13F-HR 1 form13f20101231.txt FORM 13-F 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, 2010 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 01, 2011 ------------------- ------------------- ------------------ [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: 348 Form 13F Information Table Value Total: 983,664,155 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class Cusip Value Shares Discretion Managers Authority Shared None ----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ---- 3M Company 88579Y101 1242720 14400 SOLE (None) 14400 0 0 Abbott Laboratories 002824100 7598526 158600 SOLE (None) 158600 0 0 Activisin Blizrd 00507V109 951660 76500 SOLE (None) 76500 0 0 Adobe Systems Inc 00724F101 1015740 33000 SOLE (None) 33000 0 0 Adtran Inc 00738A106 253470 7000 SOLE (None) 7000 0 0 ADVANCE AUTO PARTS INC 00751Y106 330750 5000 SOLE (None) 5000 0 0 Advanced Micro Devices 007903107 256852 31400 SOLE (None) 31400 0 0 AES Corp 00130H105 1738086 142700 SOLE (None) 142700 0 0 AFLAC Inc 001055102 790020 14000 SOLE (None) 14000 0 0 Agrium Inc 008916108 3963600 43200 SOLE (None) 43200 0 0 AK Steel Holding Corp 001547108 1748316 106800 SOLE (None) 106800 0 0 AKAMAI TECHNOLOGIES INC 00971T101 470500 10000 SOLE (None) 10000 0 0 ALCON INC H01301102 669940 4100 SOLE (None) 4100 0 0 Allegheny Technologies Inc 01741R102 1500896 27200 SOLE (None) 27200 0 0 ALLIANCE DATA SYSTEMS CP 018581108 362253 5100 SOLE (None) 5100 0 0 Allstate Insurance 020002101 1007408 31600 SOLE (None) 31600 0 0 Altera Corp 021441100 4095258 115100 SOLE (None) 115100 0 0 Altria Group 02209S103 1917898 77900 SOLE (None) 77900 0 0 Amer Express 025816109 1764012 41100 SOLE (None) 41100 0 0 AMERICA MOVIL SA DE CV ADS L 02364W105 4071140 71000 SOLE (None) 71000 0 0 American Eagle Outfitters Inc 02553E106 1130899 77300 SOLE (None) 77300 0 0 Amgen Co 031162100 17633880 321200 SOLE (None) 321200 0 0 AMR Corp 001765106 594377 76300 SOLE (None) 76300 0 0 Analog Devices Inc 032654105 3778301 100300 SOLE (None) 100300 0 0 Ann Taylor Inc 036115103 1128468 41200 SOLE (None) 41200 0 0 Annaly Capital Management Inc 035710409 1693440 94500 SOLE (None) 94500 0 0 Apache Corp 037411105 1597682 13400 SOLE (None) 13400 0 0 Arcelormittal 03938L104 7626000 200000 SOLE (None) 200000 0 0 Arch Capital Group Ltd G0450A105 792450 9000 SOLE (None) 9000 0 0 Archer-Daniels Midland 039483102 3293760 109500 SOLE (None) 109500 0 0 ARENA PHARMACEUTICALS INC 040047102 61576 35800 SOLE (None) 35800 0 0 Ariba Inc 04033V203 260739 11100 SOLE (None) 11100 0 0 AT&T Inc 00206R102 11534588 392600 SOLE (None) 392600 0 0 ATP OIL & GAS CP 00208J108 291276 17400 SOLE (None) 17400 0 0 Autodesk Inc 052769106 825120 21600 SOLE (None) 21600 0 0
