-----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, L/ZZrw3CNrwGLqFgdxTeD6hWVUdot0SiM0Vncu3Iq7BcpRrkZ/b0kzhsr/0i4rU2 1yBiR/Xy3j0pis+qh1ESBg== 0001445911-10-000035.txt : 20100813 0001445911-10-000035.hdr.sgml : 20100813 20100813110211 ACCESSION NUMBER: 0001445911-10-000035 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100813 DATE AS OF CHANGE: 20100813 EFFECTIVENESS DATE: 20100813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Investment Management, LLC CENTRAL INDEX KEY: 0001445911 IRS NUMBER: 141885299 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13202 FILM NUMBER: 101013625 BUSINESS ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 BUSINESS PHONE: 434-817-4800 MAIL ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 13F-HR 1 form13f20100630.txt FORM 13-F 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: Quantitative Investment Management, LLC Address: 401 E. Market Street, Suite 104 Charlottesville, VA 22902 Form 13F File Number: 28- 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: P. Ryan Vaughan Title: Chief Financial Officer Phone: 434-817-4804 Signature, Place, and Date of Signing: /s/ P. Ryan Vaughan Charlottesville, VA August 13, 2010 - ------------------- ------------------- ------------------ [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).) List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 586 Form 13F Information Table Value Total: 955,121,490 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class Cusip Value Shares Discretion Managers Authority Shared None - ----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ---- 3M Company 88579Y101 1090062 13800 SOLE (None) 13800 0 0 Abbott Laboratories 002824100 4341184 92800 SOLE (None) 92800 0 0 Abercrombie & Fitch Co Cl A 002896207 623007 20300 SOLE (None) 20300 0 0 ACE Ltd H0023R105 4715568 91600 SOLE (None) 91600 0 0 Activisin Blizrd 00507V109 331484 31600 SOLE (None) 31600 0 0 Adobe Systems Inc 00724F101 2865012 108400 SOLE (None) 108400 0 0 ADVANCE AUTO PARTS INC 00751Y106 1154140 23000 SOLE (None) 23000 0 0 Advanced Micro Devices 007903107 1192428 162900 SOLE (None) 162900 0 0 Agilent Technologies Inc 00846U101 523112 18400 SOLE (None) 18400 0 0 Agrium Inc 008916108 1120726 22900 SOLE (None) 22900 0 0 Air Products & Chem 009158106 460151 7100 SOLE (None) 7100 0 0 AK Steel Holding Corp 001547108 706856 59300 SOLE (None) 59300 0 0 Alaska Airlines Inc 011659109 373085 8300 SOLE (None) 8300 0 0 Alere Inc 01449J105 597184 22400 SOLE (None) 22400 0 0 Alexandria Real Est Inc 015271109 627363 9900 SOLE (None) 9900 0 0 Alexion Pharmaceuticals 015351109 281545 5500 SOLE (None) 5500 0 0 Allergan 018490102 850596 14600 SOLE (None) 14600 0 0 Allscripts-Misys 01988P108 185150 11500 SOLE (None) 11500 0 0 Altera Corp 021441100 2962314 119400 SOLE (None) 119400 0 0 Ambac Financial Group Inc 023139108 55208 82400 SOLE (None) 82400 0 0 Amer Intl Group 026874784 210084 6100 SOLE (None) 6100 0 0 AMERICA MOVIL SA DE CV ADS L 02364W105 270750 5700 SOLE (None) 5700 0 0 American Cap Ltd 02503Y103 259798 53900 SOLE (None) 53900 0 0 American Eagle Outfitters Inc 02553E106 826025 70300 SOLE (None) 70300 0 0 American Tower Corp Cl A 029912201 3172850 71300 SOLE (None) 71300 0 0 AMERIPRISE FINANCIAL INC 03076C106 513046 14200 SOLE (None) 14200 0 0 Amgen Co 031162100 6969500 132500 SOLE (None) 132500 0 0 Amphenol Cp 032095101 644192 16400 SOLE (None) 16400 0 0 AMR Corp 001765106 622404 91800 SOLE (None) 91800 0 0 Anadarko Petroleum Corp 032511107 12887739 357100 SOLE (None) 357100 0 0 Analog Devices Inc 032654105 1061466 38100 SOLE (None) 38100 0 0 Apartment Invest & Manage Co 03748R101 290550 15000 SOLE (None) 15000 0 0 Apollo Group Inc cl A 037604105 4225765 99500 SOLE (None) 99500 0 0 APOLLO INVT CORP 03761U106 150213 16100 SOLE (None) 16100 0 0 A-Power Energy G04136100 71200 10000 SOLE (None) 10000 0 0
Appld Micro 03822W406 142528 13600 SOLE (None) 13600 0 0 Apple Inc 037833100 62857347 249900 SOLE (None) 249900 0 0 Applied Materials Inc 038222105 2948506 245300 SOLE (None) 245300 0 0 Arcelormittal 03938L104 267600 10000 SOLE (None) 10000 0 0 Archer-Daniels Midland 039483102 2946062 114100 SOLE (None) 114100 0 0 ARENA RESOURCES INC 040049108 347710 10900 SOLE (None) 10900 0 0 ARES CAPITAL CP 04010L103 180432 14400 SOLE (None) 14400 0 0 Arrow Electronics Inc 042735100 453705 20300 SOLE (None) 20300 0 0 Ashland Oil Inc 044209104 635954 13700 SOLE (None) 13700 0 0 Asiainfo Linkage 04518A104 238274 10900 SOLE (None) 10900 0 0 ASSURANT INC 04621X108 811980 23400 SOLE (None) 23400 0 0 ASSURED GUARANTY LTD G0585R106 565302 42600 SOLE (None) 42600 0 0 AstraZeneca 046353108 801210 17000 SOLE (None) 17000 0 0 AT&T Inc 00206R102 1719909 71100 SOLE (None) 71100 0 0 athenahealth Inc 04685W103 436371 16700 SOLE (None) 16700 0 0 Atlas Energy Inc 049298102 498088 18400 SOLE (None) 18400 0 0 Atmel