-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BifmcfqxXZFY1eWuJ/LNNpQwBrs8kdgb36OKkG+I0c+HhtMl5FbBarPm2XdbIw83 EwocGvbWP7WEOYy1Y3uwPw== 0001083190-10-000004.txt : 20100811 0001083190-10-000004.hdr.sgml : 20100811 20100811162119 ACCESSION NUMBER: 0001083190-10-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100811 DATE AS OF CHANGE: 20100811 EFFECTIVENESS DATE: 20100811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS CENTRAL INDEX KEY: 0001083190 IRS NUMBER: 231739115 STATE OF INCORPORATION: PA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05879 FILM NUMBER: 101008295 BUSINESS ADDRESS: STREET 1: 5 NORTH 5TH ST CITY: HARRISBURG STATE: PA ZIP: 17101 BUSINESS PHONE: 7177204700 MAIL ADDRESS: STREET 1: 5 NORTH 5TH ST CITY: HARRISBURG STATE: PA ZIP: 17101 13F-HR 1 q22010.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, 2010 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: Commonwealth of Pennsylvania Public School Employees Retirement System Address: 5 North 5th Street Harrisburg, PA 17101 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing this report is authorized to submit it, that all information contained herein is true, correct and complete, and that all information contained herein is true, correct and complete, and that it is understood that required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons signing this Report on Behalf of Reporting Manager: Name: Alan H. Van Noord Title: Chief Investment Officer Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ Alan H. Van Noord Harrisburg, Pennsylvania August 9, 2010 Report Type (Check only one.): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: N/A FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,526 Form 13F Information Table Value Total: $5,400,624 (in 000s) List of Other Included Managers: N/A AS OF JUNE 30, 2010 COMMONWEALTH OF PA-PSERS 13F REPORT 30-JUN-10 TITLE Voting OF VALUE Invst Other Authority NAME OF ISSUER CLASS CUSIP (in 000 SHARES Discr Mngrs SOLE 3M CO COM 88579Y10 22,346 282,900SH SOLE 0 282,900 99 CENTS ONLY STORES COM 65440K10 561 37,900SH SOLE 0 37,900 ABAXIS INC COM 00256710 1,093 50,990SH SOLE 0 50,990 ABBOTT LABS COM 00282410 28,652 612,477SH SOLE 0 612,477 ABERCROMBIE & FITCH CO CL A 00289620 1,043 33,981SH SOLE 0 33,981 ABIOMED INC COM 00365410 281 29,060SH SOLE 0 29,060 ABOVENET INC COM 00374N10 595 12,610SH SOLE 0 12,610 ABRAXAS PETE CORP COM 00383010 1,031 368,117SH SOLE 0 368,117 ABRAXIS BIOSCIENCE INC N COM 00383Y10 2,523 34,000SH SOLE 0 34,000 ACACIA RESH CORP COM 00388130 2,247 157,900SH SOLE 0 157,900 ACCELRYS INC COM 00430U10 239 37,120SH SOLE 0 37,120 ACCO BRANDS CORP COM 00081T10 138 27,640SH SOLE 0 27,640 ACCURAY INC COM 00439710 244 36,830SH SOLE 0 36,830 ACME PACKET INC COM 00476410 815 30,311SH SOLE 0 30,311 ACTIVE POWER INC COM 00504W10 569 729,895SH SOLE 0 729,895 ACTUANT CORP CL A 00508X20 323 17,130SH SOLE 0 17,130 ACTUATE CORP COM 00508B10 213 47,920SH SOLE 0 47,920 ADCARE HEALTH SYSTEMS IN COM 00650W30 258 83,100SH SOLE 0 83,100 ADEPT TECHNOLOGY INC COM 00685420 136 26,900SH SOLE 0 26,900 ADOBE SYS INC COM 00724F10 5,935 224,547SH SOLE 0 224,547 ADVANCE AUTO PARTS INC COM 00751Y10 236 4,700SH SOLE 0 4,700 ADVANCED BATTERY TECHNOL COM 00752H10 1,047 319,350SH SOLE 0 319,350 ADVANCED ENERGY INDS COM 00797310 142 11,520SH SOLE 0 11,520 ADVANCED MICRO DEVICES I COM 00790310 1,595 217,900SH SOLE 0 217,900 ADVENT SOFTWARE INC COM 00797410 1,927 41,025SH SOLE 0 41,025 ADVISORY BRD CO COM 00762W10 1,857 43,230SH SOLE 0 43,230 AEROPOSTALE COM 00786510 222 7,750SH SOLE 0 7,750 AEROVIRONMENT INC COM 00807310 676 31,125SH SOLE 0 31,125 AES CORP COM 00130H10 2,378 257,383SH SOLE 0 257,383 AETNA INC NEW COM 00817Y10 4,318 163,687SH SOLE 0 163,687 AFC ENTERPRISES INC COM 00104Q10 309 33,950SH SOLE 0 33,950 AFLAC INC COM 00105510 9,949 233,163SH SOLE 0 233,163 AGILENT TECHNOLOGIES INC COM 00846U10 3,812 134,086SH SOLE 0 134,086 AGNICO EAGLE MINES LTD COM 00847410 728 11,980SH SOLE 0 11,980 AGRIUM INC COM 00891610 544 11,124SH SOLE 0 11,124 AIR METHODS CORP COM 00912830 242 8,130SH SOLE 0 8,130 AIR PRODS & CHEMS INC COM 00915810 9,730 150,129SH SOLE 0 150,129 AIR TRANSPORT SERVICES G COM 00922R10 1,150 241,600SH SOLE 0 241,600 AIRGAS INC COM 00936310 15,062 242,156SH SOLE 0 242,156 AIRTRAN HLDGS INC COM 00949P10 271 55,881SH SOLE 0 55,881 AK STL HLDG CORP COM 00154710 1,030 86,441SH SOLE 0 86,441 AKAMAI TECHNOLOGIES INC COM 00971T10 3,392 83,606SH SOLE 0 83,606 ALASKA COMMUNICATIONS SY COM 01167P10 320 37,750SH SOLE 0 37,750 ALCOA INC COM 01381710 4,440 441,334SH SOLE 0 441,334 ALCON INC COM H0130110 9,738 65,712SH SOLE 0 65,712 ALLEGHENY ENERGY INC COM 01736110 4,986 241,110SH SOLE 0 241,110 ALLEGHENY TECHNOLOGIES I COM 01741R10 1,947 44,062SH SOLE 0 44,062 ALLERGAN INC COM 01849010 6,902 118,465SH SOLE 0 118,465 ALLIANCE HEALTHCARE SRVC COM 01860620 390 96,600SH SOLE 0 96,600 ALLIED DEFENSE GROUP INC COM 01911810 826 218,420SH SOLE 0 218,420 ALLIED NEVADA GOLD CORP COM 01934410 359 18,250SH SOLE 0 18,250 ALLOY INC COM 01985530 2,345 250,000SH SOLE 0 250,000 ALLSTATE CORP COM 02000210 5,953 207,220SH SOLE 0 207,220 ALMOST FAMILY INC COM 02040910 1,555 44,520SH SOLE 0 44,520 ALPHA PRO TECH LTD COM 02077210 414 223,653SH SOLE 0 223,653 ALTERA CORP COM 02144110 3,186 128,409SH SOLE 0 128,409 ALTRA HOLDINGS INC COM 02208R10 693 53,230SH SOLE 0 53,230 ALTRIA GROUP INC COM 02209S10 16,078 802,280SH SOLE 0 802,280 AMAZON COM INC COM 02313510 14,444 132,201SH SOLE 0 132,201 AMBASSADORS GROUP INC COM 02317710 147 13,040SH SOLE 0 13,040 AMEREN CORP COM 02360810 2,182 91,796SH SOLE 0 91,796 AMERICA MOVIL SAB DE CV ADR 02364W10 13,069 275,139SH SOLE 0 275,139 AMERICA SVC GROUP INC COM 02364L10 244 14,200SH SOLE 0 14,200 AMERICAN DENTAL PARTNERS COM 02535310 775 63,970SH SOLE 0 63,970 AMERICAN ELEC PWR INC COM 02553710 5,959 184,480SH SOLE 0 184,480 AMERICAN EQTY INVT LIFE COM 02567620 183 17,780SH SOLE 0 17,780 AMERICAN EXPRESS CO COM 02581610 18,372 462,769SH SOLE 0 462,769 AMERICAN INTL GROUP INC COM 02687478 1,964 57,034SH SOLE 0 57,034 AMERICAN ITALIAN PASTA C CL A 02707010 5,287 100,000SH SOLE 0 100,000 AMERICAN LORAIN CORP COM 02729710 173 60,900SH SOLE 0 60,900 AMERICAN MED SYS HLDGS I COM 02744M10 291 13,175SH SOLE 0 13,175 AMERICAN PUBLIC EDUCATIO COM 02913V10 371 8,500SH SOLE 0 8,500 AMERICAN REPROGRAPHICS C COM 02926310 359 41,160SH SOLE 0 41,160 AMERICAN TOWER CORP CL A 02991220 6,916 155,417SH SOLE 0 155,417 AMERIGAS PARTNERS L P UNIT 03097510 587 14,200SH SOLE 0 14,200 AMERIGON INC COM 03070L30 854 115,740SH SOLE 0 115,740 AMERIGROUP CORP COM 03073T10 546 16,800SH SOLE 0 16,800 AMERIPRISE FINL INC COM 03076C10 3,560 98,527SH SOLE 0 98,527 AMERISOURCEBERGEN CORP COM 03073E10 3,849 121,237SH SOLE 0 121,237 AMGEN INC NOTE 031162AN 4,9445,000,000SH SOLE 0 5,000,000 AMGEN INC COM 03116210 19,806 376,532SH SOLE 0 376,532 AMPHENOL CORP NEW CL A 03209510 2,626 66,859SH SOLE 0 66,859 ANADARKO PETE CORP COM 03251110 10,500 290,943SH SOLE 0 290,943 ANADIGICS INC COM 03251510 525 120,360SH SOLE 0 120,360 ANALOG DEVICES INC COM 03265410 3,198 114,793SH SOLE 0 114,793 ANALOGIC CORP COM 03265720 255 5,610SH SOLE 0 5,610 ANAREN INC COM 03274410 302 20,210SH SOLE 0 20,210 ANGIODYNAMICS INC COM 03475V10 750 50,860SH SOLE 0 50,860 ANGLOGOLD ASHANTI LTD ADR 03512820 1,508 34,925SH SOLE 0 34,925 ANIKA THERAPEUTICS INC COM 03525510 867 147,260SH SOLE 0 147,260 ANSYS INC COM 03662Q10 1,022 25,191SH SOLE 0 25,191 AON CORP COM 03738910 3,853 103,790SH SOLE 0 103,790 APAC CUSTOMER SERVICES I COM 00185E10 247 43,400SH SOLE 0 43,400 APACHE CORP COM 03741110 7,124 84,614SH SOLE 0 84,614 APARTMENT INVT & MGMT CO CL A 03748R10 872 45,009SH SOLE 0 45,009 APOLLO GROUP INC CL A 03760410 2,059 48,472SH SOLE 0 48,472 APPLE INC COM 03783310 92,613 368,199SH SOLE 0 368,199 APPLIED INDL TECHNOLOGIE COM 03820C10 309 12,200SH SOLE 0 12,200 APPLIED MATLS INC COM 03822210 6,220 517,476SH SOLE 0 517,476 APPLIED MICRO CIRCUITS C COM 03822W40 122 11,680SH SOLE 0 11,680 APPLIED SIGNAL TECHNOLOG COM 03823710 694 35,330SH SOLE 0 35,330 ARCHER DANIELS MIDLAND C COM 03948310 11,589 448,826SH SOLE 0 448,826 ARCSIGHT INC COM 03966610 1,142 51,000SH SOLE 0 51,000 ARENA PHARMACEUTICALS IN COM 04004710 97 31,630SH SOLE 0 31,630 ARES CAP CORP COM 04010L10 476 38,000SH SOLE 0 38,000 ARGO GROUP INTL HLDGS LT COM G0464B10 303 9,919SH SOLE 0 9,919 ARGON ST INC COM 04014910 7,340 214,050SH SOLE 0 214,050 ARIBA INC COM 04033V20 275 17,285SH SOLE 0 17,285 ARRAY BIOPHARMA INC COM 04269X10 145 47,380SH SOLE 0 47,380 ARROW ELECTRS INC COM 04273510 14,371 643,000SH SOLE 0 643,000 ART TECHNOLOGY GROUP INC COM 04289L10 354 103,400SH SOLE 0 103,400 ARUBA NETWORKS INC COM 04317610 1,161 81,515SH SOLE 0 81,515 ASA LIMITED SHS G3156P10 783 28,950SH SOLE 0 28,950 ASHFORD HOSPITALITY TR I COM 04410310 375 51,110SH SOLE 0 51,110 ASPEN INSURANCE HOLDINGS SHS G0538410 708 28,600SH SOLE 0 28,600 ASSISTED LIVING CONCPT N CL A 04544X30 231 7,822SH SOLE 0 7,822 ASSURANT INC COM 04621X10 1,495 43,080SH SOLE 0 43,080 AT&T INC COM 00206R10 55,0652,276,361SH SOLE 0 2,276,361 ATC TECHNOLOGY CORP COM 00211W10 230 14,280SH SOLE 0 14,280 ATHEROS COMMUNICATIONS I COM 04743P10 322 11,690SH SOLE 0 11,690 ATLAS AIR WORLDWIDE HLDG COM 04916420 312 6,560SH SOLE 0 6,560 ATLAS ENERGY INC COM 04929810 204 7,520SH SOLE 0 7,520 ATMEL CORP COM 04951310 185 38,475SH SOLE 0 38,475 ATMOS ENERGY CORP COM 04956010 606 22,400SH SOLE 0 22,400 ATRICURE INC COM 04963C20 633 95,160SH SOLE 0 95,160 ATS MED INC COM 00208310 3,9701,000,000SH SOLE 0 1,000,000 ATWOOD OCEANICS INC COM 05009510 4,721 185,000SH SOLE 0 185,000 AU OPTRONICS CORP ADR 00225510 935 105,260SH SOLE 0 105,260 AUDIOVOX CORP CL A 05075710 1,544 210,000SH SOLE 0 210,000 AUTHENTEC INC COM 05266010 256 101,800SH SOLE 0 101,800 AUTODESK INC COM 05276910 2,395 98,297SH SOLE 0 98,297 AUTOMATIC DATA PROCESSIN COM 05301510 7,801 193,769SH SOLE 0 193,769 AUTONATION INC COM 05329W10 886 45,444SH SOLE 0 45,444 AUTOZONE INC COM 05333210 2,493 12,900SH SOLE 0 12,900 AVALONBAY CMNTYS INC COM 05348410 3,256 34,869SH SOLE 0 34,869 AVERY DENNISON CORP COM 05361110 1,367 42,546SH SOLE 0 42,546 AVID TECHNOLOGY INC COM 05367P10 264 20,700SH SOLE 0 20,700 AVNET INC COM 05380710 15,848 657,300SH SOLE 0 657,300 AVON PRODS INC COM 05430310 4,373 165,036SH SOLE 0 165,036 AXCELIS TECHNOLOGIES INC COM 05454010 888 572,700SH SOLE 0 572,700 AXT INC COM 00246W10 115 25,500SH SOLE 0 25,500 AZZ INC COM 00247410 341 9,270SH SOLE 0 9,270 B & G FOODS INC NEW CL A 05508R10 450 41,790SH SOLE 0 41,790 BAIDU INC ADR 05675210 8,425 123,745SH SOLE 0 123,745 BAKER HUGHES INC COM 05722410 19,530 469,807SH SOLE 0 469,807 BAKER MICHAEL CORP COM 05714910 349 10,000SH SOLE 0 10,000 BALL CORP COM 05849810 1,879 35,569SH SOLE 0 35,569 BANCO BRADESCO S A ADR 05946030 5,828 367,463SH SOLE 0 367,463 BANCO LATINOAMERICANO DESHS E P1699413 1,687 135,100SH SOLE 0 135,100 BANCO SANTANDER BRASIL S ADS 05967A10 2,081 201,430SH SOLE 0 201,430 BANCO SANTANDER CHILE NE ADR 05965X10 855 12,750SH SOLE 0 12,750 BANCOLOMBIA S A ADR 05968L10 597 11,900SH SOLE 0 11,900 BANCORP INC DEL COM 05969A10 673 85,900SH SOLE 0 85,900 BANK OF AMERICA CORPORAT COM 06050510 55,8713,888,054SH SOLE 0 3,888,054 BANK OF NEW YORK MELLON COM 06405810 11,537 467,269SH SOLE 0 467,269 BANK OF THE OZARKS INC COM 06390410 610 17,200SH SOLE 0 17,200 BANNER CORP COM 06652V10 1,307 660,200SH SOLE 0 660,200 BARD C R INC COM 06738310 2,840 36,635SH SOLE 0 36,635 BARRICK GOLD CORP COM 06790110 791 