Quantitative Investment Management as of Dec. 31, 2012
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 0 positions in its portfolio as reported in the December 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}
ABB LTD ADS 000375204 584199 28100 SOLE (None) 28100 0 0
Abbott Laboratories 002824100 4925600 75200 SOLE (None) 75200 0 0
Abercrombie & Fitch Co Cl A 002896207 11090664 231200 SOLE (None) 231200 0 0
Acme Packet Inc 004764106 3010532 136100 SOLE (None) 136100 0 0
Adobe Systems Inc 00724F101 14137536 375200 SOLE (None) 375200 0 0
ADVANCE AUTO PARTS INC 00751Y106 2090915 28900 SOLE (None) 28900 0 0
Advanced Micro Devices 007903107 3914640 1631100 SOLE (None) 1631100 0 0
Aecom Technology Corp 00766T100 402220 16900 SOLE (None) 16900 0 0
Aetna Inc 00817Y108 7831021 169100 SOLE (None) 169100 0 0
AGCO Corp 001084102 800656 16300 SOLE (None) 16300 0 0
Agilent Technologies Inc 00846U101 6394828 156200 SOLE (None) 156200 0 0
Agnico Eagle Mns Ltd 008474108 3404654 64900 SOLE (None) 64900 0 0
Agrium Inc 008916108 1118544 11200 SOLE (None) 11200 0 0
Air Products & Chem 009158106 1806430 21500 SOLE (None) 21500 0 0
Airgas Inc 009363102 1414995 15500 SOLE (None) 15500 0 0
AK Steel Holding Corp 001547108 2312420 502700 SOLE (None) 502700 0 0
AKAMAI TECHNOLOGIES INC 00971T101 364099 8900 SOLE (None) 8900 0 0
Alaska Airlines Inc 011659109 607569 14100 SOLE (None) 14100 0 0
Albemarle Corp 012653101 291964 4700 SOLE (None) 4700 0 0
Alliant Techsystems Inc 018804104 359368 5800 SOLE (None) 5800 0 0
Allied Nevada Gold Corp 019344100 626704 20800 SOLE (None) 20800 0 0
Allscript Health 01988P108 1243440 132000 SOLE (None) 132000 0 0
ALPHA NATURAL RESOURCES INC 02076X102 12433110 1276500 SOLE (None) 1276500 0 0
Altera Corp 021441100 649971 18900 SOLE (None) 18900 0 0
Amer Intl Group 026874784 16146220 457400 SOLE (None) 457400 0 0
AMERICA MOVIL SA DE CV ADS L 02364W105 2894814 125100 SOLE (None) 125100 0 0
American Capital Agency Corp 02503X105 7693180 266200 SOLE (None) 266200 0 0
American Electric Power 025537101 1865116 43700 SOLE (None) 43700 0 0
American Tower Corp Cl A 03027X100 3515785 45500 SOLE (None) 45500 0 0
Amerisource Bergen Corp 03073E105 5609082 129900 SOLE (None) 129900 0 0
Amphenol Cp 032095101 588770 9100 SOLE (None) 9100 0 0
Analog Devices Inc 032654105 2149266 51100 SOLE (None) 51100 0 0
Annaly Capital Management Inc 035710409 888732 63300 SOLE (None) 63300 0 0
Aon Plc G0408V102 506051 9100 SOLE (None) 9100 0 0
Apartment Invest & Manage Co 03748R101 411312 15200 SOLE (None) 15200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Apollo Group Inc cl A 037604105 3617068 172900 SOLE (None) 172900 0 0
APOLLO INVT CORP 03761U106 326876 39100 SOLE (None) 39100 0 0
Arcelormittal 03938L104 3934244 225200 SOLE (None) 225200 0 0
Arch Capital Group Ltd G0450A105 607476 13800 SOLE (None) 13800 0 0
Arch Coal Inc 039380100 6575556 898300 SOLE (None) 898300 0 0
Archer-Daniels Midland 039483102 9055134 330600 SOLE (None) 330600 0 0
Armour Resd Reit 042315101 2024463 312900 SOLE (None) 312900 0 0
Arris Group Inc 04269Q100 651384 43600 SOLE (None) 43600 0 0
Aruba Networks Inc 043176106 319396 15400 SOLE (None) 15400 0 0
Ashland Oil Inc 044209104 2010250 25000 SOLE (None) 25000 0 0
AstraZeneca 046353108 855587 18100 SOLE (None) 18100 0 0
Aurico Gold Inc 05155C105 342742 41900 SOLE (None) 41900 0 0
Autodesk Inc 052769106 5298965 149900 SOLE (None) 149900 0 0
AutoNation Inc 05329W102 1131450 28500 SOLE (None) 28500 0 0
AUXILIUM PHARMACEUTICALS INC 05334D107 292932 15800 SOLE (None) 15800 0 0
Avalon Bay Communities Inc 053484101 2128763 15700 SOLE (None) 15700 0 0
