Quantitative Investment Management as of June 30, 2012
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 0 positions in its portfolio as reported in the June 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 10805760 120600 SOLE (None) 120600 0 0
Abbott Laboratories 002824100 8568063 132900 SOLE (None) 132900 0 0
ACE Ltd H0023R105 207564 2800 SOLE (None) 2800 0 0
Actuant Corp 00508X203 567644 20900 SOLE (None) 20900 0 0
Acxiom Cp 005125109 229672 15200 SOLE (None) 15200 0 0
Adobe Systems Inc 00724F101 3444168 106400 SOLE (None) 106400 0 0
Adtran Inc 00738A106 256615 8500 SOLE (None) 8500 0 0
ADVANCE AUTO PARTS INC 00751Y106 10383084 152200 SOLE (None) 152200 0 0
AEROPOSTALE INC 007865108 1515550 85000 SOLE (None) 85000 0 0
AES Corp 00130H105 664594 51800 SOLE (None) 51800 0 0
Affiliated Managers Group Inc 008252108 1160170 10600 SOLE (None) 10600 0 0
AFLAC Inc 001055102 387569 9100 SOLE (None) 9100 0 0
AGCO Corp 001084102 612782 13400 SOLE (None) 13400 0 0
Alaska Airlines Inc 011659109 384130 10700 SOLE (None) 10700 0 0
Alexandria Real Est Inc 015271109 232704 3200 SOLE (None) 3200 0 0
Alexion Pharmaceuticals 015351109 3346410 33700 SOLE (None) 33700 0 0
ALIGN TECHNOLOGY INC 016255101 578858 17300 SOLE (None) 17300 0 0
ALLIANCE DATA SYSTEMS CP 018581108 2457000 18200 SOLE (None) 18200 0 0
Allstate Insurance 020002101 1336929 38100 SOLE (None) 38100 0 0
ALPHA NATURAL RESOURCES INC 02076X102 3276702 376200 SOLE (None) 376200 0 0
Altria Group 02209S103 10551570 305400 SOLE (None) 305400 0 0
Amazon.com Inc 023135106 1803965 7900 SOLE (None) 7900 0 0
Amer Express 025816109 2829006 48600 SOLE (None) 48600 0 0
Amer Intl Group 026874784 8763779 273100 SOLE (None) 273100 0 0
Amer Superconductor 030111108 116090 24700 SOLE (None) 24700 0 0
Ameren Corp 023608102 1308060 39000 SOLE (None) 39000 0 0
AMERICA MOVIL SA DE CV ADS L 02364W105 2066558 79300 SOLE (None) 79300 0 0
American Electric Power 025537101 3327660 83400 SOLE (None) 83400 0 0
American Tower Corp Cl A 03027X100 5732620 82000 SOLE (None) 82000 0 0
AMERIGROUP CP 03073T102 1166607 17700 SOLE (None) 17700 0 0
Amerisource Bergen Corp 03073E105 814545 20700 SOLE (None) 20700 0 0
Amgen Co 031162100 9923051 136100 SOLE (None) 136100 0 0
Amphenol Cp 032095101 834784 15200 SOLE (None) 15200 0 0
Anixter Intl 035290105 732090 13800 SOLE (None) 13800 0 0
Annaly Capital Management Inc 035710409 1557184 92800 SOLE (None) 92800 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
APOLLO INVT CORP 03761U106 208624 27200 SOLE (None) 27200 0 0
Apple Inc 037833100 40529600 69400 SOLE (None) 69400 0 0
Arch Capital Group Ltd G0450A105 404838 10200 SOLE (None) 10200 0 0
Arch Coal Inc 039380100 2907580 422000 SOLE (None) 422000 0 0
Ariad Pharmaceuticals 04033A100 330432 19200 SOLE (None) 19200 0 0
Arris Group Inc 04269Q100 175266 12600 SOLE (None) 12600 0 0
Arrow Electronics Inc 042735100 223108 6800 SOLE (None) 6800 0 0
Ascena Retail Group Inc 04351G101 2375912 127600 SOLE (None) 127600 0 0
Ashland Oil Inc 044209104 1968404 28400 SOLE (None) 28400 0 0
ASML Holding N07059186 4854048 94400 SOLE (None) 94400 0 0
Associated Banc 045487105 445822 33800 SOLE (None) 33800 0 0
ASSURED GUARANTY LTD G0585R106 291870 20700 SOLE (None) 20700 0 0
Astoria Financial Corp 046265104 208740 21300 SOLE (None) 21300 0 0
athenahealth Inc 04685W103 973791 12300 SOLE (None) 12300 0 0
Autoliv Inc 052800109 1257180 23000 SOLE (None) 23000 0 0
Automatic Data Process 053015103 6328542 113700 SOLE (None) 113700 0 0
AXIS CAPITAL HLDGS LTD G0692U109 823515 25300 SOLE (None) 25300 0 0
Baker Hughes 057224107 735690 17900 SOLE (None) 17900 0 0
Ball Corp 058498106 1206870 29400 SOLE (None) 29400 0 0
Bank of America Corp 060505104 14011522 1712900 SOLE (None) 1712900 0 0
Barclay Banks 06738E204 1276170 123900 SOLE (None) 123900 0 0
Bard (C.R.) Inc 067383109 1751272 16300 SOLE (None) 16300 0 0
BB^T Corp 054937107 6194680 200800 SOLE (None) 200800 0 0
Beam Inc 073730103 774876 12400 SOLE (None) 12400 0 0
Beazer Homes USA Inc 07556Q105 69875 21500 SOLE (None) 21500 0 0
Bemis Co Inc 081437105 1194054 38100 SOLE (None) 38100 0 0
Berkshire Hathaway Inc Cl B 084670702 7233044 86800 SOLE (None) 86800 0 0
Best Buy Co. Inc 086516101 2538256 121100 SOLE (None) 121100 0 0
Biogen Idec Inc 09062X103 4562408 31600 SOLE (None) 31600 0 0
Biomarin Pharma Inc 09061G101 1270518 32100 SOLE (None) 32100 0 0
Blackrock Inc 09247X101 5162528 30400 SOLE (None) 30400 0 0
Block (H & R) 093671105 1075454 67300 SOLE (None) 67300 0 0
Boeing Co 097023105 9332080 125600 SOLE (None) 125600 0 0
