Benchmark Ticker,Effective Date,Long/Short,Holding Number,Name,Ticker,Weight
CS13030,11/18/2011,Long,1,Exxon Mobil Corp.,XOM,0.037974202
CS13030,11/18/2011,Long,2,Apple Inc.,AAPL,0.036404276
CS13030,11/18/2011,Long,3,Chevron Corp.,CVX,0.021553869
CS13030,11/18/2011,Long,4,Microsoft Corp.,MSFT,0.020858579
CS13030,11/18/2011,Long,5,AT&T Inc.,T,0.019258341
CS13030,11/18/2011,Long,6,Coca-Cola Co.,KO,0.017828828
CS13030,11/18/2011,Long,7,Google Inc. Cl A,GOOG,0.01724236
CS13030,11/18/2011,Long,8,International Business Machines Corp.,IBM,0.016674449
CS13030,11/18/2011,Long,9,Philip Morris International Inc.,PM,0.015613586
CS13030,11/18/2011,Long,10,Intel Corp.,INTC,0.015433051
CS13030,11/18/2011,Long,11,Oracle Corp.,ORCL,0.013863461
CS13030,11/18/2011,Long,12,General Electric Co.,GE,0.012852249
CS13030,11/18/2011,Long,13,Schlumberger Ltd.,SLB,0.012692169
CS13030,11/18/2011,Long,14,ConocoPhillips,COP,0.012423044
CS13030,11/18/2011,Long,15,Procter & Gamble Co.,PG,0.012375261
CS13030,11/18/2011,Long,16,Johnson & Johnson,JNJ,0.011623605
CS13030,11/18/2011,Long,17,Wal-Mart Stores Inc.,WMT,0.011451409
CS13030,11/18/2011,Long,18,Wells Fargo & Co.,WFC,0.010585937
CS13030,11/18/2011,Long,19,Pfizer Inc.,PFE,0.010170255
CS13030,11/18/2011,Long,20,United Parcel Service Inc. Cl B,UPS,0.010150805
CS13030,11/18/2011,Long,21,Bank of America Corp.,BAC,0.009586854
CS13030,11/18/2011,Long,22,Caterpillar Inc.,CAT,0.009339243
CS13030,11/18/2011,Long,23,Comcast Corp. Cl A,CMCSA,0.008606113
CS13030,11/18/2011,Long,24,UnitedHealth Group Inc.,UNH,0.008209634
CS13030,11/18/2011,Long,25,VISA Inc. Cl A,V,0.007575248
CS13030,11/18/2011,Long,26,MasterCard Inc. Cl A,MA,0.007554094
CS13030,11/18/2011,Long,27,Eli Lilly & Co.,LLY,0.007498276
CS13030,11/18/2011,Long,28,Target Corp.,TGT,0.007432432
CS13030,11/18/2011,Long,29,Simon Property Group Inc.,SPG,0.007336758
CS13030,11/18/2011,Long,30,Apache Corp.,APA,0.00732941
CS13030,11/18/2011,Long,31,News Corp. Cl A,NWSA,0.007320044
CS13030,11/18/2011,Long,32,Costco Wholesale Corp.,COST,0.007302224
CS13030,11/18/2011,Long,33,JPMorgan Chase & Co.,JPM,0.00728547
CS13030,11/18/2011,Long,34,Accenture PLC Cl A,ACN,0.00721793
CS13030,11/18/2011,Long,35,Time Warner Inc.,TWX,0.007182993
CS13030,11/18/2011,Long,36,Halliburton Co.,HAL,0.006909874
CS13030,11/18/2011,Long,37,Gilead Sciences Inc.,GILD,0.006869479
CS13030,11/18/2011,Long,38,Lowe's Cos.,LOW,0.006782531
CS13030,11/18/2011,Long,39,Walgreen Co.,WAG,0.006781879
CS13030,11/18/2011,Long,40,Celgene Corp.,CELG,0.006589852
CS13030,11/18/2011,Long,41,Norfolk Southern Corp.,NSC,0.006350376
CS13030,11/18/2011,Long,42,WellPoint Inc.,WLP,0.006276052
CS13030,11/18/2011,Long,43,Dell Inc.,DELL,0.006211099
CS13030,11/18/2011,Long,44,CenturyLink Inc.,CTL,0.006068549
CS13030,11/18/2011,Long,45,FedEx Corp.,FDX,0.006039666
CS13030,11/18/2011,Long,46,priceline.com Inc.,PCLN,0.006011048
