-----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, RDFTigp//l2rsyslda8FENeN2FvP8AY673tjBBKFaTBgCOJwAj5+wiaWdP3ITQ7K 5UbaFVcEIOVxb6QRppU0Ig== 0000914121-09-000334.txt : 20090205 0000914121-09-000334.hdr.sgml : 20090205 20090204181116 ACCESSION NUMBER: 0000914121-09-000334 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090205 DATE AS OF CHANGE: 20090204 EFFECTIVENESS DATE: 20090205 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: 09569514 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 bd123108-13f.txt 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 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 February 4, 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: 383 Form 13F Information Table Value Total: $1,333,284 (thousands) List of Other Included Managers: NONE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN4 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 - ------------------------------------ --------------- --------- ---------- -------- --- ---- ---------- -------- --------- ACE Ltd SHS H0023R105 4826.304 91200 SH SOLE N/A SOLE ADTRAN INC COM 00738A106 8306.22432 558214 SH SOLE N/A SOLE AEROPOSTALE INC COM 007865108 3809.26 236600 SH SOLE N/A SOLE AES CORP COM 00130H105 2680.36488 325287 SH SOLE N/A SOLE Affiliated Managers Group Inc COM 008252108 1165.376 27800 SH SOLE N/A SOLE AGCO CORP COM 001084102 5609.01789 237771 SH SOLE N/A SOLE AGRIUM INC COM 008916108 2817.4315 82550 SH SOLE N/A SOLE Akamai Technologies Inc COM 00971T101 219.12189 14521 SH SOLE N/A SOLE ALBEMARLE CORP COM 012653101 2842.6479 127473 SH SOLE N/A SOLE ALEXANDER & BALDWIN INC COM 014482103 1166.06686 46531 SH SOLE N/A SOLE Alexandria Real Estate Equities Inc COM 015271109 4304.29356 71334 SH SOLE N/A SOLE ALLEGHENY ENERGY INC COM 017361106 599.322 17700 SH SOLE N/A SOLE ALLIANT ENERGY CORP COM 018802108 1016.74792 34844 SH SOLE N/A SOLE Allstate Corp/The COM 020002101 2669.94 81500 SH SOLE N/A SOLE Altera Corp COM 021441100 10340.1981 618803 SH SOLE N/A SOLE Ameren Corp COM 023608102 2042.29704 61404 SH SOLE N/A SOLE American Eagle Outfitters Inc COM 02553E106 1214.3664 129740 SH SOLE N/A SOLE American Electric Power Co Inc COM 025537101 4424.0768 132935 SH SOLE N/A SOLE American Financial Group Inc/OH COM 025932104 4650.08544 203238 SH SOLE N/A SOLE American Tower Corp CL A 029912201 421.56296 14378 SH SOLE N/A SOLE AMERISOURCEBERGEN CORP COM 03073E105 3299.4415 92525 SH SOLE N/A SOLE AMETEK INC COM 031100100 2246.11351 74350 SH SOLE N/A SOLE AMGEN INC COM 031162100 1611.05175 27897 SH SOLE N/A SOLE Analog Devices Inc COM 032654105 5117.93964 269082 SH SOLE N/A SOLE ANIXTER INTERNATIONAL