Avon Products Inc 054303102 479490 16500 SOLE (None) 16500 0 0 Baidu Inc 056752108 11747701 121700 SOLE (None) 121700 0 0 BANCO BRADESCO SA ADS 059460303 3165240 156000 SOLE (None) 156000 0 0 Banco De Santander Soc An 05964H105 745500 70000 SOLE (None) 70000 0 0 BB&T Corp 054937107 1519562 57800 SOLE (None) 57800 0 0 Becton Dickinson Co 075887109 262012 3100 SOLE (None) 3100 0 0 Best Buy Co. Inc 086516101 2489454 72600 SOLE (None) 72600 0 0 Biogen Idec Inc 09062X103 724140 10800 SOLE (None) 10800 0 0 Blackrock Inc 09247X101 5679284 29800 SOLE (None) 29800 0 0 Bristol Myers Squibb Co 110122108 7308480 276000 SOLE (None) 276000 0 0 Broadcom Corp Cl A 111320107 6885255 158100 SOLE (None) 158100 0 0 Brocade Comms 111621306 600415 113500 SOLE (None) 113500 0 0 Cablevision Sys Cp Cl A 12686C109 10064016 297400 SOLE (None) 297400 0 0 Calpine Corp 131347304 1818242 136300 SOLE (None) 136300 0 0 Camden Property Trust Sbi 133131102 226716 4200 SOLE (None) 4200 0 0 Capital One Financial 14040H105 2851520 67000 SOLE (None) 67000 0 0 Carbo Ceramics Inc 140781105 372744 3600 SOLE (None) 3600 0 0 Carnival Corp 143658300 216717 4700 SOLE (None) 4700 0 0 CARTERS INC 146229109 262639 8900 SOLE (None) 8900 0 0 CB RICHARD ELLIS GROUP INC 12497T101 804864 39300 SOLE (None) 39300 0 0 Celgene 151020104 3087108 52200 SOLE (None) 52200 0 0 CF INDUSTRIES HOLDINGS INC 125269100 1567740 11600 SOLE (None) 11600 0 0 CH Robinsom Worldwide Inc 12541W209 1178793 14700 SOLE (None) 14700 0 0 Charles Schwab Corp 808513105 720331 42100 SOLE (None) 42100 0 0 Chesapeake Energy Corp 165167107 2404448 92800 SOLE (None) 92800 0 0 Chevron 166764100 9143250 100200 SOLE (None) 100200 0 0 Chicos Fas Inc 168615102 625560 52000 SOLE (None) 52000 0 0 CHINA LIFE INSUR CO LTD ADS 16939P106 318084 5200 SOLE (None) 5200 0 0 CHIPOTLE MEXICAN GRILL INC 169656105 3381294 15900 SOLE (None) 15900 0 0 Ciena Corp 171779309 877785 41700 SOLE (None) 41700 0 0 Cintas Cp 172908105 327132 11700 SOLE (None) 11700 0 0 Cisco Systems Inc 17275R102 8866809 438300 SOLE (None) 438300 0 0 Citrix Systems 177376100 1463974 21400 SOLE (None) 21400 0 0 Cleveland-Cliffs Inc Co. 18683K101 483662 6200 SOLE (None) 6200 0 0 CME Group Inc 12572Q105 1576575 4900 SOLE (None) 4900 0 0 CMS Energy 125896100 368280 19800 SOLE (None) 19800 0 0 COACH INC 189754104 5497814 99400 SOLE (None) 99400 0 0
Cognizant Technology Solutions Corp. Cl 192446102 425082 5800 SOLE (None) 5800 0 0 Coinstar Inc 19259P300 1456152 25800 SOLE (None) 25800 0 0 Colgate-Palmolive Co 194162103 4637349 57700 SOLE (None) 57700 0 0 Comerica Inc 200340107 709632 16800 SOLE (None) 16800 0 0 Commercial Metals Co 201723103 378252 22800 SOLE (None) 22800 0 0 Community Health 203668108 2316940 62000 SOLE (None) 62000 0 0 ConAgra Foods Inc 205887102 1284802 56900 SOLE (None) 56900 0 0 Constellation Energy Group Inc 210371100 1228263 40100 SOLE (None) 40100 0 0 Costco Wholesale 22160K105 5690148 78800 SOLE (None) 78800 0 0 Coventry Corp 222862104 409200 15500 SOLE (None) 15500 0 0 Cree Research Inc 225447101 6371563 96700 SOLE (None) 96700 0 0 CROCS INC 227046109 426288 24900 SOLE (None) 24900 0 0 CVS Caremark Corp 126650100 12385074 356200 SOLE (None) 356200 0 0 De Vry Inc 251893103 345456 7200 SOLE (None) 7200 0 0 Decker Outdoor Corp 243537107 1148256 14400 SOLE (None) 14400 0 0 Deere & Co 244199105 398640 4800 SOLE (None) 4800 0 0 Dell Inc 24702R101 226285 16700 SOLE (None) 16700 0 0 Delta Air