0001515685-12-000001.txt : 20120216 0001515685-12-000001.hdr.sgml : 20120216 20120216111412 ACCESSION NUMBER: 0001515685-12-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120216 DATE AS OF CHANGE: 20120216 EFFECTIVENESS DATE: 20120216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LMR Master Fund Ltd CENTRAL INDEX KEY: 0001515685 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14442 FILM NUMBER: 12618362 BUSINESS ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY-1101 BUSINESS PHONE: 00442076641730 MAIL ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY-1101 13F-HR 1 lmrffltd.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: December 31, 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: LMR PARTNERS LLP Address: 1st Floor, 55 New Bond Street London, United Kingdom W1S1DG 13F File Number: 02-14442 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: Shane Cullinane Title: Chief Operating Officer Phone: 02076641730 Signature, Place and Date of Signing: Shane Cullinane London, United Kingdom February 14, 2012 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 594 Form 13F Information Table Value Total: $504,278 List of Other Included Managers: No. 13F File Number Name 01 028-05431 Sunrise Partners Limited Partnership FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABERCROMBIE & FITCH CO CL A COM 002896207 1530 31323 SH SHARED 01 31323 ABERCROMBIE & FITCH CO CL A COM 002896207 510 10441 SH SOLE 10441 AETNA INC - NEW COM 00817Y108 1630 38646 SH SHARED 01 38646 AETNA INC - NEW COM 00817Y108 543 12882 SH SOLE 12882 AGILENT TECHNOLOGIES INC COM 00846U101 613 17560 SH SHARED 01 17560 AGILENT TECHNOLOGIES INC COM 00846U101 204 5853 SH SOLE 5853 AGL RESOURCES INC COM 001204106 348 8232 SH SHARED 01 8232 AGL RESOURCES INC COM 001204106 116 2745 SH SOLE 2745 AK STEEL HLDG CORP COM 001547108 396 47932 SH SHARED 01 47932 AK STEEL HLDG CORP COM 001547108 132 15978 SH SOLE 15978 ALBANY MOLECULAR RESEARCH COM 012423109 37 12731 SH SHARED 01 12731 ALBANY MOLECULAR RESEARCH COM 012423109 12 4243 SH SOLE 4243 ALLEGHENY TECH INC COM 01741R102 569 11896 SH SHARED 01 11896 ALLEGHENY TECH INC COM 01741R102 190 3966 SH SOLE 3966 ALLERGAN INC COM 018490102 1278 14561 SH SHARED 01 14561 ALLERGAN INC COM 018490102 426 4853 SH SOLE 4853 ALLIANCE HEALTHCARE SERVICES I COM 018606202 18 14367 SH SHARED 01 14367 ALLIANCE HEALTHCARE SERVICES I COM 018606202 6 4789 SH SOLE 4789 ALTERA CORP COM 021441100 458 12351 SH SHARED 01 12351 ALTERA CORP COM 021441100 153 4116 SH SOLE 4116 ALTRIA GROUP INC COM 02209S103 866 29205 SH SHARED 01 29205 ALTRIA GROUP INC COM 02209S103 289 9735 SH SOLE 9735 AMAZON.COM INC COM 023135106 1347 7780 SH SHARED 01 7780 AMAZON.COM INC COM 023135106 449 2594 SH SOLE 2594 AMBASSADORS GROUP INC COM 023177108 57 12612 SH SHARED 01 12612 AMBASSADORS GROUP INC COM 023177108 19 4203 SH SOLE 4203 AMEREN CORPORATION COM 023608102 1552 46851 SH SHARED 01 46851 AMEREN CORPORATION COM 023608102 517 15617 SH SOLE 15617 AMERICAN ELECTRIC POWER COM 025537101 