Two Sigma Advisers

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

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                                                           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         247361702     322      32,500              SOLE       *        32,500    0      0
DELUXE CORP                    COM             248019101     319      13,641              SOLE       *        13,641    0      0
DENBURY RES INC                COM NEW         247916208     415      22,802              SOLE       *        22,802    0      0
DENNYS CORP                    COM             24869P104     632     156,600              SOLE       *       156,600    0      0
DEVON ENERGY CORP NEW          COM             25179M103   8,860     124,575              SOLE       *       124,575    0      0
DEVRY INC DEL                  COM             251893103     610      17,989              SOLE       *        17,989    0      0
DIAMONDROCK HOSPITALITY CO     COM             252784301     122      11,848              SOLE       *        11,848    0      0
DIANA CONTAINERSHIPS INC       COM             Y2069P101     416      69,100              SOLE       *        69,100    0      0
DIANA SHIPPING INC             COM             Y2066G104     973     108,800              SOLE       *       108,800    0      0
DICE HLDGS INC                 COM             253017107     480      51,400              SOLE       *        51,400    0      0
DIEBOLD INC                    COM             253651103     519      13,500              SOLE       *        13,500    0      0
DIGITAL GENERATION INC         COM             25400B108     746      73,000              SOLE       *        73,000    0      0
DIGITAL RIV INC                COM             25388B104   4,056     216,800              SOLE       *       216,800    0      0
DILLARDS INC                   CL A            254067101     385       6,100              SOLE       *         6,100    0      0
DISCOVERY COMMUNICATNS NEW     COM SER A       25470F104     212       4,200              SOLE       *         4,200    0      0
DISH NETWORK CORP              CL A            25470M109     241       7,320              SOLE       *         7,320    0      0
DOLAN CO                       COM             25659P402     112      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
EXELON CORP                    COM             30161N101   9,977     254,428              SOLE       *       254,428    0      0
EXIDE TECHNOLOGIES             COM NEW         302051206      91      29,033              SOLE       *        29,033    0      0
EXLSERVICE HOLDINGS INC        COM             302081104   1,115      40,600              SOLE       *        40,600    0      0
EXPEDITORS INTL WASH INC       COM             302130109     628      13,500              SOLE       *        13,500    0      0
EXPRESS INC                    COM             30219E103   1,649      66,000              SOLE       *        66,000    0      0
EXTREME NETWORKS INC           COM             30226D106     115      30,100              SOLE       *        30,100    0      0
EXXON MOBIL CORP               COM             30231G102   2,767      31,907              SOLE       *        31,907    0      0
F M C CORP                     COM NEW         302491303     497       4,700              SOLE       *         4,700    0      0
F5 NETWORKS INC                COM             315616102   1,588      11,766              SOLE       *        11,766    0      0
FARMER BROS CO                 COM             307675108     110      10,200              SOLE       *        10,200    0      0
FBL FINL GROUP INC             CL A            30239F106   1,015      30,123              SOLE       *        30,123    0      0
FBR & CO                       COM             30247C301      95      37,300              SOLE       *        37,300    0      0
FEDERAL SIGNAL CORP            COM             313855108     151      27,100              SOLE       *        27,100    0      0
FEDEX CORP                     COM             31428X106   3,358      36,522              SOLE       *        36,522    0      0
FEI CO                         COM             30241L109     883      18,000              SOLE       *        18,000    0      0
FERRO CORP                     COM             315405100     594      99,996              SOLE       *        99,996    0      0
FIDUS INVT CORP                COM             316500107     148      10,500              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      0
HOWARD HUGHES CORP             COM             44267D107     665      10,400              SOLE       *        10,400    0      0
HSBC HLDGS PLC                 SPON ADR NEW    404280406  14,144     318,622              SOLE       *       318,622    0      0
HUGOTON RTY TR TEX             UNIT BEN INT    444717102     764      52,000              SOLE       *        52,000    0      0
HUMANA INC                     COM             444859102     351       3,800              SOLE       *         3,800    0      0
HUNTINGTON BANCSHARES INC      COM             446150104   2,200     341,100              SOLE       *       341,100    0      0
HUNTINGTON INGALLS INDS INC    COM             446413106     502      12,500              SOLE       *        12,500    0      0
HURON CONSULTING GROUP INC     COM             447462102     418      11,100              SOLE       *        11,100    0      0
HYATT HOTELS CORP              COM CL A        448579102  10,304     241,200              SOLE       *       241,200    0      0
IAMGOLD CORP                   COM             450913108     463      34,900              SOLE       *        34,900    0      0
ICONIX BRAND GROUP INC         COM             451055107     836      48,100              SOLE       *        48,100    0      0
ICU MED INC                    COM             44930G107     531      10,800              SOLE       *        10,800    0      0
IDENIX PHARMACEUTICALS INC     COM             45166R204     205      20,900              SOLE       *        20,900    0      0
IMATION CORP                   COM             45245A107     777     125,500              SOLE       *       125,500    0      0
IMPERIAL SUGAR CO NEW          COM NEW         453096208     113      24,100              SOLE       *        24,100    0      0
INFOSPACE INC                  COM PAR $.0001  45678T300     803      62,700              SOLE       *        62,700    0      0
INGLES MKTS INC                CL A            457030104     212      12,000              SOLE       *        12,000    0      0
INGRAM MICRO INC               CL A            457153104   4,922     265,200              SOLE       *       265,200    0      0
INLAND REAL ESTATE CORP        COM NEW         457461200     167      18,700              SOLE       *        18,700    0      0
INNOPHOS HOLDINGS INC          COM             45774N108     626      12,500              SOLE       *        12,500    0      0
INNOSPEC INC                   COM             45768S105   1,170      38,500              SOLE       *        38,500    0      0
INSIGHT ENTERPRISES INC        COM             45765U103     267      12,187              SOLE       *        12,187    0      0
INSPERITY INC                  COM             45778Q107     479      15,640              SOLE       *        15,640    0      0
INTEGRATED SILICON SOLUTION    COM             45812P107     429      38,513              SOLE       *        38,513    0      0
INTEL CORP                     COM             458140100   1,854      65,936              SOLE       *        65,936    0      0
INTERACTIVE BROKERS GROUP IN   COM             45841N107     338      19,900              SOLE       *        19,900    0      0
INTERLINE BRANDS INC           COM             458743101   1,448      67,000              SOLE       *        67,000    0      0
INTERMEC INC                   COM             458786100     427      55,300              SOLE       *        55,300    0      0
INTERNAP NETWORK SVCS CORP     COM PAR $.001   45885A300     123      16,800              SOLE       *        16,800    0      0
INTERNATIONAL BUSINESS MACHS   COM             459200101     898       4,307              SOLE       *         4,307    0      0
INTERNATIONAL GAME TECHNOLOG   COM             459902102     245      14,600              SOLE       *        14,600    0      0
INTERNATIONAL SHIPHOLDING CO   COM NEW         460321201     205       8,900              SOLE       *         8,900    0      0
INTERNATIONAL SPEEDWAY CORP    CL A            460335201   1,313      47,300              SOLE       *        47,300    0      0
INTERPUBLIC GROUP COS INC      COM             460690100   8,526     747,200              SOLE       *       747,200    0      0
INTERVAL LEISURE GROUP INC     COM             46113M108     431      24,700              SOLE       *        24,700    0      0
INTEVAC INC                    COM             461148108     100      11,800              SOLE       *        11,800    0      0
INTUIT                         COM             461202103     265       4,400              SOLE       *         4,400    0      0
INVACARE CORP                  COM             461203101     216      13,000              SOLE       *        13,000    0      0
INVESTMENT TECHNOLOGY GRP NE   COM             46145F105   1,015      84,847              SOLE       *        84,847    0      0
INVESTORS BANCORP INC          COM             46146P102     159      10,600              SOLE       *        10,600    0      0
INVESTORS REAL ESTATE TR       SH BEN INT      461730103     464      60,300              SOLE       *        60,300    0      0
IRIS INTL INC                  COM             46270W105     189      14,000              SOLE       *        14,000    0      0
IRON MTN INC                   COM             462846106   5,236     181,826              SOLE       *       181,826    0      0
ISTAR FINL INC                 COM             45031U101     137      18,900              SOLE       *        18,900    0      0
ITRON INC                      COM             465741106     445       9,800              SOLE       *         9,800    0      0
ITT EDUCATIONAL SERVICES INC   COM             45068B109   1,144      17,311              SOLE       *        17,311    0      0
JARDEN CORP                    COM             471109108     523      13,000              SOLE       *        13,000    0      0
JETBLUE AIRWAYS CORP           COM             477143101     313      64,077              SOLE       *        64,077    0      0
JINPAN INTL LTD                ORD             G5138L100     120      13,900              SOLE       *        13,900    0      0
JOHN BEAN TECHNOLOGIES CORP    COM             477839104     411      25,364              SOLE       *        25,364    0      0
JONES LANG LASALLE INC         COM             48020Q107     567       6,800              SOLE       *         6,800    0      0
JOS A BANK CLOTHIERS INC       COM             480838101     658      13,046              SOLE       *        13,046    0      0
JOURNAL COMMUNICATIONS INC     CL A            481130102     207      36,800              SOLE       *        36,800    0      0
K-SWISS INC                    CL A            482686102     112      27,400              SOLE       *        27,400    0      0
KAMAN CORP                     COM             483548103     275       8,100              SOLE       *         8,100    0      0
KANSAS CITY SOUTHERN           COM NEW         485170302     237       3,300              SOLE       *         3,300    0      0
KAYNE ANDERSON ENERGY DEV CO   COM             48660Q102     972      37,917              SOLE       *        37,917    0      0
KBR INC                        COM             48242W106   5,005     140,800              SOLE       *       140,800    0      0
KBW INC                        COM             482423100     340      18,400              SOLE       *        18,400    0      0
KEY ENERGY SVCS INC            COM             492914106     555      35,900              SOLE       *        35,900    0      0
KEYCORP NEW                    COM             493267108   2,446     287,800              SOLE       *       287,800    0      0
KIMBALL INTL INC               CL B            494274103     221      32,000              SOLE       *        32,000    0      0
KINDER MORGAN INC DEL          COM             49456B101     518      13,400              SOLE       *        13,400    0      0
KIRKLANDS INC                  COM             497498105     469      29,000              SOLE       *        29,000    0      0
KITE RLTY GROUP TR             COM             49803T102      94      18,000              SOLE       *        18,000    0      0
KLA-TENCOR CORP                COM             482480100   3,145      57,800              SOLE       *        57,800    0      0
KMG CHEMICALS INC              COM             482564101     195      10,800              SOLE       *        10,800    0      0
KNIGHT CAP GROUP INC           CL A COM        499005106     830      64,476              SOLE       *        64,476    0      0
KNOLL INC                      COM NEW         498904200     248      14,900              SOLE       *        14,900    0      0
KNOLOGY INC                    COM             499183804   1,469      80,700              SOLE       *        80,700    0      0
