Quantitative Investment Management

Quantitative Investment Management as of March 31, 2013

Portfolio Holdings for Quantitative Investment Management

Quantitative Investment Management holds 0 positions in its portfolio as reported in the March 2013 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}
3D Systems Corp                             88554D205        441688        13700   SOLE         (None)         13700        0      0
Abbott Laboratories                         002824100       1924940        54500   SOLE         (None)         54500        0      0
Accenture Plc                               G1151C101       1625758        21400   SOLE         (None)         21400        0      0
ACE Ltd                                     H0023R105        329189         3700   SOLE         (None)          3700        0      0
Actavis Inc                                 00507K103       5535811        60100   SOLE         (None)         60100        0      0
Activisin Blizrd                            00507V109       3636672       249600   SOLE         (None)        249600        0      0
Acxiom Cp                                   005125109        308040        15100   SOLE         (None)         15100        0      0
Adobe Systems Inc                           00724F101       2032384        46700   SOLE         (None)         46700        0      0
ADVANCE AUTO PARTS INC                      00751Y106       2851425        34500   SOLE         (None)         34500        0      0
AEROPOSTALE INC                             007865108        493680        36300   SOLE         (None)         36300        0      0
AES Corp                                    00130H105       3488175       277500   SOLE         (None)        277500        0      0
Aetna Inc                                   00817Y108       3614891        70700   SOLE         (None)         70700        0      0
Affiliated Managers Group Inc               008252108        307140         2000   SOLE         (None)          2000        0      0
AFLAC Inc                                   001055102       2637414        50700   SOLE         (None)         50700        0      0
Air Products & Chem                         009158106       1089000        12500   SOLE         (None)         12500        0      0
ALIGN TECHNOLOGY INC                        016255101        449034        13400   SOLE         (None)         13400        0      0
Alkermes PLC                                G01767105        639900        27000   SOLE         (None)         27000        0      0
Allegheny Technologies Inc                  01741R102        516873        16300   SOLE         (None)         16300        0      0
Alliant Techsystems Inc                     018804104        267991         3700   SOLE         (None)          3700        0      0
Allied Nevada Gold Corp                     019344100       1155492        70200   SOLE         (None)         70200        0      0
Altria Group                                02209S103       4415676       128400   SOLE         (None)        128400        0      0
Amer Axle & Manu Holdings Inc               024061103        337155        24700   SOLE         (None)         24700        0      0
Amer Intl Group                             026874784       2150628        55400   SOLE         (None)         55400        0      0
American Cap Ltd                            02503Y103        421940        28900   SOLE         (None)         28900        0      0
American Capital Agency Corp                02503X105       2609288        79600   SOLE         (None)         79600        0      0
American Electric Power                     025537101        384177         7900   SOLE         (None)          7900        0      0
AMERIPRISE FINANCIAL INC                    03076C106       4315890        58600   SOLE         (None)         58600        0      0
Amgen Co                                    031162100       4387428        42800   SOLE         (None)         42800        0      0
Anadarko Petroleum Corp                     032511107       5177040        59200   SOLE         (None)         59200        0      0
Anglogold Ashanti Ltd ADS                   035128206        805410        34200   SOLE         (None)         34200        0      0
Anheuser-Busch Inbev SA                     03524A108       1184645        11900   SOLE         (None)         11900        0      0
Ann Inc                                     035623107        452712        15600   SOLE         (None)         15600        0      0
Ansys Inc                                   03662Q105        398958         4900   SOLE         (None)          4900        0      0
AOL Inc                                     00184X105        469578        12200   SOLE         (None)         12200        0      0
Aon Plc                                     G0408V102       1531350        24900   SOLE         (None)         24900        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Borg Warner Inc                             099724106       1082760        14000   SOLE         (None)         14000        0      0
Boston Scientific Corp                      101137107       3345804       428400   SOLE         (None)        428400        0      0
Boyd Gaming Inc                             103304101        344859        41700   SOLE         (None)         41700        0      0
Brinker International Inc                   109641100       1118205        29700   SOLE         (None)         29700        0      0
Broadcom Corp Cl A                          111320107        690132        19900   SOLE         (None)         19900        0      0
Brookfld Office                             112900105        278154        16200   SOLE         (None)         16200        0      0
Brunswick Corp                              117043109        855500        25000   SOLE         (None)         25000        0      0
Buckle Inc                                  118440106        541140        11600   SOLE         (None)         11600        0      0
BUFFALO WILD WINGS INC                      119848109        997842        11400   SOLE         (None)         11400        0      0
CABELA'S INC                                126804301       1179132        19400   SOLE         (None)         19400        0      0
Cablevision Sys Cp Cl A                     12686C109       1648592       110200   SOLE         (None)        110200        0      0
Cabot Corporation                           127055101        352260        10300   SOLE         (None)         10300        0      0
Caci Intl Inc                               127190304        451386         7800   SOLE         (None)          7800        0      0
Calpine Corp                                131347304       2181540       105900   SOLE         (None)        105900        0      0
Cameron Intl                                13342B105        554200         8500   SOLE         (None)          8500        0      0
Canadian Natural Res Ltd                    136385101       5356071       166700   SOLE         (None)        166700        0      0
Cardinal Health Inc                         14149Y108       2006084        48200   SOLE         (None)         48200        0      0
CarMax Inc                                  143130102        404490         9700   SOLE         (None)          9700        0      0
Carrizo Oil & Gas Inc                       144577103       1481775        57500   SOLE         (None)         57500        0      0
Cavium Inc                                  14964U108        869344        22400   SOLE         (None)         22400        0      0
CBL & Associates Properties                 124830100        762280        32300   SOLE         (None)         32300        0      0
Cbre Group Inc A                            12504L109        598425        23700   SOLE         (None)         23700        0      0
CBS Cl B                                    124857202        588294        12600   SOLE         (None)         12600        0      0
Cemex SA de CV Series A ADS                 151290889       6476184       530400   SOLE         (None)        530400        0      0
CEPHEID INC                                 15670R107        222546         5800   SOLE         (None)          5800        0      0
Cerner Cp                                   156782104        682128         7200   SOLE         (None)          7200        0      0
Charles River Lab                           159864107       1970015        44500   SOLE         (None)         44500        0      0
Charles Schwab Corp                         808513105       1859219       105100   SOLE         (None)        105100        0      0
CHART INDUSTRIES                            16115Q308       1336167        16700   SOLE         (None)         16700        0      0
Cheesecake Factory Inc                      163072101       1281852        33200   SOLE         (None)         33200        0      0
Chemtura Corp                               163893209        315506        14600   SOLE         (None)         14600        0      0
CHENIERE ENERGY INC                         16411R208       1117200        39900   SOLE         (None)         39900        0      0
