-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GrG8XBV2aZyq5AZx11UH/KE1wMGB4b96GbHq9FYrIkTwkX0veYIB27yagDQrPA/p RxXqkz0jKM+kG3X5ZBYPFw== 0001445911-10-000005.txt : 20100202 0001445911-10-000005.hdr.sgml : 20100202 20100202133846 ACCESSION NUMBER: 0001445911-10-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100202 DATE AS OF CHANGE: 20100202 EFFECTIVENESS DATE: 20100202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Investment Management, LLC CENTRAL INDEX KEY: 0001445911 IRS NUMBER: 141885299 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13202 FILM NUMBER: 10566148 BUSINESS ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 BUSINESS PHONE: 434-817-4800 MAIL ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 13F-HR 1 form13f20091231.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Quantitative Investment Management, LLC Address: 401 E. Market Street, Suite 104 Charlottesville, VA 22902 Form 13F File Number: 28- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: P. Ryan Vaughan Title: Chief Financial Officer Phone: 434-817-4804 Signature, Place, and Date of Signing: /s/ P. Ryan Vaughan Charlottesville, VA February 02, 2010 - ------------------- ------------------- ------------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 276 Form 13F Information Table Value Total: 1,210,454,043 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class Cusip Value Shares Discretion Managers Authority Shared None - ----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ---- Abbott Laboratories 002824100 4006058 74200 SOLE (None) 74200 0 0 Accenture Plc G1151C101 5440650 131100 SOLE (None) 131100 0 0 Adobe Systems Inc 00724F101 434004 11800 SOLE (None) 11800 0 0 AES Corp 00130H105 2193488 164800 SOLE (None) 164800 0 0 Aetna Inc 00817Y108 4333390 136700 SOLE (None) 136700 0 0 AFLAC Inc 001055102 1012875 21900 SOLE (None) 21900 0 0 Agrium Inc 008916108 6359100 103400 SOLE (None) 103400 0 0 AK Steel Holding Corp 001547108 2824605 132300 SOLE (None) 132300 0 0 Alcoa Inc 013817101 1383096 85800 SOLE (None) 85800 0 0 ALCON INC H01301102 1692805 10300 SOLE (None) 10300 0 0 Allstate Insurance 020002101 381508 12700 SOLE (None) 12700 0 0 ALPHA NATURAL RESOURCES INC 02076X102 1917396 44200 SOLE (None) 44200 0 0 Altria Group 02209S103 798941 40700 SOLE (None) 40700 0 0 Amazon.com Inc 023135106 17353080 129000 SOLE (None) 129000 0 0 Amer Axle & Manu Holdings Inc 024061103 204510 25500 SOLE (None) 25500 0 0 Amer Express 025816109 202600 5000 SOLE (None) 5000 0 0 Amer Intl Group 026874784 6190870 206500 SOLE (None) 206500 0 0 American Electric Power 025537101 3096310 89000 SOLE (None) 89000 0 0 AMERIPRISE FINANCIAL INC 03076C106 2065224 53200 SOLE (None) 53200 0 0 Amgen Co 031162100 5362836 94800 SOLE (None) 94800 0 