0001423442-11-000010.txt : 20110512 0001423442-11-000010.hdr.sgml : 20110512 20110512103338 ACCESSION NUMBER: 0001423442-11-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110512 DATE AS OF CHANGE: 20110512 EFFECTIVENESS DATE: 20110512 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: 11834219 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 osam13f3312011.txt OSAM13F3312011FINAL 4TYPE: 13F-HR PERIOD 3/31/2011 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: 3/31/2011 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 May 12, 2011 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: 1 Form 13F Information Table Entry Total: 1,220 Form 13F Information Table Value Total: 3,005,832,529 List of Other Included Managers: No. 13F File Number Name 1 - 028-12567 -- Mercer Global Investments, Inc. 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. 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(Cl A) COMMON 002896207 2.7002 46 46 None Sole ABM INDUSTRIES INC COMMON 000957100 86.96075 3425 3425 None Sole ABRAXAS PETROLEUM CORP COMMON 003830106 1.68776 289 289 None Sole ACCO BRANDS CORP COMMON 00081T108 1272.64554 133401 133401 None Sole ACE LTD COMMON H0023R105 64.6353 999 999 None Sole ACETO CORP COMMON 004446100 460.49066 57778 57778 None Sole ACI WORLDWIDE INC COMMON 004498101 3.9688 121 121 None Sole ACME PACKET INC COMMON 004764106 2329.9716 32835 32835 None Sole ACTUANT CORP CL A NEW COMMON 00508X203 1.595 55 55 None Sole ACTUATE CORP COMMON 00508B102 1.092 210 210 None Sole ADAMS RESOURCES & ENERGY INC COMMON 006351308 3.6562284 127 127 None Sole ADTRAN INC COMMON 00738A106 26.7498 630 630 None Sole ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 255.8098 48266 48266 None Sole ADVANCE AUTO PARTS INC COMMON 00751Y106 582.7056 8880 8880 None Sole ADVANCED MICRO DEVICES COMMON 007903107 5.3492 622 622 None Sole ADVANCED SEMICONDUCTOR E-ADR COMMON 00756M404 0.58088 106 106 None Sole AEGON N.V.-NY REG SHR COMMON 007924103 2231.55 297540 297540 None Sole AEP INDUSTRIES INC COMMON 001031103 0.47552 16 16 None Sole AERCAP HOLDINGS NV COMMON N00985106 760.83696 60528 60528 None Sole AEROPOSTALE INC COMMON 007865108 25.81568 1061.5 1061.5 None Sole AEROVIRONMENT INC COMMON 008073108 1770.56607 50631 50631 None Sole AETNA INC COMMON 00817Y108 22646.42262 605034 580152 24882 Sole AFLAC INC COMMON 001055102 0.36946 7 7 None Sole AGCO CORP COMMON 001084102 1017.38476 18508 18508 None Sole AGRIUM INC COMMON 008916108 4102.344221 44465.036 44465.036 None Sole AH BELO CORP-A COMMON 001282102 6.1028 730 730 None Sole AIR METHODS CORP COMMON 009128307 1806.26775 26859 26859 None Sole AIR TRANSPORT SERVICES GROUP COMMON 00922R105 5711.1353 675874 675874 None Sole AIRCASTLE LTD COMMON G0129K104 33.89256 2808 2808 None Sole AK STEEL HOLDING CORP COMMON 001547108 1438.77306 91177 91177 None Sole AKAMAI TECHNOLOGIES INC COMMON 00971T101 4777.018 125711 125711 None Sole ALAMO GROUP INC COMMON 011311107 3.9528 144 144 None Sole ALASKA AIR GROUP INC COMMON 011659109 3631.80972 57266 57266 None Sole ALASKA COMM SYSTEMS GROUP COMMON 01167P101 21.86042 2056 2056 None Sole ALCOA INC COMMON 013817101 3558.38404 201494 201494 None Sole Alexander & Baldwin Inc. 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COMMON 019330109 3.08085 437 437 None Sole ALLIED WORLD ASSURANCE CO COMMON H01531104 1501.61357 23953 23953 None Sole ALPHA NATURAL RESOURCES INC COMMON 02076X102 408.88119 6887 6887 None Sole ALTERA CORP COMMON 021441100 6383.924698 145023.278 145023.278 None Sole ALTERRA CAPITAL HOLDINGS LTD COMMON G0229R108 0.51198 23 23 None Sole ALTRA HOLDINGS INC COMMON 02208R106 2168.0798 91790 91790 None Sole ALTRIA GROUP INC COMMON 02209S103 17621.32086 676962 671970 4992 Sole AMAZON.COM INC COMMON 023135106 152.02972 844 844 None Sole AMERCO COMMON 023586100 3185.189 32837 32837 None Sole AMERICA MOVIL-ADR SERIES L COMMON 02364W105 1.9754 34 34 None Sole AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 2480.92245 197055 197055 None Sole AMERICAN CAPITAL LTD COMMON 02503Y103 596.27479 60169 60169 None Sole AMERICAN EQUITY INVT LIFE HL COMMON 025676206 2342.30048 178529 178529 None Sole AMERICAN FINANCIAL GROUP INC COMMON 025932104 6.23356 178 178 None Sole AMERICAN GREETINGS CORP-CL A COMMON 026375105 8.9916 381 381 None Sole AMERICAN NATIONAL INSURANCE COMMON 028591105 1355.31123 17119 17119 None Sole AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 5.71584 229 229 None Sole AMERICAN SUPERCONDUCTOR CORP COMMON 030111108 293.36652 11796 11796 None Sole AMERICA'S CAR-MART INC COMMON 03062T105 0.54138 21 21 None Sole AMERIGROUP CORP COMMON 03073T102 1278.9605 19906 19906 None Sole AMERIPRISE FINANCIAL INC COMMON 03076C106 1801.92108 29501 29501 None Sole AMERISAFE INC COMMON 03071H100 0.42009 19 19 None Sole AMERISOURCEBERGEN CORP COMMON 03073E105 17338.85565 438292.61 415252.61 23040 Sole AMGEN INC COMMON 031162100 14704.7364 275112 275112 None Sole AMKOR TECHNOLOGY INC COMMON 031652100 0.69422 103 103 None Sole AMPCO-PITTSBURGH CORP COMMON 032037103 1.1032 40 40 None Sole AMTECH SYSTEMS INC COMMON 032332504 494.27492 19583 19583 None Sole AMTRUST FINANCIAL SERVICES COMMON 032359309 0.36233 19 19 None Sole ANADARKO PETROLEUM CORP COMMON 032511107 1447.28064 17667 17667 None Sole ANADIGICS INC COMMON 032515108 946.7907 211810 211810 None Sole ANALOG DEVICES INC COMMON 032654105 1060.54278 26931 26931 None Sole ANDERSONS INC/THE COMMON 034164103 648.17088 13304 13304 None Sole ANGLOGOLD ASHANTI-SPON ADR COMMON 035128206 0.2877 6 6 None Sole ANIXTER INTERNATIONAL INC COMMON 035290105 1169.39948 16732 16732 None Sole APACHE CORP COMMON 037411105 2700.626663 20628.068 20628.068 None Sole APPLE INC COMMON 037833100 9204.083075 26410 26410 None Sole APPLIED INDUSTRIAL TECH INC COMMON 03820C105 154.02706 4631 4631 None Sole APPLIED MATLS INC COM COMMON 038222105 1296.41314 82997 82997 None Sole APPLIED MICRO CIRCUITS CORP COMMON 03822W406 306.42798 29521 29521 None Sole Arbitron Inc. COMMON 03875Q108 429.36178 10726 10726 None Sole ARCH CAPITAL GROUP LTD COMMON G0450A105 2.47975 25 25 None Sole ARCH COAL INC COMMON 039380100 3978.9962 110405 110405 None Sole ARCHER-DANIELS-MIDLAND CO COMMON 039483102 21.85807 607 607 None Sole ARCTIC CAT INC COMMON 039670104 4.3851 282 282 None Sole ARGO GROUP INTERNATIONAL COMMON G0464B107 1476.49152 44688 44688 None Sole Ariba Inc. COMMON 04033V203 481.95438 14117 14117 None Sole ARRIS GROUP INC COMMON 04269Q100 0.3822 30 30 None Sole ASBURY AUTOMOTIVE GROUP COMMON 043436104 5264.8426 284740 284740 None Sole Ascent Media Corp. (Series A) COMMON 043632108 27.2583 558 558 None Sole ASHLAND INC COMMON 044209104 12.76496 221 221 None Sole ASM INTERNATIONAL-NY REG SHS COMMON N07045102 563.12816 14224 14224 None Sole ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 0.93704 34 34 None Sole ASSURANT INC COMMON 04621X108 1.57891 41 41 None Sole ASSURED GUARANTY LTD COMMON G0585R106 0.894 60 60 None Sole ASTRAZENECA PLC-SPONS ADR COMMON 046353108 10344.88743 224303.717 218893.717 5410 Sole Astronics Corp. COMMON 046433108 59.1495 2350 2350 None Sole AT CROSS CO-CL A COMMON 227478104 3.9442 370 370 None Sole AT&T INC COMMON 00206R102 42751.10063 1396638.374 1380997.374 15641 Sole athenahealth Inc. COMMON 04685W103 48.19884 1068 1068 None Sole ATLAS AIR WORLDWIDE HOLDINGS COMMON 049164205 16.24476 233 233 None Sole ATMEL CORP COMMON 049513104 12282.08841 901107 901107 None Sole AUDIOCODES LTD COMMON M15342104 402.51155 67649 67649 None Sole AUDIOVOX CORP-A COMMON 050757103 1.28 160 160 None Sole AUTOLIV INC COMMON 052800109 1210.76553 16311 16311 None Sole AUTOMATIC DATA PROCESSING COMMON 053015103 15146.09628 295188 295188 None Sole AUTONATION INC COMMON 05329W102 43.29288 1224 1224 None Sole AUTOZONE INC COMMON 053332102 132.12948 483 483 None Sole Avid Technology Inc. COMMON 05367P100 769.0824 34488 34488 None Sole AVIS BUDGET GROUP INC COMMON 053774105 1968.4881 109910 109910 None Sole AVISTA CORP COMMON 05379B107 667.67058 28866 28866 None Sole AVIVA PLC - SPON ADR COMMON 05382A104 12606.30776 892798 892798 None Sole AXCELIS TECHNOLOGIES INC COMMON 054540109 2040.41255 769967 769967 None Sole AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 3.94596 113 113 None Sole BABCOCK & WILCOX CO NEW COM COMMON 05615F102 0.03338 1 1 None Sole BAKER HUGHES INC COM COMMON 057224107 3641.46713 49591 49591 None Sole BANCO BILBAO VIZCAYA-SP ADR COMMON 05946K101 479.172 39931 39931 None Sole BANCO MACRO SA-ADR COMMON 05961W105 181.01566 4522 4522 None Sole BANCO SANTANDER SA-SPON ADR COMMON 05964H105 2857.19316 243996 144576 99420 Sole BANCOLOMBIA S.A.-SPONS ADR COMMON 05968L102 105.5821 1685 1685 None Sole Barnwell Industries Inc. COMMON 068221100 2.9684 410 410 None Sole BARRICK GOLD CORP COMMON 067901108 2.02449 39 39 None Sole BASIC ENERGY SERVICES INC COMMON 06985P100 6161.50683 241533 241533 None Sole BAXTER INTERNATIONAL INC COMMON 071813109 18642.27408 346704 346704 None Sole BBVA BANCO FRANCES SA-ADR COMMON 07329M100 2030.72252 185116 185116 None Sole BCE INC COMMON 05534B760 10866.89556 299034 268947 30087 Sole BEAZER HOMES USA INC COMMON 07556Q105 239.25321 52353 52353 None Sole BECTON DICKINSON AND CO COMMON 075887109 1089.44046 13683 13683 None Sole BED BATH & BEYOND INC COMMON 075896100 0.4827 10 10 None Sole BELDEN INC COM COMMON 077454106 642.9311 17122 17122 None Sole BELO CORPORATION-A COMMON 080555105 1081.22487 122727 122727 None Sole BEMIS COMPANY COMMON 081437105 0.52496 16 16 None Sole BERKSHIRE HATHAWAY INC-CL B COMMON 084670702 378.50938 4526 4526 None Sole BEST BUY CO INC COMMON 086516101 7910.80912 275446 249174 26272 Sole BGC PARTNERS INC-CL A COMMON 05541T101 960.73984 103528 103528 None Sole BHP BILLITON PLC-ADR COMMON 05545E209 0.9552 12 12 None Sole BIG LOTS INC COMMON 089302103 0.65145 15 15 None Sole BIGLARI HOLDINGS INC COMMON 08986R101 45.7434 108 108 None Sole BIOGEN IDEC INC COMMON 09062X103 444.56697 6051 6051 None Sole BIOSCRIP INC COMMON 09069N108 96.04789 20567 20567 None Sole BJ'S RESTAURANTS INC COMMON 09180C106 36.53757 929 929 None Sole BJ'S WHOLESALE CLUB INC COMMON 05548J106 17.67284 362 362 None Sole BLACK HILLS CORP COMMON 092113109 326.84256 9774 9774 None Sole BLOUNT INTERNATIONAL INC COMMON 095180105 720.07478 45061 45061 None Sole BLYTH INC COMMON 09643P207 145.06785 4465 4465 None Sole BOEING CO/THE COMMON 097023105 1540.18369 20833 20833 None