Quantitative Investment Management as of March 31, 2012
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 0 positions in its portfolio as reported in the March 2012 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}
3M Company 88579Y101 972389 10900 SOLE (None) 10900 0 0
ABB LTD ADS 000375204 479635 23500 SOLE (None) 23500 0 0
Abercrombie & Fitch Co Cl A 002896207 1413885 28500 SOLE (None) 28500 0 0
ACE Ltd H0023R105 322080 4400 SOLE (None) 4400 0 0
Activisin Blizrd 00507V109 10786748 841400 SOLE (None) 841400 0 0
AES Corp 00130H105 1739617 133100 SOLE (None) 133100 0 0
Aetna Inc 00817Y108 9013752 179700 SOLE (None) 179700 0 0
AFLAC Inc 001055102 1549863 33700 SOLE (None) 33700 0 0
AGCO Corp 001084102 1392695 29500 SOLE (None) 29500 0 0
Agnico Eagle Mns Ltd 008474108 1545494 46300 SOLE (None) 46300 0 0
Air Products & Chem 009158106 2496960 27200 SOLE (None) 27200 0 0
AK Steel Holding Corp 001547108 4015116 531100 SOLE (None) 531100 0 0
Alaska Airlines Inc 011659109 426258 11900 SOLE (None) 11900 0 0
Albemarle Corp 012653101 671160 10500 SOLE (None) 10500 0 0
Alcatel-Lucent Ads 013904305 1144307 504100 SOLE (None) 504100 0 0
Alcoa Inc 013817101 8997960 898000 SOLE (None) 898000 0 0
ALIGN TECHNOLOGY INC 016255101 551000 20000 SOLE (None) 20000 0 0
Alkermes PLC G01767105 918225 49500 SOLE (None) 49500 0 0
Allegheny Technologies Inc 01741R102 1778544 43200 SOLE (None) 43200 0 0
Allergan 018490102 2595696 27200 SOLE (None) 27200 0 0
Alliant Techsystems Inc 018804104 215516 4300 SOLE (None) 4300 0 0
Allscript Health 01988P108 416660 25100 SOLE (None) 25100 0 0
ALPHA NATURAL RESOURCES INC 02076X102 847197 55700 SOLE (None) 55700 0 0
Altera Corp 021441100 3452394 86700 SOLE (None) 86700 0 0
Amarin Corp 023111206 5044192 445600 SOLE (None) 445600 0 0
Amazon.com Inc 023135106 22984885 113500 SOLE (None) 113500 0 0
Amdocs Ltd G02602103 274746 8700 SOLE (None) 8700 0 0
Amer Axle & Manu Holdings Inc 024061103 146375 12500 SOLE (None) 12500 0 0
Amer Intl Group 026874784 228142 7400 SOLE (None) 7400 0 0
Ameren Corp 023608102 1114236 34200 SOLE (None) 34200 0 0
AMERICA MOVIL SA DE CV ADS L 02364W105 3289975 132500 SOLE (None) 132500 0 0
American Cap Ltd 02503Y103 138012 15900 SOLE (None) 15900 0 0
American Electric Power 025537101 1134252 29400 SOLE (None) 29400 0 0
American Tower Corp Cl A 03027X100 819260 13000 SOLE (None) 13000 0 0
AMERIGROUP CP 03073T102 2617192 38900 SOLE (None) 38900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Amerisource Bergen Corp 03073E105 4382430 110500 SOLE (None) 110500 0 0
Ametek Inc 031100100 325017 6700 SOLE (None) 6700 0 0
Amgen Co 031162100 5648307 83100 SOLE (None) 83100 0 0
Amkor Technology Inc 031652100 142680 23200 SOLE (None) 23200 0 0
Amylin Pharmaceutical Cp 032346108 257088 10300 SOLE (None) 10300 0 0
Anadarko Petroleum Corp 032511107 8562562 109300 SOLE (None) 109300 0 0
Analog Devices Inc 032654105 844360 20900 SOLE (None) 20900 0 0
Annaly Capital Management Inc 035710409 2945684 186200 SOLE (None) 186200 0 0
Aon Plc G0408V102 1138192 23200 SOLE (None) 23200 0 0
Apache Corp 037411105 19354788 192700 SOLE (None) 192700 0 0
Apollo Group Inc cl A 037604105 4787496 123900 SOLE (None) 123900 0 0
APOLLO INVT CORP 03761U106 316197 44100 SOLE (None) 44100 0 0
Applied Materials Inc 038222105 2480040 199200 SOLE (None) 199200 0 0
ARBITRON INC 03875Q108 251464 6800 SOLE (None) 6800 0 0
Arcelormittal 03938L104 1191799 62300 SOLE (None) 62300 0 0
Arch Coal Inc 039380100 1005669 93900 SOLE (None) 93900 0 0
ARENA PHARMACEUTICALS INC 040047102 148148 48100 SOLE (None) 48100 0 0
Ariad Pharmaceuticals 04033A100 1823318 114100 SOLE (None) 114100 0 0
Arris Group Inc 04269Q100 206790 18300 SOLE (None) 18300 0 0
Ashland Oil Inc 044209104 830416 13600 SOLE (None) 13600 0 0
ASML Holding N07059186 526470 10500 SOLE (None) 10500 0 0
ASSURED GUARANTY LTD G0585R106 485688 29400 SOLE (None) 29400 0 0
AT^T Inc 00206R102 23563035 754500 SOLE (None) 754500 0 0
athenahealth Inc 04685W103 733788 9900 SOLE (None) 9900 0 0
Atmel Cp 049513104 629706 63800 SOLE (None) 63800 0 0
AU OPTRONICS CP ADS 002255107 263112 57700 SOLE (None) 57700 0 0
Autozone Inc. 053332102 4387240 11800 SOLE (None) 11800 0 0
Avalon Bay Communities Inc 053484101 2388815 16900 SOLE (None) 16900 0 0
Avery Dennison Cp 053611109 1003329 33300 SOLE (None) 33300 0 0
Avis Budget Group Inc 053774105 308470 21800 SOLE (None) 21800 0 0
AXIS CAPITAL HLDGS LTD G0692U109 852469 25700 SOLE (None) 25700 0 0
Baidu Inc 056752108 41500719 284700 SOLE (None) 284700 0 0
Baker Hughes 057224107 3380364 80600 SOLE (None) 80600 0 0
BanColombia Ads 05968L102 206912 3200 SOLE (None) 3200 0 0
Bank Of Montreal 063671101 594200 10000 SOLE (None) 10000 0 0
BE Aerospace Inc 073302101 236997 5100 SOLE (None) 5100 0 0
Becton Dickinson Co 075887109 1001685 12900 SOLE (None) 12900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Bed Bath & Beyond Inc 075896100 7254431 110300 SOLE (None) 110300 0 0
Bemis Co Inc 081437105 768502 23800 SOLE (None) 23800 0 0
Berkshire Hathaway Inc Cl B 084670702 2044980 25200 SOLE (None) 25200 0 0
Berry Petroleum Co Class A 085789105 1536438 32600 SOLE (None) 32600 0 0