KOHLBERG CAPITAL CORP          COM             500233101   1,392     201,296              SOLE       *       201,296    0      0
KOPIN CORP                     COM             500600101     114      27,975              SOLE       *        27,975    0      0
KOPPERS HOLDINGS INC           COM             50060P106     698      18,100              SOLE       *        18,100    0      0
KORN FERRY INTL                COM NEW         500643200     861      51,417              SOLE       *        51,417    0      0
KRAFT FOODS INC                CL A            50075N104   9,527     250,639              SOLE       *       250,639    0      0
KRATON PERFORMANCE POLYMERS    COM             50077C106     570      21,450              SOLE       *        21,450    0      0
KULICKE & SOFFA INDS INC       COM             501242101   1,619     130,300              SOLE       *       130,300    0      0
KVH INDS INC                   COM             482738101     128      12,200              SOLE       *        12,200    0      0
L & L ENERGY INC               COM             50162D100      46      19,000              SOLE       *        19,000    0      0
L-3 COMMUNICATIONS HLDGS INC   COM             502424104     761      10,755              SOLE       *        10,755    0      0
LABORATORY CORP AMER HLDGS     COM NEW         50540R409   1,135      12,400              SOLE       *        12,400    0      0
LACLEDE GROUP INC              COM             505597104     398      10,200              SOLE       *        10,200    0      0
LAKELAND FINL CORP             COM             511656100     330      12,700              SOLE       *        12,700    0      0
LAM RESEARCH CORP              COM             512807108   6,469     145,000              SOLE       *       145,000    0      0
LANDEC CORP                    COM             514766104     354      54,389              SOLE       *        54,389    0      0
LASALLE HOTEL PPTYS            COM SH BEN INT  517942108   2,769      98,400              SOLE       *        98,400    0      0
LAYNE CHRISTENSEN CO           COM             521050104     278      12,500              SOLE       *        12,500    0      0
LEAPFROG ENTERPRISES INC       CL A            52186N106      87      10,300              SOLE       *        10,300    0      0
LEAR CORP                      COM NEW         521865204  12,985     279,300              SOLE       *       279,300    0      0
LEGG MASON INC                 COM             524901105   5,827     208,612              SOLE       *       208,612    0      0
LENNAR CORP                    CL A            526057104   1,000      36,800              SOLE       *        36,800    0      0
LEVEL 3 COMMUNICATIONS INC     COM NEW         52729N308     619      24,040              SOLE       *        24,040    0      0
LHC GROUP INC                  COM             50187A107     444      24,000              SOLE       *        24,000    0      0
LIBBEY INC                     COM             529898108     313      24,200              SOLE       *        24,200    0      0
LIBERTY GLOBAL INC             COM SER A       530555101  17,749     354,400              SOLE       *       354,400    0      0
LIBERTY INTERACTIVE CORPORAT   INT COM SER A   53071M104     215      11,300              SOLE       *        11,300    0      0
LIBERTY MEDIA CORPORATION      LIB CAP COM A   530322106   2,424      27,509              SOLE       *        27,509    0      0
LIFE PARTNERS HOLDINGS INC     COM             53215T106     148      36,300              SOLE       *        36,300    0      0
LIFE TECHNOLOGIES CORP         COM             53217V109   1,608      32,947              SOLE       *        32,947    0      0
LIFE TIME FITNESS INC          COM             53217R207   1,588      31,400              SOLE       *        31,400    0      0
LILLY ELI & CO                 COM             532457108   2,801      69,545              SOLE       *        69,545    0      0
LIN TV CORP                    CL A            532774106      54      13,400              SOLE       *        13,400    0      0
LINCOLN EDL SVCS CORP          COM             533535100     310      39,300              SOLE       *        39,300    0      0
LINCOLN NATL CORP IND          COM             534187109   1,679      63,700              SOLE       *        63,700    0      0
LINEAR TECHNOLOGY CORP         COM             535678106   1,571      46,590              SOLE       *        46,590    0      0
LIONBRIDGE TECHNOLOGIES INC    COM             536252109      71      24,600              SOLE       *        24,600    0      0
LKQ CORP                       COM             501889208     538      17,265              SOLE       *        17,265    0      0
LOGMEIN INC                    COM             54142L109   1,063      30,165              SOLE       *        30,165    0      0
LONE PINE RES INC              COM             54222A106     192      29,618              SOLE       *        29,618    0      0
LORILLARD INC                  COM             544147101   9,271      71,600              SOLE       *        71,600    0      0
LSB INDS INC                   COM             502160104   1,553      39,900              SOLE       *        39,900    0      0
LSI CORPORATION                COM             502161102   1,224     141,000              SOLE       *       141,000    0      0
LSI INDS INC                   COM             50216C108     139      19,000              SOLE       *        19,000    0      0
LTC PPTYS INC                  COM             502175102     781      24,400              SOLE       *        24,400    0      0
LTX-CREDENCE CORP              COM NEW         502403207     116      16,166              SOLE       *        16,166    0      0
LULULEMON ATHLETICA INC        COM             550021109  10,774     144,248              SOLE       *       144,248    0      0
LYDALL INC DEL                 COM             550819106     118      11,600              SOLE       *        11,600    0      0
LYONDELLBASELL INDUSTRIES N    SHS - A -       N53745100   1,502      34,400              SOLE       *        34,400    0      0
MACYS INC                      COM             55616P104     988      24,869              SOLE       *        24,869    0      0
MAGELLAN HEALTH SVCS INC       COM NEW         559079207   2,885      59,100              SOLE       *        59,100    0      0
MAGIC SOFTWARE ENTERPRISES L   ORD             559166103     133      20,700              SOLE       *        20,700    0      0
MAGNACHIP SEMICONDUCTOR CORP   COM             55933J203     476      39,700              SOLE       *        39,700    0      0
MAIDEN HOLDINGS LTD            SHS             G5753U112     390      43,400              SOLE       *        43,400    0      0
MAINSOURCE FINANCIAL GP INC    COM             56062Y102     154      12,700              SOLE       *        12,700    0      0
MANHATTAN ASSOCS INC           COM             562750109     861      18,100              SOLE       *        18,100    0      0
MARATHON OIL CORP              COM             565849106   8,046     253,820              SOLE       *       253,820    0      0
MARCHEX INC                    CL B            56624R108     143      32,000              SOLE       *        32,000    0      0
MARRIOTT INTL INC NEW          CL A            571903202     242       6,400              SOLE       *         6,400    0      0
MARTEN TRANS LTD               COM             573075108     287      13,000              SOLE       *        13,000    0      0
MARTIN MARIETTA MATLS INC      COM             573284106     326       3,800              SOLE       *         3,800    0      0
MASIMO CORP                    COM             574795100     916      39,200              SOLE       *        39,200    0      0
MATERION CORP                  COM             576690101     419      14,600              SOLE       *        14,600    0      0
MATRIX SVC CO                  COM             576853105     522      37,200              SOLE       *        37,200    0      0
MAXIMUS INC                    COM             577933104     916      22,514              SOLE       *        22,514    0      0
MAXLINEAR INC                  CL A            57776J100      56      10,100              SOLE       *        10,100    0      0
MAXYGEN INC                    COM             577776107   1,323     230,400              SOLE       *       230,400    0      0
MB FINANCIAL INC NEW           COM             55264U108   1,646      78,400              SOLE       *        78,400    0      0
MCDERMOTT INTL INC             COM             580037109     641      50,000              SOLE       *        50,000    0      0
MCDONALDS CORP                 COM             580135101  22,497     229,325              SOLE       *       229,325    0      0
MCG CAPITAL CORP               COM             58047P107     329      77,400              SOLE       *        77,400    0      0
MCGRAW HILL COS INC            COM             580645109   5,948     122,700              SOLE       *       122,700    0      0
MCKESSON CORP                  COM             58155Q103     393       4,476              SOLE       *         4,476    0      0
MDC PARTNERS INC               CL A SUB VTG    552697104     116      10,400              SOLE       *        10,400    0      0
MEAD JOHNSON NUTRITION CO      COM             582839106     462       5,600              SOLE       *         5,600    0      0
MEADOWBROOK INS GROUP INC      COM             58319P108     315      33,786              SOLE       *        33,786    0      0
MEDALLION FINL CORP            COM             583928106     729      65,300              SOLE       *        65,300    0      0
MEDCATH CORP                   COM             58404W109     307      39,100              SOLE       *        39,100    0      0
MEDCO HEALTH SOLUTIONS INC     COM             58405U102   3,158      44,931              SOLE       *        44,931    0      0
MEDICAL ACTION INDS INC        COM             58449L100      79      13,800              SOLE       *        13,800    0      0
MEDICINES CO                   COM             584688105     820      40,900              SOLE       *        40,900    0      0
MEDLEY CAP CORP                COM             58503F106     219      19,400              SOLE       *        19,400    0      0
MELCO CROWN ENTMT LTD          ADR             585464100     278      20,400              SOLE       *        20,400    0      0
MENTOR GRAPHICS CORP           COM             587200106   1,675     112,700              SOLE       *       112,700    0      0
MERCER INTL INC                COM             588056101     319      39,900              SOLE       *        39,900    0      0
MERCK & CO INC NEW             COM             58933Y105  10,643     277,161              SOLE       *       277,161    0      0
MERCURY COMPUTER SYS           COM             589378108     206      15,500              SOLE       *        15,500    0      0
MERIT MED SYS INC              COM             589889104     147      11,910              SOLE       *        11,910    0      0
MET PRO CORP                   COM             590876306     231      21,900              SOLE       *        21,900    0      0
METLIFE INC                    COM             59156R108   2,242      60,022              SOLE       *        60,022    0      0
METRO BANCORP INC PA           COM             59161R101     373      31,900              SOLE       *        31,900    0      0
METROPCS COMMUNICATIONS INC    COM             591708102     168      18,645              SOLE       *        18,645    0      0
MFA FINANCIAL INC              COM             55272X102     448      60,000              SOLE       *        60,000    0      0
MFC INDL LTD                   COM             55278T105     475      61,800              SOLE       *        61,800    0      0
MGIC INVT CORP WIS             COM             552848103     199      40,175              SOLE       *        40,175    0      0
MI DEVS INC                    COM             55304X104   1,695      49,000              SOLE       *        49,000    0      0
MICRON TECHNOLOGY INC          COM             595112103     309      38,200              SOLE       *        38,200    0      0
MICROSOFT CORP                 COM             594918104   2,487      77,099              SOLE       *        77,099    0      0
MICROSTRATEGY INC              CL A NEW        594972408     700       5,000              SOLE       *         5,000    0      0
MID-AMER APT CMNTYS INC        COM             59522J103   4,497      67,100              SOLE       *        67,100    0      0
MIDAS GROUP INC                COM             595626102     180      15,700              SOLE       *        15,700    0      0
MIDDLEBY CORP                  COM             596278101   1,607      15,881              SOLE       *        15,881    0      0
MILLER HERMAN INC              COM             600544100     319      13,880              SOLE       *        13,880    0      0
MILLER INDS INC TENN           COM NEW         600551204     290      17,100              SOLE       *        17,100    0      0
MINDSPEED TECHNOLOGIES INC     COM NEW         602682205     115      18,100              SOLE       *        18,100    0      0
MINE SAFETY APPLIANCES CO      COM             602720104     571      13,900              SOLE       *        13,900    0      0
