-----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, WxQK+KxcGS1qW5baVs7gn+0X/ynAONj1WmeonKAjW5PzcTNv9CLOB22Y/W2VBrbI qIvCQ3QmvUcguQw8TP8Xng== 0001193125-10-138322.txt : 20100614 0001193125-10-138322.hdr.sgml : 20100614 20100614064804 ACCESSION NUMBER: 0001193125-10-138322 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100614 DATE AS OF CHANGE: 20100614 EFFECTIVENESS DATE: 20100614 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: 10893716 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: March 31, 2010 Check here if Amendment [_]; Amendment Number: ------------- This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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 6/11/2010 - -------------------------- -------------------------- ---------------------- [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: 970 Form 13F Information Table Value Total (x$1000): 3,699,660 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 AS 13F US GOVERNMENT REPORT [LOGO] DnBNOR Asset Management 3/31/2010
ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY TITLE OF SH/ PUT/ SOLE SHARED SHARED OTHER SOLE SHARED NONE NAME OF ISSUER CLASS CUSIP MARKETVALUE VOLUME PRN CALL (A) (B) OTHER (C) MANAGERS (A) (B) (C) - ---------------------------- -------- --------- ----------- --------- --- ---- ---- --------- --------- -------- ---- --------- ---- A. Schulman Inc common 808194104 68,516 2,800 SH 2,800 1 2,800 AAR Corp common 000361105 17,374 700 SH 700 1 700 Abbott Laboratories common 002824100 51,559,444 978,729 SH 978,729 1 978,729 Abercrombie & Fitch common 002896207 660,639 14,475 SH 14,475 1 14,475 Accenture Plc common 00B4BNMY3 10,173,001 242,503 SH 242,503 1 242,503 Accenture Plc - Not in use common 00B4BNMY3 19,514,259 465,179 SH 465,179 1 465,179 ACE Limited common 004432874 603,699 11,543 SH 11,543 1 11,543 Aceto Corp common 004446100 18,724 3,100 SH 3,100 1 3,100 Actel Corp common 004934105 668,609 48,275 SH 48,275 1 48,275 Activision Blizzard Inc common 00507V109 929,561 77,078 SH 77,078 1 77,078 Acuity Brands Inc common 00508Y102 16,884 400 SH 400 1 400 ADC Telecommunications Inc common 000886309 4,537,982 620,791 SH 620,791 1 620,791 Adobe Systems Inc common 00724F101 2,406,150 68,028 SH 68,028 1 68,028 Advance America Cash Advance Centers Inc common 00739W107 38,412 6,600 SH 6,600 1 6,600 Advance Auto Parts common 00751Y106 3,048,213 72,715 SH 72,715 1 72,715 Advanced Analogic Technologies Inc common 00752J108 636,307 182,323 SH 182,323 1 182,323 Advanced Energy Industries Inc common 007973100 -1,989,237 -120,123 SH -120,123 1 -120,123 Advanced Micro Devices inc common 007903107 1,099,886 118,650 SH 118,650 1 118,650 Advanced Semiconductor Engineering Inc common 00756M404 576,896 127,350 SH 127,350 1 127,350 AEP Industries Inc common 001031103 20,816 800 SH 800 1 800 AeroVironment Inc common 008073108 1,920,051 73,537 SH 73,537 1 73,537 AES Corp common 00130H105 884,598 80,418 SH 80,418 1 80,418 Aetna Inc common 00817Y108 2,655,966 75,647 SH 75,647 1 75,647 Aflac Inc common 001055102 841,441 15,499 SH 15,499 1 15,499 AGCO Corp common 001084102 2,924,051 81,518 SH 81,518 1 81,518 Agilent Technologies Incagilus common 00846U101 1,639,303 47,668 SH 47,668 1 47,668 Agilysys Inc common 00847J105 41,329 3,700 SH 3,700 1 3,700 Agree Realty Corp common 008492100 22,860 1,000 SH 1,000 1 1,000 Air Products & Chemicals Inc common 009158106 5,288,682 71,517 SH 71,517 1 71,517 Airgas Inc common 009363102 496,681 7,807 SH 7,807 1 7,807 Akamai Tech common 00971T101 786,852 25,051 SH 25,051 1 25,051 Alaska Air Group Inc common 011659109 53,599 1,300 SH 1,300 1 1,300 Alcoa Inc common 013817101 15,880,861 1,115,229 SH 1,115,229 1 1,115,229 Allegheny Energy Inc common 017361106 1,277,489 55,543 SH 55,543 1 55,543 Allegheny Technologies common 01741R102 654,251 12,118 SH 12,118 1 12,118 Allergan Inc common 018490102 2,576,155 39,439 SH 39,439 1 39,439 Alliance Data Systems Corp common 018581108 653,338 10,210 SH 10,210 1 10,210 Alliance Financial Corp common 019205103 23,584 800 SH 800 1 800 Alliant Energy Corp common 018802108 697,229 20,963 SH 20,963 1 20,963 Allied Capital Corp common 01903Q108 267,590 53,841 SH 53,841 1 53,841 Allstate Corporation common 020002101 20,669,579 639,727 SH 639,727 1 639,727 Almacenes Exito SA - GDR common 020279105 508,290 56,200 SH 56,200 1 56,200 Alon USA Energy Inc common 020520102 21,750 3,000 SH 3,000 1 3,000 Alpha Ntrl Resc common 02076X102 781,577 15,666 SH 15,666 1 15,666 Altera Corp common 021441100 967,416 39,795 SH 39,795 1 39,795 Amazon.Com Inc common 023135106 4,798,191 35,351 SH 35,351 1 35,351 Ameren Corporation common 023608102 765,474 29,351 SH 29,351 1 29,351 America Movil - ADR common 02364W105 9,995,561 198,561 SH 198,561 1 198,561 America Service Group Inc common 02364L109 28,962 1,800 SH 1,800 1 1,800 American Capital Ltd common 02503Y103 474,269 93,360 SH 93,360 1 93,360 American Eagle Outf. common 02553E106 465,352 25,127 SH 25,127 1 25,127 American Electric Power Co Inc common 025537101 1,979,364 57,910 SH 57,910 1 57,910 American Express common 025816109 24,178 586 SH 586 1 586 American Greetin common 026375105 39,596 1,900 SH 1,900 1 1,900 American International Group Inc common 026874784 92,861 2,720 SH 2,720 1 2,720 American Superconductor Corp common 030111108 -961,445 -33,268 SH -33,268 1 -33,268 American Tower Corp A common 029912201 2,331,747 54,723 SH 54,723 1 54,723 American Water Works Co Inc common 030420103 512,970 23,574 SH 23,574 1 23,574 AMERIGROUP Corp common 03073T102 43,212 1,300 SH 1,300 1 1,300 Ameriprise Financial common 03076C106 240,998 5,313 SH 5,313 1 5,313 AMERISAFE Inc common 03071H100 4,911 300 SH 300 1 300 Amerisourcebergen Corp common 03073E105 2,568,298 88,807 SH 88,807 1 88,807 Ameritrade holding corp common 87236Y108 1,140,684 59,847 SH 59,847 1 59,847 AMETEK Inc common 031100100 693,543 16,728 SH 16,728 1 16,728 Amgen Inc common 031162100 55,572,318 929,925 SH 929,925 1 929,925 Amkor Technology Inc common 031652100 481,149 68,055 SH 68,055 1 68,055 Ampco Pittsburgh Corp common 032037103 29,784 1,200 SH 1,200 1 1,200 Amphenol Corp common 032095101 949,739 22,511 SH 22,511 1 22,511 Amsurg Corporation common 03232P405 58,293 2,700 SH 2,700 1 2,700 Anadarko Petroleum Corporation common 032511107 49,450,550 678,986 SH 678,986 1 678,986 Anadigics Inc common 032515108 -486,000 -100,000 SH -100,000 1 -100,000 Analog Devices Inc common 032654105 2,250,323 78,082 SH 78,082 1 78,082 Anaren Inc common 032744104 39,872 2,800 SH 2,800 1 2,800 Anixter International Inc common 035290105 60,905 1,300 SH 1,300 1 1,300 Annaly Capital Management Inc common 035710409 1,115,978 64,958 SH 64,958 1 64,958 Anntaylor Stores Corp common 036115103 49,680 2,400 SH 2,400 1 2,400 Anworth Mortgage Asset Corp common 037347101 23,590 3,500 SH 3,500 1 3,500 A.O. Smith Corp common 831865209 42,056 800 SH 800 1 800 AOL Inc. common 00184X105 102,435 4,052 SH 4,052 1 4,052 AON Corp common 037389103 239,048 5,597 SH 5,597 1 5,597 Apache Corporation common 037411105 19,620,356 193,304 SH 193,304 1 193,304 Apollo Group Inc common 037604105 4,723,620 77,070 SH 77,070 1 77,070 Apollo Invstment common 03761U106 447,001 35,114 SH 35,114 1 35,114 Apple Inc common 037833100 115,036,294 489,662 SH 489,662 1 489,662 Applied Industrial Technologies Inc common 03820C105 24,850 1,000 SH 1,000 1 1,000 Applied Material Inc common 038222105 9,012,378 668,574 SH 668,574 1 668,574 Applied Micro Circuits Corp common 03822W406 -647,250 -75,000 SH -75,000 1 -75,000 Applied Signal Technology Inc common 038237103 13,720 700 SH 700 1 700 Arch Capital Group Ltd common G0450A105 194,209 2,547 SH 2,547 1 2,547 Arch Coal Inc common 039380100 324,516 14,202 SH 14,202 1 14,202 Archer Daniels Midland common 039483102 9,410,591 325,626 SH 325,626 1 325,626 Ares Capital common 04010L103 388,763 26,197 SH 26,197 1 26,197 Armstrong World Industries Inc common 04247X102 188,812 5,200 SH 5,200 1 5,200 Arris Group Inc common 04269Q100 30,025 2,500 SH 2,500 1 2,500 Arrow Electronics Inc common 042735100 1,996,263 66,255 SH 66,255 1 66,255 Asbury Automotive Group Inc common 043436104 49,210 3,700 SH 3,700 1 3,700 Ashford Hospitality Trust Inc common 044103109 38,001 5,300 SH 5,300 1 5,300 Asianinfo Holdings Inc common 04518A104 9,665,200 365,000 SH 365,000 1 365,000 Assurant Inc common 04621X108 903,128 26,269 SH 26,269 1 26,269 Atheros Comms common 04743P108 -888,317 -22,948 SH -22,948 1 -22,948 Atlantic Tele-Network Inc common 049079205 40,419 900 SH 900 1 900 Atmel common 049513104 -654,403 -130,100 SH -130,100 1 -130,100 ATMI Inc common 00207R101 941,845 48,775 SH 48,775 1 48,775 ATP Oil & Gas Corporation common 00208J108 60,192 3,200 SH 3,200 1 3,200 Atrion Corp common 049904105 28,608 200 SH 200 1 200 AT&T Inc common 00206R102 27,433,346 1,140,472 SH 1,140,472 1 