Boston Properties Inc 101121101 704405 6500 SOLE (None) 6500 0 0
BP Plc 055622104 421616 10400 SOLE (None) 10400 0 0
Brandywine Realty Trust 105368203 385008 31200 SOLE (None) 31200 0 0
Bristol Myers Squibb Co 110122108 12600475 350500 SOLE (None) 350500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Brookfield Asset 112585104 258180 7800 SOLE (None) 7800 0 0
Brunswick Corp 117043109 333300 15000 SOLE (None) 15000 0 0
BUFFALO WILD WINGS INC 119848109 823080 9500 SOLE (None) 9500 0 0
CA Inc 12673P105 2763180 102000 SOLE (None) 102000 0 0
CABELA'S INC 126804301 404567 10700 SOLE (None) 10700 0 0
Cabot Corporation 127055101 345950 8500 SOLE (None) 8500 0 0
Cabot Oil & Gas Cp 127097103 4172460 105900 SOLE (None) 105900 0 0
Camden Property Trust Sbi 133131102 839108 12400 SOLE (None) 12400 0 0
Canadian National Railway 136375102 1037874 12300 SOLE (None) 12300 0 0
Canadian Pacific Railway Ltd 13645T100 1377288 18800 SOLE (None) 18800 0 0
Capital One Financial 14040H105 5302020 97000 SOLE (None) 97000 0 0
CAPITALSOURCE INC 14055X102 228480 34000 SOLE (None) 34000 0 0
Carbo Ceramics Inc 140781105 567802 7400 SOLE (None) 7400 0 0
Career Education Corp 141665109 144504 21600 SOLE (None) 21600 0 0
Carnival Corp 143658300 12052759 351700 SOLE (None) 351700 0 0
Catamaran Corp 148887102 744075 7500 SOLE (None) 7500 0 0
Caterpillar Inc 149123101 17958465 211500 SOLE (None) 211500 0 0
CBL & Associates Properties 124830100 705394 36100 SOLE (None) 36100 0 0
CBS Cl B 124857202 4435134 135300 SOLE (None) 135300 0 0
Cemig-Companhia Ener Nv Pr ADR 204409601 895212 48600 SOLE (None) 48600 0 0
Centerpoint Energy 15189T107 1219530 59000 SOLE (None) 59000 0 0
Centurylink Inc 156700106 3115761 78900 SOLE (None) 78900 0 0
CEPHEID INC 15670R107 709935 15900 SOLE (None) 15900 0 0
Charles Schwab Corp 808513105 1556772 120400 SOLE (None) 120400 0 0
Check Point Software Tech M22465104 1041390 21000 SOLE (None) 21000 0 0
Chesapeake Energy Corp 165167107 1233180 66300 SOLE (None) 66300 0 0
Chevron 166764100 4494300 42600 SOLE (None) 42600 0 0
Chicos Fas Inc 168615102 1118936 75400 SOLE (None) 75400 0 0
Children's Place Retail Stores Inc 168905107 578028 11600 SOLE (None) 11600 0 0
China Mobile Ltd 16941M109 382690 7000 SOLE (None) 7000 0 0
CHINA PETROLEUM & CHEM CP ADS 16941R108 214056 2400 SOLE (None) 2400 0 0
China Unicom Ltd 16945R104 405365 32300 SOLE (None) 32300 0 0
Chiquita Brands Intl 170032809 68000 13600 SOLE (None) 13600 0 0
Chubb Corp (The) 171232101 786456 10800 SOLE (None) 10800 0 0
Ciena Corp 171779309 1023125 62500 SOLE (None) 62500 0 0
Cintas Cp 172908105 915057 23700 SOLE (None) 23700 0 0
Citrix Systems 177376100 1653618 19700 SOLE (None) 19700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
City Natl Cp 178566105 272048 5600 SOLE (None) 5600 0 0
CME Group Inc 12572Q105 2439801 9100 SOLE (None) 9100 0 0
CMS Energy 125896100 594550 25300 SOLE (None) 25300 0 0
COACH INC 189754104 12263256 209700 SOLE (None) 209700 0 0
Coca Cola Co 191216100 17326904 221600 SOLE (None) 221600 0 0
Coinstar Inc 19259P300 590476 8600 SOLE (None) 8600 0 0
Colgate-Palmolive Co 194162103 3955800 38000 SOLE (None) 38000 0 0
Comcast Corp Class A 20030N101 10642813 332900 SOLE (None) 332900 0 0
Comcast Cp Spl Class A 20030N200 2540260 80900 SOLE (None) 80900 0 0
Comerica Inc 200340107 1569281 51100 SOLE (None) 51100 0 0
Companhia Siderurgica Nacional ADR 20440W105 618597 109100 SOLE (None) 109100 0 0
Computer Science Corp 205363104 578306 23300 SOLE (None) 23300 0 0
ConAgra Foods Inc 205887102 2790068 107600 SOLE (None) 107600 0 0
Conoco Philips 20825C104 7119112 127400 SOLE (None) 127400 0 0
Consolidated Edison Inc 209115104 3482640 56000 SOLE (None) 56000 0 0
Consumer Discretionary Select Sector SPD 81369Y407 31272054 714300 SOLE (None) 714300 0 0
Consumer Staples Select Sector SPDR Fund 81369Y308 22836936 656800 SOLE (None) 656800 0 0
Continental Resources Inc 212015101 4143764 62200 SOLE (None) 62200 0 0
Convergys Corp 212485106 158039 10700 SOLE (None) 10700 0 0
Cooper Cos Inc 216648402 223328 2800 SOLE (None) 2800 0 0
Cooper Tire & Rubber 216831107 417452 23800 SOLE (None) 23800 0 0
Core Laboratories NV N22717107 822890 7100 SOLE (None) 7100 0 0
CORELOGIC INC 21871D103 404651 22100 SOLE (None) 22100 0 0
CORINTHIAN COLLEGES INC 218868107 54910 19000 SOLE (None) 19000 0 0
Correction Cp of Amer 22025Y407 462365 15700 SOLE (None) 15700 0 0
Costco Wholesale 22160K105 2470000 26000 SOLE (None) 26000 0 0
Covanta Holding Cp 22282E102 217805 12700 SOLE (None) 12700 0 0
