0000919574-12-001577.txt : 20120214 0000919574-12-001577.hdr.sgml : 20120214 20120214150539 ACCESSION NUMBER: 0000919574-12-001577 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12608334 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 d1265762_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: December 31, 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 February 14, 2012 ----------------------- -------------------------- ---------------------- [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: 5 Form 13F Information Table Entry Total: 1,375 Form 13F Information Table Value Total: $1,642,184 (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. Form 13F No. 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 * Two Sigma U.S. Large Cap Core Equity Master Fund, Ltd. * Two Sigma U.S. Equity Variable Exposure Master Fund, Ltd. -------- * 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"), Two Sigma U.S. Small Cap Core Equity Fund, LP ("Small Cap"), 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"), five 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") and Two Sigma Absolute Return Portfolio, LLC ("Absolute Return"), 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 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, Large Cap, Equity Variable Exposure, Genesis, Absolute Return 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, Large Cap, Equity Variable Exposure, Genesis and Absolute Return 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 $1,225,000), 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 December 31, 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 MGRS SOLE SHARED NONE -------------- --------- ------ --------- -------- --- ---- ----------- ----- ----- ------- ---- AGILENT TECHNOLOGIES INC COM 00846U101 7,010 200,700 SOLE * 200,700 0 0 ALCOA INC COM 013817101 1,048 121,200 SOLE * 121,200 0 0 ADVANCE AUTO PARTS COM 00751Y106 1,086 15,600 SOLE * 15,600 0 0 AMERICAN ASSETS TRUST INC COM 024013104 764 37,300 SOLE * 37,300 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 62 14,900 SOLE * 14,900 0 0 ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 852 22,200 SOLE * 22,200 0 0 AMERISOURCEBERGEN CORP COM 03073E105 5,757 154,776 SOLE * 154,776 0 0 ACCO BRANDS CORP COM 00081T108 728 75,500 SOLE * 75,500 0 0 ARKANSAS BEST CORP COM 040790107 343 17,800 SOLE * 17,800 0 0 ABITIBIBOWATER INC/NEW COM 003687209 156 10,700 SOLE * 10,700 0 0 BARRICK GOLD CORP USD COM 067901108 882 19,504 SOLE * 19,504 0 0 AMERICAN CAPITAL LTD COM 02503Y103 1,212 180,000 SOLE * 180,000 0 0 ACCELRYS INC COM 00430U103 67 10,075 SOLE * 10,075 0 0 ACETO CORP COM 004446100 107 15,400 SOLE * 15,400 0 0 ACI WORLDWIDE INC COM 004498101 235 8,200 SOLE * 8,200 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 43 31,900 SOLE * 31,900 0 0 AECOM TECHNOLOGY CORP COM 00766T100 1,389 67,500 SOLE * 67,500 0 0 ANCESTRY.COM INC COM 032803108 961 41,880 SOLE * 41,880 0 0 ACORDA THERAPEUTICS INC COM 00484M106 1,177 49,336 SOLE * 49,336 0 0 ACTIVE POWER INC COM 00504W100 13 18,795 SOLE * 18,795 0 0 ACTIVE NETWORK INC/THE COM 00506D100 226 16,700 SOLE * 16,700 0 0 ACXIOM CORP COM 005125109 726 