0001172661-11-000689.txt : 20111114
0001172661-11-000689.hdr.sgml : 20111111
20111114064653
ACCESSION NUMBER: 0001172661-11-000689
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ZACKS INVESTMENT MANAGEMENT
CENTRAL INDEX KEY: 0001086483
IRS NUMBER: 363792197
STATE OF INCORPORATION: IL
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04587
FILM NUMBER: 111197559
BUSINESS ADDRESS:
STREET 1: 100 N. RIVERSIDE PLAZA
STREET 2: SUITE 2200
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3122659359
MAIL ADDRESS:
STREET 1: 100 N. RIVERSIDE PLAZA
STREET 2: SUITE 2200
CITY: CHICAGO
STATE: IL
ZIP: 60606
13F-HR
1
zacks3q11.txt
FORM 13F HOLDINGS REPORT
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: Zacks Investment Management, Inc.
Address: One South Wacker Drive, Suite 2700
Chicago, IL 60606
13F File Number: 028-04587
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Frank C. Lanza
Title: Chief Compliance Officer
Phone: 312-265-9359
Signature, Place, and Date of Signing:
/s/ Frank C. Lanza Chicago, IL/USA November 14, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 462
Form 13F Information Table Value Total: $1,206,649 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AARONS INC COM PAR $0.50 002535300 493 19535 SH SOLE 19535 0 0
ABBOTT LABS COM 002824100 6951 135921 SH SOLE 135921 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 4061 112830 SH SOLE 112830 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2164 41080 SH SOLE 41080 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 679 92215 SH SOLE 92215 0 0
ADVANCED ENERGY INDS COM 007973100 309 35899 SH SOLE 35899 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1491 84406 SH SOLE 84406 0 0
AETNA INC NEW COM 00817Y108 429 11808 SH SOLE 11808 0 0
AGCO CORP COM 001084102 358 10350 SH SOLE 10350 0 0
AGIC CONV & INCOME FD COM 001190107 87 10500 SH SOLE 10500 0 0
AIR METHODS CORP COM PAR $.06 009128307 2120 33290 SH SOLE 33290 0 0
AK STL HLDG CORP COM 001547108 221 33813 SH SOLE 33813 0 0
ALBANY INTL CORP CL A 012348108 379 20756 SH SOLE 20756 0 0
ALBEMARLE CORP COM 012653101 306 7585 SH SOLE 7585 0 0
ALEXANDERS INC COM 014752109 468 1297 SH SOLE 1297 0 0
ALLEGHANY CORP DEL COM 017175100 452 1566 SH SOLE 1566 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 301 8130 SH SOLE 8130 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 252 3846 SH SOLE 3846 0 0
ALLIANT ENERGY CORP COM 018802108 3941 101886 SH SOLE 101886 0 0
ALLSTATE CORP COM 020002101 1490 62900 SH SOLE 62900 0 0
ALTERA CORP COM 021441100 4623 146634 SH SOLE 146634 0 0
ALTRA HOLDINGS INC COM 02208R106 281 24244 SH SOLE 24244 0 0
ALTRIA GROUP INC COM 02209S103 1722 64221 SH SOLE 64221 0 0
AMERICAN EXPRESS CO COM 025816109 10165 226401 SH SOLE 226401 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1488 47877 SH SOLE 47877 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 397 18104 SH SOLE 18104 0 0
AMERIGROUP CORP COM 03073T102 290 7443 SH SOLE 7443 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1111 29811 SH SOLE 29811 0 0
AMERISTAR CASINOS INC COM 03070Q101 423 26353 SH SOLE 26353 0 0
AMGEN INC COM 031162100 4199 76409 SH SOLE 76409 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 210 26285 SH SOLE 26285 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 535 24052 SH SOLE 24052 0 0