CS13030,11/18/2011,Long,47,Covidien PLC,COV,0.005992077
CS13030,11/18/2011,Long,48,Baker Hughes Inc.,BHI,0.005945616
CS13030,11/18/2011,Long,49,Cognizant Technology Solutions Corp.,CTSH,0.005929518
CS13030,11/18/2011,Long,50,Time Warner Cable Inc.,TWC,0.005913472
CS13030,11/18/2011,Long,51,Archer Daniels Midland Co.,ADM,0.005864324
CS13030,11/18/2011,Long,52,Prudential Financial Inc.,PRU,0.005847048
CS13030,11/18/2011,Long,53,Medco Health Solutions Inc.,MHS,0.005835671
CS13030,11/18/2011,Long,54,Lockheed Martin Corp.,LMT,0.005807043
CS13030,11/18/2011,Long,55,CSX Corp.,CSX,0.005800341
CS13030,11/18/2011,Long,56,American Electric Power Co. Inc.,AEP,0.00577472
CS13030,11/18/2011,Long,57,AFLAC Inc.,AFL,0.005759826
CS13030,11/18/2011,Long,58,McKesson Corp.,MCK,0.005755981
CS13030,11/18/2011,Long,59,Public Storage,PSA,0.005732373
CS13030,11/18/2011,Long,60,Cummins Inc.,CMI,0.005707082
CS13030,11/18/2011,Long,61,Yahoo! Inc.,YHOO,0.005617099
CS13030,11/18/2011,Long,62,Marathon Oil Corp.,MRO,0.005574429
CS13030,11/18/2011,Long,63,Consolidated Edison Inc.,ED,0.005566733
CS13030,11/18/2011,Long,64,Verizon Communications Inc.,VZ,0.005563909
CS13030,11/18/2011,Long,65,Lorillard Inc.,LO,0.005546561
CS13030,11/18/2011,Long,66,Kohl's Corp.,KSS,0.005511079
CS13030,11/18/2011,Long,67,HCP Inc.,HCP,0.005488779
CS13030,11/18/2011,Long,68,Bed Bath & Beyond Inc.,BBBY,0.005483359
CS13030,11/18/2011,Long,69,CBS Corp. Cl B,CBS,0.005481601
CS13030,11/18/2011,Long,70,Public Service Enterprise Group Inc.,PEG,0.005480673
CS13030,11/18/2011,Long,71,CME Group Inc. Cl A,CME,0.005479845
CS13030,11/18/2011,Long,72,Motorola Solutions Inc.,MSI,0.005407641
CS13030,11/18/2011,Long,73,Northrop Grumman Corp.,NOC,0.005400566
CS13030,11/18/2011,Long,74,Capital One Financial Corp.,COF,0.005375363
CS13030,11/18/2011,Long,75,Merck & Co. Inc.,MRK,0.005305839
CS13030,11/18/2011,Long,76,Humana Inc.,HUM,0.005304315
CS13030,11/18/2011,Long,77,Air Products & Chemicals Inc.,APD,0.005286423
CS13030,11/18/2011,Long,78,Cardinal Health Inc.,CAH,0.005284778
CS13030,11/18/2011,Long,79,Allstate Corp.,ALL,0.005254647
CS13030,11/18/2011,Long,80,Agilent Technologies Inc.,A,0.005241355
CS13030,11/18/2011,Long,81,Carnival Corp.,CCL,0.005209057
CS13030,11/18/2011,Long,82,Kroger Co.,KR,0.005199672
CS13030,11/18/2011,Long,83,Parker Hannifin Corp.,PH,0.005192285
CS13030,11/18/2011,Long,84,PPG Industries Inc.,PPG,0.005186975
CS13030,11/18/2011,Long,85,Entergy Corp.,ETR,0.005181514
CS13030,11/18/2011,Long,86,Edison International,EIX,0.005177715
CS13030,11/18/2011,Long,87,Host Hotels & Resorts Inc.,HST,0.005177434
CS13030,11/18/2011,Long,88,Nucor Corp.,NUE,0.005176558
CS13030,11/18/2011,Long,89,Mosaic Co.,MOS,0.005175895
CS13030,11/18/2011,Long,90,AON Corp.,AON,0.005148069
CS13030,11/18/2011,Long,91,Symantec Corp.,SYMC,0.005080795
