-----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, Jw8H3xNal34o7HnwEFonqnaq5RyxcB14Jnh0OYARpq5v/o0PH8JqzwxLXOxgQyVO Dh9d+qObfTPWjas/87AESA== 0000919574-10-004883.txt : 20100816 0000919574-10-004883.hdr.sgml : 20100816 20100816162236 ACCESSION NUMBER: 0000919574-10-004883 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TWO SIGMA INVESTMENTS LLC CENTRAL INDEX KEY: 0001179392 IRS NUMBER: 314181471 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10385 FILM NUMBER: 101020049 BUSINESS ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 BUSINESS PHONE: 2127756639 MAIL ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 13F-HR 1 d1121947_13f-hr.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, 2010 Check here if Amendment: |_|; Amendment Number: ___ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Two Sigma Investments, LLC Address: 379 West Broadway 5th Floor New York, New York 10012 13F File Number: 028-10385 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Matthew B. Siano, Esq. Title: General Counsel Phone: (212) 625-5712 Signature, Place and Date of Signing: /s/ Matthew B. Siano New York, New York August 16, 2010 - ----------------------- -------------------------- ---------------------- [Signature] [City, State] [Date] Report Type: (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting managers(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 5 Form 13F Information Table Entry Total: 1,736 Form 13F Information Table Value Total: $ 7,150,554 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name * 028-10704 Two Sigma Equity Portfolio, LLC * 028-11144 Two Sigma Spectrum Portfolio, LLC * 028-13293 Two Sigma Strategies Master Fund, Ltd. * 028-13823 Two Sigma Jupiter Portfolio, LLC * 028-13825 Two Sigma Spectrum Portfolio II, LLC - ---- ------------- -------------------------------- * This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LLC ("Investments"). Investments serves as the sole manager or investment manager, as applicable, of (i) Two Sigma Equity Portfolio, LLC ("Equity"), Two Sigma Spectrum Portfolio, LLC ("Spectrum"), Two Sigma Spectrum Portfolio II, LLC ("Spectrum II"), Two Sigma Jupiter Portfolio, LLC ("Jupiter") and Two Sigma Strategies Master Fund, Ltd. ("Strategies"), five investment entities that are managed by Investments, each of which may be deemed to be "other managers" for purposes of this Form 13F report and (ii) Two Sigma Galileo Portfolio, LLC ("Galileo) and Two Sigma Pioneer Portfolio, LLC ("Pioneer"), two investment entities that are managed by Investments, each of which may not presently be deemed to be "other managers" for purposes of this Form 13F report. Investments, rather than Equity, Spectrum, Strategies, Spectrum II, Jupiter, Galileo or Pioneer, exercises sole investment discretion and voting authority over the securities held in the various accounts of Equity, Spectrum, Strategies, Spectrum II, Jupiter, Galileo and Pioneer. Two Sigma U.S. Large Cap Core Equity Fund, LP and Two Sigma Constellation US Master Fund, Ltd., two investment entities that were managed by Investments as of March 31, 2010 are now managed by Two Sigma Advisers, LLC, an institutional investment manager that currently does not have an obligation to file a Form 13F. FORM 13F INFORMATION TABLE Two Sigma Investments, LLC June 30, 2010 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 TITLE VALUE SHRS OR SH/ PUT/ INVSTMNT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X1000) PRN AMT PRN CALL DISCRET MANGRS SOLE SHARED NONE 3M CO COM 88579Y101 783 9,917 SOLE * 9,917 0 0 7 DAYS GROUP HLDGS LTD ADR 81783J101 130 11,900 SOLE * 11,900 0 0 99 CENTS ONLY STORES COM 65440K106 783 52,900 SOLE * 52,900 0 0 A POWER ENERGY GENERAT SYS L COM G04136100 709 99,548 SOLE * 99,548 0 0 AAR CORP COM 000361105 1,262 75,425 SOLE * 75,425 0 0 AARONS INC COM 002535201 225 13,162 SOLE * 13,162 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1,970 64,196 SOLE * 64,196 0 0 ABINGTON BANCORP INC COM 00350L109 410 46,996 SOLE * 46,996 0 0 ABM INDS INC COM 000957100 204 9,743 SOLE * 9,743 0 0 ABOVENET INC COM 00374N107 774 16,400 SOLE * 16,400 0 0 ABRAXAS PETE CORP COM 003830106 41 14,800 SOLE * 14,800 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 725 50,928 SOLE * 50,928 0 0 ACCELRYS INC COM 00430U103 254 39,397 SOLE * 39,397 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 98,970 2,560,676 SOLE * 2,560,676 0 0 ACETO CORP COM 004446100 125 21,775 SOLE * 21,775 0 0 ACME PACKET INC COM 004764106 1,402 52,156 SOLE * 52,156 0 0 ACORDA THERAPEUTICS INC COM 00484M106 1,008 32,393 SOLE * 32,393 0 0 ACTEL CORP COM 004934105 441 34,400 SOLE * 34,400 0 0 ACTIVISION BLIZZARD INC COM 00507V109 145 13,879 SOLE * 13,879 0 0 ACTUANT CORP CL A NEW 00508X203 682 36,217 SOLE * 36,217 0 0 ACTUATE CORP COM 00508B102 249 56,041 SOLE * 56,041 0 0 ACXIOM CORP COM 005125109 420 28,632 SOLE * 28,632 0 0 ADMINISTAFF INC COM 007094105 372 15,380 SOLE * 15,380 0 0 ADOLOR CORP COM 00724X102 95 87,217 SOLE * 87,217 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 748 181,200 SOLE * 181,200 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 19,153 381,690 SOLE * 381,690 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 94 16,200 SOLE * 16,200 0 0 ADVISORY BRD CO COM 00762W107 583 13,570 SOLE * 13,570 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 3,985 172,800 SOLE * 172,800 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 857 42,848 SOLE * 42,848 0 0 AEP INDS INC COM 001031103 248 10,388 SOLE * 10,388 0 0 AEROVIRONMENT INC COM 008073108 706 32,484 SOLE * 32,484 0 0 AES CORP COM 00130H105 6,452 698,248 SOLE * 698,248 0 0 AETNA INC NEW COM 00817Y108 1,921 72,838 SOLE * 72,838 0 0 AFC ENTERPRISES INC COM 00104Q107 573 63,006 SOLE * 63,006 0 0 AFFYMAX INC COM 00826A109 640 107,070 SOLE * 107,070 0 0 AFLAC INC COM 001055102 6,060 142,015 SOLE * 142,015 0 0 AGCO CORP COM 001084102 1,657 61,445 SOLE * 61,445 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1,735 61,029 SOLE * 61,029 0 0 AGILYSYS INC COM 00847J105 124 18,487 SOLE * 18,487 0 0 AGNICO EAGLE MINES LTD COM 008474108 10,414 171,338 SOLE * 171,338 0 0 AGREE REALTY CORP COM 008492100 808 34,672 SOLE * 34,672 0 0 AGRIA CORP SPONSORED ADR 00850H103 16 12,901 SOLE * 12,901 0 0 AIR PRODS & CHEMS INC COM 009158106 8,611 132,863 SOLE * 132,863 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 498 104,524 SOLE * 104,524 0 0 AK STL HLDG CORP COM 001547108 2,521 211,532 SOLE * 211,532 0 0 AKORN INC COM 009728106 102 34,303 SOLE * 34,303 0 0 ALAMO GROUP INC COM 011311107 312 14,394 SOLE * 14,394 0 0 ALASKA AIR GROUP INC COM 011659109 8,906 198,144 SOLE * 198,144 0 0 ALBANY MOLECULAR RESH INC COM 012423109 266 51,415 SOLE * 51,415 0 0 ALBEMARLE CORP COM 012653101 630 15,883 SOLE * 15,883 0 0 ALBERTO CULVER CO NEW COM 013078100 702 25,930 SOLE * 25,930 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 86 33,696 SOLE * 33,696 0 0 ALCOA INC COM 013817101 3,541 351,991 SOLE * 351,991 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 15,548 303,740 SOLE * 303,740 0 0 ALKERMES INC COM 01642T108 128 10,300 SOLE * 10,300 0 0 ALLEGHENY ENERGY INC COM 017361106 4,580 221,452 SOLE * 221,452 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 667 15,084 SOLE * 15,084 0 0 ALLEGIANT TRAVEL CO COM 01748X102 1,418 33,225 SOLE * 33,225 0 0 ALLERGAN INC COM 018490102 13,186 226,330 SOLE * 226,330 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 7,479 125,641 SOLE * 125,641 0 0 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 145 35,864 SOLE * 35,864 0 0 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 394 11,220 SOLE * 11,220 0 0 ALLIANCE ONE INTL INC COM 018772103 2,001 561,974 SOLE * 561,974 0 0 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 1,059 23,534 SOLE * 23,534 0 0 ALLIANT TECHSYSTEMS INC COM 18804104 829 13,352 SOLE * 13,352 0 0 ALLIED NEVADA GOLD CORP COM 019344100 265 13,468 SOLE * 13,468 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 897 19,767 SOLE * 19,767 0 0 ALLOS THERAPEUTICS INC COM 019777101 192 31,344 SOLE * 31,344 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 407 25,277 SOLE * 25,277 0 0 ALLSTATE CORP COM 020002101 20,373 709,135 SOLE * 709,135 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 458 13,531 SOLE * 13,531 0 0 ALTRIA GROUP INC COM 02209S103 54,035 2,696,370 SOLE * 2,696,370 0 0 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 205 11,000 SOLE * 11,000 0 0 ALVARION LTD SHS M0861T100 199 98,423 SOLE * 98,423 0 0 AMAZON COM INC COM 023135106 8,725 79,855 SOLE * 79,855 0 0 AMBAC FINL GROUP INC COM 023139108 26 38,024 SOLE * 38,024 0 0 AMDOCS LTD ORD G02602103 14,210 529,236 SOLE * 529,236 0 0 AMEDISYS INC COM 023436108 1,752 39,854 SOLE * 39,854 0 0 AMERCO COM 023586100 546 9,917 SOLE * 9,917 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 264 5,560 SOLE * 5,560 0 0 AMERICAN DENTAL PARTNERS COM 025353103 184 15,200 SOLE * 15,200 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 1,867 180,872 SOLE * 180,872 0 0 AMERICAN EXPRESS CO COM 025816109 8,551 215,400 SOLE * 215,400 0 0 AMERICAN GREETINGS CORP CL A 026375105 2,224 118,564 SOLE * 118,564 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 1,168 22,100 SOLE * 22,100 0 0 AMERICAN NATL INS CO COM 028591105 1,537 18,981 SOLE * 18,981 0 0 AMERICAN PHYSICIANS CAPITAL COM 028884104 356 11,541 SOLE * 11,541 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 124 14,200 SOLE * 14,200 0 0 AMERICAN SAFETY INS HLDGS LT ORD G02995101 461 29,300 SOLE * 29,300 0 0 AMERICAN SOFTWARE INC CL A 029683109 61 13,170 SOLE * 13,170 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 614 23,005 SOLE * 23,005 0 0 AMERICAN VANGUARD CORP COM 030371108 144 18,167 SOLE * 18,167 0 0 AMERICAS CAR MART INC COM 03062T105 416 18,400 SOLE * 18,400 0 0 AMERICREDIT CORP COM 03060R101 1,761 96,641 SOLE * 96,641 0 0 AMERIGON INC COM 03070L300 257 34,845 SOLE * 34,845 0 0 AMERIGROUP CORP COM 03073T102 5,646 173,815 SOLE * 173,815 0 0 AMERIPRISE FINL INC COM 03076C106 4,588 126,988 SOLE * 126,988 0 0 AMERIS BANCORP COM 03076K108 545 56,451 SOLE * 56,451 0 0 AMERISAFE INC COM 03071H100 537 30,600 SOLE * 30,600 0 0 AMERON INTL INC COM 030710107 402 6,651 SOLE * 6,651 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 230 30,700 SOLE * 30,700 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 432 35,882 SOLE * 35,882 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 676 35,933 SOLE * 35,933 0 0 ANADARKO PETE CORP COM 032511107 11,662 323,138 SOLE * 323,138 0 0 ANADIGICS INC COM 032515108 810 185,767 SOLE * 185,767 0 0 ANALOGIC CORP COM PAR $0.05 032657207 1,019 22,378 SOLE * 22,378 0 0 ANAREN INC COM 032744104 635 42,500 SOLE * 42,500 0 0 ANCESTRY COM INC COM 032803108 1,428 81,000 SOLE * 81,000 0 0 ANGIODYNAMICS INC COM 03475V101 902 61,204 SOLE * 61,204 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 12,527 290,100 SOLE * 290,100 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 372 7,766 SOLE * 7,766 0 0 ANIXTER INTL INC COM 035290105 313 7,358 SOLE * 7,358 0 0 ANNALY CAP MGMT INC COM 035710409 77,694 4,530,250 SOLE * 4,530,250 0 0 ANNTAYLOR STORES CORP COM 036115103 1,932 118,703 SOLE * 118,703 0 0 ANSYS INC COM 03662Q105 865 21,333 SOLE * 21,333 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1,925 270,305 SOLE * 270,305 0 0 AOL INC COM 00184X105 343 16,492 SOLE * 16,492 0 0 AON CORP COM 037389103 9,298 250,486 SOLE * 250,486 0 0 