0000919574-12-005010.txt : 20120814 0000919574-12-005010.hdr.sgml : 20120814 20120814151127 ACCESSION NUMBER: 0000919574-12-005010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121032242 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 d1311826_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: June 30, 2012 Check here if Amendment: |_|; Amendment Number: ___ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Two Sigma Advisers, LLC Address: 379 West Broadway 5th Floor New York, New York 10012 13F File Number: 028-14367 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Matthew B. Siano, Esq. Title: General Counsel Phone: (212) 625-5712 Signature, Place and Date of Signing: /s/ Matthew B. Siano New York, New York August 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: 1,351 Form 13F Information Table Value Total: $2,385,637 (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 * 028-14837 Two Sigma U.S. Large Cap Core Equity Master Fund, Ltd. * 028-14835 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 $525,000), which are not reported on this 13F holdings report because VC Acquisition, rather than Advisers, exercises sole investment discretion and voting authority over such securities. FORM 13F INFORMATION TABLE Two Sigma Advisers, LLC June 30, 2012

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COL 6 COL 7 COLUMN 8 --------------- ----------- --------- --------- ------------------- -------- ------ ---------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVSMT OTHR VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRTN MGRS SOLE SHARED NONE --------------- ----------- --------- --------- ------------------- -------- ------ ---------------------- 1-800-FLOWERS.COM INC-CL A COM 68243Q106 99 28,400 SOLE * 28,400 0 0 1ST UNITED BANCORP INC/NORTH COM 33740N105 156 25,100 SOLE * 25,100 0 0 21VIANET GROUP INC-ADR COM 90138A103 294 25,700 SOLE * 25,700 0 0 3M CO COM 88579Y101 5,934 66,230 SOLE * 66,230 0 0 AAR CORP COM 000361105 1,210 89,700 SOLE * 89,700 0 0 AARON'S INC COM 002535300 307 10,825 SOLE * 10,825 0 0 ABAXIS INC COM 002567105 425 11,500 SOLE * 11,500 0 0 ABB LTD-SPON ADR ADR 000375204 2,922 179,100 SOLE * 179,100 0 0 ABBOTT LABS COM 002824100 2,537 39,338 SOLE * 39,338 0 0 ACACIA RESEARCH - ACACIA TEC COM 003881307 506 13,600 SOLE * 13,600 0 0 ACCELRYS INC COM 00430U103 124 15,375 SOLE * 15,375 0 0 ACCENTURE PLC-CL A COM G1151C101 705 11,736 SOLE * 11,736 0 0 ACCO BRANDS CORP COM 00081T108 636 61,508 SOLE * 61,508 0 0 ACE LTD COM H0023R105 446 6,033 SOLE * 6,033 0 0 ACETO CORP COM 004446100 134 14,800 SOLE * 14,800 0 0 ACI WORLDWIDE INC COM 004498101 954 21,562 SOLE * 21,562 0 0 ACME PACKET INC COM 004764106 495 26,535 SOLE * 26,535 0 0 ACTUATE CORP COM 00508B102 820 118,173 SOLE * 118,173 0 0 ACXIOM CORP COM 005125109 430 28,500 SOLE * 28,500 0 0 ADOBE SYSTEMS INC COM 00724F101 1,340 41,434 SOLE * 41,434 0 0 ADVANCE AUTO PARTS COM 00751Y106 1,933 28,351 SOLE * 28,351 0 0 ADVANCED ENERGY INDS INC COM 007973100 728 54,300 SOLE * 54,300 0 0 ADVENT SOFTWARE INC COM 007974108 450 16,600 SOLE * 16,600 0 0 AECOM TECHNOLOGY CORP COM 00766T100 1,646 100,049 SOLE * 100,049 0 0 AEGION CORP COM 00770F104 353 19,700 SOLE * 19,700 0 0 AEP INDUSTRIES INC COM 001031103 240 5,500 SOLE * 5,500 0 0 AEROPOSTAL INC COM 007865108 193 10,800 SOLE * 10,800 0 0 AES CORP COM 00130H105 220 17,164 SOLE * 17,164 0 0 AETNA INC - NEW COM 00817Y108 1,526 39,358 SOLE * 39,358 0 0 AFC ENTERPRISES COM 00104Q107 568 24,555 SOLE * 24,555 0 0 AFFILIATED MNGRS GRP INC COM 008252108 1,035 9,449 SOLE * 9,449 0 0 AFFYMETRIX INC COM 00826T108 181 38,500 SOLE * 38,500 0 0 AFLAC INC COM 001055102 3,987 93,626 SOLE * 93,626 0 0 AGCO CORP COM 001084102 1,258 27,523 SOLE * 27,523 0 0 AGENUS INC COM 00847G705 55 10,600 SOLE * 10,600 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 4,302 109,641 SOLE * 109,641 0 0 AGREE REALTY CORP COM 008492100 758 34,200 SOLE * 34,200 0 0 AIR METHODS CORP COM 009128307 384 3,900 SOLE * 3,900 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 4,447 55,079 SOLE * 55,079 0 0 AIR TRANSPORT SERVICES GROUP COM 00922R105 356 68,600 SOLE * 68,600 0 0 AIRCASTLE LTD COM G0129K104 221 18,300 SOLE * 18,300 0 0 AIRGAS INC COM 009363102 3,318 39,504 SOLE * 39,504 0 0 AKAMAI TECHNOLOGIES COM 00971T101 666 20,978 SOLE * 20,978 0 0 ALASKA AIRGROUP INC COM 011659109 21,138 588,800 SOLE * 588,800 0 0 ALCOA INC COM 013817101 626 71,561 SOLE * 71,561 0 0 ALEXANDRIA REAL EST EQUITIES COM 015271109 488 6,698 SOLE * 6,698 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2,376 23,931 SOLE * 