-----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, RcFubJbrFPvZKrXY7Q7LOy1YgWjeNa7X2hLCq9Dip/d/ZVa3DpQ328q5ilknYrEq 4oz93UHlt/z5nNDTdn9wBg== 0000914121-09-001110.txt : 20090814 0000914121-09-001110.hdr.sgml : 20090814 20090814165958 ACCESSION NUMBER: 0000914121-09-001110 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Bridgewater Associates, Inc. CENTRAL INDEX KEY: 0001350694 IRS NUMBER: 132871809 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11794 FILM NUMBER: 091016769 BUSINESS ADDRESS: STREET 1: ONE GLENDINNING PLACE CITY: WESTPORT STATE: CT ZIP: 06880 BUSINESS PHONE: 203-226-3030 MAIL ADDRESS: STREET 1: ONE GLENDINNING PLACE CITY: WESTPORT STATE: CT ZIP: 06880 13F-HR 1 bd063009-13f.txt FORM 13F 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, 2009 -------------------------------- Check here if Amendment [ ] Amendment No.: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Bridgewater Associates, Inc. --------------------------------------- Address: One Glendinning Place --------------------------------------- Westport, CT 06880 --------------------------------------- Form 13F File Number: 28-11794 ------------------------- 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: Helene Glotzer --------------------------------------- Title: Chief Compliance Officer --------------------------------------- Phone: 203-226-3030 --------------------------------------- Signature, Place, and Date of Signing: /s/ Helene Glotzer Westport, CT August 14, 2009 - ----------------------------------- ----------------------- ------------------ [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 352 Form 13F Information Table Value Total: $2,689,063 (thousands) List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ----------------------------------- ---------------- --------- --------- --------------------- ---------- -------- --------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS AUTHORITY - ----------------------------------- ---------------- --------- --------- ---------- --- ---- ---------- -------- --------- 3M CO COM 88579Y101 752 12,506 SH SOLE N/A SOLE ACE Ltd SHS H0023R105 3,238 73,200 SH SOLE N/A SOLE ADTRAN INC COM 00738A106 5,668 263,991 SH SOLE N/A SOLE AEROPOSTALE INC COM 007865108 3,382 98,700 SH SOLE N/A SOLE AES CORP COM 00130H105 3,892 335,217 SH SOLE N/A SOLE AFLAC INC COM 001055102 754 24,246 SH SOLE N/A SOLE AGCO CORP COM 001084102 5,403 185,871 SH SOLE N/A SOLE AGL RESOURCES INC COM 001204106 2,951 92,795 SH SOLE N/A SOLE AGNICO-EAGLE MINES LTD COM 008474108 1,900 36,200 SH SOLE N/A SOLE Alexandria Real Estate Equities Inc COM 015271109 563 15,734 SH SOLE N/A SOLE ALLIANT ENERGY CORP COM 018802108 3,407 130,375 SH SOLE N/A SOLE ALLIANT TECHSYSTEMS INC COM 018804104 4,822 58,542 SH SOLE N/A SOLE Altera Corp COM 