-----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, CWF6EskAmO/CeKWWRwLYQEtEV5AUj5fPnP7NEbL+AK1fb2uVLqNNRUiH2z4WwPA6 LSqo8HIrodlGaAhCBcEwBA== 0000919574-06-003497.txt : 20060814 0000919574-06-003497.hdr.sgml : 20060814 20060814162547 ACCESSION NUMBER: 0000919574-06-003497 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060814 DATE AS OF CHANGE: 20060814 EFFECTIVENESS DATE: 20060814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TWO SIGMA INVESTMENTS LLC CENTRAL INDEX KEY: 0001179392 IRS NUMBER: 314181471 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10385 FILM NUMBER: 061030843 BUSINESS ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 BUSINESS PHONE: 2126255745 13F-HR 1 d693669_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, 2006 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 Investments, LLC Address: 379 West Broadway 5th Floor New York, New York 10012 13F File Number: 028- 10385 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, 2006 - ----------------------- -------------------------- ---------------------- [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: 2 Form 13F Information Table Entry Total: 1,527 Form 13F Information Table Value Total: $5,254,019 (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 * 028-10704 Two Sigma Equity Portfolio, LLC * 028-11144 Two Sigma Spectrum Portfolio, LLC - ---- --------------------- ---------------------------------- * This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LLC ("Investments"). Investments serves as the sole investment manager of (i) Two Sigma Equity Portfolio, LLC ("Equity") and Two Sigma Spectrum Portfolio, LLC ("Spectrum"), two investment entities that are affiliated with Investments and that may be deemed to be "other managers" for purposes of this Form 13F report and (ii) Two Sigma Options Portfolio, Ltd. ("Options"), an investment entity that is affiliated with Investments but which may not presently be deemed to be an "other manager" for purposes of this Form 13F report. Investments, rather than Equity, Spectrum or Options exercises sole investment and voting authority over the securities held in the various accounts of Equity, Spectrum and Options. FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MGRS SOLE SHARED NONE - -------------- -------------- ----- -------- ------- --- ---- -------- ---- ---- ------ ---- (A)ROAD INC COM STK COMMON STOCK 04648K105 150 27100 SH SOLE * 27100 3 M CO COMMON STOCK 88579Y101 202 2500 SH SOLE * 2500 3COM CORP COM STK COMMON STOCK 885535104 624 121900 SH SOLE * 121900 4 KIDS ENTMT INC COM COMMON STOCK 350865101 720 44400 SH SOLE * 44400 51JOB INC ADR ADRS STOCKS 316827104 320 14735 SH SOLE * 14735 A.G.EDWARDS INC COM STK COMMON STOCK 281760108 13559 245096 SH SOLE * 245096 A.O.SMITH CORP COM STK COMMON STOCK 831865209 1363 29400 SH SOLE * 29400 ABBOTT LABORATORIES COM STK COMMON STOCK 002824100 6424 147300 SH SOLE * 147300 ABERCROMBIE & FITCH CO CL A CO COMMON STOCK 002896207 21285 384000 SH SOLE * 384000 ABITIBI-CONSOLIDATED INC CAD COMMON STOCK 003924107 105 38300 SH SOLE * 38300 ABRAXIS BIOSCIENCE I NC COM ST COMMON STOCK 00383E106 646 27112 SH SOLE * 27112 ABX AIR INC COM STK COMMON STOCK 00080S101 387 64100 SH SOLE * 64100 ACCENTURE LTD HAMIL TON COM S COMMON STOCK G1150G111 2458 86800 SH SOLE * 86800 ACCO BRANDS CORP COM STK COMMON STOCK 00081T108 2512 114700 SH SOLE * 114700 ACCURIDE CORP COM COMMON STOCK 004398103 671 53800 SH SOLE * 53800 ACE CASH EXPRESS INC COM STK COMMON STOCK 004403101 228 7800 SH SOLE * 7800 ACE LTD COM STK COMMON STOCK G0070K103 12425 245600 SH SOLE * 245600 ACTEL CORP COM STK COMMON STOCK 004934105 163 11367 SH SOLE * 11367 ACTIVISION INC COM STK COMMON STOCK 004930202 7392 649600 SH SOLE * 649600 ACXIOM CORP COM STK COMMON STOCK 005125109 2743 109700 SH SOLE * 109700 ADESA COMMON STOCK 00686U104 1228 55200 SH SOLE * 55200 ADOBE SYS INC COM STK COMMON STOCK 00724F101 641 21099 SH SOLE * 21099 ADTRAN INC COM STK COMMON STOCK 00738A106 671 29900 SH SOLE * 29900 ADVANCE AMER CASH AD VANCE CTR COMMON STOCK 00739W107 186 10600 SH SOLE * 10600 ADVANCE AUTO PTS INC COM STK COMMON STOCK 00751Y106 832 28800 SH SOLE * 28800 ADVANCED ANALOGIC TECHNOLOGIES COMMON STOCK 00752J108 540 51568 SH SOLE * 51568 ADVANCED DIGITAL INF ORMATION COMMON STOCK 007525108 118 10000 SH SOLE * 10000 ADVANCED MICRO DEVIC ES INC CO COMMON STOCK 007903107 9912 405900 SH SOLE * 405900 ADVANCED SEMICONDUCT OR ENGINE ADRS STOCKS 00756M404 462 93000 SH SOLE * 93000 ADVANTA CORP CL B COM STK COMMON STOCK 007942204 331 9200 SH SOLE * 9200 ADVENT SOFTWARE INC COM STK COMMON STOCK 007974108 3214 89103 SH SOLE * 89103 AEGON NV ADR ADRS STOCKS 007924103 710 41600 SH SOLE * 41600 AEROFLEX INC COM STK COMMON STOCK 007768104 2361 202286 SH SOLE * 202286 AFFIRMATIVE INS HLDG INC COMMON STOCK 008272106 1281 81832 SH SOLE * 81832 AFLAC INC COM STK COMMON STOCK 001055102 1432 30900 SH SOLE * 30900 AGCO CORP COM STK COMMON STOCK 001084102 12628 479800 SH SOLE * 479800 AGERE SYS INC CLASS A SHS NEW COMMON STOCK 00845V308 9556 650100 SH SOLE * 650100 AGILYSYS INC COM STK COMMON STOCK 00847J105 1343 74600 SH SOLE * 74600 AGL RES INC COM STK COMMON STOCK 001204106 469 12300 SH SOLE * 12300 AGRIUM INC CAD NPV C OM (USD) COMMON STOCK 008916108 309 13300 SH SOLE * 13300 AIR T INC Com COMMON STOCK 009207101 143 12882 SH SOLE * 12882 AIRGAS INC COM STK COMMON STOCK 009363102 2038 54700 SH SOLE * 54700 AKZO NOBEL NV ARNHE M ADR ADRS STOCKS 010199305 1086 20200 SH SOLE * 20200 ALABAMA NATIONAL BAN CORPORATI COMMON STOCK 010317105 498 7303 SH SOLE * 7303 ALADDIN KNOWLEDGE SY STEM LTD COMMON STOCK M0392N101 223 10968 SH SOLE * 10968 ALASKA AIR GROUP INC COM STK COMMON STOCK 011659109 6989 177300 SH SOLE * 177300 ALBANY MOLECULAR RES EARCH INC COMMON STOCK 012423109 685 64093 SH SOLE * 64093 ALBEMARLE CORP COM STK COMMON STOCK 012653101 5980 124900 SH SOLE * 124900 ALCAN INC. COMMON STOCK 013716105 3014 64200 SH SOLE * 64200 ALCOA INC COM STK COMMON STOCK 013817101 4514 139500 SH SOLE * 139500 ALICO INC COM STK COMMON STOCK 016230104 231 4200 SH SOLE * 4200 ALLEGHANY CORP (DEL) COM STK COMMON STOCK 017175100 1769 6400 SH SOLE * 6400 ALLERGAN INC COM STK COMMON STOCK 018490102 2714 25300 SH SOLE * 25300 ALLIANT ENERGY CORP COM STK COMMON STOCK 018802108 1437 41900 SH SOLE * 41900 ALLIANT TECHSYSTEMS INC COM ST COMMON STOCK 018804104 1374 18000 SH SOLE * 18000 ALLIED IRISH BANKS P LC ADR ADRS STOCKS 019228402 295 6100 SH SOLE * 6100 ALLSCRIPTS HEALTHCAR E SOLUTIO COMMON STOCK 01988P108 3073 175100 SH SOLE * 175100 ALLSTATE CORP COM STK COMMON STOCK 020002101 5314 97100 SH SOLE * 97100 ALLTEL CORP COM STK COMMON STOCK 020039103 20260 317400 SH SOLE * 317400 ALPHARMA INC CL A COM STK COMMON STOCK 020813101 363 15100 SH SOLE * 15100 ALUMINUM CORPORATION OF CHINA ADRS STOCKS 022276109 1233 16500 SH SOLE * 16500 AMAZON COM INC COM STK COMMON STOCK 023135106 244 6300 SH SOLE * 6300 AMB PROPERTY CORPORA TION COM COMMON STOCK 00163T109 905 17900 SH SOLE * 17900 AMBAC FINANCIAL GROU P INC COM COMMON STOCK 023139108 243 3000 SH SOLE * 3000 AMCORE FINL INC COM STK COMMON STOCK 023912108 229 7798 SH SOLE * 7798 AMDOCS LTD COM STK COMMON STOCK G02602103 911 24900 SH SOLE * 24900 AMER CMPS COMM COMMON STOCK 024835100 214 8600 SH SOLE * 8600 AMERCO COM STK COMMON STOCK 023586100 513 5100 SH SOLE * 5100 AMERICA MOVIL SA DE CV MEXICO ADRS STOCKS 02364W105 12067 362800 SH SOLE * 362800 AMERICAN COML LINES INC COM ST COMMON STOCK 025195207 1428 23700 SH SOLE * 23700 AMERICAN EAGLE OUTFI TTERS INC COMMON STOCK 02553E106 1416 41600 SH SOLE * 41600 AMERICAN ECOLOGY COR P COM STK COMMON STOCK 025533407 1427 53835 SH SOLE * 53835 AMERICAN ELEC PWR IN C COM STK COMMON STOCK 025537101 12368 361100 SH SOLE * 361100 AMERICAN FINL GROUP INC OHIO C COMMON STOCK 025932104 4994 116400 SH SOLE * 116400 AMERICAN HOME MORTGA GE INVEST REITS/RICS 02660R107 5831 158200 SH SOLE * 158200 AMERICAN ITALIAN PAS TA CO CL COMMON STOCK 027070101 213 24900 SH SOLE * 24900 AMERICAN MEDICAL SYS TEMS HOLD COMMON STOCK 02744M108 8699 522479 SH SOLE * 522479 AMERICAN MTG ACCEP C O COM REI REITS/RICS 027568104 160 10900 SH SOLE * 10900 AMERICAN PHYSICIANS CAPITAL IN COMMON STOCK 028884104 730 13878 SH SOLE * 13878 AMERICAN REPROGRAPHI CS CO COM COMMON STOCK 029263100 519 14310 SH SOLE * 14310 AMERICAN RETIREMENT CORP COM S COMMON STOCK 028913101 298 9100 SH SOLE * 9100 AMERICAN STS WTR CO COM STK COMMON STOCK 029899101 727 20400 SH SOLE * 20400 AMERICAN WOODMARK CO RP COM ST COMMON STOCK 030506109 1971 56258 SH SOLE * 56258 AMERICREDIT CORP COM STK COMMON STOCK 03060R101 1312 47000 SH SOLE * 47000 AMERIGROUP CORP COM STK COMMON STOCK 03073T102 6224 200500 SH SOLE * 200500 AMERIPRISE FINL INC COM STK COMMON STOCK 03076C106 4279 95800 SH SOLE * 95800 AMERISOURCE HEALTH C ORP COM S COMMON STOCK 03073E105 15716 374900 SH SOLE * 374900 AMETEK INC NEW COM STK COMMON STOCK 031100100 1876 39600 SH SOLE * 39600 AMGEN INC COM STK COMMON STOCK 031162100 32933 504872 SH SOLE * 504872 AMIS HOLDINGS COMMON STOCK 031538101 859 85880 SH SOLE * 85880 AMKOR TECHNOLOGY INC COM STK COMMON STOCK 031652100 476 50343 SH SOLE * 50343 AMN HEALTHCARE SERVI CES INC C COMMON STOCK 001744101 3475 171200 SH SOLE * 171200 AMPHENOL CORPORATION (NEW) CL COMMON STOCK 032095101 5803 103700 SH SOLE * 103700 AMSOUTH BANCORPORATI ON COM ST COMMON STOCK 032165102 7052 266600 SH SOLE * 266600 AMSURG CORP COM STK COMMON STOCK 03232P405 3260 143300 SH SOLE * 143300 AMVESCAP PLC ADR ADRS STOCKS 03235E100 549 29700 SH SOLE * 29700 ANADARKO PETE CORP COM STK COMMON STOCK 032511107 28657 600900 SH SOLE * 600900 ANALOG DEVICES INC COM STK COMMON STOCK 032654105 7235 225100 SH SOLE * 225100 ANAREN INC COM STK COMMON STOCK 032744104 1887 92100 SH SOLE * 92100 ANDREW CORP COM STK COMMON STOCK 034425108 672 75840 SH SOLE * 75840 ANDRX CORP DEL COM STK COMMON STOCK 034553107 7660 330300 SH SOLE * 330300 ANGIOTECH PHARMACEUT ICALS INC COMMON STOCK 034918102 506 43100 SH SOLE * 43100 ANGLO AMERICAN PLC ADR ADRS STOCKS 03485P102 3669 179500 SH SOLE * 179500 ANGLOGOLD ASHANTI LIMITED ADR ADRS STOCKS 035128206 5534 115000 SH SOLE * 115000 ANHEUSER BUSCH COS INC COM COMMON STOCK 035229103 13859 304000 SH SOLE * 304000 ANIXTER INTL INC COM STK COMMON STOCK 035290105 275 5803 SH SOLE * 5803 ANN TAYLOR STORES CO RP COM ST COMMON STOCK 036115103 4711 108600 SH SOLE * 108600 ANNALY MORTGAGE MANA GEMENT IN COMMON STOCK 035710409 6908 539300 SH SOLE * 539300 ANSOFT CORP COM STK COMMON STOCK 036384105 1674 81714 SH SOLE * 81714 ANTHRACITE CAPITAL I NC COM RE REITS/RICS 037023108 2132 175300 SH SOLE * 175300 ANWORTH MTG ASSET CO RP COM ST COMMON STOCK 037347101 351 42300 SH SOLE * 42300 AO TATNEFT USD SPON ADR REG S ADRS STOCKS 03737P306 300 3900 SH SOLE * 3900 AON CORP COM STK COMMON STOCK 037389103 2382 68400 SH SOLE * 68400 APACHE CORP COM STK COMMON STOCK 037411105 14974 219400 SH SOLE * 219400 APPLERA CORP COM SHS APPLIED COMMON STOCK 038020103 18139 560700 SH SOLE * 560700 APPLIED INDL TECHNOL OGIES INC COMMON STOCK 03820C105 1144 47045 SH SOLE * 47045 APPLIED MATLS INC COM STK COMMON STOCK 038222105 7377 453153 SH SOLE * 453153 APPLIED MICRO CIRCUI TS CORP C COMMON STOCK 03822W109 540 197900 SH SOLE * 197900 APRIA HEALTHCARE GRO UP INC CO COMMON STOCK 037933108 1739 92000 SH SOLE * 92000 AQUANTIVE INC COM STK COMMON STOCK 03839G105 1416 55900 SH SOLE * 55900 ARACRUZ CELULOSE SA CL B ADR ADRS STOCKS 038496204 3292 62800 SH SOLE * 62800 ARAMARK CORP CL B COM STK COMMON STOCK 038521100 7890 238300 SH SOLE * 238300 ARBITRON INC COM STK COMMON STOCK 03875Q108 1863 48600 SH SOLE * 48600 ARBOR REALTY TRUST I NC COM ST COMMON STOCK 038923108 1275 50900 SH SOLE * 50900 ARCH CAPITAL GROUP L TD BERMU COMMON STOCK G0450A105 8212 138115 SH SOLE * 138115 ARCH CHEMICALS INC COM STK COMMON STOCK 03937R102 1316 36500 SH SOLE * 36500 ARCH COAL INC COM STK COMMON STOCK 039380100 16601 391800 SH SOLE * 391800 ARCHSTONE-SMITH TR COM REIT REITS/RICS 039583109 1475 29000 SH SOLE * 29000 ARKANSAS BEST CORP DELAWARE CO COMMON STOCK 040790107 2114 42100 SH SOLE * 42100 ARROW ELECTRS INC COM STK COMMON STOCK 042735100 4466 138700 SH SOLE * 138700 ART TECHNOLOGY GROUP INC COM COMMON STOCK 04289L107 37 12500 SH SOLE * 12500 ARTHROCARE CORP COM COMMON STOCK 043136100 3861 91900 SH SOLE * 91900 ARVINMERITOR INC COM STK COMMON STOCK 043353101 378 22000 SH SOLE * 22000 ASBURY AUTOMOTIVE GR OUP INC COMMON STOCK 043436104 371 17700 SH SOLE * 17700 ASE TEST LTD COM STK COMMON STOCK Y02516105 1047 115300 SH SOLE * 115300 ASHLAND INC COM STK COMMON STOCK 044209104 907 13600 SH SOLE * 13600 ASIAINFO HOLDINGS IN C COM STK COMMON STOCK 04518A104 403 94000 SH SOLE * 94000 ASML HLDG N V ADR ADRS STOCKS N07059111 902 44600 SH SOLE * 44600 ASPECT MEDICAL SYSTE MS INC CO COMMON STOCK 045235108 597 34237 SH SOLE * 34237 ASPEN TECHNOLOGY INC COM STK COMMON STOCK 