Sole BOISE INC COMMON 09746Y105 3790.642299 431397 431397 None Sole BON-TON STORES INC/THE COMMON 09776J101 818.6635 52817 52817 None Sole BORGWARNER INC COMMON 099724106 3754.75373 47117 47117 None Sole BP PLC-SPONS ADR COMMON 055622104 2502.50962 56694.826 49712.157 6982.669 Sole BRASIL TELECOM SA-ADR COMMON 10553M101 0.8103 30 30 None Sole BRASKEM SA-SPON ADR COMMON 105532105 8.96769 333 333 None Sole Bridgepoint Education Inc. COMMON 10807M105 0.342 20 20 None Sole BRIGHTPOINT INC COMMON 109473405 2990.18802 275784 275784 None Sole BRINKER INTERNATIONAL INC COMMON 109641100 3.3396 132 132 None Sole BRINK'S CO/THE COMMON 109696104 587.3714 17740 17740 None Sole BRISTOL-MYERS SQUIBB CO COMMON 110122108 33644.51778 1272966.999 1184350.999 88616 Sole BRITISH AMERICAN TOB-SP ADR COMMON 110448107 1896.46184 23416 23416 None Sole BROADCOM CORP-CL A COMMON 111320107 515.36606 13087 13087 None Sole BROADRIDGE FINANCIAL SOLUTIO COMMON 11133T103 0.58994 26 26 None Sole BROOKFIELD ASSET MANAGE-CL A COMMON 112585104 0.29214 9 9 None Sole BROOKS AUTOMATION INC COMMON 114340102 1787.85195 130215 130215 None Sole BROWN SHOE COMPANY INC COMMON 115736100 1045.61652 85566 85566 None Sole BRUKER CORP COMMON 116794108 1.98075 95 95 None Sole BRUNSWICK CORP COMMON 117043109 1864.7819 73330 73330 None Sole BSQUARE CORP COMMON 11776U300 1.90638 267 267 None Sole BT GROUP PLC-SPON ADR COMMON 05577E101 9422.10504 313234.875 313234.875 None Sole BUCKEYE TECHNOLOGIES INC COMMON 118255108 5857.09131 215097 215097 None Sole BUCKLE INC/THE COMMON 118440106 246.9248 6112 6112 None Sole BUNGE LTD COMMON G16962105 265.88508 3676 3676 None Sole CABELA'S INC COMMON 126804301 467.16179 18679 18679 None Sole CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 2314.3707 66870 66870 None Sole CABOT CORP COMMON 127055101 320.18793 6917 6917 None Sole CACI INTERNATIONAL INC -CL A COMMON 127190304 126.38052 2061 2061 None Sole CALAMOS ASSET MANAGEMENT-A COMMON 12811R104 569.31903 34317 34317 None Sole CALLON PETROLEUM CO COMMON 13123X102 762.36132 98116 98116 None Sole CAMBREX CORP COMMON 132011107 0.8195 149 149 None Sole CAMERON INTERNATIONAL CORP COMMON 13342B105 33.7461 591 591 None Sole CAMPBELL SOUP CO COMMON 134429109 3743.58215 113065 110524 2541 Sole CANADIAN SOLAR INC COMMON 136635109 0.14664 13 13 None Sole CANON INC-SPONS ADR COMMON 138006309 415.68315 9589 9589 None Sole CAPITAL ONE FINANCIAL CORP COMMON 14040H105 250.9668 4830 4830 None Sole Capital Senior Living Corp. COMMON 140475104 431.63928 40644 40644 None Sole CARDINAL HEALTH INC COMMON 14149Y108 7157.36034 174018 174018 None Sole CARDIOME PHARMA CORP COMMON 14159U202 3.30844 773 773 None Sole CARDTRONICS INC COMMON 14161H108 3930.399 193140 193140 None Sole CAREER EDUCATION CORP COMMON 141665109 0.6816 30 30 None Sole CARMAX INC COMMON 143130102 8.5065 265 265 None Sole CARNIVAL PLC-ADR COMMON 14365C103 0.11883 3 3 None Sole CARPENTER TECHNOLOGY COMMON 144285103 1781.26326 41706 41706 None Sole CARROLS RESTAURANT GROUP INC COMMON 14574X104 4.51449 487 487 None Sole CASCADE CORP COMMON 147195101 810.77646 18187 18187 None Sole CASELLA WASTE SYSTEMS INC-A COMMON 147448104 5.04051 703 703 None Sole CASH AMERICA INTL INC COMMON 14754D100 596.1633 12946 12946 None Sole CASTLE (A.M.) & CO COMMON 148411101 2.24672 119 119 None Sole CASUAL MALE RETAIL GROUP INC COMMON 148711302 476.97213 97143 97143 None Sole CATALYST HEALTH SOLUTIONS IN COMMON 14888B103 20.1348 360 360 None Sole CATERPILLAR INC COMMON 149123101 1343.88315 12069 12069 None Sole CB RICHARD ELLIS GROUP INC-A COMMON 12497T101 3.0705 115 115 None Sole CBS CORP-CLASS B NON VOTING COMMON 124857202 1542.78952 61613 61613 None Sole CEC ENTERTAINMENT INC COMMON 125137109 0.15092 4 4 None Sole CELESTICA INC COMMON 15101Q108 2851.17696 265968 265968 None Sole CELGENE CORP COMMON 151020104 134.84065 2342 2342 None Sole CEMIG SA -SPONS ADR COMMON 204409601 0.53956 28 28 None Sole CENTENE CORP COMMON 15135B101 155.8305 4725 4725 None Sole CENTRAL GARDEN AND PET CO-A COMMON 153527205 5.63652 612 612 None Sole CENTURY ALUMINUM COMPANY COMMON 156431108 802.00712 42934 42934 None Sole CENTURYLINK INC COMMON 156700106 1744.518258 41985.999 41985.999 None Sole CERADYNE INC CALIF COMMON 156710105 2255.03684 50023 50023 None Sole CEVA INC COMMON 157210105 268.68996 10052 10052 None Sole CGI GROUP INC - CL A COMMON 39945C109 2.63718 126 126 None Sole CH ENERGY GROUP INC COMMON 12541M102 1442.76538 28547 28547 None Sole CHANGYOU.COM LTD-ADR COMMON 15911M107 0.51408 16 16 None Sole CHARLES RIV LABS INTL INC COM COMMON 159864107 0.92112 24 24 None Sole CHART INDUSTRIES INC COMMON 16115Q308 5032.032 91425 91425 None Sole CHARTER COMMUNICATIONS INC DEL CL A COMMON 16117M305 0.70882 14 14 None Sole CHECK POINT SOFTWARE TECH COMMON M22465104 62.6894 1228 1228 None Sole CHEESECAKE FACTORY INC/THE COMMON 163072101 431.7915 14350 14350 None Sole CHENIERE ENERGY INC COMMON 16411R208 6048.73493 649703 649703 None Sole CHESAPEAKE ENERGY CORP COMMON 165167107 176.21464 5257 5257 None Sole CHEVRON CORP COMMON 166764100 27752.66026 258188.299 258188.299 None Sole CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 611.64838 15043 15043 None Sole CHILDREN'S PLACE COMMON 168905107 43.80057 879 879 None Sole CHINA AUTOMOTIVE SYSTEMS INC COMMON 16936R105 0.2492 28 28 None Sole CHINA BIOLOGIC PRODUCTS INC COMMON 16938C106 0.90972 57 57 None Sole China Digital TV Holding Co. Ltd. (ACOMMON 16938G107 0.79968 112 112 None Sole CHINA EASTERN AIRLINES-ADS COMMON 16937R104 917.34115 48205 48205 None Sole CHINA GRENTECH CORP LTD-ADR COMMON 16938P107 1.30928 392 392 None Sole CHINA INTEGRATED ENERGY INC COMMON 16948P105 0.06885 27 27 None Sole CHINA MEDIAEXPRESS HOLDINGS COMMON 169442100 0 98 98 None Sole CHINA MOBILE LTD-SPON ADR COMMON 16941M109 3632.61375 78543 78543 None Sole CHINA PETROLEUM & CHEM-ADR COMMON 16941R108 1518.85858 15101 15101 None Sole CHINA SECURITY & SURVEILLANC COMMON 16942J105 100.06356 21612 21612 None Sole CHINA SOUTHERN AIR-SPONS ADR COMMON 169409109 454.4744 20435 20435 None Sole CHINA SUNERGY CO LTD-ADR COMMON 16942X104 4.23124 1027 1027 None Sole CHINA TECHFAITH WIRELESS-ADR COMMON 169424108 6.292 1430 1430 None Sole CHINA TELECOM CORP LTD-ADR COMMON 169426103 19.459 319 319 None Sole CHINA UNICOM HONG KONG-ADR COMMON 16945R104 369.7152 22272 22272 None Sole CHIPMOS TECH BERMUDA LTD SHS NEW COMMON G2110R114 0.5016 57 57 None Sole CHIPOTLE MEXICAN GRILL INC COMMON 169656105 3928.66488 14424 14424 None Sole CHIQUITA BRANDS INTL COMMON 170032809 6337.69032 413148 413148 None Sole CHUBB CORP COMMON 171232101 31396.72838 512098 454263 57835 Sole CHUNGHWA TELECOM LTD-ADR COMMON 17133Q502 2.36816 76 76 None Sole CIA PARANAENSE ENER-SP ADR P COMMON 20441B407 0.36127 13 13 None Sole CIA SANEAMENTO BASICO DE-ADR COMMON 20441A102 22.96734 391 391 None Sole CIGNA CORP COMMON 125509109 50.74488 1146 1146 None Sole CIMAREX ENERGY CO COMMON 171798101 4220.0888 36620 36620 None Sole CINCINNATI FINANCIAL CORP COMMON 172062101 1.70508 52 52 None Sole CINEMARK HOLDINGS INC COMMON 17243V102 58.06935 3001 3001 None Sole CIRCOR INTL INC COM COMMON 17273K109 2.20994 47 47 None Sole CIRRUS LOGIC INC COMMON 172755100 7424.78871 353057 353057 None Sole CIT GROUP INC COM COMMON 125581801 1.23395 29 29 None Sole CITIGROUP INC COMMON 172967101 170.27166 38523 38523 None Sole CITRIX SYSTEMS INC COMMON 177376100 4378.06908 59598 59598 None Sole CITY NATIONAL CORP COMMON 178566105 273.0413 4786 4786 None Sole CITY TELECOM (H.K.) LTD-ADR COMMON 178677209 25.4184 1680 1680 None Sole CLEAN HARBORS INC COMMON 184496107 3.74908 38 38 None Sole CLEAR CHANNEL OUTDOOR-CL A COMMON 18451C109 345.0096 23712 23712 None Sole CLEARWATER PAPER CORP COMMON 18538R103 1303.2954 16011 16011 None Sole CLIFFS NATURAL RESOURCES INC COMMON 18683K101 4825.676354 49101.306 49101.306 None Sole CLOUD PEAK ENERGY INC COMMON 18911Q102 1881.50373 87147 87147 None Sole CNA FINANCIAL CORP COMMON 126117100 1325.5539 44858 44858 None Sole CNO FINANCIAL GROUP INC COMMON 12621E103 8128.35087 1082337 1082337 None Sole CNOOC LTD-ADR COMMON 126132109 659.67528 2607 2607 None Sole COACH INC COMMON 189754104 641.34096 12324 12324 None Sole COCA COLA HELLENIC BTLNG-ADR COMMON 1912EP104 22.66396 836 836 None Sole COCA-COLA CO/THE COMMON 191216100 16454.90726 248039 248039 None Sole COCA-COLA ENTERPRISES COMMON 19122T109 11344.0509 415533 371653 43880 Sole COCA-COLA FEMSA SAB-SP ADR COMMON 191241108 8.77686 114 114 None Sole COGNEX CORP COMMON 192422103 843.7145 29866 29866 None Sole COGNIZANT TECH SOLUTIONS-A COMMON 192446102 140.6592 1728 1728 None Sole COHERENT INC COMMON 192479103 192.22788 3308 3308 None Sole COINSTAR INC COMMON 19259P300 1800.89056 39218 39218 None Sole COLEMAN CABLE INC COMMON 193459302 1.08092 122 122 None Sole COLGATE-PALMOLIVE CO COMMON 194162103 17264.79204 213779 213779 None Sole COMCAST CORP-CLASS A COMMON 20030N101 10039.9044 406145 406145 None Sole COMMERCIAL VEHICLE GROUP INC COMMON 202608105 6293.66656 352784 352784 None Sole COMPANHIA DE BEBIDAS-PRF ADR COMMON 20441W203 359.70686 12706 12706 None Sole COMPLETE PRODUCTION SERVICES COMMON 20453E109 12697.02512 399152 399152 None Sole COMPUWARE CORP COMMON 205638109 1.55925 135 135 None Sole CONAGRA FOODS INC COMMON 205887102 14478.07125 609603 609603 None Sole CONOCOPHILLIPS COMMON 20825C104 20468.5173 256305 256305 None Sole CONSOL ENERGY INC COMMON 20854P109 1345.73759 25093 25093 None Sole CONSOLIDATED GRAPHICS INC COMMON 209341106 1124.61318 20586 20586 None Sole CONVERGYS CORP COMMON 212485106 0.38772 27 27 None Sole CON-WAY INC COMMON 205944101 1011.16744 25736 25736 None Sole COOPER TIRE & RUBBER COMMON 216831107 18.1795 706 706 None Sole COPA HOLDINGS SA-CLASS A COMMON P31076105 46.5168 881 881 None Sole CORE LABORATORIES N.V. COMMON N22717107 72.5407 710 710 None Sole CORELOGIC INC COMMON 21871D103 0.3515 19 19 None Sole CORE-MARK HOLDING CO INC COMMON 218681104 100.0093 3026 3026 None Sole Corning Inc. COMMON 219350105 280.13477 13579 13579 None Sole CORVEL CORP COMMON 221006109 3.9885 75 75 None Sole COSI COMMON 22122P101 0.3813 310 310 None Sole COST PLUS INC CALIF COMMON 221485105 6032.33762 614291 614291 None Sole COSTCO WHOLESALE CORP COMMON 22160K105 220.25328 3004 3004 None Sole COVENANT TRANSPORT GRP-CL A COMMON 22284P105 4.13475 447 447 None Sole CPFL ENERGIA SA-ADR COMMON 126153105 2.53489 29 29 None Sole CPI CORP COMMON 125902106 3.30897 147 147 None Sole CRACKER BARREL OLD COUNTRY COMMON 22410J106 203.53788 4142 4142 None Sole CRAFT BREWERS ALLIANCE INC COMMON 224122101 4.8412 532 532 None Sole CRANE CO COMMON 224399105 582.22546 12022 12022 None Sole CREDIT ACCEPTANCE CORP COMMON 225310101 0.56768 8 8 None Sole CREDIT SUISSE GROUP-SPON ADR COMMON 225401108 185.69138 4361 4361 None Sole CREE INC COMMON 225447101 183.85528 3983 3983 None Sole CRESUD S.A.