021441100 7,133 437,903 SH SOLE N/A SOLE Ameren Corp COM 023608102 4,538 182,304 SH SOLE N/A SOLE American Electric Power Co Inc COM 025537101 3,170 109,735 SH SOLE N/A SOLE American Financial Group Inc/OH COM 025932104 5,335 247,238 SH SOLE N/A SOLE American Tower Corp CL A 029912201 516 16,378 SH SOLE N/A SOLE AMERISOURCEBERGEN CORP COM 03073E105 4,053 228,450 SH SOLE N/A SOLE AMETEK INC COM 031100100 1,869 54,050 SH SOLE N/A SOLE AMGEN INC COM 031162100 4,622 87,297 SH SOLE N/A SOLE AMYLIN PHARMACEUTICALS INC COM 032346108 1,377 102,000 SH SOLE N/A SOLE Analog Devices Inc COM 032654105 5,590 225,568 SH SOLE N/A SOLE Annaly Capital Management Inc COM 035710409 3,989 263,453 SH SOLE N/A SOLE AON CORP COM 037389103 5,162 136,300 SH SOLE N/A SOLE Apollo Group Inc CL A 037604105 4,985 70,093 SH SOLE N/A SOLE ARROW ELECTRONICS INC COM 042735100 2,579 121,409 SH SOLE N/A SOLE ARTHUR J GALLAGHER & CO COM 363576109 6,402 300,007 SH SOLE N/A SOLE ASSOCIATED BANC-CORP COM 045487105 2,792 223,359 SH SOLE N/A SOLE ATMOS ENERGY CORP COM 049560105 903 36,059 SH SOLE N/A SOLE AUTOZONE INC COM 053332102 1,889 12,500 SH SOLE N/A SOLE AVNET INC COM 053807103 991 47,128 SH SOLE N/A SOLE AVX CORP COM 002444107 1,615 162,656 SH SOLE N/A SOLE BALL CORP COM 058498106 6,925 153,341 SH SOLE N/A SOLE BANCORPSOUTH INC COM 059692103 2,934 142,897 SH SOLE N/A SOLE BANK OF AMERICA CORP COM 060505104 2,668 202,091 SH SOLE N/A SOLE Bank of New York Mellon Corp/T COM 064058100 297 10,134 SH SOLE N/A SOLE BARRICK GOLD CORP COM 067901108 2,387 71,150 SH SOLE N/A SOLE Baxter International Inc COM 071813109 2,870 54,200 SH SOLE N/A SOLE BECTON DICKINSON & CO COM 075887109 4,058 56,900 SH SOLE N/A SOLE Bemis Co Inc COM 081437105 6,194 245,800 SH SOLE N/A SOLE BEST BUY CO INC COM 086516101 4,531 135,300 SH SOLE N/A SOLE BIG LOTS INC COM 089302103 2,999 142,628 SH SOLE N/A SOLE BIOGEN IDEC INC COM 09062X103 3,462 76,677 SH SOLE N/A SOLE BJ'S WHOLESALE CLUB INC COM 05548J106 4,243 131,662 SH SOLE N/A SOLE BOSTON PROPERTIES INC COM 101121101 4,617 96,790 SH SOLE N/A SOLE BOSTON SCIENTIFIC CORP COM 101137107 1,846 182,100 SH SOLE N/A SOLE BRE Properties Inc CL A 05564E106 1,181 49,687 SH SOLE N/A SOLE BRINK'S CO/THE COM 109696104 2,189 75,408 SH SOLE N/A SOLE Broadcom Corp CL A 111320107 1,380 55,667 SH SOLE N/A SOLE Brocade Communications Systems Inc COM NEW 111621306 1,874 239,076 SH SOLE N/A SOLE BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 864 50,400 SH SOLE N/A SOLE BROWN & BROWN INC COM 115236101 4,880 244,850 SH SOLE N/A SOLE Burlington Northern Santa Fe Corp COM 12189T104 1,934 26,300 SH SOLE N/A SOLE CA INC COM 12673P105 3,918 224,762 SH SOLE N/A SOLE CACI International Inc CL A 127190304 6,546 153,265 SH SOLE N/A SOLE CAMDEN PROPERTY TRUST SH BEN INT 133131102 378 13,701 SH