0000919574-11-006311.txt : 20111114 0000919574-11-006311.hdr.sgml : 20111111 20111114154924 ACCESSION NUMBER: 0000919574-11-006311 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111202113 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 d1241506_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: September 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 November 14, 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: 770 Form 13F Information Table Value Total: $1,202,293 (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 manager or investment manager, as applicable, 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, (ii) Two Sigma Genesis Portfolio, LLC ("Genesis"), Two Sigma U.S. Large Cap Core Equity Master Fund, Ltd. ("Large Cap") and Two Sigma U.S. Equity Variable Exposure Master Fund, Ltd. ("Equity Variable Exposure"), three 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 and (iii) one or more separately managed accounts (collectively, the "Managed Accounts"), each of which may not presently be deemed to be "other managers" for purposes of this 13F report. Advisers, rather than Constellation, All Cap, Small Cap, Genesis, Large Cap, Equity Variable Exposure or the Managed Accounts, exercises sole investment discretion and voting authority over the securities held in the various accounts of Constellation, All Cap, Small Cap, Genesis, Large Cap and Equity Variable Exposure and in the Managed Accounts. 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 $1,020,000), 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 September 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 (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------- -------- --------- --------- ------------------ ----------- -------- ----------------------- ABB LTD-SPON ADR ADR 000375204 1,360 79,600 SOLE * 79,600 0 0 AFLAC INC COM 001055102 4,151 118,751 SOLE * 118,751 0 0 AGCO CORP COM 001084102 691 20,000 SOLE * 20,000 0 0 AES CORP COM 00130H105 293 30,100 SOLE * 30,100 0 0 AOL INC COM 00184X105 428 35,700 SOLE * 35,700 0 0 AT&T INC COM 00206R102 10,279 360,422 SOLE * 360,422 0 0 ABBOTT LABS COM 002824100 7,420 145,100 SOLE * 145,100 0 0 ABOVENET INC COM 00374N107 435 8,100 SOLE * 8,100 0 0 ACCURIDE CORP COM 00439T206 57 11,200 SOLE * 11,200 0 0 ACI WORLDWIDE INC COM 004498101 215 7,800 SOLE * 7,800 0 0 ACME PACKET INC COM 004764106 1,002 23,520 SOLE * 23,520 0 0 ACTUATE CORP COM 00508B102 234 42,273 SOLE * 42,273 0 0 ACTUANT CORP - CL A COM 00508X203 304 15,400 SOLE * 15,400 0 0 ACUITY BRANDS INC COM 00508Y102 288 8,000 SOLE * 8,000 0 0 ACXIOM CORP COM 005125109 404 38,000 SOLE * 