INC COM 035290105 306.50112 10176 SH SOLE N/A SOLE Annaly Capital Management Inc COM 035710409 3942.94911 248453 SH SOLE N/A SOLE Ansys Inc COM 03662Q105 1478.97881 53029 SH SOLE N/A SOLE AON CORP COM 037389103 790.264 17300 SH SOLE N/A SOLE Apartment Investment & Management Co CL A 03748R101 2054.64105 177891 SH SOLE N/A SOLE Apollo Group Inc CL A 037604105 1884.31566 24593 SH SOLE N/A SOLE ARCH COAL INC COM 039380100 13574.0986 833278 SH SOLE N/A SOLE ARCHER-DANIELS-MIDLAND CO COM 039483102 6391.611 221700 SH SOLE N/A SOLE ARROW ELECTRONICS INC COM 042735100 9774.36157 518809 SH SOLE N/A SOLE ASSOCIATED BANC-CORP COM 045487105 1110.50394 53058 SH SOLE N/A SOLE Assurant Inc COM 04621X108 2958.84 98628 SH SOLE N/A SOLE ASTORIA FINANCIAL CORP COM 046265104 4648.8432 282090 SH SOLE N/A SOLE ATMOS ENERGY CORP COM 049560105 3055.5462 128926 SH SOLE N/A SOLE Autoliv Inc COM 052800109 2207.28976 102856 SH SOLE N/A SOLE AUTONATION INC COM 05329W102 4579.81473 463544 SH SOLE N/A SOLE AUTOZONE INC COM 053332102 1827.057 13100 SH SOLE N/A SOLE AVNET INC COM 053807103 8140.37988 447028 SH SOLE N/A SOLE AVON PRODUCTS INC COM 054303102 4259.19735 177245 SH SOLE N/A SOLE BALLARD POWER SYSTEMS INC COM 058586108 14.08884 12468 SH SOLE N/A SOLE BANK OF AMERICA CORP COM 060505104 4877.18528 346391 SH SOLE N/A SOLE BANK OF HAWAII CORP COM 062540109 3129.01624 69272 SH SOLE N/A SOLE Bank of New York Mellon Corp/T COM 064058100 6275.26498 221506 SH SOLE N/A SOLE BECKMAN COULTER INC COM 075811109 2865.28346 65209 SH SOLE N/A SOLE Bemis Co Inc COM 081437105 3099.712 130900 SH SOLE N/A SOLE BEST BUY CO INC COM 086516101 882.654 31400 SH SOLE N/A SOLE BIG LOTS INC COM 089302103 2049.29172 141428 SH SOLE N/A SOLE BIOGEN IDEC INC COM 09062X103 5476.35451 114977 SH SOLE N/A SOLE BMC SOFTWARE INC COM 055921100 11321.4137 420714 SH SOLE N/A SOLE BOEING CO COM 097023105 2169.38547 50841 SH SOLE N/A SOLE BOSTON SCIENTIFIC CORP COM 101137107 2886.246 372900 SH SOLE N/A SOLE BRINK'S CO/THE COM 109696104 8005.07904 297808 SH SOLE N/A SOLE Brocade Communications Systems Inc COM NEW 111621306 945.71808 334176 SH SOLE N/A SOLE Bucyrus International Inc COM 118759109 1200.29972 64811 SH SOLE N/A SOLE BUNGE LIMITED COM G16962105 3393.73058 65554 SH SOLE N/A SOLE Burlington Northern Santa Fe Corp COM 12189T104 492.115 6500 SH SOLE N/A SOLE CA INC COM 12673P105 11704.6969 631662 SH SOLE N/A SOLE CABOT CORP COM 127055101 156.2589 10213 SH SOLE N/A SOLE CACI International Inc CL A 127190304 458.43003 10167 SH SOLE N/A SOLE CAMDEN PROPERTY TRUST SH BEN INT 133131102 2570.91422 82033 SH SOLE N/A SOLE CAMECO CORP COM 13321L108 1092.99708 64100 SH SOLE