23,931 0 0 ALLEGHANY CORP COM 017175100 973 2,862 SOLE * 2,862 0 0 ALLEGHENY TECH INC COM 01741R102 578 18,097 SOLE * 18,097 0 0 ALLERGAN INC COM 018490102 5,473 59,114 SOLE * 59,114 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 3,711 27,485 SOLE * 27,485 0 0 ALLIANCE HEALTHCARE SERVICES I COM 018606202 20 20,400 SOLE * 20,400 0 0 ALLIANCE ONE INTERNATIONAL I COM 018772103 48 14,000 SOLE * 14,000 0 0 ALLIANT ENERGY CORP COM 018802108 254 5,569 SOLE * 5,569 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 221 4,380 SOLE * 4,380 0 0 ALMOST FAMILY INC COM 020409108 249 11,100 SOLE * 11,100 0 0 ALPHA NATURAL RES INC COM 02076X102 788 90,482 SOLE * 90,482 0 0 ALPHATEC HOLDINGS INC COM 02081G102 20 10,700 SOLE * 10,700 0 0 ALTERA CORP COM 021441100 2,907 85,937 SOLE * 85,937 0 0 AMAZON.COM INC COM 023135106 6,175 27,043 SOLE * 27,043 0 0 AMBASSADORS GROUP INC COM 023177108 189 34,800 SOLE * 34,800 0 0 AMC NETWORKS INC-A COM 00164V103 999 28,135 SOLE * 28,135 0 0 AMEDISYS INC COM 023436108 473 38,000 SOLE * 38,000 0 0 AMERESCO INC-CL A COM 02361E108 366 30,700 SOLE * 30,700 0 0 AMERICAN ASSETS TRUST INC COM 024013104 476 19,600 SOLE * 19,600 0 0 AMERICAN CAPITAL LTD COM 02503Y103 1,615 160,360 SOLE * 160,360 0 0 AMERICAN EAGLE OUTFITTERS COM 02553E106 2,013 102,061 SOLE * 102,061 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 129 11,749 SOLE * 11,749 0 0 AMERICAN EXPRESS COMPANY COM 025816109 490 8,410 SOLE * 8,410 0 0 AMERICAN FINANCIAL GROUP INC COM 025932104 239 6,083 SOLE * 6,083 0 0 AMERICAN GREETINGS CORP - CL A COM 026375105 219 15,011 SOLE * 15,011 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 335 10,500 SOLE * 10,500 0 0 AMERICAN SOFTWARE -CL A COM 029683109 390 49,040 SOLE * 49,040 0 0 AMERICAN TOWER CORP - CL-A COM 03027X100 20,736 296,598 SOLE * 296,598 0 0 AMERICAN WATER WORKS CO INC COM 030420103 558 16,266 SOLE * 16,266 0 0 AMERIGROUP CORP COM 03073T102 661 10,028 SOLE * 10,028 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 5,609 107,345 SOLE * 107,345 0 0 AMERIS BANCORP COM 03076K108 184 14,623 SOLE * 14,623 0 0 AMERISAFE INC COM 03071H100 538 20,700 SOLE * 20,700 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2,116 53,790 SOLE * 53,790 0 0 AMERISTAR CASINOS INC COM 03070Q101 2,287 128,700 SOLE * 128,700 0 0 AMETEK INC COM 031100100 1,242 24,869 SOLE * 24,869 0 0 AMGEN INC COM 031162100 1,605 21,965 SOLE * 21,965 0 0 AMKOR TECH INC COM 031652100 137 27,900 SOLE * 27,900 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 70 11,800 SOLE * 11,800 0 0 AMPCO-PITTSBURGH CORP COM 032037103 453 24,700 SOLE * 24,700 0 0 AMSURG CORP COM 03232P405 222 7,389 SOLE * 7,389 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 547 19,335 SOLE * 19,335 0 0 ANADARKO PETROLEUM CORP COM 032511107 9,178 138,628 SOLE * 138,628 0 0 ANALOG DEVICES COM 032654105 1,523 40,442 SOLE * 40,442 0 0 ANAREN INC COM 032744104 794 40,500 SOLE * 40,500 0 0 ANCESTRY.COM INC COM 032803108 671 24,380 SOLE * 24,380 0 0 ANGIODYNAMICS INC COM 03475V101 1,467 122,087 SOLE * 122,087 0 0 ANN INC COM 035623107 262 10,290 SOLE * 10,290 0 0 ANWORTH MORTGAGE ASSET CORP COM 037347101 2,052 291,100 SOLE * 291,100 0 0 AOL INC COM 00184X105 1,611 57,375 SOLE * 57,375 0 0 APACHE CORP COM 037411105 2,376 27,026 SOLE * 27,026 0 0 APARTMENT INVT & MGMT CO - A COM 03748R101 8,457 312,838 SOLE * 312,838 0 0 APOLLO COMMERCIAL REAL ESTATE COM 03762U105 794 49,300 SOLE * 49,300 0 0 APOLLO GROUP INC - CL A COM 037604105 332 9,164 SOLE * 9,164 0 0 APOLLO INVESTMENT CORP COM 03761U106 907 118,100 SOLE * 118,100 0 0 APPLE INC COM 037833100 35,762 61,236 SOLE * 61,236 0 0 APPROACH RESOURCES INC COM 03834A103 2,165 84,740 SOLE * 84,740 0 0 ARBOR REALTY TRUST INC COM 038923108 80 14,900 SOLE * 14,900 0 0 ARCELOR MITTAL COM 03938L104 547 35,800 SOLE * 35,800 0 0 ARCH CAPITAL GROUP LTD COM G0450A105 996 25,074 SOLE * 25,074 0 0 AREC CAPITAL CORP COM 04010L103 16,560 1,037,569 SOLE * 1,037,569 0 0 ARENA PHARMACEUTICALS INC COM 040047102 141 14,100 SOLE * 14,100 0 0 ARLINGTON ASSET INVESTMENT-A COM 041356205 1,004 46,283 SOLE * 46,283 0 0 ARRAY BIOPHARMA INC COM 04269X105 141 40,300 SOLE * 40,300 0 0 ARRIS GROUP INC COM 04269Q100 1,223 88,000 SOLE * 88,000 0 0 ARROW ELECTRONICS INC COM 042735100 1,257 38,296 SOLE * 38,296 0 0 ARTESIAN RESOURCES CORP - CL A COM 043113208 227 10,600 SOLE * 10,600 0 0 ARTHROCARE CORP COM 043136100 364 12,400 SOLE * 12,400 0 0 ASBURY AUTOMOTIVE GROUP COM 043436104 317 13,400 SOLE * 13,400 0 0 ASCENA RETAIL GROUP INC COM 04351G101 4,788 257,090 SOLE * 257,090 0 0 ASCENT CAPITAL GRP INC COM 043632108 594 