-----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, F8MUt4t5LpykVQv+Tx9j3bVXfwEOG58W+n3jpgbYDWWslNpC4LqUCUvieM50JwwP FSNOKLa+qHgI6Q9ILQwTGg== 0001193125-10-227593.txt : 20101012 0001193125-10-227593.hdr.sgml : 20101011 20101012080142 ACCESSION NUMBER: 0001193125-10-227593 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101012 DATE AS OF CHANGE: 20101012 EFFECTIVENESS DATE: 20101012 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: 101117466 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 HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 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 SEPTEMBER 30, 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: 933 Form 13F Information Table Value Total (x$1000): 3,676,200 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 DnB NOR Asset Management AB 13F US GOVERNMENT REPORT [LOGO] DnBNOR Asset Management 9/30/2010
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 Power Energy Generation Systems Ltd common G04136100 4,208,899 507,708 SH 507,708 1 507,708 AAR Corp common 000361105 108,228 5,800 SH 5,800 1 5,800 Abbott Laboratories common 002824100 19,917,910 381,277 SH 381,277 1 381,277 Abercrombie & Fitch common 002896207 569,157 14,475 SH 14,475 1 14,475 Accenture Plc common 00B4BNMY3 56,839,553 1,337,716 SH 1,337,716 1 1,337,716 ACE Limited common 004432874 606,732 10,416 SH 10,416 1 10,416 Acme Packet Inc common 004764106 -6,169,504 -162,655 SH -162,655 1 -162,655 Actel Corp common 004934105 2,402,309 150,615 SH 150,615 1 150,615 Activision Blizzard Inc common 00507V109 1,019,634 94,236 SH 94,236 1 94,236 Acxiom common 005125109 95,160 6,000 SH 6,000 1 6,000 Adobe Systems Inc common 00724F101 16,556,977 633,154 SH 633,154 1 633,154 Advance America Cash Advance Centers Inc common 00739W107 107,198 26,600 SH 26,600 1 26,600 Advance Auto Parts common 00751Y106 780,444 13,300 SH 13,300 1 13,300 Advanced Analogic Technologies Inc common 00752J108 1,691,171 481,815 SH 481,815 1 481,815 Advanced Battery Technologies Inc common 00752H102 2,343,154 652,689 SH 652,689 1 652,689 Advanced Micro Devices inc common 007903107 903,148 127,025 SH 127,025 1 127,025 Advanced Semiconductor Engineering Inc ADR common 00756M404 861,320 209,567 SH 209,567 1 209,567 AES Corp common 00130H105 912,744 80,418 SH 80,418 1 80,418 Aetna Inc common 00817Y108 1,643,499 51,993 SH 51,993 1 51,993 Aflac Inc common 001055102 365,900 7,076 SH 7,076 1 7,076 AGCO Corp common 001084102 5,361,885 137,449 SH 137,449 1 137,449 Agilent Technologies Incagilus common 00846U101 1,784,261 53,469 SH 53,469 1 53,469 Agrium Inc common 008916108 9,423,393 155,662 SH 155,662 1 155,662 Air Products & Chemicals Inc common 009158106 2,611,894 31,537 SH 31,537 1 31,537 Airgas Inc common 009363102 971,209 14,293 SH 14,293 1 14,293 Akamai Tech common 00971T101 923,161 18,397 SH 18,397 1 18,397 ALAMO GROUP INC common 011311107 80,388 3,600 SH 3,600 1 3,600 Alaska Air Group Inc common 011659109 137,781 2,700 SH 2,700 1 2,700 Alcoa Inc common 013817101 1,731,451 142,977 SH 142,977 1 142,977 Allegheny Energy Inc common 017361106 483,265 19,709 SH 19,709 1 19,709 Allegheny Technologies common 01741R102 8,800,463 189,461 SH 189,461 1 189,461 Allergan Inc common 018490102 2,623,877 39,439 SH 39,439 1 39,439 Alliance Data Systems Corp common 018581108 3,372,963 51,685 SH 51,685 1 51,685 Alliant Energy Corp common 018802108 542,924 14,936 SH 14,936 1 14,936 Allstate Corporation common 020002101 22,529,823 714,099 SH 714,099 1 714,099 Almacenes Exito SA - GDR common 020279105 638,559 51,400 SH 51,400 1 51,400 Almost Family Inc common 020409108 47,408 1,600 SH 1,600 1 1,600 Alpha Ntrl Resc common 02076X102 672,967 16,354 SH 16,354 1 16,354 Altera Corp common 021441100 1,211,226 40,160 SH 40,160 1 40,160 Amazon.Com Inc common 023135106 7,637,200 48,626 SH 48,626 1 48,626 Ambow Education Holding Ltd common 02322P101 262,844 26,390 SH 26,390 1 26,390 Amdocs Ltd common 002256908 102,259 3,568 SH 3,568 1 3,568 Ameren Corporation common 023608102 944,811 33,268 SH 33,268 1 33,268 America Movil - ADR common 02364W105 14,508,427 272,050 SH 272,050 1 272,050 America Service Group Inc common 02364L109 104,160 7,000 SH 7,000 1 7,000 American Capital Ltd common 02503Y103 603,095 103,803 SH 103,803 1 103,803 American Dental Partners Inc common 025353103 98,892 8,200 SH 8,200 1 8,200 American Eagle Outf. common 02553E106 2,921,194 195,267 SH 195,267 1 195,267 American Electric Power Co Inc common 025537101 2,098,079 57,910 SH 57,910 1 57,910 American Equity Investment Life Holding Co common 025676206 115,712 11,300 SH 11,300 1 11,300 American Express common 025816109 1,198,822 28,523 SH 28,523 1 28,523 American International Group Inc common 026874784 106,352 2,720 SH 2,720 1 2,720 American Superconductor Corp common 030111108 -1,564,143 -50,294 SH -50,294 1 -50,294 American Tower Corp A common 029912201 2,635,174 51,408 SH 51,408 1 51,408 American Water Works Co Inc common 030420103 548,567 23,574 SH 23,574 1 23,574 AMERIGROUP Corp common 03073T102 140,151 3,300 SH 3,300 1 3,300 Ameriprise Financial common 03076C106 183,640 3,880 SH 3,880 1 3,880 Amerisourcebergen Corp common 03073E105 2,072,555 67,598 SH 67,598 1 67,598 Ameritrade holding corp common 87236Y108 675,199 41,808 SH 41,808 1 41,808 AMETEK Inc common 031100100 799,097 16,728 SH 16,728 1 16,728 Amgen Inc common 031162100 52,878,651 959,511 SH 959,511 1 959,511 Amkor Technology Inc common 031652100 1,671,526 254,418 SH 254,418 1 254,418 Amphenol Corp common 032095101 1,102,589 22,511 SH 22,511 1 22,511 Amtrust Financial Services Inc common 032359309 120,516 8,300 SH 8,300 1 8,300 Anadarko Petroleum Corporation common 032511107 45,907,850 804,695 SH 804,695 1 804,695 Anadigics Inc common 032515108 -2,436,305 -400,050 SH -400,050 1 -400,050 Analog Devices Inc common 032654105 6,247,538 199,093 SH 199,093 1 199,093 Anixter International Inc common 035290105 102,581 1,900 SH 1,900 1 1,900 Annaly Capital Management Inc common 035710409 2,383,462 135,424 SH 135,424 1 135,424 Anntaylor Stores Corp common 036115103 135,608 6,700 SH 6,700 1 6,700 AOL Inc. common 00184X105 180,626 7,298 SH 7,298 1 7,298 AON Corp common 037389103 179,319 4,585 SH 4,585 1 4,585 Apache Corporation common 037411105 20,583,075 210,547 SH 210,547 1 210,547 Apollo Group Inc common 037604105 867,815 16,900 SH 16,900 1 16,900 Apollo Invstment common 03761U106 438,652 42,879 SH 42,879 1 42,879 Apple Inc common 037833100 108,300,565 381,676 SH 381,676 1 381,676 Applied Industrial Technologies Inc common 03820C105 122,400 4,000 SH 4,000 1 4,000 Applied Material Inc common 038222105 4,790,073 410,109 SH 410,109 1 410,109 Arch Capital Group Ltd common G0450A105 368,385 4,396 SH 4,396 1 4,396 Arch Coal Inc common 039380100 741,576 27,764 SH 27,764 1 27,764 Archer Daniels Midland common 039483102 9,355,433 293,090 SH 293,090 1 293,090 Ares Capital common 04010L103 690,290 44,108 SH 44,108 1 44,108 Arrow Electronics Inc common 042735100 57,530,551 2,152,284 SH 2,152,284 1 2,152,284 ArvinMeritor Inc common 043353101 48,174 3,100 SH 3,100 1 3,100 Ashford Hospitality Trust Inc common 044103109 60,635 6,700 SH 6,700 1 6,700 Ashland Inc common 044209104 115,048 2,359 SH 2,359 1 2,359 AsiaInfo-Linkage Inc common 04518A104 6,737,795 341,500 SH 341,500 1 341,500 Assurant Inc common 04621X108 90,476 2,223 SH 2,223 1 2,223 Atmel common 049513104 -4,123,407 -518,016 SH -518,016 1 -518,016 ATMI Inc common 00207R101 4,183,438 281,713 SH 281,713 1 281,713 AT&T Inc common 00206R102 66,478,955 2,324,439 SH 2,324,439 1 2,324,439 AU Optronics Corp - ADR common 002255107 499,120 47,717 SH 47,717 1 47,717 AuthenTec Inc common 052660107 329,729 198,632 SH 198,632 1 198,632 Autodesk common 052769106 2,391,804 74,814 SH 74,814 1 74,814 Autoliv Inc common 052800109 429,349 6,572 SH 6,572 1 6,572 Automatic Data Processing common 053015103 -3,854,487 -91,708 SH -91,708 1 -91,708 AutoNation common 05329W102 594,410 25,566 SH 25,566 1 25,566 AutoZone common 053332102 758,608 3,314 SH 3,314 1 3,314 Auxilium Pharmaceuticals Inc common 05334D107 -264,774 -10,685 SH -10,685 1 -10,685 Avago Technologies Ltd common 999900624 -3,262,825 -144,950 SH -144,950 1 -144,950 Avalon Communities Inc common 053484101 551,764 5,309 SH 5,309 1 5,309 Avery Dennison common 053611109 455,165 12,262 SH 12,262 1 12,262 Avnet Inc common 053807103 6,321,826 234,055 SH 234,055 1 234,055 Avon Products Inc common 054303102 1,784,738 55,582 SH 55,582 1 55,582 Axis Capital Holdings common G0692U109 289,444 8,787 SH 8,787 1 8,787 Baidu Inc - ADR common 056752108 1,066,222 10,390 