-----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, GvLLz8fkqxoXzo8Hk5uOYU4ZK+3im3I7sYPWIOgkShRb4JX8PmsM/vUfRs59vpAW 6YgVQ0ozi6TSKWnQA44x6Q== 0001423442-10-000015.txt : 20101110 0001423442-10-000015.hdr.sgml : 20101110 20101110102741 ACCESSION NUMBER: 0001423442-10-000015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101110 DATE AS OF CHANGE: 20101110 EFFECTIVENESS DATE: 20101110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: O'SHAUGHNESSY ASSET MANAGEMENT, LLC CENTRAL INDEX KEY: 0001423442 IRS NUMBER: 208958799 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12966 FILM NUMBER: 101178557 BUSINESS ADDRESS: STREET 1: 6 SUBURBAN AVENUE CITY: STAMFORD STATE: CT ZIP: 06901-2012 BUSINESS PHONE: 203-975-3333 MAIL ADDRESS: STREET 1: 6 SUBURBAN AVENUE CITY: STAMFORD STATE: CT ZIP: 06901-2012 13F-HR 1 osam13f09302010final.txt OSAM13F93010FINAL 4TYPE: 13F-HR PERIOD 09/30/2010 FILER CIK: 0001423442 SUBMISSION - CONTACT NAME Raymond Amoroso, III, Esq. PHONE 203-975-3318 Attached Documents Page (2) FORM 13F FORM 13F COVER PAGE Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: O'Shaughnessy Asset Management, LLC Address: 6 Suburban Avenue Stamford, CT 06901 Form 13F File Number: 28-10399 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, list, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Raymond Amoroso, III, Esq. Title: Chief Compliance Officer Phone: 203-975-3318 Signature, Place, and Date of Signing: /s/ Raymond Amoroso, III, Esq., Stamford, CT November 10, 2010 Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Form 13F Information Table Entry Total: 1274 Form 13F Information Table Value Total: 2,585,311,706 Form 13 F Information Table FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 NAME TITLE CUSIP VALUE SHRS OR-SH/ INVESTMEMT OTHER VOTING OF ISSUER OF CLASS (x1000) -PUT/PRN DISCRETION MAN. AUTHORITY AMT-PRN-CALL SOLE/SHARED or NONE - ----------------------------------------------------------------------------------------------------------------------------- 51JOB INC-ADR COMMON 316827104 2.36061 63 Sole None Sole ABBOTT LABORATORIES COMMON 002824100 17988.09942 344441 Sole None Sole Abington Bancorp Inc COMMON 00350L109 0.51646 49 Sole None Sole ABM INDUSTRIES INC COMMON 000957100 759.7521 35190 Sole None Sole ABRAXAS PETROLEUM CORP COMMON 003830106 1.03092 363 Sole None Sole ACCO BRANDS CORP COMMON 00081T108 604.3917665 105144 Sole None Sole ACE LTD COMMON H0023R105 76.424 1312 Sole None Sole ACERGY SA-SPON ADR COMMON 00443E104 1546.479 83820 Sole None Sole ACI WORLDWIDE INC COMMON 004498101 0.64931 29 Sole None Sole ACME PACKET INC COMMON 004764106 3118.563951 82213 Sole None Sole ACTUATE CORPORATION COMMON 00508B102 0.44805 87 Sole None Sole ACXIOM CORP COMMON 005125109 699.2137397 44097 Sole None Sole ADTRAN INC COMMON 00738A106 471.9502256 13375 Sole None Sole ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 1164.214794 288961 Sole None Sole ADVANCE AUTO PARTS INC COMMON 00751Y106 2636.054065 44929 Sole None Sole Advanced Energy Industries Inc. 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COMMON N00985106 896.9865932 75849 Sole None Sole AEROPOSTALE INC COMMON 007865108 722.7255859 31096.5 Sole None Sole AES CORP COMMON 00130H105 1273.2884 112184 Sole None Sole AETNA INC COMMON 00817Y108 18645.81412 590416 Sole None Sole AFLAC INC COMMON 001055102 5172.57791 100123 Sole None Sole AGILYSYS INC COMMON 00847J105 307.785157 47389 Sole None Sole AGRIUM INC COMMON 008916108 174.3171891 2326 Sole None Sole AH BELO CORP-A COMMON 001282102 6.63166 938 Sole None Sole AIR TRANSPORT SERVICES GROUP COMMON 00922R105 3188.887194 523909 Sole None Sole AIRCASTLE LTD COMMON G0129K104 24.5072 2890 Sole None Sole AK STEEL HOLDING CORP COMMON 001547108 199.11258 14418 Sole None Sole AKAMAI TECHNOLOGIES COMMON 00971T101 6502.142486 129595 Sole None Sole ALAMO GROUP INC COMMON 011311107 5.29221 237 Sole None Sole ALASKA AIR GROUP INC COMMON 011659109 6291.829508 123369 Sole None Sole ALASKA COMM SYSTEMS GROUP COMMON 01167P101 555.1035 54690 Sole None Sole ALCON INC COMMON H01301102 489.36186 2934 Sole None Sole ALIGN TECHNOLOGY INC COMMON 016255101 351.6524867 17974 Sole None Sole ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1073.426023 23116 Sole None Sole ALLEGIANT TRAVEL CO COMMON 01748X102 0.4232 10 Sole None Sole ALLERGAN INC COMMON 018490102 163.92992 2464 Sole None Sole ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1.3052 20 Sole None Sole ALLIED WORLD ASSURANCE CO COMMON G0219G203 476.65757 8423 Sole None Sole ALPHA NATURAL RESOURCES INC COMMON 02076X102 18.2706 444 Sole None Sole ALTERA CORPORATION COMMON 021441100 1123.42984 37249 Sole None Sole Alterra Capital Holdings COMMON G0229R108 425.51112 21361 Sole None Sole ALTRA HOLDINGS INC COMMON 02208R106 640.5177987 43505 Sole None Sole ALTRIA GROUP INC COMMON 02209S103 27593.85065 1149545.644 Sole None Sole AMAZON.COM INC COMMON 023135106 1987.602414 12656 Sole None Sole Amerco COMMON 023586100 1209.903852 15233 Sole None Sole AMERICA MOVIL-ADR SERIES L COMMON 02364W105 75.35529 1413 Sole None Sole AMERICA SERVICE GROUP INC COMMON 02364L109 1.54752 104 Sole None Sole AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 7783.123211 863441 Sole None Sole American Capital Ltd. COMMON 02503Y103 2448.310484 421432 Sole None Sole AMERICAN EQUITY INVT LIFE HL COMMON 025676206 2245.594596 219366 Sole None Sole AMERICAN EXPRESS CO COMMON 025816109 933.86457 22219 Sole None Sole AMERICAN FINANCIAL GROUP INC COMMON 025932104 737.10032 24104 Sole None Sole AMERICAN GREETINGS CORP-CL A COMMON 026375105 3112.691812 167467.801 Sole None Sole American National Insurance Co. COMMON 028591105 537.18387 7071 Sole None Sole AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 7.6832 490 Sole None Sole AMERICAN SUPERCONDUCTOR CORP COMMON 030111108 1979.278597 63656 Sole None Sole AMERICA'S CAR-MART INC COMMON 03062T105 113.4359 4505 Sole None Sole AMERIGON INC COM COMMON 03070L300 205.6286454 19980 Sole None Sole AMERIGROUP CORP COMMON 03073T102 1058.528066 24941 Sole None Sole AMERIPRISE FINANCIAL INC COMMON 03076C106 980.25163 20711 Sole None Sole AMERIS BANCORP COMMON 03076K108 0.4488 48 Sole None Sole AMERISAFE INC COMMON 03071H100 0.35682 19 Sole None Sole AMERISOURCEBERGEN CORP COMMON 03073E105 25349.63904 827434.61 Sole None Sole AMGEN INC COMMON 031162100 11942.00382 216893 Sole None Sole AMKOR TECHNOLOGY INC COMMON 031652100 154.5921 23530 Sole None Sole AMR CORP COMMON 001765106 195.2989341 31173 Sole None Sole AMTRUST FINANCIAL SERVICES COMMON 032359309 163.16124 11237 Sole None Sole ANADARKO PETROLEUM CORP COMMON 032511107 1706.08025 29905 Sole None Sole ANALOGIC CORP COMMON 032657207 106.18608 2366 Sole None Sole ANDERSONS INC/THE COMMON 034164103 594.2341 15679 Sole None Sole ANGLOGOLD ASHANTI-SPON ADR COMMON 035128206 413.9288574 8956 Sole None Sole ANIXTER INTERNATIONAL INC COMMON 035290105 1.6197 30 Sole None Sole AnnTaylor Stores Corp. COMMON 036115103 1805.376226 89258 Sole None Sole AON CORP COMMON 037389103 25.18684 644 Sole None Sole APPLE INC COMMON 037833100 9124.265 32156 Sole None Sole APPLIED INDL TECH INC COM COMMON 03820C105 933.8202 30517 Sole None Sole APPLIED MICRO CIRCUITS CORP COMMON 03822W406 2987.753827 298846 Sole None Sole Arbitron Inc. COMMON 03875Q108 95.60146 3418 Sole None Sole Arch Capital Group Ltd. COMMON G0450A105 1.5084 18 Sole None Sole ARCHER-DANIELS-MIDLAND CO COMMON 039483102 10.18248 319 Sole None Sole ARCTIC CAT INC COMMON 039670104 4.6535 454 Sole None Sole ARGO GROUP INTERNATIONAL COMMON G0464B107 2161.76598 62227 Sole None Sole ARMSTRONG WORLD INDUSTRIES COMMON 04247X102 878.10254 21154 Sole None Sole ARRIS GROUP INC COMMON 04269Q100 0.31264 32 Sole None Sole ARVINMERITOR INC COMMON 043353101 9870.22788 635597 Sole None Sole ASBURY AUTOMOTIVE GROUP COMMON 043436104 3213.99603 228429 Sole None Sole ASHLAND INC COMMON 044209104 597.0943297 12254 Sole None Sole ASM INTERNATIONAL-NY REG SHS COMMON N07045102 17.14656 674 Sole None Sole ASML HOLDING NV-NY REG SHS COMMON N07059186 3.32976 112 Sole None Sole ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 0.57532 19 Sole None Sole Assisted Living Concepts Inc. Cl A COMMON 04544X300 0.70012 23 Sole None Sole ASSURANT INC COMMON 04621X108 1.7501 43 Sole None Sole ASTRAZENECA PLC-SPONS ADR COMMON 046353108 8423.99345 166153.717 Sole None Sole AT&T INC COMMON 00206R102 39943.73398 1397289.373 Sole None Sole ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 1820.579826 36215 Sole None Sole ATLAS ENERGY INC COMMON 049298102 195.1816 6815 Sole None Sole ATMEL CORP COMMON 049513104 1110.480909 139535 Sole None Sole ATP OIL & GAS CORPORATION COMMON 00208J108 0.28665 21 Sole None Sole AUDIOCODES LTD COMMON M15342104 0.9633 247 Sole None Sole AUDIOVOX CORP -CL A COMMON 050757103 1.2312 180 Sole None Sole AUTOLIV INC COMMON 052800109 839.2575632 12855 Sole None Sole AUTOMATIC DATA PROCESSING COMMON 053015103 17866.07272 425215 Sole None Sole AUTONATION INC COMMON 05329W102 1572.46725 67633 Sole None Sole AUTOZONE INC COMMON 053332102 105.2986 460 Sole None Sole AVIS BUDGET GROUP INC COMMON 053774105 2328.699699 199980 Sole None Sole AVISTA CORP COMMON 05379B107 520.2252 24915 Sole None Sole Aviva PLC (ADS) COMMON 05382A104 1805.013 143255 Sole None Sole AXCELIS TECHNOLOGIES INC COMMON 054540109 498.4184702 258434 Sole None Sole AXIS CAPITAL HOLDINGS SHS COMMON G0692U109 2.76696 84 Sole None Sole BALDOR ELECTRIC COMMON 057741100 1506.815745 37313 Sole None Sole BANCO BILBAO VIZCAYA-SP ADR COMMON 05946K101 28.7798 2135 Sole None Sole BANCO BRADESCO-ADR COMMON 059460303 3.99448 196.001 Sole None Sole BANCO MACRO SA-ADR COMMON 05961W105 1348.4485 30275 Sole None Sole BANCO SANTANDER SA-SPON ADR COMMON 05964H105 1464.05304 115644 Sole None Sole BANCOLOMBIA S.A.