Two Sigma Advisers as of March 31, 2012
Portfolio Holdings for Two Sigma Advisers
Two Sigma Advisers holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE {S} {C} {C} {C} {C} {C} {C} {C} {C} {C} 1 800 FLOWERS COM CL A 68243Q106 132 43,600 SOLE * 43,600 0 0 1ST UNITED BANCORP INC FLA COM 33740N105 166 27,400 SOLE * 27,400 0 0 21VIANET GROUP INC SPONSORED ADR 90138A103 827 72,900 SOLE * 72,900 0 0 3M CO COM 88579Y101 1,828 20,500 SOLE * 20,500 0 0 AAR CORP COM 000361105 413 22,600 SOLE * 22,600 0 0 AARONS INC COM PAR $0.50 002535300 643 24,800 SOLE * 24,800 0 0 ABERCROMBIE & FITCH CO CL A 002896207 749 15,100 SOLE * 15,100 0 0 ABITIBIBOWATER INC COM NEW 003687209 914 64,000 SOLE * 64,000 0 0 ABOVENET INC COM 00374N107 397 4,800 SOLE * 4,800 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 381 16,926 SOLE * 16,926 0 0 ACCO BRANDS CORP COM 00081T108 3,760 303,000 SOLE * 303,000 0 0 ACE LTD SHS H0023R105 338 4,610 SOLE * 4,610 0 0 ACETO CORP COM 004446100 275 28,900 SOLE * 28,900 0 0 ACI WORLDWIDE INC COM 004498101 836 20,740 SOLE * 20,740 0 0 ACORDA THERAPEUTICS INC COM 00484M106 1,872 70,536 SOLE * 70,536 0 0 ACTIVE NETWORK INC COM 00506D100 373 22,100 SOLE * 22,100 0 0 ACTUATE CORP COM 00508B102 699 111,373 SOLE * 111,373 0 0 ACXIOM CORP COM 005125109 988 67,300 SOLE * 67,300 0 0 ADOBE SYS INC COM 00724F101 540 15,720 SOLE * 15,720 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 5,350 60,400 SOLE * 60,400 0 0 ADVANCED ENERGY INDS COM 007973100 210 16,000 SOLE * 16,000 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 48 14,600 SOLE * 14,600 0 0 ADVENT SOFTWARE INC COM 007974108 328 12,800 SOLE * 12,800 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 447 20,000 SOLE * 20,000 0 0 AEROPOSTALE COM 007865108 549 25,400 SOLE * 25,400 0 0 AES CORP COM 00130H105 170 13,000 SOLE * 13,000 0 0 AFC ENTERPRISES INC COM 00104Q107 373 21,955 SOLE * 21,955 0 0 AFFILIATED MANAGERS GROUP COM 008252108 4,215 37,700 SOLE * 37,700 0 0 AGCO CORP COM 001084102 637 13,500 SOLE * 13,500 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 4,299 96,600 SOLE * 96,600 0 0 AGREE REALTY CORP COM 008492100 630 27,900 SOLE * 27,900 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 439 75,800 SOLE * 75,800 0 0 AIRCASTLE LTD COM G0129K104 926 75,600 SOLE * 75,600 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 2,904 79,146 SOLE * 79,146 0 0 ALASKA AIR GROUP INC COM 011659109 9,252 258,300 SOLE * 258,300 0 0 ALBEMARLE CORP COM 012653101 1,643 25,700 SOLE * 25,700 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 92 40,100 SOLE * 40,100 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 716 7,710 SOLE * 7,710 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,052 25,557 SOLE * 25,557 0 0 ALLERGAN INC COM 018490102 1,432 15,000 SOLE * 15,000 0 0 ALLETE INC COM NEW 018522300 254 6,100 SOLE * 6,100 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 9,548 75,800 SOLE * 75,800 0 0 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 28 18,800 SOLE * 18,800 0 0 ALLIANT ENERGY CORP COM 018802108 1,819 42,000 SOLE * 42,000 0 0 ALLSTATE CORP COM 020002101 3,612 109,700 SOLE * 109,700 0 0 ALMOST FAMILY INC COM 020409108 265 10,200 SOLE * 10,200 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 128 13,200 SOLE * 13,200 0 0 ALPHATEC HOLDINGS INC COM 02081G102 34 14,300 SOLE * 14,300 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 382 6,300 SOLE * 6,300 0 0 AMBASSADORS GROUP INC COM 023177108 111 20,700 SOLE * 20,700 0 0 AMDOCS LTD ORD G02602103 7,664 242,700 SOLE * 242,700 0 0 AMEDISYS INC COM 023436108 2,888 199,700 SOLE * 199,700 0 0 AMERESCO INC CL A 02361E108 328 24,200 SOLE * 24,200 0 0 AMERICAN CAP LTD COM 02503Y103 929 107,200 SOLE * 107,200 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,982 115,300 SOLE * 115,300 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 235 18,349 SOLE * 18,349 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 2,280 59,100 SOLE * 59,100 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 1,193 38,700 SOLE * 38,700 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 517 13,600 SOLE * 13,600 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 85 15,699 SOLE * 15,699 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 484 7,200 SOLE * 7,200 0 0 AMERICAN SOFTWARE INC CL A 029683109 414 48,240 SOLE * 48,240 0 0 AMERICAN TOWER CORP NEW COM 03027X100 10,231 162,348 SOLE * 162,348 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 517 15,200 SOLE * 15,200 0 0 AMERIGON INC COM 03070L300 308 19,000 SOLE * 19,000 0 0 AMERIGROUP CORP COM 03073T102 208 3,100 SOLE * 3,100 0 0 AMERIPRISE FINL INC COM 03076C106 708 12,400 SOLE * 12,400 0 0 AMERIS BANCORP COM 03076K108 237 18,023 SOLE * 18,023 0 0 AMERISAFE INC COM 03071H100 336 13,600 SOLE * 13,600 0 0 AMERISOURCEBERGEN CORP COM 03073E105 5,491 138,376 SOLE * 138,376 0 0 AMERISTAR CASINOS INC COM 03070Q101 2,203 118,200 SOLE * 118,200 0 0 AMKOR TECHNOLOGY INC COM 031652100 303 49,400 SOLE * 49,400 0 0 ANADARKO PETE CORP COM 032511107 697 8,900 SOLE * 8,900 0 0 ANADIGICS INC COM 032515108 36 15,030 SOLE * 15,030 0 0 ANALOGIC CORP COM PAR $0.05 032657207 473 7,000 SOLE * 7,000 0 0 ANAREN INC COM 032744104 726 39,600 SOLE * 39,600 0 0 ANCESTRY COM INC COM 032803108 672 29,580 SOLE * 29,580 0 0 ANGIODYNAMICS INC COM 03475V101 1,298 105,987 SOLE * 105,987 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,237 60,600 SOLE * 60,600 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 273 3,750 SOLE * 3,750 0 0 ANN INC COM 035623107 3,099 108,190 SOLE * 108,190 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1,809 274,900 SOLE * 274,900 0 0 AOL INC COM 00184X105 5,843 308,000 SOLE * 308,000 0 0 AON CORP COM 037389103 1,388 28,300 SOLE * 28,300 0 0 APACHE CORP COM 037411105 4,584 45,640 SOLE * 45,640 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 592 22,422 SOLE * 22,422 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 599 38,300 SOLE * 38,300 0 0 APOLLO GROUP INC CL A 037604105 646 16,700 SOLE * 16,700 0 0 APOLLO INVT CORP COM 03761U106 273 38,100 SOLE * 38,100 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 2,954 160,700 SOLE * 160,700 0 0 APPLE INC COM 037833100 8,506 14,187 SOLE * 14,187 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 159 22,900 SOLE * 22,900 0 0 ARCTIC CAT INC COM 039670104 471 11,000 SOLE * 11,000 0 0 ARES CAP CORP COM 04010L103 9,684 592,274 SOLE * 592,274 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 219 13,700 SOLE * 13,700 0 0 ARKANSAS BEST CORP DEL COM 040790107 460 24,400 SOLE * 24,400 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 994 44,800 SOLE * 44,800 0 0 ARRAY BIOPHARMA INC COM 04269X105 57 16,700 SOLE * 16,700 0 0 ARRIS GROUP INC COM 04269Q100 1,313 116,200 SOLE * 116,200 0 0 ARTESIAN RESOURCES CORP CL A 043113208 197 10,500 SOLE * 10,500 0 0 ASCENA RETAIL GROUP INC COM 04351G101 11,717 264,395 SOLE * 264,395 0 0 ASCENT CAP GROUP INC COM SER A 043632108 454 9,600 SOLE * 9,600 0 0 ASHLAND INC NEW COM 044209104 1,303 21,322 SOLE * 21,322 0 0 ASPEN TECHNOLOGY INC COM 045327103 1,238 60,300 SOLE * 60,300 0 0 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 253 15,160 SOLE * 15,160 0 0 ASSURANT INC COM 04621X108 206 5,100 SOLE * 5,100 0 0 ASSURED GUARANTY LTD COM G0585R106 674 40,800 SOLE * 40,800 0 0 ASTEX PHARMACEUTICALS INC COM 04624B103 32 17,000 SOLE * 17,000 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 26,111 586,900 SOLE * 586,900 0 0 AT^T INC COM 00206R102 1,736 55,605 SOLE * 55,605 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 910 18,500 SOLE * 18,500 0 0 ATMOS ENERGY CORP COM 049560105 3,180 101,093 SOLE * 101,093 0 0 AUDIOCODES LTD ORD M15342104 53 19,900 SOLE * 19,900 0 0 AURIZON MINES LTD