Chesapeake Energy Corp                      165167107       9731488       476800   SOLE         (None)        476800        0      0
CHINA LIFE INSUR CO LTD ADS                 16939P106        271998         6900   SOLE         (None)          6900        0      0
Cigna                                       125509109       1359666        21800   SOLE         (None)         21800        0      0
CIMAREX ENERGY CO                           171798101       4458504        59100   SOLE         (None)         59100        0      0
CIT GROUP INC                               125581801        795684        18300   SOLE         (None)         18300        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Citigroup Inc                               172967424      43027824       972600   SOLE         (None)        972600        0      0
Clean Energy Fuels Corp                     184499101        604500        46500   SOLE         (None)         46500        0      0
Clean Harbors Inc                           184496107        656417        11300   SOLE         (None)         11300        0      0
Cleveland-Cliffs Inc  Co.                   18683K101      20118283      1058300   SOLE         (None)       1058300        0      0
CME Group Inc                               12572Q105       5919924        96400   SOLE         (None)         96400        0      0
CMS Energy                                  125896100        220726         7900   SOLE         (None)          7900        0      0
Cobalt International Energy Inc             19075F106       4531740       160700   SOLE         (None)        160700        0      0
Coca Cola Co                                191216100      22719192       561800   SOLE         (None)        561800        0      0
Coinstar Inc                                19259P300       1256030        21500   SOLE         (None)         21500        0      0
Colfax Corp                                 194014106        860990        18500   SOLE         (None)         18500        0      0
Colgate-Palmolive Co                        194162103       2431418        20600   SOLE         (None)         20600        0      0
Comcast Corp Class A                        20030N101       1553260        37000   SOLE         (None)         37000        0      0
Comcast Cp Spl Class A                      20030N200        669409        16900   SOLE         (None)         16900        0      0
Comerica Inc                                200340107       2160595        60100   SOLE         (None)         60100        0      0
Commercial Metals Co                        201723103        245675        15500   SOLE         (None)         15500        0      0
CommVault Systems Inc                       204166102        401702         4900   SOLE         (None)          4900        0      0
Companhia Brasileira De Distribuicao        20440T201       1763568        33100   SOLE         (None)         33100        0      0
COMPASS MINERALS INTL INC                   20451N101        465510         5900   SOLE         (None)          5900        0      0
Comstock Resources Inc                      205768203       2190500       134800   SOLE         (None)        134800        0      0
Concho Resources Inc                        20605P101       3000844        30800   SOLE         (None)         30800        0      0
Conoco Philips                              20825C104      21203280       352800   SOLE         (None)        352800        0      0
CONSOL Energy Inc                           20854P109       4848965       144100   SOLE         (None)        144100        0      0
Consolidated Edison Inc                     209115104       1196188        19600   SOLE         (None)         19600        0      0
Consumer Discretionary Select Sector SPD    81369Y407      13711100       258700   SOLE         (None)        258700        0      0
Continental Resources Inc                   212015101        608510         7000   SOLE         (None)          7000        0      0
Convergys Corp                              212485106        243529        14300   SOLE         (None)         14300        0      0
Con-Way                                     205944101       1605576        45600   SOLE         (None)         45600        0      0
Cooper Tire & Rubber                        216831107        651764        25400   SOLE         (None)         25400        0      0
COPA HOLDINGS S A                           P31076105        370791         3100   SOLE         (None)          3100        0      0
Corning Inc                                 219350105       7072898       530600   SOLE         (None)        530600        0      0
Costco Wholesale                            22160K105       4626396        43600   SOLE         (None)         43600        0      0
COVIDIEN PLC                                G2554F113        637696         9400   SOLE         (None)          9400        0      0
Credicorp Ltd                               G2519Y108        797040         4800   SOLE         (None)          4800        0      0
Credit Suisse Group                         225401108       2221760        84800   SOLE         (None)         84800        0      0
Crown Holdings                              228368106       1755942        42200   SOLE         (None)         42200        0      0
CTRIP.COM INTL LTD ADS                      22943F100        265112        12400   SOLE         (None)         12400        0      0
Cubist Pharmaceuticals                      229678107        809986        17300   SOLE         (None)         17300        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
CVS Caremark Corp                           126650100      11124477       202300   SOLE         (None)        202300        0      0
Cypress Semiconductor Corp                  232806109       1416252       128400   SOLE         (None)        128400        0      0
Cytec Industries                            232820100        970448        13100   SOLE         (None)         13100        0      0
Dana Corp                                   235825205        461797        25900   SOLE         (None)         25900        0      0
Danaher Corp                                235851102        988185        15900   SOLE         (None)         15900        0      0
Darden Restaurants                          237194105        945744        18300   SOLE         (None)         18300        0      0
Dean Foods                                  242370104       4702922       259400   SOLE         (None)        259400        0      0
Denbury Resources Inc                       247916208       1234630        66200   SOLE         (None)         66200        0      0
Deutsche Bank Ag ADR                        D18190898       2977032        76100   SOLE         (None)         76100        0      0
Devon Energy Cp                             25179M103       3853486        68300   SOLE         (None)         68300        0      0
Diageo Plc ADR                              25243Q205       2114112        16800   SOLE         (None)         16800        0      0
DIGITAL REALTY TRUST INC                    253868103        428224         6400   SOLE         (None)          6400        0      0
Directv                                     25490A309      10044725       177500   SOLE         (None)        177500        0      0
Direxion Shs ETF TrustEnergy Bull 3x Shs    25459W888       5647713        85300   SOLE         (None)         85300        0      0
Discovery Financial Services                254709108      18850736       420400   SOLE         (None)        420400        0      0
Dish Network A                              25470M109       3934020       103800   SOLE         (None)        103800        0      0
Disney (Walt) Productions                   254687106       9832080       173100   SOLE         (None)        173100        0      0
DOLBY LABORATORIES INC                      25659T107        248344         7400   SOLE         (None)          7400        0      0
Douglas Emmett Inc                          25960P109        795267        31900   SOLE         (None)         31900        0      0
Dow Chemical Co                             260543103       5259968       165200   SOLE         (None)        165200        0      0
DR Pepper Snapple Group Inc                 26138E109       4023615        85700   SOLE         (None)         85700        0      0
DreamWorks Animation SKG Inc                26153C103       1882728        99300   SOLE         (None)         99300        0      0
DRESSER-RAND GROUP INC                      261608103        770750        12500   SOLE         (None)         12500        0      0
Dril-Quip Inc                               262037104        549171         6300   SOLE         (None)          6300        0      0
DRYSHIPS INC                                Y2109Q101        294168       144200   SOLE         (None)        144200        0      0
DTE Energy Co                               233331107        369036         5400   SOLE         (None)          5400        0      0
Duke Energy Corp                            26441C204        428281         5900   SOLE         (None)          5900        0      0
Dun & Bradstreet Cp                         26483E100        501900         6000   SOLE         (None)          6000        0      0
