-----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, CdUkBF2fcJQLQxc/+Jy1/vxblexk4NasE2UR81zeOHztHI4syCQQFkODZ5c1mcZk QFeuZ5d96GSdNra39dxaHw== 0000914121-08-000647.txt : 20080717 0000914121-08-000647.hdr.sgml : 20080717 20080717134054 ACCESSION NUMBER: 0000914121-08-000647 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080717 DATE AS OF CHANGE: 20080717 EFFECTIVENESS DATE: 20080717 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Bridgewater Associates, Inc. CENTRAL INDEX KEY: 0001350694 IRS NUMBER: 132871809 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-11794 FILM NUMBER: 08956626 BUSINESS ADDRESS: STREET 1: ONE GLENDINNING PLACE CITY: WESTPORT STATE: CT ZIP: 06880 BUSINESS PHONE: 203-226-3030 MAIL ADDRESS: STREET 1: ONE GLENDINNING PLACE CITY: WESTPORT STATE: CT ZIP: 06880 13F-HR/A 1 bd90872630-13fa2.txt AMENDMENT NO. 2 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 [x] Amendment No.: 2 This Amendment (Check only one.): [x] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Bridgewater Associates, Inc. Address: One Glendinning Place Westport, CT 06880 Form 13F File Number: 28-11794 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: Helene Glotzer Title: Chief Compliance Officer Phone: 203-226-3030 Signature, Place, and Date of Signing: /s/ Helen Glotzer Westport, CT July 17, 2008 - ------------------------ ------------------------ ------------------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 453 Form 13F Information Table Value Total: $3,313,828 (thousands) List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - --------------------------------------- ---------------- --------- -------- ------------------- ---------- -------- --------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS AUTHORITY - --------------------------------------- ---------------- --------- -------- -------- --- ---- ---------- -------- --------- 3M CO COM 88579Y101 12,554 180404 SH SOLE N/A SOLE ABBOTT LABORATORIES COM 002824100 609 11500 SH SOLE N/A SOLE Abercrombie & Fitch Co CL A 002896207 12,900 205800 SH SOLE N/A SOLE ACE Ltd ORD G0070K103 12,445 225900 SH SOLE N/A SOLE ADC Telecommunications Inc COM NEW 000886309 2,726 184548 SH SOLE N/A SOLE Advance Auto Parts Inc COM 00751Y106 728 18751 SH SOLE N/A SOLE Advanced Medical Optics Inc COM 00763M108 1,938 103400 SH SOLE N/A SOLE AEROPOSTALE INC COM 007865108 1,178 37600 SH SOLE N/A SOLE AES CORP COM 00130H105 5,746 299100 SH SOLE N/A SOLE Affiliated Managers Group Inc COM 008252108 3,774 41900 SH SOLE N/A SOLE AGCO CORP COM 001084102 1,289 24600 SH SOLE N/A SOLE AGRIUM INC COM 008916108 7,673 71350 SH SOLE N/A SOLE Akamai Technologies Inc COM 00971T101 2,853 82018 SH SOLE N/A SOLE ALEXANDER & BALDWIN INC COM 014482103 2,266 49744 SH SOLE N/A SOLE ALLERGAN INC COM 018490102 984 18900 SH SOLE N/A SOLE