Quantbot Technologies

Quantbot Technologies as of Sept. 30, 2012

Portfolio Holdings for Quantbot Technologies

Quantbot Technologies holds 0 positions in its portfolio as reported in the September 2012 quarterly 13F filing

                {S}                                 {C}            {C}      {C}        {C}      {C}{C}    {C}      {C}          {C}       {C}   {C}
                                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
------------------------------  ---------------- --------- --------  --------   -------  --------  ---------   -------- ------------
ALCOA INC                       COM              013817101       11     1,200  SH       SOLE      N/A           1,200
ADVANCE AUTO PARTS INC          COM              00751Y106        7       100  SH       SOLE      N/A             100
ABB LTD-SPON ADR                SPONSORED ADR    000375204       47     2,500  SH       SOLE      N/A           2,500
AMERISOURCEBERGEN CORP          COM              03073E105      128     3,300  SH       SOLE      N/A           3,300
ABBOTT LABORATORIES             COM              002824100      449     6,556  SH       SOLE      N/A           6,556
COMPANHIA DE BEBIDAS-PRF ADR    SPONSORED ADR    20441W203       42     1,100  SH       SOLE      N/A           1,100
ACCO BRANDS CORP                COM              00081T108       55     8,500  SH       SOLE      N/A           8,500
ACE LTD                         COM              H0023R105      106     1,398  SH       SOLE      N/A           1,398
ADOBE SYSTEMS INC               COM              00724F101       15       452  SH       SOLE      N/A             452
ANALOG DEVICES INC              COM              032654105      316     8,064  SH       SOLE      N/A           8,064
ARCHER-DANIELS-MIDLAND CO       COM              039483102      262     9,653  SH       SOLE      N/A           9,653
AEGON N.V.-NY REG SHR           COM              007924103        1       200  SH       SOLE      N/A             200
AGNICO-EAGLE MINES LTD          COM              008474108      296     5,709  SH       SOLE      N/A           5,709
AMERICAN ELECTRIC POWER         COM              025537101      258     5,879  SH       SOLE      N/A           5,879
AES CORP                        COM              00130H105      406    37,000  SH       SOLE      N/A          37,000
AETNA INC                       COM              00817Y108      179     4,528  SH       SOLE      N/A           4,528
ASTORIA FINANCIAL CORP          COM              046265104        1       100  SH       SOLE      N/A             100
AMERICAN FINANCIAL GROUP INC    COM              025932104       11       300  SH       SOLE      N/A             300
AGCO CORP                       COM              001084102      106     2,230  SH       SOLE      N/A           2,230
AGRIUM INC                      COM              008916108       41       400  SH       SOLE      N/A             400
ASSURANT INC                    COM              04621X108       63     1,700  SH       SOLE      N/A           1,700
AKAMAI TECHNOLOGIES INC         COM              00971T101      398    10,400  SH       SOLE      N/A          10,400
AKORN INC                       COM              009728106        3       200  SH       SOLE      N/A             200
ALIGN TECHNOLOGY INC            COM              016255101       18       500  SH       SOLE      N/A             500
ALLSTATE CORP                   COM              020002101      987    24,909  SH       SOLE      N/A          24,909
ALCATEL-LUCENT-SPONSORED ADR    COM              013904305        0       300  SH       SOLE      N/A             300
APPLIED MATERIALS INC           COM              038222105      813    72,800  SH       SOLE      N/A          72,800
AMETEK INC                      COM              031100100      200     5,648  SH       SOLE      N/A           5,648
AMKOR TECHNOLOGY INC            COM              031652100        2       500  SH       SOLE      N/A             500
AMAZON.COM INC                  COM              023135106      684     2,690  SH       SOLE      N/A           2,690
ABERCROMBIE   FITCH CO-CL A     COM              002896207      149     4,400  SH       SOLE      N/A           4,400
ALPHA NATURAL RESOURCES INC     COM              02076X102      331    50,400  SH       SOLE      N/A          50,400
APACHE CORP                     COM              037411105      103     1,188  SH       SOLE      N/A           1,188
ANADARKO PETROLEUM CORP         COM              032511107      406     5,800  SH       SOLE      N/A           5,800
ACME PACKET INC                 COM              004764106       84     4,900  SH       SOLE      N/A           4,900
APOLLO GROUP INC-CL A           COM              037604105       71     2,450  SH       SOLE      N/A           2,450
ASML HOLDING NV-NY REG SHS      COM              N07059186      550    10,245  SH       SOLE      N/A          10,245
ALLEGHENY TECHNOLOGIES INC      COM              01741R102       45     1,400  SH       SOLE      N/A           1,400
ATMEL CORP                      COM              049513104      147    27,900  SH       SOLE      N/A          27,900
ACTUANT CORP-A                  COM              00508X203        9       300  SH       SOLE      N/A             300
ACTIVISION BLIZZARD INC         COM              00507V109      329    29,196  SH       SOLE      N/A          29,196
ATWOOD OCEANICS INC             COM              050095108       14       300  SH       SOLE      N/A             300
AURICO GOLD INC                 COM              05155C105       15     2,170  SH       SOLE      N/A           2,170
YAMANA GOLD INC                 COM              98462Y100      177     9,272  SH       SOLE      N/A           9,272
AVAGO TECHNOLOGIES LTD          COM              Y0486S104      258     7,400  SH       SOLE      N/A           7,400
AVON PRODUCTS INC               COM              054303102       64     4,000  SH       SOLE      N/A           4,000
AUTOZONE INC                    COM              053332102      134       362  SH       SOLE      N/A             362
BOEING CO/THE                   COM              097023105      630     9,044  SH       SOLE      N/A           9,044
BANK OF AMERICA CORP            COM              060505104      521    59,000  SH       SOLE      N/A          59,000
BRASKEM SA-SPON ADR             SPONSORED ADR    105532105       13       900  SH       SOLE      N/A             900
BASIC ENERGY SERVICES INC       COM              06985P100       84     7,470  SH       SOLE      N/A           7,470
BILL BARRETT CORP               COM              06846N104      114     4,602  SH       SOLE      N/A           4,602
