-----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, Q4Fxm6XFwI9wSBwf5i4V9NeOgjkDnZpgSJchGaqx3yFqSvof0iMnjtpritnrMBnG CSAU4qwGFLv9b7n09JBbpQ== 0001193125-10-185691.txt : 20100811 0001193125-10-185691.hdr.sgml : 20100811 20100811112800 ACCESSION NUMBER: 0001193125-10-185691 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100811 DATE AS OF CHANGE: 20100811 EFFECTIVENESS DATE: 20100811 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: 101007004 BUSINESS ADDRESS: STREET 1: 175 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02117 BUSINESS PHONE: 6173579500 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2010 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 02116 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: Director of Compliance Phone: 617-357-9500 Signature, Place and Date of Signing: /s/ Scott D. Fitzhenry Boston, Massachusetts August 11, 2010 - --------------------------- 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: 471 Form 13F Information Table Value Total: $338,930 (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 TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- 3M CO COM 88579Y101 849 10,743 SH SOLE -- SOLE ABBOTT LABS COM 002824100 1,096 23,423 SH SOLE -- SOLE ACCURAY INC COM 004397105 722 108,901 SH SOLE -- SOLE ACI WORLDWIDE INC COM 004498101 286 14,700 SH SOLE -- SOLE ACME PACKET INC COM 004764106 953 35,450 SH SOLE -- SOLE ACXIOM CORP COM 005125109 175 11,900 SH SOLE -- SOLE ADOBE SYS INC COM 00724F101 210 7,931 SH SOLE -- SOLE AES CORP COM 00130H105 94 10,126 SH SOLE -- SOLE AFC ENTERPRISES INC COM 00104Q107 171 18,800 SH SOLE -- SOLE AFFILIATED MANAGERS GROUP COM 008252108 712 11,710 SH SOLE -- SOLE AFLAC INC COM 001055102 300 7,026 SH SOLE -- SOLE AIR PRODS & CHEMS INC COM 009158106 210 3,246 SH SOLE -- SOLE ALASKA AIR GROUP INC COM 011659109 229 5,100 SH SOLE -- SOLE ALBANY INTL CORP CL A 012348108 329 20,295 SH SOLE -- SOLE ALCOA INC COM 013817101 155 15,441 SH SOLE -- SOLE ALEXION PHARMACEUTICALS INC COM 015351109 302 5,900 SH SOLE -- SOLE ALIGN TECHNOLOGY INC COM 016255101 152 10,200 SH SOLE -- SOLE ALLERGAN INC COM 018490102 274 4,704 SH SOLE -- SOLE ALLIED NEVADA GOLD CORP COM 019344100 354 18,000 SH SOLE -- SOLE ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 297 18,430 SH SOLE -- SOLE ALLSTATE CORP COM 020002101 234 8,160 SH SOLE -- SOLE ALTRIA GROUP INC COM 02209S103 635 31,680 SH SOLE -- SOLE AMAZON COM INC COM 023135106 577 5,278 SH SOLE -- SOLE AMEDISYS INC COM 023436108 216 4,901 SH SOLE -- SOLE AMERICAN EAGLE OUTFITTERS NE COM 02553E106 262 22,300 SH SOLE -- SOLE AMERICAN ELEC PWR INC COM 025537101 232 7,198 SH SOLE -- SOLE AMERICAN EQTY INVT LIFE HLD COM 025676206 389 37,707 SH SOLE -- SOLE AMERICAN EXPRESS CO COM 025816109 720 18,145 SH SOLE -- SOLE AMERICAN STS WTR CO COM 029899101 273 8,250 SH SOLE -- SOLE AMERICAN TOWER CORP CL A 029912201 271 6,093 SH SOLE -- SOLE AMGEN INC COM 031162100 776 14,753 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- ANADARKO PETE CORP COM 032511107 268 7,421 SH SOLE -- SOLE ANGIODYNAMICS INC COM 03475V101 303 20,570 SH SOLE -- SOLE ANSYS INC COM 03662Q105 541 13,330 SH SOLE -- SOLE APACHE CORP COM 037411105 426 5,061 SH SOLE -- SOLE APPLE INC COM 037833100 3,473 13,807 SH SOLE -- SOLE APPLIED MATLS INC COM 038222105 243 20,184 SH SOLE -- SOLE APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 131 12,500 SH SOLE -- SOLE ARCHER DANIELS MIDLAND CO COM 039483102 252 9,752 SH SOLE -- SOLE ARES CAP CORP COM 04010L103 14,540 1,160,390 SH SOLE -- SOLE ARGON ST INC COM 040149106 701 20,450 SH SOLE -- SOLE ASBURY AUTOMOTIVE GROUP INC COM 043436104 195 18,490 SH SOLE -- SOLE AT&T INC COM 00206R102 2,163 89,436 SH SOLE -- SOLE ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,095 23,050 SH SOLE -- SOLE AUTOMATIC