0000919574-11-004884.txt : 20110815
0000919574-11-004884.hdr.sgml : 20110815
20110815162218
ACCESSION NUMBER: 0000919574-11-004884
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TWO SIGMA ADVISERS, LLC
CENTRAL INDEX KEY: 0001478735
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14367
FILM NUMBER: 111036678
BUSINESS ADDRESS:
STREET 1: 379 WEST BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10012
BUSINESS PHONE: 212-625-5700
MAIL ADDRESS:
STREET 1: 379 WEST BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10012
13F-HR
1
d1218656_13f-hr.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F Cover Page
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment: |_|; Amendment Number: ___
This Amendment (Check only one): |_| is a restatement
|_| adds new holding entries.
Institutional Manager Filing this Report:
Name: Two Sigma Advisers, LLC
Address: 379 West Broadway
5th Floor
New York, New York 10012
13F File Number: 028-14367
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: Matthew B. Siano, Esq.
Title: General Counsel
Phone: (212) 625-5712
Signature, Place and Date of Signing:
/s/ Matthew B. Siano New York, New York August 15, 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 managers(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).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 999
Form 13F Information Table Value Total: $1,089,739
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
* 028-14387 Two Sigma Constellation US Master Fund, Ltd.
* 028-14405 Two Sigma U.S. All Cap Core Equity Fund, LP
* 028-14382 Two Sigma U.S. Small Cap Core Equity Fund, LP
---- ---------------- -----------------------------------------------
* This Form 13F holdings report is being filed on behalf of Two Sigma
Advisers, LLC ("Advisers"). Advisers serves as the sole investment manager
of (i) Two Sigma Constellation US Master Fund, Ltd. ("Constellation"),
Two Sigma U.S. All Cap Core Equity Fund, LP ("All Cap") and Two Sigma U.S.
Small Cap Core Equity Fund, LP ("Small Cap"), three investment entities
that are managed by Advisers, each of which may be deemed to be "other
managers" for purposes of this Form 13F report and (ii) Two Sigma Genesis
Portfolio, LLC ("Genesis") and Two Sigma U.S. Large Cap Core Equity Master
Fund, Ltd. ("Large Cap"), two investment entities that are managed by
Advisers, each of which may not presently be deemed to be "other managers"
for purposes of this Form 13F report. Advisers, rather than Constellation,
All Cap, Small Cap, Genesis or Large Cap, exercises sole investment
discretion and voting authority over the securities held in the various
accounts of Constellation, All Cap, Small Cap, Genesis and Large Cap.
An affiliate of Advisers, TS Holdings VC Acquisition Vehicle II, LLC ("VC
Acquisition"), holds 250,000 shares of Exceed Company Ltd (Title of Class
SHS, CUSIP G32335104, value $1,975,000), which are not reported on this
13F holdings report because VC Acquisition, rather than Advisers,
exercises sole investment discretion and voting authority over such
securities.
FORM 13F INFORMATION TABLE
Two Sigma Advisers, LLC
June 30, 2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (X1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE
1-800-FLOWERS.COM INC-CL A COM 68243Q106 33 10,500 SOLE * 10,500 0 0
AAR CORP COM 000361105 220 8,100 SOLE * 8,100 0 0
AARON'S INC COM 002535300 212 7,500 SOLE * 7,500 0 0
ABB LTD-SPON ADR ADR 000375204 1,765 68,000 SOLE * 68,000 0 0
ABBOTT LABS COM 002824100 3,699 70,300 SOLE * 70,300 0 0
ABITIBIBOWATER INC/NEW COM 003687209 820 40,400 SOLE * 40,400 0 0
ABOVENET INC COM 00374N107 281 4,000 SOLE * 4,000 0 0
ACCELRYS INC COM 00430U103 97 13,575 SOLE * 13,575 0 0
ACCURIDE CORP COM 00439T206 559 44,300 SOLE * 44,300 0 0
ACE LTD COM H0023R105 383 5,810 SOLE * 5,810 0 0
ACI WORLDWIDE INC COM 004498101 547 16,200 SOLE * 16,200 0 0
ACME PACKET INC COM 004764106 429 6,120 SOLE * 6,120 0 0
ACTUANT CORP - CL A COM 00508X203 956 35,600 SOLE * 35,600 0 0
ACTUATE CORP COM 00508B102 233 39,873 SOLE * 39,873 0 0
ACUITY BRANDS INC COM 00508Y102 731 13,100 SOLE * 13,100 0 0
ACXIOM CORP COM 005125109 799 60,900 SOLE * 60,900 0 0
ADOBE SYSTEMS INC COM 00724F101 5,092 161,920 SOLE * 161,920 0 0
ADVANCE AMERICA CASH ADVANCE COM 00739W107 232 33,700 SOLE * 33,700 0 0
ADVANCED BATTERY TECHNOLOGIE COM 00752H102 30 30,400 SOLE * 30,400 0 0
ADVENT SOFTWARE INC COM 007974108 361 12,800 SOLE * 12,800 0 0
AEROPOSTAL INC COM 007865108 289 16,500 SOLE * 16,500 0 0
AES CORP COM 00130H105 445 35,000 SOLE * 35,000 0 0
AFC ENTERPRISES COM 00104Q107 200 12,155 SOLE * 12,155 0 0
AFFYMETRIX INC COM 00826T108 135 16,900 SOLE * 16,900 0 0
AFLAC INC COM 001055102 2,215 47,451 SOLE * 47,451 0 0
AGCO CORP COM 001084102 3,776 76,500 SOLE * 76,500 0 0
AGILYSYS INC COM 00847J105 96 11,500 SOLE * 11,500 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 951 9,949 SOLE * 9,949 0 0
AIR TRANSPORT SERVICES GROUP COM 00922R105 298 43,600 SOLE * 43,600 0 0
AIRGAS INC COM 009363102 924 13,200 SOLE * 13,200 0 0
AKAMAI TECHNOLOGIES COM 00971T101 1,093 34,746 SOLE * 34,746 0 0
ALASKA AIRGROUP INC COM 011659109 2,060 30,100 SOLE * 30,100 0 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 147 16,575 SOLE * 16,575 0 0
ALBEMARLE CORP COM 012653101 256 3,700 SOLE * 3,700 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 687 14,610 SOLE * 14,610 0 0
ALKERMES INC COM 01642T108 445 23,900 SOLE * 23,900 0 0
ALLERGAN INC COM 018490102 291 3,500 SOLE * 3,500 0 0
ALLIANCE HEALTHCARE SERVICES I COM 018606202 118 30,900 SOLE * 30,900 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100 469 9,400 SOLE * 9,400 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 736 9,500 SOLE * 9,500 0 0
ALLIANT ENERGY CORP COM 018802108 818 20,100 SOLE * 20,100 0 0
ALLIED HEALTHCARE INTL INC COM 01923A109 90 36,200 SOLE * 36,200 0 0
ALLSTATE CORP COM 020002101 699 22,900 SOLE * 22,900 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 428 9,427 SOLE * 9,427 0 0
ALTERA CORP COM 021441100 931 20,100 SOLE * 20,100 0 0
ALTRIA GROUP INC COM 02209S103 4,045 153,151 SOLE * 153,151 0 0
AMAZON.COM INC COM 023135106 471 2,300 SOLE * 2,300 0 0
AMBASSADORS GROUP INC COM 023177108 135 15,200 SOLE * 15,200 0 0
AMDOCS LTD COM G02602103 2,136 70,300 SOLE * 70,300 0 0
AMER FST TAX EX INVESTORS LP COM 02364V107 679 123,100 SOLE * 123,100 0 0
AMERICA FIRST MORTGAGE INVST COM 55272X102 948 117,900 SOLE * 117,900 0 0
AMERICAN ASSETS TRUST INC COM 024013104 1,019 45,400 SOLE * 45,400 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,132 114,000 SOLE * 114,000 0 0
AMERICAN DENTAL PARTNERS INC COM 025353103 298 23,000 SOLE * 23,000 0 0
AMERICAN ELECTRIC POWER COM 025537101 926 24,600 SOLE * 24,600 0 0
AMERICAN EXPRESS COMPANY COM 025816109 348 6,740 SOLE * 6,740 0 0
AMERICAN SCIENCE & ENGINEERI COM 029429107 288 3,600 SOLE * 3,600 0 0
AMERICAN SOFTWARE -CL A COM 029683109 137 16,440 SOLE * 16,440 0 0
AMERICAN TOWER CORP - CL-A COM 029912201 5,707 109,048 SOLE * 109,048 0 0
AMERIGAS PARTNERS-LP COM 030975106 410 9,100 SOLE * 9,100 0 0