Avis Budget Group Inc 053774105 574780 29000 SOLE (None) 29000 0 0
Avnet Inc 053807103 339771 11100 SOLE (None) 11100 0 0
Baidu Inc 056752108 15093645 150500 SOLE (None) 150500 0 0
Ball Corp 058498106 1172450 26200 SOLE (None) 26200 0 0
BANCO BRADESCO SA ADS 059460303 1047411 60300 SOLE (None) 60300 0 0
BanColombia Ads 05968L102 1291652 19400 SOLE (None) 19400 0 0
Bank Ny Mellon 064058100 6990400 272000 SOLE (None) 272000 0 0
Bank Of Montreal 063671101 514920 8400 SOLE (None) 8400 0 0
Barclay Banks 06738E204 621788 35900 SOLE (None) 35900 0 0
Bcl Ipts^P500 St 06740C188 69441230 2183000 SOLE (None) 2183000 0 0
BE Aerospace Inc 073302101 1002820 20300 SOLE (None) 20300 0 0
Beam Inc 073730103 2333638 38200 SOLE (None) 38200 0 0
Bemis Co Inc 081437105 284410 8500 SOLE (None) 8500 0 0
Berkshire Hathaway Inc Cl B 084670702 4323540 48200 SOLE (None) 48200 0 0
Berry Petroleum Co Class A 085789105 681065 20300 SOLE (None) 20300 0 0
Best Buy Co. Inc 086516101 6704730 565800 SOLE (None) 565800 0 0
BHP Billiton ADS 088606108 6571596 83800 SOLE (None) 83800 0 0
BHP BILLITON PLC ADS US $.50 05545E209 999254 14200 SOLE (None) 14200 0 0
Bill Barrett Corp 06846N104 1078074 60600 SOLE (None) 60600 0 0
Biomarin Pharma Inc 09061G101 634680 12900 SOLE (None) 12900 0 0
Blackberry 760975102 49660519 4183700 SOLE (None) 4183700 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Clorox (The) Co 189054109 849352 11600 SOLE (None) 11600 0 0
CMS Energy 125896100 1136108 46600 SOLE (None) 46600 0 0
Cognizant Technology Solutions Corp. Cl 192446102 8038144 108800 SOLE (None) 108800 0 0
Coinstar Inc 19259P300 395276 7600 SOLE (None) 7600 0 0
Commercial Metals Co 201723103 841076 56600 SOLE (None) 56600 0 0
Community Health 203668108 427286 13900 SOLE (None) 13900 0 0
Companhia de Bebidas Das Americas 20441W203 2141490 51000 SOLE (None) 51000 0 0
Companhia Siderurgica Nacional ADR 20440W105 410640 69600 SOLE (None) 69600 0 0
Computer Science Corp 205363104 4109130 102600 SOLE (None) 102600 0 0
Compuware Corp 205638109 1363098 125400 SOLE (None) 125400 0 0
ConAgra Foods Inc 205887102 1823100 61800 SOLE (None) 61800 0 0
Concho Resources Inc 20605P101 676704 8400 SOLE (None) 8400 0 0
Consolidated Edison Inc 209115104 2899188 52200 SOLE (None) 52200 0 0
COPA HOLDINGS S A P31076105 855270 8600 SOLE (None) 8600 0 0
CORELOGIC INC 21871D103 767220 28500 SOLE (None) 28500 0 0
Corning Inc 219350105 5527560 438000 SOLE (None) 438000 0 0
Correction Cp of Amer 22025Y407 305042 8600 SOLE (None) 8600 0 0
Costco Wholesale 22160K105 8155098 82600 SOLE (None) 82600 0 0
Covance Inc 222816100 843442 14600 SOLE (None) 14600 0 0
Credicorp Ltd G2519Y108 762112 5200 SOLE (None) 5200 0 0
Credit Suisse Group 225401108 346296 14100 SOLE (None) 14100 0 0
Cree Research Inc 225447101 1525702 44900 SOLE (None) 44900 0 0
Crown Castle International Corp 228227104 966944 13400 SOLE (None) 13400 0 0
CTRIP.COM INTL LTD ADS 22943F100 4189834 184900 SOLE (None) 184900 0 0
Cummins Engines 231021106 5233305 48300 SOLE (None) 48300 0 0
CVS Caremark Corp 126650100 13513825 279500 SOLE (None) 279500 0 0
Cyclacel Pharma 23254L306 81204 13400 SOLE (None) 13400 0 0
Cypress Semiconductor Corp 232806109 960424 88600 SOLE (None) 88600 0 0
Cys Investments 12673A108 651912 55200 SOLE (None) 55200 0 0
Dana Corp 235825205 1100505 70500 SOLE (None) 70500 0 0
Danaher Corp 235851102 5058950 90500 SOLE (None) 90500 0 0
Darden Restaurants 237194105 4953193 109900 SOLE (None) 109900 0 0
De Vry Inc 251893103 232554 9800 SOLE (None) 9800 0 0
Deere & Co 244199105 1546918 17900 SOLE (None) 17900 0 0
