-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NGtKSybCR4no4u237KTDpTXgFCdWroYEBkGoXIlsmb3FAkJBI79P5iuw1AoBzp9H Uwts+rKlVJ/8SwxVkjXHqQ== 0001445546-09-000453.txt : 20090211 0001445546-09-000453.hdr.sgml : 20090211 20090211121950 ACCESSION NUMBER: 0001445546-09-000453 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090211 DATE AS OF CHANGE: 20090211 EFFECTIVENESS DATE: 20090211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST ADVISORS LP CENTRAL INDEX KEY: 0001125816 IRS NUMBER: 363788904 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06487 FILM NUMBER: 09588464 BUSINESS ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 13F-HR 1 cvrpg.txt 4TH QUARTER 2008 FILING, FIRST TRUST ADVISORS UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 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: First Trust Advisors L.P. Address: 120 East Liberty Drive Wheaton, Illinois 60187 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Kathleen W. Brown Title: Chief Compliance Officer Phone: 630.517.7591 Signature, Place, and Date of Signing: /s/ Kathleen W. Brown ____________________________________________________________ Kathleen W. Brown Wheaton, Illinois February 11, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 1,094 ----------- Form 13F Information Table Value Total: $2,665,025 ----------- (thousands) List of Other Included Managers: --
Value X Sum Of Investment Other Voting Name of Issuer Title of Class CUSIP 1000 Shares Discretion Managers Authority - -------------- -------------- ----- ------- ------ ---------- -------- --------- 3M COMPANY Common Stock 88579Y101 1089 18,931 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 2048 38,371 Sole None Sole ACCENTURE LTD Common Stock G1150G111 15685 478,335 Sole None Sole ACTIVISION INC Common Stock 00507V109 8276 957,848 Sole None Sole ADOBE SYSTEMS INCORPORATED Common Stock 00724F101 7922 372,117 Sole None Sole ADVANCED ANALOGIC TECH Common Stock 00752J108 95 31,458 Sole None Sole ADVANCED BATTERY TECHNOLOGIE Common Stock 00752H102 100 37,620 Sole None Sole ADVANCED MICRO DEVICES, INC. Common Stock 007903107 53 24,362 Sole None Sole ADVENT SOFTWARE INC Common Stock 007974108 4695 235,109 Sole None Sole AECOM TECHNOLOGY CORP Common Stock 00766T100 277 9,028 Sole None Sole AEGON N V ORD AMER REG Common Stock 007924103 6298 1,040,930 Sole None Sole AEROPOSTALE, INC. Common Stock 007865108 1686 104,710 Sole None Sole AES CORP Common Stock 00130H105 649 78,761 Sole None Sole AFFILIATED COMPUTER SERVICES, INC. Common Stock 008190100 281 6,105 Sole None Sole AFFYMETRIX, INC. Common Stock 00826T108 1979 662,027 Sole None Sole AGL RESOURCES INC Common Stock 001204106 1131 36,061 Sole None Sole AIR METHODS CORP COM PAR $.06 Common Stock 009128307 1840 115,043 Sole None Sole AIR PRODS & CHEMS INC Common Stock 009158106 907 18,047 Sole None Sole AIRTRAN HOLDINGS INC Common Stock 00949P108 61 13,733 Sole None Sole AK STEEL HOLDING CORPORATION Common Stock 001547108 99 10,576 Sole None Sole AKAMAI TECHNOLOGIES INC Common Stock 00971T101 880 58,296 Sole None Sole ALASKA AIR GROUP INC Common Stock 011659109 769 26,281 Sole None Sole ALCOA INC. Common Stock 013817101 2398 212,981 Sole None Sole ALEXION PHARMACEUTICAL Common Stock 015351109 2833 78,270 Sole None Sole ALLEGHENY TECHNOLOGIES Common Stock 01741R102 672 26,338 Sole None Sole ALLIANCE DATA SYSTEMS CORP Common Stock 018581108 1370 29,445 Sole None Sole ALLIANT ENERGY CORP Common Stock 018802108 1938 66,406 Sole None Sole ALLIANT TECHSYSTEMS Common Stock 018804104 3746 43,679 Sole None Sole ALLIANZ AKTIENGESELLSC SP (ADR) Common Stock 018805101 6584 607,953 Sole None Sole ALLIED IRISH BKS P L C SPON (ADR) Common Stock 019228402 2143 456,856 Sole None Sole ALLSCRIPTS HEALTHCARE SOLUTIONS, INC. Common Stock 01988P108 122 12,273 Sole None Sole ALLSTATE CORPORATION Common Stock 020002101 1154 35,235 Sole None Sole ALTAIR NANOTECH INC Common Stock 021373105 78 63,964 Sole None Sole ALTERA CORPORATION Common Stock 021441100 1474 88,206 Sole None Sole ALTRIA GROUP INC Common Stock 02209S103 624 41,435 Sole None Sole ALUMINUM CORP CHINA SPON ADR H SHS Common Stock 022276109 678 50,220 Sole None Sole AMAZON.COM, INC. Common Stock 023135106 1912 37,277 Sole None Sole AMEDISYS, INC. Common Stock 023436108 22748 550,275 Sole None Sole AMEREN CORPORATION Common Stock 023608102 2016 60,621 Sole None Sole AMERICAN ELECTRIC POWER Common Stock 025537101 1476 44,354 Sole None Sole AMERICAN EXPRESS CO Common Stock 025816109 800 43,147 Sole None Sole AMERICAN FINANCIAL GROUP Common Stock 025932104 424 18,553 Sole None Sole AMERICAN GREETINGS CP CL A Common Stock 026375105 222 29,289 Sole None Sole AMERICAN ORIENTAL BIOE Common Stock 028731107 273 40,243 Sole None Sole AMERICAN SCIENCE & ENGINEERING, INC. Common Stock 029429107 1428 19,302 Sole None Sole AMERICAN STATES WATER COMPANY Common Stock 029899101 649 19,669 Sole None Sole AMERICAN SUPERCONDUCTR Common Stock 030111108 782 47,932 Sole None Sole AMERICAN WATER WORKS CO INC Common Stock 030420103 1151 55,124 Sole None Sole AMERIGON INC COM Common Stock 03070L300 608 186,569 Sole None Sole AMERITRADE HOLDING CORP. Common Stock 87236Y108 716 50,278 Sole None Sole AMERON INTL INC Common Stock 030710107 6001 95,379 Sole None Sole AMGEN INC Common Stock 031162100 9929 171,936 Sole None Sole AMPCO-PITTSBURGH CORP Common Stock 032037103 1970 90,793 Sole None Sole AMPHENOL CORPORATION Common Stock 032095101 4963 206,953 Sole None Sole AMTRUST FINL SVCS INC COM Common Stock 032359309 6547 564,424 Sole None Sole AMYLIN PHARMACEUTICALS Common Stock 032346108 2580 237,831 Sole None Sole ANADARKO PETE CORP Common Stock 032511107 2404 62,358 Sole None Sole ANNALY MTG MGMT INC. Common Stock 035710409 2065 130,143 Sole None Sole ANSYS, INC. Common Stock 03662Q105 2332 83,597 Sole None Sole ANTHRACITE CAP INC Common Stock 037023108 43 19,500 Sole None Sole AON CORP Common Stock 037389103 1865 40,836 Sole None Sole APACHE CORPORATION Common Stock 037411105 6258 83,963 Sole None Sole APOLLO GROUP, INC. Common Stock 037604105 50144 654,453 Sole None Sole APPLE INC Common Stock 037833100 15983 187,263 Sole None Sole APPLIED MATERIALS, INC. Common Stock 038222105 1278 126,153 Sole None Sole AQUA AMERICA INC. Common Stock 03836W103 1291 62,697 Sole None Sole ARCELOR MITTAL (ADR) Common Stock 03938L104 1273 51,755 Sole None Sole ARCH CHEMICALS, INC. Common Stock 03937R102 640 24,563 Sole None Sole ARCHER DANIELS MIDLAND COMPANY Common Stock 039483102 570 19,773 Sole None Sole ARIBA INC Common Stock 04033V203 121 16,838 Sole None Sole ARROW ELECTRONICS INC. Common Stock 042735100 235 12,472 Sole None Sole ART TECHNOLOGY GROUP Common Stock 04289L107 48 25,007 Sole None Sole ASCENT SOLAR TECHNOLOGIES Common Stock 043635101 54 14,379 Sole None Sole ASHLAND INC. Common Stock 044209104 144 13,732 Sole None Sole ASIAINFO HLDGS INC Common Stock 04518A104 229 19,352 Sole None Sole ASSISTED LIV CNCPT NEW CL A Common Stock 04544X102 55 13,367 Sole None Sole ASSOCIATED BANC-CORP Common Stock 045487105 252 12,031 Sole None Sole ASSURANT INC. Common Stock 04621X108 4655 155,181 Sole None Sole ASTRAZENECA PLC (ADR) Common Stock 046353108 9686 236,061 Sole None Sole AT&T INC Common Stock 00206R102 34808 1,221,335 Sole None Sole ATMEL CORP Common Stock 049513104 112 35,634 Sole None Sole ATMOS ENERGY CORP Common Stock 049560105 1490 62,873 Sole None Sole AUTODESK, INC. Common Stock 052769106 541 27,525 Sole None Sole AUTOLIV, INC. Common Stock 052800109 827 38,552 Sole None Sole AUTOMATIC DATA PROCESSING Common Stock 053015103 2438 61,982 Sole None Sole AUTONATION, INC. Common Stock 05329W102 288 29,104 Sole None Sole AUTOZONE INC Common Stock 053332102 10877 77,990 Sole None Sole AVALONBAY COMMUNITIES Common Stock 053484101 235 3,871 Sole None Sole AVENTINE RENEWABLE ENE Common Stock 05356X403 19 29,510 Sole None Sole AVERY DENNISON CORP Common Stock 053611109 929 28,379 Sole None Sole AVIS BUDGET GROUP Common Stock 053774105 19 27,491 Sole None Sole AVISTA CORP Common Stock 05379B107 5172 266,893 Sole None Sole AVNET INC Common Stock 053807103 396 21,740 Sole None Sole AVOCENT CORP Common Stock 053893103 327 18,262 Sole None Sole AVON PRODUCTS, INC. Common Stock 054303102 241 10,044 Sole None Sole AVX CORP Common Stock 002444107 977 123,049 Sole None Sole AXA (ADR) Common Stock 054536107 1772 78,879 Sole None Sole AXSYS TECHNOLOGIES INC Common Stock 054615109 2873 52,362 Sole None Sole BADGER METER, INC. Common Stock 056525108 575 19,818 Sole None Sole BAE SYSTEMS PLC (ADR) Common Stock 05523R107 207 9,289 Sole None Sole BAIDU INC SPON ADR REP A Common Stock 056752108 7482 57,305 Sole None Sole BAKER HUGHES INCORPORATED Common Stock 057224107 997 31,083 Sole None Sole BALDOR ELEC CO Common Stock 057741100 579 32,459 Sole None Sole BALLARD PWR SYS INC Common Stock 05858H104 54 56,379 Sole None Sole BANCO SANTANDER CENTRAL HISP(ADR) Common Stock 05964H105 9326 982,714 Sole None Sole BANK HAWAII CORP Common Stock 062540109 855 18,935 Sole None Sole BANK OF AMERICA CORPORATION Common Stock 060505104 7713 547,822 Sole None Sole BANK OF MONTREAL Common Stock 063671101 870 33,869 Sole None Sole BANK OF NEW YORK MELLON CORP Common Stock 064058100 938 33,117 Sole None Sole BANK OF NOVA SCOTIA Common Stock 064149107 1070 39,348 Sole None Sole BARCLAYS PLC (ADR) Common Stock 06738E204 4205 429,040 Sole None Sole BARRETT BILL CORP Common Stock 06846N104 1285 60,803 Sole None Sole BARRICK GOLD CORP Common Stock 067901108 276 7,513 Sole None Sole BAXTER INTERNATIONAL INC. Common Stock 071813109 1082 20,190 Sole None Sole BB&T CORPORATION Common Stock 054937107 1858 67,646 Sole None Sole BE AEROSPACE, INC Common Stock 073302101 106 13,761 Sole None Sole BECKMAN COULTER INC. Common Stock 075811109 232 5,286 Sole None Sole BECTON, DICKINSON AND COMPANY Common Stock 075887109 895 13,087 Sole None