0001512991-11-000001.txt : 20110511 0001512991-11-000001.hdr.sgml : 20110511 20110511154044 ACCESSION NUMBER: 0001512991-11-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110511 DATE AS OF CHANGE: 20110511 EFFECTIVENESS DATE: 20110511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantbot Technologies LLC CENTRAL INDEX KEY: 0001512991 IRS NUMBER: 264608792 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14304 FILM NUMBER: 11831894 BUSINESS ADDRESS: STREET 1: 420 LEXINGTON AVE STREET 2: SUITE 1630 CITY: NEW YORK STATE: NY ZIP: 10170 BUSINESS PHONE: 646-350-3535 MAIL ADDRESS: STREET 1: 420 LEXINGTON AVE STREET 2: SUITE 1630 CITY: NEW YORK STATE: NY ZIP: 10170 13F-HR 1 quantbot_tech_201101.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 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: Quantbot Technologies LLC Address: 420 Lexington Ave Suite 1630 NewYork, NY 10170 Form 13F File Number: 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. Persons Signing this Report on Behalf of Reporting Manager: Name: Michael Botlo Title: Chief Executive Officer Phone: 646-350-3535 Signature, Place, and Date of Signing: /s/ Michael Botlo New York, NY 5/11/2011 ---------------- ----------------- -------- [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 is reported in this report and a portion is reported by other reporting manager(s).)
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- ------- -------- --------- -------- ------------ AGILENT TECHNOLOGIES INC COM 00846U101 936 20,909 SH SOLE N/A 20,909 ALCOA INC COM 013817101 175 9,905 SH SOLE N/A 9,905 AARON'S INC COM 002535300 23 900 SH SOLE N/A 900 APPLE INC COM 037833100 697 2,000 SH SOLE N/A 2,000 ABB LTD SPONSORED ADR 000375204 4 162 SH SOLE N/A 162 ABBOTT LABS COM 002824100 412 8,400 SH SOLE N/A 8,400 ARCH COAL INC COM 039380100 108 3,010 SH SOLE N/A 3,010 AUTODESK INC COM 052769106 406 9,208 SH SOLE N/A 9,208 AMEREN CORP COM 023608102 17 600 SH SOLE N/A 600 AGNICO EAGLE MINES LTD COM 008474108 1,228 18,501 SH SOLE N/A 18,501 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 66 4,178 SH SOLE N/A 4,178 AMERICAN ELEC PWR INC COM 025537101 52 1,475 SH SOLE N/A 1,475 ASTORIA FINL CORP COM 046265104 59 4,131 SH SOLE N/A 4,131 AMERICAN FINL GROUP INC OHIO COM 025932104 39 1,100 SH SOLE N/A 1,100 ALLERGAN INC COM 018490102 817 11,500 SH SOLE N/A 11,500 AGRIUM INC COM 008916108 200 2,168 SH SOLE N/A 2,168 ATLAS ENERGY LP COM 04930A104 94 4,200 SH SOLE N/A 4,200 APOLLO INVESTMENT CORP COM 03761U106 24 2,000 SH SOLE N/A 2,000 APPLIED MATLS INC COM 038222105 211 13,500 SH SOLE N/A 13,500 ADVANCED MICRO DEVICES INC COM 007903107 63 7,321 SH SOLE N/A 7,321 AMKOR TECHNOLOGY INC COM 031652100 14 2,071 SH SOLE N/A 2,071 AMERIPRISE FINL INC COM 03076C106 439 7,190 SH SOLE N/A 7,190 AMR CORP COM 001765106 1 100 SH SOLE N/A 100 TD AMERITRADE HLDG CORP COM 87236Y108 611 29,278 SH SOLE N/A 29,278 AMAZON COM INC COM 023135106 198 1,100 SH SOLE N/A 1,100 AUTONATION INC COM 05329W102 121 3,418 SH SOLE N/A 3,418 ABERCROMBIE & FITCH CO COM 002896207 792 13,498 SH SOLE N/A 13,498 ANN INC COM 035623107 409 14,046 SH SOLE N/A 14,046 ALPHA NATURAL RESOURCES INC COM 02076X102 442 7,445 SH SOLE N/A 7,445 AON CORP COM 037389103 193 3,651 SH SOLE N/A 3,651 ANADARKO PETE CORP COM 032511107 742 9,061 SH SOLE N/A 9,061 AMPHENOL CORP NEW COM 032095101 427 7,859 SH SOLE N/A 7,859 ACME PACKET INC COM 004764106 291 4,101 SH SOLE N/A 4,101 ARIBA INC COM 04033V203 73 2,135 SH SOLE N/A 2,135 ARES CAP CORP COM 04010L103 2 100 SH SOLE N/A 100 AIRGAS INC COM 009363102 205 3,093 SH SOLE N/A 3,093 AEROPOSTALE COM 007865108 18 754 SH SOLE N/A 754 ARUBA NETWORKS INC COM 043176106 350 10,351 SH SOLE N/A 10,351 ASSOCIATED BANC CORP COM 045487105 62 4,200 SH SOLE N/A 4,200 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 