0001140361-11-041045.txt : 20110811
0001140361-11-041045.hdr.sgml : 20110811
20110811072852
ACCESSION NUMBER: 0001140361-11-041045
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110811
DATE AS OF CHANGE: 20110811
EFFECTIVENESS DATE: 20110811
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: 111025920
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
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/2011
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:
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 8/10/2011
--------------------------------- --------------------------------- ----------
[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: 358
Form 13F Information Table Value Total: $ 7,109,167
--------------
(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 11487 121106 SH SOLE N/A SOLE 0 0
ABBOTT LABORATORIES COM 002824100 12213 232100 SH SOLE N/A SOLE 0 0
Activision Blizzard Inc COM 00507V109 1431 122500 SH SOLE N/A SOLE 0 0
ADOBE SYSTEMS INC COM 00724F101 5105 162336 SH SOLE N/A SOLE 0 0
Advance Auto Parts Inc COM 00751Y106 843 14415 SH SOLE N/A SOLE 0 0
Advanced Micro Devices Inc COM 007903107 493 70590 SH SOLE N/A SOLE 0 0
AEROPOSTALE INC COM 007865108 1380 78861 SH SOLE N/A SOLE 0 0
AETNA INC COM 00817Y108 3826 86782 SH SOLE N/A SOLE 0 0
AFLAC INC COM 001055102 17270 369964 SH SOLE N/A SOLE 0 0
AGCO CORP COM 001084102 1900 38500 SH SOLE N/A SOLE 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 535 5600 SH SOLE N/A SOLE 0 0
ALCOA INC COM 013817101 28878 1820800 SH SOLE N/A SOLE 0 0
ALLIANT ENERGY CORP COM 018802108 992 24389 SH SOLE N/A SOLE 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 2439 34187 SH SOLE N/A SOLE 0 0
ALTRIA GROUP INC COM 02209S103 4899 185500 SH SOLE N/A SOLE 0 0
Ameren Corp COM 023608102 8073 279910 SH SOLE N/A SOLE 0 0
American Eagle Outfitters Inc COM 02553E106 27448 2152811 SH SOLE N/A SOLE 0 0
AMERICAN EXPRESS CO COM 025816109 37977 734557 SH SOLE N/A SOLE 0 0
AMERIGROUP CORP COM 03073T102 818 11605 SH SOLE N/A SOLE 0 0
AMERISOURCEBERGEN CORP COM 03073E105 680 16429 SH SOLE N/A SOLE 0 0
AMETEK INC COM 031100100 312 6946 SH SOLE N/A SOLE 0 0
AMGEN INC COM 031162100 5012 85897 SH SOLE N/A SOLE 0 0
Analog Devices Inc COM 032654105 7724 197343 SH SOLE N/A SOLE 0 0
Ansys Inc COM 03662Q105 4930 90174 SH SOLE N/A SOLE 0 0
APACHE CORP COM 037411105 1703 13798 SH SOLE N/A SOLE 0 0
Apple Inc COM 037833100 10506 31300 SH SOLE N/A SOLE 0 0
APPLIED MATERIALS INC COM 038222105 42550 3270526 SH SOLE N/A SOLE 0 0
ARCH COAL INC COM 039380100 9225 346033 SH SOLE N/A SOLE 0 0
ARROW ELECTRONICS INC COM 042735100 14023 337900 SH SOLE N/A SOLE 0 0
ASSOCIATED BANC-CORP COM 045487105 524 37664 SH SOLE N/A SOLE 0 0
Assurant Inc COM 04621X108 2577 71053 SH SOLE N/A SOLE 0 0
ASTORIA FINANCIAL CORP COM 046265104 259 20220 SH SOLE N/A SOLE 0 0
AT&T Inc COM 00206R102 1523 48489 SH SOLE N/A SOLE 0 0
ATMOS ENERGY CORP COM 049560105 5154 155021 SH SOLE N/A SOLE 0 0
AUTODESK INC COM 052769106 11211 290440 SH SOLE N/A SOLE 0 0
Autoliv Inc COM 052800109 7852 100083 SH SOLE N/A SOLE 0 0
AUTOZONE INC COM 053332102 278 942 SH SOLE N/A SOLE 0 0
AVERY DENNISON CORP COM 053611109 11379 294575 SH SOLE N/A SOLE 0 0
