The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AARON'S IN | COM | 002535300 | 1,893 | 62,600 | SH | SOLE | 0 | 0 | 62,600 | ||
ABBOTT LAB | COM | 002824100 | 3,620 | 94,000 | SH | SOLE | 15,200 | 0 | 78,800 | ||
AETNA INC | COM | 00817Y108 | 8,434 | 112,504 | SH | SOLE | 4,800 | 0 | 107,704 | ||
AETNA INC | COM | 00817Y108 | 2,616 | 34,900 | SH | DFND | 1 | 0 | 0 | 34,900 | |
AFLAC INC | COM | 001055102 | 6,213 | 98,563 | SH | SOLE | 4,000 | 0 | 94,563 | ||
AGCO CORP | COM | 001084102 | 2,659 | 48,209 | SH | SOLE | 5,419 | 0 | 42,790 | ||
ALLSTATE C | COM | 020002101 | 5,647 | 99,800 | SH | SOLE | 10,600 | 0 | 89,200 | ||
ALLSTATE C | COM | 020002101 | 2,716 | 48,000 | SH | DFND | 1 | 0 | 0 | 48,000 | |
AMERICAN F | COM | 025932104 | 5,177 | 89,700 | SH | SOLE | 0 | 0 | 89,700 | ||
AMERICAN F | COM | 025932104 | 2,568 | 44,500 | SH | DFND | 1 | 0 | 0 | 44,500 | |
AMERICAN I | COM | 026874784 | 6,961 | 139,195 | SH | SOLE | 6,200 | 0 | 132,995 | ||
AMERICAN I | COM | 026874784 | 2,506 | 50,100 | SH | DFND | 1 | 0 | 0 | 50,100 | |
AMERICAN R | COM | 02916P103 | 679 | 9,700 | SH | SOLE | 0 | 0 | 9,700 | ||
AON PLC | COM | G0408V102 | 6,082 | 72,167 | SH | SOLE | 0 | 0 | 72,167 | ||
ARCHER-DAN | COM | 039483102 | 5,729 | 132,029 | SH | SOLE | 7,700 | 0 | 124,329 | ||
ASSURANT I | COM | 04621X108 | 3,590 | 55,267 | SH | SOLE | 5,100 | 0 | 50,167 | ||
AUTOLIV IN | COM | 052800109 | 5,088 | 50,700 | SH | SOLE | 0 | 0 | 50,700 | ||
AVNET INC | COM | 053807103 | 2,929 | 62,944 | SH | SOLE | 0 | 0 | 62,944 | ||
BABCOCK & | COM | 05615F102 | 2,689 | 81,000 | SH | SOLE | 17,800 | 0 | 63,200 | ||
BANK OF MO | COM | 063671101 | 7,942 | 118,532 | SH | SOLE | 16,500 | 0 | 102,032 | ||
BANK OF MO | COM | 063671101 | 2,644 | 39,463 | SH | DFND | 1 | 0 | 0 | 39,463 | |
BANK OF NE | COM | 064058100 | 3,056 | 86,600 | SH | SOLE | 7,700 | 0 | 78,900 | ||
BANK OF NO | COM | 064149107 | 2,574 | 44,384 | SH | SOLE | 0 | 0 | 44,384 | ||
BANK OF NO | COM | 064149107 | 2,574 | 44,384 | SH | DFND | 1 | 0 | 0 | 44,384 | |
BLACKSTONE | MLP | 09253U108 | 1,859 | 55,900 | SH | SOLE | 0 | 0 | 55,900 | ||
CA INC | COM | 12673P105 | 4,902 | 158,234 | SH | SOLE | 17,734 | 0 | 140,500 | ||
CAN IMPERI | COM | 136069101 | 2,653 | 30,746 | SH | SOLE | 13,200 | 0 | 17,546 | ||