ALLIANT ENERGY CORP COM 018802108 11,183 326427 SH SOLE N/A SOLE ALLIED WASTE INDUSTRIES INC COM PAR$.01NEW 019589308 2,500 198101 SH SOLE N/A SOLE Allstate Corp/The COM 020002101 10,189 223500 SH SOLE N/A SOLE Altera Corp COM 021441100 8,158 394103 SH SOLE N/A SOLE AMB PROPERTY CORP COM 00163T109 12,906 256180 SH SOLE N/A SOLE AMBAC FINANCIAL GROUP INC COM 023139108 1,941 1448362 SH SOLE N/A SOLE American Electric Power Co Inc COM 025537101 11,180 277900 SH SOLE N/A SOLE AMERICAN EXPRESS CO COM 025816109 54,733 1452960 SH SOLE N/A SOLE American Financial Group Inc/OH COM 025932104 10,873 406475 SH SOLE N/A SOLE American International Group Inc COM 026874107 25,174 951400 SH SOLE N/A SOLE AMERISOURCEBERGEN CORP COM 03073E105 10,629 265800 SH SOLE N/A SOLE ANADARKO PETROLEUM CORP COM 032511107 12,034 160800 SH SOLE N/A SOLE Analog Devices Inc COM 032654105 8,718 274400 SH SOLE N/A SOLE Annaly Capital Management Inc COM 035710409 15,270 984538 SH SOLE N/A SOLE ANNTAYLOR STORES CORP COM 036115103 8,959 373922 SH SOLE N/A SOLE AON CORP COM 037389103 588 12800 SH SOLE N/A SOLE APACHE CORP COM 037411105 15,457 111200 SH SOLE N/A SOLE Apollo Group Inc CL A 037604105 11,920 269319 SH SOLE N/A SOLE APP PHARMACEUTICALS INC COM 00202H108 608 36391 SH SOLE N/A SOLE APPLIED MATERIALS INC COM 038222105 493 25800 SH SOLE N/A SOLE ARCH COAL INC COM 039380100 1,009 13446 SH SOLE N/A SOLE ARCHER-DANIELS-MIDLAND CO COM 039483102 996 29500 SH SOLE N/A SOLE ARROW ELECTRONICS INC COM 042735100 6,441 209665 SH SOLE N/A SOLE ASSOCIATED BANC-CORP COM 045487105 7,638 395958 SH SOLE N/A SOLE Assurant Inc COM 04621X108 1,095 16600 SH SOLE N/A SOLE ASTORIA FINANCIAL CORP COM 046265104 6,713 334300 SH SOLE N/A SOLE AUTODESK INC COM 052769106 6,644 196500 SH SOLE N/A SOLE Autoliv Inc COM 052800109 11,643 249736 SH SOLE N/A SOLE AUTONATION INC COM 05329W102 9,857 983700 SH SOLE N/A SOLE AUTOZONE INC COM 053332102 14,255 117800 SH SOLE N/A SOLE AVERY DENNISON CORP COM 053611109 1,814 41300 SH SOLE N/A SOLE AVNET INC COM 053807103 11,292 413913 SH SOLE N/A SOLE AVON PRODUCTS INC COM 054303102 8,688 241200 SH SOLE N/A SOLE BALLARD POWER SYSTEMS INC COM 05858H104 926 222132 SH SOLE N/A SOLE BANK OF AMERICA CORP COM 060505104 11,233 470600 SH SOLE N/A SOLE Bank of New York Mellon Corp/T COM 064058100 13,232 349768 SH SOLE N/A SOLE Baxter International Inc COM 071813109 492 7700 SH SOLE N/A SOLE BB&T Corp COM 054937107 13,241 581500 SH SOLE N/A SOLE BE Aerospace Inc COM 073302101 5,382 231065 SH SOLE N/A SOLE BECKMAN COULTER INC COM 075811109 3,900 57758 SH SOLE N/A SOLE BECTON DICKINSON & CO COM 075887109 9,626 118400 SH SOLE N/A SOLE Belo Corp COM SER A 080555105 1,785 244208 SH SOLE N/A SOLE Bemis Co Inc COM 081437105 14,102 629006 SH SOLE N/A SOLE BENCHMARK ELECTRONICS INC COM 08160H101 3,013 184380 SH SOLE