DATA PROCESSING IN COM 053015103 305 7,568 SH SOLE -- SOLE AVISTA CORP COM 05379B107 359 18,380 SH SOLE -- SOLE AVNET INC COM 053807103 210 8,720 SH SOLE -- SOLE B & G FOODS INC NEW CL A 05508R106 494 45,800 SH SOLE -- SOLE BAIDU INC SPON ADR REP A 056752108 3,676 54,000 SH SOLE -- SOLE BAKER HUGHES INC COM 057224107 269 6,461 SH SOLE -- SOLE BANK OF AMERICA CORPORATION COM 060505104 51,388 3,576,068 SH SOLE -- SOLE BANK OF NEW YORK MELLON CORP COM 064058100 452 18,299 SH SOLE -- SOLE BARNES GROUP INC COM 067806109 293 17,890 SH SOLE -- SOLE BARRETT BILL CORP COM 06846N104 1,166 37,900 SH SOLE -- SOLE BAXTER INTL INC COM 071813109 372 9,160 SH SOLE -- SOLE BB&T CORP COM 054937107 275 10,439 SH SOLE -- SOLE BE AEROSPACE INC COM 073302101 644 25,322 SH SOLE -- SOLE BEACON ROOFING SUPPLY INC COM 073685109 388 21,510 SH SOLE -- SOLE BEBE STORES INC COM 075571109 101 15,800 SH SOLE -- SOLE BECTON DICKINSON & CO COM 075887109 244 3,606 SH SOLE -- SOLE BENCHMARK ELECTRS INC COM 08160H101 193 12,200 SH SOLE -- SOLE BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,992 25,001 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- BIO RAD LABS INC CL A 090572207 316 3,650 SH SOLE -- SOLE BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 358 16,140 SH SOLE -- SOLE BJS WHOLESALE CLUB INC COM 05548J106 463 12,500 SH SOLE -- SOLE BOEING CO COM 097023105 719 11,461 SH SOLE -- SOLE BOSTON SCIENTIFIC CORP COM 101137107 133 22,883 SH SOLE -- SOLE BRIGHAM EXPLORATION CO COM 109178103 725 47,110 SH SOLE -- SOLE BRINKER INTL INC COM 109641100 1,101 76,145 SH SOLE -- SOLE BRISTOL MYERS SQUIBB CO COM 110122108 652 26,136 SH SOLE -- SOLE BROADCOM CORP CL A 111320107 214 6,500 SH SOLE -- SOLE BROADRIDGE FINL SOLUTIONS IN COM 11133T103 282 14,800 SH SOLE -- SOLE BRONCO DRILLING CO INC COM 112211107 89 26,660 SH SOLE -- SOLE BROOKDALE SR LIVING INC COM 112463104 395 26,345 SH SOLE -- SOLE BROOKS AUTOMATION INC COM 114340102 196 25,360 SH SOLE -- SOLE BRUKER CORP COM 116794108 142 11,700 SH SOLE -- SOLE BRUNSWICK CORP COM 117043109 155 12,500 SH SOLE -- SOLE CABOT MICROELECTRONICS CORP COM 12709P103 1,141 32,982 SH SOLE -- SOLE CAL DIVE INTL INC DEL COM 12802T101 428 73,204 SH SOLE -- SOLE CAPELLA EDUCATION COMPANY COM 139594105 595 7,313 SH SOLE -- SOLE CAPITAL ONE FINL CORP COM 14040H105 278 6,900 SH SOLE -- SOLE CAPITALSOURCE INC COM 14055X102 83 17,500 SH SOLE -- SOLE CAPSTEAD MTG CORP COM NO PAR 14067E506 369 33,385 SH SOLE -- SOLE CARNIVAL CORP PAIRED CTF 143658300 201 6,640 SH SOLE -- SOLE CASH AMER INTL INC COM 14754D100 422 12,300 SH SOLE -- SOLE CASS INFORMATION SYS INC COM 14808P109 216 6,310 SH SOLE -- SOLE CATERPILLAR INC DEL COM 149123101 566 9,423 SH SOLE -- SOLE CAVIUM NETWORKS INC COM 14965A101 232 8,850 SH SOLE -- SOLE CBIZ INC COM 124805102 417 65,500 SH SOLE -- SOLE CBS CORP NEW CL B 124857202 137 10,619 SH SOLE -- SOLE CEDAR SHOPPING CTRS INC COM NEW 150602209 118 19,610 SH SOLE -- SOLE CELGENE CORP COM 151020104 352 6,918 SH SOLE -- SOLE CEPHEID COM 15670R107 542 33,850 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- CHECKPOINT SYS INC COM 162825103 925 53,300 SH SOLE -- SOLE CHEESECAKE FACTORY INC COM 163072101 306 13,750 SH SOLE -- SOLE CHEMED CORP NEW COM 16359R103 1,177 21,550 SH SOLE -- SOLE CHESAPEAKE ENERGY CORP COM 165167107 206 9,821 SH SOLE -- SOLE CHEVRON CORP NEW COM 166764100 2,061 30,372 SH SOLE -- SOLE CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 223 11,880 SH SOLE -- SOLE CHIPOTLE MEXICAN GRILL INC COM 169656105 417 3,050 SH SOLE -- SOLE CHRISTOPHER & BANKS CORP COM 171046105 224 36,226 SH SOLE -- SOLE CHUBB CORP COM 171232101 245 4,898 SH SOLE -- SOLE CIRRUS LOGIC INC COM 172755100 424 26,800 SH SOLE -- SOLE CISCO SYS INC COM 17275R102 1,850 86,794 SH SOLE -- SOLE CIT GROUP INC COM NEW 125581801 271 