13F.
Bridgewater Associates, LP
13F-HR

Q3 2014

Period Sep 30, 2014Filed Nov 12, 2014View on EDGAR ↗
Positions
363
Total value
$12.83B
Top 10 concentration
90.4%
New positions
153

Exited positionsvs. Q2 2014

  • CONAGRA FOODS INC ($12.82M)
  • CARNIVAL CORP ($12.04M)
  • HEALTH CARE REIT INC ($11.63M)
  • FREEPORT-MCMORAN COPPER & GO ($11.14M)
  • RAYTHEON CO ($7.38M)
  • LAM RESEARCH CORP ($6.87M)
  • CERNER CORP ($6.26M)
  • ADOBE SYS INC ($6.26M)

Holdings · 363

#Class
1
VANGUARD INTL EQUITY INDEX F
922042858
FTSE EMR MKT ETF$4.62B36.05%110,883,949+1.7%
2
SPDR S&P 500 ETF TR
78462F103
TR UNIT$3.4B26.52%17,271,500-9.6%
3
ISHARES TR
464287234
MSCI EMG MKT ETF$3.33B25.93%80,060,894+6.0%
4
APPLE INC
037833100
COM$53.99M0.42%535,897-6.3%
5
ISHARES TR
464287242
IBOXX INV CP ETF$50.22M0.39%424,755
6
ISHARES TR
464287200
CORE S&P500 ETF$34.7M0.27%175,000
7
INTERNATIONAL BUSINESS MACHS
459200101
COM$32.51M0.25%171,240-18.3%
8
GILEAD SCIENCES INC
375558103
COM$25.71M0.20%241,521-31.0%
9
INTEL CORP
458140100
COM$24.24M0.19%696,003-38.3%
10
JUNIPER NETWORKS INC
48203R104
COM$22.46M0.18%1,013,798-12.6%
11
UNITED TECHNOLOGIES CORP
913017109
COM$22.12M0.17%209,460+206.9%
12
ANALOG DEVICES INC
032654105
COM$20.32M0.16%410,609+226.1%
13
CA INC
12673P105
COM$19.79M0.15%708,197+167.5%
14
AMERICAN EXPRESS CO
025816109
COM$19.62M0.15%224,123New
15
FOSSIL GROUP INC
34988V106
COM$18.96M0.15%201,898+194.7%
16
GOLDCORP INC NEW
380956409
COM$16.91M0.13%734,361+39.4%
17
BARRICK GOLD CORP
067901108
COM$16.25M0.13%1,108,600+44.8%
18
QUALCOMM INC
747525103
COM$15.11M0.12%202,065+14.8%
19
MICRON TECHNOLOGY INC
595112103
COM$14.76M0.12%430,874-37.2%
20
UNITED PARCEL SERVICE INC
911312106
CL B$14.68M0.11%149,364New
21
COCA COLA CO
191216100
COM$14.65M0.11%343,474-1.0%
22
SUNCOR ENERGY INC NEW
867224107
COM$14.01M0.11%386,400-34.7%
23
VERIZON COMMUNICATIONS INC
92343V104
COM$13.17M0.10%263,365-45.3%
24
DEVON ENERGY CORP NEW
25179M103
COM$12.62M0.10%185,039+151.8%
25
CONOCOPHILLIPS
20825C104
COM$12.56M0.10%164,100-9.0%
26
OCCIDENTAL PETE CORP DEL
674599105
COM$12.48M0.10%129,800-20.4%
27
EXXON MOBIL CORP
30231G102
COM$12.36M0.10%131,400-24.1%
28
BP PLC
055622104
SPONSORED ADR$12.28M0.10%279,300+9.7%
29
CHEVRON CORP NEW
166764100
COM$12.27M0.10%102,800+6.6%
30
PULTE GROUP INC
745867101
COM$12.25M0.10%693,514+15.4%
31
KIMBERLY CLARK CORP
494368103
COM$12.07M0.09%112,198New
32
RIO TINTO PLC
767204100
SPONSORED ADR$11.98M0.09%243,600+9.6%
33
BHP BILLITON LTD
088606108
SPONSORED ADR$11.77M0.09%199,911+16.4%
34
GENERAL ELECTRIC CO
369604103
COM$11.72M0.09%457,600-51.4%
35
TEXAS INSTRS INC
882508104
COM$11.14M0.09%233,680-32.3%
36
PETROLEO BRASILEIRO SA PETRO
71654V408
