0001083190-12-000002.txt : 20120514
0001083190-12-000002.hdr.sgml : 20120514
20120514065939
ACCESSION NUMBER: 0001083190-12-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120514
DATE AS OF CHANGE: 20120514
EFFECTIVENESS DATE: 20120514
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: 12836497
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
q12012.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, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: 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: Deputy Chief Investment Officer
Phone: 717-720-4721
Signature, Place, and Date of Signing:
/s/ James H. Grossman, Jr. Harrisburg, Pennsylvania May 8, 2012
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: 996
Form 13F Information Table Value Total: $5,258,968
(in 000s)
List of Other Included Managers: N/A
AS OF March 31, 2012
COMMONWEALTH OF PA-PSERS
13F REPORT
31-Mar-12
TITLE Voting
OF VALUE Invst Other Authority
NAME OF ISSUER CLASS CUSIP (in 000' SHARES Discr Mngrs SOLE
3M CO COM 88579Y101 19,528 218,896 SH SOLE 0 218,896
ABAXIS INC COM 002567105 1,501 51,525 SH SOLE 0 51,525
ABBOTT LABS COM 002824100 29,854 487099 SH SOLE 0 487,099
ABERCROMBIE & FITCHCL A 002896207 1,289 25,979 SH SOLE 0 25,979
ABIOMED INC COM 003654100 811 36545 SH SOLE 0 36,545
ABOVENET INC COM 00374N107 10,808 130,536 SH SOLE 0 130,536
ABRAXAS PETE CORP COM 003830106 1,376 441,025 SH SOLE 0 441,025
ACACIA RESH CORP COM 003881307 1,497 35,875 SH SOLE 0 35,875
ACADIA HEALTHCARE CCOM 00404A109 2,234 137,027 SH SOLE 0 137,027
ACCELRYS INC COM 00430U103 896 112,325 SH SOLE 0 112,325
ACCENTURE PLC IRELASHS G1151C101 12,664 196337 SH SOLE 0 196,337
ACE LTD SHS H0023R105 8,069 110,239 SH SOLE 0 110,239
ACETO CORP COM 004446100 913 96,200 SH SOLE 0 96,200
ACI WORLDWIDE INC COM 004498101 1,274 31625 SH SOLE 0 31,625
ADA ES INC COM 005208103 654 26,900 SH SOLE 0 26,900
ADAMS GOLF INC COM 006228209 621 57,900 SH SOLE 0 57,900
ADECOAGRO S A COM L00849106 1,287 119,080 SH SOLE 0 119,080
ADOBE SYS INC COM 00724F101 5,886 171,550 SH SOLE 0 171,550
ADVANCE AMER CASH ACOM 00739W107 7,515 716400 SH SOLE 0 716,400
ADVANCED MICRO DEVICOM 007903107 1,427 177,989 SH SOLE 0 177,989
ADVENT SOFTWARE INCCOM 007974108 1,668 65150 SH SOLE 0 65,150
ADVISORY BRD CO COM 00762W107 3,070 34645 SH SOLE 0 34,645
AEROPOSTALE COM 007865108 1,617 74,805 SH SOLE 0 74,805
AEROVIRONMENT INC COM 008073108 834 31125 SH SOLE 0 31,125
AES CORP COM 00130H105 2,551 195,170 SH SOLE 0 195,170
AETNA INC NEW COM 00817Y108 5,332 106297 SH SOLE 0 106,297
AFFYMAX INC COM 00826A109 733 62,415 SH SOLE 0 62,415
AFLAC INC COM 001055102 6,517 141,699 SH SOLE 0 141,699
AGILENT TECHNOLOGIECOM 00846U101 5,762 129,455 SH SOLE 0 129,455
AGL RES INC COM 001204106 1,393 35,523 SH SOLE 0 35,523
AIR PRODS & CHEMS ICOM 009158106 10,168 110760 SH SOLE 0 110,760
AIR TRANSPORT SERVICOM 00922R105 2,153 371,779 SH SOLE 0 371,779
AIRGAS INC COM 009363102 1,855 20,849 SH SOLE 0 20,849
AKAMAI TECHNOLOGIESCOM 00971T101 1,980 53,938 SH SOLE 0 53,938
AKORN INC COM 009728106 651 55,670 SH SOLE 0 55,670
ALCOA INC COM 013817101 3,241 323,414 SH SOLE 0 323,414
ALIGN TECHNOLOGY INCOM 016255101 2,757 100,090 SH SOLE 0 100,090
ALLEGHENY TECHNOLOGCOM 01741R102 1,333 32368 SH SOLE 0 32,368
ALLEGIANT TRAVEL COCOM 01748X102 1,439 26,400 SH SOLE 0 26,400
ALLERGAN INC COM 018490102 8,814 92,356 SH SOLE 0 92,356
ALLIANCE HOLDINGS GCOM 01861G100 467 10,719 SH SOLE 0 10,719
ALLIED NEVADA GOLD COM 019344100 545 16753 SH SOLE 0 16,753
ALLISON TRANSMISSIOCOM 01973R101 812 34,000 SH SOLE 0 34,000
ALLOT COMMUNICATIONSHS M0854Q105 747 32,120 SH SOLE 0 32,120
ALLSTATE CORP COM 020002101 4,976 151,162 SH SOLE 0 151,162
ALPHA NATURAL RESOUCOM 02076X102 1,015 66,745 SH SOLE 0 66,745
ALTERA CORP COM 021441100 3,894 97,795 SH SOLE 0 97,795
ALTRIA GROUP INC COM 02209S103 19,157 620572 SH SOLE 0 620,572
AMAG PHARMACEUTICALCOM 00163U106 3,670 230,380 SH SOLE 0 230,380
AMARIN CORP PLC ADR 023111206 458 40460 SH SOLE 0 40,460
AMAZON COM INC COM 023135106 22,365 110439 SH SOLE 0 110,439
AMEREN CORP COM 023608102 2,398 73,606 SH SOLE 0 73,606
AMERICA MOVIL SAB DSHS 02364W105 6,164 248232 SH SOLE 0 248,232
AMERICAN ELEC PWR ICOM 025537101 5,658 146,651 SH SOLE 0 146,651
AMERICAN EXPRESS COCOM 025816109 17,813 307860 SH SOLE 0 307,860
AMERICAN INTL GROUPCOM 026874784 5,032 163215 SH SOLE 0 163,215
AMERICAN TOWER CORPCOM 03027X100 7,527 119,437 SH SOLE 0 119,437
AMERICAN VANGUARD CCOM 030371108 215 9,900 SH SOLE 0 9,900
AMERICAS CAR MART ICOM 03062T105 1,838 41,800 SH SOLE 0 41,800
AMERIGAS PARTNERS LUNIT 030975106 575 14,200 SH SOLE 0 14,200
AMERIGROUP CORP COM 03073T102 4,837 71900 SH SOLE 0 71,900
AMERIPRISE FINL INCCOM 03076C106 3,846 67315 SH SOLE 0 67,315
AMERISOURCEBERGEN CCOM 03073E105 3,906 98,496 SH SOLE 0 98,496
AMGEN INC COM 031162100 16,319 240,088 SH SOLE 0 240,088
AMPHENOL CORP NEW CL A 032095101 2,961 49548 SH SOLE 0 49,548
ANADARKO PETE CORP COM 032511107 20,773 265,164 SH SOLE 0 265,164
ANALOG DEVICES INC COM 032654105 3,650 90350 SH SOLE 0 90,350
ANGLOGOLD ASHANTI LADR 035128206 391 10,600 SH SOLE 0 10,600
AON CORP COM 037389103 4,840 98,646 SH SOLE 0 98,646
APACHE CORP COM 037411105 21,633 215,385 SH SOLE 0 215,385
APARTMENT INVT & MGCL A 03748R101 971 36750 SH SOLE 0 36,750
APOLLO GROUP INC CL A 037604105 1,318 34122 SH SOLE 0 34,122
APPLE INC COM 037833100 172,908 288396 SH SOLE 0 288,396
APPLIED MATLS INC COM 038222105 4,874 391,674 SH SOLE 0 391,674
APPROACH RESOURCES COM 03834A103 709 19,180 SH SOLE 0 19,180
ARCHER DANIELS MIDLCOM 039483102 9,837 310,713 SH SOLE 0 310,713
ARCHIPELAGO LEARNINCOM 03956P102 3,449 310,200 SH SOLE 0 310,200
ARES CAP CORP COM 04010L103 1,455 89,000 SH SOLE 0 89,000
ARIAD PHARMACEUTICACOM 04033A100 487 30490 SH SOLE 0 30,490
ARRIS GROUP INC COM 04269Q100 1,697 150,200 SH SOLE 0 150,200
ARROW ELECTRS INC COM 042735100 15,911 379,100 SH SOLE 0 379,100
ASA GOLD AND PRECIOSHS G3156P103 746 28,950 SH SOLE 0 28,950
ASBURY AUTOMOTIVE GCOM 043436104 465 17210 SH SOLE 0 17,210
ASPEN INSURANCE HOLSHS G05384105 1,718 61,500 SH SOLE 0 61,500
ASPEN TECHNOLOGY INCOM 045327103 852 41,515 SH SOLE 0 41,515
ASSURANT INC COM 04621X108 1,075 26544 SH SOLE 0 26,544
AT&T INC COM 00206R102 56,168 1,798,542 SH SOLE 0 1,798,542
ATLAS AIR WORLDWIDECOM 049164205 1,496 30,400 SH SOLE 0 30,400
ATLAS PIPELINE PARTUNIT 049392103 958 27081 SH SOLE 0 27,081
ATMOS ENERGY CORP COM 049560105 458 14,550 SH SOLE 0 14,550
ATS CORP COM 00211E104 756 235,650 SH SOLE 0 235,650
ATWOOD OCEANICS INCCOM 050095108 4,332 96,500 SH SOLE 0 96,500
AURICO GOLD INC COM 05155C105 904 101,900 SH SOLE 0 101,900
AURIZON MINES LTD COM 05155P106 869 179,587 SH SOLE 0 179,587
AUTODESK INC COM 052769106 2,900 68,529 SH SOLE 0 68,529
AUTOMATIC DATA PROCCOM 053015103 8,213 148,821 SH SOLE 0 148,821
AUTONATION INC COM 05329W102 467 13607 SH SOLE 0 13,607
AUTOZONE INC COM 053332102 3,075 8,271 SH SOLE 0 8,271
AVALONBAY CMNTYS INCOM 053484101 4,083 28,883 SH SOLE 0 28,883
AVERY DENNISON CORPCOM 053611109 973 32,281 SH SOLE 0 32,281
AVNET INC COM 053807103 16,905 464,542 SH SOLE 0 464,542
AVON PRODS INC COM 054303102 2,531 130,734 SH SOLE 0 130,734