Dupont (EI) De Nemour                       263534109       6965972       141700   SOLE         (None)        141700        0      0
Dupont Fabros Technology Inc                26613Q106        242700        10000   SOLE         (None)         10000        0      0
E*Trade Fincl Cp                            269246401       1192023       111300   SOLE         (None)        111300        0      0
Eagle Materials                             26969P108       1265970        19000   SOLE         (None)         19000        0      0
Edison Intl                                 281020107       7366848       146400   SOLE         (None)        146400        0      0
Elan Cp Plc                                 284131208       1936380       164100   SOLE         (None)        164100        0      0
Electronic Art                              285512109       5111760       288800   SOLE         (None)        288800        0      0
EMC Corp                                    268648102       4187917       175300   SOLE         (None)        175300        0      0
ENCANA CP                                   292505104       4037950       207500   SOLE         (None)        207500        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Energen                                     29265N108       1549898        29800   SOLE         (None)         29800        0      0
Energy Select Sector SPDR Fund              81369Y506      45040149       567900   SOLE         (None)        567900        0      0
Energy Transfer                             29273R109        501831         9900   SOLE         (None)          9900        0      0
Enerplus Corp                               292766102        596088        40800   SOLE         (None)         40800        0      0
Enterprise Products Partners Lp             293792107        349682         5800   SOLE         (None)          5800        0      0
EQT Corporation                             26884L109       1944425        28700   SOLE         (None)         28700        0      0
Equifax Incorp.                             294429105        380094         6600   SOLE         (None)          6600        0      0
Ericsson Adr                                294821608       1758960       139600   SOLE         (None)        139600        0      0
EXCO RESOURCES INC                          269279402       1302651       182700   SOLE         (None)        182700        0      0
EXELON CORPORATION                          30161N101        796488        23100   SOLE         (None)         23100        0      0
Expeditors Intl Wash                        302130109       5127255       143500   SOLE         (None)        143500        0      0
Express Scripts Inc                         30219G108       4707554        81700   SOLE         (None)         81700        0      0
Exxon Mobil Corp                            30231G102      16300899       180900   SOLE         (None)        180900        0      0
Fastenal Co                                 311900104        441438         8600   SOLE         (None)          8600        0      0
Federal Realty Inv                          313747206        313316         2900   SOLE         (None)          2900        0      0
FedEx Corp                                  31428X106       9603960        97800   SOLE         (None)         97800        0      0
Fibria Celse ADR                            31573A109        464695        38500   SOLE         (None)         38500        0      0
Fidelity Natl In                            31620M106        927108        23400   SOLE         (None)         23400        0      0
Fifth Third Bancorp                         316773100       1184106        72600   SOLE         (None)         72600        0      0
Financial Select Sector SPDR Fund           81369Y605      21211008      1164800   SOLE         (None)       1164800        0      0
First Hrzn Natl Cp                          320517105        548952        51400   SOLE         (None)         51400        0      0
First Niagara Financial Grp inc             33582V108       1348492       152200   SOLE         (None)        152200        0      0
FirstEnergy Corp                            337932107       4654660       110300   SOLE         (None)        110300        0      0
Fiserv Inc                                  337738108        465658         5300   SOLE         (None)          5300        0      0
Flextronics Intl Inc                        Y2573F102        273780        40500   SOLE         (None)         40500        0      0
Flir Systems                                302445101        712674        27400   SOLE         (None)         27400        0      0
FLOTEK INDS INC (DE)                        343389102        400575        24500   SOLE         (None)         24500        0      0
FLUOR CP                                    343412102       1286802        19400   SOLE         (None)         19400        0      0
Ford Motor Co                               345370860       6540810       497400   SOLE         (None)        497400        0      0
Forest Lab Inc                              345838106        737976        19400   SOLE         (None)         19400        0      0
Fortinet Inc                                34959E109        267584        11300   SOLE         (None)         11300        0      0
Fortress Investment Group LLC               34958B106        407040        63600   SOLE         (None)         63600        0      0
Franklin Res Inc                            354613101        663564         4400   SOLE         (None)          4400        0      0
Fuel Systems Sol                            35952W103        342576        20800   SOLE         (None)         20800        0      0
GAMESTOP CP                                 36467W109       1155161        41300   SOLE         (None)         41300        0      0
Gannett Co Inc                              364730101        780759        35700   SOLE         (None)         35700        0      0
Gap Inc                                     364760108      10694340       302100   SOLE         (None)        302100        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Gartner Inc                                 366651107        946734        17400   SOLE         (None)         17400        0      0
General Cable Corp                          369300108        732600        20000   SOLE         (None)         20000        0      0
General Dynamics                            369550108       2087096        29600   SOLE         (None)         29600        0      0
General Electric Co                         369604103       5386960       233000   SOLE         (None)        233000        0      0
General Growth Properties                   370023103        894600        45000   SOLE         (None)         45000        0      0
General Moly Inc                            370373102         26741        12100   SOLE         (None)         12100        0      0
General Motors Corporation                  37045V100       3449680       124000   SOLE         (None)        124000        0      0
Gentex Cp                                   371901109        624312        31200   SOLE         (None)         31200        0      0
GENWORTH FINCL INC                          37247D106       3321000       332100   SOLE         (None)        332100        0      0
Gildan Activewear Inc                       375916103        458965        11500   SOLE         (None)         11500        0      0
Glaxo Smith Kline Plc ADR                   37733W105       5197628       110800   SOLE         (None)        110800        0      0
Global Payments Inc                         37940X102        228436         4600   SOLE         (None)          4600        0      0
Gnc Holdings                                36191G107       1744032        44400   SOLE         (None)         44400        0      0
GOL LINHAS AEREAS INTELIGENTES              38045R107        546210        91800   SOLE         (None)         91800        0      0
GOLDEN STAR RES LTD                         38119T104         16960        10600   SOLE         (None)         10600        0      0
Goldman Sachs Group Inc                     38141G104      13434795        91300   SOLE         (None)         91300        0      0
GOOGLE INC CL A                             38259P508       8180157        10300   SOLE         (None)         10300        0      0
Grace (WR) & Co                             38388F108       1371927        17700   SOLE         (None)         17700        0      0
Grainger (WW)                               384802104       1844836         8200   SOLE         (None)          8200        0      0
Gulfport Energy                             402635304       2726885        59500   SOLE         (None)         59500        0      0
Hain Celestial Group                        405217100       2424876        39700   SOLE         (None)         39700        0      0
Halliburton Co                              406216101       8211312       203200   SOLE         (None)        203200        0      0
HANESBRANDS INC                             410345102        510272        11200   SOLE         (None)         11200        0      0