Best Buy Co. Inc 086516101 14364288 606600 SOLE (None) 606600 0 0
BHP Billiton ADS 088606108 3692400 51000 SOLE (None) 51000 0 0
BHP BILLITON PLC ADS US $.50 05545E209 546282 8900 SOLE (None) 8900 0 0
Biocryst Pharm Inc 09058V103 105294 21800 SOLE (None) 21800 0 0
Biogen Idec Inc 09062X103 6123600 48600 SOLE (None) 48600 0 0
BIOMED REALTY TR INC 09063H107 208780 11000 SOLE (None) 11000 0 0
Blackstone Group LP 09253U108 1095078 68700 SOLE (None) 68700 0 0
Block (H & R) 093671105 1768878 107400 SOLE (None) 107400 0 0
Boeing Co 097023105 4670436 62800 SOLE (None) 62800 0 0
Boston Scientific Corp 101137107 777400 130000 SOLE (None) 130000 0 0
Boyd Gaming Inc 103304101 297136 37900 SOLE (None) 37900 0 0
BP Plc 055622104 11668500 259300 SOLE (None) 259300 0 0
Brinker International Inc 109641100 220400 8000 SOLE (None) 8000 0 0
Bristol Myers Squibb Co 110122108 1559250 46200 SOLE (None) 46200 0 0
Broadcom Corp Cl A 111320107 7518090 191300 SOLE (None) 191300 0 0
Broadvision 111412706 1209550 42500 SOLE (None) 42500 0 0
Brocade Comms 111621306 1010275 175700 SOLE (None) 175700 0 0
Brookfield Asset 112585104 293601 9300 SOLE (None) 9300 0 0
Brunswick Corp 117043109 409425 15900 SOLE (None) 15900 0 0
BUFFALO WILD WINGS INC 119848109 1115487 12300 SOLE (None) 12300 0 0
BUNGE LTD G16962105 3832640 56000 SOLE (None) 56000 0 0
CA Inc 12673P105 757900 27500 SOLE (None) 27500 0 0
Cablevision Sys Cp Cl A 12686C109 453612 30900 SOLE (None) 30900 0 0
Cabot Oil & Gas Cp 127097103 3459870 111000 SOLE (None) 111000 0 0
Cadence Design Sys Inc 127387108 889184 75100 SOLE (None) 75100 0 0
Calpine Corp 131347304 4082212 237200 SOLE (None) 237200 0 0
Camden Property Trust Sbi 133131102 387925 5900 SOLE (None) 5900 0 0
Cameco Cp 13321L108 2957024 137600 SOLE (None) 137600 0 0
Cameron Intl 13342B105 4590927 86900 SOLE (None) 86900 0 0
Campbells Soup Co 134429109 1049350 31000 SOLE (None) 31000 0 0
Canadian National Railway 136375102 2136667 26900 SOLE (None) 26900 0 0
Canadian Natural Res Ltd 136385101 1921122 57900 SOLE (None) 57900 0 0
Canadian Solar Inc 136635109 53106 16700 SOLE (None) 16700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Capella Education Co 139594105 248055 6900 SOLE (None) 6900 0 0
CAPITALSOURCE INC 14055X102 570240 86400 SOLE (None) 86400 0 0
Cardinal Health Inc 14149Y108 7212303 167300 SOLE (None) 167300 0 0
CarMax Inc 143130102 914760 26400 SOLE (None) 26400 0 0
Carnival Corp 143658300 4658016 145200 SOLE (None) 145200 0 0
Carpenter Technology 144285103 365610 7000 SOLE (None) 7000 0 0
Carrizo Oil & Gas Inc 144577103 796932 28200 SOLE (None) 28200 0 0
Caterpillar Inc 149123101 41755840 392000 SOLE (None) 392000 0 0
Cbre Group Inc A 12504L109 3067852 153700 SOLE (None) 153700 0 0
CELANESE CORPORATION 150870103 826622 17900 SOLE (None) 17900 0 0
Celgene 151020104 3302352 42600 SOLE (None) 42600 0 0
Cemex SA de CV Series A ADS 151290889 876880 113000 SOLE (None) 113000 0 0
Centerpoint Energy 15189T107 782884 39700 SOLE (None) 39700 0 0
Central European Distribution Corp 153435102 184982 36200 SOLE (None) 36200 0 0
Cerner Cp 156782104 2581824 33900 SOLE (None) 33900 0 0
CF INDUSTRIES HOLDINGS INC 125269100 1936090 10600 SOLE (None) 10600 0 0
CH Robinsom Worldwide Inc 12541W209 1211565 18500 SOLE (None) 18500 0 0
Charles Schwab Corp 808513105 11257458 783400 SOLE (None) 783400 0 0
CHART INDUSTRIES 16115Q308 337318 4600 SOLE (None) 4600 0 0
Cheesecake Factory Inc 163072101 1060979 36100 SOLE (None) 36100 0 0
CHENIERE ENERGY INC 16411R208 2684416 179200 SOLE (None) 179200 0 0
Chicos Fas Inc 168615102 1701770 112700 SOLE (None) 112700 0 0
Children's Place Retail Stores Inc 168905107 862889 16700 SOLE (None) 16700 0 0
CHINA PETROLEUM & CHEM CP ADS 16941R108 250056 2300 SOLE (None) 2300 0 0
China Unicom Ltd 16945R104 681674 40600 SOLE (None) 40600 0 0
Chubb Corp (The) 171232101 3932359 56900 SOLE (None) 56900 0 0
Ciena Corp 171779309 770644 47600 SOLE (None) 47600 0 0
Cigna 125509109 6870375 139500 SOLE (None) 139500 0 0
CIMAREX ENERGY CO 171798101 5765908 76400 SOLE (None) 76400 0 0
Cisco Systems Inc 17275R102 11789010 557400 SOLE (None) 557400 0 0
Citrix Systems 177376100 276185 3500 SOLE (None) 3500 0 0
City Natl Cp 178566105 1065141 20300 SOLE (None) 20300 0 0
Clean Energy Fuels Corp 184499101 323456 15200 SOLE (None) 15200 0 0
Cleveland-Cliffs Inc Co. 18683K101 16885588 243800 SOLE (None) 243800 0 0
CME Group Inc 12572Q105 7522580 26000 SOLE (None) 26000 0 0
CNOOC LTD ADS 126132109 1593462 7800 SOLE (None) 7800 0 0
Coca Cola Co 191216100 2790177 37700 SOLE (None) 37700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Coca Cola Ent 19122T109 837980 29300 SOLE (None) 29300 0 0
Cognizant Technology Solutions Corp. Cl 192446102 207765 2700 SOLE (None) 2700 0 0
Coinstar Inc 19259P300 1684075 26500 SOLE (None) 26500 0 0
Colgate-Palmolive Co 194162103 576902 5900 SOLE (None) 5900 0 0
Collective brands 19421W100 241818 12300 SOLE (None) 12300 0 0
Comerica Inc 200340107 1550044 47900 SOLE (None) 47900 0 0
Commercial Metals Co 201723103 395694 26700 SOLE (None) 26700 0 0
Community Health 203668108 2032736 91400 SOLE (None) 91400 0 0