APACHE CORP COM 037411105 10,363 123,091 SOLE * 123,091 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 2,291 118,283 SOLE * 118,283 0 0 APOGEE ENTERPRISES INC COM 037598109 194 17,900 SOLE * 17,900 0 0 APOLLO GROUP INC CL A 037604105 50,383 1,186,313 SOLE * 1,186,313 0 0 APPLE INC COM 037833100 8,358 33,228 SOLE * 33,228 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,370 54,100 SOLE * 54,100 0 0 APPLIED MATLS INC COM 038222105 1,751 145,662 SOLE * 145,662 0 0 APPLIED SIGNAL TECHNOLOGY IN COM 038237103 407 20,715 SOLE * 20,715 0 0 ARBITRON INC COM 03875Q108 254 9,896 SOLE * 9,896 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 8,769 327,700 SOLE * 327,700 0 0 ARCH CHEMICALS INC COM 03937R102 677 22,008 SOLE * 22,008 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 23,228 899,623 SOLE * 899,623 0 0 ARCSIGHT INC COM 039666102 602 26,885 SOLE * 26,885 0 0 ARES CAP CORP COM 04010L103 4,982 397,620 SOLE * 397,620 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 415 13,564 SOLE * 13,564 0 0 ARGON ST INC COM 040149106 382 11,139 SOLE * 11,139 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 416 147,627 SOLE * 147,627 0 0 ARKANSAS BEST CORP DEL COM 040790107 526 25,340 SOLE * 25,340 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 632 20,941 SOLE * 20,941 0 0 ARRAY BIOPHARMA INC COM 04269X105 115 37,800 SOLE * 37,800 0 0 ARRIS GROUP INC COM 04269Q100 5,634 552,905 SOLE * 552,905 0 0 ARROW ELECTRS INC COM 042735100 11,409 510,437 SOLE * 510,437 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 289 18,375 SOLE * 18,375 0 0 ARYX THERAPEUTICS INC COM 043387109 5 11,900 SOLE * 11,900 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 421 39,900 SOLE * 39,900 0 0 ASCENT MEDIA CORP COM SER A 043632108 844 33,395 SOLE * 33,395 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 607 82,779 SOLE * 82,779 0 0 ASHLAND INC NEW COM 044209104 3,646 78,544 SOLE * 78,544 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5,231 211,418 SOLE * 211,418 0 0 ASPENBIO PHARMA INC COM 45346103 17 17,741 SOLE * 17,741 0 0 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 811 27,382 SOLE * 27,382 0 0 ASSOCIATED BANC CORP COM 045487105 267 21,793 SOLE * 21,793 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 414 32,000 SOLE * 32,000 0 0 ASSURANT INC COM 04621X108 2,235 64,400 SOLE * 64,400 0 0 ASTEC INDS INC COM 046224101 1,659 59,818 SOLE * 59,818 0 0 AT&T INC COM 00206R102 9,470 391,466 SOLE * 391,466 0 0 ATC TECHNOLOGY CORP COM 00211W104 273 16,900 SOLE * 16,900 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 15,843 575,247 SOLE * 575,247 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,426 51,073 SOLE * 51,073 0 0 ATMEL CORP COM 049513104 2,623 546,500 SOLE * 546,500 0 0 ATMI INC COM 00207R101 242 16,544 SOLE * 16,544 0 0 ATMOS ENERGY CORP COM 049560105 2,713 100,343 SOLE * 100,343 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 618 69,545 SOLE * 69,545 0 0 AUTODESK INC COM 052769106 3,739 153,493 SOLE * 153,493 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 399 9,916 SOLE * 9,916 0 0 AUTOZONE INC COM 053332102 15,039 77,834 SOLE * 77,834 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 804 34,215 SOLE * 34,215 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,402 66,611 SOLE * 66,611 0 0 AVALONBAY CMNTYS INC COM 053484101 17,163 183,812 SOLE * 183,812 0 0 AVATAR HLDGS INC COM 053494100 293 15,300 SOLE * 15,300 0 0 AVIAT NETWORKS INC COM 05366Y102 281 77,327 SOLE * 77,327 0 0 AVNET INC COM 053807103 8,158 338,364 SOLE * 338,364 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 6,402 215,424 SOLE * 215,424 0 0 AXT INC COM 00246W103 116 25,700 SOLE * 25,700 0 0 B & G FOODS INC NEW CL A 05508R106 2,188 202,978 SOLE * 202,978 0 0 BAIDU INC SPON ADR REP A 056752108 14,689 215,752 SOLE * 215,752 0 0 BAKER HUGHES INC COM 057224107 579 13,934 SOLE * 13,934 0 0 BAKER MICHAEL CORP COM 057149106 788 22,600 SOLE * 22,600 0 0 BALL CORP COM 058498106 11,351 214,868 SOLE * 214,868 0 0 BALLY TECHNOLOGIES INC COM 05874B107 6,452 199,194 SOLE * 199,194 0 0 BANCFIRST CORP COM 05945F103 473 12,967 SOLE * 12,967 0 0 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 112 10,878 SOLE * 10,878 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,259 394,631 SOLE * 394,631 0 0 BANCO MACRO SA SPON ADR B 05961W105 416 14,126 SOLE * 14,126 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 855 82,800 SOLE * 82,800 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 1,424 28,400 SOLE * 28,400 0 0 BANCORPSOUTH INC COM 059692103 2,799 156,571 SOLE * 156,571 0 0 BANK MONTREAL QUE COM 063671101 634 11,683 SOLE * 11,683 0 0 BANK NOVA SCOTIA HALIFAX COM 64149107 328 7,119 SOLE * 7,119 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 63,201 2,559,757 SOLE * 2,559,757 0 0 BANK OF THE OZARKS INC COM 063904106 1,543 43,508 SOLE * 43,508 0 0 BANKFINANCIAL CORP COM 06643P104 174 20,900 SOLE * 20,900 0 0 BANNER CORP COM 06652V109 419 211,558 SOLE * 211,558 0 0 BARD C R INC COM 067383109 10,811 139,445 SOLE * 139,445 0 0 BARRETT BILL CORP COM 06846N104 5,608 182,267 SOLE * 182,267 0 0 BARRICK GOLD CORP COM 067901108 8,093 178,216 SOLE * 178,216 0 0 BAXTER INTL INC COM 071813109 41,656 1,025,017 SOLE * 1,025,017 0 0 BAYTEX ENERGY TR TRUST UNIT 073176109 514 17,154 SOLE * 17,154 0 0 BECKMAN COULTER INC COM 075811109 941 15,600 SOLE * 15,600 0 0 BECTON DICKINSON & CO COM 075887109 3,229 47,755 SOLE * 47,755 0 0 BED BATH & BEYOND INC COM 075896100 792 21,360 SOLE * 21,360 0 0 BELO CORP COM SER A 080555105 176 30,860 SOLE * 30,860 0 0 BEMIS INC COM 081437105 991 36,700 SOLE * 36,700 0 0 BENCHMARK ELECTRS INC COM 08160H101 466 29,399 SOLE * 29,399 0 0 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 264 26,762 SOLE * 26,762 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 197 10,100 SOLE * 10,100 0 0 BGC PARTNERS INC CL A 05541T101 1,120 219,012 SOLE * 219,012 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 684 13,288 SOLE * 13,288 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 599 45,610 SOLE * 45,610 0 0 BIG LOTS INC COM 089302103 3,787 118,000 SOLE * 118,000 0 0 BIGBAND NETWORKS INC COM 089750509 703 232,913 SOLE * 232,913 0 0 BIO RAD LABS INC CL A 090572207 434 5,019 SOLE * 5,019 0 0 BIOCRYST PHARMACEUTICALS COM 09058V103 78 13,281 SOLE * 13,281 0 0 BIOGEN IDEC INC COM 09062X103 25,706 541,754 SOLE * 541,754 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,244 65,612 SOLE * 65,612 0 0 BLACKROCK INC COM 09247X101 24,768 172,717 SOLE * 172,717 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 158 16,521 SOLE * 16,521 0 0 BLOCK H & R INC COM 093671105 46,307 2,951,379 SOLE * 2,951,379 0 0 BLOUNT INTL INC NEW COM 095180105 2,501 243,460 SOLE * 243,460 0 0 BMC SOFTWARE INC COM 055921100 6,464 186,672 SOLE * 186,672 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 3,570 118,661 SOLE * 118,661 0 0 BON-TON STORES INC COM 09776J101 344 35,300 SOLE * 35,300 0 0 BOOTS & COOTS INC COM NEW 099469504 180 60,864 SOLE * 60,864 0 0 BORGWARNER INC COM 099724106 665 17,805 SOLE * 17,805 0 0 BOSTON BEER INC CL A 100557107 232 3,432 SOLE * 3,432 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 271 42,121 SOLE * 42,121 0 0 BOSTON PROPERTIES INC COM 101121101 6,572 92,122 SOLE * 92,122 0 0 BOTTOMLINE TECH DEL INC COM 101388106 1,650 126,663 SOLE * 126,663 0 0 BOVIE MEDICAL CORP COM 10211F100 51 17,143 SOLE * 17,143 0 0 BOWNE & CO INC COM 103043105 300 26,700 SOLE * 26,700 0 0 BOYD GAMING CORP COM 103304101 799 94,044 SOLE * 94,044 0 0 BP PLC SPONSORED ADR 055622104 378 13,076 SOLE * 13,076 0 0 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 3,025 33,935 SOLE * 33,935 0 0 BRASIL TELECOM SA SPONS ADR PFD 10553M101 547 27,558 SOLE * 27,558 0 0 BRE PROPERTIES INC CL A 5.564E+109 696 18,846 SOLE * 18,846 0 0 BRIDGEPOINT ED INC COM 10807M105 1,577 99,769 SOLE * 99,769 0 0 BRIGGS & STRATTON CORP COM 109043109 323 19,000 SOLE * 19,000 0 0 BRINKER INTL INC COM 109641100 153 10,611 SOLE * 10,611 0 0 BRINKS CO COM 109696104 463 24,370 SOLE * 24,370 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 1,626 65,183 SOLE * 65,183 0 0 BRISTOW GROUP INC COM 110394103 1,252 42,570 SOLE * 42,570 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 917 103,234 SOLE * 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SOLE * 53,255 0 0 DUOYUAN GLOBAL WTR INC SPONSORED ADR 266043108 592 33,644 SOLE * 33,644 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 3,249 132,318 SOLE * 132,318 0 0 DURECT CORP COM 266605104 44 18,043 SOLE * 18,043 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 438 27,997 SOLE * 27,997 0 0 DYAX CORP COM 26746E103 45 19,792 SOLE * 19,792 0 0 DYCOM INDS INC COM 267475101 741 86,668 SOLE * 86,668 0 0 DYNAMEX INC COM 26784F103 556 45,540 SOLE * 45,540 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 23 12,200 SOLE * 12,200 0 0 DYNCORP INTL INC CL A 26817C101 270 15,400 SOLE * 15,400 0 0 DYNEGY INC DEL COM 26817G300 166 43,112 SOLE * 43,112 0 0 DYNEX CAP INC COM NEW 26817Q506 633 68,513 SOLE * 68,513 0 0 EARTHLINK INC COM 270321102 6,219 781,274 SOLE * 781,274 0 0 EAST WEST BANCORP INC COM 27579R104 195 12,814 SOLE * 12,814 0 0 EASTGROUP PPTY INC COM 277276101 1,574 44,236 SOLE * 44,236 0 0 EASTMAN CHEM CO COM 277432100 11,176 209,444 SOLE * 209,444 0 0 EASTMAN KODAK CO COM 277461109 163 37,670 SOLE * 37,670 0 0 EATON VANCE CORP COM NON VTG 278265103 266 9,649 SOLE * 9,649 0 0 ECHOSTAR CORP CL A 278768106 388 20,310 SOLE * 20,310 0 0 EDUCATION MGMT CORP NEW COM 28140M103 982 64,379 SOLE * 64,379 0 0 EHEALTH INC COM 28238P109 466 40,987 SOLE * 40,987 0 0 EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 1,214 42,345 SOLE * 42,345 0 0 ELAN PLC ADR 284131208 2,557 568,328 SOLE * 568,328 0 0 ELECTRO RENT CORP COM 285218103 156 12,200 SOLE * 12,200 0 0 ELECTRONIC ARTS INC COM 285512109 16,396 1,138,595 SOLE * 1,138,595 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 835 85,673 SOLE * 85,673 0 0 ELLIS PERRY INTL INC COM 288853104 1,304 64,564 SOLE * 64,564 0 0 EMCOR GROUP INC COM 29084Q100 5,437 234,648 SOLE * 234,648 0 0 EMCORE CORP COM 290846104 111 124,574 SOLE * 124,574 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 643 13,113 SOLE * 13,113 0 0 EMERSON ELEC CO COM 291011104 318 7,272 SOLE * 7,272 0 0 EMPLOYERS HOLDINGS INC COM 292218104 443 30,074 SOLE * 30,074 0 0 EMS 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14,500 0 0 ENI S P A SPONSORED ADR 26874R108 3,045 83,305 SOLE * 83,305 0 0 ENPRO INDS INC COM 29355X107 1,128 40,066 SOLE * 40,066 0 0 ENSCO PLC SPONSORED ADR 29358Q109 8,419 214,336 SOLE * 214,336 0 0 ENSIGN GROUP INC COM 29358P101 256 15,474 SOLE * 15,474 0 0 ENTEGRIS INC COM 29362U104 1,073 270,216 SOLE * 270,216 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 962 109,109 SOLE * 109,109 0 0 ENTERGY CORP NEW COM 29364G103 891 12,444 SOLE * 12,444 0 0 ENTERPRISE GP HLDGS L P UNIT LP INT 293716106 1,351 28,481 SOLE * 28,481 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 590 16,672 SOLE * 16,672 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1,302 34,197 SOLE * 34,197 0 0 ENZON PHARMACEUTICALS INC COM 293904108 5,305 498,141 SOLE * 498,141 0 0 EOG RES INC COM 26875P101 249 2,527 SOLE * 2,527 0 0 EPIQ SYS INC COM 26882D109 1,622 125,401 SOLE * 125,401 0 0 EQT CORP COM 26884L109 312 8,631 SOLE * 8,631 0 0 EQUIFAX INC COM 294429105 465 16,571 SOLE * 16,571 0 0 EQUINIX INC COM NEW 29444U502 5,986 73,707 SOLE * 73,707 