38,000 0 0 ADOBE SYSTEMS INC COM 00724F101 227 9,420 SOLE * 9,420 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 195 26,500 SOLE * 26,500 0 0 AEROPOSTAL INC COM 007865108 459 42,500 SOLE * 42,500 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2,235 71,500 SOLE * 71,500 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 783 10,249 SOLE * 10,249 0 0 AIR TRANSPORT SERVICES GROUP COM 00922R105 245 56,600 SOLE * 56,600 0 0 AKAMAI TECHNOLOGIES COM 00971T101 3,398 170,946 SOLE * 170,946 0 0 ALASKA AIRGROUP INC COM 011659109 1,114 19,800 SOLE * 19,800 0 0 ALBEMARLE CORP COM 012653101 440 10,900 SOLE * 10,900 0 0 ALEXANDRIA REAL EST EQUITIES COM 015271109 350 5,700 SOLE * 5,700 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2,915 45,510 SOLE * 45,510 0 0 ALLERGAN INC COM 018490102 263 3,200 SOLE * 3,200 0 0 ALLIANCE HEALTHCARE SERVICES I COM 018606202 23 20,000 SOLE * 20,000 0 0 ALLIANCE ONE INTERNATIONAL I COM 018772103 28 11,300 SOLE * 11,300 0 0 ALLIANT ENERGY CORP COM 018802108 537 13,900 SOLE * 13,900 0 0 ALLIED NEVADA GOLD CORP COM 019344100 530 14,800 SOLE * 14,800 0 0 ALLSTATE CORP COM 020002101 1,410 59,500 SOLE * 59,500 0 0 ALTERA CORP COM 021441100 1,063 33,700 SOLE * 33,700 0 0 ALTRIA GROUP INC COM 02209S103 10,931 407,751 SOLE * 407,751 0 0 AMAZON.COM INC COM 023135106 16,823 77,800 SOLE * 77,800 0 0 AMBASSADORS GROUP INC COM 023177108 85 15,000 SOLE * 15,000 0 0 AMER FST TAX EX INVESTORS LP COM 02364V107 413 79,900 SOLE * 79,900 0 0 AMERICAN ASSETS TRUST INC COM 024013104 208 11,600 SOLE * 11,600 0 0 AMERICAN CAPITAL LTD COM 02503Y103 146 21,500 SOLE * 21,500 0 0 AMERICAN DENTAL PARTNERS INC COM 025353103 146 15,200 SOLE * 15,200 0 0 AMERICAN ELECTRIC POWER COM 025537101 1,642 43,200 SOLE * 43,200 0 0 AMERICAN EXPRESS COMPANY COM 025816109 4,658 103,740 SOLE * 103,740 0 0 AMERICAN TOWER CORP - CL-A COM 029912201 2,773 51,548 SOLE * 51,548 0 0 AMERIGROUP CORP COM 03073T102 749 19,200 SOLE * 19,200 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 1,858 47,200 SOLE * 47,200 0 0 AMETEK INC COM 031100100 422 12,800 SOLE * 12,800 0 0 AMGEN INC COM 031162100 1,894 34,467 SOLE * 34,467 0 0 ANADARKO PETROLEUM CORP COM 032511107 9,483 150,400 SOLE * 150,400 0 0 ANGIODYNAMICS INC COM 03475V101 205 15,587 SOLE * 15,587 0 0 ANHEUSER-BUSCH INBEV SPN ADR ADR 03524A108 585 11,050 SOLE * 11,050 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 2,076 124,817 SOLE * 124,817 0 0 AON CORP COM 037389103 1,527 36,363 SOLE * 36,363 0 0 APACHE CORP COM 037411105 6,078 75,740 SOLE * 75,740 0 0 APARTMENT INVT & MGMT CO - A COM 03748R101 1,768 79,922 SOLE * 79,922 0 0 APOLLO GROUP INC - CL A