Harley Davidson Inc                         412822108        346450         6500   SOLE         (None)          6500        0      0
Hartford Financial Services Group Inc       416515104       5350920       207400   SOLE         (None)        207400        0      0
HCP Inc                                     40414L109        638208        12800   SOLE         (None)         12800        0      0
Health Net Inc                              42222G108       1124766        39300   SOLE         (None)         39300        0      0
Healthsouth Corp                            421924309        535311        20300   SOLE         (None)         20300        0      0
Hecla Mining                                422704106        444770       112600   SOLE         (None)        112600        0      0
Helix Energy Solutions Group                42330P107        473616        20700   SOLE         (None)         20700        0      0
Helmerich & Payne Inc                       423452101       1171510        19300   SOLE         (None)         19300        0      0
HERCULES OFFSHORE  I                        427093109        165466        22300   SOLE         (None)         22300        0      0
Hexcel Corp/De                              428291108        832587        28700   SOLE         (None)         28700        0      0
Hibbett Sports                              428567101        990352        17600   SOLE         (None)         17600        0      0
Hollyfrontr Corp                            436106108       6559875       127500   SOLE         (None)        127500        0      0
Hologic Inc                                 436440101        287020        12700   SOLE         (None)         12700        0      0
Home Depot                                  437076102       3265704        46800   SOLE         (None)         46800        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Home Properties Inc                         437306103        431256         6800   SOLE         (None)          6800        0      0
Horton DR Inc                               23331A109       3183300       131000   SOLE         (None)        131000        0      0
Hospitality Properties Trust                44106M102        570752        20800   SOLE         (None)         20800        0      0
Host Hotel & Resort                         44107P104       2602512       148800   SOLE         (None)        148800        0      0
Huntington Bancshrs Inc                     446150104       1744479       236700   SOLE         (None)        236700        0      0
HUNTSMAN CORPORATION                        447011107       4188327       225300   SOLE         (None)        225300        0      0
Iac Interactive                             44919P508        419992         9400   SOLE         (None)          9400        0      0
IHS INC. CLASS A                            451734107        911064         8700   SOLE         (None)          8700        0      0
ILLUMINA INC                                452327109        604800        11200   SOLE         (None)         11200        0      0
Imax Inc                                    45245E109        286011        10700   SOLE         (None)         10700        0      0
Incyte Corp                                 45337C102       2214586        94600   SOLE         (None)         94600        0      0
Industrial Select Sector SPDR Fund          81369Y704       3541179        84900   SOLE         (None)         84900        0      0
INERGY LP                                   456615103        218601        10700   SOLE         (None)         10700        0      0
Infinera Corp                               45667G103         91700        13100   SOLE         (None)         13100        0      0
Infosys Ltd Adr                             456788108       1455570        27000   SOLE         (None)         27000        0      0
ING Groep NV ADS                            456837103       1041845       144500   SOLE         (None)        144500        0      0
Ingersoll-Rand Co                           G47791101       2348927        42700   SOLE         (None)         42700        0      0
Ingredion Incorp                            457187102        744896        10300   SOLE         (None)         10300        0      0
Integrated Device Technology                458118106        142677        19100   SOLE         (None)         19100        0      0
Integrys Energy                             45822P105        389672         6700   SOLE         (None)          6700        0      0
Intel Corp                                  458140100       8146320       373000   SOLE         (None)        373000        0      0
INTERCONTINENTALEXCHANGE INC                45865V100       1157797         7100   SOLE         (None)          7100        0      0
Interpublic Grp Of Co's                     460690100       1727778       132600   SOLE         (None)        132600        0      0
Intl Business Machines                      459200101      47011320       220400   SOLE         (None)        220400        0      0
Int'l Game Technology                       459902102       1513050        91700   SOLE         (None)         91700        0      0
Intuit Inc                                  461202103       1070258        16300   SOLE         (None)         16300        0      0
INVESCO LTD                                 G491BT108       2687488        92800   SOLE         (None)         92800        0      0
Investment Technology Grp                   46145F105        271584        24600   SOLE         (None)         24600        0      0
Ion Geophysical                             462044108         69462        10200   SOLE         (None)         10200        0      0
IPG PHOTONICS CORP                          44980X109        418383         6300   SOLE         (None)          6300        0      0
Iron Mountain Inc                           462846106        708045        19500   SOLE         (None)         19500        0      0
ISHARES DJIT INDEX FD                       464287192       9226770        82900   SOLE         (None)         82900        0      0
ISHARES DOW JONES U.S. HOME CO              464288752       6132563       256700   SOLE         (None)        256700        0      0
ISHARES TR COHEN & STEERS RLTY              464287564       2374560        28800   SOLE         (None)         28800        0      0
iShares Tr DJ US Real Estate Sect           464287739      41236380       593500   SOLE         (None)        593500        0      0
ISHARES TR NQ BIOTECH INDEX FD              464287556      17864181       111700   SOLE         (None)        111700        0      0
iShars MSCI Mxc Cpd Invstbl Mkt Indx Fd     464286822      11494319       154100   SOLE         (None)        154100        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Isis Pharmaceuticals                        464330109        852082        50300   SOLE         (None)         50300        0      0
Itron Inc                                   465741106        519680        11200   SOLE         (None)         11200        0      0
Ja Solar Hol Drc                            466090206         50318        13900   SOLE         (None)         13900        0      0
JETBLUE AIRWAYS CP                          477143101        919080       133200   SOLE         (None)        133200        0      0
Johnson Controls                            478366107       2886261        82300   SOLE         (None)         82300        0      0
K12 Inc                                     48273U102        265210        11000   SOLE         (None)         11000        0      0
KBR Inc                                     48242W106        911072        28400   SOLE         (None)         28400        0      0
Keryx Biopharma                             492515101        363075        51500   SOLE         (None)         51500        0      0
Key Corp                                    493267108        419316        42100   SOLE         (None)         42100        0      0
Kilroy Realty Corp                          49427F108        738840        14100   SOLE         (None)         14100        0      0
Kinder Morgan Energy Partners LP            494550106        700206         7800   SOLE         (None)          7800        0      0
Kinder Morgan Inc                           49456B101       4479144       115800   SOLE         (None)        115800        0      0
Kohls Corp                                  500255104        461300        10000   SOLE         (None)         10000        0      0
L-3 Comm Holdings Inc                       502424104       2581348        31900   SOLE         (None)         31900        0      0
LAS VEGAS SANDS CP                          517834107       7111370       126200   SOLE         (None)        126200        0      0
Lattice Semiconductor Cp                    518415104        183456        33600   SOLE         (None)         33600        0      0
LAZARD LTD                                  G54050102        505124        14800   SOLE         (None)         14800        0      0
LDK Solar Co Ltd                            50183L107        121880       110800   SOLE         (None)        110800        0      0
Legg Mason Inc                              524901105       3131410        97400   SOLE         (None)         97400        0      0