N/A SOLE CAMERON INTERNATIONAL CORP COM 13342B105 1743.2175 85035 SH SOLE N/A SOLE CANADIAN NATURAL RESOURCES COM 136385101 2574.72641 65200 SH SOLE N/A SOLE CANADIAN PACIFIC RAILWAY LTD COM 13645T100 3090.51253 93100 SH SOLE N/A SOLE CAPITAL ONE FINANCIAL CORP COM 14040H105 584.5437 18330 SH SOLE N/A SOLE CARDINAL HEALTH INC COM 14149Y108 2374.983 68900 SH SOLE N/A SOLE CARLISLE COS INC COM 142339100 7550.3664 364752 SH SOLE N/A SOLE CARNIVAL CORP PAIRED CTF 143658300 3109.89568 127874 SH SOLE N/A SOLE CATERPILLAR INC COM 149123101 396.75894 8882 SH SOLE N/A SOLE CELESTICA INC SUB VTG SHS 15101Q108 2474.03487 536667 SH SOLE N/A SOLE CELGENE CORP COM 151020104 284.58144 5148 SH SOLE N/A SOLE CENTERPOINT ENERGY INC COM 15189T107 4148.28234 328707 SH SOLE N/A SOLE CENTURYTEL INC COM 156700106 5909.04663 216211 SH SOLE N/A SOLE Chevron Corp COM 166764100 1666.91395 22535 SH SOLE N/A SOLE CHUBB CORP COM 171232101 1592.322 31222 SH SOLE N/A SOLE CIGNA CORP COM 125509109 6195.08785 367661 SH SOLE N/A SOLE CINTAS CORP COM 172908105 3552.51744 152928 SH SOLE N/A SOLE CISCO SYSTEMS INC COM 17275R102 4288.204 263080 SH SOLE N/A SOLE Cliffs Natural Resources Inc COM 18683K101 531.53555 20755 SH SOLE N/A SOLE CME GROUP INC COM 12572Q105 1074.47193 5163 SH SOLE N/A SOLE CMS ENERGY CORP COM 125896100 279.036 27600 SH SOLE N/A SOLE CNA FINANCIAL CORP COM 126117100 896.99928 54562 SH SOLE N/A SOLE COACH INC COM 189754104 4347.32716 209308 SH SOLE N/A SOLE Coca-Cola Enterprises Inc COM 191219104 306.99357 25519 SH SOLE N/A SOLE Cognizant Technology Solutions Corp CL A 192446102 1437.3954 79590 SH SOLE N/A SOLE COMMUNITY HEALTH SYSTEMS INC COM 203668108 4405.52196 302162 SH SOLE N/A SOLE COMPUTER SCIENCES CORP COM 205363104 13188.8151 375322 SH SOLE N/A SOLE COMPUWARE CORP COM 205638109 5152.68675 763361 SH SOLE N/A SOLE CONAGRA FOODS INC COM 205887102 460.35 27900 SH SOLE N/A SOLE CONOCOPHILLIPS COM 20825C104 1238.02 23900 SH SOLE N/A SOLE CONSOL ENERGY INC COM 20854P109 4587.63302 160519 SH SOLE N/A SOLE Constellation Brands Inc CL A 21036P108 5285.74129 335177 SH SOLE N/A SOLE Continental Airlines Inc CL B 210795308 12308.6485 681542 SH SOLE N/A SOLE Con-way Inc COM 205944101 4735.3054 178019 SH SOLE N/A SOLE COPART INC COM 217204106 572.37669 21051 SH SOLE N/A SOLE CORNING INC COM 219350105 5759.932 604400 SH SOLE N/A SOLE Corporate Office Properties Trust SBI MD SH BEN INT 22002T108 2336.2086 76098 SH SOLE N/A SOLE CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 182.64304 11164 SH SOLE N/A SOLE Corus Entertainment Inc COM CL B NON VTG 220874101 862.3037 76200 SH SOLE N/A SOLE COVENTRY HEALTH CARE INC COM 222862104 