-----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, Kw+6GF1nDD+nfGce4wuoAxEmVcVPWvU/OUUVMPBa/44QHBi/a7/QkqfUdTcAaclz XqOHQQ3KA3jgj3i8cA2Q8Q== 0000914121-09-001220.txt : 20091109 0000914121-09-001220.hdr.sgml : 20091109 20091106200451 ACCESSION NUMBER: 0000914121-09-001220 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091109 DATE AS OF CHANGE: 20091106 EFFECTIVENESS DATE: 20091109 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: 091166263 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 bd093009-13f.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: September 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 November 6, 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: 415 Form 13F Information Table Value Total: $3,739,903 (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 6,347.24 86006 SH SOLE N/A SOLE ABBOTT LABORATORIES COM 002824100 5,743.47 116100 SH SOLE N/A SOLE ACE Ltd SHS H0023R105 4,340.95 81200 SH SOLE N/A SOLE Activision Blizzard Inc COM 00507V109 306.03 24700 SH SOLE N/A SOLE ADTRAN INC COM 00738A106 8,634.01 351691 SH SOLE N/A SOLE Advance Auto Parts Inc COM 00751Y106 1,391.49 35425 SH SOLE N/A SOLE AEROPOSTALE INC COM 007865108 4,273.10 98300 SH SOLE N/A SOLE AES CORP COM 00130H105 3,637.08 245417 SH SOLE N/A SOLE Affiliated Managers Group Inc COM 008252108 260.04 4000 SH SOLE N/A SOLE AFLAC INC COM 001055102 1,656.00 38746 SH SOLE N/A SOLE AGCO CORP COM 001084102 2,024.48 73271 SH SOLE N/A SOLE AGL RESOURCES INC COM 001204106 2,743.83 77795 SH SOLE N/A SOLE AGNICO-EAGLE MINES LTD COM 008474108 2,551.16 37600 SH SOLE N/A SOLE AIR PRODUCTS & CHEMICALS INC COM 009158106 1,225.76 15800 SH SOLE N/A SOLE AIRGAS INC COM 009363102 387.44 8010 SH SOLE N/A SOLE ALCOA INC COM 013817101 4,556.84 347320 SH SOLE N/A SOLE Alexandria Real Estate Equities Inc COM 015271109 2,257.37 41534 SH SOLE N/A SOLE ALLIANT ENERGY CORP COM 018802108 1,959.86 70372 SH SOLE N/A SOLE ALLIANT TECHSYSTEMS INC COM 018804104 6,791.79 87242 SH SOLE N/A SOLE Altera Corp COM 021441100 6,589.92 321303 SH SOLE N/A SOLE American Electric Power Co Inc COM 025537101 2,570.16 82935 SH SOLE N/A SOLE AMERICAN EXPRESS CO COM 025816109 23,842.11 703307 SH SOLE N/A SOLE American Financial Group Inc/OH COM 025932104 3,875.16 151967 SH SOLE N/A SOLE AMERIGROUP CORP COM 03073T102 3,792.36 171058 SH SOLE N/A SOLE AMERISOURCEBERGEN CORP COM 03073E105 5,056.76 225950 SH SOLE N/A SOLE AMETEK INC COM 031100100 1,523.82 43650 SH SOLE N/A SOLE AMGEN INC COM 031162100 4,583.32 76097 SH SOLE N/A SOLE AMYLIN PHARMACEUTICALS INC COM 032346108 1,660.60 121300 SH SOLE N/A SOLE ANADARKO