21 3,779 SH SOLE N/A 3,779 ATP OIL & GAS COM 00208J108 175 9,654 SH SOLE N/A 9,654 ACTIVISION BLIZZARD INC COM 00507V109 342 31,211 SH SOLE N/A 31,211 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 424 8,844 SH SOLE N/A 8,844 AU OPTRONICS CORP SPONSORED ADR 002255107 4 500 SH SOLE N/A 500 YAMANA GOLD INC COM 98462Y100 536 43,539 SH SOLE N/A 43,539 AVAGO TECHNOLOGIES LTD COM Y0486S104 273 8,787 SH SOLE N/A 8,787 AVON PRODS INC COM 054303102 893 33,033 SH SOLE N/A 33,033 AVERY DENNISON CORP COM 053611109 67 1,600 SH SOLE N/A 1,600 AMERICAN AXLE & MFG HLDGS INC COM 024061103 142 11,283 SH SOLE N/A 11,283 AMERICAN EXPRESS CO COM 025816109 1,297 28,698 SH SOLE N/A 28,698 ASTRAZENECA PLC SPONSORED ADR 046353108 164 3,546 SH SOLE N/A 3,546 BOEING CO COM 097023105 217 2,939 SH SOLE N/A 2,939 BANK OF AMERICA CORPORATION COM 060505104 323 24,200 SH SOLE N/A 24,200 BAXTER INTL INC COM 071813109 116 2,158 SH SOLE N/A 2,158 BB&T CORP COM 054937107 299 10,889 SH SOLE N/A 10,889 BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 56 4,700 SH SOLE N/A 4,700 BRUNSWICK CORP COM 117043109 124 4,862 SH SOLE N/A 4,862 BECTON DICKINSON & CO COM 075887109 1,234 15,496 SH SOLE N/A 15,496 BUNGE LIMITED COM G16962105 759 10,497 SH SOLE N/A 10,497 SOTHEBYS COM 835898107 342 6,501 SH SOLE N/A 6,501 BARNES & NOBLE INC COM 067774109 116 12,661 SH SOLE N/A 12,661 BMC SOFTWARE INC COM 055921100 619 12,442 SH SOLE N/A 12,442 BRISTOL-MYERS SQUIBB CO COM 110122108 1,043 39,451 SH SOLE N/A 39,451 BP PLC SPONSORED ADR 055622104 234 5,300 SH SOLE N/A 5,300 BPZ RESOURCES INC COM 055639108 55 10,426 SH SOLE N/A 10,426 BROCADE COMMUNICATIONS SYS INC COM 111621306 259 42,110 SH SOLE N/A 42,110 BROADCOM CORP COM 111320107 508 12,900 SH SOLE N/A 12,900 BANCO SANTANDER BRASIL S A SPONSORED ADR 05967A107 11 900 SH SOLE N/A 900 BOSTON SCIENTIFIC CORP COM 101137107 1,064 148,000 SH SOLE N/A 148,000 PEABODY ENERGY CORP COM 704549104 278 3,869 SH SOLE N/A 3,869 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 77 1,345 SH SOLE N/A 1,345 COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR 204448104 331 7,700 SH SOLE N/A 7,700 BLACKSTONE GROUP L P COM 09253U108 345 19,308 SH SOLE N/A 19,308 BOYD GAMING CORP COM 103304101 54 5,795 SH SOLE N/A 5,795 BOISE INC COM 09746Y105 54 5,900 SH SOLE N/A 5,900 CABELAS INC COM 126804301 31 1,242 SH SOLE N/A 1,242 CARDINAL HEALTH INC COM 14149Y108 6 139 SH SOLE N/A 139 CHEESECAKE FACTORY INC COM 163072101 8 273 SH SOLE N/A 273 AVIS BUDGET GROUP COM 053774105 46 2,553 SH SOLE N/A 2,553 CB RICHARD ELLIS GROUP INC COM 12497T101 206 7,722 SH SOLE N/A 7,722 CHICAGO BRIDGE & IRON CO N V SPONSORED ADR 167250109 484 11,898 SH SOLE N/A 11,898 CBS CORP NEW COM 124857202 930 37,156 SH SOLE N/A 37,156 COCA COLA ENTERPRISES INC COM 19122T109 267 9,772 SH SOLE N/A 9,772 CARNIVAL CORP COM 143658300 684 17,827 SH SOLE N/A 17,827 COEUR D ALENE MINES CORP IDAHO COM 192108504 754 21,681 SH SOLE N/A 21,681 CADENCE DESIGN SYSTEM INC COM 127387108 50 5,100 SH SOLE N/A 5,100 CONSTELLATION ENERGY GROUP I COM 210371100 13 410 SH SOLE N/A 410 CENTURY ALUM CO COM 156431108 195 10,426 SH SOLE N/A 10,426 COMPANHIA ENERGETICA DE MINAS SPONSORED ADR 204409601 254 13,200 SH SOLE N/A 13,200 CINCINNATI FINL CORP COM 172062101 36 1,110 SH SOLE N/A 1,110 CLOUD PEAK ENERGY INC COM 18911Q102 43 2,012 SH SOLE N/A 2,012 CLEAN ENERGY FUELS CORP COM 184499101 41 2,500 SH SOLE N/A 2,500 CONTINENTAL RESOURCES INC COM 212015101 559 7,815 SH SOLE N/A 7,815 CELESTICA INC COM 15101Q108 64 6,000 SH SOLE N/A 6,000 COMCAST CORP NEW COM 20030N101 198 8,026 SH SOLE N/A 8,026 CUMMINS INC COM 231021106 1,616 14,743 SH SOLE N/A 14,743 CMS ENERGY CORP COM 125896100 137 7,000 SH SOLE N/A 7,000 CANADIAN NATL RY CO COM 136375102 271 3,605 SH SOLE N/A 3,605 CLECO CORP NEW COM 12561W105 103 3,000 SH