BAIDU INC ADR 056752108 10,131 69,499 SH SOLE 0 69,499
BAKER HUGHES INC COM 057224107 13,062 311,449 SH SOLE 0 311,449
BALCHEM CORP COM 057665200 1,002 33125 SH SOLE 0 33,125
BALL CORP COM 058498106 2,031 47,360 SH SOLE 0 47,360
BALLANTYNE STRONG ICOM 058516105 942 177133 SH SOLE 0 177,133
BANCO BRADESCO S A ADR 059460303 453 25,906 SH SOLE 0 25,906
BANCO SANTANDER BRAUNIT 05967A107 1,300 141800 SH SOLE 0 141,800
BANK OF AMERICA CORCOM 060505104 31,608 3,302,770 SH SOLE 0 3,302,770
BANK OF NEW YORK MECOM 064058100 8,819 365,485 SH SOLE 0 365,485
BANK OF THE OZARKS COM 063904106 1,955 62,555 SH SOLE 0 62,555
BANKRATE INC DEL COM 06647F102 879 35,525 SH SOLE 0 35,525
BARCLAYS PLC ADR 06738E204 1,121 74000 SH SOLE 0 74,000
BARD C R INC COM 067383109 2,517 25,500 SH SOLE 0 25,500
BARRICK GOLD CORP COM 067901108 3,891 89,500 SH SOLE 0 89,500
BAXTER INTL INC COM 071813109 11,032 184,546 SH SOLE 0 184,546
BB&T CORP COM 054937107 7,337 233,751 SH SOLE 0 233,751
BEAM INC COM 073730103 2,785 47,543 SH SOLE 0 47,543
BECTON DICKINSON & COM 075887109 4,949 63,737 SH SOLE 0 63,737
BED BATH & BEYOND ICOM 075896100 4,724 71,822 SH SOLE 0 71,822
BEMIS INC COM 081437105 1,010 31,273 SH SOLE 0 31,273
BERKSHIRE HATHAWAY CL B 084670702 43,283 533367 SH SOLE 0 533,367
BEST BUY INC COM 086516101 2,038 86,080 SH SOLE 0 86,080
BIG LOTS INC COM 089302103 2,375 55201 SH SOLE 0 55,201
BIOGEN IDEC INC COM 09062X103 9,125 72419 SH SOLE 0 72,419
BIOSCRIP INC COM 09069N108 1,462 215,297 SH SOLE 0 215,297
BLACK BOX CORP DEL COM 091826107 589 23100 SH SOLE 0 23,100
BLACKBAUD INC COM 09227Q100 1,430 43,025 SH SOLE 0 43,025
BLACKROCK INC COM 09247X101 6,239 30,448 SH SOLE 0 30,448
BLOCK H & R INC COM 093671105 1,463 88,854 SH SOLE 0 88,854
BLUEKNIGHT ENERGY PCOM 09625U109 196 28,982 SH SOLE 0 28,982
BMC SOFTWARE INC COM 055921100 2,001 49,820 SH SOLE 0 49,820
BOEING CO COM 097023105 16,824 226,221 SH SOLE 0 226,221
BOLT TECHNOLOGY CORCOM 097698104 2,295 148073 SH SOLE 0 148,073
BORGWARNER INC COM 099724106 2,792 33110 SH SOLE 0 33,110
BOSTON PRIVATE FINLCOM 101119105 548 55,260 SH SOLE 0 55,260
BOSTON PROPERTIES ICOM 101121101 4,723 44982 SH SOLE 0 44,982
BOSTON SCIENTIFIC CCOM 101137107 2,633 440279 SH SOLE 0 440,279
BOTTOMLINE TECH DELCOM 101388106 2,841 101675 SH SOLE 0 101,675
BP PLC ADR 055622104 8,836 196,350 SH SOLE 0 196,350
BREITBURN ENERGY PACOM 106776107 905 47,333 SH SOLE 0 47,333
BRF-BRASIL FOODS S ADR 10552T107 852 42600 SH SOLE 0 42,600
BRIGHTCOVE INC COM 10921T101 642 25906 SH SOLE 0 25,906
BRIGHTPOINT INC COM 109473405 1,360 169,000 SH SOLE 0 169,000
BRISTOL MYERS SQUIBCOM 110122108 18,075 535,543 SH SOLE 0 535,543
BRISTOW GROUP INC COM 110394103 1,475 30,900 SH SOLE 0 30,900
BROADCOM CORP CL A 111320107 5,848 148798 SH SOLE 0 148,798
BROWN FORMAN CORP CL B 115637209 2,513 30,134 SH SOLE 0 30,134
BUCKEYE PARTNERS L UNIT 118230101 2,037 33299 SH SOLE 0 33,299
BUFFALO WILD WINGS COM 119848109 268 2950 SH SOLE 0 2,950
BUNGE LIMITED COM G16962105 3,587 52410 SH SOLE 0 52,410
C H ROBINSON WORLDWCOM 12541W209 3,245 49553 SH SOLE 0 49,553
CA INC COM 12673P105 3,045 110,494 SH SOLE 0 110,494
CABLEVISION SYS CORCL A 12686C109 965 65,738 SH SOLE 0 65,738
CABOT OIL & GAS CORCOM 127097103 5,134 164,698 SH SOLE 0 164,698
CACI INTL INC CL A 127190304 710 11,400 SH SOLE 0 11,400
CAMECO CORP COM 13321L108 706 32855 SH SOLE 0 32,855
CAMERON INTERNATIONCOM 13342B105 5,461 103,377 SH SOLE 0 103,377
CAMPBELL SOUP CO COM 134429109 1,833 54146 SH SOLE 0 54,146
CANADIAN NAT RES LTCOM 136385101 3,733 112505 SH SOLE 0 112,505
CANON INC ADR 138006309 965 20,250 SH SOLE 0 20,250
CAPELLA EDUCATION CCOM 139594105 715 19,900 SH SOLE 0 19,900
CAPITAL ONE FINL COCOM 14040H105 10,218 183,309 SH SOLE 0 183,309
CARBO CERAMICS INC COM 140781105 2,133 20,225 SH SOLE 0 20,225
CARDINAL HEALTH INCCOM 14149Y108 4,521 104,867 SH SOLE 0 104,867
CARDTRONICS INC COM 14161H108 249 9,485 SH SOLE 0 9,485
CAREFUSION CORP COM 14170T101 1,768 68,183 SH SOLE 0 68,183
CARMAX INC COM 143130102 2,382 68,737 SH SOLE 0 68,737
CARNIVAL CORP COM 143658300 4,408 137401 SH SOLE 0 137,401
CASH AMER INTL INC COM 14754D100 1,122 23400 SH SOLE 0 23,400
CATERPILLAR INC DELCOM 149123101 22,820 214235 SH SOLE 0 214,235
CAVIUM INC COM 14964U108 263 8490 SH SOLE 0 8,490
CBRE GROUP INC CL A 12504L109 1,986 99,487 SH SOLE 0 99,487
CBS CORP NEW CL B 124857202 7,514 221,592 SH SOLE 0 221,592
CELADON GROUP INC COM 150838100 1,640 105,464 SH SOLE 0 105,464
CELGENE CORP COM 151020104 11,182 144247 SH SOLE 0 144,247
CEMEX SAB DE CV ADR 151290889 2,126 273,912 SH SOLE 0 273,912
CENOVUS ENERGY INC COM 15135U109 1,943 54,065 SH SOLE 0 54,065
CENTENE CORP DEL COM 15135B101 278 5,675 SH SOLE 0 5,675
CENTERPOINT ENERGY COM 15189T107 2,549 129,254 SH SOLE 0 129,254
CENTRAL EUROPEAN MECL A G20045202 340 47924 SH SOLE 0 47,924
CENTRAL VT PUB SVC COM 155771108 7,529 213,905 SH SOLE 0 213,905
CENTURYLINK INC COM 156700106 7,265 187966 SH SOLE 0 187,966
CERES INC COM 156773103 596 37300 SH SOLE 0 37,300
CERNER CORP COM 156782104 3,371 44268 SH SOLE 0 44,268
CF INDS HLDGS INC COM 125269100 7,694 42123 SH SOLE 0 42,123
CH ENERGY GROUP INCCOM 12541M102 12,824 192,172 SH SOLE 0 192,172
CHART INDS INC COM 16115Q308 1,743 23765 SH SOLE 0 23,765
CHEFS WHSE INC COM 163086101 473 20445 SH SOLE 0 20,445
CHEMED CORP NEW COM 16359R103 912 14,550 SH SOLE 0 14,550
CHESAPEAKE ENERGY CCOM 165167107 6,542 282350 SH SOLE 0 282,350
CHESAPEAKE LODGING SHS 165240102 818 45,500 SH SOLE 0 45,500
CHEVRON CORP NEW COM 166764100 78,428 731538 SH SOLE 0 731,538
CHICAGO BRIDGE & IRSHS 167250109 678 15,700 SH SOLE 0 15,700
CHIPMOS TECH BERMUDSHS G2110R114 750 42628 SH SOLE 0 42,628
CHIPOTLE MEXICAN GRCOM 169656105 3,964 9,484 SH SOLE 0 9,484
CHRISTOPHER & BANKSCOM 171046105 1,389 746,681 SH SOLE 0 746,681
CHUBB CORP COM 171232101 5,684 82,249 SH SOLE 0 82,249
CIGNA CORPORATION COM 125509109 4,281 86,918 SH SOLE 0 86,918
CIMAREX ENERGY CO COM 171798101 4,083 54,100 SH SOLE 0 54,100
CINCINNATI FINL CORCOM 172062101 1,699 49,229 SH SOLE 0 49,229
CINTAS CORP COM 172908105 1,309 33452 SH SOLE 0 33,452
CIRRUS LOGIC INC COM 172755100 355 14,905 SH SOLE 0 14,905
CISCO SYS INC COM 17275R102 34,556 1,633,875 SH SOLE 0 1,633,875
CITIGROUP INC COM 172967424 32,472 888437 SH SOLE 0 888,437
CITRIX SYS INC COM 177376100 4,442 56,297 SH SOLE 0 56,297
CLIFFS NATURAL RESOCOM 18683K101 2,984 43081 SH SOLE 0 43,081
CLOROX CO DEL COM 189054109 2,707 39,377 SH SOLE 0 39,377
CLOUD PEAK ENERGY ICOM 18911Q102 1,099 69,000 SH SOLE 0 69,000
CLOVIS ONCOLOGY INCCOM 189464100 552 21,704 SH SOLE 0 21,704
CME GROUP INC COM 12572Q105 5,832 20,156 SH SOLE 0 20,156
CMS ENERGY CORP COM 125896100 1,717 78,046 SH SOLE 0 78,046
CNOOC LTD ADR 126132109 2,370 11600 SH SOLE 0 11,600
COACH INC COM 189754104 6,746 87297 SH SOLE 0 87,297
COBALT INTL ENERGY COM 19075F106 2,425 80759 SH SOLE 0 80,759
COCA COLA CO COM 191216100 52,034 703064 SH SOLE 0 703,064
COCA COLA ENTERPRISCOM 19122T109 2,606 91106 SH SOLE 0 91,106
CODEXIS INC COM 192005106 130 35,560 SH SOLE 0 35,560
COGDELL SPENCER INCCOM 19238U107 1,516 357,450 SH SOLE 0 357,450
COGNIZANT TECHNOLOGCL A 192446102 7,082 92032 SH SOLE 0 92,032
COLE KENNETH PRODTNCL A 193294105 3,113 193356 SH SOLE 0 193,356