CANADIAN N | COM | 136385101 | 6,398 | 166,700 | SH | SOLE | 35,500 | 0 | 131,200 | ||
CATERPILLA | COM | 149123101 | 1,858 | 18,700 | SH | SOLE | 0 | 0 | 18,700 | ||
CELESTICA | COM | 15101Q108 | 4,581 | 417,932 | SH | SOLE | 112,100 | 0 | 305,832 | ||
CF INDUSTR | COM | 125269100 | 8,879 | 34,067 | SH | SOLE | 2,700 | 0 | 31,367 | ||
CF INDUSTR | COM | 125269100 | 2,606 | 10,000 | SH | DFND | 1 | 0 | 0 | 10,000 | |
CGI GROUP | COM | 39945C109 | 4,053 | 131,100 | SH | SOLE | 0 | 0 | 131,100 | ||
CISCO SYST | COM | 17275R102 | 2,163 | 96,500 | SH | SOLE | 0 | 0 | 96,500 | ||
COMPUTER S | COM | 205363104 | 298 | 4,902 | SH | SOLE | 4,902 | 0 | 0 | ||
CUMMINS IN | COM | 231021106 | 2,472 | 16,589 | SH | SOLE | 0 | 0 | 16,589 | ||
CVS CAREMA | COM | 126650100 | 4,741 | 63,330 | SH | SOLE | 0 | 0 | 63,330 | ||
DANA HOLDI | COM | 235825205 | 724 | 31,100 | SH | SOLE | 13,100 | 0 | 18,000 | ||
DEERE & CO | COM | 244199105 | 9,575 | 105,448 | SH | SOLE | 6,900 | 0 | 98,548 | ||
DEERE & CO | COM | 244199105 | 2,697 | 29,700 | SH | DFND | 1 | 0 | 0 | 29,700 | |
DELUXE COR | COM | 248019101 | 3,068 | 58,472 | SH | SOLE | 0 | 0 | 58,472 | ||
DILLARDS I | COM | 254067101 | 9,417 | 101,920 | SH | SOLE | 6,200 | 0 | 95,720 | ||
DILLARDS I | COM | 254067101 | 2,606 | 28,200 | SH | DFND | 1 | 0 | 0 | 28,200 | |
DIRECTV | COM | 25490A309 | 558 | 7,300 | SH | SOLE | 3,900 | 0 | 3,400 | ||
DOMTAR COR | COM | 257559203 | 2,570 | 22,900 | SH | SOLE | 0 | 0 | 22,900 | ||
DOVER CORP | COM | 260003108 | 5,356 | 65,512 | SH | SOLE | 0 | 0 | 65,512 | ||
DUN & BRAD | COM | 26483E100 | 368 | 3,700 | SH | SOLE | 0 | 0 | 3,700 | ||
EMC CORP/M | COM | 268648102 | 5,449 | 198,800 | SH | SOLE | 12,800 | 0 | 186,000 | ||
ESTERLINE | COM | 297425100 | 426 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
EVEREST RE | COM | G3223R108 | 413 | 2,700 | SH | SOLE | 0 | 0 | 2,700 | ||
FIDELITY N | COM | 31620R105 | 462 | 14,700 | SH | SOLE | 0 | 0 | 14,700 | ||
FIFTH THIR | COM | 316773100 | 920 | 40,100 | SH | SOLE | 28,500 | 0 | 11,600 | ||
FOOT LOCKE | COM | 344849104 | 6,778 | 144,277 | SH | SOLE | 15,000 | 0 | 129,277 | ||
FREEPORT-M | COM | 35671D857 | 360 | 10,900 | SH | SOLE | 0 | 0 | 10,900 | ||
GANNETT CO | COM | 364730101 | 3,001 | 108,716 | SH | SOLE | 11,800 | 0 | 96,916 | ||
