0001423442-11-000012.txt : 20110811 0001423442-11-000012.hdr.sgml : 20110811 20110811145520 ACCESSION NUMBER: 0001423442-11-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110811 DATE AS OF CHANGE: 20110811 EFFECTIVENESS DATE: 20110811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: O'SHAUGHNESSY ASSET MANAGEMENT, LLC CENTRAL INDEX KEY: 0001423442 IRS NUMBER: 208958799 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12966 FILM NUMBER: 111027440 BUSINESS ADDRESS: STREET 1: 6 SUBURBAN AVENUE CITY: STAMFORD STATE: CT ZIP: 06901-2012 BUSINESS PHONE: 203-975-3333 MAIL ADDRESS: STREET 1: 6 SUBURBAN AVENUE CITY: STAMFORD STATE: CT ZIP: 06901-2012 13F-HR 1 osam13f6302011.txt OSAM13F6302011FINAL 4TYPE: 13F-HR PERIOD 6/30/2011 FILER CIK: 0001423442 SUBMISSION - CONTACT NAME Raymond Amoroso, III, Esq. PHONE 203-975-3318 Attached Documents Page (2) FORM 13F FORM 13F COVER PAGE Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2011 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: O'Shaughnessy Asset Management, LLC Address: 6 Suburban Avenue Stamford, CT 06901 Form 13F File Number: 28-10399 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, list, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Raymond Amoroso, III, Esq. Title: Chief Compliance Officer Phone: 203-975-3318 Signature, Place, and Date of Signing: /s/ Raymond Amoroso, III, Esq., Stamford, CT August 11, 2011 Report Type: [x] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1,165 Form 13F Information Table Value Total: 3,096,812,069 List of Other Included Managers: No. 13F File Number Name 1 - 028-12567 -- Mercer Global Investments, Inc. Form 13 F Information Table FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 NAME TITLE CUSIP VALUE SHRS OR-SH/ INVESTMEMT OTHER VOTING OF ISSUER OF CLASS (x1000) -PUT/PRN DISCRETION MAN. 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COMMON N20935206 3304.779185 85395 85395 NONE Sole CNO FINANCIAL GROUP INC COMMON 12621E103 7166.7764 906040 906040 NONE Sole CNOOC LTD-ADR COMMON 126132109 640.31402 2714 2714 NONE Sole COACH INC COMMON 189754104 63.22677 989 989 NONE Sole COCA COLA HELLENIC BTLNG-ADR COMMON 1912EP104 10.67724 399 399 NONE Sole COCA-COLA BOTTLING CO CONSOL COMMON 191098102 1.08256 16 16 NONE Sole COCA-COLA CO/THE COMMON 191216100 14494.12055 215269 215269 NONE Sole COCA-COLA ENTERPRISES COMMON 19122T109 11921.65373 407826 366094 41732 Sole COCA-COLA FEMSA SAB-SP ADR COMMON 191241108 10.69615 115 115 NONE Sole COGNEX CORP COMMON 192422103 953.8107871 26877 26877 NONE Sole COGNIZANT TECH SOLUTIONS-A COMMON 192446102 112.79692 1538 1538 NONE Sole COHERENT INC COMMON 192479103 66.03322883 1192 1192 NONE Sole COINSTAR INC COMMON 19259P300 1079.622572 19765 19765 NONE Sole COLGATE-PALMOLIVE CO COMMON 194162103 16889.6985 192860 192860 NONE Sole COLLECTIVE BRANDS INC COMMON 19421W100 1.67466 114 114 NONE Sole COMCAST CORP-CLASS A COMMON 20030N101 7584.352206 298498 298498 NONE Sole COMMERCIAL VEHICLE GROUP INC COMMON 202608105 2990.907466 210304 210304 NONE Sole COMPANHIA DE BEBIDAS-PRF ADR COMMON 20441W203 422.13095 12515 12515 NONE Sole COMPLETE PRODUCTION SERVICES COMMON 20453E109 12416.09185 371897 371897 NONE Sole CONAGRA FOODS INC COMMON 205887102 19670.61661 761325.946 738265.946 23060 Sole CONOCOPHILLIPS COMMON 20825C104 23396.48455 310911.481 306398.481 4513 Sole CONSOL ENERGY INC COMMON 20854P109 1159.93248 23926 23926 NONE Sole CONSOLIDATED COMMUNICATIONS COMMON 209034107 61.27488 3152 3152 NONE Sole CONSOLIDATED GRAPHICS INC COMMON 209341106 600.8581286 10906 10906 NONE Sole CON-WAY INC COMMON 205944101 738.98121 19041 19041 NONE Sole COOPER COS INC/THE COMMON 216648402 119.17696 1504 1504 NONE Sole COOPER TIRE & RUBBER COMMON 216831107 13.97174 706 706 NONE Sole COPA HOLDINGS SA-CLASS A COMMON P31076105 36.50678 547 547 NONE Sole Copart Inc. COMMON 217204106 24.1854 519 519 NONE Sole CORE LABORATORIES N.V. COMMON N22717107 9.14628 82 82 NONE Sole Core Molding Technologies Inc. COMMON 218683100 1.74915 195 195 NONE Sole CORELOGIC INC COMMON 21871D103 0.26736 16 16 NONE Sole Corning Inc. COMMON 219350105 261.5052 14408 14408 NONE Sole COST PLUS INC CALIF COMMON 221485105 7431.042608 741771 741771 NONE Sole COSTCO WHOLESALE CORP COMMON 22160K105 234.7836 2890 2890 NONE Sole COVENANT TRANSPORT GRP-CL A COMMON 22284P105 1.89875 245 245 NONE Sole COVENTRY HEALTH CARE INC COMMON 222862104 67.17774 1842 1842 NONE Sole CPFL ENERGIA SA-ADR COMMON 126153105 74.5602 858 858 NONE Sole CPI CORP COMMON 125902106 1.0783 82 82 NONE Sole CR BARD INC COMMON 067383109 126.00942 1147 1147 NONE Sole CRACKER BARREL OLD COUNTRY COMMON 22410J106 189.74488 3848 3848 NONE Sole CRAFT BREWERS ALLIANCE INC COMMON 224122101 4.17585 485 485 NONE Sole CRANE CO COMMON 224399105 595.0236512 12011 12011 NONE Sole CREDIT SUISSE GROUP-SPON ADR COMMON 225401108 327.72898 8399 8399 NONE Sole CRH PLC-SPONSORED ADR COMMON 12626K203 9060.38152 402326 402326 NONE Sole CROCS INC COMMON 227046109 6671.148458 258683 258683 NONE Sole CROSSTEX ENERGY INC COM COMMON 22765Y104 1011.457051 84828 84828 NONE Sole CSS INDUSTRIES INC COMMON 125906107 1.54882 74 74 NONE Sole CSX CORP COMMON 126408103 20018.13705 761414 761414 NONE Sole CUBIC CORP COMMON 229669106 18.81531 369 369 NONE Sole CUBIST PHARMACEUTICALS INC COMMON 229678107 821.8895922 22819 22819 NONE Sole CUMMINS INC COMMON 231021106 5366.077181 51838 51838 NONE Sole CUMULUS MEDIA INC-CL A COMMON 231082108 3.822 1092 1092 NONE Sole CVR ENERGY INC COMMON 12662P108 1329.23775 53904 53904 NONE Sole CVS CAREMARK CORP COMMON 126650100 14451.49557 383582 362488 21094 Sole CYBERONICS INC COMMON 23251P102 762.1942403 27208 27208 NONE Sole CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1116.950259 52801 52801 NONE Sole Daktronics Inc. COMMON 234264109 368.6632495 34121 34121 NONE Sole DANA HOLDING CORP COMMON 235825205 1433.812048 78207 78207 NONE Sole Danaos Corp. COMMON Y1968P105 24.695 4490 4490 NONE Sole DDi Corp. COMMON 233162502 0.44838 47 47 NONE Sole DEAN FOODS CO COMMON 242370104 1716.478896 139775 139775 NONE Sole DECKERS OUTDOOR CORP COMMON 243537107 4643.940312 52641 52641 NONE Sole DEERE & CO COMMON 244199105 1494.3238 18124 18124 NONE Sole DELEK US HOLDINGS INC COMMON 246647101 7.1906 458 458 NONE Sole DELHAIZE GROUP - SPONS ADR COMMON 29759W101 5.72736 76 76 NONE Sole DELPHI FINANCIAL GROUP-CL A COMMON 247131105 795.30067 27227 27227 NONE Sole DELTA AIR LINES INC COMMON 247361702 998.59466 108898 108898 NONE Sole DELTA APPAREL INC COMMON 247368103 1.326 78 78 NONE Sole DELUXE CORP COMMON 248019101 266.3091251 10755 10755 NONE Sole DENBURY RES INC COM NEW COMMON 247916208 63.28 3164 3164 NONE Sole DENNY'S CORP COMMON 24869P104 45.94308 11841 11841 NONE Sole DESTINATION MATERNITY CORP COMMON 25065D100 851.8557218 42521 42521 NONE Sole DEVON ENERGY CORPORATION COMMON 25179M103 1708.75842 21682 21682 NONE Sole DIAMOND FOODS INC COMMON 252603105 541.6327792 7076 7076 NONE Sole Dice Holdings Inc. COMMON 253017107 0.5408 40 40 NONE Sole DILLARDS INC-CL A COMMON 254067101 10448.67539 199972 199972 NONE Sole DINEEQUITY INC COMMON 254423106 3410.653235 65126 65126 NONE Sole DIRECTV-CLASS A COMMON 25490A101 31820.08262 624698 553560 71138 Sole DISCOVER FINANCIAL SERVICES COMMON 254709108 182.542 6824 6824 NONE Sole DISCOVERY COMMUNICATIONS-A COMMON 25470F104 3.03104 74 74 NONE Sole DISH NETWORK CORP-A COMMON 25470M109 1391.19154 45309 45309 NONE Sole DOLLAR FINANCIAL CORP COMMON 256664103 366.7648208 16895 16895 NONE Sole DOLLAR TREE INC COMMON 256746108 145.96442 2191 2191 NONE Sole DOMINO'S PIZZA INC COMMON 25754A201 3392.024273 134173 134173 NONE Sole DOMTAR CORP COMMON 257559203 841.4112145 8860 8860 NONE Sole DORMAN PRODUCTS INC COMMON 258278100 2403.537518 60574 60574 NONE Sole Double Eagle Petroleum Co. COMMON 258570209 0.41078 47 47 NONE Sole Douglas Dynamics Inc. COMMON 25960R105 0.61581 39 39 NONE Sole DOVER CORP COMMON 260003108 2.4408 36 36 NONE Sole DOW CHEMICAL CO/THE COMMON 260543103 39.384 1094 1094 NONE Sole DR HORTON INC COMMON 23331A109 478.5759127 41486 41486 NONE Sole DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 2.89317 69 69 NONE Sole DSW INC-CLASS A COMMON 23334L102 1887.735652 37207 37207 NONE Sole DU PONT (E.I.) DE NEMOURS COMMON 263534109 7212.086931 133230 133230 NONE Sole DUFF & PHELPS CORP-CL A COMMON 26433B107 159.66935 12445 12445 NONE Sole DXP ENTERPRISES INC COMMON 233377407 29.5581 1166 1166 NONE Sole DYCOM INDUSTRIES INC COMMON 267475101 3329.787722 203479 203479 NONE Sole DYNAMICS RESEARCH CORP COMMON 268057106 5.97432 438 438 NONE Sole EARTHLINK INC COMMON 270321102 0.43092 56 56 NONE Sole EASTMAN CHEMICAL CO COMMON 277432100 7.45111 73 73 NONE Sole EASTMAN KODAK CO COMMON 277461109 744.27126 207897 207897 NONE Sole EASYLINK SERVICES INTL-CL A COMMON 277858106 3.35216 574 574 NONE Sole EATON CORP COMMON 278058102 644.2569 12522 12522 NONE Sole Echo Global Logistics Inc. COMMON 27875T101 0.994 56 56 NONE Sole ECHOSTAR CORP-A COMMON 278768106 358.76264 9848 9848 NONE Sole ECOPETROL SA-SPONSORED ADR COMMON 279158109 4.62105 105 105 NONE Sole Education Management Corp. COMMON 28140M103 45.0072 1880 1880 NONE Sole EDWARDS LIFESCIENCES CORP COMMON 28176E108 2657.50794 30483 30483 NONE Sole EINSTEIN NOAH RESTAURANT GRO COMMON 28257U104 4.91016 328 328 NONE Sole EL PASO CORP COMMON 28336L109 792.8904 39252 39252 NONE Sole EL PASO ELECTRIC CO COMMON 283677854 302.3603 9361 9361 NONE Sole ELECTRO SCIENTIFIC INDS INC COMMON 285229100 1720.447265 89058 89058 NONE Sole ELECTRONIC ARTS INC COMMON 285512109 100.418 4255 4255 NONE Sole ELECTRONICS FOR IMAGING COMMON 286082102 55.55172 3226 3226 NONE Sole ELI LILLY & CO COMMON 532457108 28604.13411 761408.698 761408.698 NONE Sole ELIZABETH ARDEN INC COMMON 28660G106 1273.791267 43799 43799 NONE Sole ELSTER GROUP SE-ADR COMMON 290348101 7.19082 439 439 NONE Sole EMC CORP/MASS COMMON 268648102 0.1102 4 4 NONE Sole EMCORE CORP COMMON 290846104 544.9559574 198368 198368 NONE Sole EMERSON ELECTRIC CO COMMON 291011104 131.2875 2334 2334 NONE Sole EMERSON RADIO CORP COMMON 291087203 0.35148 174 174 NONE Sole EMP DISTRIB Y COMERC NOR-ADR COMMON 29244A102 8.36729 835 835 NONE Sole EMPLOYERS HOLDINGS INC COMMON 292218104 0.36894 22 22 NONE Sole EMS TECHNOLOGIES INC COMMON 26873N108 11.63841 353 353 NONE Sole ENCANA CORP COMMON 292505104 1151.2728 37391.127 37391.127 NONE Sole ENCORE CAPITAL GROUP INC COMMON 292554102 299.6461216 9728 9728 NONE Sole ENDO PHARMACEUT HLDGS INC COMMON 29264F205 1936.95723 48219 48219 NONE Sole ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 365.93582 8854 8854 NONE Sole Energy Partners Ltd. COMMON 29270U303 4.32452 292 292 NONE Sole ENERGY XXI BERMUDA COMMON G10082140 1309.13376 39408 39408 NONE Sole ENI SPA-SPONSORED ADR COMMON 26874R108 8968.55842 188613.216 188613.216 NONE Sole ENPRO INDUSTRIES INC COMMON 29355X107 59.84715 1245 1245 NONE Sole ENSIGN GROUP INC/THE COMMON 29358P101 1428.853188 46902 46902 NONE Sole ENTEGRIS INC COMMON 29362U104 497.159654 48995 48995 NONE Sole ERICSSON (LM) TEL-SP ADR COMMON 294821608 137.38652 9554 9554 NONE Sole ERIE INDEMNITY COMPANY-CL A COMMON 29530P102 2041.648499 28821 28821 NONE Sole ESTEE LAUDER COMPANIES-CL A COMMON 518439104 2623.647924 24933 24933 NONE Sole ESTERLINE TECHNOLOGIES CORP COMMON 297425100 781.899439 10207 10207 NONE Sole Ethan Allen Interiors Inc. COMMON 297602104 1.12837 53 53 NONE Sole EXIDE TECHNOLOGIES COMMON 302051206 1578.132423 206239.999 206239.999 NONE Sole EXPEDITORS INTL WASH INC COMMON 302130109 303.86384 5936 5936 NONE Sole Express Inc. COMMON 30219E103 3.052 140 140 NONE Sole EXPRESS SCRIPTS INC COMMON 302182100 17.5435 325 325 NONE Sole EXXON MOBIL CORP COMMON 30231G102 4543.419144 55703.001 55703.001 NONE Sole EZCORP INC-CL A COMMON 302301106 1.70761 48 48 NONE Sole F5 NETWORKS INC COMMON 315616102 3545.069056 32144 32144 NONE Sole Fabrinet COMMON G3323L100 40.20768 1656 1656 NONE Sole FAIR ISAAC CORP COMMON 303250104 0.5436 18 18 NONE Sole FAIRCHILD SEMICONDUCTOR INTE COMMON 303726103 3328.23309 198938 198938 NONE Sole FAMOUS DAVE'S OF AMERICA COMMON 307068106 1.96196 196 196 NONE Sole FARO TECHNOLOGIES INC COMMON 311642102 1114.11534 25403 25403 NONE Sole FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 2279.863934 70884 70884 NONE Sole FEDERAL-MOGUL CORP COMMON 313549404 429.2608357 18772 18772 NONE Sole FEI COMPANY COMMON 30241L109 3290.105606 86117 86117 NONE Sole FERRO CORP COMMON 315405100 2437.108891 180983 180983 NONE Sole FIFTH THIRD BANCORP COMMON 316773100 5.712 448 448 NONE Sole FINISAR CORPORATION COMMON 31787A507 855.219916 47366 47366 NONE Sole FINISH LINE/THE - CL A COMMON 317923100 41.7086 1949 1949 NONE Sole First American Corp. COMMON 31847R102 1697.8998 108492 108492 NONE Sole FIRST CASH FINL SVCS INC COMMON 31942D107 0.50388 12 12 NONE Sole FIRST HORIZON NATIONAL CORP COMMON 320517105 25.97742 2723 2723 NONE Sole First Merchants Corp. COMMON 320817109 12.54282 1403 1403 NONE Sole FIRST SOLAR INC COMMON 336433107 965.2192927 7293 7293 NONE Sole FIRSTSERVICE CORP SUB VTG SH COMMON 33761N109 1991.493934 57536 57536 NONE Sole FISHER COMMUNICATIONS INC COM COMMON 337756209 4.05552 136 136 NONE Sole FIVE STAR QUALITY CARE COMMON 33832D106 666.1580573 114374 114374 NONE Sole FLOTEK INDUSTRIES INC COMMON 343389102 5016.488885 587431 587431 NONE Sole FLOWERS FOODS INC COMMON 343498101 53.51312 2428 2428 NONE Sole FLY LEASING LTD-ADR COMMON 34407D109 9.487 716 716 NONE Sole FOMENTO ECONOMICO MEX-SP ADR COMMON 344419106 21.47627 323 323 NONE Sole FOOT LOCKER INC COMMON 344849104 48.20904 2029 2029 NONE Sole FORD MOTOR CO COMMON 345370860 2223.48581 161239 161239 NONE Sole FOREST LABORATORIES INC COMMON 345838106 195.55914 4971 4971 NONE Sole Formula Systems (1985) Ltd. (ADS) COMMON 346414105 497.5133435 29076 29076 NONE Sole FOSSIL INC COMMON 349882100 6753.073175 57316 57316 NONE Sole FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 12480.49606 586214 530319 55895 Sole FRANKLIN ELECTRIC CO INC COMMON 353514102 38.07645 811 811 NONE Sole FRANKLIN RESOURCES INC COMMON 354613101 4956.97552 37755.926 37755.926 NONE Sole FRED'S INC-CLASS A COMMON 356108100 116.21922 8054 8054 NONE Sole FREEPORT-MCMORAN COPPER COMMON 35671D857 7809.497811 147602.347 147602.347 NONE Sole FREIGHTCAR AMERICA INC COMMON 357023100 3.2942 130 130 NONE Sole FRESENIUS MEDICAL CARE-ADR COMMON 358029106 942.9381 12623 12623 NONE Sole FRESH DEL MONTE PRODUCE INC COMMON G36738105 3.97383 149 149 NONE Sole FULL HOUSE RESORTS INC COMMON 359678109 1.00485 319 319 NONE Sole FURMANITE CORP COM COMMON 361086101 586.0183273 73607 73607 NONE Sole FURNITURE BRANDS INTL INC COMMON 360921100 0.69966 169 169 NONE Sole FXCM Inc. COMMON 302693106 82.35584 8302 8302 NONE Sole GAMESTOP CORP-CLASS A COMMON 36467W109 0.74676 28 28 NONE Sole GANNETT CO COMMON 364730101 6.54424 457 457 NONE Sole GAP INC/THE COMMON 364760108 23586.43784 1300184 1189144 111040 Sole Gardner Denver Inc. COMMON 365558105 544.5864903 6468 6468 NONE Sole GARTNER INC COMMON 366651107 578.0766594 14316 14316 NONE Sole GENCORP INC COMMON 368682100 5.75232 896 896 NONE Sole GENERAL CABLE CORP COMMON 369300108 895.545661 20990 20990 NONE Sole GENERAL COMMUNICATION INC-A COMMON 369385109 5383.158115 445085 445085 NONE Sole GENERAL DYNAMICS CORP COMMON 369550108 7532.165745 100804 100804 NONE Sole GENERAL MILLS INC COMMON 370334104 7570.770577 202858 202858 NONE Sole GENERAL MTRS CORP COM COMMON 37045V100 326.24856 10746 10746 NONE Sole GENESCO INC COMMON 371532102 1109.324534 21248 21248 NONE Sole GENWORTH FINANCIAL INC-CL A COMMON 37247D106 20.18992 1964 1964 NONE Sole GEORGIA GULF CORP COMMON 373200302 8506.051214 352221 352221 NONE Sole GFI GROUP INC COMMON 361652209 11.14911 2429 2429 NONE Sole G-III APPAREL GROUP LTD COMMON 36237H101 1648.068546 47677 47677 NONE Sole GILEAD SCIENCES INC COMMON 375558103 21300.54635 513151 472649 40502 Sole GLATFELTER COMMON 377316104 12.08868 786 786 NONE Sole GLAXOSMITHKLINE PLC-SPON ADR COMMON 37733W105 2293.9917 53473 53473 NONE Sole Global Geophysical Services Inc. COMMON 37946S107 1.424 80 80 NONE Sole GLOBAL INDEMNITY PLC COMMON G39319101 0.46578 21 21 NONE Sole Global Power Equipment