Delta Air Lines Inc 247361702 12093156 1018800 SOLE (None) 1018800 0 0
DENDREON CO 24823Q107 1947778 368200 SOLE (None) 368200 0 0
DIAMOND FOODS 252603105 688968 50400 SOLE (None) 50400 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Diamond Offshore Drilling 25271C102 516496 7600 SOLE (None) 7600 0 0
Direxion Shs ETF Trust Fincl Bll 3x Shs 25459Y694 119656176 997800 SOLE (None) 997800 0 0
Discovery Comm A 25470F104 2475720 39000 SOLE (None) 39000 0 0
Dish Network A 25470M109 1827280 50200 SOLE (None) 50200 0 0
DOLBY LABORATORIES INC 25659T107 733250 25000 SOLE (None) 25000 0 0
Dollar General Corp 256677105 9646892 218800 SOLE (None) 218800 0 0
Dominion Resources Inc 25746U109 1253560 24200 SOLE (None) 24200 0 0
Domtar Corp 257559203 1444896 17300 SOLE (None) 17300 0 0
Dover Cp 260003108 880514 13400 SOLE (None) 13400 0 0
Dow Chemical Co 260543103 11351063 351100 SOLE (None) 351100 0 0
DST Systems Inc 233326107 393900 6500 SOLE (None) 6500 0 0
Duke Energy Corp 26441C204 3834380 60100 SOLE (None) 60100 0 0
Dun & Bradstreet Cp 26483E100 676390 8600 SOLE (None) 8600 0 0
Dupont Fabros Technology Inc 26613Q106 722384 29900 SOLE (None) 29900 0 0
Dvt Hlthcr Prtnr 23918K108 740551 6700 SOLE (None) 6700 0 0
E*Trade Fincl Cp 269246401 292665 32700 SOLE (None) 32700 0 0
Eagle Bulk Shipping Inc Y2187A119 25350 16900 SOLE (None) 16900 0 0
Eaton Vance Cp 278265103 359905 11300 SOLE (None) 11300 0 0
ELDORADO GOLD CP 284902103 1863736 144700 SOLE (None) 144700 0 0
Embraer Sa 29082A107 501776 17600 SOLE (None) 17600 0 0
Emerson Electric Co 291011104 5613760 106000 SOLE (None) 106000 0 0
Emulex Cp 292475209 84680 11600 SOLE (None) 11600 0 0
Energen 29265N108 568134 12600 SOLE (None) 12600 0 0
ENERGIZER HOLDINGS INC 29266R108 1783554 22300 SOLE (None) 22300 0 0
Enerplus Corp 292766102 1421712 109700 SOLE (None) 109700 0 0
Entergy Corp 29364G103 3066375 48100 SOLE (None) 48100 0 0
EOG Resourses 26875P101 1558191 12900 SOLE (None) 12900 0 0
EQT Corporation 26884L109 678270 11500 SOLE (None) 11500 0 0
Ericsson Adr 294821608 773660 76600 SOLE (None) 76600 0 0
Everest Re Group Ltd G3223R108 384825 3500 SOLE (None) 3500 0 0
EXELON CORPORATION 30161N101 12190426 409900 SOLE (None) 409900 0 0
Expeditors Intl Wash 302130109 3266830 82600 SOLE (None) 82600 0 0
Express Scripts Inc 30219G108 7052400 130600 SOLE (None) 130600 0 0
Fairchild Semiconductor Int'l Inc 303726103 249120 17300 SOLE (None) 17300 0 0
FedEx Corp 31428X106 3265232 35600 SOLE (None) 35600 0 0
Fidelity Natl In 31620M106 6923709 198900 SOLE (None) 198900 0 0
Financial Select Sector SPDR Fund 81369Y605 65214171 3978900 SOLE (None) 3978900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Finisar Corp 31787A507 604359 37100 SOLE (None) 37100 0 0
First Solar Inc 336433107 10452282 338700 SOLE (None) 338700 0 0
Fiserv Inc 337738108 1209159 15300 SOLE (None) 15300 0 0
Flir Systems 302445101 959760 43000 SOLE (None) 43000 0 0
Flowers Ind. 343498101 1414816 60800 SOLE (None) 60800 0 0
FMC Cp 302491303 2650956 45300 SOLE (None) 45300 0 0
Fomento Economico Mexicano Ads 344419106 1440010 14300 SOLE (None) 14300 0 0
Forest Lab Inc 345838106 1204412 34100 SOLE (None) 34100 0 0
Fortress Investment Group LLC 34958B106 103604 23600 SOLE (None) 23600 0 0
Franklin Res Inc 354613101 276540 2200 SOLE (None) 2200 0 0
Freeport McMoran Copper & Gold Cl B 35671D857 6091020 178100 SOLE (None) 178100 0 0
Frontier Communications 35906A108 4585164 1071300 SOLE (None) 1071300 0 0
FTI Consulting Inc 302941109 326700 9900 SOLE (None) 9900 0 0
GAMESTOP CP 36467W109 6480747 258300 SOLE (None) 258300 0 0
Gap Inc 364760108 242112 7800 SOLE (None) 7800 0 0