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,978 82,482 SOLE * 82,482 0 0 EQUITY ONE COM 294752100 558 35,746 SOLE * 35,746 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5,212 125,164 SOLE * 125,164 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 524 66,500 SOLE * 66,500 0 0 ESSEX PPTY TR INC COM 297178105 7,412 75,989 SOLE * 75,989 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 2,524 53,198 SOLE * 53,198 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 303 21,708 SOLE * 21,708 0 0 EURONET WORLDWIDE INC COM 298736109 166 13,009 SOLE * 13,009 0 0 EUROSEAS LTD COM NEW Y23592200 112 31,439 SOLE * 31,439 0 0 EV3 INC COM 26928A200 360 16,056 SOLE * 16,056 0 0 EVEREST RE GROUP LTD COM G3223R108 21,019 297,215 SOLE * 297,215 0 0 EVERGREEN ENERGY INC COM 30024B104 3 32,800 SOLE * 32,800 0 0 EXAR CORP COM 300645108 299 43,207 SOLE * 43,207 0 0 EXCO RESOURCES INC COM 269279402 1,467 100,400 SOLE * 100,400 0 0 EXELIXIS INC COM 30161Q104 357 102,786 SOLE * 102,786 0 0 EXELON CORP COM 30161N101 10,368 273,045 SOLE * 273,045 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 574 110,305 SOLE * 110,305 0 0 EXLSERVICE HOLDINGS INC COM 302081104 288 16,816 SOLE * 16,816 0 0 EXPEDIA INC DEL COM 30212P105 2,837 151,091 SOLE * 151,091 0 0 EXPEDITORS INTL WASH INC COM 302130109 4,132 119,747 SOLE * 119,747 0 0 EXPONENT INC COM 30214U102 613 18,740 SOLE * 18,740 0 0 EXPRESS SCRIPTS INC COM 302182100 21,849 464,680 SOLE * 464,680 0 0 EXTERRAN HLDGS INC COM 30225X103 2,729 105,740 SOLE * 105,740 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1,034 74,395 SOLE * 74,395 0 0 EXTREME NETWORKS INC COM 30226D106 180 66,700 SOLE * 66,700 0 0 EXXON MOBIL CORP COM 30231G102 144,728 2,535,972 SOLE * 2,535,972 0 0 EZCORP INC CL A NON VTG 302301106 1,233 66,462 SOLE * 66,462 0 0 FACTSET RESH SYS INC COM 303075105 1,625 24,264 SOLE * 24,264 0 0 FAMILY DLR STORES INC COM 307000109 71,048 1,885,065 SOLE * 1,885,065 0 0 FARO TECHNOLOGIES INC COM 311642102 714 38,173 SOLE * 38,173 0 0 FBR 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UNIT LTD PART 315293100 1,204 52,445 SOLE * 52,445 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 471 36,253 SOLE * 36,253 0 0 FIFTH STREET FINANCE CORP COM 31678A103 938 85,064 SOLE * 85,064 0 0 FIFTH THIRD BANCORP COM 316773100 2,287 186,105 SOLE * 186,105 0 0 FINISH LINE INC CL A 317923100 4,359 312,909 SOLE * 312,909 0 0 FIRST AMERN FINL CORP COM 31847R102 292 23,022 SOLE * 23,022 0 0 FIRST BANCORP P R COM 318672102 160 300,764 SOLE * 300,764 0 0 FIRST BUSEY CORP COM 319383105 56 12,300 SOLE * 12,300 0 0 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 28 10,400 SOLE * 10,400 0 0 FIRST CASH FINL SVCS INC COM 31942D107 598 27,408 SOLE * 27,408 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 375 25,554 SOLE * 25,554 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 430 81,905 SOLE * 81,905 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,058 5,500 SOLE * 5,500 0 0 FIRST FINL BANCORP OH COM 320209109 1,086 72,633 SOLE * 72,633 0 0 FIRST FINL BANKSHARES COM 32020R109 752 15,646 SOLE * 15,646 0 0 FIRST FINL CORP IND COM 320218100 325 12,598 SOLE * 12,598 0 0 FIRST HORIZON NATL CORP COM 320517105 7,719 674,146 SOLE * 674,146 0 0 FIRST MARBLEHEAD CORP COM 320771108 50 21,450 SOLE * 21,450 0 0 FIRST MERCHANTS CORP COM 320817109 216 25,481 SOLE * 25,481 0 0 FIRST MERCURY FINANCIAL CORP COM 320841109 452 42,700 SOLE * 42,700 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1,559 124,452 SOLE * 124,452 0 0 FIRSTMERIT CORP COM 337915102 3,021 176,339 SOLE * 176,339 0 0 FLAGSTAR BANCORP INC COM NEW 337930507 62 19,887 SOLE * 19,887 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 2,687 479,802 SOLE * 479,802 0 0 FLIR SYS INC COM 302445101 582 20,006 SOLE * 20,006 0 0 FLOWERS FOODS INC COM 343498101 7,080 289,822 SOLE * 289,822 0 0 FLOWSERVE CORP COM 34354P105 3,125 36,856 SOLE * 36,856 0 0 FLUOR CORP NEW COM 343412102 2,815 66,247 SOLE * 66,247 0 0 FLUSHING FINL CORP COM 343873105 323 26,382 SOLE * 26,382 0 0 FMC TECHNOLOGIES INC COM 30249U101 7,207 136,856 SOLE * 136,856 0 0 FNB CORP PA COM 302520101 325 40,432 SOLE * 40,432 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,140 72,767 SOLE * 72,767 0 0 FORCE PROTECTION INC COM NEW 345203202 366 89,337 SOLE * 89,337 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 93,755 9,301,059 SOLE * 9,301,059 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 864 76,341 SOLE * 76,341 0 0 FORESTAR GROUP INC COM 346233109 255 14,200 SOLE * 14,200 0 0 FORMFACTOR INC COM 346375108 926 85,721 SOLE * 85,721 0 0 FORRESTER RESH INC COM 346563109 1,015 33,563 SOLE * 33,563 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 46 16,152 SOLE * 16,152 0 0 FORTUNE BRANDS INC COM 349631101 1,027 26,222 SOLE * 26,222 0 0 FORWARD AIR CORP COM 349853101 252 9,232 SOLE * 9,232 0 0 FOSSIL INC COM 349882100 226 6,500 SOLE * 6,500 0 0 FOSTER WHEELER AG COM H27178104 3,821 181,445 SOLE * 181,445 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 434 25,050 SOLE * 25,050 0 0 FRANKLIN RES INC COM 354613101 12,211 141,675 SOLE * 141,675 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 712 60,219 SOLE * 60,219 0 0 FREDS INC CL A 356108100 178 16,119 SOLE * 16,119 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 28,791 486,904 SOLE * 486,904 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 1,102 54,452 SOLE * 54,452 0 0 FRONTEER GOLD INC COM 359032109 342 57,366 SOLE * 57,366 0 0 FRONTIER OIL CORP COM 35914P105 1,148 85,367 SOLE * 85,367 0 0 FRONTLINE LTD SHS G3682E127 471 16,488 SOLE * 16,488 0 0 FUELCELL ENERGY INC COM 35952H106 66 55,749 SOLE * 55,749 0 0 FULLER H B CO COM 359694106 378 19,900 SOLE * 19,900 0 0 FULTON FINL CORP PA COM 360271100 1,074 111,359 SOLE * 111,359 0 0 FURNITURE BRANDS INTL INC COM 360921100 127 24,266 SOLE * 24,266 0 0 FUSHI COPPERWELD INC COM 36113E107 449 54,892 SOLE * 54,892 0 0 FX ENERGY INC COM 302695101 106 29,204 SOLE * 29,204 0 0 GAMCO INVESTORS INC COM 361438104 383 10,300 SOLE * 10,300 0 0 GAMESTOP CORP NEW CL A 36467W109 14,460 769,567 SOLE * 769,567 0 0 GARTNER INC COM 366651107 3,550 152,695 SOLE * 152,695 0 0 GAYLORD ENTMT CO NEW COM 367905106 636 28,800 SOLE * 28,800 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 2,866 107,515 SOLE * 107,515 0 0 GENERAL DYNAMICS CORP COM 369550108 37,832 646,029 SOLE * 646,029 0 0 GENERAL ELECTRIC CO COM 369604103 36,788 2,551,169 SOLE * 2,551,169 0 0 GENERAL GROWTH PPTYS INC COM 370021107 1,048 79,025 SOLE * 79,025 0 0 GENERAL MLS INC COM 370334104 16,246 457,374 SOLE * 457,374 0 0 GENESCO INC COM 371532102 2,601 98,851 SOLE * 98,851 0 0 GENESEE & WYO INC CL A 371559105 1,598 42,839 SOLE * 42,839 0 0 GENOMIC HEALTH INC COM 37244C101 158 12,189 SOLE * 12,189 0 0 GENOPTIX INC COM 37243V100 179 10,444 SOLE * 10,444 0 0 GENTEX CORP COM 371901109 411 22,883 SOLE * 22,883 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 1,773 65,622 SOLE * 65,622 0 0 GENUINE PARTS CO COM 372460105 982 24,900 SOLE * 24,900 0 0 GENWORTH FINL INC COM CL A 37247D106 12,854 983,435 SOLE * 983,435 0 0 GEOEYE INC COM 37250W108 1,603 51,477 SOLE * 51,477 0 0 GEORESOURCES INC COM 372476101 149 10,713 SOLE * 10,713 0 0 GERDAU S A SPONSORED ADR 373737105 384 29,139 SOLE * 29,139 0 0 GETTY RLTY CORP NEW COM 374297109 1,972 87,961 SOLE * 87,961 0 0 GFI GROUP INC COM 361652209 1,399 250,857 SOLE * 250,857 0 0 GIBRALTAR INDS INC COM 374689107 509 50,337 SOLE * 50,337 0 0 GIGAMEDIA LTD ORD Y2711Y104 93 39,034 SOLE * 39,034 0 0 GILDAN ACTIVEWEAR INC COM 375916103 408 14,258 SOLE * 14,258 0 0 GILEAD SCIENCES INC COM 375558103 14,998 437,506 SOLE * 437,506 0 0 GLACIER BANCORP INC NEW COM 37637Q105 959 65,357 SOLE * 65,357 0 0 GLADSTONE CAPITAL CORP COM 376535100 524 48,500 SOLE * 48,500 0 0 GLADSTONE COML CORP COM 376536108 520 31,811 SOLE * 31,811 0 0 GLATFELTER COM 377316104 360 33,151 SOLE * 33,151 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 1,254 173,853 SOLE * 173,853 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 578 54,688 SOLE * 54,688 0 0 GLOBAL PARTNERS LP COM UNITS 37946R109 600 26,700 SOLE * 26,700 0 0 GLOBAL PMTS INC COM 37940X102 6,610 180,900 SOLE * 180,900 0 0 GLOBAL SOURCES LTD ORD G39300101 162 20,639 SOLE * 20,639 0 0 GLOBE SPECIALTY METALS INC COM 37954N206 123 11,900 SOLE * 11,900 0 0 GLOBECOMM SYSTEMS INC COM 37956X103 160 19,437 SOLE * 19,437 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 941 70,400 SOLE * 70,400 0 0 GOODRICH PETE CORP COM NEW 382410405 121 10,048 SOLE * 10,048 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2,454 246,852 SOLE * 246,852 0 0 GRACE W R & CO DEL NEW COM 38388F108 2,127 101,107 SOLE * 101,107 0 0 GRAFTECH INTL LTD COM 384313102 5,124 350,483 SOLE * 350,483 0 0 GRAN TIERRA ENERGY INC COM 38500T101 287 57,942 SOLE * 57,942 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 396 125,792 SOLE * 125,792 0 0 GRAY TELEVISION INC COM 389375106 45 18,700 SOLE * 18,700 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 584 97,324 SOLE * 97,324 0 0 GREATBATCH INC COM 39153L106 814 36,481 SOLE * 36,481 0 0 GRIFFON CORP COM 398433102 209 18,900 SOLE * 18,900 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 424 18,000 SOLE * 18,000 0 0 GUESS INC COM 401617105 1,119 35,821 SOLE * 35,821 0 0 GYMBOREE CORP COM 403777105 1,840 43,071 SOLE * 43,071 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 93 12,452 SOLE * 12,452 0 0 HACKETT GROUP INC COM 404609109 84 30,019 SOLE * 30,019 0 0 HAEMONETICS CORP COM 405024100 497 9,268 SOLE * 9,268 0 0 HALLIBURTON CO COM 406216101 1,246 50,758 SOLE * 50,758 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 478 48,021 SOLE * 48,021 0 0 HANCOCK HLDG CO COM 410120109 413 12,386 SOLE * 12,386 0 0 HANESBRANDS INC COM 410345102 318 13,200 SOLE * 13,200 0 0 HANMI FINL CORP COM 410495105 58 45,613 SOLE * 45,613 0 0 HANSEN NAT CORP COM 411310105 1,854 47,401 SOLE * 47,401 0 0 HARBIN ELECTRIC INC COM 41145W109 691 41,496 SOLE * 41,496 0 0 HARLEY DAVIDSON INC COM 412822108 9,620 432,749 SOLE * 432,749 0 0 HARLEYSVILLE GROUP INC COM 412824104 271 8,738 SOLE * 8,738 0 0 HARMONIC INC COM 413160102 622 114,325 SOLE * 114,325 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 606 57,300 SOLE * 57,300 0 0 HARTE-HANKS INC COM 416196103 177 16,928 SOLE * 16,928 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2,095 94,657 SOLE * 94,657 0 0 HAVERTY FURNITURE INC COM 419596101 745 60,669 SOLE * 60,669 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 542 17,575 SOLE * 17,575 0 0 HCC INS HLDGS INC COM 404132102 15,477 625,078 SOLE * 625,078 0 0 HCP INC COM 40414L109 7,989 247,711 SOLE * 247,711 0 0 HEALTH CARE REIT INC COM 42217K106 11,791 279,957 SOLE * 279,957 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 6,263 806,066 SOLE * 806,066 0 0 HEALTH NET INC COM 42222G108 2,565 105,281 SOLE * 105,281 0 0 HEALTHCARE RLTY TR COM 421946104 650 29,575 SOLE * 29,575 0 0 HEALTHSOUTH CORP COM NEW 421924309 5,790 309,484 SOLE * 309,484 0 0 HEALTHSPRING INC COM 42224N101 341 22,000 SOLE * 22,000 0 0 HEALTHWAYS INC COM 422245100 214 17,946 SOLE * 17,946 0 0 HEARTLAND EXPRESS INC COM 422347104 7,239 498,562 SOLE * 498,562 0 0 HECKMANN CORP COM 422680108 1,127 242,854 SOLE * 242,854 0 0 HECLA MNG CO COM 422704106 55 10,500 SOLE 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COM 40425J101 311 5,741 SOLE * 5,741 0 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 465 10,608 SOLE * 10,608 