Coventry Corp 222862104 2355639 74100 SOLE (None) 74100 0 0
COVIDIEN PLC G2554F113 3263500 61000 SOLE (None) 61000 0 0
Credicorp Ltd G2519Y108 830874 6600 SOLE (None) 6600 0 0
Crown Castle International Corp 228227104 2416792 41200 SOLE (None) 41200 0 0
CSX Corp 126408103 2841956 127100 SOLE (None) 127100 0 0
CTRIP.COM INTL LTD ADS 22943F100 207824 12400 SOLE (None) 12400 0 0
Cummins Engines 231021106 2287076 23600 SOLE (None) 23600 0 0
CVS Caremark Corp 126650100 9266559 198300 SOLE (None) 198300 0 0
Danaher Corp 235851102 1775928 34100 SOLE (None) 34100 0 0
Davita Inc 23918K108 707112 7200 SOLE (None) 7200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Ddr Corp 23317H102 603168 41200 SOLE (None) 41200 0 0
Decker Outdoor Corp 243537107 3239136 73600 SOLE (None) 73600 0 0
Deere & Co 244199105 250697 3100 SOLE (None) 3100 0 0
Denbury Resources Inc 247916208 1122673 74300 SOLE (None) 74300 0 0
Dentsply Intl Inc 249030107 612522 16200 SOLE (None) 16200 0 0
Devon Energy Cp 25179M103 2360193 40700 SOLE (None) 40700 0 0
Diageo Plc ADR 25243Q205 803946 7800 SOLE (None) 7800 0 0
DIAMOND FOODS 252603105 228352 12800 SOLE (None) 12800 0 0
DICK'S SPORTING GOODS INC 253393102 1497600 31200 SOLE (None) 31200 0 0
DIGITAL REALTY TRUST INC 253868103 2792604 37200 SOLE (None) 37200 0 0
Discovery Comm A 25470F104 1798200 33300 SOLE (None) 33300 0 0
Discovery Financial Services 254709108 4270630 123500 SOLE (None) 123500 0 0
Dollar Tree Inc 256746108 1726980 32100 SOLE (None) 32100 0 0
Dominion Resources Inc 25746U109 2694600 49900 SOLE (None) 49900 0 0
Dover Cp 260003108 654042 12200 SOLE (None) 12200 0 0
Dow Chemical Co 260543103 8353800 265200 SOLE (None) 265200 0 0
DR Pepper Snapple Group Inc 26138E109 3587500 82000 SOLE (None) 82000 0 0
DreamWorks Animation SKG Inc 26153C103 562270 29500 SOLE (None) 29500 0 0
DST Systems Inc 233326107 200947 3700 SOLE (None) 3700 0 0
DTE Energy Co 233331107 1601910 27000 SOLE (None) 27000 0 0
Duke Energy Corp 26441C204 13264112 575200 SOLE (None) 575200 0 0
Duke Realty Corp 264411505 710040 48500 SOLE (None) 48500 0 0
Dupont (EI) De Nemour 263534109 4920461 97300 SOLE (None) 97300 0 0
East West Bancorp Inc 27579R104 753066 32100 SOLE (None) 32100 0 0
Eastman Chemical Co 277432100 3087681 61300 SOLE (None) 61300 0 0
Eaton Corp 278058102 9701424 244800 SOLE (None) 244800 0 0
eBay Inc 278642103 3440619 81900 SOLE (None) 81900 0 0
Ecolab Inc 278865100 2316314 33800 SOLE (None) 33800 0 0
Elan Cp Plc 284131208 1027136 70400 SOLE (None) 70400 0 0
ELDORADO GOLD CP 284902103 365904 29700 SOLE (None) 29700 0 0
Electronic Art 285512109 3324620 269200 SOLE (None) 269200 0 0
Embraer Sa 29082A107 1445885 54500 SOLE (None) 54500 0 0
EMC Corp 268648102 5469442 213400 SOLE (None) 213400 0 0
Emerson Electric Co 291011104 563618 12100 SOLE (None) 12100 0 0
Energy Select Sector SPDR Fund 81369Y506 17276111 260300 SOLE (None) 260300 0 0
Entergy Corp 29364G103 943671 13900 SOLE (None) 13900 0 0
Enterprise Products Partners Lp 293792107 594384 11600 SOLE (None) 11600 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
EQUINIX INC 29444U502 1089030 6200 SOLE (None) 6200 0 0
Essex Property Trust 297178105 677248 4400 SOLE (None) 4400 0 0
EXCO RESOURCES INC 269279402 566973 74700 SOLE (None) 74700 0 0
Expedia 30212P303 4350335 90500 SOLE (None) 90500 0 0
Express Scripts Inc 30219G108 5610915 100500 SOLE (None) 100500 0 0
Exxon Mobil Corp 30231G102 59899000 700000 SOLE (None) 700000 0 0
F5 Network Inc 315616102 2558692 25700 SOLE (None) 25700 0 0
Factset Research Systems 303075105 390348 4200 SOLE (None) 4200 0 0
Family Dollar Stores 307000109 3230928 48600 SOLE (None) 48600 0 0
Fastenal Co 311900104 5155649 127900 SOLE (None) 127900 0 0
Federal Realty Inv 313747206 780675 7500 SOLE (None) 7500 0 0
Federated Investors Inc Cl B 314211103 751640 34400 SOLE (None) 34400 0 0
FedEx Corp 31428X106 4992745 54500 SOLE (None) 54500 0 0
Fidelity Natl In 31620M106 1704000 50000 SOLE (None) 50000 0 0
Fifth & Pacific 316645100 601953 56100 SOLE (None) 56100 0 0
Fifth Third Bancorp 316773100 3627380 270700 SOLE (None) 270700 0 0
Financial Select Sector SPDR Fund 81369Y605 63181848 4315700 SOLE (None) 4315700 0 0
First Hrzn Natl Cp 320517105 724005 83700 SOLE (None) 83700 0 0
First Niagara Financial Grp inc 33582V108 481185 62900 SOLE (None) 62900 0 0
First Solar Inc 336433107 701796 46600 SOLE (None) 46600 0 0
FirstEnergy Corp 337932107 1111694 22600 SOLE (None) 22600 0 0
Fiserv Inc 337738108 657202 9100 SOLE (None) 9100 0 0
Flowserve Corp 34354P105 2363850 20600 SOLE (None) 20600 0 0