Gardner Denver Inc 365558105 2219400 32400 SOLE (None) 32400 0 0
General Dynamics 369550108 3234909 46700 SOLE (None) 46700 0 0
General Electric Co 369604103 10843434 516600 SOLE (None) 516600 0 0
General Growth Properties 370023103 1667400 84000 SOLE (None) 84000 0 0
General Motors Corporation 37045V100 16583016 575200 SOLE (None) 575200 0 0
GENWORTH FINCL INC 37247D106 1187331 158100 SOLE (None) 158100 0 0
Geron Corp 374163103 140718 99800 SOLE (None) 99800 0 0
Gildan Activewear Inc 375916103 274350 7500 SOLE (None) 7500 0 0
Global Payments Inc 37940X102 507360 11200 SOLE (None) 11200 0 0
Goldcorp B 380956409 1981800 54000 SOLE (None) 54000 0 0
GOLDEN STAR RES LTD 38119T104 91632 49800 SOLE (None) 49800 0 0
Goldman Sachs Group Inc 38141G104 15868464 124400 SOLE (None) 124400 0 0
Goodyear Tire And Rubber 382550101 1309188 94800 SOLE (None) 94800 0 0
GOOGLE INC CL A 38259P508 4032066 5700 SOLE (None) 5700 0 0
Granite Construction Inc 387328107 265598 7900 SOLE (None) 7900 0 0
Green Mountain Coffee Inc 393122106 8387886 202900 SOLE (None) 202900 0 0
Grupo Televisa Sa Gdr 40049J206 2899878 109100 SOLE (None) 109100 0 0
Guess? Inc 401617105 382824 15600 SOLE (None) 15600 0 0
Hanwha Solarone 41135V103 13029 12900 SOLE (None) 12900 0 0
Harley Davidson Inc 412822108 2744246 56200 SOLE (None) 56200 0 0
HDFC Bank Ltd 40415F101 1009856 24800 SOLE (None) 24800 0 0
Health Care REIT 42217K106 4100301 66900 SOLE (None) 66900 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Health Management Associates Inc 421933102 2713984 291200 SOLE (None) 291200 0 0
Hecla Mining 422704106 378950 65000 SOLE (None) 65000 0 0
Helmerich & Payne Inc 423452101 1713906 30600 SOLE (None) 30600 0 0
Hess Corp 42809H107 7075456 133600 SOLE (None) 133600 0 0
Hewlett-Packard Co 428236103 32869050 2306600 SOLE (None) 2306600 0 0
Hexcel Corp/De 428291108 471800 17500 SOLE (None) 17500 0 0
Highwoods Properties 431284108 939945 28100 SOLE (None) 28100 0 0
Hil-Rom Holdings 431475102 327750 11500 SOLE (None) 11500 0 0
Hollyfrontr Corp 436106108 2276295 48900 SOLE (None) 48900 0 0
Hologic Inc 436440101 1094547 54700 SOLE (None) 54700 0 0
Honeywell International Inc 438516106 964744 15200 SOLE (None) 15200 0 0
HSBC Holdings plc ADS 404280406 636840 12000 SOLE (None) 12000 0 0
Hunt (J.B.) Transport Services Inc. 445658107 2483936 41600 SOLE (None) 41600 0 0
IAMGOLD CP 450913108 1191733 103900 SOLE (None) 103900 0 0
ICICI BANK LTD ADS 45104G104 1386798 31800 SOLE (None) 31800 0 0
IHS INC. CLASS A 451734107 316800 3300 SOLE (None) 3300 0 0
Imax Inc 45245E109 233792 10400 SOLE (None) 10400 0 0
Informatica Corp 45666Q102 263784 8700 SOLE (None) 8700 0 0
Integrated Device Technology 458118106 357700 49000 SOLE (None) 49000 0 0
Intl Flavor/Fragrances 459506101 632130 9500 SOLE (None) 9500 0 0
Int'l Game Technology 459902102 4430959 312700 SOLE (None) 312700 0 0
Intl Paper Co 460146103 2159328 54200 SOLE (None) 54200 0 0
Intl Rectifier 460254105 228717 12900 SOLE (None) 12900 0 0
Investment Technology Grp 46145F105 97200 10800 SOLE (None) 10800 0 0
IPG PHOTONICS CORP 44980X109 266600 4000 SOLE (None) 4000 0 0
ISHARES DJIT INDEX FD 464287192 7689525 81500 SOLE (None) 81500 0 0
iShares MSCI Brazil Index 464286400 12882982 230300 SOLE (None) 230300 0 0
ISHARES MSCI EAFE IDX FD 464287465 1847950 32500 SOLE (None) 32500 0 0
ISHARES MSCI EMERG MKTS IDX FD 464287234 351970470 7936200 SOLE (None) 7936200 0 0
iShares MSCI Japan Index 464286848 116727000 11972000 SOLE (None) 11972000 0 0
iShares MSCI Mexico Investable Market Fu 464286822 16997730 241000 SOLE (None) 241000 0 0
ISHARES MSCI PAC EX-JAP IDX FD 464286665 10545218 223700 SOLE (None) 223700 0 0