SH 10,390 1 10,390 Baker Hughes Inc common 057224107 6,720,193 157,751 SH 157,751 1 157,751 Ball common 058498106 951,899 16,175 SH 16,175 1 16,175 Ballard Power Systems Inc common 058586108 874,462 523,630 SH 523,630 1 523,630 Banco Bradesco - ADR common 059460303 1,538,405 75,486 SH 75,486 1 75,486 Banco Santander (Brasil) SA common 05967A107 826,200 60,000 SH 60,000 1 60,000 Banco Santander Chile - ADR common 05965X109 1,564,110 16,200 SH 16,200 1 16,200 BanColombia SA - ADR common 05968L102 4,918,378 74,941 SH 74,941 1 74,941 Bank of America Corporation common 060505104 34,289,061 2,615,489 SH 2,615,489 1 2,615,489 Bank of New York Mellon Corp/T common 064058100 1,225,706 46,908 SH 46,908 1 46,908 Baxter International Inc common 071813109 34,228,776 717,434 SH 717,434 1 717,434 BB and T Corporation common 054937107 3,663,483 152,138 SH 152,138 1 152,138 Beckman Coulter common 075811109 345,238 7,076 SH 7,076 1 7,076 Becton Dickinson and Company common 075887109 1,731,495 23,367 SH 23,367 1 23,367 Bed Bath & Beyond Inc common 075896100 1,468,039 33,818 SH 33,818 1 33,818 Benchmark Electronics Inc common 08160H101 104,960 6,400 SH 6,400 1 6,400 Berkley (W.R.) Corp common 084423102 71,059 2,625 SH 2,625 1 2,625 Berkshire Hathaway Inc common 084670108 124,500 1 SH 1 1 1 Berkshire Hathaway Inc common 084670702 1,710,401 20,687 SH 20,687 1 20,687 Best Buy Company common 086516101 6,834,248 167,383 SH 167,383 1 167,383 BGC Partners Inc common 05541T101 63,879 10,700 SH 10,700 1 10,700 Big Lots Inc common 089302103 241,329 7,258 SH 7,258 1 7,258 Biogen Idec Inc common 09062X103 1,715,308 30,565 SH 30,565 1 30,565 BJ's Wholesale Club Inc common 05548J106 307,059 7,399 SH 7,399 1 7,399 Black Box Corp common 091826107 105,798 3,300 SH 3,300 1 3,300 Blackrock Inc common 09247X101 10,628,027 62,426 SH 62,426 1 62,426 Blount International Inc common 095180105 68,742 5,400 SH 5,400 1 5,400 BMC Software common 055921100 897,927 22,182 SH 22,182 1 22,182 Borgwarner common 099724106 -2,359,533 -44,841 SH -44,841 1 -44,841 Boston Properties Inc common 101121101 220,517 2,653 SH 2,653 1 2,653 Boston Scientific Corp common 101137107 28,415,885 4,635,544 SH 4,635,544 1 4,635,544 BP Plc - ADR common 055622104 0 75,000 SH 75,000 1 75,000 Brasil Telecom SA common 10553M101 737,547 37,156 SH 37,156 1 37,156 Briggs & Stratton Corp common 109043109 108,357 5,700 SH 5,700 1 5,700 Brightpoint common 109473405 111,141 15,900 SH 15,900 1 15,900 Bristol-Myers Squibb Company common 110122108 5,594,853 206,376 SH 206,376 1 206,376 Broadcom Corp common 111320107 2,163,037 61,120 SH 61,120 1 61,120 Broadwind Energy Inc common 11161T108 -187,000 -100,000 SH -100,000 1 -100,000 Brooks Aut common 114340102 -641,020 -95,532 SH -95,532 1 -95,532 Brown Forman B ORD common 115637209 1,330,314 21,582 SH 21,582 1 21,582 Brown Shoe Company Inc common 115736100 110,112 9,600 SH 9,600 1 9,600 Buckeye Technologies Inc common 118255108 52,956 3,600 SH 3,600 1 3,600 Bucyrus Intl common 118759109 558,406 8,052 SH 8,052 1 8,052 Bunge common G16962105 39,757,886 672,040 SH 672,040 1 672,040 C R Bard common 067383109 832,133 10,219 SH 10,219 1 10,219 CA Inc. common 12673P105 1,825,402 86,430 SH 86,430 1 86,430 Cablevision Systems New York Group common 12686C109 875,663 33,435 SH 33,435 1 33,435 Cabot Corp common 127055101 169,006 5,189 SH 5,189 1 5,189 Cabot Oil common 127097103 1,784,409 59,263 SH 59,263 1 59,263 CACI International common 127190304 58,838 1,300 SH 1,300 1 1,300 Cadence Pharmaceuticals Inc common 12738T100 1,616,719 193,619 SH 193,619 1 193,619 California Water Service Group common 130788102 55,425 1,500 SH 1,500 1 1,500 Calpine Corp common 131347304 690,701 55,478 SH 55,478 1 55,478 Cameron International common 13342B105 1,265,902 78,667 SH 78,667 1 78,667 Campbell Soup Co common 134429109 960,817 26,876 SH 26,876 1 26,876 Capital One Financial common 14040H105 1,145,645 28,967 SH 28,967 1 28,967 Capstead Mortgage Corp common 14067E506 117,396 10,800 SH 10,800 1 10,800 Capstone Turbine Corp common 14067D102 1,443,347 1,869,378 SH 1,869,378 1 1,869,378 Cardinal Health Inc common 14149Y108 3,438,175 104,061 SH 104,061 1 104,061 CareFusion Corp common 14170T101 1,196,965 48,187 SH 48,187 1 48,187 CarMax Inc common 143130102 919,491 33,004 SH 33,004 1 33,004 Carnival Corporation common 143658300 41,868,684 1,095,752 SH 1,095,752 1 1,095,752 Carter's Inc common 146229109 107,953 4,100 SH 4,100 1 4,100 Caterpillar Inc common 149123101 7,984,053 101,475 SH 101,475 1 101,475 Cavium Networks Inc common 14965A101 -2,985,202 -103,797 SH -103,797 1 -103,797 CBL & Associates Properties Inc common 124830100 75,748 5,800 SH 5,800 1 5,800 CBS Class B common 124857202 1,521,307 95,921 SH 95,921 1 95,921 Celanese Corp Series A common 150870103 4,395,806 136,941 SH 136,941 1 136,941 Celestica Inc common 15101Q108 -2,297,588 -272,549 SH -272,549 1 -272,549 Celgene Corp common 151020104 8,448,910 146,657 SH 146,657 1 146,657 Cemex S.A.B. de C.V. (ADR) common 151290889 674,764 79,384 SH 79,384 1 79,384 Cent Euro Dstrbn common 153435102 770,442 34,518 SH 34,518 1 34,518 CenterPoint Energy Inc common 15189T107 887,724 56,471 SH 56,471 1 56,471 Centrais Eletricas Brasileiras SA - ADR common 15234Q207 771,938 60,073 SH 60,073 1 60,073 CenturyLink Inc common 156700106 1,414,207 35,839 SH 35,839 1 35,839 Cephalon Inc common 156708109 1,278,959 20,483 SH 20,483 1 20,483 Cerner Corp common 156782104 828,729 9,867 SH 9,867 1 9,867 Ceva Inc common 157210105 -3,547,001 -248,042 SH -248,042 1 -248,042 CF Industries Holdings Inc common 125269100 5,013,846 52,501 SH 52,501 1 52,501 Ch Robinson Worldwide common 12541W209 1,442,520 20,631 SH 20,631 1 20,631 Charles Schwab Corporation common 808513105 1,395,866 100,422 SH 100,422 1 100,422 Checkpoint Systems common 162825103 48,840 2,400 SH 2,400 1 2,400 Chemed Corp common 16359R103 79,758 1,400 SH 1,400 1 1,400 Chesapeake Energy Corp common 165167107 7,097,536 313,357 SH 313,357 1 313,357 Chevron Corp common 166764100 23,695,454 292,356 SH 292,356 1 292,356 China Hydroelectric Corp - ADR common 16949D101 963,032 164,340 SH 164,340 1 164,340 ChinaCast Education Corp common 16946T109 1,274,400 180,000 SH 180,000 1 180,000 Chubb Corporation common 171232101 737,223 12,936 SH 12,936 1 12,936 Chunghwa Telecom Co Ltd - ADR common 17133Q106 975,248 43,499 SH 43,499 1 43,499 Church & Dwight Co Inc common 171340102 402,173 6,193 SH 6,193 1 6,193 Cia Vale Do Rio Doce - ADR common 91912E105 10,554,375 337,524 SH 337,524 1 337,524 Ciber Inc common 17163B102 72,240 24,000 SH 24,000 1 24,000 Cigna Corporation common 125509109 1,258,884 35,184 SH 35,184 1 35,184 Cimarex Energy Co common 171798101 1,267,876 19,158 SH 19,158 1 19,158 Cincinnati Financial Corp common 172062101 419,219 14,531 SH 14,531 1 14,531 Cintas Corp common 172908105 3,113,977 113,030 SH 113,030 1 113,030 Cirrus Logic Inc common 172755100 -2,867,421 -160,820 SH -160,820 1 -160,820 Cisco Systems Inc common 17275R102 29,439,075 1,344,250 SH 1,344,250 1 1,344,250 CIT Group Inc common 125581801 413,017 10,118 SH 10,118 1 10,118 Citigroup Inc common 172967101 14,773,274 3,788,019 SH 3,788,019 1 3,788,019 Citrix Systems common 177376100 -14,126 -207 SH -207 1 -207 Cliffs Natural Resources Inc common 18683K101 1,315,665 20,583 SH 20,583 1 20,583 Clorox Co common 189054109 1,161,691 17,401 SH 17,401 1 17,401 CME Group Inc common 12572Q105 554,759 2,130 SH 2,130 1 2,130 CNinsure Inc common 18976M103 1,734,905 74,300 SH 74,300 1 74,300 Coach Inc common 189754104 1,473,313 34,295 SH 34,295 1 34,295 Coca Cola Company common 191216100 60,977,606 1,041,996 SH 1,041,996 1 1,041,996 Coca-Cola Bottling Co Consolidated common 191098102 105,860 2,000 SH 2,000 1 2,000 Coca-Cola Enterprises Inc common 19122T109 1,103,104 35,584 SH 35,584 1 35,584 COCA-COLA FEMSA SA DE CV - ADR common 191241108 369,433 4,723 SH 4,723 1 4,723 Codexis Inc common 192005106 1,435,200 149,500 SH 149,500 1 149,500 Cognizant Tech Solutions common 192446102 2,804,638 43,503 SH 43,503 1 43,503 Coherent Inc common 192479103 -3,075,129 -76,859 SH -76,859 1 -76,859 Colgate Palmolive Company common 194162103 5,360,447 69,743 SH 69,743 1 69,743 Comcast Corp common 20030N101 39,213,549 2,168,891 SH 2,168,891 1 2,168,891 Comcast Corporation Cl A Special Common Stock common 20030N200 1,919,936 112,871 SH 112,871 1 112,871 Comerica Corporated common 200340107 313,769 8,446 SH 8,446 1 8,446 Companhia de Bebidas das Americas - ADR common 20441W203 4,109,496 33,200 SH 33,200 1 33,200 Companhia de Saneamento Basico do Est Sao P - ADR common 20441A102 346,968 