-----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, V1H2A6LQHKQwxy8H8oj2sqkGfNcb8EBNRHf2I11wPEmxGginJ4R7db2vVis4zb2/ QXwFcN7gyMPcJSJY8b2wjA== 0000919574-11-001506.txt : 20110214 0000919574-11-001506.hdr.sgml : 20110214 20110214185948 ACCESSION NUMBER: 0000919574-11-001506 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 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: 11610097 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 d1171893_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, 2010 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: 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, 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).) Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 914 Form 13F Information Table Value Total: $762,199 (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 * Two Sigma Constellation U.S. Master Fund, Ltd. * Two Sigma U.S. All Cap Core Equity Fund, LP * Two Sigma U.S. Small Cap Core Equity Fund, LP - ---- --------------------- ---------------------------------------------- * This Form 13F holdings report is being filed on behalf of Two Sigma Advisers, LLC ("Advisers"). Advisers serves as the sole investment manager of (i) Two Sigma Constellation U.S. Master Fund, Ltd. ("Constellation"), Two Sigma U.S. All Cap Core Equity Fund, LP ("All Cap") and Two Sigma U.S. Small Cap Core Equity Fund, LP ("Small Cap"), three investment entities that are managed by Advisers, each of which may be deemed to be "other managers" for purposes of this Form 13F report and (ii) Two Sigma U.S. Large Cap Core Equity Master Fund, Ltd. ("Large Cap"), an investment entity that is managed by Advisers and which may not presently be deemed to be an "other manager" for purposes of this Form 13F report. Advisers, rather than Constellation, All Cap, Small Cap or Large Cap, exercises sole investment discretion and voting authority over the securities held in the various accounts of Constellation, All Cap, Small Cap and Large Cap. FORM 13F INFORMATION TABLE
Two Sigma Advisers, LLC December 31, 2010 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------- -------------- --------- -------- --------- --- ---- ---------- -------- ------- ------ ---- ACCO BRANDS CORP COM 00081T108 101 11,800 SOLE * 11,800 0 0 AFC ENTERPRISES INC COM 00104Q107 176 12,655 SOLE * 12,655 0 0 AFLAC INC COM 001055102 1,273 22,551 SOLE * 22,551 0 0 AES CORP COM 00130H105 255 20,900 SOLE * 20,900 0 0 AOL INC COM 00184X105 1,597 67,300 SOLE * 67,300 0 0 AT&T INC COM 00206R102 9,872 336,022 SOLE * 336,022 0 0 ABBOTT LABS COM 002824100 6,199 129,400 SOLE * 129,400 0 0 ABOVENET INC COM 00374N107 316 5,400 SOLE * 5,400 0 0 ABRAXAS PETE CORP COM 003830106 47 10,200 SOLE * 10,200 0 0 ACCURAY INC COM 004397105 180 26,606 SOLE * 26,606 0 0 ACTUATE CORP COM 00508B102 154 27,273 SOLE * 27,273 0 0 ACXIOM CORP COM 005125109 194 11,300 SOLE * 11,300 0 0 ADMINISTAFF INC COM 007094105 264 9,000 SOLE * 9,000 0 0 ADOBE SYS INC COM 00724F101 1,395 45,320 SOLE * 45,320 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 229 40,400 SOLE * 40,400 0 0 ADVANCED BATTERY TECHNOLOG I COM 00752H102 71 18,400 SOLE * 18,400 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 41 10,200 SOLE * 10,200 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 151 22,200 SOLE * 22,200 0 0 ADVANCED MICRO DEVICES INC COM 007903107 274 33,500 SOLE * 33,500 0 0 AEGON N V NY REGISTRY SH 007924103 227 36,840 SOLE * 36,840 0 0 ADVENT SOFTWARE INC COM 007974108 244 4,200 SOLE * 4,200 0 0 AETNA INC NEW COM 00817Y108 1,947 63,820 SOLE * 63,820 0 0 AFFYMETRIX INC COM 00826T108 230 45,700 SOLE * 45,700 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 713 17,200 SOLE * 17,200 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 189 23,900 SOLE * 23,900 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 273 5,800 SOLE * 5,800 0 0 ALASKA AIR GROUP INC COM 011659109 1,718 30,300 SOLE * 30,300 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 212 19,175 SOLE * 19,175 0 0 ALCOA INC COM 013817101 648 42,100 SOLE * 42,100 0 0 ALLERGAN INC COM 018490102 1,559 22,700 SOLE * 22,700 0 0 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 64 15,000 SOLE * 15,000 0 0 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 1,048 44,900 SOLE * 44,900 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 36 14,100 SOLE * 14,100 0 0 ALLSTATE CORP COM 020002101 640 20,100 SOLE * 20,100 0 0 ALTERA CORP COM 021441100 260 7,300 SOLE * 7,300 0 0 ALTRIA GROUP INC COM 02209S103 6,582 267,351 SOLE * 267,351 0 0 AMAZON COM INC COM 023135106 1,962 10,900 SOLE * 10,900 0 0 AMEREN CORP COM 023608102 352 12,500 SOLE * 12,500 0 0 AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 264 50,200 SOLE * 50,200 0 0 AMERICAN APPAREL INC COM 023850100 17 10,200 SOLE * 10,200 0 0 AMERICAN CAP LTD COM 02503Y103 973 128,800 SOLE * 128,800 0 0 AMERICAN ELEC PWR INC COM 025537101 1,112 30,900 SOLE * 30,900 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 416 33,049 SOLE * 33,049 0 0 AMERICAN EXPRESS CO COM 025816109 1,198 27,900 SOLE * 27,900 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 126 16,600 SOLE * 16,600 0 0 AMERICAN SOFTWARE INC CL A 029683109 106 15,715 SOLE * 15,715 0 0 AMERICAN TOWER CORP CL A 029912201 2,662 51,548 SOLE * 51,548 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 311 10,900 SOLE * 10,900 0 0 AMERISOURCEBERGEN CORP COM 03073E105 664 19,476 SOLE * 19,476 0 0 AMERIPRISE FINL INC COM 03076C106 945 16,400 SOLE * 16,400 0 0 AMGEN INC COM 031162100 565 10,307 SOLE * 10,307 0 0 AMPHENOL CORP NEW CL A 032095101 254 4,826 SOLE * 4,826 0 0 AMTECH SYS INC COM PAR $0.01N 032332504 211 8,400 SOLE * 8,400 0 0 ANADARKO PETE CORP COM 032511107 1,257 16,500 SOLE * 16,500 0 0 ANALOG DEVICES INC COM 032654105 305 8,100 SOLE * 8,100 0 0 APACHE CORPORATION COM 037411105 1,252 10,500 SOLE * 10,500 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1,457 56,422 SOLE * 56,422 0 0 APOLLO GROUP INC CL A 037604105 281 7,100 SOLE * 7,100 0 0 APOLLO INVT CORP COM 03761U106 257 23,200 SOLE * 23,200 0 0 APPLE INC COM 037833100 14,382 44,587 SOLE * 44,587 0 0 APPLIED MATLS INC COM 038222105 924 65,800 SOLE * 65,800 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 148 13,900 SOLE * 13,900 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1,234 41,013 SOLE * 41,013 0 0 ARES CAP CORP COM 04010L103 1,127 68,374 SOLE * 68,374 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 111 21,700 SOLE * 21,700 0 0 ARRIS GROUP INC COM 04269Q100 280 24,900 SOLE * 24,900 0 0 ARVINMERITOR INC COM 043353101 767 37,400 SOLE * 37,400 0 0 ASCENT MEDIA CORP COM SER A 043632108 248 6,400 SOLE * 6,400 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 602 62,300 SOLE * 62,300 0 0 ASPEN TECHNOLOGY INC COM 045327103 269 21,200 SOLE * 21,200 0 0 ASSOCIATED BANC CORP COM 045487105 362 23,900 SOLE * 23,900 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 364 6,500 SOLE * 6,500 0 0 AUDIOVOX CORP CL A 050757103 156 18,100 SOLE * 18,100 0 0 AUTODESK INC COM 052769106 222 5,800 SOLE * 5,800 0 0 AUTONATION INC COM 05329W102 341 12,140 SOLE * 12,140 0 0 AUTOZONE INC COM 053332102 3,269 11,990 SOLE * 11,990 0 0 AVALONBAY CMNTYS INC COM 053484101 396 3,515 SOLE * 3,515 0 0 AVERY DENNISON CORP COM 053611109 212 5,000 SOLE * 5,000 0 0 AVIAT NETWORKS INC COM 05366Y102 66 13,070 SOLE * 13,070 0 0 AVIS BUDGET GROUP COM 053774105 2,552 163,996 SOLE * 