959 23221 SH SHARED 01 23221 AMERICAN ELECTRIC POWER COM 025537101 320 7740 SH SOLE 7740 AMERICAN EXPRESS COMPANY COM 025816109 2728 57829 SH SHARED 01 57829 AMERICAN EXPRESS COMPANY COM 025816109 909 19277 SH SOLE 19277 AMERIPRISE FINANCIAL INC COM 03076C106 519 10447 SH SHARED 01 10447 AMERIPRISE FINANCIAL INC COM 03076C106 173 3482 SH SOLE 3482 AMERISOURCEBERGEN CORP COM 03073E105 1318 35441 SH SHARED 01 35441 AMERISOURCEBERGEN CORP COM 03073E105 439 11814 SH SOLE 11814 ANADARKO PETROLEUM CORP COM 032511107 1641 21496 SH SHARED 01 21496 ANADARKO PETROLEUM CORP COM 032511107 547 7166 SH SOLE 7166 APARTMENT INVT & MGMT CO - 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MERIDIAN INTERSTATE BANCORP COM 58964Q104 44 3529 SH SOLE 3529 MICROVISION INC COM 594960106 24 65598 SH SHARED 01 65598 MICROVISION INC COM 594960106 8 21865 SH SOLE 21865 MONSANTO CO COM 61166W101 382 5457 SH SHARED 01 5457 MONSANTO CO COM 61166W101 127 1819 SH SOLE 1819 MONSTER WORLDWIDE INC COM 611742107 787 99235 SH SHARED 01 99235 MONSTER WORLDWIDE INC COM 611742107 262 33079 SH SOLE 33079 MOODY'S CORPORATION COM 615369105 1786 53024 SH SHARED 01 53024 MOODY'S CORPORATION COM 615369105 595 17675 SH SOLE 17675 MOTOROLA SOLUTIONS INC COM 620076307 1927 41622 SH SHARED 01 41622 MOTOROLA SOLUTIONS INC COM 620076307 642 13873 SH SOLE 13873 MOTRICITY INC COM 620107102 13 13917 SH SHARED 01 13917 MOTRICITY INC COM 620107102 4 4638 SH SOLE 4638 NABI BIOPHARMACEUTICALS COM 629519109 51 26962 SH SHARED 01 26962 NABI BIOPHARMACEUTICALS COM 629519109 17 8987 SH SOLE 8987 NASDAQ OMX GROUP/THE COM 631103108 605 24690 SH SHARED 01 24690 NASDAQ OMX GROUP/THE COM 631103108 202 8229 SH SOLE 8229 NATIONAL OILWELL VARCO INC COM 637071101 2487 36576 SH SHARED 01 36576 NATIONAL OILWELL VARCO INC COM 637071101 829 12192 SH SOLE 12192 NEW YORK TIMES CO CL A COM 650111107 151 19479 SH SHARED 01 19479 NEW YORK TIMES CO CL A COM 650111107 50 6494 SH SOLE 6494 NEWMONT MINING COM 651639106 2320 38658 SH SHARED 01 38658 NEWMONT MINING COM 651639106 773 12886 SH SOLE 12886 NEWS CORP-CL A COM 65248E104 2201 123397 SH SHARED 01 123397 NEWS CORP-CL A COM 65248E104 734 41133 SH SOLE 41133 NIKE INC CL B STOCK COM 654106103 2306 23925 SH SHARED 01 23925 NIKE INC CL B STOCK COM 654106103 769 7975 SH SOLE 7975 NISOURCE INC COM 65473P105 2181 91584 SH SHARED 01 91584 NISOURCE INC COM 65473P105 727 30528 SH SOLE 30528 NOBLE ENERGY INC. COM 655044105 798 8453 SH SHARED 01 8453 NOBLE ENERGY INC. COM 655044105 266 2817 SH SOLE 2817 NORDION INC COM 65563C105 413 49200 SH SHARED 01 49200 NORDION INC COM 65563C105 138 16400 SH SOLE 16400 NORDSON CORP COM 655663102 230 5596 SH SHARED 01 5596 NORDSON CORP COM 655663102 77 1865 SH SOLE 1865 NORDSTROM INC COM 655664100 1702 34234 SH SHARED 01 34234 NORDSTROM INC COM 655664100 567 11411 SH SOLE 11411 NORFOLK SOUTHERN CORP COM 655844108 2784 38208 SH SHARED 01 38208 NORFOLK SOUTHERN CORP COM 655844108 928 12737 SH SOLE 12737 NORTHEAST UTILITIES COM 664397106 917 25419 SH SHARED 01 25419 NORTHEAST