0001083190-11-000002.txt : 20110513 0001083190-11-000002.hdr.sgml : 20110513 20110513135344 ACCESSION NUMBER: 0001083190-11-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 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: 11839696 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 q12011.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: March 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this report: Name: 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: James H. Grossman, Jr. Title: Managing Director of External Public Markets, Risk & Compliance Phone: 717-720-4721 Signature, Place, and Date of Signing: /s/ James H. Grossman, Jr. Harrisburg, Pennsylvania May 13, 2011 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: 1,442 Form 13F Information Table Value Total: $6,920,696 (in 000s) List of Other Included Managers: N/A AS OF March 31, 2011 COMMONWEALTH OF PA-PSERS 13F REPORT 31-Mar-11 TITLE Voting OF VALUE Invst Other Authority NAME OF ISSUER CLASS CUSIP (in 000' SHARES Discr Mngrs SOLE 3M CO COM 88579Y101 25,861 276,583 SH SOLE 0 276,583 99 CENTS ONLY STORCOM 65440K106 14,786 754,392 SH SOLE 0 754,392 AARONS INC COM 002535300 695 27,412 SH SOLE 0 27,412 ABAXIS INC COM 002567105 1,486 51,525 SH SOLE 0 51,525 ABBOTT LABS COM 002824100 29,579 603,043 SH SOLE 0 603,043 ABERCROMBIE & FITCCL A 002896207 1,931 32,896 SH SOLE 0 32,896 ABRAXAS PETE CORP COM 003830106 2,731 467,675 SH SOLE 0 467,675 ACACIA RESH CORP COM 003881307 690 20,075 SH SOLE 0 20,075 ACCELRYS INC COM 00430U103 899 112,325 SH SOLE 0 112,325 ACE LTD SHS H0023R105 8,185 126,514 SH SOLE 0 126,514 ACI WORLDWIDE INC COM 004498101 415 12,647 SH SOLE 0 12,647 ACUITY BRANDS INC COM 00508Y102 960 16,420 SH SOLE 0 16,420 ACXIOM CORP COM 005125109 438 30,539 SH SOLE 0 30,539 ADECOAGRO S A COM L00849106 951 70,520 SH SOLE 0 70,520 ADOBE SYS INC COM 00724F101 7,049 212,577 SH SOLE 0 212,577 ADTRAN INC COM 00738A106 1,042 24,532 SH SOLE 0 24,532 ADVANCE AUTO PARTSCOM 00751Y106 1,997 30,430 SH SOLE 0 30,430 ADVANCED MICRO DEVCOM 007903107 1,866 217,024 SH SOLE 0 217,024 ADVENT SOFTWARE INCOM 007974108 2,223 77,484 SH SOLE 0 77,484 ADVISORY BRD CO COM 00762W107 1,468 28,500 SH SOLE 0 28,500 AECOM TECHNOLOGY CCOM 00766T100 1,251 45,127 SH SOLE 0 45,127 AEROPOSTALE COM 007865108 2,252 92,586 SH SOLE 0 92,586 AEROVIRONMENT INC COM 008073108 1,088 31,125 SH SOLE 0 31,125 AES CORP COM 00130H105 3,246 249,654 SH SOLE 0 249,654 AETNA INC NEW COM 00817Y108 5,426 144,974 SH SOLE 0 144,974 AFC ENTERPRISES INCOM 00104Q107 333 22,000 SH SOLE 0 22,000 AFFILIATED MANAGERCOM 008252108 2,158 19,730 SH SOLE 0 19,730 AFLAC INC COM 001055102 12,116 229,559 SH SOLE 0 229,559 AGCO CORP COM 001084102 2,877 52,336 SH SOLE 0 52,336 AGILENT TECHNOLOGICOM 00846U101 5,827 130,126 SH SOLE 0 130,126 AGL RES INC COM 001204106 1,181 29,647 SH SOLE 0 29,647 AGNICO EAGLE MINESCOM 008474108 391 5,900 SH SOLE 0 5,900 AGRIUM INC COM 008916108 3,329 36,081 SH SOLE 0 36,081 AIR PRODS & CHEMS COM 009158106 7,770 86,159 SH SOLE 0 86,159 AIR TRANSPORT SERVCOM 00922R105 2,333 276,130 SH SOLE 0 276,130 AIRGAS INC COM 009363102 16,294 245,320 SH SOLE 0 245,320 AIRTRAN HLDGS INC COM 00949P108 13,334 1,789,816 SH SOLE 0 1,789,816 AK STL HLDG CORP COM 001547108 2,638 167,152 SH SOLE 0 167,152 AKAMAI TECHNOLOGIECOM 00971T101 2,681 70,564 SH SOLE 0 70,564 ALASKA AIR GROUP ICOM 011659109 864 13,620 SH SOLE 0 13,620 ALBEMARLE CORP COM 012653101 2,082 34,829 SH SOLE 0 34,829 ALBERTO CULVER CO COM 013078100 13,614 365,293 SH SOLE 0 365,293 ALCOA INC COM 013817101 7,924 448,681 SH SOLE 0 448,681 ALCON INC COM H01301102 24,744 149,500 SH SOLE 0 149,500 ALEXANDER & BALDWICOM 014482103 717 15,698 SH SOLE 0 15,698 ALEXANDRIA REAL ESCOM 015271109 1,642 21,063 SH SOLE 0 21,063 ALIGN TECHNOLOGY ICOM 016255101 1,440 70,325 SH SOLE 0 70,325 ALIMERA SCIENCES ICOM 016259103 132 16,975 SH SOLE 0 16,975 ALLEGHENY TECHNOLOCOM 01741R102 2,520 37,216 SH SOLE 0 37,216 ALLEGIANT TRAVEL CCOM 01748X102 1,437 32,800 SH SOLE 0 32,800 ALLERGAN INC COM 018490102 8,185 115,254 SH SOLE 0 115,254 ALLIANCE DATA SYSTCOM 018581108 1,669 19,434 SH SOLE 0 19,434 ALLIANCE HOLDINGS COM 01861G100 458 8,719 SH SOLE 0 8,719 ALLIANT ENERGY CORCOM 018802108 1,641 42,145 SH SOLE 0 42,145 ALLIANT TECHSYSTEMCOM 018804104 897 12,697 SH SOLE 0 12,697 ALLSCRIPTS HEALTHCCOM 01988P108 1,508 71,851 SH SOLE 0 71,851 ALLSTATE CORP COM 020002101 6,348 199,747 SH SOLE 0 199,747 ALMOST FAMILY INC COM 020409108 629 16,700 SH SOLE 0 16,700 ALPHA NATURAL RESOCOM 02076X102 2,197 37,012 SH SOLE 0 37,012 ALTERA CORP COM 021441100 5,311 120,640 SH SOLE 0 120,640 ALTRIA GROUP INC COM 02209S103 20,532 788,772 SH SOLE 0 788,772 AMARIN CORP PLC ADR 023111206 503 68,905 SH SOLE 0 68,905 AMAZON COM INC COM 023135106 24,198 134,338 SH SOLE 0 134,338 AMB PROPERTY CORP COM 00163T109 2,316 64,391 SH SOLE 0 64,391 AMEREN CORP COM 023608102 2,546 90,696 SH SOLE 0 90,696 AMERICA MOVIL SAB ADR 02364W105 10,944 188,366 SH SOLE 0 188,366 AMERICA SVC GROUP COM 02364L109 3,564 138,992 SH SOLE 0 138,992 AMERICAN EAGLE OUTCOM 02553E106 1,182 74,380 SH SOLE 0 74,380 AMERICAN ELEC PWR COM 025537101 6,370 181,286 SH SOLE 0 181,286 AMERICAN EXPRESS CCOM 025816109 17,828 394,425 SH SOLE 0 394,425 AMERICAN FINL GROUCOM 025932104 1,020 29,130 SH SOLE 0 29,130 AMERICAN GREETINGSCL A 026375105 360 15,258 SH SOLE 0 15,258 AMERICAN INTL GROUCOM 026874784 1,903 54,159 SH SOLE 0 54,159 AMERICAN PUBLIC EDCOM 02913V103 306 7,575 SH SOLE 0 7,575 AMERICAN TOWER CORCL A 029912201 7,769 149,918 SH SOLE 0 149,918 AMERICAS CAR MART COM 03062T105 1,290 50,050 SH SOLE 0 50,050 AMERIGAS PARTNERS UNIT 030975106 682 14,200 SH SOLE 0 14,200 AMERIGON INC COM 03070L300 927 60,698 SH SOLE 0 60,698 AMERIGROUP CORP COM 03073T102 1,218 18,950 SH SOLE 0 18,950 AMERIPRISE FINL INCOM 03076C106 5,677 92,945 SH SOLE 0 92,945 AMERISOURCEBERGEN COM 03073E105 4,088 103,346 SH SOLE 0 103,346 AMETEK INC NEW COM 031100100 2,681 61,112 SH SOLE 0 61,112 AMGEN INC COM 031162100 18,792 351,576 SH SOLE 0 351,576 AMPHENOL CORP NEW CL A 032095101 3,608 66,335 SH SOLE 0 66,335 AMR CORP COM 001765106 1,292 200,000 SH SOLE 0 200,000 ANADARKO PETE CORPCOM 032511107 23,390 285,521 SH SOLE 0 285,521 ANALOG DEVICES INCCOM 032654105 4,449 112,966 SH SOLE 0 112,966 ANCESTRY COM INC COM 032803108 617 17,410 SH SOLE 0 17,410 ANGLOGOLD ASHANTI ADR 035128206 1,904 39,700 SH SOLE 0 39,700 ANIMAL HEALTH INTLCOM 03525N109 1,461 347,952 SH SOLE 0 347,952 ANSWERS CORP COM 03662X100 1,247 119,910 SH SOLE 0 119,910 ANSYS INC COM 03662Q105 1,890 34,884 SH SOLE 0 34,884 AOL INC COM 00184X105 793 40,628 SH SOLE 0 40,628 AON CORP COM 037389103 6,651 125,589 SH SOLE 0 125,589 APACHE CORP COM 037411105 29,160 222,734 SH SOLE 0 222,734 APARTMENT INVT & MCL A 03748R101 1,134 44,541 SH SOLE 0 44,541 APOLLO GROUP INC CL A 037604105 1,936 46,416 SH SOLE 0 46,416 APOLLO INVT CORP COM 03761U106 897 74,309 SH SOLE 0 74,309 APPLE INC COM 037833100 124,336 356,768 SH SOLE 0 356,768 APPLIED MATLS INC COM 038222105 7,771 497,475 SH SOLE 0 497,475 APPROACH RESOURCESCOM 03834A103 746 22,210 SH SOLE 0 22,210 APTARGROUP INC COM 038336103 1,277 25,475 SH SOLE 0 25,475 AQUA AMERICA INC COM 03836W103 1,200 52,441 SH SOLE 0 52,441 ARCH COAL INC COM 039380100 8,630 239,469 SH SOLE 0 239,469 ARCHER DANIELS MIDCOM 039483102 13,180 366,021 SH SOLE 0 366,021 ARDEA BIOSCIENCES COM 03969P107 311 10,840 SH SOLE 0 10,840 ARES CAP CORP COM 04010L103 996 58,780 SH SOLE 0 58,780 ARGO GROUP INTL HLCOM G0464B107 215 6,500 SH SOLE 0 6,500 ARIBA INC COM 04033V203 996 29,160 SH SOLE 0 29,160 ARRIS GROUP INC COM 04269Q100 1,914 150,200 SH SOLE 0 150,200 ARROW ELECTRS INC COM 042735100 27,412 654,540 SH SOLE 0 654,540 ARUBA NETWORKS INCCOM 043176106 1,130 33,395 SH SOLE 0 33,395 ASA LIMITED SHS G3156P103 918 28,950 SH SOLE 0 28,950 ASCENA RETAIL GROUCOM 04351G101 854 26,349 SH SOLE 0 26,349 ASHLAND INC NEW COM 044209104 1,735 30,043 SH SOLE 0 30,043 ASML HOLDING N V SHS N07059186 1,286 28,895 SH SOLE 0 28,895 ASPEN INSURANCE HOSHS G05384105 1,960 71,100 SH SOLE 0 71,100 ASPEN TECHNOLOGY ICOM 045327103 888 59,260 SH SOLE 0 59,260 ASSOCIATED BANC COCOM 045487105 977 65,824 SH SOLE 0 65,824 ASSURANT INC COM 04621X108 1,451 37,680 SH SOLE 0 37,680 ASTORIA FINL CORP COM 046265104 452 31,430 SH SOLE 0 31,430 ASTRONICS CORP COM 046433108 242 9,600 SH SOLE 0 9,600 AT&T INC COM 00206R102 68,226 2,228,874 SH SOLE 0 2,228,874 ATHENAHEALTH INC COM 04685W103 625 13,850 SH SOLE 0 13,850 ATHEROS COMMUNICATCOM 04743P108 12,402 277,700 SH SOLE 0 277,700 ATLAS AIR WORLDWIDCOM 049164205 1,548 22,200 SH SOLE 0 22,200 ATLAS PIPELINE PARUNIT 049392103 762 22,081 SH SOLE 0 22,081 ATMEL CORP COM 049513104 2,367 173,661 SH SOLE 0 173,661 ATMOS ENERGY CORP COM 049560105 1,671 49,005 SH SOLE 0 49,005 ATRION CORP COM 049904105 218 1,250 SH SOLE 0 1,250 ATS CORP COM 00211E104 140 31,000 SH SOLE 0 31,000 ATWOOD OCEANICS INCOM 050095108 10,177 219,180 SH SOLE 0 219,180 AUTODESK INC COM 052769106 3,807 86,306 SH SOLE 0 86,306 AUTOMATIC DATA PROCOM 053015103 9,604 187,171 SH SOLE 0 187,171 AUTONATION INC COM 05329W102 855 24,170 SH SOLE 0 24,170 AUTOZONE INC COM 053332102 2,755 10,072 SH SOLE 0 10,072 AVALONBAY CMNTYS ICOM 053484101 3,898 32,458 SH SOLE 0 32,458 AVERY DENNISON CORCOM 053611109 1,691 40,297 SH SOLE 0 40,297 AVNET INC COM 053807103 22,219 651,775 SH SOLE 0 651,775 AVON PRODS INC COM 054303102 4,382 162,044 SH SOLE 0 162,044 AXCELIS TECHNOLOGICOM 054540109 1,008 380,539 SH SOLE 0 380,539 AXT INC COM 00246W103 1,278 178,300 SH SOLE 0 178,300 BAIDU INC ADR 056752108 12,472 90,500 SH SOLE 0 90,500 BAKER HUGHES INC COM 057224107 28,436 387,258 SH SOLE 0 387,258 BALCHEM CORP COM 057665200 651 17,350 SH SOLE 0 17,350 BALL CORP COM 058498106 2,287 63,796 SH SOLE 0 63,796 BALLY TECHNOLOGIESCOM 05874B107 771 20,362 SH SOLE 0 20,362 BANCO BRADESCO S AADR 059460303 3,003 144,706 SH SOLE 0 144,706 BANCO SANTANDER BRUNIT 05967A107 1,611 131,400 SH SOLE 0 131,400 BANCORPSOUTH INC COM 059692103 431 27,923 SH SOLE 0 27,923 BANK HAWAII CORP COM 062540109 872 18,229 SH SOLE 0 18,229 BANK OF AMERICA COCOM 060505104 51,495 3,863,127 SH SOLE 0 3,863,127 BANK OF NEW YORK MCOM 064058100 13,986 468,225 SH SOLE 0 468,225 BANK OF THE OZARKSCOM 063904106 1,600 36,600 SH SOLE 0 36,600 BARD C R INC COM 067383109 3,186 32,065 SH SOLE 0 32,065 BARNES & NOBLE INCCOM 067774109 137 14,880 SH SOLE 0 14,880 BARRETT BILL CORP COM 06846N104 711 17,817 SH SOLE 0 17,817 BARRICK GOLD CORP COM 067901108 3,572 68,810 SH SOLE 0 68,810 BASIC ENERGY SVCS COM 06985P100 1,033 40,500 SH SOLE 0 40,500 BAXTER INTL INC COM 071813109 11,747 218,469 SH SOLE 0 218,469 BB&T CORP COM 054937107 7,189 261,897 SH SOLE 0 261,897 BE AEROSPACE INC COM 073302101 1,381 38,868 SH SOLE 0 38,868 BECKMAN COULTER INCOM 075811109 16,411 197,553 SH SOLE 0 197,553 BECTON DICKINSON &COM 075887109 6,638 83,370 SH SOLE 0 83,370 BED BATH & BEYOND COM 075896100 4,636 96,045 SH SOLE 0 96,045 BEMIS INC COM 081437105 