59,500 SOLE * 59,500 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2,876 27,700 SOLE * 27,700 0 0 AUTODESK INC COM 052769106 562 18,504 SOLE * 18,504 0 0 ADVENT SOFTWARE INC COM 007974108 205 8,400 SOLE * 8,400 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 441 49,200 SOLE * 49,200 0 0 ASSOCIATED ESTATES REALTY CP COM 045604105 345 21,600 SOLE * 21,600 0 0 AEGION CORP COM 00770F104 211 13,800 SOLE * 13,800 0 0 ADVANCED ENERGY INDS INC COM 007973100 125 11,600 SOLE * 11,600 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 379 24,800 SOLE * 24,800 0 0 AETNA INC - NEW COM 00817Y108 393 9,320 SOLE * 9,320 0 0 AFFYMETRIX INC COM 00826T108 168 41,200 SOLE * 41,200 0 0 AFFYMAX INC COM 00826A109 72 10,800 SOLE * 10,800 0 0 AMERICAN FINANCIAL GROUP INC COM 025932104 1,243 33,700 SOLE * 33,700 0 0 AGCO CORP COM 001084102 5,032 117,100 SOLE * 117,100 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,704 60,700 SOLE * 60,700 0 0 ASSURED GUARANTY LTD COM G0585R106 1,850 140,800 SOLE * 140,800 0 0 AMERIGROUP CORP COM 03073T102 360 6,100 SOLE * 6,100 0 0 AGRIUM INC COM 008916108 210 3,125 SOLE * 3,125 0 0 ASPEN INSURANCE HOLDINGS LTD COM G05384105 2,605 98,300 SOLE * 98,300 0 0 ARLINGTON ASSET INVESTMENT-A COM 041356205 355 16,600 SOLE * 16,600 0 0 APOLLO INVESTMENT CORP COM 03761U106 2,649 411,400 SOLE * 411,400 0 0 ALLIANCE HEALTHCARE SERVICES I COM 018606202 24 18,900 SOLE * 18,900 0 0 AAR CORP COM 000361105 428 22,300 SOLE * 22,300 0 0 APARTMENT INVT & MGMT CO - A COM 03748R101 441 19,222 SOLE * 19,222 0 0 ASSURANT INC COM 04621X108 1,590 38,700 SOLE * 38,700 0 0 AKAMAI TECHNOLOGIES COM 00971T101 2,958 91,646 SOLE * 91,646 0 0 ALLETE INC COM 018522300 538 12,800 SOLE * 12,800 0 0 ALASKA AIRGROUP INC COM 011659109 7,059 94,000 SOLE * 94,000 0 0 ALLSTATE CORP COM 020002101 2,387 87,100 SOLE * 87,100 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 170 20,900 SOLE * 20,900 0 0 ALTERRA CAPITAL HOLDINGS LTD COM G0229R108 740 31,300 SOLE * 31,300 0 0 ALTERA CORP COM 021441100 1,377 37,100 SOLE * 37,100 0 0 AUTOLIV INC COM 052800109 428 8,000 SOLE * 8,000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2,932 41,010 SOLE * 41,010 0 0 APPLIED MATERIALS INC COM 038222105 642 59,900 SOLE * 59,900 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W406 75 11,300 SOLE * 11,300 0 0 ADVANCED MICRO DEVICES COM 007903107 245 45,400 SOLE * 45,400 0 0 AMETEK INC COM 031100100 412 9,800 SOLE * 9,800 0 0 AMEDISYS INC COM 023436108 327 30,000 SOLE * 30,000 0 0 AFFILIATED MNGRS GRP INC COM 008252108 201 2,100 SOLE * 2,100 0 0 AMKOR TECH INC COM 031652100 353 80,900 SOLE * 80,900 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 2,362 47,600 SOLE * 47,600 0 0 AMERISAFE INC COM 03071H100 401 17,200 SOLE * 17,200 0 0 AMERICAN SOFTWARE -CL A COM 029683109 205 21,740 SOLE * 21,740 0 0 AMERICAN TOWER CORP - CL-A SHS A 03027X100 2,049 34,148 SOLE * 34,148 0 0 APOLLO RESIDENTIAL MORTGAGE COM 03763V102 596 39,100 SOLE * 39,100 0 0 ANADIGICS INC COM 032515108 38 17,230 SOLE * 17,230 0 0 ANGIODYNAMICS INC COM 03475V101 299 20,187 SOLE * 20,187 0 0 ANWORTH MORTGAGE ASSET CORP COM 037347101 1,250 199,000 SOLE * 199,000 0 0 ALLIANCE ONE