SOLE N/A 3,000 CNO FINANCIAL GROUP INC COM 12621E103 1 100 SH SOLE N/A 100 CANADIAN NAT RES LTD COM 136385101 776 15,700 SH SOLE N/A 15,700 CAPITAL ONE FINL CORP COM 14040H105 198 3,817 SH SOLE N/A 3,817 COACH INC COM 189754104 563 10,822 SH SOLE N/A 10,822 CONOCOPHILLIPS COM 20825C104 1,739 21,778 SH SOLE N/A 21,778 COTT CORP QUE COM 22163N106 9 1,100 SH SOLE N/A 1,100 COVIDIEN PLC COM G2554F113 35 666 SH SOLE N/A 666 CAMPBELL SOUP CO COM 134429109 487 14,696 SH SOLE N/A 14,696 CALPINE CORP COM 131347304 6 400 SH SOLE N/A 400 COMPUWARE CORP COM 205638109 128 11,107 SH SOLE N/A 11,107 COMPLETE PRODUCTION SERVICES COM 20453E109 473 14,874 SH SOLE N/A 14,874 CROCS INC COM 227046109 2 100 SH SOLE N/A 100 CIRRUS LOGIC INC COM 172755100 30 1,440 SH SOLE N/A 1,440 CREDIT SUISSE GROUP SPONSORED ADR 225401108 209 4,900 SH SOLE N/A 4,900 COMPUTER SCIENCES CORP COM 205363104 612 12,555 SH SOLE N/A 12,555 CAPITALSOURCE INC COM 14055X102 1 100 SH SOLE N/A 100 CSX CORP COM 126408103 928 11,810 SH SOLE N/A 11,810 CINTAS CORP COM 172908105 295 9,733 SH SOLE N/A 9,733 CABLEVISION SYS CORP COM 12686C109 79 2,295 SH SOLE N/A 2,295 CENOVUS ENERGY INC COM 15135U109 583 14,800 SH SOLE N/A 14,800 COVENTRY HEALTH CARE INC COM 222862104 223 7,001 SH SOLE N/A 7,001 CHEVRON CORP NEW COM 166764100 1,583 14,736 SH SOLE N/A 14,736 CEMEX SAB DE CV SPONSORED ADR 151290889 165 18,500 SH SOLE N/A 18,500 CYPRESS SEMICONDUCTOR CORP COM 232806109 31 1,606 SH SOLE N/A 1,606 DOMINION RES INC VA NEW COM 25746U109 45 1,000 SH SOLE N/A 1,000 DELTA AIR LINES INC DEL COM 247361702 630 64,273 SH SOLE N/A 64,273 E-COMMERCE CHINA DANGDANG IN SPONSORED ADR 26833A105 95 4,600 SH SOLE N/A 4,600 DEUTSCHE BANK AG COM D18190898 12 200 SH SOLE N/A 200 DU PONT E I DE NEMOURS & CO COM 263534109 55 1,000 SH SOLE N/A 1,000 DECKERS OUTDOOR CORP COM 243537107 270 3,138 SH SOLE N/A 3,138 DELL INC COM 24702R101 625 43,074 SH SOLE N/A 43,074 DISCOVER FINL SVCS COM 254709108 1,143 47,400 SH SOLE N/A 47,400 D R HORTON INC COM 23331A109 95 8,144 SH SOLE N/A 8,144 DANAHER CORP DEL COM 235851102 1,434 27,627 SH SOLE N/A 27,627 DISNEY WALT CO COM 254687106 541 12,549 SH SOLE N/A 12,549 DICKS SPORTING GOODS INC COM 253393102 325 8,130 SH SOLE N/A 8,130 DIAMOND OFFSHORE DRILLING INC COM 25271C102 715 9,200 SH SOLE N/A 9,200 AMDOCS LTD COM G02602103 398 13,811 SH SOLE N/A 13,811 DR PEPPER SNAPPLE GROUP INC COM 26138E109 823 22,139 SH SOLE N/A 22,139 DIRECTTV COM 25490A101 575 12,293 SH SOLE N/A 12,293 DAVITA INC COM 23918K108 333 3,900 SH SOLE N/A 3,900 DEVON ENERGY CORP NEW COM 25179M103 1,165 12,700 SH SOLE N/A 12,700 EBAY INC COM 278642103 1,185 38,183 SH SOLE N/A 38,183 ENCANA CORP COM 292505104 861 24,942 SH SOLE N/A 24,942 CONSOLIDATED EDISON INC COM 209115104 176 3,465 SH SOLE N/A 3,465 ELDORADO GOLD CORP NEW COM 284902103 109 6,700 SH SOLE N/A 6,700 EDISON INTL COM 281020107 154 4,200 SH SOLE N/A 4,200 EARTHLINK INC COM 270321102 18 2,300 SH SOLE N/A 2,300 EMULEX CORP COM 292475209 20 1,900 SH SOLE N/A 1,900 E M C CORP MASS COM 268648102 1,428 53,780 SH SOLE N/A 53,780 EASTMAN CHEM CO COM 277432100 316 3,185 SH SOLE N/A 3,185 EMERSON ELEC CO COM 291011104 1,408 24,100 SH SOLE N/A 24,100 ENTROPIC COMMUNICATIONS INC COM 29384R105 57 6,690 SH SOLE N/A 6,690 ELECTRONIC ARTS INC COM 285512109 15 763 SH SOLE N/A 763 ENERGYSOLUTIONS INC COM 292756202 62 10,339 SH SOLE N/A 10,339 ENSCO PLC SPONSORED ADR 29358Q109 709 12,252 SH SOLE N/A 12,252 ENTERGY CORP NEW COM 29364G103 57 850 SH SOLE N/A 850 EAST WEST BANCORP INC COM 27579R104 86 3,900 SH SOLE N/A 3,900 FTI CONSULTING INC COM 302941109 31 800 SH SOLE N/A 800 FEDEX CORP COM 31428X106 1,076 11,502 SH SOLE N/A 11,502 FEDERATED INVS INC PA COM 314211103 112 4,200 SH SOLE N/A 4,200 FIFTH THIRD BANCORP COM 316773100 1,020 73,485 SH SOLE N/A 73,485 FOOT LOCKER INC COM 