-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QoOGwmlZa0zqe0H8D3wQGA/k/0RTqqOLCPDIVzqa7sILqJE32zlvbi2u95vOXAdA AJ0I2TDeDffyB4dECx7+IA== 0000906344-08-000671.txt : 20080811 0000906344-08-000671.hdr.sgml : 20080811 20080811131213 ACCESSION NUMBER: 0000906344-08-000671 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080811 DATE AS OF CHANGE: 20080811 EFFECTIVENESS DATE: 20080811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MENTA CAPITAL LLC CENTRAL INDEX KEY: 0001374701 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12773 FILM NUMBER: 081005211 BUSINESS ADDRESS: STREET 1: 3420 21ST ST CITY: SAN FRANCISCO STATE: CA ZIP: 94110 BUSINESS PHONE: 415-722-4041 MAIL ADDRESS: STREET 1: 3420 21ST ST CITY: SAN FRANCISCO STATE: CA ZIP: 94110 13F-HR 1 ment2q08.txt FORM 13F - SECOND QUARTER 2008 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, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: MENTA CAPITAL LLC One Market Street Spear Street Tower, Suite 3730 San Francisco, CA 94105 13F File Number: 028-12773 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: Laurent Dubois Managing Member (415) 490-2610 Signature, Place and Date of Signing: /s/ Laurent Dubois - ------------------------------------ Laurent Dubois San Francisco, CA 08/01/08 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)) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 834 Form 13F Information Table Value Total (x1000): $549,355 List of Other Included Managers: None FORM 13F INFORMATION TABLE - SECOND QUARTER 2008 MENTA CAPITAL LLC
TITLE SHARES/ OF VALUE PRINCIPAL SH/ PUT/ INVSMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X1000) AMOUNT PRN CALL DSCRTN MGRS SOLE SHARED NONE ======================================================================================================================== ADC TELECOMMUNICATIONS INC COMMON 000886309 604 40900 SH SOLE 40900 AEP INDUSTRIES INC COMMON 001031103 582 33495 SH SOLE 33495 AGCO CORP COMMON 001084102 398 7600 SH SOLE 7600 AK STEEL HOLDING CORP COMMON 001547108 605 8766 SH SOLE 8766 AMR CORP COMMON 001765106 520 101600 SH SOLE 101600 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 602 9600 SH SOLE 9600 ACTIVISION INC COMMON 004930202 2027 59500 SH SOLE 59500 ACXIOM CORP COMMON 005125109 876 76251 SH SOLE 76251 AFFILIATED COMPUTER SVCS-A COMMON 008190100 203 3800 SH SOLE 3800 AGREE REALTY CORP COMMON 008492100 472 21400 SH SOLE 21400 AIRGAS INC COMMON 009363102 596 10200 SH SOLE 10200 ALEXANDER'S INC COMMON 014752109 280 900 SH SOLE 900 ALEXANDRIA REAL ESTATE EQUIT COMMON 015271109 1080 11100 SH SOLE 11100 ALIGN TECHNOLOGY INC COMMON 016255101 173 16500 SH SOLE 16500 ALLEGHANY CORP COMMON 017175100 252 758 SH SOLE 758 ALLEGHENY ENERGY INC COMMON 017361106 246 4900 SH SOLE 4900 ALLIANCE IMAGING INC COMMON 018606202 473 54600 SH SOLE 54600 ALLIANT ENERGY CORP COMMON 018802108 757 22100 SH SOLE 22100 ALLION HEALTHCARE INC COMMON 019615103 122 21400 SH SOLE 21400 ALMOST FAMILY INC COMMON 020409108 322 12100 SH SOLE 12100 ALTERA CORPORATION COMMON 021441100 443 21400 SH SOLE 21400 AMERICAN APPAREL INC COMMON 023850100 148 22200 SH SOLE 22200 AMERICAN ECOLOGY CORP COMMON 025533407 664 22500 SH SOLE 22500 AMERICAN EXPRESS CO COMMON 025816109 799 21200 SH SOLE 21200 AMERICAN FINANCIAL GROUP INC COMMON 025932104 1078 40300 SH SOLE 40300 AMERICAN SOFTWARE INC-CL A COMMON 029683109 126 22300 SH SOLE 22300 AMERICAN TOWER CORP-CL A COMMON 029912201 254 6000 SH SOLE 6000 AMKOR TECHNOLOGY INC COMMON 031652100 2121 203766 SH SOLE 203766 AMPHENOL CORP-CL A COMMON 032095101 332 7400 SH SOLE 7400 ANALOG DEVICES COMMON 032654105 1013 31900 SH SOLE 31900 ANALOGIC CORP COMMON 032657207 366 5800 SH SOLE 5800 ANNTAYLOR STORES CORP COMMON 036115103 851 35500 SH SOLE 35500 ANSOFT CORP COMMON 036384105 743 20400 SH SOLE 20400 APACHE CORP COMMON 037411105 2488 17900 SH SOLE 17900 APOLLO GROUP INC-CL A COMMON 037604105 518 11700 SH SOLE 11700 APPLE INC COMMON 037833100 218 1300 SH SOLE 1300 APRIA HEALTHCARE GROUP INC COMMON 037933108 508 26200 SH SOLE 26200 APPLIED MATERIALS INC COMMON 038222105 199 10400 SH SOLE 10400 APPLIED SIGNAL TECHNOLOGY COMMON 038237103 656 48000 SH SOLE 48000 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 570 16900 SH SOLE 16900 ASHLAND INC COMMON 044209104 357 7400 SH SOLE 7400 ASSOCIATED BANC-CORP COMMON 045487105 230 11900 SH SOLE 11900 ASSOCIATED ESTATES REALTY CP COMMON 045604105 878 82003 SH SOLE 82003 ATMEL CORP COMMON 049513104 320 92000 SH SOLE 92000 ATMOS ENERGY CORP COMMON 049560105 1084 39300 SH SOLE 39300 ATWOOD OCEANICS INC COMMON 050095108 982 7900 SH SOLE 7900 AUTODESK INC COMMON 052769106 987 29200 SH SOLE 29200 AUTOLIV INC COMMON 052800109 606 13000 SH SOLE 13000 AUTOZONE INC COMMON 053332102 750 6200 SH SOLE 6200 AVALONBAY COMMUNITIES INC COMMON 053484101 945 10600 SH SOLE 10600 AVIS BUDGET GROUP INC COMMON 053774105 1846 220600 SH SOLE 220600 AVNET INC COMMON 053807103 535 19600 SH SOLE 19600 BB&T CORP COMMON 054937107 364 16000 SH SOLE 16000 BMC SOFTWARE INC COMMON 055921100 1912 53100 SH SOLE 53100 BTU INTERNATIONAL INC COMMON 056032105 186 15700 SH SOLE 15700 BADGER METER INC COMMON 056525108 475 9400 SH SOLE 9400 BANCORPSOUTH INC COMMON 059692103 771 44100 SH SOLE 44100 BANK OF HAWAII CORP COMMON 062540109 994 20800 SH SOLE 20800 BANKATLANTIC BANCORP INC-A COMMON 065908501 191 108400 SH SOLE 108400 BARD (C.R.) INC COMMON 067383109 712 8100 SH SOLE 8100 BARE ESCENTUALS INC COMMON 067511105 854 45600 SH SOLE 45600 BARNES & NOBLE INC COMMON 067774109 504 20300 SH SOLE 20300 BAXTER INTERNATIONAL INC COMMON 071813109 205 3200 SH SOLE 3200 BECTON DICKINSON & CO COMMON 075887109 715 8800 SH SOLE 8800 BENTLEY PHARMACEUTICALS INC COMMON 082657107 481 29800 SH SOLE 29800 WR BERKLEY CORP COMMON 084423102 568 23500 SH SOLE 23500 BERRY PETROLEUM CO-CLASS A COMMON 085789105 294 5000 SH SOLE 5000 BEST BUY CO INC COMMON 086516101 469 11832 SH SOLE 11832 BIGBAND NETWORKS INC COMMON 089750509 226 47702 SH SOLE 47702 BLOCKBUSTER INC-CL A COMMON 093679108 361 144500 SH SOLE 144500 BOEING CO COMMON 097023105 1722 26200 SH SOLE 26200 BOOKS-A-MILLION INC COMMON 098570104 328 42800 SH SOLE 42800 BORDERS GROUP INC COMMON 099709107 80 13300 SH SOLE 13300 BOSTON PROPERTIES INC COMMON 101121101 1047 11600 SH SOLE 11600 BOSTON SCIENTIFIC CORP COMMON 101137107 145 11800 SH SOLE 11800 BRADY CORPORATION - CL A COMMON 104674106 364 10530 SH SOLE 10530 BRANDYWINE REALTY TRUST SH BEN INT 105368203 818 51900 SH SOLE 51900 NEW BRINKER INTERNATIONAL INC COMMON 109641100 847 44800 SH SOLE 44800 BRINK'S CO/THE COMMON 109696104 975 14900 SH SOLE 14900 BROADCOM CORP-CL A COMMON 