-----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, BD3S02hBE/DeOdlolF98Q35UqffMUGn8DFsC1ZnE5U97xD46IVuwjHtW1o/OGNBC 0hthsPAlusOxA5SjCNFwnQ== 0001193125-10-155253.txt : 20100708 0001193125-10-155253.hdr.sgml : 20100708 20100708060425 ACCESSION NUMBER: 0001193125-10-155253 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100708 DATE AS OF CHANGE: 20100708 EFFECTIVENESS DATE: 20100708 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: 10943115 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: June 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, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Erik Garaas Title: EVP Phone: 4791503000 Signature, place, and Date of Signing: /s/ Erik Garaas Oslo, Norway June 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: 1013 Form 13F Information Table Value Total (x$1000): 3,267,300 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - --- -------------------- --------------------------- 1 28- 13464 DnB NOR Asset Management AB 13F US GOVERNMENT REPORT [LOGO] DnBNOR Asset Management 6/30/2010
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 1,149,296 161,645 SH 161,645 1 161,645 A. Schulman Inc common 808194104 53,116 2,800 SH 2,800 1 2,800 AAR Corp common 000361105 11,718 700 SH 700 1 700 Abbott Laboratories common 002824100 18,541,908 396,364 SH 396,364 1 396,364 Abercrombie & Fitch common 002896207 444,238 14,475 SH 14,475 1 14,475 Accenture Plc common 00B4BNMY3 49,745,256 1,287,070 SH 1,287,070 1 1,287,070 ACE Limited common 004432874 570,810 11,088 SH 11,088 1 11,088 Aceto Corp common 004446100 17,763 3,100 SH 3,100 1 3,100 Acme Packet Inc common 004764106 -3,762,582 -139,977 SH -139,977 1 -139,977 Actel Corp common 004934105 1,692,112 131,990 SH 131,990 1 131,990 Activision Blizzard Inc common 00507V109 1,077,648 102,731 SH 102,731 1 102,731 Acuity Brands Inc common 00508Y102 14,552 400 SH 400 1 400 ADC Telecommunications Inc common 000886309 3,785,769 510,900 SH 510,900 1 510,900 Adobe Systems Inc common 00724F101 6,889,984 260,688 SH 260,688 1 260,688 Advance America Cash Advance Centers Inc common 00739W107 27,258 6,600 SH 6,600 1 6,600 Advance Auto Parts common 00751Y106 4,025,088 80,213 SH 80,213 1 80,213 Advanced Analogic Technologies Inc common 00752J108 1,364,264 427,669 SH 427,669 1 427,669 Advanced Micro Devices inc common 007903107 1,004,150 137,179 SH 137,179 1 137,179 Advanced Semiconductor Engineering Inc common 00756M404 497,939 127,350 SH 127,350 1 127,350 AEP Industries Inc common 001031103 19,104 800 SH 800 1 800 AES Corp common 00130H105 743,062 80,418 SH 80,418 1 80,418 Aetna Inc common 00817Y108 1,124,052 42,610 SH 42,610 1 42,610 Aflac Inc common 001055102 711,138 16,666 SH 16,666 1 16,666 AGCO Corp common 001084102 4,322,536 160,272 SH 160,272 1 160,272 Agilent Technologies Incagilus common 00846U101 1,500,251 52,770 SH 52,770 1 52,770 Agilysys Inc common 00847J105 24,753 3,700 SH 3,700 1 3,700 Agree Realty Corp common 008492100 23,320 1,000 SH 1,000 1 1,000 Air Products & Chemicals Inc common 009158106 2,043,913 31,537 SH 31,537 1 31,537 Airgas Inc common 009363102 829,686 13,339 SH 13,339 1 13,339 Akamai Tech common 00971T101 746,366 18,397 SH 18,397 1 18,397 Alaska Air Group Inc common 011659109 58,435 1,300 SH 1,300 1 1,300 Alcoa Inc common 013817101 1,515,267 150,623 SH 150,623 1 150,623 Allegheny Energy Inc common 017361106 1,280,857 61,937 SH 61,937 1 61,937 Allegheny Technologies common 01741R102 535,494 12,118 SH 12,118 1 12,118 Allergan Inc common 018490102 1,912,792 32,832 SH 32,832 1 32,832 Alliance Data Systems Corp common 018581108 927,381 15,581 SH 15,581 1 15,581 Alliance Financial Corp common 019205103 22,240 800 SH 800 1 800 Alliant Energy Corp common 018802108 474,069 14,936 SH 14,936 1 14,936 Allstate Corporation common 020002101 19,458,053 677,273 SH 677,273 1 677,273 Almacenes Exito SA - GDR common 020279105 527,589 56,200 SH 56,200 1 56,200 Alon USA Energy Inc common 020520102 19,080 3,000 SH 3,000 1 3,000 Alpha Ntrl Resc common 02076X102 754,691 22,282 SH 22,282 1 22,282 Altera Corp common 021441100 987,314 39,795 SH 39,795 1 39,795 Amazon.Com Inc common 023135106 5,204,272 47,632 SH 47,632 1 47,632 Amdocs Ltd common 002256908 95,801 3,568 SH 3,568 1 3,568 Ameren Corporation common 023608102 765,751 32,215 SH 32,215 1 32,215 America Movil - ADR common 02364W105 9,814,973 206,631 SH 206,631 1 206,631 America Service Group Inc common 02364L109 30,960 1,800 SH 1,800 1 1,800 American Capital Ltd common 02503Y103 444,467 92,213 SH 92,213 1 92,213 American Eagle Outf. common 02553E106 295,242 25,127 SH 25,127 1 25,127 American Electric Power Co Inc common 025537101 1,870,493 57,910 SH 57,910 1 57,910 American Express common 025816109 1,241,618 31,275 SH 31,275 1 31,275 American Greetin common 026375105 35,644 1,900 SH 1,900 1 1,900 American International Group Inc common 026874784 93,677 2,720 SH 2,720 1 2,720 American Superconductor Corp common 030111108 -887,923 -33,268 SH -33,268 1 -33,268 American Tower Corp A common 029912201 2,381,195 53,510 SH 53,510 1 53,510 American Water Works Co Inc common 030420103 485,624 23,574 SH 23,574 1 23,574 AmeriCredit Corporation common 03060R101 38,699 2,124 SH 2,124 1 2,124 AMERIGROUP Corp common 03073T102 42,224 1,300 SH 1,300 1 1,300 Ameriprise Financial common 03076C106 191,959 5,313 SH 5,313 1 5,313 AMERISAFE Inc common 03071H100 5,265 300 SH 300 1 300 Amerisourcebergen Corp common 03073E105 2,120,900 66,800 SH 66,800 1 66,800 Ameritrade holding corp common 87236Y108 626,061 40,919 SH 40,919 1 40,919 AMETEK Inc common 031100100 671,629 16,728 SH 16,728 1 16,728 Amgen Inc common 031162100 46,274,429 879,742 SH 879,742 1 879,742 Amkor Technology Inc common 031652100 1,320,499 239,655 SH 239,655 1 239,655 Ampco Pittsburgh Corp common 032037103 24,996 1,200 SH 1,200 1 1,200 Amphenol Corp common 032095101 884,232 22,511 SH 22,511 1 22,511 Amsurg Corporation common 03232P405 48,114 2,700 SH 2,700 1 2,700 Anadarko Petroleum Corporation common 032511107 28,926,893 801,521 SH 801,521 1 801,521 Anadigics Inc common 032515108 -1,614,735 -370,352 SH -370,352 1 -370,352 Analog Devices Inc common 032654105 4,919,714 176,587 SH 176,587 1 176,587 Anaren Inc common 032744104 41,832 2,800 SH 2,800 1 2,800 Anixter International Inc common 035290105 55,380 1,300 SH 1,300 1 1,300 Annaly Capital Management Inc common 035710409 2,274,605 132,630 SH 132,630 1 132,630 Anntaylor Stores Corp common 036115103 39,048 2,400 SH 2,400 1 2,400 Anworth Mortgage Asset Corp common 037347101 24,920 3,500 SH 3,500 1 3,500 A.O. Smith Corp common 831865209 38,552 800 SH 800 1 800 AOL Inc. common 00184X105 84,241 4,052 SH 4,052 1 4,052 AON Corp common 037389103 170,195 4,585 SH 4,585 1 4,585 Apache Corporation common 037411105 18,308,294 217,464 SH 217,464 1 217,464 Apollo Group Inc common 037604105 4,283,184 100,852 SH 100,852 1 100,852 Apollo Invstment common 03761U106 355,398 38,092 SH 38,092 1 38,092 Apple Inc common 037833100 70,701,310 281,085 SH 281,085 1 281,085 Applied Industrial Technologies Inc common 03820C105 25,320 1,000 SH 1,000 1 1,000 Applied Material Inc common 038222105 3,698,638 307,707 SH 307,707 1 307,707 Applied Micro Circuits Corp common 03822W406 -2,904,375 -277,135 SH -277,135 1 -277,135 Applied Signal Technology Inc common 038237103 13,755 700 SH 700 1 700 Arch Capital Group Ltd common G0450A105 296,659 3,982 SH 3,982 1 3,982 Arch Coal Inc common 039380100 530,532 26,781 SH 26,781 1 26,781 Archer Daniels Midland common 039483102 8,110,165 314,104 SH 314,104 1 314,104 Ares Capital common 04010L103 536,782 42,874 SH 42,874 1 42,874 Armstrong World Industries Inc common 04247X102 156,936 5,200 SH 5,200 1 5,200 Arris Group Inc common 04269Q100 25,475 2,500 SH 2,500 1 2,500 Arrow Electronics Inc common 042735100 36,710,009 1,642,506 SH 1,642,506 1 1,642,506 Asbury Automotive Group Inc common 043436104 38,998 3,700 SH 3,700 1 3,700 Ashford Hospitality Trust Inc common 044103109 38,849 5,300 SH 5,300 1 5,300 Asianinfo Holdings Inc common 04518A104 11,695,100 535,000 SH 535,000 1 535,000 ASML Holding NV common N07059186 0 50,000 SH 50,000 1 50,000 Assurant Inc common 04621X108 77,138 2,223 SH 2,223 1 2,223 Atlantic Tele-Network Inc common 049079205 37,170 900 SH 900 1 900 Atmel common 049513104 -2,301,014 -479,378 SH -479,378 1 -479,378 ATMI Inc common 00207R101 2,638,553 180,229 SH 180,229 1 180,229 ATP Oil & Gas Corporation common 00208J108 33,888 3,200 SH 3,200 1 3,200 Atrion Corp common 049904105 27,010 200 SH 200 1 200 AT&T Inc common 00206R102 30,794,281 1,273,017 SH 1,273,017 1 1,273,017 Audiovox Corp common 050757103 30,135 4,100 SH 4,100 1 4,100 AuthenTec Inc common 052660107 498,566 198,632 SH 198,632 1 198,632 Autodesk common 052769106 1,766,636 72,522 SH 72,522 1 72,522 Autoliv Inc common 052800109 238,580 4,986 SH 4,986 1 4,986 Automatic Data Processing common 053015103 273,889 6,803 SH 6,803 1 6,803 AutoNation common 05329W102 2,205,236 113,089 SH 113,089 1 113,089 AutoZone common 053332102 3,395,648 17,574 SH 17,574 1 17,574 Auxilium Pharmaceuticals Inc common 05334D107 -154,090 -6,557 SH -6,557 1 -6,557 Avago Technologies Ltd common 999900624 -3,898,943 -185,135 SH -185,135 1 -185,135 Avalon Communities Inc common 