Cp 049513104 583200 121500 SOLE (None) 121500 0 0 Autodesk Inc 052769106 2979228 122300 SOLE (None) 122300 0 0 Automatic Data Process 053015103 1948584 48400 SOLE (None) 48400 0 0 Avery Dennison Cp 053611109 224910 7000 SOLE (None) 7000 0 0 Avis Budget Group Inc 053774105 117840 12000 SOLE (None) 12000 0 0 Avnet Inc 053807103 315841 13100 SOLE (None) 13100 0 0 Avon Products Inc 054303102 1298500 49000 SOLE (None) 49000 0 0 AXIS CAPITAL HLDGS LTD G0692U109 273424 9200 SOLE (None) 9200 0 0 Baker Hughes 057224107 457270 11000 SOLE (None) 11000 0 0 Ball Corp 058498106 966789 18300 SOLE (None) 18300 0 0 BANCO BRADESCO SA ADS 059460303 875472 55200 SOLE (None) 55200 0 0 Banco De Santander Soc An 05964H105 416850 39700 SOLE (None) 39700 0 0 Bank Ny Mellon 064058100 3471414 140600 SOLE (None) 140600 0 0 Barclay Banks 06738E204 170023 10700 SOLE (None) 10700 0 0 Bard (C.R.) Inc 067383109 395403 5100 SOLE (None) 5100 0 0 Barnes & Noble Inc 067774109 272190 21100 SOLE (None) 21100 0 0 Barrick Gold Corp 067901108 785593 17300 SOLE (None) 17300 0 0 BB&T Corp 054937107 634071 24100 SOLE (None) 24100 0 0 Becton Dickinson Co 075887109 1832502 27100 SOLE (None) 27100 0 0 BHP Billiton ADS 088606108 4252514 68600 SOLE (None) 68600 0 0 BHP BILLITON PLC ADS US $.50 05545E209 2489696 48400 SOLE (None) 48400 0 0
Bill Barrett Corp 06846N104 621554 20200 SOLE (None) 20200 0 0 BIOMED REALTY TR INC 09063H107 539015 33500 SOLE (None) 33500 0 0 Biovail Corp 09067J109 2845596 147900 SOLE (None) 147900 0 0 Blackrock Inc 09247X101 645300 4500 SOLE (None) 4500 0 0 Blackstone Group LP 09253U108 391960 41000 SOLE (None) 41000 0 0 BMC Software Inc 055921100 412097 11900 SOLE (None) 11900 0 0 Boeing Co 097023105 2641775 42100 SOLE (None) 42100 0 0 Borg Warner Inc 099724106 675854 18100 SOLE (None) 18100 0 0 Boston Scientific Corp 101137107 967440 166800 SOLE (None) 166800 0 0 Boyd Gaming Inc 103304101 314979 37100 SOLE (None) 37100 0 0 BP Plc 055622104 25786952 892900 SOLE (None) 892900 0 0 Brinker International Inc 109641100 511884 35400 SOLE (None) 35400 0 0 Bristol Myers Squibb Co 110122108 4997976 200400 SOLE (None) 200400 0 0 Broadcom Corp Cl A 111320107 5324655 161500 SOLE (None) 161500 0 0 Brookfield Properties Corp 112900105 217620 15500 SOLE (None) 15500 0 0 Brunswick Corp 117043109 262273 21100 SOLE (None) 21100 0 0 Bucyrus Intl 118759109 1167270 24600 SOLE (None) 24600 0 0 BUNGE LTD G16962105 1278940 26000 SOLE (None) 26000 0 0 BURGER KING HOLDINGS INC 121208201 548984 32600 SOLE (None) 32600 0 0 Cablevision Sys Cp Cl A 12686C109 713097 29700 SOLE (None) 29700 0 0 Cameron Intl 13342B105 917064 28200 SOLE (None) 28200 0 0 Canadian National Railway 136375102 573800 10000 SOLE (None) 10000 0 0 Canadian Pacific Railway Ltd 13645T100 530838 9900 SOLE (None) 9900 0 0 Canadian Solar Inc 136635109 195600 20000 SOLE (None) 20000 0 0 Capital One Financial 14040H105 2953990 73300 SOLE (None) 73300 0 0 Carbo Ceramics Inc 140781105 490892 6800 SOLE (None) 6800 0 0 Caterpillar Inc 149123101 5850818 97400 SOLE (None) 97400 0 0 CB RICHARD ELLIS GROUP INC 12497T101 406939 29900 SOLE (None) 29900 0 0 CBS Cl B 124857202 1339548 103600 SOLE (None) 103600 0 0 Centerpoint Energy 15189T107 634312 48200 SOLE (None) 48200 0 0 Centurylink Inc 156700106 1149195 34500 SOLE (None) 34500 0 0 CH Robinsom Worldwide Inc 12541W209 1191124 21400 SOLE (None) 21400 0 0 Charles Schwab Corp 808513105 3797404 267800 SOLE (None) 267800 0 0 Chesapeake Energy Corp 165167107 4007735 191300 SOLE (None) 191300 0 0 Chevron 166764100 1078974 15900 SOLE (None) 15900 0 0 Chicos Fas Inc 168615102 135356 13700 SOLE (None) 13700 0 0 China Mobile Ltd 16941M109 306342 6200 SOLE (None) 6200 0 0
Chubb Corp (The) 171232101 1230246 24600 SOLE (None) 24600 0 0 Ciena Corp 171779309 339824 26800 SOLE (None) 26800 0 0 CIMAREX ENERGY CO 171798101 1660656 23200 SOLE (None) 23200 0 0 Citrix Systems 177376100 1820113 43100 SOLE (None) 43100 0 0 Cleveland-Cliffs Inc Co. 18683K101 3084264 65400 SOLE (None) 65400 0 0 Clorox (The) Co 189054109 273504 4400 SOLE (None) 4400 0 0 CME Group Inc 12572Q105 788340 2800 SOLE (None) 2800 0 0 CNOOC LTD ADS 126132109 357357 2100 SOLE (None) 2100 0 0 COACH INC 189754104 350880 9600 SOLE (None) 9600 0 0 Coca Cola Co 191216100 2556120 51000 SOLE (None) 51000 0 0 Coinstar Inc 19259P300 1628563 37900 SOLE (None) 37900 0 0 Colgate-Palmolive Co 194162103 2417932 30700 SOLE (None) 30700 0 0 Collective brands 19421W100 671500 42500 SOLE (None) 42500 0 0 Comcast Corp Class A 20030N101 1389600 80000 SOLE (None) 80000 0 0 Comp Val Do Cl A 91912E204 1204446 57300 SOLE (None) 57300 0 0 Companhia de Bebidas Das Americas 20441W203 1030302 10200 SOLE (None) 10200 0 0 Companhia Siderurgica Nacional ADR 20440W105 493584 33600 SOLE (None) 33600 0 0 Compuware Corp 205638109 437304 54800 SOLE (None) 54800 0 0 Comstock Resources Inc 205768203 321552 11600 