111320107 783 28700 SH SOLE 28700 BROCADE COMMUNICATIONS SYS COMMON 111621306 1003 121700 SH SOLE 121700 THE BUCKLE INC COMMON 118440106 436 9538 SH SOLE 9538 BUILD-A-BEAR WORKSHOP INC COMMON 120076104 262 36100 SH SOLE 36100 BURGER KING HOLDINGS INC COMMON 121208201 839 31300 SH SOLE 31300 CDI CORP COMMON 125071100 443 17400 SH SOLE 17400 CEC ENTERTAINMENT INC COMMON 125137109 784 27977 SH SOLE 27977 CF INDUSTRIES HOLDINGS INC COMMON 125269100 947 6200 SH SOLE 6200 CSS INDUSTRIES INC COMMON 125906107 271 11188 SH SOLE 11188 CSG SYSTEMS INTL INC COMMON 126349109 537 48700 SH SOLE 48700 CSX CORP COMMON 126408103 308 4900 SH SOLE 4900 CTS CORP COMMON 126501105 333 33113 SH SOLE 33113 CVB FINANCIAL CORP COMMON 126600105 721 76400 SH SOLE 76400 CVS CAREMARK CORP COMMON 126650100 598 15100 SH SOLE 15100 CABOT OIL & GAS CORP COMMON 127097103 542 8000 SH SOLE 8000 CACHE INC COMMON 127150308 225 21033 SH SOLE 21033 CAL-MAINE FOODS INC COMMON 128030202 960 29092 SH SOLE 29092 CAPITAL CORP OF THE WEST COMMON 140065202 95 25000 SH SOLE 25000 CARPENTER TECHNOLOGY COMMON 144285103 218 5000 SH SOLE 5000 CASEY'S GENERAL STORES INC COMMON 147528103 213 9200 SH SOLE 9200 CELANESE CORP-SERIES A COMMON 150870103 429 9400 SH SOLE 9400 CENTEX CORP COMMON 152312104 400 29900 SH SOLE 29900 CENTRAL EURO DISTRIBUTION CP COMMON 153435102 200 2700 SH SOLE 2700 CENTURYTEL INC COMMON 156700106 534 15000 SH SOLE 15000 CHARLES & COLVARD LTD COMMON 159765106 12 10700 SH SOLE 10700 CHARMING SHOPPES COMMON 161133103 250 54400 SH SOLE 54400 CHEESECAKE FACTORY (THE) COMMON 163072101 558 35075 SH SOLE 35075 CHEVRON CORP COMMON 166764100 1834 18500 SH SOLE 18500 CHOICE HOTELS INTL INC COMMON 169905106 3511 132500 SH SOLE 132500 CHURCH & DWIGHT CO INC COMMON 171340102 494 8758 SH SOLE 8758 CIMAREX ENERGY CO COMMON 171798101 1115 16000 SH SOLE 16000 CINTAS CORP COMMON 172908105 578 21800 SH SOLE 21800 CLEARWIRE CORP-CLASS A COMMON 185385309 337 26001 SH SOLE 26001 CLOROX COMPANY COMMON 189054109 1561 29900 SH SOLE 29900 COACH INC COMMON 189754104 410 14200 SH SOLE 14200 COGNIZANT TECH SOLUTIONS-A COMMON 192446102 255 7831 SH SOLE 7831 COLGATE-PALMOLIVE CO COMMON 194162103 1458 21100 SH SOLE 21100 COLUMBIA BANCORP/OR COMMON 197231103 87 12100 SH SOLE 12100 COMFORT SYSTEMS USA INC COMMON 199908104 698 51900 SH SOLE 51900 COMERICA INC COMMON 200340107 295 11500 SH SOLE 11500 COMMERCE BANCSHARES INC COMMON 200525103 988 24900 SH SOLE 24900 COMMERCIAL METALS CO COMMON 201723103 268 7100 SH SOLE 7100 COMMUNITY BANK SYSTEM INC COMMON 203607106 252 12200 SH SOLE 12200 COMPUTER PROGRAMS & SYSTEMS COMMON 205306103 1592 91878 SH SOLE 91878 COMPUTER SCIENCES CORP COMMON 205363104 899 19200 SH SOLE 19200 COMPUWARE CORP COMMON 205638109 1271 133200 SH SOLE 133200 CONMED CORP COMMON 207410101 256 9635 SH SOLE 9635 CONTINENTAL AIRLINES-CLASS B COMMON 210795308 265 26200 SH SOLE 26200 CORN PRODUCTS INTL INC COMMON 219023108 363 7400 SH SOLE 7400 CORVEL CORP COMMON 221006109 1025 30260 SH SOLE 30260 CRANE CO COMMON 224399105 320 8300 SH SOLE 8300 CRAY INC COMMON 225223304 134 28961 SH SOLE 28961 CREDENCE SYSTEMS CORP COMMON 225302108 177 136000 SH SOLE 136000 CRYOLIFE INC COMMON 228903100 736 64300 SH SOLE 64300 CUBIC CORP COMMON 229669106 759 34075 SH SOLE 34075 CUMMINS INC COMMON 231021106 498 7600 SH SOLE 7600 CYNOSURE INC-CLASS A COMMON 232577205 210 10600 SH SOLE 10600 DTE ENERGY COMPANY COMMON 233331107 705 16600 SH SOLE 16600 DXP ENTERPRISES INC COMMON 233377407 375 9000 SH SOLE 9000 DARDEN RESTAURANTS INC COMMON 237194105 744 23300 SH SOLE 23300 DARLING INTERNATIONAL INC COMMON 237266101 1591 96300 SH SOLE 96300 DARWIN PROFESSIONAL UNDERWRI COMMON 237502109 240 7800 SH SOLE 7800 DATASCOPE CORP COMMON 238113104 423 9000 SH SOLE 9000 DELPHI FINANCIAL GROUP-CL A COMMON 247131105 370 16000 SH SOLE 16000 DELUXE CORP COMMON 248019101 568 31900 SH SOLE 31900 DEPOMED INC COMMON 249908104 92 28800 SH SOLE 28800 DIAMOND FOODS INC COMMON 252603105 872 37857 SH SOLE 37857 DIAMONDROCK HOSPITALITY CO COMMON 252784301 914 83900 SH SOLE 83900 DIGITAL REALTY TRUST INC COMMON 253868103 1035 25300 SH SOLE 25300 DINEEQUITY INC COMMON 254423106 325 8700 SH SOLE 8700 DISCOVER FINANCIAL SERVICES COMMON 254709108 565 42900 SH SOLE 42900 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 197 20881 SH SOLE 20881 DOLLAR TREE INC COMMON 256746108 798 24400 SH SOLE 24400 DONALDSON CO INC COMMON 257651109 232 5200 SH SOLE 5200 DOVER CORP COMMON 260003108 580 12000 SH SOLE 12000 DOWNEY FINANCIAL CORP COMMON 261018105 209 75300 SH SOLE 75300 DRESS BARN INC COMMON 261570105 398 29782 SH SOLE 29782 DUCOMMUN INC COMMON 264147109 856 37300 SH SOLE 37300 E*TRADE FINANCIAL CORP COMMON 269246104 166 52800 SH SOLE 52800 EARTHLINK INC COMMON 270321102 679 78500 SH SOLE 78500 EATON VANCE CORP COMMON 278265103 235 5900 SH SOLE 5900 EBAY INC COMMON 278642103 421 15400 SH SOLE 15400 ECOLAB INC COMMON 278865100 477 11100 SH SOLE 11100 EDISON INTERNATIONAL COMMON 281020107 2358 45900 SH SOLE 45900 ELECTRO RENT CORP COMMON 285218103 253 20151 SH SOLE 20151 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 1513 61400 SH SOLE 61400 PERRY ELLIS INTERNATIONAL COMMON 288853104 841 39612 SH SOLE 39612 EMERSON ELECTRIC CO COMMON 291011104 247 5000 SH SOLE 5000 EMPIRE RESORTS INC COMMON 292052107 87 29800 SH SOLE 29800 EMULEX CORP COMMON 292475209 415 35600 SH SOLE 35600 ENCORE WIRE CORP COMMON 292562105 386 18200 SH SOLE 18200 ENERGYSOLUTIONS INC COMMON 292756202 367 16400 SH SOLE 16400 ESSEX PROPERTY TRUST INC COMMON 297178105 1086 10200 SH SOLE 10200 EXPEDITORS INTL WASH INC COMMON 302130109 1028 23900 SH SOLE 23900 EXPRESS SCRIPTS INC COMMON 302182100 1267 20200 SH SOLE 20200 EZCORP INC-CL A COMMON 302301106 226 17700 SH SOLE 17700 FNB CORP COMMON 302520101 396 33600 SH SOLE 33600 FPL GROUP INC COMMON 302571104 892 13600 SH SOLE 13600 FAMILY DOLLAR STORES COMMON 307000109 616 30900 SH SOLE 30900 FAMOUS DAVE'S OF AMERICA COMMON 307068106 219 28500 SH SOLE 28500 FEDERAL REALTY INVS TRUST SH BEN INT 313747206 780 11300 SH SOLE 11300 NEW FIFTH THIRD BANCORP COMMON 316773100 539 52900 SH SOLE 52900 THE FINISH LINE-CL A COMMON 317923100 383 43969 SH SOLE 43969 FIRST AMERICAN CORPORATION COMMON 318522307 261 9900 SH SOLE 9900 FIRST BANCORP PUERTO RICO COMMON 318672102 159 25100 SH SOLE 25100 FIRST BANCORP/NC COMMON 318910106 289 22900 SH SOLE 22900 FIRST COMMONWEALTH FINL CORP COMMON 319829107 343 36800 SH SOLE 36800 FIRST HORIZON NATIONAL CORP COMMON 320517105 201 27100 SH SOLE 27100 FIRST SOLAR INC COMMON 336433107 382 1400 SH SOLE 1400 FIRSTFED FINANCIAL CORP COMMON 337907109 206 25600 SH SOLE 25600 FIRSTMERIT CORP COMMON 