Quantitative Investment Management as of Dec. 31, 2011
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing
Other Sole
Name of Issuer/Title of Class Cusip Value Shares Discretion Managers Authority Shared None
----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C}
Abbott Laboratories 002824100 9401656 167200 SOLE (None) 167200 0 0
ACE Ltd H0023R105 1640808 23400 SOLE (None) 23400 0 0
Activisin Blizrd 00507V109 124432 10100 SOLE (None) 10100 0 0
Actuant Corp 00508X203 544560 24000 SOLE (None) 24000 0 0
Adobe Systems Inc 00724F101 1201475 42500 SOLE (None) 42500 0 0
ADVANCE AUTO PARTS INC 00751Y106 870375 12500 SOLE (None) 12500 0 0
AEROPOSTALE INC 007865108 783850 51400 SOLE (None) 51400 0 0
AES Corp 00130H105 581344 49100 SOLE (None) 49100 0 0
Aetna Inc 00817Y108 4185248 99200 SOLE (None) 99200 0 0
Affiliated Managers Group Inc 008252108 297445 3100 SOLE (None) 3100 0 0
Agnico Eagle Mns Ltd 008474108 4387456 120800 SOLE (None) 120800 0 0
Air Products & Chem 009158106 340760 4000 SOLE (None) 4000 0 0
AK Steel Holding Corp 001547108 766528 92800 SOLE (None) 92800 0 0
Alaska Airlines Inc 011659109 1208949 16100 SOLE (None) 16100 0 0
Alcatel-Lucent Ads 013904305 557856 357600 SOLE (None) 357600 0 0
Alexion Pharmaceuticals 015351109 3782350 52900 SOLE (None) 52900 0 0
Alkermes PLC G01767105 713496 41100 SOLE (None) 41100 0 0
Allergan 018490102 3053352 34800 SOLE (None) 34800 0 0
ALLIANCE DATA SYSTEMS CP 018581108 2004112 19300 SOLE (None) 19300 0 0
Altera Corp 021441100 493430 13300 SOLE (None) 13300 0 0
Altria Group 02209S103 2721870 91800 SOLE (None) 91800 0 0
Amazon.com Inc 023135106 27713310 160100 SOLE (None) 160100 0 0
Amdocs Ltd G02602103 425097 14900 SOLE (None) 14900 0 0
Amer Axle & Manu Holdings Inc 024061103 262085 26500 SOLE (None) 26500 0 0
Amer Express 025816109 3669826 77800 SOLE (None) 77800 0 0
Amer Intl Group 026874784 1985920 85600 SOLE (None) 85600 0 0
Amer Superconductor 030111108 61992 16800 SOLE (None) 16800 0 0
Ameren Corp 023608102 434003 13100 SOLE (None) 13100 0 0
American Cap Ltd 02503Y103 259778 38600 SOLE (None) 38600 0 0
American Electric Power 025537101 5089392 123200 SOLE (None) 123200 0 0
American Tower Corp Cl A 03027X100 3090515 51500 SOLE (None) 51500 0 0
Amgen Co 031162100 5001959 77900 SOLE (None) 77900 0 0
Amkor Technology Inc 031652100 82840 19000 SOLE (None) 19000 0 0
Amylin Pharmaceutical Cp 032346108 345952 30400 SOLE (None) 30400 0 0
Analog Devices Inc 032654105 1449090 40500 SOLE (None) 40500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Ann Inc 035623107 612066 24700 SOLE (None) 24700 0 0
Annaly Capital Management Inc 035710409 5491836 344100 SOLE (None) 344100 0 0
Ansys Inc 03662Q105 1048224 18300 SOLE (None) 18300 0 0
Aon Corp 037389103 570960 12200 SOLE (None) 12200 0 0
Apollo Group Inc cl A 037604105 382477 7100 SOLE (None) 7100 0 0
Apple Inc 037833100 69943500 172700 SOLE (None) 172700 0 0
ARENA PHARMACEUTICALS INC 040047102 269280 144000 SOLE (None) 144000 0 0
Ariad Pharmaceuticals 04033A100 1166200 95200 SOLE (None) 95200 0 0
Ariba Inc 04033V203 1850472 65900 SOLE (None) 65900 0 0
Arris Group Inc 04269Q100 292140 27000 SOLE (None) 27000 0 0
Ascena Retail Group Inc 04351G101 484436 16300 SOLE (None) 16300 0 0
ASML Holding N07059186 618492 14800 SOLE (None) 14800 0 0
ASSURANT INC 04621X108 402388 9800 SOLE (None) 9800 0 0
ASSURED GUARANTY LTD G0585R106 1660896 126400 SOLE (None) 126400 0 0
AstraZeneca 046353108 661947 14300 SOLE (None) 14300 0 0
AT^T Inc 00206R102 17490816 578400 SOLE (None) 578400 0 0
ATP OIL & GAS CP 00208J108 321632 43700 SOLE (None) 43700 0 0
Autodesk Inc 052769106 245673 8100 SOLE (None) 8100 0 0
Automatic Data Process 053015103 2030776 37600 SOLE (None) 37600 0 0
AutoNation Inc 05329W102 733713 19900 SOLE (None) 19900 0 0
Avalon Bay Communities Inc 053484101 1031740 7900 SOLE (None) 7900 0 0
Avnet Inc 053807103 767923 24700 SOLE (None) 24700 0 0
