-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, HQ4QQxG1C2JRqO0IeN0Gj40RpIKUPRAzem1ydau26V/r/ICF9KMK8J7jmnLJr6Rl AYhs5IVfA0xfsimqhzJj0A== 0001193125-10-070818.txt : 20100330 0001193125-10-070818.hdr.sgml : 20100330 20100330093237 ACCESSION NUMBER: 0001193125-10-070818 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100330 DATE AS OF CHANGE: 20100330 EFFECTIVENESS DATE: 20100330 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DnB NOR Asset Management AS CENTRAL INDEX KEY: 0001456670 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13463 FILM NUMBER: 10712337 BUSINESS ADDRESS: STREET 1: OVRE SLOTTSGATE 3 CITY: OSLO STATE: Q8 ZIP: N-0021 BUSINESS PHONE: 0114791503000 MAIL ADDRESS: STREET 1: OVRE SLOTTSGATE 3 CITY: OSLO STATE: Q8 ZIP: N-0021 13F-HR 1 d13fhr.txt FORM 13F HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 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: DnB NOR Asset Management AS Address: Ovre Slottsgate 3 Oslo, Norway N-0021 Form 13F File Number: 28-13463 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, ad 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: Erik Garaas Title: EVP Phone: 4791503000 Signature, place, and Date of Signing: /s/ Erik Garaas Oslo, Norway 3/29/2010 - ------------------------ ------------------------ ----------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 859 Form 13F Information Table Value Total (x$1000): 2,359,637 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - --- -------------------- --------------------------- 1 28- 13464 DnB NOR Asset Management AB
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- 02Micro International Ltd - ADR common 67107W100 7,649 1,503,587 SH 1,503,587 1 1,503,587 1-800-Flowers.com Inc common 68243Q106 0 10,200 SH 10,200 1 10,200 3M Company common 88579Y101 22,390 313,507 SH 313,507 1 313,507 A. Schulman Inc common 808194104 0 2,800 SH 2,800 1 2,800 A.O. Smith Corp common 831865209 0 800 SH 800 1 800 AAR Corp common 000361105 0 700 SH 700 1 700 Abbott Laboratories common 002824100 13,687 257,934 SH 257,934 1 257,934 Abercrombie & Fitch common 002896207 576 14,475 SH 14,475 1 14,475 Accenture Plc common G1150G111 4,370 105,726 SH 105,726 1 105,726 ACE Limited common G0070K103 581 11,543 SH 11,543 1 11,543 Aceto Corp common 004446100 0 3,100 SH 3,100 1 3,100 Activision Blizzard Inc common 004930202 766 63,075 SH 63,075 1 63,075 ADC Telecommunications Inc common 000886309 0 2,800 SH 2,800 1 2,800 Adobe Systems Inc common 00724F101 2,298 61,751 SH 61,751 1 61,751 Advance America Cash Advance Centers Inc common 00739W107 0 5,500 SH 5,500 1 5,500 Advance Auto Parts common 00751Y106 1,972 49,135 SH 49,135 1 49,135 Advanced Micro Devices inc common 007903107 649 77,573 SH 77,573 1 77,573 AEP Industries Inc common 001031103 0 800 SH 800 1 800 AES Corp common 00130H105 2,091 152,099 SH 152,099 1 152,099 Aetna Inc common 00817Y108 3,555 110,301 SH 110,301 1 110,301 Affiliated Computer Services A common 008190100 625 10,609 SH 10,609 1 10,609 Aflac Inc common 001055102 479 10,503 SH 10,503 1 10,503 AGCO Corp common 001084102 2,769 87,574 SH 87,574 1 87,574 Agilent Technologies Incagilus common 00846U101 1,016 39,102 SH 39,102 1 39,102 Agilysys Inc common 00847J105 0 3,700 SH 3,700 1 3,700 Agree Realty Corp common 008492100 0 1,000 SH 1,000 1 1,000 Air Products & Chemicals Inc common 009158106 2,549 33,691 SH 33,691 1 33,691 Airgas Inc common 009363102 357 7,807 SH 7,807 1 7,807 Akamai Tech common 00971T101 632 25,051 SH 25,051 1 25,051 Alaska Air Group Inc common 011659109 0 1,300 SH 1,300 1 1,300 Alcoa Inc common 013817101 10,126 768,940 SH 768,940 1 768,940 Allegheny Energy Inc common 017361106 443 19,709 SH 19,709 1 19,709 Allegheny Technologies common 01741R102 751 21,775 SH 21,775 1 21,775 Allergan Inc common 018490102 2,015 35,800 SH 35,800 1 35,800 Alliance Data Systems Corp common 018581108 437 7,659 SH 7,659 1 7,659 Alliance Financial Corp common 019205103 0 800 SH 800 1 800 Alliant Energy Corp common 018802108 171 6,027 SH 6,027 1 6,027 Allied Capital Corp common 01903Q108 178 41,795 SH 41,795 1 41,795 Allstate Corporation common 020002101 6,388 229,725 SH 229,725 1 229,725 Almacenes Exito SA - GDR common 020279105 164 20,400 SH 20,400 1 20,400 Alpha Ntrl Resc common 02076X102 377 10,639 SH 10,639 1 10,639 Altera Corp common 021441100 916 45,193 SH 45,193 1 45,193 Amazon.Com Inc common 023135106 7,110 56,133 SH 56,133 1 56,133 Ameren Corporation common 023608102 652 24,662 SH 24,662 1 24,662 America Movil - ADR common 02364W105 3,986 118,361 SH 118,361 1 118,361 America Service Group Inc common 02364L109 0 1,800 SH 1,800 1 1,800 American Capital Ltd common 024937104 389 86,009 SH 86,009 1 86,009 American Electric Power Co Inc common 025537101 1,656 52,567 SH 52,567 1 52,567 American Express common 025816109 778 21,892 SH 21,892 1 21,892 American Greetin common 026375105 0 1,100 SH 1,100 1 1,100 American International Group Inc common 026874784 9,991 32,455 SH 32,455 1 32,455 American Tower Corp A common 029912201 1,852 44,255 SH 44,255 1 44,255 AMERIGROUP Corp common 03073T102 0 1,300 SH 1,300 1 1,300 Ameriprise Financial common 03076C106 198 5,313 SH 5,313 1 5,313 AMERISAFE Inc common 03071H100 0 300 SH 300 1 300 Amerisourcebergen Corp common 03073E105 2,494 104,448 SH 104,448 1 104,448 Ameritrade holding corp common 87236Y108 114 5,471 SH 5,471 1 5,471
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- AMETEK Inc common 031100100 529 16,728 SH 16,728 1 16,728 Amgen Inc common 031162100 27,897 484,987 SH 484,987 1 484,987 Amkor Technology Inc common 031652100 0 3,500 SH 3,500 1 3,500 Ampco Pittsburgh Corp common 032037103 0 1,200 SH 1,200 1 1,200 Amphenol Corp common 032095101 1,107 25,708 SH 25,708 1 25,708 Amsurg Corporation common 03232P405 0 2,700 SH 2,700 1 2,700 Anadarko Petroleum Corporation common 032511107 20,432 414,676 SH 414,676 1 414,676 Analog Devices Inc common 032654105 946 33,810 SH 33,810 1 33,810 Anaren Inc common 032744104 0 2,800 SH 2,800 1 2,800 Anixter International Inc common 035290105 0 1,300 SH 1,300 1 1,300 Annaly Capital Management Inc common 035710409 519 32,866 SH 32,866 1 32,866 Anntaylor Stores Corp common 036115103 0 2,100 SH 2,100 1 2,100 Anworth Mortgage Asset Corp common 037347101 0 3,500 SH 3,500 1 3,500 AOL Inc. common 00184X105 298 14,128 SH 14,128 1 14,128 AON Corp common 037389103 233 5,597 SH 5,597 1 5,597 Apache Corporation common 037411105 6,697 66,744 SH 66,744 1 66,744 Apollo Group Inc common 037604105 6,568 107,520 SH 107,520 1 107,520 Apollo Invstment common 03761U106 260 28,350 SH 28,350 1 28,350 Apple Inc common 037833100 43,629 221,371 SH 221,371 1 221,371 Applied Industrial Technologies Inc common 03820C105 0 200 SH 200 1 200 Applied Material Inc common 038222105 2,151 160,735 SH 160,735 1 160,735 Applied Signal Technology Inc common 038237103 0 700 SH 700 1 700 Arch Capital Group Ltd common G0450A105 206 2,999 SH 2,999 1 2,999 Arch Coal Inc common 039380100 263 14,202 SH 14,202 1 14,202 Archer Daniels Midland common 039483102 3,232 112,239 SH 112,239 1 112,239 Ares Capital common 04010L103 204 19,455 SH 19,455 1 19,455 Arris Group Inc common 04269Q100 0 2,500 SH 2,500 1 2,500 Asbury Automotive Group Inc common 043436104 0 3,700 SH 3,700 1 3,700 Assurant Inc common 04621X108 218 7,285 SH 7,285 1 7,285 AT&T Inc common 00206R102 34,159 1,292,823 SH 1,292,823 1 1,292,823 Atlantic Tele-Network Inc common 049079205 0 900 SH 900 1 900 ATP Oil & Gas Corporation common 00208J108 0 3,200 SH 3,200 1 3,200 Atrion Corp common 049904105 0 200 SH 200 1 200 Autodesk common 052769106 507 20,833 SH 20,833 1 20,833 Automatic Data Processing common 053015103 2,319 59,473 SH 59,473 1 59,473 AutoNation common 05329W102 932 50,976 SH 50,976 1 50,976 AutoZone common 053332102 1,152 8,037 SH 8,037 1 8,037 Avalon Communities Inc common 053484101 146 1,960 SH 1,960 1 1,960 Avery Dennison common 053611109 317 8,992 SH 8,992 1 8,992 Avnet Inc common 053807103 200 8,782 SH 8,782 1 8,782 Avon Products Inc common 054303102 1,628 50,454 SH 50,454 1 50,454 Axis Capital Holdings common G0692U109 342 13,338 SH 13,338 1 13,338