17,410SH SOLE 0 17,410 BARRY R G CORP OHIO COM 06879810 1,211 109,791SH SOLE 0 109,791 BASSETT FURNITURE INDS I COM 07020310 629 146,889SH SOLE 0 146,889 BAXTER INTL INC COM 07181310 9,338 229,775SH SOLE 0 229,775 BB&T CORP COM 05493710 7,015 266,623SH SOLE 0 266,623 BE AEROSPACE INC COM 07330210 788 31,000SH SOLE 0 31,000 BEACON ROOFING SUPPLY IN COM 07368510 200 11,110SH SOLE 0 11,110 BECTON DICKINSON & CO COM 07588710 6,078 89,888SH SOLE 0 89,888 BED BATH & BEYOND INC COM 07589610 3,761 101,417SH SOLE 0 101,417 BELL MICROPRODUCTS INC COM 07813710 2,094 300,000SH SOLE 0 300,000 BEMIS INC COM 08143710 1,134 42,015SH SOLE 0 42,015 BENIHANA INC CL A 08204720 1,184 200,000SH SOLE 0 200,000 BERKSHIRE HATHAWAY INC D CL B 08467070 50,819 637,712SH SOLE 0 637,712 BEST BUY INC COM 08651610 5,122 151,266SH SOLE 0 151,266 BHP BILLITON LTD ADR 08860610 2,252 36,330SH SOLE 0 36,330 BIG LOTS INC COM 08930210 2,143 66,795SH SOLE 0 66,795 BIOCLINICA INC COM 09071B10 228 55,500SH SOLE 0 55,500 BIOGEN IDEC INC COM 09062X10 4,881 102,857SH SOLE 0 102,857 BIOMIMETIC THERAPEUTICS COM 09064X10 372 33,461SH SOLE 0 33,461 BIO-REFERENCE LABS INC COM 09057G60 936 42,238SH SOLE 0 42,238 BIOSCRIP INC COM 09069N10 1,507 287,580SH SOLE 0 287,580 BIOSPHERE MEDICAL INC COM 09066V10 2,428 562,000SH SOLE 0 562,000 BJS RESTAURANTS INC COM 09180C10 567 24,037SH SOLE 0 24,037 BLACK BOX CORP DEL COM 09182610 739 26,500SH SOLE 0 26,500 BLACKBAUD INC COM 09227Q10 1,359 62,425SH SOLE 0 62,425 BLACKBOARD INC COM 09193550 1,572 42,100SH SOLE 0 42,100 BLOCK H & R INC COM 09367110 1,990 126,833SH SOLE 0 126,833 BMC SOFTWARE INC COM 05592110 2,422 69,929SH SOLE 0 69,929 BOEING CO COM 09702310 19,248 306,739SH SOLE 0 306,739 BOFI HLDG INC COM 05566U10 1,156 81,900SH SOLE 0 81,900 BOOTS & COOTS INC COM 09946950 3,2291,094,500SH SOLE 0 1,094,500 BOSTON PPTYS LTD PARTNER NOTE 10112RAK 370 375,000SH SOLE 0 375,000 BOSTON PROPERTIES INC COM 10112110 3,821 53,555SH SOLE 0 53,555 BOSTON SCIENTIFIC CORP COM 10113710 3,388 584,143SH SOLE 0 584,143 BOTTOMLINE TECH DEL INC COM 10138810 2,174 166,809SH SOLE 0 166,809 BOWNE & CO INC COM 10304310 6,452 575,000SH SOLE 0 575,000 BP PLC ADR 05562210 3,106 107,550SH SOLE 0 107,550 BRASIL TELECOM SA ADR 10553M10 648 32,291SH SOLE 0 32,291 BRASIL TELECOM SA ADR 10553M20 158 18,319SH SOLE 0 18,319 BRIDGE CAP HLDGS COM 10803010 414 45,523SH SOLE 0 45,523 BRIGHAM EXPLORATION CO COM 10917810 573 37,237SH SOLE 0 37,237 BRIGHTPOINT INC COM 10947340 341 48,700SH SOLE 0 48,700 BRISTOL MYERS SQUIBB CO COM 11012210 16,828 674,741SH SOLE 0 674,741 BROADCOM CORP CL A 11132010 5,485 166,371SH SOLE 0 166,371 BROCADE COMMUNICATIONS S COM 11162130 1,548 300,000SH SOLE 0 300,000 BROWN FORMAN CORP CL B 11563720 2,396 41,873SH SOLE 0 41,873 BUCKEYE PARTNERS L P UNIT 11823010 590 10,000SH SOLE 0 10,000 C D I CORP COM 12507110 203 13,070SH SOLE 0 13,070 C H ROBINSON WORLDWIDE I COM 12541W20 3,557 63,907SH SOLE 0 63,907 CA INC COM 12673P10 2,768 150,449SH SOLE 0 150,449 CABOT OIL & GAS CORP COM 12709710 4,432 141,510SH SOLE 0 141,510 CACHE INC COM 12715030 445 78,300SH SOLE 0 78,300 CACI INTL INC CL A 12719030 646 15,200SH SOLE 0 15,200 CALAVO GROWERS INC COM 12824610 702 39,100SH SOLE 0 39,100 CALIFORNIA PIZZA KITCHEN COM 13054D10 1,734 114,470SH SOLE 0 114,470 CALLIDUS SOFTWARE INC COM 13123E50 333 102,300SH SOLE 0 102,300 CALLON PETE CO DEL COM 13123X10 266 42,300SH SOLE 0 42,300 CALPINE CORP COM 13134730 234 18,400SH SOLE 0 18,400 CAMECO CORP COM 13321L10 579 27,200SH SOLE 0 27,200 CAMERON INTERNATIONAL CO COM 13342B10 3,059 94,075SH SOLE 0 94,075 CAMPBELL SOUP CO COM 13442910 2,813 78,496SH SOLE 0 78,496 CANADIAN NAT RES LTD COM 13638510 2,535 76,300SH SOLE 0 76,300 CANON INC ADR 13800630 756 20,250SH SOLE 0 20,250 CANTEL MEDICAL CORP COM 13809810 290 17,340SH SOLE 0 17,340 CAPELLA EDUCATION COMPAN COM 13959410 1,536 18,880SH SOLE 0 18,880 CAPITAL GOLD CORP COM 14018Y20 88 22,000SH SOLE 0 22,000 CAPITAL ONE FINL CORP COM 14040H10 7,088 175,874SH SOLE 0 175,874 CARBO CERAMICS INC COM 14078110 2,369 32,820SH SOLE 0 32,820 CARDINAL FINL CORP COM 14149F10 517 55,900SH SOLE 0 55,900 CARDINAL HEALTH INC COM 14149Y10 4,923 146,483SH SOLE 0 146,483 CARDIONET INC COM 14159L10 189 34,560SH SOLE 0 34,560 CARE INVESTMENT TRUST IN COM 14165710 4,433 511,900SH SOLE 0 511,900 CAREFUSION CORP COM 14170T10 1,555 68,512SH SOLE 0 68,512 CARMAX INC COM 14313010 1,711 85,957SH SOLE 0 85,957 CARNIVAL CORP CTF 14365830 5,043 166,772SH SOLE 0 166,772 CARRIZO OIL & CO INC COM 14457710 475 30,560SH SOLE 0 30,560 CARTER INC COM 14622910 398 15,165SH SOLE 0 15,165 CASEYS GEN STORES INC COM 14752810 6,980 200,000SH SOLE 0 200,000 CASH AMER INTL INC COM 14754D10 665 19,400SH SOLE 0 19,400 CATALYST HEALTH SOLUTION COM 14888B10 450 13,050SH SOLE 0 13,050 CATERPILLAR INC DEL COM 14912310 15,596 259,630SH SOLE 0 259,630 CAVIUM NETWORKS INC COM 14965A10 1,184 45,190SH SOLE 0 45,190 CB RICHARD ELLIS GROUP I CL A 12497T10 1,417 104,126SH SOLE 0 104,126 CBS CORP NEW CL B 12485720 3,387 261,946SH SOLE 0 261,946 CCA INDS INC COM 12486710 170 31,400SH SOLE 0 31,400 CECO ENVIRONMENTAL CORP COM 12514110 291 62,000SH SOLE 0 62,000 CEDAR FAIR L P UNIT 15018510 9,352 759,119SH SOLE 0 759,119 CELADON GROUP INC COM 15083810 438 31,000SH SOLE 0 31,000 CELGENE CORP COM 15102010 10,252 201,741SH SOLE 0 201,741 CELLDEX THERAPEUTICS INC COM 15117B10 145 31,750SH SOLE 0 31,750 CEMEX SAB DE CV ADR 15129088 521 53,858SH SOLE 0 53,858 CENOVUS ENERGY INC COM 15135U10 1,588 61,590SH SOLE 0 61,590 CENTENE CORP DEL COM 15135B10 675 31,400SH SOLE 0 31,400 CENTERPOINT ENERGY INC COM 15189T10 2,111 160,417SH SOLE 0 160,417 CENTRAL EUROPEAN DIST CO COM 15343510 391 18,300SH SOLE 0 18,300 CENTRAL EUROPEAN MEDIA E CL A G2004520 1,678 84,330SH SOLE 0 84,330 CENTRAL JERSEY BANCORP N COM 15377010 1,416 200,000SH SOLE 0 200,000 CENTRAL VT PUB SVC CORP COM 15577110 236 11,960SH SOLE 0 11,960 CENTURYLINK INC COM 15670010 1,697 50,933SH SOLE 0 50,933 CEPHALON INC COM 15670810 1,644 28,967SH SOLE 0 28,967 CERNER CORP COM 15678210 1,995 26,286SH SOLE 0 26,286 CF INDS HLDGS INC COM 12526910 3,080 48,542SH SOLE 0 48,542 CHANGYOU COM LTD ADS 15911M10 434 16,800SH SOLE 0 16,800 CHARMING SHOPPES INC COM 16113310 1,198 319,500SH SOLE 0 319,500 CHESAPEAKE ENERGY CORP COM 16516710 6,280 299,765SH SOLE 0 299,765 CHESAPEAKE UTILS CORP COM 16530310 275 8,750SH SOLE 0 8,750 CHEVRON CORP NEW COM 16676410 58,744 865,662SH SOLE 0 865,662 CHICOS FAS INC COM 16861510 276 27,890SH SOLE 0 27,890 CHILDRENS PL RETAIL STOR COM 16890510 247 5,620SH SOLE 0 5,620 CHINA GREEN AGRICULTURE COM 16943W10 174 19,400SH SOLE 0 19,400 CHINA INTEGRATED ENERGY COM 16948P10 673 81,079SH SOLE 0 81,079 CHINA MOBILE LIMITED ADR 16941M10 4,039 81,750SH SOLE 0 81,750 CHINA PETE & CHEM CORP ADR 16941R10 1,911 23,730SH SOLE 0 23,730 CHINA YIDA HOLDINGS CO COM 16945D20 184 12,700SH SOLE 0 12,700 CHINA YUCHAI INTL LTD COM G2108210 496 32,198SH SOLE 0 32,198 CHINDEX INTERNATIONAL IN COM 16946710 218 17,380SH SOLE 0 17,380 CHIPOTLE MEXICAN GRILL I COM 16965610 335 2,445SH SOLE 0 2,445 CHUBB CORP COM 17123210 6,295 125,884SH SOLE 0 125,884 CHURCH & DWIGHT INC COM 17134010 263 4,200SH SOLE 0 4,200 CIENA CORP COM 17177930 129 10,180SH SOLE 0 10,180 CIGNA CORP COM 12550910 3,311 106,585SH SOLE 0 106,585 CIMAREX ENERGY CO COM 17179810 6,736 94,100SH SOLE 0 94,100 CINCINNATI FINL CORP COM 17206210 1,624 62,787SH SOLE 0 62,787 CINTAS CORP COM 17290810 1,214 50,646SH SOLE 0 50,646 CIRRUS LOGIC INC COM 17275510 384 24,305SH SOLE 0 24,305 CISCO SYS INC COM 17275R10 49,1812,307,862SH SOLE 0 2,307,862 CITI TRENDS INC COM 17306X10 709 21,510SH SOLE 0 21,510 CITIGROUP INC COM 17296710 32,7428,707,997SH SOLE 0 8,707,997 CITRIX SYS INC COM 17737610 3,292 77,957SH SOLE 0 77,957 CKE RESTAURANTS INC COM 12561E10 19,5321,558,790SH SOLE 0 1,558,790 CKX INC COM 12562M10 7,9661,596,393SH SOLE 0 1,596,393 CLARIENT INC COM 18048910 1,245 404,258SH SOLE 0 404,258 CLICKSOFTWARE TECHNOLOGI ORD M2508210 917 172,300SH SOLE 0 172,300 CLIFFS NATURAL RESOURCES COM 18683K10 2,460 52,173SH SOLE 0 52,173 CLOROX CO DEL COM 18905410 3,373 54,257SH SOLE 0 54,257 CME GROUP INC COM 12572Q10 7,125 25,306SH SOLE 0 25,306 CMS ENERGY CORP COM 12589610 1,297 88,565SH SOLE 0 88,565 CNINSURE INC ADR 18976M10 1,061 40,900SH SOLE 0 40,900 CNOOC LTD ADR 12613210 4,527 26,600SH SOLE 0 26,600 COACH INC COM 18975410 5,096 139,427SH SOLE 0 139,427 COCA COLA CO COM 19121610 45,684 911,500SH SOLE 0 911,500 COCA COLA ENTERPRISES IN COM 19121910 3,240 125,309SH SOLE 0 125,309 COCA COLA FEMSA S A B DE ADR 19124110 250 4,000SH SOLE 0 4,000 CODEXIS INC COM 19200510 236 26,910SH SOLE 0 26,910 COGNIZANT TECHNOLOGY SOL CL A 19244610 7,610 152,022SH SOLE 0 152,022 COGO GROUP INC COM 19244810 615 98,570SH SOLE 0 98,570 COLEMAN CABLE INC COM 19345930 135 23,900SH SOLE 0 23,900 COLGATE PALMOLIVE CO COM 19416210 15,275 193,940SH SOLE 0 193,940 COLLECTIVE BRANDS INC COM 19421W10 517 32,700SH SOLE 0 32,700 COLLECTORS UNIVERSE INC COM 19421R20 180 13,400SH SOLE 0 13,400 COLUMBIA BKG SYS INC COM 19723610 737 40,340SH SOLE 0 40,340 COLUMBUS MCKINNON CORP N COM 19933310 580 41,500SH SOLE 0 41,500 COMCAST CORP NEW CL A 20030N10 3,762 216,553SH SOLE 0 216,553 COMCAST CORP NEW CL A 20030N20 15,026 914,534SH SOLE 0 914,534 COMERICA INC COM 20034010 2,502 67,926SH SOLE 0 67,926 COMFORT SYS USA INC COM 19990810 160 16,600SH SOLE 0 16,600 COMMERCIAL METALS CO COM 20172310 796 60,225SH SOLE 0 60,225 COMMERCIAL VEH GROUP INC COM 20260810 118 11,535SH SOLE 0 11,535 COMPANHIA DE BEBIDAS DAS ADR 20441W20 3,107 30,761SH SOLE 0 30,761 COMPANHIA ENERGETICA DE ADR 20440960 247 16,830SH SOLE 0 16,830 COMPANHIA SIDERURGICA NA ADR 20440W10 397 27,000SH SOLE 0 27,000 COMPANIA CERVECERIAS UNI ADR 20442910 705 16,369SH SOLE 0 16,369 COMPANIA DE MINAS BUENAV ADR 20444810 1,033 26,870SH SOLE 0 26,870 COMPASS MINERALS INTL IN COM 20451N10 246 3,500SH SOLE 0 3,500 COMPELLENT TECHNOLOGIES COM 20452A10 489 40,313SH SOLE 0 40,313 COMPUTER PROGRAMS & SYS COM 20530610 287 7,010SH SOLE 0 7,010 COMPUTER SCIENCES CORP COM 20536310 2,689 59,419SH SOLE 0 59,419 COMPUTER TASK GROUP INC COM 20547710 545 84,300SH SOLE 0 84,300 COMPUWARE CORP COM 20563810 692 86,688SH SOLE 0 86,688 COMSCORE INC COM 20564W10 1,196 72,590SH SOLE 0 72,590 COMSTOCK RES INC COM 20576820 273 9,840SH SOLE 0 9,840 CONAGRA FOODS INC COM 20588710 4,003 171,645SH SOLE 0 171,645 CONCORD MED SVCS HLDGS L ADR 20627710 85 14,341SH SOLE 0 14,341 CONMED HEALTHCARE MGMT I COM 20741M10 220 66,600SH SOLE 0 66,600 CONOCOPHILLIPS COM 20825C10 31,359 638,804SH SOLE 0 638,804 CONSOL ENERGY INC COM 20854P10 5,238 155,142SH SOLE 0 155,142 CONSOLIDATED COMM HLDGS COM 20903410 260 15,280SH SOLE 0 15,280 CONSOLIDATED EDISON INC COM 20911510 4,682 108,625SH SOLE 0 108,625 CONSTANT CONTACT INC COM 21031310 290 13,600SH SOLE 0 13,600 CONSTELLATION BRANDS INC CL A 21036P10 1,154 73,891SH SOLE 0 73,891 CONSTELLATION ENERGY GRO COM 21037110 2,506 77,695SH SOLE 0 77,695 CONTINUCARE CORP COM 21217210 151 45,000SH SOLE 0 45,000 COOPER TIRE & RUBR CO COM 21683110 322 16,523SH SOLE 0 16,523 COPA HOLDINGS SA CL A P3107610 433 9,788SH SOLE 0 9,788 COPART INC COM 21720410 233 6,500SH SOLE 0 6,500 CORE LABORATORIES N V COM N2271710 1,011 6,850SH SOLE 0 6,850 CORE MARK HOLDING CO INC COM 21868110 297 10,850SH SOLE 0 10,850 CORINTHIAN COLLEGES INC COM 21886810 486 49,300SH SOLE 0 49,300 CORNING INC COM 21935010 9,843 609,462SH SOLE 0 609,462 COSAN LTD SHS A G2534310 441 47,230SH SOLE 0 47,230 COSTAR GROUP INC COM 22160N10 