CS13030,11/18/2011,Long,92,Discovery Communications Inc. Series A,DISCA,0.005001103
CS13030,11/18/2011,Long,93,C.H. Robinson Worldwide Inc.,CHRW,0.004988388
CS13030,11/18/2011,Long,94,O'Reilly Automotive Inc.,ORLY,0.004976504
CS13030,11/18/2011,Long,95,St. Jude Medical Inc.,STJ,0.004963632
CS13030,11/18/2011,Long,96,Whole Foods Market Inc.,WFM,0.00494099
CS13030,11/18/2011,Long,97,Wynn Resorts Ltd.,WYNN,0.004924608
CS13030,11/18/2011,Long,98,Health Care REIT Inc.,HCN,0.00490098
CS13030,11/18/2011,Long,99,Altria Group Inc.,MO,0.004899007
CS13030,11/18/2011,Long,100,Western Union Co.,WU,0.004890564
CS13030,11/18/2011,Long,101,Murphy Oil Corp.,MUR,0.004885648
CS13030,11/18/2011,Long,102,Baxter International Inc.,BAX,0.004885274
CS13030,11/18/2011,Long,103,Hartford Financial Services Group Inc.,HIG,0.004858881
CS13030,11/18/2011,Long,104,AmerisourceBergen Corp.,ABC,0.004857105
CS13030,11/18/2011,Long,105,Republic Services Inc.,RSG,0.004837216
CS13030,11/18/2011,Long,106,McDonald's Corp.,MCD,0.004832694
CS13030,11/18/2011,Long,107,CenterPoint Energy Inc.,CNP,0.004827122
CS13030,11/18/2011,Long,108,Fluor Corp.,FLR,0.004823595
CS13030,11/18/2011,Long,109,Chipotle Mexican Grill Inc.,CMG,0.004822176
CS13030,11/18/2011,Long,110,SunTrust Banks Inc.,STI,0.00482149
CS13030,11/18/2011,Long,111,Genuine Parts Co.,GPC,0.004813324
CS13030,11/18/2011,Long,112,PepsiCo Inc.,PEP,0.004776793
CS13030,11/18/2011,Long,113,Paccar Inc.,PCAR,0.004776753
CS13030,11/18/2011,Long,114,Xerox Corp.,XRX,0.004758758
CS13030,11/18/2011,Long,115,Cisco Systems Inc.,CSCO,0.0047536
CS13030,11/18/2011,Long,116,Becton Dickinson & Co.,BDX,0.004752702
CS13030,11/18/2011,Long,117,NYSE Euronext,NYX,0.004750971
CS13030,11/18/2011,Long,118,ConAgra Foods Inc.,CAG,0.004712854
CS13030,11/18/2011,Long,119,Helmerich & Payne Inc.,HP,0.004704301
CS13030,11/18/2011,Long,120,Abbott Laboratories,ABT,0.004687667
CS13030,11/18/2011,Long,121,CF Industries Holdings Inc.,CF,0.004679023
CS13030,11/18/2011,Long,122,Northeast Utilities,NU,0.004676958
CS13030,11/18/2011,Long,123,Tyson Foods Inc. Cl A,TSN,0.004665319
CS13030,11/18/2011,Long,124,Dover Corp.,DOV,0.004665121
CS13030,11/18/2011,Long,125,EQT Corp.,EQT,0.004644772
CS13030,11/18/2011,Long,126,Marathon Petroleum Corp.,MPC,0.004643506
CS13030,11/18/2011,Long,127,NiSource Inc.,NI,0.004642964
CS13030,11/18/2011,Long,128,Medtronic Inc.,MDT,0.004631775
CS13030,11/18/2011,Long,129,L-3 Communications Holdings Inc.,LLL,0.004626218
CS13030,11/18/2011,Long,130,McCormick & Co. Inc.,MKC,0.004626207
CS13030,11/18/2011,Long,131,Valero Energy Corp.,VLO,0.004618391
CS13030,11/18/2011,Long,132,KLA-Tencor Corp.,KLAC,0.004606466
CS13030,11/18/2011,Long,133,Textron Inc.,TXT,0.004596179
CS13030,11/18/2011,Long,134,BMC Software Inc.,BMC,0.004570912
CS13030,11/18/2011,Long,135,CMS Energy Corp.,CMS,0.004569684
CS13030,11/18/2011,Long,136,Moody's Corp.,MCO,0.004548588