Lender Processing Services Inc              52602E102        277514        10900   SOLE         (None)         10900        0      0
Lennar Corporation                          526057104       4915380       118500   SOLE         (None)        118500        0      0
Liberty Global Inc CL A                     530555101       4123956        56200   SOLE         (None)         56200        0      0
LIBERTY MED INT A                           53071M104       1062089        49700   SOLE         (None)         49700        0      0
Life Tech Corp                              53217V109       1247359        19300   SOLE         (None)         19300        0      0
Lincoln Natl                                534187109       1790289        54900   SOLE         (None)         54900        0      0
Lindsay Corp                                535555106        405628         4600   SOLE         (None)          4600        0      0
Linear Technology Cp                        535678106        241731         6300   SOLE         (None)          6300        0      0
Lloyds Bankg Grp                            539439109         91500        30500   SOLE         (None)         30500        0      0
Lockheed Martin Corp                        539830109       4893564        50700   SOLE         (None)         50700        0      0
Loews Corp                                  540424108        713934        16200   SOLE         (None)         16200        0      0
Lorillard Inc                               544147101        572970        14200   SOLE         (None)         14200        0      0
Lyondelbasl A                               N53745100       5316360        84000   SOLE         (None)         84000        0      0
Macerich Co                                 554382101       1364856        21200   SOLE         (None)         21200        0      0
Mack Cali Realty                            554489104        592227        20700   SOLE         (None)         20700        0      0
Macys Inc                                   55616P104       5836680       139500   SOLE         (None)        139500        0      0
Manitowoc Inc                               563571108        840904        40900   SOLE         (None)         40900        0      0
MANNKIND CP                                 56400P201        932589       275100   SOLE         (None)        275100        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Marathon Oil Co                             565849106       2296332        68100   SOLE         (None)         68100        0      0
Market Vectors Semiconductor ETF            57060U233       3428645        96500   SOLE         (None)         96500        0      0
Marriott Int'l Inc Cl A                     571903202       3095459        73300   SOLE         (None)         73300        0      0
Marsh & McLennan Co's                       571748102       1647898        43400   SOLE         (None)         43400        0      0
Martin Marietta Materials Inc               573284106        887574         8700   SOLE         (None)          8700        0      0
Marvell Technology Grp Ltd                  G5876H105       2062042       194900   SOLE         (None)        194900        0      0
Materials Select Sector SPDR Fund           81369Y100      29106822       742900   SOLE         (None)        742900        0      0
MBIA Inc                                    55262C100       2987543       290900   SOLE         (None)        290900        0      0
Mc Kesson Corp                              58155Q103       3130840        29000   SOLE         (None)         29000        0      0
McCormick & Co                              579780206        492785         6700   SOLE         (None)          6700        0      0
McDonalds Corp                              580135101      10397667       104300   SOLE         (None)        104300        0      0
Meadwestvaco Corp                           583334107       2562780        70600   SOLE         (None)         70600        0      0
Mednax Inc                                  58502B106        376446         4200   SOLE         (None)          4200        0      0
Medtronic Inc                               585055106       3475040        74000   SOLE         (None)         74000        0      0
Melco Crown Adr                             585464100       1375315        58900   SOLE         (None)         58900        0      0
MEMC Electronic Materials                   552715104       1532520       348300   SOLE         (None)        348300        0      0
Mens Wearhouse Inc                          587118100       1757892        52600   SOLE         (None)         52600        0      0
Mentor Graphic Corp                         587200106        348365        19300   SOLE         (None)         19300        0      0
MercadoLibre Inc                            58733R102       1882920        19500   SOLE         (None)         19500        0      0
Merck & Co                                  58933Y105      18117580       409900   SOLE         (None)        409900        0      0
Meritage Homes                              59001A102       1532322        32700   SOLE         (None)         32700        0      0
Meritor Inc                                 59001K100        185889        39300   SOLE         (None)         39300        0      0
METLIFE INC                                 59156R108      27807828       731400   SOLE         (None)        731400        0      0
MGIC Investments                            552848103       7364115      1487700   SOLE         (None)       1487700        0      0
Mgm Resorts Int                             552953101       2193420       166800   SOLE         (None)        166800        0      0
Microchip Technology                        595017104        867772        23600   SOLE         (None)         23600        0      0
Micros Systems Inc                          594901100       1424463        31300   SOLE         (None)         31300        0      0
Microsemi Cp                                595137100        400841        17300   SOLE         (None)         17300        0      0
Microsoft Corp                              594918104      12971774       453400   SOLE         (None)        453400        0      0
Mkt Vect Oil Ser                            57060U191      14147427       329700   SOLE         (None)        329700        0      0
MOBILE TELESYSTEMS OJSC ADS                 607409109        223992        10800   SOLE         (None)         10800        0      0
Molex Inc                                   608554101        456768        15600   SOLE         (None)         15600        0      0
Molson Coors Brew                           60871R209       1717443        35100   SOLE         (None)         35100        0      0
Molycorp Inc                                608753109        174720        33600   SOLE         (None)         33600        0      0
MONSANTO CO                                 61166W101       2249919        21300   SOLE         (None)         21300        0      0
MOODYS CP                                   615369105        901108        16900   SOLE         (None)         16900        0      0
Morgan Stanley Dean Witter                  617446448      12574758       572100   SOLE         (None)        572100        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Mosaic Company                              61945C103       2736099        45900   SOLE         (None)         45900        0      0
Murphy Oil Corp                             626717102       2727644        42800   SOLE         (None)         42800        0      0
National Oilwell Var                        637071101       3091775        43700   SOLE         (None)         43700        0      0
Navistar                                    63934E108       4279766       123800   SOLE         (None)        123800        0      0
Netsuite Inc                                64118Q107        832624        10400   SOLE         (None)         10400        0      0
New York Times Class A                      650111107        359660        36700   SOLE         (None)         36700        0      0
Newell Rubbermaid Inc                       651229106        321030        12300   SOLE         (None)         12300        0      0
Newfield Exploration Co                     651290108       1076160        48000   SOLE         (None)         48000        0      0
Nextera Energy                              65339F101       2011912        25900   SOLE         (None)         25900        0      0
Nike Inc Class B                            654106103       9435699       159900   SOLE         (None)        159900        0      0
Nokia Corp ADR Cl A                         654902204       7452160      2272000   SOLE         (None)       2272000        0      0
Northeast Utilities                         664397106        908314        20900   SOLE         (None)         20900        0      0
Northern Trust Cp                           665859104        321904         5900   SOLE         (None)          5900        0      0
Northrop Grumman Corp                       666807102       6853655        97700   SOLE         (None)         97700        0      0