0 Anadarko Petroleum Corp 032511107 1067382 17100 SOLE (None) 17100 0 0 Apache Corp 037411105 4539480 44000 SOLE (None) 44000 0 0 Apple Inc 037833100 45433388 215600 SOLE (None) 215600 0 0 Archer-Daniels Midland 039483102 782750 25000 SOLE (None) 25000 0 0 Arvin Meritor Inc 043353101 271674 24300 SOLE (None) 24300 0 0 Ashland Oil Inc 044209104 788438 19900 SOLE (None) 19900 0 0 Baidu Inc 056752108 14598665 35500 SOLE (None) 35500 0 0 Barclay Banks 06738E204 916960 52100 SOLE (None) 52100 0 0 Baxter Intl 071813109 1560888 26600 SOLE (None) 26600 0 0 Becton Dickinson Co 075887109 1230216 15600 SOLE (None) 15600 0 0 Bed Bath & Beyond Inc 075896100 3756753 97300 SOLE (None) 97300 0 0 BHP Billiton ADS 088606108 7137256 93200 SOLE (None) 93200 0 0 BHP BILLITON PLC ADS US $.50 05545E209 1538785 24100 SOLE (None) 24100 0 0 Blackrock Inc 09247X101 1300320 5600 SOLE (None) 5600 0 0 Boeing Co 097023105 4097641 75700 SOLE (None) 75700 0 0
BP Plc 055622104 4556442 78600 SOLE (None) 78600 0 0 Bristol Myers Squibb Co 110122108 16101925 637700 SOLE (None) 637700 0 0 Bucyrus Intl 118759109 3128535 55500 SOLE (None) 55500 0 0 BUNGE LTD G16962105 1940432 30400 SOLE (None) 30400 0 0 Cabot Oil & Gas Cp 127097103 732312 16800 SOLE (None) 16800 0 0 Cameco Cp 13321L108 1013355 31500 SOLE (None) 31500 0 0 Capital One Financial 14040H105 222372 5800 SOLE (None) 5800 0 0 Cardinal Health Inc 14149Y108 1092936 33900 SOLE (None) 33900 0 0 CarMax Inc 143130102 458325 18900 SOLE (None) 18900 0 0 Carnival Corp 143658300 785912 24800 SOLE (None) 24800 0 0 Caterpillar Inc 149123101 4998023 87700 SOLE (None) 87700 0 0 CBS Cl B 124857202 1674760 119200 SOLE (None) 119200 0 0 Celgene 151020104 5924352 106400 SOLE (None) 106400 0 0 Cemex SA de CV Series A ADS 151290889 411336 34800 SOLE (None) 34800 0 0 Cerner Cp 156782104 1211868 14700 SOLE (None) 14700 0 0 CF INDUSTRIES HOLDINGS INC 125269100 3876306 42700 SOLE (None) 42700 0 0 Chesapeake Energy Corp 165167107 1110252 42900 SOLE (None) 42900 0 0 Chevron 166764100 6705829 87100 SOLE (None) 87100 0 0 Cigna 125509109 2144416 60800 SOLE (None) 60800 0 0 Cisco Systems Inc 17275R102 4981914 208100 SOLE (None) 208100 0 0 Citrix Systems 177376100 1102665 26500 SOLE (None) 26500 0 0 CME Group Inc 12572Q105 5610532 16700 SOLE (None) 16700 0 0 Coca Cola Co 191216100 5392200 94600 SOLE (None) 94600 0 0 Coeur D'alene Mines Cp 192108504 704340 39000 SOLE (None) 39000 0 0 Cognizant Technology Solutions Corp. Cl 192446102 3304557 72900 SOLE (None) 72900 0 0 Colgate-Palmolive Co 194162103 2193405 26700 SOLE (None) 26700 0 0 Comcast Corp Class A 20030N101 11574390 686500 SOLE (None) 686500 0 0 Comcast Cp Spl Class A 20030N200 5267290 329000 SOLE (None) 329000 0 0 Companhia Siderurgica Nacional ADR 20440W105 242668 7600 SOLE (None) 