AVNET INC COM 053807103 4752 149053 SH SOLE N/A SOLE 0 0
AVON PRODUCTS INC COM 054303102 2678 95629 SH SOLE N/A SOLE 0 0
BANCORPSOUTH INC COM 059692103 125 10086 SH SOLE N/A SOLE 0 0
BARRICK GOLD CORP COM 067901108 899 19850 SH SOLE N/A SOLE 0 0
Baxter International Inc COM 071813109 1427 23900 SH SOLE N/A SOLE 0 0
BB&T Corp COM 054937107 242 9000 SH SOLE N/A SOLE 0 0
BCE INC COM NEW 05534B760 1842 48700 SH SOLE N/A SOLE 0 0
BE Aerospace Inc COM 073302101 2196 53822 SH SOLE N/A SOLE 0 0
BECTON DICKINSON & CO COM 075887109 4413 51212 SH SOLE N/A SOLE 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 4843 62580 SH SOLE N/A SOLE 0 0
BEST BUY CO INC COM 086516101 920 29300 SH SOLE N/A SOLE 0 0
BOSTON SCIENTIFIC CORP COM 101137107 904 130800 SH SOLE N/A SOLE 0 0
BRINKER INTERNATIONAL INC COM 109641100 1605 65612 SH SOLE N/A SOLE 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 3036 104850 SH SOLE N/A SOLE 0 0
Broadcom Corp CL A 111320107 12892 383240 SH SOLE N/A SOLE 0 0
Brocade Communications Systems Inc COM NEW 111621306 678 105000 SH SOLE N/A SOLE 0 0
Brown-Forman Corp CL B 115637209 409 5474 SH SOLE N/A SOLE 0 0
CA INC COM 12673P105 10921 478162 SH SOLE N/A SOLE 0 0
CABOT CORP COM 127055101 4781 119907 SH SOLE N/A SOLE 0 0
CACI International Inc CL A 127190304 4883 77409 SH SOLE N/A SOLE 0 0
Cadence Design Systems Inc COM 127387108 24984 2365905 SH SOLE N/A SOLE 0 0
Canadian Imperial Bank of Commerce/Canada COM 136069101 990 13000 SH SOLE N/A SOLE 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
----------------------------------------- ---------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
Canadian National Railway Co COM 136375102 5647 73200 SH SOLE N/A SOLE 0 0
CANADIAN NATURAL RESOURCES COM 136385101 1108 27400 SH SOLE N/A SOLE 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 13970 270363 SH SOLE N/A SOLE 0 0
CARDINAL HEALTH INC COM 14149Y108 1081 23800 SH SOLE N/A SOLE 0 0
CAREFUSION CORP COM 14170T101 390 14350 SH SOLE N/A SOLE 0 0
CARLISLE COS INC COM 142339100 12017 244103 SH SOLE N/A SOLE 0 0
CATERPILLAR INC COM 149123101 2735 25687 SH SOLE N/A SOLE 0 0
CBS CORP CL B 124857202 444 15601 SH SOLE N/A SOLE 0 0
CELGENE CORP COM 151020104 411 6809 SH SOLE N/A SOLE 0 0
CENOVUS ENERGY INC-W/I COM 15135U109 990 27200 SH SOLE N/A SOLE 0 0
Chevron Corp COM 166764100 12530 121835 SH SOLE N/A SOLE 0 0
CHICO'S FAS INC COM 168615102 5101 334950 SH SOLE N/A SOLE 0 0
CHURCH & DWIGHT CO INC COM 171340102 654 16138 SH SOLE N/A SOLE 0 0
CISCO SYSTEMS INC COM 17275R102 11308 724380 SH SOLE N/A SOLE 0 0
City National Corp/Beverly Hills CA COM 178566105 277 5100 SH SOLE N/A SOLE 0 0
CLARCOR INC COM 179895107 8877 187758 SH SOLE N/A SOLE 0 0
Cliffs Natural Resources Inc COM 18683K101 15582 168540 SH SOLE N/A SOLE 0 0
CME GROUP INC COM 12572Q105 13160 45133 SH SOLE N/A SOLE 0 0
CMS ENERGY CORP COM 125896100 762 38700 SH SOLE N/A SOLE 0 0
COCA-COLA CO/THE COM 191216100 5399 80236 SH SOLE N/A SOLE 0 0
Comcast Corp CL A 20030N101 7108 280501 SH SOLE N/A SOLE 0 0
COMERICA INC COM 200340107 493 14255 SH SOLE N/A SOLE 0 0
Commercial Metals Co COM 201723103 472 32917 SH SOLE N/A SOLE 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 24614 958497 SH SOLE N/A SOLE 0 0