-SPONS ADR COMMON 05968L102 403.16509 6143 Sole None Sole BARCLAYS PLC-SPONS ADR COMMON 06738E204 444.99195 23607 Sole None Sole BARNES & NOBLE INC COMMON 067774109 0.27557 17 Sole None Sole BARRICK GOLD CORP COMMON 067901108 1.62015 35 Sole None Sole BASIC ENERGY SERVICES INC COMMON 06985P100 0.46008 54 Sole None Sole Bassett Furniture Industries, Inc. COMMON 070203104 0.91698 186 Sole None Sole BAXTER INTERNATIONAL INC COMMON 071813109 15567.8891 326553 Sole None Sole BBVA BANCO FRANCES SA-ADR COMMON 07329M100 3425.249977 346123 Sole None Sole BCE INC COMMON 05534B760 21219.62233 653212 Sole None Sole BEACON ROOFING SUPPLY INC COMMON 073685109 389.70379 26747 Sole None Sole BEAZER HOMES USA INC COMMON 07556Q105 1174.85284 284468 Sole None Sole BECTON DICKINSON AND CO COMMON 075887109 3597.928097 48600 Sole None Sole BED BATH & BEYOND INC COMMON 075896100 1.60617 37 Sole None Sole BEL FUSE INC-CL B COMMON 077347300 0.45804 22 Sole None Sole BELO CORPORATION-A COMMON 080555105 4648.889579 750369 Sole None Sole BEMIS COMPANY COMMON 081437105 0.53975 17 Sole None Sole BERKSHIRE HATHAWAY INC-CL B COMMON 084670702 866.073 10475 Sole None Sole BEST BUY CO INC COMMON 086516101 5.83869 143 Sole None Sole BGC PARTNERS INC-CL A COMMON 05541T101 1763.517338 295430 Sole None Sole BIG 5 SPORTING GOODS CORP COMMON 08915P101 373.42492 27826 Sole None Sole BIG LOTS INC COMMON 089302103 22.8095 686 Sole None Sole Biglari Holdings Inc COMMON 08986R101 1258.995719 3833 Sole None Sole BIOGEN IDEC INC COMMON 09062X103 0.44896 8 Sole None Sole BioMarin Pharmaceutical Inc. COMMON 09061G101 13.38765 599 Sole None Sole BIOSCRIP INC COMMON 09069N108 13.7256 2660 Sole None Sole BJ'S RESTAURANTS INC COMMON 09180C106 75.35616 2676 Sole None Sole BJ'S WHOLESALE CLUB INC COMMON 05548J106 243.024 5856 Sole None Sole BLACK HILLS CORP COM COMMON 092113109 562.536 18030 Sole None Sole BLACKBOARD INC COMMON 091935502 20.9032 580 Sole None Sole BLACKROCK INC COMMON 09247X101 1.0215 6 Sole None Sole BLUE COAT SYSTEMS INC COMMON 09534T508 234.5719728 9757 Sole None Sole BLYTH INC COMMON 09643P207 350.3452888 8501 Sole None Sole BOEING CO COMMON 097023105 6554.648436 98541 Sole None Sole BOISE INC COMMON 09746Y105 3098.009278 477667 Sole None Sole BOK FINANCIAL CORPORATION COMMON 05561Q201 110.34285 2445 Sole None Sole BON-TON STORES INC/THE COMMON 09776J101 842.2491235 82863 Sole None Sole BORG WARNER INC COM COMMON 099724106 3113.035731 59170 Sole None Sole BOSTON BEER COMPANY INC-CL A COMMON 100557107 115.08327 1721 Sole None Sole BOSTON PRIVATE FINL HOLDING COMMON 101119105 147.98712 22628 Sole None Sole BP PLC-SPONS ADR COMMON 055622104 4261.773954 103553 Sole None Sole BRADY CORPORATION - CL A COMMON 104674106 0.2917 10 Sole None Sole BRASKEM SA-SPON ADR COMMON 105532105 638.97572 31124 Sole None Sole BRF - BRASIL FOODS SA-ADR COMMON 10552T107 35.15992 2264 Sole None Sole BRIGHTPOINT INC COM COMMON 109473405 369.35859 52841 Sole None Sole BRINK'S CO/THE COMMON 109696104 1013.932 44084 Sole None Sole BRISTOL-MYERS SQUIBB CO COMMON 110122108 33900.65414 1251251 Sole None Sole BRITISH AMERICAN TOB-SP ADR COMMON 110448107 2088.06979 27949 Sole None Sole BROADCOM CORP-CL A COMMON 111320107 642.1224359 18151 Sole None Sole BROADRIDGE FINANCIAL SOLUTIO COMMON 11133T103 0.54888 24 Sole None Sole BROOKDALE SENIOR LIVING INC COMMON 112463104 480.99821 29491 Sole None Sole Brookfield Properties Corp. COMMON 112900105 0.37368 24 Sole None Sole Brooks Automation Inc. COMMON 114340102 104.86388 15628 Sole None Sole BROWN SHOE INC NEW COM COMMON 115736100 2904.257431 253344 Sole None Sole Brown-Forman Corp. COMMON 115637209 1.60264 26 Sole None Sole BRUKER CORP COMMON 116794108 0.92598 66 Sole None Sole BRUNSWICK CORP COMMON 117043109 5202.759915 342099 Sole None Sole BRUSH ENGINEERED MATERIALS COMMON 117421107 2537.208135 89222 Sole None Sole BT GROUP PLC-SPON ADR COMMON 05577E101 2153.64 98250 Sole None Sole BUCKEYE TECHNOLOGIES INC COMMON 118255108 2707.269279 184188 Sole None Sole BUCYRUS INTERNATIONAL INC COMMON 118759109 1176.226588 16970 Sole None Sole CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 23.20434 886 Sole None Sole CABOT CORP COMMON 127055101 1150.655757 35356 Sole None Sole CACI INTERNATIONAL INC -CL A COMMON 127190304 1008.48332 22282 Sole None Sole CAL DIVE INTERNATIONAL INC COMMON 12802T101 111.588 20400 Sole None Sole CALAMOS ASSET MANAGEMENT-A COMMON 12811R104 489.0876299 42561 Sole None Sole CALAMP CORP COMMON 128126109 0.90464 352 Sole None Sole CALLON PETROLEUM CO COMMON 13123X102 3.7026 748 Sole None Sole CAMERON INTERNATIONAL CORP COMMON 13342B105 201.35352 4687 Sole None Sole CAMPBELL SOUP CO COMMON 134429109 15100.668 422773 Sole None Sole CANADIAN NATURAL RESOURCES COMMON 136385101 5.6052 162 Sole None Sole CANON INC-SPONS ADR COMMON 138006309 538.6816 11530 Sole None Sole CANTEL MEDICAL CORP COMMON 138098108 33.5988 2074 Sole None Sole CAPITAL ONE FINANCIAL CORP COMMON 14040H105 308.2527 7794 Sole None Sole CARBO CERAMICS INC COMMON 140781105 0.891 11 Sole None Sole CARDINAL HEALTH INC COMMON 14149Y108 1701.52696 51499 Sole None Sole CARDIOME PHARMA CORPORATION COMMON 14159U202 6.3379 1039 Sole None Sole CARDTRONICS INC COMMON 14161H108 3691.756314 239465 Sole None Sole CAREER EDUCATION CORP COMMON 141665109 6.8704 320 Sole None Sole CARLISLE COS INC COMMON 142339100 0.92845 31 Sole None Sole CARMAX INC COMMON 143130102 479.3060116 17219 Sole None Sole CARMIKE CINEMAS INC COMMON 143436400 0.97664 112 Sole None Sole CARNIVAL PLC-ADR COMMON 14365C103 795.90764 20119 Sole None Sole CARPENTER TECHNOLOGY COMMON 144285103 3.64068 108 Sole None Sole CASCADE CORP COMMON 147195101 577.2185722 18164 Sole None Sole CASH AMERICA INTL INC COMMON 14754D100 2.275 65 Sole None Sole CASTLE (A.M.) & CO COMMON 148411101 0.62275 47 Sole None Sole CASUAL MALE RETAIL GROUP INC COMMON 148711302 7.90296 1937 Sole None Sole CATALYST HEALTH SOLUTIONS IN COMMON 14888B103 1403.100327 39873 Sole None Sole CATERPILLAR INC COMMON 149123101 2729.479692 34694 Sole None Sole CATO CORP-CLASS A COMMON 149205106 2.22108 83 Sole None Sole CB RICHARD ELLIS GROUP INC-A COMMON 12497T101 221.538954 12125 Sole None Sole CBS CORP-CLASS B NON VOTING COMMON 124857202 3151.68334 198719 Sole None Sole CEC ENTERTAINMENT INC COMMON 125137109 213.4205404 6221 Sole None Sole Celadon Group Inc. COMMON 150838100 6.905 500 Sole None Sole CELESTICA INC COMMON 15101Q108 1717.749912 203955 Sole None Sole CELGENE CORP COMMON 151020104 281.88573 4893 Sole None Sole CEMEX SAB-SPONS ADR PART CER COMMON 151290889 6.63 780 Sole None Sole CEMIG SA -SPONS ADR COMMON 204409601 0.34419 21 Sole None Sole CENOVUS ENERGY INC COMMON 15135U109 203.74914 7082 Sole None Sole CENTENE CORP COMMON 15135B101 196.78778 8342 Sole None Sole CENTRAIS ELEC BRAS-SP ADR CM COMMON 15234Q207 9.72745 757 Sole None Sole CENTRAL GARDEN AND PET CO-A COMMON 153527205 657.90144 63504 Sole None Sole CENTURY ALUM CO COM COMMON 156431108 452.0492857 34349 Sole None Sole CENTURYLINK INC COMMON 156700106 1223.652537 31038 Sole None Sole CEPHALON INC COMMON 156708109 39.27476 629 Sole None Sole CERNER CORP COMMON 156782104 7.47511 89 Sole None Sole CGI Group Inc. COMMON 39945C109 1.60821 107 Sole None Sole CH ENERGY GROUP INC COMMON 12541M102 380.83584 8624 Sole None Sole CHART INDUSTRIES INC COMMON 16115Q308 8.26616 406 Sole None Sole Charter Communications Inc. (Cl A) COMMON 16117M305 0.4225 13 Sole None Sole CHECKPOINT SYS INC COM COMMON 162825103 2.442 120 Sole None Sole CHEVRON CORP COMMON 166764100 29565.33226 364964.708 Sole None Sole CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 2640.0132 107976 Sole None Sole CHILDREN'S PLACE COMMON 168905107 344.07235 7055 Sole None Sole CHINA AGRITECH INC COMMON 16937A200 2.52008 218 Sole None Sole CHINA AUTOMOTIVE SYSTEMS INC COMMON 16936R105 222.67544 14573 Sole None Sole CHINA BIO ENERGY HOLDING CO COMMON 16948P105 41.5534 6202 Sole None Sole China Biologic Products Inc. COMMON 16938C106 0.8892 90 Sole None Sole China Eastern Airlines Corp. Ltd. (ACOMMON 16937R104 75.3363 2466 Sole None Sole CHINA MOBILE LTD-SPON ADR COMMON 16941M109 2965.33548 57996 Sole None Sole CHINA PETROLEUM & CHEM-ADR COMMON 16941R108 951.12872 10774 Sole None Sole CHINA REAL ESTATE INFORM-ADR COMMON 16948Q103 402.44775 37437 Sole None Sole CHINA SECURITY & SURVEILLANC COMMON 16942J105 304.3822 54745 Sole None Sole China Sunergy Co. Ltd. ADS COMMON 16942X104 2.0295 450 Sole None Sole CHINA TELECOM CORP LTD-ADR COMMON 169426103 18.00288 329 Sole None Sole CHINA UNICOM HONG KONG-ADR COMMON 16945R104 322.9408 22180 Sole None Sole CHINA XD PLASTICS CO LTD COMMON 16948F107 741.5917 111304 Sole None Sole CHINA YUCHAI INTL LTD COMMON G21082105 2124.232213 111065 Sole None Sole CHIPOTLE MEXICAN GRILL INC COMMON 169656105 1415.467358 8231 Sole None Sole CHIQUITA BRANDS INTL COMMON 170032809 3330.95892 251583 Sole None Sole CHOICE HOTELS INTL INC COMMON 169905106 0.5469 15 Sole None Sole CHUBB CORP COMMON 171232101 23238.96634 408135 Sole None Sole CIA BRASILEIRA-SP ADR PREF A COMMON 20440T201 513.57782 7441 Sole None Sole CIA PARANAENSE ENER-SP ADR P COMMON 20441B407 1.78 80 Sole None Sole CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 1.00719 57 Sole None Sole CIGNA CORP COMMON 125509109 443.60044 12398 Sole None Sole Cimarex Energy Co. COMMON 171798101 2113.017181 31936 Sole None Sole CINCINNATI BELL INC COMMON 171871106 1323.2253 495590 Sole None Sole CINCINNATI FINANCIAL CORP COMMON 172062101 1.81566 63 Sole None Sole Cinedigm Digital Cinema COMMON 172407108 0.8646 660 Sole None Sole Cinemark Holdings Inc. COMMON 17243V102 281.2107501 17476 Sole None Sole Cirrus Logic Inc. COMMON 172755100 6552.914623 367392 Sole None Sole CIT GROUP INC COM NEW COMMON 125581801 1.2246 30 Sole None Sole CITIGROUP INC COMMON 172967101 480.7089015 123165 Sole None Sole CITRIX SYSTEMS INC COMMON 177376100 1330.88472 19503 Sole None Sole CITY NATIONAL CORP COMMON 178566105 1521.078411 28672 Sole None Sole CITY TELECOM (H.K.) LTD-ADR COMMON 178677209 1395.975559 111246 Sole None Sole Clean Energy Fuels Corp. COMMON 184499101 276.7448842 19490 Sole None Sole CLEAR CHANNEL OUTDOOR-CL A COMMON 18451C109 561.8562908 49190 Sole None Sole CLEARWATER PAPER CORP COMMON 18538R103 1435.249886 18880 Sole None Sole CLIFFS NATURAL RESOURCES INC COMMON 18683K101 3839.794128 60086 Sole None Sole CLOROX COMPANY COMMON 189054109 0.20028 3 Sole None Sole CLOUD PEAK ENERGY INC COMMON 18911Q102 1509.36625 82705 Sole None Sole CNA FINANCIAL CORP COMMON 126117100 1070.858058 38274 Sole None Sole CNA SURETY CORP COMMON 12612L108 231.13216 12898 Sole None Sole CNH GLOBAL N.V. COMMON N20935206 2637.07541 71997 Sole None Sole CNO Financial Group Inc COMMON 12621E103 7815.885968 1411261 Sole None Sole CNOOC LTD-ADR COMMON 126132109 486.5272 2504 Sole None Sole COACH INC COMMON 189754104 3473.96916 80865.204 Sole None Sole COCA COLA HELLENIC BTLNG-ADR COMMON 1912EP104 22.35118 859 Sole None Sole COCA-COLA CO/THE COMMON 191216100 18049.32078 308532 Sole None Sole COCA-COLA ENTERPRISES COMMON 191219104 2511.744 81024 Sole None Sole COCA-COLA FEMSA SAB-SP ADR COMMON 191241108 15.01824 192 Sole None Sole COGNEX CORP COMMON 192422103 104.7321 3905 Sole None Sole COGNIZANT TECH SOLUTIONS-A COMMON 192446102 4016.15865 62295 Sole None Sole COHERENT INC COM COMMON 192479103 12.12303 303 Sole None Sole COINSTAR INC COMMON 19259P300 4608.30643 107223 Sole None Sole Coleman Cable Inc. COMMON 193459302 0.95241 159 Sole None Sole COLFAX CORP COMMON 194014106 839.4491764 56474 Sole None Sole COLGATE-PALMOLIVE CO COMMON 194162103 9167.561014 119386 Sole None Sole COMCAST CORP-CLASS A COMMON 20030N101 8696.323859 481435 Sole None Sole COMFORT SYSTEMS USA INC COMMON 199908104 16.26668 1516 Sole None Sole COMMERCIAL METALS CO COMMON 201723103 0.21735 15 Sole None Sole COMMERCIAL VEHICLE GROUP INC COMMON 202608105 3391.018608 333365 Sole None Sole COMPLETE PRODUCTION SERVICES COMMON 20453E109 4303.215828 210498 Sole None Sole Compuware Corp. COMMON 205638109 1.18428 139 Sole None Sole CONAGRA FOODS INC COMMON 205887102 13432.22976 612615 Sole None Sole CONOCOPHILLIPS COMMON 20825C104 22160.50977 386121 Sole None Sole CONSOL ENERGY INC COMMON 20854P109 929.95056 25161 Sole None Sole CONSOLIDATED COMMUNICATIONS COMMON 209034107 639.040727 34248 Sole None Sole CONSOLIDATED GRAPHICS INC COMMON 209341106 2537.110639 61245 Sole None Sole Contango Oil & Gas Co. COMMON 21075N204 0.45144 9 Sole None Sole CONVERGYS CORP COMMON 212485106 0.28215 27 Sole None Sole CON-WAY INC COMMON 205944101 795.07944 25656 Sole None Sole COOPER COS INC/THE COMMON 216648402 20.24436 438 Sole None Sole COOPER TIRE & RUBBER COMMON 216831107 1236.87845 63058 Sole None Sole COPA HOLDINGS SA-CLASS A COMMON P31076105 1323.81396 24556 Sole None Sole CORE LABORATORIES N V COMMON N22717107 2651.16566 30117 Sole None Sole CoreLogic| Inc. COMMON 21871D103 0.32572 17 Sole None Sole CORE-MARK HOLDING CO INC COMMON 218681104 1062.5472 34320 Sole None Sole CORN PRODUCTS INTL INC COMMON 219023108 0.3375 9 Sole None Sole CORRECTIONS CORP OF AMERICA COMMON 22025Y407 0.64168 26 Sole None Sole CORVEL CORP COMMON 221006109 100.98855 2379 Sole None Sole COSTCO WHOLESALE CORP COMMON 22160K105 117.75874 1826 Sole None Sole COTT CORPORATION COMMON 22163N106 6773.635112 863556 Sole None Sole Covenant Transportation Group Inc. (COMMON 22284P105 1.80727 242 Sole None Sole COVIDIEN PLC COMMON G2554F105 1.6076 40 Sole None Sole CPFL ENERGIA SA-ADR COMMON 126153105 1.97092 28 Sole None Sole CPI CORP COMMON 125902106 5.09836 197 Sole None Sole CRACKER BARREL OLD COUNTRY COMMON 22410J106 1142.14936 22506 Sole None Sole Craft Brewers Alliance Inc COMMON 224122101 1.84437 243 Sole None Sole CRANE CO COMMON 224399105 1149.653282 30321 Sole None Sole CREDIT ACCEPTANCE CORP COMMON 225310101 153.33792 2532 Sole None Sole CREE INC COMMON 225447101 1769.560203 32601 Sole None Sole CRESUD S.A.