1,566 40,350SH SOLE 0 40,350 COSTCO WHSL CORP NEW COM 22160K10 9,314 169,879SH SOLE 0 169,879 COVENANT TRANSN GROUP IN CL A 22284P10 2,491 368,535SH SOLE 0 368,535 COVENTRY HEALTH CARE INC COM 22286210 1,008 56,991SH SOLE 0 56,991 COWEN GROUP INC NEW CL A 22362210 224 54,700SH SOLE 0 54,700 CPI AEROSTRUCTURES INC COM 12591930 428 43,425SH SOLE 0 43,425 CPI CORP COM 12590210 1,104 49,240SH SOLE 0 49,240 CRA INTL INC COM 12618T10 221 11,750SH SOLE 0 11,750 CRANE CO COM 22439910 523 17,300SH SOLE 0 17,300 CREDICORP LTD COM G2519Y10 1,797 19,776SH SOLE 0 19,776 CROCS INC COM 22704610 916 86,610SH SOLE 0 86,610 CROSSTEX ENERGY L P COM 22765U10 712 67,540SH SOLE 0 67,540 CRYOLIFE INC COM 22890310 660 122,501SH SOLE 0 122,501 CSX CORP COM 12640810 7,442 149,944SH SOLE 0 149,944 CTRIP COM INTL LTD ADR 22943F10 553 14,730SH SOLE 0 14,730 CTS CORP COM 12650110 273 29,540SH SOLE 0 29,540 CUMMINS INC COM 23102110 7,247 111,271SH SOLE 0 111,271 CUTERA INC COM 23210910 155 16,810SH SOLE 0 16,810 CVS CAREMARK CORPORATION COM 12665010 15,775 538,012SH SOLE 0 538,012 CYBEROPTICS CORP COM 23251710 847 87,550SH SOLE 0 87,550 CYBERSOURCE CORP COM 23251J10 12,263 480,353SH SOLE 0 480,353 CYPRESS SHARPRIDGE INVTS COM 23281A30 203 16,000SH SOLE 0 16,000 D R HORTON INC COM 23331A10 1,048 106,645SH SOLE 0 106,645 DANA HOLDING CORP COM 23582520 1,930 193,000SH SOLE 0 193,000 DANAHER CORP DEL COM 23585110 8,527 229,717SH SOLE 0 229,717 DANVERS BANCORP INC COM 23644210 223 15,400SH SOLE 0 15,400 DARDEN RESTAURANTS INC COM 23719410 2,419 62,262SH SOLE 0 62,262 DARLING INTL INC COM 23726610 750 99,900SH SOLE 0 99,900 DAVITA INC COM 23918K10 2,868 45,926SH SOLE 0 45,926 DEAN FOODS CO NEW COM 24237010 704 69,927SH SOLE 0 69,927 DEER CONSUMER PRODS INC COM 24379J20 681 82,000SH SOLE 0 82,000 DEERE & CO COM 24419910 11,614 208,583SH SOLE 0 208,583 DEL MONTE FOODS CO COM 24522P10 337 23,400SH SOLE 0 23,400 DELCATH SYS INC COM 24661P10 140 22,100SH SOLE 0 22,100 DELL INC COM 24702R10 8,418 698,015SH SOLE 0 698,015 DELPHI FINL GROUP INC CL A 24713110 574 23,500SH SOLE 0 23,500 DELTA AIR LINES INC DEL COM 24736170 636 54,155SH SOLE 0 54,155 DENBURY RES INC COM 24791620 3,752 256,252SH SOLE 0 256,252 DENDREON CORP COM 24823Q10 323 10,000SH SOLE 0 10,000 DENNYS CORP COM 24869P10 276 106,310SH SOLE 0 106,310 DENTSPLY INTL INC NEW COM 24903010 1,686 56,380SH SOLE 0 56,380 DESARROLLADORA HOMEX S A ADR 25030W10 913 36,170SH SOLE 0 36,170 DEVON ENERGY CORP NEW COM 25179M10 12,454 204,432SH SOLE 0 204,432 DEVRY INC DEL COM 25189310 1,253 23,875SH SOLE 0 23,875 DEXCOM INC COM 25213110 312 27,025SH SOLE 0 27,025 DG FASTCHANNEL INC COM 23326R10 1,017 31,215SH SOLE 0 31,215 DIAMOND FOODS INC COM 25260310 771 18,771SH SOLE 0 18,771 DIAMOND MGMT & TECHNOLOG COM 25269L10 858 83,210SH SOLE 0 83,210 DIAMOND OFFSHORE DRILLIN COM 25271C10 2,196 35,309SH SOLE 0 35,309 DIAMONDROCK HOSPITALITY COM 25278430 1,648 200,440SH SOLE 0 200,440 DICKS SPORTING GOODS INC COM 25339310 227 9,140SH SOLE 0 9,140 DIGI INTL INC COM 25379810 223 26,940SH SOLE 0 26,940 DIGIMARC CORP NEW COM 25381B10 617 32,900SH SOLE 0 32,900 DIRECTV COM 25490A10 12,167 358,703SH SOLE 0 358,703 DISCOVER FINL SVCS COM 25470910 2,929 209,501SH SOLE 0 209,501 DISCOVERY COMMUNICATNS N COM 25470F30 3,099 100,183SH SOLE 0 100,183 DISCOVERY COMMUNICATNS N COM 25470F10 1,008 28,214SH SOLE 0 28,214 DISNEY WALT CO COM 25468710 25,095 796,668SH SOLE 0 796,668 DOLAN CO COM 25659P40 349 31,410SH SOLE 0 31,410 DOLBY LABORATORIES INC COM 25659T10 416 6,630SH SOLE 0 6,630 DOLLAR THRIFTY AUTOMOTIV COM 25674310 4,261 100,000SH SOLE 0 100,000 DOLLAR TREE INC COM 25674610 708 17,010SH SOLE 0 17,010 DOMINION RES INC VA NEW COM 25746U10 8,896 229,622SH SOLE 0 229,622 DONNELLEY R R & SONS CO COM 25786710 1,301 79,474SH SOLE 0 79,474 DORMAN PRODUCTS INC COM 25827810 316 15,560SH SOLE 0 15,560 DOUBLE EAGLE PETE CO COM 25857020 720 169,300SH SOLE 0 169,300 DOUBLE-TAKE SOFTWARE INC COM 25859810 3,147 300,000SH SOLE 0 300,000 DOVER CORP COM 26000310 3,007 71,946SH SOLE 0 71,946 DOW CHEM CO COM 26054310 14,247 600,650SH SOLE 0 600,650 DR PEPPER SNAPPLE GROUP COM 26138E10 3,842 102,749SH SOLE 0 102,749 DRESSER-RAND GROUP INC COM 26160810 434 13,750SH SOLE 0 13,750 DRI CORPORATION COM 23330F10 35 20,400SH SOLE 0 20,400 DSP GROUP INC COM 23332B10 145 22,730SH SOLE 0 22,730 DTE ENERGY CO COM 23333110 3,219 70,578SH SOLE 0 70,578 DU PONT E I DE NEMOURS & COM 26353410 12,347 356,940SH SOLE 0 356,940 DUCOMMUN INC DEL COM 26414710 222 12,990SH SOLE 0 12,990 DUKE ENERGY CORP NEW COM 26441C10 8,094 505,867SH SOLE 0 505,867 DUN & BRADSTREET CORP DE COM 26483E10 1,303 19,412SH SOLE 0 19,412 DUOYUAN GLOBAL WTR INC ADR 26604310 305 17,330SH SOLE 0 17,330 DUPONT FABROS TECHNOLOGY COM 26613Q10 363 14,788SH SOLE 0 14,788 DYAX CORP COM 26746E10 204 89,950SH SOLE 0 89,950 DYCOM INDS INC COM 26747510 263 30,800SH SOLE 0 30,800 DYNCORP INTL INC CL A 26817C10 12,264 700,000SH SOLE 0 700,000 DYNEGY INC DEL COM 26817G30 632 164,200SH SOLE 0 164,200 DYNEX CAP INC COM 26817Q50 174 18,900SH SOLE 0 18,900 E HOUSE CHINA HLDGS LTD ADR 26852W10 203 13,700SH SOLE 0 13,700 E M C CORP MASS COM 26864810 15,595 852,195SH SOLE 0 852,195 E TRADE FINANCIAL CORP COM 26924640 902 76,288SH SOLE 0 76,288 EAGLE ROCK ENERGY PARTNE UNIT 26985R10 1,341 259,880SH SOLE 0 259,880 EASTMAN CHEM CO COM 27743210 1,488 27,888SH SOLE 0 27,888 EASTMAN KODAK CO COM 27746110 449 103,501SH SOLE 0 103,501 EASYLINK SERVICES INTL C CL A 27785810 148 61,000SH SOLE 0 61,000 EATON CORP COM 27805810 4,225 64,566SH SOLE 0 64,566 EBAY INC COM 27864210 9,574 488,228SH SOLE 0 488,228 EBIX INC COM 27871520 241 15,367SH SOLE 0 15,367 ECOLAB INC COM 27886510 4,038 89,903SH SOLE 0 89,903 ECOLOGY & ENVIRONMENT IN CL A 27887810 278 22,755SH SOLE 0 22,755 EDGEWATER TECHNOLOGY INC COM 28035810 205 70,520SH SOLE 0 70,520 EDISON INTL COM 28102010 3,981 125,514SH SOLE 0 125,514 EDWARDS LIFESCIENCES COR COM 28176E10 488 8,720SH SOLE 0 8,720 EF JOHNSON TECHNOLOGIES COM 26843B10 859 601,000SH SOLE 0 601,000 EHEALTH INC COM 28238P10 259 22,810SH SOLE 0 22,810 EINSTEIN NOAH REST GROUP COM 28257U10 454 42,100SH SOLE 0 42,100 EL PASO CORP COM 28336L10 3,012 271,107SH SOLE 0 271,107 EL PASO PIPELINE PARTNER COM 28370210 2,968 103,524SH SOLE 0 103,524 ELECTRONIC ARTS INC COM 28551210 1,819 126,293SH SOLE 0 126,293 ELLIS PERRY INTL INC COM 28885310 370 18,300SH SOLE 0 18,300 EMBRAER-EMPRESA BRASILEI ADR 29081M10 1,326 63,290SH SOLE 0 63,290 EMCOR GROUP INC COM 29084Q10 498 21,500SH SOLE 0 21,500 EMERGENT BIOSOLUTIONS IN COM 29089Q10 275 16,850SH SOLE 0 16,850 EMERGENT GROUP INC NEV COM 29089V20 471 68,100SH SOLE 0 68,100 EMERSON ELEC CO COM 29101110 12,677 290,148SH SOLE 0 290,148 EMMIS COMMUNICATIONS COR CL A 29152510 2,156 980,000SH SOLE 0 980,000 EMPIRE DIST ELEC CO COM 29164110 496 26,400SH SOLE 0 26,400 EMS TECHNOLOGIES INC COM 26873N10 701 46,665SH SOLE 0 46,665 ENBRIDGE ENERGY PARTNERS COM 29250R10 3,151 60,103SH SOLE 0 60,103 ENCANA CORP COM 29250510 1,384 45,612SH SOLE 0 45,612 ENCORE CAP GROUP INC COM 29255410 362 17,560SH SOLE 0 17,560 ENDO PHARMACEUTICALS HLD COM 29264F20 447 20,500SH SOLE 0 20,500 ENDOLOGIX INC COM 29266S10 362 79,900SH SOLE 0 79,900 ENERGY INC MONT COM 29269V10 155 14,300SH SOLE 0 14,300 ENERGY PARTNERS LTD COM 29270U30 2,131 174,500SH SOLE 0 174,500 ENERGY TRANSFER EQUITY L COM 29273V10 1,691 50,111SH SOLE 0 50,111 ENERSIS S A ADR 29274F10 1,445 72,600SH SOLE 0 72,600 ENGLOBAL CORP COM 29330610 170 82,350SH SOLE 0 82,350 ENI S P A ADR 26874R10 1,792 49,040SH SOLE 0 49,040 ENSCO PLC ADR 29358Q10 15,057 383,330SH SOLE 0 383,330 ENSIGN GROUP INC COM 29358P10 407 24,630SH SOLE 0 24,630 ENTEGRIS INC COM 29362U10 384 96,700SH SOLE 0 96,700 ENTERGY CORP NEW COM 29364G10 5,223 72,926SH SOLE 0 72,926 ENTERPRISE GP HLDGS L P UNIT 29371610 1,481 31,216SH SOLE 0 31,216 ENTERPRISE PRODS PARTNER COM 29379210 7,957 224,974SH SOLE 0 224,974 ENTERTAINMENT PPTYS TR COM 29380T10 352 9,250SH SOLE 0 9,250 ENTROPIC COMMUNICATIONS COM 29384R10 990 156,100SH SOLE 0 156,100 ENZO BIOCHEM INC COM 29410010 187 45,910SH SOLE 0 45,910 EOG RES INC COM 26875P10 14,126 143,604SH SOLE 0 143,604 EQT CORP COM 26884L10 3,564 98,625SH SOLE 0 98,625 EQUIFAX INC COM 29442910 1,369 48,776SH SOLE 0 48,776 EQUITY RESIDENTIAL SHS 29476L10 4,755 114,200SH SOLE 0 114,200 ERESEARCHTECHNOLOGY INC COM 29481V10 337 42,730SH SOLE 0 42,730 ERP OPER LTD PARTNERSHIP NOTE 26884AAV 86 85,000SH SOLE 0 85,000 ESTERLINE TECHNOLOGIES C COM 29742510 884 18,620SH SOLE 0 18,620 EV3 INC COM 26928A20 14,769 659,015SH SOLE 0 659,015 EXAR CORP COM 30064510 333 48,000SH SOLE 0 48,000 EXELON CORP COM 30161N10 10,218 269,099SH SOLE 0 269,099 EXIDE TECHNOLOGIES COM 30205120 181 34,890SH SOLE 0 34,890 EXLSERVICE HOLDINGS INC COM 30208110 357 20,820SH SOLE 0 20,820 EXPEDIA INC DEL COM 30212P10 1,500 79,878SH SOLE 0 79,878 EXPEDITORS INTL WASH INC COM 30213010 2,830 82,013SH SOLE 0 82,013 EXPONENT INC COM 30214U10 489 14,930SH SOLE 0 14,930 EXPRESS 1 EXPEDITED SOLU COM 30217Q10 486 385,400SH SOLE 0 385,400 EXPRESS SCRIPTS INC COM 30218210 10,154 215,946SH SOLE 0 215,946 EXTREME NETWORKS INC COM 30226D10 248 91,980SH SOLE 0 91,980 EXXON MOBIL CORP COM 30231G10 136,0092,383,192SH SOLE 0 2,383,192 EZCORP INC CL A 30230110 1,033 55,700SH SOLE 0 55,700 F M C CORP COM 30249130 1,965 34,217SH SOLE 0 34,217 F5 NETWORKS INC COM 31561610 501 7,300SH SOLE 0 7,300 FACTSET RESH SYS INC COM 30307510 888 13,250SH SOLE 0 13,250 FAMILY DLR STORES INC COM 30700010 2,926 77,635SH SOLE 0 77,635 FAMOUS DAVES AMER INC COM 30706810 983 117,698SH SOLE 0 117,698 FASTENAL CO COM 31190010 2,728 54,348SH SOLE 0 54,348 FEDERATED INVS INC PA CL B 31421110 708 34,201SH SOLE 0 34,201 FEDEX CORP COM 31428X10 9,265 132,152SH SOLE 0 132,152 FELCOR LODGING TR INC COM 31430F10 267 53,550SH SOLE 0 53,550 FEMALE HEALTH CO COM 31446210 715 137,800SH SOLE 0 137,800 FERRELLGAS PARTNERS L.P. UNIT 31529310 597 26,000SH SOLE 0 26,000 FIDELITY NATL INFORMATIO COM 31620M10 15,553 579,894SH SOLE 0 579,894 FIFTH STREET FINANCE COR COM 31678A10 688 62,400SH SOLE 0 62,400 FIFTH THIRD BANCORP COM 31677310 3,763 306,192SH SOLE 0 306,192 FINISAR CORP COM 31787A50 376 25,245SH SOLE 0 25,245 FIRST BANCORP INC ME COM 31866P10 359 27,353SH SOLE 0 27,353 FIRST BUSEY CORP COM 31938310 677 149,400SH SOLE 0 149,400 FIRST FINL BANCORP OH COM 32020910 607 40,600SH SOLE 0 40,600 FIRST HORIZON NATL CORP COM 32051710 1,008 88,060SH SOLE 0 88,060 FIRST MARBLEHEAD CORP COM 32077110 258 109,900SH SOLE 0 109,900 FIRST MERCURY FINANCIAL COM 32084110 201 19,000SH SOLE 0 19,000 FIRST SOLAR INC COM 33643310 2,132 18,729SH SOLE 0 18,729 FISERV INC COM 33773810 4,039 88,461SH SOLE 0 88,461 FLIR SYS INC COM 30244510 1,718 59,073SH SOLE 0 59,073 FLOWSERVE CORP COM 34354P10 1,832 21,598SH SOLE 0 21,598 FLUOR CORP NEW COM 34341210 2,926 68,856SH SOLE 0 68,856 FMC TECHNOLOGIES INC COM 30249U10 2,467 46,842SH SOLE 0 46,842 FOMENTO ECONOMICO MEXICA ADR 34441910 371 8,600SH SOLE 0 8,600 FOOT LOCKER INC COM 34484910 9,083 719,700SH SOLE 0 719,700 FORD MTR CO DEL COM 34537086 13,9361,382,538SH SOLE 0 1,382,538 FOREST LABS INC COM 34583810 3,195 116,494SH SOLE 0 116,494 FOREST OIL CORP COM 34609170 486 17,770SH SOLE 0 17,770 FORMFACTOR INC COM 34637510 251 23,210SH SOLE 0 23,210 FORMULA SYS 1985 LTD ADR 34641410 208 16,300SH SOLE 0 16,300 FORTUNE BRANDS INC COM 34963110 2,299 58,681SH SOLE 0 58,681 FRANKLIN RES INC COM 35461310 4,906 56,926SH SOLE 0 56,926 FREEPORT-MCMORAN COPPER COM 35671D85 23,207 392,478SH SOLE 0 392,478 FRESENIUS