Companhia Brasileira De Distribuicao 20440T201 533344 11200 SOLE (None) 11200 0 0
Companhia Siderurgica Nacional ADR 20440W105 507056 53600 SOLE (None) 53600 0 0
Computer Science Corp 205363104 1952088 65200 SOLE (None) 65200 0 0
Compuware Corp 205638109 182881 19900 SOLE (None) 19900 0 0
Comstock Resources Inc 205768203 443240 28000 SOLE (None) 28000 0 0
ConAgra Foods Inc 205887102 1822444 69400 SOLE (None) 69400 0 0
Concho Resources Inc 20605P101 3001152 29400 SOLE (None) 29400 0 0
Concur Technologies Inc 206708109 206568 3600 SOLE (None) 3600 0 0
Conoco Philips 20825C104 19063308 250800 SOLE (None) 250800 0 0
CONSOL Energy Inc 20854P109 1841400 54000 SOLE (None) 54000 0 0
Continental Resources Inc 212015101 2814896 32800 SOLE (None) 32800 0 0
Convergys Corp 212485106 590070 44200 SOLE (None) 44200 0 0
Con-Way 205944101 1027215 31500 SOLE (None) 31500 0 0
Cooper Cos Inc 216648402 670022 8200 SOLE (None) 8200 0 0
Core Laboratories NV N22717107 868362 6600 SOLE (None) 6600 0 0
CORINTHIAN COLLEGES INC 218868107 93564 22600 SOLE (None) 22600 0 0
Corn Products Intl Inc 219023108 1003110 17400 SOLE (None) 17400 0 0
Corning Inc 219350105 13649152 969400 SOLE (None) 969400 0 0
Corp Office Property Trust Inc 22002T108 401533 17300 SOLE (None) 17300 0 0
Costco Wholesale 22160K105 6201640 68300 SOLE (None) 68300 0 0
Covance Inc 222816100 776369 16300 SOLE (None) 16300 0 0
Covanta Holding Cp 22282E102 254811 15700 SOLE (None) 15700 0 0
Coventry Corp 222862104 953276 26800 SOLE (None) 26800 0 0
COVIDIEN PLC G2554F113 902220 16500 SOLE (None) 16500 0 0
Credicorp Ltd G2519Y108 514098 3900 SOLE (None) 3900 0 0
Credit Suisse Group 225401108 399140 14000 SOLE (None) 14000 0 0
CROCS INC 227046109 1320052 63100 SOLE (None) 63100 0 0
Crown Castle International Corp 228227104 629412 11800 SOLE (None) 11800 0 0
CSX Corp 126408103 2384416 110800 SOLE (None) 110800 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Cummins Engines 231021106 11559852 96300 SOLE (None) 96300 0 0
Darden Restaurants 237194105 4333252 84700 SOLE (None) 84700 0 0
De Vry Inc 251893103 331926 9800 SOLE (None) 9800 0 0
Dean Foods 242370104 134421 11100 SOLE (None) 11100 0 0
Decker Outdoor Corp 243537107 2919215 46300 SOLE (None) 46300 0 0
Deere & Co 244199105 7645050 94500 SOLE (None) 94500 0 0
Dell Inc 24702R101 10959320 660200 SOLE (None) 660200 0 0
Delta Air Lines Inc 247361702 2388736 240800 SOLE (None) 240800 0 0
Denbury Resources Inc 247916208 2980605 163500 SOLE (None) 163500 0 0
DENDREON CO 24823Q107 2395302 224700 SOLE (None) 224700 0 0
DIAMOND FOODS 252603105 908236 39800 SOLE (None) 39800 0 0
Diamond Offshore Drilling 25271C102 6100950 91400 SOLE (None) 91400 0 0
Dillard Inc 254067101 3390476 53800 SOLE (None) 53800 0 0
Dominion Resources Inc 25746U109 891054 17400 SOLE (None) 17400 0 0
DOMINO'S PIZZA INC 25754A201 2918520 80400 SOLE (None) 80400 0 0
Domtar Corp 257559203 1316244 13800 SOLE (None) 13800 0 0
Donnelley (RR) & Sons 257867101 556311 44900 SOLE (None) 44900 0 0
Dover Cp 260003108 2580540 41000 SOLE (None) 41000 0 0
DR Pepper Snapple Group Inc 26138E109 285491 7100 SOLE (None) 7100 0 0
DreamWorks Animation SKG Inc 26153C103 186345 10100 SOLE (None) 10100 0 0
DRYSHIPS INC Y2109Q101 602388 173100 SOLE (None) 173100 0 0
Dun & Bradstreet Cp 26483E100 254190 3000 SOLE (None) 3000 0 0
E*Trade Fincl Cp 269246401 893520 81600 SOLE (None) 81600 0 0
East West Bancorp Inc 27579R104 464109 20100 SOLE (None) 20100 0 0
Eastman Chemical Co 277432100 4073172 78800 SOLE (None) 78800 0 0
Eaton Corp 278058102 3124341 62700 SOLE (None) 62700 0 0
eBay Inc 278642103 4420620 119800 SOLE (None) 119800 0 0
Ecolab Inc 278865100 2771228 44900 SOLE (None) 44900 0 0
Edison Intl 281020107 582387 13700 SOLE (None) 13700 0 0
Elan Cp Plc 284131208 2182454 145400 SOLE (None) 145400 0 0
Emerson Electric Co 291011104 8244440 158000 SOLE (None) 158000 0 0
Endo Pharmaceuticals Holdings Inc 29264F205 1018599 26300 SOLE (None) 26300 0 0
Energen 29265N108 206430 4200 SOLE (None) 4200 0 0
Energy Select Sector SPDR Fund 81369Y506 16387700 228400 SOLE (None) 228400 0 0
Energy Xxi G10082140 1599673 44300 SOLE (None) 44300 0 0
Ensco Plc Adr 29358Q109 5674096 107200 SOLE (None) 107200 0 0
Entergy Corp 29364G103 336000 5000 SOLE (None) 5000 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Enterprise Products Partners Lp 293792107 3189704 63200 SOLE (None) 63200 0 0
EOG Resourses 26875P101 5577220 50200 SOLE (None) 50200 0 0
EQT Corporation 26884L109 496563 10300 SOLE (None) 10300 0 0
Equity Residential Common Share 29476L107 1609334 25700 SOLE (None) 25700 0 0
Ericsson Adr 294821608 1143379 110900 SOLE (None) 110900 0 0
Essex Property Trust 297178105 1151476 7600 SOLE (None) 7600 0 0
Estee Lauder Cos Cl A 518439104 3759758 60700 SOLE (None) 60700 0 0
EXCO RESOURCES INC 269279402 292383 44100 SOLE (None) 44100 0 0
EXELON CORPORATION 30161N101 3391665 86500 SOLE (None) 86500 0 0
Expedia 30212P303 411312 12300 SOLE (None) 12300 0 0
Factset Research Systems 303075105 3119760 31500 SOLE (None) 31500 0 0
Fairchild Semiconductor Int'l Inc 303726103 714420 48600 SOLE (None) 48600 0 0