-SPONS ADR COMMON 226406106 314.40004 19601 Sole None Sole CRH PLC-SPONSORED ADR COMMON 12626K203 4004.13312 240633 Sole None Sole CROCS INC COMMON 227046109 14917.61287 1147531 Sole None Sole CSG SYSTEMS INTL INC COMMON 126349109 2.20583 121 Sole None Sole CSX CORP COMMON 126408103 3192.442055 57762 Sole None Sole CULLEN FROST BANKERS INC COM COMMON 229899109 0.32322 6 Sole None Sole CULP INC COMMON 230215105 26.4012 2694 Sole None Sole CUMMINS INC COMMON 231021106 6179.215735 68227 Sole None Sole Cumulus Media Inc. COMMON 231082108 2.02882 722 Sole None Sole CVR ENERGY INC COMMON 12662P108 338.943 41084 Sole None Sole CVS CAREMARK CORP COMMON 126650100 11705.59536 372274 Sole None Sole CYBERONICS INC COMMON 23251P102 2442.293714 91559 Sole None Sole CYTEC INDUSTRIES INC COMMON 232820100 699.4761291 12416 Sole None Sole DANA HOLDING CORP COMMON 235825205 2725.467084 221398 Sole None Sole DARDEN RESTAURANTS INC COMMON 237194105 0.25668 6 Sole None Sole DAVE COMMON 307068106 3.58155 379 Sole None Sole DECKERS OUTDOOR CORP COMMON 243537107 833.1568325 16686 Sole None Sole DEERE & CO COMMON 244199105 52.12566 747 Sole None Sole DEL MONTE FOODS CO COMMON 24522P103 13.69995 1045 Sole None Sole DELHAIZE GROUP - SPONS ADR COMMON 29759W101 48.1194 665 Sole None Sole DELPHI FINANCIAL GROUP-CL A COMMON 247131105 11.39544 456 Sole None Sole DELTA AIR LINES INC COMMON 247361702 1488.997447 127958 Sole None Sole Delta Apparel Co. COMMON 247368103 3.075 205 Sole None Sole DELUXE CORP COMMON 248019101 1563.275425 81751 Sole None Sole Denny's Corp. COMMON 24869P104 0.71219 229 Sole None Sole DESTINATION MATERNITY CORP COMMON 25065D100 8.75672 266 Sole None Sole Dex One Corp. COMMON 25212W100 1.31396 107 Sole None Sole DIAGEO PLC-SPONSORED ADR COMMON 25243Q205 122.42374 1774 Sole None Sole DIAMOND FOODS INC COMMON 252603105 1050.876589 25657 Sole None Sole DIAMOND OFFSHORE DRILLING COMMON 25271C102 1772.32606 26152.074 Sole None Sole DIEBOLD INC COMMON 253651103 143.82234 4626 Sole None Sole DILLARDS INC-CL A COMMON 254067101 3997.334031 169202 Sole None Sole DINEEQUITY INC COMMON 254423106 2108.971592 46908 Sole None Sole DIRECTV-CLASS A COMMON 25490A101 31559.32083 758666 Sole None Sole DISCOVER FINANCIAL SERVICES COMMON 254709108 848.3506707 50871 Sole None Sole DISCOVERY COMMUNICATIONS-A COMMON 25470F104 266.2421833 6119 Sole None Sole DISH NETWORK CORP-A COMMON 25470M109 1.24865 65 Sole None Sole DIVX INC COM COMMON 255413106 18.00217 1889 Sole None Sole DOLBY LABORATORIES INC-CL A COMMON 25659T107 57.9462 1020 Sole None Sole DOLLAR TREE INC COMMON 256746108 977.3879187 20047 Sole None Sole DOMINION RESOURCES INC/VA COMMON 25746U109 1.57176 36 Sole None Sole DOMINO'S PIZZA INC COMMON 25754A201 2228.247301 168624 Sole None Sole DOMTAR CORP COMMON 257559203 821.9417488 12739 Sole None Sole DORMAN PRODUCTS INC COMMON 258278100 1380.185786 44812 Sole None Sole DOVER CORP COMMON 260003108 0.31326 6 Sole None Sole DOW CHEMICAL COMMON 260543103 337.3461 12285 Sole None Sole Dr Pepper Snapple Group COMMON 26138E109 52.24992 1471 Sole None Sole DRESSER-RAND GROUP INC COMMON 261608103 224.18053 6077 Sole None Sole DRUGSTORE.COM INC COMMON 262241102 1193.931971 622197 Sole None Sole DSW INC-CLASS A COMMON 23334L102 1531.785326 53383 Sole None Sole DU PONT (E.I.) DE NEMOURS COMMON 263534109 32480.12197 728330.601 Sole None Sole DYCOM INDUSTRIES INC COMMON 267475101 11.74824 1176 Sole None Sole EARTHLINK INC COMMON 270321102 1.13625 125 Sole None Sole EASTMAN CHEMICAL COMPANY COMMON 277432100 382.4574192 5173 Sole None Sole EASTMAN KODAK CO COMMON 277461109 1012.431 241055 Sole None Sole EasyLink Services International CorpCOMMON 277858106 3.1382 1207 Sole None Sole EBAY INC COMMON 278642103 157.1604 6441 Sole None Sole ECOPETROL SA-SPONSORED ADR COMMON 279158109 1.71175 41 Sole None Sole EDWARDS LIFESCIENCES CORP COMMON 28176E108 1153.19295 17199 Sole None Sole ELECTRO RENT CORP COMMON 285218103 1.8592 140 Sole None Sole ELECTRO SCIENTIFIC INDS INC COMMON 285229100 91.91303 8273 Sole None Sole ELECTRONICS FOR IMAGING COMMON 286082102 0.47151 39 Sole None Sole ELI LILLY & CO COMMON 532457108 23940.59038 655780.579 Sole None Sole ELIZABETH ARDEN INC COMMON 28660G106 1447.113958 72414 Sole None Sole ELONG INC-SPONSORED ADR COMMON 290138205 0.6303 33 Sole None Sole EMCOR GROUP INC COMMON 29084Q100 814.10113 33107 Sole None Sole EMERGENCY MEDICAL SERVICES-A COMMON 29100P102 245.21625 4605 Sole None Sole EMERITUS CORP COMMON 291005106 171.1118 10030 Sole None Sole EMERSON ELECTRIC CO COMMON 291011104 21029.42571 399584.146 Sole None Sole Emerson Radio Corp. COMMON 291087203 4.29193 1906 Sole None Sole Emmis Communications Corp. (Cl A) COMMON 291525103 0.84474 1083 Sole None Sole EMP DISTRIB Y COMERC NOR-ADR COMMON 29244A102 757.06176 96564 Sole None Sole EMPLOYERS HOLDINGS INC COMMON 292218104 1.70316 108 Sole None Sole EMPRESAS ICA S.A. -SPONS ADR COMMON 292448206 18.44856 1898 Sole None Sole ENCANA CORP COMMON 292505104 342.26406 11322 Sole None Sole ENCORE CAPITAL GROUP INC COMMON 292554102 1245.329949 69146 Sole None Sole ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 812.716 20420 Sole None Sole Energy Partners Ltd. COMMON 29270U303 0.62452 52 Sole None Sole ENERGY XXI BERMUDA COMMON G10082140 4259.883182 184421 Sole None Sole ENERSIS S.A. -SPONS ADR COMMON 29274F104 2.63312 112 Sole None Sole ENERSYS COMMON 29275Y102 0.44946 18 Sole None Sole ENI SPA-SPONSORED ADR COMMON 26874R108 6749.30241 156306.216 Sole None Sole ENTEGRIS INC COMMON 29362U104 500.9041457 107319 Sole None Sole ENTERCOM COMMUNICATIONS-CL A COMMON 293639100 2406.820697 306468 Sole None Sole ENTRAVISION COMMUNICATIONS-A COMMON 29382R107 427.2291661 214832 Sole None Sole EOG RESOURCES INC COMMON 26875P101 2107.56017 22669.25 Sole None Sole Epicor Software Corp. COMMON 29426L108 2.5578 294 Sole None Sole ERESEARCH TECHNOLOGY INC COMMON 29481V108 801.6036142 107189 Sole None Sole Erie Indemnity Co. (Cl A) COMMON 29530P102 72.20528 1288 Sole None Sole Escalade Inc. COMMON 296056104 1.47186 306 Sole None Sole ESTEE LAUDER COMPANIES-CL A COMMON 518439104 1440.69555 22785 Sole None Sole ESTERLINE TECHNOLOGIES CORP COMMON 297425100 1045.001966 18272 Sole None Sole EVEREST RE GROUP INC COM COMMON G3223R108 0.43235 5 Sole None Sole EW SCRIPPS CO-CL A COMMON 811054402 2643.061359 335666 Sole None Sole EXFO ELECTRO OPTICAL ENGIN COMMON 302046107 0.4568 80 Sole None Sole EXIDE TECHNOLOGIES COMMON 302051206 401.45469 83810.999 Sole None Sole EXPEDIA INC COMMON 30212P105 193.96833 6871 Sole None Sole EXPEDITORS INTL WASH INC COM COMMON 302130109 1.61805 35 Sole None Sole EXPRESS SCRIPTS INC COMMON 302182100 1575.6398 32354 Sole None Sole EXTERRAN HOLDINGS INC COMMON 30225X103 121.15785 5335 Sole None Sole EXXON MOBIL CORP COMMON 30231G102 25640.37303 415212 Sole None Sole EZchip Semiconductor Ltd COMMON M4146Y108 0.4545 18 Sole None Sole EZCORP INC-CL A COMMON 302301106 758.0989914 37845 Sole None Sole F5 NETWORKS INC COMMON 315616102 5143.95315 49559 Sole None Sole Fair Isaac Corp. COMMON 303250104 1.40562 57 Sole None Sole FAIRCHILD SEMICON INTERNATIO COMMON 303726103 374.702505 39889 Sole None Sole FAMILY DOLLAR STORES COMMON 307000109 48.92928 1108 Sole None Sole FARO TECHNOLOGIES INC COMMON 311642102 308.7369818 14161 Sole None Sole FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 6553.90191 252385 Sole None Sole FEDERAL MOGUL CORP COMMON 313549404 697.4630856 36900 Sole None Sole FERRO CORP COMMON 315405100 3298.63197 255971 Sole None Sole FIFTH THIRD BANCORP COMMON 316773100 378.4839173 31490 Sole None Sole FINISAR CORPORATION COMMON 31787A507 3164.304443 168519 Sole None Sole FINISH LINE/THE - CL A COMMON 317923100 2010.835984 144623 Sole None Sole First American Financial Corp. COMMON 31847R102 1034.56512 69248 Sole None Sole FIRST BANCORP/NC COMMON 318910106 120.52338 8849 Sole None Sole FIRST SOLAR INC COMMON 336433107 3123.762544 21203 Sole None Sole FIVE STAR QUALITY CARE COMMON 33832D106 3.8683 766 Sole None Sole FLAGSTONE REINSURANCE HOLDIN COMMON L3466T104 1.03978 98 Sole None Sole Flexsteel Industries Inc. COMMON 339382103 2.31634 151 Sole None Sole FLEXTRONICS INTL LTD COMMON Y2573F102 3322.74896 550124 Sole None Sole FLOWSERVE CORP COMMON 34354P105 203.5212 1860 Sole None Sole FLUSHING FINANCIAL CORP COMMON 343873105 338.3612 29270 Sole None Sole FLY LEASING LIMITED COMMON 34407D109 1656.57504 126200 Sole None Sole FOMENTO ECONOMICO MEX-SP ADR COMMON 344419106 5.5803 110 Sole None Sole FOOT LOCKER INC COMMON 344849104 3.58891 247 Sole None Sole FORD MOTOR CO COMMON 345370860 7930.927795 648041 Sole None Sole Forest Oil Corp. COMMON 346091705 44.9064 1512 Sole None Sole FOSTER WHEELER AG COMMON H27178104 0.44028 18 Sole None Sole FPIC INSURANCE GROUP INC COMMON 302563101 2.8072 80 Sole None Sole FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 8343.43478 387526 Sole None Sole FRANKLIN RESOURCES INC COMMON 354613101 3181.94487 29765.621 Sole None Sole FRED'S INC-CLASS A COMMON 356108100 1282.66 108700 Sole None Sole FREEPORT-MCMORAN COPPER COMMON 35671D857 3254.65134 38115.135 Sole None Sole FreightCar America Inc. COMMON 357023100 2.0418 83 Sole None Sole FRESENIUS MEDICAL CARE-ADR COMMON 358029106 495.83394 8031 Sole None Sole FRONTIER COMMUNICATIONS CORP COMMON 35906A108 0.7353 90 Sole None Sole FRONTIER OIL CORP COMMON 35914P105 0.01392 1.038 Sole None Sole FRONTLINE LTD COMMON G3682E127 0.2843 10 Sole None Sole