Lines Inc 247361702 5802300 460500 SOLE (None) 460500 0 0 Diamond Offshore Drilling 25271C102 1618254 24200 SOLE (None) 24200 0 0 Directv A 25490A101 4667817 116900 SOLE (None) 116900 0 0 Disney (Walt) Productions 254687106 2963290 79000 SOLE (None) 79000 0 0 Donnelley (RR) & Sons 257867101 190423 10900 SOLE (None) 10900 0 0 DRYSHIPS INC Y2109Q101 3029382 551800 SOLE (None) 551800 0 0 Duke Energy Corp 26441C105 1364246 76600 SOLE (None) 76600 0 0 Dupont (EI) De Nemour 263534109 1002588 20100 SOLE (None) 20100 0 0 eBay Inc 278642103 6748775 242500 SOLE (None) 242500 0 0 Ecolab Inc 278865100 1568062 31100 SOLE (None) 31100 0 0 Emerson Electric Co 291011104 3350162 58600 SOLE (None) 58600 0 0 ENCANA CP 292505104 553280 19000 SOLE (None) 19000 0 0 EQUINIX INC 29444U502 1747090 21500 SOLE (None) 21500 0 0 EXELON CORPORATION 30161N101 512172 12300 SOLE (None) 12300 0 0 Express Scripts Inc 302182100 1059380 19600 SOLE (None) 19600 0 0 Exxon Mobil Corp 30231G102 314416 4300 SOLE (None) 4300 0 0 F5 Network Inc 315616102 3045744 23400 SOLE (None) 23400 0 0 Family Dollar Stores 307000109 1605633 32300 SOLE (None) 32300 0 0 Federal Realty Inv 313747206 210411 2700 SOLE (None) 2700 0 0 FedEx Corp 31428X106 818488 8800 SOLE (None) 8800 0 0
Fifth Third Bancorp 316773100 2943340 200500 SOLE (None) 200500 0 0 Finisar Corp 31787A507 813506 27400 SOLE (None) 27400 0 0 First Solar Inc 336433107 11309166 86900 SOLE (None) 86900 0 0 FirstEnergy Corp 337932107 625638 16900 SOLE (None) 16900 0 0 Flir Systems 302445101 220150 7400 SOLE (None) 7400 0 0 FMC Cp 302491303 990636 12400 SOLE (None) 12400 0 0 FMC TECHNOLOGIES INC 30249U101 1200285 13500 SOLE (None) 13500 0 0 Ford Motor Co 345370860 1813320 108000 SOLE (None) 108000 0 0 Fortune Brands 349631101 1036300 17200 SOLE (None) 17200 0 0 Fossil Inc 349882100 683656 9700 SOLE (None) 9700 0 0 Foster Wheelr Ag H27178104 227832 6600 SOLE (None) 6600 0 0 Gafisa SA 362607301 172907 11900 SOLE (None) 11900 0 0 Gannett Co Inc 364730101 319908 21200 SOLE (None) 21200 0 0 Gap Inc 364760108 2900340 131000 SOLE (None) 131000 0 0 General Electric Co 369604103 4064038 222200 SOLE (None) 222200 0 0 GENWORTH FINCL INC 37247D106 199728 15200 SOLE (None) 15200 0 0 Gerdau SA 373737105 1015674 72600 SOLE (None) 72600 0 0 Gilead Science 375558103 5700552 157300 SOLE (None) 157300 0 0 Goodrich Corp 382388106 228982 2600 SOLE (None) 2600 0 0 Goodyear Tire And Rubber 382550101 827130 69800 SOLE (None) 69800 0 0 GOOGLE INC CL A 38259P508 593970 1000 SOLE (None) 1000 0 0 Green Mountain Coffee Inc 393122106 1396550 42500 SOLE (None) 42500 0 0 Halliburton Co 406216101 11542641 282700 SOLE (None) 282700 0 0 Harris Corp (The) 413875105 706680 15600 SOLE (None) 15600 0 0 Hartford Financial Services Group Inc 416515104 4045023 152700 SOLE (None) 152700 0 0 HCP Inc 40414L109 680615 18500 SOLE (None) 18500 0 0 Health Care REIT 42217K106 1214820 25500 SOLE (None) 25500 0 0 Healthsouth Corp 421924309 225739 10900 SOLE (None) 10900 0 0 Helix Energy Solutions Group 42330P107 165104 13600 SOLE (None) 13600 0 0 HERBALIFE LTD G4412G101 458079 6700 SOLE (None) 6700 0 0 Hess Corp 42809H107 420970 5500 SOLE (None) 5500 0 0 Home Depot 437076102 17929684 511400 SOLE (None) 511400 0 0 Horton DR Inc 23331A109 511797 42900 SOLE (None) 42900 0 0 Human Genome Sciences 444903108 298625 12500 SOLE (None) 12500 0 0 Humana Inc 444859102 755412 13800 SOLE (None) 13800 0 0 Illinois Tool Works 452308109 347100 6500 SOLE (None) 6500 0 0 ILLUMINA INC 452327109 234358 3700 SOLE (None) 3700 0 0