MED CARE AG&CO ADR 35802910 3,104 57,818SH SOLE 0 57,818 FRONTIER COMMUNICATIONS COM 35906A10 855 120,320SH SOLE 0 120,320 FSI INTL INC COM 30263310 1,900 453,360SH SOLE 0 453,360 FULL HOUSE RESORTS INC COM 35967810 85 27,000SH SOLE 0 27,000 FUQI INTERNATIONAL INC COM 36102A20 293 43,090SH SOLE 0 43,090 FURNITURE BRANDS INTL IN COM 36092110 143 27,320SH SOLE 0 27,320 GAFISA S A ADR 36260730 201 16,600SH SOLE 0 16,600 GAIAM INC CL A 36268Q10 376 61,900SH SOLE 0 61,900 GAMESTOP CORP NEW CL A 36467W10 2,085 110,938SH SOLE 0 110,938 GANNETT INC COM 36473010 1,235 91,752SH SOLE 0 91,752 GAP INC DEL COM 36476010 3,365 172,936SH SOLE 0 172,936 GARDNER DENVER INC COM 36555810 213 4,785SH SOLE 0 4,785 GASTAR EXPL LTD COM 36729920 665 184,200SH SOLE 0 184,200 GENCO SHIPPING & TRADING SHS Y2685T10 570 38,000SH SOLE 0 38,000 GENERAL COMMUNICATION IN CL A 36938510 129 16,950SH SOLE 0 16,950 GENERAL DYNAMICS CORP COM 36955010 8,702 148,597SH SOLE 0 148,597 GENERAL ELECTRIC CO COM 36960410 59,3094,112,982SH SOLE 0 4,112,982 GENERAL GROWTH PPTYS INC COM 37002110 21,8291,646,247SH SOLE 0 1,646,247 GENERAL MLS INC COM 37033410 9,552 268,915SH SOLE 0 268,915 GENTIVA HEALTH SERVICES COM 37247A10 870 32,200SH SOLE 0 32,200 GENUINE PARTS CO COM 37246010 2,413 61,173SH SOLE 0 61,173 GENWORTH FINL INC COM 37247D10 2,606 199,411SH SOLE 0 199,411 GENZYME CORP COM 37291710 5,220 102,808SH SOLE 0 102,808 GEORESOURCES INC COM 37247610 786 56,400SH SOLE 0 56,400 GERDAU AMERISTEEL CORP COM 37373P10 5,450 500,000SH SOLE 0 500,000 GERDAU S A ADR 37373710 310 23,500SH SOLE 0 23,500 G-III APPAREL GROUP LTD COM 36237H10 1,625 71,009SH SOLE 0 71,009 GILEAD SCIENCES INC COM 37555810 12,394 361,547SH SOLE 0 361,547 GLATFELTER COM 37731610 940 86,661SH SOLE 0 86,661 GLG LIFE TECH CORP COM 36179320 226 29,400SH SOLE 0 29,400 GLG PARTNERS INC COM 37929X10 10,9502,500,000SH SOLE 0 2,500,000 GLOBAL PARTNERS LP COM 37946R10 261 11,620SH SOLE 0 11,620 GLOBAL SOURCES LTD ORD G3930010 159 20,230SH SOLE 0 20,230 GLOBALSCAPE INC COM 37940G10 83 32,000SH SOLE 0 32,000 GLOBECOMM SYSTEMS INC COM 37956X10 383 46,400SH SOLE 0 46,400 GMX RES INC COM 38011M10 1,055 162,614SH SOLE 0 162,614 GOL LINHAS AEREAS INTLG ADR 38045R10 264 21,800SH SOLE 0 21,800 GOLD FIELDS LTD NEW ADR 38059T10 6,404 478,970SH SOLE 0 478,970 GOLDCORP INC NEW COM 38095640 10,760 245,376SH SOLE 0 245,376 GOLDEN STAR RES LTD CDA COM 38119T10 546 124,755SH SOLE 0 124,755 GOLDMAN SACHS GROUP INC COM 38141G10 26,361 200,815SH SOLE 0 200,815 GOODRICH CORP COM 38238810 3,195 48,223SH SOLE 0 48,223 GOODYEAR TIRE & RUBR CO COM 38255010 930 93,582SH SOLE 0 93,582 GOOGLE INC CL A 38259P50 44,098 99,107SH SOLE 0 99,107 GORMAN RUPP CO COM 38308210 690 27,536SH SOLE 0 27,536 GP STRATEGIES CORP COM 36225V10 908 125,100SH SOLE 0 125,100 GRAFTECH INTL LTD COM 38431310 300 20,525SH SOLE 0 20,525 GRAHAM CORP COM 38455610 577 38,500SH SOLE 0 38,500 GRAINGER W W INC COM 38480210 2,374 23,870SH SOLE 0 23,870 GRAN TIERRA ENERGY INC COM 38500T10 1,311 264,324SH SOLE 0 264,324 GREAT LAKES DREDGE & DOC COM 39060710 386 64,400SH SOLE 0 64,400 GREATBATCH INC COM 39153L10 323 14,490SH SOLE 0 14,490 GREEN PLAINS RENEWABLE E COM 39322210 726 71,000SH SOLE 0 71,000 GREENBRIER COS INC COM 39365710 259 23,100SH SOLE 0 23,100 GREIF INC CL A 39762410 455 8,200SH SOLE 0 8,200 GRUPO TELEVISA SA DE CV ADR 40049J20 959 55,056SH SOLE 0 55,056 GSE SYS INC COM 36227K10 1,009 248,500SH SOLE 0 248,500 GSI COMMERCE INC COM 36238G10 928 32,210SH SOLE 0 32,210 GSI TECHNOLOGY COM 36241U10 267 46,680SH SOLE 0 46,680 GUARANTY BANCORP DEL COM 40075T10 93 87,900SH SOLE 0 87,900 GULFPORT ENERGY CORP COM 40263530 543 45,800SH SOLE 0 45,800 GYMBOREE CORP COM 40377710 794 18,600SH SOLE 0 18,600 HALLIBURTON CO COM 40621610 15,107 615,349SH SOLE 0 615,349 HALLWOOD GROUP INC COM 40636440 206 5,400SH SOLE 0 5,400 HANCOCK HLDG CO COM 41012010 507 15,200SH SOLE 0 15,200 HARBINGER GROUP INC COM 41146A10 517 82,337SH SOLE 0 82,337 HARDINGE INC COM 41232430 1,624 190,623SH SOLE 0 190,623 HARLEY DAVIDSON INC COM 41282210 2,016 90,705SH SOLE 0 90,705 HARMAN INTL INDS INC COM 41308610 801 26,785SH SOLE 0 26,785 HARRIS CORP DEL COM 41387510 2,083 50,017SH SOLE 0 50,017 HARTFORD FINL SVCS GROUP COM 41651510 3,786 171,085SH SOLE 0 171,085 HASBRO INC COM 41805610 2,073 50,430SH SOLE 0 50,430 HAVERTY FURNITURE INC COM 41959610 2,590 210,700SH SOLE 0 210,700 HAWAIIAN HOLDINGS INC COM 41987910 149 28,830SH SOLE 0 28,830 HAYNES INTERNATIONAL INC COM 42087720 475 15,400SH SOLE 0 15,400 HCC INS HLDGS INC COM 40413210 314 12,700SH SOLE 0 12,700 HCP INC COM 40414L10 3,652 113,244SH SOLE 0 113,244 HEALTH CARE REIT INC COM 42217K10 2,014 47,812SH SOLE 0 47,812 HEALTH GRADES INC COM 42218Q10 1,727 287,810SH SOLE 0 287,810 HEALTH MGMT ASSOC INC NE CL A 42193310 201 25,845SH SOLE 0 25,845 HEALTHSTREAM INC COM 42222N10 147 31,200SH SOLE 0 31,200 HEALTHTRONICS INC COM 42222L10 4,347 900,000SH SOLE 0 900,000 HEALTHWAYS INC COM 42224510 203 17,030SH SOLE 0 17,030 HEINZ H J CO COM 42307410 5,964 137,996SH SOLE 0 137,996 HELMERICH & PAYNE INC COM 42345210 1,487 40,731SH SOLE 0 40,731 HERLEY INDS INC DEL COM 42739810 1,974 138,405SH SOLE 0 138,405 HERSHEY CO COM 42786610 3,459 72,174SH SOLE 0 72,174 HESS CORP COM 42809H10 7,807 155,094SH SOLE 0 155,094 HEWLETT PACKARD CO COM 42823610 40,392 933,267SH SOLE 0 933,267 HFF INC CL A 40418F10 285 40,300SH SOLE 0 40,300 HIBBETT SPORTS INC COM 42856710 593 24,770SH SOLE 0 24,770 HI-TECH PHARMACAL INC COM 42840B10 1,475 64,400SH SOLE 0 64,400 HITTITE MICROWAVE CORP COM 43365Y10 1,652 36,920SH SOLE 0 36,920 HMS HLDGS CORP COM 40425J10 386 7,120SH SOLE 0 7,120 HNI CORP COM 40425110 235 8,500SH SOLE 0 8,500 HOLLY CORP COM 43575830 2,854 107,361SH SOLE 0 107,361 HOLLY ENERGY PARTNERS L COM 43576310 1,043 23,808SH SOLE 0 23,808 HOME DEPOT INC COM 43707610 18,426 656,433SH SOLE 0 656,433 HONEYWELL INTL INC COM 43851610 11,770 301,561SH SOLE 0 301,561 HORMEL FOODS CORP COM 44045210 1,080 26,691SH SOLE 0 26,691 HORSEHEAD HLDG CORP COM 44069430 2,078 274,820SH SOLE 0 274,820 HOSPIRA INC COM 44106010 3,671 63,905SH SOLE 0 63,905 HOST HOTELS & RESORTS IN COM 44107P10 3,689 273,664SH SOLE 0 273,664 HOVNANIAN ENTERPRISES IN CL A 44248720 151 41,040SH SOLE 0 41,040 HSBC HLDGS PLC ADR 40428040 6,097 133,733SH SOLE 0 133,733 HUANENG PWR INTL INC ADR 44330410 247 10,510SH SOLE 0 10,510 HUB GROUP INC CL A 44332010 856 28,520SH SOLE 0 28,520 HUDSON CITY BANCORP COM 44368310 3,079 251,326SH SOLE 0 251,326 HUDSON HIGHLAND GROUP IN COM 44379210 405 92,000SH SOLE 0 92,000 HUMAN GENOME SCIENCES IN COM 44490310 288 12,700SH SOLE 0 12,700 HUMANA INC COM 44485910 2,994 65,566SH SOLE 0 65,566 HUNTINGTON BANCSHARES IN COM 44615010 1,529 276,051SH SOLE 0 276,051 HURCO COMPANIES INC COM 44732410 629 42,300SH SOLE 0 42,300 HUTCHINSON TECHNOLOGY IN COM 44840710 116 26,800SH SOLE 0 26,800 HYPERCOM CORP COM 44913M10 396 85,330SH SOLE 0 85,330 IBERIABANK CORP COM 45082810 1,091 21,185SH SOLE 0 21,185 ICF INTL INC COM 44925C10 610 25,500SH SOLE 0 25,500 ICICI BK LTD ADR 45104G10 332 9,200SH SOLE 0 9,200 ICONIX BRAND GROUP INC COM 45105510 983 68,375SH SOLE 0 68,375 ICX TECHNOLOGIES INC COM 44934T10 165 22,620SH SOLE 0 22,620 IDEXX LABS INC COM 45168D10 231 3,800SH SOLE 0 3,800 II VI INC COM 90210410 870 29,350SH SOLE 0 29,350 ILLINOIS TOOL WKS INC COM 45230810 6,153 149,053SH SOLE 0 149,053 IMATION CORP COM 45245A10 469 51,027SH SOLE 0 51,027 IMMUCOR INC COM 45252610 942 49,475SH SOLE 0 49,475 IMMUNOGEN INC COM 45253H10 207 22,350SH SOLE 0 22,350 IMPAX LABORATORIES INC COM 45256B10 367 19,249SH SOLE 0 19,249 IMPERIAL OIL LTD COM 45303840 676 18,570SH SOLE 0 18,570 INDUSTRIAL SVCS AMER INC COM 45631410 366 32,700SH SOLE 0 32,700 INERGY HLDGS L P COM 45661Q10 1,115 42,160SH SOLE 0 42,160 INFOGROUP INC COM 45670G10 10,8141,355,157SH SOLE 0 1,355,157 INFOSPACE INC COM 45678T30 465 61,800SH SOLE 0 61,800 INNERWORKINGS INC COM 45773Y10 306 44,770SH SOLE 0 44,770 INNOSPEC INC COM 45768S10 154 16,450SH SOLE 0 16,450 INSPIRE PHARMACEUTICALS COM 45773310 159 31,770SH SOLE 0 31,770 INSTEEL INDUSTRIES INC COM 45774W10 486 41,800SH SOLE 0 41,800 INSULET CORP COM 45784P10 281 18,645SH SOLE 0 18,645 INTEGRA LIFESCIENCES HLD COM 45798520 806 21,775SH SOLE 0 21,775 INTEGRAL SYS INC MD COM 45810H10 107 16,850SH SOLE 0 16,850 INTEGRATED SILICON SOLUT COM 45812P10 1,081 143,362SH SOLE 0 143,362 INTEGRYS ENERGY GROUP IN COM 45822P10 1,534 35,070SH SOLE 0 35,070 INTEL CORP COM 45814010 43,2312,222,654SH SOLE 0 2,222,654 INTERACTIVE DATA CORP COM 45840J10 13,553 406,034SH SOLE 0 406,034 INTERACTIVE INTELLIGENCE COM 45839M10 235 14,290SH SOLE 0 14,290 INTERCLICK INC COM 45848320 513 139,400SH SOLE 0 139,400 INTERCONTINENTALEXCHANGE COM 45865V10 3,220 28,486SH SOLE 0 28,486 INTERDIGITAL INC COM 45867G10 889 36,000SH SOLE 0 36,000 INTERLINE BRANDS INC COM 45874310 272 15,720SH SOLE 0 15,720 INTERNAP NETWORK SVCS CO COM 45885A30 205 49,220SH SOLE 0 49,220 INTERNATIONAL BUSINESS M COM 45920010 61,926 501,507SH SOLE 0 501,507 INTERNATIONAL FLAVORS&FR COM 45950610 1,575 37,137SH SOLE 0 37,137 INTERNATIONAL GAME TECHN COM 45990210 1,803 114,839SH SOLE 0 114,839 INTERPUBLIC GROUP COS IN COM 46069010 1,344 188,503SH SOLE 0 188,503 INTL PAPER CO COM 46014610 7,250 320,370SH SOLE 0 320,370 INTUIT COM 46120210 4,503 129,509SH SOLE 0 129,509 INTUITIVE SURGICAL INC COM 46120E60 5,551 17,588SH SOLE 0 17,588 INVENTIV HEALTH INC COM 46122E10 13,696 535,000SH SOLE 0 535,000 INVENTURE FOODS INC COM 46121210 983 324,368SH SOLE 0 324,368 INVESCO LTD SHS G491BT10 3,029 179,975SH SOLE 0 179,975 INVESTMENT TECHNOLOGY GR COM 46145F10 370 23,014SH SOLE 0 23,014 IPC THE HOSPITALIST CO I COM 44984A10 673 26,820SH SOLE 0 26,820 IPG PHOTONICS CORP COM 44980X10 436 28,600SH SOLE 0 28,600 IRIS INTL INC COM 46270W10 332 32,700SH SOLE 0 32,700 IRON MTN INC COM 46284610 1,880 83,703SH SOLE 0 83,703 ISHARES INC ETF 46428650 4,352 175,000SH SOLE 0 175,000 ISHARES TR INDEX ETF 46428780 5,283 97,583SH SOLE 0 97,583 ISHARES TR INDEX ETF 46428746 26,775 575,675SH SOLE 0 575,675 ISTA PHARMACEUTICALS INC COM 45031X20 884 403,615SH SOLE 0 403,615 ITAU UNIBANCO HLDG SA ADR 46556210 14,190 787,898SH SOLE 0 787,898 ITT CORP NEW COM 45091110 3,175 70,691SH SOLE 0 70,691 ITT EDUCATIONAL SERVICES COM 45068B10 836 10,070SH SOLE 0 10,070 IXIA COM 45071R10 192 22,335SH SOLE 0 22,335 IXYS CORP COM 46600W10 217 24,500SH SOLE 0 24,500 JABIL CIRCUIT INC COM 46631310 993 74,639SH SOLE 0 74,639 JACK IN THE BOX INC COM 46636710 300 15,400SH SOLE 0 15,400 JACOBS ENGR GROUP INC DE COM 46981410 1,755 48,162SH SOLE 0 48,162 JAKKS PAC INC COM 47012E10 233 16,200SH SOLE 0 16,200 JANUS CAP GROUP INC COM 47102X10 629 70,778SH SOLE 0 70,778 JAVELIN PHARMACEUTICALS COM 47189410 4,2761,943,430SH SOLE 0 1,943,430 JAZZ PHARMACEUTICALS INC COM 47214710 238 30,400SH SOLE 0 30,400 JDA SOFTWARE GROUP INC COM 46612K10 769 35,000SH SOLE 0 35,000 JDS UNIPHASE CORP COM 46612J50 851 86,500SH SOLE 0 86,500 JETBLUE AIRWAYS CORP COM 47714310 110 20,100SH SOLE 0 20,100 JO-ANN STORES INC COM 47758P30 9,010 240,200SH SOLE 0 240,200 JOES JEANS INC COM 47777N10 220 111,000SH SOLE 0 111,000 JOHN BEAN TECHNOLOGIES C COM 47783910 186 12,220SH SOLE 0 12,220 JOHNSON & JOHNSON COM 47816010 64,1051,085,428SH SOLE 0 1,085,428 JOHNSON CTLS INC COM 47836610 7,232 269,150SH SOLE 0 269,150 JPMORGAN CHASE & CO COM 46625H10 56,9011,554,237SH SOLE 0 1,554,237 JUNIPER NETWORKS INC COM 48203R10 4,625 202,688SH SOLE 0 202,688 KAPSTONE PAPER & PACKAGI COM 48562P10 220 19,750SH SOLE 0 19,750 KELLOGG