UTILITIES COM 664397106 306 8473 SH SOLE 8473 NORTHROP GRUMMAN CORP COM 666807102 1222 20895 SH SHARED 01 20895 NORTHROP GRUMMAN CORP COM 666807102 407 6965 SH SOLE 6965 NOVATEL WIRELESS INC COM 66987M604 60 19230 SH SHARED 01 19230 NOVATEL WIRELESS INC COM 66987M604 20 6409 SH SOLE 6409 NOVELLUS SYSTEMS INC COM 670008101 1214 29394 SH SHARED 01 29394 NOVELLUS SYSTEMS INC COM 670008101 405 9799 SH SOLE 9799 O'REILLY AUTOMOTIVE INC COM 67103H107 1959 24508 SH SHARED 01 24508 O'REILLY AUTOMOTIVE INC COM 67103H107 653 8170 SH SOLE 8170 OLD REPUBLIC INTL CORP COM 680223104 3425 369458 SH SHARED 01 369458 OLD REPUBLIC INTL CORP COM 680223104 1142 123153 SH SOLE 123153 OPNEXT INC COM 68375V105 24 29664 SH SHARED 01 29664 OPNEXT INC COM 68375V105 8 9888 SH SOLE 9888 ORACLE CORP COM 68389X105 1024 39932 SH SHARED 01 39932 ORACLE CORP COM 68389X105 341 13310 SH SOLE 13310 ORBITZ WORLDWIDE INC COM 68557K109 69 18460 SH SHARED 01 18460 ORBITZ WORLDWIDE INC COM 68557K109 23 6153 SH SOLE 6153 OREXIGEN THERAPEUTICS INC COM 686164104 30 18751 SH SHARED 01 18751 OREXIGEN THERAPEUTICS INC COM 686164104 10 6250 SH SOLE 6250 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 54 31797 SH SHARED 01 31797 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 18 10599 SH SOLE 10599 PALL CORP COM 696429307 1456 25473 SH SHARED 01 25473 PALL CORP COM 696429307 485 8491 SH SOLE 8491 PARKER-HANNIFIN CORP COM 701094104 1928 25285 SH SHARED 01 25285 PARKER-HANNIFIN CORP COM 701094104 643 8429 SH SOLE 8429 PATTERSON COS INC COM 703395103 219 7404 SH SHARED 01 7404 PATTERSON COS INC COM 703395103 73 2469 SH SOLE 2469 PENNEY JC CO COM 708160106 2808 79877 SH SHARED 01 79877 PENNEY JC CO COM 708160106 936 26625 SH SOLE 26625 PENSON WORLDWIDE INC COM 709600100 24 20966 SH SHARED 01 20966 PENSON WORLDWIDE INC COM 709600100 8 6988 SH SOLE 6988 PEPCO HOLDINGS INC COM 713291102 621 30597 SH SHARED 01 30597 PEPCO HOLDINGS INC COM 713291102 207 10200 SH SOLE 10200 PHILIP MORRIS INTERNATIONAL COM 718172109 1183 15069 SH SHARED 01 15069 PHILIP MORRIS INTERNATIONAL COM 718172109 394 5024 SH SOLE 5024 PINNACLE WEST CAPITAL COM 723484101 974 20214 SH SHARED 01 20214 PINNACLE WEST CAPITAL COM 723484101 325 6738 SH SOLE 6738 PIONEER NATURAL RESOURCES CO COM 723787107 2240 25032 SH SHARED 01 25032 PIONEER NATURAL RESOURCES CO COM 723787107 747 8344 SH SOLE 8344 POZEN INC COM 73941U102 75 19063 SH SHARED 01 19063 POZEN INC COM 73941U102 25 6354 SH SOLE 6354 PPG INDUSTRIES INC COM 693506107 1205 14427 SH SHARED 01 14427 PPG INDUSTRIES INC COM 693506107 402 4809 SH SOLE 4809 PRECISION CASTPARTS CORP COM 740189105 2250 13651 SH SHARED 01 13651 PRECISION CASTPARTS CORP COM 740189105 750 4551 SH SOLE 4551 PRICELINE.COM INC COM 741503403 1335 2855 SH SHARED 01 2855 PRICELINE.COM INC COM 741503403 445 951 SH SOLE 951 PROCTER & GAMBLE COM 742718109 4332 64932 SH SHARED 01 64932 PROCTER & GAMBLE COM 742718109 1444 21644 SH SOLE 21644 PROGRESS ENERGY INC COM 743263105 1207 21549 SH SHARED 01 21549 PROGRESS ENERGY INC COM 743263105 402 