FUEL SYSTEMS SOLUTIONS INC COMMON 35952W103 1304.672985 33365 Sole None Sole FURNITURE BRANDS INTL INC COMMON 360921100 520.0353697 96687 Sole None Sole G III APPAREL GROUP LTD COMMON 36237H101 2456.038919 78332 Sole None Sole GAMESTOP CORP NEW CL A COMMON 36467W109 0.43362 22 Sole None Sole GANNETT CO COMMON 364730101 1519.840443 124352 Sole None Sole GAP INC/THE COMMON 364760108 7879.926833 423128 Sole None Sole GARTNER INC COMMON 366651107 1313.574117 44634 Sole None Sole GATX CORP COMMON 361448103 0.2932 10 Sole None Sole GAYLORD ENTERTAINMENT CO COMMON 367905106 837.8220142 27491 Sole None Sole GENCORP INC COMMON 368682100 2700.109037 548906 Sole None Sole General Communication Inc. (Cl A) COMMON 369385109 3098.507965 310814 Sole None Sole GENERAL DYNAMICS CORP COMMON 369550108 5998.835497 95593 Sole None Sole GENERAL MILLS INC COMMON 370334104 1386.693466 37984 Sole None Sole GEN-PROBE INC COMMON 36866T103 0.58152 12 Sole None Sole GENTEX CORP COMMON 371901109 620.0609623 31804 Sole None Sole GENTIVA HEALTH SERVICES COMMON 37247A102 54.90905 2513 Sole None Sole GENUINE PARTS CO COMMON 372460105 0.62426 14 Sole None Sole GENWORTH FINANCIAL INC-CL A COMMON 37247D106 3156.769272 258409 Sole None Sole Georgia Gulf Corp. COMMON 373200302 3445.68116 210874 Sole None Sole Gildan Activewear Inc COMMON 375916103 37.47206 1334 Sole None Sole GILEAD SCIENCES INC COMMON 375558103 2588.570402 72758 Sole None Sole GLAXOSMITHKLINE PLC-SPON ADR COMMON 37733W105 6141.8032 155410 Sole None Sole GLOBAL CASH ACCESS HOLDINGS COMMON 378967103 106.4064 26080 Sole None Sole GLOBAL CROSSING LTD COMMON G3921A175 216.0599 16814 Sole None Sole GLOBAL INDEMNITY PLC COMMON G39319101 0.3531 22 Sole None Sole GLOBAL INDUSTRIES LTD COMMON 379336100 212.03361 38763 Sole None Sole Global Ship Lease Inc. COMMON Y27183105 3.07326 1173 Sole None Sole GOL LINHAS AEREAS INTEL-ADR COMMON 38045R107 1932.255031 122963 Sole None Sole GOLDMAN SACHS GROUP INC COMMON 38141G104 132.2907 915 Sole None Sole GOOGLE INC-CL A COMMON 38259P508 3931.33183 7477 Sole None Sole Graham Packaging Co Inc COMMON 384701108 166.03554 14047 Sole None Sole GRAPHIC PACKAGING HOLDING CO COMMON 388689101 4753.151197 1423887 Sole None Sole GRAY TELEVISION INC COMMON 389375106 2.88837 1437 Sole None Sole GREAT LAKES DREDGE & DOCK CO COMMON 390607109 269.54333 46393 Sole None Sole GREAT PLAINS ENERGY INC COMMON 391164100 0.0189 1 Sole None Sole GREAT SOUTHERN BANCORP INC COMMON 390905107 112.57267 5171 Sole None Sole GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 389.754269 12506 Sole None Sole GREEN PLAINS RENEWABLE ENERG COMMON 393222104 0.94926 78 Sole None Sole GREENBRIER COMPANIES INC COMMON 393657101 1116.788084 71666 Sole None Sole GRIFFON CORPORATION COMMON 398433102 331.705436 27233 Sole None Sole GROUP 1 AUTOMOTIVE INC COMMON 398905109 770.7546 25795 Sole None Sole GRUMA S.A.B.-SPONSORED ADR COMMON 400131306 362.18259 63877 Sole None Sole GRUPO FINANCIERO GALICIA-ADR COMMON 399909100 4093.22714 410143 Sole None Sole GSI COMMERCE INC COMMON 36238G102 1807.16458 73209 Sole None Sole GT Solar International Inc. COMMON 3623E0209 103.71267 12391 Sole None Sole GULFPORT ENERGY CORP COMMON 402635304 2.02064 146 Sole None Sole H&R BLOCK INC COMMON 093671105 0.50505 39 Sole None Sole Hain Celestial Group Inc. COMMON 405217100 542.8599449 22653 Sole None Sole HALLIBURTON CO COMMON 406216101 744.53798 22514 Sole None Sole HALLWOOD GROUP INC COMMON 406364406 1.9494 57 Sole None Sole HANOVER INSURANCE GROUP INC/ COMMON 410867105 773.714 16462 Sole None Sole HARLEY-DAVIDSON INC COMMON 412822108 74.45592 2618 Sole None Sole HARLEYSVILLE GROUP INC COMMON 412824104 413.25237 12603 Sole None Sole Harman International Industries Inc.COMMON 413086109 1.6705 50 Sole None Sole HARRIS CORP COMMON 413875105 1.3287 30 Sole None Sole HARSCO CORP COMMON 415864107 0.22122 9 Sole None Sole HARTFORD FINANCIAL SVCS GRP COMMON 416515104 762.8663022 33246 Sole None Sole HASBRO INC COMMON 418056107 137.35786 3086 Sole None Sole Hastings Entertainment Inc. COMMON 418365102 4.31964 639 Sole None Sole HAWAIIAN HOLDINGS INC COMMON 419879101 302.18352 50448 Sole None Sole Hawk Corp. Cl A COMMON 420089104 4.41354 102 Sole None Sole HEALTH MGMT ASSOCIATES INC-A COMMON 421933102 397.1246607 51863 Sole None Sole HEALTH NET INC COMMON 42222G108 3300.83881 121399 Sole None Sole HEALTHSOUTH CORP COMMON 421924309 852.5363712 44424 Sole None Sole HEALTHSPRING INC COMMON 42224N101 497.02794 19251 Sole None Sole HEALTHWAYS INC COMMON 422245100 576.4824635 49550 Sole None Sole HEARTLAND PAYMENT SYSTEMS IN COMMON 42235N108 1.38502 91 Sole None Sole HERBALIFE LTD COMMON G4412G101 3190.744808 52883 Sole None Sole HERSHEY CO/THE COMMON 427866108 247.51559 5201 Sole None Sole HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 0.66717 63 Sole None Sole HEWLETT-PACKARD CO COMMON 428236103 1291.50693 30699 Sole None Sole HEXCEL CORP COMMON 428291108 667.7556858 37552 Sole None Sole HHGREGG INC COMMON 42833L108 151.60548 6123 Sole None Sole HIBBETT SPORTS INC COMMON 428567101 101.92075 4085 Sole None Sole HILL-ROM HOLDINGS INC COMMON 431475102 998.9749809 27853 Sole None Sole HIMAX TECHNOLOGIES INC-ADR COMMON 43289P106 0.4464 180 Sole None Sole HITACHI LTD -SPONS ADR COMMON 433578507 2567.30298 58641 Sole None Sole HJ HEINZ CO COMMON 423074103 5301.620417 112023 Sole None Sole HOLLY CORP COMMON 435758305 54.42375 1893 Sole None Sole HOME DEPOT INC COMMON 437076102 10545.97703 333045 Sole None Sole HOME FEDERAL BANCORP INC/MD COMMON 43710G105 0.49897 41 Sole None Sole HONEYWELL INTERNATIONAL INC COMMON 438516106 9948.62932 226413.958 Sole None Sole HORACE MANN EDUCATORS COMMON 440327104 2000.74784 112528 Sole None Sole HOSPIRA INC COMMON 441060100 2.22339 39 Sole None Sole HOVNANIAN ENTERPRISES-A COMMON 442487203 573.357936 145957 Sole None Sole HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 1.26475 25 Sole None Sole HSN INC COMMON 404303109 4177.65692 139837 Sole None Sole HUBBELL INC -CL B COMMON 443510201 1.5225 30 Sole None Sole HUMANA INC COMMON 444859102 164.88768 3282 Sole None Sole HUNTINGTON BANCSHARES INC COMMON 446150104 901.5094324 158786 Sole None Sole HUNTSMAN CORP COMMON 447011107 7515.42913 650225.496 Sole None Sole IAC/INTERACTIVECORP COMMON 44919P508 4.09812 156 Sole None Sole ICON PLC - SPONSORED ADR COMMON 45103T107 146.60522 6781 Sole None Sole ICU Medical Inc. COMMON 44930G107 0.67122 18 Sole None Sole IDACORP INC COMMON 451107106 96.8044 2695 Sole None Sole IDT CORP-CLASS B COMMON 448947507 8087.91123 454920 Sole None Sole IGATE CORP COMMON 45169U105 0.61676 34 Sole None Sole ILLINOIS TOOL WORKS COMMON 452308109 7369.185528 156846 Sole None Sole IMPAX LABORATORIES INC COM COMMON 45256B101 1.1484 58 Sole None Sole Infinera Corp. COMMON 45667G103 1779.112333 152471 Sole None Sole Infinity Property & Casualty Corp. COMMON 45665Q103 1519.33181 31153 Sole None Sole Informatica Corp. COMMON 45666Q102 242.0660787 6307 Sole None Sole INFOSYS TECHNOLOGIES-SP ADR COMMON 456788108 356.57486 5297.502 Sole None Sole ING GROEP N.V.-SPONSORED ADR COMMON 456837103 5.70066 554 Sole None Sole INGERSOLL-RAND PLC COMMON G47791101 1624.91213 45503 Sole None Sole INNOPHOS HOLDINGS INC COMMON 45774N108 449.9874077 13605 Sole None Sole INNOSPEC INC COMMON 45768S105 1.81237 119 Sole None Sole INSIGHT ENTERPRISES INC COMMON 45765U103 3019.014469 193035 Sole None Sole INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 657.5348423 27199 Sole None Sole IntegraMed America Inc. COMMON 45810N302 1.52004 159 Sole None Sole INTEGRATED SILICON SOLUTION COMMON 45812P107 2035.621226 236624 Sole None Sole INTEGRYS ENERGY GROUP INC COMMON 45822P105 496.3055877 9542 Sole None Sole INTEL CORP COMMON 458140100 17624.03445 917620 Sole None Sole INTER PARFUMS INC COMMON 458334109 1850.990406 105301 Sole None Sole InterContinental Hotels Group plc COMMON 45857P301 0.6279 35 Sole None Sole INTERCONTINENTALEXCHANGE INC COMMON 45865V100 13.50888 129 Sole None Sole INTERFACE INC CL A COMMON 458665106 4691.229586 329839 Sole None Sole INTERNAP NETWORK SERVICES COMMON 45885A300 446.6215832 91017 Sole None Sole INTERNATIONAL COAL GROUP INC COMMON 45928H106 995.3126008 187149 Sole None Sole INTERNATIONAL PAPER CO COMMON 460146103 2663.234805 122458.749 Sole None Sole INTERNET CAPITAL GROUP INC COMMON 46059C205 0.93755 85 Sole None Sole INTERNET GOLD-GOLDEN LINES LTD ORD COMMON M56595107 181.0809 7839 Sole None Sole Internet Initiative Japan Inc. (ADS)COMMON 46059T109 111.50066 16843 Sole None Sole Intersections Inc. COMMON 460981301 6.1752 664 Sole None Sole INTL BUSINESS MACHINES CORP COMMON 459200101 21891.14563 163293.912 Sole None Sole INTL GAME TECHNOLOGY COMMON 459902102 582.46505 40309 Sole None Sole INTUIT INC COMMON 461202103 2915.499154 66556 Sole None Sole INTUITIVE SURGICAL INC COMMON 46120E602 338.78556 1194 Sole None Sole INVACARE CORP COMMON 461203101 709.513676 26774 Sole None Sole iRobot Corporation COMMON 462726100 51.69888 2784 Sole None Sole IRSA -SP GDR COMMON 450047204 542.52678 36682 Sole None Sole ISLE OF CAPRI CASINOS COMMON 464592104 0.90216 126 Sole None Sole ITAU UNIBANCO HLDNG-PREF ADR COMMON 465562106 31.21638 1291 Sole None Sole ITURAN LOCATION AND CONTROL COMMON M6158M104 0.792 55 Sole None Sole J CREW GROUP INC COMMON 46612H402 802.20682 23861 Sole None Sole J.C. PENNEY CO INC COMMON 708160106 732.79998 26961 Sole None Sole JA Solar Holdings Co. Ltd. (ADS) COMMON 466090107 455.90112 48864 Sole None Sole JABIL CIRCUIT INC COMMON 466313103 901.8097832 62634 Sole None Sole JAKKS PAC INC COMMON 47012E106 7.00308 397 Sole None Sole JAMES RIVER COAL CO COMMON 470355207 465.00078 26526 Sole None Sole JDS UNIPHASE CORP COMMON 46612J507 758.6261718 61252 Sole None Sole JETBLUE AIRWAYS CORP COMMON 477143101 3570.573336 533836 Sole None Sole JINPAN INTERNATIONAL LTD COMMON G5138L100 13.4568 1335 Sole None Sole JM SMUCKER CO/THE COMMON 832696405 0.48424 8 Sole None Sole JO-ANN STORES INC COMMON 47758P307 3503.715072 78685 Sole None Sole JOHN B. SANFILIPPO & SON INC COMMON 800422107 2.2176 168 Sole None Sole JOHNSON & JOHNSON COMMON 478160104 18282.91555 295190 Sole None Sole JOHNSON CONTROLS INC COMMON 478366107 255.4985 8377 Sole None Sole JONES APPAREL GROUP INC COMMON 480074103 319.46424 16266 Sole None Sole JONES LANG LASALLE INC COMMON 48020Q107 1204.40772 13968 Sole None Sole JOS A BANK CLOTHIERS INC COMMON 480838101 469.4920357 11025 Sole None Sole JOURNAL COMMUNICATIONS INC-A COMMON 481130102 491.5924653 109077 Sole None Sole JOY GLOBAL INC COMMON 481165108 571.7016 8130 Sole None Sole JPMORGAN CHASE & CO COMMON 46625H100 0.0048 0.126 Sole None Sole KADANT INC COMMON 48282T104 2182.36697 115457 Sole None Sole KAISER ALUMINUM CORP COMMON 483007704 0.4279 10 Sole None Sole KAMAN CORP COMMON 483548103 153.77407 5867 Sole None Sole KAPSTONE PAPER AND PACKAGING COMMON 48562P103 5598.304925 461490 Sole None Sole KELLOGG CO COMMON 487836108 2677.129162 53051 Sole None Sole KEMET CORP COMMON 488360108 40.55898 12191 Sole None Sole KENDLE INTERNATIONAL INC COMMON 48880L107 