AMERIGROUP CORP COM 03073T102 387 5,500 SOLE * 5,500 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 957 16,600 SOLE * 16,600 0 0
AMERISOURCEBERGEN CORP COM 03073E105 475 11,476 SOLE * 11,476 0 0
AMERISTAR CASINOS INC COM 03070Q101 1,150 48,500 SOLE * 48,500 0 0
AMPHENOL CORP-CL A COM 032095101 271 5,026 SOLE * 5,026 0 0
ANADARKO PETROLEUM CORP COM 032511107 14,323 186,600 SOLE * 186,600 0 0
ANALOG DEVICES COM 032654105 597 15,265 SOLE * 15,265 0 0
ANCESTRY.COM INC COM 032803108 355 8,580 SOLE * 8,580 0 0
ANGIODYNAMICS INC COM 03475V101 299 20,987 SOLE * 20,987 0 0
ANGLOGOLD ASHANTI - SPON ADR ADR 035128206 829 19,700 SOLE * 19,700 0 0
ANHEUSER-BUSCH INBEV SPN ADR ADR 03524A108 345 5,950 SOLE * 5,950 0 0
ANNALY CAPITAL MANAGEMENT INC COM 035710409 4,395 243,617 SOLE * 243,617 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 285 38,000 SOLE * 38,000 0 0
AOL INC COM 00184X105 2,457 123,700 SOLE * 123,700 0 0
AON CORP COM 037389103 2,219 43,263 SOLE * 43,263 0 0
APAC TELESERVICES INC COM 00185E106 81 15,300 SOLE * 15,300 0 0
APACHE CORP COM 037411105 3,201 25,940 SOLE * 25,940 0 0
APARTMENT INVT & MGMT CO - A COM 03748R101 2,482 97,222 SOLE * 97,222 0 0
APOLLO GROUP INC - CL A COM 037604105 275 6,300 SOLE * 6,300 0 0
APPLE INC COM 037833100 6,742 20,087 SOLE * 20,087 0 0
APPLIED MATERIALS INC COM 038222105 3,824 293,900 SOLE * 293,900 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W406 180 20,300 SOLE * 20,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 416 13,813 SOLE * 13,813 0 0
AREC CAPITAL CORP COM 04010L103 1,012 62,974 SOLE * 62,974 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 364 7,980 SOLE * 7,980 0 0
ARTHROCARE CORP COM 043136100 502 15,000 SOLE * 15,000 0 0
ASCENA RETAIL GROUP INC COM 04351G101 341 10,009 SOLE * 10,009 0 0
ASCENT CAPITAL GRP INC COM 043632108 562 10,600 SOLE * 10,600 0 0
ASHFORD HOSPITALITY TRUST COM 044103109 428 34,400 SOLE * 34,400 0 0
ASHLAND INC COM 044209104 700 10,822 SOLE * 10,822 0 0
ASML HOLDING NV-NY REG SHS COM N07059186 739 19,991 SOLE * 19,991 0 0
ASPEN TECH INC COM 045327103 811 47,200 SOLE * 47,200 0 0
ASSISTED LIVING CONCEPTS I-A COM 04544X300 357 21,260 SOLE * 21,260 0 0
ASSURANT INC COM 04621X108 2,684 74,000 SOLE * 74,000 0 0
ASTRAZENECA PLC SPONS ADR ADR 046353108 11,696 233,600 SOLE * 233,600 0 0
AT&T INC COM 00206R102 2,350 74,822 SOLE * 74,822 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 785 13,200 SOLE * 13,200 0 0
ATMOS ENERGY CORP COM 049560105 452 13,593 SOLE * 13,593 0 0
AUDIOVOX CORP-CL A COM 050757103 250 33,100 SOLE * 33,100 0 0
AUTODESK INC COM 052769106 285 7,404 SOLE * 7,404 0 0
AUTOZONE COM 053332102 11,204 38,000 SOLE * 38,000 0 0
AVALONBAY COMMUNITIES INC COM 053484101 259 2,015 SOLE * 2,015 0 0
AVIS BUDGET GROUP INC COM 053774105 3,146 184,096 SOLE * 184,096 0 0
AVISTA CORP COM 05379B107 389 15,127 SOLE * 15,127 0 0
AVON PRODUCTS INC COM 054303102 454 16,200 SOLE * 16,200 0 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 502 16,200 SOLE * 16,200 0 0
BAKER HUGHES INC COM 057224107 1,404 19,359 SOLE * 19,359 0 0
BANCO BRADESCO-SPONSORED ADR ADR 059460303 410 20,000 SOLE * 20,000 0 0
BANCO MACRO SA-ADR ADR 05961W105 271 7,200 SOLE * 7,200 0 0
BANCO SANTANDER BRASIL-ADS ADR 05967A107 487 41,600 SOLE * 41,600 0 0
BANCO SANTANDER CEN-SPON ADR ADR 05964H105 395 34,328 SOLE * 34,328 0 0
BANCORP BANK/THE COM 05969A105 121 11,600 SOLE * 11,600 0 0
BANCORPSOUTH INC COM 059692103 456 36,760 SOLE * 36,760 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1,984 77,444 SOLE * 77,444 0 0
BANKFINANCIAL CORP COM 06643P104 89 10,500 SOLE * 10,500 0 0
BARD CR INC COM 067383109 401 3,647 SOLE * 3,647 0 0
BARRICK GOLD CORP USD COM 067901108 2,020 44,604 SOLE * 44,604 0 0
BAXTER INTERNATIONAL COM 071813109 785 13,162 SOLE * 13,162 0 0
BBVA BANCO FRANCES SA - ADR ADR 07329M100 233 22,600 SOLE * 22,600 0 0
BEACON ROOFING SUPPLY INC COM 073685109 398 17,450 SOLE * 17,450 0 0
BECKMAN COULTER INC COM 075811109 668 8,000 SOLE * 8,000 0 0
BECTON DICKINSON & CO COM 075887109 742 8,600 SOLE * 8,600 0 0
BED BATH AND BEYOND INC COM 075896100 337 5,772 SOLE * 5,772 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 112 13,600 SOLE * 13,600 0 0
BENIHANA INC - CL A COM 082047200 154 14,700 SOLE * 14,700 0 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 2,592 33,494 SOLE * 33,494 0 0
BEST BUY COMPANY INC COM 086516101 2,181 69,420 SOLE * 69,420 0 0
BGC PARTNERS INC-CL A COM 05541T101 97 12,500 SOLE * 12,500 0 0
BHP BILLITON LTD - SPONS ADR ADR 088606108 1,940 20,500 SOLE * 20,500 0 0
BHP BILLITON PLC-ADR ADR 05545E209 381 4,852 SOLE * 4,852 0 0
BIG LOTS INC COM 089302103 1,012 30,500 SOLE * 30,500 0 0
BIGBAND NETWORKS INC COM 089750509 100 45,687 SOLE * 45,687 0 0
BILL BARRETT CORP COM 06846N104 4,320 93,200 SOLE * 93,200 0 0
BIOGEN IDEC INC COM 09062X103 2,513 23,500 SOLE * 23,500 0 0
BIOSCRIP INC COM 09069N108 98 15,200 SOLE * 15,200 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1,072 21,300 SOLE * 21,300 0 0
BLACKBAUD INC COM 09227Q100 211 7,600 SOLE * 7,600 0 0
BLOUNT INTERNATIONAL INC COM 095180105 479 27,400 SOLE * 27,400 0 0
BMC SOFTWARE INC COM 055921100 1,925 35,200 SOLE * 35,200 0 0
BOARDWALK PIPELINE PARTNERS COM 096627104 618 21,300 SOLE * 21,300 0 0
BOEING CO COM 097023105 1,000 13,530 SOLE * 13,530 0 0
BOISE INC COM 09746Y105 623 80,000 SOLE * 80,000 0 0
BOSTON PPTYS INC COM 101121101 446 4,200 SOLE * 4,200 0 0
BOSTON SCIENTIFIC CORP COM 101137107 818 118,500 SOLE * 118,500 0 0
BP PLC - SPONS ADR ADR 055622104 1,191 26,900 SOLE * 26,900 0 0
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 927 8,300 SOLE * 8,300 0 0
BRASIL TELECOM SA - ADR ADR 10553M101 332 11,594 SOLE * 11,594 0 0
BRIGGS & STRATTON COM 109043109 217 10,900 SOLE * 10,900 0 0
BRISTOL MYERS SQUIBB COM 110122108 2,644 91,313 SOLE * 91,313 0 0
BRISTOW GROUP INC COM 110394103 331 6,497 SOLE * 6,497 0 0
BRITISH AMER TOBACCO PLC - ADR ADR 110448107 1,223 13,900 SOLE * 13,900 0 0
BROADCOM CORP CL-A COM 111320107 1,668 49,580 SOLE * 49,580 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 378 15,700 SOLE * 15,700 0 0
BROOKLINE BANCORP INC COM 11373M107 259 28,000 SOLE * 28,000 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 297 11,000 SOLE * 11,000 0 0
BUCYRUS INTERNATIONAL INC-A COM 118759109 1,200 13,088 SOLE * 13,088 0 0
CA INC COM 12673P105 3,323 145,500 SOLE * 145,500 0 0
CABLEVISION SYSTEMS CL A COM 12686C109 4,265 117,800 SOLE * 117,800 0 0
CABOT CORP COM 127055101 571 14,300 SOLE * 14,300 0 0
CACI INTERNATIONAL INC CL A COM 127190304 307 4,871 SOLE * 4,871 0 0
CALIPER LIFE SCIENCES INC COM 130872104 213 26,300 SOLE * 26,300 0 0
CALLAWAY GOLF COMPANY COM 131193104 202 32,400 SOLE * 32,400 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,957 38,911 SOLE * 38,911 0 0
CAMPBELL SOUP CO COM 134429109 598 17,324 SOLE * 17,324 0 0
CAPELLA EDUCATION CO COM 139594105 709 16,948 SOLE * 16,948 0 0
CAPITAL ONE FINL COM 14040H105 977 18,900 SOLE * 18,900 0 0
CAPSTEAD MORTGAGE CORP COM 14067E506 1,100 82,100 SOLE * 82,100 0 0
CARDINAL HEALTH INC COM 14149Y108 234 5,141 SOLE * 5,141 0 0
CARDIONET INC COM 14159L103 65 12,300 SOLE * 12,300 0 0