MINERALS TECHNOLOGIES INC      COM             603158106   1,485      22,700              SOLE       *        22,700    0      0
MISSION WEST PPTYS INC         COM             605203108     719      72,900              SOLE       *        72,900    0      0
MITCHAM INDS INC               COM             606501104     698      31,100              SOLE       *        31,100    0      0
MKS INSTRUMENT INC             COM             55306N104     260       8,800              SOLE       *         8,800    0      0
MODINE MFG CO                  COM             607828100     398      45,100              SOLE       *        45,100    0      0
MODUSLINK GLOBAL SOLUTIONS I   COM             60786L107     305      56,400              SOLE       *        56,400    0      0
MOLINA HEALTHCARE INC          COM             60855R100   1,440      42,800              SOLE       *        42,800    0      0
MOLSON COORS BREWING CO        CL B            60871R209   4,326      95,600              SOLE       *        95,600    0      0
MONMOUTH REAL ESTATE INVT CO   CL A            609720107     437      44,900              SOLE       *        44,900    0      0
MONOTYPE IMAGING HOLDINGS IN   COM             61022P100   1,022      68,600              SOLE       *        68,600    0      0
MONSANTO CO NEW                COM             61166W101   2,616      32,800              SOLE       *        32,800    0      0
MONSTER WORLDWIDE INC          COM             611742107   2,112     216,600              SOLE       *       216,600    0      0
MOSAIC CO NEW                  COM             61945C103     525       9,500              SOLE       *         9,500    0      0
MOTORCAR PTS AMER INC          COM             620071100     120      12,500              SOLE       *        12,500    0      0
MOTOROLA MOBILITY HLDGS INC    COM             620097105     353       9,000              SOLE       *         9,000    0      0
MOTOROLA SOLUTIONS INC         COM NEW         620076307     929      18,274              SOLE       *        18,274    0      0
MOVADO GROUP INC               COM             624580106     440      17,900              SOLE       *        17,900    0      0
MOVE INC                       COM NEW         62458M207     586      60,250              SOLE       *        60,250    0      0
MTS SYS CORP                   COM             553777103     216       4,057              SOLE       *         4,057    0      0
MUELLER INDS INC               COM             624756102   1,086      23,900              SOLE       *        23,900    0      0
MULTIMEDIA GAMES HLDG CO INC   COM             625453105     948      86,500              SOLE       *        86,500    0      0
MURPHY OIL CORP                COM             626717102   2,504      44,500              SOLE       *        44,500    0      0
MYLAN INC                      COM             628530107     273      11,630              SOLE       *        11,630    0      0
MYR GROUP INC DEL              COM             55405W104     226      12,603              SOLE       *        12,603    0      0
MYRIAD GENETICS INC            COM             62855J104   1,258      53,200              SOLE       *        53,200    0      0
NABI BIOPHARMACEUTICALS        COM             629519109     215     116,000              SOLE       *       116,000    0      0
NABORS INDUSTRIES LTD          SHS             G6359F103     489      28,000              SOLE       *        28,000    0      0
NACCO INDS INC                 CL A            629579103   1,001       8,600              SOLE       *         8,600    0      0
NAM TAI ELECTRS INC            COM PAR $0.02   629865205      87      14,500              SOLE       *        14,500    0      0
NASDAQ OMX GROUP INC           COM             631103108     303      11,700              SOLE       *        11,700    0      0
NATIONAL CINEMEDIA INC         COM             635309107     271      17,700              SOLE       *        17,700    0      0
NATIONAL FINL PARTNERS CORP    COM             63607P208     405      26,800              SOLE       *        26,800    0      0
NATIONAL OILWELL VARCO INC     COM             637071101   1,323      16,658              SOLE       *        16,658    0      0
NATURAL GAS SERVICES GROUP     COM             63886Q109     313      23,700              SOLE       *        23,700    0      0
NATUS MEDICAL INC DEL          COM             639050103     570      47,800              SOLE       *        47,800    0      0
NAVIGANT CONSULTING INC        COM             63935N107     540      38,800              SOLE       *        38,800    0      0
NAVIOS MARITIME PARTNERS L P   UNIT LPI        Y62267102     763      45,800              SOLE       *        45,800    0      0
NAVISTAR INTL CORP NEW         COM             63934E108   1,156      28,600              SOLE       *        28,600    0      0
NCI INC                        CL A            62886K104      67      10,600              SOLE       *        10,600    0      0
NCR CORP NEW                   COM             62886E108   1,430      65,845              SOLE       *        65,845    0      0
NET 1 UEPS TECHNOLOGIES INC    COM NEW         64107N206     281      31,100              SOLE       *        31,100    0      0
NETAPP INC                     COM             64110D104   1,095      24,460              SOLE       *        24,460    0      0
NETGEAR INC                    COM             64111Q104     210       5,500              SOLE       *         5,500    0      0
NETSCOUT SYS INC               COM             64115T104   1,040      51,145              SOLE       *        51,145    0      0
NETSPEND HLDGS INC             COM             64118V106     181      23,300              SOLE       *        23,300    0      0
NEUROCRINE BIOSCIENCES INC     COM             64125C109      82      10,200              SOLE       *        10,200    0      0
NEUSTAR INC                    CL A            64126X201   4,466     119,900              SOLE       *       119,900    0      0
NEW MTN FIN CORP               COM             647551100     559      40,700              SOLE       *        40,700    0      0
NEW YORK & CO INC              COM             649295102      79      21,000              SOLE       *        21,000    0      0
NEW YORK CMNTY BANCORP INC     COM             649445103     150      10,800              SOLE       *        10,800    0      0
NEW YORK TIMES CO              CL A            650111107     196      28,800              SOLE       *        28,800    0      0
NEWELL RUBBERMAID INC          COM             651229106   1,231      69,100              SOLE       *        69,100    0      0
NEWFIELD EXPL CO               COM             651290108  13,750     396,500              SOLE       *       396,500    0      0
NEWMONT MINING CORP            COM             651639106     541      10,564              SOLE       *        10,564    0      0
NEXSTAR BROADCASTING GROUP I   CL A            65336K103     176      21,200              SOLE       *        21,200    0      0
NGP CAP RES CO                 COM             62912R107     155      23,744              SOLE       *        23,744    0      0
NIC INC                        COM             62914B100     192      15,900              SOLE       *        15,900    0      0
NICE SYS LTD                   SPONSORED ADR   653656108   1,340      34,100              SOLE       *        34,100    0      0
NIKE INC                       CL B            654106103   3,482      32,110              SOLE       *        32,110    0      0
NIPPON TELEG & TEL CORP        SPONSORED ADR   654624105     586      25,900              SOLE       *        25,900    0      0
NN INC                         COM             629337106     169      20,700              SOLE       *        20,700    0      0
NOBLE ENERGY INC               COM             655044105   2,670      27,300              SOLE       *        27,300    0      0
NORANDA ALUM HLDG CORP         COM             65542W107     127      12,700              SOLE       *        12,700    0      0
NORDION INC                    COM             65563C105     590      60,689              SOLE       *        60,689    0      0
NORFOLK SOUTHERN CORP          COM             655844108   2,337      35,500              SOLE       *        35,500    0      0
NORTHEAST UTILS                COM             664397106   3,051      82,200              SOLE       *        82,200    0      0
NORTHSTAR RLTY FIN CORP        COM             66704R100     362      66,891              SOLE       *        66,891    0      0
NORTHWESTERN CORP              COM NEW         668074305   1,110      31,300              SOLE       *        31,300    0      0
NOVA MEASURING INSTRUMENTS L   COM             M7516K103     247      27,500              SOLE       *        27,500    0      0
NOVATEL WIRELESS INC           COM NEW         66987M604     225      67,100              SOLE       *        67,100    0      0
NOVAVAX INC                    COM             670002104      13      10,400              SOLE       *        10,400    0      0
NOVELLUS SYS INC               COM             670008101  14,758     295,700              SOLE       *       295,700    0      0
NPS PHARMACEUTICALS INC        COM             62936P103     217      31,705              SOLE       *        31,705    0      0
NSTAR                          COM             67019E107   8,087     166,300              SOLE       *       166,300    0      0
NTELOS HLDGS CORP              COM NEW         67020Q305   2,217     107,100              SOLE       *       107,100    0      0
NU SKIN ENTERPRISES INC        CL A            67018T105     815      14,067              SOLE       *        14,067    0      0
NVIDIA CORP                    COM             67066G104   1,288      83,690              SOLE       *        83,690    0      0
NVR INC                        COM             62944T105     799       1,100              SOLE       *         1,100    0      0
NYSE EURONEXT                  COM             629491101     951      31,700              SOLE       *        31,700    0      0
O2MICRO INTERNATIONAL LTD      SPONS ADR       67107W100     831     148,100              SOLE       *       148,100    0      0
OBAGI MEDICAL PRODUCTS INC     COM             67423R108     882      65,900              SOLE       *        65,900    0      0
OCCIDENTAL PETE CORP DEL       COM             674599105  17,550     184,290              SOLE       *       184,290    0      0
OCEANFIRST FINL CORP           COM             675234108     217      15,200              SOLE       *        15,200    0      0
OCLARO INC                     COM NEW         67555N206      98      24,740              SOLE       *        24,740    0      0
OFFICEMAX INC DEL              COM             67622P101     133      23,400              SOLE       *        23,400    0      0
OIL STS INTL INC               COM             678026105     641       8,207              SOLE       *         8,207    0      0
OLD DOMINION FGHT LINES INC    COM             679580100     991      20,800              SOLE       *        20,800    0      0
OLIN CORP                      COM PAR $1      680665205     561      25,800              SOLE       *        25,800    0      0
OM GROUP INC                   COM             670872100     922      33,500              SOLE       *        33,500    0      0
OMEGA HEALTHCARE INVS INC      COM             681936100     229      10,763              SOLE       *        10,763    0      0
OMEGA PROTEIN CORP             COM             68210P107     270      35,500              SOLE       *        35,500    0      0
OMNIAMERICAN BANCORP INC       COM             68216R107     269      13,900              SOLE       *        13,900    0      0
OMNICELL INC                   COM             68213N109     522      34,300              SOLE       *        34,300    0      0
OMNICOM GROUP INC              COM             681919106   2,250      44,423              SOLE       *        44,423    0      0
OMNOVA SOLUTIONS INC           COM             682129101     139      20,500              SOLE       *        20,500    0      0
ON SEMICONDUCTOR CORP          COM             682189105     206      22,888              SOLE       *        22,888    0      0
ONE LIBERTY PPTYS INC          COM             682406103     635      34,700              SOLE       *        34,700    0      0
ONEBEACON INSURANCE GROUP LT   CL A            G67742109     182      11,800              SOLE       *        11,800    0      0
ONEOK INC NEW                  COM             682680103   6,990      85,600              SOLE       *        85,600    0      0
ONYX PHARMACEUTICALS INC       COM             683399109   3,990     105,886              SOLE       *       105,886    0      0
OPENWAVE SYS INC               COM NEW         683718308     109      47,800              SOLE       *        47,800    0      0
OPLINK COMMUNICATIONS INC      COM NEW         68375Q403     214      12,500              SOLE       *        12,500    0      0
OPNEXT INC                     COM             68375V105      42      27,100              SOLE       *        27,100    0      0
ORACLE CORP                    COM             68389X105   2,780      95,357              SOLE       *        95,357    0      0
ORBCOMM INC                    COM             68555P100      46      11,900              SOLE       *        11,900    0      0
ORBITAL SCIENCES CORP          COM             685564106   2,028     154,200              SOLE       *       154,200    0      0