COM 037604105 641 16,200 SOLE * 16,200 0 0 APPLE INC COM 037833100 28,774 75,487 SOLE * 75,487 0 0 APPLIED MATERIALS INC COM 038222105 1,155 111,600 SOLE * 111,600 0 0 ARCELOR MITTAL COM 03938L104 170 10,700 SOLE * 10,700 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1,452 58,513 SOLE * 58,513 0 0 AREC CAPITAL CORP COM 04010L103 287 20,850 SOLE * 20,850 0 0 ARRIS GROUP INC COM 04269Q100 151 14,600 SOLE * 14,600 0 0 ASCENT CAPITAL GRP INC COM 043632108 378 9,600 SOLE * 9,600 0 0 ASHFORD HOSPITALITY TRUST COM 044103109 79 11,300 SOLE * 11,300 0 0 ASSISTED LIVING CONCEPTS I-A COM 04544X300 128 10,160 SOLE * 10,160 0 0 ASSOCIATED BANC-CORP COM 045487105 150 16,100 SOLE * 16,100 0 0 ASTEX PHARMACEUTICALS COM 04624B103 34 17,600 SOLE * 17,600 0 0 ASTRAZENECA PLC SPONS ADR ADR 046353108 4,090 92,200 SOLE * 92,200 0 0 AUDIOVOX CORP-CL A COM 050757103 157 28,700 SOLE * 28,700 0 0 AUTODESK INC COM 052769106 242 8,704 SOLE * 8,704 0 0 AUTOZONE COM 053332102 6,991 21,900 SOLE * 21,900 0 0 AVIS BUDGET GROUP INC COM 053774105 906 93,696 SOLE * 93,696 0 0 BB&T CORP COM 054937107 497 23,305 SOLE * 23,305 0 0 BHP BILLITON PLC-ADR ADR 05545E209 3,543 66,752 SOLE * 66,752 0 0 BP PLC - SPONS ADR ADR 055622104 1,035 28,700 SOLE * 28,700 0 0 BT GROUP PLC-SPON ADR ADR 05577E101 373 14,000 SOLE * 14,000 0 0 BMC SOFTWARE INC COM 055921100 2,341 60,700 SOLE * 60,700 0 0 BABCOCK & WILCOX COMPANY COM 05615F102 456 23,300 SOLE * 23,300 0 0 BAIDU INC - ADR ADR 056752108 6,842 64,000 SOLE * 64,000 0 0 BAKER HUGHES INC COM 057224107 711 15,400 SOLE * 15,400 0 0 BANCO BRADESCO-SPONSORED ADR ADR 059460303 674 45,600 SOLE * 45,600 0 0 BANCO SANTANDER BRASIL-ADS ADR 05967A107 722 98,500 SOLE * 98,500 0 0 BANCORPSOUTH INC COM 059692103 597 67,960 SOLE * 67,960 0 0 BANK OF HAWAII CORP COM 062540109 251 6,894 SOLE * 6,894 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 673 36,244 SOLE * 36,244 0 0 BANK OF NOVA SCOTIA COM 064149107 1,048 20,900 SOLE * 20,900 0 0 BARCLAYS PLC -SPONS ADR ADR 06738E204 222 22,700 SOLE * 22,700 0 0 BILL BARRETT CORP COM 06846N104 2,450 67,600 SOLE * 67,600 0 0 BASIC ENERGY SERVICES INC COM 06985P100 148 10,470 SOLE * 10,470 0 0 BAXTER INTERNATIONAL COM 071813109 2,451 43,662 SOLE * 43,662 0 0 BBVA BANCO FRANCES SA - ADR ADR 07329M100 168 30,500 SOLE * 30,500 0 0 BECTON DICKINSON & CO COM 075887109 1,840 25,100 SOLE * 25,100 0 0 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 105 14,100 SOLE * 14,100 0 0 BENIHANA INC - CL A COM 082047200 116 13,500 SOLE * 13,500 0 0 BERKSHIRE HATHAWAY INC-CL B COM 084670702 3,274 46,094 SOLE * 46,094 0 0 BEST BUY COMPANY INC COM 086516101 1,438 61,720 SOLE * 