FMC Cp 302491303 1203300 22500 SOLE (None) 22500 0 0
Fomento Economico Mexicano Ads 344419106 2909550 32600 SOLE (None) 32600 0 0
Forest Oil Cp 346091705 545352 74400 SOLE (None) 74400 0 0
Franklin Res Inc 354613101 344069 3100 SOLE (None) 3100 0 0
Frontier Communications 35906A108 2824625 737500 SOLE (None) 737500 0 0
Frontline Ltd G3682E127 61560 13500 SOLE (None) 13500 0 0
FTI Consulting Inc 302941109 695750 24200 SOLE (None) 24200 0 0
Gafisa SA 362607301 310388 122200 SOLE (None) 122200 0 0
Gap Inc 364760108 716832 26200 SOLE (None) 26200 0 0
Gardner Denver Inc 365558105 1074073 20300 SOLE (None) 20300 0 0
GARMIN LTD H2906T109 1133384 29600 SOLE (None) 29600 0 0
Gartner Inc 366651107 241080 5600 SOLE (None) 5600 0 0
GENCO SHIPPING & TRADING Y2685T107 56730 18600 SOLE (None) 18600 0 0
General Dynamics 369550108 237456 3600 SOLE (None) 3600 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
General Electric Co 369604103 42426072 2035800 SOLE (None) 2035800 0 0
General Growth Properties 370023103 1760157 97300 SOLE (None) 97300 0 0
Georgia Gulf Corp 373200302 423555 16500 SOLE (None) 16500 0 0
Gilead Science 375558103 4210088 82100 SOLE (None) 82100 0 0
Glaxo Smith Kline Plc ADR 37733W105 1909383 41900 SOLE (None) 41900 0 0
GOL LINHAS AEREAS INTELIGENTES 38045R107 49392 11200 SOLE (None) 11200 0 0
Goldcorp B 380956409 296882 7900 SOLE (None) 7900 0 0
GOLDEN STAR RES LTD 38119T104 43268 37300 SOLE (None) 37300 0 0
Goodyear Tire And Rubber 382550101 419255 35500 SOLE (None) 35500 0 0
Grainger (WW) 384802104 2371376 12400 SOLE (None) 12400 0 0
Green Mountain Coffee Inc 393122106 7716654 354300 SOLE (None) 354300 0 0
Harris Corp (The) 413875105 431055 10300 SOLE (None) 10300 0 0
Hartford Financial Services Group Inc 416515104 615287 34900 SOLE (None) 34900 0 0
HCP Inc 40414L109 3187630 72200 SOLE (None) 72200 0 0
Health Care REIT 42217K106 1888920 32400 SOLE (None) 32400 0 0
Health Care Select Sector SPDR Fund 81369Y209 56114163 1476300 SOLE (None) 1476300 0 0
Health Management Associates Inc 421933102 189970 24200 SOLE (None) 24200 0 0
Health Net Inc 42222G108 516951 21300 SOLE (None) 21300 0 0
Hecla Mining 422704106 116375 24500 SOLE (None) 24500 0 0
Hershey Corp 427866108 2312163 32100 SOLE (None) 32100 0 0
Hess Corp 42809H107 3867050 89000 SOLE (None) 89000 0 0
Highwoods Properties 431284108 211995 6300 SOLE (None) 6300 0 0
Hollyfrontr Corp 436106108 591681 16700 SOLE (None) 16700 0 0
Home Depot 437076102 24571463 463700 SOLE (None) 463700 0 0
Honeywell International Inc 438516106 4338768 77700 SOLE (None) 77700 0 0
HORNBECK OFFSHORE SVCS INC 440543106 438214 11300 SOLE (None) 11300 0 0
Horton DR Inc 23331A109 4879890 265500 SOLE (None) 265500 0 0
HOSPIRA INC 441060100 234366 6700 SOLE (None) 6700 0 0
Host Hotel & Resort 44107P104 741958 46900 SOLE (None) 46900 0 0
HSBC Holdings plc ADS 404280406 2992014 67800 SOLE (None) 67800 0 0
Human Genome Sciences 444903108 970307 73900 SOLE (None) 73900 0 0
Hunt (J.B.) Transport Services Inc. 445658107 596000 10000 SOLE (None) 10000 0 0
Huntington Bancshrs Inc 446150104 1670400 261000 SOLE (None) 261000 0 0
IAMGOLD CP 450913108 1433700 121500 SOLE (None) 121500 0 0
Idenix Pharm 45166R204 203544 19800 SOLE (None) 19800 0 0
Idexx Laboratories 45168D104 1240077 12900 SOLE (None) 12900 0 0
Illinois Tool Works 452308109 1978086 37400 SOLE (None) 37400 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
ILLUMINA INC 452327109 1571171 38900 SOLE (None) 38900 0 0
Imax Inc 45245E109 266733 11100 SOLE (None) 11100 0 0
Industrial Select Sector SPDR Fund 81369Y704 113266518 3175400 SOLE (None) 3175400 0 0
Ingersoll-Rand Co G47791101 5736480 136000 SOLE (None) 136000 0 0
Ingredion Incorp 457187102 356544 7200 SOLE (None) 7200 0 0
Integrys Energy 45822P105 665379 11700 SOLE (None) 11700 0 0
Intel Corp 458140100 31191160 1170400 SOLE (None) 1170400 0 0
INTERCONTINENTALEXCHANGE INC 45865V100 734292 5400 SOLE (None) 5400 0 0
Intermune Inc 45884X103 358500 30000 SOLE (None) 30000 0 0
Interoil Cp 460951106 1909780 27400 SOLE (None) 27400 0 0
Interpublic Grp Of Co's 460690100 806155 74300 SOLE (None) 74300 0 0
Intl Paper Co 460146103 3746736 129600 SOLE (None) 129600 0 0
Intuit Inc 461202103 421385 7100 SOLE (None) 7100 0 0
INTUITIVE SURGICAL INC 46120E602 1495233 2700 SOLE (None) 2700 0 0
INVESCO LTD G491BT108 2343620 103700 SOLE (None) 103700 0 0
Iron Mountain Inc 462846106 2366528 71800 SOLE (None) 71800 0 0
ISHARES DJIT INDEX FD 464287192 2874564 30800 SOLE (None) 30800 0 0
