-----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, DMP9Hyie8MQfU4W/aivoa9hO6dob5nsTgeTeleDE0kdwpKHMl/gcuit90gcp7Kyq se/anrwNLJWFcFGjULCPlA== 0001193125-08-176332.txt : 20080813 0001193125-08-176332.hdr.sgml : 20080813 20080813150750 ACCESSION NUMBER: 0001193125-08-176332 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080813 DATE AS OF CHANGE: 20080813 EFFECTIVENESS DATE: 20080813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LIBERTY MUTUAL INSURANCE CO CENTRAL INDEX KEY: 0000316369 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1230 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00033 FILM NUMBER: 081013082 BUSINESS ADDRESS: STREET 1: 175 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02117 BUSINESS PHONE: 6173579500 13F-HR 1 d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 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: Liberty Mutual Insurance Company Address: 175 Berkeley Street Boston, Massachusetts 02117 Form 13F File Number: 28-33 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: Scott D. Fitzhenry Title: Senior Manager of Compliance Phone: 617-357-9500 Signature, Place and Date of Signing: /s/ Scott D. Fitzhenry Boston, Massachusetts August 13, 2008 - ------------------------ --------------------------- ------------------- Report Type (Check 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: 756 Form 13F Information Table Value Total: $ 1,441,837 (in thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column heading and list entries.] NONE FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) 3M CO COM 88579Y101 4,418 63,479 SH SOLE -- SOLE A D C TELECOMMUNICATIONS COM NEW 000886309 204 13,796 SH SOLE -- SOLE A POWER ENERGY GENERAT SYS L COM G04136100 346 13,000 SH SOLE -- SOLE AARON RENTS INC COM 002535201 902 40,394 SH SOLE -- SOLE ABBOTT LABS COM 002824100 7,572 142,953 SH SOLE -- SOLE ABERCROMBIE & FITCH CO CL A 002896207 579 9,233 SH SOLE -- SOLE ABITIBIBOWATER INC COM 003687100 165 17,730 SH SOLE -- SOLE ACCURAY INC COM 004397105 271 37,199 SH SOLE -- SOLE ACE LTD ORD G0070K103 1,539 27,857 SH SOLE -- SOLE ACETO CORP COM 004446100 202 26,400 SH SOLE -- SOLE ACXIOM CORP COM 005125109 128 11,100 SH SOLE -- SOLE ADOBE SYS INC COM 00724F101 1,686 42,794 SH SOLE -- SOLE ADVANCED MICRO DEVICES INC COM 007903107 320 54,836 SH SOLE -- SOLE AEROPOSTALE COM 007865108 677 21,600 SH SOLE -- SOLE AES CORP COM 00130H105 1,120 58,284 SH SOLE -- SOLE AETNA INC NEW COM 00817Y108 2,118 52,268 SH SOLE -- SOLE AFC ENTERPRISES INC COM 00104Q107 268 33,600 SH SOLE -- SOLE AFFILIATED MANAGERS GROUP COM 008252108 393 4,360 SH SOLE -- SOLE AFLAC INC COM 001055102 2,876 45,790 SH SOLE -- SOLE AGFEED INDUSTRIES INC COM 00846L101 370 24,700 SH SOLE -- SOLE AGILENT TECHNOLOGIES INC COM 00846U101 1,318 37,095 SH SOLE -- SOLE AIR PRODS & CHEMS INC COM 009158106 1,976 19,988 SH SOLE -- SOLE AK STL HLDG CORP COM 001547108 352 5,100 SH SOLE -- SOLE AKAMAI TECHNOLOGIES INC COM 00971T101 497 14,288 SH SOLE -- SOLE ALBANY INTL CORP CL A 012348108 351 12,100 SH SOLE -- SOLE ALBERTO CULVER CO NEW COM 013078100 290 11,031 SH SOLE -- SOLE ALCATEL-LUCENT SPONSORED ADR 013904305 135 22,296 SH SOLE -- SOLE ALCOA INC COM 013817101 2,595 72,865 SH SOLE -- SOLE ALKERMES INC COM 01642T108 236 19,100 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ------------------ ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- (x1000) ALLEGHENY ENERGY INC COM 017361106 831 16,592 SH SOLE -- SOLE ALLEGHENY TECHNOLOGIES INC COM 01741R102 570 9,623 SH SOLE -- SOLE ALLERGAN INC COM 018490102 1,534 29,480 SH SOLE -- SOLE ALLIED CAP CORP NEW COM 01903Q108 38,892 2,800,000 SH SOLE -- SOLE ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 182 14,421 SH SOLE -- SOLE ALLSTATE CORP COM 020002101 2,582 56,635 SH SOLE -- SOLE ALPHA NATURAL RESOURCES INC COM 02076X102 1,476 14,150 SH SOLE -- SOLE ALTERA CORP COM 021441100 462 22,316 SH SOLE -- SOLE ALTRIA GROUP INC COM 02209S103 3,845 187,007 SH SOLE -- SOLE AMAZON COM INC COM 023135106 2,726 37,170 SH SOLE -- SOLE AMEDISYS INC COM 023436108 343 6,801 SH SOLE -- SOLE AMEREN CORP COM 023608102 716 16,943 SH SOLE -- SOLE AMERICAN CAPITAL STRATEGIES COM 024937104 238 10,001 SH SOLE -- SOLE AMERICAN ELEC PWR INC COM 025537101 1,628 40,458 SH SOLE -- SOLE AMERICAN EQTY INVT LIFE HLD COM 025676206 494 60,600 SH SOLE -- SOLE AMERICAN EXPRESS CO COM 025816109 4,060 107,787 SH SOLE -- SOLE AMERICAN GREETINGS CORP CL A 026375105 142 11,480 SH SOLE -- SOLE AMERICAN INTL GROUP INC COM 026874107 9,012 340,601 SH SOLE -- SOLE AMERICAN ORIENTAL BIOENGR IN COM 028731107 114 11,600 SH SOLE -- SOLE AMERICAN PUBLIC EDUCATION IN COM 02913V103 254 6,500 SH SOLE -- SOLE AMERICAN STS WTR CO COM 029899101 318 9,100 SH SOLE -- SOLE AMERICAN TOWER CORP CL A 029912201 347 8,205 SH SOLE -- SOLE AMERIPRISE FINL INC COM 03076C106 948 23,318 SH SOLE -- SOLE AMERISOURCEBERGEN CORP COM 03073E105 896 22,413 SH SOLE -- SOLE AMGEN INC COM 031162100 4,357 92,378 SH SOLE -- SOLE AMPHENOL CORP NEW CL A 032095101 651 14,500 SH SOLE -- SOLE ANADARKO PETE CORP COM 032511107 3,744 50,030 SH SOLE -- SOLE ANALOG DEVICES INC COM 032654105 1,043 32,844 SH SOLE -- SOLE ANHEUSER BUSCH COS INC COM 035229103 3,758 60,496 SH SOLE -- SOLE ANIXTER INTL INC COM 035290105 232 3,900 SH SOLE -- SOLE ANNALY CAP MGMT INC COM 035710409 685 44,150 SH SOLE -- SOLE ANNTAYLOR STORES CORP COM 036115103 323 13,470 SH SOLE -- SOLE ANSYS INC COM 03662Q105 916 19,450 SH SOLE -- SOLE AON CORP COM 037389103 1,559 33,929 SH SOLE -- SOLE APACHE CORP COM 037411105 4,670 33,596 SH SOLE -- SOLE APARTMENT INVT & MGMT CO CL A 03748R101 445 13,057 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) APOLLO GROUP INC CL A 037604105 841 19,007 SH SOLE -- SOLE APPLE INC COM 037833100 13,338 79,660 SH SOLE -- SOLE APPLERA CORP COM AP BIO GRP 038020103 924 27,596 SH SOLE -- SOLE APPLIED MATLS INC COM 038222105 2,456 128,637 SH SOLE -- SOLE ARCHER DANIELS MIDLAND CO COM 039483102 1,854 54,923 SH SOLE -- SOLE ARENA RESOURCES INC COM 040049108 776 14,700 SH SOLE -- SOLE ARES CAP CORP COM 04010L103 240 23,840 SH SOLE -- SOLE ARGON ST INC COM 040149106 611 24,650 SH SOLE -- SOLE ARIBA INC