BRUNSWICK CORP                  COM              117043109       11       500  SH       SOLE      N/A             500
BCE INC                         COM              05534B760       22       500  SH       SOLE      N/A             500
BARCLAYS PLC-SPONS ADR          COM              06738E204       61     4,399  SH       SOLE      N/A           4,399
SOTHEBYS                        COM              835898107       44     1,400  SH       SOLE      N/A           1,400
BAIDU INC - SPON ADR            SPONSORED ADR    056752108       46       395  SH       SOLE      N/A             395
BANK OF NEW YORK MELLON CORP    COM              064058100       79     3,500  SH       SOLE      N/A           3,500
BARNES   NOBLE INC              COM              067774109       28     2,200  SH       SOLE      N/A           2,200
BALL CORP                       COM              058498106       68     1,600  SH       SOLE      N/A           1,600
BMC SOFTWARE INC                COM              055921100      267     6,442  SH       SOLE      N/A           6,442
BRISTOL-MYERS SQUIBB CO         COM              110122108      319     9,462  SH       SOLE      N/A           9,462
BP PLC-SPONS ADR                SPONSORED ADR    055622104      182     4,300  SH       SOLE      N/A           4,300
BROOKFIELD OFFICE PROPERTIES    COM              112900105      181    10,950  SH       SOLE      N/A          10,950
BROADRIDGE FINANCIAL SOLUTIO    COM              11133T103       54     2,300  SH       SOLE      N/A           2,300
BERKSHIRE HATHAWAY INC-CL B     COM              084670702      971    11,008  SH       SOLE      N/A          11,008
BANCO SANTANDER BRASIL-ADS      SPONSORED ADR    05967A107        3       400  SH       SOLE      N/A             400
BOSTON SCIENTIFIC CORP          COM              101137107      270    47,047  SH       SOLE      N/A          47,047
ANHEUSER-BUSCH INBEV SPN ADR    SPONSORED ADR    03524A108       17       200  SH       SOLE      N/A             200
BORGWARNER INC                  COM              099724106      111     1,611  SH       SOLE      N/A           1,611
BALLY TECHNOLOGIES INC          COM              05874B107       74     1,500  SH       SOLE      N/A           1,500
BOISE INC                       COM              09746Y105       20     2,300  SH       SOLE      N/A           2,300
CA INC                          COM              12673P105      544    21,100  SH       SOLE      N/A          21,100
CONAGRA FOODS INC               COM              205887102      358    12,990  SH       SOLE      N/A          12,990
CARDINAL HEALTH INC             COM              14149Y108       82     2,100  SH       SOLE      N/A           2,100
CALIX INC                       COM              13100M509        3       500  SH       SOLE      N/A             500
AVIS BUDGET GROUP INC           COM              053774105       68     4,400  SH       SOLE      N/A           4,400
CHUBB CORP                      COM              171232101       69       900  SH       SOLE      N/A             900
CINCINNATI BELL INC             COM              171871106        4       700  SH       SOLE      N/A             700
CHICAGO BRIDGE   IRON CO NV     COM              167250109       19       500  SH       SOLE      N/A             500
CBS CORP-CLASS B NON VOTING     COM              124857202       15       400  SH       SOLE      N/A             400
COCA-COLA ENTERPRISES           COM              19122T109       51     1,629  SH       SOLE      N/A           1,629
CARNIVAL CORP                   COM              143658300      798    21,892  SH       SOLE      N/A          21,892
CADENCE DESIGN SYS INC          COM              127387108      152    11,800  SH       SOLE      N/A          11,800
CELANESE CORP-SERIES A          COM              150870103      241     6,356  SH       SOLE      N/A           6,356
CENTURY ALUMINUM COMPANY        COM              156431108        7     1,000  SH       SOLE      N/A           1,000
CERNER CORP                     COM              156782104      534     6,900  SH       SOLE      N/A           6,900
CAREFUSION CORP                 COM              14170T101       28     1,000  SH       SOLE      N/A           1,000
COLFAX CORP                     COM              194014106       18       500  SH       SOLE      N/A             500
CHURCH   DWIGHT CO INC          COM              171340102      146     2,710  SH       SOLE      N/A           2,710
CHICOS FAS INC                  COM              168615102       19     1,050  SH       SOLE      N/A           1,050
CHINA UNICOM HONG KONG-ADR      SPONSORED ADR    16945R104        5       300  SH       SOLE      N/A             300
CIENA CORP                      COM              171779309      282    20,768  SH       SOLE      N/A          20,768
CEMIG SA -SPONS ADR             SPONSORED ADR    204409601       75     6,200  SH       SOLE      N/A           6,200
CINCINNATI FINANCIAL CORP       COM              172062101       15       400  SH       SOLE      N/A             400
C J ENERGY SERVICES INC         COM              12467B304        4       200  SH       SOLE      N/A             200
COLGATE-PALMOLIVE CO            COM              194162103      442     4,121  SH       SOLE      N/A           4,121
CORELOGIC INC                   COM              21871D103        3        96  SH       SOLE      N/A              96
CLEAN ENERGY FUELS CORP         COM              184499101        8       600  SH       SOLE      N/A             600
COMMERCIAL METALS CO            COM              201723103       34     2,585  SH       SOLE      N/A           2,585
CUMMINS INC                     COM              231021106      360     3,901  SH       SOLE      N/A           3,901
CINEMARK HOLDINGS INC           COM              17243V102        4       200  SH       SOLE      N/A             200
CNO FINANCIAL GROUP INC         COM              12621E103       34     3,543  SH       SOLE      N/A           3,543
CANADIAN NATURAL RESOURCES      COM              136385101      376    12,200  SH       SOLE      N/A          12,200
CON-WAY INC                     COM              205944101       96     3,500  SH       SOLE      N/A           3,500
ROCKWELL COLLINS INC            COM              774341101      246     4,585  SH       SOLE      N/A           4,585
COSTCO WHOLESALE CORP           COM              22160K105      782     7,813  SH       SOLE      N/A           7,813
COVIDIEN PLC                    COM              G2554F113       99     1,674  SH       SOLE      N/A           1,674
CREE INC                        COM              225447101      220     8,600  SH       SOLE      N/A           8,600
COMSTOCK RESOURCES INC          COM              205768203      195    10,600  SH       SOLE      N/A          10,600