0 0 HOLOGIC INC COM 436440101 3,767 270,424 SOLE * 270,424 0 0 HOME BANCSHARES INC COM 436893200 345 15,150 SOLE * 15,150 0 0 HOME DEPOT INC COM 437076102 5,200 185,257 SOLE * 185,257 0 0 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 326 8,342 SOLE * 8,342 0 0 HOME PROPERTIES INC COM 437306103 2,353 52,210 SOLE * 52,210 0 0 HOOKER FURNITURE CORP COM 439038100 224 21,024 SOLE * 21,024 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 2,258 147,603 SOLE * 147,603 0 0 HORSEHEAD HLDG CORP COM 440694305 1,544 204,254 SOLE * 204,254 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,199 199,006 SOLE * 199,006 0 0 HOT TOPIC INC COM 441339108 496 97,606 SOLE * 97,606 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 112 30,568 SOLE * 30,568 0 0 HQ SUSTAINABLE MARITIM IND I COM NEW 40426A208 210 41,850 SOLE * 41,850 0 0 HSN INC COM 404303109 278 11,600 SOLE * 11,600 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 1,401 59,520 SOLE * 59,520 0 0 HUBBELL INC CL B 443510201 1,944 48,979 SOLE * 48,979 0 0 HUMAN GENOME SCIENCES INC COM 444903108 2,087 92,122 SOLE * 92,122 0 0 HUNT J B TRANS SVCS INC COM 445658107 25,299 774,391 SOLE * 774,391 0 0 HUNTINGTON BANCSHARES INC COM 446150104 196 35,405 SOLE * 35,405 0 0 HURCO COMPANIES INC COM 447324104 296 19,962 SOLE * 19,962 0 0 HYATT HOTELS CORP COM CL A 448579102 6,049 163,100 SOLE * 163,100 0 0 HYPERCOM CORP COM 44913M105 142 30,500 SOLE * 30,500 0 0 IAMGOLD CORP COM 450913108 204 11,550 SOLE * 11,550 0 0 IBERIABANK CORP COM 450828108 256 4,977 SOLE * 4,977 0 0 ICF INTL INC COM 44925C103 209 8,718 SOLE * 8,718 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 1,573 54,475 SOLE * 54,475 0 0 ICONIX BRAND GROUP INC COM 451055107 712 49,508 SOLE * 49,508 0 0 IDACORP INC COM 451107106 213 6,384 SOLE * 6,384 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 71 14,200 SOLE * 14,200 0 0 IHS INC CL A 451734107 221 3,782 SOLE * 3,782 0 0 ILLINOIS TOOL WKS INC COM 452308109 35,508 860,171 SOLE * 860,171 0 0 ILLUMINA INC COM 452327109 8,920 204,919 SOLE * 204,919 0 0 IMATION CORP COM 45245A107 652 70,925 SOLE * 70,925 0 0 IMAX CORP COM 45245E109 8,256 565,421 SOLE * 565,421 0 0 IMMERSION CORP COM 452521107 194 38,300 SOLE * 38,300 0 0 IMMUCOR INC COM 452526106 3,056 160,424 SOLE * 160,424 0 0 IMMUNOGEN INC COM 45253H101 116 12,500 SOLE * 12,500 0 0 IMPAX LABORATORIES INC COM 45256B101 2,563 134,439 SOLE * 134,439 0 0 INCYTE CORP COM 45337C102 12,730 1,149,969 SOLE * 1,149,969 0 0 INDEPENDENT BANK CORP MASS COM 453836108 227 9,206 SOLE * 9,206 0 0 INERGY HLDGS L P COM 45661Q107 1,189 45,000 SOLE * 45,000 0 0 INFINERA CORPORATION COM 45667G103 590 91,743 SOLE * 91,743 0 0 INFOGROUP INC COM 45670G108 345 43,290 SOLE * 43,290 0 0 INFOSPACE INC COM PAR $.0001 45678T300 153 20,427 SOLE * 20,427 0 0 INGRAM MICRO INC CL A 457153104 4,990 328,532 SOLE * 328,532 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 787 99,404 SOLE * 99,404 0 0 INNODATA ISOGEN INC COM NEW 457642205 103 40,092 SOLE * 40,092 0 0 INNOSPEC INC COM 45768S105 455 48,531 SOLE * 48,531 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1,628 123,655 SOLE * 123,655 0 0 INTEGRAL SYS INC MD COM 45810H107 176 27,731 SOLE * 27,731 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,074 216,938 SOLE * 216,938 0 0 INTEL CORP COM 458140100 45,357 2,332,003 SOLE * 2,332,003 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 229 13,805 SOLE * 13,805 0 0 INTERACTIVE DATA CORP COM 45840J107 2,210 66,200 SOLE * 66,200 0 0 INTERACTIVE INTELLIGENCE INC COM 45839M103 435 26,466 SOLE * 26,466 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 214 1,889 SOLE * 1,889 0 0 INTERLINE BRANDS INC COM 458743101 333 19,258 SOLE * 19,258 0 0 INTERMEC INC COM 458786100 114 11,100 SOLE * 11,100 0 0 INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 636 152,648 SOLE * 152,648 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 310 18,534 SOLE * 18,534 0 0 INTEROIL CORP COM 460951106 600 13,501 SOLE * 13,501 0 0 INTERPUBLIC GROUP COS INC COM 460690100 160 22,393 SOLE * 22,393 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 329 26,451 SOLE * 26,451 0 0 INTEVAC INC COM 461148108 493 46,180 SOLE * 46,180 0 0 INTL PAPER CO COM 460146103 10,611 468,912 SOLE * 468,912 0 0 INTREPID POTASH INC COM 46121Y102 1,937 99,001 SOLE * 99,001 0 0 INTUIT COM 461202103 5,577 160,396 SOLE * 160,396 0 0 INVACARE CORP COM 461203101 2,523 121,666 SOLE * 121,666 0 0 INVENTIV HEALTH INC COM 46122E105 678 26,487 SOLE * 26,487 0 0 INVESTORS BANCORP INC COM 46146P102 350 26,734 SOLE * 26,734 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,082 122,551 SOLE * 122,551 0 0 ION GEOPHYSICAL CORP COM 462044108 51 14,644 SOLE * 14,644 0 0 IPASS INC COM 46261V108 56 52,200 SOLE * 52,200 0 0 IPC THE HOSPITALIST CO INC COM 44984A105 223 8,906 SOLE * 8,906 0 0 IRIS INTL INC COM 46270W105 218 21,500 SOLE * 21,500 0 0 IROBOT CORP COM 462726100 194 10,332 SOLE * 10,332 0 0 ISHARES INC MSCI JAPAN 464286848 860 93,508 SOLE * 93,508 0 0 ISHARES SILVER TRUST CALL ISHARES 46428Q109 264 14,500 CALL SOLE * 14,500 0 0 ISHARES SILVER TRUST PUT ISHARES 46428Q109 331 18,200 PUT SOLE * 18,200 0 0 ISILON SYS INC COM 46432L104 835 65,004 SOLE * 65,004 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 699 75,504 SOLE * 75,504 0 0 ISTAR FINL INC COM 45031U101 442 99,000 SOLE * 99,000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4,839 268,695 SOLE * 268,695 0 0 ITT CORP NEW COM 450911102 3,239 72,100 SOLE * 72,100 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1,070 12,889 SOLE * 12,889 0 0 IXIA COM 45071R109 1,269 147,738 SOLE * 147,738 0 0 IXYS CORP COM 46600W106 256 28,934 SOLE * 28,934 0 0 J CREW GROUP INC COM 46612H402 23,893 649,070 SOLE * 649,070 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 2,812 128,743 SOLE * 128,743 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 383 82,292 SOLE * 82,292 0 0 JABIL CIRCUIT INC COM 466313103 4,184 314,630 SOLE * 314,630 0 0 JACK IN THE BOX INC COM 466367109 3,689 189,689 SOLE * 189,689 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 477 13,101 SOLE * 13,101 0 0 JAKKS PAC INC COM 47012E106 2,799 194,678 SOLE * 194,678 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 80 36,300 SOLE * 36,300 0 0 JAZZ PHARMACEUTICALS INC COM 472147107 265 33,752 SOLE * 33,752 0 0 JDA SOFTWARE GROUP INC COM 46612K108 631 28,699 SOLE * 28,699 0 0 JEFFERIES GROUP INC NEW COM 472319102 1,005 47,703 SOLE * 47,703 0 0 JETBLUE AIRWAYS CORP COM 477143101 1,530 278,561 SOLE * 278,561 0 0 JINPAN INTL LTD ORD G5138L100 267 17,587 SOLE * 17,587 0 0 JO-ANN STORES INC COM 47758P307 4,284 114,200 SOLE * 114,200 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 192 12,600 SOLE * 12,600 0 0 JOHNSON & JOHNSON COM 478160104 1,914 32,400 SOLE * 32,400 0 0 JOHNSON CTLS INC COM 478366107 813 30,256 SOLE * 30,256 0 0 JOS A BANK CLOTHIERS INC COM 480838101 1,115 20,659 SOLE * 20,659 0 0 JOY GLOBAL INC COM 481165108 20,628 411,811 SOLE * 411,811 0 0 JPMORGAN CHASE & CO COM 46625H100 137,383 3,752,628 SOLE * 3,752,628 0 0 JUNIPER NETWORKS INC COM 48203R104 3,525 154,468 SOLE * 154,468 0 0 K V PHARMACEUTICAL CO CL A 482740206 32 37,955 SOLE * 37,955 0 0 KADANT INC COM 48282T104 222 12,733 SOLE * 12,733 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 6,011 165,358 SOLE * 165,358 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 665 59,637 SOLE * 59,637 0 0 KAR AUCTION SVCS INC COM 48238T109 143 11,600 SOLE * 11,600 0 0 KAYDON CORP COM 486587108 959 29,162 SOLE * 29,162 0 0 KB HOME COM 48666K109 2,256 205,105 SOLE * 205,105 0 0 KBW INC COM 482423100 766 35,723 SOLE * 35,723 0 0 KEARNY FINL CORP COM 487169104 293 31,913 SOLE * 31,913 0 0 KENEXA CORP COM 488879107 181 15,043 SOLE * 15,043 0 0 KENSEY NASH CORP COM 490057106 938 39,536 SOLE * 39,536 0 0 KEYCORP NEW COM 493267108 4,431 576,203 SOLE * 576,203 0 0 KIMBALL INTL INC CL B 494274103 177 32,018 SOLE * 32,018 0 0 KIMBERLY CLARK CORP COM 494368103 8,122 133,965 SOLE * 133,965 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 3,854 59,245 SOLE * 59,245 0 0 KINDRED HEALTHCARE INC COM 494580103 977 76,109 SOLE * 76,109 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 712 19,509 SOLE * 19,509 0 0 KING PHARMACEUTICALS INC COM 495582108 3,637 479,282 SOLE * 479,282 0 0 KINROSS GOLD CORP COM NO PAR 496902404 13,718 802,695 SOLE * 802,695 0 0 KIRBY CORP COM 497266106 249 6,500 SOLE * 6,500 0 0 KLA-TENCOR CORP COM 482480100 2,846 102,104 SOLE * 102,104 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 6,035 437,688 SOLE * 437,688 0 0 KNOLL INC COM NEW 498904200 363 27,365 SOLE * 27,365 0 0 KNOLOGY INC COM 499183804 570 52,131 SOLE * 52,131 0 0 KNOT INC COM 499184109 380 48,900 SOLE * 48,900 0 0 KOHLBERG CAPITAL CORP COM 500233101 91 18,246 SOLE * 18,246 0 0 KOHLS CORP COM 500255104 37,772 795,208 SOLE * 795,208 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 236 7,901 SOLE * 7,901 0 0 KOPPERS HOLDINGS INC COM 50060P106 614 27,314 SOLE * 27,314 0 0 KORN FERRY INTL COM NEW 500643200 1,898 136,567 SOLE * 136,567 0 0 KROGER CO COM 501044101 58,413 2,966,647 SOLE * 2,966,647 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 8,387 118,400 SOLE * 118,400 0 0 LABRANCHE & CO INC COM 505447102 343 80,200 SOLE * 80,200 0 0 LACLEDE GROUP INC COM 505597104 613 18,505 SOLE * 18,505 0 0 LADISH INC COM NEW 505754200 333 14,615 SOLE * 14,615 0 0 LAKELAND BANCORP INC COM 511637100 161 18,809 SOLE * 18,809 0 0 LAKELAND FINL CORP COM 511656100 422 21,100 SOLE * 21,100 0 0 LAKES ENTMNT INC COM 51206P109 16 10,400 SOLE * 10,400 0 0 LANDEC CORP COM 514766104 319 54,218 SOLE * 54,218 0 0 LANDRYS RESTAURANTS INC COM 51508L103 396 16,170 SOLE * 16,170 0 0 LANDSTAR SYS INC COM 515098101 1,763 45,222 SOLE * 45,222 0 0 LAS VEGAS SANDS CORP COM 517834107 337 15,188 SOLE * 15,188 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 510 117,500 SOLE * 117,500 0 0 LAYNE CHRISTENSEN CO COM 521050104 393 16,174 SOLE * 16,174 0 0 LAZARD LTD SHS A G54050102 6,909 258,663 SOLE * 258,663 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 567 43,700 SOLE * 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SOLE * 355,811 0 0 LIMELIGHT NETWORKS INC COM 53261M104 87 19,666 SOLE * 19,666 0 0 LIMITED BRANDS INC COM 532716107 5,207 235,906 SOLE * 235,906 0 0 LINCOLN ELEC HLDGS INC COM 533900106 234 4,593 SOLE * 4,593 0 0 LINCOLN NATL CORP IND COM 534187109 6,232 256,564 SOLE * 256,564 0 0 LINEAR TECHNOLOGY CORP COM 535678106 25,814 928,217 SOLE * 928,217 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 467 66,851 SOLE * 66,851 0 0 LIQUIDITY SERVICES INC COM 53635B107 588 45,333 SOLE * 45,333 0 0 LITHIA MTRS INC CL A 536797103 75 12,082 SOLE * 12,082 0 0 LITTELFUSE INC COM 537008104 2,064 65,299 SOLE * 65,299 0 0 LOCKHEED MARTIN CORP COM 539830109 4,128 55,411 SOLE * 55,411 0 0 LOGMEIN INC COM 54142L109 249 9,500 SOLE * 9,500 0 0 LOOPNET INC COM 543524300 173 14,053 SOLE * 14,053 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 421 9,856 SOLE * 9,856 0 0 LORILLARD INC COM 544147101 32,069 445,527 SOLE * 445,527 0 0 LSB INDS INC COM 502160104 284 21,313 SOLE * 21,313 0 0 LSI CORPORATION COM 502161102 3,485 757,710 SOLE * 757,710 0 0 LTC PPTYS INC COM 502175102 680 28,031 SOLE * 28,031 0 0 LTX-CREDENCE CORP COM 502403108 877 310,121 SOLE * 310,121 0 0 LUBRIZOL CORP COM 549271104 6,105 76,019 SOLE * 76,019 0 0 LUBYS INC COM 549282101 81 20,910 SOLE * 20,910 0 0 LUFKIN INDS INC COM 549764108 681 