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 - A COM 03748R101 1137 49650 SH SHARED 01 49650
APARTMENT INVT & MGMT CO - A COM 03748R101 379 16549 SH SOLE 16549
APOLLO GROUP INC - CL A COM 037604105 623 11559 SH SHARED 01 11559
APOLLO GROUP INC - CL A COM 037604105 208 3853 SH SOLE 3853
APPLE INC COM 037833100 2807 6930 SH SHARED 01 6930
APPLE INC COM 037833100 936 2310 SH SOLE 2310
ASSET ACCEPTANCE CAPITAL COM 04543P100 32 8299 SH SHARED 01 8299
ASSET ACCEPTANCE CAPITAL COM 04543P100 11 2766 SH SOLE 2766
ASSURANT INC COM 04621X108 513 12486 SH SHARED 01 12486
ASSURANT INC COM 04621X108 171 4161 SH SOLE 4161
AUTODESK INC COM 052769106 734 24205 SH SHARED 01 24205
AUTODESK INC COM 052769106 245 8068 SH SOLE 8068
AUTOMATIC DATA PROCESSING COM 053015103 1032 19107 SH SHARED 01 19107
AUTOMATIC DATA PROCESSING COM 053015103 344 6369 SH SOLE 6369
AUTONATION INC COM 05329W102 1414 38342 SH SHARED 01 38342
AUTONATION INC COM 05329W102 471 12781 SH SOLE 12781
AUTOZONE COM 053332102 1861 5727 SH SHARED 01 5727
AUTOZONE COM 053332102 620 1909 SH SOLE 1909
AVALONBAY COMMUNITIES INC COM 053484101 2737 20954 SH SHARED 01 20954
AVALONBAY COMMUNITIES INC COM 053484101 912 6984 SH SOLE 6984
BAKER HUGHES INC COM 057224107 450 9251 SH SHARED 01 9251
BAKER HUGHES INC COM 057224107 150 3084 SH SOLE 3084
BALL CORP COM 058498106 413 11570 SH SHARED 01 11570
BALL CORP COM 058498106 138 3857 SH SOLE 3857
BED BATH AND BEYOND INC COM 075896100 2033 35064 SH SHARED 01 35064
BED BATH AND BEYOND INC COM 075896100 678 11688 SH SOLE 11688
BIG LOTS INC COM 089302103 253 6711 SH SHARED 01 6711
BIG LOTS INC COM 089302103 84 2237 SH SOLE 2237
BIOGEN IDEC INC COM 09062X103 3723 33834 SH SHARED 01 33834
BIOGEN IDEC INC COM 09062X103 1241 11278 SH SOLE 11278
BIOMIMETIC THERAPEUTICS INC COM 09064X101 36 12594 SH SHARED 01 12594
BIOMIMETIC THERAPEUTICS INC COM 09064X101 12 4198 SH SOLE 4198
BON-TON STORES INC/THE COM 09776J101 33 9665 SH SHARED 01 9665
BON-TON STORES INC/THE COM 09776J101 11 3221 SH SOLE 3221
BOSTON PROPERTIES INC COM 101121101 1646 16528 SH SHARED 01 16528
BOSTON PROPERTIES INC COM 101121101 549 5509 SH SOLE 5509
BRISTOL MYERS SQUIBB COM 110122108 2022 57383 SH SHARED 01 57383
BRISTOL MYERS SQUIBB COM 110122108 674 19127 SH SOLE 19127
BROADWIND ENERGY INC COM 11161T108 64 94304 SH SHARED 01 94304
BROADWIND ENERGY INC COM 11161T108 21 31434 SH SOLE 31434
BROWN FORMAN CORP CL-B COM 115637209 474 5884 SH SHARED 01 5884
BROWN FORMAN CORP CL-B COM 115637209 158 1962 SH SOLE 1962
CABOT OIL & GAS CORP COM 127097103 3920 51644 SH SHARED 01 51644
CABOT OIL & GAS CORP COM 127097103 1307 17215 SH SOLE 17215
CAMERON INTERNATIONAL CORP COM 13342B105 704 14318 SH SHARED 01 14318
CAMERON INTERNATIONAL CORP COM 13342B105 235 4773 SH SOLE 4773
CAPITAL ONE FINL COM 14040H105 1003 23729 SH SHARED 01 23729
CAPITAL ONE FINL COM 14040H105 335 7910 SH SOLE 7910
CARDINAL HEALTH INC COM 14149Y108 1532 37732 SH SHARED 01 37732
CARDINAL HEALTH INC COM 14149Y108 511 12578 SH SOLE 12578