SOLE (None) 11600 0 0 Concho Resources Inc 20605P101 2097007 37900 SOLE (None) 37900 0 0 Conoco Philips 20825C104 6990416 142400 SOLE (None) 142400 0 0 Constellation Energy Group Inc 210371100 416025 12900 SOLE (None) 12900 0 0 Consumer Staples Select Sector SPDR Fund 81369Y308 288150 11300 SOLE (None) 11300 0 0 Continental Resources Inc 212015101 1057494 23700 SOLE (None) 23700 0 0 Continential Airlines Class B 210795308 1533400 69700 SOLE (None) 69700 0 0 Con-Way 205944101 216144 7200 SOLE (None) 7200 0 0 Cooper Tire & Rubber 216831107 376350 19300 SOLE (None) 19300 0 0 Core Laboratories NV N22717107 1402295 9500 SOLE (None) 9500 0 0 CORINTHIAN COLLEGES INC 218868107 492500 50000 SOLE (None) 50000 0 0 Corning Inc 219350105 3092725 191500 SOLE (None) 191500 0 0 Covance Inc 222816100 374636 7300 SOLE (None) 7300 0 0 Covanta Holding Cp 22282E102 661941 39900 SOLE (None) 39900 0 0 Coventry Corp 222862104 753168 42600 SOLE (None) 42600 0 0 Cree Research Inc 225447101 1110555 18500 SOLE (None) 18500 0 0 CROCS INC 227046109 552276 52200 SOLE (None) 52200 0 0 Crown Holdings 228368106 520832 20800 SOLE (None) 20800 0 0 CSX Corp 126408103 992600 20000 SOLE (None) 20000 0 0
CTRIP.COM INTL LTD ADS 22943F100 1701468 45300 SOLE (None) 45300 0 0 Cummins Engines 231021106 2540070 39000 SOLE (None) 39000 0 0 CVS Caremark Corp 126650100 10804420 368500 SOLE (None) 368500 0 0 Cypress Semiconductor Corp 232806109 230920 23000 SOLE (None) 23000 0 0 Cytec Industries 232820100 343914 8600 SOLE (None) 8600 0 0 Danaher Corp 235851102 664448 17900 SOLE (None) 17900 0 0 Darden Restaurants 237194105 400155 10300 SOLE (None) 10300 0 0 Dean Foods 242370104 140980 14000 SOLE (None) 14000 0 0 Decker Outdoor Corp 243537107 1071525 7500 SOLE (None) 7500 0 0 Deere & Co 244199105 2238336 40200 SOLE (None) 40200 0 0 Dell Inc 24702R101 3023442 250700 SOLE (None) 250700 0 0 DENDREON CO 24823Q107 2227537 68900 SOLE (None) 68900 0 0 Dentsply Intl Inc 249030107 505479 16900 SOLE (None) 16900 0 0 Diamond Offshore Drilling 25271C102 2711484 43600 SOLE (None) 43600 0 0 DIGITAL REALTY TRUST INC 253868103 1355480 23500 SOLE (None) 23500 0 0 Discovery Comm A 25470F104 724913 20300 SOLE (None) 20300 0 0 Discovery Financial Services 254709108 2440908 174600 SOLE (None) 174600 0 0 Disney (Walt) Productions 254687106 1181250 37500 SOLE (None) 37500 0 0 Dominion Resources Inc 25746U109 1022736 26400 SOLE (None) 26400 0 0 Domtar Corp 257559203 2255985 45900 SOLE (None) 45900 0 0 Donnelley (RR) & Sons 257867101 261920 16000 SOLE (None) 16000 0 0 Dover Cp 260003108 585060 14000 SOLE (None) 14000 0 0 Dow Chemical Co 260543103 687880 29000 SOLE (None) 29000 0 0 Dress Barn The 261570105 333340 14000 SOLE (None) 14000 0 0 DRYSHIPS INC Y2109Q101 169575 47500 SOLE (None) 47500 0 0 DTE Energy Co 233331107 752565 16500 SOLE (None) 16500 0 0 Duke Energy Corp 26441C105 1100800 68800 SOLE (None) 68800 0 0 Duke Realty Corp 264411505 268995 23700 SOLE (None) 23700 0 0 Dupont (EI) De Nemour 263534109 3331017 96300 SOLE (None) 96300 0 0 E*Trade Fincl Cp 269246401 819126 69300 SOLE (None) 69300 0 0 Eastman Chemical Co 277432100 405536 7600 SOLE (None) 7600 0 0 Eastman Kodak Co 277461109 335916 77400 SOLE (None) 77400 0 0 Eaton Corp 278058102 490800 7500 SOLE (None) 7500 0 0 Edison Intl 281020107 840580 26500 SOLE (None) 26500 0 0 El Paso Corp 28336L109 579942 52200 SOLE (None) 52200 0 0 Electronic Arts 285512109 758880 52700 SOLE (None) 52700 0 0 Embraer Aircraft (Brasil) 29081M102 280730 13400 SOLE (None) 13400 0 0
EMC Corp 268648102 5138640 280800 SOLE (None) 280800 0 0 Emerson Electric Co 291011104 1843718 42200 SOLE (None) 42200 0 0 Emulex Cp 292475209 362610 39500 SOLE (None) 39500 0 0 ENCANA CP 292505104 1356198 44700 SOLE (None) 44700 0 0 Ensco Plc Adr 29358Q109 294600 7500 SOLE (None) 7500 0 0 Equifax Incorp. 294429105 347944 12400 SOLE (None) 12400 0 0 EQUINIX INC 29444U502 1461960 18000 SOLE (None) 18000 0 0 Equity Residential Properties Trust 29476L107 270660 6500 SOLE (None) 6500 0 0 Everest Re Group Ltd G3223R108 311168 4400 SOLE (None) 4400 0 0 EXCO RESOURCES INC 269279402 1179027 80700 SOLE (None) 80700 0 0 EXELON CORPORATION 30161N101 645490 17000 SOLE (None) 17000 0 0 EXPEDIA INC 30212P105 753078 40100 SOLE (None) 40100 0 0 Express Scripts Inc 302182100 719406 15300 SOLE (None) 15300 0 0 F5 Network Inc 315616102 438848 6400 SOLE (None) 6400 0 0 Fairchild Semiconductor Int'l Inc 303726103 136242 16200 SOLE (None) 16200 0 0 Fastenal Co 311900104 406539 8100 SOLE (None) 8100 0 0 FedEx Corp 31428X106 988551 14100 SOLE (None) 14100 0 0 Fifth Third Bancorp 316773100 312166 25400 SOLE (None) 25400 0 0 First Solar Inc 336433107 5919160 52000 SOLE (None) 52000 0 0 FirstEnergy Corp 337932107 1539551 43700 SOLE (None) 43700 0 0 Fiserv Inc 337738108 630108 13800 SOLE (None) 13800 0 0 Flir Systems 302445101 901790 31000 SOLE (None) 31000 0 0 