COMPUTER SCIENCES CORP COM 205363104 37993 1000865 SH SOLE N/A SOLE 0 0
COMPUWARE CORP COM 205638109 244 25000 SH SOLE N/A SOLE 0 0
CONOCOPHILLIPS COM 20825C104 3444 45800 SH SOLE N/A SOLE 0 0
CONSOLIDATED EDISON INC COM 209115104 206 3875 SH SOLE N/A SOLE 0 0
Constellation Brands Inc CL A 21036P108 7300 350609 SH SOLE N/A SOLE 0 0
Cooper Cos Inc/The COM NEW 216648402 6188 78087 SH SOLE N/A SOLE 0 0
CORNING INC COM 219350105 7093 390800 SH SOLE N/A SOLE 0 0
Corporate Office Properties Trust SBI MD SH BEN INT 22002T108 2532 81376 SH SOLE N/A SOLE 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 3561 164466 SH SOLE N/A SOLE 0 0
COSTCO WHOLESALE CORP COM 22160K105 25786 317401 SH SOLE N/A SOLE 0 0
Covidien Plc SHS G2554F113 1778 33400 SH SOLE N/A SOLE 0 0
Crown Holdings Inc COM 228368106 4592 118300 SH SOLE N/A SOLE 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 29347 1388198 SH SOLE N/A SOLE 0 0
DANAHER CORP COM 235851102 227 4279 SH SOLE N/A SOLE 0 0
DEERE & CO COM 244199105 2500 30318 SH SOLE N/A SOLE 0 0
DELL INC COM 24702R101 14149 848750 SH SOLE N/A SOLE 0 0
Delphi Financial Group Inc CL A 247131105 1731 59272 SH SOLE N/A SOLE 0 0
Delta Air Lines COM NEW 247361702 2835 309200 SH SOLE N/A SOLE 0 0
DELUXE CORP COM 248019101 241 9762 SH SOLE N/A SOLE 0 0
Denbury Resources Inc COM NEW 247916208 8434 421695 SH SOLE N/A SOLE 0 0
Devon Energy Corp COM 25179M103 5473 69442 SH SOLE N/A SOLE 0 0
Dick's Sporting Goods Inc COM 253393102 3437 89400 SH SOLE N/A SOLE 0 0
Digital River Inc COM 25388B104 1040 32325 SH SOLE N/A SOLE 0 0
Dillard's Inc CL A 254067101 28941 555060 SH SOLE N/A SOLE 0 0
DIRECTV COM CL A 25490A101 2453 48272 SH SOLE N/A SOLE 0 0
DISH NETWORK CORP CL A 25470M109 5705 186009 SH SOLE N/A SOLE 0 0
DOLLAR TREE INC COM 256746108 8071 121144 SH SOLE N/A SOLE 0 0
DONALDSON CO INC COM 257651109 2814 46381 SH SOLE N/A SOLE 0 0
Dow Chemical Co/The COM 260543103 32954 915395 SH SOLE N/A SOLE 0 0
DR HORTON INC COM 23331A109 918 79700 SH SOLE N/A SOLE 0 0
DTE Energy Co COM 233331107 1905 38090 SH SOLE N/A SOLE 0 0
DUN & BRADSTREET CORP COM 26483E100 13496 178658 SH SOLE N/A SOLE 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 175 12660 SH SOLE N/A SOLE 0 0
Eagle Materials Inc COM 26969P108 6805 244184 SH SOLE N/A SOLE 0 0
Eastman Chemical Co COM 277432100 32983 323142 SH SOLE N/A SOLE 0 0
EATON CORP COM 278058102 1450 28181 SH SOLE N/A SOLE 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
----------------------------------------- ---------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
ECOLAB INC COM 278865100 305 5408 SH SOLE N/A SOLE 0 0
EI Du Pont de Nemours & Co COM 263534109 6972 129000 SH SOLE N/A SOLE 0 0
Elan Corp PLC ADR 284131208 4097 360378 SH SOLE N/A SOLE 0 0
ELI LILLY & CO COM 532457108 11577 308460 SH SOLE N/A SOLE 0 0
EMERSON ELECTRIC CO COM 291011104 2121 37702 SH SOLE N/A SOLE 0 0
ENCANA CORP COM 292505104 867 29100 SH SOLE N/A SOLE 0 0
Endo Pharmaceuticals Holdings Inc COM 29264F205 9658 240439 SH SOLE N/A SOLE 0 0
ENERGIZER HOLDINGS INC COM 29266R108 2160 29855 SH SOLE N/A SOLE 0 0
ENTERGY CORP COM 29364G103 7873 115300 SH SOLE N/A SOLE 0 0