PETROLEUM CORP COM 032511107 1,229.51 19600 SH SOLE N/A SOLE Analog Devices Inc COM 032654105 2,980.52 108068 SH SOLE N/A SOLE Annaly Capital Management Inc COM 035710409 2,825.36 155753 SH SOLE N/A SOLE APACHE CORP COM 037411105 4,793.34 52198 SH SOLE N/A SOLE Apollo Group Inc CL A 037604105 8,604.14 116793 SH SOLE N/A SOLE Apple Inc COM 037833100 3,484.58 18800 SH SOLE N/A SOLE AQUA AMERICA INC COM 03836W103 548.60 31100 SH SOLE N/A SOLE ARROW ELECTRONICS INC COM 042735100 12,264.87 435697 SH SOLE N/A SOLE ARTHUR J GALLAGHER & CO COM 363576109 3,406.32 139775 SH SOLE N/A SOLE Autoliv Inc COM 052800109 1,591.83 47376 SH SOLE N/A SOLE AUTONATION INC COM 05329W102 612.12 33856 SH SOLE N/A SOLE AUTOZONE INC COM 053332102 5,439.38 37200 SH SOLE N/A SOLE AVNET INC COM 053807103 11,627.44 447726 SH SOLE N/A SOLE AVX CORP COM 002444107 1,008.75 84556 SH SOLE N/A SOLE BALL CORP COM 058498106 9,714.10 197441 SH SOLE N/A SOLE BANCORPSOUTH INC COM 059692103 4,264.35 174697 SH SOLE N/A SOLE BANK OF AMERICA CORP COM 060505104 4,525.95 267491 SH SOLE N/A SOLE BANK OF HAWAII CORP COM 062540109 3,131.58 75387 SH SOLE N/A SOLE Bank of New York Mellon Corp/T COM 064058100 2,302.79 79434 SH SOLE N/A SOLE BARRICK GOLD CORP COM 067901108 2,507.09 66150 SH SOLE N/A SOLE Baxter International Inc COM 071813109 245.14 4300 SH SOLE N/A SOLE BB&T Corp COM 054937107 1,914.97 70300 SH SOLE N/A SOLE BECTON DICKINSON & CO COM 075887109 843.98 12100 SH SOLE N/A SOLE BED BATH & BEYOND INC COM 075896100 1,850.98 49307 SH SOLE N/A SOLE Bemis Co Inc COM 081437105 4,717.51 182073 SH SOLE N/A SOLE BEST BUY CO INC COM 086516101 4,221.00 112500 SH SOLE N/A SOLE BIG LOTS INC COM 089302103 2,850.48 113928 SH SOLE N/A SOLE BIOGEN IDEC INC COM 09062X103 1,847.87 36577 SH SOLE N/A SOLE BJ'S WHOLESALE CLUB INC COM 05548J106 5,239.66 144662 SH SOLE N/A SOLE BLACK & DECKER CORP COM 091797100 411.98 8900 SH SOLE N/A SOLE BMC SOFTWARE INC COM 055921100 17,605.85 469114 SH SOLE N/A SOLE BOSTON PROPERTIES INC COM 101121101 707.28 10790 SH SOLE N/A SOLE BOSTON SCIENTIFIC CORP COM 101137107 1,621.33 153100 SH SOLE N/A SOLE BRE Properties Inc CL A 05564E106 2,410.48 77012 SH SOLE N/A SOLE BRINKER INTERNATIONAL INC COM 109641100 1,590.30 101100 SH SOLE N/A SOLE BRINK'S CO/THE COM 109696104 10,377.73 385646 SH SOLE N/A SOLE BRISTOL-MYERS SQUIBB CO COM 110122108 3,430.92 152350 SH SOLE N/A SOLE Broadcom Corp CL A 111320107 1,693.08 55167 SH SOLE N/A SOLE Brocade Communications Systems Inc COM NEW 111621306 88.63 11276 SH SOLE N/A SOLE BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 1,310.12 57700 SH SOLE N/A SOLE BROWN & BROWN