Flowserve Corp 34354P105 1407680 16600 SOLE (None) 16600 0 0 FMC Cp 302491303 223977 3900 SOLE (None) 3900 0 0 FMC TECHNOLOGIES INC 30249U101 1253308 23800 SOLE (None) 23800 0 0 Fomento Economico Mexicano Ads 344419106 310680 7200 SOLE (None) 7200 0 0 Forest Lab Inc 345838106 523913 19100 SOLE (None) 19100 0 0 Forest Oil Cp 346091705 1316016 48100 SOLE (None) 48100 0 0 Fortune Brands 349631101 540684 13800 SOLE (None) 13800 0 0 Fossil Inc 349882100 576020 16600 SOLE (None) 16600 0 0 Franklin Res Inc 354613101 637806 7400 SOLE (None) 7400 0 0 Freeport McMoran Copper & Gold Cl B 35671D857 4594401 77700 SOLE (None) 77700 0 0 Frontier Oil Corp 35914P105 168125 12500 SOLE (None) 12500 0 0 Frontline Ltd G3682E127 299670 10500 SOLE (None) 10500 0 0 GAMESTOP CP 36467W109 734689 39100 SOLE (None) 39100 0 0 Gannett Co Inc 364730101 648772 48200 SOLE (None) 48200 0 0 GENCO SHIPPING & TRADING Y2685T107 169387 11300 SOLE (None) 11300 0 0
General Dynamics 369550108 3074400 52500 SOLE (None) 52500 0 0 General Mills 370334104 4667328 131400 SOLE (None) 131400 0 0 Genuine Parts Co 372460105 366885 9300 SOLE (None) 9300 0 0 Genzyme Cp 372917104 1000169 19700 SOLE (None) 19700 0 0 Gerdau SA 373737105 705130 53500 SOLE (None) 53500 0 0 Gilead Science 375558103 4271288 124600 SOLE (None) 124600 0 0 GOLDEN STAR RES LTD 38119T104 92418 21100 SOLE (None) 21100 0 0 Goodrich Corp 382388106 1437625 21700 SOLE (None) 21700 0 0 Grainger (WW) 384802104 805545 8100 SOLE (None) 8100 0 0 Guess? Inc 401617105 490468 15700 SOLE (None) 15700 0 0 Hansen Natural Cp 411310105 293325 7500 SOLE (None) 7500 0 0 Harley Davidson Inc 412822108 1991808 89600 SOLE (None) 89600 0 0 Harman Int'l Industries 413086109 337757 11300 SOLE (None) 11300 0 0 Harmony Gold Mining Co ADR 413216300 116270 11000 SOLE (None) 11000 0 0 Hartford Financial Services Group Inc 416515104 767911 34700 SOLE (None) 34700 0 0 Hasbro 418056107 1282320 31200 SOLE (None) 31200 0 0 HDFC Bank Ltd 40415F101 314534 2200 SOLE (None) 2200 0 0 Health Care Select Sector SPDR Fund 81369Y209 3369900 119500 SOLE (None) 119500 0 0 Health Net Inc 42222G108 455719 18700 SOLE (None) 18700 0 0 Helmerich & Payne Inc 423452101 1526536 41800 SOLE (None) 41800 0 0 HERBALIFE LTD G4412G101 276300 6000 SOLE (None) 6000 0 0 Hershey Corp 427866108 910670 19000 SOLE (None) 19000 0 0 Hertz Global Holdings Inc 42805T105 818290 86500 SOLE (None) 86500 0 0 Hess Corp 42809H107 1223262 24300 SOLE (None) 24300 0 0 Highwoods Properties 431284108 230408 8300 SOLE (None) 8300 0 0 Holly Cp 435758305 409332 15400 SOLE (None) 15400 0 0 Home Depot 437076102 10593618 377400 SOLE (None) 377400 0 0 Honeywell International Inc 438516106 3489282 89400 SOLE (None) 89400 0 0 Horton DR Inc 23331A109 832601 84700 SOLE (None) 84700 0 0 HOSPIRA INC 441060100 631950 11000 SOLE (None) 11000 0 0 Host Hotel & Resort 44107P104 641648 47600 SOLE (None) 47600 0 0 Human Genome Sciences 444903108 666204 29400 SOLE (None) 29400 0 0 Humana Inc 444859102 611978 13400 SOLE (None) 13400 0 0 Hunt (J.B.) Transport Services Inc. 445658107 369171 11300 SOLE (None) 11300 0 0 Huntington Bancshrs Inc 446150104 84208 15200 SOLE (None) 15200 0 0 HUNTSMAN CORPORATION 447011107 156927 18100 SOLE (None) 18100 0 0 Illinois Tool Works 452308109 908160 22000 SOLE (None) 22000 0 0
ILLUMINA INC 452327109 213297 4900 SOLE (None) 4900 0 0 Industrial Select Sector SPDR Fund 81369Y704 4207762 153400 SOLE (None) 153400 0 0 Informatica Corp 45666Q102 1084152 45400 SOLE (None) 45400 0 0 Infosys Tech Ltd 456788108 1144281 19100 SOLE (None) 19100 0 0 Ingersoll-Rand Co G47791101 2721261 78900 SOLE (None) 78900 0 0 Integrated Device Technology 458118106 178695 36100 SOLE (None) 36100 0 0 Integrys Energy 45822P105 476766 10900 SOLE (None) 10900 0 0 Intel Corp 458140100 7562160 388800 SOLE (None) 388800 0 0 Interoil Cp 460951106 257578 5800 SOLE (None) 5800 0 0 Intl Business Machines 459200101 7791588 63100 SOLE (None) 63100 0 0 Intl Paper Co 460146103 2907955 128500 SOLE (None) 128500 0 0 Intrepid Potash Inc 46121Y102 326819 16700 SOLE (None) 16700 0 0 Intuit Inc 461202103 1481202 42600 SOLE (None) 42600 0 0 ISHARES DJIT INDEX FD 464287192 622296 8600 SOLE (None) 8600 0 0 ISHARES FTSE/XINHUA CHINA25IDX 464287184 324779 8300 SOLE (None) 8300 0 0 iShares MSCI Brazil Index 464286400 11321073 183100 SOLE (None) 183100 0 0 ISHARES MSCI EAFE IDX FD 464287465 10827528 232800 SOLE (None) 232800 0 0 ISHARES MSCI EMERG MKTS IDX FD 464287234 16659648 446400 SOLE (None) 446400 0 0 iShares MSCI Mexico Investable Market Fu 464286822 560313 11700 SOLE (None) 11700 0 0 ISHARES MSCI PAC EX-JAP IDX FD 464286665 421732 11800 SOLE (None) 11800 0 0 iShares Russell 2000 Index Fund 464287655 26409952 432100 SOLE (None) 432100 0 0 ISHARES SILVER TRUST 46428Q109 2926347 160700 SOLE (None) 160700 0 0 ISHARES TR COHEN & STEERS RLTY 464287564 208658 3800 SOLE (None) 3800 0 0 