SOLE N/A SOLE CAMECO CORP COM 13321L108 2,960 115,200 SH SOLE N/A SOLE CAMERON INTERNATIONAL CORP COM 13342B105 372 13,135 SH SOLE N/A SOLE CAMPBELL SOUP CO COM 134429109 3,639 123,681 SH SOLE N/A SOLE Canadian National Railway Co COM 136375102 4,630 107,600 SH SOLE N/A SOLE CANADIAN NATURAL RESOURCES COM 136385101 738 14,000 SH SOLE N/A SOLE CARDINAL HEALTH INC COM 14149Y108 709 23,200 SH SOLE N/A SOLE CAREER EDUCATION CORP COM 141665109 4,101 164,784 SH SOLE N/A SOLE CARLISLE COS INC COM 142339100 4,511 187,666 SH SOLE N/A SOLE CARNIVAL CORP PAIRED CTF 143658300 6,349 246,374 SH SOLE N/A SOLE CENTERPOINT ENERGY INC COM 15189T107 4,302 388,307 SH SOLE N/A SOLE CENTURYTEL INC COM 156700106 4,387 142,911 SH SOLE N/A SOLE CEPHALON INC COM 156708109 583 10,300 SH SOLE N/A SOLE CH Robinson Worldwide Inc COM NEW 12541W209 2,936 56,304 SH SOLE N/A SOLE CHESAPEAKE ENERGY CORP COM 165167107 3,258 164,300 SH SOLE N/A SOLE Chevron Corp COM 166764100 5,150 77,735 SH SOLE N/A SOLE CHOICE HOTELS INTL INC COM 169905106 7,075 265,881 SH SOLE N/A SOLE CHUBB CORP COM 171232101 2,984 74,822 SH SOLE N/A SOLE CHURCH & DWIGHT CO INC COM 171340102 291 5,350 SH SOLE N/A SOLE CIGNA CORP COM 125509109 1,209 50,193 SH SOLE N/A SOLE CISCO SYSTEMS INC COM 17275R102 5,854 313,880 SH SOLE N/A SOLE Clorox Co COM 189054109 5,433 97,305 SH SOLE N/A SOLE CME GROUP INC COM 12572Q105 1,077 3,463 SH SOLE N/A SOLE Coca-Cola Enterprises Inc COM 191219104 2,723 163,519 SH SOLE N/A SOLE Comcast Corp CL A 20030N101 894 61,801 SH SOLE N/A SOLE Commercial Metals Co COM 201723103 4,022 250,885 SH SOLE N/A SOLE COMMUNITY HEALTH SYSTEMS INC COM 203668108 3,393 134,362 SH SOLE N/A SOLE COMPUTER SCIENCES CORP COM 205363104 4,458 100,622 SH SOLE N/A SOLE COMPUWARE CORP COM 205638109 5,322 775,741 SH SOLE N/A SOLE CONOCOPHILLIPS COM 20825C104 4,786 113,800 SH SOLE N/A SOLE CONSOL ENERGY INC COM 20854P109 415 12,219 SH SOLE N/A SOLE CONSOLIDATED EDISON INC COM 209115104 243 6,500 SH SOLE N/A SOLE Constellation Brands Inc CL A 21036P108 3,960 312,277 SH SOLE N/A SOLE Cooper Industries Ltd CL A G24182100 3,574 115,111 SH SOLE N/A SOLE CORNING INC COM 219350105 458 28,500 SH SOLE N/A SOLE Corporate Office Properties Trust SBI MD SH BEN INT 22002T108 2,255 76,898 SH SOLE N/A SOLE Corus Entertainment Inc COM CL B NON VTG 220874101 1,928 150,800 SH SOLE N/A SOLE CRANE CO COM 224399105 4,429 198,524 SH SOLE N/A SOLE Crown Holdings Inc COM 228368106 5,617 232,673 SH SOLE N/A SOLE CSX CORP COM 126408103 2,840 82,000 SH SOLE N/A SOLE CULLEN/FROST BANKERS INC COM 229899109 2,082 45,152 SH SOLE N/A SOLE DARDEN RESTAURANTS INC COM 237194105 1,577 47,805 SH SOLE N/A SOLE DAVITA INC COM 23918K108 3,819 77,212 SH SOLE N/A SOLE DEAN FOODS CO COM 242370104 5,615 292,576 SH SOLE N/A SOLE DEL MONTE FOODS CO COM 24522P103 4,701 