N/A SOLE BIOGEN IDEC INC COM 09062X103 4,246 75977 SH SOLE N/A SOLE Bio-Rad Laboratories Inc CL A 090572207 5,589 69100 SH SOLE N/A SOLE BIOVAIL CORP COM 09067J109 1,668 172854 SH SOLE N/A SOLE BJ SERVICES CO COM 055482103 1,044 32700 SH SOLE N/A SOLE BLACK & DECKER CORP COM 091797100 6,717 116800 SH SOLE N/A SOLE BMC SOFTWARE INC COM 055921100 11,879 329961 SH SOLE N/A SOLE BOSTON SCIENTIFIC CORP COM 101137107 9,648 785000 SH SOLE N/A SOLE BOYD GAMING CORP COM 103304101 1,082 86166 SH SOLE N/A SOLE BRINKER INTERNATIONAL INC COM 109641100 5,875 310839 SH SOLE N/A SOLE BRINK'S CO/THE COM 109696104 8,708 133108 SH SOLE N/A SOLE BRISTOL-MYERS SQUIBB CO COM 110122108 24,737 1204900 SH SOLE N/A SOLE Broadcom Corp CL A 111320107 9,942 364300 SH SOLE N/A SOLE BROWN & BROWN INC COM 115236101 2,056 118240 SH SOLE N/A SOLE BUNGE LIMITED COM G16962105 6,291 58420 SH SOLE N/A SOLE CA INC COM 12673P105 10,588 458562 SH SOLE N/A SOLE CABOT OIL & GAS CORP COM 127097103 2,417 35693 SH SOLE N/A SOLE CACI International Inc CL A 127190304 11,608 253611 SH SOLE N/A SOLE CANADIAN NATURAL RESOURCES COM 136385101 5,149 51800 SH SOLE N/A SOLE CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,221 18300 SH SOLE N/A SOLE CAPITAL ONE FINANCIAL CORP COM 14040H105 21,103 555185 SH SOLE N/A SOLE CARDINAL HEALTH INC COM 14149Y108 10,223 198200 SH SOLE N/A SOLE CARLISLE COS INC COM 142339100 9,792 337660 SH SOLE N/A SOLE Carpenter Technology Corp COM 144285103 2,279 52210 SH SOLE N/A SOLE CBL & Associates Properties Inc COM 124830100 10,655 466524 SH SOLE N/A SOLE CBS CORP CL B 124857202 4,650 238600 SH SOLE N/A SOLE CELESTICA INC SUB VTG SHS 15101Q108 5,269 625009 SH SOLE N/A SOLE CENTERPOINT ENERGY INC COM 15189T107 14,045 875107 SH SOLE N/A SOLE CENTEX CORP COM 152312104 12,018 898874 SH SOLE N/A SOLE CENTURYTEL INC COM 156700106 17,768 499230 SH SOLE N/A SOLE CEPHALON INC COM 156708109 4,068 61000 SH SOLE N/A SOLE CERNER CORP COM 156782104 5,406 119650 SH SOLE N/A SOLE CHESAPEAKE ENERGY CORP COM 165167107 356 5400 SH SOLE N/A SOLE Chevron Corp COM 166764100 17,536 176900 SH SOLE N/A SOLE CHOICE HOTELS INTL INC COM 169905106 8,234 310700 SH SOLE N/A SOLE CHUBB CORP COM 171232101 11,434 233300 SH SOLE N/A SOLE CIGNA CORP COM 125509109 10,324 291715 SH SOLE N/A SOLE CIMAREX ENERGY CO COM 171798101 14,676 210650 SH SOLE N/A SOLE CINTAS CORP COM 172908105 5,992 226028 SH SOLE N/A SOLE CIT GROUP INC COM 125581108 11,228 1648790 SH SOLE N/A SOLE CITIZENS COMMUNICATIONS CO COM 17453B101 1,888 166500 SH SOLE N/A SOLE Clorox Co COM 189054109 8,707 166805 SH SOLE N/A SOLE CME GROUP INC COM 12572Q105 25,942 67700 SH SOLE N/A SOLE CNA FINANCIAL CORP COM 126117100 6,766 269009 SH SOLE N/A SOLE COCA-COLA CO/THE COM 191216100 32,040 616400 SH SOLE N/A SOLE Coca-Cola Enterprises Inc COM 191219104 1,627 94019 SH SOLE