COM 05155P106 115 23,700 SOLE * 23,700 0 0 AUTODESK INC COM 052769106 1,828 43,204 SOLE * 43,204 0 0 AUTOZONE INC COM 053332102 9,630 25,900 SOLE * 25,900 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 333 17,900 SOLE * 17,900 0 0 AVERY DENNISON CORP COM 053611109 748 24,800 SOLE * 24,800 0 0 AVIAT NETWORKS INC COM 05366Y102 88 31,070 SOLE * 31,070 0 0 AVID TECHNOLOGY INC COM 05367P100 377 34,300 SOLE * 34,300 0 0 AVIS BUDGET GROUP COM 053774105 633 44,696 SOLE * 44,696 0 0 AVNET INC COM 053807103 1,147 31,500 SOLE * 31,500 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 177 103,100 SOLE * 103,100 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 2,586 78,000 SOLE * 78,000 0 0 AXT INC COM 00246W103 234 36,800 SOLE * 36,800 0 0 AZZ INC COM 002474104 238 4,600 SOLE * 4,600 0 0 B & G FOODS INC NEW COM 05508R106 320 14,200 SOLE * 14,200 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 5,112 198,500 SOLE * 198,500 0 0 BAIDU INC SPON ADR REP A 056752108 1,866 12,800 SOLE * 12,800 0 0 BAKER HUGHES INC COM 057224107 344 8,200 SOLE * 8,200 0 0 BAKER MICHAEL CORP COM 057149106 424 17,800 SOLE * 17,800 0 0 BALLY TECHNOLOGIES INC COM 05874B107 945 20,200 SOLE * 20,200 0 0 BANCO MACRO SA SPON ADR B 05961W105 392 20,000 SOLE * 20,000 0 0 BANCORP INC DEL COM 05969A105 231 23,000 SOLE * 23,000 0 0 BANCORPSOUTH INC COM 059692103 1,530 113,560 SOLE * 113,560 0 0 BANK MONTREAL QUE COM 063671101 1,156 19,447 SOLE * 19,447 0 0 BANK MUTUAL CORP NEW COM 063750103 91 22,500 SOLE * 22,500 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 443 7,900 SOLE * 7,900 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 404 16,744 SOLE * 16,744 0 0 BANKFINANCIAL CORP COM 06643P104 121 18,400 SOLE * 18,400 0 0 BANNER CORP COM NEW 06652V208 1,284 58,271 SOLE * 58,271 0 0 BARCLAYS PLC ADR 06738E204 1,299 85,700 SOLE * 85,700 0 0 BARNES GROUP INC COM 067806109 865 32,900 SOLE * 32,900 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 274 13,807 SOLE * 13,807 0 0 BAXTER INTL INC COM 071813109 405 6,762 SOLE * 6,762 0 0 BB^T CORP COM 054937107 232 7,405 SOLE * 7,405 0 0 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 495 82,000 SOLE * 82,000 0 0 BCE INC COM NEW 05534B760 452 11,300 SOLE * 11,300 0 0 BEACON ROOFING SUPPLY INC COM 073685109 321 12,450 SOLE * 12,450 0 0 BEBE STORES INC COM 075571109 164 17,800 SOLE * 17,800 0 0 BENCHMARK ELECTRS INC COM 08160H101 903 54,737 SOLE * 54,737 0 0 BEST BUY INC COM 086516101 2,489 105,120 SOLE * 105,120 0 0 BIG LOTS INC COM 089302103 4,069 94,600 SOLE * 94,600 0 0 BIGLARI HLDGS INC COM 08986R101 765 1,900 SOLE * 1,900 0 0 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 338 14,375 SOLE * 14,375 0 0 BIOCRYST PHARMACEUTICALS COM 09058V103 51 10,600 SOLE * 10,600 0 0 BLACK DIAMOND INC COM 09202G101 219 23,600 SOLE * 23,600 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 241 24,623 SOLE * 24,623 0 0 BLOUNT INTL INC NEW COM 095180105 477 28,600 SOLE * 28,600 0 0 BMC SOFTWARE INC COM 055921100 5,815 144,800 SOLE * 144,800 0 0 BOEING CO COM 097023105 3,587 48,230 SOLE * 48,230 0 0 BOFI HLDG INC COM 05566U108 285 16,700 SOLE * 16,700 0 0 BOINGO WIRELESS INC COM 09739C102 185 15,300 SOLE * 15,300 0 0 BOISE INC COM 09746Y105 373 45,500 SOLE * 45,500 0 0 BOSTON PROPERTIES INC COM 101121101 640 6,100 SOLE * 6,100 0 0 BOSTON SCIENTIFIC CORP COM 101137107 753 125,900 SOLE * 125,900 0 0 BP PLC SPONSORED ADR 055622104 577 12,800 SOLE * 12,800 0 0 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 2,241 17,900 SOLE * 17,900 0 0 BRADY CORP CL A 104674106 259 8,000 SOLE * 8,000 0 0 BRE PROPERTIES INC CL A 05564E106 1,451 28,700 SOLE * 28,700 0 0 BRIGGS & STRATTON CORP COM 109043109 920 51,300 SOLE * 51,300 0 0 BRIGHTPOINT INC COM NEW 109473405 148 18,300 SOLE * 18,300 0 0 BRINKS CO COM 109696104 521 21,800 SOLE * 21,800 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 272 8,050 SOLE * 8,050 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,440 24,100 SOLE * 24,100 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,158 375,300 SOLE * 375,300 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 166 17,756 SOLE * 17,756 0 0 BROWN & BROWN INC COM 115236101 2,485 104,500 SOLE * 104,500 0 0 BRUNSWICK CORP COM 117043109 713 27,700 SOLE * 27,700 0 0 BUCKLE INC COM 118440106 1,930 40,300 SOLE * 40,300 0 0 BUILD A BEAR WORKSHOP COM 120076104 84 15,900 SOLE * 15,900 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 50 11,700 SOLE * 11,700 0 0 CA INC COM 12673P105 457 16,600 SOLE * 16,600 0 0 CABELAS INC COM 126804301 431 11,300 SOLE * 11,300 0 0 CABOT CORP COM 127055101 700 16,400 SOLE * 16,400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1,364 115,200 SOLE * 115,200 0 0 CAL DIVE INTL INC DEL COM 12802T101 150 45,397 SOLE * 45,397 0 0 CAL MAINE FOODS INC COM NEW 128030202 245 6,400 SOLE * 6,400 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 266 20,300 SOLE * 20,300 0 0 CALGON CARBON CORP COM 129603106 876 56,100 SOLE * 56,100 0 0 CALLAWAY GOLF CO COM 131193104 359 53,100 SOLE * 53,100 0 0 CALLIDUS SOFTWARE INC COM 13123E500 97 12,400 SOLE * 12,400 0 0 CALPINE CORP COM NEW 131347304 855 49,700 SOLE * 49,700 0 0 CAMBREX CORP COM 132011107 180 25,700 SOLE * 25,700 0 0 CAPELLA EDUCATION COMPANY COM 139594105 2,468 68,648 SOLE * 68,648 0 0 CAPITAL ONE FINL CORP COM 14040H105 1,265 22,700 SOLE * 22,700 0 0 CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y11082107 173 21,144 SOLE * 21,144 0 0 CAPITAL SR LIVING CORP COM 140475104 177 19,200 SOLE * 19,200 0 0 CAPITALSOURCE INC COM 14055X102 132 20,000 SOLE * 20,000 0 0 CAPITOL FED FINL INC COM 14057J101 4,056 341,679 SOLE * 341,679 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1,360 103,800 SOLE * 103,800 0 0 CARDINAL FINL CORP COM 14149F109 606 53,700 SOLE * 53,700 0 0 CARDINAL HEALTH INC COM 14149Y108 4,020 93,241 SOLE * 93,241 0 0 CARDIONET INC COM 14159L103 49 16,000 SOLE * 16,000 0 0 CAREER EDUCATION CORP COM 141665109 2,435 302,000 SOLE * 302,000 0 0 CAREFUSION CORP COM 14170T101 7,735 298,300 SOLE * 298,300 0 0 CARMIKE CINEMAS INC COM 143436400 575 41,200 SOLE * 41,200 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 1,582 30,300 SOLE * 30,300 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 310 20,300 SOLE * 20,300 0 0 CARTER INC COM 146229109 299 6,000 SOLE * 6,000 0 0 CASELLA WASTE SYS INC CL A 147448104 477 76,700 SOLE * 76,700 0 0 CASH AMER INTL INC COM 14754D100 757 15,800 SOLE * 15,800 0 0 CASTLE A M & CO COM 148411101 173 13,700 SOLE * 13,700 0 0 CASUAL MALE RETAIL GRP INC COM NEW 148711302 70 21,100 SOLE * 21,100 0 0 CATERPILLAR INC DEL COM 149123101 3,303 31,013 SOLE * 31,013 0 0 CBEYOND INC COM 149847105 125 15,600 SOLE * 15,600 0 0 CBIZ INC COM 124805102 84 13,300 SOLE * 13,300 0 0 CBRE GROUP INC CL A 12504L109 317 15,870 SOLE * 15,870 0 0 CELADON GROUP INC COM 150838100 453 29,100 SOLE * 29,100 0 0 CELANESE CORP DEL COM SER A 150870103 5,537 119,900 SOLE * 119,900 0 0 CELESTICA INC SUB VTG SHS 15101Q108 215 22,400 SOLE * 22,400 0 0 CELLCOM ISRAEL LTD SHS M2196U109 1,274 102,900 SOLE * 102,900 0 0 CENTENE CORP DEL COM 15135B101 6,038 123,300 SOLE * 123,300 0 0 CENTERPOINT ENERGY INC COM 15189T107 1,063 53,903 SOLE * 53,903 0 0 CENTERSTATE BANKS INC COM 15201P109 203 24,900 SOLE * 24,900 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 199 15,400 SOLE * 15,400 0 0 CERADYNE INC COM 156710105 1,784 54,800 SOLE * 54,800 0 0 CF INDS HLDGS INC COM 125269100 933 5,109 SOLE * 5,109 0 0 CHANGYOU COM LTD ADS REP CL A 15911M107 236 8,700 SOLE * 8,700 0 0 CHARLES RIV LABS INTL INC COM 159864107 1,631 45,200 SOLE * 45,200 0 0 CHARMING SHOPPES INC COM 161133103 106 18,101 SOLE * 18,101 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 640 10,100 SOLE * 10,100 0 0 