ISHARES TR COHEN & STEERS RLTY 464287564 4954320 63000 SOLE (None) 63000 0 0
ISHARES TR DJ US FINCL SECT 464287788 1658400 30000 SOLE (None) 30000 0 0
iShares Tr DJ US Real Estate Sect 464287739 63338964 990600 SOLE (None) 990600 0 0
ISHARES TR NQ BIOTECH INDEX FD 464287556 7953552 61200 SOLE (None) 61200 0 0
ITT Corp 450911201 2212320 125700 SOLE (None) 125700 0 0
JA Solar Holdings Co Ltd 466090107 14420 14000 SOLE (None) 14000 0 0
Jacobs Engineering Group 469814107 1162302 30700 SOLE (None) 30700 0 0
JAMES RIVER COAL CO 470355207 72628 26800 SOLE (None) 26800 0 0
Janus Capital Group 47102X105 200192 25600 SOLE (None) 25600 0 0
Jarden Corp 471109108 226908 5400 SOLE (None) 5400 0 0
Jefferies Group Inc 472319102 850845 65500 SOLE (None) 65500 0 0
JETBLUE AIRWAYS CP 477143101 359870 67900 SOLE (None) 67900 0 0
Johnson & Johnson 478160104 69715164 1031900 SOLE (None) 1031900 0 0
K L A - Tencor Corp 482480100 1329750 27000 SOLE (None) 27000 0 0
KBR Inc 48242W106 785778 31800 SOLE (None) 31800 0 0
Kennametal Inc 489170100 1514955 45700 SOLE (None) 45700 0 0
Key Corp 493267108 264708 34200 SOLE (None) 34200 0 0
Key Energy Services 492914106 1789040 235400 SOLE (None) 235400 0 0
Kilroy Realty Corp 49427F108 813288 16800 SOLE (None) 16800 0 0
Kimco Realty Corp 49446R109 401533 21100 SOLE (None) 21100 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Kinder Morgan Energy Partners LP 494550106 1681612 21400 SOLE (None) 21400 0 0
Kroger Co (The) 501044101 825564 35600 SOLE (None) 35600 0 0
Kulicke & Soffa Industries Inc 501242101 168588 18900 SOLE (None) 18900 0 0
L-3 Comm Holdings Inc 502424104 2582949 34900 SOLE (None) 34900 0 0
Lamar Advertising 512815101 383240 13400 SOLE (None) 13400 0 0
Landstar Systems Inc 515098101 936132 18100 SOLE (None) 18100 0 0
Lasalle Hotel Properties 517942108 521606 17900 SOLE (None) 17900 0 0
Legg Mason Inc 524901105 213597 8100 SOLE (None) 8100 0 0
Lennar Corporation 526057104 12700919 410900 SOLE (None) 410900 0 0
Liberty Global Inc CL A 530555101 967785 19500 SOLE (None) 19500 0 0
Liberty Property Trus 531172104 825216 22400 SOLE (None) 22400 0 0
Lifepoint Hospitals Inc 53219L109 282762 6900 SOLE (None) 6900 0 0
Lilly (Eli) & Co 532457108 3454255 80500 SOLE (None) 80500 0 0
Lincoln Natl 534187109 2353212 107600 SOLE (None) 107600 0 0
Lloyds Bankg Grp 539439109 103296 53800 SOLE (None) 53800 0 0
Lockheed Martin Corp 539830109 1132040 13000 SOLE (None) 13000 0 0
Loews Corp 540424108 736380 18000 SOLE (None) 18000 0 0
Louisiana-Pacific 546347105 311168 28600 SOLE (None) 28600 0 0
Lowe's Cos 548661107 17672616 621400 SOLE (None) 621400 0 0
LSI Corp 502161102 1349166 211800 SOLE (None) 211800 0 0
M^T Bank Corp 55261F104 553219 6700 SOLE (None) 6700 0 0
Macerich Co 554382101 997945 16900 SOLE (None) 16900 0 0
Mack Cali Realty 554489104 421515 14500 SOLE (None) 14500 0 0
Magna Intl Inc Class A 559222401 623468 15800 SOLE (None) 15800 0 0
Manitowoc Inc 563571108 585000 50000 SOLE (None) 50000 0 0
Marathon Oil Co 565849106 7704241 301300 SOLE (None) 301300 0 0
Market Vectors Semiconductor ETF 57060U233 1908016 59200 SOLE (None) 59200 0 0
Marriott Int'l Inc Cl A 571903202 2042320 52100 SOLE (None) 52100 0 0
Masco 574599106 1019445 73500 SOLE (None) 73500 0 0
MASTERCARD INCORPORATED 57636Q104 989253 2300 SOLE (None) 2300 0 0
Materials Select Sector SPDR Fund 81369Y100 18883679 535100 SOLE (None) 535100 0 0
Mattel Co 577081102 1352748 41700 SOLE (None) 41700 0 0
Maxim Integrated Prod Inc 57772K101 538440 21000 SOLE (None) 21000 0 0
Mc Kesson Corp 58155Q103 3187500 34000 SOLE (None) 34000 0 0
McDermott Intl Inc 580037109 321946 28900 SOLE (None) 28900 0 0
MDC Holding Corp 552676108 277695 8500 SOLE (None) 8500 0 0
Meadwestvaco Corp 583334107 287500 10000 SOLE (None) 10000 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Medtronic Inc 585055106 7637556 197200 SOLE (None) 197200 0 0
Mens Wearhouse Inc 587118100 697872 24800 SOLE (None) 24800 0 0
Mentor Graphic Corp 587200106 265500 17700 SOLE (None) 17700 0 0
Merck & Co 58933Y105 26841075 642900 SOLE (None) 642900 0 0
Meritage Homes 59001A102 641466 18900 SOLE (None) 18900 0 0
Meritor Inc 59001K100 73602 14100 SOLE (None) 14100 0 0
MetroPcs Communications Inc 591708102 808280 133600 SOLE (None) 133600 0 0
Mettler Toledo Intl Inc 592688105 249360 1600 SOLE (None) 1600 0 0
Micron Technology 595112103 2412313 382300 SOLE (None) 382300 0 0
Microsoft Corp 594918104 6001758 196200 SOLE (None) 196200 0 0
MINDRAY MEDICAL INTERNATIONAL 602675100 263523 8700 SOLE (None) 8700 0 0
MKT VECT GOLD MNRS 57060U100 465608 10400 SOLE (None) 10400 0 0
