-----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, LDIKJSOIW87nP2V8Q5okCgZmpJVgUFJVVCZDaGWDGbz0WE+fLU4qvpJ5XfgdrDj+ fxdBpjeJVV7zJf+6LJIDlw== 0001445546-10-001026.txt : 20100208 0001445546-10-001026.hdr.sgml : 20100208 20100208151523 ACCESSION NUMBER: 0001445546-10-001026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100208 DATE AS OF CHANGE: 20100208 EFFECTIVENESS DATE: 20100208 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST ADVISORS LP CENTRAL INDEX KEY: 0001125816 IRS NUMBER: 363788904 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06487 FILM NUMBER: 10580759 BUSINESS ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 13F-HR 1 cvrpg.txt 4TH QUARTER 2009 FILING, FIRST TRUST ADVISORS UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: First Trust Advisors L.P. Address: 120 East Liberty Drive Wheaton, Illinois 60187 13F File Number: 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Kathleen W. Brown Title: Chief Compliance Officer Phone: 630.517.7591 Signature, Place, and Date of Signing: /s/ Kathleen W. Brown ____________________________________________________________ Kathleen W. Brown Wheaton, Illinois February 8, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 1,414 ----------- Form 13F Information Table Value Total: $5,273,418 ----------- (thousands) List of Other Included Managers: --
Value X Sum Of Investment Other Voting Name of Issuer Title of Class CUSIP 1000 Shares Discretion Managers Authority - -------------- -------------- ----- ------- ------ ---------- -------- --------- 3COM CORP. Common Stock 885535104 205 27267 Sole None Sole 3M COMPANY Common Stock 88579Y101 1468 17754 Sole None Sole AARONS INC Common Stock 002535201 15054 542895 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 3113 57655 Sole None Sole ABERCROMBIE & FITCH CO. Common Stock 002896207 400 11464 Sole None Sole ACCENTURE PLC Common Stock G1151C101 16314 393119 Sole None Sole ACCO BRANDS CORP Common Stock 00081T108 107 14754 Sole None Sole ACCURAY INC Common Stock 004397105 68 12148 Sole None Sole ACE LIMITED Common Stock H0023R105 1078 21387 Sole None Sole ACM INCOME FUND INC Common Stock 01881E101 239 28925 Sole None Sole ACTIVISION BLIZZARD INC Common Stock 00507V109 645 58039 Sole None Sole ACTUATE CORP. Common Stock 00508B102 52 12232 Sole None Sole ACXIOM CORP Common Stock 005125109 244 18148 Sole None Sole ADOBE SYSTEMS, INC. Common Stock 00724F101 2575 70019 Sole None Sole ADVANCE AMERICA CASH ADVANCE Common Stock 00739W107 75 13569 Sole None Sole ADVANCED ANALOGIC TECHNOLOGIES INC Common Stock 00752J108 124 31529 Sole None Sole ADVANCED BATTERY TECHNOLOGIES, INC. Common Stock 00752H102 196 49104 Sole None Sole ADVANCED ENERGY INDUSTRIES, INC. Common Stock 007973100 372 24701 Sole None Sole ADVANCED MICRO DEVICES, INC. Common Stock 007903107 1580 163259 Sole None Sole ADVANTAGE OIL & GAS LTD Common Stock 00765F101 15268 2341743 Sole None Sole AECOM TECHNOLOGY CORP Common Stock 00766T100 1907 69358 Sole None Sole AEROPOSTALE, INC. Common Stock 007865108 7337 215472 Sole None Sole AEROVIRONMENT INC Common Stock 008073108 7346 252619 Sole None Sole AES CORP Common Stock 00130H105 4291 322403 Sole None Sole AETNA INC Common Stock 00817Y108 1155 36450 Sole None Sole AFFILIATED COMPUTER SERVICES, INC. Common Stock 008190100 827 13861 Sole None Sole AFFYMETRIX, INC. Common Stock 00826T108 2182 373652 Sole None Sole AFLAC INCORPORATED Common Stock 001055102 2658 57478 Sole None Sole AGCO CORP. Common Stock 001084102 534 16500 Sole None Sole AGFEED INDUSTRIES INC Common Stock 00846L101 51 10248 Sole None Sole AGILENT TECHNOLOGIES INC Common Stock 00846U101 1084 34886 Sole None Sole AGL RESOURCES INC Common Stock 001204106 1796 49235 Sole None Sole AIR PRODS & CHEMS INC Common Stock 009158106 2635 32506 Sole None Sole AIR TRANSPORT SERVICES GROUP INC Common Stock 00922R105 43 16226 Sole None Sole AIRGAS INC Common Stock 009363102 1114 23408 Sole None