CARDTRONICS INC COM 14161H108 496 21,120 SOLE * 21,120 0 0
CAREFUSION CORP COM 14170T101 1,600 58,900 SOLE * 58,900 0 0
CARNIVAL CORP COM 143658300 478 12,700 SOLE * 12,700 0 0
CARTER'S INC COM 146229109 1,652 53,700 SOLE * 53,700 0 0
CASELLA WASTE SYSTEMS INC-A COM 147448104 175 28,700 SOLE * 28,700 0 0
CATERPILLAR INC COM 149123101 4,824 45,313 SOLE * 45,313 0 0
CATO CORP-CLASS A COM 149205106 219 7,600 SOLE * 7,600 0 0
CB RICHARD ELLIS SERVICE COM 12497T101 326 12,970 SOLE * 12,970 0 0
CBEYOND INC COM 149847105 245 18,500 SOLE * 18,500 0 0
CELADON GROUP INC COM 150838100 282 20,200 SOLE * 20,200 0 0
CELLCOM ISRAEL LTD COM M2196U109 474 17,100 SOLE * 17,100 0 0
CENTENE CORP COM 15135B101 1,084 30,500 SOLE * 30,500 0 0
CENTERPOINT ENERGY INC COM 15189T107 322 16,603 SOLE * 16,603 0 0
CENTRAIS ELEC BRAS-SP ADR CM ADR 15234Q207 164 12,200 SOLE * 12,200 0 0
CENTURYLINK INC COM 156700106 1,208 29,878 SOLE * 29,878 0 0
CERADYNE INC COM 156710105 612 15,700 SOLE * 15,700 0 0
CEVA INC COM 157210105 378 12,400 SOLE * 12,400 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 2,693 19,009 SOLE * 19,009 0 0
CHARLES RIVER LABORATORIES COM 159864107 1,557 38,300 SOLE * 38,300 0 0
CHARLES SCHWAB CORP/THE COM 808513105 508 30,900 SOLE * 30,900 0 0
CHARMING SHOPPES COM 161133103 347 83,201 SOLE * 83,201 0 0
CHECKPOINT SYSTEMS INC COM 162825103 391 21,864 SOLE * 21,864 0 0
CHEMED CORP COM 16359R103 214 3,262 SOLE * 3,262 0 0
CHEMICAL FINANCIAL CORP COM 163731102 445 23,700 SOLE * 23,700 0 0
CHEMTURA CORP COM 163893209 192 10,500 SOLE * 10,500 0 0
CHEROKEE INC COM 16444H102 396 23,055 SOLE * 23,055 0 0
CHESAPEAKE ENERGY CORP COM 165167107 240 8,100 SOLE * 8,100 0 0
CHEVRON CORP COM 166764100 16,513 160,566 SOLE * 160,566 0 0
CHICAGO MERCANTILE EXCHANGE COM 12572Q105 1,458 5,000 SOLE * 5,000 0 0
CHILDRENS PLACE COM 168905107 352 7,900 SOLE * 7,900 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 117 13,600 SOLE * 13,600 0 0
CHINA DIGITAL TV HOLDING-ADR ADR 16938G107 65 12,600 SOLE * 12,600 0 0
CHINA LIFE INSURANCE ADR ADR 16939P106 2,210 42,643 SOLE * 42,643 0 0
CHINA NATURAL GAS INC COM 168910206 55 14,500 SOLE * 14,500 0 0
CHINA TECHFAITH WIRELESS-ADR COM 169424108 167 42,900 SOLE * 42,900 0 0
CHINA YUCHAI INTL LTD COM G21082105 377 17,900 SOLE * 17,900 0 0
CHINACAST EDUCATION CORP COM 16946T109 223 43,000 SOLE * 43,000 0 0
CHUBB CORP USD COM 171232101 469 7,500 SOLE * 7,500 0 0
CHURCH & DWIGHT CO COM 171340102 259 6,400 SOLE * 6,400 0 0
CIGNA CORP COM 125509109 355 6,900 SOLE * 6,900 0 0
CIMAREX ENERGY CO COM 171798101 1,400 15,566 SOLE * 15,566 0 0
CINCINNATI FINANCIAL CORP COM 172062101 516 17,700 SOLE * 17,700 0 0
CISCO SYSTEMS INC COM 17275R102 4,276 273,865 SOLE * 273,865 0 0
CITI TRENDS INC COM 17306X102 264 17,500 SOLE * 17,500 0 0
CITIZENS INC COM 174740100 74 10,800 SOLE * 10,800 0 0
CITRIX SYSTEMS INC COM 177376100 2,759 34,490 SOLE * 34,490 0 0
CITY NATIONAL CORP COM 178566105 646 11,900 SOLE * 11,900 0 0
CLARCOR INC COM 179895107 444 9,400 SOLE * 9,400 0 0
CLEAN HARBORS INC COM 184496107 2,871 27,800 SOLE * 27,800 0 0
CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 141 11,100 SOLE * 11,100 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 706 7,644 SOLE * 7,644 0 0
CLOROX CO COM 189054109 1,524 22,600 SOLE * 22,600 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 221 10,400 SOLE * 10,400 0 0
CNO FINANCIAL GROUP INC COM 12621E103 489 61,874 SOLE * 61,874 0 0
COBIZ FINANCIAL INC COM 190897108 145 22,200 SOLE * 22,200 0 0
COCA COLA COMPANY COM 191216100 5,417 80,502 SOLE * 80,502 0 0
COCA-COLA FEMSA S.A.- ADR ADR 191241108 1,051 11,300 SOLE * 11,300 0 0
COEUR D'ALENE MINES CORP COM 192108504 250 10,300 SOLE * 10,300 0 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 1,071 14,600 SOLE * 14,600 0 0
COGO GROUP INC COM 192448108 103 19,400 SOLE * 19,400 0 0
COHERENT INC COM 192479103 337 6,100 SOLE * 6,100 0 0
COINSTAR INC COM 19259P300 1,108 20,315 SOLE * 20,315 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 334 19,400 SOLE * 19,400 0 0
COMCAST CORP - CL A COM 20030N101 4,033 159,156 SOLE * 159,156 0 0
COMERICA INC COM 200340107 1,943 56,217 SOLE * 56,217 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 407 16,435 SOLE * 16,435 0 0
COMMVAULT SYSTEMS INC COM 204166102 418 9,400 SOLE * 9,400 0 0
COMPANHIA DE BEBIDAS-PR ADR ADR 20441W203 294 8,700 SOLE * 8,700 0 0
COMPASS MINERALS INTERNATION COM 20451N101 1,033 12,000 SOLE * 12,000 0 0
COMPLETE PRODUCTION SERVICES COM 20453E109 914 27,410 SOLE * 27,410 0 0
COMPUTER PROGRAMS & SYSTEMS COM 205306103 279 4,400 SOLE * 4,400 0 0
COMPUTER SCIENCES CORP COM 205363104 383 10,107 SOLE * 10,107 0 0
COMPUWARE CORP COM 205638109 143 14,600 SOLE * 14,600 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 362 12,900 SOLE * 12,900 0 0
CONAGRA FOODS INC COM 205887102 947 36,700 SOLE * 36,700 0 0
CONCHO RESOURCES INC COM 20605P101 2,384 25,951 SOLE * 25,951 0 0
CONMED CORP COM 207410101 231 8,100 SOLE * 8,100 0 0
CONOCOPHILLIPS COM 20825C104 8,085 107,526 SOLE * 107,526 0 0
CONSOL ENERGY INC COM 20854P109 542 11,178 SOLE * 11,178 0 0
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CONTINUCARE CORP COM 212172100 70 11,300 SOLE * 11,300 0 0
CONVERGYS CORP COM 212485106 1,075 78,800 SOLE * 78,800 0 0
COOPER INDUSTRIES PLC-CL A COM G24140108 514 8,600 SOLE * 8,600 0 0
COPA HOLDINGS SA-CLASS A COM P31076105 1,135 17,000 SOLE * 17,000 0 0
COPART INC COM 217204106 513 11,000 SOLE * 11,000 0 0
CORELOGIC INC COM 21871D103 1,092 65,366 SOLE * 65,366 0 0
CORE-MARK HOLDING CO INC COM 218681104 322 9,000 SOLE * 9,000 0 0
CORN PRODUCTS INTL INC COM 219023108 298 5,400 SOLE * 5,400 0 0
CORNING INC COM 219350105 3,994 220,100 SOLE * 220,100 0 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 1,478 68,284 SOLE * 68,284 0 0
COSTAR GROUP INC COM 22160N109 206 3,471 SOLE * 3,471 0 0
COVANTA HOLDING CORP COM 22282E102 292 17,700 SOLE * 17,700 0 0
COVENTRY HEALTH CARE INC COM 222862104 386 10,600 SOLE * 10,600 0 0
COVIDIEN PLC COM G2554F113 468 8,800 SOLE * 8,800 0 0
COWEN GROUP INC-CLASS A COM 223622101 135 35,947 SOLE * 35,947 0 0
CPFL ENERGIA SA-ADR ADR 126153105 1,182 13,600 SOLE * 13,600 0 0
CRAY INC COM 225223304 143 22,300 SOLE * 22,300 0 0
CREDICORP LTD COM G2519Y108 431 5,000 SOLE * 5,000 0 0
CROCS INC COM 227046109 863 33,500 SOLE * 33,500 0 0
CROWN CASTLE INTL CORP COM 228227104 2,696 66,100 SOLE * 66,100 0 0
CROWN HOLDINGS COM 228368106 1,841 47,423 SOLE * 47,423 0 0
CRYOLIFE INC COM 228903100 83 14,800 SOLE * 14,800 0 0
CSG SYSTEMS INTL INC COM 126349109 605 32,700 SOLE * 32,700 0 0
CSX CORP COM 126408103 4,747 181,070 SOLE * 181,070 0 0
CUBIC CORP COM 229669106 327 6,400 SOLE * 6,400 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 1,663 46,200 SOLE * 46,200 0 0
CUMMINS INC COM 231021106 4,471 43,205 SOLE * 43,205 0 0
CUTERA INC COM 232109108 94 11,000 SOLE * 11,000 0 0
CVR ENERGY INC COM 12662P108 1,241 50,400 SOLE * 50,400 0 0
CYBERONICS COM 23251P102 523 18,705 SOLE * 18,705 0 0
CYMER INC COM 232572107 263 5,300 SOLE * 5,300 0 0
CYTEC INDUSTRIES INC COM 232820100 549 9,600 SOLE * 9,600 0 0