163,996 0 0 AVON PRODUCTS INC COM 054303102 386 13,300 SOLE * 13,300 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 39 11,400 SOLE * 11,400 0 0 BB&T CORP COM 054937107 773 29,400 SOLE * 29,400 0 0 B & G FOODS INC NEW COM 05508R106 230 16,800 SOLE * 16,800 0 0 BGC PARTNERS INC CL A 05541T101 162 19,400 SOLE * 19,400 0 0 BP PLC SPONSORED ADR 055622104 517 11,700 SOLE * 11,700 0 0 BMC SOFTWARE INC COM 055921100 1,659 35,185 SOLE * 35,185 0 0 BAKER HUGHES INC COM 057224107 680 11,900 SOLE * 11,900 0 0 BALL CORP COM 058498106 211 3,100 SOLE * 3,100 0 0 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 116 11,400 SOLE * 11,400 0 0 BANK OF AMERICA CORP COM 060505104 3,869 290,018 SOLE * 290,018 0 0 BANK HAWAII CORP COM 062540109 472 9,994 SOLE * 9,994 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 1,069 35,400 SOLE * 35,400 0 0 BANNER CORP COM 06652V109 34 14,600 SOLE * 14,600 0 0 BARD C R INC COM 067383109 720 7,847 SOLE * 7,847 0 0 BARCLAYS PLC ADR 06738E204 179 10,800 SOLE * 10,800 0 0 BARRETT BILL CORP COM 06846N104 395 9,600 SOLE * 9,600 0 0 BAXTER INTL INC COM 071813109 3,466 68,462 SOLE * 68,462 0 0 BELDEN INC COM 077454106 207 5,600 SOLE * 5,600 0 0 BELO CORP COM SER A 080555105 646 91,385 SOLE * 91,385 0 0 BENCHMARK ELECTRS INC COM 08160H101 225 12,400 SOLE * 12,400 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,457 80,594 SOLE * 80,594 0 0 BERRY PETE CO CL A 085789105 214 4,900 SOLE * 4,900 0 0 BEST BUY INC COM 086516101 405 11,800 SOLE * 11,800 0 0 BIGBAND NETWORKS INC COM 089750509 100 35,887 SOLE * 35,887 0 0 BIGLARI HLDGS INC COM 08986R101 205 500 SOLE * 500 0 0 BIO RAD LABS INC CL A 090572207 280 2,700 SOLE * 2,700 0 0 BIOGEN IDEC INC COM 09062X103 463 6,900 SOLE * 6,900 0 0 BLACKROCK INC COM 09247X101 229 1,200 SOLE * 1,200 0 0 BLOUNT INTL INC NEW COM 095180105 427 27,100 SOLE * 27,100 0 0 BOEING CO COM 097023105 2,768 42,430 SOLE * 42,430 0 0 BOISE INC COM 09746Y105 1,063 134,000 SOLE * 134,000 0 0 BORDERS GROUP INC COM 099709107 10 11,892 SOLE * 11,892 0 0 BOSTON SCIENTIFIC CORP COM 101137107 528 69,700 SOLE * 69,700 0 0 BOTTOMLINE TECH DEL INC COM 101388106 210 9,700 SOLE * 9,700 0 0 BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 311 15,500 SOLE * 15,500 0 0 BRIGHTPOINT INC COM NEW 109473405 132 15,100 SOLE * 15,100 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 5,213 196,813 SOLE * 196,813 0 0 BRISTOW GROUP INC COM 110394103 303 6,400 SOLE * 6,400 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 855 11,000 SOLE * 11,000 0 0 BROADCOM CORP CL A 111320107 562 12,900 SOLE * 12,900 0 0 BRONCO DRILLING CO INC COM 112211107 142 17,700 SOLE * 17,700 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 160 14,700 SOLE * 14,700 0 0 BROOKS AUTOMATION INC COM 114340102 99 10,900 SOLE * 10,900 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 286 13,600 SOLE * 13,600 0 0 BUFFALO WILD WINGS INC COM 119848109 553 12,600 SOLE * 12,600 0 0 CBIZ INC COM 124805102 80 12,800 SOLE * 12,800 0 0 CBS CORP NEW CL B 124857202 461 24,200 SOLE * 24,200 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 252 12,300 SOLE * 12,300 0 0 CF INDS HLDGS INC COM 125269100 271 2,009 SOLE * 2,009 0 0 CIGNA CORP COM 125509109 1,246 34,000 SOLE * 34,000 0 0 CKX INC COM 12562M106 99 24,400 SOLE * 24,400 0 0 CME GROUP INC COM 12572Q105 644 2,000 SOLE * 2,000 0 0 CNO FINL GROUP INC COM 12621E103 683 100,874 SOLE * 100,874 0 0 CSG SYS INTL INC COM 126349109 346 18,300 SOLE * 18,300 0 0 CSX CORP COM 126408103 3,573 55,290 SOLE * 55,290 0 0 CVR ENERGY INC COM 12662P108 281 18,500 SOLE * 18,500 0 0 CA INC COM 12673P105 385 15,800 SOLE * 15,800 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,196 64,900 SOLE * 64,900 