Sole AKAMAI TECHNOLOGIES, INC. Common Stock 00971T101 2601 102675 Sole None Sole ALASKA AIR GROUP INC Common Stock 011659109 8391 242806 Sole None Sole ALBANY INTL CORP CL A Common Stock 012348108 248 11048 Sole None Sole ALBEMARLE CORP. Common Stock 012653101 971 26703 Sole None Sole ALBERTO-CULVER CO Common Stock 013078100 212 7255 Sole None Sole ALCOA INC. Common Stock 013817101 84065 5214944 Sole None Sole ALCON INC Common Stock H01301102 805 4901 Sole None Sole ALEXANDRIA REAL ESTATE EQUIT Common Stock 015271109 755 11738 Sole None Sole ALEXION PHARM Common Stock 015351109 3833 78516 Sole None Sole ALIGN TECHNOLOGY INC Common Stock 016255101 741 41596 Sole None Sole ALLEGHENY ENERGY, INC. Common Stock 017361106 474 20201 Sole None Sole ALLEGHENY TECH Common Stock 01741R102 2724 60853 Sole None Sole ALLEGIANT TRAVEL CO Common Stock 01748X102 10975 232667 Sole None Sole ALLERGAN, INC. Common Stock 018490102 281 4453 Sole None Sole ALLETE, INC. Common Stock 018522300 1000 30592 Sole None Sole ALLIANCE DATA SYSTEMS CORP Common Stock 018581108 1543 23894 Sole None Sole ALLIANCE ONE INTERNATIONAL INC Common Stock 018772103 213 43637 Sole None Sole ALLIANT ENERGY CORP Common Stock 018802108 3100 102451 Sole None Sole ALLIANZ AKTIENGESELLSC SP (ADR) Common Stock 018805101 20438 1641630 Sole None Sole ALLIED WORLD ASSURANCE Common Stock G0219G203 466 10117 Sole None Sole ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS, INC Common Stock 01988P108 2101 103835 Sole None Sole ALMOST FAMILY INC Common Stock 020409108 4312 109093 Sole None Sole ALPHA NATURAL RE Common Stock 02076X102 388 8937 Sole None Sole ALTERA CORPORATION Common Stock 021441100 27142 1199391 Sole None Sole ALTRIA GROUP INC Common Stock 02209S103 870 44308 Sole None Sole ALUMINUM CORP OF CHINA LTD-ADR Common Stock 022276109 788 28902 Sole None Sole AMAZON.COM, INC. Common Stock 023135106 8235 61221 Sole None Sole AMB PROPERTY CORP Common Stock 00163T109 479 18759 Sole None Sole AMCOL INTERNATIONAL CORP. Common Stock 02341W103 782 27514 Sole None Sole AMDOCS LTD. Common Stock G02602103 376 13189 Sole None Sole AMEDISYS, INC. Common Stock 023436108 7472 153740 Sole None Sole AMEREN CORP. Common Stock 023608102 1481 52986 Sole None Sole AMERICA MOVIL SA DE CV (ADR) L SHS Common Stock 02364W105 1601 34072 Sole None Sole AMERICAN EAGLE OUTFITTER Common Stock 02553E106 271 15971 Sole None Sole AMERICAN ELECTRIC POWER Common Stock 025537101 16997 488569 Sole None Sole AMERICAN EXPRESS CO Common Stock 025816109 105049 2592529 Sole None Sole AMERICAN FINANCIAL GROUP Common Stock 025932104 627 25148 Sole None Sole AMERICAN GREETINGS CP CL A Common Stock 026375105 691 31689 Sole None Sole AMERICAN INTERNATIONAL GROUP Common Stock 026874784 235 7826 Sole None Sole AMERICAN MEDICAL SYS HOLDINGS INC. Common Stock 02744M108 974 50494 Sole None Sole AMERICAN PUBLIC ED INC Common Stock 02913V103 7291 212189 Sole None Sole AMERICAN SCIENCE & ENGINEERING, INC. Common Stock 029429107 8100 106798 Sole None Sole AMERICAN SELECT PTRF Common Stock 029570108 147 12946 Sole None Sole AMERICAN STATES WATER CO. Common Stock 029899101 1151 32518 Sole None Sole AMERICAN SUPERCONDUCTOR CORP. Common Stock 030111108 3428 83824 Sole None Sole AMERICAN TOWER CORP. Common Stock 029912201 213 4924 Sole None Sole AMERICAN WATER WORKS CO. Common Stock 030420103 1578 70396 Sole None Sole AMERICREDIT CORP. Common Stock 03060R101 645 33869 Sole None Sole AMERIPRISE FINANCIAL INC Common Stock 03076C106 464 11964 Sole None Sole AMERISOURCEBERGEN CORP. Common Stock 03073E105 1515 58097 Sole None Sole AMERITRADE HOLDING CORP. Common Stock 87236Y108 2722 140462 Sole None Sole AMERN STRATEG INCOM II Common Stock 030099105 182 17872 Sole None Sole AMERON INTL INC Common Stock 030710107 244 3851 Sole None Sole AMGEN INC Common Stock 031162100 71888 1270776 Sole None Sole AMN HEALTHCARE SERVICES, INC. Common Stock 001744101 129 14253 Sole None Sole AMPHENOL