1,324 40,360 SH SOLE 0 40,360 BENIHANA INC CL A 082047200 1,690 200,000 SH SOLE 0 200,000 BERKLEY W R CORP COM 084423102 1,416 43,962 SH SOLE 0 43,962 BERKSHIRE HATHAWAYCL B 084670702 54,580 652,642 SH SOLE 0 652,642 BEST BUY INC COM 086516101 4,060 141,352 SH SOLE 0 141,352 BHP BILLITON LTD ADR 088606108 1,990 20,760 SH SOLE 0 20,760 BIG LOTS INC COM 089302103 9,206 211,965 SH SOLE 0 211,965 BIO RAD LABS INC CL A 090572207 891 7,418 SH SOLE 0 7,418 BIOGEN IDEC INC COM 09062X103 6,674 90,835 SH SOLE 0 90,835 BIOSCRIP INC COM 09069N108 1,787 382,700 SH SOLE 0 382,700 BIOSPECIFICS TECHNCOM 090931106 1,196 46,900 SH SOLE 0 46,900 BJS WHOLESALE CLUBCOM 05548J106 1,013 20,754 SH SOLE 0 20,754 BLACK BOX CORP DELCOM 091826107 1,039 29,550 SH SOLE 0 29,550 BLACK HILLS CORP COM 092113109 499 14,923 SH SOLE 0 14,923 BLACKBAUD INC COM 09227Q100 1,172 43,025 SH SOLE 0 43,025 BLACKBOARD INC COM 091935502 1,142 31,500 SH SOLE 0 31,500 BLOCK H & R INC COM 093671105 1,927 115,093 SH SOLE 0 115,093 BLUELINX HLDGS INCCOM 09624H109 1,176 317,915 SH SOLE 0 317,915 BMC SOFTWARE INC COM 055921100 3,350 67,348 SH SOLE 0 67,348 BOB EVANS FARMS INCOM 096761101 375 11,518 SH SOLE 0 11,518 BODY CENT CORP COM 09689U102 1,110 47,765 SH SOLE 0 47,765 BOEING CO COM 097023105 20,524 277,616 SH SOLE 0 277,616 BOLT TECHNOLOGY COCOM 097698104 1,685 124,460 SH SOLE 0 124,460 BORGWARNER INC COM 099724106 3,385 42,471 SH SOLE 0 42,471 BOSTON PROPERTIES COM 101121101 5,100 53,774 SH SOLE 0 53,774 BOSTON SCIENTIFIC COM 101137107 4,130 574,378 SH SOLE 0 574,378 BOTTOMLINE TECH DECOM 101388106 2,553 101,675 SH SOLE 0 101,675 BOYD GAMING CORP COM 103304101 200 21,305 SH SOLE 0 21,305 BP PLC ADR 055622104 8,118 183,910 SH SOLE 0 183,910 BRE PROPERTIES INCCL A 05564E106 1,161 24,609 SH SOLE 0 24,609 BREITBURN ENERGY PCOM 106776107 948 43,610 SH SOLE 0 43,610 BRIGHTPOINT INC COM 109473405 815 75,210 SH SOLE 0 75,210 BRINKER INTL INC COM 109641100 859 33,933 SH SOLE 0 33,933 BRINKS CO COM 109696104 586 17,690 SH SOLE 0 17,690 BRISTOL MYERS SQUICOM 110122108 16,965 641,891 SH SOLE 0 641,891 BROADCOM CORP CL A 111320107 7,514 190,810 SH SOLE 0 190,810 BROADRIDGE FINL SOCOM 11133T103 1,081 47,628 SH SOLE 0 47,628 BROADSOFT INC COM 11133B409 1,607 33,755 SH SOLE 0 33,755 BRONCO DRILLING COCOM 112211107 538 47,575 SH SOLE 0 47,575 BROWN & BROWN INC COM 115236101 1,146 44,432 SH SOLE 0 44,432 BROWN FORMAN CORP CL B 115637209 2,655 38,866 SH SOLE 0 38,866 BUCKEYE PARTNERS LUNIT 118230101 6,702 105,482 SH SOLE 0 105,482 BUCYRUS INTL INC NCOM 118759109 15,268 166,959 SH SOLE 0 166,959 BUFFALO WILD WINGSCOM 119848109 641 11,780 SH SOLE 0 11,780 C H ROBINSON WORLDCOM 12541W209 4,641 62,611 SH SOLE 0 62,611 CA INC COM 12673P105 3,488 144,235 SH SOLE 0 144,235 CABLEVISION SYS COCL A 12686C109 3,035 87,689 SH SOLE 0 87,689 CABOT CORP COM 127055101 1,152 24,884 SH SOLE 0 24,884 CABOT OIL & GAS COCOM 127097103 7,149 134,957 SH SOLE 0 134,957 CACI INTL INC CL A 127190304 1,438 23,450 SH SOLE 0 23,450 CADENCE DESIGN SYSCOM 127387108 995 102,050 SH SOLE 0 102,050 CAI INTERNATIONAL COM 12477X106 243 9,400 SH SOLE 0 9,400 CAMDEN PPTY TR SHS 133131102 1,507 26,523 SH SOLE 0 26,523 CAMECO CORP COM 13321L108 1,184 39,410 SH SOLE 0 39,410 CAMERON INTERNATIOCOM 13342B105 5,270 92,286 SH SOLE 0 92,286 CAMPBELL SOUP CO COM 134429109 2,279 68,822 SH SOLE 0 68,822 CANADIAN NAT RES LCOM 136385101 4,642 93,920 SH SOLE 0 93,920 CANON INC ADR 138006309 878 20,250 SH SOLE 0 20,250 CAPELLA EDUCATION COM 139594105 991 19,900 SH SOLE 0 19,900 CAPITAL ONE FINL CCOM 14040H105 9,770 188,020 SH SOLE 0 188,020 CARACO PHARMACEUTICOM 14075T107 1,505 289,376 SH SOLE 0 289,376 CARBO CERAMICS INCCOM 140781105 2,635 18,675 SH SOLE 0 18,675 CARDINAL FINL CORPCOM 14149F109 771 66,113 SH SOLE 0 66,113 CARDINAL HEALTH INCOM 14149Y108 5,424 131,871 SH SOLE 0 131,871 CARDTRONICS INC COM 14161H108 321 15,790 SH SOLE 0 15,790 CAREER EDUCATION CCOM 141665109 541 23,818 SH SOLE 0 23,818 CAREFUSION CORP COM 14170T101 2,372 84,111 SH SOLE 0 84,111 CARIBOU COFFEE INCCOM 142042209 1,818 178,800 SH SOLE 0 178,800 CARLISLE COS INC COM 142339100 1,033 23,197 SH SOLE 0 23,197 CARMAX INC COM 143130102 2,730 85,044 SH SOLE 0 85,044 CARNIVAL CORP CTF 143658300 6,242 162,720 SH SOLE 0 162,720 CARPENTER TECHNOLOCOM 144285103 714 16,728 SH SOLE 0 16,728 CARRIZO OIL & CO ICOM 144577103 332 8,995 SH SOLE 0 8,995 CASH AMER INTL INCCOM 14754D100 1,570 34,100 SH SOLE 0 34,100 CATERPILLAR INC DECOM 149123101 28,802 258,665 SH SOLE 0 258,665 CATHAY GENERAL BANCOM 149150104 510 29,883 SH SOLE 0 29,883 CB RICHARD ELLIS GCL A 12497T101 2,932 109,804 SH SOLE 0 109,804 CBS CORP NEW CL B 124857202 6,348 253,525 SH SOLE 0 253,525 CELERA CORP COM 15100E106 9,336 1,151,186 SH SOLE 0 1,151,186 CELGENE CORP COM 151020104 10,092 175,288 SH SOLE 0 175,288 CEMEX SAB DE CV ADR 151290889 494 55,284 SH SOLE 0 55,284 CENOVUS ENERGY INCCOM 15135U109 3,042 77,240 SH SOLE 0 77,240 CENTENE CORP DEL COM 15135B101 1,163 35,250 SH SOLE 0 35,250 CENTERPOINT ENERGYCOM 15189T107 2,813 160,187 SH SOLE 0 160,187 CENTRAL EUROPEAN MCL A G20045202 1,609 76,424 SH SOLE 0 76,424 CENTURYLINK INC COM 156700106 2,096 50,434 SH SOLE 0 50,434 CEPHALON INC COM 156708109 14,686 193,029 SH SOLE 0 193,029 CEPHEID COM 15670R107 938 33,480 SH SOLE 0 33,480 CERADYNE INC COM 156710105 478 10,605 SH SOLE 0 10,605 CERNER CORP COM 156782104 3,007 27,037 SH SOLE 0 27,037 CF INDS HLDGS INC COM 125269100 10,684 78,103 SH SOLE 0 78,103 CHARLES RIV LABS ICOM 159864107 824 21,467 SH SOLE 0 21,467 CHART INDS INC COM 16115Q308 1,282 23,290 SH SOLE 0 23,290 CHEESECAKE FACTORYCOM 163072101 685 22,779 SH SOLE 0 22,779 CHEMSPEC INTL LTD ADR 163868102 2,845 386,200 SH SOLE 0 386,200 CHESAPEAKE ENERGY COM 165167107 13,343 398,047 SH SOLE 0 398,047 CHESAPEAKE MIDSTREUNIT 16524K108 1,832 63,534 SH SOLE 0 63,534 CHEVRON CORP NEW COM 166764100 93,895 873,524 SH SOLE 0 873,524 CHICOS FAS INC COM 168615102 1,626 109,226 SH SOLE 0 109,226 CHINA BIOLOGIC PROCOM 16938C106 217 13,600 SH SOLE 0 13,600 CHINA FIRE & SEC GCOM 16938R103 2,109 341,832 SH SOLE 0 341,832 CHINA PETE & CHEM ADR 16941R108 684 6,800 SH SOLE 0 6,800 CHINA SEC & SURVE COM 16942J105 6,231 1,345,832 SH SOLE 0 1,345,832 CHINA YUCHAI INTL COM G21082105 944 32,198 SH SOLE 0 32,198 CHIPOTLE MEXICAN GCOM 169656105 3,213 11,797 SH SOLE 0 11,797 CHUBB CORP COM 171232101 6,824 111,310 SH SOLE 0 111,310 CHURCH & DWIGHT INCOM 171340102 2,150 27,101 SH SOLE 0 27,101 CIENA CORP COM 171779309 1,789 68,950 SH SOLE 0 68,950 CIGNA CORP COM 125509109 4,528 102,267 SH SOLE 0 102,267 CIMAREX ENERGY CO COM 171798101 11,444 99,306 SH SOLE 0 99,306 CINCINNATI FINL COCOM 172062101 2,015 61,458 SH SOLE 0 61,458 CINTAS CORP COM 172908105 1,443 47,663 SH SOLE 0 47,663 CIRRUS LOGIC INC COM 172755100 612 29,090 SH SOLE 0 29,090 CISCO SYS INC COM 17275R102 35,746 2,084,301 SH SOLE 0 2,084,301 CITIGROUP INC COM 172967101 48,42310,955,419 SH SOLE 0 10,955,419 CITRIX SYS INC COM 177376100 5,197 70,741 SH SOLE 0 70,741 CITY NATL CORP COM 178566105 1,020 17,886 SH SOLE 0 17,886 CKX INC COM 12562M106 1,903 451,056 SH SOLE 0 451,056 CLEAN HARBORS INC COM 184496107 861 8,729 SH SOLE 0 8,729 CLECO CORP NEW COM 12561W105 794 23,167 SH SOLE 0 23,167 CLIFFS NATURAL RESCOM 18683K101 5,020 51,076 SH SOLE 0 51,076 CLINICAL DATA INC COM 18725U109 12,625 416,668 SH SOLE 0 416,668 CLOROX CO DEL COM 189054109 3,636 51,885 SH SOLE 0 51,885 CLOUD PEAK ENERGY COM 18911Q102 202 9,340 SH SOLE 0 9,340 CME GROUP INC COM 12572Q105 7,620 25,268 SH SOLE 0 25,268 CMS ENERGY CORP COM 125896100 1,867 95,068 SH SOLE 0 95,068 CNA SURETY CORP COM 12612L108 6,457 255,623 SH SOLE 0 255,623 COACH INC COM 189754104 6,943 133,410 SH SOLE 0 133,410 COCA COLA CO COM 191216100 58,531 882,290 SH SOLE 0 882,290 COCA COLA ENTERPRICOM 19122T109 3,399 124,488 SH SOLE 0 124,488 CODEXIS INC COM 192005106 360 30,440 SH SOLE 0 30,440 COGNIZANT TECHNOLOCL A 192446102 10,473 128,663 SH SOLE 0 128,663 COHERENT INC COM 192479103 234 4,025 SH SOLE 0 4,025 COLEMAN CABLE INC COM 193459302 284 32,100 SH SOLE 0 32,100 COLGATE PALMOLIVE COM 194162103 15,038 186,211 SH SOLE 0 186,211 COLLECTIVE BRANDS COM 19421W100 1,603 74,290 SH SOLE 0 74,290 COMCAST CORP NEW CL A 20030N101 4,772 193,059 SH SOLE 0 193,059 COMCAST CORP NEW CL A 20030N200 20,830 897,092 SH SOLE 0 897,092 COMERICA INC COM 200340107 309 8,412 SH SOLE 0 8,412 COMMERCE BANCSHARECOM 200525103 1,190 29,417 SH SOLE 0 29,417 COMMERCIAL METALS COM 201723103 1,810 104,798 SH SOLE 0 104,798 COMMERCIAL VEH GROCOM 202608105 275 15,400 SH SOLE 0 15,400 COMMUNITY HEALTH SCOM 203668108 1,410 35,255 SH SOLE 0 35,255 COMMVAULT SYSTEMS COM 204166102 947 23,745 SH SOLE 0 23,745 COMPANHIA DE BEBIDADR 20441W203 688 24,300 SH SOLE 0 24,300 COMPANHIA SIDERURGADR 20440W105 466 28,000 SH SOLE 0 28,000 COMPANIA CERVECERIADR 204429104 662 11,200 SH SOLE 0 11,200 COMPASS MINERALS ICOM 20451N101 1,167 12,482 SH SOLE 0 12,482 COMPUTER SCIENCES COM 205363104 2,850 58,476 SH SOLE 0 58,476 COMPUTER TASK GROUCOM 205477102 2,114 159,088 SH SOLE 0 159,088 COMPUWARE CORP COM 205638109 953 82,482 SH SOLE 0 82,482 COMSCORE INC COM 20564W105 2,515 85,260 SH SOLE 0 85,260 COMSTOCK RES INC COM 205768203 561 18,133 SH SOLE 0 18,133 CONAGRA FOODS INC COM 205887102 3,902 164,285 SH SOLE 0 164,285 CONCUR TECHNOLOGIECOM 206708109 984 17,743 SH SOLE 0 17,743 CONEXANT SYSTEMS ICOM 207142308 2,905 1,215,500 SH SOLE 0 1,215,500 CONMED HEALTHCARE COM 20741M103 72 21,900 SH SOLE 0 21,900 CONOCOPHILLIPS COM 20825C104 47,633 596,451 SH SOLE 0 596,451 CONSOL ENERGY INC COM 20854P109 9,597 178,941 SH SOLE 0 178,941 CONSOLIDATED EDISOCOM 209115104 5,584 110,085 SH SOLE 0 110,085 CONSTANT CONTACT ICOM 210313102 591 16,925 SH SOLE 0 16,925 CONSTELLATION BRANCL A 21036P108 1,345 66,339 SH SOLE 0 66,339 CONSTELLATION ENERCOM 210371100 2,346 75,353 SH SOLE 0 75,353 CONTANGO OIL & GASCOM 21075N204 2,068 32,700 SH SOLE 0 32,700 CONTINUCARE CORP COM 212172100 246 46,000 SH SOLE 0 46,000 CONVERGYS CORP COM 212485106 667 46,481 SH SOLE 0 46,481 CONVIO INC COM 21257W105 247 21,300 SH SOLE 0 21,300 CON-WAY INC COM 205944101 822 20,934 SH SOLE 0 20,934 COOPER COS INC COM 216648402 1,220 17,573 SH SOLE 0 17,573 COPART INC COM 217204106 984 22,709 SH SOLE 0 22,709 CORE LABORATORIES COM N22717107 1,400 13,700 SH SOLE 0 13,700 CORELOGIC INC COM 21871D103 732 39,583 SH SOLE 0 39,583 CORN PRODS INTL INCOM 219023108 1,501 28,959 SH SOLE 0 28,959 CORNING INC COM 219350105 12,179 590,341 SH SOLE 0 590,341 CORPORATE EXECUTIVCOM 21988R102 527 13,056 SH SOLE 0 13,056 CORPORATE OFFICE PSHS 22002T108 920 25,443 SH SOLE 0 25,443 CORRECTIONS CORP ACOM 22025Y407 1,012 41,494 SH SOLE 0 41,494 COSAN LTD SHS G25343107 1,216 94,260 SH SOLE 0 94,260 COSTAR GROUP INC COM 22160N109 3,006 47,950 SH SOLE 0 47,950 COSTCO WHSL CORP NCOM 22160K105 12,068 164,589 SH SOLE 0 164,589 COUSINS PPTYS INC COM 222795106 329 39,391 SH SOLE 0 39,391 COVANCE INC COM 222816100 1,256 22,961 SH SOLE 0 22,961 COVENTRY HEALTH