DARDEN RESTAURANTS INC COM 237194105 945 19,000 SOLE * 19,000 0 0
DARLING INTERNATIONAL INC COM 237266101 340 19,200 SOLE * 19,200 0 0
DAVITA INC COM 23918K108 1,135 13,100 SOLE * 13,100 0 0
DEAN FOODS CO COM 242370104 521 42,400 SOLE * 42,400 0 0
DEERE & CO COM 244199105 3,154 38,257 SOLE * 38,257 0 0
DELPHI FINANCIAL GROUP-CL A COM 247131105 880 30,118 SOLE * 30,118 0 0
DENNY'S CORPORATION COM 24869P104 78 20,300 SOLE * 20,300 0 0
DEVON ENERGY CORPORATION COM 25179M103 2,331 29,575 SOLE * 29,575 0 0
DHT HOLDINGS INC COM Y2065G105 75 19,600 SOLE * 19,600 0 0
DICE HOLDINGS INC COM 253017107 237 17,500 SOLE * 17,500 0 0
DICK'S SPORTING GOODS INC COM 253393102 481 12,502 SOLE * 12,502 0 0
DIGI INTERNATIONAL INC COM 253798102 155 11,931 SOLE * 11,931 0 0
DIGITALGLOBE INC COM 25389M877 698 27,500 SOLE * 27,500 0 0
DILLARD INC CL A COM 254067101 381 7,300 SOLE * 7,300 0 0
DINEEQUITY INC COM 254423106 350 6,700 SOLE * 6,700 0 0
DIRECTV COM 25490A101 2,477 48,735 SOLE * 48,735 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 541 20,217 SOLE * 20,217 0 0
DISH NETWORK CORP - A COM 25470M109 1,000 32,620 SOLE * 32,620 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 2,429 57,200 SOLE * 57,200 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 1,379 18,700 SOLE * 18,700 0 0
DOMINO'S PIZZA INC COM 25754A201 1,514 60,003 SOLE * 60,003 0 0
DOMTAR CORP COM 257559203 709 7,492 SOLE * 7,492 0 0
DOUGLAS DYNAMICS INC COM 25960R105 236 15,000 SOLE * 15,000 0 0
DOUGLAS EMMETT INC-W/I COM 25960P109 250 12,600 SOLE * 12,600 0 0
DOW CHEMICAL CO COM 260543103 616 17,100 SOLE * 17,100 0 0
DRIL-QUIP COM 262037104 482 7,100 SOLE * 7,100 0 0
DSP GROUP INC COM 23332B106 170 19,600 SOLE * 19,600 0 0
DST SYSTEMS INC COM 233326107 523 9,900 SOLE * 9,900 0 0
DSW INC-CLASS A COM 23334L102 701 13,867 SOLE * 13,867 0 0
DTE ENERGY COMPANY COM 233331107 935 18,700 SOLE * 18,700 0 0
DUOYUAN GLOBAL WATER INC-ADR ADR 266043108 55 41,700 SOLE * 41,700 0 0
DUPONT EI DE NEMOURS & CO COM 263534109 2,789 51,600 SOLE * 51,600 0 0
DYCOM INDS COM 267475101 203 12,400 SOLE * 12,400 0 0
E*TRADE FINANCIAL CORP COM 269246401 341 24,710 SOLE * 24,710 0 0
EARTHLINK INC COM 270321102 477 62,000 SOLE * 62,000 0 0
EAST WEST BANCORP INC COM 27579R104 1,286 63,600 SOLE * 63,600 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 245 2,400 SOLE * 2,400 0 0
EATON CORP COM 278058102 1,669 32,454 SOLE * 32,454 0 0
EBAY INC COM 278642103 2,186 67,742 SOLE * 67,742 0 0
ECHOSTAR CORP-A COM 278768106 907 24,900 SOLE * 24,900 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 427 4,900 SOLE * 4,900 0 0
EL PASO CORPORATION COM 28336L109 1,147 56,810 SOLE * 56,810 0 0
EL PASO PIPELINE PARTNERS LP COM 283702108 591 17,000 SOLE * 17,000 0 0
ELECTRO SCIENTIFIC INDUSTRIES COM 285229100 200 10,400 SOLE * 10,400 0 0
ELECTRONIC ARTS COM 285512109 300 12,700 SOLE * 12,700 0 0
EMBRAER AIRCRAFT CORP-SP ADR ADR 29082A107 317 10,300 SOLE * 10,300 0 0
EMC CORP-MASS COM 268648102 760 27,610 SOLE * 27,610 0 0
EMCOR GROUP INC COM 29084Q100 1,278 43,618 SOLE * 43,618 0 0
EMERSON ELECTRIC CO COM 291011104 355 6,298 SOLE * 6,298 0 0
EMPIRE DISTRICT ELECTRIC CO COM 291641108 212 11,000 SOLE * 11,000 0 0
EMULEX CORP COM 292475209 726 84,400 SOLE * 84,400 0 0
ENBRIDGE ENERGY PARTNERS LP COM 29250R106 917 30,500 SOLE * 30,500 0 0
ENCORE CAPITAL GROUP INC COM 292554102 237 7,700 SOLE * 7,700 0 0
ENERGEN CORP COM 29265N108 520 9,200 SOLE * 9,200 0 0
ENERGY TRANSFER PARTNERS LP COM 29273R109 733 15,000 SOLE * 15,000 0 0
ENERSYS COM 29275Y102 665 19,304 SOLE * 19,304 0 0
ENPRO INDUSTRIES INC COM 29355X107 355 7,400 SOLE * 7,400 0 0
ENSCO PLC COM 29358Q109 1,340 25,131 SOLE * 25,131 0 0
ENTERGY CORP COM 29364G103 266 3,900 SOLE * 3,900 0 0
ENTERPRISE PRODS PARTNERS L P COM 293792107 977 22,600 SOLE * 22,600 0 0
ENZON PHARMACEUTICALS COM 293904108 229 22,816 SOLE * 22,816 0 0
EOG RESOURCES INC COM 26875P101 450 4,300 SOLE * 4,300 0 0
EQUIFAX INC COM 294429105 472 13,600 SOLE * 13,600 0 0
EQUINIX INC COM 29444U502 808 7,991 SOLE * 7,991 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 2,998 48,000 SOLE * 48,000 0 0
EQUITY RESIDENTIAL COM 29476L107 528 8,800 SOLE * 8,800 0 0
EV ENERGY PARTNER LP COM 26926V107 320 6,000 SOLE * 6,000 0 0
EXAR CORP COM 300645108 424 67,000 SOLE * 67,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 625 12,200 SOLE * 12,200 0 0
EXPRESS INC COM 30219E103 879 40,300 SOLE * 40,300 0 0
EXPRESS SCRIPTS INC-CL-A COM 302182100 1,677 31,058 SOLE * 31,058 0 0
EXTERRAN HOLDINGS INC COM 30225X103 594 29,937 SOLE * 29,937 0 0
EXTREME NETWORK INC COM 30226D106 63 19,300 SOLE * 19,300 0 0
EXXON MOBIL CORP COM 30231G102 9,832 120,807 SOLE * 120,807 0 0
EZCORP INC CL-A COM 302301106 473 13,300 SOLE * 13,300 0 0
F5 NETWORKS INC COM 315616102 1,231 11,166 SOLE * 11,166 0 0
FAIR ISAAC CORP COM 303250104 326 10,800 SOLE * 10,800 0 0
FEDEX CORP COM 31428X106 16,970 178,922 SOLE * 178,922 0 0
FEI COMPANY COM 30241L109 371 9,700 SOLE * 9,700 0 0
FERRELLGAS PARTNERS-LP COM 315293100 724 32,100 SOLE * 32,100 0 0
FIFTH THIRD BANCORP COM 316773100 3,152 247,214 SOLE * 247,214 0 0
FIRST BUSEY CORP COM 319383105 67 12,700 SOLE * 12,700 0 0
FIRST CITIZENS BCSHS -CL A COM 31946M103 300 1,600 SOLE * 1,600 0 0
FIRST FINANCIAL BANCORP COM 320209109 1,201 72,000 SOLE * 72,000 0 0
FIRST FINL BANKSHARES INC COM 32020R109 241 7,000 SOLE * 7,000 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 1,615 169,261 SOLE * 169,261 0 0
FIRST INTERSTATE BANCSYS/MT COM 32055Y201 164 11,100 SOLE * 11,100 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 580 47,200 SOLE * 47,200 0 0
FIRSTENERGY CORP COM 337932107 257 5,817 SOLE * 5,817 0 0
FIRSTMERIT CORPORATION COM 337915102 431 26,121 SOLE * 26,121 0 0
FISERV INC COM 337738108 206 3,300 SOLE * 3,300 0 0
FIVE STAR QUALITY CARE COM 33832D106 103 17,800 SOLE * 17,800 0 0
FLIR SYSTEMS INC COM 302445101 205 6,100 SOLE * 6,100 0 0
FLOWERS FOODS INC COM 343498101 315 14,300 SOLE * 14,300 0 0
FLOWSERVE CORP COM 34354P105 385 3,500 SOLE * 3,500 0 0
FLUOR CORP (NEW) COM 343412102 346 5,353 SOLE * 5,353 0 0
FLUSHING FINANCIAL CORP COM 343873105 214 16,457 SOLE * 16,457 0 0
FLY LEASING LTD ADR 34407D109 233 17,600 SOLE * 17,600 0 0
FMC CORP COM 302491303 266 3,100 SOLE * 3,100 0 0
FMC TECHNOLOGIES INC COM 30249U101 220 4,922 SOLE * 4,922 0 0
FORCE PROTECTION INC COM 345203202 177 35,600 SOLE * 35,600 0 0
FORD MOTOR CORP COM 345370860 5,737 416,032 SOLE * 416,032 0 0
FOREST CITY ENTERPRISES-CL A COM 345550107 1,027 55,000 SOLE * 55,000 0 0
FOREST LABORATORIES INC COM 345838106 269 6,856 SOLE * 6,856 0 0
FOREST OIL CORP COM 346091705 687 25,700 SOLE * 25,700 0 0
FORTINET INC COM 34959E109 322 11,790 SOLE * 11,790 0 0
FORTUNE BRANDS INC COM 349631101 242 3,800 SOLE * 3,800 0 0
FORWARD AIR CORPORATION COM 349853101 303 8,949 SOLE * 8,949 0 0
FOX CHASE BANCORP INC COM 35137T108 304 22,400 SOLE * 22,400 0 0
FRANKLIN FINANCIAL CORP/VA COM 35353C102 424 35,200 SOLE * 35,200 0 0
FRANKLIN RES INC COM 354613101 2,674 20,370 SOLE * 20,370 0 0
FREEPORT MCMORAN COPPER CL B COM 35671D857 2,189 41,380 SOLE * 41,380 0 0