NPS Pharmaceuticals                         62936P103        671818        65800   SOLE         (None)         65800        0      0
NRG Energy Inc                              629377508       3282111       123900   SOLE         (None)        123900        0      0
Nu Skin Asia Pacific Inc Cl A               67018T105       1511640        34200   SOLE         (None)         34200        0      0
Nucor Corp                                  670346105        987610        21400   SOLE         (None)         21400        0      0
Nv Energy Inc                               67073Y106       1147719        57300   SOLE         (None)         57300        0      0
NVR Inc                                     62944T105        324033          300   SOLE         (None)           300        0      0
Ny Comm Bancorp                             649445103       1251320        87200   SOLE         (None)         87200        0      0
Oasis Petroleum Inc                         674215108        810891        21300   SOLE         (None)         21300        0      0
Oceaneering Intl Inc                        675232102        557844         8400   SOLE         (None)          8400        0      0
Office Depot Inc                            676220106       1267425       322500   SOLE         (None)        322500        0      0
OIL STATES INTL INC                         678026105       1688499        20700   SOLE         (None)         20700        0      0
Olin Corp                                   680665205        408564        16200   SOLE         (None)         16200        0      0
Omnicare Inc                                681904108       1608440        39500   SOLE         (None)         39500        0      0
Omnicom Group Inc                           681919106       1549070        26300   SOLE         (None)         26300        0      0
On Semiconductor Corp                       682189105        650808        78600   SOLE         (None)         78600        0      0
Onyx Pharmaceuticals                        683399109       4638492        52200   SOLE         (None)         52200        0      0
O'reilly Automotive Inc                     67103H107       1505868        14700   SOLE         (None)         14700        0      0
Owen Illinois                               690768403        525005        19700   SOLE         (None)         19700        0      0
PACCAR Inc                                  693718108       1855552        36700   SOLE         (None)         36700        0      0
Pacific Sunwear Of California               694873100         22154        10600   SOLE         (None)         10600        0      0
Panera Bread Co Cl A                        69840W108       1041012         6300   SOLE         (None)          6300        0      0
Parexel Int'l Corp                          699462107        320274         8100   SOLE         (None)          8100        0      0
Patterson Co                                703395103        570600        15000   SOLE         (None)         15000        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Patterson-UTI Energy Inc                    703481101        839168        35200   SOLE         (None)         35200        0      0
Paychex Inc                                 704326107       3285122        93700   SOLE         (None)         93700        0      0
PDC Energy                                  69327R101       1060798        21400   SOLE         (None)         21400        0      0
PDL BioPharma                               69329Y104        251120        34400   SOLE         (None)         34400        0      0
Penn Natl Gaming Co                         707569109        990626        18200   SOLE         (None)         18200        0      0
Penn Virginia Cp                            707882106         82416        20400   SOLE         (None)         20400        0      0
Penn West Ptrolm                            707887105       1932496       179600   SOLE         (None)        179600        0      0
Penney (JC) Co Inc                          708160106       1993009       131900   SOLE         (None)        131900        0      0
Penske Auto Grp                             70959W103        490392        14700   SOLE         (None)         14700        0      0
Peoples Bank Bridgeport Ct                  712704105        677710        50500   SOLE         (None)         50500        0      0
Pepco Holdgs Inc                            713291102        952300        44500   SOLE         (None)         44500        0      0
Peregrine Pharma                            713661304        146167       109900   SOLE         (None)        109900        0      0
Perrigo Co                                  714290103       1757352        14800   SOLE         (None)         14800        0      0
PETROLEO BRASIL SA PETROBRAS                71654V408       3083677       186100   SOLE         (None)        186100        0      0
PETROLEO BRASILEIRO SA PETROSPONSORE        71654V101       3835095       211300   SOLE         (None)        211300        0      0
PG & E Corp                                 69331C108       1945961        43700   SOLE         (None)         43700        0      0
Pharmacyclics                               716933106       4382345        54500   SOLE         (None)         54500        0      0
Phh Cor                                     693320202        505080        23000   SOLE         (None)         23000        0      0
Philip Morris International Inc             718172109       7008876        75600   SOLE         (None)         75600        0      0
Pinnacle West Capital Corp                  723484101        758359        13100   SOLE         (None)         13100        0      0
Pioneer Natural Resources Co                723787107       1354325        10900   SOLE         (None)         10900        0      0
Pitney Bowes Inc                            724479100        512670        34500   SOLE         (None)         34500        0      0
PMC-Sierra Inc                              69344F106        108640        16000   SOLE         (None)         16000        0      0
PNC Financial Services Group                693475105       2879450        43300   SOLE         (None)         43300        0      0
Polaris Indus Lp                            731068102       2219760        24000   SOLE         (None)         24000        0      0
Polycom Inc                                 73172K104       1312980       118500   SOLE         (None)        118500        0      0
PP^L Cp                                     69351T106       1117767        35700   SOLE         (None)         35700        0      0
Precision Castparts Cp                      740189105        834328         4400   SOLE         (None)          4400        0      0
Precision Drilling Corp                     74022D308        179062        19400   SOLE         (None)         19400        0      0
PRINCIPAL FINCL GRP INC                     74251V102        636361        18700   SOLE         (None)         18700        0      0
Prologis                                    74340W103       1351324        33800   SOLE         (None)         33800        0      0
PRUDENTIAL FINCL INC                        744320102       8482762       143800   SOLE         (None)        143800        0      0
Ptc Inc                                     69370C100        627054        24600   SOLE         (None)         24600        0      0
Public Service Electric & Gas               744573106       1136654        33100   SOLE         (None)         33100        0      0
Public Storage Inc                          74460D109        487424         3200   SOLE         (None)          3200        0      0
Pultegroup Inc                              745867101       1070696        52900   SOLE         (None)         52900        0      0
Qep Resources                               74733V100       2321136        72900   SOLE         (None)         72900        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Qualcomm Inc                                747525103       4217220        63000   SOLE         (None)         63000        0      0
Quantum Corp DLT & Storage Systems Group    747906204         26368        20600   SOLE         (None)         20600        0      0
Questcor Pharm                              74835Y101       2342880        72000   SOLE         (None)         72000        0      0
Quicksilver Rscs                            74837R104        582075       258700   SOLE         (None)        258700        0      0
Rackspace Hosting Inc                       750086100       5355928       106100   SOLE         (None)        106100        0      0
Radioshack Corp                             750438103        191856        57100   SOLE         (None)         57100        0      0
Rambus Inc                                  750917106         66198        11800   SOLE         (None)         11800        0      0
Range Resources Corp                        75281A109       3314536        40900   SOLE         (None)         40900        0      0
Raymond James Financial                     754730109        719160        15600   SOLE         (None)         15600        0      0
Raytheon Co                                 755111507       1428597        24300   SOLE         (None)         24300        0      0