CO COM 48783610 5,786 115,020SH SOLE 0 115,020 KENSEY NASH CORP COM 49005710 253 10,670SH SOLE 0 10,670 KEYCORP NEW COM 49326710 2,604 338,682SH SOLE 0 338,682 KEYNOTE SYS INC COM 49330810 606 67,200SH SOLE 0 67,200 KFORCE INC COM 49373210 322 25,230SH SOLE 0 25,230 KID BRANDS INC COM 49375T10 959 136,476SH SOLE 0 136,476 KIMBALL INTL INC CL B 49427410 1,184 214,100SH SOLE 0 214,100 KIMBERLY CLARK CORP COM 49436810 9,669 159,477SH SOLE 0 159,477 KIMCO REALTY CORP COM 49446R10 2,100 156,260SH SOLE 0 156,260 KINDER MORGAN ENERGY PAR UNIT 49455010 1,143 17,576SH SOLE 0 17,576 KINDER MORGAN MANAGEMENT SHS 49455U10 4,506 79,628SH SOLE 0 79,628 KING PHARMACEUTICALS INC COM 49558210 730 96,165SH SOLE 0 96,165 KIRBY CORP COM 49726610 470 12,300SH SOLE 0 12,300 KIRKLANDS INC COM 49749810 258 15,290SH SOLE 0 15,290 KIT DIGITAL INC COM 48247020 426 48,300SH SOLE 0 48,300 KLA-TENCOR CORP COM 48248010 1,826 65,488SH SOLE 0 65,488 KMG CHEMICALS INC COM 48256410 1,046 72,811SH SOLE 0 72,811 KNIGHT CAP GROUP INC CL A 49900510 289 20,950SH SOLE 0 20,950 KNIGHTSBRIDGE TANKERS LT ORD G5299G10 256 14,540SH SOLE 0 14,540 KNOT INC COM 49918410 256 32,910SH SOLE 0 32,910 KODIAK OIL & GAS CORP COM 50015Q10 171 53,730SH SOLE 0 53,730 KOHLS CORP COM 50025510 6,511 137,077SH SOLE 0 137,077 KOPIN CORP COM 50060010 742 218,940SH SOLE 0 218,940 KORN FERRY INTL COM 50064320 481 34,620SH SOLE 0 34,620 KRAFT FOODS INC CL A 50075N10 18,806 671,653SH SOLE 0 671,653 KROGER CO COM 50104410 4,902 248,948SH SOLE 0 248,948 KT CORP ADR 48268K10 5,379 280,600SH SOLE 0 280,600 KULICKE & SOFFA INDS INC COM 50124210 286 40,748SH SOLE 0 40,748 KVH INDS INC COM 48273810 1,643 132,300SH SOLE 0 132,300 L & L ENERGY INC COM 50162D10 149 17,300SH SOLE 0 17,300 L-3 COMMUNICATIONS HLDGS COM 50242410 4,580 64,648SH SOLE 0 64,648 LA BARGE INC COM 50247010 778 68,200SH SOLE 0 68,200 LABORATORY CORP AMER HLD COM 50540R40 3,634 48,225SH SOLE 0 48,225 LACROSSE FOOTWEAR INC COM 50568810 365 21,700SH SOLE 0 21,700 LADISH INC COM 50575420 242 10,660SH SOLE 0 10,660 LANDAUER INC COM 51476K10 1,630 26,779SH SOLE 0 26,779 LANDEC CORP COM 51476610 574 97,500SH SOLE 0 97,500 LAS VEGAS SANDS CORP COM 51783410 403 18,200SH SOLE 0 18,200 LATTICE SEMICONDUCTOR CO COM 51841510 468 107,796SH SOLE 0 107,796 LAUDER ESTEE COS INC CL A 51843910 2,912 52,257SH SOLE 0 52,257 LAWSON SOFTWARE INC NEW COM 52078P10 1,095 150,000SH SOLE 0 150,000 LEAPFROG ENTERPRISES INC CL A 52186N10 226 56,300SH SOLE 0 56,300 LECROY CORP COM 52324W10 726 150,000SH SOLE 0 150,000 LEGG MASON INC COM 52490110 1,778 63,435SH SOLE 0 63,435 LEGGETT & PLATT INC COM 52466010 1,144 57,047SH SOLE 0 57,047 LEMAITRE VASCULAR INC COM 52555820 129 23,100SH SOLE 0 23,100 LENNAR CORP CL A 52605710 301 21,630SH SOLE 0 21,630 LENNAR CORP CL B 52605730 614 54,171SH SOLE 0 54,171 LEUCADIA NATL CORP COM 52728810 1,426 73,111SH SOLE 0 73,111 LEXMARK INTL NEW CL A 52977110 999 30,242SH SOLE 0 30,242 LHC GROUP INC COM 50187A10 240 8,660SH SOLE 0 8,660 LIBERTY MEDIA CORP NEW COM 53071M30 298 7,100SH SOLE 0 7,100 LIFE PARTNERS HOLDINGS I COM 53215T10 347 16,982SH SOLE 0 16,982 LIFE QUOTES INC COM 53216A10 412 104,391SH SOLE 0 104,391 LIFE TECHNOLOGIES CORP COM 53217V10 3,873 81,967SH SOLE 0 81,967 LIFE TIME FITNESS INC COM 53217R20 421 13,245SH SOLE 0 13,245 LIFEPOINT HOSPITALS INC COM 53219L10 463 14,760SH SOLE 0 14,760 LIFETIME BRANDS INC COM 53222Q10 175 12,000SH SOLE 0 12,000 LIHUA INTL INC COM 53235210 94 11,000SH SOLE 0 11,000 LILLY ELI & CO COM 53245710 13,096 390,924SH SOLE 0 390,924 LIMELIGHT NETWORKS INC COM 53261M10 385 87,700SH SOLE 0 87,700 LIMITED BRANDS INC COM 53271610 2,295 103,979SH SOLE 0 103,979 LINCOLN NATL CORP IND COM 53418710 2,983 122,827SH SOLE 0 122,827 LINEAR TECHNOLOGY CORP COM 53567810 2,401 86,346SH SOLE 0 86,346 LINN ENERGY LLC UNIT 53602010 1,150 43,321SH SOLE 0 43,321 LIONBRIDGE TECHNOLOGIES COM 53625210 134 29,240SH SOLE 0 29,240 LIONS GATE ENTMNT CORP COM 53591920 2,094 300,000SH SOLE 0 300,000 LIQUIDITY SERVICES INC COM 53635B10 339 26,140SH SOLE 0 26,140 LIVEPERSON INC COM 53814610 433 63,100SH SOLE 0 63,100 LJ INTL INC ORD G5531210 45 17,000SH SOLE 0 17,000 LMI AEROSPACE INC COM 50207910 287 18,220SH SOLE 0 18,220 LOCKHEED MARTIN CORP COM 53983010 8,944 120,054SH SOLE 0 120,054 LODGENET INTERACTIVE COR COM 54021110 137 36,980SH SOLE 0 36,980 LOEWS CORP COM 54042410 4,511 135,425SH SOLE 0 135,425 LORAL SPACE & COMMUNICAT COM 54388110 992 23,224SH SOLE 0 23,224 LORILLARD INC COM 54414710 4,239 58,885SH SOLE 0 58,885 LOUISIANA PAC CORP COM 54634710 1,572 235,000SH SOLE 0 235,000 LOWES COS INC COM 54866110 11,243 550,579SH SOLE 0 550,579 LSB INDS INC COM 50216010 211 15,850SH SOLE 0 15,850 LSI CORPORATION COM 50216110 1,158 251,796SH SOLE 0 251,796 LTX-CREDENCE CORP COM 50240310 848 299,740SH SOLE 0 299,740 LUFKIN INDS INC COM 54976410 262 6,725SH SOLE 0 6,725 LULULEMON ATHLETICA INC COM 55002110 473 12,705SH SOLE 0 12,705 LUMBER LIQUIDATORS HLDGS COM 55003T10 700 30,020SH SOLE 0 30,020 LUXOTTICA GROUP S P A ADR 55068R20 2,002 83,088SH SOLE 0 83,088 M & T BK CORP COM 55261F10 2,723 32,054SH SOLE 0 32,054 MACYS INC COM 55616P10 2,911 162,611SH SOLE 0 162,611 MAGELLAN HEALTH SVCS INC COM 55907920 501 13,800SH SOLE 0 13,800 MAGELLAN MIDSTREAM PRTNR COM 55908010 2,886 61,740SH SOLE 0 61,740 MAGIC SOFTWARE ENTERPRIS ORD 55916610 69 33,000SH SOLE 0 33,000 MAGMA DESIGN AUTOMATION COM 55918110 918 323,247SH SOLE 0 323,247 MAGNUM HUNTER RES CORP D COM 55973B10 839 192,324SH SOLE 0 192,324 MAHANAGAR TEL NIGAM LTD ADR 55977840 60 21,592SH SOLE 0 21,592 MAIDENFORM BRANDS INC COM 56030510 594 29,199SH SOLE 0 29,199 MAINE & MARITIMES CORP COM 56037710 1,108 25,000SH SOLE 0 25,000 MANITEX INTL INC COM 56342010 62 34,600SH SOLE 0 34,600 MANITOWOC INC COM 56357110 1,110 121,475SH SOLE 0 121,475 MANTECH INTL CORP CL A 56456310 668 15,700SH SOLE 0 15,700 MAP PHARMACEUTICALS INC COM 56509R10 1,749 133,599SH SOLE 0 133,599 MARATHON OIL CORP COM 56584910 11,522 370,586SH SOLE 0 370,586 MARINE PRODS CORP COM 56842710 124 21,900SH SOLE 0 21,900 MARINER ENERGY INC COM 56845T30 16,316 759,602SH SOLE 0 759,602 MARKWEST ENERGY PARTNERS UNIT 57075910 1,589 48,571SH SOLE 0 48,571 MARRIOTT INTL INC NEW CL A 57190320 3,166 105,730SH SOLE 0 105,730 MARSH & MCLENNAN COS INC COM 57174810 4,702 208,504SH SOLE 0 208,504 MARSHALL & ILSLEY CORP N COM 57183710 1,458 203,114SH SOLE 0 203,114 MARTEN TRANS LTD COM 57307510 258 12,430SH SOLE 0 12,430 MARTHA STEWART LIVING OM CL A 57308310 472 95,870SH SOLE 0 95,870 MARTIN MARIETTA MATLS IN COM 57328410 2,539 29,937SH SOLE 0 29,937 MASCO CORP COM 57459910 1,487 138,184SH SOLE 0 138,184 MASSEY ENERGY CORP COM 57620610 1,462 53,465SH SOLE 0 53,465 MASTERCARD INC CL A 57636Q10 7,989 40,041SH SOLE 0 40,041 MATRIX SVC CO COM 57685310 413 44,400SH SOLE 0 44,400 MATTEL INC COM 57708110 2,973 140,511SH SOLE 0 140,511 MAXIMUS INC COM 57793310 353 6,100SH SOLE 0 6,100 MAXYGEN INC COM 57777610 150 27,050SH SOLE 0 27,050 MCAFEE INC COM 57906410 1,846 60,104SH SOLE 0 60,104 MCCORMICK & CO INC COM 57978020 2,165 57,038SH SOLE 0 57,038 MCCORMICK & SCHMICKS SEA COM 57979310 180 24,064SH SOLE 0 24,064 MCDONALDS CORP COM 58013510 27,898 423,536SH SOLE 0 423,536 MCGRAW HILL COS INC COM 58064510 3,420 121,542SH SOLE 0 121,542 MCKESSON CORP COM 58155Q10 8,034 119,630SH SOLE 0 119,630 MEAD JOHNSON NUTRITION C COM 58283910 4,211 84,028SH SOLE 0 84,028 MEADWESTVACO CORP COM 58333410 1,461 65,816SH SOLE 0 65,816 MEASUREMENT SPECIALTIES COM 58342110 1,020 74,445SH SOLE 0 74,445 MEDALLION FINL CORP COM 58392810 722 109,457SH SOLE 0 109,457 MEDASSETS INC COM 58404510 237 10,251SH SOLE 0 10,251 MEDCO HEALTH SOLUTIONS I COM 58405U10 11,271 204,631SH SOLE 0 204,631 MEDIACOM COMMUNICATIONS CL A 58446K10 2,132 317,305SH SOLE 0 317,305 MEDICAL ACTION INDS INC COM 58449L10 152 12,660SH SOLE 0 12,660 MEDICAL NUTRITION USA IN COM 58461X10 891 225,463SH SOLE 0 225,463 MEDICIS PHARMACEUTICAL C CL A 58469030 280 12,800SH SOLE 0 12,800 MEDIDATA SOLUTIONS INC COM 58471A10 1,307 84,400SH SOLE 0 84,400 MEDIWARE INFORMATION SYS COM 58494610 114 12,700SH SOLE 0 12,700 MEDQUIST INC COM 58494910 165 20,900SH SOLE 0 20,900 MEDTRONIC INC COM 58505510 16,209 446,905SH SOLE 0 446,905 MELLANOX TECHNOLOGIES LT SHS M5136311 308 14,085SH SOLE 0 14,085 MEMC ELECTR MATLS INC COM 55271510 866 87,609SH SOLE 0 87,609 MERCK & CO INC NEW COM 58933Y10 42,0081,201,264SH SOLE 0 1,201,264 MERCURY GENL CORP NEW COM 58940010 4,264 102,900SH SOLE 0 102,900 MEREDITH CORP COM 58943310 441 14,168SH SOLE 0 14,168 MERGE HEALTHCARE INC COM 58949910 962 328,282SH SOLE 0 328,282 MERIDIAN BIOSCIENCE INC COM 58958410 991 58,300SH SOLE 0 58,300 MERIT MED SYS INC COM 58988910 329 20,480SH SOLE 0 20,480 METALICO INC COM 59117610 479 120,241SH SOLE 0 120,241 METHODE ELECTRS INC COM 59152020 240 24,670SH SOLE 0 24,670 METLIFE INC COM 59156R10 11,930 315,952SH SOLE 0 315,952 METROPCS COMMUNICATIONS COM 59170810 1,182 144,285SH SOLE 0 144,285 METROPOLITAN HEALTH NETW COM 59214210 243 65,100SH SOLE 0 65,100 MFA FINANCIAL INC COM 55272X10 1,142 154,300SH SOLE 0 154,300 MFRI INC COM 55272110 123 20,496SH SOLE 0 20,496 MGM MIRAGE COM 55295310 133 13,800SH SOLE 0 13,800 MI DEVS INC CL A 55304X10 739 60,400SH SOLE 0 60,400 MICREL INC COM 59479310 267 26,230SH SOLE 0 26,230 MICROCHIP TECHNOLOGY INC COM 59501710 1,983 71,478SH SOLE 0 71,478 MICROMET INC COM 59509C10 162 25,985SH SOLE 0 25,985 MICRON TECHNOLOGY INC COM 59511210 3,028 356,701SH SOLE 0 356,701 MICROS SYS INC COM 59490110 902 28,300SH SOLE 0 28,300 MICROSEMI CORP COM 59513710 379 25,900SH SOLE 0 25,900 MICROSOFT CORP COM 59491810 70,7403,074,334SH SOLE 0 3,074,334 MICROSTRATEGY INC CL A 59497240 322 4,284SH SOLE 0 4,284 MICRUS ENDOVASCULAR CORP COM 59518V10 1,255 60,370SH SOLE 0 60,370 MIDDLEBURG FINANCIAL COR COM 59609410 324 23,300SH SOLE 0 23,300 MILLER INDS INC TENN COM 60055120 247 18,300SH SOLE 0 18,300 MILLIPORE CORP COM 60107310 7,634 71,584SH SOLE 0 71,584 MINDRAY MEDICAL INTL LTD ADR 60267510 2,879 91,623SH SOLE 0 91,623 MINDSPEED TECHNOLOGIES I COM 60268220 577 77,048SH SOLE 0 77,048 MIPS TECHNOLOGIES INC COM 60456710 77 15,000SH SOLE 0 15,000 MITCHAM INDS INC COM 60650110 379 56,000SH SOLE 0 56,000 MOBILE TELESYSTEMS OJSC ADR 60740910 4,948 258,250SH SOLE 0 258,250 MOLEX INC CL A 60855420 825 53,430SH SOLE 0 53,430 MOLSON COORS BREWING CO CL B 60871R20 2,575 60,782SH SOLE 0 60,782 MONOLITHIC PWR SYS INC COM 60983910 345 19,300SH SOLE 0 19,300 MONOTYPE IMAGING HOLDING COM 61022P10 250 27,770SH SOLE 0 27,770 MONSANTO CO NEW COM 61166W10 20,826 450,587SH SOLE 0 450,587 MONSTER WORLDWIDE INC COM 61174210 805 69,106SH SOLE 0 69,106 MOODYS CORP COM 61536910 1,510 75,780SH SOLE 0 75,780 MORGAN STANLEY COM 61744644 12,498 538,491SH SOLE 0 538,491 MORGANS HOTEL GROUP CO COM 61748W10 241 39,060SH SOLE 0 39,060 MORNINGSTAR INC COM 61770010 1,255 29,525SH SOLE 0 29,525 MOSAIC CO COM 61945A10 5,181 132,919SH SOLE 0 132,919 MOTORCAR PTS AMER INC COM 62007110 188 29,400SH SOLE 0 29,400 MOTOROLA INC COM 62007610 5,837 895,322SH SOLE 0 895,322 MPG OFFICE TR INC COM 55327410 534 182,200SH SOLE 0 182,200 MULTIBAND CORP COM 62544X20 54 33,673SH SOLE 0 33,673 MULTIMEDIA GAMES INC COM 62545310 1,875 416,700SH SOLE 0 416,700 MURPHY OIL CORP COM 62671710 3,655 73,766SH SOLE 0 73,766 MWI VETERINARY SUPPLY IN COM 55402X10 867 17,250SH SOLE 0 17,250 MYERS INDS INC COM 62846410 155 19,210SH SOLE 0 19,210 MYLAN INC COM 62853010 2,027 118,978SH SOLE 0 118,978 NABI BIOPHARMACEUTICALS COM 62951910 149 27,390SH SOLE 0 27,390 