N/A SOLE Cognizant Technology Solutions Corp CL A 192446102 1,947 59882 SH SOLE N/A SOLE COMMSCOPE INC COM 203372107 6,364 120600 SH SOLE N/A SOLE COMPUTER SCIENCES CORP COM 205363104 3,480 74300 SH SOLE N/A SOLE COMPUWARE CORP COM 205638109 5,008 524957 SH SOLE N/A SOLE CONAGRA FOODS INC COM 205887102 2,744 142300 SH SOLE N/A SOLE CONOCOPHILLIPS COM 20825C104 18,208 192900 SH SOLE N/A SOLE Constellation Brands Inc CL A 21036P108 16,311 821290 SH SOLE N/A SOLE Continental Airlines Inc CL B 210795308 7,752 766725 SH SOLE N/A SOLE CONVERGYS CORP COM 212485106 12,179 819600 SH SOLE N/A SOLE Con-way Inc COM 205944101 10,618 224668 SH SOLE N/A SOLE Cooper Industries Ltd CL A G24182100 1,634 41373 SH SOLE N/A SOLE COPART INC COM 217204106 3,715 86759 SH SOLE N/A SOLE Corus Entertainment Inc COM CL B NON VTG 220874101 2,453 136800 SH SOLE N/A SOLE COVENTRY HEALTH CARE INC COM 222862104 1,119 36776 SH SOLE N/A SOLE Covidien LTD COM G2552X108 1,730 36125 SH SOLE N/A SOLE CRANE CO COM 224399105 13,716 355990 SH SOLE N/A SOLE CUMMINS INC COM 231021106 5,202 79400 SH SOLE N/A SOLE CYTEC INDUSTRIES INC COM 232820100 3,984 73026 SH SOLE N/A SOLE DARDEN RESTAURANTS INC COM 237194105 16,408 513702 SH SOLE N/A SOLE DAVITA INC COM 23918K108 6,135 115470 SH SOLE N/A SOLE DEAN FOODS CO COM 242370104 6,775 345288 SH SOLE N/A SOLE DELL INC COM 24702R101 5,649 258200 SH SOLE N/A SOLE Denbury Resources Inc COM NEW 247916208 7,037 192800 SH SOLE N/A SOLE Developers Diversified Realty Corp COM 251591103 13,322 383800 SH SOLE N/A SOLE Devon Energy Corp COM 25179M103 14,527 120900 SH SOLE N/A SOLE DEVRY INC COM 251893103 5,858 109257 SH SOLE N/A SOLE DOLLAR TREE INC COM 256746108 5,970 182628 SH SOLE N/A SOLE Domtar Corp COM 257559104 83 15300 SH SOLE N/A SOLE DOVER CORP COM 260003108 9,563 197700 SH SOLE N/A SOLE Dow Chemical Co/The COM 260543103 1,920 55000 SH SOLE N/A SOLE DPL Inc COM 233293109 15,450 585672 SH SOLE N/A SOLE DST SYSTEMS INC COM 233326107 4,989 90618 SH SOLE N/A SOLE DUKE REALTY CORP COM NEW 264411505 3,248 144659 SH SOLE N/A SOLE E*TRADE FINANCIAL CORP COM 269246104 24,469 7792828 SH SOLE N/A SOLE Eastman Chemical Co COM 277432100 9,798 142294 SH SOLE N/A SOLE EATON CORP COM 278058102 12,695 149400 SH SOLE N/A SOLE EATON VANCE CORP COM NON VTG 278265103 817 20544 SH SOLE N/A SOLE EDISON INTERNATIONAL COM 281020107 3,843 74800 SH SOLE N/A SOLE EI Du Pont de Nemours & Co COM 263534109 1,300 30300 SH SOLE N/A SOLE Elan Corp PLC ADR 284131208 4,346 122261 SH SOLE N/A SOLE ELI LILLY & CO COM 532457108 27,064 586300 SH SOLE N/A SOLE ENCANA CORP COM 292505104 1,610 17500 SH SOLE N/A SOLE Endo Pharmaceuticals Holdings Inc COM 29264F205 14,586 602970 SH SOLE N/A SOLE ENERGEN CORP COM 29265N108 2,532 32452 SH SOLE N/A SOLE ENERGIZER HOLDINGS INC COM 29266R108 17,695 242100 SH SOLE N/A SOLE ENERPLUS