CREDIT SUISSE GROUP-SPON ADR    SPONSORED ADR    225401108       63     3,000  SH       SOLE      N/A           3,000
CAPITALSOURCE INC               COM              14055X102        3       355  SH       SOLE      N/A             355
CSX CORP                        COM              126408103      276    13,321  SH       SOLE      N/A          13,321
COOPER TIRE   RUBBER            COM              216831107       84     4,400  SH       SOLE      N/A           4,400
CENTURYLINK INC                 COM              156700106      756    18,721  SH       SOLE      N/A          18,721
CTRIP.COM INTERNATIONAL-ADR     SPONSORED ADR    22943F100        8       488  SH       SOLE      N/A             488
CABLEVISION SYSTEMS-NY GRP-A    COM              12686C109       95     6,010  SH       SOLE      N/A           6,010
CENOVUS ENERGY INC              COM              15135U109      122     3,500  SH       SOLE      N/A           3,500
CHEVRON CORP                    COM              166764100      559     4,800  SH       SOLE      N/A           4,800
CYPRESS SEMICONDUCTOR CORP      COM              232806109       75     7,000  SH       SOLE      N/A           7,000
DOMINION RESOURCES INC/VA       COM              25746U109      339     6,400  SH       SOLE      N/A           6,400
DELTA AIR LINES INC             COM              247361702      112    12,200  SH       SOLE      N/A          12,200
DANA HOLDING CORP               COM              235825205      135    11,000  SH       SOLE      N/A          11,000
DEUTSCHE BANK AG-REGISTERED     COM              D18190898      101     2,554  SH       SOLE      N/A           2,554
3D SYSTEMS CORP                 COM              88554D205      181     5,516  SH       SOLE      N/A           5,516
DEERE   CO                      COM              244199105      140     1,700  SH       SOLE      N/A           1,700
DELL INC                        COM              24702R101       37     3,800  SH       SOLE      N/A           3,800
DISCOVER FINANCIAL SERVICES     COM              254709108      469    11,800  SH       SOLE      N/A          11,800
DOLLAR GENERAL CORP             COM              256677105      691    13,400  SH       SOLE      N/A          13,400
DR HORTON INC                   COM              23331A109      290    14,065  SH       SOLE      N/A          14,065
DANAHER CORP                    COM              235851102      224     4,069  SH       SOLE      N/A           4,069
DISH NETWORK CORP-A             COM              25470M109      184     6,008  SH       SOLE      N/A           6,008
DELEK US HOLDINGS INC           COM              246647101       10       400  SH       SOLE      N/A             400
DOLBY LABORATORIES INC-CL A     COM              25659T107        3       100  SH       SOLE      N/A             100
DOLLAR TREE INC                 COM              256746108      402     8,321  SH       SOLE      N/A           8,321
DUNKIN BRANDS GROUP INC         COM              265504100      120     4,100  SH       SOLE      N/A           4,100
DENBURY RESOURCES INC           COM              247916208      124     7,700  SH       SOLE      N/A           7,700
DOLE FOOD CO INC                COM              256603101       13       900  SH       SOLE      N/A             900
DARDEN RESTAURANTS INC          COM              237194105       72     1,283  SH       SOLE      N/A           1,283
DIRECTV                         COM              25490A309       37       700  SH       SOLE      N/A             700
DEVRY INC                       COM              251893103      307    13,483  SH       SOLE      N/A          13,483
ELECTRONIC ARTS INC             COM              285512109       57     4,500  SH       SOLE      N/A           4,500
EBAY INC                        COM              278642103      557    11,497  SH       SOLE      N/A          11,497
ENCANA CORP                     COM              292505104       20       900  SH       SOLE      N/A             900
ESTEE LAUDER COMPANIES-CL A     COM              518439104      172     2,800  SH       SOLE      N/A           2,800
ELAN CORP PLC -SPONS ADR        SPONSORED ADR    284131208      122    11,400  SH       SOLE      N/A          11,400
EMULEX CORP                     COM              292475209       17     2,300  SH       SOLE      N/A           2,300
ENDO HEALTH SOLUTIONS INC       COM              29264F205       70     2,200  SH       SOLE      N/A           2,200
EOG RESOURCES INC               COM              26875P101      368     3,285  SH       SOLE      N/A           3,285
EQT CORP                        COM              26884L109      148     2,500  SH       SOLE      N/A           2,500
ERICSSON (LM) TEL-SP ADR        SPONSORED ADR    294821608      170    18,632  SH       SOLE      N/A          18,632
E*TRADE FINANCIAL CORP          COM              269246401        6       700  SH       SOLE      N/A             700
EDWARDS LIFESCIENCES CORP       COM              28176E108       60       557  SH       SOLE      N/A             557
EAST WEST BANCORP INC           COM              27579R104       56     2,649  SH       SOLE      N/A           2,649
EXELON CORP                     COM              30161N101      166     4,679  SH       SOLE      N/A           4,679
EXTERRAN HOLDINGS INC           COM              30225X103       12       600  SH       SOLE      N/A             600
ENDEAVOUR SILVER CORP           COM              29258Y103       12     1,200  SH       SOLE      N/A           1,200
EXPEDIA INC                     COM              30212P303      218     3,767  SH       SOLE      N/A           3,767
ENERGY XXI BERMUDA              COM              G10082140       80     2,300  SH       SOLE      N/A           2,300
FORD MOTOR CO                   COM              345370860    1,258   127,600  SH       SOLE      N/A         127,600
FASTENAL CO                     COM              311900104       17       400  SH       SOLE      N/A             400
FORTUNE BRANDS HOME   SECURI    COM              34964C106      215     7,949  SH       SOLE      N/A           7,949
FAIRCHILD SEMICONDUCTOR INTE    COM              303726103      145    11,058  SH       SOLE      N/A          11,058
FEDEX CORP                      COM              31428X106    1,092    12,900  SH       SOLE      N/A          12,900
FIRSTENERGY CORP                COM              337932107      636    14,425  SH       SOLE      N/A          14,425
FEDERATED INVESTORS INC-CL B    COM              314211103       21     1,000  SH       SOLE      N/A           1,000
FIDELITY NATIONAL INFORMATIO    COM              31620M106      106     3,408  SH       SOLE      N/A           3,408