INC COM 115236101 1,937.80 101138 SH SOLE N/A SOLE CA INC COM 12673P105 2,798.49 127262 SH SOLE N/A SOLE CACI International Inc CL A 127190304 6,502.70 137565 SH SOLE N/A SOLE Cadence Design Systems Inc COM 127387108 14,926.08 2033526 SH SOLE N/A SOLE CAE INC COM 124765108 945.22 112100 SH SOLE N/A SOLE CAMECO CORP COM 13321L108 1,074.02 38800 SH SOLE N/A SOLE Canadian National Railway Co COM 136375102 5,954.42 121200 SH SOLE N/A SOLE CANADIAN NATURAL RESOURCES COM 136385101 4,782.73 71000 SH SOLE N/A SOLE CAPITAL ONE FINANCIAL CORP COM 14040H105 3,241.71 90728 SH SOLE N/A SOLE CAREER EDUCATION CORP COM 141665109 4,919.96 202384 SH SOLE N/A SOLE CARLISLE COS INC COM 142339100 13,087.53 385949 SH SOLE N/A SOLE CARNIVAL CORP PAIRED CTF 143658300 5,823.13 174974 SH SOLE N/A SOLE CELGENE CORP COM 151020104 1,257.75 22500 SH SOLE N/A SOLE CENTERPOINT ENERGY INC COM 15189T107 3,269.18 263007 SH SOLE N/A SOLE CENTURYTEL INC COM 156700106 2,590.93 77111 SH SOLE N/A SOLE CEPHALON INC COM 156708109 1,397.76 24000 SH SOLE N/A SOLE CH Robinson Worldwide Inc COM NEW 12541W209 4,285.05 74200 SH SOLE N/A SOLE CHESAPEAKE ENERGY CORP COM 165167107 2,862.72 100800 SH SOLE N/A SOLE Chevron Corp COM 166764100 3,242.25 46035 SH SOLE N/A SOLE CHICO'S FAS INC COM 168615102 5,103.75 392596 SH SOLE N/A SOLE CHOICE HOTELS INTL INC COM 169905106 9,061.13 291730 SH SOLE N/A SOLE CHUBB CORP COM 171232101 4,391.82 87122 SH SOLE N/A SOLE CHURCH & DWIGHT CO INC COM 171340102 825.57 14550 SH SOLE N/A SOLE CIMAREX ENERGY CO COM 171798101 5,030.49 116124 SH SOLE N/A SOLE CISCO SYSTEMS INC COM 17275R102 6,929.71 294380 SH SOLE N/A SOLE CITRIX SYSTEMS INC COM 177376100 10,116.20 257869 SH SOLE N/A SOLE Clorox Co COM 189054109 6,241.10 106105 SH SOLE N/A SOLE CME GROUP INC COM 12572Q105 8,278.91 26863 SH SOLE N/A SOLE Coca-Cola Enterprises Inc COM 191219104 2,411.17 112619 SH SOLE N/A SOLE Comcast Corp CL A 20030N101 6,991.71 414201 SH SOLE N/A SOLE COMMERCE BANCSHARES INC COM 200525103 4,734.54 127136 SH SOLE N/A SOLE Commercial Metals Co COM 201723103 1,746.77 97585 SH SOLE N/A SOLE COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,122.72 35162 SH SOLE N/A SOLE COMPUTER SCIENCES CORP COM 205363104 16,483.58 312722 SH SOLE N/A SOLE COMPUWARE CORP COM 205638109 13,714.83 1871055 SH SOLE N/A SOLE CONOCOPHILLIPS COM 20825C104 4,037.30 89400 SH SOLE N/A SOLE Constellation Brands Inc CL A 21036P108 1,157.11 76377 SH SOLE N/A SOLE Continental Airlines Inc CL B 210795308 14,507.05 882424 SH SOLE N/A SOLE CONVERGYS CORP COM 212485106 400.38 40280 SH SOLE N/A SOLE Con-way Inc COM 205944101 4,930.94 128678 SH SOLE N/A