053484101 495,701 5,309 SH 5,309 1 5,309 Avery Dennison common 053611109 393,978 12,262 SH 12,262 1 12,262 Avnet Inc common 053807103 3,431,576 142,330 SH 142,330 1 142,330 Avon Products Inc common 054303102 2,813,929 106,186 SH 106,186 1 106,186 Axis Capital Holdings common G0692U109 90,319 3,039 SH 3,039 1 3,039 Baidu Inc - ADR common 056752108 1,177,784 17,300 SH 17,300 1 17,300 Baker Hughes Inc common 057224107 7,167,832 172,428 SH 172,428 1 172,428 Ball common 058498106 854,525 16,175 SH 16,175 1 16,175 Banco Bradesco - ADR common 059460303 1,225,344 77,260 SH 77,260 1 77,260 Banco Santander Chile - ADR common 05965X109 1,838,266 27,400 SH 27,400 1 27,400 BanColombia SA - ADR common 05968L102 4,782,402 95,400 SH 95,400 1 95,400 Bank of America Corporation common 060505104 33,748,951 2,348,570 SH 2,348,570 1 2,348,570 Bank of New York Mellon Corp/T common 064058100 1,247,734 50,536 SH 50,536 1 50,536 Baxter International Inc common 071813109 28,653,882 705,066 SH 705,066 1 705,066 BB and T Corporation common 054937107 497,075 18,893 SH 18,893 1 18,893 Beckman Coulter common 075811109 426,612 7,076 SH 7,076 1 7,076 Becton Dickinson and Company common 075887109 1,521,788 22,505 SH 22,505 1 22,505 Bed Bath & Beyond Inc common 075896100 1,253,971 33,818 SH 33,818 1 33,818 Bel Fuse Inc B common 077347300 24,765 1,500 SH 1,500 1 1,500 Belden Inc common 077454106 57,200 2,600 SH 2,600 1 2,600 Benchmark Electronics Inc common 08160H101 30,115 1,900 SH 1,900 1 1,900 Berkley (W.R.) Corp common 084423102 69,458 2,625 SH 2,625 1 2,625 Berkshire Hathaway Inc common 084670108 120,000 1 SH 1 1 1 Berkshire Hathaway Inc common 084670702 2,025,879 25,422 SH 25,422 1 25,422 Berry Petroleum Co common 085789105 41,152 1,600 SH 1,600 1 1,600 Best Buy Company common 086516101 1,719,682 50,788 SH 50,788 1 50,788 Big Lots Inc common 089302103 321,542 10,020 SH 10,020 1 10,020 Big 5 Sporting Goods Corp common 08915P101 22,338 1,700 SH 1,700 1 1,700 Biogen Idec Inc common 09062X103 2,541,944 53,571 SH 53,571 1 53,571 Bio-reference Labs INC common 09057G602 31,038 1,400 SH 1,400 1 1,400 Black Box Corp common 091826107 44,624 1,600 SH 1,600 1 1,600 Blackrock Inc common 09247X101 13,312,252 92,833 SH 92,833 1 92,833 Blue Coat Systems Inc common 09534T508 -2,395,336 -117,246 SH -117,246 1 -117,246 BMC Software common 055921100 768,163 22,182 SH 22,182 1 22,182 Bob Evans Farms Inc common 096761101 41,854 1,700 SH 1,700 1 1,700 BOK Financial Corp common 05561Q201 56,762 1,196 SH 1,196 1 1,196 Borgwarner common 099724106 715,397 19,159 SH 19,159 1 19,159 Boston Properties Inc common 101121101 189,265 2,653 SH 2,653 1 2,653 Boston Scientific Corp common 101137107 26,911,304 4,639,880 SH 4,639,880 1 4,639,880 Brady Corp common 104674106 37,380 1,500 SH 1,500 1 1,500 Brasil Telecom SA common 10553M101 521,437 25,968 SH 25,968 1 25,968 Briggs & Stratton Corp common 109043109 34,040 2,000 SH 2,000 1 2,000 Bristol-Myers Squibb Company common 110122108 4,806,212 192,711 SH 192,711 1 192,711 Broadcom Corp common 111320107 2,003,950 60,781 SH 60,781 1 60,781 Brooks Aut common 114340102 -1,098,247 -142,076 SH -142,076 1 -142,076 Brown Forman B ORD common 115637209 1,235,138 21,582 SH 21,582 1 21,582 Brown Shoe Company Inc common 115736100 72,864 4,800 SH 4,800 1 4,800 Bruker Corp common 116794108 14,592 1,200 SH 1,200 1 1,200 Buckeye Technologies Inc common 118255108 35,820 3,600 SH 3,600 1 3,600 Bucyrus Intl common 118759109 382,067 8,052 SH 8,052 1 8,052 Bunge common G16962105 31,864,298 647,780 SH 647,780 1 647,780 C R Bard common 067383109 692,343 8,930 SH 8,930 1 8,930 CA Inc. common 12673P105 1,516,307 82,408 SH 82,408 1 82,408 Cablevision Systems New York Group common 12686C109 802,774 33,435 SH 33,435 1 33,435 Cabot Corp common 127055101 94,849 3,934 SH 3,934 1 3,934 Cabot Oil common 127097103 437,259 13,961 SH 13,961 1 13,961 CACI International common 127190304 55,224 1,300 SH 1,300 1 1,300 Cadence Pharmaceuticals Inc common 12738T100 1,259,676 179,697 SH 179,697 1 179,697 Cal Dive International Inc common 12802T101 21,645 3,700 SH 3,700 1 3,700 California Water Service Group common 130788102 53,550 1,500 SH 1,500 1 1,500 Calpine Corp common 131347304 -884,320 -69,522 SH -69,522 1 -69,522 Cameron International common 13342B105 958,267 29,467 SH 29,467 1 29,467 Campbell Soup Co common 134429109 927,173 25,877 SH 25,877 1 25,877 Cantel Medical Corp common 138098108 36,740 2,200 SH 2,200 1 2,200 Capital One Financial common 14040H105 827,641 20,537 SH 20,537 1 20,537 Capstead Mortgage Corp common 14067E506 15,484 1,400 SH 1,400 1 1,400 Cardinal Health Inc common 14149Y108 3,470,669 103,263 SH 103,263 1 103,263 CareFusion Corp common 14170T101 1,168,051 51,456 SH 51,456 1 51,456 CarMax Inc common 143130102 754,528 37,916 SH 37,916 1 37,916 Carnival Corporation common 143658300 28,761,324 951,102 SH 951,102 1 951,102 Carrols Restaurant Group common 14574X104 24,274 5,300 SH 5,300 1 5,300 Caterpillar Inc common 149123101 8,513,120 141,720 SH 141,720 1 141,720 Cavium Networks Inc common 14965A101 -2,516,204 -96,075 SH -96,075 1 -96,075 CBL & Associates Properties Inc common 124830100 38,564 3,100 SH 3,100 1 3,100 CBS Class B common 124857202 1,215,252 93,987 SH 93,987 1 93,987 Celanese Corp Series A common 150870103 3,604,402 144,697 SH 144,697 1 144,697 Celestica Inc common 15101Q108 -2,084,800 -258,660 SH -258,660 1 -258,660 Celgene Corp common 151020104 3,761,646 74,019 SH 74,019 1 74,019 Cementos Mexicanos SA de CV - ADR common 151290889 767,646 79,384 SH 79,384 1 79,384 Cent Euro Dstrbn common 153435102 737,995 34,518 SH 34,518 1 34,518 Centene Corp common 15135B101 43,000 2,000 SH 2,000 1 2,000 CenterPoint Energy Inc common 15189T107 743,158 56,471 SH 56,471 1 56,471 Centrais Eletricas Brasileiras SA - ADR common 15234Q207 867,812 64,956 SH 64,956 1 64,956 CenturyLink Inc common 156700106 1,193,797 35,839 SH 35,839 1 35,839 Cephalon Inc common 156708109 1,138,519 20,062 SH 20,062 1 20,062 Cerner Corp common 156782104 748,807 9,867 SH 9,867 1 9,867 Ceva Inc common 157210105 -1,217,694 -96,796 SH -96,796 1 -96,796 CF Industries Holdings Inc common 125269100 2,724,162 42,934 SH 42,934 1 42,934 Ch Robinson Worldwide common 12541W209 1,148,321 20,631 SH 20,631 1 20,631 Charles Schwab Corporation common 808513105 1,458,498 102,856 SH 102,856 1 102,856 Checkpoint Systems common 162825103 29,512 1,700 SH 1,700 1 1,700 Chesapeake Energy Corp common 165167107 6,486,371 309,612 SH 309,612 1 309,612 Chevron Corp common 166764100 19,618,190 289,098 SH 289,098 1 289,098 China Distance Education Holdings Ltd - ADR common 16944W104 272,708 81,649 SH 81,649 1 81,649 China Hydroelectric Corp - ADR common 16949D101 1,234,193 164,340 SH 164,340 1 164,340 ChinaCast Education Corp common 16946T109 1,485,000 250,000 SH 250,000 1 250,000 Chubb Corporation common 171232101 740,898 14,815 SH 14,815 1 14,815 Chunghwa Telecom Co Ltd - ADR common 17133Q106 856,495 43,499 SH 43,499 1 43,499 Church & Dwight Co Inc common 171340102 388,363 6,193 SH 6,193 1 6,193 Cia Vale Do Rio Doce - ADR common 91912E105 8,526,347 350,158 SH 350,158 1 350,158 Ciber Inc common 17163B102 31,578 11,400 SH 11,400 1 11,400 Cigna Corporation common 125509109 1,092,815 35,184 SH 35,184 1 35,184 Cimarex Energy Co common 171798101 107,227 1,498 SH 1,498 1 1,498 Cincinnati Bell common 171871106 5,117 1,700 SH 1,700 1 1,700 Cincinnati Financial Corp common 172062101 339,518 13,124 SH 13,124 1 13,124 Cintas Corp common 172908105 455,909 19,020 SH 19,020 1 19,020 Cirrus Logic Inc common 172755100 -2,542,564 -160,820 SH -160,820 1 -160,820 Cisco Systems Inc common 17275R102 61,510,313 2,886,453 SH 2,886,453 1 2,886,453 CIT Group Inc common 125581801 122,844 3,628 SH 3,628 1 3,628 Citigroup Inc common 172967101 13,018,365 3,462,331 SH 3,462,331 1 3,462,331 Citrix Systems common 177376100 -8,742 -207 SH -207 1 -207 City Holding Corp common 177835105 33,456 1,200 SH 1,200 1 1,200 Cliffs Natural Resources Inc common 18683K101 3,372,459 71,511 SH 71,511 1 71,511 Clorox Co common 189054109 1,081,646 17,401 SH 17,401 1 17,401 CME Group Inc common 12572Q105 671,497 2,385 SH 2,385 1 2,385 CNA Surety Corp common 12612L108 3,214 200 SH 200 1 200 CNinsure Inc common 18976M103 518,800 20,000 SH 20,000 1 20,000 Coach Inc common 189754104 1,855,534 50,767 SH 50,767 1 50,767 Coca Cola Company common 191216100 52,402,866 1,045,548 SH 1,045,548 1 1,045,548 Coca-Cola Enterprises Inc common 191219104 920,202 35,584 SH 35,584 1 35,584 COCA-COLA FEMSA SA DE CV - ADR common 191241108 295,613 4,723 SH 4,723 1 4,723 Codexis Inc common 192005106 946,080 108,000 SH 108,000 1 108,000 Cogent Inc common 19239Y108 3,416,578 378,778 SH 378,778 1 378,778 Cognizant Tech Solutions common 192446102 2,143,269 42,814 SH 42,814 1 42,814 Cogo Group Inc common 192448108 26,832 4,300 SH 4,300 1 4,300 Coherent Inc common 192479103 -2,535,422 -73,919 SH -73,919 1 -73,919 Colgate Palmolive Company common 194162103 5,492,959 69,743 SH 69,743 1 69,743 Collective Brands Inc common 19421W100 36,340 2,300 SH 2,300 1 2,300 Comcast Corp common 20030N101 28,526,682 1,642,296 SH 1,642,296 1 1,642,296 Comcast Corporation Cl A Special Common Stock common 20030N200 1,854,471 112,871 SH 112,871 1 112,871 Comerica Corporated