0.34484 37 Sole None Sole Kennametal Inc. COMMON 489170100 1811.110029 58565 Sole None Sole KENSEY NASH CORP COMMON 490057106 2.05119 71 Sole None Sole Key Tronic Corp. COMMON 493144109 3.6176 608 Sole None Sole KIMBALL INTERNATIONAL-B COMMON 494274103 373.49312 64064 Sole None Sole KIMBERLY-CLARK CORP COMMON 494368103 13075.76812 201178 Sole None Sole KINDRED HEALTHCARE INC COMMON 494580103 3164.91462 243081 Sole None Sole KINETIC CONCEPTS INC COMMON 49460W208 5.88938 161 Sole None Sole Kingold Jewelry Inc. COMMON 49579A204 432.5941848 47787 Sole None Sole KIRKLAND'S INC COMMON 497498105 1487.879564 107434 Sole None Sole KLA-TENCOR CORPORATION COMMON 482480100 3255.708374 92429 Sole None Sole KMG CHEMICALS INC COMMON 482564101 1.59217 113 Sole None Sole KNIGHT CAPITAL GROUP INC-A COMMON 499005106 40.13121 3239 Sole None Sole KNOLOGY INC COMMON 499183804 2340.915181 174401 Sole None Sole KRAFT FOODS INC-CLASS A COMMON 50075N104 11367.33569 368638 Sole None Sole KRISPY KREME DOUGHNUTS INC COMMON 501014104 571.7441432 124893 Sole None Sole KROGER CO COMMON 501044101 1577.02128 72808 Sole None Sole KRONOS WORLDWIDE INC COMMON 50105F105 931.4298566 23393 Sole None Sole KT CORP-SP ADR COMMON 48268K101 1275.5787 62345 Sole None Sole KULICKE & SOFFA INDUSTRIES COMMON 501242101 1083.356604 175130 Sole None Sole KYOCERA CORP -SPONS ADR COMMON 501556203 9.79942 103 Sole None Sole LABRANCHE & CO INC COMMON 505447102 1.0179 261 Sole None Sole LaCrosse Footwear Inc. COMMON 505688101 3.60441 261 Sole None Sole LADISH CO INC COMMON 505754200 1.61876 52 Sole None Sole LAM RESH CORP COM COMMON 512807108 940.4437945 22484 Sole None Sole LAN AIRLINES SA-SPON ADR COMMON 501723100 1.94304 66 Sole None Sole LAS VEGAS SANDS CORP COMMON 517834107 9972.084539 286207 Sole None Sole LATTICE SEMICONDUCTOR CORP COMMON 518415104 3687.691621 776625 Sole None Sole LAZARD LTD-CL A COMMON G54050102 740.39848 21106 Sole None Sole LA-Z-BOY INC COMMON 505336107 4966.586161 588826 Sole None Sole LEAPFROG ENTERPRISES INC COMMON 52186N106 976.5209865 178304 Sole None Sole Lear Corp. COMMON 521865204 1.26288 16 Sole None Sole LeCroy Corp. COMMON 52324W109 1.264 160 Sole None Sole LEE ENTERPRISES COMMON 523768109 2.01804 753 Sole None Sole LEGGETT & PLATT INC COMMON 524660107 2.57188 113 Sole None Sole LEXMARK INTERNATIONAL INC-A COMMON 529771107 1577.98733 35385 Sole None Sole LG DISPLAY CO LTD-ADR COMMON 50186V102 3.29616 189 Sole None Sole LIBBEY INC COMMON 529898108 5343.975971 407448 Sole None Sole Liberty Acquisition Holdings Corp. COMMON 53015Y107 0.43218 42 Sole None Sole LIBERTY GLOBAL INC-A COMMON 530555101 18941.39218 615286 Sole None Sole LIBERTY MEDIA CORP-CAP SER A COMMON 53071M302 3.07154 59 Sole None Sole LIBERTY MEDIA HLDG CORP INTERACTIVE COMMON 53071M104 24.04734 1754 Sole None Sole Lifetime Brands Inc. COMMON 53222Q103 8.8335 585 Sole None Sole LINCARE HOLDINGS INC COMMON 532791100 28.76676 1147 Sole None Sole LIONBRIDGE TECHNOLOGIES INC COM COMMON 536252109 2564.364034 596916 Sole None Sole LIONS GATE ENTERTAINMENT COR COMMON 535919203 1.12455 153 Sole None Sole LITHIA MOTORS INC-CL A COMMON 536797103 56.9646 5940 Sole None Sole Littelfuse Inc. COMMON 537008104 502.1134701 11498 Sole None Sole Live Nation Entertainment Inc. COMMON 538034109 295.7795842 29962 Sole None Sole LIZ CLAIBORNE INC COMMON 539320101 2.51712 414 Sole None Sole LMI Aerospace Inc. COMMON 502079106 3.00888 189 Sole None Sole LOCKHEED MARTIN CORP COMMON 539830109 30436.48937 427208.372 Sole None Sole LODGENET INTERACTIVE CORP COMMON 540211109 1.26 450 Sole None Sole LOEWS CORP COMMON 540424108 5468.378146 144418 Sole None Sole LORAL SPACE & COMMUNICATIONS COMMON 543881106 2136.673434 40964 Sole None Sole LORILLARD INC COMMON 544147101 480.57504 5984 Sole None Sole LOUISIANA-PACIFIC CORP COMMON 546347105 542.6428939 71725 Sole None Sole LOWE'S COS INC COMMON 548661107 5169.702298 232144 Sole None Sole LTD BRANDS INC COMMON 532716107 2933.119238 109576 Sole None Sole LUBRIZOL CORP COMMON 549271104 64.11185 605 Sole None Sole LULULEMON ATHLETICA INC COMMON 550021109 2433.716567 54439 Sole None Sole LUMBER LIQUIDATORS HOLDINGS COMMON 55003T107 2664.942296 108545 Sole None Sole LYDALL INC COMMON 550819106 0.90528 123 Sole None Sole M & F WORLDWIDE CORP COMMON 552541104 3755.108156 154238 Sole None Sole M & T BANK CORP COMMON 55261F104 147.01257 1797 Sole None Sole MAC-GRAY CORP COMMON 554153106 3.50557 289 Sole None Sole MACY'S INC COMMON 55616P104 792.3512098 34331 Sole None Sole MAGELLAN HEALTH SERVICES INC COMMON 559079207 1.70064 36 Sole None Sole Magic Software Enterprises Ltd. COMMON 559166103 3.8675 1547 Sole None Sole MAGNA INTERNATIONAL INC-CL A COMMON 559222401 3438.480303 41802 Sole None Sole Maiden Holdings Ltd. COMMON G5753U112 820.25146 107786 Sole None Sole MAIDENFORM BRANDS INC COMMON 560305104 2118.794285 73491 Sole None Sole MANHATTAN ASSOCIATES INC COMMON 562750109 5.31235 181 Sole None Sole MANITOWOC COMPANY INC COMMON 563571108 0.53284 44 Sole None Sole MANTECH INTERNATIONAL CORP-A COMMON 564563104 243.144 6140 Sole None Sole Manulife Financial Corp. COMMON 56501R106 41.26221 3267 Sole None Sole MARATHON OIL CORP COMMON 565849106 4308.832159 130246 Sole None Sole MARINEMAX INC COMMON 567908108 957.6706785 136132 Sole None Sole MARRIOTT INTL INC NEW CL A COMMON 571903202 1434.91984 40048 Sole None Sole MARSH & MCLENNAN COS COMMON 571748102 1248.0894 51745 Sole None Sole MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 248.01164 14164 Sole None Sole MASSEY ENERGY CO COMMON 576206106 9.36804 302 Sole None Sole MASTERCARD INC-CLASS A COMMON 57636Q104 26.432 118 Sole None Sole MaxLinear Inc COMMON 57776J100 16.9983 1515 Sole None Sole MBIA INC COMMON 55262C100 551.49375 54875 Sole None Sole MCCLATCHY CO-CLASS A COMMON 579489105 7041.461981 1792347 Sole None Sole MCDERMOTT INTL INC COMMON 580037109 0.87202 59 Sole None Sole MCDONALD'S CORP COMMON 580135101 32750.44242 439795 Sole None Sole MCGRAW-HILL COMPANIES INC COMMON 580645109 0.4959 15 Sole None Sole MCKESSON CORP COMMON 58155Q103 2086.25209 33769.053 Sole None Sole MCMORAN EXPLORATION CO COMMON 582411104 1.22191 71 Sole None Sole MDC PARTNERS INC-A COMMON 552697104 681.83006 50966 Sole None Sole MDS INC COMMON 55269P302 2.6462 262 Sole None Sole MEADOWBROOK INSURANCE GROUP COMMON 58319P108 1827.32355 203715 Sole None Sole MEADWESTVACO CORP COMMON 583334107 280.9213631 11533 Sole None Sole MEASUREMENT SPECIALTIES INC COMMON 583421102 915.5388323 49572 Sole None Sole MECHEL-SPONSORED ADR COMMON 583840103 108.8379 4371 Sole None Sole MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 14948.35118 287375 Sole None Sole MEDIA GENERAL INC -CL A COMMON 584404107 2983.725638 333245 Sole None Sole MEDICINES COMPANY COMMON 584688105 3473.752975 244663 Sole None Sole MEDNAX INC COMMON 58502B106 1.599 30 Sole None Sole MEDTRONIC INC COMMON 585055106 4072.962893 121356 Sole None Sole Mentor Graphics Corp. COMMON 587200106 2144.536672 202910 Sole None Sole MERCER INTERNATIONAL INC COMMON 588056101 429.0981818 87815 Sole None Sole MERCK & CO. INC. COMMON 58933Y105 9313.287783 253106 Sole None Sole MERCURY COMPUTER SYSTEMS INC COMMON 589378108 353.2304237 29382 Sole None Sole MERCURY GENERAL CORP COMMON 589400100 1076.76102 26346 Sole None Sole METRO HEALTH NETWORKS INC COMMON 592142103 3.4542 909 Sole None Sole METROPCS COMMUNICATIONS INC COMMON 591708102 6902.72012 660007 Sole None Sole METTLER-TOLEDO INTL INC COMMON 592688105 1.61772 13 Sole None Sole MGIC INVESTMENT CORP COMMON 552848103 420.6873743 45600 Sole None Sole MGP INGREDIENTS INC COMMON 55302G103 2.58265 329 Sole None Sole MI Developments Inc COMMON 55304X104 0.29673 27 Sole None Sole Micrel Inc. COMMON 594793101 1.00572 102 Sole None Sole MICRON TECHNOLOGY INC COMMON 595112103 1229.47126 170568 Sole None Sole MICROSOFT CORP COMMON 594918104 7649.576223 312477.971 Sole None Sole MILLICOM INTL CELLULAR S.A. COMMON L6388F110 2.3028 24 Sole None Sole MINERALS TECHNOLOGIES INC COM COMMON 603158106 1.53192 26 Sole None Sole MIZUHO FINANCIAL GROUP-ADR COMMON 60687Y109 332.67892 115916 Sole None Sole MKS Instruments Inc. COMMON 55306N104 33.87432 1884 Sole None Sole MOBILE TELESYSTEMS-SP ADR COMMON 607409109 7744.30095 364780.998 Sole None Sole MODINE MANUFACTURING CO COMMON 607828100 491.062498 37869 Sole None Sole MODUSLINK GLOBAL SOLUTIONS I COMMON 60786L107 268.5923 42298 Sole None Sole MOLINA HEALTHCARE INC COMMON 60855R100 1.99726 74 Sole None Sole MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 715.6213186 293388 Sole None Sole MONRO MUFFLER BRAKE INC COMMON 610236101 457.3963117 9926 Sole None Sole MONTPELIER RE HOLDINGS LTD COMMON G62185106 1.85324 107 Sole None Sole MORGAN STANLEY COMMON 617446448 327.52828 13271 Sole None Sole MORTON'S RESTAURANT GROUP COMMON 619430101 3.72129 761 Sole None Sole Motorcar Parts of America Inc. COMMON 620071100 3.85392 444 Sole None Sole MOTOROLA INC COMMON 620076109 1.9619 230 Sole None Sole MULTI-FINELINE ELECTRONIX IN COMMON 62541B101 148.14663 6737 Sole None Sole MULTIMEDIA GAMES INC COMMON 625453105 0.8991 243 Sole None Sole MURPHY OIL CORP COMMON 626717102 1.11456 18 Sole None Sole MWI VETERINARY SUPPLY INC COMMON 55402X105 11.65944 202 Sole None Sole MYLAN INC COMMON 628530107 200.08197 10637 Sole None Sole Nabi Biopharmaceuticals COMMON 629519109 2.8896 602 Sole None Sole NABORS INDUSTRIES LTD COMMON G6359F103 1.31838 73 Sole None Sole NACCO INDUSTRIES-CL A COMMON 629579103 3778.637993 43260 Sole None Sole NALCO HOLDING CO COMMON 62985Q101 1.58823 63 Sole None Sole NAM TAI ELECTRONICS INC COMMON 629865205 0.52206 113 Sole None Sole NASH FINCH CO COMMON 631158102 935.58222 21993 Sole None Sole NATIONAL FINANCIAL PARTNERS COMMON 63607P208 850.9172 67160 Sole None Sole NATIONAL OILWELL VARCO INC COMMON 637071101 793.61162 17846 Sole None Sole National Technical Systems Inc. COMMON 638104109 1.31064 172 Sole None Sole Natuzzi S.p.A. (ADS) COMMON 63905A101 221.55749 59719 Sole None Sole Nautilus Inc. COMMON 63910B102 0.95228 716 Sole None Sole NAVARRE CORP COMMON 639208107 2.0332 782 Sole None Sole NAVIGATORS GROUP INC COMMON 638904102 0.53556 12 Sole None Sole NAVISITE INC COMMON 63935M208 4.21842 1263 Sole None Sole NAVISTAR INTERNATIONAL COMMON 63934E108 58.39032 1338 Sole None Sole NCR CORPORATION COMMON 62886E108 218.13452 16004 Sole None Sole NEENAH PAPER INC COMMON 640079109 1418.203737 93363 Sole None Sole NELNET INC-CL A COMMON 64031N108 4043.307521 176763 Sole None Sole NESS TECHNOLOGIES INC COMMON 64104X108 146.8305 32629 Sole None Sole NETAPP INC COMMON 64110D104 4929.85727 99013 Sole None Sole NETFLIX INC COMMON 64110L106 9312.131211 57436 Sole None Sole NETWORK ENGINES INC COMMON 64121A107 1.13588 778 Sole None Sole NEW JERSEY RESOURCES CORP COMMON 646025106 677.1333 17265 Sole None Sole NEW YORK CMNTY BANCORP INC COM COMMON 649445103 146.62375 9023 Sole None Sole New York Times Co. (Cl A) COMMON 650111107 1.7802 230 Sole None Sole NEWFIELD EXPLORATION CO COMMON 651290108 10.16688 177 Sole None Sole NEWMARKET CORP COMMON 651587107 