RESOURCES FUND UNIT TR G NEW 29274D604 1,720 37200 SH SOLE N/A SOLE ENSCO INTERNATIONAL INC COM 26874Q100 9,342 115700 SH SOLE N/A SOLE EQUIFAX INC COM 294429105 9,966 296426 SH SOLE N/A SOLE ESSEX PROPERTY TRUST INC COM 297178105 1,928 18100 SH SOLE N/A SOLE EXXON MOBIL CORP COM 30231G102 20,358 231000 SH SOLE N/A SOLE Family Dollar Stores Inc COM 307000109 4,783 239892 SH SOLE N/A SOLE FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 1,739 25200 SH SOLE N/A SOLE Federated Investors Inc CL B 314211103 13,770 400069 SH SOLE N/A SOLE FIFTH THIRD BANCORP COM 316773100 8,804 864834 SH SOLE N/A SOLE FIRST HORIZON NATIONAL CORP COM 320517105 6,448 867871 SH SOLE N/A SOLE First Industrial Realty Trust Inc COM 32054K103 9,745 354753 SH SOLE N/A SOLE FIRST MIDWEST BANCORP INC/IL COM 320867104 1,167 62556 SH SOLE N/A SOLE FISERV INC COM 337738108 18,012 397000 SH SOLE N/A SOLE Flextronics International Ltd ORD Y2573F102 8,312 884300 SH SOLE N/A SOLE FLIR SYSTEMS INC COM 302445101 2,342 57729 SH SOLE N/A SOLE FLUOR CORP COM 343412102 18,459 99200 SH SOLE N/A SOLE FORD MOTOR CO COM PAR $0.01 345370860 4,027 837300 SH SOLE N/A SOLE FORDING CANADIAN COAL TRUST TR UNIT 345425102 4,694 49100 SH SOLE N/A SOLE Forest City Enterprises Inc CL A 345550107 686 21300 SH SOLE N/A SOLE FOREST LABORATORIES INC COM 345838106 17,353 499500 SH SOLE N/A SOLE FOREST OIL CORP COM PAR $0.01 346091705 5,330 71538 SH SOLE N/A SOLE FOSSIL INC COM 349882100 8,006 275410 SH SOLE N/A SOLE FULTON FINANCIAL CORP COM 360271100 499 49675 SH SOLE N/A SOLE Gannett Co Inc COM 364730101 20,681 954365 SH SOLE N/A SOLE GAP INC/THE COM 364760108 9,692 581412 SH SOLE N/A SOLE Gardner Denver Inc COM 365558105 12,489 219878 SH SOLE N/A SOLE GARTNER INC-CL A COM 366651107 4,055 195715 SH SOLE N/A SOLE GATX CORP COM 361448103 4,499 101500 SH SOLE N/A SOLE GENERAL ELECTRIC CO COM 369604103 60,445 2264700 SH SOLE N/A SOLE General Growth Properties Inc COM 370021107 9,742 278094 SH SOLE N/A SOLE GENERAL MILLS INC COM 370334104 3,227 53100 SH SOLE N/A SOLE GENUINE PARTS CO COM 372460105 1,103 27800 SH SOLE N/A SOLE Genworth Financial Inc COM CL A 37247D106 5,955 334363 SH SOLE N/A SOLE GERDAU AMERISTEEL CORP COM 37373P105 471 24400 SH SOLE N/A SOLE GOODRICH CORP COM 382388106 8,975 189100 SH SOLE N/A SOLE GOODYEAR TIRE & RUBBER CO COM 382550101 5,388 302200 SH SOLE N/A SOLE GREAT PLAINS ENERGY INC COM 391164100 4,090 161807 SH SOLE N/A SOLE Guess ? Inc COM 401617105 1,734 46300 SH SOLE N/A SOLE H&R BLOCK INC COM 093671105 6,772 316456 SH SOLE N/A SOLE HARLEY-DAVIDSON INC COM 412822108 4,609 127100 SH SOLE N/A SOLE HARRIS CORP COM 413875105 6,690 132500 SH SOLE N/A SOLE HARRY WINSTON DIAMOND CORP COM 41587B100 207 7200 SH SOLE N/A SOLE HARTE-HANKS INC COM 416196103 5,169 451469 SH SOLE N/A SOLE Hartford Financial Services Group