CHECKPOINT SYS INC COM 162825103 939 83,264 SOLE * 83,264 0 0 CHEESECAKE FACTORY INC COM 163072101 3,812 129,700 SOLE * 129,700 0 0 CHEMICAL FINL CORP COM 163731102 345 14,700 SOLE * 14,700 0 0 CHEMTURA CORP COM NEW 163893209 1,810 106,600 SOLE * 106,600 0 0 CHENIERE ENERGY INC COM NEW 16411R208 232 15,500 SOLE * 15,500 0 0 CHEROKEE INC DEL NEW COM 16444H102 949 83,355 SOLE * 83,355 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 505 28,100 SOLE * 28,100 0 0 CHESAPEAKE UTILS CORP COM 165303108 346 8,400 SOLE * 8,400 0 0 CHEVRON CORP NEW COM 166764100 27,107 252,766 SOLE * 252,766 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 517 10,000 SOLE * 10,000 0 0 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 174 50,300 SOLE * 50,300 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 262 15,604 SOLE * 15,604 0 0 CHINA VALVES TECHNOLOGY INC COM NEW 169476207 51 22,300 SOLE * 22,300 0 0 CHINA YUCHAI INTL LTD COM G21082105 1,304 82,200 SOLE * 82,200 0 0 CHINACAST EDU CORP COM 16946T109 132 31,200 SOLE * 31,200 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 32,286 77,239 SOLE * 77,239 0 0 CHIQUITA BRANDS INTL INC COM 170032809 262 29,800 SOLE * 29,800 0 0 CHOICE HOTELS INTL INC COM 169905106 2,259 60,500 SOLE * 60,500 0 0 CHRISTOPHER & BANKS CORP COM 171046105 25 13,300 SOLE * 13,300 0 0 CHURCHILL DOWNS INC COM 171484108 336 6,010 SOLE * 6,010 0 0 CIBER INC COM 17163B102 86 20,400 SOLE * 20,400 0 0 CINCINNATI BELL INC NEW COM 171871106 176 43,900 SOLE * 43,900 0 0 CIRCOR INTL INC COM 17273K109 217 6,500 SOLE * 6,500 0 0 CISCO SYS INC COM 17275R102 1,262 59,665 SOLE * 59,665 0 0 CITI TRENDS INC COM 17306X102 194 16,900 SOLE * 16,900 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 3,372 216,020 SOLE * 216,020 0 0 CITRIX SYS INC COM 177376100 1,648 20,890 SOLE * 20,890 0 0 CITY HLDG CO COM 177835105 270 7,772 SOLE * 7,772 0 0 CLEAN HARBORS INC COM 184496107 1,346 20,000 SOLE * 20,000 0 0 CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 680 53,600 SOLE * 53,600 0 0 CLOROX CO DEL COM 189054109 5,707 83,000 SOLE * 83,000 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 2,045 128,400 SOLE * 128,400 0 0 CME GROUP INC COM 12572Q105 926 3,200 SOLE * 3,200 0 0 CNINSURE INC SPONSORED ADR 18976M103 124 19,700 SOLE * 19,700 0 0 CNO FINL GROUP INC COM 12621E103 607 78,074 SOLE * 78,074 0 0 COACH INC COM 189754104 272 3,520 SOLE * 3,520 0 0 COBIZ FINANCIAL INC COM 190897108 162 22,900 SOLE * 22,900 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 1,375 48,100 SOLE * 48,100 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 541 22,800 SOLE * 22,800 0 0 COGENT COMM GROUP INC COM NEW 19239V302 395 20,700 SOLE * 20,700 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 385 5,000 SOLE * 5,000 0 0 COGO GROUP INC ORD SHS G22538105 43 15,500 SOLE * 15,500 0 0 COINSTAR INC COM 19259P300 5,257 82,715 SOLE * 82,715 0 0 COLDWATER CREEK INC COM 193068103 106 91,400 SOLE * 91,400 0 0 COLONY FINL INC COM 19624R106 188 11,500 SOLE * 11,500 0 0 COLUMBIA BKG SYS INC COM 197236102 327 14,400 SOLE * 14,400 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 1,239 76,100 SOLE * 76,100 0 0 COMCAST CORP NEW CL A 20030N101 914 30,456 SOLE * 30,456 0 0 COMERICA INC COM 200340107 1,541 47,633 SOLE * 47,633 0 0 COMMUNITY TR BANCORP INC COM 204149108 359 11,200 SOLE * 11,200 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 318 21,500 SOLE * 21,500 0 0 COMPUTER SCIENCES CORP COM 205363104 811 27,107 SOLE * 27,107 0 0 COMPUTER TASK GROUP INC COM 205477102 265 17,300 SOLE * 17,300 0 0 COMPUWARE CORP COM 205638109 143 15,500 SOLE * 15,500 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,242 180,800 SOLE * 180,800 0 0 CON-WAY INC COM 205944101 704 21,600 SOLE * 21,600 0 0 CONAGRA FOODS INC COM 205887102 1,182 45,000 SOLE * 45,000 0 0 CONMED CORP COM 207410101 514 17,200 SOLE * 17,200 0 0 CONSOL ENERGY INC COM 20854P109 248 7,278 SOLE * 7,278 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 4,334 220,800 SOLE * 220,800 0 0 CONSOLIDATED EDISON INC COM 209115104 841 14,400 SOLE * 14,400 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 258 5,700 SOLE * 5,700 0 0 CONSOLIDATED WATER CO INC ORD G23773107 113 14,300 SOLE * 14,300 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1,310 55,536 SOLE * 55,536 0 0 CONVERGYS CORP COM 212485106 624 46,700 SOLE * 46,700 0 0 COOPER INDUSTRIES PLC SHS G24140108 390 6,100 SOLE * 6,100 0 0 COOPER TIRE & RUBR CO COM 216831107 1,652 108,500 SOLE * 108,500 0 0 COPART INC COM 217204106 1,736 66,600 SOLE * 66,600 0 0 CORE MARK HOLDING CO INC COM 218681104 229 5,600 SOLE * 5,600 0 0 CORELOGIC INC COM 21871D103 2,994 183,466 SOLE * 183,466 0 0 CORINTHIAN COLLEGES INC COM 218868107 347 84,000 SOLE * 84,000 0 0 CORN PRODS INTL INC COM 219023108 853 14,800 SOLE * 14,800 0 0 CORNING INC COM 219350105 3,703 263,000 SOLE * 263,000 0 0 COST PLUS INC CALIF COM 221485105 800 44,700 SOLE * 44,700 0 0 COTT CORP QUE COM 22163N106 416 63,100 SOLE * 63,100 0 0 COURIER CORP COM 222660102 200 17,200 SOLE * 17,200 0 0 COVANTA HLDG CORP COM 22282E102 1,549 95,400 SOLE * 95,400 0 0 COVENTRY HEALTH CARE INC COM 222862104 690 19,400 SOLE * 19,400 0 0 COWEN GROUP INC NEW CL A 223622101 48 17,647 SOLE * 17,647 0 0 CRA INTL INC COM 12618T105 381 15,100 SOLE * 15,100 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 7,710 138,183 SOLE * 138,183 0 0 CRANE CO COM 224399105 2,236 46,100 SOLE * 46,100 0 0 CRAY INC COM NEW 225223304 217 29,600 SOLE * 29,600 0 0 CREXUS INVT CORP COM 226553105 2,204 213,100 SOLE * 213,100 0 0 CROCS INC COM 227046109 1,039 49,700 SOLE * 49,700 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 99 19,600 SOLE * 19,600 0 0 CROSS TIMBERS RTY TR TR UNIT 22757R109 357 8,500 SOLE * 8,500 0 0 CROWN CASTLE INTL CORP COM 228227104 2,230 41,800 SOLE * 41,800 0 0 CROWN HOLDINGS INC COM 228368106 3,968 107,723 SOLE * 107,723 0 0 CRYOLIFE INC COM 228903100 102 19,200 SOLE * 19,200 0 0 CSG SYS INTL INC COM 126349109 199 13,200 SOLE * 13,200 0 0 CSS INDS INC COM 125906107 255 13,100 SOLE * 13,100 0 0 CSX CORP COM 126408103 3,410 158,470 SOLE * 158,470 0 0 CTS CORP COM 126501105 119 11,300 SOLE * 11,300 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 4,545 105,100 SOLE * 105,100 0 0 CURIS INC COM 231269101 426 88,500 SOLE * 88,500 0 0 CVS CAREMARK CORPORATION COM 126650100 287 6,400 SOLE * 6,400 0 0 CYBERONICS INC COM 23251P102 2,314 60,705 SOLE * 60,705 0 0 CYMER INC COM 232572107 1,890 37,800 SOLE * 37,800 0 0 CYNOSURE INC CL A 232577205 415 23,200 SOLE * 23,200 0 0 CYTEC INDS INC COM 232820100 4,066 66,900 SOLE * 66,900 0 0 DATALINK CORP COM 237934104 314 32,900 SOLE * 32,900 0 0 DAVITA INC COM 23918K108 1,659 18,400 SOLE * 18,400 0 0 DAWSON GEOPHYSICAL CO COM 239359102 217 6,300 SOLE * 6,300 0 0 DDI CORP COM 0.0001 NEW 233162502 279 22,800 SOLE * 22,800 0 0 DEAN FOODS CO NEW COM 242370104 1,396 115,300 SOLE * 115,300 0 0 DELEK US HLDGS INC COM 246647101 337 21,700 SOLE * 21,700 0 0 DELTA AIR LINES INC DEL COM NEW 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12,400 SOLE * 12,400 0 0 DOLBY LABORATORIES INC COM 25659T107 8,274 217,400 SOLE * 217,400 0 0 DOLLAR GEN CORP NEW COM 256677105 4,366 94,500 SOLE * 94,500 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 33,934 419,400 SOLE * 419,400 0 0 DOMINOS PIZZA INC COM 25754A201 8,766 241,503 SOLE * 241,503 0 0 DOMTAR CORP COM NEW 257559203 600 6,292 SOLE * 6,292 0 0 DORAL FINL CORP COM NEW 25811P886 41 26,500 SOLE * 26,500 0 0 DOT HILL SYS CORP COM 25848T109 20 13,700 SOLE * 13,700 0 0 DOUGLAS DYNAMICS INC COM 25960R105 719 52,300 SOLE * 52,300 0 0 DOVER CORP COM 260003108 1,423 22,600 SOLE * 22,600 0 0 DRESSER-RAND GROUP INC COM 261608103 1,099 23,700 SOLE * 23,700 0 0 DRIL-QUIP INC COM 262037104 