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 252 6,090 SOLE * 6,090 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 832 100,600 SOLE * 100,600 0 0 CAL DIVE INTL INC DEL COM 12802T101 211 37,297 SOLE * 37,297 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 473 33,800 SOLE * 33,800 0 0 CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 236 11,100 SOLE * 11,100 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 418 8,237 SOLE * 8,237 0 0 CAPLEASE INC COM 140288101 78 13,500 SOLE * 13,500 0 0 CAPITAL ONE FINANCIAL CO COM 14040H105 311 7,300 SOLE * 7,300 0 0 CAPITALSOURCE INC COM 14055X102 1,027 144,700 SOLE * 144,700 0 0 CARDINAL HEALTH INC COM 14149Y108 375 9,800 SOLE * 9,800 0 0 CARDTRONICS INC COM 14161H108 1,575 89,020 SOLE * 89,020 0 0 CAREER EDUCATION CORP COM 141665109 301 14,500 SOLE * 14,500 0 0 CAREFUSION CORP COM 14170T101 219 8,500 SOLE * 8,500 0 0 CARNIVAL CORP PAIRED CTF 143658300 609 13,200 SOLE * 13,200 0 0 CARTER INC COM 146229109 1,118 37,900 SOLE * 37,900 0 0 CASELLA WASTE SYS INC CL A 147448104 122 17,100 SOLE * 17,100 0 0 CASH AMER INTL INC COM 14754D100 232 6,300 SOLE * 6,300 0 0 CATERPILLAR INC DEL COM 149123101 2,792 29,813 SOLE * 29,813 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 583 38,500 SOLE * 38,500 0 0 CELANESE CORP DEL COM SER A 150870103 659 16,000 SOLE * 16,000 0 0 CELERA CORP COM 15100E106 294 46,800 SOLE * 46,800 0 0 CELGENE CORP COM 151020104 516 8,726 SOLE * 8,726 0 0 CENTER FINL CORP CALIF COM 15146E102 94 12,400 SOLE * 12,400 0 0 CENTERPOINT ENERGY INC COM 15189T107 1,166 74,203 SOLE * 74,203 0 0 CEVA INC COM 157210105 201 9,800 SOLE * 9,800 0 0 CHARLES RIV LABS INTL INC COM 159864107 548 15,400 SOLE * 15,400 0 0 CHARMING SHOPPES INC COM 161133103 43 11,901 SOLE * 11,901 0 0 CHECKPOINT SYS INC COM 162825103 350 17,064 SOLE * 17,064 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,159 54,400 SOLE * 54,400 0 0 CHEROKEE INC DEL NEW COM 16444H102 267 14,155 SOLE * 14,155 0 0 CHESAPEAKE ENERGY CORP COM 165167107 438 16,900 SOLE * 16,900 0 0 CHEVRON CORP NEW COM 166764100 11,713 128,366 SOLE * 128,366 0 0 CHICAGO BRIDGE & IRON CO N V NY REGISTRY SH 167250109 569 17,300 SOLE * 17,300 0 0 CHIMERA INVT CORP COM 16934Q109 54 13,300 SOLE * 13,300 0 0 CHINA AUTOMOTIVE SYS INC COM 16936R105 143 10,500 SOLE * 10,500 0 0 CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 171 40,900 SOLE * 40,900 0 0 CHINA MEDIAEXPRESS HLDGS INC COM 169442100 456 28,800 SOLE * 28,800 0 0 CHINACAST EDU CORP COM 16946T109 424 54,600 SOLE * 54,600 0 0 CHIQUITA BRANDS INTL INC COM 170032809 201 14,400 SOLE * 14,400 0 0 CHUBB CORPORATION COM 171232101 394 6,600 SOLE * 6,600 0 0 CHURCH AND DWIGHT INC COM 171340102 380 5,500 SOLE * 5,500 0 0 CIBER INC COM 17163B102 80 17,300 SOLE * 17,300 0 0 CIMAREX ENERGY CO COM 171798101 236 2,666 SOLE * 2,666 0 0 CINEMARK HOLDINGS INC COM 17243V102 917 53,200 SOLE * 53,200 0 0 CISCO SYS INC COM 17275R102 1,654 81,729 SOLE * 81,729 0 0 CITIGROUP INC COM 172967101 5,347 1,130,590 SOLE * 1,130,590 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 44 71,200 SOLE * 71,200 0 0 CITRIX SYS INC COM 177376100 930 13,590 SOLE * 13,590 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 205 14,500 SOLE * 14,500 0 0 CLEARWATER PAPER CORP COM 18538R103 235 3,000 SOLE * 3,000 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 667 8,544 SOLE * 8,544 0 0 CLOROX CO COM 189054109 823 13,000 SOLE * 13,000 0 0 COACH INC COM 189754104 713 12,900 SOLE * 12,900 0 0 COCA COLA CO COM 191216100 8,570 130,302 SOLE * 130,302 0 0 COCA-COLA ENTERPRISES INC NEW COM 19122T109 328 13,100 SOLE * 13,100 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 280 3,400 SOLE * 3,400 