7600 0 0 Conoco Philips 20825C104 9248777 181100 SOLE (None) 181100 0 0 CONSOL Energy Inc 20854P109 996000 20000 SOLE (None) 20000 0 0 Consumer Staples Select Sector SPDR Fund 81369Y308 5296647 200100 SOLE (None) 200100 0 0 Continential Airlines Class B 210795308 2044672 114100 SOLE (None) 114100 0 0 Costco Wholesale 22160K105 4739517 80100 SOLE (None) 80100 0 0 COVIDIEN PLC G2554F105 1398388 29200 SOLE (None) 29200 0 0 CTRIP.COM INTL LTD ADS 22943F100 2421682 33700 SOLE (None) 33700 0 0 Cummins Engines 231021106 765862 16700 SOLE (None) 16700 0 0
CVS Caremark Corp 126650100 5665739 175900 SOLE (None) 175900 0 0 Danaher Corp 235851102 609120 8100 SOLE (None) 8100 0 0 Darden Restaurants 237194105 564627 16100 SOLE (None) 16100 0 0 Delta Air Lines Inc 247361702 480236 42200 SOLE (None) 42200 0 0 Devon Energy Cp 25179M103 617400 8400 SOLE (None) 8400 0 0 Diamond Offshore Drilling 25271C102 1368038 13900 SOLE (None) 13900 0 0 Diamonds Trust 252787106 27817911 267300 SOLE (None) 267300 0 0 Discovery Financial Services 254709108 1059120 72000 SOLE (None) 72000 0 0 Dow Chemical Co 260543103 6913026 250200 SOLE (None) 250200 0 0 Duke Energy Corp 26441C105 3834388 222800 SOLE (None) 222800 0 0 E*Trade Financial Inc 269246104 512864 291400 SOLE (None) 291400 0 0 eBay Inc 278642103 331773 14100 SOLE (None) 14100 0 0 ELDORADO GOLD CP 284902103 1367405 96500 SOLE (None) 96500 0 0 EMC Corp 268648102 9287052 531600 SOLE (None) 531600 0 0 Emerson Electric Co 291011104 1606020 37700 SOLE (None) 37700 0 0 Energy Select Sector SPDR Fund 81369Y506 5775113 101300 SOLE (None) 101300 0 0 Ensco Intrnl Plc 29358Q109 2640034 66100 SOLE (None) 66100 0 0 EOG Resourses 26875P101 836780 8600 SOLE (None) 8600 0 0 Estee Lauder Cos Cl A 518439104 1247688 25800 SOLE (None) 25800 0 0 EXELON CORPORATION 30161N101 3699459 75700 SOLE (None) 75700 0 0 EXPEDIA INC 30212P105 3512145 136500 SOLE (None) 136500 0 0 Express Scripts Inc 302182100 4113592 47600 SOLE (None) 47600 0 0 Fannie Mae 313586109 311166 263700 SOLE (None) 263700 0 0 FedEx Corp 31428X106 6500755 77900 SOLE (None) 77900 0 0 Financial Select Sector SPDR Fund 81369Y605 19238400 1336000 SOLE (None) 1336000 0 0 First Solar Inc 336433107 1854980 13700 SOLE (None) 13700 0 0 Flextronics Intl Inc Y2573F102 1500012 205200 SOLE (None) 205200 0 0 FMC TECHNOLOGIES INC 30249U101 1139448 19700 SOLE (None) 19700 0 0 Focus Media Hldg 34415V109 1672175 105500 SOLE (None) 105500 0 0 Fomento Economico Mexicano Ads 344419106 1398096 29200 SOLE (None) 29200 0 0 FPL Group 302571104 3264276 61800 SOLE (None) 61800 0 0 Franklin Res Inc 354613101 3107825 29500 SOLE (None) 29500 0 0 Freddie Mac 313400301 494802 336600 SOLE (None) 336600 0 0 Freeport McMoran Copper & Gold Cl B 35671D857 8181551 101900 SOLE (None) 101900 0 0 Gap Inc 364760108 4045445 193100 SOLE (None) 193100 0 0 GARMIN LTD G37260109 2600290 84700 SOLE (None) 84700 0 0 General Dynamics 369550108 872576 12800 SOLE (None) 12800 0 0
