0000910662-11-000171.txt : 20110516 0000910662-11-000171.hdr.sgml : 20110516 20110516161622 ACCESSION NUMBER: 0000910662-11-000171 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110516 DATE AS OF CHANGE: 20110516 EFFECTIVENESS DATE: 20110516 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MENORA MIVTACHIM HOLDINGS LTD. CENTRAL INDEX KEY: 0001351917 IRS NUMBER: 000000000 STATE OF INCORPORATION: L3 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14323 FILM NUMBER: 11847061 BUSINESS ADDRESS: STREET 1: MENORA HOUSE STREET 2: 115 ALLENBY STREET CITY: TEL AVIV STATE: L3 ZIP: 61008 BUSINESS PHONE: 972-3-710-7864 MAIL ADDRESS: STREET 1: MENORA HOUSE STREET 2: 115 ALLENBY STREET CITY: TEL AVIV STATE: L3 ZIP: 61008 FORMER COMPANY: FORMER CONFORMED NAME: MENORAH HOLDINGS LTD. DATE OF NAME CHANGE: 20060201 13F-HR 1 form13f.txt 1Q 2011 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 -------------- Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Menora Mivtachim Holdings Ltd. ------------------------------ Address: Menora House ------------ 115 Allenby Street, ------------------- Tel Aviv 61008, Israel ---------------------- Form 13F File Number: 028-14323 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. Persons Signing this Report on Behalf of Reporting Manager: Name: Jony Tal ----------------- Title: CIO ----------------- Phone: 972-3-7107676 ----------------- Name: Shai Kompel ----------------- Title: CFO ----------------- Phone: 972-3-7107676 ----------------- Signature, Place, and Date of Signing: /s/Jony Tal /s/Shai Kompel ------------------------------ [Signature] Tel Aviv, Israel ---------------- [City, State] May 16, 2011 ------------------ [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).) FORM 13F SUMMARY PAGE REPORT SUMMARY: Number of Other Included Managers: 2 -------------------------------------------------------------------------------- Form 13F Information Table Entry Total: 213 -------------------------------------------------------------------------------- Form 13F Information Table Value Total: $ 681,516 (thousands) -------------------------------------------------------------------------------- List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name --- --------------- ---- 01 028-14324 Menora Mivtachim Insurance Ltd. 02 028-14326 Menora Mivtachim Pensions Ltd. FORM 13F INFORMATION TABLE

NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x1000) SHARES/PRN AMT SH/PRN PUT/CALL ------------------------------ ---------------- ----------- ------------- -------------- ------ -------- 3M CO COM 88579Y 10 1 180 1,920 SH ABB LTD SPON ADR 000375 20 4 143 5,900 SH ABBOT LABS COM 002824 10 0 9 184 SH ALKERMES INC COM 01642T 10 8 194 15,000 SH ALLOT COMMUNICATIONS LTD SHS M0854Q 10 5 532 34,020 SH ALTRIA COM 02209S 10 3 502 19,000 SH AMAZON COM COM 023135 10 6 8 44 SH AMERICA MOVILSAB DE CV SPON ADR L SHS 02364W 10 5 7 122 SH AMERICAN ELECTRIC POWER COM 025537 10 1 18 500 SH AMGEN INC COM 31162 10 0 10,178 190,412 SH ANADARKO PETE CORP COM 032511 10 7 819 10,000 SH ANNALY MORTGAGE MANAGEMEN COM 035710 40 9 262 15,000 SH A-POWER ENERGY GENERATION COM G04136 10 0 2 525 SH APPLE INC COM 37833 10 0 208 598 SH APPLIED MATLS INC COM 038222 10 5 750 48,000 SH ASIAINFO LINKAGE INC COM 04518A 10 4 15 703 SH AT&T INC COM 00206R 10 2 26,050 851,016 SH ATWOOD OCEANICS INC COM 050095 10 8 28 600 SH AUDIOCODES LTD ORD M15342 10 4 12 2,100 SH BANCO BRADESCO SP ADR PFD NEW 059460 30 3 15 723 SH BANCO DE CHILE SPON ADR 059520 10 6 5 55 SH ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562 10 6 26 1,083 SH BANK OF AMERICA CORPORATION COM 060505 10 4 27,278 2,046,184 SH BANK OF NOVA SCOTIA COM 064149 10 7 7 118 SH BARCLAYC PLC ADR 06738E 20 4 6 345 SH BARRICK GOLD CORP COM 067901 10 8 162 3,130 SH BED BATH & BEYOND INC COM 75896 10 0 405 8,400 SH BERKSHIRE HATHAWAY INC DEL CL B NEW 084597 20 2 268 3,200 SH BHP BILLITON LTD SPON ADR 088606 10 8 10 108 SH BIG LOTS INC COM 089302 10 3 169 3,900 SH BLUEPHOENIX SOLUTIONS SHS M20157 10 9 8 3,900 SH BP PLC SPON ADR 455622 10 4 79 1,749 SH BRISTOL MYERS SQUIBB CO COM 110122 10 8 26 1,000 SH BRITISH AMERICAN TOBACC SPON ADR 110448 10 7 9 115 SH CAMECO CORP COM 13321L 10 8 128 4,247 SH CAMERON INTERNATIONAL CORP COM 13342B 10 5 157 2,747 SH CAMTEK LIMITED ORD M20791 10 5 8 2,000 SH CANADIAN NATURAL RESOURCE COM 136385 10 1 6 121 SH CANON INC ADR 138006 30 9 8 190 SH CATERPILLAR INC DEL COM 149123 10 1 8 71 SH CHESAPEAKE ENERGY CORP COM 165167 10 7 19,435 579,817 SH CHEVRON CORP NEW COM 166764 10 0 7,430 69,124 SH CHINA AUTOMATIVE SYSTEMS INC COM 16936R 10 5 4 500 SH CHINA BAK BATTERY COM 16936Y 10 0 6 3,560 SH CHINA MOBILE HK LTD SPON ADR 16941M 10 9 3 75 SH CISCO SYS INC COM 17275R 10 2 20,243 1,179,296 SH CITIGROUP INC COM 172967 10 1 10,088 2,282,435 SH CNH GLOBAL NV SHS NEW N20935 20 6 170 3,500 SH CNOOC LTD SPON ADR 126132 10 9 42 165 SH COACH INC COM 189754 10 4 330 6,349 SH COCA-COLA CO COM 191216 10 0 248 3,745 SH COMCAST