045327103 2447 186500 SH SOLE * 186500 ASSET ACCEP CORP COMMON STOCK 04543P100 583 29430 SH SOLE * 29430 ASSURANT INC COM STK COMMON STOCK 04621X108 16945 350100 SH SOLE * 350100 ASTA FUNDING INC COM STK COMMON STOCK 046220109 639 17100 SH SOLE * 17100 ASTRAZENECA PLC ADR ADRS STOCKS 046353108 6060 101300 SH SOLE * 101300 ASV INC COM STK COMMON STOCK 001963107 590 25600 SH SOLE * 25600 ATMEL CORP COM STK COMMON STOCK 049513104 520 93700 SH SOLE * 93700 ATWOOD OCEANICS INC COM STK COMMON STOCK 050095108 402 8100 SH SOLE * 8100 AU OPTRONICS CORP Sponsored Ad ADRS STOCKS 002255107 998 70100 SH SOLE * 70100 AUDIOVOX CORP CL A COM STK COMMON STOCK 050757103 169 12400 SH SOLE * 12400 AUTODESK INC COM STK COMMON STOCK 052769106 245 7100 SH SOLE * 7100 AUTOLIV INC COM STK COMMON STOCK 052800109 1578 27900 SH SOLE * 27900 AUTONATION INC COM STK COMMON STOCK 05329W102 598 27900 SH SOLE * 27900 AUTOZONE INC COM STK COMMON STOCK 053332102 8820 100000 SH SOLE * 100000 AVAYA INC COM STK COMMON STOCK 053499109 2353 206000 SH SOLE * 206000 AVISTA CORP COM STK COMMON STOCK 05379B107 2641 115700 SH SOLE * 115700 AVON PRODS INC COM STK COMMON STOCK 054303102 14586 470500 SH SOLE * 470500 AXCAN PHARMA COM COMMON STOCK 054923107 1726 131632 SH SOLE * 131632 AXCELIS TECHNOLOGIES INC COM COMMON STOCK 054540109 3736 633300 SH SOLE * 633300 AXIS CAPITAL HLDGS COMMON STOCK G0692U109 867 30300 SH SOLE * 30300 AZTAR CORP COM STK COMMON STOCK 054802103 7991 153800 SH SOLE * 153800 BAIDU.COM INC. ADR ADRS STOCKS 056752108 5175 62700 SH SOLE * 62700 BALLY TOTAL FITNESS HOLDING CO COMMON STOCK 05873K108 174 25600 SH SOLE * 25600 BANCO BRADESCO SA BR AD ADR ADRS STOCKS 059460303 5002 160900 SH SOLE * 160900 BANCO ITAU HLDG FINA NCEIRA ADRS STOCKS 059602201 2549 87400 SH SOLE * 87400 BANCO LATINOAMERICAN O DE EXPO COMMON STOCK P16994132 460 29400 SH SOLE * 29400 BANCORPSOUTH INC COM STK COMMON STOCK 059692103 392 14400 SH SOLE * 14400 BANK OF AMERICA CORP COM STK COMMON STOCK 060505104 38947 809700 SH SOLE * 809700 BANK OF MONTREAL CAD COM NPV COMMON STOCK 063671101 884 16400 SH SOLE * 16400 BANK OF NEW YORK CO INC COM ST COMMON STOCK 064057102 277 8600 SH SOLE * 8600 BANKUNITED FINANCIAL CORP CL COMMON STOCK 06652B103 7958 260762 SH SOLE * 260762 BANNER CORP COM STK COMMON STOCK 06652V109 222 5753 SH SOLE * 5753 BARCLAYS PLC ADR ADRS STOCKS 06738E204 559 12200 SH SOLE * 12200 BARNES GROUP INC COM STK COMMON STOCK 067806109 2558 128200 SH SOLE * 128200 BARR PHARMACEUTICALS INC COM COMMON STOCK 068306109 7883 165300 SH SOLE * 165300 BARRETT BILL CORP COM STK COMMON STOCK 06846N104 2132 72000 SH SOLE * 72000 BASF AG LUDWIGSHAFE N/RHEIN A ADRS STOCKS 055262505 626 7800 SH SOLE * 7800 BASIC ENERGY SVCS IN C NEW COM COMMON STOCK 06985P100 5172 169200 SH SOLE * 169200 BAUSCH & LOMB INC COM STK COMMON STOCK 071707103 353 7200 SH SOLE * 7200 BAXTER INTL INC COM STK COMMON STOCK 071813109 3349 91100 SH SOLE * 91100 BAYER AG LEVERKUSEN ADR ADRS STOCKS 072730302 1350 29400 SH SOLE * 29400 BB&T CORP COM STK COMMON STOCK 054937107 22342 537200 SH SOLE * 537200 BCE INC CAD COM NPV SEE **0553 COMMON STOCK 05534B109 679 28700 SH SOLE * 28700 BE AEROSPACE INC COM STK COMMON STOCK 073302101 1212 53000 SH SOLE * 53000 BEA SYS INC COM STK COMMON STOCK 073325102 22038 1683600 SH SOLE * 1683600 BEACON ROOFING SUPPLY INC COM COMMON STOCK 073685109 2734 124224 SH SOLE * 124224 BEAR STEARNS COMPANI ES INC CO COMMON STOCK 073902108 26069 186100 SH SOLE * 186100 BEAR STEARNS COMPANI ES INC CO OPTIONS - CALLS 99AC85X83 350 2500 SH CALL SOLE * 2500 BEAR STEARNS COMPANI ES INC CO OPTIONS - CALLS 99AC85XH3 252 1800 SH CALL SOLE * 1800 BEAR STEARNS COMPANI ES INC CO OPTIONS - PUTS 99O906CL5 1597 11400 SH PUT SOLE * 11400 BEAR STEARNS COMPANI ES INC CO OPTIONS - CALLS 99O92VXL5 1373 9800 SH CALL SOLE * 9800 BEAR STEARNS COMPANI ES INC CO OPTIONS - PUTS 99O96QC84 210 1500 SH PUT SOLE * 1500 BECKMAN COULTER INC COM STK COMMON STOCK 075811109 18059 325100 SH SOLE * 325100 BED BATH BEYOND INC COM STK COMMON STOCK 075896100 3405 102660 SH SOLE * 102660 BELDEN CDT INC COM STK COMMON STOCK 077454106 555 16800 SH SOLE * 16800 BELL MICROPRODUCTS I NC COM ST COMMON STOCK 078137106 320 59100 SH SOLE * 59100 BELLSOUTH CORP COM COMMON STOCK 079860102 66662 1841500 SH SOLE * 1841500 BELO CORP COM STK COMMON STOCK 080555105 718 46000 SH SOLE * 46000 BEMIS CO INC COM STK COMMON STOCK 081437105 686 22400 SH SOLE * 22400 BENCHMARK ELECTRS IN C COM STK COMMON STOCK 08160H101 5755 238600 SH SOLE * 238600 BERRY PETE CO CL A COM STK COMMON STOCK 085789105 517 15600 SH SOLE * 15600 BEST BUY INC COM STK COMMON STOCK 086516101 25100 457700 SH SOLE * 457700 BIG 5 SPORTING GOODS CORP COM COMMON STOCK 08915P101 1519 77884 SH SOLE * 77884 BIG LOTS INC COM STK COMMON STOCK 089302103 7300 427400 SH SOLE * 427400 BIO-RAD LABORATORIES INC CL A COMMON STOCK 090572207 3630 55900 SH SOLE * 55900 BIOGEN IDEC INC COMMON STOCK 09062X103 6865 148200 SH SOLE * 148200 BIOMARIN PHARMACEUTI CAL INC C COMMON STOCK 09061G101 4018 279600 SH SOLE * 279600 BIOMED REALTY TRUST INC COM ST COMMON STOCK 09063H107 257 8600 SH SOLE * 8600 BIOMET INC COM STK COMMON STOCK 090613100 9662 308785 SH SOLE * 308785 BIOSITE INC COM STK COMMON STOCK 090945106 4306 94300 SH SOLE * 94300 BIOVAIL CORP COM STK COMMON STOCK 09067J109 11792 503700 SH SOLE * 503700 BISYS GROUP INC COM STK COMMON STOCK 055472104 1888 137800 SH SOLE * 137800 BLACK HILLS CORP COM STK COMMON STOCK 092113109 1284 37400 SH SOLE * 37400 BLACKBOARD INC COM STK COMMON STOCK 091935502 1698 58622 SH SOLE * 58622 BLACKROCK INC CL A COM STK COMMON STOCK 09247X101 529 3800 SH SOLE * 3800 BLUE NILE INC COM STK COMMON STOCK 09578R103 3798 118101 SH SOLE * 118101 BLUELINX HLDGS INC COM STK COMMON STOCK 09624H109 963 73900 SH SOLE * 73900 BMC SOFTWARE INC COM STK COMMON STOCK 055921100 4579 191600 SH SOLE * 191600 BOB EVANS FARMS INC COM STK COMMON STOCK 096761101 4538 151200 SH SOLE * 151200 BOC GROUP PLC ADR ADRS STOCKS 055617609 257 4400 SH SOLE * 4400 BOK FINANCIAL CORP COM STK COMMON STOCK 05561Q201 1017 20477 SH SOLE * 20477 BON-TON STORES INC COM STK COMMON STOCK 09776J101 2609 119236 SH SOLE * 119236 BOSTON BEER INC CL A COM STK COMMON STOCK 100557107 375 12800 SH SOLE * 12800 BOSTON PRIVATE FINL HLDGS INC COMMON STOCK 101119105 1228 43999 SH SOLE * 43999 BOSTON SCIENTIFIC CO RP COM ST COMMON STOCK 101137107 13118 779000 SH SOLE * 779000 BRADY CORP CL A COM STK COMMON STOCK 104674106 3798 103100 SH SOLE * 103100 BRC BEARINGS INC COM COMMON STOCK 75524B104 532 23415 SH SOLE * 23415 BRE PROPERTIES INC CL A COM RE REITS/RICS 05564E106 281 5100 SH SOLE * 5100 BRINKS CO COM COMMON STOCK 109696104 1094 19400 SH SOLE * 19400 BRISTOW GROUP INC COM COMMON STOCK 110394103 1692 47000 SH SOLE * 47000 BRITISH AIRWAYS PLC ADR ADRS STOCKS 110419306 1835 28900 SH SOLE * 28900 BROCADE COMMUNICATIO NS SYS IN COMMON STOCK 111621108 11705 1906300 SH SOLE * 1906300 BRONCO DRILLING CO I NC COM ST COMMON STOCK 112211107 254 12155 SH SOLE * 12155 BROOKDALE SR LIVING INC COM ST COMMON STOCK 112463104 908 20300 SH SOLE * 20300 BROWN SHOE INC NEW COM STK COMMON STOCK 115736100 3002 88100 SH SOLE * 88100 BROWN-FORMAN CORP CL B COM STK COMMON STOCK 115637209 1358 19000 SH SOLE * 19000 BRUSH ENGINEERED MAT LS INC CO COMMON STOCK 117421107 909 43600 SH SOLE * 43600 BT GROUP PLC ADR ADRS STOCKS 05577E101 1966 44400 SH SOLE * 44400 BUCYRUS INTL INC NEW CL A COM COMMON STOCK 118759109 3500 69300 SH SOLE * 69300 BUFFALO WILD WINGS 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INC COM STK COMMON STOCK 189754104 2147 71800 SH SOLE * 71800 COCA COLA ENTERPRISE S INC COM COMMON STOCK 191219104 4860 238600 SH SOLE * 238600 COCA COLA FEMSA SA D E CV KOF ADRS STOCKS 191241108 1963 66500 SH SOLE * 66500 COGNIZANT TECHNOLOGY SOLUTION COMMON STOCK 192446102 4534 67300 SH SOLE * 67300 COGNOS INC CAD COM N PV COMMON STOCK 19244C109 4612 162100 SH SOLE * 162100 COHERENT INC COM STK COMMON STOCK 192479103 4133 122500 SH SOLE * 122500 COLGATE PALMOLIVE CO COM STK COMMON STOCK 194162103 1261 21046 SH SOLE * 21046 COLONIAL BANCGROUP I NC COM ST COMMON STOCK 195493309 5878 228900 SH SOLE * 228900 COLUMBIA BKG SYS INC COM STK COMMON STOCK 197236102 221 5900 SH SOLE * 5900 COMCAST CORP CL A COM STK COMMON STOCK 20030N101 2015 61534 SH SOLE * 61534 COMERICA INC COM STK COMMON STOCK 200340107 2251 43300 SH SOLE * 43300 COML CAPTL BNCP COMMON STOCK 20162L105 898 57000 SH SOLE * 57000 COMMERCE GROUP INC M ASS COM S COMMON STOCK 200641108 3834 129800 SH SOLE * 129800 COMMERCIAL 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COMTECH TELECOMMUNIC ATIONS CO COMMON STOCK 205826209 915 31245 SH SOLE * 31245 COMVERSE TECHNOLOGY INC COM ST COMMON STOCK 205862402 482 24400 SH SOLE * 24400 CON-WAY INC COM STK COMMON STOCK 205944101 7166 123700 SH SOLE * 123700 CONAGRA FOODS INC COM STK COMMON STOCK 205887102 4813 217700 SH SOLE * 217700 CONNETICS CORP COM STK COMMON STOCK 208192104 235 20000 SH SOLE * 20000 CONOCOPHILLIPS COM STK COMMON STOCK 20825C104 8722 133100 SH SOLE * 133100 CONOCOPHILLIPS COM STK OPTIONS - CALLS 99AC53RR6 1979 30200 SH CALL SOLE * 30200 CONOCOPHILLIPS COM STK OPTIONS - PUTS 99AC5LTK9 400 6100 SH PUT SOLE * 6100 CONOCOPHILLIPS COM STK OPTIONS - PUTS 99AC5LTM5 2143 32700 SH PUT SOLE * 32700 CONOCOPHILLIPS COM STK OPTIONS - CALLS 99O9152G8 216 3300 SH CALL SOLE * 3300 CONSOL ENERGY INC COM STK COMMON STOCK 20854P109 3499 74900 SH SOLE * 74900 CONSOLIDATED GRAPHIC S INC COM COMMON STOCK 209341106 1432 27500 SH SOLE * 27500 CONSTELLATION ENERGY GROUP IN COMMON STOCK 210371100 720 13200 SH SOLE * 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COX RADIO INC CL A COM STK COMMON STOCK 224051102 2084 144500 SH SOLE * 144500 CRA INTL INC COM STK COMMON STOCK 12618T105 275 6100 SH SOLE * 6100 CREDICORP LTD USD5.0 ORDS (US COMMON STOCK G2519Y108 1267 42300 SH SOLE * 42300 CREDIT SUISSE GROUP ZUERICH A ADRS STOCKS 225401108 297 5300 SH SOLE * 5300 CRESCENT REAL ESTATE EQUITIES REITS/RICS 225756105 839 45200 SH SOLE * 45200 CROCS INC COM STK COMMON STOCK 227046109 473 18800 SH SOLE * 18800 CRYPTOLOGIC INC CAD NPV COM (U COMMON STOCK 228906103 3793 156600 SH SOLE * 156600 CSG SYSTEMS INTERNAT IONAL INC COMMON STOCK 126349109 2823 114100 SH SOLE * 114100 CSK AUTO CORP COM STK COMMON STOCK 125965103 348 29100 SH SOLE * 29100 CSS INDS INC COM STK COMMON STOCK 125906107 265 9200 SH SOLE * 9200 CSX CORP COM COMMON STOCK 126408103 15278 216900 SH SOLE * 216900 CTRIP.COM INTERNATIO NAL LTD A ADRS STOCKS 22943F100 3875 75900 SH SOLE * 75900 CTS CORP COM STK COMMON STOCK 126501105 153 10300 SH SOLE * 10300 CUBIST PHARMACEUTICA LS INC CO 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SCRIPPS COMPANY (NEW) CL COMMON STOCK 811054204 6324 146600 SH SOLE * 146600 EAGLE MATERIALS INC COM STK COMMON STOCK 26969P108 879 18500 SH SOLE * 18500 EARTHLINK INC COM STK COMMON STOCK 270321102 4103 473816 SH SOLE * 473816 EAST-WEST BANCORP IN C COM STK COMMON STOCK 27579R104 849 22400 SH SOLE * 22400 EATON CORP COM STK COMMON STOCK 278058102 204 2700 SH SOLE * 2700 ECHOSTAR COMMUNICATI ONS CORP COMMON STOCK 278762109 455 14767 SH SOLE * 14767 ECOLLEGE COM COM STK COMMON STOCK 27887E100 207 9800 SH SOLE * 9800 EDISON INTL COM STK COMMON STOCK 281020107 3990 102300 SH SOLE * 102300 EDP-ENERGIAS DE PORT UGAL S A ADRS STOCKS 268353109 1180 30000 SH SOLE * 30000 EL PASO CORP COM COMMON STOCK 28336L109 6908 460500 SH SOLE * 460500 ELECTRONICS FOR IMAG ING INC C COMMON STOCK 286082102 627 30041 SH SOLE * 30041 ELLIS PERRY INTL INC COM STK COMMON STOCK 288853104 233 9189 SH SOLE * 9189 ELONG INC ADR ADRS STOCKS 290138205 238 17100 SH SOLE * 17100 EMBARQ CORP COMMON STOCK 29078E105 754 18400 SH SOLE * 18400 EMC CORP MASS COM STK COMMON STOCK 268648102 14805 1349600 SH SOLE * 1349600 EMCOR GROUP INC COM STK COMMON STOCK 29084Q100 2876 59100 SH SOLE * 59100 EMDEON CORP COM STK COMMON STOCK 290849108 156 12600 SH SOLE * 12600 EMERSON ELECTRIC CO COM STK COMMON STOCK 291011104 7995 95400 SH SOLE * 95400 EMMIS COMMUNICATIONS CORP CL COMMON STOCK 291525103 1010 64600 SH SOLE * 64600 EMPIRE DIST ELEC CO COM STK COMMON STOCK 291641108 265 12900 SH SOLE * 12900 EMPIRE RES INC DEL COM STK COMMON STOCK 29206E100 238 18000 SH SOLE * 18000 EMS TECHNOLOGIES INC COM STK COMMON STOCK 26873N108 302 16800 SH SOLE * 16800 EMULEX CORP COM NEW COMMON STOCK 292475209 6934 426200 SH SOLE * 426200 ENBRIDGE ENERGY MANA GEMENT LL COMMON STOCK 29250X103 324 7800 SH SOLE * 7800 ENBRIDGE ENERGY PART NERS L P COMMON STOCK 29250R106 1002 23000 SH SOLE * 23000 ENDO PHARMACEUTICALS HLDGS IN COMMON STOCK 29264F205 4294 130200 SH SOLE * 130200 ENDURANCE SPLTY COMMON STOCK G30397106 3366 105200 SH SOLE * 105200 ENERGEN CORP COM STK COMMON STOCK 29265N108 2996 78000 SH SOLE * 78000 ENERGIZER HOLDINGS I NC COM ST COMMON STOCK 29266R108 6050 103300 SH SOLE * 103300 ENERSIS SA ADR ADRS STOCKS 29274F104 721 64100 