11,500 SOLE * 11,500 0 0 ASHLAND INC COM 044209104 718 10,360 SOLE * 10,360 0 0 ASPEN INSURANCE HOLDINGS LTD COM G05384105 387 13,389 SOLE * 13,389 0 0 ASPEN TECH INC COM 045327103 552 23,800 SOLE * 23,800 0 0 ASSOCIATED ESTATES REALTY CP COM 045604105 405 27,200 SOLE * 27,200 0 0 ASSURANT INC COM 04621X108 2,027 58,187 SOLE * 58,187 0 0 ASSURED GUARANTY LTD COM G0585R106 3,386 240,055 SOLE * 240,055 0 0 ASTEC INDUSTRIES INC COM 046224101 467 15,200 SOLE * 15,200 0 0 ASTEX PHARMACEUTICALS COM 04624B103 48 22,900 SOLE * 22,900 0 0 ASTRAZENECA PLC SPONS ADR ADR 046353108 33,617 751,200 SOLE * 751,200 0 0 ASTRONICS CORP COM 046433108 447 15,800 SOLE * 15,800 0 0 AT&T INC COM 00206R102 4,153 116,432 SOLE * 116,432 0 0 ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 800 18,400 SOLE * 18,400 0 0 ATWOOD OCEANICS INC COM 050095108 384 10,152 SOLE * 10,152 0 0 AUTODESK INC COM 052769106 597 17,099 SOLE * 17,099 0 0 AUTOLIV INC COM 052800109 3,927 71,857 SOLE * 71,857 0 0 AUTOZONE COM 053332102 34,277 93,351 SOLE * 93,351 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 489 18,200 SOLE * 18,200 0 0 AV HOMES INC COM 00234P102 149 10,200 SOLE * 10,200 0 0 AVALONBAY COMMUNITIES INC COM 053484101 4,454 31,489 SOLE * 31,489 0 0 AVERY DENNISON CORP COM 053611109 1,126 41,168 SOLE * 41,168 0 0 AVIAT NETWORKS INC COM 05366Y102 90 32,470 SOLE * 32,470 0 0 AVIS BUDGET GROUP INC COM 053774105 2,598 170,896 SOLE * 170,896 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 101 85,300 SOLE * 85,300 0 0 AXIS CAPITAL HOLDINGS LTD COM G0692U109 3,551 109,073 SOLE * 109,073 0 0 AXT INC COM 00246W103 144 36,300 SOLE * 36,300 0 0 AZZ INC COM 002474104 540 8,800 SOLE * 8,800 0 0 B&G FOODS INC-CLASS A COM 05508R106 214 8,000 SOLE * 8,000 0 0 BABCOCK & WILCOX COMPANY COM 05615F102 1,313 53,554 SOLE * 53,554 0 0 BAKER (MICHAEL) CORP COM 057149106 410 15,700 SOLE * 15,700 0 0 BALCHEM CORP COM 057665200 232 7,100 SOLE * 7,100 0 0 BANCO BRADESCO-SPONSORED ADR ADR 059460303 5,881 395,500 SOLE * 395,500 0 0 BANCO MACRO SA-ADR ADR 05961W105 560 43,300 SOLE * 43,300 0 0 BANCO SANTANDER BRASIL-ADS ADR 05967A107 1,108 142,858 SOLE * 142,858 0 0 BANCO SANTANDER SA-SPON ADR ADR 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0 0 BLUCORA INC COM 095229100 698 56,600 SOLE * 56,600 0 0 BMC SOFTWARE INC COM 055921100 456 10,673 SOLE * 10,673 0 0 BOEING CO COM 097023105 7,989 107,510 SOLE * 107,510 0 0 BOISE INC COM 09746Y105 719 109,400 SOLE * 109,400 0 0 BORG WARNER AUTO INC COM 099724106 1,546 23,559 SOLE * 23,559 0 0 BOSTON PRIVATE FINL HOLDING COM 101119105 110 12,300 SOLE * 12,300 0 0 BOSTON PROPERTIES INC COM 101121101 1,116 10,300 SOLE * 10,300 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3,135 552,997 SOLE * 552,997 0 0 BP PLC - SPONS ADR ADR 055622104 1,943 47,900 SOLE * 47,900 0 0 BP PRUDHOE BAY ROYALTY TRUST COM 055630107 3,345 28,700 SOLE * 28,700 0 0 BRADY CORPORATION - CL A COM 104674106 248 9,000 SOLE * 9,000 0 0 BRIGHTPOINT INC COM 109473405 205 37,800 SOLE * 37,800 0 0 BRINK'S CO/THE COM 109696104 568 24,500 SOLE * 24,500 0 0 BRITISH AMER TOBACCO PLC - ADR ADR 110448107 4,829 47,300 SOLE * 47,300 0 0 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 787 37,010 SOLE * 37,010 0 0 BROADWIND ENERGY INC COM 11161T108 4 13,900 SOLE * 13,900 0 0 BROCADE COMMUNICATIONS SYS COM 111621306 1,094 221,801 SOLE * 221,801 0 0 BROWN SHOE COMPANY INC COM 115736100 142 11,000 SOLE * 11,000 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 1,072 37,600 SOLE * 37,600 0 0 BUFFALO WILD WINGS INC COM 119848109 555 6,400 SOLE * 6,400 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 151 31,700 SOLE * 31,700 0 0 BUNGE LIMITED COM G16962105 604 9,642 SOLE * 9,642 0 0 C&J ENERGY SERVICES INC COM 12467B304 198 10,700 SOLE * 10,700 0 0 CABELA'S INC-CL A COM 126804301 404 10,700 SOLE * 10,700 0 0 CABOT CORP COM 127055101 896 22,030 SOLE * 22,030 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 274 9,390 SOLE * 9,390 0 0 CABOT OIL & GAS CORP COM 127097103 1,005 25,500 SOLE * 25,500 0 0 CADENCE DESIGN SYS INC COM 127387108 2,334 212,325 SOLE * 212,325 0 0 CAL-MAINE FOODS INC COM 128030202 305 7,800 SOLE * 7,800 0 0 CALAMOS ASSET MANAGEMENT-A COM 12811R104 142 12,500 SOLE * 12,500 0 0 CALAMP CORP COM 128126109 102 13,800 SOLE * 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0 0 CELESTICA INC COM 15101Q108 112 15,300 SOLE * 15,300 0 0 CELGENE CORP COM 151020104 5,140 80,109 SOLE * 80,109 0 0 CENTERPOINT ENERGY INC COM 15189T107 570 27,533 SOLE * 27,533 0 0 CENTERSTATE BANKS INC COM 15201P109 164 22,900 SOLE * 22,900 0 0 CENTRAL