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 251 9,200 SOLE * 9,200 0 0 COGNIZANT TECHNOLOGY SOLUTNS CL A 192446102 696 9,500 SOLE * 9,500 0 0 COHERENT INC COM 192479103 204 4,500 SOLE * 4,500 0 0 COLGATE PALMOLIVE COM 194162103 351 4,368 SOLE * 4,368 0 0 COMCAST CORP NEW CL A 20030N101 1,382 62,900 SOLE * 62,900 0 0 COMERICA INC COM 200340107 588 13,917 SOLE * 13,917 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2,107 67,900 SOLE * 67,900 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 304 6,200 SOLE * 6,200 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 181 10,200 SOLE * 10,200 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 257 8,700 SOLE * 8,700 0 0 COMPUTER SCIENCES CORP COM 205363104 1,648 33,207 PUT SOLE * 33,207 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 261 9,400 SOLE * 9,400 0 0 CONAGRA INC COM 205887102 470 20,800 SOLE * 20,800 0 0 CONOCOPHILLIPS COM 20825C104 4,735 69,526 SOLE * 69,526 0 0 CONSOL ENERGY INC COM 20854P109 535 10,978 SOLE * 10,978 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 1,871 97,000 SOLE * 97,000 0 0 CONSTELLATION BRANDS INC CL A 21036P108 457 20,636 SOLE * 20,636 0 0 COOPER COS INC COM NEW 216648402 366 6,463 SOLE * 6,463 0 0 COOPER TIRE & RUBR CO COM 216831107 282 11,900 SOLE * 11,900 0 0 CORE MARK HOLDING CO INC COM 218681104 214 6,000 SOLE * 6,000 0 0 CORELOGIC INC COM 21871D103 979 52,866 SOLE * 52,866 0 0 CORNING INC COM 219350105 966 50,000 SOLE * 50,000 0 0 COSTCO WHSL CORP NEW COM 22160K105 780 10,800 SOLE * 10,800 0 0 COVENTRY HEALTH CARE INC COM 222862104 576 21,800 SOLE * 21,800 0 0 CROCS INC COM 227046109 238 13,900 SOLE * 13,900 0 0 CROSSTEX ENERGY L P COM 22765U102 185 12,900 SOLE * 12,900 0 0 CROWN CASTLE INTL CORP COM 228227104 798 18,200 SOLE * 18,200 0 0 CROWN HOLDINGS INC COM 228368106 574 17,223 SOLE * 17,223 0 0 CRYOLIFE INC COM 228903100 57 10,500 SOLE * 10,500 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 269 12,600 SOLE * 12,600 0 0 CUMMINS INC COM 231021106 694 6,305 SOLE * 6,305 0 0 CUTERA INC COM 232109108 83 10,100 SOLE * 10,100 0 0 CYTEC INDS INC COM 232820100 641 12,100 SOLE * 12,100 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 846 22,600 SOLE * 22,600 0 0 DSP GROUP INC COM 23332B106 86 10,600 SOLE * 10,600 0 0 DTE ENERGY CO COM 233331107 545 12,000 SOLE * 12,000 0 0 DSW INC CL A 23334L102 438 11,200 SOLE * 11,200 0 0 DANA HLDG CORP COM 235825205 353 20,500 SOLE * 20,500 0 0 DANAHER CORP COM 235851102 797 16,900 SOLE * 16,900 0 0 DARLING INTL INC COM 237266101 164 12,400 SOLE * 12,400 0 0 DAVITA INC COM 23918K108 702 10,100 SOLE * 10,100 0 0 DEAN FOODS CO NEW COM 242370104 103 11,700 SOLE * 11,700 0 0 DEERE & CO COM 244199105 1,196 14,400 SOLE * 14,400 0 0 DELL INC COM 24702R101 2,876 212,300 SOLE * 212,300 0 0 DELTA PETE CORP COM NEW 247907207 21 26,900 SOLE * 26,900 0 0 DENBURY RES INC COM NEW 247916208 271 14,202 SOLE * 14,202 0 0 DELUXE CORP COM 248019101 348 15,100 SOLE * 15,100 0 0 DEMANDTEC INC COM NEW 24802R506 271 25,000 SOLE * 25,000 0 0 DENNYS CORP COM 24869P104 163 45,600 SOLE * 45,600 0 0 DEPOMED INC COM 249908104 105 16,600 SOLE * 16,600 0 0 DEVON ENERGY CORP NEW COM 25179M103 1,922 24,475 SOLE * 24,475 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 602 9,000 SOLE * 9,000 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 279 23,248 SOLE * 23,248 0 0 DIGITALGLOBE INC COM NEW 25389M877 269 8,500 SOLE * 8,500 0 0 DILLARDS INC CL A 254067101 1,149 30,300 SOLE * 30,300 0 0 THE WALT DISNEY CO COM 254687106 1,532 40,844 SOLE * 40,844 0 0 DISCOVER FINL SVCS COM 254709108 378 20,356 SOLE * 20,356 0 0 DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 404 9,700 SOLE * 9,700 0 0 DISH NETWORK CORP CL A 25470M109 