0001083190-12-000005.txt : 20120810 0001083190-12-000005.hdr.sgml : 20120810 20120810104216 ACCESSION NUMBER: 0001083190-12-000005 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120810 DATE AS OF CHANGE: 20120810 EFFECTIVENESS DATE: 20120810 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-05879 FILM NUMBER: 121023045 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/A 1 q22012a.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 Check here if Amendment [x]; Amendment Number:1 This Amendment (Check only one.): [x] 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 August 10, 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: 1001 Form 13F Information Table Value Total: $5,184,995 (in 000s) List of Other Included Managers: N/A AS OF June 30, 2012 COMMONWEALTH OF PA-PSERS 13F REPORT 30-June-12 TITLE Voting OF VALUE Invst Other Authority NAME OF ISSUER CLASS CUSIP (in 000' SHARES Discr Mngrs SOLE 3M CO COM 88579Y101 19,628 219,063 SH SOLE 0 219,063 ABAXIS INC COM 002567105 1,906 51,525 SH SOLE 0 51,525 ABBOTT LABS COM 002824100 31,478 488254 SH SOLE 0 488,254 ABERCROMBIE & FITCHCL A 002896207 856 25087 SH SOLE 0 25,087 ABIOMED INC COM 003654100 911 39,910 SH SOLE 0 39,910 ABOVENET INC COM 00374N107 10,965 130,536 SH SOLE 0 130,536 ABRAXAS PETE CORP COM 003830106 2,227 699178 SH SOLE 0 699,178 ACACIA RESH CORP COM 003881307 1,336 35,875 SH SOLE 0 35,875 ACADIA HEALTHCARE CCOM 00404A109 1,032 58845 SH SOLE 0 58,845 ACCELRYS INC COM 00430U103 909 112325 SH SOLE 0 112,325 ACCENTURE PLC IRELASHS G1151C101 11,768 195845 SH SOLE 0 195,845 ACE LTD SHS H0023R105 8,370 112,906 SH SOLE 0 112,906 ACETO CORP COM 004446100 941 104,176 SH SOLE 0 104,176 ACI WORLDWIDE INC COM 004498101 2,127 48100 SH SOLE 0 48,100 ADA ES INC COM 005208103 682 26900 SH SOLE 0 26,900 ADECOAGRO S A COM L00849106 883 96280 SH SOLE 0 96,280 ADOBE SYS INC COM 00724F101 5,584 172,520 SH SOLE 0 172,520 ADVANCED MICRO DEVICOM 007903107 1,026 179,034 SH SOLE 0 179,034 ADVENT SOFTWARE INCCOM 007974108 1,766 65150 SH SOLE 0 65,150 ADVISORY BRD CO COM 00762W107 2,864 57,755 SH SOLE 0 57,755 AEROPOSTALE COM 007865108 751 42100 SH SOLE 0 42,100 AEROVIRONMENT INC COM 008073108 819 31125 SH SOLE 0 31,125 AES CORP COM 00130H105 2,514 195,918 SH SOLE 0 195,918 AETNA INC NEW COM 00817Y108 4,093 105,573 SH SOLE 0 105,573 AFFYMAX INC COM 00826A109 991 76965 SH SOLE 0 76,965 AFLAC INC COM 001055102 6,052 142110 SH SOLE 0 142,110 AGCO CORP COM 001084102 890 19,465 SH SOLE 0 19,465 AGILENT TECHNOLOGIECOM 00846U101 5,086 129,603 SH SOLE 0 129,603 AGL RES INC COM 001204106 1,381 35,650 SH SOLE 0 35,650 AIR PRODS & CHEMS ICOM 009158106 9,090 112603 SH SOLE 0 112,603 AIR TRANSPORT SERVICOM 00922R105 1,938 372,759 SH SOLE 0 372,759 AIRGAS INC COM 009363102 1,767 21,033 SH SOLE 0 21,033 AKAMAI TECHNOLOGIESCOM 00971T101 1,729 54454 SH SOLE 0 54,454 AKORN INC COM 009728106 833 52,825 SH SOLE 0 52,825 ALCOA INC COM 013817101 2,836 324,164 SH SOLE 0 324,164 ALEXION PHARMACEUTICOM 015351109 5,797 58375 SH SOLE 0 58,375 ALIGN TECHNOLOGY INCOM 016255101 3,349 100,090 SH SOLE 0 100,090 ALLEGHENY TECHNOLOGCOM 01741R102 1,395 43,745 SH SOLE 0 43,745 ALLEGIANT TRAVEL COCOM 01748X102 1,784 25,605 SH SOLE 0 25,605 ALLERGAN INC COM 018490102 8,651 93,456 SH SOLE 0 93,456 ALLIANCE HOLDINGS GCOM 01861G100 445 10,719 SH SOLE 0 10,719 ALLIED NEVADA GOLD COM 019344100 539 18990 SH SOLE 0 18,990 ALLISON TRANSMISSIOCOM 01973R101 597 34000 SH SOLE 0 34,000 ALLOS THERAPEUTICS COM 019777101 2,765 1544852 SH SOLE 0 1,544,852 ALLOT COMMUNICATIONSHS M0854Q105 1,080 38750 SH SOLE 0 38,750 ALLSTATE CORP COM 020002101 5,240 149,322 SH SOLE 0 149,322 ALPHA NATURAL RESOUCOM 02076X102 583 66,941 SH SOLE 0 66,941 ALTERA CORP COM 021441100 3,318 98,046 SH SOLE 0 98,046 ALTISOURCE PORTFOLISHS L0175J104 203 2,775 SH SOLE 0 2,775 ALTRIA GROUP INC COM 02209S103 21,365 618,376 SH SOLE 0 618,376 AMAG PHARMACEUTICALCOM 00163U106 3,548 230380 SH SOLE 0 230,380 AMARIN CORP PLC ADR 023111206 682 47,165 SH SOLE 0 47,165 AMAZON COM INC COM 023135106 25,011 109,530 SH SOLE 0 109,530 AMEREN CORP COM 023608102 2,473 73,735 SH SOLE 0 73,735 AMERICA MOVIL SAB DADR 02364W105 6,864 263,403 SH SOLE 0 263,403 AMERICAN ELEC PWR ICOM 025537101 5,873 147,182 SH SOLE 0 147,182 AMERICAN EXPRESS COCOM 025816109 17,713 304287 SH SOLE 0 304,287 AMERICAN INTL GROUPCOM 026874784 6,237 194,347 SH SOLE 0 194,347 AMERICAN TOWER CORPCOM 03027X100 8,383 119,912 SH SOLE 0 119,912 AMERICAS CAR MART ICOM 03062T105 1,624 41,800 SH SOLE 0 41,800 AMERIGAS PARTNERS LUNIT 030975106 579 14,200 SH SOLE 0 14,200 AMERIGON INC COM 03070L300 831 72,300 SH SOLE 0 72,300 AMERIGROUP CORP COM 03073T102 4,739 71,900 SH SOLE 0 71,900 AMERIPRISE FINL INCCOM 03076C106 3,472 66438 SH SOLE 0 66,438 AMERISOURCEBERGEN CCOM 03073E105 2,999 76,217 SH SOLE 0 76,217 AMGEN INC COM 031162100 17,232 236,341 SH SOLE 0 236,341 AMPHENOL CORP NEW CL A 032095101 2,704 49,235 SH SOLE 0 49,235 AMYLIN PHARMACEUTICCOM 032346108 7,413 262866 SH SOLE 0 262,866 ANADARKO PETE CORP COM 032511107 16,587 250,564 SH SOLE 0 250,564 ANALOG DEVICES INC COM 032654105 3,415 90663 SH SOLE 0 90,663 AON PLC SHS G0408V102 4,640 99198 SH SOLE 0 99,198 APACHE CORP COM 037411105 13,315 151,495 SH SOLE 0 151,495 APARTMENT INVT & MGCL A 03748R101 1,161 42956 SH SOLE 0 42,956 APOLLO GROUP INC CL A 037604105 1,181 32630 SH SOLE 0 32,630 APPLE INC COM 037833100 169,279 289,862 SH SOLE 0 289,862 APPLIED MATLS INC COM 038222105 4,458 389505 SH SOLE 0 389,505 APPROACH RESOURCES COM 03834A103 478 18720 SH SOLE 0 18,720 ARCHER DANIELS MIDLCOM 039483102 5,908 200,122 SH SOLE 0 200,122 ARENA PHARMACEUTICACOM 040047102 119 11,950 SH SOLE 0 11,950 ARES CAP CORP COM 04010L103 1,420 89,000 SH SOLE 0 89,000 ARIAD PHARMACEUTICACOM 04033A100 792 46,010 SH SOLE 0 46,010 ARIBA INC COM 04033V203 12,309 275006 SH SOLE 0 275,006 ARRIS GROUP INC COM 04269Q100 2,089 150200 SH SOLE 0 150,200 ARROW ELECTRS INC COM 042735100 12,438 379,100 SH SOLE 0 379,100 ASA GOLD AND PRECIOSHS G3156P103 645 28,950 SH SOLE 0 28,950 ASPEN INSURANCE HOLSHS G05384105 1,777 61,500 SH SOLE 0 61,500 ASPEN TECHNOLOGY INCOM 045327103 961 41,515 SH SOLE 0 41,515 ASSURANT INC COM 04621X108 908 26059 SH SOLE 0 26,059 AT&T INC COM 00206R102 63,536 1,781,729 SH SOLE 0 1,781,729 ATLAS AIR WORLDWIDECOM 049164205 1,323 30,400 SH SOLE 0 30,400 ATLAS PIPELINE PARTUNIT 049392103 844 27081 SH SOLE 0 27,081 ATMOS ENERGY CORP COM 049560105 510 14,550 SH SOLE 0 14,550 ATWOOD OCEANICS INCCOM 050095108 4,693 124010 SH SOLE 0 124,010 AURICO GOLD INC COM 05155C105 689 86015 SH SOLE 0 86,015 AURIZON MINES LTD COM 05155P106 810 179,587 SH SOLE 0 179,587 AUTHENTEC INC COM 052660107 596 137,731 SH SOLE 0 137,731 AUTODESK INC COM 052769106 2,444 69,835 SH SOLE 0 69,835 AUTOMATIC DATA PROCCOM 053015103 8,273 148,630 SH SOLE 0 148,630 AUTONATION INC COM 05329W102 445 12,623 SH SOLE 0 12,623 AUTOZONE INC COM 053332102 2,973 8,098 SH SOLE 0 8,098 AVALONBAY CMNTYS INCOM 053484101 4,100 28,977 SH SOLE 0 28,977 AVERY DENNISON CORPCOM 053611109 861 31495 SH SOLE 0 31,495 AVNET INC COM 053807103 14,336 464,542 SH SOLE 0 464,542 AVON PRODS INC COM 054303102 6,359 392,278 SH SOLE 0 392,278 BAIDU INC ADR 056752108 7,991 69,499 SH SOLE 0 69,499 BAKER HUGHES INC COM 057224107 12,655 307,914 SH SOLE 0 307,914 BALCHEM CORP COM 057665200 1,080 33125 SH SOLE 0 33,125 BALL CORP COM 058498106 1,955 47,616 SH SOLE 0 47,616 BALLANTYNE STRONG ICOM 058516105 794 133,073 SH SOLE 0 133,073 BANCO SANTANDER BRAUNIT 05967A107 1,314 169,600 SH SOLE 0 169,600 BANK OF AMERICA CORCOM 060505104 27,174 3321969 SH SOLE 0 3,321,969 BANK OF NEW YORK MECOM 064058100 7,956 362,459 SH SOLE 0 362,459 BANK OF THE