COLGATE PALMOLIVE CCOM 194162103 15,220 155654 SH SOLE 0 155,654
COLLECTIVE BRANDS ICOM 19421W100 2,949 150,000 SH SOLE 0 150,000
COLONY FINL INC COM 19624R106 917 56000 SH SOLE 0 56,000
COMCAST CORP NEW CL A 20030N101 24,548 818,005 SH SOLE 0 818,005
COMERICA INC COM 200340107 1,940 59,952 SH SOLE 0 59,952
COMMVAULT SYSTEMS ICOM 204166102 960 19,345 SH SOLE 0 19,345
COMPANHIA DE SANEAMADR 20441A102 238 3,100 SH SOLE 0 3,100
COMPANHIA ENERGETICADR 204409601 264 11100 SH SOLE 0 11,100
COMPANHIA PARANAENSADR 20441B407 350 14,900 SH SOLE 0 14,900
COMPANIA CERVECERIAADR 204429104 740 9400 SH SOLE 0 9,400
COMPUTER SCIENCES CCOM 205363104 1,408 47,043 SH SOLE 0 47,043
COMPUTER TASK GROUPCOM 205477102 1,301 84948 SH SOLE 0 84,948
COMSCORE INC COM 20564W105 1,023 47825 SH SOLE 0 47,825
COMVERGE INC COM 205859101 187 101850 SH SOLE 0 101,850
CONAGRA FOODS INC COM 205887102 3,287 125,161 SH SOLE 0 125,161
CONNS INC COM 208242107 168 10,930 SH SOLE 0 10,930
CONOCOPHILLIPS COM 20825C104 33,950 446,647 SH SOLE 0 446,647
CONSOL ENERGY INC COM 20854P109 10,060 295009 SH SOLE 0 295,009
CONSOLIDATED EDISONCOM 209115104 5,191 88,848 SH SOLE 0 88,848
CONSTANT CONTACT INCOM 210313102 556 18,650 SH SOLE 0 18,650
CONSTELLATION BRANDCL A 21036P108 1,229 52,094 SH SOLE 0 52,094
CONTANGO OIL & GAS COM 21075N204 2,162 36,700 SH SOLE 0 36,700
CONVIO INC COM 21257W105 2,669 172500 SH SOLE 0 172,500
COOPER INDUSTRIES PSHS G24140108 3,075 48085 SH SOLE 0 48,085
CORE LABORATORIES NCOM N22717107 2,581 19,620 SH SOLE 0 19,620
CORN PRODS INTL INCCOM 219023108 1,994 34,580 SH SOLE 0 34,580
CORNING INC COM 219350105 6,500 461,675 SH SOLE 0 461,675
COSAN LTD SHS G25343107 2,778 187,056 SH SOLE 0 187,056
COST PLUS INC CALIFCOM 221485105 612 34195 SH SOLE 0 34,195
COSTAR GROUP INC COM 22160N109 3,311 47950 SH SOLE 0 47,950
COSTCO WHSL CORP NECOM 22160K105 11,980 131940 SH SOLE 0 131,940
COVENTRY HEALTH CARCOM 222862104 1,524 42833 SH SOLE 0 42,833
COVIDIEN PLC SHS G2554F113 8,788 160,715 SH SOLE 0 160,715
CRANE CO COM 224399105 577 11,900 SH SOLE 0 11,900
CREDICORP LTD COM G2519Y108 7,200 54,622 SH SOLE 0 54,622
CROSS A T CO CL A 227478104 1,617 134,272 SH SOLE 0 134,272
CROSSTEX ENERGY L PCOM 22765U102 1,328 77,688 SH SOLE 0 77,688
CROWN CASTLE INTL CCOM 228227104 4,051 75,948 SH SOLE 0 75,948
CSX CORP COM 126408103 6,870 319,215 SH SOLE 0 319,215
CTRIP COM INTL LTD SHS 22943F100 390 18,000 SH SOLE 0 18,000
CUMMINS INC COM 231021106 10,590 88,223 SH SOLE 0 88,223
CURTISS WRIGHT CORPCOM 231561101 1,095 29,600 SH SOLE 0 29,600
CVR ENERGY INC COM 12662P108 10,533 393,751 SH SOLE 0 393,751
CVS CAREMARK CORPORCOM 126650100 17,700 395,089 SH SOLE 0 395,089
CYBERONICS INC COM 23251P102 254 6670 SH SOLE 0 6,670
CYBEROPTICS CORP COM 232517102 1,374 142,203 SH SOLE 0 142,203
D R HORTON INC COM 23331A109 1,283 84,589 SH SOLE 0 84,589
DANAHER CORP DEL COM 235851102 9,719 173,556 SH SOLE 0 173,556
DARDEN RESTAURANTS COM 237194105 1,993 38,965 SH SOLE 0 38,965
DARLING INTL INC COM 237266101 1,216 69800 SH SOLE 0 69,800
DAVITA INC COM 23918K108 2,563 28,425 SH SOLE 0 28,425
DCP MIDSTREAM PARTNCOM 23311P100 778 16,980 SH SOLE 0 16,980
DEALERTRACK HLDGS ICOM 242309102 619 20,465 SH SOLE 0 20,465
DEAN FOODS CO NEW COM 242370104 677 55,889 SH SOLE 0 55,889
DEERE & CO COM 244199105 11,075 136898 SH SOLE 0 136,898
DELL INC COM 24702R101 7,687 463,240 SH SOLE 0 463,240
DELPHI FINL GROUP ICL A 247131105 12,471 278,552 SH SOLE 0 278,552
DELTA APPAREL INC COM 247368103 1,964 119,540 SH SOLE 0 119,540
DENBURY RES INC COM 247916208 5,191 284,724 SH SOLE 0 284,724
DENTSPLY INTL INC NCOM 249030107 1,729 43089 SH SOLE 0 43,089
DEPOMED INC COM 249908104 2,088 333,534 SH SOLE 0 333,534
DESARROLLADORA HOMEADR 25030W100 565 30,100 SH SOLE 0 30,100
DEVON ENERGY CORP NCOM 25179M103 11,300 158888 SH SOLE 0 158,888
DEVRY INC DEL COM 251893103 963 28,422 SH SOLE 0 28,422
DIAMOND OFFSHORE DRCOM 25271C102 1,408 21088 SH SOLE 0 21,088
DIGITAL GENERATION COM 25400B108 720 70500 SH SOLE 0 70,500
DIRECTV COM 25490A101 10,122 205,152 SH SOLE 0 205,152
DISCOVER FINL SVCS COM 254709108 5,360 160782 SH SOLE 0 160,782
DISCOVERY COMMUNICACOM 25470F104 4,817 95,190 SH SOLE 0 95,190
DISNEY WALT CO COM 254687106 24,422 557827 SH SOLE 0 557,827
DOLLAR TREE INC COM 256746108 3,412 36,107 SH SOLE 0 36,107
DOMINION RES INC VACOM 25746U109 8,857 172953 SH SOLE 0 172,953
DONNELLEY R R & SONCOM 257867101 671 54,149 SH SOLE 0 54,149
DOVER CORP COM 260003108 3,507 55,714 SH SOLE 0 55,714
DOW CHEM CO COM 260543103 13,125 378,894 SH SOLE 0 378,894
DR PEPPER SNAPPLE GCOM 26138E109 2,587 64,335 SH SOLE 0 64,335
DRDGOLD LIMITED ADR 26152H301 384 51540 SH SOLE 0 51,540
DTE ENERGY CO COM 233331107 2,828 51,390 SH SOLE 0 51,390
DU PONT E I DE NEMOCOM 263534109 14,961 282,808 SH SOLE 0 282,808
DUKE ENERGY CORP NECOM 26441C105 747 35,553 SH SOLE 0 35,553
DUN & BRADSTREET COCOM 26483E100 1,227 14477 SH SOLE 0 14,477
DYCOM INDS INC COM 267475101 986 42,200 SH SOLE 0 42,200
DYNAVAX TECHNOLOGIECOM 268158102 727 144,600 SH SOLE 0 144,600
E M C CORP MASS COM 268648102 19,955 667,822 SH SOLE 0 667,822
E TRADE FINANCIAL CCOM 269246401 843 77,029 SH SOLE 0 77,029
EAGLE ROCK ENERGY PUNIT 26985R104 1,539 155,572 SH SOLE 0 155,572
EATON CORP COM 278058102 5,059 101534 SH SOLE 0 101,534
EBAY INC COM 278642103 14,070 381,294 SH SOLE 0 381,294
EBIX INC COM 278715206 933 40,300 SH SOLE 0 40,300
ECOLAB INC COM 278865100 5,454 88,359 SH SOLE 0 88,359
ECOTALITY INC COM 27922Y202 391 398,858 SH SOLE 0 398,858
EDISON INTL COM 281020107 4,202 98838 SH SOLE 0 98,838
EDWARDS LIFESCIENCECOM 28176E108 2,537 34881 SH SOLE 0 34,881
EL PASO CORP COM 28336L109 10,768 364,412 SH SOLE 0 364,412
EL PASO PIPELINE PACOM 283702108 2,248 64437 SH SOLE 0 64,437
ELECTRONIC ARTS INCCOM 285512109 1,657 100,530 SH SOLE 0 100,530
ELLIS PERRY INTL INCOM 288853104 2,378 127350 SH SOLE 0 127,350
EMCOR GROUP INC COM 29084Q100 568 20,500 SH SOLE 0 20,500
EMERSON ELEC CO COM 291011104 11,626 222,798 SH SOLE 0 222,798
ENBRIDGE ENERGY PARCOM 29250R106 3,406 109972 SH SOLE 0 109,972
ENCANA CORP COM 292505104 2,802 142,607 SH SOLE 0 142,607
ENCORE BANCSHARES ICOM 29255V201 2,004 98400 SH SOLE 0 98,400
ENCORE CAP GROUP INCOM 292554102 1,155 51200 SH SOLE 0 51,200
ENDO PHARMACEUTICALCOM 29264F205 1,232 31800 SH SOLE 0 31,800
ENDOLOGIX INC COM 29266S106 895 61110 SH SOLE 0 61,110
ENDURANCE SPECIALTYSHS G30397106 1,862 45800 SH SOLE 0 45,800
ENERGY PARTNERS LTDCOM 29270U303 1,046 63000 SH SOLE 0 63,000
ENERGY TRANSFER EQUCOM 29273V100 2,948 73,147 SH SOLE 0 73,147
ENERSYS COM 29275Y102 1,220 35,200 SH SOLE 0 35,200
ENGLOBAL CORP COM 293306106 428 178,209 SH SOLE 0 178,209
ENI S P A ADR 26874R108 3,346 71,475 SH SOLE 0 71,475
ENSCO PLC ADR 29358Q109 17,739 335,150 SH SOLE 0 335,150
ENTERGY CORP NEW COM 29364G103 3,601 53,579 SH SOLE 0 53,579
ENTERPRISE PRODS PACOM 293792107 14,518 287,654 SH SOLE 0 287,654
ENTROPIC COMMUNICATCOM 29384R105 755 129500 SH SOLE 0 129,500
ENVESTNET INC COM 29404K106 4,106 327930 SH SOLE 0 327,930
EOG RES INC COM 26875P101 11,363 102,280 SH SOLE 0 102,280
EPOCRATES INC COM 29429D103 1,153 134352 SH SOLE 0 134,352
EQT CORP COM 26884L109 6,887 142844 SH SOLE 0 142,844