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Baidu Inc - ADR common 056752108 310 900 SH 900 1 900 Baker Hughes Inc common 057224107 1,361 34,955 SH 34,955 1 34,955 Ball common 058498106 476 9,504 SH 9,504 1 9,504 Banco Santander Chile - ADR common 05965X109 1,251 27,400 SH 27,400 1 27,400 BanColombia SA - ADR common 05968L102 2,781 80,700 SH 80,700 1 80,700 Bank of America Corporation common 060505104 21,118 1,421,851 SH 1,421,851 1 1,421,851 Bank of America Corporation Depositary Share common 060505419 4,724 314,940 SH 314,940 1 314,940 Bank of New York Mellon Corp/T common 064058100 616 21,907 SH 21,907 1 21,907 Baxter International Inc common 071813109 25,938 465,135 SH 465,135 1 465,135 BB and T Corporation common 054937107 723 26,864 SH 26,864 1 26,864 Beckman Coulter common 075811109 466 7,076 SH 7,076 1 7,076 Becton Dickinson and Company common 075887109 2,006 29,415 SH 29,415 1 29,415 Bed Bath & Beyond Inc common 075896100 1,099 30,698 SH 30,698 1 30,698 Bel Fuse Inc B common 077347300 0 1,500 SH 1,500 1 1,500 Belden Inc common 077454106 0 2,300 SH 2,300 1 2,300 Benchmark Electronics Inc common 08160H101 0 1,900 SH 1,900 1 1,900 Berkley (W.R.) Corp common 084423102 4,082 161,314 SH 161,314 1 161,314 Berkshire Hathaway Inc common 084670702 749 223 SH 223 1 223 Best Buy Company common 086516101 2,059 53,594 SH 53,594 1 53,594 Big 5 Sporting Goods Corp common 08915P101 0 1,700 SH 1,700 1 1,700 Biogen Idec Inc common 09062X103 1,742 35,015 SH 35,015 1 35,015 Bio-reference Labs INC common 09057G602 0 700 SH 700 1 700 BJ Services Company common 055482103 411 25,936 SH 25,936 1 25,936 Black and Decker Corp common 091797100 604 9,771 SH 9,771 1 9,771 Black Box Corp common 091826107 0 1,600 SH 1,600 1 1,600 Blackrock Inc common 09247X101 6,125 27,695 SH 27,695 1 27,695 BlueLinx Holdings Inc common 09624H109 0 4,100 SH 4,100 1 4,100 BMC Software common 055921100 1,019 27,551 SH 27,551 1 27,551 Bob Evans Farms Inc common 096761101 0 1,700 SH 1,700 1 1,700 Borgwarner common 099724106 12,851 424,939 SH 424,939 1 424,939 Boston Properties Inc common 101121101 222 3,345 SH 3,345 1 3,345 Boston Scientific Corp common 101137107 1,837 208,947 SH 208,947 1 208,947 Brady Corp common 104674106 0 1,500 SH 1,500 1 1,500 Briggs & Stratton Corp common 109043109 0 1,300 SH 1,300 1 1,300 Bristol-Myers Squibb Company common 110122108 6,696 260,452 SH 260,452 1 260,452 Broadcom Corp common 111320107 1,788 63,472 SH 63,472 1 63,472 Brown Forman B ORD common 115637209 647 12,567 SH 12,567 1 12,567 Brown Shoe Company Inc common 115736100 0 5,300 SH 5,300 1 5,300 Bruker Corp common 116794108 0 1,200 SH 1,200 1 1,200 Buckeye Technologies Inc common 118255108 0 2,700 SH 2,700 1 2,700 Buckle Inc common 118440106 0 1,900 SH 1,900 1 1,900 Bunge common G16962105 16,029 253,733 SH 253,733 1 253,733 Burlington Northern Santa Fe Corporation common 12189T104 4,979 50,592 SH 50,592 1 50,592
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- C R Bard common 067383109 8,185 102,244 SH 102,244 1 102,244 CA Inc. common 12673P105 1,060 46,951 SH 46,951 1 46,951 Cabelas Inc common 126804301 0 1,700 SH 1,700 1 1,700 Cablevision Systems New York Group common 12686C109 541 24,193 SH 24,193 1 24,193 Cabot Oil common 127097103 328 9,176 SH 9,176 1 9,176 CACI International common 127190304 0 1,300 SH 1,300 1 1,300 Cadence Pharmaceuticals Inc common 12738T100 212 21,931 SH 21,931 1 21,931 Cal Dive International Inc common 12802T101 0 3,700 SH 3,700 1 3,700 Cal Maine Foods Inc common 128030202 0 300 SH 300 1 300 California Water Service Group common 130788102 0 1,500 SH 1,500 1 1,500 Calpine Corp common 131347304 1,260 109,676 SH 109,676 1 109,676 Cameron International common 13342B105 1,653 44,834 SH 44,834 1 44,834 Campbell Soup Co common 134429109 734 23,490 SH 23,490 1 23,490 Cantel Medical Corp common 138098108 0 2,200 SH 2,200 1 2,200 Capella Education Co common 139594105 0 200 SH 200 1 200 Capital One Financial common 14040H105 550 14,546 SH 14,546 1 14,546 Capstead Mortgage Corp common 14067E506 0 1,400 SH 1,400 1 1,400 Cardinal Health Inc common 14149Y108 1,359 42,467 SH 42,467 1 42,467 CareFusion Corp common 14170T101 809 34,121 SH 34,121 1 34,121 CarMax Inc common 143130102 676 30,854 SH 30,854 1 30,854 Carnival Corporation common 143658300 2,601 83,113 SH 83,113 1 83,113 Carrols Restaurant Group common 14574X104 0 5,300 SH 5,300 1 5,300 Caterpillar Inc common 149123101 8,211 139,409 SH 139,409 1 139,409 CBL & Associates Properties Inc common 124830100 0 2,400 SH 2,400 1 2,400 CBS Class B common 124857202 998 72,511 SH 72,511 1 72,511 Celanese Corp Series A common 150870103 1,780 56,369 SH 56,369 1 56,369 Celgene Corp common 151020104 2,853 54,126 SH 54,126 1 54,126 Cementos Mexicanos SA de CV - ADR common 151290889 821 76,331 SH 76,331 1 76,331 Cent Euro Dstrbn common 153435102 778 34,075 SH 34,075 1 34,075 Centene Corp common 15135B101 0 2,000 SH 2,000 1 2,000 CenterPoint Energy Inc common 15189T107 557 38,256 SH 38,256 1 38,256 CenturyTel Inc common 156700106 1,480 45,948 SH 45,948 1 45,948 Cephalon Inc common 156708109 405 6,794 SH 6,794 1 6,794 Cerner Corp common 156782104 1,037 12,937 SH 12,937 1 12,937 CF Industries Holdings Inc common 125269100 976 11,098 SH 11,098 1 11,098 Ch Robinson Worldwide common 12541W209 1,059 18,728 SH 18,728 1 18,728 Charles Schwab Corporation common 808513105 377 20,529 SH 20,529 1 20,529 Charming Shoppes common 161133103 0 8,600 SH 8,600 1 8,600 Chart Industries Inc common 16115Q308 0 1,400 SH 1,400 1 1,400 Check Point Software Technologies Ltd common 001082411 353 16,414 SH 16,414 1 16,414 Checkpoint Systems common 162825103 0 1,700 SH 1,700 1 1,700 Chesapeake Energy Corp common 165167107 8,653 372,371 SH 372,371 1 372,371 Chevron Corp common 166764100 21,536 297,499 SH 297,499 1 297,499 China Distance Education Holdings Ltd - ADR common 16944W104 2,530 371,000 SH 371,000 1 371,000 China Mass Media Corp - ADR common 169418100 2,242 458,067 SH 458,067 1 458,067 Chubb Corporation common 171232101 5,738 127,863 SH 127,863 1 127,863 Chunghwa Telecom Co Ltd - ADR common 17133Q106 827 47,850 SH 47,850 1 47,850 Church & Dwight Co Inc common 171340102 351 6,193 SH 6,193 1 6,193 Cia Vale Do Rio Doce - ADR common 204412209 5,241 291,358 SH 291,358 1 291,358 Ciber Inc common 17163B102 0 11,400 SH 11,400 1 11,400 Cigna Corporation common 125509109 1,358 38,560 SH 38,560 1 38,560 Cimarex Energy Co common 171798101 540 10,385 SH 10,385 1 10,385 Cincinnati Financial Corp common 172062101 337 14,575 SH 14,575 1 14,575 Cintas Corp common 172908105 407 14,854 SH 14,854 1 14,854