INTERNATIONAL I COM 018772103 54 19,700 SOLE * 19,700 0 0 AOL INC COM 00184X105 4,288 283,900 SOLE * 283,900 0 0 SMITH (A.O.) CORP COM 831865209 1,340 33,400 SOLE * 33,400 0 0 APACHE CORP COM 037411105 4,840 53,440 SOLE * 53,440 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 588 13,600 SOLE * 13,600 0 0 APOLLO GROUP INC - CL A COM 037604105 1,444 26,800 SOLE * 26,800 0 0 ACCURAY INC COM 004397105 45 10,715 SOLE * 10,715 0 0 ARBITRON INC COM 03875Q108 447 13,000 SOLE * 13,000 0 0 AREC CAPITAL CORP COM 04010L103 5,384 348,408 SOLE * 348,408 0 0 APOLLO COMMERCIAL REAL ESTATE COM 03762U105 707 53,800 SOLE * 53,800 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 543 44,300 SOLE * 44,300 0 0 ARENA PHARMACEUTICALS INC COM 040047102 76 41,000 SOLE * 41,000 0 0 AEROPOSTAL INC COM 007865108 1,159 76,000 SOLE * 76,000 0 0 ARRIS GROUP INC COM 04269Q100 1,487 137,400 SOLE * 137,400 0 0 ARTHROCARE CORP COM 043136100 266 8,400 SOLE * 8,400 0 0 ARTESIAN RESOURCES CORP - CL A COM 043113208 192 10,200 SOLE * 10,200 0 0 ARROW ELECTRONICS INC COM 042735100 365 9,773 SOLE * 9,773 0 0 ASSOCIATED BANC-CORP COM 045487105 205 18,400 SOLE * 18,400 0 0 AMERISTAR CASINOS INC COM 03070Q101 1,453 84,100 SOLE * 84,100 0 0 ASCENT CAPITAL GRP INC COM 043632108 492 9,700 SOLE * 9,700 0 0 AMERICAN SCIENCE & ENGINEERI COM 029429107 266 3,900 SOLE * 3,900 0 0 ASIAINFO HOLDINGS INC COM 04518A104 82 10,600 SOLE * 10,600 0 0 ALTISOURCE PORTFOLIO SOL COM L0175J104 678 13,500 SOLE * 13,500 0 0 ASTEX PHARMACEUTICALS COM 04624B103 66 34,300 SOLE * 34,300 0 0 ALPHATEC HOLDINGS INC COM 02081G102 25 14,200 SOLE * 14,200 0 0 ATMEL CORP COM 049513104 119 14,780 SOLE * 14,780 0 0 ATMOS ENERGY CORP COM 049560105 514 15,393 SOLE * 15,393 0 0 AIR TRANSPORT SERVICES GROUP COM 00922R105 279 59,200 SOLE * 59,200 0 0 ACTUANT CORP - CL A COM 00508X203 395 17,400 SOLE * 17,400 0 0 ATWOOD OCEANICS INC COM 050095108 394 9,900 SOLE * 9,900 0 0 AURICO GOLD INC COM 05155C105 241 30,022 SOLE * 30,022 0 0 AVISTA CORP COM 05379B107 271 10,527 SOLE * 10,527 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 439 15,200 SOLE * 15,200 0 0 AVID TECHNOLOGY INC COM 05367P100 89 10,400 SOLE * 10,400 0 0 AVIAT NETWORKS INC COM 05366Y102 29 16,271 SOLE * 16,271 0 0 AVON PRODUCTS INC COM 054303102 1,455 83,300 SOLE * 83,300 0 0 AVNET INC COM 053807103 379 12,200 SOLE * 12,200 0 0 AVERY DENNISON CORP COM 053611109 1,173 40,900 SOLE * 40,900 0 0 ALLIED WORLD ASSURANCE HOLD SHS H01531104 1,504 23,900 SOLE * 23,900 0 0 AMERICAN WATER WORKS CO INC COM 030420103 4,642 145,700 SOLE * 145,700 0 0 AMERICAN STATES WATER CO COM 029899101 656 18,800 SOLE * 18,800 0 0 ANIXTER INTERNATIONAL INC COM 035290105 334 5,600 SOLE * 5,600 0 0 AXIS CAPITAL HOLDINGS LTD COM G0692U109 3,684 115,300 SOLE * 115,300 0 0 AXT INC COM 00246W103 127 30,400 SOLE * 30,400 0 0 ACUITY BRANDS INC COM 00508Y102 663 12,500 SOLE * 12,500 0 0 AIRCASTLE LTD COM G0129K104 240 18,900 SOLE * 18,900 0 0 AUTOZONE COM 053332102 27,005 83,100 SOLE * 83,100 0 0 BARNES GROUP INC COM 067806109 232 9,600 SOLE * 9,600 0 0 NATUS MEDICAL INC COM 639050103 130 13,800 SOLE * 13,800 0 0 BANNER CORPORATION COM 06652V208 280 16,271 SOLE * 16,271 0 0 BASIC