IQ Merger Arbitrage Index,,,,,,,,,,50000000000
February 2012 Rebalance Effective Open: 2/6/2012,,,,,,,,,,
ID,Sedol,CUSIP,ISIN,,Name,Weight,Price 1/31/2012,Shares,,
B28VM91,B28VM91,#N/A,US74347R3396,UNITED STATES,ProShares UltraShort MSCI EAFE,2.99%,23.21,64342541.9,,
B196VN5,B196VN5,#N/A,US74347R8833,UNITED STATES,ProShares UltraShort S&P500,2.99%,17.63,84707339.61,,
B1MYR49,B1MYR49,#N/A,US4642886794,UNITED STATES,iShares Barclays Short Treasury Bond Fund,0.24%,110.21,1078194.81,,
B4X59C4,B4X59C4,#N/A,AU000000AZT0,AUSTRALIA,Aston Resources Ltd.,0.26%,10.191772,12823173.28,,
2984533,2984533,09534T50,US09534T5083,UNITED STATES,Blue Coat Systems Inc.,1.08%,25.76,20889975.84,,
B0H9BF1,B0H9BF1,19238U10,US19238U1079,UNITED STATES,Cogdell Spencer Inc.,0.29%,4.25,33772120.81,,
B3MMKF9,B3MMKF9,21257W10,US21257W1053,UNITED STATES,Convio Inc.,0.54%,15.93,16953930.02,,
2261957,2261957,24713110,US2471311058,UNITED STATES,Delphi Financial Group Inc. Cl A,1.76%,44.51,19792945.53,,
B23X496,B23X496,24802R50,US24802R5063,UNITED STATES,DemandTec Inc.,0.31%,13.18,11618062.86,,
2295945,2295945,28336L10,US28336L1098,UNITED STATES,El Paso Corp.,9.58%,26.87,178212650,,
6368854,6368854,#N/A,KYG3108S1066,HONG KONG,ERA Mining Machinery Ltd.,0.66%,0.11090335,2979105882,,
2602073,2602073,29877410,CA2987741006,CANADA,European Goldfields Ltd.,0.47%,12.783566,18439388.23,,
6508746,6508746,#N/A,AU000000FMS9,AUSTRALIA,Flinders Mines Ltd.,1.49%,0.3135112,2378447435,,
2368290,2368290,37320030,US3732003021,UNITED STATES,Georgia Gulf Corp.,0.66%,35.05,9437418.424
2377809,2377809,38238810,US3823881061,UNITED STATES,Goodrich Corp.,10.53%,124.75,42199174.64
B0131S2,B0131S2,38655X10,CA38655X1050,CANADA,Grande Cache Coal Corp.,0.47%,9.582688,24402579.2
2411097,2411097,41282410,US4128241043,UNITED STATES,Harleysville Group Inc.,0.91%,56.52,8022443.438
2613990,2613990,45232710,US4523271090,UNITED STATES,Illumina Inc.,10.61%,51.86,102259303.7
B00BXK3,B00BXK3,45719T10,US45719T1034,UNITED STATES,Inhibitex Inc.,2.45%,25.52,48081470.13
B16MJS7,B16MJS7,54352430,US5435243002,UNITED STATES,LoopNet Inc.,0.62%,16.06,19371958.19
2814265,2814265,55918110,US5591811022,UNITED STATES,Magma Design Automation Inc.,0.28%,7.16,19469740.8
2954019,2954019,58405U10,US58405U1025,UNITED STATES,Medco Health Solutions Inc.,6.02%,62.02,48524819.52
B14PWM3,B14PWM3,59509C10,US59509C1053,UNITED STATES,Micromet Inc.,4.00%,10.93,182952410.2
2277299,2277299,60290010,CA6029001022,CANADA,Minefinders Corp. Ltd.,0.97%,14.149673,34217607.08
B4NHDJ5,B4NHDJ5,62009710,US6200971058,UNITED STATES,Motorola Mobility Holdings Inc.,7.55%,38.63,97677838.35
B01S2N9,B01S2N9,64118B10,US64118B1008,UNITED STATES,NetLogic Microsystems Inc.,4.52%,49.8,45411559.71
2650748,2650748,67000810,US6700081010,UNITED STATES,Novellus Systems Inc.,2.09%,47.15,22202519.04
B23CN96,B23CN96,71714F10,US71714F1049,UNITED STATES,PharMerica Corp.,0.46%,12.55,18389372.48
B66M3X5,B66M3X5,74386V10,CA74386V1004,CANADA,Provident Energy Ltd.,0.99%,11.188113,44128101.71
B57QXJ5,B57QXJ5,74733X10,CA74733X1069,CANADA,Quadra FNX Mining Ltd.,2.44%,14.997257,81499593.51
B1XML62,B1XML62,74972L10,US74972L1026,UNITED STATES,RSC Holdings Inc.,1.36%,21.19,31986993.37
6774730,6774730,J6730611,JP3329200004,JAPAN,Sankei Building Co. Ltd.,0.27%,9.665574,14072200.67
B29T0H8,B29T0H8,83437650,US8343765017,UNITED STATES,Solutia Inc.,1.57%,27.5,28633942.36
2233848,2233848,83568G10,US83568G1040,UNITED STATES,SonoSite Inc.,0.48%,53.91,4493837.631
2831844,2831844,84403010,US8440301062,UNITED STATES,Southern Union Co.,4.68%,43.37,53926374.35
B29GLC1,B29GLC1,86459610,US8645961017,UNITED STATES,SuccessFactors Inc.,1.92%,39.8,24090458.43
6246518,6246518,#N/A,AU000000SDL6,AUSTRALIA,Sundance Resources Ltd.,0.85%,0.4569825,935237814.2
2883395,2883395,87986810,US8798681073,UNITED STATES,Temple-Inland Inc.,4.07%,31.89,63770275.86
2887900,2887900,88431510,US8843151023,UNITED STATES,Thomas & Betts Corp.,1.17%,71.39,8199268.113
2900614,2900614,89352110,US8935211040,UNITED STATES,TransAtlantic Holdings Inc.,2.98%,55.45,26842464.01
2931205,2931205,92916010,US9291601097,UNITED STATES,Vulcan Materials Co.,1.33%,43.86,15209386.9
B1FY8X2,B1FY8X2,#N/A,NL0009412683,NETHERLANDS,Wavin N.V.,0.64%,11.9909,26541604.79
B1HDM13,B1HDM13,97428030,US9742803078,UNITED STATES,Winn-Dixie Stores Inc.,0.46%,9.45,24486335.52