FIFTH THIRD BANCORP             COM              316773100      576    37,161  SH       SOLE      N/A          37,161
FLEXTRONICS INTL LTD            COM              Y2573F102       31     5,191  SH       SOLE      N/A           5,191
FLIR SYSTEMS INC                COM              302445101       22     1,100  SH       SOLE      N/A           1,100
FLUOR CORP                      COM              343412102      326     5,800  SH       SOLE      N/A           5,800
FNB CORP                        COM              302520101       13     1,200  SH       SOLE      N/A           1,200
FIFTH   PACIFIC COS INC         COM              316645100       65     5,100  SH       SOLE      N/A           5,100
FIRST SOLAR INC                 COM              336433107      244    11,010  SH       SOLE      N/A          11,010
FOREST OIL CORP                 COM              346091705        1       100  SH       SOLE      N/A             100
FRANCE TELECOM SA-SPONS ADR     SPONSORED ADR    35177Q105        6       500  SH       SOLE      N/A             500
FULTON FINANCIAL CORP           COM              360271100       53     5,400  SH       SOLE      N/A           5,400
GENPACT LTD                     COM              G3922B107       28     1,655  SH       SOLE      N/A           1,655
GLOBAL CASH ACCESS HOLDINGS     COM              378967103       10     1,300  SH       SOLE      N/A           1,300
GANNETT CO                      COM              364730101       14       800  SH       SOLE      N/A             800
GOODRICH PETROLEUM CORP         COM              382410405       28     2,200  SH       SOLE      N/A           2,200
GEORGIA GULF CORP               COM              373200302        7       200  SH       SOLE      N/A             200
GLU MOBILE INC                  COM              379890106        1       200  SH       SOLE      N/A             200
CORNING INC                     COM              219350105       24     1,800  SH       SOLE      N/A           1,800
GENERAL MOTORS CO               COM              37045V100      134     5,900  SH       SOLE      N/A           5,900
GOL LINHAS AEREAS INTEL-ADR     SPONSORED ADR    38045R107        6     1,100  SH       SOLE      N/A           1,100
GARMIN LTD                      COM              H2906T109      228     5,467  SH       SOLE      N/A           5,467
GOLDMAN SACHS GROUP INC         COM              38141G104    1,128     9,926  SH       SOLE      N/A           9,926
GOODYEAR TIRE   RUBBER CO       COM              382550101        6       500  SH       SOLE      N/A             500
GT ADVANCED TECHNOLOGIES INC    COM              36191U106       12     2,290  SH       SOLE      N/A           2,290
WW GRAINGER INC                 COM              384802104      116       558  SH       SOLE      N/A             558
HALLIBURTON CO                  COM              406216101      627    18,598  SH       SOLE      N/A          18,598
HUNTINGTON BANCSHARES INC       COM              446150104      157    22,700  SH       SOLE      N/A          22,700
HCA HOLDINGS INC                COM              40412C101      359    10,800  SH       SOLE      N/A          10,800
HARTFORD FINANCIAL SVCS GRP     COM              416515104      194    10,000  SH       SOLE      N/A          10,000
HELIX ENERGY SOLUTIONS GROUP    COM              42330P107      100     5,500  SH       SOLE      N/A           5,500
HARMONY GOLD MNG-SPON ADR       COM              413216300      193    23,000  SH       SOLE      N/A          23,000
HARVEST NATURAL RESOURCES IN    COM              41754V103        5       510  SH       SOLE      N/A             510
HOLOGIC INC                     COM              436440101       67     3,286  SH       SOLE      N/A           3,286
HONEYWELL INTERNATIONAL INC     COM              438516106       39       657  SH       SOLE      N/A             657
HORNBECK OFFSHORE SERVICES      COM              440543106       33       900  SH       SOLE      N/A             900
HELMERICH   PAYNE               COM              423452101      172     3,616  SH       SOLE      N/A           3,616
HOSPIRA INC                     COM              441060100       12       352  SH       SOLE      N/A             352
HERSHEY CO/THE                  COM              427866108       14       200  SH       SOLE      N/A             200
HUMANA INC                      COM              444859102      253     3,600  SH       SOLE      N/A           3,600
HUNTSMAN CORP                   COM              447011107       46     3,049  SH       SOLE      N/A           3,049
HEADWATERS INC                  COM              42210P102        4       600  SH       SOLE      N/A             600
INGRAM MICRO INC-CL A           COM              457153104       20     1,300  SH       SOLE      N/A           1,300
IMAX CORP                       COM              45245E109       30     1,500  SH       SOLE      N/A           1,500
INTEL CORP                      COM              458140100      136     6,000  SH       SOLE      N/A           6,000
INTERXION HOLDING NV            COM              N47279109       16       700  SH       SOLE      N/A             700
ION GEOPHYSICAL CORP            COM              462044108       26     3,800  SH       SOLE      N/A           3,800
INTEROIL CORP                   COM              460951106      185     2,400  SH       SOLE      N/A           2,400
INTERNATIONAL PAPER CO          COM              460146103      752    20,700  SH       SOLE      N/A          20,700
INTERPUBLIC GROUP OF COS INC    COM              460690100      352    31,638  SH       SOLE      N/A          31,638
INGERSOLL-RAND PLC              COM              G47791101      542    12,100  SH       SOLE      N/A          12,100
ITT CORP                        COM              450911201       30     1,507  SH       SOLE      N/A           1,507
HUNT (JB) TRANSPRT SVCS INC     COM              445658107      385     7,400  SH       SOLE      N/A           7,400
JABIL CIRCUIT INC               COM              466313103       46     2,445  SH       SOLE      N/A           2,445
J.C. PENNEY CO INC              COM              708160106      277    11,400  SH       SOLE      N/A          11,400
JEFFERIES GROUP INC             COM              472319102      125     9,153  SH       SOLE      N/A           9,153
JOHNSON   JOHNSON               COM              478160104      821    11,921  SH       SOLE      N/A          11,921
JUNIPER NETWORKS INC            COM              48203R104      597    34,874  SH       SOLE      N/A          34,874
KBR INC                         COM              48242W106      213     7,132  SH       SOLE      N/A           7,132