898 13,800 SOLE * 13,800 0 0 DSP GROUP INC COM 23332B106 403 60,600 SOLE * 60,600 0 0 DST SYS INC DEL COM 233326107 2,109 38,900 SOLE * 38,900 0 0 DTS INC COM 23335C101 425 14,100 SOLE * 14,100 0 0 DUFF & PHELPS CORP NEW CL A 26433B107 1,579 101,600 SOLE * 101,600 0 0 DUKE ENERGY CORP NEW COM 26441C105 1,330 63,300 SOLE * 63,300 0 0 DUSA PHARMACEUTICALS INC COM 266898105 128 20,600 SOLE * 20,600 0 0 DYCOM INDS INC COM 267475101 285 12,200 SOLE * 12,200 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 155 30,500 SOLE * 30,500 0 0 DYNAVOX INC CL A 26817F104 59 19,300 SOLE * 19,300 0 0 E M C CORP MASS COM 268648102 4,049 135,510 SOLE * 135,510 0 0 EAGLE MATERIALS INC COM 26969P108 299 8,600 SOLE * 8,600 0 0 EARTHLINK INC COM 270321102 177 22,200 SOLE * 22,200 0 0 EASTMAN CHEM CO COM 277432100 8,854 171,300 SOLE * 171,300 0 0 EASYLINK SERVICES INTL CORP CL A 277858106 94 18,600 SOLE * 18,600 0 0 EATON CORP COM 278058102 1,906 38,254 SOLE * 38,254 0 0 EBAY INC COM 278642103 205 5,542 SOLE * 5,542 0 0 ECHOSTAR CORP CL A 278768106 729 25,900 SOLE * 25,900 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 873 12,000 SOLE * 12,000 0 0 EHEALTH INC COM 28238P109 419 25,700 SOLE * 25,700 0 0 EINSTEIN NOAH REST GROUP INC COM 28257U104 168 11,300 SOLE * 11,300 0 0 EL PASO CORP COM 28336L109 5,035 170,410 SOLE * 170,410 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 778 46,813 SOLE * 46,813 0 0 ELIZABETH ARDEN INC COM 28660G106 2,245 64,200 SOLE * 64,200 0 0 ELLIE MAE INC COM 28849P100 330 29,600 SOLE * 29,600 0 0 ELLIS PERRY INTL INC COM 288853104 255 13,700 SOLE * 13,700 0 0 EMCOR GROUP INC COM 29084Q100 1,223 44,118 SOLE * 44,118 0 0 EMCORE CORP COM NEW 290846203 53 11,200 SOLE * 11,200 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 427 26,700 SOLE * 26,700 0 0 EMERSON ELEC CO COM 291011104 1,623 31,098 SOLE * 31,098 0 0 EMULEX CORP COM NEW 292475209 1,290 124,300 SOLE * 124,300 0 0 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 297 9,313 SOLE * 9,313 0 0 ENCORE CAP GROUP INC COM 292554102 771 34,200 SOLE * 34,200 0 0 ENERGIZER HLDGS INC COM 29266R108 9,643 130,000 SOLE * 130,000 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 693 41,700 SOLE * 41,700 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 1,340 37,100 SOLE * 37,100 0 0 ENERSYS COM 29275Y102 3,836 110,704 SOLE * 110,704 0 0 ENI S P A SPONSORED ADR 26874R108 304 6,500 SOLE * 6,500 0 0 ENNIS INC COM 293389102 197 12,400 SOLE * 12,400 0 0 ENPRO INDS INC COM 29355X107 728 17,700 SOLE * 17,700 0 0 ENTEGRIS INC COM 29362U104 438 47,000 SOLE * 47,000 0 0 ENTERGY CORP NEW COM 29364G103 780 11,600 SOLE * 11,600 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 450 9,700 SOLE * 9,700 0 0 ENZON PHARMACEUTICALS INC COM 293904108 137 20,016 SOLE * 20,016 0 0 EQUIFAX INC COM 294429105 549 12,400 SOLE * 12,400 0 0 EQUINIX INC COM NEW 29444U502 10,249 65,091 SOLE * 65,091 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,962 56,800 SOLE * 56,800 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 358 45,800 SOLE * 45,800 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 243 3,400 SOLE * 3,400 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 164 17,600 SOLE * 17,600 0 0 EXACT SCIENCES CORP COM 30063P105 150 13,400 SOLE * 13,400 0 0 EXAR CORP COM 300645108 406 48,400 SOLE * 48,400 0 0 EXELIS INC COM 30162A108 1,410 112,700 SOLE * 112,700 0 0 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SOLE * 10,500 0 0 FIFTH THIRD BANCORP COM 316773100 5,144 366,114 SOLE * 366,114 0 0 FINISH LINE INC CL A 317923100 977 46,037 SOLE * 46,037 0 0 FIRST AMERN FINL CORP COM 31847R102 521 31,289 SOLE * 31,289 0 0 FIRST BUSEY CORP COM 319383105 60 12,300 SOLE * 12,300 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 203 15,200 SOLE * 15,200 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 100 16,300 SOLE * 16,300 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 347 1,900 SOLE * 1,900 0 0 FIRST FINL BANCORP OH COM 320209109 414 23,900 SOLE * 23,900 0 0 FIRST FINL HLDGS INC COM 320239106 116 10,500 SOLE * 10,500 0 0 FIRST HORIZON NATL CORP COM 320517105 986 94,961 SOLE * 94,961 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 679 55,000 SOLE * 55,000 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 397 27,200 SOLE * 27,200 0 0 FIRST MERCHANTS CORP COM 320817109 159 12,800 SOLE * 12,800 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 796 66,400 SOLE * 66,400 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 302 30,754 SOLE * 30,754 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 2,408 73,100 SOLE * 73,100 0 0 FIRST SOLAR INC COM 336433107 878 35,000 SOLE * 35,000 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 135 39,800 SOLE * 39,800 0 0 FLAGSTAR BANCORP INC COM NEW 337930507 35 37,300 SOLE * 37,300 0 0 FLOW INTL CORP COM 343468104 67 16,900 SOLE * 16,900 0 0 FLOWSERVE CORP COM 34354P105 1,398 12,100 SOLE * 12,100 0 0 FLUIDIGM CORP DEL COM 34385P108 871 55,400 SOLE * 55,400 0 0 FLUOR CORP NEW COM 343412102 1,342 22,353 SOLE * 22,353 0 0 FLY LEASING LTD SPONSORED ADR 34407D109 476 39,000 SOLE * 39,000 0 0 FORMFACTOR INC COM 346375108 916 164,200 SOLE * 164,200 0 0 FORRESTER RESH INC COM 346563109 299 9,238 SOLE * 9,238 0 0 FORTINET INC COM 34959E109 409 14,790 SOLE * 14,790 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 145 40,800 SOLE * 40,800 0 0 FORWARD AIR CORP COM 349853101 676 18,449 SOLE * 18,449 0 0 FOSTER L B CO COM 350060109 222 7,800 SOLE * 7,800 0 0 FOSTER WHEELER AG COM H27178104 2,115 92,895 SOLE * 92,895 0 0 FOX CHASE BANCORP INC NEW COM 35137T108 134 10,300 SOLE * 10,300 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 211 14,200 SOLE * 14,200 0 0 FRANCESCAS HLDGS CORP COM 351793104 2,327 73,600 SOLE * 73,600 0 0 FRANKLIN FINL CORP VA COM 35353C102 331 24,700 SOLE * 24,700 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 371 35,000 SOLE * 35,000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,491 65,480 SOLE * 65,480 0 0 FREIGHTCAR AMER INC COM 357023100 209 9,300 SOLE * 9,300 0 0 FSI INTL INC COM 302633102 166 33,900 SOLE * 33,900 0 0 FTI CONSULTING INC COM 302941109 4,554 121,392 SOLE * 121,392 0 0 FULTON FINL CORP PA COM 360271100 203 19,300 SOLE * 19,300 0 0 FURMANITE CORPORATION COM 361086101 75 11,700 SOLE * 11,700 0 0 FURNITURE BRANDS INTL INC COM 360921100 27 16,000 SOLE * 16,000 0 0 FUSHI COPPERWELD INC COM 36113E107 866 114,700 SOLE * 114,700 0 0 G-III APPAREL GROUP LTD COM 36237H101 389 13,700 SOLE * 13,700 0 0 GAIN CAP HLDGS INC COM 36268W100 80 15,900 SOLE * 15,900 0 0 GALLAGHER ARTHUR J & CO COM 363576109 529 14,800 SOLE * 14,800 0 0 GARDNER DENVER INC COM 365558105 4,807 76,266 SOLE * 76,266 0 0 GATX CORP COM 361448103 850 21,100 SOLE * 21,100 0 0 GEN-PROBE INC NEW COM 36866T103 2,617 39,400 SOLE * 39,400 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1,411 48,500 SOLE * 48,500 0 0 GENERAL ELECTRIC CO COM 369604103 1,173 58,466 SOLE * 58,466 0 0 GENESCO INC COM 371532102 1,403 19,590 SOLE * 19,590 0 0 GENESEE & WYO INC CL A 371559105 737 13,500 SOLE * 13,500 0 0 GENON ENERGY INC COM 37244E107 225 108,514 SOLE * 108,514 0 0 GENPACT LIMITED SHS G3922B107 479 29,400 SOLE * 29,400 0 0 GENWORTH FINL INC COM CL A 37247D106 4,005 481,408 SOLE * 481,408 0 0 GEOEYE INC COM 37250W108 319 13,251 SOLE * 13,251 0 0 GETTY RLTY CORP NEW COM 374297109 248 15,900 SOLE * 15,900 0 0 GFI GROUP INC COM 361652209 101 27,000 SOLE * 27,000 0 0 GIANT INTERACTIVE GROUP INC ADR 374511103 579 118,100 SOLE * 118,100 0 0 GILEAD SCIENCES INC COM 375558103 350 7,170 SOLE * 7,170 0 0 GLACIER BANCORP INC NEW COM 37637Q105 156 10,500 SOLE * 10,500 0 0 GLADSTONE CAPITAL CORP COM 376535100 781 96,400 SOLE * 96,400 0 0 GLADSTONE COML CORP COM 376536108 1,057 