EQUIFAX INC COM 294429105 2000 57611 SH SOLE N/A SOLE 0 0
EXPRESS SCRIPTS INC COM 302182100 3848 71290 SH SOLE N/A SOLE 0 0
EXXON MOBIL CORP COM 30231G102 18571 228200 SH SOLE N/A SOLE 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 481 4700 SH SOLE N/A SOLE 0 0
FAIR ISAAC CORP COM 303250104 201 6655 SH SOLE N/A SOLE 0 0
FASTENAL CO COM 311900104 26741 743018 SH SOLE N/A SOLE 0 0
FEDEX CORP COM 31428X106 29413 310100 SH SOLE N/A SOLE 0 0
FIFTH THIRD BANCORP COM 316773100 687 53900 SH SOLE N/A SOLE 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 6084 637742 SH SOLE N/A SOLE 0 0
FISERV INC COM 337738108 336 5365 SH SOLE N/A SOLE 0 0
FOOT LOCKER INC COM 344849104 13211 556000 SH SOLE N/A SOLE 0 0
FREEPORT-MCMORAN COPPER COM 35671D857 11559 218500 SH SOLE N/A SOLE 0 0
Gannett Co Inc COM 364730101 1998 139500 SH SOLE N/A SOLE 0 0
GENERAL DYNAMICS CORP COM 369550108 9188 123300 SH SOLE N/A SOLE 0 0
GENERAL ELECTRIC CO COM 369604103 43590 2311250 SH SOLE N/A SOLE 0 0
GENERAL MILLS INC COM 370334104 376 10100 SH SOLE N/A SOLE 0 0
GENUINE PARTS CO COM 372460105 27971 514168 SH SOLE N/A SOLE 0 0
GILDAN ACTIVEWEAR INC COM 375916103 5935 174600 SH SOLE N/A SOLE 0 0
GILEAD SCIENCES INC COM 375558103 7050 170238 SH SOLE N/A SOLE 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 27944 1666327 SH SOLE N/A SOLE 0 0
Granite Construction Inc COM 387328107 219 8936 SH SOLE N/A SOLE 0 0
Guess ? Inc COM 401617105 11010 261761 SH SOLE N/A SOLE 0 0
HANOVER INSURANCE GROUP INC COM 410867105 238 6299 SH SOLE N/A SOLE 0 0
HARRIS CORP COM 413875105 292 6488 SH SOLE N/A SOLE 0 0
HARSCO CORP COM 415864107 13652 418762 SH SOLE N/A SOLE 0 0
Health Management Associates Inc CL A 421933102 1046 97036 SH SOLE N/A SOLE 0 0
HESS CORP COM 42809H107 1760 23546 SH SOLE N/A SOLE 0 0
HEWLETT-PACKARD CO COM 428236103 21392 587700 SH SOLE N/A SOLE 0 0
Hexcel Corp COM 428291108 506 23107 SH SOLE N/A SOLE 0 0
HJ HEINZ CO COM 423074103 778 14600 SH SOLE N/A SOLE 0 0
HOME DEPOT INC COM 437076102 1195 32980 SH SOLE N/A SOLE 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 2509 42101 SH SOLE N/A SOLE 0 0
HORMEL FOODS CORP COM 440452100 1308 43893 SH SOLE N/A SOLE 0 0
HUMANA INC COM 444859102 1217 15105 SH SOLE N/A SOLE 0 0
Huntington Bancshares Inc/OH COM 446150104 348 53031 SH SOLE N/A SOLE 0 0
IDEXX LABORATORIES INC COM 45168D104 3585 46228 SH SOLE N/A SOLE 0 0
Illinois Tool Works Inc COM 452308109 32129 568752 SH SOLE N/A SOLE 0 0
IMPERIAL OIL LTD COM NEW 453038408 3382 75300 SH SOLE N/A SOLE 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 4181 80653 SH SOLE N/A SOLE 0 0
INTEL CORP COM 458140100 14263 643659 SH SOLE N/A SOLE 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 5943 475420 SH SOLE N/A SOLE 0 0
Intersil Corp CL A 46069S109 3215 250162 SH SOLE N/A SOLE 0 0
INTUIT INC COM 461202103 11729 226167 SH SOLE N/A SOLE 0 0
ISHARES IBOXX INV GR CORP BD IBOXX INV CPBD 464287242 33933 308119 SH SOLE N/A SOLE 0 0
ISHARES MSCI EMERGING MKT MSCI EMERG MKT 464287234 639639 13437800 SH SOLE N/A SOLE 0 0
ISHARES S&P 500 INDEX FUND S&P 500 INDEX 464287200 23174 175000 SH SOLE N/A SOLE 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 10482 133968 SH SOLE N/A SOLE 0 0