CS13030,11/18/2011,Long,137,Computer Sciences Corp.,CSC,0.004543687
CS13030,11/18/2011,Long,138,Allegheny Technologies Inc.,ATI,0.004532442
CS13030,11/18/2011,Long,139,Boston Scientific Corp.,BSX,0.004523679
CS13030,11/18/2011,Long,140,Darden Restaurants Inc.,DRI,0.004512823
CS13030,11/18/2011,Long,141,Regions Financial Corp.,RF,0.004508407
CS13030,11/18/2011,Long,142,SLM Corp.,SLM,0.004504743
CS13030,11/18/2011,Long,143,Plum Creek Timber Co. Inc. REIT,PCL,0.004487177
CS13030,11/18/2011,Long,144,Integrys Energy Group Inc.,TEG,0.00448323
CS13030,11/18/2011,Long,145,Pepco Holdings Inc.,POM,0.004479718
CS13030,11/18/2011,Long,146,Sunoco Inc.,SUN,0.004460698
CS13030,11/18/2011,Long,147,Applied Materials Inc.,AMAT,0.004459509
CS13030,11/18/2011,Long,148,Qualcomm Inc.,QCOM,0.004456838
CS13030,11/18/2011,Long,149,Cerner Corp.,CERN,0.00445545
CS13030,11/18/2011,Long,150,Jabil Circuit Inc.,JBL,0.004445907
CS13030,11/18/2011,Long,151,Lincoln National Corp.,LNC,0.004423647
CS13030,11/18/2011,Long,152,Hormel Foods Corp.,HRL,0.004422714
CS13030,11/18/2011,Long,153,Harris Corp.,HRS,0.004419778
CS13030,11/18/2011,Long,154,Ryder System Inc.,R,0.00441846
CS13030,11/18/2011,Long,155,Coca-Cola Enterprises Inc.,CCE,0.004413544
CS13030,11/18/2011,Long,156,M&T Bank Corp.,MTB,0.004399286
CS13030,11/18/2011,Long,157,NASDAQ OMX Group Inc.,NDAQ,0.004386021
CS13030,11/18/2011,Long,158,Eastman Chemical Co.,EMN,0.004360062
CS13030,11/18/2011,Long,159,Dr Pepper Snapple Group Inc.,DPS,0.004358791
CS13030,11/18/2011,Long,160,Nabors Industries Ltd.,NBR,0.004352716
CS13030,11/18/2011,Long,161,Pitney Bowes Inc.,PBI,0.00433827
CS13030,11/18/2011,Long,162,Eaton Corp.,ETN,0.00433487
CS13030,11/18/2011,Long,163,Constellation Brands Inc. Cl A,STZ,0.004327046
CS13030,11/18/2011,Long,164,NRG Energy Inc.,NRG,0.004317802
CS13030,11/18/2011,Long,165,Bemis Co. Inc.,BMS,0.004313523
CS13030,11/18/2011,Long,166,Southwestern Energy Co.,SWN,0.004302547
CS13030,11/18/2011,Long,167,Leucadia National Corp.,LUK,0.004294002
CS13030,11/18/2011,Long,168,Supervalu Inc.,SVU,0.004287534
CS13030,11/18/2011,Long,169,Molex Inc.,MOLX,0.004284904
CS13030,11/18/2011,Long,170,CA Inc.,CA,0.004278105
CS13030,11/18/2011,Long,171,AutoNation Inc.,AN,0.004267771
CS13030,11/18/2011,Long,172,Coventry Health Care Inc.,CVH,0.004242954
CS13030,11/18/2011,Long,173,Safeway Inc.,SWY,0.004168915
CS13030,11/18/2011,Long,174,Goodyear Tire & Rubber Co.,GT,0.00416692
CS13030,11/18/2011,Long,175,Genworth Financial Inc. Cl A,GNW,0.004104825
CS13030,11/18/2011,Long,176,Washington Post Co. Cl B,WPO,0.004054297
CS13030,11/18/2011,Long,177,Cliffs Natural Resources Inc.,CLF,0.004041741
CS13030,11/18/2011,Long,178,Frontier Communications Corp.,FTR,0.004013942
CS13030,11/18/2011,Long,179,GameStop Corp. Cl A,GME,0.003980173
CS13030,11/18/2011,Long,180,MEMC Electronic Materials Inc.,WFR,0.003959766