Avon Products Inc 054303102 1663144 95200 SOLE (None) 95200 0 0
BANCO BRADESCO SA ADS 059460303 1192620 71500 SOLE (None) 71500 0 0
Bank Ny Mellon 064058100 666985 33500 SOLE (None) 33500 0 0
Bank of America Corp 060505104 45679292 8215700 SOLE (None) 8215700 0 0
Barclay Banks 06738E204 349482 31800 SOLE (None) 31800 0 0
Bard (C.R.) Inc 067383109 906300 10600 SOLE (None) 10600 0 0
Barnes & Noble Inc 067774109 586440 40500 SOLE (None) 40500 0 0
BE Aerospace Inc 073302101 236131 6100 SOLE (None) 6100 0 0
Bebe Stores Inc 075571109 144942 17400 SOLE (None) 17400 0 0
Becton Dickinson Co 075887109 1150688 15400 SOLE (None) 15400 0 0
Berkshire Hathaway Inc Cl B 084670702 3181710 41700 SOLE (None) 41700 0 0
Biogen Idec Inc 09062X103 506230 4600 SOLE (None) 4600 0 0
Biomarin Pharma Inc 09061G101 233784 6800 SOLE (None) 6800 0 0
BIOMED REALTY TR INC 09063H107 461040 25500 SOLE (None) 25500 0 0
Block (H & R) 093671105 551954 33800 SOLE (None) 33800 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
BLUE NILE INC 09578R103 327040 8000 SOLE (None) 8000 0 0
BMC Software Inc 055921100 1589830 48500 SOLE (None) 48500 0 0
Boston Properties Inc 101121101 1235040 12400 SOLE (None) 12400 0 0
BRE Properties Inc 05564E106 232208 4600 SOLE (None) 4600 0 0
Brightpoint Inc 109473405 208744 19400 SOLE (None) 19400 0 0
Brinker International Inc 109641100 594072 22200 SOLE (None) 22200 0 0
Bristol Myers Squibb Co 110122108 4581200 130000 SOLE (None) 130000 0 0
Brocade Comms 111621306 356553 68700 SOLE (None) 68700 0 0
Buckeye Technologies Corp 118255108 270864 8100 SOLE (None) 8100 0 0
BUFFALO WILD WINGS INC 119848109 1647244 24400 SOLE (None) 24400 0 0
CABELA'S INC 126804301 254200 10000 SOLE (None) 10000 0 0
Cablevision Sys Cp Cl A 12686C109 1788876 125800 SOLE (None) 125800 0 0
Cadence Design Sys Inc 127387108 179920 17300 SOLE (None) 17300 0 0
Camden Property Trust Sbi 133131102 504144 8100 SOLE (None) 8100 0 0
Campbells Soup Co 134429109 1342896 40400 SOLE (None) 40400 0 0
Canadian National Railway 136375102 251392 3200 SOLE (None) 3200 0 0
Canadian Solar Inc 136635109 112784 42400 SOLE (None) 42400 0 0
Capital One Financial 14040H105 2393614 56600 SOLE (None) 56600 0 0
CAPITALSOURCE INC 14055X102 462300 69000 SOLE (None) 69000 0 0
Carbo Ceramics Inc 140781105 801645 6500 SOLE (None) 6500 0 0
Career Education Corp 141665109 333146 41800 SOLE (None) 41800 0 0
CarMax Inc 143130102 1591056 52200 SOLE (None) 52200 0 0
Carnival Corp 143658300 1583040 48500 SOLE (None) 48500 0 0
CARTERS INC 146229109 672789 16900 SOLE (None) 16900 0 0
Caterpillar Inc 149123101 362400 4000 SOLE (None) 4000 0 0
CBS Cl B 124857202 2477882 91300 SOLE (None) 91300 0 0
Celgene 151020104 9234160 136600 SOLE (None) 136600 0 0
Centerpoint Energy 15189T107 1643362 81800 SOLE (None) 81800 0 0
Central European Distribution Corp 153435102 558012 127400 SOLE (None) 127400 0 0
Centurylink Inc 156700106 1584720 42600 SOLE (None) 42600 0 0
Charles Schwab Corp 808513105 1183426 105100 SOLE (None) 105100 0 0
Check Point Software Tech M22465104 394050 7500 SOLE (None) 7500 0 0
CHENIERE ENERGY INC 16411R208 1125355 129500 SOLE (None) 129500 0 0
Chevron 166764100 33973520 319300 SOLE (None) 319300 0 0
Chicago Bridge & Iron Co 167250109 230580 6100 SOLE (None) 6100 0 0
Chicos Fas Inc 168615102 218344 19600 SOLE (None) 19600 0 0
Children's Place Retail Stores Inc 168905107 366528 6900 SOLE (None) 6900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
China Mobile Ltd 16941M109 1217099 25100 SOLE (None) 25100 0 0
CHINA PETROLEUM & CHEM CP ADS 16941R108 220605 2100 SOLE (None) 2100 0 0
CHIPOTLE MEXICAN GRILL INC 169656105 4897230 14500 SOLE (None) 14500 0 0
Chubb Corp (The) 171232101 1502074 21700 SOLE (None) 21700 0 0
Ciena Corp 171779309 1850090 152900 SOLE (None) 152900 0 0
Cigna 125509109 575400 13700 SOLE (None) 13700 0 0
Cisco Systems Inc 17275R102 18002256 995700 SOLE (None) 995700 0 0
Citigroup Inc 172967424 14296854 543400 SOLE (None) 543400 0 0