-SPONS ADR COMMON 226406106 0.0905 5 5 None Sole CRH PLC-SPONSORED ADR COMMON 12626K203 9488.94588 408654 408654 None Sole CROCS INC COMMON 227046109 9253.67936 518704 518704 None Sole CROSSTEX ENERGY INC COM COMMON 22765Y104 663.64199 66748 66748 None Sole CROWN HOLDINGS INC COMMON 228368106 121.1412 3140 3140 None Sole CSX CORP COMMON 126408103 14924.6466 189881 189881 None Sole CUBIC CORP COMMON 229669106 59.3975 1033 1033 None Sole CULLEN/FROST BANKERS INC COMMON 229899109 0.2951 5 5 None Sole CUMMINS INC COMMON 231021106 7055.91054 64367 64367 None Sole CUMULUS MEDIA INC-CL A COMMON 231082108 5.48576 1264 1264 None Sole CVR ENERGY INC COMMON 12662P108 21.23772 917 917 None Sole CVS CAREMARK CORP COMMON 126650100 15044.65248 438364 409027 29337 Sole CYBERONICS INC COMMON 23251P102 1588.55959 49939 49939 None Sole CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1080.0474 55730 55730 None Sole Daktronics Inc. COMMON 234264109 721.80875 67145 67145 None Sole DANA HOLDING CORP COMMON 235825205 3282.34511 188749 188749 None Sole DDi Corp. COMMON 233162502 1.27897 121 121 None Sole DECKERS OUTDOOR CORP COMMON 243537107 5120.5837 59438 59438 None Sole DEERE & CO COMMON 244199105 1772.99011 18299 18299 None Sole DELEK US HOLDINGS INC COMMON 246647101 1.6272 120 120 None Sole DELHAIZE GROUP - SPONS ADR COMMON 29759W101 0.24507 3 3 None Sole DELPHI FINANCIAL GROUP-CL A COMMON 247131105 416.18192 13552 13552 None Sole DELTA AIR LINES INC COMMON 247361702 1293.6392 132004 132004 None Sole DELTA APPAREL INC COMMON 247368103 1.32897 93 93 None Sole DELUXE CORP COMMON 248019101 639.79978 24107 24107 None Sole DENBURY RES INC COM NEW COMMON 247916208 72.6632 2978 2978 None Sole DENNY'S CORP COMMON 24869P104 50.94082 12547 12547 None Sole DESTINATION MATERNITY CORP COMMON 25065D100 523.57365 22695 22695 None Sole DEVON ENERGY CORPORATION COMMON 25179M103 1588.44693 17309 17309 None Sole DIAMOND FOODS INC COMMON 252603105 300.8736 5392 5392 None Sole DIEBOLD INC COMMON 253651103 0.56736 16 16 None Sole DILLARDS INC-CL A COMMON 254067101 7631.30544 190212 190212 None Sole DINEEQUITY INC COMMON 254423106 6796.51764 123618 123618 None Sole DIRECTV-CLASS A COMMON 25490A101 30063.1032 642374 565197 77177 Sole DISCOVER FINANCIAL SERVICES COMMON 254709108 3.1356 130 130 None Sole DISCOVERY COMMUNICATIONS-A COMMON 25470F104 2.9526 74 74 None Sole DISH NETWORK CORP-A COMMON 25470M109 0.68208 28 28 None Sole DOLLAR TREE INC COMMON 256746108 49.24624 887 887 None Sole DOMINO'S PIZZA INC COMMON 25754A201 746.5993 40510 40510 None Sole DOMTAR CORP COMMON 257559203 981.5871 10695 10695 None Sole DORMAN PRODUCTS INC COMMON 258278100 2864.85585 68065 68065 None Sole Double Eagle Petroleum Co. COMMON 258570209 0.4641 51 51 None Sole DOVER CORP COMMON 260003108 1.90646 29 29 None Sole DOW CHEMICAL CO/THE COMMON 260543103 62.92925 1667 1667 None Sole DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 54.69952 1472 1472 None Sole DRIL-QUIP INC COM COMMON 262037104 78.39776 992 992 None Sole DSW INC-CLASS A COMMON 23334L102 846.11304 21174 21174 None Sole DU PONT (E.I.) DE NEMOURS COMMON 263534109 13432.74405 244365 244365 None Sole DUFF & PHELPS CORP-CL A COMMON 26433B107 209.38594 13103 13103 None Sole DXP ENTERPRISES INC COMMON 233377407 0.6924 30 30 None Sole DYCOM INDUSTRIES INC COMMON 267475101 3951.38718 227877 227877 None Sole DYNAMICS RESEARCH CORP COMMON 268057106 4.251 260 260 None Sole EARTHLINK INC COMMON 270321102 0.77517 99 99 None Sole EASTMAN CHEMICAL CO COMMON 277432100 7.25036 73 73 None Sole EASTMAN KODAK CO COMMON 277461109 940.05597 291039 291039 None Sole EASYLINK SERVICES INTL-CL A COMMON 277858106 4.93074 1191 1191 None Sole EATON CORP COMMON 278058102 672.15456 12124 12124 None Sole ECHOSTAR CORP-A COMMON 278768106 46.4041 1226 1226 None Sole ECOPETROL SA-SPONSORED ADR COMMON 279158109 4.08366 98 98 None Sole Education Management Corp. COMMON 28140M103 0.85854 41 41 None Sole EDWARDS LIFESCIENCES CORP COMMON 28176E108 2708.397 31131 31131 None Sole EINSTEIN NOAH RESTAURANT GRO COMMON 28257U104 3.92348 241 241 None Sole EL PASO CORP COMMON 28336L109 2.988 166 166 None Sole EL PASO ELECTRIC CO COMMON 283677854 290.624 9560 9560 None Sole ELECTRO RENT CORP COMMON 285218103 2.30212 134 134 None Sole ELECTRO SCIENTIFIC INDS INC COMMON 285229100 12.77696 736 736 None Sole ELECTRONICS FOR IMAGING COMMON 286082102 0.55898 38 38 None Sole ELI LILLY & CO COMMON 532457108 26731.83775 760075 760075 None Sole ELIZABETH ARDEN INC COMMON 28660G106 963.56108 32108 32108 None Sole ELSTER GROUP SE-ADR COMMON 290348101 7.13375 439 439 None Sole EMCORE CORP COMMON 290846104 15.02422 5846 5846 None Sole EMERSON ELECTRIC CO COMMON 291011104 180.60713 3091 3091 None Sole EMERSON RADIO CORP COMMON 291087203 1.45926 603 603 None Sole EMP DISTRIB Y COMERC NOR-ADR COMMON 29244A102 13.25502 1266 1266 None Sole EMPLOYERS HOLDINGS INC COMMON 292218104 2.2726 110 110 None Sole ENCANA CORP COMMON 292505104 1247.5208 36128.607 36128.607 None Sole ENCORE CAPITAL GROUP INC COMMON 292554102 318.878575 13469 13469 None Sole ENDO PHARMACEUT HLDGS INC COMMON 29264F205 2062.9296 54060 54060 None Sole ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 450.41332 9226 9226 None Sole Energy Partners Ltd. COMMON 29270U303 2.412 134 134 None Sole ENERGY XXI BERMUDA COMMON G10082140 1565.9061 45921 45921 None Sole ENERSYS COMMON 29275Y102 118.73325 2987 2987 None Sole ENI SPA-SPONSORED ADR COMMON 26874R108 9115.296032 185534.216 185534.216 None Sole ENPRO INDUSTRIES INC COMMON 29355X107 110.66704 3047 3047 None Sole ENSIGN GROUP INC/THE COMMON 29358P101 527.93062 16534 16534 None Sole ENTEGRIS INC COMMON 29362U104 561.68294 63973 63973 None Sole ENTERCOM COMMUNICATIONS-CL A COMMON 293639100 1475.7984 133920 133920 None Sole ENTRAVISION COMMUNICATIONS-A COMMON 29382R107 1.20053 443 443 None Sole Epoch Holding Corp. COMMON 29428R103 1.6569 105 105 None Sole ERESEARCH TECHNOLOGY INC COMMON 29481V108 0.14217 21 21 None Sole ERIE INDEMNITY COMPANY-CL A COMMON 29530P102 588.00859 8269 8269 None Sole ESCALADE INC COMMON 296056104 0.9657 174 174 None Sole ESTEE LAUDER COMPANIES-CL A COMMON 518439104 2626.00272 27252 27252 None Sole ESTERLINE TECHNOLOGIES CORP COMMON 297425100 799.41888 11304 11304 None Sole EVEREST RE GROUP LTD COMMON G3223R108 1.23452 14 14 None Sole EW SCRIPPS CO/THE-A COMMON 811054402 429.5907 43393 43393 None Sole EXIDE TECHNOLOGIES COMMON 302051206 2414.697079 216176.999 216176.999 None Sole EXPEDITORS INTL WASH INC COMMON 302130109 304.2099 6066 6066 None Sole EXPRESS SCRIPTS INC COMMON 302182100 18.07325 325 325 None Sole EXXON MOBIL CORP COMMON 30231G102 9498.529474 112903.001 112903.001 None Sole EZCORP INC-CL A COMMON 302301106 296.13326 9434 9434 None Sole F5 NETWORKS INC COMMON 315616102 3737.34309 36437 36437 None Sole FAIR ISAAC CORP COMMON 303250104 2.2127 70 70 None Sole FAIRCHILD SEMICONDUCTOR INTE COMMON 303726103 3711.5988 203934 203934 None Sole FAMOUS DAVE'S OF AMERICA COMMON 307068106 1.9695 202 202 None Sole FARO TECHNOLOGIES INC COMMON 311642102 375.56 9389 9389 None Sole FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 2832.13824 92192 92192 None Sole FEDERAL-MOGUL CORP COMMON 313549404 602.3061 24189 24189 None Sole FEI COMPANY COMMON 30241L109 1904.03352 56466 56466 None Sole FERRO CORP COMMON 315405100 6008.71551 362189 362189 None Sole FIDELITY NATL INFORMATION SVCOM COMMON 31620M106 0.52304 16 16 None Sole FIFTH THIRD BANCORP COMMON 316773100 6.22048 448 448 None Sole FINISAR CORPORATION COMMON 31787A507 3658.4136 148716 148716 None Sole FINISH LINE/THE - CL A COMMON 317923100 207.92875 10475 10475 None Sole First American Corp. COMMON 31847R102 1811.5185 109789 109789 None Sole FIRST SOLAR INC COMMON 336433107 1357.65044 8441 8441 None Sole FIRSTSERVICE CORP SUB VTG SH COMMON 33761N109 632.13466 16622 16622 None Sole FISHER COMMUNICATIONS INC COM COMMON 337756209 0.43512 14 14 None Sole FIVE STAR QUALITY CARE COMMON 33832D106 12.91857 1589 1589 None Sole FLEXSTEEL INDS COMMON 339382103 1.2801 85 85 None Sole FLEXTRONICS INTL LTD COMMON Y2573F10 6.54372 876 876 None Sole FLOTEK INDUSTRIES INC COMMON 343389102 3411.81085 405685 405685 None Sole FLUOR CORP COMMON 343412102 5.1562 70 70 None Sole FLY LEASING LTD-ADR COMMON 34407D109 119.22843 8621 8621 None Sole FOCUS MEDIA HOLDING-ADR COMMON 34415V109 0.58273 19 19 None Sole FOMENTO ECONOMICO MEX-SP ADR COMMON 344419106 16.8469 287 287 None Sole FOOT LOCKER INC COMMON 344849104 4.81168 244 244 None Sole FORD MOTOR CO COMMON 345370860 3196.22688 214368 214368 None Sole FOREST LABORATORIES INC COMMON 345838106 13.6629 423 423 None Sole Formula Systems (1985) Ltd. (ADS) COMMON 346414105 541.10605 28345 28345 None Sole FOSSIL INC COMMON 349882100 5027.97485 53689 53689 None Sole FOSTER (LB) CO -CL A COMMON 350060109 13.92453 323 323 None Sole FPIC INSURANCE GROUP INC COMMON 302563101 3.1078 82 82 None Sole FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 12919.81709 573959 502551 71408 Sole FRANKLIN ELECTRIC CO INC COMMON 353514102 112.728 2440 2440 None Sole FRANKLIN RESOURCES INC COMMON 354613101 4727.877156 37798.826 37798.826 None Sole FRED'S INC-CLASS A COMMON 356108100 248.89752 18686 18686 None Sole FREEPORT-MCMORAN COPPER COMMON 35671D857 9338.710424 168113.599 168113.599 None Sole FREIGHTCAR AMERICA INC COMMON 357023100 7.1522 220 220 None Sole FRESENIUS MEDICAL CARE-ADR COMMON 358029106 851.96736 12618 12618 None Sole FRESH DEL MONTE PRODUCE INC COMMON G36738105 2.42823 93 93 None Sole FRONTIER COMMUNICATIONS CORP COMMON 35906A108 0.42744 52 52 None Sole FRONTIER OIL CORP COMMON 35914P105 0.03043416 1.038 1.038 None Sole FUEL SYSTEMS SOLUTIONS INC COMMON 35952W103 1.6599 55 55 None Sole FULL HOUSE RESORTS INC COMMON 359678109 0.58293 153 153 None Sole FUNDTECH LTD COMMON M4709510 4.4416 256 256 None Sole FURNITURE BRANDS INTL INC COMMON 360921100 20.8117 4574 4574 None Sole Fuwei Films (Holdings) Co. Ltd. COMMON G3704F102 3.9576 970 970 