common 200340107 287,164 7,797 SH 7,797 1 7,797 Companhia de Bebidas das Americas - ADR common 20441W203 1,515,150 15,000 SH 15,000 1 15,000 Companhia de Saneamento Basico do Est Sao P - ADR common 20441A102 315,176 7,624 SH 7,624 1 7,624 Companhia Paranaense de Energia COPEL - ADR common 20441B407 876,654 42,453 SH 42,453 1 42,453 Computer Sciences common 205363104 2,010,729 44,436 SH 44,436 1 44,436 Comverge Inc common 205859101 2,321,536 259,100 SH 259,100 1 259,100 Conagra Foods Inc common 205887102 3,029,594 129,914 SH 129,914 1 129,914 Conexant Systems Inc common 207142308 2,486,850 1,110,201 SH 1,110,201 1 1,110,201 ConocoPhillips common 20825C104 24,581,130 500,736 SH 500,736 1 500,736 Consol Energy common 20854P109 685,801 20,314 SH 20,314 1 20,314 Consolidated Edison common 209115104 1,428,894 33,153 SH 33,153 1 33,153 Consolidated Graphics Inc common 209341106 51,888 1,200 SH 1,200 1 1,200 Constellation Brands A common 21036P108 782,125 50,072 SH 50,072 1 50,072 Constellation Energy Group common 210371100 1,029,807 31,932 SH 31,932 1 31,932 Cooper Industries PLC common 00B40K911 1,247,752 28,358 SH 28,358 1 28,358 Copa Holdings SA common P31076105 86,627 1,959 SH 1,959 1 1,959 Core Mark Holding Co Inc common 218681104 30,140 1,100 SH 1,100 1 1,100 Corning Incorporated common 219350105 5,052,463 312,846 SH 312,846 1 312,846 Cosan Ltd common G25343107 3,141,042 336,300 SH 336,300 1 336,300 Costco Wholesale Corporation common 22160K105 5,762,359 105,095 SH 105,095 1 105,095 Covanta Holding Corp common 22282E102 2,898,273 174,700 SH 174,700 1 174,700 Coventry Health Care common 222862104 779,423 44,085 SH 44,085 1 44,085 Covidien Plc common 00B3QN1M2 3,057,859 76,104 SH 76,104 1 76,104 Cracker Barrel Old Country Store Inc common 22410J106 69,840 1,500 SH 1,500 1 1,500 Cree Inc common 225447101 -726,603 -12,104 SH -12,104 1 -12,104 Crown Castle Int'L Corp common 228227104 1,579,191 42,383 SH 42,383 1 42,383 Crown Holdings Inc common 228368106 401,967 16,053 SH 16,053 1 16,053 CSG Systems International Inc common 126349109 12,831 700 SH 700 1 700 CSX Corp common 126408103 7,150,790 144,082 SH 144,082 1 144,082 CTC Media Inc common 12642X106 479,090 33,178 SH 33,178 1 33,178 Ctrip.com International Ltd - ADR common 22943F100 30,797,848 819,964 SH 819,964 1 819,964 CTS Corp common 126501105 49,896 5,400 SH 5,400 1 5,400 Cubic Corp common 229669106 43,656 1,200 SH 1,200 1 1,200 Cummins common 231021106 2,328,593 35,753 SH 35,753 1 35,753 CVS Caremark Corp common 126650100 17,193,952 586,424 SH 586,424 1 586,424 Cypress Semiconductor common 232806109 -1,669,461 -166,281 SH -166,281 1 -166,281 Danaher Corporation common 235851102 3,075,763 82,860 SH 82,860 1 82,860 Darden Restaurants Inc common 237194105 2,194,870 56,496 SH 56,496 1 56,496 Davita common 23918K108 621,028 9,946 SH 9,946 1 9,946 Dean Foods Co common 242370104 3,783,813 375,751 SH 375,751 1 375,751 Deere & Co common 244199105 3,573,264 64,175 SH 64,175 1 64,175 Dell Inc common 24702R101 4,365,033 361,943 SH 361,943 1 361,943 Delphi Financial Group Inc common 247131105 58,584 2,400 SH 2,400 1 2,400 Delta Air Lines Inc common 247361702 429,098 36,519 SH 36,519 1 36,519 Deluxe Corp common 248019101 60,000 3,200 SH 3,200 1 3,200 Denbury Resources Inc common 247916208 -396,759 -27,101 SH -27,101 1 -27,101 Dentsply International common 249030107 404,862 13,536 SH 13,536 1 13,536 Developers Divers Realty common 251591103 14,850 1,500 SH 1,500 1 1,500 Devon Energy Corporation common 25179M103 6,586,427 108,116 SH 108,116 1 108,116 DeVry Inc common 251893103 405,328 7,722 SH 7,722 1 7,722 Diamond Management & Technology Consultants Inc common 25269L106 47,426 4,600 SH 4,600 1 4,600 Diamond Offshore Drilling common 25271C102 1,939,830 31,192 SH 31,192 1 31,192 Dick's Sporting Goods Inc common 253393102 51,174 2,056 SH 2,056 1 2,056 Dillard's Inc common 254067101 47,300 2,200 SH 2,200 1 2,200 DIRECTV common 25490A101 4,034,614 118,945 SH 118,945 1 118,945 Discover Financial Services common 254709108 204,010 14,593 SH 14,593 1 14,593 Discovery Communications Inc common 25470F302 524,789 16,967 SH 16,967 1 16,967 Discovery Communications Inc common 25470F104 -743,339 -20,816 SH -20,816 1 -20,816 DISH Network Corp common 25470M109 1,855,656 102,240 SH 102,240 1 102,240 Dolby Laboratories Inc common 25659T107 -3,300,629 -52,650 SH -52,650 1 -52,650 Dollar General Corp common 256677105 283,159 10,278 SH 10,278 1 10,278 Dollar Thrifty Automotive Group Inc common 256743105 21,305 500 SH 500 1 500 Dollar Tree Stores common 256746108 828,937 19,912 SH 19,912 1 19,912 Dominion Resources Inc common 25746U109 37,253,275 961,623 SH 961,623 1 961,623 Domtar Corp common 257559203 217,489 4,425 SH 4,425 1 4,425 Donaldson Company Inc common 257651109 1,249,304 29,292 SH 29,292 1 29,292 Donegal Group Inc A common 257701201 7,374 600 SH 600 1 600 Dover Corporation common 260003108 1,180,526 28,249 SH 28,249 1 28,249 Dow Chemical common 260543103 4,326,599 182,403 SH 182,403 1 182,403 DPL Inc common 233293109 39,339 1,646 SH 1,646 1 1,646 Dr Horton Inc common 23331A109 488,246 49,669 SH 49,669 1 49,669 Dr Pepper Snapple Group Inc common 26138E109 1,699,413 45,451 SH 45,451 1 45,451 Dr Reddy Laboratories Ltd - ADR common 256135203 3,236,165 104,900 SH 104,900 1 104,900 DSP Group Inc common 23332B106 1,578,023 246,952 SH 246,952 1 246,952 DTE Energy Company common 233331107 911,333 19,981 SH 19,981 1 19,981 Duke Energy Corporation common 26441C105 3,715,328 232,208 SH 232,208 1 232,208 Dun and Bradstreet common 26483E100 387,014 5,766 SH 5,766 1 5,766 Dyncorp International Inc common 26817C101 14,016 800 SH 800 1 800 EarthLink Inc common 270321102 13,532 1,700 SH 1,700 1 1,700 East West Bancorp Inc common 27579R104 16,534,020 1,084,198 SH 1,084,198 1 1,084,198 Eastman Chemical Co common 277432100 789,354 14,793 SH 14,793 1 14,793 Eaton Corporation common 278058102 -918,123 -14,030 SH -14,030 1 -14,030 Eaton Vance Corp common 278265103 61,570 2,230 SH 2,230 1 2,230 eBay Inc common 278642103 2,971,190 151,514 SH 151,514 1 151,514 Ecolab Inc common 278865100 1,609,080 35,829 SH 35,829 1 35,829 Edison International common 281020107 3,126,323 98,560 SH 98,560 1 98,560 Edwards Lifesciences Corp common 28176E108 653,641 11,668 SH 11,668 1 11,668 EI Du Pont de Nemours & Co common 263534109 4,584,628 132,542 SH 132,542 1 132,542 El Paso Corporation common 28336L109 939,239 84,540 SH 84,540 1 84,540 Electronic Arts Inc common 285512109 8,489,362 589,539 SH 589,539 1 589,539 Electronics for Imaging Inc common 286082102 22,402 2,300 SH 2,300 1 2,300 Eli Lilly & Co common 532457108 6,512,099 194,391 SH 194,391 1 194,391 EMC Corporation common 268648102 5,607,669 306,430 SH 306,430 1 306,430 EMCOR Group common 29084Q100 44,023 1,900 SH 1,900 1 1,900 Emerson Electric common 291011104 23,614,008 540,490 SH 540,490 1 540,490 Empresa Brasileira de Ae SA - ADR common 29081M102 1,531,445 73,100 SH 73,100 1 73,100 Endo Pharmaceuticals common 29264F205 1,830,480 83,890 SH 83,890 1 83,890 Energen Corp common 29265N108 365,058 8,235 SH 8,235 1 8,235 Energizer Holdings common 29266R108 299,669 5,960 SH 5,960 1 5,960 EnerNOC Inc common 292764107 992,781 31,577 SH 31,577 1 31,577 Enersis SA - ADR common 29274F104 4,119,379 206,900 SH 206,900 1 206,900 EnerSys common 29275Y102 508,691 23,804 SH 23,804 1 23,804 Ennis Inc common 293389102 25,517 1,700 SH 1,700 1 1,700 ENPRO Industries Inc common 29355X107 30,965 1,100 SH 1,100 1 1,100 Enstar Group Ltd common G3075P101 33,220 500 SH 500 1 500 Entegris Inc common 29362U104 -1,126,634 -283,787 SH -283,787 1 -283,787 Entergy Corporation common 29364G103 4,370,109 61,018 SH 61,018 1 61,018 Entropic Communications Inc common 29384R105 -268,791 -42,396 SH -42,396 1 -42,396 EOG Resources Inc common 26875P101 6,494,781 66,024 SH 66,024 1 66,024 EQT Corp common 26884L109 521,862 14,440 SH 14,440 1 14,440 Equifax Inc common 294429105 4,077,202 145,303 SH 145,303 1 145,303 Equity Residential Properties common 29476L107 279,904 6,722 SH 6,722 1 6,722 Esco Technologies common 296315104 1,195,985 46,446 SH 46,446 1 46,446 Estee Lauder Companies Inc common 518439104 1,082,277 19,420 SH 19,420 1 19,420 Euronet Worldwide Inc common 298736109 17,906 1,400 SH 1,400 1 1,400 Everest Re Group Ltd common G3223R108 1,117,659 15,804 SH 15,804 1 15,804 Exar Corp common 300645108 1,176,617 169,786 SH 169,786 1 169,786 Exelon Co common 30161N101 3,860,562 101,674 SH 101,674 1 101,674 Exide Technologies common 302051206 4,952,750 952,452 SH 952,452 1 952,452 Expedia Inc common 30212P105 712,757 37,953 SH 37,953 1 37,953 Expeditors International of Washington Inc common 302130109 658,071 19,069 SH 19,069 1 19,069 Express Scripts Inc common 302182100 2,862,672 60,882 SH 60,882 1 60,882 Exxon Mobil Corporation common 30231G102 106,304,517 1,862,704 SH 1,862,704 1 1,862,704 EZchip Semiconductor Ltd common 001082544 -2,392,600 -136,720 SH -136,720 1 -136,720 Fairpoint Communications Inc common 305560104 0 3 SH 3 1 3 Family Dollar Stores Inc common 307000109 532,107 14,118 SH 14,118 1 14,118 Fastenal Co common 311900104 926,507 18,460 SH 18,460 1 18,460 FBL Financial Group Inc common 30239F106 31,500 1,500 SH 1,500 1 1,500 Federal Mogul Corp common 