61,720 0 0 BHP BILLITON LTD - SPONS ADR ADR 088606108 5,501 82,800 SOLE * 82,800 0 0 BIGBAND NETWORKS INC COM 089750509 42 32,587 SOLE * 32,587 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 480 15,069 SOLE * 15,069 0 0 BIOGEN IDEC INC COM 09062X103 3,558 38,200 SOLE * 38,200 0 0 BLACKROCK INC COM 09247X101 607 4,100 SOLE * 4,100 0 0 BLOUNT INTERNATIONAL INC COM 095180105 267 20,000 SOLE * 20,000 0 0 BOEING CO COM 097023105 3,687 60,930 SOLE * 60,930 0 0 BOISE INC COM 09746Y105 115 22,300 SOLE * 22,300 0 0 BORG WARNER AUTO INC COM 099724106 327 5,400 SOLE * 5,400 0 0 BOSTON BEER CO INC CL-A COM 100557107 254 3,500 SOLE * 3,500 0 0 BOSTON PROPERTIES INC COM 101121101 1,506 16,900 SOLE * 16,900 0 0 BOSTON SCIENTIFIC CORP COM 101137107 812 137,400 SOLE * 137,400 0 0 BRADY CORPORATION - CL A COM 104674106 206 7,800 SOLE * 7,800 0 0 BRIGGS & STRATTON COM 109043109 181 13,400 SOLE * 13,400 0 0 BRIGHAM EXPLORATION COM 109178103 476 18,850 SOLE * 18,850 0 0 BRISTOL MYERS SQUIBB COM 110122108 5,065 161,413 SOLE * 161,413 0 0 BRITISH AMER TOBACCO PLC - ADR ADR 110448107 2,101 24,800 SOLE * 24,800 0 0 BROADCOM CORP CL-A COM 111320107 4,021 120,780 SOLE * 120,780 0 0 BROWN & BROWN INC COM 115236101 365 20,500 SOLE * 20,500 0 0 CBS CORP- CL B COM 124857202 981 48,100 SOLE * 48,100 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 2,469 20,009 SOLE * 20,009 0 0 CIGNA CORP COM 125509109 830 19,800 SOLE * 19,800 0 0 CNOOC LTD-ADR ADR 126132109 337 2,100 SOLE * 2,100 0 0 CPFL ENERGIA SA-ADR ADR 126153105 800 36,100 SOLE * 36,100 0 0 CNO FINANCIAL GROUP INC COM 12621E103 164 30,200 SOLE * 30,200 0 0 CSX CORP COM 126408103 7,983 427,570 SOLE * 427,570 0 0 CVR ENERGY INC COM 12662P108 2,201 104,100 SOLE * 104,100 0 0 CVS CAREMARK CORP COM 126650100 1,427 42,500 SOLE * 42,500 0 0 CA INC COM 12673P105 1,145 59,000 SOLE * 59,000 0 0 CABLEVISION NY GRP A COM STOCK 0 12686C109 238 15,100 SOLE * 15,100 0 0 CABOT OIL & GAS CORP COM 127097103 446 7,200 SOLE * 7,200 0 0 CALLAWAY GOLF COMPANY COM 131193104 55 10,700 SOLE * 10,700 0 0 CAMDEN PROPERTY TRUST COM 133131102 420 7,600 SOLE * 7,600 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 478 11,511 SOLE * 11,511 0 0 CAMPBELL SOUP CO COM 134429109 3,578 110,524 SOLE * 110,524 0 0 CAN IMPERIAL BK OF COMMERCE COM 136069101 315 4,500 SOLE * 4,500 0 0 CANON INC - ADR ADR 138006309 498 11,000 SOLE * 11,000 0 0 CAPELLA EDUCATION CO COM 139594105 558 19,648 SOLE * 19,648 0 0 CAPITAL ONE FINL COM 14040H105 1,590 40,100 SOLE * 40,100 0 0 CARDTRONICS INC COM 14161H108 242 10,520 SOLE * 10,520 0 0 CAREFUSION CORP COM 14170T101 1,272 53,100 SOLE * 53,100 0 0 CARMIKE CINEMAS