Citrix Systems 177376100 1827672 30100 SOLE (None) 30100 0 0
Clean Harbors Inc 184496107 318650 5000 SOLE (None) 5000 0 0
Clearwire Corp A 18538Q105 1226468 632200 SOLE (None) 632200 0 0
CMS Energy 125896100 1028928 46600 SOLE (None) 46600 0 0
Coca Cola Co 191216100 17450518 249400 SOLE (None) 249400 0 0
Coca Cola Ent 19122T109 1018310 39500 SOLE (None) 39500 0 0
Coeur D'alene Mines Cp 192108504 272782 11300 SOLE (None) 11300 0 0
Colgate-Palmolive Co 194162103 4480915 48500 SOLE (None) 48500 0 0
Collective brands 19421W100 444033 30900 SOLE (None) 30900 0 0
Comcast Cp Spl Class A 20030N200 341620 14500 SOLE (None) 14500 0 0
Comerica Inc 200340107 1274520 49400 SOLE (None) 49400 0 0
Companhia de Bebidas Das Americas 20441W203 3948246 109400 SOLE (None) 109400 0 0
Companhia Siderurgica Nacional ADR 20440W105 325564 39800 SOLE (None) 39800 0 0
Computer Science Corp 205363104 801060 33800 SOLE (None) 33800 0 0
ConAgra Foods Inc 205887102 2967360 112400 SOLE (None) 112400 0 0
Concho Resources Inc 20605P101 984375 10500 SOLE (None) 10500 0 0
Constellation Brands Inc 21036P108 334854 16200 SOLE (None) 16200 0 0
Consumer Discretionary Select Sector SPD 81369Y407 2360710 60500 SOLE (None) 60500 0 0
Consumer Staples Select Sector SPDR Fund 81369Y308 1760958 54200 SOLE (None) 54200 0 0
Cooper Tire & Rubber 216831107 151308 10800 SOLE (None) 10800 0 0
Core Laboratories NV N22717107 455800 4000 SOLE (None) 4000 0 0
CORINTHIAN COLLEGES INC 218868107 57939 26700 SOLE (None) 26700 0 0
Corning Inc 219350105 937156 72200 SOLE (None) 72200 0 0
Covance Inc 222816100 256032 5600 SOLE (None) 5600 0 0
Coventry Corp 222862104 370514 12200 SOLE (None) 12200 0 0
Crown Castle International Corp 228227104 2629760 58700 SOLE (None) 58700 0 0
Crown Holdings 228368106 755550 22500 SOLE (None) 22500 0 0
Cubist Pharmaceuticals 229678107 729008 18400 SOLE (None) 18400 0 0
CVS Caremark Corp 126650100 7850150 192500 SOLE (None) 192500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Ddr Corp 23317H102 198371 16300 SOLE (None) 16300 0 0
Decker Outdoor Corp 243537107 5237001 69300 SOLE (None) 69300 0 0
Deere & Co 244199105 1090635 14100 SOLE (None) 14100 0 0
Delta Air Lines Inc 247361702 4236733 523700 SOLE (None) 523700 0 0
DENDREON CO 24823Q107 921880 121300 SOLE (None) 121300 0 0
Diageo Plc ADR 25243Q205 1136460 13000 SOLE (None) 13000 0 0
Digital River Inc 25388B104 761514 50700 SOLE (None) 50700 0 0
Discovery Comm A 25470F104 614550 15000 SOLE (None) 15000 0 0
Discovery Financial Services 254709108 1867200 77800 SOLE (None) 77800 0 0
Dollar Tree Inc 256746108 3075070 37000 SOLE (None) 37000 0 0
Dominion Resources Inc 25746U109 4655116 87700 SOLE (None) 87700 0 0
Domtar Corp 257559203 663668 8300 SOLE (None) 8300 0 0
DRESSER-RAND GROUP INC 261608103 349370 7000 SOLE (None) 7000 0 0
DTE Energy Co 233331107 1072665 19700 SOLE (None) 19700 0 0
Eagle Bulk Shipping Inc Y2187A101 17484 18600 SOLE (None) 18600 0 0
Eastman Kodak Co 277461109 278460 428400 SOLE (None) 428400 0 0
eBay Inc 278642103 436752 14400 SOLE (None) 14400 0 0
Elan Cp Plc 284131208 1558116 113400 SOLE (None) 113400 0 0
EMC Corp 268648102 13124322 609300 SOLE (None) 609300 0 0
Emerson Electric Co 291011104 7039749 151100 SOLE (None) 151100 0 0
Emulex Cp 292475209 87122 12700 SOLE (None) 12700 0 0
ENERGIZER HOLDINGS INC 29266R108 1014988 13100 SOLE (None) 13100 0 0
Energy Conversion 292659109 8380 41900 SOLE (None) 41900 0 0
Entegris Inc 29362U104 178092 20400 SOLE (None) 20400 0 0
Enterprise Products Partners Lp 293792107 2671488 57600 SOLE (None) 57600 0 0
EOG Resourses 26875P101 4561013 46300 SOLE (None) 46300 0 0
EQUINIX INC 29444U502 719940 7100 SOLE (None) 7100 0 0
Equity Residential Common Share 29476L107 1556919 27300 SOLE (None) 27300 0 0
Essex Property Trust 297178105 491785 3500 SOLE (None) 3500 0 0
EXELON CORPORATION 30161N101 3578025 82500 SOLE (None) 82500 0 0