JABIL CIRCUIT INC COM 466313103 29676 1469124 SH SOLE N/A SOLE 0 0
Jack Henry & Associates Inc COM 426281101 11114 370349 SH SOLE N/A SOLE 0 0
JANUS CAPITAL GROUP INC COM 47102X105 8443 894434 SH SOLE N/A SOLE 0 0
JB Hunt Transport Services Inc COM 445658107 26746 567985 SH SOLE N/A SOLE 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
----------------------------------------- ---------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
Jefferies Group Inc COM 472319102 647 31700 SH SOLE N/A SOLE 0 0
JM Smucker Co/The COM NEW 832696405 1540 20144 SH SOLE N/A SOLE 0 0
John Wiley & Sons Inc CL A 968223206 1570 30177 SH SOLE N/A SOLE 0 0
JOHNSON & JOHNSON COM 478160104 19956 300000 SH SOLE N/A SOLE 0 0
JOY GLOBAL INC COM 481165108 13856 145486 SH SOLE N/A SOLE 0 0
JPMorgan Chase & Co COM 46625H100 1107 27034 SH SOLE N/A SOLE 0 0
JUNIPER NETWORKS INC COM 48203R104 291 9243 SH SOLE N/A SOLE 0 0
KENNAMETAL INC COM 489170100 30639 725862 SH SOLE N/A SOLE 0 0
KEYCORP COM 493267108 959 115142 SH SOLE N/A SOLE 0 0
Kla-Tencor Corp COM 482480100 11959 295424 SH SOLE N/A SOLE 0 0
Knight Capital Group Inc CL A COM 499005106 540 49044 SH SOLE N/A SOLE 0 0
KNIGHT TRANSPORTATION INC COM 499064103 13923 819501 SH SOLE N/A SOLE 0 0
Kohl's Corp COM 500255104 5140 102777 SH SOLE N/A SOLE 0 0
Kroger Co/The COM 501044101 3326 134113 SH SOLE N/A SOLE 0 0
L-3 Communications Holdings Inc COM 502424104 6506 74400 SH SOLE N/A SOLE 0 0
Laboratory Corp of America Holdings COM NEW 50540R409 3559 36771 SH SOLE N/A SOLE 0 0
LAM RESEARCH CORP COM 512807108 15694 354425 SH SOLE N/A SOLE 0 0
LANDSTAR SYSTEM INC COM 515098101 8744 188124 SH SOLE N/A SOLE 0 0
LEGGETT & PLATT INC COM 524660107 28279 1159916 SH SOLE N/A SOLE 0 0
Lennox International Inc COM 526107107 13616 316138 SH SOLE N/A SOLE 0 0
Lexmark International Inc CL A 529771107 22430 766575 SH SOLE N/A SOLE 0 0
Life Technologies Corp COM 53217V109 273 5245 SH SOLE N/A SOLE 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 3820 97750 SH SOLE N/A SOLE 0 0
Lincoln Electric Holdings Inc COM 533900106 2812 78424 SH SOLE N/A SOLE 0 0
LINCOLN NATIONAL CORP COM 534187109 3064 107532 SH SOLE N/A SOLE 0 0
LINEAR TECHNOLOGY CORP COM 535678106 293 8866 SH SOLE N/A SOLE 0 0
LOCKHEED MARTIN CORP COM 539830109 10264 126763 SH SOLE N/A SOLE 0 0
LOWE'S COS INC COM 548661107 788 33814 SH SOLE N/A SOLE 0 0
Ltd Brands Inc COM 532716107 4924 128050 SH SOLE N/A SOLE 0 0
Macy's Inc COM 55616P104 9067 310100 SH SOLE N/A SOLE 0 0
ManpowerGroup COM 56418H100 30496 568431 SH SOLE N/A SOLE 0 0
MANULIFE FINANCIAL CORP COM 56501R106 3444 201616 SH SOLE N/A SOLE 0 0
Marriott International Inc/DE CL A 571903202 21570 607773 SH SOLE N/A SOLE 0 0
Martin Marietta Materials Inc COM 573284106 15803 197609 SH SOLE N/A SOLE 0 0
McGraw-Hill Cos Inc/The COM 580645109 13837 330155 SH SOLE N/A SOLE 0 0
MCKESSON CORP COM 58155Q103 3123 37330 SH SOLE N/A SOLE 0 0
MEDTRONIC INC COM 585055106 2185 56700 SH SOLE N/A SOLE 0 0
Men's Wearhouse Inc COM 587118100 22829 677418 SH SOLE N/A SOLE 0 0
Merck & Co Inc COM 58933Y105 17373 492300 SH SOLE N/A SOLE 0 0
MERCURY GENERAL CORP COM 589400100 263 6659 SH SOLE N/A SOLE 0 0
MEREDITH CORP COM 589433101 10610 340826 SH SOLE N/A SOLE 0 0