None Sole FXCM Inc. COMMON 302693106 116.65759 8953 8953 None Sole GAMESTOP CORP-CLASS A COMMON 36467W109 0.51796 23 23 None Sole GANNETT CO COMMON 364730101 247.07629 16223 16223 None Sole GAP INC/THE COMMON 364760108 26946.86412 1189182 1109994 79188 Sole GARMIN LTD COMMON H2906T10 0.23702 7 7 None Sole GARTNER INC COMMON 366651107 877.1535 21050 21050 None Sole GATX CORP COMMON 361448103 0.88918 23 23 None Sole GENCORP INC COMMON 368682100 2.64316 442 442 None Sole GENERAL CABLE CORP COMMON 369300108 432.134 9980 9980 None Sole GENERAL COMMUNICATION INC-A COMMON 369385109 6958.934 636100 636100 None Sole GENERAL DYNAMICS CORP COMMON 369550108 4825.65336 63031 63031 None Sole GENERAL MILLS INC COMMON 370334104 4802.4507 131394 131394 None Sole GENERAL MTRS CORP COM COMMON 37045V100 325.47367 10489 10489 None Sole GENESCO INC COMMON 371532102 495.5856 12328 12328 None Sole GENOMIC HEALTH INC COMMON 37244C101 30.3564 1234 1234 None Sole GENUINE PARTS CO COMMON 372460105 1.12644 21 21 None Sole GENWORTH FINANCIAL INC-CL A COMMON 37247D106 592.05156 43986 43986 None Sole GEORGIA GULF CORP COMMON 373200302 15343.789 414697 414697 None Sole GERBER SCIENTIFIC INC COMMON 373730100 2.33064 249 249 None Sole G-III APPAREL GROUP LTD COMMON 36237H101 4371.60763 116359 116359 None Sole GILEAD SCIENCES INC COMMON 375558103 19605.08634 461622 425853 35769 Sole GLAXOSMITHKLINE PLC-SPON ADR COMMON 37733W105 2730.5669 71090 71090 None Sole Global Geophysical Services Inc. COMMON 37946S107 0.59286 41 41 None Sole GLOBAL INDEMNITY PLC COMMON G3931910 0.48356 22 22 None Sole Global Power Equipment Group Inc. COMMON 37941P306 36.575 1330 1330 None Sole GLOBAL SHIP LEASE INC-CL A COMMON Y27183105 2813.19808 399602 399602 None Sole GLOBAL SOURCES LIMITED COMMON G39300101 2.53534 218 218 None Sole GOL LINHAS AEREAS INTEL-ADR COMMON 38045R107 93.17178 6786 6786 None Sole GOOGLE INC-CL A COMMON 38259P508 3027.09484 5159 5159 None Sole GP STRATEGIES CORP COMMON 36225V104 6.2016 456 456 None Sole GRAHAM CORP COMMON 384556106 1.53216 64 64 None Sole GRAHAM PACKAGING CO INC COMMON 384701108 334.77801 19207 19207 None Sole GRAPHIC PACKAGING HOLDING CO COMMON 388689101 1554.77578 286859 286859 None Sole GRAY TELEVISION INC COMMON 389375106 0.2691 130 130 None Sole GREAT LAKES DREDGE & DOCK CO COMMON 390607109 4.97476 652 652 None Sole GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 3692.07384 57144 57144 None Sole GREEN PLAINS RENEWABLE ENERG COMMON 393222104 1732.91138 144169 144169 None Sole GREENBRIER COMPANIES INC COMMON 393657101 6954.88794 245063 245063 None Sole GROUP 1 AUTOMOTIVE INC COMMON 398905109 1624.8592 37964 37964 None Sole GRUMA S.A.B.-SPONSORED ADR COMMON 400131306 408.8327 48962 48962 None Sole GRUPO TELEVISA SA-SPON ADR COMMON 40049J206 0.31889 13 13 None Sole GT SOLAR INTERNATIONAL INC COMMON 3623E0209 2559.42357 239871 239871 None Sole GULF IS FABRICATION INC COM COMMON 402307102 0.54689 17 17 None Sole H&R BLOCK INC COMMON 093671105 0.23436 14 14 None Sole HAIN CELESTIAL GROUP INC COMMON 405217100 760.93644 23573 23573 None Sole HALLIBURTON CO COMMON 406216101 1243.7572 24955 24955 None Sole HALOZYME THERAPEUTICS INC COM COMMON 40637H109 0.73755 110 110 None Sole HANDY & HARMAN LTD COMMON 410315105 12.06808 1004 1004 None Sole HANOVER INSURANCE GROUP INC/ COMMON 410867105 446.48175 9867 9867 None Sole HANSEN MEDICAL INC COM COMMON 411307101 0.49725 225 225 None Sole HANSEN NATURAL CORP COMMON 411310105 4.03541 67 67 None Sole HARBIN ELECTRIC INC COMMON 41145W109 1.92417 93 93 None Sole HARDINGE INC COMMON 412324303 2.0139 147 147 None Sole HARLEY-DAVIDSON INC COMMON 412822108 5.26876 124 124 None Sole HARTFORD FINANCIAL SVCS GRP COMMON 416515104 24.56016 912 912 None Sole HASBRO INC COMMON 418056107 144.54824 3086 3086 None Sole HASTINGS ENTERTAINMENT INC COMMON 418365102 1.48512 312 312 None Sole HAWAIIAN ELECTRIC INDS COMMON 419870100 44.7392 1804 1804 None Sole HAWAIIAN HOLDINGS INC COMMON 419879101 0.34257 57 57 None Sole HEADWATERS INC COMMON 42210P102 3.1919 541 541 None Sole HEALTH MGMT ASSOCIATES INC-A COMMON 421933102 411.4859 37751 37751 None Sole HEALTH NET INC COMMON 42222G108 1.1772 36 36 None Sole HEALTHSPRING INC COMMON 42224N101 3695.93037 98901 98901 None Sole Heidrick & Struggles International ICOMMON 422819102 1313.93779 47213 47213 None Sole HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 0.95343 61 61 None Sole HESS CORP COMMON 42809H107 9.11747 107 107 None Sole HEWLETT-PACKARD CO COMMON 428236103 7405.36847 180751 175609 5142 Sole HEXCEL CORP COMMON 428291108 387.20385 19665 19665 None Sole HHGREGG INC COMMON 42833L108 1.99511 149 149 None Sole HIBBETT SPORTS INC COMMON 428567101 47.66311 1331 1331 None Sole HILL-ROM HOLDINGS INC COMMON 431475102 421.35012 11094 11094 None Sole HITACHI LTD -ADR COMMON 433578507 3651.48012 70724 70724 None Sole HJ HEINZ CO COMMON 423074103 1175.19504 24072 24072 None Sole HOLLY CORP COMMON 435758305 2681.76412 44137 44137 None Sole HOME DEPOT INC COMMON 437076102 28973.72639 781805.893 781805.893 None Sole HONDA MOTOR CO LTD-SPONS ADR COMMON 438128308 45.72469 1219 1219 None Sole HONEYWELL INTERNATIONAL INC COMMON 438516106 288.87698 4838 4838 None Sole HORACE MANN EDUCATORS COMMON 440327104 1528.4472 90979 90979 None Sole HORMEL FOODS CORP COMMON 440452100 0.2784 10 10 None Sole HOVNANIAN ENTERPRISES-A COMMON 442487203 60.01 17000 17000 None Sole HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 0.0518 1 1 None Sole HSN INC COMMON 404303109 1094.97758 34186 34186 None Sole HUBBELL INC -CL B COMMON 443510201 1.63369 23 23 None Sole HUMANA INC COMMON 444859102 1179.67798 16867 16867 None Sole HUNTINGTON BANCSHARES INC COMMON 446150104 269.53088 40592 40592 None Sole HUNTSMAN CORP COMMON 447011107 1483.85226 85377 85377 None Sole IAC/INTERACTIVECORP COMMON 44919P508 7.4178 240 240 None Sole ICON PLC - SPONSORED ADR COMMON 45103T107 15.78229 731 731 None Sole ICU MEDICAL INC COMMON 44930G107 1.57608 36 36 None Sole IDT CORP-CLASS B COMMON 448947507 19299.40972 716119.099 716119.099 None Sole ILLINOIS TOOL WORKS COMMON 452308109 2608.05228 48549 48549 None Sole IMPAX LABORATORIES INC COMMON 45256B101 48.6604 1912 1912 None Sole INCYTE CORP COM COMMON 45337C102 1.3948 88 88 None Sole INFINERA CORP COMMON 45667G103 188.95119 22521 22521 None Sole INFINITY PROPERTY & CASUALTY COMMON 45665Q103 1803.61782 30318 30318 None Sole INFORMATICA CORP COMMON 45666Q102 2453.29533 47007 47007 None Sole INGERSOLL-RAND PLC COMMON G4779110 26.28064 544 544 None Sole INGLES MARKETS INC -CL A COMMON 457030104 2536.19506 128026 128026 None Sole INGRAM MICRO INC-CL A COMMON 457153104 1.11459 53 53 None Sole INNOPHOS HOLDINGS INC COMMON 45774N108 241.70862 5242 5242 None Sole INNOSPEC INC COMMON 45768S105 5872.55228 183862 183862 None Sole INSIGHT ENTERPRISES INC COMMON 45765U103 1912.74148 112316 112316 None Sole INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 6.50025 243 243 None Sole INTEGRAMED AMERICA INC COMMON 45810N302 0.83592 81 81 None Sole Integrated Device Technology Inc. COMMON 458118106 0.5015 68 68 None Sole INTEGRATED SILICON SOLUTION COMMON 45812P107 404.42229 43627 43627 None Sole INTEGRYS ENERGY GROUP INC COMMON 45822P105 273.96624 5424 5424 None Sole INTEL CORP COMMON 458140100 21340.72735 1057518.699 1057518.699 None Sole INTER PARFUMS INC COMMON 458334109 831.43218 44918 44918 None Sole INTERCONTINENTAL HOTELS-ADR COMMON 45857P301 1.05723 51 51 None Sole INTERCONTINENTALEXCHANGE INC COMMON 45865V100 15.93666 129 129 None Sole INTERDIGITAL INC COMMON 45867G101 4929.77888 103328 103328 None Sole INTERFACE INC-CLASS A COMMON 458665106 6892.97955 372795 372795 None Sole INTERNAP NETWORK SERVICES COMMON 45885A300 2.1024 320 320 None Sole INTERNATIONAL COAL GROUP INC COMMON 45928H106 2471.2083 218691 218691 None Sole INTERNATIONAL PAPER CO COMMON 460146103 440.14512 14584 14584 None Sole INTERNET CAPITAL GROUP INC COMMON 46059C205 0.8236 58 58 None Sole INTERNET GOLD-GOLDEN LINES COMMON M56595107 130.28675 4307 4307 None Sole INTERNET INITIATIVE-SPON ADR COMMON 46059T109 164.5371 22295 22295 None Sole INTERSECTIONS INC COMMON 460981301 9.7836 789 789 None Sole INTL ASSETS HOLDING CORP COMMON 46116V105 1162.91416 45748 45748 None Sole INTL BUSINESS MACHINES CORP COMMON 459200101 30844.11079 189146.445 185833.445 3313 Sole INTL SHIPHOLDING CORP COMMON 460321201 0.5478 22 22 None Sole INTUIT INC COMMON 461202103 2000.06949 37659 37659 None Sole ION GEOPHYSICAL CORP COMMON 462044108 6790.77432 535128 535128 None Sole IPG PHOTONICS CORP COM COMMON 44980X109 1.26896 22 22 None Sole IRSA -SP ADR COMMON 450047204 119.48706 8621 8621 None Sole iShares GSCI Commodity Indexed TrustCOMMON 46428R107 92.74005 2483 2483 None Sole ISLE OF CAPRI CASINOS COMMON 464592104 0.7505 79 79 None Sole ITAU UNIBANCO HLDNG-PREF ADR COMMON 465562106 27.9942 1164 1164 None Sole ITT EDUCATIONAL SERVICES INC COMMON 45068B109 0.5772 8 8 None Sole IXYS CORPORATION COMMON 46600W106 1822.35699 135693 135693 None Sole J.C. PENNEY CO INC COMMON 708160106 321.17904 8944 8944 None Sole JA SOLAR HOLDINGS CO LTD-ADR COMMON 466090107 1672.55796 238596 238596 None Sole JABIL CIRCUIT INC COMMON 466313103 37.16217 1819 1819 None Sole JAKKS PACIFIC INC COMMON 47012E106 11.4939 594 594 None Sole JAMBA INC COMMON 47023A101 1.4498 659 659 None Sole JAMES RIVER COAL CO COMMON 470355207 932.55111 38583 38583 None Sole JDS UNIPHASE CORP COMMON 46612J507 1696.18844 81391 81391 None Sole JETBLUE AIRWAYS CORP COMMON 477143101 1058.6895 168850 168850 None Sole JM SMUCKER CO/THE COMMON 832696405 0.64251 9 9 None Sole JOHNSON & JOHNSON COMMON 478160104 12126.87525 204673 204673 None Sole JOHNSON CONTROLS INC COMMON 478366107 80.6458 1940 1940 None Sole JOHNSON OUTDOORS INC-A COMMON 479167108 2.56711 169 169 None Sole JONES LANG LASALLE INC COMMON 48020Q107 357.46816 3584 3584 None Sole JOS A BANK CLOTHIERS INC COMMON 480838101 42.53568 836 836 None Sole JOURNAL COMMUNICATIONS INC-A COMMON 481130102 378.534 63089 63089 None Sole JOY GLOBAL INC COMMON 481165108 3638.08539 36819 36819 None Sole JPMORGAN CHASE & CO COMMON 46625H100 0.0058086 0.126 0.126 None Sole JUNIPER NETWORKS INC COMMON 48203R104 331.21168 7871 7871 None Sole KADANT INC COMMON 48282T104 819.27558 31282 31282 None Sole KAISER ALUMINUM CORP COMMON 483007704 0.4925 10 10 None Sole KANSAS CITY SOUTHERN COMMON 485170302 488.25315 8967 8967 None Sole KAPSTONE