FUSHI COPPERWELD INC COM 36113E107 128 22,300 SOLE * 22,300 0 0
GALLAGHER ARTHUR J & CO COM 363576109 733 25,700 SOLE * 25,700 0 0
GAMESTOP CORP COM 36467W109 381 14,300 SOLE * 14,300 0 0
GANNETT INC COM 364730101 300 20,900 SOLE * 20,900 0 0
GENERAL CABLE CORP COM 369300108 332 7,800 SOLE * 7,800 0 0
GENERAL DYNAMICS CORP COM 369550108 1,364 18,304 SOLE * 18,304 0 0
GENERAL ELECTRIC CO COM 369604103 1,270 67,366 SOLE * 67,366 0 0
GENERAL MTRS CO COM 37045V100 313 10,300 SOLE * 10,300 0 0
GENESEE & WYOMING INC-CL A COM 371559105 270 4,600 SOLE * 4,600 0 0
GENPACT LTD COM G3922B107 222 12,900 SOLE * 12,900 0 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 1,380 134,208 SOLE * 134,208 0 0
GEO GROUP INC/THE COM 36159R103 281 12,205 SOLE * 12,205 0 0
GIANT INTERACTIVE GROUP-ADR COM 374511103 151 20,400 SOLE * 20,400 0 0
GILEAD SCIENCES INC COM 375558103 1,381 33,370 SOLE * 33,370 0 0
GLADSTONE CAPITAL CORP COM 376535100 280 30,300 SOLE * 30,300 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 361 20,800 SOLE * 20,800 0 0
GLADSTONE INVESTMENT CORP COM 376546107 179 25,134 SOLE * 25,134 0 0
GLATFELTER COM 377316104 246 15,993 SOLE * 15,993 0 0
GLEACHER & CO INC COM 377341102 34 16,900 SOLE * 16,900 0 0
GLOBAL CASH ACCESS INC COM 378967103 123 38,600 SOLE * 38,600 0 0
GLOBAL PAYMENTS INC COM 37940X102 1,408 27,600 SOLE * 27,600 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 206 9,190 SOLE * 9,190 0 0
GOLD FIELDS LTD-SP ADR ADR 38059T106 699 47,900 SOLE * 47,900 0 0
GOODRICH (BF) CO COM 382388106 2,053 21,500 SOLE * 21,500 0 0
GOOGLE INC-CL A COM 38259P508 12,883 25,441 SOLE * 25,441 0 0
GRAPHIC PACKAGING HOLDINGS COM 388689101 415 76,200 SOLE * 76,200 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 139 24,900 SOLE * 24,900 0 0
GREEN MOUNTAIN COFFEE INC COM 393122106 937 10,500 SOLE * 10,500 0 0
GULF RESOURCES INC COM 40251W309 65 20,900 SOLE * 20,900 0 0
H J HEINZ CO COM 423074103 2,888 54,200 SOLE * 54,200 0 0
H.B. FULLER CO. COM 359694106 569 23,300 SOLE * 23,300 0 0
HAEMONETICS CORP/MASS COM 405024100 715 11,100 SOLE * 11,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 261 7,800 SOLE * 7,800 0 0
HALLIBURTON CO COM 406216101 3,151 61,780 SOLE * 61,780 0 0
HANMI FINANCIAL CORPORATION COM 410495105 28 26,200 SOLE * 26,200 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 664 17,600 SOLE * 17,600 0 0
HARMAN INTL COM 413086109 218 4,778 SOLE * 4,778 0 0
HARRIS & HARRIS GROUP INC COM 413833104 70 13,800 SOLE * 13,800 0 0
HARRIS CORP COM 413875105 242 5,375 SOLE * 5,375 0 0
HARTE HANKS COMMUNICATIONS COM 416196103 113 14,000 SOLE * 14,000 0 0
HARTFORD FIN SVCS GROUP INC COM 416515104 3,276 124,200 SOLE * 124,200 0 0
HAWAIIAN HOLDINGS INC COM 419879101 147 25,900 SOLE * 25,900 0 0
HCA HOLDINGS INC COM 40412C101 6,393 193,700 SOLE * 193,700 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 859 27,268 SOLE * 27,268 0 0
HEALTH MGMT SYSTEMS INC COM 40425J101 308 4,000 SOLE * 4,000 0 0
HEALTHSPRING INC COM 42224N101 572 12,400 SOLE * 12,400 0 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 202 9,800 SOLE * 9,800 0 0
HECLA MINING CO COM 422704106 347 45,100 SOLE * 45,100 0 0
HEICO CORP COM 422806109 247 4,519 SOLE * 4,519 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 359 21,700 SOLE * 21,700 0 0
HELMERICH & PAYNE COM 423452101 245 3,700 SOLE * 3,700 0 0
HERBALIFE LTD COM G4412G101 1,198 20,798 SOLE * 20,798 0 0
HERCULES TECHNOLOGY GROWTH COM 427096508 219 20,843 SOLE * 20,843 0 0
HERITAGE FINANCIAL CORP COM 42722X106 234 18,100 SOLE * 18,100 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 717 45,100 SOLE * 45,100 0 0
HESS CORP COM 42809H107 5,600 74,900 SOLE * 74,900 0 0
HEWLETT PACKARD CO COM 428236103 2,536 69,676 SOLE * 69,676 0 0
HEXCEL CORP COM 428291108 340 15,520 SOLE * 15,520 0 0
HHGREGG INC COM 42833L108 272 20,300 SOLE * 20,300 0 0
HIBBETT SPORTS INC COM 428567101 496 12,200 SOLE * 12,200 0 0
HILLTOP HOLDINGS INC COM 432748101 1,586 179,500 SOLE * 179,500 0 0
HIMAX TECHNOLOGIES INC-ADR COM 43289P106 29 13,100 SOLE * 13,100 0 0
HI-TECH PHARMACAL CO INC COM 42840B101 324 11,200 SOLE * 11,200 0 0
HOLLY ENERGY PARTNERS LP COM 435763107 271 5,000 SOLE * 5,000 0 0
HOME PROPERTIES INC COM 437306103 511 8,400 SOLE * 8,400 0 0
HORACE MANN EDUCATORS COM 440327104 398 25,500 SOLE * 25,500 0 0
HOSPIRA INC COM 441060100 549 9,700 SOLE * 9,700 0 0
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 1,009 20,334 SOLE * 20,334 0 0
HUMANA INC COM 444859102 6,291 78,100 SOLE * 78,100 0 0
HUNTINGTON BANCSHARES COM 446150104 650 99,100 SOLE * 99,100 0 0
HYATT HOTELS CORP - CL A COM 448579102 1,375 33,700 SOLE * 33,700 0 0
HYPERCOM CORP COM 44913M105 123 12,500 SOLE * 12,500 0 0
IAC/INTERACTIVECORP COM 44919P508 580 15,200 SOLE * 15,200 0 0
IBM CORP COM 459200101 1,065 6,207 SOLE * 6,207 0 0
ICU MEDICAL INC COM 44930G107 289 6,600 SOLE * 6,600 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 64 12,600 SOLE * 12,600 0 0
IKANOS COMMUNICATIONS INC COM 45173E105 13 10,600 SOLE * 10,600 0 0
IMATION CORP COM 45245A107 118 12,500 SOLE * 12,500 0 0
IMMERSION CORPORATION COM 452521107 376 44,100 SOLE * 44,100 0 0
IMMUCOR INC COM 452526106 786 38,500 SOLE * 38,500 0 0
IMPAX LABORATORIES INC COM 45256B101 290 13,300 SOLE * 13,300 0 0
IMPERIAL SUGAR CO COM 453096208 792 39,600 SOLE * 39,600 0 0
INCYTE CORP COM 45337C102 783 41,300 SOLE * 41,300 0 0
INFOSPACE INC COM 45678T300 398 43,700 SOLE * 43,700 0 0
INGRAM MICRO INC CL A COM 457153104 340 18,700 SOLE * 18,700 0 0
INNOPHOS HOLDINGS INC COM 45774N108 395 8,100 SOLE * 8,100 0 0
INSPERITY INC COM 45778Q107 315 10,640 SOLE * 10,640 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 157 16,313 SOLE * 16,313 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 399 7,700 SOLE * 7,700 0 0
INTEL CORP COM 458140100 1,220 55,036 SOLE * 55,036 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 1,327 84,800 SOLE * 84,800 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 273 2,185 SOLE * 2,185 0 0
INTERMEC INC COM 458786100 211 19,100 SOLE * 19,100 0 0
INTERNATIONAL PAPER CO COM 460146103 391 13,090 SOLE * 13,090 0 0
INTERVAL LEISURE GROUP COM 46113M108 220 16,100 SOLE * 16,100 0 0
INTL RECTIFIER CORP COM 460254105 621 22,192 SOLE * 22,192 0 0
INTUIT INC COM 461202103 3,594 69,300 SOLE * 69,300 0 0
INVESCO COM G491BT108 264 11,300 SOLE * 11,300 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 3,812 180,400 SOLE * 180,400 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 799 56,947 SOLE * 56,947 0 0
INVESTORS REAL ESTATE TRUST COM 461730103 89 10,300 SOLE * 10,300 0 0
J2 GLOBAL COMMUNICATIONS INC COM 46626E205 254 9,000 SOLE * 9,000 0 0
JACK IN THE BOX INC COM 466367109 323 14,200 SOLE * 14,200 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1,497 34,602 SOLE * 34,602 0 0
JANUS CAPITAL GROUP INC COM 47102X105 554 58,634 SOLE * 58,634 0 0
JAZZ PHARMACEUTICALS INC COM 472147107 377 11,300 SOLE * 11,300 0 0
JDA SOFTWARE GROUP INC COM 46612K108 235 7,600 SOLE * 7,600 0 0
JDS UNIPHASE CORP COM 46612J507 270 16,200 SOLE * 16,200 0 0
JOHNSON & JOHNSON COM 478160104 4,628 69,569 SOLE * 69,569 0 0