OZARKS COM 063904106 1,882 62,555 SH SOLE 0 62,555 BANKRATE INC DEL COM 06647F102 469 25490 SH SOLE 0 25,490 BARCLAYS PLC ADR 06738E204 762 74000 SH SOLE 0 74,000 BARD C R INC COM 067383109 2,740 25,505 SH SOLE 0 25,505 BARRICK GOLD CORP COM 067901108 1,197 31,860 SH SOLE 0 31,860 BAXTER INTL INC COM 071813109 9,847 185,272 SH SOLE 0 185,272 BB&T CORP COM 054937107 7,287 236222 SH SOLE 0 236,222 BEAM INC COM 073730103 2,993 47893 SH SOLE 0 47,893 BECTON DICKINSON & COM 075887109 4,605 61,599 SH SOLE 0 61,599 BED BATH & BEYOND ICOM 075896100 4,366 70650 SH SOLE 0 70,650 BEMIS INC COM 081437105 982 31,329 SH SOLE 0 31,329 BENIHANA INC COM 082047101 2,706 168000 SH SOLE 0 168,000 BERKSHIRE HATHAWAY CL B 084670702 44,533 534,420 SH SOLE 0 534,420 BEST BUY INC COM 086516101 1,766 84,234 SH SOLE 0 84,234 BIG LOTS INC COM 089302103 1,723 42237 SH SOLE 0 42,237 BIOGEN IDEC INC COM 09062X103 10,511 72802 SH SOLE 0 72,802 BIOSCRIP INC COM 09069N108 1,996 268,699 SH SOLE 0 268,699 BLACK BOX CORP DEL COM 091826107 663 23100 SH SOLE 0 23,100 BLACKBAUD INC COM 09227Q100 1,104 43,025 SH SOLE 0 43,025 BLACKROCK INC COM 09247X101 6,613 38944 SH SOLE 0 38,944 BLOCK H & R INC COM 093671105 1,426 89,212 SH SOLE 0 89,212 BLUEKNIGHT ENERGY PCOM 09625U109 193 28982 SH SOLE 0 28,982 BMC SOFTWARE INC COM 055921100 2,089 48,952 SH SOLE 0 48,952 BOEING CO COM 097023105 16,913 227,631 SH SOLE 0 227,631 BOLT TECHNOLOGY CORCOM 097698104 704 46,873 SH SOLE 0 46,873 BONANZA CREEK ENERGCOM 097793103 333 20,020 SH SOLE 0 20,020 BORGWARNER INC COM 099724106 2,284 34830 SH SOLE 0 34,830 BOSTON PROPERTIES ICOM 101121101 4,934 45,528 SH SOLE 0 45,528 BOSTON SCIENTIFIC CCOM 101137107 2,463 434,354 SH SOLE 0 434,354 BOTTOMLINE TECH DELCOM 101388106 1,835 101675 SH SOLE 0 101,675 BP PLC ADR 055622104 8,352 206,025 SH SOLE 0 206,025 BREITBURN ENERGY PACOM 106776107 785 47,333 SH SOLE 0 47,333 BRF-BRASIL FOODS S ADR 10552T107 577 38,000 SH SOLE 0 38,000 BRIGHTPOINT INC COM 109473405 1,185 218,950 SH SOLE 0 218,950 BRISTOL MYERS SQUIBCOM 110122108 19,296 536,742 SH SOLE 0 536,742 BRISTOW GROUP INC COM 110394103 1,330 32,700 SH SOLE 0 32,700 BROADCOM CORP CL A 111320107 5,088 150701 SH SOLE 0 150,701 BROWN FORMAN CORP CL B 115637209 2,926 30,210 SH SOLE 0 30,210 BUCKEYE PARTNERS L UNIT 118230101 9,297 178,207 SH SOLE 0 178,207 BUFFALO WILD WINGS COM 119848109 651 7,510 SH SOLE 0 7,510 BUNGE LIMITED COM G16962105 3,917 62425 SH SOLE 0 62,425 C H ROBINSON WORLDWCOM 12541W209 2,892 49,417 SH SOLE 0 49,417 CA INC COM 12673P105 2,913 107544 SH SOLE 0 107,544 CABLEVISION SYS CORCL A 12686C109 865 65,085 SH SOLE 0 65,085 CABOT OIL & GAS CORCOM 127097103 7,850 199,236 SH SOLE 0 199,236 CAMECO CORP COM 13321L108 721 32,855 SH SOLE 0 32,855 CAMERON INTERNATIONCOM 13342B105 3,197 74,847 SH SOLE 0 74,847 CAMPBELL SOUP CO COM 134429109 1,795 53,777 SH SOLE 0 53,777 CANADIAN NAT RES LTCOM 136385101 3,123 116305 SH SOLE 0 116,305 CANON INC ADR 138006309 809 20,250 SH SOLE 0 20,250 CAPELLA EDUCATION CCOM 139594105 692 19,900 SH SOLE 0 19,900 CAPITAL ONE FINL COCOM 14040H105 10,603 193,972 SH SOLE 0 193,972 CARBO CERAMICS INC COM 140781105 1,552 20,225 SH SOLE 0 20,225 CARDINAL HEALTH INCCOM 14149Y108 4,417 105,170 SH SOLE 0 105,170 CARDIOVASCULAR SYS COM 141619106 593 60,565 SH SOLE 0 60,565 CARDTRONICS INC COM 14161H108 561 18,575 SH SOLE 0 18,575 CAREFUSION CORP COM 14170T101 1,732 67439 SH SOLE 0 67,439 CARMAX INC COM 143130102 1,799 69,347 SH SOLE 0 69,347 CARNIVAL CORP COM 143658300 4,719 137712 SH SOLE 0 137,712 CARTER INC COM 146229109 764 14,520 SH SOLE 0 14,520 CASH AMER INTL INC COM 14754D100 1,189 27000 SH SOLE 0 27,000 CATERPILLAR INC DELCOM 149123101 18,344 216041 SH SOLE 0 216,041 CATO CORP NEW CL A 149205106 399 13100 SH SOLE 0 13,100 CBRE GROUP INC CL A 12504L109 1,630 99658 SH SOLE 0 99,658 CBS CORP NEW CL B 124857202 8,463 258,172 SH SOLE 0 258,172 CELADON GROUP INC COM 150838100 1,366 83364 SH SOLE 0 83,364 CELGENE CORP COM 151020104 8,946 139,425 SH SOLE 0 139,425 CEMEX SAB DE CV ADR 151290889 2,103 312512 SH SOLE 0 312,512 CENOVUS ENERGY INC COM 15135U109 1,746 54920 SH SOLE 0 54,920 CENTERPOINT ENERGY COM 15189T107 2,684 129,853 SH SOLE 0 129,853 CENTRAL EUROPEAN MECL A G20045202 249 49,200 SH SOLE 0 49,200 CENTRAL VT PUB SVC COM 155771108 1,763 50,000 SH SOLE 0 50,000 CENTURYLINK INC COM 156700106 7,455 188790 SH SOLE 0 188,790 CERES INC COM 156773103 323 35735 SH SOLE 0 35,735 CERNER CORP COM 156782104 3,682 44549 SH SOLE 0 44,549 CF INDS HLDGS INC COM 125269100 5,046 26,047 SH SOLE 0 26,047 CH ENERGY GROUP INCCOM 12541M102 12,624 192,172 SH SOLE 0 192,172 CHART INDS INC COM 16115Q308 1,278 18,585 SH SOLE 0 18,585 CHEMED CORP NEW COM 16359R103 879 14,550 SH SOLE 0 14,550 CHESAPEAKE ENERGY CCOM 165167107 4,685 251857 SH SOLE 0 251,857 CHESAPEAKE LODGING SHS 165240102 962 55850 SH SOLE 0 55,850 CHESAPEAKE MIDSTREAUNIT 16524K108 261 9600 SH SOLE 0 9,600 CHEVRON CORP NEW COM 166764100 76,918 729081 SH SOLE 0 729,081 CHICAGO BRIDGE & IRSHS 167250109 402 10,600 SH SOLE 0 10,600 CHINA MOBILE LIMITEADR 16941M109 568 10,387 SH SOLE 0 10,387 CHIPMOS TECH BERMUDSHS G2110R114 451 42628 SH SOLE 0 42,628 CHIPOTLE MEXICAN GRCOM 169656105 3,660 9634 SH SOLE 0 9,634 CHRISTOPHER & BANKSCOM 171046105 1,116 945,867 SH SOLE 0 945,867 CHUBB CORP COM 171232101 5,974 82,037 SH SOLE 0 82,037 CHUNGHWA TELECOM COADR 17133Q502 584 18,579 SH SOLE 0 18,579 CIGNA CORPORATION COM 125509109 3,855 87,619 SH SOLE 0 87,619 CIMAREX ENERGY CO COM 171798101 2,982 54,100 SH SOLE 0 54,100 CINCINNATI FINL CORCOM 172062101 1,878 49,330 SH SOLE 0 49,330 CINTAS CORP COM 172908105 1,294 33527 SH SOLE 0 33,527 CIRRUS LOGIC INC COM 172755100 771 25,820 SH SOLE 0 25,820 CISCO SYS INC COM 17275R102 27,951 1,627,922 SH SOLE 0 1,627,922 CITIGROUP INC COM 172967424 24,424 891,064 SH SOLE 0 891,064 CITRIX SYS INC COM 177376100 4,749 56,582 SH SOLE 0 56,582 CLEAN ENERGY FUELS COM 184499101 394 25,390 SH SOLE 0 25,390 CLIFFS NATURAL RESOCOM 18683K101 2,134 43298 SH SOLE 0 43,298 CLOROX CO DEL COM 189054109 2,864 39,527 SH SOLE 0 39,527 CLOUD PEAK ENERGY ICOM 18911Q102 1,167 69,000 SH SOLE 0 69,000 CLOVIS ONCOLOGY INCCOM 189464100 471 21,704 SH SOLE 0 21,704 CME GROUP INC COM 12572Q105 5,416 20199 SH SOLE 0 20,199 CMS ENERGY CORP COM 125896100 1,859 79,104 SH SOLE 0 79,104 CNOOC LTD ADR 126132109 2,234 11100 SH SOLE 0 11,100 COACH INC COM 189754104 5,107 87,330 SH SOLE 0 87,330 COBALT INTL ENERGY COM 19075F106 1,737 73,934 SH SOLE 0 73,934 COCA COLA CO COM 191216100 54,747 700179 SH SOLE 0 700,179 COCA COLA ENTERPRISCOM 19122T109 2,557 91,179 SH SOLE 0 91,179 CODEXIS INC COM 192005106 120 32,285 SH SOLE 0 32,285 COGNIZANT TECHNOLOGCL A 192446102 5,552 92,533 SH SOLE 0 92,533 COLE KENNETH PRODTNCL A 193294105 3,753 249,356 SH SOLE 0 249,356 COLGATE PALMOLIVE CCOM 194162103 15,858 152332 SH SOLE 0 152,332 COLLECTIVE BRANDS ICOM 19421W100 11,977 559138 SH SOLE 0 559,138 COLONY FINL INC COM 19624R106 969 56,000 SH SOLE 0 56,000 COMCAST CORP NEW CL A 20030N101 26,195 819,349 SH SOLE 0 819,349 COMERICA INC COM 200340107 1,835 59,768 SH SOLE 0 59,768 COMMVAULT SYSTEMS ICOM 204166102 904 18245 SH SOLE 0 18,245 COMPANHIA DE BEBIDAADR 20441W203 2,560 66,800 SH SOLE 0 66,800 COMPANHIA DE SANEAMADR 20441A102 417 5500 SH SOLE 0 5,500 COMPANHIA ENERGETICADR 204409601 535 29,050 SH SOLE 0 29,050 COMPANIA CERVECERIAADR 204429104 586 9,400 SH SOLE 0 9,400 COMPUTER SCIENCES CCOM 205363104 1,171 47,165 SH SOLE 0 47,165 COMPUTER TASK GROUPCOM 205477102 1,496 99820 SH SOLE 0 99,820 COMSCORE INC COM 20564W105 787 47,825 SH SOLE 0 47,825 CONAGRA FOODS INC COM 205887102 3,273 126,227 SH SOLE 0 126,227 CONCEPTUS INC COM 206016107 722 36,410 