CACOM 222862104 1,799 56,472 SH SOLE 0 56,472 CPEX PHARMACEUTICACOM 12620N104 1,067 39,200 SH SOLE 0 39,200 CRAFT BREWERS ALLICOM 224122101 1,323 145,401 SH SOLE 0 145,401 CRANE CO COM 224399105 1,786 36,881 SH SOLE 0 36,881 CRAWFORD & CO CL B 224633107 219 46,000 SH SOLE 0 46,000 CREE INC COM 225447101 1,919 41,571 SH SOLE 0 41,571 CROCS INC COM 227046109 314 17,595 SH SOLE 0 17,595 CROSSTEX ENERGY L COM 22765U102 933 55,170 SH SOLE 0 55,170 CSX CORP COM 126408103 10,976 139,648 SH SOLE 0 139,648 CTRIP COM INTL LTDSHS 22943F100 751 18,100 SH SOLE 0 18,100 CULLEN FROST BANKECOM 229899109 1,373 23,258 SH SOLE 0 23,258 CUMMINS INC COM 231021106 11,466 104,597 SH SOLE 0 104,597 CVS CAREMARK CORPOCOM 126650100 17,704 515,863 SH SOLE 0 515,863 CYBERONICS INC COM 23251P102 330 10,385 SH SOLE 0 10,385 CYBEROPTICS CORP COM 232517102 1,727 199,142 SH SOLE 0 199,142 CYPRESS SEMICONDUCCOM 232806109 1,279 66,003 SH SOLE 0 66,003 CYTEC INDS INC COM 232820100 1,022 18,796 SH SOLE 0 18,796 D R HORTON INC COM 23331A109 1,234 105,954 SH SOLE 0 105,954 DANAHER CORP DEL COM 235851102 11,984 230,913 SH SOLE 0 230,913 DANVERS BANCORP INCOM 236442109 1,661 77,566 SH SOLE 0 77,566 DARDEN RESTAURANTSCOM 237194105 2,558 52,067 SH SOLE 0 52,067 DATALINK CORP COM 237934104 1,000 156,220 SH SOLE 0 156,220 DAVITA INC COM 23918K108 3,095 36,196 SH SOLE 0 36,196 DCP MIDSTREAM PARTCOM 23311P100 885 21,862 SH SOLE 0 21,862 DEAN FOODS CO NEW COM 242370104 690 69,048 SH SOLE 0 69,048 DECKERS OUTDOOR COCOM 243537107 1,263 14,664 SH SOLE 0 14,664 DEERE & CO COM 244199105 18,271 188,571 SH SOLE 0 188,571 DELL INC COM 24702R101 9,188 633,191 SH SOLE 0 633,191 DELPHI FINL GROUP CL A 247131105 586 19,070 SH SOLE 0 19,070 DELTA AIR LINES INCOM 247361702 897 91,545 SH SOLE 0 91,545 DELUXE CORP COM 248019101 519 19,543 SH SOLE 0 19,543 DENBURY RES INC COM 247916208 6,583 269,811 SH SOLE 0 269,811 DENTSPLY INTL INC COM 249030107 1,982 53,595 SH SOLE 0 53,595 DEPOMED INC COM 249908104 1,956 194,847 SH SOLE 0 194,847 DEVON ENERGY CORP COM 25179M103 21,684 236,288 SH SOLE 0 236,288 DEVRY INC DEL COM 251893103 1,280 23,235 SH SOLE 0 23,235 DEXCOM INC COM 252131107 198 12,770 SH SOLE 0 12,770 DG FASTCHANNEL INCCOM 23326R109 1,468 45,600 SH SOLE 0 45,600 DIAMOND OFFSHORE DCOM 25271C102 2,699 34,740 SH SOLE 0 34,740 DICE HLDGS INC COM 253017107 865 57,250 SH SOLE 0 57,250 DICKS SPORTING GOOCOM 253393102 1,347 33,688 SH SOLE 0 33,688 DIEBOLD INC COM 253651103 887 25,009 SH SOLE 0 25,009 DIGITAL RIV INC COM 25388B104 555 14,833 SH SOLE 0 14,833 DIONEX CORP COM 254546104 12,041 102,000 SH SOLE 0 102,000 DIRECTV COM 25490A101 14,002 299,192 SH SOLE 0 299,192 DISCOVER FINL SVCSCOM 254709108 4,959 205,582 SH SOLE 0 205,582 DISCOVERY COMMUNICCOM 25470F302 3,481 98,853 SH SOLE 0 98,853 DISCOVERY COMMUNICCOM 25470F104 1,172 29,367 SH SOLE 0 29,367 DISNEY WALT CO COM 254687106 32,318 750,004 SH SOLE 0 750,004 DOLLAR FINL CORP COM 256664103 665 32,025 SH SOLE 0 32,025 DOLLAR TREE INC COM 256746108 2,643 47,596 SH SOLE 0 47,596 DOMINION RES INC VCOM 25746U109 9,790 219,006 SH SOLE 0 219,006 DONALDSON INC COM 257651109 1,792 29,234 SH SOLE 0 29,234 DONNELLEY R R & SOCOM 257867101 1,473 77,871 SH SOLE 0 77,871 DOVER CORP COM 260003108 4,624 70,336 SH SOLE 0 70,336 DOW CHEM CO COM 260543103 22,602 598,733 SH SOLE 0 598,733 DPL INC COM 233293109 1,241 45,291 SH SOLE 0 45,291 DR PEPPER SNAPPLE COM 26138E109 3,138 84,449 SH SOLE 0 84,449 DRDGOLD LIMITED ADR 26152H301 161 30,395 SH SOLE 0 30,395 DREAMWORKS ANIMATICL A 26153C103 762 27,297 SH SOLE 0 27,297 DRIL-QUIP INC COM 262037104 1,035 13,091 SH SOLE 0 13,091 DRUGSTORE COM INC COM 262241102 6,116 1,588,668 SH SOLE 0 1,588,668 DST SYS INC DEL COM 233326107 715 13,544 SH SOLE 0 13,544 DTE ENERGY CO COM 233331107 3,128 63,888 SH SOLE 0 63,888 DU PONT E I DE NEMCOM 263534109 19,102 347,497 SH SOLE 0 347,497 DUKE ENERGY CORP NCOM 26441C105 959 52,817 SH SOLE 0 52,817 DUKE REALTY CORP COM 264411505 1,345 95,982 SH SOLE 0 95,982 DUN & BRADSTREET CCOM 26483E100 1,504 18,743 SH SOLE 0 18,743 DYCOM INDS INC COM 267475101 666 38,435 SH SOLE 0 38,435 DYNAMICS RESH CORPCOM 268057106 191 11,700 SH SOLE 0 11,700 DYNEGY INC DEL COM 26817G300 10,242 1,800,000 SH SOLE 0 1,800,000 DYNEX CAP INC COM 26817Q506 166 16,500 SH SOLE 0 16,500 E HOUSE CHINA HLDGADR 26852W103 222 18,900 SH SOLE 0 18,900 E M C CORP MASS COM 268648102 21,911 824,952 SH SOLE 0 824,952 E TRADE FINANCIAL COM 269246401 1,304 83,420 SH SOLE 0 83,420 EAGLE ROCK ENERGY UNIT 26985R104 2,256 220,070 SH SOLE 0 220,070 EAGLE ROCK ENERGY WAR 26985R120 306 76,450 SH SOLE 0 76,450 EAST WEST BANCORP COM 27579R104 1,240 56,480 SH SOLE 0 56,480 EASTMAN CHEM CO COM 277432100 2,649 26,675 SH SOLE 0 26,675 EASTMAN KODAK CO COM 277461109 330 102,201 SH SOLE 0 102,201 EASYLINK SERVICES CL A 277858106 231 55,800 SH SOLE 0 55,800 EATON CORP COM 278058102 7,116 128,346 SH SOLE 0 128,346 EATON VANCE CORP COM 278265103 1,460 45,279 SH SOLE 0 45,279 EBAY INC COM 278642103 14,930 480,988 SH SOLE 0 480,988 EBIX INC COM 278715206 1,194 50,500 SH SOLE 0 50,500 ECOLAB INC COM 278865100 4,476 87,725 SH SOLE 0 87,725 EDISON INTL COM 281020107 4,495 122,845 SH SOLE 0 122,845 EDWARDS LIFESCIENCCOM 28176E108 3,767 43,304 SH SOLE 0 43,304 EL PASO CORP COM 28336L109 5,437 302,064 SH SOLE 0 302,064 EL PASO PIPELINE PCOM 283702108 3,225 89,009 SH SOLE 0 89,009 ELECTRONIC ARTS INCOM 285512109 2,462 126,052 SH SOLE 0 126,052 ELLIS PERRY INTL ICOM 288853104 1,474 53,573 SH SOLE 0 53,573 EMAGIN CORP COM 29076N206 92 12,900 SH SOLE 0 12,900 EMCOR GROUP INC COM 29084Q100 1,029 33,240 SH SOLE 0 33,240 EMERGENCY MEDICAL CL A 29100P102 12,419 195,300 SH SOLE 0 195,300 EMERGENT GROUP INCCOM 29089V203 745 88,075 SH SOLE 0 88,075 EMERSON ELEC CO COM 291011104 16,614 284,335 SH SOLE 0 284,335 EMERSON RADIO CORPCOM 291087203 177 73,000 SH SOLE 0 73,000 EMMIS COMMUNICATIOCL A 291525103 253 250,405 SH SOLE 0 250,405 EMPIRE DIST ELEC CCOM 291641108 377 17,300 SH SOLE 0 17,300 EMS TECHNOLOGIES ICOM 26873N108 857 43,600 SH SOLE 0 43,600 ENBRIDGE ENERGY PACOM 29250R106 3,102 48,000 SH SOLE 0 48,000 ENCANA CORP COM 292505104 2,821 81,702 SH SOLE 0 81,702 ENCORE ENERGY PARTCOM 29257A106 332 14,152 SH SOLE 0 14,152 ENDO PHARMACEUTICACOM 29264F205 2,915 76,380 SH SOLE 0 76,380 ENDURANCE SPECIALTSHS G30397106 349 7,150 SH SOLE 0 7,150 ENERGEN CORP COM 29265N108 1,729 27,389 SH SOLE 0 27,389 ENERGIZER HLDGS INCOM 29266R108 1,911 26,851 SH SOLE 0 26,851 ENERGY TRANSFER EQCOM 29273V100 5,155 114,566 SH SOLE 0 114,566 ENERSIS S A ADR 29274F104 1,287 61,800 SH SOLE 0 61,800 ENI S P A ADR 26874R108 2,921 59,450 SH SOLE 0 59,450 ENSCO PLC ADR 29358Q109 22,232 384,370 SH SOLE 0 384,370 ENSIGN GROUP INC COM 29358P101 224 7,000 SH SOLE 0 7,000 ENTERGY CORP NEW COM 29364G103 4,537 67,505 SH SOLE 0 67,505 ENTERPRISE PRODS PCOM 293792107 10,884 252,762 SH SOLE 0 252,762 ENTERTAINMENT PPTYCOM 29380T105 248 5,300 SH SOLE 0 5,300 ENTROPIC COMMUNICACOM 29384R105 657 77,700 SH SOLE 0 77,700 ENVESTNET INC COM 29404K106 4,407 327,930 SH SOLE 0 327,930 EOG RES INC COM 26875P101 18,896 159,450 SH SOLE 0 159,450 EPOCRATES INC COM 29429D103 897 45,320 SH SOLE 0 45,320 EQT CORP COM 26884L109 5,180 103,804 SH SOLE 0 103,804 EQUIFAX INC COM 294429105 1,798 46,278 SH SOLE 0 46,278 EQUINIX INC COM 29444U502 1,593 17,482 SH SOLE 0 17,482 EQUITY ONE COM 294752100 342 18,227 SH SOLE 0 18,227 EQUITY RESIDENTIALSHS 29476L107 6,253 110,844 SH SOLE 0 110,844 ESCALADE INC COM 296056104 79 14,200 SH SOLE 0 14,200 ESSEX PPTY TR INC COM 297178105 1,516 12,227 SH SOLE 0 12,227 ETFS PALLADIUM TR SHS 26923A106 2,378 31,279 SH SOLE 0 31,279 EV ENERGY PARTNERSCOM 26926V107 1,023 19,000 SH SOLE 0 19,000 EVEREST RE GROUP LCOM G3223R108 1,824 20,690 SH SOLE 0 20,690 EXACT SCIENCES CORCOM 30063P105 1,738 236,781 SH SOLE 0 236,781 EXAMWORKS GROUP INCOM 30066A105 592 26,630 SH SOLE 0 26,630 EXCO RESOURCES INCCOM 269279402 12,598 609,756 SH SOLE 0 609,756 EXELON CORP COM 30161N101 10,900 264,312 SH SOLE 0 264,312 EXIDE TECHNOLOGIESCOM 302051206 225 20,130 SH SOLE 0 20,130 EXPEDIA INC DEL COM 30212P105 1,709 75,433 SH SOLE 0 75,433 EXPEDITORS INTL WACOM 302130109 4,012 80,008 SH SOLE 0 80,008 EXPRESS 1 EXPEDITECOM 30217Q108 1,546 729,209 SH SOLE 0 729,209 EXPRESS SCRIPTS INCOM 302182100 11,077 199,187 SH SOLE 0 199,187 EXTERRAN HLDGS INCCOM 30225X103 570 24,031 SH SOLE 0 24,031 EXXON MOBIL CORP COM 30231G102 187,347 2,226,873 SH SOLE 0 2,226,873 EZCORP INC CL A 302301106 2,169 69,100 SH SOLE 0 69,100 F M C CORP COM 302491303 2,289 26,953 SH SOLE 0 26,953 F5 NETWORKS INC COM 315616102 3,123 30,445 SH SOLE 0 30,445 FACTSET RESH SYS ICOM 303075105 3,233 30,866 SH SOLE 0 30,866 FAIR ISAAC CORP COM 303250104 481 15,226 SH SOLE 0 15,226 FAIRCHILD SEMICONDCOM 303726103 874 48,021 SH SOLE 0 48,021 FAMILY DLR STORES COM 307000109 13,137 255,989 SH SOLE 0 255,989 FASTENAL CO COM 311900104 3,604 55,588 SH SOLE 0 55,588 FEDERAL REALTY INVSHS 313747206 1,908 23,390 SH SOLE 0 23,390 FEDERATED INVS INCCL B 314211103 934 34,915 SH SOLE 0 34,915 FEDEX CORP COM 31428X106 11,112 118,777 SH SOLE 0 118,777 FERRELLGAS PARTNERUNIT 315293100 832 32,000 SH SOLE 0 32,000 FIDELITY NATIONAL CL A 31620R105 1,202 85,037 SH SOLE 0 85,037 FIDELITY NATL INFOCOM 31620M106 3,282 100,386 SH SOLE 0 100,386 FIELDPOINT PETROLECOM 316570100 125 26,900 SH SOLE 0 26,900 FIFTH STREET FINANCOM 31678A103 1,411 105,700 SH SOLE 0 105,700 FIFTH THIRD BANCORCOM 316773100 4,805 346,036 SH SOLE 0 346,036 FINANCIAL ENGINES COM 317485100 822 29,813 SH SOLE 0 29,813 FIRST AMERN FINL CCOM 31847R102 656 39,776 SH SOLE 0 39,776 FIRST BANCORP P R COM 318672706 1,551 310,173 SH SOLE 0 310,173 FIRST FINL BANCORPCOM 320209109 1,047 62,750 SH SOLE 0 62,750 FIRST HORIZON NATLCOM 320517105 1,113 99,301 SH SOLE 0 99,301 FIRST NIAGARA FINLCOM 33582V108 1,081 79,584 SH SOLE 0 79,584 FIRST SOLAR INC COM 336433107 3,282 20,403 SH SOLE 0 20,403 FIRSTENERGY CORP COM 337932107 5,848 157,683 SH SOLE 0 157,683 FIRSTMERIT CORP COM 337915102 706 41,361 SH SOLE 0 41,361 FISERV INC COM 337738108 5,050 80,515 SH SOLE 0 80,515 FIVE STAR QUALITY COM 33832D106 98 12,000 SH SOLE 0 12,000 FLIR SYS INC COM 302445101 2,082 60,142 SH SOLE 0 60,142 FLOWERS FOODS INC COM 343498101 781 28,669 SH SOLE 0 28,669 FLOWSERVE CORP COM 34354P105 2,706 21,012 SH SOLE 0 21,012 FLUOR CORP NEW COM 343412102 4,903 66,568 SH SOLE 0 66,568 FLY LEASING LTD ADR 34407D109 231 16,700 SH SOLE 0 16,700 FMC TECHNOLOGIES ICOM 30249U101 4,280 45,299 SH SOLE 0 45,299 FOMENTO ECONOMICO ADR 344419106 558 9,500 SH SOLE 0 9,500 FOOT LOCKER INC COM 344849104 13,487 683,929 SH SOLE 0 683,929 FORD MTR CO DEL COM 345370860 21,265 1,426,251 SH SOLE 0 1,426,251 FOREST LABS INC COM 345838106 3,484 107,869 SH SOLE 0 107,869 FOREST OIL CORP COM 346091705 1,634 43,182 SH SOLE 0 43,182 FORTINET INC COM 34959E109 1,307 29,595 SH SOLE 0 29,595 FORTUNE BRANDS INCCOM 349631101 3,580 57,847 SH SOLE 0 57,847 FOSSIL INC COM 349882100 1,800 19,220 SH SOLE 0 19,220 FRANKLIN RES