344849104 304 15,421 SH SOLE N/A 15,421 F M C CORP COM 302491303 76 900 SH SOLE N/A 900 FIRST NIAGARA FINL GP INC COM 33582V108 193 14,200 SH SOLE N/A 14,200 FERRO CORP COM 315405100 76 4,600 SH SOLE N/A 4,600 FRONTLINE LTD COM G3682E127 184 7,440 SH SOLE N/A 7,440 FIRST SOLAR INC COM 336433107 449 2,794 SH SOLE N/A 2,794 SHANDA GAMES LTD SPONSORED ADR 81941U105 49 7,737 SH SOLE N/A 7,737 GANNETT INC COM 364730101 219 14,364 SH SOLE N/A 14,364 GENERAL DYNAMICS CORP COM 369550108 827 10,800 SH SOLE N/A 10,800 GENERAL ELECTRIC CO COM 369604103 1,347 67,200 SH SOLE N/A 67,200 GAFISA S A SPONSORED ADR 362607301 6 500 SH SOLE N/A 500 GERDAU S A SPONSORED ADR 373737105 129 10,300 SH SOLE N/A 10,300 GENERAL MLS INC COM 370334104 662 18,112 SH SOLE N/A 18,112 GLOBAL INDS LTD COM 379336100 86 8,800 SH SOLE N/A 8,800 CORNING INC COM 219350105 133 6,425 SH SOLE N/A 6,425 GMX RES INC COM 38011M108 33 5,400 SH SOLE N/A 5,400 GENWORTH FINL INC COM 37247D106 7 500 SH SOLE N/A 500 GOL LINHAS AEREAS INTLG S A SPONSORED ADR 38045R107 54 3,900 SH SOLE N/A 3,900 GARMIN LTD COM H2906T109 147 4,344 SH SOLE N/A 4,344 GOLDMAN SACHS GROUP INC COM 38141G104 1,725 10,885 SH SOLE N/A 10,885 GRAFTECH INTL LTD COM 384313102 74 3,600 SH SOLE N/A 3,600 GREAT PLAINS ENERGY INC COM 391164100 15 748 SH SOLE N/A 748 HALLIBURTON CO COM 406216101 1,398 28,056 SH SOLE N/A 28,056 HARMAN INTL INDS INC COM 413086109 23 500 SH SOLE N/A 500 HASBRO INC COM 418056107 178 3,810 SH SOLE N/A 3,810 HUNTINGTON BANCSHARES INC COM 446150104 19 2,800 SH SOLE N/A 2,800 HUDSON CITY BANCORP COM 443683107 7 700 SH SOLE N/A 700 HOME DEPOT INC COM 437076102 25 677 SH SOLE N/A 677 HECKMANN CORP COM 422680108 30 4,600 SH SOLE N/A 4,600 HESS CORP COM 42809H107 42 496 SH SOLE N/A 496 HHGREGG INC COM 42833L108 44 3,300 SH SOLE N/A 3,300 HARTFORD FINL SVCS GROUP INC COM 416515104 332 12,322 SH SOLE N/A 12,322 HECLA MNG CO COM 422704106 137 15,100 SH SOLE N/A 15,100 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 256 14,900 SH SOLE N/A 14,900 HEALTH MGMT ASSOC INC NEW COM 421933102 24 2,200 SH SOLE N/A 2,200 HONDA MOTOR LTD SPONSORED ADR 438128308 11 300 SH SOLE N/A 300 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 374 25,147 SH SOLE N/A 25,147 HEINZ H J CO COM 423074103 743 15,228 SH SOLE N/A 15,228 HOLOGIC INC COM 436440101 262 11,815 SH SOLE N/A 11,815 HONEYWELL INTL INC COM 438516106 188 3,145 SH SOLE N/A 3,145 STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 709 12,200 SH SOLE N/A 12,200 HELMERICH & PAYNE INC COM 423452101 301 4,385 SH SOLE N/A 4,385 HEWLETT PACKARD CO COM 428236103 1,229 29,993 SH SOLE N/A 29,993 BLOCK H & R INC COM 093671105 316 18,900 SH SOLE N/A 18,900 HOSPIRA INC COM 441060100 315 5,713 SH SOLE N/A 5,713 HERSHEY CO COM 427866108 649 11,948 SH SOLE N/A 11,948 HUNTSMAN CORP COM 447011107 348 20,000 SH SOLE N/A 20,000 HEXCEL CORP NEW COM 428291108 61 3,100 SH SOLE N/A 3,100 IAMGOLD CORP COM 450913108 10 440 SH SOLE N/A 440 INTERNATIONAL BUSINESS MACHS COM 459200101 1,757 10,773 SH SOLE N/A 10,773 ICICI BK LTD SPONSORED ADR 45104G104 603 12,100 SH SOLE N/A 12,100 INTEGRATED DEVICE TECHNOLOGY COM 458118106 21 2,800 SH SOLE N/A 2,800 INTERNATIONAL GAME TECHNOLOGY COM 459902102 122 7,500 SH SOLE N/A 7,500 INFINERA CORPORATION COM 45667G103 30 3,600 SH SOLE N/A 3,600 ING GROEP N V SPONSORED ADR 456837103 10 764 SH SOLE N/A 764 INTEL CORP COM 458140100 1,323 65,600 SH SOLE N/A 65,600 ION GEOPHYSICAL CORPORATION COM 462044108 19 1,515 SH SOLE N/A 1,515 INTL PAPER CO COM 460146103 110 3,631 SH SOLE N/A 3,631 INGERSOLL-RAND PLC COM G47791101 193 4,001 SH SOLE N/A 4,001 ILLINOIS TOOL WKS INC COM 452308109 650 12,098 SH SOLE N/A 12,098 JAGUAR MNG INC COM 47009M103 7 1,400 SH SOLE N/A 1,400 JA SOLAR HOLDINGS CO LTD SPONSORED ADR 466090107 18 2,600 SH SOLE N/A 2,600 JABIL CIRCUIT INC