CATERPILLAR INC COM 149123101 2863 31605 SH SHARED 01 31605
CATERPILLAR INC COM 149123101 954 10535 SH SOLE 10535
CBS CORP- CL B COM 124857202 4168 153586 SH SHARED 01 153586
CBS CORP- CL B COM 124857202 1389 51195 SH SOLE 51195
CELGENE CORP COM 151020104 616 9112 SH SHARED 01 9112
CELGENE CORP COM 151020104 205 3038 SH SOLE 3038
CENTERPOINT ENERGY INC COM 15189T107 2209 109956 SH SHARED 01 109956
CENTERPOINT ENERGY INC COM 15189T107 736 36652 SH SOLE 36652
CHEVRON CORP COM 166764100 1793 16847 SH SHARED 01 16847
CHEVRON CORP COM 166764100 598 5616 SH SOLE 5616
CHRISTOPHER & BANKS CORP COM 171046105 47 20160 SH SHARED 01 20160
CHRISTOPHER & BANKS CORP COM 171046105 16 6720 SH SOLE 6720
CHUBB CORP USD COM 171232101 1760 25419 SH SHARED 01 25419
CHUBB CORP USD COM 171232101 587 8473 SH SOLE 8473
CIGNA CORP COM 125509109 1572 37431 SH SHARED 01 37431
CIGNA CORP COM 125509109 524 12476 SH SOLE 12476
CINCINNATI FINANCIAL CORP COM 172062101 387 12701 SH SHARED 01 12701
CINCINNATI FINANCIAL CORP COM 172062101 129 4234 SH SOLE 4234
CINTAS CORP COM 172908105 665 19100 SH SHARED 01 19100
CINTAS CORP COM 172908105 222 6367 SH SOLE 6367
CITRIX SYSTEMS INC COM 177376100 1597 26295 SH SHARED 01 26295
CITRIX SYSTEMS INC COM 177376100 532 8765 SH SOLE 8765
CLIFFS NATURAL RESOURCES INC COM 18683K101 1150 18437 SH SHARED 01 18437
CLIFFS NATURAL RESOURCES INC COM 18683K101 383 6146 SH SOLE 6146
CMS ENERGY CORP COM 125896100 1223 55379 SH SHARED 01 55379
CMS ENERGY CORP COM 125896100 408 18459 SH SOLE 18459
COACH INC COM 189754104 2505 41043 SH SHARED 01 41043
COACH INC COM 189754104 835 13681 SH SOLE 13681
COCA COLA ENTERPRISES INC. COM 19122T109 752 29151 SH SHARED 01 29151
COCA COLA ENTERPRISES INC. COM 19122T109 251 9718 SH SOLE 9718
COGNIZANT TECH SOLUTIONS CRP COM 192446102 1449 22533 SH SHARED 01 22533
COGNIZANT TECH SOLUTIONS CRP COM 192446102 483 7511 SH SOLE 7511
COLDWATER CREEK INC COM 193068103 87 73953 SH SHARED 01 73953
COLDWATER CREEK INC COM 193068103 29 24651 SH SOLE 24651
COMCAST CORP - CL A COM 20030N101 1035 43661 SH SHARED 01 43661
COMCAST CORP - CL A COM 20030N101 345 14554 SH SOLE 14554
COMCAST CORP SPECIAL CL A COM 20030N200 789 33507 SH SHARED 01 33507
COMCAST CORP SPECIAL CL A COM 20030N200 263 11170 SH SOLE 11170
CONOCOPHILLIPS COM 20825C104 1597 21919 SH SHARED 01 21919
CONOCOPHILLIPS COM 20825C104 532 7306 SH SOLE 7306
CONSOLIDATED EDISON INC COM 209115104 1214 19578 SH SHARED 01 19578
CONSOLIDATED EDISON INC COM 209115104 405 6526 SH SOLE 6526
CONSTELLATION ENERGY GRP COM 210371100 1537 38739 SH SHARED 01 38739
CONSTELLATION ENERGY GRP COM 210371100 512 12913 SH SOLE 12913
COSTCO WHOLESALE CORP COM 22160K105 192 2310 SH SHARED 01 2310
COSTCO WHOLESALE CORP COM 22160K105 64 770 SH SOLE 770
COVENTRY HEALTH CARE INC COM 222862104 1143 37643 SH SHARED 01 37643
COVENTRY HEALTH CARE INC COM 222862104 381 12547 SH SOLE 12547
CSX CORP COM 126408103 994 47184 SH SHARED 01 47184
CSX CORP COM 126408103 331 15728 SH SOLE 15728