ORBOTECH LTD                   ORD             M75253100   1,075      92,700              SOLE       *        92,700    0      0
ORIENT-EXPRESS HOTELS LTD      CL A            G67743107     515      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       *       390,900    0      0
TOTAL SYS SVCS INC             COM             891906109   1,042      45,176              SOLE       *        45,176    0      0
TOWERS WATSON & CO             CL A            891894107     265       4,000              SOLE       *         4,000    0      0
TOWN SPORTS INTL HLDGS INC     COM             89214A102   1,517     120,100              SOLE       *       120,100    0      0
TRANSDIGM GROUP INC            COM             893641100   3,867      33,400              SOLE       *        33,400    0      0
TRAVELCENTERS OF AMERICA LLC   COM             894174101     268      42,100              SOLE       *        42,100    0      0
TREEHOUSE FOODS INC            COM             89469A104   1,124      18,900              SOLE       *        18,900    0      0
TRIANGLE CAP CORP              COM             895848109     918      46,482              SOLE       *        46,482    0      0
TRIMAS CORP                    COM NEW         896215209     750      33,500              SOLE       *        33,500    0      0
TRINITY INDS INC               COM             896522109     762      23,100              SOLE       *        23,100    0      0
TRIPLE-S MGMT CORP             CL B            896749108     711      30,800              SOLE       *        30,800    0      0
TRIQUINT SEMICONDUCTOR INC     COM             89674K103     760     110,200              SOLE       *       110,200    0      0
TRUE RELIGION APPAREL INC      COM             89784N104     430      15,700              SOLE       *        15,700    0      0
TRUEBLUE INC                   COM             89785X101     398      22,300              SOLE       *        22,300    0      0
TRUSTCO BK CORP N Y            COM             898349105     404      70,800              SOLE       *        70,800    0      0
TRW AUTOMOTIVE HLDGS CORP      COM             87264S106   3,154      67,900              SOLE       *        67,900    0      0
TTM TECHNOLOGIES  INC          COM             87305R109     159      13,900              SOLE       *        13,900    0      0
TUESDAY MORNING CORP           COM NEW         899035505     502     130,600              SOLE       *       130,600    0      0
TUPPERWARE BRANDS CORP         COM             899896104     698      11,000              SOLE       *        11,000    0      0
TUTOR PERINI CORP              COM             901109108     991      63,589              SOLE       *        63,589    0      0
TW TELECOM INC                 COM             87311L104   1,108      50,000              SOLE       *        50,000    0      0
TYSON FOODS INC                CL A            902494103   2,951     154,100              SOLE       *       154,100    0      0
U M H PROPERTIES INC           COM             903002103     266      24,300              SOLE       *        24,300    0      0
U S ENERGY CORP WYO            COM             911805109      37      11,500              SOLE       *        11,500    0      0
U S GLOBAL INVS INC            CL A            902952100     103      14,200              SOLE       *        14,200    0      0
U S PHYSICAL THERAPY INC       COM             90337L108     623      27,000              SOLE       *        27,000    0      0
ULTRA CLEAN HLDGS INC          COM             90385V107     322      42,600              SOLE       *        42,600    0      0
ULTRATECH INC                  COM             904034105   1,061      36,600              SOLE       *        36,600    0      0
UNIFI INC                      COM NEW         904677200     194      20,133              SOLE       *        20,133    0      0
UNION DRILLING INC             COM             90653P105     105      18,800              SOLE       *        18,800    0      0
UNION PAC CORP                 COM             907818108   1,920      17,864              SOLE       *        17,864    0      0
UNISYS CORP                    COM NEW         909214306     929      47,100              SOLE       *        47,100    0      0
UNIT CORP                      COM             909218109   2,206      51,600              SOLE       *        51,600    0      0
UNITED CMNTY BKS BLAIRSVLE G   COM             90984P303     110      11,168              SOLE       *        11,168    0      0
UNITED ONLINE INC              COM             911268100     919     187,826              SOLE       *       187,826    0      0
UNITED RENTALS INC             COM             911363109   4,624     107,800              SOLE       *       107,800    0      0
UNITIL CORP                    COM             913259107     439      16,347              SOLE       *        16,347    0      0
UNIVERSAL AMERN CORP NEW       COM             91338E101     835      77,500              SOLE       *        77,500    0      0
UNIVERSAL ELECTRS INC          COM             913483103     256      12,800              SOLE       *        12,800    0      0
UNIVERSAL HLTH SVCS INC        CL B            913903100     369       8,800              SOLE       *         8,800    0      0
UNIVERSAL INS HLDGS INC        COM             91359V107     181      46,400              SOLE       *        46,400    0      0
UNIVERSAL TECHNICAL INST INC   COM             913915104     609      46,089              SOLE       *        46,089    0      0
UNIVEST CORP PA                COM             915271100     372      22,200              SOLE       *        22,200    0      0
URS CORP NEW                   COM             903236107   4,878     114,701              SOLE       *       114,701    0      0
US ECOLOGY INC                 COM             91732J102     523      24,100              SOLE       *        24,100    0      0
USA MOBILITY INC               COM             90341G103   3,724     267,300              SOLE       *       267,300    0      0
UTSTARCOM HOLDINGS CORP        USD ORD SHS     G9310A106      76      52,000              SOLE       *        52,000    0      0
VAALCO ENERGY INC              COM NEW         91851C201   1,405     148,800              SOLE       *       148,800    0      0
VALASSIS COMMUNICATIONS INC    COM             918866104   3,350     145,600              SOLE       *       145,600    0      0
VALE S A                       ADR             91912E105   1,388      59,500              SOLE       *        59,500    0      0
VALERO ENERGY CORP NEW         COM             91913Y100   3,006     116,650              SOLE       *       116,650    0      0
VALHI INC NEW                  COM             918905100     202       3,800              SOLE       *         3,800    0      0
VALIDUS HOLDINGS LTD           COM SHS         G9319H102   1,570      50,727              SOLE       *        50,727    0      0
VASCULAR SOLUTIONS INC         COM             92231M109     208      19,300              SOLE       *        19,300    0      0
VECTOR GROUP LTD               COM             92240M108  18,132   1,023,319              SOLE       *     1,023,319    0      0
VECTREN CORP                   COM             92240G101     834      28,700              SOLE       *        28,700    0      0
VERA BRADLEY INC               COM             92335C106   1,464      48,500              SOLE       *        48,500    0      0
VERISIGN INC                   COM             92343E102  17,323     451,814              SOLE       *       451,814    0      0
VERISK ANALYTICS INC           CL A            92345Y106   1,475      31,400              SOLE       *        31,400    0      0
VIEWPOINT FINL GROUP INC MD    COM             92672A101     589      38,300              SOLE       *        38,300    0      0
VIRGINIA COMM BANCORP INC      COM             92778Q109     225      25,600              SOLE       *        25,600    0      0
VIROPHARMA INC                 COM             928241108   2,081      69,200              SOLE       *        69,200    0      0
VISA INC                       COM CL A        92826C839   2,599      22,027              SOLE       *        22,027    0      0
VISHAY INTERTECHNOLOGY INC     COM             928298108   2,239     184,100              SOLE       *       184,100    0      0
VISHAY PRECISION GROUP INC     COM             92835K103     176      11,902              SOLE       *        11,902    0      0
VISTEON CORP                   COM NEW         92839U206   1,193      22,500              SOLE       *        22,500    0      0
VMWARE INC                     CL A COM        928563402   1,213      10,794              SOLE       *        10,794    0      0
VOLTERRA SEMICONDUCTOR CORP    COM             928708106     564      16,400              SOLE       *        16,400    0      0
VONAGE HLDGS CORP              COM             92886T201     100      45,600              SOLE       *        45,600    0      0
VOXX INTL CORP                 CL A            91829F104     492      36,200              SOLE       *        36,200    0      0
W & T OFFSHORE INC             COM             92922P106     475      22,507              SOLE       *        22,507    0      0
WABCO HLDGS INC                COM             92927K102   2,372      39,200              SOLE       *        39,200    0      0
WABTEC CORP                    COM             929740108   1,229      16,300              SOLE       *        16,300    0      0
WALGREEN CO                    COM             931422109     730      21,800              SOLE       *        21,800    0      0
WARNACO GROUP INC              COM NEW         934390402   1,674      28,657              SOLE       *        28,657    0      0
WARREN RES INC                 COM             93564A100      78      24,000              SOLE       *        24,000    0      0
WASHINGTON BKG CO OAK HBR WA   COM             937303105     200      14,500              SOLE       *        14,500    0      0
WATERS CORP                    COM             941848103   2,779      30,000              SOLE       *        30,000    0      0
WAVE SYSTEMS CORP              COM NEW         943526301      19      10,500              SOLE       *        10,500    0      0
WEBMD HEALTH CORP              COM             94770V102     227       8,900              SOLE       *         8,900    0      0
WEBSENSE INC                   COM             947684106     469      22,200              SOLE       *        22,200    0      0
WELLCARE HEALTH PLANS INC      COM             94946T106   2,387      33,200              SOLE       *        33,200    0      0
WELLS FARGO & CO NEW           COM             949746101     894      26,191              SOLE       *        26,191    0      0
WERNER ENTERPRISES INC         COM             950755108     201       8,057              SOLE       *         8,057    0      0
WESCO AIRCRAFT HLDGS INC       COM             950814103     212      13,100              SOLE       *        13,100    0      0
WESCO INTL INC                 COM             95082P105   2,704      41,400              SOLE       *        41,400    0      0
WEST COAST BANCORP ORE NEW     COM NEW         952145209   1,166      61,620              SOLE       *        61,620    0      0
WESTELL TECHNOLOGIES INC       CL A            957541105     187      79,900              SOLE       *        79,900    0      0
WESTERN ALLIANCE BANCORP       COM             957638109     293      34,500              SOLE       *        34,500    0      0
WESTERN DIGITAL CORP           COM             958102105  12,428     300,260              SOLE       *       300,260    0      0
WESTERN UN CO                  COM             959802109     902      51,252              SOLE       *        51,252    0      0
WESTFIELD FINANCIAL INC NEW    COM             96008P104     185      23,400              SOLE       *        23,400    0      0
WET SEAL INC                   CL A            961840105     129      37,300              SOLE       *        37,300    0      0
WHIRLPOOL CORP                 COM             963320106   2,295      29,865              SOLE       *        29,865    0      0
WHITESTONE REIT                CL B SBI        966084204     355      27,200              SOLE       *        27,200    0      0
WHITING PETE CORP NEW          COM             966387102   4,416      81,312              SOLE       *        81,312    0      0
WHOLE FOODS MKT INC            COM             966837106     599       7,200              SOLE       *         7,200    0      0
WILEY JOHN & SONS INC          CL A            968223206     290       6,100              SOLE       *         6,100    0      0
WILLIAMS COS INC DEL           COM             969457100   3,000      97,353              SOLE       *        97,353    0      0
WILLIS GROUP HOLDINGS PUBLIC   SHS             G96666105   3,032      86,700              SOLE       *        86,700    0      0
WILSHIRE BANCORP INC           COM             97186T108     302      62,400              SOLE       *        62,400    0      0
WINDSTREAM CORP                COM             97381W104   2,184     186,563              SOLE       *       186,563    0      0
WINTHROP RLTY TR               SH BEN INT NEW  976391300     195      16,820              SOLE       *        16,820    0      0