CORP NEW CL A 20030N 10 1 854 34,550 SH COMMONWEALTH REIT COM SH BEN INT 203233 10 1 94 3,600 SH COMPANHIA DE BEBIDAS SPON ADR PFD 20441W 20 3 33 1,175 SH COMPANHIA DE SANEAMENTO BASI SPON ADR 20441A 10 2 11,223 191,068 SH CONOCOPHILLIPS COM 20825C 10 4 32,037 401,165 SH CORESITE REALTY CORP COM 21870Q 10 5 158 10,000 SH CSX CORP COM 126408 10 3 252 3,200 SH CTRIP COM INTL AMER DEP SHS 22943F 10 0 17 400 SH CVS CAREMARK CORPORATION COM 126650 10 0 15,862 462,180 SH DEUTSCHE BANK AG NAMEN AKT D18190 89 8 8 139 SH DIAGEO PLC NEW SPON ADR 25243Q 20 5 6 75 SH DIRECTV COM CL A 25490A 10 1 166 3,541 SH DISNEY WALT CO COM 254687 10 6 894 20,736 SH DOCTOR REDDY'S LABS ADR 256135 20 3 22 600 SH DOW CHEM CO COM 260543 10 3 500 13,200 SH DSP GROUP INC COM 23332B 10 6 193 25,000 SH EBAY INC COM 278642 10 3 10,877 350,420 SH EMPRESA NAC ELEC-CHIL SPON ADR 29244T 10 1 5 90 SH ENTERPRISE PRODUCTS PARTN COM 293792 10 7 9 200 SH EQUINIX INC COM NEW 29444U 50 2 200 2,200 SH EXPRESS SCRIPTS INC COM 302182 10 0 167 3,000 SH EXXON MOBIL CORPORATION COM 30231G 10 2 50 600 SH FISERV INC COM 337738 10 8 134 2,130 SH FORD MTR CO DEL COM 345370 86 0 15,296 1,025,906 SH FOREST OIL CORP COM 346091 70 5 257 6,800 SH FUNDTECH ORD M47095 10 0 69 4,000 SH G.WILLI FOOD INTERNATIONAL LTD ORD M52523 10 3 439 56,457 SH GAFISA SA SPON ADR 362607 30 1 8 600 SH GAMESTOP CORP NEW CL A 36467W 10 9 15,141 672,350 SH GENERAL DYNAMICS CORP COM 369550 10 8 20,102 262,559 SH GENERAL ELECTRIC CO COM 369604 10 3 759 37,617 SH GERDAU SA SPON ADR 373737 10 5 6 500 SH GLAXOSMITHKLINE PLC SPON ADR 37733W 10 5 4,275 111,304 SH GOLDMAN SACHS GROUP INC COM 38141G 10 4 15,940 100,506 SH GOOGLE INC CL A 38259P 50 8 9,263 15,787 SH HATTERAS FINANCIAL CORP COM 41902R 10 3 225 8,000 SH HESS CORP COM 42809H 10 7 10 120 SH HEWLETT PACKARD CO COM 428236 10 3 21,816 532,219 SH HOME DEPOT INC COM 437076 10 2 341 9,200 SH HOME INNS & HOTELS SPON ADR 43713W 10 7 12 300 SH HONDA MOTOR CO LTD AMERN SHS 438128 30 8 6 150 SH HONEYWELL INTL INC COM 438516 10 6 842 14,100 SH HSBC HOLDINGS PLC SPON ADR NEW 404280 40 6 22 424 SH HUBBELL INC CL B 443510 20 1 971 13,600 SH ICICI BANK LTD ADR 45104G 10 4 3 51 SH INFOSYS TECHNOLOGY SPON ADR 456788 10 8 40 551 SH INTEL CORP COM 458140 10 0 13,315 659,803 SH INTERNATIONAL BUSINESS MACHS COM 459200 10 1 892 5,473 SH INTERNATIONAL COAL GRP INC N COM 45928H 10 6 452 40,000 SH JOHNSON & JOHNSON COM 478160 10 4 434 7,332 SH JOY GLOBAL INC COM 481165 10 8 12,232 123,793 SH JPMORGAN