Family Dollar Stores 307000109 3157672 49900 SOLE (None) 49900 0 0
FedEx Corp 31428X106 1379400 15000 SOLE (None) 15000 0 0
Fibria Celse ADR 31573A109 482425 57500 SOLE (None) 57500 0 0
FIDELITY NATIONAL FINANCIAL 31620R105 686943 38100 SOLE (None) 38100 0 0
Fifth Third Bancorp 316773100 3606635 256700 SOLE (None) 256700 0 0
First Niagara Financial Grp inc 33582V108 2506248 254700 SOLE (None) 254700 0 0
First Solar Inc 336433107 1275045 50900 SOLE (None) 50900 0 0
FirstEnergy Corp 337932107 2977027 65300 SOLE (None) 65300 0 0
Flowserve Corp 34354P105 1178202 10200 SOLE (None) 10200 0 0
FLUOR CP 343412102 2551700 42500 SOLE (None) 42500 0 0
FMC Cp 302491303 1217390 11500 SOLE (None) 11500 0 0
Focus Media Hldg 34415V109 587808 23400 SOLE (None) 23400 0 0
Fomento Economico Mexicano Ads 344419106 1349228 16400 SOLE (None) 16400 0 0
Foster Wheelr Ag H27178104 304984 13400 SOLE (None) 13400 0 0
Freeport McMoran Copper & Gold Cl B 35671D857 4058868 106700 SOLE (None) 106700 0 0
Frontier Communications 35906A108 1062933 254900 SOLE (None) 254900 0 0
Frontline Ltd G3682E127 441406 57400 SOLE (None) 57400 0 0
FTI Consulting Inc 302941109 326424 8700 SOLE (None) 8700 0 0
Fuel Systems Sol 35952W103 468264 17900 SOLE (None) 17900 0 0
Fuelcell Energy Inc 35952H106 312273 198900 SOLE (None) 198900 0 0
Gafisa SA 362607301 566400 120000 SOLE (None) 120000 0 0
Gardner Denver Inc 365558105 630200 10000 SOLE (None) 10000 0 0
General Cable Corp 369300108 392580 13500 SOLE (None) 13500 0 0
General Electric Co 369604103 7983846 397800 SOLE (None) 397800 0 0
General Mills 370334104 1045425 26500 SOLE (None) 26500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Genon Energy 37244E107 224848 108100 SOLE (None) 108100 0 0
GEN-PROBE INC 36866T103 444947 6700 SOLE (None) 6700 0 0
Gentex Cp 371901109 284200 11600 SOLE (None) 11600 0 0
Genuine Parts Co 372460105 978900 15600 SOLE (None) 15600 0 0
GENWORTH FINCL INC 37247D106 1657344 199200 SOLE (None) 199200 0 0
Gerdau SA 373737105 1173897 121900 SOLE (None) 121900 0 0
Gilead Science 375558103 8843660 181000 SOLE (None) 181000 0 0
Gmx Resourcs Inc 38011M108 71755 56500 SOLE (None) 56500 0 0
GOL LINHAS AEREAS INTELIGENTES 38045R107 650791 96700 SOLE (None) 96700 0 0
Goodrich Petroleum Corp 382410405 275790 14500 SOLE (None) 14500 0 0
Goodyear Tire And Rubber 382550101 1276836 113800 SOLE (None) 113800 0 0
GOOGLE INC CL A 38259P508 17762348 27700 SOLE (None) 27700 0 0
Grace (WR) & Co 38388F108 317900 5500 SOLE (None) 5500 0 0
Green Mountain Coffee Inc 393122106 1812708 38700 SOLE (None) 38700 0 0
Group 1 Automotive Inc 398905109 387573 6900 SOLE (None) 6900 0 0
Grupo Televisa Sa Gdr 40049J206 219232 10400 SOLE (None) 10400 0 0
Guess? Inc 401617105 2234375 71500 SOLE (None) 71500 0 0
Halliburton Co 406216101 1430489 43100 SOLE (None) 43100 0 0
Harley Davidson Inc 412822108 225768 4600 SOLE (None) 4600 0 0
Harman Int'l Industries 413086109 613211 13100 SOLE (None) 13100 0 0
Harsco Corp 415864107 382398 16300 SOLE (None) 16300 0 0
Hartford Financial Services Group Inc 416515104 1734884 82300 SOLE (None) 82300 0 0
Hasbro 418056107 760104 20700 SOLE (None) 20700 0 0
HDFC Bank Ltd 40415F101 1490170 43700 SOLE (None) 43700 0 0
Health Care REIT 42217K106 3292104 59900 SOLE (None) 59900 0 0
Health Net Inc 42222G108 524304 13200 SOLE (None) 13200 0 0
Hecla Mining 422704106 119196 25800 SOLE (None) 25800 0 0
Helix Energy Solutions Group 42330P107 234960 13200 SOLE (None) 13200 0 0
Helmerich & Payne Inc 423452101 1327170 24600 SOLE (None) 24600 0 0
HERBALIFE LTD G4412G101 2828502 41100 SOLE (None) 41100 0 0
Hershey Corp 427866108 2250811 36700 SOLE (None) 36700 0 0
Hess Corp 42809H107 11937375 202500 SOLE (None) 202500 0 0
Hewlett-Packard Co 428236103 1720526 72200 SOLE (None) 72200 0 0
Hexcel Corp/De 428291108 292922 12200 SOLE (None) 12200 0 0
Highwoods Properties 431284108 336532 10100 SOLE (None) 10100 0 0
Hil-Rom Holdings 431475102 203801 6100 SOLE (None) 6100 0 0
Hollyfrontr Corp 436106108 5430135 168900 SOLE (None) 168900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Hologic Inc 436440101 310320 14400 SOLE (None) 14400 0 0
HOMEX DEVELOPMENT CP ADS 25030W100 226996 12100 SOLE (None) 12100 0 0
Honeywell International Inc 438516106 2148960 35200 SOLE (None) 35200 0 0
Horton DR Inc 23331A109 2562213 168900 SOLE (None) 168900 0 0
Hospitality Properties Trust 44106M102 240877 9100 SOLE (None) 9100 0 0
Host Hotel & Resort 44107P104 1679766 102300 SOLE (None) 102300 0 0
Hovnanian Enterprises Inc 442487203 175175 71500 SOLE (None) 71500 0 0
HSBC Holdings plc ADS 404280406 643655 14500 SOLE (None) 14500 0 0
Hudson City Bancorp Inc. - Ot 443683107 1411296 192800 SOLE (None) 192800 0 0
Human Genome Sciences 444903108 967376 117400 SOLE (None) 117400 0 0
Humana Inc 444859102 6899008 74600 SOLE (None) 74600 0 0
Huntington Bancshrs Inc 446150104 3774540 585200 SOLE (None) 585200 0 0
IAMGOLD CP 450913108 135558 10200 SOLE (None) 10200 0 0
ICICI BANK LTD ADS 45104G104 3396338 97400 SOLE (None) 97400 0 0
Idenix Pharm 45166R204 569778 58200 SOLE (None) 58200 0 0
Idexx Laboratories 45168D104 419760 4800 SOLE (None) 4800 0 0
ILLUMINA INC 452327109 3188166 60600 SOLE (None) 60600 0 0