313549404 74,878 5,751 SH 5,751 1 5,751 Federal Realty Investment Trust common 313747206 82,146 1,169 SH 1,169 1 1,169 Federal Signal Corp common 313855108 11,476 1,900 SH 1,900 1 1,900 Federated Investors, Inc common 314211103 274,552 13,257 SH 13,257 1 13,257 FedEx Corporation common 31428X106 2,840,507 40,515 SH 40,515 1 40,515 FEI Company common 30241L109 2,709,002 137,443 SH 137,443 1 137,443 Fidelity National Information common 31620M106 1,019,053 37,996 SH 37,996 1 37,996 Fifth Third Bancorp common 316773100 767,388 62,440 SH 62,440 1 62,440 Financial Institutions common 317585404 44,400 2,500 SH 2,500 1 2,500 Finish Line Inc common 317923100 40,397 2,900 SH 2,900 1 2,900 First Horizon Natl common 320517105 479,015 41,835 SH 41,835 1 41,835 First Industrial Realty Trust Inc common 32054K103 17,352 3,600 SH 3,600 1 3,600 First of Long Island Corp common 320734106 20,568 800 SH 800 1 800 First Solar Inc common 336433107 866,815 7,615 SH 7,615 1 7,615 FirstEnergy Corporation common 337932107 1,294,773 36,752 SH 36,752 1 36,752 Fiserv common 337738108 852,427 18,669 SH 18,669 1 18,669 Flextronics International Ltd common 999900002 814,453 145,438 SH 145,438 1 145,438 FLIR Systems Inc common 302445101 4,193,556 144,158 SH 144,158 1 144,158 Flowserve Corp common 34354P105 5,282,446 62,293 SH 62,293 1 62,293 Fluor Corp common 343412102 2,006,085 47,202 SH 47,202 1 47,202 FMC Corp common 302491303 421,938 7,347 SH 7,347 1 7,347 FMC Technologies common 30249U101 1,091,168 20,721 SH 20,721 1 20,721 Focus Media Holding Ltd - ADR common 34415V109 23,887,746 1,537,178 SH 1,537,178 1 1,537,178 Fomento Economico Mexicano SA de CV - ADR common 344419106 2,307,403 53,474 SH 53,474 1 53,474 Ford Motor Company common 345370860 7,838,682 777,647 SH 777,647 1 777,647 Forest Laboratories Inc common 345838106 1,616,258 58,923 SH 58,923 1 58,923 Fortune Brands Inc common 349631101 709,707 18,114 SH 18,114 1 18,114 Fossil Inc common 349882100 41,952 1,209 SH 1,209 1 1,209 Foster Wheeler AG common 001866678 5,414,758 257,111 SH 257,111 1 257,111 Franklin Resources Inc common 354613101 1,775,600 20,601 SH 20,601 1 20,601 Fuel Systems Solutions Inc common 35952W103 8,518,480 329,535 SH 329,535 1 329,535 Fuel Tech Inc common 359523107 6,721,895 1,063,591 SH 1,063,591 1 1,063,591 F5 Networks common 315616102 -5,075,620 -74,021 SH -74,021 1 -74,021 GameStop Corp common 36467W109 3,462,847 184,292 SH 184,292 1 184,292 Gap Inc common 364760108 1,304,949 67,058 SH 67,058 1 67,058 Garmin common 011440532 2,960,428 101,454 SH 101,454 1 101,454 General Cable Corp common 369300108 8,052,004 302,139 SH 302,139 1 302,139 General Electric Company common 369604103 65,681,759 4,554,907 SH 4,554,907 1 4,554,907 General Mills common 370334104 2,595,020 73,058 SH 73,058 1 73,058 Genuine Parts Co common 372460105 853,422 21,633 SH 21,633 1 21,633 Genworth Financial CL A common 37247D106 586,778 44,895 SH 44,895 1 44,895 Genzyme Corporation common 372917104 1,882,958 37,088 SH 37,088 1 37,088 Gerdau SA - ADR common 373737105 506,138 38,402 SH 38,402 1 38,402 GFI Group Inc common 361652209 17,298 3,100 SH 3,100 1 3,100 Gilead Sciences Inc common 375558103 9,194,067 268,205 SH 268,205 1 268,205 Gladstone Capital Corp common 376535100 143,982 13,307 SH 13,307 1 13,307 Goldman Sachs Group common 38141G104 2,165,824 16,499 SH 16,499 1 16,499 Goodrich Corp common 382388106 1,926,616 29,081 SH 29,081 1 29,081 Goodyear Tire & Rubber Co common 382550101 420,581 42,312 SH 42,312 1 42,312 Google Inc common 38259P508 86,254,447 193,852 SH 193,852 1 193,852 GrafTech International Ltd common 384313102 23,392 1,600 SH 1,600 1 1,600 Green Plains Renewable Energy Inc common 393222104 500,392 48,962 SH 48,962 1 48,962 Group 1 Automotive, Inc common 398905109 7,059 300 SH 300 1 300 Grupo Aeroportuario del Pacifico SAB de CV - ADR common 400506101 2,218,432 76,366 SH 76,366 1 76,366 Grupo Televisa SA-SPONS ADR common 40049J206 2,750,780 158,000 SH 158,000 1 158,000 GT Solar International Inc common 3623E0209 10,056,379 1,795,782 SH 1,795,782 1 1,795,782 Guess? Inc common 401617105 232,769 7,451 SH 7,451 1 7,451 Gulf Island Fabrication Inc common 402307102 27,936 1,800 SH 1,800 1 1,800 H and R Block common 093671105 713,377 45,467 SH 45,467 1 45,467 Halliburton common 406216101 5,526,401 225,108 SH 225,108 1 225,108 Hansen Medical Inc common 411307101 195,615 91,838 SH 91,838 1 91,838 Hansen Natural Corp common 411310105 900,821 23,033 SH 23,033 1 23,033 Harley Davidson common 412822108 528,051 23,754 SH 23,754 1 23,754 Harman International common 413086109 112,805 3,774 SH 3,774 1 3,774 Harris Corp common 413875105 723,669 17,375 SH 17,375 1 17,375 Harsco Corp common 415864107 1,360,768 57,905 SH 57,905 1 57,905 Hartford Financial Services Group common 416515104 1,046,705 47,298 SH 47,298 1 47,298 Harvest Natural Resources Inc common 41754V103 35,376 4,800 SH 4,800 1 4,800 Hasbro common 418056107 684,315 16,650 SH 16,650 1 16,650 HCP Inc common 40414L109 230,201 7,138 SH 7,138 1 7,138 HDFC Bank Ltd - ADR common 40415F101 5,762,835 40,308 SH 40,308 1 40,308 Health Care REIT Inc common 42217K106 123,833 2,940 SH 2,940 1 2,940 Health Management Associates Inc common 421933102 -170,691 -21,968 SH -21,968 1 -21,968 Healthspring Inc common 42224N101 37,224 2,400 SH 2,400 1 2,400 Heartland Payment Systems Inc common 42235N108 37,100 2,500 SH 2,500 1 2,500 Helmerich common 423452101 1,764,135 48,306 SH 48,306 1 48,306 Henry Schein Inc common 806407102 2,027,512 36,931 SH 36,931 1 36,931 Herbalife Ltd common G4412G101 253,597 5,507 SH 5,507 1 5,507 Hercules Technology Growth Capital Inc common 427096508 197,573 21,452 SH 21,452 1 21,452 Hess Corp common 42809H107 34,699,714 689,307 SH 689,307 1 689,307 Hewlett Packard Company common 428236103 77,783,379 1,842,213 SH 1,842,213 1 1,842,213 Hickory Tech Corp common 429060106 11,509 1,700 SH 1,700 1 1,700 Hittite Microwave Corp common 43365Y104 4,112,769 91,926 SH 91,926 1 91,926 HJ Heinz Company common 423074103 1,816,580 42,031 SH 42,031 1 42,031 Hollysys Automation Technologies Ltd common G45667105 1,750,346 194,267 SH 194,267 1 194,267 Hologic Inc. common 436440101 1,990,291 142,878 SH 142,878 1 142,878 Home Depot Inc common 437076102 5,764,764 205,371 SH 205,371 1 205,371 Hopsira Inc common 441060100 1,113,898 19,389 SH 19,389 1 19,389 Horace Mann Educators Corp common 440327104 16,830 1,100 SH 1,100 1 1,100 Hormel Foods common 440452100 358,896 8,866 SH 8,866 1 8,866 HOST HOTELS AND RESORTS INC. common 44107P104 200,178 14,850 SH 14,850 1 14,850 Household International common 431571108 110,244 5,154 SH 5,154 1 5,154 Hudson City Bancorp Inc common 443683107 1,643,771 134,295 SH 134,295 1 134,295 Human Genome Sciences Inc common 444903108 530,199 23,398 SH 23,398 1 23,398 Humana Inc common 444859102 984,280 21,552 SH 21,552 1 21,552 Huntsman Corp common 447011107 235,824 27,200 SH 27,200 1 27,200 Hydrogenics Corp common 448883207 107,427 27,475 SH 27,475 1 27,475 ICICI Bank - ADR common 45104G104 2,862,288 79,200 SH 79,200 1 79,200 Illinois Tool Works common 452308109 3,077,011 74,540 SH 74,540 1 74,540 Illumina Inc common 452327109 631,707 14,512 SH 14,512 1 14,512 Imation Corp common 45245A107 49,626 5,400 SH 5,400 1 5,400 Immunomedics Inc common 452907108 16,686 5,400 SH 5,400 1 5,400 Informatica common 45666Q102 -2,449,969 -102,595 SH -102,595 1 -102,595 Information Handling Services Inc common 451734107 534,251 9,145 SH 9,145 1 9,145 Infosys Technologies Ltd - ADR common 456788108 6,435,892 107,426 SH 107,426 1 107,426 Ingersoll-Rand Plc common 00B633030 1,674,938 48,563 SH 48,563 1 48,563 Ingram Micro Inc common 457153104 5,371,457 353,618 SH 353,618 1 353,618 Input Output common 462044108 21,924 6,300 SH 6,300 1 6,300 Insight Enterpr common 45765U103 17,108 1,300 SH 1,300 1 1,300 Integrated Device Technology Inc common 458118106 1,200,395 242,504 SH 242,504 1 242,504 Integrated Silicon Solution Inc common 45812P107 -2,098,729 -278,346 SH -278,346 1 -278,346 Integrys Energy Group Inc common 45822P105 3,965,862 90,669 SH 90,669 1 90,669 Intel Corporation common 458140100 19,310,407 992,823 SH 992,823 1 992,823 Intercontinetal Exchange Inc. common 45865V100 22,434,986 198,487 SH 198,487 1 198,487 International Business Machines Corporation common 459200101 13,880,140 112,408 SH 112,408 1 112,408 International Coal Group Inc common 45928H106 35,035 9,100 SH 9,100 1 9,100 International Flavors and Fragrances common 459506101 19,951,696 470,337 SH 470,337 1 470,337 International Game Techology common 459902102 457,671 29,151 SH 29,151 1 29,151 International Paper Company common 460146103 19,938,591 881,069 SH 881,069 1 881,069 International Rectifier common 460254105 -1,941,377 -104,319 SH -104,319 1 -104,319 Interpublic Group of Companies common 460690100 432,905 60,716 SH 60,716 1 60,716 Intersil Corp Cl A common 46069S109 2,650,225 218,846 SH 218,846 1 218,846 Intuit Inc common 461202103 1,317,366 37,888 SH 37,888 1 37,888 Intuitive Surgical Inc common 46120E602 1,897,192 6,011 SH 6,011 1 6,011 Invesco Ltd common G491BT108 1,272,230 75,593 SH 75,593 1 75,593 IPG Photonics Corp common 44980X109 -2,205,791 -144,832 SH -144,832 1 -144,832 Iron Mountain Inc common 462846106 741,090 32,996 SH 