SH SOLE 0 36,410 CONCHO RES INC COM 20605P101 1,314 15439 SH SOLE 0 15,439 CONOCOPHILLIPS COM 20825C104 23,363 418,086 SH SOLE 0 418,086 CONSOL ENERGY INC COM 20854P109 8,076 267065 SH SOLE 0 267,065 CONSOLIDATED EDISONCOM 209115104 5,536 89,012 SH SOLE 0 89,012 CONSOLIDATED GRAPHICOM 209341106 828 28,500 SH SOLE 0 28,500 CONSTELLATION BRANDCL A 21036P108 1,252 46262 SH SOLE 0 46,262 CONTANGO OIL & GAS COM 21075N204 2,173 36,700 SH SOLE 0 36,700 COOPER INDUSTRIES PSHS G24140108 12,231 179387 SH SOLE 0 179,387 CORE LABORATORIES NCOM N22717107 2,274 19,620 SH SOLE 0 19,620 CORNERSTONE ONDEMANCOM 21925Y103 333 13,985 SH SOLE 0 13,985 CORNING INC COM 219350105 5,963 461,187 SH SOLE 0 461,187 COSAN LTD SHS A G25343107 1,139 89,776 SH SOLE 0 89,776 COST PLUS INC CALIFCOM 221485105 7,277 330752 SH SOLE 0 330,752 COSTAR GROUP INC COM 22160N109 4,087 50330 SH SOLE 0 50,330 COSTCO WHSL CORP NECOM 22160K105 12,482 131,387 SH SOLE 0 131,387 COVENTRY HEALTH CARCOM 222862104 1,380 43,414 SH SOLE 0 43,414 COVIDIEN PLC SHS G2554F113 8,595 160,651 SH SOLE 0 160,651 CRANE CO COM 224399105 433 11,900 SH SOLE 0 11,900 CREDICORP LTD COM G2519Y108 7,153 56,822 SH SOLE 0 56,822 CREDO PETE CORP COM 225439207 1,482 102,418 SH SOLE 0 102,418 CROSS A T CO CL A 227478104 1,386 140,444 SH SOLE 0 140,444 CROSSTEX ENERGY L PCOM 22765U102 5,262 320,842 SH SOLE 0 320,842 CROWN CASTLE INTL CCOM 228227104 4,597 78359 SH SOLE 0 78,359 CROWN HOLDINGS INC COM 228368106 1,749 50719 SH SOLE 0 50,719 CSX CORP COM 126408103 7,061 315,794 SH SOLE 0 315,794 CTRIP COM INTL LTD SHS 22943F100 302 18000 SH SOLE 0 18,000 CUMMINS INC COM 231021106 8,567 88,404 SH SOLE 0 88,404 CURTISS WRIGHT CORPCOM 231561101 919 29,600 SH SOLE 0 29,600 CVS CAREMARK CORPORCOM 126650100 18,199 389,440 SH SOLE 0 389,440 CYBERONICS INC COM 23251P102 541 12,036 SH SOLE 0 12,036 CYBEROPTICS CORP COM 232517102 1,051 124,403 SH SOLE 0 124,403 D R HORTON INC COM 23331A109 1,565 85,141 SH SOLE 0 85,141 DANAHER CORP DEL COM 235851102 9,100 174,735 SH SOLE 0 174,735 DARDEN RESTAURANTS COM 237194105 1,979 39,097 SH SOLE 0 39,097 DARLING INTL INC COM 237266101 1,151 69,800 SH SOLE 0 69,800 DAVITA INC COM 23918K108 2,806 28,573 SH SOLE 0 28,573 DCP MIDSTREAM PARTNCOM 23311P100 716 16980 SH SOLE 0 16,980 DEALERTRACK HLDGS ICOM 242309102 868 28,840 SH SOLE 0 28,840 DEAN FOODS CO NEW COM 242370104 955 56069 SH SOLE 0 56,069 DEERE & CO COM 244199105 11,562 142,969 SH SOLE 0 142,969 DELL INC COM 24702R101 5,652 451786 SH SOLE 0 451,786 DELTA APPAREL INC COM 247368103 1,826 133707 SH SOLE 0 133,707 DEMANDWARE INC COM 24802Y105 250 10,540 SH SOLE 0 10,540 DENBURY RES INC COM 247916208 3,594 237,875 SH SOLE 0 237,875 DENTSPLY INTL INC NCOM 249030107 1,629 43,077 SH SOLE 0 43,077 DEPOMED INC COM 249908104 2,036 357734 SH SOLE 0 357,734 DESARROLLADORA HOMEADR 25030W100 240 15,600 SH SOLE 0 15,600 DEVON ENERGY CORP NCOM 25179M103 9,740 167,960 SH SOLE 0 167,960 DEVRY INC DEL COM 251893103 4,698 151,708 SH SOLE 0 151,708 DIAMOND OFFSHORE DRCOM 25271C102 1,249 21,125 SH SOLE 0 21,125 DIGITAL GENERATION COM 25400B108 872 70,500 SH SOLE 0 70,500 DIRECTV COM 25490A101 9,718 199050 SH SOLE 0 199,050 DISCOVER FINL SVCS COM 254709108 5,573 161,161 SH SOLE 0 161,161 DISCOVERY COMMUNICACOM 25470F104 5,089 94,246 SH SOLE 0 94,246 DISNEY WALT CO COM 254687106 27,148 559757 SH SOLE 0 559,757 DOLLAR TREE INC COM 256746108 3,792 70,490 SH SOLE 0 70,490 DOMINION RES INC VACOM 25746U109 9,378 173,675 SH SOLE 0 173,675 DONNELLEY R R & SONCOM 257867101 645 54,781 SH SOLE 0 54,781 DOVER CORP COM 260003108 2,992 55,806 SH SOLE 0 55,806 DOW CHEM CO COM 260543103 11,443 363,269 SH SOLE 0 363,269 DR PEPPER SNAPPLE GCOM 26138E109 2,816 64,374 SH SOLE 0 64,374 DRDGOLD LIMITED ADR 26152H301 324 49424 SH SOLE 0 49,424 DTE ENERGY CO COM 233331107 3,067 51696 SH SOLE 0 51,696 DU PONT E I DE NEMOCOM 263534109 14,400 284,760 SH SOLE 0 284,760 DUKE ENERGY CORP NECOM 26441C105 852 36,958 SH SOLE 0 36,958 DUN & BRADSTREET COCOM 26483E100 1,035 14,546 SH SOLE 0 14,546 DYCOM INDS INC COM 267475101 273 14,665 SH SOLE 0 14,665 E M C CORP MASS COM 268648102 17,046 665,089 SH SOLE 0 665,089 E TRADE FINANCIAL CCOM 269246401 621 77,268 SH SOLE 0 77,268 EAGLE ROCK ENERGY PUNIT 26985R104 790 88,225 SH SOLE 0 88,225 EASYLINK SERVICES ICL A 277858106 3,423 472800 SH SOLE 0 472,800 EBAY INC COM 278642103 15,776 375,533 SH SOLE 0 375,533 EBIX INC COM 278715206 1,060 53,150 SH SOLE 0 53,150 ECOLAB INC COM 278865100 9,924 144810 SH SOLE 0 144,810 ECOPETROL S A ADR 279158109 329 5900 SH SOLE 0 5,900 EDELMAN FINL GROUP COM 27943Q105 2,726 313,352 SH SOLE 0 313,352 EDISON INTL COM 281020107 4,574 99,012 SH SOLE 0 99,012 EDWARDS LIFESCIENCECOM 28176E108 3,598 34,826 SH SOLE 0 34,826 EL PASO PIPELINE PACOM 283702108 2,178 64,437 SH SOLE 0 64,437 ELECTRONIC ARTS INCCOM 285512109 1,193 96,597 SH SOLE 0 96,597 ELLIS PERRY INTL INCOM 288853104 2,382 114,799 SH SOLE 0 114,799 ELSTER GROUP SE ADR 290348101 9,284 457,317 SH SOLE 0 457,317 EMBRAER S A ADR 29082A107 411 15,500 SH SOLE 0 15,500 EMCOR GROUP INC COM 29084Q100 259 9,300 SH SOLE 0 9,300 EMERSON ELEC CO COM 291011104 10,384 222,938 SH SOLE 0 222,938 ENBRIDGE ENERGY PARCOM 29250R106 4,599 149,472 SH SOLE 0 149,472 ENCANA CORP COM 292505104 2,993 143667 SH SOLE 0 143,667 ENCORE BANCSHARES ICOM 29255V201 2,030 98400 SH SOLE 0 98,400 ENCORE CAP GROUP INCOM 292554102 1,161 39200 SH SOLE 0 39,200 ENDO HEALTH SOLUTIOCOM 29264F205 985 31,800 SH SOLE 0 31,800 ENDOLOGIX INC COM 29266S106 671 43,455 SH SOLE 0 43,455 ENDURANCE SPECIALTYSHS G30397106 1,755 45,800 SH SOLE 0 45,800 ENERGEN CORP COM 29265N108 311 6,885 SH SOLE 0 6,885 ENERGY PARTNERS LTDCOM 29270U303 1,065 63,000 SH SOLE 0 63,000 ENERGY TRANSFER EQUCOM 29273V100 9,648 235200 SH SOLE 0 235,200 ENERSYS COM 29275Y102 1,234 35,200 SH SOLE 0 35,200 ENGLOBAL CORP COM 293306106 1,133 755,658 SH SOLE 0 755,658 ENI S P A ADR 26874R108 3,176 74705 SH SOLE 0 74,705 ENPHASE ENERGY INC COM 29355A107 183 29,455 SH SOLE 0 29,455 ENSCO PLC SHS G3157S106 15,698 334,215 SH SOLE 0 334,215 ENTERGY CORP NEW COM 29364G103 3,655 53,838 SH SOLE 0 53,838 ENTERPRISE PRODS PACOM 293792107 29,545 576,602 SH SOLE 0 576,602 ENTROPIC COMMUNICATCOM 29384R105 730 129500 SH SOLE 0 129,500 ENVESTNET INC COM 29404K106 3,935 327,930 SH SOLE 0 327,930 EOG RES INC COM 26875P101 11,477 127362 SH SOLE 0 127,362 EPOCRATES INC COM 29429D103 999 124525 SH SOLE 0 124,525 EQT CORP COM 26884L109 5,725 106,752 SH SOLE 0 106,752 EQUIFAX INC COM 294429105 1,705 36,584 SH SOLE 0 36,584 EQUITY RESIDENTIAL SHS 29476L107 5,697 91358 SH SOLE 0 91,358 ERESEARCHTECHNOLOGYCOM 29481V108 5,826 728731 SH SOLE 0 728,731 ETFS PALLADIUM TR SHS 26923A106 779 13,590 SH SOLE 0 13,590 EV ENERGY PARTNERS COM 26926V107 7,069 140,100 SH SOLE 0 140,100 EXAMWORKS GROUP INCCOM 30066A105 393 29733 SH SOLE 0 29,733 EXCO RESOURCES INC COM 269279402 2,538 334332 SH SOLE 0 334,332 EXELON CORP COM 30161N101 9,745 259,042 SH SOLE 0 259,042 EXPEDIA INC DEL COM 30212P303 1,318 27,420 SH SOLE 0 27,420 EXPEDITORS INTL WASCOM 302130109 2,501 64,549 SH SOLE 0 64,549 EXPRESS SCRIPTS HLDCOM 30219G108 13,666 244780 SH SOLE 0 244,780 EXTERRAN HLDGS INC COM 30225X103 3,500 274,500 SH SOLE 0 274,500 EXTERRAN PARTNERS LCOM 30225N105 2,156 112134 SH SOLE 0 112,134 EXXON MOBIL CORP COM 30231G102 146,428 1,711,207 SH SOLE 0 1,711,207 EZCORP INC CL A 302301106 1,253 53400 SH SOLE 0 53,400 F M C CORP COM 302491303 2,229 41674 SH SOLE 0 41,674 F5 NETWORKS INC COM 315616102 2,402 24127 SH SOLE 0 24,127 FACTSET RESH SYS INCOM 303075105 841 9,050 SH SOLE 0 9,050 FAMILY DLR STORES ICOM 307000109 2,358 35475 SH SOLE 0 35,475 FARO TECHNOLOGIES ICOM 311642102 679 16125 