Imperial Oil Ltd 453038408 258723 5700 SOLE (None) 5700 0 0
Incyte Corp 45337C102 829900 43000 SOLE (None) 43000 0 0
India Fund 454089103 229690 10300 SOLE (None) 10300 0 0
Industrial Select Sector SPDR Fund 81369Y704 5717776 152800 SOLE (None) 152800 0 0
INERGY LP 456615103 278290 17000 SOLE (None) 17000 0 0
Infinera Corp 45667G103 263088 32400 SOLE (None) 32400 0 0
Infosys Ltd Adr 456788108 1094976 19200 SOLE (None) 19200 0 0
Ingram Micro Inc Cl A 457153104 445440 24000 SOLE (None) 24000 0 0
Integrated Device Technology 458118106 110110 15400 SOLE (None) 15400 0 0
INTERCONTINENTALEXCHANGE INC 45865V100 5977770 43500 SOLE (None) 43500 0 0
Interdigital Communications Corp 45867G101 209160 6000 SOLE (None) 6000 0 0
Intermune Inc 45884X103 667485 45500 SOLE (None) 45500 0 0
Interoil Cp 460951106 976790 19000 SOLE (None) 19000 0 0
Intersil Cp 46069S109 272160 24300 SOLE (None) 24300 0 0
Int'l Game Technology 459902102 214912 12800 SOLE (None) 12800 0 0
Intl Rectifier 460254105 311445 13500 SOLE (None) 13500 0 0
Intrepid Potash Inc 46121Y102 257898 10600 SOLE (None) 10600 0 0
ISHARES DJIT INDEX FD 464287192 712044 7600 SOLE (None) 7600 0 0
iShares MSCI Brazil Index 464286400 37832566 585100 SOLE (None) 585100 0 0
ISHARES MSCI EAFE IDX FD 464287465 6751470 123000 SOLE (None) 123000 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
ISHARES MSCI EMERG MKTS IDX FD 464287234 42713775 994500 SOLE (None) 994500 0 0
iShares MSCI Japan Index 464286848 4043496 397200 SOLE (None) 397200 0 0
iShares MSCI Mexico Investable Market Fu 464286822 1281660 20500 SOLE (None) 20500 0 0
ISHARES MSCI PAC EX-JAP IDX FD 464286665 552704 12700 SOLE (None) 12700 0 0
ISHARES SILVER TRUST 46428Q109 10019634 319300 SOLE (None) 319300 0 0
ISHARES TR S^P LAT AMER 40 IDX 464287390 581086 12200 SOLE (None) 12200 0 0
Ishr Ftse Chin25 464287184 27803194 758200 SOLE (None) 758200 0 0
Isis Pharmaceuticals 464330109 150844 17200 SOLE (None) 17200 0 0
Itau Unibnco Adr 465562106 4444404 231600 SOLE (None) 231600 0 0
IVANHOE ENERGY INC 465790103 22155 21100 SOLE (None) 21100 0 0
Jabil Circuit Inc 466313103 2398960 95500 SOLE (None) 95500 0 0
JDS Uniphase Cp 46612J507 1131669 78100 SOLE (None) 78100 0 0
JETBLUE AIRWAYS CP 477143101 346212 70800 SOLE (None) 70800 0 0
Johnson & Johnson 478160104 19062440 289000 SOLE (None) 289000 0 0
Johnson Controls 478366107 1614256 49700 SOLE (None) 49700 0 0
Joy Global Inc 481165108 3461850 47100 SOLE (None) 47100 0 0
Juniper Networks 48203R104 2095808 91600 SOLE (None) 91600 0 0
K L A - Tencor Corp 482480100 3461112 63600 SOLE (None) 63600 0 0
KB Home 48666K109 4472250 502500 SOLE (None) 502500 0 0
Kennametal Inc 489170100 400770 9000 SOLE (None) 9000 0 0
Key Corp 493267108 4444650 522900 SOLE (None) 522900 0 0
Kimco Realty Corp 49446R109 504612 26200 SOLE (None) 26200 0 0
Kinder Morgan Energy Partners LP 494550106 3467225 41900 SOLE (None) 41900 0 0
Kinross Gold Corp 496902404 2035341 207900 SOLE (None) 207900 0 0
KKR Financial Hldg 48248A306 94863 10300 SOLE (None) 10300 0 0
Korea Electric 500631106 386281 39700 SOLE (None) 39700 0 0
Kroger Co (The) 501044101 380411 15700 SOLE (None) 15700 0 0
L-3 Comm Holdings Inc 502424104 1535709 21700 SOLE (None) 21700 0 0
Lam Research Cp 512807108 2953844 66200 SOLE (None) 66200 0 0
Lasalle Hotel Properties 517942108 469938 16700 SOLE (None) 16700 0 0
Lattice Semiconductor Cp 518415104 141460 22000 SOLE (None) 22000 0 0
LDK Solar Co Ltd 50183L107 218000 54500 SOLE (None) 54500 0 0
Legg Mason Inc 524901105 382641 13700 SOLE (None) 13700 0 0
Leggett & Platt Inc 524660107 469404 20400 SOLE (None) 20400 0 0
Level 3 Communications Inc 52729N308 681845 26500 SOLE (None) 26500 0 0
Lexmark Intl Inc 529771107 1392756 41900 SOLE (None) 41900 0 0
LG Display Co 50186V102 196559 16700 SOLE (None) 16700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Liberty Global Inc CL A 530555101 560896 11200 SOLE (None) 11200 0 0
Liberty Property Trus 531172104 289332 8100 SOLE (None) 8100 0 0
Life Tech Corp 53217V109 2118788 43400 SOLE (None) 43400 0 0
LIFE TIME FITNESS INC 53217R207 222508 4400 SOLE (None) 4400 0 0
Lilly (Eli) & Co 532457108 1328910 33000 SOLE (None) 33000 0 0
Limelight Networks Inc 53261M104 70406 21400 SOLE (None) 21400 0 0
Limited Brands Inc 532716107 345600 7200 SOLE (None) 7200 0 0
Lindsay Corp 535555106 205437 3100 SOLE (None) 3100 0 0
Linear Technology Cp 535678106 2022000 60000 SOLE (None) 60000 0 0
Liz Claiborne 539320101 203072 15200 SOLE (None) 15200 0 0
Loews Corp 540424108 936945 23500 SOLE (None) 23500 0 0
Lorillard Inc 544147101 2848560 22000 SOLE (None) 22000 0 0
Louisiana-Pacific 546347105 1579215 168900 SOLE (None) 168900 0 0
LSI Corp 502161102 2127468 245100 SOLE (None) 245100 0 0
Macerich Co 554382101 254100 4400 SOLE (None) 4400 0 0
Manitowoc Inc 563571108 1361052 98200 SOLE (None) 98200 0 0
Manulife Financial Corp 56501R106 617880 45600 SOLE (None) 45600 0 0
Marathon Oil Co 565849106 4751830 149900 SOLE (None) 149900 0 0
Market Vectors Russia ETF Trust 57060U506 3248576 105200 SOLE (None) 105200 0 0
Marsh & McLennan Co's 571748102 724659 22100 SOLE (None) 22100 0 0