337915102 912 55900 SH SOLE 55900 FLAGSTAR BANCORP INC COMMON 337930101 66 21900 SH SOLE 21900 FIRSTENERGY CORP COMMON 337932107 790 9600 SH SOLE 9600 FLUOR CORP COMMON 343412102 1489 8000 SH SOLE 8000 FLOWERS FOODS INC COMMON 343498101 2303 81270 SH SOLE 81270 FLUSHING FINANCIAL CORP COMMON 343873105 216 11400 SH SOLE 11400 FORD MOTOR CO COMMON 345370860 312 64800 SH SOLE 64800 FOREST LABORATORIES INC COMMON 345838106 2567 73900 SH SOLE 73900 FOSSIL INC COMMON 349882100 808 27800 SH SOLE 27800 FRANKLIN RESOURCES INC COMMON 354613101 257 2800 SH SOLE 2800 FURNITURE BRANDS INTL INC COMMON 360921100 468 35000 SH SOLE 35000 FURMANITE CORP COMMON 361086101 247 30922 SH SOLE 30922 GAMCO INVESTORS INC-A COMMON 361438104 2178 43900 SH SOLE 43900 GFI GROUP INC COMMON 361652209 146 16200 SH SOLE 16200 GAP INC/THE COMMON 364760108 837 50200 SH SOLE 50200 GARDNER DENVER INC COMMON 365558105 1494 26300 SH SOLE 26300 GARTNER INC COMMON 366651107 721 34800 SH SOLE 34800 GENERAL DYNAMICS CORP COMMON 369550108 1162 13800 SH SOLE 13800 GENERAL MILLS INC COMMON 370334104 2109 34700 SH SOLE 34700 GENUINE PARTS CO COMMON 372460105 1286 32400 SH SOLE 32400 GETTY REALTY CORP COMMON 374297109 326 22600 SH SOLE 22600 GIBRALTAR INDUSTRIES INC COMMON 374689107 287 18000 SH SOLE 18000 GLATFELTER COMMON 377316104 196 14500 SH SOLE 14500 GLOBAL CASH ACCESS HOLDINGS COMMON 378967103 129 18800 SH SOLE 18800 GLIMCHER REALTY TRUST SH BEN INT 379302102 328 29300 SH SOLE 29300 GOODRICH CORP COMMON 382388106 261 5500 SH SOLE 5500 GORMAN-RUPP CO COMMON 383082104 339 8500 SH SOLE 8500 GRACO INC COMMON 384109104 1907 50100 SH SOLE 50100 GRAFTECH INTERNATIONAL LTD COMMON 384313102 1961 73099 SH SOLE 73099 GRAHAM CORP COMMON 384556106 765 10325 SH SOLE 10325 GRAPHIC PACKAGING HOLDING CO COMMON 388689101 84 41627 SH SOLE 41627 GREENHILL & CO INC COMMON 395259104 291 5400 SH SOLE 5400 GREIF INC-CL A COMMON 397624107 531 8300 SH SOLE 8300 GREY WOLF INC COMMON 397888108 343 38000 SH SOLE 38000 GULF ISLAND FABRICATION INC COMMON 402307102 837 17100 SH SOLE 17100 GYMBOREE CORP COMMON 403777105 349 8700 SH SOLE 8700 HCC INSURANCE HOLDINGS INC COMMON 404132102 600 28400 SH SOLE 28400 HACKETT GROUP INC/THE COMMON 404609109 402 70014 SH SOLE 70014 HALLIBURTON CO COMMON 406216101 1114 21000 SH SOLE 21000 HANDLEMAN CO COMMON 410252100 101 59300 SH SOLE 59300 HANESBRANDS INC COMMON 410345102 714 26300 SH SOLE 26300 HANOVER INSURANCE GROUP INC/ COMMON 410867105 489 11500 SH SOLE 11500 HARLEYSVILLE GROUP INC COMMON 412824104 367 10849 SH SOLE 10849 HARLEYSVILLE NATIONAL CORP COMMON 412850109 275 24600 SH SOLE 24600 HARMONIC INC COMMON 413160102 288 30300 SH SOLE 30300 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 458 7100 SH SOLE 7100 HASBRO INC COMMON 418056107 1972 55200 SH SOLE 55200 HAVERTY FURNITURE COMMON 419596101 298 29700 SH SOLE 29700 HAWAIIAN HOLDINGS INC COMMON 419879101 680 97800 SH SOLE 97800 HAWK CORP - CLASS A COMMON 420089104 388 20863 SH SOLE 20863 HEALTH MGMT ASSOCIATES INC-A COMMON 421933102 849 130431 SH SOLE 130431 HJ HEINZ CO COMMON 423074103 1177 24600 SH SOLE 24600 HELMERICH & PAYNE COMMON 423452101 706 9800 SH SOLE 9800 HERLEY INDUSTRIES INC COMMON 427398102 255 19200 SH SOLE 19200 HERSHA HOSPITALITY TRUST SH BEN 427825104 436 57700 SH SOLE 57700 INT A HIGHWOODS PROPERTIES INC COMMON 431284108 512 16300 SH SOLE 16300 HILL-ROM HOLDINGS INC COMMON 431475102 1147 42500 SH SOLE 42500 HILLENBRAND INC COMMON 431571108 377 17600 SH SOLE 17600 HOLLY CORP COMMON 435758305 295 8000 SH SOLE 8000 HOME BANCSHARES INC COMMON 436893200 223 9932 SH SOLE 9932 HOME DEPOT INC COMMON 437076102 710 30300 SH SOLE 30300 HOME DIAGNOSTICS INC COMMON 437080104 508 56093 SH SOLE 56093 HOME PROPERTIES INC COMMON 437306103 658 13700 SH SOLE 13700 HONEYWELL INTERNATIONAL INC COMMON 438516106 407 8100 SH SOLE 8100 HOOKER FURNITURE CORP COMMON 439038100 187 10800 SH SOLE 10800 HORACE MANN EDUCATORS COMMON 440327104 401 28600 SH SOLE 28600 HORMEL FOODS CORP COMMON 440452100 1440 41600 SH SOLE 41600 HOT TOPIC INC COMMON 441339108 291 53800 SH SOLE 53800 HUBBELL INC -CL B COMMON 443510201 898 22515 SH SOLE 22515 HUDSON CITY BANCORP INC COMMON 443683107 307 18400 SH SOLE 18400 HUDSON HIGHLAND GROUP INC COMMON 443792106 417 39800 SH SOLE 39800 IMS HEALTH INC COMMON 449934108 1617 69400 SH SOLE 69400 ITT CORP COMMON 450911102 418 6600 SH SOLE 6600 INDEPENDENT BANK CORP/MA COMMON 453836108 641 26900 SH SOLE 26900 INGRAM MICRO INC-CL A COMMON 457153104 224 12600 SH SOLE 12600 INLAND REAL ESTATE CORP COM NEW 457461200 730 50600 SH SOLE 50600 INTEGRATED DEVICE TECH INC COMMON 458118106 352 35400 SH SOLE 35400 INTERNATIONAL BANCSHARES CRP COMMON 459044103 577 27000 SH SOLE 27000 INTL GAME TECHNOLOGY COMMON 459902102 472 18900 SH SOLE 18900 INTERNATIONAL PAPER CO COMMON 460146103 1065 45700 SH SOLE 45700 INTL SHIPHOLDING CORP COMMON 460321201 286 12200 SH SOLE 12200 INTL SPEEDWAY CORP-CL A COMMON 460335201 620 15882 SH SOLE 15882 INTUIT INC COMMON 461202103 626 22700 SH SOLE 22700 ION GEOPHYSICAL CORP COMMON 462044108 349 20000 SH SOLE 20000 IRWIN FINANCIAL CORP COMMON 464119106 93 34656 SH SOLE 34656 JABIL CIRCUIT INC COMMON 466313103 2204 134300 SH SOLE 134300 JACOBS ENGINEERING GROUP INC COMMON 469814107 307 3800 SH SOLE 3800 JOY GLOBAL INC COMMON 481165108 1638 21600 SH SOLE 21600 KMG CHEMICALS INC COMMON 482564101 206 19963 SH SOLE 19963 KEY ENERGY SERVICES INC COMMON 492914106 517 26600 SH SOLE 26600 KEY TECHNOLOGY INC COMMON 493143101 719 22600 SH SOLE 22600 KEYCORP COMMON 493267108 230 20971 SH SOLE 20971 KIMBALL INTERNATIONAL-B COMMON 494274103 105 12699 SH SOLE 12699 KING PHARMACEUTICALS INC COMMON 495582108 4394 419657 SH SOLE 419657 KIRBY CORP COMMON 497266106 2520 52500 SH SOLE 52500 KNOLL INC COMMON 498904200 902 74200 SH SOLE 74200 KROGER CO COMMON 501044101 984 34100 SH SOLE 34100 LSB INDUSTRIES INC COMMON 502160104 309 15600 SH SOLE 15600 LSI CORP COMMON 502161102 161 26200 SH SOLE 26200 LTC PROPERTIES INC COMMON 502175102 368 14400 SH SOLE 14400 LABRANCHE & CO INC COMMON 505447102 411 58100 SH SOLE 58100 LACLEDE GROUP INC/THE COMMON 505597104 1554 38500 SH SOLE 38500 LAKELAND FINANCIAL CORP COMMON 511656100 212 11100 SH SOLE 11100 LAM RESEARCH CORP COMMON 512807108 1435 39700 SH SOLE 39700 LANDSTAR SYSTEM INC COMMON 515098101 5412 98007 SH SOLE 98007 LATTICE SEMICONDUCTOR CORP COMMON 518415104 739 236200 SH SOLE 236200 LEAR CORP COMMON 521865105 805 56800 SH SOLE 56800 LENNAR CORP-CL A COMMON 526057104 336 27200 SH SOLE 27200 LENNOX INTERNATIONAL INC COMMON 526107107 866 29900 SH SOLE 29900 LEXMARK INTERNATIONAL INC-A COMMON 529771107 565 16900 SH SOLE 16900 ELI