8,000 SH SOLE -- SOLE CITIGROUP INC COM 172967101 1,300 345,635 SH SOLE -- SOLE CLEAN HARBORS INC COM 184496107 468 7,050 SH SOLE -- SOLE CME GROUP INC COM 12572Q105 283 1,004 SH SOLE -- SOLE CMS ENERGY CORP COM 125896100 370 25,237 SH SOLE -- SOLE CNO FINL GROUP INC COM 12621E103 359 72,490 SH SOLE -- SOLE COCA COLA CO COM 191216100 1,742 34,747 SH SOLE -- SOLE COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 222 4,436 SH SOLE -- SOLE COGO GROUP INC COM 192448108 100 16,000 SH SOLE -- SOLE COHERENT INC COM 192479103 316 9,200 SH SOLE -- SOLE COINSTAR INC COM 19259P300 541 12,600 SH SOLE -- SOLE COLGATE PALMOLIVE CO COM 194162103 594 7,539 SH SOLE -- SOLE COMCAST CORP NEW CL A 20030N101 749 43,141 SH SOLE -- SOLE COMMVAULT SYSTEMS INC COM 204166102 288 12,800 SH SOLE -- SOLE CONOCOPHILLIPS COM 20825C104 1,109 22,600 SH SOLE -- SOLE CONSTELLATION BRANDS INC CL A 21036P108 1,147 73,423 SH SOLE -- SOLE CONTINUCARE CORP COM 212172100 103 30,800 SH SOLE -- SOLE CONVERGYS CORP COM 212485106 369 37,640 SH SOLE -- SOLE COOPER COS INC COM NEW 216648402 803 20,188 SH SOLE -- SOLE CORN PRODS INTL INC COM 219023108 791 26,090 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- CORNING INC COM 219350105 382 23,661 SH SOLE -- SOLE COSTCO WHSL CORP NEW COM 22160K105 367 6,696 SH SOLE -- SOLE CROCS INC COM 227046109 120 11,300 SH SOLE -- SOLE CROWN HOLDINGS INC COM 228368106 1,037 41,410 SH SOLE -- SOLE CSG SYS INTL INC COM 126349109 422 23,010 SH SOLE -- SOLE CSX CORP COM 126408103 295 5,943 SH SOLE -- SOLE CTRIP COM INTL LTD AMER DEP SHS 22943F100 5,636 150,052 SH SOLE -- SOLE CTS CORP COM 126501105 106 11,500 SH SOLE -- SOLE CUMMINS INC COM 231021106 200 3,069 SH SOLE -- SOLE CVS CAREMARK CORPORATION COM 126650100 613 20,921 SH SOLE -- SOLE CYPRESS SEMICONDUCTOR CORP COM 232806109 297 29,600 SH SOLE -- SOLE CYPRESS SHARPRIDGE INVTS INC COM 23281A307 286 22,600 SH SOLE -- SOLE DANAHER CORP DEL COM 235851102 294 7,922 SH SOLE -- SOLE DARLING INTL INC COM 237266101 352 46,885 SH SOLE -- SOLE DEALERTRACK HLDGS INC COM 242309102 203 12,345 SH SOLE -- SOLE DEAN FOODS CO NEW COM 242370104 187 18,552 SH SOLE -- SOLE DECKERS OUTDOOR CORP COM 243537107 807 5,650 SH SOLE -- SOLE DEERE & CO COM 244199105 353 6,342 SH SOLE -- SOLE DELL INC COM 24702R101 314 26,024 SH SOLE -- SOLE DELUXE CORP COM 248019101 272 14,490 SH SOLE -- SOLE DENNYS CORP COM 24869P104 179 69,000 SH SOLE -- SOLE DEVON ENERGY CORP NEW COM 25179M103 410 6,737 SH SOLE -- SOLE DG FASTCHANNEL INC COM 23326R109 539 16,550 SH SOLE -- SOLE DIANA SHIPPING INC COM Y2066G104 261 23,200 SH SOLE -- SOLE DIGI INTL INC COM 253798102 238 28,800 SH SOLE -- SOLE DIRECTV COM CL A 25490A101 487 14,355 SH SOLE -- SOLE DISNEY WALT CO COM DISNEY 254687106 916 29,074 SH SOLE -- SOLE DOLAN CO COM 25659P402 358 32,200 SH SOLE -- SOLE DOMINION RES INC VA NEW COM 25746U109 359 9,279 SH SOLE -- SOLE DONNELLEY R R & SONS CO COM 257867101 573 34,975 SH SOLE -- SOLE DOW CHEM CO COM 260543103 428 18,055 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- DRESS BARN INC COM 261570105 267 11,200 SH SOLE -- SOLE DU PONT E I DE NEMOURS & CO COM 263534109 473 13,676 SH SOLE -- SOLE DUKE ENERGY CORP NEW COM 26441C105 314 19,617 SH SOLE -- SOLE DYNAMEX INC COM 26784F103 131 10,710 SH SOLE -- SOLE E M C CORP MASS COM 268648102 566 30,925 SH SOLE -- SOLE EBAY INC COM 278642103 332 16,935 SH SOLE -- SOLE ECHELON CORP COM 27874N105 104 14,205 SH SOLE -- SOLE EL PASO CORP COM 28336L109 116 10,446 SH SOLE -- SOLE EMERSON ELEC CO COM 291011104 503 11,513 SH SOLE -- SOLE ENDURANCE SPECIALTY HLDGS LT SHS G30397106 268 7,150 SH SOLE -- SOLE ENERNOC INC COM 292764107 201 6,396 SH SOLE -- SOLE ENPRO INDS INC COM 29355X107 396 14,070 SH SOLE -- SOLE ENTERGY CORP NEW COM 29364G103 210 2,934 SH SOLE -- SOLE ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 