EQUIFAX INC COM 294429105 1,609 36,356 SH SOLE 0 36,356
EQUITY RESIDENTIAL SHS 29476L107 5,703 91,081 SH SOLE 0 91,081
ETFS PALLADIUM TR SHS 26923A106 1,718 26643 SH SOLE 0 26,643
EV ENERGY PARTNERS COM 26926V107 2,712 38974 SH SOLE 0 38,974
EXACT SCIENCES CORPCOM 30063P105 1,677 150281 SH SOLE 0 150,281
EXCO RESOURCES INC COM 269279402 118 17785 SH SOLE 0 17,785
EXELON CORP COM 30161N101 10,124 258,192 SH SOLE 0 258,192
EXPEDIA INC DEL COM 30212P303 963 28785 SH SOLE 0 28,785
EXPEDITORS INTL WASCOM 302130109 2,992 64,336 SH SOLE 0 64,336
EXXON MOBIL CORP COM 30231G102 151,128 1742511 SH SOLE 0 1,742,511
EZCORP INC CL A 302301106 1,733 53400 SH SOLE 0 53,400
F M C CORP COM 302491303 2,243 21186 SH SOLE 0 21,186
F5 NETWORKS INC COM 315616102 3,242 24,024 SH SOLE 0 24,024
FABRINET SHS G3323L100 464 26,180 SH SOLE 0 26,180
FACTSET RESH SYS INCOM 303075105 896 9050 SH SOLE 0 9,050
FAMILY DLR STORES ICOM 307000109 2,261 35725 SH SOLE 0 35,725
FARO TECHNOLOGIES ICOM 311642102 1,241 21275 SH SOLE 0 21,275
FASTENAL CO COM 311900104 4,846 89,576 SH SOLE 0 89,576
FEDERATED INVS INC CL B 314211103 3,467 154,712 SH SOLE 0 154,712
FEDEX CORP COM 31428X106 8,773 95402 SH SOLE 0 95,402
FIDELITY NATL INFORCOM 31620M106 2,356 71,143 SH SOLE 0 71,143
FIFTH STREET FINANCCOM 31678A103 1,386 142,000 SH SOLE 0 142,000
FIFTH THIRD BANCORPCOM 316773100 4,595 327185 SH SOLE 0 327,185
FIRST FINL BANCORP COM 320209109 1,086 62,750 SH SOLE 0 62,750
FIRST HORIZON NATL COM 320517105 807 77,780 SH SOLE 0 77,780
FIRST SOLAR INC COM 336433107 447 17,841 SH SOLE 0 17,841
FIRSTENERGY CORP COM 337932107 5,784 126,870 SH SOLE 0 126,870
FIRSTSERVICE CORP COM 33761N109 298 9733 SH SOLE 0 9,733
FISERV INC COM 337738108 2,917 42,042 SH SOLE 0 42,042
FLIR SYS INC COM 302445101 1,183 46,731 SH SOLE 0 46,731
FLOWSERVE CORP COM 34354P105 1,910 16,532 SH SOLE 0 16,532
FLUOR CORP NEW COM 343412102 3,078 51,269 SH SOLE 0 51,269
FLY LEASING LTD ADR 34407D109 124 10,122 SH SOLE 0 10,122
FMC TECHNOLOGIES INCOM 30249U101 3,657 72,526 SH SOLE 0 72,526
FOOT LOCKER INC COM 344849104 6,741 217,100 SH SOLE 0 217,100
FORD MTR CO DEL COM 345370860 14,384 1152992 SH SOLE 0 1,152,992
FOREST LABS INC COM 345838106 2,794 80,552 SH SOLE 0 80,552
FRANCESCAS HLDGS COCOM 351793104 932 29,469 SH SOLE 0 29,469
FRANKLIN RES INC COM 354613101 5,362 43235 SH SOLE 0 43,235
FREEPORT-MCMORAN COCOM 35671D857 15,108 397,164 SH SOLE 0 397,164
FRESENIUS MED CARE ADR 358029106 3,682 52,116 SH SOLE 0 52,116
FRESH MKT INC COM 35804H106 618 12895 SH SOLE 0 12,895
FRONTIER COMMUNICATCOM 35906A108 1,259 301858 SH SOLE 0 301,858
FUEL SYS SOLUTIONS COM 35952W103 449 17170 SH SOLE 0 17,170
FURMANITE CORPORATICOM 361086101 1,180 183726 SH SOLE 0 183,726
GAMESTOP CORP NEW CL A 36467W109 904 41385 SH SOLE 0 41,385
GANNETT INC COM 364730101 1,102 71876 SH SOLE 0 71,876
GAP INC DEL COM 364760108 2,633 100,730 SH SOLE 0 100,730
GENERAL DYNAMICS COCOM 369550108 7,943 108,245 SH SOLE 0 108,245
GENERAL ELECTRIC COCOM 369604103 64,423 3,209,923 SH SOLE 0 3,209,923
GENERAL MLS INC COM 370334104 8,100 205,321 SH SOLE 0 205,321
GENESIS ENERGY L P UNIT 371927104 692 22,500 SH SOLE 0 22,500
GENUINE PARTS CO COM 372460105 2,965 47,255 SH SOLE 0 47,255
GENWORTH FINL INC COM 37247D106 1,240 149,066 SH SOLE 0 149,066
GEVO INC COM 374396109 413 44980 SH SOLE 0 44,980
GILEAD SCIENCES INCCOM 375558103 11,225 229,739 SH SOLE 0 229,739
GLAXOSMITHKLINE PLCADR 37733W105 499 11,110 SH SOLE 0 11,110
GLOBAL GEOPHYSICAL COM 37946S107 935 88,090 SH SOLE 0 88,090
GOL LINHAS AEREAS IADR 38045R107 756 112400 SH SOLE 0 112,400
GOLD FIELDS LTD NEWADR 38059T106 733 52,700 SH SOLE 0 52,700
GOLDCORP INC NEW COM 380956409 4,522 100,360 SH SOLE 0 100,360
GOLDEN STAR RES LTDCOM 38119T104 535 287836 SH SOLE 0 287,836
GOLDMAN SACHS GROUPCOM 38141G104 18,672 150,134 SH SOLE 0 150,134
GOODRICH CORP COM 382388106 17,085 136203 SH SOLE 0 136,203
GOODRICH PETE CORP COM 382410405 321 16,885 SH SOLE 0 16,885
GOODYEAR TIRE & RUBCOM 382550101 832 74,189 SH SOLE 0 74,189
GOOGLE INC CL A 38259P508 50,200 78,286 SH SOLE 0 78,286
GP STRATEGIES CORP COM 36225V104 1,761 100638 SH SOLE 0 100,638
GRAINGER W W INC COM 384802104 3,974 18,502 SH SOLE 0 18,502
GRAN TIERRA ENERGY COM 38500T101 3,032 482039 SH SOLE 0 482,039
GRAND CANYON ED INCCOM 38526M106 695 39125 SH SOLE 0 39,125
GREAT WOLF RESORTS COM 391523107 2,623 458552 SH SOLE 0 458,552
GREEN PLAINS RENEWACOM 393222104 558 51,700 SH SOLE 0 51,700
GREENWAY MED TECHNOCOM 39679B103 284 18,562 SH SOLE 0 18,562
GREIF INC CL A 397624107 517 9,250 SH SOLE 0 9,250
GRUPO TELEVISA SA ADR 40049J206 2,388 113,297 SH SOLE 0 113,297
HALLIBURTON CO COM 406216101 12,157 366,296 SH SOLE 0 366,296
HALOZYME THERAPEUTICOM 40637H109 895 70135 SH SOLE 0 70,135
HANCOCK HLDG CO COM 410120109 1,035 29150 SH SOLE 0 29,150
HARLEY DAVIDSON INCCOM 412822108 3,403 69,336 SH SOLE 0 69,336
HARLEYSVILLE GROUP COM 412824104 12,021 208336 SH SOLE 0 208,336
HARMAN INTL INDS INCOM 413086109 997 21,292 SH SOLE 0 21,292
HARRIS CORP DEL COM 413875105 1,557 34,544 SH SOLE 0 34,544
HARTFORD FINL SVCS COM 416515104 2,815 133,550 SH SOLE 0 133,550
HASBRO INC COM 418056107 1,290 35,122 SH SOLE 0 35,122
HAYNES INTERNATIONACOM 420877201 652 10285 SH SOLE 0 10,285
HCP INC COM 40414L109 4,902 124,232 SH SOLE 0 124,232
HEALTH CARE REIT INCOM 42217K106 3,506 63,789 SH SOLE 0 63,789
HEALTHSTREAM INC COM 42222N103 1,623 70,000 SH SOLE 0 70,000
HEARTWARE INTL INC COM 422368100 287 4,365 SH SOLE 0 4,365
HEINZ H J CO COM 423074103 5,966 111,412 SH SOLE 0 111,412
HELMERICH & PAYNE ICOM 423452101 3,570 66177 SH SOLE 0 66,177
HERCULES OFFSHORE ICOM 427093109 345 72835 SH SOLE 0 72,835
HERSHEY CO COM 427866108 2,853 46,521 SH SOLE 0 46,521
HESS CORP COM 42809H107 6,931 117580 SH SOLE 0 117,580
HEWLETT PACKARD CO COM 428236103 14,287 599,536 SH SOLE 0 599,536
HIBBETT SPORTS INC COM 428567101 2,239 41,040 SH SOLE 0 41,040
HIMAX TECHNOLOGIES ADR 43289P106 161 77,937 SH SOLE 0 77,937
HITTITE MICROWAVE CCOM 43365Y104 1,355 24,950 SH SOLE 0 24,950
HOLLY ENERGY PARTNECOM 435763107 1,595 26,124 SH SOLE 0 26,124
HOLLYFRONTIER CORP COM 436106108 1,265 39,361 SH SOLE 0 39,361
HOME DEPOT INC COM 437076102 23,527 467,649 SH SOLE 0 467,649
HONEYWELL INTL INC COM 438516106 14,360 235,214 SH SOLE 0 235,214
HORMEL FOODS CORP COM 440452100 1,230 41,651 SH SOLE 0 41,651
HORNBECK OFFSHORE SCOM 440543106 470 11,190 SH SOLE 0 11,190
HORSEHEAD HLDG CORPCOM 440694305 628 55,095 SH SOLE 0 55,095
HOSPIRA INC COM 441060100 1,869 49975 SH SOLE 0 49,975
HOST HOTELS & RESORCOM 44107P104 3,524 214,645 SH SOLE 0 214,645
HOT TOPIC INC COM 441339108 712 70185 SH SOLE 0 70,185
HSBC HLDGS PLC ADR 404280406 746 16,800 SH SOLE 0 16,800
HUDSON CITY BANCORPCOM 443683107 1,171 160041 SH SOLE 0 160,041
HUMANA INC COM 444859102 4,602 49,766 SH SOLE 0 49,766
HUNTINGTON BANCSHARCOM 446150104 1,690 262,217 SH SOLE 0 262,217
HURON CONSULTING GRCOM 447462102 1,008 26,850 SH SOLE 0 26,850
IBERIABANK CORP COM 450828108 1,631 30,500 SH SOLE 0 30,500
ICAHN ENTERPRISES LFRNT 451102AB3 2,470 2,480,000 SH SOLE 0 2,480,000
ICONIX BRAND GROUP COM 451055107 1,188 68,375 SH SOLE 0 68,375
ILLINOIS TOOL WKS ICOM 452308109 8,383 146,757 SH SOLE 0 146,757