MOBILE TELESYSTEMS OJSC ADS 607409109 610600 35500 SOLE (None) 35500 0 0
Mohawk Industries Inc 608190104 328201 4700 SOLE (None) 4700 0 0
Molex Inc 608554101 955206 39900 SOLE (None) 39900 0 0
MONSANTO CO 61166W101 6680346 80700 SOLE (None) 80700 0 0
MOODYS CP 615369105 683485 18700 SOLE (None) 18700 0 0
Murphy Oil Corp 626717102 2655312 52800 SOLE (None) 52800 0 0
Nabors Industries Inc G6359F103 682560 47400 SOLE (None) 47400 0 0
Natl Fuel & Gas Co 636180101 371142 7900 SOLE (None) 7900 0 0
NCR Inc 62886E108 261395 11500 SOLE (None) 11500 0 0
Nektar Therapeut 640268108 92805 11500 SOLE (None) 11500 0 0
NETFLIX INC 64110L106 657504 9600 SOLE (None) 9600 0 0
New York Community Bancorp 649445103 352093 28100 SOLE (None) 28100 0 0
Newfield Exploration Co 651290108 2356524 80400 SOLE (None) 80400 0 0
News Corp Ltd ADR 65248E203 3853172 171100 SOLE (None) 171100 0 0
News Corp Ltd pf 65248E104 21115317 947300 SOLE (None) 947300 0 0
Nexen Inc 65334H102 408738 24200 SOLE (None) 24200 0 0
Nextera Energy 65339F101 1575749 22900 SOLE (None) 22900 0 0
NII HOLDINGS INC 62913F201 1140645 111500 SOLE (None) 111500 0 0
Nike Inc Class B 654106103 8461992 96400 SOLE (None) 96400 0 0
Nokia Corp ADR Cl A 654902204 4751892 2295600 SOLE (None) 2295600 0 0
Norfolk Southern 655844108 3681801 51300 SOLE (None) 51300 0 0
Northeast Utilities 664397106 2639080 68000 SOLE (None) 68000 0 0
Northern Trust Cp 665859104 1251744 27200 SOLE (None) 27200 0 0
Northrop Grumman Corp 666807102 3648788 57200 SOLE (None) 57200 0 0
Novartis AG ADS 66987V109 285090 5100 SOLE (None) 5100 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
NRG Energy Inc 629377508 814184 46900 SOLE (None) 46900 0 0
Nv Energy Inc 67073Y106 631122 35900 SOLE (None) 35900 0 0
NVR Inc 62944T105 935000 1100 SOLE (None) 1100 0 0
Occidental Petrole 674599105 2307213 26900 SOLE (None) 26900 0 0
Oceaneering Intl Inc 675232102 1526734 31900 SOLE (None) 31900 0 0
Omnicom Group Inc 681919106 1443420 29700 SOLE (None) 29700 0 0
ONEOK Inc 682680103 249629 5900 SOLE (None) 5900 0 0
Onyx Pharmaceuticals 683399109 8797980 132400 SOLE (None) 132400 0 0
O'reilly Automotive Inc 67103H107 1775924 21200 SOLE (None) 21200 0 0
PACCAR Inc 693718108 1175700 30000 SOLE (None) 30000 0 0
PACKAGING CP OF AMERICA 695156109 454664 16100 SOLE (None) 16100 0 0
Pall Cp 696429307 992061 18100 SOLE (None) 18100 0 0
Pan American Silver 697900108 232944 13800 SOLE (None) 13800 0 0
Panera Bread Co Cl A 69840W108 474096 3400 SOLE (None) 3400 0 0
Partner Re Holdings Ltd G6852T105 726432 9600 SOLE (None) 9600 0 0
Patriot Coal Corp 70336T104 749446 614300 SOLE (None) 614300 0 0
Patterson Co 703395103 265419 7700 SOLE (None) 7700 0 0
Paychex Inc 704326107 6407640 204000 SOLE (None) 204000 0 0
PDC Energy 69327R101 394772 16100 SOLE (None) 16100 0 0
PDL BioPharma 69329Y104 281112 42400 SOLE (None) 42400 0 0
Penn West Ptrolm 707887105 357513 26700 SOLE (None) 26700 0 0
Penney (JC) Co Inc 708160106 10254069 439900 SOLE (None) 439900 0 0
Pentair Inc 709631105 1106292 28900 SOLE (None) 28900 0 0
Pepco Holdgs Inc 713291102 780843 39900 SOLE (None) 39900 0 0
Perrigo Co 714290103 4210101 35700 SOLE (None) 35700 0 0
PETROCHINA CO LTD ADR 71646E100 387420 3000 SOLE (None) 3000 0 0
Petsmart Inc 716768106 2536296 37200 SOLE (None) 37200 0 0
Pfizer Inc 717081103 21024300 914100 SOLE (None) 914100 0 0
PG & E Corp 69331C108 864657 19100 SOLE (None) 19100 0 0
Philip Morris International Inc 718172109 6256542 71700 SOLE (None) 71700 0 0
Pinnacle West Capital Corp 723484101 1640158 31700 SOLE (None) 31700 0 0
Pioneer Natural Resources Co 723787107 2699226 30600 SOLE (None) 30600 0 0
Plains All Amer Pipeline LP 726503105 945477 11700 SOLE (None) 11700 0 0
Polycom Inc 73172K104 1129848 107400 SOLE (None) 107400 0 0
Power-One Inc 73930R102 51528 11400 SOLE (None) 11400 0 0
PP^L Cp 69351T106 1006722 36200 SOLE (None) 36200 0 0
PPG Industries Inc 693506107 764064 7200 SOLE (None) 7200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Praxair Inc 74005P104 1098173 10100 SOLE (None) 10100 0 0
Precision Drilling Corp 74022D308 141856 20800 SOLE (None) 20800 0 0
Priceline.com nc 741503403 5183256 7800 SOLE (None) 7800 0 0
PRINCIPAL FINCL GRP INC 74251V102 805261 30700 SOLE (None) 30700 0 0
Progressive Corp (Ohio) 743315103 1181061 56700 SOLE (None) 56700 0 0
Prologis 74340W103 2508865 75500 SOLE (None) 75500 0 0
Protective Life Cp 743674103 241162 8200 SOLE (None) 8200 0 0
PRUDENTIAL FINCL INC 744320102 3244810 67000 SOLE (None) 67000 0 0