Sole BED BATH & BEYOND INC Common Stock 075896100 609 23,971 Sole None Sole BEMIS COMPANY, INC. Common Stock 081437105 981 41,410 Sole None Sole BERKLEY W R CORP Common Stock 084423102 612 19,757 Sole None Sole BEST BUY CO., INC. Common Stock 086516101 11825 420,667 Sole None Sole BHP BILLITON LTD (ADR) Common Stock 088606108 12964 302,188 Sole None Sole BIOGEN IDEC INC Common Stock 09062X103 4319 90,669 Sole None Sole BJS WHOLESALE CLUB INC. Common Stock 05548J106 867 25,296 Sole None Sole BLACK BOX CORP Common Stock 091826107 250 9,579 Sole None Sole BLACK HILLS CORPORATION Common Stock 092113109 9420 349,391 Sole None Sole BLACKROCK APEX MUNICIPAL FUND, INC. Common Stock 09254H106 306 48,686 Sole None Sole BLACKROCK MUNIASSETS FUND INC. Common Stock 09254J102 302 34,806 Sole None Sole BLUE COAT SYSTEMS, INC. Common Stock 09534T508 2873 342,064 Sole None Sole BNP PARIBAS ADR Common Stock 05565A202 784 36,537 Sole None Sole BOEING COMPANY Common Stock 097023105 947 22,194 Sole None Sole BOMBARDIER INC Common Stock 097751200 77 21,224 Sole None Sole BOOTS & COOTS INTERNATIONAL Common Stock 099469504 18 15,616 Sole None Sole BORDERS GROUP, INC. Common Stock 099709107 24 60,935 Sole None Sole BOSTON PROPERTIES INC Common Stock 101121101 33 6,046 Sole None Sole BOYD GAMING CORP Common Stock 103304101 58 12,164 Sole None Sole BP PLC (ADR) Common Stock 055622104 2750 58,830 Sole None Sole BRIGGS & STRATTON CORPORATION Common Stock 109043109 4817 273,840 Sole None Sole BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 4537 195,153 Sole None Sole BRISTOW GROUP INC Common Stock 110394103 5624 209,912 Sole None Sole BRITISH AMERICAN TOBACCO (ADR) Common Stock 110448107 10272 193,401 Sole None Sole BROADCOM CORPORATION Common Stock 111320107 1289 75,983 Sole None Sole BROADWIND ENERGY INC Common Stock 11161T108 1791 397,913 Sole None Sole BROCADE COMMUNICATIONS SYSTEMS Common Stock 111621306 73 25,636 Sole None Sole BROWN SHOE COMPANY, INC. Common Stock 115736100 109 12,858 Sole None Sole BROWN-FORMAN CORPORATION Common Stock 115637209 315 6,119 Sole None Sole BRUKER CORP. Common Stock 116794108 3524 872,211 Sole None Sole BT GROUP PLC (ADR) Common Stock 05577E101 448 22,413 Sole None Sole BUCKEYE TECHNOLOGIES Common Stock 118255108 117 32,176 Sole None Sole BUCKLE INC Common Stock 118440106 1065 48,790 Sole None Sole BURLINGTON NORTHERN SANTA FE Common Stock 12189T104 882 11,643 Sole None Sole C&D TECHNOLOGIES INC Common Stock 124661109 55 17,626 Sole None Sole C.H. ROBINSON WORLDWIDE INC. Common Stock 12541W209 1303 23,671 Sole None Sole C.R. BARD, INC. Common Stock 067383109 1076 12,773 Sole None Sole CA, INC. Common Stock 12673P105 434 23,428 Sole None Sole CABOT OIL & GAS CORPORATION Common Stock 127097103 1221 46,973 Sole None Sole CACI INTL INC. CL A Common Stock 127190304 816 18,087 Sole None Sole CADENCE DESIGN SYS INC Common Stock 127387108 140 38,214 Sole None Sole CALAMOS GBL DYN INC Common Stock 12811L107 86 14,796 Sole None Sole CALGON CARBON CORPORATION Common Stock 129603106 1744 113,547 Sole None Sole CALIFORNIA WATER SERVICE GROUP Common Stock 130788102 1022 22,012 Sole None Sole CAMPBELL SOUP COMPANY Common Stock 134429109 1355 45,136 Sole None Sole CANADIAN IMPERIAL BANK Common Stock 136069101 6607 158,250 Sole None Sole CANADIAN NATIONAL RAILWAY Common Stock 136375102 935 25,426 Sole None Sole CANADIAN SOLAR INC Common Stock 136635109 158 24,468 Sole None Sole CANON INC (ADR) Common Stock 138006309 2908 92,605 Sole None Sole CAPELLA EDUCATION CO Common Stock 139594105 9034 153,748 Sole None Sole CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 876 19,206 Sole None Sole CAPSTONE TURBINE CORP Common Stock 14067D102 214 254,440 Sole None Sole CARLISLE COS INC. Common Stock 142339100 863 41,677 Sole None Sole CARNIVAL CORPORATION Common Stock 143658300 1800 74,025 Sole None Sole CASCAL N.V. Common Stock 000618774 342 85,146 Sole None Sole CATALYST HEALTH SOLUTI COM Common Stock 14888B103 226 9,275 Sole None Sole CATERPILLAR INC Common Stock 149123101 10417 233,204 Sole None Sole CBS CORP Common Stock 124857202 193 23,520 Sole None Sole CELERA CORP Common Stock 15100E106 2924 262,688 Sole None Sole CELGENE CORPORATION Common Stock 151020104 4192 75,838 Sole None Sole CENTERPOINT ENERGY INC. Common Stock 15189T107 936 74,189 Sole None Sole CENTRAIS ELETRICAS SPONSORED ADR Common Stock 15234Q207 510 45,663 Sole None Sole CENTRAL GARDEN & PET CO Common Stock 153527205 67 11,377 Sole None Sole CENTURYTEL, INC. Common Stock 156700106 1621 59,306 Sole None Sole CEPHALON, INC. Common Stock 156708109 12700 164,852 Sole None Sole CERNER CORPORATION Common Stock 156782104 766 19,913 Sole None Sole CF INDUSTRIES HOLDINGS Common Stock 125269100 320 6,513 Sole None Sole CH ENERGY GROUP INC COM Common Stock 12541M102 323 6,289 Sole None Sole CHART INDS INC Common Stock 16115Q308 2185 205,527 Sole None Sole CHATTEM INC Common Stock 162456107 1937 27,085 Sole None Sole CHECK POINT SOFTWARE TECH Common Stock M22465104 1042 54,874 Sole None Sole CHEMED CORPORATION Common Stock 16359R103 757 19,024 Sole None Sole CHEMTURA CORP Common Stock 163893100 71 50,929 Sole None Sole CHESAPEAKE ENERGY CORPORATION Common Stock 165167107 1195 73,916 Sole None Sole CHEVRON CORPORATION Common Stock 166764100 3878 52,426 Sole None Sole CHICAGO BRIDGE & IRON N Y REGISTRY SH Common Stock 167250109 108 10,710 Sole None Sole CHINA BAK BATTERY INC Common Stock 16936Y100 64 39,608 Sole None Sole CHINA EASTN AIRLS LTD SPON ADR CL H Common Stock 16937R104 269 17,575 Sole None Sole CHINA LIFE INS CO LTD SPON ADR REP H Common Stock 16939P106 2478 53,407 Sole None Sole CHINA MED TECHNOLOGIES SPONSORED ADR Common Stock 169483104 242 11,933 Sole None Sole CHINA MOBILE LTD SPONSORED ADR Common Stock 16941M109 2567 50,474 Sole None Sole CHINA PETE & CHEM CORP ADR Common Stock 16941R108 1288 20,849 Sole None Sole CHINA SOUTHN AIRLS LTD SPON ADR CL H Common Stock 169409109 251 29,534 Sole None Sole CHINA SUNERGY CO LTD-ADR Common Stock 16942X104 77 19,406 Sole None Sole CHINA TELECOM CORP LTD SPON ADR H SHS Common Stock 169426103 246 6,471 Sole None Sole CHINA UNICOM LTD SPONSORED ADR Common Stock 16945R104 693 56,796 Sole None Sole CHRISTOPHER & BANKS CORPORATION Common Stock 171046105 56 10,047 Sole None Sole CHUBB CORPORATION Common Stock 171232101 4091 80,223 Sole None Sole CHURCH & DWIGHT CO., INC. Common Stock 171340102 2028 36,142 Sole None Sole CIBER, INC. Common Stock 17163B102 226 46,909 Sole None Sole CIENA CORPORATION Common Stock 171779309 182 27,193 Sole None Sole CIMAREX ENERGY CO Common Stock 171798101 1420 53,011 Sole None Sole CINCINNATI FINANCIAL CORPORATION Common Stock 172062101 1928 66,332 Sole None Sole CINTAS CORPORATION Common Stock 172908105 443 19,089 Sole None Sole CIRCOR INTL INC Common Stock 17273K109 4164 151,420 Sole None Sole CISCO SYSTEMS INC Common Stock 17275R102 2396 146,973 Sole None Sole CIT GROUP INC. Common Stock 125581108 231 50,966 Sole None Sole CITIGROUP INC Common Stock 172967101 10680 1,591,682 Sole None Sole CITRIX SYSTEMS, INC. Common Stock 177376100 439 18,621 Sole None Sole CITY NATIONAL CORPORATION Common Stock 178566105 998 20,499 Sole None Sole CLEAN HARBORS INC Common Stock 184496107 791 12,464 Sole None Sole CLOROX COMPANY Common Stock 189054109 2896 52,128 Sole None Sole CMS ENERGY CORPORATION Common Stock 125896100 496 49,019 Sole None Sole CNOOC LTD SPONSORED ADR Common Stock 126132109 1626 17,070 Sole None Sole COCA-COLA CO Common Stock 191216100 1288 28,441 Sole None Sole COGNIZANT TECHNOLOGY SOLUTIONS Common Stock 192446102 394 21,831 Sole None Sole COLGATE-PALMOLIVE COMPANY Common Stock 194162103 512 7,473 Sole None Sole COLONIAL BANCGROUP INC Common Stock 195493309 2787 1,346,436 Sole None Sole COLONIAL PROPERTIES TRUST Common Stock 195872106 104 12,490 Sole None Sole COLUMBUS MCKINNON CORP Common Stock 199333105 199 14,577 Sole None Sole COMCAST CORPORATION-CL A Common Stock 20030N101 1239 73,401 Sole None Sole COMERICA INC Common Stock 200340107 910 45,860 Sole None Sole COMMERCE BANCSHARES, INC. Common Stock 200525103 975 22,187 Sole None Sole COMMUNITY HEALTH SYSTEM Common Stock 203668108 225 15,436 Sole None Sole COMPANHIA DE SANEAMENT SPONSORED ADR Common Stock 20441A102 1116 46,099 Sole None Sole COMPANIA DE MINAS BUEN SPONSORED ADR Common Stock 204448104 262 13,151 Sole None Sole COMPASS MINERALS INTERNATIONAL, INC. Common Stock 20451N101 6807 116,038 Sole None Sole COMPOSITE TECHNOLOGY CORPORA Common Stock 20461S108 84 311,756 Sole None Sole COMPUTER PROGRAMS&SYSTEMS, INC. Common Stock 205306103 1379 51,454 Sole None Sole COMPUTER SCIENCES CORP Common Stock 205363104 433 12,318 Sole None Sole COMPUWARE CORPORATION Common Stock 205638109 275 40,807 Sole None Sole COMTECH TELECOMMUNICATION Common Stock 205826209 6487 141,573 Sole None Sole CONAGRA FOODS Common Stock 205887102 800 48,512 Sole None Sole CONCUR TECHNOLOGIES Common Stock 206708109 345 10,523 Sole None Sole CONOCOPHILLIPS Common Stock 20825C104 4526 87,378 Sole None Sole CONSOLIDATED EDISON, INC. Common Stock 209115104 2251 57,819 Sole None Sole CONSOLIDATED WATER CO ORD Common Stock G23773107 395 31,586 Sole None Sole CONSTELLATION ENERGY GROUP Common Stock 210371100 742 29,572 Sole None Sole CONVERGYS CORPORATION Common Stock 212485106 142 22,134 Sole None Sole COOPER INDUSTRIES, LTD. Common Stock G24182100 1012 34,612 Sole None Sole COPART, INC. Common Stock 217204106 4058 149,243 Sole None Sole CORINTHIAN COLLEGES, INC. Common Stock 218868107 888 54,276 Sole None Sole CORN PRODUCTS INTERNATIONAL, INC. Common Stock 219023108 243 8,414 Sole None Sole CORNING INC. Common Stock 219350105 1053 110,467 Sole None Sole CORUS BANKSHARES INC Common Stock 220873103 13 11,395 Sole None Sole COSTCO WHOLESALE CORPORATION Common Stock 22160K105 526 10,011 Sole None Sole COVENTRY HEALTH CARE Common Stock 222862104 