61,400 SOLE * 61,400 0 0 GLADSTONE INVT CORP COM 376546107 663 87,634 SOLE * 87,634 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,115 47,100 SOLE * 47,100 0 0 GLEACHER & CO INC COM 377341102 14 10,200 SOLE * 10,200 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 1,490 145,747 SOLE * 145,747 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 664 85,200 SOLE * 85,200 0 0 GLOBAL PMTS INC COM 37940X102 8,335 175,600 SOLE * 175,600 0 0 GLOBAL SOURCES LTD ORD G39300101 70 11,604 SOLE * 11,604 0 0 GNC HLDGS INC COM CL A 36191G107 338 9,700 SOLE * 9,700 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 300 7,900 SOLE * 7,900 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,076 77,400 SOLE * 77,400 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 73 38,800 SOLE * 38,800 0 0 GOLUB CAP BDC INC COM 38173M102 2,222 145,500 SOLE * 145,500 0 0 GOOGLE INC CL A 38259P508 1,373 2,141 SOLE * 2,141 0 0 GP STRATEGIES CORP COM 36225V104 234 13,300 SOLE * 13,300 0 0 GRACE W R & CO DEL NEW COM 38388F108 2,694 46,600 SOLE * 46,600 0 0 GRACO INC COM 384109104 764 14,400 SOLE * 14,400 0 0 GRAFTECH INTL LTD COM 384313102 195 16,375 SOLE * 16,375 0 0 GRAMERCY CAP CORP COM 384871109 40 15,200 SOLE * 15,200 0 0 GRAN TIERRA ENERGY INC COM 38500T101 199 31,600 SOLE * 31,600 0 0 GRAND CANYON ED INC COM 38526M106 886 49,879 SOLE * 49,879 0 0 GRANITE CONSTR INC COM 387328107 220 7,658 SOLE * 7,658 0 0 GRAY TELEVISION INC COM 389375106 25 13,600 SOLE * 13,600 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 98 13,600 SOLE * 13,600 0 0 GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 1,440 15,000 SOLE * 15,000 0 0 GREATBATCH INC COM 39153L106 1,115 45,500 SOLE * 45,500 0 0 GREEN DOT CORP CL A 39304D102 2,788 105,144 SOLE * 105,144 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 707 15,100 SOLE * 15,100 0 0 GREENBRIER COS INC COM 393657101 200 10,100 SOLE * 10,100 0 0 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 296 46,000 SOLE * 46,000 0 0 GSI GROUP INC CDA NEW COM NEW 36191C205 189 15,700 SOLE * 15,700 0 0 GSI TECHNOLOGY COM 36241U106 320 75,400 SOLE * 75,400 0 0 GUIDANCE SOFTWARE INC COM 401692108 487 44,106 SOLE * 44,106 0 0 GULF RESOURCES INC COM PAR $0.0005 40251W309 75 31,700 SOLE * 31,700 0 0 HACKETT GROUP INC COM 404609109 264 44,219 SOLE * 44,219 0 0 HALLIBURTON CO COM 406216101 2,694 81,180 SOLE * 81,180 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 117 14,800 SOLE * 14,800 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 1,262 57,700 SOLE * 57,700 0 0 HANMI FINL CORP COM NEW 410495204 319 31,454 SOLE * 31,454 0 0 HARLEY DAVIDSON INC COM 412822108 1,850 37,700 SOLE * 37,700 0 0 HARMONIC INC COM 413160102 252 46,100 SOLE * 46,100 0 0 HARRIS & HARRIS GROUP INC COM 413833104 159 38,200 SOLE * 38,200 0 0 HARTE-HANKS INC COM 416196103 247 27,300 SOLE * 27,300 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 9,256 439,100 SOLE * 439,100 0 0 HARVARD BIOSCIENCE INC COM 416906105 70 17,800 SOLE * 17,800 0 0 HATTERAS FINL CORP COM 41902R103 3,080 110,400 SOLE * 110,400 0 0 HAWAIIAN HOLDINGS INC COM 419879101 1,790 342,400 SOLE * 342,400 0 0 HCA HOLDINGS INC COM 40412C101 2,984 120,600 SOLE * 120,600 0 0 HEADWATERS INC COM 42210P102 52 12,540 SOLE * 12,540 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 492 73,200 SOLE * 73,200 0 0 HEALTHSOUTH CORP COM NEW 421924309 2,176 106,243 SOLE * 106,243 0 0 HEALTHWAYS INC COM 422245100 187 25,300 SOLE * 25,300 0 0 HEARTLAND PMT SYS INC COM 42235N108 465 16,100 SOLE * 16,100 0 0 HEINZ H J CO COM 423074103 916 17,100 SOLE * 17,100 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 633 35,500 SOLE * 35,500 0 0 HELMERICH & PAYNE INC COM 423452101 621 11,500 SOLE * 11,500 0 0 HERBALIFE LTD COM USD SHS G4412G101 275 3,998 SOLE * 3,998 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 2,338 211,043 SOLE * 211,043 0 0 HERITAGE COMMERCE CORP COM 426927109 73 11,400 SOLE * 11,400 0 0 HERITAGE FINL CORP WASH COM 42722X106 227 16,700 SOLE * 16,700 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 1,437 263,400 SOLE * 263,400 0 0 HERSHEY CO COM 427866108 31,823 518,879 SOLE * 518,879 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1,262 83,900 SOLE * 83,900 0 0 HESS CORP COM 42809H107 6,438 109,200 SOLE * 109,200 0 0 HEWLETT PACKARD CO COM 428236103 915 38,376 SOLE * 38,376 0 0 HEXCEL CORP NEW COM 428291108 1,500 62,520 SOLE * 62,520 0 0 HFF INC CL A 40418F108 543 33,000 SOLE * 33,000 0 0 HILL ROM HLDGS INC COM 431475102 541 16,200 SOLE * 16,200 0 0 HILLTOP HOLDINGS INC COM 432748101 1,041 124,200 SOLE * 124,200 0 0 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 731 354,700 SOLE * 354,700 0 0 HOME BANCSHARES INC COM 436893200 320 12,010 SOLE * 12,010 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 1,041 59,100 SOLE * 59,100 0 0 HOST HOTELS & RESORTS INC COM 44107P104 683 41,600 SOLE * 41,600 0 0 HOT TOPIC INC COM 441339108 398 39,200 SOLE * 39,200 0 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50,400 SOLE * 50,400 0 0 ORIENTAL FINL GROUP INC COM 68618W100 394 32,600 SOLE * 32,600 0 0 ORION MARINE GROUP INC COM 68628V308 281 38,800 SOLE * 38,800 0 0 ORITANI FINL CORP DEL COM 68633D103 288 19,600 SOLE * 19,600 0 0 OSHKOSH CORP COM 688239201 943 40,700 SOLE * 40,700 0 0 OVERSTOCK COM INC DEL COM 690370101 55 10,600 SOLE * 10,600 0 0 OWENS CORNING NEW COM 690742101 2,299 63,800 SOLE * 63,800 0 0 OWENS ILL INC COM NEW 690768403 3,646 156,197 SOLE * 156,197 0 0 PACER INTL INC TENN COM 69373H106 130 20,700 SOLE * 20,700 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 189 20,100 SOLE * 20,100 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 106 60,300 SOLE * 60,300 0 0 PAIN THERAPEUTICS INC COM 69562K100 122 34,000 SOLE * 34,000 0 0 PALL CORP COM 696429307 525 8,800 SOLE * 8,800 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 291 31,100 SOLE * 31,100 0 0 PANERA BREAD CO CL A 69840W108 1,529 9,500 SOLE * 9,500 0 0 PANTRY INC COM 698657103 138 10,600 SOLE * 10,600 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 585 15,100 SOLE * 15,100 0 0 PAREXEL INTL CORP COM 699462107 1,033 38,300 SOLE * 38,300 0 0 PARK STERLING CORP COM 70086Y105 81 16,700 SOLE * 16,700 0 0 PARKER DRILLING CO COM 701081101 254 42,652 SOLE * 42,652 0 0 PARKER HANNIFIN CORP COM 701094104 1,051 12,423 SOLE * 12,423 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 163 21,500 SOLE * 21,500 0 0 PARTNERRE LTD COM G6852T105 482 7,100 SOLE * 7,100 0 0 PATTERSON COMPANIES INC COM 703395103 1,072 32,100 SOLE * 32,100 0 0 PATTERSON UTI ENERGY INC COM 703481101 608 35,200 SOLE * 35,200 0 0 PDF SOLUTIONS INC COM 693282105 145 17,200 SOLE * 17,200 0 0 PDL BIOPHARMA INC COM 69329Y104 26,785 4,216,300 SOLE * 4,216,300 0 0 PEABODY ENERGY CORP COM 704549104 985 34,000 SOLE * 34,000 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 1,237 54,800 SOLE * 54,800 0 0 PENNANTPARK INVT CORP COM 708062104 5,536 532,265 SOLE * 532,265 0 0 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 1,113 68,800 SOLE * 68,800 0 0 PERFICIENT INC COM 71375U101 179 14,900 SOLE * 14,900 0 0 PERICOM SEMICONDUCTOR CORP COM 713831105 381 47,100 SOLE * 47,100 0 0 PERKINELMER INC COM 714046109 219 7,900 SOLE * 7,900 0 0 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 2,715 118,700 SOLE * 118,700 0 0 PETMED EXPRESS INC COM 716382106 475 38,383 SOLE * 38,383 0 0 PETSMART INC COM 716768106 848 14,824 SOLE * 14,824 0 0 PFIZER INC COM 717081103 1,209 53,355 SOLE * 53,355 0 0 PHILIP MORRIS INTL INC COM 718172109 2,950 33,295 SOLE * 33,295 0 0 PHOTRONICS INC COM 719405102 252 37,900 SOLE * 37,900 0 0 PICO HLDGS INC COM NEW 693366205 244 10,400 SOLE * 10,400 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 332 18,700 SOLE * 18,700 