400
Health Care REIT COM 42217K106 625 10200 SH Sole 10200
Health Net COM 42222G108 785 32300 SH Sole 32300
Helix Energy Solutions COM 42330P107 12597 610300 SH Sole 610300
Henry (Jack) & Assoc COM 426281101 4063 103500 SH Sole 6800 96700
Herbalife Ltd COM G4412G101 25229 765900 SH Sole 497300 268600
Hershey Company COM 427866108 8731 120900 SH Sole 13600 107300
Hess Corp COM 42809H107 54771 1034200 SH Sole 570500 463700
Hewlett-Packard COM 428236103 698 49000 SH Sole 49000
HollyFrontier Corp COM 436106108 236026 5070370 SH Sole 3163670 1906700
Home Depot Inc COM 437076102 4732 76500 SH Sole 64100 12400
Home Properties COM 437306103 730 11900 SH Sole 11900
Honeywell Intl COM 438516106 1993 31400 SH Sole 31400
Horace Mann Educ COM 440327104 834 41800 SH Sole 41800
Hormel Foods Corp COM 440452100 9310 298300 SH Sole 33200 265100
Hospitality Properties Tr COM 44106M102 14462 617500 SH Sole 592700 24800
Hot Topic COM 441339108 4606 478300 SH Sole 478300
Humana Inc COM 444859102 208670 3040500 SH Sole 1823600 1216900
Hunt (JB) Transprt Svcs COM 445658107 1702 28500 SH Sole 28500
Huntington Bancshares COM 446150104 202653 31714100 SH Sole 19826400 11887700
Huntsman Corp COM 447011107 133337 8386000 SH Sole 5266400 3119600
IAC/InterActiveCorp COM 44919P508 3680 77900 SH Sole 77900
IDACORP COM 451107106 8232 189900 SH Sole 23500 166400
Imperial Oil Ltd COM 453038408 8200 190700 SH Sole 21600 169100
Ingersoll-Rand PLC COM G47791101 3707 77300 SH Sole 35300 42000
Ingram Micro (A) COM 457153104 16150 954500 SH Sole 526800 427700
Ingredion COM 457187102 26249 407400 SH Sole 289000 118400
Inland Real Estate COM 457461200 2524 301200 SH Sole 301200
Intel Corp COM 458140100 55759 2704100 SH Sole 1624600 1079500
Interpublic Group COM 460690100 6751 612600 SH Sole 555900 56700
Interval Leisure Grp COM 46113M108 1452 74900 SH Sole 74900
Intl Bus Machines COM 459200101 61334 320200 SH Sole 251600 68600
Intl Game Tech COM 459902102 1366 96400 SH Sole 96400
IntraLinks Holdings COM 46118H104 1251 202800 SH Sole 202800
Intuit Inc COM 461202103 3919 65900 SH Sole 65900
Invacare Corp COM 461203101 3581 219700 SH Sole 219700
iShares Russell 1000 Val COM 464287598 2935 40300 SH Sole 40300
J&J Snack Foods COM 466032109 1335 20900 SH Sole 20900
j2 Global COM 48123V102 2170 70900 SH Sole 70900
Jefferies Group COM 472319102 12969 698400 SH Sole 698400
Johnson & Johnson COM 478160104 2348 33500 SH Sole 33500
Jones Lang LaSalle COM 48020Q107 42742 509200 SH Sole 448500 60700
JPMorgan Chase COM 46625H100 535486 12178700 SH Sole 7069500 5109200
KeyCorp COM 493267108 205971 24462090 SH Sole 14700590 9761500
Kimberly-Clark COM 494368103 49544 586800 SH Sole 344300 242500
Kirkland's COM 497498105 725 68500 SH Sole 68500
Kroger Co COM 501044101 194416 7471800 SH Sole 4441000 3030800
Kulicke & Soffa Inds COM 501242101 7983 665800 SH Sole 665800
L-3 Communications COM 502424104 31943 416900 SH Sole 196300 220600
Landstar System COM 515098101 9312 177500 SH Sole 19000 158500
Lear Corp COM 521865204 77305 1650400 SH Sole 1069700 580700