ANADARKO PETE CORP COM 032511107 252 4004 SH SOLE 4004 0 0
ANCESTRY COM INC COM 032803108 317 13471 SH SOLE 13471 0 0
ANIXTER INTL INC COM 035290105 383 8083 SH SOLE 8083 0 0
APACHE CORP COM 037411105 5407 67391 SH SOLE 67391 0 0
APOLLO GROUP INC CL A 037604105 568 14346 SH SOLE 14346 0 0
APPLE INC COM 037833100 15468 40564 SH SOLE 40564 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 436 16049 SH SOLE 16049 0 0
APPLIED MATLS INC COM 038222105 2463 237850 SH SOLE 237850 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 435 18079 SH SOLE 18079 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 401 11657 SH SOLE 11657 0 0
AT&T INC COM 00206R102 16227 568976 SH SOLE 568976 0 0
ATMEL CORP COM 049513104 288 35714 SH SOLE 35714 0 0
AVID TECHNOLOGY INC COM 05367P100 242 31294 SH SOLE 31294 0 0
AVIS BUDGET GROUP COM 053774105 309 31919 SH SOLE 31919 0 0
B & G FOODS INC NEW COM 05508R106 511 30663 SH SOLE 30663 0 0
BAKER HUGHES INC COM 057224107 507 10976 SH SOLE 10976 0 0
BANK OF AMERICA CORPORATION COM 060505104 94 15293 SH SOLE 15293 0 0
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 505 9376 SH SOLE 9376 0 0
BARRICK GOLD CORP COM 067901108 13978 299634 SH SOLE 299634 0 0
BAXTER INTL INC COM 071813109 1339 23846 SH SOLE 23846 0 0
BAYTEX ENERGY CORP COM 07317Q105 403 9673 SH SOLE 9673 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 435 6124 SH SOLE 6124 0 0
BIO RAD LABS INC CL A 090572207 800 8813 SH SOLE 8813 0 0
BJS RESTAURANTS INC COM 09180C106 511 11583 SH SOLE 11583 0 0
BLACKROCK INC COM 09247X101 10106 68281 SH SOLE 68281 0 0
BORGWARNER INC COM 099724106 4468 73812 SH SOLE 73812 0 0
BP PLC SPONSORED ADR 055622104 211 5861 SH SOLE 5861 0 0
BRIDGEPOINT ED INC COM 10807M105 359 20600 SH SOLE 20600 0 0
BRIGGS & STRATTON CORP COM 109043109 361 26757 SH SOLE 26757 0 0
BRINKER INTL INC COM 109641100 1552 74192 SH SOLE 74192 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2973 94741 SH SOLE 94741 0 0
BROADCOM CORP CL A 111320107 1094 32864 SH SOLE 32864 0 0
BRUNSWICK CORP COM 117043109 404 28797 SH SOLE 28797 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 269 4310 SH SOLE 4310 0 0
CABOT CORP COM 127055101 336 13574 SH SOLE 13574 0 0
CABOT OIL & GAS CORP COM 127097103 512 8273 SH SOLE 8273 0 0
CACI INTL INC CL A 127190304 4706 94231 SH SOLE 94231 0 0
CAI INTERNATIONAL INC COM 12477X106 294 25046 SH SOLE 25046 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 4706 265727 SH SOLE 265727 0 0
CALIPER LIFE SCIENCES INC COM 130872104 731 69846 SH SOLE 69846 0 0
CAPITAL ONE FINL CORP COM 14040H105 388 9779 SH SOLE 9779 0 0
CARBO CERAMICS INC COM 140781105 369 3594 SH SOLE 3594 0 0
CARDINAL HEALTH INC COM 14149Y108 864 20620 SH SOLE 20620 0 0
CARLISLE COS INC COM 142339100 367 11504 SH SOLE 11504 0 0
CARNIVAL CORP PAIRED CTF 143658300 1244 41052 SH SOLE 41052 0 0
CARRIZO OIL & CO INC COM 144577103 3437 159462 SH SOLE 159462 0 0
CASCADE CORP COM 147195101 395 11830 SH SOLE 11830 0 0
CATERPILLAR INC DEL COM 149123101 493 6671 SH SOLE 6671 0 0
CELANESE CORP DEL COM SER A 150870103 342 10517 SH SOLE 10517 0 0
CENOVUS ENERGY INC COM 15135U109 203 6598 SH SOLE 6598 0 0
CERADYNE INC COM 156710105 336 12495 SH SOLE 12495 0 0