SOLE Cooper Cos Inc/The COM NEW 216648402 2,023.75 68071 SH SOLE N/A SOLE Cooper Industries PLC CL A G24182100 5,451.82 145111 SH SOLE N/A SOLE CORNING INC COM 219350105 8,360.79 546100 SH SOLE N/A SOLE Corporate Office Properties Trust SBI MD SH BEN INT 22002T108 2,456.13 66598 SH SOLE N/A SOLE Corus Entertainment Inc COM CL B NON VTG 220874101 2,855.31 168200 SH SOLE N/A SOLE COVENTRY HEALTH CARE INC COM 222862104 3,720.92 186419 SH SOLE N/A SOLE CRANE CO COM 224399105 4,037.97 156450 SH SOLE N/A SOLE Crown Holdings Inc COM 228368106 8,270.79 304073 SH SOLE N/A SOLE CULLEN/FROST BANKERS INC COM 229899109 1,495.08 28952 SH SOLE N/A SOLE DANAHER CORP COM 235851102 1,804.18 26800 SH SOLE N/A SOLE DARDEN RESTAURANTS INC COM 237194105 1,413.15 41405 SH SOLE N/A SOLE DAVITA INC COM 23918K108 4,679.14 82612 SH SOLE N/A SOLE DEAN FOODS CO COM 242370104 2,801.50 157476 SH SOLE N/A SOLE DEERE & CO COM 244199105 2,309.87 53818 SH SOLE N/A SOLE DEL MONTE FOODS CO COM 24522P103 2,519.89 217607 SH SOLE N/A SOLE DELL INC COM 24702R101 1,387.90 90950 SH SOLE N/A SOLE Delphi Financial Group Inc CL A 247131105 4,425.91 195577 SH SOLE N/A SOLE Devon Energy Corp COM 25179M103 4,733.30 70300 SH SOLE N/A SOLE DEVRY INC COM 251893103 3,253.20 58807 SH SOLE N/A SOLE Digital River Inc COM 25388B104 3,585.54 88927 SH SOLE N/A SOLE Dillard's Inc CL A 254067101 3,770.16 267387 SH SOLE N/A SOLE DIRECTV GROUP INC/THE COM 25459L106 3,954.20 143372 SH SOLE N/A SOLE DOLLAR TREE INC COM 256746108 4,833.68 99295 SH SOLE N/A SOLE DOMINION RESOURCES INC/VA COM 25746U109 2,759.72 79992 SH SOLE N/A SOLE Domtar Corp COM NEW 257559203 560.00 15900 SH SOLE N/A SOLE DOVER CORP COM 260003108 214.73 5540 SH SOLE N/A SOLE DPL Inc COM 233293109 3,716.64 142400 SH SOLE N/A SOLE DR HORTON INC COM 23331A109 739.90 64847 SH SOLE N/A SOLE DreamWorks Animation SKG Inc CL A 26153C103 2,837.35 79768 SH SOLE N/A SOLE DST SYSTEMS INC COM 233326107 1,989.75 44414 SH SOLE N/A SOLE EATON VANCE CORP COM NON VTG 278265103 2,101.88 75094 SH SOLE N/A SOLE EBAY INC COM 278642103 758.74 32150 SH SOLE N/A SOLE ECOLAB INC COM 278865100 3,878.70 83900 SH SOLE N/A SOLE EDWARDS LIFESCIENCES CORP COM 28176E108 204.42 2924 SH SOLE N/A SOLE ELECTRONIC ARTS INC COM 285512109 314.95 16533 SH SOLE N/A SOLE ELI LILLY & CO COM 532457108 5,782.23 175060 SH SOLE N/A SOLE EMC Corp/Massachusetts COM 268648102 5,539.70 325100 SH SOLE N/A SOLE EMERSON ELECTRIC CO COM 291011104 14,907.11 371934 SH SOLE N/A SOLE ENBRIDGE INC COM 29250N105 3,373.47 87100 SH SOLE N/A SOLE Endo Pharmaceuticals Holdings Inc COM 29264F205 1,912.94 84531 SH SOLE N/A SOLE ENERGEN CORP COM 