INC COM 143436400 67 10,100 SOLE * 10,100 0 0 CARTER'S INC COM 146229109 427 14,000 SOLE * 14,000 0 0 CASELLA WASTE SYSTEMS INC-A COM 147448104 88 16,700 SOLE * 16,700 0 0 CASEYS GENERAL STORES INC COM 147528103 757 17,350 SOLE * 17,350 0 0 CASH AMERICA INTL INC COM 14754D100 562 11,000 SOLE * 11,000 0 0 CATERPILLAR INC COM 149123101 5,620 76,113 SOLE * 76,113 0 0 CATHAY GENERAL BANCORP COM 149150104 191 16,800 SOLE * 16,800 0 0 CELADON GROUP INC COM 150838100 168 18,900 SOLE * 18,900 0 0 CELGENE CORP COM 151020104 555 8,973 SOLE * 8,973 0 0 CENTENE CORP COM 15135B101 201 7,000 SOLE * 7,000 0 0 CENTER FINANCIAL CORP COM 15146E102 47 10,008 SOLE * 10,008 0 0 CENTERPOINT ENERGY INC COM 15189T107 2,409 122,803 SOLE * 122,803 0 0 CENTURYLINK INC COM 156700106 1,581 47,731 SOLE * 47,731 0 0 CHARLES RIVER LABORATORIES COM 159864107 922 32,200 SOLE * 32,200 0 0 CHARMING SHOPPES COM 161133103 81 31,401 SOLE * 31,401 0 0 CHECKPOINT SYSTEMS INC COM 162825103 346 25,464 SOLE * 25,464 0 0 CHEMICAL FINANCIAL CORP COM 163731102 277 18,100 SOLE * 18,100 0 0 CHEMTURA CORP COM 163893209 258 25,700 SOLE * 25,700 0 0 CHEROKEE INC COM 16444H102 221 17,255 SOLE * 17,255 0 0 CHEVRON CORP COM 166764100 10,859 117,366 SOLE * 117,366 0 0 CHICO'S FAS INC COM 168615102 205 17,900 SOLE * 17,900 0 0 CHINA NATURAL GAS INC COM 168910206 10 14,000 SOLE * 14,000 0 0 CHINA DIGITAL TV HOLDING-ADR ADR 16938G107 44 11,200 SOLE * 11,200 0 0 CHINA LIFE INSURANCE ADR ADR 16939P106 769 21,643 SOLE * 21,643 0 0 CHINA TECHFAITH WIRELESS-ADR COM 169424108 47 25,400 SOLE * 25,400 0 0 CHINACAST EDUCATION CORP COM 16946T109 70 18,800 SOLE * 18,800 0 0 CHIQUITA BRANDS INTL COM 170032809 94 11,200 SOLE * 11,200 0 0 CHUBB CORP USD COM 171232101 672 11,200 SOLE * 11,200 0 0 CHUNGHWA TELECOM LTD ADR ADR 17133Q502 1,125 34,100 SOLE * 34,100 0 0 CIMAREX ENERGY CO COM 171798101 360 6,466 SOLE * 6,466 0 0 CIRRUS LOGIC INC COM 172755100 181 12,234 SOLE * 12,234 0 0 CISCO SYSTEMS INC COM 17275R102 4,569 294,965 SOLE * 294,965 0 0 CITRIX SYSTEMS INC COM 177376100 5,381 98,690 SOLE * 98,690 0 0 CLEAN HARBORS INC COM 184496107 575 11,200 SOLE * 11,200 0 0 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 105 11,200 SOLE * 11,200 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 218 4,244 SOLE * 4,244 0 0 CLOROX CO COM 189054109 995 15,000 SOLE * 15,000 0 0 COACH INC COM 189754104 840 16,220 SOLE * 16,220 0 0 COBIZ FINANCIAL INC COM 190897108 82 18,500 SOLE * 18,500 0 0 COCA COLA COMPANY COM 191216100 14,121 209,002 SOLE * 209,002 0 0 COGNIZANT TECH SOLUTIONS CRP COM 192446102 508 8,100 SOLE * 8,100 0 0 COINSTAR INC COM 19259P300 365 9,115 SOLE * 9,115 