CUMMINS INC COM 231021106 2667 30300 SH SHARED 01 30300
CUMMINS INC COM 231021106 889 10100 SH SOLE 10100
D.R. HORTON INC COM 23331A109 462 36657 SH SHARED 01 36657
D.R. HORTON INC COM 23331A109 154 12219 SH SOLE 12219
DARDEN RESTAURANTS INC COM 237194105 804 17633 SH SHARED 01 17633
DARDEN RESTAURANTS INC COM 237194105 268 5878 SH SOLE 5878
DEERE & CO COM 244199105 1138 14710 SH SHARED 01 14710
DEERE & CO COM 244199105 379 4904 SH SOLE 4904
DELL INC COM 24702R101 843 57591 SH SHARED 01 57591
DELL INC COM 24702R101 281 19198 SH SOLE 19198
DELTA PETROLEUM CORP COM 247907306 1 11155 SH SHARED 01 11155
DELTA PETROLEUM CORP COM 247907306 0 3718 SH SOLE 3718
DENTSPLY INTL INC COM 249030107 592 16914 SH SHARED 01 16914
DENTSPLY INTL INC COM 249030107 197 5638 SH SOLE 5638
DEX ONE CORP COM 25212W100 65 39422 SH SHARED 01 39422
DEX ONE CORP COM 25212W100 22 13140 SH SOLE 13140
DIRECTV COM 25490A101 2578 60292 SH SHARED 01 60292
DIRECTV COM 25490A101 859 20097 SH SOLE 20097
DISCOVER FINANCIAL SERVICES COM 254709108 2382 99237 SH SHARED 01 99237
DISCOVER FINANCIAL SERVICES COM 254709108 794 33078 SH SOLE 33078
DOMINION RESOURCES INC/VA COM 25746U109 1789 33699 SH SHARED 01 33699
DOMINION RESOURCES INC/VA COM 25746U109 596 11234 SH SOLE 11234
DOVER CORP COM 260003108 907 15627 SH SHARED 01 15627
DOVER CORP COM 260003108 302 5209 SH SOLE 5209
DTE ENERGY COMPANY COM 233331107 776 14247 SH SHARED 01 14247
DTE ENERGY COMPANY COM 233331107 259 4749 SH SOLE 4749
DUKE ENERGY CORP COM 26441C105 972 44196 SH SHARED 01 44196
DUKE ENERGY CORP COM 26441C105 324 14733 SH SOLE 14733
DUPONT EI DE NEMOURS & CO COM 263534109 565 12333 SH SHARED 01 12333
DUPONT EI DE NEMOURS & CO COM 263534109 188 4112 SH SOLE 4112
EAGLE BULK SHIPPING INC COM Y2187A101 35 37536 SH SHARED 01 37536
EAGLE BULK SHIPPING INC COM Y2187A101 12 12512 SH SOLE 12512
EATON CORP COM 278058102 1543 35453 SH SHARED 01 35453
EATON CORP COM 278058102 514 11818 SH SOLE 11818
EBAY INC COM 278642103 812 26788 SH SHARED 01 26788
EBAY INC COM 278642103 271 8929 SH SOLE 8929
ECOLAB INC COM 278865100 310 5354 SH SHARED 01 5354
ECOLAB INC COM 278865100 103 1785 SH SOLE 1785
EDISON INTERNATIONAL COM 281020107 639 15433 SH SHARED 01 15433
EDISON INTERNATIONAL COM 281020107 213 5144 SH SOLE 5144
ELECTRONIC ARTS INC COM 285512109 2129 103346 SH SHARED 01 103346
ELECTRONIC ARTS INC COM 285512109 710 34449 SH SOLE 34449
EMC CORP-MASS COM 268648102 448 20787 SH SHARED 01 20787
EMC CORP-MASS COM 268648102 149 6929 SH SOLE 6929
ENZO BIOCHEMICAL COM 294100102 36 16053 SH SHARED 01 16053
ENZO BIOCHEMICAL COM 294100102 12 5350 SH SOLE 5350
EQT CORP COM 26884L109 2598 47413 SH SHARED 01 47413
EQT CORP COM 26884L109 866 15805 SH SOLE 15805
EQUIFAX INC COM 294429105 489 12633 SH SHARED 01 12633
EQUIFAX INC COM 294429105 163 4211 SH SOLE 4211
EQUITY RESIDENTIAL PROPS TR COM 29476L107 2752 48264 SH SHARED 01 48264
EQUITY RESIDENTIAL PROPS TR COM 29476L107 917 16087 SH SOLE 16087
ESTEE LAUDER COMPANIES CL A COM 518439104 2281 20306 SH SHARED 01 20306