INC COM 354613101 6,838 54,669 SH SOLE 0 54,669 FREEPORT-MCMORAN CCOM 35671D857 30,877 555,843 SH SOLE 0 555,843 FRESENIUS MED CAREADR 358029106 3,519 52,116 SH SOLE 0 52,116 FRIEDMAN INDS INC COM 358435105 146 14,300 SH SOLE 0 14,300 FRONTIER COMMUNICACOM 35906A108 3,080 374,699 SH SOLE 0 374,699 FRONTIER OIL CORP COM 35914P105 1,179 40,196 SH SOLE 0 40,196 FTI CONSULTING INCCOM 302941109 673 17,564 SH SOLE 0 17,564 FULTON FINL CORP PCOM 360271100 841 75,689 SH SOLE 0 75,689 FUSHI COPPERWELD ICOM 36113E107 1,203 150,000 SH SOLE 0 150,000 GALLAGHER ARTHUR JCOM 363576109 1,255 41,280 SH SOLE 0 41,280 GAMESTOP CORP NEW CL A 36467W109 2,458 109,148 SH SOLE 0 109,148 GANNETT INC COM 364730101 1,376 90,372 SH SOLE 0 90,372 GAP INC DEL COM 364760108 3,727 164,465 SH SOLE 0 164,465 GARDNER DENVER INCCOM 365558105 1,548 19,836 SH SOLE 0 19,836 GARTNER INC COM 366651107 1,353 32,473 SH SOLE 0 32,473 GATX CORP COM 361448103 682 17,636 SH SOLE 0 17,636 GENCO SHIPPING & TSHS Y2685T107 1,007 93,500 SH SOLE 0 93,500 GENERAL DYNAMICS CCOM 369550108 10,759 140,526 SH SOLE 0 140,526 GENERAL ELECTRIC CCOM 369604103 80,273 4,003,644 SH SOLE 0 4,003,644 GENERAL MLS INC COM 370334104 9,558 261,500 SH SOLE 0 261,500 GENESIS ENERGY L PUNIT 371927104 495 17,500 SH SOLE 0 17,500 GEN-PROBE INC NEW COM 36866T103 1,218 18,350 SH SOLE 0 18,350 GENTEX CORP COM 371901109 1,638 54,152 SH SOLE 0 54,152 GENTIVA HEALTH SERCOM 37247A102 1,910 68,150 SH SOLE 0 68,150 GENUINE PARTS CO COM 372460105 3,189 59,444 SH SOLE 0 59,444 GENWORTH FINL INC COM 37247D106 2,486 184,710 SH SOLE 0 184,710 GENZYME CORP COM 372917104 21,002 275,780 SH SOLE 0 275,780 GERDAU S A ADR 373737105 294 23,500 SH SOLE 0 23,500 GEVO INC COM 374396109 1,059 53,745 SH SOLE 0 53,745 GILEAD SCIENCES INCOM 375558103 12,735 299,850 SH SOLE 0 299,850 GLOBAL DEFENSE TECCOM 37950B107 3,328 137,408 SH SOLE 0 137,408 GLOBAL INDS LTD COM 379336100 985 100,650 SH SOLE 0 100,650 GLOBAL PMTS INC COM 37940X102 1,483 30,322 SH SOLE 0 30,322 GLOBAL TRAFFIC NETCOM 37947B103 150 12,000 SH SOLE 0 12,000 GLOBE SPECIALTY MECOM 37954N206 1,117 49,080 SH SOLE 0 49,080 GOLD FIELDS LTD NEADR 38059T106 2,851 163,286 SH SOLE 0 163,286 GOLDCORP INC NEW COM 380956409 5,304 106,503 SH SOLE 0 106,503 GOLDEN STAR RES LTCOM 38119T104 855 287,836 SH SOLE 0 287,836 GOLDMAN SACHS GROUCOM 38141G104 31,126 196,254 SH SOLE 0 196,254 GOODRICH CORP COM 382388106 4,051 47,359 SH SOLE 0 47,359 GOODYEAR TIRE & RUCOM 382550101 1,372 91,613 SH SOLE 0 91,613 GOOGLE INC CL A 38259P508 57,971 98,799 SH SOLE 0 98,799 GORDMANS STORES INCOM 38269P100 1,497 84,456 SH SOLE 0 84,456 GP STRATEGIES CORPCOM 36225V104 1,918 141,000 SH SOLE 0 141,000 GRACO INC COM 384109104 1,039 22,846 SH SOLE 0 22,846 GRAHAM CORP COM 384556106 1,163 48,600 SH SOLE 0 48,600 GRAINGER W W INC COM 384802104 3,028 21,994 SH SOLE 0 21,994 GRAN TIERRA ENERGYCOM 38500T101 2,133 264,324 SH SOLE 0 264,324 GRANITE CONSTR INCCOM 387328107 364 12,961 SH SOLE 0 12,961 GREAT PLAINS ENERGCOM 391164100 1,033 51,575 SH SOLE 0 51,575 GREEN MTN COFFEE RCOM 393122106 2,851 44,134 SH SOLE 0 44,134 GREEN PLAINS RENEWCOM 393222104 185 15,370 SH SOLE 0 15,370 GREENHILL & CO INCCOM 395259104 638 9,695 SH SOLE 0 9,695 GREIF INC CL A 397624107 1,602 24,497 SH SOLE 0 24,497 GRUPO TELEVISA SA ADR 40049J206 2,006 81,773 SH SOLE 0 81,773 GSI COMMERCE INC COM 36238G102 12,509 427,352 SH SOLE 0 427,352 GSI TECHNOLOGY COM 36241U106 201 22,100 SH SOLE 0 22,100 GUESS INC COM 401617105 950 24,131 SH SOLE 0 24,131 H & E EQUIPMENT SECOM 404030108 399 20,450 SH SOLE 0 20,450 HACKETT GROUP INC COM 404609109 180 47,000 SH SOLE 0 47,000 HALLIBURTON CO COM 406216101 24,788 497,347 SH SOLE 0 497,347 HANCOCK HLDG CO COM 410120109 957 29,150 SH SOLE 0 29,150 HANDY & HARMAN LTDCOM 410315105 166 13,794 SH SOLE 0 13,794 HANESBRANDS INC COM 410345102 990 36,629 SH SOLE 0 36,629 HANOVER INS GROUP COM 410867105 778 17,198 SH SOLE 0 17,198 HANSEN NAT CORP COM 411310105 1,589 26,388 SH SOLE 0 26,388 HARBIN ELECTRIC INCOM 41145W109 9,906 478,788 SH SOLE 0 478,788 HARDINGE INC COM 412324303 165 12,017 SH SOLE 0 12,017 HARLEY DAVIDSON INCOM 412822108 3,773 88,802 SH SOLE 0 88,802 HARMAN INTL INDS ICOM 413086109 1,230 26,268 SH SOLE 0 26,268 HARRIS CORP DEL COM 413875105 2,393 48,237 SH SOLE 0 48,237 HARSCO CORP COM 415864107 1,082 30,664 SH SOLE 0 30,664 HARTE-HANKS INC COM 416196103 176 14,764 SH SOLE 0 14,764 HARTFORD FINL SVCSCOM 416515104 4,516 167,685 SH SOLE 0 167,685 HARVARD BIOSCIENCECOM 416906105 257 45,200 SH SOLE 0 45,200 HASBRO INC COM 418056107 2,420 51,670 SH SOLE 0 51,670 HAWAIIAN ELEC INDUCOM 419870100 894 36,059 SH SOLE 0 36,059 HAYNES INTERNATIONCOM 420877201 490 8,840 SH SOLE 0 8,840 HCC INS HLDGS INC COM 404132102 1,984 63,353 SH SOLE 0 63,353 HCP INC COM 40414L109 5,736 151,199 SH SOLE 0 151,199 HEALTH CARE REIT ICOM 42217K106 3,482 66,409 SH SOLE 0 66,409 HEALTH MGMT ASSOC CL A 421933102 1,043 95,698 SH SOLE 0 95,698 HEALTH NET INC COM 42222G108 1,160 35,470 SH SOLE 0 35,470 HEALTHSPRING INC COM 42224N101 1,035 27,685 SH SOLE 0 27,685 HEINZ H J CO COM 423074103 6,771 138,701 SH SOLE 0 138,701 HELIX ENERGY SOLUTCOM 42330P107 692 40,252 SH SOLE 0 40,252 HELMERICH & PAYNE COM 423452101 2,754 40,093 SH SOLE 0 40,093 HENRY JACK & ASSOCCOM 426281101 1,110 32,747 SH SOLE 0 32,747 HERSHEY CO COM 427866108 3,167 58,278 SH SOLE 0 58,278 HESS CORP COM 42809H107 17,113 200,836 SH SOLE 0 200,836 HEWLETT PACKARD COCOM 428236103 36,113 881,461 SH SOLE 0 881,461 HIGHWOODS PPTYS INCOM 431284108 954 27,254 SH SOLE 0 27,254 HILL ROM HLDGS INCCOM 431475102 911 23,984 SH SOLE 0 23,984 HITTITE MICROWAVE COM 43365Y104 2,009 31,500 SH SOLE 0 31,500 HMS HLDGS CORP COM 40425J101 997 12,185 SH SOLE 0 12,185 HNI CORP COM 404251100 538 17,044 SH SOLE 0 17,044 HOLLY CORP COM 435758305 2,568 42,259 SH SOLE 0 42,259 HOLLY ENERGY PARTNCOM 435763107 1,082 18,660 SH SOLE 0 18,660 HOLOGIC INC COM 436440101 2,201 99,133 SH SOLE 0 99,133 HOME DEPOT INC COM 437076102 22,900 617,909 SH SOLE 0 617,909 HONEYWELL INTL INCCOM 438516106 17,653 295,649 SH SOLE 0 295,649 HORMEL FOODS CORP COM 440452100 1,453 52,202 SH SOLE 0 52,202 HORSEHEAD HLDG CORCOM 440694305 1,013 59,430 SH SOLE 0 59,430 HOSPIRA INC COM 441060100 3,468 62,833 SH SOLE 0 62,833 HOSPITALITY PPTYS COM 44106M102 1,086 46,920 SH SOLE 0 46,920 HOST HOTELS & RESOCOM 44107P104 4,518 256,552 SH SOLE 0 256,552 HUBBELL INC CL B 443510201 1,636 23,035 SH SOLE 0 23,035 HUDSON CITY BANCORCOM 443683107 3,265 337,326 SH SOLE 0 337,326 HUGHES COMMUNICATICOM 444398101 12,288 205,932 SH SOLE 0 205,932 HUMANA INC COM 444859102 4,445 63,549 SH SOLE 0 63,549 HUNT J B TRANS SVCCOM 445658107 1,508 33,209 SH SOLE 0 33,209 HUNTINGTON BANCSHACOM 446150104 2,161 325,517 SH SOLE 0 325,517 HUNTSMAN CORP COM 447011107 785 45,160 SH SOLE 0 45,160 HURON CONSULTING GCOM 447462102 443 16,005 SH SOLE 0 16,005 IBERIABANK CORP COM 450828108 1,834 30,500 SH SOLE 0 30,500 ICICI BK LTD ADR 45104G104 294 5,900 SH SOLE 0 5,900 ICONIX BRAND GROUPCOM 451055107 1,469 68,375 SH SOLE 0 68,375 IDACORP INC COM 451107106 716 18,786 SH SOLE 0 18,786 IDEX CORP COM 45167R104 1,368 31,335 SH SOLE 0 31,335 IDEXX LABS INC COM 45168D104 1,683 21,793 SH SOLE 0 21,793 IEC ELECTRS CORP NCOM 44949L105 93 11,000 SH SOLE 0 11,000 II VI INC COM 902104108 1,460 29,350 SH SOLE 0 29,350 ILLINOIS TOOL WKS COM 452308109 10,095 187,926 SH SOLE 0 187,926 IMMUCOR INC COM 452526106 1,145 57,866 SH SOLE 0 57,866 IMPERIAL OIL LTD COM 453038408 1,230 24,090 SH SOLE 0 24,090 INCREDIMAIL LTD SHS M5364E104 129 17,800 SH SOLE 0 17,800 INDUSTRIAL SVCS AMCOM 456314103 1,598 141,000 SH SOLE 0 141,000 INERGY L P UNIT 456615103 1,573 39,227 SH SOLE 0 39,227 INFORMATICA CORP COM 45666Q102 1,882 36,064 SH SOLE 0 36,064 INFOSYS TECHNOLOGIADR 456788108 1,599 22,300 SH SOLE 0 22,300 INGERSOLL-RAND PLCSHS G47791101 6,003 124,266 SH SOLE 0 124,266 INGRAM MICRO INC CL A 457153104 1,274 60,568 SH SOLE 0 60,568 INNERWORKINGS INC COM 45773Y105 279 37,756 SH SOLE 0 37,756 INNOSPEC INC COM 45768S105 393 12,300 SH SOLE 0 12,300 INTEGRA LIFESCIENCCOM 457985208 1,033 21,775 SH SOLE 0 21,775 INTEGRATED DEVICE COM 458118106 423 57,354 SH SOLE 0 57,354 INTEGRATED SILICONCOM 45812P107 257 27,700 SH SOLE 0 27,700 INTEGRYS ENERGY GRCOM 45822P105 1,486 29,412 SH SOLE 0 29,412 INTEL CORP COM 458140100 42,330 2,097,621 SH SOLE 0 2,097,621 INTERCLICK INC COM 458483203 1,139 161,500 SH SOLE 0 161,500 INTERCONTINENTALEXCOM 45865V100 3,418 27,669 SH SOLE 0 27,669 INTERDIGITAL INC COM 45867G101 2,066 43,300 SH SOLE 0 43,300 INTERMUNE INC COM 45884X103 1,013 21,470 SH SOLE 0 21,470 INTERNATIONAL BANCCOM 459044103 368 20,072 SH SOLE 0 20,072 INTERNATIONAL BUSICOM 459200101 74,983 459,820 SH SOLE 0 459,820 INTERNATIONAL FLAVCOM 459506101 1,885 30,260 SH SOLE 0 30,260 INTERNATIONAL GAMECOM 459902102 1,828 112,661 SH SOLE 0 112,661 INTERNATIONAL RECTCOM 460254105 878 26,547 SH SOLE 0 26,547 INTERNATIONAL SPEECL A 460335201 332 11,139 SH SOLE 0 11,139 INTERPUBLIC GROUP COM 460690100 2,319 184,450 SH SOLE 0 184,450 INTERSECTIONS INC COM 460981301 201 16,200 SH SOLE 0 16,200 INTERSIL CORP CL A 46069S109 590 47,426 SH SOLE 0 47,426 INTEST CORP COM 461147100 199 54,000 SH SOLE 0 54,000 INTL PAPER CO COM 460146103 5,351 177,302 SH SOLE 0 177,302 INTRALINKS HLDGS ICOM 46118H104 917 34,280 SH SOLE 0 34,280 INTREPID POTASH INCOM 46121Y102 1,057 30,348 SH SOLE 0 30,348 INTUIT COM 461202103 5,453 102,678 SH SOLE 0 102,678 INTUITIVE SURGICALCOM 46120E602 4,887 14,655 SH SOLE 0 14,655 INVENTURE FOODS INCOM 461212102 1,251 324,997 SH SOLE 0 324,997 INVESCO LTD SHS G491BT108 4,437 173,585 SH SOLE 0 173,585 IPC THE HOSPITALISCOM 44984A105 483 10,645 SH SOLE 0 10,645 IRON MTN INC COM 462846106 2,357 75,482 SH SOLE 0 75,482 ISHARES INC UNIT 464286509 1,849 55,000 SH SOLE 0 55,000 ISHARES SILVER TRUUNIT 46428Q109 3,130 85,134 SH SOLE 0 85,134 ISHARES TR UNIT 464287804 1,175 15,976 SH SOLE 0 15,976 ISHARES TR UNIT 464287465 4,550 75,729 SH SOLE 0 75,729 ISHARES TR UNIT 464287234 6,625 136,130 SH SOLE 0 136,130 ISTA PHARMACEUTICACOM 45031X204 1,800 177,915 SH SOLE 0 177,915 ITAU UNIBANCO HLDGADR 465562106 13,547 563,299 SH SOLE 0 563,299 ITRON INC COM 465741106 869 15,397 SH SOLE 0 15,397 ITT CORP NEW COM 450911102 4,159 69,263 SH SOLE 0 69,263 ITT EDUCATIONAL SECOM 45068B109 1,861 25,797 SH SOLE 0 25,797 IXYS CORP COM 46600W106 881 65,600 SH SOLE 0 65,600 JABIL CIRCUIT INC COM 466313103 1,510 73,928 SH SOLE 0 73,928 JACOBS ENGR GROUP COM 469814107 2,451 47,652 SH SOLE 0 47,652 JANUS CAP GROUP INCOM 47102X105 875 70,162 SH SOLE 0 70,162 JDA SOFTWARE GROUPCOM 46612K108 1,056 34,900 SH SOLE 0 34,900 JDS UNIPHASE CORP COM 46612J507 2,730 131,019 SH SOLE 0 131,019 JEFFERIES GROUP INCOM 472319102 1,213 48,641 SH SOLE 0 48,641 JETBLUE AIRWAYS COCOM 477143101 482 76,924 SH SOLE 0 76,924 JOHNSON & JOHNSON COM 478160104 62,462 1,054,218 SH SOLE 0 1,054,218 JOHNSON CTLS INC COM 478366107 10,617 255,390 SH SOLE 0 255,390 JONES LANG LASALLECOM 48020Q107 1,625 