Group Inc. COMMON 37941P306 1347.218348 50703 50703 NONE Sole GLOBAL SHIP LEASE INC-CL A COMMON Y27183105 1936.036076 362890 362890 NONE Sole GLOBAL SOURCES LIMITED COMMON G39300101 375.1930199 40741 40741 NONE Sole GLOBECOMM SYS INC COM COMMON 37956X103 1750.540133 112229 112229 NONE Sole GOODYEAR TIRE & RUBBER CO COMMON 382550101 4516.254737 269134 269134 NONE Sole GOOGLE INC-CL A COMMON 38259P508 2584.56352 5104 5104 NONE Sole GP STRATEGIES CORP COMMON 36225V104 8.51018 623 623 NONE Sole Graco Inc COMMON 384109104 329.94858 6513 6513 NONE Sole GRAHAM CORP COMMON 384556106 0.4488 22 22 NONE Sole GRAPHIC PACKAGING HOLDING CO COMMON 388689101 878.5721039 161331 161331 NONE Sole GRAY TELEVISION INC COMMON 389375106 1.5312 580 580 NONE Sole GREAT LAKES DREDGE & DOCK CO COMMON 390607109 3.22524 578 578 NONE Sole GREAT WOLF RESORTS INC COMMON 391523107 1.03968 342 342 NONE Sole GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 6415.624531 71814 71814 NONE Sole GREEN PLAINS RENEWABLE ENERG COMMON 393222104 1964.26555 182045 182045 NONE Sole GREENBRIER COMPANIES INC COMMON 393657101 6164.761108 311254 311254 NONE Sole GROUP 1 AUTOMOTIVE INC COMMON 398905109 1547.17378 37571 37571 NONE Sole GRUMA S.A.B.-SPONSORED ADR COMMON 400131306 198.08136 24039 24039 NONE Sole GT SOLAR INTERNATIONAL INC COMMON 3623E0209 5274.643382 325309 325309 NONE Sole GULF IS FABRICATION INC COM COMMON 402307102 2.87292 89 89 NONE Sole HAIN CELESTIAL GROUP INC COMMON 405217100 1591.531558 47587 47587 NONE Sole HALLIBURTON CO COMMON 406216101 1731.705 33955 33955 NONE Sole HANDY & HARMAN LTD COMMON 410315105 10.57293 687 687 NONE Sole HANOVER INSURANCE GROUP INC/ COMMON 410867105 308.54322 8182 8182 NONE Sole HANSEN NATURAL CORP COMMON 411310105 635.8862318 7848 7848 NONE Sole HARDINGE INC COMMON 412324303 2.84751 261 261 NONE Sole HARLEY-DAVIDSON INC COMMON 412822108 692.0781265 16884 16884 NONE Sole HARLEYSVILLE GROUP INC COMMON 412824104 156.90978 5034 5034 NONE Sole HARTFORD FINANCIAL SVCS GRP COMMON 416515104 3.03255 115 115 NONE Sole HASBRO INC COMMON 418056107 99.63324 2268 2268 NONE Sole HASTINGS ENTERTAINMENT INC COMMON 418365102 1.1357 277 277 NONE Sole HAWAIIAN ELECTRIC INDS COMMON 419870100 37.5336 1560 1560 NONE Sole HAWAIIAN HOLDINGS INC COMMON 419879101 0.6783 119 119 NONE Sole Haynes International Inc. COMMON 420877201 497.3158284 8010 8010 NONE Sole HCC Insurance Holdings Inc. COMMON 404132102 0.693 22 22 NONE Sole HEADWATERS INC COMMON 42210P102 1.11428 356 356 NONE Sole HEALTH MGMT ASSOCIATES INC-A COMMON 421933102 243.33694 22573 22573 NONE Sole HEALTHSPRING INC COMMON 42224N101 3958.534203 85722 85722 NONE Sole HEALTHWAYS INC COMMON 422245100 659.9863681 43432 43432 NONE Sole HEICO CORP COMMON 422806109 54.68526 999 999 NONE Sole Heidrick & Struggles International IncCOMMON 422819102 1045.49256 46179 46179 NONE Sole HERBALIFE LTD COMMON G4412G101 3463.029815 59989 59989 NONE Sole HERCULES OFFSHORE INC COMMON 427093109 2.84867 517 517 NONE Sole HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 0.93692 59 59 NONE Sole HESS CORP COMMON 42809H107 5.08368 68 68 NONE Sole HEWLETT-PACKARD CO COMMON 428236103 11478.96228 314885 299939 14946 Sole HEXCEL CORP COMMON 428291108 354.6229962 16176 16176 NONE Sole HHGREGG INC COMMON 42833L108 1.9966 149 149 NONE Sole HIBBETT SPORTS INC COMMON 428567101 54.18501 1331 1331 NONE Sole HICKORYTECH CORP COMMON 429060106 1.03356 87 87 NONE Sole HILL-ROM HOLDINGS INC COMMON 431475102 498.164321 10792 10792 NONE Sole HITACHI LTD -ADR COMMON 433578507 4169.55736 70006 70006 NONE Sole HOME DEPOT INC COMMON 437076102 30857.89716 850651.107 850651.107 NONE Sole HONDA MOTOR CO LTD-SPONS ADR COMMON 438128308 40.11579 1039 1039 NONE Sole HORACE MANN EDUCATORS COMMON 440327104 1253.13958 80278 80278 NONE Sole HOUSTON WIRE & CABLE CO COM COMMON 44244K109 6.23555 401 401 NONE Sole HSN INC COMMON 404303109 237.5909834 7199 7199 NONE Sole HUMANA INC COMMON 444859102 2697.669982 33466 33466 NONE Sole HUNTINGTON INGALLS INDUSTRIES COMMON 446413106 1.2075 35 35 NONE Sole HUNTSMAN CORP COMMON 447011107 501.31575 26595 26595 NONE Sole HURON CONSULTING GROUP INC COMMON 447462102 939.0588197 31058 31058 NONE Sole IDT CORP-CLASS B COMMON 448947507 18953.314 700504.099 700504.099 NONE Sole ILLINOIS TOOL WORKS COMMON 452308109 2632.54698 46602 46602 NONE Sole ILLUMINA INC COMMON 452327109 0.52605 7 7 NONE Sole IMPAX LABORATORIES INC COMMON 45256B101 41.27026 1894 1894 NONE Sole INFINERA CORP COMMON 45667G103 9.50816 1376 1376 NONE Sole INFINITY PROPERTY & CASUALTY COMMON 45665Q103 1613.0166 29510 29510 NONE Sole INFORMATICA CORP COMMON 45666Q102 2513.836749 43003 43003 NONE Sole ING GROEP N.V.-SPONSORED ADR COMMON 456837103 34.69785 2805 2805 NONE Sole INGERSOLL-RAND PLC COMMON G47791101 3.81444 84 84 NONE Sole INGLES MARKETS INC -CL A COMMON 457030104 2063.37125 124675 124675 NONE Sole INNOPHOS HOLDINGS INC COMMON 45774N108 433.7370805 8869 8869 NONE Sole INNOSPEC INC COMMON 45768S105 8016.676528 237926 237926 NONE Sole INSIGHT ENTERPRISES INC COMMON 45765U103 1918.66598 108338 108338 NONE Sole INTEGRAMED AMERICA INC COMMON 45810N302 0.78165 81 81 NONE Sole INTEGRATED SILICON SOLUTION COMMON 45812P107 0.52218 54 54 NONE Sole INTEGRYS ENERGY GROUP INC COMMON 45822P105 4.45824 86 86 NONE Sole INTEL CORP COMMON 458140100 24452.06231 1103049.445 1103049.445 NONE Sole INTER PARFUMS INC COMMON 458334109 815.4590003 35315 35315 NONE Sole INTERCONTINENTALEXCHANGE INC COMMON 45865V100 14.21694 114 114 NONE Sole INTERDIGITAL INC COMMON 45867G101 3804.321872 93057 93057 NONE Sole INTERFACE INC-CLASS A COMMON 458665106 5495.748691 283080 283080 NONE Sole INTERNAP NETWORK SERVICES COMMON 45885A300 38.12445 5187 5187 NONE Sole INTERNATIONAL PAPER CO COMMON 460146103 1126.047552 37788 37788 NONE Sole INTERNET GOLD-GOLDEN LINES COMMON M56595107 2.0181 93 93 NONE Sole INTERNET INITIATIVE-SPON ADR COMMON 46059T109 177.05789 18587 18587 NONE Sole INTERSECTIONS INC COMMON 460981301 5733.092561 314239 314239 NONE Sole INTL ASSETS HOLDING CORP COMMON 46116V105 2415.69801 99781 99781 NONE Sole INTL BUSINESS MACHINES CORP COMMON 459200101 36827.65545 214328.757 211171.757 3157 Sole INTL SHIPHOLDING CORP COMMON 460321201 0.4256 20 20 NONE Sole INTUIT INC COMMON 461202103 1619.977577 31216 31216 NONE Sole INTUITIVE SURGICAL INC COMMON 46120E602 39.07155 105 105 NONE Sole ION GEOPHYSICAL CORP COMMON 462044108 5429.938359 573620 573620 NONE Sole IRON MOUNTAIN INC COMMON 462846106 151.08688 4432 4432 NONE Sole IRSA -SP ADR COMMON 450047204 32.03328 2328 2328 NONE Sole iShares GSCI Commodity Indexed Trust COMMON 46428R107 87.62859 2569 2569 NONE Sole ISLE OF CAPRI CASINOS COMMON 464592104 0.68145 77 77 NONE Sole ITAU UNIBANCO HLDNG-PREF ADR COMMON 465562106 16.956 720 720 NONE Sole ITT EDUCATIONAL SERVICES INC COMMON 45068B109 168.216 2150 2150 NONE Sole IXYS CORPORATION COMMON 46600W106 2230.029344 148548 148548 NONE Sole J.C. PENNEY CO INC COMMON 708160106 564.208885 16353 16353 NONE Sole JA SOLAR HOLDINGS CO LTD-ADR COMMON 466090107 1207.913537 217459 217459 NONE Sole JABIL CIRCUIT INC COMMON 466313103 38.4002 1901 1901 NONE Sole JAKKS PACIFIC INC COMMON 47012E106 8.2845 450 450 NONE Sole JAMES RIVER COAL CO COMMON 470355207 894.92688 42984 42984 NONE Sole JDS UNIPHASE CORP COMMON 46612J507 1541.42943 92439 92439 NONE Sole JETBLUE AIRWAYS CORP COMMON 477143101 601.5594026 98391 98391 NONE Sole JinkoSolar Holding Co. Ltd. ADS COMMON 47759T100 521.67492 19671 19671 NONE Sole JOHNSON & JOHNSON COMMON 478160104 14321.56967 215308.495 215308.495 NONE Sole JOHNSON CONTROLS INC COMMON 478366107 65.03126 1561 1561 NONE Sole JOHNSON OUTDOORS INC-A COMMON 479167108 2.6536 155 155 NONE Sole JONES LANG LASALLE INC COMMON 48020Q107 315.0438896 3332 3332 NONE Sole JOS A BANK CLOTHIERS INC COMMON 480838101 41.80836 836 836 NONE Sole JOURNAL COMMUNICATIONS INC-A COMMON 481130102 5.06143 979 979 NONE Sole JOY GLOBAL INC COMMON 481165108 2487.334449 26091 26091 NONE Sole JPMORGAN CHASE & CO COMMON 46625H100 0.00516 0.126 0.126 NONE Sole JUNIPER NETWORKS INC COMMON 48203R104 241.983 7682 