32,996 1 32,996 Ista Pharmaceuticals Inc common 45031X204 12,483 5,700 SH 5,700 1 5,700 Itau Unibanco Banco Multiplo SA - ADR common 465562106 4,957,775 275,279 SH 275,279 1 275,279 ITT Educational Services Inc common 45068B109 454,867 5,479 SH 5,479 1 5,479 ITT Industries Inc common 450911102 2,571,850 57,254 SH 57,254 1 57,254 J M Smucker Company common 832696405 863,434 14,338 SH 14,338 1 14,338 JA Solar Holdings Co Ltd - ADR common 466090107 -742,400 -160,000 SH -160,000 1 -160,000 Jabil Circuit Inc common 466313103 -2,457,281 -184,758 SH -184,758 1 -184,758 Jack Henry & Associates Inc common 426281101 54,924 2,300 SH 2,300 1 2,300 Jack in the Box Inc common 466367109 46,680 2,400 SH 2,400 1 2,400 JAKKS Pacific common 47012E106 18,694 1,300 SH 1,300 1 1,300 JB Hunt Transport Services common 445658107 2,446,428 74,883 SH 74,883 1 74,883 JC Penney Co Inc common 708160106 3,487,214 162,347 SH 162,347 1 162,347 Jefferies Group Inc (New) common 472319102 45,069 2,138 SH 2,138 1 2,138 Johnson & Johnson common 478160104 29,007,201 491,148 SH 491,148 1 491,148 Johnson Controls common 478366107 2,835,269 105,518 SH 105,518 1 105,518 Jones Apparel Group Inc common 480074103 52,305 3,300 SH 3,300 1 3,300 Jos A Bank Clothiers Inc common 480838101 53,990 1,000 SH 1,000 1 1,000 Joy Global common 481165108 991,281 19,790 SH 19,790 1 19,790 JPMorgan Chase & Co common 46625H100 7,517,497 205,340 SH 205,340 1 205,340 Juniper Networks common 48203R104 -2,229,035 -97,679 SH -97,679 1 -97,679 Kaman Corp common 483548103 44,240 2,000 SH 2,000 1 2,000 KBR Inc common 48242W106 945,383 46,479 SH 46,479 1 46,479 Kellogg Co common 487836108 1,442,202 28,672 SH 28,672 1 28,672 KeyCorp common 493267108 -787,218 -102,369 SH -102,369 1 -102,369 Kimberly-Clark Corporation common 494368103 6,784,800 111,905 SH 111,905 1 111,905 Kimco Realty Corp common 49446R109 707,737 52,659 SH 52,659 1 52,659 Kinder Morgan Management LLC common 49455U100 541,397 9,567 SH 9,567 1 9,567 Kinetic Concepts Inc common 49460W208 227,384 6,228 SH 6,228 1 6,228 King Pharmaceuticals common 495582108 2,405,370 316,913 SH 316,913 1 316,913 KLA Tencor Corporation common 482480100 3,851,260 138,137 SH 138,137 1 138,137 Koc Holding AS - ADR common 49989A109 514,723 29,839 SH 29,839 1 29,839 Kohls Corporation common 500255104 1,864,423 39,251 SH 39,251 1 39,251 Koppers Holdings Inc common 50060P106 29,224 1,300 SH 1,300 1 1,300 Kraft Foods Inc common 50075N104 5,876,220 209,865 SH 209,865 1 209,865 Kroger Company common 501044101 2,675,044 135,858 SH 135,858 1 135,858 KT Corp Sp - ADR common 48268K101 759,324 39,610 SH 39,610 1 39,610 Kulicke and Soffa Industries Inc common 501242101 1,695,309 241,497 SH 241,497 1 241,497 Laboratory Corp Amer Hldg common 50540R409 2,130,220 28,271 SH 28,271 1 28,271 Lakeland Financial Corp common 511656100 21,978 1,100 SH 1,100 1 1,100 Lam Research Corp common 512807108 508,748 63,367 SH 63,367 1 63,367 Lancaster Colony Corp common 513847103 26,680 500 SH 500 1 500 Landauer Inc common 51476K103 24,352 400 SH 400 1 400 Las Vegas Sands Corp common 517834107 997,053 45,034 SH 45,034 1 45,034 Lattice Semiconductor Corp common 518415104 -3,406,275 -784,856 SH -784,856 1 -784,856 Layne Christensen Co common 521050104 16,989 700 SH 700 1 700 La-Z-Boy Inc common 505336107 34,921 4,700 SH 4,700 1 4,700 LDK Solar Co Ltd - ADR common 50183L107 1,195,883 231,312 SH 231,312 1 231,312 Legg Mason Inc common 524901105 79,465 2,835 SH 2,835 1 2,835 Leggett & Platt Inc common 524660107 796,462 39,704 SH 39,704 1 39,704 Lender Processing Services common 52602E102 362,883 11,590 SH 11,590 1 11,590 Leucadia National Corp common 527288104 77,533 3,974 SH 3,974 1 3,974 Level 3 Communications Inc common 52729N100 214,787 197,052 SH 197,052 1 197,052 Lexmark International common 529771107 98,595 2,985 SH 2,985 1 2,985 LG Philips LCD Co Ltd - ADR common 50186V102 521,978 32,421 SH 32,421 1 32,421 Liberty Global Inc common 530555101 3,850,341 148,147 SH 148,147 1 148,147 Liberty Global Inc - C common 530555309 1,138,752 43,815 SH 43,815 1 43,815 Liberty Interactive A common 53071M104 905,541 86,242 SH 86,242 1 86,242 Liberty Media Corporation Series A common stock common 53071M708 52,462 1,012 SH 1,012 1 1,012 Life Technologies Corp. common 53217V109 4,071,060 86,160 SH 86,160 1 86,160 Limited Brands common 532716107 1,048,171 47,493 SH 47,493 1 47,493 Lincoln Educational Services Corp common 533535100 35,003 1,700 SH 1,700 1 1,700 Lincoln National Corp common 534187109 161,601 6,653 SH 6,653 1 6,653 Linear Technology Corporation common 535678106 843,616 30,335 SH 30,335 1 30,335 Lionbridge Technologies Inc common 536252109 42,044 9,200 SH 9,200 1 9,200 Lithia Motors Inc common 536797103 29,664 4,800 SH 4,800 1 4,800 Littelfuse Inc common 537008104 -2,336,105 -73,904 SH -73,904 1 -73,904 Loews Corp common 540424108 873,255 26,216 SH 26,216 1 26,216 Loral Space & Communications Inc common 543881106 34,176 800 SH 800 1 800 Lowe's Cos Inc common 548661107 3,636,292 178,075 SH 178,075 1 178,075 LSB Industries Inc common 502160104 8,483,794 637,400 SH 637,400 1 637,400 LSI Corp common 502161102 463,698 100,804 SH 100,804 1 100,804 LTX Credence Corp common 502403108 -1,620,860 -572,742 SH -572,742 1 -572,742 Lubrizol Corp common 549271104 5,288,574 65,852 SH 65,852 1 65,852 Lukoil OIO - ADR common 677862104 3,440,200 66,800 SH 66,800 1 66,800 M and T Bank Corp common 55261F104 132,777 1,563 SH 1,563 1 1,563 Macerich Co common 554382101 97,816 2,621 SH 2,621 1 2,621 Mack Cali Realty Corp common 554489104 52,384 1,762 SH 1,762 1 1,762 Macy's Inc common 55616P104 1,071,279 59,848 SH 59,848 1 59,848 Magellan Health Services Inc common 559079207 14,528 400 SH 400 1 400 Manhattan Associates, Inc common 562750109 52,345 1,900 SH 1,900 1 1,900 Manpower Inc common 56418H100 770,547 17,845 SH 17,845 1 17,845 ManTech International Corp common 564563104 34,056 800 SH 800 1 800 Marathon Oil Corporation common 565849106 3,896,665 125,335 SH 125,335 1 125,335 Marriott International common 571903202 2,138,734 71,434 SH 71,434 1 71,434 Marriott International Fractional Shares 2009 common KTIVJAS82 13 43,014 SH 43,014 1 43,014 Marsh and McLennan Companies common 571748102 264,760 11,741 SH 11,741 1 11,741 Marshall & Ilsley Corp common 571837103 220,835 30,757 SH 30,757 1 30,757 Martin Marietta Matrls common 573284106 464,504 5,477 SH 5,477 1 5,477 Marvell Technology Group common G5876H105 -1,784,568 -113,234 SH -113,234 1 -113,234 Masco Corporation common 574599106 648,021 60,225 SH 60,225 1 60,225 MasterCard Inc common 57636Q104 2,374,607 11,901 SH 11,901 1 11,901 Mattel common 577081102 19,669,299 929,551 SH 929,551 1 929,551 Mattson Technology Inc common 577223100 -1,400,458 -369,514 SH -369,514 1 -369,514 Maxim Integrated Products common 57772K101 480,619 28,728 SH 28,728 1 28,728 Maximus Inc common 577933104 28,935 500 SH 500 1 500 Maxwell Technologies Inc common 577767106 713,412 62,580 SH 62,580 1 62,580 McAfee Inc common 579064106 650,496 21,175 SH 21,175 1 21,175 McCormick & Co Inc common 579780206 650,710 17,142 SH 17,142 1 17,142 McDonald's Corporation common 580135101 14,658,249 222,533 SH 222,533 1 222,533 MCG Capital Crp common 58047P107 153,241 31,727 SH 31,727 1 31,727 McGraw Hill Companies common 580645109 25,988,078 923,528 SH 923,528 1 923,528 McKesson Corporation common 58155Q103 2,895,133 43,108 SH 43,108 1 43,108 MDU Resources Group Inc common 552690109 277,842 15,410 SH 15,410 1 15,410 Mead Johnson Nutrition Co common 582839106 1,389,878 27,731 SH 27,731 1 27,731 MeadWestvaco Corp common 583334107 588,677 26,517 SH 26,517 1 26,517 Mechel - ADR common 583840103 2,112,548 116,458 SH 116,458 1 116,458 Medco Health Solutions Inc common 58405U102 4,320,861 78,447 SH 78,447 1 78,447 Mediacom Communications Corp common 58446K105 6,048 900 SH 900 1 900 Medical Action Industries Inc common 58449L100 32,400 2,700 SH 2,700 1 2,700 Medicines Co common 584688105 23,591 3,100 SH 3,100 1 3,100 Medifast Inc common 58470H101 12,955 500 SH 500 1 500 Medtronic Inc common 585055106 5,455,770 150,421 SH 150,421 1 150,421 MEMC Electronic Materials Inc common 552715104 22,224,872 2,249,481 SH 2,249,481 1 2,249,481 Men's Wearhouse Inc common 587118100 36,720 2,000 SH 2,000 1 2,000 Merchel OAO Preferred common 583840509 239,400 35,000 SH 35,000 1 35,000 Merck & Company common 58933Y105 22,820,443 652,572 SH 652,572 1 652,572 Mercury Computer Systems Inc common 589378108 56,304 4,800 SH 4,800 1 4,800 Metabolix Inc common 591018809 543,780 38,000 SH 38,000 1 38,000 MetLife common 59156R108 20,729,485 548,980 SH 548,980 1 548,980 MetroPCS Communications Inc common 591708102 535,683 65,407 SH 65,407 1 65,407 Mettler-Toledo International Inc common 592688105 -249,270 -2,233 SH -2,233 1 -2,233 MFA Mortgage Investments Inc common 55272X102 10,360 1,400 SH 1,400 1 1,400 MGM Resorts International common 552953101 307,873 31,937 SH 31,937 1 31,937 Microchip Technology Inc common 595017104 542,927 19,572 SH 19,572 1 19,572 Micron Technology Inc common 595112103 1,636,286 192,731 SH 192,731 1 192,731 Microsoft Corporation common 594918104 37,318,239 1,696,827 SH 1,696,827 1 1,696,827 Microtune Inc common 59514P109 1,167,888 548,304 SH 548,304 1 548,304 Micrus