CORPORATION Common Stock 032095101 9758 211305 Sole None Sole AMR CORP. Common Stock 001765106 245 31633 Sole None Sole AMYLIN PHARM INC Common Stock 032346108 3261 229786 Sole None Sole ANADARKO PETROLEUM CORP. Common Stock 032511107 16098 257901 Sole None Sole ANNALY MORTGAGE MANAGEMENT, INC. Common Stock 035710409 403 23214 Sole None Sole ANSYS, INC. Common Stock 03662Q105 391 9008 Sole None Sole AON CORP Common Stock 037389103 422 10997 Sole None Sole APACHE CORPORATION Common Stock 037411105 16632 161214 Sole None Sole APARTMENT INVT & MGMT CO -A Common Stock 03748R101 265 16646 Sole None Sole APOGEE ENTERPRISES, INC. Common Stock 037598109 6762 482973 Sole None Sole APOLLO GROUP, INC. Common Stock 037604105 47507 784201 Sole None Sole A-POWER ENERGY GENERATION SYST Common Stock G04136100 975 53303 Sole None Sole APPLE INC Common Stock 037833100 11236 53305 Sole None Sole APPLIED MATERIALS INC Common Stock 038222105 2679 192192 Sole None Sole APTARGROUP, INC. Common Stock 038336103 922 25790 Sole None Sole AQUA AMERICA, INC. Common Stock 03836W103 1581 90265 Sole None Sole ARCELOR MITTAL (ADR) Common Stock 03938L104 24995 546332 Sole None Sole ARCH CAPITAL GROUP LTD Common Stock G0450A105 274 3836 Sole None Sole ARCH COAL INC Common Stock 039380100 659 29639 Sole None Sole ARCHER DANIELS MIDLAND COMPANY Common Stock 039483102 2313 73864 Sole None Sole ARIBA, INC. Common Stock 04033V203 1558 124447 Sole None Sole ARKANSAS BEST CORPORATION Common Stock 040790107 213 7244 Sole None Sole ARMSTRONG WORLD INDUSTRIES Common Stock 04247X102 1545 39696 Sole None Sole ARROW ELECTRONICS, INC. Common Stock 042735100 373 12596 Sole None Sole ART TECHNOLOGY GROUP Common Stock 04289L107 1242 275324 Sole None Sole ARTHUR J GALLAGHER & CO. Common Stock 363576109 1392 61828 Sole None Sole ASHFORD HOSPITALITY TRUST INC Common Stock 044103109 114 24656 Sole None Sole ASHLAND INC Common Stock 044209104 2496 62997 Sole None Sole ASIAINFO HOLDINGS, INC. Common Stock 04518A104 805 26427 Sole None Sole ASPEN INSURANCE HOLDINGS LTD Common Stock G05384105 249 9782 Sole None Sole ASSOCIATED BANC-CORP. Common Stock 045487105 651 59150 Sole None Sole ASSURANT INC. Common Stock 04621X108 7074 239956 Sole None Sole ASTORIA FINL CORP Common Stock 046265104 17370 1397391 Sole None Sole AT&T INC Common Stock 00206R102 24469 872971 Sole None Sole ATHENAHEALTH INC Common Stock 04685W103 17447 385654 Sole None Sole ATLANTIC TELE-NETWORK, INC. Common Stock 049079205 608 11060 Sole None Sole ATMOS ENERGY CORP Common Stock 049560105 1930 65637 Sole None Sole ATP OIL & GAS CORP. Common Stock 00208J108 212 11598 Sole None Sole ATWOOD OCEANICS INC Common Stock 050095108 9248 257976 Sole None Sole AUTODESK, INC. Common Stock 052769106 2700 106255 Sole None Sole AUTOMATIC DATA PROCESSING Common Stock 053015103 2454 57312 Sole None Sole AUTOZONE INC Common Stock 053332102 42833 270976 Sole None Sole AVALONBAY COMMUNITIES Common Stock 053484101 860 10477 Sole None Sole AVERY DENNISON CORP. Common Stock 053611109 1034 28336 Sole None Sole AVISTA CORP Common Stock 05379B107 7311 338620 Sole None Sole AVNET INC Common Stock 053807103 562 18626 Sole None Sole AVON PRODUCTS, INC. Common Stock 054303102 506 16069 Sole None Sole AVX CORP Common Stock 002444107 1866 147238 Sole None Sole AXA (ADR) Common Stock 054536107 26118 1102952 Sole None Sole AXIS CAPITAL HOLDINGS LTD. Common Stock G0692U109 244 8585 Sole None Sole AZZ INC Common Stock 002474104 5909 180713 Sole None Sole B A S F A G SPONSORED (ADR) Common Stock 055262505 12579 202565 Sole None Sole B&G FOODS INC Common Stock 05508R106 119 12963 Sole None Sole BADGER METER INC Common Stock 056525108 804 20200 Sole None Sole BAIDU INC SPON ADR REP A Common Stock 056752108 7303 17760 Sole None Sole BAKER HUGHES INC Common Stock 057224107 767 18956 Sole None Sole BALDOR ELEC CO Common Stock 057741100 1035 36846 Sole None Sole BALL CORPORATION Common Stock 058498106 785 15182 