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 106 14,192 SOLE * 14,192 0 0 PINNACLE ENTMT INC COM 723456109 1,337 116,170 SOLE * 116,170 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 518 28,200 SOLE * 28,200 0 0 PIPER JAFFRAY COS COM 724078100 379 14,200 SOLE * 14,200 0 0 PITNEY BOWES INC COM 724479100 498 28,300 SOLE * 28,300 0 0 PLAINS EXPL& PRODTN CO COM 726505100 349 8,200 SOLE * 8,200 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 280 7,700 SOLE * 7,700 0 0 PLEXUS CORP COM 729132100 828 23,700 SOLE * 23,700 0 0 PLX TECHNOLOGY INC COM 693417107 122 30,300 SOLE * 30,300 0 0 PMC-SIERRA INC COM 69344F106 122 16,900 SOLE * 16,900 0 0 PNM RES INC COM 69349H107 379 20,700 SOLE * 20,700 0 0 POLYCOM INC COM 73172K104 450 23,600 SOLE * 23,600 0 0 POLYONE CORP COM 73179P106 2,062 143,200 SOLE * 143,200 0 0 POPULAR INC COM 733174106 315 153,700 SOLE * 153,700 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 918 12,804 SOLE * 12,804 0 0 POZEN INC COM 73941U102 134 22,300 SOLE * 22,300 0 0 PPG INDS INC COM 693506107 2,376 24,800 SOLE * 24,800 0 0 PRECISION DRILLING CORP COM 2010 74022D308 271 27,025 SOLE * 27,025 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 268 29,517 SOLE * 29,517 0 0 PRESIDENTIAL LIFE CORP COM 740884101 120 10,500 SOLE * 10,500 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 251 14,400 SOLE * 14,400 0 0 PRGX GLOBAL INC COM NEW 69357C503 65 10,300 SOLE * 10,300 0 0 PRICELINE COM INC COM NEW 741503403 2,152 3,000 SOLE * 3,000 0 0 PRIMERICA INC COM 74164M108 1,558 61,800 SOLE * 61,800 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 4,671 158,257 SOLE * 158,257 0 0 PROGRESS ENERGY INC COM 743263105 10,117 190,500 SOLE * 190,500 0 0 PROGRESS SOFTWARE CORP COM 743312100 547 23,150 SOLE * 23,150 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 1,288 117,328 SOLE * 117,328 0 0 PROTECTIVE LIFE CORP COM 743674103 1,707 57,600 SOLE * 57,600 0 0 PROVIDENCE SVC CORP COM 743815102 720 46,400 SOLE * 46,400 0 0 PROVIDENT FINL SVCS INC COM 74386T105 351 24,200 SOLE * 24,200 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 197 23,300 SOLE * 23,300 0 0 PRUDENTIAL FINL INC COM 744320102 1,317 20,783 SOLE * 20,783 0 0 PUBLIC STORAGE COM 74460D109 2,625 19,000 SOLE * 19,000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,095 133,800 SOLE * 133,800 0 0 PVH CORP COM 693656100 697 7,800 SOLE * 7,800 0 0 QLOGIC CORP COM 747277101 3,547 199,700 SOLE * 199,700 0 0 QLT INC COM 746927102 363 51,956 SOLE * 51,956 0 0 QUALCOMM INC COM 747525103 1,345 19,760 SOLE * 19,760 0 0 QUALITY DISTR INC FLA COM 74756M102 1,191 86,500 SOLE * 86,500 0 0 QUANTA SVCS INC COM 74762E102 1,564 74,800 SOLE * 74,800 0 0 QUIDEL CORP COM 74838J101 432 23,502 SOLE * 23,502 0 0 QUINSTREET INC COM 74874Q100 309 29,500 SOLE * 29,500 0 0 RADWARE LTD ORD M81873107 1,079 28,800 SOLE * 28,800 0 0 RAILAMERICA INC COM 750753402 680 31,700 SOLE * 31,700 0 0 RALCORP HLDGS INC NEW COM 751028101 5,483 74,000 SOLE * 74,000 0 0 RALPH LAUREN CORP CL A 751212101 1,064 6,100 SOLE * 6,100 0 0 RANGE RES CORP COM 75281A109 7,098 122,100 SOLE * 122,100 0 0 RAYONIER INC COM 754907103 1,903 43,150 SOLE * 43,150 0 0 REALNETWORKS INC COM NEW 75605L708 109 10,875 SOLE * 10,875 0 0 RED LION HOTELS CORP COM 756764106 126 15,400 SOLE * 15,400 0 0 REGAL ENTMT GROUP CL A 758766109 644 47,300 SOLE * 47,300 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 7,288 1,105,925 SOLE * 1,105,925 0 0 RENTECH INC COM 760112102 141 68,300 SOLE * 68,300 0 0 RENTRAK CORP COM 760174102 220 9,700 SOLE * 9,700 0 0 REPUBLIC SVCS INC COM 760759100 654 21,403 SOLE * 21,403 0 0 RESEARCH IN MOTION LTD COM 760975102 1,501 102,070 SOLE * 102,070 0 0 REX AMERICAN RESOURCES CORP COM 761624105 709 23,100 SOLE * 23,100 0 0 RICHARDSON ELECTRS LTD COM 763165107 389 32,400 SOLE * 32,400 0 0 RIMAGE CORP COM 766721104 541 54,100 SOLE * 54,100 0 0 RLJ LODGING TR COM 74965L101 275 14,800 SOLE * 14,800 0 0 ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 939 54,100 SOLE * 54,100 0 0 ROBBINS & MYERS INC COM 770196103 3,739 71,842 SOLE * 71,842 0 0 ROCKVILLE FINL INC NEW COM 774188106 507 43,562 SOLE * 43,562 0 0 ROCKWELL AUTOMATION INC COM 773903109 470 5,900 SOLE * 5,900 0 0 ROCKWOOD HLDGS INC COM 774415103 3,470 66,545 SOLE * 66,545 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,016 28,746 SOLE * 28,746 0 0 RSC HOLDINGS INC COM 74972L102 434 19,200 SOLE * 19,200 0 0 RUBY TUESDAY INC COM 781182100 443 48,500 SOLE * 48,500 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 848 76,300 SOLE * 76,300 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 267 35,222 SOLE * 35,222 0 0 S & T BANCORP INC COM 783859101 276 12,700 SOLE * 12,700 0 0 SABA SOFTWARE INC COM NEW 784932600 134 13,600 SOLE * 13,600 0 0 SABINE ROYALTY TR UNIT BEN INT 785688102 2,085 34,800 SOLE * 34,800 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 352 21,400 SOLE * 21,400 0 0 SAFE BULKERS INC COM Y7388L103 1,206 180,300 SOLE * 180,300 0 0 SAIA INC COM 78709Y105 351 20,600 SOLE * 20,600 0 0 SAIC INC COM 78390X101 197 14,927 SOLE * 14,927 0 0 SALESFORCE COM INC COM 79466L302 278 1,800 SOLE * 1,800 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 9,090 366,500 SOLE * 366,500 0 0 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 977 50,400 SOLE * 50,400 0 0 SANMINA SCI CORP COM NEW 800907206 383 33,433 SOLE * 33,433 0 0 SANTARUS INC COM 802817304 428 73,000 SOLE * 73,000 0 0 SAPIENT CORP COM 803062108 417 33,500 SOLE * 33,500 0 0 SASOL LTD SPONSORED ADR 803866300 403 8,300 SOLE * 8,300 0 0 SAUL CTRS INC COM 804395101 327 8,100 SOLE * 8,100 0 0 SBA COMMUNICATIONS CORP COM 78388J106 22,194 436,800 SOLE * 436,800 0 0 SCHIFF NUTRITION INTL INC COM 806693107 128 10,400 SOLE * 10,400 0 0 SCHLUMBERGER LTD COM 806857108 3,911 55,923 SOLE * 55,923 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 292 46,200 SOLE * 46,200 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 134 11,500 SOLE * 11,500 0 0 SCIQUEST INC NEW COM 80908T101 445 29,200 SOLE * 29,200 0 0 SEABRIGHT HOLDINGS INC COM 811656107 412 45,300 SOLE * 45,300 0 0 SEACHANGE INTL INC COM 811699107 451 57,900 SOLE * 57,900 0 0 SEACOAST BKG CORP FLA COM 811707306 37 21,100 SOLE * 21,100 0 0 SEACOR HOLDINGS INC COM 811904101 2,883 30,100 SOLE * 30,100 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 693 40,200 SOLE * 40,200 0 0 SEADRILL LIMITED SHS G7945E105 2,661 70,900 SOLE * 70,900 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2,685 99,617 SOLE * 99,617 0 0 SELECT MED HLDGS CORP COM 81619Q105 85 10,900 SOLE * 10,900 0 0 SELECTIVE INS GROUP INC COM 816300107 201 11,400 SOLE * 11,400 0 0 SEMGROUP CORP CL A 81663A105 4,395 150,800 SOLE * 150,800 0 0 SERVICE CORP INTL COM 817565104 151 13,400 SOLE * 13,400 0 0 SHANDA GAMES LTD SP ADR REPTG A 81941U105 193 37,200 SOLE * 37,200 0 0 SHUFFLE MASTER INC COM 825549108 1,070 60,800 SOLE * 60,800 0 0 SIERRA BANCORP COM 82620P102 104 10,500 SOLE * 10,500 0 0 SIERRA WIRELESS INC COM 826516106 450 61,600 SOLE * 61,600 0 0 SIGMA DESIGNS INC COM 826565103 143 27,500 SOLE * 27,500 0 0 SIGNET JEWELERS LIMITED SHS G81276100 1,688 35,700 SOLE * 35,700 0 0 SILICON IMAGE INC COM 82705T102 480 81,500 SOLE * 81,500 0 0 SILICON LABORATORIES INC COM 826919102 1,762 41,000 SOLE * 41,000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,209 62,400 SOLE * 62,400 0 0 SILVER WHEATON CORP COM 828336107 970 29,200 SOLE * 29,200 0 0 SIMON PPTY GROUP INC NEW COM 828806109 6,207 42,606 SOLE * 42,606 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1,142 103,300 SOLE * 103,300 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 628 12,200 SOLE * 12,200 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 528 11,300 SOLE * 11,300 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 