7,624 SH 7,624 1 7,624 Companhia Paranaense de Energia COPEL - ADR common 20441B407 873,557 39,261 SH 39,261 1 39,261 Computer Sciences common 205363104 2,100,406 45,661 SH 45,661 1 45,661 Comverge Inc common 205859101 6,024,671 767,474 SH 767,474 1 767,474 Conagra Foods Inc common 205887102 6,626,275 302,018 SH 302,018 1 302,018 Conexant Systems Inc common 207142308 2,167,621 1,321,720 SH 1,321,720 1 1,321,720 ConocoPhillips common 20825C104 24,053,809 418,837 SH 418,837 1 418,837 Conseco Inc common 12621E103 118,002 21,300 SH 21,300 1 21,300 Consol Energy common 20854P109 982,692 26,588 SH 26,588 1 26,588 Consolidated Edison common 209115104 1,598,638 33,153 SH 33,153 1 33,153 Consolidated Graphics Inc common 209341106 111,915 2,700 SH 2,700 1 2,700 Constellation Brands A common 21036P108 885,774 50,072 SH 50,072 1 50,072 Constellation Energy Group common 210371100 1,102,866 34,208 SH 34,208 1 34,208 Continucare Corp common 212172100 102,900 24,500 SH 24,500 1 24,500 Cooper Cos common 216648402 2,199,101 47,579 SH 47,579 1 47,579 Cooper Industries PLC common 00B40K911 1,387,557 28,358 SH 28,358 1 28,358 Cooper Tire & Rubber common 216831107 133,484 6,800 SH 6,800 1 6,800 Core Mark Holding Co Inc common 218681104 34,056 1,100 SH 1,100 1 1,100 Corinthian Coll common 218868107 51,246 7,300 SH 7,300 1 7,300 Corning Incorporated common 219350105 5,886,215 322,003 SH 322,003 1 322,003 Cosan Ltd common G25343107 1,888,011 162,900 SH 162,900 1 162,900 Costco Wholesale Corporation common 22160K105 6,777,577 105,095 SH 105,095 1 105,095 Covance common 222816100 366,366 7,830 SH 7,830 1 7,830 Covanta Holding Corp common 22282E102 3,386,250 215,000 SH 215,000 1 215,000 Coventry Health Care common 222862104 986,698 45,829 SH 45,829 1 45,829 Covidien Plc common 00B3QN1M2 2,944,520 73,265 SH 73,265 1 73,265 Cracker Barrel Old Country Store Inc common 22410J106 131,976 2,600 SH 2,600 1 2,600 Cree Inc common 225447101 815,599 15,023 SH 15,023 1 15,023 Crown Castle Int'L Corp common 228227104 1,552,623 35,167 SH 35,167 1 35,167 Crown Holdings Inc common 228368106 460,079 16,053 SH 16,053 1 16,053 CSG Systems International Inc common 126349109 71,136 3,900 SH 3,900 1 3,900 CSX Corp common 126408103 8,036,115 145,266 SH 145,266 1 145,266 Ctrip.com International Ltd - ADR common 22943F100 34,044,031 712,964 SH 712,964 1 712,964 CTS Corp common 126501105 106,782 11,100 SH 11,100 1 11,100 Cubist Pharmaceuticals Inc. common 229678107 123,967 5,300 SH 5,300 1 5,300 Cummins common 231021106 3,270,663 36,108 SH 36,108 1 36,108 CVS Caremark Corp common 126650100 17,452,758 554,584 SH 554,584 1 554,584 Cymer common 232572107 70,452 1,900 SH 1,900 1 1,900 Cypress Semiconductor common 232806109 -2,259,947 -179,646 SH -179,646 1 -179,646 Cytec Industries Inc common 232820100 102,104 1,811 SH 1,811 1 1,811 Danaher Corporation common 235851102 3,364,945 82,860 SH 82,860 1 82,860 Darden Restaurants Inc common 237194105 3,446,485 80,563 SH 80,563 1 80,563 Davita common 23918K108 686,572 9,946 SH 9,946 1 9,946 Dean Foods Co common 242370104 4,082,591 399,862 SH 399,862 1 399,862 Deere & Co common 244199105 4,478,132 64,175 SH 64,175 1 64,175 Dell Inc common 24702R101 32,145,764 2,480,383 SH 2,480,383 1 2,480,383 Delta Air Lines Inc common 247361702 445,568 38,279 SH 38,279 1 38,279 Deluxe Corp common 248019101 76,520 4,000 SH 4,000 1 4,000 Denbury Resources Inc common 247916208 724,060 45,567 SH 45,567 1 45,567 Denny's Corp common 24869P104 111,338 35,800 SH 35,800 1 35,800 Dentsply International common 249030107 432,746 13,536 SH 13,536 1 13,536 Devon Energy Corporation common 25179M103 7,753,716 119,767 SH 119,767 1 119,767 DeVry Inc common 251893103 380,000 7,722 SH 7,722 1 7,722 Diamond Offshore Drilling common 25271C102 2,168,572 31,999 SH 31,999 1 31,999 Dick's Sporting Goods Inc common 253393102 57,650 2,056 SH 2,056 1 2,056 Dillard's Inc common 254067101 111,108 4,700 SH 4,700 1 4,700 DIRECTV common 25490A101 6,131,891 147,295 SH 147,295 1 147,295 Discover Financial Services common 254709108 1,264,344 75,800 SH 75,800 1 75,800 Discovery Communications Inc common 25470F302 647,970 16,967 SH 16,967 1 16,967 Discovery Communications Inc common 25470F104 -906,537 -20,816 SH -20,816 1 -20,816 DISH Network Corp common 25470M109 3,383,081 176,570 SH 176,570 1 176,570 Dolby Laboratories Inc common 25659T107 367,731 6,473 SH 6,473 1 6,473 Dollar General Corp common 256677105 300,632 10,278 SH 10,278 1 10,278 Dollar Tree Stores common 256746108 787,572 16,152 SH 16,152 1 16,152 Dominion Resources Inc common 25746U109 45,939,008 1,052,199 SH 1,052,199 1 1,052,199 Domino's Pizza Inc common 25754A201 113,692 8,600 SH 8,600 1 8,600 Domtar Corp common 257559203 281,440 4,358 SH 4,358 1 4,358 Dover Corporation common 260003108 1,474,880 28,249 SH 28,249 1 28,249 Dow Chemical common 260543103 4,623,907 168,387 SH 168,387 1 168,387 DPL Inc common 233293109 97,778 3,742 SH 3,742 1 3,742 Dr Horton Inc common 23331A109 552,319 49,669 SH 49,669 1 49,669 Dr Pepper Snapple Group Inc common 26138E109 1,466,266 41,280 SH 41,280 1 41,280 Dr Reddy Laboratories Ltd - ADR common 256135203 2,094,300 65,000 SH 65,000 1 65,000 Dresser-Rand Group Inc common 261608103 84,663 2,295 SH 2,295 1 2,295 DSP Group Inc common 23332B106 1,941,338 277,334 SH 277,334 1 277,334 DSW common 23334L102 68,880 2,400 SH 2,400 1 2,400 DTE Energy Company common 233331107 917,727 19,981 SH 19,981 1 19,981 Duke Energy Corporation common 26441C105 4,144,476 234,019 SH 234,019 1 234,019 Dun and Bradstreet common 26483E100 427,491 5,766 SH 5,766 1 5,766 East West Bancorp Inc common 27579R104 17,866,046 1,097,423 SH 1,097,423 1 1,097,423 Eastman Chemical Co common 277432100 1,094,682 14,793 SH 14,793 1 14,793 Eaton Corporation common 278058102 -2,287,200 -27,727 SH -27,727 1 -27,727 Eaton Vance Corp common 278265103 64,759 2,230 SH 2,230 1 2,230 eBay Inc common 278642103 3,771,459 154,568 SH 154,568 1 154,568 Ecolab Inc common 278865100 1,817,963 35,829 SH 35,829 1 35,829 Edison International common 281020107 3,508,880 102,032 SH 102,032 1 102,032 Edwards Lifesciences Corp common 28176E108 806,544 12,029 SH 12,029 1 12,029 EI Du Pont de Nemours & Co common 263534109 5,914,024 132,542 SH 132,542 1 132,542 El Paso Corporation common 28336L109 1,046,605 84,540 SH 84,540 1 84,540 El Paso Electric common 283677854 111,766 4,700 SH 4,700 1 4,700 Electronic Arts Inc common 285512109 12,997,297 791,071 SH 791,071 1 791,071 Eli Lilly & Co common 532457108 13,462,145 368,523 SH 368,523 1 368,523 Elizabeth Arden Inc common 28660G106 127,872 6,400 SH 6,400 1 6,400 Elster Group SE ADR common 290348101 1,380,000 100,000 SH 100,000 1 100,000 EMC Corporation common 268648102 12,472,757 614,119 SH 614,119 1 614,119 Emerson Electric common 291011104 28,170,888 534,958 SH 534,958 1 534,958 Empresa Brasileira de Ae SA - ADR common 29081M102 2,235,429 78,740 SH 78,740 1 78,740 Energen Corp common 29265N108 376,504 8,235 SH 8,235 1 8,235 Energizer Holdings common 29266R108 424,826 6,319 SH 6,319 1 6,319 EnerNOC Inc common 292764107 2,493,286 79,404 SH 79,404 1 79,404 Enersis SA - ADR common 29274F104 4,864,219 206,900 SH 206,900 1 206,900 ENPRO Industries Inc common 29355X107 106,352 3,400 SH 3,400 1 3,400 Entegris Inc common 29362U104 -1,428,737 -306,596 SH -306,596 1 -306,596 Entergy Corporation common 29364G103 1,955,877 25,557 SH 25,557 1 25,557 Entropic Communications Inc common 29384R105 -439,718 -45,804 SH -45,804 1 -45,804 EOG Resources Inc common 26875P101 6,138,251 66,024 SH 66,024 1 66,024 EQT Corp common 26884L109 520,706 14,440 SH 14,440 1 14,440 Equifax Inc common 294429105 426,254 13,662 SH 13,662 1 13,662 Equity Residential Properties common 29476L107 434,029 9,124 SH 9,124 1 9,124 Esco Technologies common 296315104 -2,248,376 -67,600 SH -67,600 1 -67,600 Estee Lauder Companies Inc common 518439104 1,276,045 20,181 SH 20,181 1 20,181 Everest Re Group Ltd common G3223R108 359,196 4,154 SH 4,154 1 4,154 Exar Corp common 300645108 1,136,830 189,788 SH 189,788 1 189,788 Exelon Co common 30161N101 3,983,700 93,558 SH 93,558 1 93,558 Exide Technologies common 302051206 6,014,975 1,255,736 SH 1,255,736 1 1,255,736 Expedia Inc common 30212P105 975,276 34,572 SH 34,572 1 34,572 Expeditors International of Washington Inc common 302130109 927,697 20,067 SH 20,067 1 20,067 Express Scripts Inc common 302182100 2,964,953 60,882 SH 60,882 1 60,882 Exxon Mobil Corporation common 30231G102 118,885,443 1,977,024 SH 1,977,024 1 1,977,024 EZchip Semiconductor Ltd common 001082544 -3,729,652 -147,709 SH -147,709 1 -147,709 Fairpoint Communications Inc