2839.104 190800 SH SOLE N/A SOLE CRANE CO COM 224399105 691.73776 40124 SH SOLE N/A SOLE CSX CORP COM 126408103 5838.106 179800 SH SOLE N/A SOLE CULLEN/FROST BANKERS INC COM 229899109 1077.00068 21251 SH SOLE N/A SOLE CUMMINS INC COM 231021106 1598.66784 59808 SH SOLE N/A SOLE CVS CAREMARK CORP COM 126650100 1138.104 39600 SH SOLE N/A SOLE CYTEC INDUSTRIES INC COM 232820100 2118.54114 99837 SH SOLE N/A SOLE DARDEN RESTAURANTS INC COM 237194105 1628.94491 57805 SH SOLE N/A SOLE DAVITA INC COM 23918K108 3143.33284 63412 SH SOLE N/A SOLE DEAN FOODS CO COM 242370104 6510.09972 362276 SH SOLE N/A SOLE DEERE & CO COM 244199105 1906.49664 49752 SH SOLE N/A SOLE DEL MONTE FOODS CO COM 24522P103 3184.48998 446007 SH SOLE N/A SOLE DELL INC COM 24702R101 4420.096 431650 SH SOLE N/A SOLE Diamond Offshore Drilling Inc COM 25271C102 2186.674 37100 SH SOLE N/A SOLE DISH NETWORK CORP CL A 25470M109 4509.04983 406587 SH SOLE N/A SOLE DOLLAR TREE INC COM 256746108 1666.18254 39966 SH SOLE N/A SOLE DOMINION RESOURCES INC/VA COM 25746U109 209.3056 5840 SH SOLE N/A SOLE DPL Inc COM 233293109 3297.25092 144363 SH SOLE N/A SOLE DST SYSTEMS INC COM 233326107 4542.93972 119614 SH SOLE N/A SOLE DUKE REALTY CORP COM NEW 264411505 1522.88104 138949 SH SOLE N/A SOLE DUN & BRADSTREET CORP COM 26483E100 4093.916 53030 SH SOLE N/A SOLE EBAY INC COM 278642103 1934.158 138550 SH SOLE N/A SOLE EDISON INTERNATIONAL COM 281020107 2017.136 62800 SH SOLE N/A SOLE El Paso Corp COM 28336L109 2917.58328 372616 SH SOLE N/A SOLE Elan Corp PLC ADR 284131208 3655.05 609175 SH SOLE N/A SOLE Eldorado Gold Corp COM 284902103 486.99469 62300 SH SOLE N/A SOLE ELI LILLY & CO COM 532457108 5124.7602 127260 SH SOLE N/A SOLE EMC Corp/Massachusetts COM 268648102 3010.125 287500 SH SOLE N/A SOLE EMERSON ELECTRIC CO COM 291011104 3867.26074 105634 SH SOLE N/A SOLE ENCANA CORP COM 292505104 927.41669 20100 SH SOLE N/A SOLE Endo Pharmaceuticals Holdings Inc COM 29264F205 5254.44228 203031 SH SOLE N/A SOLE ENERGIZER HOLDINGS INC COM 29266R108 2826.108 52200 SH SOLE N/A SOLE ENSCO INTERNATIONAL INC COM 26874Q100 4724.83414 166426 SH SOLE N/A SOLE EQUIFAX INC COM 294429105 3283.86552 123826 SH SOLE N/A SOLE Estee Lauder Cos Inc/The CL A 518439104 2414.88 78000 SH SOLE N/A SOLE F5 Networks Inc COM 315616102 3156.966 138100 SH SOLE N/A SOLE Family Dollar Stores Inc COM 307000109 1574.41944 60392 SH SOLE N/A SOLE Federated Investors Inc CL B 314211103 5792.67104 341549 SH SOLE N/A SOLE FEDEX CORP COM 31428X106 3893.905 60700 SH SOLE N/A SOLE First American Corp COM 318522307 2032.75818 70362 SH SOLE N/A SOLE FIRSTENERGY CORP COM 337932107 4820.20476 99222 SH SOLE N/A SOLE