229 15,406 Sole None Sole COVIDIEN LTD Common Stock G2552X108 465 12,835 Sole None Sole CRANE CO. Common Stock 224399105 1008 58,443 Sole None Sole CRAWFORD & CO -CL B Common Stock 224633107 835 57,449 Sole None Sole CREDIT SUISSE GROUP ADR) Common Stock 225401108 7581 268,260 Sole None Sole CREE INC Common Stock 225447101 1022 64,415 Sole None Sole CRYOLIFE INC Common Stock 228903100 1475 151,939 Sole None Sole CTRIP COM INTL LTD ADR Common Stock 22943F100 270 11,358 Sole None Sole CTS CORPORATION Common Stock 126501105 141 25,680 Sole None Sole CUBIC CORPORATION Common Stock 229669106 6838 251,381 Sole None Sole CULLEN FROST BANKERS Common Stock 229899109 835 16,474 Sole None Sole CVS CAREMARK CORPORATION Common Stock 126650100 2071 72,075 Sole None Sole CYBERONICS, INC. Common Stock 23251P102 783 47,232 Sole None Sole CYBERSOURCE CORP Common Stock 23251J106 690 57,514 Sole None Sole CYPRESS SEMICONDUCTOR CORP Common Stock 232806109 151 33,836 Sole None Sole CYTEC INDS INC. Common Stock 232820100 223 10,520 Sole None Sole DAIMLER AG (ADR) Common Stock D1668R123 6471 169,052 Sole None Sole DANAHER CORPORATION Common Stock 235851102 778 13,752 Sole None Sole DAVITA INC. Common Stock 23918K108 1241 25,030 Sole None Sole DAWSON GEOPHYSICAL CO Common Stock 239359102 1160 65,134 Sole None Sole DEAN FOODS COMPANY Common Stock 242370104 418 23,283 Sole None Sole DECKERS OUTDOOR Common Stock 243537107 3560 44,578 Sole None Sole DEERE & CO. Common Stock 244199105 25994 678,335 Sole None Sole DEL MONTE FOODS CO. Common Stock 24522P103 256 35,861 Sole None Sole DELL COMPUTER CORPORATION Common Stock 24702R101 1221 119,229 Sole None Sole DELTA PETROLEUM CORPORATION Common Stock 247907207 1220 256,242 Sole None Sole DENNYS CORP Common Stock 24869P104 48 24,158 Sole None Sole DENTSPLY INTERNATIONAL INC. Common Stock 249030107 420 14,859 Sole None Sole DEUTSCHE BANK AG NAMEN AK Common Stock D18190898 5539 136,134 Sole None Sole DEUTSCHE TELEKOM AG (ADR) Common Stock 251566105 11109 726,108 Sole None Sole DEVON ENERGY CORPORATION Common Stock 25179M103 4298 65,412 Sole None Sole DEVRY INC Common Stock 251893103 7798 135,827 Sole None Sole DIAGEO P L C (ADR) Common Stock 25243Q205 3826 67,426 Sole None Sole DIAMOND FOODS INC COM Common Stock 252603105 692 34,340 Sole None Sole DILLARDS INC. CL A Common Stock 254067101 92 23,231 Sole None Sole DIRECTV GROUP INC Common Stock 25459L106 4792 209,176 Sole None Sole DISCOVER FINANCIAL SERVICE Common Stock 254709108 237 24,832 Sole None Sole DISH NETWORK CORP Common Stock 25470M109 271 24,399 Sole None Sole DOLLAR TREE INC. Common Stock 256746108 5031 120,680 Sole None Sole DOMINION RESOURCES, INC. Common Stock 25746U109 3328 92,865 Sole None Sole DOMTAR CORP Common Stock 257559104 33 19,534 Sole None Sole DOVER CORPORATION Common Stock 260003108 2824 85,788 Sole None Sole DOW CHEMICAL COMPANY Common Stock 260543103 1931 127,938 Sole None Sole DPL INC COM Common Stock 233293109 282 12,367 Sole None Sole DR DEPPER SNAPPLE INC Common Stock 26138E109 277 17,029 Sole None Sole DR REDDYS LABS LTD (ADR) Common Stock 256135203 723 73,810 Sole None Sole DTE ENERGY COMPANY Common Stock 233331107 15511 434,859 Sole None Sole DUKE ENERGY COROPORATION Common Stock 26441C105 1562 104,045 Sole None Sole DUN & BRADSTREET DE NW Common Stock 26483E100 1608 20,826 Sole None Sole DYNAMIC MATERIALS CORP Common Stock 267888105 1857 96,170 Sole None Sole E M C CORP MASS Common Stock 268648102 1034 98,721 Sole None Sole E TRADE FINANCIAL CORP Common Stock 269246104 99 86,509 Sole None Sole E. I. DU PONT DE NEMOURS AND CO. Common Stock 263534109 4602 181,895 Sole None Sole E. ON AG Common Stock 268780103 1149 28,197 Sole None Sole EARTHLINK, INC. Common Stock 270321102 143 21,218 Sole None Sole EASTMAN CHEMICAL COMPANY Common Stock 277432100 2884 90,943 Sole None Sole EATON CORPORATION Common Stock 278058102 2064 41,516 Sole None Sole EATON VANCE TXMG GL BU Common Stock 27829C105 152 15,000 Sole None Sole EBAY INC. Common Stock 278642103 2472 177,104 Sole None Sole ECHELON CORP Common Stock 27874N105 226 27,773 Sole None Sole ECOLAB INC. Common Stock 278865100 306 8,702 Sole None Sole EDISON INTL Common Stock 281020107 639 19,905 Sole None Sole EDWARDS LIFESCIENCES Common Stock 28176E108 1002 18,237 Sole None Sole EHEALTH INC Common Stock 28238P109 167 12,599 Sole None Sole E-HOUSE CHINA HOLDINGS-ADS Common Stock 26852W103 277 34,235 Sole None Sole EL PASO CORPORATION Common Stock 28336L109 151 19,300 Sole None Sole ELECTRONIC ARTS INC. Common Stock 285512109 246 15,343 Sole None Sole ELI LILLY & COMPANY Common Stock 532457108 4475 111,137 Sole None Sole EMBARQ CORP Common Stock 29078E105 343 9,548 Sole None Sole EMCOR GROUP, INC. Common Stock 29084Q100 2228 99,312 Sole None Sole EMCORE CORP Common Stock 290846104 69 53,347 Sole None Sole EMERGENCY MED SVCS COR CL A Common Stock 29100P102 270 7,369 Sole None Sole EMERSON ELECTRIC COMPANY Common Stock 291011104 934 25,501 Sole None Sole ENCANA CORPORATION Common Stock 292505104 1297 27,900 Sole None Sole ENDO PHARMACEUTICALS HLDG Common Stock 29264F205 1176 45,444 Sole None Sole ENER1 IN Common Stock 29267A20 554 77,513 Sole None Sole ENERGEN CORPORATION Common Stock 29265N108 318 10,855 Sole None Sole ENERGY CONVERSION DEVICES Common Stock 292659109 791 31,386 Sole None Sole ENERGY RECOVERY INC COM Common Stock 29270J100 371 48,895 Sole None Sole ENERNOC INC Common Stock 292764107 103 13,907 Sole None Sole ENERPLUS RES FD UNIT TR G Common Stock 29274D604 1194 60,980 Sole None Sole ENERSYS Common Stock 29275Y102 4887 444,249 Sole None Sole ENI S.P.A. (ADR) Common Stock 26874R108 4676 97,786 Sole None Sole ENSCO INTERNATIONAL INC Common Stock 26874Q100 476 16,776 Sole None Sole ENTERGY CORPORATION Common Stock 29364G103 860 10,347 Sole None Sole ENTERTAINMENT PROPERTIES TRUST Common Stock 29380T105 4123 138,366 Sole None Sole EOG RESOURCES INC Common Stock 26875P101 1740 26,137 Sole None Sole EPIQ SYSTEMS, INC. Common Stock 26882D109 304 18,171 Sole None Sole EQUIFAX INC. Common Stock 294429105 219 8,261 Sole None Sole EQUITY RESIDENTIAL Common Stock 29476L107 404 13,562 Sole None Sole ERIE INDTY CO CL A Common Stock 29530P102 836 22,225 Sole None Sole EVERGREEN SOLAR INC Common Stock 30033R108 361 113,225 Sole None Sole EXELON CORPORATION Common Stock 30161N101 892 16,042 Sole None Sole EXPEDIA INC Common Stock 30212P105 629 76,349 Sole None Sole EXPEDITORS INTL OF WASHINGTON Common Stock 302130109 1661 49,939 Sole None Sole EXPRESS SCRIPTS INC Common Stock 302182100 17309 314,818 Sole None Sole EXXON MOBIL CORPORATION Common Stock 30231G102 5740 71,898 Sole None Sole FAIRCHILD SEMICONDUCTOR INTERNATIONAL Common Stock 303726103 687 140,565 Sole None Sole FAMILY DOLLAR STORES, INC. Common Stock 307000109 5051 193,750 Sole None Sole FASTENAL CO Common Stock 311900104 1272 36,486 Sole None Sole FEDERAL MOGUL CORP CL A Common Stock 313549404 282 66,723 Sole None Sole FEDERAL REALTY INV. TRUST Common Stock 313747206 230 3,712 Sole None Sole FEDERATED INVESTORS, INC. Common Stock 314211103 1332 78,549 Sole None Sole FIDELITY NATL INFO SVC Common Stock 31620M106 313 19,215 Sole None Sole FIFTH THIRD BANCORP Common Stock 316773100 838 101,513 Sole None Sole FIRST BANCORP P R Common Stock 318672102 23561 2,115,021 Sole None Sole FIRST FINL BANKSHARES Common Stock 32020R109 2269 41,091 Sole None Sole FIRST FINL CORP IND COM Common Stock 320218100 1058 25,822 Sole None Sole FIRST NIAGARA FINANCIAL GROUP, INC. Common Stock 33582V108 7814 483,238 Sole None Sole FIRST SOLAR INC Common Stock 336433107 2416 17,509 Sole None Sole FIRST TR MID CAP CORE Common Stock 33735B108 194 10,947 Sole None Sole FIRST TRUST LARGE CAP GROWTH Common Stock 33735K108 423 23,412 Sole None Sole FIRST TRUST LARGE CAP VALUE Common Stock 33735J101 354 21,633 Sole None Sole FIRST TRUST SMALL CAP CORE Common Stock 33734Y109 268 15,407 Sole None Sole FIRSTENERGY CORPORATION Common Stock 337932107 1215 25,001 Sole None Sole FISERV INC Common Stock 337738108 538 14,784 Sole None Sole FLEXTRONICS INTERNATIONAL LTD. Common Stock Y2573F102 274 107,148 Sole None Sole FLIR SYSTEM INC Common Stock 302445101 3507 114,325 Sole None Sole FLOTEK INDS INC Common Stock 343389102 419 166,311 Sole None Sole FLOWERS FOODS INC. Common Stock 343498101 6249 256,523 Sole None Sole FLOWSERVE CORPORATION Common Stock 34354P105 1316 25,552 Sole None Sole FLUOR CORPORATION Common Stock 343412102 323 7,189 Sole None Sole FNB CORP Common Stock 302520101 3367 255,101 Sole None Sole FOCUS MEDIA HLDG LTD SPONSORED ADR Common Stock 34415V109 484 53,270 Sole None Sole FOOT LOCKER, INC. Common Stock 344849104 130 17,726 Sole None Sole FOREST LABORATORIES INC Common Stock 345838106 1144 44,915 Sole None Sole FOREST OIL CORP Common Stock 346091705 1114 67,568 Sole None Sole FORTIS N.V. Common Stock 34956J309 48 41,313 Sole None Sole FORTUNE BRANDS INC Common Stock 349631101 865 20,965 Sole None Sole FOSSIL, INC. Common Stock 349882100 407 24,352 Sole None Sole FOSTER WHEELER LTD Common Stock G36535139 5985 255,969 Sole None Sole FPL GROUP INC Common Stock 302571104 1576 31,304 Sole None Sole FRANCE TELECOM (ADR) Common Stock 35177Q105 10118 360,473 Sole None Sole FRANKLIN ELECTRIC COMPANY Common Stock 353514102 618 21,993 Sole None Sole FREEPORT-MCMORAN COPPER&GOLD Common Stock 35671D857 1146 46,901 Sole None Sole FRONTIER COMMUNICATIONS CORP Common Stock 35906A108 260 29,764 Sole None Sole FTI CONSULTING, INC. Common Stock 302941109 225 5,042 Sole None Sole FUELCELL ENERGY INC Common Stock 35952H106 183 47,241 Sole None Sole FULTON FINL CORP PA Common Stock 360271100 121 12,568 Sole None Sole GAIAM INC CL A Common Stock 36268Q103 763 165,249 Sole None Sole GALLAGHER (ARTHUR J.) Common Stock 363576109 971 37,495 Sole None Sole GAMESTOP CORPORATION Common Stock 36467W109 569 26,269 Sole None Sole GANNETT CO., INC. Common Stock 