COM NEW 04033V203 397 27,000 SH SOLE -- SOLE ARMSTRONG WORLD INDS INC NEW COM 04247X102 745 25,500 SH SOLE -- SOLE ASBURY AUTOMOTIVE GROUP INC COM 043436104 250 19,430 SH SOLE -- SOLE ASSURANT INC COM 04621X108 422 6,401 SH SOLE -- SOLE AT&T INC COM 00206R102 20,028 594,483 SH SOLE -- SOLE ATHEROS COMMUNICATIONS INC COM 04743P108 216 7,200 SH SOLE -- SOLE ATWOOD OCEANICS INC COM 050095108 572 4,600 SH SOLE -- SOLE AUTODESK INC COM 052769106 710 21,003 SH SOLE -- SOLE AUTOMATIC DATA PROCESSING IN COM 053015103 1,655 39,504 SH SOLE -- SOLE AUTONATION INC COM 05329W102 126 12,579 SH SOLE -- SOLE AUTOZONE INC COM 053332102 760 6,282 SH SOLE -- SOLE AVALONBAY CMNTYS INC COM 053484101 232 2,603 SH SOLE -- SOLE AVERY DENNISON CORP COM 053611109 242 5,501 SH SOLE -- SOLE AVIS BUDGET GROUP COM 053774105 735 87,800 SH SOLE -- SOLE AVISTA CORP COM 05379B107 481 22,430 SH SOLE -- SOLE AVNET INC COM 053807103 225 8,240 SH SOLE -- SOLE AVON PRODS INC COM 054303102 1,728 47,972 SH SOLE -- SOLE BAKER HUGHES INC COM 057224107 2,423 27,739 SH SOLE -- SOLE BALL CORP COM 058498106 369 7,728 SH SOLE -- SOLE BANK OF AMERICA CORPORATION COM 060505104 16,912 708,522 SH SOLE -- SOLE BANK OF NEW YORK MELLON CORP COM 064058100 4,254 112,451 SH SOLE -- SOLE BANKRATE INC COM 06646V108 305 7,800 SH SOLE -- SOLE BARD C R INC COM 067383109 1,236 14,054 SH SOLE -- SOLE BARNES GROUP INC COM 067806109 216 9,375 SH SOLE -- SOLE BARRICK GOLD CORP COM 067901108 1,957 43,001 SH SOLE -- SOLE BAXTER INTL INC COM 071813109 4,254 66,534 SH SOLE -- SOLE BB&T CORP COM 054937107 1,118 49,088 SH SOLE -- SOLE BECTON DICKINSON & CO COM 075887109 2,482 30,535 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) BED BATH & BEYOND INC COM 075896100 557 19,830 SH SOLE -- SOLE BEMIS INC COM 081437105 321 14,326 SH SOLE -- SOLE BENCHMARK ELECTRS INC COM 08160H101 199 12,200 SH SOLE -- SOLE BEST BUY INC COM 086516101 1,511 38,157 SH SOLE -- SOLE BIG LOTS INC COM 089302103 501 16,048 SH SOLE -- SOLE BIO RAD LABS INC CL A 090572207 238 2,940 SH SOLE -- SOLE BIOGEN IDEC INC COM 09062X103 1,661 29,723 SH SOLE -- SOLE BIOMARIN PHARMACEUTICAL INC COM 09061G101 249 8,600 SH SOLE -- SOLE BJ SVCS CO COM 055482103 586 18,349 SH SOLE -- SOLE BJS WHOLESALE CLUB INC COM 05548J106 498 12,880 SH SOLE -- SOLE BLACK & DECKER CORP COM 091797100 645 11,211 SH SOLE -- SOLE BLOCK H & R INC COM 093671105 784 36,632 SH SOLE -- SOLE BLUE COAT SYSTEMS INC COM NEW 09534T508 186 13,200 SH SOLE -- SOLE BMC SOFTWARE INC COM 055921100 614 17,064 SH SOLE -- SOLE BOEING CO COM 097023105 4,901 74,580 SH SOLE -- SOLE BOIS D ARC ENERGY INC COM 09738U103 311 12,800 SH SOLE -- SOLE BOSTON PROPERTIES INC COM 101121101 747 8,278 SH SOLE -- SOLE BOSTON SCIENTIFIC CORP COM 101137107 1,342 109,213 SH SOLE -- SOLE BP PLC SPONSORED ADR 055622104 8,126 116,800 SH SOLE -- SOLE BPZ RESOURCES INC COM 055639108 609 20,700 SH SOLE -- SOLE BRIGGS & STRATTON CORP COM 109043109 276 21,800 SH SOLE -- SOLE BRISTOL MYERS SQUIBB CO COM 110122108 3,802 185,204 SH SOLE -- SOLE BROADCOM CORP CL A 111320107 1,069 39,166 SH SOLE -- SOLE BRONCO DRILLING CO INC COM 112211107 490 26,660 SH SOLE -- SOLE BROOKS AUTOMATION INC COM 114340102 115 13,890 SH SOLE -- SOLE BROWN FORMAN CORP CL B 115637209 1,626 21,520 SH SOLE -- SOLE BRUKER CORP COM 116794108 327 25,460 SH SOLE -- SOLE BUCYRUS INTL INC NEW CL A 118759109 651 8,910 SH SOLE -- SOLE BURLINGTON NORTHN SANTA FE C COM 12189T104 3,653 36,573 SH SOLE -- SOLE C H ROBINSON WORLDWIDE INC COM NEW 12541W209 599 10,926 SH SOLE -- SOLE CA INC COM 12673P105 1,095 47,409 SH SOLE -- SOLE CABOT MICROELECTRONICS CORP COM 12709P103 918 27,700 SH SOLE -- SOLE CACI INTL INC CL A 127190304 201 4,400 SH SOLE -- SOLE CAL DIVE INTL INC DEL COM 12802T101 522 36,500 SH SOLE -- SOLE CALIFORNIA PIZZA KITCHEN INC COM 13054D109 223 19,900 SH SOLE -- SOLE CAMPBELL SOUP CO COM 134429109 1,176 35,138 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- ------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- ------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) CANADIAN SOLAR INC COM 136635109 454 11,300 SH SOLE -- SOLE CAPELLA EDUCATION COMPANY COM 139594105 504 8,450 SH SOLE -- SOLE CAPITAL ONE FINL CORP COM 14040H105 1,249 32,858 SH SOLE -- SOLE CARDINAL HEALTH INC COM 14149Y108 1,924 37,308 SH SOLE -- SOLE CARNIVAL CORP PAIRED CTF 143658300 1,250 37,939 SH SOLE -- SOLE CARPENTER TECHNOLOGY CORP COM 144285103 536 12,280 SH SOLE -- SOLE CARRIZO OIL & CO INC COM 144577103 759 11,150 SH SOLE -- SOLE CASH AMER INTL INC COM 14754D100 273 8,800 SH SOLE -- SOLE CATERPILLAR INC DEL COM 149123101 4,447 60,238 SH SOLE -- SOLE CAVIUM NETWORKS INC COM 14965A101 269 12,800 SH SOLE -- SOLE CB RICHARD ELLIS GROUP INC CL A 12497T101 197 10,266 SH SOLE -- SOLE CBIZ INC COM 124805102 388 48,800 SH SOLE -- SOLE CBS CORP NEW CL B 124857202 1,413 72,490 SH SOLE -- SOLE CEDAR SHOPPING CTRS INC COM NEW 150602209 241 20,600 SH SOLE -- SOLE CELGENE CORP COM 151020104 2,291 35,867 SH SOLE -- SOLE CENTERPOINT ENERGY INC COM 15189T107 434 27,028 SH SOLE -- SOLE CENTEX CORP COM 152312104 280 20,961 SH SOLE -- SOLE CENTRAL EUROPEAN DIST CORP COM 153435102 1,122 15,125 SH SOLE -- SOLE CENTURYTEL INC COM 156700106 495 13,896 SH SOLE -- SOLE CENVEO INC COM 15670S105 116 11,900 SH SOLE -- SOLE CF INDS HLDGS INC COM 125269100 225 1,470 SH SOLE -- SOLE CHARLES RIV LABS INTL INC COM 159864107 451 7,050 SH SOLE -- SOLE CHART INDS INC COM PAR $0.01 16115Q308 523 10,750 SH SOLE -- SOLE CHECKPOINT SYS INC COM 162825103 754 36,100 SH SOLE -- SOLE CHEMED CORP NEW COM 16359R103 454 12,400 SH SOLE -- SOLE CHESAPEAKE ENERGY CORP COM 165167107 2,150 32,597 SH SOLE -- SOLE CHEVRON CORP NEW COM 166764100 19,653 198,254 SH SOLE -- SOLE CHIPOTLE MEXICAN GRILL INC CL A 169656105 264 3,200 SH SOLE -- SOLE CHUBB CORP COM 171232101 1,791 36,542 SH SOLE -- SOLE CIBER INC COM 17163B102 89 14,400 SH SOLE -- SOLE CIENA CORP COM NEW 171779309 460 19,853 SH SOLE -- SOLE CIGNA CORP COM 125509109 1,745 49,296 SH SOLE -- SOLE CINCINNATI FINL CORP COM 172062101 418 16,476 SH SOLE -- SOLE CIRCUIT CITY STORE INC COM 172737108 58 20,177 SH SOLE -- SOLE CISCO SYS INC COM 17275R102 13,491 580,029 SH SOLE -- SOLE CIT GROUP