7682 NONE Sole KADANT INC COMMON 48282T104 1234.069026 39085 39085 NONE Sole KANSAS CITY SOUTHERN COMMON 485170302 548.8446348 9234 9234 NONE Sole KAPSTONE PAPER AND PACKAGING COMMON 48562P103 712.6769929 42921 42921 NONE Sole KBR INC COMMON 48242W106 7.83952 208 208 NONE Sole KELLOGG CO COMMON 487836108 12245.83072 220781 220781 NONE Sole KELLY SERVICES INC -A COMMON 488152208 4534.831844 274795 274795 NONE Sole KEMET CORP COMMON 488360207 4657.233721 325090 325090 NONE Sole KENNAMETAL INC COMMON 489170100 582.8476778 13778 13778 NONE Sole KENSEY NASH CORP COMMON 490057106 2.80053 111 111 NONE Sole Key Technology Inc. COMMON 493143101 1.1235 70 70 NONE Sole KIMBERLY-CLARK CORP COMMON 494368103 16737.26684 250791 250791 NONE Sole KINDRED HEALTHCARE INC COMMON 494580103 1156.301981 53817 53817 NONE Sole KINETIC CONCEPTS INC COMMON 49460W208 537.9485779 9317 9317 NONE Sole KLA-TENCOR CORPORATION COMMON 482480100 4344.36985 107278.952 107278.952 NONE Sole KNOLL INC COMMON 498904200 1110.945934 55207 55207 NONE Sole KNOLOGY INC COMMON 499183804 751.0951545 50455 50455 NONE Sole KOHLS CORP COMMON 500255104 4140.53039 82571 82571 NONE Sole Konami Corp. ADS COMMON 50046R101 47.00096 1984 1984 NONE Sole KOPPERS HOLDINGS INC COMMON 50060P106 619.7260092 16299 16299 NONE Sole KRISPY KREME DOUGHNUTS INC COMMON 501014104 7244.474854 760055 760055 NONE Sole KROGER CO COMMON 501044101 2112.2408 85171 85171 NONE Sole KRONOS WORLDWIDE INC COMMON 50105F105 735.9359455 23343 23343 NONE Sole KT CORP-SP ADR COMMON 48268K101 5227.981124 269100.247 269100.247 NONE Sole KULICKE & SOFFA INDUSTRIES COMMON 501242101 4842.218909 434158 434158 NONE Sole KYOCERA CORP -SPONS ADR COMMON 501556203 122.59674 1197 1197 NONE Sole LACLEDE GROUP INC/THE COMMON 505597104 828.81747 21909 21909 NONE Sole LACROSSE FOOTWEAR INC COMMON 505688101 1.21097 83 83 NONE Sole LAM RESEARCH CORP COMMON 512807108 224.0993912 5050 5050 NONE Sole LAN AIRLINES SA-SPON ADR COMMON 501723100 8.35636 293 293 NONE Sole LAS VEGAS SANDS CORP COMMON 517834107 12694.60945 300654 300654 NONE Sole LATTICE SEMICONDUCTOR CORP COMMON 518415104 596.0351345 91339 91339 NONE Sole Lawson Products Inc. COMMON 520776105 1.82931 93 93 NONE Sole LA-Z-BOY INC COMMON 505336107 6.2181 630 630 NONE Sole LDK SOLAR CO LTD -ADR COMMON 50183L107 425.11078 57917 57917 NONE Sole LEAPFROG ENTERPRISES INC COMMON 52186N106 271.9273377 64272 64272 NONE Sole LECROY CORP COMMON 52324W109 1134.756542 93997 93997 NONE Sole LEXMARK INTERNATIONAL INC-A COMMON 529771107 339.5470444 11574 11574 NONE Sole LG DISPLAY CO LTD-ADR COMMON 50186V102 145.40345 10349 10349 NONE Sole LIBBEY INC COMMON 529898108 594.6449109 36655 36655 NONE Sole LIBERTY GLOBAL INC-A COMMON 530555101 29236.94071 647651 587359 60292 Sole LIBERTY MEDIA CORP-CAP SER A COMMON 53071M302 62.083 724 724 NONE Sole LIBERTY MEDIA CORP-INTER A COMMON 53071M104 16.63584 992 992 NONE Sole LIFEPOINT HOSPITALS INC COMMON 53219L109 353.94756 9057 9057 NONE Sole LIFETIME BRANDS INC COMMON 53222Q103 2.01928 172 172 NONE Sole LIMITED BRANDS INC COMMON 532716107 4778.056692 124017 124017 NONE Sole LINCOLN EDUCATIONAL SERVICES COMMON 533535100 5.95105 347 347 NONE Sole LINDSAY CORP COMMON 535555106 854.1272727 12394 12394 NONE Sole LIONS GATE ENTERTAINMENT COR COMMON 535919203 0.54946 83 83 NONE Sole LIQUIDITY SERVICES INC COMMON 53635B107 58.62363 2483 2483 NONE Sole LITHIA MOTORS INC-CL A COMMON 536797103 4412.46264 224282 224282 NONE Sole LITTELFUSE INC COMMON 537008104 294.6797216 5005 5005 NONE Sole LIZ CLAIBORNE INC COMMON 539320101 9.523 1780 1780 NONE Sole LMI AEROSPACE INC COMMON 502079106 3.05375 125 125 NONE Sole LOCKHEED MARTIN CORP COMMON 539830109 51818.92946 639245.864 599703.864 39542 Sole LODGENET INTERACTIVE CORP COMMON 540211109 2.64519 873 873 NONE Sole LOEWS CORP COMMON 540424108 6220.107574 147383 147383 NONE Sole LOGITECH INTERNATIONAL-REG COMMON H50430232 47.63512 4238 4238 NONE Sole LOJACK CORPORATION COMMON 539451104 2.78168 638 638 NONE Sole LORAL SPACE & COMMUNICATIONS COMMON 543881106 788.4370265 11319 11319 NONE Sole LORILLARD INC COMMON 544147101 1427.17683 13109 13109 NONE Sole LOUISIANA-PACIFIC CORP COMMON 546347105 2.47456 304 304 NONE Sole LOWE'S COS INC COMMON 548661107 20245.11643 866313 816763 49550 Sole LSB INDS INC COMMON 502160104 4911.28466 114137 114137 NONE Sole LULULEMON ATHLETICA INC COMMON 550021109 8226.584454 73498 73498 NONE Sole LUMBER LIQUIDATORS HOLDINGS COMMON 55003T107 8.2296 324 324 NONE Sole LYDALL INC COMMON 550819106 1.6146 135 135 NONE Sole LyondellBasell Industries N.V. Cl A COMMON N53745100 463.7086556 12018 12018 NONE Sole M & T BANK CORP COMMON 55261F104 121.0192 1376 1376 NONE Sole MAC-GRAY CORP COMMON 554153106 8.1267 526 526 NONE Sole MACY'S INC COMMON 55616P104 236.2592 8080 8080 NONE Sole MAGELLAN HEALTH SERVICES INC COMMON 559079207 1583.68294 28931 28931 NONE Sole MAGIC SOFTWARE ENTERPRISES COMMON 559166103 2.54478 511 511 NONE Sole MAGNA INTERNATIONAL INC COMMON 559222401 7865.88126 145512.479 145512.479 NONE Sole MAIDEN HOLDINGS LTD COMMON G5753U112 903.9849 99339 99339 NONE Sole MAIDENFORM BRANDS INC COMMON 560305104 1094.581642 39480 39480 NONE Sole MainSource Financial Group Inc. COMMON 56062Y102 398.8007039 47923 47923 NONE Sole MAKITA CORP ADR NEW COMMON 560877300 144.4266 3090 3090 NONE Sole MANHATTAN ASSOCIATES INC COMMON 562750109 4.68384 136 136 NONE Sole MANITOWOC COMPANY INC COMMON 563571108 3326.194121 197336 197336 NONE Sole MANPOWER INC COMMON 56418H100 1047.160542 19481 19481 NONE Sole MANULIFE FINANCIAL CORP COMMON 56501R106 54.46344 3084 3084 NONE Sole MARATHON OIL CORP COMMON 565849106 5505.66075 104515 104515 NONE Sole MARRIOTT INTERNATIONAL-CL A COMMON 571903202 177.20157 4993 4993 NONE Sole MASTEC INC COMMON 576323109 4901.99626 248299 248299 NONE Sole MASTERCARD INC-CLASS A COMMON 57636Q104 271.50734 901 901 NONE Sole MATERIAL SCIENCES CORP COMMON 576674105 8.5405 1178 1178 NONE Sole MATERION CORP COMMON 576690101 2704.060444 72981 72981 NONE Sole MCCLATCHY CO-CLASS A COMMON 579489105 0.60415 215 215 NONE Sole MCDERMOTT INTL INC COMMON 580037109 1.60461 81 81 NONE Sole MCDONALD'S CORP COMMON 580135101 22531.26532 266922 266922 NONE Sole MCKESSON CORP COMMON 58155Q103 15648.69164 186647.053 186647.053 NONE Sole MDC PARTNERS INC-A COMMON 552697104 454.531507 25102 25102 NONE Sole MEADOWBROOK INSURANCE GROUP COMMON 58319P108 1686.04776 170136 170136 NONE Sole MEADWESTVACO CORP COMMON 583334107 5.19636 156 156 NONE Sole MEASUREMENT SPECIALTIES INC COMMON 583421102 1318.153225 36861 36861 NONE Sole MECHEL-SPONSORED ADR COMMON 583840103 103.82594 4346 4346 NONE Sole MEDCATH CORPORATION COMMON 58404W109 1278.543329 93838 93838 NONE Sole MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 23730.68294 418893 373018 45875 Sole MEDICINES COMPANY COMMON 584688105 4311.119332 260957 260957 NONE Sole MEDTRONIC INC COMMON 585055106 8493.247999 219845 219845 NONE Sole MELCO CROWN ENTERTAINME-ADR COMMON 585464100 1698.18014 132982 132982 NONE Sole MEN'S WEARHOUSE INC/THE COMMON 587118100 401.3258922 11881 11881 NONE Sole MENTOR GRAPHICS CORP COMMON 587200106 598.6532743 46637 46637 NONE Sole MERCER INTERNATIONAL INC COMMON 588056101 11279.45167 1117292 1117292 NONE Sole MERCURY GENERAL CORP COMMON 589400100 507.92038 12862 12862 NONE Sole MERITOR INC COMMON 59001K100 2600.680706 161724 161724 NONE Sole METALICO INC COMMON 591176102 0.5487 93 93 NONE Sole METRO HEALTH NETWORKS INC COMMON 592142103 2.01659 421 421 NONE Sole METROPCS COMMUNICATIONS INC COMMON 591708102 6507.831722 377715 377715 NONE Sole METTLER-TOLEDO INTERNATIONAL COMMON 592688105 2.19271 13 13 NONE Sole MGP INGREDIENTS INC COMMON 55302G103 1.95975 225 225 NONE Sole MI DEVELOPMENTS INC-CL A COMMON 55304X104 0.76075 25 25 NONE Sole MICRON TECHNOLOGY INC COMMON 595112103 1008.348179 134709 134709 NONE Sole MICROSOFT CORP COMMON 594918104 25945.84779 996414.528 996414.528 NONE Sole MICROSTRATEGY INC-CL A COMMON 594972408 0.32536 2 2 NONE Sole MILLICOM INTL CELLULAR S.A. COMMON L6388F110 8.5075 82 82 NONE Sole MINERALS TECHNOLOGIES INC COMMON 603158106 7.15932 