Legg Mason Inc COM 524901105 2001 77800 SH Sole 77800
Lender Processing Svcs COM 52602E102 60922 2474500 SH Sole 1654500 820000
Lennox International COM 526107107 14144 269300 SH Sole 250800 18500
LHC Group COM 50187A107 1169 54900 SH Sole 54900
Lilly (Eli) & Co COM 532457108 834 16900 SH Sole 2300 14600
Lincoln Natl COM 534187109 80153 3094700 SH Sole 1681300 1413400
Lockheed Martin Corp COM 539830109 74469 806900 SH Sole 529100 277800
Lorillard COM 544147101 56655 485600 SH Sole 261000 224600
Lowe's Cos COM 548661107 13210 371900 SH Sole 290700 81200
LSI Corp COM 502161102 3784 535200 SH Sole 449100 86100
lululemon athletica COM 550021109 1372 18000 SH Sole 18000
Mack Cali Realty COM 554489104 1783 68300 SH Sole 41100 27200
Macy's COM 55616P104 3168 81200 SH Sole 64300 16900
Magellan Health Svcs COM 559079207 7776 158700 SH Sole 158700
Maiden Holdings Ltd COM G5753U112 5194 565200 SH Sole 565200
Marathon Oil COM 565849106 3412 111300 SH Sole 91800 19500
Marathon Petroleum COM 56585A102 261107 4144560 SH Sole 2542860 1601700
Marsh & McLennan COM 571748102 210 6100 SH Sole 6100
Marvell Technology Grp COM G5876H105 93 12800 SH Sole 12800
Masimo Corp COM 574795100 2345 111600 SH Sole 111600
Matrix Service Co COM 576853105 1939 168600 SH Sole 168600
Maxim Integrated Prod COM 57772K101 2534 86200 SH Sole 10000 76200
McGraw-Hill Cos COM 580645109 1547 28300 SH Sole 28300
McKesson Corp COM 58155Q103 205865 2123190 SH Sole 1240590 882600
Medical Properties Tr COM 58463J304 594 49700 SH Sole 49700
Medifast COM 58470H101 8202 310800 SH Sole 310800
Medtronic Inc COM 585055106 763 18600 SH Sole 18600
MEMC Electronic Mat COM 552715104 2503 779900 SH Sole 779900
Merck & Co COM 58933Y105 137714 3363800 SH Sole 2008200 1355600
Meritor COM 59001K100 4895 1034800 SH Sole 1034800
MetLife COM 59156R108 376 11400 SH Sole 11400
MetroPCS Comm COM 591708102 324 32600 SH Sole 32600
Microsoft Corp COM 594918104 217598 8146780 SH Sole 5206080 2940700
Mid-America Apt COM 59522J103 7576 117000 SH Sole 16200 100800
Minerals Technologies COM 603158106 3214 80500 SH Sole 80500
MIPS Technologies COM 604567107 2219 284500 SH Sole 284500
Monotype Imaging COM 61022P100 1387 86800 SH Sole 86800
Monster Beverage COM 611740101 8565 162100 SH Sole 19300 142800
Monster Worldwide COM 611742107 10527 1873200 SH Sole 1873200
Montpelier Re Holdings COM G62185106 14856 649870 SH Sole 649870
Moody's COM 615369105 5138 102100 SH Sole 102100
Mosaic COM 61945C103 5250 92700 SH Sole 92700
Motorola Solutions COM 620076307 57679 1035900 SH Sole 736700 299200
Mueller Industries COM 624756102 2627 52500 SH Sole 52500
Murphy Oil Corp COM 626717102 218441 3668190 SH Sole 2177490 1490700
Mylan Laboratories COM 628530107 1438 52400 SH Sole 52400
MYR Group COM 55405W104 5707 256500 SH Sole 256500
Myriad Genetics COM 62855J104 13837 507770 SH Sole 507770
Nabors Industries Ltd COM G6359F103 10440 722500 SH Sole 707900 14600
NASDAQ OMX Group COM 631103108 3054 122200 SH Sole 12800 109400
National Instruments COM 636518102 983 38100 SH Sole 38100
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