Sole None Sole BALLARD POWER SYSTEMS INC. Common Stock 058586108 115 60274 Sole None Sole BANCO BILBAO VIZ ARGNT (ADR) Common Stock 05946K101 824 45698 Sole None Sole BANCO SANTANDER CENTRAL HISP(ADR) Common Stock 05964H105 30692 1866899 Sole None Sole BANCORPSOUTH INC Common Stock 059692103 319 13598 Sole None Sole BANCROFT FUND LTD Common Stock 059695106 196 13015 Sole None Sole BANK HAWAII CORP Common Stock 062540109 1289 27387 Sole None Sole BANK OF AMERICA CORPORATION Common Stock 060505104 3804 252594 Sole None Sole BANK OF MONTREAL Common Stock 063671101 1303 24554 Sole None Sole BANK OF NOVA SCOTIA Common Stock 064149107 973 20819 Sole None Sole BARCLAYS PLC (ADR) Common Stock 06738E204 30971 1759729 Sole None Sole BARE ESCENTUALS INC Common Stock 067511105 640 52317 Sole None Sole BARNES & NOBLE, INC. Common Stock 067774109 534 28020 Sole None Sole BAXTER INTERNATIONAL INC. Common Stock 071813109 2294 39095 Sole None Sole BB&T CORPORATION Common Stock 054937107 17743 699364 Sole None Sole BE AEROSPACE, INC. Common Stock 073302101 293 12487 Sole None Sole BEACON ROOFING SUPPLY Common Stock 073685109 8162 510123 Sole None Sole BECKMAN COULTER, INC. Common Stock 075811109 337 5154 Sole None Sole BECTON DICKINSON & CO Common Stock 075887109 1592 20188 Sole None Sole BED BATH & BEYOND INC Common Stock 075896100 35329 915001 Sole None Sole BELO CORP Common Stock 080555105 134 24567 Sole None Sole BEMIS COMPANY, INC. Common Stock 081437105 2478 83584 Sole None Sole BEST BUY CO., INC. Common Stock 086516101 14167 359011 Sole None Sole BHP BILLITON LTD (ADR) Common Stock 088606108 14009 182934 Sole None Sole BIG 5 SPORTING GOODS CORP. Common Stock 08915P101 720 41907 Sole None Sole BIG LOTS INC Common Stock 089302103 1874 64652 Sole None Sole BIOGEN IDEC INC Common Stock 09062X103 26245 490566 Sole None Sole BIOMED REALTY TRUST Common Stock 09063H107 259 16432 Sole None Sole BIO-RAD LABORATORIES, INC. CLASS A Common Stock 090572207 967 10026 Sole None Sole BIOSCRIP INC Common Stock 09069N108 89 10614 Sole None Sole BJ SERVICES CO Common Stock 055482103 925 49744 Sole None Sole BJ'S WHOLESALE CLUB, INC. Common Stock 05548J106 482 14744 Sole None Sole BLACK & DECKER CORP Common Stock 091797100 655 10103 Sole None Sole BLACKROCK APEX MUNICIPAL FUND, INC. Common Stock 09254H106 554 63769 Sole None Sole BLACKROCK FLA MUN 2020 Common Stock 09250M109 273 20448 Sole None Sole BLACKROCK INC. CL A Common Stock 09247X101 1041 4485 Sole None Sole BLACKROCK INCOME TR Common Stock 09247F100 280 44086 Sole None Sole BLACKROCK INS MUNIC INC Common Stock 09250G102 270 20088 Sole None Sole BLACKROCK INSD MUN TRM Common Stock 092474105 728 69696 Sole None Sole BLACKROCK LNG-TRM MUNI Common Stock 09250B103 541 52978 Sole None Sole BLACKROCK MUNI HOLDING Common Stock 09253N104 378 26097 Sole None Sole BLACKROCK MUNIASSETS FUND INC. Common Stock 09254J102 615 50513 Sole None Sole BLACKROCK MUNIHLDGS FD Common Stock 09253P109 470 34630 Sole None Sole BLACKROCK MUNIHLDGS FD Common Stock 09254A101 358 28050 Sole None Sole BLACKROCK MUNIHLDGS INC Common Stock 09254P108 285 21985 Sole None Sole BLACKROCK MUNIHOLDINGS Common Stock 09254L107 335 26625 Sole None Sole BLUE COAT SYSTEMS, INC. Common Stock 09534T508 1019 35703 Sole None Sole BLUE NILE, INC. Common Stock 09578R103 1478 23343 Sole None Sole BMC SOFTWARE INC Common Stock 055921100 3113 77623 Sole None Sole BNP PARIBAS ADR Common Stock 05565A202 1022 25444 Sole None Sole BOEING COMPANY Common Stock 097023105 2483 45878 Sole None Sole BOISE INC. Common Stock 09746Y105 54 10254 Sole None Sole BOK FINL CORP Common Stock 05561Q201 1445 30408 Sole None Sole BOSTON PROPERTIES INC Common Stock 101121101 1195 17816 Sole None Sole BOSTON SCIENTIFIC CORP. Common Stock 101137107 1342 149135 Sole None Sole BP PLC (ADR) Common Stock 055622104 3152 54376 Sole None Sole BRANDYWINE REALTY TRUST Common Stock 105368203 366 32125 Sole None Sole BRE PROPERTIES INC