1,140,472 Audiovox Corp common 050757103 31,857 4,100 SH 4,100 1 4,100 AuthenTec Inc common 052660107 335,587 156,087 SH 156,087 1 156,087 Autodesk common 052769106 910,431 30,946 SH 30,946 1 30,946 Autoliv Inc common 052800109 164,638 3,195 SH 3,195 1 3,195 Automatic Data Processing common 053015103 919,684 20,681 SH 20,681 1 20,681 AutoNation common 05329W102 2,680,559 148,261 SH 148,261 1 148,261 AutoZone common 053332102 573,620 3,314 SH 3,314 1 3,314 Avago Technologies Ltd common 999900624 -1,028,000 -50,000 SH -50,000 1 -50,000 Avalon Communities Inc common 053484101 143,255 1,659 SH 1,659 1 1,659 Avery Dennison common 053611109 222,101 6,100 SH 6,100 1 6,100 Avnet Inc common 053807103 1,554,120 51,804 SH 51,804 1 51,804 Avon Products Inc common 054303102 1,882,562 55,582 SH 55,582 1 55,582 Axis Capital Holdings common G0692U109 336,201 10,755 SH 10,755 1 10,755 A123 Systems Inc common 03739T108 -595,162 -43,316 SH -43,316 1 -43,316 Baidu Inc - ADR common 056752108 716,400 1,200 SH 1,200 1 1,200 Baker Hughes Inc common 057224107 8,378,271 178,870 SH 178,870 1 178,870 Ball common 058498106 507,324 9,504 SH 9,504 1 9,504 Banco Bradesco - ADR common 059460303 2,308,542 125,260 SH 125,260 1 125,260 Banco Santander Chile - ADR common 05965X109 1,869,228 27,400 SH 27,400 1 27,400 BanColombia SA - ADR common 05968L102 4,337,700 95,000 SH 95,000 1 95,000 Bank of America Corporation common 060505104 43,212,708 2,420,880 SH 2,420,880 1 2,420,880 Bank of New York Mellon Corp/T common 064058100 1,560,552 50,536 SH 50,536 1 50,536 Baxter International Inc common 071813109 39,492,890 678,572 SH 678,572 1 678,572 BB and T Corporation common 054937107 1,591,256 49,128 SH 49,128 1 49,128 Beckman Coulter common 075811109 444,373 7,076 SH 7,076 1 7,076 Becton Dickinson and Company common 075887109 2,551,246 32,405 SH 32,405 1 32,405 Bed Bath & Beyond Inc common 075896100 1,479,876 33,818 SH 33,818 1 33,818 Bel Fuse Inc B common 077347300 30,225 1,500 SH 1,500 1 1,500 Belden Inc common 077454106 71,396 2,600 SH 2,600 1 2,600 Benchmark Electronics Inc common 08160H101 39,406 1,900 SH 1,900 1 1,900 Berkshire Hathaway Inc common 084670702 1,596,062 19,639 SH 19,639 1 19,639 Berkshire Hathaway Inc common 084670108 121,800 1 SH 1 1 1 Berry Petroleum Co common 085789105 45,056 1,600 SH 1,600 1 1,600 Best Buy Company common 086516101 6,187,486 145,451 SH 145,451 1 145,451 Big 5 Sporting Goods Corp common 08915P101 25,874 1,700 SH 1,700 1 1,700 Biogen Idec Inc common 09062X103 3,516,570 61,307 SH 61,307 1 61,307 Bio-reference Labs INC common 09057G602 30,779 700 SH 700 1 700 BJ Services Company common 055482103 842,111 39,351 SH 39,351 1 39,351 Black Box Corp common 091826107 49,216 1,600 SH 1,600 1 1,600 Blackrock Inc common 09247X101 20,130,170 92,442 SH 92,442 1 92,442 BMC Software common 055921100 842,916 22,182 SH 22,182 1 22,182 Bob Evans Farms Inc common 096761101 52,547 1,700 SH 1,700 1 1,700 BOK Financial Corp common 05561Q201 122,657 2,339 SH 2,339 1 2,339 Borgwarner common 099724106 731,491 19,159 SH 19,159 1 19,159 Boston Properties Inc common 101121101 252,347 3,345 SH 3,345 1 3,345 Boston Scientific Corp common 101137107 30,762,572 4,260,744 SH 4,260,744 1 4,260,744 Brady Corp common 104674106 46,680 1,500 SH 1,500 1 1,500 Brasil Telecom SA common 10553M101 495,729 25,968 SH 25,968 1 25,968 BRE Properties Inc common 05564E106 70,892 1,983 SH 1,983 1 1,983 Briggs & Stratton Corp common 109043109 39,000 2,000 SH 2,000 1 2,000 Brightpoint common 109473405 225,064 29,889 SH 29,889 1 29,889 Bristol-Myers Squibb Company common 110122108 5,510,239 206,376 SH 206,376 1 206,376 Broadcom Corp common 111320107 2,016,714 60,781 SH 60,781 1 60,781 Brooks Aut common 114340102 -339,429 -38,484 SH -38,484 1 -38,484 Brown Forman B ORD common 115637209 813,038 13,676 SH 13,676 1 13,676 Brown Shoe Company Inc common 115736100 74,304 4,800 SH 4,800 1 4,800 Bruker Corp common 116794108 17,580 1,200 SH 1,200 1 1,200 Buckeye Technologies Inc common 118255108 47,088 3,600 SH 3,600 1 3,600 Bunge common G16962105 35,646,114 578,389 SH 578,389 1 578,389 C R Bard common 067383109 1,117,744 12,904 SH 12,904 1 12,904 CA Inc. common 12673P105 2,185,925 93,137 SH 93,137 1 93,137 Cablevision Systems New York Group common 12686C109 807,121 33,435 SH 33,435 1 33,435 Cabot Oil common 127097103 513,765 13,961 SH 13,961 1 13,961 CACI International common 127190304 63,505 1,300 SH 1,300 1 1,300 Cadence Pharmaceuticals Inc common 12738T100 1,183,429 129,762 SH 129,762 1 129,762 Cal Dive International Inc common 12802T101 27,121 3,700 SH 3,700 1 3,700 California Water Service Group common 130788102 56,415 1,500 SH 1,500 1 1,500 Calpine Corp common 131347304 -826,617 -69,522 SH -69,522 1 -69,522 Cameron International common 13342B105 144,052 3,361 SH 3,361 1 3,361 Campbell Soup Co common 134429109 -38,001 -1,075 SH -1,075 1 -1,075 Canadian Solar Inc common 136635109 -948,091 -38,984 SH -38,984 1 -38,984 Cantel Medical Corp common 138098108 43,670 2,200 SH 2,200 1 2,200 Capital One Financial common 14040H105 883,648 21,339 SH 21,339 1 21,339 Capstead Mortgage Corp common 14067E506 16,744 1,400 SH 1,400 1 1,400 Cardinal Health Inc common 14149Y108 3,171,144 88,014 SH 88,014 1 88,014 CareFusion Corp common 14170T101 1,439,616 54,469 SH 54,469 1 54,469 CarMax Inc common 143130102 753,650 30,002 SH 30,002 1 30,002 Carnival Corporation common 143658300 35,987,095 1,005,594 SH 1,005,594 1 1,005,594 Carrols Restaurant Group common 14574X104 36,040 5,300 SH 5,300 1 5,300 Caterpillar Inc common 149123101 10,191,567 162,157 SH 162,157 1 162,157 Cavium Networks Inc common 14965A101 -646,360 -26,000 SH -26,000 1 -26,000 CBL & Associates Properties Inc common 124830100 42,470 3,100 SH 3,100 1 3,100 CBS Class B common 124857202 1,113,555 79,882 SH 79,882 1 79,882 Celanese Corp Series A common 150870103 3,984,976 125,117 SH 125,117 1 125,117 Celestica Inc common 15101Q108 -765,100 -70,000 SH -70,000 1 -70,000 Celgene Corp common 151020104 4,227,531 68,230 SH 68,230 1 68,230 Cementos Mexicanos SA de CV - ADR common 151290889 779,340 76,331 SH 76,331 1 76,331 Cent Euro Dstrbn common 153435102 294,644 8,416 SH 8,416 1 8,416 Centene Corp common 15135B101 48,080 2,000 SH 2,000 1 2,000 CenterPoint Energy Inc common 15189T107 810,924 56,471 SH 56,471 1 56,471 Centrais Eletricas Brasileiras SA - ADR common 15234Q207 521,893 34,956 SH 34,956 1 34,956 CenturyLink Inc common 156700106 1,270,851 35,839 SH 35,839 1 35,839 Cephalon Inc common 156708109 1,359,802 20,062 SH 20,062 1 20,062 Cerner Corp common 156782104 839,287 9,867 SH 9,867 1 9,867 Ceva Inc common 157210105 -467,566 -40,100 SH -40,100 1 -40,100 CF Industries Holdings Inc common 125269100 601,150 6,593 SH 6,593 1 6,593 Ch Robinson Worldwide common 12541W209 1,152,241 20,631 SH 20,631 1 20,631 Charles River Laboratories Holdings common 159864107 311,807 7,932 SH 7,932 1 7,932 Charles Schwab Corporation common 808513105 383,687 20,529 SH 20,529 1 20,529 Check Point Software Technologies Ltd common 001082411 575,475 16,414 SH 16,414 1 16,414 Checkpoint Systems common 162825103 37,604 1,700 SH 1,700 1 1,700 Chesapeake Energy Corp common 165167107 4,352,313 184,108 SH 184,108 1 184,108 Chevron Corp common 166764100 21,452,080 282,897 SH 282,897 1 282,897 China Distance Education Holdings Ltd - ADR common 16944W104 1,545,270 261,467 SH 261,467 1 261,467 China Hydroelectric Corp - ADR common 16949D101 1,327,375 143,500 SH 143,500 1 143,500 China Sunergy Co LTD - ADR common 16942X104 -561,400 -140,000 SH -140,000 1 -140,000 Chubb Corporation common 171232101 768,158 14,815 SH 14,815 1 14,815 Chunghwa Telecom Co Ltd - ADR common 17133Q106 845,186 43,499 SH 43,499 1 43,499 Church & Dwight Co Inc common 171340102 414,621 6,193 SH 6,193 1 6,193 Cia Vale Do Rio Doce - ADR common 91912E105 9,596,322 298,115 SH 298,115 1 298,115 Ciber Inc common 17163B102 42,636 11,400 SH 11,400 1 11,400 Cigna Corporation common 125509109 1,485,660 40,614 SH 40,614 1 40,614 Cimarex Energy Co common 171798101 712,560 12,000 SH 12,000 1 12,000 Cincinnati Bell common 171871106 5,797 1,700 SH 1,700 1 1,700 Cincinnati Financial Corp common 172062101 337,552 11,680 SH 11,680 1 11,680 Cintas Corp common 172908105 417,249 14,854 SH 14,854 1 14,854 Cirrus Logic Inc common 172755100 -234,668 -27,970 SH -27,970 1 -27,970 Cisco Systems Inc common 17275R102 57,338,754 2,202,795 SH 2,202,795 1 2,202,795 Citigroup Inc common 172967101 12,130,029 2,995,069 SH 2,995,069 1 2,995,069 Citrix Systems common 177376100 -9,826 -207 SH -207 1 -207 City Holding Corp common 177835105 41,124 1,200 SH 1,200 1 1,200 Cliffs Natural Resources Inc common 18683K101 2,787,058 39,282 SH 39,282 1 39,282 Clorox Co common 189054109 1,116,100 17,401 SH 17,401 1 17,401 CME Group Inc common 12572Q105 3,316,626 10,492 SH 10,492 1 10,492 CNA Surety Corp common 12612L108 3,558 