364730101 1254 156,793 Sole None Sole GAP INC. Common Stock 364760108 161 11,990 Sole None Sole GARDNER DENVER INC. Common Stock 365558105 273 11,682 Sole None Sole GARMIN LTD Common Stock G37260109 1014 52,908 Sole None Sole GATX CORPORATION Common Stock 361448103 209 6,748 Sole None Sole GENCORP INC COM Common Stock 368682100 54 14,691 Sole None Sole GENENTECH, INC. Common Stock 368710406 3107 37,471 Sole None Sole GENERAL DYNAMICS CORPORATION Common Stock 369550108 11075 192,302 Sole None Sole GENERAL ELECTRIC CO Common Stock 369604103 23020 1,421,004 Sole None Sole GENERAL MILLS, INC. Common Stock 370334104 2269 37,353 Sole None Sole GENERAL MOTORS CORPORATION Common Stock 370442105 5092 1,591,394 Sole None Sole GENESEE & WYOMING INC. Common Stock 371559105 801 26,250 Sole None Sole GENTIVA HEALTH SERVICES Common Stock 37247A102 1633 55,809 Sole None Sole GENUINE PARTS COMPANY Common Stock 372460105 925 24,445 Sole None Sole GENWORTH FINL INC CL A Common Stock 37247D106 75 26,593 Sole None Sole GENZYME GENERAL DIVISION Common Stock 372917104 7739 116,605 Sole None Sole GEOEYE INC Common Stock 37250W108 3232 168,079 Sole None Sole GIANT INTERACTIVE GROUP-ADR Common Stock 374511103 264 40,715 Sole None Sole GILEAD SCIENCES, INC. Common Stock 375558103 22304 436,135 Sole None Sole GLAXOSMITHKLINE PLC (ADR) Common Stock 37733W105 1850 49,643 Sole None Sole GLOBAL CASH ACCESS HLD Common Stock 378967103 26 11,751 Sole None Sole GLOBAL INDUSTRIES LTD Common Stock 379336100 82 23,571 Sole None Sole GLOBAL PMTS INC. Common Stock 37940X102 3638 110,951 Sole None Sole GOLDCORP INC Common Stock 380956409 280 8,890 Sole None Sole GOLDMAN SACHS GROUP INC Common Stock 38141G104 8342 98,854 Sole None Sole GOODRICH CORP Common Stock 382388106 376 10,154 Sole None Sole GOODRICH PETROLEUM CORPORATION Common Stock 382410405 3228 107,792 Sole None Sole GOOGLE INC Common Stock 38259P508 3927 12,765 Sole None Sole GRACO INC Common Stock 384109104 869 36,624 Sole None Sole GRAFTECH INTL LTD Common Stock 384313102 680 81,714 Sole None Sole GRANITE CONSTR INC COM Common Stock 387328107 2596 59,104 Sole None Sole GREAT PLAINS ENERGY INCORPORATED Common Stock 391164100 817 42,247 Sole None Sole GREATBATCH INC Common Stock 39153L106 2018 76,258 Sole None Sole GREEN MOUNTAIN COFFEE ROASTERS Common Stock 393122106 830 21,454 Sole None Sole GREENHUNTER ENERGY INC Common Stock 39530A104 116 23,609 Sole None Sole GROUP 1 AUTOMOTIVE INC Common Stock 398905109 161 14,927 Sole None Sole GT SOLAR INTERNATIONAL INC Common Stock 3623E0209 284 98,109 Sole None Sole GUANGSHEN RAILWAY-SPONS ADR Common Stock 40065W107 248 13,153 Sole None Sole GULFMARK OFFSHORE, INC. Common Stock 402629109 8437 354,632 Sole None Sole GUSHAN ENVIRONMENTAL ENE-ADR Common Stock 40330W106 61 33,089 Sole None Sole H&R BLOCK, INC. Common Stock 093671105 1086 47,794 Sole None Sole HAEMONETICS CORPORATION Common Stock 405024100 765 13,531 Sole None Sole HALLIBURTON COMPANY Common Stock 406216101 1630 89,632 Sole None Sole HANOVER INS GROUP INC Common Stock 410867105 526 12,230 Sole None Sole HANSEN NATURAL CORP Common Stock 411310105 394 11,736 Sole None Sole HARLEYSVILLE NATL PA Common Stock 412850109 156 10,828 Sole None Sole HARMONIC INC. Common Stock 413160102 283 50,497 Sole None Sole HARRIS CORPORATION Common Stock 413875105 863 22,676 Sole None Sole HASBRO INC Common Stock 418056107 9254 317,258 Sole None Sole HAWAIIAN ELECTRIC INDUSTRIES, INC. Common Stock 419870100 912 41,180 Sole None Sole HCC INS HLDGS INC. Common Stock 404132102 614 22,964 Sole None Sole HCP INC. Common Stock 40414L109 407 14,643 Sole None Sole HDFC BANK LIMITED (ADR) Common Stock 40415F101 2599 36,416 Sole None Sole HEALTH CARE REIT, INC. Common Stock 42217K106 283 6,709 Sole None Sole HEALTH MGMT ASSOC INC. CL A Common Stock 421933102 43 24,213 Sole None Sole HECLA MNG CO Common Stock 422704106 2758 984,878 Sole None Sole HEINZ (HJ) COMPANY Common Stock 423074103 1068 28,395 Sole None Sole HENRY JACK & ASSOC INC Common Stock 426281101 229 11,777 Sole None Sole HENRY SCHEIN, INC. Common Stock 806407102 552 15,036 Sole None Sole HERCULES OFFSHORE INC Common Stock 427093109 51 10,790 Sole None Sole HERSHA HOSPITALITY TR SH BEN INT A Common Stock 427825104 44 14,610 Sole None Sole HERSHEY FOODS CORPORATION Common Stock 427866108 1114 32,058 Sole None Sole HERTZ GLOBAL HLDGS INC Common Stock 42805T105 77 15,236 Sole None Sole HESS CORP Common Stock 42809H107 1827 34,064 Sole None Sole HEWLETT-PACKARD COMPANY Common Stock 428236103 11399 314,102 Sole None Sole HEXCEL CORP Common Stock 428291108 489 66,175 Sole None Sole HITACHI LIMITED ADR 10 Common Stock 433578507 1011 25,830 Sole None Sole HLTH CORP. Common Stock 40422Y101 540 51,592 Sole None Sole HMS HLDGS CORP Common Stock 40425J101 6759 214,449 Sole None Sole HOLOGIC INC. Common Stock 436440101 268 20,508 Sole None Sole HOME BANCSHARES INC Common Stock 436893200 1117 41,450 Sole None Sole HOME DEPOT INC Common Stock 437076102 6158 267,510 Sole None Sole HONDA MOTOR CO LTD ADR Common Stock 438128308 10558 494,741 Sole None Sole HONEYWELL INTERNATIONAL INC. Common Stock 438516106 4783 145,693 Sole None Sole HOSPIRA INC. Common Stock 441060100 221 8,225 Sole None Sole HOST HOTELS&RESORTS Common Stock 44107P104 331 43,692 Sole None Sole HOT TOPIC, INC. Common Stock 441339108 151 16,316 Sole None Sole HRPT PPTYS TR Common Stock 40426W101 54 16,015 Sole None Sole HSBC HOLDINGS PLC (ADR) Common Stock 404280406 698 14,351 Sole None Sole HUANENG PWR INTL INC SPON ADR H SHS Common Stock 443304100 269 9,235 Sole None Sole HUBBELL INCORPORATED Common Stock 443510201 1020 31,208 Sole None Sole HUDSON CITY BANCORP Common Stock 443683107 1838 115,179 Sole None Sole HUMAN GENOME SCIENCES Common Stock 444903108 1639 772,889 Sole None Sole HUMANA INC. Common Stock 444859102 457 12,250 Sole None Sole HUMBOLDT WEDAG INTERNATIONAL Common Stock 482462108 324 29,010 Sole None Sole HUNTINGTON BANCSHARES Common Stock 446150104 3197 417,359 Sole None Sole HUTCHINSON TECHNOLOGY INCORPORATED Common Stock 448407106 56 16,118 Sole None Sole HUTCHISON TELECOMM INT SPONSORED ADR Common Stock 44841T107 239 58,997 Sole None Sole IAC INTERACTIVE CORP Common Stock 44919P508 578 36,755 Sole None Sole ICF INTL INC Common Stock 44925C103 227 9,247 Sole None Sole ICICI BK LTD ADR Common Stock 45104G104 2687 139,586 Sole None Sole IDACORP INC Common Stock 451107106 203 6,879 Sole None Sole IDEX CORPORATION Common Stock 45167R104 1204 49,837 Sole None Sole IDEXX LABORATORIES, INC. Common Stock 45168D104 298 8,255 Sole None Sole ILLINOIS TOOL WORKS INC Common Stock 452308109 3181 90,744 Sole None Sole ILLUMINA INC Common Stock 452327109 3065 117,661 Sole None Sole IMMERSION CORP COM Common Stock 452521107 1544 262,066 Sole None Sole INFOSYS TECH LTD (ADR) Common Stock 456788108 4559 185,559 Sole None Sole ING GROEP N.V. (ADR) Common Stock 456837103 5624 506,689 Sole None Sole INGERSOLL-RAND COMPANY CL A Common Stock G4776G101 1033 59,519 Sole None Sole INGRAM MICRO INC. Common Stock 457153104 477 35,619 Sole None Sole INSITUFORM TECHNOLOGIES Common Stock 457667103 790 40,114 Sole None Sole INTEGRATED DEVICE TECHNOLOGY, INC. Common Stock 458118106 336 59,847 Sole None Sole INTEGRYS ENERGY GRP Common Stock 45822P105 1457 33,890 Sole None Sole INTEL CORPORATION Common Stock 458140100 4390 299,443 Sole None Sole INTERACTIVE DATA CORP Common Stock 45840J107 830 33,663 Sole None Sole INTERMUNE INC Common Stock 45884X103 2129 201,213 Sole None Sole INTERNATIONAL BUSINESS MACHINES Common Stock 459200101 4609 54,768 Sole None Sole INTERNATIONAL FLAVORS & FRAG INC. Common Stock 459506101 873 29,387 Sole None Sole INTERNATIONAL PAPER COMPANY Common Stock 460146103 201 17,006 Sole None Sole INTERNATL RECTIFIER CP Common Stock 460254105 676 50,049 Sole None Sole INTERSIL CORP CL A Common Stock 46069S109 115 12,464 Sole None Sole INTERWOVEN INC. Common Stock 46114T508 1537 122,008 Sole None Sole INTESA SANPAOLO S P A SPON (ADR) Common Stock 46115H107 533 24,716 Sole None Sole INTUIT INC. Common Stock 461202103 1515 63,692 Sole None Sole INTUITIVE SURGICAL INC Common Stock 46120E602 16476 129,742 Sole None Sole INVACARE CORP Common Stock 461203101 4335 279,329 Sole None Sole ISHARES BARCLAYS 1-3 YEAR TREAS BD FD Common Stock 464287457 19264 227,555 Sole None Sole ISHARES BARCLAYS AGGREGATE BOND Common Stock 464287226 21553 206,839 Sole None Sole ISHARES BARCLAYS INTER CREDIT Common Stock 464288638 8514 88,959 Sole None Sole ISHARES BARCLAYS INTER GOVT Common Stock 464288612 7174 67,214 Sole None Sole ISHARES BARCLAYS TIPS BOND ETF Common Stock 464287176 7349 74,057 Sole None Sole ISHARES CORPORATE BOND Common Stock 464287242 22897 225,255 Sole None Sole ISHARES INC MSCI JAPAN Common Stock 464286848 146 15,189 Sole None Sole ISHARES INC MSCI PAC J IDX Common Stock 464286665 650 24,684 Sole None Sole ISHARES MSCI-SOUTH KOREA Common Stock 464286772 415 14,838 Sole None Sole ISHARES TR 20+ YR TRS BD Common Stock 464287432 8054 67,478 Sole None Sole ISHARES TR HIGH YLD CORP Common Stock 464288513 3266 42,969 Sole None Sole ISHARES TR MSCI EMERG MKT Common Stock 464287234 1041 41,701 Sole None Sole ISHARES TR RUSSELL 2000 Common Stock 464287655 384 7,800 Sole None Sole ISHARES TR RUSSELL 3000 Common Stock 464287689 4744 91,230 Sole None Sole ISHARES TR S&P NATL MUN B Common Stock 464288414 1067 10,716 Sole None Sole ISTAR FINANCIAL INC Common Stock 45031U101 69 31,005 Sole None Sole ITRON INC Common Stock 465741106 2901 45,517 Sole None Sole ITT CORP Common Stock 450911102 3182 69,179 Sole None Sole ITT EDUCATIONAL SERVICES, INC. Common Stock 45068B109 7603 80,048 Sole None Sole IXYS CORP Common Stock 46600W106 261 31,623 Sole None Sole J.B. HUNT TRANSPORT SERVICES, INC. Common Stock 445658107 362 13,797 Sole None Sole J.M. SMUCKER COMPANY Common Stock 832696405 946 21,807 Sole None Sole JA SOLAR