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Cisco Systems Inc common 17275R102 38,642 1,781,301 SH 1,781,301 1 1,781,301 Citigroup Inc common 172967101 1,833 412,505 SH 412,505 1 412,505 Citrix Systems common 177376100 1,005 27,247 SH 27,247 1 27,247 City Holding Corp common 177835105 0 1,200 SH 1,200 1 1,200 Cliffs Natural Resources Inc common 185896107 1,419 31,617 SH 31,617 1 31,617 Clorox Co common 189054109 918 15,796 SH 15,796 1 15,796 CME Group Inc common 12572Q105 384 1,244 SH 1,244 1 1,244 CNA Surety Corp common 12612L108 0 200 SH 200 1 200 Coach Inc common 189754104 2,141 59,333 SH 59,333 1 59,333 Coca Cola Company common 191216100 38,927 748,687 SH 748,687 1 748,687 Coca-Cola Enterprises Inc common 191219104 852 42,689 SH 42,689 1 42,689 Cognizant Tech Solutions common 192446102 1,733 39,041 SH 39,041 1 39,041 Cogo Group Inc common 192448108 0 4,300 SH 4,300 1 4,300 Colgate Palmolive Company common 194162103 6,892 84,438 SH 84,438 1 84,438 Collective Brands Inc common 19421W100 0 2,300 SH 2,300 1 2,300 Comcast Corp common 20030N101 29,768 1,967,378 SH 1,967,378 1 1,967,378 Comcast Corporation Cl A Special Common Stock common 20030N200 1,546 103,648 SH 103,648 1 103,648 Comerica Corporated common 200340107 95 3,064 SH 3,064 1 3,064 Comfort Systems USA, Inc common 199908104 0 1,300 SH 1,300 1 1,300 Companhia de Bebidas das Americas - ADR common 20441W203 350 6,000 SH 6,000 1 6,000 Computer Sciences common 205363104 867 17,133 SH 17,133 1 17,133 COMSYS IT Partners Inc common 20581E104 0 1,300 SH 1,300 1 1,300 Conagra Foods Inc common 205887102 1,065 52,062 SH 52,062 1 52,062 ConocoPhillips common 20825C104 31,859 655,051 SH 655,051 1 655,051 Consol Energy common 20854P109 773 18,440 SH 18,440 1 18,440 Consolidated Edison common 209115104 1,995 49,010 SH 49,010 1 49,010 Constellation Energy Group common 210371100 740 23,940 SH 23,940 1 23,940 Cooper Industries PLC common G24182100 1,079 25,742 SH 25,742 1 25,742 Core Mark Holding Co Inc common 218681104 0 1,100 SH 1,100 1 1,100 Corning Incorporated common 219350105 3,767 204,313 SH 204,313 1 204,313 Cosan Ltd common G25343107 5,180 700,000 SH 700,000 1 700,000 Costco Wholesale Corporation common 22160K105 5,699 105,438 SH 105,438 1 105,438 Covanta Holding Corp common 22282E102 5,338 250,388 SH 250,388 1 250,388 Covidien Plc common G2552X108 13,938 305,439 SH 305,439 1 305,439 Cracker Barrel Old Country Store Inc common 22410J106 0 1,500 SH 1,500 1 1,500 Cray Inc common 225223304 0 2,900 SH 2,900 1 2,900 Crown Castle Int'L Corp common 228227104 1,666 43,967 SH 43,967 1 43,967 Crown Holdings Inc common 228368106 428 16,053 SH 16,053 1 16,053 CSG Systems International Inc common 126349109 0 700 SH 700 1 700
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- CSX Corp common 126408103 3,178 72,947 SH 72,947 1 72,947 CTC Media Inc common 12642X106 323 26,253 SH 26,253 1 26,253 Ctrip.com International Ltd - ADR common 22943F100 18,162 449,080 SH 449,080 1 449,080 CTS Corp common 126501105 0 5,400 SH 5,400 1 5,400 Cubic Corp common 229669106 0 1,200 SH 1,200 1 1,200 Cummins common 231021106 1,432 30,690 SH 30,690 1 30,690 CVS Caremark Corp common 126650100 14,171 411,652 SH 411,652 1 411,652 Cynosure Inc common 232577205 137 15,679 SH 15,679 1 15,679 Danaher Corporation common 235851102 3,243 43,459 SH 43,459 1 43,459 Darden Restaurants Inc common 237194105 1,232 36,679 SH 36,679 1 36,679 Darling International Inc common 237266101 0 3,200 SH 3,200 1 3,200 Davita common 23918K108 518 9,946 SH 9,946 1 9,946 Dean Foods Co common 242370104 813 45,016 SH 45,016 1 45,016 Deere & Co common 244199105 3,720 67,814 SH 67,814 1 67,814 Dell Inc common 24702R101 3,031 202,454 SH 202,454 1 202,454 Delphi Financial Group Inc common 247131105 0 2,400 SH 2,400 1 2,400 Deluxe Corp common 248019101 0 2,800 SH 2,800 1 2,800 Denbury Resources Inc common 247916208 341 21,940 SH 21,940 1 21,940 Dentsply International common 249030107 449 13,536 SH 13,536 1 13,536 Devon Energy Corporation common 25179M103 5,326 80,045 SH 80,045 1 80,045 DeVry Inc common 251893103 757 13,824 SH 13,824 1 13,824 Diamond Management & Technology Consultants Inc common 25269L106 0 1,200 SH 1,200 1 1,200 Diamond Offshore Drilling common 25271C102 982 10,460 SH 10,460 1 10,460 Dillard's Inc common 254067101 0 2,200 SH 2,200 1 2,200 DineEquity Inc common 254423106 0 800 SH 800 1 800 DIRECTV common 25459L106 5,031 153,038 SH 153,038 1 153,038 Discover Financial Services common 254709108 251 15,868 SH 15,868 1 15,868 Discovery Communications Inc common 25470F104 3,031 100,485 SH 100,485 1 100,485 DISH Network Corp common 25470M109 362 20,851 SH 20,851 1 20,851 Dollar Tree Stores common 256746108 719 15,152 SH 15,152 1 15,152 Dominion Resources Inc common 25746U109 20,087 550,262 SH 550,262 1 550,262 Donegal Group Inc A common 257701201 0 2,600 SH 2,600 1 2,600 Dow Chemical common 260543103 4,937 186,684 SH 186,684 1 186,684 Dover Corporation common 260003108 1,034 28,655 SH 28,655 1 28,655 Dr Pepper Snapple Group Inc common 26138E109 730 27,638 SH 27,638 1 27,638 Dr Reddy Laboratories Ltd - ADR common 256135203 0 18,900 SH 18,900 1 18,900 DTE Energy Company common 233331107 1,161 29,047 SH 29,047 1 29,047 Duke Energy Corporation common 26441C105 2,990 191,190 SH 191,190 1 191,190 Dun and Bradstreet common 26483E100 435 5,766 SH 5,766 1 5,766 Dycom Industries common 267475101 0 2,300 SH 2,300 1 2,300 Dyncorp International Inc common 26817C101 0 800 SH 800 1 800 EarthLink Inc common 270321102 0 1,700 SH 1,700 1 1,700 East West Bancorp Inc common 27579R104 4,654 484,747 SH 484,747 1 484,747 Eastern Co common 276317104 0 1,100 SH 1,100 1 1,100 Eastman Chemical Co common 277432100 413 7,739 SH 7,739 1 7,739 Eaton Corporation common 278058102 1,599 25,132 SH 25,132 1 25,132 Eaton Vance Corp common 278265103 68 2,230 SH 2,230 1 2,230 eBay Inc common 278642103 3,494 155,241 SH 155,241 1 155,241 Ecolab Inc common 278865100 2,231 51,378 SH 51,378 1 51,378 Edison International common 281020107 1,842 55,352 SH 55,352 1 55,352
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Edwards Lifesciences Corp common 28176E108 1,134 13,768 SH 13,768 1 13,768 eHealth Inc common 28238P109 0 1,200 SH 1,200 1 1,200 EI Du Pont de Nemours & Co common 263534109 15,040 442,351 SH 442,351 1 442,351 El Paso Corporation common 28336L109 1,022 106,130 SH 106,130 1 106,130 Electronic Arts Inc common 285512109 6,600 357,836 SH 357,836 1 357,836 Electronics for Imaging Inc common 286082102 0 2,300 SH 2,300 1 2,300 Eli Lilly & Co common 532457108 5,178 152,583 SH 152,583 1 152,583 EMC Corporation common 268648102 4,609 282,112 SH 282,112 1 282,112 EMCOR Group common 29084Q100 0 1,900 SH 1,900 1 1,900 EMCORE Corp common 290846104 535 573,328 SH 573,328 1 573,328 Emerson Electric common 291011104 20,054 509,294 SH 509,294 1 509,294 Empresa Brasileira de Ae SA - ADR common 29081M102 793 30,000 SH 30,000 1 30,000 Endo Pharmaceuticals common 29264F205 807 38,999 SH 38,999 1 38,999 Energizer Holdings common 29266R108 397 5,960 SH 5,960 1 5,960 Enersis SA - ADR common 29274F104 3,494 192,600 SH 192,600 1 192,600 ENPRO Industries Inc common 29355X107 0 1,100 SH 1,100 1 1,100 Ensco International PLC common 29358Q109 1,432 31,945 SH 31,945 1 31,945 Enstar Group Ltd common G3075P101 0 500 SH 500 1 500 Entergy Corporation common 29364G103 2,832 35,298 SH 35,298 1 35,298 EOG Resources Inc common 26875P101 3,915 41,947 SH 41,947 1 41,947 EQT Corp common 26884L109 585 14,440 SH 14,440 1 14,440 Equifax Inc common 294429105 1,017 36,355 SH 36,355 1 36,355 Equity Residential Properties common 29476L107 201 6,722 SH 6,722 1 6,722 Euronet Worldwide Inc common 298736109 0 1,400 SH 1,400 1 1,400 Everest Re Group Ltd common G3223R108 296 3,736 SH 3,736 1 