Expedia 30212P303 7786066 268300 SOLE (None) 268300 0 0
F5 Network Inc 315616102 7566356 71300 SOLE (None) 71300 0 0
Federal Realty Inv 313747206 1506450 16600 SOLE (None) 16600 0 0
Fibria Celse ADR 31573A109 361305 46500 SOLE (None) 46500 0 0
FIDELITY NATIONAL FINANCIAL 31620R105 696141 43700 SOLE (None) 43700 0 0
Fidelity Natl In 31620M106 388214 14600 SOLE (None) 14600 0 0
Financial Select Sector SPDR Fund 81369Y605 3300700 253900 SOLE (None) 253900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
FirstEnergy Corp 337932107 2635850 59500 SOLE (None) 59500 0 0
Focus Media Hldg 34415V109 302095 15500 SOLE (None) 15500 0 0
Fomento Economico Mexicano Ads 344419106 1380258 19800 SOLE (None) 19800 0 0
Foot Locker Inc 344849104 522096 21900 SOLE (None) 21900 0 0
Ford Motor Co 345370860 6353780 590500 SOLE (None) 590500 0 0
Forest Lab Inc 345838106 1234608 40800 SOLE (None) 40800 0 0
Foster Wheelr Ag H27178104 1211562 63300 SOLE (None) 63300 0 0
Franklin Res Inc 354613101 403452 4200 SOLE (None) 4200 0 0
Frontier Communications 35906A108 667440 129600 SOLE (None) 129600 0 0
FTI Consulting Inc 302941109 326634 7700 SOLE (None) 7700 0 0
Gafisa SA 362607301 186760 40600 SOLE (None) 40600 0 0
GAMESTOP CP 36467W109 1821815 75500 SOLE (None) 75500 0 0
Gap Inc 364760108 1283660 69200 SOLE (None) 69200 0 0
General Mills 370334104 6562584 162400 SOLE (None) 162400 0 0
Genon Energy 37244E107 89523 34300 SOLE (None) 34300 0 0
Genuine Parts Co 372460105 477360 7800 SOLE (None) 7800 0 0
GENWORTH FINCL INC 37247D106 1290350 197000 SOLE (None) 197000 0 0
Gerdau SA 373737105 574035 73500 SOLE (None) 73500 0 0
Geron Corp 374163103 56388 38100 SOLE (None) 38100 0 0
Gilead Science 375558103 4629183 113100 SOLE (None) 113100 0 0
Glaxo Smith Kline Plc ADR 37733W105 3057210 67000 SOLE (None) 67000 0 0
Global Payments Inc 37940X102 293756 6200 SOLE (None) 6200 0 0
Gmx Resourcs Inc 38011M108 58250 46600 SOLE (None) 46600 0 0
GOL LINHAS AEREAS INTELIGENTES 38045R107 462774 69800 SOLE (None) 69800 0 0
Goldman Sachs Group Inc 38141G104 1989460 22000 SOLE (None) 22000 0 0
Goodyear Tire And Rubber 382550101 909714 64200 SOLE (None) 64200 0 0
GOOGLE INC CL A 38259P508 42500220 65800 SOLE (None) 65800 0 0
Grace (WR) & Co 38388F108 514304 11200 SOLE (None) 11200 0 0
Green Mountain Coffee Inc 393122106 12351690 275400 SOLE (None) 275400 0 0
Grupo Televisa Sa Gdr 40049J206 1010880 48000 SOLE (None) 48000 0 0
Hanwha Solarone 41135V103 44982 45900 SOLE (None) 45900 0 0
Harley Davidson Inc 412822108 1589783 40900 SOLE (None) 40900 0 0
Harris Corp (The) 413875105 1102824 30600 SOLE (None) 30600 0 0
Health Care Select Sector SPDR Fund 81369Y209 378121 10900 SOLE (None) 10900 0 0
Health Management Associates Inc 421933102 85492 11600 SOLE (None) 11600 0 0
Heinz H.J. 423074103 3026240 56000 SOLE (None) 56000 0 0
HERCULES OFFSHORE I 427093109 89688 20200 SOLE (None) 20200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Hershey Corp 427866108 1173820 19000 SOLE (None) 19000 0 0
Hexcel Corp/De 428291108 535041 22100 SOLE (None) 22100 0 0
Hudson City Bancorp Inc. - Ot 443683107 177500 28400 SOLE (None) 28400 0 0
Human Genome Sciences 444903108 1203831 162900 SOLE (None) 162900 0 0
Humana Inc 444859102 1813527 20700 SOLE (None) 20700 0 0
Huntington Bancshrs Inc 446150104 1610766 293400 SOLE (None) 293400 0 0
Idexx Laboratories 45168D104 477152 6200 SOLE (None) 6200 0 0
ILLUMINA INC 452327109 3060192 100400 SOLE (None) 100400 0 0
Ingram Micro Inc Cl A 457153104 274669 15100 SOLE (None) 15100 0 0
Interdigital Communications Corp 45867G101 1185104 27200 SOLE (None) 27200 0 0
Intermune Inc 45884X103 1375920 109200 SOLE (None) 109200 0 0
Interoil Cp 460951106 347684 6800 SOLE (None) 6800 0 0
Int'l Game Technology 459902102 216720 12600 SOLE (None) 12600 0 0
Intuit Inc 461202103 746778 14200 SOLE (None) 14200 0 0
INTUITIVE SURGICAL INC 46120E602 4491197 9700 SOLE (None) 9700 0 0
INVESCO LTD G491BT108 646898 32200 SOLE (None) 32200 0 0