3725.790689 32800 Sole None Sole NEWMONT MINING CORP COMMON 651639106 4347.01729 69209 Sole None Sole NEWPARK RESOURCES INC COMMON 651718504 2908.454696 346516 Sole None Sole NEWPORT CORP COMMON 651824104 1127.86254 99521 Sole None Sole NEWS CORP-CL A COMMON 65248E104 9.52074 729 Sole None Sole NICOR INC COMMON 654086107 1220.55316 26638 Sole None Sole NII HOLDINGS INC COMMON 62913F201 702.7278 17098 Sole None Sole NIKE INC -CL B COMMON 654106103 86.79162 1083 Sole None Sole NIPPON TELEGRAPH & TELE-ADR COMMON 654624105 254.29392 11601 Sole None Sole NN INC COMMON 629337106 7.788 944 Sole None Sole NOBLE CORP COMMON H5833N103 10.98175 325 Sole None Sole NOKIA CORP-SPON ADR COMMON 654902204 2299.20699 229233 Sole None Sole NORDSTROM INC COMMON 655664100 759.4752 20416 Sole None Sole NORFOLK SOUTHERN CORP COMMON 655844108 3052.486946 51332 Sole None Sole NORTEL INVERSORA-ADR PFD B COMMON 656567401 656.3102219 27346 Sole None Sole NORTH AMERICAN ENERGY PARTNERS INC COMMON 656844107 13.8224 1696 Sole None Sole NORTHGATE MINERALS CORP COMMON 666416102 4702.863098 1553483 Sole None Sole NORTHROP GRUMMAN CORP COMMON 666807102 24660.71299 407065 Sole None Sole NOVELLUS SYSTEMS INC COMMON 670008101 421.736883 15876 Sole None Sole NOVO-NORDISK A/S-SPONS ADR COMMON 670100205 76.58632 778 Sole None Sole NTT DOCOMO INC-SPON ADR COMMON 62942M201 2812.52136 168213 Sole None Sole NU SKIN ENTERPRISES INC - A COMMON 67018T105 1874.060721 65106 Sole None Sole NUCOR CORP COMMON 670346105 261.7846 6853 Sole None Sole NUTRISYSTEM INC COMMON 67069D108 351.3566182 18272 Sole None Sole NUVASIVE INC COMMON 670704105 224.93114 6401 Sole None Sole O2Micro International Ltd. (ADS) COMMON 67107W100 191.37131 31321 Sole None Sole OCLARO INC COMMON 67555N206 5490.55516 343212 Sole None Sole OCWEN FINANCIAL CORP COMMON 675746309 149.08842 14703 Sole None Sole OFFICE DEPOT INC COMMON 676220106 0.5474 119 Sole None Sole OFFICEMAX INC COMMON 67622P101 4037.572255 308604.711 Sole None Sole Oil-Dri Corp. of America COMMON 677864100 4.90428 228 Sole None Sole Old Republic International Corp. COMMON 680223104 3995.522733 288548 Sole None Sole OLIN CORP COMMON 680665205 0.4032 20 Sole None Sole OMNICOM GROUP COMMON 681919106 1023.005921 25936 Sole None Sole OMNIVISION TECHNOLOGIES INC COMMON 682128103 4157.409465 180482 Sole None Sole OMNOVA SOLUTIONS INC COMMON 682129101 3275.466184 455826 Sole None Sole ONEBEACON INSURANCE GROUP-A COMMON G67742109 2157.01834 150946 Sole None Sole ONEOK INC COMMON 682680103 354.370921 7875 Sole None Sole OPLINK COMMUNICATIONS INC COMMON 68375Q403 0.49488 25 Sole None Sole OPPENHEIMER HOLDINGS-CL A COMMON 683797104 1563.15965 55927 Sole None Sole ORACLE CORP COMMON 68389X105 2008.7022 74812 Sole None Sole ORBITZ WORLDWIDE INC COMMON 68557K109 555.5511014 88246 Sole None Sole ORBOTECH LTD ORD COMMON M75253100 511.2634712 51276 Sole None Sole O'REILLY AUTOMOTIVE INC COMMON 686091109 1.596 30 Sole None Sole ORIENTAL FINANCIAL GROUP COMMON 68618W100 771.001 57970 Sole None Sole Orix Corp. ADS COMMON 686330101 3.41671 89 Sole None Sole ORTHOFIX INTERNATIONAL NV COMMON N6748L102 956.2677 30435 Sole None Sole OSHKOSH CORP COMMON 688239201 885.2199795 32206 Sole None Sole OSI SYSTEMS INC COMMON 671044105 1852.032453 51026 Sole None Sole OVERSEAS SHIPHOLDING GROUP COMMON 690368105 132.37224 3857 Sole None Sole OVERSTOCK.COM INC COMMON 690370101 1209.051527 76943 Sole None Sole OWENS & MINOR INC COMMON 690732102 1371.85738 48203 Sole None Sole OWENS CORNING COMMON 690742101 1097.355349 42834 Sole None Sole OWENS-ILLINOIS INC COMMON 690768403 1239.35408 44168 Sole None Sole OXFORD INDUSTRIES INC COMMON 691497309 2186.072007 91955.781 Sole None Sole PACER INTL INC TENN COM COMMON 69373H106 3239.282557 536628 Sole None Sole PACKAGING CORP OF AMERICA COMMON 695156109 0.64876 28 Sole None Sole PACWEST BANCORP COMMON 695263103 10.40676 546 Sole None Sole PAETEC HOLDING CORP COMMON 695459107 283.2795533 68979 Sole None Sole PAMPA ENERGIA SA-SPON ADR COMMON 697660207 873.32043 76007 Sole None Sole PANASONIC CORP-SPON ADR COMMON 69832A205 15.12812 1114 Sole None Sole PANTRY INC COMMON 698657103 3733.506126 154863 Sole None Sole PAR PHARMACEUTICAL COS INC COMMON 69888P106 2437.131324 83856 Sole None Sole PAREXEL INTERNATIONAL CORP COMMON 699462107 531.6606115 22994 Sole None Sole PARKER DRILLING CO COMMON 701081101 0.28275 65 Sole None Sole PARK-OHIO HOLDINGS CORP COMMON 700666100 3.724 280 Sole None Sole PATNI COMPUTER SYSTEMS-ADR COMMON 703248203 218.6118 11946 Sole None Sole PATRIOT COAL CORP COMMON 70336T104 399.85204 35044 Sole None Sole PEABODY ENERGY CORP COMMON 704549104 4256.49781 86849.578 Sole None Sole PEARSON PLC-SPONSORED ADR COMMON 705015105 418.6888 26960 Sole None Sole PENN WEST ENERGY TRUST COMMON 707885109 1181.980848 58947 Sole None Sole PENNANTPARK INVESTMENT CORP COMMON 708062104 0.37135 35 Sole None Sole PEP BOYS-MANNY MOE & JACK COMMON 713278109 16.69524 1578 Sole None Sole PEPSICO INC COMMON 713448108 5527.01072 83188 Sole None Sole PERFECT WORLD CO-SPON ADR COMMON 71372U104 0.43622 17 Sole None Sole PERFICIENT INC COMMON 71375U101 1.66348 182 Sole None Sole PERRIGO CO COMMON 714290103 643.1633 10015 Sole None Sole PERRY ELLIS INTERNATIONAL COMMON 288853104 3273.533274 149940 Sole None Sole PETROBRAS ENERGIA SA-ADR COMMON 71646J109 0.01653 1 Sole None Sole PETROCHINA CO LTD -ADR COMMON 71646E100 1251.515 10750 Sole None Sole PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 17.08317 471 Sole None Sole PETROLEUM DEVELOPMENT CORP COMMON 716578109 52.7988 1913 Sole None Sole PetSmart Inc. COMMON 716768106 0.91 26 Sole None Sole PF CHANG'S CHINA BISTRO INC COMMON 69333Y108 336.533361 7291 Sole None Sole PFIZER INC COMMON 717081103 4913.24401 286152.825 Sole None Sole PHARMERICA CORP COMMON 71714F104 110.24304 11568 Sole None Sole PHH CORP COMMON 693320202 957.95622 45487 Sole None Sole PHILIP MORRIS INTERNATIONAL COMMON 718172109 28868.22658 515690 Sole None Sole PHILIPS ELECTRONICS-NY SHR COMMON 500472303 723.492 23100 Sole None Sole PHOTRONICS INC COMMON 719405102 0.36501 69 Sole None Sole Physicians Formula Holdings Inc. COMMON 719427106 0.8721 285 Sole None Sole PIEDMONT NATURAL GAS CO COMMON 720186105 0.464 16 Sole None Sole PIER 1 IMPORTS INC COMMON 720279108 19118.06219 2335422 Sole None Sole PINNACLE AIRLINES CORP COMMON 723443107 2.15571 397 Sole None Sole PIONEER DRILLING COMPANY COMMON 723655106 0.75284 118 Sole None Sole PIONEER NATURAL RESOURCES CO COMMON 723787107 545.53667 8389 Sole None Sole PITNEY BOWES INC COMMON 724479100 537.304922 25154 Sole None Sole PLANTRONICS INC COMMON 727493108 0.70938 21 Sole None Sole PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 571.54816 13133 Sole None Sole PMI GROUP INC/THE COMMON 69344M101 1469.781372 400582 Sole None Sole PNC FINANCIAL SERVICES GROUP COMMON 693475105 7.2674 140 Sole None Sole PNM RESOURCES INC COMMON 69349H107 444.68838 39042 Sole None Sole POLARIS INDUSTRIES INC COMMON 731068102 2345.633263 36058 Sole None Sole POLYONE CORPORATION COMMON 73179P106 7399.474425 612461 Sole None Sole POPULAR INC COMMON 733174106 1240.201926 427774 Sole None Sole PORTLAND GENERAL ELECTRIC CO COMMON 736508847 831.31776 40992 Sole None Sole PORTUGAL TELECOM SGPS-SP ADR COMMON 737273102 7653.829085 578652 Sole None Sole POSCO-ADR COMMON 693483109 3.19144 28 Sole None Sole POWER INTEGRATIONS INC COMMON 739276103 0.57222 18 Sole None Sole Power-One Inc. COMMON 73930R102 11912.71021 1311165 Sole None Sole POWERWAVE TECHNOLOGIES INC COMMON 739363109 2638.929272 1450218 Sole None Sole PPG INDUSTRIES INC COMMON 693506107 0.8736 12 Sole None Sole PRECISION CASTPARTS CORP COMMON 740189105 1.7829 14 Sole None Sole PREMIERE GLOBAL SERVICES INC COMMON 740585104 559.27044 78993 Sole None Sole PREPAID LEGAL SERVICES INC COMMON 740065107 3.31197 53 Sole None Sole Presidential Life Corp. COMMON 740884101 0.3724 38 Sole None Sole PRICELINE.COM INC COMMON 741503403 14314.59705 41098 Sole None Sole PRICESMART INC COM COMMON 741511109 1379.875987 47391 Sole None Sole PRIMEDIA INC COMMON 74157K846 2.6904 708 Sole None Sole PRINCIPAL FINANCIAL GROUP COMMON 74251V102 5.46912 211 Sole None Sole PROASSURANCE CORP COMMON 74267C106 4.89515 85 Sole None Sole PROCTER & GAMBLE CO/THE COMMON 742718109 22403.78774 373773.872 Sole None Sole PROGRESSIVE CORP COMMON 743315103 339.32533 16259 Sole None Sole PROTECTIVE LIFE CORP COMMON 743674103 5999.994052 275764 Sole None Sole PROVIDENCE SERVICE CORP COMMON 743815102 6.01513 367 Sole None Sole Provident Financial Services Inc. COMMON 74386T105 378.2805231 30626 Sole None Sole PRUDENTIAL FINANCIAL INC COMMON 744320102 125.75178 2321 Sole None Sole PRUDENTIAL PLC ADR COMMON 74435K204 360.0576 18048 Sole None Sole PUDA COAL INC COMMON 744674300 2.3409 306 Sole None Sole QKL Stores Inc. COMMON 74732Y105 1.20982 251 Sole None Sole QLOGIC CORP COMMON 747277101 1.5876 90 Sole None Sole QLT INC COMMON 746927102 1.58508 252 Sole None Sole QUAKER CHEM CORP COM COMMON 747316107 3936.791664 120982 Sole None Sole QUALCOMM INC COMMON 747525103 952.323208 21126 Sole None Sole Quality Distribution Inc. COMMON 74756M102 4.1405 650 Sole None Sole QUANEX BUILDING PRODUCTS CORCOM COMMON 747619104 47.47523 2749 Sole None Sole QUANTUM CORP COMMON 747906204 1988.335191 938174 Sole None Sole QUEST SOFTWARE INC COMMON 74834T103 2.63113 107 Sole None Sole Questar Corp. COMMON 748356102 1.20957 69 Sole None Sole QUESTCOR PHARMACEUTICALS COMMON 74835Y101 2.31136 233 Sole None Sole Quiksilver Inc. COMMON 74838C106 2701.273331 691188 Sole None Sole RADIAN GROUP INC COMMON 750236101 2453.589695 313997 Sole None Sole RADIOSHACK CORP COMMON 750438103 0.70389 33 Sole None Sole RADNET INC COM COMMON 750491102 4.032 1680 Sole None Sole RADWARE LTD COMMON M81873107 0.5154 15 Sole None Sole RAYTHEON COMPANY COMMON 755111507 21238.70394 464979 Sole None Sole RC2 Corp. COMMON 749388104 0.43995 21 Sole None Sole RED HAT INC COMMON 756577102 982.36 23960 Sole None Sole REDDY ICE HOLDINGS INC COMMON 75734R105 0.89604 393 Sole None Sole REGAL ENTMT GROUP CL A COMMON 758766109 27.25024 2077 Sole None Sole REGIONS FINANCIAL CORP COMMON 7591EP100 29.23267 4021 Sole None Sole REHABCARE GROUP INC COMMON 759148109 557.8896068 27609 Sole None Sole RENAISSANCE LEARNING INC COMMON 75968L105 72.2471 7090 Sole None Sole RenaissanceRe Holdings Ltd. COMMON G7496G103 1.499 25 Sole None Sole RENESOLA LTD SPONS ADCOMMON 75971T103 485.4125 38833 Sole None Sole RENT-A-CENTER INC COMMON 76009N100 471.74802 21079 Sole None Sole RENTECH INC COMMON 760112102 31.86062 32313 Sole None Sole REPSOL YPF SA -SPONSORED ADR COMMON 76026T205 7187.44393 279341 Sole None Sole Republic Bancorp Inc. (Kentucky) (ClCOMMON 760281204 0.38034 18 Sole None Sole REPUBLIC SERVICES INC COMMON 760759100 100.19014 3286 Sole None Sole RETAIL VENTURES INC COMMON 76128Y102 66.41072 6172 Sole None Sole REVLON INC-CLASS A COMMON 761525609 2126.931063 168667 Sole None Sole REYNOLDS AMERICAN INC COMMON 761713106 28466.54845 479622.55 Sole None Sole RF MICRO DEVICES INC COMMON 749941100 151.5251585 