WMS INDS INC                   COM             929297109     622      26,243              SOLE       *        26,243    0      0
WOODWARD INC                   COM             980745103     278       6,500              SOLE       *         6,500    0      0
WRIGHT EXPRESS CORP            COM             98233Q105     854      13,206              SOLE       *        13,206    0      0
WRIGHT MED GROUP INC           COM             98235T107     591      30,600              SOLE       *        30,600    0      0
WYNDHAM WORLDWIDE CORP         COM             98310W108     332       7,130              SOLE       *         7,130    0      0
XEROX CORP                     COM             984121103     268      33,200              SOLE       *        33,200    0      0
XL GROUP PLC                   SHS             G98290102   1,858      85,700              SOLE       *        85,700    0      0
XO GROUP INC                   COM             983772104     465      49,500              SOLE       *        49,500    0      0
XYLEM INC                      COM             98419M100     824      29,700              SOLE       *        29,700    0      0
XYRATEX LTD                    COM             G98268108     425      26,700              SOLE       *        26,700    0      0
YAHOO INC                      COM             984332106   1,897     124,600              SOLE       *       124,600    0      0
YPF SOCIEDAD ANONIMA           SPON ADR CL D   984245100   1,108      39,000              SOLE       *        39,000    0      0
YUM BRANDS INC                 COM             988498101   1,027      14,424              SOLE       *        14,424    0      0
ZIONS BANCORPORATION           COM             989701107   5,857     272,900              SOLE       *       272,900    0      0
ZIX CORP                       COM             98974P100      56      19,300              SOLE       *        19,300    0      0
c                              CL A            68243Q106     132      43,600              SOLE       *        43,600    0      0
AEP INDS INC                   COM             001031103     202       5,800              SOLE       *         5,800    0      0
ALBANY INTL CORP               CL A            012348108     204       8,900              SOLE       *         8,900    0      0
ALBANY MOLECULAR RESH INC      COM             012423109      31      11,300              SOLE       *        11,300    0      0
ALLIANCE ONE INTL INC          COM             018772103      62      16,500              SOLE       *        16,500    0      0
BASIC ENERGY SVCS INC NEW      COM             06985P100   1,433      82,570              SOLE       *        82,570    0      0
BELO CORP                      COM SER A       080555105     102      14,200              SOLE       *        14,200    0      0
BLACK BOX CORP DEL             COM             091826107     242       9,495              SOLE       *         9,495    0      0
CAPLEASE INC                   COM             140288101      82      20,200              SOLE       *        20,200    0      0
CARDTRONICS INC                COM             14161H108     300      11,420              SOLE       *        11,420    0      0
CEC ENTMT INC                  COM             125137109     210       5,541              SOLE       *         5,541    0      0
CLAUDE RES INC                 COM             182873109      15      13,500              SOLE       *        13,500    0      0
CORPORATE EXECUTIVE BRD CO     COM             21988R102     296       6,900              SOLE       *         6,900    0      0
GENCORP INC                    COM             368682100     121      17,000              SOLE       *        17,000    0      0
HERCULES OFFSHORE INC          COM             427093109      60      12,839              SOLE       *        12,839    0      0
KENEXA CORP                    COM             488879107     226       7,210              SOLE       *         7,210    0      0
LATTICE SEMICONDUCTOR CORP     COM             518415104     252      39,100              SOLE       *        39,100    0      0
MCCLATCHY CO                   CL A            579489105      40      13,700              SOLE       *        13,700    0      0
METROPOLITAN HEALTH NETWORKS   COM             592142103     131      14,008              SOLE       *        14,008    0      0
MIPS TECHNOLOGIES INC          COM             604567107     170      31,300              SOLE       *        31,300    0      0
PACIFIC BIOSCIENCES CALIF IN   COM             69404D108      49      14,200              SOLE       *        14,200    0      0
PHARMERICA CORP                COM             71714F104     167       13400              SOLE       *         13400    0      0
PHOENIX COS INC NEW            COM             71902E109      57       23100              SOLE       *         23100    0      0
POWER ONE INC NEW              COM             73930R102      60       13300              SOLE       *         13300    0      0
RADISYS CORP                   COM             750459109     299       40300              SOLE       *         40300    0      0
RESOURCES CONNECTION INC       COM             76122Q105     152       10812              SOLE       *         10812    0      0
RTI BIOLOGICS INC              COM             74975N105      69       18500              SOLE       *         18500    0      0
TEAM INC                       COM             878155100     239        7700              SOLE       *          7700    0      0
1-800-FLOWERS.COM INC-CL A     COM             68243Q106     132       43600              SOLE       *         43600    0      0
1ST UNITED BANCORP INC/NORTH   COM             33740N105     166       27400              SOLE       *         27400    0      0
21VIANET GROUP INC-ADR         COM             90138A103     827       72900              SOLE       *         72900    0      0
AARON'S INC                    COM             002535300     643       24800              SOLE       *         24800    0      0
ABERCROMBIE & FITCH CO CL A    COM             002896207     749       15100              SOLE       *         15100    0      0
ABITIBIBOWATER INC/NEW         COM             003687209     914       64000              SOLE       *         64000    0      0
ACADIA REALTY TRUST            COM             004239109     381       16926              SOLE       *         16926    0      0
ACTIVE NETWORK INC/THE         COM             00506D100     373       22100              SOLE       *         22100    0      0
ACUITY BRANDS INC              COM             00508Y102     245        3900              SOLE       *          3900    0      0
ADOBE SYSTEMS INC              COM             00724F101     540       15720              SOLE       *         15720    0      0
ADVANCE AUTO PARTS             COM             00751Y106    5350       60400              SOLE       *         60400    0      0
ADVANCED ENERGY INDS INC       COM             007973100     210       16000              SOLE       *         16000    0      0
AECOM TECHNOLOGY CORP          COM             00766T100     447       20000              SOLE       *         20000    0      0
AEP INDUSTRIES INC             COM             001031103     202        5800              SOLE       *          5800    0      0
AEROPOSTAL INC                 COM             007865108     549       25400              SOLE       *         25400    0      0
AFC ENTERPRISES                COM             00104Q107     373       21955              SOLE       *         21955    0      0
AFFILIATED MNGRS GRP INC       COM             008252108    4215       37700              SOLE       *         37700    0      0
AIR TRANSPORT SERVICES GROUP   COM             00922R105     439       75800              SOLE       *         75800    0      0
AKAMAI TECHNOLOGIES            COM             00971T101    2904       79146              SOLE       *         79146    0      0
ALASKA AIRGROUP INC            COM             011659109    9252      258300              SOLE       *        258300    0      0
ALBANY INTL CORP-CL A          COM             012348108     204        8900              SOLE       *          8900    0      0
ALBANY MOLECULAR RESEARCH      COM             012423109      31       11300              SOLE       *         11300    0      0
ALCATEL-LUCENT       ADR       ADR             013904305      92       40100              SOLE       *         40100    0      0
ALLEGHENY TECH INC             COM             01741R102    1052       25557              SOLE       *         25557    0      0
ALLIANCE HEALTHCARE SERVICES I COM             018606202      28       18800              SOLE       *         18800    0      0
ALLIANCE ONE INTERNATIONAL I   COM             018772103      62       16500              SOLE       *         16500    0      0
ALTISOURCE PORTFOLIO SOL       COM             L0175J104     382        6300              SOLE       *          6300    0      0
AMERESCO INC-CL A              COM             02361E108     328       24200              SOLE       *         24200    0      0
AMERICAN CAPITAL LTD           COM             02503Y103     929      107200              SOLE       *        107200    0      0
AMERICAN EAGLE OUTFITTERS      COM             02553E106    1982      115300              SOLE       *        115300    0      0
AMERICAN EQUITY INVT LIFE HL   COM             025676206     235       18349              SOLE       *         18349    0      0
AMERICAN FINANCIAL GROUP INC   COM             025932104    2280       59100              SOLE       *         59100    0      0
AMERICAN INTL GRP              COM             026874784    1193       38700              SOLE       *         38700    0      0
AMERICAN PUBLIC EDUCATION      COM             02913V103     517       13600              SOLE       *         13600    0      0
AMERICAN SCIENCE & ENGINEERI   COM             029429107     484        7200              SOLE       *          7200    0      0
AMERICAN SOFTWARE  -CL A       COM             029683109     414       48240              SOLE       *         48240    0      0
AMERICAN TOWER CORP - CL-A     COM             03027X100   10231      162348              SOLE       *        162348    0      0
AMERICAN WATER WORKS CO INC    COM             030420103     517       15200              SOLE       *         15200    0      0
AMERIPRISE FINANCIAL INC       COM             03076C106     708       12400              SOLE       *         12400    0      0
AMKOR TECH INC                 COM             031652100     303       49400              SOLE       *         49400    0      0
ANCESTRY.COM INC               COM             032803108     672       29580              SOLE       *         29580    0      0
ANGLOGOLD ASHANTI - SPON ADR   ADR             035128206    2237       60600              SOLE       *         60600    0      0
ANHEUSER-BUSCH INBEV SPN ADR   ADR             03524A108     273        3750              SOLE       *          3750    0      0
ANWORTH MORTGAGE ASSET CORP    COM             037347101    1809      274900              SOLE       *        274900    0      0
APARTMENT INVT & MGMT CO - A   COM             03748R101     592       22422              SOLE       *         22422    0      0
APOLLO COMMERCIAL REAL ESTATE  COM             03762U105     599       38300              SOLE       *         38300    0      0
APOLLO GROUP INC - CL A        COM             037604105     646       16700              SOLE       *         16700    0      0
APOLLO INVESTMENT CORP         COM             03761U106     273       38100              SOLE       *         38100    0      0
APOLLO RESIDENTIAL MORTGAGE    COM             03763V102    2954      160700              SOLE       *        160700    0      0
APPLE  INC                     COM             037833100    8506       14187              SOLE       *         14187    0      0
AREC CAPITAL CORP              COM             04010L103    9684      592274              SOLE       *        592274    0      0
ARKANSAS BEST CORP             COM             040790107     460       24400              SOLE       *         24400    0      0
ARLINGTON ASSET INVESTMENT-A   COM             041356205     994       44800              SOLE       *         44800    0      0
ARTESIAN RESOURCES CORP - CL A COM             043113208     197       10500              SOLE       *         10500    0      0
ASCENT CAPITAL GRP INC         COM             043632108     454        9600              SOLE       *          9600    0      0
ASHLAND INC                    COM             044209104    1303       21322              SOLE       *         21322    0      0
ASPEN TECH INC                 COM             045327103    1238       60300              SOLE       *         60300    0      0
ASSISTED LIVING CONCEPTS I-A   COM             04544X300     253       15160              SOLE       *         15160    0      0
ASTEX PHARMACEUTICALS          COM             04624B103      32       17000              SOLE       *         17000    0      0
ASTRAZENECA PLC SPONS ADR      ADR             046353108   26111      586900              SOLE       *        586900    0      0
ATLAS AIR WORLDWIDE HOLDINGS   COM             049164205     910       18500              SOLE       *         18500    0      0
AUTOZONE                       COM             053332102    9630       25900              SOLE       *         25900    0      0