ESTEE LAUDER COMPANIES CL A COM 518439104 760 6768 SH SOLE 6768
EXELIS INC COM 30162A108 2715 300000 SH SHARED 01 300000
EXELIS INC COM 30162A108 905 100000 SH SOLE 100000
EXPEDIA INC COM 30212P303 208 7161 SH SHARED 01 7161
EXPEDIA INC COM 30212P303 69 2387 SH SOLE 2387
EXPEDITORS INTL WASH INC COM 302130109 191 4673 SH SHARED 01 4673
EXPEDITORS INTL WASH INC COM 302130109 64 1557 SH SOLE 1557
EXPRESS SCRIPTS INC-CL-A COM 302182100 2606 58303 SH SHARED 01 58303
EXPRESS SCRIPTS INC-CL-A COM 302182100 869 19435 SH SOLE 19435
FAMILY DOLLAR STORES COM 307000109 851 14754 SH SHARED 01 14754
FAMILY DOLLAR STORES COM 307000109 284 4918 SH SOLE 4918
FASTENAL CORP COM 311900104 3690 84625 SH SHARED 01 84625
FASTENAL CORP COM 311900104 1230 28209 SH SOLE 28209
FIDELITY NATIONAL INFORMATIO COM 31620M106 687 25824 SH SHARED 01 25824
FIDELITY NATIONAL INFORMATIO COM 31620M106 229 8607 SH SOLE 8607
FIFTH THIRD BANCORP COM 316773100 1213 95394 SH SHARED 01 95394
FIFTH THIRD BANCORP COM 316773100 404 31797 SH SOLE 31797
FIRST FINANCIAL HOLDINGS INC COM 320239106 84 9420 SH SHARED 01 9420
FIRST FINANCIAL HOLDINGS INC COM 320239106 28 3140 SH SOLE 3140
FIRST MARBLEHEAD CORP/THE COM 320771108 43 36424 SH SHARED 01 36424
FIRST MARBLEHEAD CORP/THE COM 320771108 14 12141 SH SOLE 12141
FIRSTENERGY CORP COM 337932107 1294 29207 SH SHARED 01 29207
FIRSTENERGY CORP COM 337932107 431 9735 SH SOLE 9735
FISERV INC COM 337738108 364 6200 SH SHARED 01 6200
FISERV INC COM 337738108 121 2066 SH SOLE 2066
FLUOR CORP (NEW) COM 343412102 1087 21627 SH SHARED 01 21627
FLUOR CORP (NEW) COM 343412102 362 7210 SH SOLE 7210
FMC CORP COM 302491303 805 9361 SH SHARED 01 9361
FMC CORP COM 302491303 269 3121 SH SOLE 3121
FMC TECHNOLOGIES INC COM 30249U101 2293 43899 SH SHARED 01 43899
FMC TECHNOLOGIES INC COM 30249U101 764 14634 SH SOLE 14634
FOSTER WHEELER AG COM H27178104 2668 139396 SH SHARED 01 139396
FOSTER WHEELER AG COM H27178104 889 46466 SH SOLE 46466
FURNITURE BRANDS INTL INC COM 360921100 55 44814 SH SHARED 01 44814
FURNITURE BRANDS INTL INC COM 360921100 18 14937 SH SOLE 14937
GAMESTOP CORP COM 36467W109 169 7019 SH SHARED 01 7019
GAMESTOP CORP COM 36467W109 56 2340 SH SOLE 2340
GAP INC COM 364760108 628 33866 SH SHARED 01 33866
GAP INC COM 364760108 209 11289 SH SOLE 11289
GENERAL DYNAMICS CORP COM 369550108 367 5526 SH SHARED 01 5526
GENERAL DYNAMICS CORP COM 369550108 122 1841 SH SOLE 1841
GENTIVA HEALTH SERVICES COM 37247A102 147 21786 SH SHARED 01 21786
GENTIVA HEALTH SERVICES COM 37247A102 49 7261 SH SOLE 7261
GENUINE PARTS CO COM 372460105 1337 21840 SH SHARED 01 21840
GENUINE PARTS CO COM 372460105 446 7281 SH SOLE 7281
GOODRICH (BF) CO COM 382388106 1903 15380 SH SHARED 01 15380
GOODRICH (BF) CO COM 382388106 634 5127 SH SOLE 5127
GOODYEAR TIRE & RUBBER CO COM 382550101 1170 82602 SH SHARED 01 82602
GOODYEAR TIRE & RUBBER CO COM 382550101 390 27534 SH SOLE 27534
HARLEY-DAVIDSON INC COM 412822108 2019 51931 SH SHARED 01 51931