ILLUMINA INC COM 452327109 12,650 240,450 SH SOLE 0 240,450
IMAX CORP COM 45245E109 360 14,720 SH SOLE 0 14,720
IMPERIAL OIL LTD COM 453038408 450 9910 SH SOLE 0 9,910
IMPERVA INC COM 45321L100 836 21365 SH SOLE 0 21,365
INERGY L P UNIT 456615103 1,429 87,289 SH SOLE 0 87,289
INFOSYS LTD ADR 456788108 707 12400 SH SOLE 0 12,400
INGERSOLL-RAND PLC SHS G47791101 3,730 90,212 SH SOLE 0 90,212
INNERWORKINGS INC COM 45773Y105 1,866 160,205 SH SOLE 0 160,205
INPHI CORP COM 45772F107 454 31,982 SH SOLE 0 31,982
INTEGRYS ENERGY GROCOM 45822P105 1,258 23,749 SH SOLE 0 23,749
INTEL CORP COM 458140100 43,409 1,543,983 SH SOLE 0 1,543,983
INTERCONTINENTALEXCCOM 45865V100 3,026 22,021 SH SOLE 0 22,021
INTERDIGITAL INC COM 45867G101 5,051 144900 SH SOLE 0 144,900
INTERNATIONAL BUSINCOM 459200101 73,339 351491 SH SOLE 0 351,491
INTERNATIONAL FLAVOCOM 459506101 1,439 24,550 SH SOLE 0 24,550
INTERNATIONAL GAME COM 459902102 1,515 90,249 SH SOLE 0 90,249
INTERPUBLIC GROUP CCOM 460690100 1,544 135332 SH SOLE 0 135,332
INTL PAPER CO COM 460146103 4,654 132594 SH SOLE 0 132,594
INTUIT COM 461202103 5,382 89,463 SH SOLE 0 89,463
INTUITIVE SURGICAL COM 46120E602 6,459 11,922 SH SOLE 0 11,922
INVENSENSE INC COM 46123D205 513 28315 SH SOLE 0 28,315
INVENTURE FOODS INCCOM 461212102 1,601 322,846 SH SOLE 0 322,846
INVESCO LTD SHS G491BT108 3,610 135346 SH SOLE 0 135,346
IPG PHOTONICS CORP COM 44980X109 404 7,755 SH SOLE 0 7,755
IRON MTN INC COM 462846106 1,495 51,901 SH SOLE 0 51,901
ISHARES INC ETF 464286772 2,644 44408 SH SOLE 0 44,408
ISHARES INC ETF 464286400 1,667 25,776 SH SOLE 0 25,776
ISHARES INC ETF 464286830 314 21,479 SH SOLE 0 21,479
ISHARES INC ETF 464286509 4,308 152000 SH SOLE 0 152,000
ISHARES INC ETF 464286624 289 3,967 SH SOLE 0 3,967
ISHARES INC ETF 464286822 380 6,079 SH SOLE 0 6,079
ISHARES INC ETF 464286715 381 7173 SH SOLE 0 7,173
ISHARES INC ETF 464286780 1,152 16711 SH SOLE 0 16,711
ISHARES INC ETF 464286731 4,712 351279 SH SOLE 0 351,279
ISHARES TR ETF 464287804 2,760 36,170 SH SOLE 0 36,170
ISHARES TR ETF 464287465 26,106 475,600 SH SOLE 0 475,600
ISHARES TR ETF 464287184 4,366 119,074 SH SOLE 0 119,074
ISHARES TR ETF 46429B705 465 18,674 SH SOLE 0 18,674
ISHARES TR ETF 46429B671 869 19972 SH SOLE 0 19,972
ISTA PHARMACEUTICALCOM 45031X204 5,430 602,672 SH SOLE 0 602,672
ITAU UNIBANCO HLDG ADR 465562106 9,974 519,769 SH SOLE 0 519,769
ITRON INC COM 465741106 958 21,100 SH SOLE 0 21,100
IXYS CORP COM 46600W106 1,283 97232 SH SOLE 0 97,232
JABIL CIRCUIT INC COM 466313103 1,405 55,933 SH SOLE 0 55,933
JACOBS ENGR GROUP ICOM 469814107 1,730 38,980 SH SOLE 0 38,980
JAKKS PAC INC COM 47012E106 6,942 397811 SH SOLE 0 397,811
JDS UNIPHASE CORP COM 46612J507 1,010 69724 SH SOLE 0 69,724
JIVE SOFTWARE INC COM 47760A108 430 15,850 SH SOLE 0 15,850
JOHNSON & JOHNSON COM 478160104 56,072 850,095 SH SOLE 0 850,095
JOHNSON CTLS INC COM 478366107 6,708 206513 SH SOLE 0 206,513
JOY GLOBAL INC COM 481165108 2,359 32,102 SH SOLE 0 32,102
JPMORGAN CHASE & COCOM 46625H100 54,983 1,195,802 SH SOLE 0 1,195,802
JUNIPER NETWORKS INCOM 48203R104 3,653 159680 SH SOLE 0 159,680
KELLOGG CO COM 487836108 4,009 74760 SH SOLE 0 74,760
KEYCORP NEW COM 493267108 3,162 372014 SH SOLE 0 372,014
KIMBERLY CLARK CORPCOM 494368103 8,825 119,428 SH SOLE 0 119,428
KIMCO RLTY CORP COM 49446R109 2,378 123461 SH SOLE 0 123,461
KINDER MORGAN MANAGSHS 49455U100 8,295 111148 SH SOLE 0 111,148
KINROSS GOLD CORP COM 496902404 2,060 210400 SH SOLE 0 210,400
KIOR INC CL A 497217109 186 13885 SH SOLE 0 13,885
KIRBY CORP COM 497266106 490 7,450 SH SOLE 0 7,450
KLA-TENCOR CORP COM 482480100 2,753 50,580 SH SOLE 0 50,580
KNIGHT CAP GROUP INCL A 499005106 844 65,600 SH SOLE 0 65,600
KODIAK OIL & GAS COCOM 50015Q100 643 64,560 SH SOLE 0 64,560
KOHLS CORP COM 500255104 3,846 76,881 SH SOLE 0 76,881
KOSMOS ENERGY LTD SHS G5315B107 315 23800 SH SOLE 0 23,800
KRAFT FOODS INC CL A 50075N104 20,389 536411 SH SOLE 0 536,411
KROGER CO COM 501044101 4,225 174,362 SH SOLE 0 174,362
L-3 COMMUNICATIONS COM 502424104 2,125 30,027 SH SOLE 0 30,027
LABORATORY CORP AMECOM 50540R409 2,699 29,487 SH SOLE 0 29,487
LAS VEGAS SANDS CORCOM 517834107 721 12521 SH SOLE 0 12,521
LASALLE HOTEL PPTYSCOM 517942108 355 12,600 SH SOLE 0 12,600
LAUDER ESTEE COS INCL A 518439104 4,225 68214 SH SOLE 0 68,214
LECROY CORP COM 52324W109 1,448 139,391 SH SOLE 0 139,391
LEGACY RESERVES LP UNIT 524707304 564 19,519 SH SOLE 0 19,519
LEGG MASON INC COM 524901105 1,054 37,725 SH SOLE 0 37,725
LEGGETT & PLATT INCCOM 524660107 977 42,477 SH SOLE 0 42,477
LENNAR CORP CL A 526057104 341 12,535 SH SOLE 0 12,535
LENNAR CORP CL B 526057302 1,082 48,420 SH SOLE 0 48,420
LEUCADIA NATL CORP COM 527288104 1,569 60099 SH SOLE 0 60,099
LEXMARK INTL NEW CL A 529771107 714 21491 SH SOLE 0 21,491
LIFE TECHNOLOGIES CCOM 53217V109 2,640 54,079 SH SOLE 0 54,079
LIFE TIME FITNESS ICOM 53217R207 809 16000 SH SOLE 0 16,000
LIFEPOINT HOSPITALSCOM 53219L109 592 15010 SH SOLE 0 15,010
LILLY ELI & CO COM 532457108 12,473 309,778 SH SOLE 0 309,778
LIMITED BRANDS INC COM 532716107 3,582 74,617 SH SOLE 0 74,617
LINCOLN NATL CORP ICOM 534187109 2,330 88,378 SH SOLE 0 88,378
LINEAR TECHNOLOGY CCOM 535678106 2,341 69464 SH SOLE 0 69,464
LINN ENERGY LLC UNIT 536020100 2,536 66,487 SH SOLE 0 66,487
LIQUIDITY SERVICES COM 53635B107 914 20,410 SH SOLE 0 20,410
LIVEPERSON INC COM 538146101 655 39045 SH SOLE 0 39,045
LIZ CLAIBORNE INC COM 539320101 173 12,930 SH SOLE 0 12,930
LOCKHEED MARTIN CORCOM 539830109 7,267 80,872 SH SOLE 0 80,872
LOEWS CORP COM 540424108 3,695 92686 SH SOLE 0 92,686
LORILLARD INC COM 544147101 5,185 40043 SH SOLE 0 40,043
LOWES COS INC COM 548661107 11,814 376,469 SH SOLE 0 376,469
LSI CORPORATION COM 502161102 1,492 171,937 SH SOLE 0 171,937
LUMBER LIQUIDATORS COM 55003T107 683 27,215 SH SOLE 0 27,215
LUXOTTICA GROUP S PADR 55068R202 2,707 75048 SH SOLE 0 75,048
LYONDELLBASELL INDUSHS N53745100 985 22572 SH SOLE 0 22,572
M & T BK CORP COM 55261F104 3,332 38,346 SH SOLE 0 38,346
MACYS INC COM 55616P104 4,992 125,651 SH SOLE 0 125,651
MADDEN STEVEN LTD COM 556269108 628 14,690 SH SOLE 0 14,690
MAGELLAN MIDSTREAM COM 559080106 3,967 54842 SH SOLE 0 54,842
MAKO SURGICAL CORP COM 560879108 556 13,195 SH SOLE 0 13,195
MANITEX INTL INC COM 563420108 2,139 291767 SH SOLE 0 291,767
MARATHON OIL CORP COM 565849106 8,900 280,748 SH SOLE 0 280,748
MARATHON PETE CORP COM 56585A102 6,501 149937 SH SOLE 0 149,937
MARKET VECTORS ETF ETF 57060U100 1,191 24,040 SH SOLE 0 24,040
MARKET VECTORS ETF ETF 57060U506 4,064 131,618 SH SOLE 0 131,618
MARKET VECTORS ETF ETF 57060U605 1,056 19987 SH SOLE 0 19,987
MARKWEST ENERGY PARUNIT 570759100 3,617 61875 SH SOLE 0 61,875
MARRIOTT INTL INC NCL A 571903202 3,754 99,185 SH SOLE 0 99,185
MARSH & MCLENNAN COCOM 571748102 5,405 164,851 SH SOLE 0 164,851
MASCO CORP COM 574599106 1,449 108388 SH SOLE 0 108,388
MASTERCARD INC CL A 57636Q104 13,557 32238 SH SOLE 0 32,238
MATERION CORP COM 576690101 1,100 38,300 SH SOLE 0 38,300
MATTEL INC COM 577081102 3,462 102,838 SH SOLE 0 102,838
MATTRESS FIRM HLDG COM 57722W106 939 24778 SH SOLE 0 24,778
MAXWELL TECHNOLOGIECOM 577767106 430 23450 SH SOLE 0 23,450