KEY ENERGY SERVICES INC         COM              492914106       55     7,800  SH       SOLE      N/A           7,800
KKR FINANCIAL HOLDINGS LLC      COM              48248A306        7       700  SH       SOLE      N/A             700
KINDER MORGAN INC               COM              49456B101      444    12,500  SH       SOLE      N/A          12,500
COCA-COLA CO/THE                COM              191216100    1,290    34,000  SH       SOLE      N/A          34,000
KROGER CO                       COM              501044101      558    23,700  SH       SOLE      N/A          23,700
KOHLS CORP                      COM              500255104       33       654  SH       SOLE      N/A             654
LOEWS CORP                      COM              540424108       65     1,577  SH       SOLE      N/A           1,577
LENNAR CORP-A                   COM              526057104      139     4,000  SH       SOLE      N/A           4,000
LATAM AIRLINES GROUP-SP ADR     SPONSORED ADR    501723100       83     3,300  SH       SOLE      N/A           3,300
LIFE TECHNOLOGIES CORP          COM              53217V109      389     7,957  SH       SOLE      N/A           7,957
LENNOX INTERNATIONAL INC        COM              526107107       34       700  SH       SOLE      N/A             700
LIBERTY INTERACTIVE CORP-A      COM              53071M104       37     2,015  SH       SOLE      N/A           2,015
LINEAR TECHNOLOGY CORP          COM              535678106       48     1,500  SH       SOLE      N/A           1,500
LEGG MASON INC                  COM              524901105        7       300  SH       SOLE      N/A             300
LORILLARD INC                   COM              544147101      666     5,718  SH       SOLE      N/A           5,718
LOUISIANA-PACIFIC CORP          COM              546347105       14     1,100  SH       SOLE      N/A           1,100
LAM RESEARCH CORP               COM              512807108      178     5,606  SH       SOLE      N/A           5,606
LIMITED BRANDS INC              COM              532716107       53     1,071  SH       SOLE      N/A           1,071
LEUCADIA NATIONAL CORP          COM              527288104       71     3,100  SH       SOLE      N/A           3,100
SOUTHWEST AIRLINES CO           COM              844741108       95    10,800  SH       SOLE      N/A          10,800
LAS VEGAS SANDS CORP            COM              517834107       23       500  SH       SOLE      N/A             500
LEXMARK INTERNATIONAL INC-A     COM              529771107      147     6,600  SH       SOLE      N/A           6,600
LIVE NATION ENTERTAINMENT IN    COM              538034109        3       321  SH       SOLE      N/A             321
LA-Z-BOY INC                    COM              505336107       10       700  SH       SOLE      N/A             700
MARRIOTT INTERNATIONAL-CL A     COM              571903202      433    11,064  SH       SOLE      N/A          11,064
MASCO CORP                      COM              574599106      134     8,932  SH       SOLE      N/A           8,932
MBIA INC                        COM              55262C100       87     8,632  SH       SOLE      N/A           8,632
MOBILE TELESYSTEMS-SP ADR       SPONSORED ADR    607409109       30     1,700  SH       SOLE      N/A           1,700
MCKESSON CORP                   COM              58155Q103      886    10,293  SH       SOLE      N/A          10,293
MOODYS CORP                     COM              615369105      318     7,198  SH       SOLE      N/A           7,198
MDC HOLDINGS INC                COM              552676108        8       200  SH       SOLE      N/A             200
MCDERMOTT INTL INC              COM              580037109      136    11,135  SH       SOLE      N/A          11,135
ALLSCRIPTS HEALTHCARE SOLUTI    COM              01988P108      165    13,253  SH       SOLE      N/A          13,253
MEDTRONIC INC                   COM              585055106      912    21,154  SH       SOLE      N/A          21,154
MANULIFE FINANCIAL CORP         COM              56501R106       56     4,689  SH       SOLE      N/A           4,689
MCGRAW-HILL COMPANIES INC       COM              580645109      142     2,600  SH       SOLE      N/A           2,600
MEAD JOHNSON NUTRITION CO       COM              582839106       44       600  SH       SOLE      N/A             600
MARTIN MARIETTA MATERIALS       COM              573284106       59       712  SH       SOLE      N/A             712
3M CO                           COM              88579Y101      350     3,782  SH       SOLE      N/A           3,782
MCMORAN EXPLORATION CO          COM              582411104       22     1,900  SH       SOLE      N/A           1,900
MONSANTO CO                     COM              61166W101      452     4,965  SH       SOLE      N/A           4,965
MERCK   CO. INC.                COM              58933Y105      907    20,100  SH       SOLE      N/A          20,100
MARATHON OIL CORP               COM              565849106      399    13,500  SH       SOLE      N/A          13,500
MICROSOFT CORP                  COM              594918104    1,060    35,600  SH       SOLE      N/A          35,600
MOTOROLA SOLUTIONS INC          COM              620076307      544    10,758  SH       SOLE      N/A          10,758
ARCELORMITTAL-NY REGISTERED     COM              03938L104      123     8,500  SH       SOLE      N/A           8,500
M   T BANK CORP                 COM              55261F104      105     1,100  SH       SOLE      N/A           1,100
MICRON TECHNOLOGY INC           COM              595112103      756   126,386  SH       SOLE      N/A         126,386
MURPHY OIL CORP                 COM              626717102      435     8,104  SH       SOLE      N/A           8,104
MENS WEARHOUSE INC/THE          COM              587118100        3       100  SH       SOLE      N/A             100
MEADWESTVACO CORP               COM              583334107      122     3,999  SH       SOLE      N/A           3,999
MONSTER WORLDWIDE INC           COM              611742107       10     1,300  SH       SOLE      N/A           1,300
NORDIC AMERICAN TANKERS LTD     COM              G65773106        5       500  SH       SOLE      N/A             500
NOBLE ENERGY INC                COM              655044105      543     5,859  SH       SOLE      N/A           5,859
NEWMONT MINING CORP             COM              651639106    1,052    18,780  SH       SOLE      N/A          18,780
NETFLIX INC                     COM              64110L106       22       400  SH       SOLE      N/A             400
NEWFIELD EXPLORATION CO         COM              651290108      412    13,166  SH       SOLE      N/A          13,166
NISOURCE INC                    COM              65473P105      150     5,887  SH       SOLE      N/A           5,887