SH SOLE 0 16,125 FASTENAL CO COM 311900104 3,618 89,747 SH SOLE 0 89,747 FEDERATED INVS INC CL B 314211103 3,384 154877 SH SOLE 0 154,877 FEDEX CORP COM 31428X106 8,780 95,838 SH SOLE 0 95,838 FIDELITY NATL INFORCOM 31620M106 2,473 72567 SH SOLE 0 72,567 FIESTA RESTAURANT GCOM 31660B101 1,036 78300 SH SOLE 0 78,300 FIFTH & PAC COS INCCOM 316645100 303 28,210 SH SOLE 0 28,210 FIFTH STREET FINANCCOM 31678A103 1,417 142000 SH SOLE 0 142,000 FIFTH THIRD BANCORPCOM 316773100 4,481 334,369 SH SOLE 0 334,369 FIRST CALIFORNIA FICOM 319395109 2,361 343,151 SH SOLE 0 343,151 FIRST FINL BANCORP COM 320209109 1,003 62750 SH SOLE 0 62,750 FIRST HORIZON NATL COM 320517105 664 76784 SH SOLE 0 76,784 FIRST SOLAR INC COM 336433107 270 17931 SH SOLE 0 17,931 FIRSTENERGY CORP COM 337932107 6,252 127,093 SH SOLE 0 127,093 FISERV INC COM 337738108 2,995 41,476 SH SOLE 0 41,476 FLIR SYS INC COM 302445101 914 46,861 SH SOLE 0 46,861 FLOWSERVE CORP COM 34354P105 1,906 16611 SH SOLE 0 16,611 FLUOR CORP NEW COM 343412102 2,536 51394 SH SOLE 0 51,394 FLY LEASING LTD ADR 34407D109 123 10,122 SH SOLE 0 10,122 FMC TECHNOLOGIES INCOM 30249U101 2,851 72663 SH SOLE 0 72,663 FOMENTO ECONOMICO MADR 344419106 812 9100 SH SOLE 0 9,100 FOOT LOCKER INC COM 344849104 5,131 167,800 SH SOLE 0 167,800 FORD MTR CO DEL COM 345370860 11,122 1,159,770 SH SOLE 0 1,159,770 FOREST LABS INC COM 345838106 2,825 80,741 SH SOLE 0 80,741 FOSSIL INC COM 349882100 1,210 15,809 SH SOLE 0 15,809 FRANCESCAS HLDGS COCOM 351793104 464 17169 SH SOLE 0 17,169 FRANKLIN RES INC COM 354613101 4,790 43160 SH SOLE 0 43,160 FREEPORT-MCMORAN COCOM 35671D857 12,618 370346 SH SOLE 0 370,346 FRESENIUS MED CARE ADR 358029106 3,652 51729 SH SOLE 0 51,729 FRESH MKT INC COM 35804H106 692 12,895 SH SOLE 0 12,895 FRONTIER COMMUNICATCOM 35906A108 1,162 303422 SH SOLE 0 303,422 FURMANITE CORPORATICOM 361086101 963 198123 SH SOLE 0 198,123 FUSHI COPPERWELD INCOM 36113E107 2,581 296,992 SH SOLE 0 296,992 GAMESTOP CORP NEW CL A 36467W109 727 39,596 SH SOLE 0 39,596 GANNETT INC COM 364730101 1,052 71402 SH SOLE 0 71,402 GAP INC DEL COM 364760108 2,766 101,096 SH SOLE 0 101,096 GASLOG LTD SHS G37585109 2,207 217411 SH SOLE 0 217,411 GENERAL DYNAMICS COCOM 369550108 7,228 109,586 SH SOLE 0 109,586 GENERAL ELECTRIC COCOM 369604103 67,102 3,219,849 SH SOLE 0 3,219,849 GENERAL MLS INC COM 370334104 8,322 215,933 SH SOLE 0 215,933 GENESIS ENERGY L P UNIT 371927104 654 22,500 SH SOLE 0 22,500 GEN-PROBE INC NEW COM 36866T103 12,308 149734 SH SOLE 0 149,734 GENUINE PARTS CO COM 372460105 2,855 47,380 SH SOLE 0 47,380 GENWORTH FINL INC COM 37247D106 845 149365 SH SOLE 0 149,365 GEVO INC COM 374396109 520 104640 SH SOLE 0 104,640 GILEAD SCIENCES INCCOM 375558103 11,802 230,145 SH SOLE 0 230,145 GLAXOSMITHKLINE PLCADR 37733W105 506 11,110 SH SOLE 0 11,110 GLOBAL GEOPHYSICAL COM 37946S107 1,370 223890 SH SOLE 0 223,890 GOL LINHAS AEREAS IADR 38045R107 575 130300 SH SOLE 0 130,300 GOLD FIELDS LTD NEWADR 38059T106 675 52,700 SH SOLE 0 52,700 GOLDCORP INC NEW COM 380956409 2,194 58390 SH SOLE 0 58,390 GOLDEN STAR RES LTDCOM 38119T104 334 287,836 SH SOLE 0 287,836 GOLDMAN SACHS GROUPCOM 38141G104 14,329 149478 SH SOLE 0 149,478 GOLFSMITH INTL HOLDCOM 38168Y103 547 90300 SH SOLE 0 90,300 GOODRICH CORP COM 382388106 17,297 136306 SH SOLE 0 136,306 GOODRICH PETE CORP COM 382410405 434 31,315 SH SOLE 0 31,315 GOODYEAR TIRE & RUBCOM 382550101 878 74,365 SH SOLE 0 74,365 GOOGLE INC CL A 38259P508 45,913 79150 SH SOLE 0 79,150 GP STRATEGIES CORP COM 36225V104 1,452 78,638 SH SOLE 0 78,638 GRAINGER W W INC COM 384802104 3,546 18,544 SH SOLE 0 18,544 GRAN TIERRA ENERGY COM 38500T101 2,630 535,569 SH SOLE 0 535,569 GRAND CANYON ED INCCOM 38526M106 819 39,125 SH SOLE 0 39,125 GREEN PLAINS RENEWACOM 393222104 419 67,070 SH SOLE 0 67,070 GREENHUNTER ENERGY COM 39530A104 157 76,904 SH SOLE 0 76,904 GREENWAY MED TECHNOCOM 39679B103 626 38402 SH SOLE 0 38,402 GREIF INC CL A 397624107 379 9,250 SH SOLE 0 9,250 GRUPO SIMEC S A B DADR 400491106 167 17,652 SH SOLE 0 17,652 GRUPO TELEVISA SA ADR 40049J206 3,089 143,798 SH SOLE 0 143,798 GUESS INC COM 401617105 357 11750 SH SOLE 0 11,750 GUIDEWIRE SOFTWARE COM 40171V100 327 11,620 SH SOLE 0 11,620 HAIN CELESTIAL GROUCOM 405217100 527 9,570 SH SOLE 0 9,570 HALLIBURTON CO COM 406216101 10,113 356,201 SH SOLE 0 356,201 HANCOCK HLDG CO COM 410120109 887 29,150 SH SOLE 0 29,150 HARLEY DAVIDSON INCCOM 412822108 3,217 70,357 SH SOLE 0 70,357 HARMAN INTL INDS INCOM 413086109 848 21,419 SH SOLE 0 21,419 HARRIS CORP DEL COM 413875105 1,447 34576 SH SOLE 0 34,576 HARTFORD FINL SVCS COM 416515104 2,362 133976 SH SOLE 0 133,976 HASBRO INC COM 418056107 1,201 35,466 SH SOLE 0 35,466 HCP INC COM 40414L109 5,628 127484 SH SOLE 0 127,484 HEALTH CARE REIT INCOM 42217K106 3,788 64,978 SH SOLE 0 64,978 HEALTHSTREAM INC COM 42222N103 1,820 70000 SH SOLE 0 70,000 HEARTWARE INTL INC COM 422368100 690 7775 SH SOLE 0 7,775 HEINZ H J CO COM 423074103 6,040 111,063 SH SOLE 0 111,063 HELMERICH & PAYNE ICOM 423452101 2,880 66,243 SH SOLE 0 66,243 HERSHEY CO COM 427866108 3,329 46218 SH SOLE 0 46,218 HESS CORP COM 42809H107 5,151 118,544 SH SOLE 0 118,544 HEWLETT PACKARD CO COM 428236103 12,084 600,902 SH SOLE 0 600,902 HIBBETT SPORTS INC COM 428567101 2,080 36,040 SH SOLE 0 36,040 HIMAX TECHNOLOGIES ADR 43289P106 146 77,937 SH SOLE 0 77,937 HITTITE MICROWAVE CCOM 43365Y104 1,275 24,950 SH SOLE 0 24,950 HOLLY ENERGY PARTNECOM 435763107 5,073 89624 SH SOLE 0 89,624 HOLLYFRONTIER CORP COM 436106108 2,121 59,851 SH SOLE 0 59,851 HOME DEPOT INC COM 437076102 24,649 465,159 SH SOLE 0 465,159 HONEYWELL INTL INC COM 438516106 13,222 236,789 SH SOLE 0 236,789 HORMEL FOODS CORP COM 440452100 1,267 41,664 SH SOLE 0 41,664 HORNBECK OFFSHORE SCOM 440543106 506 13,040 SH SOLE 0 13,040 HOSPIRA INC COM 441060100 1,755 50,184 SH SOLE 0 50,184 HOST HOTELS & RESORCOM 44107P104 3,454 218,316 SH SOLE 0 218,316 HOT TOPIC INC COM 441339108 871 89,855 SH SOLE 0 89,855 HSBC HLDGS PLC ADR 404280406 741 16,800 SH SOLE 0 16,800 HUDSON CITY BANCORPCOM 443683107 1,022 160,496 SH SOLE 0 160,496 HUMAN GENOME SCIENCCOM 444903108 12,572 957,516 SH SOLE 0 957,516 HUMANA INC COM 444859102 3,840 49,589 SH SOLE 0 49,589 HUNTINGTON BANCSHARCOM 446150104 1,682 262,769 SH SOLE 0 262,769 IBERIABANK CORP COM 450828108 1,539 30,500 SH SOLE 0 30,500 ICAHN ENTERPRISES LFRNT 451102AB3 2,480 2,480,000 SH SOLE 0 2,480,000 ILLINOIS TOOL WKS ICOM 452308109 7,673 145,066 SH SOLE 0 145,066 ILLUMINA INC COM 452327109 14,075 348,475 SH SOLE 0 348,475 INCYTE CORP COM 45337C102 608 26,770 SH SOLE 0 26,770 INERGY L P UNIT 456615103 1,625 87,289 SH SOLE 0 87,289 INFOSYS LTD ADR 456788108 798 17700 SH SOLE 0 17,700 INGERSOLL-RAND PLC SHS G47791101 3,829 90,780 SH SOLE 0 90,780 INGREDION INC COM 457187102 1,862 37,600 SH SOLE 0 37,600 INNERWORKINGS INC COM 45773Y105 2,358 174,305 SH SOLE 0 174,305 INTEGRAMED AMER INCCOM 45810N302 2,324 167,820 SH SOLE 0 167,820 INTEGRYS ENERGY GROCOM 45822P105 1,347 23,678 SH SOLE 0 23,678 INTEL CORP COM 458140100 41,502 1,557,289 SH SOLE 0 1,557,289 INTERCONTINENTALEXCCOM 45865V100 3,006 22,108 SH SOLE 0 22,108 INTERDIGITAL INC COM 45867G101 6,643 225,100 SH SOLE 0 225,100 INTERLINE BRANDS INCOM 458743101 11,823 471,592 SH SOLE 0 471,592 INTERNATIONAL BUSINCOM 459200101 68,558 350,537 SH SOLE 0 350,537 INTERNATIONAL FLAVOCOM 459506101 1,350 24635 SH SOLE 0 24,635 INTERNATIONAL GAME COM 459902102 1,413 89709 SH SOLE 0 89,709 INTERPUBLIC GROUP CCOM 460690100 1,461 134,639 SH SOLE 0 134,639 INTL PAPER CO COM 460146103 3,840 132827 SH SOLE 0 132,827 INTUIT COM 461202103 5,297 89,244 SH SOLE 0 89,244 INTUITIVE SURGICAL COM 46120E602 6,681 12,065 SH SOLE 