501,207 SH SOLE N/A SOLE DELL INC COM 24702R101 2,116 154,150 SH SOLE N/A SOLE DEVRY INC COM 251893103 896 17,907 SH SOLE N/A SOLE Diamond Offshore Drilling Inc COM 25271C102 1,694 20,400 SH SOLE N/A SOLE DISH NETWORK CORP CL A 25470M109 2,131 131,487 SH SOLE N/A SOLE DOLLAR TREE INC COM 256746108 870 20,666 SH SOLE N/A SOLE DOMINION RESOURCES INC/VA COM 25746U109 1,283 38,392 SH SOLE N/A SOLE DPL Inc COM 233293109 3,839 165,700 SH SOLE N/A SOLE DR HORTON INC COM 23331A109 1,458 155,747 SH SOLE N/A SOLE DreamWorks Animation SKG Inc CL A 26153C103 1,436 52,036 SH SOLE N/A SOLE DST SYSTEMS INC COM 233326107 1,752 47,414 SH SOLE N/A SOLE DUKE ENERGY CORP COM 26441C105 185 12,700 SH SOLE N/A SOLE DUN & BRADSTREET CORP COM 26483E100 3,438 42,330 SH SOLE N/A SOLE Eastman Chemical Co COM 277432100 587 15,494 SH SOLE N/A SOLE EBAY INC COM 278642103 571 33,350 SH SOLE N/A SOLE ECOLAB INC COM 278865100 3,727 95,600 SH SOLE N/A SOLE El Paso Corp COM 28336L109 2,587 280,316 SH SOLE N/A SOLE ELI LILLY & CO COM 532457108 2,261 65,260 SH SOLE N/A SOLE EMERSON ELECTRIC CO COM 291011104 1,482 45,734 SH SOLE N/A SOLE ENBRIDGE INC COM 29250N105 2,759 79,400 SH SOLE N/A SOLE ENCANA CORP COM 292505104 934 18,800 SH SOLE N/A SOLE Endo Pharmaceuticals Holdings Inc COM 29264F205 4,773 266,331 SH SOLE N/A SOLE ENERGIZER HOLDINGS INC COM 29266R108 2,110 40,400 SH SOLE N/A SOLE EQUIFAX INC COM 294429105 2,162 82,826 SH SOLE N/A SOLE ESSEX PROPERTY TRUST INC COM 297178105 603 9,697 SH SOLE N/A SOLE Expeditors International Washington Inc COM 302130109 2,118 63,541 SH SOLE N/A SOLE EXPRESS SCRIPTS INC COM 302182100 1,096 15,945 SH SOLE N/A SOLE EXXON MOBIL CORP COM 30231G102 622 8,900 SH SOLE N/A SOLE Family Dollar Stores Inc COM 307000109 3,047 107,680 SH SOLE N/A SOLE Federated Investors Inc CL B 314211103 3,349 139,038 SH SOLE N/A SOLE FEDEX CORP COM 31428X106 1,129 20,300 SH SOLE N/A SOLE First American Corp COM 318522307 4,912 189,562 SH SOLE N/A SOLE FIRSTMERIT CORP COM 337915102 4,324 254,348 SH SOLE N/A SOLE FISERV INC COM 337738108 3,951 86,428 SH SOLE N/A SOLE Flextronics International Ltd ORD Y2573F102 1,674 403,492 SH SOLE N/A SOLE FLIR SYSTEMS INC COM 302445101 4,460 197,699 SH SOLE N/A SOLE FLOWSERVE CORP COM 34354P105 4,803 68,800 SH SOLE N/A SOLE FLUOR CORP COM 343412102 938 18,296 SH SOLE N/A SOLE FMC TECHNOLOGIES INC COM 30249U101 3,277 87,200 SH SOLE N/A SOLE FOOT LOCKER INC COM 344849104 2,706 258,453 SH SOLE N/A SOLE FOREST LABORATORIES INC COM 345838106 4,307 171,544 SH SOLE N/A SOLE FOREST OIL CORP COM PAR $0.01 346091705 1,516 101,638 SH SOLE N/A SOLE FOSSIL INC COM 349882100 2,831 117,551 SH SOLE N/A SOLE FRONTIER COMMUNICATIONS CORP COM 35906A108 1,490 208,696 SH SOLE N/A SOLE Frontier Oil Corp COM 35914P105 3,057 233,208 SH SOLE N/A SOLE GAP INC/THE COM 364760108 