COM 466313103 281 13,766 SH SOLE N/A 13,766 JOHNSON CTLS INC COM 478366107 670 16,115 SH SOLE N/A 16,115 PENNEY J C INC COM 708160106 422 11,757 SH SOLE N/A 11,757 JDS UNIPHASE CORP COM 46612J507 110 5,300 SH SOLE N/A 5,300 JOHNSON & JOHNSON COM 478160104 47 790 SH SOLE N/A 790 JUNIPER NETWORKS INC COM 48203R104 219 5,200 SH SOLE N/A 5,200 JANUS CAP GROUP INC COM 47102X105 109 8,712 SH SOLE N/A 8,712 ST JOE CO COM 790148100 3 100 SH SOLE N/A 100 JPMORGAN CHASE & CO COM 46625H100 1,442 31,272 SH SOLE N/A 31,272 KB HOME COM 48666K109 434 34,850 SH SOLE N/A 34,850 KBR INC COM 48242W106 793 21,000 SH SOLE N/A 21,000 KEY ENERGY SVCS INC COM 492914106 2 100 SH SOLE N/A 100 KINROSS GOLD CORP COM 496902404 244 15,500 SH SOLE N/A 15,500 KKR & CO L P DEL COM 48248M102 424 25,858 SH SOLE N/A 25,858 COCA-COLA CO COM 191216100 1,022 15,400 SH SOLE N/A 15,400 KROGER CO COM 501044101 1,398 58,343 SH SOLE N/A 58,343 LIBERTY GLOBAL INC COM 530555101 99 2,400 SH SOLE N/A 2,400 CHINA LIFE INS CO LTD SPONSORED ADR 16939P106 73 1,300 SH SOLE N/A 1,300 LINN ENERGY LLC COM 536020100 55 1,403 SH SOLE N/A 1,403 LIBERTY MEDIA CORP NEW COM 53071M104 437 27,232 SH SOLE N/A 27,232 L-3 COMMUNICATIONS HLDGS INC COM 502424104 561 7,168 SH SOLE N/A 7,168 ELI LILLY & CO COM 532457108 271 7,700 SH SOLE N/A 7,700 LOCKHEED MARTIN CORP COM 539830109 931 11,579 SH SOLE N/A 11,579 LORRILLARD INC COM 544147101 314 3,303 SH SOLE N/A 3,303 LOGITECH INTL S A SPONSORED ADR H50430232 145 7,986 SH SOLE N/A 7,986 LOWES COS INC COM 548661107 1,253 47,400 SH SOLE N/A 47,400 LAM RESEARCH CORP COM 512807108 136 2,402 SH SOLE N/A 2,402 LSI CORPORATION COM 502161102 110 16,200 SH SOLE N/A 16,200 LEUCADIA NATL CORP COM 527288104 71 1,878 SH SOLE N/A 1,878 LEXMARK INTL NEW COM 529771107 184 4,963 SH SOLE N/A 4,963 LYONDELLBASELL INDUSTRIES N COM N53745100 423 10,688 SH SOLE N/A 10,688 LIVE NATION ENTERTAINMENT INC COM 538034109 181 18,080 SH SOLE N/A 18,080 MASTERCARD INC COM 57636Q104 205 816 SH SOLE N/A 816 MARRIOTT INTL INC NEW COM 571903202 323 9,081 SH SOLE N/A 9,081 MASCO CORP COM 574599106 194 13,926 SH SOLE N/A 13,926 MBIA INC COM 55262C100 351 34,973 SH SOLE N/A 34,973 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 314 14,800 SH SOLE N/A 14,800 MCDONALDS CORP COM 580135101 719 9,450 SH SOLE N/A 9,450 MICROCHIP TECHNOLOGY INC COM 595017104 65 1,716 SH SOLE N/A 1,716 MCKESSON CORP COM 58155Q103 1,025 12,965 SH SOLE N/A 12,965 MOODYS CORP COM 615369105 90 2,665 SH SOLE N/A 2,665 MOLYCORP INC DEL COM 608753109 288 4,800 SH SOLE N/A 4,800 MEDTRONIC INC COM 585055106 340 8,645 SH SOLE N/A 8,645 MENTOR GRAPHICS CORP COM 587200106 82 5,615 SH SOLE N/A 5,615 MF GLOBAL HOLDINGS LTD COM 55277J108 85 10,300 SH SOLE N/A 10,300 MANULIFE FINL CORP COM 56501R106 13 752 SH SOLE N/A 752 MAGNA INTL INC COM 559222401 621 12,956 SH SOLE N/A 12,956 MGM RESORTS INTERNATIONAL COM 552953101 306 23,300 SH SOLE N/A 23,300 MCGRAW HILL COS INC COM 580645109 154 3,916 SH SOLE N/A 3,916 MIPS TECHNOLOGIES INC COM 604567107 14 1,300 SH SOLE N/A 1,300 MEAD JOHNSON NUTRITION CO COM 582839106 16 269 SH SOLE N/A 269 MARSH & MCLENNAN COS INC COM 571748102 200 6,700 SH SOLE N/A 6,700 MOTOROLA MOBILITY HLDGS INC COM 620097105 127 5,204 SH SOLE N/A 5,204 ALTRIA GROUP INC COM 02209S103 294 11,300 SH SOLE N/A 11,300 MERCK & CO INC COM 58933Y105 1,413 42,800 SH SOLE N/A 42,800 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 721 46,350 SH SOLE N/A 46,350 MICROSOFT CORP COM 594918104 1,405 55,400 SH SOLE N/A 55,400 MGIC INVT CORP WIS COM 552848103 101 11,361 SH SOLE N/A 11,361 MECHEL OAO SPONSORED ADR 583840103 69 2,235 SH SOLE N/A 2,235 MONSTER WORLDWIDE INC COM 611742107 77 4,867 SH SOLE N/A 4,867 MYLAN INC COM 628530107 344 15,159 SH SOLE N/A 15,159 NOBLE CORPORATION COM H5833N103 335 7,335 SH SOLE N/A 7,335 NEWMONT MINING