ISHARES TR DJ US FINCL SECT 464287788 576650 9500 SOLE (None) 9500 0 0
ISHARES TR LEH 20+ YR TRES BD 464287432 60468820 499000 SOLE (None) 499000 0 0
ISHARES TR S^P LAT AMER 40 IDX 464287390 5050368 115200 SOLE (None) 115200 0 0
Ishr Ftse Chin25 464287184 56512695 1397100 SOLE (None) 1397100 0 0
ITT Corp 450911201 286212 12200 SOLE (None) 12200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
ITT Educational Service 45068B109 870693 50300 SOLE (None) 50300 0 0
Ja Solar Hol Drc 466090206 94794 22200 SOLE (None) 22200 0 0
JAMES RIVER COAL CO 470355207 548268 170800 SOLE (None) 170800 0 0
JDS Uniphase Cp 46612J507 357750 26500 SOLE (None) 26500 0 0
JETBLUE AIRWAYS CP 477143101 1348776 235800 SOLE (None) 235800 0 0
Johnson Controls 478366107 441648 14400 SOLE (None) 14400 0 0
Joy Global Inc 481165108 318900 5000 SOLE (None) 5000 0 0
JP Morgan Chase & Co 46625H100 27428486 623800 SOLE (None) 623800 0 0
Juniper Networks 48203R104 7808990 397000 SOLE (None) 397000 0 0
K L A - Tencor Corp 482480100 816696 17100 SOLE (None) 17100 0 0
Kansas City Sthrn Ind. 485170302 400704 4800 SOLE (None) 4800 0 0
Kellogg Co 487836108 4535020 81200 SOLE (None) 81200 0 0
Kemet Corp 488360207 56839 11300 SOLE (None) 11300 0 0
Keryx Biopharma 492515101 50042 19100 SOLE (None) 19100 0 0
Key Corp 493267108 713174 84700 SOLE (None) 84700 0 0
Kimco Realty Corp 49446R109 382536 19800 SOLE (None) 19800 0 0
Kohls Corp 500255104 8883966 206700 SOLE (None) 206700 0 0
Kroger Co (The) 501044101 3770298 144900 SOLE (None) 144900 0 0
L-3 Comm Holdings Inc 502424104 697242 9100 SOLE (None) 9100 0 0
Lam Research Cp 512807108 3641904 100800 SOLE (None) 100800 0 0
Landstar Systems Inc 515098101 1384944 26400 SOLE (None) 26400 0 0
LAZARD LTD G54050102 334208 11200 SOLE (None) 11200 0 0
Leucadia Natl Corp 527288104 1289418 54200 SOLE (None) 54200 0 0
Lexmark Intl Inc 529771107 1551411 66900 SOLE (None) 66900 0 0
LG Display Co 50186V102 865904 59800 SOLE (None) 59800 0 0
Liberty Global Inc CL A 530555101 1441784 22900 SOLE (None) 22900 0 0
Lilly (Eli) & Co 532457108 8640864 175200 SOLE (None) 175200 0 0
Limelight Networks Inc 53261M104 41736 18800 SOLE (None) 18800 0 0
LINN ENERGY LLC UTS 536020100 592032 16800 SOLE (None) 16800 0 0
Lockheed Martin Corp 539830109 3654684 39600 SOLE (None) 39600 0 0
Lorillard Inc 544147101 2951751 25300 SOLE (None) 25300 0 0
Lowe's Cos 548661107 8560320 241000 SOLE (None) 241000 0 0
Lyondelbasl A N53745100 4430184 77600 SOLE (None) 77600 0 0
Magellan Midstreet 559080106 259140 6000 SOLE (None) 6000 0 0
Manpower Group 56418H100 1243492 29300 SOLE (None) 29300 0 0
Manulife Financial Corp 56501R106 398187 29300 SOLE (None) 29300 0 0
Market Vectors Junior Gold Miners ETF 57060U589 3126820 158000 SOLE (None) 158000 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Martin Marietta Materials Inc 573284106 895660 9500 SOLE (None) 9500 0 0
MASTERCARD INCORPORATED 57636Q104 9579960 19500 SOLE (None) 19500 0 0
Materials Select Sector SPDR Fund 81369Y100 14047468 374200 SOLE (None) 374200 0 0
Maxim Integrated Prod Inc 57772K101 543900 18500 SOLE (None) 18500 0 0
MBIA Inc 55262C100 1470305 187300 SOLE (None) 187300 0 0
Mc Kesson Corp 58155Q103 8648832 89200 SOLE (None) 89200 0 0
McGraw-Hill Cos 580645109 5762218 105400 SOLE (None) 105400 0 0
Mead Johnson Nutrition 582839106 2200726 33400 SOLE (None) 33400 0 0
Meadwestvaco Corp 583334107 752132 23600 SOLE (None) 23600 0 0
Mednax Inc 58502B106 469168 5900 SOLE (None) 5900 0 0
Melco Crown Adr 585464100 495096 29400 SOLE (None) 29400 0 0
MELLANOX TECHNOLOGIE M51363113 5207626 87700 SOLE (None) 87700 0 0