Investment Technology Grp 46145F105 115667 10700 SOLE (None) 10700 0 0
Iron Mountain Inc 462846106 930160 30200 SOLE (None) 30200 0 0
iShares MSCI Japan Index 464286848 406306 44600 SOLE (None) 44600 0 0
ISHARES SILVER TRUST 46428Q109 19520724 724600 SOLE (None) 724600 0 0
iShares Tr DJ US Real Estate Sect 464287739 306774 5400 SOLE (None) 5400 0 0
Itau Unibnco Adr 465562106 2268032 122200 SOLE (None) 122200 0 0
Itron Inc 465741106 400624 11200 SOLE (None) 11200 0 0
ITT Educational Service 45068B109 204804 3600 SOLE (None) 3600 0 0
IVANHOE ENERGY INC 465790103 26768 23900 SOLE (None) 23900 0 0
IXIA 45071R109 105100 10000 SOLE (None) 10000 0 0
JA Solar Holdings Co Ltd 466090107 32830 24500 SOLE (None) 24500 0 0
Jabil Circuit Inc 466313103 640916 32600 SOLE (None) 32600 0 0
JDS Uniphase Cp 46612J507 539748 51700 SOLE (None) 51700 0 0
JETBLUE AIRWAYS CP 477143101 1839240 353700 SOLE (None) 353700 0 0
Johnson & Johnson 478160104 26022144 396800 SOLE (None) 396800 0 0
JP Morgan Chase & Co 46625H100 23697275 712700 SOLE (None) 712700 0 0
K L A - Tencor Corp 482480100 3116950 64600 SOLE (None) 64600 0 0
Kansas City Sthrn Ind. 485170302 1094961 16100 SOLE (None) 16100 0 0
Kimberly Clark 494368103 4590144 62400 SOLE (None) 62400 0 0
Kimco Realty Corp 49446R109 180264 11100 SOLE (None) 11100 0 0
Kohls Corp 500255104 3627225 73500 SOLE (None) 73500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Kraft Foods Inc 50075N104 6904128 184800 SOLE (None) 184800 0 0
Kroger Co (The) 501044101 3642688 150400 SOLE (None) 150400 0 0
L-3 Comm Holdings Inc 502424104 820164 12300 SOLE (None) 12300 0 0
Lasalle Hotel Properties 517942108 246942 10200 SOLE (None) 10200 0 0
LDK Solar Co Ltd 50183L107 247210 59000 SOLE (None) 59000 0 0
Leggett & Platt Inc 524660107 688896 29900 SOLE (None) 29900 0 0
Level 3 Communications Inc 52729N308 385673 22700 SOLE (None) 22700 0 0
Liberty Global Inc CL A 530555101 681098 16600 SOLE (None) 16600 0 0
LIBERTY MED INT A 53071M104 2517344 155200 SOLE (None) 155200 0 0
Liberty Property Trus 531172104 268656 8700 SOLE (None) 8700 0 0
Life Tech Corp 53217V109 1116717 28700 SOLE (None) 28700 0 0
Lilly (Eli) & Co 532457108 16553348 398300 SOLE (None) 398300 0 0
Liz Claiborne 539320101 285653 33100 SOLE (None) 33100 0 0
Lockheed Martin Corp 539830109 2960940 36600 SOLE (None) 36600 0 0
Loews Corp 540424108 267315 7100 SOLE (None) 7100 0 0
Lorillard Inc 544147101 2736000 24000 SOLE (None) 24000 0 0
LSI Corp 502161102 1085875 182500 SOLE (None) 182500 0 0
lululemon athletica Inc 550021109 1049850 22500 SOLE (None) 22500 0 0
Macys Inc 55616P104 1451318 45100 SOLE (None) 45100 0 0
Majesco Entertainment 560690208 84180 34500 SOLE (None) 34500 0 0
Manpower Group 56418H100 250250 7000 SOLE (None) 7000 0 0
Marsh & McLennan Co's 571748102 1340688 42400 SOLE (None) 42400 0 0
Marvell Technology Grp Ltd G5876H105 1027670 74200 SOLE (None) 74200 0 0
Masco 574599106 420248 40100 SOLE (None) 40100 0 0
Maxim Integrated Prod Inc 57772K101 830676 31900 SOLE (None) 31900 0 0
MBIA Inc 55262C100 1413980 122000 SOLE (None) 122000 0 0
McDermott Intl Inc 580037109 520252 45200 SOLE (None) 45200 0 0
McGraw-Hill Cos 580645109 2522817 56100 SOLE (None) 56100 0 0
MECHEL OAO 583840103 105400 12400 SOLE (None) 12400 0 0
Mednax Inc 58502B106 576080 8000 SOLE (None) 8000 0 0
MEMC Electronic Materials 552715104 488954 124100 SOLE (None) 124100 0 0
Mens Wearhouse Inc 587118100 936649 28900 SOLE (None) 28900 0 0
MercadoLibre Inc 58733R102 2990704 37600 SOLE (None) 37600 0 0
Merck & Co 58933Y105 671060 17800 SOLE (None) 17800 0 0
Meritor Inc 59001K100 56924 10700 SOLE (None) 10700 0 0
MetroPcs Communications Inc 591708102 571144 65800 SOLE (None) 65800 0 0
Mgm Resorts Int 552953101 152278 14600 SOLE (None) 14600 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Microchip Technology 595017104 340659 9300 SOLE (None) 9300 0 0