iShares Tr DJ US Real Estate Sect 464287739 3668217 77700 SOLE (None) 77700 0 0 ISHARES TR NQ BIOTECH INDEX FD 464287556 325584 4200 SOLE (None) 4200 0 0 ISHARES TR S&P LAT AMER 40 IDX 464287390 1503546 36300 SOLE (None) 36300 0 0 Itau Unibnco Adr 465562106 3944190 219000 SOLE (None) 219000 0 0 ITT Corp 450911102 781608 17400 SOLE (None) 17400 0 0 J CREW GROUP INC 46612H402 2422098 65800 SOLE (None) 65800 0 0 JA Solar Holdings Co Ltd 466090107 427344 92100 SOLE (None) 92100 0 0 Jabil Circuit Inc 466313103 513380 38600 SOLE (None) 38600 0 0 Jacobs Engineering Group 469814107 255080 7000 SOLE (None) 7000 0 0 Jarden Corp 471109108 403050 15000 SOLE (None) 15000 0 0 JDS Uniphase Cp 46612J507 313896 31900 SOLE (None) 31900 0 0 Johnson Controls 478366107 1542338 57400 SOLE (None) 57400 0 0 Jones Lang Lasalle Inc 48020Q107 334764 5100 SOLE (None) 5100 0 0 Joy Global Inc 481165108 1001800 20000 SOLE (None) 20000 0 0
K L A - Tencor Corp 482480100 2227612 79900 SOLE (None) 79900 0 0 Kansas City Sthrn Ind. 485170302 319880 8800 SOLE (None) 8800 0 0 KB Home 48666K109 1211100 110100 SOLE (None) 110100 0 0 KBR Inc 48242W106 880722 43300 SOLE (None) 43300 0 0 Key Corp 493267108 339129 44100 SOLE (None) 44100 0 0 Key Energy Services 492914106 147798 16100 SOLE (None) 16100 0 0 Kilroy Realty Corp 49427F108 353787 11900 SOLE (None) 11900 0 0 Kimberly Clark 494368103 2473704 40800 SOLE (None) 40800 0 0 Kimco Realty Corp 49446R109 827904 61600 SOLE (None) 61600 0 0 King Pharmaceuticals Inc 495582108 106260 14000 SOLE (None) 14000 0 0 Kraft Foods Inc 50075N104 2506000 89500 SOLE (None) 89500 0 0 Kroger Co (The) 501044101 3284292 166800 SOLE (None) 166800 0 0 Kulicke & Soffa Industries Inc 501242101 123552 17600 SOLE (None) 17600 0 0 L-3 Comm Holdings Inc 502424104 1466388 20700 SOLE (None) 20700 0 0 Laboratory Corp Of Amer 50540R409 730895 9700 SOLE (None) 9700 0 0 Lam Research Cp 512807108 723140 19000 SOLE (None) 19000 0 0 LAS VEGAS SANDS CP 517834107 19430064 877600 SOLE (None) 877600 0 0 LDK Solar Co Ltd 50183L107 77550 15000 SOLE (None) 15000 0 0 Lennar Corporation 526057104 1078025 77500 SOLE (None) 77500 0 0 Life Tech Corp 53217V109 1512000 32000 SOLE (None) 32000 0 0 Lilly (Eli) & Co 532457108 4468900 133400 SOLE (None) 133400 0 0 Lincare Holdings Inc 532791100 217817 6700 SOLE (None) 6700 0 0 Lincoln Natl 534187109 1146488 47200 SOLE (None) 47200 0 0 Linear Technology Cp 535678106 1215297 43700 SOLE (None) 43700 0 0 LM Ericsson Telephone Co Ltd. 294821608 701974 63700 SOLE (None) 63700 0 0 Lockheed Martin Corp 539830109 2436150 32700 SOLE (None) 32700 0 0 Lorillard Inc 544147101 791780 11000 SOLE (None) 11000 0 0 Louisiana-Pacific 546347105 186651 27900 SOLE (None) 27900 0 0 Lowe's Cos 548661107 7345074 359700 SOLE (None) 359700 0 0 LSI Corp 502161102 62560 13600 SOLE (None) 13600 0 0 Lubrizol Corp (the) 549271104 554139 6900 SOLE (None) 6900 0 0 M&T Bank Corp 55261F104 3474455 40900 SOLE (None) 40900 0 0 Macerich Co 554382101 768792 20600 SOLE (None) 20600 0 0 Mack Cali Realty 554489104 335949 11300 SOLE (None) 11300 0 0 Macys Inc 55616P104 748220 41800 SOLE (None) 41800 0 0 Manitowoc Inc 563571108 383880 42000 SOLE (None) 42000 0 0 Manulife Financial Corp 56501R106 294516 20200 SOLE (None) 20200 0 0
Marathon Oil Co 565849106 1383505 44500 SOLE (None) 44500 0 0 Market Vectors Russia ETF Trust 57060U506 1719465 61300 SOLE (None) 61300 0 0 Marriott Int'l Inc Cl A 571903202 1233528 41200 SOLE (None) 41200 0 0 Marsh & McLennan Co's 571748102 1810765 80300 SOLE (None) 80300 0 0 Marshall & Ilsley Corp 571837103 155806 21700 SOLE (None) 21700 0 0 Marvell Technology Grp Ltd G5876H105 813216 51600 SOLE (None) 51600 0 0 Masco 574599106 255012 23700 SOLE (None) 23700 0 0 Mattel Co 577081102 2981444 140900 SOLE (None) 140900 0 0 Maxim Integrated Prod Inc 57772K101 450037 26900 SOLE (None) 26900 0 0 McAfee 579064106 451584 14700 SOLE (None) 14700 0 0 McDermott Intl Inc 580037109 844740 39000 SOLE (None) 39000 0 0 Mead Johnson Nutrition 582839106 2054920 41000 SOLE (None) 41000 0 0 MECHEL OAO 583840103 212238 11700 SOLE (None) 11700 0 0 MEDCO HEALTH SOLUTION INC 58405U102 3420468 62100 SOLE (None) 62100 0 0 Medicis Pharmaceutical Corp 584690309 317260 14500 SOLE (None) 14500 0 0 Medtronic Inc 585055106 3300570 91000 SOLE (None) 91000 0 0 Melco Crown Adr 585464100 172414 46100 SOLE (None) 46100 0 0 MercadoLibre Inc 58733R102 1650070 31400 SOLE (None) 31400 0 0 MGIC Investments 552848103 375505 54500 SOLE (None) 54500 0 0 Mgm Resorts Int 552953101 196656 20400 SOLE (None) 20400 0 0 Microchip Technology 595017104 1442480 52000 SOLE (None) 52000 0 0 Micron Technology 595112103 1021347 120300 SOLE (None) 120300 0 0 Microsoft Corp 594918104 15646800 680000 SOLE (None) 680000 0 0 Mohawk Industries Inc 608190104 430144 9400 SOLE (None) 9400 0 0 Molex Inc 608554101 315552 17300 SOLE (None) 17300 0 0 Molson Coors Brew 