NIKE INC -CL B                  COM              654106103      985    10,381  SH       SOLE      N/A          10,381
NIELSEN HOLDINGS NV             COM              N63218106       93     3,100  SH       SOLE      N/A           3,100
NATIONAL OILWELL VARCO INC      COM              637071101      113     1,410  SH       SOLE      N/A           1,410
NEWPARK RESOURCES INC           COM              651718504        1       100  SH       SOLE      N/A             100
NRG ENERGY INC                  COM              629377508       81     3,800  SH       SOLE      N/A           3,800
NORFOLK SOUTHERN CORP           COM              655844108      278     4,369  SH       SOLE      N/A           4,369
NETAPP INC                      COM              64110D104      754    22,924  SH       SOLE      N/A          22,924
NORTHERN TRUST CORP             COM              665859104      111     2,400  SH       SOLE      N/A           2,400
NUANCE COMMUNICATIONS INC       COM              67020Y100       25     1,013  SH       SOLE      N/A           1,013
NUCOR CORP                      COM              670346105      182     4,759  SH       SOLE      N/A           4,759
NV ENERGY INC                   COM              67073Y106      185    10,254  SH       SOLE      N/A          10,254
NEWS CORP-CL A                  COM              65248E104       64     2,600  SH       SOLE      N/A           2,600
NYSE EURONEXT                   COM              629491101       71     2,876  SH       SOLE      N/A           2,876
OMNICARE INC                    COM              681904108       51     1,500  SH       SOLE      N/A           1,500
OWENS-ILLINOIS INC              COM              690768403       53     2,800  SH       SOLE      N/A           2,800
OCEANEERING INTL INC            COM              675232102      361     6,539  SH       SOLE      N/A           6,539
OLIN CORP                       COM              680665205       17       800  SH       SOLE      N/A             800
OMNICOM GROUP                   COM              681919106      223     4,322  SH       SOLE      N/A           4,322
OWENS   MINOR INC               COM              690732102        9       300  SH       SOLE      N/A             300
ORACLE CORP                     COM              68389X105      148     4,685  SH       SOLE      N/A           4,685
OREILLY AUTOMOTIVE INC          COM              67103H107      109     1,300  SH       SOLE      N/A           1,300
OVERSEAS SHIPHOLDING GROUP      COM              690368105       22     3,300  SH       SOLE      N/A           3,300
OSHKOSH CORP                    COM              688239201       69     2,523  SH       SOLE      N/A           2,523
OMNIVISION TECHNOLOGIES INC     COM              682128103       57     4,100  SH       SOLE      N/A           4,100
PANDORA MEDIA INC               COM              698354107        1       100  SH       SOLE      N/A             100
PAYCHEX INC                     COM              704326107       77     2,300  SH       SOLE      N/A           2,300
PEOPLES UNITED FINANCIAL        COM              712704105      152    12,500  SH       SOLE      N/A          12,500
PITNEY BOWES INC                COM              724479100      217    15,700  SH       SOLE      N/A          15,700
PETROLEO BRASILEIRO S.A.-ADR    SPONSORED ADR    71654V408      629    27,400  SH       SOLE      N/A          27,400
PEP BOYS-MANNY MOE   JACK       COM              713278109        8       800  SH       SOLE      N/A             800
PACCAR INC                      COM              693718108      252     6,300  SH       SOLE      N/A           6,300
METROPCS COMMUNICATIONS INC     COM              591708102      225    19,200  SH       SOLE      N/A          19,200
PRECISION DRILLING CORP         COM              74022D308        9     1,100  SH       SOLE      N/A           1,100
PEPSICO INC                     COM              713448108      333     4,700  SH       SOLE      N/A           4,700
PFIZER INC                      COM              717081103      698    28,096  SH       SOLE      N/A          28,096
PROCTER   GAMBLE CO/THE         COM              742718109      208     3,000  SH       SOLE      N/A           3,000
PENGROWTH ENERGY CORP           COM              70706P104       23     3,400  SH       SOLE      N/A           3,400
PROGRESSIVE CORP                COM              743315103      218    10,500  SH       SOLE      N/A          10,500
PHH CORP                        COM              693320202       10       500  SH       SOLE      N/A             500
PULTEGROUP INC                  COM              745867101      818    52,747  SH       SOLE      N/A          52,747
POLARIS INDUSTRIES INC          COM              731068102       16       200  SH       SOLE      N/A             200
PIER 1 IMPORTS INC              COM              720279108       13       700  SH       SOLE      N/A             700
PACKAGING CORP OF AMERICA       COM              695156109        4        98  SH       SOLE      N/A              98
PALL CORP                       COM              696429307      321     5,055  SH       SOLE      N/A           5,055
PHILIP MORRIS INTERNATIONAL     COM              718172109       72       800  SH       SOLE      N/A             800
PMC - SIERRA INC                COM              69344F106       77    13,708  SH       SOLE      N/A          13,708
PARAMETRIC TECHNOLOGY CORP      COM              699173209      109     5,000  SH       SOLE      N/A           5,000
PEPCO HOLDINGS INC              COM              713291102      198    10,485  SH       SOLE      N/A          10,485
PILGRIMS PRIDE CORP             COM              72147K108       19     3,740  SH       SOLE      N/A           3,740
PPG INDUSTRIES INC              COM              693506107      620     5,400  SH       SOLE      N/A           5,400
PPL CORPORATION                 COM              69351T106      203     7,000  SH       SOLE      N/A           7,000
PETROQUEST ENERGY INC           COM              716748108       14     2,100  SH       SOLE      N/A           2,100
PROSPECT CAPITAL CORP           COM              74348T102       56     4,878  SH       SOLE      N/A           4,878
PATTERSON-UTI ENERGY INC        COM              703481101      252    15,899  SH       SOLE      N/A          15,899
PENN VIRGINIA CORP              COM              707882106        2       300  SH       SOLE      N/A             300
PENN WEST PETROLEUM LTD         COM              707887105       64     4,500  SH       SOLE      N/A           4,500
QUANTA SERVICES INC             COM              74762E102       64     2,611  SH       SOLE      N/A           2,611