CS13030,11/18/2011,Long,181,Abercrombie & Fitch Co.,ANF,0.003882642
CS13030,11/18/2011,Long,182,C.R. Bard Inc.,BCR,0.003800309
CS13030,11/18/2011,Long,183,Tesoro Corp.,TSO,0.003799449
CS13030,11/18/2011,Long,184,Alcoa Inc.,AA,0.003751281
CS13030,11/18/2011,Long,185,Peabody Energy Corp.,BTU,0.003708503
CS13030,11/18/2011,Long,186,SAIC Inc.,SAI,0.00363911
CS13030,11/18/2011,Long,187,Harman International Industries Inc.,HAR,0.003590846
CS13030,11/18/2011,Long,188,Macy's Inc.,M,0.003559493
CS13030,11/18/2011,Long,189,Citigroup Inc.,C,0.003531987
CS13030,11/18/2011,Long,190,Zions Bancorp,ZION,0.003514317
CS13030,11/18/2011,Long,191,AES Corp.,AES,0.003392278
CS13030,11/18/2011,Long,192,National Oilwell Varco Inc.,NOV,0.00328342
CS13030,11/18/2011,Long,193,Netflix Inc.,NFLX,0.003203671
CS13030,11/18/2011,Long,194,Amazon.com Inc.,AMZN,0.003190461
CS13030,11/18/2011,Long,195,Consol Energy Inc.,CNX,0.00318016
CS13030,11/18/2011,Long,196,Walt Disney Co.,DIS,0.003125073
CS13030,11/18/2011,Long,197,MetroPCS Communications Inc.,PCS,0.003085382
CS13030,11/18/2011,Long,198,Cablevision Systems Corp.,CVC,0.003080403
CS13030,11/18/2011,Long,199,J.C. Penney Co. Inc.,JCP,0.003079769
CS13030,11/18/2011,Long,200,Staples Inc.,SPLS,0.002965202
CS13030,11/18/2011,Long,201,PPL Corp.,PPL,0.002939676
CS13030,11/18/2011,Long,202,Occidental Petroleum Corp.,OXY,0.002908051
CS13030,11/18/2011,Long,203,United States Steel Corp.,X,0.002873395
CS13030,11/18/2011,Long,204,Discover Financial Services,DFS,0.002571317
CS13030,11/18/2011,Long,205,Freeport-McMoRan Copper & Gold Inc.,FCX,0.002512488
CS13030,11/18/2011,Long,206,Viacom Inc. Cl B,VIA/B,0.002350963
CS13030,11/18/2011,Long,207,Janus Capital Group Inc.,JNS,0.00225643
CS13030,11/18/2011,Long,208,United Technologies Corp.,UTX,0.002236151
CS13030,11/18/2011,Long,209,Pinnacle West Capital Corp.,PNW,0.002166779
CS13030,11/18/2011,Long,210,Tenet Healthcare Corp.,THC,0.002154853
CS13030,11/18/2011,Long,211,Campbell Soup Co.,CPB,0.001756996
CS13030,11/18/2011,Long,212,Chesapeake Energy Corp.,CHK,0.001723945
CS13030,11/18/2011,Long,213,Kraft Foods Inc. Cl A,KFT,0.001649955
CS13030,11/18/2011,Long,214,Hudson City Bancorp Inc.,HCBK,0.00162797
CS13030,11/18/2011,Long,215,General Dynamics Corp.,GD,0.00161926
CS13030,11/18/2011,Long,216,Williams Cos.,WMB,0.001557271
CS13030,11/18/2011,Long,217,MetLife Inc.,MET,0.001540155
CS13030,11/18/2011,Long,218,3M Co.,MMM,0.001482915
CS13030,11/18/2011,Long,219,Adobe Systems Inc.,ADBE,0.001392535
CS13030,11/18/2011,Long,220,Home Depot Inc.,HD,0.001213176
CS13030,11/18/2011,Long,221,Bristol-Myers Squibb Co.,BMY,0.001164844
CS13030,11/18/2011,Long,222,Union Pacific Corp.,UNP,0.001100876
CS13030,11/18/2011,Long,223,Monsanto Co.,MON,0.001073624
CS13030,11/18/2011,Long,224,Kimberly-Clark Corp.,KMB,0.001068535
CS13030,11/18/2011,Long,225,Sealed Air Corp.,SEE,0.001068283