CF INDS HLDGS INC COM 125269100 1155 9357 SH SOLE 9357 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 363 6884 SH SOLE 6884 0 0
CHEMICAL FINL CORP COM 163731102 455 29744 SH SOLE 29744 0 0
CHEMTURA CORP COM NEW 163893209 299 29776 SH SOLE 29776 0 0
CHEVRON CORP NEW COM 166764100 22819 246452 SH SOLE 246452 0 0
CHURCHILL DOWNS INC COM 171484108 475 12176 SH SOLE 12176 0 0
CIGNA CORP COM 125509109 6950 165721 SH SOLE 165721 0 0
CLEAN ENERGY FUELS CORP COM 184499101 1869 168091 SH SOLE 168091 0 0
CLEAN HARBORS INC COM 184496107 1295 25250 SH SOLE 25250 0 0
CNOOC LTD SPONSORED ADR 126132109 257 1605 SH SOLE 1605 0 0
COCA COLA CO COM 191216100 9756 144409 SH SOLE 144409 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1065 42806 SH SOLE 42806 0 0
COHERENT INC COM 192479103 2004 46639 SH SOLE 46639 0 0
COLFAX CORP COM 194014106 464 22889 SH SOLE 22889 0 0
COLGATE PALMOLIVE CO COM 194162103 10024 113035 SH SOLE 113035 0 0
COMCAST CORP NEW CL A 20030N101 1604 76691 SH SOLE 76691 0 0
COMMUNITY BK SYS INC COM 203607106 218 9590 SH SOLE 9590 0 0
COMPLETE PRODUCTION SERVICES COM 20453E109 310 16453 SH SOLE 16453 0 0
CONAGRA FOODS INC COM 205887102 1944 80261 SH SOLE 80261 0 0
CONOCOPHILLIPS COM 20825C104 6412 101258 SH SOLE 101258 0 0
COOPER COS INC COM NEW 216648402 12937 163446 SH SOLE 163446 0 0
CORE MARK HOLDING CO INC COM 218681104 482 15768 SH SOLE 15768 0 0
CORN PRODS INTL INC COM 219023108 7843 199873 SH SOLE 199873 0 0
CRANE CO COM 224399105 796 22297 SH SOLE 22297 0 0
CROWN HOLDINGS INC COM 228368106 404 13183 SH SOLE 13183 0 0
CUBIC CORP COM 229669106 437 11189 SH SOLE 11189 0 0
CUMMINS INC COM 231021106 3095 37902 SH SOLE 37902 0 0
DANA HLDG CORP COM 235825205 318 30264 SH SOLE 30264 0 0
DARLING INTL INC COM 237266101 386 30634 SH SOLE 30634 0 0
DEER CONSUMER PRODS INC COM NEW 24379J200 436 79161 SH SOLE 79161 0 0
DEERE & CO COM 244199105 6018 93200 SH SOLE 93200 0 0
DELL INC COM 24702R101 1479 104566 SH SOLE 104566 0 0
DELUXE CORP COM 248019101 959 51581 SH SOLE 51581 0 0
DG FASTCHANNEL INC COM 23326R109 284 16758 SH SOLE 16758 0 0
DICKS SPORTING GOODS INC COM 253393102 686 20495 SH SOLE 20495 0 0
DIEBOLD INC COM 253651103 701 25467 SH SOLE 25467 0 0
DILLARDS INC CL A 254067101 422 9698 SH SOLE 9698 0 0
DIRECTV COM CL A 25490A101 1252 29614 SH SOLE 29614 0 0
DISH NETWORK CORP CL A 25470M109 1255 50104 SH SOLE 50104 0 0
DISNEY WALT CO COM DISNEY 254687106 5660 187671 SH SOLE 187671 0 0
DOLLAR TREE INC COM 256746108 15089 200812 SH SOLE 200812 0 0
DOMINION RES INC VA NEW COM 25746U109 703 13838 SH SOLE 13838 0 0
DOMINOS PIZZA INC COM 25754A201 651 23898 SH SOLE 23898 0 0
DOMTAR CORP COM NEW 257559203 346 5080 SH SOLE 5080 0 0
DONNELLEY R R & SONS CO COM 257867101 2397 169734 SH SOLE 169734 0 0
DOUGLAS DYNAMICS INC COM 25960R105 430 33628 SH SOLE 33628 0 0
DOW CHEM CO COM 260543103 331 14747 SH SOLE 14747 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 9695 250005 SH SOLE 250005 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3599 90049 SH SOLE 90049 0 0
DUSA PHARMACEUTICALS INC COM 266898105 304 82056 SH SOLE 82056 0 0
E M C CORP MASS COM 268648102 13242 630885 SH SOLE 630885 0 0
EASTMAN CHEM CO COM 277432100 1052 15346 SH SOLE 15346 0 0
EATON CORP COM 278058102 381 10744 SH SOLE 10744 0 0