SH SOLE * 64100 ENI SPA ROMA ADR ADRS STOCKS 26874R108 3043 51800 SH SOLE * 51800 ENPRO INDUSTRIES INC COM STK COMMON STOCK 29355X107 265 7900 SH SOLE * 7900 ENSCO INTERNATIONAL INC COM ST COMMON STOCK 26874Q100 5186 112700 SH SOLE * 112700 ENTERCOM COMMUNICATI ONS CORP COMMON STOCK 293639100 5201 198800 SH SOLE * 198800 ENTERGY CORP NEW COM STK COMMON STOCK 29364G103 2292 32400 SH SOLE * 32400 ENTERPRISE PRODS PAR TNERS L P COMMON STOCK 293792107 339 13600 SH SOLE * 13600 ENTRAVISION COMMUNIC ATIONS C COMMON STOCK 29382R107 158 18400 SH SOLE * 18400 ENZON PHARMACEUTICAL S INC COM COMMON STOCK 293904108 5645 748655 SH SOLE * 748655 EOG RES INC COM STK COMMON STOCK 26875P101 10027 144600 SH SOLE * 144600 EQUIFAX INC COM STK COMMON STOCK 294429105 9007 262300 SH SOLE * 262300 EQUITABLE RES INC COM STK COMMON STOCK 294549100 5122 152900 SH SOLE * 152900 EQUITY INNS INC COM REIT REITS/RICS 294703103 2149 129800 SH SOLE * 129800 EQUITY OFFICE PROPER TIES TRUS REITS/RICS 294741103 20730 567800 SH SOLE * 567800 EQUITY ONE INC COM REIT REITS/RICS 294752100 742 35500 SH SOLE * 35500 ESCALA GROUP INC COM STK COMMON STOCK 29605W107 87 18647 SH SOLE * 18647 ESPEED INC CL A COM STK COMMON STOCK 296643109 495 59477 SH SOLE * 59477 ESSEX PPTY TR INC COM STK COMMON STOCK 297178105 1172 10500 SH SOLE * 10500 ESTEE LAUDER COMPANI ES INC CL COMMON STOCK 518439104 11837 306100 SH SOLE * 306100 ESTERLINE TECHNOLOGI ES CORP C COMMON STOCK 297425100 1364 32800 SH SOLE * 32800 ETABLISSEMENTS DELHA IZE FRERE ADRS STOCKS 29759W101 1099 15900 SH SOLE * 15900 ETHAN ALLEN INTERIOR S INC COM COMMON STOCK 297602104 223 6100 SH SOLE * 6100 EXAR CORP COM STK COMMON STOCK 300645108 337 25366 SH SOLE * 25366 EXCEL MARITIME CARRIERS LTD COMMON STOCK V3267N107 131 12700 SH SOLE * 12700 EXCEL TECHNOLOGY INC COM STK COMMON STOCK 30067T103 228 7633 SH SOLE * 7633 EXIDE TECHNOLOGIES COMMON STOCK 302051206 687 160400 SH SOLE * 160400 EXPEDITORS INTL WASH INC COM COMMON STOCK 302130109 51921 927000 SH SOLE * 927000 EXPRESS SCRIPTS INC COM STK COMMON STOCK 302182100 452 6300 SH SOLE * 6300 EXPRESSJET HOLDINGS INC COM ST COMMON STOCK 30218U108 2009 290800 SH SOLE * 290800 EXTREME NETWORKS INC COM STK COMMON STOCK 30226D106 126 30400 SH SOLE * 30400 F5 NETWORKS INC COM STK COMMON STOCK 315616102 257 4800 SH SOLE * 4800 FACTSET RESEARCH SYS TEMS INC COMMON STOCK 303075105 6862 145083 SH SOLE * 145083 FAIR ISAAC CORPORATI ON COM ST COMMON STOCK 303250104 1619 44600 SH SOLE * 44600 FAIRFAX FINANCIAL HL DGS CAD C COMMON STOCK 303901102 656 6900 SH SOLE * 6900 FAIRPOINT COMMUNICAT IONS INC COMMON STOCK 305560104 936 65000 SH SOLE * 65000 FALCONBRIDGE LTD NEW2005 COMMON STOCK 306104100 1443 27300 SH SOLE * 27300 FAMILY DOLLAR STORES INC COM COMMON STOCK 307000109 5739 234900 SH SOLE * 234900 FEDERAL HOME LN MTG CORP MEDI COMMON STOCK 313400301 6887 120800 SH SOLE * 120800 FEDERAL SIGNAL CORP COM STK COMMON STOCK 313855108 550 36300 SH SOLE * 36300 FEDERATED DEPT STORE S INC DEL COMMON STOCK 31410H101 2211 60405 SH SOLE * 60405 FEDEX CORP COM STK COMMON STOCK 31428X106 8741 74800 SH SOLE * 74800 FEI CO COM STK COMMON STOCK 30241L109 6454 284581 SH SOLE * 284581 FIDELITY NATIONAL FI NANCIAL I COMMON STOCK 316326107 16562 425200 SH SOLE * 425200 FIDELITY NATIONAL TI TLE GROUP COMMON STOCK 31620R105 1316 66900 SH SOLE * 66900 FINANCIAL FED CORP COM STK COMMON STOCK 317492106 1649 59300 SH SOLE * 59300 FIRST ADVANTAGE CORP CL A COM COMMON STOCK 31845F100 769 33071 SH SOLE * 33071 FIRST AMERN CORP COM STK COMMON STOCK 318522307 12009 284100 SH SOLE * 284100 FIRST CASH FINANCIAL SERVICES COMMON STOCK 31942D107 853 43198 SH SOLE * 43198 FIRST CITIZENS BANCS HARES INC COMMON STOCK 31946M103 384 1914 SH SOLE * 1914 FIRST CMNTY BANCORP CALIF COM COMMON STOCK 31983B101 1755 29700 SH SOLE * 29700 FIRST DATA CORP COM STK COMMON STOCK 319963104 8868 196900 SH SOLE * 196900 FIRST NIAGARA FINL G ROUP INC COMMON STOCK 33582V108 168 12008 SH SOLE * 12008 FIRSTBANK P R COM STK COMMON STOCK 318672102 226 24300 SH SOLE * 24300 FIRSTENERGY CORP COM STK COMMON STOCK 337932107 314 5800 SH SOLE * 5800 FIRSTFED FINANCIAL C ORP (DEL) COMMON STOCK 337907109 12059 209100 SH SOLE * 209100 FIRSTMERIT CORP COM STK COMMON STOCK 337915102 836 39900 SH SOLE * 39900 FISERV INC COM STK COMMON STOCK 337738108 14651 323000 SH SOLE * 323000 FISHER SCIENTIFIC INTL INC COM COMMON STOCK 338032204 21038 288000 SH SOLE * 288000 FLORIDA ROCK INDUSTR IES INC C COMMON STOCK 341140101 308 6200 SH SOLE * 6200 FLOWERS FOODS INC COM STK COMMON STOCK 343498101 570 19900 SH SOLE * 19900 FLUOR CORP (NEW) COM STK COMMON STOCK 343412102 1409 15166 SH SOLE * 15166 FMC CORP COM STK COMMON STOCK 302491303 1095 17000 SH SOLE * 17000 FMC TECHNOLOGIES INC COM STK COMMON STOCK 30249U101 7960 118000 SH SOLE * 118000 FOCUS MEDIA HLDG LTD ADR ADRS STOCKS 34415V109 1798 27600 SH SOLE * 27600 FOMENTO ECONOMICO MEXICANO S A ADRS STOCKS 344419106 4538 54200 SH SOLE * 54200 FOREST LABORATORIES INC. COM S COMMON STOCK 345838106 9050 233900 SH SOLE * 233900 FOREST OIL CORP COM STK COMMON STOCK 346091705 4473 134900 SH SOLE * 134900 FORRESTER RESEARCH I NC CAMBR COMMON STOCK 346563109 330 11809 SH SOLE * 11809 FORWARD AIR CORP COM STK COMMON STOCK 349853101 358 8786 SH SOLE * 8786 FOSSIL INC COM STK COMMON STOCK 349882100 4387 243600 SH SOLE * 243600 FOSTER WHEELER LTD COM COMMON STOCK G36535139 1749 40489 SH SOLE * 40489 FOUNDRY NETWORKS INC COM STK COMMON STOCK 35063R100 1989 186600 SH SOLE * 186600 FOUR SEASONS HOTELS INC CAD COMMON STOCK 35100E104 2507 40800 SH SOLE * 40800 FRANKLIN BK CORP COM STK COMMON STOCK 352451108 245 12134 SH SOLE * 12134 FRANKLIN ELECTRIC CO INC COM COMMON STOCK 353514102 1900 36788 SH SOLE * 36788 FRANKLIN RESOURCES I NC. COM S COMMON STOCK 354613101 1085 12500 SH SOLE * 12500 FRANKLIN STREET PROP ERTIES CO REITS/RICS 35471R106 523 26600 SH SOLE * 26600 FREDS INC CL A COM STK COMMON STOCK 356108100 1382 103500 SH SOLE * 103500 FREEPORT MCMORAN COP PER & GOL COMMON STOCK 35671D857 1950 35200 SH SOLE * 35200 FREIGHTCAR AMERICA COM STK COMMON STOCK 357023100 525 9462 SH SOLE * 9462 FRIEDMAN BILLINGS RA MSEY GROU COMMON STOCK 358434108 4315 393300 SH SOLE * 393300 FRONTIER OIL CORP COM STK COMMON STOCK 35914P105 2893 89300 SH SOLE * 89300 FROZEN FOOD EXPRESS INDUSTRIES COMMON STOCK 359360104 158 14379 SH SOLE * 14379 FTD GROUP INC COM COMMON STOCK 30267U108 378 28000 SH SOLE * 28000 FTI CONSULTING INC COM STK COMMON STOCK 302941109 359 13400 SH SOLE * 13400 FULLER H B CO COM STK COMMON STOCK 359694106 1765 40500 SH SOLE * 40500 FULTON FINL CORP PA COM STK COMMON STOCK 360271100 169 10600 SH SOLE * 10600 FUTUREMEDIA PLC ADR ADRS STOCKS 360912109 6 26300 SH SOLE * 26300 GALLAHER GROUP PLC ADR ADRS STOCKS 363595109 788 12600 SH SOLE * 12600 GAMCO INVS INC COM STK COMMON STOCK 361438104 1106 30100 SH SOLE * 30100 GAMESTOP CORP NEW CL A COM STK COMMON STOCK 36467W109 239 5700 SH SOLE * 5700 GAP INC COM STK COMMON STOCK 364760108 1293 74300 SH SOLE * 74300 GARDNER DENVER INC COM STK COMMON STOCK 365558105 2087 54200 SH SOLE * 54200 GARMIN LTD COM STK COMMON STOCK G37260109 5093 48300 SH SOLE * 48300 GARTNER INC CL A COM STK COMMON STOCK 366651107 1103 77700 SH SOLE * 77700 GEN-PROBE INC NEW COM STK COMMON STOCK 36866T103 4815 89200 SH SOLE * 89200 GENCO SHIPPING & TRA DING LTD COMMON STOCK Y2685T107 550 31678 SH SOLE * 31678 GENENTECH INC COM STK COMMON STOCK 368710406 7198 88000 SH SOLE * 88000 GENERAL CABLE CORP D EL NEW CO COMMON STOCK 369300108 910 26000 SH SOLE * 26000 GENERAL DYNAMICS COR P COM STK COMMON STOCK 369550108 55045 840900 SH SOLE * 840900 GENERAL GROWTH PROPE RTIES COM REITS/RICS 370021107 1044 23172 SH SOLE * 23172 GENERAL MARITIME CORP COM COMMON STOCK Y2692M103 1807 48900 SH SOLE * 48900 GENERAL MLS INC COM STK COMMON STOCK 370334104 7821 151400 SH SOLE * 151400 GENESCO INC COM STK COMMON STOCK 371532102 1423 42000 SH SOLE * 42000 GENESIS HEALTHCARE C ORP COM S COMMON STOCK 37184D101 1047 22100 SH SOLE * 22100 GENLYTE GROUP INC COM STK COMMON STOCK 372302109 1355 18710 SH SOLE * 18710 GENTIVA HEALTH SVCS INC COM ST COMMON STOCK 37247A102 904 56380 SH SOLE * 56380 GENWORTH FINANCIAL INC COMMON STOCK 37247D106 3818 109600 SH SOLE * 109600 GENZYME CORP COM STK COMMON STOCK 372917104 9243 151400 SH SOLE * 151400 GEO GROUP INC COMMON STOCK 36159R103 1826 52100 SH SOLE * 52100 GEORESOURCES INC COM STK COMMON STOCK 372476101 332 40387 SH SOLE * 40387 GEORGIA GULF CORP COM STK COMMON STOCK 373200203 2642 105600 SH SOLE * 105600 GERBER SCIENTIFIC IN C COM STK COMMON STOCK 373730100 259 19900 SH SOLE * 19900 GERDAU SA COSG ADR ADRS STOCKS 373737105 601 40300 SH SOLE * 40300 GEVITY HR INC COMMON STOCK 374393106 1954 73600 SH SOLE * 73600 GIGAMEDIA LTD COM STK COMMON STOCK Y2711Y104 104 11700 SH SOLE * 11700 GILEAD SCIENCES INC COM STK COMMON STOCK 375558103 1319 22300 SH SOLE * 22300 GLAXO SMITHKLINE SPONS PLC ADR ADRS STOCKS 37733W105 6010 107700 SH SOLE * 107700 GLOBAL IMAGING SYS I NC COM ST COMMON STOCK 37934A100 374 9065 SH SOLE * 9065 GLOBAL PMTS INC COM STK COMMON STOCK 37940X102 10773 221900 SH SOLE * 221900 GOLD FIELDS LTD NEW ADR ADRS STOCKS 38059T106 1482 64700 SH SOLE * 64700 GOLDEN WEST FINANCIA L CORP CO COMMON STOCK 381317106 15315 206400 SH SOLE * 206400 GOLDMAN SACHS GROUP INC MEDIUM COMMON STOCK 38141G104 2317 15400 SH SOLE * 15400 GOLDMAN SACHS GROUP INC MEDIUM OPTIONS - CALLS 99O90BLX8 286 1900 SH CALL SOLE * 1900 GOLDMAN SACHS GROUP INC MEDIUM OPTIONS - PUTS 99O90BPR7 466 3100 SH PUT SOLE * 3100 GOLDMAN SACHS GROUP INC MEDIUM OPTIONS - PUTS 99O96VRY0 1489 9900 SH PUT SOLE * 9900 GOODMAN GLOBAL INC COM COMMON STOCK 38239A100 165 10900 SH SOLE * 10900 GOODRICH CORP COM STK COMMON STOCK 382388106 4182 103800 SH SOLE * 103800 GOODRICH PETE CORP COM STK COMMON STOCK 382410405 210 7400 SH SOLE * 7400 GRACO INC COM STK COMMON STOCK 384109104 2374 51635 SH SOLE * 51635 GRANT PRIDECO INC COM STK COMMON STOCK 38821G101 2103 47000 SH SOLE * 47000 GREAT PLAINS ENERGY INC COM ST COMMON STOCK 391164100 1463 52500 SH SOLE * 52500 GREAT WOLF RESORTS I NC COM ST COMMON STOCK 391523107 635 52861 SH SOLE * 52861 GREATBATCH INC COM STK COMMON STOCK 39153L106 3056 129475 SH SOLE * 129475 GREATER BAY BANCORP COM STK COMMON STOCK 391648102 854 29700 SH SOLE * 29700 GREENBRIER COS INC COM STK COMMON STOCK 393657101 920 28100 SH SOLE * 28100 GREENFIELD ONLNE COMMON STOCK 395150105 702 94789 SH SOLE * 94789 GREIF INC CL A COM STK COMMON STOCK 397624107 3433 45800 SH SOLE * 45800 GREY WOLF INC COM STK COMMON STOCK 397888108 5285 686300 SH SOLE * 686300 GROUP 1 AUTOMOTIVE I NC COM ST COMMON STOCK 398905109 6868 121900 SH SOLE * 121900 GRUPO AEROPORTUARIO DEL SUREST ADRS STOCKS 40051E202 356 10600 SH SOLE * 10600 GRUPO TELEVISA SA ADR ADRS STOCKS 40049J206 9551 494600 SH SOLE * 494600 GTECH HLDGS CORP COM STK COMMON STOCK 400518106 10239 294400 SH SOLE * 294400 GYMBOREE CORP COM STK COMMON STOCK 403777105 1585 45600 SH SOLE * 45600 GENERAL AMERICAN TRA NSPORTATI COMMON STOCK 361448103 582 13700 SH SOLE * 13700 H AND E EQUIPMENT SERVICES INC COMMON STOCK 404030108 805 27331 SH SOLE * 27331 HAEMONETICS CORP COM STK COMMON STOCK 405024100 2126 45700 SH SOLE * 45700 HALLIBURTON CO COM COMMON STOCK 406216101 3087 41600 SH SOLE * 41600 HALLIBURTON CO COM OPTIONS - CALLS 99O90BW24 631 8500 SH CALL SOLE * 8500 HALLIBURTON CO COM OPTIONS - CALLS 99O90BW32 341 4600 SH CALL SOLE * 4600 HALLIBURTON CO COM OPTIONS - PUTS 99O90BWD0 334 4500 SH PUT SOLE * 4500 HALLIBURTON CO COM OPTIONS - PUTS 99O90BWF5 200 2700 SH PUT SOLE * 2700 HALLIBURTON CO COM OPTIONS - PUTS 99O96W0F8 408 5500 SH PUT SOLE * 5500 HANCOCK HLDG CO COM STK COMMON STOCK 410120109 534 9535 SH SOLE * 9535 HANDLEMAN CO COM STK COMMON STOCK 410252100 591 72500 SH SOLE * 72500 HANGER ORTHOPEDIC GR OUP INC C COMMON STOCK 41043F208 462 55300 SH SOLE * 55300 HANMI FINL CORP COM STK COMMON STOCK 410495105 801 41208 SH SOLE * 41208 HANSEN NAT CORP COM STK COMMON STOCK 411310105 14468 76000 SH SOLE * 76000 HANSON PLC ADR ADRS STOCKS 411349103 505 8300 SH SOLE * 8300 HARRIS CORP DEL COM STK COMMON STOCK 413875105 4990 120200 SH SOLE * 120200 HARRIS INTERACTIVE I NC COM ST COMMON STOCK 414549105 107 18700 SH SOLE * 18700 HARSCO CORP COM STK COMMON STOCK 415864107 1185 15200 SH SOLE * 15200 HARTE-HANKS INC COM STK COMMON STOCK 416196103 615 24000 SH SOLE * 24000 HARTFORD FINL SVCS G ROUP INC COMMON STOCK 416515104 17419 205900 SH SOLE * 205900 HARVEST NATURAL RESO URCES INC COMMON STOCK 41754V103 1289 95200 SH SOLE * 95200 HASBRO INC COM STK COMMON STOCK 418056107 1554 85800 SH SOLE * 85800 HAVERTY FURNITURE CO INC COM COMMON STOCK 419596101 425 27100 SH SOLE * 27100 HAYES LEMMERZ INTERN ATIONAL I COMMON STOCK 420781304 36 11400 SH SOLE * 11400 HCC INS HLDGS INC COM STK COMMON STOCK 404132102 2173 73800 SH SOLE * 73800 HEALTH CARE REIT INC COM REIT REITS/RICS 42217K106 1765 50500 SH SOLE * 50500 