Endovascular Corp common 59518V102 -304,636 -14,653 SH -14,653 1 -14,653 Miller Industries Inc (Georgia) common 600551204 44,451 3,300 SH 3,300 1 3,300 Millipore Corp common 601073109 704,103 6,602 SH 6,602 1 6,602 Mindray Medical International Ltd - ADR common 602675100 20,190,492 642,600 SH 642,600 1 642,600 Minerals Tech common 603158106 9,508 200 SH 200 1 200 Mirant Corporation common 60467R100 102,569 9,713 SH 9,713 1 9,713 Mobile Telesystems OJSC - ADR common 607409109 7,425,362 387,545 SH 387,545 1 387,545 Mohawk Industries Inc common 608190104 365,851 7,995 SH 7,995 1 7,995 Molson Coors Brewery Co exchangable Class B common 60871R209 2,226,442 52,560 SH 52,560 1 52,560 Monmouth Real Estate Investment Corp common 609720107 21,431 2,900 SH 2,900 1 2,900 Monolithic Power Systems Inc common 609839105 -858,316 -48,058 SH -48,058 1 -48,058 Monsanto Company common 61166W101 4,594,499 99,405 SH 99,405 1 99,405 Montpelier Re Holdings Ltd common G62185106 35,832 2,400 SH 2,400 1 2,400 Moodys Corp common 615369105 950,682 47,725 SH 47,725 1 47,725 Morgan Stanley common 617446448 536,081 23,097 SH 23,097 1 23,097 Mosaic Co common 61945A107 875,725 22,466 SH 22,466 1 22,466 Motorola common 620076109 2,201,641 337,675 SH 337,675 1 337,675 MSC Industrial Direct Co Inc common 553530106 68,796 1,358 SH 1,358 1 1,358 Multi-Fineline Electronix Inc common 62541B101 -2,029,073 -81,293 SH -81,293 1 -81,293 Murphy Oil Corp common 626717102 3,925,847 79,230 SH 79,230 1 79,230 MVC Capital Inc common 553829102 138,489 10,719 SH 10,719 1 10,719 Mylan Inc common 628530107 241,201 14,155 SH 14,155 1 14,155 MYR Group Inc common 55405W104 1,205,469 72,227 SH 72,227 1 72,227 Myriad Genetics common 62855J104 -197,205 -13,191 SH -13,191 1 -13,191 Nabors Industries Ltd common G6359F103 672,485 38,166 SH 38,166 1 38,166 NACCO Industries common 629579103 17,752 200 SH 200 1 200 NASB Financial Inc common 628968109 15,150 1,000 SH 1,000 1 1,000 NASDAQ OMX Group Inc common 631103108 202,141 11,369 SH 11,369 1 11,369 Nash-Finch Co common 631158102 27,328 800 SH 800 1 800 National Bankshares Inc (Virginia) common 634865109 29,076 1,200 SH 1,200 1 1,200 National Financial Partners Corp common 63607P208 44,942 4,600 SH 4,600 1 4,600 National Instruments Corp (Texas) common 636518102 -3,522,940 -110,854 SH -110,854 1 -110,854 National Oilwell Varco common 637071101 4,568,058 138,133 SH 138,133 1 138,133 National Semiconductor Corp common 637640103 3,297,404 244,978 SH 244,978 1 244,978 Nationwide Health Properties Inc common 638620104 73,221 2,047 SH 2,047 1 2,047 Neenah Paper Inc common 640079109 10,980 600 SH 600 1 600 Net 1 Ueps Technologies Inc common 64107N206 24,138 1,800 SH 1,800 1 1,800 NetApp Inc common 64110D104 -2,479,138 -66,447 SH -66,447 1 -66,447 Netflix Inc common 64110L106 581,169 5,349 SH 5,349 1 5,349 Netlogic Microsystems Inc common 64118B100 -2,613,240 -96,075 SH -96,075 1 -96,075 NeuStar Inc common 64126X201 100,151 4,857 SH 4,857 1 4,857 Neutral Tandem Inc common 64128B108 2,054,981 182,665 SH 182,665 1 182,665 New Oriental Education SP ADR common 647581107 19,103,950 205,000 SH 205,000 1 205,000 New York Community Bancorp common 649445103 -959,582 -62,841 SH -62,841 1 -62,841 Newell Rubbermaid Inc common 651229106 539,089 36,823 SH 36,823 1 36,823 Newfield Exploration Co common 651290108 4,002,123 81,910 SH 81,910 1 81,910 NewMarket Corp common 651587107 34,928 400 SH 400 1 400 Newmont Mining Corporation common 651639106 11,476,602 185,886 SH 185,886 1 185,886 Newport common 651824104 1,233,075 136,101 SH 136,101 1 136,101 News Corp common 65248E104 6,631,964 554,512 SH 554,512 1 554,512 News Corp common 65248E203 659,122 47,590 SH 47,590 1 47,590 NextEra Energy Inc common 65339F101 2,557,267 52,446 SH 52,446 1 52,446 Nii Holdings B common 62913F201 752,513 23,140 SH 23,140 1 23,140 Nike Inc common 654106103 3,087,778 45,711 SH 45,711 1 45,711 NiSource Inc common 65473P105 4,733,293 326,434 SH 326,434 1 326,434 Noble Corp common 003334731 6,450,052 208,672 SH 208,672 1 208,672 Noble Energy common 655044105 1,306,024 21,648 SH 21,648 1 21,648 Nordson Corp common 655663102 33,648 600 SH 600 1 600 Nordstrom Inc common 655664100 1,110,233 34,490 SH 34,490 1 34,490 Norfolk Southern Corporation common 655844108 2,466,082 46,486 SH 46,486 1 46,486 Northeast Utilities common 664397106 538,469 21,133 SH 21,133 1 21,133 Northern Trust Corporation common 665859104 208,983 4,475 SH 4,475 1 4,475 NorthStar Realty Finance Corp common 66704R100 10,413 3,900 SH 3,900 1 3,900 NorthWestern Corp common 668074305 49,780 1,900 SH 1,900 1 1,900 Novatek OAO - GDR common 669888208 0 18,300 SH 18,300 1 18,300 NRG Energy Inc common 629377508 1,026,437 48,394 SH 48,394 1 48,394 NStar common 67019E107 452,445 12,927 SH 12,927 1 12,927 Ntelos Holdings Corp common 67020Q107 37,840 2,200 SH 2,200 1 2,200 Nu Skin Enterprises Inc common 67018T105 22,437 900 SH 900 1 900 Nuance Communications Inc common 67020Y100 409,690 27,404 SH 27,404 1 27,404 NuCor Corp common 670346105 1,808,424 47,242 SH 47,242 1 47,242 Nvidia Corp common 67066G104 758,184 74,259 SH 74,259 1 74,259 Nyse Euronext common 629491101 149,644 5,416 SH 5,416 1 5,416 Occidental Petroleum Corporation common 674599105 6,998,894 90,718 SH 90,718 1 90,718 Ocean Power Technologies Inc common 674870308 520,590 100,500 SH 100,500 1 100,500 Oil States International Inc common 678026105 64,634 1,633 SH 1,633 1 1,633 Old Republic International Corp common 680223104 65,563 5,405 SH 5,405 1 5,405 OM Group Inc common 670872100 23,860 1,000 SH 1,000 1 1,000 Omnicare Inc common 681904108 611,531 25,803 SH 25,803 1 25,803 Omnicom Group Inc common 681919106 1,502,306 43,799 SH 43,799 1 43,799 OmniVision Technologies Inc common 682128103 -3,326,352 -155,147 SH -155,147 1 -155,147 OMNOVA Solutions Inc common 682129101 44,517 5,700 SH 5,700 1 5,700 ON Semiconductor Corp common 682189105 2,391,836 374,896 SH 374,896 1 374,896 Oneok Inc common 682680103 3,663,275 84,700 SH 84,700 1 84,700 Oracle Corporation common 68389X105 18,934,716 882,326 SH 882,326 1 882,326 O'Reilly Automotive Inc common 686091109 616,663 12,966 SH 12,966 1 12,966 Oriental Financial Group Inc common 68618W100 60,768 4,800 SH 4,800 1 4,800 Ormat Technologies Inc common 686688102 3,691,845 130,500 SH 130,500 1 130,500 Oshkosh Corp common 688239201 343,134 11,012 SH 11,012 1 11,012 OSI Systems Inc common 671044105 1,696,386 61,109 SH 61,109 1 61,109 Owens & Minor Inc common 690732102 59,598 2,100 SH 2,100 1 2,100 Owens-Illinois common 690768403 542,384 20,506 SH 20,506 1 20,506 Oxford Industries Inc common 691497309 31,395 1,500 SH 1,500 1 1,500 Paccar Inc common 693718108 2,443,034 61,275 SH 61,275 1 61,275 Pactiv Corp common 695257105 504,586 18,118 SH 18,118 1 18,118 Pall Corp common 696429307 799,034 23,248 SH 23,248 1 23,248 Park National Corp common 700658107 32,520 500 SH 500 1 500 Parker Hannifin Corp common 701094104 5,508,065 99,316 SH 99,316 1 99,316 Partnerre Ltd common G6852T105 301,672 4,301 SH 4,301 1 4,301 Patterson Cos Inc common 703395103 316,112 11,080 SH 11,080 1 11,080 Paychex common 704326107 -3,855,792 -148,471 SH -148,471 1 -148,471 Peabody Energy Corp. common 704549104 1,254,469 32,059 SH 32,059 1 32,059 Pentair INC common 709631105 376,804 11,702 SH 11,702 1 11,702 Peoples United Financial Inc common 712704105 96,701 7,163 SH 7,163 1 7,163 Pepco Holdings Inc common 713291102 1,916,018 122,195 SH 122,195 1 122,195 PepsiCo Inc common 713448108 14,984,314 245,846 SH 245,846 1 245,846 Perrigo Co common 714290103 748,358 12,669 SH 12,669 1 12,669 Perry Ellis International Inc common 288853104 32,304 1,600 SH 1,600 1 1,600 Petrohawk Energy Corp common 716495106 574,299 33,842 SH 33,842 1 33,842 Petroleo Brasileiro SA - ADR common 71654V101 13,818,349 463,703 SH 463,703 1 463,703 Petsmart Inc common 716768106 878,520 29,119 SH 29,119 1 29,119 Pfizer Inc common 717081103 86,214,078 6,045,868 SH 6,045,868 1 6,045,868 PG and E Corp common 69331C108 2,028,326 49,351 SH 49,351 1 49,351 PH Glatfelter Co common 377316104 44,485 4,100 SH 4,100 1 4,100 Pharmaceutical Recources common 69888P106 46,728 1,800 SH 1,800 1 1,800 Philippine Long Distance Telephone Company - ADR common 718252604 3,170,334 62,200 SH 62,200 1 62,200 Phoenix Co Inc common 71902E109 17,935 8,500 SH 8,500 1 8,500 Pinnacle West Capital common 723484101 3,869,577 106,424 SH 106,424 1 106,424 Pioneer Natural Resources Co common 723787107 1,243,575 20,918 SH 20,918 1 20,918 Piper Jaffray Cos WI common 724078100 22,554 700 SH 700 1 700 Pitney Bowes Ic common 724479100 816,714 37,191 SH 37,191 1 37,191 Plains Exploration & Production Co common 726505100 380,358 18,455 SH 18,455 1 18,455 Plantronics Inc common 727493108 68,640 2,400 SH 2,400 1 2,400 Platinum Underwriters Holdings Ltd common G7127P100 36,290 1,000 SH 1,000 1 1,000 Plexus common 729132100 -2,272,044 -84,968 SH -84,968 1 -84,968 Plum Creek Timber Co common 729251108 346,578 10,037 SH 10,037 1 10,037 PNC Financial Services Group common 693475105 517,258 9,155 SH 9,155 1 9,155 Polaris Industries Inc common 731068102 54,620 1,000 SH 1,000 1 1,000 Polo Ralph Lauren Corporation Class A common 731572103 540,925 7,414 SH 7,414 1 7,414 Polycom Inc common 73172K104 53,622 1,800 