108 108 NONE Sole Mistras Group Inc. COMMON 60649T107 7.9704 492 492 NONE Sole MITCHAM INDUSTRIES INC COMMON 606501104 9.1171 527 527 NONE Sole MIZUHO FINANCIAL GROUP-ADR COMMON 60687Y109 1679.46168 512031 512031 NONE Sole MOBILE TELESYSTEMS-SP ADR COMMON 607409109 8855.623405 465890.998 465890.998 NONE Sole MODINE MANUFACTURING CO COMMON 607828100 550.6390652 35779 35779 NONE Sole MOLINA HEALTHCARE INC COMMON 60855R100 2582.865123 95139.999 95139.999 NONE Sole MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 9.61472 2896 2896 NONE Sole MONRO MUFFLER BRAKE INC COMMON 610236101 1.52889 41 41 NONE Sole MONSANTO CO COMMON 61166W101 175.1841 2415 2415 NONE Sole Monster Worldwide Inc. COMMON 611742107 600.622286 40906 40906 NONE Sole MONTPELIER RE HOLDINGS LTD COMMON G62185106 0.936 52 52 NONE Sole Moody's Corp. COMMON 615369105 557.935739 14540 14540 NONE Sole MORTON'S RESTAURANT GROUP COMMON 619430101 6.003 828 828 NONE Sole MOSAIC CO/THE COMMON 61945C103 1640.041753 24206.1 24206.1 NONE Sole MOTORCAR PARTS OF AMERICA IN COMMON 620071100 10.23682 682 682 NONE Sole Motorola Solutions Inc. COMMON 620076307 36.04932 783 783 NONE Sole MOVADO GROUP INC COM COMMON 624580106 52.64747 3077 3077 NONE Sole Multiband Corp. COMMON 62544X209 0.46475 143 143 NONE Sole MULTI-COLOR CORP COMMON 625383104 1912.180103 77281 77281 NONE Sole MULTIMEDIA GAMES INC COMMON 625453105 1.30585 287 287 NONE Sole MWI VETERINARY SUPPLY INC COMMON 55402X105 2198.895774 27156 27156 NONE Sole NABI BIOPHARMACEUTICALS COMMON 629519109 7.06394 1313 1313 NONE Sole NABORS INDUSTRIES LTD COMMON G6359F103 129.53248 5257 5257 NONE Sole NACCO INDUSTRIES-CL A COMMON 629579103 2156.401428 22261 22261 NONE Sole NAM TAI ELECTRONICS INC COMMON 629865205 312.06216 56533 56533 NONE Sole NASH FINCH CO COMMON 631158102 1840.70562 51402 51402 NONE Sole NATIONAL BEVERAGE CORP COMMON 635017106 1.2013 82 82 NONE Sole NATIONAL FINANCIAL PARTNERS COMMON 63607P208 881.05592 76348 76348 NONE Sole National Healthcare Corp. COMMON 635906100 0.64441 13 13 NONE Sole NATIONAL OILWELL VARCO INC COMMON 637071101 3854.26701 49281 49281 NONE Sole NATIONAL TECHNICAL SYSTEM IN COMMON 638104109 0.45761 67 67 NONE Sole NATL WESTERN LIFE INS-CL A COMMON 638522102 147.98816 928 928 NONE Sole Nature's Sunshine Products Inc. COMMON 639027101 2.922 150 150 NONE Sole NAVIGATORS GROUP INC COMMON 638904102 5.358 114 114 NONE Sole NEENAH PAPER INC COMMON 640079109 306.1212322 14347 14347 NONE Sole NELNET INC-CL A COMMON 64031N108 967.9519252 43818 43818 NONE Sole NETAPP INC COMMON 64110D104 4691.50864 88888 88888 NONE Sole NETFLIX INC COMMON 64110L106 17348.88365 66015 66015 NONE Sole NETGEAR INC COMMON 64111Q104 1326.465578 30260 30260 NONE Sole NEW JERSEY RESOURCES CORP COMMON 646025106 2425.26726 54366 54366 NONE Sole New York & Co. Inc. COMMON 649295102 1.07415 217 217 NONE Sole NEWFIELD EXPLORATION CO COMMON 651290108 1.90456 28 28 NONE Sole NEWMARKET CORP COMMON 651587107 2007.92375 11741 11741 NONE Sole NEWMONT MINING CORP COMMON 651639106 3316.24062 61446 61446 NONE Sole NEWPARK RESOURCES INC COMMON 651718504 2526.019624 277810 277810 NONE Sole NEWPORT CORP COMMON 651824104 2515.154286 138198 138198 NONE Sole NEXSTAR BROADCASTING GROUP-A COMMON 65336K103 4.35951 531 531 NONE Sole NIPPON TELEGRAPH & TELE-ADR COMMON 654624105 267.62424 11068 11068 NONE Sole NL Industries, Inc. COMMON 629156407 1.45044 79 79 NONE Sole NN INC COMMON 629337106 10297.57202 687322 687322 NONE Sole Nobel Learning Communities Inc. COMMON 654889104 1.4553 126 126 NONE Sole NOKIA CORP-SPON ADR COMMON 654902204 4440.77178 691709 691709 NONE Sole Noranda Aluminium Holding Corp COMMON 65542W107 10.31034 681 681 NONE Sole Nordson Corp COMMON 655663102 962.9496708 17539 17539 NONE Sole NORFOLK SOUTHERN CORP COMMON 655844108 6297.859319 83824 83824 NONE Sole NORTEL INVERSORA-ADR PFD B COMMON 656567401 426.7242 14910 14910 NONE Sole NORTHROP GRUMMAN CORP COMMON 666807102 37315.38611 537110 493503 43607 Sole NOVA MEASURING INSTRUMENTS COMMON M7516K103 1.94304 192 192 NONE Sole NOVARTIS AG-ADR COMMON 66987V109 6.47766 106 106 NONE Sole NOVELLUS SYSTEMS INC COMMON 670008101 293.49294 8121 8121 NONE Sole NOVO-NORDISK A/S-SPONS ADR COMMON 670100205 148.83264 1188 1188 NONE Sole NTT DOCOMO INC-SPON ADR COMMON 62942M201 3929.31072 219392 219392 NONE Sole NU SKIN ENTERPRISES INC - A COMMON 67018T105 7.5851 202 202 NONE Sole NUCOR CORP COMMON 670346105 471.9144655 11430 11430 NONE Sole Nutraceutical International Corp. COMMON 67060Y101 0.33836 22 22 NONE Sole NVIDIA CORP COMMON 67066G104 773.9713268 48512 48512 NONE Sole O2MICRO INTERNATIONAL-ADR COMMON 67107W100 64.285 9890 9890 NONE Sole OCCIDENTAL PETROLEUM CORP COMMON 674599105 3957.78564 38041 38041 NONE Sole OCLARO INC COMMON 67555N206 70.07678961 10400 10400 NONE Sole OFFICEMAX INC COMMON 67622P101 1116.88003 142277.711 142277.711 NONE Sole OIL-DRI CORP OF AMERICA COMMON 677864100 2.52756 118 118 NONE Sole OLD DOMINION FREIGHT LINE COMMON 679580100 106.3796 2852 2852 NONE Sole OLD REPUBLIC INTL CORP COMMON 680223104 434.2486805 36869 36869 NONE Sole OLIN CORP COMMON 680665205 182.2997 8045 8045 NONE Sole OLYMPIC STEEL INC COMMON 68162K106 954.02462 34654 34654 NONE Sole OMEGA PROTEIN CORP COMMON 68210P107 1861.639571 134563 134563 NONE Sole OMNICOM GROUP COMMON 681919106 13733.26815 284443 265397 19046 Sole OMNIVISION TECHNOLOGIES INC COMMON 682128103 1765.169927 50630 50630 NONE Sole OMNOVA SOLUTIONS INC COMMON 682129101 783.29928 112543 112543 NONE Sole ON ASSIGNMENT INC COMMON 682159108 2921.617704 296962 296962 NONE Sole ON SEMICONDUCTOR CORPORATION COMMON 682189105 164.71404 15732 15732 NONE Sole ONEBEACON INSURANCE GROUP-A COMMON G67742109 949.80626 70934 70934 NONE Sole ONEOK INC COMMON 682680103 7.17897 97 97 NONE Sole OPPENHEIMER HOLDINGS-CL A COMMON 683797104 4142.04609 146829 146829 NONE Sole ORACLE CORP COMMON 68389X105 5687.13375 172808.683 172808.683 NONE Sole ORBOTECH LTD COMMON M75253100 0.77775 61 61 NONE Sole O'REILLY AUTOMOTIVE INC COMMON 67103H107 211.99036 3236 3236 NONE Sole Orix Corp. ADS COMMON 686330101 348.10907 7129 7129 NONE Sole ORTHOFIX INTERNATIONAL NV COMMON N6748L102 12.91088 304 304 NONE Sole OSHKOSH CORP COMMON 688239201 6.33786 219 219 NONE Sole OSI SYSTEMS INC COMMON 671044105 3156.395117 73222 73222 NONE Sole OVERHILL FARMS INC COMMON 690212105 0.37938 68 68 NONE Sole OVERSTOCK.COM INC COMMON 690370101 122.0539239 8000 8000 NONE Sole OWENS & MINOR INC COMMON 690732102 8586.84406 248966.195 248966.195 NONE Sole OWENS CORNING COMMON 690742101 1761.260923 47102 47102 NONE Sole OXFORD INDUSTRIES INC COMMON 691497309 2632.873108 77809 77809 NONE Sole PACCAR INC COMMON 693718108 0.15327 3 3 NONE Sole PACER INTERNATIONAL INC COMMON 69373H106 218.46048 46284 46284 NONE Sole PAMPA ENERGIA SA-SPON ADR COMMON 697660207 113.54668 7402 7402 NONE Sole PAN AMERICAN SILVER CORP COMMON 697900108 1177.530002 38065 38065 NONE Sole PANASONIC CORP-SPON ADR COMMON 69832A205 14.83488 1212 1212 NONE Sole PANTRY INC COMMON 698657103 1431.457294 76146 76146 NONE Sole PAR PHARMACEUTICAL COS INC COMMON 69888P106 782.0537738 23662 23662 NONE Sole PARK-OHIO HOLDINGS CORP COMMON 700666100 11.24648 532 532 NONE Sole PC MALL INC COMMON 69323K100 3.7733 485 485 NONE Sole PDL BIOPHARMA INC COMMON 69329Y104 1.00377 171 171 NONE Sole PEABODY ENERGY CORP COMMON 704549104 1500.852986 25463 25463 NONE Sole PEARSON PLC-SPONSORED ADR COMMON 705015105 415.97682 21882 21882 NONE Sole PEETS COFFEE & TEA INC COMMON 705560100 37.7358 654 654 NONE Sole PENN WEST ENERGY TRUST COMMON 707887105 6.0008 260 260 NONE Sole PENSKE AUTOMOTIVE GROUP INC COMMON 70959W103 1853.960539 81486 81486 NONE Sole PEP BOYS-MANNY MOE & JACK COMMON 713278109 32.91023 3011 3011 NONE Sole PEPSICO INC COMMON 713448108 12278.62525 174259.156 174259.156 NONE Sole PERRIGO CO COMMON 714290103 0.08787 1 1 NONE Sole PERRY ELLIS INTERNATIONAL COMMON 288853104 537.4936968 21231 21231 NONE Sole PETROBRAS ARGENTINA - ADR COMMON 71646J109 722.53974 37302 37302 NONE Sole PETROCHINA CO LTD -ADR COMMON 71646E100 3481.93932 23844 23844 NONE Sole PETROHAWK