LILLY & CO COMMON 532457108 720 15600 SH SOLE 15600 LIMITED BRANDS INC COMMON 532716107 834 49500 SH SOLE 49500 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 315 4000 SH SOLE 4000 LINEAR TECHNOLOGY CORP COMMON 535678106 2935 90100 SH SOLE 90100 LIZ CLAIBORNE INC COMMON 539320101 799 56500 SH SOLE 56500 LOCKHEED MARTIN CORP COMMON 539830109 651 6600 SH SOLE 6600 LUBY'S INC COMMON 549282101 290 47500 SH SOLE 47500 LUFKIN INDUSTRIES INC COMMON 549764108 508 6100 SH SOLE 6100 LYDALL INC COMMON 550819106 736 58631 SH SOLE 58631 MDU RESOURCES GROUP INC COMMON 552690109 844 24200 SH SOLE 24200 MEMC ELECTRONIC MATERIALS COMMON 552715104 1329 21600 SH SOLE 21600 MACERICH CO/THE COMMON 554382101 572 9200 SH SOLE 9200 MANHATTAN ASSOCIATES INC COMMON 562750109 365 15400 SH SOLE 15400 MARATHON OIL CORP COMMON 565849106 939 18100 SH SOLE 18100 MARSHALL & ILSLEY CORP COMMON 571837103 917 59800 SH SOLE 59800 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 1102 42000 SH SOLE 42000 MASIMO CORPORATION COMMON 574795100 1700 49500 SH SOLE 49500 MASSEY ENERGY CO COMMON 576206106 1313 14000 SH SOLE 14000 MATERIAL SCIENCES CORP COMMON 576674105 126 15500 SH SOLE 15500 MATTSON TECHNOLOGY INC COMMON 577223100 305 64000 SH SOLE 64000 MCDONALD'S CORP COMMON 580135101 855 15200 SH SOLE 15200 MCMORAN EXPLORATION CO COMMON 582411104 446 16200 SH SOLE 16200 MEDICIS PHARMACEUTICAL-CL A COMMON 584690309 975 46900 SH SOLE 46900 MEDTOX SCIENTIFIC INC COMMON 584977201 234 16927 SH SOLE 16927 MEDTRONIC INC COMMON 585055106 357 6900 SH SOLE 6900 THE MEN'S WEARHOUSE INC COMMON 587118100 342 21000 SH SOLE 21000 MERCER INTL INC-SBI COMMON 588056101 84 11200 SH SOLE 11200 MERCK & CO. INC. COMMON 589331107 987 26200 SH SOLE 26200 MERIDIAN BIOSCIENCE INC COMMON 589584101 514 19100 SH SOLE 19100 MERIT MEDICAL SYSTEMS INC COMMON 589889104 522 35481 SH SOLE 35481 MERIX CORP COMMON 590049102 415 180300 SH SOLE 180300 MERRILL LYNCH & CO INC COMMON 590188108 209 6600 SH SOLE 6600 MESA AIR GROUP INC COMMON 590479101 42 82300 SH SOLE 82300 METAVANTE TECHNOLOGIES INC COMMON 591407101 428 18900 SH SOLE 18900 METHODE ELECTRONICS INC COMMON 591520200 210 20137 SH SOLE 20137 MICREL INC COMMON 594793101 214 23400 SH SOLE 23400 MICROSOFT CORP COMMON 594918104 2239 81400 SH SOLE 81400 MICROSTRATEGY INC-CL A COMMON 594972408 868 13400 SH SOLE 13400 HERMAN MILLER INC COMMON 600544100 1257 50500 SH SOLE 50500 MILLER INDUSTRIES INC/TENN COMMON 600551204 378 38000 SH SOLE 38000 MITCHAM INDUSTRIES INC COMMON 606501104 276 16132 SH SOLE 16132 MONARCH CASINO & RESORT INC COMMON 609027107 119 10100 SH SOLE 10100 MORTON'S RESTAURANT GROUP COMMON 619430101 178 25935 SH SOLE 25935 MOVADO GROUP INC COMMON 624580106 548 27700 SH SOLE 27700 MUELLER INDUSTRIES INC COMMON 624756102 431 13400 SH SOLE 13400 MURPHY OIL CORP COMMON 626717102 1863 19000 SH SOLE 19000 N B T BANCORP INC COMMON 628778102 315 15307 SH SOLE 15307 NVE CORP COMMON 629445206 304 9600 SH SOLE 9600 NASH FINCH CO COMMON 631158102 290 8469 SH SOLE 8469 NATIONAL BEVERAGE CORP COMMON 635017106 242 33241 SH SOLE 33241 NATIONAL CITY CORP COMMON 635405103 126 26400 SH SOLE 26400 NATIONAL OILWELL VARCO INC COMMON 637071101 558 6289 SH SOLE 6289 NATIONAL RETAIL PROPERTIES COMMON 637417106 1087 52000 SH SOLE 52000 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 811 39500 SH SOLE 39500 NAVIGATORS GROUP INC COMMON 638904102 686 12700 SH SOLE 12700 NEOGEN CORP COMMON 640491106 305 13324 SH SOLE 13324 NEW YORK & CO COMMON 649295102 955 104597 SH SOLE 104597 NEW YORK COMMUNITY BANCORP COMMON 649445103 883 49500 SH SOLE 49500 NEWALLIANCE BANCSHARES INC COMMON 650203102 771 61800 SH SOLE 61800 NEWPARK RESOURCES INC COMMON 651718504 479 60900 SH SOLE 60900 NEXCEN BRANDS INC COMMON 653351106 10 17900 SH SOLE 17900 NIKE INC -CL B COMMON 654106103 536 9000 SH SOLE 9000 NOBLE ENERGY INC COMMON 655044105 2474 24600 SH SOLE 24600 NORFOLK SOUTHERN CORP COMMON 655844108 213 3400 SH SOLE 3400 NORTHERN TRUST CORP COMMON 665859104 994 14500 SH SOLE 14500 NU HORIZONS ELEC CORP COMMON 669908105 500 102815 SH SOLE 102815 NOVELL INC COMMON 670006105 74 12543 SH SOLE 12543 NUCOR CORP COMMON 670346105 2292 30700 SH SOLE 30700 O'CHARLEYS INC COMMON 670823103 461 45800 SH SOLE 45800 OCCIDENTAL PETROLEUM CORP COMMON 674599105 2840 31600 SH SOLE 31600 OCEANFIRST FINANCIAL CORP COMMON 675234108 452 25039 SH SOLE 25039 OLD NATL BANCORP/IN COMMON 680033107 193 13500 SH SOLE 13500 OLD SECOND BANCORP INC COMMON 680277100 128 11000 SH SOLE 11000 OLIN CORP COMMON 680665205 668 25500 SH SOLE 25500 OMNICARE INC COMMON 681904108 420 16000 SH SOLE 16000 OMNOVA SOLUTIONS INC COMMON 682129101 101 36500 SH SOLE 36500 ON SEMICONDUCTOR CORPORATION COMMON 682189105 320 34900 SH SOLE 34900 ONE LIBERTY PROPERTIES INC COMMON 682406103 375 23000 SH SOLE 23000 OPPENHEIMER HOLDINGS-CL A COMMON 683797104 203 7180 SH SOLE 7180 ORBITAL SCIENCES CORP COMMON 685564106 542 23000 SH SOLE 23000 ORMAT TECHNOLOGIES INC COMMON 686688102 433 8809 SH SOLE 8809 OSTEOTECH INC COMMON 688582105 388 68231 SH SOLE 68231 OVERSEAS SHIPHOLDING GROUP COMMON 690368105 827 10400 SH SOLE 10400 OWENS & MINOR INC COMMON 690732102 1183 25900 SH SOLE 25900 OXFORD INDUSTRIES INC COMMON 691497309 469 24500 SH SOLE 24500 PACIFIC SUNWEAR OF CALIF COMMON 694873100 374 43800 SH SOLE 43800 PACWEST BANCORP COMMON 695263103 257 17276 SH SOLE 17276 PAPA JOHN'S INTL INC COMMON 698813102 436 16400 SH SOLE 16400 PARKER HANNIFIN CORP COMMON 701094104 1098 15400 SH SOLE 15400 PATTERSON COS INC COMMON 703395103 235 8000 SH SOLE 8000 PATTERSON-UTI ENERGY INC COMMON 703481101 2435 67400 SH SOLE 67400 PEPCO HOLDINGS INC COMMON 713291102 1944 75800 SH SOLE 75800 PERINI CORP COMMON 713839108 1058 32000 SH SOLE 32000 PETROQUEST ENERGY INC COMMON 716748108 527 19600 SH SOLE 19600 PHILADELPHIA CONS HLDG CO COMMON 717528103 914 26900 SH SOLE 26900 PHILLIPS-VAN HEUSEN COMMON 718592108 784 21400 SH SOLE 21400 PHOTON DYNAMICS INC COMMON 719364101 587 38900 SH SOLE 38900 PIER 1 IMPORTS INC COMMON 720279108 182 53028 SH SOLE 53028 PLANTRONICS INC COMMON 727493108 607 27200 SH SOLE 27200 POLARIS INDUSTRIES INC COMMON 731068102 581 14400 SH SOLE 14400 PORTLAND GENERAL ELECTRIC CO COMMON 736508847 590 26200 SH SOLE 26200 POST PROPERTIES INC COMMON 737464107 396 13300 SH SOLE 13300 POWELL INDUSTRIES INC COMMON 739128106 257 5100 SH SOLE 5100 POWER INTEGRATIONS INC COMMON 739276103 1325 41924 SH SOLE 41924 POWERWAVE TECHNOLOGIES INC COMMON 739363109 86 20200 SH SOLE 20200 PREPAID LEGAL SERVICES INC COMMON 740065107 2258 55600 SH SOLE 55600 PRECISION CASTPARTS CORP COMMON 740189105 684 7100 SH SOLE 7100 PRICESMART INC COMMON 741511109 