Martin Marietta Materials Inc 573284106 274016 3200 SOLE (None) 3200 0 0
Marvell Technology Grp Ltd G5876H105 1952093 124100 SOLE (None) 124100 0 0
Masco 574599106 1653869 123700 SOLE (None) 123700 0 0
MASTERCARD INCORPORATED 57636Q104 2775564 6600 SOLE (None) 6600 0 0
Materials Select Sector SPDR Fund 81369Y100 1915046 51800 SOLE (None) 51800 0 0
MBIA Inc 55262C100 545860 55700 SOLE (None) 55700 0 0
Mc Kesson Corp 58155Q103 1816839 20700 SOLE (None) 20700 0 0
McDonalds Corp 580135101 29812590 303900 SOLE (None) 303900 0 0
McMoran Exploration Co 582411104 208650 19500 SOLE (None) 19500 0 0
MECHEL OAO 583840103 308014 34300 SOLE (None) 34300 0 0
Mednax Inc 58502B106 810633 10900 SOLE (None) 10900 0 0
Medtronic Inc 585055106 4436308 113200 SOLE (None) 113200 0 0
Mens Wearhouse Inc 587118100 674598 17400 SOLE (None) 17400 0 0
MercadoLibre Inc 58733R102 254254 2600 SOLE (None) 2600 0 0
Merck & Co 58933Y105 16826880 438200 SOLE (None) 438200 0 0
Meritage Homes 59001A102 289542 10700 SOLE (None) 10700 0 0
Meritor Inc 59001K100 125085 15500 SOLE (None) 15500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
MetroPcs Communications Inc 591708102 1058948 117400 SOLE (None) 117400 0 0
Microchip Technology 595017104 1264800 34000 SOLE (None) 34000 0 0
Microsoft Corp 594918104 3645380 113000 SOLE (None) 113000 0 0
Microstrategy Inc 594972408 434000 3100 SOLE (None) 3100 0 0
Minas Buenaventura 204448104 257984 6400 SOLE (None) 6400 0 0
MIPS Technologies Inc 604567107 91392 16800 SOLE (None) 16800 0 0
Mohawk Industries Inc 608190104 405711 6100 SOLE (None) 6100 0 0
Molson Coors Brew 60871R209 1533975 33900 SOLE (None) 33900 0 0
MONSANTO CO 61166W101 1714840 21500 SOLE (None) 21500 0 0
Monster Worldwide Inc 611742107 2106975 216100 SOLE (None) 216100 0 0
MOODYS CP 615369105 1477710 35100 SOLE (None) 35100 0 0
Morgan Stanley Dean Witter 617446448 3558768 181200 SOLE (None) 181200 0 0
Motorola Solutions Inc 620076307 1834963 36100 SOLE (None) 36100 0 0
MSCI Inc 55354G100 268713 7300 SOLE (None) 7300 0 0
Murphy Oil Corp 626717102 2307070 41000 SOLE (None) 41000 0 0
Mylan Inc 628530107 2380175 101500 SOLE (None) 101500 0 0
Nabors Industries Inc G6359F103 5313462 303800 SOLE (None) 303800 0 0
National Oilwell Var 637071101 5674158 71400 SOLE (None) 71400 0 0
Navistar 63934E108 578435 14300 SOLE (None) 14300 0 0
NCR Inc 62886E108 1545752 71200 SOLE (None) 71200 0 0
Netease Inc Adr 64110W102 586810 10100 SOLE (None) 10100 0 0
NETGEAR INC 64111Q104 313240 8200 SOLE (None) 8200 0 0
Newell Rubbermaid Inc 651229106 260026 14600 SOLE (None) 14600 0 0
Newfield Exploration Co 651290108 246228 7100 SOLE (None) 7100 0 0
Nexen Inc 65334H102 2871775 156500 SOLE (None) 156500 0 0
Nike Inc Class B 654106103 2580872 23800 SOLE (None) 23800 0 0
Noble Drilling Cp H5833N103 5732910 153000 SOLE (None) 153000 0 0
Noble Energy Inc 655044105 3666750 37500 SOLE (None) 37500 0 0
Nokia Corp ADR Cl A 654902204 1020591 185900 SOLE (None) 185900 0 0
Nordson Cp 655663102 806748 14800 SOLE (None) 14800 0 0
Nordstrom Inc 655664100 328748 5900 SOLE (None) 5900 0 0
Norfolk Southern 655844108 355482 5400 SOLE (None) 5400 0 0
NORTH AMER PALLADIUM LTD 656912102 42444 16200 SOLE (None) 16200 0 0
Northeast Utilities 664397106 1039360 28000 SOLE (None) 28000 0 0
Novartis AG ADS 66987V109 1795284 32400 SOLE (None) 32400 0 0
Nuance Communications 67020Y100 306960 12000 SOLE (None) 12000 0 0
Nucor Corp 670346105 4892005 113900 SOLE (None) 113900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Nv Energy Inc 67073Y106 1023620 63500 SOLE (None) 63500 0 0
Nvidia Corp 67066G104 2865940 186100 SOLE (None) 186100 0 0
NVR Inc 62944T105 798963 1100 SOLE (None) 1100 0 0
Occidental Petrole 674599105 5190035 54500 SOLE (None) 54500 0 0
Oceaneering Intl Inc 675232102 1261026 23400 SOLE (None) 23400 0 0
OfficeMax Inc 67622P101 355212 62100 SOLE (None) 62100 0 0
Olin Corp 680665205 348000 16000 SOLE (None) 16000 0 0
Omnicare Inc 681904108 2223125 62500 SOLE (None) 62500 0 0
On Semiconductor Corp 682189105 1328975 147500 SOLE (None) 147500 0 0
Oncothyreon 682324108 114668 26300 SOLE (None) 26300 0 0
Open Text Corp 683715106 697224 11400 SOLE (None) 11400 0 0
ORIGIN AGRITECH LIMITED G67828106 35670 14500 SOLE (None) 14500 0 0
Oshkosh Corp 688239201 576933 24900 SOLE (None) 24900 0 0
Overseas Shiphldg Grp 690368105 630237 49900 SOLE (None) 49900 0 0
Owen Illinois 690768403 604506 25900 SOLE (None) 25900 0 0
Owens Corning Inc 690742101 4074993 113100 SOLE (None) 113100 0 0
Pall Cp 696429307 1848530 31000 SOLE (None) 31000 0 0
Parker Hannifin Corp 701094104 1327435 15700 SOLE (None) 15700 0 0
Patterson Co 703395103 357380 10700 SOLE (None) 10700 0 0
PDL BioPharma 69329Y104 314820 49500 SOLE (None) 49500 0 0
Penn West Ptrolm 707887105 242668 12400 SOLE (None) 12400 0 0
Penney (JC) Co Inc 708160106 8804355 248500 SOLE (None) 248500 0 0
Pentair Inc 709631105 799848 16800 SOLE (None) 16800 0 0
Peoples Bank Bridgeport Ct 712704105 2237193 169100 SOLE (None) 169100 0 0
Perfect World Co Ltd 71372U104 980508 60600 SOLE (None) 60600 0 0
Perrigo Co 714290103 1745939 16900 SOLE (None) 16900 0 0