333 16,920 SOLE * 16,920 0 0 DIRECTV COM CL A 25490A101 3,117 78,035 SOLE * 78,035 0 0 DOLBY LABORATORIES INC COM 25659T107 300 4,500 SOLE * 4,500 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 3,043 64,400 SOLE * 64,400 0 0 DOMINOS PIZZA INC COM 25754A201 845 53,003 SOLE * 53,003 0 0 DOMTAR CORP COM NEW 257559203 547 7,200 SOLE * 7,200 0 0 DONNELLEY R R & SONS CO COM 257867101 363 20,800 SOLE * 20,800 0 0 DOVER CORP COM 260003108 409 7,000 SOLE * 7,000 0 0 DOW CHEMICAL CO COM 260543103 789 23,100 SOLE * 23,100 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 317 9,037 SOLE * 9,037 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277,032 SOLE * 277,032 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 1,007 60,400 SOLE * 60,400 0 0 FOREST LABS INC COM 345838106 1,543 48,256 SOLE * 48,256 0 0 FORTUNE BRANDS INC COM 349631101 211 3,500 SOLE * 3,500 0 0 FOX CHASE BANCORP INC NEW COM 35137T108 134 11,400 SOLE * 11,400 0 0 FRANKLIN RES INC COM 354613101 2,343 21,070 SOLE * 21,070 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,343 27,840 SOLE * 27,840 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 206 21,240 SOLE * 21,240 0 0 GFI GROUP INC COM 361652209 151 32,300 SOLE * 32,300 0 0 GSI TECHNOLOGY COM 36241U106 118 14,600 SOLE * 14,600 0 0 GAMMON GOLD INC COM 36467T106 197 24,000 SOLE * 24,000 0 0 GAMESTOP CORP NEW CL A 36467W109 2,732 119,400 SOLE * 119,400 0 0 GENERAL DYNAMICS CORP COM 369550108 2,072 29,204 SOLE * 29,204 0 0 GENERAL ELECTRIC CO COM 369604103 7,244 396,066 SOLE * 396,066 0 0 GENESEE & WYO INC CL A 371559105 201 3,800 SOLE * 3,800 0 0 GENON ENERGY INC COM 37244E107 1,282 336,415 SOLE * 336,415 0 0 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SOLE * 12,900 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 292 5,247 SOLE * 5,247 0 0 LILLY ELI & CO COM 532457108 8,095 231,045 SOLE * 231,045 0 0 LIMITED BRANDS INC COM 532716107 270 8,800 SOLE * 8,800 0 0 LINCOLN NATL CORP IND COM 534187109 320 11,500 SOLE * 11,500 0 0 LIQUIDITY SERVICES INC COM 53635B107 191 13,600 SOLE * 13,600 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 374 32,714 SOLE * 32,714 0 0 LOCKHEED MARTIN CORP COM 539830109 3,034 43,400 SOLE * 43,400 0 0 LOEWS CORP COM 540424108 2,015 51,794 SOLE * 51,794 0 0 LOOPNET INC COM 543524300 120 10,900 SOLE * 10,900 0 0 LORILLARD INC COM 544147101 6,943 84,600 SOLE * 84,600 0 0 LOWE COMPANIES INCORPORATED COM 548661107 915 36,500 SOLE * 36,500 0 0 M & T BK CORP COM 55261F104 374 4,300 SOLE * 4,300 0 0 MB FINANCIAL INC NEW COM 55264U108 378 21,800 SOLE * 21,800 0 0 MEMC ELECTR MATLS INC COM 552715104 247 21,900 SOLE * 21,900 0 0 MFA FINANCIAL INC COM 55272X102 193 23,700 SOLE * 23,700 0 0 MGIC INVT CORP WIS COM 552848103 145 14,200 SOLE * 14,200 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 260 12,300 SOLE * 12,300 0 0 MACYS INC COM 55616P104 1,024 40,469 SOLE * 40,469 0 0 MAGMA DESIGN AUTOMATION COM 559181102 169 33,400 SOLE * 33,400 0 0 MAGNA INTL INC COM 559222401 255 4,900 SOLE * 4,900 0 0 MARATHON OIL CORP COM 565849106 944 25,500 SOLE * 25,500 0 0 MARRIOTT INTL INC CL A 571903202 299 7,200 SOLE * 7,200 0 0 MASCO CORP COM 574599106 134 10,600 SOLE * 10,600 0 0 MASTEC INC COM 576323109 330 22,600 SOLE * 22,600 0 0 MATTEL INC COM 577081102 323 12,700 SOLE * 12,700 0 0 MCAFEE INC COM 579064106 616 13,300 SOLE * 13,300 0 0 MCDONALDS CORP COM 580135101 3,601 46,923 SOLE * 46,923 0 0 MCG CAPITAL CORP COM 58047P107 389 55,700 SOLE * 55,700 0 0 MCGRAW HILL COS INC COM 580645109 947 26,000 SOLE * 26,000 0 0 MCKESSON CORP COM 58155Q103 969 13,776 SOLE * 13,776 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 909 14,600 SOLE * 14,600 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 