EBAY INC COM 278642103 7187 243700 SH SOLE 243700 0 0
EDISON INTL COM 281020107 2599 67959 SH SOLE 67959 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 365 30682 SH SOLE 30682 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 445 33003 SH SOLE 33003 0 0
ELLIS PERRY INTL INC COM 288853104 353 18793 SH SOLE 18793 0 0
ENBRIDGE INC COM 29250N105 263 8241 SH SOLE 8241 0 0
ENCORE WIRE CORP COM 292562105 452 21952 SH SOLE 21952 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 231 5643 SH SOLE 5643 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 805 20057 SH SOLE 20057 0 0
EXPONENT INC COM 30214U102 531 12860 SH SOLE 12860 0 0
EXTRA SPACE STORAGE INC COM 30225T102 456 24468 SH SOLE 24468 0 0
EXXON MOBIL CORP COM 30231G102 20204 278177 SH SOLE 278177 0 0
FEDERAL MOGUL CORP COM 313549404 353 23958 SH SOLE 23958 0 0
FEI CO COM 30241L109 424 14165 SH SOLE 14165 0 0
FEIHE INTL INC COM 31429Y103 374 69171 SH SOLE 69171 0 0
FINISAR CORP COM NEW 31787A507 382 21774 SH SOLE 21774 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 916 100101 SH SOLE 100101 0 0
FIRSTENERGY CORP COM 337932107 2347 52251 SH SOLE 52251 0 0
FLUOR CORP NEW COM 343412102 1512 32491 SH SOLE 32491 0 0
FOOT LOCKER INC COM 344849104 439 21844 SH SOLE 21844 0 0
FORTINET INC COM 34959E109 342 20376 SH SOLE 20376 0 0
FORWARD AIR CORP COM 349853101 396 15542 SH SOLE 15542 0 0
FOSSIL INC COM 349882100 387 4771 SH SOLE 4771 0 0
FRANKLIN RES INC COM 354613101 382 3997 SH SOLE 3997 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 845 27766 SH SOLE 27766 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 439 18925 SH SOLE 18925 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1534 58326 SH SOLE 58326 0 0
GAMESTOP CORP NEW CL A 36467W109 1846 79895 SH SOLE 79895 0 0
GARDNER DENVER INC COM 365558105 3781 59493 SH SOLE 59493 0 0
GENERAL DYNAMICS CORP COM 369550108 919 16155 SH SOLE 16155 0 0
GENERAL ELECTRIC CO COM 369604103 3373 221642 SH SOLE 221642 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1513 125001 SH SOLE 125001 0 0
GENESCO INC COM 371532102 644 12495 SH SOLE 12495 0 0
GILDAN ACTIVEWEAR INC COM 375916103 384 14855 SH SOLE 14855 0 0
GILEAD SCIENCES INC COM 375558103 644 16599 SH SOLE 16599 0 0
GLATFELTER COM 377316104 457 34592 SH SOLE 34592 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 360 24791 SH SOLE 24791 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 599 6336 SH SOLE 6336 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 4999 495472 SH SOLE 495472 0 0
GOOGLE INC CL A 38259P508 13095 25425 SH SOLE 25425 0 0
GRACE W R & CO DEL NEW COM 38388F108 406 12187 SH SOLE 12187 0 0
GRACO INC COM 384109104 360 10537 SH SOLE 10537 0 0
GRAINGER W W INC COM 384802104 889 5942 SH SOLE 5942 0 0
GRANITE CONSTR INC COM 387328107 698 37202 SH SOLE 37202 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 339 98234 SH SOLE 98234 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 602 6478 SH SOLE 6478 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1050 57086 SH SOLE 57086 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 270 38399 SH SOLE 38399 0 0
HAIN CELESTIAL GROUP INC COM 405217100 9839 322049 SH SOLE 322049 0 0
HALLIBURTON CO COM 406216101 5520 180853 SH SOLE 180853 0 0