PACIFIC FINANCIAL CO COM 154760409 825 58,400 SOLE * 58,400 0 0 CERADYNE INC COM 156710105 861 33,600 SOLE * 33,600 0 0 CERNER CORP COM 156782104 637 7,707 SOLE * 7,707 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 7,418 38,287 SOLE * 38,287 0 0 CHANGYOU.COM LTD-ADR COM 15911M107 204 9,700 SOLE * 9,700 0 0 CHARLES RIVER LABORATORIES COM 159864107 854 26,084 SOLE * 26,084 0 0 CHART INDUSTRIES INC COM 16115Q308 268 3,900 SOLE * 3,900 0 0 CHATHAM LODGING TRUST COM 16208T102 162 11,400 SOLE * 11,400 0 0 CHECK POINT SOFTWARE TECH COM M22465104 205 4,125 SOLE * 4,125 0 0 CHECKPOINT SYSTEMS INC COM 162825103 455 52,064 SOLE * 52,064 0 0 CHEMICAL FINANCIAL CORP COM 163731102 452 21,000 SOLE * 21,000 0 0 CHEMTURA CORP COM 163893209 1,549 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31,900 0 0 EHEALTH INC COM 28238P109 682 42,400 SOLE * 42,400 0 0 EINSTEIN NOAH RESTAURANT GRO COM 28257U104 382 21,800 SOLE * 21,800 0 0 EL PASO ELECTRIC CO COM 283677854 289 8,706 SOLE * 8,706 0 0 ELECTRONIC ARTS INC COM 285512109 3,994 323,380 SOLE * 323,380 0 0 ELECTRONICS FOR IMAGING COM 286082102 607 37,313 SOLE * 37,313 0 0 ELIZABETH ARDEN INC COM 28660G106 1,292 33,300 SOLE * 33,300 0 0 ELLIE MAE INC COM 28849P100 715 39,700 SOLE * 39,700 0 0 EMBRAER AIRCRAFT CORP-SP ADR ADR 29082A107 1,533 57,800 SOLE * 57,800 0 0 EMC CORP-MASS COM 268648102 5,007 195,396 SOLE * 195,396 0 0 EMCOR GROUP INC COM 29084Q100 690 24,818 SOLE * 24,818 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 401 26,500 SOLE * 26,500 0 0 EMERSON ELECTRIC CO COM 291011104 2,851 61,198 SOLE * 61,198 0 0 EMULEX CORP COM 292475209 541 75,100 SOLE * 75,100 0 0 ENCORE CAPITAL GROUP INC COM 292554102 1,088 36,700 SOLE * 36,700 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 534 17,248 SOLE * 17,248 0 0 ENERGEN CORP COM 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MCMORAN COPPER CL B COM 35671D857 5,092 149,497 SOLE * 149,497 0 0 FSI INTL INC COM 302633102 64 17,800 SOLE * 17,800 0 0 FTI CONSULTING INC COM 302941109 1,858 64,592 SOLE * 64,592 0 0 FUEL TECH INC COM 359523107 70 14,600 SOLE * 14,600 0 0 FULTON FIN CORP COM 360271100 385 38,499 SOLE * 38,499 0 0 FURMANITE CORP COM 361086101 51 10,700 SOLE * 10,700 0 0 FURNITURE BRANDS INTL INC COM 360921100 20 15,400 SOLE * 15,400 0 0 FUSHI COPPERWELD INC COM 36113E107 930 107,000 SOLE * 107,000 0 0 G-III APPAREL GROUP LTD COM 36237H101 261 11,000 SOLE * 11,000 0 0 GAIN CAPITAL HOLDINGS INC COM 36268W100 71 14,300 SOLE * 14,300 0 0 GAMESTOP CORP COM 36467W109 2,495 135,917 SOLE * 135,917 0 0 GARDNER DENVER INC COM 365558105 2,952 55,812 SOLE * 55,812 0 0 GARMIN LTD COM H2906T109 410 10,698 SOLE * 10,698 0 0 GAYLORD ENTERTAINMENT COM 367905106 957 24,800 SOLE * 24,800 0 0 GEN-PROBE INC COM 36866T103 690 8,391 SOLE * 8,391 0 0 GENCORP COM 368682100 104 16,000 SOLE * 16,000 0 0 GENERAL CABLE CORP COM 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* 30,264 0 0 HILLENBRAND INC COM 431571108 300 16,328 SOLE * 16,328 0 0 HILLTOP HOLDINGS INC COM 432748101 1,093 106,000 SOLE * 106,000 0 0 HIMAX TECHNOLOGIES INC-ADR COM 43289P106 498 265,300 SOLE * 265,300 0 0 HITTITE MICROWAVE CORP COM 43365Y104 256 5,000 SOLE * 5,000 0 0 HOLLYFRONTIER CORP COM 436106108 318 8,970 SOLE * 8,970 0 0 HOME BANCSHARES INC COM 436893200 355 11,610 SOLE * 11,610 0 0 HOME PROPERTIES INC COM 437306103 2,289 37,300 SOLE * 37,300 0 0 HONEYWELL INTL INC COM 438516106 3,697 66,199 SOLE * 66,199 0 0 HOSPIRA INC COM 441060100 431 12,331 SOLE * 12,331 0 0 HOST HOTELS & RESORTS INC COM 44107P104 447 28,252 SOLE * 28,252 0 0 HOWARD HUGHES CORP/THE COM 44267D107 301 4,898 SOLE * 4,898 0 0 HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 4,172 94,533 SOLE * 94,533 0 0 HUBBELL INC -CL B COM 443510201 249 3,200 SOLE * 3,200 0 0 HUDSON GLOBAL INC COM 443787106 43 10,400 SOLE * 10,400 0 0 HUGOTON ROYALTY TRUST COM 444717102 401 51,500 SOLE * 51,500 0 0 HUMANA INC COM 444859102 6,574 84,889 SOLE * 84,889 0 0 HUNTINGTON BANCSHARES COM 446150104 2,981 465,817 SOLE * 465,817 0 0 HUNTINGTON INGALLS INDUSTRIE COM 446413106 1,388 34,476 SOLE * 34,476 0 0 HURON CONSULTING GROUP INC COM 447462102 203 6,400 SOLE * 6,400 0 0 HYATT HOTELS CORP - CL A COM 448579102 5,269 141,783 SOLE * 141,783 0 0 IAMGOLD CORPORATION COM 450913108 1,225 103,800 SOLE * 103,800 0 0 IBM CORP COM 459200101 1,013 5,179 SOLE * 5,179 0 0 ICONIX BRAND GROUP INC COM 451055107 1,202 68,821 SOLE * 68,821 0 0 ICU MEDICAL INC COM 44930G107 933 17,500 SOLE * 17,500 0 0 IMATION CORP COM 45245A107 680 115,100 SOLE * 115,100 0 0 INCYTE CORP COM 45337C102 4,417 194,600 SOLE * 