60871R209 1245384 29400 SOLE (None) 29400 0 0 MONSANTO CO 61166W101 614726 13300 SOLE (None) 13300 0 0 Monster Worldwide Inc 611742107 456680 39200 SOLE (None) 39200 0 0 Morgan Stanley Dean Witter 617446448 1603811 69100 SOLE (None) 69100 0 0 Motorola Inc 620076109 741324 113700 SOLE (None) 113700 0 0 Murphy Oil Corp 626717102 1060370 21400 SOLE (None) 21400 0 0 Mylan Inc 628530107 291384 17100 SOLE (None) 17100 0 0 Myriad Genetics Inc 62855J104 460460 30800 SOLE (None) 30800 0 0 Nabors Industries Inc G6359F103 757660 43000 SOLE (None) 43000 0 0 Nationwide Health Properties 638620104 203889 5700 SOLE (None) 5700 0 0 Natl Semiconductor 637640103 1398494 103900 SOLE (None) 103900 0 0 NetApp Inc 64110D104 5283096 141600 SOLE (None) 141600 0 0
NETFLIX INC 64110L106 901795 8300 SOLE (None) 8300 0 0 New Oriental Education & Technology Grou 647581107 587097 6300 SOLE (None) 6300 0 0 New York Times Class A 650111107 90825 10500 SOLE (None) 10500 0 0 Newfield Exploration Co 651290108 273616 5600 SOLE (None) 5600 0 0 Newmont Mining Cp 651639106 1648458 26700 SOLE (None) 26700 0 0 Noble Energy Inc 655044105 603300 10000 SOLE (None) 10000 0 0 Nokia Corp ADR Cl A 654902204 2274665 279100 SOLE (None) 279100 0 0 Nordson Cp 655663102 257968 4600 SOLE (None) 4600 0 0 Norfolk Southern 655844108 1681685 31700 SOLE (None) 31700 0 0 Northrop Grumman Corp 666807102 1823740 33500 SOLE (None) 33500 0 0 Novell Inc 670006105 59640 10500 SOLE (None) 10500 0 0 Novellus Systems Inc 670008101 1463272 57700 SOLE (None) 57700 0 0 Nuance Communications 67020Y100 571090 38200 SOLE (None) 38200 0 0 Nucor Corp 670346105 313896 8200 SOLE (None) 8200 0 0 Nvidia Corp 67066G104 997517 97700 SOLE (None) 97700 0 0 Occidental Petrole 674599105 1234400 16000 SOLE (None) 16000 0 0 Oceaneering Intl Inc 675232102 269400 6000 SOLE (None) 6000 0 0 Office Depot Inc 676220106 447632 110800 SOLE (None) 110800 0 0 Omnicom Group Inc 681919106 325850 9500 SOLE (None) 9500 0 0 OmniVision Technologies Inc 682128103 546720 25500 SOLE (None) 25500 0 0 On Semiconductor Corp 682189105 173536 27200 SOLE (None) 27200 0 0 Oracle Corp 68389X105 2652456 123600 SOLE (None) 123600 0 0 Owens Corning Inc 690742101 1142562 38200 SOLE (None) 38200 0 0 PACCAR Inc 693718108 1072503 26900 SOLE (None) 26900 0 0 PACKAGING CP OF AMERICA 695156109 288462 13100 SOLE (None) 13100 0 0 Pactiv Corp 695257105 451170 16200 SOLE (None) 16200 0 0 Pall Cp 696429307 481180 14000 SOLE (None) 14000 0 0 Pan American Silver 697900108 240160 9500 SOLE (None) 9500 0 0 Patriot Coal Corp 70336T104 445325 37900 SOLE (None) 37900 0 0 Patterson-UTI Energy Inc 703481101 413127 32100 SOLE (None) 32100 0 0 Paychex Inc 704326107 418117 16100 SOLE (None) 16100 0 0 PENN WEST ENERGY TRU 707885109 323340 17000 SOLE (None) 17000 0 0 Penney (JC) Co Inc 708160106 358716 16700 SOLE (None) 16700 0 0 Perfect World Co Ltd 71372U104 455607 20700 SOLE (None) 20700 0 0 PerkinElmer Inc 714046109 264576 12800 SOLE (None) 12800 0 0 PETROCHINA CO LTD ADR 71646E100 340163 3100 SOLE (None) 3100 0 0 Petrohawk Energy 716495106 2435195 143500 SOLE (None) 143500 0 0
PETROLEO BRASIL SA PETROBRAS 71654V408 8315736 242300 SOLE (None) 242300 0 0 PETROLEO BRASILEIRO SA PETROSPONSORE 71654V101 1954880 65600 SOLE (None) 65600 0 0 Petroquest Energy Inc 716748108 94640 14000 SOLE (None) 14000 0 0 Pfizer Inc 717081103 2743624 192400 SOLE (None) 192400 0 0 Phillips-Van Heusen Cp 718592108 347025 7500 SOLE (None) 7500 0 0 Pioneer Natural Resources Co 723787107 1028485 17300 SOLE (None) 17300 0 0 Pitney Bowes Inc 724479100 531432 24200 SOLE (None) 24200 0 0 Plexus Cp 729132100 224616 8400 SOLE (None) 8400 0 0 PMC-Sierra Inc 69344F106 87232 11600 SOLE (None) 11600 0 0 Polo Ralph Lauren Corp 731572103 437760 6000 SOLE (None) 6000 0 0 Polycom Inc 73172K104 297900 10000 SOLE (None) 10000 0 0 Potash Cp 73755L107 215600 2500 SOLE (None) 2500 0 0 Powershares QQQ 73935A104 14897248 348800 SOLE (None) 348800 0 0 PP&L Cp 69351T106 903190 36200 SOLE (None) 36200 0 0 PPG Industries Inc 693506107 561813 9300 SOLE (None) 9300 0 0 Praxair Inc 74005P104 1504602 19800 SOLE (None) 19800 0 0 Precision Castparts Cp 740189105 2820008 27400 SOLE (None) 27400 0 0 Procter & Gamble Co 742718109 8067310 134500 SOLE (None) 134500 0 0 Progress Energy Inc 743263105 454952 11600 SOLE (None) 11600 0 0 Prologis 743410102 734425 72500 SOLE (None) 72500 0 0 PSYCHIATRIC SOLUTIONS INC 74439H108 215952 6600 SOLE (None) 6600 0 0 Public Service Electric & Gas 744573106 1713751 54700 SOLE (None) 54700 0 0 Public Storage Inc 74460D109 1213158 13800 SOLE (None) 13800 0 0 Pultegroup Inc 745867101 1184868 143100 SOLE (None) 143100 0 0 Quanta Services Inc 74762E102 390285 18900 SOLE (None) 18900 0 0 Range Resources Corp 75281A109 2702095 67300 SOLE (None) 67300 0 0 Rayonier Inc 754907103 321346 7300 SOLE (None) 7300 0 0 Raytheon Co 755111507 1964634 40600 SOLE (None) 40600 0 0 Red Hat Inc 756577102 1461470 50500 SOLE (None) 50500 0 0 REGAL ENTERTAINMENT GRP 758766109 233416 17900 SOLE (None) 17900 0 0 Regency Centers Corp 758849103 309600 9000 SOLE (None) 9000 0 0 Regeneron Pharmaceuticals Cp 75886F107 283464 12700 SOLE (None) 12700 0 0 REGIONS FINANCIAL CP 7591EP100 430990 65500 SOLE (None) 65500 0 0 Republic Service Inc 760759100 1192173 40100 SOLE (None) 40100 0 0 Research In Motion Ltd 760975102 403932 8200 SOLE (None) 8200 0 0 RETAIL HLDRS TR 12/31/41 76127U101 4373328 50900 SOLE (None) 50900 0 0 Rio Tinto ADR 767204100 688880 15800 SOLE (None) 15800 0 0