Common Stock 05564E106 451 13621 Sole None Sole BRIGGS & STRATTON CORPORATION Common Stock 109043109 17776 950092 Sole None Sole BRIGHAM EXPLORATION CO Common Stock 109178103 16991 1253979 Sole None Sole BRIGHTPOINT INC. Common Stock 109473405 78 10649 Sole None Sole BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 53075 2101993 Sole None Sole BRITISH AMERICAN TOBACCO (ADR) Common Stock 110448107 12751 197206 Sole None Sole BROADCOM CORPORATION Common Stock 111320107 3255 103487 Sole None Sole BROADRIDGE FINANCIAL SOL. Common Stock 11133T103 577 25565 Sole None Sole BROADWIND ENERGY INC Common Stock 11161T108 4711 582361 Sole None Sole BROCADE COMUNICATIONS SYS Common Stock 111621306 344 45103 Sole None Sole BROWN & BROWN, INC. Common Stock 115236101 324 18020 Sole None Sole BROWN-FORMAN CORP. CLASS B Common Stock 115637209 1453 27121 Sole None Sole BRUKER BIOSCIENCES CORP. Common Stock 116794108 598 49561 Sole None Sole BT GROUP PLC (ADR) Common Stock 05577E101 597 27467 Sole None Sole BUCKEYE TECHNOLOGIES, INC. Common Stock 118255108 103 10576 Sole None Sole BUCYRUS INTERNATIONAL INC Common Stock 118759109 1450 25723 Sole None Sole BUFFALO WILD WINGS INC Common Stock 119848109 8288 205801 Sole None Sole BUNGE LIMITED Common Stock G16962105 264 4137 Sole None Sole BURLINGTON NORTHERN SANTA FE CORP. Common Stock 12189T104 618 6266 Sole None Sole C.H. ROBINSON WORLDWIDE INC. Common Stock 12541W209 27629 470435 Sole None Sole CA INC Common Stock 12673P105 2971 132266 Sole None Sole CABELAS INC Common Stock 126804301 229 16060 Sole None Sole CABLEVISION SYSTEMS CORP. Common Stock 12686C109 625 24199 Sole None Sole CABOT CORP. Common Stock 127055101 408 15556 Sole None Sole CABOT OIL & GAS CORP. Common Stock 127097103 16582 380407 Sole None Sole CADENCE DESIGN SYSTEMS, INC. Common Stock 127387108 145 24147 Sole None Sole CALAMOS CONV & HI INC Common Stock 12811P108 278 24055 Sole None Sole CALGON CARBON CORPORATION Common Stock 129603106 743 53456 Sole None Sole CALIFORNIA WATER SERVICE GROUP Common Stock 130788102 10721 291172 Sole None Sole CALLAWAY GOLF CO Common Stock 131193104 106 14054 Sole None Sole CAMBREX CORP. Common Stock 132011107 75 13431 Sole None Sole CAMDEN PROPERTY TRUST Common Stock 133131102 349 8228 Sole None Sole CAMERON INTERNATIONAL Common Stock 13342B105 1070 25605 Sole None Sole CAMPBELL SOUP COMPANY Common Stock 134429109 1450 42893 Sole None Sole CANADIAN NATIONAL RAILWAY Common Stock 136375102 1922 35352 Sole None Sole CANADIAN SOLAR INC. Common Stock 136635109 904 31351 Sole None Sole CANON INC (ADR) Common Stock 138006309 1215 28701 Sole None Sole CAPELLA EDUCATION CO Common Stock 139594105 15182 201617 Sole None Sole CAPITAL ONE FINANCIAL CORPORATION Common Stock 14040H105 507 13220 Sole None Sole CAPITALSOURCE, INC. Common Stock 14055X102 79 19893 Sole None Sole CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 1113 35388 Sole None Sole CAPSTONE TURBINE CORP. Common Stock 14067D102 406 315090 Sole None Sole CARDINAL HEALTH INC Common Stock 14149Y108 2727 84595 Sole None Sole CARLISLE COS INC. Common Stock 142339100 1355 39559 Sole None Sole CARMAX INC. Common Stock 143130102 1059 43687 Sole None Sole CARNIVAL CORP. Common Stock 143658300 911 28733 Sole None Sole CARPENTER TECH Common Stock 144285103 1069 39664 Sole None Sole CASCAL N.V. Common Stock N1842P109 438 81024 Sole None Sole CASH AMERICA INTERNATIONAL, INC. Common Stock 14754D100 1011 28926 Sole None Sole CATALYST HEALTH SOLUTI COM Common Stock 14888B103 11033 302534 Sole None Sole CATERPILLAR INC Common Stock 149123101 4118 72264 Sole None Sole CB RICHARD ELLIS GROUP INC Common Stock 12497T101 714 52580 Sole None Sole CBL & ASSOCIATES PROPERTIES, INC. Common Stock 124830100 171 17679 Sole None Sole CEDAR SHOPPING CTRS Common Stock 150602209 141 20785 Sole None Sole CELANESE CORP-SERIES A Common Stock 150870103 319 9951 Sole None Sole CELERA CORP Common Stock 15100E106 3438 497511 