ENERGY CORP COMMON 716495106 2029.565983 82182 82182 NONE Sole PFIZER INC COMMON 717081103 19843.48748 963647.374 963647.374 NONE Sole PHARMERICA CORP COMMON 71714F104 117.82584 9234 9234 NONE Sole PHH CORP COMMON 693320202 148.52376 7238 7238 NONE Sole PHILIP MORRIS INTERNATIONAL COMMON 718172109 34825.28792 520541.073 475940.073 44601 Sole PHILIPS ELECTRONICS-NY SHR COMMON 500472303 515.50032 20074 20074 NONE Sole Phoenix Cos. Inc. COMMON 71902E109 515.7621997 209255 209255 NONE Sole PHOTRONICS INC COMMON 719405102 2687.553635 316735 316735 NONE Sole PIEDMONT NATURAL GAS CO COMMON 720186105 1.6643 55 55 NONE Sole PIER 1 IMPORTS INC COMMON 720279108 4835.935873 416972 416972 NONE Sole PINNACLE AIRLINES CORP COMMON 723443107 0.94432 208 208 NONE Sole PINNACLE ENTERTAINMENT INC COMMON 723456109 544.2882286 36431 36431 NONE Sole PIONEER DRILLING COMPANY COMMON 723655106 3011.167551 197068 197068 NONE Sole PIONEER NATURAL RESOURCES CO COMMON 723787107 1361.464 15200 15200 NONE Sole PITNEY BOWES INC COMMON 724479100 403.6606651 17512 17512 NONE Sole PLANTRONICS INC COMMON 727493108 0.65754 18 18 NONE Sole PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 321.46404 9671 9671 NONE Sole PNM RESOURCES INC COMMON 69349H107 1191.98298 71205.674 71205.674 NONE Sole POLARIS INDUSTRIES INC COMMON 731068102 2683.967495 24103 24103 NONE Sole POLO RALPH LAUREN CORP COMMON 731572103 2.12176 16 16 NONE Sole POLYONE CORPORATION COMMON 73179P106 4994.250474 322051 322051 NONE Sole POPULAR INC COMMON 733174106 96.18876 34851 34851 NONE Sole PORTLAND GENERAL ELECTRIC CO COMMON 736508847 151.90752 6009 6009 NONE Sole PORTUGAL TELECOM SGPS-SP ADR COMMON 737273102 11444.47548 1161899.682 1113338.682 48561 Sole PostRock Energy Corp. COMMON 737525105 1.5158 260 260 NONE Sole POTASH CORP OF SASKATCHEWAN COMMON 73755L107 1856.81272 32544 32544 NONE Sole POWER-ONE INC COMMON 73930R102 3620.364155 446210 446210 NONE Sole POWERWAVE TECHNOLOGIES INC COMMON 739363109 10366.38594 3508040 3508040 NONE Sole PRESIDENTIAL LIFE CORP COMMON 740884101 0.64728 62 62 NONE Sole PRICELINE.COM INC COMMON 741503403 13000.46219 25384 25384 NONE Sole PRICESMART INC COMMON 741511109 5732.563695 111626 111626 NONE Sole PRIMORIS SERVICES CORP COMMON 74164F103 12.4485 965 965 NONE Sole PRINCIPAL FINANCIAL GROUP COMMON 74251V102 5.08014 167 167 NONE Sole PROCTER & GAMBLE CO/THE COMMON 742718109 28922.00693 454263.978 452957.978 1306 Sole PROGRESSIVE CORP COMMON 743315103 37.13706 1737 1737 NONE Sole PROTECTIVE LIFE CORP COMMON 743674103 1099.938332 47503 47503 NONE Sole PROVIDENCE SERVICE CORP COMMON 743815102 461.9331006 36474 36474 NONE Sole Provident Energy Ltd. COMMON 74386V100 3046.217001 340940 340940 NONE Sole PROVIDENT FINANCIAL SERVICES COMMON 74386T105 7.27456 508 508 NONE Sole PRUDENTIAL FINANCIAL INC COMMON 744320102 0.25436 4 4 NONE Sole PRUDENTIAL PLC-ADR COMMON 74435K204 1168.89768 50536 50536 NONE Sole PUDA COAL INC COMMON 744674300 1362.564713 235201 235201 NONE Sole QUAKER CHEMICAL CORP COMMON 747316107 2715.684355 63003 63003 NONE Sole QUALCOMM INC COMMON 747525103 4946.901517 86874 86874 NONE Sole QUALITY DISTRIBUTION INC COMMON 74756M102 7.21308 554 554 NONE Sole QUANTUM CORP COMMON 747906204 1107.798862 335434 335434 NONE Sole QUESTAR CORP COMMON 748356102 1.00947 57 57 NONE Sole QUESTCOR PHARMACEUTICALS COMMON 74835Y101 7.7602 322 322 NONE Sole QUIKSILVER INC COMMON 74838C106 321.8516481 68346 68346 NONE Sole QuinStreet Inc. COMMON 74874Q100 0.37642 29 29 NONE Sole RACKABLE SYS INC COMMON 82706L108 2509.861278 145543 145543 NONE Sole RADIAN GROUP INC COMMON 750236101 2.53377 599 599 NONE Sole RADIO ONE INC -CL D COMMON 75040P405 0.91332 516 516 NONE Sole RADNET INC COMMON 750491102 8.2456 1874 1874 NONE Sole RALCORP HLDGS INC NEW COM COMMON 751028101 80.77914 933 933 NONE Sole Range Resources Corp COMMON 75281A109 1227.782266 22107 22107 NONE Sole RAYTHEON COMPANY COMMON 755111507 41932.9263 840086.583 800034.583 40052 Sole RED HAT INC COMMON 756577102 3294.8397 71783 71783 NONE Sole RED ROBIN GOURMET BURGERS COMMON 75689M101 5356.079109 147194 147194 NONE Sole REGIONS FINANCIAL CORP COMMON 7591EP100 0.5022 81 81 NONE Sole RELIANCE STEEL & ALUMINUM COMMON 759509102 3.42585 69 69 NONE Sole RENESOLA LTD-ADR COMMON 75971T103 306.6986034 58618 58618 NONE Sole RENT-A-CENTER INC COMMON 76009N100 14.24096 466 466 NONE Sole REPUBLIC SERVICES INC COMMON 760759100 754.1237135 24456 24456 NONE Sole RESEARCH IN MOTION COMMON 760975102 1148.215266 39706 34889 4817 Sole Resources Connection Inc. COMMON 76122Q105 2290.996545 190145 190145 NONE Sole REVLON INC-CLASS A COMMON 761525609 2.3352 139 139 NONE Sole REX STORES CORP COMMON 761624105 0.3486 21 21 NONE Sole REYNOLDS AMERICAN INC COMMON 761713106 22646.99895 610540.271 604244.271 6296 Sole RF MICRO DEVICES INC COMMON 749941100 166.96584 27282 27282 NONE Sole RICHARDSON ELEC LTD COMMON 763165107 4.13136 304 304 NONE Sole ROBBINS & MYERS INC COMMON 770196103 146.13025 2765 2765 NONE Sole ROCKWELL AUTOMATION INC COMMON 773903109 1659.993403 19123 19123 NONE Sole ROCKWOOD HOLDINGS INC COMMON 774415103 1502.671995 27134 27134 NONE Sole ROCKY BRANDS INC COMMON 774515100 7.49038 607 607 NONE Sole ROFIN SINAR TECHNOLOGIES INCCOM COMMON 775043102 983.377689 28750 28750 NONE Sole ROGERS COMMUNICATIONS INC-B COMMON 775109200 29861.50834 754264 669659 84605 Sole ROPER INDUSTRIES INC COMMON 776696106 5.4978 66 66 NONE Sole ROVI CORP COMMON 779376102 3.78576 66 66 NONE Sole ROYAL BANK OF CANADA COMMON 780087102 905.57937 15879 15879 NONE Sole ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 2323.118112 61657 61657 NONE Sole ROYAL DUTCH SHELL PLC-ADR COMMON 780259206 10746.74718 151086 151086 NONE Sole RPC INC COMMON 749660106 12570.04469 511966.776 511966.776 NONE Sole RR DONNELLEY & SONS CO COMMON 257867101 4.94172 252 252 NONE Sole RUBY TUESDAY INC COMMON 781182100 967.1747668 89535 89535 NONE Sole RUSH ENTERPRISES INC-CL A COMMON 781846209 991.839767 51987 51987 NONE Sole RUTH'S HOSPITALITY GROUP INC COMMON 783332109 4.80216 856 856 NONE Sole SAFEWAY INC COMMON 786514208 27281.54176 1164885 1065107 99778 Sole Saga Communications Inc. (Cl A) COMMON 786598300 1.628 44 44 NONE Sole SAKS INC COMMON 79377W108 1778.126997 158865 158865 NONE Sole SALLY BEAUTY HOLDINGS INC COMMON 79546E104 3339.626543 194900 194900 NONE Sole SANDERSON FARMS INC COMMON 800013104 0.33446 7 7 NONE Sole SANDISK CORP COMMON 80004C101 824.522 19868 19868 NONE Sole SANMINA-SCI CORP COMMON 800907206 1446.32396 140012 140012 NONE Sole SANOFI-AVENTIS-ADR COMMON 80105N105 6.26652 156 156 NONE Sole SAPIENT CORPORATION COMMON 803062108 466.4982613 30965 30965 NONE Sole SARA LEE CORP COMMON 803111103 33349.05502 1752386 1560805 191581 Sole SASOL LTD-SPONSORED ADR COMMON 803866300 3513.68273 66433.782 66433.782 NONE Sole SCANSOURCE INC COMMON 806037107 106.59312 2844 2844 NONE Sole SCHAWK INC COMMON 806373106 479.3414275 28890 28890 NONE Sole SCHLUMBERGER LTD COMMON 806857108 1805.087429 20886 20886 NONE Sole School Specialty Inc. COMMON 807863105 0.70511 49 49 NONE Sole SCHULMAN (A.) INC COMMON 808194104 1154.50808 45832 45832 NONE Sole SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 7.861 140 140 NONE Sole SCIENTIFIC GAMES CORP-A COMMON 80874P109 1.58202 153 153 NONE Sole SEABOARD CORP COMMON 811543107 506.7140675 209 209 NONE Sole SEACHANGE INTERNATIONAL INC COMMON 811699107 105.8861997 9800 9800 NONE Sole SEACOR HOLDINGS INC COMMON 811904101 634.34616 6346 6346 NONE Sole SEAGATE TECHNOLOGY COMMON G7945M107 18840.59714 1163143 1112288 50855 Sole SELECT COMFORT CORPORATION COMMON 81616X103 335.8573374 18635 18635 NONE Sole SELECT MEDICAL HOLDINGS CORP COMMON 81619Q105 10.98106 1238 1238 NONE Sole SELECTIVE INSURANCE GROUP COMMON 816300107 1186.78261 72943 72943 NONE Sole SENECA FOODS CORP - CL A COMMON 817070501 130.22778 5091 5091 NONE Sole SFN GROUP INC COMMON 784153108 1514.63076 166430 166430 NONE Sole SHILOH INDUSTRIES INC COMMON 824543102 3.46038 321 321 NONE Sole SIEMENS AG-SPONS ADR COMMON 826197501 1304.88464 9488 9488 NONE Sole SIGNET JEWELERS LTD COMMON G81276100 