0 12,065 INVENSENSE INC COM 46123D205 439 38,835 SH SOLE 0 38,835 INVENTURE FOODS INCCOM 461212102 691 109,646 SH SOLE 0 109,646 INVESCO LTD SHS G491BT108 3,078 136211 SH SOLE 0 136,211 IRON MTN INC COM 462846106 1,715 52,027 SH SOLE 0 52,027 ISHARES INC ETF 464286772 4,388 80,054 SH SOLE 0 80,054 ISHARES INC ETF 464286400 2,744 53086 SH SOLE 0 53,086 ISHARES INC ETF 464286830 2,215 155246 SH SOLE 0 155,246 ISHARES INC ETF 464286509 3,928 152,000 SH SOLE 0 152,000 ISHARES INC ETF 464286624 274 3,967 SH SOLE 0 3,967 ISHARES INC ETF 464286822 855 13909 SH SOLE 0 13,909 ISHARES INC ETF 464286780 1,951 30,538 SH SOLE 0 30,538 ISHARES INC ETF 464286731 3,376 276041 SH SOLE 0 276,041 ISHARES INC ETF 464286640 553 8991 SH SOLE 0 8,991 ISHARES TR ETF 464287804 3,269 44617 SH SOLE 0 44,617 ISHARES TR ETF 464287465 36,775 736084 SH SOLE 0 736,084 ISHARES TR ETF 46429B705 789 38,120 SH SOLE 0 38,120 ISHARES TR ETF 46429B671 1,606 39,263 SH SOLE 0 39,263 ISHARES TR ETF 46429B408 268 8,999 SH SOLE 0 8,999 ISIS PHARMACEUTICALCOM 464330109 208 17,295 SH SOLE 0 17,295 ITAU UNIBANCO HLDG ADR 465562106 5,915 424,914 SH SOLE 0 424,914 ITRON INC COM 465741106 870 21100 SH SOLE 0 21,100 IXYS CORP COM 46600W106 1,192 107,032 SH SOLE 0 107,032 JABIL CIRCUIT INC COM 466313103 1,124 55,270 SH SOLE 0 55,270 JACOBS ENGR GROUP ICOM 469814107 1,485 39,211 SH SOLE 0 39,211 JAKKS PAC INC COM 47012E106 6,369 397811 SH SOLE 0 397,811 JDS UNIPHASE CORP COM 46612J507 774 70,357 SH SOLE 0 70,357 JIVE SOFTWARE INC COM 47760A108 285 13555 SH SOLE 0 13,555 JOHNSON CTLS INC COM 478366107 5,728 206,709 SH SOLE 0 206,709 JOY GLOBAL INC COM 481165108 1,825 32165 SH SOLE 0 32,165 JPMORGAN CHASE & COCOM 46625H100 41,976 1174822 SH SOLE 0 1,174,822 JUNIPER NETWORKS INCOM 48203R104 2,625 160926 SH SOLE 0 160,926 KAISER ALUMINUM CORCOM 483007704 1,933 37,283 SH SOLE 0 37,283 KELLOGG CO COM 487836108 3,698 74,955 SH SOLE 0 74,955 KEYCORP NEW COM 493267108 2,978 384,782 SH SOLE 0 384,782 KIMBERLY CLARK CORPCOM 494368103 9,982 119,163 SH SOLE 0 119,163 KIMCO RLTY CORP COM 49446R109 2,353 123,663 SH SOLE 0 123,663 KINDER MORGAN INC DCOM 49456B101 6,287 195,128 SH SOLE 0 195,128 KINDER MORGAN INC DCOM 49456B119 392 181,285 SH SOLE 0 181,285 KINDER MORGAN MANAGSHS 49455U100 24,334 331431 SH SOLE 0 331,431 KINROSS GOLD CORP COM 496902404 805 98,820 SH SOLE 0 98,820 KIOR INC CL A 497217109 161 18010 SH SOLE 0 18,010 KIRBY CORP COM 497266106 351 7450 SH SOLE 0 7,450 KIT DIGITAL INC COM 482470200 696 162,335 SH SOLE 0 162,335 KLA-TENCOR CORP COM 482480100 2,504 50,850 SH SOLE 0 50,850 KNIGHT CAP GROUP INCL A 499005106 783 65,600 SH SOLE 0 65,600 KNOLOGY INC COM 499183804 9,362 475952 SH SOLE 0 475,952 KODIAK OIL & GAS COCOM 50015Q100 513 62,440 SH SOLE 0 62,440 KOHLS CORP COM 500255104 3,315 72,870 SH SOLE 0 72,870 KONA GRILL INC COM 50047H201 519 57494 SH SOLE 0 57,494 KOSMOS ENERGY LTD SHS G5315B107 243 22,000 SH SOLE 0 22,000 KRAFT FOODS INC CL A 50075N104 20,808 538,800 SH SOLE 0 538,800 KRATON PERFORMANCE COM 50077C106 1,119 51,092 SH SOLE 0 51,092 KROGER CO COM 501044101 3,953 170,476 SH SOLE 0 170,476 L-3 COMMUNICATIONS COM 502424104 2,191 29,607 SH SOLE 0 29,607 LABORATORY CORP AMECOM 50540R409 2,724 29,417 SH SOLE 0 29,417 LAM RESEARCH CORP COM 512807108 2,310 61,220 SH SOLE 0 61,220 LAN AIRLINES S A ADR 501723100 231 8860 SH SOLE 0 8,860 LAS VEGAS SANDS CORCOM 517834107 642 14,771 SH SOLE 0 14,771 LAUDER ESTEE COS INCL A 518439104 3,708 68,517 SH SOLE 0 68,517 LEAPFROG ENTERPRISECL A 52186N106 189 18,405 SH SOLE 0 18,405 LECROY CORP COM 52324W109 3,406 238828 SH SOLE 0 238,828 LEGACY RESERVES LP UNIT 524707304 488 19,519 SH SOLE 0 19,519 LEGG MASON INC COM 524901105 1,007 38186 SH SOLE 0 38,186 LEGGETT & PLATT INCCOM 524660107 900 42,599 SH SOLE 0 42,599 LENNAR CORP CL A 526057104 394 12,748 SH SOLE 0 12,748 LENNAR CORP CL B 526057302 1,164 48,420 SH SOLE 0 48,420 LEUCADIA NATL CORP COM 527288104 1,281 60205 SH SOLE 0 60,205 LEXMARK INTL NEW CL A 529771107 575 21,617 SH SOLE 0 21,617 LIFE TECHNOLOGIES CCOM 53217V109 2,442 54268 SH SOLE 0 54,268 LIFEPOINT HOSPITALSCOM 53219L109 615 15,010 SH SOLE 0 15,010 LILLY ELI & CO COM 532457108 13,316 310,326 SH SOLE 0 310,326 LIMITED BRANDS INC COM 532716107 3,123 73,429 SH SOLE 0 73,429 LINCOLN NATL CORP ICOM 534187109 1,897 86,736 SH SOLE 0 86,736 LINEAR TECHNOLOGY CCOM 535678106 2,192 69,958 SH SOLE 0 69,958 LINN ENERGY LLC UNIT 536020100 2,914 76487 SH SOLE 0 76,487 LIQUIDITY SERVICES COM 53635B107 828 16,170 SH SOLE 0 16,170 LITHIA MTRS INC CL A 536797103 313 13600 SH SOLE 0 13,600 LIVEPERSON INC COM 538146101 1,359 71,320 SH SOLE 0 71,320 LOCKHEED MARTIN CORCOM 539830109 7,045 80897 SH SOLE 0 80,897 LOEWS CORP COM 540424108 3,799 92,859 SH SOLE 0 92,859 LORILLARD INC COM 544147101 5,234 39,663 SH SOLE 0 39,663 LOWES COS INC COM 548661107 10,170 357598 SH SOLE 0 357,598 LSI CORPORATION COM 502161102 1,101 172,887 SH SOLE 0 172,887 LTX-CREDENCE CORP COM 502403207 1,298 193,800 SH SOLE 0 193,800 LUMBER LIQUIDATORS COM 55003T107 1,394 41245 SH SOLE 0 41,245 LUXOTTICA GROUP S PADR 55068R202 2,600 74,438 SH SOLE 0 74,438 M & T BK CORP COM 55261F104 3,176 38460 SH SOLE 0 38,460 MACYS INC COM 55616P104 4,313 125553 SH SOLE 0 125,553 MAGELLAN MIDSTREAM COM 559080106 9,031 127,842 SH SOLE 0 127,842 MANITEX INTL INC COM 563420108 1,830 217,867 SH SOLE 0 217,867 MARATHON OIL CORP COM 565849106 7,211 282,022 SH SOLE 0 282,022 MARATHON PETE CORP COM 56585A102 6,576 146388 SH SOLE 0 146,388 MARKET VECTORS ETF ETF 57060U100 3,015 67348 SH SOLE 0 67,348 MARKET VECTORS ETF ETF 57060U605 2,136 43,087 SH SOLE 0 43,087 MARKWEST ENERGY PARUNIT 570759100 8,319 168715 SH SOLE 0 168,715 MARRIOTT INTL INC NCL A 571903202 3,866 98632 SH SOLE 0 98,632 MARSH & MCLENNAN COCOM 571748102 5,344 165807 SH SOLE 0 165,807 MASCO CORP COM 574599106 1,505 108,520 SH SOLE 0 108,520 MASTERCARD INC CL A 57636Q104 13,876 32,261 SH SOLE 0 32,261 MATERION CORP COM 576690101 1,158 50,300 SH SOLE 0 50,300 MATTEL INC COM 577081102 3,358 103,500 SH SOLE 0 103,500 MATTRESS FIRM HLDG COM 57722W106 325 10735 SH SOLE 0 10,735 MCCORMICK & CO INC COM 579780206 2,444 40,296 SH SOLE 0 40,296 MCDONALDS CORP COM 580135101 28,182 318331 SH SOLE 0 318,331 MCGRAW HILL COS INCCOM 580645109 3,825 84,999 SH SOLE 0 84,999 MCKESSON CORP COM 58155Q103 7,565 80,696 SH SOLE 0 80,696 MEAD JOHNSON NUTRITCOM 582839106 4,988 61,961 SH SOLE 0 61,961 MEADWESTVACO CORP COM 583334107 3,381 117614 SH SOLE 0 117,614 MEDALLION FINL CORPCOM 583928106 1,947 183,357 SH SOLE 0 183,357 MEDIVATION INC COM 58501N101 662 7240 SH SOLE 0 7,240 MEDTOX SCIENTIFIC ICOM 584977201 2,983 110630 SH SOLE 0 110,630 MEDTRONIC INC COM 585055106 12,248 316229 SH SOLE 0 316,229 MELCO CROWN ENTMT LADR 585464100 1,891 164170 SH SOLE 0 164,170 MELLANOX TECHNOLOGISHS M51363113 4,026 56845 SH SOLE 0 56,845 MERCADOLIBRE INC COM 58733R102 5,768 76,100 SH SOLE 0 76,100 MERCK & CO INC NEW COM 58933Y105 38,590 924,313 SH SOLE 0 924,313 MERGE HEALTHCARE INCOM 589499102 819 286,267 SH SOLE 0 286,267 MERIDIAN BIOSCIENCECOM 589584101 1,561 76275 SH SOLE 0 76,275 METHANEX CORP COM 59151K108 457 16400 SH SOLE 0 16,400 METLIFE INC COM 59156R108 9,957 322744 SH SOLE 0 322,744 METROPCS COMMUNICATCOM 591708102 541 89,400 SH SOLE 0 89,400 MICROCHIP TECHNOLOGCOM 595017104 1,946 58829 SH SOLE 0 58,829 MICRON TECHNOLOGY ICOM 595112103 1,898 300,741 SH SOLE 0 300,741 MICROSOFT CORP COM 594918104 69,505 2,272,144 SH SOLE 0 2,272,144 MID CON ENERGY PARTCOM 59560V109 933 46,035 SH SOLE 0 46,035 MILLER ENERGY RES ICOM 600527105 1,417 283,354 SH SOLE 0 283,354 MIPS TECHNOLOGIES ICOM 604567107 1,870 280,300 SH SOLE 0 280,300 MISTRAS GROUP INC COM 60649T107 795 