PRAXAIR INC                     COM              74005P104      149     1,437  SH       SOLE      N/A           1,437
PIONEER NATURAL RESOURCES CO    COM              723787107      221     2,117  SH       SOLE      N/A           2,117
QUALCOMM INC                    COM              747525103      149     2,384  SH       SOLE      N/A           2,384
QIHOO 360 TECHNOLOGY CO-ADR     SPONSORED ADR    74734M109      177     8,010  SH       SOLE      N/A           8,010
QLOGIC CORP                     COM              747277101       81     7,064  SH       SOLE      N/A           7,064
QLIK TECHNOLOGIES INC           COM              74733T105       94     4,200  SH       SOLE      N/A           4,200
ROYAL CARIBBEAN CRUISES LTD     COM              V7780T103       16       514  SH       SOLE      N/A             514
ROWAN COMPANIES PLC-A           COM              G7665A101      346    10,251  SH       SOLE      N/A          10,251
RPC INC                         COM              749660106       40     3,400  SH       SOLE      N/A           3,400
REGIONS FINANCIAL CORP          COM              7591EP100      108    15,000  SH       SOLE      N/A          15,000
ROBERT HALF INTL INC            COM              770323103      170     6,373  SH       SOLE      N/A           6,373
TRANSOCEAN LTD                  COM              H8817H100    1,084    24,152  SH       SOLE      N/A          24,152
RESEARCH IN MOTION              COM              760975102      577    76,900  SH       SOLE      N/A          76,900
RAYMOND JAMES FINANCIAL INC     COM              754730109       59     1,600  SH       SOLE      N/A           1,600
RALPH LAUREN CORP               COM              751212101      139       920  SH       SOLE      N/A             920
RESMED INC                      COM              761152107      146     3,600  SH       SOLE      N/A           3,600
ROCKWOOD HOLDINGS INC           COM              774415103       42       900  SH       SOLE      N/A             900
ROCKWELL AUTOMATION INC         COM              773903109       25       353  SH       SOLE      N/A             353
RR DONNELLEY   SONS CO          COM              257867101      103     9,744  SH       SOLE      N/A           9,744
REPUBLIC SERVICES INC           COM              760759100       25       900  SH       SOLE      N/A             900
RAYTHEON COMPANY                COM              755111507      600    10,494  SH       SOLE      N/A          10,494
SPRINT NEXTEL CORP              COM              852061100       54     9,700  SH       SOLE      N/A           9,700
SAIC INC                        COM              78390X101        2       200  SH       SOLE      N/A             200
SAP AG-SPONSORED ADR            SPONSORED ADR    803054204      202     2,828  SH       SOLE      N/A           2,828
SCHWAB (CHARLES) CORP           COM              808513105       27     2,100  SH       SOLE      N/A           2,100
STEELCASE INC-CL A              COM              858155203       11     1,100  SH       SOLE      N/A           1,100
SANDRIDGE ENERGY INC            COM              80007P307      202    28,973  SH       SOLE      N/A          28,973
SEADRILL LTD                    COM              G7945E105      157     4,000  SH       SOLE      N/A           4,000
SEALED AIR CORP                 COM              81211K100      297    19,200  SH       SOLE      N/A          19,200
SHIP FINANCE INTL LTD           COM              G81075106       14       900  SH       SOLE      N/A             900
SWIFT ENERGY CO                 COM              870738101       88     4,200  SH       SOLE      N/A           4,200
STONE ENERGY CORP               COM              861642106        6       256  SH       SOLE      N/A             256
SILICON IMAGE INC               COM              82705T102        5     1,014  SH       SOLE      N/A           1,014
SAKS INC                        COM              79377W108        5       500  SH       SOLE      N/A             500
SKECHERS USA INC-CL A           COM              830566105       24     1,200  SH       SOLE      N/A           1,200
SCHLUMBERGER LTD                COM              806857108      709     9,800  SH       SOLE      N/A           9,800
SLM CORP                        COM              78442P106       50     3,200  SH       SOLE      N/A           3,200
SCRIPPS NETWORKS INTER-CL A     COM              811065101       37       600  SH       SOLE      N/A             600
SANOFI-ADR                      SPONSORED ADR    80105N105      112     2,600  SH       SOLE      N/A           2,600
STANDARD PACIFIC CORP           COM              85375C101       16     2,400  SH       SOLE      N/A           2,400
STAPLES INC                     COM              855030102      607    52,700  SH       SOLE      N/A          52,700
SUPERIOR ENERGY SERVICES INC    COM              868157108       33     1,595  SH       SOLE      N/A           1,595
SPX CORP                        COM              784635104       72     1,100  SH       SOLE      N/A           1,100
SPDR S P 500 ETF TRUST          COM              78462F103    4,030    28,000  SH       SOLE      N/A          28,000
SILVER STANDARD RESOURCES       COM              82823L106       21     1,296  SH       SOLE      N/A           1,296
SEAGATE TECHNOLOGY              COM              G7945M107      732    23,600  SH       SOLE      N/A          23,600
CONSTELLATION BRANDS INC-A      COM              21036P108      461    14,253  SH       SOLE      N/A          14,253
SUNCOR ENERGY INC               COM              867224107      338    10,300  SH       SOLE      N/A          10,300
SUSQUEHANNA BANCSHARES INC      COM              869099101       14     1,300  SH       SOLE      N/A           1,300
SKYWORKS SOLUTIONS INC          COM              83088M102      530    22,479  SH       SOLE      N/A          22,479
SOUTHWESTERN ENERGY CO          COM              845467109      143     4,100  SH       SOLE      N/A           4,100
SUNCOKE ENERGY INC              COM              86722A103       29     1,800  SH       SOLE      N/A           1,800
SYMANTEC CORP                   COM              871503108      135     7,500  SH       SOLE      N/A           7,500
MOLSON COORS BREWING CO -B      COM              60871R209      329     7,299  SH       SOLE      N/A           7,299
TECK RESOURCES LTD-CLS B        COM              878742204       15       500  SH       SOLE      N/A             500
TERADATA CORP                   COM              88076W103      611     8,100  SH       SOLE      N/A           8,100
TECO ENERGY INC                 COM              872375100      145     8,200  SH       SOLE      N/A           8,200