INC COM 125581108 142 20,779 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) CITADEL BROADCASTING CORP COM 17285T106 35 28,311 SH SOLE -- SOLE CITIGROUP INC COM 172967101 7,535 449,580 SH SOLE -- SOLE CITIZENS COMMUNICATIONS CO COM 17453B101 526 46,417 SH SOLE -- SOLE CITRIX SYS INC COM 177376100 292 9,930 SH SOLE -- SOLE CLEAN HARBORS INC COM 184496107 234 3,300 SH SOLE -- SOLE CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,780 50,579 SH SOLE -- SOLE CLEVELAND CLIFFS INC COM 185896107 453 3,800 SH SOLE -- SOLE CLOROX CO DEL COM 189054109 1,299 24,878 SH SOLE -- SOLE CME GROUP INC COM 12572Q105 1,710 4,463 SH SOLE -- SOLE CMS ENERGY CORP COM 125896100 716 48,026 SH SOLE -- SOLE COACH INC COM 189754104 1,072 37,111 SH SOLE -- SOLE COCA COLA CO COM 191216100 15,786 303,691 SH SOLE -- SOLE COCA COLA ENTERPRISES INC COM 191219104 658 38,047 SH SOLE -- SOLE COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 545 16,757 SH SOLE -- SOLE COLGATE PALMOLIVE CO COM 194162103 3,466 50,158 SH SOLE -- SOLE COMCAST CORP NEW CL A 20030N101 5,219 275,118 SH SOLE -- SOLE COMERICA INC COM 200340107 500 19,510 SH SOLE -- SOLE COMPASS MINERALS INTL INC COM 20451N101 548 6,800 SH SOLE -- SOLE COMPUTER SCIENCES CORP COM 205363104 660 14,080 SH SOLE -- SOLE COMPUWARE CORP COM 205638109 165 17,328 SH SOLE -- SOLE COMSTOCK RES INC COM NEW 205768203 920 10,900 SH SOLE -- SOLE CONAGRA FOODS INC COM 205887102 681 35,347 SH SOLE -- SOLE CONCHO RES INC COM 20605P101 556 14,900 SH SOLE -- SOLE CONOCOPHILLIPS COM 20825C104 14,913 157,990 SH SOLE -- SOLE CONSOL ENERGY INC COM 20854P109 1,849 16,458 SH SOLE -- SOLE CONSOLIDATED EDISON INC COM 209115104 652 16,680 SH SOLE -- SOLE CONSTELLATION BRANDS INC CL A 21036P108 415 20,888 SH SOLE -- SOLE CONSTELLATION ENERGY GROUP I COM 210371100 1,859 22,646 SH SOLE -- SOLE CONVERGYS CORP COM 212485106 680 45,730 SH SOLE -- SOLE COOPER COS INC COM NEW 216648402 991 26,688 SH SOLE -- SOLE COOPER INDS LTD CL A G24182100 603 15,072 SH SOLE -- SOLE CORE LABORATORIES N V COM N22717107 322 2,275 SH SOLE -- SOLE CORNING INC COM 219350105 3,173 137,670 SH SOLE -- SOLE COSTCO WHSL CORP NEW COM 22160K105 2,914 41,549 SH SOLE -- SOLE COUNTRYWIDE FINANCIAL CORP COM 222372104 177 41,562 SH SOLE -- SOLE COVENTRY HEALTH CARE INC COM 222862104 238 7,833 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- ---------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- ---------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) COVIDIEN LTD COM G2552X108 1,854 39,130 SH SOLE -- SOLE COX RADIO INC CL A 224051102 575 48,729 SH SOLE -- SOLE CRANE CO COM 224399105 319 8,279 SH SOLE -- SOLE CROWN HOLDINGS INC COM 228368106 1,235 47,510 SH SOLE -- SOLE CSG SYS INTL INC COM 126349109 227 20,600 SH SOLE -- SOLE CSX CORP COM 126408103 19,251 306,498 SH SOLE -- SOLE CTRIP COM INTL LTD ADR 22943F100 2,720 57,780 SH SOLE -- SOLE CUMMINS INC COM 231021106 1,629 24,856 SH SOLE -- SOLE CVS CAREMARK CORPORATION COM 126650100 5,706 144,189 SH SOLE -- SOLE D R HORTON INC COM 23331A109 282 25,954 SH SOLE -- SOLE DAIMLER AG REG SHS D1668R123 3,179 80,931 SH SOLE -- SOLE DANAHER CORP DEL COM 235851102 1,863 24,105 SH SOLE -- SOLE DARDEN RESTAURANTS INC COM 237194105 310 9,702 SH SOLE -- SOLE DARLING INTL INC COM 237266101 266 16,100 SH SOLE -- SOLE DECKERS OUTDOOR CORP COM 243537107 612 4,400 SH SOLE -- SOLE DEERE & CO COM 244199105 3,413 47,316 SH SOLE -- SOLE DEL MONTE FOODS CO COM 24522P103 134 18,859 SH SOLE -- SOLE DELL INC COM 24702R101 4,362 199,371 SH SOLE -- SOLE DENBURY RES INC COM NEW 247916208 287 7,850 SH SOLE -- SOLE DENNYS CORP COM 24869P104 196 69,000 SH SOLE -- SOLE DEVELOPERS DIVERSIFIED RLTY COM 251591103 224 6,463 SH SOLE -- SOLE DEVON ENERGY CORP NEW COM 25179M103 9,976 83,024 SH SOLE -- SOLE DEVRY INC DEL COM 251893103 245 4,570 SH SOLE -- SOLE DIRECTV GROUP INC COM 25459L106 2,071 79,940 SH SOLE -- SOLE DISCOVER FINL SVCS COM 254709108 603 45,783 SH SOLE -- SOLE DISNEY WALT CO COM DISNEY 254687106 5,568 178,456 SH SOLE -- SOLE DOMINION RES INC VA NEW COM 25746U109 2,791 58,768 SH SOLE -- SOLE DONNELLEY R R & SONS CO COM 257867101 704 23,725 SH SOLE -- SOLE DOVER CORP COM 260003108 848 17,532 SH SOLE -- SOLE DOW CHEM CO COM 260543103 2,409 69,003 SH SOLE -- SOLE DRS TECHNOLOGIES INC COM 23330X100 811 10,300 SH SOLE -- SOLE DTE ENERGY CO COM 233331107 486 11,449 SH SOLE -- SOLE DU PONT E I DE NEMOURS & CO COM 263534109 3,863 90,063 SH SOLE -- SOLE DUKE ENERGY CORP NEW COM 26441C105 4,658 268,031 SH SOLE -- SOLE DYNEGY INC DEL CL A 26817G102 279 32,685 SH SOLE -- SOLE E M C CORP MASS COM 268648102 3,120 212,411 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- ---------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- ---------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) E TRADE FINANCIAL CORP COM 269246104 89 28,421 SH SOLE -- SOLE EAGLE BULK SHIPPING INC COM Y2187A101 330 11,150 SH SOLE -- SOLE EASTMAN CHEM CO COM 277432100 381 5,526 SH SOLE -- SOLE EASTMAN KODAK CO COM 277461109 231 15,998 SH SOLE -- SOLE EATON CORP COM 278058102 1,533 18,036 SH SOLE -- SOLE EBAY INC COM 278642103 2,719 99,479 SH SOLE -- SOLE ECOLAB INC COM 278865100 922 21,454 SH SOLE -- SOLE EDISON INTL COM 281020107 1,706 33,207 SH SOLE -- SOLE EL PASO CORP COM 28336L109 1,043 47,991 SH SOLE -- SOLE ELECTRO RENT CORP COM 285218103 149 11,900 SH SOLE -- SOLE ELECTRONIC ARTS INC COM 285512109 1,068 24,048 SH SOLE -- SOLE ELECTRONIC DATA SYS NEW COM 285661104 665 26,995 SH SOLE -- SOLE EMBARQ CORP COM 29078E105 759 16,062 SH SOLE -- SOLE EMERSON ELEC CO COM 291011104 8,485 171,588 SH SOLE -- SOLE EMS TECHNOLOGIES INC COM 26873N108 304 13,900 SH SOLE -- SOLE ENDURANCE SPECIALTY HLDGS LT SHS G30397106 496 15,890 SH SOLE -- SOLE ENERGY CONVERSION DEVICES IN COM 292659109 781 10,600 SH SOLE -- SOLE ENERSYS COM 29275Y102 682 19,925 SH SOLE -- SOLE ENSCO INTL INC COM 26874Q100 659 8,168 SH SOLE -- SOLE ENTERGY CORP NEW COM 29364G103 2,802 23,254 SH SOLE -- SOLE EOG RES INC COM 26875P101 3,630 27,666 SH SOLE -- SOLE EQUIFAX INC COM 294429105 401 11,938 SH SOLE -- SOLE EQUITY RESIDENTIAL SH BEN INT 29476L107 1,040 27,187 SH SOLE -- SOLE ERESEARCHTECHNOLOGY INC COM 29481V108 