0 0 COLGATE PALMOLIVE COM 194162103 308 3,468 SOLE * 3,468 0 0 COMCAST CORP - 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A COM 25470M109 1,436 57,320 SOLE * 57,320 0 0 DIRECTV COM 25490A101 4,551 107,735 SOLE * 107,735 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 2,000 72,900 SOLE * 72,900 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 1,480 26,300 SOLE * 26,300 0 0 DOMINO'S PIZZA INC COM 25754A201 2,054 75,403 SOLE * 75,403 0 0 DOVER CORP COM 260003108 224 4,800 SOLE * 4,800 0 0 DOW CHEMICAL CO COM 260543103 1,702 75,800 SOLE * 75,800 0 0 DUPONT EI DE NEMOURS & CO COM 263534109 6,675 167,000 SOLE * 167,000 0 0 DUKE ENERGY CORP COM 26441C105 4,340 217,100 SOLE * 217,100 0 0 D & B CORP COM 26483E100 405 6,600 SOLE * 6,600 0 0 DUOYUAN GLOBAL WATER INC-ADR ADR 266043108 55 41,700 SOLE * 41,700 0 0 EMC CORP-MASS COM 268648102 7,280 346,810 SOLE * 346,810 0 0 ENI SPA - ADR ADR 26874R108 2,382 67,800 SOLE * 67,800 0 0 EOG RESOURCES INC COM 26875P101 2,961 41,700 SOLE * 41,700 0 0 E*TRADE FINANCIAL CORP COM 269246401 265 29,110 SOLE * 29,110 0 0 EAST WEST BANCORP INC COM 27579R104 532 35,700 SOLE * 35,700 0 0 EASTMAN CHEMICAL COMPANY COM 277432100 2,022 29,500 SOLE * 29,500 0 0 EATON CORP COM 278058102 1,327 37,354 SOLE * 37,354 0 0 EBAY INC COM 278642103 2,602 88,242 SOLE * 88,242 0 0 ECOLAB INC COM 278865100 900 18,400 SOLE * 18,400 0 0 ELECTRONIC ARTS INC COM 285512109 452 22,100 SOLE * 22,100 0 0 ELIZABETH ARDEN INC COM 28660G106 325 11,400 SOLE * 11,400 0 0 EMCOR GROUP INC COM 29084Q100 805 39,618 SOLE * 39,618 0 0 EMERSON ELECTRIC CO COM 291011104 2,838 68,698 SOLE * 68,698 0 0 EMPIRE DISTRICT ELECTRIC CO COM 291641108 264 13,600 SOLE * 13,600 0 0 ENERGIZER HOLDINGS INC COM 29266R108 339 5,100 SOLE * 5,100 0 0 ENERSIS SA - 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COM 501044101 5,342 243,266 SOLE * 243,266 0 0 KRONOS WORLDWIDE INC COM 50105F105 177 11,000 SOLE * 11,000 0 0 LSB INDUSTRIES INC COM 502160104 200 7,000 SOLE * 7,000 0 0 LSI LOGIC CORP COM 502161102 480 92,800 SOLE * 92,800 0 0 LTX-CREDENCE CORP COM 502403207 150 28,366 SOLE * 28,366 0 0 LAM RESEARCH COM 512807108 832 21,900 SOLE * 21,900 0 0 LANDEC CORP COM 514766104 121 22,689 SOLE * 22,689 0 0 LAS VEGAS SANDS CORP COM 517834107 19,472 507,900 SOLE * 507,900 0 0 LEAPFROG ENTERPRISES INC COM 52186N106 67 19,700 SOLE * 19,700 0 0 LEXMARK INTL INC CL A COM 529771107 1,597 59,100 SOLE * 59,100 0 0 LIBERTY GLOBAL INC COM 530555101 2,236 61,800 SOLE * 61,800 0 0 LIFE PARTNERS HOLDINGS INC COM 53215T106 89 14,600 SOLE * 14,600 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1,109 28,847 SOLE * 28,847 0 