TELEFONICA SA-SPON ADR          SPONSORED ADR    879382208       11       800  SH       SOLE      N/A             800
TARGET CORP                     COM              87612E106      518     8,166  SH       SOLE      N/A           8,166
TENET HEALTHCARE CORP           COM              88033G100       73    11,700  SH       SOLE      N/A          11,700
TJX COMPANIES INC               COM              872540109      289     6,453  SH       SOLE      N/A           6,453
TIMKEN CO                       COM              887389104       15       400  SH       SOLE      N/A             400
TALISMAN ENERGY INC             COM              87425E103      442    33,200  SH       SOLE      N/A          33,200
TOTAL SA-SPON ADR               SPONSORED ADR    89151E109      149     2,980  SH       SOLE      N/A           2,980
TEMPUR-PEDIC INTERNATIONAL      COM              88023U101       36     1,200  SH       SOLE      N/A           1,200
TRIQUINT SEMICONDUCTOR INC      COM              89674K103       71    14,113  SH       SOLE      N/A          14,113
TRIPADVISOR INC                 COM              896945201      256     7,762  SH       SOLE      N/A           7,762
TRINITY INDUSTRIES INC          COM              896522109       87     2,900  SH       SOLE      N/A           2,900
TURQUOISE HILL RESOURCES LTD    COM              900435108        5       606  SH       SOLE      N/A             606
TRAVELERS COS INC/THE           COM              89417E109    1,070    15,679  SH       SOLE      N/A          15,679
TYSON FOODS INC-CL A            COM              902494103      319    19,939  SH       SOLE      N/A          19,939
TOTAL SYSTEM SERVICES INC       COM              891906109       71     3,006  SH       SOLE      N/A           3,006
TETRA TECHNOLOGIES INC          COM              88162F105        7     1,200  SH       SOLE      N/A           1,200
TAKE-TWO INTERACTIVE SOFTWRE    COM              874054109        9       900  SH       SOLE      N/A             900
TITAN INTERNATIONAL INC         COM              88830M102       37     2,100  SH       SOLE      N/A           2,100
TIME WARNER INC                 COM              887317303      104     2,300  SH       SOLE      N/A           2,300
TEXTRON INC                     COM              883203101       94     3,600  SH       SOLE      N/A           3,600
UBS AG-REG                      COM              H89231338        7       600  SH       SOLE      N/A             600
UNIVERSAL HEALTH SERVICES-B     COM              913903100       32       700  SH       SOLE      N/A             700
UNILEVER PLC-SPONSORED ADR      SPONSORED ADR    904767704      145     3,975  SH       SOLE      N/A           3,975
UNILEVER N V  -NY SHARES        COM              904784709      429    12,088  SH       SOLE      N/A          12,088
UNITEDHEALTH GROUP INC          COM              91324P102       28       500  SH       SOLE      N/A             500
UNUM GROUP                      COM              91529Y106      111     5,750  SH       SOLE      N/A           5,750
ULTRA PETROLEUM CORP            COM              903914109       31     1,416  SH       SOLE      N/A           1,416
UNITED PARCEL SERVICE-CL B      COM              911312106      422     5,900  SH       SOLE      N/A           5,900
UNITED RENTALS INC              COM              911363109       85     2,600  SH       SOLE      N/A           2,600
USG CORP                        COM              903293405      119     5,400  SH       SOLE      N/A           5,400
VALASSIS COMMUNICATIONS INC     COM              918866104        7       300  SH       SOLE      N/A             300
VELTI PLC                       COM              G93285107       11     1,300  SH       SOLE      N/A           1,300
VF CORP                         COM              918204108       16       100  SH       SOLE      N/A             100
VIACOM INC-CLASS B              COM              92553P201      721    13,452  SH       SOLE      N/A          13,452
VIMPELCOM LTD-SPON ADR          SPONSORED ADR    92719A106        8       700  SH       SOLE      N/A             700
TELEFONICA BRASIL-ADR           SPONSORED ADR    87936R106       57     2,600  SH       SOLE      N/A           2,600
VALERO ENERGY CORP              COM              91913Y100       32     1,000  SH       SOLE      N/A           1,000
VIVUS INC                       COM              928551100      101     5,644  SH       SOLE      N/A           5,644
WEBSTER FINANCIAL CORP          COM              947890109        2       100  SH       SOLE      N/A             100
WESTERN DIGITAL CORP            COM              958102105       93     2,393  SH       SOLE      N/A           2,393
WHIRLPOOL CORP                  COM              963320106      475     5,730  SH       SOLE      N/A           5,730
WINDSTREAM CORP                 COM              97381W104      149    14,700  SH       SOLE      N/A          14,700
WALTER ENERGY INC               COM              93317Q105      496    15,275  SH       SOLE      N/A          15,275
WAL-MART STORES INC             COM              931142103      923    12,504  SH       SOLE      N/A          12,504
WABASH NATIONAL CORP            COM              929566107        3       400  SH       SOLE      N/A             400
WATSON PHARMACEUTICALS INC      COM              942683103      275     3,234  SH       SOLE      N/A           3,234
WPX ENERGY INC                  COM              98212B103       55     3,300  SH       SOLE      N/A           3,300
AQUA AMERICA INC                COM              03836W103        2       100  SH       SOLE      N/A             100
WEIGHT WATCHERS INTL INC        COM              948626106      195     3,701  SH       SOLE      N/A           3,701
WESTERN UNION CO                COM              959802109      250    13,748  SH       SOLE      N/A          13,748
WYNDHAM WORLDWIDE CORP          COM              98310W108       58     1,100  SH       SOLE      N/A           1,100
UNITED STATES STEEL CORP        COM              912909108      233    12,200  SH       SOLE      N/A          12,200
EXCO RESOURCES INC              COM              269279402        4       500  SH       SOLE      N/A             500
XL GROUP PLC                    COM              G98290102       75     3,118  SH       SOLE      N/A           3,118
XILINX INC                      COM              983919101      100     3,000  SH       SOLE      N/A           3,000
XEROX CORP                      COM              984121103      235    32,000  SH       SOLE      N/A          32,000
YAHOO! INC                      COM              984332106       94     5,900  SH       SOLE      N/A           5,900

                                         453                 90,890