840 60,400 SOLE * 60,400 0 0 SKECHERS U S A INC CL A 830566105 464 36,500 SOLE * 36,500 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 347 45,300 SOLE * 45,300 0 0 SKYLINE CORP COM 830830105 82 10,700 SOLE * 10,700 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 256 9,258 SOLE * 9,258 0 0 SMITH & WESSON HLDG CORP COM 831756101 1,127 145,500 SOLE * 145,500 0 0 SMITHFIELD FOODS INC COM 832248108 1,974 89,600 SOLE * 89,600 0 0 SNAP ON INC COM 833034101 866 14,214 SOLE * 14,214 0 0 SOLAR CAP LTD COM 83413U100 4,789 216,965 SOLE * 216,965 0 0 SOLARWINDS INC COM 83416B109 657 17,000 SOLE * 17,000 0 0 SORL AUTO PTS INC COM 78461U101 64 19,800 SOLE * 19,800 0 0 SOTHEBYS COM 835898107 1,448 36,800 SOLE * 36,800 0 0 SOUTH JERSEY INDS INC COM 838518108 585 11,700 SOLE * 11,700 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 493 22,305 SOLE * 22,305 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 123 13,300 SOLE * 13,300 0 0 SPANSION INC COM CL A NEW 84649R200 298 24,400 SOLE * 24,400 0 0 SPARTAN MTRS INC COM 846819100 112 21,356 SOLE * 21,356 0 0 SPARTECH CORP COM NEW 847220209 53 11,000 SOLE * 11,000 0 0 SPECTRANETICS CORP COM 84760C107 224 21,500 SOLE * 21,500 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 716 20,500 SOLE * 20,500 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 156 12,300 SOLE * 12,300 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 497 20,300 SOLE * 20,300 0 0 SPIRIT AIRLS INC COM 848577102 1,436 71,500 SOLE * 71,500 0 0 SPX CORP COM 784635104 574 7,400 SOLE * 7,400 0 0 SRS LABS INC COM 78464M106 96 13,700 SOLE * 13,700 0 0 STAG INDL INC COM 85254J102 232 16,600 SOLE * 16,600 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 608 23,500 SOLE * 23,500 0 0 STAPLES INC COM 855030102 479 29,600 SOLE * 29,600 0 0 STATE BK FINL CORP COM 856190103 806 46,000 SOLE * 46,000 0 0 STATOIL ASA SPONSORED ADR 85771P102 391 14,400 SOLE * 14,400 0 0 STEC INC COM 784774101 328 34,700 SOLE * 34,700 0 0 STEELCASE INC CL A 858155203 397 41,300 SOLE * 41,300 0 0 STEIN MART INC COM 858375108 221 33,523 SOLE * 33,523 0 0 STELLARONE CORP COM 85856G100 309 26,000 SOLE * 26,000 0 0 STEREOTAXIS INC COM 85916J102 6 10,600 SOLE * 10,600 0 0 STERLING CONSTRUCTION CO INC COM 859241101 357 36,600 SOLE * 36,600 0 0 STEWART ENTERPRISES INC CL A 860370105 309 51,000 SOLE * 51,000 0 0 STEWART INFORMATION SVCS COR COM 860372101 501 35,300 SOLE * 35,300 0 0 STONE ENERGY CORP COM 861642106 746 26,095 SOLE * 26,095 0 0 STONERIDGE INC COM 86183P102 244 24,600 SOLE * 24,600 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 2,132 324,100 SOLE * 324,100 0 0 STRYKER CORP COM 863667101 449 8,100 SOLE * 8,100 0 0 SUFFOLK BANCORP COM 864739107 284 21,900 SOLE * 21,900 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 89 13,400 SOLE * 13,400 0 0 SUN BANCORP INC COM 86663B102 39 11,100 SOLE * 11,100 0 0 SUN COMMUNITIES INC COM 866674104 4,840 111,700 SOLE * 111,700 0 0 SUN HEALTHCARE GROUP INC NEW COM 86677E100 128 18,700 SOLE * 18,700 0 0 SUNCOKE ENERGY INC COM 86722A103 702 49,453 SOLE * 49,453 0 0 SUNOPTA INC COM 8676EP108 87 15,990 SOLE * 15,990 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 8,255 847,534 SOLE * 847,534 0 0 SUNTRUST BKS INC COM 867914103 3,538 146,400 SOLE * 146,400 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 487 18,475 SOLE * 18,475 0 0 SUPERIOR INDS INTL INC COM 868168105 254 13,000 SOLE * 13,000 0 0 SURMODICS INC COM 868873100 300 19,543 SOLE * 19,543 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 275 27,820 SOLE * 27,820 0 0 SUSSER HLDGS CORP COM 869233106 1,417 55,200 SOLE * 55,200 0 0 SWIFT ENERGY CO COM 870738101 1,190 41,000 SOLE * 41,000 0 0 SWIFT TRANSN CO CL A 87074U101 922 79,900 SOLE * 79,900 0 0 SWISHER HYGIENE INC COM 870808102 28 11,200 SOLE * 11,200 0 0 SWS GROUP INC COM 78503N107 192 33,700 SOLE * 33,700 0 0 SYKES ENTERPRISES INC COM 871237103 509 32,200 SOLE * 32,200 0 0 SYMETRA FINL CORP COM 87151Q106 4,932 427,700 SOLE * 427,700 0 0 SYMMETRICOM INC COM 871543104 79 13,600 SOLE * 13,600 0 0 SYMMETRY MED INC COM 871546206 817 115,602 SOLE * 115,602 0 0 SYNAPTICS INC COM 87157D109 1,313 35,977 SOLE * 35,977 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 540 16,900 SOLE * 16,900 0 0 SYNERGETICS USA INC COM 87160G107 68 10,600 SOLE * 10,600 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 509 47,400 SOLE * 47,400 0 0 SYNOPSYS INC COM 871607107 9,333 304,400 SOLE * 304,400 0 0 SYNTEL INC COM 87162H103 358 6,400 SOLE * 6,400 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 548 35,600 SOLE * 35,600 0 0 TAL ED GROUP ADS REPSTG COM 874080104 599 53,800 SOLE * 53,800 0 0 TARGA RES CORP COM 87612G101 4,094 90,100 SOLE * 90,100 0 0 TAUBMAN CTRS INC COM 876664103 33,185 454,900 SOLE * 454,900 0 0 TE CONNECTIVITY LTD REG SHS H84989104 1,029 28,000 SOLE * 28,000 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 433 21,000 SOLE * 21,000 0 0 TECH DATA CORP COM 878237106 732 13,500 SOLE * 13,500 0 0 TECK RESOURCES LTD CL B 878742204 239 6,700 SOLE * 6,700 0 0 TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 560 19,400 SOLE * 19,400 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 478 27,000 SOLE * 27,000 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 364 36,700 SOLE * 36,700 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 94 33,900 SOLE * 33,900 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 353 5,600 SOLE * 5,600 0 0 TELEFONICA S A SPONSORED ADR 879382208 5,241 319,400 SOLE * 319,400 0 0 TELETECH HOLDINGS INC COM 879939106 454 28,200 SOLE * 28,200 0 0 TEMPUR PEDIC INTL INC COM 88023U101 3,841 45,500 SOLE * 45,500 0 0 TERADATA CORP DEL COM 88076W103 368 5,400 SOLE * 5,400 0 0 TERADYNE INC COM 880770102 5,472 324,000 SOLE * 324,000 0 0 TEREX CORP NEW COM 880779103 1,011 44,900 SOLE * 44,900 0 0 TERNIUM SA SPON ADR 880890108 474 20,000 SOLE * 20,000 0 0 TERRENO RLTY CORP COM 88146M101 395 27,600 SOLE * 27,600 0 0 TERRITORIAL BANCORP INC COM 88145X108 500 24,000 SOLE * 24,000 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 592 34,300 SOLE * 34,300 0 0 TETRA TECH INC NEW COM 88162G103 669 25,400 SOLE * 25,400 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 143 15,100 SOLE * 15,100 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1,856 32,921 SOLE * 32,921 0 0 THL CR INC COM 872438106 575 44,700 SOLE * 44,700 0 0 THOMAS & BETTS CORP COM 884315102 660 9,177 SOLE * 9,177 0 0 THOR INDS INC COM 885160101 1,152 36,500 SOLE * 36,500 0 0 THORATEC CORP COM NEW 885175307 1,005 29,800 SOLE * 29,800 0 0 TIBCO SOFTWARE INC COM 88632Q103 236 7,735 SOLE * 7,735 0 0 TICC CAPITAL CORP COM 87244T109 441 45,371 SOLE * 45,371 0 0 TIDEWATER INC COM 886423102 269 4,979 SOLE * 4,979 0 0 TIME WARNER CABLE INC COM 88732J207 8,361 102,593 SOLE * 102,593 0 0 TIMKEN CO COM 887389104 4,821 95,000 SOLE * 95,000 0 0 TNS INC COM 872960109 227 10,478 SOLE * 10,478 0 0 TOTAL S A SPONSORED ADR 89151E109 19,984 390,900 SOLE 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A COM 829226109 1142 103300 SOLE * 103300 0 0 SIX FLAGS ENTERTAINMENT CORP COM 83001A102 528 11300 SOLE * 11300 0 0 SK TELEKOM CO LTD - ADR ADR 78440P108 840 60400 SOLE * 60400 0 0 SKECHERS USA INC -CL A COM 830566105 464 36500 SOLE * 36500 0 0 SKILLED HEALTHCARE GROU-CL A COM 83066R107 347 45300 SOLE * 45300 0 0 SMITH & WESSON HOLDING CORP COM 831756101 1127 145500 SOLE * 145500 0 0 SOLAR CAPITAL LTD COM 83413U100 4789 216965 SOLE * 216965 0 0 SOLTA MEDICAL INC COM 83438K103 31 10300 SOLE * 10300 0 0 SONATEL COM 802817304 428 73000 SOLE * 73000 0 0 SONUS NETWORKS INC COM 835916107 68 23500 SOLE * 23500 0 0 SORL AUTO PARTS INC COM 78461U101 64 19800 SOLE * 19800 0 0 SOTHEBY'S COM 835898107 1448 36800 SOLE * 36800 0 0 