HLDGS CO LTD SPON ADR Common Stock 466090107 723 165,368 Sole None Sole JABIL CIRCUIT INC. Common Stock 466313103 275 40,810 Sole None Sole JACOBS ENGR GROUP Common Stock 469814107 1096 22,794 Sole None Sole JAKKS PAC INC. Common Stock 47012E106 274 13,263 Sole None Sole JANUS CAP GROUP INC. Common Stock 47102X105 237 29,559 Sole None Sole JDA SOFTWARE GROUP, INC. Common Stock 46612K108 225 17,145 Sole None Sole JOHNSON & JOHNSON Common Stock 478160104 14632 244,559 Sole None Sole JOHNSON CONTROLS INC Common Stock 478366107 1399 77,027 Sole None Sole JONES APPAREL GROUP Common Stock 480074103 60 10,317 Sole None Sole JOS. A. BANK CLOTHIERS, INC. Common Stock 480838101 1507 57,638 Sole None Sole JOY GLOBAL INC Common Stock 481165108 4107 179,416 Sole None Sole JP MORGAN CHASE & CO Common Stock 46625H100 27926 885,693 Sole None Sole JUNIPER NETWORKS, INC. Common Stock 48203R104 1956 111,723 Sole None Sole KAMAN CORP Common Stock 483548103 239 13,164 Sole None Sole KANSAS CITY SOUTHERN Common Stock 485170302 200 10,491 Sole None Sole KAYDON CORPORATION Common Stock 486587108 318 9,257 Sole None Sole KB FINANCIAL GROUP (ADR) Common Stock 48241A105 6182 235,943 Sole None Sole KBR INC Common Stock 48242W106 405 26,637 Sole None Sole KELLOGG COMPANY Common Stock 487836108 1341 30,576 Sole None Sole KELLY SERVICES INC. CL A Common Stock 488152208 365 28,074 Sole None Sole KEMET CORP Common Stock 488360108 4 15,574 Sole None Sole KENDLE INTERNATIONAL INC Common Stock 48880L107 223 8,666 Sole None Sole KEY ENERGY SVCS INC. Common Stock 492914106 62 14,102 Sole None Sole KEYCORP Common Stock 493267108 1698 199,336 Sole None Sole KIMBERLY-CLARK CORPORATION Common Stock 494368103 1060 20,094 Sole None Sole KIMCO REALTY CORP Common Stock 49446R109 223 12,201 Sole None Sole KINDRED HEALTHCARE INC. Common Stock 494580103 216 16,614 Sole None Sole KING PHARMACEUTICALS Common Stock 495582108 483 45,437 Sole None Sole KITE REALTY GROUP TRUST Common Stock 49803T102 57 10,319 Sole None Sole KLA-TENCOR CORPORATION Common Stock 482480100 510 23,427 Sole None Sole KOPPERS HOLDINGS INC Common Stock 50060P106 4170 192,870 Sole None Sole KOREA ELECTRIC POWER CORP (ADR) Common Stock 500631106 8740 752,783 Sole None Sole KRAFT FOODS INC. Common Stock 50075N104 1063 39,605 Sole None Sole KROGER CO. Common Stock 501044101 4098 155,159 Sole None Sole L-3 COMMUNICATIONS HLDGS. Common Stock 502424104 300 4,065 Sole None Sole LA Z BOY INC Common Stock 505336107 3934 1,812,872 Sole None Sole LACLEDE GROUP INC Common Stock 505597104 2202 47,006 Sole None Sole LAM RESEARCH CORP Common Stock 512807108 490 23,049 Sole None Sole LAUDER ESTEE COS INC CL A Common Stock 518439104 212 6,838 Sole None Sole LAYNE CHRISTENSEN CO Common Stock 521050104 1095 45,608 Sole None Sole LDK SOLAR CO LTD SPONSORED ADR Common Stock 50183L107 644 49,054 Sole None Sole LEAR CORP Common Stock 521865105 38 27,163 Sole None Sole LEE ENTERPRISES, INC. Common Stock 523768109 587 1,431,457 Sole None Sole LEGGETT & PLATT Common Stock 524660107 11453 753,950 Sole None Sole LEVEL 3 COMMUNICATIONS INC Common Stock 52729N100 75 106,462 Sole None Sole LEXMARK INTERNATIONAL, INC. Common Stock 529771107 209 7,755 Sole None Sole LIBERTY GLOBAL INC Common Stock 530555101 318 19,944 Sole None Sole LIBERTY MEDIA HOLDING Common Stock 53071M104 278 89,262 Sole None Sole LIFE TECHNOLOGIES CORP COM Common Stock 53217V109 2687 115,264 Sole None Sole LIFEPOINT HOSPITALS Common Stock 53219L109 555 24,304 Sole None Sole LIMITED BRANDS, INC. Common Stock 532716107 151 15,044 Sole None Sole LINCARE HOLDINGS INC. Common Stock 532791100 2299 85,367 Sole None Sole LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 1808 35,491 Sole None Sole LINCOLN NATIONAL CORPORATION Common Stock 534187109 1005 53,366 Sole None Sole LINDSAY MANUFACTURING CORPORATION Common Stock 535555106 2591 81,491 Sole None Sole LINEAR TECHNOLOGY CORPORATION Common Stock 535678106 3268 147,746 Sole None Sole LINN ENERGY LLC UNIT LTD LIAB Common Stock 536020100 1421 94,905 Sole None Sole LIVE NATION INCORPORATED Common Stock 538034109 85 14,782 Sole None Sole LLOYDS BANKING GROUP (ADR) Common Stock 539439109 3450 448,052 Sole None Sole LOCKHEED MARTIN CORPORATION Common Stock 539830109 2267 26,961 Sole None Sole LOEWS CORPORATION Common Stock 540424108 229 8,092 Sole None Sole LOGITECH INTL S A SPONSORED ADR Common Stock H50430232 431 27,694 Sole None Sole LONGTOP FINL TECHNLGS ADR Common Stock 54318P108 245 16,183 Sole None Sole LORILLARD INC Common Stock 544147101 411 7,300 Sole None Sole LOWE'S COMPANIES, INC. Common Stock 548661107 1647 76,545 Sole None Sole LSB INDS INC Common Stock 502160104 1436 172,652 Sole None Sole LSI CORP Common Stock 502161102 92 27,838 Sole None Sole LUBRIZOL CORPORATION Common Stock 549271104 228 6,277 Sole None Sole LUMINEX CORP Common Stock 55027E102 1659 77,659 Sole None Sole M&T BANK CORPORATION Common Stock 55261F104 839 14,618 Sole None Sole MACY'S INC. Common Stock 55616P104 197 19,073 Sole None Sole MANITOWOC COMPANY, INC. Common Stock 563571108 184 21,296 Sole None Sole MANTECH INTERNATIONAL CORPORATION Common Stock 564563104 4298 79,311 Sole None Sole MANULIFE FINANCIAL CORPORATION Common Stock 56501R106 830 48,723 Sole None Sole MARATHON OIL CORPORATION Common Stock 565849106 1284 46,914 Sole None Sole MARINER ENERGY INC Common Stock 56845T305 1476 144,692 Sole None Sole MARSHALL & ILSLEY CORPORATION Common Stock 571837103 342 25,106 Sole None Sole MARTEK BIOSCIENCES CORP Common Stock 572901106 12565 414,550 Sole None Sole MARVELL TECHNOLOGY GROUP Common Stock G5876H105 410 61,538 Sole None Sole MASTERCARD INC Common Stock 57636Q104 590 4,127 Sole None Sole MATTEL INC Common Stock 577081102 169 10,585 Sole None Sole MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 365 31,924 Sole None Sole MAXWELL TECHNOLOGIES Common Stock 577767106 76 14,998 Sole None Sole MCCORMICK & COMPANY, INC. Common Stock 579780206 1289 40,456 Sole None Sole MCDERMOTT INTL INC Common Stock 580037109 4177 422,750 Sole None Sole MCDONALD'S CORPORATION Common Stock 580135101 9768 157,070 Sole None Sole MCGRAW HILL COMPANIES, INC. Common Stock 580645109 826 35,600 Sole None Sole MCKESSON CORPORATION Common Stock 58155Q103 2741 70,773 Sole None Sole MDU RESOURCES GROUP INC Common Stock 552690109 7423 343,988 Sole None Sole MEADOWBROOK INS GROUP Common Stock 58319P108 95 14,764 Sole None Sole MEADWESTVACO CORPORATION Common Stock 583334107 9983 892,118 Sole None Sole MEDCATH CORPORATION Common Stock 58404W109 147 14,057 Sole None Sole MEDCO HEALTH SOLUTIONS Common Stock 58405U102 4214 100,544 Sole None Sole MEDICAL PPTYS TR INC Common Stock 58463J304 120 19,012 Sole None Sole MELCO CROWN ENTERTAINMENT - ADR Common Stock 585464100 278 87,750 Sole None Sole MEMC ELECTR MATLS INC Common Stock 552715104 8004 560,484 Sole None Sole MERCK & CO., INC. Common Stock 589331107 4054 133,354 Sole None Sole MERCURY GENERAL CORPORATION Common Stock 589400100 929 20,204 Sole None Sole MERIDIAN BIOSCIENCE Common Stock 589584101 782 30,714 Sole None Sole METABOLIX INC Common Stock 591018809 201 15,763 Sole None Sole METHODE ELECTRONICS, INC. Common Stock 591520200 219 32,436 Sole None Sole METLIFE INC Common Stock 59156R108 10907 312,880 Sole None Sole METTLER TOLEDO INTL Common Stock 592688105 815 12,087 Sole None Sole MFS HIGH INCOME MUN TR SH BEN INT Common Stock 59318D104 56 20,000 Sole None Sole MFS HIGH YIELD MUNI INCOME Common Stock 59318E102 42 15,000 Sole None Sole MICROCHIP TECHNOLOGY Common Stock 595017104 406 20,781 Sole None Sole MICRON TECHNOLOGY, INC. Common Stock 595112103 240 91,004 Sole None Sole MICROSEMI CORP Common Stock 595137100 712 56,311 Sole None Sole MICROSOFT CORP Common Stock 594918104 18663 960,050 Sole None Sole MIDDLEBY CORPORATION Common Stock 596278101 233 8,530 Sole None Sole MILLER HERMAN INC. Common Stock 600544100 2050 157,322 Sole None Sole MILLICOM INTL CELLULAR Common Stock L6388F110 7019 156,299 Sole None Sole MILLIPORE CORPORATION Common Stock 601073109 4118 79,927 Sole None Sole MINDRAY MEDICAL INT'L LTD - ADR Common Stock 602675100 243 13,519 Sole None Sole MITSUBISHI UFJ FIN GROUP(ADR) Common Stock 606822104 7699 1,239,695 Sole None Sole MOHAWK INDUSTRIES, INC. Common Stock 608190104 354 8,234 Sole None Sole MOLEX INC. Common Stock 608554101 193 13,315 Sole None Sole MOLSON COORS BREWING CL B Common Stock 60871R209 217 4,430 Sole None Sole MONOLITHIC PWR SYS INC Common Stock 609839105 3756 297,836 Sole None Sole MONSANTO CO. Common Stock 61166W101 21536 306,130 Sole None Sole MONSTER WORLDWIDE INC Common Stock 611742107 372 30,758 Sole None Sole MORGAN STANLEY Common Stock 617446448 299 18,624 Sole None Sole MORGAN STANLEY MUN INCM OPPTN Common Stock 61745P452 194 41,998 Sole None Sole MOSAIC CO Common Stock 61945A107 13634 394,040 Sole None Sole MOVADO GROUP, INC. Common Stock 624580106 3670 390,797 Sole None Sole MTS SYS CORPORATION Common Stock 553777103 879 33,013 Sole None Sole MUELLER INDS INC Common Stock 624756102 730 29,123 Sole None Sole MUELLER WTR PRODS INC Common Stock 624758108 848 100,967 Sole None Sole MURPHY OIL CORPORATION Common Stock 626717102 13723 309,424 Sole None Sole MYLAN LABORATORIES INC. Common Stock 628530107 452 45,686 Sole None Sole MYRIAD GENETICS INC COM Common Stock 62855J104 4054 61,186 Sole None Sole NABORS INDUSTRIES LTD. Common Stock G6359F103 210 17,561 Sole None Sole NALCO HOLDING COMPANY Common Stock 62985Q101 1278 110,736 Sole None Sole NASDAQ OMX GROUP Common Stock 631103108 5699 230,641 Sole None Sole NASH FINCH COMPANY Common Stock 631158102 1429 31,843 Sole None Sole NATCO GROUP INC CL A Common Stock 63227W203 2573 169,504 Sole None Sole NATIONAL FUEL GAS COMPANY Common Stock 636180101 950 30,334 Sole None Sole NATIONAL OILWELL VARCO INC Common Stock 637071101 1361 55,673 Sole None Sole NATIONAL SEMICONDUCTOR Common Stock 