Sole None Sole CELGENE CORP Common Stock 151020104 4067 73043 Sole None Sole CENTERPOINT ENERGY INC. Common Stock 15189T107 1327 91465 Sole None Sole CENTRAIS ELETRICAS BRASILEIRAS SA ADR Common Stock 15234Q207 1046 49592 Sole None Sole CENTURYTEL, INC. Common Stock 156700106 4045 111715 Sole None Sole CEPHALON, INC. Common Stock 156708109 19709 315766 Sole None Sole CERNER CORPORATION Common Stock 156782104 4373 53046 Sole None Sole CEVA, INC. Common Stock 157210105 631 49033 Sole None Sole CF INDUSTRIES HO Common Stock 125269100 2009 22127 Sole None Sole CH ENERGY GROUP INC Common Stock 12541M102 7799 183423 Sole None Sole CHANGYOU.COM LTD. - ADR Common Stock 15911M107 886 26685 Sole None Sole CHECK POINT SOFTWARE TECH Common Stock M22465104 31972 943685 Sole None Sole CHEMED CORPORATION Common Stock 16359R103 7528 156923 Sole None Sole CHESAPEAKE ENERGY CORP. Common Stock 165167107 16097 621983 Sole None Sole CHEVRON CORPORATION Common Stock 166764100 20692 268756 Sole None Sole CHICAGO BRIDGE & IRON CO.NV Common Stock 167250109 685 33855 Sole None Sole CHICO'S FAS, INC. Common Stock 168615102 737 52426 Sole None Sole CHINA BAK BATTERY INC Common Stock 16936Y100 130 46666 Sole None Sole CHINA LIFE INSURANCE CO LTD-ADR Common Stock 16939P106 7981 108806 Sole None Sole CHINA MOBILE LTD SPONSORED ADR Common Stock 16941M109 8510 183289 Sole None Sole CHINA PETROLEUM & CHEMICAL-ADR Common Stock 16941R108 871 9895 Sole None Sole CHINA TELECOM CORP LTD-ADR Common Stock 169426103 791 19089 Sole None Sole CHINA UNICOM LTD-ADR Common Stock 16945R104 2384 181860 Sole None Sole CHIPOTLE MEXICAN GRILL Common Stock 169656105 503 5708 Sole None Sole CHIQUITA BRANDS INTL Common Stock 170032809 1828 101345 Sole None Sole CHUBB CORPORATION Common Stock 171232101 2528 51404 Sole None Sole CIBER, INC. Common Stock 17163B102 107 31023 Sole None Sole CIENA CORP Common Stock 171779309 236 21777 Sole None Sole CIGNA CORPORATION Common Stock 125509109 2533 71830 Sole None Sole CIMAREX ENERGY CO Common Stock 171798101 15809 298453 Sole None Sole CINCINNATI BELL INC. 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Common Stock 87264S106 1318 55177 Sole None Sole TUESDAY MORNING CORP. Common Stock 899035505 43 16588 Sole None Sole TUPPERWARE CORPORATION Common Stock 899896104 837 17973 Sole None Sole TUTOR PERINI CORPORATION Common Stock 901109108 218 12046 Sole None Sole TW TELECOM INC Common Stock 87311L104 683 39834 Sole None Sole TYCO ELECTRONICS LTD Common Stock H8912P106 252 10257 Sole None Sole TYSON FOODS, INC. CLASS A Common Stock 902494103 764 62232 Sole None Sole UBS AG Common Stock H89231338 17241 1111616 Sole None Sole UDR INC Common Stock 902653104 2758 167758 Sole None Sole UGI CORPORATION Common Stock 902681105 8686 359060 Sole None Sole ULTRA PETROLEUM CORP. Common Stock 903914109 14940 299631 Sole None Sole ULTRALIFE BATTERIES INC Common Stock 903899102 54 12487 Sole None Sole UNILEVER PLC (ADR) Common Stock 904767704 3789 118764 Sole None Sole UNION PACIFIC CORP. Common Stock 907818108 1617 25306 Sole None Sole UNISYS CORP COM NEW Common Stock 909214306 641 16623 Sole None Sole UNIT CORPORATION Common Stock 909218109 304 7163 Sole None Sole UNITED BANKSHARES INC Common Stock 909907107 202 10096 Sole None Sole UNITED ONLINE, INC. Common Stock 911268100 1220 169636 Sole None Sole UNITED PARCEL SERVICE, INC. - GA Common Stock 911312106 924 16113 Sole None Sole UNITED RENTALS INC Common Stock 911363109 231 23537 Sole None Sole UNITED TECHNOLOGIES CORP Common Stock 913017109 2757 39726 Sole None Sole UNITED THERAPEUT Common Stock 91307C102 379 7196 Sole None Sole UNITEDHEALTH GROUP, INC. Common Stock 91324P102 926 30374 Sole None Sole UNITRIN, INC. Common Stock 913275103 236 10688 Sole None Sole UNIVERSAL CORPORATION Common Stock 913456109 19447 426386 Sole None Sole UNIVERSAL HLTH SVCS CL B Common Stock 913903100 920 30165 Sole None Sole UNUM GROUP Common Stock 91529Y106 558 28604 