347 19,900 SH SOLE -- SOLE ESTERLINE TECHNOLOGIES CORP COM 297425100 759 15,415 SH SOLE -- SOLE EXCO RESOURCES INC COM 269279402 355 9,620 SH SOLE -- SOLE EXELON CORP COM 30161N101 11,160 124,054 SH SOLE -- SOLE EXIDE TECHNOLOGIES COM NEW 302051206 218 13,000 SH SOLE -- SOLE EXPEDIA INC DEL COM 30212P105 380 20,661 SH SOLE -- SOLE EXPEDITORS INTL WASH INC COM 302130109 605 14,074 SH SOLE -- SOLE EXPRESS SCRIPTS INC COM 302182100 1,842 29,368 SH SOLE -- SOLE EXTERRAN HLDGS INC COM 30225X103 458 6,402 SH SOLE -- SOLE EXXON MOBIL CORP COM 30231G102 51,216 581,147 SH SOLE -- SOLE FACTSET RESH SYS INC COM 303075105 682 12,100 SH SOLE -- SOLE FASTENAL CO COM 311900104 490 11,350 SH SOLE -- SOLE FEDERAL HOME LN MTG CORP COM 313400301 941 57,358 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ------------------ ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- (x1000) FEDERAL NATL MTG ASSN COM 313586109 4,035 206,810 SH SOLE -- SOLE FEDERATED INVS INC PA CL B 314211103 378 10,971 SH SOLE -- SOLE FEDEX CORP COM 31428X106 1,948 24,727 SH SOLE -- SOLE FIDELITY NATL INFORMATION SV COM 31620M106 525 14,212 SH SOLE -- SOLE FIFTH THIRD BANCORP COM 316773100 479 47,097 SH SOLE -- SOLE FIRST PL FINL CORP COM 33610T109 136 14,470 SH SOLE -- SOLE FIRST SOLAR INC COM 336433107 491 1,800 SH SOLE -- SOLE FIRSTENERGY CORP COM 337932107 2,714 32,962 SH SOLE -- SOLE FISERV INC COM 337738108 704 15,511 SH SOLE -- SOLE FLEXTRONICS INTL LTD ORD Y2573F102 541 57,545 SH SOLE -- SOLE FLIR SYS INC COM 302445101 948 23,355 SH SOLE -- SOLE FLUOR CORP NEW COM 343412102 1,710 9,192 SH SOLE -- SOLE FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2,625 94,690 SH SOLE -- SOLE FOOT LOCKER INC COM 344849104 136 10,900 SH SOLE -- SOLE FORD MTR CO DEL COM PAR $0.01 345370860 863 179,486 SH SOLE -- SOLE FOREST LABS INC COM 345838106 863 24,846 SH SOLE -- SOLE FOREST OIL CORP COM PAR $0.01 346091705 855 11,480 SH SOLE -- SOLE FORTUNE BRANDS INC COM 349631101 497 7,961 SH SOLE -- SOLE FPL GROUP INC COM 302571104 3,009 45,878 SH SOLE -- SOLE FRANKLIN RES INC COM 354613101 1,869 20,388 SH SOLE -- SOLE FREEPORT- MCMORAN COPPER & GO COM 35671D857 4,121 35,167 SH SOLE -- SOLE FTI CONSULTING INC COM 302941109 890 12,995 SH SOLE -- SOLE FULLER H B CO COM 359694106 245 10,900 SH SOLE -- SOLE FURNITURE BRANDS INTL INC COM 360921100 311 23,250 SH SOLE -- SOLE GALLAGHER ARTHUR J & CO COM 363576109 246 10,200 SH SOLE -- SOLE GAMESTOP CORP NEW CL A 36467W109 424 10,495 SH SOLE -- SOLE GANNETT INC COM 364730101 247 11,412 SH SOLE -- SOLE GAP INC DEL COM 364760108 1,090 65,404 SH SOLE -- SOLE GENERAL DYNAMICS CORP COM 369550108 3,197 37,974 SH SOLE -- SOLE GENERAL ELECTRIC CO COM 369604103 33,538 1,256,567 SH SOLE -- SOLE GENERAL GROWTH PPTYS INC COM 370021107 724 20,661 SH SOLE -- SOLE GENERAL MLS INC COM 370334104 1,591 26,177 SH SOLE -- SOLE GENERAL MTRS CORP COM 370442105 741 64,465 SH SOLE -- SOLE GENUINE PARTS CO COM 372460105 763 19,222 SH SOLE -- SOLE GENWORTH FINL INC COM CL A 37247D106 445 24,965 SH SOLE -- SOLE GENZYME CORP COM 372917104 1,604 22,321 SH SOLE _ SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) GFI GROUP INC COM 361652209 154 17,100 SH SOLE -- SOLE GILEAD SCIENCES INC COM 375558103 4,507 85,111 SH SOLE -- SOLE GLOBAL CASH ACCESS HLDGS INC COM 378967103 389 56,700 SH SOLE -- SOLE GOLDMAN SACHS GROUP INC COM 38141G104 6,809 38,932 SH SOLE -- SOLE GOODRICH CORP COM 382388106 923 19,442 SH SOLE -- SOLE GOODRICH PETE CORP COM NEW 382410405 473 5,700 SH SOLE -- SOLE GOODYEAR TIRE & RUBR CO COM 382550101 388 21,775 SH SOLE -- SOLE GOOGLE INC CL A 38259P508 11,114 21,112 SH SOLE -- SOLE GRAFTECH INTL LTD COM 384313102 533 19,860 SH SOLE -- SOLE GRAINGER W W INC COM 384802104 555 6,779 SH SOLE -- SOLE GREIF INC CL A 397624107 295 4,610 SH SOLE -- SOLE HALLIBURTON CO COM 406216101 4,451 83,861 SH SOLE -- SOLE HANESBRANDS INC COM 410345102 201 7,417 SH SOLE -- SOLE HARLEY DAVIDSON INC COM 412822108 799 22,028 SH SOLE -- SOLE HARMONIC INC COM 413160102 125 13,100 SH SOLE -- SOLE HARTFORD FINL SVCS GROUP INC COM 416515104 1,637 25,360 SH SOLE -- SOLE HASBRO INC COM 418056107 497 13,914 SH SOLE -- SOLE HAYNES INTERNATIONAL INC COM NEW 420877201 668 11,600 SH SOLE -- SOLE HEALTH CARE REIT INC COM 42217K106 432 9,700 SH SOLE -- SOLE HEALTHCARE RLTY TR COM 421946104 464 19,535 SH SOLE -- SOLE HEALTHCARE SVCS GRP INC COM 421906108 152 10,000 SH SOLE -- SOLE HEALTHSPRING INC COM 42224N101 170 10,100 SH SOLE -- SOLE HEARST-ARGYLE TELEVISION INC COM 422317107 327 17,050 SH SOLE -- SOLE HEINZ H J CO COM 423074103 2,183 45,630 SH SOLE -- SOLE HELIX ENERGY SOLUTIONS GRP I COM 42330P107 346 8,300 SH SOLE -- SOLE HERCULES OFFSHORE INC COM 427093109 274 7,200 SH SOLE -- SOLE HERSHEY CO COM 427866108 646 19,696 SH SOLE -- SOLE HESS CORP COM 42809H107 3,864 30,624 SH SOLE -- SOLE HEWLETT PACKARD CO COM 428236103 11,251 254,499 SH SOLE -- SOLE HILB ROGAL & HOBBS CO COM 431294107 782 18,000 SH SOLE -- SOLE HOME DEPOT INC COM 437076102 7,485 319,594 SH SOLE -- SOLE HONEYWELL INTL INC COM 438516106 3,824 76,045 SH SOLE -- SOLE HOSPIRA INC COM 441060100 573 14,289 SH SOLE -- SOLE HOST HOTELS & RESORTS INC COM 44107P104 408 29,882 SH SOLE -- SOLE HUDSON CITY BANCORP COM 443683107 1,046 62,688 SH SOLE -- SOLE HUDSON HIGHLAND GROUP INC COM 443792106 136 13,014 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) HUMANA INC COM 444859102 709 17,824 SH SOLE -- SOLE HUNTINGTON BANCSHARES INC COM 446150104 105 18,274 SH SOLE -- SOLE IAC INTERACTIVECORP COM NEW 44919P300 240 12,465 SH SOLE -- SOLE ICON PUB LTD CO SPONSORED ADR 45103T107 514 6,800 SH SOLE -- SOLE IGATE CORP COM 45169U105 237 29,100 SH SOLE -- SOLE ILLINOIS TOOL WKS INC COM 452308109 2,004 42,182 SH SOLE -- SOLE ILLUMINA INC COM 452327109 976 11,200 SH SOLE -- SOLE IMMUCOR INC COM 452526106 435 16,800 SH SOLE -- SOLE IMS HEALTH INC COM 449934108 749 32,166 SH SOLE -- SOLE INGERSOLL-RAND COMPANY LTD CL A G4776G101 1,336 36,225 SH SOLE -- SOLE INTEL CORP COM 458140100 11,050 514,442 SH SOLE -- SOLE INTERCONTINENTALEXCHANGE INC COM 45865V100 813 7,132 SH SOLE -- SOLE INTERNATIONAL BUSINESS MACHS COM 459200101 12,472 105,219 SH SOLE -- SOLE INTERNATIONAL FLAVORS&FRAGRA