SPONSORED ADR$11.12M0.09%783,600-8.4%
37
CANADIAN NAT RES LTD
136385101
COM$10.98M0.09%281,900-34.5%
38
WESTERN UN CO
959802109
COM$10.83M0.08%675,389+30.4%
39
IMPERIAL OIL LTD
453038408
COM NEW$10.6M0.08%223,800-34.0%
40
VALE S A
91912E105
ADR$10.37M0.08%942,100+8.0%
41
RITE AID CORP
767754104
COM$10.28M0.08%2,124,000+808.5%
42
INTERPUBLIC GROUP COS INC
460690100
COM$10.16M0.08%554,747+134.8%
43
EOG RES INC
26875P101
COM$10.13M0.08%102,300-38.7%
44
NEWMONT MINING CORP
651639106
COM$9.94M0.08%431,226+2.4%
45
ANADARKO PETE CORP
032511107
COM$9.49M0.07%93,500+7.6%
46
HEWLETT PACKARD CO
428236103
COM$9.41M0.07%265,200+6.3%
47
ORACLE CORP
68389X105
COM$9.23M0.07%241,182-53.3%
48
AFLAC INC
001055102
COM$9.07M0.07%155,685+175.1%
49
JOHNSON & JOHNSON
478160104
COM$8.97M0.07%84,193+27.8%
50
WHOLE FOODS MKT INC
966837106
COM$8.86M0.07%232,521-51.4%
51
VALERO ENERGY CORP NEW
91913Y100
COM$8.76M0.07%189,357+9.8%
52
FREEPORT-MCMORAN INC
35671D857
CL B$8.74M0.07%267,800New
53
PFIZER INC
717081103
COM$8.73M0.07%295,108-24.9%
54
CORNING INC
219350105
COM$8.66M0.07%447,676+48.0%
55
BARD C R INC
067383109
COM$8.43M0.07%59,086+115.8%
56
XILINX INC
983919101
COM$8.17M0.06%192,970-23.2%
57
UNITEDHEALTH GROUP INC
91324P102
COM$8.13M0.06%94,300+14.7%
58
PRECISION CASTPARTS CORP
740189105
COM$8.1M0.06%34,211+43.6%
59
AGNICO EAGLE MINES LTD
008474108
COM$8.04M0.06%276,991+52.1%
60
PRICELINE GRP INC
741503403
COM NEW$7.99M0.06%6,900New
61
BED BATH & BEYOND INC
075896100
COM$7.97M0.06%121,116-52.5%
62
VERISIGN INC
92343E102
COM$7.93M0.06%143,928-4.5%
63
CISCO SYS INC
17275R102
COM$7.9M0.06%313,780-36.6%
64
GAMESTOP CORP NEW
36467W109
CL A$7.87M0.06%191,100+87.5%
65
DENBURY RES INC
247916208
COM NEW$7.75M0.06%515,794+208.3%
66
SILVER WHEATON CORP
828336107
COM$7.7M0.06%386,261+12.9%
67
CBS CORP NEW
124857202
CL B$7.42M0.06%138,684+364.1%
68
SOUTHWESTERN ENERGY CO
845467109
COM$7.35M0.06%210,396+165.7%
69
YAMANA GOLD INC
98462Y100
COM$7.23M0.06%1,205,000+54.2%
70
MONSTER BEVERAGE CORP
611740101
COM$7.12M0.06%77,712+1666.6%
71
NATIONAL OILWELL VARCO INC
637071101
COM$7.1M0.06%93,303+385.5%
72
ROSS STORES INC
778296103
COM$7.1M0.06%93,908+97.4%
73
SOUTHERN COPPER CORP
84265V105
COM$7M0.05%236,004-18.3%
74
FRANCO NEVADA CORP
351858105
COM$6.91M0.05%140,428+8.5%
75
NETAPP INC
64110D104
COM$6.85M0.05%159,347-41.6%
76
COGNIZANT TECHNOLOGY SOLUTIO
192446102
CL A$6.85M0.05%152,900+430.9%
77
NVIDIA CORP
67066G104
COM$6.83M0.05%370,181-22.2%
78
TJX COS INC NEW
872540109
COM$6.72M0.05%113,539New
79
APACHE CORP
037411105
COM$6.7M0.05%71,400-1.8%
80
COCA COLA ENTERPRISES INC NE
19122T109
COM$6.59M0.05%148,492+109.7%
81
APPLIED MATLS INC
038222105
COM$6.55M0.05%303,099-11.1%
82
3M CO
88579Y101
COM$6.44M0.05%45,486+15.8%