NABORS INDUSTRIES LTD SHS G6359F10 1,936 109,874SH SOLE 0 109,874 NALCO HOLDING COMPANY COM 62985Q10 262 12,800SH SOLE 0 12,800 NAM TAI ELECTRS INC COM 62986520 171 41,560SH SOLE 0 41,560 NANOMETRICS INC COM 63007710 1,537 152,300SH SOLE 0 152,300 NASDAQ OMX GROUP INC NOTE 631103AA 403 425,000SH SOLE 0 425,000 NASDAQ OMX GROUP INC COM 63110310 998 56,156SH SOLE 0 56,156 NATIONAL AMERN UNIV HLDG COM 63245Q10 387 44,400SH SOLE 0 44,400 NATIONAL CITY CORP NOTE 635405AW 8,5648,500,000SH SOLE 0 8,500,000 NATIONAL DENTEX CORP COM 63563H10 2,066 122,600SH SOLE 0 122,600 NATIONAL OILWELL VARCO I COM 63707110 7,043 212,976SH SOLE 0 212,976 NATIONAL SEMICONDUCTOR C COM 63764010 1,234 91,710SH SOLE 0 91,710 NATUS MEDICAL INC DEL COM 63905010 756 46,410SH SOLE 0 46,410 NATUZZI S P A ADR 63905A10 995 337,443SH SOLE 0 337,443 NAVARRE CORP COM 63920810 48 22,000SH SOLE 0 22,000 NAVIGATORS GROUP INC COM 63890410 566 13,750SH SOLE 0 13,750 NBTY INC COM 62878210 727 21,375SH SOLE 0 21,375 NCI INC CL A 62886K10 246 10,910SH SOLE 0 10,910 NEENAH PAPER INC COM 64007910 413 22,560SH SOLE 0 22,560 NEKTAR THERAPEUTICS COM 64026810 204 16,820SH SOLE 0 16,820 NEOGEN CORP COM 64049110 759 29,137SH SOLE 0 29,137 NESS TECHNOLOGIES INC COM 64104X10 176 40,810SH SOLE 0 40,810 NET SERVICOS DE COMUNICA ADR 64109T20 112 11,900SH SOLE 0 11,900 NETAPP INC COM 64110D10 5,510 147,669SH SOLE 0 147,669 NETEASE COM INC ADR 64110W10 506 15,960SH SOLE 0 15,960 NETEZZA CORP COM 64111N10 373 27,280SH SOLE 0 27,280 NETLOGIC MICROSYSTEMS IN COM 64118B10 658 24,180SH SOLE 0 24,180 NETWORK ENGINES INC COM 64121A10 217 80,100SH SOLE 0 80,100 NEW YORK TIMES CO CL A 65011110 388 44,872SH SOLE 0 44,872 NEWELL RUBBERMAID INC COM 65122910 1,778 121,473SH SOLE 0 121,473 NEWFIELD EXPL CO COM 65129010 10,344 211,700SH SOLE 0 211,700 NEWMARKET CORP COM 65158710 251 2,879SH SOLE 0 2,879 NEWMONT MINING CORP COM 65163910 18,126 293,591SH SOLE 0 293,591 NEWPARK RES INC COM 65171850 390 64,500SH SOLE 0 64,500 NEWPORT BANCORP INC COM 65175410 342 28,100SH SOLE 0 28,100 NEWPORT CORP COM 65182410 117 12,920SH SOLE 0 12,920 NEWS CORP CL A 65248E10 11,154 932,598SH SOLE 0 932,598 NEXSTAR BROADCASTING GRO CL A 65336K10 74 17,000SH SOLE 0 17,000 NEXTERA ENERGY INC COM 65339F10 7,975 163,547SH SOLE 0 163,547 NGAS RESOURCES INC COM 62912T10 119 113,500SH SOLE 0 113,500 NIC INC COM 62914B10 440 68,650SH SOLE 0 68,650 NICHOLAS FINANCIAL INC COM 65373J20 123 15,000SH SOLE 0 15,000 NICOR INC COM 65408610 706 17,440SH SOLE 0 17,440 NII HLDGS INC CL B 62913F20 1,844 56,710SH SOLE 0 56,710 NIKE INC CL B 65410610 11,007 162,943SH SOLE 0 162,943 NISKA GAS STORAGE PARTNE UNIT 65467810 1,556 83,811SH SOLE 0 83,811 NISOURCE INC COM 65473P10 1,550 106,881SH SOLE 0 106,881 NOBLE ENERGY INC COM 65504410 6,587 109,182SH SOLE 0 109,182 NORDSON CORP COM 65566310 479 8,540SH SOLE 0 8,540 NORDSTROM INC COM 65566410 2,396 74,446SH SOLE 0 74,446 NORFOLK SOUTHERN CORP COM 65584410 7,733 145,759SH SOLE 0 145,759 NORTH AMERN ENERGY PARTN COM 65684410 142 16,030SH SOLE 0 16,030 NORTH CENT BANCSHARES IN COM 65841810 166 10,200SH SOLE 0 10,200 NORTH VALLEY BANCORP COM 66304M10 61 27,500SH SOLE 0 27,500 NORTHEAST UTILS COM 66439710 1,728 67,800SH SOLE 0 67,800 NORTHERN TR CORP COM 66585910 4,351 93,169SH SOLE 0 93,169 NORTHROP GRUMMAN CORP COM 66680710 6,317 116,032SH SOLE 0 116,032 NOVA MEASURING INSTRUMEN COM M7516K10 301 72,500SH SOLE 0 72,500 NOVAMED INC DEL COM 66986W20 239 28,833SH SOLE 0 28,833 NOVELL INC COM 67000610 13,2622,334,782SH SOLE 0 2,334,782 NOVELLUS SYS INC COM 67000810 938 37,002SH SOLE 0 37,002 NPS PHARMACEUTICALS INC COM 62936P10 253 39,260SH SOLE 0 39,260 NRG ENERGY INC COM 62937750 2,086 98,356SH SOLE 0 98,356 NU HORIZONS ELECTRS CORP COM 66990810 969 316,818SH SOLE 0 316,818 NUCOR CORP COM 67034610 4,647 121,398SH SOLE 0 121,398 NUSTAR ENERGY LP UNIT 67058H10 1,552 27,048SH SOLE 0 27,048 NUSTAR GP HOLDINGS LLC UNIT 67059L10 781 25,392SH SOLE 0 25,392 NUTRI SYS INC NEW COM 67069D10 505 22,030SH SOLE 0 22,030 NV ENERGY INC COM 67073Y10 334 28,300SH SOLE 0 28,300 NVE CORP COM 62944520 2,410 55,353SH SOLE 0 55,353 NVIDIA CORP COM 67066G10 2,251 220,432SH SOLE 0 220,432 NXSTAGE MEDICAL INC COM 67072V10 357 24,090SH SOLE 0 24,090 NYMAGIC INC COM 62948410 239 12,400SH SOLE 0 12,400 NYSE EURONEXT COM 62949110 3,212 116,247SH SOLE 0 116,247 O CHARLEYS INC COM 67082310 203 38,360SH SOLE 0 38,360 O REILLY AUTOMOTIVE INC COM 68609110 3,381 71,089SH SOLE 0 71,089 OBAGI MEDICAL PRODUCTS I COM 67423R10 261 22,060SH SOLE 0 22,060 OCCIDENTAL PETE CORP DEL COM 67459910 37,653 488,055SH SOLE 0 488,055 ODYSSEY HEALTHCARE INC COM 67611V10 14,696 550,000SH SOLE 0 550,000 OFFICE DEPOT INC COM 67622010 429 106,134SH SOLE 0 106,134 OIL STS INTL INC COM 67802610 649 16,400SH SOLE 0 16,400 OLD REP INTL CORP COM 68022310 217 17,900SH SOLE 0 17,900 OLIN CORP COM 68066520 455 25,150SH SOLE 0 25,150 OLYMPIC STEEL INC COM 68162K10 381 16,600SH SOLE 0 16,600 OMEGA PROTEIN CORP COM 68210P10 483 120,400SH SOLE 0 120,400 OMNI ENERGY SERVICES COM 68210T20 748 280,000SH SOLE 0 280,000 OMNICELL INC COM 68213N10 676 57,850SH SOLE 0 57,850 OMNICOM GROUP INC COM 68191910 4,056 118,250SH SOLE 0 118,250 OMNOVA SOLUTIONS INC COM 68212910 408 52,250SH SOLE 0 52,250 ON ASSIGNMENT INC COM 68215910 374 74,328SH SOLE 0 74,328 ONE LIBERTY PPTYS INC COM 68240610 151 10,147SH SOLE 0 10,147 ONEOK INC NEW COM 68268010 1,771 40,949SH SOLE 0 40,949 ONEOK PARTNERS LP UNIT 68268N10 2,924 45,481SH SOLE 0 45,481 ONLINE RES CORP COM 68273G10 390 93,900SH SOLE 0 93,900 OPENTABLE INC COM 68372A10 626 15,085SH SOLE 0 15,085 OPLINK COMMUNICATIONS IN COM 68375Q40 293 20,440SH SOLE 0 20,440 ORACLE CORP COM 68389X10 33,9091,580,113SH SOLE 0 1,580,113 ORCHID CELLMARK INC COM 68573C10 350 204,600SH SOLE 0 204,600 ORTHOVITA INC COM 68750U10 127 62,450SH SOLE 0 62,450 OSI SYSTEMS INC COM 67104410 405 14,590SH SOLE 0 14,590 OUTDOOR CHANNEL HLDGS IN COM 69002720 333 71,400SH SOLE 0 71,400 OVERSTOCK COM INC DEL COM 69037010 228 12,630SH SOLE 0 12,630 OWENS ILL INC COM 69076840 3,525 133,289SH SOLE 0 133,289 P A M TRANSN SVCS INC COM 69314910 1,055 70,200SH SOLE 0 70,200 P T TELEKOMUNIKASI INDON ADR 71568410 702 20,500SH SOLE 0 20,500 PAA NAT GAS STORAGE L P COM 69313910 1,675 70,270SH SOLE 0 70,270 PACCAR INC COM 69371810 5,963 149,572SH SOLE 0 149,572 PACER INTL INC TENN COM 69373H10 1,167 166,940SH SOLE 0 166,940 PACIFIC SUNWEAR CALIF IN COM 69487310 193 60,400SH SOLE 0 60,400 PACTIV CORP COM 69525710 4,537 162,894SH SOLE 0 162,894 PALL CORP COM 69642930 2,114 61,499SH SOLE 0 61,499 PALM INC NEW COM 69664310 3,408 599,000SH SOLE 0 599,000 PANHANDLE OIL AND GAS IN CL A 69847710 568 21,500SH SOLE 0 21,500 PANTRY INC COM 69865710 211 14,940SH SOLE 0 14,940 PAREXEL INTL CORP COM 69946210 334 15,400SH SOLE 0 15,400 PARKER HANNIFIN CORP COM 70109410 3,441 62,037SH SOLE 0 62,037 PARKVALE FINL CORP COM 70149210 454 54,146SH SOLE 0 54,146 PATTERSON COMPANIES INC COM 70339510 1,025 35,941SH SOLE 0 35,941 PATTERSON UTI ENERGY INC COM 70348110 11,663 906,200SH SOLE 0 906,200 PAYCHEX INC COM 70432610 3,218 123,917SH SOLE 0 123,917 PC MALL INC COM 69323K10 164 40,931SH SOLE 0 40,931 PEABODY ENERGY CORP COM 70454910 5,791 147,989SH SOLE 0 147,989 PEGASYSTEMS INC COM 70557310 627 19,525SH SOLE 0 19,525 PENN MILLERS HLDG CORP COM 70756110 141 10,700SH SOLE 0 10,700 PENN VA GP HLDGS L P COM 70788P10 1,995 109,507SH SOLE 0 109,507 PENN WEST ENERGY TR UNIT 70788510 555 29,190SH SOLE 0 29,190 PENNANTPARK INVT CORP COM 70806210 431 45,100SH SOLE 0 45,100 PENNEY J C INC COM 70816010 1,955 91,004SH SOLE 0 91,004 PENNICHUCK CORP COM 70825420 505 22,800SH SOLE 0 22,800 PENWEST PHARMACEUTICALS COM 70975410 36 11,000SH SOLE 0 11,000 PEOPLES UNITED FINANCIAL COM 71270410 1,949 144,368SH SOLE 0 144,368 PEP BOYS MANNY MOE & JAC COM 71327810 1,278 144,300SH SOLE 0 144,300 PEPCO HOLDINGS INC COM 71329110 1,348 85,989SH SOLE 0 85,989 PEPSICO INC COM 71344810 39,768 652,463SH SOLE 0 652,463 PERFICIENT INC COM 71375U10 141 15,840SH SOLE 0 15,840 PERICOM SEMICONDUCTOR CO COM 71383110 1,073 111,802SH SOLE 0 111,802 PERKINELMER INC COM 71404610 938 45,385SH SOLE 0 45,385 PERMA-FIX ENVIRONMENTAL COM 71415710 665 413,000SH SOLE 0 413,000 PERRIGO CO COM 71429010 354 6,000SH SOLE 0 6,000 PETMED EXPRESS INC COM 71638210 347 19,480SH SOLE 0 19,480 PETROCHINA CO LTD ADR 71646E10 4,007 36,520SH SOLE 0 36,520 PETROLEO BRASILEIRO SA P ADR 71654V10 14,809 496,947SH SOLE 0 496,947 PETROLEO BRASILEIRO SA P ADR 71654V40 14,295 416,514SH SOLE 0 416,514 PETROQUEST ENERGY INC COM 71674810 338 49,953SH SOLE 0 49,953 PETSMART INC COM 71676810 486 16,100SH SOLE 0 16,100 PFIZER INC COM 71708110 44,3113,107,367SH SOLE 0 3,107,367 PG&E CORP COM 69331C10 5,895 143,441SH SOLE 0 143,441 PHARMACEUTICAL PROD DEV COM 71712410 493 19,400SH SOLE 0 19,400 PHARMASSET INC COM 71715N10 527 19,265SH SOLE 0 19,265 PHASE FORWARD INC COM 71721R40 12,510 750,000SH SOLE 0 750,000 PHILIP MORRIS INTL INC COM 71817210 32,703 713,410SH SOLE 0 713,410 PHILLIPS VAN HEUSEN CORP COM 71859210 808 17,470SH SOLE 0 17,470 PHOTRONICS INC COM 71940510 1,562 345,540SH SOLE 0 345,540 PIER 1 IMPORTS INC COM 72027910 137 21,325SH SOLE 0 21,325 PINNACLE GAS RESOURCES I COM 72346430 98 300,000SH SOLE 0 300,000 PINNACLE WEST CAP CORP COM 72348410 1,519 41,778SH SOLE 0 41,778 PIONEER NAT RES CO COM 72378710 3,261 54,860SH SOLE 0 54,860 PITNEY BOWES INC COM 72447910 1,756 79,947SH SOLE 0 79,947 PLAINS ALL AMERN PIPELIN UNIT 72650310 5,073 86,416SH SOLE 0 86,416 PLAINS EXPL& PRODTN CO COM 72650510 328 15,930SH SOLE 0 15,930 PLUM CREEK TIMBER CO INC COM 72925110 2,168 62,780SH SOLE 0 62,780 PLX TECHNOLOGY INC COM 69341710 660 157,600SH SOLE 0 157,600 PMA CAP CORP CL A 69341920 1,003 153,164SH SOLE 0 153,164 PMC-SIERRA INC COM 69344F10 85 11,270SH SOLE 0 11,270 PMFG INC COM 69345P10 643 42,445SH SOLE 0 42,445 PNC FINL SVCS GROUP INC COM 69347510 12,071 213,654SH SOLE 0 213,654 POLO RALPH LAUREN CORP CL A 73157210 1,849 25,344SH SOLE 0 25,344 POLYCOM INC COM 73172K10 13,642 457,950SH SOLE 0 457,950 POLYPORE INTL INC COM 73179V10 671 29,525SH SOLE 0 29,525 PORTEC RAIL PRODS INC COM 73621210 3,278 288,060SH SOLE 0 288,060 PORTFOLIO RECOVERY ASSOC COM 73640Q10 352 5,275SH SOLE 0 5,275 POSCO ADR 69348310 2,079 22,040SH SOLE 0 22,040 POTASH CORP SASK INC COM 73755L10 743 8,619SH SOLE 0 8,619 POWERSHS DB MULTI SECT C SHS 73936B40 928 38,670SH SOLE 0 38,670 PPG INDS INC COM 69350610 3,871 64,075SH SOLE 0 64,075 PPL CORP COM 69351T10 4,504 180,521SH SOLE 0 180,521 PRAXAIR INC COM 74005P10 8,956 117,862SH SOLE 0 117,862 PRECISION CASTPARTS CORP COM 74018910 5,638 54,779SH SOLE 0 54,779 PREFERRED BK LOS ANGELES COM 74036710 185 88,694SH SOLE 0 88,694 PRESSTEK INC COM 74111310 393 111,200SH SOLE 0 111,200 PRESTIGE BRANDS HLDGS IN COM 74112D10 197 27,850SH SOLE 0 27,850 PRGX GLOBAL INC COM 69357C50 320 77,000SH SOLE 0 77,000 PRICE T ROWE GROUP INC COM 74144T10 4,439 99,992SH SOLE 0 99,992 PRICELINE COM INC COM 74150340 3,227 18,277SH SOLE 0 18,277 PRIDE INTL INC DEL COM 74153Q10 7,189 321,800SH SOLE 0 321,800 PRIMERICA INC COM 74164M10 217 10,135SH SOLE 0 10,135 PRIMORIS SVCS CORP COM 74164F10 361 57,300SH SOLE 0 57,300 PRINCETON NATL BANCORP I COM 74228210 62 10,000SH SOLE 0 10,000 PRINCIPAL FINL GROUP INC COM 74251V10 3,047 129,971SH SOLE 0 129,971 PROCTER & GAMBLE CO COM 74271810 68,8961,148,648SH SOLE 0 1,148,648 PROGENICS PHARMACEUTICAL COM 74318710 139 25,390SH SOLE 0 25,390 PROGRESS ENERGY INC COM 74326310 4,339 110,629SH SOLE 0 110,629 PROGRESSIVE CORP OHIO