831.95413 17773 17773 NONE Sole SILICON IMAGE INC COMMON 82705T102 6583.689394 1018624 1018624 NONE Sole Silicon Motion Technology Corp. ADS COMMON 82706C108 218.42 20375 20375 NONE Sole SINCLAIR BROADCAST GROUP-A COMMON 829226109 10568.74185 960559 960559 NONE Sole SK TELECOM CO LTD-ADR COMMON 78440P108 5243.91432 280672 280672 NONE Sole SKECHERS USA INC-CL A COMMON 830566105 2.51952 174 174 NONE Sole SKILLED HEALTHCARE GROU-CL A COMMON 83066R107 1833.242074 193321 193321 NONE Sole SKYWEST INC COMMON 830879102 355.12986 23581 23581 NONE Sole SL Industries Inc. COMMON 784413106 2.355 100 100 NONE Sole Smart Balance Inc. COMMON 83169Y108 4.52732 874 874 NONE Sole SOHU.COM INC COMMON 83408W103 1486.467042 20545 20545 NONE Sole SOLARFUN POWER HOLD-SPON ADR COMMON 41135V103 398.09924 62398 62398 NONE Sole SONIC AUTOMOTIVE INC-CLASS A COMMON 83545G102 6413.22063 437762.5 437762.5 NONE Sole SONY CORP-SPONSORED ADR COMMON 835699307 68.11259 2581 2581 NONE Sole SOTHEBY'S COMMON 835898107 467.7869455 10730 10730 NONE Sole SOUTHERN COPPER CORP COMMON 84265V105 652.2243595 19809 19809 NONE Sole SOUTHWEST AIRLINES CO COMMON 844741108 1287.87908 112774 112774 NONE Sole SOUTHWEST GAS CORP COMMON 844895102 488.0304 12640 12640 NONE Sole SPARTAN MOTORS INC COMMON 846819100 0.6102 113 113 NONE Sole SPARTAN STORES INC COMMON 846822104 0.80073 41 41 NONE Sole SPARTON CORP COMMON 847235108 8.51326 833 833 NONE Sole SPDR Barclays Capital High Yield Bond COMMON 78464A417 15.16294 377 377 NONE Sole SPDR GOLD TRUST GOLD SHS COMMON 78463V107 29.63821 203 203 NONE Sole SPECTRUM BRANDS HOLDINGS INC COMMON 84763R101 13.856 433 433 NONE Sole SPRINT NEXTEL CORP COMMON 852061100 0.71148 132 132 NONE Sole STANCORP FINANCIAL GROUP COMMON 852891100 804.05702 19058 19058 NONE Sole STANDARD MOTOR PRODS COMMON 853666105 1130.504676 74063 74063 NONE Sole STANDARD PACIFIC CORP COMMON 85375C101 2.747 820 820 NONE Sole STARBUCKS CORP COMMON 855244109 35.65947 903 903 NONE Sole STARRETT (L.S.) CO -CL A COMMON 855668109 3.4235 334 334 NONE Sole STARWOOD HOTELS & RESORTS COMMON 85590A401 123.8484 2210 2210 NONE Sole State Bank Financial Corp. COMMON 856190103 24.35856 1488 1488 NONE Sole STATOIL ASA-SPON ADR COMMON 85771P102 6848.52244 269097.149 269097.149 NONE Sole STEELCASE INC-CL A COMMON 858155203 1160.807585 101693 101693 NONE Sole STEINWAY MUSICAL INSTRUMENTS COMMON 858495104 5.16369 201 201 NONE Sole STEPAN CO COMMON 858586100 0.8508 12 12 NONE Sole STERLING CONSTRUCTION CO COMMON 859241101 0.50949 37 37 NONE Sole STEVEN MADDEN LTD COMMON 556269108 0.03751 1 1 NONE Sole STILLWATER MINING CO COMMON 86074Q102 3671.826982 166694 166694 NONE Sole STMICROELECTRONICS NV-NY SHS COMMON 861012102 4972.350501 499085 499085 NONE Sole STONE ENERGY CORP COMMON 861642106 1.64106 54 54 NONE Sole STONERIDGE INC COMMON 86183P102 1138.548227 77043 77043 NONE Sole STURM RUGER & CO INC COMMON 864159108 533.0615299 24220 24220 NONE Sole Sun Life Financial Inc. COMMON 866796105 7213.00352 239794 239794 NONE Sole SUNOCO INC COMMON 86764P109 889.7961688 21281 21281 NONE Sole SUNOPTA INC COMMON 8676EP108 2309.428158 324062 324062 NONE Sole SunPower Corp. (Cl A) COMMON 867652109 28.78091844 1485 1485 NONE Sole SUNRISE SENIOR LIVING INC COMMON 86768K106 9438.195009 988613 988613 NONE Sole Superior Industries International Inc.COMMON 868168105 431.166353 19451 19451 NONE Sole SUREWEST COMMUNICATIONS COMMON 868733106 623.0613891 37169 37169 NONE Sole SUSSER HOLDINGS CORP COMMON 869233106 5.23476 333 333 NONE Sole SXC HEALTH SOLUTIONS CORP COMMON 78505P100 10066.91172 170397 170397 NONE Sole SYMETRA FINANCIAL CORP COMMON 87151Q106 1134.9693 84510 84510 NONE Sole SYNERGETICS USA INC COMMON 87160G107 5.21246 946 946 NONE Sole SYNNEX CORP COMMON 87162W100 5049.7783 159299 159299 NONE Sole SYNOVUS FINL CORP COMMON 87161C105 417.9620384 200669 200669 NONE Sole SYSCO CORP COMMON 871829107 2775.520202 88919.417 88919.417 NONE Sole SYSTEMAX INC COMMON 871851101 1.97208 132 132 NONE Sole T.G.C. INDUSTRIES INC COMMON 872417308 1.59111 249 249 NONE Sole TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 6129.758176 486396.999 486396.999 NONE Sole TAKE-TWO INTERACTIVE SOFTWRE COMMON 874054109 422.2993548 27566 27566 NONE Sole TAL INTERNATIONAL GROUP INC COMMON 874083108 4.1436 120 120 NONE Sole TALBOTS INC COMMON 874161102 1.01536 304 304 NONE Sole TAM SA-SPONSORED ADR COMMON 87484D103 155.34228 7116 7116 NONE Sole TARGET CORP COMMON 87612E106 15016.89959 319280 311822 7458 Sole TATA MOTORS LTD-SPON ADR COMMON 876568502 7755.125153 343934 322842 21092 Sole TD AMERITRADE HOLDING CORP COMMON 87236Y108 0.50726 26 26 NONE Sole TE Connectivity Ltd COMMON H84989104 8360.525918 226823 226823 NONE Sole Team Health Holding Inc. COMMON 87817A107 78.06468 3468 3468 NONE Sole TEAM INC COMMON 878155100 2.09931 87 87 NONE Sole TECH DATA CORP COMMON 878237106 5098.15142 104278 104278 NONE Sole TECHNITROL INC COMMON 74586W106 0.40222 91 91 NONE Sole TELE NORTE LESTE PART-ADR COMMON 879246106 5066.34532 326019.648 308270.648 17749 Sole TELECOM ARGENTINA SA-SP ADR COMMON 879273209 127.12068 4878 4878 NONE Sole TELECOM ITALIA S P A NEW SPON ADR COMMON 87927Y201 26.02704 2236 2236 NONE Sole TELECOM ITALIA SPA-SPON ADR COMMON 87927Y102 5254.478 378020 378020 NONE Sole TELECOM NEW ZEALAND-SP ADR COMMON 879278208 24.4521 2421 2421 NONE Sole TELECOMUNICACOES DE S.P.-ADR COMMON 87929A102 16094.38195 541690.93 497259.93 44431 Sole TELEFONICA SA-SPON ADR COMMON 879382208 29113.20812 1187179 1102351 84828 Sole TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 9615.2265 582741 582741 NONE Sole TELEKOMUNIK INDONESIA-SP ADR COMMON 715684106 1063.042233 30829 30829 NONE Sole TELETECH HOLDINGS INC COMMON 879939106 351.9328197 16658 16658 NONE Sole Telular Corp. COMMON 87970T208 0.37637 61 61 NONE Sole TELUS CORPORATION -NON VOTE COMMON 87971M202 9810.5838 186513 186513 NONE Sole TELVENT GIT SA COMMON E90215109 42.3074 1063 1063 NONE Sole TEMPLE-INLAND INC COMMON 879868107 2.91452 98 98 NONE Sole TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 6682.367771 98456 98456 NONE Sole TENNANT CO COMMON 880345103 67.51356636 1687 1687 NONE Sole TENNECO INC COMMON 880349105 8177.040675 185224 185224 NONE Sole TERADATA CORP COMMON 88076W103 279.93 4650 4650 NONE Sole TERADYNE INC COMMON 880770102 0.7992 54 54 NONE Sole TERNIUM SA-SPONSORED ADR COMMON 880890108 68.92302 2334 2334 NONE Sole TERRA NOVA ROYALTY CORP COMMON 88102D103 390.58224 51528 51528 NONE Sole TESORO CORP COMMON 881609101 6139.428244 267747 267747 NONE Sole TEXAS INSTRUMENTS INC COMMON 882508104 32112.22204 976277.462 926574.462 49703 Sole TEXAS ROADHOUSE INC COMMON 882681109 54.16562 3089 3089 NONE Sole TEXTRON INC COMMON 883203101 300.7245381 12707 12707 NONE Sole Theragenics Corp. COMMON 883375107 2.87232 1632 1632 NONE Sole THOMSON REUTERS CORP COMMON 884903105 703.08564 18719 18719 NONE Sole THORATEC CORP COMMON 885175307 134.62764 4102 4102 NONE Sole THQ INC COMMON 872443403 399.72764 110422 110422 NONE Sole TIBCO SOFTWARE INC COMMON 88632Q103 6604.797884 227496 227496 NONE Sole TIM Participacoes S/A (ADS) COMMON 88706P106 217.11452 4412 4412 NONE Sole TIME WARNER CABLE COMMON 88732J207 4196.216553 53670 53670 NONE Sole TIME WARNER INC COMMON 887317303 26873.13365 737079 676174 60905 Sole TIMKEN CO COMMON 887389104 1818.556187 36008 36008 NONE Sole TITAN INTERNATIONAL INC COMMON 88830M102 13636.94147 561136 561136 NONE Sole Titan Machinery Inc. COMMON 88830R101 1438.61804 49864 49864 NONE Sole TITANIUM METALS CORP COMMON 888339207 314.8845808 17149 17149 NONE Sole TJX COMPANIES INC COMMON 872540109 11576.79325 219823 210938 8885 Sole TORO CO COMMON 891092108 17.1215 283 283 NONE Sole TOTAL SA-SPON ADR COMMON 89151E109 22533.71208 389587 389587 NONE Sole TOWER GROUP INC COMMON 891777104 285.91146 12003 12003 NONE Sole TOWER SEMICONDUCTOR LTD COMMON M87915100 22.04397 18841 18841 NONE Sole TOWN SPORTS INTERNATIONAL COMMON 89214A102 7.82826 1028 1028 NONE Sole TRACTOR SUPPLY COMPANY COMMON 892356106 444.7953143 6633 6633 NONE Sole TRANSOCEAN LTD ZUG NAMEN AKT COMMON H8817H100 1809.805562 