637640103 434 43,143 Sole None Sole NATIONWIDE HEALTH PPTY Common Stock 638620104 206 7,187 Sole None Sole NAVIGANT CONSULTING, INC. Common Stock 63935N107 1499 94,480 Sole None Sole NBTY INC Common Stock 628782104 207 13,199 Sole None Sole NEKTAR THERAPEUTICS Common Stock 640268108 5226 940,000 Sole None Sole NESTLE SA (ADR) Common Stock 641069406 9717 244,769 Sole None Sole NETAPP INC. Common Stock 64110D104 502 35,910 Sole None Sole NETEASE COM INC SPONSORED ADR Common Stock 64110W102 276 12,471 Sole None Sole NETFLIX COM INC Common Stock 64110L106 1262 42,206 Sole None Sole NETLOGIC MICROSYSTEMS INC Common Stock 64118B100 242 10,979 Sole None Sole NEW JERSEY RESOURCES CORPORATION Common Stock 646025106 836 21,236 Sole None Sole NEW ORIENTAL ED & TECH SPON ADR Common Stock 647581107 254 4,623 Sole None Sole NEW YORK COMMUNITY BANCORP, INC. Common Stock 649445103 355 29,709 Sole None Sole NEW YORK TIMES COMPANY Common Stock 650111107 2922 398,664 Sole None Sole NEWELL RUBBERMAID INC. Common Stock 651229106 282 28,867 Sole None Sole NEWFIELD EXPLORATION CO. Common Stock 651290108 1185 60,002 Sole None Sole NEWMARKET CORP Common Stock 651587107 4855 139,085 Sole None Sole NEWMONT MINING CORPORATION Common Stock 651639106 290 7,130 Sole None Sole NEWPORT CORP Common Stock 651824104 173 25,492 Sole None Sole NEWS CORP CL A Common Stock 65248E104 1160 127,570 Sole None Sole NII HLDGS INC. CL B Common Stock 62913F201 353 19,427 Sole None Sole NIKE, INC. Common Stock 654106103 5285 103,626 Sole None Sole NIPPON TELEG & TEL (ADR) Common Stock 654624105 15525 570,969 Sole None Sole NISOURCE INC. Common Stock 65473P105 13022 1,187,021 Sole None Sole NOBLE CORPORATION Common Stock G65422100 6630 300,135 Sole None Sole NOBLE ENERGY INC Common Stock 655044105 2372 48,191 Sole None Sole NOKIA CORPORATION (ADR) Common Stock 654902204 27251 1,746,866 Sole None Sole NORFOLK SOUTHERN CORP Common Stock 655844108 3464 73,616 Sole None Sole NORTHEAST UTILS Common Stock 664397106 590 24,525 Sole None Sole NORTHERN TRUST CORPORATION Common Stock 665859104 255 4,891 Sole None Sole NORTHROP GRUMMAN CORP Common Stock 666807102 1063 23,601 Sole None Sole NORTHSTAR RLTY FIN CP Common Stock 66704R100 57 14,531 Sole None Sole NORTHWEST NAT GAS CO Common Stock 667655104 785 17,752 Sole None Sole NORTHWEST PIPE CO Common Stock 667746101 849 19,918 Sole None Sole NOVARTIS AG (ADR) Common Stock 66987V109 5449 109,503 Sole None Sole NOVATEL WIRELESS, INC. Common Stock 66987M604 105 22,658 Sole None Sole NOVELLUS SYSTEMS, INC. Common Stock 670008101 127 10,267 Sole None Sole NOVO NORDISK (ADR) Common Stock 670100205 27725 539,503 Sole None Sole NRG ENERGY INC. Common Stock 629377508 615 26,362 Sole None Sole NSTAR Common Stock 67019E107 1124 30,790 Sole None Sole NTELOS HOLDING CORP Common Stock 67020Q107 771 31,254 Sole None Sole NTT DOCOMO INC (ADR) Common Stock 62942M201 15205 774,960 Sole None Sole NUCOR CORPORATION Common Stock 670346105 1660 35,920 Sole None Sole NUVEEN CALIF MUN VALUE Common Stock 67062C107 291 35,090 Sole None Sole NUVEEN MUNICIPAL VALUE FD Common Stock 670928100 463 53,780 Sole None Sole NUVEEN QUALT INCM MUN Common Stock 670977107 158 14,000 Sole None Sole NUVEEN SELECT MAT MUN SH BEN INT Common Stock 67061T101 206 21,879 Sole None Sole NUVEEN SELECT TAX-FREE INC 2 Common Stock 67063C106 405 31,518 Sole None Sole NV ENERGY Common Stock 67073Y106 1114 112,610 Sole None Sole NVIDIA CORPORATION Common Stock 67066G104 576 71,394 Sole None Sole O CHARLEYS INC Common Stock 670823103 23 11,304 Sole None Sole O2MICRO INTL LTD Common Stock 67107W100 50 25,694 Sole None Sole OCCIDENTAL PETROLEUM CORPORATION Common Stock 674599105 1425 23,748 Sole None Sole ODYSSEY HEALTHCARE, INC. Common Stock 67611V101 114 12,346 Sole None Sole OFFICE DEPOT INC. Common Stock 676220106 176 58,923 Sole None Sole OFFICEMAX INC Common Stock 67622P101 97 12,755 Sole None Sole OGE ENERGY CORPORATION Common Stock 670837103 1301 50,479 Sole None Sole OLYMPIC STEEL INC Common Stock 68162K106 2055 100,887 Sole None Sole OMNICARE INC. Common Stock 681904108 311 11,221 Sole None Sole OMNOVA SOLUTIONS INC Common Stock 682129101 7 10,163 Sole None Sole ON ASSIGNMENT INC Common Stock 682159108 57 10,084 Sole None Sole ON SEMICONDUCTOR CORP Common Stock 682189105 999 293,827 Sole None Sole ONEOK INC. Common Stock 682680103 404 13,860 Sole None Sole OPEN TEXT CORPORATION Common Stock 683715106 1878 62,319 Sole None Sole ORACLE CORPORATION Common Stock 68389X105 22640 1,276,911 Sole None Sole O'REILLY AUTOMOTIVE INC Common Stock 686091109 341 11,092 Sole None Sole ORION ENERGY SYSTEMS INC Common Stock 686275108 98 18,125 Sole None Sole ORMAT TECHNOLOGIES INC Common Stock 686688102 928 29,118 Sole None Sole OSI PHARMACEUTICALS, INC Common Stock 671040103 4397 112,599 Sole None Sole OTTER TAIL CORPORATION Common Stock 689648103 292 12,526 Sole None Sole OVERSEAS SHIPHOLDNG GP Common Stock 690368105 243 5,765 Sole None Sole OWENS & MINOR, INC. Common Stock 690732102 6373 169,267 Sole None Sole OWENS ILL INC Common Stock 690768403 7349 268,881 Sole None Sole PACCAR INC Common Stock 693718108 361 12,628 Sole None Sole PACIFIC CAPITAL BANCORP Common Stock 69404P101 1007 59,669 Sole None Sole PACTIV CORPORATION Common Stock 695257105 301 12,094 Sole None Sole PALL CORPORATION Common Stock 696429307 1397 49,154 Sole None Sole PANASONIC CORP ADR Common Stock 69832A205 995 79,945 Sole None Sole PANERA BREAD COMPANY Common Stock 69840W108 3732 71,447 Sole None Sole PARKER HANNIFIN CORPORATION Common Stock 701094104 1507 35,416 Sole None Sole PATTERSON COMPANY Common Stock 703395103 305 16,253 Sole None Sole PATTERSON UTI ENERGY INC Common Stock 703481101 191 16,587 Sole None Sole PAYCHEX INC Common Stock 704326107 1143 43,481 Sole None Sole PEET'S COFFEE & TEA, INC. Common Stock 705560100 850 36,556 Sole None Sole PENTAIR INC. Common Stock 709631105 1307 55,223 Sole None Sole PEOPLES UNITED FINANCIAL Common Stock 712704105 16444 922,247 Sole None Sole PEPCO HOLDINGS INC. Common Stock 713291102 737 41,490 Sole None Sole PEPSI BOTTLING GROUP Common Stock 713409100 298 13,248 Sole None Sole PEPSIAMERICAS, INC. Common Stock 71343P200 331 16,273 Sole None Sole PEPSICO INC Common Stock 713448108 4544 82,965 Sole None Sole PERFECT WORLD CO-SPON ADR Common Stock 71372U104 249 14,451 Sole None Sole PERFICIENT INC Common Stock 71375U101 58 12,168 Sole None Sole PERINI CORP Common Stock 713839108 446 19,079 Sole None Sole PERKINELMER INC. Common Stock 714046109 166 11,959 Sole None Sole PERRIGO COMPANY Common Stock 714290103 6110 189,101 Sole None Sole PETRO-CANADA Common Stock 71644E102 6033 275,621 Sole None Sole PETROCHINA COMPANY LIMITED (ADR) Common Stock 71646E100 2454 27,575 Sole None Sole PETROHAWK ENERGY CORP Common Stock 716495106 1119 71,592 Sole None Sole PETROLEO BRASILEIRO SA ADR Common Stock 71654V408 7406 302,405 Sole None Sole PETROQUEST ENERGY INC Common Stock 716748108 4295 635,329 Sole None Sole PFIZER INC Common Stock 717081103 40761 2,301,586 Sole None Sole PG&E CORPORATION Common Stock 69331C108 1412 36,480 Sole None Sole PHARMACEUTICAL PRODUCT DEVELOPMENT Common Stock 717124101 445 15,323 Sole None Sole PHASE FORWARD, INC. Common Stock 71721R406 4908 392,049 Sole None Sole PHILIP MORRIS INTL Common Stock 718172109 1753 40,283 Sole None Sole PICO HLDGS INC Common Stock 693366205 385 14,489 Sole None Sole PIEDMONT NATURAL GAS CO. Common Stock 720186105 5474 172,831 Sole None Sole PINNACLE WEST CAPITAL Common Stock 723484101 6341 197,367 Sole None Sole PIONEER NATURAL RESOURCES Common Stock 723787107 1185 73,210 Sole None Sole PITNEY-BOWES INC Common Stock 724479100 1222 47,946 Sole None Sole PLEXUS CORPORATION Common Stock 729132100 6417 378,606 Sole None Sole PLUG POWER INC. Common Stock 72919P103 62 60,698 Sole None Sole PLUM CREEK TIMBER CO. INC. Common Stock 729251108 978 28,144 Sole None Sole PNC FINANCIAL SERVICES Common Stock 693475105 1267 25,861 Sole None Sole PNM RESOURCES, INC. Common Stock 69349H107 10676 1,059,100 Sole None Sole POLO RALPH LAUREN CORP CL A Common Stock 731572103 247 5,447 Sole None Sole PORTLAND GEN ELEC CO COM NEW Common Stock 736508847 864 44,398 Sole None Sole POSCO (ADR) Common Stock 693483109 1529 20,318 Sole None Sole POTASH CP OF SASKATCHEWAN Common Stock 73755L107 19512 266,484 Sole None Sole POWER INTEGRATIONS, INC. Common Stock 739276103 697 35,078 Sole None Sole POWER-ONE INC Common Stock 739308104 72 60,294 Sole None Sole PPG INDUSTRIES, INC. Common Stock 693506107 1212 28,559 Sole None Sole PRECISION CASTPARTS CORPORATION Common Stock 740189105 6523 109,672 Sole None Sole PREMIERE GLOBAL SVCS Common Stock 740585104 4714 547,467 Sole None Sole PRESIDENTIAL LIFE CORPORATION Common Stock 740884101 187 18,950 Sole None Sole PRICELINE.COM INC. Common Stock 741503403 5756 78,155 Sole None Sole PROASSURANCE CORPORATION Common Stock 74267C106 2127 40,301 Sole None Sole PROCTER & GAMBLE CO Common Stock 742718109 13755 222,499 Sole None Sole PROGRESS ENERGY, INC. Common Stock 743263105 2073 52,015 Sole None Sole PROGRESSIVE CORPORATION Common Stock 743315103 153 10,332 Sole None Sole PROLOGIS Common Stock 743410102 213 15,337 Sole None Sole PSYCHIATRIC SOLUTIONS Common Stock 74439H108 779 27,966 Sole None Sole PUBLIC STORAGE Common Stock 74460D109 707 8,889 Sole None Sole PUGET ENERGY INC. Common Stock 745310102 337 12,369 Sole None Sole PULTE HOMES, INC. Common Stock 745867101 281 25,711 Sole None Sole PUTNAM MUN OPPORTUN TR SH BEN INT Common Stock 746922103 131 15,054 Sole None Sole QLOGIC CORPORATION Common Stock 747277101 234 17,387 Sole None Sole QUALCOMM, INC. Common Stock 747525103 1480 41,303 Sole None Sole QUANTA SERVICES, INC. Common Stock 74762E102 393 19,835 Sole None Sole QUEST DIAGNOSTICS INCORPORATED Common Stock 74834L100 661 12,739 Sole None Sole QUEST SOFTWARE INC. Common Stock 74834T103 149 11,853 Sole