GENWORTH FINCL INC 37247D106 1778545 156700 SOLE (None) 156700 0 0 Gerdau SA 373737105 1464580 86000 SOLE (None) 86000 0 0 Gold Field Ltd ADR 38059T106 142899 10900 SOLE (None) 10900 0 0 Goldman Sachs Group Inc 38141G104 28837872 170800 SOLE (None) 170800 0 0 Goodyear Tire And Rubber 382550101 961620 68200 SOLE (None) 68200 0 0 Guess? Inc 401617105 1205550 28500 SOLE (None) 28500 0 0 Halliburton Co 406216101 899691 29900 SOLE (None) 29900 0 0 Harley Davidson Inc 412822108 1917720 76100 SOLE (None) 76100 0 0 Hartford Financial Services Group Inc 416515104 4356598 187300 SOLE (None) 187300 0 0 HCP Inc 40414L109 384804 12600 SOLE (None) 12600 0 0 Hecla Mining 422704106 2256936 365200 SOLE (None) 365200 0 0 Helmerich & Payne Inc 423452101 506476 12700 SOLE (None) 12700 0 0 Hess Corp 42809H107 1337050 22100 SOLE (None) 22100 0 0 Hewlett-Packard Co 428236103 5650647 109700 SOLE (None) 109700 0 0 Honeywell International Inc 438516106 3445680 87900 SOLE (None) 87900 0 0 Human Genome Sciences 444903108 3320988 108600 SOLE (None) 108600 0 0 Humana Inc 444859102 544236 12400 SOLE (None) 12400 0 0 IAMGOLD CP 450913108 3883412 248300 SOLE (None) 248300 0 0 Illinois Tool Works 452308109 2562666 53400 SOLE (None) 53400 0 0 Intel Corp 458140100 6048600 296500 SOLE (None) 296500 0 0 INTERCONTINENTALEXCHANGE INC 45865V100 1123000 10000 SOLE (None) 10000 0 0 Intl Business Machines 459200101 11466840 87600 SOLE (None) 87600 0 0 INVESCO LTD G491BT108 1350675 57500 SOLE (None) 57500 0 0 iShares MSCI Brazil Index 464286400 15414426 206600 SOLE (None) 206600 0 0 ISHARES MSCI EMERG MKTS IDX FD 464287234 46475850 1119900 SOLE (None) 1119900 0 0 iShares MSCI Mexico Investable Market Fu 464286822 2228472 45600 SOLE (None) 45600 0 0 ISHARES SILVER TRUST 46428Q109 1113142 67300 SOLE (None) 67300 0 0 iShares Tr DJ US Basic Materials Index 464287838 4475277 74700 SOLE (None) 74700 0 0 ISHARES TR DJ US FINCL SECT 464287788 5649198 109100 SOLE (None) 109100 0 0 ISHARES TR S&P LAT AMER 40 IDX 464287390 1347678 28200 SOLE (None) 28200 0 0 Itau Unibnco Adr 465562106 6169084 270100 SOLE (None) 270100 0 0 JA Solar Holdings Co Ltd 466090107 338580 59400 SOLE (None) 59400 0 0 Johnson & Johnson 478160104 2995065 46500 SOLE (None) 46500 0 0 Johnson Controls 478366107 593832 21800 SOLE (None) 21800 0 0 JP Morgan Chase & Co 46625H100 9634104 231200 SOLE (None) 231200 0 0 Juniper Networks 48203R104 1752219 65700 SOLE (None) 65700 0 0 K L A - Tencor Corp 482480100 412224 11400 SOLE (None) 11400 0 0