200 SH 200 1 200 Coach Inc common 189754104 4,523,104 114,451 SH 114,451 1 114,451 Coca Cola Company common 191216100 61,635,365 1,120,643 SH 1,120,643 1 1,120,643 Coca-Cola Enterprises Inc common 191219104 1,300,794 47,028 SH 47,028 1 47,028 COCA-COLA FEMSA SA DE CV - ADR common 191241108 313,843 4,723 SH 4,723 1 4,723 Cogent Inc common 19239Y108 696,813 68,382 SH 68,382 1 68,382 Cognizant Tech Solutions common 192446102 2,143,709 42,050 SH 42,050 1 42,050 Cogo Group Inc common 192448108 30,057 4,300 SH 4,300 1 4,300 Coherent Inc common 192479103 -639,200 -20,000 SH -20,000 1 -20,000 Colgate Palmolive Company common 194162103 8,101,576 95,022 SH 95,022 1 95,022 Collective Brands Inc common 19421W100 52,302 2,300 SH 2,300 1 2,300 Comcast Corp common 20030N101 46,839,084 2,488,793 SH 2,488,793 1 2,488,793 Comcast Corporation Cl A Special Common Stock common 20030N200 2,421,709 134,764 SH 134,764 1 134,764 Comerica Corporated common 200340107 116,555 3,064 SH 3,064 1 3,064 Companhia de Bebidas das Americas - ADR common 20441W203 1,374,900 15,000 SH 15,000 1 15,000 Companhia de Saneamento Basico do Est Sao P - ADR common 20441A102 280,563 7,624 SH 7,624 1 7,624 Companhia Paranaense de Energia COPEL - ADR common 20441B407 442,982 21,630 SH 21,630 1 21,630 Computer Sciences common 205363104 1,028,444 18,874 SH 18,874 1 18,874 Comverge Inc common 205859101 572,184 50,591 SH 50,591 1 50,591 Conagra Foods Inc common 205887102 1,437,865 57,354 SH 57,354 1 57,354 ConocoPhillips common 20825C104 24,503,522 478,865 SH 478,865 1 478,865 Consol Energy common 20854P109 866,595 20,314 SH 20,314 1 20,314 Consolidated Edison common 209115104 1,476,635 33,153 SH 33,153 1 33,153 Consolidated Graphics Inc common 209341106 49,692 1,200 SH 1,200 1 1,200 Constellation Brands A common 21036P108 643,297 39,130 SH 39,130 1 39,130 Constellation Energy Group common 210371100 925,956 26,373 SH 26,373 1 26,373 Cooper Industries PLC common 00B40K911 1,359,483 28,358 SH 28,358 1 28,358 Core Mark Holding Co Inc common 218681104 33,671 1,100 SH 1,100 1 1,100 CoreLogic Inc common 21871D103 695,784 20,561 SH 20,561 1 20,561 Corning Incorporated common 219350105 4,883,160 241,621 SH 241,621 1 241,621 Cosan Ltd common G25343107 5,376,986 570,200 SH 570,200 1 570,200 Costco Wholesale Corporation common 22160K105 6,275,222 105,095 SH 105,095 1 105,095 Covanta Holding Corp common 22282E102 3,575,536 214,618 SH 214,618 1 214,618 Coventry Health Care common 222862104 660,963 26,738 SH 26,738 1 26,738 Covidien Plc common 00B3QN1M2 2,957,419 58,819 SH 58,819 1 58,819 Covidien Plc - Not in use common 00B3QN1M2 870,397 17,311 SH 17,311 1 17,311 Cracker Barrel Old Country Store Inc common 22410J106 69,570 1,500 SH 1,500 1 1,500 Cree Inc common 225447101 -1,027,389 -14,631 SH -14,631 1 -14,631 Crown Castle Int'L Corp common 228227104 1,809,197 47,324 SH 47,324 1 47,324 Crown Holdings Inc common 228368106 432,789 16,053 SH 16,053 1 16,053 CSG Systems International Inc common 126349109 14,672 700 SH 700 1 700 CSX Corp common 126408103 6,516,320 128,022 SH 128,022 1 128,022 CTC Media Inc common 12642X106 326,026 18,933 SH 18,933 1 18,933 Ctrip.com International Ltd - ADR common 22943F100 29,599,920 755,100 SH 755,100 1 755,100 CTS Corp common 126501105 50,868 5,400 SH 5,400 1 5,400 Cubic Corp common 229669106 43,200 1,200 SH 1,200 1 1,200 Cummins common 231021106 2,346,728 37,881 SH 37,881 1 37,881 CVS Caremark Corp common 126650100 20,456,892 559,543 SH 559,543 1 559,543 Cypress Semiconductor common 232806109 -518,400 -45,000 SH -45,000 1 -45,000 Danaher Corporation common 235851102 3,825,771 47,876 SH 47,876 1 47,876 Darden Restaurants Inc common 237194105 4,194,154 94,166 SH 94,166 1 94,166 Davita common 23918K108 630,576 9,946 SH 9,946 1 9,946 Dean Foods Co common 242370104 3,317,399 211,434 SH 211,434 1 211,434 Deere & Co common 244199105 4,442,078 74,707 SH 74,707 1 74,707 Dell Inc common 24702R101 6,618,975 440,971 SH 440,971 1 440,971 Delphi Financial Group Inc common 247131105 60,384 2,400 SH 2,400 1 2,400 Deluxe Corp common 248019101 62,144 3,200 SH 3,200 1 3,200 Denbury Resources Inc common 247916208 -659,060 -39,067 SH -39,067 1 -39,067 Dentsply International common 249030107 471,730 13,536 SH 13,536 1 13,536 Developers Divers Realty common 251591103 18,255 1,500 SH 1,500 1 1,500 Devon Energy Corporation common 25179M103 6,571,667 101,997 SH 101,997 1 101,997 DeVry Inc common 251893103 503,474 7,722 SH 7,722 1 7,722 Diamond Management & Technology Consultants Inc common 25269L106 36,064 4,600 SH 4,600 1 4,600 Diamond Offshore Drilling common 25271C102 1,023,358 11,523 SH 11,523 1 11,523 Dillard's Inc common 254067101 51,920 2,200 SH 2,200 1 2,200 DIRECTV common 25490A101 4,905,797 145,099 SH 145,099 1 145,099 Discover Financial Services common 254709108 627,931 42,143 SH 42,143 1 42,143 Discovery Communications Inc common 25470F104 452,617 13,395 SH 13,395 1 13,395 Discovery Communications Inc common 25470F302 498,999 16,967 SH 16,967 1 16,967 DISH Network Corp common 25470M109 1,832,910 88,036 SH 88,036 1 88,036 Dolby Laboratories Inc common 25659T107 -938,720 -16,000 SH -16,000 1 -16,000 Dollar Thrifty Automotive Group Inc common 256743105 16,065 500 SH 500 1 500 Dollar Tree Stores common 256746108 786,146 13,275 SH 13,275 1 13,275 Dominion Resources Inc common 25746U109 36,853,512 896,461 SH 896,461 1 896,461 Domtar Corp common 257559203 64,410 1,000 SH 1,000 1 1,000 Donaldson Company Inc common 257651109 1,081,526 23,970 SH 23,970 1 23,970 Donegal Group Inc A common 257701201 8,706 600 SH 600 1 600 Dover Corporation common 260003108 1,475,757 31,567 SH 31,567 1 31,567 Dow Chemical common 260543103 5,216,887 176,425 SH 176,425 1 176,425 Dr Pepper Snapple Group Inc common 26138E109 1,335,299 37,967 SH 37,967 1 37,967 Dr Reddy Laboratories Ltd - ADR common 256135203 2,961,327 104,900 SH 104,900 1 104,900 DST Systems Inc common 233326107 1,615,928 38,985 SH 38,985 1 38,985 DTE Energy Company common 233331107 1,336,394 29,964 SH 29,964 1 29,964 DTS Inc common 23335C101 919,250 27,005 SH 27,005 1 27,005 Duke Energy Corporation common 26441C105 3,984,283 244,135 SH 244,135 1 244,135 Dun and Bradstreet common 26483E100 429,106 5,766 SH 5,766 1 5,766 Dyncorp International Inc common 26817C101 9,192 800 SH 800 1 800 EarthLink Inc common 270321102 14,518 1,700 SH 1,700 1 1,700 East West Bancorp Inc common 27579R104 19,311,394 1,108,576 SH 1,108,576 1 1,108,576 Eastman Chemical Co common 277432100 942,018 14,793 SH 14,793 1 14,793 Eaton Corporation common 278058102 -776,112 -10,243 SH -10,243 1 -10,243 Eaton Vance Corp common 278265103 74,794 2,230 SH 2,230 1 2,230 eBay Inc common 278642103 4,670,705 173,310 SH 173,310 1 173,310 Ecolab Inc common 278865100 1,574,685 35,829 SH 35,829 1 35,829 Edison International common 281020107 3,145,007 92,040 SH 92,040 1 92,040 Edwards Lifesciences Corp common 28176E108 576,866 5,834 SH 5,834 1 5,834 EI Du Pont de Nemours & Co common 263534109 5,765,757 154,827 SH 154,827 1 154,827 El Paso Corporation common 28336L109 916,414 84,540 SH 84,540 1 84,540 Electronic Arts Inc common 285512109 10,238,891 548,708 SH 548,708 1 548,708 Electronics for Imaging Inc common 286082102 26,749 2,300 SH 2,300 1 2,300 Eli Lilly & Co common 532457108 7,610,293 210,113 SH 210,113 1 210,113 EMC Corporation common 268648102 5,527,997 306,430 SH 306,430 1 306,430 EMCOR Group common 29084Q100 46,797 1,900 SH 1,900 1 1,900 Emerson Electric common 291011104 39,089,161 776,503 SH 776,503 1 776,503 Empresa Brasileira de Ae SA - ADR common 29081M102 2,115,357 88,287 SH 88,287 1 88,287 Endo Pharmaceuticals common 29264F205 1,650,743 69,681 SH 69,681 1 69,681 Energizer Holdings common 29266R108 374,050 5,960 SH 5,960 1 5,960 EnerNOC Inc common 292764107 936,574 31,577 SH 31,577 1 31,577 Enersis SA - ADR common 29274F104 3,850,074 192,600 SH 192,600 1 192,600 EnerSys common 29275Y102 587,007 23,804 SH 23,804 1 23,804 Ennis Inc common 293389102 27,659 1,700 SH 1,700 1 1,700 ENPRO Industries Inc common 29355X107 31,988 1,100 SH 1,100 1 1,100 Ensco PLC - ADR common 29358Q109 2,745,372 61,308 SH 61,308 1 61,308 Enstar Group Ltd common G3075P101 34,580 500 SH 500 1 500 Entergy Corporation common 29364G103 4,665,911 57,356 SH 57,356 1 57,356 Entropic Communications Inc common 29384R105 -58,283 -11,473 SH -11,473 1 -11,473 EOG Resources Inc common 26875P101 5,293,584 56,957 SH 56,957 1 56,957 EQT Corp common 26884L109 592,040 14,440 SH 14,440 1 14,440 Equifax Inc common 294429105 489,100 13,662 SH 13,662 1 13,662 Equity Residential Properties common 29476L107 263,166 6,722 SH 6,722 1 6,722 Estee Lauder Companies Inc common 518439104 899,877 13,872 SH 13,872 1 13,872 Euronet Worldwide Inc common 298736109 25,802 1,400 SH 1,400 1 1,400 Everest Re Group Ltd common G3223R108 279,856 3,458 SH 3,458 1 3,458 Exelon Co common 30161N101 4,454,338 