JOY GLOBAL INC COM 481165108 3,085 32,400 SOLE * 32,400 0 0
JPMORGAN CHASE & CO COM 46625H100 4,815 117,609 SOLE * 117,609 0 0
JUNIPER NETWORKS INC COM 48203R104 1,093 34,700 SOLE * 34,700 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 400 24,100 SOLE * 24,100 0 0
KBR INC COM 48242W106 298 7,900 SOLE * 7,900 0 0
KENSEY NASH CORP COM 490057106 275 10,900 SOLE * 10,900 0 0
KEYCORP COM 493267108 537 64,500 SOLE * 64,500 0 0
KIMBALL INTERNATIONAL -CL B COM 494274103 71 11,100 SOLE * 11,100 0 0
KINDER MORGAN ENERGY PRTNRS COM 494550106 5,140 70,800 SOLE * 70,800 0 0
KINDRED HEALTHCARE INC COM 494580103 487 22,690 SOLE * 22,690 0 0
KINETIC CONCEPTS INC COM 49460W208 645 11,200 SOLE * 11,200 0 0
KIRBY CORP COM 497266106 651 11,500 SOLE * 11,500 0 0
KIRKLAND'S INC COM 497498105 164 13,700 SOLE * 13,700 0 0
KKR & CO LP COM 48248M102 3,664 224,500 SOLE * 224,500 0 0
KKR FINANCIAL HLDGS CORP COM 48248A306 1,518 154,700 SOLE * 154,700 0 0
KLA - TENCOR CORP COM 482480100 380 9,400 SOLE * 9,400 0 0
KNIGHT CAPITAL GROUP INC-A COM 499005106 401 36,376 SOLE * 36,376 0 0
KNIGHT TRANSPORTATION INC COM 499064103 278 16,400 SOLE * 16,400 0 0
KNOLL INC COM 498904200 219 10,900 SOLE * 10,900 0 0
KOHLBERG CAPITAL CORP COM 500233101 423 53,196 SOLE * 53,196 0 0
KONINKLIJKE PHILIPS EL-NY SHS COM 500472303 292 11,377 SOLE * 11,377 0 0
KOPIN CORP COM 500600101 69 14,600 SOLE * 14,600 0 0
KORN/FERRY INTERNATIONAL COM 500643200 456 20,717 SOLE * 20,717 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 761 19,450 SOLE * 19,450 0 0
KROGER CO. COM 501044101 1,597 64,366 SOLE * 64,366 0 0
KRONOS WORLDWIDE INC COM 50105F105 862 27,400 SOLE * 27,400 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 211 18,900 SOLE * 18,900 0 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 620 6,400 SOLE * 6,400 0 0
LACLEDE GROUP INC COM 505597104 242 6,400 SOLE * 6,400 0 0
LAM RESEARCH COM 512807108 1,019 23,000 SOLE * 23,000 0 0
LANDEC CORP COM 514766104 245 37,089 SOLE * 37,089 0 0
LAS VEGAS SANDS CORP COM 517834107 3,039 72,000 SOLE * 72,000 0 0
LA-Z-BOY INC COM 505336107 108 10,900 SOLE * 10,900 0 0
LEAPFROG ENTERPRISES INC COM 52186N106 104 24,700 SOLE * 24,700 0 0
LEAR CORP COM 521865204 754 14,100 SOLE * 14,100 0 0
LEGG MASON INC COM 524901105 688 21,012 SOLE * 21,012 0 0
LEXMARK INTL INC CL A COM 529771107 5,247 179,300 SOLE * 179,300 0 0
LIBERTY GLOBAL INC COM 530555101 3,612 80,200 SOLE * 80,200 0 0
LIBERTY MEDIA HOLD-CAP SER A COM 53071M302 258 3,002 SOLE * 3,002 0 0
LIBERTY MEDIA-STARZ SERIES A COM 53071M708 311 4,136 SOLE * 4,136 0 0
LIFE PARTNERS HOLDINGS INC COM 53215T106 53 15,400 SOLE * 15,400 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 752 14,447 SOLE * 14,447 0 0
LIFE TIME FITNESS INC COM 53217R207 343 8,600 SOLE * 8,600 0 0
LIGAND PHARMACEUTICALS-CL B COM 53220K504 143 11,953 SOLE * 11,953 0 0
LILLY (ELI) & CO COM 532457108 6,986 186,145 SOLE * 186,145 0 0
LIMELIGHT NETWORKS INC COM 53261M104 51 11,250 SOLE * 11,250 0 0
LINCARE HLDGS INC COM 532791100 428 14,600 SOLE * 14,600 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 415 24,200 SOLE * 24,200 0 0
LINCOLN NATIONAL CORP COM 534187109 467 16,400 SOLE * 16,400 0 0
LINDSAY CORP COM 535555106 303 4,400 SOLE * 4,400 0 0
LINEAR TECHNOLOGY CORP COM 535678106 994 30,090 SOLE * 30,090 0 0
LIONS GATE ENTERTAINMENT COR COM 535919203 621 93,883 SOLE * 93,883 0 0
LIQUIDITY SERVICES INC COM 53635B107 657 27,800 SOLE * 27,800 0 0
LOCKHEED MARTIN CORP COM 539830109 1,822 22,500 SOLE * 22,500 0 0
LONGTOP FINANCIAL-SPON ADR COM 54318P108 57 10,900 SOLE * 10,900 0 0
LORILLARD INC COM 544147101 2,558 23,500 SOLE * 23,500 0 0
LOWES CO COM 548661107 285 12,234 SOLE * 12,234 0 0
LOWES CORP COM 540424108 336 7,994 SOLE * 7,994 0 0
LSB INDUSTRIES INC COM 502160104 429 10,000 SOLE * 10,000 0 0
LSI CORPORATION COM 502161102 102 14,300 SOLE * 14,300 0 0
LTX-CREDENCE CORP COM 502403207 132 14,766 SOLE * 14,766 0 0
LUBRIZOL CORP COM 549271104 310 2,305 SOLE * 2,305 0 0
LYONDELLBASELL INDUSTRIES AF SCA COM N53745100 424 11,000 SOLE * 11,000 0 0
M&T BANK CORPORATION COM 55261F104 1,285 14,617 SOLE * 14,617 0 0
MACY'S INC COM 55616P104 1,257 42,969 SOLE * 42,969 0 0
MAGELLAN HEALTH SERVICES INC COM 559079207 580 10,600 SOLE * 10,600 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 777 12,999 SOLE * 12,999 0 0
MAGMA DESIGN AUTOMATION COM 559181102 272 34,100 SOLE * 34,100 0 0
MAIDEN HOLDINGS LTD COM G5753U112 126 13,800 SOLE * 13,800 0 0
MAIDENFORM BRANDS INC COM 560305104 495 17,900 SOLE * 17,900 0 0
MANHATTAN ASSOCIATES INC COM 562750109 252 7,300 SOLE * 7,300 0 0
MARATHON OIL CORP COM 565849106 2,040 38,720 SOLE * 38,720 0 0
(DLIST) MARSHALL & ILSLEY CORP COM 571837103 510 64,000 SOLE * 64,000 0 0
MARTIN MIDSTREAM PARTNERS LP COM 573331105 262 6,800 SOLE * 6,800 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 223 15,100 SOLE * 15,100 0 0
MASTEC INC COM 576323109 219 11,100 SOLE * 11,100 0 0
MATTEL INC COM 577081102 451 16,400 SOLE * 16,400 0 0
MATTSON TECHNOLOGY INC COM 577223100 21 11,300 SOLE * 11,300 0 0
MAXIMUS INC COM 577933104 277 3,357 SOLE * 3,357 0 0
MAXYGEN INC COM 577776107 80 14,700 SOLE * 14,700 0 0
MB FINANCIAL INC COM 55264U108 242 12,600 SOLE * 12,600 0 0
MCDERMOTT INTL INC COM 580037109 460 23,200 SOLE * 23,200 0 0
MCDONALDS CORP COM 580135101 592 7,025 SOLE * 7,025 0 0
MCG CAPITAL CORP COM 58047P107 130 21,300 SOLE * 21,300 0 0
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MEAD JOHNSON NUTRITION CO-A COM 582839106 3,485 51,600 SOLE * 51,600 0 0
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MEDALLION FINANCIAL CORP COM 583928106 121 12,500 SOLE * 12,500 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 341 6,031 SOLE * 6,031 0 0
MEDICAL ACTION IND INC COM 58449L100 87 10,600 SOLE * 10,600 0 0
MEDICIS PHARM-CL A COM 584690309 817 21,400 SOLE * 21,400 0 0
MERCER INTL INC-SBI COM 588056101 302 30,000 SOLE * 30,000 0 0
MERCK & CO COM 58933Y105 6,925 196,216 SOLE * 196,216 0 0
MERCURY GENERAL CORP COM 589400100 233 5,900 SOLE * 5,900 0 0
MERGE HEALTHCARE INC COM 589499102 53 10,200 SOLE * 10,200 0 0
METLIFE INC COM 59156R108 869 19,822 SOLE * 19,822 0 0
METRO BANCORP INC COM 59161R101 222 19,500 SOLE * 19,500 0 0
METRO HEALTH NETWORKS INC COM 592142103 49 10,100 SOLE * 10,100 0 0
METROPCS COMMUNICATIONS INC COM 591708102 324 18,845 SOLE * 18,845 0 0
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MICROCHIP TECH INC COM 595017104 635 16,751 SOLE * 16,751 0 0
MICRON TECH INC COM 595112103 933 124,700 SOLE * 124,700 0 0
MICROS SYSTEMS INC COM 594901100 482 9,700 SOLE * 9,700 0 0
MICROSOFT CORP COM 594918104 4,225 162,498 SOLE * 162,498 0 0
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MINERALS TECHNOLOGIES INC COM 603158106 571 8,600 SOLE * 8,600 0 0
MISSION WEST PROPERTIES COM 605203108 605 68,900 SOLE * 68,900 0 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 57 12,600 SOLE * 12,600 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,142 42,100 SOLE * 42,100 0 0
MONMOUTH REIT-CLASS A COM 609720107 452 53,600 SOLE * 53,600 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 330 21,400 SOLE * 21,400 0 0