CHASE & CO COM 46625H 10 0 21,655 469,745 SH KB FINANCIAL GROUP INC SPON ADR 48241A 10 5 16 300 SH KIMBERLY-CLARK CORP COM 494368 10 3 26 400 SH KLA TENCOR CORP COM 482480 10 0 251 5,300 SH KOREA ELECTRIC POWER SPON ADR 500631 10 6 6 500 SH KRAFT FOODS INC CL A 50075N 10 4 226 7,207 SH KROGER CO COM 501044 10 1 16,602 692,600 SH KYOCERRA CORP ADR 501556 20 3 17 170 SH L-3 COMMUNICATIONS HLDGS INC COM 502424 10 4 7,651 97,700 SH LANCASTER COLONY CORP COM 513847 10 3 13,246 218,560 SH LENNAR CORP CL A 526057 10 4 91 5,000 SH LG PHILIPS LCD LTD ADR 50186V 10 2 52 3,300 SH LIBERTY GLOBAL INC COM SER C 530555 30 9 120 3,000 SH LILLY ELI & CO COM 532457 10 8 4,273 121,500 SH LOWES COS INC COM 548661 10 7 414 15,675 SH MAGNA INTERNATIONAL COM 559222 40 1 192 4,000 SH MARATHON OIL COM 565849 10 6 181 3,400 SH MARKET VECTORS INDONESIA ETF 57060U 75 3 323 10,830 SH MARRIOTT INTL INC NEW CL A 571903 20 2 0 341 SH MARVELL TECH GROUP ORD G5876H 10 5 79 4,940 SH MASTERCARD INC CL A 57636Q 10 4 198 786 SH MCDONALD CORP COM 580135 10 1 10 135 SH MCKESSON CORP COM 58155Q 10 3 18,009 227,702 SH MERCADOLIBRE COM 58733R 10 2 23 281 SH MERCK & CO INC NEW COM 58933Y 10 5 13,708 414,203 SH METLIFE INC COM 59156R 10 8 170 3,810 SH MICROSOFT CORP COM 594918 10 4 18,211 717,248 SH MITSUBISHI UFJ FINL GROUP SPON ADR 606822 10 4 13 2,800 SH MOBILE TELESYSTEMS SPON ADR 607409 10 9 33 1,565 SH MORGAN STANLEY COM NEW 617446 44 8 14,919 546,088 SH MOTOROLA MOBILITY COM 620097 10 5 367 14,873 SH MYLAN INC COM 628530 10 7 195 8,613 SH NATIONAL BANK OF GREECE SA SPON ADR 633643 40 8 69 38,500 SH NEXEN INC COM 65334H 10 2 213 8,538 SH NOBLE ENERGY COM 655044 10 5 359 3,671 SH NOKIA CORP SPON ADR 654902 20 4 11,267 1,324,000 SH NOMURA HLDGS INC SPON ADR 65535H 20 8 45 8,587 SH NORTHROP GRUMMAN CORP COM 666807 10 2 18,541 295,660 SH NOVA MEASURING COM M7516K 10 3 220 23,370 SH OCCIDENTAL PETROLEUM CORP COM 674599 10 5 10 92 SH OFFICE DEPOT INC COM 676220 10 6 255 55,000 SH ONYX PHARMACEUTICALS INC COM 683399 10 9 26 750 SH ORACLE CORP COM 68389X 10 5 778 23,299 SH ORBOTECH LTD ORD M75253 10 0 1,042 81,161 SH OREXIGEN THERAPEUTICS COM 686164 10 4 6 2,250 SH PEABODY ENERGY CORP COM 704549 10 4 19,541 271,555 SH PEPSICO INC COM 713448 10 8 13 196 SH PETROLEO BRASILEIRO SA SPON ADR 71654V 40 8 37 912 SH PFIZER INC COM 717081 10 3 8,935 439,931 SH PHILIP MORRIS INTERNATION COM 718172 10 9 44 666 SH PLURISTEM THERAPEUTICS I COM 72940R 10 2 129 50,000 SH POINTER TELOCATION LTD SHS M7946T 10 4 18 