common 305560104 0 3 SH 3 1 3 Family Dollar Stores Inc common 307000109 564,409 12,781 SH 12,781 1 12,781 Fastenal Co common 311900104 981,887 18,460 SH 18,460 1 18,460 FBL Financial Group Inc common 30239F106 119,508 4,600 SH 4,600 1 4,600 Federal Mogul Corp common 313549404 108,694 5,751 SH 5,751 1 5,751 Federal Realty Investment Trust common 313747206 95,461 1,169 SH 1,169 1 1,169 FedEx Corporation common 31428X106 3,498,917 40,923 SH 40,923 1 40,923 FEI Company common 30241L109 3,100,475 158,430 SH 158,430 1 158,430 Fidelity National Financial common 31620R105 235,446 14,987 SH 14,987 1 14,987 Fidelity National Information common 31620M106 1,030,831 37,996 SH 37,996 1 37,996 Fifth Third Bancorp common 316773100 786,425 65,372 SH 65,372 1 65,372 Finish Line Inc common 317923100 118,235 8,500 SH 8,500 1 8,500 First Industrial Realty Trust Inc common 32054K103 61,854 12,200 SH 12,200 1 12,200 First Mercury Financial Corp common 320841109 95,760 9,500 SH 9,500 1 9,500 First Solar Inc common 336433107 1,122,070 7,615 SH 7,615 1 7,615 FirstEnergy Corporation common 337932107 3,727,203 96,710 SH 96,710 1 96,710 Fiserv common 337738108 1,004,766 18,669 SH 18,669 1 18,669 Flextronics International Ltd common 999900002 835,072 138,257 SH 138,257 1 138,257 FLIR Systems Inc common 302445101 469,359 18,263 SH 18,263 1 18,263 Flowserve Corp common 34354P105 6,816,100 62,293 SH 62,293 1 62,293 Fluor Corp common 343412102 2,741,188 55,344 SH 55,344 1 55,344 FMC Corp common 302491303 -2,439,022 -35,653 SH -35,653 1 -35,653 FMC Technologies common 30249U101 1,093,664 -14,485 SH -14,485 1 -14,485 Focus Media Holding Ltd - ADR common 34415V109 24,643,845 1,014,150 SH 1,014,150 1 1,014,150 Fomento Economico Mexicano SA de CV - ADR common 344419106 3,641,602 71,784 SH 71,784 1 71,784 Ford Motor Company common 345370860 9,901,670 808,960 SH 808,960 1 808,960 Forest Laboratories Inc common 345838106 2,809,527 90,835 SH 90,835 1 90,835 Fortune Brands Inc common 349631101 891,752 18,114 SH 18,114 1 18,114 Fossil Inc common 349882100 153,570 2,855 SH 2,855 1 2,855 Foster Wheeler AG common 001866678 6,351,651 259,675 SH 259,675 1 259,675 Franklin Resources Inc common 354613101 391,147 3,659 SH 3,659 1 3,659 Frontier Communications Corp common 35906A108 1,008,235 123,407 SH 123,407 1 123,407 Fuel Systems Solutions Inc common 35952W103 4,239,070 108,333 SH 108,333 1 108,333 Fuel Tech Inc common 359523107 6,790,749 1,083,054 SH 1,083,054 1 1,083,054 FuelCell Energy Inc common 35952H106 3,569,508 2,925,826 SH 2,925,826 1 2,925,826 F5 Networks common 315616102 -6,546,985 -63,067 SH -63,067 1 -63,067 GameStop Corp common 36467W109 3,910,365 198,395 SH 198,395 1 198,395 Gap Inc common 364760108 5,125,851 274,992 SH 274,992 1 274,992 Garmin common 011440532 3,437,107 113,249 SH 113,249 1 113,249 Gen Probe Incorporated common 36866T103 -318,576 -6,574 SH -6,574 1 -6,574 General Cable Corp common 369300108 7,680,438 283,202 SH 283,202 1 283,202 General Electric Company common 369604103 74,935,169 4,611,395 SH 4,611,395 1 4,611,395 General Mills common 370334104 4,596,842 125,803 SH 125,803 1 125,803 Genuine Parts Co common 372460105 964,615 21,633 SH 21,633 1 21,633 Genworth Financial CL A common 37247D106 608,385 49,786 SH 49,786 1 49,786 Genzyme Corporation common 372917104 2,191,588 30,959 SH 30,959 1 30,959 Gibraltar Inds common 374689107 64,656 7,200 SH 7,200 1 7,200 Gilead Sciences Inc common 375558103 5,510,327 154,741 SH 154,741 1 154,741 Gladstone Capital Corp common 376535100 168,802 14,978 SH 14,978 1 14,978 Global Cash Access Holdings Inc common 378967103 29,376 7,200 SH 7,200 1 7,200 Goldman Sachs Group common 38141G104 1,065,555 7,370 SH 7,370 1 7,370 Goodrich Corp common 382388106 2,144,142 29,081 SH 29,081 1 29,081 Goodyear Tire & Rubber Co common 382550101 257,129 23,919 SH 23,919 1 23,919 Google Inc common 38259P508 133,466,008 253,839 SH 253,839 1 253,839 Greatbatch Inc common 39153L106 20,871 900 SH 900 1 900 Grupo Aeroportuario del Pacifico SAB de CV - ADR common 400506101 2,630,045 76,366 SH 76,366 1 76,366 Grupo Televisa SA-SPONS ADR common 40049J206 2,459,222 129,980 SH 129,980 1 129,980 GT Solar International Inc common 3623E0209 9,189,588 1,099,233 SH 1,099,233 1 1,099,233 Guess? Inc common 401617105 52,250 1,286 SH 1,286 1 1,286 H and R Block common 093671105 588,798 45,467 SH 45,467 1 45,467 Halliburton common 406216101 7,117,590 215,228 SH 215,228 1 215,228 Hansen Medical Inc common 411307101 202,349 141,503 SH 141,503 1 141,503 Hansen Natural Corp common 411310105 1,100,605 23,608 SH 23,608 1 23,608 Harley Davidson common 412822108 675,564 23,754 SH 23,754 1 23,754 Harman International common 413086109 349,368 10,457 SH 10,457 1 10,457 Harris Corp common 413875105 769,539 17,375 SH 17,375 1 17,375 Harsco Corp common 415864107 1,534,087 62,412 SH 62,412 1 62,412 Hartford Financial Services Group common 416515104 1,185,551 51,658 SH 51,658 1 51,658 Hasbro common 418056107 741,092 16,650 SH 16,650 1 16,650 HCP Inc common 40414L109 159,391 4,430 SH 4,430 1 4,430 HDFC Bank Ltd - ADR common 40415F101 4,841,925 26,262 SH 26,262 1 26,262 Headwaters Inc common 42210P102 48,600 13,500 SH 13,500 1 13,500 Health Care REIT Inc common 42217K106 139,180 2,940 SH 2,940 1 2,940 Healthspring Inc common 42224N101 142,120 5,500 SH 5,500 1 5,500 Heartland Payment Systems Inccommon 42235N108 118,716 7,800 SH 7,800 1 7,800 Helmerich common 423452101 2,008,394 49,639 SH 49,639 1 49,639 Henry Schein Inc common 806407102 2,198,625 37,532 SH 37,532 1 37,532 Herbalife Ltd common G4412G101 147,314 2,441 SH 2,441 1 2,441 Hercules Technology Growth Capital Inc common 427096508 243,895 24,148 SH 24,148 1 24,148 Hess Corp common 42809H107 44,301,040 749,341 SH 749,341 1 749,341 Hewlett Packard Company common 428236103 92,376,465 2,195,780 SH 2,195,780 1 2,195,780 HJ Heinz Company common 423074103 2,059,553 43,478 SH 43,478 1 43,478 Hollysys Automation Technologies Ltd common G45667105 1,762,425 157,500 SH 157,500 1 157,500 Hologic Inc. common 436440101 221,466 13,833 SH 13,833 1 13,833 Home Depot Inc common 437076102 6,506,153 205,371 SH 205,371 1 205,371 Hopsira Inc common 441060100 1,105,367 19,389 SH 19,389 1 19,389 Horace Mann Educators Corp common 440327104 40,894 2,300 SH 2,300 1 2,300 Hormel Foods common 440452100 420,623 9,431 SH 9,431 1 9,431 HOST HOTELS AND RESORTS INC. common 44107P104 1,013,209 69,973 SH 69,973 1 69,973 Household International common 431571108 110,863 5,154 SH 5,154 1 5,154 Hudson City Bancorp Inc common 443683107 2,559,814 208,794 SH 208,794 1 208,794 Human Genome Sciences Inc common 444903108 673,194 22,598 SH 22,598 1 22,598 Humana Inc common 444859102 1,298,202 25,840 SH 25,840 1 25,840 Huntsman Corp common 447011107 314,432 27,200 SH 27,200 1 27,200 Hydrogenics Corp common 448883207 250,852 63,187 SH 63,187 1 63,187 ICICI Bank - ADR common 45104G104 2,151,028 43,150 SH 43,150 1 43,150 Illinois Tool Works common 452308109 3,504,871 74,540 SH 74,540 1 74,540 Illumina Inc common 452327109 713,990 14,512 SH 14,512 1 14,512 Informatica common 45666Q102 -4,009,812 -104,395 SH -104,395 1 -104,395 Information Handling Services Inc common 451734107 621,860 9,145 SH 9,145 1 9,145 Infosys Technologies Ltd - ADR common 456788108 6,221,194 92,426 SH 92,426 1 92,426 Ingersoll-Rand Plc common 00B633030 1,734,185 48,563 SH 48,563 1 48,563 Ingram Micro Inc common 457153104 6,852,882 406,458 SH 406,458 1 406,458 Insight Enterpr common 45765U103 122,070 7,800 SH 7,800 1 7,800 Integra Lifesci common 457985208 43,395 1,100 SH 1,100 1 1,100 Integrated Silicon Solution Inc common 45812P107 -2,588,338 -300,620 SH -300,620 1 -300,620 Integrys Energy Group Inc common 45822P105 4,846,526 93,095 SH 93,095 1 93,095 Intel Corporation common 458140100 19,890,474 1,034,346 SH 1,034,346 1 1,034,346 Intercontinetal Exchange Inc. common 45865V100 21,958,423 209,687 SH 209,687 1 209,687 International Business Machines Corporation common 459200101 10,845,621 80,853 SH 80,853 1 80,853 International Coal Group Inc common 45928H106 48,412 9,100 SH 9,100 1 9,100 International Flavors and Fragrances common 459506101 23,092,997 475,948 SH 475,948 1 475,948 International Game Techology common 459902102 421,232 29,151 SH 29,151 1 29,151 International Paper Company common 460146103 23,372,528 1,074,599 SH 1,074,599 1 1,074,599 International Rectifier common 460254105 -3,056,827 -144,942 SH -144,942 1 -144,942 Interpublic Group of Companies common 460690100 608,981 60,716 SH 60,716 1 60,716 Intersil Corp Cl A common 46069S109 3,039,797 260,034 SH 260,034 1 260,034 Intuit Inc common 