3,736 Exelon Co common 30161N101 5,553 111,373 SH 111,373 1 111,373 Exide Technologies common 302051206 5,247 893,203 SH 893,203 1 893,203 Expedia Inc common 30212P105 754 33,235 SH 33,235 1 33,235 Expeditors International of Washington Inc common 302130109 631 19,069 SH 19,069 1 19,069 Express Scripts Inc common 302182100 2,686 31,613 SH 31,613 1 31,613 Exxon Mobil Corporation common 30231G102 78,299 1,092,413 SH 1,092,413 1 1,092,413 Fair Isaac Corp common 303250104 0 1,500 SH 1,500 1 1,500 Fairpoint Communications Inc common 305560104 0 89 SH 89 1 89 Family Dollar Stores Inc common 307000109 1,139 38,367 SH 38,367 1 38,367 Fastenal Co common 311900104 617 16,757 SH 16,757 1 16,757 FBL Financial Group Inc common 30239F106 0 800 SH 800 1 800 Federal Signal Corp common 313855108 0 1,900 SH 1,900 1 1,900 FedEx Corporation common 31428X106 2,893 34,053 SH 34,053 1 34,053 Fidelity National Financial common 31620R105 74 5,351 SH 5,351 1 5,351 Fidelity National Information common 31620M106 1,117 47,196 SH 47,196 1 47,196 Fifth Third Bancorp common 316773100 164 15,535 SH 15,535 1 15,535 Financial Institutions common 317585404 6 2,500 SH 2,500 1 2,500 Finish Line Inc common 317923100 0 2,900 SH 2,900 1 2,900 First American Corp common 318522307 64 2,507 SH 2,507 1 2,507 First Defiance Financial Corp common 32006W106 0 1,000 SH 1,000 1 1,000 First Horizon Natl common 320517105 0 40,110 SH 40,110 1 40,110 First Industrial Realty Trust Inc common 32054K103 0 3,600 SH 3,600 1 3,600 First of Long Island Corp common 320734106 0 800 SH 800 1 800 First Potomac Realty Trust common 33610F109 0 2,100 SH 2,100 1 2,100 First Solar Inc common 336433107 948 6,913 SH 6,913 1 6,913 FirstEnergy Corporation common 337932107 2,855 62,196 SH 62,196 1 62,196 Fiserv common 337738108 815 16,947 SH 16,947 1 16,947 Flextronics International Ltd common 999900002 717 100,622 SH 100,622 1 100,622 Flowserve Corp common 34354P105 2,306 24,014 SH 24,014 1 24,014 Fluor Corp common 343412102 2,770 53,380 SH 53,380 1 53,380 FMC Corp common 302491303 1,419 31,065 SH 31,065 1 31,065 FMC Technologies common 30249U101 633 11,102 SH 11,102 1 11,102 Fomento Economico Mexicano SA de CV - ADR common 344419106 920 30,874 SH 30,874 1 30,874 Ford Motor Company common 345370860 4,864 517,178 SH 517,178 1 517,178 Forest Laboratories Inc common 345838106 976 34,117 SH 34,117 1 34,117 Fortune Brands Inc common 349631101 989 24,511 SH 24,511 1 24,511 Foster Wheeler AG common G36535139 471 15,846 SH 15,846 1 15,846 FPL Group common 302571104 3,691 66,239 SH 66,239 1 66,239 Franklin Resources Inc common 354613101 439 4,107 SH 4,107 1 4,107 Fuel Systems Solutions Inc common 35952W103 4,691 233,428 SH 233,428 1 233,428
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Fuel Tech Inc common 359523107 2,613 326,435 SH 326,435 1 326,435 GameStop Corp common 36467W109 1,371 56,879 SH 56,879 1 56,879 Gap Inc common 364760108 1,230 60,871 SH 60,871 1 60,871 Garmin common G37260109 7,703 257,864 SH 257,864 1 257,864 General Cable Corp common 369300108 10,138 334,838 SH 334,838 1 334,838 General Electric Company common 369604103 63,859 3,622,271 SH 3,622,271 1 3,622,271 General Mills common 370334104 2,393 39,755 SH 39,755 1 39,755 Genuine Parts Co common 372460105 563 15,332 SH 15,332 1 15,332 Genworth Financial CL A common 37247D106 104 9,446 SH 9,446 1 9,446 Genzyme Corporation common 372917104 4,633 88,439 SH 88,439 1 88,439 GFI Group Inc common 361652209 0 3,100 SH 3,100 1 3,100 Gibraltar Inds common 374689107 0 1,300 SH 1,300 1 1,300 Gilead Sciences Inc common 375558103 5,525 119,926 SH 119,926 1 119,926 Gladstone Capital Corp common 376535100 67 7,829 SH 7,829 1 7,829 Goldman Sachs Group common 38141G104 7,411 50,957 SH 50,957 1 50,957 Goodrich Corp common 382388106 2,310 36,244 SH 36,244 1 36,244 Goodyear Tire & Rubber Co common 382550101 423 23,919 SH 23,919 1 23,919 Google Inc common 38259P508 49,226 85,371 SH 85,371 1 85,371 GrafTech International Ltd common 384313102 0 1,100 SH 1,100 1 1,100 Group 1 Automotive, Inc common 398905109 0 300 SH 300 1 300 Grupo Aeroportuario del Pacifico SAB de CV - ADR common 400506101 1,890 64,600 SH 64,600 1 64,600 Grupo Televisa SA-SPONS ADR common 40049J206 3,290 168,800 SH 168,800 1 168,800 GSI Commerce Inc common 36238G102 0 1,500 SH 1,500 1 1,500 GT Solar International Inc common 3623E0209 15,212 2,717,518 SH 2,717,518 1 2,717,518 Gulf Island Fabrication Inc common 402307102 0 1,800 SH 1,800 1 1,800 H and R Block common 093671105 1,556 76,309 SH 76,309 1 76,309 Halliburton common 406216101 3,564 134,238 SH 134,238 1 134,238 Harley Davidson common 412822108 562 23,754 SH 23,754 1 23,754 Harris Corp common 413875105 926 20,589 SH 20,589 1 20,589 Harsco Corp common 415864107 421 11,405 SH 11,405 1 11,405 Hartford Financial Services Group common 416515104 3,453 132,746 SH 132,746 1 132,746 Hasbro common 418056107 869 31,466 SH 31,466 1 31,466 HB Fuller common 359694106 0 900 SH 900 1 900 HCP Inc common 40414L109 219 7,138 SH 7,138 1 7,138 HDFC Bank Ltd - ADR common 40415F101 1,926 23,350 SH 23,350 1 23,350 Health Care REIT Inc common 42217K106 132 2,940 SH 2,940 1 2,940 Healthspring Inc common 42224N101 0 2,400 SH 2,400 1 2,400 Heartland Payment Systems Inc common 42235N108 0 2,500 SH 2,500 1 2,500 Helmerich common 423452101 324 9,352 SH 9,352 1 9,352 Henry Schein Inc common 806407102 532 10,160 SH 10,160 1 10,160 Hercules Technology Growth Capital Inc common 427096508 157 15,239 SH 15,239 1 15,239 Hess Corp common 42809H107 13,610 241,297 SH 241,297 1 241,297 Hewlett Packard Company common 428236103 48,018 979,576 SH 979,576 1 979,576 Hexcel Corp common 428291108 4,622 467,462 SH 467,462 1 467,462 HJ Heinz Company common 423074103 1,485 38,153 SH 38,153 1 38,153 Home Depot Inc common 437076102 7,717 282,412 SH 282,412 1 282,412 Hopsira Inc common 441060100 841 17,600 SH 17,600 1 17,600 Horace Mann Educators Corp common 440327104 0 1,100 SH 1,100 1 1,100 HOST HOTELS AND RESORTS INC. common 44107P104 338 29,722 SH 29,722 1 29,722 Hudson City Bancorp Inc common 443683107 128 9,653 SH 9,653 1 9,653 Human Genome Sciences Inc common 444903108 0 400 SH 400 1 400 Humana Inc common 444859102 704 16,189 SH 16,189 1 16,189 Illinois Tool Works common 452308109 3,629 81,331 SH 81,331 1 81,331 Illumina Inc common 452327109 1,044 28,312 SH 28,312 1 28,312 Imation Corp common 45245A107 0 5,400 SH 5,400 1 5,400 IMS Health Inc common 449934108 1,034 48,136 SH 48,136 1 48,136 Industrial Select Sector SPDR Fund ETF common 81369Y704 1,140 61,720 SH 61,720 1 61,720 Informatica common 45666Q102 0 1,800 SH 1,800 1 1,800 Information Handling Services Inc common 451734107 474 9,145 SH 9,145 1 9,145 Infosys Technologies Ltd - ADR common 456788108 1,756 41,226 SH 41,226 1 41,226