16,292 SH SOLE 0 16,292 JOY GLOBAL INC COM 481165108 3,904 39,509 SH SOLE 0 39,509 JPMORGAN CHASE & CCOM 46625H100 70,070 1,519,961 SH SOLE 0 1,519,961 JUNIPER NETWORKS ICOM 48203R104 8,487 201,689 SH SOLE 0 201,689 K SEA TRANSN PARTNCOM 48268Y101 143 17,449 SH SOLE 0 17,449 KADANT INC COM 48282T104 1,323 50,500 SH SOLE 0 50,500 KANSAS CITY SOUTHECOM 485170302 2,125 39,026 SH SOLE 0 39,026 KB HOME COM 48666K109 341 27,444 SH SOLE 0 27,444 KBR INC COM 48242W106 2,171 57,492 SH SOLE 0 57,492 KELLOGG CO COM 487836108 5,127 94,984 SH SOLE 0 94,984 KEMET CORP COM 488360207 177 11,966 SH SOLE 0 11,966 KENEXA CORP COM 488879107 996 36,105 SH SOLE 0 36,105 KENNAMETAL INC COM 489170100 1,218 31,225 SH SOLE 0 31,225 KEYCORP NEW COM 493267108 3,184 358,603 SH SOLE 0 358,603 KEYNOTE SYS INC COM 493308100 545 29,400 SH SOLE 0 29,400 KID BRANDS INC COM 49375T100 951 129,454 SH SOLE 0 129,454 KIMBERLY CLARK CORCOM 494368103 9,952 152,468 SH SOLE 0 152,468 KIMCO RLTY CORP COM 49446R109 2,810 153,242 SH SOLE 0 153,242 KINDER MORGAN ENERUNIT 494550106 858 11,576 SH SOLE 0 11,576 KINDER MORGAN INC COM 49456B101 2,284 77,057 SH SOLE 0 77,057 KINDER MORGAN MANASHS 49455U100 6,199 94,514 SH SOLE 0 94,514 KINDRED HEALTHCARECOM 494580103 358 15,012 SH SOLE 0 15,012 KINETIC CONCEPTS ICOM 49460W208 1,298 23,859 SH SOLE 0 23,859 KINROSS GOLD CORP COM 496902404 3,235 205,400 SH SOLE 0 205,400 KIRBY CORP COM 497266106 2,255 39,359 SH SOLE 0 39,359 KIRKLANDS INC COM 497498105 684 44,300 SH SOLE 0 44,300 KLA-TENCOR CORP COM 482480100 4,414 93,290 SH SOLE 0 93,290 KNIGHT CAP GROUP ICL A 499005106 1,061 79,200 SH SOLE 0 79,200 KOHLS CORP COM 500255104 6,826 128,698 SH SOLE 0 128,698 KORN FERRY INTL COM 500643200 393 17,637 SH SOLE 0 17,637 KRAFT FOODS INC CL A 50075N104 20,680 659,424 SH SOLE 0 659,424 KROGER CO COM 501044101 5,748 239,782 SH SOLE 0 239,782 KRONOS WORLDWIDE ICOM 50105F105 1,208 20,670 SH SOLE 0 20,670 KT CORP ADR 48268K101 357 18,300 SH SOLE 0 18,300 L-1 IDENTITY SOLUTCOM 50212A106 12,685 1,076,832 SH SOLE 0 1,076,832 L-3 COMMUNICATIONSCOM 502424104 4,913 62,736 SH SOLE 0 62,736 LA BARGE INC COM 502470107 1,685 95,200 SH SOLE 0 95,200 LABORATORY CORP AMCOM 50540R409 3,474 37,704 SH SOLE 0 37,704 LAM RESEARCH CORP COM 512807108 2,661 46,961 SH SOLE 0 46,961 LAMAR ADVERTISING CL A 512815101 806 21,824 SH SOLE 0 21,824 LANCASTER COLONY CCOM 513847103 439 7,238 SH SOLE 0 7,238 LANDSTAR SYS INC COM 515098101 831 18,194 SH SOLE 0 18,194 LAUDER ESTEE COS ICL A 518439104 4,160 43,174 SH SOLE 0 43,174 LAWSON SOFTWARE INCOM 52078P102 13,444 1,111,112 SH SOLE 0 1,111,112 LECROY CORP COM 52324W109 1,721 128,700 SH SOLE 0 128,700 LEGACY RESERVES LPUNIT 524707304 1,144 36,501 SH SOLE 0 36,501 LEGG MASON INC COM 524901105 2,072 57,400 SH SOLE 0 57,400 LEGGETT & PLATT INCOM 524660107 1,352 55,200 SH SOLE 0 55,200 LENDER PROCESSING COM 52602E102 1,087 33,776 SH SOLE 0 33,776 LENNAR CORP CL A 526057104 354 19,528 SH SOLE 0 19,528 LENNAR CORP CL B 526057302 795 54,171 SH SOLE 0 54,171 LENNOX INTL INC COM 526107107 902 17,152 SH SOLE 0 17,152 LEUCADIA NATL CORPCOM 527288104 2,801 74,620 SH SOLE 0 74,620 LEXMARK INTL NEW CL A 529771107 1,098 29,639 SH SOLE 0 29,639 LIBERTY PPTY TR SHS 531172104 1,433 43,547 SH SOLE 0 43,547 LIFE TECHNOLOGIES COM 53217V109 3,558 67,869 SH SOLE 0 67,869 LIFE TIME FITNESS COM 53217R207 595 15,946 SH SOLE 0 15,946 LIFEPOINT HOSPITALCOM 53219L109 1,390 34,581 SH SOLE 0 34,581 LILLY ELI & CO COM 532457108 13,509 384,112 SH SOLE 0 384,112 LIMITED BRANDS INCCOM 532716107 3,279 99,726 SH SOLE 0 99,726 LINCARE HLDGS INC COM 532791100 1,085 36,590 SH SOLE 0 36,590 LINCOLN ELEC HLDGSCOM 533900106 1,215 16,010 SH SOLE 0 16,010 LINCOLN NATL CORP COM 534187109 3,577 119,070 SH SOLE 0 119,070 LINEAR TECHNOLOGY COM 535678106 2,877 85,536 SH SOLE 0 85,536 LINN ENERGY LLC UNIT 536020100 2,221 57,046 SH SOLE 0 57,046 LIONS GATE ENTMNT COM 535919203 7,102 1,136,274 SH SOLE 0 1,136,274 LKQ CORP COM 501889208 1,336 55,425 SH SOLE 0 55,425 LOCKHEED MARTIN COCOM 539830109 8,697 108,167 SH SOLE 0 108,167 LOEWS CORP COM 540424108 5,108 118,549 SH SOLE 0 118,549 LOGMEIN INC COM 54142L109 877 20,795 SH SOLE 0 20,795 LORILLARD INC COM 544147101 5,214 54,880 SH SOLE 0 54,880 LOUISIANA PAC CORPCOM 546347105 527 50,228 SH SOLE 0 50,228 LOWES COS INC COM 548661107 13,752 520,323 SH SOLE 0 520,323 LSI CORPORATION COM 502161102 1,579 232,273 SH SOLE 0 232,273 LTX-CREDENCE CORP COM 502403207 136 14,900 SH SOLE 0 14,900 LUBRIZOL CORP COM 549271104 15,666 116,947 SH SOLE 0 116,947 LUFKIN INDS INC COM 549764108 409 4,380 SH SOLE 0 4,380 LUXOTTICA GROUP S ADR 55068R202 2,460 75,048 SH SOLE 0 75,048 LYDALL INC DEL COM 550819106 1,094 123,100 SH SOLE 0 123,100 LYONDELLBASELL INDSHS N53745100 3,344 84,552 SH SOLE 0 84,552 M & T BK CORP COM 55261F104 3,001 33,922 SH SOLE 0 33,922 M D C HLDGS INC COM 552676108 364 14,344 SH SOLE 0 14,344 MACERICH CO COM 554382101 2,454 49,545 SH SOLE 0 49,545 MACK CALI RLTY CORCOM 554489104 1,119 33,003 SH SOLE 0 33,003 MACYS INC COM 55616P104 3,872 159,603 SH SOLE 0 159,603 MAD CATZ INTERACTICOM 556162105 245 112,000 SH SOLE 0 112,000 MAGELLAN HEALTH SVCOM 559079207 1,053 21,450 SH SOLE 0 21,450 MAGELLAN MIDSTREAMCOM 559080106 4,390 73,340 SH SOLE 0 73,340 MAGMA DESIGN AUTOMCOM 559181102 1,447 212,241 SH SOLE 0 212,241 MAGNETEK INC COM 559424106 141 64,000 SH SOLE 0 64,000 MAGNUM HUNTER RES COM 55973B102 1,805 210,638 SH SOLE 0 210,638 MAJESTIC CAPITAL LSHS G5760D111 27 50,000 SH SOLE 0 50,000 MAKO SURGICAL CORPCOM 560879108 1,079 44,725 SH SOLE 0 44,725 MANPOWER INC COM 56418H100 1,957 31,124 SH SOLE 0 31,124 MANTECH INTL CORP CL A 564563104 1,032 24,349 SH SOLE 0 24,349 MAP PHARMACEUTICALCOM 56509R108 4,663 338,151 SH SOLE 0 338,151 MARATHON OIL CORP COM 565849106 19,906 373,408 SH SOLE 0 373,408 MARKWEST ENERGY PAUNIT 570759100 2,242 46,255 SH SOLE 0 46,255 MARRIOTT INTL INC CL A 571903202 3,899 109,596 SH SOLE 0 109,596 MARSH & MCLENNAN CCOM 571748102 6,115 205,145 SH SOLE 0 205,145 MARSHALL & ILSLEY COM 571837103 1,597 199,879 SH SOLE 0 199,879 MARTIN MARIETTA MACOM 573284106 1,551 17,293 SH SOLE 0 17,293 MASCO CORP COM 574599106 1,880 135,025 SH SOLE 0 135,025 MASIMO CORP COM 574795100 1,306 39,461 SH SOLE 0 39,461 MASSEY ENERGY COMPCOM 576206106 3,610 52,807 SH SOLE 0 52,807 MASTERCARD INC CL A 57636Q104 9,172 36,438 SH SOLE 0 36,438 MATTEL INC COM 577081102 3,278 131,469 SH SOLE 0 131,469 MATTHEWS INTL CORPCL A 577128101 434 11,246 SH SOLE 0 11,246 MAXIMUS INC COM 577933104 767 9,450 SH SOLE 0 9,450 MCCORMICK & CO INCCOM 579780206 2,398 50,133 SH SOLE 0 50,133 MCDONALDS CORP COM 580135101 30,654 402,870 SH SOLE 0 402,870 MCGRAW HILL COS INCOM 580645109 4,556 115,630 SH SOLE 0 115,630 MCKESSON CORP COM 58155Q103 7,578 95,867 SH SOLE 0 95,867 MDU RES GROUP INC COM 552690109 1,648 71,745 SH SOLE 0 71,745 MEAD JOHNSON NUTRICOM 582839106 4,469 77,139 SH SOLE 0 77,139 MEADWESTVACO CORP COM 583334107 4,236 139,661 SH SOLE 0 139,661 MEASUREMENT SPECIACOM 583421102 371 10,900 SH SOLE 0 10,900 MEDALLION FINL CORCOM 583928106 1,105 125,757 SH SOLE 0 125,757 MEDCO HEALTH SOLUTCOM 58405U102 10,172 181,133 SH SOLE 0 181,133 MEDICIS PHARMACEUTCL A 584690309 1,355 42,278 SH SOLE 0 42,278 MEDIWARE INFORMATICOM 584946107 199 16,000 SH SOLE 0 16,000 MEDNAX INC COM 58502B106 1,215 18,238 SH SOLE 0 18,238 MEDQUIST HLDGS INCCOM 58506K102 141 13,500 SH SOLE 0 13,500 MEDTRONIC INC NOTE 585055AL0 5,000 5,000,000 SH SOLE 0 5,000,000 MEDTRONIC INC COM 585055106 16,754 425,758 SH SOLE 0 425,758 MEMC ELECTR MATLS COM 552715104 1,125 86,837 SH SOLE 0 86,837 MENTOR GRAPHICS COCOM 587200106 11,367 776,982 SH SOLE 0 776,982 MERCADOLIBRE INC COM 58733R102 4,645 56,900 SH SOLE 0 56,900 MERCER INTL INC COM 588056101 207 15,300 SH SOLE 0 15,300 MERCK & CO INC NEWCOM 58933Y105 38,373 1,162,459 SH SOLE 0 1,162,459 MERCURY GENL CORP COM 589400100 530 13,540 SH SOLE 0 13,540 MEREDITH CORP COM 589433101 470 13,866 SH SOLE 0 13,866 MERGE HEALTHCARE ICOM 589499102 1,334 273,902 SH SOLE 0 273,902 MERIDIAN BIOSCIENCCOM 589584101 1,830 76,275 SH SOLE 0 76,275 MERU NETWORKS INC COM 59047Q103 398 19,612 SH SOLE 0 19,612 METALICO INC COM 591176102 1,578 253,702 SH SOLE 0 253,702 METLIFE INC COM 59156R108 17,795 397,841 SH SOLE 0 397,841 METROPCS COMMUNICACOM 591708102 1,616 99,503 SH SOLE 0 99,503 METTLER TOLEDO INTCOM 592688105 2,113 12,285 SH SOLE 0 12,285 MICROCHIP TECHNOLOCOM 595017104 2,700 71,044 SH SOLE 0 71,044 MICRON TECHNOLOGY COM 595112103 3,709 323,379 SH SOLE 0 323,379 MICROS SYS INC COM 594901100 2,563 51,851 SH SOLE 0 51,851 MICROSOFT CORP COM 594918104 70,785 2,787,904 SH SOLE 0 2,787,904 MILLER HERMAN INC COM 600544100 597 21,717 SH SOLE 0 21,717 MIND C T I LTD ORD M70240102 219 66,000 SH SOLE 0 66,000 MINDSPEED TECHNOLOCOM 602682205 312 36,855 SH SOLE 0 36,855 MINE SAFETY APPLIACOM 602720104 433 11,799 SH SOLE 0 11,799 MINERALS TECHNOLOGCOM 603158106 476 6,942 SH SOLE 0 6,942 MISTRAS GROUP INC COM 60649T107 258 15,000 SH SOLE 0 15,000 MOBILE TELESYSTEMSADR 607409109 4,701 221,450 SH SOLE 0 221,450 MOHAWK INDS INC COM 608190104 1,308 21,395 SH SOLE 0 21,395 MOLEX INC CL A 608554200 1,105 53,430 SH SOLE 0 53,430 MOLINA HEALTHCARE COM 60855R100 850 21,240 SH SOLE 0 21,240 MOLSON COORS BREWICL B 60871R209 2,808 59,883 SH SOLE 0 59,883 MONOTYPE IMAGING HCOM 61022P100 218 15,000 SH SOLE 0 15,000 MONSANTO CO NEW COM 61166W101 33,485 463,402 SH SOLE 0 463,402 MONSTER WORLDWIDE COM 611742107 781 49,092 SH SOLE 0 49,092 MOODYS CORP COM 615369105 2,552 75,250 SH SOLE 0 75,250 MORGAN STANLEY COM 617446448 15,921 582,772 SH SOLE 0 582,772 MORNINGSTAR INC COM 617700109 1,724 29,525 SH SOLE 0 29,525 MOSAIC CO COM 61945A107 7,176 91,123 SH SOLE 0 91,123 MOTORCAR PTS AMER COM 620071100 341 24,400 SH SOLE 0 24,400 MOTOROLA MOBILITY COM 620097105 2,707 110,947 SH SOLE 0 110,947 MOTOROLA SOLUTIONSCOM 620076307 5,674 126,955 SH SOLE 0 126,955 MOTRICITY INC COM 620107102 304 20,215 SH SOLE 0 20,215 MSC INDL DIRECT INCL A 553530106 1,172 17,114 SH SOLE 0 17,114 MSCI INC CL A 55354G100 1,675 45,497 SH SOLE 0 45,497 MULTIBAND CORP COM 62544X209 159 34,100 SH SOLE 0 34,100 MURPHY OIL CORP COM 626717102 5,339 72,715 SH SOLE 0 72,715 MYLAN INC COM 628530107 3,734 164,790 SH SOLE 0 164,790 NABORS INDUSTRIES SHS G6359F103 3,278 107,890 SH SOLE 0 107,890 NAM TAI ELECTRS INCOM 629865205 399 61,896 SH SOLE 0 61,896 NANOMETRICS INC COM 630077105 194 10,700 SH SOLE 0 10,700 NASDAQ OMX GROUP ICOM 631103108 1,459 56,466 SH SOLE 0 56,466 NATIONAL FUEL GAS COM 636180101 2,316 31,299 SH SOLE 0 31,299 NATIONAL INSTRS COCOM 636518102 1,109 33,855 SH SOLE 0 33,855 NATIONAL OILWELL VCOM 637071101 24,641 310,850 SH SOLE 0 310,850 NATIONAL RESEARCH COM 637372103 224 6,606 SH SOLE 0 6,606 NATIONAL SEMICONDUCOM 637640103 1,304 90,921 SH SOLE 0 90,921 NATIONWIDE HEALTH COM 638620104 2,044 48,070 SH SOLE 0 48,070 NAVIGATORS GROUP ICOM 638904102 998 19,380 SH SOLE 0 19,380 NAVISITE INC COM 63935M208 3,235 589,296 SH SOLE 0 589,296 NCR CORP NEW