17,481 SOLE * 17,481 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 296 12,713 SOLE * 12,713 0 0 LYDALL INC DEL COM 550819106 178 23,265 SOLE * 23,265 0 0 MACK CALI RLTY CORP COM 554489104 751 25,238 SOLE * 25,238 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 137 10,772 SOLE * 10,772 0 0 MACYS INC COM 55616P104 1,937 108,185 SOLE * 108,185 0 0 MADISON SQUARE GARDEN INC CL A 55826P100 845 42,958 SOLE * 42,958 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1,261 34,724 SOLE * 34,724 0 0 MAGMA DESIGN AUTOMATION COM 559181102 297 104,521 SOLE * 104,521 0 0 MAGNA INTL INC CL A 559222401 8,123 123,156 SOLE * 123,156 0 0 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 559776109 250 18,385 SOLE * 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153 14,100 SOLE * 14,100 0 0 MERITAGE HOMES CORP COM 59001A102 2,812 172,709 SOLE * 172,709 0 0 METLIFE INC COM 59156R108 35,321 935,408 SOLE * 935,408 0 0 METRO BANCORP INC PA COM 59161R101 320 25,900 SOLE * 25,900 0 0 METROPCS COMMUNICATIONS INC COM 591708102 573 69,979 SOLE * 69,979 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 114 30,500 SOLE * 30,500 0 0 MF GLOBAL HLDGS LTD COM 55277J108 9,813 1,718,559 SOLE * 1,718,559 0 0 MFA FINANCIAL INC COM 55272X102 4,216 569,728 SOLE * 569,728 0 0 MGE ENERGY INC COM 55277P104 291 8,085 SOLE * 8,085 0 0 MGIC INVT CORP WIS COM 552848103 243 35,169 SOLE * 35,169 0 0 MGM MIRAGE COM 552953101 1,076 111,545 SOLE * 111,545 0 0 MI DEVS INC CL A SUB VTG 55304X104 378 30,900 SOLE * 30,900 0 0 MICREL INC COM 594793101 2,553 250,794 SOLE * 250,794 0 0 MICROS SYS INC COM 594901100 915 28,713 SOLE * 28,713 0 0 MICROSEMI CORP COM 595137100 2,886 197,241 SOLE * 197,241 0 0 MICROSOFT CORP COM 594918104 155,335 6,750,740 SOLE * 6,750,740 0 0 MICROTUNE INC DEL COM 59514P109 38 17,900 SOLE * 17,900 0 0 MID-AMER APT CMNTYS INC COM 59522J103 8,781 170,595 SOLE * 170,595 0 0 MIDAS GROUP INC COM 595626102 317 41,400 SOLE * 41,400 0 0 MIDDLESEX WATER CO COM 596680108 509 32,105 SOLE * 32,105 0 0 MILLER HERMAN INC COM 600544100 1,797 95,228 SOLE * 95,228 0 0 MILLER PETE INC COM 600577100 93 16,200 SOLE * 16,200 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1,491 18,393 SOLE * 18,393 0 0 MILLIPORE CORP COM 601073109 15,339 143,823 SOLE * 143,823 0 0 MINERALS TECHNOLOGIES INC COM 603158106 4,007 84,286 SOLE * 84,286 0 0 MIPS TECHNOLOGIES INC COM 604567107 308 60,300 SOLE * 60,300 0 0 MIRANT CORP NEW COM 60467R100 2,525 239,115 SOLE * 239,115 0 0 MISSION WEST PPTYS INC COM 605203108 379 55,554 SOLE * 55,554 0 0 MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 283 87,328 SOLE * 87,328 0 0 MKS INSTRUMENT INC COM 55306N104 450 23,993 SOLE * 23,993 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,120 162,850 SOLE * 162,850 0 0 MODINE MFG CO COM 607828100 95 12,363 SOLE * 12,363 0 0 MOLINA HEALTHCARE INC COM 60855R100 982 34,098 SOLE * 34,098 0 0 MONARCH CASINO & RESORT INC COM 609027107 175 17,336 SOLE * 17,336 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 253 34,200 SOLE * 34,200 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 248 27,534 SOLE * 27,534 0 0 MONRO MUFFLER BRAKE INC COM 610236101 1,390 35,173 SOLE * 35,173 0 0 MONSANTO CO NEW COM 61166W101 3,729 80,690 SOLE * 80,690 0 0 MONSTER WORLDWIDE INC COM 611742107 961 82,518 SOLE * 82,518 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 4,787 320,587 SOLE * 320,587 0 0 MORGAN STANLEY COM NEW 617446448 30,820 1,327,890 SOLE * 1,327,890 0 0 MORNINGSTAR INC COM 617700109 277 6,508 SOLE * 6,508 0 0 MOSAIC CO COM 61945A107 18,615 477,557 SOLE * 477,557 0 0 MOVADO GROUP INC COM 624580106 589 55,204 SOLE * 55,204 0 0 MSC INDL DIRECT INC CL A 553530106 459 9,056 SOLE * 9,056 0 0 MSCI INC CL A 55354G100 13,675 499,064 SOLE * 499,064 0 0 MUELLER INDS INC COM 624756102 919 37,360 SOLE * 37,360 0 0 MULTIMEDIA GAMES INC COM 625453105 59 13,200 SOLE * 13,200 0 0 MURPHY OIL CORP COM 626717102 18,997 383,400 SOLE * 383,400 0 0 MVC CAPITAL INC COM 553829102 523 40,471 SOLE * 40,471 0 0 MYRIAD GENETICS INC COM 62855J104 5,271 352,579 SOLE * 352,579 0 0 MYRIAD PHARMACEUTICALS INC COM 62856H107 112 29,800 SOLE * 29,800 0 0 NABI BIOPHARMACEUTICALS COM 629519109 1,016 186,701 SOLE * 186,701 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1,342 76,178 SOLE * 76,178 0 0 NACCO INDS INC CL A 629579103 459 5,173 SOLE * 5,173 0 0 NALCO HOLDING COMPANY COM 62985Q101 349 17,080 SOLE * 17,080 0 0 NAM TAI ELECTRS INC COM PAR $0.02 629865205 201 48,908 SOLE * 48,908 0 0 NANOMETRICS INC COM 630077105 130 12,900 SOLE * 12,900 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 172 79,223 SOLE * 79,223 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 1,190 121,839 SOLE * 121,839 0 0 NATIONAL HEALTH INVS INC COM 63633D104 335 8,698 SOLE * 8,698 0 0 NATIONAL OILWELL VARCO INC COM 637071101 23,031 696,436 SOLE * 696,436 0 0 NATIONAL PRESTO INDS INC COM 637215104 883 9,506 SOLE * 9,506 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 1,682 78,464 SOLE * 78,464 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 12,681 942,129 SOLE * 942,129 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 7,000 195,692 SOLE * 195,692 0 0 NAVIGANT CONSULTING INC COM 63935N107 587 56,508 SOLE * 56,508 0 0 NAVIGATORS GROUP INC COM 638904102 239 5,811 SOLE * 5,811 0 0 NAVISTAR INTL CORP NEW COM 63934E108 7,071 143,716 SOLE * 143,716 0 0 NBT BANCORP INC COM 628778102 632 30,935 SOLE * 30,935 0 0 NEENAH PAPER INC COM 640079109 499 27,312 SOLE * 27,312 0 0 NEKTAR THERAPEUTICS COM 640268108 912 75,415 SOLE * 75,415 0 0 NESS TECHNOLOGIES INC COM 64104X108 58 13,555 SOLE * 13,555 0 0 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 247 26,293 SOLE * 26,293 0 0 NETAPP INC COM 64110D104 25,280 677,557 SOLE * 677,557 0 0 NETEASE COM INC SPONSORED ADR 64110W102 2,208 69,620 SOLE * 69,620 0 0 NETFLIX INC COM 64110L106 4,376 40,278 SOLE * 40,278 0 0 NETGEAR INC COM 64111Q104 442 24,776 SOLE * 24,776 0 0 NETSCOUT SYS INC COM 64115T104 186 13,105 SOLE * 13,105 0 0 NEUSTAR INC CL A 64126X201 5,708 276,834 SOLE * 276,834 0 0 NEUTRAL TANDEM INC COM 64128B108 2,643 234,914 SOLE * 234,914 0 0 NEW JERSEY RES COM 646025106 2,621 74,460 SOLE * 74,460 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 2,657 174,016 SOLE * 174,016 0 0 NEW YORK TIMES CO CL A 650111107 158 18,243 SOLE * 18,243 0 0 NEWMARKET CORP COM 651587107 1,493 17,094 SOLE * 17,094 0 0 NEWMONT MINING CORP COM 651639106 5,456 88,367 SOLE * 88,367 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 522 86,252 SOLE * 86,252 0 0 NEWPORT CORP COM 651824104 235 25,973 SOLE * 25,973 0 0 NEWS CORP CL A 65248E104 184 15,384 SOLE * 15,384 0 0 NEWSTAR FINANCIAL INC COM 65251F105 177 27,900 SOLE * 27,900 0 0 NEXEN INC COM 65334H102 3,886 197,563 SOLE * 197,563 0 0 NEXTERA ENERGY INC COM 65339F101 1,905 39,073 SOLE * 39,073 0 0 NGP CAP RES CO COM 62912R107 193 26,953 SOLE * 26,953 0 0 NIC INC COM 62914B100 276 43,176 SOLE * 43,176 0 0 NII HLDGS INC CL B NEW 62913F201 1,911 58,756 SOLE * 58,756 0 0 NIKE INC CL B 654106103 10,848 160,589 SOLE * 160,589 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 1,088 53,454 SOLE * 53,454 0 0 NISOURCE INC COM 65473P105 5,131 353,874 SOLE * 353,874 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 31,224 1,010,151 SOLE * 1,010,151 0 0 NOBLE ENERGY INC COM 655044105 4,296 71,209 SOLE * 71,209 0 0 NOKIA CORP SPONSORED ADR 654902204 8,538 1,047,574 SOLE * 1,047,574 0 0 NORDSON CORP COM 655663102 351 6,261 SOLE * 6,261 0 0 NORFOLK SOUTHERN CORP COM 655844108 2,597 48,953 SOLE * 48,953 0 0 NORTH AMERN ENERGY PARTNERS COM 656844107 161 18,200 SOLE * 18,200 0 0 NORTHERN TR CORP COM 665859104 48,277 1,033,769 SOLE * 1,033,769 0 0 NORTHGATE MINERALS CORP COM 666416102 58 19,365 SOLE * 19,365 0 0 NORTHROP GRUMMAN CORP COM 666807102 2,246 41,256 SOLE * 41,256 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 5,336 465,235 SOLE * 465,235 0 0 NORTHWEST PIPE CO COM 667746101 383 20,152 SOLE * 20,152 0 0 NORTHWESTERN CORP COM NEW 668074305 1,540 58,760 SOLE * 58,760 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 540 94,054 SOLE * 94,054 0 0 NOVELLUS SYS INC COM 670008101 2,723 107,380 SOLE * 107,380 0 0 NPS PHARMACEUTICALS INC COM 62936P103 876 136,056 SOLE * 136,056 0 0 NTELOS HLDGS CORP COM 67020Q107 351 20,406 SOLE * 20,406 0 0 NTT DOCOMO INC SPONS ADR 62942M201 1,416 93,901 SOLE * 93,901 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 673 27,006 SOLE * 27,006 0 0 NUCOR CORP COM 670346105 13,933 363,992 SOLE * 363,992 0 0 NVIDIA CORP COM 67066G104 266 26,027 SOLE * 26,027 0 0 NVR INC COM 62944T105 2,424 3,700 SOLE * 3,700 0 0 O CHARLEYS INC COM 670823103 404 76,373 SOLE * 76,373 0 0 O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 483 81,322 SOLE * 81,322 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 508 42,977 SOLE * 42,977 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3,022 39,173 SOLE * 39,173 0 0 OCEANEERING INTL INC COM 675232102 3,381 75,296 SOLE * 75,296 0 0 OCEANFIRST FINL CORP COM 675234108 225 18,600 SOLE * 18,600 0 0 OCWEN FINL CORP COM NEW 675746309 605 59,363 SOLE * 59,363 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 2,061 77,117 SOLE * 77,117 0 0 OFFICE DEPOT INC COM 676220106 539 133,324 SOLE * 133,324 0 0 OFFICEMAX INC DEL COM 67622P101 169 12,951 SOLE * 12,951 0 0 OIL STS INTL INC COM 678026105 308 7,793 SOLE * 7,793 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3,118 88,730 SOLE * 88,730 0 0 OLD NATL BANCORP IND COM 680033107 772 74,523 SOLE * 74,523 0 0 OLD REP INTL CORP COM 680223104 6,243 514,636 SOLE * 514,636 0 0 OM GROUP INC COM 670872100 3,908 163,791 SOLE * 163,791 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 484 24,271 SOLE * 24,271 0 0 OMEGA PROTEIN CORP COM 68210P107 52 12,900 SOLE * 12,900 0 0 OMNICARE INC COM 681904108 233 9,837 SOLE * 9,837 0 0 OMNICELL INC COM 68213N109 927 79,317 SOLE * 79,317 0 0 OMNICOM GROUP INC COM 681919106 331 9,650 SOLE * 9,650 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 204 9,517 SOLE * 9,517 0 0 OMNOVA SOLUTIONS INC COM 682129101 81 10,345 SOLE * 10,345 0 0 ON ASSIGNMENT INC COM 682159108 66 13,208 SOLE * 13,208 0 0 ONE LIBERTY PPTYS INC COM 682406103 268 17,969 SOLE * 17,969 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 145 10,100 SOLE * 10,100 0 0 ONEOK INC NEW COM 682680103 1,805 41,721 SOLE * 41,721 0 0 ONLINE RES CORP COM 68273G101 108 26,212 SOLE * 26,212 0 0 ONYX PHARMACEUTICALS INC COM 683399109 327 15,124 SOLE * 15,124 0 0 OPEN TEXT CORP COM 683715106 678 18,053 SOLE * 18,053 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 318 22,200 SOLE * 22,200 0 0 OPNET TECHNOLOGIES INC COM 683757108 231 15,686 SOLE * 15,686 0 0 OPNEXT INC COM 68375V105 20 12,285 SOLE * 12,285 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 413 17,239 SOLE * 17,239 0 0 ORACLE CORP COM 68389X105 10,884 507,177 SOLE * 507,177 0 0 ORBITAL SCIENCES CORP COM 685564106 1,314 83,300 SOLE * 83,300 0 0 ORBITZ WORLDWIDE INC COM 68557K109 230 60,347 SOLE * 60,347 0 0 ORIENTAL FINL GROUP INC COM 68618W100 580 45,800 SOLE * 45,800 0 0 ORTHOVITA INC COM 68750U102 107 52,898 SOLE * 52,898 0 0 OSHKOSH CORP COM 688239201 1,651 52,990 SOLE * 52,990 0 0 OWENS & MINOR INC NEW COM 690732102 1,288 45,371 SOLE * 45,371 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 39 53,684 SOLE * 53,684 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 53 16,508 SOLE * 16,508 0 0 PAETEC HOLDING CORP COM 695459107 152 44,789 