461202103 1,659,873 37,888 SH 37,888 1 37,888 Intuitive Surgical Inc common 46120E602 1,741,596 6,138 SH 6,138 1 6,138 Invacare Corp common 461203101 127,248 4,800 SH 4,800 1 4,800 Invesco Ltd common G491BT108 1,605,689 75,633 SH 75,633 1 75,633 IPG Photonics Corp common 44980X109 -3,493,348 -144,832 SH -144,832 1 -144,832 Iron Mountain Inc common 462846106 737,131 32,996 SH 32,996 1 32,996 Itau Unibanco Banco Multiplo SA - ADR common 465562106 6,437,377 266,779 SH 266,779 1 266,779 ITT Educational Services Inc common 45068B109 385,009 5,479 SH 5,479 1 5,479 ITT Industries Inc common 450911102 2,746,252 58,643 SH 58,643 1 58,643 J M Smucker Company common 832696405 915,516 15,125 SH 15,125 1 15,125 JA Solar Holdings Co Ltd - ADR common 466090107 -2,253,195 -241,500 SH -241,500 1 -241,500 Jabil Circuit Inc common 466313103 -2,876,337 -199,607 SH -199,607 1 -199,607 JB Hunt Transport Services common 445658107 5,722,724 164,920 SH 164,920 1 164,920 JC Penney Co Inc common 708160106 4,369,049 160,745 SH 160,745 1 160,745 Jefferies Group Inc (New) common 472319102 48,511 2,138 SH 2,138 1 2,138 Johnson & Johnson common 478160104 30,397,390 490,597 SH 490,597 1 490,597 Johnson Controls common 478366107 5,174,752 169,664 SH 169,664 1 169,664 Joy Global common 481165108 1,496,339 21,279 SH 21,279 1 21,279 JPMorgan Chase & Co common 46625H100 7,299,656 191,743 SH 191,743 1 191,743 Juniper Networks common 48203R104 -8,322,213 -274,208 SH -274,208 1 -274,208 Kadant Inc common 48282T104 79,422 4,200 SH 4,200 1 4,200 Kaydon Corp common 486587108 69,200 2,000 SH 2,000 1 2,000 KBR Inc common 48242W106 911,926 37,010 SH 37,010 1 37,010 Kellogg Co common 487836108 1,552,627 30,739 SH 30,739 1 30,739 KeyCorp common 493267108 -784,888 -98,604 SH -98,604 1 -98,604 Kimberly-Clark Corporation common 494368103 3,164,748 48,651 SH 48,651 1 48,651 Kimco Realty Corp common 49446R109 111,762 7,096 SH 7,096 1 7,096 Kinder Morgan Management LLC common 49455U100 586,956 9,742 SH 9,742 1 9,742 King Pharmaceuticals common 495582108 2,911,487 292,318 SH 292,318 1 292,318 Kinross Gold Corp Warrant common 496902180 4,526 1,064 SH 1,064 1 1,064 KKR & CO LP common 48248M102 562,892 53,103 SH 53,103 1 53,103 KLA Tencor Corporation common 482480100 682,440 19,371 SH 19,371 1 19,371 Koc Holding AS - ADR common 49989A109 716,136 29,839 SH 29,839 1 29,839 Kohls Corporation common 500255104 5,001,334 94,938 SH 94,938 1 94,938 Kraft Foods Inc common 50075N104 6,616,723 214,411 SH 214,411 1 214,411 Kroger Company common 501044101 2,560,818 118,228 SH 118,228 1 118,228 KT Corp Sp - ADR common 48268K101 749,491 36,632 SH 36,632 1 36,632 Kulicke and Soffa Industries Inc common 501242101 2,404,617 388,468 SH 388,468 1 388,468 Laboratory Corp Amer Hldg common 50540R409 2,242,863 28,597 SH 28,597 1 28,597 Laclede Group Inc common 505597104 110,144 3,200 SH 3,200 1 3,200 Lam Research Corp common 512807108 593,349 14,178 SH 14,178 1 14,178 Las Vegas Sands Corp common 517834107 1,633,315 46,867 SH 46,867 1 46,867 Lattice Semiconductor Corp common 518415104 -3,620,716 -762,256 SH -762,256 1 -762,256 LDK Solar Co Ltd - ADR common 50183L107 0 -106,000 SH -106,000 1 -106,000 Legg Mason Inc common 524901105 309,071 10,197 SH 10,197 1 10,197 Leggett & Platt Inc common 524660107 407,586 17,908 SH 17,908 1 17,908 Lender Processing Services common 52602E102 385,136 11,590 SH 11,590 1 11,590 Leucadia National Corp common 527288104 93,866 3,974 SH 3,974 1 3,974 Level 3 Communications Inc common 52729N100 184,697 197,052 SH 197,052 1 197,052 Lexington common 529043101 85,204 11,900 SH 11,900 1 11,900 Lexmark International common 529771107 -2,633,249 -59,015 SH -59,015 1 -59,015 LG Philips LCD Co Ltd - ADR common 50186V102 565,422 32,421 SH 32,421 1 32,421 Liberty Global Inc common 530555101 5,636,135 182,932 SH 182,932 1 182,932 Liberty Global Inc - C common 530555309 1,338,986 43,815 SH 43,815 1 43,815 Liberty Interactive A common 53071M104 1,416,147 103,293 SH 103,293 1 103,293 Liberty Media Corporation Series A common stock common 53071M708 65,659 1,012 SH 1,012 1 1,012 Liberty Property Trust common 531172104 864,362 27,096 SH 27,096 1 27,096 Life Technologies Corp. common 53217V109 5,147,619 110,251 SH 110,251 1 110,251 Limited Brands common 532716107 1,313,131 49,034 SH 49,034 1 49,034 Lincoln Educational Services Corp common 533535100 57,640 4,000 SH 4,000 1 4,000 Lincoln National Corp common 534187109 109,027 4,558 SH 4,558 1 4,558 Linear Technology Corporation common 535678106 941,352 30,633 SH 30,633 1 30,633 Lionbridge Technologies Inc common 536252109 39,468 9,200 SH 9,200 1 9,200 Littelfuse Inc common 537008104 -3,489,183 -79,844 SH -79,844 1 -79,844 Loews Corp common 540424108 1,341,736 35,402 SH 35,402 1 35,402 Lowe's Cos Inc common 548661107 3,969,292 178,075 SH 178,075 1 178,075 LSB Industries Inc common 502160104 9,977,085 537,269 SH 537,269 1 537,269 LSI Corp common 502161102 371,535 81,477 SH 81,477 1 81,477 LTX Credence Corp common 502403207 -695,872 -332,953 SH -332,953 1 -332,953 Lubrizol Corp common 549271104 7,148,736 67,460 SH 67,460 1 67,460 Lukoil OIO - ADR common 677862104 5,715,360 100,800 SH 100,800 1 100,800 M and T Bank Corp common 55261F104 102,508 1,253 SH 1,253 1 1,253 Macerich Co common 554382101 112,572 2,621 SH 2,621 1 2,621 Mack Cali Realty Corp common 554489104 44,715 1,367 SH 1,367 1 1,367 Macy's Inc common 55616P104 1,409,344 61,037 SH 61,037 1 61,037 Magellan Health Services Inc common 559079207 118,100 2,500 SH 2,500 1 2,500 Manpower Inc common 56418H100 698,801 13,387 SH 13,387 1 13,387 Marathon Oil Corporation common 565849106 4,176,459 126,177 SH 126,177 1 126,177 Marriott International common 571903202 2,429,847 67,816 SH 67,816 1 67,816 Marriott International Fractional Shares 2009 common KTIVJAS82 15 43,014 SH 43,014 1 43,014 Marsh and McLennan Companies common 571748102 196,578 8,150 SH 8,150 1 8,150 Marshall & Ilsley Corp common 571837103 237,361 33,716 SH 33,716 1 33,716 Martin Marietta Matrls common 573284106 421,565 5,477 SH 5,477 1 5,477 Marvell Technology Group common G5876H105 1,254,767 71,660 SH 71,660 1 71,660 Masco Corporation common 574599106 1,499,298 136,176 SH 136,176 1 136,176 MasterCard Inc common 57636Q104 3,938,592 17,583 SH 17,583 1 17,583 Mattel common 577081102 18,687,438 796,566 SH 796,566 1 796,566 Maxim Integrated Products common 57772K101 531,755 28,728 SH 28,728 1 28,728 Maxwell Technologies Inc common 577767106 847,983 58,081 SH 58,081 1 58,081 McAfee Inc common 579064106 1,000,731 21,175 SH 21,175 1 21,175 McCormick & Co Inc common 579780206 720,650 17,142 SH 17,142 1 17,142 McDonald's Corporation common 580135101 15,660,661 210,182 SH 210,182 1 210,182 MCG Capital Crp common 58047P107 204,546 35,085 SH 35,085 1 35,085 McGraw Hill Companies common 580645109 3,903,328 118,068 SH 118,068 1 118,068 McKesson Corporation common 58155Q103 2,272,454 36,783 SH 36,783 1 36,783 MDU Resources Group Inc common 552690109 307,430 15,410 SH 15,410 1 15,410 Mead Johnson Nutrition Co common 582839106 1,629,163 28,627 SH 28,627 1 28,627 MeadWestvaco Corp common 583334107 4,073,874 167,099 SH 167,099 1 167,099 Measurement common 583421102 53,592 2,900 SH 2,900 1 2,900 Mechel - ADR common 583840103 3,154,805 63,749 SH 63,749 1 63,749 Mechel OAO Preferred common 583840509 0 196,000 SH 196,000 1 196,000 Medco Health Solutions Inc common 58405U102 4,083,951 78,447 SH 78,447 1 78,447 Medtronic Inc common 585055106 5,358,226 159,566 SH 159,566 1 159,566 MEMC Electronic Materials Inc common 552715104 24,634,253 2,066,632 SH 2,066,632 1 2,066,632 Merck & Company common 58933Y105 18,565,087 504,349 SH 504,349 1 504,349 Methode Electronics common 591520200 70,824 7,800 SH 7,800 1 7,800 MetLife common 59156R108 21,463,251 558,212 SH 558,212 1 558,212 MetroPCS Communications Inc common 591708102 1,268,746 121,295 SH 121,295 1 121,295 MFA Mortgage Investments Inc common 55272X102 134,288 17,600 SH 17,600 1 17,600 MGM Resorts International common 552953101 360,249 31,937 SH 31,937 1 31,937 Micrel Semiconductor Inc common 594793101 79,866 8,100 SH 8,100 1 8,100 Microchip Technology Inc common 595017104 621,798 19,771 SH 19,771 1 19,771 Micron Technology Inc common 595112103 3,911,101 542,455 SH 542,455 1 542,455 Microsemi Corp common 595137100 116,620 6,800 SH 6,800 1 6,800 Microsoft Corporation common 594918104 52,135,537 2,128,850 SH 2,128,850 1 2,128,850 Microtune Inc common 59514P109 1,590,082 548,304 SH 548,304 1 548,304 Mindray Medical International Ltd - ADR common 602675100 15,028,065 508,220 SH 508,220 1 508,220 MKS Instruments Inc common 55306N104 106,023 