Regal Beloit Corp                           758750103        799288         9800   SOLE         (None)          9800        0      0
Regency Centers Corp                        758849103        708994        13400   SOLE         (None)         13400        0      0
REGIONS FINANCIAL CP                        7591EP100       3456180       422000   SOLE         (None)        422000        0      0
Reliance Steel & Aluminum                   759509102        227744         3200   SOLE         (None)          3200        0      0
Renesola Ltd                                75971T103        104742        75900   SOLE         (None)         75900        0      0
Republic Service Inc                        760759100        221100         6700   SOLE         (None)          6700        0      0
Resmed Inc                                  761152107       1057008        22800   SOLE         (None)         22800        0      0
Rex Energy Corp                             761565100        591991        35900   SOLE         (None)         35900        0      0
Reynolds Amercan                            761713106       2535930        57000   SOLE         (None)         57000        0      0
RF Micro Devices Inc                        749941100       1473640       277000   SOLE         (None)        277000        0      0
Rock-Tenn Co cl A                           772739207        751599         8100   SOLE         (None)          8100        0      0
ROCKWELL COLLINS INC                        774341101       2247072        35600   SOLE         (None)         35600        0      0
ROCKWOOD HOLDINGS INC                       774415103        418816         6400   SOLE         (None)          6400        0      0
Ross Stores                                 778296103       2630908        43400   SOLE         (None)         43400        0      0
Rovi Corp                                   779376102        678697        31700   SOLE         (None)         31700        0      0
Ryland Group Inc                            783764103       2210022        53100   SOLE         (None)         53100        0      0
Saks Inc                                    79377W108        420949        36700   SOLE         (None)         36700        0      0
SALIX PHARMACEUTICALS LTD                   795435106        332670         6500   SOLE         (None)          6500        0      0
Sanderson Farms Inc                         800013104        218480         4000   SOLE         (None)          4000        0      0
Sandisk Corp                                80004C101       5655384       102900   SOLE         (None)        102900        0      0
Sanmina Corp                                801056102        284250        25000   SOLE         (None)         25000        0      0
Sapient Corp                                803062108        240143        19700   SOLE         (None)         19700        0      0
Sarepta Therapeutics                        803607100        251260         6800   SOLE         (None)          6800        0      0
SCRIPPS NETWORKS INT                        811065101        604796         9400   SOLE         (None)          9400        0      0
Seacor Holdings Inc                         811904101        272616         3700   SOLE         (None)          3700        0      0
Seagate Tech                                G7945M107       5447440       149000   SOLE         (None)        149000        0      0
Sears Holding                               812350106       1279232        25600   SOLE         (None)         25600        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
SEATTLE GENETICS INC                        812578102        656935        18500   SOLE         (None)         18500        0      0
Sherwin Williams Co                         824348106       3175132        18800   SOLE         (None)         18800        0      0
SHUTTERFLY INC                              82568P304       1130752        25600   SOLE         (None)         25600        0      0
Siemens A G ADR New                         826197501        980980         9100   SOLE         (None)          9100        0      0
Six Flags Entertainment Corp                83001A102        906000        12500   SOLE         (None)         12500        0      0
SL Green Realty Corp                        78440X101       1438037        16700   SOLE         (None)         16700        0      0
Sm Energy Co                                78454L100        971208        16400   SOLE         (None)         16400        0      0
Smithfield Foods Inc                        832248108       3344424       126300   SOLE         (None)        126300        0      0
Smuckers J M Co                             832696405        813112         8200   SOLE         (None)          8200        0      0
SodaStream International Ltd.               M9068E105        292876         5900   SOLE         (None)          5900        0      0
Sohu.com Inc                                83408W103       1081498        21800   SOLE         (None)         21800        0      0
SolarWinds                                  83416B109        856950        14500   SOLE         (None)         14500        0      0
SONUS NETWORKS INC                          835916107         41699        16100   SOLE         (None)         16100        0      0
Southern Co                                 842587107       1205844        25700   SOLE         (None)         25700        0      0
Southwestern Energy                         845467109      14427072       387200   SOLE         (None)        387200        0      0
SPDR S^P BNK                                78464A797       2052066        76200   SOLE         (None)         76200        0      0
SPDR S^P HM BLDR                            78464A888      13917780       463000   SOLE         (None)        463000        0      0
SPDR S^P O^G EXP                            78464A730      54501490       901000   SOLE         (None)        901000        0      0
SPDR S^P RETAIL                             78464A714      30776408       437600   SOLE         (None)        437600        0      0
SPDR S^P RGL BK                             78464A698       1742092        54800   SOLE         (None)         54800        0      0
SPECTRA ENERGY CORP                         847560109       3496275       113700   SOLE         (None)        113700        0      0
Spirit Aerosystems Holdings Inc             848574109        725418        38200   SOLE         (None)         38200        0      0
Sprint Corp                                 852061100       7852545      1264500   SOLE         (None)       1264500        0      0
SPX Cp                                      784635104        465864         5900   SOLE         (None)          5900        0      0
St Jude Medical Inc                         790849103       1136364        28100   SOLE         (None)         28100        0      0
STAGE STORES INC                            85254C305        248448         9600   SOLE         (None)          9600        0      0
Standard Pacific Corp                       85375C101        439776        50900   SOLE         (None)         50900        0      0
Stanley Blk^Dckr                            854502101       2809659        34700   SOLE         (None)         34700        0      0
Staples Inc                                 855030102       1602348       119400   SOLE         (None)        119400        0      0
Starbucks Corp                              855244109       4601560        80800   SOLE         (None)         80800        0      0
Starwood Hotels & Resorts                   85590A401       1555012        24400   SOLE         (None)         24400        0      0
Steel Dynamics                              858119100       1291044        81300   SOLE         (None)         81300        0      0
Stericycle Inc                              858912108       2028038        19100   SOLE         (None)         19100        0      0
Stillwater Mining                           86074Q102        218517        16900   SOLE         (None)         16900        0      0
Stone Energy Corp                           861642106        715575        32900   SOLE         (None)         32900        0      0
Stryker Corp                                863667101       1402660        21500   SOLE         (None)         21500        0      0
Sturm Ruger & Co Inc                        864159108        608760        12000   SOLE         (None)         12000        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Sunpower Corp                               867652406        864346        74900   SOLE         (None)         74900        0      0
Superior Energy Services                    868157108       1202411        46300   SOLE         (None)         46300        0      0
Swift Energy                                870738101        743462        50200   SOLE         (None)         50200        0      0
SYNCHRONOSS TECH                            87157B103        223416         7200   SOLE         (None)          7200        0      0
Synopsys Inc                                871607107        236808         6600   SOLE         (None)          6600        0      0