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MORGANS HOTEL GROUP CO COM 61748W108 140 19,500 SOLE * 19,500 0 0
MOSAIC CO/THE COM 61945C103 1,599 23,600 SOLE * 23,600 0 0
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MOVADO GROUP COM 624580106 202 11,800 SOLE * 11,800 0 0
MOVE INC COM 62458M108 45 20,500 SOLE * 20,500 0 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 424 6,400 SOLE * 6,400 0 0
MUELLER INDUSTRIES INC COM 624756102 201 5,300 SOLE * 5,300 0 0
MULTIMEDIA GAMES HOLDINGS CO COM 625453105 89 19,500 SOLE * 19,500 0 0
MURPHY OIL CORP COM 626717102 2,535 38,600 SOLE * 38,600 0 0
MYLAN INC COM 628530107 213 8,630 SOLE * 8,630 0 0
MYRIAD GENETICS INC COM 62855J104 708 31,200 SOLE * 31,200 0 0
NABI BIOPHARMACEUTICALS COM 629519109 107 20,000 SOLE * 20,000 0 0
NABORS INDUSTRIES LTD COM G6359F103 276 11,200 SOLE * 11,200 0 0
NAM TAI ELECTRONICS INC COM 629865205 67 12,100 SOLE * 12,100 0 0
NARA BANCORP INC COM 63080P105 88 10,900 SOLE * 10,900 0 0
NASDAQ OMX GROUP/THE COM 631103108 283 11,200 SOLE * 11,200 0 0
NATIONAL FINANCIAL PARTNERS COM 63607P208 151 13,100 SOLE * 13,100 0 0
NATIONAL GRID PLC-SP ADR ADR 636274300 2,477 50,105 SOLE * 50,105 0 0
NATIONAL OILWELL VARCO INC COM 637071101 912 11,658 SOLE * 11,658 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 204 8,300 SOLE * 8,300 0 0
NATIONWIDE HEALTH PROPERTIES INC COM 638620104 302 7,300 SOLE * 7,300 0 0
NATL PENN BCSHS INC COM 637138108 142 17,800 SOLE * 17,800 0 0
NAVIGANT CONSULTING INC COM 63935N107 150 14,300 SOLE * 14,300 0 0
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NCR CORPORATION COM 62886E108 1,844 97,645 SOLE * 97,645 0 0
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NET 1 UEPS TECHNOLOGIES INC COM 64107N206 305 35,200 SOLE * 35,200 0 0
NETAPP INC COM 64110D104 6,273 118,860 SOLE * 118,860 0 0
NETFLIX INC COM 64110L106 9,168 34,900 SOLE * 34,900 0 0
NETSCOUT SYSTEMS INC COM 64115T104 458 21,945 SOLE * 21,945 0 0
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NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 369 3,300 SOLE * 3,300 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 1,730 115,400 SOLE * 115,400 0 0
NEWELL RUBBERMAID INC COM 651229106 196 12,400 SOLE * 12,400 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 1,483 21,800 SOLE * 21,800 0 0
NEWMONT MINING COM 651639106 4,947 91,664 SOLE * 91,664 0 0
NEWPARK RESOURCES INC COM 651718504 300 33,000 SOLE * 33,000 0 0
NEWS CORP-CL A COM 65248E104 2,071 117,000 SOLE * 117,000 0 0
NIC INC COM 62914B100 175 13,000 SOLE * 13,000 0 0
NICOR INC COM 654086107 339 6,200 SOLE * 6,200 0 0
NIKE INC CL B STOCK COM 654106103 3,313 36,810 SOLE * 36,810 0 0
NOKIA CORP - ADR ADR 654902204 1,009 157,200 SOLE * 157,200 0 0
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NORTHWEST BANCSHARES INC COM 667340103 262 20,800 SOLE * 20,800 0 0
NOVARTIS AG-ADR ADR 66987V109 1,360 22,255 SOLE * 22,255 0 0
NOVELLUS SYSTEMS INC COM 670008101 2,068 57,200 SOLE * 57,200 0 0
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O2MICRO INTERNATIONAL LTD COM 67107W100 226 34,700 SOLE * 34,700 0 0
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OLD DOMINION FREIGHT LINE COM 679580100 877 23,500 SOLE * 23,500 0 0
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OLIN CORP COM 680665205 315 13,900 SOLE * 13,900 0 0
OM GROUP INC COM 670872100 931 22,900 SOLE * 22,900 0 0
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ONE LIBERTY PROPERTIES INC COM 682406103 224 14,500 SOLE * 14,500 0 0
ONEOK PARTNERS LP COM 68268N103 1,732 20,300 SOLE * 20,300 0 0
ONLINE RESOURCES & COMM CORP COM 68273G101 41 12,300 SOLE * 12,300 0 0
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ORACLE CORP COM 68389X105 1,124 34,157 SOLE * 34,157 0 0
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PACCAR INC COM 693718108 547 10,700 SOLE * 10,700 0 0
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PACKAGING CORP OF AMERICA COM 695156109 328 11,700 SOLE * 11,700 0 0
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PALL CORP COM 696429307 725 12,900 SOLE * 12,900 0 0
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QUALCOMM INC. COM 747525103 4,711 82,960 SOLE * 82,960 0 0
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RIMAGE CORP COM 766721104 309 23,000 SOLE * 23,000 0 0
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STRYKER CORP COM 863667101 3,469 59,100 SOLE * 59,100 0 0
SUFFOLK BANCORP COM 864739107 246 17,600 SOLE * 17,600 0 0
SUN COMMUNITIES INC COM 866674104 933 25,000 SOLE * 25,000 0 0
SUN HEALTHCARE GROUP INC COM 86677E100 102 12,800 SOLE * 12,800 0 0
SUNOCO LOGISTICS PARTNERS LP COM 86764L108 560 6,500 SOLE * 6,500 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 550 59,234 SOLE * 59,234 0 0
SUNTRUST BANKS INC COM 867914103 5,717 221,600 SOLE * 221,600 0 0
SUPERGEN INC COM 868059106 123 41,400 SOLE * 41,400 0 0
SURMODICS INC COM 868873100 142 12,743 SOLE * 12,743 0 0
SUSQUEHANNA BANCSHARES INC COM 869099101 131 16,400 SOLE * 16,400 0 0
SVB FINANCIAL GROUP COM 78486Q101 260 4,353 SOLE * 4,353 0 0
SWIFT ENERGY CO COM 870738101 667 17,900 SOLE * 17,900 0 0
SWIFT TRANSPORTATION CO COM 87074U101 1,889 139,400 SOLE * 139,400 0 0
SWS GROUP INC COM 78503N107 71 11,800 SOLE * 11,800 0 0
SYKES ENTERPRISES INC COM 871237103 323 15,000 SOLE * 15,000 0 0
SYMANTEC CORP COM 871503108 3,078 156,048 SOLE * 156,048 0 0
SYMETRA FINANCIAL CORP COM 87151Q106 727 54,100 SOLE * 54,100 0 0
SYMMETRICOM INC COM 871543104 97 16,600 SOLE * 16,600 0 0
SYMMETRY MEDICAL INC COM 871546206 156 17,402 SOLE * 17,402 0 0
SYNOPSYS INC COM 871607107 735 28,600 SOLE * 28,600 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 218 6,300 SOLE * 6,300 0 0
TALEO CORP-CLASS A COM 87424N104 290 7,835 SOLE * 7,835 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105 270 7,600 SOLE * 7,600 0 0
TARGET CORP COM 87612E106 2,504 53,388 SOLE * 53,388 0 0
TATA MOTORS LTD-SPON ADR ADR 876568502 227 10,100 SOLE * 10,100 0 0
TAUBMAN CENTERS INC COM 876664103 3,771 63,700 SOLE * 63,700 0 0
TC PIPELINES LP COM 87233Q108 401 8,400 SOLE * 8,400 0 0
TECH DATA CORP COM 878237106 206 4,200 SOLE * 4,200 0 0
TECHE CORP COM 878377100 256 3,073 SOLE * 3,073 0 0
TEKELEC COM 879101103 494 54,100 SOLE * 54,100 0 0
TELECOMUNICACOES DE S.P.-ADR ADR 87929A102 1,817 61,183 SOLE * 61,183 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 710 14,100 SOLE * 14,100 0 0
TELEFONICA SA - ADR ADR 879382208 2,887 117,900 SOLE * 117,900 0 0
TELLABS INC COM 879664100 147 31,952 SOLE * 31,952 0 0
TENET HEALTHCARE CORPORATION COM 88033G100 120 19,300 SOLE * 19,300 0 0
TENNECO INC COM 880349105 260 5,900 SOLE * 5,900 0 0
TERRA NITROGEN COMPANY LP COM 881005201 660 4,800 SOLE * 4,800 0 0
TERRA NOVA ROYALTY CORP COM 88102D103 281 37,000 SOLE * 37,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 868 50,600 SOLE * 50,600 0 0
THE HERSHEY COMPANY COM 427866108 885 15,579 SOLE * 15,579 0 0
THE JONES GROUP INC COM 48020T101 135 12,415 SOLE * 12,415 0 0
THE PMI GROUP INC COM 69344M101 20 18,500 SOLE * 18,500 0 0