None Sole QUESTAR CORPORATION Common Stock 748356102 1492 45,630 Sole None Sole QUICKSILVER RESOURCES INC. Common Stock 74837R104 1351 242,506 Sole None Sole QUIDEL CORP Common Stock 74838J101 4055 310,248 Sole None Sole QWEST COMMUNICATIONS Common Stock 749121109 676 185,792 Sole None Sole R.R. DONNELLEY & SONS CO Common Stock 257867101 3199 235,533 Sole None Sole RADIANT SYSTEMS, INC. Common Stock 75025N102 83 24,642 Sole None Sole RADIOSHACK CORPORATION Common Stock 750438103 196 16,407 Sole None Sole RAYONIER INC Common Stock 754907103 206 6,559 Sole None Sole RAYTHEON CO. Common Stock 755111507 4464 87,458 Sole None Sole RBC BEARINGS INC Common Stock 75524B104 225 11,098 Sole None Sole REALNETWORKS INC. Common Stock 75605L104 62 17,547 Sole None Sole REGAL BELOIT CORPORATION Common Stock 758750103 6611 174,015 Sole None Sole REGIONS FINANCIAL CORP Common Stock 7591EP100 3224 404,974 Sole None Sole REGIS CORP MINN Common Stock 758932107 197 13,554 Sole None Sole RELIANT RES INC. Common Stock 75952B105 161 27,818 Sole None Sole RENESOLA LTD-ADR Common Stock 75971T103 97 21,990 Sole None Sole REPSOL YPF S A (ADR) Common Stock 76026T205 8132 378,070 Sole None Sole REPUBLIC SVCS INC. Common Stock 760759100 899 36,249 Sole None Sole RESEARCH IN MOTION LTD Common Stock 760975102 29358 723,465 Sole None Sole RESMED INC. Common Stock 761152107 1090 29,092 Sole None Sole REYNOLDS AMERICAN INC. Common Stock 761713106 1037 25,728 Sole None Sole RF MICRODEVICES INC. Common Stock 749941100 18 22,758 Sole None Sole ROBBINS & MYERS, INC. Common Stock 770196103 2524 156,095 Sole None Sole ROBERT HALF INTL INC. Common Stock 770323103 225 10,823 Sole None Sole ROCK-TENN COMPANY Common Stock 772739207 2884 84,373 Sole None Sole ROCKWELL AUTOMATION INC Common Stock 773903109 278 8,633 Sole None Sole ROFIN-SINAR TECHNOLOGIES Common Stock 775043102 5390 261,928 Sole None Sole ROPER INDS INC. Common Stock 776696106 6910 159,173 Sole None Sole ROSS STORES, INC. Common Stock 778296103 436 14,663 Sole None Sole ROWAN COMPANIES, INC. Common Stock 779382100 272 17,100 Sole None Sole ROYAL BANK OF CANADA Common Stock 780087102 1045 35,237 Sole None Sole ROYAL BANK OF SCOTLAND (ADR) Common Stock 780097689 2271 149,689 Sole None Sole ROYAL DUTCH SHELL PLC Common Stock 780259206 2726 51,501 Sole None Sole RPM INTL INC. Common Stock 749685103 2411 181,436 Sole None Sole RUBICON TECHNOLOGY INC Common Stock 78112T107 62 14,613 Sole None Sole RUBY TUESDAY INC Common Stock 781182100 39 24,983 Sole None Sole RUSH ENTERPRISES, INC. Common Stock 781846209 114 13,354 Sole None Sole RYANAIR HOLDINGS PLC Common Stock 783513104 260 8,925 Sole None Sole RYDER SYSTEM INC Common Stock 783549108 255 6,583 Sole None Sole S1 CORPORATION COM Common Stock 78463B101 4263 540,265 Sole None Sole SAFETY INSURANCE GROUP INC Common Stock 78648T100 368 9,662 Sole None Sole SAFEWAY INC. Common Stock 786514208 686 28,852 Sole None Sole SAIC INC. Common Stock 78390X101 1598 82,021 Sole None Sole SALESFORCE COM INC Common Stock 79466L302 717 22,391 Sole None Sole SANDERSON FARMS INC. Common Stock 800013104 6445 186,497 Sole None Sole SANDRIDGE ENERGY INC COM Common Stock 80007P307 1293 210,257 Sole None Sole SANOFI-AVENTIS (ADR) Common Stock 80105N105 2342 72,835 Sole None Sole SAP AG (ADR) Common Stock 803054204 217 5,985 Sole None Sole SAPIENT CORPORATION Common Stock 803062108 443 99,792 Sole None Sole SARA LEE CORPORATION Common Stock 803111103 823 84,086 Sole None Sole SATYAM COMP SRVCS LTD (ADR) Common Stock 804098101 1010 111,707 Sole None Sole SCANA CORPORATION Common Stock 80589M102 4361 122,495 Sole None Sole SCHERING-PLOUGH CORPORATION Common Stock 806605101 290 17,009 Sole None Sole SCHOLASTIC CORPORATION Common Stock 807066105 223 16,441 Sole None Sole SCHWAB CHARLES CP Common Stock 808513105 241 14,901 Sole None Sole SEACOR HOLDINGS INC Common Stock 811904101 201 3,018 Sole None Sole SEAGATE TECHNOLOGY Common Stock G7945J104 453 102,341 Sole None Sole SEALED AIR CORPORATION Common Stock 81211K100 152 10,203 Sole None Sole SEARS HOLDINGS CORPORATION Common Stock 812350106 342 8,809 Sole None Sole SEASPAN CORP SHS Common Stock Y75638109 228 25,613 Sole None Sole SEMPRA ENERGY Common Stock 816851109 1210 28,395 Sole None Sole SENSIENT TECH CORPORATION Common Stock 81725T100 16301 682,613 Sole None Sole SEQUENOM INC COM NEW Common Stock 817337405 2766 139,427 Sole None Sole SERVICE CORP INTL Common Stock 817565104 59 11,812 Sole None Sole SHANDA INTERACTIVE ENT (ADR) Common Stock 81941Q203 281 8,675 Sole None Sole SHAW COMMUNICATIONS INC. Common Stock 82028K200 726 41,081 Sole None Sole SHERWIN-WILLIAMS CO Common Stock 824348106 453 7,589 Sole None Sole SIEMENS A G (ADR) Common Stock 826197501 1043 13,769 Sole None Sole SIGMA DESIGNS INC Common Stock 826565103 141 14,872 Sole None Sole SIGMA-ALDRICH CORPORATION Common Stock 826552101 9636 228,114 Sole None Sole SIMON PROPERTY GROUP, INC. Common Stock 828806109 1444 27,176 Sole None Sole SINA CORPORATION Common Stock G81477104 205 8,865 Sole None Sole SINCLAIR BROADCAST GRP CL A Common Stock 829226109 37 11,832 Sole None Sole SINOPEC SHANGHAI - SPONS ADR Common Stock 82935M109 262 10,011 Sole None Sole SJW CORP Common Stock 784305104 520 17,380 Sole None Sole SKECHERS U S A INC CL A Common Stock 830566105 4969 387,597 Sole None Sole SKYWEST INC. Common Stock 830879102 256 13,787 Sole None Sole SMITH & WESSON HLDG Common Stock 831756101 23 10,114 Sole None Sole SMURFIT-STONE CONTAINR Common Stock 832727101 5 19,117 Sole None Sole SNAP-ON INCORPORATED Common Stock 833034101 900 22,846 Sole None Sole SOCIETE GENERALE FRANCE Common Stock 83364L109 381 36,641 Sole None Sole SOHU COM INC Common Stock 83408W103 949 20,042 Sole None Sole SOLARFUN POWER HLDG CO SPONSORED ADR Common Stock 83415U108 370 73,893 Sole None Sole SONIC AUTOMOTIVE, INC. Common Stock 83545G102 72 18,003 Sole None Sole SONICWALL, INC. Common Stock 835470105 42 10,490 Sole None Sole SONOCO PRODUCTS CO Common Stock 835495102 840 36,258 Sole None Sole SONUS NETWORKS INC. Common Stock 835916107 84 53,091 Sole None Sole SONY CORPORATION (ADR) Common Stock 835699307 6269 286,657 Sole None Sole SOUTH FINL GROUP INC. Common Stock 837841105 4481 1,037,153 Sole None Sole SOUTH JERSEY INDS INC Common Stock 838518108 835 20,943 Sole None Sole SOUTHERN COMPANY Common Stock 842587107 3545 95,802 Sole None Sole SOUTHERN COPPER CORP Common Stock 84265V105 1923 119,722 Sole None Sole SOUTHERN UN CO Common Stock 844030106 380 29,146 Sole None Sole SOUTHWEST AIRLINES CO. Common Stock 844741108 127 14,728 Sole None Sole SOUTHWESTERN ENERGY CO. Common Stock 845467109 1429 49,330 Sole None Sole SPARTAN MTRS INC Common Stock 846819100 50 10,640 Sole None Sole SPARTAN STORES INC Common Stock 846822104 1866 80,277 Sole None Sole SPDR LEHMAN HIGH YLD BOND ETF Common Stock 78464A417 1786 55,143 Sole None Sole SPDR SERIES TRUST LEH MUN BD ETF Common Stock 78464A458 574 26,813 Sole None Sole SPECTRA ENERGY CORP Common Stock 847560109 404 25,670 Sole None Sole SPHERION CORPORATION Common Stock 848420105 130 58,878 Sole None Sole SPIRIT AEROSYS HLDGS I COM CL A Common Stock 848574109 129 12,652 Sole None Sole ST. JUDE MEDICAL Common Stock 790849103 3881 117,736 Sole None Sole ST. MARY LAND & EXPLORATION CO. Common Stock 792228108 1277 62,860 Sole None Sole STAND&POORS DEP RCPT. UBI Common Stock 78462F103 763 8,460 Sole None Sole STANLEY WORKS Common Stock 854616109 1084 31,793 Sole None Sole STAPLES INC Common Stock 855030102 532 29,703 Sole None Sole STARBUCKS CORPORATION Common Stock 855244109 298 31,479 Sole None Sole STATOILHYDRO ASA (ADR) Common Stock 85771P102 652 39,163 Sole None Sole STEEL DYNAMICS, INC. Common Stock 858119100 3780 338,144 Sole None Sole STEELCASE INC. CL A Common Stock 858155203 91 16,213 Sole None Sole STERICYCLE INC. Common Stock 858912108 1405 26,971 Sole None Sole STERIS CORPORATION Common Stock 859152100 4567 191,178 Sole None Sole STERLITE INDS INDIA ADS Common Stock 859737207 1255 227,365 Sole None Sole STIFEL FINL CORP Common Stock 860630102 2224 48,508 Sole None Sole STRATASYS INC. Common Stock 862685104 172 15,969 Sole None Sole STRAYER EDUCATION, INC. Common Stock 863236105 4109 19,166 Sole None Sole SUMITOMO MITSUI FINL GRP Common Stock 86562M100 101 25,012 Sole None Sole SUN HYDRAULICS CORP Common Stock 866942105 2857 151,631 Sole None Sole SUN MICROSYSTEMS INC. Common Stock 866810203 592 155,072 Sole None Sole SUNOCO, INC. Common Stock 86764P109 230 5,294 Sole None Sole SUNPOWER CORP COM CL A Common Stock 867652109 1232 33,293 Sole None Sole SUNPOWER CORP-CLASS B Common Stock 867652307 229 7,527 Sole None Sole SUNTECH PWR HLDGS CO ADR Common Stock 86800C104 1138 97,226 Sole None Sole SUNTRUST BANKS INC Common Stock 867914103 4123 139,569 Sole None Sole SUPERIOR INDS INTL INC Common Stock 868168105 12559 1,193,787 Sole None Sole SUPERVALU INC Common Stock 868536103 550 37,696 Sole None Sole SURMODICS INC. Common Stock 868873100 243 9,618 Sole None Sole SYMANTEC CORPORATION Common Stock 871503108 2189 161,895 Sole None Sole SYNAPTICS INC. Common Stock 87157D109 1364 82,370 Sole None Sole SYNGENTA AG (ADR) Common Stock 87160A100 361 9,225 Sole None Sole SYNOVUS FINANCIAL CORP Common Stock 87161C105 9006 1,085,028 Sole None Sole SYSCO CORPORATION Common Stock 871829107 1455 63,431 Sole None Sole T. ROWE PRICE GROUP, INC. Common Stock 74144T108 1132 31,954 Sole None Sole TAIWAN SEMICONDUCTOR (ADR) Common Stock 874039100 195 24,662 Sole None Sole TALISMAN ENERGY INC Common Stock 87425E103 1327 132,825 Sole None Sole TASER INTERNATIONAL INC. Common Stock 87651B104 2885 546,481 Sole None Sole TATA COMM LTD SPONS ADR Common Stock 876564105 696 32,570 Sole None Sole TATA MTRS LTD SPONSORED ADR Common Stock 876568502 733 164,826 Sole None Sole TCF FINANCIAL CORPORATION Common Stock 872275102 164 12,016 Sole None Sole TECH DATA CORP Common