194,600 0 0 INGRAM MICRO INC CL A COM 457153104 4,219 241,538 SOLE * 241,538 0 0 INLAND REAL ESTATE CORP COM 457461200 89 10,600 SOLE * 10,600 0 0 INNOSPEC INC COM 45768S105 622 21,000 SOLE * 21,000 0 0 INSPERITY INC COM 45778Q107 445 16,440 SOLE * 16,440 0 0 INSULET CORP COM 45784P101 224 10,523 SOLE * 10,523 0 0 INTEGRATED DEVICE 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SOLE * 38,673 0 0 JONES LANG LASALLE INC COM 48020Q107 466 6,624 SOLE * 6,624 0 0 JOS A BANK CLOTHIERS INC COM 480838101 270 6,346 SOLE * 6,346 0 0 JOURNAL COMMUNICATIONS INC-A COM 481130102 290 56,100 SOLE * 56,100 0 0 JOY GLOBAL INC COM 481165108 3,992 70,366 SOLE * 70,366 0 0 JPMORGAN CHASE & CO COM 46625H100 4,633 129,655 SOLE * 129,655 0 0 JUNIPER NETWORKS INC COM 48203R104 9,406 576,708 SOLE * 576,708 0 0 K-SWISS INC -CL A COM 482686102 61 20,100 SOLE * 20,100 0 0 KAISER ALUMINUM CORP COM 483007704 1,026 19,800 SOLE * 19,800 0 0 KAMAN CORP COM 483548103 250 8,100 SOLE * 8,100 0 0 KAPSTONE PAPER AND PACKAGING COM 48562P103 163 10,200 SOLE * 10,200 0 0 KBR INC COM 48242W106 10,284 416,220 SOLE * 416,220 0 0 KELLOGG CO COM 487836108 3,458 70,087 SOLE * 70,087 0 0 KENNAMETAL INC COM 489170100 587 17,724 SOLE * 17,724 0 0 KENNETH COLE PRODUCTIONS-A COM 193294105 189 12,500 SOLE * 12,500 0 0 KEY ENERGY SERVICES INC COM 492914106 185 24,400 SOLE * 24,400 0 0 KEYCORP COM 493267108 3,525 455,481 SOLE * 455,481 0 0 KEYNOTE SYSTEMS INC COM 493308100 618 41,600 SOLE * 41,600 0 0 KIMBALL INTERNATIONAL -CL B COM 494274103 251 32,700 SOLE * 32,700 0 0 KINDER MORGAN INC COM 49456B101 6,007 186,418 SOLE * 186,418 0 0 KIRBY CORP COM 497266106 350 7,432 SOLE * 7,432 0 0 KIRKLAND'S INC COM 497498105 258 22,900 SOLE * 22,900 0 0 KLA - TENCOR CORP COM 482480100 295 5,998 SOLE * 5,998 0 0 KMG CHEMICALS INC COM 482564101 194 10,100 SOLE * 10,100 0 0 KNIGHT CAPITAL GROUP INC-A COM 499005106 510 42,820 SOLE * 42,820 0 0 KNOLL INC COM 498904200 383 28,500 SOLE * 28,500 0 0 KOPIN CORP COM 500600101 64 18,375 SOLE * 18,375 0 0 KORN/FERRY INTERNATIONAL COM 500643200 1,323 92,217 SOLE * 92,217 0 0 KRAFT FOODS INC-A COM 50075N104 208 5,380 SOLE * 5,380 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 2,782 126,975 SOLE * 126,975 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 412 64,600 SOLE * 64,600 0 0 KROGER CO. COM 501044101 12,565 541,808 SOLE * 541,808 0 0 KULICKE & SOFFA INDUSTRIES COM 501242101 1,212 135,800 SOLE * 135,800 0 0 L&L ENERGY INC COM 50162D100 23 13,800 SOLE * 13,800 0 0 LABORATORY CRP OF AMER HLDGS COM 50540R409 795 8,587 SOLE * 8,587 0 0 LACLEDE GROUP INC COM 505597104 446 11,200 SOLE * 11,200 0 0 LAKELAND FINANCIAL CORP COM 511656100 250 9,300 SOLE * 9,300 0 0 LAM RESEARCH COM 512807108 18,027 477,658 SOLE * 477,658 0 0 LANDEC CORP COM 514766104 414 48,389 SOLE * 48,389 0 0 LAS VEGAS SANDS CORP COM 517834107 16,994 390,738 SOLE * 390,738 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 1,356 65,600 SOLE * 65,600 0 0 LEAPFROG ENTERPRISES INC COM 52186N106 121 11,900 SOLE * 11,900 0 0 LEAR CORP COM 521865204 7,997 211,916 SOLE * 211,916 0 0 LEGG MASON INC COM 524901105 6,382 242,008 SOLE * 242,008 0 0 LHC GROUP INC COM 50187A107 385 22,700 SOLE * 22,700 0 0 LIBBEY INC COM 529898108 308 20,000 SOLE * 20,000 0 0 LIBERTY GLOBAL INC COM 530555101 7,391 148,921 SOLE * 148,921 0 0 LIBERTY INTERACTIVE CORP COM 53071M104 646 36,297 SOLE * 36,297 0 0 LIFE PARTNERS HOLDINGS INC COM 53215T106 78 37,200 SOLE * 37,200 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 498 11,066 SOLE * 11,066 0 0 LIFE TIME FITNESS INC COM 53217R207 1,066 22,900 SOLE * 22,900 0 0 LILLY (ELI) & CO COM 532457108 4,900 114,192 SOLE * 114,192 0 0 LIMITED BRANDS COM 532716107 9,483 222,979 SOLE * 222,979 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 321 49,200 SOLE * 49,200 0 0 LINCOLN NATIONAL CORP COM 534187109 6,371 291,300 SOLE * 291,300 0 0 LINEAR TECHNOLOGY CORP COM 535678106 2,699 86,159 SOLE * 86,159 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 66 21,200 SOLE * 21,200 0 0 LIONS GATE ENTERTAINMENT COR COM 535919203 271 18,383 SOLE * 18,383 0 0 LIQUIDITY SERVICES INC COM 53635B107 4,612 90,100 SOLE * 90,100 0 0 LIVE NATION COM 538034109 194 21,056 SOLE * 21,056 0 0 LKQ CORP COM 501889208 2,529 75,697 SOLE * 75,697 0 0 LOGITECH INTERNATIONAL-REG ADR H50430232 256 23,830 SOLE * 23,830 0 0 LOGMEIN INC COM 54142L109 914 29,965 SOLE * 29,965 0 0 LONE PINE RESOURCES INC COM 54222A106 49 17,475 SOLE * 17,475 0 0 LORAL SPACE & COMMUNICATIONS COM 543881106 216 3,200 SOLE * 3,200 0 0 LORILLARD INC COM 544147101 4,156 31,499 SOLE * 31,499 0 0 LOWES