Incyte Corp 45337C102 607752 36700 SOLE (None) 36700 0 0 ING Groep NV ADS 456837103 201674 20600 SOLE (None) 20600 0 0 Ingersoll-Rand Co G47791101 1681113 35700 SOLE (None) 35700 0 0 Intel Corp 458140100 17103699 813300 SOLE (None) 813300 0 0 Intl Business Machines 459200101 9187176 62600 SOLE (None) 62600 0 0 Intl Paper Co 460146103 977916 35900 SOLE (None) 35900 0 0 Intuit Inc 461202103 3958790 80300 SOLE (None) 80300 0 0 iShares Tr DJ US Real Estate Sect 464287739 3995544 71400 SOLE (None) 71400 0 0 Ishr Ftse Chin25 464287184 14116284 327600 SOLE (None) 327600 0 0 Itau Unibnco Adr 465562106 432180 18000 SOLE (None) 18000 0 0 ITT Corp 450911102 2131299 40900 SOLE (None) 40900 0 0 Johnson Controls 478366107 393460 10300 SOLE (None) 10300 0 0 JP Morgan Chase & Co 46625H100 18944772 446600 SOLE (None) 446600 0 0 Kansas City Sthrn Ind. 485170302 756188 15800 SOLE (None) 15800 0 0 KB Home 48666K109 820192 60800 SOLE (None) 60800 0 0 Kellogg Co 487836108 4862816 95200 SOLE (None) 95200 0 0 Kimco Realty Corp 49446R109 1629012 90300 SOLE (None) 90300 0 0 Kohls Corp 500255104 4086368 75200 SOLE (None) 75200 0 0 Kraft Foods Inc 50075N104 6560382 208200 SOLE (None) 208200 0 0 LAS VEGAS SANDS CP 517834107 11988355 260900 SOLE (None) 260900 0 0 Lennar Corporation 526057104 1198125 63900 SOLE (None) 63900 0 0 Liberty Global Inc CL A 530555101 201666 5700 SOLE (None) 5700 0 0 Life Tech Corp 53217V109 677100 12200 SOLE (None) 12200 0 0 Limited Brands Inc 532716107 2452254 79800 SOLE (None) 79800 0 0 Lincoln Natl 534187109 5411826 194600 SOLE (None) 194600 0 0 Linear Technology Cp 535678106 771357 22300 SOLE (None) 22300 0 0 LM Ericsson Telephone Co Ltd. 294821608 322840 28000 SOLE (None) 28000 0 0 Lockheed Martin Corp 539830109 4628042 66200 SOLE (None) 66200 0 0 Lowe's Cos 548661107 12502380 498500 SOLE (None) 498500 0 0 Marriott Int'l Inc Cl A 571903202 789260 19000 SOLE (None) 19000 0 0 Marsh & McLennan Co's 571748102 615150 22500 SOLE (None) 22500 0 0 Martin Marietta Materials Inc 573284106 387408 4200 SOLE (None) 4200 0 0 Marvell Technology Grp Ltd G5876H105 1560055 84100 SOLE (None) 84100 0 0 Masco 574599106 1600224 126400 SOLE (None) 126400 0 0 Massey Energy Co 576206106 938875 17500 SOLE (None) 17500 0 0 MASTERCARD INCORPORATED 57636Q104 20506065 91500 SOLE (None) 91500 0 0 Mattel Co 577081102 979055 38500 SOLE (None) 38500 0 0