CS13030,11/18/2011,Long,226,Hewlett-Packard Co.,HPQ,0.001006796
CS13030,11/18/2011,Long,227,First Horizon National Corp.,FHN,0.000982944
CS13030,11/18/2011,Long,228,Amgen Inc.,AMGN,0.000866696
CS13030,11/18/2011,Long,229,IntercontinentalExchange Inc.,ICE,0.000815454
CS13030,11/18/2011,Long,230,Motorola Mobility Holdings Inc.,MMI,0.000772306
CS13030,11/18/2011,Long,231,Autodesk Inc.,ADSK,0.000687901
CS13030,11/18/2011,Long,232,American Express Co.,AXP,0.000642377
CS13030,11/18/2011,Long,233,CVS Caremark Corp.,CVS,0.000624554
CS13030,11/18/2011,Long,234,Goldman Sachs Group Inc.,GS,0.000619168
CS13030,11/18/2011,Long,235,Avon Products Inc.,AVP,0.000581322
CS13030,11/18/2011,Long,236,DTE Energy Co.,DTE,0.000580114
CS13030,11/18/2011,Long,237,EMC Corp.,EMC,0.000454586
CS13030,11/18/2011,Long,238,Boeing Co.,BA,0.000442421
CS13030,11/18/2011,Long,239,U.S. Bancorp,USB,0.000300406
CS13030,11/18/2011,Long,240,KeyCorp,KEY,0.000198721
CS13030,11/18/2011,Long,241,Colgate-Palmolive Co.,CL,0.000174111
CS13030,11/18/2011,Long,242,LSI Corp.,LSI,0.000147533
CS13030,11/18/2011,Long,243,Tyco International Ltd.,TYC,0.000124612
CS13030,11/18/2011,Long,244,People's United Financial Inc.,PBCT,1.86364E-05
CS13030,11/18/2011,Short,1,Ford Motor Co.,F,-0.000125542
CS13030,11/18/2011,Short,2,Jacobs Engineering Group Inc.,JEC,-0.000267157
CS13030,11/18/2011,Short,3,Honeywell International Inc.,HON,-0.000304815
CS13030,11/18/2011,Short,4,Anadarko Petroleum Corp.,APC,-0.000399321
CS13030,11/18/2011,Short,5,PNC Financial Services Group Inc.,PNC,-0.000461898
CS13030,11/18/2011,Short,6,Southern Co.,SO,-0.00054447
CS13030,11/18/2011,Short,7,eBay Inc.,EBAY,-0.000587436
CS13030,11/18/2011,Short,8,Life Technologies Corp.,LIFE,-0.000655389
CS13030,11/18/2011,Short,9,American International Group Inc.,AIG,-0.000697298
CS13030,11/18/2011,Short,10,DIRECTV Group Inc.,DTV,-0.000749589
CS13030,11/18/2011,Short,11,Texas Instruments Inc.,TXN,-0.000786804
CS13030,11/18/2011,Short,12,AutoZone Inc.,AZO,-0.000845014
CS13030,11/18/2011,Short,13,J.M. Smucker Co.,SJM,-0.000877966
CS13030,11/18/2011,Short,14,Deere & Co.,DE,-0.000890348
CS13030,11/18/2011,Short,15,Dow Chemical Co.,DOW,-0.001051399
CS13030,11/18/2011,Short,16,Starbucks Corp.,SBUX,-0.0010997
CS13030,11/18/2011,Short,17,Praxair Inc.,PX,-0.001131333
CS13030,11/18/2011,Short,18,Johnson Controls Inc.,JCI,-0.0013196
CS13030,11/18/2011,Short,19,Mead Johnson Nutrition Co.,MJN,-0.001355122
CS13030,11/18/2011,Short,20,Dominion Resources Inc. (Virginia),D,-0.001455225
CS13030,11/18/2011,Short,21,FirstEnergy Corp.,FE,-0.001539711
CS13030,11/18/2011,Short,22,Biogen Idec Inc.,BIIB,-0.001563259
CS13030,11/18/2011,Short,23,Allergan Inc.,AGN,-0.001580743
CS13030,11/18/2011,Short,24,Bank of New York Mellon Corp.,BK,-0.001621599
CS13030,11/18/2011,Short,25,International Game Technology,IGT,-0.001647651
CS13030,11/18/2011,Short,26,Morgan Stanley,MS,-0.00167583