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Ingersoll-Rand Plc common G4776G101 1,829 51,146 SH 51,146 1 51,146 Ingram Micro Inc common 457153104 15,216 898,919 SH 898,919 1 898,919 Innophos Holdings Inc common 45774N108 0 500 SH 500 1 500 Innospec common 45768S105 0 1,700 SH 1,700 1 1,700 Intel Corporation common 458140100 16,687 852,910 SH 852,910 1 852,910 Intercontinetal Exchange Inc. common 45865V100 5,493 57,829 SH 57,829 1 57,829 International Business Machines Corporation common 459200101 23,128 189,523 SH 189,523 1 189,523 International Coal Group Inc common 45928H106 0 6,900 SH 6,900 1 6,900 International Flavors and Fragrances common 459506101 308 8,394 SH 8,394 1 8,394 International Game Techology common 459902102 585 29,151 SH 29,151 1 29,151 International Paper Company common 460146103 6,403 431,131 SH 431,131 1 431,131 Interpublic Group of Companies common 460690100 382 60,716 SH 60,716 1 60,716 Intuit Inc common 461202103 1,006 34,392 SH 34,392 1 34,392 Intuitive Surgical Inc common 46120E602 1,083 4,616 SH 4,616 1 4,616 Invesco Ltd common G491BT108 198 8,568 SH 8,568 1 8,568 Iron Mountain Inc common 462846106 561 19,608 SH 19,608 1 19,608 Ishares DJ US Real Estate Index Fund ETF common 464287739 467 19,077 SH 19,077 1 19,077 iShares MSCI Canada Index Fund ETF common 464286509 1,946 75,000 SH 75,000 1 75,000 iShares MSCI Emerging Markets Index Fund ETF common 464287234 2,228 63,400 SH 63,400 1 63,400 iShares MSCI Hong Kong Index Fund ETF common 464286871 992 83,104 SH 83,104 1 83,104 Ishares MSCI Japan Index Fund ETF common 464286848 13,806 1,473,608 SH 1,473,608 1 1,473,608 iShares MSCI Singapore Index Fund ETF common 464286673 2,443 336,658 SH 336,658 1 336,658 Ista Pharmaceuticals Inc common 45031X204 0 5,700 SH 5,700 1 5,700 ITT Educational Services Inc common 45068B109 566 5,479 SH 5,479 1 5,479 ITT Industries Inc common 450911102 2,087 41,541 SH 41,541 1 41,541 IXYS Corp common 46600W106 353 52,194 SH 52,194 1 52,194 J M Smucker Company common 832696405 979 17,851 SH 17,851 1 17,851 Jack Henry & Associates Inc common 426281101 0 2,300 SH 2,300 1 2,300 Jack in the Box Inc common 466367109 0 2,400 SH 2,400 1 2,400 Jacobs Engineering Group common 469814107 791 17,740 SH 17,740 1 17,740 JAKKS Pacific common 47012E106 0 1,300 SH 1,300 1 1,300 JB Hunt Transport Services common 445658107 1,016 33,003 SH 33,003 1 33,003 JC Penney Co Inc common 708160106 746 23,341 SH 23,341 1 23,341 Jefferies Group Inc (New) common 472319102 65 2,138 SH 2,138 1 2,138 Johnson & Johnson common 478160104 26,989 442,819 SH 442,819 1 442,819 Johnson Controls common 478366107 2,566 102,065 SH 102,065 1 102,065 Jones Apparel Group Inc common 480074103 0 2,900 SH 2,900 1 2,900 Jos A Bank Clothiers Inc common 480838101 0 1,000 SH 1,000 1 1,000 Joy Global common 481165108 1,277 24,490 SH 24,490 1 24,490 JPMorgan Chase & Co common 46625H100 12,610 324,945 SH 324,945 1 324,945 Juniper Networks common 48203R104 1,542 61,074 SH 61,074 1 61,074 Kaman Corp common 483548103 0 2,000 SH 2,000 1 2,000 KBR Inc common 48242W106 460 20,282 SH 20,282 1 20,282 Kellogg Co common 487836108 1,546 32,419 SH 32,419 1 32,419 KeyCorp common 493267108 107 16,035 SH 16,035 1 16,035 Kimberly-Clark Corporation common 494368103 4,134 69,997 SH 69,997 1 69,997 Kimco Realty Corp common 49446R109 150 13,161 SH 13,161 1 13,161 Kinder Morgan Management LLC common 49455U100 416 9,229 SH 9,229 1 9,229 KLA Tencor Corporation common 482480100 508 16,045 SH 16,045 1 16,045 Kohls Corporation common 500255104 1,908 35,630 SH 35,630 1 35,630 Koppers Holdings Inc common 50060P106 0 1,300 SH 1,300 1 1,300 Kraft Foods Inc common 50075N104 7,594 279,220 SH 279,220 1 279,220 Kroger Company common 501044101 3,255 152,400 SH 152,400 1 152,400 Laboratory Corp Amer Hldg common 50540R409 878 12,758 SH 12,758 1 12,758 Lakeland Financial Corp common 511656100 0 1,100 SH 1,100 1 1,100
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Lam Research Corp common 512807108 452 11,857 SH 11,857 1 11,857 Lancaster Colony Corp common 513847103 0 500 SH 500 1 500 Landauer Inc common 51476K103 0 900 SH 900 1 900 Las Vegas Sands Corp common 517834107 668 44,270 SH 44,270 1 44,270 La-Z-Boy Inc common 505336107 0 4,700 SH 4,700 1 4,700 Legg Mason Inc common 524901105 96 2,835 SH 2,835 1 2,835 Lender Processing Services common 52602E102 812 19,370 SH 19,370 1 19,370 Leucadia National Corp common 527288104 103 3,974 SH 3,974 1 3,974 Liberty Global Inc common 530555101 1,408 66,900 SH 66,900 1 66,900 Liberty Interactive A common 53071M104 879 82,673 SH 82,673 1 82,673 Life Technologies Corp. common 53217V109 919 19,611 SH 19,611 1 19,611 Life Time Fitness common 53217R207 3,522 171,279 SH 171,279 1 171,279 Limited Brands common 532716107 711 36,258 SH 36,258 1 36,258 Lincoln Educational Services Corp common 533535100 0 1,700 SH 1,700 1 1,700 Lincoln National Corp common 534187109 180 6,653 SH 6,653 1 6,653 Linear Technology Corporation common 535678106 927 34,357 SH 34,357 1 34,357 Lionbridge Technologies Inc common 536252109 0 9,200 SH 9,200 1 9,200 Lithia Motors Inc common 536797103 0 4,800 SH 4,800 1 4,800 Loews Corp common 540424108 487 13,462 SH 13,462 1 13,462 Lowe's Cos Inc common 548661107 5,728 264,479 SH 264,479 1 264,479 LSB Industries Inc common 502160104 7,293 455,784 SH 455,784 1 455,784 LSI Corp common 502161102 368 67,561 SH 67,561 1 67,561 Lubrizol Corp common 549271104 1,030 14,914 SH 14,914 1 14,914 Lukoil OIO - ADR common 677862104 -610 -9,200 SH (9,200) 1 -9,200 M and T Bank Corp common 55261F104 105 1,563 SH 1,563 1 1,563 Macy's Inc common 55616P104 761 46,458 SH 46,458 1 46,458 Magellan Health Services Inc common 559079207 0 400 SH 400 1 400 Manhattan Associates, Inc common 562750109 0 1,900 SH 1,900 1 1,900 Manpower Inc common 56418H100 1,238 22,873 SH 22,873 1 22,873 ManTech International Corp common 564563104 0 800 SH 800 1 800 Marathon Oil Corporation common 565849106 3,765 119,395 SH 119,395 1 119,395 Marriott International common 571903202 500 20,724 SH 20,724 1 20,724 Marriott International Fractional Shares 2009 common FHB903208 0 43,014 SH 43,014 1 43,014 Marsh and McLennan Companies common 571748102 298 11,741 SH 11,741 1 11,741 Martin Marietta Matrls common 573284106 473 5,477 SH 5,477 1 5,477 Marvell Technology Group common G5876H105 1,400 73,341 SH 73,341 1 73,341 Masco Corporation common 574599106 1,050 74,916 SH 74,916 1 74,916 MasterCard Inc common 57636Q104 3,793 15,106 SH 15,106 1 15,106 Mattel common 577081102 1,075 58,551 SH 58,551 1 58,551 Maxim Integrated Products common 57772K101 538 28,728 SH 28,728 1 28,728 Maximus Inc common 577933104 0 500 SH 500 1 500 McAfee Inc common 579064106 584 14,047 SH 14,047 1 14,047 McCormick & Co Inc common 579780206 362 11,157 SH 11,157 1 11,157 McDermott International Inc common 580037109 808 32,857 SH 32,857 1 32,857 McDonald's Corporation common 580135101 10,727 186,168 SH 186,168 1 186,168 MCG Capital Crp common 58047P107 96 23,914 SH 23,914 1 23,914 McGraw Hill Companies common 580645109 2,112 61,883 SH 61,883 1 61,883 McKesson Corporation common 58155Q103 1,914 33,604 SH 33,604 1 33,604 MDU Resources Group Inc common 552690109 304 15,410 SH 15,410 1 15,410 MeadWestvaco Corp common 583334107 1,591 57,777 SH 57,777 1 57,777 Mechel - ADR common 583840103 556 25,230 SH 25,230 1 25,230 Medco Health Solutions Inc common 58405U102 4,722 82,781 SH 82,781 1 82,781 Mediacom Communications Corp common 58446K105 0 900 SH 900 1 900 Medical Action Industries Inc common 58449L100 0 2,700 SH 2,700 1 2,700 Medicines Co common 584688105 0 3,100 SH 3,100 1 3,100 Medtronic Inc common 585055106 7,688 177,984 SH 177,984 1 177,984 MEMC Electronic Materials Inc common 552715104 5,829 438,132 SH 438,132 1 438,132 Men's Wearhouse Inc common 587118100 0 2,000 SH 2,000 1 2,000 Merck & Company common 58933Y105 35,600 1,030,512 SH 1,030,512 1 1,030,512 Mercury Computer Systems Inc common 589378108 0 4,800 SH 4,800 1 4,800 Metabolix Inc common 591018809 1,003 106,000 SH 106,000 1 106,000 Methode Electronics common 591520200 0 4,800 SH 4,800 1 4,800 MetLife common 59156R108 916 24,103 SH 24,103 1 24,103 MetroPCS Communications Inc common 591708102 1,025 138,422 SH 138,422 1 138,422 MFA Mortgage Investments Inc common 55272X102 0 5,300 SH 5,300 1 5,300