101,674 SH 101,674 1 101,674 Exide Technologies common 302051206 8,983,593 1,562,364 SH 1,562,364 1 1,562,364 Expedia Inc common 30212P105 1,219,346 48,852 SH 48,852 1 48,852 Expeditors International of Washington Inc common 302130109 704,027 19,069 SH 19,069 1 19,069 Express Scripts Inc common 302182100 3,097,676 30,441 SH 30,441 1 30,441 Exxon Mobil Corporation common 30231G102 103,675,060 1,547,851 SH 1,547,851 1 1,547,851 EZchip Semiconductor Ltd common 001082544 -728,530 -37,000 SH -37,000 1 -37,000 Fairpoint Communications Inc common 305560104 0 3 SH 3 1 3 Family Dollar Stores Inc common 307000109 2,341,612 63,961 SH 63,961 1 63,961 Fastenal Co common 311900104 885,895 18,460 SH 18,460 1 18,460 FBL Financial Group Inc common 30239F106 36,720 1,500 SH 1,500 1 1,500 Federal Mogul Corp common 313549404 105,588 5,751 SH 5,751 1 5,751 Federal Signal Corp common 313855108 17,119 1,900 SH 1,900 1 1,900 Federated Investors, Inc common 314211103 349,720 13,257 SH 13,257 1 13,257 FedEx Corporation common 31428X106 3,714,611 39,771 SH 39,771 1 39,771 FEI Company common 30241L109 852,160 37,196 SH 37,196 1 37,196 Fidelity National Financial common 31620R105 1,190,090 80,303 SH 80,303 1 80,303 Fidelity National Information common 31620M106 890,626 37,996 SH 37,996 1 37,996 Fifth Third Bancorp common 316773100 754,639 55,529 SH 55,529 1 55,529 Financial Institutions common 317585404 36,550 2,500 SH 2,500 1 2,500 Finish Line Inc common 317923100 47,357 2,900 SH 2,900 1 2,900 First Horizon Natl common 320517105 580,304 41,303 SH 41,303 1 41,303 First Industrial Realty Trust Inc common 32054K103 27,936 3,600 SH 3,600 1 3,600 First of Long Island Corp common 320734106 19,280 800 SH 800 1 800 First Solar Inc common 336433107 933,980 7,615 SH 7,615 1 7,615 FirstEnergy Corporation common 337932107 3,961,732 101,349 SH 101,349 1 101,349 Fiserv common 337738108 947,638 18,669 SH 18,669 1 18,669 Flextronics International Ltd common 999900002 1,101,661 140,518 SH 140,518 1 140,518 FLIR Systems Inc common 302445101 1,475,819 52,334 SH 52,334 1 52,334 Flowserve Corp common 34354P105 5,040,552 45,711 SH 45,711 1 45,711 Fluor Corp common 343412102 2,424,380 52,126 SH 52,126 1 52,126 FMC Corp common 302491303 444,787 7,347 SH 7,347 1 7,347 FMC Technologies common 30249U101 975,461 15,093 SH 15,093 1 15,093 Focus Media Holding Ltd - ADR common 34415V109 27,521,472 1,507,200 SH 1,507,200 1 1,507,200 Fomento Economico Mexicano SA de CV - ADR common 344419106 2,380,017 50,074 SH 50,074 1 50,074 Ford Motor Company common 345370860 9,026,404 718,091 SH 718,091 1 718,091 Forest Laboratories Inc common 345838106 1,847,825 58,923 SH 58,923 1 58,923 Fortune Brands Inc common 349631101 878,710 18,114 SH 18,114 1 18,114 Foster Wheeler AG common 001866678 6,240,843 229,950 SH 229,950 1 229,950 Franklin Resources Inc common 354613101 2,955,818 26,653 SH 26,653 1 26,653 Fuel Systems Solutions Inc common 35952W103 13,196,636 412,911 SH 412,911 1 412,911 Fuel Tech Inc common 359523107 5,607,625 700,078 SH 700,078 1 700,078 FuelCell Energy Inc common 35952H106 418,745 148,491 SH 148,491 1 148,491 F5 Networks common 315616102 -800,368 -13,012 SH -13,012 1 -13,012 GameStop Corp common 36467W109 3,969,084 181,154 SH 181,154 1 181,154 Gap Inc common 364760108 2,320,267 100,401 SH 100,401 1 100,401 Garmin common G37260109 22,111,108 574,613 SH 574,613 1 574,613 General Cable Corp common 369300108 12,691,809 470,067 SH 470,067 1 470,067 General Electric Company common 369604103 86,927,914 4,776,259 SH 4,776,259 1 4,776,259 General Mills common 370334104 2,585,888 36,529 SH 36,529 1 36,529 Genuine Parts Co common 372460105 913,778 21,633 SH 21,633 1 21,633 Genworth Financial CL A common 37247D106 529,788 28,887 SH 28,887 1 28,887 Genzyme Corporation common 372917104 2,256,264 43,532 SH 43,532 1 43,532 Gerdau SA - ADR common 373737105 625,953 38,402 SH 38,402 1 38,402 GFI Group Inc common 361652209 17,918 3,100 SH 3,100 1 3,100 Gilead Sciences Inc common 375558103 8,418,212 185,097 SH 185,097 1 185,097 Gladstone Capital Corp common 376535100 144,774 12,269 SH 12,269 1 12,269 Goldman Sachs Group common 38141G104 622,629 3,649 SH 3,649 1 3,649 Goodrich Corp common 382388106 2,201,282 31,215 SH 31,215 1 31,215 Goodyear Tire & Rubber Co common 382550101 499,495 39,517 SH 39,517 1 39,517 Google Inc common 38259P508 94,592,010 166,826 SH 166,826 1 166,826 GrafTech International Ltd common 384313102 21,872 1,600 SH 1,600 1 1,600 Green Plains Renewable Energy Inc common 393222104 1,372,800 96,000 SH 96,000 1 96,000 Group 1 Automotive, Inc common 398905109 9,558 300 SH 300 1 300 Grupo Aeroportuario del Pacifico SAB de CV - ADR common 400506101 2,391,492 64,600 SH 64,600 1 64,600 Grupo Televisa SA-SPONS ADR common 40049J206 4,414,095 209,995 SH 209,995 1 209,995 GT Solar International Inc common 3623E0209 17,583,244 3,361,997 SH 3,361,997 1 3,361,997 Gulf Island Fabrication Inc common 402307102 39,132 1,800 SH 1,800 1 1,800 H and R Block common 093671105 809,313 45,467 SH 45,467 1 45,467 Halliburton common 406216101 2,921,766 96,972 SH 96,972 1 96,972 Hansen Medical Inc common 411307101 210,309 91,838 SH 91,838 1 91,838 Hansen Natural Corp common 411310105 801,142 18,468 SH 18,468 1 18,468 Harley Davidson common 412822108 666,775 23,754 SH 23,754 1 23,754 Harman International common 413086109 343,365 7,340 SH 7,340 1 7,340 Harris Corp common 413875105 825,139 17,375 SH 17,375 1 17,375 Harsco Corp common 415864107 1,636,095 51,224 SH 51,224 1 51,224 Hartford Financial Services Group common 416515104 9,671,809 340,317 SH 340,317 1 340,317 Harvest Natural Resources Inc common 41754V103 36,144 4,800 SH 4,800 1 4,800 Hasbro common 418056107 637,362 16,650 SH 16,650 1 16,650 HCP Inc common 40414L109 235,554 7,138 SH 7,138 1 7,138 HDFC Bank Ltd - ADR common 40415F101 6,315,482 45,308 SH 45,308 1 45,308 Health Care REIT Inc common 42217K106 132,976 2,940 SH 2,940 1 2,940 Healthspring Inc common 42224N101 42,240 2,400 SH 2,400 1 2,400 Heartland Payment Systems Inc common 42235N108 46,500 2,500 SH 2,500 1 2,500 Helmerich common 423452101 540,926 14,205 SH 14,205 1 14,205 Henry Schein Inc common 806407102 1,925,794 32,696 SH 32,696 1 32,696 Herbalife Ltd common G4412G101 253,983 5,507 SH 5,507 1 5,507 Hercules Technology Growth Capital Inc common 427096508 209,438 19,777 SH 19,777 1 19,777 Hess Corp common 42809H107 30,900,951 494,020 SH 494,020 1 494,020 Hewlett Packard Company common 428236103 62,326,082 1,192,645 SH 1,192,645 1 1,192,645 Hexcel Corp common 428291108 1,893,315 131,116 SH 131,116 1 131,116 Hickory Tech Corp common 429060106 15,011 1,700 SH 1,700 1 1,700 Hittite Microwave Corp common 43365Y104 399,292 9,081 SH 9,081 1 9,081 HJ Heinz Company common 423074103 1,917,034 42,031 SH 42,031 1 42,031 Hollysys Automation Technologies Ltd common G45667105 1,779,837 154,634 SH 154,634 1 154,634 Hologic Inc. common 436440101 1,319,084 71,148 SH 71,148 1 71,148 Home Depot Inc common 437076102 6,643,752 205,371 SH 205,371 1 205,371 Hopsira Inc common 441060100 2,280,956 40,264 SH 40,264 1 40,264 Horace Mann Educators Corp common 440327104 16,566 1,100 SH 1,100 1 1,100 HOST HOTELS AND RESORTS INC. common 44107P104 1,222,894 83,474 SH 83,474 1 83,474 Hudson City Bancorp Inc common 443683107 548,686 38,749 SH 38,749 1 38,749 Human Genome Sciences Inc common 444903108 24,160 800 SH 800 1 800 Humana Inc common 444859102 1,007,987 21,552 SH 21,552 1 21,552 Huntsman Corp common 447011107 131,261 10,893 SH 10,893 1 10,893 Hydrogenics Corp common 448883207 127,484 27,475 SH 27,475 1 27,475 ICICI Bank - ADR common 45104G104 3,279,360 76,800 SH 76,800 1 76,800 Illinois Tool Works common 452308109 3,839,759 81,076 SH 81,076 1 81,076 Illumina Inc common 452327109 1,611,471 41,426 SH 41,426 1 41,426 Imation Corp common 45245A107 59,454 5,400 SH 5,400 1 5,400 Immunomedics Inc common 452907108 17,928 5,400 SH 5,400 1 5,400 Informatica common 45666Q102 -2,755,702 -102,595 SH -102,595 1 -102,595 Information Handling Services Inc common 451734107 488,983 9,145 SH 9,145 1 9,145 Infosys Technologies Ltd - ADR common 456788108 8,540,665 145,126 SH 145,126 1 145,126 Ingersoll-Rand Plc common 00B633030 1,964,750 56,345 SH 56,345 1 56,345 Ingersoll-Rand Plc - Not in use common 00B633030 775,544 22,241 SH 22,241 1 22,241 Ingram Micro Inc common 457153104 30,491,370 1,737,400 SH 1,737,400 1 1,737,400 Input Output common 462044108 30,996 6,300 SH 6,300 1 6,300 Insight Enterpr common 45765U103 18,668 1,300 SH 1,300 1 1,300 Integrated Device Technology Inc common 458118106 468,761 76,470 SH 76,470 1 76,470 Integrated Silicon Solution Inc common 45812P107 -260,574 -24,699 SH -24,699 1 -24,699 Integrys Energy Group Inc common 45822P105 3,332,614 70,338 SH 70,338 1 70,338 Intel Corporation common 458140100 27,043,652 1,214,899 SH 1,214,899 1 1,214,899 Intercontinetal Exchange Inc