24698 Sole None Sole RICHARDSON ELEC LTD COMMON 763165107 5.019 478 Sole None Sole RIGHTNOW TECHNOLOGIES INC COMMON 76657R106 0.5516 28 Sole None Sole ROBBINS & MYERS INC COMMON 770196103 0.42848 16 Sole None Sole ROCK-TENN COMPANY -CL A COMMON 772739207 356.53998 7158 Sole None Sole ROCKWELL AUTOMATION INC COMMON 773903109 310.19325 5025 Sole None Sole ROCKWELL COLLINS INC. COMMON 774341101 1.9805 34 Sole None Sole ROCKWOOD HOLDINGS INC COMMON 774415103 303.08757 9631 Sole None Sole Rocky Brands Inc. COMMON 774515100 2.19153 290 Sole None Sole ROGERS COMMUNICATIONS -CL B COMMON 775109200 21617.30316 577931 Sole None Sole ROSS STORES INC COMMON 778296103 44.0013 805 Sole None Sole ROVI CORP COMMON 779376102 160.85831 3191 Sole None Sole ROYAL BANK OF SCOT-SPON ADR COMMON 780097689 14.66687 989 Sole None Sole ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 410.8444803 13036 Sole None Sole ROYAL DUTCH SHELL PLC-ADR COMMON 780259206 8368.7355 138785 Sole None Sole RPC Inc COMMON 749660106 3849.481325 181948 Sole None Sole RPM INTERNATIONAL INC COMMON 749685103 0.7968 40 Sole None Sole RR DONNELLEY & SONS CO COMMON 257867101 259.9844533 15343 Sole None Sole RUBY TUESDAY INC COMMON 781182100 1276.089665 107575 Sole None Sole RURAL/METRO CORP COMMON 781748108 8.05897 947 Sole None Sole RUTH'S HOSPITALITY GROUP INC COMMON 783332109 4.55536 1136 Sole None Sole RYDER SYSTEM INC COMMON 783549108 2.9939 70 Sole None Sole SAFE BULKERS INC COMMON Y7388L103 227.66562 28782 Sole None Sole SAFETY INSURANCE GROUP INC COMMON 78648T100 3.48766 83 Sole None Sole SAFEWAY INC COMMON 786514208 20213.30159 956061 Sole None Sole Saks Inc. COMMON 79377W108 1398.706973 162761 Sole None Sole Salem Communications Corp. COMMON 794093104 1.1562 388 Sole None Sole SALESFORCE.COM INC COMMON 79466L302 1374.741185 12298 Sole None Sole SALLY BEAUTY HOLDINGS INC COMMON 79546E104 245.224 21895 Sole None Sole SANDISK CORP COMMON 80004C101 4279.667334 116782 Sole None Sole SANMINA-SCI CORP COMMON 800907206 10819.70673 896141 Sole None Sole SANTARUS INC COMMON 802817304 0.27391 91 Sole None Sole SAPIENT CORPORATION COMMON 803062108 1643.975142 137386 Sole None Sole SAPPI LTD -SPONSORED ADR COMMON 803069202 0.44548 86 Sole None Sole SARA LEE CORP COMMON 803111103 18216.85448 1357401 Sole None Sole SASOL LTD-SPONSORED ADR COMMON 803866300 1255.23975 28025 Sole None Sole SAVVIS INC COMMON 805423308 511.8893311 24295 Sole None Sole SCHAWK INC COMMON 806373106 480.2221951 26033 Sole None Sole SCHIFF NUTRITION INTERNATION COMMON 806693107 0.8856 108 Sole None Sole SCHLUMBERGER LTD COMMON 806857108 726.01224 11784 Sole None Sole SCHOLASTIC CORP COMMON 807066105 0.44512 16 Sole None Sole SCHULMAN (A.) INC COMMON 808194104 0.50375 25 Sole None Sole SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 2274.229551 39034 Sole None Sole SCIENTIFIC LEARNING CORP COMMON 808760102 0.90885 193 Sole None Sole SCOTTS MIRACLE-GRO CO-CL A COMMON 810186106 4.60397 89 Sole None Sole SEABOARD CORP COMMON 811543107 8.855 5 Sole None Sole SEACHANGE INTERNATIONAL INC COMMON 811699107 610.4051598 82422 Sole None Sole SEAGATE TECHNOLOGY COMMON G7945M107 3752.581317 318698 Sole None Sole SEARS HOLDINGS CORP COMMON 812350106 125.30718 1737 Sole None Sole SELECT COMFORT CORPORATION COMMON 81616X103 5363.027898 791589 Sole None Sole Selective Insurance Group Inc. COMMON 816300107 649.46601 39869 Sole None Sole SENECA FOODS CORP - CL A COMMON 817070501 2382.89715 90985 Sole None Sole SFN Group Inc COMMON 784153108 422.2355521 70302 Sole None Sole Shamir Optical Industry Ltd. COMMON M83683108 0.9129 85 Sole None Sole SHERWIN-WILLIAMS CO/THE COMMON 824348106 1.80336 24 Sole None Sole Shiloh Industries Inc. COMMON 824543102 1.03576 107 Sole None Sole SHOE CARNIVAL INC COMMON 824889109 4.1451 205 Sole None Sole SHUFFLE MASTER INC COMMON 825549108 9.9238 1180 Sole None Sole SIEMENS AG-SPONS ADR COMMON 826197501 431.4022 4093 Sole None Sole SIERRA WIRELESS INC COMMON 826516106 0.60146 58 Sole None Sole Signet Jewelers Ltd. COMMON G81276100 216.84768 6832 Sole None Sole Silicon Image Inc. COMMON 82705T102 2957.77952 618831 Sole None Sole SINCLAIR BROADCAST GROUP-A COMMON 829226109 10773.73466 1535508 Sole None Sole Sino Clean Energy Inc. COMMON 82936G200 2.42858 418 Sole None Sole SK TELECOM CO LTD-ADR COMMON 78440P108 4196.78316 240228 Sole None Sole SKECHERS USA INC-CL A COMMON 830566105 5561.72853 236891 Sole None Sole SLM Corp. COMMON 78442P106 35.65485 3087 Sole None Sole SMART MODULAR TECHNOLOGIES COMMON G82245104 2396.284736 397734 Sole None Sole SMITH (A.O.) CORP COMMON 831865209 839.959131 14519 Sole None Sole SNAP-ON INC COMMON 833034101 0.55812 12 Sole None Sole Solarfun Power Holdings Co. Ltd. (ADCOMMON 83415U108 1197.085739 91070 Sole None Sole SOLUTIA INC COMMON 834376501 485.6247875 30336 Sole None Sole SONIC AUTOMOTIVE INC-CLASS A COMMON 83545G102 314.54034 31998 Sole None Sole SONOCO PRODUCTS CO COMMON 835495102 2.3408 70 Sole None Sole SONOSITE INC COMMON 83568G104 1.10583 33 Sole None Sole SONY CORP-SPONSORED ADR COMMON 835699307 12.49168 404 Sole None Sole Sotheby's COMMON 835898107 2357.811298 64064 Sole None Sole SOUTHERN COPPER CORP COMMON 84265V105 1636.647233 46608.667 Sole None Sole SOUTHWEST AIRLINES CO COMMON 844741108 496.50316 37988 Sole None Sole SOUTHWEST GAS CORP COMMON 844895102 858.12373 25547 Sole None Sole Spanish Broadcasting System Inc. (ClCOMMON 846425882 1.52768 1736 Sole None Sole SPARTECH CORP COMMON 847220209 0.44334 54 Sole None Sole SPARTON CORP COMMON 847235108 2.6187 430 Sole None Sole SPECTRUM BRANDS INC COMMON 84763R101 15.57414 573 Sole None Sole SPRINT NEXTEL CORP COMMON 852061100 828.13569 178863 Sole None Sole STAGE STORES INC COMMON 85254C305 319.332 24564 Sole None Sole STANCORP FINANCIAL GROUP COMMON 852891100 886.73 23335 Sole None Sole STANDARD MOTOR PRODS COMMON 853666105 230.04891 21847 Sole None Sole STANDARD PACIFIC CORP COMMON 85375C101 959.1151968 241769 Sole None Sole STANLEY BLACK AND DECKER INC COMMON 854502101 1.65456 27 Sole None Sole STARBUCKS CORP COMMON 855244109 17.58287 688 Sole None Sole STARWOOD HOTELS & RESORTS COMMON 85590A401 2715.20595 51669 Sole None Sole State Auto Financial Corp. COMMON 855707105 159.30954 10474 Sole None Sole STATOIL ASA-SPON ADR COMMON 85771P102 1639.31426 78137 Sole None Sole STEIN MART INC COMMON 858375108 348.7734946 39530 Sole None Sole STEINWAY MUSICAL INSTRS INC COM COMMON 858495104 1.5498 90 Sole None Sole STEPAN CO COMMON 858586100 2025.467999 34274 Sole None Sole STERICYCLE INC COMMON 858912108 338.85396 4877 Sole None Sole STERLING CONSTRUCTION CO COMMON 859241101 0.4333 35 Sole None Sole STERLITE INDUSTRIES INDI-ADR COMMON 859737207 8.29892 554 Sole None Sole STEVEN MADDEN LTD COMMON 556269108 1938.862183 47243 Sole None Sole STIFEL FINANCIAL CORP COMMON 860630102 149.37783 3227 Sole None Sole STILLWATER MINING CO COMMON 86074Q102 3179.058087 188836 Sole None Sole STMICROELECTRONICS NV-NY SHS COMMON 861012102 455.74753 59731 Sole None Sole STRYKER CORP COMMON 863667101 637.8372 12744 Sole None Sole STURM RUGER & CO INC COMMON 864159108 0.9548 70 Sole None Sole SUN HEALTHCARE GROUP INC COMMON 866933401 326.10347 38501 Sole None Sole SUNOCO INC COMMON 86764P109 1937.841879 53113 Sole None Sole SUNOPTA INC COMMON 8676EP108 2225.64485 365679 Sole None Sole SUNRISE SENIOR LIVING INC COMMON 86768K106 1769.448873 516298 Sole None Sole SUSQUEHANNA BANCSHARES INC COMMON 869099101 263.8051036 31276 Sole None Sole SUSSER HOLDINGS CORP COMMON 869233106 1.834 131 Sole None Sole SXC HEALTH SOLUTIONS CORP COMMON 78505P100 11476.39961 314945 Sole None Sole SYMETRA FINANCIAL CORP COMMON 87151Q106 541.5665 51775 Sole None Sole SYNAPTICS INC COMMON 87157D109 0.8442 30 Sole None Sole SYNCHRONOSS TECHNOLOGIES INC COMMON 87157B103 31.14969 1749 Sole None Sole Synergetics USA Inc. COMMON 87160G107 1.6156 577 Sole None Sole SYNNEX CORP COMMON 87162W100 6110.48844 217146 Sole None Sole Sypris Solutions Inc. COMMON 871655106 0.8742 282 Sole None Sole SYSCO CORP COMMON 871829107 20677.33586 725306.606 Sole None Sole SYSTEMAX INC COMMON 871851101 7.41712 604 Sole None Sole TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 2530.80204 249586 Sole None Sole TAL INTERNATIONAL GROUP INC COMMON 874083108 689.8108737 28506 Sole None Sole TALBOTS INC COMMON 874161102 2259.304761 172551 Sole None Sole TALISMAN ENERGY INC COMMON 87425E103 11.05368 632 Sole None Sole TAM SA-SPONSORED ADR COMMON 87484D103 1133.31375 49125 Sole None Sole TARGET CORP COMMON 87612E106 1867.014394 34969 Sole None Sole TECH DATA CORP COMMON 878237106 3245.116505 80528 Sole None Sole TechTeam Global Inc. COMMON 878311109 0.9174 132 Sole None Sole TECK RESOURCES LTD-CLS B COMMON 878742204 773.56104 18794 Sole None Sole TECUMSEH PRODUCTS CO-CLASS A COMMON 878895200 40.51204 3532 Sole None Sole TEEKAY TANKERS LTD-CLASS A COMMON Y8565N102 246.7595202 18984 Sole None Sole TELE NORTE LESTE PART-ADR COMMON 879246106 8422.660369 598487.786 Sole None Sole TELECOM ARGENTINA SA-SP ADR COMMON 879273209 18.72312 884 Sole None Sole TELECOM ITALIA SPA-SPON ADR COMMON 87927Y102 2231.87853 160221 Sole None Sole TELECOM NEW ZEALAND-SP ADR COMMON 879278208 0.36096 48 Sole None Sole TELECOMUNICACOES DE S.P.-ADR COMMON 87929A102 8802.026658 360348 Sole None Sole TELEFONICA SA-SPON ADR COMMON 879382208 29102.12556 392744 Sole None Sole TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 5730.7312 383840 Sole None Sole TELEKOMUNIK INDONESIA-SP ADR COMMON 715684106 2.8903 70 Sole None Sole TELEPHONE AND DATA SYSTEMS COMMON 879433100 0.5248 16 Sole None Sole TELETECH HOLDINGS INC COMMON 879939106 142.59756 9609 Sole None Sole TELUS CORPORATION -NON VOTE COMMON 87971M202 9125.87445 215487 Sole None Sole TELVENT GIT SA COMMON E90215109 1635.134515 72313 Sole None Sole TEMPLE-INLAND INC COMMON 879868107 1.82868 98 Sole None Sole TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 2607.704988 84155 Sole None Sole TENARIS SA-ADR COMMON 88031M109 14.0233 365 Sole None Sole TENET HEALTHCARE CORP COMMON 88033G100 1291.98672 273726 Sole None Sole TENNANT CO COMMON 880345103 975.5891531 31590 Sole None Sole TENNECO INC COMMON 880349105 11945.76853 412615 Sole None Sole TERADYNE INC COMMON 880770102 1321.373994 118664 Sole None Sole TERNIUM SA-SPONSORED ADR COMMON 880890108 124.69035 3819 Sole None Sole TESORO CORP COMMON 881609101 647.46568 48463 Sole None Sole TESSCO TECHNOLOGIES INC COMMON 872386107 3.10443 206 Sole None Sole TESSERA TECHNOLOGIES INC COMMON 88164L100 0.8325 45 Sole None Sole TETRA TECHNOLOGIES INC COMMON 88162F105 368.432473 36150 Sole None Sole TEXAS INSTRUMENTS INC COMMON 882508104 19675.72218 725604 Sole None Sole Thermadyne Holdings Corp. COMMON 883435307 7.75737 549 Sole None Sole THOMSON REUTERS CORP COMMON 884903105 2519.08866 67122 Sole None Sole THOR INDUSTRIES INC COMMON 885160101 0.501 15 Sole None Sole THORATEC CORP COMMON 885175307 612.9708126 16580 Sole None Sole THQ INC COMMON 872443403 0.9447 235 Sole None Sole TIBCO SOFTWARE INC COMMON 88632Q103 3909.308561 220394 Sole None Sole