0001140361-12-046781.txt : 20121113
0001140361-12-046781.hdr.sgml : 20121112
20121113142353
ACCESSION NUMBER: 0001140361-12-046781
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121113
DATE AS OF CHANGE: 20121113
EFFECTIVENESS DATE: 20121113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Bridgewater Associates, LP
CENTRAL INDEX KEY: 0001350694
IRS NUMBER: 132871809
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11794
FILM NUMBER: 121198076
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
FORMER COMPANY:
FORMER CONFORMED NAME: Bridgewater Associates, Inc.
DATE OF NAME CHANGE: 20060123
13F-HR
1
form13fhr.txt
NONE
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/2012
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: Bridgewater Associates, LP
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 submission.
Persons 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 11/12/2012
--------------------------------- --------------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 237
Form 13F Information Table Value Total: $ 7,435,220
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
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 AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------
3M CO COM 88579Y101 14963 161903 SH SOLE N/A 161903 0 0
ACE Ltd SHS H0023R105 914 12085 SH SOLE N/A 12085 0 0
Activision Blizzard Inc COM 00507V109 10939 970170 SH SOLE N/A 970170 0 0
Advance Auto Parts Inc COM 00751Y106 1268 18532 SH SOLE N/A 18532 0 0
AEROPOSTALE INC COM 007865108 1315 97213 SH SOLE N/A 97213 0 0
AES CORP COM 00130H105 5474 498964 SH SOLE N/A 498964 0 0
AETNA INC COM 00817Y108 2677 67604 SH SOLE N/A 67604 0 0
AGCO CORP COM 001084102 9272 195287 SH SOLE N/A 195287 0 0
Akamai Technologies Inc COM 00971T101 3027 79106 SH SOLE N/A 79106 0 0
ALBEMARLE CORP COM 012653101 1103 20933 SH SOLE N/A 20933 0 0
ALCOA INC COM 013817101 852 96182 SH SOLE N/A 96182 0 0
ALLERGAN INC COM 018490102 15331 167404 SH SOLE N/A 167404 0 0
Allstate Corp/The COM 020002101 216 5446 SH SOLE N/A 5446 0 0
Altera Corp COM 021441100 652 19177 SH SOLE N/A 19177 0 0
AMERICAN EXPRESS CO COM 025816109 9567 168257 SH SOLE N/A 168257 0 0
American Tower Corp COM 03027X100 2620 36699 SH SOLE N/A 36699 0 0
AMERISOURCEBERGEN CORP COM 03073E105 7897 204010 SH SOLE N/A 204010 0 0
AMGEN INC COM 031162100 8201 97297 SH SOLE N/A 97297 0 0
APACHE CORP COM 037411105 3597 41598 SH SOLE N/A 41598 0 0
Apollo Group Inc CL A 037604105 28543 982533 SH SOLE N/A 982533 0 0
AT&T Inc COM 00206R102 12773 338800 SH SOLE N/A 338800 0 0
AUTOZONE INC COM 053332102 8275 22384 SH SOLE N/A 22384 0 0
AVALONBAY COMMUNITIES INC COM 053484101 3377 24835 SH SOLE N/A 24835 0 0
BANK OF AMERICA CORP COM 060505104 419 47491 SH SOLE N/A 47491 0 0
Baxter International Inc COM 071813109 3752 62251 SH SOLE N/A 62251 0 0
BB&T Corp COM 054937107 723 21800 SH SOLE N/A 21800 0 0
BCE INC COM NEW 05534B760 18898 436937 SH SOLE N/A 436937 0 0