7184 SH SOLE 7184 PROLOGIS INC COM 74340W103 751 26265 SH SHARED 01 26265 PROLOGIS INC COM 74340W103 250 8755 SH SOLE 8755 PRUDENTIAL FINANCIAL INC COM 744320102 919 18339 SH SHARED 01 18339 PRUDENTIAL FINANCIAL INC COM 744320102 306 6112 SH SOLE 6112 PUBLIC SERVICE ENTERPRISE GP COM 744573106 433 13113 SH SHARED 01 13113 PUBLIC SERVICE ENTERPRISE GP COM 744573106 144 4371 SH SOLE 4371 PUBLIC STORAGE COM 74460D109 3275 24354 SH SHARED 01 24354 PUBLIC STORAGE COM 74460D109 1092 8119 SH SOLE 8119 PULTE HOMES INC COM 745867101 3261 516795 SH SHARED 01 516795 PULTE HOMES INC COM 745867101 1087 172266 SH SOLE 172266 QUALCOMM INC. COM 747525103 402 7353 SH SHARED 01 7353 QUALCOMM INC. COM 747525103 134 2451 SH SOLE 2451 QUANTA SERVICES INC COM 74762E102 517 24006 SH SHARED 01 24006 QUANTA SERVICES INC COM 74762E102 172 8002 SH SOLE 8002 QUESTAR CORP COM 748356102 766 38552 SH SHARED 01 38552 QUESTAR CORP COM 748356102 255 12851 SH SOLE 12851 RALPH LAUREN CORP COM 751212101 3506 25390 SH SHARED 01 25390 RALPH LAUREN CORP COM 751212101 1169 8464 SH SOLE 8464 RANGE RESOURCES CORP COM 75281A109 2220 35846 SH SHARED 01 35846 RANGE RESOURCES CORP COM 75281A109 740 11949 SH SOLE 11949 RED HAT INC COM 756577102 2177 52730 SH SHARED 01 52730 RED HAT INC COM 756577102 726 17577 SH SOLE 17577 REYNOLDS AMERICAN INC COM 761713106 1576 38041 SH SHARED 01 38041 REYNOLDS AMERICAN INC COM 761713106 525 12681 SH SOLE 12681 ROBERT HALF INTL INC COM 770323103 617 21662 SH SHARED 01 21662 ROBERT HALF INTL INC COM 770323103 206 7221 SH SOLE 7221 ROCKWELL INTL CORP COM 773903109 1090 14858 SH SHARED 01 14858 ROCKWELL INTL CORP COM 773903109 363 4953 SH SOLE 4953 ROPER INDUSTRIES INC COM 776696106 1377 15846 SH SHARED 01 15846 ROPER INDUSTRIES INC COM 776696106 459 5283 SH SOLE 5283 ROSS STORES INC COM 778296103 2834 59619 SH SHARED 01 59619 ROSS STORES INC COM 778296103 945 19873 SH SOLE 19873 ROWAN COMPANIES INC COM 779382100 462 15243 SH SHARED 01 15243 ROWAN COMPANIES INC COM 779382100 154 5081 SH SOLE 5081 RYDER SYSTEMS INC COM 783549108 1205 22673 SH SHARED 01 22673 RYDER SYSTEMS INC COM 783549108 402 7558 SH SOLE 7558 SANDISK CORP COM 80004C101 2466 50121 SH SHARED 01 50121 SANDISK CORP COM 80004C101 822 16708 SH SOLE 16708 SCANA CORP COM 80589M102 296 6578 SH SHARED 01 6578 SCANA CORP COM 80589M102 99 2193 SH SOLE 2193 SEARS HOLDINGS CORP COM 812350106 154 4839 SH SHARED 01 4839 SEARS HOLDINGS CORP COM 812350106 51 1612 SH SOLE 1612 SHERWIN WILLIAMS COM 824348106 441 4943 SH SHARED 01 4943 SHERWIN WILLIAMS COM 824348106 147 1648 SH SOLE 1648 SIMON PROPERTY GROUP INC COM 828806109 5031 39022 SH SHARED 01 39022 SIMON PROPERTY GROUP INC COM 828806109 1677 13007 SH SOLE 13007 SLM CORP COM 78442P106 919 68617 SH SHARED 01 68617 SLM CORP COM 78442P106 306 22872 SH SOLE 22872 SMART TECHNOLOGIES INC - A COM 83172R108 146 39873 SH SHARED 01 39873 SMART TECHNOLOGIES INC - A COM 83172R108 49 13289 SH SOLE 13289 SMITH MICRO SOFTWARE INC COM 832154108 38 33897 SH SHARED 01 33897 SMITH MICRO SOFTWARE INC COM 