CORP COM 540424108 5,925 144,832 SOLE * 144,832 0 0 LSB INDUSTRIES INC COM 502160104 287 9,300 SOLE * 9,300 0 0 LSI INDUSTRIES INC COM 50216C108 112 15,800 SOLE * 15,800 0 0 LSI LOGIC CORP COM 502161102 514 80,732 SOLE * 80,732 0 0 LTC PROPERTIES INC COM 502175102 617 17,000 SOLE * 17,000 0 0 LTX-CREDENCE CORP COM 502403207 105 15,866 SOLE * 15,866 0 0 LULULEMON ATHLETICA INC COM 550021109 599 10,048 SOLE * 10,048 0 0 LYDALL INC COM 550819106 171 12,700 SOLE * 12,700 0 0 M&T BANK CORPORATION COM 55261F104 906 10,984 SOLE * 10,984 0 0 MACERICH COMPANY (THE) COM 554382101 490 8,297 SOLE * 8,297 0 0 MADISON SQUARE GARDEN CO-A COM 55826P100 1,060 28,300 SOLE * 28,300 0 0 MAGELLAN HEALTH SERVICES INC COM 559079207 1,949 43,000 SOLE * 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BANCORP INC COM 59161R101 366 30,400 SOLE * 30,400 0 0 METRO HEALTH NETWORKS INC COM 592142103 110 11,508 SOLE * 11,508 0 0 METROPCS COMMUNICATIONS INC COM 591708102 63 10,483 SOLE * 10,483 0 0 MFA FINANCIAL INC COM 55272X102 312 39,500 SOLE * 39,500 0 0 MFC INDUSTRIAL LTD COM 55278T105 357 52,900 SOLE * 52,900 0 0 MGIC INVESTMENT CORP COM 552848103 172 59,875 SOLE * 59,875 0 0 MICRON TECH INC COM 595112103 1,249 198,009 SOLE * 198,009 0 0 MICROS SYSTEMS INC COM 594901100 776 15,169 SOLE * 15,169 0 0 MICROSOFT CORP COM 594918104 22,059 721,096 SOLE * 721,096 0 0 MID-AMERICA APARTMENT COMM COM 59522J103 776 11,366 SOLE * 11,366 0 0 MIDDLEBY CORP COM 596278101 459 4,600 SOLE * 4,600 0 0 MILLER (HERMAN) INC COM 600544100 633 34,180 SOLE * 34,180 0 0 MILLER ENERY RESOURCES INC COM 600527105 54 10,700 SOLE * 10,700 0 0 MINE SAFETY APPLIANCES CO COM 602720104 354 8,800 SOLE * 8,800 0 0 MINERALS TECHNOLOGIES INC COM 603158106 898 14,100 SOLE * 14,100 0 0 MISSION WEST PROPERTIES COM 605203108 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20,500 SOLE * 20,500 0 0 SUN COMMUNITIES INC COM 866674104 2,357 53,300 SOLE * 53,300 0 0 SUNCOKE ENERGY INC COM 86722A103 749 51,053 SOLE * 51,053 0 0 SUNSTONE HOTEL INVESTORS INC COM 867892101 3,796 345,434 SOLE * 345,434 0 0 SUNTRUST BANKS INC COM 867914103 2,812 116,067 SOLE * 116,067 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 169 10,300 SOLE * 10,300 0 0 SUPPORT.COM INC COM 86858W101 28 11,300 SOLE * 11,300 0 0 SUREWEST COMMUNICATIONS COM 868733106 378 18,000 SOLE * 18,000 0 0 SURMODICS INC COM 868873100 361 20,843 SOLE * 20,843 0 0 SUSSER HOLDINGS CORP COM 869233106 1,975 53,100 SOLE * 53,100 0 0 SVB FINANCIAL GROUP COM 78486Q101 754 12,853 SOLE * 12,853 0 0 SWIFT ENERGY CO COM 870738101 222 11,900 SOLE * 11,900 0 0 SWS GROUP INC COM 78503N107 150 28,200 SOLE * 28,200 0 0 SYCAMORE NETWORKS INC COM 871206405 1,271 87,450 SOLE * 87,450 0 0 SYKES ENTERPRISES INC COM 871237103 702 43,900 SOLE * 43,900 0 0 SYMANTEC CORP COM 871503108 6,319 432,562 SOLE * 432,562 0 0 SYMETRA FINANCIAL CORP COM 87151Q106 3,201 253,700 SOLE * 253,700 0 0 SYMMETRICOM INC COM 871543104 87 14,522 SOLE * 14,522 0 0 SYMMETRY MEDICAL INC COM 871546206 623 72,602 SOLE * 72,602 0 0 SYNERGETICS USA INC COM 87160G107 45 10,300 SOLE * 10,300 0 0 SYNNEX CORP COM 87162W100 251 7,300 SOLE * 7,300 0 0 SYNOPSYS INC COM 871607107 4,018 136,537 SOLE * 136,537 0 0 SYNTEL INC COM 87162H103 426 7,000 SOLE * 7,000 0 0 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 733 77,440 SOLE * 77,440 0 0 TAL EDUCATION GROUP- ADR COM 874080104 462 47,000 SOLE * 47,000 0 0 TAL INTERNATIONAL GROUP INC COM 874083108 1,021 30,500 SOLE * 30,500 0 0 TANGER FACTORY OUTLET CENTER COM 875465106 629 19,600 SOLE * 19,600 0 0 TARGA RESOURCES CORP COM 87612G101 2,087 48,900 SOLE * 48,900 0 0 TARGACEPT INC COM 87611R306 234 54,400 SOLE * 54,400 0 0 TAUBMAN CENTERS INC COM 876664103 17,510 226,940 SOLE * 226,940 0 0 TAYLOR CAPITAL GROUP INC COM 876851106 205 12,500 SOLE * 12,500 0 0 TCF FINANCIAL COM 872275102 413 35,896 SOLE * 35,896 0 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INC COM 88145X108 425 18,700 SOLE * 18,700 0 0 TESCO CORP COM 88157K101 163 13,600 SOLE * 13,600 0 0 TESORO PETROLEUM CORP COM 881609101 2,581 103,386 SOLE * 103,386 0 0 TETRA TECHNOLOGIES INC COM 88162F105 105 14,600 SOLE * 14,600 0 0 TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 845 21,400 SOLE * 21,400 0 0 THE BUCKLE INC COM 118440106 450 11,400 SOLE * 11,400 0 0 THE FINISH LINE CL A COM 317923100 2,320 110,937 SOLE * 110,937 0 0 THE HERSHEY COMPANY COM 427866108 1,628 22,599 SOLE * 22,599 0 0 THERAVANCE INC COM 88338T104 245 11,000 SOLE * 11,000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5,117 98,583 SOLE * 98,583 0 0 THL CREDIT INC COM 872438106 