0 LILLY (ELI) & CO COM 532457108 10,205 276,045 SOLE * 276,045 0 0 LIMITED BRANDS COM 532716107 554 14,400 SOLE * 14,400 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 122 15,100 SOLE * 15,100 0 0 LINCOLN NATIONAL CORP COM 534187109 2,665 170,500 SOLE * 170,500 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1,133 40,990 SOLE * 40,990 0 0 LIQUIDITY SERVICES INC COM 53635B107 276 8,600 SOLE * 8,600 0 0 LIVE NATION COM 538034109 167 20,814 SOLE * 20,814 0 0 LOCKHEED MARTIN CORP COM 539830109 443 6,100 SOLE * 6,100 0 0 LORILLARD INC COM 544147101 2,159 19,500 SOLE * 19,500 0 0 LOWES CO COM 548661107 256 13,273 SOLE * 13,273 0 0 M&T BANK CORPORATION COM 55261F104 3,112 44,517 SOLE * 44,517 0 0 MB FINANCIAL INC COM 55264U108 199 13,500 SOLE * 13,500 0 0 MFA MTG INVTS INC 0 55272X102 246 35,000 SOLE * 35,000 0 0 MF GLOBAL HOLDINGS LTD COM 55277J108 180 43,600 SOLE * 43,600 0 0 MACY'S INC COM 55616P104 1,994 75,769 SOLE * 75,769 0 0 STEVEN MADDEN LTD COM 556269108 363 12,075 SOLE * 12,075 0 0 MAIDENFORM BRANDS INC COM 560305104 325 13,900 SOLE * 13,900 0 0 MANHATTAN ASSOCIATES INC COM 562750109 321 9,700 SOLE * 9,700 0 0 MARATHON OIL CORP COM 565849106 8,024 371,820 SOLE * 371,820 0 0 MARATHON PETROLEUM CORP COM 56585A102 303 11,200 SOLE * 11,200 0 0 MASTERCARD INC-CLASS A COM 57636Q104 266 840 SOLE * 840 0 0 MCDERMOTT INTL INC COM 580037109 209 19,500 SOLE * 19,500 0 0 MCDONALDS CORP COM 580135101 8,924 101,623 SOLE * 101,623 0 0 MCG CAPITAL CORP COM 58047P107 56 14,200 SOLE * 14,200 0 0 MCGRAW HILL INC COM 580645109 1,144 27,900 SOLE * 27,900 0 0 MCKESSON CORP COM 58155Q103 718 9,876 SOLE * 9,876 0 0 MEAD JOHNSON NUTRITION CO-A COM 582839106 323 4,700 SOLE * 4,700 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,184 89,231 SOLE * 89,231 0 0 MEDTRONIC INC COM 585055106 1,446 43,510 SOLE * 43,510 0 0 MENTOR GRAPHICS CORP COM 587200106 177 18,400 SOLE * 18,400 0 0 MERCER INTL INC-SBI COM 588056101 87 12,800 SOLE * 12,800 0 0 MERCK & CO COM 58933Y105 23,937 731,816 SOLE * 731,816 0 0 MERCURY GENERAL CORP COM 589400100 817 21,300 SOLE * 21,300 0 0 METLIFE INC COM 59156R108 2,354 84,022 SOLE * 84,022 0 0 METRO BANCORP INC COM 59161R101 124 14,300 SOLE * 14,300 0 0 METROPCS COMMUNICATIONS INC COM 591708102 162 18,645 SOLE * 18,645 0 0 MICROSOFT CORP COM 594918104 14,157 568,798 SOLE * 568,798 0 0 MICRON TECH INC COM 595112103 318 63,100 SOLE * 63,100 0 0 MILLER (HERMAN) INC COM 600544100 372 20,780 SOLE * 20,780 0 0 MINERALS TECHNOLOGIES INC COM 603158106 262 5,300 SOLE * 5,300 0 0 MISSION WEST PROPERTIES COM 605203108 310 40,800 SOLE * 40,800 0 0 MITSUBISHI UFJ FINANCIAL-ADR ADR 606822104 50 