PAPER AND PACKAGING COMMON 48562P103 2696.18793 157029 157029 None Sole KBR INC COMMON 48242W106 7.96947 211 211 None Sole KELLOGG CO COMMON 487836108 10660.5102 197490 197490 None Sole KELLY SERVICES INC -A COMMON 488152208 4573.71083 210673 210673 None Sole KEMET CORP COMMON 488360207 4529.49724 305428 305428 None Sole KENNAMETAL INC COMMON 489170100 616.785 15815 15815 None Sole KENSEY NASH CORP COMMON 490057106 3.51231 141 141 None Sole Key Technology Inc. COMMON 493143101 1.55617 77 77 None Sole KEY TRONIC CORP COMMON 493144109 0.43587 87 87 None Sole KID BRANDS INC COMMON 49375T100 104.68605 14243 14243 None Sole KIMBERLY-CLARK CORP COMMON 494368103 15864.19985 243055 243055 None Sole KINDRED HEALTHCARE INC COMMON 494580103 631.48272 26444 26444 None Sole KINGOLD JEWELRY INC COMMON 49579A204 12.2647 5006 5006 None Sole KIRKLAND'S INC COMMON 497498105 345.2384 22360 22360 None Sole KIT digital Inc. COMMON 482470200 0.98728 82 82 None Sole KLA-TENCOR CORPORATION COMMON 482480100 5413.827539 114408.866 114408.866 None Sole KNOLL INC COMMON 498904200 724.12608 34548 34548 None Sole KNOLOGY INC COMMON 499183804 810.92874 62814 62814 None Sole Konami Corp. ADS COMMON 50046R101 19.80758 1073 1073 None Sole KOPPERS HOLDINGS INC COMMON 50060P106 43.8529 1027 1027 None Sole KRAFT FOODS INC-CLASS A COMMON 50075N104 505.86816 16131 16131 None Sole KRISPY KREME DOUGHNUTS INC COMMON 501014104 6748.20608 958552 958552 None Sole KROGER CO COMMON 501044101 2083.25667 86911 86911 None Sole KRONOS WORLDWIDE INC COMMON 50105F105 945.6041 16178 16178 None Sole KT CORP-SP ADR COMMON 48268K101 3626.81865 185705 185705 None Sole KULICKE & SOFFA INDUSTRIES COMMON 501242101 2713.557 290220 290220 None Sole KYOCERA CORP -SPONS ADR COMMON 501556203 131.1856 1300 1300 None Sole LACROSSE FOOTWEAR INC COMMON 505688101 3.04278 166 166 None Sole LAM RESEARCH CORP COMMON 512807108 552.26502 9747 9747 None Sole LAN AIRLINES SA-SPON ADR COMMON 501723100 14.66307 573 573 None Sole LAS VEGAS SANDS CORP COMMON 517834107 15442.51386 365763 365763 None Sole LATTICE SEMICONDUCTOR CORP COMMON 518415104 1543.9415 261685 261685 None Sole Lawson Products Inc. COMMON 520776105 2.67264 116 116 None Sole LA-Z-BOY INC COMMON 505336107 447.3793 46846 46846 None Sole LDK SOLAR CO LTD -ADR COMMON 50183L107 729.6264 59610 59610 None Sole LEAPFROG ENTERPRISES INC COMMON 52186N106 458.81424 106207 106207 None Sole LEAR CORP COMMON 521865204 2.15028 44 44 None Sole LECROY CORP COMMON 52324W109 1048.67595 78435 78435 None Sole LEGGETT & PLATT INC COMMON 524660107 2.0335 83 83 None Sole LEXMARK INTERNATIONAL INC-A COMMON 529771107 437.33128 11807 11807 None Sole LG DISPLAY CO LTD-ADR COMMON 50186V102 169.14469 10753 10753 None Sole LIBBEY INC COMMON 529898108 2864.862 173628 173628 None Sole LIBERTY GLOBAL INC-A COMMON 530555101 21460.44263 518243 472826 45417 Sole LIBERTY MEDIA CORP-CAP SER A COMMON 53071M302 1.91542 26 26 None Sole LIBERTY MEDIA CORP-INTER A COMMON 53071M104 32.54516 2029 2029 None Sole LIFEPOINT HOSPITALS INC COMMON 53219L109 175.7032725 4371 4371 None Sole LIFETIME BRANDS INC COMMON 53222Q103 3.33 222 222 None Sole LIMITED BRANDS INC COMMON 532716107 2375.18544 72238 72238 None Sole LINCARE HOLDINGS INC COMMON 532791100 0.50422 17 17 None Sole LINCOLN EDUCATIONAL SERVICES COMMON 533535100 0.58793 37 37 None Sole LINDSAY CORP COMMON 535555106 1700.1153 21515 21515 None Sole LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 1577.70396 459972 459972 None Sole LIONS GATE ENTERTAINMENT COR COMMON 535919203 0.86875 139 139 None Sole LITHIA MOTORS INC-CL A COMMON 536797103 1025.16354 70313 70313 None Sole LITTELFUSE INC COMMON 537008104 350.8224 6144 6144 None Sole LIZ CLAIBORNE INC COMMON 539320101 11.52382 2138 2138 None Sole LMI AEROSPACE INC COMMON 502079106 2.76877 137 137 None Sole LOCKHEED MARTIN CORP COMMON 539830109 47415.00893 589738.917 548970.917 40768 Sole LODGENET INTERACTIVE CORP COMMON 540211109 0.47684 131 131 None Sole LOEWS CORP COMMON 540424108 6330.39499 146911 146911 None Sole LOGITECH INTERNATIONAL-REG COMMON H50430232 76.83494 4238 4238 None Sole LOJACK CORPORATION COMMON 539451104 0.50183 107 107 None Sole LONGWEI PETROLEUM INVESTMENT COMMON 543354104 289.2498 158060 158060 None Sole LORAL SPACE & COMMUNICATIONS COMMON 543881106 914.7798 11796 11796 None Sole LORILLARD INC COMMON 544147101 323.50905 3405 3405 None Sole LOUISIANA-PACIFIC CORP COMMON 546347105 102.69 9780 9780 None Sole LOWE'S COS INC COMMON 548661107 20582.3625 778750 743378 35372 Sole LSB INDS INC COMMON 502160104 964.75832 24338 24338 None Sole LULULEMON ATHLETICA INC COMMON 550021109 5922.80455 66511 66511 None Sole LUMBER LIQUIDATORS HOLDINGS COMMON 55003T107 8.09676 324 324 None Sole LYDALL INC COMMON 550819106 0.84455 95 95 None Sole LyondellBasell Industries N.V. Cl A COMMON N5374510 4.62735 117 117 None Sole M & F WORLDWIDE CORP COMMON 552541104 281.24352 11196 11196 None Sole M & T BANK CORP COMMON 55261F104 174.81672 1976 1976 None Sole MAC-GRAY CORP COMMON 554153106 9.01667 559 559 None Sole MACY'S INC COMMON 55616P104 211.76554 8729 8729 None Sole MAGELLAN HEALTH SERVICES INC COMMON 559079207 1297.33164 26433 26433 None Sole MAGIC SOFTWARE ENTERPRISES COMMON 559166103 7.8369 1038 1038 None Sole MAGNA INTERNATIONAL INC COMMON 559222401 7816.558421 163150.875 163150.875 None Sole MAIDEN HOLDINGS LTD COMMON G5753U112 536.85324 71676 71676 None Sole MAIDENFORM BRANDS INC COMMON 560305104 1277.6504 44720 44720 None Sole MainSource Financial Group Inc. COMMON 56062Y102 533.42289 53289 53289 None Sole MAKITA CORP ADR NEW COMMON 560877300 12.56384 268 268 None Sole MANHATTAN ASSOCIATES INC COMMON 562750109 4.45264 136 136 None Sole MANITOWOC COMPANY INC COMMON 563571108 2915.33496 133242 133242 None Sole MANPOWER INC COMMON 56418H100 2317.88256 36862 36862 None Sole MANULIFE FINANCIAL CORP COMMON 56501R106 54.55596 3084 3084 None Sole MARATHON OIL CORP COMMON 565849106 7805.49027 146417 146417 None Sole MARRIOTT INTERNATIONAL-CL A COMMON 571903202 182.84562 5139 5139 None Sole MARSH & MCLENNAN COS COMMON 571748102 129.28597 4337 4337 None Sole MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 5.17815 333 333 None Sole MASTEC INC COMMON 576323109 3472.7472 166959 166959 None Sole MATERIAL SCIENCES CORP COMMON 576674105 6.64762 922 922 None Sole MATERION CORP COMMON 576690101 3211.6128 78716 78716 None Sole MAXWELL TECHNOLOGIES INC COM COMMON 577767106 0.8645 50 50 None Sole MBIA INC COMMON 55262C100 132.45772 13193 13193 None Sole MCCLATCHY CO-CLASS A COMMON 579489105 183.4266 53949 53949 None Sole MCDERMOTT INTL INC COMMON 580037109 2.25971 89 89 None Sole MCDONALD'S CORP COMMON 580135101 22090.60098 290322 290322 None Sole MCGRAW-HILL COMPANIES INC COMMON 580645109 1.3396 34 34 None Sole MCKESSON CORP COMMON 58155Q103 11575.76999 146436.053 146436.053 None Sole MDC PARTNERS INC-A COMMON 552697104 366.70959 21867 21867 None Sole MEADOWBROOK INSURANCE GROUP COMMON 58319P108 1799.7408 173888 173888 None Sole MEADWESTVACO CORP COMMON 583334107 4.97412 164 164 None Sole MEASUREMENT SPECIALTIES INC COMMON 583421102 1654.18848 48624 48624 None Sole MECHEL-SPONSORED ADR COMMON 583840103 133.81334 4346 4346 None Sole MEDCATH CORPORATION COMMON 58404W109 1535.99265 110107 110107 None Sole MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 21580.77168 384273 347755 36518 Sole MEDICINES COMPANY COMMON 584688105 5214.9177 320130 320130 None Sole MEDTRONIC INC COMMON 585055106 7171.8523 182258 182258 None Sole MELCO CROWN ENTERTAINME-ADR COMMON 585464100 937.9084 123409 123409 None Sole MENTOR GRAPHICS CORP COMMON 587200106 857.30337 58599 58599 None Sole MERCER INTERNATIONAL INC COMMON 588056101 14526.142 1072040 1072040 None Sole MERCURY GENERAL CORP COMMON 589400100 558.34597 14269 14269 None Sole MERITOR INC COMMON 59001K100 6073.41027 357891 357891 None Sole METRO HEALTH NETWORKS INC COMMON 592142103 4.18132 884 884 None Sole METROPCS COMMUNICATIONS INC COMMON 591708102 4907.4032 302180 302180 None Sole METTLER-TOLEDO INTERNATIONAL COMMON 592688105 2.236 13 13 None Sole MGIC INVESTMENT CORP COMMON 552848103 1.30683 147 147 None Sole MGP INGREDIENTS INC COMMON 55302G103 2.99968 344 344 None Sole MI DEVELOPMENTS INC-CL A COMMON 55304X104 0.7245 25 25 None Sole MICREL INC COMMON 594793101 1.33452 99 99 None Sole Micromet Inc. COMMON 59509C105 0.28025 50 50 None Sole MICRON TECHNOLOGY INC COMMON 595112103 1493.0499 130170 130170 None Sole MICROSOFT CORP COMMON 594918104 20893.15346 822889.069 822889.069 None Sole MICROSTRATEGY INC-CL A COMMON 594972408 1.47928 11 11 None Sole MILLICOM INTL CELLULAR S.A. COMMON L6388F11 7.98211 83 83 None Sole MINERALS TECHNOLOGIES INC COMMON 603158106 7.40016 108 108 None Sole MITCHAM INDUSTRIES INC COMMON 606501104 5.69205 417 417 None Sole MIZUHO FINANCIAL GROUP-ADR COMMON 60687Y109 1574.925 474375 474375 None Sole MKS INSTRUMENTS INC COMMON 55306N104 1.6317 49 49 None Sole MOBILE TELESYSTEMS-SP ADR COMMON 607409109 7061.628708 332624.998 332624.998 None Sole MODINE MANUFACTURING CO COMMON 607828100 821.23548 50882 50882 None Sole MODUSLINK GLOBAL SOLUTIONS I COMMON 60786L107 75.549915 13818 13818 None Sole MOLINA HEALTHCARE INC COMMON 60855R100 1142.64 28566 28566 None Sole MONRO MUFFLER BRAKE INC COMMON 610236101 1.61602 49 49 None Sole MONSANTO CO COMMON 61166W101 166.70382 2307 2307 None Sole Monster Worldwide Inc. COMMON 611742107 1135.8324 71436 71436 None Sole MONTPELIER RE HOLDINGS LTD COMMON G62185106 1.30758 74 74 None Sole MORTON'S RESTAURANT GROUP COMMON 619430101 9.27206 1286 1286 None Sole MOSAIC CO/THE COMMON 61945A107 2018.838623 25636.046 25636.046 None Sole MOTORCAR PARTS OF AMERICA IN COMMON 620071100 10.44306 747 747 None Sole Motorola Solutions Inc. COMMON 620076307 2.41326 54 54 None Sole MOVADO GROUP INC COM COMMON 624580106 14.65064 998 998 None Sole MPG OFFICE TR INC COM COMMON 553274101 1.5582 420 420 None Sole MTS Systems Corp. COMMON 553777103 0.7288 16 16 None Sole Multiband Corp. COMMON 62544X209 2.2834 490 490 None Sole MULTI-COLOR CORP COMMON 625383104 1029.05278 50918 50918 None Sole MULTIMEDIA GAMES INC COMMON 625453105 0.47559 83 83 None Sole MURPHY OIL CORP COMMON 626717102 2.78996 38 38 None Sole MWI VETERINARY SUPPLY INC COMMON 55402X105 913.86236 11327 11327 None Sole NABI BIOPHARMACEUTICALS COMMON 629519109 10.69621 1841 1841 None Sole NACCO INDUSTRIES-CL A COMMON 629579103 3317.33325 29975 29975 