GREENLIGHT | COM | G4095J109 | 233 | 7,100 | SH | SOLE | 0 | 0 | 7,100 | ||
HARTFORD F | COM | 416515104 | 233 | 6,600 | SH | SOLE | 0 | 0 | 6,600 | ||
HEWLETT-PA | COM | 428236103 | 2,803 | 86,605 | SH | SOLE | 0 | 0 | 86,605 | ||
HOLLYFRONT | COM | 436106108 | 4,422 | 92,935 | SH | SOLE | 0 | 0 | 92,935 | ||
HUMANA INC | COM | 444859102 | 5,409 | 47,987 | SH | SOLE | 5,600 | 0 | 42,387 | ||
HUNTSMAN C | COM | 447011107 | 4,703 | 192,580 | SH | SOLE | 11,200 | 0 | 181,380 | ||
INTEL CORP | COM | 458140100 | 6,766 | 262,122 | SH | SOLE | 23,800 | 0 | 238,322 | ||
INTL BUSIN | COM | 459200101 | 5,377 | 27,936 | SH | SOLE | 0 | 0 | 27,936 | ||
INTL BUSIN | COM | 459200101 | 2,637 | 13,700 | SH | DFND | 1 | 0 | 0 | 13,700 | |
JPMORGAN C | COM | 46625H100 | 8,723 | 143,677 | SH | SOLE | 5,600 | 0 | 138,077 | ||
JPMORGAN C | COM | 46625H100 | 2,702 | 44,500 | SH | DFND | 1 | 0 | 0 | 44,500 | |
KNOWLES CO | COM | 49926D109 | 1,015 | 32,156 | SH | SOLE | 0 | 0 | 32,156 | ||
KOHLS CORP | COM | 500255104 | 5,033 | 88,614 | SH | SOLE | 10,500 | 0 | 78,114 | ||
KOHLS CORP | COM | 500255104 | 2,692 | 47,400 | SH | DFND | 1 | 0 | 0 | 47,400 | |
KT CORP-SP | ADR | 48268K101 | 1,433 | 103,200 | SH | SOLE | 25,000 | 0 | 78,200 | ||
LEAR CORP | COM | 521865204 | 4,680 | 55,900 | SH | SOLE | 3,900 | 0 | 52,000 | ||
LINCOLN NA | COM | 534187109 | 3,101 | 61,200 | SH | SOLE | 11,200 | 0 | 50,000 | ||
LYONDELLBA | COM | N53745100 | 7,063 | 79,413 | SH | SOLE | 7,400 | 0 | 72,013 | ||
MAGNA INTE | COM | 559222401 | 10,292 | 106,895 | SH | SOLE | 14,000 | 0 | 92,895 | ||
MAGNA INTE | COM | 559222401 | 2,532 | 26,300 | SH | DFND | 1 | 0 | 0 | 26,300 | |
MANULIFE F | COM | 56501R106 | 3,013 | 156,000 | SH | SOLE | 32,300 | 0 | 123,700 | ||
MARATHON P | COM | 56585A102 | 3,038 | 34,900 | SH | SOLE | 0 | 0 | 34,900 | ||
MARVELL TE | COM | G5876H105 | 5,626 | 357,221 | SH | SOLE | 41,000 | 0 | 316,221 | ||
MATTEL INC | COM | 577081102 | 2,647 | 66,000 | SH | SOLE | 8,700 | 0 | 57,300 | ||
MENTOR GRA | COM | 587200106 | 403 | 18,300 | SH | SOLE | 0 | 0 | 18,300 | ||
METLIFE IN | COM | 59156R108 | 6,467 | 122,485 | SH | SOLE | 6,000 | 0 | 116,485 | ||
MICROSOFT | COM | 594918104 | 7,277 | 177,539 | SH | SOLE | 15,100 | 0 | 162,439 | ||
NATIONAL O | COM | 637071101 | 3,263 | 41,900 | SH | SOLE | 0 | 0 | 41,900 | ||