COM 459506101 243 6,227 SH SOLE -- SOLE INTERNATIONAL GAME TECHNOLOG COM 459902102 817 32,725 SH SOLE -- SOLE INTERPUBLIC GROUP COS INC COM 460690100 292 33,927 SH SOLE -- SOLE INTERWOVEN INC COM NEW 46114T508 209 17,400 SH SOLE -- SOLE INTL PAPER CO COM 460146103 498 21,360 SH SOLE -- SOLE INTUIT COM 461202103 972 35,260 SH SOLE -- SOLE INTUITIVE SURGICAL INC COM NEW 46120E602 718 2,664 SH SOLE -- SOLE INVESTMENT TECHNOLOGY GRP NE COM 46145F105 478 14,300 SH SOLE -- SOLE ION GEOPHYSICAL CORP COM 462044108 623 35,700 SH SOLE -- SOLE ISHARES TR MSCI EAFE IDX 464287465 8,309 121,000 SH SOLE -- SOLE ITT CORP NEW COM 450911102 1,026 16,204 SH SOLE -- SOLE J CREW GROUP INC COM 46612H402 245 7,430 SH SOLE -- SOLE J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 684 29,750 SH SOLE -- SOLE JABIL CIRCUIT INC COM 466313103 171 10,408 SH SOLE -- SOLE JACKSON HEWITT TAX SVCS INC COM 468202106 144 11,800 SH SOLE -- SOLE JACOBS ENGR GROUP INC DEL COM 469814107 1,443 17,887 SH SOLE -- SOLE JAMES RIVER COAL CO COM NEW 470355207 516 8,800 SH SOLE -- SOLE JANUS CAP GROUP INC COM 47102X105 409 15,469 SH SOLE -- SOLE JDS UNIPHASE CORP COM PAR $0.001 46612J507 182 16,064 SH SOLE -- SOLE JETBLUE AWYS CORP COM 477143101 59 15,900 SH SOLE -- SOLE JOHNSON & JOHNSON COM 478160104 21,677 336,916 SH SOLE -- SOLE JOHNSON CTLS INC COM 478366107 2,194 76,487 SH SOLE -- SOLE JOY GLOBAL INC COM 481165108 459 6,050 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ------------------ ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- (x1000) JP MORGAN CHASE & CO COM 46625H100 20,334 592,647 SH SOLE -- SOLE JUNIPER NETWORKS INC COM 48203R104 1,640 73,955 SH SOLE -- SOLE K V PHARMACEUTICAL CO CL A 482740206 195 10,100 SH SOLE -- SOLE KAMAN CORP COM 483548103 496 21,800 SH SOLE -- SOLE KB HOME COM 48666K109 300 17,708 SH SOLE -- SOLE KELLOGG CO COM 487836108 1,409 29,351 SH SOLE -- SOLE KELLY SVCS INC CL A 488152208 375 19,390 SH SOLE -- SOLE KEYCORP NEW COM 493267108 351 31,997 SH SOLE -- SOLE KFORCE INC COM 493732101 126 14,800 SH SOLE -- SOLE KIMBERLY CLARK CORP COM 494368103 2,590 43,319 SH SOLE -- SOLE KIMCO REALTY CORP COM 49446R109 723 20,946 SH SOLE -- SOLE KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 15,047 270,000 SH SOLE -- SOLE KINDRED HEALTHCARE INC COM 494580103 605 21,050 SH SOLE -- SOLE KING PHARMACEUTICALS INC COM 495582108 201 19,176 SH SOLE -- SOLE KLA-TENCOR CORP COM 482480100 840 20,627 SH SOLE -- SOLE KOHLS CORP COM 500255104 1,357 33,902 SH SOLE -- SOLE KRAFT FOODS INC CL A 50075N104 3,754 131,937 SH SOLE -- SOLE KROGER CO COM 501044101 2,577 89,264 SH SOLE -- SOLE L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,015 11,169 SH SOLE -- SOLE LABORATORY CORP AMER HLDGS COM NEW 50540R409 566 8,134 SH SOLE -- SOLE LEGG MASON INC COM 524901105 244 5,591 SH SOLE -- SOLE LEHMAN BROS HLDGS INC COM 524908100 1,037 52,357 SH SOLE -- SOLE LEUCADIA NATL CORP COM 527288104 896 19,088 SH SOLE -- SOLE LEXMARK INTL NEW CL A 529771107 269 8,052 SH SOLE -- SOLE LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 22,786 3,881,784 SH SOLE -- SOLE LIFEPOINT HOSPITALS INC COM 53219L109 1,231 43,493 SH SOLE -- SOLE LIGAND PHARMACEUTICALS INC CL B 53220K207 64 24,700 SH SOLE -- SOLE LILLY ELI & CO COM 532457108 4,002 86,694 SH SOLE -- SOLE LIMITED BRANDS INC COM 532716107 539 32,007 SH SOLE -- SOLE LINCOLN NATL CORP IND COM 534187109 1,344 29,655 SH SOLE -- SOLE LINDSAY CORP COM 535555106 425 5,000 SH SOLE -- SOLE LINEAR TECHNOLOGY CORP COM 535678106 410 12,573 SH SOLE -- SOLE LIQUIDITY SERVICES INC COM 53635B107 184 15,950 SH SOLE -- SOLE LITTELFUSE INC COM 537008104 420 13,310 SH SOLE -- SOLE LIVE NATION INC COM 538034109 888 83,935 SH SOLE -- SOLE LIZ CLAIBORNE INC COM 539320101 195 13,800 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) LKQ CORP COM 501889208 227 12,550 SH SOLE -- SOLE LOCKHEED MARTIN CORP COM 539830109 4,122 41,777 SH SOLE -- SOLE LOEWS CORP COM 540424108 2,986 63,675 SH SOLE -- SOLE LONGS DRUG STORES CORP COM 543162101 232 5,500 SH SOLE -- SOLE LORAL SPACE & COMMUNICATNS L COM 543881106 236 13,400 SH SOLE -- SOLE LOWES COS INC COM 548661107 2,534 122,110 SH SOLE -- SOLE LSI CORPORATION COM 502161102 333 54,309 SH SOLE -- SOLE LTC PPTYS INC COM 502175102 366 14,300 SH SOLE -- SOLE LUFKIN INDS INC COM 549764108 291 3,500 SH SOLE -- SOLE M & T BK CORP COM 55261F104 655 9,279 SH SOLE -- SOLE MACYS INC COM 55616P104 948 48,840 SH SOLE -- SOLE MAIDENFORM BRANDS INC COM 560305104 310 22,960 SH SOLE -- SOLE MANHATTAN ASSOCS INC COM 562750109 446 18,800 SH SOLE -- SOLE MANITOWOC INC COM 563571108 386 11,873 SH SOLE -- SOLE MANTECH INTL CORP CL A 564563104 356 7,400 SH SOLE -- SOLE MANULIFE FINL CORP COM 56501R106 509 14,653 SH SOLE -- SOLE MARATHON OIL CORP COM 565849106 3,757 72,431 SH SOLE -- SOLE MARINER ENERGY INC COM 56845T305 935 25,300 SH SOLE -- SOLE MARRIOTT INTL INC NEW CL A 571903202 898 34,218 SH SOLE -- SOLE MARSH & MCLENNAN COS INC COM 571748102 1,258 47,392 SH SOLE -- SOLE MARSHALL & ILSLEY CORP NEW COM 571837103 225 14,666 SH SOLE -- SOLE MASCO CORP COM 574599106 495 31,465 SH SOLE -- SOLE MASIMO CORP COM 574795100 380 11,055 SH SOLE -- SOLE MASSEY ENERGY CORP COM 576206106 394 4,200 SH SOLE -- SOLE MATTEL INC COM 577081102 530 30,961 SH SOLE -- SOLE MBIA INC COM 55262C100 90 20,451 SH SOLE -- SOLE MCCORMICK & CO INC COM NON VTG 579780206 247 6,936 SH SOLE -- SOLE MCDONALDS CORP COM 580135101 21,911 389,738 SH SOLE -- SOLE MCGRAW HILL COS INC COM 580645109 1,094 27,264 SH SOLE -- SOLE MCKESSON CORP COM 58155Q103 1,520 27,182 SH SOLE -- SOLE MCMORAN EXPLORATION CO COM 582411104 267 9,700 SH SOLE -- SOLE MDC PARTNERS INC CL A SUB VTG 552697104 245 34,190 SH SOLE -- SOLE MEADOWBROOK INS GROUP INC COM 58319P108 296 55,800 SH SOLE -- SOLE MEADWESTVACO CORP COM 583334107 333 13,969 SH SOLE -- SOLE MEDCATH CORP COM 58404W109 228 12,700 SH SOLE -- SOLE MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,212 68,044 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) MEDICINES CO COM 584688105 226 11,400 SH SOLE -- SOLE MEDTRONIC INC COM 585055106 4,871 94,117 SH SOLE -- SOLE MEMC ELECTR MATLS INC COM 552715104 1,560 25,353 SH SOLE -- SOLE MERCK & CO INC COM 589331107 8,081 214,397 SH SOLE -- SOLE MERRILL LYNCH & CO INC COM 590188108 2,446 77,127 SH SOLE -- SOLE METLIFE INC COM 59156R108 28,908 547,818 SH SOLE -- SOLE METROPCS COMMUNICATIONS INC COM 591708102 1,328 75,000 SH SOLE -- SOLE MFA MTG INVTS INC COM 55272X102 499 76,530 SH SOLE -- SOLE MGIC INVT CORP WIS COM 552848103 876 143,381 SH SOLE -- SOLE MICROCHIP TECHNOLOGY INC COM 595017104 229 7,513 SH SOLE -- SOLE MICRON TECHNOLOGY INC COM 595112103 436 72,592 SH SOLE -- SOLE MICROS SYS INC COM 594901100 382 12,520 SH SOLE -- SOLE MICROSEMI CORP COM 595137100 247 9,800 SH SOLE -- SOLE MICROSOFT CORP COM 594918104 21,637 786,530 SH SOLE -- SOLE MILLIPORE CORP COM 601073109 312 4,598 SH SOLE -- SOLE MIPS TECHNOLOGIES INC COM 604567107 160 42,780 SH SOLE -- SOLE MOLSON COORS BREWING CO CL B 60871R209 713 13,128 SH SOLE -- SOLE MONEYGRAM INTL INC COM 60935Y109 56 62,600 SH SOLE -- SOLE MONSANTO CO NEW COM 61166W101 6,261 49,514 SH SOLE -- SOLE MOODYS CORP COM 615369105 799 23,187 SH SOLE -- SOLE MORGAN STANLEY COM NEW 617446448 3,358 93,092 SH SOLE -- SOLE MOTOROLA INC COM 620076109 1,430 194,792 SH SOLE -- SOLE MURPHY OIL CORP COM 626717102 1,644 16,771 SH SOLE -- SOLE MYLAN INC COM 628530107 274 22,675 SH SOLE -- SOLE NABORS INDUSTRIES LTD SHS G6359F103 1,083 21,922 SH SOLE -- SOLE NALCO HOLDING COMPANY COM 62985Q101 957 45,241 SH SOLE -- SOLE NATIONAL CITY CORP COM 635405103 189 39,602 SH SOLE -- SOLE NATIONAL OILWELL VARCO INC COM 637071101 3,345 37,707 SH SOLE -- SOLE NATIONAL PENN BANCSHARES INC COM 637138108 186 14,008 SH SOLE -- SOLE NATIONAL SEMICONDUCTOR CORP COM 637640103 605 29,436 SH SOLE -- SOLE NCR CORP NEW COM 62886E108 421 16,692 SH SOLE -- SOLE NELNET INC CL A 64031N108 270 24,000 SH SOLE -- SOLE NETEASE COM INC SPONSORED ADR 64110W102 4,356 199,900 SH SOLE -- SOLE NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 531 9,000 SH SOLE -- SOLE NEWELL RUBBERMAID INC COM 651229106 325 19,329 SH SOLE -- SOLE NEWMARKET CORP COM 651587107 291 4,400 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) NEWMONT MINING CORP COM 651639106 1,837 35,210 SH SOLE -- SOLE NEWS CORP CL A 65248E104 3,679 244,638 SH SOLE -- SOLE NICOR INC COM 654086107 227 5,334 SH SOLE -- SOLE NIKE INC CL B 654106103 2,739 45,950 SH SOLE -- SOLE NISOURCE INC COM 65473P105 238 13,286 SH SOLE -- SOLE NOBLE CORPORATION SHS G65422100 1,514 23,379 SH SOLE -- SOLE NOBLE ENERGY INC COM 655044105 481 4,786 SH SOLE -- SOLE NORDSTROM INC COM 655664100 788 26,004 SH SOLE -- SOLE NORFOLK SOUTHERN CORP COM 655844108 1,858 29,643 SH SOLE -- SOLE NORTHERN TR CORP COM 665859104 2,011 29,332 SH SOLE -- SOLE NORTHROP GRUMMAN CORP COM 666807102 2,168 32,410 SH SOLE -- SOLE NORTHWESTERN CORP COM NEW 668074305 371 14,590 SH SOLE -- SOLE NOVATEL WIRELESS INC COM NEW 66987M604 567 50,900 SH SOLE -- SOLE NOVELL INC COM 670006105 453 76,839 SH SOLE -- SOLE NUCOR CORP COM 670346105 5,205 69,708 SH SOLE -- SOLE NVIDIA CORP COM 67066G104 1,051 56,133 SH SOLE -- SOLE NYSE EURONEXT COM 629491101 1,078 21,284 SH SOLE -- SOLE OBAGI MEDICAL PRODUCTS INC COM 67423R108 103 12,100 SH SOLE -- SOLE OCCIDENTAL PETE CORP DEL COM 674599105 6,117 68,075 SH SOLE -- SOLE OCEANEERING INTL INC COM 675232102 586 7,600 SH SOLE -- SOLE ODYSSEY HEALTHCARE INC COM 67611V101 526 54,000 SH SOLE -- SOLE OFFICE DEPOT INC COM 676220106 275 25,129 SH SOLE -- SOLE OLD DOMINION FGHT LINES INC COM 679580100 542 18,050 SH SOLE -- SOLE OLYMPIC STEEL INC COM 68162K106 456 6,000 SH SOLE -- SOLE OMEGA HEALTHCARE INVS INC COM 681936100 440 26,400 SH SOLE -- SOLE OMNICOM GROUP INC COM 681919106 1,830 40,776 SH SOLE -- SOLE OMNIVISION TECHNOLOGIES INC COM 682128103 126 10,400 SH SOLE -- SOLE ONEOK INC NEW COM 682680103 503 10,300 SH SOLE -- SOLE ORACLE CORP COM 68389X105 8,539 406,621 SH SOLE -- SOLE OSI PHARMACEUTICALS INC COM 671040103 289 7,000 SH SOLE -- SOLE OWENS ILL INC COM NEW 690768403 1,203 28,865 SH SOLE -- SOLE P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 604 18,900 SH SOLE -- SOLE PACCAR INC COM 693718108 1,469 35,108 SH SOLE -- SOLE PALL CORP COM 696429307 467 11,774 SH SOLE -- SOLE PAREXEL INTL CORP COM 699462107 230 8,750 SH SOLE -- SOLE PARKER HANNIFIN CORP COM 701094104 1,488 20,868 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- ---------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- ---------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) PARTNER COMMUNICATIONS CO LT ADR 70211M109 230 9,700 SH SOLE -- SOLE PATRIOT COAL CORP COM 70336T104 378 2,467 SH SOLE -- SOLE PAYCHEX INC COM 704326107 1,185 37,897 SH SOLE -- SOLE PEABODY ENERGY CORP COM 704549104 2,020 22,939 SH SOLE -- SOLE PEDIATRIX MED GROUP COM 705324101 345 7,000 SH SOLE -- SOLE PENN VA CORP COM 707882106 211 2,800 SH SOLE -- SOLE PENNEY J C INC COM 708160106 772 21,278 SH SOLE -- SOLE PEPSI BOTTLING GROUP INC COM 713409100 554 19,827 SH SOLE -- SOLE PEPSICO INC COM 713448108 9,634 151,496 SH SOLE -- SOLE PERKINELMER INC COM 714046109 422 15,136 SH SOLE -- SOLE PEROT SYS CORP CL A 714265105 384 25,610 SH SOLE -- SOLE PETROHAWK ENERGY CORP COM 716495106 338 7,300 SH SOLE -- SOLE PETSMART INC COM 716768106 830 41,600 SH SOLE -- SOLE PFIZER INC COM 717081103 10,887 623,164 SH SOLE -- SOLE PG&E CORP COM 69331C108 1,734 43,682 SH SOLE -- SOLE PHOTRONICS INC COM 719405102 172 24,430 SH SOLE -- SOLE PINNACLE WEST CAP CORP COM 723484101 233 7,563 SH SOLE -- SOLE PITNEY BOWES INC COM 724479100 612 17,958 SH SOLE -- SOLE PLEXUS CORP COM 729132100 249 9,000 SH SOLE -- SOLE PLUM CREEK TIMBER CO INC COM 729251108 987 23,105 SH SOLE -- SOLE PMC-SIERRA INC COM 69344F106 113 14,815 SH SOLE -- SOLE PNC FINL SVCS GROUP INC COM 693475105 1,970 34,499 SH SOLE -- SOLE PORTLAND GEN ELEC CO COM NEW 736508847 906 40,210 SH SOLE -- SOLE POWER INTEGRATIONS INC COM 739276103 615 19,450 SH SOLE -- SOLE PPG INDS INC COM 693506107 6,770 117,998 SH SOLE -- SOLE PPL CORP COM 69351T106 2,436 46,611 SH SOLE -- SOLE PRAXAIR INC COM 74005P104 2,893 30,698 SH SOLE -- SOLE PRECISION CASTPARTS CORP COM 740189105 1,663 17,255 SH SOLE -- SOLE PRICE T ROWE GROUP INC COM 74144T108 1,796 31,800 SH SOLE -- SOLE PRICELINE COM INC COM NEW 741503403 1,345 11,650 SH SOLE -- SOLE PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,131 26,959 SH SOLE -- SOLE PROCTER & GAMBLE CO COM 742718109 22,259 366,042 SH SOLE -- SOLE PROGRESS ENERGY INC COM 743263105 616 14,726 SH SOLE -- SOLE PROGRESS SOFTWARE CORP COM 743312100 772 30,200 SH SOLE -- SOLE PROGRESSIVE CORP OHIO COM 743315103 1,332 71,172 SH SOLE -- SOLE PROLOGIS SH BEN INT 743410102 1,421 26,146 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) PROVIDENCE SVC CORP COM 743815102 443 21,000 SH SOLE -- SOLE PRUDENTIAL FINL INC COM 744320102 2,932 49,072 SH SOLE -- SOLE PUBLIC STORAGE COM 74460D109 860 10,650 SH SOLE -- SOLE PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,444 53,218 SH SOLE -- SOLE PULTE HOMES INC COM 745867101 337 34,967 SH SOLE -- SOLE QUALCOMM INC COM 747525103 6,188 139,460 SH SOLE -- SOLE QUANTA SVCS INC COM 74762E102 447 13,450 SH SOLE -- SOLE QUEST DIAGNOSTICS INC COM 74834L100 928 19,139 SH SOLE -- SOLE QUESTAR CORP COM 748356102 838 11,790 SH SOLE -- SOLE QUIKSILVER INC COM 74838C106 520 52,935 SH SOLE -- SOLE QWEST COMMUNICATIONS INTL IN COM 749121109 359 91,344 SH SOLE -- SOLE RADIOSHACK CORP COM 750438103 176 14,342 SH SOLE -- SOLE RANGE RES CORP COM 75281A109 480 7,325 SH SOLE -- SOLE RAYTHEON CO COM NEW 755111507 2,269 40,313 SH SOLE -- SOLE REGIONS FINANCIAL CORP NEW COM 7591EP100 554 50,812 SH SOLE -- SOLE RELIANT ENERGY INC COM 75952B105 309 14,513 SH SOLE -- SOLE REX ENERGY CORPORATION COM 761565100 222 8,400 SH SOLE -- SOLE REYNOLDS AMERICAN INC COM 761713106 825 17,673 SH SOLE -- SOLE RITCHIE BROS AUCTIONEERS COM 767744105 338 12,450 SH SOLE -- SOLE ROBBINS & MYERS INC COM 770196103 474 9,500 SH SOLE -- SOLE ROBERT HALF INTL INC COM 770323103 340 14,196 SH SOLE -- SOLE ROCKWELL AUTOMATION INC COM 773903109 1,003 22,942 SH SOLE -- SOLE ROCKWELL COLLINS INC COM 774341101 1,018 21,235 SH SOLE -- SOLE ROHM & HAAS CO COM 775371107 1,052 22,646 SH SOLE -- SOLE ROWAN COS INC COM 779382100 496 10,609 SH SOLE -- SOLE RYDER SYS INC COM 783549108 405 5,882 SH SOLE -- SOLE SAFECO CORP COM 786429100 700 10,422 SH SOLE -- SOLE SAFEWAY INC COM NEW 786514208 1,166 40,833 SH SOLE -- SOLE SALESFORCE COM INC COM 79466L302 519 7,600 SH SOLE -- SOLE SALIX PHARMACEUTICALS INC COM 795435106 463 65,800 SH SOLE -- SOLE SALLY BEAUTY HLDGS INC COM 79546E104 511 79,031 SH SOLE -- SOLE SANDISK CORP COM 80004C101 366 19,573 SH SOLE -- SOLE SARA LEE CORP COM 803111103 935 76,300 SH SOLE -- SOLE SCHERING PLOUGH CORP COM 806605101 3,023 153,540 SH SOLE -- SOLE SCHLUMBERGER LTD COM 806857108 11,710 109,002 SH SOLE -- SOLE SCHNITZER STL INDS CL A 806882106 688 6,000 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) SCHOLASTIC CORP COM 807066105 641 22,380 SH SOLE -- SOLE SCHWAB CHARLES CORP NEW COM 808513105 2,274 110,720 SH SOLE -- SOLE SCRIPPS E W CO OHIO CL A 811054204 371 8,941 SH SOLE -- SOLE SEALED AIR CORP NEW COM 81211K100 250 13,174 SH SOLE -- SOLE SEARS HLDGS CORP COM 812350106 504 6,845 SH SOLE -- SOLE SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,994 49,000 SH SOLE -- SOLE SEMPRA ENERGY COM 816851109 1,088 19,278 SH SOLE -- SOLE SHAW GROUP INC COM 820280105 801 12,960 SH SOLE -- SOLE SHERWIN WILLIAMS CO COM 824348106 3,226 70,229 SH SOLE -- SOLE SIGMA ALDRICH CORP COM 826552101 1,157 21,486 SH SOLE -- SOLE SILGAN HOLDINGS INC COM 827048109 700 13,800 SH SOLE -- SOLE SILICON IMAGE INC COM 82705T102 104 14,400 SH SOLE -- SOLE SIMON PPTY GROUP INC NEW COM 828806109 1,795 19,966 SH SOLE -- SOLE SINCLAIR BROADCAST GROUP INC CL A 829226109 353 46,475 SH SOLE -- SOLE SKECHERS U S A INC CL A 830566105 523 26,450 SH SOLE -- SOLE SKYWORKS SOLUTIONS INC COM 83088M102 323 32,745 SH SOLE -- SOLE SLM CORP COM 78442P106 776 40,114 SH SOLE -- SOLE SMITH A O COM 831865209 396 12,065 SH SOLE -- SOLE SMITH INTL INC COM 832110100 1,598 19,216 SH SOLE -- SOLE SMUCKER J M CO COM NEW 832696405 245 6,030 SH SOLE -- SOLE SMURFIT-STONE CONTAINER CORP COM 832727101 188 46,240 SH SOLE -- SOLE SNAP ON INC COM 833034101 206 3,958 SH SOLE -- SOLE SOHU COM INC COM 83408W103 607 8,620 SH SOLE -- SOLE SOUTHERN CO COM 842587107 2,093 59,940 SH SOLE -- SOLE SOUTHWEST AIRLS CO COM 844741108 864 66,256 SH SOLE -- SOLE SOUTHWEST GAS CORP COM 844895102 459 15,450 SH SOLE -- SOLE SOUTHWESTERN ENERGY CO COM 845467109 354 7,444 SH SOLE -- SOLE SOVEREIGN BANCORP INC COM 845905108 194 26,357 SH SOLE -- SOLE SPARTAN MTRS INC COM 846819100 152 20,400 SH SOLE -- SOLE SPECTRA ENERGY CORP COM 847560109 3,753 130,598 SH SOLE -- SOLE SPEEDWAY MOTORSPORTS INC COM 847788106 429 21,050 SH SOLE -- SOLE SPHERION CORP COM 848420105 113 24,500 SH SOLE -- SOLE SPRINT NEXTEL CORP COM SER 1 852061100 2,329 245,136 SH SOLE -- SOLE SPSS INC COM 78462K102 255 7,000 SH SOLE -- SOLE SPX CORP COM 784635104 520 3,950 SH SOLE -- SOLE SRS LABS INC COM 78464M106 248 38,400 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) ST JUDE MED INC COM 790849103 1,110 27,149 SH SOLE -- SOLE STAGE STORES INC COM NEW 85254C305 529 45,320 SH SOLE -- SOLE STANLEY INC COM 854532108 355 10,600 SH SOLE -- SOLE STANLEY WKS COM 854616109 365 8,140 SH SOLE -- SOLE STAPLES INC COM 855030102 1,507 63,471 SH SOLE -- SOLE STARBUCKS CORP COM 855244109 952 60,482 SH SOLE -- SOLE STARWOOD HOTELS&RESORTS WRLD COM 85590A401 709 17,693 SH SOLE -- SOLE STATE STR CORP COM 857477103 2,307 36,045 SH SOLE -- SOLE STEC INC COM 784774101 271 26,400 SH SOLE -- SOLE STEWART ENTERPRISES INC CL A 860370105 462 64,200 SH SOLE -- SOLE STRYKER CORP COM 863667101 2,299 36,562 SH SOLE -- SOLE SUN MICROSYSTEMS INC COM NEW 866810203 812 74,636 SH SOLE -- SOLE SUNOCO INC COM 86764P109 452 11,098 SH SOLE -- SOLE SUNRISE SENIOR LIVING INC COM 86768K106 242 10,765 SH SOLE -- SOLE SUNTRUST BKS INC COM 867914103 1,046 28,877 SH SOLE -- SOLE SUPERVALU INC COM 868536103 720 23,294 SH SOLE -- SOLE SYBASE INC COM 871130100 309 10,497 SH SOLE -- SOLE SYMANTEC CORP COM 871503108 1,615 83,445 SH SOLE -- SOLE SYNERON MEDICAL LTD ORD SHS M87245102 168 10,200 SH SOLE -- SOLE SYNOVUS FINL CORP COM 87161C105 163 18,676 SH SOLE -- SOLE SYSCO CORP COM 871829107 1,196 43,485 SH SOLE -- SOLE T-3 ENERGY SRVCS INC COM 87306E107 389 4,900 SH SOLE -- SOLE TARGET CORP COM 87612E106 3,887 83,608 