None Sole NAM TAI ELECTRONICS INC COMMON 629865205 385.3746 59748 59748 None Sole NANOMETRICS INC COMMON 630077105 1.79091 99 99 None Sole NASDAQ OMX GROUP/THE COMMON 631103108 0.67184 26 26 None Sole NASH FINCH CO COMMON 631158102 637.16436 16794 16794 None Sole NATIONAL FINANCIAL PARTNERS COMMON 63607P208 1325.83325 89887 89887 None Sole NATIONAL OILWELL VARCO INC COMMON 637071101 3509.12436 44268 44268 None Sole NATIONAL TECHNICAL SYSTEM IN COMMON 638104109 1.7303 242 242 None Sole NATUZZI SPA-SP ADR COMMON 63905A101 103.01676 22298 22298 None Sole NAVIGATORS GROUP INC COMMON 638904102 1.236 24 24 None Sole NEENAH PAPER INC COMMON 640079109 582.79819 26527 26527 None Sole NELNET INC-CL A COMMON 64031N108 1040.48329 47663 47663 None Sole NETAPP INC COMMON 64110D104 4498.998695 93442 93442 None Sole NETFLIX INC COMMON 64110L106 17788.3218 74810 74810 None Sole NETGEAR INC COMMON 64111Q104 389.4422 12005 12005 None Sole NEW JERSEY RESOURCES CORP COMMON 646025106 2399.14405 55859 55859 None Sole NEW YORK COMMUNITY BANCORP COMMON 649445103 153.57948 8898 8898 None Sole NEWFIELD EXPLORATION CO COMMON 651290108 67.34486 886 886 None Sole NEWMARKET CORP COMMON 651587107 10.75896 68 68 None Sole NEWMONT MINING CORP COMMON 651639106 4233.93434 77573 77573 None Sole NEWPARK RESOURCES INC COMMON 651718504 2567.2725 326625 326625 None Sole NEWPORT CORP COMMON 651824104 3111.68848 174422 174422 None Sole NEWS CORP-CL A COMMON 65248E104 12.81582 729 729 None Sole NEXSTAR BROADCASTING GROUP-A COMMON 65336K103 2.98248 344 344 None Sole NII HOLDINGS INC COMMON 62913F201 43.12845 1035 1035 None Sole NIKE INC -CL B COMMON 654106103 80.999 1070 1070 None Sole NIPPON TELEGRAPH & TELE-ADR COMMON 654624105 253.28238 11262 11262 None Sole NN INC COMMON 629337106 8828.01612 483462 483462 None Sole NOKIA CORP-SPON ADR COMMON 654902204 4456.90826 523726 523726 None Sole Noranda Aluminium Holding Corp COMMON 65542W107 6.5805 410 410 None Sole NORDION INC COMMON 65563C105 3.45144 292 292 None Sole Nordson Corp COMMON 655663102 483.59718 8406 8406 None Sole NORDSTROM INC COMMON 655664100 1.03224 23 23 None Sole NORFOLK SOUTHERN CORP COMMON 655844108 3405.3132 49160 49160 None Sole NORTEL INVERSORA-ADR PFD B COMMON 656567401 554.95808 19216 19216 None Sole NORTH AMERICAN ENERGY PARTNE COMMON 656844107 21.0843 1710 1710 None Sole NORTHROP GRUMMAN CORP COMMON 666807102 29766.74383 474673 425125 49548 Sole NOVA MEASURING INSTRUMENTS COMMON M7516K10 2.2010625 225 225 None Sole NOVARTIS AG-ADR COMMON 66987V109 5.7611 106 106 None Sole NOVELLUS SYSTEMS INC COMMON 670008101 302.38672 8144 8144 None Sole NOVO-NORDISK A/S-SPONS ADR COMMON 670100205 146.5191 1170 1170 None Sole NTT DOCOMO INC-SPON ADR COMMON 62942M201 3856.50196 219244 219244 None Sole NU SKIN ENTERPRISES INC - A COMMON 67018T105 5.8075 202 202 None Sole NVIDIA CORP COMMON 67066G104 918.71728 49768 49768 None Sole O2MICRO INTERNATIONAL-ADR COMMON 67107W100 93.746 12335 12335 None Sole Obagi Medical Products Inc. COMMON 67423R108 0.5056 40 40 None Sole OCCIDENTAL PETROLEUM CORP COMMON 674599105 3290.07663 31487 31487 None Sole OCLARO INC COMMON 67555N206 1861.2405 161847 161847 None Sole OFFICEMAX INC COMMON 67622P101 1362.0089 105255.711 105255.711 None Sole OIL-DRI CORP OF AMERICA COMMON 677864100 4.0896 192 192 None Sole OLD DOMINION FREIGHT LINE COMMON 679580100 132.60511 3779 3779 None Sole OLD REPUBLIC INTL CORP COMMON 680223104 492.4989 38810 38810 None Sole OMEGA PROTEIN CORP COMMON 68210P107 628.634 46600 46600 None Sole OMNICOM GROUP COMMON 681919106 6605.14404 134634 128909 5725 Sole OMNIVISION TECHNOLOGIES INC COMMON 682128103 3573.74952 100584 100584 None Sole OMNOVA SOLUTIONS INC COMMON 682129101 587.5742 74660 74660 None Sole ON ASSIGNMENT INC COMMON 682159108 1916.61492 202602 202602 None Sole ONEBEACON INSURANCE GROUP-A COMMON G67742109 1327.18476 98092 98092 None Sole ONEOK INC COMMON 682680103 6.48736 97 97 None Sole OPPENHEIMER HOLDINGS-CL A COMMON 683797104 4950.7674 147740 147740 None Sole ORACLE CORP COMMON 68389X105 5343.661037 159834.324 159834.324 None Sole ORBOTECH LTD COMMON M7525310 10.58475 825 825 None Sole O'REILLY AUTOMOTIVE INC COMMON 67103H107 182.37804 3174 3174 None Sole Orix Corp. ADS COMMON 686330101 337.53936 7248 7248 None Sole ORTHOFIX INTERNATIONAL NV COMMON N6748L102 72.51564 2234 2234 None Sole OSHKOSH CORP COMMON 688239201 7.74822 219 219 None Sole OSI SYSTEMS INC COMMON 671044105 2136.65796 56932 56932 None Sole OVERHILL FARMS INC COMMON 690212105 0.43776 72 72 None Sole OVERSTOCK.COM INC COMMON 690370101 351.8136 22380 22380 None Sole OWENS & MINOR INC COMMON 690732102 8927.585059 274864.072 274864.072 None Sole OWENS CORNING COMMON 690742101 704.50425 19575 19575 None Sole OXFORD INDUSTRIES INC COMMON 691497309 576.20407 16853 16853 None Sole PACCAR INC COMMON 693718108 0.15708 3 3 None Sole PACER INTERNATIONAL INC COMMON 69373H106 1007.55375 191915 191915 None Sole PAMPA ENERGIA SA-SPON ADR COMMON 697660207 464.69098 32794 32794 None Sole PAN AMERICAN SILVER CORP COMMON 697900108 2342.23466 63082 63082 None Sole PANASONIC CORP-SPON ADR COMMON 69832A205 18.43176 1464 1464 None Sole PANTRY INC COMMON 698657103 1115.00838 75186 75186 None Sole PAR PHARMACEUTICAL COS INC COMMON 69888P106 752.66436 24217 24217 None Sole PAREXEL INTERNATIONAL CORP COMMON 699462107 27.5145 1105 1105 None Sole PARKER HANNIFIN CORP COMMON 701094104 4.44996 47 47 None Sole PARK-OHIO HOLDINGS CORP COMMON 700666100 11.21838 543 543 None Sole PATNI COMPUTER SYSTEMS-ADR COMMON 703248203 0.68805 33 33 None Sole PC MALL INC COMMON 69323K100 2.29177 221 221 None Sole PEABODY ENERGY CORP COMMON 704549104 1869.73668 25983 25983 None Sole PEARSON PLC-SPONSORED ADR COMMON 705015105 486.9368 27356 27356 None Sole PENN WEST ENERGY TRUST COMMON 707887105 7.202 260 260 None Sole PENSKE AUTOMOTIVE GROUP INC COMMON 70959W103 805.82502 40251 40251 None Sole PEP BOYS-MANNY MOE & JACK COMMON 713278109 100.42171 7901 7901 None Sole PEPSICO INC COMMON 713448108 9350.916848 145178.029 145178.029 None Sole PERRIGO CO COMMON 714290103 21.62944 272 272 None Sole PERRY ELLIS INTERNATIONAL COMMON 288853104 2703.04192 98221 98221 None Sole PETROBRAS ARGENTINA - ADR COMMON 71646J109 184.20851 8339 8339 None Sole PETROCHINA CO LTD -ADR COMMON 71646E100 3126.3015 20534 20534 None Sole PETROHAWK ENERGY CORP COMMON 716495106 1049.52672 42768 42768 None Sole PETROLEUM DEVELOPMENT CORP COMMON 716578109 3.88881 81 81 None Sole PETSMART INC COMMON 716768106 1.0647 26 26 None Sole PFIZER INC COMMON 717081103 15731.83159 774585.504 774585.504 None Sole PHARMERICA CORP COMMON 71714F104 107.91352 9433 9433 None Sole PHH CORP COMMON 693320202 456.32097 20961 20961 None Sole PHILIP MORRIS INTERNATIONAL COMMON 718172109 35498.6823 540891.091 483680.091 57211 Sole PHILIPS ELECTRONICS-NY SHR COMMON 500472303 305.10028 9484 9484 None Sole PHOTRONICS INC COMMON 719405102 2086.93329 232657 232657 None Sole PIEDMONT NATURAL GAS CO COMMON 720186105 0.57665 19 19 None Sole PIER 1 IMPORTS INC COMMON 720279108 7092.11965 698731 698731 None Sole PINNACLE AIRLINES CORP COMMON 723443107 1.88025 327 327 None Sole PINNACLE ENTERTAINMENT INC COMMON 723456109 600.90078 44119 44119 None Sole PIONEER NATURAL RESOURCES CO COMMON 723787107 2051.6496 20130 20130 None Sole PITNEY BOWES INC COMMON 724479100 381.00839 14831 14831 None Sole PLANTRONICS INC COMMON 727493108 0.7324 20 20 None Sole PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 377.4719 9910 9910 None Sole PNC FINANCIAL SERVICES GROUP COMMON 693475105 8.25169 131 131 None Sole PNM RESOURCES INC COMMON 69349H107 1217.361189 81592.573 81592.573 None Sole POLARIS INDUSTRIES INC COMMON 731068102 1500.74692 17246 17246 None Sole POLYONE CORPORATION COMMON 73179P106 6588.59439 463659 463659 None Sole POPULAR INC COMMON 733174106 287.9558 98615 98615 None Sole PORTLAND GENERAL ELECTRIC CO COMMON 736508847 12.47925 525 525 None Sole PORTUGAL TELECOM SGPS-SP ADR COMMON 737273102 14502.90006 1247024.941 1166455.941 80569 Sole POTASH CORP OF SASKATCHEWAN COMMON 73755L107 2462.74363 41791 41791 None Sole POWER-ONE INC COMMON 73930R102 7396.24375 845285 845285 None Sole POWERWAVE TECHNOLOGIES INC COMMON 739363109 12462.14024 2763224 2763224 None Sole PPG INDUSTRIES INC COMMON 693506107 2.28504 24 24 None Sole PRECISION CASTPARTS CORP COMMON 740189105 1.32462 9 9 None Sole PRESIDENTIAL LIFE CORP COMMON 740884101 0.60039 63 63 None Sole PRICELINE.COM INC COMMON 741503403 13628.80684 26911 26911 None Sole PRICESMART INC COMMON 741511109 3068.70992 83753 83753 None Sole PRIMEDIA INC COMMON 74157K846 3.97392 816 816 None Sole PRIMORIS SERVICES CORP COMMON 74164F103 0.46644 46 46 None Sole PRINCIPAL FINANCIAL GROUP COMMON 74251V102 4.39907 137 137 None Sole PROCTER & GAMBLE CO/THE COMMON 742718109 26938.34922 437310.864 435934.864 1376 Sole PROGRESSIVE CORP COMMON 743315103 50.79652 2404 2404 None Sole PROTECTIVE LIFE CORP COMMON 743674103 1782.54045 67139 67139 None Sole PROVIDENCE SERVICE CORP COMMON 743815102 665.75614 44443 44443 None Sole Provident Energy Ltd. COMMON 74386V100 3205.00053 345739 345739 None Sole PROVIDENT FINANCIAL SERVICES COMMON 74386T105 174.8916 11817 11817 None Sole PRUDENTIAL FINANCIAL INC COMMON 744320102 3.81796 62 62 None Sole PRUDENTIAL PLC-ADR COMMON 74435K204 853.88576 37583 37583 None Sole PUDA COAL INC COMMON 744674300 2869.15825 234217 234217 None Sole QIAO XING MOBILE COMMUNICATI COMMON G73031109 13.1289 3210 3210 None Sole QIAO XING UNIVERSAL TELE INC COMMON G7303A109 1.15648 556 556 None Sole QLOGIC CORP COMMON 747277101 0.05565 3 3 None Sole QUAKER CHEMICAL CORP COMMON 747316107 3399.78795 84635 84635 None Sole QUALCOMM INC COMMON 747525103 4100.46155 74785 74785 None Sole QUALITY DISTRIBUTION INC COMMON 74756M102 7.7025 650 650 None Sole QUANEX BUILDING PRODUCTS COMMON 747619104 1.86485 95 95 None Sole QUANTUM CORP COMMON 747906204 1031.41584 409292 409292 None Sole QUEST DIAGNOSTICS COMMON 74834L100 0.51948 9 9 None Sole QUEST SOFTWARE INC COMMON 74834T103 0.8636 34 34 None Sole QUESTAR CORP COMMON 748356102 0.64565 37 37 None Sole QUESTCOR PHARMACEUTICALS COMMON 74835Y101 4.15008 288 288 None Sole QUIKSILVER INC COMMON 74838C106 1114.26874 252097 252097 None Sole QuinStreet Inc. COMMON 74874Q100 0.77282 34 34 None Sole RACKABLE SYS INC COMMON 82706L108 649.704 30360 30360 None Sole RADIAN GROUP INC COMMON 750236101 9.28203 1363 1363 None Sole RADNET INC