SOLE * 44,789 0 0 PAIN THERAPEUTICS INC COM 69562K100 73 13,150 SOLE * 13,150 0 0 PALL CORP COM 696429307 19,430 565,317 SOLE * 565,317 0 0 PANHANDLE OIL AND GAS INC CL A 698477106 318 12,048 SOLE * 12,048 0 0 PAPA JOHNS INTL INC COM 698813102 351 15,200 SOLE * 15,200 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 4,782 184,185 SOLE * 184,185 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 525 21,500 SOLE * 21,500 0 0 PARKER HANNIFIN CORP COM 701094104 5,817 104,889 SOLE * 104,889 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 2,777 182,000 SOLE * 182,000 0 0 PARTNERRE LTD COM G6852T105 5,805 82,775 SOLE * 82,775 0 0 PATTERSON COMPANIES INC COM 703395103 375 13,138 SOLE * 13,138 0 0 PATTERSON UTI ENERGY INC COM 703481101 2,473 192,116 SOLE * 192,116 0 0 PAYCHEX INC COM 704326107 18,496 712,198 SOLE * 712,198 0 0 PDL BIOPHARMA INC COM 69329Y104 473 84,100 SOLE * 84,100 0 0 PEABODY ENERGY CORP COM 704549104 2,503 63,968 SOLE * 63,968 0 0 PEARSON PLC SPONSORED ADR 705015105 166 12,583 SOLE * 12,583 0 0 PENGROWTH ENERGY TR TR UNIT NEW 706902509 1,848 201,747 SOLE * 201,747 0 0 PENN NATL GAMING INC COM 707569109 4,218 182,575 SOLE * 182,575 0 0 PENN VA GP HLDGS L P COM UNIT R LIM 70788P105 1,150 63,100 SOLE * 63,100 0 0 PENNANTPARK INVT CORP COM 708062104 1,512 158,321 SOLE * 158,321 0 0 PENNEY J C INC COM 708160106 306 14,255 SOLE * 14,255 0 0 PENNYMAC MTG INVT TR COM 70931T103 160 10,063 SOLE * 10,063 0 0 PENSON WORLDWIDE INC COM 709600100 407 72,128 SOLE * 72,128 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 43,446 3,218,166 SOLE * 3,218,166 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 545 61,513 SOLE * 61,513 0 0 PEPSICO INC COM 713448108 9,677 158,781 SOLE * 158,781 0 0 PERFICIENT INC COM 71375U101 306 34,376 SOLE * 34,376 0 0 PERICOM SEMICONDUCTOR CORP COM 713831105 493 51,329 SOLE * 51,329 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 808 7,358 SOLE * 7,358 0 0 PETROHAWK ENERGY CORP COM 716495106 831 48,993 SOLE * 48,993 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,404 40,910 SOLE * 40,910 0 0 PETROLEUM DEV CORP COM 716578109 1,996 77,909 SOLE * 77,909 0 0 PFIZER INC COM 717081103 22,800 1,598,881 SOLE * 1,598,881 0 0 PHARMASSET INC COM 71715N106 269 9,832 SOLE * 9,832 0 0 PHARMERICA CORP COM 71714F104 1,012 69,058 SOLE * 69,058 0 0 PHH CORP COM NEW 693320202 586 30,802 SOLE * 30,802 0 0 PHI INC COM NON VTG 69336T205 221 15,694 SOLE * 15,694 0 0 PHILIP MORRIS INTL INC COM 718172109 15,752 343,625 SOLE * 343,625 0 0 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 975 19,146 SOLE * 19,146 0 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CAP CORP CL A 693419202 173 26,399 SOLE * 26,399 0 0 PMI GROUP INC COM 69344M101 1,189 411,185 SOLE * 411,185 0 0 PNC FINL SVCS GROUP INC COM 693475105 11,997 212,343 SOLE * 212,343 0 0 POLARIS INDS INC COM 731068102 836 15,319 SOLE * 15,319 0 0 POLO RALPH LAUREN CORP CL A 731572103 4,227 57,933 SOLE * 57,933 0 0 POLYCOM INC COM 73172K104 3,302 110,842 SOLE * 110,842 0 0 POLYONE CORP COM 73179P106 568 67,400 SOLE * 67,400 0 0 POPULAR INC COM 733174106 5,933 2,213,905 SOLE * 2,213,905 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 349 5,236 SOLE * 5,236 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 816 44,545 SOLE * 44,545 0 0 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 365 36,702 SOLE * 36,702 0 0 POSCO SPONSORED ADR 693483109 12,531 132,856 SOLE * 132,856 0 0 POTASH CORP SASK INC COM 73755L107 539 6,249 SOLE * 6,249 0 0 POWELL INDS INC COM 739128106 722 26,406 SOLE * 26,406 0 0 POWER INTEGRATIONS INC COM 739276103 216 6,713 SOLE * 6,713 0 0 POWER ONE INC NEW COM 73930R102 483 71,600 SOLE * 71,600 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 6,025 141,062 SOLE * 141,062 0 0 PPG INDS INC COM 693506107 1,601 26,500 SOLE * 26,500 0 0 PPL CORP COM 69351T106 94,293 3,779,274 SOLE * 3,779,274 0 0 PRE PAID LEGAL SVCS INC COM 740065107 2,583 56,784 SOLE * 56,784 0 0 PRECISION CASTPARTS CORP COM 740189105 5,991 58,207 SOLE * 58,207 0 0 PRECISION DRILLING CORP COM 2010 74022D308 289 43,574 SOLE * 43,574 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 631 99,480 SOLE * 99,480 0 0 PRESIDENTIAL LIFE CORP COM 740884101 325 35,760 SOLE * 35,760 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 181 25,500 SOLE * 25,500 0 0 PRICE T ROWE GROUP INC COM 74144T108 1,896 42,702 SOLE * 42,702 0 0 PRIDE INTL INC DEL COM 74153Q102 13,186 590,231 SOLE * 590,231 0 0 PRIMEDIA INC COM NEW 74157K846 145 49,700 SOLE * 49,700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 5,969 254,674 SOLE * 254,674 0 0 PROCTER & GAMBLE CO COM 742718109 67,651 1,127,897 SOLE * 1,127,897 0 0 PROGENICS PHARMACEUTICALS 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55,929 SOLE * 55,929 0 0 RANGE RES CORP COM 75281A109 2,732 68,050 SOLE * 68,050 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 894 36,216 SOLE * 36,216 0 0 RAYONIER INC COM 754907103 2,540 57,697 SOLE * 57,697 0 0 RAYTHEON CO COM NEW 755111507 4,795 99,074 SOLE * 99,074 0 0 RBC BEARINGS INC COM 75524B104 386 13,318 SOLE * 13,318 0 0 RCN CORP COM NEW 749361200 575 38,850 SOLE * 38,850 0 0 REALTY INCOME CORP COM 756109104 605 19,939 SOLE * 19,939 0 0 RED HAT INC COM 756577102 201 6,947 SOLE * 6,947 0 0 RED LION HOTELS CORP COM 756764106 210 35,200 SOLE * 35,200 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 1,438 83,801 SOLE * 83,801 0 0 REDWOOD TR INC COM 758075402 533 36,400 SOLE * 36,400 0 0 REGAL BELOIT CORP COM 758750103 6,556 117,532 SOLE * 117,532 0 0 REGAL ENTMT GROUP CL A 758766109 6,830 523,778 SOLE * 523,778 0 0 REGENERON PHARMACEUTICALS COM 75886F107 337 15,128 SOLE * 15,128 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 147 22,414 SOLE * 22,414 0 0 REHABCARE GROUP INC COM 759148109 1,062 48,748 SOLE * 48,748 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 598 13,077 SOLE * 13,077 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3,633 100,489 SOLE * 100,489 0 0 RENT A CTR INC NEW COM 76009N100 3,471 171,345 SOLE * 171,345 0 0 RENTECH INC COM 760112102 13 12,752 SOLE * 12,752 0 0 REPLIGEN CORP COM 759916109 243 75,634 SOLE * 75,634 0 0 REPSOL YPF S A SPONSORED ADR 76026T205 722 35,909 SOLE * 35,909 0 0 REPUBLIC BANCORP KY CL A 760281204 619 27,635 SOLE * 27,635 0 0 RES-CARE INC COM 760943100 326 33,832 SOLE * 33,832 0 0 RESEARCH IN MOTION LTD COM 760975102 79,977 1,623,566 SOLE * 1,623,566 0 0 RESOURCES CONNECTION INC COM 76122Q105 1,334 98,149 SOLE * 98,149 0 0 RETAIL VENTURES INC COM 76128Y102 122 15,608 SOLE * 15,608 0 0 REVLON INC CL A NEW 761525609 171 15,324 SOLE * 15,324 0 0 REX AMERICAN RESOURCES CORP COM 761624105 423 26,418 SOLE * 26,418 0 0 REYNOLDS AMERICAN INC COM 761713106 29,173 559,724 SOLE * 559,724 0 0 RF MICRODEVICES INC COM 749941100 2,419 618,492 SOLE * 618,492 0 0 RINO INTERNATIONAL CORPORATI COM 766883102 164 13,111 SOLE * 13,111 0 0 RITE AID CORP COM 767754104 33 33,870 SOLE * 33,870 0 0 RIVERBED TECHNOLOGY INC COM 768573107 767 27,756 SOLE * 27,756 0 0 RLI CORP COM 749607107 778 14,816 SOLE * 14,816 0 0 ROBBINS & MYERS INC COM 770196103 3,402 156,478 SOLE * 156,478 0 0 ROCK-TENN CO CL A 772739207 1,829 36,823 SOLE * 36,823 0 0 ROCKWELL AUTOMATION INC COM 773903109 4,475 91,156 SOLE * 91,156 0 0 ROCKWELL COLLINS INC COM 774341101 1,365 25,677 SOLE * 25,677 0 0 ROCKWOOD HLDGS INC COM 774415103 3,322 146,372 SOLE * 146,372 0 0 ROGERS CORP COM 775133101 322 11,600 SOLE * 11,600 0 0 ROSS STORES INC COM 778296103 3,084 57,877 SOLE * 57,877 0 0 ROWAN COS INC COM 779382100 10,876 495,715 SOLE * 495,715 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1,640 34,301 SOLE * 34,301 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10,188 447,430 SOLE * 447,430 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,754 74,762 SOLE * 74,762 0 0 ROYAL GOLD INC COM 780287108 3,172 66,070 SOLE * 66,070 0 0 RPM INTL INC COM 749685103 743 41,604 SOLE * 41,604 0 0 RRI ENERGY INC COM 74971X107 440 116,223 SOLE * 116,223 0 0 RSC HOLDINGS INC COM 74972L102 101 16,300 SOLE * 16,300 0 0 RTI BIOLOGICS INC COM 74975N105 82 27,977 SOLE * 27,977 0 0 RTI INTL METALS INC COM 74973W107 291 12,075 SOLE * 12,075 0 0 RUBICON TECHNOLOGY INC COM 78112T107 1,946 65,303 SOLE * 65,303 0 0 RUBY TUESDAY INC COM 781182100 816 96,043 SOLE * 96,043 0 0 RUDDICK CORP COM 781258108 1,101 35,536 SOLE * 35,536 0 0 RUSH ENTERPRISES INC CL A 781846209 245 18,347 SOLE * 18,347 0 0 RYLAND GROUP INC COM 783764103 2,263 143,078 SOLE * 143,078 0 0 S & T BANCORP INC COM 783859101 245 12,374 SOLE * 12,374 0 0 S Y BANCORP INC COM 785060104 259 11,278 SOLE * 11,278 0 0 S1 CORPORATION COM 78463B101 1,024 170,300 SOLE * 170,300 0 0 SABINE ROYALTY TR UNIT BEN INT 785688102 340 7,220 SOLE * 7,220 0 0 SAFE BULKERS INC COM Y7388L103 447 63,600 SOLE * 63,600 0 0 SAIA INC COM 78709Y105 722 48,110 SOLE * 48,110 0 0 SALIX PHARMACEUTICALS INC COM 795435106 1,884 48,276 SOLE * 48,276 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 496 60,457 SOLE * 60,457 0 0 SANDISK CORP COM 80004C101 5,260 125,018 SOLE * 125,018 0 0 SANDY SPRING BANCORP INC COM 800363103 151 10,800 SOLE * 10,800 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 91 17,700 SOLE * 17,700 0 0 SAUL CTRS INC COM 804395101 2,909 71,582 SOLE * 71,582 0 0 SBA COMMUNICATIONS CORP COM 78388J106 5,792 170,314 SOLE * 170,314 0 0 SCBT FINANCIAL CORP COM 78401V102 787 22,337 SOLE * 22,337 0 0 SCHNITZER STL INDS CL A 806882106 5,249 133,898 SOLE * 133,898 0 0 SCHOLASTIC CORP COM 807066105 490 20,332 SOLE * 20,332 0 0 SCHULMAN A INC COM 808194104 520 27,380 SOLE * 27,380 0 0 SCHWAB CHARLES CORP NEW COM 808513105 72,529 5,114,882 SOLE * 5,114,882 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,015 39,945 SOLE * 39,945 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 265 99,646 SOLE * 99,646 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 202 21,924 SOLE * 21,924 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 967 23,973 SOLE * 23,973 0 0 SEABRIDGE GOLD INC COM 811916105 819 26,483 SOLE * 26,483 0 0 SEABRIGHT HOLDINGS INC COM 811656107 968 102,141 SOLE * 102,141 0 0 SEACHANGE INTL INC COM 811699107 702 85,223 SOLE * 85,223 0 0 SEAGATE TECHNOLOGY SHS G7945J104 10,555 809,441 SOLE * 809,441 0 0 SEAHAWK DRILLING INC COM 81201R107 209 21,491 SOLE * 21,491 0 0 SEALED AIR CORP NEW COM 81211K100 995 50,423 SOLE * 50,423 0 0 SEARS HLDGS CORP COM 812350106 2,946 45,568 SOLE * 45,568 0 0 SEATTLE GENETICS INC COM 812578102 1,010 84,234 SOLE * 84,234 0 0 SELECTIVE INS GROUP INC COM 816300107 809 54,467 SOLE * 54,467 0 0 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 40 10,200 SOLE * 10,200 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,021 100,513 SOLE * 100,513 0 0 SENORX INC COM 81724W104 124 11,300 SOLE * 11,300 0 0 SFN GROUP INC COM 784153108 383 70,256 SOLE * 70,256 0 0 SHANDA GAMES LTD SP ADR REPTG A 81941U105 274 47,200 SOLE * 47,200 0 0 SHENGDA TECH INC COM 823213103 322 68,206 SOLE * 68,206 0 0 SHIRE PLC SPONSORED ADR 82481R106 853 13,899 SOLE * 13,899 0 0 SHORETEL INC COM 825211105 129 27,619 SOLE * 27,619 0 0 SHUFFLE MASTER INC COM 825549108 136 16,940 SOLE * 16,940 0 0 SIGMA DESIGNS INC COM 826565103 570 56,871 SOLE * 56,871 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1,628 42,842 SOLE * 42,842 0 0 SIGNET JEWELERS LIMITED SHS G81276100 4,282 155,715 SOLE * 155,715 0 0 SILICON IMAGE INC COM 82705T102 419 119,400 SOLE * 119,400 0 0 SILICON LABORATORIES INC COM 826919102 838 20,649 