28044 28044 NONE Sole Transportadora de Gas del Sur S.A. ADSCOMMON 893870204 19.9652 5254 5254 NONE Sole TRAVELERS COS INC/THE COMMON 89417E109 42291.71972 723324.726 668065.726 55259 Sole TREX COMPANY INC COMMON 89531P105 2609.408615 106500 106500 NONE Sole TRIMAS CORP COMMON 896215209 8630.506631 347887 347887 NONE Sole TRINA SOLAR LTD-SPON ADR COMMON 89628E104 822.7019 36695 36695 NONE Sole TRINITY BIOTECH PLC-SPON ADR COMMON 896438306 1.2425 125 125 NONE Sole TRINITY INDUSTRIES INC COMMON 896522109 15.41696 442 442 NONE Sole TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1955.744927 191769 191769 NONE Sole TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 2575.364494 43534 43534 NONE Sole TTM TECHNOLOGIES COMMON 87305R109 1359.845235 84666 84666 NONE Sole TUESDAY MORNING CORP COMMON 899035505 0.95325 205 205 NONE Sole TUPPERWARE BRANDS CORP COMMON 899896104 48.09185 713 713 NONE Sole TUTOR PERINI CORP COMMON 901109108 1071.04956 55842 55842 NONE Sole TWIN DISC INC COMMON 901476101 5004.565602 129210 129210 NONE Sole TYSON FOODS INC-CL A COMMON 902494103 7.26308 374 374 NONE Sole U.S. PHYSICAL THERAPY INC COMMON 90337L108 1.18704 48 48 NONE Sole UFP TECHNOLOGIES INC COMMON 902673102 6.79228 359 359 NONE Sole ULTA SALON COSMETICS & FRAGR COMMON 90384S303 10919.42657 168829 168829 NONE Sole ULTRA CLEAN HOLDINGS COMMON 90385V107 0.19976 22 22 NONE Sole ULTRALIFE CORP COMMON 903899102 1.1656 248 248 NONE Sole ULTRAPAR PARTICPAC-SPON ADR COMMON 90400P101 85.55547 4719 4719 NONE Sole UNDER ARMOUR INC-CLASS A COMMON 904311107 1456.716137 18831 18831 NONE Sole UNIFI INC COMMON 904677200 338.4233065 24458 24458 NONE Sole UNILEVER N V -NY SHARES COMMON 904784709 118.1286 3596 3596 NONE Sole UNION DRILLING INC COMMON 90653P105 2.75772 268 268 NONE Sole UNION PACIFIC CORP COMMON 907818108 8.9784 86 86 NONE Sole UNISOURCE ENERGY CORP CO COMMON 909205106 233.61114 6258 6258 NONE Sole UNISYS CORP COMMON 909214306 623.6876 24268 24268 NONE Sole UNITED CONTINENTAL HOLDINGS COMMON 910047109 516.7299249 22776 22776 NONE Sole UNITED RENTALS INC COMMON 911363109 15854.76003 623251 623251 NONE Sole UNITED STATIONERS INC COMMON 913004107 2026.73772 57204 57204 NONE Sole UNITED TECHNOLOGIES CORP COMMON 913017109 57.5315 650 650 NONE Sole UNITED THERAPEUTICS CORP COMMON 91307C102 56.79581299 1028 1028 NONE Sole UNITEDHEALTH GROUP INC COMMON 91324P102 19486.33764 376888 376888 NONE Sole UNITRIN INC COMMON 913275103 1681.72527 56681 56681 NONE Sole UNIVERSAL AMERICAN SPIN CORP COM COMMON 91338E101 3.27405 299 299 NONE Sole UNIVERSAL CORP/VA COMMON 913456109 0.18835 5 5 NONE Sole UNIVERSAL STAINLESS & ALLOY COMMON 913837100 1639.024157 34988 34988 NONE Sole UNIVERSAL TECHNICAL INSTITUT COMMON 913915104 0.90942 46 46 NONE Sole UNUM GROUP COMMON 91529Y106 11252.09604 440452 426861 13591 Sole US AIRWAYS GROUP INC COMMON 90341W108 5952.967079 667424 667424 NONE Sole US CELLULAR CORP COMMON 911684108 6.5367 135 135 NONE Sole USA MOBILITY INC COMMON 90341G103 11.30766 741 741 NONE Sole USEC INC COMMON 90333E108 849.3954 254310 254310 NONE Sole UTI WORLDWIDE INC COMMON G87210103 1171.27934 59486 59486 NONE Sole VAALCO ENERGY INC COMMON 91851C201 0.85484 142 142 NONE Sole VALASSIS COMMUNICATIONS INC COMMON 918866104 1037.819786 34178 34178 NONE Sole VALERO ENERGY CORP COMMON 91913Y100 3379.61247 132171 132171 NONE Sole VALUECLICK INC COMMON 92046N102 2.9548 178 178 NONE Sole VALUEVISION MEDIA INC-CL A COMMON 92047K107 3112.537533 406101 406101 NONE Sole VANGUARD INDEX FDS REIT ETF COMMON 922908553 119.5389 1989 1989 NONE Sole VEECO INSTRUMENTS INC COMMON 922417100 260.9460568 5377 5377 NONE Sole VERINT SYSTEMS INC COMMON 92343X100 2283.742032 61520 61520 NONE Sole VERISIGN INC COMMON 92343E102 183.26042 5477 5477 NONE Sole VERIZON COMMUNICATIONS INC COMMON 92343V104 46581.75376 1250111.37 1219318.37 30793 Sole VERSO PAPER CORP COMMON 92531L108 1.38288 516 516 NONE Sole VIACOM INC-CLASS B COMMON 92553P201 4.998 98 98 NONE Sole ViaSystems Group Inc. COMMON 92553H803 3.57591 159 159 NONE Sole VILLAGE SUPER MARKET-CLASS A COMMON 927107409 2.52161 91 91 NONE Sole VimpelCom Ltd. ADS COMMON 92719A106 1469.378523 115236 115236 NONE Sole VIRGIN MEDIA INC COMMON 92769L101 1507.09522 50354 50354 NONE Sole VIROPHARMA INC COMMON 928241108 0.4625 25 25 NONE Sole VISA INC-CLASS A SHARES COMMON 92826C839 996.12172 11822 11822 NONE Sole VISHAY INTERTECHNOLOGY INC COMMON 928298108 4420.084474 293593 293593 NONE Sole VITAMIN SHOPPE INC COMMON 92849E101 1048.952305 22872 22872 NONE Sole VODAFONE GROUP PLC-SP ADR COMMON 92857W209 9983.7944 373645 373645 NONE Sole VONAGE HOLDINGS CORP COMMON 92886T201 10207.97154 2310961 2310961 NONE Sole W&T OFFSHORE INC COMMON 92922P106 31.52684 1207 1207 NONE Sole WABASH NATIONAL CORP COMMON 929566107 2876.76558 306260 306260 NONE Sole WABCO HOLDINGS INC COMMON 92927K102 507.1501709 7329 7329 NONE Sole WALGREEN CO COMMON 931422109 16232.3296 381320 368922 12398 Sole WAL-MART STORES INC COMMON 931142103 29253.0133 549696.28 524263.28 25433 Sole WALT DISNEY CO/THE COMMON 254687106 4875.532968 124651 124651 NONE Sole WARNER CHILCOTT LIMITED COM CL A COMMON G94368100 0.4826 20 20 NONE Sole WASTE MANAGEMENT INC COMMON 94106L109 17248.34041 461660 461660 NONE Sole WEATHERFORD INTERNATIONAL LTD COMMON H27013103 502.6868656 26760 26760 NONE Sole WEBMD HEALTH CORP COMMON 94770V102 544.7922029 11925 11925 NONE Sole WEBSENSE INC COMMON 947684106 2.62297 101 101 NONE Sole WEBSTER FINANCIAL CORP COMMON 947890109 1428.227547 67875 67875 NONE Sole Weight Watchers International Inc. COMMON 948626106 7290.407241 96531 96531 NONE Sole WEIS MARKETS INC COMMON 948849104 103.57639 2543 2543 NONE Sole WELLPOINT INC COMMON 94973V107 37787.50511 478687 428801 49886 Sole WERNER ENTERPRISES INC COMMON 950755108 0.3507 14 14 NONE Sole WESTELL TECHNOLOGIES INC-A COMMON 957541105 323.9771557 90520 90520 NONE Sole WESTERN REFINING INC COMMON 959319104 9915.421548 547550 547550 NONE Sole WESTLAKE CHEMICAL CORP COMMON 960413102 10963.2842 210896 210896 NONE Sole WESTMORELAND COAL CO COMMON 960878106 328.630389 18476 18476 NONE Sole WESTPAC BANKING CORP-SP ADR COMMON 961214301 1810.93136 15071 15071 NONE Sole WET SEAL INC/THE-CLASS A COMMON 961840105 41.13294 9202 9202 NONE Sole WGL HOLDINGS INC COMMON 92924F106 5372.93457 139593 139593 NONE Sole WHIRLPOOL CORP COMMON 963320106 9.92104 122 122 NONE Sole WHOLE FOODS MARKET INC COMMON 966837106 1129.9176 17808 17808 NONE Sole WILLBROS GROUP INC COMMON 969203108 485.63564 56866 56866 NONE Sole WILLIAMS COS INC COMMON 969457100 238.128 7872 7872 NONE Sole WILLIAMS-SONOMA INC COMMON 969904101 8.68462 238 238 NONE Sole WINN-DIXIE STORES INC COMMON 974280307 0.3887 46 46 NONE Sole Winnebago Industries Inc. COMMON 974637100 1.27512 132 132 NONE Sole WISCONSIN ENERGY CORP COMMON 976657106 14.6718 468 468 NONE Sole WOLVERINE WORLD WIDE INC COMMON 978097103 37.70025 903 903 NONE Sole WORLD ACCEPTANCE CORP COMMON 981419104 343.9400629 5232 5232 NONE Sole WORLD FUEL SERVICES CORP COMMON 981475106 6264.87106 174363.236 174363.236 NONE Sole WORTHINGTON INDUSTRIES COMMON 981811102 4.2504 184 184 NONE Sole WPP PLC-SPONSORED ADR COMMON 92933H101 1455.61175 23197 23197 NONE Sole WYNDHAM WORLDWIDE CORP COMMON 98310W108 6.35985 189 189 NONE Sole WYNN RESORTS LTD COMMON 983134107 3753.969431 26132 26132 NONE Sole Xerium Technologies Inc. COMMON 98416J118 1.6695 90 90 NONE Sole XEROX CORP COMMON 984121103 1090.29135 104735 104735 NONE Sole XILINX INC COMMON 983919101 1224.48025 33575 33575 NONE Sole XINYUAN REAL ESTATE CO L-ADR COMMON 98417P105 252.688 115412 115412 NONE Sole X-Rite, Inc. COMMON 983857103 1.46118 294 294 NONE Sole XYRATEX LTD COMMON G98268108 465.6501 45385 45385 NONE Sole YUM! BRANDS INC COMMON 988498101 7.67836 139 139 NONE Sole ZALE CORP COMMON 988858106 5.5552 992 992 NONE Sole Zalicus COMMON 98887C105 1.71598 721 721 NONE Sole ZOLL MEDICAL CORP COMMON 989922109 4202.822288 74099 74099 NONE Sole ZOLTEK COS INC COM COMMON 98975W104 3.92769 373 373 NONE Sole ZUMIEZ INC COMMON 989817101 1354.09564 54141 54141 NONE Sole /TEXT /DOCUMENT /SUBMISSION