Micron Technology 595112103 4804931 763900 SOLE (None) 763900 0 0
Microsoft Corp 594918104 23761188 915300 SOLE (None) 915300 0 0
Mkt Vectr Retail 57060U225 301617 2700 SOLE (None) 2700 0 0
MONSANTO CO 61166W101 427427 6100 SOLE (None) 6100 0 0
Monster Bev Corp 611740101 350132 3800 SOLE (None) 3800 0 0
Monster Worldwide Inc 611742107 535275 67500 SOLE (None) 67500 0 0
Morgan Stanley Dean Witter 617446448 9103721 601700 SOLE (None) 601700 0 0
Mosaic Company 61945C103 4594173 91100 SOLE (None) 91100 0 0
Motorola Solutions Inc 620076307 472158 10200 SOLE (None) 10200 0 0
Nabors Industries Inc G6359F103 1180854 68100 SOLE (None) 68100 0 0
NetApp Inc 64110D104 3101085 85500 SOLE (None) 85500 0 0
New York Community Bancorp 649445103 225134 18200 SOLE (None) 18200 0 0
News Corp Ltd ADR 65248E203 1234422 67900 SOLE (None) 67900 0 0
News Corp Ltd pf 65248E104 5767672 323300 SOLE (None) 323300 0 0
Nexen Inc 65334H102 416842 26200 SOLE (None) 26200 0 0
Nextera Energy 65339F101 2301264 37800 SOLE (None) 37800 0 0
Nike Inc Class B 654106103 8750396 90800 SOLE (None) 90800 0 0
NiSource Inc 65473P105 654775 27500 SOLE (None) 27500 0 0
Nordstrom Inc 655664100 2043081 41100 SOLE (None) 41100 0 0
Northeast Utilities 664397106 1630364 45200 SOLE (None) 45200 0 0
Northern Trust Cp 665859104 1229460 31000 SOLE (None) 31000 0 0
Northrop Grumman Corp 666807102 368424 6300 SOLE (None) 6300 0 0
NOVAGOLD RESOURCES INC 66987E206 1121904 132300 SOLE (None) 132300 0 0
Nuance Communications 67020Y100 1502052 59700 SOLE (None) 59700 0 0
Nutri/System Inc 67069D108 130593 10100 SOLE (None) 10100 0 0
NUVASIVE INC 670704105 477161 37900 SOLE (None) 37900 0 0
Oceaneering Intl Inc 675232102 239876 5200 SOLE (None) 5200 0 0
Oclaro Inc 67555N206 32148 11400 SOLE (None) 11400 0 0
Omnicom Group Inc 681919106 205068 4600 SOLE (None) 4600 0 0
Oracle Corp 68389X105 23700600 924000 SOLE (None) 924000 0 0
Pan American Silver 697900108 383856 17600 SOLE (None) 17600 0 0
Panera Bread Co Cl A 69840W108 367770 2600 SOLE (None) 2600 0 0
Parametric Technology Corp. 699173209 1413324 77400 SOLE (None) 77400 0 0
Parexel Int'l Corp 699462107 232288 11200 SOLE (None) 11200 0 0
Partner Re Holdings Ltd G6852T105 243998 3800 SOLE (None) 3800 0 0
Paychex Inc 704326107 1848754 61400 SOLE (None) 61400 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
PDL BioPharma 69329Y104 225680 36400 SOLE (None) 36400 0 0
Peoples Bank Bridgeport Ct 712704105 823685 64100 SOLE (None) 64100 0 0
Pepco Holdgs Inc 713291102 809970 39900 SOLE (None) 39900 0 0
PerkinElmer Inc 714046109 256000 12800 SOLE (None) 12800 0 0
Perrigo Co 714290103 4689860 48200 SOLE (None) 48200 0 0
Pfizer Inc 717081103 20521212 948300 SOLE (None) 948300 0 0
Phototronics Inc 719405102 110656 18200 SOLE (None) 18200 0 0
Pier 1 Imports 720279108 456904 32800 SOLE (None) 32800 0 0
Pinnacle West Capital Corp 723484101 698610 14500 SOLE (None) 14500 0 0
Pitney Bowes Inc 724479100 678564 36600 SOLE (None) 36600 0 0
Plum Creek Timber Co 729251108 519152 14200 SOLE (None) 14200 0 0
Popular Inc 733174106 53654 38600 SOLE (None) 38600 0 0
Potash Cp 73755L107 2423136 58700 SOLE (None) 58700 0 0
Powerwave Tech 739363307 37648 18100 SOLE (None) 18100 0 0
PP^L Cp 69351T106 3271504 111200 SOLE (None) 111200 0 0
Praxair Inc 74005P104 3698740 34600 SOLE (None) 34600 0 0
Precision Castparts Cp 740189105 1680858 10200 SOLE (None) 10200 0 0
PRINCIPAL FINCL GRP INC 74251V102 282900 11500 SOLE (None) 11500 0 0
Procter & Gamble Co 742718109 14689542 220200 SOLE (None) 220200 0 0
Progressive Corp (Ohio) 743315103 409710 21000 SOLE (None) 21000 0 0
Public Storage Inc 74460D109 322704 2400 SOLE (None) 2400 0 0
PVH Corp 693656100 1008007 14300 SOLE (None) 14300 0 0
QLogic Corp 747277101 256500 17100 SOLE (None) 17100 0 0
Qualcomm Inc 747525103 13177230 240900 SOLE (None) 240900 0 0
Quanta Services Inc 74762E102 1214856 56400 SOLE (None) 56400 0 0
Quantum Corp DLT & Storage Systems Group 747906204 70800 29500 SOLE (None) 29500 0 0