296 14949 SH SOLE 14949 PRINCETON REVIEW INC COMMON 742352107 84 12379 SH SOLE 12379 PROGRESSIVE CORP COMMON 743315103 241 12900 SH SOLE 12900 PROLOGIS SH BEN INT 743410102 1103 20300 SH SOLE 20300 PROVIDENT BANKSHARES CORP COMMON 743859100 132 20700 SH SOLE 20700 PUGET ENERGY INC COMMON 745310102 437 18200 SH SOLE 18200 PULTE HOMES INC COMMON 745867101 403 41898 SH SOLE 41898 QLOGIC CORP COMMON 747277101 945 64800 SH SOLE 64800 QUAKER CHEMICAL CORP COMMON 747316107 332 12456 SH SOLE 12456 QUALCOMM INC COMMON 747525103 803 18100 SH SOLE 18100 QUANTUM CORP COMMON 747906204 14 10100 SH SOLE 10100 QWEST COMMUNICATIONS INTL COMMON 749121109 104 26500 SH SOLE 26500 RPM INTERNATIONAL INC COMMON 749685103 758 36812 SH SOLE 36812 RACKABLE SYSTEMS INC COMMON 750077109 434 32419 SH SOLE 32419 RADIOSHACK CORP COMMON 750438103 621 50600 SH SOLE 50600 RADYNE CORP COMMON 750611402 186 16290 SH SOLE 16290 RAMCO-GERSHENSON PROPERTIES COM SH 751452202 277 13500 SH SOLE 13500 BEN INT RAYMOND JAMES FINANCIAL INC COMMON 754730109 301 11400 SH SOLE 11400 REALTY INCOME CORP COMMON 756109104 380 16700 SH SOLE 16700 REGENCY CENTERS CORP COMMON 758849103 1094 18500 SH SOLE 18500 REGIS CORP COMMON 758932107 266 10100 SH SOLE 10100 RELIANCE STEEL & ALUMINUM COMMON 759509102 1079 14000 SH SOLE 14000 REPUBLIC AIRWAYS HOLDINGS IN COMMON 760276105 300 34600 SH SOLE 34600 REX STORES CORP COMMON 761624105 507 43882 SH SOLE 43882 RITE AID CORP COMMON 767754104 46 28700 SH SOLE 28700 ROBBINS & MYERS INC COMMON 770196103 289 5800 SH SOLE 5800 ROBERT HALF INTL INC COMMON 770323103 757 31600 SH SOLE 31600 ROCK-TENN COMPANY -CL A COMMON 772739207 312 10400 SH SOLE 10400 ROCKWELL COLLINS INC. COMMON 774341101 206 4300 SH SOLE 4300 ROSETTA RESOURCES INC COMMON 777779307 1017 35700 SH SOLE 35700 ROSS STORES INC COMMON 778296103 845 23800 SH SOLE 23800 RUSH ENTERPRISES INC-CL A COMMON 781846209 135 11200 SH SOLE 11200 RYDER SYSTEM INC COMMON 783549108 220 3200 SH SOLE 3200 S & T BANCORP INC COMMON 783859101 954 32825 SH SOLE 32825 SEI INVESTMENTS COMPANY COMMON 784117103 508 21600 SH SOLE 21600 SAFECO CORP COMMON 786429100 302 4491 SH SOLE 4491 SAFEWAY INC COMMON 786514208 834 29200 SH SOLE 29200 THE ST JOE COMPANY COMMON 790148100 333 9700 SH SOLE 9700 ST JUDE MEDICAL INC COMMON 790849103 470 11500 SH SOLE 11500 ST MARY LAND & EXPLORATION COMMON 792228108 1752 27100 SH SOLE 27100 SALIX PHARMACEUTICALS LTD COMMON 795435106 281 40000 SH SOLE 40000 SAN JUAN BASIN ROYALTY TR UNIT BEN 798241105 1957 42300 SH SOLE 42300 INT SANMINA-SCI CORP COMMON 800907107 2245 1754100 SH SOLE 1754100 SAPIENT CORPORATION COMMON 803062108 188 29300 SH SOLE 29300 SAUL CENTERS INC COMMON 804395101 940 20000 SH SOLE 20000 SCHNITZER STEEL INDS INC-A COMMON 806882106 1387 12100 SH SOLE 12100 SEABRIGHT INSURANCE HOLDINGS COMMON 811656107 631 43600 SH SOLE 43600 SEACHANGE INTERNATIONAL INC COMMON 811699107 165 23000 SH SOLE 23000 SEMTECH CORP COMMON 816850101 1228 87300 SH SOLE 87300 SEPRACOR INC COMMON 817315104 1422 71400 SH SOLE 71400 SHENGDATECH INC COMMON 823213103 184 18500 SH SOLE 18500 SIERRA PACIFIC RESOURCES COMMON 826428104 574 45200 SH SOLE 45200 SILICON LABORATORIES INC COMMON 826919102 628 17400 SH SOLE 17400 SILICON STORAGE TECHNOLOGY COMMON 827057100 455 164251 SH SOLE 164251 SIMMONS FIRST NATL CORP-CL A COMMON 828730200 249 8919 SH SOLE 8919 SIMULATIONS PLUS INC COMMON 829214105 38 22100 SH SOLE 22100 SKECHERS USA INC-CL A COMMON 830566105 867 43900 SH SOLE 43900 SKYWEST INC COMMON 830879102 300 23700 SH SOLE 23700 SMTC CORPORATION COMMON 832682207 186 82653 SH SOLE 82653 SOAPSTONE NETWORKS INC COMMON 833570104 1007 263000 SH SOLE 263000 SONOCO PRODUCTS CO COMMON 835495102 392 12664 SH SOLE 12664 SOUTH FINANCIAL GROUP INC COMMON 837841105 175 44600 SH SOLE 44600 SOUTH JERSEY INDUSTRIES COMMON 838518108 352 9429 SH SOLE 9429 SOUTHWEST AIRLINES CO COMMON 844741108 274 21000 SH SOLE 21000 SOVEREIGN BANCORP INC COMMON 845905108 106 14400 SH SOLE 14400 SPARTECH CORP COMMON 847220209 111 11800 SH SOLE 11800 SPECTRA ENERGY CORP COMMON 847560109 563 19600 SH SOLE 19600 SPECTRUM CONTROL INC COMMON 847615101 279 34000 SH SOLE 34000 SPHERION CORPORATION COMMON 848420105 137 29703 SH SOLE 29703 SPRINT NEXTEL CORP COMMON 852061100 1571 165400 SH SOLE 165400 STANCORP FINANCIAL GROUP COMMON 852891100 817 17400 SH SOLE 17400 STANDARD PARKING CORP COMMON 853790103 816 44858 SH SOLE 44858 STATE STREET CORP COMMON 857477103 870 13600 SH SOLE 13600 STEEL DYNAMICS INC COMMON 858119100 563 14400 SH SOLE 14400 STEELCASE INC-CL A COMMON 858155203 314 31300 SH SOLE 31300 STEPAN CO COMMON 858586100 469 10271 SH SOLE 10271 STERLING BANCSHARES INC/TX COMMON 858907108 254 27900 SH SOLE 27900 STERIS CORP COMMON 859152100 860 29900 SH SOLE 29900 STONE ENERGY CORP COMMON 861642106 2603 39500 SH SOLE 39500 STRYKER CORP COMMON 863667101 340 5400 SH SOLE 5400 SUMTOTAL SYSTEMS INC COMMON 866615107 64 13752 SH SOLE 13752 SUN COMMUNITIES INC COMMON 866674104 844 46300 SH SOLE 46300 SUN HYDRAULICS CORP COMMON 866942105 381 11800 SH SOLE 11800 SUNSTONE HOTEL INVESTORS INC COMMON 867892101 1087 65500 SH SOLE 65500 SUPERIOR ENERGY SERVICES INC COMMON 868157108 899 16300 SH SOLE 16300 SUPERVALU INC COMMON 868536103 831 26900 SH SOLE 26900 SUTOR TECHNOLOGY GROUP LTD COMMON 869362103 221 31300 SH SOLE 31300 SYMMETRICOM INC COMMON 871543104 72 18700 SH SOLE 18700 SYMMETRY MEDICAL INC COMMON 871546206 198 12200 SH SOLE 12200 SYSCO CORP COMMON 871829107 820 29800 SH SOLE 29800 SYSTEMAX INC COMMON 871851101 441 25000 SH SOLE 25000 TCF FINANCIAL CORP COMMON 872275102 56400 SH SOLE 56400 TECO ENERGY INC COMMON 872375100 713 33200 SH SOLE 33200 T.G.C. INDUSTRIES INC COMMON 872417308 217 24420 SH SOLE 24420 TJX COMPANIES INC COMMON 872540109 592 18800 SH SOLE 18800 TNS INC COMMON 872960109 201 8400 SH SOLE 8400 TALBOTS INC COMMON 874161102 180 15500 SH SOLE 15500 TANGER FACTORY OUTLET CENTER COMMON 875465106 449 12500 SH SOLE 12500 TECH DATA CORP COMMON 878237106 905 26700 SH SOLE 26700 TELEDYNE TECHNOLOGIES INC COMMON 879360105 839 17200 SH SOLE 17200 TELEPHONE AND DATA SYSTEMS COMMON 879433100 1466 31003 SH SOLE 31003 TERADYNE INC COMMON 880770102 447 40400 SH SOLE 40400 TERRA INDUSTRIES INC COMMON 880915103 2107 42700 SH SOLE 42700 TEXAS INSTRUMENTS INC COMMON 882508104 656 23300 SH SOLE 23300 THERAGENICS CORP COMMON 883375107 191 52700 SH SOLE 52700 THOMAS PROPERTIES GROUP COMMON 884453101 223 22700 SH SOLE 22700 TIFFANY & CO COMMON 886547108 648 15900 SH SOLE 15900 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 78 17300 SH SOLE 17300 TORCHMARK CORP COMMON 891027104 1085 18500 SH SOLE 18500 TOTAL SYSTEM SERVICES INC