Riverbed Technology Inc 768573107 850696 30800 SOLE (None) 30800 0 0 Rockwell Automation Inc 773903109 652897 13300 SOLE (None) 13300 0 0 ROCKWELL COLLINS INC 774341101 557865 10500 SOLE (None) 10500 0 0 Roper Industries Inc 776696106 246224 4400 SOLE (None) 4400 0 0 Ross Stores 778296103 314411 5900 SOLE (None) 5900 0 0 Royal Bank of Canada 780087102 1041822 21800 SOLE (None) 21800 0 0 Royal Carribean Cruise Ltd V7780T103 207207 9100 SOLE (None) 9100 0 0 Ryland Group Inc 783764103 226226 14300 SOLE (None) 14300 0 0 S&P Midcap Dep Recpts 78467Y107 5205148 40300 SOLE (None) 40300 0 0 Safeway Inc 786514208 2549902 129700 SOLE (None) 129700 0 0 Saks Inc 79377W108 258819 34100 SOLE (None) 34100 0 0 SALESFORCE.COM INC 79466L302 2643256 30800 SOLE (None) 30800 0 0 Sandisk Corp 80004C101 2166605 51500 SOLE (None) 51500 0 0 Sandridge Energy Inc 80007P307 714175 122500 SOLE (None) 122500 0 0 Sanmina-SCI Corp 800907206 374275 27500 SOLE (None) 27500 0 0 Sap Ag 803054204 1439750 32500 SOLE (None) 32500 0 0 SBA Commun Cp 78388J106 394516 11600 SOLE (None) 11600 0 0 Schein (Henry) Inc 806407102 290970 5300 SOLE (None) 5300 0 0 Schlumberger Ltd 806857108 4537880 82000 SOLE (None) 82000 0 0 Schnitzer Steel Indust 806882106 274400 7000 SOLE (None) 7000 0 0 Sears Holding 812350106 1739085 26900 SOLE (None) 26900 0 0 Semiconductors HOLDRs Trust 816636203 4621536 178300 SOLE (None) 178300 0 0 Sempra Energy 816851109 407073 8700 SOLE (None) 8700 0 0 Shire Plc Ads 82481R106 374418 6100 SOLE (None) 6100 0 0 Siemens A G ADR New 826197501 984830 11000 SOLE (None) 11000 0 0 Sirius XM Radio 82967N108 48070 50600 SOLE (None) 50600 0 0 Skechers USA Inc 830566105 1143076 31300 SOLE (None) 31300 0 0 Skyworks Solution 83088M102 685032 40800 SOLE (None) 40800 0 0 SLM Corp 78442P106 748080 72000 SOLE (None) 72000 0 0 Solarfun Power Holdings Co Ltd 83415U108 136077 20100 SOLE (None) 20100 0 0 Sony Cp ADR 835699307 461564 17300 SOLE (None) 17300 0 0 Southwest Airlines 844741108 503283 45300 SOLE (None) 45300 0 0 Southwestern Energy 845467109 4517016 116900 SOLE (None) 116900 0 0 SPDR Dow Jones Industrial Average ETF Tr 78467X109 14336991 146700 SOLE (None) 146700 0 0 SPDR KBW BNK 78464A797 290703 12700 SOLE (None) 12700 0 0 SPDR KBW RGL BK 78464A698 1147573 49700 SOLE (None) 49700 0 0 SPDR S&P HM BLDR 78464A888 2687864 187700 SOLE (None) 187700 0 0
SPDR S&P MTL&MNG 78464A755 4075548 89200 SOLE (None) 89200 0 0 SPECTRA ENERGY CORP 847560109 1782216 88800 SOLE (None) 88800 0 0 Spirit Aerosystems Holdings Inc 848574109 468876 24600 SOLE (None) 24600 0 0 Sprint Corp 852061100 648296 152900 SOLE (None) 152900 0 0 St Joe Co 790148100 277920 12000 SOLE (None) 12000 0 0 Standard Pacific Corp 85375C101 103563 31100 SOLE (None) 31100 0 0 Starbucks Corp 855244109 5246370 215900 SOLE (None) 215900 0 0 State Street Corp 857477103 2333580 69000 SOLE (None) 69000 0 0 STEC Inc 784774101 190912 15200 SOLE (None) 15200 0 0 Steel Dynamics 858119100 233463 17700 SOLE (None) 17700 0 0 Stericycle Inc 858912108 688590 10500 SOLE (None) 10500 0 0 Stryker Corp 863667101 2062472 41200 SOLE (None) 41200 0 0 Suncor Energy Inc 867224107 3155968 107200 SOLE (None) 107200 0 0 Sunoco Inc 86764P109 1898442 54600 SOLE (None) 54600 0 0 Sunpower Cl A 867652109 331540 27400 SOLE (None) 27400 0 0 Superior Energy Services 868157108 367799 19700 SOLE (None) 19700 0 0 Supervalu Inc 868536103 608124 56100 SOLE (None) 56100 0 0 Synopsys Inc 871607107 235831 11300 SOLE (None) 11300 0 0 Sysco Corp 871829107 1834194 64200 SOLE (None) 64200 0 0 Taiwan Semiconductor Mnf Ltd 874039100 764208 78300 SOLE (None) 78300 0 0 Talbots Inc 874161102 748506 72600 SOLE (None) 72600 0 0 Technology Select Sector SPDR Fund 81369Y803 1193400 58500 SOLE (None) 58500 0 0 Tellabs Inc 879664100 695232 108800 SOLE (None) 108800 0 0 Temple-Inland Inc 879868107 675909 32700 SOLE (None) 32700 0 0 TEMPUR-PEDIC INTL INC 88023U101 1220775 39700 SOLE (None) 39700 0 0 Tenet Healthcare Corp 88033G100 88536 20400 SOLE (None) 20400 0 0 Tenneco Inc 880349105 478062 22700 SOLE (None) 22700 0 0 Teradyne Inc 880770102 668850 68600 SOLE (None) 68600 0 0 Terex Cp 880779103 479744 25600 SOLE (None) 25600 0 0 Tesoro Corp 881609101 116700 10000 SOLE (None) 10000 0 0 Teva Pharm Ind Inc ADR 881624209 3504126 67400 SOLE (None) 67400 0 0 Texas Instruments 882508104 1785576 76700 SOLE (None) 76700 0 0 Textron Inc 883203101 975775 57500 SOLE (None) 57500 0 0 THE MOSAIC CO 61945A107 518434 13300 SOLE (None) 13300 0 0 The Travelers Co 89417E109 684575 13900 SOLE (None) 13900 0 0 Thermo Fisher Scientific 883556102 882900 18000 SOLE (None) 18000 0 0 TIBCO Software Inc 88632Q103 763398 63300 SOLE (None) 63300 0 0