32,175 SH POSCO ADR 693483 10 9 17,953 157,080 SH POTASH CORP SASK COM 73755L 10 7 19 324 SH PRAXIAR COM 74005P 10 4 10 100 SH PROCTER & GAMBLE CO COM 742718 10 9 649 10,531 SH PROTALIX BIOTHERAPEUTICS COM 74365A 10 1 38 6,140 SH QUALCOMM INC COM 747525 10 3 10 190 SH RAYTHEON CO COM NEW 755111 50 7 7,885 155,000 SH RIO TINTO PLC SPON ADR 767204 10 0 12 163 SH ROYAL BANK OF CANADA COM 780087 10 2 12 186 SH RRSAT GLOBAL COMM NTWRK LTD SHS M8183P 10 2 4,514 577,187 SH SANOFI AVENTIS SPON ADR 80105N 10 5 10 281 SH SASOL LTD SPON ADR 803866 30 0 15 265 SH SCHLUMBERGER LTD COM 806857 10 8 15 157 SH SHINHAN FINANCIAL GRP SPN ADR RESTRD 824596 10 0 16 180 SH SIEMENS SPN ADR 826197 50 1 16 119 SH SIGMA DESIGNS INC COM 826565 10 3 33 2,539 SH SMARTHEAT INC COM 83172F 10 4 3 1,150 SH SONY CORP ADR NEW 835699 30 7 6 200 SH SOUTHWEST AIRLINES COM 844741 10 8 189 15,000 SH SPRINT NEXTEL COM 852061 10 0 75 16,470 SH SUMITOMO MITSUI SPON ADR 86562M 20 9 9 1,500 SH SUNCOR ENERGY INC NEW COM 867224 10 7 8 177 SH TAIWAN SEMICONDUCTOR ADR 874039 10 0 10 800 SH TARGET CORP COM 87612E 10 6 470 9,400 SH TATA MOTORS LTD SPON ADR 876568 50 2 61 2,200 SH TDK CORP ADR 872351 40 8 12 200 SH TELECOM HOLDERS TRUST DEP RCTS 87927P 20 0 47 1,600 SH TELEFONICA SA SPON ADR 879382 20 8 15 597 SH TELEKOMUNIK INDONESIA SPON ADR 715684 10 6 24 700 SH TERADYNE INC COM 880770 10 2 214 12,000 SH TESCO CORP COM 88157K 10 1 9 408 SH TEVA PHARMACEUTICAL INDS LTD ADR 881624 20 9 53,290 1,062,195 SH TEXAS INSTRS INC COM 882508 10 4 229 6,640 SH TIME WARNER CABLE INC COM 88732J 20 7 131 1,836 SH TORONTO-DOMINION BANK COM NEW 891160 50 9 10 111 SH TOTAL SA SPON ADR 89151E 10 9 17 278 SH TRANSOCEAN LTD REG SHS H8817H 10 0 18,835 241,630 SH TRAVELERS COMPANIES INC COM 89417E 10 9 452 7,600 SH T ROWE PRICE COM 74144T 10 8 206 3,100 SH TURKCELL ILETISIM HIZMET SPON ADR NEW 900111 20 4 2 100 SH TURKISH INVESTMENT FUND COM 900145 10 3 121 7,450 SH TYCO INTERNATIONAL SHS H89128 10 4 298 6,657 SH UNITED TECHNOLOGIES CORP COM 913017 10 9 17,656 208,573 SH US BANCORP COM NEW 902973 30 4 16 600 SH VALE S A ADR 91912E 10 5 16,642 499,025 SH VANCEINFO TECHNOLOGIES ADR 921564 10 0 27 850 SH VERIFONE SYSTEMS INC COM 92342Y 10 9 61 1,065 SH VERINT SYS INC COM 92343X 10 0 614 17,145 SH VERIZON COMM COM 92343V 10 4 12 316 SH VIMPELCOM LTD SPON ADR 92719A 10 6 29 2,050 SH VISA INC COM CL A 92826C 83 9 317 4,300 SH VODAFONE GROUP PLC SPON ADR NEW 92857W 20 9 17 606 SH WAL-MART STORES INC COM 931142 10 3 185 3,551 SH