KB Home 48666K109 214776 15700 SOLE (None) 15700 0 0 Kimberly Clark 494368103 2325415 36500 SOLE (None) 36500 0 0 Kohls Corp 500255104 4125645 76500 SOLE (None) 76500 0 0 Kraft Foods Inc 50075N104 964890 35500 SOLE (None) 35500 0 0 LDK Solar Co Ltd 50183L107 773904 110400 SOLE (None) 110400 0 0 LIBERTY MED INT A 53071M104 533328 49200 SOLE (None) 49200 0 0 Limited Brands Inc 532716107 1071668 55700 SOLE (None) 55700 0 0 Lincoln Natl 534187109 505064 20300 SOLE (None) 20300 0 0 Lockheed Martin Corp 539830109 2177615 28900 SOLE (None) 28900 0 0 Lowe's Cos 548661107 5973806 255400 SOLE (None) 255400 0 0 Marriott Int'l Inc Cl A 571903202 923775 33900 SOLE (None) 33900 0 0 Marshall & Ilsley Corp 571837103 519385 95300 SOLE (None) 95300 0 0 Masco 574599106 230627 16700 SOLE (None) 16700 0 0 Materials Select Sector SPDR Fund 81369Y100 18289656 554400 SOLE (None) 554400 0 0 MBIA Inc 55262C100 142086 35700 SOLE (None) 35700 0 0 Mc Kesson Corp 58155Q103 2300000 36800 SOLE (None) 36800 0 0 McDermott Intl Inc 580037109 280917 11700 SOLE (None) 11700 0 0 McDonalds Corp 580135101 387128 6200 SOLE (None) 6200 0 0 McGraw-Hill Cos 580645109 583074 17400 SOLE (None) 17400 0 0 MEDCO HEALTH SOLUTION INC 58405U102 2658656 41600 SOLE (None) 41600 0 0 Merck & Co 58933Y105 8053416 220400 SOLE (None) 220400 0 0 METLIFE INC 59156R108 4577825 129500 SOLE (None) 129500 0 0 MGM Mirage 552953101 1145472 125600 SOLE (None) 125600 0 0 Microsoft Corp 594918104 15032736 493200 SOLE (None) 493200 0 0 MONSANTO CO 61166W101 5395500 66000 SOLE (None) 66000 0 0 Morgan Stanley Dean Witter 617446448 6224880 210300 SOLE (None) 210300 0 0 Motorola Inc 620076109 507504 65400 SOLE (None) 65400 0 0 Nabors Industries Inc G6359F103 1289321 58900 SOLE (None) 58900 0 0 National Oilwell Var 637071101 5714064 129600 SOLE (None) 129600 0 0 NETFLIX INC 64110L106 2065875 37500 SOLE (None) 37500 0 0 Newfield Exploration Co 651290108 477477 9900 SOLE (None) 9900 0 0 Newmont Mining Cp 651639106 8033238 169800 SOLE (None) 169800 0 0 News Corp Ltd pf 65248E104 1959039 143100 SOLE (None) 143100 0 0 Nike Inc Class B 654106103 3085469 46700 SOLE (None) 46700 0 0 Noble Drilling Cp H5833N103 932030 22900 SOLE (None) 22900 0 0 Noble Energy Inc 655044105 1303326 18300 SOLE (None) 18300 0 0 Nordstrom Inc 655664100 1352880 36000 SOLE (None) 36000 0 0
Office Depot Inc 676220106 812055 125900 SOLE (None) 125900 0 0 On Semiconductor Corp 682189105 122598 13900 SOLE (None) 13900 0 0 ORIGIN AGRITECH LIMITED G67828106 4430228 376400 SOLE (None) 376400 0 0 Owen Illinois 690768403 397727 12100 SOLE (None) 12100 0 0 Palm Inc 696643105 864586 86200 SOLE (None) 86200 0 0 Patriot Coal Corp 70336T104 378770 24500 SOLE (None) 24500 0 0 Patterson-UTI Energy Inc 703481101 486595 31700 SOLE (None) 31700 0 0 PEABODY ENERGY CP 704549104 1844568 40800 SOLE (None) 40800 0 0 Penney (JC) Co Inc 708160106 2373612 89200 SOLE (None) 