NVIDIA COR | COM | 67066G104 | 1,390 | 77,600 | SH | SOLE | 36,300 | 0 | 41,300 | ||
OPEN TEXT | COM | 683715106 | 1,234 | 25,800 | SH | SOLE | 0 | 0 | 25,800 | ||
ORACLE COR | COM | 68389X105 | 5,866 | 143,400 | SH | SOLE | 0 | 0 | 143,400 | ||
ORACLE COR | COM | 68389X105 | 2,671 | 65,300 | SH | DFND | 1 | 0 | 0 | 65,300 | |
PAN AMERIC | COM | 697900108 | 727 | 56,481 | SH | SOLE | 56,481 | 0 | 0 | ||
PARKER HAN | COM | 701094104 | 5,246 | 43,822 | SH | SOLE | 2,600 | 0 | 41,222 | ||
PRUDENTIAL | COM | 744320102 | 2,675 | 31,600 | SH | SOLE | 3,500 | 0 | 28,100 | ||
QUALCOMM I | COM | 747525103 | 371 | 4,700 | SH | SOLE | 3,500 | 0 | 1,200 | ||
REINSURANC | COM | 759351604 | 6,665 | 83,698 | SH | SOLE | 3,500 | 0 | 80,198 | ||
ROGERS COM | COM | 775109200 | 2,714 | 65,400 | SH | SOLE | 0 | 0 | 65,400 | ||
ROGERS COM | COM | 775109200 | 2,714 | 65,400 | SH | DFND | 1 | 0 | 0 | 65,400 | |
SANDISK CO | COM | 80004C101 | 264 | 3,252 | SH | SOLE | 0 | 0 | 3,252 | ||
SEAGATE TE | COM | G7945M107 | 1,674 | 29,800 | SH | SOLE | 0 | 0 | 29,800 | ||
SK TELECOM | ADR | 78440P108 | 542 | 24,000 | SH | SOLE | 17,400 | 0 | 6,600 | ||
SKYWORKS S | COM | 83088M102 | 950 | 25,314 | SH | SOLE | 0 | 0 | 25,314 | ||
SNAP-ON IN | COM | 833034101 | 999 | 8,800 | SH | SOLE | 0 | 0 | 8,800 | ||
SOUTHWEST | COM | 844741108 | 300 | 12,700 | SH | SOLE | 0 | 0 | 12,700 | ||
STANLEY BL | COM | 854502101 | 5,403 | 66,511 | SH | SOLE | 3,900 | 0 | 62,611 | ||
STAPLES IN | COM | 855030102 | 2,676 | 235,965 | SH | SOLE | 0 | 0 | 235,965 | ||
STARZ - A | COM | 85571Q102 | 2,834 | 87,800 | SH | SOLE | 0 | 0 | 87,800 | ||
SUN LIFE F | COM | 866796105 | 822 | 23,700 | SH | SOLE | 0 | 0 | 23,700 | ||
SUNCOR ENE | COM | 867224107 | 9,803 | 280,283 | SH | SOLE | 32,700 | 0 | 247,583 | ||
SUNCOR ENE | COM | 867224107 | 2,623 | 74,983 | SH | DFND | 1 | 0 | 0 | 74,983 | |
TECH DATA | COM | 878237106 | 1,030 | 16,900 | SH | SOLE | 0 | 0 | 16,900 | ||
TECK RESOU | COM | 878742204 | 8,477 | 392,200 | SH | SOLE | 46,000 | 0 | 346,200 | ||
TECK RESOU | COM | 878742204 | 2,451 | 113,400 | SH | DFND | 1 | 0 | 0 | 113,400 | |
TELUS CORP | COM | 87971M103 | 2,958 | 82,400 | SH | SOLE | 13,600 | 0 | 68,800 | ||
TELUS CORP | COM | 87971M103 | 2,470 | 68,800 | SH | DFND | 1 | 0 | 0 | 68,800 | |