438 11,500 SH SOLE -- SOLE EOG RES INC COM 26875P101 376 3,820 SH SOLE -- SOLE ESTERLINE TECHNOLOGIES CORP COM 297425100 656 13,820 SH SOLE -- SOLE EXELON CORP COM 30161N101 380 9,997 SH SOLE -- SOLE EXPRESS SCRIPTS INC COM 302182100 389 8,264 SH SOLE -- SOLE EXXON MOBIL CORP COM 30231G102 4,423 77,495 SH SOLE -- SOLE F5 NETWORKS INC COM 315616102 578 8,435 SH SOLE -- SOLE FEDEX CORP COM 31428X106 332 4,734 SH SOLE -- SOLE FIFTH THIRD BANCORP COM 316773100 148 12,016 SH SOLE -- SOLE FINISAR CORP COM NEW 31787A507 301 20,200 SH SOLE -- SOLE FINISH LINE INC CL A 317923100 139 10,000 SH SOLE -- SOLE FLEXTRONICS INTL LTD ORD Y2573F102 403 71,879 SH SOLE -- SOLE FLOW INTL CORP COM 343468104 84 35,800 SH SOLE -- SOLE FORCE PROTECTION INC COM NEW 345203202 84 20,500 SH SOLE -- SOLE FORD MTR CO DEL COM PAR $0.01 345370860 527 52,278 SH SOLE -- SOLE FOREST OIL CORP COM PAR $0.01 346091705 760 27,775 SH SOLE -- SOLE FORRESTER RESH INC COM 346563109 254 8,400 SH SOLE -- SOLE FREEPORT-MCMORAN COPPER & GO COM 35671D857 432 7,304 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- FRESH DEL MONTE PRODUCE INC ORD G36738105 203 10,047 SH SOLE -- SOLE FULLER H B CO COM 359694106 393 20,700 SH SOLE -- SOLE GALLAGHER ARTHUR J & CO COM 363576109 38,543 1,580,907 SH SOLE -- SOLE GENCORP INC COM 368682100 59 13,400 SH SOLE -- SOLE GENERAL DYNAMICS CORP COM 369550108 342 5,835 SH SOLE -- SOLE GENERAL ELECTRIC CO COM 369604103 2,325 161,216 SH SOLE -- SOLE GENERAL MLS INC COM 370334104 342 9,638 SH SOLE -- SOLE GENTEX CORP COM 371901109 440 24,460 SH SOLE -- SOLE GENZYME CORP COM 372917104 206 4,062 SH SOLE -- SOLE GFI GROUP INC COM 361652209 57 10,300 SH SOLE -- SOLE GILEAD SCIENCES INC COM 375558103 465 13,564 SH SOLE -- SOLE GLOBAL CASH ACCESS HLDGS INC COM 378967103 417 57,800 SH SOLE -- SOLE GOLDMAN SACHS GROUP INC COM 38141G104 1,018 7,752 SH SOLE -- SOLE GOOGLE INC CL A 38259P508 1,626 3,654 SH SOLE -- SOLE GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 334 13,100 SH SOLE -- SOLE GRAFTECH INTL LTD COM 384313102 361 24,700 SH SOLE -- SOLE GRAND CANYON ED INC COM 38526M106 237 10,095 SH SOLE -- SOLE GREAT LAKES DREDGE & DOCK CO COM 390607109 109 18,200 SH SOLE -- SOLE GT SOLAR INTL INC COM 3623E0209 94 16,800 SH SOLE -- SOLE GUIDANCE SOFTWARE INC COM 401692108 71 13,585 SH SOLE -- SOLE HAIN CELESTIAL GROUP INC COM 405217100 273 13,530 SH SOLE -- SOLE HALLIBURTON CO COM 406216101 334 13,594 SH SOLE -- SOLE HANESBRANDS INC COM 410345102 978 40,666 SH SOLE -- SOLE HARRY WINSTON DIAMOND CORP COM 41587B100 342 27,910 SH SOLE -- SOLE HAYNES INTERNATIONAL INC COM NEW 420877201 570 18,500 SH SOLE -- SOLE HDFC BANK LTD ADR REPS 3 SHS 40415F101 500 3,500 SH SOLE -- SOLE HEALTHCARE SVCS GRP INC COM 421906108 197 10,400 SH SOLE -- SOLE HEINZ H J CO COM 423074103 212 4,899 SH SOLE -- SOLE HERCULES TECH GROWTH CAP INC COM 427096508 328 35,600 SH SOLE -- SOLE HESS CORP COM 42809H107 224 4,446 SH SOLE -- SOLE HEWLETT PACKARD CO COM 428236103 1,552 35,850 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- HMS HLDGS CORP COM 40425J101 610 11,250 SH SOLE -- SOLE HOME DEPOT INC COM 437076102 724 25,781 SH SOLE -- SOLE HONEYWELL INTL INC COM 438516106 451 11,558 SH SOLE -- SOLE HOST HOTELS & RESORTS INC COM 44107P104 158 11,735 SH SOLE -- SOLE HUMAN GENOME SCIENCES INC COM 444903108 237 10,450 SH SOLE -- SOLE HUNTINGTON BANCSHARES INC COM 446150104 61 10,957 SH SOLE -- SOLE IBERIABANK CORP COM 450828108 282 5,480 SH SOLE -- SOLE ICX TECHNOLOGIES INC COM 44934T105 89 12,200 SH SOLE -- SOLE IGATE CORP COM 45169U105 314 24,500 SH SOLE -- SOLE ILLINOIS TOOL WKS INC COM 452308109 244 5,909 SH SOLE -- SOLE IMAX CORP COM 45245E109 302 20,700 SH SOLE -- SOLE IMPAX LABORATORIES INC COM 45256B101 534 28,000 SH SOLE -- SOLE INCYTE CORP COM 45337C102 