MCCORMICK & CO INC COM 579780206 2,197 40362 SH SOLE 0 40,362
MCDONALDS CORP COM 580135101 31,244 318,488 SH SOLE 0 318,488
MCGRAW HILL COS INCCOM 580645109 4,088 84,334 SH SOLE 0 84,334
MCKESSON CORP COM 58155Q103 7,357 83818 SH SOLE 0 83,818
MEAD JOHNSON NUTRITCOM 582839106 5,096 61,783 SH SOLE 0 61,783
MEADWESTVACO CORP COM 583334107 4,658 147437 SH SOLE 0 147,437
MEDALLION FINL CORPCOM 583928106 1,781 159,557 SH SOLE 0 159,557
MEDCO HEALTH SOLUTICOM 58405U102 21,041 299,300 SH SOLE 0 299,300
MEDIDATA SOLUTIONS COM 58471A105 679 25,500 SH SOLE 0 25,500
MEDIVATION INC COM 58501N101 483 6465 SH SOLE 0 6,465
MEDTRONIC INC COM 585055106 12,371 315,673 SH SOLE 0 315,673
MELCO CROWN ENTMT LADR 585464100 1,767 129,547 SH SOLE 0 129,547
MELLANOX TECHNOLOGISHS M51363113 670 16015 SH SOLE 0 16,015
MENS WEARHOUSE INC COM 587118100 310 7,990 SH SOLE 0 7,990
MERCADOLIBRE INC COM 58733R102 7,442 76,100 SH SOLE 0 76,100
MERCK & CO INC NEW COM 58933Y105 35,460 923,428 SH SOLE 0 923,428
MERIDIAN BIOSCIENCECOM 589584101 1,478 76275 SH SOLE 0 76,275
METHANEX CORP COM 59151K108 655 20,200 SH SOLE 0 20,200
METLIFE INC COM 59156R108 12,014 321661 SH SOLE 0 321,661
METROPCS COMMUNICATCOM 591708102 803 89,075 SH SOLE 0 89,075
MI DEVS INC COM 55304X104 559 16,149 SH SOLE 0 16,149
MICROCHIP TECHNOLOGCOM 595017104 2,167 58263 SH SOLE 0 58,263
MICRON TECHNOLOGY ICOM 595112103 2,426 299,664 SH SOLE 0 299,664
MICROSOFT CORP COM 594918104 73,071 2,265,423 SH SOLE 0 2,265,423
MID CON ENERGY PARTCOM 59560V109 1,085 46,072 SH SOLE 0 46,072
MIDAS GROUP INC COM 595626102 2,309 201152 SH SOLE 0 201,152
MILLER ENERGY RES ICOM 600527105 1,500 355,454 SH SOLE 0 355,454
MIPS TECHNOLOGIES ICOM 604567107 585 107500 SH SOLE 0 107,500
MISTRAS GROUP INC COM 60649T107 457 19,168 SH SOLE 0 19,168
MOBILE TELESYSTEMS ADR 607409109 735 40100 SH SOLE 0 40,100
MOLEX INC CL A 608554200 1,006 42,879 SH SOLE 0 42,879
MOLSON COORS BREWINCL B 60871R209 2,156 47,645 SH SOLE 0 47,645
MONOLITHIC PWR SYS COM 609839105 324 16,470 SH SOLE 0 16,470
MONSANTO CO NEW COM 61166W101 28,156 353,008 SH SOLE 0 353,008
MOODYS CORP COM 615369105 2,505 59,505 SH SOLE 0 59,505
MORGAN STANLEY COM 617446448 9,077 462,183 SH SOLE 0 462,183
MORNINGSTAR INC COM 617700109 1,862 29,525 SH SOLE 0 29,525
MOSAIC CO NEW COM 61945C103 16,372 296,116 SH SOLE 0 296,116
MOTORCAR PTS AMER ICOM 620071100 735 76,400 SH SOLE 0 76,400
MOTOROLA MOBILITY HCOM 620097105 18,500 471,461 SH SOLE 0 471,461
MOTOROLA SOLUTIONS COM 620076307 4,537 89,258 SH SOLE 0 89,258
MURPHY OIL CORP COM 626717102 3,309 58,814 SH SOLE 0 58,814
MYLAN INC COM 628530107 3,037 129,514 SH SOLE 0 129,514
NABORS INDUSTRIES LSHS G6359F103 1,532 87,573 SH SOLE 0 87,573
NAM TAI ELECTRS INCCOM 629865205 370 61,896 SH SOLE 0 61,896
NASDAQ OMX GROUP INCOM 631103108 981 37871 SH SOLE 0 37,871
NATIONAL OILWELL VACOM 637071101 11,598 145947 SH SOLE 0 145,947
NATIONAL RESEARCH CCOM 637372103 639 14,875 SH SOLE 0 14,875
NEOGEN CORP COM 640491106 1,138 29,137 SH SOLE 0 29,137
NETAPP INC COM 64110D104 4,930 110116 SH SOLE 0 110,116
NETFLIX INC COM 64110L106 1,934 16,812 SH SOLE 0 16,812
NETLIST INC COM 64118P109 1,894 534,928 SH SOLE 0 534,928
NEWELL RUBBERMAID ICOM 651229106 1,558 87489 SH SOLE 0 87,489
NEWFIELD EXPL CO COM 651290108 7,628 219951 SH SOLE 0 219,951
NEWMONT MINING CORPCOM 651639106 8,566 167,083 SH SOLE 0 167,083
NEWPARK RES INC COM 651718504 1,320 161,200 SH SOLE 0 161,200
NEWS CORP CL A 65248E104 12,870 652,961 SH SOLE 0 652,961
NEXTERA ENERGY INC COM 65339F101 7,712 126,261 SH SOLE 0 126,261
NIC INC COM 62914B100 1,138 93,675 SH SOLE 0 93,675
NII HLDGS INC CL B 62913F201 494 26955 SH SOLE 0 26,955
NIKE INC CL B 654106103 12,077 111373 SH SOLE 0 111,373
NISOURCE INC COM 65473P105 2,084 85,602 SH SOLE 0 85,602
NOBLE CORPORATION BCOM H5833N103 3,631 96,903 SH SOLE 0 96,903
NOBLE ENERGY INC COM 655044105 7,319 74,847 SH SOLE 0 74,847
NORDIC AMERICAN TANCOM G65773106 621 39,105 SH SOLE 0 39,105
NORDSTROM INC COM 655664100 2,702 48,493 SH SOLE 0 48,493
NORFOLK SOUTHERN COCOM 655844108 7,017 106,594 SH SOLE 0 106,594
NORTHERN TR CORP COM 665859104 3,471 73144 SH SOLE 0 73,144
NORTHROP GRUMMAN COCOM 666807102 4,681 76,638 SH SOLE 0 76,638
NOVA MEASURING INSTCOM M7516K103 274 30,526 SH SOLE 0 30,526
NOVELLUS SYS INC COM 670008101 1,069 21,428 SH SOLE 0 21,428
NRG ENERGY INC COM 629377508 1,082 69070 SH SOLE 0 69,070
NSTAR COM 67019E107 1,847 37989 SH SOLE 0 37,989
NUCOR CORP COM 670346105 4,129 96131 SH SOLE 0 96,131
NUSTAR ENERGY LP UNIT 67058H102 210 3,548 SH SOLE 0 3,548
NUSTAR GP HOLDINGS UNIT 67059L102 629 18166 SH SOLE 0 18,166
NVE CORP COM 629445206 1,798 33923 SH SOLE 0 33,923
NVIDIA CORP COM 67066G104 2,852 185,247 SH SOLE 0 185,247
NYSE EURONEXT COM 629491101 2,823 94,058 SH SOLE 0 94,058
O CHARLEYS INC COM 670823103 3,066 311,600 SH SOLE 0 311,600
O REILLY AUTOMOTIVECOM 67103H107 3,528 38622 SH SOLE 0 38,622
OCCIDENTAL PETE CORCOM 674599105 35,342 371125 SH SOLE 0 371,125
OCEANEERING INTL INCOM 675232102 1,250 23,204 SH SOLE 0 23,204
OCWEN FINL CORP COM 675746309 1,396 89,300 SH SOLE 0 89,300
OCZ TECHNOLOGY GROUCOM 67086E303 301 43130 SH SOLE 0 43,130
ODYSSEY MARINE EXPLCOM 676118102 2,177 700000 SH SOLE 0 700,000
OI S.A. ADR 670851203 833 52372 SH SOLE 0 52,372
OIL STS INTL INC COM 678026105 683 8,750 SH SOLE 0 8,750
OILTANKING PARTNERSUNIT 678049107 3,264 106283 SH SOLE 0 106,283
OLIN CORP COM 680665205 1,053 48,400 SH SOLE 0 48,400
OM GROUP INC COM 670872100 488 17,750 SH SOLE 0 17,750
OMNICOM GROUP INC COM 681919106 4,192 82,758 SH SOLE 0 82,758
OMNIVISION TECHNOLOCOM 682128103 534 26,700 SH SOLE 0 26,700
ON ASSIGNMENT INC COM 682159108 446 25530 SH SOLE 0 25,530
ONEOK INC NEW COM 682680103 2,574 31,517 SH SOLE 0 31,517
ONEOK PARTNERS LP UNIT 68268N103 927 16,962 SH SOLE 0 16,962
OPENWAVE SYS INC COM 683718308 674 297,100 SH SOLE 0 297,100
ORACLE CORP COM 68389X105 35,552 1,219,215 SH SOLE 0 1,219,215
ORBOTECH LTD ORD M75253100 597 51,527 SH SOLE 0 51,527
OSHKOSH CORP COM 688239201 5,542 239200 SH SOLE 0 239,200
OWENS ILL INC COM 690768403 1,164 49,877 SH SOLE 0 49,877
OXFORD INDS INC COM 691497309 242 4765 SH SOLE 0 4,765
P T TELEKOMUNIKASI ADR 715684106 934 30,775 SH SOLE 0 30,775
PACCAR INC COM 693718108 5,070 108262 SH SOLE 0 108,262
PACIFIC CAP BANCORPCOM 69404P200 1,518 33280 SH SOLE 0 33,280
PACKAGING CORP AMERCOM 695156109 1,691 57,131 SH SOLE 0 57,131
PALL CORP COM 696429307 2,088 35,011 SH SOLE 0 35,011
PARKER HANNIFIN CORCOM 701094104 3,871 45,778 SH SOLE 0 45,778
PATTERSON COMPANIESCOM 703395103 887 26560 SH SOLE 0 26,560
PATTERSON UTI ENERGCOM 703481101 3,211 185695 SH SOLE 0 185,695
PAYCHEX INC COM 704326107 3,032 97,850 SH SOLE 0 97,850
PEABODY ENERGY CORPCOM 704549104 4,518 156,003 SH SOLE 0 156,003
PEGASYSTEMS INC COM 705573103 745 19525 SH SOLE 0 19,525
PENN VA RESOURCES PCOM 707884102 1,112 50,943 SH SOLE 0 50,943
PENN WEST PETE LTD COM 707887105 561 28690 SH SOLE 0 28,690
PENNEY J C INC COM 708160106 1,555 43882 SH SOLE 0 43,882
PEOPLES UNITED FINACOM 712704105 1,442 108,960 SH SOLE 0 108,960
PEP BOYS MANNY MOE COM 713278109 11,038 739,800 SH SOLE 0 739,800
PEPCO HOLDINGS INC COM 713291102 1,304 69,047 SH SOLE 0 69,047