125 12,200 SOLE * 12,200 0 0 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5,900 SOLE * 5,900 0 0 OPNEXT INC COM 68375V105 37 20,800 SOLE * 20,800 0 0 O REILLY AUTOMOTIVE INC COM 686091109 290 4,800 SOLE * 4,800 0 0 ORITANI FINL CORP DEL COM 68633D103 465 38,000 SOLE * 38,000 0 0 OWENS ILL INC COM NEW 690768403 392 12,797 SOLE * 12,797 0 0 PDL BIOPHARMA INC COM 69329Y104 159 25,400 SOLE * 25,400 0 0 PMI GROUP INC COM 69344M101 110 33,500 SOLE * 33,500 0 0 PNC FINL SVCS GROUP INC COM 693475105 2,121 34,935 SOLE * 34,935 0 0 PPG INDUSTRIES INC COM 693506107 219 2,600 SOLE * 2,600 0 0 PPL CORP COM 69351T106 1,119 42,500 SOLE * 42,500 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 251 4,500 SOLE * 4,500 0 0 PSS WORLD MED INC COM 69366A100 226 10,005 SOLE * 10,005 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 106 19,600 SOLE * 19,600 0 0 PACWEST BANCORP DEL COM 695263103 280 13,100 SOLE * 13,100 0 0 PAETEC HOLDING CORP COM 695459107 62 16,800 SOLE * 16,800 0 0 PALL CORP COM 696429307 228 4,600 SOLE * 4,600 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 600 15,600 SOLE * 15,600 0 0 PARAGON SHIPPING INC CL A 69913R309 170 49,300 SOLE * 49,300 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 370 16,400 SOLE * 16,400 0 0 PARKER DRILLING CO COM 701081101 160 35,052 SOLE * 35,052 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 388 19,100 SOLE * 19,100 0 0 PEABODY ENERGY CORP COM 704549104 819 12,800 SOLE * 12,800 0 0 PENN VA GP HLDGS L P COM UNIT R LIM 70788P105 313 11,900 SOLE * 11,900 0 0 PENNANTPARK INVT CORP COM 708062104 191 15,565 SOLE * 15,565 0 0 PENNYMAC MTG INVT TR COM 70931T103 185 10,200 SOLE * 10,200 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 996 74,194 SOLE * 74,194 0 0 PEPSICO INC COM 713448108 7,807 119,504 SOLE * 119,504 0 0 PFIZER INC COM 717081103 6,373 363,921 SOLE * 363,921 0 0 PHARMASSET INC COM 71715N106 359 8,300 SOLE * 8,300 0 0 PHILIP MORRIS INTL INC COM 718172109 5,010 85,595 SOLE * 85,595 0 0 PHOENIX COS INC NEW COM 71902E109 70 27,600 SOLE * 27,600 0 0 PHOTRONICS INC COM 719405102 101 17,000 SOLE * 17,000 0 0 PINNACLE ENTMT INC COM 723456109 497 35,400 SOLE * 35,400 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 277 20,400 SOLE * 20,400 0 0 PINNACLE WEST CAP CORP COM 723484101 364 8,800 SOLE * 8,800 0 0 PIONEER DRILLING CO COM 723655106 279 31,700 SOLE * 31,700 0 0 PIONEER NAT RES CO COM 723787107 1,623 18,700 SOLE * 18,700 0 0 PITNEY BOWES INC COM 724479100 733 30,300 SOLE * 30,300 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 478 7,600 SOLE * 7,600 0 0 PLAINS EXPL& PRODTN CO COM 726505100 264 8,200 SOLE * 8,200 0 0 PLANTRONICS INC NEW COM 727493108 264 7,100 SOLE * 7,100 0 0 PLAYBOY ENTERPRISES INC CL B 728117300 181 34,700 SOLE * 34,700 0 0 PLUM CREEK TIMBER CO INC COM 729251108 355 9,500 SOLE * 9,500 0 0 POLO RALPH LAUREN CORP CL A 731572103 599 5,400 SOLE * 5,400 0 0 POLYONE CORP COM 73179P106 413 33,000 SOLE * 33,000 0 0 POPULAR INC COM 733174106 282 89,900 SOLE * 89,900 0 0 POTASH CORP SASK INC COM 73755L107 728 4,700 SOLE * 4,700 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 93 36,500 SOLE * 36,500 0 0 PRAXAIR INC COM 74005P104 1,165 12,200 SOLE * 12,200 0 0 PRECISION CASTPARTS CORP COM 740189105 613 4,400 SOLE * 4,400 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 93 13,509 SOLE * 13,509 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 141 11,800 SOLE * 11,800 0 0 PRICELINE COM INC COM NEW 741503403 1,439 3,600 SOLE * 3,600 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 334 10,257 SOLE * 10,257 0 0 PROCTER & GAMBLE CO COM 742718109 7,739 120,316 SOLE * 120,316 0 0 PROGRESS ENERGY INC COM 743263105 587 13,500 