CORP COM 651639106 1,326 24,286 SH SOLE N/A 24,286 NETLOGIC MICROSYSTEMS INC COM 64118B100 474 11,282 SH SOLE N/A 11,282 NETFLIX INC COM 64110L106 998 4,204 SH SOLE N/A 4,204 NEWFIELD EXPL CO COM 651290108 1,307 17,196 SH SOLE N/A 17,196 NATIONAL GRID PLC SPONSORED ADR 636274300 29 600 SH SOLE N/A 600 NISOURCE INC COM 65473P105 330 17,184 SH SOLE N/A 17,184 NIKE INC COM 654106103 1,432 18,912 SH SOLE N/A 18,912 NEKTAR THERAPEUTICS COM 640268108 13 1,400 SH SOLE N/A 1,400 NOMURA HLDGS INC SPONSORED ADR 65535H208 2 300 SH SOLE N/A 300 NOKIA CORP SPONSORED ADR 654902204 106 12,400 SH SOLE N/A 12,400 NEWPARK RES INC COM 651718504 49 6,171 SH SOLE N/A 6,171 NRG ENERGY INC COM 629377508 233 10,809 SH SOLE N/A 10,809 NATIONAL SEMICONDUCTOR CORP COM 637640103 112 7,819 SH SOLE N/A 7,819 NETAPP INC COM 64110D104 1,017 21,098 SH SOLE N/A 21,098 NUCOR CORP COM 670346105 125 2,715 SH SOLE N/A 2,715 NU SKIN ENTERPRISES INC COM 67018T105 17 600 SH SOLE N/A 600 NV ENERGY INC COM 67073Y106 6 400 SH SOLE N/A 400 NOVARTIS A G SPONSORED ADR 66987V109 30 550 SH SOLE N/A 550 NXP SEMICONDUCTORS N V COM N6596X109 459 15,295 SH SOLE N/A 15,295 NEXEN INC COM 65334H102 177 7,085 SH SOLE N/A 7,085 NEW YORK CMNTY BANCORP INC COM 649445103 383 22,204 SH SOLE N/A 22,204 NEW YORK TIMES CO COM 650111107 20 2,100 SH SOLE N/A 2,100 OFFICE DEPOT INC COM 676220106 0 100 SH SOLE N/A 100 OWENS ILL INC COM 690768403 142 4,708 SH SOLE N/A 4,708 ONEOK INC NEW COM 682680103 120 1,800 SH SOLE N/A 1,800 OLIN CORP COM 680665205 203 8,853 SH SOLE N/A 8,853 OFFICEMAX INC DEL COM 67622P101 65 5,005 SH SOLE N/A 5,005 ORACLE CORP COM 68389X105 1,410 42,250 SH SOLE N/A 42,250 OVERSEAS SHIPHOLDING GROUP INC COM 690368105 13 400 SH SOLE N/A 400 OCCIDENTAL PETE CORP DEL COM 674599105 1,224 11,717 SH SOLE N/A 11,717 PENSKE AUTOMOTIVE GRP INC COM 70959W103 26 1,305 SH SOLE N/A 1,305 VERIFONE SYSTEMS INC COM 92342Y109 808 14,700 SH SOLE N/A 14,700 PAYCHEX INC COM 704326107 121 3,863 SH SOLE N/A 3,863 PEOPLES UNITED FINANCIAL INC COM 712704105 144 11,434 SH SOLE N/A 11,434 PG&E CORP COM 69331C108 261 5,900 SH SOLE N/A 5,900 PATTERSON COS COM 703395103 193 5,999 SH SOLE N/A 5,999 PEPSICO INC COM 713448108 1,498 23,256 SH SOLE N/A 23,256 PETSMART INC COM 716768106 100 2,440 SH SOLE N/A 2,440 PFIZER INC COM 717081103 644 31,700 SH SOLE N/A 31,700 PROGRESSIVE CORP OHIO COM 743315103 120 5,673 SH SOLE N/A 5,673 PARKER HANNIFIN CORP COM 701094104 955 10,082 SH SOLE N/A 10,082 PULTEGROUP INC COM 745867101 165 22,277 SH SOLE N/A 22,277 PIER 1 IMPORTS INC COM 720279108 5 500 SH SOLE N/A 500 PERKINELMER INC COM 714046109 402 15,292 SH SOLE N/A 15,292 PARAMETRIC TECHNOLOGY CORP COM 699173209 31 1,400 SH SOLE N/A 1,400 PNC FINL SVCS GROUP INC COM 693475105 359 5,701 SH SOLE N/A 5,701 PENTAIR INC COM 709631105 23 600 SH SOLE N/A 600 POLYONE CORP COM 73179P106 1 101 SH SOLE N/A 101 PORTLAND GEN ELEC CO COM 736508847 90 3,800 SH SOLE N/A 3,800 POTASH CORP SASK INC COM 73755L107 118 1,997 SH SOLE N/A 1,997 PHARMACEUTICAL PROD DEV INC COM 717124101 13 469 SH SOLE N/A 469 PPG INDS INC COM 693506107 1,247 13,100 SH SOLE N/A 13,100 PROSPECT CAPITAL CORPORATION COM 74348T102 47 3,888 SH SOLE N/A 3,888 PLATINUM UNDERWRITER HLDGS L COM G7127P100 118 3,100 SH SOLE N/A 3,100 PROVIDENT ENERGY LTD COM 74386V100 6 700 SH SOLE N/A 700 PENN WEST PETROLEUM LTD COM 707887105 346 12,497 SH SOLE N/A 12,497 POWER ONE INC NEW COM 73930R102 74 8,412 SH SOLE N/A 8,412 QUANTA SVCS INC COM 74762E102 3 112 SH SOLE N/A 112 PRAXAIR INC COM 74005P104 43 425 SH SOLE N/A 425 QEP RES INC COM 74733V100 36 897 SH SOLE N/A 897 QIAGEN N V COM N72482107 70 3,474 SH SOLE N/A 3,474 QUEST SOFTWARE INC COM 74834T103 18 700 SH SOLE N/A 700 REYNOLDS AMERICAN INC COM 761713106 942 26,508 SH SOLE N/A 26,508 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 