HANSEN NAT CORP COM 411310105 591 6771 SH SOLE 6771 0 0
HARRIS CORP DEL COM 413875105 1271 37208 SH SOLE 37208 0 0
HARRY WINSTON DIAMOND CORP COM 41587B100 418 41169 SH SOLE 41169 0 0
HCA HOLDINGS INC COM 40412C101 4778 237007 SH SOLE 237007 0 0
HCP INC COM 40414L109 2000 57048 SH SOLE 57048 0 0
HEARTLAND PMT SYS INC COM 42235N108 549 27858 SH SOLE 27858 0 0
HEINZ H J CO COM 423074103 10909 216099 SH SOLE 216099 0 0
HERBALIFE LTD COM USD SHS G4412G101 496 9260 SH SOLE 9260 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 299 33559 SH SOLE 33559 0 0
HESS CORP COM 42809H107 7000 133442 SH SOLE 133442 0 0
HILL ROM HLDGS INC COM 431475102 341 11359 SH SOLE 11359 0 0
HOLLYFRONTIER CORP COM 436106108 1155 44067 SH SOLE 44067 0 0
HOME DEPOT INC COM 437076102 2981 90685 SH SOLE 90685 0 0
HONEYWELL INTL INC COM 438516106 1054 24013 SH SOLE 24013 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7859 370191 SH SOLE 370191 0 0
HUMANA INC COM 444859102 2330 32039 SH SOLE 32039 0 0
HUNTSMAN CORP COM 447011107 271 27974 SH SOLE 27974 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 7379 186570 SH SOLE 186570 0 0
IDEX CORP COM 45167R104 910 29215 SH SOLE 29215 0 0
II VI INC COM 902104108 372 21259 SH SOLE 21259 0 0
ILLINOIS TOOL WKS INC COM 452308109 5005 120302 SH SOLE 120302 0 0
IMPERIAL OIL LTD COM NEW 453038408 398 11013 SH SOLE 11013 0 0
INSPERITY INC COM 45778Q107 381 17112 SH SOLE 17112 0 0
INTEL CORP COM 458140100 15894 744976 SH SOLE 744976 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 441 31623 SH SOLE 31623 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17410 99560 SH SOLE 99560 0 0
INTL PAPER CO COM 460146103 2322 99879 SH SOLE 99879 0 0
INVESCO LTD SHS G491BT108 1994 128591 SH SOLE 128591 0 0
IPG PHOTONICS CORP COM 44980X109 315 7251 SH SOLE 7251 0 0
ISHARES INC MSCI AUSTRALIA 464286103 3923 195565 SH SOLE 195565 0 0
ISHARES INC MSCI AUSTRIA INV 464286202 1063 70802 SH SOLE 70802 0 0
ISHARES INC MSCI BRAZIL 464286400 839 16127 SH SOLE 16127 0 0
ISHARES INC MSCI CDA INDEX 464286509 6613 259441 SH SOLE 259441 0 0
ISHARES INC MSCI SINGAPORE 464286673 942 85643 SH SOLE 85643 0 0
ISHARES INC MSCI UTD KINGD 464286699 13789 933602 SH SOLE 933602 0 0
ISHARES INC MSCI FRANCE 464286707 5064 265815 SH SOLE 265815 0 0
ISHARES INC MSCI TAIWAN 464286731 1615 136732 SH SOLE 136732 0 0
ISHARES INC MSCI SWITZERLD 464286749 4273 197283 SH SOLE 197283 0 0
ISHARES INC MSCI SWEDEN 464286756 1440 62635 SH SOLE 62635 0 0
ISHARES INC MSCI SPAIN 464286764 1349 41714 SH SOLE 41714 0 0
ISHARES INC MSCI S KOREA 464286772 2480 53262 SH SOLE 53262 0 0
ISHARES INC MSCI STH AFRCA 464286780 1375 24315 SH SOLE 24315 0 0
ISHARES INC MSCI GERMAN 464286806 5257 287741 SH SOLE 287741 0 0
ISHARES INC MSCI NETHR INVES 464286814 1482 90425 SH SOLE 90425 0 0
ISHARES INC MSCI MEX INVEST 464286822 394 8051 SH SOLE 8051 0 0
ISHARES INC MSCI MALAYSIA 464286830 856 70241 SH SOLE 70241 0 0
ISHARES INC MSCI JAPAN 464286848 6266 662382 SH SOLE 662382 0 0
ISHARES INC MSCI ITALY 464286855 1017 85618 SH SOLE 85618 0 0
ISHARES INC MSCI HONG KONG 464286871 4728 329941 SH SOLE 329941 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 1665 54020 SH SOLE 54020 0 0
ISHARES TR BARCLY USAGG B 464287226 34273 311260 SH SOLE 311260 0 0