WARNER CHILCOTT PLC SHS G94368 10 0 209 9,000 SH WASTE MGMT INC DEL COM 94106L 10 9 429 11,500 SH WELLS FARGO & CO NEW COM 949746 10 1 12,247 386,347 SH WUXI PHARMATECH INC SPON ADR 929352 10 2 16 1,040 SH XFONE INC COM 98414Y 10 9 79 60,000 SH YUM BRANDS INC COM 988498 10 1 552 10,738 SH VOTING AUTHORITY ------------------------------ NAME OF ISSUER INVESTEMENT DISCRETION OTHER MANAGERS SOLE SHARED NONE ------------------------------ ---------------------- -------------- ---------------- ------ ---- 3M CO DEFINED 01 1,920 ABB LTD DEFINED 01 5,900 ABBOT LABS DEFINED 184 ALKERMES INC DEFINED 15,000 ALLOT COMMUNICATIONS LTD DEFINED 34,020 ALTRIA DEFINED 19,000 AMAZON COM DEFINED 44 AMERICA MOVILSAB DE CV DEFINED 122 AMERICAN ELECTRIC POWER DEFINED 500 AMGEN INC DEFINED 01, 02 190,412 ANADARKO PETE CORP DEFINED 10,000 ANNALY MORTGAGE MANAGEMEN DEFINED 15,000 A-POWER ENERGY GENERATION DEFINED 525 APPLE INC DEFINED 01 598 APPLIED MATLS INC DEFINED 48,000 ASIAINFO LINKAGE INC DEFINED 703 AT&T INC DEFINED 01, 02 851,016 ATWOOD OCEANICS INC DEFINED 600 AUDIOCODES LTD DEFINED 2,100 BANCO BRADESCO DEFINED 723 BANCO DE CHILE DEFINED 55 ITAU UNIBANCO HLDG SA DEFINED 1,083 BANK OF AMERICA CORPORATION DEFINED 01, 02 2,046,184 BANK OF NOVA SCOTIA DEFINED 118 BARCLAYC PLC DEFINED 345 BARRICK GOLD CORP DEFINED 01 3,130 BED BATH & BEYOND INC DEFINED 8,400 BERKSHIRE HATHAWAY INC DEL DEFINED 3,200 BHP BILLITON LTD DEFINED 108 BIG LOTS INC DEFINED 01 3,900 BLUEPHOENIX SOLUTIONS DEFINED 3,900 BP PLC DEFINED 1,749 BRISTOL MYERS SQUIBB CO DEFINED 1,000 BRITISH AMERICAN TOBACC DEFINED 115 CAMECO CORP DEFINED 01 4,247 CAMERON INTERNATIONAL CORP DEFINED 01 2,747 CAMTEK LIMITED DEFINED 2,000 CANADIAN NATURAL RESOURCE DEFINED 121 CANON INC DEFINED 190 CATERPILLAR INC DEL DEFINED 71 CHESAPEAKE ENERGY CORP DEFINED 01, 02 579,817 CHEVRON CORP NEW DEFINED 01, 02 69,124 CHINA AUTOMATIVE SYSTEMS INC DEFINED 500 CHINA BAK BATTERY DEFINED 3,560 CHINA MOBILE HK LTD DEFINED 75 CISCO SYS INC DEFINED 01, 02 1,179,296 CITIGROUP INC DEFINED 01, 02 2,282,435 CNH GLOBAL NV DEFINED 3,500 CNOOC LTD DEFINED 165 COACH INC DEFINED 01 6,349 COCA-COLA CO DEFINED 3,745 COMCAST CORP NEW DEFINED 34,550 COMMONWEALTH REIT DEFINED 3,600 COMPANHIA DE BEBIDAS DEFINED 1,175 COMPANHIA DE SANEAMENTO BASI DEFINED 01, 02 191,068 CONOCOPHILLIPS DEFINED 01, 02 401,165 CORESITE REALTY CORP DEFINED 10,000 CSX CORP DEFINED 3,200 CTRIP COM INTL DEFINED 400 CVS CAREMARK CORPORATION DEFINED 01, 02 462,180 DEUTSCHE BANK AG