1,586 96,722 SH SOLE N/A SOLE Gardner Denver Inc COM 365558105 4,276 169,896 SH SOLE N/A SOLE GENERAL DYNAMICS CORP COM 369550108 4,941 89,200 SH SOLE N/A SOLE GENERAL ELECTRIC CO COM 369604103 449 38,349 SH SOLE N/A SOLE GENERAL MILLS INC COM 370334104 2,700 48,200 SH SOLE N/A SOLE GENUINE PARTS CO COM 372460105 6,028 179,625 SH SOLE N/A SOLE GILDAN ACTIVEWEAR INC COM 375916103 1,159 78,100 SH SOLE N/A SOLE GILEAD SCIENCES INC COM 375558103 506 10,810 SH SOLE N/A SOLE Goldman Sachs Group Inc/The COM 38141G104 2,713 18,400 SH SOLE N/A SOLE Granite Construction Inc COM 387328107 2,948 88,591 SH SOLE N/A SOLE H&R BLOCK INC COM 093671105 6,810 395,256 SH SOLE N/A SOLE HARSCO CORP COM 415864107 2,538 89,668 SH SOLE N/A SOLE HAWAIIAN ELECTRIC INDS COM 419870100 1,671 87,664 SH SOLE N/A SOLE HCC INSURANCE HOLDINGS INC COM 404132102 2,251 93,773 SH SOLE N/A SOLE HCP INC COM 40414L109 3,004 141,787 SH SOLE N/A SOLE HEALTH NET INC COM 42222G108 2,837 182,423 SH SOLE N/A SOLE HENRY SCHEIN INC COM 806407102 3,272 68,245 SH SOLE N/A SOLE HESS CORP COM 42809H107 3,281 61,050 SH SOLE N/A SOLE Hewitt Associates Inc COM 42822Q100 1,400 47,000 SH SOLE N/A SOLE HEWLETT-PACKARD CO COM 428236103 4,406 114,000 SH SOLE N/A SOLE HOME DEPOT INC COM 437076102 531 22,480 SH SOLE N/A SOLE HOME PROPERTIES INC COM 437306103 3,674 107,743 SH SOLE N/A SOLE HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 6,063 509,946 SH SOLE N/A SOLE Hubbell Inc CL B 443510201 4,462 139,170 SH SOLE N/A SOLE HUDSON CITY BANCORP INC COM 443683107 5,835 439,034 SH SOLE N/A SOLE HUMANA INC COM 444859102 1,479 45,850 SH SOLE N/A SOLE IAMGOLD CORP COM 450913108 926 91,300 SH SOLE N/A SOLE IMS HEALTH INC COM 449934108 1,144 90,115 SH SOLE N/A SOLE Ingersoll-Rand Company LTD CL A G4776G101 421 20,136 SH SOLE N/A SOLE INTEL CORP COM 458140100 7,847 474,159 SH SOLE N/A SOLE International Business Machines Corp COM 459200101 2,287 21,900 SH SOLE N/A SOLE International Flavors & Fragrances Inc COM 459506101 3,445 105,298 SH SOLE N/A SOLE INTERPUBLIC GROUP OF COS INC COM 460690100 2,705 535,581 SH SOLE N/A SOLE INTUIT INC COM 461202103 2,609 92,555 SH SOLE N/A SOLE IRON MOUNTAIN INC COM 462846106 491 17,069 SH SOLE N/A SOLE ITT Corp COM 450911102 5,529 124,243 SH SOLE N/A SOLE ITT EDUCATIONAL SERVICES INC COM 45068B109 5,179 51,450 SH SOLE N/A SOLE IVANHOE MINES LTD COM 46579N103 237 42,700 SH SOLE N/A SOLE Jack Henry & Associates Inc COM 426281101 5,104 245,961 SH SOLE N/A SOLE JACK IN THE BOX INC COM 466367109 4,749 211,524 SH SOLE N/A SOLE JACOBS ENGINEERING GROUP INC COM 469814107 1,741 41,375 SH SOLE N/A SOLE Jefferies Group Inc COM 472319102 3,750 175,800 SH SOLE N/A SOLE JM Smucker Co/The COM NEW 832696405 2,759 56,704 SH SOLE N/A SOLE John Wiley & Sons Inc CL A 968223206 567 17,059 SH SOLE N/A SOLE