HEALTH NET INC COM STK COMMON STOCK 42222G108 10240 226700 SH SOLE * 226700 HEALTHSPRING INC COM STK COMMON STOCK 42224N101 936 49900 SH SOLE * 49900 HEALTHWAYS INC COMMON STOCK 422245100 1979 37600 SH SOLE * 37600 HEARST-ARGYLE TELEVI SION INC COMMON STOCK 422317107 852 38600 SH SOLE * 38600 HEARTLAND EXPRESS IN C COM STK COMMON STOCK 422347104 1602 89499 SH SOLE * 89499 HECLA MNG CO COM STK COMMON STOCK 422704106 344 65500 SH SOLE * 65500 HEICO CORP NEW COM STK COMMON STOCK 422806109 386 13600 SH SOLE * 13600 HEINZ H J CO COM STK COMMON STOCK 423074103 4204 102000 SH SOLE * 102000 HELEN OF TROY LTD (F ORMERLY H COMMON STOCK G4388N106 777 42210 SH SOLE * 42210 HELIX ENERGY SOLUTIO NS GROUP COMMON STOCK 42330P107 10029 248500 SH SOLE * 248500 HELMERICH & PAYNE IN C COM STK COMMON STOCK 423452101 12209 202600 SH SOLE * 202600 HERBALIFE LTD COM STK COMMON STOCK G4412G101 6448 161600 SH SOLE * 161600 HERCULES INC COM STK COMMON STOCK 427056106 299 19600 SH SOLE * 19600 HERCULES OFFSHORE IN C COM STK COMMON STOCK 427093109 364 10400 SH SOLE * 10400 HERLEY INDS INC DEL COM STK COMMON STOCK 427398102 1572 140270 SH SOLE * 140270 HERSHA HOSPITALITY T R CL A CO REITS/RICS 427825104 98 10600 SH SOLE * 10600 HESS CORP COM STK COMMON STOCK 42809H107 18889 357400 SH SOLE * 357400 HEWITT ASSOCIATE COMMON STOCK 42822Q100 3725 165700 SH SOLE * 165700 HEWLETT-PACKARD CO COM STK COMMON STOCK 428236103 14981 472900 SH SOLE * 472900 HI-TECH PHARMACAL IN C COM STK COMMON STOCK 42840B101 361 21765 SH SOLE * 21765 HIGHLAND HOSP CP COMMON STOCK 430141101 153 10900 SH SOLE * 10900 HILLENBRAND INDS INC COM STK COMMON STOCK 431573104 664 13700 SH SOLE * 13700 HITTITE MICROWAVE CORP COM COMMON STOCK 43365Y104 2293 63401 SH SOLE * 63401 HOLLY CORP COM STK COMMON STOCK 435758305 3466 71900 SH SOLE * 71900 HORMEL FOODS CORP COM STK COMMON STOCK 440452100 1042 28045 SH SOLE * 28045 HORNBECK OFFSHORE SERVICES INC COMMON STOCK 440543106 1694 47700 SH SOLE * 47700 HOSPIRA INC COM STK COMMON STOCK 441060100 24686 574900 SH SOLE * 574900 HOSPITALITY PROPERTI ES TRUST COMMON STOCK 44106M102 5951 135500 SH SOLE * 135500 HOT TOPIC INC COM STK COMMON STOCK 441339108 384 33401 SH SOLE * 33401 HOUSEVALUES INC COMMON STOCK 44183Y102 1140 164525 SH SOLE * 164525 HOUSTON EXPL CO COM STK COMMON STOCK 442120101 642 10500 SH SOLE * 10500 HUANENG POWER INTERN ATIONAL I ADRS STOCKS 443304100 545 20600 SH SOLE * 20600 HUB GROUP INC CL A COM STK COMMON STOCK 443320106 2295 93557 SH SOLE * 93557 HUGOTON RTY TR TEX COM STK COMMON STOCK 444717102 6893 232100 SH SOLE * 232100 HUMAN GENOME SCIENCE S INC COM COMMON STOCK 444903108 572 53500 SH SOLE * 53500 HUNT J B TRANS SVCS INC COM ST COMMON STOCK 445658107 2844 114166 SH SOLE * 114166 HURCO CO COM STK COMMON STOCK 447324104 391 15238 SH SOLE * 15238 HURON CONSULTING GRO UP INC CO COMMON STOCK 447462102 207 5900 SH SOLE * 5900 HYPERCOM CORP COM STK COMMON STOCK 44913M105 1306 139700 SH SOLE * 139700 Health Care Property Investor REITS/RICS 421915109 329 12300 SH SOLE * 12300 Hub International Li mited COMMON STOCK 44332P101 1609 61400 SH SOLE * 61400 IAC INTERACTIVECORP COM STK COMMON STOCK 44919P300 1777 67100 SH SOLE * 67100 IAMGOLD INTL AFRICAN MINING G COMMON STOCK 450913108 284 31900 SH SOLE * 31900 ICON PLC ADR ADRS STOCKS 45103T107 667 12068 SH SOLE * 12068 ICOS CORP COM STK COMMON STOCK 449295104 5579 253690 SH SOLE * 253690 ICU MEDICAL INC COM STK COMMON STOCK 44930G107 1128 26700 SH SOLE * 26700 IDINE REWARDS NETWOR K INC COM COMMON STOCK 761557107 226 27700 SH SOLE * 27700 IDT CORP COM COMMON STOCK 448947101 197 14900 SH SOLE * 14900 IHOP CORP NEW COM STK COMMON STOCK 449623107 784 16300 SH SOLE * 16300 IHS INC COM STK COMMON STOCK 451734107 1467 49500 SH SOLE * 49500 II VI INCORPORATED COM STK COMMON STOCK 902104108 1490 81436 SH SOLE * 81436 IKON OFFICE SOLUTION S INC COM COMMON STOCK 451713101 1779 141200 SH SOLE * 141200 ILLINOIS TOOL WKS IN C COM STK COMMON STOCK 452308109 35644 750400 SH SOLE * 750400 ILLUMINA INC COM STK COMMON STOCK 452327109 5238 176600 SH SOLE * 176600 IMATION CORP COM STK COMMON STOCK 45245A107 8891 216600 SH SOLE * 216600 IMCLONE SYS INC COM STK COMMON STOCK 45245W109 2040 52800 SH SOLE * 52800 IMPAC MORTGAGE HOLDI NGS INC C REITS/RICS 45254P102 6131 548400 SH SOLE * 548400 IMPCO TECHNOLOGIES I NC COM ST COMMON STOCK 45255W106 452 42384 SH SOLE * 42384 IMPERIAL CHEMICAL IN DUSTRIES ADRS STOCKS 452704505 569 21300 SH SOLE * 21300 IMPERIAL INDS INC COM STK COMMON STOCK 452848401 619 37155 SH SOLE * 37155 IMPERIAL TOBACCO GRO UP PLC AD ADRS STOCKS 453142101 432 7000 SH SOLE * 7000 IMS HEALTH INC COM STK COMMON STOCK 449934108 10259 382100 SH SOLE * 382100 INDYMAC BANCORP INC COM STK COMMON STOCK 456607100 2247 49000 SH SOLE * 49000 INERGY L P COM STK COMMON STOCK 456615103 1234 47904 SH SOLE * 47904 INFINEON TECHNOLOGIE S AG MUE ADRS STOCKS 45662N103 132 11800 SH SOLE * 11800 INFINITY INC COM STK COMMON STOCK 45663L403 121 17371 SH SOLE * 17371 INFINITY PPTY & CAS CORP COM S COMMON STOCK 45665Q103 795 19400 SH SOLE * 19400 INFOSONICS COMMON STOCK 456784107 101 16700 SH SOLE * 16700 INFOSYS TECHNOLOGIES LTD ADR ADRS STOCKS 456788108 6984 91400 SH SOLE * 91400 ING GROEP N V ADR ADRS STOCKS 456837103 590 15000 SH SOLE * 15000 INHIBITEX COMMON STOCK 45719T103 28 15837 SH SOLE * 15837 INLAND REAL ESTATE C ORP COM R REITS/RICS 457461200 286 19200 SH SOLE * 19200 INPHONIC INC COM COMMON STOCK 45772G105 1074 170400 SH SOLE * 170400 INTEGRAL SYSTEM INC (MD) COM S COMMON STOCK 45810H107 292 10899 SH SOLE * 10899 INTEL CORP COM STK COMMON STOCK 458140100 4084 214944 SH SOLE * 214944 INTER-TEL INC COM STK COMMON STOCK 458372109 278 13224 SH SOLE * 13224 INTERACTIVE DATA COR P COM STK COMMON STOCK 45840J107 613 30500 SH SOLE * 30500 INTERCONTINENTAL EXCHANGE COMMON STOCK 45865V100 2967 51200 SH SOLE * 51200 INTERDIGITAL COMMUNI CATIONS C COMMON STOCK 45866A105 1044 29900 SH SOLE * 29900 INTERMEC INC COM COMMON STOCK 458786100 516 22500 SH SOLE * 22500 INTERNAP NETWORK SVC S CORP CO COMMON STOCK 45885A102 125 119200 SH SOLE * 119200 INTERNATIONAL COAL G ROUP INC COMMON STOCK 45928H106 109 15100 SH SOLE * 15100 INTERNATIONAL GAME TECHNOLOGY COMMON STOCK 459902102 1802 47500 SH SOLE * 47500 INTERNATIONAL PAPER CO COM STK COMMON STOCK 460146103 1867 57800 SH SOLE * 57800 INTERNATIONAL RECTIF IER CORP COMMON STOCK 460254105 2802 71700 SH SOLE * 71700 INTERNATIONAL SECS E XCHANGE COMMON STOCK 46031W204 1618 42500 SH SOLE * 42500 INTERSECTIONS COMMON STOCK 460981301 277 25499 SH SOLE * 25499 INTERSIL CORP COMMON STOCK 46069S109 3023 130000 SH SOLE * 130000 INTERVOICE INC COM STK COMMON STOCK 461142101 468 65800 SH SOLE * 65800 INTRAWEST CORP CAD N PV COM (U COMMON STOCK 460915200 4352 136600 SH SOLE * 136600 INTUIT COM STK COMMON STOCK 461202103 33152 547606 SH SOLE * 547606 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 1242 10800 SH SOLE * 10800 INVESTMENT TECHNOLOG Y GROUP COMMON STOCK 46145F105 9328 183400 SH SOLE * 183400 INVITROGEN CORP COM STK COMMON STOCK 46185R100 12276 185800 SH SOLE * 185800 IOWA TELECOMM SR COMMON STOCK 462594201 401 21200 SH SOLE * 21200 IROBOT CORP COM STK COMMON STOCK 462726100 1309 52597 SH SOLE * 52597 IRSA INVERSIONES Y R EPRESENTA ADRS STOCKS 450047204 709 63100 SH SOLE * 63100 ISLE CAPRI CASINOS I NC COM ST COMMON STOCK 464592104 1283 50002 SH SOLE * 50002 ISONICS CORP COM STK COMMON STOCK 464895101 82 118400 SH SOLE * 118400 ISTAR FINANCIAL INC COM REIT REITS/RICS 45031U101 2877 76200 SH SOLE * 76200 ITRON INC COM STK COMMON STOCK 465741106 1712 28894 SH SOLE * 28894 ITT CORP COM STK COMMON STOCK 450911102 21760 439600 SH SOLE * 439600 J & J SNACK FOODS CO RP COM ST COMMON STOCK 466032109 245 7400 SH SOLE * 7400 J2 GLOBAL COMMUNICAT ONS INC C COMMON STOCK 46626E205 5935 190100 SH SOLE * 190100 JACK IN THE BOX COM STK COMMON STOCK 466367109 2344 59800 SH SOLE * 59800 JACKSN HWT TX SR COMMON STOCK 468202106 2383 76000 SH SOLE * 76000 JACUZZI BRANDS INC COM STK COMMON STOCK 469865109 289 32800 SH SOLE * 32800 JAMES RIV COAL CO COM STK COMMON STOCK 470355207 715 27000 SH SOLE * 27000 JEFFERIES GROUP INC NEW COM ST COMMON STOCK 472319102 13846 467300 SH SOLE * 467300 JETBLUE AWYS CORP COM STK COMMON STOCK 477143101 934 76900 SH SOLE * 76900 JLG INDS INC COM STK COMMON STOCK 466210101 4352 193400 SH SOLE * 193400 JM SMUCKER CO COM STK COMMON STOCK 832696405 6575 147100 SH SOLE * 147100 JOHN WILEY & SONS IN C CL A CO COMMON STOCK 968223206 1481 44600 SH SOLE * 44600 JOHNSON CTLS INC COM COMMON STOCK 478366107 775 9422 SH SOLE * 9422 JONES APPAREL GROUP INC COM ST COMMON STOCK 480074103 525 16500 SH SOLE * 16500 JONES LANG LASALLE I NC COM ST COMMON STOCK 48020Q107 6417 73300 SH SOLE * 73300 JPMORGAN CHASE & CO COM COMMON STOCK 46625H100 3378 80417 SH SOLE * 80417 K V PHARMACEUTICAL C O CL A CO COMMON STOCK 482740206 215 11500 SH SOLE * 11500 KANBAY INTERNATIONAL INC COM COMMON STOCK 48369P207 433 29752 SH SOLE * 29752 KANSAS CITY SOUTHN COM STK COMMON STOCK 485170302 1000 36100 SH SOLE * 36100 KB HOME COM STK COMMON STOCK 48666K109 280 6100 SH SOLE * 6100 KELLWOOD CO COM STK COMMON STOCK 488044108 301 10300 SH SOLE * 10300 KENSEY NASH CORP COM STK COMMON STOCK 490057106 286 9710 SH SOLE * 9710 KERR MCGEE CORP COM COMMON STOCK 492386107 27816 401100 SH SOLE * 401100 KEYSPAN CORP COM STK COMMON STOCK 49337W100 24822 614400 SH SOLE * 614400 KFORCE INC COM STK COMMON STOCK 493732101 1131 73000 SH SOLE * 73000 KIMBERLY-CLARK CORP COM STK COMMON STOCK 494368103 222 3600 SH SOLE * 3600 KINDER MORGAN COM STK COMMON STOCK 49455P101 10618 106300 SH SOLE * 106300 KINETIC CONCEPTS INC COM STK COMMON STOCK 49460W208 2260 51200 SH SOLE * 51200 KING PHARMACEUTICALS INC COM COMMON STOCK 495582108 2345 137916 SH SOLE * 137916 KIRBY CORP COM STK COMMON STOCK 497266106 4586 116100 SH SOLE * 116100 KITE REALTY GROUP TR COMMON STOCK 49803T102 582 37300 SH SOLE * 37300 KKR FINANCIAL CORP COM STK COMMON STOCK 482476306 2354 113100 SH SOLE * 113100 KNBT BANCORP INC COM STK COMMON STOCK 482921103 280 16939 SH SOLE * 16939 KNIGHT CAPITAL GROUP INC COM COMMON STOCK 499005106 8421 552900 SH SOLE * 552900 KNIGHTSBRIDGE TANKER S LTD COM COMMON STOCK G5299G106 391 14813 SH SOLE * 14813 KOHLS CORP COM STK COMMON STOCK 500255104 5894 99700 SH SOLE * 99700 KOMAG INC COM COMMON STOCK 500453204 4045 87590 SH SOLE * 87590 KONGZHONG CORP SPONS ADR ADRS STOCKS 50047P104 1604 182295 SH SOLE * 182295 KONINKLIJKE AHOLD NV ADR ADRS STOCKS 500467303 214 24700 SH SOLE * 24700 KOOKMIN BANK ADR ADRS STOCKS 50049M109 1370 16500 SH SOLE * 16500 KOREA ELEC PWR CO SPONS ADR ADRS STOCKS 500631106 834 44000 SH SOLE * 44000 KORN / FERRY INTL COM STK COMMON STOCK 500643200 241 12300 SH SOLE * 12300 KROGER CO COM STK COMMON STOCK 501044101 12609 576800 SH SOLE * 576800 KRONOS INC COM STK COMMON STOCK 501052104 3570 98600 SH SOLE * 98600 KT CORP SPONS ADR ADRS STOCKS 48268K101 1875 87400 SH SOLE * 87400 KYOCERA CORP ADR ADRS STOCKS 501556203 233 3000 SH SOLE * 3000 KYPHON INC COM STK COMMON STOCK 501577100 2359 61500 SH SOLE * 61500 LABOR READY INC COM STK COMMON STOCK 505401208 668 29500 SH SOLE * 29500 LABORATORY CORP AMER HLDGS CO COMMON STOCK 50540R409 4773 76700 SH SOLE * 76700 LADISH INC COM STK COMMON STOCK 505754200 2941 78500 SH SOLE * 78500 LAIDLAW INTL COMMON STOCK 50730R102 564 22400 SH SOLE * 22400 LAM RESH CORP COM STK COMMON STOCK 512807108 7203 154182 SH SOLE * 154182 LAN AIRLINES SA CHI LE ADR ADRS STOCKS 501723100 482 14800 SH SOLE * 14800 LANDAMERICA FINL GRO UP INC CO COMMON STOCK 514936103 1389 21500 SH SOLE * 21500 LANDSTAR SYSTEMS INC COM STK COMMON STOCK 515098101 3934 83295 SH SOLE * 83295 LASALLE HOTEL PROPER TIES COM REITS/RICS 517942108 1468 31700 SH SOLE * 31700 LATTICE SEMICONDUCTO R CORP CO COMMON STOCK 518415104 581 94045 SH SOLE * 94045 LAWSON SOFTWARE INC NEW COM ST COMMON STOCK 52078P102 120 17900 SH SOLE * 17900 LAZARD LTD COM COMMON STOCK G54050102 1349 33400 SH SOLE * 33400 LCA-VISION INC COM STK COMMON STOCK 501803308 4317 81600 SH SOLE * 81600 LEADIS TECHNOLOGY IN C COM STK COMMON STOCK 52171N103 516 93481 SH SOLE * 93481 LEAP WIRELESS INTERN ATIONAL I COMMON STOCK 521863308 4722 99516 SH SOLE * 99516 LEGGETT & PLATT INC COM STK COMMON STOCK 524660107 2343 93800 SH SOLE * 93800 LEHMAN BROTHERS HLDG S INC MED COMMON STOCK 524908100 32125 493100 SH SOLE * 493100 LEHMAN BROTHERS HLDG S INC MED OPTIONS - PUTS 99O96ZYK3 274 4200 SH PUT SOLE * 4200 LENNAR CORP CL A COM STK COMMON STOCK 526057104 652 14700 SH SOLE * 14700 LENOX GROUP INC COM STK COMMON STOCK 526262100 138 19500 SH SOLE * 19500 LEUCADIA NATL CORP COM STK COMMON STOCK 527288104 23661 810600 SH SOLE * 810600 LEVEL 3 COMMUNICATIO NS INC CO COMMON STOCK 52729N100 8124 1829738 SH SOLE * 1829738 LEXMARK INTERNATIONA L INC CL COMMON STOCK 529771107 30813 551900 SH SOLE * 551900 LIBBEY INC COM STK COMMON STOCK 529898108 275 37400 SH SOLE * 37400 LIBERTY