SH 1,800 1 1,800 PolyOne Corp common 73179P106 19,366 2,300 SH 2,300 1 2,300 Posco - ADR common 693483109 588,368 6,238 SH 6,238 1 6,238 PPG Industries common 693506107 1,492,429 24,705 SH 24,705 1 24,705 PPL Corp common 69351T106 1,167,261 46,784 SH 46,784 1 46,784 Praxair common 74005P104 3,200,927 42,123 SH 42,123 1 42,123 Precision Castparts Corp common 740189105 2,197,548 21,352 SH 21,352 1 21,352 Pre-Paid Legal Services Inc common 740065107 27,294 600 SH 600 1 600 Priceline.Com common 741503403 1,199,060 6,792 SH 6,792 1 6,792 Pride International Inc common 74153Q102 2,473,954 110,741 SH 110,741 1 110,741 Principal Financial Group Inc common 74251V102 463,315 19,766 SH 19,766 1 19,766 Procter and Gamble Company common 742718109 69,246,850 1,154,499 SH 1,154,499 1 1,154,499 Progress Energy common 743263105 1,240,646 31,633 SH 31,633 1 31,633 Progress Sftw common 743312100 48,048 1,600 SH 1,600 1 1,600 Progressive Corporation common 743315103 228,010 12,180 SH 12,180 1 12,180 Prologis common 743410102 709,201 70,010 SH 70,010 1 70,010 Prosperity Bancs common 743606105 45,175 1,300 SH 1,300 1 1,300 Providence Service common 743815102 32,200 2,300 SH 2,300 1 2,300 Prudential Financial common 744320102 1,068,424 19,911 SH 19,911 1 19,911 PSS World Medical Inc common 69366A100 33,840 1,600 SH 1,600 1 1,600 Public Services Enterprise Group Incorporated common 744573106 2,045,692 65,295 SH 65,295 1 65,295 Public Storage common 74460D109 272,433 3,099 SH 3,099 1 3,099 Pulte Homes common 745867101 342,527 41,368 SH 41,368 1 41,368 QAD Inc common 74727D108 10,325 2,500 SH 2,500 1 2,500 QC Holdings Inc common 74729T101 13,616 3,700 SH 3,700 1 3,700 QLogic Corp common 747277101 6,114,664 367,910 SH 367,910 1 367,910 Qualcomm Inc common 747525103 21,820,604 664,452 SH 664,452 1 664,452 Quanta Services Inc common 74762E102 5,195,334 251,590 SH 251,590 1 251,590 Quest Diagnostics Inc common 74834L100 1,046,514 21,027 SH 21,027 1 21,027 Quest Software Inc common 74834T103 63,140 3,500 SH 3,500 1 3,500 Questar Corp common 748356102 870,406 19,134 SH 19,134 1 19,134 Qwest Communications International Inc common 749121109 1,917,788 365,293 SH 365,293 1 365,293 Ralcorp common 751028101 3,191,168 58,233 SH 58,233 1 58,233 Range Resources Corp common 75281A109 705,436 17,570 SH 17,570 1 17,570 Rayonier Inc common 754907103 339,042 7,702 SH 7,702 1 7,702 RED HAT, INC. common 756577102 732,906 25,325 SH 25,325 1 25,325 Regal Beloit Corp common 758750103 66,936 1,200 SH 1,200 1 1,200 Regal Entertainment Group common 758766109 75,241 5,770 SH 5,770 1 5,770 Regions Financial Corporation common 7591EP100 422,601 64,225 SH 64,225 1 64,225 RenaissanceRe Holdings common G7496G103 14,242,894 253,117 SH 253,117 1 253,117 ReneSola Ltd - ADR common 75971T103 -925,350 -155,000 SH -155,000 1 -155,000 Republic Airways Holdings Inc common 760276105 30,550 5,000 SH 5,000 1 5,000 Republic Bancorp Inc common 760281204 31,360 1,400 SH 1,400 1 1,400 Republic Services Inc common 760759100 1,359,196 45,718 SH 45,718 1 45,718 Riverbed Technology Inc common 768573107 -2,731,369 -98,891 SH -98,891 1 -98,891 Robert Half International Inc common 770323103 365,779 15,532 SH 15,532 1 15,532 Rock-Tenn Co common 772739207 59,604 1,200 SH 1,200 1 1,200 Rockwell Automation Inc common 773903109 1,664,691 33,911 SH 33,911 1 33,911 Rockwell Collins Corp common 774341101 2,546,308 47,926 SH 47,926 1 47,926 Rollins Inc common 775711104 37,242 1,800 SH 1,800 1 1,800 Roper Industries common 776696106 -2,367,220 -42,302 SH -42,302 1 -42,302 Ross Stores Inc common 778296103 1,619,110 30,383 SH 30,383 1 30,383 Rowan Company Inc common 779382100 1,688,897 76,978 SH 76,978 1 76,978 Royal Caribbean Cruises Ltd common 000886286 719,714 81,608 SH 81,608 1 81,608 RR Donnelley and Sons Co common 257867101 907,766 55,453 SH 55,453 1 55,453 Rubicon Technology Inc common 78112T107 -1,191,600 -40,000 SH -40,000 1 -40,000 Rudolph Technologies Inc common 781270103 -1,808,587 -239,548 SH -239,548 1 -239,548 Safeguard Scientifics Inc common 786449207 127,428 12,067 SH 12,067 1 12,067 Safety Insurance Group Inc common 78648T100 33,318 900 SH 900 1 900 Safeway Inc common 786514208 1,532,517 77,951 SH 77,951 1 77,951 Saic Inc common 78390X101 3,165,065 189,072 SH 189,072 1 189,072 Salesforce.com Inc common 79466L302 -441,029 -5,139 SH -5,139 1 -5,139 Sanderson Farms Inc common 800013104 35,518 700 SH 700 1 700 SanDisk Corp common 80004C101 3,872,628 92,052 SH 92,052 1 92,052 Sanmina SCI common 800907206 -1,543,605 -113,417 SH -113,417 1 -113,417 Sara Lee Corporation common 803111103 1,195,172 84,764 SH 84,764 1 84,764 Satyam Computers Services Ltd - ADR common 804098101 852,269 165,811 SH 165,811 1 165,811 Savient Pharmaceuticals Inc common 80517Q100 15,120 1,200 SH 1,200 1 1,200 SBA Communications Corp common 78388J106 430,499 12,658 SH 12,658 1 12,658 Scana Corp common 80589M102 366,755 10,256 SH 10,256 1 10,256 Schlumberger Ltd common 806857108 12,013,318 217,082 SH 217,082 1 217,082 Scripps Networks Interactive common 811065101 -242,726 -6,017 SH -6,017 1 -6,017 Sealed Air Corp common 81211K100 332,164 16,844 SH 16,844 1 16,844 Sears Holdings Corp common 812350106 2,561,756 39,625 SH 39,625 1 39,625 SEI Investments Co common 784117103 836,165 41,069 SH 41,069 1 41,069 Semiconductor Manufacturing International Corp common 81663N206 -1,356,502 -347,821 SH -347,821 1 -347,821 Sempra Energy common 816851109 1,239,140 26,483 SH 26,483 1 26,483 Sherwin Williams Co common 824348106 1,076,527 15,559 SH 15,559 1 15,559 Shinhan Financial Group Co Ltd common 824596100 518,807 7,105 SH 7,105 1 7,105 Sigma Aldrich Corp common 826552101 822,245 16,501 SH 16,501 1 16,501 Sigma Designs Inc common 826565103 2,243,631 224,139 SH 224,139 1 224,139 Silgan Holdings Inc common 827048109 17,028 600 SH 600 1 600 Siliconware Precision Industries Co common 827084864 324,980 60,744 SH 60,744 1 60,744 Simcere Pharmaceutical Group - ADR common 82859P104 1,573,200 190,000 SH 190,000 1 190,000 Simon Property Group Inc common 828806109 2,555,495 31,647 SH 31,647 1 31,647 Sinovac Biotech Ltd common P8696W104 924,000 200,000 SH 200,000 1 200,000 Sk Telekom Adr common 78440P108 531,473 36,081 SH 36,081 1 36,081 Skyworks Solutions Inc common 83088M102 -2,583,074 -153,846 SH -153,846 1 -153,846 SLM Corporation common 78442P106 97,292 9,364 SH 9,364 1 9,364 SMART Modular Technologies WWH common G82245104 1,391,926 237,936 SH 237,936 1 237,936 Smith International Inc common 832110100 1,571,925 41,751 SH 41,751 1 41,751 Sociedad Quimica y Minera de Chile SA - ADR common 833635105 218,487 6,700 SH 6,700 1 6,700 Sohu.com Inc common 83408W103 2,417,268 58,800 SH 58,800 1 58,800 Solarfun Power Holdings Co Ltd - ADR common 83415U108 -695,225 -102,692 SH -102,692 1 -102,692 Sonic Automotive Inc common 83545G102 18,832 2,200 SH 2,200 1 2,200 Southern Company common 842587107 3,493,934 104,986 SH 104,986 1 104,986 Southern Copper Corp common 84265V105 421,084 15,866 SH 15,866 1 15,866 Southwest Airlines common 844741108 239,121 21,523 SH 21,523 1 21,523 Southwestern Energy Co common 845467109 11,027,392 285,388 SH 285,388 1 285,388 Spartech Corp common 847220209 25,625 2,500 SH 2,500 1 2,500 Spectra Energy Corp common 847560109 1,616,859 80,561 SH 80,561 1 80,561 Spreadtrum Communications Inc - ADR common 849415203 -1,286,552 -156,135 SH -156,135 1 -156,135 Sprint Nextel Corp common 852061100 2,658,590 627,026 SH 627,026 1 627,026 SPX Corp common 784635104 1,385,259 26,231 SH 26,231 1 26,231 SRA International Inc common 78464R105 37,373 1,900 SH 1,900 1 1,900 St Jude Medical Inc common 790849103 32,266,228 894,049 SH 894,049 1 894,049 Standard Microsystems Corp common 853626109 -3,612,986 -155,197 SH -155,197 1 -155,197 Standard Motor Products Inc common 853666105 4,842 600 SH 600 1 600 Standard Register Co common 853887107 18,526 5,900 SH 5,900 1 5,900 Stanley Black & Decker Inc common 854502101 921,838 18,247 SH 18,247 1 18,247 Staples common 855030102 2,656,770 139,463 SH 139,463 1 139,463 Starbucks Corp common 855244109 2,815,495 115,864 SH 115,864 1 115,864 Starwood Hotels and Resorts Worldwide Inc common 85590A401 1,347,014 32,513 SH 32,513 1 32,513 State Street Corporation common 857477103 342,495 10,127 SH 10,127 1 10,127 Stein Mart, Inc common 858375108 11,837 1,900 SH 1,900 1 1,900 Stericycle INC. common 858912108 573,694 8,748 SH 8,748 1 8,748 Stone Energy Corp common 861642106 29,016 2,600 SH 2,600 1 2,600 STR Holdings Inc(New) common 78478V100 -289,821 -15,416 SH -15,416 1 -15,416 Stryker Corporation common 863667101 2,076,939 41,489 SH 41,489 1 41,489 Sturm Ruger & Co Inc common 864159108 30,093 2,100 SH 2,100 1 2,100 Suno common 86764P109 1,040,353 29,921 SH 29,921 1 29,921 SunPower Corp common 867652307 757,037 70,096 SH 70,096 1 70,096 SunTrust Banks common 867914103 1,101,927 47,293 SH 47,293 1 47,293 Supertex Inc common 868532102 -437,419 -17,738 SH -17,738 1 -17,738 SUPERVALU INC common 868536103 356,799 32,915 SH 32,915 1 32,915 SVB Financial Group common 78486Q101 16,492 400 SH 400 1 400 Symantec Corp common 871503108 3,099,987 223,342 SH 223,342 1 223,342 Symmetricom common 871543104 27,995 5,500 SH 5,500 1 5,500 SYNNEX Corp common 87162W100 3,513,219 137,128 SH 137,128 