Maxim Integrated Prod Inc 57772K101 2175402 92100 SOLE (None) 92100 0 0 MECHEL OAO 583840103 1733339 59300 SOLE (None) 59300 0 0 MEDCO HEALTH SOLUTION INC 58405U102 9643898 157400 SOLE (None) 157400 0 0 Medtronic Inc 585055106 3734963 100700 SOLE (None) 100700 0 0 Melco Crown Adr 585464100 590844 92900 SOLE (None) 92900 0 0 Mens Wearhouse Inc 587118100 382194 15300 SOLE (None) 15300 0 0 Merck & Co 58933Y105 18838108 522700 SOLE (None) 522700 0 0 METLIFE INC 59156R108 3857392 86800 SOLE (None) 86800 0 0 MetroPcs Communications Inc 591708102 1191009 94300 SOLE (None) 94300 0 0 Microchip Technology 595017104 1351295 39500 SOLE (None) 39500 0 0 Micron Technology 595112103 4344434 541700 SOLE (None) 541700 0 0 Microsoft Corp 594918104 54580796 1955600 SOLE (None) 1955600 0 0 Millicom Inc L6388F110 420640 4400 SOLE (None) 4400 0 0 Minas Buenaventura 204448104 621792 12700 SOLE (None) 12700 0 0 Monster Worldwide Inc 611742107 1854955 78500 SOLE (None) 78500 0 0 Morgan Stanley Dean Witter 617446448 5874639 215900 SOLE (None) 215900 0 0 Motorola Solutions Inc 620076307 10546596 1162800 SOLE (None) 1162800 0 0 Mylan Inc 628530107 1398806 66200 SOLE (None) 66200 0 0 Nabors Industries Inc G6359F103 1632816 69600 SOLE (None) 69600 0 0 National Oilwell Var 637071101 1694700 25200 SOLE (None) 25200 0 0 Nationwide Health Properties 638620104 378352 10400 SOLE (None) 10400 0 0 Navistar 63934E108 2918664 50400 SOLE (None) 50400 0 0 NetApp Inc 64110D104 1258584 22900 SOLE (None) 22900 0 0 NETFLIX INC 64110L106 15198050 86500 SOLE (None) 86500 0 0 Netlogic Microsystems Inc 64118B100 606213 19300 SOLE (None) 19300 0 0 New Oriental Education & Technology Grou 647581107 989162 9400 SOLE (None) 9400 0 0 New York Community Bancorp 649445103 612625 32500 SOLE (None) 32500 0 0 News Corp Ltd pf 65248E104 305760 21000 SOLE (None) 21000 0 0 NII HOLDINGS INC 62913F201 2170476 48600 SOLE (None) 48600 0 0 Nike Inc Class B 654106103 8644504 101200 SOLE (None) 101200 0 0 Noble Drilling Cp H5833N103 2021005 56500 SOLE (None) 56500 0 0 Noble Energy Inc 655044105 1334240 15500 SOLE (None) 15500 0 0 Nordstrom Inc 655664100 940836 22200 SOLE (None) 22200 0 0 Norfolk Southern 655844108 841788 13400 SOLE (None) 13400 0 0 Novellus Systems Inc 670008101 517120 16000 SOLE (None) 16000 0 0 Nuance Communications 67020Y100 1056258 58100 SOLE (None) 58100 0 0 Nucor Corp 670346105 9311750 212500 SOLE (None) 212500 0 0
Nvidia Corp 67066G104 632940 41100 SOLE (None) 41100 0 0 NYSE EURONEXT INC 629491101 497668 16600 SOLE (None) 16600 0 0 Oceaneering Intl Inc 675232102 250342 3400 SOLE (None) 3400 0 0 OmniVision Technologies Inc 682128103 1065960 36000 SOLE (None) 36000 0 0 Oracle Corp 68389X105 16848790 538300 SOLE (None) 538300 0 0 Owen Illinois 690768403 472780 15400 SOLE (None) 15400 0 0 Parker Hannifin Corp 701094104 1622440 18800 SOLE (None) 18800 0 0 Patterson-UTI Energy Inc 703481101 295235 13700 SOLE (None) 13700 0 0 Peoples Bank Bridgeport Ct 712704105 533781 38100 SOLE (None) 38100 0 0 Pepco Holdgs Inc 713291102 215350 11800 SOLE (None) 11800 0 0 Perrigo Co 714290103 607968 9600 SOLE (None) 9600 0 0 Pfizer Inc 717081103 4475556 255600 SOLE (None) 255600 0 0 PG & E Corp 69331C108 282256 5900 SOLE (None) 5900 0 0 Philip Morris International Inc 718172109 4694106 80200 SOLE (None) 80200 0 0 Phillips-Van Heusen Cp 718592108 1865096 29600 SOLE (None) 29600 0 0 Polo Ralph Lauren Corp 731572103 1264488 11400 SOLE (None) 11400 0 0 Polycom Inc 73172K104 569108 14600 SOLE (None) 14600 0 0 Potash Cp 73755L107 3746886 24200 SOLE (None) 24200 0 0 Power-One Inc 73930R102 585480 57400 SOLE (None) 57400 0 0 Powershares QQQ 73935A104 19839778 364300 SOLE (None) 364300 0 0 PP&L Cp 69351T106 1087016 41300 SOLE (None) 41300 0 0 Priceline.com nc 741503403 1078785 2700 SOLE (None) 2700 0 0 Procter & Gamble Co 742718109 3570315 55500 SOLE (None) 55500 0 0 PRUDENTIAL FINCL INC 744320102 12698973 216300 SOLE (None) 216300 0 0 Public Service Electric & Gas 744573106 515322 16200 SOLE (None) 16200 0 0 Radioshack Corp 750438103 534361 28900 SOLE (None) 28900 0 0 RANDGOLD RESOURCES LTD ADS 752344309 312854 3800 SOLE (None) 3800 0 0 Range Resources Corp 75281A109 2010606 44700 SOLE (None) 44700 0 0 Red Hat Inc 756577102 5016935 109900 SOLE (None) 109900 0 0 REGAL ENTERTAINMENT GRP 758766109 626916 53400 SOLE (None) 53400 0 0 Research In Motion Ltd 760975102 22211473 382100 SOLE (None) 382100 0 0 Resmed Inc 761152107 429536 12400 SOLE (None) 12400 0 0 Rio Tinto 767204100 1132228 15800 SOLE (None) 15800 0 0 ROCKWELL COLLINS INC 774341101 611730 10500 SOLE (None) 10500 0 0 Ross Stores 778296103 2264350 35800 SOLE (None) 35800 0 0 Rowan Companies Inc 779382100 2750908 78800 SOLE (None) 78800 0 0 Safeway Inc 786514208 528515 23500 SOLE (None) 23500 0 0
SALESFORCE.COM INC 79466L302 8342400 63200 SOLE (None) 63200 0 0 Sandisk Corp 80004C101 3899052 78200 SOLE (None) 78200 0 0 Schlumberger Ltd 806857108 8007650 95900 SOLE (None) 95900 0 0 Seagate Tech G7945M107 492984 32800 SOLE (None) 32800 0 0 Semiconductors HOLDRs Trust 816636203 6466964 198800 SOLE (None) 198800 0 0 Sempra Energy 816851109 346368 6600 SOLE (None) 6600 0 0 Sirius XM Radio 82967N108 428364 262800 SOLE (None) 262800 0 0 Smuckers J M Co 832696405 1070095 16300 SOLE (None) 16300 0 0 Sohu.com Inc 83408W103 1504713 23700 SOLE (None) 23700 0 0 Solarfun Power Holdings Co Ltd 83415U108 290035 35500 SOLE (None) 35500 0 0 Southern Co 842587107 305840 8000 SOLE (None) 8000 0 0 Southwestern Energy 845467109 2204627 58900 SOLE (None) 58900 0 0 SPDR Dow Jones Industrial Average ETF Tr 78467X109 994418 8600 SOLE (None) 8600 0 0 SPDR KBW BNK 78464A797 572611 22100 SOLE (None) 22100 0 0 St Jude Medical Inc 790849103 1175625 27500 SOLE (None) 27500 0 0 Stanley Blk&Dckr 854502101 3183012 47600 SOLE (None) 47600 0 0 Starwood Hotels & Resorts 85590A401 626034 10300 SOLE (None) 10300 0 0 Statoil ASA 85771P102 986455 41500 SOLE (None) 41500 0 0 Stillwater Mining 86074Q102 1708000 80000 SOLE (None) 80000 0 0 Stone Energy Corp 861642106 338808 15200 SOLE (None) 15200 0 0 streetTRACKS Gold Shares ETF 78463V107 402288 2900 SOLE (None) 2900 0 0 Stryker Corp 863667101 472560 8800 SOLE (None) 8800 0 0 Sunpower Cl A 867652109 282260 22000 SOLE (None) 22000 0 0 SunTrust Bank Inc 867914103 1431235 48500 SOLE (None) 48500 0 0 Superior Energy Services 868157108 237932 6800 SOLE (None) 6800 0 0 Swift Energy 870738101 250560 6400 SOLE (None) 6400 0 0 Symantec Cp 