HARLEY-DAVIDSON INC COM 412822108 673 17311 SH SOLE 17311
HARMAN INTL COM 413086109 406 10681 SH SHARED 01 10681
HARMAN INTL COM 413086109 135 3561 SH SOLE 3561
HASBRO INC COM 418056107 593 18592 SH SHARED 01 18592
HASBRO INC COM 418056107 198 6197 SH SOLE 6197
HCP COM 40414L109 1575 38009 SH SHARED 01 38009
HCP COM 40414L109 525 12669 SH SOLE 12669
HEADWATERS INC COM 42210P102 81 36486 SH SHARED 01 36486
HEADWATERS INC COM 42210P102 27 12162 SH SOLE 12162
HEALTH CARE REIT INC COM 42217K106 1030 18885 SH SHARED 01 18885
HEALTH CARE REIT INC COM 42217K106 343 6294 SH SOLE 6294
HEICO CORP-CL A COM 422806208 428 10877 SH SHARED 01 10877
HEICO CORP-CL A COM 422806208 143 3625 SH SOLE 3625
HEWLETT PACKARD CO COM 428236103 4336 168327 SH SHARED 01 168327
HEWLETT PACKARD CO COM 428236103 1445 56110 SH SOLE 56110
HOME DEPOT INC COM 437076102 268 6372 SH SHARED 01 6372
HOME DEPOT INC COM 437076102 89 2125 SH SOLE 2125
HONEYWELL INTL INC COM 438516106 2033 37400 SH SHARED 01 37400
HONEYWELL INTL INC COM 438516106 678 12467 SH SOLE 12467
HORMEL FOODS CORP COM 440452100 447 15272 SH SHARED 01 15272
HORMEL FOODS CORP COM 440452100 149 5091 SH SOLE 5091
HOST HOTELS & RESORTS INC COM 44107P104 441 29839 SH SHARED 01 29839
HOST HOTELS & RESORTS INC COM 44107P104 147 9946 SH SOLE 9946
HUMAN GENOME SCIENCES INC COM 444903108 1577 213333 SH SHARED 01 213333
HUMAN GENOME SCIENCES INC COM 444903108 526 71112 SH SOLE 71112
HUMANA INC COM 444859102 3361 38364 SH SHARED 01 38364
HUMANA INC COM 444859102 1120 12788 SH SOLE 12788
HUNTINGTON BANCSHARES COM 446150104 409 74524 SH SHARED 01 74524
HUNTINGTON BANCSHARES COM 446150104 136 24841 SH SOLE 24841
IBM CORP COM 459200101 4635 25206 SH SHARED 01 25206
IBM CORP COM 459200101 1545 8403 SH SOLE 8403
INTEGRYS ENERGY GROUP INC COM 45822P105 637 11750 SH SHARED 01 11750
INTEGRYS ENERGY GROUP INC COM 45822P105 212 3916 SH SOLE 3916
INTEL CORP COM 458140100 355 14644 SH SHARED 01 14644
INTEL CORP COM 458140100 118 4881 SH SOLE 4881
INTERCONTINENTALEXCHANGE INC COM 45865V100 1137 9432 SH SHARED 01 9432
INTERCONTINENTALEXCHANGE INC COM 45865V100 379 3143 SH SOLE 3143
INTERNATIONAL PAPER CO COM 460146103 1696 57285 SH SHARED 01 57285
INTERNATIONAL PAPER CO COM 460146103 565 19096 SH SOLE 19096
INTERPUBLIC GROUP COS COM 460690100 634 65135 SH SHARED 01 65135
INTERPUBLIC GROUP COS COM 460690100 211 21711 SH SOLE 21711
INTL FLAVORS & FRAGRANCES COM 459506101 756 14427 SH SHARED 01 14427
INTL FLAVORS & FRAGRANCES COM 459506101 252 4809 SH SOLE 4809
INTL GAMES TECHNOLOGY COM 459902102 331 19236 SH SHARED 01 19236
INTL GAMES TECHNOLOGY COM 459902102 110 6412 SH SOLE 6412
INTUITIVE SURGICAL INC COM 46120E602 3023 6528 SH SHARED 01 6528
INTUITIVE SURGICAL INC COM 46120E602 1008 2176 SH SOLE 2176
IRON MOUNTAIN INC COM 462846106 1016 32971 SH SHARED 01 32971
IRON MOUNTAIN INC COM 462846106 339 10991 SH SOLE 10991
ISHARES MSCI EMERGING MKT IN COM 464287234 14664 386499 SH SHARED 01 386499
ISHARES MSCI EMERGING MKT IN COM 464287234 4888 128833 SH SOLE 128833