BECTON DICKINSON & CO COM 075887109 2080 26478 SH SOLE N/A 26478 0 0
BED BATH & BEYOND INC COM 075896100 14300 226978 SH SOLE N/A 226978 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 21027 238397 SH SOLE N/A 238397 0 0
BIOGEN IDEC INC COM 09062X103 9073 60804 SH SOLE N/A 60804 0 0
BMC SOFTWARE INC COM 055921100 3504 84452 SH SOLE N/A 84452 0 0
BOEING CO COM 097023105 13435 193041 SH SOLE N/A 193041 0 0
BOSTON SCIENTIFIC CORP COM 101137107 317 55284 SH SOLE N/A 55284 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2121 62840 SH SOLE N/A 62840 0 0
Broadcom Corp CL A 111320107 882 25519 SH SOLE N/A 25519 0 0
Brocade Communications Systems Inc COM NEW 111621306 1265 213887 SH SOLE N/A 213887 0 0
CA INC COM 12673P105 8563 332337 SH SOLE N/A 332337 0 0
CACI International Inc CL A 127190304 1137 21957 SH SOLE N/A 21957 0 0
CAMPBELL SOUP CO COM 134429109 3558 102182 SH SOLE N/A 102182 0 0
Canadian National Railway Co COM 136375102 565 6500 SH SOLE N/A 6500 0 0
CANADIAN NATURAL RESOURCES COM 136385101 6469 213300 SH SOLE N/A 213300 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 832 10200 SH SOLE N/A 10200 0 0
CARDINAL HEALTH INC COM 14149Y108 8963 230000 SH SOLE N/A 230000 0 0
CATERPILLAR INC COM 149123101 4439 51587 SH SOLE N/A 51587 0 0
CELGENE CORP COM 151020104 13628 178381 SH SOLE N/A 178381 0 0
CENOVUS ENERGY INC-W/I COM 15135U109 5033 146700 SH SOLE N/A 146700 0 0
CENTERPOINT ENERGY INC COM 15189T107 260 12202 SH SOLE N/A 12202 0 0
Charles Schwab Corp/The COM 808513105 399 31241 SH SOLE N/A 31241 0 0
Chevron Corp COM 166764100 1974 16935 SH SOLE N/A 16935 0 0
CHUBB CORP COM 171232101 443 5812 SH SOLE N/A 5812 0 0
Cigna Corp COM 125509109 1625 34459 SH SOLE N/A 34459 0 0
CISCO SYSTEMS INC COM 17275R102 9433 493980 SH SOLE N/A 493980 0 0
CITIGROUP INC COM NEW 172967424 2193 67022 SH SOLE N/A 67022 0 0
CITRIX SYSTEMS INC COM 177376100 1321 17257 SH SOLE N/A 17257 0 0
Cliffs Natural Resources Inc COM 18683K101 3042 77738 SH SOLE N/A 77738 0 0
COACH INC COM 189754104 6362 113569 SH SOLE N/A 113569 0 0
COCA-COLA CO/THE COM 191216100 12578 331600 SH SOLE N/A 331600 0 0
Cognizant Technology Solutions Corp CL A 192446102 4243 60707 SH SOLE N/A 60707 0 0
COLGATE-PALMOLIVE CO COM 194162103 4717 43993 SH SOLE N/A 43993 0 0
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 AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------
COMERICA INC COM 200340107 624 20109 SH SOLE N/A 20109 0 0
COMPUWARE CORP COM 205638109 1311 132600 SH SOLE N/A 132600 0 0
CONAGRA FOODS INC COM 205887102 4596 166569 SH SOLE N/A 166569 0 0
CONOCOPHILLIPS COM 20825C104 360 6300 SH SOLE N/A 6300 0 0
CONSOLIDATED EDISON INC COM 209115104 2875 48000 SH SOLE N/A 48000 0 0
Cooper Cos Inc/The COM NEW 216648402 1385 14658 SH SOLE N/A 14658 0 0
CoreLogic Inc COM 21871D103 1659 62538 SH SOLE N/A 62538 0 0
CORNING INC COM 219350105 2443 185775 SH SOLE N/A 185775 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1345 40203 SH SOLE N/A 40203 0 0