5,900 SH 5,900 1 5,900 Mobile Telesystems OJSC - ADR common 607409109 7,015,942 330,473 SH 330,473 1 330,473 Mohawk Industries Inc common 608190104 964,890 18,103 SH 18,103 1 18,103 Molson Coors Brewery Co exchangable Class B common 60871R209 1,747,754 37,013 SH 37,013 1 37,013 Molycorp Inc common 608753109 -990,150 -35,000 SH -35,000 1 -35,000 Monolithic Power Systems Inc common 609839105 -354,030 -21,693 SH -21,693 1 -21,693 Monsanto Company common 61166W101 5,286,248 110,291 SH 110,291 1 110,291 Moodys Corp common 615369105 224,046 8,969 SH 8,969 1 8,969 Morgan Stanley common 617446448 467,908 18,959 SH 18,959 1 18,959 Mosaic Co common 61945A107 1,320,102 22,466 SH 22,466 1 22,466 Motorola common 620076109 2,897,556 339,690 SH 339,690 1 339,690 MSC Industrial Direct Co Inc common 553530106 73,386 1,358 SH 1,358 1 1,358 Murphy Oil Corp common 626717102 4,980,721 80,438 SH 80,438 1 80,438 MVC Capital Inc common 553829102 156,483 12,065 SH 12,065 1 12,065 Mylan Inc common 628530107 506,177 26,910 SH 26,910 1 26,910 MYR Group Inc common 55405W104 1,789,624 109,190 SH 109,190 1 109,190 Nabi Biopharmaceuticals common 629519109 104,160 21,700 SH 21,700 1 21,700 Nabors Industries Ltd common G6359F103 1,067,418 59,104 SH 59,104 1 59,104 NACCO Industries common 629579103 113,607 1,300 SH 1,300 1 1,300 NASDAQ OMX Group Inc common 631103108 251,696 12,954 SH 12,954 1 12,954 Nash-Finch Co common 631158102 59,542 1,400 SH 1,400 1 1,400 National Financial Partners Corp common 63607P208 115,297 9,100 SH 9,100 1 9,100 National Instruments Corp (Texas) common 636518102 -6,536,474 -200,137 SH -200,137 1 -200,137 National Oilwell Varco common 637071101 6,205,789 139,550 SH 139,550 1 139,550 National Semiconductor Corp common 637640103 3,634,534 284,615 SH 284,615 1 284,615 Nationwide Health Properties Inc common 638620104 79,157 2,047 SH 2,047 1 2,047 NetApp Inc common 64110D104 2,662,222 53,469 SH 53,469 1 53,469 Netease.com Inc - ADR common 64110W102 1,340,620 34,000 SH 34,000 1 34,000 Netflix Inc common 64110L106 867,394 5,349 SH 5,349 1 5,349 Netlogic Microsystems Inc common 64118B100 -2,862,721 -103,797 SH -103,797 1 -103,797 NeuStar Inc common 64126X201 120,745 4,857 SH 4,857 1 4,857 Neutral Tandem Inc common 64128B108 2,892,055 242,013 SH 242,013 1 242,013 New Oriental Education SP ADR common 647581107 15,320,060 157,000 SH 157,000 1 157,000 New York Community Bancorp common 649445103 -1,021,166 -62,841 SH -62,841 1 -62,841 Newell Rubbermaid Inc common 651229106 655,818 36,823 SH 36,823 1 36,823 Newfield Exploration Co common 651290108 4,385,487 76,349 SH 76,349 1 76,349 Newmont Mining Corporation common 651639106 12,134,138 193,188 SH 193,188 1 193,188 Newport common 651824104 1,710,265 150,817 SH 150,817 1 150,817 News Corp common 65248E203 716,705 47,590 SH 47,590 1 47,590 News Corp common 65248E104 4,566,220 349,634 SH 349,634 1 349,634 NextEra Energy Inc common 65339F101 2,852,538 52,446 SH 52,446 1 52,446 Nii Holdings B common 62913F201 1,224,287 29,788 SH 29,788 1 29,788 Nike Inc common 654106103 3,786,455 47,248 SH 47,248 1 47,248 NiSource Inc common 65473P105 1,201,018 69,024 SH 69,024 1 69,024 Noble Corp common 003334731 10,845,847 320,978 SH 320,978 1 320,978 Noble Energy common 655044105 705,696 9,398 SH 9,398 1 9,398 Nordson Corp common 655663102 140,011 1,900 SH 1,900 1 1,900 Nordstrom Inc common 655664100 1,171,168 31,483 SH 31,483 1 31,483 Norfolk Southern Corporation common 655844108 2,766,382 46,486 SH 46,486 1 46,486 Northeast Utilities common 664397106 624,903 21,133 SH 21,133 1 21,133 Northern Trust Corporation common 665859104 158,227 3,280 SH 3,280 1 3,280 Northwest Bancshares Inc common 667340103 116,376 10,400 SH 10,400 1 10,400 Novatek OAO - GDR common 669888208 0 18,300 SH 18,300 1 18,300 NRG Energy Inc common 629377508 1,165,774 55,993 SH 55,993 1 55,993 NStar common 67019E107 4,598,323 116,857 SH 116,857 1 116,857 Nuance Communications Inc common 67020Y100 428,599 27,404 SH 27,404 1 27,404 NuCor Corp common 670346105 1,804,644 47,242 SH 47,242 1 47,242 Nvidia Corp common 67066G104 872,835 74,729 SH 74,729 1 74,729 Nyse Euronext common 629491101 112,366 3,933 SH 3,933 1 3,933 Occidental Petroleum Corporation common 674599105 7,038,074 89,886 SH 89,886 1 89,886 Ocean Power Technologies Inc common 674870308 517,575 100,500 SH 100,500 1 100,500 Officemax Ic common 67622P101 39,270 3,000 SH 3,000 1 3,000 Oil States International Inc common 678026105 76,016 1,633 SH 1,633 1 1,633 Old Republic International Corp common 680223104 54,597 3,942 SH 3,942 1 3,942 Omnicare Inc common 681904108 653,763 27,377 SH 27,377 1 27,377 Omnicom Group Inc common 681919106 1,729,185 43,799 SH 43,799 1 43,799 OmniVision Technologies Inc common 682128103 -3,861,988 -167,621 SH -167,621 1 -167,621 OMNOVA Solutions Inc common 682129101 36,669 5,100 SH 5,100 1 5,100 ON Semiconductor Corp common 682189105 3,131,426 434,317 SH 434,317 1 434,317 Oneok Inc common 682680103 5,025,563 111,580 SH 111,580 1 111,580 Oracle Corporation common 68389X105 16,778,484 624,897 SH 624,897 1 624,897 O'Reilly Automotive Inc common 686091109 689,791 12,966 SH 12,966 1 12,966 Orexigen Therapeutics Inc common 686164104 -74,829 -12,640 SH -12,640 1 -12,640 Orion Energy Systems INC common 686275108 177,780 56,082 SH 56,082 1 56,082 Ormat Technologies Inc common 686688102 3,934,508 134,882 SH 134,882 1 134,882 Oshkosh Corp common 688239201 302,830 11,012 SH 11,012 1 11,012 OSI Systems Inc common 671044105 -3,631,000 -100,000 SH -100,000 1 -100,000 Owens-Illinois common 690768403 575,398 20,506 SH 20,506 1 20,506 Oxford Industries Inc common 691497309 87,986 3,700 SH 3,700 1 3,700 OYO Geospace Corp common 671074102 109,972 1,900 SH 1,900 1 1,900 Paccar Inc common 693718108 2,522,964 52,398 SH 52,398 1 52,398 Pactiv Corp common 695257105 597,532 18,118 SH 18,118 1 18,118 Pall Corp common 696429307 968,047 23,248 SH 23,248 1 23,248 Parexel International Corporation common 699462107 131,841 5,700 SH 5,700 1 5,700 Parker Hannifin Corp common 701094104 5,901,154 84,230 SH 84,230 1 84,230 Parkway Properties Inc common 70159Q104 63,640 4,300 SH 4,300 1 4,300 Partnerre Ltd common G6852T105 378,690 4,723 SH 4,723 1 4,723 Patterson Cos Inc common 703395103 317,442 11,080 SH 11,080 1 11,080 Paychex common 704326107 -8,040,028 -292,471 SH -292,471 1 -292,471 Peabody Energy Corp. common 704549104 1,571,212 32,059 SH 32,059 1 32,059 Pentair INC common 709631105 393,538 11,702 SH 11,702 1 11,702 Peoples United Financial Inc common 712704105 93,764 7,163 SH 7,163 1 7,163 Pepco Holdings Inc common 713291102 779,991 41,935 SH 41,935 1 41,935 PepsiCo Inc common 713448108 17,646,398 265,599 SH 265,599 1 265,599 Perrigo Co common 714290103 785,667 12,234 SH 12,234 1 12,234 Perry Ellis International Inc common 288853104 102,695 4,700 SH 4,700 1 4,700 Petrohawk Energy Corp common 716495106 546,210 33,842 SH 33,842 1 33,842 Petroleo Brasileiro SA - ADR common 71654V101 15,845,069 575,787 SH 575,787 1 575,787 Petsmart Inc common 716768106 1,019,165 29,119 SH 29,119 1 29,119 Pfizer Inc common 717081103 103,542,775 6,030,447 SH 6,030,447 1 6,030,447 PG and E Corp common 69331C108 2,241,522 49,351 SH 49,351 1 49,351 Pharmaceutical Product Development common 717124101 337,838 13,628 SH 13,628 1 13,628 Philippine Long Distance Telephone Company - ADR common 718252604 4,340,748 72,515 SH 72,515 1 72,515 Pinnacle West Capital common 723484101 503,535 12,201 SH 12,201 1 12,201 Pioneer Natural Resources Co common 723787107 1,408,615 21,661 SH 21,661 1 21,661 Pitney Bowes Ic common 724479100 795,144 37,191 SH 37,191 1 37,191 Plains Exploration & Production Co common 726505100 753,774 28,263 SH 28,263 1 28,263 Plexus common 729132100 -2,694,301 -91,799 SH -91,799 1 -91,799 Plum Creek Timber Co common 729251108 299,944 8,497 SH 8,497 1 8,497 PNC Financial Services Group common 693475105 2,034,716 39,197 SH 39,197 1 39,197 Polaris Industries Inc common 731068102 110,670 1,700 SH 1,700 1 1,700 Polo Ralph Lauren Corporation Class A common 731572103 666,222 7,414 SH 7,414 1 7,414 Polypore International Inc common 73179V103 -1,327,040 -44,000 SH -44,000 1 -44,000 Posco - ADR common 693483109 711,007 6,238 SH 6,238 1 6,238 Power-One Inc common 73930R102 336,675 37,038 SH 37,038 1 37,038 PPG Industries common 693506107 1,798,524 24,705 SH 24,705 1 24,705 PPL Corp common 69351T106 1,544,458 56,719 SH 56,719 1 56,719 Praxair common 74005P104 3,802,022 42,123 SH 42,123 1 42,123 Precision Castparts Corp common 740189105 2,719,177 21,352 SH 21,352 1 21,352 Priceline.Com common 741503403 2,458,932 7,059 SH 7,059 1 7,059 