83
ALLIANCE DATA SYSTEMS CORP
018581108
COM$6.35M0.05%25,594+78.1%
84
METLIFE INC
59156R108
COM$6.06M0.05%112,764+24.9%
85
BROADCOM CORP
111320107
CL A$5.96M0.05%147,464+426.1%
86
VIACOM INC NEW
92553P201
CL B$5.94M0.05%77,180New
87
ENSCO PLC
G3157S106
SHS CLASS A$5.93M0.05%143,600+154.2%
88
RANDGOLD RES LTD
752344309
ADR$5.72M0.04%84,600+2.9%
89
SOUTHWEST AIRLS CO
844741108
COM$5.66M0.04%167,631-18.8%
90
HESS CORP
42809H107
COM$5.65M0.04%59,900-0.5%
91
LABORATORY CORP AMER HLDGS
50540R409
COM NEW$5.55M0.04%54,536+73.3%
92
PETROCHINA CO LTD
71646E100
SPONSORED ADR$5.53M0.04%42,997+8.6%
93
EBAY INC
278642103
COM$5.47M0.04%96,550+77.0%
94
CENOVUS ENERGY INC
15135U109
COM$5.41M0.04%200,500-33.9%
95
MICROCHIP TECHNOLOGY INC
595017104
COM$5.38M0.04%113,813-27.5%
96
PIONEER NAT RES CO
723787107
COM$5.22M0.04%26,500+3.1%
97
CITRIX SYS INC
177376100
COM$5.16M0.04%72,337-25.0%
98
TECK RESOURCES LTD
878742204
CL B$4.89M0.04%257,500+44.1%
99
MONDELEZ INTL INC
609207105
CL A$4.83M0.04%140,800+304.6%
100
MARATHON OIL CORP
565849106
COM$4.82M0.04%128,200-0.5%
101
BOEING CO
097023105
COM$4.71M0.04%36,941-21.0%
102
EASTMAN CHEM CO
277432100
COM$4.7M0.04%58,127+26.0%
103
HOME DEPOT INC
437076102
COM$4.68M0.04%50,980New
104
ANGLOGOLD ASHANTI LTD
035128206
SPONSORED ADR$4.63M0.04%385,600+8.7%
105
MEAD JOHNSON NUTRITION CO
582839106
COM$4.58M0.04%47,619New
106
CONTINENTAL RESOURCES INC
212015101
COM$4.58M0.04%68,900+106.9%
107
NOBLE ENERGY INC
655044105
COM$4.58M0.04%66,952+3.2%
108
LAS VEGAS SANDS CORP
517834107
COM$4.57M0.04%73,454-40.1%
109
L BRANDS INC
501797104
COM$4.56M0.04%68,024New
110
BERKSHIRE HATHAWAY INC DEL
084670702
CL B NEW$4.55M0.04%32,966New
111
PPG INDS INC
693506107
COM$4.54M0.04%23,089+447.7%
112
CHESAPEAKE ENERGY CORP
165167107
COM$4.51M0.04%196,188-40.0%
113
ELDORADO GOLD CORP NEW
284902103
COM$4.35M0.03%644,000+3.7%
114
PRUDENTIAL FINL INC
744320102
COM$4.35M0.03%49,476+21.3%
115
ST JUDE MED INC
790849103
COM$4.22M0.03%70,236New
116
SYMANTEC CORP
871503108
COM$4.18M0.03%177,833-27.8%
117
ENCANA CORP
292505104
COM$3.98M0.03%187,700-36.5%
118
ALTERA CORP
021441100
COM$3.94M0.03%110,049-60.7%
119
ROYAL GOLD INC
780287108
COM$3.84M0.03%59,200+4.2%
120
GAP INC DEL
364760108
COM$3.84M0.03%92,145+83.4%
121
PEPSICO INC
713448108
COM$3.84M0.03%41,253-70.6%
122
NRG ENERGY INC
629377508
COM NEW$3.77M0.03%123,713+723.3%
123
FMC TECHNOLOGIES INC
30249U101
COM$3.75M0.03%69,118+48.9%
124
SALESFORCE COM INC
79466L302
COM$3.7M0.03%64,223-53.9%
125
FLUOR CORP NEW
343412102
COM$3.64M0.03%54,503+73.0%
126
RED HAT INC
756577102
COM$3.6M0.03%64,107New
127
CONCHO RES INC
20605P101
COM$3.57M0.03%28,500+55.7%
128
EXPRESS SCRIPTS HLDG CO
30219G108
COM$3.54M0.03%50,162+33.2%