COSTCO WHOLESALE CORP COM 22160K105 1283 12806 SH SOLE N/A 12806 0 0
CR Bard Inc COM 067383109 3095 29578 SH SOLE N/A 29578 0 0
CROWN CASTLE INTL CORP COM 228227104 5779 90160 SH SOLE N/A 90160 0 0
CUMMINS INC COM 231021106 5097 55273 SH SOLE N/A 55273 0 0
CVS CAREMARK CORP COM 126650100 2694 55646 SH SOLE N/A 55646 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 399 37291 SH SOLE N/A 37291 0 0
CYTEC INDUSTRIES INC COM 232820100 1138 17376 SH SOLE N/A 17376 0 0
DaVita HealthCare Partners Inc COM 23918K108 6291 60716 SH SOLE N/A 60716 0 0
DELL INC COM 24702R101 37508 3806005 SH SOLE N/A 3806005 0 0
DIRECTV COM 25490A309 2605 49672 SH SOLE N/A 49672 0 0
DOLLAR TREE INC COM 256746108 7251 150146 SH SOLE N/A 150146 0 0
DOVER CORP COM 260003108 3657 61469 SH SOLE N/A 61469 0 0
Eastman Chemical Co COM 277432100 4889 85765 SH SOLE N/A 85765 0 0
Elan Corp PLC ADR 284131208 5994 559172 SH SOLE N/A 559172 0 0
ELECTRONIC ARTS INC COM 285512109 14650 1154452 SH SOLE N/A 1154452 0 0
ELI LILLY & CO COM 532457108 2069 43642 SH SOLE N/A 43642 0 0
EMC Corp/Massachusetts COM 268648102 3439 126100 SH SOLE N/A 126100 0 0
ENBRIDGE INC COM 29250N105 5998 156200 SH SOLE N/A 156200 0 0
ENCANA CORP COM 292505104 3260 151400 SH SOLE N/A 151400 0 0
Endo Health Solutions Inc COM 29264F205 959 30243 SH SOLE N/A 30243 0 0
Equinix Inc COM NEW 29444U502 449 2179 SH SOLE N/A 2179 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4576 79534 SH SOLE N/A 79534 0 0
Estee Lauder Cos Inc/The CL A 518439104 5149 83634 SH SOLE N/A 83634 0 0
EXELON CORP COM 30161N101 2161 60735 SH SOLE N/A 60735 0 0
Express Scripts Holding Co COM 30219G108 3112 49688 SH SOLE N/A 49688 0 0
EXXON MOBIL CORP COM 30231G102 942 10300 SH SOLE N/A 10300 0 0
FIFTH THIRD BANCORP COM 316773100 378 24400 SH SOLE N/A 24400 0 0
Flextronics International Ltd ORD Y2573F102 1255 209196 SH SOLE N/A 209196 0 0
FREEPORT-MCMORAN COPPER COM 35671D857 3926 99200 SH SOLE N/A 99200 0 0
Gardner Denver Inc COM 365558105 1346 22278 SH SOLE N/A 22278 0 0
GENERAL DYNAMICS CORP COM 369550108 8479 128230 SH SOLE N/A 128230 0 0
GENERAL ELECTRIC CO COM 369604103 2245 98850 SH SOLE N/A 98850 0 0
GENERAL MILLS INC COM 370334104 1116 28006 SH SOLE N/A 28006 0 0
GENUINE PARTS CO COM 372460105 250 4099 SH SOLE N/A 4099 0 0
Genworth Financial Inc COM CL A 37247D106 1307 249937 SH SOLE N/A 249937 0 0
H&R BLOCK INC COM 093671105 1358 78342 SH SOLE N/A 78342 0 0
Hartford Financial Services Group Inc COM 416515104 1129 58065 SH SOLE N/A 58065 0 0
Health Management Associates Inc CL A 421933102 1317 156989 SH SOLE N/A 156989 0 0
HEWLETT-PACKARD CO COM 428236103 39392 2309000 SH SOLE N/A 2309000 0 0
HJ HEINZ CO COM 423074103 302 5400 SH SOLE N/A 5400 0 0
HollyFrontier Corp COM 436106108 15322 371251 SH SOLE N/A 371251 0 0
HOME DEPOT INC COM 437076102 246 4080 SH SOLE N/A 4080 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 3961 66295 SH SOLE N/A 66295 0 0