Pride International Inc common 74153Q102 2,648,641 89,998 SH 89,998 1 89,998 Principal Financial Group Inc common 74251V102 509,198 19,645 SH 19,645 1 19,645 Procter and Gamble Company common 742718109 80,530,834 1,342,852 SH 1,342,852 1 1,342,852 Progress Energy common 743263105 1,430,368 32,201 SH 32,201 1 32,201 Progressive Corporation common 743315103 200,310 9,598 SH 9,598 1 9,598 Prologis common 743410102 128,001 10,866 SH 10,866 1 10,866 Prosperity Bancs common 743606105 129,880 4,000 SH 4,000 1 4,000 Providence Service common 743815102 88,506 5,400 SH 5,400 1 5,400 Prudential Financial common 744320102 741,507 13,686 SH 13,686 1 13,686 Public Services Enterprise Group Incorporated common 744573106 1,932,931 58,432 SH 58,432 1 58,432 Public Storage common 74460D109 217,661 2,243 SH 2,243 1 2,243 Pulte Homes common 745867101 362,384 41,368 SH 41,368 1 41,368 QEP Resources Inc common 74733V100 576,699 19,134 SH 19,134 1 19,134 Qiagen NV common 000024000 -324,145 -18,272 SH -18,272 1 -18,272 QLogic Corp common 747277101 330,221 18,720 SH 18,720 1 18,720 Qualcomm Inc common 747525103 10,418,569 230,908 SH 230,908 1 230,908 Quanta Services Inc common 74762E102 4,359,933 228,508 SH 228,508 1 228,508 Quantum Corp common 747906204 78,016 36,800 SH 36,800 1 36,800 Quest Diagnostics Inc common 74834L100 1,061,233 21,027 SH 21,027 1 21,027 Qwest Communications International Inc common 749121109 2,419,016 385,808 SH 385,808 1 385,808 Ralcorp common 751028101 3,910,850 66,875 SH 66,875 1 66,875 Range Resources Corp common 75281A109 669,944 17,570 SH 17,570 1 17,570 Rayonier Inc common 754907103 386,024 7,702 SH 7,702 1 7,702 RED HAT, INC. common 756577102 1,038,325 25,325 SH 25,325 1 25,325 Regions Financial Corporation common 7591EP100 476,083 65,486 SH 65,486 1 65,486 RehabCare Group, Inc common 759148109 84,924 4,200 SH 4,200 1 4,200 Renaissance Learning Inc common 75968L105 79,482 7,800 SH 7,800 1 7,800 RenaissanceRe Holdings common G7496G103 14,383,205 239,880 SH 239,880 1 239,880 ReneSola Ltd - ADR common 75971T103 -1,937,500 -155,000 SH -155,000 1 -155,000 Rent-A-Center Inc common 76009N100 55,950 2,500 SH 2,500 1 2,500 Rentech Inc common 760112102 1,096,160 1,111,724 SH 1,111,724 1 1,111,724 Republic Services Inc common 760759100 1,393,942 45,718 SH 45,718 1 45,718 Research In Motion common 760975102 10,875,739 223,367 SH 223,367 1 223,367 Revlon Inc common 761525609 99,698 7,900 SH 7,900 1 7,900 Rf Micro Devices Inc common 749941100 -3,265,559 -531,850 SH -531,850 1 -531,850 Riverbed Technology Inc common 768573107 -5,434,906 -119,265 SH -119,265 1 -119,265 Robert Half International Inc common 770323103 403,832 15,532 SH 15,532 1 15,532 Rock-Tenn Co common 772739207 84,677 1,700 SH 1,700 1 1,700 Rockwell Automation Inc common 773903109 2,142,340 34,705 SH 34,705 1 34,705 Rockwell Collins Corp common 774341101 2,791,690 47,926 SH 47,926 1 47,926 Roper Industries common 776696106 -3,466,924 -53,190 SH -53,190 1 -53,190 Ross Stores Inc common 778296103 1,552,628 28,426 SH 28,426 1 28,426 Rowan Company Inc common 779382100 2,357,059 77,637 SH 77,637 1 77,637 Royal Caribbean Cruises Ltd common 000886286 1,032,639 72,751 SH 72,751 1 72,751 RR Donnelley and Sons Co common 257867101 2,406,573 141,897 SH 141,897 1 141,897 Rudolph Technologies Inc common 781270103 -2,151,060 -258,852 SH -258,852 1 -258,852 Saba Software Inc common 784932600 47,872 8,800 SH 8,800 1 8,800 Safeguard Scientifics Inc common 786449207 170,182 13,582 SH 13,582 1 13,582 Safeway Inc common 786514208 1,649,443 77,951 SH 77,951 1 77,951 Saic Inc common 78390X101 3,073,545 192,337 SH 192,337 1 192,337 Salesforce.com Inc common 79466L302 176,420 1,578 SH 1,578 1 1,578 SanDisk Corp common 80004C101 1,842,909 50,284 SH 50,284 1 50,284 Sara Lee Corporation common 803111103 1,177,744 87,695 SH 87,695 1 87,695 SatCon Technology Corp common 803893106 -186,390 -49,704 SH -49,704 1 -49,704 Satyam Computers Services Ltd - ADR common 804098101 323,920 83,270 SH 83,270 1 83,270 SBA Communications Corp common 78388J106 510,117 12,658 SH 12,658 1 12,658 Scana Corp common 80589M102 413,522 10,256 SH 10,256 1 10,256 Schlumberger Ltd common 806857108 15,345,079 249,068 SH 249,068 1 249,068 Sciclone Pharmaceuticals Inc common 80862K104 72,336 27,400 SH 27,400 1 27,400 Scotts Miracle Gro Co common 810186106 124,824 2,413 SH 2,413 1 2,413 Scripps Networks Interactive common 811065101 -523,475 -11,002 SH -11,002 1 -11,002 Seagate Technology common 00B58JVZ5 1,641,260 139,326 SH 139,326 1 139,326 Sealed Air Corp common 81211K100 378,653 16,844 SH 16,844 1 16,844 Sears Holdings Corp common 812350106 4,042,509 56,037 SH 56,037 1 56,037 SEI Investments Co common 784117103 2,000,988 98,377 SH 98,377 1 98,377 Semiconductor Manufacturing International Corp common 81663N206 -1,024,431 -288,572 SH -288,572 1 -288,572 Sempra Energy common 816851109 1,424,785 26,483 SH 26,483 1 26,483 Sherwin Williams Co common 824348106 1,527,296 20,326 SH 20,326 1 20,326 Shinhan Financial Group Co Ltd common 824596100 816,949 10,654 SH 10,654 1 10,654 Sigma Aldrich Corp common 826552101 996,330 16,501 SH 16,501 1 16,501 Sigma Designs Inc common 826565103 1,777,905 154,735 SH 154,735 1 154,735 Signature Bank common 82669G104 58,245 1,500 SH 1,500 1 1,500 Simon Property Group Inc common 828806109 2,635,114 28,414 SH 28,414 1 28,414 Sinclair Broadcast Group Inc common 829226109 41,937 5,974 SH 5,974 1 5,974 Sinovac Biotech Ltd common P8696W104 1,358,000 350,000 SH 350,000 1 350,000 Sk Telekom Adr common 78440P108 700,215 40,081 SH 40,081 1 40,081 Skyworks Solutions Inc common 83088M102 -3,437,037 -166,201 SH -166,201 1 -166,201 SLM Corporation common 78442P106 108,154 9,364 SH 9,364 1 9,364 SMART Modular Technologies WWH common G82245104 3,043,673 504,755 SH 504,755 1 504,755 Sohu.com Inc common 83408W103 3,022,425 52,500 SH 52,500 1 52,500 Solarfun Power Holdings Co Ltd - ADR common 83415U108 -1,350,400 -102,692 SH -102,692 1 -102,692 Sonosite Inc common 83568G104 107,232 3,200 SH 3,200 1 3,200 Southern Company common 842587107 3,909,679 104,986 SH 104,986 1 104,986 Southern Copper Corp common 84265V105 790,305 22,503 SH 22,503 1 22,503 Southwest Airlines common 844741108 281,306 21,523 SH 21,523 1 21,523 Southwest Gas common 844895102 131,001 3,900 SH 3,900 1 3,900 Southwestern Energy Co common 845467109 8,806,424 263,350 SH 263,350 1 263,350 Spectra Energy Corp common 847560109 1,816,651 80,561 SH 80,561 1 80,561 Spherion common 784153108 29,449 4,900 SH 4,900 1 4,900 Spreadtrum Communications Inc - ADR common 849415203 -2,033,425 -168,609 SH -168,609 1 -168,609 Sprint Nextel Corp common 852061100 3,426,631 740,093 SH 740,093 1 740,093 SPX Corp common 784635104 1,602,566 25,325 SH 25,325 1 25,325 St Jude Medical Inc common 790849103 30,523,827 775,898 SH 775,898 1 775,898 Standard Microsystems Corp common 853626109 -3,824,576 -167,671 SH -167,671 1 -167,671 Standex International Corp common 854231107 104,017 4,300 SH 4,300 1 4,300 Stanley Black & Decker Inc common 854502101 1,118,176 18,247 SH 18,247 1 18,247 Staples common 855030102 3,025,346 144,615 SH 144,615 1 144,615 Starbucks Corp common 855244109 3,487,910 136,353 SH 136,353 1 136,353 Starwood Hotels and Resorts Worldwide Inc common 85590A401 1,760,267 33,497 SH 33,497 1 33,497 State Street Corporation common 857477103 284,747 7,561 SH 7,561 1 7,561 Stericycle INC. common 858912108 607,811 8,748 SH 8,748 1 8,748 Stone Energy Corp common 861642106 120,786 8,200 SH 8,200 1 8,200 Stryker Corporation common 863667101 3,049,496 60,929 SH 60,929 1 60,929 Sun Healthcare Group Inc common 866933401 122,815 14,500 SH 14,500 1 14,500 Suno common 86764P109 1,189,097 32,578 SH 32,578 1 32,578 SunPower Corp common 867652109 807,163 56,053 SH 56,053 1 56,053 SunTrust Banks common 867914103 1,275,718 49,389 SH 49,389 1 49,389 Supertex Inc common 868532102 -350,912 -15,864 SH -15,864 1 -15,864 SUPERVALU INC common 868536103 379,510 32,915 SH 32,915 1 32,915 Symantec Corp common 871503108 3,487,720 229,909 SH 229,909 1 229,909 SYNNEX Corp common 87162W100 4,105,513 145,896 SH 145,896 1 145,896 Synopsys Inc common 871607107 437,884 17,678 SH 17,678 1 17,678 Sysco Corporation common 871829107 3,290,181 115,364 SH 115,364 1 115,364 T Rowe Price Group Inc common 74144T108 293,982 5,872 SH 5,872 1 5,872 Taiwan Semiconductor Manufacturing Co Ltd - ADR common 874039100 654,618 64,558 SH 64,558 1 64,558 Talbots Inc common 874161102 113,970 8,700 SH 8,700 1 8,700 Talecris biotherapeutics holdings corp common 874227101 -244,930 -10,705 SH -10,705 1 -10,705 Target Corporation common 87612E106 