ENERGY SERVICES INC COM 06985P100 265 13,470 SOLE * 13,470 0 0 BAXTER INTERNATIONAL COM 071813109 7,975 161,162 SOLE * 161,162 0 0 BBCN BANCORP INC COM 073295107 235 24,766 SOLE * 24,766 0 0 BILL BARRETT CORP COM 06846N104 3,810 111,800 SOLE * 111,800 0 0 BARRETT BUSINESS SVCS INC COM 068463108 258 12,907 SOLE * 12,907 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 104 12,300 SOLE * 12,300 0 0 BEST BUY COMPANY INC COM 086516101 4,820 206,220 SOLE * 206,220 0 0 BRUNSWICK CORP COM 117043109 286 15,800 SOLE * 15,800 0 0 BCE INC COM 05534B760 454 10,900 SOLE * 10,900 0 0 BRINK'S CO/THE COM 109696104 374 13,900 SOLE * 13,900 0 0 BARD CR INC COM 067383109 2,235 26,147 SOLE * 26,147 0 0 BELDEN INC COM 077454106 386 11,600 SOLE * 11,600 0 0 BECTON DICKINSON & CO COM 075887109 2,989 40,000 SOLE * 40,000 0 0 BEACON ROOFING SUPPLY INC COM 073685109 422 20,850 SOLE * 20,850 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 318 59,200 SOLE * 59,200 0 0 BANKFINANCIAL CORP COM 06643P104 75 13,700 SOLE * 13,700 0 0 BUNGE LIMITED COM G16962105 583 10,200 SOLE * 10,200 0 0 GENERAL CABLE CORP COM 369300108 330 13,200 SOLE * 13,200 0 0 BGC PARTNERS INC-CL A COM 05541T101 647 108,900 SOLE * 108,900 0 0 BENCHMARK ELECTRONICS INC COM 08160H101 212 15,737 SOLE * 15,737 0 0 BAKER HUGHES INC COM 057224107 324 6,659 SOLE * 6,659 0 0 SOTHEBY'S COM 835898107 409 14,300 SOLE * 14,300 0 0 BIOGEN IDEC INC COM 09062X103 913 8,300 SOLE * 8,300 0 0 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 439 22,400 SOLE * 22,400 0 0 ACTUATE CORP COM 00508B102 301 51,473 SOLE * 51,473 0 0 BJ'S RESTAURANTS INC COM 09180C106 300 6,625 SOLE * 6,625 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 909 45,644 SOLE * 45,644 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 530 65,021 SOLE * 65,021 0 0 BANK MUTUAL CORP COM 063750103 45 14,300 SOLE * 14,300 0 0 BAKER (MICHAEL) CORP COM 057149106 359 18,300 SOLE * 18,300 0 0 BELO CORP SER A COM 080555105 180 28,585 SOLE * 28,585 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 21 10,400 SOLE * 10,400 0 0 BLOUNT INTERNATIONAL INC COM 095180105 270 18,600 SOLE * 18,600 0 0 BMC SOFTWARE INC COM 055921100 4,881 148,900 SOLE * 148,900 0 0 BANK OF MONTREAL COM 063671101 5,923 108,047 SOLE * 108,047 0 0 BRISTOL MYERS SQUIBB COM 110122108 597 16,950 SOLE * 16,950 0 0 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 112 13,400 SOLE * 13,400 0 0 BANK OF NOVA SCOTIA COM 064149107 1,360 27,300 SOLE * 27,300 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 194 13,100 SOLE * 13,100 0 0 BOSTON PRIVATE FINL HOLDING COM 101119105 157 19,700 SOLE * 19,700 0 0 POPULAR INC COM 733174106 63 45,300 SOLE * 45,300 0 0 BP PRUDHOE BAY ROYALTY TRUST COM 055630107 2,303 20,200 SOLE * 20,200 0 0 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 576 25,500 SOLE * 25,500 0 0 BROCADE COMMUNICATIONS SYS COM 111621306 757 145,900 SOLE * 145,900 0 0 BROADCOM CORP CL-A COM 111320107 5,772 196,580 SOLE * 196,580 0 0 BROOKLINE BANCORP INC COM 11373M107 248 29,300 SOLE * 29,300 0 0 BIO-REFERENCE LABS INC COM 09057G602 548 33,675 SOLE * 33,675 0 0 BROWN & BROWN INC COM 115236101 946 41,800 SOLE * 41,800 