CS13030,11/18/2011,Short,27,Automatic Data Processing Inc.,ADP,-0.001689729
CS13030,11/18/2011,Short,28,Roper Industries Inc.,ROP,-0.001706175
CS13030,11/18/2011,Short,29,Akamai Technologies Inc.,AKAM,-0.001712539
CS13030,11/18/2011,Short,30,Salesforce.com Inc.,CRM,-0.002005791
CS13030,11/18/2011,Short,31,TJX Cos.,TJX,-0.00201116
CS13030,11/18/2011,Short,32,Charles Schwab Corp.,SCHW,-0.002105524
CS13030,11/18/2011,Short,33,State Street Corp.,STT,-0.002197195
CS13030,11/18/2011,Short,34,Hess Corp.,HES,-0.002222494
CS13030,11/18/2011,Short,35,NetApp Inc.,NTAP,-0.002229655
CS13030,11/18/2011,Short,36,Equifax Inc.,EFX,-0.002278078
CS13030,11/18/2011,Short,37,El Paso Corp.,EP,-0.002379342
CS13030,11/18/2011,Short,38,Compuware Corp.,CPWR,-0.002398415
CS13030,11/18/2011,Short,39,Microchip Technology Inc.,MCHP,-0.00239876
CS13030,11/18/2011,Short,40,Citrix Systems Inc.,CTXS,-0.002466755
CS13030,11/18/2011,Short,41,Iron Mountain Inc.,IRM,-0.002474293
CS13030,11/18/2011,Short,42,Noble Energy Inc.,NBL,-0.002565323
CS13030,11/18/2011,Short,43,Goodrich Corp.,GR,-0.002597748
CS13030,11/18/2011,Short,44,Cigna Corp.,CI,-0.002620545
CS13030,11/18/2011,Short,45,Avalonbay Communities Inc.,AVB,-0.002641862
CS13030,11/18/2011,Short,46,Stericycle Inc.,SRCL,-0.002648878
CS13030,11/18/2011,Short,47,McGraw-Hill Cos.,MHP,-0.002720378
CS13030,11/18/2011,Short,48,Cameron International Corp.,CAM,-0.002778492
CS13030,11/18/2011,Short,49,Boston Properties Inc.,BXP,-0.002787752
CS13030,11/18/2011,Short,50,Beam Inc.,BEAM,-0.002793495
CS13030,11/18/2011,Short,51,Estee Lauder Cos. Inc.,EL,-0.00281486
CS13030,11/18/2011,Short,52,Altera Corp.,ALTR,-0.002850836
CS13030,11/18/2011,Short,53,Flowserve Corp.,FLS,-0.002868972
CS13030,11/18/2011,Short,54,ProLogis Inc.,PLD,-0.002924206
CS13030,11/18/2011,Short,55,Range Resources Corp.,RRC,-0.002928196
CS13030,11/18/2011,Short,56,Loews Corp.,L,-0.002961635
CS13030,11/18/2011,Short,57,Sigma-Aldrich Corp.,SIAL,-0.002969163
CS13030,11/18/2011,Short,58,VF Corp.,VFC,-0.002995666
CS13030,11/18/2011,Short,59,Stanley Black & Decker Inc.,SWK,-0.003005216
CS13030,11/18/2011,Short,60,Rockwell Collins Inc.,COL,-0.003014434
CS13030,11/18/2011,Short,61,Fastenal Co.,FAST,-0.003022437
CS13030,11/18/2011,Short,62,Molson Coors Brewing Co. Cl B,TAP,-0.003039087
CS13030,11/18/2011,Short,63,Pioneer Natural Resources Co.,PXD,-0.003043649
CS13030,11/18/2011,Short,64,Sara Lee Corp.,SLE,-0.003062007
CS13030,11/18/2011,Short,65,Sprint Nextel Corp.,S,-0.003069137
CS13030,11/18/2011,Short,66,Alpha Natural Resources Inc.,ANR,-0.00307863
CS13030,11/18/2011,Short,67,Northern Trust Corp.,NTRS,-0.003083229
CS13030,11/18/2011,Short,68,Noble Corp.,NE,-0.003092226
CS13030,11/18/2011,Short,69,Marriott International Inc. Cl A,MAR,-0.003117497
CS13030,11/18/2011,Short,70,Family Dollar Stores Inc.,FDO,-0.003123907