MEMC Electronic Materials 552715104 386163 120300 SOLE (None) 120300 0 0
Meritor Inc 59001K100 237446 50200 SOLE (None) 50200 0 0
METLIFE INC 59156R108 998082 30300 SOLE (None) 30300 0 0
MetroPcs Communications Inc 591708102 4871594 490100 SOLE (None) 490100 0 0
Mettler Toledo Intl Inc 592688105 599230 3100 SOLE (None) 3100 0 0
Mgm Resorts Int 552953101 6418296 551400 SOLE (None) 551400 0 0
Micron Technology 595112103 6313372 995800 SOLE (None) 995800 0 0
Microsemi Cp 595137100 269312 12800 SOLE (None) 12800 0 0
MKT VECT GOLD MNRS 57060U100 20453351 440900 SOLE (None) 440900 0 0
MOBILE TELESYSTEMS OJSC ADS 607409109 1057455 56700 SOLE (None) 56700 0 0
Mohawk Industries Inc 608190104 3148356 34800 SOLE (None) 34800 0 0
Molson Coors Brew 60871R209 1086866 25400 SOLE (None) 25400 0 0
Molycorp Inc 608753109 5490304 581600 SOLE (None) 581600 0 0
MONSANTO CO 61166W101 7070355 74700 SOLE (None) 74700 0 0
MOODYS CP 615369105 528360 10500 SOLE (None) 10500 0 0
Morgan Stanley Dean Witter 617446448 912024 47700 SOLE (None) 47700 0 0
Mosaic Company 61945C103 2146277 37900 SOLE (None) 37900 0 0
Motorola Solutions Inc 620076307 1531200 27500 SOLE (None) 27500 0 0
MSC Industrial Direct 553530106 716110 9500 SOLE (None) 9500 0 0
Murphy Oil Corp 626717102 7050720 118400 SOLE (None) 118400 0 0
NASDAQ OMX Grp 631103108 1971711 78900 SOLE (None) 78900 0 0
NCR Inc 62886E108 422968 16600 SOLE (None) 16600 0 0
NETFLIX INC 64110L106 6749811 72900 SOLE (None) 72900 0 0
Netsuite Inc 64118Q107 982580 14600 SOLE (None) 14600 0 0
New Oriental Education & Technology Grou 647581107 2152844 110800 SOLE (None) 110800 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Phh Cor 693320202 368550 16200 SOLE (None) 16200 0 0
Pitney Bowes Inc 724479100 2188648 205700 SOLE (None) 205700 0 0
Plum Creek Timber Co 729251108 545751 12300 SOLE (None) 12300 0 0
Posco 693483109 394320 4800 SOLE (None) 4800 0 0
Potash Cp 73755L107 3222648 79200 SOLE (None) 79200 0 0
PPG Industries Inc 693506107 5996005 44300 SOLE (None) 44300 0 0
Praxair Inc 74005P104 3031765 27700 SOLE (None) 27700 0 0
Precision Castparts Cp 740189105 2898126 15300 SOLE (None) 15300 0 0
Precision Drilling Corp 74022D308 331200 40000 SOLE (None) 40000 0 0
Progressive Corp (Ohio) 743315103 2861160 135600 SOLE (None) 135600 0 0
Prologis 74340W103 1237011 33900 SOLE (None) 33900 0 0
Protective Life Cp 743674103 285800 10000 SOLE (None) 10000 0 0
PRUDENTIAL FINCL INC 744320102 2149199 40300 SOLE (None) 40300 0 0
Public Service Electric & Gas 744573106 1416780 46300 SOLE (None) 46300 0 0
Public Storage Inc 74460D109 1145184 7900 SOLE (None) 7900 0 0
Pultegroup Inc 745867101 4895936 269600 SOLE (None) 269600 0 0
Quanta Services Inc 74762E102 311106 11400 SOLE (None) 11400 0 0
Questcor Pharm 74835Y101 3478944 130200 SOLE (None) 130200 0 0
Quicksilver Rscs 74837R104 536250 187500 SOLE (None) 187500 0 0
Quiksilver Inc 74838C106 412675 97100 SOLE (None) 97100 0 0
Rackspace Hosting Inc 750086100 4500762 60600 SOLE (None) 60600 0 0
Radioshack Corp 750438103 566464 267200 SOLE (None) 267200 0 0
RANDGOLD RESOURCES LTD ADS 752344309 1379019 13900 SOLE (None) 13900 0 0
Raymond James Financial 754730109 550979 14300 SOLE (None) 14300 0 0
Rayonier Inc 754907103 497568 9600 SOLE (None) 9600 0 0
Raytheon Co 755111507 356872 6200 SOLE (None) 6200 0 0
Realty Income Corp 756109104 301575 7500 SOLE (None) 7500 0 0
Red Hat Inc 756577102 1324000 25000 SOLE (None) 25000 0 0
Reliance Steel & Aluminum 759509102 1682910 27100 SOLE (None) 27100 0 0
Renesola Ltd 75971T103 93786 60900 SOLE (None) 60900 0 0
Republic Service Inc 760759100 3103114 105800 SOLE (None) 105800 0 0