SOLE * 20,649 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 311 60,122 SOLE * 60,122 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,465 273,999 SOLE * 273,999 0 0 SILVER WHEATON CORP COM 828336107 10,627 528,727 SOLE * 528,727 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 336 12,800 SOLE * 12,800 0 0 SIMON PPTY GROUP INC NEW COM 828806109 26,823 332,181 SOLE * 332,181 0 0 SINA CORP ORD G81477104 1,844 52,291 SOLE * 52,291 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1,039 178,153 SOLE * 178,153 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 2,646 179,617 SOLE * 179,617 0 0 SKECHERS U S A INC CL A 830566105 4,577 125,306 SOLE * 125,306 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 98 14,419 SOLE * 14,419 0 0 SLM CORP COM 78442P106 179 17,208 SOLE * 17,208 0 0 SM ENERGY CO COM 78454L100 1,497 37,267 SOLE * 37,267 0 0 SMART BALANCE INC COM 83169Y108 64 15,672 SOLE * 15,672 0 0 SMITH A O COM 831865209 9,251 191,968 SOLE * 191,968 0 0 SMITH INTL INC COM 832110100 1,651 43,863 SOLE * 43,863 0 0 SMUCKER J M CO COM NEW 832696405 3,983 66,150 SOLE * 66,150 0 0 SNAP ON INC COM 833034101 1,206 29,468 SOLE * 29,468 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,512 46,392 SOLE * 46,392 0 0 SOHU COM INC COM 83408W103 3,027 73,647 SOLE * 73,647 0 0 SOLAR CAP LTD COM 83413U100 1,369 71,100 SOLE * 71,100 0 0 SOLARWINDS INC COM 83416B109 461 28,742 SOLE * 28,742 0 0 SOLUTIA INC COM NEW 834376501 3,662 279,533 SOLE * 279,533 0 0 SOMAXON PHARMACEUTICALS INC COM 834453102 243 67,320 SOLE * 67,320 0 0 SONIC SOLUTIONS COM 835460106 106 12,705 SOLE * 12,705 0 0 SONICWALL INC COM 835470105 829 70,574 SOLE * 70,574 0 0 SONOCO PRODS CO COM 835495102 259 8,512 SOLE * 8,512 0 0 SONOSITE INC COM 83568G104 1,252 46,163 SOLE * 46,163 0 0 SONY CORP ADR NEW 835699307 613 22,974 SOLE * 22,974 0 0 SOTHEBYS COM 835898107 3,875 169,427 SOLE * 169,427 0 0 SOUTH FINL GROUP INC COM 837841105 19 70,372 SOLE * 70,372 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 203 10,324 SOLE * 10,324 0 0 SOUTHWEST AIRLS CO COM 844741108 4,904 441,460 SOLE * 441,460 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 764 57,504 SOLE * 57,504 0 0 SOUTHWEST GAS CORP COM 844895102 427 14,478 SOLE * 14,478 0 0 SOUTHWEST WTR CO COM 845331107 115 10,967 SOLE * 10,967 0 0 SOVRAN SELF STORAGE INC COM 84610H108 497 14,441 SOLE * 14,441 0 0 SPARTECH CORP COM NEW 847220209 382 37,280 SOLE * 37,280 0 0 SPDR S&P 500 ETF TR UNIT SER 1 S&P, 78462F103 72,628 703,624 SOLE * 703,624 0 0 SPDR S&P 500 ETF TR CALL UNIT SER 1 S&P, 78462F103 2,044 19,800 CALL SOLE * 19,800 0 0 SPDR S&P 500 ETF TR PUT UNIT SER 1 S&P, 78462F103 5,233 50,700 PUT SOLE * 50,700 0 0 SPECTRANETICS CORP COM 84760C107 72 14,038 SOLE * 14,038 0 0 SPECTRUM CTL INC COM 847615101 171 12,198 SOLE * 12,198 0 0 SPREADTRUM COMMUNICATIONS IN ADR 849415203 1,728 209,771 SOLE * 209,771 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 413 97,287 SOLE * 97,287 0 0 SPX CORP COM 784635104 4,330 82,001 SOLE * 82,001 0 0 SRA INTL INC CL A 78464R105 197 10,031 SOLE * 10,031 0 0 ST JUDE MED INC COM 790849103 14,651 405,944 SOLE * 405,944 0 0 STAGE STORES INC COM NEW 85254C305 1,878 175,851 SOLE * 175,851 0 0 STAMPS COM INC COM NEW 852857200 446 43,510 SOLE * 43,510 0 0 STANCORP FINL GROUP INC COM 852891100 470 11,600 SOLE * 11,600 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 1,437 61,722 SOLE * 61,722 0 0 STANDARD PAC CORP NEW COM 85375C101 105 31,400 SOLE * 31,400 0 0 STANDARD PARKING CORP COM 853790103 499 31,480 SOLE * 31,480 0 0 STANDARD REGISTER CO COM 853887107 39 12,407 SOLE * 12,407 0 0 STANLEY BLACK & DECKER INC COM 854502101 11,780 233,188 SOLE * 233,188 0 0 STANLEY FURNITURE CO INC COM NEW 854305208 61 15,100 SOLE * 15,100 0 0 STANLEY INC COM 854532108 471 12,600 SOLE * 12,600 0 0 STAPLES INC COM 855030102 10,207 535,798 SOLE * 535,798 0 0 STARBUCKS CORP COM 855244109 1,575 64,825 SOLE * 64,825 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,500 36,200 SOLE * 36,200 0 0 STATE AUTO FINL CORP COM 855707105 218 14,077 SOLE * 14,077 0 0 STATE STR CORP COM 857477103 87,622 2,590,848 SOLE * 2,590,848 0 0 STATOIL ASA SPONSORED ADR 85771P102 6,498 339,336 SOLE * 339,336 0 0 STEEL DYNAMICS INC COM 858119100 9,439 715,561 SOLE * 715,561 0 0 STEELCASE INC CL A 858155203 331 42,623 SOLE * 42,623 0 0 STEINER LEISURE LTD ORD P8744Y102 220 5,726 SOLE * 5,726 0 0 STELLARONE CORP COM 85856G100 241 18,889 SOLE * 18,889 0 0 STEPAN CO COM 858586100 600 8,765 SOLE * 8,765 0 0 STEREOTAXIS INC COM 85916J102 109 32,800 SOLE * 32,800 0 0 STERIS CORP COM 859152100 319 10,260 SOLE * 10,260 0 0 STERLING BANCSHARES INC COM 858907108 819 173,827 SOLE * 173,827 0 0 STERLING CONSTRUCTION CO INC COM 859241101 320 24,755 SOLE * 24,755 0 0 STEWART ENTERPRISES INC CL A 860370105 202 37,406 SOLE * 37,406 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 768 174,902 SOLE * 174,902 0 0 STRYKER CORP COM 863667101 8,095 161,705 SOLE * 161,705 0 0 STURM RUGER & CO INC COM 864159108 289 20,163 SOLE * 20,163 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 350 7,477 SOLE * 7,477 0 0 SUFFOLK BANCORP COM 864739107 489 15,800 SOLE * 15,800 0 0 SUN COMMUNITIES INC COM 866674104 3,603 138,784 SOLE * 138,784 0 0 SUN HYDRAULICS CORP COM 866942105 296 12,608 SOLE * 12,608 0 0 SUN LIFE FINL INC COM 866796105 267 10,121 SOLE * 10,121 0 0 SUNOCO INC COM 86764P109 7,814 224,720 SOLE * 224,720 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 209 2,902 SOLE * 2,902 0 0 SUNTRUST BKS INC COM 867914103 2,546 109,264 SOLE * 109,264 0 0 SUPERGEN INC COM 868059106 106 52,682 SOLE * 52,682 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 3,230 173,024 SOLE * 173,024 0 0 SUPERIOR INDS INTL INC COM 868168105 769 57,180 SOLE * 57,180 0 0 SUPERIOR WELL SVCS INC COM 86837X105 292 17,433 SOLE * 17,433 0 0 SUPERMEDIA INC COM 868447103 332 18,101 SOLE * 18,101 0 0 SUPERTEX INC COM 868532102 818 33,190 SOLE * 33,190 0 0 SUPERVALU INC COM 868536103 239 22,031 SOLE * 22,031 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 657 78,792 SOLE * 78,792 0 0 SWS GROUP INC COM 78503N107 1,160 122,145 SOLE * 122,145 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 352 4,800 SOLE * 4,800 0 0 SYBASE INC COM 871130100 13,538 209,366 SOLE * 209,366 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 1,741 104,731 SOLE * 104,731 0 0 SYKES ENTERPRISES INC COM 871237103 2,135 150,031 SOLE * 150,031 0 0 SYMANTEC CORP COM 871503108 52,858 3,808,243 SOLE * 3,808,243 0 0 SYMMETRICOM INC COM 871543104 337 66,283 SOLE * 66,283 0 0 SYMYX TECHNOLOGIES COM 87155S108 341 67,899 SOLE * 67,899 0 0 SYNAPTICS INC COM 87157D109 1,077 39,173 SOLE * 39,173 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 368 19,391 SOLE * 19,391 0 0 SYNIVERSE HLDGS INC COM 87163F106 2,841 138,887 SOLE * 138,887 0 0 SYNNEX CORP COM 87162W100 2,532 98,823 SOLE * 98,823 0 0 SYNOPSYS INC COM 871607107 444 21,270 SOLE * 21,270 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 336 22,000 SOLE * 22,000 0 0 SYNUTRA INTL INC COM 87164C102 305 18,850 SOLE * 18,850 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,325 480,630 SOLE * 480,630 0 0 TARGACEPT INC COM 87611R306 259 13,400 SOLE * 13,400 0 0 TAUBMAN CTRS INC COM 876664103 3,231 85,852 SOLE * 85,852 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 6,556 428,486 SOLE * 428,486 0 0 TECH DATA CORP COM 878237106 280 7,871 SOLE * 7,871 0 0 TECO ENERGY INC COM 872375100 156 10,335 SOLE * 10,335 0 0 TECUMSEH PRODS CO CL A 878895200 236 21,227 SOLE * 21,227 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 1,195 40,162 SOLE * 40,162 0 0 TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 758 34,557 SOLE * 34,557 0 0 TEJON RANCH CO COM 879080109 1,313 56,919 SOLE * 56,919 0 0 TEKELEC COM 879101103 1,362 102,899 SOLE * 102,899 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 2,823 188,699 SOLE * 188,699 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,307 79,508 SOLE * 79,508 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 1,131 175,607 SOLE * 175,607 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 151 36,431 SOLE * 36,431 0 0 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 1,421 69,815 SOLE * 69,815 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1,035 26,830 SOLE * 26,830 0 0 TELEFONICA S A SPONSORED ADR 879382208 5,458 98,289 SOLE * 98,289 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1,389 98,429 SOLE * 98,429 0 0 TELEPHONE & DATA SYS INC COM 879433100 1,548 50,932 SOLE * 50,932 0 0 TELETECH HOLDINGS INC COM 879939106 1,529 118,619 SOLE * 118,619 0 0 TELLABS INC COM 879664100 10,293 1,610,845 SOLE * 1,610,845 0 0 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 229 12,877 SOLE * 12,877 0 0 TELVENT GIT SA SHS E90215109 200 11,941 SOLE * 11,941 0 0 TEMPLE INLAND INC COM 879868107 302 14,600 SOLE * 14,600 0 0 TEMPUR PEDIC INTL INC COM 88023U101 6,295 204,703 SOLE * 204,703 0 0 TENET HEALTHCARE CORP COM 88033G100 6,190 1,426,369 SOLE * 1,426,369 0 0 TENNECO INC COM 880349105 5,680 269,713 SOLE * 269,713 0 0 TERADYNE INC COM 880770102 4,127 423,244 SOLE * 423,244 0 0 TEREX CORP NEW COM 880779103 294 15,700 SOLE * 15,700 0 0 TERNIUM SA SPON ADR 880890108 2,264 68,780 SOLE * 68,780 0 0 TESORO CORP COM 881609101 13,031 1,116,625 SOLE * 1,116,625 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 2,547 158,688 SOLE * 158,688 0 0 TETRA TECH INC NEW COM 88162G103 413 21,057 SOLE * 21,057 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 243 26,801 SOLE * 26,801 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 93,039 1,789,565 SOLE * 1,789,565 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 228 13,881 SOLE * 13,881 0 0 TEXAS INDS INC COM 882491103 440 14,882 SOLE * 14,882 0 0 TEXAS ROADHOUSE INC COM 882681109 1,161 92,021 SOLE * 92,021 0 0 TEXTRON INC COM 883203101 1,131 66,619 SOLE * 66,619 0 0 THE9 LTD ADR 88337K104 244 61,344 SOLE * 61,344 0 0 THERAVANCE INC COM 88338T104 723 57,539 SOLE * 57,539 0 0 THOMAS & BETTS CORP COM 884315102 2,136 61,555 SOLE * 61,555 0 0 THOMPSON CREEK METALS CO INC COM 884768102 1,825 210,243 SOLE * 210,243 0 0 THORATEC CORP COM NEW 885175307 5,551 129,896 SOLE * 129,896 0 0 TIBCO SOFTWARE INC COM 88632Q103 2,437 202,114 SOLE * 202,114 0 0 TICC CAPITAL CORP COM 87244T109 944 112,422 SOLE * 112,422 0 0 TIDEWATER INC COM 886423102 1,260 32,548 SOLE * 32,548 0 0 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 391 14,400 SOLE * 14,400 0 0 TIMBERLAND CO CL A 887100105 1,573 97,365 SOLE * 97,365 0 0 TITAN INTL INC ILL COM 88830M102 235 23,550 SOLE * 23,550 0 0 TITANIUM METALS CORP COM NEW 888339207 2,254 128,143 SOLE * 128,143 0 0 TOLL BROTHERS INC COM 889478103 1,518 92,787 SOLE * 92,787 0 0 TORCHMARK CORP COM 891027104 5,120 103,411 SOLE * 103,411 0 0 TOREADOR RES CORP COM 891050106 64 11,531 SOLE * 11,531 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 208 3,211 SOLE * 3,211 0 0 TOTAL S A SPONSORED ADR 89151E109 54,819 1,228,033 SOLE * 1,228,033 0 0 TOWER SEMICONDUCTOR LTD ORD M87915100 18 13,188 SOLE * 13,188 0 0 TOWERS WATSON & CO CL A 891894107 1,371 35,275 SOLE * 35,275 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 23 10,300 SOLE * 10,300 0 0 TRACTOR SUPPLY CO COM 892356106 5,520 90,543 SOLE * 90,543 0 0 TRADESTATION GROUP INC COM 89267P105 510 75,617 SOLE * 75,617 0 0 TRANSDIGM GROUP INC COM 893641100 10,940 214,383 SOLE * 214,383 0 0 TRANSGLOBE ENERGY CORP COM 893662106 182 24,795 SOLE * 24,795 