ITT CORP COM 450911201 2900 150000 SH SHARED 01 150000
ITT CORP COM 450911201 967 50000 SH SOLE 50000
INVESCO LTD COM G491BT108 385 19165 SH SHARED 01 19165
INVESCO LTD COM G491BT108 128 6388 SH SOLE 6388
JABIL CIRCUIT INC COM 466313103 1618 82291 SH SHARED 01 82291
JABIL CIRCUIT INC COM 466313103 539 27431 SH SOLE 27431
JANUS CAPITAL GROUP INC COM 47102X105 1893 300000 SH SHARED 01 300000
JANUS CAPITAL GROUP INC COM 47102X105 631 100000 SH SOLE 100000
JDS UNIPHASE CORP COM 46612J507 196 18738 SH SHARED 01 18738
JDS UNIPHASE CORP COM 46612J507 65 6246 SH SOLE 6246
JEFFERIES GROUP INC COM 472319102 3568 259462 SH SHARED 01 259462
JEFFERIES GROUP INC COM 472319102 1189 86488 SH SOLE 86488
KEYCORP COM 493267108 692 90047 SH SHARED 01 90047
KEYCORP COM 493267108 231 30015 SH SOLE 30015
KIMCO REALTY CORP COM 49446R109 1030 63408 SH SHARED 01 63408
KIMCO REALTY CORP COM 49446R109 343 21135 SH SOLE 21135
KLA - TENCOR CORP COM 482480100 1628 33732 SH SHARED 01 33732
KLA - TENCOR CORP COM 482480100 543 11245 SH SOLE 11245
LEGGETT & PLATT INC COM 524660107 174 7565 SH SHARED 01 7565
LEGGETT & PLATT INC COM 524660107 58 2522 SH SOLE 2522
LENNAR CORP COM 526057104 791 40242 SH SHARED 01 40242
LENNAR CORP COM 526057104 264 13415 SH SOLE 13415
LEXMARK INTL INC CL A COM 529771107 183 5521 SH SHARED 01 5521
LEXMARK INTL INC CL A COM 529771107 61 1841 SH SOLE 1841
LIMITED BRANDS COM 532716107 1034 25616 SH SHARED 01 25616
LIMITED BRANDS COM 532716107 345 8539 SH SOLE 8539
LOCKHEED MARTIN CORP COM 539830109 1434 17722 SH SHARED 01 17722
LOCKHEED MARTIN CORP COM 539830109 478 5908 SH SOLE 5908
LORILLARD INC COM 544147101 972 8529 SH SHARED 01 8529
LORILLARD INC COM 544147101 324 2844 SH SOLE 2844
LOWES CO COM 548661107 1621 63870 SH SHARED 01 63870
LOWES CO COM 548661107 540 21292 SH SOLE 21292
MACY'S INC COM 55616P104 3179 98801 SH SHARED 01 98801
MACY'S INC COM 55616P104 1060 32934 SH SOLE 32934
MARATHON OIL CORP COM 565849106 720 24598 SH SHARED 01 24598
MARATHON OIL CORP COM 565849106 240 8199 SH SOLE 8199
MARSH & MCLENNAN CO COM 571748102 1646 52041 SH SHARED 01 52041
MARSH & MCLENNAN CO COM 571748102 548 17346 SH SOLE 17346
MATTEL INC COM 577081102 1715 61791 SH SHARED 01 61791
MATTEL INC COM 577081102 572 20597 SH SOLE 20597
MCDONALDS CORP COM 580135101 1444 14388 SH SHARED 01 14388
MCDONALDS CORP COM 580135101 481 4797 SH SOLE 4797
MCGRAW HILL INC COM 580645109 1259 28006 SH SHARED 01 28006
MCGRAW HILL INC COM 580645109 420 9336 SH SOLE 9336
MCKESSON CORP COM 58155Q103 1057 13569 SH SHARED 01 13569
MCKESSON CORP COM 58155Q103 352 4523 SH SOLE 4523
MEAD JOHNSON NUTRITION CO-A COM 582839106 1481 21546 SH SHARED 01 21546
MEAD JOHNSON NUTRITION CO-A COM 582839106 494 7182 SH SOLE 7182
MEADWESTVACO CORP COM 583334107 453 15131 SH SHARED 01 15131
MEADWESTVACO CORP COM 583334107 151 5044 SH SOLE 5044
MEMC ELECTRONIC MATERIALS COM 552715104 297 75320 SH SHARED 01 75320
MEMC ELECTRONIC MATERIALS COM 552715104 99 25107 SH SOLE 25107