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5,234 980,200 SOLE * 980,200 0 0 PEABODY ENERGY CORP COM 704549104 990 29,900 SOLE * 29,900 0 0 FIRST BUSEY CORP COM 319383105 84 16,600 SOLE * 16,600 0 0 BABCOCK & WILCOX COMPANY COM 05615F102 1,738 72,000 SOLE * 72,000 0 0 BROADWIND ENERGY INC COM 11161T108 8 12,200 SOLE * 12,200 0 0 BUFFALO WILD WINGS INC COM 119848109 386 5,700 SOLE * 5,700 0 0 BANCORPSOUTH INC COM 059692103 1,508 136,860 SOLE * 136,860 0 0 BALLY TECHNOLOGIES INC COM 05874B107 1,084 27,400 SOLE * 27,400 0 0 BOISE INC COM 09746Y105 443 62,200 SOLE * 62,200 0 0 CA INC COM 12673P105 3,503 173,300 SOLE * 173,300 0 0 CACI INTERNATIONAL INC CL A COM 127190304 1,414 25,271 SOLE * 25,271 0 0 CONAGRA FOODS INC COM 205887102 2,861 108,400 SOLE * 108,400 0 0 CARDINAL HEALTH INC COM 14149Y108 6,601 162,541 SOLE * 162,541 0 0 CHEESECAKE FACTORY COM 163072101 239 8,100 SOLE * 8,100 0 0 CAL-MAINE FOODS INC COM 128030202 322 8,800 SOLE * 8,800 0 0 AVIS BUDGET GROUP INC COM 053774105 2,418 225,496 SOLE * 225,496 0 0 CASTLE (A.M.) & CO COM 148411101 153 16,200 SOLE * 16,200 0 0 CHINACAST EDUCATION CORP COM 16946T109 172 28,100 SOLE * 28,100 0 0 CARDTRONICS INC COM 14161H108 1,105 40,820 SOLE * 40,820 0 0 CATHAY GENERAL BANCORP COM 149150104 202 13,500 SOLE * 13,500 0 0 CINCINNATI BELL INC COM 171871106 104 34,600 SOLE * 34,600 0 0 COOPER INDUSTRIES PLC-CL A COM G24140108 3,232 59,700 SOLE * 59,700 0 0 CBEYOND INC COM 149847105 196 24,500 SOLE * 24,500 0 0 CBRE GROUP INC COM 12504L109 517 33,970 SOLE * 33,970 0 0 CHICAGO BRIDGE & IRON-NY SHR COM 167250109 1,508 39,900 SOLE * 39,900 0 0 CAMBREX CORP COM 132011107 277 38,400 SOLE * 38,400 0 0 CIBER INC COM 17163B102 72 18,500 SOLE * 18,500 0 0 COLUMBIA LABORATORIES INC COM 197779101 54 21,500 SOLE * 21,500 0 0 CABOT CORP COM 127055101 202 6,300 SOLE * 6,300 0 0 CBIZ INC COM 124805102 62 10,100 SOLE * 10,100 0 0 CALGON CARBON CORP COM 129603106 465 29,600 SOLE * 29,600 0 0 COCA COLA ENTERPRISES INC. COM 19122T109 6,401 248,300 SOLE * 248,300 0 0 CAMECO CORP COM 13321L108 282 15,600 SOLE * 15,600 0 0 CROWN HOLDINGS COM 228368106 2,818 83,923 SOLE * 83,923 0 0 CARNIVAL CORP COM 143658300 303 9,300 SOLE * 9,300 0 0 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 197 15,700 SOLE * 15,700 0 0 COGENT COMMUNICATIONS GROUP COM 19239V302 1,277 75,600 SOLE * 75,600 0 0 CROSS COUNTRY INC COM 227483104 74 13,200 SOLE * 13,200 0 0 COEUR D'ALENE MINES CORP COM 192108504 2,512 104,100 SOLE * 104,100 0 0 CADENCE DESIGN SYS INC COM 127387108 696 67,000 SOLE * 67,000 0 0 CELANESE CORP-SERIES A COM 150870103 292 6,600 SOLE * 6,600 0 0 CEC ENTERTAINMENT INC COM 125137109 518 15,041 SOLE * 15,041 0 0 CAREER EDUCATION CORP COM 141665109 1,535 192,500 SOLE * 192,500 0 0 CONSTELLATION ENERGY GRP COM 210371100 8,173 206,040 SOLE * 206,040 0 0 CELLCOM ISRAEL LTD SHS M2196U109 1,485 87,900 SOLE * 87,900 0 0 CELGENE CORP COM 151020104 293 4,333 SOLE * 4,333 0 0 BRIGHTPOINT INC COM 109473405 169 15,700 SOLE * 15,700 0 0 CERUS CORP COM 157085101 40 14,100 SOLE * 14,100 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 1,146 7,909 SOLE * 7,909 0 0 CAPITOL FEDERAL FINANCIAL COM 14057J101 2,081 180,279 SOLE * 180,279 0 0 