COM 62886E108 1,146 60,853 SH SOLE 0 60,853 NEOGEN CORP COM 640491106 1,206 29,137 SH SOLE 0 29,137 NETAPP INC COM 64110D104 6,678 138,704 SH SOLE 0 138,704 NETFLIX INC COM 64110L106 3,936 16,552 SH SOLE 0 16,552 NETLOGIC MICROSYSTCOM 64118B100 679 16,150 SH SOLE 0 16,150 NETSOL TECHNOLOGIECOM 64115A204 212 113,000 SH SOLE 0 113,000 NETSUITE INC COM 64118Q107 225 7,730 SH SOLE 0 7,730 NEUSTAR INC CL A 64126X201 717 28,047 SH SOLE 0 28,047 NEW YORK & CO INC COM 649295102 588 83,870 SH SOLE 0 83,870 NEW YORK CMNTY BANCOM 649445103 2,867 166,108 SH SOLE 0 166,108 NEW YORK TIMES CO CL A 650111107 429 45,258 SH SOLE 0 45,258 NEWALLIANCE BANCSHCOM 650203102 593 39,939 SH SOLE 0 39,939 NEWELL RUBBERMAID COM 651229106 2,096 109,569 SH SOLE 0 109,569 NEWFIELD EXPL CO COM 651290108 17,867 235,061 SH SOLE 0 235,061 NEWMARKET CORP COM 651587107 576 3,642 SH SOLE 0 3,642 NEWMONT MINING CORCOM 651639106 11,810 216,384 SH SOLE 0 216,384 NEWS CORP CL A 65248E104 16,328 928,758 SH SOLE 0 928,758 NEXEN INC COM 65334H102 528 21,180 SH SOLE 0 21,180 NEXSTAR BROADCASTICL A 65336K103 130 15,000 SH SOLE 0 15,000 NEXTERA ENERGY INCCOM 65339F101 8,749 158,718 SH SOLE 0 158,718 NIC INC COM 62914B100 1,167 93,675 SH SOLE 0 93,675 NICOR INC COM 654086107 922 17,174 SH SOLE 0 17,174 NII HLDGS INC CL B 62913F201 1,123 26,955 SH SOLE 0 26,955 NIKE INC CL B 654106103 11,257 148,701 SH SOLE 0 148,701 NISKA GAS STORAGE UNIT 654678101 1,692 77,354 SH SOLE 0 77,354 NISOURCE INC COM 65473P105 2,020 105,307 SH SOLE 0 105,307 NOBLE CORPORATION COM H5833N103 5,387 118,091 SH SOLE 0 118,091 NOBLE ENERGY INC COM 655044105 9,918 102,614 SH SOLE 0 102,614 NORDSON CORP COM 655663102 1,492 12,965 SH SOLE 0 12,965 NORDSTROM INC COM 655664100 2,841 63,291 SH SOLE 0 63,291 NORFOLK SOUTHERN CCOM 655844108 9,301 134,269 SH SOLE 0 134,269 NORTHEAST UTILS COM 664397106 2,303 66,550 SH SOLE 0 66,550 NORTHERN OIL & GASCOM 665531109 896 33,552 SH SOLE 0 33,552 NORTHERN TR CORP COM 665859104 4,633 91,283 SH SOLE 0 91,283 NORTHROP GRUMMAN CCOM 666807102 6,888 109,838 SH SOLE 0 109,838 NOVA MEASURING INSCOM M7516K103 327 33,477 SH SOLE 0 33,477 NOVAMED INC DEL COM 66986W207 1,584 120,000 SH SOLE 0 120,000 NOVELL INC COM 670006105 13,832 2,332,560 SH SOLE 0 2,332,560 NOVELLUS SYS INC COM 670008101 1,262 34,002 SH SOLE 0 34,002 NRG ENERGY INC COM 629377508 2,010 93,333 SH SOLE 0 93,333 NSTAR COM 67019E107 1,822 39,373 SH SOLE 0 39,373 NUCOR CORP COM 670346105 5,481 119,109 SH SOLE 0 119,109 NUSTAR ENERGY LP UNIT 67058H102 1,327 19,548 SH SOLE 0 19,548 NUSTAR GP HOLDINGSUNIT 67059L102 480 13,166 SH SOLE 0 13,166 NV ENERGY INC COM 67073Y106 1,333 89,547 SH SOLE 0 89,547 NVE CORP COM 629445206 1,911 33,923 SH SOLE 0 33,923 NVIDIA CORP COM 67066G104 4,044 219,063 SH SOLE 0 219,063 NVR INC COM 62944T105 1,693 2,240 SH SOLE 0 2,240 NYSE EURONEXT COM 629491101 4,016 114,184 SH SOLE 0 114,184 O REILLY AUTOMOTIVCOM 67103H107 3,058 53,212 SH SOLE 0 53,212 OCCIDENTAL PETE COCOM 674599105 48,678 465,859 SH SOLE 0 465,859 OCEANEERING INTL ICOM 675232102 1,840 20,569 SH SOLE 0 20,569 OFFICE DEPOT INC COM 676220106 488 105,350 SH SOLE 0 105,350 OGE ENERGY CORP COM 670837103 1,876 37,111 SH SOLE 0 37,111 OIL STS INTL INC COM 678026105 1,420 18,650 SH SOLE 0 18,650 OLD REP INTL CORP COM 680223104 1,250 98,539 SH SOLE 0 98,539 OLIN CORP COM 680665205 693 30,249 SH SOLE 0 30,249 OMEGA HEALTHCARE ICOM 681936100 849 38,016 SH SOLE 0 38,016 OMEGA PROTEIN CORPCOM 68210P107 135 10,000 SH SOLE 0 10,000 OMNICARE INC COM 681904108 1,332 44,427 SH SOLE 0 44,427 OMNICOM GROUP INC COM 681919106 5,254 107,094 SH SOLE 0 107,094 OMNIVISION TECHNOLCOM 682128103 260 7,330 SH SOLE 0 7,330 ONEOK INC NEW COM 682680103 2,699 40,352 SH SOLE 0 40,352 ONEOK PARTNERS LP UNIT 68268N103 698 8,481 SH SOLE 0 8,481 ONLINE RES CORP COM 68273G101 1,816 480,335 SH SOLE 0 480,335 OPENTABLE INC COM 68372A104 984 9,250 SH SOLE 0 9,250 OPLINK COMMUNICATICOM 68375Q403 547 28,090 SH SOLE 0 28,090 OPNET TECHNOLOGIESCOM 683757108 1,322 33,905 SH SOLE 0 33,905 OPTIONSXPRESS HLDGCOM 684010101 1,686 92,297 SH SOLE 0 92,297 ORACLE CORP COM 68389X105 51,446 1,538,796 SH SOLE 0 1,538,796 ORBOTECH LTD ORD M75253100 588 45,857 SH SOLE 0 45,857 OSHKOSH CORP COM 688239201 1,220 34,491 SH SOLE 0 34,491 OVERSEAS SHIPHOLDICOM 690368105 328 10,191 SH SOLE 0 10,191 OWENS & MINOR INC COM 690732102 783 24,120 SH SOLE 0 24,120 OWENS ILL INC COM 690768403 4,006 132,696 SH SOLE 0 132,696 PACCAR INC COM 693718108 7,212 137,746 SH SOLE 0 137,746 PACER INTL INC TENCOM 69373H106 769 146,389 SH SOLE 0 146,389 PACKAGING CORP AMECOM 695156109 1,124 38,905 SH SOLE 0 38,905 PACWEST BANCORP DECOM 695263103 270 12,406 SH SOLE 0 12,406 PALL CORP COM 696429307 2,508 43,538 SH SOLE 0 43,538 PANERA BREAD CO CL A 69840W108 1,519 11,960 SH SOLE 0 11,960 PARAMETRIC TECHNOLCOM 699173209 1,010 44,896 SH SOLE 0 44,896 PARKER HANNIFIN COCOM 701094104 5,779 61,037 SH SOLE 0 61,037 PATRIOT COAL CORP COM 70336T104 896 34,706 SH SOLE 0 34,706 PATTERSON COMPANIECOM 703395103 1,162 36,102 SH SOLE 0 36,102 PATTERSON UTI ENERCOM 703481101 15,092 513,512 SH SOLE 0 513,512 PAYCHEX INC COM 704326107 3,809 121,370 SH SOLE 0 121,370 PEABODY ENERGY CORCOM 704549104 13,684 190,166 SH SOLE 0 190,166 PEGASYSTEMS INC COM 705573103 741 19,525 SH SOLE 0 19,525 PENN VA RESOURCES COM 707884102 1,618 58,420 SH SOLE 0 58,420 PENN WEST PETE LTDCOM 707887105 935 33,760 SH SOLE 0 33,760 PENNEY J C INC COM 708160106 3,205 89,246 SH SOLE 0 89,246 PENNICHUCK CORP COM 708254206 1,085 38,100 SH SOLE 0 38,100 PENTAIR INC COM 709631105 1,414 37,405 SH SOLE 0 37,405 PEOPLES UNITED FINCOM 712704105 845 67,208 SH SOLE 0 67,208 PEPCO HOLDINGS INCCOM 713291102 1,583 84,866 SH SOLE 0 84,866 PEPSICO INC COM 713448108 41,263 640,637 SH SOLE 0 640,637 PERKINELMER INC COM 714046109 1,123 42,749 SH SOLE 0 42,749 PERRIGO CO COM 714290103 2,512 31,587 SH SOLE 0 31,587 PETROCHINA CO LTD ADR 71646E100 3,305 21,710 SH SOLE 0 21,710 PETROLEO BRASILEIRADR 71654V101 5,251 147,749 SH SOLE 0 147,749 PETROLEO BRASILEIRADR 71654V408 21,229 525,084 SH SOLE 0 525,084 PETSMART INC COM 716768106 1,831 44,701 SH SOLE 0 44,701 PFIZER INC COM 717081103 61,226 3,014,555 SH SOLE 0 3,014,555 PG&E CORP COM 69331C108 6,601 149,407 SH SOLE 0 149,407 PHARMACEUTICAL PROCOM 717124101 1,213 43,787 SH SOLE 0 43,787 PHARMASSET INC COM 71715N106 1,408 17,885 SH SOLE 0 17,885 PHC INC MASS CL A 693315103 69 26,000 SH SOLE 0 26,000 PHILIP MORRIS INTLCOM 718172109 44,471 677,599 SH SOLE 0 677,599 PHILIPPINE LONG DIADR 718252604 342 6,400 SH SOLE 0 6,400 PHILLIPS VAN HEUSECOM 718592108 1,657 25,480 SH SOLE 0 25,480 PINNACLE WEST CAP COM 723484101 1,755 41,015 SH SOLE 0 41,015 PIONEER NAT RES COCOM 723787107 4,760 46,708 SH SOLE 0 46,708 PITNEY BOWES INC COM 724479100 1,974 76,836 SH SOLE 0 76,836 PLAINS ALL AMERN PUNIT 726503105 5,473 85,876 SH SOLE 0 85,876 PLAINS EXPL& PRODTCOM 726505100 1,929 53,251 SH SOLE 0 53,251 PLANTRONICS INC NECOM 727493108 680 18,575 SH SOLE 0 18,575 PLUM CREEK TIMBER COM 729251108 2,661 61,023 SH SOLE 0 61,023 PNC FINL SVCS GROUCOM 693475105 12,481 198,140 SH SOLE 0 198,140 PNM RES INC COM 69349H107 492 32,944 SH SOLE 0 32,944 POLARIS INDS INC COM 731068102 1,128 12,960 SH SOLE 0 12,960 POLO RALPH LAUREN CL A 731572103 3,049 24,661 SH SOLE 0 24,661 POLYCOM INC COM 73172K104 1,728 33,327 SH SOLE 0 33,327 POLYPORE INTL INC COM 73179V103 1,684 29,250 SH SOLE 0 29,250 PORTFOLIO RECOVERYCOM 73640Q105 539 6,335 SH SOLE 0 6,335 POTASH CORP SASK ICOM 73755L107 2,332 39,577 SH SOLE 0 39,577 POTLATCH CORP NEW COM 737630103 612 15,216 SH SOLE 0 15,216 PPG INDS INC COM 693506107 5,765 60,549 SH SOLE 0 60,549 PPL CORP COM 69351T106 4,621 182,637 SH SOLE 0 182,637 PRAXAIR INC COM 74005P104 11,619 114,361 SH SOLE 0 114,361 PRE PAID LEGAL SVCCOM 740065107 9,783 148,230 SH SOLE 0 148,230 PRECISION CASTPARTCOM 740189105 7,961 54,087 SH SOLE 0 54,087 PRESTIGE BRANDS HLCOM 74112D101 135 11,700 SH SOLE 0 11,700 PRICE T ROWE GROUPCOM 74144T108 6,486 97,652 SH SOLE 0 97,652 PRICELINE COM INC COM 741503403 9,385 18,532 SH SOLE 0 18,532 PRIDE INTL INC DELCOM 74153Q102 8,091 188,390 SH SOLE 0 188,390 PRIMO WTR CORP COM 74165N105 1,220 99,007 SH SOLE 0 99,007 PRINCIPAL FINL GROCOM 74251V102 3,884 120,961 SH SOLE 0 120,961 PROCTER & GAMBLE CCOM 742718109 66,677 1,082,426 SH SOLE 0 1,082,426 PROGRESS ENERGY INCOM 743263105 13,025 282,287 SH SOLE 0 282,287 PROGRESSIVE CORP OCOM 743315103 5,258 248,863 SH SOLE 0 248,863 PROLOGIS SHS 743410102 3,437 215,080 SH SOLE 0 215,080 PROS HOLDINGS INC COM 74346Y103 668 45,850 SH SOLE 0 45,850 PROSPERITY BANCSHACOM 743606105 760 17,765 SH SOLE 0 17,765 PROTECTIVE LIFE COCOM 743674103 865 32,562 SH SOLE 0 32,562 PROVIDENT FINL HLDCOM 743868101 124 15,000 SH SOLE 0 15,000 PRUDENTIAL FINL INCOM 744320102 11,284 183,244 SH SOLE 0 183,244 PUBLIC STORAGE COM 74460D109 5,844 52,695 SH SOLE 0 52,695 PUBLIC SVC ENTERPRCOM 744573106 6,012 190,800 SH SOLE 0 190,800 PULTE GROUP INC COM 745867101 938 126,749 SH SOLE 0 126,749 QEP RES INC COM 74733V100 3,605 88,935 SH SOLE 0 88,935 QLOGIC CORP COM 747277101 743 40,058 SH SOLE 0 40,058 QUAD / GRAPHICS INCOM 747301109 280 6,573 SH SOLE 0 6,573 QUAKER CHEM CORP COM 747316107 201 5,000 SH SOLE 0 5,000 QUALCOMM INC COM 747525103 35,495 647,366 SH SOLE 0 647,366 QUALITY DISTR INC COM 74756M102 354 29,900 SH SOLE 0 29,900 QUALITY SYS INC COM 747582104 2,505 30,055 SH SOLE 0 30,055 QUANTA SVCS INC COM 74762E102 1,823 81,258 SH SOLE 0 81,258 QUEST DIAGNOSTICS COM 74834L100 3,390 58,738 SH SOLE 0 58,738 QUEST SOFTWARE INCCOM 74834T103 612 24,076 SH SOLE 0 24,076 QUESTAR CORP COM 748356102 1,172 67,191 SH SOLE 0 67,191 QUICKSILVER RESOURCOM 74837R104 11,839 827,338 SH SOLE 0 827,338 QWEST COMMUNICATIOCOM 749121109 7,147 1,046,472 SH SOLE 0 1,046,472 RACKSPACE HOSTING COM 750086100 1,603 37,409 SH SOLE 0 37,409 RADIOSHACK CORP COM 750438103 599 39,884 SH SOLE 0 39,884 RAE SYS INC COM 75061P102 1,937 1,100,662 SH SOLE 0 1,100,662 RALCORP HLDGS INC COM 751028101 1,430 20,897 SH SOLE 0 20,897 RANGE RES CORP COM 75281A109 8,370 143,175 SH SOLE 0 143,175 RAVEN INDS INC COM 754212108 2,406 39,175 SH SOLE 0 39,175 RAYMOND JAMES FINACOM 754730109 1,468 38,386 SH SOLE 0 38,386 RAYONIER INC COM 754907103 1,920 30,815 SH SOLE 0 30,815 RAYTHEON CO COM 755111507 6,899 135,621 SH SOLE 0 135,621 RC2 CORP COM 749388104 9,129 324,888 SH SOLE 0 324,888 REALTY INCOME CORPCOM 756109104 1,670 47,778 SH SOLE 0 47,778 RED HAT INC COM 756577102 3,302 72,755 SH SOLE 0 72,755 REGAL BELOIT CORP COM 758750103 1,084 14,682 SH SOLE 0 14,682 REGENCY CTRS CORP COM 758849103 1,353 31,125 SH SOLE 0 31,125 REGENCY ENERGY PARCOM 75885Y107 1,199 43,900 SH SOLE 0 43,900 REGIONS FINANCIAL COM 7591EP100 3,443 474,229 SH SOLE 0 474,229 REGIS CORP MINN COM 758932107 389 21,900 SH SOLE 0 21,900 REINSURANCE GROUP COM 759351604 1,882 29,984 SH SOLE 0 29,984 RELIANCE STEEL & ACOM 759509102 6,979 120,778 SH SOLE 0 120,778 RENT A CTR INC NEWCOM 76009N100 2,688 76,993 SH SOLE 0 76,993 