AVIS BUDGET GROUP INC          COM             053774105     633       44696              SOLE       *         44696    0      0
AXIS CAPITAL HOLDINGS LTD      COM             G0692U109    2586       78000              SOLE       *         78000    0      0
B^G FOODS INC-CLASS A          COM             05508R106     320       14200              SOLE       *         14200    0      0
BABCOCK & WILCOX COMPANY       COM             05615F102    5112      198500              SOLE       *        198500    0      0
BAIDU INC - ADR                ADR             056752108    1866       12800              SOLE       *         12800    0      0
BAKER (MICHAEL) CORP           COM             057149106     424       17800              SOLE       *         17800    0      0
BANCO MACRO SA-ADR             ADR             05961W105     392       20000              SOLE       *         20000    0      0
BANCORP BANK/THE               COM             05969A105     231       23000              SOLE       *         23000    0      0
BANK MUTUAL CORP               COM             063750103      91       22500              SOLE       *         22500    0      0
BANK OF MONTREAL               COM             063671101    1156       19447              SOLE       *         19447    0      0
BANK OF NOVA SCOTIA            COM             064149107     443        7900              SOLE       *          7900    0      0
BANNER CORPORATION             COM             06652V208    1284       58271              SOLE       *         58271    0      0
BARCLAYS PLC -SPONS ADR        ADR             06738E204    1299       85700              SOLE       *         85700    0      0
BARRETT BUSINESS SVCS INC      COM             068463108     274       13807              SOLE       *         13807    0      0
BASIC ENERGY SERVICES INC      COM             06985P100    1433       82570              SOLE       *         82570    0      0
BAXTER INTERNATIONAL           COM             071813109     405        6762              SOLE       *          6762    0      0
BBVA BANCO FRANCES SA - ADR    ADR             07329M100     495       82000              SOLE       *         82000    0      0
BELO CORP SER A                COM             080555105     102       14200              SOLE       *         14200    0      0
BENCHMARK ELECTRONICS INC      COM             08160H101     903       54737              SOLE       *         54737    0      0
BEST BUY COMPANY INC           COM             086516101    2489      105120              SOLE       *        105120    0      0
BIGLARI HOLDINGS INC           COM             08986R101     765        1900              SOLE       *          1900    0      0
BIOCRYST PHARMACEUTICALS INC   COM             09058V103      51       10600              SOLE       *         10600    0      0
BLACK BOX CORP                 COM             091826107     242        9495              SOLE       *          9495    0      0
BLACK DIAMNOND INC             COM             09202G101     219       23600              SOLE       *         23600    0      0
BLOUNT INTERNATIONAL INC       COM             095180105     477       28600              SOLE       *         28600    0      0
BOFI HOLDING INC               COM             05566U108     285       16700              SOLE       *         16700    0      0
BP PLC - SPONS ADR             ADR             055622104     577       12800              SOLE       *         12800    0      0
BP PRUDHOE BAY ROYALTY TRUST   COM             055630107    2241       17900              SOLE       *         17900    0      0
BRADY CORPORATION - CL A       COM             104674106     259        8000              SOLE       *          8000    0      0
BRIGGS & STRATTON              COM             109043109     920       51300              SOLE       *         51300    0      0
BRINK'S CO/THE                 COM             109696104     521       21800              SOLE       *         21800    0      0
BRISTOL MYERS SQUIBB           COM             110122108     272        8050              SOLE       *          8050    0      0
BRITISH AMER TOBACCO PLC - ADR ADR             110448107    2440       24100              SOLE       *         24100    0      0
BROADWIND ENERGY INC           COM             11161T108       7       14000              SOLE       *         14000    0      0
BROCADE COMMUNICATIONS SYS     COM             111621306    2158      375300              SOLE       *        375300    0      0
BROOKLINE BANCORP INC          COM             11373M107     166       17756              SOLE       *         17756    0      0
BUILD-A-BEAR WORKSHOP INC      COM             120076104      84       15900              SOLE       *         15900    0      0
CABELA'S INC-CL A              COM             126804301     431       11300              SOLE       *         11300    0      0
CADENCE DESIGN SYS INC         COM             127387108    1364      115200              SOLE       *        115200    0      0
CAL DIVE INTERNATIONAL INC     COM             12802T101     150       45397              SOLE       *         45397    0      0
CALAMOS ASSET MANAGEMENT-A     COM             12811R104     266       20300              SOLE       *         20300    0      0
CALLAWAY GOLF COMPANY          COM             131193104     359       53100              SOLE       *         53100    0      0
CAL-MAINE FOODS INC            COM             128030202     245        6400              SOLE       *          6400    0      0
CALPINE CORPORATION            COM             131347304     855       49700              SOLE       *         49700    0      0
CAPELLA EDUCATION CO           COM             139594105    2468       68648              SOLE       *         68648    0      0
CAPITAL ONE FINL               COM             14040H105    1265       22700              SOLE       *         22700    0      0
CAPITAL PRODUCT PARTNERS LP    COM             Y11082107     173       21144              SOLE       *         21144    0      0
CAPITAL SENIOR LIVING CORP      COM            140475104     177       19200              SOLE       *         19200    0      0
CAPITOL FEDERAL FINANCIAL      COM             14057J101    4056      341679              SOLE       *        341679    0      0
CAPSTEAD MORTGAGE CORP         COM             14067E506    1360      103800              SOLE       *        103800    0      0
CARDINAL FINANCIAL CORP        COM             14149F109     606       53700              SOLE       *         53700    0      0
CARPENTER TECHNOLOGY           COM             144285103    1582       30300              SOLE       *         30300    0      0
CARTER'S INC                   COM             146229109     299        6000              SOLE       *          6000    0      0
CASELLA WASTE SYSTEMS INC-A    COM             147448104     477       76700              SOLE       *         76700    0      0
CASH AMERICA INTL INC          COM             14754D100     757       15800              SOLE       *         15800    0      0
CASTLE (A.M.) & CO             COM             148411101     173       13700              SOLE       *         13700    0      0
CASUAL MALE RETAIL GROUP INC   COM             148711302      70       21100              SOLE       *         21100    0      0
CATERPILLAR INC                COM             149123101    3303       31013              SOLE       *         31013    0      0
CEC ENTERTAINMENT INC          COM             125137109     210        5541              SOLE       *          5541    0      0
CELANESE CORP-SERIES A         COM             150870103    5537      119900              SOLE       *        119900    0      0
CELL THERAPEUTICS INC          COM             150934602      15       11900              SOLE       *         11900    0      0
CENTENE CORP                   COM             15135B101    6038      123300              SOLE       *        123300    0      0
CENTRAL PACIFIC FINANCIAL CO   COM             154760409     199       15400              SOLE       *         15400    0      0
CF INDUSTRIES HOLDINGS INC     COM             125269100     933        5109              SOLE       *          5109    0      0
CHANGYOU.COM LTD-ADR           COM             15911M107     236        8700              SOLE       *          8700    0      0
CHARLES RIVER LABORATORIES     COM             159864107    1631       45200              SOLE       *         45200    0      0
CHARMING SHOPPES               COM             161133103     106       18101              SOLE       *         18101    0      0
CHART INDUSTRIES INC           COM             16115Q308     220        3000              SOLE       *          3000    0      0
CHARTER COMMUNICATION-A        COM             16117M305     640       10100              SOLE       *         10100    0      0
CHECKPOINT SYSTEMS INC         COM             162825103     939       83264              SOLE       *         83264    0      0
CHEESECAKE FACTORY             COM             163072101    3812      129700              SOLE       *        129700    0      0
CHEMICAL FINANCIAL CORP        COM             163731102     345       14700              SOLE       *         14700    0      0
CHEROKEE INC                   COM             16444H102     949       83355              SOLE       *         83355    0      0
CHESAPEAKE LODGING TRUST       COM             165240102     505       28100              SOLE       *         28100    0      0
CHESAPEAKE UTILITIES CORP      COM             165303108     346        8400              SOLE       *          8400    0      0
CHEVRON CORP                   COM             166764100   27107      252766              SOLE       *        252766    0      0
CHILDRENS PLACE                COM             168905107     517       10000              SOLE       *         10000    0      0
CHINA DIGITAL TV HOLDING-ADR   ADR             16938G107     174       50300              SOLE       *         50300    0      0
CHINA UNICOM -ADR              ADR             16945R104     262       15604              SOLE       *         15604    0      0
CHINACAST EDUCATION CORP       COM             16946T109     132       31200              SOLE       *         31200    0      0
CHIPOTLE MEXICAN GRILL-CL A    COM             169656105   32286       77239              SOLE       *         77239    0      0
CHIQUITA BRANDS INTL           COM             170032809     262       29800              SOLE       *         29800    0      0
CINCINNATI BELL INC            COM             171871106     176       43900              SOLE       *         43900    0      0
CIRCOR INTERNATIONAL INC       COM             17273K109     217        6500              SOLE       *          6500    0      0
CISCO SYSTEMS INC              COM             17275R102    1262       59665              SOLE       *         59665    0      0
CITRIX SYSTEMS INC             COM             177376100    1648       20890              SOLE       *         20890    0      0
CITY HOLDING CO                COM             177835105     270        7772              SOLE       *          7772    0      0
CLAUDE RESOURCES INC           COM             182873109      15       13500              SOLE       *         13500    0      0
CLICKSOFTWARE TECHNOLOGIES     COM             M25082104     680       53600              SOLE       *         53600    0      0
CLOROX CO                      COM             189054109    5707       83000              SOLE       *         83000    0      0
CNINSURE INC-ADR               ADR             18976M103     124       19700              SOLE       *         19700    0      0
CNO FINANCIAL GROUP INC        COM             12621E103     607       78074              SOLE       *         78074    0      0
COCA COLA ENTERPRISES INC.     COM             19122T109    1375       48100              SOLE       *         48100    0      0
COEUR D'ALENE MINES CORP       COM             192108504     541       22800              SOLE       *         22800    0      0
COGENT COMMUNICATIONS GROUP    COM             19239V302     395       20700              SOLE       *         20700    0      0
COGNIZANT TECH SOLUTIONS CRP   COM             192446102     385        5000              SOLE       *          5000    0      0
COHERENT INC                   COM             192479103     332        5700              SOLE       *          5700    0      0
COLONY FINANCIAL INC           COM             19624R106     188       11500              SOLE       *         11500    0      0
COLUMBIA BANKING SYSTEM INC    COM             197236102     327       14400              SOLE       *         14400    0      0
COLUMBUS MCKINNON CORP/NY      COM             199333105    1239       76100              SOLE       *         76100    0      0
COMCAST CORP - CL A            COM             20030N101     914       30456              SOLE       *         30456    0      0
COMMUNITY TRUST BANCORP INC    COM             204149108     359       11200              SOLE       *         11200    0      0
CONOCOPHILLIPS                 COM             20825C104   14421      189726              SOLE       *        189726    0      0
CONSOLIDATED COMMUNICATIONS    COM             209034107    4334      220800              SOLE       *        220800    0      0
CONSOLIDATED WATER CO-ORD SH   COM             G23773107     113       14300              SOLE       *         14300    0      0
CONSTELLATION BRANDS INC-A     COM             21036P108    1310       55536              SOLE       *         55536    0      0