Questar Corp Holding Co. 748356102 482598 24300 SOLE (None) 24300 0 0
Rackspace Hosting Inc 750086100 236555 5500 SOLE (None) 5500 0 0
Ralph Lauren Corp 751212101 662784 4800 SOLE (None) 4800 0 0
RANDGOLD RESOURCES LTD ADS 752344309 367560 3600 SOLE (None) 3600 0 0
Rayonier Inc 754907103 370429 8300 SOLE (None) 8300 0 0
Red Hat Inc 756577102 631737 15300 SOLE (None) 15300 0 0
REGAL ENTERTAINMENT GRP 758766109 1545036 129400 SOLE (None) 129400 0 0
Regeneron Pharmaceuticals Cp 75886F107 1158487 20900 SOLE (None) 20900 0 0
Renesola Ltd 75971T103 39168 25600 SOLE (None) 25600 0 0
Republic Service Inc 760759100 1776975 64500 SOLE (None) 64500 0 0
Riverbed Technology Inc 768573107 556950 23700 SOLE (None) 23700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Robert Half Intl Inc 770323103 313060 11000 SOLE (None) 11000 0 0
Roper Industries Inc 776696106 321419 3700 SOLE (None) 3700 0 0
Rovi Corp 779376102 663660 27000 SOLE (None) 27000 0 0
ROYAL DUTCH SH A 780259206 2485060 34000 SOLE (None) 34000 0 0
Royal Dutch Shell B 780259107 410454 5400 SOLE (None) 5400 0 0
Royal Gold Inc 780287108 1530661 22700 SOLE (None) 22700 0 0
SAIC INC 78390X101 398196 32400 SOLE (None) 32400 0 0
Saks Inc 79377W108 342225 35100 SOLE (None) 35100 0 0
Sandisk Corp 80004C101 3021494 61400 SOLE (None) 61400 0 0
Sandridge Energy Inc 80007P307 3592032 440200 SOLE (None) 440200 0 0
Sanmina-SCI Corp 800907206 95893 10300 SOLE (None) 10300 0 0
Sanofi 80105N105 602910 16500 SOLE (None) 16500 0 0
Sap Ag 803054204 2478060 46800 SOLE (None) 46800 0 0
Savient Pharm 80517Q100 74705 33500 SOLE (None) 33500 0 0
Seagate Tech G7945M107 4021280 245200 SOLE (None) 245200 0 0
Sears Holding 812350106 4906832 154400 SOLE (None) 154400 0 0
Sempra Energy 816851109 1754500 31900 SOLE (None) 31900 0 0
SENIOR HOUSING PROP TR SBI 81721M109 1012044 45100 SOLE (None) 45100 0 0
Service Corp Intl 817565104 135255 12700 SOLE (None) 12700 0 0
Shaw Group 820280105 1869550 69500 SOLE (None) 69500 0 0
Sherwin Williams Co 824348106 1535444 17200 SOLE (None) 17200 0 0
Shire Plc Ads 82481R106 1059780 10200 SOLE (None) 10200 0 0
SHUTTERFLY INC 82568P304 423336 18600 SOLE (None) 18600 0 0
Sigma Aldrich Cp 826552101 593370 9500 SOLE (None) 9500 0 0
Silver Standard Resources Inc 82823L106 948052 68600 SOLE (None) 68600 0 0
Simon Property Group Inc. Paired Ctf 828806109 5054448 39200 SOLE (None) 39200 0 0
Sina Corp G81477104 6531200 125600 SOLE (None) 125600 0 0
Sirius XM Radio 82967N108 192374 105700 SOLE (None) 105700 0 0
SLM Corp 78442P106 466320 34800 SOLE (None) 34800 0 0
Smuckers J M Co 832696405 1055295 13500 SOLE (None) 13500 0 0
Sohu.com Inc 83408W103 355000 7100 SOLE (None) 7100 0 0
Sony Cp ADR 835699307 503316 27900 SOLE (None) 27900 0 0
Southern Copper 84265V105 1146840 38000 SOLE (None) 38000 0 0
Southwest Airlines 844741108 2478976 289600 SOLE (None) 289600 0 0
Southwestern Energy 845467109 2165532 67800 SOLE (None) 67800 0 0
SPDR S^P BNK 78464A797 773370 39000 SOLE (None) 39000 0 0
SPDR S^P HM BLDR 78464A888 235980 13800 SOLE (None) 13800 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
SPDR S^P RETAIL 78464A714 7519905 143100 SOLE (None) 143100 0 0
Sprint Corp 852061100 689364 294600 SOLE (None) 294600 0 0
Stanley Blk^Dckr 854502101 1189760 17600 SOLE (None) 17600 0 0
Starbucks Corp 855244109 3800426 82600 SOLE (None) 82600 0 0
Starwood Hotels & Resorts 85590A401 474903 9900 SOLE (None) 9900 0 0
Statoil ASA 85771P102 486590 19000 SOLE (None) 19000 0 0
streetTRACKS Gold Shares ETF 78463V107 17570044 115600 SOLE (None) 115600 0 0
Stryker Corp 863667101 3738192 75200 SOLE (None) 75200 0 0
Sunpower Corp 867652406 208705 33500 SOLE (None) 33500 0 0
Supervalu Inc 868536103 644728 79400 SOLE (None) 79400 0 0
SXC Health Solutions 78505P100 519616 9200 SOLE (None) 9200 0 0
Symantec Cp 871503108 638520 40800 SOLE (None) 40800 0 0
SYNAPTICS INC 87157D109 624105 20700 SOLE (None) 20700 0 0