PEPSICO INC COM 713448108 31,614 476,469 SH SOLE 0 476,469
PERFECT WORLD CO LTADR 71372U104 842 52,045 SH SOLE 0 52,045
PERKINELMER INC COM 714046109 952 34,421 SH SOLE 0 34,421
PERRIGO CO COM 714290103 2,924 28,304 SH SOLE 0 28,304
PETROCHINA CO LTD ADR 71646E100 997 7,095 SH SOLE 0 7,095
PETROLEO BRASILEIROADR 71654V101 2,846 111,349 SH SOLE 0 111,349
PETROLEO BRASILEIROADR 71654V408 10,074 379290 SH SOLE 0 379,290
PFIZER INC COM 717081103 51,786 2286880 SH SOLE 0 2,286,880
PG&E CORP COM 69331C108 5,427 125,013 SH SOLE 0 125,013
PHARMACYCLICS INC COM 716933106 1,134 40835 SH SOLE 0 40,835
PHARMERICA CORP COM 71714F104 5,306 426900 SH SOLE 0 426,900
PHILIP MORRIS INTL COM 718172109 46,285 522346 SH SOLE 0 522,346
PHILIPPINE LONG DISADR 718252604 410 6,600 SH SOLE 0 6,600
PIER 1 IMPORTS INC COM 720279108 668 36,725 SH SOLE 0 36,725
PIKE ELEC CORP COM 721283109 968 117,631 SH SOLE 0 117,631
PINNACLE WEST CAP CCOM 723484101 1,588 33,143 SH SOLE 0 33,143
PIONEER NAT RES CO COM 723787107 11,781 105570 SH SOLE 0 105,570
PITNEY BOWES INC COM 724479100 1,065 60,608 SH SOLE 0 60,608
PLAINS ALL AMERN PIUNIT 726503105 8,239 105,021 SH SOLE 0 105,021
PLAINS EXPL& PRODTNCOM 726505100 3,141 73655 SH SOLE 0 73,655
PLUM CREEK TIMBER CCOM 729251108 2,035 48964 SH SOLE 0 48,964
PNC FINL SVCS GROUPCOM 693475105 11,027 170,993 SH SOLE 0 170,993
POSCO ADR 693483109 820 9791 SH SOLE 0 9,791
PPG INDS INC COM 693506107 7,625 79,597 SH SOLE 0 79,597
PPL CORP COM 69351T106 4,966 175,716 SH SOLE 0 175,716
PRAXAIR INC COM 74005P104 10,378 90525 SH SOLE 0 90,525
PRECISION CASTPARTSCOM 740189105 7,614 44,036 SH SOLE 0 44,036
PRESTIGE BRANDS HLDCOM 74112D101 13,000 743,712 SH SOLE 0 743,712
PRICE T ROWE GROUP COM 74144T108 5,021 76,897 SH SOLE 0 76,897
PRICELINE COM INC COM 741503403 10,839 15107 SH SOLE 0 15,107
PRICESMART INC COM 741511109 2,581 35445 SH SOLE 0 35,445
PRINCIPAL FINL GROUCOM 74251V102 2,699 91,449 SH SOLE 0 91,449
PRIVATEBANCORP INC COM 742962103 1,120 73,825 SH SOLE 0 73,825
PROCERA NETWORKS INCOM 74269U203 576 25755 SH SOLE 0 25,755
PROCTER & GAMBLE COCOM 742718109 56,924 846,953 SH SOLE 0 846,953
PROGRESS ENERGY INCCOM 743263105 12,272 231,062 SH SOLE 0 231,062
PROGRESSIVE CORP OHCOM 743315103 4,300 185506 SH SOLE 0 185,506
PROLOGIS INC COM 74340W103 5,015 139,234 SH SOLE 0 139,234
PROS HOLDINGS INC COM 74346Y103 976 52215 SH SOLE 0 52,215
PROTO LABS INC COM 743713109 1,074 31,512 SH SOLE 0 31,512
PROVIDENCE SVC CORPCOM 743815102 1,701 109700 SH SOLE 0 109,700
PRUDENTIAL FINL INCCOM 744320102 9,038 142,579 SH SOLE 0 142,579
PUBLIC STORAGE COM 74460D109 5,959 43,128 SH SOLE 0 43,128
PUBLIC SVC ENTERPRICOM 744573106 4,699 153,515 SH SOLE 0 153,515
PULTE GROUP INC COM 745867101 904 102140 SH SOLE 0 102,140
QEP RES INC COM 74733V100 2,195 71966 SH SOLE 0 71,966
QUALCOMM INC COM 747525103 36,007 529,051 SH SOLE 0 529,051
QUALITY DISTR INC FCOM 74756M102 2,026 147,000 SH SOLE 0 147,000
QUALITY SYS INC COM 747582104 1,775 40,600 SH SOLE 0 40,600
QUANTA SVCS INC COM 74762E102 1,340 64,110 SH SOLE 0 64,110
QUEST DIAGNOSTICS ICOM 74834L100 2,937 48,033 SH SOLE 0 48,033
QUEST SOFTWARE INC COM 74834T103 931 40000 SH SOLE 0 40,000
RADVISION LTD ORD M81869105 1,896 161,882 SH SOLE 0 161,882
RALPH LAUREN CORP CL A 751212101 3,418 19607 SH SOLE 0 19,607
RANGE RES CORP COM 75281A109 4,674 80,388 SH SOLE 0 80,388
RAVEN INDS INC COM 754212108 2,390 39175 SH SOLE 0 39,175
RAYTHEON CO COM 755111507 5,442 103,105 SH SOLE 0 103,105
RED HAT INC COM 756577102 3,509 58590 SH SOLE 0 58,590
REGENCY ENERGY PARTCOM 75885Y107 2,228 90,603 SH SOLE 0 90,603
REGIONS FINANCIAL CCOM 7591EP100 2,825 428,651 SH SOLE 0 428,651
RELIANCE STEEL & ALCOM 759509102 2,677 47400 SH SOLE 0 47,400
RENESOLA LTD COM 75971T103 35 14,987 SH SOLE 0 14,987
RENT A CTR INC NEW COM 76009N100 642 17000 SH SOLE 0 17,000
REPLIGEN CORP COM 759916109 1,730 293,236 SH SOLE 0 293,236
REPUBLIC SVCS INC COM 760759100 2,916 95,426 SH SOLE 0 95,426
REYNOLDS AMERICAN ICOM 761713106 4,201 101,371 SH SOLE 0 101,371
RIO TINTO PLC ADR 767204100 1,256 22,600 SH SOLE 0 22,600
RITCHIE BROS AUCTIOCOM 767744105 1,105 46,500 SH SOLE 0 46,500
ROBERT HALF INTL INCOM 770323103 1,307 43120 SH SOLE 0 43,120
ROCKWELL AUTOMATIONCOM 773903109 3,443 43,197 SH SOLE 0 43,197
ROCKWELL COLLINS INCOM 774341101 2,595 45088 SH SOLE 0 45,088
ROLLINS INC COM 775711104 1,543 72,500 SH SOLE 0 72,500
ROPER INDS INC NEW COM 776696106 2,915 29,393 SH SOLE 0 29,393
ROSS STORES INC COM 778296103 4,030 69,360 SH SOLE 0 69,360
ROSETTA RESOURCES ICOM 777779307 13,853 284,100 SH SOLE 0 284,100
ROWAN COS INC COM 779382100 16,685 506,684 SH SOLE 0 506,684
ROYAL DUTCH SHELL PADR 780259206 7,851 111,955 SH SOLE 0 111,955
RYANAIR HLDGS PLC ADR 783513104 4,189 115,452 SH SOLE 0 115,452
RYDER SYS INC COM 783549108 820 15523 SH SOLE 0 15,523
RYLAND GROUP INC COM 783764103 584 30300 SH SOLE 0 30,300
SAFEWAY INC COM 786514208 1,643 81,300 SH SOLE 0 81,300
SAIC INC COM 78390X101 1,107 83842 SH SOLE 0 83,842
SALESFORCE COM INC COM 79466L302 6,375 41,257 SH SOLE 0 41,257
SALIX PHARMACEUTICACOM 795435106 558 10,630 SH SOLE 0 10,630
SANCHEZ ENERGY CORPCOM 79970Y105 469 20905 SH SOLE 0 20,905
SANDISK CORP COM 80004C101 4,341 87,534 SH SOLE 0 87,534
SANOFI RIGHT 80105N113 4,094 3,032,780 SH SOLE 0 3,032,780
SARA LEE CORP COM 803111103 3,864 179,465 SH SOLE 0 179,465
SCANA CORP NEW COM 80589M102 1,605 35,179 SH SOLE 0 35,179
SCHLUMBERGER LTD COM 806857108 32,456 464,123 SH SOLE 0 464,123
SCHWAB CHARLES CORPCOM 808513105 4,711 327,822 SH SOLE 0 327,822
SCRIPPS NETWORKS INCOM 811065101 1,410 28,961 SH SOLE 0 28,961
SEACOR HOLDINGS INCCOM 811904101 1,201 12539 SH SOLE 0 12,539
SEADRILL LIMITED SHS G7945E105 971 25,880 SH SOLE 0 25,880
SEALED AIR CORP NEWCOM 81211K100 1,125 58,262 SH SOLE 0 58,262
SEARS HLDGS CORP COM 812350106 769 11,609 SH SOLE 0 11,609
SELECT COMFORT CORPCOM 81616X103 1,213 37445 SH SOLE 0 37,445
SELECT SECTOR SPDR COM 81369Y506 2,674 37,262 SH SOLE 0 37,262
SEMPRA ENERGY COM 816851109 4,376 72,986 SH SOLE 0 72,986
SERACARE LIFE SCIENCOM 81747T104 845 212,251 SH SOLE 0 212,251
SHANDA GAMES LTD ADR 81941U105 153 29377 SH SOLE 0 29,377
SHERWIN WILLIAMS COCOM 824348106 2,850 26,229 SH SOLE 0 26,229
SIERRA WIRELESS INCCOM 826516106 146 19897 SH SOLE 0 19,897
SIGMA ALDRICH CORP COM 826552101 2,676 36,625 SH SOLE 0 36,625
SIGNET JEWELERS LIMSHS G81276100 7,002 148,100 SH SOLE 0 148,100
SILICON MOTION TECHADR 82706C108 317 16340 SH SOLE 0 16,340
SIMON PPTY GROUP INCOM 828806109 13,534 92,903 SH SOLE 0 92,903
SIMPSON MANUFACTURICOM 829073105 1,991 61750 SH SOLE 0 61,750
SKECHERS U S A INC CL A 830566105 580 45600 SH SOLE 0 45,600
SLM CORP COM 78442P106 2,435 154,508 SH SOLE 0 154,508
SM ENERGY CO COM 78454L100 9,391 132,700 SH SOLE 0 132,700
SMART TECHNOLOGIES CL A 83172R108 64 21517 SH SOLE 0 21,517
SMUCKER J M CO COM 832696405 2,798 34391 SH SOLE 0 34,391
SNAP ON INC COM 833034101 1,080 17,714 SH SOLE 0 17,714
SOLUTIA INC COM 834376501 9,019 322783 SH SOLE 0 322,783
SOURCEFIRE INC COM 83616T108 3,126 64,955 SH SOLE 0 64,955
SOUTHERN CO COM 842587107 11,811 262,883 SH SOLE 0 262,883
SOUTHWEST AIRLS CO COM 844741108 1,932 234468 SH SOLE 0 234,468