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 416 13,696 SOLE * 13,696 0 0 TRAVELZOO INC COM 89421Q106 196 15,817 SOLE * 15,817 0 0 TREDEGAR CORP COM 894650100 981 60,078 SOLE * 60,078 0 0 TRIANGLE CAP CORP COM 895848109 197 13,884 SOLE * 13,884 0 0 TRIMAS CORP COM NEW 896215209 117 10,380 SOLE * 10,380 0 0 TRIPLE-S MGMT CORP CL B 896749108 788 42,513 SOLE * 42,513 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1,165 190,619 SOLE * 190,619 0 0 TRIUMPH GROUP INC NEW COM 896818101 2,907 43,637 SOLE * 43,637 0 0 TRUEBLUE INC COM 89785X101 1,441 128,765 SOLE * 128,765 0 0 TRUSTCO BK CORP N Y COM 898349105 505 90,215 SOLE * 90,215 0 0 TRUSTMARK CORP COM 898402102 2,841 136,441 SOLE * 136,441 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 815 29,557 SOLE * 29,557 0 0 TTM TECHNOLOGIES INC COM 87305R109 2,112 222,330 SOLE * 222,330 0 0 TUPPERWARE BRANDS CORP COM 899896104 10,895 273,393 SOLE * 273,393 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1,149 88,556 SOLE * 88,556 0 0 TUTOR PERINI CORP COM 901109108 414 25,122 SOLE * 25,122 0 0 TW TELECOM INC COM 87311L104 1,043 62,503 SOLE * 62,503 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 4,114 162,100 SOLE * 162,100 0 0 U M H PROPERTIES INC COM 903002103 286 28,397 SOLE * 28,397 0 0 U S AIRWAYS GROUP INC COM 90341W108 2,909 337,920 SOLE * 337,920 0 0 U S G CORP COM NEW 903293405 759 62,822 SOLE * 62,822 0 0 U S GLOBAL INVS INC CL A 902952100 391 70,358 SOLE * 70,358 0 0 U S PHYSICAL THERAPY INC COM 90337L108 251 14,856 SOLE * 14,856 0 0 UAL CORP COM NEW 902549807 8,527 414,771 SOLE * 414,771 0 0 UGI CORP NEW COM 902681105 3,869 152,058 SOLE * 152,058 0 0 UIL HLDG CORP COM 902748102 869 34,703 SOLE * 34,703 0 0 ULTRALIFE CORP COM 903899102 300 69,915 SOLE * 69,915 0 0 ULTRATECH INC COM 904034105 2,091 128,500 SOLE * 128,500 0 0 UMPQUA HLDGS CORP COM 904214103 281 24,499 SOLE * 24,499 0 0 UNIFIRST CORP MASS COM 904708104 1,592 36,167 SOLE * 36,167 0 0 UNION DRILLING INC COM 90653P105 72 13,142 SOLE * 13,142 0 0 UNION FIRST MKT BANKSH CP COM 90662P104 166 13,545 SOLE * 13,545 0 0 UNION PAC CORP COM 907818108 12,084 173,839 SOLE * 173,839 0 0 UNISOURCE ENERGY CORP COM 909205106 374 12,385 SOLE * 12,385 0 0 UNITED BANKSHARES INC WEST V COM 909907107 304 12,694 SOLE * 12,694 0 0 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 231 58,406 SOLE * 58,406 0 0 UNITED FIRE & CAS CO COM 910331107 919 46,357 SOLE * 46,357 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 88 30,308 SOLE * 30,308 0 0 UNITED ONLINE INC COM 911268100 411 71,376 SOLE * 71,376 0 0 UNITED PARCEL SERVICE INC CL B 911312106 24,643 433,170 SOLE * 433,170 0 0 UNITED RENTALS INC COM 911363109 207 22,189 SOLE * 22,189 0 0 UNITED STATES CELLULAR CORP COM 911684108 207 5,011 SOLE * 5,011 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 8,267 169,370 SOLE * 169,370 0 0 UNITRIN INC COM 913275103 284 11,100 SOLE * 11,100 0 0 UNIVERSAL AMERICAN CORP COM 913377107 514 35,699 SOLE * 35,699 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 308 17,120 SOLE * 17,120 0 0 UNIVERSAL ELECTRS INC COM 913483103 204 12,313 SOLE * 12,313 0 0 UNIVERSAL FST PRODS INC COM 913543104 648 21,373 SOLE * 21,373 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 680 21,157 SOLE * 21,157 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 13,873 363,654 SOLE * 363,654 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 197 47,072 SOLE * 47,072 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 279 17,457 SOLE * 17,457 0 0 UNIVERSAL TRAVEL GROUP COM NEW 91388Q202 361 61,388 SOLE * 61,388 0 0 UNUM GROUP COM 91529Y106 6,137 282,800 SOLE * 282,800 0 0 URS CORP NEW COM 903236107 13,061 331,922 SOLE * 331,922 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 282 17,500 SOLE * 17,500 0 0 US BANCORP DEL COM NEW 902973304 26,640 1,191,946 SOLE * 1,191,946 0 0 US ECOLOGY INC COM 91732J102 618 42,400 SOLE * 42,400 0 0 USA MOBILITY INC COM 90341G103 997 77,221 SOLE * 77,221 0 0 USEC INC COM 90333E108 151 31,748 SOLE * 31,748 0 0 UTI WORLDWIDE INC ORD G87210103 295 23,894 SOLE * 23,894 0 0 VAALCO ENERGY INC COM NEW 91851C201 2,398 428,160 SOLE * 428,160 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 15,236 480,335 SOLE * 480,335 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3,041 169,145 SOLE * 169,145 0 0 VALMONT INDS INC COM 920253101 1,509 20,766 SOLE * 20,766 0 0 VALSPAR CORP COM 920355104 5,092 169,044 SOLE * 169,044 0 0 VALUEVISION MEDIA INC CL A 92047K107 36 20,455 SOLE * 20,455 0 0 VASCULAR SOLUTIONS INC COM 92231M109 180 14,400 SOLE * 14,400 0 0 VCA ANTECH INC COM 918194101 219 8,872 SOLE * 8,872 0 0 VECTOR GROUP LTD COM 92240M108 337 20,038 SOLE * 20,038 0 0 VEECO INSTRS INC DEL COM 922417100 7,468 217,864 SOLE * 217,864 0 0 VENOCO INC COM 92275P307 3,613 219,361 SOLE * 219,361 0 0 VENTAS INC COM 92276F100 8,571 182,550 SOLE * 182,550 0 0 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 241 10,314 SOLE * 10,314 0 0 VERIFONE SYS INC COM 92342Y109 5,463 288,593 SOLE * 288,593 0 0 VERIGY LTD SHS Y93691106 340 39,063 SOLE * 39,063 0 0 VERISIGN INC COM 92343E102 4,667 175,765 SOLE * 175,765 0 0 VERISK ANALYTICS INC CL A 92345Y106 4,758 159,130 SOLE * 159,130 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 9,630 343,676 SOLE * 343,676 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 3,576 108,708 SOLE * 108,708 0 0 VIAD CORP COM NEW 92552R406 670 37,956 SOLE * 37,956 0 0 VIROPHARMA INC COM 928241108 6,827 608,986 SOLE * 608,986 0 0 VIRTUSA CORP COM 92827P102 189 20,274 SOLE * 20,274 0 0 VISA INC COM CL A 92826C839 6,156 87,007 SOLE * 87,007 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 4,009 517,943 SOLE * 517,943 0 0 VITAL IMAGES INC COM 92846N104 144 11,300 SOLE * 11,300 0 0 VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 933 35,981 SOLE * 35,981 0 0 VMWARE INC CL A COM 928563402 20,192 322,600 SOLE * 322,600 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 186 22,110 SOLE * 22,110 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 2,068 89,680 SOLE * 89,680 0 0 VONAGE HLDGS CORP COM 92886T201 355 154,335 SOLE * 154,335 0 0 VORNADO RLTY TR SH BEN INT 929042109 788 10,804 SOLE * 10,804 0 0 VULCAN MATLS CO COM 929160109 2,000 45,629 SOLE * 45,629 0 0 W & T OFFSHORE INC COM 92922P106 203 21,493 SOLE * 21,493 0 0 W P CAREY & CO LLC COM 92930Y107 525 19,000 SOLE * 19,000 0 0 WABCO HLDGS INC COM 92927K102 1,450 46,059 SOLE * 46,059 0 0 WADDELL & REED FINL INC CL A 930059100 1,892 86,460 SOLE * 86,460 0 0 WAL MART STORES INC COM 931142103 2,575 53,571 SOLE * 53,571 0 0 WALTER ENERGY INC COM 93317Q105 18,691 307,168 SOLE * 307,168 0 0 WARNACO GROUP INC COM NEW 934390402 9,240 255,664 SOLE * 255,664 0 0 WARREN RES INC COM 93564A100 35 11,909 SOLE * 11,909 0 0 WASHINGTON BKG CO OAK HBR WA COM 937303105 260 20,300 SOLE * 20,300 0 0 WASHINGTON FED INC COM 938824109 220 13,597 SOLE * 13,597 0 0 WASHINGTON POST CO CL B 939640108 5,132 12,504 SOLE * 12,504 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 684 24,783 SOLE * 24,783 0 0 WASHINGTON TR BANCORP COM 940610108 204 11,972 SOLE * 11,972 0 0 WASTE MGMT INC DEL COM 94106L109 5,362 171,340 SOLE * 171,340 0 0 WATERS CORP COM 941848103 10,281 158,896 SOLE * 158,896 0 0 WATSON PHARMACEUTICALS INC COM 942683103 17,078 420,948 SOLE * 420,948 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1,284 44,793 SOLE * 44,793 0 0 WAUSAU PAPER CORP COM 943315101 343 50,694 SOLE * 50,694 0 0 WD-40 CO COM 929236107 484 14,483 SOLE * 14,483 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 344 26,131 SOLE * 26,131 0 0 WEB COM GROUP INC COM 94733A104 201 55,923 SOLE * 55,923 0 0 WEIS MKTS INC COM 948849104 460 13,974 SOLE * 13,974 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 280 11,778 SOLE * 11,778 0 0 WELLPOINT INC COM 94973V107 6,115 124,983 SOLE * 124,983 0 0 WELLS FARGO & CO NEW COM 949746101 105,322 4,114,134 SOLE * 4,114,134 0 0 WERNER ENTERPRISES INC COM 950755108 11,143 509,055 SOLE * 509,055 0 0 WESBANCO INC COM 950810101 317 18,800 SOLE * 18,800 0 0 WESCO INTL INC COM 95082P105 4,170 123,848 SOLE * 123,848 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 334 9,138 SOLE * 9,138 0 0 WESTERN DIGITAL CORP COM 958102105 32,318 1,071,529 SOLE * 1,071,529 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 2,585 116,679 SOLE * 116,679 0 0 WESTERN UN CO COM 959802109 26,752 1,794,244 SOLE * 1,794,244 0 0 WESTFIELD FINANCIAL INC NEW COM 96008P104 123 14,778 SOLE * 14,778 0 0 WET SEAL INC CL A 961840105 501 137,265 SOLE * 137,265 0 0 WEYERHAEUSER CO COM 962166104 11,194 318,008 SOLE * 318,008 0 0 WHIRLPOOL CORP COM 963320106 5,568 63,406 SOLE * 63,406 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 459 1,415 SOLE * 1,415 0 0 WHITING PETE CORP NEW COM 966387102 9,041 115,295 SOLE * 115,295 0 0 WILEY JOHN & SONS INC CL A 968223206 1,247 32,240 SOLE * 32,240 0 0 WILLBROS GROUP INC DEL COM 969203108 389 52,557 SOLE * 52,557 0 0 WILLIAMS COS INC DEL COM 969457100 867 47,447 SOLE * 47,447 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 1,204 27,600 SOLE * 27,600 0 0 WILLIAMS PIPELINE PARTNERS L COM UNIT LP IN 96950K103 663 20,520 SOLE * 20,520 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 9,230 307,174 SOLE * 307,174 0 0 WILMINGTON TRUST CORP COM 971807102 571 51,431 SOLE * 51,431 0 0 WINDSTREAM CORP COM 97381W104 5,913 559,943 SOLE * 559,943 0 0 WINN DIXIE STORES INC COM NEW 974280307 907 94,018 SOLE * 94,018 0 0 WINNEBAGO INDS INC COM 974637100 3,327 334,726 SOLE * 334,726 0 0 WINTRUST FINANCIAL CORP COM 97650W108 703 21,084 SOLE * 21,084 0 0 WMS INDS INC COM 929297109 1,966 50,086 SOLE * 50,086 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1,168 46,300 SOLE * 46,300 0 0 WOODWARD GOVERNOR CO COM 980745103 254 9,940 SOLE * 9,940 0 0 WORLD ACCEP CORP DEL COM 981419104 748 19,535 SOLE * 19,535 0 0 WORLD FUEL SVCS CORP COM 981475106 462 17,800 SOLE * 17,800 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1,916 123,160 SOLE * 123,160 0 0 WORTHINGTON INDS INC COM 981811102 1,416 110,067 SOLE * 110,067 0 0 WSFS FINL CORP COM 929328102 413 11,500 SOLE * 11,500 0 0 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 4,069 254,961 SOLE * 254,961 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 3,151 156,441 SOLE * 156,441 0 0 WYNN RESORTS LTD COM 983134107 31,706 415,707 SOLE * 415,707 0 0 XEROX CORP COM 984121103 678 84,299 SOLE * 84,299 0 0 XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 237 99,571 SOLE * 99,571 0 0 XYRATEX LTD COM G98268108 512 36,200 SOLE * 36,200 0 0 YAHOO INC COM 984332106 2,334 168,739 SOLE * 168,739 0 0 YAMANA GOLD INC COM 98462Y100 15,502 1,505,046 SOLE * 1,505,046 0 0 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 886 46,283 SOLE * 46,283 0 0 YONGYE INTL INC COM 98607B106 100 14,500 SOLE * 14,500 0 0 YUM BRANDS INC COM 988498101 10,870 278,435 SOLE * 278,435 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1,604 63,231 SOLE * 63,231 0 0 ZEP INC COM 98944B108 219 12,585 SOLE * 12,585 0 0 ZIMMER HLDGS INC COM 98956P102 9,073 167,871 SOLE * 167,871 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 44 13,773 SOLE * 13,773 0 0 ZIX CORP COM 98974P100 45 20,000 SOLE * 20,000 0 0 ZOLTEK COS INC COM 98975W104 191 22,561 SOLE * 22,561 0 0 ZYGO CORP COM 989855101 252 30,985 SOLE * 30,985 0 0 ZYMOGENETICS INC COM 98985T109 74 17664 SOLE * 17664 0 0 Records 1,736 Total Market Value 7,150,554
SK 21819 0003 1121947 -----END PRIVACY-ENHANCED MESSAGE-----