Public Service Electric & Gas 744573106 3168750 97500 SOLE (None) 97500 0 0
Public Storage Inc 74460D109 2353883 16300 SOLE (None) 16300 0 0
Pultegroup Inc 745867101 5146700 481000 SOLE (None) 481000 0 0
Qualcomm Inc 747525103 16431168 295100 SOLE (None) 295100 0 0
Quality Systems Inc 747582104 1202187 43700 SOLE (None) 43700 0 0
Quanta Services Inc 74762E102 1102406 45800 SOLE (None) 45800 0 0
Quest Diagnostics Inc 74834L100 1629280 27200 SOLE (None) 27200 0 0
Questar Corp Holding Co. 748356102 1015882 48700 SOLE (None) 48700 0 0
Questcor Pharm 74835Y101 4051564 76100 SOLE (None) 76100 0 0
Quiksilver Inc 74838C106 44037 18900 SOLE (None) 18900 0 0
Rackspace Hosting Inc 750086100 575614 13100 SOLE (None) 13100 0 0
Radioshack Corp 750438103 643584 167600 SOLE (None) 167600 0 0
Rayonier Inc 754907103 704930 15700 SOLE (None) 15700 0 0
Raytheon Co 755111507 3236948 57200 SOLE (None) 57200 0 0
Realty Income Corp 756109104 375930 9000 SOLE (None) 9000 0 0
Red Hat Inc 756577102 1457184 25800 SOLE (None) 25800 0 0
Regency Centers Corp 758849103 266392 5600 SOLE (None) 5600 0 0
Regeneron Pharmaceuticals Cp 75886F107 856650 7500 SOLE (None) 7500 0 0
REGIONS FINANCIAL CP 7591EP100 4988250 739000 SOLE (None) 739000 0 0
Reliance Steel & Aluminum 759509102 202000 4000 SOLE (None) 4000 0 0
Republic Service Inc 760759100 846720 32000 SOLE (None) 32000 0 0
Reynolds Amercan 761713106 4383799 97700 SOLE (None) 97700 0 0
Rock-Tenn Co cl A 772739207 223655 4100 SOLE (None) 4100 0 0
Rovi Corp 779376102 988848 50400 SOLE (None) 50400 0 0
ROYAL DUTCH SH A 780259206 984478 14600 SOLE (None) 14600 0 0
Royal Dutch Shell B 780259107 587412 8400 SOLE (None) 8400 0 0
Royal Gold Inc 780287108 3567200 45500 SOLE (None) 45500 0 0
Ryder System Inc 783549108 810225 22500 SOLE (None) 22500 0 0
Ryland Group Inc 783764103 219988 8600 SOLE (None) 8600 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Safeway Inc 786514208 1495560 82400 SOLE (None) 82400 0 0
SALESFORCE.COM INC 79466L302 3954236 28600 SOLE (None) 28600 0 0
SALIX PHARMACEUTICALS LTD 795435106 386524 7100 SOLE (None) 7100 0 0
Sanofi 80105N105 3683550 97500 SOLE (None) 97500 0 0
Sap Ag 803054204 522368 8800 SOLE (None) 8800 0 0
SBA Commun Cp 78388J106 1939700 34000 SOLE (None) 34000 0 0
Schein (Henry) Inc 806407102 792749 10100 SOLE (None) 10100 0 0
Seagate Tech G7945M107 4745687 191900 SOLE (None) 191900 0 0
SEATTLE GENETICS INC 812578102 1180635 46500 SOLE (None) 46500 0 0
SELECT COMFORT CORP 81616X103 1479044 70700 SOLE (None) 70700 0 0
SENIOR HOUSING PROP TR SBI 81721M109 823608 36900 SOLE (None) 36900 0 0
Service Corp Intl 817565104 223897 18100 SOLE (None) 18100 0 0
Sigma Aldrich Cp 826552101 761479 10300 SOLE (None) 10300 0 0
Silver Standard Resources Inc 82823L106 204568 18200 SOLE (None) 18200 0 0
Simon Property Group Inc. Paired Ctf 828806109 4420744 28400 SOLE (None) 28400 0 0
Sirius XM Radio 82967N108 88245 47700 SOLE (None) 47700 0 0
Skechers USA Inc 830566105 804615 39500 SOLE (None) 39500 0 0
SL Green Realty Corp 78440X101 473416 5900 SOLE (None) 5900 0 0
Sm Energy Co 78454L100 1650096 33600 SOLE (None) 33600 0 0
Smithfield Foods Inc 832248108 1135575 52500 SOLE (None) 52500 0 0
Southern Co 842587107 2282590 49300 SOLE (None) 49300 0 0
Southern Copper 84265V105 308798 9800 SOLE (None) 9800 0 0
SPDR S^P BNK 78464A797 1531780 69500 SOLE (None) 69500 0 0
SPDR S^P HM BLDR 78464A888 24541825 1149500 SOLE (None) 1149500 0 0
SPDR S^P O^G EXP 78464A730 2076480 41200 SOLE (None) 41200 0 0
SPDR S^P RETAIL 78464A714 9684851 163900 SOLE (None) 163900 0 0
SPDR S^P RGL BK 78464A698 6549296 239200 SOLE (None) 239200 0 0
SPECTRA ENERGY CORP 847560109 1022912 35200 SOLE (None) 35200 0 0
SPX Cp 784635104 849160 13000 SOLE (None) 13000 0 0
St Jude Medical Inc 790849103 319280 8000 SOLE (None) 8000 0 0
Standard Pacific Corp 85375C101 473535 76500 SOLE (None) 76500 0 0
Stanley Blk^Dckr 854502101 5251776 81600 SOLE (None) 81600 0 0
Starbucks Corp 855244109 1903524 35700 SOLE (None) 35700 0 0
State Street Corp 857477103 6280848 140700 SOLE (None) 140700 0 0
Stone Energy Corp 861642106 311682 12300 SOLE (None) 12300 0 0
Stratasys 862685104 504900 10200 SOLE (None) 10200 0 0
Stryker Corp 863667101 3829450 69500 SOLE (None) 69500 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
SunTrust Bank Inc 867914103 3222590 133000 SOLE (None) 133000 0 0
Superior Energy Services 868157108 269059 13300 SOLE (None) 13300 0 0
SVB Financial 78486Q101 651792 11100 SOLE (None) 11100 0 0
Synovus Financial Cp 87161C105 237402 119900 SOLE (None) 119900 0 0