Inc COM 416515104 7,161 110900 SH SOLE N/A SOLE HAWAIIAN ELECTRIC INDS COM 419870100 8,451 341750 SH SOLE N/A SOLE HCC INSURANCE HOLDINGS INC COM 404132102 7,659 362300 SH SOLE N/A SOLE Health Management Associates Inc CL A 421933102 5,313 816157 SH SOLE N/A SOLE HEALTH NET INC COM 42222G108 5,168 214800 SH SOLE N/A SOLE HELIX ENERGY SOLUTIONS GROUP COM 42330P107 4,694 112731 SH SOLE N/A SOLE HERCULES INC COM 427056106 462 27300 SH SOLE N/A SOLE HESS CORP COM 42809H107 11,925 94500 SH SOLE N/A SOLE HEWLETT-PACKARD CO COM 428236103 1,119 25300 SH SOLE N/A SOLE Holly Corp COM PAR $0.01 435758305 366 9900 SH SOLE N/A SOLE HOME DEPOT INC COM 437076102 8,234 351600 SH SOLE N/A SOLE Hospira Inc COM 441060100 409 10200 SH SOLE N/A SOLE HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 8,955 366100 SH SOLE N/A SOLE HRPT PROPERTIES TRUST COM SH BEN INT 40426W101 1,365 201598 SH SOLE N/A SOLE Hubbell Inc CL B 443510201 11,002 275946 SH SOLE N/A SOLE HUDSON CITY BANCORP INC COM 443683107 8,276 496139 SH SOLE N/A SOLE HUMANA INC COM 444859102 6,962 175050 SH SOLE N/A SOLE Huntington Bancshares Inc/OH COM 446150104 1,229 213002 SH SOLE N/A SOLE IAMGOLD CORP COM 450913108 3,313 551000 SH SOLE N/A SOLE IMPERIAL OIL LTD COM NEW 453038408 4,030 72800 SH SOLE N/A SOLE IMS HEALTH INC COM 449934108 11,297 484842 SH SOLE N/A SOLE Ingram Micro Inc CL A 457153104 11,990 675500 SH SOLE N/A SOLE INTEGRYS ENERGY GROUP INC COM 45822P105 4,127 81200 SH SOLE N/A SOLE INTEL CORP COM 458140100 6,906 321500 SH SOLE N/A SOLE International Flavors & Fragrances Inc COM 459506101 5,883 150627 SH SOLE N/A SOLE INTERNATIONAL PAPER CO COM 460146103 4,250 182400 SH SOLE N/A SOLE Intersil Corp CL A 46069S109 6,171 253745 SH SOLE N/A SOLE INTUIT INC COM 461202103 3,365 122058 SH SOLE N/A SOLE Intuitive Surgical Inc COM NEW 46120E602 1,078 4000 SH SOLE N/A SOLE Investment Technology Group Inc COM 46145F105 12,839 383711 SH SOLE N/A SOLE INVITROGEN CORP COM 46185R100 8,166 208006 SH SOLE N/A SOLE ISTAR FINANCIAL INC COM 45031U101 4,481 339200 SH SOLE N/A SOLE JABIL CIRCUIT INC COM 466313103 8,366 509800 SH SOLE N/A SOLE Jack Henry & Associates Inc COM 426281101 1,430 66081 SH SOLE N/A SOLE JACK IN THE BOX INC COM 466367109 17,612 785897 SH SOLE N/A SOLE JACOBS ENGINEERING GROUP INC COM 469814107 14,240 176462 SH SOLE N/A SOLE Jarden Corp COM 471109108 15,433 846121 SH SOLE N/A SOLE JDS UNIPHASE CORP COM PAR $0.001 46612J507 4,706 414248 SH SOLE N/A SOLE JM Smucker Co/The COM NEW 832696405 5,153 126800 SH SOLE N/A SOLE John Wiley & Sons Inc CL A 968223206 4,607 102300 SH SOLE N/A SOLE JOHNSON & JOHNSON COM 478160104 22,783 354100 SH SOLE N/A SOLE JPMorgan Chase & Co COM 46625H100 1,887 55000 SH SOLE N/A SOLE KENNAMETAL INC COM 489170100 6,566 201712 SH SOLE N/A SOLE Kilroy Realty Corp COM 49427F108 805 17115 SH SOLE