common 45865V100 23,468,505 209,204 SH 209,204 1 209,204 International Business Machines Corporation common 459200101 20,055,607 156,379 SH 156,379 1 156,379 International Coal Group Inc common 45928H106 41,587 9,100 SH 9,100 1 9,100 International Flavors and Fragrances common 459506101 20,712,806 434,504 SH 434,504 1 434,504 International Game Techology common 459902102 537,836 29,151 SH 29,151 1 29,151 International Paper Company common 460146103 18,476,647 750,778 SH 750,778 1 750,778 International Rectifier common 460254105 -2,388,905 -104,319 SH -104,319 1 -104,319 Interpublic Group of Companies common 460690100 505,157 60,716 SH 60,716 1 60,716 Intersil Corp Cl A common 46069S109 874,176 59,226 SH 59,226 1 59,226 Intuit Inc common 461202103 -93,473 -2,722 SH -2,722 1 -2,722 Intuitive Surgical Inc common 46120E602 2,043,871 5,871 SH 5,871 1 5,871 Invesco Ltd common G491BT108 1,475,682 67,352 SH 67,352 1 67,352 Iron Mountain Inc common 462846106 904,090 32,996 SH 32,996 1 32,996 Ista Pharmaceuticals Inc common 45031X204 23,199 5,700 SH 5,700 1 5,700 Itau Unibanco Banco Multiplo SA - ADR common 465562106 5,520,255 250,579 SH 250,579 1 250,579 Itron common 465741106 -291,586 -4,018 SH -4,018 1 -4,018 ITT Educational Services Inc common 45068B109 616,278 5,479 SH 5,479 1 5,479 ITT Industries Inc common 450911102 2,994,387 55,855 SH 55,855 1 55,855 J M Smucker Company common 832696405 864,008 14,338 SH 14,338 1 14,338 JA Solar Holdings Co Ltd - ADR common 466090107 -894,400 -160,000 SH -160,000 1 -160,000 Jabil Circuit Inc common 466313103 -809,500 -50,000 SH -50,000 1 -50,000 Jack Henry & Associates Inc common 426281101 55,338 2,300 SH 2,300 1 2,300 Jack in the Box Inc common 466367109 56,520 2,400 SH 2,400 1 2,400 Jacobs Engineering Group common 469814107 1,837,606 40,664 SH 40,664 1 40,664 JAKKS Pacific common 47012E106 16,965 1,300 SH 1,300 1 1,300 JB Hunt Transport Services common 445658107 421,482 11,747 SH 11,747 1 11,747 JC Penney Co Inc common 708160106 4,711,715 146,463 SH 146,463 1 146,463 JDS Uniphase Corporation common 46612J507 -1,754,200 -140,000 SH -140,000 1 -140,000 Jefferies Group Inc (New) common 472319102 50,606 2,138 SH 2,138 1 2,138 Johnson & Johnson common 478160104 30,518,360 468,073 SH 468,073 1 468,073 Johnson Controls common 478366107 3,379,562 102,442 SH 102,442 1 102,442 Jones Apparel Group Inc common 480074103 62,766 3,300 SH 3,300 1 3,300 Jos A Bank Clothiers Inc common 480838101 54,650 1,000 SH 1,000 1 1,000 Joy Global common 481165108 1,506,183 26,611 SH 26,611 1 26,611 JPMorgan Chase & Co common 46625H100 8,048,064 179,845 SH 179,845 1 179,845 Juniper Networks common 48203R104 -1,829,694 -59,638 SH -59,638 1 -59,638 Kaman Corp common 483548103 50,020 2,000 SH 2,000 1 2,000 KBR Inc common 48242W106 738,814 33,340 SH 33,340 1 33,340 Kellogg Co common 487836108 632,611 11,840 SH 11,840 1 11,840 KeyCorp common 493267108 124,271 16,035 SH 16,035 1 16,035 Kimberly-Clark Corporation common 494368103 3,900,195 62,026 SH 62,026 1 62,026 Kimco Realty Corp common 49446R109 110,981 7,096 SH 7,096 1 7,096 Kinder Morgan Management LLC common 49455U100 550,975 9,399 SH 9,399 1 9,399 King Pharmaceuticals common 495582108 2,658,854 226,093 SH 226,093 1 226,093 KLA Tencor Corporation common 482480100 1,457,476 47,137 SH 47,137 1 47,137 Koc Holding AS - ADR common 49989A109 516,215 29,839 SH 29,839 1 29,839 Kohls Corporation common 500255104 2,150,170 39,251 SH 39,251 1 39,251 Koppers Holdings Inc common 50060P106 36,816 1,300 SH 1,300 1 1,300 Kraft Foods Inc common 50075N104 6,388,412 211,257 SH 211,257 1 211,257 Kroger Company common 501044101 3,060,558 141,300 SH 141,300 1 141,300 KT Corp Sp - ADR common 48268K101 644,473 31,044 SH 31,044 1 31,044 Kulicke and Soffa Industries Inc common 501242101 474,752 65,483 SH 65,483 1 65,483 Laboratory Corp Amer Hldg common 50540R409 1,064,028 14,054 SH 14,054 1 14,054 Lakeland Financial Corp common 511656100 20,955 1,100 SH 1,100 1 1,100 Lam Research Corp common 512807108 498,856 13,367 SH 13,367 1 13,367 Lancaster Colony Corp common 513847103 29,480 500 SH 500 1 500 Landauer Inc common 51476K103 26,088 400 SH 400 1 400 Las Vegas Sands Corp common 517834107 909,513 43,003 SH 43,003 1 43,003 Layne Christensen Co common 521050104 18,697 700 SH 700 1 700 La-Z-Boy Inc common 505336107 58,938 4,700 SH 4,700 1 4,700 Legg Mason Inc common 524901105 81,279 2,835 SH 2,835 1 2,835 Leggett & Platt Inc common 524660107 471,665 21,796 SH 21,796 1 21,796 Lender Processing Services common 52602E102 437,523 11,590 SH 11,590 1 11,590 Leucadia National Corp common 527288104 98,595 3,974 SH 3,974 1 3,974 Level 3 Communications Inc common 52729N100 319,224 197,052 SH 197,052 1 197,052 LG Philips LCD Co Ltd - ADR common 50186V102 573,203 32,421 SH 32,421 1 32,421 Liberty Global Inc common 530555101 3,233,407 110,885 SH 110,885 1 110,885 Liberty Global Inc - C common 530555309 850,348 29,434 SH 29,434 1 29,434 Liberty Interactive A common 53071M104 1,187,535 77,566 SH 77,566 1 77,566 Life Technologies Corp. common 53217V109 1,456,451 27,864 SH 27,864 1 27,864 Limited Brands common 532716107 1,127,251 45,786 SH 45,786 1 45,786 Lincoln Educational Services Corp common 533535100 43,010 1,700 SH 1,700 1 1,700 Lincoln National Corp common 534187109 204,247 6,653 SH 6,653 1 6,653 Linear Technology Corporation common 535678106 857,874 30,335 SH 30,335 1 30,335 Lionbridge Technologies Inc common 536252109 33,396 9,200 SH 9,200 1 9,200 Lithia Motors Inc common 536797103 30,720 4,800 SH 4,800 1 4,800 Littelfuse Inc common 537008104 -760,200 -20,000 SH -20,000 1 -20,000 Loews Corp common 540424108 818,184 21,947 SH 21,947 1 21,947 Loral Space & Communications Inc common 543881106 28,096 800 SH 800 1 800 Lowe's Cos Inc common 548661107 4,316,538 178,075 SH 178,075 1 178,075 LSB Industries Inc common 502160104 10,784,769 707,662 SH 707,662 1 707,662 LSI Corp common 502161102 616,920 100,804 SH 100,804 1 100,804 LTX Credence Corp common 502403108 -468,541 -154,634 SH -154,634 1 -154,634 Lubrizol Corp common 549271104 3,896,724 42,485 SH 42,485 1 42,485 Lukoil OIO - ADR common 677862104 4,484,970 79,100 SH 79,100 1 79,100 M and T Bank Corp common 55261F104 124,071 1,563 SH 1,563 1 1,563 Macerich Co common 554382101 6,321 165 SH 165 1 165 Macy's Inc common 55616P104 2,214,292 101,713 SH 101,713 1 101,713 Magellan Health Services Inc common 559079207 17,392 400 SH 400 1 400 Manhattan Associates, Inc common 562750109 48,412 1,900 SH 1,900 1 1,900 Manpower Inc common 56418H100 824,242 14,430 SH 14,430 1 14,430 ManTech International Corp common 564563104 39,064 800 SH 800 1 800 Marathon Oil Corporation common 565849106 3,758,041 118,775 SH 118,775 1 118,775 Marriott International common 571903202 1,490,266 47,280 SH 47,280 1 47,280 Marriott International Fractional Shares 2009 common KTIVJAS82 14 43,014 SH 43,014 1 43,014 Marsh and McLennan Companies common 571748102 286,715 11,741 SH 11,741 1 11,741 Martin Marietta Matrls common 573284106 457,603 5,477 SH 5,477 1 5,477 Marvell Technology Group common G5876H105 579,424 28,431 SH 28,431 1 28,431 Masco Corporation common 574599106 934,692 60,225 SH 60,225 1 60,225 MasterCard Inc common 57636Q104 3,022,854 11,901 SH 11,901 1 11,901 Mattel common 577081102 987,327 43,399 SH 43,399 1 43,399 Maxim Integrated Products common 57772K101 557,036 28,728 SH 28,728 1 28,728 Maximus Inc common 577933104 30,465 500 SH 500 1 500 McAfee Inc common 579064106 849,753 21,175 SH 21,175 1 21,175 McCormick & Co Inc common 579780206 657,567 17,142 SH 17,142 1 17,142 McDermott International Inc common 580037109 2,135,052 79,311 SH 79,311 1 79,311 McDonald's Corporation common 580135101 12,500,993 187,365 SH 187,365 1 187,365 MCG Capital Crp common 58047P107 154,424 29,640 SH 29,640 1 29,640 McGraw Hill Companies common 580645109 7,007,827 196,573 SH 196,573 1 196,573 McKesson Corporation common 58155Q103 3,130,244 47,630 SH 47,630 1 47,630 MDU Resources Group Inc common 552690109 332,548 15,410 SH 15,410 1 15,410 Mead Johnson Nutrition Co common 582839106 1,442,844 27,731 SH 27,731 1 27,731 MeadWestvaco Corp common 583334107 645,316 25,257 SH 25,257 1 25,257 Mechel - ADR common 583840103 1,941,086 68,300 SH 68,300 1 68,300 Medco Health Solutions Inc common 58405U102 6,845,942 106,040 SH 106,040 1 106,040 Mediacom Communications Corp common 58446K105 5,355 900 SH 900 1 900 Medical Action Industries Inc common 58449L100 33,129 2,700 SH 2,700 1 2,700 Medicines Co common 584688105 24,304 3,100 SH 3,100 1 3,100 Medifast Inc common 58470H101 12,565 500 SH 500 1 500 Medtronic Inc common 585055106 6,304,650 140,010 SH 140,010 1 140,010 Mellanox Technologies Ltd common 001101732 1,423,887 60,411 SH 60,411 1 60,411 MEMC Electronic Materials Inc common 552715104 489,579 31,936 SH 31,936 1 31,936 Men's Wearhouse Inc common 587118100 47,880 2,000 SH 2,000 1 