JOHNSON CONTROLS INC COM 478366107 4,355 200,500 SH SOLE N/A SOLE JOY GLOBAL INC COM 481165108 1,377 38,539 SH SOLE N/A SOLE JPMorgan Chase & Co COM 46625H100 2,023 59,310 SH SOLE N/A SOLE KIMBERLY-CLARK CORP COM 494368103 5,256 100,247 SH SOLE N/A SOLE Kinetic Concepts Inc COM NEW 49460W208 3,523 129,281 SH SOLE N/A SOLE KING PHARMACEUTICALS INC COM 495582108 4,628 480,596 SH SOLE N/A SOLE Kirby Corp COM 497266106 1,265 39,803 SH SOLE N/A SOLE Knight Capital Group Inc CL A 499005106 3,490 204,700 SH SOLE N/A SOLE KNIGHT TRANSPORTATION INC COM 499064103 655 39,600 SH SOLE N/A SOLE Kraft Foods Inc CL A 50075N104 3,796 149,797 SH SOLE N/A SOLE Kroger Co/The COM 501044101 5,139 233,074 SH SOLE N/A SOLE L-3 Communications Holdings Inc COM 502424104 6,216 89,600 SH SOLE N/A SOLE Laboratory Corp of America Holdings COM NEW 50540R409 2,611 38,509 SH SOLE N/A SOLE LEGGETT & PLATT INC COM 524660107 618 40,607 SH SOLE N/A SOLE Lexmark International Inc CL A 529771107 6,173 389,451 SH SOLE N/A SOLE LIBERTY PROPERTY TRUST SH BEN INT 531172104 4,040 175,326 SH SOLE N/A SOLE Life Technologies Corp COM 53217V109 1,661 39,814 SH SOLE N/A SOLE LIFEPOINT HOSPITALS INC COM 53219L109 3,035 115,600 SH SOLE N/A SOLE LINCARE HOLDINGS INC COM 532791100 3,508 149,142 SH SOLE N/A SOLE LINEAR TECHNOLOGY CORP COM 535678106 4,067 174,158 SH SOLE N/A SOLE LOWE'S COS INC COM 548661107 2,166 111,614 SH SOLE N/A SOLE LUBRIZOL CORP COM 549271104 7,008 148,119 SH SOLE N/A SOLE MACK-CALI REALTY CORP COM 554489104 5,160 226,324 SH SOLE N/A SOLE Macy's Inc COM 55616P104 1,780 151,400 SH SOLE N/A SOLE MARATHON OIL CORP COM 565849106 3,892 129,188 SH SOLE N/A SOLE Marsh & McLennan Cos Inc COM 571748102 6,628 329,251 SH SOLE N/A SOLE McCormick & Co Inc/MD COM NON VTG 579780206 403 12,400 SH SOLE N/A SOLE MCDONALD'S CORP COM 580135101 3,357 58,400 SH SOLE N/A SOLE McGraw-Hill Cos Inc/The COM 580645109 4,723 156,850 SH SOLE N/A SOLE MCKESSON CORP COM 58155Q103 1,822 41,400 SH SOLE N/A SOLE MEADWESTVACO CORP COM 583334107 496 30,199 SH SOLE N/A SOLE MEDTRONIC INC COM 585055106 3,475 99,600 SH SOLE N/A SOLE Merck & Co Inc COM 589331107 914 32,700 SH SOLE N/A SOLE Mettler Toledo International Inc COM 592688105 5,470 70,900 SH SOLE N/A SOLE MICROCHIP TECHNOLOGY INC COM 595017104 3,198 141,802 SH SOLE N/A SOLE MOODY'S CORP COM 615369105 5,436 206,303 SH SOLE N/A SOLE MOTOROLA INC COM 620076109 1,107 167,000 SH SOLE N/A SOLE MURPHY OIL CORP COM 626717102 4,633 85,300 SH SOLE N/A SOLE Nasdaq OMX Group/The COM 631103108 3,899 182,944 SH SOLE N/A SOLE NATIONAL OILWELL VARCO INC COM 637071101 1,568 48,023 SH SOLE N/A SOLE NBTY Inc COM 628782104 2,700 96,010 SH SOLE N/A SOLE NetApp Inc COM 64110D104 3,189 161,700 SH SOLE N/A SOLE New York Community Bancorp Inc COM 649445103 5,540 518,242 SH SOLE N/A SOLE