FISERV INC COM 337738108 5314.67536 146128 SH SOLE N/A SOLE Flextronics International Ltd ORD Y2573F102 14923.6352 5829545 SH SOLE N/A SOLE FLIR SYSTEMS INC COM 302445101 3358.32484 109463 SH SOLE N/A SOLE FLOWSERVE CORP COM 34354P105 4995.5 97000 SH SOLE N/A SOLE FLUOR CORP COM 343412102 4320.80152 96296 SH SOLE N/A SOLE FMC CORP COM NEW 302491303 6163.03359 137783 SH SOLE N/A SOLE FMC TECHNOLOGIES INC COM 30249U101 762.56 32000 SH SOLE N/A SOLE FOREST LABORATORIES INC COM 345838106 5362.55568 210544 SH SOLE N/A SOLE FOSSIL INC COM 349882100 904.4887 54161 SH SOLE N/A SOLE FRONTIER COMMUNICATIONS CORP COM 35906A108 1803.02704 206296 SH SOLE N/A SOLE Frontier Oil Corp COM 35914P105 5460.05004 432308 SH SOLE N/A SOLE Gannett Co Inc COM 364730101 2287.864 285983 SH SOLE N/A SOLE GAP INC/THE COM 364760108 4311.20508 321972 SH SOLE N/A SOLE Gardner Denver Inc COM 365558105 3260.50464 139696 SH SOLE N/A SOLE GARTNER INC-CL A COM 366651107 2349.12033 131751 SH SOLE N/A SOLE GATX CORP COM 361448103 3065.4106 98980 SH SOLE N/A SOLE GENERAL DYNAMICS CORP COM 369550108 5649.579 98100 SH SOLE N/A SOLE GENUINE PARTS CO COM 372460105 7066.03896 186636 SH SOLE N/A SOLE GERDAU AMERISTEEL CORP COM 37373P105 3353.82216 553436 SH SOLE N/A SOLE GILDAN ACTIVEWEAR INC COM 375916103 2520.75072 219300 SH SOLE N/A SOLE GOODRICH CORP COM 382388106 6091.30782 164541 SH SOLE N/A SOLE GOODYEAR TIRE & RUBBER CO COM 382550101 654.82542 109686 SH SOLE N/A SOLE GREAT PLAINS ENERGY INC COM 391164100 3062.20061 158417 SH SOLE N/A SOLE H&R BLOCK INC COM 093671105 4465.75232 196556 SH SOLE N/A SOLE HANOVER INSURANCE GROUP INC COM 410867105 476.19354 11082 SH SOLE N/A SOLE HARLEY-DAVIDSON INC COM 412822108 4856.25399 286167 SH SOLE N/A SOLE HARRIS CORP COM 413875105 5999.53374 157675 SH SOLE N/A SOLE HARSCO CORP COM 415864107 4921.504 177800 SH SOLE N/A SOLE HCC INSURANCE HOLDINGS INC COM 404132102 3182.52775 118973 SH SOLE N/A SOLE HCP INC COM 40414L109 2577.55586 92818 SH SOLE N/A SOLE HELMERICH & PAYNE COM 423452101 5518.6495 242578 SH SOLE N/A SOLE HENRY SCHEIN INC COM 806407102 3938.48805 107345 SH SOLE N/A SOLE Hewitt Associates Inc COM 42822Q100 1155.066 40700 SH SOLE N/A SOLE Hospira Inc COM 441060100 453.258 16900 SH SOLE N/A SOLE HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 2596.42096 174608 SH SOLE N/A SOLE Hubbell Inc CL B 443510201 2366.1954 72405 SH SOLE N/A SOLE HUDSON CITY BANCORP INC COM 443683107 3418.18512 214172 SH SOLE N/A SOLE HUMANA INC COM 444859102 3390.61601 90950 SH SOLE N/A SOLE Huntington Bancshares Inc/OH COM 446150104 3594.15626 469211 SH SOLE N/A SOLE IAMGOLD CORP COM 450913108 2197.81271 357000 SH SOLE N/A