N/A SOLE KIMBERLY-CLARK CORP COM 494368103 10,802 180700 SH SOLE N/A SOLE KIMCO REALTY CORP COM 49446R109 9,111 263944 SH SOLE N/A SOLE Kinetic Concepts Inc COM NEW 49460W208 14,056 352200 SH SOLE N/A SOLE Knight Capital Group Inc CL A 499005106 12,347 686711 SH SOLE N/A SOLE Kohl's Corp COM 500255104 6,771 169100 SH SOLE N/A SOLE Laboratory Corp of America Holdings COM NEW 50540R409 12,659 181809 SH SOLE N/A SOLE Lennar Corp CL A 526057104 15,452 1252209 SH SOLE N/A SOLE Lennox International Inc COM 526107107 3,312 114363 SH SOLE N/A SOLE Lexmark International Inc CL A 529771107 6,068 181523 SH SOLE N/A SOLE Liberty Media Corp - Interactive INT COM SER A 53071M104 1,791 121375 SH SOLE N/A SOLE LIBERTY PROPERTY TRUST SH BEN INT 531172104 7,870 237400 SH SOLE N/A SOLE LINCARE HOLDINGS INC COM 532791100 2,103 74059 SH SOLE N/A SOLE LINEAR TECHNOLOGY CORP COM 535678106 12,067 370480 SH SOLE N/A SOLE LOEWS CORP COM 540424108 8,339 177800 SH SOLE N/A SOLE Longs Drug Stores Corp COM 543162101 4,023 95540 SH SOLE N/A SOLE LOWE'S COS INC COM 548661107 1,658 79900 SH SOLE N/A SOLE LSI Corp COM 502161102 3,392 552434 SH SOLE N/A SOLE Ltd Brands Inc COM 532716107 3,773 223900 SH SOLE N/A SOLE LUBRIZOL CORP COM 549271104 12,924 278958 SH SOLE N/A SOLE M&T Bank Corp COM 55261F104 8,204 116302 SH SOLE N/A SOLE MACERICH CO/THE COM 554382101 9,009 145002 SH SOLE N/A SOLE Macy's Inc COM 55616P104 2,639 135900 SH SOLE N/A SOLE MAGNA INTERNATIONAL INC-CL A CL A 559222401 17,822 300847 SH SOLE N/A SOLE Manitowoc Co Inc/The COM 563571108 14,853 456600 SH SOLE N/A SOLE MARATHON OIL CORP COM 565849106 1,638 31588 SH SOLE N/A SOLE Marriott International Inc/DE CL A 571903202 7,964 303500 SH SOLE N/A SOLE Marsh & McLennan Cos Inc COM 571748102 8,444 318051 SH SOLE N/A SOLE MARSHALL & ILSLEY CORP COM 571837103 485 31632 SH SOLE N/A SOLE MASCO CORP COM 574599106 1,188 75500 SH SOLE N/A SOLE MASSEY ENERGY CO COM 576206106 4,697 50100 SH SOLE N/A SOLE MBIA INC COM 55262C100 8,496 1935224 SH SOLE N/A SOLE McGraw-Hill Cos Inc/The COM 580645109 13,292 331300 SH SOLE N/A SOLE MCKESSON CORP COM 58155Q103 5,507 98500 SH SOLE N/A SOLE MDU RESOURCES GROUP INC COM 552690109 3,576 102590 SH SOLE N/A SOLE MEADWESTVACO CORP COM 583334107 6,510 273078 SH SOLE N/A SOLE Medicis Pharmaceutical Corp CL A NEW 584690309 12,459 599561 SH SOLE N/A SOLE MEDTRONIC INC COM 585055106 18,418 355900 SH SOLE N/A SOLE MEMC Electronic Materials Inc COM 552715104 1,551 25200 SH SOLE N/A SOLE Merck & Co Inc COM 589331107 28,411 753800 SH SOLE N/A SOLE MEREDITH CORP COM 589433101 7,989 282400 SH SOLE N/A SOLE METHANEX CORP COM 59151K108 11,377 400500 SH SOLE N/A SOLE METLIFE INC COM 59156R108 4,496 85200 SH SOLE N/A SOLE MGIC INVESTMENT CORP COM 552848103 1,420 232422 SH SOLE N/A SOLE 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