GLOBAL INC COM STK COMMON STOCK 530555309 253 12300 SH SOLE * 12300 LIFECELL CORP COM STK COMMON STOCK 531927101 4783 154700 SH SOLE * 154700 LIFECORE BIOMEDICAL INC COM ST COMMON STOCK 532187101 501 31900 SH SOLE * 31900 LIFEPOINT HOSPITALS INC COM ST COMMON STOCK 53219L109 10386 323249 SH SOLE * 323249 LIGHTBRIDGE INC COM STK COMMON STOCK 532226107 930 71800 SH SOLE * 71800 LIMITED BRANDS INC COM STK COMMON STOCK 532716107 14881 581500 SH SOLE * 581500 LIN TV CORP CL A COM STK COMMON STOCK 532774106 280 37100 SH SOLE * 37100 LINCARE HLDGS INC COM STK COMMON STOCK 532791100 4363 115300 SH SOLE * 115300 LINCOLN NATL CORP IN D COM COMMON STOCK 534187109 13941 247000 SH SOLE * 247000 LINKTONE LTD ADR ADRS STOCKS 535925101 836 140458 SH SOLE * 140458 LITHIA MTRS INC CL A COM STK COMMON STOCK 536797103 658 21700 SH SOLE * 21700 LITTELFUSE INC COM STK COMMON STOCK 537008104 1734 50446 SH SOLE * 50446 LIVE NATION INC COM STK COMMON STOCK 538034109 1659 81500 SH SOLE * 81500 LLOYDS TSB GROUP PLC ADR ADRS STOCKS 539439109 414 10500 SH SOLE * 10500 LOCKHEED MARTIN CORP COM STK COMMON STOCK 539830109 904 12600 SH SOLE * 12600 LODGENET ENTERTAINME NT CORP C COMMON STOCK 540211109 927 49685 SH SOLE * 49685 LOEWS CORP COM STK COMMON STOCK 540424108 45458 1282300 SH SOLE * 1282300 LOEWS CORP COM STK COMMON STOCK 540424207 6021 117200 SH SOLE * 117200 LOGITECH INTERNATION AL SA AP ADRS STOCKS 541419107 1351 34800 SH SOLE * 34800 LOUISIANA-PAC CORP COM STK COMMON STOCK 546347105 3204 146300 SH SOLE * 146300 LOWES COS INC COM STK COMMON STOCK 548661107 12644 208400 SH SOLE * 208400 LSI LOGIC CORP COM STK COMMON STOCK 502161102 3330 372100 SH SOLE * 372100 LTX CORP COM STK COMMON STOCK 502392103 2180 311000 SH SOLE * 311000 LUBRIZOL CORP COM STK COMMON STOCK 549271104 1251 31400 SH SOLE * 31400 LUM MORT CPTL REIT COMMON STOCK 550278303 2695 291000 SH SOLE * 291000 LUMINEX CORP (DE) AUSTIN TX COMMON STOCK 55027E102 1529 87920 SH SOLE * 87920 LORAL SPACE & COMMUNICATIONS COMMON STOCK 543881106 240 8475 SH SOLE * 8475 M-SYSTEMS FLASH DISK PIONEERS COMMON STOCK M7061C100 969 32700 SH SOLE * 32700 MACROVISION CORP COM STK COMMON STOCK 555904101 6624 307800 SH SOLE * 307800 MAF BANCORP INC COM STK COMMON STOCK 55261R108 323 7537 SH SOLE * 7537 MAGELLAN PETROLEUM C ORP COM S COMMON STOCK 559091301 24 15400 SH SOLE * 15400 MAGMA DESIGN AUTOMAT ION INC C COMMON STOCK 559181102 184 25000 SH SOLE * 25000 MAGNA INTL INC CAD C L-A COM N COMMON STOCK 559222401 2814 39100 SH SOLE * 39100 MAHANAGAR TEL NIGAM LTD ADR ADRS STOCKS 559778402 71 10400 SH SOLE * 10400 MAIDENFORM BRANDS IN C COM STK COMMON STOCK 560305104 768 62300 SH SOLE * 62300 MANHATTAN ASSOCS INC COM STK COMMON STOCK 562750109 1631 80400 SH SOLE * 80400 MANITOWOC INC COM STK COMMON STOCK 563571108 14376 323048 SH SOLE * 323048 MANOR CARE INC NEW COM STK COMMON STOCK 564055101 5903 125800 SH SOLE * 125800 MANPOWER INC WIS COM STK COMMON STOCK 56418H100 11357 175800 SH SOLE * 175800 MANTECH INTERNATIONA L CORP CL COMMON STOCK 564563104 3282 106351 SH SOLE * 106351 MANULIFE FINANCIAL CORP CAD NP COMMON STOCK 56501R106 1843 58000 SH SOLE * 58000 MARATHON OIL CORP COM STK OPTIONS - PUTS 99O90H2Q1 791 9500 SH PUT SOLE * 9500 MARATHON OIL CORP COM STK OPTIONS - CALLS 99O92X7D8 225 2700 SH CALL SOLE * 2700 MARINER ENRGY COMMON STOCK 56845T305 737 40100 SH SOLE * 40100 MARKWEST ENERGY PART NERS LP COMMON STOCK 570759100 310 7500 SH SOLE * 7500 MARRIOTT INTERNATION AL INC COMMON STOCK 571903202 5684 149100 SH SOLE * 149100 MARSH & MCLENNAN COS INC COM COMMON STOCK 571748102 1065 39600 SH SOLE * 39600 MARTEK BIOSCIENCES C ORP COM S COMMON STOCK 572901106 9029 311867 SH SOLE * 311867 MARTIN MARIETTA MATE RIALS INC COMMON STOCK 573284106 3573 39200 SH SOLE * 39200 MARVEL ENTMT INC COM STK COMMON STOCK 57383T103 230 11500 SH SOLE * 11500 MARVELL TECHNOLOGY G ROUP LTD COMMON STOCK G5876H105 9832 221800 SH SOLE * 221800 MASTEC INC COM STK COMMON STOCK 576323109 771 58400 SH SOLE * 58400 MAXIMUS INC COM STK COMMON STOCK 577933104 482 20800 SH SOLE * 20800 MCAFEE INC COM COMMON STOCK 579064106 20142 829900 SH SOLE * 829900 MCCORMICK & CO INC COM STK COMMON STOCK 579780206 4999 149000 SH SOLE * 149000 MCCORMICK & SCHMICKS SEAFOOD COMMON STOCK 579793100 543 22800 SH SOLE * 22800 MCDATA CORP CL-A COM COMMON STOCK 580031201 111 27100 SH SOLE * 27100 MCDERMOTT INTERNATIO NAL INC C COMMON STOCK 580037109 13318 292900 SH SOLE * 292900 MCDONALDS CORP COM COMMON STOCK 580135101 5225 155500 SH SOLE * 155500 MCG CAPITAL CORP COM STK COMMON STOCK 58047P107 3007 189105 SH SOLE * 189105 MCKESSON CORP COM STK COMMON STOCK 58155Q103 32269 682500 SH SOLE * 682500 MDU RES GROUP INC COM STK COMMON STOCK 552690109 2200 60100 SH SOLE * 60100 MECHEL OAO ADR ADRS STOCKS 583840103 502 22400 SH SOLE * 22400 MEDCO HEALTH SOLUTIO NS INC CO COMMON STOCK 58405U102 5184 90500 SH SOLE * 90500 MEDICAL PRPS TR COMMON STOCK 58463J304 733 66400 SH SOLE * 66400 MEDIMMUNE INC COM STK COMMON STOCK 584699102 2499 92200 SH SOLE * 92200 MEDTRONIC INC COM STK COMMON STOCK 585055106 3064 65300 SH SOLE * 65300 MELLON FINANCIAL COR P COM STK COMMON STOCK 58551A108 23860 693000 SH SOLE * 693000 MEMBERWORKS INC COM STK COMMON STOCK 92534N101 2054 47743 SH SOLE * 47743 MENS WEARHOUSE INC COM STK COMMON STOCK 587118100 1230 40600 SH SOLE * 40600 MENTOR CORP MINN COM STK COMMON STOCK 587188103 1166 26800 SH SOLE * 26800 MENTOR GRAPHICS CORP COM STK COMMON STOCK 587200106 6175 475700 SH SOLE * 475700 MERCANTILE BANK CORP MI COM COMMON STOCK 587376104 366 9192 SH SOLE * 9192 MERCK & CO INC COM STK COMMON STOCK 589331107 17111 469700 SH SOLE * 469700 MERCURY GENERAL CORP COM STK COMMON STOCK 589400100 784 13900 SH SOLE * 13900 MEREDITH CORP COM STK COMMON STOCK 589433101 2650 53500 SH SOLE * 53500 MERIDIAN GOLD INC COM COMMON STOCK 589975101 1831 57800 SH SOLE * 57800 MERIDIAN RESOURCE CO RP COM ST COMMON STOCK 58977Q109 837 239000 SH SOLE * 239000 MERIX CORP COM STK COMMON STOCK 590049102 1116 101700 SH SOLE * 101700 MERRILL LYNCH & CO I NC COM ST COMMON STOCK 590188108 14197 204100 SH SOLE * 204100 MESA AIR GROUP INC COM STK COMMON STOCK 590479101 636 64548 SH SOLE * 64548 MESABI TR COM STK COMMON STOCK 590672101 252 13600 SH SOLE * 13600 METAL MANAGEMENT INC COM STK COMMON STOCK 591097209 2854 93200 SH SOLE * 93200 METLIFE INC COM STK COMMON STOCK 59156R108 7466 145800 SH SOLE * 145800 METTLER TOLEDO INTER NATIONAL COMMON STOCK 592688105 9328 154000 SH SOLE * 154000 MFA MTG INVTS INC COM STK COMMON STOCK 55272X102 458 66600 SH SOLE * 66600 MGIC INVT CORP COM STK COMMON STOCK 552848103 7352 113100 SH SOLE * 113100 MICHAELS STORES INC COM STK COMMON STOCK 594087108 6182 149900 SH SOLE * 149900 MICROCHIP TECHNOLOGY INC COM COMMON STOCK 595017104 2677 79800 SH SOLE * 79800 MICRON TECHNOLOGY IN C COM STK COMMON STOCK 595112103 4693 311600 SH SOLE * 311600 MICRONETICS INC DEL COM STK COMMON STOCK 595125105 254 16060 SH SOLE * 16060 MICROS SYS INC COM STK COMMON STOCK 594901100 511 11695 SH SOLE * 11695 MICROSTRATEGY INC COM STK COMMON STOCK 594972408 380 3900 SH SOLE * 3900 MID-AMERICA APARTMEN T COMMUNI REITS/RICS 59522J103 1516 27200 SH SOLE * 27200 MIDDLEBY CORP COM STK COMMON STOCK 596278101 1419 16399 SH SOLE * 16399 MILLEA HOLDINGS INC ADR ADRS STOCKS 60032R106 495 5317 SH SOLE * 5317 MILLER HERMAN INC COM STK COMMON STOCK 600544100 2487 96500 SH SOLE * 96500 MILLICOM INTL CELLULAR SA COMMON STOCK L6388F110 1518 33412 SH SOLE * 33412 MILLIPORE CORP COM STK COMMON STOCK 601073109 7244 115000 SH SOLE * 115000 MITTAL STEEL CO NV INC ADR ADRS STOCKS 60684P101 4244 139100 SH SOLE * 139100 MKS INSTRS INC COM STK COMMON STOCK 55306N104 1414 70300 SH SOLE * 70300 MOBILE MINI INC COM STK COMMON STOCK 60740F105 617 21100 SH SOLE * 21100 MOBILE TELESYSTEMS SP ADR ADRS STOCKS 607409109 2040 69300 SH SOLE * 69300 MODTECH HLDGS INC COM STK COMMON STOCK 60783C100 74 10900 SH SOLE * 10900 MOHAWK INDS INC COM STK COMMON STOCK 608190104 936 13300 SH SOLE * 13300 MOLEX INC COM STK COMMON STOCK 608554101 6043 180000 SH SOLE * 180000 MOLINA HEALTHCARE IN C COM STK COMMON STOCK 60855R100 750 19700 SH SOLE * 19700 MONACO COACH CORP COM STK COMMON STOCK 60886R103 853 67200 SH SOLE * 67200 MONEYGRAM INTL INC COM STK COMMON STOCK 60935Y109 6182 182100 SH SOLE * 182100 MONOGRAM BIOSCIENCES INC COM COMMON STOCK 60975U108 80 40295 SH SOLE * 40295 MONSTER WORLDWIDE INC COM COMMON STOCK 611742107 1279 29981 SH SOLE * 29981 MOODYS CORP COM STK COMMON STOCK 615369105 6481 119000 SH SOLE * 119000 MOOG INC CL A COM STK COMMON STOCK 615394202 2669 78000 SH SOLE * 78000 MORGAN STANLEY COM STK COMMON STOCK 617446448 46624 737612 SH SOLE * 737612 MORNINGSTAR INC COM COMMON STOCK 617700109 591 14237 SH SOLE * 14237 MORTGAGEIT HLDS REITS/RICS 61915Q108 324 26900 SH SOLE * 26900 MORTON'S RESTAURANT GROUP INC COMMON STOCK 619430101 175 11400 SH SOLE * 11400 MOSYS INC COM STK COMMON STOCK 619718109 435 55600 SH SOLE * 55600 MOVADO GROUP INC COM COMMON STOCK 624580106 1632 71100 SH SOLE * 71100 MOVIE GALLERY INC COM STK COMMON STOCK 624581104 883 142141 SH SOLE * 142141 MRO SOFTWARE INC COM STK COMMON STOCK 55347W105 567 28241 SH SOLE * 28241 MSC INDL DIRECT INC CL A COM S COMMON STOCK 553530106 600 12607 SH SOLE * 12607 MTC TECHNOLOGIES INC COM STK COMMON STOCK 55377A106 1560 66000 SH SOLE * 66000 MTR GAMING GROUP INC COM STK COMMON STOCK 553769100 952 101500 SH SOLE * 101500 MUELLER INDUSTRIES I NC COM ST COMMON STOCK 624756102 1324 40084 SH SOLE * 40084 MULTIMEDIA GAMES INC COM STK COMMON STOCK 625453105 351 34632 SH SOLE * 34632 MUNICIPAL MTG & EQUI TY L L C COMMON STOCK 62624B101 516 19000 SH SOLE * 19000 MYERS INDS INC COM STK COMMON STOCK 628464109 227 13200 SH SOLE * 13200 MYLAN LABORATORIES I NC COM ST COMMON STOCK 628530107 7896 394800 SH SOLE * 394800 NABORS INDUSTRIES LT D COM STK COMMON STOCK G6359F103 27921 826300 SH SOLE * 826300 NAM TAI ELECTRONICS INC COM ST COMMON STOCK 629865205 253 11300 SH SOLE * 11300 NARA BANCORP INC COM STK COMMON STOCK 63080P105 349 18600 SH SOLE * 18600 NATCO GROUP INC COM STK COMMON STOCK 63227W203 233 5800 SH SOLE * 5800 NATIONAL SEMICONDUCT OR CORP C COMMON STOCK 637640103 6623 277700 SH SOLE * 277700 NATIONWIDE FINL SVCS INC CL A COMMON STOCK 638612101 6916 156900 SH SOLE * 156900 NAVIGANT CONSULTING CO COMMON STOCK 63935N107 399 17600 SH SOLE * 17600 NAVISTAR INTL CORP COM STK COMMON STOCK 63934E108 441 17900 SH SOLE * 17900 NBTY INC COM COMMON STOCK 628782104 3457 144600 SH SOLE * 144600 NCI BLDG SYS INC COM COMMON STOCK 628852105 744 14000 SH SOLE * 14000 NDS GROUP PLC ADR ADRS STOCKS 628891103 1443 31000 SH SOLE * 31000 NETEASE COM INC ADR ADRS STOCKS 64110W102 1476 66100 SH SOLE * 66100 NETFLIX INC COM STK COMMON STOCK 64110L106 1341 49301 SH SOLE * 49301 NETGEAR INC COMMON STOCK 64111Q104 5226 241375 SH SOLE * 241375 NEUROCRINE BIOSCIENC ES INC CO COMMON STOCK 64125C109 419 39500 SH SOLE * 39500 NEW CENTURY FINANCIA L CORP RE REITS/RICS 6435EV108 1560 34100 SH SOLE * 34100 NEW RIV PHARMACEUTIC ALS INC C COMMON STOCK 648468205 683 23950 SH SOLE * 23950 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 1101 66700 SH SOLE * 66700 NEWCASTLE INVT CORP NEW COM RE REITS/RICS 65105M108 3451 136300 SH SOLE * 136300 NEWELL RUBBERMAID IN C MEDIUM COMMON STOCK 651229106 8364 323800 SH SOLE * 323800 NEWFIELD EXPL CO COM STK COMMON STOCK 651290108 3460 70700 SH SOLE * 70700 NEWKIRK RLTY TR INC COM STK COMMON STOCK 651497109 352 20300 SH SOLE * 20300 NEWMONT MINING CORP COM STK COMMON STOCK 651639106 6489 122600 SH SOLE * 122600 NEWPARK RESOURCES IN C COM STK COMMON STOCK 651718504 91 14800 SH SOLE * 14800 NEWPORT CORP COM STK COMMON STOCK 651824104 956 59300 SH SOLE * 59300 NEWS CORP CL A COM STK COMMON STOCK 65248E104 403 21000 SH SOLE * 21000 NGP CAPITAL RESOURCE S CO COM COMMON STOCK 62912R107 328 22400 SH SOLE * 22400 NICE SYS LTD ADR ADRS STOCKS 653656108 3183 113100 SH SOLE * 113100 NICOR INC COM STK COMMON STOCK 654086107 668 16100 SH SOLE * 16100 NIGHTHAWK RADIOLOGY HOLDINGS I COMMON STOCK 65411N105 851 47427 SH SOLE * 47427 NII HLDGS INC COM STK COMMON STOCK 62913F201 1877 33300 SH SOLE * 33300 NIKE INC CL B COM ST K COMMON STOCK 654106103 1863 23000 SH SOLE * 23000 NINETOWNS ADS ADRS STOCKS 654407105 125 24900 SH SOLE * 24900 NIPPON TELEG & TEL CORP SPONS ADRS STOCKS 654624105 1304 53300 SH SOLE * 53300 NMS COMMUNICATIONS C ORP COM S COMMON STOCK 629248105 512 141400 SH SOLE * 141400 NOBLE AFFILIATES INC COM STK COMMON STOCK 655044105 6410 136800 SH SOLE * 136800 NOKIA CORP ADR ADRS STOCKS 654902204 7857 387800 SH SOLE * 387800 NORDIC AMERICAN TANK ER SHIPPI COMMON STOCK G65773106 2971 81500 SH SOLE * 81500 NORDSTROM INC COM COMMON STOCK 655664100 219 6000 SH SOLE * 6000 NORFOLK SOUTHN CORP COM STK COMMON STOCK 655844108 6062 113900 SH SOLE * 113900 NORSK HYDRO A S ADR ADRS STOCKS 656531605 537 20100 SH SOLE * 20100 NORTH FORK BANCORPOR ATION INC COMMON STOCK 