29265N108 1,895.54 43980 SH SOLE N/A SOLE EOG RESOURCES INC COM 26875P101 200.42 2400 SH SOLE N/A SOLE EQUIFAX INC COM 294429105 350.44 12026 SH SOLE N/A SOLE Fairchild Semiconductor International Inc COM 303726103 706.89 69100 SH SOLE N/A SOLE Family Dollar Stores Inc COM 307000109 6,076.75 230180 SH SOLE N/A SOLE Federated Investors Inc CL B 314211103 383.37 14538 SH SOLE N/A SOLE FEDEX CORP COM 31428X106 12,907.75 171600 SH SOLE N/A SOLE First American Corp COM 318522307 5,362.09 165650 SH SOLE N/A SOLE FIRSTMERIT CORP COM 337915102 5,729.80 301093 SH SOLE N/A SOLE Flextronics International Ltd ORD Y2573F102 4,584.28 613692 SH SOLE N/A SOLE FLOWSERVE CORP COM 34354P105 4,838.31 49100 SH SOLE N/A SOLE FMC CORP COM NEW 302491303 1,056.54 18783 SH SOLE N/A SOLE FMC TECHNOLOGIES INC COM 30249U101 1,373.91 26300 SH SOLE N/A SOLE FORD MOTOR CO COM PAR $0.01 345370860 13,256.31 1838600 SH SOLE N/A SOLE FOREST OIL CORP COM PAR $0.01 346091705 4,225.91 215938 SH SOLE N/A SOLE FORTUNE BRANDS INC COM 349631101 6,308.52 146778 SH SOLE N/A SOLE FOSSIL INC COM 349882100 1,941.17 68231 SH SOLE N/A SOLE FREEPORT-MCMORAN COPPER COM 35671D857 10,463.03 152500 SH SOLE N/A SOLE FULTON FINANCIAL CORP COM 360271100 5,981.60 808324 SH SOLE N/A SOLE GAMMON GOLD INC COM 36467T106 1,755.53 205700 SH SOLE N/A SOLE GAP INC/THE COM 364760108 2,435.79 113822 SH SOLE N/A SOLE Gardner Denver Inc COM 365558105 4,928.40 141296 SH SOLE N/A SOLE GARTNER INC-CL A COM 366651107 5,447.88 298187 SH SOLE N/A SOLE General Cable Corp COM 369300108 2,470.37 63100 SH SOLE N/A SOLE GENERAL DYNAMICS CORP COM 369550108 3,313.98 51300 SH SOLE N/A SOLE GENERAL ELECTRIC CO COM 369604103 15,076.01 918149 SH SOLE N/A SOLE GENERAL MILLS INC COM 370334104 695.30 10800 SH SOLE N/A SOLE GENTEX CORP COM 371901109 1,076.60 76085 SH SOLE N/A SOLE GENUINE PARTS CO COM 372460105 21,280.91 559141 SH SOLE N/A SOLE GILDAN ACTIVEWEAR INC COM 375916103 4,966.18 251900 SH SOLE N/A SOLE GILEAD SCIENCES INC COM 375558103 5,706.02 122710 SH SOLE N/A SOLE GOLDCORP INC COM 380956409 880.07 21800 SH SOLE N/A SOLE Goldman Sachs Group Inc/The COM 38141G104 10,360.47 56200 SH SOLE N/A SOLE Granite Construction Inc COM 387328107 4,795.42 154991 SH SOLE N/A SOLE H&R BLOCK INC COM 093671105 3,842.45 209056 SH SOLE N/A SOLE HARSCO CORP COM 415864107 2,856.45 80668 SH SOLE N/A SOLE HCC INSURANCE HOLDINGS INC COM 404132102 5,975.10 218468 SH SOLE N/A SOLE HCP INC COM 40414L109 898.61 31267 SH SOLE N/A SOLE Health Management Associates Inc CL A 421933102 556.51 74300 SH SOLE N/A SOLE HEALTH NET INC COM 42222G108 4,303.11 279423 SH SOLE N/A SOLE HEALTHCARE