METLIFE INC COM 59156R108 15811 360407 SH SOLE N/A SOLE 0 0
Mettler Toledo International Inc COM 592688105 3890 23063 SH SOLE N/A SOLE 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 32020 844640 SH SOLE N/A SOLE 0 0
Micros Systems Inc COM 594901100 343 6910 SH SOLE N/A SOLE 0 0
Microsoft Corp COM 594918104 44138 1697619 SH SOLE N/A SOLE 0 0
MOLEX INC COM 608554101 20117 780647 SH SOLE N/A SOLE 0 0
MONSTER WORLDWIDE INC COM 611742107 2448 167005 SH SOLE N/A SOLE 0 0
MOODY'S CORP COM 615369105 4996 130270 SH SOLE N/A SOLE 0 0
MORNINGSTAR INC COM 617700109 1588 26119 SH SOLE N/A SOLE 0 0
Motorola Solutions Inc COM NEW 620076307 33014 717070 SH SOLE N/A SOLE 0 0
MSC Industrial Direct Co CL A 553530106 17238 259966 SH SOLE N/A SOLE 0 0
MURPHY OIL CORP COM 626717102 4940 75230 SH SOLE N/A SOLE 0 0
Nasdaq OMX Group/The COM 631103108 4156 164282 SH SOLE N/A SOLE 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 9880 332658 SH SOLE N/A SOLE 0 0
NetApp Inc COM 64110D104 39033 739544 SH SOLE N/A SOLE 0 0
New York Community Bancorp Inc COM 649445103 152 10142 SH SOLE N/A SOLE 0 0
NEWMONT MINING CORP COM 651639106 6175 114415 SH SOLE N/A SOLE 0 0
NEXEN INC COM 65334H102 417 19200 SH SOLE N/A SOLE 0 0
NOBLE ENERGY INC COM 655044105 2007 22388 SH SOLE N/A SOLE 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
----------------------------------------- ---------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
NORDSTROM INC COM 655664100 30085 640930 SH SOLE N/A SOLE 0 0
NORFOLK SOUTHERN CORP COM 655844108 26714 356520 SH SOLE N/A SOLE 0 0
NORTHROP GRUMMAN CORP COM 666807102 7053 101700 SH SOLE N/A SOLE 0 0
NOVELLUS SYSTEMS INC COM 670008101 49723 1375851 SH SOLE N/A SOLE 0 0
NV Energy Inc COM 67073Y106 1687 109895 SH SOLE N/A SOLE 0 0
NVIDIA CORP COM 67066G104 1094 68638 SH SOLE N/A SOLE 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 3804 36560 SH SOLE N/A SOLE 0 0
Oceaneering International Inc COM 675232102 2521 62255 SH SOLE N/A SOLE 0 0
OFFICE DEPOT INC COM 676220106 7604 1801815 SH SOLE N/A SOLE 0 0
Omnicom Group Inc COM 681919106 2538 52689 SH SOLE N/A SOLE 0 0
ON Semiconductor Corp COM 682189105 7035 671920 SH SOLE N/A SOLE 0 0
ORACLE CORP COM 68389X105 17455 530398 SH SOLE N/A SOLE 0 0
PAN AMERICAN SILVER CORP COM 697900108 4888 158237 SH SOLE N/A SOLE 0 0
Parametric Technology Corp COM NEW 699173209 654 28531 SH SOLE N/A SOLE 0 0
PARKER HANNIFIN CORP COM 701094104 34551 385008 SH SOLE N/A SOLE 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1867 59059 SH SOLE N/A SOLE 0 0
PAYCHEX INC COM 704326107 1881 61240 SH SOLE N/A SOLE 0 0
PENTAIR INC COM 709631105 2548 63133 SH SOLE N/A SOLE 0 0
People's United Financial Inc COM 712704105 245 18246 SH SOLE N/A SOLE 0 0
PEPSICO INC COM 713448108 5205 73900 SH SOLE N/A SOLE 0 0
PETSMART INC COM 716768106 855 18835 SH SOLE N/A SOLE 0 0
PFIZER INC COM 717081103 14270 692700 SH SOLE N/A SOLE 0 0
Pharmaceutical Product Development Inc COM 717124101 5956 221900 SH SOLE N/A SOLE 0 0
PITNEY BOWES INC COM 724479100 9083 395100 SH SOLE N/A SOLE 0 0
PMC - SIERRA INC COM 69344F106 4088 540069 SH SOLE N/A SOLE 0 0
POLO RALPH LAUREN CORP CL A 731572103 14859 112051 SH SOLE N/A SOLE 0 0