229 20,700 SH SOLE -- SOLE INFOGROUP INC COM 45670G108 149 18,663 SH SOLE -- SOLE INNERWORKINGS INC COM 45773Y105 181 26,500 SH SOLE -- SOLE INSITUFORM TECHNOLOGIES INC CL A 457667103 352 17,200 SH SOLE -- SOLE INTEGRATED DEVICE TECHNOLOGY COM 458118106 59 11,900 SH SOLE -- SOLE INTEGRATED SILICON SOLUTION COM 45812P107 90 11,900 SH SOLE -- SOLE INTEL CORP COM 458140100 1,622 83,400 SH SOLE -- SOLE INTERACTIVE DATA CORP COM 45840J107 207 6,200 SH SOLE -- SOLE INTERACTIVE INTELLIGENCE INC COM 45839M103 200 12,200 SH SOLE -- SOLE INTERNATIONAL BUSINESS MACHS COM 459200101 2,434 19,714 SH SOLE -- SOLE INTERNATIONAL FLAVORS&FRAGRA COM 459506101 789 18,610 SH SOLE -- SOLE ION GEOPHYSICAL CORP COM 462044108 236 67,880 SH SOLE -- SOLE IPC THE HOSPITALIST CO INC COM 44984A105 394 15,700 SH SOLE -- SOLE ISHARES TR INDEX RUSL 2000 VALU 464287630 627 11,000 SH SOLE -- SOLE IXYS CORP COM 46600W106 94 10,600 SH SOLE -- SOLE J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 562 25,750 SH SOLE -- SOLE JOHN BEAN TECHNOLOGIES CORP COM 477839104 564 37,000 SH SOLE -- SOLE JOHNSON & JOHNSON COM 478160104 2,481 42,008 SH SOLE -- SOLE JOHNSON CTLS INC COM 478366107 272 10,106 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- JPMORGAN CHASE & CO COM 46625H100 2,203 60,180 SH SOLE -- SOLE KAMAN CORP COM 483548103 535 24,200 SH SOLE -- SOLE KAR AUCTION SVCS INC COM 48238T109 850 68,700 SH SOLE -- SOLE KELLY SVCS INC CL A 488152208 276 18,560 SH SOLE -- SOLE KEYCORP NEW COM 493267108 100 13,062 SH SOLE -- SOLE KIMBERLY CLARK CORP COM 494368103 388 6,406 SH SOLE -- SOLE KINDRED HEALTHCARE INC COM 494580103 239 18,630 SH SOLE -- SOLE KNIGHT TRANSN INC COM 499064103 352 17,400 SH SOLE -- SOLE KOHLS CORP COM 500255104 222 4,673 SH SOLE -- SOLE KRAFT FOODS INC CL A 50075N104 727 25,954 SH SOLE -- SOLE LANDEC CORP COM 514766104 109 18,485 SH SOLE -- SOLE LATTICE SEMICONDUCTOR CORP COM 518415104 293 67,600 SH SOLE -- SOLE LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 15,318 3,848,684 SH SOLE -- SOLE LIFEPOINT HOSPITALS INC COM 53219L109 239 7,600 SH SOLE -- SOLE LILLY ELI & CO COM 532457108 515 15,360 SH SOLE -- SOLE LIQUIDITY SERVICES INC COM 53635B107 221 17,050 SH SOLE -- SOLE LITTELFUSE INC COM 537008104 433 13,700 SH SOLE -- SOLE LIVE NATION ENTERTAINMENT IN COM 538034109 739 70,711 SH SOLE -- SOLE LKQ CORP COM 501889208 370 19,165 SH SOLE -- SOLE LOCKHEED MARTIN CORP COM 539830109 354 4,758 SH SOLE -- SOLE LOWES COS INC COM 548661107 451 22,082 SH SOLE -- SOLE LTC PPTYS INC COM 502175102 268 11,055 SH SOLE -- SOLE LULULEMON ATHLETICA INC COM 550021109 774 20,800 SH SOLE -- SOLE MAIDENFORM BRANDS INC COM 560305104 500 24,570 SH SOLE -- SOLE MARATHON OIL CORP COM 565849106 340 10,933 SH SOLE -- SOLE MASTERCARD INC CL A 57636Q104 292 1,462 SH SOLE -- SOLE MATRIX SVC CO COM 576853105 238 25,550 SH SOLE -- SOLE MAXIMUS INC COM 577933104 404 6,980 SH SOLE -- SOLE MCDONALDS CORP COM 580135101 1,075 16,313 SH SOLE -- SOLE MCKESSON CORP COM 58155Q103 273 4,059 SH SOLE -- SOLE MDC PARTNERS INC CL A SUB VTG 552697104 365 34,190 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- MEADOWBROOK INS GROUP INC COM 58319P108 462 53,580 SH SOLE -- SOLE MEADWESTVACO CORP COM 583334107 286 12,895 SH SOLE -- SOLE MEDCO HEALTH SOLUTIONS INC COM 58405U102 384 6,972 SH SOLE -- SOLE MEDICAL PPTYS TRUST INC COM 58463J304 242 25,600 SH SOLE -- SOLE MEDNAX INC COM 58502B106 746 13,415 SH SOLE -- SOLE MEDTRONIC INC COM 585055106 611 16,857 SH SOLE -- SOLE MERCK & CO INC NEW COM 58933Y105 1,645 47,041 SH SOLE -- SOLE METLIFE INC COM 59156R108 469 12,414 SH SOLE -- SOLE MFA FINANCIAL INC COM 55272X102 585 79,050 SH SOLE -- SOLE MICRON TECHNOLOGY INC COM 595112103 114 13,461 SH SOLE -- SOLE MICROSOFT CORP COM 594918104 2,650 115,188 SH SOLE -- SOLE MINDRAY MEDICAL INTL LTD SPON