832154108 13 11299 SH SOLE 11299 SMUCKER (J.M.) CO-NEW CO COM 832696405 400 5114 SH SHARED 01 5114 SMUCKER (J.M.) CO-NEW CO COM 832696405 133 1705 SH SOLE 1705 SNAP ON INC COM 833034101 665 13138 SH SHARED 01 13138 SNAP ON INC COM 833034101 222 4380 SH SOLE 4380 SOUTHERN CO COM 842587107 1065 23004 SH SHARED 01 23004 SOUTHERN CO COM 842587107 355 7669 SH SOLE 7669 SOUTHWEST BANCORP INC/OKLA COM 844767103 66 11080 SH SHARED 01 11080 SOUTHWEST BANCORP INC/OKLA COM 844767103 22 3693 SH SOLE 3693 SOUTHWESTERN ENERGY CO COM 845467109 184 5746 SH SHARED 01 5746 SOUTHWESTERN ENERGY CO COM 845467109 61 1915 SH SOLE 1915 SPECTRA ENERGY CORP COM 847560109 1893 61549 SH SHARED 01 61549 SPECTRA ENERGY CORP COM 847560109 631 20516 SH SOLE 20516 STARBUCKS CORP COM 855244109 4609 100179 SH SHARED 01 100179 STARBUCKS CORP COM 855244109 1536 33392 SH SOLE 33392 STARWOOD HOTELS & RESORTS COM 85590A401 673 14021 SH SHARED 01 14021 STARWOOD HOTELS & RESORTS COM 85590A401 224 4673 SH SOLE 4673 STEREOTAXIS INC COM 85916J102 37 44904 SH SHARED 01 44904 STEREOTAXIS INC COM 85916J102 12 14968 SH SOLE 14968 STERICYCLE INC COM 858912108 486 6231 SH SHARED 01 6231 STERICYCLE INC COM 858912108 162 2078 SH SOLE 2078 SUN HEALTHCARE GROUP INC COM 86677E100 58 15055 SH SHARED 01 15055 SUN HEALTHCARE GROUP INC COM 86677E100 19 5018 SH SOLE 5018 SUNOCO INC COM 86764P109 952 23208 SH SHARED 01 23208 SUNOCO INC COM 86764P109 317 7737 SH SOLE 7737 SWISHER HYGIENE INC COM 870808102 333 89556 SH SHARED 01 89556 SWISHER HYGIENE INC COM 870808102 111 29851 SH SOLE 29851 T ROWE PRICE GROUP INC COM 74144T108 347 6099 SH SHARED 01 6099 T ROWE PRICE GROUP INC COM 74144T108 116 2033 SH SOLE 2033 TECO ENERGY INC COM 872375100 521 27198 SH SHARED 01 27198 TECO ENERGY INC COM 872375100 174 9066 SH SOLE 9066 TELLABS INC COM 879664100 1343 332410 SH SHARED 01 332410 TELLABS INC COM 879664100 448 110804 SH SOLE 110804 TERADATA CORP COM 88076W103 2311 47646 SH SHARED 01 47646 TERADATA CORP COM 88076W103 770 15882 SH SOLE 15882 TERADYNE INC COM 880770102 829 60855 SH SHARED 01 60855 TERADYNE INC COM 880770102 276 20286 SH SOLE 20286 TESORO PETROLEUM CORP COM 881609101 2643 113129 SH SHARED 01 113129 TESORO PETROLEUM CORP COM 881609101 881 37709 SH SOLE 37709 THE HERSHEY COMPANY COM 427866108 246 3977 SH SHARED 01 3977 THE HERSHEY COMPANY COM 427866108 82 1326 SH SOLE 1326 TIME WARNER CABLE-A COM 88732J207 1453 22860 SH SHARED 01 22860 TIME WARNER CABLE-A COM 88732J207 484 7620 SH SOLE 7620 TIME WARNER INC COM 887317303 1412 39066 SH SHARED 01 39066 TIME WARNER INC COM 887317303 471 13022 SH SOLE 13022 TITANIUM METALS CORP COM 888339207 491 32810 SH SHARED 01 32810 TITANIUM METALS CORP COM 888339207 164 10937 SH SOLE 10937 TJX COMPANIES INC COM 872540109 1482 22965 SH SHARED 01 22965 TJX COMPANIES INC COM 872540109 494 7656 SH SOLE 7656 TORCHMARK CORP COM 891027104 1413 32562 SH SHARED 01 32562 TORCHMARK CORP COM 891027104 471 10853 SH SOLE 10853 TOREADOR RESOURCES CORP COM 891050106 90 17522 SH SHARED 01 17522 TOREADOR RESOURCES CORP