1 137,128 Synopsys Inc common 871607107 368,940 17,678 SH 17,678 1 17,678 Sysco Corporation common 871829107 3,689,787 129,149 SH 129,149 1 129,149 T Rowe Price Group Inc common 74144T108 323,292 7,283 SH 7,283 1 7,283 Taiwan Semiconductor Manufacturing Co Ltd - ADR common 874039100 4,863,789 498,339 SH 498,339 1 498,339 Talecris biotherapeutics holdings corp common 874227101 315,692 14,983 SH 14,983 1 14,983 Target Corporation common 87612E106 6,917,236 140,680 SH 140,680 1 140,680 Tata Motors Ltd - ADR common 876568502 575,779 33,495 SH 33,495 1 33,495 Tech Data Corp common 878237106 4,339,449 121,792 SH 121,792 1 121,792 Technitrol Inc common 878555101 19,592 6,200 SH 6,200 1 6,200 Tele Norte Leste Part ADR common 879246106 273,379 18,274 SH 18,274 1 18,274 Teledyne Technologies Inc common 879360105 30,864 800 SH 800 1 800 Telefonos de Mexico sp - ADR common 879403780 295,731 20,959 SH 20,959 1 20,959 Telephone & Data Systems common 879433100 582,060 19,153 SH 19,153 1 19,153 Tellabs common 879664100 85,179 13,330 SH 13,330 1 13,330 Telvent GIT SA common 017849503 9,585,800 574,000 SH 574,000 1 574,000 Tempur Pedic Intl common 88023U101 58,425 1,900 SH 1,900 1 1,900 Tenaris SA - ADR common 88031M109 1,806,642 52,200 SH 52,200 1 52,200 Tenet Healthcare Corporation common 88033G100 1,823,620 420,189 SH 420,189 1 420,189 Teradata Corp common 88076W103 537,759 17,643 SH 17,643 1 17,643 Tesoro Corp common 881609101 274,338 23,508 SH 23,508 1 23,508 Tessera Technologies common 88164L100 1,640,754 102,164 SH 102,164 1 102,164 Tetra Technologies, Inc common 88162F105 11,804 1,300 SH 1,300 1 1,300 Teva Pharmaceutical Industries - ADR common 881624209 26,865,053 516,735 SH 516,735 1 516,735 Texas Instruments Incorporated common 882508104 18,961,932 814,516 SH 814,516 1 814,516 TFS Financial Corp common 87240R107 23,678 1,908 SH 1,908 1 1,908 The Blackstone Group LP common 09253U108 464,090 48,545 SH 48,545 1 48,545 The Hershey Company common 427866108 717,320 14,966 SH 14,966 1 14,966 The Travelers Cos common 89417E109 1,901,641 38,612 SH 38,612 1 38,612 Thermo Fisher Scientific common 883556102 7,072,029 144,180 SH 144,180 1 144,180 TICC Capital Corp common 87244T109 219,139 26,088 SH 26,088 1 26,088 Tiffany and Co common 886547108 489,153 12,903 SH 12,903 1 12,903 Time Warner Cable Inc common 88732J207 35,585,431 683,284 SH 683,284 1 683,284 Time Warner Inc common 887317303 42,587,870 1,473,119 SH 1,473,119 1 1,473,119 Timken Co common 887389104 45,794 1,762 SH 1,762 1 1,762 TJX Cos Inc common 872540109 2,553,748 60,876 SH 60,876 1 60,876 Toll Brothers common 889478103 198,496 12,133 SH 12,133 1 12,133 Tompkins Financial Corp common 890110109 37,750 1,000 SH 1,000 1 1,000 Torchmark common 891027104 78,622 1,588 SH 1,588 1 1,588 Total System Services Inc common 891906109 306,354 22,526 SH 22,526 1 22,526 Tower Group Inc common 891777104 36,601 1,700 SH 1,700 1 1,700 Tractor Supply common 892356106 60,970 1,000 SH 1,000 1 1,000 Transatlantic Holdings Inc common 893521104 886,349 18,481 SH 18,481 1 18,481 Transocean Ltd common 004826551 12,189,099 318,093 SH 318,093 1 318,093 Trina Solar Ltd - ADR common 89628E104 864 50 SH 50 1 50 TriQuint Semiconductor Inc common 89674K103 -2,257,731 -369,514 SH -369,514 1 -369,514 Tyco Electronics Ltd common 010299318 6,234,292 245,638 SH 245,638 1 245,638 Tyco International Ltd common 010038348 9,640,232 273,637 SH 273,637 1 273,637 Tyson Foods common 902494103 3,670,622 223,955 SH 223,955 1 223,955 Ultra Petroleum Corp common 903914109 752,693 17,010 SH 17,010 1 17,010 Ultralife Corp common 903899102 1,698,384 394,973 SH 394,973 1 394,973 Union Pacific Corporation common 907818108 7,803,123 112,259 SH 112,259 1 112,259 United Micro Electronics Corp - ADR common 910873405 552,606 189,899 SH 189,899 1 189,899 United Online Inc common 911268100 12,096 2,100 SH 2,100 1 2,100 United Parcel Service Inc common 911312106 6,200,043 108,983 SH 108,983 1 108,983 United States Steel Corp common 912909108 767,415 19,907 SH 19,907 1 19,907 United Stationers Inc common 913004107 32,682 600 SH 600 1 600 United Technologies Corporation common 913017109 9,386,051 144,601 SH 144,601 1 144,601 UnitedHealth Group Incorporated common 91324P102 38,994,989 1,373,063 SH 1,373,063 1 1,373,063 Unitrin Inc common 913275103 141,082 5,511 SH 5,511 1 5,511 Unum Group common 91529Y106 1,417,270 65,312 SH 65,312 1 65,312 Urban Outfitters common 917047102 525,238 15,273 SH 15,273 1 15,273 URS Corp common 903236107 1,606,897 40,836 SH 40,836 1 40,836 US Bancorp common 902973304 3,515,744 157,304 SH 157,304 1 157,304 US Physical Therapy Inc common 90337L108 37,136 2,200 SH 2,200 1 2,200 USA Mobility Inc common 90341G103 50,388 3,900 SH 3,900 1 3,900 Vale SA-SP Pref - ADR common 91912E204 10,911,902 519,120 SH 519,120 1 519,120 Valero Energy Corp common 91913Y100 7,869,091 437,658 SH 437,658 1 437,658 Varian Medical Systems Inc common 92220P105 322,254 6,164 SH 6,164 1 6,164 Veeco Instruments. Inc. common 922417100 -1,467,835 -42,819 SH -42,819 1 -42,819 Ventas Inc common 92276F100 180,382 3,842 SH 3,842 1 3,842 Ventiv Health common 46122E105 53,739 2,100 SH 2,100 1 2,100 Verenium Corp common 92340P209 322,420 137,200 SH 137,200 1 137,200 Verigy Ltd common 999900288 1,802,141 207,381 SH 207,381 1 207,381 VeriSign Inc common 92343E102 689,769 25,980 SH 25,980 1 25,980 Verizon Communications Inc common 92343V104 10,413,297 371,638 SH 371,638 1 371,638 Vertex Pharmaceuticals common 92532F100 983,184 29,884 SH 29,884 1 29,884 VF Corp common 918204108 765,114 10,749 SH 10,749 1 10,749 Viacom CL B common 92553P201 4,318,614 137,667 SH 137,667 1 137,667 VimpelCom Ltd common 92719A106 16,145,618 997,875 SH 997,875 1 997,875 Virgin Media common 92769L101 856,381 51,311 SH 51,311 1 51,311 Visa Inc common 92826C839 4,566,559 64,545 SH 64,545 1 64,545 Vishay Intertechnology Inc common 928298108 81,642 10,548 SH 10,548 1 10,548 VistaPrint NV common 000927226 19,718,703 415,218 SH 415,218 1 415,218 VMware Inc common 928563402 -6,849,599 -109,436 SH -109,436 1 -109,436 Volterra Semiconductor common 928708106 -2,725,876 -118,208 SH -118,208 1 -118,208 Vornado Realty Trust common 929042109 228,771 3,136 SH 3,136 1 3,136 Vulcan Materials Company common 929160109 722,976 16,495 SH 16,495 1 16,495 Walgreen common 931422109 7,257,728 271,825 SH 271,825 1 271,825 Walt Disney Company common 254687106 7,140,326 226,677 SH 226,677 1 226,677 Walter Ind common 93317Q105 95,474 1,569 SH 1,569 1 1,569 Warner Chilcott PLC common 00B446CM7 160,910 7,042 SH 7,042 1 7,042 Washington Post Cl B common 939640108 1,533,964 3,737 SH 3,737 1 3,737 Waste Management common 94106L109 1,765,726 56,431 SH 56,431 1 56,431 Waters Corp common 941848103 483,438 7,472 SH 7,472 1 7,472 Watson Pharmaceuticals Inc common 942683103 493,615 12,167 SH 12,167 1 12,167 Wausau Paper Corp common 943315101 16,248 2,400 SH 2,400 1 2,400 Weatherford International Ltd common 003883839 1,148,252 87,386 SH 87,386 1 87,386 Wellpoint Inc common 94973V107 7,318,607 149,573 SH 149,573 1 149,573 Wells Fargo and Company common 949746101 28,628,941 1,118,318 SH 1,118,318 1 1,118,318 Western Digital Corp common 958102105 4,116,900 136,502 SH 136,502 1 136,502 Western Refining Inc common 959319104 27,665 5,500 SH 5,500 1 5,500 Western Union Co common 959802109 1,373,822 92,141 SH 92,141 1 92,141 Weyerhauser Company common 962166104 1,073,987 30,511 SH 30,511 1 30,511 Whirlpool Corp common 963320106 1,060,602 12,077 SH 12,077 1 12,077 Whole Foods Market Inc. common 966837106 1,262,465 35,049 SH 35,049 1 35,049 Willbros Group Inc common 969203108 18,500 2,500 SH 2,500 1 2,500 Williams Companies common 969457100 1,273,092 69,644 SH 69,644 1 69,644 Williams Sonoma Inc common 969904101 293,521 11,826 SH 11,826 1 11,826 Willis Group Holdings PLC common 00B4XGY11 112,988 3,760 SH 3,760 1 3,760 Wimm-Bill-Dann - ADR common 97263M109 198,666 11,161 SH 11,161 1 11,161 Windstream Corp common 97381W104 411,375 38,956 SH 38,956 1 38,956 Wipro Ltd - ADR common 97651M109 374,352 31,196 SH 31,196 1 31,196 Wisconsin Energy Corp common 976657106 2,331,757 45,955 SH 45,955 1 45,955 World Acceptance Corp common 981419104 53,606 1,400 SH 1,400 1 1,400 Worthington Industries Inc common 981811102 21,862 1,700 SH 1,700 1 1,700 WuXi PharmaTech Cayman Inc - ADR common 929352102 7,152,937 448,179 SH 448,179 1 448,179 WW Grainger Inc common 384802104 953,129 9,584 SH 9,584 1 9,584 Wynn Resorts common 983134107 706,642 9,265 SH 9,265 1 9,265 Xcel Energy Inc common 98389B100 1,055,397 51,208 SH 51,208 1 51,208 Xerox Corp common 984121103 -1,868,038 -232,343 SH -232,343 1 -232,343 Xilinx common 983919101 886,348 35,089 SH 35,089 1 35,089 Yahoo! Inc common 984332106 47,060,171 3,402,760 SH 3,402,760 1 3,402,760 Yum Brands common 988498101 2,210,054 56,610 SH 56,610 1 56,610 Zimmer Holdings common 98956P102 1,322,225 24,463 SH 24,463 1 24,463 Zoran Corp common 98975F101 24,814,322 2,601,082 SH 2,601,082 1 2,601,082 02Micro International Ltd - ADR common 67107W100 4,098,036 689,905 SH 689,905 1 689,905 3M Company common 88579Y101 30,259,331 383,078 SH 383,078 1 383,078 3PAR Inc common 88580F109 -415,133 -44,590 SH -44,590 1 -44,590
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