THE WALT DISNEY CO COM 254687106 1,688 43,244 SOLE * 43,244 0 0
THERAVANCE INC COM 88338T104 235 10,600 SOLE * 10,600 0 0
THOMAS & BETTS CORP COM 884315102 515 9,577 SOLE * 9,577 0 0
TIME WARNER CABLE-A COM 88732J207 2,310 29,593 SOLE * 29,593 0 0
TIME WARNER INC COM 887317303 389 10,687 SOLE * 10,687 0 0
TIMKEN CO COM 887389104 605 12,000 SOLE * 12,000 0 0
TITANIUM METALS CORP COM 888339207 237 12,900 SOLE * 12,900 0 0
TORCHMARK CORP COM 891027104 282 4,400 SOLE * 4,400 0 0
TOTAL S.A. SPON ADR ADR 89151E109 11,614 200,800 SOLE * 200,800 0 0
TOWERS WATSON & CO-CL A COM 891894107 276 4,200 SOLE * 4,200 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 234 30,800 SOLE * 30,800 0 0
TPC GROUP INC COM 89236Y104 208 5,300 SOLE * 5,300 0 0
TRANSATLANTIC HOLDINGS INC COM 893521104 701 14,300 SOLE * 14,300 0 0
TRANSDIGM GROUP INC COM 893641100 3,410 37,400 SOLE * 37,400 0 0
TRANSMONTAIGNE PARTNERS LP COM 89376V100 230 6,600 SOLE * 6,600 0 0
TRAVELERS COS INC COM 89417E109 299 5,121 SOLE * 5,121 0 0
TRIANGLE CAPITAL CORP COM 895848109 195 10,582 SOLE * 10,582 0 0
TRIDENT MICROSYSTEMS INC COM 895919108 9 13,700 SOLE * 13,700 0 0
TRIMAS CORP COM 896215209 299 12,100 SOLE * 12,100 0 0
TRIUMPH GROUP INC COM 896818101 747 7,500 SOLE * 7,500 0 0
TRUSTCO BANK CORP NY COM 898349105 148 30,200 SOLE * 30,200 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2,054 34,800 SOLE * 34,800 0 0
TUTOR PERINI CORP COM 901109108 250 12,989 SOLE * 12,989 0 0
TW TELECOM INC COM 87311L104 253 12,300 SOLE * 12,300 0 0
TYLER TECHNOLOGIES INC COM 902252105 276 10,300 SOLE * 10,300 0 0
UDR INC COM 902653104 377 15,377 SOLE * 15,377 0 0
UMH PROPERTIES INC COM 903002103 188 17,500 SOLE * 17,500 0 0
UMPQUA HOLDINGS CORP COM 904214103 153 13,300 SOLE * 13,300 0 0
UNIT CORP COM 909218109 274 4,500 SOLE * 4,500 0 0
UNITED HEALTH GROUP INC COM 91324P102 2,818 54,644 SOLE * 54,644 0 0
UNITED ONLINE INC COM 911268100 395 65,626 SOLE * 65,626 0 0
UNITED RENTALS INC COM 911363109 300 11,800 SOLE * 11,800 0 0
UNITED TECHNOLOGIES COM 913017109 1,735 19,605 SOLE * 19,605 0 0
UNITED THERAPEUTICS CORP COM 91307C102 568 10,300 SOLE * 10,300 0 0
UNITIL CORP COM 913259107 222 8,447 SOLE * 8,447 0 0
UNIVERSAL AMER FINANCIAL CRP COM 91338E101 255 23,300 SOLE * 23,300 0 0
UNIVERSAL CORP VA COM 913456109 219 5,800 SOLE * 5,800 0 0
UNIVERSAL HEALTH SERVICES B COM 913903100 448 8,700 SOLE * 8,700 0 0
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 96 20,400 SOLE * 20,400 0 0
UNUM GROUP COM 91529Y106 395 15,500 SOLE * 15,500 0 0
UPS CL B COM 911312106 4,543 62,290 SOLE * 62,290 0 0
URS CORP COM 903236107 326 7,301 SOLE * 7,301 0 0
US BANCORP (NEW) COM 902973304 965 37,797 SOLE * 37,797 0 0
USA MOBILITY INC COM 90341G103 922 60,400 SOLE * 60,400 0 0
USEC INC COM 90333E108 40 11,900 SOLE * 11,900 0 0
VAALCO ENERGY INC COM 91851C201 71 11,800 SOLE * 11,800 0 0
VAIL RESORTS INC COM 91879Q109 1,110 24,007 SOLE * 24,007 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 239 7,900 SOLE * 7,900 0 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 218 4,200 SOLE * 4,200 0 0
VALUECLICK INC COM 92046N102 507 30,530 SOLE * 30,530 0 0
VCA ANTECH INC COM 918194101 2,393 112,900 SOLE * 112,900 0 0
VECTOR GROUP LTD COM 92240M108 1,889 106,209 SOLE * 106,209 0 0
VERINT SYSTEMS INC COM 92343X100 408 11,000 SOLE * 11,000 0 0
VERISIGN INC COM 92343E102 1,935 57,814 SOLE * 57,814 0 0
VERISK ANALYTICS INC-CLASS A COM 92345Y106 3,043 87,900 SOLE * 87,900 0 0
VERIZON COMMUNICATIONS COM 92343V104 1,256 33,734 SOLE * 33,734 0 0
VIEWPOINT FINANCIAL GROUP COM 92672A101 142 10,300 SOLE * 10,300 0 0
VIMPELCOM LTD-SPON ADR ADR 92719A106 155 12,172 SOLE * 12,172 0 0
VIRGIN MEDIA INC COM 92769L101 1,536 51,325 SOLE * 51,325 0 0
VIRGINIA COMMERCE BANCORP COM 92778Q109 60 10,200 SOLE * 10,200 0 0
VIROPHARMA INC COM 928241108 335 18,100 SOLE * 18,100 0 0
VISA INC-CLASS A SHRS COM 92826C839 2,943 34,927 SOLE * 34,927 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 667 44,400 SOLE * 44,400 0 0
VMWARE INC-CLASS A COM 928563402 4,931 49,194 SOLE * 49,194 0 0
VODAFONE GROUP PLC - ADR ADR 92857W209 2,715 101,600 SOLE * 101,600 0 0
VOLCANO CORP COM 928645100 265 8,220 SOLE * 8,220 0 0
VONAGE HOLDINGS CORP COM 92886T201 127 28,800 SOLE * 28,800 0 0
VORNADO REALTY TRUST COM 929042109 1,742 18,703 SOLE * 18,703 0 0
W.P. CAREY & CO. LLC COM 92930Y107 915 22,600 SOLE * 22,600 0 0
WABCO HOLDINGS INC COM 92927K102 1,098 15,900 SOLE * 15,900 0 0
WALGREEN CO COM 931422109 1,605 37,800 SOLE * 37,800 0 0
WAL-MART STORES INC COM 931142103 1,664 31,312 SOLE * 31,312 0 0
WARNER CHILCOTT PLC COM G94368100 577 23,900 SOLE * 23,900 0 0
WASTE MANAGEMENT INC COM 94106L109 1,465 39,300 SOLE * 39,300 0 0
WATERS CORP COM 941848103 2,336 24,400 SOLE * 24,400 0 0
WATSON PHARMACEUTICALS INC COM 942683103 2,582 37,569 SOLE * 37,569 0 0
WEBMD HEALTH CORP-CLASS A COM 94770V102 328 7,200 SOLE * 7,200 0 0
WEBSTER FINANCIAL CORP COM 947890109 364 17,300 SOLE * 17,300 0 0
WEIGHT WATCHERS INTL INC COM 948626106 1,759 23,300 SOLE * 23,300 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,296 25,200 SOLE * 25,200 0 0
WELLPOINT INC COM 94973V107 1,244 15,800 SOLE * 15,800 0 0
WELLS FARGO & COMPANY COM 949746101 2,693 95,991 SOLE * 95,991 0 0
WESCO INTERNATIONAL INC COM 95082P105 925 17,100 SOLE * 17,100 0 0
WESTERN ALLIANCE BANCORP COM 957638109 362 51,000 SOLE * 51,000 0 0
WESTERN DIGITAL CORP COM 958102105 995 27,360 SOLE * 27,360 0 0
WESTERN UNION CO COM 959802109 1,741 86,952 SOLE * 86,952 0 0
WET SEAL INC CL A COM 961840105 75 16,800 SOLE * 16,800 0 0
WEYERHAEUSER CO COM 962166104 334 15,300 SOLE * 15,300 0 0
WHIRLPOOL CORP COM 963320106 1,787 21,965 SOLE * 21,965 0 0
WHOLE FOODS MARKET INC COM 966837106 203 3,200 SOLE * 3,200 0 0
WINDSTREAM CORP COM 97381W104 2,455 189,405 SOLE * 189,405 0 0
WINN-DIXIE STORES INC COM 974280307 1,043 123,400 SOLE 123,400 0 0
WINTHROP REALTY TRUST INC COM 976391300 266 22,220 SOLE * 22,220 0 0
WINTRUST FINANCIAL CORP COM 97650W108 387 12,028 SOLE * 12,028 0 0
WMS INDUSTRIES INC COM 929297109 545 17,743 SOLE * 17,743 0 0
WORLD ACCEPTANCE CORP COM 981419104 352 5,368 SOLE * 5,368 0 0
WORLD WRESTLING ENTMNT INC COM 98156Q108 132 13,900 SOLE * 13,900 0 0
WR GRACE & CO (NEW) COM 38388F108 1,976 43,300 SOLE * 43,300 0 0
WRIGHT EXPRESS CORP COM 98233Q105 381 7,306 SOLE * 7,306 0 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 270 8,030 SOLE * 8,030 0 0
WYNN RESORTS LTD COM 983134107 7,105 49,500 SOLE * 49,500 0 0
XEROX CORP COM 984121103 601 57,700 SOLE * 57,700 0 0
XL GROUP PLC COM G98290102 288 13,100 SOLE * 13,100 0 0
XYRATEX LTD COM G98268108 146 14,200 SOLE * 14,200 0 0
YAHOO! INC COM 984332106 1,108 73,700 SOLE * 73,700 0 0
YOUKU.COM INC-SPON ADR COM 98742U100 557 16,200 SOLE * 16,200 0 0
YPF S.A -D ADR ADR 984245100 1,229 27,300 SOLE * 27,300 0 0
YUM! BRANDS COM 988498101 2,691 48,724 SOLE * 48,724 0 0
ZIMMER HOLDINGS INC COM 98956P102 1,984 31,400 SOLE * 31,400 0 0
ZIONS BANCORPORATION COM 989701107 5,069 211,100 SOLE * 211,100 0 0
ZOLL MEDICAL CORP COM 989922109 363 6,405 SOLE * 6,405 0 0
Records 999 Total Market Value 1,089,739
SK 21819 0003 1218656