CS13030,11/18/2011,Short,71,Hasbro Inc.,HAS,-0.00312983
CS13030,11/18/2011,Short,72,Vulcan Materials Co.,VMC,-0.00313573
CS13030,11/18/2011,Short,73,Red Hat Inc.,RHT,-0.003147257
CS13030,11/18/2011,Short,74,Quest Diagnostics Inc.,DGX,-0.003183896
CS13030,11/18/2011,Short,75,FMC Technologies Inc.,FTI,-0.003255728
CS13030,11/18/2011,Short,76,Xilinx Inc.,XLNX,-0.003263493
CS13030,11/18/2011,Short,77,JDS Uniphase Corp.,JDSU,-0.003266457
CS13030,11/18/2011,Short,78,PerkinElmer Inc.,PKI,-0.003273047
CS13030,11/18/2011,Short,79,CarMax Inc.,KMX,-0.003303105
CS13030,11/18/2011,Short,80,Sherwin-Williams Co.,SHW,-0.003345109
CS13030,11/18/2011,Short,81,Wisconsin Energy Corp.,WEC,-0.00338816
CS13030,11/18/2011,Short,82,CBRE Group Inc. Cl A,CBG,-0.003423718
CS13030,11/18/2011,Short,83,VeriSign Inc.,VRSN,-0.003433458
CS13030,11/18/2011,Short,84,Apollo Group Inc. Cl A,APOL,-0.003447949
CS13030,11/18/2011,Short,85,Newfield Exploration Co.,NFX,-0.003456583
CS13030,11/18/2011,Short,86,DaVita Inc.,DVA,-0.003477163
CS13030,11/18/2011,Short,87,FMC Corp.,FMC,-0.00348597
CS13030,11/18/2011,Short,88,Quanta Services Inc.,PWR,-0.003503626
CS13030,11/18/2011,Short,89,CareFusion Corp.,CFN,-0.00351663
CS13030,11/18/2011,Short,90,Newell Rubbermaid Inc.,NWL,-0.003523912
CS13030,11/18/2011,Short,91,Comerica Inc.,CMA,-0.003530091
CS13030,11/18/2011,Short,92,International Flavors & Fragrances Inc.,IFF,-0.003533425
CS13030,11/18/2011,Short,93,Rowan Cos. Inc.,RDC,-0.00353487
CS13030,11/18/2011,Short,94,Western Digital Corp.,WDC,-0.003547273
CS13030,11/18/2011,Short,95,Hospira Inc.,HSP,-0.003551003
CS13030,11/18/2011,Short,96,Flir Systems Inc.,FLIR,-0.003551114
CS13030,11/18/2011,Short,97,Whirlpool Corp.,WHR,-0.003562711
CS13030,11/18/2011,Short,98,Tellabs Inc.,TLAB,-0.003630468
CS13030,11/18/2011,Short,99,Legg Mason Inc.,LM,-0.003634659
CS13030,11/18/2011,Short,100,Owens-Illinois Inc.,OI,-0.003668679
CS13030,11/18/2011,Short,101,Teradyne Inc.,TER,-0.003670604
CS13030,11/18/2011,Short,102,Pall Corp.,PLL,-0.003673482
CS13030,11/18/2011,Short,103,D.R. Horton Inc.,DHI,-0.003675948
CS13030,11/18/2011,Short,104,Teco Energy Inc.,TE,-0.003679805
CS13030,11/18/2011,Short,105,MeadWestvaco Corp.,MWV,-0.003731411
CS13030,11/18/2011,Short,106,Patterson Cos. Inc.,PDCO,-0.003731537
CS13030,11/18/2011,Short,107,Torchmark Corp.,TMK,-0.003740528
CS13030,11/18/2011,Short,108,Masco Corp.,MAS,-0.003746666
CS13030,11/18/2011,Short,109,Titanium Metals Corp.,TIE,-0.003830982
CS13030,11/18/2011,Short,110,PulteGroup Inc.,PHM,-0.003834353
CS13030,11/18/2011,Short,111,Lennar Corp. Cl A,LEN,-0.003846042
CS13030,11/18/2011,Short,112,Lexmark International Inc.,LXK,-0.003891204
CS13030,11/18/2011,Short,113,Novellus Systems Inc.,NVLS,-0.003901636
CS13030,11/18/2011,Short,114,AK Steel Holding Corp.,AKS,-0.003942997
CS13030,11/18/2011,Short,115,Micron Technology Inc.,MU,-0.004331897