659424105 21424 710100 SH SOLE * 710100 NORTHERN TRUST CORP COM STK COMMON STOCK 665859104 21584 390300 SH SOLE * 390300 NORTHSTAR RLTY FIN CORP COM COMMON STOCK 66704R100 4537 377800 SH SOLE * 377800 NORTHWESTERN COMMON STOCK 668074305 4408 128313 SH SOLE * 128313 NOVAMERICA STEEL INC CAD COM COMMON STOCK 669959108 255 6300 SH SOLE * 6300 NOVELLUS SYS INC COM STK COMMON STOCK 670008101 4858 196700 SH SOLE * 196700 NS GROUP INC COM STK COMMON STOCK 628916108 903 16400 SH SOLE * 16400 NTT DOCOMO INC SPON ADR ADRS STOCKS 62942M201 211 14400 SH SOLE * 14400 NUCOR CORP COM STK COMMON STOCK 670346105 16291 300300 SH SOLE * 300300 NUCRYST PHARMACEUTIC ALS CORP COMMON STOCK 67035Q100 253 19600 SH SOLE * 19600 NVIDIA CORP COM STK COMMON STOCK 67066G104 1128 53000 SH SOLE * 53000 NVR INC COM STK COMMON STOCK 62944T105 737 1500 SH SOLE * 1500 O CHARLEYS INC TENN ESSEE COM COMMON STOCK 670823103 316 18600 SH SOLE * 18600 OAKLEY INC COM STK COMMON STOCK 673662102 903 53600 SH SOLE * 53600 OCEANEERING INTL INC COM STK COMMON STOCK 675232102 20811 453900 SH SOLE * 453900 OCWEN FINL CORP COM STK COMMON STOCK 675746309 2490 195900 SH SOLE * 195900 ODYSSEY HEALTHCARE I NC COM ST COMMON STOCK 67611V101 854 48600 SH SOLE * 48600 OFFICE DEPOT INC COM STK COMMON STOCK 676220106 1748 46000 SH SOLE * 46000 OFFICEMAX INC COMMON STOCK 67622P101 14633 359100 SH SOLE * 359100 OGE ENERGY CORP (HOL DING CO) COMMON STOCK 670837103 8148 232600 SH SOLE * 232600 OLD DOMINION FREIGHT LINE INC COMMON STOCK 679580100 1387 36900 SH SOLE * 36900 OLD NATIONAL BANCORP EVANSVIL COMMON STOCK 680033107 423 21200 SH SOLE * 21200 OLD REP INTL CORP COM STK COMMON STOCK 680223104 5216 244100 SH SOLE * 244100 OM GROUP INC COM STK COMMON STOCK 670872100 3307 107200 SH SOLE * 107200 OMI CORP-NEW COM STK COMMON STOCK Y6476W104 3518 162500 SH SOLE * 162500 OMNICARE INC COM STK COMMON STOCK 681904108 3509 74000 SH SOLE * 74000 OMNICELL INC COM STK COMMON STOCK 68213N109 854 61800 SH SOLE * 61800 OMNICOM GROUP INC COM STK COMMON STOCK 681919106 241 2700 SH SOLE * 2700 ONEOK PARTNERS LP UN IT COMMON STOCK 68268N103 799 16200 SH SOLE * 16200 OPEN SOLUTIONS INC COM STK COMMON STOCK 68371P102 1523 57217 SH SOLE * 57217 OPTEUM INC CL A COM REIT REITS/RICS 68384A100 762 84500 SH SOLE * 84500 OPTIMAL GROUP INC COMMON STOCK 68388R208 592 43800 SH SOLE * 43800 OPTIONSXPRESS HOLDIN GS INC CO COMMON STOCK 684010101 1527 65500 SH SOLE * 65500 ORACLE CORP COM STK COMMON STOCK 68389X105 27684 1910574 SH SOLE * 1910574 ORBITAL SCIENCES COR P COM STK COMMON STOCK 685564106 358 22200 SH SOLE * 22200 ORBOTECH LTD COM STK COMMON STOCK M75253100 1354 59037 SH SOLE * 59037 OREGON STEEL MILLS I NC COM ST COMMON STOCK 686079104 214 4234 SH SOLE * 4234 ORIENTAL FINANCIAL G ROUP INC COMMON STOCK 68618W100 166 13000 SH SOLE * 13000 ORMAT TECHNOLOGIES I NC COM ST COMMON STOCK 686688102 946 24800 SH SOLE * 24800 ORTHOFIX INTERNATION AL NV COM COMMON STOCK N6748L102 209 5478 SH SOLE * 5478 OSCIENT PHARMACEUTIC ALS COM COMMON STOCK 68812R105 17 20317 SH SOLE * 20317 OSI SYS INC COM STK COMMON STOCK 671044105 833 46900 SH SOLE * 46900 OVERSEAS SHIPHOLDING GROUP IN COMMON STOCK 690368105 7973 134800 SH SOLE * 134800 PACKAGING CORP AMER COM STK COMMON STOCK 695156109 934 42400 SH SOLE * 42400 PACKETEER INC COM STK COMMON STOCK 695210104 2926 258000 SH SOLE * 258000 PACTIV CORP COM STK COMMON STOCK 695257105 5279 213300 SH SOLE * 213300 PAIN THERAPEUTICS IN C COM STK COMMON STOCK 69562K100 163 19500 SH SOLE * 19500 PALM INC NEW COM STK COMMON STOCK 696643105 3462 215050 SH SOLE * 215050 PALOMAR MED TECHNOLO GIES INC COMMON STOCK 697529303 2172 47600 SH SOLE * 47600 PAN AMERICAN SILVER CORP CAN C COMMON STOCK 697900108 893 49644 SH SOLE * 49644 PANAMSAT HOLDING CORP COM COMMON STOCK 69831Y105 3123 125000 SH SOLE * 125000 PANTRY INC COM STK COMMON STOCK 698657103 2842 49387 SH SOLE * 49387 PAPA JOHNS INTL INC COM STK COMMON STOCK 698813102 5010 150900 SH SOLE * 150900 PAR PHARMACEUTICAL C OS INC CO COMMON STOCK 69888P106 1582 85700 SH SOLE * 85700 PAREXEL INTERNATIONA L CORP CO COMMON STOCK 699462107 3808 132000 SH SOLE * 132000 PARK ELECTROCHEMICAL CORP COM COMMON STOCK 700416209 1311 50900 SH SOLE * 50900 PARKER DRILLING CO COM STK COMMON STOCK 701081101 915 127400 SH SOLE * 127400 PARKER-HANNIFIN CORP COM STK COMMON STOCK 701094104 3849 49600 SH SOLE * 49600 PARLUX FRAGRANCES IN C COM STK COMMON STOCK 701645103 1091 112600 SH SOLE * 112600 PARTNER COMMUNICATIO NS COMPAN ADRS STOCKS 70211M109 354 43100 SH SOLE * 43100 PARTNERRE LIMITED BERMUDA COMMON STOCK G6852T105 1755 27400 SH SOLE * 27400 PARTNERS TRUST FINAN CIAL GROU COMMON STOCK 70213F102 135 11802 SH SOLE * 11802 PATNI COMPUTER SYS ADR ADRS STOCKS 703248203 293 20500 SH SOLE * 20500 PATTERSON-UTI ENERGY INC (EX COMMON STOCK 703481101 5685 200800 SH SOLE * 200800 PAXAR CORP COM STK COMMON STOCK 704227107 527 25600 SH SOLE * 25600 PAYLESS SHOESOURCE I NC COM ST COMMON STOCK 704379106 10292 378800 SH SOLE * 378800 PDI INC COM STK COMMON STOCK 69329V100 186 12900 SH SOLE * 12900 PEABODY ENERGY CORP COM STK COMMON STOCK 704549104 853 15300 SH SOLE * 15300 PEDIATRIX MED GROUP COM STK COMMON STOCK 705324101 10029 221400 SH SOLE * 221400 PEERLESS SYSTEMS COR P COM STK COMMON STOCK 705536100 131 25600 SH SOLE * 25600 PEETS COFFEE & TEA I NC COM ST COMMON STOCK 705560100 447 14812 SH SOLE * 14812 PENN VA CORP COM STK COMMON STOCK 707882106 224 3200 SH SOLE * 3200 PENWEST PHARMACEUTIC ALS CO CO COMMON STOCK 709754105 203 9296 SH SOLE * 9296 PEOPLESUPPORT COMMON STOCK 712714302 2062 153176 SH SOLE * 153176 PEPSI BOTTLING GROUP INC COM COMMON STOCK 713409100 2553 79400 SH SOLE * 79400 PEPSICO INC COM STK COMMON STOCK 713448108 8712 145100 SH SOLE * 145100 PERKINELMER INC COM STK COMMON STOCK 714046109 3568 170700 SH SOLE * 170700 PERMIAN BASIN RTY TR COM STK COMMON STOCK 714236106 202 13100 SH SOLE * 13100 PETROBRAS ENERGIA PA RTICIPACI ADRS STOCKS 71646M102 1202 107300 SH SOLE * 107300 PETROCHINA CO LTD ADR ADRS STOCKS 71646E100 2253 20871 SH SOLE * 20871 PETROLEO BRASIL ADR ADRS STOCKS 71654V408 8002 89600 SH SOLE * 89600 PETROLEUM GEO-SERVIC ES ASA AD ADRS STOCKS 716599105 1337 21300 SH SOLE * 21300 PFIZER INC COM COMMON STOCK 717081103 1122 47814 SH SOLE * 47814 PHARMACEUTICAL PRODU CTS DEVEL COMMON STOCK 717124101 11498 327400 SH SOLE * 327400 PHASE FORWARD COMMON STOCK 71721R406 1411 122500 SH SOLE * 122500 PHELPS DODGE CORP COM STK COMMON STOCK 717265102 47069 572900 SH SOLE * 572900 PHILADELPHIA CONS HL DG CORP C COMMON STOCK 717528103 5879 193640 SH SOLE * 193640 PHILIPPINE LONG DISTANCE TEL C ADRS STOCKS 718252604 1257 36400 SH SOLE * 36400 PHOTON DYNAMICS INC COM STK COMMON STOCK 719364101 724 57791 SH SOLE * 57791 PHOTRONICS INC COM STK COMMON STOCK 719405102 1239 83700 SH SOLE * 83700 PINNACLE AIRLINES CORP COMMON STOCK 723443107 453 64280 SH SOLE * 64280 PINNACLE ENTERTAINMENT COMMON STOCK 723456109 8260 269500 SH SOLE * 269500 PIONEER DRILLING CO COM STK COMMON STOCK 723655106 1962 127100 SH SOLE * 127100 PIPER JAFFRAY COS COM STK COMMON STOCK 724078100 1267 20700 SH SOLE * 20700 PIXELPLUS CO LTD SU WON ADR ADRS STOCKS 72582A102 20 10400 SH SOLE * 10400 PLANAR SYS INC COM STK COMMON STOCK 726900103 407 33800 SH SOLE * 33800 PLEXUS CORP COM STK COMMON STOCK 729132100 4228 123600 SH SOLE * 123600 PLUM CREEK TIMBER CO MPANY INC REITS/RICS 729251108 2673 75300 SH SOLE * 75300 PMC-SIERRA INC COM STK COMMON STOCK 69344F106 554 58938 SH SOLE * 58938 PMI GROUP INC COM STK COMMON STOCK 69344M101 2260 50700 SH SOLE * 50700 PNC FINANCIAL SERVIC ES GROUP COMMON STOCK 693475105 19669 280300 SH SOLE * 280300 POGO PRODUCING CO COM STK COMMON STOCK 730448107 2425 52600 SH SOLE * 52600 POLO RALPH LAUREN CO RP CL A C COMMON STOCK 731572103 11628 211800 SH SOLE * 211800 POLYONE CORP COM STK COMMON STOCK 73179P106 868 98900 SH SOLE * 98900 POPULAR INC COM STK COMMON STOCK 733174106 1319 68677 SH SOLE * 68677 PORTALPLAYER COMMON STOCK 736187204 918 93600 SH SOLE * 93600 PORTFOLIO RECOVERY A SSOCS INC COMMON STOCK 73640Q105 3098 67785 SH SOLE * 67785 POSCO SPONS ADR ADRS STOCKS 693483109 7038 105200 SH SOLE * 105200 POST PROPERTIES INC COM REIT REITS/RICS 737464107 3187 70300 SH SOLE * 70300 POTLATCH HOLDINGS INC COM COMMON STOCK 737630103 249 6600 SH SOLE * 6600 POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 2307 253000 SH SOLE * 253000 PPL CORP COM STK COMMON STOCK 69351T106 2726 84400 SH SOLE * 84400 PRE PAID LEGAL SVCS INC COM ST COMMON STOCK 740065107 452 13100 SH SOLE * 13100 PRG-SCHULTZ INTL INC COM STK COMMON STOCK 69357C107 258 573500 SH SOLE * 573500 PRICE T ROWE GROUP I NC COM ST COMMON STOCK 74144T108 10817 286100 SH SOLE * 286100 PRICELINE COM INC COMMON STOCK 741503403 2568 86000 SH SOLE * 86000 PRIDE INTL INC COM STK COMMON STOCK 74153Q102 319 10200 SH SOLE * 10200 PRIMUS GUARANTY LTD COM STK COMMON STOCK G72457107 230 20700 SH SOLE * 20700 PRINCIPAL FINANCIAL GROUP INC COMMON STOCK 74251V102 579 10400 SH SOLE * 10400 PROASSURANCE CORP COM STK COMMON STOCK 74267C106 4004 83100 SH SOLE * 83100 PROGRESSIVE CORP OH COM STK COMMON STOCK 743315103 32019 1245400 SH SOLE * 1245400 PROQUEST CO COM STK COMMON STOCK 74346P102 683 55600 SH SOLE * 55600 PROTECTIVE LIFE CORP DEL COM COMMON STOCK 743674103 793 17000 SH SOLE * 17000 PRUDENTIAL FINL INC INTERNOTES COMMON STOCK 744320102 272 3500 SH SOLE * 3500 PSYCHIATRIC SOLUTION S INC COM COMMON STOCK 74439H108 624 21761 SH SOLE * 21761 PT TELEKOMUNIKASI IN DONESIA ( ADRS STOCKS 715684106 520 16200 SH SOLE * 16200 PUBLIC SVC ELEC & GA S CO COM COMMON STOCK 744573106 13257 200500 SH SOLE * 200500 Praxair Inc COM STK COMMON STOCK 74005P104 205 3800 SH SOLE * 3800 QIAO XING UNIVERSAL TELEPHONE COMMON STOCK G7303A109 227 23300 SH SOLE * 23300 QLOGIC CORP COM STK COMMON STOCK 747277101 6486 376200 SH SOLE * 376200 QLT INC COMMON STOCK 746927102 81 11500 SH SOLE * 11500 QUALCOMM INC COM STK COMMON STOCK 747525103 21249 530300 SH SOLE * 530300 QUALITY SYS INC COM STK COMMON STOCK 747582104 3985 108218 SH SOLE * 108218 QUANTA SVCS INC COM STK COMMON STOCK 74762E102 468 27000 SH SOLE * 27000 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 13824 230700 SH SOLE * 230700 QUEST SOFTWARE INC COM STK COMMON STOCK 74834T103 447 31900 SH SOLE * 31900 QUESTAR CORP COM STK COMMON STOCK 748356102 17611 218800 SH SOLE * 218800 QUIDEL CORP COM STK COMMON STOCK 74838J101 849 89383 SH SOLE * 89383 QUIKSILVER INC COM STK COMMON STOCK 74838C106 1719 141100 SH SOLE * 141100 R & G FINL CORP CL B COM COMMON STOCK 749136107 244 28400 SH SOLE * 28400 RADIAN GROUP INC COM STK COMMON STOCK 750236101 21876 354100 SH SOLE * 354100 RADIO ONE INC COM STK COMMON STOCK 75040P405 2873 388200 SH SOLE * 388200 RADISYS CORP COM STK COMMON STOCK 750459109 1757 80000 SH SOLE * 80000 RADVISION LTD COM STK COMMON STOCK M81869105 1634 102514 SH SOLE * 102514 RADYNE CORP COM STK COMMON STOCK 750611402 337 29600 SH SOLE * 29600 RAILAMERICA INC COM STK COMMON STOCK 750753105 399 38100 SH SOLE * 38100 RALCORP HOLDINGS INC COM COMMON STOCK 751028101 2522 59300 SH SOLE * 59300 RAMBUS INC DEL COM STK COMMON STOCK 750917106 2222 97400 SH SOLE * 97400 RARE HOSPITALITY INT L INC COM COMMON STOCK 753820109 466 16200 SH SOLE * 16200 RAYMOND JAMES FINL I NC COM ST COMMON STOCK 754730109 872 28800 SH SOLE * 28800 RAYONIER INC COM STK COMMON STOCK 754907103 758 20000 SH SOLE * 20000 RAYTHEON COMPANY COM COMMON STOCK 755111507 2139 48000 SH SOLE * 48000 REALTY INCOME CORP COM REIT REITS/RICS 756109104 204 9300 SH SOLE * 9300 REDBACK NETWRKS COMMON STOCK 757209507 2261 123300 SH SOLE * 123300 REDWOOD TRUST INC COM REIT REITS/RICS 758075402 1733 35500 SH SOLE * 35500 REED ELSEVIER PLC ADR ADRS STOCKS 758205108 290 7200 SH SOLE * 7200 REGAL-BELOIT CORP COM STK COMMON STOCK 758750103 2305 52200 SH SOLE * 52200 REGENCY CENTERS CORP COMMON STOCK 758849103 5979 96200 SH SOLE * 96200 REGENERON PHARMACEUT ICALS INC COMMON STOCK 75886F107 177 13800 SH SOLE * 13800 REINSURANCE GROUP AM ER INC CO COMMON STOCK 759351109 3878 78900 SH SOLE * 78900 RELIANCE STEEL & ALUMINUM CO COMMON STOCK 759509102 4015 48400 SH SOLE * 48400 RELIV INTERNATIONAL INC COM ST COMMON STOCK 75952R100 144 14600 SH SOLE * 14600 REMINGTON OIL & GAS CORP COM S COMMON STOCK 759594302 3606 82000 SH SOLE * 82000 RENAISSANCERE HOLDIN GS LTD CO COMMON STOCK G7496G103 11994 247500 SH SOLE * 247500 RENT A CTR INC NEW COM STK COMMON STOCK 76009N100 4289 172517 SH SOLE * 172517 REPSOL YPF SA ADR ADRS STOCKS 76026T205 289 10300 SH SOLE * 10300 REPUBLIC BANCORP INC MICHIGAN COMMON STOCK 760282103 205 16574 SH SOLE * 16574 RES-CARE INC COM STK COMMON STOCK 760943100 568 28400 SH SOLE * 28400 RESMED INC COM STK COMMON STOCK 761152107 5822 124000 SH SOLE * 124000 RESPIRONICS INC COM STK COMMON STOCK 761230101 4906 143367 SH SOLE * 143367 RESTORATION HARDWARE INC DEL COMMON STOCK 760981100 155 21521 SH SOLE * 21521 REYNOLDS & REYNOLDS CO CL