REALTY TRUST INC COM 421946104 1,099.37 52029 SH SOLE N/A SOLE HEARTLAND EXPRESS INC COM 422347104 7,635.87 530269 SH SOLE N/A SOLE HESS CORP COM 42809H107 3,739.53 69950 SH SOLE N/A SOLE Hewitt Associates Inc COM 42822Q100 6,512.85 178777 SH SOLE N/A SOLE HEWLETT-PACKARD CO COM 428236103 3,795.68 80400 SH SOLE N/A SOLE HOME DEPOT INC COM 437076102 4,237.89 159080 SH SOLE N/A SOLE HOME PROPERTIES INC COM 437306103 4,177.27 96943 SH SOLE N/A SOLE Hubbell Inc CL B 443510201 5,798.94 138070 SH SOLE N/A SOLE HUDSON CITY BANCORP INC COM 443683107 4,525.36 344134 SH SOLE N/A SOLE HUMANA INC COM 444859102 2,825.48 75750 SH SOLE N/A SOLE Illinois Tool Works Inc COM 452308109 17,265.60 404252 SH SOLE N/A SOLE IMPERIAL OIL LTD COM NEW 453038408 2,357.75 62100 SH SOLE N/A SOLE Ingram Micro Inc CL A 457153104 10,356.38 614622 SH SOLE N/A SOLE INTEL CORP COM 458140100 15,821.54 808459 SH SOLE N/A SOLE INTERACTIVE DATA CORP COM 45840J107 2,917.38 111308 SH SOLE N/A SOLE International Business Machines Corp COM 459200101 8,791.34 73500 SH SOLE N/A SOLE International Flavors & Fragrances Inc COM 459506101 3,026.40 79789 SH SOLE N/A SOLE INTERNATIONAL PAPER CO COM 460146103 3,695.47 166238 SH SOLE N/A SOLE INTUIT INC COM 461202103 7,668.07 269055 SH SOLE N/A SOLE Intuitive Surgical Inc COM NEW 46120E602 1,354.52 5165 SH SOLE N/A SOLE IRON MOUNTAIN INC COM 462846106 356.42 13369 SH SOLE N/A SOLE ISHARES MSCI EMERGING MKT MSCI EMERG MKT 464287234 40,762.12 1047600 SH SOLE N/A SOLE ITT Corp COM 450911102 6,651.37 127543 SH SOLE N/A SOLE ITT EDUCATIONAL SERVICES INC COM 45068B109 7,590.69 68750 SH SOLE N/A SOLE JABIL CIRCUIT INC COM 466313103 5,743.50 428300 SH SOLE N/A SOLE Jack Henry & Associates Inc COM 426281101 13,174.56 561336 SH SOLE N/A SOLE JACK IN THE BOX INC COM 466367109 4,842.28 236324 SH SOLE N/A SOLE JB Hunt Transport Services Inc COM 445658107 10,449.99 325241 SH SOLE N/A SOLE Jefferies Group Inc COM 472319102 6,927.31 254400 SH SOLE N/A SOLE JM Smucker Co/The COM NEW 832696405 1,701.83 32104 SH SOLE N/A SOLE John Wiley & Sons Inc CL A 968223206 4,909.09 141147 SH SOLE N/A SOLE JOHNSON & JOHNSON COM 478160104 4,463.24 73300 SH SOLE N/A SOLE JOHNSON CONTROLS INC COM 478366107 12,846.46 502600 SH SOLE N/A SOLE JPMorgan Chase & Co COM 46625H100 6,902.09 157510 SH SOLE N/A SOLE KENNAMETAL INC COM 489170100 8,022.93 326003 SH SOLE N/A SOLE KIMBERLY-CLARK CORP COM 494368103 5,552.79 94147 SH SOLE N/A SOLE Kinetic Concepts Inc COM NEW 49460W208 4,063.40 109881 SH SOLE N/A SOLE KING PHARMACEUTICALS INC COM 495582108 7,575.57 703396 SH SOLE N/A SOLE Kirby Corp COM 497266106 821.20 22303 SH SOLE