89200 0 0 Pfizer Inc 717081103 6326482 347800 SOLE (None) 347800 0 0 Philip Morris International Inc 718172109 1503528 31200 SOLE (None) 31200 0 0 PLAINS EXPL & PRODUCTION CO 726505100 450858 16300 SOLE (None) 16300 0 0 PNC Financial Services Group 693475105 1594258 30200 SOLE (None) 30200 0 0 Polo Ralph Lauren Corp 731572103 2016402 24900 SOLE (None) 24900 0 0 Potash Cp 73755L107 32137700 296200 SOLE (None) 296200 0 0 Powershares QQQ 73935A104 5874300 128400 SOLE (None) 128400 0 0 Priceline.com nc 741503403 3712970 17000 SOLE (None) 17000 0 0 Procter & Gamble Co 742718109 20153412 332400 SOLE (None) 332400 0 0 Prologis 743410102 1459354 106600 SOLE (None) 106600 0 0 ProShares Dow 30 74347R867 4155270 141000 SOLE (None) 141000 0 0 ProShrs Trst UltraShrt FTSE 25 ProShrs 74347R321 881789 105100 SOLE (None) 105100 0 0 PRUDENTIAL FINCL INC 744320102 3960896 79600 SOLE (None) 79600 0 0 Public Storage Inc 74460D109 317655 3900 SOLE (None) 3900 0 0 Qualcomm Inc 747525103 6332994 136900 SOLE (None) 136900 0 0 Quicksilver Rscs 74837R104 315210 21000 SOLE (None) 21000 0 0 Qwest Communications Intl Inc 749121109 866418 205800 SOLE (None) 205800 0 0 RANDGOLD RESOURCES LTD ADS 752344309 1669854 21100 SOLE (None) 21100 0 0 Raytheon Co 755111507 2771776 53800 SOLE (None) 53800 0 0 Red Hat Inc 756577102 862110 27900 SOLE (None) 27900 0 0 REGIONS FINANCIAL CP 7591EP100 354430 67000 SOLE (None) 67000 0 0 Research In Motion Ltd 760975102 31183218 461700 SOLE (None) 461700 0 0 RETAIL HLDRS TR 12/31/41 76127U101 7591656 80900 SOLE (None) 80900 0 0 Rio Tinto ADR 767204100 2972382 13800 SOLE (None) 13800 0 0 Rockwell Automation Inc 773903109 418122 8900 SOLE (None) 8900 0 0 Rowan Companies Inc 779382100 316960 14000 SOLE (None) 14000 0 0 Schwab Charles 808513105 5431452 288600 SOLE (None) 288600 0 0 Silver Wheaton 828336107 1550064 103200 SOLE (None) 103200 0 0
SLM Corp 78442P106 440657 39100 SOLE (None) 39100 0 0 Southern Copper Cp 84265V105 664782 20200 SOLE (None) 20200 0 0 Southwestern Energy 845467109 3046240 63200 SOLE (None) 63200 0 0 SPDR KBW BNK 78464A797 1350646 63800 SOLE (None) 63800 0 0 SPDR S&P HM BLDR 78464A888 2026251 134100 SOLE (None) 134100 0 0 SPDR S&P MTL&MNG 78464A755 4201054 81400 SOLE (None) 81400 0 0 SPDR S&P RETAIL 78464A714 16749800 470500 SOLE (None) 470500 0 0 Sprint Corp 852061100 2495022 681700 SOLE (None) 681700 0 0 St Jude Medical Inc 790849103 3350658 91100 SOLE (None) 91100 0 0 Starbucks Corp 855244109 1907062 82700 SOLE (None) 82700 0 0 Starwood Hotels & Resorts 85590A401 1759017 48100 SOLE (None) 48100 0 0 Steel Dynamics 858119100 2613700 147500 SOLE (None) 147500 0 0 streetTRACKS Gold Shares ETF 78463V107 106376403 991300 SOLE (None) 991300 0 0 SUNTECH POWER HOLDINGS CO LTD 86800C104 1312107 78900 SOLE (None) 78900 