ADR 602675100 2,743 87,289 SH SOLE -- SOLE MINDSPEED TECHNOLOGIES INC COM NEW 602682205 115 15,300 SH SOLE -- SOLE MIPS TECHNOLOGIES INC COM 604567107 148 28,880 SH SOLE -- SOLE MONSANTO CO NEW COM 61166W101 381 8,245 SH SOLE -- SOLE MORGAN STANLEY COM NEW 617446448 492 21,211 SH SOLE -- SOLE MOTOROLA INC COM 620076109 227 34,855 SH SOLE -- SOLE NALCO HOLDING COMPANY COM 62985Q101 946 46,241 SH SOLE -- SOLE NAPCO SEC TECHNOLOGIES INC COM 630402105 18 10,595 SH SOLE -- SOLE NATIONAL INSTRS CORP COM 636518102 493 15,500 SH SOLE -- SOLE NATIONAL OILWELL VARCO INC COM 637071101 208 6,303 SH SOLE -- SOLE NATIONAL PENN BANCSHARES INC COM 637138108 150 24,969 SH SOLE -- SOLE NELNET INC CL A 64031N108 962 49,900 SH SOLE -- SOLE NEOGEN CORP COM 640491106 316 12,142 SH SOLE -- SOLE NETEASE COM INC SPONSORED ADR 64110W102 1,985 62,600 SH SOLE -- SOLE NETEZZA CORP COM 64111N101 340 24,850 SH SOLE -- SOLE NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,072 43,700 SH SOLE -- SOLE NEWELL RUBBERMAID INC COM 651229106 398 27,159 SH SOLE -- SOLE NEWMARKET CORP COM 651587107 253 2,900 SH SOLE -- SOLE NEWMONT MINING CORP COM 651639106 456 7,389 SH SOLE -- SOLE NEWPARK RES INC COM PAR $.01NEW 651718504 195 32,200 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- NEWS CORP CL A 65248E104 406 33,971 SH SOLE -- SOLE NEXTERA ENERGY INC COM 65339F101 303 6,212 SH SOLE -- SOLE NIKE INC CL B 654106103 402 5,946 SH SOLE -- SOLE NORFOLK SOUTHERN CORP COM 655844108 297 5,600 SH SOLE -- SOLE NORTHERN OIL & GAS INC NEV COM 665531109 290 22,600 SH SOLE -- SOLE NORTHROP GRUMMAN CORP COM 666807102 254 4,658 SH SOLE -- SOLE NORTHWEST BANCSHARES INC MD COM 667340103 299 26,075 SH SOLE -- SOLE NU SKIN ENTERPRISES INC CL A 67018T105 262 10,500 SH SOLE -- SOLE NUVASIVE INC COM 670704105 278 7,850 SH SOLE -- SOLE NV ENERGY INC COM 67073Y106 1,033 87,500 SH SOLE -- SOLE OCCIDENTAL PETE CORP DEL COM 674599105 947 12,279 SH SOLE -- SOLE OCWEN FINL CORP COM NEW 675746309 269 26,405 SH SOLE -- SOLE OGE ENERGY CORP COM 670837103 329 9,000 SH SOLE -- SOLE OMEGA HEALTHCARE INVS INC COM 681936100 439 22,040 SH SOLE -- SOLE OMNICARE INC COM 681904108 299 12,630 SH SOLE -- SOLE OMNOVA SOLUTIONS INC COM 682129101 116 14,900 SH SOLE -- SOLE ONEOK INC NEW COM 682680103 402 9,297 SH SOLE -- SOLE ORACLE CORP COM 68389X105 1,269 59,122 SH SOLE -- SOLE OWENS ILL INC COM NEW 690768403 849 32,097 SH SOLE -- SOLE P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 863 25,200 SH SOLE -- SOLE PACCAR INC COM 693718108 222 5,563 SH SOLE -- SOLE PARAGON SHIPPING INC CL A 69913R309 127 35,480 SH SOLE -- SOLE PATTERSON UTI ENERGY INC COM 703481101 201 15,610 SH SOLE -- SOLE PC-TEL INC COM 69325Q105 71 14,000 SH SOLE -- SOLE PDL BIOPHARMA INC COM 69329Y104 97 17,300 SH SOLE -- SOLE PEGASYSTEMS INC COM 705573103 234 7,300 SH SOLE -- SOLE PENN VA CORP COM 707882106 237 11,780 SH SOLE -- SOLE PENSON WORLDWIDE INC COM 709600100 142 25,174 SH SOLE -- SOLE PEPSICO INC COM 713448108 1,512 24,802 SH SOLE -- SOLE PETSMART INC COM 716768106 938 31,100 SH SOLE -- SOLE PFIZER INC COM 717081103 1,741 122,118 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- PG&E CORP COM 69331C108 232 5,653 SH SOLE -- SOLE PHARMACEUTICAL PROD DEV INC COM 717124101 302 11,900 SH SOLE -- SOLE PHILIP MORRIS INTL INC COM 718172109 1,301 28,372 SH SOLE -- SOLE PIER 1 IMPORTS INC COM 720279108 105 16,400 SH SOLE -- SOLE PNC FINL SVCS GROUP INC COM 693475105 441 7,810 SH SOLE -- SOLE POLARIS INDS INC COM 731068102 284 5,200 SH SOLE -- SOLE PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 835 12,500 SH SOLE -- SOLE PORTLAND GEN ELEC CO COM NEW 736508847 254 13,840 SH SOLE -- SOLE POWER INTEGRATIONS INC COM 739276103 308 9,580 SH SOLE -- SOLE POWER ONE INC NEW COM 73930R102 439 65,100 SH SOLE -- SOLE PRAXAIR INC COM 74005P104 