2,000 Merck & Company common 58933Y105 23,072,850 617,747 SH 617,747 1 617,747 Mercury Computer Systems Inc common 589378108 65,856 4,800 SH 4,800 1 4,800 Metabolix Inc common 591018809 998,760 82,000 SH 82,000 1 82,000 MetLife common 59156R108 915,948 21,134 SH 21,134 1 21,134 MetroPCS Communications Inc common 591708102 689,988 97,456 SH 97,456 1 97,456 MFA Mortgage Investments Inc common 55272X102 10,304 1,400 SH 1,400 1 1,400 Microchip Technology Inc common 595017104 551,148 19,572 SH 19,572 1 19,572 Micron Technology Inc common 595112103 550,026 52,938 SH 52,938 1 52,938 Microsoft Corporation common 594918104 49,358,645 1,736,322 SH 1,736,322 1 1,736,322 Miller Industries Inc (Georgia) common 600551204 41,019 3,300 SH 3,300 1 3,300 Millipore Corp common 601073109 697,171 6,602 SH 6,602 1 6,602 Mindray Medical International Ltd - ADR common 602675100 17,481,600 480,000 SH 480,000 1 480,000 Minerals Tech common 603158106 10,368 200 SH 200 1 200 MIPS Technologies Inc common 604567107 251,843 56,467 SH 56,467 1 56,467 Mirant Corporation common 60467R100 240,929 22,185 SH 22,185 1 22,185 Mobile Telesystems OJSC - ADR common 607409109 9,886,215 178,130 SH 178,130 1 178,130 Mohawk Industries Inc common 608190104 215,236 3,958 SH 3,958 1 3,958 Molson Coors Brewery Co exchangable Class B common 60871R209 3,220,114 76,560 SH 76,560 1 76,560 Monmouth Real Estate Investment Corp common 609720107 24,389 2,900 SH 2,900 1 2,900 Monolithic Power Systems Inc common 609839105 -289,900 -13,000 SH -13,000 1 -13,000 Monsanto Company common 61166W101 6,894,815 96,539 SH 96,539 1 96,539 Montpelier Re Holdings Ltd common G62185106 40,344 2,400 SH 2,400 1 2,400 Moodys Corp common 615369105 1,419,819 47,725 SH 47,725 1 47,725 Morgan Stanley common 617446448 676,511 23,097 SH 23,097 1 23,097 Mosaic Co common 61945A107 1,365,259 22,466 SH 22,466 1 22,466 Motorola common 620076109 2,370,479 337,675 SH 337,675 1 337,675 Murphy Oil Corp common 626717102 4,185,874 74,495 SH 74,495 1 74,495 MVC Capital Inc common 553829102 134,153 9,886 SH 9,886 1 9,886 Mylan Inc common 628530107 611,126 26,910 SH 26,910 1 26,910 MYR Group Inc common 55405W104 1,178,022 72,227 SH 72,227 1 72,227 Nabors Industries Ltd common G6359F103 496,109 25,273 SH 25,273 1 25,273 NACCO Industries common 629579103 14,830 200 SH 200 1 200 Nanometrics Inc common 630077105 315,182 33,247 SH 33,247 1 33,247 NASB Financial Inc common 628968109 23,120 1,000 SH 1,000 1 1,000 NASDAQ OMX Group Inc common 631103108 205,751 9,742 SH 9,742 1 9,742 Nash-Finch Co common 631158102 26,920 800 SH 800 1 800 National Bankshares Inc (Virginia) common 634865109 32,712 1,200 SH 1,200 1 1,200 National Financial Partners Corp common 63607P208 64,860 4,600 SH 4,600 1 4,600 National Instruments Corp (Texas) common 636518102 -1,000,500 -30,000 SH -30,000 1 -30,000 National Oilwell Varco common 637071101 4,911,357 121,029 SH 121,029 1 121,029 National Semiconductor Corp common 637640103 962,572 66,614 SH 66,614 1 66,614 Nationwide Health Properties Inc common 638620104 71,952 2,047 SH 2,047 1 2,047 NBTY Inc common 628782104 41,407 863 SH 863 1 863 Neenah Paper Inc common 640079109 9,504 600 SH 600 1 600 Net 1 Ueps Technologies Inc common 64107N206 33,102 1,800 SH 1,800 1 1,800 NetApp Inc common 64110D104 1,655,122 50,833 SH 50,833 1 50,833 Netlogic Microsystems Inc common 64118B100 -765,180 -26,000 SH -26,000 1 -26,000 NeuStar Inc common 64126X201 122,396 4,857 SH 4,857 1 4,857 New Oriental Education SP ADR common 647581107 17,102,000 200,000 SH 200,000 1 200,000 New York Community Bancorp common 649445103 111,562 6,745 SH 6,745 1 6,745 New York Times common 650111107 2,247,837 201,962 SH 201,962 1 201,962 Newell Rubbermaid Inc common 651229106 559,710 36,823 SH 36,823 1 36,823 Newfield Exploration Co common 651290108 3,121,439 59,970 SH 59,970 1 59,970 NewMarket Corp common 651587107 41,196 400 SH 400 1 400 Newmont Mining Corporation common 651639106 8,298,178 162,933 SH 162,933 1 162,933 Newport common 651824104 519,259 41,574 SH 41,574 1 41,574 News Corp common 65248E203 746,671 43,896 SH 43,896 1 43,896 News Corp common 65248E104 5,741,751 398,456 SH 398,456 1 398,456 NextEra Energy Inc common 65339F101 3,609,381 74,682 SH 74,682 1 74,682 Nii Holdings B common 62913F201 1,258,340 30,205 SH 30,205 1 30,205 Nike Inc common 654106103 3,543,288 48,208 SH 48,208 1 48,208 NiSource Inc common 65473P105 4,206,229 266,217 SH 266,217 1 266,217 Noble Corp common 003334731 8,233,145 196,871 SH 196,871 1 196,871 Noble Energy common 655044105 211,773 2,901 SH 2,901 1 2,901 Nordson Corp common 655663102 40,752 600 SH 600 1 600 Nordstrom Inc common 655664100 960,874 23,522 SH 23,522 1 23,522 Norfolk Southern Corporation common 655844108 2,738,945 49,006 SH 49,006 1 49,006 Northeast Utilities common 664397106 584,116 21,133 SH 21,133 1 21,133 Northern Trust Corporation common 665859104 247,289 4,475 SH 4,475 1 4,475 NorthStar Realty Finance Corp common 66704R100 16,419 3,900 SH 3,900 1 3,900 NorthWestern Corp common 668074305 50,939 1,900 SH 1,900 1 1,900 Novatek OAO - GDR common 669888208 0 20,600 SH 20,600 1 20,600 Novellus Systems Inc common 670008101 1,198,450 47,938 SH 47,938 1 47,938 NRG Energy Inc common 629377508 855,165 40,917 SH 40,917 1 40,917 Ntelos Holdings Corp common 67020Q107 39,138 2,200 SH 2,200 1 2,200 Nu Skin Enterprises Inc common 67018T105 26,190 900 SH 900 1 900 NuCor Corp common 670346105 2,678,237 59,018 SH 59,018 1 59,018 Nvidia Corp common 67066G104 1,290,621 74,259 SH 74,259 1 74,259 Nyse Euronext common 629491101 160,368 5,416 SH 5,416 1 5,416 Occidental Petroleum Corporation common 674599105 9,840,287 116,398 SH 116,398 1 116,398 Ocean Power Technologies Inc common 674870308 904,649 127,956 SH 127,956 1 127,956 Old Republic International Corp common 680223104 808,946 63,797 SH 63,797 1 63,797 OM Group Inc common 670872100 33,880 1,000 SH 1,000 1 1,000 Omnicare Inc common 681904108 1,022,768 36,153 SH 36,153 1 36,153 Omnicom Group Inc common 681919106 1,699,839 43,799 SH 43,799 1 43,799 OMNOVA Solutions Inc common 682129101 44,745 5,700 SH 5,700 1 5,700 Oneok Inc common 682680103 3,293,237 72,141 SH 72,141 1 72,141 Oracle Corporation common 68389X105 19,198,676 747,321 SH 747,321 1 747,321 O'Reilly Automotive Inc common 686091109 540,812 12,966 SH 12,966 1 12,966 Oriental Financial Group Inc common 68618W100 64,800 4,800 SH 4,800 1 4,800 Ormat Technologies Inc common 686688102 3,925,530 139,500 SH 139,500 1 139,500 Owens & Minor Inc common 690732102 64,946 1,400 SH 1,400 1 1,400 Owens-Illinois common 690768403 2,860,472 80,486 SH 80,486 1 80,486 Oxford Industries Inc common 691497309 30,495 1,500 SH 1,500 1 1,500 Paccar Inc common 693718108 3,024,092 69,776 SH 69,776 1 69,776 Pactiv Corp common 695257105 456,211 18,118 SH 18,118 1 18,118 Pall Corp common 696429307 -2,639,908 -65,199 SH -65,199 1 -65,199 Palm common 696643105 4,009,807 1,066,438 SH 1,066,438 1 1,066,438 Park National Corp common 700658107 31,155 500 SH 500 1 500 Parker Hannifin Corp common 701094104 5,685,078 87,814 SH 87,814 1 87,814 Partnerre Ltd common G6852T105 308,357 3,868 SH 3,868 1 3,868 Patterson-Uti Energy common 703481101 448,856 32,130 SH 32,130 1 32,130 Paychex common 704326107 -1,058,260 -34,471 SH -34,471 1 -34,471 Peabody Energy Corp. common 704549104 1,579,529 34,563 SH 34,563 1 34,563 Pentair INC common 709631105 416,825 11,702 SH 11,702 1 11,702 Peoples United Financial Inc common 712704105 112,029 7,163 SH 7,163 1 7,163 Pepco Holdings Inc common 713291102 1,330,000 77,551 SH 77,551 1 77,551 PepsiCo Inc common 713448108 15,838,241 239,393 SH 239,393 1 239,393 Perry Ellis International Inc common 288853104 36,240 1,600 SH 1,600 1 1,600 Petrohawk Energy Corp common 716495106 686,316 33,842 SH 33,842 1 33,842 Petroleo Brasileiro SA - ADR common 71654V101 18,359,863 463,750 SH 463,750 1 463,750 Petsmart Inc common 716768106 930,643 29,119 SH 29,119 1 29,119 Pfizer Inc common 717081103 94,724,338 5,523,285 SH 5,523,285 1 5,523,285 PG and E Corp common 69331C108 2,541,382 59,910 SH 59,910 1 59,910 PH Glatfelter Co common 377316104 59,409 4,100 SH 4,100 1 4,100 Pharmaceutical Recources common 69888P106 44,640 1,800 SH 1,800 1 1,800 Philippine Long Distance Telephone Company - ADR common 718252604 3,311,528 62,200 SH 62,200 1 62,200 Phoenix Co Inc common 71902E109 20,570 8,500 SH 8,500 1 8,500 Pinnacle West Capital common 723484101 460,344 12,201 SH 12,201 1 12,201 Pioneer Natural Resources Co common 723787107 1,131,750 20,095 SH 20,095 1 20,095 Piper Jaffray Cos WI common 724078100 28,210 700 SH 700 1 700 Pitney Bowes Ic common 724479100 4,272,295 174,736 SH 174,736 1 174,736 Plains Exploration & Production Co common 726505100 553,465 18,455 SH 18,455 1 18,455 Plantronics Inc common 727493108 75,072 2,400 SH 2,400 1 2,400 Platinum Underwriters Holdings Ltd common G7127P100 37,080 