PETROCHINA CO LTD ADR 71646E100 1096134 7800 SOLE (None) 7800 0 0
PETROLEO BRASIL SA PETROBRAS 71654V408 11792640 444000 SOLE (None) 444000 0 0
PETROLEO BRASILEIRO SA PETROSPONSORE 71654V101 4194396 164100 SOLE (None) 164100 0 0
Petroquest Energy Inc 716748108 68768 11200 SOLE (None) 11200 0 0
Pfizer Inc 717081103 6708930 296200 SOLE (None) 296200 0 0
Pinnacle West Capital Corp 723484101 752030 15700 SOLE (None) 15700 0 0
Pioneer Natural Resources Co 723787107 8614748 77200 SOLE (None) 77200 0 0
Pitney Bowes Inc 724479100 290070 16500 SOLE (None) 16500 0 0
Plains All Amer Pipeline LP 726503105 1176750 15000 SOLE (None) 15000 0 0
PLAINS EXPL & PRODUCTION CO 726505100 2772250 65000 SOLE (None) 65000 0 0
PMC-Sierra Inc 69344F106 96159 13300 SOLE (None) 13300 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
PNC Financial Services Group 693475105 7513085 116500 SOLE (None) 116500 0 0
Polaris Indus Lp 731068102 2691195 37300 SOLE (None) 37300 0 0
Popular Inc 733174106 509015 248300 SOLE (None) 248300 0 0
Posco 693483109 485460 5800 SOLE (None) 5800 0 0
Potash Cp 73755L107 7123071 155900 SOLE (None) 155900 0 0
Power Integrations Inc 739276103 226432 6100 SOLE (None) 6100 0 0
Powerwave Tech 739363307 115005 56100 SOLE (None) 56100 0 0
PP^L Cp 69351T106 1876464 66400 SOLE (None) 66400 0 0
Praxair Inc 74005P104 263672 2300 SOLE (None) 2300 0 0
Precision Castparts Cp 740189105 2507050 14500 SOLE (None) 14500 0 0
Precision Drilling Corp 74022D308 671007 66900 SOLE (None) 66900 0 0
Procter & Gamble Co 742718109 4711421 70100 SOLE (None) 70100 0 0
Public Service Electric & Gas 744573106 2537569 82900 SOLE (None) 82900 0 0
Public Storage Inc 74460D109 4269453 30900 SOLE (None) 30900 0 0
Quality Systems Inc 747582104 415435 9500 SOLE (None) 9500 0 0
Quantum Corp DLT & Storage Systems Group 747906204 46112 17600 SOLE (None) 17600 0 0
Quicksilver Rscs 74837R104 116424 23100 SOLE (None) 23100 0 0
Quiksilver Inc 74838C106 40400 10000 SOLE (None) 10000 0 0
Radioshack Corp 750438103 1116490 179500 SOLE (None) 179500 0 0
Ralph Lauren Corp 751212101 3748095 21500 SOLE (None) 21500 0 0
Rambus Inc 750917106 191565 29700 SOLE (None) 29700 0 0
RANDGOLD RESOURCES LTD ADS 752344309 7029602 79900 SOLE (None) 79900 0 0
Range Resources Corp 75281A109 2755836 47400 SOLE (None) 47400 0 0
REGAL ENTERTAINMENT GRP 758766109 467840 34400 SOLE (None) 34400 0 0
Rent-A-Center Inc 76009N100 1166475 30900 SOLE (None) 30900 0 0
Research In Motion Ltd 760975102 3535350 240500 SOLE (None) 240500 0 0
Reynolds Amercan 761713106 845376 20400 SOLE (None) 20400 0 0
RF Micro Devices Inc 749941100 151890 30500 SOLE (None) 30500 0 0
Rio Tinto 767204100 5258814 94600 SOLE (None) 94600 0 0
Riverbed Technology Inc 768573107 1755000 62500 SOLE (None) 62500 0 0
Robbins & Myers Inc 770196103 947310 18200 SOLE (None) 18200 0 0
Robert Half Intl Inc 770323103 702960 23200 SOLE (None) 23200 0 0
Rock-Tenn Co cl A 772739207 1513344 22400 SOLE (None) 22400 0 0
ROCKWELL COLLINS INC 774341101 777060 13500 SOLE (None) 13500 0 0
Rovi Corp 779376102 976500 30000 SOLE (None) 30000 0 0
Rowan Co Plc G7665A101 5354418 162600 SOLE (None) 162600 0 0
Royal Carribean Cruise Ltd V7780T103 1027107 34900 SOLE (None) 34900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Royal Dutch Shell B 780259107 960568 13600 SOLE (None) 13600 0 0
Royal Gold Inc 780287108 652200 10000 SOLE (None) 10000 0 0
Ryder System Inc 783549108 232320 4400 SOLE (None) 4400 0 0
Ryland Group Inc 783764103 655520 34000 SOLE (None) 34000 0 0
Safeway Inc 786514208 864988 42800 SOLE (None) 42800 0 0
SAIC INC 78390X101 2778600 210500 SOLE (None) 210500 0 0
Saks Inc 79377W108 689634 59400 SOLE (None) 59400 0 0
Sanderson Farms Inc 800013104 583330 11000 SOLE (None) 11000 0 0
Sandisk Corp 80004C101 2563803 51700 SOLE (None) 51700 0 0
Sanmina-SCI Corp 800907206 240450 21000 SOLE (None) 21000 0 0
Sap Ag 803054204 1619824 23200 SOLE (None) 23200 0 0
Sapient Corp 803062108 249000 20000 SOLE (None) 20000 0 0
Savient Pharm 80517Q100 102678 47100 SOLE (None) 47100 0 0
Schein (Henry) Inc 806407102 348128 4600 SOLE (None) 4600 0 0
Schlumberger Ltd 806857108 24328647 347900 SOLE (None) 347900 0 0
Scientific Games Corp 80874P109 164406 14100 SOLE (None) 14100 0 0
Seagate Tech G7945M107 2261944 83900 SOLE (None) 83900 0 0
Sears Holding 812350106 8022875 121100 SOLE (None) 121100 0 0
SEATTLE GENETICS INC 812578102 739794 36300 SOLE (None) 36300 0 0
Service Corp Intl 817565104 245468 21800 SOLE (None) 21800 0 0
Shire Plc Ads 82481R106 293725 3100 SOLE (None) 3100 0 0
Siemens A G ADR New 826197501 1290752 12800 SOLE (None) 12800 0 0
Sify Tech Lt ADR 82655M107 43225 13300 SOLE (None) 13300 0 0
Sina Corp G81477104 5609500 86300 SOLE (None) 86300 0 0
Sirius XM Radio 82967N108 1156617 500700 SOLE (None) 500700 0 0
Skechers USA Inc 830566105 545688 42900 SOLE (None) 42900 0 0
Sm Energy Co 78454L100 920010 13000 SOLE (None) 13000 0 0
Smuckers J M Co 832696405 1277352 15700 SOLE (None) 15700 0 0
Sociedad Quimica y Minera De Chile 833635105 252281 4300 SOLE (None) 4300 0 0
Sotheby's Holdings Inc 835898107 1900122 48300 SOLE (None) 48300 0 0
Southern Copper 84265V105 1455489 45900 SOLE (None) 45900 0 0