POTLATCH CORP COM 737630103 7771 220320 SH SOLE N/A SOLE 0 0
PPG INDUSTRIES INC COM 693506107 2224 24500 SH SOLE N/A SOLE 0 0
PRECISION CASTPARTS CORP COM 740189105 1209 7342 SH SOLE N/A SOLE 0 0
Principal Financial Group Inc COM 74251V102 316 10382 SH SOLE N/A SOLE 0 0
Progressive Corp/The COM 743315103 4185 195746 SH SOLE N/A SOLE 0 0
PROTECTIVE LIFE CORP COM 743674103 3491 150951 SH SOLE N/A SOLE 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 7252 114047 SH SOLE N/A SOLE 0 0
QEP RESOURCES INC COM 74733V100 222 5306 SH SOLE N/A SOLE 0 0
QLOGIC CORP COM 747277101 10844 681168 SH SOLE N/A SOLE 0 0
QUALCOMM INC COM 747525103 1726 30400 SH SOLE N/A SOLE 0 0
Quest Diagnostics Inc COM 74834L100 3502 59256 SH SOLE N/A SOLE 0 0
RADIOSHACK CORP COM 750438103 15311 1150361 SH SOLE N/A SOLE 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 547 17007 SH SOLE N/A SOLE 0 0
Raytheon Co COM NEW 755111507 3193 64044 SH SOLE N/A SOLE 0 0
REGIONS FINANCIAL CORP COM 7591EP100 5668 914124 SH SOLE N/A SOLE 0 0
RESEARCH IN MOTION COM 760975102 10027 347567 SH SOLE N/A SOLE 0 0
Robert Half International Inc COM 770323103 32675 1208838 SH SOLE N/A SOLE 0 0
Rockwell Collins Inc COM 774341101 4929 79906 SH SOLE N/A SOLE 0 0
Rogers Communications Inc CL B 775109200 1306 34200 SH SOLE N/A SOLE 0 0
ROSS STORES INC COM 778296103 1557 19437 SH SOLE N/A SOLE 0 0
RR DONNELLEY & SONS CO COM 257867101 2448 124817 SH SOLE N/A SOLE 0 0
RYDER SYSTEM INC COM 783549108 28588 502873 SH SOLE N/A SOLE 0 0
SAFEWAY INC COM NEW 786514208 6512 278643 SH SOLE N/A SOLE 0 0
SAKS INCORPORATED COM 79377W108 309 27700 SH SOLE N/A SOLE 0 0
Salesforce.com Inc COM 79466L302 1266 8499 SH SOLE N/A SOLE 0 0
SCHLUMBERGER LTD COM 806857108 483 5590 SH SOLE N/A SOLE 0 0
SEALED AIR CORP COM 81211K100 3191 134152 SH SOLE N/A SOLE 0 0
SERVICE CORP INTERNATIONAL COM 817565104 6168 528056 SH SOLE N/A SOLE 0 0
Shaw Communications Inc CL B CONV 82028K200 5429 246900 SH SOLE N/A SOLE 0 0
Shaw Group Inc/The COM 820280105 613 20278 SH SOLE N/A SOLE 0 0
Southwest Airlines Co COM 844741108 8783 769131 SH SOLE N/A SOLE 0 0
SPDR S&P 500 ETF Trust TR UNIT 78462F103 2712828 20556400 SH SOLE N/A SOLE 0 0
Stancorp Financial Group Inc COM 852891100 614 14554 SH SOLE N/A SOLE 0 0
STANTEC INC COM 85472N109 1117 39900 SH SOLE N/A SOLE 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
----------------------------------------- ---------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
STAPLES INC COM 855030102 7250 458831 SH SOLE N/A SOLE 0 0
Starwood Hotels & Resorts Worldwide Inc COM 85590A401 20182 360127 SH SOLE N/A SOLE 0 0
STRYKER CORP COM 863667101 2400 40900 SH SOLE N/A SOLE 0 0
SUNCOR ENERGY INC COM 867224107 7409 196000 SH SOLE N/A SOLE 0 0
SUNTRUST BANKS INC COM 867914103 1492 57825 SH SOLE N/A SOLE 0 0
SYMANTEC CORP COM 871503108 5327 270141 SH SOLE N/A SOLE 0 0
SYNOPSYS INC COM 871607107 897 34893 SH SOLE N/A SOLE 0 0
TALISMAN ENERGY INC COM 87425E103 1490 75200 SH SOLE N/A SOLE 0 0
TARGET CORP COM 87612E106 7380 157316 SH SOLE N/A SOLE 0 0
TECH DATA CORP COM 878237106 9198 188134 SH SOLE N/A SOLE 0 0
Teck Resources Ltd CL B 878742204 4716 96200 SH SOLE N/A SOLE 0 0