30,243 SH SOLE 0 30,243 MOBILE TELESYSTEMS ADR 607409109 471 27,400 SH SOLE 0 27,400 MOLEX INC CL A 608554200 867 42,879 SH SOLE 0 42,879 MOLSON COORS BREWINCL B 60871R209 1,987 47764 SH SOLE 0 47,764 MONOLITHIC PWR SYS COM 609839105 604 30409 SH SOLE 0 30,409 MONSANTO CO NEW COM 61166W101 24,460 295,483 SH SOLE 0 295,483 MONSTER BEVERAGE COCOM 611740101 3,317 46587 SH SOLE 0 46,587 MOODYS CORP COM 615369105 2,196 60,091 SH SOLE 0 60,091 MORGAN STANLEY COM 617446448 6,752 462,796 SH SOLE 0 462,796 MORNINGSTAR INC COM 617700109 1,118 19,325 SH SOLE 0 19,325 MOSAIC CO NEW COM 61945C103 17,126 312738 SH SOLE 0 312,738 MOTOROLA SOLUTIONS COM 620076307 4,270 88756 SH SOLE 0 88,756 MURPHY OIL CORP COM 626717102 2,967 59,006 SH SOLE 0 59,006 MYLAN INC COM 628530107 2,784 130,263 SH SOLE 0 130,263 NABORS INDUSTRIES LSHS G6359F103 1,270 88,223 SH SOLE 0 88,223 NAM TAI ELECTRS INCCOM 629865205 360 61,896 SH SOLE 0 61,896 NASDAQ OMX GROUP INCOM 631103108 843 37,203 SH SOLE 0 37,203 NATIONAL OILWELL VACOM 637071101 10,174 157889 SH SOLE 0 157,889 NATIONAL RESEARCH CCOM 637372103 906 17,306 SH SOLE 0 17,306 NEOGEN CORP COM 640491106 1,346 29,137 SH SOLE 0 29,137 NETAPP INC COM 64110D104 3,509 110,283 SH SOLE 0 110,283 NETEASE INC ADR 64110W102 724 12,310 SH SOLE 0 12,310 NETFLIX INC COM 64110L106 1,155 16,871 SH SOLE 0 16,871 NETLIST INC COM 64118P109 1,746 772,528 SH SOLE 0 772,528 NEW GOLD INC CDA COM 644535106 320 33,705 SH SOLE 0 33,705 NEWELL RUBBERMAID ICOM 651229106 1,598 88099 SH SOLE 0 88,099 NEWFIELD EXPL CO COM 651290108 8,345 284717 SH SOLE 0 284,717 NEWMONT MINING CORPCOM 651639106 8,125 167,493 SH SOLE 0 167,493 NEWPARK RES INC COM 651718504 1,087 184,300 SH SOLE 0 184,300 NEWS CORP CL A 65248E104 15,310 686,868 SH SOLE 0 686,868 NEXTERA ENERGY INC COM 65339F101 8,721 126,747 SH SOLE 0 126,747 NIC INC COM 62914B100 1,190 93,675 SH SOLE 0 93,675 NII HLDGS INC CL B 62913F201 276 26,955 SH SOLE 0 26,955 NIKE INC CL B 654106103 9,782 111,436 SH SOLE 0 111,436 NISOURCE INC COM 65473P105 2,137 86334 SH SOLE 0 86,334 NOBLE CORPORATION BCOM H5833N103 3,159 97,104 SH SOLE 0 97,104 NOBLE ENERGY INC COM 655044105 8,330 98210 SH SOLE 0 98,210 NORDIC AMERICAN TANCOM G65773106 532 39205 SH SOLE 0 39,205 NORDSTROM INC COM 655664100 2,419 48,674 SH SOLE 0 48,674 NORFOLK SOUTHERN COCOM 655844108 7,105 98,997 SH SOLE 0 98,997 NORTHEAST UTILS COM 664397106 3,699 95302 SH SOLE 0 95,302 NORTHERN TR CORP COM 665859104 3,373 73,284 SH SOLE 0 73,284 NORTHROP GRUMMAN COCOM 666807102 4,875 76,430 SH SOLE 0 76,430 NOVA MEASURING INSTCOM M7516K103 235 26,976 SH SOLE 0 26,976 NRG ENERGY INC COM 629377508 1,201 69,202 SH SOLE 0 69,202 NUCOR CORP COM 670346105 5,219 137695 SH SOLE 0 137,695 NUVASIVE INC COM 670704105 697 27,475 SH SOLE 0 27,475 NVE CORP COM 629445206 1,823 33923 SH SOLE 0 33,923 NVIDIA CORP COM 67066G104 2,599 188051 SH SOLE 0 188,051 NYSE EURONEXT COM 629491101 2,376 92,889 SH SOLE 0 92,889 O REILLY AUTOMOTIVECOM 67103H107 3,210 38318 SH SOLE 0 38,318 OCCIDENTAL PETE CORCOM 674599105 31,505 367,324 SH SOLE 0 367,324 OCEANEERING INTL INCOM 675232102 1,029 21,510 SH SOLE 0 21,510 OCWEN FINL CORP COM 675746309 1,399 74500 SH SOLE 0 74,500 OCZ TECHNOLOGY GROUCOM 67086E303 228 43130 SH SOLE 0 43,130 ODYSSEY MARINE EXPLCOM 676118102 1,893 508124 SH SOLE 0 508,124 OIL STS INTL INC COM 678026105 889 13,423 SH SOLE 0 13,423 OILTANKING PARTNERSUNIT 678049107 5,596 178488 SH SOLE 0 178,488 OLIN CORP COM 680665205 1,011 48400 SH SOLE 0 48,400 OM GROUP INC COM 670872100 337 17750 SH SOLE 0 17,750 OMNICOM GROUP INC COM 681919106 4,026 82849 SH SOLE 0 82,849 OMNIVISION TECHNOLOCOM 682128103 612 45900 SH SOLE 0 45,900 ON ASSIGNMENT INC COM 682159108 595 37305 SH SOLE 0 37,305 ONEOK INC NEW COM 682680103 2,673 63165 SH SOLE 0 63,165 ONEOK PARTNERS LP UNIT 68268N103 912 16962 SH SOLE 0 16,962 ORACLE CORP COM 68389X105 35,916 1,209,285 SH SOLE 0 1,209,285 ORBOTECH LTD ORD M75253100 393 51,527 SH SOLE 0 51,527 OSHKOSH CORP COM 688239201 5,011 239,200 SH SOLE 0 239,200 OWENS ILL INC COM 690768403 961 50120 SH SOLE 0 50,120 P F CHANGS CHINA BICOM 69333Y108 12,261 238,220 SH SOLE 0 238,220 PACCAR INC COM 693718108 4,248 108,395 SH SOLE 0 108,395 PACIFIC CAP BANCORPCOM 69404P200 1,522 33280 SH SOLE 0 33,280 PACIFIC COAST OIL TUNIT 694103102 2,527 135512 SH SOLE 0 135,512 PACKAGING CORP AMERCOM 695156109 2,490 88183 SH SOLE 0 88,183 PALL CORP COM 696429307 1,929 35,191 SH SOLE 0 35,191 PARKER HANNIFIN CORCOM 701094104 3,529 45,903 SH SOLE 0 45,903 PATTERSON COMPANIESCOM 703395103 918 26,642 SH SOLE 0 26,642 PATTERSON UTI ENERGCOM 703481101 3,810 261,695 SH SOLE 0 261,695 PAYCHEX INC COM 704326107 3,080 98,056 SH SOLE 0 98,056 PEABODY ENERGY CORPCOM 704549104 3,656 149,083 SH SOLE 0 149,083 PENN VA RESOURCES PCOM 707884102 6,114 249,571 SH SOLE 0 249,571 PENN WEST PETE LTD COM 707887105 523 39090 SH SOLE 0 39,090 PENNEY J C INC COM 708160106 1,037 44506 SH SOLE 0 44,506 PEOPLES UNITED FINACOM 712704105 1,256 108,161 SH SOLE 0 108,161 PEP BOYS MANNY MOE COM 713278109 4,800 484,800 SH SOLE 0 484,800 PEPCO HOLDINGS INC COM 713291102 1,358 69,373 SH SOLE 0 69,373 PEPSICO INC COM 713448108 33,583 475,279 SH SOLE 0 475,279 PERFECT WORLD CO LTADR 71372U104 343 34,187 SH SOLE 0 34,187 PERKINELMER INC COM 714046109 893 34609 SH SOLE 0 34,609 PERRIGO CO COM 714290103 3,348 28389 SH SOLE 0 28,389 PETROCHINA CO LTD ADR 71646E100 761 5,895 SH SOLE 0 5,895 PETROLEO BRASILEIROADR 71654V101 2,044 112,703 SH SOLE 0 112,703 PETROLEO BRASILEIROADR 71654V408 7,571 403337 SH SOLE 0 403,337 PFIZER INC COM 717081103 52,339 2,275,598 SH SOLE 0 2,275,598 PG&E CORP COM 69331C108 5,810 128,340 SH SOLE 0 128,340 PHARMACYCLICS INC COM 716933106 1,749 32,020 SH SOLE 0 32,020 PHILIP MORRIS INTL COM 718172109 45,228 518,310 SH SOLE 0 518,310 PHILIPPINE LONG DISADR 718252604 420 6,600 SH SOLE 0 6,600 PHILLIPS 66 COM 718546104 7,470 224716 SH SOLE 0 224,716 PHOTOMEDEX INC COM 719358301 642 52800 SH SOLE 0 52,800 PHOTRONICS INC COM 719405102 1,031 169057 SH SOLE 0 169,057 PIKE ELEC CORP COM 721283109 1,100 142,431 SH SOLE 0 142,431 PINNACLE WEST CAP CCOM 723484101 1,721 33,269 SH SOLE 0 33,269 PIONEER NAT RES CO COM 723787107 6,392 72468 SH SOLE 0 72,468 PITNEY BOWES INC COM 724479100 911 60,844 SH SOLE 0 60,844 PLAINS ALL AMERN PIUNIT 726503105 38,510 476545 SH SOLE 0 476,545 PLAINS EXPL& PRODTNCOM 726505100 2,194 62,375 SH SOLE 0 62,375 PLUM CREEK TIMBER CCOM 729251108 1,948 49077 SH SOLE 0 49,077 PNC FINL SVCS GROUPCOM 693475105 10,559 172784 SH SOLE 0 172,784 POLYPORE INTL INC COM 73179V103 643 15,915 SH SOLE 0 15,915 PORTFOLIO RECOVERY COM 73640Q105 392 4290 SH SOLE 0 4,290 PPG INDS INC COM 693506107 7,317 68,953 SH SOLE 0 68,953 PPL CORP COM 69351T106 4,902 176,265 SH SOLE 0 176,265 PRAXAIR INC COM 74005P104 9,869 90,770 SH SOLE 0 90,770 PRECISION CASTPARTSCOM 740189105 7,264 44159 SH SOLE 0 44,159 PRECISION DRILLING COM 74022D308 844 123750 SH SOLE 0 123,750 PRESTIGE BRANDS HLDCOM 74112D101 11,758 743,712 SH SOLE 0 743,712 PRICE T ROWE GROUP COM 74144T108 4,881 77,522 SH SOLE 0 77,522 PRICELINE COM INC COM 741503403 10,056 15,132 SH SOLE 0 15,132 PRICESMART INC COM 741511109 2,393 35445 SH SOLE 0 35,445 PRINCIPAL FINL GROUCOM 74251V102 2,392 91,210 SH SOLE 0 91,210 PRIVATEBANCORP INC COM 742962103 569 38,555 SH SOLE 0 38,555 PROCERA NETWORKS INCOM 74269U203 1,288 52,990 SH SOLE 0 52,990 PROCTER & GAMBLE COCOM 742718109 51,003 832,701 SH SOLE 0 832,701 PROGRESS ENERGY INCCOM 743263105 13,927 231464 SH SOLE 0 231,464 PROGRESSIVE CORP OHCOM 743315103 3,859 185,284 SH SOLE 0 185,284 PROLOGIS INC COM 74340W103 4,649 139912 SH SOLE 0 139,912 PROS HOLDINGS INC COM 74346Y103 1,653 98,300 SH SOLE 