Southwest Airlines 844741108 151616 18400 SOLE (None) 18400 0 0
Southwestern Energy 845467109 1126080 36800 SOLE (None) 36800 0 0
SPDR S^P BNK 78464A797 434070 18200 SOLE (None) 18200 0 0
SPDR S^P MTL^MNG 78464A755 1794892 36100 SOLE (None) 36100 0 0
SPDR S^P RGL BK 78464A698 324558 11400 SOLE (None) 11400 0 0
Spectrum Pharm 84763A108 317013 25100 SOLE (None) 25100 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Tetra Technologies Cp 88162F105 148836 15800 SOLE (None) 15800 0 0
Teva Pharm Ind Inc ADR 881624209 2964948 65800 SOLE (None) 65800 0 0
Texas Industries Inc 882491103 308088 8800 SOLE (None) 8800 0 0
Texas Instruments 882508104 621785 18500 SOLE (None) 18500 0 0
Textron Inc 883203101 2332154 83800 SOLE (None) 83800 0 0
The Travelers Co 89417E109 5239200 88500 SOLE (None) 88500 0 0
Thoratec Cp 885175307 650603 19300 SOLE (None) 19300 0 0
THQ Inc 872443403 6496 11600 SOLE (None) 11600 0 0
Tidewater Inc 886423102 2933286 54300 SOLE (None) 54300 0 0
Tiffany & Co. 886547108 4887491 70700 SOLE (None) 70700 0 0
Time Warner Inc 887317303 15798375 418500 SOLE (None) 418500 0 0
Timken Co 887389104 740804 14600 SOLE (None) 14600 0 0
Titan International Inc 88830M102 260150 11000 SOLE (None) 11000 0 0
Toll Brothers Inc 889478103 592553 24700 SOLE (None) 24700 0 0
Total Sa 89151E109 6850080 134000 SOLE (None) 134000 0 0
Tractor Supply Co 892356106 461856 5100 SOLE (None) 5100 0 0
Transdigm Group Inc 893641100 845048 7300 SOLE (None) 7300 0 0
Triquint Semiconductor Inc 89674K103 859740 124600 SOLE (None) 124600 0 0
TRW AUTOMOTIVE HLDGS CP 87264S106 785005 16900 SOLE (None) 16900 0 0
Tyson Foods Inc Class A 902494103 563010 29400 SOLE (None) 29400 0 0
UDR Inc 902653104 584949 21900 SOLE (None) 21900 0 0
UNDER ARMOUR INC 904311107 2058600 21900 SOLE (None) 21900 0 0
Unilever Ltd Amer Shr 904767704 591595 17900 SOLE (None) 17900 0 0
Unilever Ltd NV 904784709 1054930 31000 SOLE (None) 31000 0 0
Union Pacific 907818108 2783732 25900 SOLE (None) 25900 0 0
Unisys Corp 909214306 544272 27600 SOLE (None) 27600 0 0
United Rentals Inc 911363109 1312434 30600 SOLE (None) 30600 0 0
United States Natural Gas Fund LP 912318201 4551528 285900 SOLE (None) 285900 0 0
United Technologies 913017109 3483480 42000 SOLE (None) 42000 0 0
United Therapeutics 91307C102 461874 9800 SOLE (None) 9800 0 0
UnitedHealthcare Gp Incorp 91324P102 12177004 206600 SOLE (None) 206600 0 0
Universal Display Corp 91347P105 1063023 29100 SOLE (None) 29100 0 0
UNUM GROUP 91529Y106 247248 10100 SOLE (None) 10100 0 0
Urban Outfitters Inc 917047102 1481699 50900 SOLE (None) 50900 0 0
URS Cp 903236107 488980 11500 SOLE (None) 11500 0 0
US Bancorp 902973304 1473120 46500 SOLE (None) 46500 0 0
US OIL FUND ETF 91232N108 670833 17100 SOLE (None) 17100 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
US Steel Corp 912909108 27070329 921700 SOLE (None) 921700 0 0
USEC Inc 90333E108 13674 12900 SOLE (None) 12900 0 0
Vail Resorts Inc 91879Q109 484400 11200 SOLE (None) 11200 0 0
Vale S A ADR 91912E105 4472361 191700 SOLE (None) 191700 0 0
VALE S.A. 91912E204 3866376 170400 SOLE (None) 170400 0 0
VALEANT PHRM INT 91911K102 2705976 50400 SOLE (None) 50400 0 0
Valero Energy Corp 91913Y100 9671481 375300 SOLE (None) 375300 0 0
Valueclick Inc 92046N102 718536 36400 SOLE (None) 36400 0 0
Varian Medical Systems Inc 92220P105 1475744 21400 SOLE (None) 21400 0 0
Veeco Instruments 922417100 715000 25000 SOLE (None) 25000 0 0
Ventas Inc 92276F100 1181970 20700 SOLE (None) 20700 0 0
Verifone Systems 92342Y109 1462734 28200 SOLE (None) 28200 0 0
Verisign Inc 92343E102 1031615 26900 SOLE (None) 26900 0 0
Verizon Comm 92343V104 6193260 162000 SOLE (None) 162000 0 0
Viacom Inc 92553P201 4148004 87400 SOLE (None) 87400 0 0
Viasat Inc 92552V100 395322 8200 SOLE (None) 8200 0 0
Virgin Media Inc 92769L101 2373100 95000 SOLE (None) 95000 0 0
Vishay Intertechnology 928298108 530176 43600 SOLE (None) 43600 0 0
Vivus Inc 928551100 1822340 81500 SOLE (None) 81500 0 0
Vodafone Gp Plc 92857W209 10675086 385800 SOLE (None) 385800 0 0
Vornado Inc 929042109 1919760 22800 SOLE (None) 22800 0 0
Vulcan Materials Co. 929160109 837508 19600 SOLE (None) 19600 0 0
Wabco Holdings Inc 92927K102 1130976 18700 SOLE (None) 18700 0 0
Walgreen Co 931422109 12602287 376300 SOLE (None) 376300 0 0
Wal-Mart Stores Inc 931142103 18054000 295000 SOLE (None) 295000 0 0
Walter Energy 93317Q105 438154 7400 SOLE (None) 7400 0 0
WARNACO GROUP INC (THE) 934390402 1308160 22400 SOLE (None) 22400 0 0
Watson Pharmaceutical 942683103 2072154 30900 SOLE (None) 30900 0 0
WEBS Australia 464286103 1464673 62300 SOLE (None) 62300 0 0
WEBS Hong Kong 464286871 2340045 134100 SOLE (None) 134100 0 0
WELLCARE HEALTH 94946T106 1646052 22900 SOLE (None) 22900 0 0
Wendy's Co 95058W100 190380 38000 SOLE (None) 38000 0 0
Western Digital Corp 958102105 5074414 122600 SOLE (None) 122600 0 0
WESTERN REFINING INC 959319104 530724 28200 SOLE (None) 28200 0 0
Western Union 959802109 3159200 179500 SOLE (None) 179500 0 0
Whole Foods Mkt 966837106 1697280 20400 SOLE (None) 20400 0 0
Williams Sonoma Inc 969904101 1615388 43100 SOLE (None) 43100 0 0