Synovus Financial Cp                        87161C105       1235143       445900   SOLE         (None)        445900        0      0
Sysco Corp                                  871829107       4484175       127500   SOLE         (None)        127500        0      0
T Rowe Price Group Inc                      74144T108       1250329        16700   SOLE         (None)         16700        0      0
Target Cp                                   87612E106       4729895        69100   SOLE         (None)         69100        0      0
TASER INTL INC                              87651B104        100965        12700   SOLE         (None)         12700        0      0
TD Ameritrade Holding Corp Cl A             87236Y108       2253766       109300   SOLE         (None)        109300        0      0
Tech Data Cp                                878237106        674732        14800   SOLE         (None)         14800        0      0
Technology Select Sector SPDR Fund          81369Y803      24346161       804300   SOLE         (None)        804300        0      0
Teco Energy                                 872375100        580932        32600   SOLE         (None)         32600        0      0
Telefon Bras Adr                            87936R106        400200        15000   SOLE         (None)         15000        0      0
Tenneco Inc                                 880349105        825510        21000   SOLE         (None)         21000        0      0
Tesla Motors Inc                            88160R101       1348884        35600   SOLE         (None)         35600        0      0
Teva Pharm Ind Inc ADR                      881624209       9840640       248000   SOLE         (None)        248000        0      0
Texas Instruments                           882508104       2426832        68400   SOLE         (None)         68400        0      0
Textron Inc                                 883203101       3317853       111300   SOLE         (None)        111300        0      0
The Jones Group                             48020T101        616920        48500   SOLE         (None)         48500        0      0
Tidewater Inc                               886423102       1302900        25800   SOLE         (None)         25800        0      0
Tiffany & Co.                               886547108       2308728        33200   SOLE         (None)         33200        0      0
TJX Companies Inc                           872540109      12734700       272400   SOLE         (None)        272400        0      0
T-Mobile US Inc                             872590104       1982710       181900   SOLE         (None)        181900        0      0
Toll Brothers Inc                           889478103       1383296        40400   SOLE         (None)         40400        0      0
Tractor Supply Co                           892356106        437346         4200   SOLE         (None)          4200        0      0
Transdigm Group Inc                         893641100       1192776         7800   SOLE         (None)          7800        0      0
Transocean Ltd                              H8817H100        826164        15900   SOLE         (None)         15900        0      0
Trina Solar Ltd                             89628E104        135036        37200   SOLE         (None)         37200        0      0
Triquint Semiconductor Inc                  89674K103        299552        59200   SOLE         (None)         59200        0      0
UBS Ag Ord                                  H89231338       1131165        73500   SOLE         (None)         73500        0      0
ULTRA PETROLEUM CP                          903914109        611040        30400   SOLE         (None)         30400        0      0
Ultra Real Estate ProShares                 74347X625        565180         7000   SOLE         (None)          7000        0      0
UNDER ARMOUR INC                            904311107       1187840        23200   SOLE         (None)         23200        0      0
Unilever Ltd Amer Shr                       904767704        502656        11900   SOLE         (None)         11900        0      0
Unilever Ltd NV                             904784709        287000         7000   SOLE         (None)          7000        0      0<br /><br />{S}                                         {C}          {C}          {C}          {C}          {C}        {C}         {C}      {C}
Union Pacific                               907818108       1096557         7700   SOLE         (None)          7700        0      0
United Cont Hld                             910047109        713823        22300   SOLE         (None)         22300        0      0
United States Natural Gas Fund LP           912318201      14440800       660000   SOLE         (None)        660000        0      0
United Therapeutics                         91307C102       2270451        37300   SOLE         (None)         37300        0      0
UnitedHealthcare Gp Incorp                  91324P102       5234715        91500   SOLE         (None)         91500        0      0
URS Cp                                      903236107        402985         8500   SOLE         (None)          8500        0      0
US AIRWAYS GROUP INC                        90341W108      11636329       685700   SOLE         (None)        685700        0      0
US OIL FUND ETF                             91232N108       5573900       160400   SOLE         (None)        160400        0      0
Vail Resorts Inc                            91879Q109        785232        12600   SOLE         (None)         12600        0      0
Valassis Communication Inc                  918866104        564543        18900   SOLE         (None)         18900        0      0
VALEANT PHRM INT                            91911K102        982762        13100   SOLE         (None)         13100        0      0
Valero Energy Corp                          91913Y100       5836367       128300   SOLE         (None)        128300        0      0
Valspar Corp                                920355104        653625        10500   SOLE         (None)         10500        0      0
VANGUARD SPEC FDS REIT ETF                  922908553      10318539       146300   SOLE         (None)        146300        0      0
Veeco Instruments                           922417100       1590174        41400   SOLE         (None)         41400        0      0
Ventas Inc                                  92276F100        783240        10700   SOLE         (None)         10700        0      0
Verizon Comm                                92343V104      16283395       331300   SOLE         (None)        331300        0      0
Vertex Pharmaceutical                       92532F100       2154824        39200   SOLE         (None)         39200        0      0
VF Cp                                       918204108       1794925        10700   SOLE         (None)         10700        0      0
Viacom Inc                                  92553P201       4832328        78600   SOLE         (None)         78600        0      0
VISA Inc                                    92826C839      16134800        95000   SOLE         (None)         95000        0      0
Vistaprint Nv                               N93540107        885314        22900   SOLE         (None)         22900        0      0
Vivus Inc                                   928551100        338800        30800   SOLE         (None)         30800        0      0
Vodafone Gp Plc                             92857W209      24046280       846700   SOLE         (None)        846700        0      0
Vornado Inc                                 929042109        694212         8300   SOLE         (None)          8300        0      0
Wabco Holdings Inc                          92927K102        331773         4700   SOLE         (None)          4700        0      0
Wal-Mart Stores Inc                         931142103      12863277       171900   SOLE         (None)        171900        0      0
Weatherford Intl Inc                        H27013103        454036        37400   SOLE         (None)         37400        0      0
Webster Financial Cp                        947890109        262008        10800   SOLE         (None)         10800        0      0
WELLCARE HEALTH                             94946T106        289800         5000   SOLE         (None)          5000        0      0
Wellpoint Inc.                              94973V107       1947162        29400   SOLE         (None)         29400        0      0
Wells Fargo & Co                            949746101      37319211      1008900   SOLE         (None)       1008900        0      0
Western Digital Corp                        958102105        759379        15100   SOLE         (None)         15100        0      0
Western Union                               959802109       1191168        79200   SOLE         (None)         79200        0      0
WESTLAKE CHEMICAL CP                        960413102       1103300        11800   SOLE         (None)         11800        0      0
Weyerhaeuser Co                             962166104       1126542        35900   SOLE         (None)         35900        0      0
WHITING PETROLEUM CP                        966387102       1713308        33700   SOLE         (None)         33700        0      0