871503108 2775492 165800 SOLE (None) 165800 0 0 Synovus Financial Cp 87161C105 303600 115000 SOLE (None) 115000 0 0 Taiwan Semiconductor Mnf Ltd 874039100 1867206 148900 SOLE (None) 148900 0 0 Take-Two Interactive Software Inc 874054109 552150 45000 SOLE (None) 45000 0 0 Target Cp 87612E106 4930660 82000 SOLE (None) 82000 0 0 TATA MOTORS LTD ADS 876568502 903672 30800 SOLE (None) 30800 0 0 Technology Select Sector SPDR Fund 81369Y803 806080 32000 SOLE (None) 32000 0 0 Telefonica ADS 879382208 259996 3800 SOLE (None) 3800 0 0 Tellabs Inc 879664100 147126 21700 SOLE (None) 21700 0 0 Tenet Healthcare Corp 88033G100 2736879 409100 SOLE (None) 409100 0 0 Tesoro Corp 881609101 535806 28900 SOLE (None) 28900 0 0
Texas Instruments 882508104 10868000 334400 SOLE (None) 334400 0 0 Textron Inc 883203101 1546056 65400 SOLE (None) 65400 0 0 THE MOSAIC CO 61945A107 4299068 56300 SOLE (None) 56300 0 0 Thermo Fisher Scientific 883556102 824864 14900 SOLE (None) 14900 0 0 Tiffany & Co. 886547108 1681290 27000 SOLE (None) 27000 0 0 Time Warner Inc 887317303 910411 28300 SOLE (None) 28300 0 0 Torchmark Corp 891027104 238960 4000 SOLE (None) 4000 0 0 Total Sa 89151E109 1096340 20500 SOLE (None) 20500 0 0 Transocean Ltd H8817H100 1251180 18000 SOLE (None) 18000 0 0 Triquint Semiconductor Inc 89674K103 1741810 149000 SOLE (None) 149000 0 0 TRW AUTOMOTIVE HLDGS CP 87264S106 1554650 29500 SOLE (None) 29500 0 0 Tyco International Ltd H89128104 8462048 204200 SOLE (None) 204200 0 0 UDR Inc 902653104 221088 9400 SOLE (None) 9400 0 0 ULTRA PETROLEUM CP 903914109 697442 14600 SOLE (None) 14600 0 0 Ultra Real Estate ProShares 74347X625 1123764 22200 SOLE (None) 22200 0 0 UNDER ARMOUR INC 904311107 224844 4100 SOLE (None) 4100 0 0 Unilever Ltd NV 904784709 335980 10700 SOLE (None) 10700 0 0 Union Pacific 907818108 2418426 26100 SOLE (None) 26100 0 0 United Cont Hld 910047109 5414286 227300 SOLE (None) 227300 0 0 United Parcel Service Inc Cl B 911312106 2431430 33500 SOLE (None) 33500 0 0 United Technologies 913017109 1220160 15500 SOLE (None) 15500 0 0 UNUM GROUP 91529Y106 1034194 42700 SOLE (None) 42700 0 0 Urban Outfitters Inc 917047102 3000878 83800 SOLE (None) 83800 0 0 URS Cp 903236107 790590 19000 SOLE (None) 19000 0 0 US AIRWAYS GROUP INC 90341W108 660660 66000 SOLE (None) 66000 0 0 US OIL FUND ETF 91232N108 596700 15300 SOLE (None) 15300 0 0 US Steel Corp 912909108 5923788 101400 SOLE (None) 101400 0 0 Vale S A ADR 91912E105 6063578 175400 SOLE (None) 175400 0 0 VALEANT PHRM INT 91911K102 1768125 62500 SOLE (None) 62500 0 0 VANGUARD SPEC FDS REIT ETF 922908553 1135085 20500 SOLE (None) 20500 0 0 Ventas Inc 92276F100 2256640 43000 SOLE (None) 43000 0 0 Verifone Systems 92342Y109 906160 23500 SOLE (None) 23500 0 0 VF Cp 918204108 1827016 21200 SOLE (None) 21200 0 0 VISA Inc 92826C839 4602852 65400 SOLE (None) 65400 0 0 VMWARE INC CLASS A 928563402 6019207 67700 SOLE (None) 67700 0 0 Vodafone Gp Plc 92857W209 721812 27300 SOLE (None) 27300 0 0 Vornado Inc 929042109 1149954 13800 SOLE (None) 13800 0 0
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