Synopsys Inc 871607107 301920 11100 SOLE (None) 11100 0 0
Synovus Financial Cp 87161C105 129438 91800 SOLE (None) 91800 0 0
Taiwan Semiconductor Mnf Ltd 874039100 2414170 187000 SOLE (None) 187000 0 0
Take-Two Interactive Software Inc 874054109 219510 16200 SOLE (None) 16200 0 0
Talbots Inc 874161102 226366 85100 SOLE (None) 85100 0 0
TASER INTL INC 87651B104 169472 33100 SOLE (None) 33100 0 0
Taubman Centers Inc 876664103 335340 5400 SOLE (None) 5400 0 0
TCF Financial 872275102 466464 45200 SOLE (None) 45200 0 0
Te Connectivity H84989104 345072 11200 SOLE (None) 11200 0 0
Technology Select Sector SPDR Fund 81369Y803 2527185 99300 SOLE (None) 99300 0 0
Teco Energy 872375100 327294 17100 SOLE (None) 17100 0 0
Telefon Bras Adr 87936R106 1448490 53000 SOLE (None) 53000 0 0
Tellabs Inc 879664100 519948 128700 SOLE (None) 128700 0 0
Tenet Healthcare Corp 88033G100 168777 32900 SOLE (None) 32900 0 0
Teradyne Inc 880770102 1079496 79200 SOLE (None) 79200 0 0
Teva Pharm Ind Inc ADR 881624209 6643256 164600 SOLE (None) 164600 0 0
Texas Instruments 882508104 1510809 51900 SOLE (None) 51900 0 0
Thompson Creek 884768102 342432 49200 SOLE (None) 49200 0 0
TJX Companies Inc 872540109 1174810 18200 SOLE (None) 18200 0 0
Toronto-Dominion Bank 891160509 261835 3500 SOLE (None) 3500 0 0
Tractor Supply Co 892356106 399855 5700 SOLE (None) 5700 0 0
Trina Solar Ltd 89628E104 223112 33400 SOLE (None) 33400 0 0
TS Ameritrade Holding Corp Cl A 87236Y108 187800 12000 SOLE (None) 12000 0 0
Tyco International Ltd H89128104 504468 10800 SOLE (None) 10800 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Tyson Foods Inc Class A 902494103 313728 15200 SOLE (None) 15200 0 0
Unilever Ltd Amer Shr 904767704 660344 19700 SOLE (None) 19700 0 0
Unilever Ltd NV 904784709 2079385 60500 SOLE (None) 60500 0 0
Unisys Corp 909214306 912573 46300 SOLE (None) 46300 0 0
United Cont Hld 910047109 7055493 373900 SOLE (None) 373900 0 0
UnitedHealthcare Gp Incorp 91324P102 4723376 93200 SOLE (None) 93200 0 0
Universal Display Corp 91347P105 399921 10900 SOLE (None) 10900 0 0
URS Cp 903236107 252864 7200 SOLE (None) 7200 0 0
US AIRWAYS GROUP INC 90341W108 2331693 459900 SOLE (None) 459900 0 0
US Bancorp 902973304 470670 17400 SOLE (None) 17400 0 0
US OIL FUND ETF 91232N108 10034363 263300 SOLE (None) 263300 0 0
USEC Inc 90333E108 34314 30100 SOLE (None) 30100 0 0
Utilities Select Sector SPDR Fund 81369Y886 4134102 114900 SOLE (None) 114900 0 0
Valmont Ind Inc 920253101 399476 4400 SOLE (None) 4400 0 0
Valueclick Inc 92046N102 239463 14700 SOLE (None) 14700 0 0
VANGUARD SPEC FDS REIT ETF 922908553 794600 13700 SOLE (None) 13700 0 0
Ventas Inc 92276F100 865541 15700 SOLE (None) 15700 0 0
Verizon Comm 92343V104 12734088 317400 SOLE (None) 317400 0 0
Viacom Inc 92553P201 722019 15900 SOLE (None) 15900 0 0
Virgin Media Inc 92769L101 558018 26100 SOLE (None) 26100 0 0
Viropharma Inc 928241108 490281 17900 SOLE (None) 17900 0 0
VISA Inc 92826C839 3198195 31500 SOLE (None) 31500 0 0
Vistaprint Nv N93540107 220320 7200 SOLE (None) 7200 0 0
Vodafone Gp Plc 92857W209 6160994 219800 SOLE (None) 219800 0 0
Vornado Inc 929042109 407358 5300 SOLE (None) 5300 0 0
Walgreen Co 931422109 14162904 428400 SOLE (None) 428400 0 0
Wal-Mart Stores Inc 931142103 4093560 68500 SOLE (None) 68500 0 0
WEBS Taiwan 464286731 683864 58400 SOLE (None) 58400 0 0
WEIGHT WATCHERS INTL INC 948626106 709629 12900 SOLE (None) 12900 0 0
Weingarten Realty Inc 948741103 375304 17200 SOLE (None) 17200 0 0
WELLCARE HEALTH 94946T106 456750 8700 SOLE (None) 8700 0 0
Wells Fargo & Co 949746101 9874748 358300 SOLE (None) 358300 0 0
Wendy's Co 95058W100 684472 127700 SOLE (None) 127700 0 0
Western Digital Corp 958102105 328070 10600 SOLE (None) 10600 0 0
Weyerhaeuser Co 962166104 423809 22700 SOLE (None) 22700 0 0
Whirlpool 963320106 1741415 36700 SOLE (None) 36700 0 0
Whole Foods Mkt 966837106 2323972 33400 SOLE (None) 33400 0 0