COMMON 750491102 6.8915 1969 1969 None Sole Range Resources Corp COMMON 75281A109 1280.09862 21897 21897 None Sole RAYTHEON COMPANY COMMON 755111507 37013.16817 727603.07 695911.07 31692 Sole RED HAT INC COMMON 756577102 3359.81319 74021 74021 None Sole REGAL ENTERTAINMENT GROUP-A COMMON 758766109 0.1485 11 11 None Sole REGIONS FINANCIAL CORP COMMON 7591EP100 33.11286 4561 4561 None Sole RENAISSANCERE HOLDINGS LTD COMMON G7496G103 2.82859 41 41 None Sole RENESOLA LTD-ADR COMMON 75971T103 2843.8158 269556 269556 None Sole RENT-A-CENTER INC COMMON 76009N100 16.89644 484 484 None Sole REPSOL YPF SA -SPONSORED ADR COMMON 76026T205 9436.85405 273929 237147 36782 Sole REPUBLIC SERVICES INC COMMON 760759100 587.7326 19565 19565 None Sole RESEARCH IN MOTION COMMON 760975102 3924.21524 69406 59407 9999 Sole Resources Connection Inc. COMMON 76122Q105 3655.84877 188543 188543 None Sole REYNOLDS AMERICAN INC COMMON 761713106 22008.91638 619446 593909 25537 Sole RF MICRO DEVICES INC COMMON 749941100 181.26198 28278 28278 None Sole RICHARDSON ELEC LTD COMMON 763165107 6.04962 459 459 None Sole RITE AID CORP COMMON 767754104 2.0246 1910 1910 None Sole ROCKWELL AUTOMATION INC COMMON 773903109 1625.3298 17172 17172 None Sole ROCKWOOD HOLDINGS INC COMMON 774415103 1695.03836 34438 34438 None Sole ROCKY BRANDS INC COMMON 774515100 8.83184 578 578 None Sole ROFIN SINAR TECHNOLOGIES INCCOM COMMON 775043102 594.87 15060 15060 None Sole ROGERS COMMUNICATIONS INC-B COMMON 775109200 26592.748 730570 643094 87476 Sole ROPER INDUSTRIES INC COMMON 776696106 7.60848 88 88 None Sole ROVI CORP COMMON 779376102 4.34565 81 81 None Sole ROYAL BANK OF CANADA COMMON 780087102 980.86116 15828 15828 None Sole ROYAL BANK OF SCOT-SPON ADR COMMON 780097689 13.19318 1001 1001 None Sole ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 3648.25046 88421 88421 None Sole ROYAL DUTCH SHELL PLC-ADR COMMON 780259206 10966.66133 150516.9 150516.9 None Sole RPC INC COMMON 749660106 13734.60392 542440.913 542440.913 None Sole RPM INTERNATIONAL INC COMMON 749685103 0.56952 24 24 None Sole RR DONNELLEY & SONS CO COMMON 257867101 4.76784 252 252 None Sole RUBY TUESDAY INC COMMON 781182100 1477.37901 112691 112691 None Sole RURAL/METRO CORP COMMON 781748108 422.592 24800 24800 None Sole RUSH ENTERPRISES INC-CL A COMMON 781846209 1174.1796 59302 59302 None Sole RUTH'S HOSPITALITY GROUP INC COMMON 783332109 5.64504 1094 1094 None Sole RYDER SYSTEM INC COMMON 783549108 2.7324 54 54 None Sole SAFEWAY INC COMMON 786514208 27107.93426 1151569 1038014 113555 Sole SAKS INC COMMON 79377W108 2650.62291 234361 234361 None Sole SALLY BEAUTY HOLDINGS INC COMMON 79546E104 2668.40064 190464 190464 None Sole SANDERSON FARMS INC COMMON 800013104 0.32144 7 7 None Sole SANDISK CORP COMMON 80004C101 2140.78832 46448 46448 None Sole SANMINA-SCI CORP COMMON 800907206 1807.04079 161199 161199 None Sole SAPIENT CORPORATION COMMON 803062108 410.60845 35861 35861 None Sole SARA LEE CORP COMMON 803111103 28184.86923 1595069 1422996 172073 Sole SASOL LTD-SPONSORED ADR COMMON 803866300 3833.7402 66156 66156 None Sole SCHAWK INC COMMON 806373106 719.39664 37006 37006 None Sole SCHLUMBERGER LTD COMMON 806857108 1991.28752 21352 21352 None Sole SCHOLASTIC CORP COMMON 807066105 0.86528 32 32 None Sole SCHULMAN (A.) INC COMMON 808194104 588.38544 23802 23802 None Sole SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 7.0854 140 140 None Sole SEABOARD CORP COMMON 811543107 72.39 30 30 None Sole SEACHANGE INTERNATIONAL INC COMMON 811699107 247.5035 26053 26053 None Sole SEACOR HOLDINGS INC COMMON 811904101 155.14788 1678 1678 None Sole SEARS HOLDINGS CORP COMMON 812350106 0.4959 6 6 None Sole SELECT COMFORT CORPORATION COMMON 81616X103 2891.19204 239734 239734 None Sole SELECTIVE INSURANCE GROUP COMMON 816300107 1260.4607 72859 72859 None Sole SENECA FOODS CORP - CL A COMMON 817070501 174.35119 5837 5837 None Sole SFN GROUP INC COMMON 784153108 1675.92096 118944 118944 None Sole SHANDA GAMES LTD-SPONS ADR COMMON 81941U105 0.49608 78 78 None Sole SHERWIN-WILLIAMS CO/THE COMMON 824348106 2.01576 24 24 None Sole SHILOH INDUSTRIES INC COMMON 824543102 3.64416 312 312 None Sole SHOE CARNIVAL INC COMMON 824889109 5.75025 205 205 None Sole SIEMENS AG-SPONS ADR COMMON 826197501 1180.57464 8596 8596 None Sole SIGNET JEWELERS LTD COMMON G81276100 984.96606 21403 21403 None Sole SILICON IMAGE INC COMMON 82705T102 10920.05376 1218756 1218756 None Sole Silicon Motion Technology Corp. ADS COMMON 82706C108 236.55008 29276 29276 None Sole SINCLAIR BROADCAST GROUP-A COMMON 829226109 14181.28536 1130884 1130884 None Sole SINO CLEAN ENERGY INC COMMON 82936G200 3.2034 562 562 None Sole SINOPEC SHANGHAI PETROCHEMICAL CO LTCOMMON 82935M109 2.23814 47 47 None Sole SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 4.392 61 61 None Sole SK TELECOM CO LTD-ADR COMMON 78440P108 3023.65107 160747 160747 None Sole SKECHERS USA INC-CL A COMMON 830566105 462.12946 22499 22499 None Sole SKILLED HEALTHCARE GROU-CL A COMMON 83066R107 576.49218 40062 40062 None Sole SKYWEST INC COMMON 830879102 184.07268 10879 10879 None Sole SLM CORP COMMON 78442P106 45.1656 2952 2952 None Sole SMART MODULAR TECHNOLOGIES COMMON G82245104 85.07288 10963 10963 None Sole SOHU.COM INC COMMON 83408W103 2658.72808 29753 29753 None Sole SOLARFUN POWER HOLD-SPON ADR COMMON 41135V103 645.06558 85101 85101 None Sole SOLUTIA INC COMMON 834376501 387.8326 15269 15269 None Sole SONIC AUTOMOTIVE INC-CLASS A COMMON 83545G102 5693.337903 406376.724 406376.724 None Sole SONOCO PRODUCTS CO COMMON 835495102 2.42741 67 67 None Sole SONOSITE INC COMMON 83568G104 2.06584 62 62 None Sole SONY CORP-SPONSORED ADR COMMON 835699307 83.96754 2638 2638 None Sole SOTHEBY'S COMMON 835898107 1626.7602 30927 30927 None Sole SOUTHERN COPPER CORP COMMON 84265V105 1897.44186 47118 47118 None Sole SOUTHWEST AIRLINES CO COMMON 844741108 1665.30339 131853 131853 None Sole SOUTHWEST GAS CORP COMMON 844895102 737.03961 18913 18913 None Sole SPANISH BROADCASTING SYS-A COMMON 846425882 0.42873 461 461 None Sole SPANSION INC-CLASS A COMMON 84649R200 2.83784 152 152 None Sole SPARTAN MOTORS INC COMMON 846819100 1.73558 253 253 None Sole SPARTON CORP COMMON 847235108 6.57342 846 846 None Sole SPDR Barclays Capital High Yield BonCOMMON 78464A417 12.5581 310 310 None Sole SPDR GOLD TRUST GOLD SHSCOMMON 78463V107 38.18178 273 273 None Sole SPECTRUM BRANDS HOLDINGS INC COMMON 84763R101 13.07496 471 471 None Sole SPRINT NEXTEL CORP COMMON 852061100 0.3944 85 85 None Sole ST JUDE MEDICAL INC COMMON 790849103 0.61512 12 12 None Sole STAGE STORES INC COMMON 85254C305 1.40306 73 73 None Sole STANCORP FINANCIAL GROUP COMMON 852891100 933.74552 20246 20246 None Sole STANDARD MOTOR PRODS COMMON 853666105 990.96099 71653 71653 None Sole STANDARD PACIFIC CORP COMMON 85375C101 21.58924 5788 5788 None Sole STANLEY BLACK & DECKER INC COMMON 854502101 2.1448 28 28 None Sole STARBUCKS CORP COMMON 855244109 34.84385 943 943 None Sole STARRETT (L.S.) CO -CL A COMMON 855668109 4.9842 355 355 None Sole STARWOOD HOTELS & RESORTS COMMON 85590A401 620.02416 10668 10668 None Sole STATE AUTO FINANCIAL CORP COMMON 855707105 109.83016 6028 6028 None Sole STATOIL ASA-SPON ADR COMMON 85771P102 7122.10936 257674 257674 None Sole STEELCASE INC-CL A COMMON 858155203 669.97474 58873 58873 None Sole STEINWAY MUSICAL INSTRUMENTS COMMON 858495104 2.33205 105 105 None Sole STEPAN CO COMMON 858586100 121.5825 1677 1677 None Sole STEVEN MADDEN LTD COMMON 556269108 0.04693 1 1 None Sole STILLWATER MINING CO COMMON 86074Q102 4943.36405 215585 215585 None Sole STMICROELECTRONICS NV-NY SHS COMMON 861012102 5874.93324 473022 473022 None Sole STONE ENERGY CORP COMMON 861642106 1.93546 58 58 None Sole STONERIDGE INC COMMON 86183P102 1473.71062 100801 100801 None Sole STURM RUGER & CO INC COMMON 864159108 590.14524 25692 25692 None Sole Sun Life Financial Inc. COMMON 866796105 570.92595 18165 18165 None Sole SUNOCO INC COMMON 86764P109 1136.28516 24924 24924 None Sole SUNOPTA INC COMMON 8676EP108 3398.3334 457380 457380 None Sole SunPower Corp. (Cl A) COMMON 867652109 0.857 50 50 None Sole SUNRISE SENIOR LIVING INC COMMON 86768K106 10942.48232 917224 917224 None Sole Superior Industries International InCOMMON 868168105 60.74116 2369 2369 None Sole SUREWEST COMMUNICATIONS COMMON 868733106 6.31282 439 439 None Sole SUSSER HOLDINGS CORP COMMON 869233106 4.55532 348 348 None Sole SXC HEALTH SOLUTIONS CORP COMMON 78505P100 11983.5544 218678 218678 None Sole SYMETRA FINANCIAL CORP COMMON 87151Q106 980.5464 72099 72099 None Sole SYNERGETICS USA INC COMMON 87160G107 6.01369 1021 1021 None Sole SYNNEX CORP COMMON 87162W100 5050.33719 154303 154303 None Sole SYSCO CORP COMMON 871829107 2543.203951 91812.417 91812.417 None Sole SYSTEMAX INC COMMON 871851101 8.16608 604 604 None Sole T.G.C. INDUSTRIES INC COMMON 872417308 0.45066 58 58 None Sole TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 4703.148648 386136.999 386136.999 None Sole TAL INTERNATIONAL GROUP INC COMMON 874083108 268.47054 7402 7402 None Sole TALBOTS INC COMMON 874161102 1.83616 304 304 None Sole TAM SA-SPONSORED ADR COMMON 87484D103 255.29742 12933 12933 None Sole TARGET CORP COMMON 87612E106 11086.41684 221684 216544 5140 Sole TATA MOTORS LTD-SPON ADR COMMON 876568502 4086.57508 147052 147052 None Sole Team Health Holding Inc. COMMON 87817A107 0.59432 34 34 None Sole TEAM INC COMMON 878155100 67.98714 2589 2589 None Sole TECH DATA CORP COMMON 878237106 5560.87982 109337 109337 None Sole TEEKAY TANKERS LTD-CLASS A COMMON Y8565N102 2.65684 254 254 None Sole TELE NORTE LESTE PART-ADR COMMON 879246106 7044.490911 401871.786 355963.786 45908 Sole TELECOM ARGENTINA SA-SP ADR COMMON 879273209 7.3904 298 298 None Sole TELECOM ITALIA SPA-SPON ADR COMMON 87927Y102 4641.96084 301818 301818 None Sole TELECOM NEW ZEALAND-SP ADR COMMON 879278208 1.03314 134 134 None Sole TELECOMUNICACOES DE S.P.