TERADYNE I | COM | 880770102 | 469 | 23,600 | SH | SOLE | 0 | 0 | 23,600 | ||
THOMSON RE | COM | 884903105 | 1,539 | 44,969 | SH | SOLE | 0 | 0 | 44,969 | ||
TIMKEN CO | COM | 887389104 | 9,564 | 162,716 | SH | SOLE | 11,100 | 0 | 151,616 | ||
TIMKEN CO | COM | 887389104 | 2,498 | 42,500 | SH | DFND | 1 | 0 | 0 | 42,500 | |
TORCHMARK | COM | 891027104 | 4,971 | 63,166 | SH | SOLE | 7,450 | 0 | 55,716 | ||
TORONTO-DO | COM | 891160509 | 592 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
TRAVELERS | COM | 89417E109 | 3,632 | 42,674 | SH | SOLE | 0 | 0 | 42,674 | ||
TRINITY IN | COM | 896522109 | 4,449 | 61,729 | SH | SOLE | 4,984 | 0 | 56,745 | ||
TRW AUTOMO | COM | 87264S106 | 1,143 | 14,000 | SH | SOLE | 7,400 | 0 | 6,600 | ||
TYSON FOOD | COM | 902494103 | 11,224 | 255,036 | SH | SOLE | 18,800 | 0 | 236,236 | ||
TYSON FOOD | COM | 902494103 | 2,856 | 64,900 | SH | DFND | 1 | 0 | 0 | 64,900 | |
UNITED MIC | ADR | 910873405 | 2,953 | 1,419,844 | SH | SOLE | 0 | 0 | 1,419,844 | ||
UNITED MIC | ADR | 910873405 | 2,710 | 1,302,700 | SH | DFND | 1 | 0 | 0 | 1,302,700 | |
UNITED THE | COM | 91307C102 | 686 | 7,300 | SH | SOLE | 0 | 0 | 7,300 | ||
UNITEDHEAL | COM | 91324P102 | 6,874 | 83,838 | SH | SOLE | 4,500 | 0 | 79,338 | ||
UNITEDHEAL | COM | 91324P102 | 2,730 | 33,300 | SH | DFND | 1 | 0 | 0 | 33,300 | |
UNUM GROUP | COM | 91529Y106 | 4,823 | 136,600 | SH | SOLE | 7,700 | 0 | 128,900 | ||
URS CORP | COM | 903236107 | 5,073 | 107,800 | SH | SOLE | 10,900 | 0 | 96,900 | ||
VALERO ENE | COM | 91913Y100 | 4,540 | 85,500 | SH | SOLE | 7,300 | 0 | 78,200 | ||
VISHAY INT | COM | 928298108 | 2,336 | 157,000 | SH | SOLE | 0 | 0 | 157,000 | ||
WELLPOINT | COM | 94973V107 | 3,487 | 35,027 | SH | SOLE | 0 | 0 | 35,027 | ||
WESTERN DI | COM | 958102105 | 2,485 | 27,069 | SH | SOLE | 3,400 | 0 | 23,669 | ||
WESTERN RE | COM | 959319104 | 2,702 | 70,000 | SH | SOLE | 0 | 0 | 70,000 | ||
WESTERN RE | COM | 959319104 | 2,702 | 70,000 | SH | DFND | 1 | 0 | 0 | 70,000 | |
WESTERN UN | COM | 959802109 | 3,057 | 186,849 | SH | SOLE | 0 | 0 | 186,849 | ||
WESTERN UN | COM | 959802109 | 2,510 | 153,400 | SH | DFND | 1 | 0 | 0 | 153,400 | |
WHIRLPOOL | COM | 963320106 | 4,693 | 31,400 | SH | SOLE | 0 | 0 | 31,400 | ||
XEROX CORP | COM | 984121103 | 1,001 | 88,600 | SH | SOLE | 0 | 0 | 88,600 |