REPUBLIC SVCS INC COM 760759100 3,480 115,847 SH SOLE 0 115,847 RESEARCH IN MOTIONCOM 760975102 1,011 17,875 SH SOLE 0 17,875 RESMED INC COM 761152107 1,748 58,273 SH SOLE 0 58,273 REYNOLDS AMERICAN COM 761713106 4,530 127,505 SH SOLE 0 127,505 RF INDS LTD COM 749552105 100 25,000 SH SOLE 0 25,000 RF MICRODEVICES INCOM 749941100 673 104,952 SH SOLE 0 104,952 RICHARDSON ELECTRSCOM 763165107 224 17,000 SH SOLE 0 17,000 RICHMONT MINES INCCOM 76547T106 289 43,503 SH SOLE 0 43,503 RIGHTNOW TECHNOLOGCOM 76657R106 240 7,675 SH SOLE 0 7,675 RIO TINTO PLC ADR 767204100 1,607 22,600 SH SOLE 0 22,600 RITCHIE BROS AUCTICOM 767744105 1,309 46,500 SH SOLE 0 46,500 RIVERBED TECHNOLOGCOM 768573107 2,159 57,357 SH SOLE 0 57,357 ROBBINS & MYERS INCOM 770196103 496 10,795 SH SOLE 0 10,795 ROBERT HALF INTL ICOM 770323103 1,688 55,162 SH SOLE 0 55,162 ROCK-TENN CO CL A 772739207 1,038 14,974 SH SOLE 0 14,974 ROCKWELL AUTOMATIOCOM 773903109 5,080 53,671 SH SOLE 0 53,671 ROCKWELL COLLINS ICOM 774341101 3,791 58,474 SH SOLE 0 58,474 ROLLINS INC COM 775711104 2,317 114,129 SH SOLE 0 114,129 ROPER INDS INC NEWCOM 776696106 3,108 35,946 SH SOLE 0 35,946 ROSETTA RESOURCES COM 777779307 26,462 577,641 SH SOLE 0 577,641 ROSS STORES INC COM 778296103 3,193 44,900 SH SOLE 0 44,900 ROVI CORP COM 779376102 2,303 42,926 SH SOLE 0 42,926 ROWAN COS INC COM 779382100 27,985 633,431 SH SOLE 0 633,431 ROYAL DUTCH SHELL ADR 780259206 4,912 67,420 SH SOLE 0 67,420 RPM INTL INC COM 749685103 1,173 49,424 SH SOLE 0 49,424 RUBICON TECHNOLOGYCOM 78112T107 1,138 41,115 SH SOLE 0 41,115 RUDDICK CORP COM 781258108 627 16,251 SH SOLE 0 16,251 RUDOLPH TECHNOLOGICOM 781270103 140 12,800 SH SOLE 0 12,800 RURAL / METRO CORPCOM 781748108 6,486 380,656 SH SOLE 0 380,656 RYANAIR HLDGS PLC ADR 783513104 3,210 115,452 SH SOLE 0 115,452 RYDER SYS INC COM 783549108 977 19,315 SH SOLE 0 19,315 RYLAND GROUP INC COM 783764103 267 16,802 SH SOLE 0 16,802 SABA SOFTWARE INC COM 784932600 1,556 158,300 SH SOLE 0 158,300 SAFEWAY INC COM 786514208 3,268 138,828 SH SOLE 0 138,828 SAIC INC COM 78390X101 1,874 110,751 SH SOLE 0 110,751 SAKS INC COM 79377W108 1,145 101,236 SH SOLE 0 101,236 SALESFORCE COM INCCOM 79466L302 5,956 44,589 SH SOLE 0 44,589 SANDERSON FARMS INCOM 800013104 358 7,800 SH SOLE 0 7,800 SANDISK CORP COM 80004C101 5,520 119,761 SH SOLE 0 119,761 SAPIENS INTL CORP SHS N7716A151 129 32,416 SH SOLE 0 32,416 SARA LEE CORP COM 803111103 15,191 859,689 SH SOLE 0 859,689 SAVVIS INC COM 805423308 937 25,260 SH SOLE 0 25,260 SCANA CORP NEW COM 80589M102 1,689 42,911 SH SOLE 0 42,911 SCHEIN HENRY INC COM 806407102 2,451 34,929 SH SOLE 0 34,929 SCHLUMBERGER LTD COM 806857108 60,088 644,308 SH SOLE 0 644,308 SCHOLASTIC CORP COM 807066105 244 9,028 SH SOLE 0 9,028 SCHWAB CHARLES CORCOM 808513105 6,056 335,866 SH SOLE 0 335,866 SCICLONE PHARMACEUCOM 80862K104 271 67,000 SH SOLE 0 67,000 SCIENTIFIC GAMES CCL A 80874P109 211 24,123 SH SOLE 0 24,123 SCOTTS MIRACLE GROCL A 810186106 1,003 17,335 SH SOLE 0 17,335 SCRIPPS NETWORKS ICL A 811065101 1,711 34,156 SH SOLE 0 34,156 SEACOR HOLDINGS INCOM 811904101 1,214 13,129 SH SOLE 0 13,129 SEALED AIR CORP NECOM 81211K100 1,601 60,065 SH SOLE 0 60,065 SEARS HLDGS CORP COM 812350106 1,357 16,424 SH SOLE 0 16,424 SEI INVESTMENTS COCOM 784117103 1,318 55,178 SH SOLE 0 55,178 SELECT COMFORT CORCOM 81616X103 629 52,120 SH SOLE 0 52,120 SEMPRA ENERGY COM 816851109 4,851 90,681 SH SOLE 0 90,681 SEMTECH CORP COM 816850101 603 24,082 SH SOLE 0 24,082 SENIOR HSG PPTYS TSHS 81721M109 1,242 53,918 SH SOLE 0 53,918 SENSIENT TECHNOLOGCOM 81725T100 681 18,996 SH SOLE 0 18,996 SERVICE CORP INTL COM 817565104 1,009 91,274 SH SOLE 0 91,274 SFN GROUP INC COM 784153108 387 27,470 SH SOLE 0 27,470 SHAMIR OPTICAL INDSHS M83683108 683 49,776 SH SOLE 0 49,776 SHAW GROUP INC COM 820280105 1,145 32,331 SH SOLE 0 32,331 SHERWIN WILLIAMS CCOM 824348106 2,819 33,561 SH SOLE 0 33,561 SHILOH INDS INC COM 824543102 973 83,310 SH SOLE 0 83,310 SHUTTERFLY INC COM 82568P304 934 17,847 SH SOLE 0 17,847 SIEMENS A G ADR 826197501 2,335 17,000 SH SOLE 0 17,000 SIGMA ALDRICH CORPCOM 826552101 2,926 45,975 SH SOLE 0 45,975 SIGMA DESIGNS INC COM 826565103 389 30,000 SH SOLE 0 30,000 SIGNATURE BK NEW YCOM 82669G104 323 5,730 SH SOLE 0 5,730 SIGNET JEWELERS LISHS G81276100 11,505 250,000 SH SOLE 0 250,000 SILGAN HOLDINGS INCOM 827048109 709 18,592 SH SOLE 0 18,592 SILICON LABORATORICOM 826919102 723 16,740 SH SOLE 0 16,740 SILVER STD RES INCCOM 82823L106 615 19,600 SH SOLE 0 19,600 SILVER WHEATON CORCOM 828336107 3,197 73,743 SH SOLE 0 73,743 SILVERLEAF RESORTSCOM 828395103 1,371 566,536 SH SOLE 0 566,536 SIMCERE PHARMACEUTADR 82859P104 477 36,888 SH SOLE 0 36,888 SIMON PPTY GROUP ICOM 828806109 11,999 111,970 SH SOLE 0 111,970 SIMPSON MANUFACTURCOM 829073105 1,819 61,750 SH SOLE 0 61,750 SIMULATIONS PLUS ICOM 829214105 126 40,000 SH SOLE 0 40,000 SKECHERS U S A INCCL A 830566105 937 45,600 SH SOLE 0 45,600 SKILLED HEALTHCARECL A 83066R107 322 22,375 SH SOLE 0 22,375 SKYWORKS SOLUTIONSCOM 83088M102 2,284 70,483 SH SOLE 0 70,483 SL GREEN RLTY CORPCOM 78440X101 2,256 30,001 SH SOLE 0 30,001 SLM CORP COM 78442P106 3,040 198,669 SH SOLE 0 198,669 SM ENERGY CO COM 78454L100 11,634 156,811 SH SOLE 0 156,811 SMART MODULAR TECHSHS G82245104 200 25,800 SH SOLE 0 25,800 SMITHFIELD FOODS ICOM 832248108 1,518 63,103 SH SOLE 0 63,103 SMUCKER J M CO COM 832696405 3,205 44,889 SH SOLE 0 44,889 SNAP ON INC COM 833034101 1,320 21,976 SH SOLE 0 21,976 SOCIEDAD QUIMICA MADR 833635105 232 4,200 SH SOLE 0 4,200 SODASTREAM INTERNASHS M9068E105 266 6,075 SH SOLE 0 6,075 SOLERA HOLDINGS INCOM 83421A104 1,368 26,778 SH SOLE 0 26,778 SONIC AUTOMOTIVE INOTE 83545GAQ5 558 425,000 SH SOLE 0 425,000 SONOCO PRODS CO COM 835495102 3,307 91,290 SH SOLE 0 91,290 SOTHEBYS COM 835898107 1,341 25,491 SH SOLE 0 25,491 SOURCEFIRE INC COM 83616T108 1,379 50,125 SH SOLE 0 50,125 SOUTHERN CO COM 842587107 12,151 318,835 SH SOLE 0 318,835 SOUTHERN UN CO NEWCOM 844030106 1,356 47,381 SH SOLE 0 47,381 SOUTHWESTERN ENERGCOM 845467109 9,516 221,465 SH SOLE 0 221,465 SPARK NETWORKS INCCOM 84651P100 901 286,133 SH SOLE 0 286,133 SPARTON CORP COM 847235108 677 87,119 SH SOLE 0 87,119 SPDR GOLD TRUST SHS 78463V107 6,527 46,666 SH SOLE 0 46,666 SPDR S&P 500 ETF TUNIT 78462F103 49,206 371,116 SH SOLE 0 371,116 SPDR S&P MIDCAP 40UNIT 78467Y107 22,427 124,905 SH SOLE 0 124,905 SPECTRA ENERGY CORCOM 847560109 6,647 244,558 SH SOLE 0 244,558 SPECTRA ENERGY PARCOM 84756N109 1,315 40,000 SH SOLE 0 40,000 SPECTRUM CTL INC COM 847615101 1,937 98,424 SH SOLE 0 98,424 SPREADTRUM COMMUNIADR 849415203 1,879 101,300 SH SOLE 0 101,300 SPRINT NEXTEL CORPCOM 852061100 5,232 1,127,483 SH SOLE 0 1,127,483 SPS COMM INC COM 78463M107 654 42,154 SH SOLE 0 42,154 SPX CORP COM 784635104 1,526 19,227 SH SOLE 0 19,227 SRA INTL INC CL A 78464R105 12,280 433,005 SH SOLE 0 433,005 ST JUDE MED INC COM 790849103 6,291 122,736 SH SOLE 0 122,736 STANCORP FINL GROUCOM 852891100 1,799 39,003 SH SOLE 0 39,003 STANLEY BLACK & DECOM 854502101 4,829 63,045 SH SOLE 0 63,045 STAPLES INC COM 855030102 5,268 271,271 SH SOLE 0 271,271 STARBUCKS CORP COM 855244109 10,393 281,275 SH SOLE 0 281,275 STARWOOD HOTELS&RECOM 85590A401 4,211 72,455 SH SOLE 0 72,455 STATE STR CORP COM 857477103 8,509 189,348 SH SOLE 0 189,348 STATOIL ASA ADR 85771P102 2,479 89,690 SH SOLE 0 89,690 STEEL DYNAMICS INCCOM 858119100 1,555 82,834 SH SOLE 0 82,834 STERICYCLE INC COM 858912108 2,855 32,198 SH SOLE 0 32,198 STERIS CORP COM 859152100 779 22,555 SH SOLE 0 22,555 STERLING BANCSHARECOM 858907108 2,120 246,248 SH SOLE 0 246,248 STRATASYS INC COM 862685104 486 10,335 SH SOLE 0 10,335 STRATEGIC HOTELS &COM 86272T106 3,249 503,713 SH SOLE 0 503,713 STRAYER ED INC COM 863236105 1,327 10,169 SH SOLE 0 10,169 STRYKER CORP COM 863667101 8,648 142,230 SH SOLE 0 142,230 SUBURBAN PROPANE PUNIT 864482104 717 12,700 SH SOLE 0 12,700 SUCCESSFACTORS INCCOM 864596101 1,005 25,715 SH SOLE 0 25,715 SUMMER INFANT INC COM 865646103 995 124,427 SH SOLE 0 124,427 SUN HEALTHCARE GROCOM 86677E100 182 12,900 SH SOLE 0 12,900 SUN HYDRAULICS CORCOM 866942105 2,976 69,050 SH SOLE 0 69,050 SUNCOR ENERGY INC COM 867224107 11,234 250,534 SH SOLE 0 250,534 SUNOCO INC COM 86764P109 2,073 45,480 SH SOLE 0 45,480 SUNOCO LOGISTICS PUNIT 86764L108 1,356 15,625 SH SOLE 0 15,625 SUNOPTA INC COM 8676EP108 454 61,127 SH SOLE 0 61,127 SUNTRUST BKS INC COM 867914103 5,826 202,000 SH SOLE 0 202,000 SUPERGEN INC COM 868059106 242 78,000 SH SOLE 0 78,000 SUPERIOR ENERGY SVCOM 868157108 1,229 29,987 SH SOLE 0 29,987 SUPERVALU INC COM 868536103 714 80,001 SH SOLE 0 80,001 SVB FINL GROUP COM 78486Q101 918 16,124 SH SOLE 0 16,124 SWS GROUP INC COM 78503N107 2,434 401,020 SH SOLE 0 401,020 SYMANTEC CORP COM 871503108 5,335 287,779 SH SOLE 0 287,779 SYNAPTICS INC COM 87157D109 1,235 45,700 SH SOLE 0 45,700 SYNCHRONOSS TECHNOCOM 87157B103 673 19,360 SH SOLE 0 19,360 SYNERGETICS USA INCOM 87160G107 375 63,600 SH SOLE 0 63,600 SYNNEX CORP COM 87162W100 1,519 46,400 SH SOLE 0 46,400 SYNOPSYS INC COM 871607107 1,586 57,370 SH SOLE 0 57,370 SYNOVUS FINL CORP COM 87161C105 716 298,478 SH SOLE 0 298,478 SYSCO CORP COM 871829107 7,249 261,707 SH SOLE 0 261,707 TAIWAN SEMICONDUCTADR 874039100 1,324 108,700 SH SOLE 0 108,700 TALECRIS BIOTHERAPCOM 874227101 10,720 400,000 SH SOLE 0 400,000 TAM SA ADR 87484D103 355 18,000 SH SOLE 0 18,000 TANDY LEATHER FACTCOM 87538X105 108 21,800 SH SOLE 0 21,800 TARGA RES CORP COM 87612G101 2,789 76,961 SH SOLE 0 76,961 TARGA RESOURCES PACOM 87611X105 2,689 77,542 SH SOLE 0 77,542 TARGET CORP COM 87612E106 13,352 266,979 SH SOLE 0 266,979 TAUBMAN CTRS INC COM 876664103 1,136 21,205 SH SOLE 0 21,205 TCF FINL CORP COM 872275102 941 59,318 SH SOLE 0 59,318 TECH DATA CORP COM 878237106 901 17,722 SH SOLE 0 17,722 TECHNE CORP COM 878377100 1,926 26,909 SH SOLE 0 26,909 TECHNOLOGY RESH COCOM 878727304 326 45,600 SH SOLE 0 45,600 TECK RESOURCES LTDCL B 878742204 6,645 125,339 SH SOLE 0 125,339 TECO ENERGY INC COM 872375100 1,520 81,023 SH SOLE 0 81,023 TEEKAY LNG PARTNERUNIT Y8564M105 2,626 64,048 SH SOLE 0 64,048 TEEKAY OFFSHORE PAUNIT Y8565J101 1,537 50,378 SH SOLE 0 50,378 TELEFLEX INC COM 879369106 882 15,204 SH SOLE 0 15,204 TELEPHONE & DATA SCOM 879433100 1,172 34,768 SH SOLE 0 34,768 TELLABS INC COM 879664100 716 136,727 SH SOLE 0 136,727 TEMPLE INLAND INC COM 879868107 962 41,123 SH SOLE 0 41,123 TENARIS S A ADR 88031M109 2,589 52,346 SH SOLE 0 52,346 TENET HEALTHCARE CCOM 88033G100 15,148 2,033,223 SH SOLE 0 2,033,223 TERADATA CORP DEL COM 88076W103 3,215 63,419 SH SOLE 0 63,419 TERADYNE INC COM 880770102 1,645 92,344 SH SOLE 0 92,344 TEREX CORP NEW COM 880779103 1,536 41,468 SH SOLE 0 41,468 TERREMARK WORLDWIDCOM 881448203 12,502 658,000 SH SOLE 0 658,000 TESCO CORP COM 88157K101 1,019 46,450 SH SOLE 0 46,450 TESORO CORP COM 881609101 1,448 53,983 SH SOLE 0 53,983 TESSCO TECHNOLOGIECOM 872386107 1,055 91,731 SH SOLE 0 91,731 TESSERA TECHNOLOGICOM 88164L100 1,164 63,730 