129
MCKESSON CORP
58155Q103
COM$3.45M0.03%17,713+339.5%
130
KINROSS GOLD CORP
496902404
COM NO PAR$3.44M0.03%1,034,300+1.9%
131
AKAMAI TECHNOLOGIES INC
00971T101
COM$3.42M0.03%57,198New
132
CREE INC
225447101
COM$3.39M0.03%82,780+823.3%
133
ABERCROMBIE & FITCH CO
002896207
CL A$3.35M0.03%92,285New
134
TYSON FOODS INC
902494103
CL A$3.28M0.03%83,215+239.4%
135
LINEAR TECHNOLOGY CORP
535678106
COM$3.17M0.02%71,393+7.4%
136
ENBRIDGE INC
29250N105
COM$3.16M0.02%65,900-66.2%
137
MACYS INC
55616P104
COM$3.14M0.02%53,971+3.5%
138
PRICE T ROWE GROUP INC
74144T108
COM$3.08M0.02%39,238New
139
WEYERHAEUSER CO
962166104
COM$3.05M0.02%95,773-38.5%
140
AUTOZONE INC
053332102
COM$3.04M0.02%5,968+108.1%
141
E M C CORP MASS
268648102
COM$3.01M0.02%102,832-50.4%
142
VMWARE INC
928563402
CL A COM$2.99M0.02%31,891-38.1%
143
AETNA INC NEW
00817Y108
COM$2.99M0.02%36,919+7.9%
144
FASTENAL CO
311900104
COM$2.97M0.02%66,056New
145
TRANSCANADA CORP
89353D107
COM$2.91M0.02%56,400-65.9%
146
O REILLY AUTOMOTIVE INC NEW
67103H107
COM$2.89M0.02%19,239New
147
BECTON DICKINSON & CO
075887109
COM$2.89M0.02%25,358New
148
CIGNA CORPORATION
125509109
COM$2.88M0.02%31,781+17.4%
149
CRESCENT PT ENERGY CORP
22576C101
COM$2.86M0.02%79,000+12.2%
150
GOLD FIELDS LTD NEW
38059T106
SPONSORED ADR$2.74M0.02%701,400-0.7%
151
CONSTELLATION BRANDS INC
21036P108
CL A$2.62M0.02%30,061+53.2%
152
MYLAN INC
628530107
COM$2.6M0.02%57,106New
153
EQT CORP
26884L109
COM$2.58M0.02%28,200-77.0%
154
CABOT OIL & GAS CORP
127097103
COM$2.56M0.02%78,300-62.4%
155
INTL PAPER CO
460146103
COM$2.55M0.02%53,454-37.5%
156
LOWES COS INC
548661107
COM$2.51M0.02%47,453-44.4%
157
KOHLS CORP
500255104
COM$2.49M0.02%40,751-58.3%
158
MARSH & MCLENNAN COS INC
571748102
COM$2.44M0.02%46,698New
159
NEW GOLD INC CDA
644535106
COM$2.36M0.02%464,100+4.2%
160
GOOGLE INC
38259P508
CL A$2.35M0.02%3,989New
161
UNITED RENTALS INC
911363109
COM$2.33M0.02%20,944-53.1%
162
ACCENTURE PLC IRELAND
G1151C101
SHS CLASS A$2.28M0.02%28,000New
163
PARKER HANNIFIN CORP
701094104
COM$2.26M0.02%19,826-50.1%
164
RANGE RES CORP
75281A109
COM$2.17M0.02%32,000-45.6%
165
HOLLYFRONTIER CORP
436106108
COM$2.13M0.02%48,726+82.3%
166
GENERAL MLS INC
370334104
COM$2.08M0.02%41,125-20.8%
167
CUMMINS INC
231021106
COM$2.07M0.02%15,666+8.6%
168
TIFFANY & CO NEW
886547108
COM$2.05M0.02%21,300+175.7%
169
HELMERICH & PAYNE INC
423452101
COM$2M0.02%20,400+22.3%
170
EATON CORP PLC
G29183103
SHS$1.99M0.02%31,380+978.7%
171
DAVITA HEALTHCARE PARTNERS I
23918K108
COM$1.94M0.02%26,526-14.7%
172
ROWAN COMPANIES PLC
G7665A101
SHS CL A$1.92M0.01%75,863New
173
PACCAR INC
693718108
COM$1.9M0.01%33,402+38.0%
174
MURPHY OIL CORP
626717102
COM$1.88M0.01%33,100
175