Rio Tinto 767204100 3566726 61400 SOLE (None) 61400 0 0
RMI Intl Metals Inc 74973W107 347256 12600 SOLE (None) 12600 0 0
Robert Half Intl Inc 770323103 2011024 63200 SOLE (None) 63200 0 0
ROCKWELL COLLINS INC 774341101 1407714 24200 SOLE (None) 24200 0 0
Ross Stores 778296103 741033 13700 SOLE (None) 13700 0 0
Royal Bank of Canada 780087102 1519560 25200 SOLE (None) 25200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Royal Gold Inc 780287108 667152 8200 SOLE (None) 8200 0 0
Ryder System Inc 783549108 988614 19800 SOLE (None) 19800 0 0
Ryland Group Inc 783764103 580350 15900 SOLE (None) 15900 0 0
S E I Investments 784117103 1211346 51900 SOLE (None) 51900 0 0
Safeway Inc 786514208 1640763 90700 SOLE (None) 90700 0 0
SALESFORCE.COM INC 79466L302 10640730 63300 SOLE (None) 63300 0 0
Sanderson Farms Inc 800013104 946245 19900 SOLE (None) 19900 0 0
Sandridge Energy Inc 80007P307 205740 32400 SOLE (None) 32400 0 0
Sap Ag 803054204 1422726 17700 SOLE (None) 17700 0 0
Sarepta Therapeutics 803607100 2461320 95400 SOLE (None) 95400 0 0
SBA Commun Cp 78388J106 1980342 27900 SOLE (None) 27900 0 0
Schein (Henry) Inc 806407102 273428 3400 SOLE (None) 3400 0 0
Schnitzer Steel Indust 806882106 464049 15300 SOLE (None) 15300 0 0
SCRIPPS NETWORKS INT 811065101 874592 15100 SOLE (None) 15100 0 0
Sealed Air Corp 81211K100 1896333 108300 SOLE (None) 108300 0 0
Sempra Energy 816851109 6668360 94000 SOLE (None) 94000 0 0
SENIOR HOUSING PROP TR SBI 81721M109 1815552 76800 SOLE (None) 76800 0 0
SEQUENOM INC 817337405 117750 25000 SOLE (None) 25000 0 0
SHUTTERFLY INC 82568P304 615322 20600 SOLE (None) 20600 0 0
Siemens A G ADR New 826197501 328410 3000 SOLE (None) 3000 0 0
Signet Jewelers G81276100 261660 4900 SOLE (None) 4900 0 0
Silver Wheaton 828336107 721600 20000 SOLE (None) 20000 0 0
Sirius XM Radio 82967N108 1064676 368400 SOLE (None) 368400 0 0
Six Flags Entertainment Corp 83001A102 250920 4100 SOLE (None) 4100 0 0
SK Telecom ADR 78440P108 593625 37500 SOLE (None) 37500 0 0
Smithfield Foods Inc 832248108 375318 17400 SOLE (None) 17400 0 0
Sohu.com Inc 83408W103 2400138 50700 SOLE (None) 50700 0 0
Sony Cp ADR 835699307 1154720 103100 SOLE (None) 103100 0 0
Sotheby's Holdings Inc 835898107 682486 20300 SOLE (None) 20300 0 0
Southern Co 842587107 6460029 150900 SOLE (None) 150900 0 0
Southwest Airlines 844741108 5633024 550100 SOLE (None) 550100 0 0
Southwestern Energy 845467109 1039051 31100 SOLE (None) 31100 0 0
SPX Cp 784635104 2630625 37500 SOLE (None) 37500 0 0
Star Scientific 85517P101 83884 31300 SOLE (None) 31300 0 0
Starbucks Corp 855244109 2622507 48900 SOLE (None) 48900 0 0
Starz Series A Liberty Capital 85571Q102 4245966 36600 SOLE (None) 36600 0 0
State Street Corp 857477103 7483992 159200 SOLE (None) 159200 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Tyson Foods Inc Class A 902494103 3788820 195300 SOLE (None) 195300 0 0
Ulta Salon Cosmetics & Fragrance Inc 90384S303 2358240 24000 SOLE (None) 24000 0 0
ULTRA PETROLEUM CP 903914109 563843 31100 SOLE (None) 31100 0 0
Ultra Real Estate ProShares 74347X625 642537 9300 SOLE (None) 9300 0 0
United Cont Hld 910047109 7778526 332700 SOLE (None) 332700 0 0
United Technologies 913017109 3928279 47900 SOLE (None) 47900 0 0
United Therapeutics 91307C102 673092 12600 SOLE (None) 12600 0 0
Universal Display Corp 91347P105 307440 12000 SOLE (None) 12000 0 0
Universal Hlth Serv Inc Class B 913903100 1460170 30200 SOLE (None) 30200 0 0
UNUM GROUP 91529Y106 1159674 55700 SOLE (None) 55700 0 0
Urban Outfitters Inc 917047102 1428768 36300 SOLE (None) 36300 0 0