DEFINED 139 DIAGEO PLC NEW DEFINED 75 DIRECTV DEFINED 01 3,541 DISNEY WALT CO DEFINED 01 20,736 DOCTOR REDDY'S LABS DEFINED 600 DOW CHEM CO DEFINED 13,200 DSP GROUP INC DEFINED 02 25,000 EBAY INC DEFINED 01, 02 350,420 EMPRESA NAC ELEC-CHIL DEFINED 90 ENTERPRISE PRODUCTS PARTN DEFINED 200 EQUINIX INC DEFINED 2,200 EXPRESS SCRIPTS INC DEFINED 3,000 EXXON MOBIL CORPORATION DEFINED 600 FISERV INC DEFINED 01 2,130 FORD MTR CO DEL DEFINED 01, 02 1,025,906 FOREST OIL CORP DEFINED 6,800 FUNDTECH DEFINED 4,000 G.WILLI FOOD INTERNATIONAL LTD DEFINED 56,457 GAFISA SA DEFINED 600 GAMESTOP CORP NEW DEFINED 01, 02 672,350 GENERAL DYNAMICS CORP DEFINED 01, 02 262,559 GENERAL ELECTRIC CO DEFINED 37,617 GERDAU SA DEFINED 500 GLAXOSMITHKLINE PLC DEFINED 01, 02 111,304 GOLDMAN SACHS GROUP INC DEFINED 01, 02 100,506 GOOGLE INC DEFINED 01, 02 15,787 HATTERAS FINANCIAL CORP DEFINED 8,000 HESS CORP DEFINED 120 HEWLETT PACKARD CO DEFINED 01, 02 532,219 HOME DEPOT INC DEFINED 9,200 HOME INNS & HOTELS DEFINED 300 HONDA MOTOR CO LTD DEFINED 150 HONEYWELL INTL INC DEFINED 14,100 HSBC HOLDINGS PLC DEFINED 424 HUBBELL INC DEFINED 13,600 ICICI BANK LTD DEFINED 51 INFOSYS TECHNOLOGY DEFINED 551 INTEL CORP DEFINED 01, 02 659,803 INTERNATIONAL BUSINESS MACHS DEFINED 5,473 INTERNATIONAL COAL GRP INC N DEFINED 40,000 JOHNSON & JOHNSON DEFINED 7,332 JOY GLOBAL INC DEFINED 01, 02 123,793 JPMORGAN CHASE & CO DEFINED 01, 02 469,745 KB FINANCIAL GROUP INC DEFINED 300 KIMBERLY-CLARK CORP DEFINED 400 KLA TENCOR CORP DEFINED 5,300 KOREA ELECTRIC POWER DEFINED 500 KRAFT FOODS INC DEFINED 7,207 KROGER CO DEFINED 01, 02 692,600 KYOCERRA CORP DEFINED 170 L-3 COMMUNICATIONS HLDGS INC DEFINED 01, 02 97,700 LANCASTER COLONY CORP DEFINED 01, 02 218,560 LENNAR CORP DEFINED 5,000 LG PHILIPS LCD LTD DEFINED 3,300 LIBERTY GLOBAL INC DEFINED 3,000 LILLY ELI & CO DEFINED 01, 02 121,500 LOWES COS INC DEFINED 15,675 MAGNA INTERNATIONAL DEFINED 4,000 MARATHON OIL DEFINED 3,400 MARKET VECTORS INDONESIA DEFINED 10,830 MARRIOTT INTL INC NEW DEFINED 341 MARVELL TECH GROUP DEFINED 4,940 MASTERCARD INC DEFINED 01 786 MCDONALD CORP DEFINED 135 MCKESSON CORP DEFINED 01, 02 227,702 MERCADOLIBRE DEFINED 281 MERCK & CO INC NEW DEFINED 01, 02 414,203 METLIFE INC DEFINED 3,810 MICROSOFT CORP DEFINED 01, 02 717,248 MITSUBISHI UFJ FINL GROUP DEFINED 2,800 MOBILE TELESYSTEMS DEFINED 1,565 MORGAN STANLEY DEFINED 01, 02 546,088 MOTOROLA MOBILITY DEFINED 14,873 MYLAN INC DEFINED 01 8,613 NATIONAL BANK OF GREECE SA DEFINED 38,500 NEXEN