COOPER INDUSTRIES PLC-CL A     COM             G24140108     390        6100              SOLE       *          6100    0      0
COOPER TIRE AND RUBBER  CO     COM             216831107    1652      108500              SOLE       *        108500    0      0
CORE-MARK HOLDING CO INC       COM             218681104     229        5600              SOLE       *          5600    0      0
CORN PRODUCTS INTL INC         COM             219023108     853       14800              SOLE       *         14800    0      0
CORPORATE EXECUTIVE BOARD CO   COM             21988R102     296        6900              SOLE       *          6900    0      0
COST PLUS INC/CALIFORNIA       COM             221485105     800       44700              SOLE       *         44700    0      0
COTT CORPORATION               COM             22163N106     416       63100              SOLE       *         63100    0      0
COVANTA HOLDING CORP           COM             22282E102    1549       95400              SOLE       *         95400    0      0
COWEN GROUP INC-CLASS A        COM             223622101      48       17647              SOLE       *         17647    0      0
CRA INTERNATIONAL INC          COM             12618T105     381       15100              SOLE       *         15100    0      0
CRACKER BARREL OLD COUNTRY STO COM             22410J106    7710      138183              SOLE       *        138183    0      0
CREXUS INVESTMENT CORP         COM             226553105    2204      213100              SOLE       *        213100    0      0
CROSS COUNTRY INC              COM             227483104      99       19600              SOLE       *         19600    0      0
CROSS TIMBERS ROYALTY TRUST    COM             22757R109     357        8500              SOLE       *          8500    0      0
CROWN HOLDINGS                 COM             228368106    3968      107723              SOLE       *        107723    0      0
CSG SYSTEMS INTL INC           COM             126349109     199       13200              SOLE       *         13200    0      0
CSS INDUSTRIES INC             COM             125906107     255       13100              SOLE       *         13100    0      0
CYBERONICS                     COM             23251P102    2314       60705              SOLE       *         60705    0      0
CYNOSURE INC-CLASS A           COM             232577205     415       23200              SOLE       *         23200    0      0
CYTEC INDUSTRIES INC           COM             232820100    4066       66900              SOLE       *         66900    0      0
DARLING INTERNATIONAL INC      COM             237266101     206       11800              SOLE       *         11800    0      0
DEAN FOODS CO                  COM             242370104    1396      115300              SOLE       *        115300    0      0
DELEK US HOLDINGS ING          COM             246647101     337       21700              SOLE       *         21700    0      0
DENBURY RESOURCES INC          COM             247916208     415       22802              SOLE       *         22802    0      0
DENNY'S CORPORATION            COM             24869P104     632      156600              SOLE       *        156600    0      0
DEVON ENERGY CORPORATION       COM             25179M103    8860      124575              SOLE       *        124575    0      0
DEVRY INC                      COM             251893103     610       17989              SOLE       *         17989    0      0
DICE HOLDINGS INC              COM             253017107     480       51400              SOLE       *         51400    0      0
DIGITAL RIVER INC              COM             25388B104    4056      216800              SOLE       *        216800    0      0
DILLARD INC CL A               COM             254067101     385        6100              SOLE       *          6100    0      0
DISCOVERY COMMUNICATIONS-A     COM             25470F104     212        4200              SOLE       *          4200    0      0
DISH NETWORK CORP - A          COM             25470M109     241        7320              SOLE       *          7320    0      0
DOLAN CO/THE                   COM             25659P402     112       12400              SOLE       *         12400    0      0
DOLBY LABORATORIES INC-CL A    COM             25659T107    8274      217400              SOLE       *        217400    0      0
DOLLAR GENERAL CORP            COM             256677105    4366       94500              SOLE       *         94500    0      0
DOMINO'S PIZZA INC             COM             25754A201    8766      241503              SOLE       *        241503    0      0
DORAL FINANCIAL CORP           COM             25811P886      41       26500              SOLE       *         26500    0      0
DOT HILL SYSTEMS CORP          COM             25848T109      20       13700              SOLE       *         13700    0      0
DRIL-QUIP                      COM             262037104     898       13800              SOLE       *         13800    0      0
DST SYSTEMS INC                COM             233326107    2109       38900              SOLE       *         38900    0      0
DUFF & PHELPS CORP -CL A       COM             26433B107    1579      101600              SOLE       *        101600    0      0
DUKE ENERGY CORP               COM             26441C105    1330       63300              SOLE       *         63300    0      0
DURECT CORPORATION             COM             266605104       8       10400              SOLE       *         10400    0      0
DYAX CORP                      COM             26746E103      18       11400              SOLE       *         11400    0      0
DYCOM INDS                     COM             267475101     285       12200              SOLE       *         12200    0      0
DYNAVOX INC-CLASS A            COM             26817F104      59       19300              SOLE       *         19300    0      0
EASTMAN CHEMICAL COMPANY       COM             277432100    8854      171300              SOLE       *        171300    0      0
EASYLINK SERVICES INTL-CL A    COM             277858106      94       18600              SOLE       *         18600    0      0
ECHOSTAR CORP-A                COM             278768106     729       25900              SOLE       *         25900    0      0
EINSTEIN NOAH RESTAURANT GRO   COM             28257U104     168       11300              SOLE       *         11300    0      0
EL PASO CORPORATION            COM             28336L109    5035      170410              SOLE       *        170410    0      0
ELECTRONICS FOR IMAGING        COM             286082102     778       46813              SOLE       *         46813    0      0
EMC CORP-MASS                  COM             268648102    4049      135510              SOLE       *        135510    0      0
EMERSON ELECTRIC CO            COM             291011104    1623       31098              SOLE       *         31098    0      0
ENCORE CAPITAL GROUP INC       COM             292554102     771       34200              SOLE       *         34200    0      0
ENERGIZER HOLDINGS INC         COM             29266R108    9643      130000              SOLE       *        130000    0      0
ENERGY XXI BERMUDA             COM             G10082140    1340       37100              SOLE       *         37100    0      0
ENI SPA - ADR                  ADR             26874R108     304        6500              SOLE       *          6500    0      0
ENPRO INDUSTRIES INC           COM             29355X107     728       17700              SOLE       *         17700    0      0
ENTERGY CORP                   COM             29364G103     780       11600              SOLE       *         11600    0      0
ENTERTAINMENT PROPERTIES TR    COM             29380T105     450        9700              SOLE       *          9700    0      0
ENTROPIC COMMUNICATIONS INC    COM             29384R105      64       11000              SOLE       *         11000    0      0
ENZON PHARMACEUTICALS          COM             293904108     137       20016              SOLE       *         20016    0      0
EQUITY LIFESTYLE PROPERTIES    COM             29472R108    3962       56800              SOLE       *         56800    0      0
ERESEARCH TECHNOLOGY INC       COM             29481V108     358       45800              SOLE       *         45800    0      0
EXTREME NETWORK INC            COM             30226D106     115       30100              SOLE       *         30100    0      0
FBL FINANCIAL GROUP INC-CL A   COM             30239F106    1015       30123              SOLE       *         30123    0      0
FEI COMPANY                    COM             30241L109     883       18000              SOLE       *         18000    0      0
FIDUS INVESTMENT CORP          COM             316500107     148       10500              SOLE       *         10500    0      0
FIRST AMERICAN FINANCIAL       COM             31847R102     521       31289              SOLE       *         31289    0      0
FIRST CITIZENS BCSHS  -CL A    COM             31946M103     347        1900              SOLE       *          1900    0      0
FIRST COMMONWEALTH FINL CORP   COM             319829107     100       16300              SOLE       *         16300    0      0
FIRST COMMUNITY BANCSHARES     COM             31983A103     203       15200              SOLE       *         15200    0      0
FIRST FINANCIAL BANCORP        COM             320209109     414       23900              SOLE       *         23900    0      0
FIRST FINANCIAL HOLDINGS INC   COM             320239106     116       10500              SOLE       *         10500    0      0
FIRST HORIZON NATIONAL CORP    COM             320517105     986       94961              SOLE       *         94961    0      0
FIRST INDUSTRIAL REALTY TR     COM             32054K103     679       55000              SOLE       *         55000    0      0
FIRST INTERSTATE BANCSYS/MT    COM             32055Y201     397       27200              SOLE       *         27200    0      0
FIRST MERCHANTS CORPORATION    COM             320817109     159       12800              SOLE       *         12800    0      0
FIRST MIDWEST BANCORP INC/IL   COM             320867104     796       66400              SOLE       *         66400    0      0
FIRST NIAGARA FINANCIAL CORP   COM             33582V108     302       30754              SOLE       *         30754    0      0
FIRST REPUBLIC BANK/SAN FRAN   COM             33616C100    2408       73100              SOLE       *         73100    0      0
FIVE STAR QUALITY CARE         COM             33832D106     135       39800              SOLE       *         39800    0      0
FLUIDIGM CORP                  COM             34385P108     871       55400              SOLE       *         55400    0      0
FLUOR CORP (NEW)               COM             343412102    1342       22353              SOLE       *         22353    0      0
FMC CORP                       COM             302491303     497        4700              SOLE       *          4700    0      0
FORRESTER RESEARCH INC         COM             346563109     299        9238              SOLE       *          9238    0      0
FORTRESS INVESTMENT GRP-CL A   COM             34958B106     145       40800              SOLE       *         40800    0      0
FORWARD AIR CORPORATION        COM             349853101     676       18449              SOLE       *         18449    0      0
FOSTER (LB) CO -CL A           COM             350060109     222        7800              SOLE       *          7800    0      0
FOX CHASE BANCORP INC          COM             35137T108     134       10300              SOLE       *         10300    0      0
FRANCE TELECOM SA - ADR        ADR             35177Q105     211       14200              SOLE       *         14200    0      0
FRANCESCAS HOLDINGS CORP       COM             351793104    2327       73600              SOLE       *         73600    0      0
FRANKLIN FINANCIAL CORP/VA     COM             35353C102     331       24700              SOLE       *         24700    0      0
FRANKLIN STREET PROPERTIES C   COM             35471R106     371       35000              SOLE       *         35000    0      0
FREEPORT MCMORAN COPPER CL B   COM             35671D857    2491       65480              SOLE       *         65480    0      0
FREIGHTCAR AMERICA INC         COM             357023100     209        9300              SOLE       *          9300    0      0
FULTON FIN CORP                COM             360271100     203       19300              SOLE       *         19300    0      0
FURMANITE CORP                 COM             361086101      75       11700              SOLE       *         11700    0      0
GAIN CAPITAL HOLDINGS INC      COM             36268W100      80       15900              SOLE       *         15900    0      0
GENCORP                        COM             368682100     121       17000              SOLE       *         17000    0      0
GENERAL CABLE CORP             COM             369300108    1411       48500              SOLE       *         48500    0      0
GENERAL DYNAMICS CORP          COM             369550108    1028       14004              SOLE       *         14004    0      0
GENESEE & WYOMING INC-CL A     COM             371559105     737       13500              SOLE       *         13500    0      0
GENPACT LTD                    COM             G3922B107     479       29400              SOLE       *         29400    0      0