SH SOLE 0 63,730 TETRA TECH INC NEWCOM 88162G103 989 40,050 SH SOLE 0 40,050 TEVA PHARMACEUTICAADR 881624209 4,589 91,460 SH SOLE 0 91,460 TEXAS INSTRS INC COM 882508104 15,273 441,916 SH SOLE 0 441,916 TEXTRON INC COM 883203101 2,851 104,075 SH SOLE 0 104,075 THERAGENICS CORP COM 883375107 936 448,076 SH SOLE 0 448,076 THERMO FISHER SCIECOM 883556102 8,181 147,276 SH SOLE 0 147,276 THOMAS & BETTS CORCOM 884315102 1,181 19,852 SH SOLE 0 19,852 THOMPSON CREEK METCOM 884768102 1,473 117,440 SH SOLE 0 117,440 THOR INDS INC COM 885160101 538 16,122 SH SOLE 0 16,122 THORATEC CORP COM 885175307 578 22,294 SH SOLE 0 22,294 TIBCO SOFTWARE INCCOM 88632Q103 1,714 62,904 SH SOLE 0 62,904 TIDEWATER INC COM 886423102 2,139 35,732 SH SOLE 0 35,732 TIFFANY & CO NEW COM 886547108 2,928 47,658 SH SOLE 0 47,658 TII NETWORK TECHNOCOM 872479209 92 32,000 SH SOLE 0 32,000 TIM PARTICIPACOES ADR 88706P106 856 19,600 SH SOLE 0 19,600 TIMBERLAND CO CL A 887100105 603 14,593 SH SOLE 0 14,593 TIME WARNER CABLE COM 88732J207 9,236 129,471 SH SOLE 0 129,471 TIME WARNER INC COM 887317303 15,807 442,767 SH SOLE 0 442,767 TIMKEN CO COM 887389104 1,615 30,882 SH SOLE 0 30,882 TITAN INTL INC ILLCOM 88830M102 1,375 51,690 SH SOLE 0 51,690 TITAN MACHY INC COM 88830R101 304 12,050 SH SOLE 0 12,050 TITANIUM METALS COCOM 888339207 631 33,967 SH SOLE 0 33,967 TJX COS INC NEW COM 872540109 7,421 149,235 SH SOLE 0 149,235 TOLL BROTHERS INC COM 889478103 1,091 55,170 SH SOLE 0 55,170 TOLLGRADE COMMUNICCOM 889542106 1,932 191,692 SH SOLE 0 191,692 TOOTSIE ROLL INDS COM 890516107 270 9,506 SH SOLE 0 9,506 TOR MINERALS INTL COM 890878309 194 10,000 SH SOLE 0 10,000 TORCHMARK CORP COM 891027104 1,953 29,380 SH SOLE 0 29,380 TORONTO DOMINION BCOM 891160509 24,103 273,262 SH SOLE 0 273,262 TOTAL S A ADR 89151E109 4,312 70,730 SH SOLE 0 70,730 TOTAL SYS SVCS INCCOM 891906109 1,104 61,256 SH SOLE 0 61,256 TOWERS WATSON & COCL A 891894107 959 17,287 SH SOLE 0 17,287 TOWN SPORTS INTL HCOM 89214A102 1,191 235,344 SH SOLE 0 235,344 TPC GROUP INC COM 89236Y104 1,273 44,100 SH SOLE 0 44,100 TRACTOR SUPPLY CO COM 892356106 1,657 27,673 SH SOLE 0 27,673 TRANSATLANTIC HLDGCOM 893521104 1,153 23,692 SH SOLE 0 23,692 TRANSCEND SERVICESCOM 893929208 1,430 59,607 SH SOLE 0 59,607 TRANSOCEAN LTD SHS H8817H100 654 8,395 SH SOLE 0 8,395 TRAVELERS COMPANIECOM 89417E109 9,667 162,526 SH SOLE 0 162,526 TREX CO INC COM 89531P105 358 10,985 SH SOLE 0 10,985 TRIANGLE PETE CORPCOM 89600B201 1,327 159,900 SH SOLE 0 159,900 TRIMAS CORP COM 896215209 301 14,000 SH SOLE 0 14,000 TRIMBLE NAVIGATIONCOM 896239100 2,347 46,436 SH SOLE 0 46,436 TRINITY INDS INC COM 896522109 24,458 666,968 SH SOLE 0 666,968 TRIQUINT SEMICONDUCOM 89674K103 277 21,450 SH SOLE 0 21,450 TRIUMPH GROUP INC COM 896818101 489 5,530 SH SOLE 0 5,530 TRUSTMARK CORP COM 898402102 506 21,626 SH SOLE 0 21,626 TUPPERWARE BRANDS COM 899896104 1,426 23,874 SH SOLE 0 23,874 TUTOR PERINI CORP COM 901109108 970 39,820 SH SOLE 0 39,820 TW TELECOM INC COM 87311L104 1,099 57,224 SH SOLE 0 57,224 TWO HBRS INVT CORPCOM 90187B101 179 17,100 SH SOLE 0 17,100 TYCO INTERNATIONALSHS H89128104 7,997 178,626 SH SOLE 0 178,626 TYLER TECHNOLOGIESCOM 902252105 1,557 65,650 SH SOLE 0 65,650 TYSON FOODS INC CL A 902494103 2,158 112,445 SH SOLE 0 112,445 U S AIRWAYS GROUP COM 90341W108 665 76,385 SH SOLE 0 76,385 U S PHYSICAL THERACOM 90337L108 1,226 54,900 SH SOLE 0 54,900 UBS AG SHS H89231338 742 41,104 SH SOLE 0 41,104 UDR INC COM 902653104 1,690 69,366 SH SOLE 0 69,366 UFP TECHNOLOGIES ICOM 902673102 279 16,200 SH SOLE 0 16,200 UGI CORP NEW COM 902681105 1,389 42,233 SH SOLE 0 42,233 ULTA SALON COSMETCCOM 90384S303 998 20,735 SH SOLE 0 20,735 ULTIMATE SOFTWARE COM 90385D107 491 8,350 SH SOLE 0 8,350 ULTRA CLEAN HLDGS COM 90385V107 1,964 189,919 SH SOLE 0 189,919 ULTRA PETROLEUM COCOM 903914109 2,897 58,825 SH SOLE 0 58,825 UNDER ARMOUR INC CL A 904311107 913 13,421 SH SOLE 0 13,421 UNION PAC CORP COM 907818108 20,079 204,199 SH SOLE 0 204,199 UNIT CORP COM 909218109 938 15,136 SH SOLE 0 15,136 UNITED AUTO GROUP NOTE 909440AH2 1,645 1,651,000 SH SOLE 0 1,651,000 UNITED CONTL HLDGSCOM 910047109 1,051 45,700 SH SOLE 0 45,700 UNITED PARCEL SERVCL B 911312106 27,661 372,188 SH SOLE 0 372,188 UNITED RENTALS INCCOM 911363109 767 23,045 SH SOLE 0 23,045 UNITED STATES STL COM 912909108 2,924 54,204 SH SOLE 0 54,204 UNITED TECHNOLOGIECOM 913017109 31,328 370,083 SH SOLE 0 370,083 UNITED THERAPEUTICCOM 91307C102 1,295 19,318 SH SOLE 0 19,318 UNITEDHEALTH GROUPCOM 91324P102 18,639 412,372 SH SOLE 0 412,372 UNITEK GLOBAL SVCSCOM 91324T302 1,516 170,300 SH SOLE 0 170,300 UNITRIN INC COM 913275103 581 18,801 SH SOLE 0 18,801 UNIVERSAL AMERICANCOM 913377107 3,093 135,000 SH SOLE 0 135,000 UNIVERSAL CORP VA COM 913456109 388 8,915 SH SOLE 0 8,915 UNIVERSAL HLTH SVCCL B 913903100 1,831 37,049 SH SOLE 0 37,049 UNIVERSAL INS HLDGCOM 91359V107 131 24,100 SH SOLE 0 24,100 UNUM GROUP COM 91529Y106 3,065 116,764 SH SOLE 0 116,764 URBAN OUTFITTERS ICOM 917047102 1,439 48,244 SH SOLE 0 48,244 URS CORP NEW COM 903236107 1,411 30,647 SH SOLE 0 30,647 US BANCORP DEL COM 902973304 19,153 724,659 SH SOLE 0 724,659 V F CORP COM 918204108 3,216 32,638 SH SOLE 0 32,638 VAALCO ENERGY INC COM 91851C201 139 17,900 SH SOLE 0 17,900 VALE S A ADR 91912E105 2,184 65,500 SH SOLE 0 65,500 VALE S A ADR 91912E204 18,158 615,100 SH SOLE 0 615,100 VALERO ENERGY CORPCOM 91913Y100 8,310 278,667 SH SOLE 0 278,667 VALLEY NATL BANCORCOM 919794107 857 61,419 SH SOLE 0 61,419 VALMONT INDS INC COM 920253101 846 8,104 SH SOLE 0 8,104 VALSPAR CORP COM 920355104 1,426 36,463 SH SOLE 0 36,463 VALUECLICK INC COM 92046N102 445 30,806 SH SOLE 0 30,806 VALUEVISION MEDIA CL A 92047K107 318 49,995 SH SOLE 0 49,995 VANGUARD INTL EQUIETF 922042858 6,784 138,600 SH SOLE 0 138,600 VANGUARD INTL EQUIETF 922042718 1,169 11,465 SH SOLE 0 11,465 VANGUARD NATURAL RUNIT 92205F106 242 7,600 SH SOLE 0 7,600 VARIAN MED SYS INCCOM 92220P105 3,062 45,263 SH SOLE 0 45,263 VARIAN SEMICONDUCTCOM 922207105 1,389 28,549 SH SOLE 0 28,549 VCA ANTECH INC COM 918194101 825 32,775 SH SOLE 0 32,775 VCG HLDG CORP COM 91821K101 295 132,808 SH SOLE 0 132,808 VECTREN CORP COM 92240G101 844 31,041 SH SOLE 0 31,041 VENTAS INC COM 92276F100 3,336 61,428 SH SOLE 0 61,428 VERA BRADLEY INC COM 92335C106 682 16,160 SH SOLE 0 16,160 VERENIUM CORP COM 92340P209 84 27,747 SH SOLE 0 27,747 VERIGY LTD SHS Y93691106 12,780 907,000 SH SOLE 0 907,000 VERISIGN INC COM 92343E102 2,368 65,399 SH SOLE 0 65,399 VERIZON COMMUNICATCOM 92343V104 41,096 1,066,309 SH SOLE 0 1,066,309 VERTEX PHARMACEUTICOM 92532F100 3,724 77,696 SH SOLE 0 77,696 VIACOM INC NEW CL B 92553P201 11,532 247,894 SH SOLE 0 247,894 VISA INC COM 92826C839 13,452 182,726 SH SOLE 0 182,726 VISHAY INTERTECHNOCOM 928298108 1,114 62,818 SH SOLE 0 62,818 VITAMIN SHOPPE INCCOM 92849E101 322 9,520 SH SOLE 0 9,520 VIVO PARTICIPACOESADR 92855S200 670 16,600 SH SOLE 0 16,600 VORNADO RLTY TR SHS 929042109 5,263 60,150 SH SOLE 0 60,150 VULCAN MATLS CO COM 929160109 2,219 48,660 SH SOLE 0 48,660 WABTEC CORP COM 929740108 1,236 18,229 SH SOLE 0 18,229 WADDELL & REED FINCL A 930059100 1,326 32,655 SH SOLE 0 32,655 WAL MART STORES INCOM 931142103 38,448 738,667 SH SOLE 0 738,667 WALGREEN CO COM 931422109 15,146 377,322 SH SOLE 0 377,322 WALTER ENERGY INC COM 93317Q105 3,764 27,794 SH SOLE 0 27,794 WARNACO GROUP INC COM 934390402 950 16,614 SH SOLE 0 16,614 WARNER MUSIC GROUPCOM 934550104 2,166 320,000 SH SOLE 0 320,000 WASHINGTON FED INCCOM 938824109 741 42,715 SH SOLE 0 42,715 WASHINGTON POST COCL B 939640108 874 1,998 SH SOLE 0 1,998 WASTE CONNECTIONS COM 941053100 1,247 43,312 SH SOLE 0 43,312 WASTE MGMT INC DELCOM 94106L109 6,694 179,280 SH SOLE 0 179,280 WATERS CORP COM 941848103 2,992 34,434 SH SOLE 0 34,434 WATSCO INC COM 942622200 742 10,649 SH SOLE 0 10,649 WATSON PHARMACEUTICOM 942683103 2,657 47,442 SH SOLE 0 47,442 WAVE SYSTEMS CORP COM 943526301 705 225,100 SH SOLE 0 225,100 WAYSIDE TECHNOLOGYCOM 946760105 181 13,200 SH SOLE 0 13,200 WEATHERFORD INTERNSHS H27013103 1,703 75,350 SH SOLE 0 75,350 WEB COM GROUP INC COM 94733A104 2,259 155,020 SH SOLE 0 155,020 WEBSTER FINL CORP COM 947890109 596 27,828 SH SOLE 0 27,828 WEINGARTEN RLTY INSHS 948741103 1,148 45,799 SH SOLE 0 45,799 WELLCARE HEALTH PLCOM 94946T106 678 16,158 SH SOLE 0 16,158 WELLPOINT INC COM 94973V107 9,881 141,584 SH SOLE 0 141,584 WELLS FARGO & CO NCOM 949746101 63,366 1,998,301 SH SOLE 0 1,998,301 WENDYS ARBYS GROUPCOM 950587105 617 122,631 SH SOLE 0 122,631 WERNER ENTERPRISESCOM 950755108 446 16,861 SH SOLE 0 16,861 WESTAMERICA BANCORCOM 957090103 567 11,028 SH SOLE 0 11,028 WESTAR ENERGY INC COM 95709T100 1,140 43,166 SH SOLE 0 43,166 WESTERN DIGITAL COCOM 958102105 23,894 640,749 SH SOLE 0 640,749 WESTERN GAS PARTNECOM 958254104 834 23,887 SH SOLE 0 23,887 WESTERN UN CO COM 959802109 5,065 243,864 SH SOLE 0 243,864 WESTWOOD HLDGS GROCOM 961765104 1,530 38,004 SH SOLE 0 38,004 WEYERHAEUSER CO COM 962166104 6,007 244,183 SH SOLE 0 244,183 WGL HLDGS INC COM 92924F106 758 19,433 SH SOLE 0 19,433 WHIRLPOOL CORP COM 963320106 2,448 28,673 SH SOLE 0 28,673 WHOLE FOODS MKT INCOM 966837106 3,666 55,625 SH SOLE 0 55,625 WIDEPOINT CORP COM 967590100 1,332 1,048,773 SH SOLE 0 1,048,773 WILEY JOHN & SONS CL A 968223206 904 17,775 SH SOLE 0 17,775 WILLIAMS COS INC DCOM 969457100 6,892 221,027 SH SOLE 0 221,027 WILLIAMS PARTNERS COM 96950F104 2,328 44,950 SH SOLE 0 44,950 WILLIAMS SONOMA INCOM 969904101 1,618 39,953 SH SOLE 0 39,953 WILMINGTON TRUST CCOM 971807102 1,003 222,000 SH SOLE 0 222,000 WIMM BILL DANN FOOADR 97263M109 803 24,000 SH SOLE 0 24,000 WINDSTREAM CORP COM 97381W104 2,449 190,144 SH SOLE 0 190,144 WISCONSIN ENERGY CCOM 976657106 2,688 88,135 SH SOLE 0 88,135 WMS INDS INC COM 929297109 774 21,897 SH SOLE 0 21,897 WOODWARD INC COM 980745103 777 22,472 SH SOLE 0 22,472 WORTHINGTON INDS ICOM 981811102 442 21,149 SH SOLE 0 21,149 WPCS INTL INC COM 92931L203 496 208,620 SH SOLE 0 208,620 WYNDHAM WORLDWIDE COM 98310W108 2,078 65,327 SH SOLE 0 65,327 WYNN RESORTS LTD COM 983134107 3,645 28,662 SH SOLE 0 28,662 XCEL ENERGY INC COM 98389B100 4,348 181,995 SH SOLE 0 181,995 XEROX CORP COM 984121103 5,619 527,652 SH SOLE 0 527,652 XETA TECHNOLOGIES COM 983909102 879 160,958 SH SOLE 0 160,958 XILINX INC COM 983919101 3,229 98,431 SH SOLE 0 98,431 XINYUAN REAL ESTATADR 98417P105 30 12,913 SH SOLE 0 12,913 XL GROUP PLC SHS G98290102 2,885 117,264 SH SOLE 0 117,264 YAHOO INC COM 984332106 8,235 493,707 SH SOLE 0 493,707 YAMANA GOLD INC COM 98462Y100 1,258 102,233 SH SOLE 0 102,233 YUM BRANDS INC COM 988498101 10,700 208,248 SH SOLE 0 208,248 ZEBRA TECHNOLOGIESCL A 989207105 832 21,194 SH SOLE 0 21,194 ZHONGPIN INC COM 98952K107 418 27,590 SH SOLE 0 27,590 ZIMMER HLDGS INC COM 98956P102 4,385 72,440 SH SOLE 0 72,440 ZIONS BANCORPORATICOM 989701107 1,591 69,006 SH SOLE 0 69,006 ZOLL MED CORP COM 989922109 588 13,130 SH SOLE 0 13,130 ZUMIEZ INC COM 989817101 886 33,535 SH SOLE 0 33,535