HUMANA INC COM 444859102 352 5024 SH SOLE N/A 5024 0 0
Huntington Bancshares Inc/OH COM 446150104 310 45031 SH SOLE N/A 45031 0 0
IMPERIAL OIL LTD COM NEW 453038408 7344 162300 SH SOLE N/A 162300 0 0
INTERNATIONAL PAPER CO COM 460146103 8051 221663 SH SOLE N/A 221663 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 7278 654472 SH SOLE N/A 654472 0 0
INTUIT INC COM 461202103 4083 69341 SH SOLE N/A 69341 0 0
iShares Core S&P 500 ETF S&P 500 INDEX 464287200 25270 175000 SH SOLE N/A 0 0 175000
ISHARES IBOXX INV GR CORP BD IBOXX INV CPBD 464287242 43466 356955 SH SOLE N/A 356955 0 0
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 AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------
ISHARES MSCI BRAZIL MSCI BRAZIL 464286400 62330 1152983 SH SOLE N/A 1152983 0 0
ISHARES MSCI EMERGING MKT MSCI EMERG MKT 464287234 1376225 33302492 SH SOLE N/A 33289792 0 12700
JACK IN THE BOX INC COM 466367109 1226 43618 SH SOLE N/A 43618 0 0
Jarden Corp COM 471109108 1396 26413 SH SOLE N/A 26413 0 0
JB Hunt Transport Services Inc COM 445658107 312 5989 SH SOLE N/A 5989 0 0
JOHNSON & JOHNSON COM 478160104 18585 269693 SH SOLE N/A 269693 0 0
JPMorgan Chase & Co COM 46625H100 3758 92834 SH SOLE N/A 92834 0 0
JUNIPER NETWORKS INC COM 48203R104 1440 84160 SH SOLE N/A 84160 0 0
KELLOGG CO COM 487836108 1209 23400 SH SOLE N/A 23400 0 0
KEYCORP COM 493267108 263 30042 SH SOLE N/A 30042 0 0
KIMBERLY-CLARK CORP COM 494368103 4619 53843 SH SOLE N/A 53843 0 0
Kla-Tencor Corp COM 482480100 9820 205851 SH SOLE N/A 205851 0 0
Kohl's Corp COM 500255104 8652 168920 SH SOLE N/A 168920 0 0
Kroger Co/The COM 501044101 14759 626976 SH SOLE N/A 626976 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 1490 16116 SH SOLE N/A 16116 0 0
LAM RESEARCH CORP COM 512807108 4017 126386 SH SOLE N/A 126386 0 0
Lamar Advertising Co CL A 512815101 1195 32259 SH SOLE N/A 32259 0 0
LEGG MASON INC COM 524901105 1516 61433 SH SOLE N/A 61433 0 0
Liberty Global Inc COM SER A 530555101 1025 16866 SH SOLE N/A 16866 0 0
Liberty Interactive Corp INT COM SER A 53071M104 10919 590221 SH SOLE N/A 590221 0 0
Life Technologies Corp COM 53217V109 3289 67312 SH SOLE N/A 67312 0 0
Ltd Brands Inc COM 532716107 3903 79226 SH SOLE N/A 79226 0 0
Macy's Inc COM 55616P104 8612 228928 SH SOLE N/A 228928 0 0
ManpowerGroup COM 56418H100 202 5491 SH SOLE N/A 5491 0 0
Martin Marietta Materials Inc COM 573284106 1550 18700 SH SOLE N/A 18700 0 0
MASCO CORP COM 574599106 269 17900 SH SOLE N/A 17900 0 0
Matson Inc COM 57686G105 1240 59280 SH SOLE N/A 59280 0 0
McGraw-Hill Cos Inc/The COM 580645109 3199 58596 SH SOLE N/A 58596 0 0
MCKESSON CORP COM 58155Q103 9276 107818 SH SOLE N/A 107818 0 0
METLIFE INC COM 59156R108 2499 72523 SH SOLE N/A 72523 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 13829 422376 SH SOLE N/A 422376 0 0
Microsoft Corp COM 594918104 44465 1494104 SH SOLE N/A 1494104 0 0