SH SOLE -- SOLE TECH DATA CORP COM 878237106 379 11,180 SH SOLE -- SOLE TECO ENERGY INC COM 872375100 416 19,359 SH SOLE -- SOLE TELETECH HOLDINGS INC COM 879939106 261 13,100 SH SOLE -- SOLE TELLABS INC COM 879664100 64 13,823 SH SOLE -- SOLE TEMPLE INLAND INC COM 879868107 339 30,080 SH SOLE -- SOLE TENET HEALTHCARE CORP COM 88033G100 133 23,836 SH SOLE -- SOLE TEPPCO PARTNERS L P UT LTD PARTNER 872384102 4,145 124,900 SH SOLE -- SOLE TERADATA CORP DEL COM 88076W103 396 17,092 SH SOLE -- SOLE TEREX CORP NEW COM 880779103 496 9,652 SH SOLE -- SOLE TERRA INDS INC COM 880915103 661 13,400 SH SOLE -- SOLE TESORO CORP COM 881609101 272 13,735 SH SOLE -- SOLE TETRA TECH INC NEW COM 88162G103 529 23,400 SH SOLE -- SOLE TEXAS INSTRS INC COM 882508104 3,789 134,546 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------- --------- -------- ------------------ ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- (x1000) TEXTRON INC COM 883203101 1,190 24,818 SH SOLE -- SOLE THERMO FISHER SCIENTIFIC INC COM 883556102 2,488 44,644 SH SOLE -- SOLE TIDEWATER INC COM 886423102 611 9,400 SH SOLE -- SOLE TIFFANY & CO NEW COM 886547108 632 15,505 SH SOLE -- SOLE TIM HORTONS INC COM 88706M103 201 7,014 SH SOLE -- SOLE TIME WARNER INC COM 887317105 4,574 309,040 SH SOLE -- SOLE TJX COS INC NEW COM 872540109 1,510 47,992 SH SOLE -- SOLE TNS INC COM 872960109 443 18,500 SH SOLE -- SOLE TORCHMARK CORP COM 891027104 792 13,502 SH SOLE -- SOLE TORONTO DOMINION BK ONT COM NEW 891160509 435 6,984 SH SOLE -- SOLE TOTAL SYS SVCS INC COM 891906109 201 9,037 SH SOLE -- SOLE TRANSOCEAN INC NEW SHS G90073100 3,222 21,127 SH SOLE -- SOLE TRAVELERS COMPANIES INC COM 89417E109 3,058 70,469 SH SOLE -- SOLE TRIARC COS INC CL A 895927101 100 15,700 SH SOLE -- SOLE TYCO ELECTRONICS LTD COM NEW G9144P105 1,534 42,580 SH SOLE -- SOLE TYCO INTL LTD BERMUDA SHS G9143X208 1,923 47,985 SH SOLE -- SOLE TYSON FOODS INC CL A 902494103 418 27,960 SH SOLE -- SOLE U S CONCRETE INC COM 90333L102 189 39,730 SH SOLE -- SOLE UNION PAC CORP COM 907818108 3,403 45,074 SH SOLE -- SOLE UNISYS CORP COM 909214108 82 20,685 SH SOLE -- SOLE UNITED PARCEL SERVICE INC CL B 911312106 5,405 87,927 SH SOLE -- SOLE UNITED STATES STL CORP NEW COM 912909108 2,320 12,554 SH SOLE -- SOLE UNITED TECHNOLOGIES CORP COM 913017109 5,349 86,689 SH SOLE -- SOLE UNITEDHEALTH GROUP INC COM 91324P102 2,860 108,946 SH SOLE -- SOLE UNUM GROUP COM 91529Y106 919 44,949 SH SOLE -- SOLE US BANCORP DEL COM NEW 902973304 4,321 154,937 SH SOLE -- SOLE UST INC COM 902911106 769 14,074 SH SOLE -- SOLE V F CORP COM 918204108 973 13,666 SH SOLE -- SOLE VALERO ENERGY CORP NEW COM 91913Y100 2,162 52,512 SH SOLE -- SOLE VALSPAR CORP COM 920355104 643 34,000 SH SOLE -- SOLE VARIAN MED SYS INC COM 92220P105 513 9,899 SH SOLE -- SOLE VECTREN CORP COM 92240G101 471 15,100 SH SOLE -- SOLE VENOCO INC COM 92275P307 383 16,500 SH SOLE -- SOLE VERAZ NETWORKS INC COM 923359103 4,357 2,563,192 SH SOLE -- SOLE VERIFONE HLDGS INC COM 92342Y109 232 19,396 SH SOLE -- SOLE VERISIGN INC COM 92343E102 1,460 38,617 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- ---------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- ---------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) VERIZON COMMUNICATIONS INC COM 92343V104 9,450 266,939 SH SOLE -- SOLE VIACOM INC NEW CL B 92553P201 2,057 67,359 SH SOLE -- SOLE VIGNETTE CORP COM NEW 926734401 150 12,500 SH SOLE -- SOLE VIROPHARMA INC COM 928241108 166 15,000 SH SOLE -- SOLE VORNADO RLTY TR SH BEN INT 929042109 927 10,529 SH SOLE -- SOLE VULCAN MATLS CO COM 929160109 461 7,710 SH SOLE -- SOLE WABTEC CORP COM 929740108 656 13,500 SH SOLE -- SOLE WACHOVIA CORP NEW COM 929903102 2,443 157,318 SH SOLE -- SOLE WADDELL & REED FINL INC CL A 930059100 263 7,500 SH SOLE -- SOLE WAL MART STORES INC COM 931142103 14,118 251,209 SH SOLE -- SOLE WALGREEN CO COM 931422109 9,219 283,588 SH SOLE -- SOLE WALTER INDS INC COM 93317Q105 1,554 14,290 SH SOLE -- SOLE WASHINGTON MUT INC COM 939322103 944 191,411 SH SOLE -- SOLE WASTE CONNECTIONS INC COM 941053100 224 7,000 SH SOLE -- SOLE WASTE MGMT INC DEL COM 94106L109 1,373 36,411 SH SOLE -- SOLE WATERS CORP COM 941848103 768 11,908 SH SOLE -- SOLE WATSON PHARMACEUTICALS INC COM 942683103 279 10,284 SH SOLE -- SOLE WEATHERFORD INTERNATIONAL LT COM G95089101 2,640 54,478 SH SOLE -- SOLE WELLPOINT INC COM 94973V107 2,367 49,671 SH SOLE -- SOLE WELLS FARGO & CO NEW COM 949746101 7,018 295,505 SH SOLE -- SOLE WENDYS INTL INC COM 950590109 277 10,181 SH SOLE -- SOLE WEST PHARMACEUTICAL SVSC INC COM 955306105 420 9,700 SH SOLE -- SOLE WESTAR ENERGY INC COM 95709T100 417 19,400 SH SOLE -- SOLE WESTERN UN CO COM 959802109 5,874 237,629 SH SOLE -- SOLE WEYERHAEUSER CO COM 962166104 978 19,116 SH SOLE -- SOLE WHIRLPOOL CORP COM 963320106 416 6,735 SH SOLE -- SOLE WHITING PETE CORP NEW COM 966387102 658 6,200 SH SOLE -- SOLE WHOLE FOODS MKT INC COM 966837106 366 15,441 SH SOLE -- SOLE WILLIAMS COS INC DEL COM 969457100 2,065 51,233 SH SOLE -- SOLE WINDSTREAM CORP COM 97381W104 569 46,143 SH SOLE -- SOLE WORLD WRESTLING ENTMT INC CL A 98156Q108 271 17,500 SH SOLE -- SOLE WRIGLEY WM JR CO COM 982526105 1,584 20,365 SH SOLE -- SOLE WYETH COM 983024100 14,579 303,989 SH SOLE -- SOLE WYNDHAM WORLDWIDE CORP COM 98310W108 317 17,694 SH SOLE -- SOLE XCEL ENERGY INC COM 98389B100 656 32,681 SH SOLE -- SOLE XEROX CORP COM 984121103 958 70,670 SH SOLE -- SOLE
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------- -------- --------- -------- ---------------- ---------- -------- ---------------- VOTING AUTHORITY TITLE OF SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------- --------- -------- ------- --- ---- ---------- -------- ---- ------ ---- (x1000) XL CAP LTD CL A G98255105 289 12,152 SH SOLE -- SOLE XTO ENERGY INC COM 98385X106 2,793 40,767 SH SOLE -- SOLE YAHOO INC COM 984332106 1,805 87,378 SH SOLE -- SOLE YUM BRANDS INC COM 988498101 2,274 64,808 SH SOLE -- SOLE ZALE CORP NEW COM 988858106 827 43,800 SH SOLE -- SOLE ZEBRA TECHNOLOGIES CORP CL A 989207105 996 30,500 SH SOLE -- SOLE ZIMMER HLDGS INC COM 98956P102 1,446 21,256 SH SOLE -- SOLE
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