URBAN OUTFITTERS INC
917047102
COM$1.84M0.01%50,212New
176
NUCOR CORP
670346105
COM$1.84M0.01%33,850+331.8%
177
HERSHEY CO
427866108
COM$1.82M0.01%19,076New
178
VENTAS INC
92276F100
COM$1.76M0.01%28,386-89.2%
179
LINCOLN NATL CORP IND
534187109
COM$1.74M0.01%32,492+9.1%
180
SOUTHERN CO
842587107
COM$1.72M0.01%39,500-34.6%
181
ROCKWELL AUTOMATION INC
773903109
COM$1.72M0.01%15,620+119.4%
182
WASTE MGMT INC DEL
94106L109
COM$1.68M0.01%35,400+26.9%
183
MAXIM INTEGRATED PRODS INC
57772K101
COM$1.68M0.01%55,449-75.8%
184
MEDTRONIC INC
585055106
COM$1.68M0.01%27,045New
185
TALISMAN ENERGY INC
87425E103
COM$1.64M0.01%189,200+1.3%
186
CONSOL ENERGY INC
20854P109
COM$1.62M0.01%42,820+4.4%
187
SHERWIN WILLIAMS CO
824348106
COM$1.58M0.01%7,201+43.4%
188
HONEYWELL INTL INC
438516106
COM$1.54M0.01%16,495-45.4%
189
DOVER CORP
260003108
COM$1.52M0.01%18,917+63.8%
190
WESTERN DIGITAL CORP
958102105
COM$1.52M0.01%15,621New
191
V F CORP
918204108
COM$1.48M0.01%22,478New
192
MANPOWERGROUP INC
56418H100
COM$1.48M0.01%21,148New
193
SM ENERGY CO
78454L100
COM$1.44M0.01%18,483New
194
COLGATE PALMOLIVE CO
194162103
COM$1.42M0.01%21,806New
195
JABIL CIRCUIT INC
466313103
COM$1.42M0.01%70,219-9.9%
196
ACTIVISION BLIZZARD INC
00507V109
COM$1.39M0.01%66,966-29.1%
197
FACEBOOK INC
30303M102
CL A$1.39M0.01%17,600New
198
LEAR CORP
521865204
COM NEW$1.36M0.01%15,700New
199
TURQUOISE HILL RES LTD
900435108
COM$1.35M0.01%358,300-0.2%
200
ELECTRONIC ARTS INC
285512109
COM$1.33M0.01%37,352New
201
BAXTER INTL INC
071813109
COM$1.33M0.01%18,463+220.4%
202
CAMECO CORP
13321L108
COM$1.32M0.01%74,600
203
DELTA AIR LINES INC DEL
247361702
COM NEW$1.31M0.01%36,105New
204
TRIMBLE NAVIGATION LTD
896239100
COM$1.3M0.01%42,500New
205
PRAXAIR INC
74005P104
COM$1.28M0.01%9,931+153.3%
206
RALPH LAUREN CORP
751212101
CL A$1.28M0.01%7,759New
207
JACOBS ENGR GROUP INC DEL
469814107
COM$1.27M0.01%25,981+136.1%
208
TE CONNECTIVITY LTD
H84989104
REG SHS$1.23M0.01%22,259+562.5%
209
HUMANA INC
444859102
COM$1.21M0.01%9,311New
210
MOSAIC CO NEW
61945C103
COM$1.2M0.01%27,000New
211
DELPHI AUTOMOTIVE PLC
G27823106
SHS$1.18M0.01%19,200+45.5%
212
CARMAX INC
143130102
COM$1.18M0.01%25,314New
213
TEXTRON INC
883203101
COM$1.11M0.01%30,858New
214
AUTOLIV INC
052800109
COM$1.09M0.01%11,800New
215
CAPITAL ONE FINL CORP
14040H105
COM$1.08M0.01%13,241New
216
DDR CORP
23317H102
COM$1.07M0.01%64,136New
217
NEXTERA ENERGY INC
65339F101
COM$1.06M0.01%11,335-6.1%
218
XEROX CORP
984121103
COM$1.05M0.01%79,400-74.0%
219
KELLOGG CO
487836108
COM$1.03M0.01%16,696-50.0%
220
AMC NETWORKS INC
00164V103
CL A$1.01M0.01%17,268New
221
ROBERT HALF INTL INC
770323103
COM$987K0.01%20,145-41.2%
222
HCP INC
40414L109
COM$965K0.01%24,300New
223