Tiffany & Co. 886547108 807483 21300 SOLE (None) 21300 0 0 Time Warner Cable Inc 88732J207 2676912 51400 SOLE (None) 51400 0 0 Time Warner Inc 887317303 1665216 57600 SOLE (None) 57600 0 0 Timken Co 887389104 241707 9300 SOLE (None) 9300 0 0 Titanium Metal Corp 888339207 1343876 76400 SOLE (None) 76400 0 0 TIVO INC 888706108 130626 17700 SOLE (None) 17700 0 0 Toll Brothers Inc 889478103 773828 47300 SOLE (None) 47300 0 0 Toronto-Dominion Bank 891160509 305077 4700 SOLE (None) 4700 0 0 Transocean Ltd H8817H100 3854656 83200 SOLE (None) 83200 0 0 Trina Solar Ltd 89628E104 1233792 71400 SOLE (None) 71400 0 0 Tyco International Ltd H89128104 4336813 123100 SOLE (None) 123100 0 0 UAL CORP 902549807 3332776 162100 SOLE (None) 162100 0 0 ULTRA PETROLEUM CP 903914109 1473525 33300 SOLE (None) 33300 0 0 Ultra Real Estate ProShares 74347X625 1983808 55600 SOLE (None) 55600 0 0 UNDER ARMOUR INC 904311107 579775 17500 SOLE (None) 17500 0 0 Union Pacific 907818108 3405990 49000 SOLE (None) 49000 0 0 United Parcel Service Inc Cl B 911312106 1797724 31600 SOLE (None) 31600 0 0 United States Natural Gas Fund LP 912318102 2883775 372100 SOLE (None) 372100 0 0 United Technologies 913017109 3978983 61300 SOLE (None) 61300 0 0 UnitedHealthcare Gp Incorp 91324P102 1005360 35400 SOLE (None) 35400 0 0 US AIRWAYS GROUP INC 90341W108 877359 101900 SOLE (None) 101900 0 0 US Steel Corp 912909108 2528880 65600 SOLE (None) 65600 0 0 USG Cp 903293405 309248 25600 SOLE (None) 25600 0 0 Utilities Select Sector SPDR Fund 81369Y886 720630 25500 SOLE (None) 25500 0 0 Vale S A ADR 91912E105 4003140 164400 SOLE (None) 164400 0 0 Valeant Pharmaceutical Intl 91911X104 486297 9300 SOLE (None) 9300 0 0 Valero Energy Corp 91913Y100 1508522 83900 SOLE (None) 83900 0 0 VANGUARD SPEC FDS REIT ETF 922908553 962343 20700 SOLE (None) 20700 0 0 Veeco Instruments 922417100 1347204 39300 SOLE (None) 39300 0 0 Ventas Inc 92276F100 600960 12800 SOLE (None) 12800 0 0 VF Cp 918204108 1366656 19200 SOLE (None) 19200 0 0 Viacom Inc 92553P201 545838 17400 SOLE (None) 17400 0 0 Virgin Media Inc 92769L101 787768 47200 SOLE (None) 47200 0 0 Vivus Inc 928551100 142080 14800 SOLE (None) 14800 0 0 VMWARE INC CLASS A 928563402 2929212 46800 SOLE (None) 46800 0 0 Vornado Inc 929042109 1035890 14200 SOLE (None) 14200 0 0 Vulcan Materials Co. 929160109 425151 9700 SOLE (None) 9700 0 0
Walgreen Co 931422109 9652050 361500 SOLE (None) 361500 0 0 Wal-Mart Stores Inc 931142103 4715667 98100 SOLE (None) 98100 0 0 Walter Energy 93317Q105 273825 4500 SOLE (None) 4500 0 0 WARNACO GROUP INC (THE) 934390402 332488 9200 SOLE (None) 9200 0 0 Waste Managemnt 94106L109 1648983 52700 SOLE (None) 52700 0 0 Waters Corp 941848103 517600 8000 SOLE (None) 8000 0 0 Weatherford Intl Inc H27013103 1164204 88600 SOLE (None) 88600 0 0 WEBS Australia 464286103 1197638 63100 SOLE (None) 63100 0 0 WEBS Japan 464286848 406640 44200 SOLE (None) 44200 0 0 WEBS South Korea 464286772 742186 16600 SOLE (None) 16600 0 0 WEBS Taiwan 464286731 416640 37200 SOLE (None) 37200 0 0 Webster Financial Cp 947890109 179400 10000 SOLE (None) 10000 0 0 Weingarten Realty Inc 948741103 394335 20700 SOLE (None) 20700 0 0 Wells Fargo & Co 949746101 3445760 134600 SOLE (None) 134600 0 0 Weyerhaeuser Co 962166104 2112000 60000 SOLE (None) 60000 0 0 Whirlpool 963320106 922110 10500 SOLE (None) 10500 0 0 Williams Cos 969457100 458828 25100 SOLE (None) 25100 0 0 Williams Sonoma Inc 969904101 297840 12000 SOLE (None) 12000 0 0 Wilmigton Trust Co Dela 971807102 438055 39500 SOLE (None) 39500 0 0 Windstream Corp 97381W104 112992 10700 SOLE (None) 10700 0 0 WMS Industries 929297109 243350 6200 SOLE (None) 6200 0 0 Worthington Ind Inc 981811102 204474 15900 SOLE (None) 15900 0 0 Wrner Chil Plc A G94368100 1174490 51400 SOLE (None) 51400 0 0 Wyndham Worldwide 98310W108 966720 48000 SOLE (None) 48000 0 0 WYNN RESORTS LTD 983134107 1868615 24500 SOLE (None) 24500 0 0 Xcel Energy Inc 98389B100 669825 32500 SOLE (None) 32500 0 0 Xerox Corp 984121103 866712 107800 SOLE (None) 107800 0 0 Xilinx Inc 983919101 2604306 103100 SOLE (None) 103100 0 0 XL Group Plc G98290102 794096 49600 SOLE (None) 49600 0 0 Yahoo! Inc 984332106 1429672 103300 SOLE (None) 103300 0 0 Yingli Green Energy Holding Co Ltd 98584B103 582296 57200 SOLE (None) 57200 0 0 YUM! Brands 988498101 1237568 31700 SOLE (None) 31700 0 0 Zions Bancorporation 989701107 235113 10900 SOLE (None) 10900 0 0
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