Sysco Corp 871829107 1720037 57700 SOLE (None) 57700 0 0
T Rowe Price Group Inc 74144T108 2329520 37000 SOLE (None) 37000 0 0
Taiwan Semiconductor Mnf Ltd 874039100 1167056 83600 SOLE (None) 83600 0 0
Take-Two Interactive Software Inc 874054109 904376 95600 SOLE (None) 95600 0 0
Talisman Energy Inc 87425E103 951180 83000 SOLE (None) 83000 0 0
TATA MOTORS LTD ADS 876568502 206424 9400 SOLE (None) 9400 0 0
Taubman Centers Inc 876664103 424380 5500 SOLE (None) 5500 0 0
TCF Financial 872275102 160720 14000 SOLE (None) 14000 0 0
Technology Select Sector SPDR Fund 81369Y803 23288538 810600 SOLE (None) 810600 0 0
Teco Energy 872375100 776580 43000 SOLE (None) 43000 0 0
Telefonica ADS 879382208 1112190 84900 SOLE (None) 84900 0 0
TEMPUR-PEDIC INTL INC 88023U101 4088572 174800 SOLE (None) 174800 0 0
Tenet Healthcare Corp 88033G100 411340 78500 SOLE (None) 78500 0 0
Teradata Corp 88076W103 2520350 35000 SOLE (None) 35000 0 0
Terex Cp 880779103 265667 14900 SOLE (None) 14900 0 0
Texas Industries Inc 882491103 218456 5600 SOLE (None) 5600 0 0
Texas Instruments 882508104 2125929 74100 SOLE (None) 74100 0 0
Textron Inc 883203101 636672 25600 SOLE (None) 25600 0 0
The Travelers Co 89417E109 1149120 18000 SOLE (None) 18000 0 0
Thermo Fisher Scientific 883556102 254359 4900 SOLE (None) 4900 0 0
Time Warner Cable Inc 88732J207 2832450 34500 SOLE (None) 34500 0 0
Time Warner Inc 887317303 4920300 127800 SOLE (None) 127800 0 0
Timken Co 887389104 1547702 33800 SOLE (None) 33800 0 0
Toll Brothers Inc 889478103 3725169 125300 SOLE (None) 125300 0 0
Torchmark Corp 891027104 697590 13800 SOLE (None) 13800 0 0
Total Sa 89151E109 813595 18100 SOLE (None) 18100 0 0
Toyota Motor Cp ADR 892331307 684080 8500 SOLE (None) 8500 0 0
Trinity Industries Inc 896522109 259792 10400 SOLE (None) 10400 0 0
Tw Telecom Inc A 87311L104 223242 8700 SOLE (None) 8700 0 0
Tyco International Ltd H89128104 221970 4200 SOLE (None) 4200 0 0
Ultra Real Estate ProShares 74347X625 1492525 22700 SOLE (None) 22700 0 0
Unilever Ltd Amer Shr 904767704 580156 17200 SOLE (None) 17200 0 0
Union Pacific 907818108 10224867 85700 SOLE (None) 85700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
United Cont Hld 910047109 861282 35400 SOLE (None) 35400 0 0
UNITED MICROELECTRONICS CP 910873405 37107 17100 SOLE (None) 17100 0 0
United Parcel Service Inc Cl B 911312106 11546216 146600 SOLE (None) 146600 0 0
United Rentals Inc 911363109 3962256 116400 SOLE (None) 116400 0 0
UnitedHealthcare Gp Incorp 91324P102 10746450 183700 SOLE (None) 183700 0 0
Universal Hlth Serv Inc Class B 913903100 422968 9800 SOLE (None) 9800 0 0
URS Cp 903236107 334848 9600 SOLE (None) 9600 0 0
US Bancorp 902973304 13037664 405400 SOLE (None) 405400 0 0
USEC Inc 90333E108 97020 98000 SOLE (None) 98000 0 0
USG Cp 903293405 1845945 96900 SOLE (None) 96900 0 0
Utilities Select Sector SPDR Fund 81369Y886 40026879 1082100 SOLE (None) 1082100 0 0
Vail Resorts Inc 91879Q109 350560 7000 SOLE (None) 7000 0 0
Valmont Ind Inc 920253101 701626 5800 SOLE (None) 5800 0 0
Valueclick Inc 92046N102 798193 48700 SOLE (None) 48700 0 0
VANGUARD SPEC FDS REIT ETF 922908553 18405459 281300 SOLE (None) 281300 0 0
Ventas Inc 92276F100 4935984 78200 SOLE (None) 78200 0 0
Verisign Inc 92343E102 4600992 105600 SOLE (None) 105600 0 0
Verizon Comm 92343V104 2039796 45900 SOLE (None) 45900 0 0
VISA Inc 92826C839 15132312 122400 SOLE (None) 122400 0 0
Vodafone Gp Plc 92857W209 14484520 514000 SOLE (None) 514000 0 0
Wal-Mart Stores Inc 931142103 21871164 313700 SOLE (None) 313700 0 0
Washington Post Co 939640108 523348 1400 SOLE (None) 1400 0 0
Waste Managemnt 94106L109 1212420 36300 SOLE (None) 36300 0 0
Waters Corp 941848103 206622 2600 SOLE (None) 2600 0 0
Watson Pharmaceutical 942683103 421743 5700 SOLE (None) 5700 0 0
WEIGHT WATCHERS INTL INC 948626106 2871892 55700 SOLE (None) 55700 0 0
WELLCARE HEALTH 94946T106 1118300 21100 SOLE (None) 21100 0 0
Wellpoint Inc. 94973V107 8407522 131800 SOLE (None) 131800 0 0
Wells Fargo & Co 949746101 33466752 1000800 SOLE (None) 1000800 0 0
Wesco Intl inc 95082P105 851740 14800 SOLE (None) 14800 0 0
Western Digital Corp 958102105 1932432 63400 SOLE (None) 63400 0 0
WESTERN REFINING INC 959319104 1480955 66500 SOLE (None) 66500 0 0
WESTLAKE CHEMICAL CP 960413102 1254240 24000 SOLE (None) 24000 0 0
Weyerhaeuser Co 962166104 2703324 120900 SOLE (None) 120900 0 0
Whirlpool 963320106 269104 4400 SOLE (None) 4400 0 0
Whole Foods Mkt 966837106 4718340 49500 SOLE (None) 49500 0 0
Williams Cos 969457100 3233604 112200 SOLE (None) 112200 0 0