IAMGOLD CORP
450913108
COM$959K0.01%345,700+3.3%
224
QUEST DIAGNOSTICS INC
74834L100
COM$948K0.01%15,626+15.4%
225
AMERICAN ELEC PWR INC
025537101
COM$940K0.01%18,005-50.7%
226
PACKAGING CORP AMER
695156109
COM$925K0.01%14,500New
227
WESTLAKE CHEM CORP
960413102
COM$924K0.01%10,666New
228
INTUITIVE SURGICAL INC
46120E602
COM NEW$888K0.01%1,923New
229
AVON PRODS INC
054303102
COM$874K0.01%69,400New
230
CORE LABORATORIES N V
N22717107
COM$871K0.01%5,949New
231
HARMONY GOLD MNG LTD
413216300
SPONSORED ADR$860K0.01%398,200+0.6%
232
DISCOVERY COMMUNICATNS NEW
25470F302
COM SER C$857K0.01%23,000New
233
COMPUTER SCIENCES CORP
205363104
COM$855K0.01%13,990+276.1%
234
HUNT J B TRANS SVCS INC
445658107
COM$854K0.01%11,537-71.3%
235
IDEXX LABS INC
45168D104
COM$838K0.01%7,113New
236
MERCK & CO INC NEW
58933Y105
COM$838K0.01%14,141New
237
FLOWSERVE CORP
34354P105
COM$837K0.01%11,862New
238
STRYKER CORP
863667101
COM$835K0.01%10,341New
239
TOWERS WATSON & CO
891894107
CL A$834K0.01%8,384New
240
CIT GROUP INC
125581801
COM NEW$827K0.01%18,000New
241
ALASKA AIR GROUP INC
011659109
COM$797K0.01%18,300New
242
ALAMOS GOLD INC
011527108
COM$792K0.01%99,122+1.2%
243
HOST HOTELS & RESORTS INC
44107P104
COM$781K0.01%36,618New
244
VERISK ANALYTICS INC
92345Y106
CL A$760K0.01%12,485-26.5%
245
PUBLIC STORAGE
74460D109
COM$751K0.01%4,527-88.5%
246
ALBEMARLE CORP
012653101
COM$748K0.01%12,700New
247
BOSTON SCIENTIFIC CORP
101137107
COM$725K0.01%61,384New
248
ANNALY CAP MGMT INC
035710409
COM$721K0.01%67,500New
249
SENIOR HSG PPTYS TR
81721M109
SH BEN INT$710K0.01%33,953New
250
PROLOGIS INC
74340W103
COM$703K0.01%18,645New
251
STAPLES INC
855030102
COM$700K0.01%57,820-77.1%
252
KRAFT FOODS GROUP INC
50076Q106
COM$696K0.01%12,334New
253
PAN AMERICAN SILVER CORP
697900108
COM$688K0.01%62,677+244.8%
254
AVERY DENNISON CORP
053611109
COM$683K0.01%15,302New
255
AGCO CORP
001084102
COM$679K0.01%14,941New
256
MICROSOFT CORP
594918104
COM$679K0.01%14,645-98.1%
257
AVALONBAY CMNTYS INC
053484101
COM$677K0.01%4,800New
258
AMERICAN INTL GROUP INC
026874784
COM NEW$675K0.01%12,500New
259
STANLEY BLACK & DECKER INC
854502101
COM$670K0.01%7,547New
260
ACE LTD
H0023R105
SHS$649K0.01%6,185New
261
PEABODY ENERGY CORP
704549104
COM$644K0.01%52,000+7.0%
262
TRAVELERS COMPANIES INC
89417E109
COM$637K0.00%6,780New
263
THE ADT CORPORATION
00101J106
COM$599K0.00%16,900New
264
SL GREEN RLTY CORP
78440X101
COM$598K0.00%5,900New
265
STARWOOD PPTY TR INC
85571B105
COM$593K0.00%27,000New
266
LIBERTY INTERACTIVE CORP
53071M104
INT COM SER A$582K0.00%20,418+90.8%
267
REGENERON PHARMACEUTICALS
75886F107
COM$577K0.00%1,600-91.3%
268
CHUBB CORP
171232101
COM$565K0.00%6,200New
269
WILLIAMS SONOMA INC
969904101