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Microchip Technology Inc common 595017104 462 17,203 SH 17,203 1 17,203 Micron Technology Inc common 595112103 992 116,937 SH 116,937 1 116,937 Microsoft Corporation common 594918104 38,052 1,266,290 SH 1,266,290 1 1,266,290 Miller Industries Inc (Georgia) common 600551204 0 3,300 SH 3,300 1 3,300 Millipore Corp common 601073109 444 6,602 SH 6,602 1 6,602 Mindray Medical International Ltd - ADR common 602675100 15,256 510,000 SH 510,000 1 510,000 Minerals Tech common 603158106 0 200 SH 200 1 200 Mirant Corporation common 60467R100 724 47,725 SH 47,725 1 47,725 Mobile Telesystems OJSC - ADR common 607409109 5,727 142,356 SH 142,356 1 142,356 Mohawk Industries Inc common 608190104 187 3,958 SH 3,958 1 3,958 Molson Coors Brewery Co exchangable Class B common 60871R209 780 16,489 SH 16,489 1 16,489 Monmouth Real Estate Investment Corp common 609720107 0 2,900 SH 2,900 1 2,900 Monsanto Company common 61166W101 8,840 108,644 SH 108,644 1 108,644 Montpelier Re Holdings Ltd common G62185106 0 2,400 SH 2,400 1 2,400 Moodys Corp common 615369105 96 4,013 SH 4,013 1 4,013 Morgan Stanley common 617446448 756 23,097 SH 23,097 1 23,097 Mosaic Co common 61945A107 1,081 20,393 SH 20,393 1 20,393 Motorola common 620076109 2,461 307,846 SH 307,846 1 307,846 Murphy Oil Corp common 626717102 1,161 19,749 SH 19,749 1 19,749 MVC Capital Inc common 553829102 66 6,580 SH 6,580 1 6,580 Mylan Inc common 628530107 499 26,910 SH 26,910 1 26,910 Nabors Industries Ltd common G6359F103 458 25,273 SH 25,273 1 25,273 NACCO Industries common 629579103 0 200 SH 200 1 200 NASB Financial Inc common 628968109 0 1,100 SH 1,100 1 1,100 NASDAQ OMX Group Inc common 631103108 215 11,470 SH 11,470 1 11,470 NASDAQ-100 Index Tracking Stock ETF common 73935A104 2,934 61,497 SH 61,497 1 61,497 Nash-Finch Co common 631158102 0 800 SH 800 1 800 National Bankshares Inc (Virginia) common 634865109 0 1,200 SH 1,200 1 1,200 National Financial Partners Corp common 63607P208 0 4,600 SH 4,600 1 4,600 National Oilwell Varco common 637071101 2,433 59,525 SH 59,525 1 59,525 National Semiconductor Corp common 637640103 300 20,256 SH 20,256 1 20,256 Net 1 Ueps Technologies Inc common 64107N206 0 1,800 SH 1,800 1 1,800 NetApp Inc common 64110D104 1,206 36,674 SH 36,674 1 36,674 Neutral Tandem Inc common 64128B108 99 4,347 SH 4,347 1 4,347 New York Community Bancorp common 649445103 76 6,745 SH 6,745 1 6,745 Newell Rubbermaid Inc common 651229106 517 36,823 SH 36,823 1 36,823 Newfield Exploration Co common 651290108 1,885 44,448 SH 44,448 1 44,448 NewMarket Corp common 651587107 0 400 SH 400 1 400 Newmont Mining Corporation common 651639106 5,212 108,114 SH 108,114 1 108,114 Newport common 651824104 0 6,500 SH 6,500 1 6,500 News Corp common 65248E104 5,395 406,356 SH 406,356 1 406,356 Nii Holdings B common 62913F201 437 14,692 SH 14,692 1 14,692 Nike Inc common 654106103 3,258 56,256 SH 56,256 1 56,256 NiSource Inc common 65473P105 1,923 123,604 SH 123,604 1 123,604 Noble Corp common G65422100 4,277 124,274 SH 124,274 1 124,274 Noble Energy common 655044105 1,257 19,651 SH 19,651 1 19,651 Nordson Corp common 655663102 0 600 SH 600 1 600 Nordstrom Inc common 655664100 741 21,322 SH 21,322 1 21,322 Norfolk Southern Corporation common 655844108 2,011 42,197 SH 42,197 1 42,197 Northeast Utilities common 664397106 1,286 54,460 SH 54,460 1 54,460 Northern Trust Corporation common 665859104 268 4,475 SH 4,475 1 4,475 NorthStar Realty Finance Corp common 66704R100 0 3,900 SH 3,900 1 3,900
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- NorthWestern Corp common 668074305 0 1,900 SH 1,900 1 1,900 Novatek OAO - GDR common 669888208 452 11,500 SH 11,500 1 11,500 Novatel Wireless Inc common 66987M604 0 5,300 SH 5,300 1 5,300 NRG Energy Inc common 629377508 1,061 37,710 SH 37,710 1 37,710 Ntelos Holdings Corp common 67020Q107 0 1,900 SH 1,900 1 1,900 Nu Skin Enterprises Inc common 67018T105 0 500 SH 500 1 500 NuCor Corp common 670346105 2,988 67,455 SH 67,455 1 67,455 Nuvasive common 670704105 1,340 39,241 SH 39,241 1 39,241 Nvidia Corp common 67066G104 1,047 62,351 SH 62,351 1 62,351 Nyse Euronext common 629491101 162 5,416 SH 5,416 1 5,416 Occidental Petroleum Corporation common 674599105 9,427 127,506 SH 127,506 1 127,506 Ocean Power Technologies Inc common 674870308 1,234 126,408 SH 126,408 1 126,408 Old Republic International Corp common 680223104 140 12,800 SH 12,800 1 12,800 OM Group Inc common 670872100 0 1,000 SH 1,000 1 1,000 Omnicare Inc common 681904108 325 12,917 SH 12,917 1 12,917 Omnicom Group Inc common 681919106 1,446 39,758 SH 39,758 1 39,758 OMNOVA Solutions Inc common 682129101 0 5,700 SH 5,700 1 5,700 Oneok Inc common 682680103 675 17,136 SH 17,136 1 17,136 Oracle Corporation common 68389X105 12,941 583,017 SH 583,017 1 583,017 O'Reilly Automotive Inc common 686091109 481 12,966 SH 12,966 1 12,966 Oriental Financial Group Inc common 68618W100 0 3,300 SH 3,300 1 3,300 Ormat Technologies Inc common 686688102 6,043 155,622 SH 155,622 1 155,622 Owens & Minor Inc common 690732102 0 1,400 SH 1,400 1 1,400 Owens-Illinois common 690768403 1,198 39,468 SH 39,468 1 39,468 Overstock.com Inc common 690370101 0 1,800 SH 1,800 1 1,800 Paccar Inc common 693718108 2,016 55,280 SH 55,280 1 55,280 Pacific Sunwear of California common 694873100 0 5,800 SH 5,800 1 5,800 Pactiv Corp common 695257105 1,531 65,145 SH 65,145 1 65,145 Pall Corp common 696429307 451 14,801 SH 14,801 1 14,801 Park National Corp common 700658107 0 500 SH 500 1 500 Parker Hannifin Corp common 701094104 2,066 39,601 SH 39,601 1 39,601 Partnerre Ltd common G6852T105 269 3,868 SH 3,868 1 3,868 Patterson-Uti Energy common 703481101 354 25,033 SH 25,033 1 25,033 Paychex common 704326107 1,044 36,729 SH 36,729 1 36,729 PC Mall Inc common 69323K100 0 1,600 SH 1,600 1 1,600 Peabody Energy Corp. common 704549104 1,290 29,101 SH 29,101 1 29,101 Pentair INC common 709631105 332 11,702 SH 11,702 1 11,702 Peoples United Financial Inc common 712704105 114 7,163 SH 7,163 1 7,163 Pep Boys-Manny Moe & Jack common 713278109 0 6,000 SH 6,000 1 6,000 Pepco Holdings Inc common 713291102 218 15,170 SH 15,170 1 15,170 Pepsi Bottling Group Inc common 713409100 502 14,030 SH 14,030 1 14,030 PepsiAmericas Inc common 71343P200 169 6,030 SH 6,030 1 6,030 PepsiCo Inc common 713448108 14,196 240,890 SH 240,890 1 240,890 Petrohawk Energy Corp common 716495106 713 30,720 SH 30,720 1 30,720 Petroleo Brasileiro SA - ADR common 71654V101 2,771 88,512 SH 88,512 1 88,512 Pfizer Inc common 717081103 61,576 3,529,381 SH 3,529,381 1 3,529,381 PG and E Corp common 69331C108 2,634 64,830 SH 64,830 1 64,830 PH Glatfelter Co common 377316104 0 4,100 SH 4,100 1 4,100 Pharmaceutical Recources common 69888P106 0 1,800 SH 1,800 1 1,800 PHH Corporation common 693320202 0 1,800 SH 1,800 1 1,800 Philippine Long Distance Telephone Company - ADR common 718252604 3,327 62,200 SH 62,200 1 62,200 Pier 1 Imports common 720279108 0 4,500 SH 4,500 1 4,500 Pioneer Natural Resources Co common 723787107 629 15,007 SH 15,007 1 15,007 Piper Jaffray Cos WI common 724078100 0 700 SH 700 1 700 Pitney Bowes Ic common 724479100 1,132 51,474 SH 51,474 1 51,474 Plains Exploration & Production Co common 726505100 322 12,167 SH 12,167 1 12,167 Plantronics Inc common 727493108 0 2,400 SH 2,400 1 2,400 Platinum Underwriters Holdings Ltd common G7127P100 0 700 SH 700 1 700 Plum Creek Timber Co common 729251108 131 3,996 SH 3,996 1 3,996 PNC Financial Services Group common 693475105 419 9,155 SH 9,155 1 9,155 Polaris Industries Inc common 731068102 0 1,000 SH 1,000 1 1,000 Polo Ralph Lauren Corporation Class A common 731572103 586 7,414 SH 7,414 1 7,414 Polycom Inc common 73172K104 11,110 465,305 SH 465,305 1 465,305 Polypore International Inc common 73179V103 2,181 183,597 SH 183,597 1 183,597 PPG Industries common 693506107 1,271 22,426 SH 22,426 1 22,426 PPL Corp common 69351T106 2,004 67,053 SH 67,053 1 67,053 Praxair common 74005P104 4,355 55,094 SH 55,094 1 55,094 Precision Castparts Corp common 740189105 3,701 33,249 SH 33,249 1 33,249 Priceline.Com common 741503403 1,576 7,857 SH 7,857 1 7,857 Pride International Inc common 74153Q102 1,933 71,080 SH 71,080 1 71,080 Principal Financial Group Inc common 74251V102 207 6,980 SH 6,980 1 6,980 Procter and Gamble Company common 742718109 53,581 944,531 SH 944,531 1 944,531