CAREFUSION CORP COM 14170T101 4,452 175,200 SOLE * 175,200 0 0 CARDINAL FINANCIAL CORP COM 14149F109 319 29,700 SOLE * 29,700 0 0 COLFAX CORP COM 194014106 222 7,800 SOLE * 7,800 0 0 CELADON GROUP INC COM 150838100 252 21,300 SOLE * 21,300 0 0 CHEMED CORP COM 16359R103 1,160 22,662 SOLE * 22,662 0 0 CHEMICAL FINANCIAL CORP COM 163731102 401 18,800 SOLE * 18,800 0 0 CHESAPEAKE ENERGY CORP COM 165167107 903 40,500 SOLE * 40,500 0 0 CHEROKEE INC COM 16444H102 459 39,355 SOLE * 39,355 0 0 CHECK POINT SOFTWARE TECH COM M22465104 4,120 78,425 SOLE * 78,425 0 0 CHEMTURA CORP COM 163893209 333 29,400 SOLE * 29,400 0 0 CHINA NATURAL GAS INC COM 168910206 3 14,000 SOLE * 14,000 0 0 CHARMING SHOPPES COM 161133103 93 18,800 SOLE * 18,800 0 0 CHICO'S FAS INC COM 168615102 837 75,100 SOLE * 75,100 0 0 CHESAPEAKE LODGING TRUST COM 165240102 244 15,800 SOLE * 15,800 0 0 CHARTER COMMUNICATION-A COM 16117M305 1,219 21,400 SOLE * 21,400 0 0 O'CHARLEYS INC COM 670823103 86 15,700 SOLE * 15,700 0 0 Cigna Corp COM 125509109 1,739 41,400 SOLE * 41,400 0 0 CIENA CORP COM 171779309 678 56,000 SOLE * 56,000 0 0 C&J ENERGY SERVICES INC COM 12467B304 1,697 81,100 SOLE * 81,100 0 0 CARMIKE CINEMAS INC COM 143436400 172 25,100 SOLE * 25,100 0 0 SEACOR HOLDINGS INC COM 811904101 3,095 34,800 SOLE * 34,800 0 0 CHECKPOINT SYSTEMS INC COM 162825103 579 52,864 SOLE * 52,864 0 0 CLICKSOFTWARE TECHNOLOGIES ORD M25082104 405 42,200 SOLE * 42,200 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 1,038 53,700 SOLE * 53,700 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 296 4,744 SOLE * 4,744 0 0 CORELOGIC INC COM 21871D103 742 57,366 SOLE * 57,366 0 0 MACK-CALI REALTY CORP COM 554489104 643 24,100 SOLE * 24,100 0 0 CALAMOS ASSET MANAGEMENT-A COM 12811R104 132 10,600 SOLE * 10,600 0 0 CELESTICA INC COM 15101Q108 170 23,200 SOLE * 23,200 0 0 TOWN SPORTS INTERNATIONAL COM 89214A102 274 37,300 SOLE * 37,300 0 0 CLOROX CO COM 189054109 15,888 238,700 SOLE * 238,700 0 0 CAN IMPERIAL BK OF COMMERCE COM 136069101 775 10,700 SOLE * 10,700 0 0 COMERICA INC COM 200340107 5,992 232,242 SOLE * 232,242 0 0 COMCAST CORP - CL A COM 20030N101 1,249 52,656 SOLE * 52,656 0 0 CME GROUP INC COM 12572Q105 2,851 11,700 SOLE * 11,700 0 0 CHIPOTLE MEXICAN GRILL-CL A COM 169656105 419 1,239 SOLE * 1,239 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 857 68,900 SOLE * 68,900 0 0 CASUAL MALE RETAIL GROUP INC COM 148711302 88 25,500 SOLE * 25,500 0 0 COMTECH TELECOMMUNICATIONS COM 205826209 343 12,000 SOLE * 12,000 0 0 CENTENE CORP COM 15135B101 721 18,200 SOLE * 18,200 0 0 CINEMARK HOLDINGS INC COM 17243V102 2,164 117,000 SOLE * 117,000 0 0 CLECO CORP COM 12561W105 293 7,700 SOLE * 7,700 0 0 CONMED CORP COM 207410101 210 8,200 SOLE * 8,200 0 0 CNO FINANCIAL GROUP INC COM 12621E103 937 148,474 SOLE * 148,474 0 0 CENTERPOINT ENERGY 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COM 747525103 435 7,960 SOLE * 7,960 0 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 7,000 55,776 SOLE * 55,776 0 0 JAZZ PHARMACEUTICALS INC COM 472147107 224 5,800 SOLE * 5,800 0 0 SEADRILL LIMITED SHS G7945E105 3,338 100,600 SOLE * 100,600 0 0

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