SOUTH JERSEY IND COM 838518108 585 11700 SOLE * 11700 0 0 SOUTHWEST BANCORP INC/OKLA COM 844767103 123 13300 SOLE * 13300 0 0 SPANSION INC-CLASS A COM 84649R200 298 24400 SOLE * 24400 0 0 SPARTAN MOTORS INC COM 846819100 112 21356 SOLE * 21356 0 0 SPECTRUM BRANDS HOLDINGS INC COM 84763R101 716 20500 SOLE * 20500 0 0 SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 497 20300 SOLE * 20300 0 0 SPIRIT AIRLINES INC COM 848577102 1436 71500 SOLE * 71500 0 0 SRERLING CONSTRUCTION CO COM 859241101 357 36600 SOLE * 36600 0 0 STAG INDUSTRIAL INC COM 85254J102 232 16600 SOLE * 16600 0 0 STATE BANK FINANCIAL CORP COM 856190103 806 46000 SOLE * 46000 0 0 STATOIL ASA-SPON ADR 85771P102 391 14400 SOLE * 14400 0 0 STEELCASE INC-CL A COM 858155203 397 41300 SOLE * 41300 0 0 STEVEN MADDEN LTD COM 556269108 311 7275 SOLE * 7275 0 0 STEWART ENTERPRISES INC- CL A COM 860370105 309 51000 SOLE * 51000 0 0 STEWART INFO SVCS COM 860372101 501 35300 SOLE * 35300 0 0 SUMITOMO MITSUI-SPONS ADR ADR 86562M209 89 13400 SOLE * 13400 0 0 SUN BANCORP INC-NJ COM 86663B102 39 11100 SOLE * 11100 0 0 SUN HEALTHCARE GROUP INC COM 86677E100 128 18700 SOLE * 18700 0 0 SUNSTONE HOTEL INVESTORS INC COM 867892101 8255 847534 SOLE * 847534 0 0 SUNTRUST BANKS INC COM 867914103 3538 146400 SOLE * 146400 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 487 18475 SOLE * 18475 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 254 13000 SOLE * 13000 0 0 SUSQUEHANNA BANCSHARES INC COM 869099101 275 27820 SOLE * 27820 0 0 SUSSER HOLDINGS CORP COM 869233106 1417 55200 SOLE * 55200 0 0 SWIFT TRANSPORTATION CO COM 87074U101 922 79900 SOLE * 79900 0 0 SYMETRA FINANCIAL CORP COM 87151Q106 4932 427700 SOLE * 427700 0 0 SYMMETRY MEDICAL INC COM 871546206 817 115602 SOLE * 115602 0 0 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 548 35600 SOLE * 35600 0 0 TAL EDUCATION GROUP- ADR COM 874080104 599 53800 SOLE * 53800 0 0 TARGA RESOURCES CORP COM 87612G101 4094 90100 SOLE * 90100 0 0 TAUBMAN CENTERS INC COM 876664103 33185 454900 SOLE * 454900 0 0 TEEKAY OFFSHORE PARTNERS LP COM Y8565J101 560 19400 SOLE * 19400 0 0 TELECOM ARGENTINA SA - ADR ADR 879273209 478 27000 SOLE * 27000 0 0 TELECOM NEW ZEALAND - ADR ADR 879278208 364 36700 SOLE * 36700 0 0 TELECOMMUNICATION SYSTEMS-A COM 87929J103 94 33900 SOLE * 33900 0 0 TELEFONICA SA - ADR ADR 879382208 5241 319400 SOLE * 319400 0 0 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 3841 45500 SOLE * 45500 0 0 TERADATA CORP COM 88076W103 368 5400 SOLE * 5400 0 0 TEREX CORP. COM 880779103 1011 44900 SOLE * 44900 0 0 TERNIUM SA-SPONSORED ADR ADR 880890108 474 20000 SOLE * 20000 0 0 TERRENO REALTY CORP COM 88146M101 395 27600 SOLE * 27600 0 0 TETRA TECH INC COM 88162G103 669 25400 SOLE * 25400 0 0 TETRA TECHNOLOGIES INC COM 88162F105 143 15100 SOLE * 15100 0 0 TEXTRON INC COM 883203101 206 7400 SOLE * 7400 0 0 THE BUCKLE INC COM 118440106 1930 40300 SOLE * 40300 0 0 THE FINISH LINE CL A COM 317923100 977 46037 SOLE * 46037 0 0 THE HERSHEY COMPANY COM 427866108 31823 518879 SOLE * 518879 0 0 THL CREDIT INC COM 872438106 575 44700 SOLE * 44700 0 0 THOR INDUSTRIES INC COM 885160101 1152 36500 SOLE * 36500 0 0 TIME WARNER CABLE-A COM 88732J207 8361 102593 SOLE * 102593 0 0 TOTAL S.A. SPON ADR ADR 89151E109 19984 390900 SOLE * 390900 0 0 TOTAL SYSTEM SERVICES INC COM 891906109 1042 45176 SOLE * 45176 0 0 TOWERS WATSON & CO-CL A COM 891894107 265 4000 SOLE * 4000 0 0 TOWN SPORTS INTERNATIONAL COM 89214A102 1517 120100 SOLE * 120100 0 0 TRAVELCENTERS OF AMERICA COM 894174101 268 42100 SOLE * 42100 0 0 TRIANGLE CAPITAL CORP COM 895848109 918 46482 SOLE * 46482 0 0 TRINITY INDUSTRIES COM 896522109 762 23100 SOLE * 23100 0 0 TRIPLE-S MANAGEMENT CORP-B COM 896749108 711 30800 SOLE * 30800 0 0 TRUSTCO BANK CORP NY COM 898349105 404 70800 SOLE * 70800 0 0 TTM TECHNOLOGIES COM 87305R109 159 13900 SOLE * 13900 0 0 TUPPERWARE BRANDS CORPORATION COM 899896104 698 11000 SOLE * 11000 0 0 TYSON FOODS INC - CL A COM 902494103 2951 154100 SOLE * 154100 0 0 U S ENERGY CORP - WYOMING COM 911805109 37 11500 SOLE * 11500 0 0 U.S. GLOBAL INVESTORS INC-A COM 902952100 103 14200 SOLE * 14200 0 0 U.S. PHYSICAL THERAPY INC COM 90337L108 623 27000 SOLE * 27000 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 322 42600 SOLE * 42600 0 0 UMH PROPERTIES INC COM 903002103 266 24300 SOLE * 24300 0 0 UNION PACIFIC CORP COM 907818108 1920 17864 SOLE * 17864 0 0 UNITED COMMUNITY BANKS/GA COM 90984P303 110 11168 SOLE * 11168 0 0 UNIVERSAL AMER FINANCIAL CRP COM 91338E101 835 77500 SOLE * 77500 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 256 12800 SOLE * 12800 0 0 UNIVERSAL HEALTH SERVICES B COM 913903100 369 8800 SOLE * 8800 0 0 UNIVERSAL INSURANCE HOLDINGS COM 91359V107 181 46400 SOLE * 46400 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 609 46089 SOLE * 46089 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 372 22200 SOLE * 22200 0 0 URS CORP COM 903236107 4878 114701 SOLE * 114701 0 0 VALE SA-SP ADR ADR 91912E105 1388 59500 SOLE * 59500 0 0 VALERO ENERGY CORP COM 91913Y100 3006 116650 SOLE * 116650 0 0 VALHI INC COM 918905100 202 3800 SOLE * 3800 0 0 VECTREN CORPORATION COM 92240G101 834 28700 SOLE * 28700 0 0 VERISK ANALYTICS INC-CLASS A COM 92345Y106 1475 31400 SOLE * 31400 0 0 VIEWPOINT FINANCIAL GROUP COM 92672A101 589 38300 SOLE * 38300 0 0 VIRGINIA COMMERCE BANCORP COM 92778Q109 225 25600 SOLE * 25600 0 0 VISA INC-CLASS A SHRS COM 92826C839 2599 22027 SOLE * 22027 0 0 VISHAY PRECISION GROUP-W/I COM 92835K103 176 11902 SOLE * 11902 0 0 VMWARE INC-CLASS A COM 928563402 1213 10794 SOLE * 10794 0 0 VOLCANO CORP COM 928645100 247 8720 SOLE * 8720 0 0 VONAGE HOLDINGS CORP COM 92886T201 100 45600 SOLE * 45600 0 0 VOXX INTERNATIONAL CORP COM 91829F104 492 36200 SOLE * 36200 0 0 W^T OFFSHORE INC COM 92922P106 475 22507 SOLE * 22507 0 0 WABCO HOLDINGS INC COM 92927K102 2372 39200 SOLE * 39200 0 0 WABTEC COM 929740108 1229 16300 SOLE * 16300 0 0 WARNACO GROUP INC/THE COM 934390402 1674 28657 SOLE * 28657 0 0 WARREN RESOURCES INC COM 93564A100 78 24000 SOLE * 24000 0 0 WASHINGTON BANKING CO COM 937303105 200 14500 SOLE * 14500 0 0 WAVE SYSTEMS CORP-CLASS A COM 943526301 19 10500 SOLE * 10500 0 0 WEBMD HEALTH CORP-CLASS A COM 94770V102 227 8900 SOLE * 8900 0 0 WELLS FARGO & COMPANY COM 949746101 894 26191 SOLE * 26191 0 0 WESCO AIRCRAFT HOLDINGS INC COM 950814103 212 13100 SOLE * 13100 0 0 WESCO INTERNATIONAL INC COM 95082P105 2704 41400 SOLE * 41400 0 0 WEST COAST BANCORP/OREGON COM 952145209 1166 61620 SOLE * 61620 0 0 WESTELL TECHNOLOGIES INC A COM 957541105 187 79900 SOLE * 79900 0 0 WESTERN UNION CO COM 959802109 902 51252 SOLE * 51252 0 0 WESTFIELD FINANCIAL INC COM 96008P104 185 23400 SOLE * 23400 0 0 WET SEAL INC CL A COM 961840105 129 37300 SOLE * 37300 0 0 WHITESTONE REIT-B COM 966084204 355 27200 SOLE * 27200 0 0 WHITING PETROLEUM CORP COM 966387102 4416 81312 SOLE * 81312 0 0 WILEY (JOHN) & SONS -CL A COM 968223206 290 6100 SOLE * 6100 0 0 WILLIAMS COMPANIES INC COM 969457100 3000 97353 SOLE * 97353 0 0 WILLIS GROUP HOLDINGS LTD COM G96666105 3032 86700 SOLE * 86700 0 0 WINTHROP REALTY TRUST INC COM 976391300 195 16820 SOLE * 16820 0 0 WMS INDUSTRIES INC COM 929297109 622 26243 SOLE * 26243 0 0 WR GRACE & CO (NEW) COM 38388F108 2694 46600 SOLE * 46600 0 0 WRIGHT MEDICAL GROUP INC COM 98235T107 591 30600 SOLE * 30600 0 0 WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 332 7130 SOLE * 7130 0 0 XYLEM INC-W/I COM 98419M100 824 29700 SOLE * 29700 0 0 YAHOO! INC COM 984332106 1897 124600 SOLE * 124600 0 0 YPF S.A -D ADR ADR 984245100 1108 39000 SOLE * 39000 0 0 YUM! BRANDS COM 988498101 1027 14424 SOLE * 14424 0 0 ZIXIT CORPORATION COM 98974P100 56 19300 SOLE * 19300 0 0 Total Market Value 2,965,145