ISHARES TR IBOXX INV CPBD 464287242 11423 101706 SH SOLE 101706 0 0
ISHARES TR BARCLYS 1-3 YR 464287457 10368 122592 SH SOLE 122592 0 0
ISHARES TR RUSL 2000 VALU 464287630 1116 19577 SH SOLE 19577 0 0
ISHARES TR RUSL 2000 GROW 464287648 484 6590 SH SOLE 6590 0 0
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 487 18095 SH SOLE 18095 0 0
JDA SOFTWARE GROUP INC COM 46612K108 2256 96230 SH SOLE 96230 0 0
JOHNSON & JOHNSON COM 478160104 5048 79261 SH SOLE 79261 0 0
JONES LANG LASALLE INC COM 48020Q107 5858 113064 SH SOLE 113064 0 0
JPMORGAN CHASE & CO COM 46625H100 12134 402857 SH SOLE 402857 0 0
KADANT INC COM 48282T104 357 20084 SH SOLE 20084 0 0
KBR INC COM 48242W106 1666 70520 SH SOLE 70520 0 0
KEY ENERGY SVCS INC COM 492914106 278 29285 SH SOLE 29285 0 0
KIMBERLY CLARK CORP COM 494368103 14552 204933 SH SOLE 204933 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 395 6723 SH SOLE 6723 0 0
KINDRED HEALTHCARE INC COM 494580103 191 22171 SH SOLE 22171 0 0
KINETIC CONCEPTS INC COM NEW 49460W208 580 8796 SH SOLE 8796 0 0
KOHLS CORP COM 500255104 2516 51238 SH SOLE 51238 0 0
KORN FERRY INTL COM NEW 500643200 619 50782 SH SOLE 50782 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 215 13275 SH SOLE 13275 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 426 62418 SH SOLE 62418 0 0
KROGER CO COM 501044101 12644 575753 SH SOLE 575753 0 0
KRONOS WORLDWIDE INC COM 50105F105 301 18745 SH SOLE 18745 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4320 54644 SH SOLE 54644 0 0
LAM RESEARCH CORP COM 512807108 1086 28597 SH SOLE 28597 0 0
LEGGETT & PLATT INC COM 524660107 1560 78837 SH SOLE 78837 0 0
LENNAR CORP CL A 526057104 246 18193 SH SOLE 18193 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1278 43910 SH SOLE 43910 0 0
LILLY ELI & CO COM 532457108 2631 71179 SH SOLE 71179 0 0
LIMITED BRANDS INC COM 532716107 7068 183530 SH SOLE 183530 0 0
LINCOLN ELEC HLDGS INC COM 533900106 417 14378 SH SOLE 14378 0 0
LIQUIDITY SERVICES INC COM 53635B107 773 24092 SH SOLE 24092 0 0
LITHIA MTRS INC CL A 536797103 434 30146 SH SOLE 30146 0 0
LSB INDS INC COM 502160104 334 11633 SH SOLE 11633 0 0
LUFKIN INDS INC COM 549764108 317 5959 SH SOLE 5959 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 305 12503 SH SOLE 12503 0 0
MACYS INC COM 55616P104 10648 404578 SH SOLE 404578 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 331 5486 SH SOLE 5486 0 0
MAJESCO ENTERTAINMENT CO COM NEW 560690208 265 132599 SH SOLE 132599 0 0
MANPOWERGROUP INC COM 56418H100 298 8867 SH SOLE 8867 0 0
MARATHON OIL CORP COM 565849106 6801 315160 SH SOLE 315160 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 1350 53373 SH SOLE 53373 0 0
MARSH & MCLENNAN COS INC COM 571748102 9475 356872 SH SOLE 356872 0 0
MASTEC INC COM 576323109 6193 351656 SH SOLE 351656 0 0
MASTERCARD INC CL A 57636Q104 751 2368 SH SOLE 2368 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5894 127690 SH SOLE 127690 0 0
MCDONALDS CORP COM 580135101 10167 115775 SH SOLE 115775 0 0
MCKESSON CORP COM 58155Q103 10116 139145 SH SOLE 139145 0 0
MDU RES GROUP INC COM 552690109 1191 62038 SH SOLE 62038 0 0
MEADWESTVACO CORP COM 583334107 459 18693 SH SOLE 18693 0 0
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