A CO COMMON STOCK 761695105 8474 276300 SH SOLE * 276300 RF MICRO DEVICES INC COM STK COMMON STOCK 749941100 8070 1351700 SH SOLE * 1351700 RIGHTNOW TECHNOLOGIE S INC COM COMMON STOCK 76657R106 1583 94900 SH SOLE * 94900 RIO TINTO PLC ADR ADRS STOCKS 767204100 2097 10000 SH SOLE * 10000 RLI CORP COM STK COMMON STOCK 749607107 819 17000 SH SOLE * 17000 ROBBINS & MYERS INC COM STK COMMON STOCK 770196103 593 22700 SH SOLE * 22700 ROBERT HALF INTERNAT IONAL INC COMMON STOCK 770323103 5699 135700 SH SOLE * 135700 ROCK-TENN CO CL A COM STK COMMON STOCK 772739207 737 46200 SH SOLE * 46200 ROCKWOOD HLDGS INC COM STK COMMON STOCK 774415103 3249 141200 SH SOLE * 141200 ROGERS CORP COM STK COMMON STOCK 775133101 980 17400 SH SOLE * 17400 ROHM & HAAS CO COM STK COMMON STOCK 775371107 546 10900 SH SOLE * 10900 ROTECH HEALTHCARE IN C COM STK COMMON STOCK 778669101 73 19400 SH SOLE * 19400 ROWAN COS INC COM STK COMMON STOCK 779382100 1135 31900 SH SOLE * 31900 ROYAL BANK OF CANADA CAD NPV COMMON STOCK 780087102 3919 96300 SH SOLE * 96300 ROYAL DUTCH SHELL PL C ADR ADRS STOCKS 780259206 15492 231300 SH SOLE * 231300 RSA SEC INC COM STK COMMON STOCK 749719100 9355 345200 SH SOLE * 345200 RUBY TUESDAY INC COM STK COMMON STOCK 781182100 247 10100 SH SOLE * 10100 RUDOPLH TECHNOLOGIES INC COM COMMON STOCK 781270103 789 54400 SH SOLE * 54400 RUSSELL CORP COM STK COMMON STOCK 782352108 1100 60600 SH SOLE * 60600 RUTH CHRIS STEAK COMMON STOCK 783332109 2430 118982 SH SOLE * 118982 RYANS RESTAURANT GRO UP INC CO COMMON STOCK 783520109 156 13107 SH SOLE * 13107 RYDER SYSTEM INC COM STK COMMON STOCK 783549108 1128 19300 SH SOLE * 19300 RYERSON INC COM STK COMMON STOCK 78375P107 1688 62500 SH SOLE * 62500 S & P DEPOSITORY RECEIPTS TR U OPTIONS - CALLS 78462F0IW 1272 10000 SH CALL SOLE * 10000 S & P DEPOSITORY RECEIPTS TR U OPTIONS - CALLS 78462F0IX 1272 10000 SH CALL SOLE * 10000 S & P DEPOSITORY RECEIPTS TR U OPTIONS - PUTS 78462F0UV 751 5900 SH PUT SOLE * 5900 S & P DEPOSITORY RECEIPTS TR U OPTIONS - PUTS 78462F0UW 1272 10000 SH PUT SOLE * 10000 SABINE ROYALTY TRUST COM STK COMMON STOCK 785688102 327 7500 SH SOLE * 7500 SAFECO CORP COM STK COMMON STOCK 786429100 494 8767 SH SOLE * 8767 SAFENET INC COM STK COMMON STOCK 78645R107 3519 198600 SH SOLE * 198600 SAFETY INS GROUP INC COM STK COMMON STOCK 78648T100 418 8800 SH SOLE * 8800 SAIFUN SEMICONDUCTOR S LTD COM COMMON STOCK M8233P102 1209 42184 SH SOLE * 42184 SALEM COMMUNICATIONS CORP CA COMMON STOCK 794093104 207 15940 SH SOLE * 15940 SALESFORCE COM INC COM STK COMMON STOCK 79466L302 403 15100 SH SOLE * 15100 SAN JUAN BASIN RTY T R COM STK COMMON STOCK 798241105 518 13300 SH SOLE * 13300 SANDISK CORP COM STK COMMON STOCK 80004C101 4563 89500 SH SOLE * 89500 SANDISK CORP COM STK OPTIONS - CALLS 99O90PG13 1402 27500 SH CALL SOLE * 27500 SANDISK CORP COM STK OPTIONS - PUTS 99O911C19 678 13300 SH PUT SOLE * 13300 SANMINA-SCI CORP COM STK COMMON STOCK 800907107 8381 1822000 SH SOLE * 1822000 SANTA FE ENERGY TR COM STK COMMON STOCK 802013102 376 12800 SH SOLE * 12800 SARA LEE CORP COM COMMON STOCK 803111103 253 15800 SH SOLE * 15800 SASOL LTD ADR ADRS STOCKS 803866300 344 8900 SH SOLE * 8900 SAVIENT PHARMACEUTIC ALS INC COMMON STOCK 80517Q100 218 41436 SH SOLE * 41436 SAXON CAPITAL INC REIT REITS/RICS 80556T106 1526 133400 SH SOLE * 133400 SBA COMMUNICATIONS C ORP CL A COMMON STOCK 78388J106 6451 246800 SH SOLE * 246800 SCANA CORP COM STK COMMON STOCK 80589M102 2049 53100 SH SOLE * 53100 SCANSOURCE INC COM STK COMMON STOCK 806037107 1827 62300 SH SOLE * 62300 SCHERING PLOUGH CORP COM STK COMMON STOCK 806605101 1109 58300 SH SOLE * 58300 SCHLUMBERGER LTD USD .01 COM COMMON STOCK 806857108 273 4200 SH SOLE * 4200 SCHOOL SPECIALTY INC COM STK COMMON STOCK 807863105 1268 39800 SH SOLE * 39800 SCHULMAN A INC COM STK COMMON STOCK 808194104 326 14260 SH SOLE * 14260 SEA CONTAINERS LTD CL A COM ST COMMON STOCK 811371707 97 20500 SH SOLE * 20500 SEACHANGE INTERNATIO NAL INC C COMMON STOCK 811699107 630 90500 SH SOLE * 90500 SEAGATE TECHNOLOGY COM STK COMMON STOCK G7945J104 500 22100 SH SOLE * 22100 SEI INVESTMENTS COMP ANY COM S COMMON STOCK 784117103 14630 299300 SH SOLE * 299300 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 1416 25349 SH SOLE * 25349 SEMPRA ENERGY COM STK COMMON STOCK 816851109 555 12200 SH SOLE * 12200 SEMTECH CORP COM STK COMMON STOCK 816850101 682 47200 SH SOLE * 47200 SENIOR HOUSING PROPE RTIES TRU REITS/RICS 81721M109 863 48200 SH SOLE * 48200 SENSIENT TECHNOLOGIE S CORP CO COMMON STOCK 81725T100 3084 147500 SH SOLE * 147500 SEROLOGICALS CORP COM STK COMMON STOCK 817523103 1472 46810 SH SOLE * 46810 SERVICE CORP INTL COM STK COMMON STOCK 817565104 221 27200 SH SOLE * 27200 SHANDA INTRATIV ADRS STOCKS 81941Q203 1135 87614 SH SOLE * 87614 SHIP FINANCE INTL COMMON STOCK G81075106 1194 69000 SH SOLE * 69000 SHIRE PLC ADR ADRS STOCKS 82481R106 3543 80100 SH SOLE * 80100 SHURGARD STORAGE CEN TERS INC REITS/RICS 82567D104 631 10100 SH SOLE * 10100 SIERRA HEALTH SVCS I NC COM ST COMMON STOCK 826322109 13865 307900 SH SOLE * 307900 SIERRA WIRELESS INC COMMON STOCK 826516106 1515 84000 SH SOLE * 84000 SILGAN HLDGS INC COM STK COMMON STOCK 827048109 1154 31171 SH SOLE * 31171 SILICOM LTD COM STK COMMON STOCK M84116108 124 17681 SH SOLE * 17681 SILICON LABORATORIES INC COM COMMON STOCK 826919102 278 7900 SH SOLE * 7900 SINCLAIR BROADCAST G ROUP INC COMMON STOCK 829226109 774 90400 SH SOLE * 90400 SINOPEC SHANGHAI PETROCHEMICAL ADRS STOCKS 82935M109 212 4300 SH SOLE * 4300 SIRENZA MICRODEVICES INC COMMON STOCK 82966T106 389 32079 SH SOLE * 32079 SK TELECOM CO LTD AD R (SPONSO ADRS STOCKS 78440P108 2375 101400 SH SOLE * 101400 SKECHERS U S A INC CL A COM ST COMMON STOCK 830566105 2336 96900 SH SOLE * 96900 SKILLSOFT PLC ADR ADRS STOCKS 830928107 228 37200 SH SOLE * 37200 SKY FINANCIAL GROUP INC COM ST COMMON STOCK 83080P103 1659 70247 SH SOLE * 70247 SKYWEST INC COM STK COMMON STOCK 830879102 1959 79000 SH SOLE * 79000 SLM CORP EDNOTES BOO K ENTRY C COMMON STOCK 78442P106 2937 55500 SH SOLE * 55500 SMART MODULAR TECHNO LOGIES (W COMMON STOCK G82245104 402 45751 SH SOLE * 45751 SNAP ON INC COM STK COMMON STOCK 833034101 8242 203900 SH SOLE * 203900 SOCIEDAD QUIMICA Y M INERA DE ADRS STOCKS 833635105 552 5300 SH SOLE * 5300 SOHU.COM INC COM STK COMMON STOCK 83408W103 7288 282600 SH SOLE * 282600 SOLECTRON CORP COM STK COMMON STOCK 834182107 1557 455200 SH SOLE * 455200 SOMANETICS CORP COM STK COMMON STOCK 834445405 793 41500 SH SOLE * 41500 SONICWALL INC COM STK COMMON STOCK 835470105 4039 449300 SH SOLE * 449300 SOURCECORP INC CASH MERGER COMMON STOCK 836167106 815 32862 SH SOLE * 32862 SOUTH FINL GROUP INC COM STK COMMON STOCK 837841105 2230 84431 SH SOLE * 84431 SOUTHWEST AIRLINES C O COM STK COMMON STOCK 844741108 648 39600 SH SOLE * 39600 SOUTHWEST BANCORP IN C OKLA CO COMMON STOCK 844767103 203 7943 SH SOLE * 7943 SOUTHWESTERN ENERGY COMPANY (D COMMON STOCK 845467109 1863 59800 SH SOLE * 59800 SOVEREIGN BANCORP IN C COM STK COMMON STOCK 845905108 5260 259000 SH SOLE * 259000 SOVRAN SELF STORAGE INC COM RE REITS/RICS 84610H108 625 12300 SH SOLE * 12300 SPANSION INC COM STK COMMON STOCK 84649R101 3395 213010 SH SOLE * 213010 SPARTAN STORES INC COM STK COMMON STOCK 846822104 148 10100 SH SOLE * 10100 SPARTECH CORP COM STK COMMON STOCK 847220209 1862 82400 SH SOLE * 82400 SPHERIX INC COM STK COMMON STOCK 84842R106 18 11500 SH SOLE * 11500 SPIRIT FINANCE CORP COM STK REITS/RICS 848568309 3245 288200 SH SOLE * 288200 SPSS INC COM STK COMMON STOCK 78462K102 2349 73100 SH SOLE * 73100 SPX CORP COM STK COMMON STOCK 784635104 12426 222100 SH SOLE * 222100 ST. PAUL TRAVELERS C OMPANIES COMMON STOCK 792860108 1346 30200 SH SOLE * 30200 STANCORP FINL GROUP INC COM ST COMMON STOCK 852891100 7820 153600 SH SOLE * 153600 STAR GAS PARTNERS L. P. COM ST COMMON STOCK 85512C105 35 12991 SH SOLE * 12991 STATE AUTO FINL CORP COM STK COMMON STOCK 855707105 1328 40800 SH SOLE * 40800 STATE STR CORP COM STK COMMON STOCK 857477103 12873 221600 SH SOLE * 221600 STEEL DYNAMICS INC COM STK COMMON STOCK 858119100 15872 241430 SH SOLE * 241430 STEIN MART INC COM STK COMMON STOCK 858375108 775 52385 SH SOLE * 52385 STEINER LEISURE LTD COM STK COMMON STOCK P8744Y102 392 9906 SH SOLE * 9906 STERIS CORP COM STK COMMON STOCK 859152100 734 32100 SH SOLE * 32100 STERLING FINANCIAL C ORP (WASH COMMON STOCK 859319105 214 7000 SH SOLE * 7000 STMICROELECTRONICS N V ADR ADRS STOCKS 861012102 2105 131000 SH SOLE * 131000 STONE ENERGY CORP COM STK COMMON STOCK 861642106 1774 38100 SH SOLE * 38100 STORA ENSO CORP ADR ADRS STOCKS 86210M106 201 14400 SH SOLE * 14400 STRAYER ED INC COM STK COMMON STOCK 863236105 8133 83744 SH SOLE * 83744 STRIDE RITE CORP COM STK COMMON STOCK 863314100 181 13700 SH SOLE * 13700 STRYKER CORP COM COMMON STOCK 863667101 2211 52500 SH SOLE * 52500 SUN INC COM STK COMMON STOCK 86764P109 1129 16300 SH SOLE * 16300 SUN MICROSYSTEMS INC COM STK COMMON STOCK 866810104 2523 607975 SH SOLE * 607975 SUNRISE SENIOR LIVIN G INC COM COMMON STOCK 86768K106 315 11400 SH SOLE * 11400 SUNTECH PWR HLDGS CO LTD ADR ADRS STOCKS 86800C104 7447 263600 SH SOLE * 263600 SUNTRUST BKS INC COM STK COMMON STOCK 867914103 892 11700 SH SOLE * 11700 SUPERIOR ESSEX INC COM STK COMMON STOCK 86815V105 3871 129328 SH SOLE * 129328 SUPERIOR WELL SERVIC ES INC CO COMMON STOCK 86837X105 208 8343 SH SOLE * 8343 SUPERTEX INC COM STK COMMON STOCK 868532102 667 16700 SH SOLE * 16700 SUSQUEHANNA BANCSHAR ES INC PA COMMON STOCK 869099101 820 34296 SH SOLE * 34296 SWIFT ENERGY CO COM STK COMMON STOCK 870738101 6749 157200 SH SOLE * 157200 SWIFT TRANSPORTATION INC COM COMMON STOCK 870756103 12799 403000 SH SOLE * 403000 SWISSCOM ADR ADRS STOCKS 871013108 280 8500 SH SOLE * 8500 SYBASE INC COM COMMON STOCK 871130100 1046 53900 SH SOLE * 53900 SYCAMORE NETWORKS IN C COM STK COMMON STOCK 871206108 302 74500 SH SOLE * 74500 SYMANTEC CORP COM STK COMMON STOCK 871503108 2068 133072 SH SOLE * 133072 SYMBOL TECHNOLOGIES INC COM COMMON STOCK 871508107 4856 450000 SH SOLE * 450000 SYNIVERSE HLDGS INC COM STK COMMON STOCK 87163F106 326 22200 SH SOLE * 22200 SYNNEX CORP COM STK COMMON STOCK 87162W100 540 28500 SH SOLE * 28500 SYNOPSYS INC COMMON STOCK 871607107 6761 360211 SH SOLE * 360211 SYNPLICITY INC COM STK COMMON STOCK 87160Y108 95 16200 SH SOLE * 16200 Safeway Inc (formerl y Safeway COMMON STOCK 786514208 754 29000 SH SOLE * 29000 TALISMAN ENERGY INC CAD COM COMMON STOCK 87425E103 15180 868400 SH SOLE * 868400 TALK AMERICA HOLDING S INC COM COMMON STOCK 87426R202 125 20242 SH SOLE * 20242 TALX CORP COM STK COMMON STOCK 874918105 3604 164800 SH SOLE * 164800 TARO PHARMACEUTICAL INDUSTRIES COMMON STOCK M8737E108 897 84500 SH SOLE * 84500 TASER INTERNATIONAL INC COM ST COMMON STOCK 87651B104 111 14000 SH SOLE * 14000 TAUBMAN CTRS INC COM REIT REITS/RICS 876664103 1967 48100 SH SOLE * 48100 TCF FINL CORP COM STK COMMON STOCK 872275102 286 10800 SH SOLE * 10800 TD AMERITRADE HLDG C ORP COM S COMMON STOCK 87236Y108 2115 142800 SH SOLE * 142800 TECH DATA CORP COM STK COMMON STOCK 878237106 10432 272300 SH SOLE * 272300 TECHNE CORP COM STK COMMON STOCK 878377100 2832 55616 SH SOLE * 55616 TECHNICAL OLYMPIC US A INC COM COMMON STOCK 878483106 1116 77700 SH SOLE * 77700 TECHNITROL INC COM STK COMMON STOCK 878555101 1176 50800 SH SOLE * 50800 TECO ENERGY INC COM STK COMMON STOCK 872375100 1497 100200 SH SOLE * 100200 TECUMSEH PRODUCTS CO CL A COM COMMON STOCK 878895200 326 16966 SH SOLE * 16966 TEEKAY SHIPPING CORP COM STK COMMON STOCK Y8564W103 590 14100 SH SOLE * 14100 TEKELEC COM STK COMMON STOCK 879101103 759 61477 SH SOLE * 61477 TEKTRONIX INC COM STK COMMON STOCK 879131100 2939 99900 SH SOLE * 99900 TELE NORTE LESTE PAR TICIPACOE ADRS STOCKS 879246106 762 59800 SH SOLE * 59800 TELECOM ARGENTINA - S.A. ADR ADRS STOCKS 879273209 121 10400 SH SOLE * 10400 TELEFLEX INC COM STK COMMON STOCK 879369106 2371 43900 SH SOLE * 43900 TELEFONICA S A ADR ADRS STOCKS 879382208 443 8900 SH SOLE * 8900 TELEFONOS DE MEXICO SA TELMEX ADRS STOCKS 879403780 3604 173000 SH SOLE * 173000 TELEMIG CELULAR PART ICIPACOES ADRS STOCKS 87944E105 418 11800 SH SOLE * 11800 TELEPHONE & DATA SYS INC COM COMMON STOCK 879433100 1039 25100 SH SOLE * 25100 TELUS CORPORATION NON-VTG COM COMMON STOCK 87971M202 432 10700 SH SOLE * 10700 TEMPLE-INLAND INC COM STK COMMON STOCK 879868107 7472 174300 SH SOLE * 174300 TENARIS S A ADR ADRS STOCKS 88031M109 3936 97200 SH SOLE * 97200 TENNANT CO COM STK COMMON STOCK 880345103 1702 33846 SH SOLE * 33846 TEPPCO PARTNERS L P COM STK COMMON STOCK 872384102 1893 53700 SH SOLE * 53700 TEREX CORP NEW COM STK COMMON STOCK 880779103 13364 135400 SH SOLE * 135400 TERNIUM SA ADR ADRS STOCKS 880890108 563 23300 SH SOLE * 23300 TETRA TECHNOLOGIES I NC DEL CO COMMON STOCK 88162F105 3099 102130 SH SOLE * 102130 TEXAS INDUSTRIES INC COM STK COMMON STOCK 882491103 1179 22200 SH SOLE * 