COM 74331510 5,065 270,571SH SOLE 0 270,571 PROLOGIS UNIT 74341010 1,860 183,597SH SOLE 0 183,597 PROSPECT MEDICAL HOLDING COM 74349410 390 64,400SH SOLE 0 64,400 PROVIDENCE SVC CORP COM 74381510 553 39,480SH SOLE 0 39,480 PRUDENTIAL FINL INC COM 74432010 9,633 179,520SH SOLE 0 179,520 PSYCHIATRIC SOLUTIONS IN COM 74439H10 20,172 616,500SH SOLE 0 616,500 PUBLIC STORAGE COM 74460D10 4,601 52,341SH SOLE 0 52,341 PUBLIC SVC ENTERPRISE GR COM 74457310 6,107 194,911SH SOLE 0 194,911 PULTE GROUP INC COM 74586710 1,013 122,332SH SOLE 0 122,332 QKL STORES INC COM 74732Y10 591 140,800SH SOLE 0 140,800 QLOGIC CORP COM 74727710 714 42,965SH SOLE 0 42,965 QLT INC COM 74692710 135 23,530SH SOLE 0 23,530 QUAKER CHEM CORP COM 74731610 1,343 49,570SH SOLE 0 49,570 QUALCOMM INC COM 74752510 20,999 639,431SH SOLE 0 639,431 QUALITY DISTR INC FLA COM 74756M10 96 18,590SH SOLE 0 18,590 QUALITY SYS INC COM 74758210 1,428 24,625SH SOLE 0 24,625 QUANTA SVCS INC COM 74762E10 3,395 164,426SH SOLE 0 164,426 QUEST DIAGNOSTICS INC COM 74834L10 2,898 58,225SH SOLE 0 58,225 QUESTAR CORP COM 74835610 3,545 77,933SH SOLE 0 77,933 QUICKSILVER GAS SVCS LP COM 74839G10 219 11,268SH SOLE 0 11,268 QUICKSILVER RESOURCES IN COM 74837R10 283 25,770SH SOLE 0 25,770 QUIDEL CORP COM 74838J10 305 24,030SH SOLE 0 24,030 QWEST COMMUNICATIONS INT COM 74912110 5,4911,045,908SH SOLE 0 1,045,908 RACKSPACE HOSTING INC COM 75008610 614 33,490SH SOLE 0 33,490 RADIANT SYSTEMS INC COM 75025N10 1,389 96,050SH SOLE 0 96,050 RADIOSHACK CORP COM 75043810 2,991 153,302SH SOLE 0 153,302 RAM ENERGY RESOURCES INC COM 75130P10 909 439,000SH SOLE 0 439,000 RANDGOLD RES LTD ADR 75234430 3,561 37,579SH SOLE 0 37,579 RANGE RES CORP COM 75281A10 3,631 90,425SH SOLE 0 90,425 RAVEN INDS INC COM 75421210 1,180 35,000SH SOLE 0 35,000 RAYTHEON CO COM 75511150 7,539 155,800SH SOLE 0 155,800 RCM TECHNOLOGIES INC COM 74936040 1,296 289,970SH SOLE 0 289,970 RCN CORP COM 74936120 9,330 630,000SH SOLE 0 630,000 REAL GOODS SOLAR INC CL A 75601N10 262 82,800SH SOLE 0 82,800 RED HAT INC COM 75657710 2,103 72,673SH SOLE 0 72,673 REGENCY ENERGY PARTNERS COM 75885Y10 1,609 66,600SH SOLE 0 66,600 REGENERON PHARMACEUTICAL COM 75886F10 249 11,178SH SOLE 0 11,178 REGIONS FINANCIAL CORP N COM 7591EP10 3,243 492,883SH SOLE 0 492,883 RELIANCE STEEL & ALUMINU COM 75950910 4,634 128,200SH SOLE 0 128,200 RELM WIRELESS CORP COM 75952510 191 88,200SH SOLE 0 88,200 RENT A CTR INC NEW COM 76009N10 693 34,200SH SOLE 0 34,200 RENTRAK CORP COM 76017410 1,348 55,400SH SOLE 0 55,400 REPSOL YPF S A ADR 76026T20 1,264 62,910SH SOLE 0 62,910 REPUBLIC AWYS HLDGS INC COM 76027610 2,449 400,875SH SOLE 0 400,875 REPUBLIC SVCS INC COM 76075910 3,901 131,231SH SOLE 0 131,231 RES-CARE INC COM 76094310 394 40,760SH SOLE 0 40,760 RESEARCH IN MOTION LTD COM 76097510 1,176 23,875SH SOLE 0 23,875 REX ENERGY CORPORATION COM 76156510 651 64,410SH SOLE 0 64,410 REYNOLDS AMERICAN INC COM 76171310 3,394 65,121SH SOLE 0 65,121 RICHMONT MINES INC COM 76547T10 689 155,900SH SOLE 0 155,900 RICKS CABARET INTL INC COM 76564130 865 109,670SH SOLE 0 109,670 RIGHTNOW TECHNOLOGIES IN COM 76657R10 303 19,300SH SOLE 0 19,300 RIO TINTO PLC ADR 76720410 593 13,600SH SOLE 0 13,600 RITCHIE BROS AUCTIONEERS COM 76774410 1,076 59,075SH SOLE 0 59,075 RIVERBED TECHNOLOGY INC COM 76857310 881 31,895SH SOLE 0 31,895 ROBERT HALF INTL INC COM 77032310 1,361 57,796SH SOLE 0 57,796 ROCK OF AGES CORP VT CL A 77263210 294 72,270SH SOLE 0 72,270 ROCK-TENN CO CL A 77273920 589 11,850SH SOLE 0 11,850 ROCKWELL AUTOMATION INC COM 77390310 2,903 59,133SH SOLE 0 59,133 ROCKWELL COLLINS INC COM 77434110 3,221 60,634SH SOLE 0 60,634 RODMAN & RENSHAW CAP GP COM 77487R10 195 68,300SH SOLE 0 68,300 ROLLINS INC COM 77571110 1,241 60,000SH SOLE 0 60,000 ROPER INDS INC NEW COM 77669610 2,024 36,168SH SOLE 0 36,168 ROSETTA RESOURCES INC COM 77777930 18,274 922,471SH SOLE 0 922,471 ROSS STORES INC COM 77829610 2,515 47,203SH SOLE 0 47,203 ROVI CORP COM 77937610 806 21,273SH SOLE 0 21,273 ROWAN COS INC COM 77938210 16,545 754,081SH SOLE 0 754,081 ROYAL DUTCH SHELL PLC ADR 78025920 2,089 41,600SH SOLE 0 41,600 RPC INC COM 74966010 241 17,690SH SOLE 0 17,690 RTI BIOLOGICS INC COM 74975N10 178 60,790SH SOLE 0 60,790 RUBICON TECHNOLOGY INC COM 78112T10 835 28,025SH SOLE 0 28,025 RUBIOS RESTAURANTS INC COM 78116B10 2,266 267,576SH SOLE 0 267,576 RUBY TUESDAY INC COM 78118210 135 15,840SH SOLE 0 15,840 RUDOLPH TECHNOLOGIES INC COM 78127010 352 46,600SH SOLE 0 46,600 RURAL / METRO CORP COM 78174810 1,446 177,638SH SOLE 0 177,638 RUTHS HOSPITALITY GROUP COM 78333210 101 24,210SH SOLE 0 24,210 RYANAIR HLDGS PLC ADR 78351310 3,128 115,452SH SOLE 0 115,452 RYDER SYS INC COM 78354910 821 20,414SH SOLE 0 20,414 S1 CORPORATION COM 78463B10 306 50,910SH SOLE 0 50,910 SAFEWAY INC COM 78651420 2,943 149,703SH SOLE 0 149,703 SAIC INC COM 78390X10 1,887 112,715SH SOLE 0 112,715 SAKS INC COM 79377W10 254 33,425SH SOLE 0 33,425 SALESFORCE COM INC COM 79466L30 4,498 52,410SH SOLE 0 52,410 SALIX PHARMACEUTICALS IN COM 79543510 1,138 29,150SH SOLE 0 29,150 SANDISK CORP COM 80004C10 3,727 88,598SH SOLE 0 88,598 SANDRIDGE ENERGY INC COM 80007P30 206 35,310SH SOLE 0 35,310 SANTANDER BANCORP COM 80280910 3,798 300,467SH SOLE 0 300,467 SAPIENT CORP COM 80306210 425 41,880SH SOLE 0 41,880 SARA LEE CORP COM 80311110 3,973 281,745SH SOLE 0 281,745 SASOL LTD ADR 80386630 813 23,060SH SOLE 0 23,060 SAUER-DANFOSS INC COM 80413710 8,841 723,479SH SOLE 0 723,479 SCANA CORP NEW COM 80589M10 1,562 43,688SH SOLE 0 43,688 SCHIFF NUTRITION INTL IN COM 80669310 149 20,920SH SOLE 0 20,920 SCHLUMBERGER LTD COM 80685710 12,343 223,032SH SOLE 0 223,032 SCHWAB CHARLES CORP NEW COM 80851310 6,104 430,457SH SOLE 0 430,457 SCICLONE PHARMACEUTICALS COM 80862K10 417 156,590SH SOLE 0 156,590 SCIENTIFIC LEARNING CORP COM 80876010 505 96,000SH SOLE 0 96,000 SCOTTS MIRACLE GRO CO CL A 81018610 284 6,400SH SOLE 0 6,400 SCRIPPS NETWORKS INTERAC CL A 81106510 1,396 34,594SH SOLE 0 34,594 SEACHANGE INTL INC COM 81169910 153 18,550SH SOLE 0 18,550 SEACOAST BKG CORP FLA COM 81170730 216 162,200SH SOLE 0 162,200 SEACOR HOLDINGS INC COM 81190410 2,981 42,181SH SOLE 0 42,181 SEAHAWK DRILLING INC COM 81201R10 209 21,453SH SOLE 0 21,453 SEALED AIR CORP NEW COM 81211K10 1,211 61,434SH SOLE 0 61,434 SEALY CORP COM 81213930 238 89,250SH SOLE 0 89,250 SEARS HLDGS CORP COM 81235010 1,202 18,585SH SOLE 0 18,585 SEI INVESTMENTS CO COM 78411710 275 13,500SH SOLE 0 13,500 SELECT COMFORT CORP COM 81616X10 320 36,548SH SOLE 0 36,548 SEMPRA ENERGY COM 81685110 4,462 95,361SH SOLE 0 95,361 SENORX INC COM 81724W10 2,902 264,329SH SOLE 0 264,329 SEQUENOM INC COM 81733740 275 46,610SH SOLE 0 46,610 SERACARE LIFE SCIENCES I COM 81747T10 107 28,000SH SOLE 0 28,000 SFN GROUP INC COM 78415310 665 121,833SH SOLE 0 121,833 SHAMIR OPTICAL INDUSTRY SHS M8368310 111 13,900SH SOLE 0 13,900 SHENGKAI INNOVATIONS INC COM 82321P10 119 14,500SH SOLE 0 14,500 SHERWIN WILLIAMS CO COM 82434810 2,457 35,510SH SOLE 0 35,510 SHUFFLE MASTER INC COM 82554910 777 97,025SH SOLE 0 97,025 SHUTTERFLY INC COM 82568P30 274 11,437SH SOLE 0 11,437 SIEMENS A G ADR 82619750 1,522 17,000SH SOLE 0 17,000 SIERRA WIRELESS INC COM 82651610 158 23,820SH SOLE 0 23,820 SIFCO INDS INC COM 82654610 613 56,000SH SOLE 0 56,000 SIGMA ALDRICH CORP COM 82655210 2,330 46,762SH SOLE 0 46,762 SIGMA DESIGNS INC COM 82656510 223 22,260SH SOLE 0 22,260 SIGNATURE BK NEW YORK N COM 82669G10 855 22,495SH SOLE 0 22,495 SIGNET JEWELERS LIMITED SHS G8127610 11,509 418,500SH SOLE 0 418,500 SILICON IMAGE INC COM 82705T10 258 73,620SH SOLE 0 73,620 SILICON MOTION TECHNOLOG ADR 82706C10 328 63,430SH SOLE 0 63,430 SILVER STD RES INC COM 82823L10 253 14,200SH SOLE 0 14,200 SILVER WHEATON CORP COM 82833610 1,721 85,630SH SOLE 0 85,630 SIMCERE PHARMACEUTICAL G ADR 82859P10 305 36,888SH SOLE 0 36,888 SIMON PPTY GROUP INC NEW COM 82880610 9,105 112,752SH SOLE 0 112,752 SIMPSON MANUFACTURING CO COM 82907310 1,193 48,575SH SOLE 0 48,575 SIMULATIONS PLUS INC COM 82921410 48 20,000SH SOLE 0 20,000 SINOENERGY CORPORATION COM 82935B20 354 208,157SH SOLE 0 208,157 SIRONA DENTAL SYSTEMS IN COM 82966C10 229 6,581SH SOLE 0 6,581 SK TELECOM LTD ADR 78440P10 6,555 445,017SH SOLE 0 445,017 SKECHERS U S A INC CL A 83056610 406 11,130SH SOLE 0 11,130 SKYPEOPLE FRUIT JUICE IN COM 83086T20 207 41,000SH SOLE 0 41,000 SLM CORP COM 78442P10 1,944 187,132SH SOLE 0 187,132 SM ENERGY CO COM 78454L10 6,561 163,375SH SOLE 0 163,375 SMART BALANCE INC COM 83169Y10 184 44,940SH SOLE 0 44,940 SMART MODULAR TECHNOLOGI SHS G8224510 1,076 184,016SH SOLE 0 184,016 SMITH & WESSON HLDG CORP COM 83175610 257 62,730SH SOLE 0 62,730 SMITH INTL INC COM 83211010 23,567 625,947SH SOLE 0 625,947 SMITH MICRO SOFTWARE INC COM 83215410 1,360 143,024SH SOLE 0 143,024 SMUCKER J M CO COM 83269640 2,763 45,890SH SOLE 0 45,890 SNAP ON INC COM 83303410 911 22,272SH SOLE 0 22,272 SOHU COM INC COM 83408W10 993 24,170SH SOLE 0 24,170 SOMANETICS CORP COM 83444540 4,170 167,150SH SOLE 0 167,150 SONIC AUTOMOTIVE INC NOTE 83545GAQ 416 425,000SH SOLE 0 425,000 SONIC SOLUTIONS COM 83546010 838 100,388SH SOLE 0 100,388 SONICWALL INC COM 83547010 5,288 450,000SH SOLE 0 450,000 SONOCO PRODS CO COM 83549510 1,777 58,300SH SOLE 0 58,300 SONOSITE INC COM 83568G10 329 12,150SH SOLE 0 12,150 SOURCEFIRE INC COM 83616T10 1,128 59,360SH SOLE 0 59,360 SOUTHERN CO COM 84258710 10,761 323,341SH SOLE 0 323,341 SOUTHWEST AIRLS CO COM 84474110 3,186 286,788SH SOLE 0 286,788 SOUTHWEST WTR CO COM 84533110 6,005 573,000SH SOLE 0 573,000 SOUTHWESTERN ENERGY CO COM 84546710 5,859 151,626SH SOLE 0 151,626 SPARK NETWORKS INC COM 84651P10 1,240 356,300SH SOLE 0 356,300 SPARTAN MTRS INC COM 84681910 496 118,200SH SOLE 0 118,200 SPARTAN STORES INC COM 84682210 235 17,100SH SOLE 0 17,100 SPDR DOW JONES INDL AVRG UNIT 78467X10 706 7,220SH SOLE 0 7,220 SPDR GOLD TRUST SHS 78463V10 26,762 219,936SH SOLE 0 219,936 SPDR S&P 500 ETF TR UNIT 78462F10 410 3,969SH SOLE 0 3,969 SPDR S&P MIDCAP 400 ETF UNIT 78467Y10 13,072 101,209SH SOLE 0 101,209 SPECTRA ENERGY CORP COM 84756010 5,010 249,628SH SOLE 0 249,628 SPECTRANETICS CORP COM 84760C10 196 37,760SH SOLE 0 37,760 SPECTRUM CTL INC COM 84761510 649 46,408SH SOLE 0 46,408 SPECTRUM PHARMACEUTICALS COM 84763A10 253 64,430SH SOLE 0 64,430 SPORT SUPPLY GROUP INC D COM 84916A10 7,843 582,699SH SOLE 0 582,699 SPREADTRUM COMMUNICATION ADR 84941520 381 46,200SH SOLE 0 46,200 SPRINT NEXTEL CORP COM 85206110 5,4111,276,201SH SOLE 0 1,276,201 SPS COMM INC COM 78463M10 707 60,834SH SOLE 0 60,834 SPX CORP COM 78463510 238 4,500SH SOLE 0 4,500 SRS LABS INC COM 78464M10 964 105,400SH SOLE 0 105,400 ST JUDE MED INC COM 79084910 4,543 125,886SH SOLE 0 125,886 STAGE STORES INC COM 85254C30 179 16,750SH SOLE 0 16,750 STANCORP FINL GROUP INC COM 85289110 564 13,900SH SOLE 0 13,900 STANDARD MTR PRODS INC COM 85366610 295 36,600SH SOLE 0 36,600 STANLEY BLACK & DECKER I COM 85450210 3,122 61,790SH SOLE 0 61,790 STANLEY INC COM 85453210 12,522 335,000SH SOLE 0 335,000 STAPLES INC COM 85503010 5,357 281,191SH SOLE 0 281,191 STARBUCKS CORP COM 85524410 6,975 287,040SH SOLE 0 287,040 STARWOOD HOTELS&RESORTS COM 85590A40 3,024 73,001SH SOLE 0 73,001 STATE STR CORP COM 85747710 6,537 193,279SH SOLE 0 193,279 STATOIL ASA ADR 85771P10 1,374 71,740SH SOLE 0 71,740 STERICYCLE INC COM 85891210 2,486 37,902SH SOLE 0 37,902 STERLING CONSTRUCTION CO COM 85924110 169 13,080SH SOLE 0 13,080 STONE ENERGY CORP COM 86164210 1,049 94,000SH SOLE 0 94,000 STRATASYS INC COM 86268510 256 10,420SH SOLE 0 