0 0 Symantec Cp 871503108 2084185 116500 SOLE (None) 116500 0 0 T Rowe Price Group Inc 74144T108 1634775 30700 SOLE (None) 30700 0 0 Target Cp 87612E106 6288100 130000 SOLE (None) 130000 0 0 TENARIS SA ADS 88031M109 1543930 36200 SOLE (None) 36200 0 0 Tenet Healthcare Corp 88033G100 475398 88200 SOLE (None) 88200 0 0 Terex Cp 880779103 429877 21700 SOLE (None) 21700 0 0 Terra Industries 880915103 392718 12200 SOLE (None) 12200 0 0 Teva Pharm Ind Inc ADR 881624209 5466314 97300 SOLE (None) 97300 0 0 Texas Instruments 882508104 542048 20800 SOLE (None) 20800 0 0 THE MOSAIC CO 61945A107 9616530 161000 SOLE (None) 161000 0 0 Tiffany & Co. 886547108 1818900 42300 SOLE (None) 42300 0 0 Time Warner Cable Inc 88732J207 1415538 34200 SOLE (None) 34200 0 0 Time Warner Inc 887317303 3767802 129300 SOLE (None) 129300 0 0 TJX Companies Inc 872540109 2646220 72400 SOLE (None) 72400 0 0 Total Sa 89151E109 3547816 55400 SOLE (None) 55400 0 0 Tyco International Ltd H89128104 959792 26900 SOLE (None) 26900 0 0 Ultra Basic Materials ProShares 74347R776 4425179 137300 SOLE (None) 137300 0 0 Ultra Financials ProShares 74347R743 1372031 243700 SOLE (None) 243700 0 0 UltraShort Basic Materials ProShares 74347R651 309036 36400 SOLE (None) 36400 0 0 UltraShort Real Estate ProShares 74347R552 9728250 1297100 SOLE (None) 1297100 0 0 Union Pacific 907818108 6715890 105100 SOLE (None) 105100 0 0 United Technologies 913017109 1749132 25200 SOLE (None) 25200 0 0 UnitedHealthcare Gp Incorp 91324P102 25517856 837200 SOLE (None) 837200 0 0
Urban Outfitters Inc 917047102 1613039 46100 SOLE (None) 46100 0 0 US AIRWAYS GROUP INC 90341W108 176660 36500 SOLE (None) 36500 0 0 Vale S A ADR 91912E105 14024393 483100 SOLE (None) 483100 0 0 VANGUARD EMERGING MARKETS VIPE 922042858 19618500 478500 SOLE (None) 478500 0 0 VISA Inc 92826C839 1731708 19800 SOLE (None) 19800 0 0 Vodafone Gp Plc 92857W209 371749 16100 SOLE (None) 16100 0 0 Walgreen Co 931422109 10971936 298800 SOLE (None) 298800 0 0 Wal-Mart Stores Inc 931142103 18386800 344000 SOLE (None) 344000 0 0 Walter Energy 93317Q105 1009154 13400 SOLE (None) 13400 0 0 WEBS Australia 464286103 1157988 50700 SOLE (None) 50700 0 0 WEBS Japan 464286848 1224318 125700 SOLE (None) 125700 0 0 WEBS South Korea 464286772 3882660 81500 SOLE (None) 81500 0 0 WEBS Taiwan 464286731 5822233 448900 SOLE (None) 448900 0 0 Whirlpool 963320106 2685978 33300 SOLE (None) 33300 0 0 Williams Cos 969457100 537540 25500 SOLE (None) 25500 0 0 WYNN RESORTS LTD 983134107 6731388 115600 SOLE (None) 115600 0 0 Xerox Corp 984121103 933984 110400 SOLE (None) 110400 0 0 XL Capital Ltd Cl A G98255105 978822 53400 SOLE (None) 53400 0 0 Yingli Green Energy Holding Co Ltd 98584B103 1094052 69200 SOLE (None) 69200 0 0
-----END PRIVACY-ENHANCED MESSAGE-----