5,815,768 108,828 SH 108,828 1 108,828 Tata Motors Ltd - ADR common 876568502 710,377 27,847 SH 27,847 1 27,847 Tech Data Corp common 878237106 5,738,398 142,392 SH 142,392 1 142,392 Tele Norte Leste Part ADR common 879246106 564,636 40,102 SH 40,102 1 40,102 Telephone & Data Systems common 879433100 327,344 9,980 SH 9,980 1 9,980 Tellabs common 879664100 99,309 13,330 SH 13,330 1 13,330 Telvent GIT SA common 017849503 10,229,443 452,230 SH 452,230 1 452,230 Tenaris SA - ADR common 88031M109 2,468,101 64,240 SH 64,240 1 64,240 Tenet Healthcare Corporation common 88033G100 1,842,872 390,439 SH 390,439 1 390,439 Teradata Corp common 88076W103 1,154,294 29,935 SH 29,935 1 29,935 Tesoro Corp common 881609101 314,067 23,508 SH 23,508 1 23,508 Tessera Technologies common 88164L100 2,041,864 110,371 SH 110,371 1 110,371 Tetra Technologies, Inc common 88162F105 103,020 10,100 SH 10,100 1 10,100 Teva Pharmaceutical Industries - ADR common 881624209 24,109,282 457,048 SH 457,048 1 457,048 Texas Instruments Incorporated common 882508104 6,785,407 250,015 SH 250,015 1 250,015 TFS Financial Corp common 87240R107 17,535 1,908 SH 1,908 1 1,908 The Blackstone Group LP common 09253U108 693,445 54,645 SH 54,645 1 54,645 The Hershey Company common 427866108 785,711 16,510 SH 16,510 1 16,510 The Travelers Cos common 89417E109 1,556,540 29,876 SH 29,876 1 29,876 Thermo Fisher Scientific common 883556102 2,614,056 54,596 SH 54,596 1 54,596 TICC Capital Corp common 87244T109 303,938 29,366 SH 29,366 1 29,366 Tiffany and Co common 886547108 606,312 12,903 SH 12,903 1 12,903 Timberland Co common 887100105 95,088 4,800 SH 4,800 1 4,800 Time Warner Cable Inc common 88732J207 38,366,050 710,614 SH 710,614 1 710,614 Time Warner Inc common 887317303 36,636,742 1,195,326 SH 1,195,326 1 1,195,326 Timken Co common 887389104 206,722 5,389 SH 5,389 1 5,389 TJX Cos Inc common 872540109 2,519,587 56,455 SH 56,455 1 56,455 Toll Brothers common 889478103 230,770 12,133 SH 12,133 1 12,133 Torchmark common 891027104 84,386 1,588 SH 1,588 1 1,588 Total System Services Inc common 891906109 343,296 22,526 SH 22,526 1 22,526 Tower Group Inc common 891777104 107,410 4,600 SH 4,600 1 4,600 Transatlantic Holdings Inc common 893521104 1,026,869 20,206 SH 20,206 1 20,206 Transocean Ltd common 004826551 13,635,009 242,086 SH 242,086 1 242,086 Trina Solar Ltd - ADR common 89628E104 1,509 36,940 SH 36,940 1 36,940 TriQuint Semiconductor Inc common 89674K103 -3,832,435 -399,212 SH -399,212 1 -399,212 Tyco Electronics Ltd common 010299318 9,038,477 309,325 SH 309,325 1 309,325 Tyco International Ltd common 010038348 10,328,366 281,197 SH 281,197 1 281,197 Tyson Foods common 902494103 1,487,986 92,883 SH 92,883 1 92,883 Ultra Petroleum Corp common 903914109 714,080 17,010 SH 17,010 1 17,010 Ultrapar Participacoes SA - ADR common 90400P101 537,214 8,778 SH 8,778 1 8,778 Ultratech Inc common 904034105 -4,118,005 -240,819 SH -240,819 1 -240,819 Union Pacific Corporation common 907818108 6,815,985 83,325 SH 83,325 1 83,325 United Fire & Casualty Co common 910331107 101,856 4,800 SH 4,800 1 4,800 United Micro Electronics Corp - ADR common 910873405 660,545 237,606 SH 237,606 1 237,606 United Parcel Service Inc common 911312106 7,268,076 108,983 SH 108,983 1 108,983 United States Steel Corp common 912909108 872,723 19,907 SH 19,907 1 19,907 United Stationers Inc common 913004107 101,669 1,900 SH 1,900 1 1,900 United Technologies Corporation common 913017109 11,466,392 160,977 SH 160,977 1 160,977 UnitedHealth Group Incorporated common 91324P102 47,294,890 1,347,049 SH 1,347,049 1 1,347,049 Universal American Corp common 913377107 59,000 4,000 SH 4,000 1 4,000 Unum Group common 91529Y106 1,659,677 74,929 SH 74,929 1 74,929 Urban Outfitters common 917047102 704,476 22,407 SH 22,407 1 22,407 URS Corp common 903236107 1,671,842 44,019 SH 44,019 1 44,019 US Bancorp common 902973304 3,278,241 151,630 SH 151,630 1 151,630 US Physical Therapy Inc common 90337L108 36,762 2,200 SH 2,200 1 2,200 Vale SA-SP Pref - ADR common 91912E204 17,927,888 646,050 SH 646,050 1 646,050 Valero Energy Corp common 91913Y100 7,866,297 449,246 SH 449,246 1 449,246 Varian Medical Systems Inc common 92220P105 907,561 15,001 SH 15,001 1 15,001 Ventas Inc common 92276F100 128,616 2,494 SH 2,494 1 2,494 VeriFone Holdings Inc common 92342Y109 155,350 5,000 SH 5,000 1 5,000 Verigy Ltd common 999900288 3,087,384 379,752 SH 379,752 1 379,752 VeriSign Inc common 92343E102 879,865 27,721 SH 27,721 1 27,721 Verisk Analytics Inc common 92345Y106 342,870 12,241 SH 12,241 1 12,241 Verizon Communications Inc common 92343V104 12,360,442 379,271 SH 379,271 1 379,271 Vertex Pharmaceuticals common 92532F100 1,033,090 29,884 SH 29,884 1 29,884 VF Corp common 918204108 870,884 10,749 SH 10,749 1 10,749 Viacom CL B common 92553P201 4,032,181 111,417 SH 111,417 1 111,417 VimpelCom Ltd common 92719A106 12,186,519 820,641 SH 820,641 1 820,641 Virgin Media common 92769L101 -41,942 -1,822 SH -1,822 1 -1,822 ViroPharma Inc common 928241108 135,681 9,100 SH 9,100 1 9,100 Visa Inc common 92826C839 5,124,311 69,005 SH 69,005 1 69,005 Vishay Intertechnology Inc common 928298108 103,828 10,726 SH 10,726 1 10,726 VistaPrint NV common 000927226 18,422,793 476,657 SH 476,657 1 476,657 VMware Inc common 928563402 -9,242,491 -108,812 SH -108,812 1 -108,812 Volcano Corp common 928645100 260,657 10,033 SH 10,033 1 10,033 Volterra Semiconductor common 928708106 -2,292,440 -106,526 SH -106,526 1 -106,526 Vornado Realty Trust common 929042109 219,556 2,567 SH 2,567 1 2,567 Vulcan Materials Company common 929160109 608,995 16,495 SH 16,495 1 16,495 Walgreen common 931422109 6,757,821 201,726 SH 201,726 1 201,726 Walt Disney Company common 254687106 7,604,572 229,676 SH 229,676 1 229,676 Walter Ind common 93317Q105 127,544 1,569 SH 1,569 1 1,569 Warner Chilcott PLC common 00B446CM7 488,025 21,748 SH 21,748 1 21,748 Washington Post Cl B common 939640108 1,492,595 3,737 SH 3,737 1 3,737 Waste Management common 94106L109 2,016,844 56,431 SH 56,431 1 56,431 Waters Corp common 941848103 3,446,632 48,695 SH 48,695 1 48,695 Watson Pharmaceuticals Inc common 942683103 514,786 12,167 SH 12,167 1 12,167 Wausau Paper Corp common 943315101 116,060 14,000 SH 14,000 1 14,000 Weatherford International Ltdcommon 003883839 1,494,301 87,386 SH 87,386 1 87,386 Wellpoint Inc common 94973V107 5,659,865 99,927 SH 99,927 1 99,927 Wells Fargo and Company common 949746101 26,294,524 1,046,340 SH 1,046,340 1 1,046,340 Western Digital Corp common 958102105 1,241,410 43,727 SH 43,727 1 43,727 Western Union Co common 959802109 1,628,131 92,141 SH 92,141 1 92,141 Weyerhaeuser Company common 962166104 1,867,103 118,471 SH 118,471 1 118,471 Whirlpool Corp common 963320106 5,409,666 66,819 SH 66,819 1 66,819 Whole Foods Market Inc. common 966837106 1,526,854 41,144 SH 41,144 1 41,144 Williams Companies common 969457100 1,330,897 69,644 SH 69,644 1 69,644 Williams Sonoma Inc common 969904101 374,884 11,826 SH 11,826 1 11,826 Willis Group Holdings PLC common 00B4XGY11 78,714 2,554 SH 2,554 1 2,554 Wimm-Bill-Dann - ADR common 97263M109 201,228 8,896 SH 8,896 1 8,896 Windstream Corp common 97381W104 521,883 42,464 SH 42,464 1 42,464 Wipro Ltd - ADR common 97651M109 451,094 31,196 SH 31,196 1 31,196 Wisconsin Energy Corp common 976657106 4,747,750 82,141 SH 82,141 1 82,141 Wolverine WW common 978097103 133,446 4,600 SH 4,600 1 4,600 Woodward Governor Co common 980745103 -2,788,120 -86,000 SH -86,000 1 -86,000 Worthington Industries Inc common 981811102 48,096 3,200 SH 3,200 1 3,200 Wright Medical Group common 98235T107 -236,151 -16,388 SH -16,388 1 -16,388 WuXi PharmaTech Cayman Inc - ADR common 929352102 7,550,400 440,000 SH 440,000 1 440,000 WW Grainger Inc common 384802104 1,141,550 9,584 SH 9,584 1 9,584 Wynn Resorts common 983134107 828,480 9,548 SH 9,548 1 9,548 Xcel Energy Inc common 98389B100 1,176,248 51,208 SH 51,208 1 51,208 Xerox Corp common 984121103 -2,734,367 -264,190 SH -264,190 1 -264,190 Xilinx common 983919101 933,718 35,089 SH 35,089 1 35,089 XL Group Plc common 00B5LRLL2 1,506,345 69,545 SH 69,545 1 69,545 Yahoo! Inc common 984332106 25,284,254 1,784,351 SH 1,784,351 1 1,784,351 Yum Brands common 988498101 2,607,457 56,610 SH 56,610 1 56,610 Zimmer Holdings common 98956P102 842,879 16,107 SH 16,107 1 16,107 Zoran Corp common 98975F101 16,720,407 2,188,535 SH 2,188,535 1 2,188,535 02Micro International Ltd - ADR common 67107W100 3,952,162 646,835 SH 646,835 1 646,835 3M Company common 88579Y101 34,793,601 401,264 SH 401,264 1 401,264
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