10,420 STRATEGIC HOTELS & RESOR COM 86272T10 2,211 503,713SH SOLE 0 503,713 STRYKER CORP COM 86366710 6,201 123,869SH SOLE 0 123,869 STURM RUGER & CO INC COM 86415910 390 27,200SH SOLE 0 27,200 SUBURBAN PROPANE PARTNER UNIT 86448210 594 12,700SH SOLE 0 12,700 SUCCESSFACTORS INC COM 86459610 763 36,720SH SOLE 0 36,720 SUMMER INFANT INC COM 86564610 2,115 322,915SH SOLE 0 322,915 SUN HEALTHCARE GROUP INC COM 86693340 185 22,920SH SOLE 0 22,920 SUN HYDRAULICS CORP COM 86694210 1,347 57,425SH SOLE 0 57,425 SUNCOR ENERGY INC NEW COM 86722410 4,437 150,706SH SOLE 0 150,706 SUNOCO INC COM 86764P10 1,806 51,944SH SOLE 0 51,944 SUNOCO LOGISTICS PRTNRS COM 86764L10 779 10,825SH SOLE 0 10,825 SUNRISE SENIOR LIVING IN COM 86768K10 161 58,030SH SOLE 0 58,030 SUNTRUST BKS INC COM 86791410 4,739 203,375SH SOLE 0 203,375 SUPER MICRO COMPUTER INC COM 86800U10 250 18,530SH SOLE 0 18,530 SUPERIOR ENERGY SVCS INC COM 86815710 201 10,740SH SOLE 0 10,740 SUPERIOR INDS INTL INC COM 86816810 1,387 103,200SH SOLE 0 103,200 SUPERIOR WELL SVCS INC COM 86837X10 814 48,700SH SOLE 0 48,700 SUPERTEX INC COM 86853210 240 9,730SH SOLE 0 9,730 SUPERVALU INC COM 86853610 886 81,757SH SOLE 0 81,757 SUPPORT COM INC COM 86858W10 640 153,800SH SOLE 0 153,800 SURMODICS INC COM 86887310 462 28,150SH SOLE 0 28,150 SUSSER HLDGS CORP COM 86923310 169 14,360SH SOLE 0 14,360 SVB FINL GROUP COM 78486Q10 414 10,035SH SOLE 0 10,035 SXC HEALTH SOLUTIONS COR COM 78505P10 617 8,430SH SOLE 0 8,430 SYBASE INC COM 87113010 12,434 192,300SH SOLE 0 192,300 SYCAMORE NETWORKS INC COM 87120640 1,054 63,420SH SOLE 0 63,420 SYMANTEC CORP COM 87150310 4,272 307,761SH SOLE 0 307,761 SYMYX TECHNOLOGIES COM 87155S10 2,004 400,000SH SOLE 0 400,000 SYNCHRONOSS TECHNOLOGIES COM 87157B10 439 23,145SH SOLE 0 23,145 SYNNEX CORP COM 87162W10 687 26,800SH SOLE 0 26,800 SYNOVIS LIFE TECHNOLOGIE COM 87162G10 246 16,080SH SOLE 0 16,080 SYSCO CORP COM 87182910 7,711 269,901SH SOLE 0 269,901 T-3 ENERGY SRVCS INC COM 87306E10 1,337 47,920SH SOLE 0 47,920 TAIWAN SEMICONDUCTOR MFG ADR 87403910 403 41,290SH SOLE 0 41,290 TALBOTS INC COM 87416110 130 12,565SH SOLE 0 12,565 TALECRIS BIOTHERAPEUTICS COM 87422710 8,440 400,000SH SOLE 0 400,000 TALEO CORP CL A 87424N10 658 27,070SH SOLE 0 27,070 TAM SA ADR 87484D10 700 50,200SH SOLE 0 50,200 TARGA RESOURCES PARTNERS COM 87611X10 291 11,351SH SOLE 0 11,351 TARGET CORP COM 87612E10 13,950 283,715SH SOLE 0 283,715 TEAM INC COM 87815510 365 27,991SH SOLE 0 27,991 TECHNE CORP COM 87837710 735 12,800SH SOLE 0 12,800 TECO ENERGY INC COM 87237510 1,242 82,409SH SOLE 0 82,409 TECUMSEH PRODS CO CL A 87889520 1,480 133,100SH SOLE 0 133,100 TEEKAY LNG PARTNERS L P UNIT Y8564M10 1,681 56,500SH SOLE 0 56,500 TEEKAY OFFSHORE PARTNERS UNIT Y8565J10 1,100 50,128SH SOLE 0 50,128 TELE NORTE LESTE PART S ADR 87924610 1,078 72,080SH SOLE 0 72,080 TELECOMMUNICATION SYS IN CL A 87929J10 748 180,785SH SOLE 0 180,785 TELEFONOS DE MEXICO S A ADR 87940378 219 15,556SH SOLE 0 15,556 TELENAV INC COM 87945510 184 21,900SH SOLE 0 21,900 TELLABS INC COM 87966410 948 148,420SH SOLE 0 148,420 TEMPLE INLAND INC COM 87986810 1,654 80,000SH SOLE 0 80,000 TEMPUR PEDIC INTL INC COM 88023U10 869 28,265SH SOLE 0 28,265 TENET HEALTHCARE CORP COM 88033G10 729 167,877SH SOLE 0 167,877 TERADATA CORP DEL COM 88076W10 2,231 73,196SH SOLE 0 73,196 TERADYNE INC COM 88077010 677 69,435SH SOLE 0 69,435 TERREMARK WORLDWIDE INC COM 88144820 220 28,190SH SOLE 0 28,190 TESCO CORP COM 88157K10 1,104 89,915SH SOLE 0 89,915 TESORO CORP COM 88160910 635 54,408SH SOLE 0 54,408 TESSCO TECHNOLOGIES INC COM 87238610 394 23,600SH SOLE 0 23,600 TESSERA TECHNOLOGIES INC COM 88164L10 661 41,200SH SOLE 0 41,200 TETRA TECH INC NEW COM 88162G10 785 40,050SH SOLE 0 40,050 TEVA PHARMACEUTICAL INDS ADR 88162420 11,154 214,540SH SOLE 0 214,540 TEXAS CAPITAL BANCSHARES COM 88224Q10 440 26,859SH SOLE 0 26,859 TEXAS INSTRS INC COM 88250810 10,961 470,846SH SOLE 0 470,846 TEXAS ROADHOUSE INC COM 88268110 524 41,490SH SOLE 0 41,490 TEXTRON INC COM 88320310 1,787 105,291SH SOLE 0 105,291 TF FINL CORP COM 87239110 336 15,400SH SOLE 0 15,400 TGC INDS INC COM 87241730 501 165,285SH SOLE 0 165,285 THERMO FISHER SCIENTIFIC COM 88355610 8,485 172,993SH SOLE 0 172,993 THOMPSON CREEK METALS CO COM 88476810 731 84,200SH SOLE 0 84,200 THORATEC CORP COM 88517530 1,277 29,880SH SOLE 0 29,880 TICC CAPITAL CORP COM 87244T10 802 95,500SH SOLE 0 95,500 TIDEWATER INC COM 88642310 405 10,450SH SOLE 0 10,450 TIFFANY & CO NEW COM 88654710 1,857 48,984SH SOLE 0 48,984 TIM PARTICIPACOES S A ADR 88706P10 630 23,200SH SOLE 0 23,200 TIME WARNER CABLE INC COM 88732J20 7,352 141,174SH SOLE 0 141,174 TIME WARNER INC COM 88731730 13,125 454,000SH SOLE 0 454,000 TITAN INTL INC ILL COM 88830M10 781 78,300SH SOLE 0 78,300 TITAN MACHY INC COM 88830R10 938 71,430SH SOLE 0 71,430 TITANIUM METALS CORP COM 88833920 572 32,510SH SOLE 0 32,510 TJX COS INC NEW COM 87254010 6,593 157,168SH SOLE 0 157,168 TORCHMARK CORP COM 89102710 1,574 31,789SH SOLE 0 31,789 TORONTO DOMINION BK ONT COM] 89116050 17,435 268,662SH SOLE 0 268,662 TOTAL S A ADR 89151E10 2,736 61,290SH SOLE 0 61,290 TOTAL SYS SVCS INC COM 89190610 1,034 76,046SH SOLE 0 76,046 TOWER GROUP INC COM 89177710 407 18,900SH SOLE 0 18,900 TOWN SPORTS INTL HLDGS I COM 89214A10 541 235,344SH SOLE 0 235,344 TRANSCEND SERVICES INC COM 89392920 787 58,300SH SOLE 0 58,300 TRANSOCEAN LTD SHS H8817H10 597 12,895SH SOLE 0 12,895 TRAVELERS COMPANIES INC COM 89417E10 9,398 190,823SH SOLE 0 190,823 TREEHOUSE FOODS INC COM 89469A10 273 5,975SH SOLE 0 5,975 TRIMBLE NAVIGATION LTD COM 89623910 249 8,900SH SOLE 0 8,900 TRIMERIS INC COM 89626310 1,312 607,527SH SOLE 0 607,527 TRINA SOLAR LIMITED ADR 89628E10 1,122 64,942SH SOLE 0 64,942 TRINITY BIOTECH PLC ADR 89643830 156 25,600SH SOLE 0 25,600 TRINITY INDS INC COM 89652210 11,265 635,750SH SOLE 0 635,750 TRINTECH GROUP PLC ADR 89668220 100 20,000SH SOLE 0 20,000 TRIPLE-S MGMT CORP CL B 89674910 224 12,070SH SOLE 0 12,070 TRIUMPH GROUP INC NEW COM 89681810 240 3,600SH SOLE 0 3,600 TRUE RELIGION APPAREL IN COM 89784N10 973 44,100SH SOLE 0 44,100 TTI TEAM TELECOM INTL LT ORD M8825810 1,140 400,000SH SOLE 0 400,000 TURKCELL ILETISIM HIZMET ADR 90011120 931 71,750SH SOLE 0 71,750 TUTOR PERINI CORP COM 90110910 424 25,700SH SOLE 0 25,700 TYLER TECHNOLOGIES INC COM 90225210 1,019 65,650SH SOLE 0 65,650 TYSON FOODS INC CL A 90249410 1,928 117,630SH SOLE 0 117,630 U S PHYSICAL THERAPY INC COM 90337L10 891 52,770SH SOLE 0 52,770 UBS AG SHS H8923133 543 41,104SH SOLE 0 41,104 UFP TECHNOLOGIES INC COM 90267310 230 25,100SH SOLE 0 25,100 ULTA SALON COSMETCS & FR COM 90384S30 537 22,706SH SOLE 0 22,706 ULTIMATE SOFTWARE GROUP COM 90385D10 832 25,318SH SOLE 0 25,318 ULTRA CLEAN HLDGS INC COM 90385V10 380 44,600SH SOLE 0 44,600 ULTRA PETROLEUM CORP COM 90391410 3,497 79,035SH SOLE 0 79,035 UNDER ARMOUR INC CL A 90431110 236 7,130SH SOLE 0 7,130 UNION FIRST MKT BANKSH C COM 90662P10 427 34,800SH SOLE 0 34,800 UNION PAC CORP COM 90781810 13,727 197,477SH SOLE 0 197,477 UNITED AUTO GROUP INC NOTE 909440AH 1,6571,651,000SH SOLE 0 1,651,000 UNITED MICROELECTRONICS ADR 91087340 143 49,280SH SOLE 0 49,280 UNITED PARCEL SERVICE IN CL B 91131210 21,707 381,567SH SOLE 0 381,567 UNITED STATES STL CORP N COM 91290910 4,492 116,531SH SOLE 0 116,531 UNITED TECHNOLOGIES CORP COM 91301710 24,827 382,486SH SOLE 0 382,486 UNITED THERAPEUTICS CORP COM 91307C10 415 8,500SH SOLE 0 8,500 UNITED WESTN BANCORP INC COM 91320110 117 146,300SH SOLE 0 146,300 UNITEDHEALTH GROUP INC COM 91324P10 13,368 470,720SH SOLE 0 470,720 UNIVERSAL DISPLAY CORP COM 91347P10 383 21,290SH SOLE 0 21,290 UNIVERSAL ELECTRS INC COM 91348310 223 13,410SH SOLE 0 13,410 UNIVERSAL STAINLESS & AL COM 91383710 285 17,833SH SOLE 0 17,833 UNIVEST CORP PA COM 91527110 435 25,100SH SOLE 0 25,100 UNUM GROUP COM 91529Y10 2,782 128,215SH SOLE 0 128,215 URBAN OUTFITTERS INC COM 91704710 1,726 50,176SH SOLE 0 50,176 US BANCORP DEL DBCV 902973AQ 285 295,000SH SOLE 0 295,000 US BANCORP DEL COM 90297330 16,505 738,457SH SOLE 0 738,457 US GOLD CORPORATION COM 91202320 143 28,540SH SOLE 0 28,540 USA MOBILITY INC COM 90341G10 560 43,310SH SOLE 0 43,310 USA TRUCK INC COM 90292510 2,545 157,862SH SOLE 0 157,862 USEC INC COM 90333E10 643 135,000SH SOLE 0 135,000 UTI WORLDWIDE INC ORD G8721010 237 19,177SH SOLE 0 19,177 UTSTARCOM INC COM 91807610 943 512,552SH SOLE 0 512,552 V F CORP COM 91820410 2,415 33,933SH SOLE 0 33,933 VAALCO ENERGY INC COM 91851C20 206 36,790SH SOLE 0 36,790 VALE S A ADR 91912E10 9,450 388,092SH SOLE 0 388,092 VALE S A ADR 91912E20 30,0721,430,650SH SOLE 0 1,430,650 VALERO ENERGY CORP NEW COM 91913Y10 5,221 290,392SH SOLE 0 290,392 VANDA PHARMACEUTICALS IN COM 92165910 202 30,500SH SOLE 0 30,500 VANTAGE DRILLING COMPANY SHS G9320511 321 237,500SH SOLE 0 237,500 VARIAN MED SYS INC COM 92220P10 2,488 47,592SH SOLE 0 47,592 VARIAN SEMICONDUCTOR EQU COM 92220710 229 7,985SH SOLE 0 7,985 VASCO DATA SEC INTL INC COM 92230Y10 137 22,280SH SOLE 0 22,280 VEECO INSTRS INC DEL COM 92241710 481 14,030SH SOLE 0 14,030 VENTAS INC COM 92276F10 2,837 60,429SH SOLE 0 60,429 VERENIUM CORP COM 92340P20 65 27,747SH SOLE 0 27,747 VERISIGN INC COM 92343E10 2,252 84,804SH SOLE 0 84,804 VERIZON COMMUNICATIONS I COM 92343V10 30,5131,088,960SH SOLE 0 1,088,960 VERTEX PHARMACEUTICALS I COM 92532F10 247 7,500SH SOLE 0 7,500 VIACOM INC NEW CL B 92553P20 8,076 257,444SH SOLE 0 257,444 VIASAT INC COM 92552V10 367 11,283SH SOLE 0 11,283 VIMPELCOM LTD ADR 92719A10 778 48,100SH SOLE 0 48,100 VIRAGE LOGIC CORP COM 92763R10 4,056 341,100SH SOLE 0 341,100 VIRGIN MEDIA INC COM 92769L10 229 13,700SH SOLE 0 13,700 VIRTUAL RADIOLOGIC CORPO COM 92826B10 4,187 244,000SH SOLE 0 244,000 VIRTUSA CORP COM 92827P10 202 21,690SH SOLE 0 21,690 VISA INC COM 92826C83 12,335 174,352SH SOLE 0 174,352 VISTA GOLD CORP COM 92792630 152 89,373SH SOLE 0 89,373 VITACOST COM INC COM 92847A20 383 42,597SH SOLE 0 42,597 VITAL IMAGES INC COM 92846N10 229 17,970SH SOLE 0 17,970 VITAMIN SHOPPE INC COM 92849E10 255 9,925SH SOLE 0 9,925 VIVUS INC COM 92855110 258 26,910SH SOLE 0 26,910 VMWARE INC CL A 92856340 394 6,300SH SOLE 0 6,300 VOCUS INC COM 92858J10 271 17,760SH SOLE 0 17,760 VOLCANO CORPORATION COM 92864510 1,004 46,011SH SOLE 0 46,011 VOLT INFORMATION SCIENCE COM 92870310 211 25,120SH SOLE 0 25,120 VOLTERRA SEMICONDUCTOR C COM 92870810 274 11,895SH SOLE 0 11,895 VORNADO RLTY TR SHS 92904210 4,741 64,990SH SOLE 0 64,990 VULCAN MATLS CO COM 92916010 2,156 49,192SH SOLE 0 49,192 WAINWRIGHT BK&TR CO BOST COM 93070510 869 46,581SH SOLE 0 46,581 WAL MART STORES INC COM 93114210 38,470 800,291SH SOLE 0 800,291 WALGREEN CO COM 93142210 11,294 422,986SH SOLE 0 422,986 WALTER ENERGY INC COM 93317Q10 2,376 39,042SH SOLE 0 39,042 WARNACO GROUP INC COM 93439040 673 18,610SH SOLE 0 18,610 WASHINGTON POST CO CL B 93964010 960 2,339SH SOLE 0 2,339 WASTE MGMT INC DEL COM 94106L10 5,822 186,077SH SOLE 0 186,077 WATERS CORP COM 94184810 2,769 42,796SH SOLE 0 42,796 WATSON PHARMACEUTICALS I COM 94268310 1,674 41,269SH SOLE 0 41,269 WAVE SYSTEMS CORP COM 94352630 662 204,200SH SOLE 0 204,200 WAYSIDE TECHNOLOGY GROUP COM 94676010 163 18,000SH SOLE 0 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195,875SH SOLE 0 195,875 ZHONGPIN INC COM 98952K10 176 14,960SH SOLE 0 14,960 ZIMMER HLDGS INC COM 98956P10 4,223 78,129SH SOLE 0 78,129 ZIONS BANCORPORATION COM 98970110 1,332 61,738SH SOLE 0 61,738 ZOLL MED CORP COM 98992210 542 20,010SH SOLE 0 20,010
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