584 14,154 SH SOLE N/A 14,154 RADIAN GROUP INC COM 750236101 120 17,600 SH SOLE N/A 17,600 RPC INC COM 749660106 28 1,100 SH SOLE N/A 1,100 REGIONS FINANCIAL CORP NEW COM 7591EP100 404 55,700 SH SOLE N/A 55,700 RF MICRODEVICES INC COM 749941100 38 5,934 SH SOLE N/A 5,934 REGAL ENTMT GROUP COM 758766109 65 4,840 SH SOLE N/A 4,840 RED HAT INC COM 756577102 19 419 SH SOLE N/A 419 TRANSOCEAN LTD COM H8817H100 174 2,227 SH SOLE N/A 2,227 RESEARCH IN MOTION LTD COM 760975102 837 14,800 SH SOLE N/A 14,800 RESMED INC COM 761152107 36 1,198 SH SOLE N/A 1,198 ROCKWOOD HLDGS INC COM 774415103 182 3,703 SH SOLE N/A 3,703 ROVI CORPORATION COM 779376102 459 8,564 SH SOLE N/A 8,564 DONNELLEY R R & SONS CO COM 257867101 166 8,786 SH SOLE N/A 8,786 RSC HOLDINGS INC COM 74972L102 8 584 SH SOLE N/A 584 RADIOSHACK CORP COM 750438103 67 4,441 SH SOLE N/A 4,441 ROYAL BK CDA MONTREAL QUE COM 780087102 378 6,100 SH SOLE N/A 6,100 RYLAND GROUP INC COM 783764103 206 12,964 SH SOLE N/A 12,964 SAIC INC COM 78390X101 5 272 SH SOLE N/A 272 SAPIENT CORP COM 803062108 81 7,100 SH SOLE N/A 7,100 SERVICE CORP INTL COM 817565104 25 2,297 SH SOLE N/A 2,297 SEADRILL LIMITED COM G7945E105 344 9,540 SH SOLE N/A 9,540 SPECTRA ENERGY CORP COM 847560109 391 14,392 SH SOLE N/A 14,392 SEALED AIR CORP NEW COM 81211K100 17 656 SH SOLE N/A 656 SMITHFIELD FOODS INC COM 832248108 416 17,300 SH SOLE N/A 17,300 COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR 20440W105 385 23,100 SH SOLE N/A 23,100 SAKS INC COM 79377W108 283 25,018 SH SOLE N/A 25,018 SCHLUMBERGER LTD COM 806857108 993 10,644 SH SOLE N/A 10,644 SARA LEE CORP COM 803111103 71 4,000 SH SOLE N/A 4,000 SLM CORP COM 78442P106 228 14,900 SH SOLE N/A 14,900 STERLITE INDS INDIA LTD SPONSORED ADR 859737207 131 8,483 SH SOLE N/A 8,483 SILVER WHEATON CORP COM 828336107 192 4,438 SH SOLE N/A 4,438 SYNOPSYS INC COM 871607107 127 4,593 SH SOLE N/A 4,593 SOHU COM INC COM 83408W103 144 1,614 SH SOLE N/A 1,614 RENESOLA LTD SPONSORED ADR 75971T103 66 6,213 SH SOLE N/A 6,213 SILICONWARE PRECISION INDS LTD SPONSORED ADR 827084864 20 3,300 SH SOLE N/A 3,300 STAPLES INC COM 855030102 627 32,300 SH SOLE N/A 32,300 SUNPOWER CORP COM 867652109 114 6,649 SH SOLE N/A 6,649 SOCIEDAD QUIMICA MINERA DE CHI SPONSORED ADR 833635105 61 1,100 SH SOLE N/A 1,100 SUNRISE SENIOR LIVING INC COM 86768K106 61 5,100 SH SOLE N/A 5,100 BANCO SANTANDER SA SPONSORED ADR 05964H105 12 1,000 SH SOLE N/A 1,000 STEC INC COM 784774101 25 1,266 SH SOLE N/A 1,266 SUNTRUST BKS INC COM 867914103 14 500 SH SOLE N/A 500 ST JUDE MED INC COM 790849103 1,339 26,123 SH SOLE N/A 26,123 STEEL DYNAMICS INC COM 858119100 8 400 SH SOLE N/A 400 STMICROELECTRONICS N V SPONSORED ADR 861012102 84 6,800 SH SOLE N/A 6,800 SUNTECH PWR HLDGS CO LTD SPONSORED ADR 86800C104 28 2,800 SH SOLE N/A 2,800 QUESTAR CORP COM 748356102 14 804 SH SOLE N/A 804 SUNCOR ENERGY INC COM 867224107 576 12,850 SH SOLE N/A 12,850 SOUTHERN UN CO NEW COM 844030106 92 3,200 SH SOLE N/A 3,200 SUNOCO INC COM 86764P109 517 11,351 SH SOLE N/A 11,351 STILLWATER MNG CO COM 86074Q102 37 1,626 SH SOLE N/A 1,626 SKYWORKS SOLUTIONS INC COM 83088M102 534 16,461 SH SOLE N/A 16,461 SOUTHWESTERN ENERGY CO COM 845467109 373 8,676 SH SOLE N/A 8,676 SYSCO CORP COM 871829107 797 28,761 SH SOLE N/A 28,761 AT&T INC COM 00206R102 1,718 56,130 SH SOLE N/A 56,130 TAM SA SPONSORED ADR 87484D103 0 19 SH SOLE N/A 19 THOMPSON CREEK METALS CO INC COM 884768102 46 3,700 SH SOLE N/A 3,700 TECK RESOURCES LTD COM 878742204 87 1,640 SH SOLE N/A 1,640 TORONTO DOMINION BK ONT COM 891160509 870 9,820 SH SOLE N/A 9,820 TIDEWATER INC COM 886423102 558 9,318 SH SOLE N/A 9,318 TELEFONICA S A SPONSORED ADR 879382208 5 200 SH SOLE N/A 200 TENNECO INC COM 880349105 272 6,396 SH SOLE N/A 6,396 TARGET CORP COM 87612E106 925 18,500 SH SOLE N/A 18,500 TIVO INC COM 888706108 