MENTOR GRAPHICS CORP COM 587200106 159 11700 SH SHARED 01 11700
MENTOR GRAPHICS CORP COM 587200106 53 3899 SH SOLE 3899
MERIDIAN INTERSTATE BANCORP COM 58964Q104 132 10590 SH SHARED 01 10590
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
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SOUTHWESTERN ENERGY CO COM 845467109 61 1915 SH SOLE 1915
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SWISHER HYGIENE INC COM 870808102 333 89556 SH SHARED 01 89556
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TELLABS INC COM 879664100 448 110804 SH SOLE 110804
TERADATA CORP COM 88076W103 2311 47646 SH SHARED 01 47646
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TESORO PETROLEUM CORP COM 881609101 2643 113129 SH SHARED 01 113129
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TIME WARNER INC COM 887317303 471 13022 SH SOLE 13022
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TITANIUM METALS CORP COM 888339207 164 10937 SH SOLE 10937
TJX COMPANIES INC COM 872540109 1482 22965 SH SHARED 01 22965
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TORCHMARK CORP COM 891027104 1413 32562 SH SHARED 01 32562
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TOTAL SYSTEM SERVICES INC COM 891906109 842 43035 SH SHARED 01 43035
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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
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US BANCORP COM 902973304 1428 52788 SH SHARED 01 52788
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VALERO ENERGY CORP COM 91913Y100 1956 92944 SH SHARED 01 92944
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VENTAS INC COM 92276F100 1175 21305 SH SHARED 01 21305
VENTAS INC COM 92276F100 392 7102 SH SOLE 7102
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VERISIGN INC COM 92343E102 412 11526 SH SOLE 11526
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VF CORP COM 918204108 1405 11066 SH SOLE 11066
VIACOM INC-CLASS B COM 92553P201 1149 25306 SH SHARED 01 25306
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WATERS CORP COM 941848103 234 3162 SH SHARED 01 3162
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WELLPOINT INC COM 94973V107 645 9736 SH SHARED 01 9736
WELLPOINT INC COM 94973V107 215 3245 SH SOLE 3245
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WINDSTREAM CORP COM 97381W104 479 40800 SH SHARED 01 40800
WINDSTREAM CORP COM 97381W104 160 13600 SH SOLE 13600
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WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 776 20502 SH SOLE 20502
WYNN RESORTS LTD COM 983134107 2065 18687 SH SHARED 01 18687
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XCEL ENERGY INC COM 98389B100 704 25475 SH SHARED 01 25475
XCEL ENERGY INC COM 98389B100 235 8492 SH SOLE 8492
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XILINX INC COM 983919101 229 7153 SH SOLE 7153
XL GROUP PLC COM G98290102 556 28129 SH SHARED 01 28129
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