-ADR COMMON 87929A102 12325.37834 500421.37 442660.37 57761 Sole TELEFONICA SA-SPON ADR COMMON 879382208 32458.66962 1287021 1174748 112273 Sole TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 10892.34564 596514 582538 13976 Sole TELEKOMUNIK INDONESIA-SP ADR COMMON 715684106 797.45784 23748 23748 None Sole TELETECH HOLDINGS INC COMMON 879939106 307.09548 15846 15846 None Sole Telular Corp. COMMON 87970T208 1.2705 175 175 None Sole TELUS CORPORATION -NON VOTE COMMON 87971M202 9006.87203 185747 185747 None Sole TELVENT GIT SA COMMON E9021510 3.75519 129 129 None Sole TEMPLE-INLAND INC COMMON 879868107 2.2932 98 98 None Sole TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 3621.83538 71493 71493 None Sole TENNANT CO COMMON 880345103 232.77548 5537 5537 None Sole TENNECO INC COMMON 880349105 13040.25795 307191 307191 None Sole TERADYNE INC COMMON 880770102 193.45222 10862 10862 None Sole TERNIUM SA-SPONSORED ADR COMMON 880890108 112.24062 3123 3123 None Sole TERRA NOVA ROYALTY CORP COMMON 88102D103 2.16972 252 252 None Sole TESORO CORP COMMON 881609101 4693.55971 174937 174937 None Sole TEXAS INSTRUMENTS INC COMMON 882508104 33500.48468 969342.728 915856.728 53486 Sole TEXAS ROADHOUSE INC COMMON 882681109 52.48211 3089 3089 None Sole TEXTRON INC COMMON 883203101 388.44498 14182 14182 None Sole Theragenics Corp. COMMON 883375107 2.61877 1253 1253 None Sole THOMSON REUTERS CORP COMMON 884903105 320.31612 8163 8163 None Sole THORATEC CORP COMMON 885175307 115.31071 4447 4447 None Sole THQ INC COMMON 872443403 534.98832 117322 117322 None Sole TIBCO SOFTWARE INC COMMON 88632Q103 6055.277 222212 222212 None Sole TIM Participacoes S/A (ADS) COMMON 88706P106 8.0316 184 184 None Sole TIMBERLAND CO-CLASS A COMMON 887100105 4711.39545 114105 114105 None Sole TIME WARNER CABLE COMMON 88732J207 856.08 12000 12000 None Sole TIME WARNER INC COMMON 887317303 27228.2115 762695 697418 65277 Sole TIMKEN CO COMMON 887389104 3033.0339 57993 57993 None Sole TITAN INTERNATIONAL INC COMMON 88830M102 12199.51416 458456 458456 None Sole TITANIUM METALS CORP COMMON 888339207 417.0281 22445 22445 None Sole TJX COMPANIES INC COMMON 872540109 9410.65655 189235 179436 9799 Sole TORO CO COMMON 891092108 38.60626 583 583 None Sole TOTAL SA-SPON ADR COMMON 89151E109 23851.58594 391202 391202 None Sole TOWER SEMICONDUCTOR LTD COMMON M87915100 476.84623 358531 358531 None Sole TOWN SPORTS INTERNATIONAL COMMON 89214A102 2.15556 426 426 None Sole Transportadora de Gas del Sur S.A. ACOMMON 893870204 25.50252 5532 5532 None Sole TRAVELERS COS INC/THE COMMON 89417E109 44764.31991 752594.484 693675.484 58919 Sole TREDEGAR CORP COMMON 894650100 0.90636 42 42 None Sole TREX COMPANY INC COMMON 89531P105 2095.1826 64230 64230 None Sole TRIMAS CORP COMMON 896215209 8534.339 396946 396946 None Sole TRINA SOLAR LTD-SPON ADR COMMON 89628E104 1241.9982 41235 41235 None Sole TRINITY INDUSTRIES INC COMMON 896522109 20.49853 559 559 None Sole TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 3354.83133 259863 259863 None Sole TRIUMPH GROUP INC COMMON 896818101 170.26625 1925 1925 None Sole TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 7538.08356 136857 136857 None Sole TTM TECHNOLOGIES COMMON 87305R109 1716.7556 94535 94535 None Sole TUESDAY MORNING CORP COMMON 899035505 19.845 4050 4050 None Sole TUPPERWARE BRANDS CORP COMMON 899896104 6.98607 117 117 None Sole TURKCELL ILETISIM HIZMET-ADR COMMON 900111204 1.17234 78 78 None Sole TUTOR PERINI CORP COMMON 901109108 2420.58012 99367 99367 None Sole TWIN DISC INC COMMON 901476101 2521.11834 78247 78247 None Sole TYLER TECHNOLOGIES INC COMMON 902252105 1.54115 65 65 None Sole TYSON FOODS INC-CL A COMMON 902494103 201.84042 10518 10518 None Sole UFP TECHNOLOGIES INC COMMON 902673102 6.5398 380 380 None Sole ULTA SALON COSMETICS & FRAGR COMMON 90384S303 8465.48944 175888 175888 None Sole ULTRA CLEAN HOLDINGS COMMON 90385V107 40.76028 3942 3942 None Sole ULTRALIFE CORP COMMON 903899102 1.49058 294 294 None Sole ULTRAPAR PARTICPAC-SPON ADR COMMON 90400P101 12.39045 731 731 None Sole UNDER ARMOUR INC-CLASS A COMMON 904311107 2123.16 31200 31200 None Sole UNIFI INC COMMON 904677200 507.518 29854 29854 None Sole UNILEVER N V -NY SHARES COMMON 904784709 176.80768 5638 5638 None Sole UNION DRILLING INC COMMON 90653P105 0.46125 45 45 None Sole UNION PACIFIC CORP COMMON 907818108 12.48791 127 127 None Sole UNISOURCE ENERGY CORP CO COMMON 909205106 585.45052 16204 16204 None Sole UNISYS CORP COMMON 909214306 1224.57328 39224 39224 None Sole UNITED CONTINENTAL HOLDINGS COMMON 910047109 1466.37117 63783 63783 None Sole UNITED PARCEL SERVICE-CL B COMMON 911312106 1693.08392 22781 22781 None Sole UNITED RENTALS INC COMMON 911363109 22594.92352 678934 678934 None Sole UNITED STATIONERS INC COMMON 913004107 2077.502 29240 29240 None Sole UNITED TECHNOLOGIES CORP COMMON 913017109 47.0654 556 556 None Sole UNITED THERAPEUTICS CORP COMMON 91307C102 230.2137 3435 3435 None Sole UNITEDHEALTH GROUP INC COMMON 91324P102 18320.5544 405322 405322 None Sole UNITRIN INC COMMON 913275103 2071.33776 67077 67077 None Sole UNIVERSAL STAINLESS & ALLOY COMMON 913837100 877.92444 26028 26028 None Sole UNUM GROUP COMMON 91529Y106 8747.47125 333237 333237 None Sole US AIRWAYS GROUP INC COMMON 90341W108 8197.03326 941106 941106 None Sole US CELLULAR CORP COMMON 911684108 252.24951 4899 4899 None Sole USA MOBILITY INC COMMON 90341G103 16.85472 1164 1164 None Sole USEC INC COMMON 90333E108 1603.4744 364426 364426 None Sole UTI WORLDWIDE INC COMMON G87210103 1372.14493 68029 68029 None Sole VAALCO ENERGY INC COMMON 91851C201 2.88672 372 372 None Sole VALASSIS COMMUNICATIONS INC COMMON 918866104 3961.7287 135955 135955 None Sole VALERO ENERGY CORP COMMON 91913Y100 3599.98968 120724 120724 None Sole VALIDUS HOLDINGS LTD COMMON G9319H102 1.46652 44 44 None Sole VALUECLICK INC COMMON 92046N102 4.72515 327 327 None Sole VALUEVISION MEDIA INC-CL A COMMON 92047K107 1015.47576 159666 159666 None Sole VANGUARD INDEX FDS REIT ETFCOMMON 922908553 56.36508 964 964 None Sole VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 3691.91152 75856 75856 None Sole VASCULAR SOLUTIONS INC COM COMMON 92231M109 0.92735 85 85 None Sole VEECO INSTRUMENTS INC COMMON 922417100 1144.4084 22510 22510 None Sole VERINT SYSTEMS INC COMMON 92343X100 3362.79552 93828 93828 None Sole VERISIGN INC COMMON 92343E102 531.59901 14681 14681 None Sole VERIZON COMMUNICATIONS INC COMMON 92343V104 51753.89589 1342861.855 1291090.855 51771 Sole VERSO PAPER CORP COMMON 92531L108 11.8556 2216 2216 None Sole VF CORP COMMON 918204108 0.39412 4 4 None Sole VIACOM INC-CLASS B COMMON 92553P201 4.4194 95 95 None Sole ViaSystems Group Inc. COMMON 92553H803 2.81087 103 103 None Sole VILLAGE SUPER MARKET-CLASS A COMMON 927107409 1.3968 48 48 None Sole VimpelCom Ltd. ADS COMMON 92719A106 251.70312 17826 17826 None Sole VIRGIN MEDIA INC COMMON 92769L101 1442.43995 51905 51905 None Sole VIROPHARMA INC COMMON 928241108 0.4577 23 23 None Sole VISA INC-CLASS A SHARES COMMON 92826C839 434.65248 5904 5904 None Sole VISHAY INTERTECHNOLOGY INC COMMON 928298108 6956.04914 392111 392111 None Sole VITAMIN SHOPPE INC COMMON 92849E101 3.48449 103 103 None Sole VIVO PARTICIPACOES SA-ADR COMMON 92855S200 6473.96388 160326 160326 None Sole VODAFONE GROUP PLC-SP ADR COMMON 92857W209 10868.44875 378033 378033 None Sole VOLCANO CORP COMMON 928645100 196.5568 7678 7678 None Sole VONAGE HOLDINGS CORP COMMON 92886T201 11224.49928 2461513 2461513 None Sole W&T OFFSHORE INC COMMON 92922P106 29.87769 1311 1311 None Sole WABASH NATIONAL CORP COMMON 929566107 6158.17452 531794 531794 None Sole WABCO HOLDINGS INC COMMON 92927K102 43.57948 707 707 None Sole WALGREEN CO COMMON 931422109 11894.52564 296326 290316 6010 Sole WAL-MART STORES INC COMMON 931142103 26887.98473 516579.918 500760.918 15819 Sole WARNACO GROUP INC/THE COMMON 934390402 1.20099 21 21 None Sole WASHINGTON POST CO CL B COMMON 939640108 0.43756 1 1 None Sole WASTE MANAGEMENT INC COMMON 94106L109 18158.77806 486309 486309 None Sole WEBMD HEALTH CORP COMMON 94770V102 1148.7971 21505 21505 None Sole WEBSENSE INC COMMON 947684106 0.62019 27 27 None Sole WEBSTER FINANCIAL CORP COMMON 947890109 2056.05849 95943 95943 None Sole Weight Watchers International Inc. COMMON 948626106 3814.6317 54417 54417 None Sole WEIS MARKETS INC COMMON 948849104 106.65256 2636 2636 None Sole WELLPOINT INC COMMON 94973V107 32977.72912 472528 419365 53163 Sole WELLS FARGO & CO COMMON 949746101 434.17332 13692 13692 None Sole WENDY'S/ARBY'S GROUP INC-A COMMON 950587105 0.52815 105 105 None Sole WEST MARINE INC COMMON 954235107 0.43806 42 42 None Sole WESTELL TECHNOLOGIES INC-A COMMON 957541105 338.163 96618 96618 None Sole WESTERN DIGITAL CORP COMMON 958102105 15.88554 426 426 None Sole WESTERN REFINING INC COMMON 959319104 6544.41195 386101 386101 None Sole WESTFIELD FINANCIAL INC COMMON 96008P104 0.51642 57 57 None Sole WESTLAKE CHEMICAL CORP COMMON 960413102 8368.9668 148914 148914 None Sole WESTMORELAND COAL CO COMMON 960878106 4.1899 286 286 None Sole WESTPAC BANKING CORP-SP ADR COMMON 961214301 1828.962 14620 14620 None Sole WGL HOLDINGS INC COMMON 92924F106 4941.924 126716 126716 None Sole WHIRLPOOL CORP COMMON 963320106 554.24248 6493 6493 None Sole WHOLE FOODS MARKET INC COMMON 966837106 1571.056 23840 23840 None Sole WILLBROS GROUP INC COMMON 969203108 638.91828 58509 58509 None Sole WILLIAMS-SONOMA INC COMMON 969904101 332.0595 8199 8199 None Sole WINTRUST FINANCIAL CORP COMMON 97650W108 343.3185 9342 9342 None Sole WISCONSIN ENERGY CORP COMMON 976657106 15.4025 505 505 None Sole WOORI FINANCE HOLDINGS-ADR COMMON 981063100 16.02888 406 406 None Sole WORLD ACCEPTANCE CORP COMMON 981419104 534.5096 8198 8198 None Sole WORLD FUEL SERVICES CORP COMMON 981475106 8743.823731 215312.084 215312.084 None Sole WPP PLC-SPONSORED ADR COMMON 92933H101 1593.408 25800 25800 None Sole WR BERKLEY CORP COMMON 084423102 0.83746 26 26 None Sole WYNDHAM WORLDWIDE CORP COMMON 98310W108 7.82526 246 246 None Sole WYNN RESORTS LTD COMMON 983134107 2729.4894 21465 21465 None Sole Xerium Technologies Inc. COMMON 98416J118 1.2987 54 54 None Sole XEROX CORP COMMON 984121103 1196.8044 112376 112376 None Sole XILINX INC COMMON 983919101 572.6224 17458 17458 None Sole XINYUAN REAL ESTATE CO L-ADR COMMON 98417P105 450.07905 191523 191523 None Sole XYRATEX LTD COMMON G98268108 1026.15084 91949 91949 None Sole YANZHOU COAL MINING-SP ADR COMMON 984846105 2.43009 67 67 None Sole YUM! BRANDS INC COMMON 988498101 7.4501 145 145 None Sole ZALE CORP COMMON 988858106 2.1147 530 530 None Sole ZHONGPIN INC COMMON 98952K107 670.28145 44243 44243 None Sole ZIONS BANCORPORATION COMMON 989701107 132.52582 5747 5747 None Sole ZOLL MEDICAL CORP COMMON 989922109 1843.52821 41141 41141 None Sole ZOLTEK COS INC COM COMMON 98975W104 5.1034 380 380 None Sole ZUMIEZ INC COMMON 989817101 2403.41205 90935 90935 None Sole /TEXT /DOCUMENT /SUBMISSION