0 98,300 PROTO LABS INC COM 743713109 837 29,117 SH SOLE 0 29,117 PROVIDENCE SVC CORPCOM 743815102 1,855 135300 SH SOLE 0 135,300 PRUDENTIAL FINL INCCOM 744320102 6,903 142,526 SH SOLE 0 142,526 PUBLIC STORAGE COM 74460D109 6,246 43,255 SH SOLE 0 43,255 PUBLIC SVC ENTERPRICOM 744573106 4,996 153,738 SH SOLE 0 153,738 PULTE GROUP INC COM 745867101 1,098 102,598 SH SOLE 0 102,598 QEP RES INC COM 74733V100 2,619 87,385 SH SOLE 0 87,385 QUALCOMM INC COM 747525103 29,739 534,101 SH SOLE 0 534,101 QUALITY DISTR INC FCOM 74756M102 2,051 185,100 SH SOLE 0 185,100 QUALITY SYS INC COM 747582104 1,117 40,600 SH SOLE 0 40,600 QUANTA SVCS INC COM 74762E102 1,558 64,739 SH SOLE 0 64,739 QUEST DIAGNOSTICS ICOM 74834L100 2,888 48,213 SH SOLE 0 48,213 QUEST SOFTWARE INC COM 74834T103 9,945 357616 SH SOLE 0 357,616 RALPH LAUREN CORP CL A 751212101 2,762 19722 SH SOLE 0 19,722 RAMTRON INTL CORP COM 751907304 744 246523 SH SOLE 0 246,523 RANGE RES CORP COM 75281A109 8,309 134,298 SH SOLE 0 134,298 RAVEN INDS INC COM 754212108 2,726 39,175 SH SOLE 0 39,175 RAYTHEON CO COM 755111507 5,733 101,299 SH SOLE 0 101,299 RED HAT INC COM 756577102 3,310 58608 SH SOLE 0 58,608 REGENCY ENERGY PARTCOM 75885Y107 4,388 184,603 SH SOLE 0 184,603 REGIONS FINANCIAL CCOM 7591EP100 2,897 429,228 SH SOLE 0 429,228 RELIANCE STEEL & ALCOM 759509102 2,394 47400 SH SOLE 0 47,400 RENT A CTR INC NEW COM 76009N100 573 17,000 SH SOLE 0 17,000 REPLIGEN CORP COM 759916109 1,330 309,214 SH SOLE 0 309,214 REPUBLIC SVCS INC COM 760759100 2,530 95634 SH SOLE 0 95,634 REYNOLDS AMERICAN ICOM 761713106 4,520 100734 SH SOLE 0 100,734 RIO TINTO PLC ADR 767204100 1,081 22600 SH SOLE 0 22,600 RITCHIE BROS AUCTIOCOM 767744105 988 46500 SH SOLE 0 46,500 ROBERT HALF INTL INCOM 770323103 1,241 43450 SH SOLE 0 43,450 ROCKWELL AUTOMATIONCOM 773903109 2,865 43373 SH SOLE 0 43,373 ROCKWELL COLLINS INCOM 774341101 2,175 44076 SH SOLE 0 44,076 ROLLINS INC COM 775711104 1,622 72500 SH SOLE 0 72,500 ROPER INDS INC NEW COM 776696106 2,919 29,609 SH SOLE 0 29,609 ROSS STORES INC COM 778296103 4,282 68,552 SH SOLE 0 68,552 ROSETTA RESOURCES ICOM 777779307 10,992 284,100 SH SOLE 0 284,100 ROWAN COMPANIES PLCSHS G7665A101 16,403 507,363 SH SOLE 0 507,363 ROYAL DUTCH SHELL PADR 780259206 7,661 113,620 SH SOLE 0 113,620 RYANAIR HLDGS PLC ADR 783513104 4,135 136,006 SH SOLE 0 136,006 RYDER SYS INC COM 783549108 561 15582 SH SOLE 0 15,582 RYLAND GROUP INC COM 783764103 1,014 39640 SH SOLE 0 39,640 SAFEWAY INC COM 786514208 1,326 73,056 SH SOLE 0 73,056 SAIC INC COM 78390X101 1,019 84,080 SH SOLE 0 84,080 SALESFORCE COM INC COM 79466L302 5,798 41,937 SH SOLE 0 41,937 SALIX PHARMACEUTICACOM 795435106 342 6280 SH SOLE 0 6,280 SANCHEZ ENERGY CORPCOM 79970Y105 568 27,305 SH SOLE 0 27,305 SANDISK CORP COM 80004C101 2,701 74,047 SH SOLE 0 74,047 SANOFI RIGHT 80105N113 4,276 3,032,780 SH SOLE 0 3,032,780 SCANA CORP NEW COM 80589M102 1,692 35375 SH SOLE 0 35,375 SCHLUMBERGER LTD COM 806857108 31,236 481,227 SH SOLE 0 481,227 SCHWAB CHARLES CORPCOM 808513105 4,252 328,836 SH SOLE 0 328,836 SCRIPPS NETWORKS INCL A 811065101 1,602 28170 SH SOLE 0 28,170 SEACOR HOLDINGS INCCOM 811904101 1,136 12714 SH SOLE 0 12,714 SEADRILL LIMITED SHS G7945E105 773 21,760 SH SOLE 0 21,760 SEAGATE TECHNOLOGY SHS G7945M107 2,844 115,011 SH SOLE 0 115,011 SEALED AIR CORP NEWCOM 81211K100 911 58,985 SH SOLE 0 58,985 SEARS HLDGS CORP COM 812350106 695 11645 SH SOLE 0 11,645 SELECT SECTOR SPDR COM 81369Y506 4,258 64,162 SH SOLE 0 64,162 SEMPRA ENERGY COM 816851109 5,022 72,907 SH SOLE 0 72,907 SHERWIN WILLIAMS COCOM 824348106 3,448 26,050 SH SOLE 0 26,050 SIERRA WIRELESS INCCOM 826516106 275 30501 SH SOLE 0 30,501 SIGMA ALDRICH CORP COM 826552101 2,716 36,737 SH SOLE 0 36,737 SIGNET JEWELERS LIMSHS G81276100 6,518 148,100 SH SOLE 0 148,100 SIMON PPTY GROUP INCOM 828806109 14,338 92109 SH SOLE 0 92,109 SIMPSON MANUFACTURICOM 829073105 1,822 61,750 SH SOLE 0 61,750 SLM CORP COM 78442P106 2,329 148,223 SH SOLE 0 148,223 SM ENERGY CO COM 78454L100 6,517 132,700 SH SOLE 0 132,700 SMART BALANCE INC COM 83169Y108 134 14,290 SH SOLE 0 14,290 SMITHFIELD FOODS INCOM 832248108 281 12995 SH SOLE 0 12,995 SMUCKER J M CO COM 832696405 2,602 34452 SH SOLE 0 34,452 SNAP ON INC COM 833034101 1,099 17,658 SH SOLE 0 17,658 SOLUTIA INC COM 834376501 9,054 322,783 SH SOLE 0 322,783 SONIC CORP COM 835451105 495 49,400 SH SOLE 0 49,400 SOURCEFIRE INC COM 83616T108 3,202 62,295 SH SOLE 0 62,295 SOUTHERN CO COM 842587107 12,223 263,989 SH SOLE 0 263,989 SOUTHWEST AIRLS CO COM 844741108 2,151 233295 SH SOLE 0 233,295 SOUTHWESTERN ENERGYCOM 845467109 5,160 161,593 SH SOLE 0 161,593 SPARTON CORP COM 847235108 1,054 106,445 SH SOLE 0 106,445 SPDR GOLD TRUST SHS 78463V107 17,305 111,508 SH SOLE 0 111,508 SPDR INDEX SHS FDS SHS 78463X533 3,248 71,897 SH SOLE 0 71,897 SPDR S&P 500 ETF TRUNIT 78462F103 8,719 64062 SH SOLE 0 64,062 SPDR S&P MIDCAP 400ETF 78467Y107 1,440 8404 SH SOLE 0 8,404 SPDR SERIES TRUST ETF 78464A755 5,474 132,131 SH SOLE 0 132,131 SPECTRA ENERGY CORPCOM 847560109 5,764 198363 SH SOLE 0 198,363 SPECTRA ENERGY PARTCOM 84756N109 5,658 185,934 SH SOLE 0 185,934 SPIRIT AEROSYSTEMS COM 848574109 1,364 57225 SH SOLE 0 57,225 SPIRIT AIRLS INC COM 848577102 1,833 94,175 SH SOLE 0 94,175 SPRINT NEXTEL CORP COM 852061100 2,971 911,331 SH SOLE 0 911,331 ST JUDE MED INC COM 790849103 4,582 114,809 SH SOLE 0 114,809 STAAR SURGICAL CO COM 852312305 906 116541 SH SOLE 0 116,541 STAMPS COM INC COM 852857200 1,111 45,050 SH SOLE 0 45,050 STANCORP FINL GROUPCOM 852891100 800 21,540 SH SOLE 0 21,540 STANDARD MICROSYSTECOM 853626109 12,179 330,152 SH SOLE 0 330,152 STANDARD PAC CORP NCOM 85375C101 752 121535 SH SOLE 0 121,535 STANLEY BLACK & DECCOM 854502101 3,342 51,933 SH SOLE 0 51,933 STAPLES INC COM 855030102 2,733 209,436 SH SOLE 0 209,436 STARBUCKS CORP COM 855244109 12,290 230503 SH SOLE 0 230,503 STARWOOD HOTELS&RESCOM 85590A401 3,732 70364 SH SOLE 0 70,364 STARWOOD PPTY TR INCOM 85571B105 1,091 51,200 SH SOLE 0 51,200 STATE BK FINL CORP COM 856190103 1,005 66,300 SH SOLE 0 66,300 STATE STR CORP COM 857477103 6,628 148,481 SH SOLE 0 148,481 STATOIL ASA ADR 85771P102 1,290 54,080 SH SOLE 0 54,080 STERICYCLE INC COM 858912108 2,370 25856 SH SOLE 0 25,856 STONERIDGE INC COM 86183P102 1,481 217,511 SH SOLE 0 217,511 STRATASYS INC COM 862685104 2,742 55400 SH SOLE 0 55,400 STRATEGIC HOTELS & COM 86272T106 3,254 503,713 SH SOLE 0 503,713 STRYKER CORP COM 863667101 5,422 98,399 SH SOLE 0 98,399 SUBURBAN PROPANE PAUNIT 864482104 421 10,200 SH SOLE 0 10,200 SUMMER INFANT INC COM 865646103 879 267857 SH SOLE 0 267,857 SUN HEALTHCARE GROUCOM 86677E100 3,195 381751 SH SOLE 0 381,751 SUN HYDRAULICS CORPCOM 866942105 2,236 92050 SH SOLE 0 92,050 SUNCOR ENERGY INC NCOM 867224107 3,479 120,166 SH SOLE 0 120,166 SUNOCO INC COM 86764P109 12,048 253,636 SH SOLE 0 253,636 SUNTRUST BKS INC COM 867914103 3,963 163546 SH SOLE 0 163,546 SUPERIOR ENERGY SVCCOM 868157108 716 35400 SH SOLE 0 35,400 SURMODICS INC COM 868873100 1,012 58,511 SH SOLE 0 58,511 SWS GROUP INC COM 78503N107 1,126 211,320 SH SOLE 0 211,320 SYMANTEC CORP COM 871503108 3,200 219030 SH SOLE 0 219,030 SYNAPTICS INC COM 87157D109 1,167 40750 SH SOLE 0 40,750 SYNERGETICS USA INCCOM 87160G107 895 200,706 SH SOLE 0 200,706 SYNNEX CORP COM 87162W100 1,238 35,900 SH SOLE 0 35,900 SYSCO CORP COM 871829107 5,306 178,010 SH SOLE 0 178,010 TAIWAN SEMICONDUCTOADR 874039100 818 58,600 SH SOLE 0 58,600 TALBOTS INC COM 874161102 2,207 875,744 SH SOLE 0 875,744 TANGOE INC COM 87582Y108 1,180 55365 SH SOLE 0 55,365 TARGA RESOURCES PARCOM 87611X105 4,806 134,807 SH SOLE 0 134,807 TARGET CORP COM 87612E106 12,315 211,636 SH SOLE 0 