22 2,500 SH SOLE N/A 2,500 TURKCELL ILETISIM HIZMETLERI SPONSORED ADR 900111204 14 900 SH SOLE N/A 900 TELLABS INC COM 879664100 27 5,100 SH SOLE N/A 5,100 TOYOTA MOTOR CORP SPONSORED ADR 892331307 249 3,100 SH SOLE N/A 3,100 TELEFONOS DE MEXICO S A B SPONSORED ADR 879403780 33 1,800 SH SOLE N/A 1,800 TOLL BROTHERS INC COM 889478103 136 6,900 SH SOLE N/A 6,900 TRIQUINT SEMICONDUCTOR INC COM 89674K103 189 14,613 SH SOLE N/A 14,613 THOMSON REUTERS CORP COM 884903105 188 4,800 SH SOLE N/A 4,800 TRAVELERS COMPANIES INC COM 89417E109 773 12,990 SH SOLE N/A 12,990 TYSON FOODS INC COM 902494103 352 18,349 SH SOLE N/A 18,349 TOTAL SYS SVCS INC COM 891906109 236 13,073 SH SOLE N/A 13,073 TATA MTRS LTD SPONSORED ADR 876568502 36 1,288 SH SOLE N/A 1,288 TIME WARNER INC COM 887317303 428 11,976 SH SOLE N/A 11,976 TERNIUM SA SPONSORED ADR 880890108 18 500 SH SOLE N/A 500 TEXTRON INC COM 883203101 68 2,483 SH SOLE N/A 2,483 TYCO INTERNATIONAL LTD COM H89128104 1,084 24,203 SH SOLE N/A 24,203 UNITED CONTINENTAL HOLDINGS COM 910047109 264 11,494 SH SOLE N/A 11,494 UBS AG COM H89231338 67 3,718 SH SOLE N/A 3,718 UNITEDHEALTH GROUP INC COM 91324P102 936 20,700 SH SOLE N/A 20,700 UNUM GROUP COM 91529Y106 350 13,328 SH SOLE N/A 13,328 UNION PAC CORP COM 907818108 477 4,849 SH SOLE N/A 4,849 ULTRA PETROLEUM CORP COM 903914109 395 8,013 SH SOLE N/A 8,013 UNITED PARCEL SERVICE INC COM 911312106 963 12,951 SH SOLE N/A 12,951 URBAN OUTFITTERS INC COM 917047102 166 5,554 SH SOLE N/A 5,554 UNITED RENTALS INC COM 911363109 209 6,273 SH SOLE N/A 6,273 URS CORP NEW COM 903236107 28 600 SH SOLE N/A 600 UNITED TECHNOLOGIES CORP COM 913017109 686 8,100 SH SOLE N/A 8,100 US GOLD CORPORATION COM 912023207 54 6,100 SH SOLE N/A 6,100 VISA INC COM 92826C839 1,752 23,792 SH SOLE N/A 23,792 VALUECLICK INC COM 92046N102 15 1,056 SH SOLE N/A 1,056 VEECO INSTRS INC DEL COM 922417100 206 4,049 SH SOLE N/A 4,049 VIACOM INC NEW COM 92553P201 1,104 23,731 SH SOLE N/A 23,731 VIMPELCOM LTD SPONSORED ADR 92719A106 4 300 SH SOLE N/A 300 VALERO ENERGY CORP NEW COM 91913Y100 944 31,652 SH SOLE N/A 31,652 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W209 40 1,400 SH SOLE N/A 1,400 VALIDUS HOLDINGS LTD COM G9319H102 87 2,600 SH SOLE N/A 2,600 VERISIGN INC COM 92343E102 225 6,214 SH SOLE N/A 6,214 VIVUS INC COM 928551100 11 1,700 SH SOLE N/A 1,700 VERIZON COMMUNICATIONS COM 92343V104 166 4,300 SH SOLE N/A 4,300 WARNER CHILCOTT LTD COM G94368100 42 1,800 SH SOLE N/A 1,800 WESTERN DIGITAL CORP COM 958102105 542 14,531 SH SOLE N/A 14,531 WISCONSIN ENERGY CORP COM 976657106 301 9,877 SH SOLE N/A 9,877 WELLS FARGO & CO NEW COM 949746101 599 18,900 SH SOLE N/A 18,900 WHIRLPOOL CORP COM 963320106 810 9,494 SH SOLE N/A 9,494 WIPRO LTD SPONSORED ADR 97651M109 3 200 SH SOLE N/A 200 WASTE MGMT INC DEL COM 94106L109 119 3,200 SH SOLE N/A 3,200 WILLIAMS COS INC DEL COM 969457100 331 10,600 SH SOLE N/A 10,600 WAL MART STORES INC COM 931142103 1,749 33,600 SH SOLE N/A 33,600 WARNACO GROUP INC COM 934390402 234 4,100 SH SOLE N/A 4,100 WESTERN UN CO COM 959802109 318 15,292 SH SOLE N/A 15,292 XCEL ENERGY INC COM 98389B100 523 21,888 SH SOLE N/A 21,888 EXXON MOBIL CORP COM 30231G102 1,614 19,184 SH SOLE N/A 19,184 XEROX CORP COM 984121103 237 22,300 SH SOLE N/A 22,300 YAHOO INC COM 984332106 198 11,900 SH SOLE N/A 11,900 YOUKU COM INC SPONSORED ADR 98742U100 190 4,005 SH SOLE N/A 4,005 YUM BRANDS INC COM 988498101 1,346 26,200 SH SOLE N/A 26,200 ZIONS BANCORPORATION COM 989701107 342 14,812 SH SOLE N/A 14,812 ZIMMER HLDGS INC COM 98956P102 39 644 SH SOLE N/A 644 469 161,922
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: [ 469 ] Form 13F Information Table Value Total: [ 161,922 ] (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 headings and list entries.] No. Form 13F File Number CIK Number Name