SOLE * 13,500 0 0 PROGRESS SOFTWARE CORP COM 743312100 435 10,300 SOLE * 10,300 0 0 PROGRESSIVE CORP OHIO COM 743315103 686 34,500 SOLE * 34,500 0 0 PROLOGIS TR SH BEN INT 743410102 156 10,800 SOLE * 10,800 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 211 19,613 SOLE * 19,613 0 0 PRUDENTIAL FINL INC COM 744320102 2,952 50,283 SOLE * 50,283 0 0 PUBLIC STORAGE COM 74460D109 355 3,500 SOLE * 3,500 0 0 PULTE GROUP INC COM 745867101 759 100,923 SOLE * 100,923 0 0 QLT INC COM 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SOLE * 19,022 0 0 RYLAND GROUP INC COM 783764103 203 12,000 SOLE * 12,000 0 0 SLM CORP COM 78442P106 237 18,800 SOLE * 18,800 0 0 SM ENERGY CO COM 78454L100 548 9,300 SOLE * 9,300 0 0 SRA INTL INC CL A 78464R105 485 23,700 SOLE * 23,700 0 0 SVB FINL GROUP COM 78486Q101 655 12,353 SOLE * 12,353 0 0 ST JUDE MED INC COM 790849103 1,724 40,312 SOLE * 40,312 0 0 SALESFORCE COM INC COM 79466L302 722 5,470 SOLE * 5,470 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 161 11,100 SOLE * 11,100 0 0 SANDISK CORP COM 80004C101 1,419 28,450 SOLE * 28,450 0 0 SANMINA SCI CORP COM NEW 800907206 115 10,033 SOLE * 10,033 0 0 SAUL CTRS INC COM 804395101 312 6,600 SOLE * 6,600 0 0 SCHLUMBERGER LTD COM 806857108 1,388 16,623 SOLE * 16,623 0 0 SCHWAB CHARLES CORP NEW COM 808513105 258 15,100 SOLE * 15,100 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 49 11,900 SOLE * 11,900 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 139 13,733 SOLE * 13,733 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,608 50,400 SOLE * 50,400 0 0 SEACHANGE INTL INC COM 811699107 92 10,800 SOLE * 10,800 0 0 SELECT COMFORT CORP COM 81616X103 147 16,100 SOLE * 16,100 0 0 SEMPRA ENERGY COM 816851109 1,243 23,684 SOLE * 23,684 0 0 SEQUENOM INC COM NEW 817337405 142 17,700 SOLE * 17,700 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 533 13,437 SOLE * 13,437 0 0 SHANDA GAMES LTD SP ADR REPTG A 81941U105 820 127,200 SOLE * 127,200 0 0 SHORETEL INC COM 825211105 86 10,900 SOLE * 10,900 0 0 SHUFFLE MASTER INC COM 825549108 119 10,400 SOLE * 10,400 0 0 SILGAN HOLDINGS INC COM 827048109 212 5,900 SOLE * 5,900 0 0 SILICON IMAGE INC COM 82705T102 110 14,900 SOLE * 14,900 0 0 SILVER WHEATON CORP COM 828336107 577 14,800 SOLE * 14,800 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3,140 31,559 SOLE * 31,559 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 466 57,100 SOLE * 57,100 0 0 SMART BALANCE INC COM 83169Y108 75 17,500 SOLE * 17,500 0 0 SMITH & WESSON HLDG CORP COM 831756101 100 26,500 SOLE * 26,500 0 0 SOLAR CAP LTD COM 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SOLE * 23,500 0 0 TESORO CORP COM 881609101 535 28,800 SOLE * 28,800 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 161 13,600 SOLE * 13,600 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 868 39,200 SOLE * 39,200 0 0 TEXAS INSTRUMENTS INC COM 882508104 549 16,900 SOLE * 16,900 0 0 THERAVANCE INC COM 88338T104 414 16,500 SOLE * 16,500 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1,451 26,221 SOLE * 26,221 0 0 THOMPSON CREEK METALS CO INC COM 884768102 205 13,900 SOLE * 13,900 0 0 THORATEC CORP COM NEW 885175307 365 12,900 SOLE * 12,900 0 0 3M CO COM 88579Y101 2,201 25,500 SOLE * 25,500 0 0 TIMBERLAND CO CL A 887100105 324 13,200 SOLE * 13,200 0 0 TIME WARNER INC COM NEW 887317303 780 24,233 SOLE * 24,233 0 0 TIME WARNER CABLE INC COM 88732J207 1,861 28,193 SOLE * 28,193 0 0 TITANIUM METALS CORP COM NEW 888339207 175 10,200 SOLE * 10,200 0 0 TOMOTHERAPY INC COM 890088107 46 12,900 SOLE * 12,900 0 0 TOTAL S A SPONSORED ADR 89151E109 10,221 191,100 SOLE * 191,100 0 0 TRADESTATION GROUP INC COM 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