1,000 SH 1,000 1 1,000 Plexus common 729132100 -828,690 -23,000 SH -23,000 1 -23,000 Plum Creek Timber Co common 729251108 429,839 11,047 SH 11,047 1 11,047 PNC Financial Services Group common 693475105 546,554 9,155 SH 9,155 1 9,155 Polaris Industries Inc common 731068102 51,160 1,000 SH 1,000 1 1,000 Polo Ralph Lauren Corporation Class A common 731572103 630,487 7,414 SH 7,414 1 7,414 Polycom Inc common 73172K104 165,132 5,400 SH 5,400 1 5,400 PolyOne Corp common 73179P106 23,552 2,300 SH 2,300 1 2,300 Power Integrations Inc common 739276103 -1,434,172 -34,810 SH -34,810 1 -34,810 PPG Industries common 693506107 1,615,707 24,705 SH 24,705 1 24,705 PPL Corp common 69351T106 1,183,827 42,722 SH 42,722 1 42,722 Praxair common 74005P104 3,496,209 42,123 SH 42,123 1 42,123 Precision Castparts Corp common 740189105 3,133,285 24,728 SH 24,728 1 24,728 Pre-Paid Legal Services Inc common 740065107 22,710 600 SH 600 1 600 Priceline.Com common 741503403 1,656,480 6,496 SH 6,496 1 6,496 Pride International Inc common 74153Q102 3,421,399 113,630 SH 113,630 1 113,630 Principal Financial Group Inc common 74251V102 15,392,618 526,964 SH 526,964 1 526,964 Procter and Gamble Company common 742718109 90,099,074 1,424,041 SH 1,424,041 1 1,424,041 Progress Energy common 743263105 1,245,075 31,633 SH 31,633 1 31,633 Progress Sftw common 743312100 50,288 1,600 SH 1,600 1 1,600 Progressive Corporation common 743315103 277,492 14,536 SH 14,536 1 14,536 Prologis common 743410102 339,359 25,709 SH 25,709 1 25,709 Prosperity Bancs common 743606105 53,300 1,300 SH 1,300 1 1,300 Providence Service common 743815102 34,983 2,300 SH 2,300 1 2,300 Prudential Financial common 744320102 1,329,488 21,975 SH 21,975 1 21,975 PSS World Medical Inc common 69366A100 37,616 1,600 SH 1,600 1 1,600 Public Services Enterprise Group Incorporated common 744573106 1,927,508 65,295 SH 65,295 1 65,295 Public Storage common 74460D109 285,077 3,099 SH 3,099 1 3,099 QAD Inc common 74727D108 13,125 2,500 SH 2,500 1 2,500 QC Holdings Inc common 74729T101 19,129 3,700 SH 3,700 1 3,700 QLogic Corp common 747277101 6,686,022 329,523 SH 329,523 1 329,523 Qualcomm Inc common 747525103 13,995,225 333,299 SH 333,299 1 333,299 Quanta Services Inc common 74762E102 3,905,862 203,855 SH 203,855 1 203,855 Quest Diagnostics Inc common 74834L100 1,225,664 21,027 SH 21,027 1 21,027 Quest Software Inc common 74834T103 62,265 3,500 SH 3,500 1 3,500 Questar Corp common 748356102 826,589 19,134 SH 19,134 1 19,134 Qwest Communications International Inc common 749121109 1,906,829 -51,557 SH -51,557 1 -51,557 Ralcorp common 751028101 363,165 5,358 SH 5,358 1 5,358 Range Resources Corp common 75281A109 -443,578 -9,464 SH -9,464 1 -9,464 Rayonier Inc common 754907103 349,902 7,702 SH 7,702 1 7,702 RED HAT, INC. common 756577102 934,123 31,914 SH 31,914 1 31,914 Regal Beloit Corp common 758750103 71,292 1,200 SH 1,200 1 1,200 Regions Financial Corporation common 7591EP100 176,806 22,523 SH 22,523 1 22,523 RenaissanceRe Holdings common G7496G103 10,906,945 192,159 SH 192,159 1 192,159 Republic Airways Holdings Inc common 760276105 29,650 5,000 SH 5,000 1 5,000 Republic Bancorp Inc common 760281204 26,376 1,400 SH 1,400 1 1,400 Republic Services Inc common 760759100 1,326,736 45,718 SH 45,718 1 45,718 Riverbed Technology Inc common 768573107 -1,695,253 -59,692 SH -59,692 1 -59,692 Robert Half International Inc common 770323103 472,639 15,532 SH 15,532 1 15,532 Rock-Tenn Co common 772739207 54,684 1,200 SH 1,200 1 1,200 Rockwell Automation Inc common 773903109 1,724,503 30,598 SH 30,598 1 30,598 Rockwell Collins Corp common 774341101 3,125,056 49,929 SH 49,929 1 49,929 Rollins Inc common 775711104 39,024 1,800 SH 1,800 1 1,800 Roper Industries common 776696106 879,052 15,198 SH 15,198 1 15,198 Ross Stores Inc common 778296103 1,624,579 30,383 SH 30,383 1 30,383 Rowan Company Inc common 779382100 2,919,238 100,283 SH 100,283 1 100,283 Royal Caribbean Cruises Ltd common 000886286 520,417 65,775 SH 65,775 1 65,775 RR Donnelley and Sons Co common 257867101 1,183,922 55,453 SH 55,453 1 55,453 Safeguard Scientifics Inc common 786449207 144,638 11,126 SH 11,126 1 11,126 Safety Insurance Group Inc common 78648T100 33,903 900 SH 900 1 900 Safeway Inc common 786514208 2,336,989 94,006 SH 94,006 1 94,006 Saic Inc common 78390X101 1,535,457 86,749 SH 86,749 1 86,749 Salesforce.com Inc common 79466L302 -641,685 -8,619 SH -8,619 1 -8,619 Sanderson Farms Inc common 800013104 37,541 700 SH 700 1 700 SanDisk Corp common 80004C101 -536,246 -15,485 SH -15,485 1 -15,485 Sanmina SCI common 800907206 -577,500 -35,000 SH -35,000 1 -35,000 Sapient Corp common 803062108 11,148,661 1,219,766 SH 1,219,766 1 1,219,766 Sara Lee Corporation common 803111103 1,180,763 84,764 SH 84,764 1 84,764 Satyam Computers Services Ltd - ADR common 804098101 678,344 129,951 SH 129,951 1 129,951 Savient Pharmaceuticals Inc common 80517Q100 17,340 1,200 SH 1,200 1 1,200 SBA Communications Corp common 78388J106 456,574 12,658 SH 12,658 1 12,658 Scana Corp common 80589M102 385,523 10,256 SH 10,256 1 10,256 Schlumberger Ltd common 806857108 13,236,550 208,581 SH 208,581 1 208,581 Scorpio Tankers Inc common Y7542C106 0 198,000 SH 198,000 1 198,000 Scripps Networks Interactive common 811065101 2,114,386 47,675 SH 47,675 1 47,675 Seagate Technology common G7945J104 2,949,793 161,544 SH 161,544 1 161,544 Sealed Air Corp common 81211K100 355,072 16,844 SH 16,844 1 16,844 Sears Holdings Corp common 812350106 810,731 7,477 SH 7,477 1 7,477 SEI Investments Co common 784117103 846,570 38,533 SH 38,533 1 38,533 Sempra Energy common 816851109 1,321,502 26,483 SH 26,483 1 26,483 Sherwin Williams Co common 824348106 648,442 9,581 SH 9,581 1 9,581 Shinhan Financial Group Co Ltd common 824596100 564,848 7,105 SH 7,105 1 7,105 Sigma Aldrich Corp common 826552101 885,444 16,501 SH 16,501 1 16,501 Sigma Designs Inc common 826565103 348,921 29,746 SH 29,746 1 29,746 Silgan Holdings Inc common 827048109 18,069 300 SH 300 1 300 Silicon Motion - ADR common 82706C108 520,607 116,467 SH 116,467 1 116,467 Siliconware Precision Industries Co common 827084864 365,071 60,744 SH 60,744 1 60,744 Simcere Pharmaceutical Group - ADR common 82859P104 2,808,300 330,000 SH 330,000 1 330,000 Simon Property Group Inc common 828806109 3,096,833 36,911 SH 36,911 1 36,911 Sk Telekom Adr common 78440P108 404,143 23,415 SH 23,415 1 23,415 Skyworks Solutions Inc common 83088M102 -648,960 -41,600 SH -41,600 1 -41,600 SLM Corporation common 78442P106 117,237 9,364 SH 9,364 1 9,364 Smith International Inc common 832110100 1,702,009 39,748 SH 39,748 1 39,748 Sociedad Quimica y Minera de Chile SA - ADR common 833635105 250,513 6,700 SH 6,700 1 6,700 Sohu.com Inc common 83408W103 4,182,360 76,600 SH 76,600 1 76,600 Solarfun Power Holdings Co Ltd - ADR common 83415U108 -805,105 -102,692 SH -102,692 1 -102,692 Sonic Automotive Inc common 83545G102 24,200 2,200 SH 2,200 1 2,200 Southern Company common 842587107 4,068,533 122,694 SH 122,694 1 122,694 Southern Copper Corp common 84265V105 502,476 15,866 SH 15,866 1 15,866 Southwest Airlines common 844741108 284,534 21,523 SH 21,523 1 21,523 Southwestern Energy Co common 845467109 9,845,200 241,778 SH 241,778 1 241,778 Spartech Corp common 847220209 29,250 2,500 SH 2,500 1 2,500 Spectra Energy Corp common 847560109 1,815,039 80,561 SH 80,561 1 80,561 Sprint Nextel Corp common 852061100 2,326,964 612,359 SH 612,359 1 612,359 SPX Corp common 784635104 1,739,640 26,231 SH 26,231 1 26,231 SRA International Inc common 78464R105 39,501 1,900 SH 1,900 1 1,900 St Jude Medical Inc common 790849103 36,463,607 888,273 SH 888,273 1 888,273 Standard Microsystems Corp common 853626109 839,023 36,087 SH 36,087 1 36,087 Standard Motor Products Inc common 853666105 5,952 600 SH 600 1 600 Standard Register Co common 853887107 31,565 5,900 SH 5,900 1 5,900 Stanley Black & Decker Inc common 854502101 1,715,353 29,879 SH 29,879 1 29,879 Staples common 855030102 2,262,725 96,739 SH 96,739 1 96,739 Starbucks Corp common 855244109 2,775,493 114,359 SH 114,359 1 114,359 Starwood Hotels and Resorts Worldwide Inc common 85590A401 1,181,624 25,335 SH 25,335 1 25,335 State Street Corporation common 857477103 555,628 12,309 SH 12,309 1 12,309 Stein Mart, Inc common 858375108 17,157 1,900 SH 1,900 1 1,900 Stericycle INC. common 858912108 476,766 8,748 SH 8,748 1 8,748 Stone Energy Corp common 861642106 46,150 2,600 SH 2,600 1 2,600 STR Holdings Inc(New) common 78478V100 -362,276 -15,416 SH -15,416 1 -15,416 Stryker Corporation common 863667101 2,648,485 46,286 SH 46,286 1 46,286 Sturm Ruger & Co Inc common 864159108 25,179 2,100 SH 2,100 1 2,100 Suno common 86764P109 588,169 19,797 SH 19,797 1 19,797 SunTrust Banks common 867914103 449,965 16,796 SH 16,796 1 16,796 Supertex Inc common 868532102 -122,832 -4,800 SH -4,800 1 -4,800 SUPERVALU INC common 