N/A SOLE Kla-Tencor Corp COM 482480100 689.91 19239 SH SOLE N/A SOLE Knight Capital Group Inc CL A 499005106 5,357.03 246300 SH SOLE N/A SOLE KNIGHT TRANSPORTATION INC COM 499064103 4,406.11 262581 SH SOLE N/A SOLE Kohl's Corp COM 500255104 1,670.25 29277 SH SOLE N/A SOLE Kraft Foods Inc CL A 50075N104 1,791.54 68197 SH SOLE N/A SOLE Kroger Co/The COM 501044101 3,712.60 179874 SH SOLE N/A SOLE L-3 Communications Holdings Inc COM 502424104 7,019.97 87400 SH SOLE N/A SOLE Laboratory Corp of America Holdings COM NEW 50540R409 2,832.26 43109 SH SOLE N/A SOLE LAM RESEARCH CORP COM 512807108 1,073.24 31418 SH SOLE N/A SOLE LEGGETT & PLATT INC COM 524660107 1,796.44 92600 SH SOLE N/A SOLE Lennox International Inc COM 526107107 1,804.99 49972 SH SOLE N/A SOLE Liberty Global Inc COM SER A 530555101 2,849.73 126262 SH SOLE N/A SOLE LIBERTY PROPERTY TRUST SH BEN INT 531172104 3,255.15 100066 SH SOLE N/A SOLE LIFEPOINT HOSPITALS INC COM 53219L109 3,663.92 135400 SH SOLE N/A SOLE LINCARE HOLDINGS INC COM 532791100 4,329.44 138542 SH SOLE N/A SOLE LOCKHEED MARTIN CORP COM 539830109 2,940.73 37663 SH SOLE N/A SOLE LOWE'S COS INC COM 548661107 3,957.95 189014 SH SOLE N/A SOLE LSI Corp COM 502161102 4,942.10 900200 SH SOLE N/A SOLE LUBRIZOL CORP COM 549271104 5,582.38 78119 SH SOLE N/A SOLE MACK-CALI REALTY CORP COM 554489104 1,239.01 38324 SH SOLE N/A SOLE Macy's Inc COM 55616P104 2,165.54 118400 SH SOLE N/A SOLE MANPOWER INC COM 56418H100 9,071.62 159965 SH SOLE N/A SOLE MARATHON OIL CORP COM 565849106 3,049.26 95588 SH SOLE N/A SOLE Marsh & McLennan Cos Inc COM 571748102 3,700.87 149651 SH SOLE N/A SOLE MASCO CORP COM 574599106 5,814.98 450076 SH SOLE N/A SOLE McGraw-Hill Cos Inc/The COM 580645109 14,231.25 566080 SH SOLE N/A SOLE MCKESSON CORP COM 58155Q103 1,911.56 32100 SH SOLE N/A SOLE MEADWESTVACO CORP COM 583334107 426.10 19099 SH SOLE N/A SOLE Mednax Inc COM 58502B106 5,061.43 92160 SH SOLE N/A SOLE MEDTRONIC INC COM 585055106 5,008.48 136100 SH SOLE N/A SOLE Men's Wearhouse Inc COM 587118100 13,061.26 528796 SH SOLE N/A SOLE Merck & Co Inc COM 589331107 2,691.71 85100 SH SOLE N/A SOLE MERCURY GENERAL CORP COM 589400100 743.86 20560 SH SOLE N/A SOLE MEREDITH CORP COM 589433101 225.06 7517 SH SOLE N/A SOLE METLIFE INC COM 59156R108 2,954.50 77607 SH SOLE N/A SOLE Mettler Toledo International Inc COM 592688105 1,630.62 18000 SH SOLE N/A SOLE MICROCHIP TECHNOLOGY INC COM 595017104 6,516.40 245902 SH SOLE N/A SOLE MICRON TECHNOLOGY INC COM 595112103 2,030.34 247602 SH SOLE N/A SOLE Micros Systems Inc COM 594901100 1,383.94 45841 SH SOLE 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