359 4,720 SH SOLE -- SOLE PRECISION CASTPARTS CORP COM 740189105 218 2,114 SH SOLE -- SOLE PROCTER & GAMBLE CO COM 742718109 2,633 43,901 SH SOLE -- SOLE PROGRESS SOFTWARE CORP COM 743312100 700 23,300 SH SOLE -- SOLE PROGRESSIVE CORP OHIO COM 743315103 193 10,321 SH SOLE -- SOLE PRUDENTIAL FINL INC COM 744320102 401 7,480 SH SOLE -- SOLE PUBLIC SVC ENTERPRISE GROUP COM 744573106 244 7,800 SH SOLE -- SOLE QUALCOMM INC COM 747525103 833 25,365 SH SOLE -- SOLE QUESTCOR PHARMACEUTICALS INC COM 74835Y101 180 17,600 SH SOLE -- SOLE QWEST COMMUNICATIONS INTL IN COM 749121109 119 22,608 SH SOLE -- SOLE RALCORP HLDGS INC NEW COM 751028101 258 4,700 SH SOLE -- SOLE RAYTHEON CO COM NEW 755111507 286 5,917 SH SOLE -- SOLE REDWOOD TR INC COM 758075402 257 17,575 SH SOLE -- SOLE REGIONS FINANCIAL CORP NEW COM 7591EP100 122 18,524 SH SOLE -- SOLE RESOURCES CONNECTION INC COM 76122Q105 238 17,530 SH SOLE -- SOLE RIGHTNOW TECHNOLOGIES INC COM 76657R106 180 11,500 SH SOLE -- SOLE RITCHIE BROS AUCTIONEERS COM 767744105 228 12,510 SH SOLE -- SOLE ROLLINS INC COM 775711104 474 22,905 SH SOLE -- SOLE ROSETTA RESOURCES INC COM 777779307 240 12,100 SH SOLE -- SOLE ROYAL CARIBBEAN CRUISES LTD COM V7780T103 258 11,350 SH SOLE -- SOLE RUBICON TECHNOLOGY INC COM 78112T107 352 11,800 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 TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- RUBY TUESDAY INC COM 781182100 92 10,800 SH SOLE -- SOLE SAKS INC COM 79377W108 79 10,356 SH SOLE -- SOLE SALIX PHARMACEUTICALS INC COM 795435106 656 16,800 SH SOLE -- SOLE SANMINA SCI CORP COM NEW 800907206 212 15,600 SH SOLE -- SOLE SAPIENT CORP COM 803062108 131 12,900 SH SOLE -- SOLE SARA LEE CORP COM 803111103 149 10,568 SH SOLE -- SOLE SCHIFF NUTRITION INTL INC COM 806693107 75 10,600 SH SOLE -- SOLE SCHLUMBERGER LTD COM 806857108 1,002 18,112 SH SOLE -- SOLE SCHWAB CHARLES CORP NEW COM 808513105 208 14,679 SH SOLE -- SOLE SCHWEITZER-MAUDUIT INTL INC COM 808541106 289 5,730 SH SOLE -- SOLE SEAGATE TECHNOLOGY SHS G7945J104 477 36,579 SH SOLE -- SOLE SEMTECH CORP COM 816850101 348 21,250 SH SOLE -- SOLE SENSIENT TECHNOLOGIES CORP COM 81725T100 309 11,900 SH SOLE -- SOLE SHAW GROUP INC COM 820280105 401 11,720 SH SOLE -- SOLE SILGAN HOLDINGS INC COM 827048109 738 26,000 SH SOLE -- SOLE SIMON PPTY GROUP INC NEW COM 828806109 360 4,456 SH SOLE -- SOLE SKECHERS U S A INC CL A 830566105 1,168 31,970 SH SOLE -- SOLE SLM CORP COM 78442P106 492 47,355 SH SOLE -- SOLE SMITH A O COM 831865209 581 12,065 SH SOLE -- SOLE SOUTHERN CO COM 842587107 391 11,763 SH SOLE -- SOLE SOUTHERN UN CO NEW COM 844030106 397 18,180 SH SOLE -- SOLE SOUTHWEST AIRLS CO COM 844741108 125 11,283 SH SOLE -- SOLE SOUTHWESTERN ENERGY CO COM 845467109 202 5,224 SH SOLE -- SOLE SPARTECH CORP COM NEW 847220209 110 10,774 SH SOLE -- SOLE SPEEDWAY MOTORSPORTS INC COM 847788106 359 26,450 SH SOLE -- SOLE SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 284 14,900 SH SOLE -- SOLE SPRINT NEXTEL CORP COM SER 1 852061100 191 45,102 SH SOLE -- SOLE SRS LABS INC COM 78464M106 140 15,300 SH SOLE -- SOLE STAGE STORES INC COM NEW 85254C305 384 35,920 SH SOLE -- SOLE STAPLES INC COM 855030102 211 11,057 SH SOLE -- SOLE STARBUCKS CORP COM 855244109 273 11,239 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- STATE STR CORP COM 857477103 254 7,508 SH SOLE -- SOLE STEWART ENTERPRISES INC CL A 860370105 369 68,280 SH SOLE -- SOLE STRATASYS INC COM 862685104 307 12,510 SH SOLE -- SOLE STRYKER CORP COM 863667101 212 4,225 SH SOLE -- SOLE SUCCESSFACTORS INC COM 864596101 345 16,600 SH SOLE -- SOLE SUN HEALTHCARE GROUP INC COM NEW 866933401 90 11,200 SH SOLE -- SOLE SUPER MICRO COMPUTER INC COM 86800U104 278 20,600 SH SOLE -- SOLE SXC HEALTH SOLUTIONS CORP COM 78505P100 791 10,800 SH SOLE -- SOLE SYMANTEC CORP COM 871503108 