MONSANTO CO COM 61166W101 3951 43403 SH SOLE N/A 43403 0 0
Motorola Solutions Inc COM NEW 620076307 4380 86649 SH SOLE N/A 86649 0 0
Mylan Inc COM 628530107 1231 50489 SH SOLE N/A 50489 0 0
NCR Corp COM 62886E108 875 37535 SH SOLE N/A 37535 0 0
NetApp Inc COM 64110D104 6760 205588 SH SOLE N/A 205588 0 0
NEWMONT MINING CORP COM 651639106 5221 93200 SH SOLE N/A 93200 0 0
NORDSTROM INC COM 655664100 3983 72176 SH SOLE N/A 72176 0 0
NORTHROP GRUMMAN CORP COM 666807102 6736 101400 SH SOLE N/A 101400 0 0
NUCOR CORP COM 670346105 12615 329712 SH SOLE N/A 329712 0 0
NVIDIA CORP COM 67066G104 7245 543082 SH SOLE N/A 543082 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2487 28900 SH SOLE N/A 28900 0 0
Oceaneering International Inc COM 675232102 1395 25247 SH SOLE N/A 25247 0 0
Omnicom Group Inc COM 681919106 6748 130880 SH SOLE N/A 130880 0 0
ORACLE CORP COM 68389X105 26609 845798 SH SOLE N/A 845798 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 14420 172441 SH SOLE N/A 172441 0 0
OSHKOSH CORP COM 688239201 1492 54389 SH SOLE N/A 54389 0 0
OWENS-ILLINOIS INC COM NEW 690768403 1572 83800 SH SOLE N/A 83800 0 0
PARKER HANNIFIN CORP COM 701094104 2267 27128 SH SOLE N/A 27128 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1929 121960 SH SOLE N/A 121960 0 0
PEPSICO INC COM 713448108 2058 29086 SH SOLE N/A 29086 0 0
PFIZER INC COM 717081103 1123 45200 SH SOLE N/A 45200 0 0
PNC Financial Services Group Inc COM 693475105 921 14600 SH SOLE N/A 14600 0 0
PPL Corp COM 69351T106 319 10985 SH SOLE N/A 10985 0 0
PRECISION CASTPARTS CORP COM 740189105 4600 28162 SH SOLE N/A 28162 0 0
Principal Financial Group Inc COM 74251V102 334 12382 SH SOLE N/A 12382 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1450 26596 SH SOLE N/A 26596 0 0
Pulte Group Inc COM 745867101 11520 743223 SH SOLE N/A 743223 0 0
QUALCOMM INC COM 747525103 2728 43665 SH SOLE N/A 43665 0 0
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 AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------
REGIONS FINANCIAL CORP COM 7591EP100 301 41896 SH SOLE N/A 41896 0 0
REPUBLIC SERVICES INC COM 760759100 815 29626 SH SOLE N/A 29626 0 0
REYNOLDS AMERICAN INC COM 761713106 503 11616 SH SOLE N/A 11616 0 0
RITE AID CORP COM 767754104 718 613900 SH SOLE N/A 613900 0 0
Robert Half International Inc COM 770323103 205 7686 SH SOLE N/A 7686 0 0
Rockwell Collins Inc COM 774341101 1477 27531 SH SOLE N/A 27531 0 0
Rogers Communications Inc CL B 775109200 11530 289700 SH SOLE N/A 289700 0 0
ROSS STORES INC COM 778296103 4489 69500 SH SOLE N/A 69500 0 0
SAFEWAY INC COM NEW 786514208 42523 2642818 SH SOLE N/A 2642818 0 0
Salesforce.com Inc COM 79466L302 4674 30613 SH SOLE N/A 30613 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 2629612 18265000 SH SOLE N/A 15373100 0 0
ST JUDE MEDICAL INC COM 790849103 2480 58856 SH SOLE N/A 58856 0 0
Stanley Black & Decker Inc COM 854502101 7261 95231 SH SOLE N/A 95231 0 0