211,636 TC PIPELINES LP COM 87233Q108 384 8913 SH SOLE 0 8,913 TE CONNECTIVITY LTDSHS H84989104 4,146 129,937 SH SOLE 0 129,937 TECHNE CORP COM 878377100 950 12,800 SH SOLE 0 12,800 TECK RESOURCES LTD CL B 878742204 434 14039 SH SOLE 0 14,039 TECO ENERGY INC COM 872375100 1,184 65,580 SH SOLE 0 65,580 TEEKAY LNG PARTNERSUNITS Y8564M105 10,354 268,596 SH SOLE 0 268,596 TEEKAY OFFSHORE PARUNITS Y8565J101 4,449 159,194 SH SOLE 0 159,194 TELEFONICA BRASIL SADR 87936R106 826 33398 SH SOLE 0 33,398 TENARIS S A ADR 88031M109 2,113 60,414 SH SOLE 0 60,414 TENET HEALTHCARE COCOM 88033G100 659 125,755 SH SOLE 0 125,755 TERADATA CORP DEL COM 88076W103 3,692 51267 SH SOLE 0 51,267 TERADYNE INC COM 880770102 798 56,728 SH SOLE 0 56,728 TESCO CORP COM 88157K101 694 57800 SH SOLE 0 57,800 TESORO CORP COM 881609101 1,064 42,647 SH SOLE 0 42,647 TESORO LOGISTICS LPCOM 88160T107 6,947 204921 SH SOLE 0 204,921 TETRA TECH INC NEW COM 88162G103 1,045 40,050 SH SOLE 0 40,050 TEXAS INSTRS INC COM 882508104 9,977 347762 SH SOLE 0 347,762 TEXTRON INC COM 883203101 2,118 85176 SH SOLE 0 85,176 THERMO FISHER SCIENCOM 883556102 5,794 111,621 SH SOLE 0 111,621 TIFFANY & CO NEW COM 886547108 2,039 38,511 SH SOLE 0 38,511 TIME WARNER CABLE ICOM 88732J207 7,797 94,965 SH SOLE 0 94,965 TIME WARNER INC COM 887317303 12,029 312,442 SH SOLE 0 312,442 TITAN INTL INC ILL COM 88830M102 998 40680 SH SOLE 0 40,680 TITAN MACHY INC COM 88830R101 1,552 51105 SH SOLE 0 51,105 TITANIUM METALS CORCOM 888339207 283 25021 SH SOLE 0 25,021 TJX COS INC NEW COM 872540109 9,667 225171 SH SOLE 0 225,171 TORCHMARK CORP COM 891027104 1,512 29,920 SH SOLE 0 29,920 TORONTO DOMINION BKCOM 891160509 14,847 189,962 SH SOLE 0 189,962 TOTAL S A ADR 89151E109 1,992 44315 SH SOLE 0 44,315 TOTAL SYS SVCS INC COM 891906109 1,169 48841 SH SOLE 0 48,841 TRANSACT TECHNOLOGICOM 892918103 743 96,400 SH SOLE 0 96,400 TRANSOCEAN LTD SHS H8817H100 1,784 39,880 SH SOLE 0 39,880 TRAVELERS COMPANIESCOM 89417E109 7,548 118227 SH SOLE 0 118,227 TRIANGLE PETE CORP COM 89600B201 740 132,700 SH SOLE 0 132,700 TRINITY INDS INC COM 896522109 9,366 374,950 SH SOLE 0 374,950 TRIPADVISOR INC COM 896945201 1,294 28,957 SH SOLE 0 28,957 TRIUMPH GROUP INC NCOM 896818101 622 11,060 SH SOLE 0 11,060 TURKCELL ILETISIM HADR 900111204 546 43500 SH SOLE 0 43,500 TYCO INTERNATIONAL SHS H89128104 7,434 140,661 SH SOLE 0 140,661 TYLER TECHNOLOGIES COM 902252105 2,131 52825 SH SOLE 0 52,825 TYSON FOODS INC CL A 902494103 1,764 93686 SH SOLE 0 93,686 UBS AG SHS H89231338 481 41,104 SH SOLE 0 41,104 ULTIMATE SOFTWARE GCOM 90385D107 1,253 14085 SH SOLE 0 14,085 ULTRA CLEAN HLDGS ICOM 90385V107 1,292 200,910 SH SOLE 0 200,910 ULTRA PETROLEUM CORCOM 903914109 1,090 47,230 SH SOLE 0 47,230 UNION PAC CORP COM 907818108 18,579 155,720 SH SOLE 0 155,720 UNITED PARCEL SERVICL B 911312106 22,965 291585 SH SOLE 0 291,585 UNITED RENTALS INC COM 911363109 827 24295 SH SOLE 0 24,295 UNITED STATES STL CCOM 912909108 902 43,763 SH SOLE 0 43,763 UNITED TECHNOLOGIESCOM 913017109 21,606 286,056 SH SOLE 0 286,056 UNITEDHEALTH GROUP COM 91324P102 18,444 315,274 SH SOLE 0 315,274 UNUM GROUP COM 91529Y106 1,662 86868 SH SOLE 0 86,868 URBAN OUTFITTERS INCOM 917047102 935 33885 SH SOLE 0 33,885 US BANCORP DEL COM 902973304 18,512 575,633 SH SOLE 0 575,633 V F CORP COM 918204108 3,510 26,304 SH SOLE 0 26,304 VALE S A ADR 91912E105 278 14000 SH SOLE 0 14,000 VALE S A ADR 91912E204 5,999 307,500 SH SOLE 0 307,500 VALERO ENERGY CORP COM 91913Y100 5,574 230,804 SH SOLE 0 230,804 VANGUARD INTL EQUITCOM 922042858 938 23,500 SH SOLE 0 23,500 VANGUARD INTL EQUITCOM 922042718 1,982 24,360 SH SOLE 0 24,360 VANGUARD NATURAL RECOM 92205F106 462 17807 SH SOLE 0 17,807 VARIAN MED SYS INC COM 92220P105 2,059 33885 SH SOLE 0 33,885 VEECO INSTRS INC DECOM 922417100 3,819 111,160 SH SOLE 0 111,160 VENOCO INC COM 92275P307 4,721 471,600 SH SOLE 0 471,600 VENTAS INC COM 92276F100 5,544 87834 SH SOLE 0 87,834 VERISIGN INC COM 92343E102 2,092 48,012 SH SOLE 0 48,012 VERIZON COMMUNICATICOM 92343V104 38,368 863372 SH SOLE 0 863,372 VIACOM INC NEW CL B 92553P201 8,438 179458 SH SOLE 0 179,458 VISA INC COM 92826C839 19,944 161,324 SH SOLE 0 161,324 VITAMIN SHOPPE INC COM 92849E101 689 12,550 SH SOLE 0 12,550 VIVUS INC COM 928551100 362 12,690 SH SOLE 0 12,690 VOCERA COMMUNICATIOCOM 92857F107 639 23,870 SH SOLE 0 23,870 VOLCANO CORPORATIONCOM 928645100 485 16915 SH SOLE 0 16,915 VORNADO RLTY TR SHS 929042109 4,071 48,480 SH SOLE 0 48,480 VULCAN MATLS CO COM 929160109 1,561 39,321 SH SOLE 0 39,321 WAGEWORKS INC COM 930427109 1,832 121641 SH SOLE 0 121,641 WALGREEN CO COM 931422109 7,755 262,185 SH SOLE 0 262,185 WAL-MART STORES INCCOM 931142103 36,561 524,401 SH SOLE 0 524,401 WALTER ENERGY INC COM 93317Q105 1,277 28,907 SH SOLE 0 28,907 WARNER CHILCOTT PLCSHS A G94368100 1,793 100,000 SH SOLE 0 100,000 WASHINGTON POST CO CL B 939640108 545 1,459 SH SOLE 0 1,459 WASTE MGMT INC DEL COM 94106L109 4,696 140,603 SH SOLE 0 140,603 WATERS CORP COM 941848103 2,146 27,008 SH SOLE 0 27,008 WATSON PHARMACEUTICCOM 942683103 2,865 38,719 SH SOLE 0 38,719 WEATHERFORD INTERNASHS H27013103 2,455 194,402 SH SOLE 0 194,402 WEB COM GROUP INC COM 94733A104 670 36,685 SH SOLE 0 36,685 WELLPOINT INC COM 94973V107 6,413 100,537 SH SOLE 0 100,537 WELLS FARGO & CO NECOM 949746101 54,402 1,626,867 SH SOLE 0 1,626,867 WESTERN ALLIANCE BACOM 957638109 688 73,460 SH SOLE 0 73,460 WESTERN DIGITAL CORCOM 958102105 14,634 480,118 SH SOLE 0 480,118 WESTERN GAS PARTNERCOM 958254104 937 21,484 SH SOLE 0 21,484 WESTERN UN CO COM 959802109 3,137 186272 SH SOLE 0 186,272 WESTPORT INNOVATIONCOM 960908309 636 17300 SH SOLE 0 17,300 WESTWOOD HLDGS GROUCOM 961765104 1,956 52,507 SH SOLE 0 52,507 WEYERHAEUSER CO COM 962166104 3,986 178,263 SH SOLE 0 178,263 WHIRLPOOL CORP COM 963320106 1,436 23,478 SH SOLE 0 23,478 WHITING PETE CORP NCOM 966387102 569 13,845 SH SOLE 0 13,845 WHITING USA TR II UNIT 966388100 1,646 85974 SH SOLE 0 85,974 WHOLE FOODS MKT INCCOM 966837106 4,732 49,648 SH SOLE 0 49,648 WIDEPOINT CORP COM 967590100 735 1,166,230 SH SOLE 0 1,166,230 WILLIAMS COS INC DECOM 969457100 16,990 589505 SH SOLE 0 589,505 WILLIAMS PARTNERS LCOM 96950F104 717 13,725 SH SOLE 0 13,725 WINDSTREAM CORP COM 97381W104 1,727 178799 SH SOLE 0 178,799 WISCONSIN ENERGY COCOM 976657106 2,771 70,034 SH SOLE 0 70,034 WISDOMTREE TRUST COM 97717W422 2,262 131,276 SH SOLE 0 131,276 WMS INDS INC COM 929297109 1,301 65200 SH SOLE 0 65,200 WORTHINGTON INDS INCOM 981811102 2,076 101435 SH SOLE 0 101,435 WPX ENERGY INC COM 98212B103 2,387 147,504 SH SOLE 0 147,504 WRIGHT EXPRESS CORPCOM 98233Q105 659 10675 SH SOLE 0 10,675 WRIGHT MED GROUP INCOM 98235T107 665 31,125 SH SOLE 0 31,125 WYNDHAM WORLDWIDE CCOM 98310W108 3,056 57,941 SH SOLE 0 57,941 WYNN RESORTS LTD COM 983134107 2,503 24,131 SH SOLE 0 24,131 XCEL ENERGY INC COM 98389B100 4,204 147979 SH SOLE 0 147,979 XEROX CORP COM 984121103 3,223 409572 SH SOLE 0 409,572 XILINX INC COM 983919101 2,692 80,199 SH SOLE 0 80,199 XINYUAN REAL ESTATEADR 98417P105 157 51,634 SH SOLE 0 51,634 XL GROUP PLC SHS G98290102 1,993 94,726 SH SOLE 0 94,726 XYLEM INC COM 98419M100 1,418 56352 SH SOLE 0 56,352 XYRATEX LTD COM G98268108 510 45100 SH SOLE 0 45,100 YAHOO INC COM 984332106 5,863 370,354 SH SOLE 0 370,354 YANDEX N V SHS N97284108 890 46,700 SH SOLE 0 46,700 YPF SOCIEDAD ANONIMADR 984245100 793 64220 SH SOLE 0 64,220 YUM BRANDS INC COM 988498101 11,078 171961 SH SOLE 0 171,961 ZIMMER HLDGS INC COM 98956P102 3,445 53,527 SH SOLE 0 53,527 ZIONS BANCORPORATIOCOM 989701107 1,087 55,976 SH SOLE 0 55,976 ZIPCAR INC COM 98974X103 493 42050 SH SOLE 0 42,050 ZUMIEZ INC COM 989817101 921 23,270 SH SOLE 0 23,270