SOUTHWESTERN ENERGYCOM 845467109 4,169 136,231 SH SOLE 0 136,231
SPARTON CORP COM 847235108 1,411 147,018 SH SOLE 0 147,018
SPDR GOLD TRUST SHS 78463V107 17,823 109,935 SH SOLE 0 109,935
SPDR INDEX SHS FDS SHS 78463X533 1,191 23,425 SH SOLE 0 23,425
SPDR S&P 500 ETF TRUNIT 78462F103 12,713 90,283 SH SOLE 0 90,283
SPDR S&P MIDCAP 400ETF 78467Y107 1,475 8,163 SH SOLE 0 8,163
SPDR SERIES TRUST ETF 78464A755 9,047 181,967 SH SOLE 0 181,967
SPECTRA ENERGY CORPCOM 847560109 6,232 197,533 SH SOLE 0 197,533
SPECTRA ENERGY PARTCOM 84756N109 1,963 61,434 SH SOLE 0 61,434
SPIRIT AEROSYSTEMS COM 848574109 1,400 57225 SH SOLE 0 57,225
SPIRIT AIRLS INC COM 848577102 2,560 127,565 SH SOLE 0 127,565
SPRINT NEXTEL CORP COM 852061100 2,591 909,285 SH SOLE 0 909,285
ST JUDE MED INC COM 790849103 4,948 111674 SH SOLE 0 111,674
STAAR SURGICAL CO COM 852312305 1,095 101,141 SH SOLE 0 101,141
STAMPS COM INC COM 852857200 696 24,975 SH SOLE 0 24,975
STANCORP FINL GROUPCOM 852891100 882 21540 SH SOLE 0 21,540
STANLEY BLACK & DECCOM 854502101 3,958 51,434 SH SOLE 0 51,434
STAPLES INC COM 855030102 3,409 210562 SH SOLE 0 210,562
STARBUCKS CORP COM 855244109 12,774 228,551 SH SOLE 0 228,551
STARWOOD HOTELS&RESCOM 85590A401 3,937 69,791 SH SOLE 0 69,791
STARWOOD PPTY TR INCOM 85571B105 1,076 51,200 SH SOLE 0 51,200
STATE BK FINL CORP COM 856190103 1,161 66,300 SH SOLE 0 66,300
STATE STR CORP COM 857477103 6,734 147,994 SH SOLE 0 147,994
STATOIL ASA ADR 85771P102 1,741 64,235 SH SOLE 0 64,235
STEEL DYNAMICS INC COM 858119100 230 15,800 SH SOLE 0 15,800
STERICYCLE INC COM 858912108 2,151 25,713 SH SOLE 0 25,713
STONERIDGE INC COM 86183P102 1,445 146100 SH SOLE 0 146,100
STRATASYS INC COM 862685104 2,023 55,400 SH SOLE 0 55,400
STRATEGIC HOTELS & COM 86272T106 3,314 503,713 SH SOLE 0 503,713
STRYKER CORP COM 863667101 5,451 98,248 SH SOLE 0 98,248
SUBURBAN PROPANE PAUNIT 864482104 439 10,200 SH SOLE 0 10,200
SUMMER INFANT INC COM 865646103 1,441 240,203 SH SOLE 0 240,203
SUN HYDRAULICS CORPCOM 866942105 2,408 92050 SH SOLE 0 92,050
SUNCOR ENERGY INC NCOM 867224107 3,823 116,906 SH SOLE 0 116,906
SUNOCO INC COM 86764P109 1,458 38,224 SH SOLE 0 38,224
SUNTRUST BKS INC COM 867914103 3,903 161,492 SH SOLE 0 161,492
SUPERVALU INC COM 868536103 368 64393 SH SOLE 0 64,393
SURMODICS INC COM 868873100 899 58511 SH SOLE 0 58,511
SWS GROUP INC COM 78503N107 2,183 381,599 SH SOLE 0 381,599
SYMANTEC CORP COM 871503108 4,138 221284 SH SOLE 0 221,284
SYNAPTICS INC COM 87157D109 1,267 34700 SH SOLE 0 34,700
SYNCHRONOSS TECHNOLCOM 87157B103 257 8,060 SH SOLE 0 8,060
SYNERGETICS USA INCCOM 87160G107 1,132 174,206 SH SOLE 0 174,206
SYNNEX CORP COM 87162W100 1,770 46400 SH SOLE 0 46,400
SYSCO CORP COM 871829107 5,295 177,334 SH SOLE 0 177,334
TAIWAN SEMICONDUCTOADR 874039100 362 23,700 SH SOLE 0 23,700
TALBOTS INC COM 874161102 1,940 640,100 SH SOLE 0 640,100
TALEO CORP CL A 87424N104 12,121 263,908 SH SOLE 0 263,908
TAM SA ADR 87484D103 701 27,900 SH SOLE 0 27,900
TANGOE INC COM 87582Y108 1,176 62,505 SH SOLE 0 62,505
TARGA RESOURCES PARCOM 87611X105 3,065 73,907 SH SOLE 0 73,907
TARGET CORP COM 87612E106 12,495 214,435 SH SOLE 0 214,435
TC PIPELINES LP COM 87233Q108 401 8913 SH SOLE 0 8,913
TE CONNECTIVITY LTDSHS H84989104 4,751 129,285 SH SOLE 0 129,285
TEARLAB CORP COM 878193101 481 141,585 SH SOLE 0 141,585
TECHNE CORP COM 878377100 897 12800 SH SOLE 0 12,800
TECK RESOURCES LTD CL B 878742204 501 14,039 SH SOLE 0 14,039
TECO ENERGY INC COM 872375100 1,149 65,466 SH SOLE 0 65,466
TEEKAY LNG PARTNERSUNITS Y8564M105 2,843 72,596 SH SOLE 0 72,596
TEEKAY OFFSHORE PARUNITS Y8565J101 2,148 74,298 SH SOLE 0 74,298
TELEFONICA BRASIL SADR 87936R106 524 17,100 SH SOLE 0 17,100
TENARIS S A ADR 88031M109 2,250 58847 SH SOLE 0 58,847
TENET HEALTHCARE COCOM 88033G100 660 124,376 SH SOLE 0 124,376
TERADATA CORP DEL COM 88076W103 3,461 50,782 SH SOLE 0 50,782
TERADYNE INC COM 880770102 955 56,563 SH SOLE 0 56,563
TESORO CORP COM 881609101 1,132 42,171 SH SOLE 0 42,171
TESORO LOGISTICS LPCOM 88160T107 5,687 162621 SH SOLE 0 162,621
TETRA TECH INC NEW COM 88162G103 1,056 40,050 SH SOLE 0 40,050
TEXAS INSTRS INC COM 882508104 11,674 347338 SH SOLE 0 347,338
TEXTRON INC COM 883203101 2,361 84,832 SH SOLE 0 84,832
THERMO FISHER SCIENCOM 883556102 6,257 110985 SH SOLE 0 110,985
THOMAS & BETTS CORPCOM 884315102 12,384 172,212 SH SOLE 0 172,212
TIFFANY & CO NEW COM 886547108 2,662 38514 SH SOLE 0 38,514
TIM PARTICIPACOES SADR 88706P205 382 11851 SH SOLE 0 11,851
TIME WARNER CABLE ICOM 88732J207 7,765 95,281 SH SOLE 0 95,281
TIME WARNER INC COM 887317303 11,104 294,149 SH SOLE 0 294,149
TITAN INTL INC ILL COM 88830M102 779 32950 SH SOLE 0 32,950
TITAN MACHY INC COM 88830R101 854 30,290 SH SOLE 0 30,290
TITANIUM METALS CORCOM 888339207 339 24977 SH SOLE 0 24,977
TJX COS INC NEW COM 872540109 9,086 228,818 SH SOLE 0 228,818
TORCHMARK CORP COM 891027104 1,515 30,393 SH SOLE 0 30,393
TORONTO DOMINION BKCOM 891160509 18,869 222,762 SH SOLE 0 222,762
TOTAL S A ADR 89151E109 2,296 44,915 SH SOLE 0 44,915
TOTAL SYS SVCS INC COM 891906109 1,124 48,704 SH SOLE 0 48,704
TRANSCEND SERVICES COM 893929208 5,763 196,352 SH SOLE 0 196,352
TRANSOCEAN LTD SHS H8817H100 1,174 21,460 SH SOLE 0 21,460
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TRIANGLE PETE CORP COM 89600B201 509 73800 SH SOLE 0 73,800
TRINITY INDS INC COM 896522109 12,355 374,950 SH SOLE 0 374,950
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TYCO INTERNATIONAL SHS H89128104 7,856 139,838 SH SOLE 0 139,838
TYLER TECHNOLOGIES COM 902252105 2,029 52,825 SH SOLE 0 52,825
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VENTAS INC COM 92276F100 5,005 87645 SH SOLE 0 87,645
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VULCAN MATLS CO COM 929160109 1,675 39,208 SH SOLE 0 39,208
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WALGREEN CO COM 931422109 8,874 264985 SH SOLE 0 264,985
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WATSON PHARMACEUTICCOM 942683103 2,587 38,577 SH SOLE 0 38,577
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WINDSTREAM CORP COM 97381W104 2,082 177912 SH SOLE 0 177,912
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WPX ENERGY INC COM 98212B103 2,136 118586 SH SOLE 0 118,586
WYNDHAM WORLDWIDE CCOM 98310W108 2,692 57874 SH SOLE 0 57,874
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XCEL ENERGY INC COM 98389B100 3,909 147,684 SH SOLE 0 147,684
XEROX CORP COM 984121103 3,263 404,040 SH SOLE 0 404,040
XILINX INC COM 983919101 2,898 79,430 SH SOLE 0 79,430
XINYUAN REAL ESTATEADR 98417P105 118 33893 SH SOLE 0 33,893
XL GROUP PLC SHS G98290102 2,077 95,761 SH SOLE 0 95,761
XYLEM INC COM 98419M100 1,555 56,037 SH SOLE 0 56,037
XYRATEX LTD COM G98268108 718 45100 SH SOLE 0 45,100
YAHOO INC COM 984332106 5,604 368202 SH SOLE 0 368,202
YANDEX N V SHS N97284108 489 18,200 SH SOLE 0 18,200
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YPF SOCIEDAD ANONIMADR 984245100 4,275 150,492 SH SOLE 0 150,492
YUM BRANDS INC COM 988498101 12,220 171671 SH SOLE 0 171,671
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ZOLL MED CORP COM 989922109 12,364 133472 SH SOLE 0 133,472
ZUMIEZ INC COM 989817101 840 23,270 SH SOLE 0 23,270