COM 891050106 30 5840 SH SOLE 5840 TOTAL SYSTEM SERVICES INC COM 891906109 842 43035 SH SHARED 01 43035 TOTAL SYSTEM SERVICES INC COM 891906109 281 14345 SH SOLE 14345 TYSON FOODS INC - CL A COM 902494103 773 37428 SH SHARED 01 37428 TYSON FOODS INC - CL A COM 902494103 258 12477 SH SOLE 12477 UNION PACIFIC CORP COM 907818108 2917 27530 SH SHARED 01 27530 UNION PACIFIC CORP COM 907818108 972 9177 SH SOLE 9177 UNITED HEALTH GROUP INC COM 91324P102 2731 53878 SH SHARED 01 53878 UNITED HEALTH GROUP INC COM 91324P102 910 17959 SH SOLE 17959 UNUM GROUP COM 91529Y106 634 30106 SH SHARED 01 30106 UNUM GROUP COM 91529Y106 211 10035 SH SOLE 10035 US BANCORP COM 902973304 1428 52788 SH SHARED 01 52788 US BANCORP COM 902973304 476 17596 SH SOLE 17596 VALERO ENERGY CORP COM 91913Y100 1956 92944 SH SHARED 01 92944 VALERO ENERGY CORP COM 91913Y100 652 30982 SH SOLE 30982 VENTAS INC COM 92276F100 1175 21305 SH SHARED 01 21305 VENTAS INC COM 92276F100 392 7102 SH SOLE 7102 VERISIGN INC COM 92343E102 1235 34578 SH SHARED 01 34578 VERISIGN INC COM 92343E102 412 11526 SH SOLE 11526 VERSO PAPER CORP COM 92531L108 17 18120 SH SHARED 01 18120 VERSO PAPER CORP COM 92531L108 6 6040 SH SOLE 6040 VF CORP COM 918204108 4216 33196 SH SHARED 01 33196 VF CORP COM 918204108 1405 11066 SH SOLE 11066 VIACOM INC-CLASS B COM 92553P201 1149 25306 SH SHARED 01 25306 VIACOM INC-CLASS B COM 92553P201 383 8436 SH SOLE 8436 WAL-MART STORES INC COM 931142103 8962 149972 SH SHARED 01 149972 WAL-MART STORES INC COM 931142103 2987 49990 SH SOLE 49990 WATERS CORP COM 941848103 234 3162 SH SHARED 01 3162 WATERS CORP COM 941848103 78 1053 SH SOLE 1053 WELLPOINT INC COM 94973V107 645 9736 SH SHARED 01 9736 WELLPOINT INC COM 94973V107 215 3245 SH SOLE 3245 WILLIAMS COMPANIES INC COM 969457100 2230 67535 SH SHARED 01 67535 WILLIAMS COMPANIES INC COM 969457100 743 22511 SH SOLE 22511 WINDSTREAM CORP COM 97381W104 479 40800 SH SHARED 01 40800 WINDSTREAM CORP COM 97381W104 160 13600 SH SOLE 13600 WISCONSIN ENERGY CORP COM 976657106 811 23201 SH SHARED 01 23201 WISCONSIN ENERGY CORP COM 976657106 270 7733 SH SOLE 7733 WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 2327 61508 SH SHARED 01 61508 WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 776 20502 SH SOLE 20502 WYNN RESORTS LTD COM 983134107 2065 18687 SH SHARED 01 18687 WYNN RESORTS LTD COM 983134107 688 6229 SH SOLE 6229 XCEL ENERGY INC COM 98389B100 704 25475 SH SHARED 01 25475 XCEL ENERGY INC COM 98389B100 235 8492 SH SOLE 8492 XILINX INC COM 983919101 688 21457 SH SHARED 01 21457 XILINX INC COM 983919101 229 7153 SH SOLE 7153 XL GROUP PLC COM G98290102 556 28129 SH SHARED 01 28129 XL GROUP PLC COM G98290102 185 9376 SH SOLE 9376 YUM! BRANDS COM 988498101 281 4761 SH SHARED 01 4761 YUM! BRANDS COM 988498101 94 1586 SH SOLE 1586 ZION OIL & GAS INC-CW12 RT 989696133 3 13386 SH SHARED 01 13386 ZION OIL & GAS INC-CW12 RT 989696133 1 4462 SH SOLE 4462 ZIONS BANCORPORATION COM 989701107 131 8045 SH SHARED 01 8045 ZIONS BANCORPORATION COM 989701107 44 2681 SH SOLE 2681