22200 TEXAS INSTRUMENTS IN C COM STK COMMON STOCK 882508104 1720 56800 SH SOLE * 56800 TEXAS REGL BANCSHARE S INC COM COMMON STOCK 882673106 1221 32200 SH SOLE * 32200 THE HANOVER INSURANC E GROUP I COMMON STOCK 410867105 1490 31400 SH SOLE * 31400 THE MCCLATCHY COMPAN Y CL A CO COMMON STOCK 579489105 4594 114500 SH SOLE * 114500 THE SCOTTS MIRACLE-G RO CO CL COMMON STOCK 810186106 1126 26600 SH SOLE * 26600 THOMAS & BETTS CORP COMMON STOCK 884315102 2288 44600 SH SOLE * 44600 THORATEC CORP COM STK COMMON STOCK 885175307 352 25400 SH SOLE * 25400 THQ INC COM STK COMMON STOCK 872443403 1240 57400 SH SOLE * 57400 TIBCO SOFTWARE INC COM STK COMMON STOCK 88632Q103 799 113400 SH SOLE * 113400 TIDEWATER INC COM STK COMMON STOCK 886423102 1009 20500 SH SOLE * 20500 TIFFANY & CO COM STK COMMON STOCK 886547108 3533 107000 SH SOLE * 107000 TIME WARNER TELECOM INC CL A C COMMON STOCK 887319101 235 15800 SH SOLE * 15800 TITAN INTL INC ILL COM STK COMMON STOCK 88830M102 421 22500 SH SOLE * 22500 TITANIUM METALS CORP COM STK COMMON STOCK 888339207 4139 120400 SH SOLE * 120400 TNS COMMON STOCK 872960109 217 10500 SH SOLE * 10500 TODCO COM STK COMMON STOCK 88889T107 388 9500 SH SOLE * 9500 TOO INC COM STK COMMON STOCK 890333107 1904 49600 SH SOLE * 49600 TOP TANKERS COMMON STOCK Y8897Y107 2419 385800 SH SOLE * 385800 TORCHMARK CORP COM STK COMMON STOCK 891027104 6898 113600 SH SOLE * 113600 TORO CO COM STK COMMON STOCK 891092108 1761 37700 SH SOLE * 37700 TORONTO DOMINION BK CAD COM NP COMMON STOCK 891160509 574 11300 SH SOLE * 11300 TOTAL SA ADR ADRS STOCKS 89151E109 10254 156500 SH SOLE * 156500 TOWER GROUP INC COM STK COMMON STOCK 891777104 321 10610 SH SOLE * 10610 TRANS WORLD ENTMT CO RP COM ST COMMON STOCK 89336Q100 154 21365 SH SOLE * 21365 TRANSACT TECHNOLOGIE S INC COM COMMON STOCK 892918103 300 29100 SH SOLE * 29100 TRANSACTION SYSTEMS ARCHITECTS COMMON STOCK 893416107 4365 104700 SH SOLE * 104700 TRAVELZOO INC COM STK COMMON STOCK 89421Q106 1999 65900 SH SOLE * 65900 TREEHOUSE FOODS INC COM STK COMMON STOCK 89469A104 2004 83900 SH SOLE * 83900 TREX CO INC COM STK COMMON STOCK 89531P105 699 27000 SH SOLE * 27000 TRIAD HOSPS INC COM STK COMMON STOCK 89579K109 1429 36100 SH SOLE * 36100 TRIMERIS INC COM STK COMMON STOCK 896263100 754 65600 SH SOLE * 65600 TRINITY BIOTECH PLC ADR ADRS STOCKS 896438306 103 13600 SH SOLE * 13600 TRINITY INDS INC COM STK COMMON STOCK 896522109 10253 253799 SH SOLE * 253799 TRIQUINT SEMICONDUCT OR INC CO COMMON STOCK 89674K103 3196 716700 SH SOLE * 716700 TRIUMPH GROUP INC NE W COM STK COMMON STOCK 896818101 710 14800 SH SOLE * 14800 TRONOX INC COM STK COMMON STOCK 897051108 953 73400 SH SOLE * 73400 TRW AUTOMOTIVE HLDGS CORP COM COMMON STOCK 87264S106 7109 260600 SH SOLE * 260600 TSAKOS ENERGY NAVIGATION LTD COMMON STOCK G9108L108 1271 30500 SH SOLE * 30500 TTM TECHNOLOGIES INC COM STK COMMON STOCK 87305R109 660 45600 SH SOLE * 45600 TWEETER HOME ENTMT G ROUP INC COMMON STOCK 901167106 448 63100 SH SOLE * 63100 TXU CORP COM STK COMMON STOCK 873168108 7013 117300 SH SOLE * 117300 TXU CORP COM STK OPTIONS - PUTS 99ABRMSD2 616 10300 SH PUT SOLE * 10300 UAL CORP COM STK COMMON STOCK 902549807 409 13200 SH SOLE * 13200 UBIQUITEL INC COM STK CASH ME COMMON STOCK 903474302 705 68200 SH SOLE * 68200 UIL HLDGS CORP COM STK COMMON STOCK 902748102 208 3700 SH SOLE * 3700 UMB FINANCIAL CORP COM STK COMMON STOCK 902788108 1307 39200 SH SOLE * 39200 UNDER ARMOUR INC CL A COM STK COMMON STOCK 904311107 3736 87651 SH SOLE * 87651 UNIBANCO UNIAO DE BANCOS BRASI ADRS STOCKS 90458E107 9275 139700 SH SOLE * 139700 UNIFI INC COM STK COMMON STOCK 904677101 37 12900 SH SOLE * 12900 UNION DRILLING INC COM STK COMMON STOCK 90653P105 1859 125100 SH SOLE * 125100 UNION PACIFIC CORP COM STK COMMON STOCK 907818108 5540 59600 SH SOLE * 59600 UNISOURCE ENERGY COR P COM STK COMMON STOCK 909205106 695 22300 SH SOLE * 22300 UNIT CORP COM STK COMMON STOCK 909218109 3624 63700 SH SOLE * 63700 UNITED AMERICAN INDE MNITY LTD COMMON STOCK 90933T109 210 10060 SH SOLE * 10060 UNITED AUTO GROUP IN C COM STK COMMON STOCK 909440109 3800 178000 SH SOLE * 178000 UNITED MICROELECTRON ICS CORP ADRS STOCKS 910873207 51 16400 SH SOLE * 16400 UNITED ONLINE INC COM STK COMMON STOCK 911268100 724 60316 SH SOLE * 60316 UNITED RENTALS INC COM STK COMMON STOCK 911363109 1903 59500 SH SOLE * 59500 UNITED STATES CELLUL AR CORP C COMMON STOCK 911684108 1915 31600 SH SOLE * 31600 UNITED STATIONERS IN C COM STK COMMON STOCK 913004107 892 18086 SH SOLE * 18086 UNITED STS STL CORP COM STK COMMON STOCK 912909108 3394 48400 SH SOLE * 48400 UNITED UTILITIES PLC ADR ADRS STOCKS 91311Q105 811 34200 SH SOLE * 34200 UNITEDHEALTH GRP COMMON STOCK 91324P102 3726 83200 SH SOLE * 83200 UNIVERSAL COMPRESSIO N HLDGS COMMON STOCK 913431102 1769 28100 SH SOLE * 28100 UNIVERSAL CORP VA COM STK COMMON STOCK 913456109 2062 55400 SH SOLE * 55400 UNIVERSAL ELECTRONIC S INC COM COMMON STOCK 913483103 198 11207 SH SOLE * 11207 UNIVERSAL FST PRODS INC COM ST COMMON STOCK 913543104 1668 26597 SH SOLE * 26597 UNIVERSAL HEALTH SER VICES INC COMMON STOCK 913903100 2860 56900 SH SOLE * 56900 UNIVERSAL STAINLESS & ALLOY PR COMMON STOCK 913837100 218 7435 SH SOLE * 7435 UNIVISION COMMUNICAT IONS INC COMMON STOCK 914906102 24458 730100 SH SOLE * 730100 URS CORP NEW COM STK COMMON STOCK 903236107 1310 31200 SH SOLE * 31200 US AIRWAYS GROUP COMMON STOCK 90341W108 7576 149900 SH SOLE * 149900 US ENERGY CORP COM STK COMMON STOCK 911805109 65 14900 SH SOLE * 14900 US GLOBAL INVESTORS INC CL A C COMMON STOCK 902952100 281 13302 SH SOLE * 13302 USA MOBILITY INC COM COMMON STOCK 90341G103 294 17700 SH SOLE * 17700 USEC INC COM STK COMMON STOCK 90333E108 1418 119700 SH SOLE * 119700 USG CORP COM STK COMMON STOCK 903293405 4135 56700 SH SOLE * 56700 UTI WORLDWIDE INC COM STK COMMON STOCK G87210103 684 27121 SH SOLE * 27121 VAIL RESORTS INC COM STK COMMON STOCK 91879Q109 549 14800 SH SOLE * 14800 VALERO ENERGY CORP COM STK COMMON STOCK 91913Y100 5827 87600 SH SOLE * 87600 VALERO ENERGY CORP COM STK OPTIONS - PUTS 99AC5PKY9 725 10900 SH PUT SOLE * 10900 VALERO ENERGY CORP COM STK OPTIONS - CALLS 99O97H862 273 4100 SH CALL SOLE * 4100 VALMONT INDUSTRIES I NC. COM S COMMON STOCK 920253101 3189 68600 SH SOLE * 68600 VALOR COMMS GP SEE 97381W104 COMMON STOCK 920255106 136 11900 SH SOLE * 11900 VALSPAR CORP COM STK COMMON STOCK 920355104 1487 56300 SH SOLE * 56300 VALUEVISION MEDIA IN C CL A CO COMMON STOCK 92047K107 281 25500 SH SOLE * 25500 VARIAN INC COM STK COMMON STOCK 922206107 540 13012 SH SOLE * 13012 VARIAN MED SYS INC COM STK COMMON STOCK 92220P105 469 9900 SH SOLE * 9900 VARIAN SEMICONDUCTOR EQUIPTM COMMON STOCK 922207105 9469 290362 SH SOLE * 290362 VCA ANTECH INC COM STK COMMON STOCK 918194101 6897 216000 SH SOLE * 216000 VECTOR GROUP LTD COM STK COMMON STOCK 92240M108 228 14000 SH SOLE * 14000 VENTANA MEDICAL SYST EMS INC C COMMON STOCK 92276H106 5729 121438 SH SOLE * 121438 VERITAS DGC INC COM STK COMMON STOCK 92343P107 1202 23300 SH SOLE * 23300 VERIZON COMMUNICATIONS COMMON STOCK 92343V104 6266 187100 SH SOLE * 187100 VIAD CORP COM STK COMMON STOCK 92552R406 244 7800 SH SOLE * 7800 VIMPEL COMMUNICATION S OJSC M ADRS STOCKS 68370R109 10607 231500 SH SOLE * 231500 VISHAY INTERTECHNLGY INC COMMON STOCK 928298108 9112 579300 SH SOLE * 579300 VISTAPRINT LIMITED COM STK COMMON STOCK G93762204 2875 107518 SH SOLE * 107518 VISTEON CORP COM STK COMMON STOCK 92839U107 1008 139800 SH SOLE * 139800 VITESSE SEMICONDUCTO R CORP CO COMMON STOCK 928497106 18 12500 SH SOLE * 12500 VNUS MEDICAL TECHNOL OGIES INC COMMON STOCK 928566108 148 17700 SH SOLE * 17700 VODAFONE GROUP PLC ADR SEE 928 ADRS STOCKS 92857W100 2469 115900 SH SOLE * 115900 VOLT INFORMATION SCI ENCES INC COMMON STOCK 928703107 3024 64900 SH SOLE * 64900 VOLVO AB ADR ADRS STOCKS 928856400 550 11226 SH SOLE * 11226 VOTORANTIM CELULOSE E PAPEL SA ADRS STOCKS 92906P106 838 53800 SH SOLE * 53800 VULCAN MATLS CO COM STK COMMON STOCK 929160109 1942 24900 SH SOLE * 24900 W HOLDING COMPANY INC COMMON STOCK 929251106 94 14200 SH SOLE * 14200 W&T OFFSHORE INC COM STK COMMON STOCK 92922P106 3053 78500 SH SOLE * 78500 W. P. STEWART & CO. LTD COMMON STOCK G84922106 440 28900 SH SOLE * 28900 W.P. CAREY & CO LLC COM STK COMMON STOCK 92930Y107 458 18100 SH SOLE * 18100 WABTEC COM STK COMMON STOCK 929740108 2625 70200 SH SOLE * 70200 WACHOVIA CORP COM STK COMMON STOCK 929903102 7506 138800 SH SOLE * 138800 WADDELL & REED FINL INC CL A C COMMON STOCK 930059100 4669 227100 SH SOLE * 227100 WARNER MUSIC GROUP CORP COM COMMON STOCK 934550104 2671 90600 SH SOLE * 90600 WASHINGTON FEDERAL I NC COM ST COMMON STOCK 938824109 2460 106100 SH SOLE * 106100 WASTE MGMT INC DEL COM STK COMMON STOCK 94106L109 8826 246000 SH SOLE * 246000 WATERS CORP COM STK COMMON STOCK 941848103 4875 109800 SH SOLE * 109800 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 498 21400 SH SOLE * 21400 WATSON WYATT WORLDWI DE INC CL COMMON STOCK 942712100 429 12200 SH SOLE * 12200 WEBEX COMMUNICATIONS INC COM COMMON STOCK 94767L109 3024 85100 SH SOLE * 85100 WEBMD HEALTH CORP CL A COM STK COMMON STOCK 94770V102 265 5603 SH SOLE * 5603 WEBSENSE INC COM STK COMMON STOCK 947684106 5402 263010 SH SOLE * 263010 WEBSTER FINL CORP WA TERBURY C COMMON STOCK 947890109 1566 33000 SH SOLE * 33000 WEIGHT WATCHERS INTL INC NEW COMMON STOCK 948626106 1480 36200 SH SOLE * 36200 WEINGARTEN REALTY IN VESTORS ( REITS/RICS 948741103 314 8200 SH SOLE * 8200 WELLCARE HEALTH PLAN S INC COM COMMON STOCK 94946T106 11738 239300 SH SOLE * 239300 WELLPOINT HEALTH NET WORKS INC COMMON STOCK 94973V107 1128 15500 SH SOLE * 15500 WELLS FARGO COMPANY COMMON STOCK 949746101 1108 16516 SH SOLE * 16516 WERNER ENTERPRISES I NC COM ST COMMON STOCK 950755108 497 24500 SH SOLE * 24500 WESCO INTL INC COM STK COMMON STOCK 95082P105 3464 50200 SH SOLE * 50200 WEST CORP COM STK COMMON STOCK 952355105 5649 117904 SH SOLE * 117904 WESTELL TECHNOLOGIES INC CL A COMMON STOCK 957541105 22 10224 SH SOLE * 10224 WESTERN DIGITAL CORP COM STK COMMON STOCK 958102105 3336 168400 SH SOLE * 168400 WESTERN GAS RESOURCE S INC COM COMMON STOCK 958259103 4411 73700 SH SOLE * 73700 WESTLAKE CHEM COMMON STOCK 960413102 486 16300 SH SOLE * 16300 WESTWOOD ONE INC COM STK COMMON STOCK 961815107 2414 321900 SH SOLE * 321900 WEYERHAEUSER CO COM STK COMMON STOCK 962166104 4700 75500 SH SOLE * 75500 WHITING PETROLEUM CORPCOM COMMON STOCK 966387102 364 8700 SH SOLE * 8700 WHITNEY HLDG CORP COM STK COMMON STOCK 966612103 2225 62900 SH SOLE * 62900 WHOLE FOODS MKT INC COM STK COMMON STOCK 966837106 15656 242200 SH SOLE * 242200 WILD OATS MKTS INC COM STK COMMON STOCK 96808B107 3845 196185 SH SOLE * 196185 WILLIAMS SCOTSMAN IN TERNATION COMMON STOCK 96950G102 657 30100 SH SOLE * 30100 WILMINGTON TRUST COR P COM STK COMMON STOCK 971807102 734 17400 SH SOLE * 17400 WILSHIRE BANCORP INC COM COMMON STOCK 97186T108 315 17500 SH SOLE * 17500 WIMM BILL DANN ADRS STOCKS 97263M109 681 17400 SH SOLE * 17400 WINNEBAGO INDS INC COM STK COMMON STOCK 974637100 2452 79000 SH SOLE * 79000 WISCONSIN ENERGY COR P COM STK COMMON STOCK 976657106 790 19600 SH SOLE * 19600 WITNESS SYSTEMS INC COM STK COMMON STOCK 977424100 3003 148900 SH SOLE * 148900 WOLVERINE WORLD WIDE INC COM COMMON STOCK 978097103 3290 141000 SH SOLE * 141000 WORLD ACCEPTANCE COR P (S.C.) COMMON STOCK 981419104 3155 88836 SH SOLE * 88836 WORLD FUEL SVCS CORP COM STK COMMON STOCK 981475106 1234 27000 SH SOLE * 27000 WORTHINGTON INDS INC COMMON STOCK 981811102 681 32500 SH SOLE * 32500 WPP GROUP PLC SPONS ADR ADRS STOCKS 929309409 585 9700 SH SOLE * 9700 WR BERKLEY CORP COM STK COMMON STOCK 084423102 8502 249100 SH SOLE * 249100 WRIGHT MEDICAL GROUP INC COM COMMON STOCK 98235T107 4795 229100 SH SOLE * 229100 WSFS FINL CORP COM STK COMMON STOCK 929328102 265 4308 SH SOLE * 4308 WYETH SHS COMMON STOCK 983024100 4321 97300 SH SOLE * 97300 XERIUM TECHNOLOGIES INC COM COMMON STOCK 98416J100 211 22400 SH SOLE * 22400 XOMA LTD BERMUDA COM STK COMMON STOCK G9825R107 34 20174 SH SOLE * 20174 XTO ENERGY INC COM COMMON STOCK 98385X106 1355 30600 SH SOLE * 30600 XYRATEX COMMON STOCK G98268108 368 13900 SH SOLE * 13900 YANKEE CANDLE INC COM STK COMMON STOCK 984757104 895 35800 SH SOLE * 35800 YRC WORLDWIDE INC COM COMMON STOCK 984249102 9845 233800 SH SOLE * 233800 ZALE CORP NEW COM STK COMMON STOCK 988858106 3659 151900 SH SOLE * 151900 ZENITH NATL INS CORP COM STK COMMON STOCK 989390109 1039 26200 SH SOLE * 26200 ZIONS BANCORPORATION COM STK COMMON STOCK 989701107 3055 39200 SH SOLE * 39200 ZOLL MEDICAL CORP COM STK COMMON STOCK 989922109 658 20100 SH SOLE * 20100 ZOLTEK COS INC COM STK COMMON STOCK 98975W104 574 19200 SH SOLE * 19200 ZORAN CORP COM STK COMMON STOCK 98975F101 11666 479300 SH SOLE * 479300 ZUMIEZ INC COM COMMON STOCK 989817101 579 15400 SH SOLE * 15400 TOTAL 5254019 x($1000)
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