SOLE Illinois Tool Works Inc COM 452308109 2613.0476 74552 SH SOLE N/A SOLE IMS HEALTH INC COM 449934108 3468.8354 228815 SH SOLE N/A SOLE Ingram Micro Inc CL A 457153104 1817.5586 135740 SH SOLE N/A SOLE Integrated Device Technology Inc COM 458118106 3711.22818 661538 SH SOLE N/A SOLE INTEL CORP COM 458140100 12115.8889 826459 SH SOLE N/A SOLE International Business Machines Corp COM 459200101 3349.568 39800 SH SOLE N/A SOLE International Game Technology COM 459902102 2364.70698 198882 SH SOLE N/A SOLE INTERPUBLIC GROUP OF COS INC COM 460690100 6468.37884 1633429 SH SOLE N/A SOLE ITT EDUCATIONAL SERVICES INC COM 45068B109 1714.38901 18050 SH SOLE N/A SOLE JABIL CIRCUIT INC COM 466313103 6959.62125 1031055 SH SOLE N/A SOLE Jack Henry & Associates Inc COM 426281101 2701.75554 139194 SH SOLE N/A SOLE JACK IN THE BOX INC COM 466367109 5001.70616 226424 SH SOLE N/A SOLE JACOBS ENGINEERING GROUP INC COM 469814107 5039.6775 104775 SH SOLE N/A SOLE Jarden Corp COM 471109108 7210.55751 627005 SH SOLE N/A SOLE JB Hunt Transport Services Inc COM 445658107 3266.43807 124341 SH SOLE N/A SOLE JM Smucker Co/The COM NEW 832696405 3130.76544 72204 SH SOLE N/A SOLE JOHNSON CONTROLS INC COM 478366107 200.06872 11017 SH SOLE N/A SOLE JOY GLOBAL INC COM 481165108 4833.97887 211183 SH SOLE N/A SOLE JPMorgan Chase & Co COM 46625H100 2648.8353 84010 SH SOLE N/A SOLE JUNIPER NETWORKS INC COM 48203R104 2032.911 116100 SH SOLE N/A SOLE Kansas City Southern COM NEW 485170302 373.38 19600 SH SOLE N/A SOLE KENNAMETAL INC COM 489170100 7900.74951 356050 SH SOLE N/A SOLE KEYCORP COM 493267108 519.92448 61024 SH SOLE N/A SOLE Kilroy Realty Corp COM 49427F108 329.94906 9861 SH SOLE N/A SOLE KIMBERLY-CLARK CORP COM 494368103 2771.32878 52547 SH SOLE N/A SOLE KIMCO REALTY CORP COM 49446R109 657.09288 35946 SH SOLE N/A SOLE KINROSS GOLD CORP COM NO PAR 496902404 342.64882 18800 SH SOLE N/A SOLE Kirby Corp COM 497266106 7257.97872 265277 SH SOLE N/A SOLE Knight Capital Group Inc CL A 499005106 3041.045 188300 SH SOLE N/A SOLE Kraft Foods Inc CL A 50075N104 1704.89445 63497 SH SOLE N/A SOLE LEGGETT & PLATT INC COM 524660107 1048.15557 69003 SH SOLE N/A SOLE Lexmark International Inc CL A 529771107 2527.2819 93951 SH SOLE N/A SOLE Liberty Media Corp - Interactive INT COM SER A 53071M104 1073.33928 344019 SH SOLE N/A SOLE LIBERTY PROPERTY TRUST SH BEN INT 531172104 5350.05069 234343 SH SOLE N/A SOLE Life Technologies Corp COM 53217V109 3140.18334 134714 SH SOLE N/A SOLE LIFEPOINT HOSPITALS INC COM 53219L109 3222.724 141100 SH SOLE N/A SOLE LINCARE HOLDINGS INC COM 532791100 550.50306 20442 SH SOLE N/A SOLE LINCOLN NATIONAL CORP COM 534187109 1337.50812 