COM$556K0.00%8,353-66.9%
270
BIOGEN IDEC INC
09062X103
COM$545K0.00%1,646New
271
PUBLIC SVC ENTERPRISE GROUP
744573106
COM$542K0.00%14,548-58.1%
272
UNDER ARMOUR INC
904311107
CL A$539K0.00%7,800New
273
AMERICAN CAPITAL AGENCY CORP
02503X105
COM$534K0.00%25,117New
274
BRISTOL MYERS SQUIBB CO
110122108
COM$523K0.00%10,228New
275
OCEANEERING INTL INC
675232102
COM$523K0.00%8,031New
276
INTERNATIONAL FLAVORS&FRAGRA
459506101
COM$514K0.00%5,363New
277
NASDAQ OMX GROUP INC
631103108
COM$509K0.00%12,000New
278
COVANCE INC
222816100
COM$507K0.00%6,437New
279
ALLSTATE CORP
020002101
COM$500K0.00%8,146New
280
AMERICAN EAGLE OUTFITTERS NE
02553E106
COM$499K0.00%34,400-78.3%
281
LINKEDIN CORP
53578A108
COM CL A$499K0.00%2,400+4.3%
282
LIBERTY PPTY TR
531172104
SH BEN INT$496K0.00%14,900New
283
SNAP ON INC
833034101
COM$496K0.00%4,100New
284
SCRIPPS NETWORKS INTERACT IN
811065101
CL A COM$491K0.00%6,294New
285
XCEL ENERGY INC
98389B100
COM$483K0.00%15,900New
286
FREESCALE SEMICONDUCTOR LTD
G3727Q101
SHS$477K0.00%24,400New
287
LULULEMON ATHLETICA INC
550021109
COM$462K0.00%11,000New
288
COLFAX CORP
194014106
COM$459K0.00%8,058New
289
ARES CAP CORP
04010L103
COM$452K0.00%28,000New
290
EMERSON ELEC CO
291011104
COM$449K0.00%7,180-93.4%
291
AUTONATION INC
05329W102
COM$448K0.00%8,905+151.0%
292
STEEL DYNAMICS INC
858119100
COM$447K0.00%19,754-79.8%
293
SENSATA TECHNOLOGIES HLDG NV
N7902X106
SHS$445K0.00%10,000New
294
AMETEK INC NEW
031100100
COM$444K0.00%8,840New
295
EDISON INTL
281020107
COM$444K0.00%7,937-53.4%
296
BRINKER INTL INC
109641100
COM$443K0.00%8,724-75.8%
297
XL GROUP PLC
G98290102
SHS$442K0.00%13,340New
298
BAKER HUGHES INC
057224107
COM$436K0.00%6,700New
299
CELANESE CORP DEL
150870103
COM SER A$435K0.00%7,426New
300
AMERICAN TOWER CORP NEW
03027X100
COM$429K0.00%4,585New
301
AT&T INC
00206R102
COM$412K0.00%11,696-70.5%
302
REALTY INCOME CORP
756109104
COM$406K0.00%9,953New
303
PROGRESSIVE CORP OHIO
743315103
COM$401K0.00%15,851New
304
ROYAL CARIBBEAN CRUISES LTD
V7780T103
COM$397K0.00%5,900-82.7%
305
MASTERCARD INC
57636Q104
CL A$390K0.00%5,277New
306
FLEETCOR TECHNOLOGIES INC
339041105
COM$384K0.00%2,700New
307
EXELON CORP
30161N101
COM$381K0.00%11,169New
308
INVESCO LTD
G491BT108
SHS$379K0.00%9,600New
309
SMUCKER J M CO
832696405
COM NEW$374K0.00%3,783New
310
LYONDELLBASELL INDUSTRIES N
N53745100
SHS - A -$369K0.00%3,400+25.9%
311
DUKE ENERGY CORP NEW
26441C204
COM NEW$361K0.00%4,834-95.9%
312
UNUM GROUP
91529Y106
COM$358K0.00%10,400New
313
TRIPADVISOR INC
896945201
COM$357K0.00%3,900New
314
WATERS CORP
941848103
COM$357K0.00%3,600New
315
VORNADO RLTY TR
929042109
SH BEN INT$356K0.00%3,560New
316
NORDSTROM INC
655664100
COM$352K0.00%5,143-87.1%
317