TIMBERLAND CO-CLASS A COMMON 887100105 1.66404 84 Sole None Sole TIME WARNER CABLE COMMON 88732J207 838.95061 15539 Sole None Sole TIME WARNER INC COMMON 887317303 19238.8975 628277 Sole None Sole TIMKEN CO COMMON 887389104 3003.761732 78317 Sole None Sole TITAN INTERNATIONAL INC COMMON 88830M102 1361.226553 100331 Sole None Sole TITANIUM METALS CORP COMMON 888339207 762.518092 38228 Sole None Sole TJX COMPANIES INC COMMON 872540109 2030.35259 45493 Sole None Sole TORCHMARK CORP COMMON 891027104 0.31884 6 Sole None Sole TORO CO COMMON 891092108 8.4345 150 Sole None Sole TOTAL SA-SPON ADR COMMON 89151E109 16061.0676 311261 Sole None Sole TOWER GROUP INC COMMON 891777104 425.6238 18228 Sole None Sole TOWER SEMICONDUCTOR LTD COMMON M87915100 2918.038301 2162858 Sole None Sole TRACTOR SUPPLY COMPANY COMMON 892356106 138.57204 3494 Sole None Sole TRANSATLANTIC HOLDINGS INC COMMON 893521104 507.23442 9981 Sole None Sole TRANSCANADA CORP COMMON 89353D107 0.25984 7 Sole None Sole TRANSGLOBE ENERGY CORP COMMON 893662106 2.14742 227 Sole None Sole TRAVELERS COS INC/THE COMMON 89417E109 33965.10675 652285.501 Sole None Sole TREDEGAR CORP COMMON 894650100 0.70226 37 Sole None Sole TREEHOUSE FOODS INC COMMON 89469A104 11.6633 253 Sole None Sole TREX COMPANY INC COMMON 89531P105 426.6450097 22380 Sole None Sole TriCo Bancshares COMMON 896095106 0.29203 19 Sole None Sole TRIMAS CORP COMMON 896215209 2490.059086 167800 Sole None Sole TRINA SOLAR LTD-SPON ADR COMMON 89628E104 703.76742 23319 Sole None Sole TRINITY INDUSTRIES INC COMMON 896522109 5.94609 267 Sole None Sole TRIPLE-S MANAGEMENT CORP-B COMMON 896749108 0.4718 28 Sole None Sole TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1.5936 166 Sole None Sole TRIUMPH GROUP INC COMMON 896818101 427.6870158 5737 Sole None Sole True Religion Apparel Inc. COMMON 89784N104 42.06114 1971 Sole None Sole TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 12140.32098 292273 Sole None Sole TUESDAY MORNING CORP COMMON 899035505 630.0053322 132173 Sole None Sole TUPPERWARE BRANDS CORP COMMON 899896104 277.4799662 6069 Sole None Sole TURKCELL ILETISIM HIZMET-ADR COMMON 900111204 1.05588 63 Sole None Sole TUTOR PERINI CORP COMMON 901109108 4935.36967 245663 Sole None Sole TW TELECOM INC COMMON 87311L104 738.631101 39806 Sole None Sole TWIN DISC INC COMMON 901476101 3.5712 256 Sole None Sole TYCO ELECTRONICS LTD COMMON H8912P106 4521.286054 154863 Sole None Sole TYCO INTERNATIONAL LTD COMMON H89128104 6.90524 188 Sole None Sole TYLER TECHNOLOGIES INC COMMON 902252105 0.44352 22 Sole None Sole TYSON FOODS INC-CL A COMMON 902494103 505.3588381 31573 Sole None Sole UAL CORP COM NEW COMMON 902549807 2009.46746 84931 Sole None Sole UBS AG-REG COMMON H89231338 343.52916 20172 Sole None Sole UFP Technologies Inc. COMMON 902673102 4.52403 387 Sole None Sole UIL HOLDINGS CORP COMMON 902748102 228.49024 8114 Sole None Sole ULTA SALON COSMETICS & FRAGR COMMON 90384S303 10638.8273 364597 Sole None Sole ULTRA CLEAN HOLDINGS COMMON 90385V107 448.8837732 52109 Sole None Sole ULTRAPAR PARTICPAC-SPON ADR COMMON 90400P101 96.3288 1574 Sole None Sole Under Armour Inc. (Cl A) COMMON 904311107 862.02056 19139 Sole None Sole Unifi Inc. COMMON 904677101 3.49074 774 Sole None Sole UNILEVER N V -NY SHARES COMMON 904784709 1105.4106 36995 Sole None Sole UNION PACIFIC CORP COMMON 907818108 1.636 20 Sole None Sole UNISOURCE ENERGY CORP CO COMMON 909205106 3568.25134 106738 Sole None Sole UNISYS CORP COMMON 909214306 6097.343533 218657 Sole None Sole UNITED NATURAL FOODS INC COMMON 911163103 32.4576 980 Sole None Sole UNITED PARCEL SERVICE-CL B COMMON 911312106 3853.107697 57829 Sole None Sole UNITED RENTALS INC COMMON 911363109 4005.196307 269951 Sole None Sole UNITED STATES CELLULAR CORP COMMON 911684108 196.84354 4282 Sole None Sole UNITED STATES STEEL CORP COMMON 912909108 43.92768 1002 Sole None Sole UNITED STATIONERS INC COMMON 913004107 1455.84657 27207 Sole None Sole UNITED TECHNOLOGIES CORP COMMON 913017109 1082.573695 15212 Sole None Sole UNITEDHEALTH GROUP INC COMMON 91324P102 15558.16166 443523 Sole None Sole UNITRIN INC COMMON 913275103 3368.018917 138116.997 Sole None Sole UNIVERSAL AMERICAN CORP COMMON 913377107 5243.364754 355553 Sole None Sole UNIVERSAL CORP/VA COMMON 913456109 972.34098 24253.953 Sole None Sole UNIVERSAL FOREST PRODUCTS COMMON 913543104 179.50725 6137 Sole None Sole UNIVERSAL TECHNICAL INSTITUT COMMON 913915104 93.62495 4789 Sole None Sole UNUM GROUP COMMON 91529Y106 2311.307466 104437 Sole None Sole URBAN OUTFITTERS INC COMMON 917047102 287.1980839 9142 Sole None Sole US AIRWAYS GROUP INC COMMON 90341W108 10802.2271 1168286 Sole None Sole USA MOBILITY INC COMMON 90341G103 7.45395 465 Sole None Sole USANA HEALTH SCIENCES INC COMMON 90328M107 12.3098 305 Sole None Sole USEC INC COMMON 90333E108 988.66386 190494 Sole None Sole UTI WORLDWIDE INC SHS COMMON G87210103 256.91016 15977 Sole None Sole UTSTARCOM INC COMMON 918076100 0.32333 149 Sole None Sole Vaalco Energy Inc. COMMON 91851C201 1.9803 345 Sole None Sole VALASSIS COMMUNICATIONS INC COMMON 918866104 14731.47871 434905 Sole None Sole VALERO ENERGY CORP COMMON 91913Y100 1194.67228 68228 Sole None Sole VALHI INC COMMON 918905100 4.2021 207 Sole None Sole VALUECLICK INC COMMON 92046N102 2.06664 158 Sole None Sole VANGUARD NATURAL RESOURCES COMMON 92205F106 323.92758 12723 Sole None Sole VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 113.5470686 3949 Sole None Sole VEECO INSTRUMENTS INC COMMON 922417100 3496.227167 100283 Sole None Sole VENOCO INC COMMON 92275P307 295.27446 15042 Sole None Sole VERIFONE SYSTEMS INC COMMON 92342Y109 2.20597 71 Sole None Sole Verint Systems Inc. COMMON 92343X100 2747.806311 93187 Sole None Sole VERISIGN INC COMMON 92343E102 439.24986 13839 Sole None Sole VERIZON COMMUNICATIONS INC COMMON 92343V104 44112.07567 1354233.171 Sole None Sole VERSO PAPER CORP COMMON 92531L108 361.4659794 125599 Sole None Sole VF CORP COMMON 918204108 1.13428 14 Sole None Sole VIACOM INC-CLASS B COMMON 92553P201 23.55969 651 Sole None Sole VIRGIN MEDIA INC COMMON 92769L101 2768.091489 120115 Sole None Sole VISA INC-CLASS A SHARES COMMON 92826C839 1419.92546 19121 Sole None Sole VISHAY INTERTECHNOLOGY INC COMMON 928298108 1995.433658 206239 Sole None Sole VISHAY PRECISION GROUP-W/I COMMON 92835K103 0.01561 1 Sole None Sole VIVO PARTICIPACOES SA-ADR COMMON 92855S200 2849.83413 104889 Sole None Sole VODAFONE GROUP PLC-SP ADR COMMON 92857W209 9615.548212 387607 Sole None Sole Volcano Corp COMMON 928645100 1443.829972 55591 Sole None Sole VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 0.4304 20 Sole None Sole VONAGE HOLDINGS CORP COMMON 92886T201 10971.67563 4304770 Sole None Sole VSE CORP COMMON 918284100 112.29968 3184 Sole None Sole W&T Offshore Inc. COMMON 92922P106 1.272 120 Sole None Sole WABASH NATIONAL CORP COMMON 929566107 1451.084351 179451 Sole None Sole WABCO HOLDINGS INC COMMON 92927K102 1.38402 33 Sole None Sole WALGREEN CO COMMON 931422109 2761.513415 82505.379 Sole None Sole WAL-MART STORES INC COMMON 931142103 17883.14952 334350 Sole None Sole WALTER ENERGY INC COMMON 93317Q105 0.40645 5 Sole None Sole WARNACO GROUP INC/THE COMMON 934390402 10.27713 201 Sole None Sole WASHINGTON FED INC COM COMMON 938824109 20.79938 1363 Sole None Sole WASTE MANAGEMENT INC COMMON 94106L109 14237.34584 398624 Sole None Sole WATSCO INC COMMON 942622200 84.52224 1518 Sole None Sole WAUSAU PAPER CORP COMMON 943315101 196.56419 23711 Sole None Sole WCA Waste Corp. COMMON 92926K103 0.9024 188 Sole None Sole WEBMD HEALTH CORP COMMON 94770V102 2586.856812 51881 Sole None Sole WEBSENSE INC COMMON 947684106 1.38372 78 Sole None Sole WEBSTER FINANCIAL CORP COMMON 947890109 3217.1992 183356 Sole None Sole WEIS MARKETS INC COMMON 948849104 95.0859 2430 Sole None Sole WELLPOINT INC COMMON 94973V107 22002.64102 388797 Sole None Sole WELLS FARGO & CO COMMON 949746101 461.58993 18379 Sole None Sole WENDY'S/ARBY'S GROUP INC-A COMMON 950587105 0.44847 99 Sole None Sole WEST MARINE INC COMMON 954235107 2.88544 284 Sole None Sole WESTELL TECHNOLOGIES INC-A COMMON 957541105 3.68 1600 Sole None Sole WESTERN DIGITAL CORP COMMON 958102105 254.97059 8981 Sole None Sole Westfield Financial Inc. COMMON 96008P104 0.4446 57 Sole None Sole WESTLAKE CHEMICAL CORP COMMON 960413102 7.03355 235 Sole None Sole WESTPAC BANKING CORP-SP ADR COMMON 961214301 1626.8901 14487 Sole None Sole WGL HOLDINGS INC COMMON 92924F106 2536.89412 67149.13 Sole None Sole WHIRLPOOL CORP COMMON 963320106 1482.250875 18315 Sole None Sole WHITE MOUNTAINS INSURANCE GP COMMON G9618E107 0.61692 2 Sole None Sole WHOLE FOODS MARKET INC COMMON 966837106 692.88081 18671 Sole None Sole WHX Corp. COMMON 929248607 10.38312 1242 Sole None Sole WILLBROS GROUP INC COMMON 969203108 0.28427 31 Sole None Sole WILLIAMS COS INC COMMON 969457100 1.22304 64 Sole None Sole WILLIAMS-SONOMA INC COMMON 969904101 373.6963272 11799 Sole None Sole Willis Group Holdings PLC COMMON G96666105 0.27738 9 Sole None Sole WIMM-BILL-DANN FOODS-ADR COMMON 97263M109 0.4524 20 Sole None Sole WINN-DIXIE STORES INC COMMON 974280307 22.82313 3201 Sole None Sole WINTRUST FINANCIAL CORP COMMON 97650W108 1153.069821 35603 Sole None Sole WISCONSIN ENERGY CORP COMMON 976657106 2.7166 47 Sole None Sole WNS HOLDINGS LTD-ADR COMMON 92932M101 128.45552 14396 Sole None Sole WONDER AUTO TECHNOLOGY INC COMMON 978166106 89.30394 10494 Sole None Sole Woori Finance Holdings Co. Ltd. (ADCOMMON 981063100 18.68142 503 Sole None Sole WORLD ACCEPTANCE CORP COMMON 981419104 1391.589904 31530 Sole None Sole WORLD FUEL SERVICES CORP COMMON 981475106 7923.08 304616.686 Sole None Sole WORTHINGTON INDUSTRIES COMMON 981811102 286.6210958 19085 Sole None Sole WPP PLC-SPONSORED ADR COMMON 92933H101 505.37226 9078 Sole None Sole WR BERKLEY CORP COMMON 084423102 0.67675 25 Sole None Sole WRIGHT EXPRESS CORP COMMON 98233Q105 4.32091 121 Sole None Sole WYNDHAM WORLDWIDE CORP COMMON 98310W108 645.6304699 23521 Sole None Sole WYNN RESORTS LTD COMMON 983134107 3212.863517 37035 Sole None Sole XEROX CORP COMMON 984121103 21.7764 2104 Sole None Sole Xilinx Inc. COMMON 983919101 244.12623 9164 Sole None Sole XINYUAN REAL ESTATE CO L-ADR COMMON 98417P105 486.63474 197819 Sole None Sole XL GROUP PLC COMMON G98290102 1316.976864 60811 Sole None Sole XYRATEX LTD COMMON G98268108 3902.050639 263131 Sole None Sole YANZHOU COAL MINING-SP ADR COMMON 984846105 7.21352 296 Sole None Sole YINGLI GREEN ENERGY HOLD-ADR COMMON 98584B103 0.51208 37 Sole None Sole YUM! BRANDS INC COMMON 988498101 942.52578 20463 Sole None Sole ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 0.60552 18 Sole None Sole ZEP INC COMMON 98944B108 1.97072 113 Sole None Sole ZHONGPIN INC COMMON 98952K107 288.0072 17680 Sole None Sole ZIMMER HOLDINGS INC COMMON 98956P102 2.40718 46 Sole None Sole Zions Bancorp COMMON 989701107 369.1008 17280 Sole None Sole ZOLL MEDICAL CORP COMMON 989922109 202.0268382 6265 Sole None Sole ZUMIEZ INC COMMON 989817101 439.6722487 20792 Sole None Sole
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