Sole None Sole URBAN OUTFITTERS, INC. Common Stock 917047102 1865 53290 Sole None Sole URS CORPORATION Common Stock 903236107 1353 30385 Sole None Sole US CELLULAR CORP. Common Stock 911684108 582 13715 Sole None Sole US STEEL CORP Common Stock 912909108 1874 33995 Sole None Sole U-STORE-IT TRUST Common Stock 91274F104 77 10531 Sole None Sole V.F. CORPORATION Common Stock 918204108 14283 195011 Sole None Sole VAALCO ENERGY INC Common Stock 91851C201 3098 680968 Sole None Sole VALASSIS COMMUNICATIONS, INC. Common Stock 918866104 591 32344 Sole None Sole VALEANT PHARMACEUTICALS INTERNATIONAL Common Stock 91911X104 560 17631 Sole None Sole VALENCE TECHNOLOGY, INC. Common Stock 918914102 84 92832 Sole None Sole VALIDUS HOLDINGS LTD Common Stock G9319H102 530 19661 Sole None Sole VALLEY NATIONAL BANCORP Common Stock 919794107 239 16947 Sole None Sole VALMONT INDUSTRIES, INC. Common Stock 920253101 2531 32260 Sole None Sole VALSPAR CORP. Common Stock 920355104 561 20675 Sole None Sole VALUECLICK, INC. Common Stock 92046N102 1392 137506 Sole None Sole VAN KAMPEN ADV MUN II SH BEN INT Common Stock 92112K107 507 44305 Sole None Sole VAN KAMPEN INVT GRADE Common Stock 920929106 333 24019 Sole None Sole VAN KAMPEN MMT Common Stock 920919107 363 27870 Sole None Sole VAN KAMPEN MUN OPPORTN Common Stock 920935103 355 26520 Sole None Sole VAN KAMPEN SENIOR INCOME Common Stock 920961109 161 38120 Sole None Sole VANCEINFO TECHNOLOGIES INC - ADR Common Stock 921564100 932 48512 Sole None Sole VANGUARD BD INDEX FD LONG TERM BOND Common Stock 921937793 527 6920 Sole None Sole VANGUARD BD INDEX FD SHORT TRM BOND Common Stock 921937827 5915 74360 Sole None Sole VANGUARD INTL EQTY IDX EURPEAN ETF Common Stock 922042874 298 6154 Sole None Sole VANGUARD INTL EQTY IDX PACIFIC ETF Common Stock 922042866 312 6089 Sole None Sole VARIAN MEDICAL SYSTEMS, INC. Common Stock 92220P105 421 8987 Sole None Sole VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIATES, ICommon Stock 922207105 212 5909 Sole None Sole VECTREN CORP. Common Stock 92240G101 1834 74320 Sole None Sole VENTAS INC Common Stock 92276F100 8688 198619 Sole None Sole VEOLIA ENVIRONMENT - ADR Common Stock 92334N103 18631 566640 Sole None Sole VERISIGN, INC. Common Stock 92343E102 5711 235619 Sole None Sole VERIZON COMMUNICATIONS Common Stock 92343V104 6304 190268 Sole None Sole VERTEX PHARM Common Stock 92532F100 4651 108533 Sole None Sole VIACOM INC CL B Common Stock 92553P201 1585 53320 Sole None Sole VIASAT INC. Common Stock 92552V100 7775 244642 Sole None Sole VIRGIN MEDIA INC Common Stock 92769L101 565 33581 Sole None Sole VIROPHARMA INC Common Stock 928241108 231 27492 Sole None Sole VISA INC-CLASS A SHARES Common Stock 92826C839 1439 16451 Sole None Sole VISHAY INTERTECHNOLOGY, INC. Common Stock 928298108 375 44874 Sole None Sole VMWARE INC CLASS A Common Stock 928563402 497 11722 Sole None Sole VOCUS INC Common Stock 92858J108 869 48254 Sole None Sole VODAFONE GROUP PLC (ADR) Common Stock 92857W209 1694 73371 Sole None Sole VORNADO REALTY TRUST Common Stock 929042109 8689 124233 Sole None Sole W.W. GRAINGER, INC. Common Stock 384802104 1197 12362 Sole None Sole WADDELL & REED FINL CL A Common Stock 930059100 214 7014 Sole None Sole WALGREEN COMPANY Common Stock 931422109 1784 48577 Sole None Sole WAL-MART STORES INC Common Stock 931142103 15476 289537 Sole None Sole WALT DISNEY COMPANY Common Stock 254687106 1796 55692 Sole None Sole WALTER ENERGY, INC. Common Stock 93317Q105 787 10446 Sole None Sole WARNACO GROUP INC Common Stock 934390402 815 19313 Sole None Sole WARNER CHILCOTT PLC - CLASS A Common Stock G94368100 747 26230 Sole None Sole WARNER MUSIC GROUP Common Stock 934550104 100 17694 Sole None Sole WASHINGTON FEDERAL, INC. Common Stock 938824109 290 15013 Sole None Sole WASHINGTON POST Common Stock 939640108 1202 2734 Sole None Sole WASHINGTON REAL ESTATE INVEST TRUST Common Stock 939653101 1157 41999 Sole None Sole WASTE