URS Cp 903236107 859794 21900 SOLE (None) 21900 0 0
US AIRWAYS GROUP INC 90341W108 2909250 215500 SOLE (None) 215500 0 0
US Steel Corp 912909108 11548170 484200 SOLE (None) 484200 0 0
USG Cp 903293405 561400 20000 SOLE (None) 20000 0 0
Utilities Select Sector SPDR Fund 81369Y886 31242924 894700 SOLE (None) 894700 0 0
Vail Resorts Inc 91879Q109 275859 5100 SOLE (None) 5100 0 0
Vale S A ADR 91912E105 31180096 1487600 SOLE (None) 1487600 0 0
VALE S.A. 91912E204 12772555 629500 SOLE (None) 629500 0 0
VALEANT PHRM INT 91911K102 1039998 17400 SOLE (None) 17400 0 0
Valero Energy Corp 91913Y100 1419392 41600 SOLE (None) 41600 0 0
Valueclick Inc 92046N102 430902 22200 SOLE (None) 22200 0 0
VANGUARD SPEC FDS REIT ETF 922908553 19009620 288900 SOLE (None) 288900 0 0
Varian Medical Systems Inc 92220P105 1453968 20700 SOLE (None) 20700 0 0
Ventas Inc 92276F100 608368 9400 SOLE (None) 9400 0 0
Verisign Inc 92343E102 380436 9800 SOLE (None) 9800 0 0
Verisk Analytics 92345Y106 1529100 30000 SOLE (None) 30000 0 0
Viacom Inc 92553P201 1323774 25100 SOLE (None) 25100 0 0
VISA Inc 92826C839 3744026 24700 SOLE (None) 24700 0 0
Vistaprint Nv N93540107 391034 11900 SOLE (None) 11900 0 0
Vngrd Ftse Em Mk 922042858 136885220 3074000 SOLE (None) 3074000 0 0
Vodafone Gp Plc 92857W209 4030400 160000 SOLE (None) 160000 0 0
Vornado Inc 929042109 976976 12200 SOLE (None) 12200 0 0
Vulcan Materials Co. 929160109 1379325 26500 SOLE (None) 26500 0 0
Wabco Holdings Inc 92927K102 880065 13500 SOLE (None) 13500 0 0
Waddell & Reed Financial Inc Cl A 930059100 835680 24000 SOLE (None) 24000 0 0
Walgreen Co 931422109 19748536 533600 SOLE (None) 533600 0 0<br /><br />{S} {C} {C} {C} {C} {C} {C} {C} {C}
Wal-Mart Stores Inc 931142103 30485164 446800 SOLE (None) 446800 0 0
Walter Energy 93317Q105 9497436 264700 SOLE (None) 264700 0 0
Walter Investment Management Corp 93317W102 1247580 29000 SOLE (None) 29000 0 0
Washington Post Co 939640108 1022588 2800 SOLE (None) 2800 0 0
Waste Managemnt 94106L109 4379452 129800 SOLE (None) 129800 0 0
Waters Corp 941848103 1533312 17600 SOLE (None) 17600 0 0
Weatherford Intl Inc H27013103 2335353 208700 SOLE (None) 208700 0 0
WEBS Australia 464286103 9960468 396200 SOLE (None) 396200 0 0
WEBS South Korea 464286772 15381380 242800 SOLE (None) 242800 0 0
WEBS Taiwan 464286731 1574472 115600 SOLE (None) 115600 0 0
Wellpoint Inc. 94973V107 4142560 68000 SOLE (None) 68000 0 0
Wendy's Co 95058W100 452140 96200 SOLE (None) 96200 0 0
Wesco Intl inc 95082P105 546183 8100 SOLE (None) 8100 0 0
Western Union 959802109 1133713 83300 SOLE (None) 83300 0 0
Williams Cos 969457100 759568 23200 SOLE (None) 23200 0 0
Windstream Corp 97381W104 4694760 567000 SOLE (None) 567000 0 0
WMS Industries 929297109 694750 39700 SOLE (None) 39700 0 0
World Fuel Services 981475106 531093 12900 SOLE (None) 12900 0 0
Worthington Ind Inc 981811102 348266 13400 SOLE (None) 13400 0 0
Wrner Chil Plc A G94368100 1158248 96200 SOLE (None) 96200 0 0
Wyndham Worldwide 98310W108 984385 18500 SOLE (None) 18500 0 0
Xcel Energy Inc 98389B100 341888 12800 SOLE (None) 12800 0 0
XENOPORT 98411C100 129759 16700 SOLE (None) 16700 0 0
Xilinx Inc 983919101 1430814 39900 SOLE (None) 39900 0 0
Xoma Corporation 98419J107 29040 12100 SOLE (None) 12100 0 0
Yahoo! Inc 984332106 20138800 1012000 SOLE (None) 1012000 0 0
Yingli Green Energy Holding Co Ltd 98584B103 373415 158900 SOLE (None) 158900 0 0
Youku Tudou Inc 98742U100 512544 28100 SOLE (None) 28100 0 0
YUM! Brands 988498101 22582640 340100 SOLE (None) 340100 0 0
Zale Corp 988858106 208377 50700 SOLE (None) 50700 0 0
Zions Bancorporation 989701107 1418820 66300 SOLE (None) 66300 0 0