COMMON 891906109 300 13500 SH SOLE 13500 TRANSATLANTIC HOLDINGS INC COMMON 893521104 1079 19100 SH SOLE 19100 TRIDENT MICROSYSTEMS INC COMMON 895919108 303 83000 SH SOLE 83000 TRUSTCO BANK CORP NY COMMON 898349105 454 61200 SH SOLE 61200 II-VI INC COMMON 902104108 766 21950 SH SOLE 21950 TYSON FOODS INC-CL A COMMON 902494103 617 41300 SH SOLE 41300 UGI CORP COMMON 902681105 1803 62800 SH SOLE 62800 UMB FINANCIAL CORP COMMON 902788108 959 18700 SH SOLE 18700 USA TRUCK INC COMMON 902925106 229 19000 SH SOLE 19000 ULTRATECH INC COMMON 904034105 310 20000 SH SOLE 20000 UNIONBANCAL CORPORATION COMMON 908906100 982 24300 SH SOLE 24300 UNIT CORP COMMON 909218109 2315 27900 SH SOLE 27900 UNITED COMMUNITY FINANCIAL COMMON 909839102 155 41300 SH SOLE 41300 UNITED ONLINE INC COMMON 911268100 469 46800 SH SOLE 46800 US CELLULAR CORP COMMON 911684108 888 15700 SH SOLE 15700 UNITED STATES STEEL CORP COMMON 912909108 351 1900 SH SOLE 1900 UNIVERSAL HEALTH SERVICES-B COMMON 913903100 386 6100 SH SOLE 6100 URSTADT BIDDLE - CLASS A CLASS A 917286205 243 16600 SH SOLE 16600 VERSANT CORP COMMON 925284309 330 12600 SH SOLE 12600 VISHAY INTERTECHNOLOGY INC COMMON 928298108 247 27800 SH SOLE 27800 VIVUS INC COMMON 928551100 1310 196110 SH SOLE 196110 VNUS MEDICAL TECHNOLOGIES COMMON 928566108 408 20365 SH SOLE 20365 VOLTERRA SEMICONDUCTOR CORP COMMON 928708106 450 26100 SH SOLE 26100 VORNADO REALTY TRUST SH BEN INT 929042109 1100 12500 SH SOLE 12500 W HOLDING COMPANY INC COMMON 929251106 50 58288 SH SOLE 58288 WMS INDUSTRIES INC COMMON 929297109 539 18100 SH SOLE 18100 WABASH NATIONAL CORP COMMON 929566107 359 47492 SH SOLE 47492 WADDELL & REED FINANCIAL-A COMMON 930059100 1425 40700 SH SOLE 40700 WARNACO GROUP INC/THE COMMON 934390402 454 10300 SH SOLE 10300 WASHINGTON MUTUAL INC COMMON 939322103 225 45650 SH SOLE 45650 WASHINGTON REAL ESTATE INV SH BEN INT 939653101 609 20281 SH SOLE 20281 WATSON WYATT WORLDWIDE INC-A COMMON 942712100 1692 32000 SH SOLE 32000 WEIGHT WATCHERS INTL INC COMMON 948626106 260 7300 SH SOLE 7300 WENDY'S INTERNATIONAL INC COMMON 950590109 485 17800 SH SOLE 17800 WEST MARINE INC COMMON 954235107 237 57700 SH SOLE 57700 WESTAMERICA BANCORPORATION COMMON 957090103 500 9500 SH SOLE 9500 WESTELL TECHNOLOGIES INC-A COMMON 957541105 445 329600 SH SOLE 329600 WESTERN DIGITAL CORP COMMON 958102105 1077 31200 SH SOLE 31200 WESTERN UNION CO COMMON 959802109 2141 86600 SH SOLE 86600 WESTMORELAND COAL CO COMMON 960878106 575 27250 SH SOLE 27250 WESTWOOD HOLDINGS GROUP INC COMMON 961765104 1142 28700 SH SOLE 28700 WET SEAL INC/THE-CLASS A COMMON 961840105 461 96600 SH SOLE 96600 CLAYTON WILLIAMS ENERGY INC COMMON 969490101 957 8700 SH SOLE 8700 WIND RIVER SYSTEMS INC COMMON 973149107 162 14900 SH SOLE 14900 WOLVERINE WORLD WIDE INC COMMON 978097103 477 17900 SH SOLE 17900 WOODWARD GOVERNOR CO COMMON 980745103 681 19100 SH SOLE 19100 WRIGLEY WM JR CO COMMON 982526105 226 2900 SH SOLE 2900 XILINX INC COMMON 983919101 505 20000 SH SOLE 20000 YAHOO! INC COMMON 984332106 440 21300 SH SOLE 21300 YOUBET.COM INC COMMON 987413101 179 140706 SH SOLE 140706 YUM! BRANDS INC COMMON 988498101 839 23900 SH SOLE 23900 ZENITH NATIONAL INSURANCE CP COMMON 989390109 429 12200 SH SOLE 12200 DUN & BRADSTREET CORP COMMON 26483E100 2524 28800 SH SOLE 28800 CENTER FINANCIAL CORP COMMON 15146E102 265 31325 SH SOLE 31325 PREMIER EXHIBITIONS INC COMMON 74051E102 372 81832 SH SOLE 81832 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 658 48300 SH SOLE 48300 EMBARQ CORP COMMON 29078E105 1267 26800 SH SOLE 26800 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 636 21200 SH SOLE 21200 FUSHI COPPERWELD INC COMMON 36113E107 206 8700 SH SOLE 8700 COMPLETE PRODUCTION SERVICES COMMON 20453E109 717 19700 SH SOLE 19700 DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 367 17500 SH SOLE 17500 EXACTECH INC COMMON 30064E109 2050 79733 SH SOLE 79733 TRAVELERS COS INC/THE COMMON 89417E109 1072 24700 SH SOLE 24700 INTEGRATED ELECTRICAL SERVIC COMMON 45811E301 499 29037 SH SOLE 29037 AFC ENTERPRISES COMMON 00104Q107 181 22621 SH SOLE 22621 AES CORP COMMON 00130H105 544 28300 SH SOLE 28300 AMB PROPERTY CORP COMMON 00163T109 1093 21700 SH SOLE 21700 ATC TECHNOLOGY CORP COMMON 00211W104 535 22978 SH SOLE 22978 ACUITY BRANDS INC COMMON 00508Y102 240 5000 SH SOLE 5000 ADOBE SYSTEMS INC COMMON 00724F101 926 23500 SH SOLE 23500 ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 1246 245200 SH SOLE 245200 ADVANCE AUTO PARTS INC COMMON 00751Y106 652 16800 SH SOLE 16800 AETNA INC COMMON 00817Y108 247 6100 SH SOLE 6100 AGILENT TECHNOLOGIES INC COMMON 00846U101 675 19000 SH SOLE 19000 AIRVANA INC COMMON 00950V101 124 23146 SH SOLE 23146 ALLEGIANT TRAVEL CO COMMON 01748X102 432 23254 SH SOLE 23254 ALPHA NATURAL RESOURCES INC COMMON 02076X102 375 3600 SH SOLE 3600 AMERICA SERVICE GROUP INC COMMON 02364L109 721 78800 SH SOLE 78800 AMERICAN PUBLIC EDUCATION COMMON 02913V103 520 13332 SH SOLE 13332 AMERISAFE INC COMMON 03071H100 729 45735 SH SOLE 45735 ASSURANT INC COMMON 04621X108 871 13200 SH SOLE 13200 ASYST TECHNOLOGIES INC COMMON 04648X107 519 145363 SH SOLE 145363 AVISTA CORP COMMON 05379B107 438 20393 SH SOLE 20393 BJ'S WHOLESALE CLUB INC COMMON 05548J106 596 15400 SH SOLE 15400 BOK FINANCIAL CORPORATION COMMON 05561Q201 481 9000 SH SOLE 9000 BALLY TECHNOLOGIES INC COMMON 05874B107 551 16300 SH SOLE 16300 BANKFINANCIAL CORP COMMON 06643P104 385 29601 SH SOLE 29601 BANKUNITED FINANCIAL CORP-A COMMON 06652B103 15 15700 SH SOLE 15700 BILL BARRETT CORP COMMON 06846N104 612 10300 SH SOLE 10300 BASIC ENERGY SERVICES INC COMMON 06985P100 677 21500 SH SOLE 21500 BIDZ.COM INC COMMON 08883T200 517 59400 SH SOLE 59400 BIOMED REALTY TRUST INC COMMON 09063H107 567 23100 SH SOLE 23100 BIOSCRIP INC COMMON 09069N108 174 67067 SH SOLE 67067 BLACKBAUD INC COMMON 09227Q100 342 16000 SH SOLE 16000 BLUELINX HOLDINGS INC COMMON 09624H109 1064 300449 SH SOLE 300449 BOIS D' ARC ENERGY INC COMMON 09738U103 3279 134900 SH SOLE 134900 BON-TON STORES INC/THE COMMON 09776J101 419 80300 SH SOLE 80300 BOVIE MEDICAL CORP COMMON 10211F100 181 25245 SH SOLE 25245 BROADRIDGE FINANCIAL SOLUTIO COMMON 11133T103 1158 55000 SH SOLE 55000 BROOKLINE BANCORP INC COMMON 11373M107 669 70100 SH SOLE 70100 C.H. ROBINSON WORLDWIDE INC COMMON 12541W209 2018 36789 SH SOLE 36789 CNA SURETY CORP COMMON 12612L108 310 24500 SH SOLE 24500 CVR ENERGY INC COMMON 12662P108 1190 61800 SH SOLE 61800 CA INC COMMON 12673P105 342 14800 SH SOLE 14800 CALAMOS ASSET MANAGEMENT-A COMMON 12811R104 533 31322 SH SOLE 31322 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 215 19200 SH SOLE 19200 CAPITOL FEDERAL FINANCIAL COMMON 