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Progress Energy common 743263105 1,622 41,036 SH 41,036 1 41,036 Progress Sftw common 743312100 0 1,600 SH 1,600 1 1,600 Progressive Corporation common 743315103 249 14,536 SH 14,536 1 14,536 Prologis common 743410102 325 25,709 SH 25,709 1 25,709 Prosperity Bancs common 743606105 0 1,300 SH 1,300 1 1,300 Providence Service common 743815102 0 2,300 SH 2,300 1 2,300 Prudential Financial common 744320102 744 14,376 SH 14,376 1 14,376 PSS World Medical Inc common 69366A100 0 1,600 SH 1,600 1 1,600 Public Services Enterprise Group Incorporated common 744573106 2,473 77,247 SH 77,247 1 77,247 Public Storage common 74460D109 230 3,099 SH 3,099 1 3,099 QAD Inc common 74727D108 0 1,000 SH 1,000 1 1,000 QC Holdings Inc common 74729T101 0 4,700 SH 4,700 1 4,700 QLogic Corp common 747277101 2,283 120,340 SH 120,340 1 120,340 Qualcomm Inc common 747525103 11,702 258,946 SH 258,946 1 258,946 Quanta Services Inc common 74762E102 1,337 62,488 SH 62,488 1 62,488 Quest Diagnostics Inc common 74834L100 1,033 19,087 SH 19,087 1 19,087 Quest Software Inc common 74834T103 0 3,500 SH 3,500 1 3,500 Questar Corp common 748356102 1,035 24,759 SH 24,759 1 24,759 Qwest Communications International Inc common 749121109 1,264 338,079 SH 338,079 1 338,079 Ralcorp common 751028101 1,041 18,156 SH 18,156 1 18,156 Range Resources Corp common 75281A109 795 15,949 SH 15,949 1 15,949 RED HAT, INC. common 756577102 711 24,720 SH 24,720 1 24,720 Regal Beloit Corp common 758750103 0 200 SH 200 1 200 Regions Financial Corporation common 7591EP100 137 22,523 SH 22,523 1 22,523 Renaissance Learning Inc common 75968L105 0 700 SH 700 1 700 RenaissanceRe Holdings common G7496G103 4,101 89,483 SH 89,483 1 89,483 Republic Airways Holdings Inc common 760276105 0 2,400 SH 2,400 1 2,400 Republic Bancorp Inc common 760281204 0 1,400 SH 1,400 1 1,400 Republic Services Inc common 760759100 1,368 52,239 SH 52,239 1 52,239 RLI Corp common 749607107 0 600 SH 600 1 600 Robert Half International Inc common 770323103 408 15,532 SH 15,532 1 15,532 Rock-Tenn Co common 772739207 0 1,200 SH 1,200 1 1,200 Rockwell Automation Inc common 773903109 929 21,840 SH 21,840 1 21,840 Rockwell Collins Corp common 774341101 1,364 24,356 SH 24,356 1 24,356 Rockwood Holdings Inc common 774415103 4,845 270,210 SH 270,210 1 270,210 Rollins Inc common 775711104 0 1,800 SH 1,800 1 1,800 Roper Industries common 776696106 946 19,020 SH 19,020 1 19,020 Ross Stores Inc common 778296103 564 12,442 SH 12,442 1 12,442 Rowan Company Inc common 779382100 1,995 84,198 SH 84,198 1 84,198 Royal Caribbean Cruises Ltd common 000886286 1,246 58,483 SH 58,483 1 58,483 RR Donnelley and Sons Co common 257867101 462 21,365 SH 21,365 1 21,365 Ruby Tuesday Inc common 781182100 0 3,300 SH 3,300 1 3,300 Ruddick Corp common 781258108 0 300 SH 300 1 300 Safeguard Scientifics Inc common 786449207 75 6,685 SH 6,685 1 6,685 Safety Insurance Group Inc common 78648T100 0 900 SH 900 1 900 Safeway Inc common 786514208 2,105 105,427 SH 105,427 1 105,427 Saic Inc common 78390X101 332 18,658 SH 18,658 1 18,658 Salesforce.com Inc common 79466L302 508 10,104 SH 10,104 1 10,104 Sanderson Farms Inc common 800013104 0 700 SH 700 1 700 SanDisk Corp common 80004C101 1,010 43,136 SH 43,136 1 43,136 Sapient Corp common 803062108 13,094 1,993,070 SH 1,993,070 1 1,993,070 Sara Lee Corporation common 803111103 1,648 138,432 SH 138,432 1 138,432 Satyam Computers Services Ltd - ADR common 804098101 0 5,700 SH 5,700 1 5,700 Savient Pharmaceuticals Inc common 80517Q100 0 1,200 SH 1,200 1 1,200 Scana Corp common 80589M102 356 10,256 SH 10,256 1 10,256 Schawk Inc common 806373106 0 3,300 SH 3,300 1 3,300 Schlumberger Ltd common 806857108 9,146 154,492 SH 154,492 1 154,492 Seagate Technology common G7945J104 1,280 77,777 SH 77,777 1 77,777 Sealed Air Corp common 81211K100 1,042 49,503 SH 49,503 1 49,503 Sears Holdings Corp common 812350106 1,020 14,628 SH 14,628 1 14,628 SEI Investments Co common 784117103 104 4,800 SH 4,800 1 4,800 Sempra Energy common 816851109 2,611 51,533 SH 51,533 1 51,533 Sensient Technologies Corp common 81725T100 0 1,000 SH 1,000 1 1,000
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Sherwin Williams Co common 824348106 5,314 99,145 SH 99,145 1 99,145 Sigma Aldrich Corp common 826552101 775 14,979 SH 14,979 1 14,979 Sigma Designs Inc common 826565103 9,217 644,450 SH 644,450 1 644,450 Silicon Motion - ADR common 82706C108 950 298,510 SH 298,510 1 298,510 Simcere Pharmaceutical Group - ADR common 82859P104 1,607 170,000 SH 170,000 1 170,000 Simon Property Group Inc common 828806109 403 5,742 SH 5,742 1 5,742 SINA Corp common G81477104 490 14,600 SH 14,600 1 14,600 SLM Corporation common 78442P106 90 9,364 SH 9,364 1 9,364 Smith International Inc common 832110100 526 19,436 SH 19,436 1 19,436 Sociedad Quimica y Minera de Chile SA - ADR common 833635105 94 2,900 SH 2,900 1 2,900 Sohu.com Inc common 83408W103 600 10,200 SH 10,200 1 10,200 Sonic Automotive Inc common 83545G102 0 2,200 SH 2,200 1 2,200 Southern Company common 842587107 3,466 108,388 SH 108,388 1 108,388 Southern Copper Corp common 84265V105 526 15,866 SH 15,866 1 15,866 Southwest Airlines common 844741108 192 21,523 SH 21,523 1 21,523 Southwestern Energy Co common 845467109 6,748 157,856 SH 157,856 1 157,856 Spartan Motors Inc common 846819100 0 3,600 SH 3,600 1 3,600 Spartech Corp common 847220209 0 2,500 SH 2,500 1 2,500 SPDR Trust Series 1 ETF common 78462F103 12,003 85,422 SH 85,422 1 85,422 Spectra Energy Corp common 847560109 1,393 73,128 SH 73,128 1 73,128 Sprint Nextel Corp common 852061100 1,828 454,020 SH 454,020 1 454,020 SPX Corp common 784635104 673 9,515 SH 9,515 1 9,515 SRA International Inc common 78464R105 0 1,900 SH 1,900 1 1,900 St Jude Medical Inc common 790849103 1,775 52,236 SH 52,236 1 52,236 Stanley Black & Decker Inc common 854502101 645 13,197 SH 13,197 1 13,197 Staples common 855030102 2,450 108,997 SH 108,997 1 108,997 Starbucks Corp common 855244109 2,331 101,181 SH 101,181 1 101,181 Starwood Hotels and Resorts Worldwide Inc common 85590A401 654 18,061 SH 18,061 1 18,061 State Street Corporation common 857477103 554 10,127 SH 10,127 1 10,127 Stein Mart, Inc common 858375108 0 1,500 SH 1,500 1 1,500 Stericycle INC. common 858912108 432 8,748 SH 8,748 1 8,748 Stryker Corporation common 863667101 3,741 73,842 SH 73,842 1 73,842 Sturm Ruger & Co Inc common 864159108 0 2,500 SH 2,500 1 2,500 Sun Microsystems common 866810203 810 90,236 SH 90,236 1 90,236 Suno common 86764P109 678 18,971 SH 18,971 1 