TECO ENERGY INC COM 872375100 3124 165400 SH SOLE N/A SOLE 0 0
Telephone & Data Systems Inc COM 879433100 2202 70851 SH SOLE N/A SOLE 0 0
TERADYNE INC COM 880770102 21790 1472295 SH SOLE N/A SOLE 0 0
Tesoro Corp COM 881609101 16069 701404 SH SOLE N/A SOLE 0 0
Tessera Technologies Inc COM 88164L100 4799 279978 SH SOLE N/A SOLE 0 0
The Jones Group Inc COM 48020T101 10616 978459 SH SOLE N/A SOLE 0 0
Thermo Fisher Scientific Inc COM 883556102 12874 199942 SH SOLE N/A SOLE 0 0
THOMAS & BETTS CORP COM 884315102 1547 28728 SH SOLE N/A SOLE 0 0
TIFFANY & CO COM 886547108 8276 105400 SH SOLE N/A SOLE 0 0
TJX Cos Inc COM 872540109 2442 46489 SH SOLE N/A SOLE 0 0
TORCHMARK CORP COM 891027104 1394 21731 SH SOLE N/A SOLE 0 0
TORO CO COM 891092108 2477 40939 SH SOLE N/A SOLE 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 2437 131176 SH SOLE N/A SOLE 0 0
TRANSALTA CORP COM 89346D107 270 13100 SH SOLE N/A SOLE 0 0
TRW Automotive Holdings Corp COM 87264S106 13715 232338 SH SOLE N/A SOLE 0 0
tw telecom inc COM 87311L104 853 41539 SH SOLE N/A SOLE 0 0
TYCO INTERNATIONAL LTD SHS H89128104 2798 56600 SH SOLE N/A SOLE 0 0
Tyson Foods Inc CL A 902494103 8024 413188 SH SOLE N/A SOLE 0 0
United Parcel Service Inc CL B 911312106 824 11293 SH SOLE N/A SOLE 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4603 52000 SH SOLE N/A SOLE 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9175 177887 SH SOLE N/A SOLE 0 0
UNUM GROUP COM 91529Y106 1965 77111 SH SOLE N/A SOLE 0 0
URS Corp COM 903236107 12324 275468 SH SOLE N/A SOLE 0 0
USG Corp COM NEW 903293405 4125 287626 SH SOLE N/A SOLE 0 0
VALERO ENERGY CORP COM 91913Y100 18851 737237 SH SOLE N/A SOLE 0 0
Vanguard MSCI Emerging Markets MSCI EMR MKT ETF 922042858 926076 19047222 SH SOLE N/A SOLE 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 312 4459 SH SOLE N/A SOLE 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9754 262000 SH SOLE N/A SOLE 0 0
Vertex Pharmaceuticals Inc COM 92532F100 2419 46533 SH SOLE N/A SOLE 0 0
Virgin Media Inc COM 92769L101 1996 66689 SH SOLE N/A SOLE 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 22102 1469574 SH SOLE N/A SOLE 0 0
VULCAN MATERIALS CO COM 929160109 5012 130077 SH SOLE N/A SOLE 0 0
Wabtec Corp COM 929740108 8104 123312 SH SOLE N/A SOLE 0 0
WAL-MART STORES INC COM 931142103 4496 84600 SH SOLE N/A SOLE 0 0
Walt Disney Co/The COM DISNEY 254687106 4435 113600 SH SOLE N/A SOLE 0 0
Washington Post Co/The CL B 939640108 1405 3354 SH SOLE N/A SOLE 0 0
WASTE MANAGEMENT INC COM 94106L109 702 18834 SH SOLE N/A SOLE 0 0
WATSON PHARMACEUTICALS INC COM 942683103 8037 116934 SH SOLE N/A SOLE 0 0
Weatherford International Ltd REG SHS H27013103 668 35635 SH SOLE N/A SOLE 0 0
WERNER ENTERPRISES INC COM 950755108 15047 600660 SH SOLE N/A SOLE 0 0
WHIRLPOOL CORP COM 963320106 321 3945 SH SOLE N/A SOLE 0 0
WILLIAMS-SONOMA INC COM 969904101 8093 221775 SH SOLE N/A SOLE 0 0
XEROX CORP COM 984121103 8971 861778 SH SOLE N/A SOLE 0 0
YAMANA GOLD INC COM 98462Y100 4747 408200 SH SOLE N/A SOLE 0 0
Zebra Technologies Corp CL A 989207105 4444 105376 SH SOLE N/A SOLE 0 0
ZIMMER HOLDINGS INC COM 98956P102 4962 78508 SH SOLE N/A SOLE 0 0
ZIONS BANCORPORATION COM 989701107 2002 83400 SH SOLE N/A SOLE 0 0