868536103 706,298 42,344 SH 42,344 1 42,344 SVB Financial Group common 78486Q101 18,664 400 SH 400 1 400 Symantec Corp common 871503108 3,778,947 223,342 SH 223,342 1 223,342 Symmetricom common 871543104 32,065 5,500 SH 5,500 1 5,500 SYNNEX Corp common 87162W100 840,450 28,432 SH 28,432 1 28,432 Sysco Corporation common 871829107 3,809,896 129,149 SH 129,149 1 129,149 T Rowe Price Group Inc common 74144T108 400,055 7,283 SH 7,283 1 7,283 Taiwan Semiconductor Manufacturing Co Ltd - ADR common 874039100 1,990,152 189,719 SH 189,719 1 189,719 Target Corporation common 87612E106 4,529,702 86,116 SH 86,116 1 86,116 Tata Motors Ltd - ADR common 876568502 618,318 33,495 SH 33,495 1 33,495 Tech Data Corp common 878237106 1,381,569 32,973 SH 32,973 1 32,973 Technitrol Inc common 878555101 32,736 6,200 SH 6,200 1 6,200 Tekelec common 879101103 -1,629,769 -89,745 SH -89,745 1 -89,745 Tele Norte Leste Part ADR common 879246106 322,719 18,274 SH 18,274 1 18,274 Teledyne Technologies Inc common 879360105 33,016 800 SH 800 1 800 Telefonos de Mexico sp - ADR common 879403780 326,960 20,959 SH 20,959 1 20,959 Telephone & Data Systems common 879433100 985,238 29,106 SH 29,106 1 29,106 Tellabs common 879664100 100,908 13,330 SH 13,330 1 13,330 Telvent GIT SA common 017849503 9,981,331 347,056 SH 347,056 1 347,056 Tempur Pedic Intl common 88023U101 57,304 1,900 SH 1,900 1 1,900 Tenaris SA - ADR common 88031M109 2,202,822 51,300 SH 51,300 1 51,300 Teradata Corp common 88076W103 768,330 26,595 SH 26,595 1 26,595 Tesoro Corp common 881609101 326,761 23,508 SH 23,508 1 23,508 Tetra Technologies, Inc common 88162F105 15,886 1,300 SH 1,300 1 1,300 Teva Pharmaceutical Industries - ADR common 881624209 33,270,638 527,352 SH 527,352 1 527,352 Texas Instruments Incorporated common 882508104 71,275,971 2,912,790 SH 2,912,790 1 2,912,790 TFS Financial Corp common 87240R107 424,917 31,829 SH 31,829 1 31,829 The Blackstone Group LP common 09253U108 548,996 39,214 SH 39,214 1 39,214 The Hershey Company common 427866108 640,694 14,966 SH 14,966 1 14,966 The Travelers Cos common 89417E109 2,243,742 41,597 SH 41,597 1 41,597 Thermo Fisher Scientific common 883556102 7,760,393 150,863 SH 150,863 1 150,863 TICC Capital Corp common 87244T109 158,483 24,049 SH 24,049 1 24,049 Tiffany and Co common 886547108 612,763 12,903 SH 12,903 1 12,903 Time Warner Cable Inc common 88732J207 30,616,573 574,312 SH 574,312 1 574,312 Time Warner Inc common 887317303 40,284,453 1,288,278 SH 1,288,278 1 1,288,278 TJX Cos Inc common 872540109 2,868,654 67,466 SH 67,466 1 67,466 Toll Brothers common 889478103 252,366 12,133 SH 12,133 1 12,133 Tompkins Financial Corp common 890110109 36,480 1,000 SH 1,000 1 1,000 Total System Services Inc common 891906109 352,757 22,526 SH 22,526 1 22,526 Tower Group Inc common 891777104 37,689 1,700 SH 1,700 1 1,700 Tractor Supply common 892356106 58,050 1,000 SH 1,000 1 1,000 Transocean Ltd common 004826551 16,821,209 194,735 SH 194,735 1 194,735 Trina Solar Ltd - ADR common 89628E104 -984,944 -40,350 SH -40,350 1 -40,350 TriQuint Semiconductor Inc common 89674K103 -700,000 -100,000 SH -100,000 1 -100,000 Tyco Electronics Ltd common 010299318 3,724,777 135,545 SH 135,545 1 135,545 Tyco International Ltd common 010038348 10,248,552 267,936 SH 267,936 1 267,936 Tyson Foods common 902494103 6,645,088 347,002 SH 347,002 1 347,002 Ultra Petroleum Corp common 903914109 793,176 17,010 SH 17,010 1 17,010 Ultralife Corp common 903899102 2,926,021 729,681 SH 729,681 1 729,681 Union Pacific Corporation common 907818108 9,584,855 130,762 SH 130,762 1 130,762 United Micro Electronics Corp - ADR common 910873405 480,724 127,852 SH 127,852 1 127,852 United Online Inc common 911268100 15,708 2,100 SH 2,100 1 2,100 United Parcel Service Inc common 911312106 7,573,070 117,576 SH 117,576 1 117,576 United States Steel Corp common 912909108 1,719,613 27,072 SH 27,072 1 27,072 United Stationers Inc common 913004107 35,310 600 SH 600 1 600 UnitedHealth Group Incorporated common 91324P102 45,875,083 1,404,196 SH 1,404,196 1 1,404,196 Unitrin Inc common 913275103 154,584 5,511 SH 5,511 1 5,511 Unum Group common 91529Y106 2,612,071 105,453 SH 105,453 1 105,453 Urban Outfitters common 917047102 580,832 15,273 SH 15,273 1 15,273 URS Corp common 903236107 713,888 14,390 SH 14,390 1 14,390 US Bancorp common 902973304 3,132,023 121,021 SH 121,021 1 121,021 US Physical Therapy Inc common 90337L108 38,280 2,200 SH 2,200 1 2,200 USA Mobility Inc common 90341G103 49,413 3,900 SH 3,900 1 3,900 Vale SA-SP Pref - ADR common 91912E204 16,370,072 589,700 SH 589,700 1 589,700 Valero Energy Corp common 91913Y100 28,248,874 1,433,953 SH 1,433,953 1 1,433,953 Varian Medical Systems Inc common 92220P105 612,835 11,076 SH 11,076 1 11,076 Veeco Instruments. Inc. common 922417100 -2,512,604 -57,761 SH -57,761 1 -57,761 Ventas Inc common 92276F100 182,418 3,842 SH 3,842 1 3,842 Ventiv Health common 46122E105 47,166 2,100 SH 2,100 1 2,100 Verenium Corp common 92340P209 715,680 142,000 SH 142,000 1 142,000 Verigy Ltd common 999900288 627,455 56,123 SH 56,123 1 56,123 VeriSign Inc common 92343E102 2,392,842 91,997 SH 91,997 1 91,997 Verizon Communications Inc common 92343V104 12,592,290 405,941 SH 405,941 1 405,941 Vertex Pharmaceuticals common 92532F100 1,221,359 29,884 SH 29,884 1 29,884 VF Corp common 918204108 861,532 10,749 SH 10,749 1 10,749 Viacom CL B common 92553P201 7,068,219 205,591 SH 205,591 1 205,591 Vimpelcom - ADR common 68370R109 18,816,603 1,122,086 SH 1,122,086 1 1,122,086 Virgin Media common 92769L101 827,375 47,936 SH 47,936 1 47,936 Visa Inc common 92826C839 7,005,487 76,958 SH 76,958 1 76,958 Vishay Intertechnology Inc common 928298108 6,138 600 SH 600 1 600 VistaPrint NV common 000927226 16,856,518 294,437 SH 294,437 1 294,437 VMware Inc common 928563402 -2,132,000 -40,000 SH -40,000 1 -40,000 Volterra Semiconductor common 928708106 -803,200 -32,000 SH -32,000 1 -32,000 Vornado Realty Trust common 929042109 297,501 3,930 SH 3,930 1 3,930 Vulcan Materials Company common 929160109 779,224 16,495 SH 16,495 1 16,495 Walgreen common 931422109 9,644,550 260,031 SH 260,031 1 260,031 Walt Disney Company common 254687106 9,485,047 271,700 SH 271,700 1 271,700 Waste Management common 94106L109 1,942,919 56,431 SH 56,431 1 56,431 Waters Corp common 941848103 1,095,972 16,227 SH 16,227 1 16,227 Watson Pharmaceuticals Inc common 942683103 806,495 19,308 SH 19,308 1 19,308 Wausau Paper Corp common 943315101 20,496 2,400 SH 2,400 1 2,400 Weatherford International Ltd common 003883839 1,385,942 87,386 SH 87,386 1 87,386 Wellpoint Inc common 94973V107 8,752,783 135,955 SH 135,955 1 135,955 Wells Fargo and Company common 949746101 30,709,372 986,805 SH 986,805 1 986,805 Western Digital Corp common 958102105 2,263,058 58,042 SH 58,042 1 58,042 Western Refining Inc common 959319104 30,250 5,500 SH 5,500 1 5,500 Western Union Co common 959802109 3,363,914 198,344 SH 198,344 1 198,344 Weyerhauser Company common 962166104 1,381,233 30,511 SH 30,511 1 30,511 Whirlpool Corp common 963320106 1,079,632 12,374 SH 12,374 1 12,374 Whole Foods Market Inc. common 966837106 1,212,326 33,536 SH 33,536 1 33,536 Willbros Group Inc common 969203108 30,025 2,500 SH 2,500 1 2,500 Williams Companies common 969457100 1,608,776 69,644 SH 69,644 1 69,644 Williams Sonoma Inc common 969904101 128,400 4,884 SH 4,884 1 4,884 Willis Group Holdings PLC common 00B4XGY11 117,650 3,760 SH 3,760 1 3,760 Wimm-Bill-Dann - ADR common 97263M109 262,359 11,702 SH 11,702 1 11,702 Windstream Corp common 97381W104 424,231 38,956 SH 38,956 1 38,956 Wipro Ltd - ADR common 97651M109 436,317 18,718 SH 18,718 1 18,718 Wisconsin Energy Corp common 976657106 2,086,288 42,224 SH 42,224 1 42,224 World Acceptance Corp common 981419104 50,512 1,400 SH 1,400 1 1,400 Worthington Industries Inc common 981811102 29,393 1,700 SH 1,700 1 1,700 WW Grainger Inc common 384802104 1,167,047 10,794 SH 10,794 1 10,794 Wynn Resorts common 983134107 545,824 7,198 SH 7,198 1 7,198 Xcel Energy Inc common 98389B100 1,085,610 51,208 SH 51,208 1 51,208 Xerox Corp common 984121103 587,447 60,251 SH 60,251 1 60,251 Xilinx common 983919101 894,770 35,089 SH 35,089 1 35,089 XL Capital Ltd common G98255105 414,685 21,941 SH 21,941 1 21,941 XTO Energy Inc common 98385X106 3,459,804 73,332 SH 73,332 1 73,332 Yahoo! Inc common 984332106 64,782,541 3,919,089 SH 3,919,089 1 3,919,089 Yum Brands common 988498101 2,452,852 63,993 SH 63,993 1 63,993 Zimmer Holdings common 98956P102 1,797,312 30,360 SH 30,360 1 30,360 Zoran Corp common 98975F101 532,609 49,499 SH 49,499 1 49,499 02Micro International Ltd - ADR common 67107W100 7,085,654 1,034,402 SH 1,034,402 1 1,034,402 3M Company common 88579Y101 37,607,169 450,008 SH 450,008 1 450,008 3PAR Inc common 88580F109 -1,900,000 -190,000 SH -190,000 1 -190,000
-----END PRIVACY-ENHANCED MESSAGE-----