18,971 SunTrust Banks common 867914103 376 16,796 SH 16,796 1 16,796 SUPERVALU INC common 868536103 489 32,915 SH 32,915 1 32,915 SVB Financial Group common 78486Q101 0 400 SH 400 1 400 Symantec Corp common 871503108 1,918 122,266 SH 122,266 1 122,266 Symmetricom common 871543104 0 5,500 SH 5,500 1 5,500 Synchronoss Technologies Inc common 87157B103 1,094 73,838 SH 73,838 1 73,838 Sysco Corporation common 871829107 3,654 142,273 SH 142,273 1 142,273 T Rowe Price Group Inc common 74144T108 302 6,946 SH 6,946 1 6,946 Take Two Interactive Software common 874054109 14,568 1,624,418 SH 1,624,418 1 1,624,418 Target Corporation common 87612E106 5,277 115,882 SH 115,882 1 115,882 Technitrol Inc common 878555101 0 3,600 SH 3,600 1 3,600 Teledyne Technologies Inc common 879360105 0 1,800 SH 1,800 1 1,800 Telephone & Data Systems common 879433100 389 12,678 SH 12,678 1 12,678 Telvent GIT SA common 017849503 593 15,631 SH 15,631 1 15,631 Tempur Pedic Intl common 88023U101 0 1,900 SH 1,900 1 1,900 Tenaris SA - ADR common 88031M109 569 22,200 SH 22,200 1 22,200 Teradata Corp common 88076W103 420 15,907 SH 15,907 1 15,907 Teva Pharmaceutical Industries - ADR common 881624209 2,632 62,521 SH 62,521 1 62,521 Texas Instruments Incorporated common 882508104 4,511 184,434 SH 184,434 1 184,434 TFS Financial Corp common 87240R107 94 8,059 SH 8,059 1 8,059 The Blackstone Group LP common 09253U108 347 24,399 SH 24,399 1 24,399 The Hershey Company common 427866108 583 14,966 SH 14,966 1 14,966 The Travelers Cos common 89417E109 722 14,554 SH 14,554 1 14,554 Thermo Fisher Scientific common 883556102 14,530 317,427 SH 317,427 1 317,427 TICC Capital Corp common 87244T109 73 14,111 SH 14,111 1 14,111 Tiffany and Co common 886547108 541 12,903 SH 12,903 1 12,903 Time Warner Cable Inc common 88732J207 13,973 353,048 SH 353,048 1 353,048 Time Warner Inc common 887317303 16,403 587,859 SH 587,859 1 587,859 TJX Cos Inc common 872540109 2,235 63,320 SH 63,320 1 63,320 Toll Brothers common 889478103 438 21,084 SH 21,084 1 21,084 Tompkins Financial Corp common 890110109 0 1,000 SH 1,000 1 1,000 Total System Services Inc common 891906109 341 22,526 SH 22,526 1 22,526
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Tower Group Inc common 891777104 0 1,500 SH 1,500 1 1,500 Tractor Supply common 892356106 0 1,000 SH 1,000 1 1,000 Transocean Ltd common G90073100 21,086 256,888 SH 256,888 1 256,888 Twin Disc Inc common 901476101 0 2,200 SH 2,200 1 2,200 Tyco Electronics Ltd common G9144P105 3,260 143,988 SH 143,988 1 143,988 Tyco International Ltd common G9143X208 6,554 190,424 SH 190,424 1 190,424 Tyson Foods common 902494103 988 81,369 SH 81,369 1 81,369 Ultra Petroleum Corp common 903914109 740 15,441 SH 15,441 1 15,441 Ultralife Corp common 903899102 5,652 786,506 SH 786,506 1 786,506 Unica Corp common 904583101 0 2,900 SH 2,900 1 2,900 Union Pacific Corporation common 907818108 14,170 246,976 SH 246,976 1 246,976 Unisys Corp common 909214108 0 1,100 SH 1,100 1 1,100 United Parcel Service Inc common 911312106 6,181 110,050 SH 110,050 1 110,050 United States Steel Corp common 912909108 2,250 45,741 SH 45,741 1 45,741 United Stationers Inc common 913004107 0 200 SH 200 1 200 UnitedHealth Group Incorporated common 91324P102 8,120 259,719 SH 259,719 1 259,719 Unum Group common 91529Y106 319 18,027 SH 18,027 1 18,027 Urban Outfitters common 917047102 432 15,273 SH 15,273 1 15,273 URS Corp common 903236107 667 14,915 SH 14,915 1 14,915 US Bancorp common 902973304 897 37,351 SH 37,351 1 37,351 US Physical Therapy Inc common 90337L108 0 2,200 SH 2,200 1 2,200 USA Mobility Inc common 90341G103 0 3,100 SH 3,100 1 3,100 Utd Natural Fds common 911163103 0 1,800 SH 1,800 1 1,800 Utstarcom Inc common 918076100 1 23 SH 23 1 23 Valassis Communications Inc common 918866104 0 1,500 SH 1,500 1 1,500 Vale SA-SP Pref - ADR common 204412100 3,500 176,900 SH 176,900 1 176,900 Valero Energy Corp common 91913Y100 14,371 824,231 SH 824,231 1 824,231
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY SHARED TITLE OF VALUE SHRS OR SH/ PUT/ SOLE OTHER OTHER SOLE NONE NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL (A) SHARED (B) (C) MANAGERS (A) SHARED (B) (C) - --------------------------- -------- --------- --------- ---------- ---- ---- ---- ---------- ------ -------- ---- ----------- ---- Walgreen common 931422109 8,880 253,320 SH 253,320 1 253,320 Walt Disney Company common 254687106 8,761 275,253 SH 275,253 1 275,253 Varian Medical Systems Inc common 92220P105 488 11,076 SH 11,076 1 11,076 Waste Management common 94106L109 1,974 64,557 SH 64,557 1 64,557 Waters Corp common 941848103 467 9,048 SH 9,048 1 9,048 Wausau Paper Corp common 943315101 0 2,400 SH 2,400 1 2,400 Weatherford International Ltd common G95089101 1,587 79,323 SH 79,323 1 79,323 Wellpoint Inc common 94973V107 3,779 64,724 SH 64,724 1 64,724 Wells Fargo and Company common 949746101 14,357 523,125 SH 523,125 1 523,125 Ventas Inc common 92276F100 157 3,842 SH 3,842 1 3,842 Ventiv Health common 46122E105 0 2,100 SH 2,100 1 2,100 Verenium Corp common 92340P100 693 142,000 SH 142,000 1 142,000 VeriFone Holdings Inc common 92342Y109 0 1,300 SH 1,300 1 1,300 Verigy Ltd common 999900288 755 76,343 SH 76,343 1 76,343 VeriSign Inc common 92343E102 376 17,629 SH 17,629 1 17,629 Verizon Communications Inc common 92343V104 13,456 437,063 SH 437,063 1 437,063 Vertex Pharmaceuticals common 92532F100 1,344 36,127 SH 36,127 1 36,127 Western Digital Corp common 958102105 4,677 118,964 SH 118,964 1 118,964 Western Refining Inc common 959319104 0 4,600 SH 4,600 1 4,600 Western Union Co common 959802109 1,954 108,176 SH 108,176 1 108,176 Weyerhauser Company common 962166104 1,185 27,696 SH 27,696 1 27,696 VF Corp common 918204108 995 14,374 SH 14,374 1 14,374 Whirlpool Corp common 963320106 894 11,233 SH 11,233 1 11,233 Whole Foods Market Inc. common 966837106 1,060 35,388 SH 35,388 1 35,388 Viacom CL B common 92553P201 2,081 70,221 SH 70,221 1 70,221 Willbros Group Inc common 969203108 0 2,500 SH 2,500 1 2,500 Williams Companies common 969457100 1,312 63,218 SH 63,218 1 63,218 Vimpelcom - ADR common 68370R109 3,494 194,253 SH 194,253 1 194,253 Windstream Corp common 97381W104 336 38,956 SH 38,956 1 38,956 Wintrust Finl common 97650W108 0 300 SH 300 1 300 Virgin Media common 92769L101 832 52,066 SH 52,066 1 52,066 Visa Inc common 92826C839 6,455 72,800 SH 72,800 1 72,800 Wisconsin Energy Corp common 976657106 1,082 24,970 SH 24,970 1 24,970 VistaPrint NV common G93762204 4,671 169,629 SH 169,629 1 169,629 World Acceptance Corp common 981419104 0 1,400 SH 1,400 1 1,400 Vornado Realty Trust common 929042109 247 3,907 SH 3,907 1 3,907 Worthington Industries Inc common 981811102 0 800 SH 800 1 800 Vulcan Materials Company common 929160109 758 14,973 SH 14,973 1 14,973 WW Grainger Inc common 384802104 2,051 22,542 SH 22,542 1 22,542 Wynn Resorts common 983134107 429 7,198 SH 7,198 1 7,198 Xcel Energy Inc common 98389B100 1,324 66,767 SH 66,767 1 66,767 Xerox Corp common 984121103 876 102,771 SH 102,771 1 102,771 Xilinx common 983919101 952 42,321 SH 42,321 1 42,321 XL Capital Ltd common G98255105 436 21,941 SH 21,941 1 21,941 XTO Energy Inc common 98385X106 3,694 78,803 SH 78,803 1 78,803 Yahoo! Inc common 984332106 34,829 2,298,361 SH 2,298,361 1 2,298,361 Yum Brands common 988498101 2,004 58,089 SH 58,089 1 58,089 Zimmer Holdings common 98956P102 1,597 27,559 SH 27,559 1 27,559 --------- ---------- 2,359,637 87,078,699
-----END PRIVACY-ENHANCED MESSAGE-----