11,200 SOLE * 11,200 0 0 MOBILE TELESYSTEMS-SP ADR ADR 607409109 608 49,400 SOLE * 49,400 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 51 14,800 SOLE * 14,800 0 0 MOLINA HEALTHCARE INC COM 60855R100 308 19,900 SOLE * 19,900 0 0 MONMOUTH REIT-CLASS A COM 609720107 248 31,200 SOLE * 31,200 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 198 19,400 SOLE * 19,400 0 0 MONSANTO CO COM 61166W101 2,294 38,200 SOLE * 38,200 0 0 MONSTER WORLDWIDE INC COM 611742107 295 41,000 SOLE * 41,000 0 0 MOODY'S CORPORATION COM 615369105 284 9,300 SOLE * 9,300 0 0 MORGAN STANLEY 0 617446448 193 14,300 SOLE * 14,300 0 0 MORGANS HOTEL GROUP CO COM 61748W108 69 11,600 SOLE * 11,600 0 0 MOSAIC CO/THE COM 61945C103 1,219 24,900 SOLE * 24,900 0 0 MOTOROLA SOLUTIONS INC COM 620076307 850 20,274 SOLE * 20,274 0 0 MOVE INC COM 62458M108 29 19,800 SOLE * 19,800 0 0 MULTIMEDIA GAMES HOLDINGS CO COM 625453105 84 20,700 SOLE * 20,700 0 0 MURPHY OIL CORP COM 626717102 662 15,000 SOLE * 15,000 0 0 MYLAN INC COM 628530107 290 17,030 SOLE * 17,030 0 0 MYRIAD GENETICS INC COM 62855J104 476 25,400 SOLE * 25,400 0 0 NCR CORPORATION COM 62886E108 374 22,145 SOLE * 22,145 0 0 NIC INC COM 62914B100 117 10,200 SOLE * 10,200 0 0 NVR INC COM 62944T105 543 900 SOLE * 900 0 0 NABI BIOPHARMACEUTICALS COM 629519109 33 19,600 SOLE * 19,600 0 0 NALCO HOLDING CO COM 62985Q101 1,651 47,212 SOLE * 47,212 0 0 NATIONAL GRID PLC-SP ADR ADR 636274300 246 4,960 SOLE * 4,960 0 0 NATL HEALTH INVESTORS INC COM 63633D104 207 4,900 SOLE * 4,900 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1,375 26,858 SOLE * 26,858 0 0 NATL PENN BCSHS INC COM 637138108 165 23,600 SOLE * 23,600 0 0 NAVIGANT CONSULTING INC COM 63935N107 204 22,000 SOLE * 22,000 0 0 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 134 20,600 SOLE * 20,600 0 0 NETAPP INC COM 64110D104 2,839 83,660 SOLE * 83,660 0 0 NETFLIX INC COM 64110L106 3,360 29,700 SOLE * 29,700 0 0 NEUSTAR INC-CLASS A COM 64126X201 1,126 44,800 SOLE * 44,800 0 0 NEW YORK CMNTY BANCORP INC 0 649445103 475 39,900 SOLE * 39,900 0 0 NEW YORK TIMES CO CL A COM 650111107 87 14,900 SOLE * 14,900 0 0 NEWELL RUBBERMAID INC COM 651229106 236 19,900 SOLE * 19,900 0 0 NEWFIELD EXPLORATION COMPANY COM 651290108 1,215 30,600 SOLE * 30,600 0 0 NEWMONT MINING COM 651639106 4,124 65,564 SOLE * 65,564 0 0 NEWPARK RESOURCES INC COM 651718504 63 10,300 SOLE * 10,300 0 0 NEWS CORP-CL A COM 65248E104 948 61,300 SOLE * 61,300 0 0 NEXTERA ENERGY INC COM 65339F101 562 10,390 SOLE * 10,390 0 0 NICOR INC COM 654086107 408 7,400 SOLE * 7,400 0 0 NIKE INC CL B STOCK COM 654106103 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