736 54,700 SOLE * 54,700 0 0 THOMPSON CREEK METALS CO INC COM 884768102 217 68,200 SOLE * 68,200 0 0 THOR INDUSTRIES INC COM 885160101 884 32,235 SOLE * 32,235 0 0 THORATEC CORP COM 885175307 1,400 41,713 SOLE * 41,713 0 0 TICC CAPITAL CORP COM 87244T109 221 22,771 SOLE * 22,771 0 0 TIDEWATER INC COM 886423102 204 4,394 SOLE * 4,394 0 0 TIFFANY & CO COM 886547108 356 6,733 SOLE * 6,733 0 0 TIME WARNER CABLE-A COM 88732J207 6,249 76,105 SOLE * 76,105 0 0 TITANIUM METALS CORP COM 888339207 262 23,201 SOLE * 23,201 0 0 TJX COMPANIES INC COM 872540109 1,013 23,570 SOLE * 23,570 0 0 TORO CO COM 891092108 3,613 49,289 SOLE * 49,289 0 0 TOTAL S.A. SPON ADR ADR 89151E109 33,358 742,100 SOLE * 742,100 0 0 TOWERS WATSON & CO-CL A COM 891894107 592 9,872 SOLE * 9,872 0 0 TOWN SPORTS INTERNATIONAL COM 89214A102 1,356 102,000 SOLE * 102,000 0 0 TRACTOR SUPPLY COMPANY COM 892356106 3,547 42,698 SOLE * 42,698 0 0 TRANSDIGM GROUP INC COM 893641100 3,846 28,648 SOLE * 28,648 0 0 TRANSOCEAN LTD COM H8817H100 554 12,400 SOLE * 12,400 0 0 TRAVELCENTERS OF AMERICA COM 894174101 66 13,200 SOLE * 13,200 0 0 TREEHOUSE FOODS INC COM 89469A104 1,021 16,400 SOLE * 16,400 0 0 TRIANGLE CAPITAL CORP COM 895848109 795 34,882 SOLE * 34,882 0 0 TRIMAS CORP COM 896215209 345 17,200 SOLE * 17,200 0 0 TRIPLE-S MANAGEMENT CORP-B COM 896749108 491 26,900 SOLE * 26,900 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,269 412,600 SOLE * 412,600 0 0 TRIUMPH GROUP INC COM 896818101 602 10,700 SOLE * 10,700 0 0 TRUEBLUE INC COM 89785X101 323 20,900 SOLE * 20,900 0 0 TRUSTCO BANK CORP NY COM 898349105 389 71,300 SOLE * 71,300 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2,363 64,258 SOLE * 64,258 0 0 TTM TECHNOLOGIES COM 87305R109 365 38,900 SOLE * 38,900 0 0 TUESDAY MORNING CORP COM 899035505 423 98,800 SOLE * 98,800 0 0 TUTOR PERINI CORP COM 901109108 363 28,689 SOLE * 28,689 0 0 TW TELECOM INC COM 87311L104 1,635 63,690 SOLE * 63,690 0 0 TYCO INTERNATIONAL LTD COM H89128104 2,400 45,388 SOLE * 45,388 0 0 TYLER TECHNOLOGIES INC COM 902252105 578 14,300 SOLE * 14,300 0 0 TYSON FOODS INC - CL A COM 902494103 2,327 123,506 SOLE * 123,506 0 0 U S ENERGY CORP - WYOMING COM 911805109 26 11,200 SOLE * 11,200 0 0 U.S. GLOBAL INVESTORS INC-A COM 902952100 55 12,700 SOLE * 12,700 0 0 U.S. PHYSICAL THERAPY INC COM 90337L108 676 26,600 SOLE * 26,600 0 0 UGI CORP COM 902681105 518 17,612 SOLE * 17,612 0 0 UIL HOLDINGS CORP COM 902748102 515 14,400 SOLE * 14,400 0 0 ULTA SALON COSMETICS & FRAGR COM 90384S303 412 4,423 SOLE * 4,423 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 289 45,000 SOLE * 45,000 0 0 ULTRATECH INC COM 904034105 1,307 41,500 SOLE * 41,500 0 0 UMH PROPERTIES INC COM 903002103 284 26,400 SOLE * 26,400 0 0 UMPQUA HOLDINGS CORP COM 904214103 226 17,200 SOLE * 17,200 0 0 UNDER ARMOUR INC-CLASS A COM 904311107 430 4,553 SOLE * 4,553 0 0 UNIFI INC COM 904677200 215 19,033 SOLE * 19,033 0 0 UNION DRILLING INC COM 90653P105 46 10,200 SOLE * 10,200 0 0 UNISYS CORP COM 909214306 743 38,000 SOLE * 38,000 0 0 UNIT CORP COM 909218109 1,581 42,828 SOLE * 42,828 0 0 UNITED COMMUNITY BANKS/GA COM 90984P303 87 10,168 SOLE * 10,168 0 0 UNITED FINANCIAL BANCORP COM 91030T109 339 23,600 SOLE * 23,600 0 0 UNITED FIRE GROUP INC COM 910340108 320 15,000 SOLE * 15,000 0 0 UNITED HEALTH GROUP INC COM 91324P102 10,899 186,315 SOLE * 186,315 0 0 UNITED NATURAL FOODS INC COM 911163103 967 17,624 SOLE * 17,624 0 0 UNITED ONLINE INC COM 911268100 813 192,526 SOLE * 192,526 0 0 UNITED RENTALS INC COM 911363109 3,360 98,743 SOLE * 98,743 0 0 UNITED STATIONERS INC COM 913004107 265 9,800 SOLE * 9,800 0 0 UNITED TECHNOLOGIES COM 913017109 1,507 19,958 SOLE * 19,958 0 0 UNITIL CORP COM 913259107 1,404 52,947 SOLE * 52,947 0 0 UNIVERSAL AMER FINANCIAL CRP COM 91338E101 1,123 106,600 SOLE * 106,600 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 320 24,300 SOLE * 24,300 0 0 UNIVERSAL INSURANCE HOLDINGS COM 91359V107 171 49,900 SOLE * 49,900 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 427 31,689 SOLE * 31,689 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 349 21,100 SOLE * 21,100 0 0 UNUM GROUP COM 91529Y106 3,478 181,858 SOLE * 181,858 0 0 UNWIRED PLANET INC COM 91531F103 56 24,500 SOLE * 24,500 0 0 UPS CL B COM 911312106 360 4,567 SOLE * 4,567 0 0 URS CORP COM 903236107 2,828 81,078 SOLE * 81,078 0 0 US AIRWAYS GROUP INC COM 90341W108 5,174 388,100 SOLE * 388,100 0 0 US BANCORP COM 902973304 527 16,397 SOLE * 16,397 0 0 US CELLULAR CORP COM 911684108 984 25,504 SOLE * 25,504 0 0 USA MOBILITY INC COM 90341G103 3,126 243,100 SOLE * 243,100 0 0 