OMNICARE INC
681904108
COM$351K0.00%5,634New
318
PEOPLES UNITED FINANCIAL INC
712704105
COM$349K0.00%24,100New
319
HARTFORD FINL SVCS GROUP INC
416515104
COM$345K0.00%9,256New
320
LEVEL 3 COMMUNICATIONS INC
52729N308
COM NEW$338K0.00%7,400New
321
SUPERIOR ENERGY SVCS INC
868157108
COM$329K0.00%10,000New
322
MADISON SQUARE GARDEN CO
55826P100
CL A$327K0.00%4,951New
323
KIMCO RLTY CORP
49446R109
COM$320K0.00%14,600New
324
ROCK-TENN CO
772739207
CL A$313K0.00%6,582New
325
EQUITY RESIDENTIAL
29476L107
SH BEN INT$310K0.00%5,026New
326
CMS ENERGY CORP
125896100
COM$305K0.00%10,300New
327
GENWORTH FINL INC
37247D106
COM CL A$300K0.00%22,937New
328
WADDELL & REED FINL INC
930059100
CL A$299K0.00%5,794New
329
NATIONAL RETAIL PPTYS INC
637417106
COM$297K0.00%8,584New
330
INGREDION INC
457187102
COM$296K0.00%3,909New
331
BOSTON PROPERTIES INC
101121101
COM$289K0.00%2,500-91.0%
332
VULCAN MATLS CO
929160109
COM$289K0.00%4,800New
333
FISERV INC
337738108
COM$282K0.00%4,368New
334
INFORMATICA CORP
45666Q102
COM$277K0.00%8,091+28.6%
335
AMERICAN AIRLS GROUP INC
02376R102
COM$270K0.00%7,600New
336
AFFILIATED MANAGERS GROUP
008252108
COM$266K0.00%1,326New
337
SCHEIN HENRY INC
806407102
COM$262K0.00%2,250New
338
AOL INC
00184X105
COM$261K0.00%5,800New
339
CHARLES RIV LABS INTL INC
159864107
COM$251K0.00%4,200New
340
FEDERAL REALTY INVT TR
313747206
SH BEN INT NEW$249K0.00%2,100New
341
HANESBRANDS INC
410345102
COM$247K0.00%2,300New
342
FEDEX CORP
31428X106
COM$241K0.00%1,495New
343
DILLARDS INC
254067101
CL A$240K0.00%2,200New
344
DELUXE CORP
248019101
COM$232K0.00%4,200New
345
PARTNERRE LTD
G6852T105
COM$231K0.00%2,100New
346
SEATTLE GENETICS INC
812578102
COM$228K0.00%6,140New
347
MASCO CORP
574599106
COM$227K0.00%9,501-88.8%
348
FIDELITY NATL INFORMATION SV
31620M106
COM$225K0.00%4,000New
349
GRAHAM HLDGS CO
384637104
COM$222K0.00%318New
350
QUANTA SVCS INC
74762E102
COM$221K0.00%6,101New
351
TECHNE CORP
878377100
COM$215K0.00%2,300New
352
L-3 COMMUNICATIONS HLDGS INC
502424104
COM$209K0.00%1,759New
353
ALTRIA GROUP INC
02209S103
COM$207K0.00%4,500-90.2%
354
TUPPERWARE BRANDS CORP
899896104
COM$207K0.00%2,994New
355
RELIANCE STEEL & ALUMINUM CO
759509102
COM$205K0.00%3,000New
356
DONNELLEY R R & SONS CO
257867101
COM$204K0.00%12,400New
357
ENERGEN CORP
29265N108
COM$204K0.00%2,826New
358
MARATHON PETE CORP
56585A102
COM$203K0.00%2,400-94.0%
359
NUANCE COMMUNICATIONS INC
67020Y100
COM$194K0.00%12,565New
360
CABLEVISION SYS CORP
12686C109
CL A NY CABLVS$186K0.00%10,636-19.3%
361
GROUPON INC
399473107
COM CL A$180K0.00%26,892New
362
BROCADE COMMUNICATIONS SYS I
111621306
COM NEW$116K0.00%10,700New
363
QLOGIC CORP
747277101
COM$107K0.00%11,713New
Total filing value: $12.83B