STAPLES INC COM 855030102 22224 1929192 SH SOLE N/A 1929192 0 0
STATE STREET CORP COM 857477103 445 10600 SH SOLE N/A 10600 0 0
STRYKER CORP COM 863667101 3045 54706 SH SOLE N/A 54706 0 0
SUNCOR ENERGY INC COM 867224107 10106 312500 SH SOLE N/A 312500 0 0
SUNTRUST BANKS INC COM 867914103 1838 65028 SH SOLE N/A 65028 0 0
T ROWE PRICE GROUP INC COM 74144T108 1370 21642 SH SOLE N/A 21642 0 0
TALISMAN ENERGY INC COM 87425E103 2532 192700 SH SOLE N/A 192700 0 0
TARGET CORP COM 87612E106 4735 74600 SH SOLE N/A 74600 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 4,438 288757 SH SOLE N/A 288757 0 0
TE Connectivity Ltd REG SHS H84989104 2,818 82851 SH SOLE N/A 82851 0 0
TEREX CORP COM 880779103 1591 70466 SH SOLE N/A 70466 0 0
Tesoro Corp COM 881609101 18131 432727 SH SOLE N/A 432727 0 0
TEXTRON INC COM 883203101 537 20520 SH SOLE N/A 20520 0 0
Thermo Fisher Scientific Inc COM 883556102 6190 105224 SH SOLE N/A 105224 0 0
TIMKEN CO COM 887389104 257 6915 SH SOLE N/A 6915 0 0
TJX Cos Inc COM 872540109 4599 102678 SH SOLE N/A 102678 0 0
TOLL BROTHERS INC COM 889478103 269 8100 SH SOLE N/A 8100 0 0
Tractor Supply Co COM 892356106 1207 12208 SH SOLE N/A 12208 0 0
TRANSCANADA CORP COM 89353D107 6067 135600 SH SOLE N/A 135600 0 0
TYCO INTERNATIONAL LTD SHS H89128104 4779 84943 SH SOLE N/A 84943 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7388 94367 SH SOLE N/A 94367 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4948 89306 SH SOLE N/A 89306 0 0
UNUM GROUP COM 91529Y106 5545 288501 SH SOLE N/A 288501 0 0
URBAN OUTFITTERS INC COM 917047102 4161 110776 SH SOLE N/A 110776 0 0
US BANCORP COM NEW 902973304 1714 49984 SH SOLE N/A 49984 0 0
VALERO ENERGY CORP COM 91913Y100 11152 352033 SH SOLE N/A 352033 0 0
Vanguard MSCI Emerging Markets MSCI EMR MKT 922042858 2055957 49279896 SH SOLE N/A 49254296 0 25600
ETF
VCA ANTECH INC COM 918194101 1270 64409 SH SOLE N/A 64409 0 0
VERISIGN INC COM 92343E102 1636 33599 SH SOLE N/A 33599 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 20566 451300 SH SOLE N/A 451300 0 0
Virgin Media Inc COM 92769L101 11570 393279 SH SOLE N/A 393279 0 0
WALGREEN CO COM 931422109 8962 245946 SH SOLE N/A 245946 0 0
WAL-MART STORES INC COM 931142103 6568 89004 SH SOLE N/A 89004 0 0
WASTE MANAGEMENT INC COM 94106L109 575 17928 SH SOLE N/A 17928 0 0
WellCare Health Plans Inc COM 94946T106 1375 24310 SH SOLE N/A 24310 0 0
WELLPOINT INC. COM 94973V107 8617 148537 SH SOLE N/A 148537 0 0
Wells Fargo & Co COM 949746101 5465 158281 SH SOLE N/A 158281 0 0
WHOLE FOODS MARKET INC COM 966837106 4621 47441 SH SOLE N/A 47441 0 0
WILLIAMS-SONOMA INC COM 969904101 1308 29753 SH SOLE N/A 29753 0 0
WYNN RESORTS LTD COM 983134107 4802 41600 SH SOLE N/A 41600 0 0
XEROX CORP COM 984121103 6692 911737 SH SOLE N/A 911737 0 0
XILINX INC COM 983919101 1693 50673 SH SOLE N/A 50673 0 0
YAHOO! INC COM 984332106 20953 1311589 SH SOLE N/A 1311589 0 0
ZIMMER HOLDINGS INC COM 98956P102 2907 42994 SH SOLE N/A 42994 0 0