14057C106 536 14263 SH SOLE 14263 CARACO PHARM LABS LTD COMMON 14075T107 1411 106918 SH SOLE 106918 CARDIAC SCIENCE CORP COMMON 14141A108 298 36400 SH SOLE 36400 CARDINAL FINANCIAL CORP COMMON 14149F109 231 36900 SH SOLE 36900 CARDINAL HEALTH INC COMMON 14149Y108 335 6500 SH SOLE 6500 CARROLS RESTAURANT GROUP INC COMMON 14574X104 268 51600 SH SOLE 51600 CASH AMERICA INTL INC COMMON 14754D100 412 13300 SH SOLE 13300 CENTENE CORP COMMON 15135B101 346 20600 SH SOLE 20600 CHINA AUTOMOTIVE SYSTEMS INC COMMON 16936R105 419 71549 SH SOLE 71549 CIBER INC COMMON 17163B102 145 23400 SH SOLE 23400 CISCO SYSTEMS INC COMMON 17275R102 507 21800 SH SOLE 21800 COHEN & STEERS INC COMMON 19247A100 1472 56696 SH SOLE 56696 COMPASS MINERALS INTERNATION COMMON 20451N101 3158 39200 SH SOLE 39200 CONOCOPHILLIPS COMMON 20825C104 614 6500 SH SOLE 6500 CONSOL ENERGY INC COMMON 20854P109 292 2600 SH SOLE 2600 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 593 14100 SH SOLE 14100 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 896 26100 SH SOLE 26100 COSI INC COMMON 22122P101 186 74845 SH SOLE 74845 COSTCO WHOLESALE CORP COMMON 22160K105 905 12900 SH SOLE 12900 DR HORTON INC COMMON 23331A109 390 35905 SH SOLE 35905 DATA DOMAIN INC COMMON 23767P109 278 11900 SH SOLE 11900 DELL INC COMMON 24702R101 488 22300 SH SOLE 22300 DENNY'S CORP COMMON 24869P104 490 172600 SH SOLE 172600 DEVON ENERGY CORPORATION COMMON 25179M103 1622 13500 SH SOLE 13500 DIAMOND MANAGEMENT & TECHNOL COMMON 25269L106 151 28917 SH SOLE 28917 DIGITAL ALLY INC COMMON 25382P109 1111 130400 SH SOLE 130400 DOLBY LABORATORIES INC-CL A COMMON 25659T107 629 15600 SH SOLE 15600 DORAL FINANCIAL CORP COMMON 25811P886 432 31900 SH SOLE 31900 ENSCO INTERNATIONAL INC COMMON 26874Q100 1179 14600 SH SOLE 14600 EOG RESOURCES INC COMMON 26875P101 1535 11700 SH SOLE 11700 EINSTEIN NOAH RESTAURANT GRO COMMON 28257U104 668 60300 SH SOLE 60300 ENDO PHARMACEUT HLDGS INC COMMON 29264F205 518 21400 SH SOLE 21400 ENERGEN CORP COMMON 29265N108 1030 13200 SH SOLE 13200 ENERGY PARTNERS LTD COMMON 29270U105 674 45164 SH SOLE 45164 ENERSYS COMMON 29275Y102 544 15900 SH SOLE 15900 ENTERTAINMENT PROPERTIES TR COM SH 29380T105 1098 22200 SH SOLE 22200 BEN INT EPOCH HOLDING CORP COMMON 29428R103 135 14800 SH SOLE 14800 EQUITY LIFESTYLE PROPERTIES COMMON 29472R108 1082 24600 SH SOLE 24600 ERIE INDEMNITY COMPANY-CL A COMMON 29530P102 443 9600 SH SOLE 9600 EVERCORE PARTNERS INC-CL A COMMON 29977A105 389 40927 SH SOLE 40927 EXPEDIA INC COMMON 30212P105 774 42096 SH SOLE 42096 EXXON MOBIL CORP COMMON 30231G102 3181 36100 SH SOLE 36100 FMC TECHNOLOGIES INC COMMON 30249U101 2831 36800 SH SOLE 36800 FTD GROUP INC COMMON 30267U108 553 41500 SH SOLE 41500 FEDEX CORP COMMON 31428X106 646 8200 SH SOLE 8200 FELCOR LODGING TRUST INC COMMON 31430F101 391 37200 SH SOLE 37200 FIRST ADVANTAGE CORP-CL A COMMON 31845F100 985 62172 SH SOLE 62172 FIRST CITIZENS BCSHS -CL A COMMON 31946M103 519 3719 SH SOLE 3719 FIRST INDUSTRIAL REALTY TR COMMON 32054K103 937 34100 SH SOLE 34100 FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 511 39700 SH SOLE 39700 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 98 10400 SH SOLE 10400 FIRST REGIONAL BANCORP/CAL COMMON 33615C101 109 19370 SH SOLE 19370 FIVE STAR QUALITY CARE COMMON 33832D106 92 19369 SH SOLE 19369 FLOWSERVE CORP COMMON 34354P105 1162 8500 SH SOLE 8500 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 230 2600 SH SOLE 2600 FRANKLIN STREET PROPERTIES C COMMON 35471R106 383 30334 SH SOLE 30334 FUEL SYSTEMS SOLUTIONS INC COMMON 35952W103 859 22302 SH SOLE 22302 FUQI INTERNATIONAL INC COMMON 36102A207 95 10900 SH SOLE 10900 G-III APPAREL GROUP LTD COMMON 36237H101 438 35516 SH SOLE 35516 GAMESTOP CORP-CLASS A COMMON 36467W109 828 20500 SH SOLE 20500 GENWORTH FINANCIAL INC-CL A COMMON 37247D106 427 24000 SH SOLE 24000 GLOBAL PAYMENTS INC COMMON 37940X102 910 19522 SH SOLE 19522 HLTH CORP COMMON 40422Y101 198 17500 SH SOLE 17500 HALLMARK FINL SERVICES INC COMMON 40624Q203 208 21521 SH SOLE 21521 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 300 18200 SH SOLE 18200 HEALTH GRADES INC COMMON 42218Q102 219 48737 SH SOLE 48737 HEALTHTRONICS INC COMMON 42222L107 1215 371550 SH SOLE 371550 HEARTLAND PAYMENT SYSTEMS IN COMMON 42235N108 1133 48000 SH SOLE 48000 HEELYS INC COMMON 42279M107 169 41580 SH SOLE 41580 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 1183 123200 SH SOLE 123200 HESS CORP COMMON 42809H107 1805 14300 SH SOLE 14300 HHGREGG INC COMMON 42833L108 247 24700 SH SOLE 24700 HITTITE MICROWAVE CORP COMMON 43365Y104 427 12000 SH SOLE 12000 HOSPITALITY PROPERTIES TRUST COM SH 44106M102 1081 44200 SH SOLE 44200 BEN INT HOST HOTELS & RESORTS INC COMMON 44107P104 1080 79100 SH SOLE 79100 HOUSTON WIRE & CABLE CO COMMON 44244K109 342 17200 SH SOLE 17200 IAC/INTERACTIVECORP COMMON 44919P300 821 42600 SH SOLE 42600 IPCS INC COMMON 44980Y305 356 12000 SH SOLE 12000 IGATE CORP COMMON 45169U105 202 24889 SH SOLE 24889 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 324 7800 SH SOLE 7800 INFOSPACE INC COMMON 45678T201 681 81695 SH SOLE 81695 INTEGRATED SILICON SOLUTION COMMON 45812P107 911 163822 SH SOLE 163822 INTEGRYS ENERGY GROUP INC COMMON 45822P105 300 5900 SH SOLE 5900 INTERSTATE HOTELS & RESORTS COMMON 46088S106 717 276689 SH SOLE 276689 INVESTORS BANCORP INC COMMON 46146P102 224 17118 SH SOLE 17118 INX INC COMMON 46185W109 271 25895 SH SOLE 25895 IXYS CORPORATION COMMON 46600W106 157 13168 SH SOLE 13168 JDA SOFTWARE GROUP INC COMMON 46612K108 402 22215 SH SOLE 22215 JPMORGAN CHASE & CO COMMON 46625H100 730 21265 SH SOLE 21265 JAMBA INC COMMON 47023A101 133 71700 SH SOLE 71700 JO-ANN STORES INC COMMON 47758P307 373 16200 SH SOLE 16200 KBR INC COMMON 48242W106 527 15100 SH SOLE 15100 KB HOME COMMON 48666K109 469 27700 SH SOLE 27700 KILROY REALTY CORP COMMON 49427F108 738 15700 SH SOLE 15700 KINETIC CONCEPTS INC COMMON 49460W208 359 9000 SH SOLE 9000 KRATOS DEFENSE & SECURITY COMMON 50077B108 29 14850 SH SOLE 14850 LSI INDUSTRIES INC COMMON 50216C108 265 32610 SH SOLE 32610 LANDAUER INC COMMON 51476K103 1444 25673 SH SOLE 25673 LODGIAN INC COMMON 54021P403 140 17891 SH SOLE 17891 MACQUARIE INFRASTRUCTURE CO COMMON 55608B105 579 22900 SH SOLE 22900 MACY'S INC COMMON 55616P104 800 41200 SH SOLE 41200 MANPOWER INC COMMON 56418H100 547 9400 SH SOLE 9400 MARINER ENERGY INC COMMON 56845T305 399 10800 SH SOLE 10800 MCKESSON CORP COMMON 58155Q103 581 10400 SH SOLE 10400 MEADOWBROOK INSURANCE GROUP COMMON 58319P108 270 50900 SH SOLE 50900 MEDICAL ACTION IND INC COMMON 58449L100 130 12500 SH SOLE 12500 MERIDIAN RESOURCE CORP COMMON 58977Q109 521 176585 SH SOLE 