NewAlliance Bancshares Inc COM 650203102 818 71,087 SH SOLE N/A SOLE NEWELL RUBBERMAID INC COM 651229106 7,463 716,930 SH SOLE N/A SOLE NEWFIELD EXPLORATION CO COM 651290108 4,307 131,820 SH SOLE N/A SOLE NEWMONT MINING CORP COM 651639106 4,190 102,515 SH SOLE N/A SOLE NICOR INC COM 654086107 3,328 96,129 SH SOLE N/A SOLE NISOURCE INC COM 65473P105 2,628 225,400 SH SOLE N/A SOLE NOBLE CORP SHS G65422100 4,169 137,804 SH SOLE N/A SOLE NORFOLK SOUTHERN CORP COM 655844108 369 9,800 SH SOLE N/A SOLE NORTHROP GRUMMAN CORP COM 666807102 3,353 73,400 SH SOLE N/A SOLE NV Energy Inc COM 67073Y106 2,119 196,346 SH SOLE N/A SOLE Oceaneering International Inc COM 675232102 375 8,300 SH SOLE N/A SOLE Old Republic International Corp COM 680223104 3,534 358,825 SH SOLE N/A SOLE OMNICARE INC COM 681904108 5,440 211,187 SH SOLE N/A SOLE Omnicom Group Inc COM 681919106 5,425 171,800 SH SOLE N/A SOLE ONEOK INC COM 682680103 5,476 185,675 SH SOLE N/A SOLE ORACLE CORP COM 68389X105 4,494 209,798 SH SOLE N/A SOLE O'REILLY AUTOMOTIVE INC COM 686091109 1,666 43,748 SH SOLE N/A SOLE OWENS-ILLINOIS INC COM NEW 690768403 5,374 191,854 SH SOLE N/A SOLE Pactiv Corp COM 695257105 7,230 333,159 SH SOLE N/A SOLE PALL CORP COM 696429307 2,619 98,624 SH SOLE N/A SOLE PATTERSON COS INC COM 703395103 3,523 162,367 SH SOLE N/A SOLE PENTAIR INC COM 709631105 2,840 110,846 SH SOLE N/A SOLE PEPCO HOLDINGS INC COM 713291102 958 71,267 SH SOLE N/A SOLE PEPSICO INC COM 713448108 2,528 46,000 SH SOLE N/A SOLE Perot Systems Corp CL A 714265105 3,975 277,371 SH SOLE N/A SOLE PETSMART INC COM 716768106 295 13,730 SH SOLE N/A SOLE PFIZER INC COM 717081103 293 19,500 SH SOLE N/A SOLE Pinnacle West Capital Corp COM 723484101 3,512 116,500 SH SOLE N/A SOLE PNC Financial Services Group Inc COM 693475105 1,102 28,400 SH SOLE N/A SOLE PPL Corp COM 69351T106 1,822 55,272 SH SOLE N/A SOLE PRAXAIR INC COM 74005P104 421 5,920 SH SOLE N/A SOLE PROGRESS ENERGY INC COM 743263105 678 17,914 SH SOLE N/A SOLE Progressive Corp/The COM 743315103 1,784 118,053 SH SOLE N/A SOLE PUBLIC STORAGE COM 74460D109 1,205 18,400 SH SOLE N/A SOLE QLOGIC CORP COM 747277101 163 12,856 SH SOLE N/A SOLE QUALCOMM INC COM 747525103 1,008 22,300 SH SOLE N/A SOLE Quest Diagnostics Inc COM 74834L100 3,662 64,900 SH SOLE N/A SOLE Qwest Communications International Inc COM 749121109 2,487 599,300 SH SOLE N/A SOLE RADIOSHACK CORP COM 750438103 2,632 188,572 SH SOLE N/A SOLE Raytheon Co COM NEW 755111507 4,278 96,284 SH SOLE N/A SOLE REGIONS FINANCIAL CORP COM 7591EP100 615 152,124 SH SOLE N/A SOLE Reinsurance Group of America Inc COM NEW 759351604 5,640 161,553 SH SOLE N/A SOLE RELIANCE STEEL & ALUMINUM COM 759509102 6,050 157,596 SH SOLE N/A SOLE Rent-A-Center Inc/TX COM 76009N100 4,488 251,693 SH 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