CONNECTIONS, INC. Common Stock 941053100 289 8659 Sole None Sole WASTE MANAGEMENT, INC. Common Stock 94106L109 2272 67196 Sole None Sole WATERS CORPORATION Common Stock 941848103 647 10444 Sole None Sole WATSON PHARMACEUTICALS Common Stock 942683103 1003 25319 Sole None Sole WATTS WATER TECHNOLOGIES, INC. Common Stock 942749102 1291 41738 Sole None Sole WEBMD HEALTH CORP CL A Common Stock 94770V102 383 9949 Sole None Sole WEBSENSE INC Common Stock 947684106 1205 69020 Sole None Sole WEIGHT WATCHERS INTERNATIONAL Common Stock 948626106 208 7132 Sole None Sole WEINGARTEN REALTY INVESTORS Common Stock 948741103 511 25830 Sole None Sole WELLCARE HEALTH PLANS Common Stock 94946T106 253 6895 Sole None Sole WELLPOINT INC Common Stock 94973V107 15555 266862 Sole None Sole WELLS FARGO & COMPANY Common Stock 949746101 13757 509706 Sole None Sole WENDY'S/ARBY'S GROUP INC COM - A Common Stock 950587105 262 55911 Sole None Sole WESCO FINANCIAL CORP Common Stock 950817106 273 795 Sole None Sole WESCO INTL INC Common Stock 95082P105 879 32533 Sole None Sole WESTAR ENERGY, INC. Common Stock 95709T100 2123 97723 Sole None Sole WESTERN ASSET HIGH INCOME OPP FD Common Stock 95766K109 4185 699796 Sole None Sole WESTERN ASSET MANAGED HIGH INC Common Stock 95766L107 3775 651993 Sole None Sole WESTERN ASSET MUNI HIGH INC Common Stock 95766N103 395 53168 Sole None Sole WESTERN DIGITAL CORPORATION Common Stock 958102105 18499 419005 Sole None Sole WESTERN UN CO Common Stock 959802109 388 20600 Sole None Sole WET SEAL INC. Common Stock 961840105 180 52255 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 1233 36748 Sole None Sole WHIRLPOOL CORPORATION Common Stock 963320106 904 11209 Sole None Sole WHITING PETROLEUM CORP. Common Stock 966387102 389 5447 Sole None Sole WHITNEY HOLDING CORP. Common Stock 966612103 341 37449 Sole None Sole WHOLE FOODS MARKET, INC. Common Stock 966837106 747 27202 Sole None Sole WILLIAMS COMPANIES, INC. Common Stock 969457100 1139 54014 Sole None Sole WILLIAMS SONOMA INC. Common Stock 969904101 525 25258 Sole None Sole WILSHIRE BANCORP INC. Common Stock 97186T108 84 10313 Sole None Sole WINDSTREAM CORP Common Stock 97381W104 194 17632 Sole None Sole WIPRO LTD-ADR Common Stock 97651M109 5331 239381 Sole None Sole WISCONSIN ENERGY CORP. Common Stock 976657106 1752 35150 Sole None Sole WMS INDUSTRIES INC Common Stock 929297109 1607 40179 Sole None Sole WOLVERINE WORLD WIDE Common Stock 978097103 1902 69886 Sole None Sole WOODWARD GOVERNOR CO. Common Stock 980745103 679 26351 Sole None Sole WORLD ACCEPTANCE CORP. Common Stock 981419104 211 5882 Sole None Sole WORLD FUEL SERVICES CORPORATION Common Stock 981475106 471 17571 Sole None Sole WR BERKLEY CORP. Common Stock 084423102 202 8182 Sole None Sole WRIGHT EXPRESS CORP Common Stock 98233Q105 641 20131 Sole None Sole WUXI PHARMATECH INC - ADR Common Stock 929352102 760 47639 Sole None Sole WYNDHAM WORLDWIDE CORP Common Stock 98310W108 564 27977 Sole None Sole WYNN RESORTS LTD Common Stock 983134107 769 13212 Sole None Sole XCEL ENERGY INC Common Stock 98389B100 2843 133977 Sole None Sole XEROX CORP. Common Stock 984121103 763 90183 Sole None Sole XILINX INC. Common Stock 983919101 2853 113858 Sole None Sole XTO ENERGY INC Common Stock 98385X106 30439 654186 Sole None Sole YAHOO! INC. Common Stock 984332106 9086 541497 Sole None Sole YANZHOU COAL MNG LTD SPON ADR H SHS Common Stock 984846105 904 41394 Sole None Sole YINGLI GREEN ENERGY HOLD-ADR Common Stock 98584B103 2046 129382 Sole None Sole YUM BRANDS INC Common Stock 988498101 1226 35067 Sole None Sole ZIMMER HOLDINGS, INC. Common Stock 98956P102 2003 33886 Sole None Sole ZIONS BANCORPORATION Common Stock 989701107 1075 83802 Sole None Sole ZOLL MEDICAL CORP. Common Stock 989922109 218 8161 Sole None Sole ZOLTEK COMPANIES INC Common Stock 98975W104 553 58213 Sole None Sole ---------- Grand Total: $5,273,418 ==========
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