176585 METLIFE INC COMMON 59156R108 417 7900 SH SOLE 7900 MID-AMERICA APARTMENT COMM COMMON 59522J103 561 11000 SH SOLE 11000 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 24 26900 SH SOLE 26900 MONSANTO CO COMMON 61166W101 2301 18200 SH SOLE 18200 MOSAIC CO/THE COMMON 61945A107 391 2700 SH SOLE 2700 MULTI-FINELINE ELECTRONIX IN COMMON 62541B101 862 31135 SH SOLE 31135 NCI INC-CLASS A COMMON 62886K104 201 8800 SH SOLE 8800 NII HOLDINGS INC COMMON 62913F201 356 7500 SH SOLE 7500 NIC INC COMMON 62914B100 371 54253 SH SOLE 54253 NVR INC COMMON 62944T105 1000 2000 SH SOLE 2000 NATIONAL INTERSTATE CORP COMMON 63654U100 322 17500 SH SOLE 17500 NAUTILUS INC COMMON 63910B102 105 20600 SH SOLE 20600 NAVISITE INC COMMON 63935M208 65 17100 SH SOLE 17100 NET 1 UEPS TECHNOLOGIES INC COMMON 64107N206 1096 45100 SH SOLE 45100 NETAPP INC COMMON 64110D104 977 45100 SH SOLE 45100 NETEZZA CORP COMMON 64111N101 276 23900 SH SOLE 23900 99 CENTS ONLY STORES COMMON 65440K106 203 30800 SH SOLE 30800 NORTH AMERICAN GALVANIZING & COMMON 65686Y109 498 56700 SH SOLE 56700 NVIDIA CORP COMMON 67066G104 908 48500 SH SOLE 48500 OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 1657 193763 SH SOLE 193763 OFFICEMAX INC COMMON 67622P101 274 19700 SH SOLE 19700 OLYMPIC STEEL INC COMMON 68162K106 1268 16700 SH SOLE 16700 OMNI ENERGY SERVICES CORP COMMON 68210T208 387 60415 SH SOLE 60415 1-800-FLOWERS.COM INC-CL A COMMON 68243Q106 738 114400 SH SOLE 114400 ORACLE CORP COMMON 68389X105 1113 53000 SH SOLE 53000 PC MALL INC COMMON 69323K100 435 32069 SH SOLE 32069 P G & E CORP COMMON 69331C108 512 12900 SH SOLE 12900 PFF BANCORP INC COMMON 69331W104 92 85294 SH SOLE 85294 PS BUSINESS PARKS INC/CA COMMON 69360J107 1073 20800 SH SOLE 20800 PACER INTERNATIONAL INC COMMON 69373H106 1187 55200 SH SOLE 55200 PACIFIC CAPITAL BANCORP COMMON 69404P101 378 27400 SH SOLE 27400 PARAGON SHIPPING INC-CLASS A COMMON 69913R309 583 34720 SH SOLE 34720 PENSKE AUTO GROUP INC COMMON 70959W103 733 49700 SH SOLE 49700 POLYPORE INTERNATIONAL INC COMMON 73179V103 367 14500 SH SOLE 14500 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 487 11600 SH SOLE 11600 PROCENTURY CORP COMMON 74268T108 315 19900 SH SOLE 19900 PROS HOLDINGS INC COMMON 74346Y103 226 20100 SH SOLE 20100 QUALITY DISTRIBUTION INC COMMON 74756M102 36 14700 SH SOLE 14700 QUIKSILVER INC COMMON 74838C106 675 68782 SH SOLE 68782 QUIDEL CORP COMMON 74838J101 2019 122080 SH SOLE 122080 RANGE RESOURCES CORP COMMON 75281A109 367 5600 SH SOLE 5600 RELIANT ENERGY INC COMMON 75952B105 1306 61400 SH SOLE 61400 RELIV INTERNATIONAL INC COMMON 75952R100 165 30252 SH SOLE 30252 RENT-A-CENTER INC COMMON 76009N100 510 24800 SH SOLE 24800 RETAIL VENTURES INC COMMON 76128Y102 50 10800 SH SOLE 10800 SAFETY INSURANCE GROUP INC COMMON 78648T100 257 7200 SH SOLE 7200 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 539 27600 SH SOLE 27600 SILICON IMAGE INC COMMON 82705T102 1141 157400 SH SOLE 157400 SOLERA HOLDINGS INC COMMON 83421A104 1087 39300 SH SOLE 39300 SOUTHSIDE BANCSHARES INC COMMON 84470P109 278 15100 SH SOLE 15100 SPECTRUM BRANDS INC COMMON 84762L105 112 43800 SH SOLE 43800 STARTEK INC COMMON 85569C107 448 47700 SH SOLE 47700 STARWOOD HOTELS & RESORTS COMMON 85590A401 361 9000 SH SOLE 9000 STONERIDGE INC COMMON 86183P102 411 24073 SH SOLE 24073 STRATEGIC HOTELS & RESORTS I COMMON 86272T106 313 33400 SH SOLE 33400 SUNOCO INC COMMON 86764P109 688 16900 SH SOLE 16900 SUPERIOR ESSEX INC COMMON 86815V105 1058 23700 SH SOLE 23700 SYNOVIS LIFE TECHNOLOGIES IN COMMON 87162G105 438 23241 SH SOLE 23241 SYNIVERSE HOLDINGS INC COMMON 87163F106 836 51600 SH SOLE 51600 TD AMERITRADE HOLDING CORP COMMON 87236Y108 1060 58600 SH SOLE 58600 TFS FINANCIAL CORP COMMON 87240R107 160 13800 SH SOLE 13800 TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 844 45700 SH SOLE 45700 TALEO CORP-CLASS A COMMON 87424N104 239 12185 SH SOLE 12185 TECHWELL INC COMMON 87874D101 178 14463 SH SOLE 14463 TELECOMMUNICATION SYSTEMS-A COMMON 87929J103 366 79000 SH SOLE 79000 TELULAR CORP COMMON 87970T208 315 82400 SH SOLE 82400 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 164 21000 SH SOLE 21000 TENET HEALTHCARE CORP COMMON 88033G100 621 111700 SH SOLE 111700 TERADATA CORP COMMON 88076W103 1081 46700 SH SOLE 46700 THERMAGE INC COMMON 88343R101 166 58035 SH SOLE 58035 3M CO COMMON 88579Y101 1113 16000 SH SOLE 16000 TIERONE CORP COMMON 88650R108 117 25400 SH SOLE 25400 TOWN SPORTS INTERNATIONAL COMMON 89214A102 916 98080 SH SOLE 98080 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1130 186500 SH SOLE 186500 21ST CENTURY HOLDING CO COMMON 90136Q100 111 13600 SH SOLE 13600 U S CONCRETE INC COMMON 90333L102 148 31180 SH SOLE 31180 U.S. PHYSICAL THERAPY INC COMMON 90337L108 474 28900 SH SOLE 28900 USA MOBILITY INC COMMON 90341G103 1370 181400 SH SOLE 181400 US AIRWAYS GROUP INC COMMON 90341W108 45 17800 SH SOLE 17800 ULTRAPAR PARTICPAC-SPON ADR SP ADR 90400P101 913 24000 SH SOLE 24000 REP PFD UNION DRILLING INC COMMON 90653P105 719 33179 SH SOLE 33179 UNUM GROUP COMMON 91529Y106 892 43600 SH SOLE 43600 VAALCO ENERGY INC COMMON 91851C201 1662 196200 SH SOLE 196200 VALUEVISION MEDIA INC-CL A COMMON 92047K107 144 40200 SH SOLE 40200 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1711 33000 SH SOLE 33000 VASCO DATA SECURITY INTL COMMON 92230Y104 341 32400 SH SOLE 32400 VERIZON COMMUNICATIONS INC COMMON 92343V104 227 6400 SH SOLE 6400 VIASAT INC COMMON 92552V100 285 14100 SH SOLE 14100 VISA INC-CLASS A SHARES COMMON 92826C839 455 5600 SH SOLE 5600 W&T OFFSHORE INC COMMON 92922P106 4504 76981 SH SOLE 76981 WELLPOINT INC COMMON 94973V107 276 5800 SH SOLE 5800 WESCO INTERNATIONAL INC COMMON 95082P105 480 11996 SH SOLE 11996 WINDSTREAM CORP COMMON 97381W104 434 35200 SH SOLE 35200 XCEL ENERGY INC COMMON 98389B100 257 12800 SH SOLE 12800 XERIUM TECHNOLOGIES INC COMMON 98416J100 88 22100 SH SOLE 22100 ACE LTD COMMON G0070K103 606 11000 SH SOLE 11000 ALLIED WORLD ASSURANCE CO COMMON G0219G203 1006 25400 SH SOLE 25400 ARCH CAPITAL GROUP LTD COMMON G0450A105 955 14400 SH SOLE 14400 ARGO GROUP INTERNATIONAL COMMON G0464B107 326 9700 SH SOLE 9700 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 632 21200 SH SOLE 21200 CASTLEPOINT HOLDINGS LTD COMMON G19522112 509 55947 SH SOLE 55947 FLAGSTONE REINSURANCE HOLDING COMMON G3529T105 923 78300 SH SOLE 78300 LJ INTERNATIONAL INC COMMON G55312105 57 20300 SH SOLE 20300 PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 1076 33000 SH SOLE 33000 VALIDUS HOLDINGS LTD COMMON G9319H102 859 40400 SH SOLE 40400 TEFRON LTD COMMON M87482101 42 17400 SH SOLE 17400
-----END PRIVACY-ENHANCED MESSAGE-----