171 12,340 SH SOLE -- SOLE SYNOVUS FINL CORP COM 87161C105 210 82,510 SH SOLE -- SOLE SYSCO CORP COM 871829107 258 9,031 SH SOLE -- SOLE TARGET CORP COM 87612E106 564 11,468 SH SOLE -- SOLE TECH DATA CORP COM 878237106 398 11,180 SH SOLE -- SOLE TECHNE CORP COM 878377100 269 4,680 SH SOLE -- SOLE TELEDYNE TECHNOLOGIES INC COM 879360105 432 11,200 SH SOLE -- SOLE TELEFLEX INC COM 879369106 228 4,200 SH SOLE -- SOLE TEMPUR PEDIC INTL INC COM 88023U101 532 17,300 SH SOLE -- SOLE TEXAS INSTRS INC COM 882508104 442 18,987 SH SOLE -- SOLE THERMO FISHER SCIENTIFIC INC COM 883556102 309 6,292 SH SOLE -- SOLE THORATEC CORP COM NEW 885175307 479 11,200 SH SOLE -- SOLE TIDEWATER INC COM 886423102 1,208 31,210 SH SOLE -- SOLE TIFFANY & CO NEW COM 886547108 244 6,438 SH SOLE -- SOLE TIME WARNER CABLE INC COM 88732J207 278 5,340 SH SOLE -- SOLE TIME WARNER INC COM NEW 887317303 500 17,307 SH SOLE -- SOLE TJX COS INC NEW COM 872540109 267 6,365 SH SOLE -- SOLE TOMOTHERAPY INC COM 890088107 75 23,700 SH SOLE -- SOLE TOWER GROUP INC COM 891777104 390 18,094 SH SOLE -- SOLE TRAVELERS COMPANIES INC COM 89417E109 377 7,650 SH SOLE -- SOLE TRIQUINT SEMICONDUCTOR INC COM 89674K103 85 13,900 SH SOLE -- SOLE TRIUMPH GROUP INC NEW COM 896818101 253 3,800 SH SOLE -- SOLE U S AIRWAYS GROUP INC COM 90341W108 353 41,000 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 TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- UAL CORP COM NEW 902549807 227 11,050 SH SOLE -- SOLE ULTA SALON COSMETCS & FRAG I COM 90384S303 360 15,200 SH SOLE -- SOLE ULTIMATE SOFTWARE GROUP INC COM 90385D107 396 12,060 SH SOLE -- SOLE UNICA CORP COM 904583101 148 15,400 SH SOLE -- SOLE UNION PAC CORP COM 907818108 533 7,663 SH SOLE -- SOLE UNITED NAT FOODS INC COM 911163103 530 17,722 SH SOLE -- SOLE UNITED PARCEL SERVICE INC CL B 911312106 858 15,087 SH SOLE -- SOLE UNITED RENTALS INC COM 911363109 104 11,150 SH SOLE -- SOLE UNITED STATES CELLULAR CORP COM 911684108 996 24,200 SH SOLE -- SOLE UNITED TECHNOLOGIES CORP COM 913017109 925 14,256 SH SOLE -- SOLE UNITEDHEALTH GROUP INC COM 91324P102 494 17,404 SH SOLE -- SOLE US BANCORP DEL COM NEW 902973304 644 28,833 SH SOLE -- SOLE VEECO INSTRS INC DEL COM 922417100 331 9,650 SH SOLE -- SOLE VERAZ NETWORKS INC COM 923359103 1,232 1,400,010 SH SOLE -- SOLE VERIZON COMMUNICATIONS INC COM 92343V104 1,207 43,079 SH SOLE -- SOLE VIACOM INC NEW CL B 92553P201 288 9,194 SH SOLE -- SOLE VIROPHARMA INC COM 928241108 189 16,900 SH SOLE -- SOLE VIRTUSA CORP COM 92827P102 148 15,900 SH SOLE -- SOLE VISA INC COM CL A 92826C839 477 6,749 SH SOLE -- SOLE VISHAY INTERTECHNOLOGY INC COM 928298108 94 12,200 SH SOLE -- SOLE VITAMIN SHOPPE INC COM 92849E101 350 13,650 SH SOLE -- SOLE WAL MART STORES INC COM 931142103 1,538 32,002 SH SOLE -- SOLE WALGREEN CO COM 931422109 401 15,004 SH SOLE -- SOLE WASTE MGMT INC DEL COM 94106L109 234 7,491 SH SOLE -- SOLE WATSCO INC COM 942622200 220 3,800 SH SOLE -- SOLE WELLPOINT INC COM 94973V107 328 6,707 SH SOLE -- SOLE WELLS FARGO & CO NEW COM 949746101 2,046 79,935 SH SOLE -- SOLE WENDYS ARBYS GROUP INC COM 950587105 122 30,536 SH SOLE -- SOLE WEST PHARMACEUTICAL SVSC INC COM 955306105 204 5,600 SH SOLE -- SOLE WESTERN UN CO COM 959802109 159 10,636 SH SOLE -- SOLE WONDER AUTO TECHNOLOGY INC COM 978166106 172 23,500 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 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------- WORLD FUEL SVCS CORP COM 981475106 257 9,900 SH SOLE -- SOLE XEROX CORP COM 984121103 162 20,138 SH SOLE -- SOLE YAHOO INC COM 984332106 251 18,141 SH SOLE -- SOLE YUM BRANDS INC COM 988498101 277 7,085 SH SOLE -- SOLE ZEBRA TECHNOLOGIES CORP CL A 989207105 895 35,295 SH SOLE -- SOLE ZOLTEK COS INC COM 98975W104 109 12,850 SH SOLE -- SOLE
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