70993 SH SOLE N/A SOLE LINEAR TECHNOLOGY CORP COM 535678106 5686.12297 257058 SH SOLE N/A SOLE LSI Corp COM 502161102 5177.16703 1573607 SH SOLE N/A SOLE Ltd Brands Inc COM 532716107 5426.62 540500 SH SOLE N/A SOLE LUBRIZOL CORP COM 549271104 7304.16441 200719 SH SOLE N/A SOLE MACERICH CO/THE COM 554382101 5586.17944 307609 SH SOLE N/A SOLE MACK-CALI REALTY CORP COM 554489104 5711.6605 233129 SH SOLE N/A SOLE Macy's Inc COM 55616P104 862.155 83300 SH SOLE N/A SOLE Manitowoc Co Inc/The COM 563571108 1370.15922 158217 SH SOLE N/A SOLE MANPOWER INC COM 56418H100 4407.24537 129663 SH SOLE N/A SOLE MARATHON OIL CORP COM 565849106 3351.27168 122488 SH SOLE N/A SOLE Marsh & McLennan Cos Inc COM 571748102 3932.97777 162051 SH SOLE N/A SOLE MASSEY ENERGY CO COM 576206106 6478.66611 469809 SH SOLE N/A SOLE MCDONALD'S CORP COM 580135101 2667.951 42900 SH SOLE N/A SOLE MCKESSON CORP COM 58155Q103 2726.592 70400 SH SOLE N/A SOLE MEADWESTVACO CORP COM 583334107 2001.87981 178899 SH SOLE N/A SOLE MEDTRONIC INC COM 585055106 4951.792 157600 SH SOLE N/A SOLE METHANEX CORP COM 59151K108 573.74641 51700 SH SOLE N/A SOLE Mettler Toledo International Inc COM 592688105 2830.8 42000 SH SOLE N/A SOLE MICROCHIP TECHNOLOGY INC COM 595017104 12226.8346 626054 SH SOLE N/A SOLE Micros Systems Inc COM 594901100 1244.98752 76286 SH SOLE N/A SOLE Microsemi Corp COM 595137100 8609.02816 681094 SH SOLE N/A SOLE Microsoft Corp COM 594918104 4341.32136 223319 SH SOLE N/A SOLE MOLEX INC COM 608554101 4519.18467 311883 SH SOLE N/A SOLE MONSANTO CO COM 61166W101 3201.9099 45514 SH SOLE N/A SOLE MSC Industrial Direct Co CL A 553530106 775.2715 21050 SH SOLE N/A SOLE Nalco Holding Co COM 62985Q101 1253.26708 108602 SH SOLE N/A SOLE Nasdaq OMX Group/The COM 631103108 2924.28024 118344 SH SOLE N/A SOLE NATIONAL FUEL GAS CO COM 636180101 711.00302 22694 SH SOLE N/A SOLE NATIONAL INSTRUMENTS CORP COM 636518102 2518.60476 103391 SH SOLE N/A SOLE NATIONAL OILWELL VARCO INC COM 637071101 4380.21012 179223 SH SOLE N/A SOLE NBTY Inc COM 628782104 3929.7463 251102 SH SOLE N/A SOLE New York Community Bancorp Inc COM 649445103 4355.832 364200 SH SOLE N/A SOLE NEWELL RUBBERMAID INC COM 651229106 8043.06222 822399 SH SOLE N/A SOLE NEWFIELD EXPLORATION CO COM 651290108 3226.37975 163361 SH SOLE N/A SOLE NISOURCE INC COM 65473P105 3063.921 279300 SH SOLE N/A SOLE NOBLE CORP SHS G65422100 4731.678 214200 SH SOLE N/A SOLE NORDSON CORP COM 655663102 2541.96568 78723 SH SOLE N/A SOLE NORFOLK SOUTHERN CORP COM 655844108 4465.045 94900 SH SOLE N/A SOLE NORTHERN TRUST CORP COM 665859104 2403.70614 46101 SH SOLE N/A 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