VAALCO ENERGY INC COM 91851C201 157 18,200 SOLE * 18,200 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 330 15,200 SOLE * 15,200 0 0 VALIDUS HOLDINGS LTD COM G9319H102 3,984 124,388 SOLE * 124,388 0 0 VALUEVISION MEDIA INC-CL A COM 92047K107 27 13,600 SOLE * 13,600 0 0 VARIAN MEDICAL SYS INC COM 92220P105 222 3,645 SOLE * 3,645 0 0 VASCULAR SOLUTIONS INC COM 92231M109 238 18,900 SOLE * 18,900 0 0 VECTOR GROUP LTD COM 92240M108 17,512 1,028,954 SOLE * 1,028,954 0 0 VERA BRADLEY INC COM 92335C106 501 23,800 SOLE * 23,800 0 0 VERIFONE HOLDINGS INC COM 92342Y109 226 6,835 SOLE * 6,835 0 0 VERISIGN INC COM 92343E102 12,383 284,225 SOLE * 284,225 0 0 VERISK ANALYTICS INC-CLASS A COM 92345Y106 8,217 166,815 SOLE * 166,815 0 0 VERIZON COMMUNICATIONS COM 92343V104 7,181 161,589 SOLE * 161,589 0 0 VIASAT INC COM 92552V100 234 6,200 SOLE * 6,200 0 0 VIRGINIA COMMERCE BANCORP COM 92778Q109 187 22,300 SOLE * 22,300 0 0 VIROPHARMA INC COM 928241108 1,102 46,500 SOLE * 46,500 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1,269 134,601 SOLE * 134,601 0 0 VISHAY PRECISION GROUP-W/I COM 92835K103 163 11,702 SOLE * 11,702 0 0 VISTEON CORP COM 92839U206 3,110 82,912 SOLE * 82,912 0 0 VMWARE INC-CLASS A COM 928563402 1,901 20,873 SOLE * 20,873 0 0 VODAFONE GROUP PLC - 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INC COM 984332106 2,641 166,833 SOLE * 166,833 0 0 YPF S.A -D ADR ADR 984245100 558 45,100 SOLE * 45,100 0 0 YUM! BRANDS COM 988498101 4,814 74,736 SOLE * 74,736 0 0 ZIMMER HOLDINGS INC COM 98956P102 2,127 33,046 SOLE * 33,046 0 0 ZIONS BANCORPORATION COM 989701107 4,328 222,833 SOLE * 222,833 0 0 ZIXIT CORPORATION COM 98974P100 81 30,800 SOLE * 30,800 0 0 AON PLC COM G0408V102 406 8,684 SOLE * 8,684 0 0 AUDIOCODES LTD COM M15342104 31 17,400 SOLE * 17,400 0 0 CREDICORP LTD COM G2519Y108 327 2,600 SOLE * 2,600 0 0 SEACUBE CONTAINER LEASING LT COM G79978105 410 24,000 SOLE * 24,000 0 0 CELLCOM ISRAEL LTD COM M2196U109 200 32,600 SOLE * 32,600 0 0 CLICKSOFTWARE TECHNOLOGIES COM M25082104 181 22,400 SOLE * 22,400 0 0 COSTAMARE INC COM Y1771G102 302 21,700 SOLE * 21,700 0 0 COGO GROUP INC COM G22538105 30 17,300 SOLE * 17,300 0 0 COVIDIEN PLC COM G2554F113 451 8,423 SOLE * 8,423 0 0 CAPITAL PRODUCT PARTNERS LP COM Y11082107 90 11,784 SOLE * 11,784 0 0 DIANA CONTAINERSHIPS INC COM Y2069P101 517 69,700 SOLE * 69,700 0 0 DELPHI AUTOMOTIVE PLC COM G27823106 1,322 51,800 SOLE * 51,800 0 0 DIANA SHIPPING INC COM Y2066G104 1,070 137,400 SOLE * 137,400 0 0 SYNERON MEDICAL LTD COM M87245102 459 44,300 SOLE * 44,300 0 0 EASYLINK SERVICES INTL COM 277858106 248 34,400 SOLE * 34,400 0 0 ENERGY XXI BERMUDA COM G10082140 1,224 39,086 SOLE * 39,086 0 0 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 148 18,500 SOLE * 18,500 0 0 GLOBAL SOURCES LIMITED COM G39300101 67 10,004 SOLE * 10,004 0 0 INVESCO LTD COM G491BT108 2,379 105,306 SOLE * 105,306 0 0 JINPAN INTERNATIONAL LTD COM G5138L100 107 13,300 SOLE * 13,300 0 0 LYONDELLBASELL INDU-CL A COM N53745100 9,997 248,273 SOLE * 248,273 0 0 NAVIOS MARITIME PARTNERS LP COM Y62267102 560 41,200 SOLE * 41,200 0 0 NOVA MEASURING INSTRUMENTS COM M7516K103 150 17,200 SOLE * 17,200 0 0 ORTHOFIX INTERNATIONAL NV COM N6748L102 636 15,400 SOLE * 15,400 0 0 PDC ENERGY INC COM 69327R101 435 17,700 SOLE * 17,700 0 0 PROGRESS ENERGY INC COM 743263105 35,576 591,258 SOLE * 591,258 0 0 RADWARE LTD COM M81873107 949 24,800 SOLE * 24,800 0 0 SAFE BULKERS INC COM Y7388L103 1,011 164,000 SOLE * 164,000 0 0 SEADRILL LTD COM G7945E105 17,517 493,200 SOLE * 493,200 0 0 SOLUTIA INC COM 834376501 1,015 36,154 SOLE * 36,154 0 0 TE CONNECTIVITY LTD COM H84989104 775 24,300 SOLE * 24,300 0 0 TEEKAY OFFSHORE PARTNERS LP COM Y8565J101 305 10,900 SOLE * 10,900 0 0 UTSTARCIN HOLDINGS CORP COM G9310A106 26 21,200 SOLE * 21,200 0 0 WILLIS GROUP HOLDINGS LTD COM G96666105 6,907 189,300 SOLE * 189,300 0 0 XL GROUP PLC COM G98290102 1,558 74,041 SOLE * 74,041 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 106 65,200 SOLE * 65,200 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 472 27,400 SOLE * 27,400 0 0 CHENIERE ENERGY INC COM NEW 16411R208 434 29,400 SOLE * 29,400 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 274 47,000 SOLE * 47,000 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 40 12,000 SOLE * 12,000 0 0 SILVER WHEATON CORP COM 828336107 874 32,600 SOLE * 32,600 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 294 21,000 SOLE * 21,000 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 189 20,100 SOLE * 20,100 0 0

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