INC DEFINED 8,538 NOBLE ENERGY DEFINED 3,671 NOKIA CORP DEFINED 01, 02 1,324,000 NOMURA HLDGS INC DEFINED 8,587 NORTHROP GRUMMAN CORP DEFINED 01, 02 295,660 NOVA MEASURING DEFINED 23,370 OCCIDENTAL PETROLEUM CORP DEFINED 92 OFFICE DEPOT INC DEFINED 55,000 ONYX PHARMACEUTICALS INC DEFINED 750 ORACLE CORP DEFINED 23,299 ORBOTECH LTD DEFINED 81,161 OREXIGEN THERAPEUTICS DEFINED 2,250 PEABODY ENERGY CORP DEFINED 01, 02 271,555 PEPSICO INC DEFINED 196 PETROLEO BRASILEIRO SA DEFINED 912 PFIZER INC DEFINED 01, 02 439,931 PHILIP MORRIS INTERNATION DEFINED 666 PLURISTEM THERAPEUTICS I DEFINED 50,000 POINTER TELOCATION LTD DEFINED 01 32,175 POSCO DEFINED 01, 02 157,080 POTASH CORP SASK DEFINED 324 PRAXIAR DEFINED 100 PROCTER & GAMBLE CO DEFINED 10,531 PROTALIX BIOTHERAPEUTICS DEFINED 6,140 QUALCOMM INC DEFINED 190 RAYTHEON CO DEFINED 01, 02 155,000 RIO TINTO PLC DEFINED 163 ROYAL BANK OF CANADA DEFINED 186 RRSAT GLOBAL COMM NTWRK LTD DEFINED 01, 02 577,187 SANOFI AVENTIS DEFINED 281 SASOL LTD DEFINED 265 SCHLUMBERGER LTD DEFINED 157 SHINHAN FINANCIAL GRP DEFINED 180 SIEMENS DEFINED 119 SIGMA DESIGNS INC DEFINED 2,539 SMARTHEAT INC DEFINED 1,150 SONY CORP DEFINED 200 SOUTHWEST AIRLINES DEFINED 15,000 SPRINT NEXTEL DEFINED 16,470 SUMITOMO MITSUI DEFINED 1,500 SUNCOR ENERGY INC NEW DEFINED 177 TAIWAN SEMICONDUCTOR DEFINED 800 TARGET CORP DEFINED 9,400 TATA MOTORS LTD DEFINED 2,200 TDK CORP DEFINED 200 TELECOM HOLDERS TRUST DEFINED 1,600 TELEFONICA SA DEFINED 597 TELEKOMUNIK INDONESIA DEFINED 700 TERADYNE INC DEFINED 01 12,000 TESCO CORP DEFINED 408 TEVA PHARMACEUTICAL INDS LTD DEFINED 01, 02 1,062,195 TEXAS INSTRS INC DEFINED 6,640 TIME WARNER CABLE INC DEFINED 1,836 TORONTO-DOMINION BANK DEFINED 111 TOTAL SA DEFINED 278 TRANSOCEAN LTD DEFINED 01, 02 241,630 TRAVELERS COMPANIES INC DEFINED 7,600 T ROWE PRICE DEFINED 3,100 TURKCELL ILETISIM HIZMET DEFINED 100 TURKISH INVESTMENT FUND DEFINED 7,450 TYCO INTERNATIONAL DEFINED 6,657 UNITED TECHNOLOGIES CORP DEFINED 01, 02 208,573 US BANCORP DEFINED 600 VALE S A DEFINED 01, 02 499,025 VANCEINFO TECHNOLOGIES DEFINED 850 VERIFONE SYSTEMS INC DEFINED 1,065 VERINT SYS INC DEFINED 17,145 VERIZON COMM DEFINED 316 VIMPELCOM LTD DEFINED 2,050 VISA INC DEFINED 4,300 VODAFONE GROUP PLC DEFINED 606 WAL-MART STORES INC DEFINED 3,551 WARNER CHILCOTT PLC DEFINED 9,000 WASTE MGMT INC DEL DEFINED 11,500 WELLS FARGO & CO NEW DEFINED 01, 02 386,347 WUXI PHARMATECH INC DEFINED 1,040 XFONE INC DEFINED 60,000 YUM BRANDS INC DEFINED 10,738