Stock 878237106 220 12,338 Sole None Sole TECHNE CORPORATION Common Stock 878377100 1749 27,109 Sole None Sole TECO ENERGY INC. Common Stock 872375100 803 65,018 Sole None Sole TELECOM ITALIA S P A (ADR) Common Stock 87927Y102 9160 563,717 Sole None Sole TELEFONICA S A (ADR) Common Stock 879382208 46013 682,782 Sole None Sole TELEPHONE & DATA SYSTEM Common Stock 879433100 919 28,938 Sole None Sole TELLABS, INC. Common Stock 879664100 218 52,845 Sole None Sole TEMPLE-INLAND INC. Common Stock 879868107 85 17,644 Sole None Sole TEMPLETON GLOBAL INCOME Common Stock 880198106 4888 629,138 Sole None Sole TENET HEALTHCARE CORP Common Stock 88033G100 80 69,494 Sole None Sole TENNANT CO. Common Stock 880345103 215 13,943 Sole None Sole TERADATA CORP Common Stock 88076W103 165 11,123 Sole None Sole TERADYNE INC. Common Stock 880770102 132 31,256 Sole None Sole TESORO PETE CORP Common Stock 881609101 197 14,934 Sole None Sole TETRA TECH, INC. Common Stock 88162G103 1198 49,615 Sole None Sole TEVA PHARMACEUTICAL IND LTD (ADR) Common Stock 881624209 17496 410,987 Sole None Sole TEXAS INSTRUMENTS INC Common Stock 882508104 999 64,342 Sole None Sole TEXTRON INC. Common Stock 883203101 3354 241,823 Sole None Sole THE GORMAN-RUPP COMPANY Common Stock 383082104 520 16,702 Sole None Sole THERMO FISHER SCIENTIFIC INC Common Stock 883556102 9066 266,099 Sole None Sole THESTREET COM Common Stock 88368Q103 44 15,038 Sole None Sole THOMSON REUTERS CORP Common Stock 884903105 910 31,232 Sole None Sole THORATEC CORPORATION Common Stock 885175307 779 23,971 Sole None Sole TIBCO SOFTWARE INC. Common Stock 88632Q103 183 35,171 Sole None Sole TICKETMASTER ENTERTAINMENT Common Stock 88633P302 92 14,286 Sole None Sole TIM HORTONS INC Common Stock 88706M103 215 7,458 Sole None Sole TIME WARNER CABLE INC CL A Common Stock 88732J108 571 26,607 Sole None Sole TIME WARNER INC. Common Stock 887317105 266 26,469 Sole None Sole TITANIUM METALS CORPORATION Common Stock 888339207 93 10,564 Sole None Sole TORONTO-DOMINION BANK Common Stock 891160509 841 23,450 Sole None Sole TOTAL FINA ELF (ADR) Common Stock 89151E109 12167 220,025 Sole None Sole TOYOTA MOTOR CORPORATION (ADR) Common Stock 892331307 7655 116,983 Sole None Sole TRACTOR SUPPLY CO. Common Stock 892356106 2187 60,524 Sole None Sole TRADESTATION GROUP INC Common Stock 89267P105 93 14,435 Sole None Sole TRANSCANADA CORPORATION Common Stock 89353D107 925 34,074 Sole None Sole TRANSOCEAN LTD. Common Stock H8817H100 7087 149,990 Sole None Sole TRAVELERS COMPANIES Common Stock 89417E109 1893 41,879 Sole None Sole TREEHOUSE FOODS INC Common Stock 89469A104 2374 87,167 Sole None Sole TRINA SOLAR LIMITED SPON ADR Common Stock 89628E104 151 16,263 Sole None Sole TRINITY INDUSTRIES INC Common Stock 896522109 487 30,931 Sole None Sole TRIQUINT SEMICONDUCTOR Common Stock 89674K103 270 78,560 Sole None Sole TRUSTMARK CORPORATION Common Stock 898402102 783 36,280 Sole None Sole TTM TECHNOLOGIES INC Common Stock 87305R109 77 14,684 Sole None Sole TYCO ELECTRONICS LTD Common Stock G9144P105 459 28,318 Sole None Sole TYSON FOODS, INC. Common Stock 902494103 257 29,392 Sole None Sole U.S. BANCORP Common Stock 902973304 2860 114,374 Sole None Sole UBS AG Common Stock H89231338 6581 460,210 Sole None Sole UDR INC Common Stock 902653104 3616 262,191 Sole None Sole UGI CORPORATION Common Stock 902681105 1107 45,321 Sole None Sole ULTRA PETROLEUM CORPORATION Common Stock 903914109 1182 34,261 Sole None Sole ULTRALIFE BATTERIES Common Stock 903899102 161 11,990 Sole None Sole UMPQUA HLDGS CORP Common Stock 904214103 6615 457,148 Sole None Sole UNILEVER PLC (ADR) Common Stock 904767704 995 43,221 Sole None Sole UNION PAC CORPORATION Common Stock 907818108 782 16,361 Sole None Sole UNIT CORPORATION Common Stock 909218109 3385 126,681 Sole None Sole UNITED ONLINE, INC. Common Stock 911268100 97 15,906 Sole None Sole UNITED PARCEL SERVICE Common Stock 911312106 862 15,632 Sole None Sole UNITED RENTALS INC Common Stock 911363109 275 30,141 Sole None Sole UNITED STATES CELLULAR Common Stock 911684108 662 15,316 Sole None Sole UNITED TECHNOLOGIES CORP Common Stock 913017109 226 4,224 Sole None Sole UNITEDHEALTH GROUP INC Common Stock 91324P102 349 13,132 Sole None Sole UNIVERSAL CORPORATION Common Stock 913456109 11810 395,392 Sole None Sole UNIVERSAL ELECTRS INC Common Stock 913483103 185 11,434 Sole None Sole URBAN OUTFITTERS, INC. Common Stock 917047102 320 21,392 Sole None Sole URS CORPORATION Common Stock 903236107 401 9,838 Sole None Sole UST INC. Common Stock 902911106 579 8,347 Sole None Sole V.F. CORPORATION Common Stock 918204108 7613 139,007 Sole None Sole VAALCO ENERGY INC COM NEW Common Stock 91851C201 110 14,770 Sole None Sole VALASSIS COMMUNICATIONS Common Stock 918866104 24 17,926 Sole None Sole VALENCE TECHNOLOGY INC Common Stock 918914102 150 82,500 Sole None Sole VALERO ENERGY CORPORATION Common Stock 91913Y100 266 12,276 Sole None Sole VALMONT INDS INC Common Stock 920253101 1163 18,954 Sole None Sole VALUECLICK INC Common Stock 92046N102 116 16,957 Sole None Sole VARIAN MEDICAL SYSTEMS, INC. Common Stock 92220P105 3031 86,496 Sole None Sole VECTREN CORPORATION Common Stock 92240G101 1035 41,364 Sole None Sole VENTAS INC Common Stock 92276F100 5480 163,250 Sole None Sole VEOLIA ENVIRONMENT - ADR Common Stock 92334N103 2994 94,412 Sole None Sole VERISIGN INC. Common Stock 92343E102 1019 53,427 Sole None Sole VERIZON COMMUNICATIONS Common Stock 92343V104 7651 225,684 Sole None Sole VERTEX PHARMACEUTICALS Common Stock 92532F100 3829 126,053 Sole None Sole VIACOM INC CL B Common Stock 92553P201 1454 76,309 Sole None Sole VIASAT INC. Common Stock 92552V100 808 33,536 Sole None Sole VICOR CORP Common Stock 925815102 136 20,532 Sole None Sole VIROPHARMA INC Common Stock 928241108 1946 149,490 Sole None Sole VISA INC COM CL A Common Stock 92826C839 791 15,074 Sole None Sole VISHAY INTERTECHNOLOGY Common Stock 928298108 144 42,187 Sole None Sole VISIONCHINA MEDIA INC-ADR Common Stock 92833U103 264 48,420 Sole None Sole VODAFONE GROUP PLC (ADR) Common Stock 92857W209 305 14,929 Sole None Sole VORNADO REALTY TRUST Common Stock 929042109 2122 35,156 Sole None Sole VULCAN MATERIALS CO Common Stock 929160109 225 3,234 Sole None Sole W & T OFFSHORE INC Common Stock 92922P106 1371 95,715 Sole None Sole W.W. GRAINGER, INC. Common Stock 384802104 1823 23,124 Sole None Sole WABASH NATL CORPORATION Common Stock 929566107 86 19,090 Sole None Sole WABTEC CORPORATION Common Stock 929740108 802 20,177 Sole None Sole WACHOVIA CORPORATION Common Stock 929903102 2638 476,211 Sole None Sole WAL-MART STORES INC Common Stock 931142103 22078 393,830 Sole None Sole WALT DISNEY COMPANY Common Stock 254687106 3107 136,924 Sole None Sole WARNER CHILCOTT LTD CL A Common Stock G9435N108 369 25,475 Sole None Sole WASHINGTON FEDERAL INC Common Stock 938824109 3395 226,928 Sole None Sole WASHINGTON MUTUAL INC Common Stock 939322103 19 865,858 Sole None Sole WASHINGTON REAL ESTATE INVEST TRUST Common Stock 939653101 849 29,990 Sole None Sole WASTE MANAGEMENT, INC. Common Stock 94106L109 2662 80,326 Sole None Sole WATERS CORPORATION Common Stock 941848103 329 8,976 Sole None Sole WATSON PHARMACEUTICALS Common Stock 942683103 438 16,494 Sole None Sole WATTS WATER TECHNLGS CL A Common Stock 942749102 971 38,906 Sole None Sole WEBSENSE, INC. Common Stock 947684106 159 10,604 Sole None Sole WEBSTER FINANCIAL CORPORATION Common Stock 947890109 530 38,446 Sole None Sole WEINGARTEN REALTY INVESTORS Common Stock 948741103 889 42,951 Sole None Sole WELLPOINT INC Common Stock 94973V107 551 13,082 Sole None Sole WELLS FARGO & COMPANY Common Stock 949746101 3391 115,030 Sole None Sole WESTAR ENERGY, INC. Common Stock 95709T100 1393 67,942 Sole None Sole WESTERN ASSET HIGH INCOME OPP FD Common Stock 95766K109 4717 1,185,295 Sole None Sole WESTERN ASSET MANAGED HIGH INC Common Stock 95766L107 4665 1,095,167 Sole None Sole WESTERN ASSET MUNI HIGH INC Common Stock 95766N103 439 68,168 Sole None Sole WESTERN DIGITAL CORPORATION Common Stock 958102105 5000 436,672 Sole None Sole WESTERN UN CO Common Stock 959802109 423 29,493 Sole None Sole WET SEAL INC. Common Stock 961840105 66 22,202 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 1042 31,874 Sole None Sole WHITNEY HLDG CORP Common Stock 966612103 211 13,199 Sole None Sole WILLIAMS CLAYTON ENRGY Common Stock 969490101 981 21,591 Sole None Sole WILMINGTON TRUST CORPORATION Common Stock 971807102 1198 53,885 Sole None Sole WINDSTREAM CORP Common Stock 97381W104 468 50,864 Sole None Sole WIPRO LTD SPON ADR 1 SH Common Stock 97651M109 1503 184,864 Sole None Sole WISCONSIN ENERGY CORPORATION Common Stock 976657106 942 22,445 Sole None Sole WOODWARD GOVERNOR CO Common Stock 980745103 2173 94,388 Sole None Sole WUXI PHARMATECH INC-ADR Common Stock 929352102 301 37,626 Sole None Sole WYETH Common Stock 983024100 2070 55,192 Sole None Sole WYNDHAM WORLDWIDE CORP Common Stock 98310W108 173 26,350 Sole None Sole WYNN RESORTS LTD Common Stock 983134107 262 6,198 Sole None Sole XCEL ENERGY INC Common Stock 98389B100 1837 99,019 Sole None Sole XEROX CORPORATION Common Stock 984121103 158 19,780 Sole None Sole XILINX INC. Common Stock 983919101 472 26,466 Sole None Sole XTO ENERGY INC Common Stock 98385X106 327 9,264 Sole None Sole YAHOO! INC. Common Stock 984332106 2600 213,114 Sole None Sole YANZHOU COAL MNG LTD SPON ADR H SHS Common Stock 984846105 309 41,039 Sole None Sole YINGLI GREEN ENERGY HL ADR Common Stock 98584B103 559 91,619 Sole None Sole ZENITH NATIONAL INSURANCE Common Stock 989390109 13950 441,871 Sole None Sole ZIMMER HOLDINGS INC Common Stock 98956P102 852 21,073 Sole None Sole ZIONS BANCORPORATION Common Stock 989701107 252 10,265 Sole None Sole ZOLTEK COS INC Common Stock 98975W104 369 40,996 Sole None Sole -------- Grand Total: $2665025 ========
-----END PRIVACY-ENHANCED MESSAGE-----