GEN-PROBE INC                  COM             36866T103    2617       39400              SOLE       *         39400    0      0
GENWORTH FINANCIAL INC-CL A    COM             37247D106    4005      481408              SOLE       *        481408    0      0
GETTY REALTY CORP              COM             374297109     248       15900              SOLE       *         15900    0      0
GIANT INTERACTIVE GROUP-ADR    COM             374511103     579      118100              SOLE       *        118100    0      0
GLACIER BANCORP INC            COM             37637Q105     156       10500              SOLE       *         10500    0      0
GLADSTONE COMMERCIAL CORP      COM             376536108    1057       61400              SOLE       *         61400    0      0
GLADSTONE INVESTMENT CORP      COM             376546107     663       87634              SOLE       *         87634    0      0
GLAXOSMITHKLINE PLC-SPONS ADR  ADR             37733W105    2115       47100              SOLE       *         47100    0      0
GLIMCHER REALTY TRUST          COM             379302102    1490      145747              SOLE       *        145747    0      0
GLOBAL CASH ACCESS INC         COM             378967103     664       85200              SOLE       *         85200    0      0
GLOBAL PAYMENTS INC            COM             37940X102    8335      175600              SOLE       *        175600    0      0
GLOBAL SOURCES LIMITED         COM             G39300101      70       11604              SOLE       *         11604    0      0
GNC HOLDINGS INC               COM             36191G107     338        9700              SOLE       *          9700    0      0
GOLAR LNG LTD                  COM             G9456A100     300        7900              SOLE       *          7900    0      0
GOLD FIELDS LTD-SP ADR         ADR             38059T106    1076       77400              SOLE       *         77400    0      0
GOLDEN STAR RESOURCES LTD      COM             38119T104      73       38800              SOLE       *         38800    0      0
GOLUB CAPITAL BDC INC          COM             38173M102    2222      145500              SOLE       *        145500    0      0
GOOGLE INC-CL A                COM             38259P508    1373        2141              SOLE       *          2141    0      0
GRAFTECH INTERNATIONAL LTD     COM             384313102     195       16375              SOLE       *         16375    0      0
GRAMERCY CAPITAL CORP          COM             384871109      40       15200              SOLE       *         15200    0      0
GRAND CANYON EDUCATION INC     COM             38526M106     886       49879              SOLE       *         49879    0      0
GRANITE CONSTRUCTION INC       COM             387328107     220        7658              SOLE       *          7658    0      0
GRAPHIC PACKAGING HOLDINGS     COM             388689101     120       21700              SOLE       *         21700    0      0
GREAT NORTHERN IRON ORE PPTY   COM             391064102    1440       15000              SOLE       *         15000    0      0
GREEN DOT CORP-CLASS A         COM             39304D102    2788      105144              SOLE       *        105144    0      0
GREEN MOUNTAIN COFFEE INC      COM             393122106     707       15100              SOLE       *         15100    0      0
GREENBRIER COMPANIES INC       COM             393657101     200       10100              SOLE       *         10100    0      0
GRUPO FINANCIERO GALICIA-ADR   ADR             399909100     296       46000              SOLE       *         46000    0      0
GSI GROUP INC                  COM             36191C205     189       15700              SOLE       *         15700    0      0
GSI TECHNOLOGY INC             COM             36241U106     320       75400              SOLE       *         75400    0      0
H J HEINZ CO                   COM             423074103     916       17100              SOLE       *         17100    0      0
HACKETT GROUP INC/THE          COM             404609109     264       44219              SOLE       *         44219    0      0
HALLMARK FINL SERVICES INC     COM             40624Q203     117       14800              SOLE       *         14800    0      0
HANMI FINANCIAL CORPORATION    COM             410495204     319       31454              SOLE       *         31454    0      0
HARLEY-DAVIDSON INC            COM             412822108    1850       37700              SOLE       *         37700    0      0
HARTE HANKS COMMUNICATIONS     COM             416196103     247       27300              SOLE       *         27300    0      0
HARTFORD FIN  SVCS GROUP INC   COM             416515104    9256      439100              SOLE       *        439100    0      0
HATTERAS FINANCIAL CORP        COM             41902R103    3080      110400              SOLE       *        110400    0      0
HEALTH MGMT ASSOC INC CL-A     COM             421933102     492       73200              SOLE       *         73200    0      0
HEARTLAND PAYMENT SYSTEMS IN   COM             42235N108     465       16100              SOLE       *         16100    0      0
HELIX ENERGY SOLUTIONS GROUP   COM             42330P107     633       35500              SOLE       *         35500    0      0
HELMERICH & PAYNE              COM             423452101     621       11500              SOLE       *         11500    0      0
HERCULES TECHNOLOGY GROWTH     COM             427096508    2338      211043              SOLE       *        211043    0      0
HERITAGE FINANCIAL CORP        COM             42722X106     227       16700              SOLE       *         16700    0      0
HERSHA HOSPITALITY TRUST       COM             427825104    1437      263400              SOLE       *        263400    0      0
HEXCEL CORP                    COM             428291108    1500       62520              SOLE       *         62520    0      0
HFF INC-CLASS A                COM             40418F108     543       33000              SOLE       *         33000    0      0
HILL-ROM HOLDINGS INC          COM             431475102     541       16200              SOLE       *         16200    0      0
HIMAX TECHNOLOGIES INC-ADR     COM             43289P106     731      354700              SOLE       *        354700    0      0
HORACE MANN EDUCATORS          COM             440327104    1041       59100              SOLE       *         59100    0      0
HOWARD HUGHES CORP/THE         COM             44267D107     665       10400              SOLE       *         10400    0      0
HSBC HOLDINGS PLC-SPONS ADR    ADR             404280406   14144      318622              SOLE       *        318622    0      0
HUDSON HIGHLAND GROUP INC      COM             443792106      62       11500              SOLE       *         11500    0      0
HUGOTON ROYALTY TRUST          COM             444717102     764       52000              SOLE       *         52000    0      0
HUNTINGTON BANCSHARES          COM             446150104    2200      341100              SOLE       *        341100    0      0
HUNTINGTON INGALLS INDUSTRIE   COM             446413106     502       12500              SOLE       *         12500    0      0
HYATT HOTELS CORP - CL A       COM             448579102   10304      241200              SOLE       *        241200    0      0
IAMGOLD CORPORATION            COM             450913108     463       34900              SOLE       *         34900    0      0
IBM CORP                       COM             459200101     898        4307              SOLE       *          4307    0      0
ICU MEDICAL INC                COM             44930G107     531       10800              SOLE       *         10800    0      0
IMPERIAL SUGAR CO              COM             453096208     113       24100              SOLE       *         24100    0      0
INGLES MARKETS INC -CL A       COM             457030104     212       12000              SOLE       *         12000    0      0
INGRAM MICRO INC CL A          COM             457153104    4922      265200              SOLE       *        265200    0      0
INTERACTIVE BROKERS GRO-CL A   COM             45841N107     338       19900              SOLE       *         19900    0      0
INTERNAP NETWORK SERVICES      COM             45885A300     123       16800              SOLE       *         16800    0      0
INTERPUBLIC GROUP COS          COM             460690100    8526      747200              SOLE       *        747200    0      0
INTERVAL LEISURE GROUP         COM             46113M108     431       24700              SOLE       *         24700    0      0
INTL GAMES TECHNOLOGY          COM             459902102     245       14600              SOLE       *         14600    0      0
INTL SHIPHOLDING CORP          COM             460321201     205        8900              SOLE       *          8900    0      0
INTL SPEEDWAY CORP-CL A        COM             460335201    1313       47300              SOLE       *         47300    0      0
INVESTMENT TECHNOLOGY GROUP    COM             46145F105    1015       84847              SOLE       *         84847    0      0
INVESTORS REAL ESTATE TRUST    COM             461730103     464       60300              SOLE       *         60300    0      0
IRIS INTERNATIONAL INC         COM             46270W105     189       14000              SOLE       *         14000    0      0
IRON MOUNTAIN INC              COM             462846106    5236      181826              SOLE       *        181826    0      0
ISTAR FINANCIAL INC            COM             45031U101     137       18900              SOLE       *         18900    0      0
ITT EDUCATIONAL SVCS INC       COM             45068B109    1144       17311              SOLE       *         17311    0      0
JINPAN INTERNATIONAL LTD       COM             G5138L100     120       13900              SOLE       *         13900    0      0
JOHNSON & JOHNSON              COM             478160104     282        4269              SOLE       *          4269    0      0
JOURNAL COMMUNICATIONS INC-A   COM             481130102     207       36800              SOLE       *         36800    0      0
KANSAS CITY SOUTHERN INDS      COM             485170302     237        3300              SOLE       *          3300    0      0
KAYNE ANDERSON ENERGY DEV      COM             48660Q102     972       37917              SOLE       *         37917    0      0
KEY ENERGY SERVICES INC        COM             492914106     555       35900              SOLE       *         35900    0      0
KEYCORP                        COM             493267108    2446      287800              SOLE       *        287800    0      0
KIMBALL INTERNATIONAL  -CL B   COM             494274103     221       32000              SOLE       *         32000    0      0
KINDER MORGAN INC              COM             49456B101     518       13400              SOLE       *         13400    0      0
KIRKLAND'S INC                 COM             497498105     469       29000              SOLE       *         29000    0      0
KITE REALTY GROUP TRUST        COM             49803T102      94       18000              SOLE       *         18000    0      0
KLA - TENCOR CORP              COM             482480100    3145       57800              SOLE       *         57800    0      0
KNIGHT CAPITAL GROUP INC-A     COM             499005106     830       64476              SOLE       *         64476    0      0
KORN/FERRY INTERNATIONAL       COM             500643200     861       51417              SOLE       *         51417    0      0
KRAFT FOODS INC-A              COM             50075N104    9527      250639              SOLE       *        250639    0      0
K-SWISS INC  -CL A             COM             482686102     112       27400              SOLE       *         27400    0      0
KULICKE & SOFFA INDUSTRIES     COM             501242101    1619      130300              SOLE       *        130300    0      0
KVH INDUSTRIES INC             COM             482738101     128       12200              SOLE       *         12200    0      0
L^L ENERGY INC                 COM             50162D100      46       19000              SOLE       *         19000    0      0
LABORATORY CRP OF AMER HLDGS   COM             50540R409    1135       12400              SOLE       *         12400    0      0
LAKELAND FINANCIAL CORP        COM             511656100     330       12700              SOLE       *         12700    0      0
LAM RESEARCH                   COM             512807108    6469      145000              SOLE       *        145000    0      0
LASALLE HOTEL PROPERTIES       COM             517942108    2769       98400              SOLE       *         98400    0      0
LAYNE CHRISTENSEN COMPANY      COM             521050104     278       12500              SOLE       *         12500    0      0
LIBERTY INTERACTIVE CORP       COM             53071M104     215       11300              SOLE       *         11300    0      0
LIBERTY MEDIA CORP - LIBER-A   COM             530322106    2424       27509              SOLE       *         27509    0      0
LILLY (ELI) & CO               COM             532457108    2801       69545              SOLE       *         69545    0      0
LIN TV CORP-CL A               COM             532774106      54       13400              SOLE       *         13400    0      0
LINCOLN EDUCATIONAL SERVICES   COM             533535100     310       39300              SOLE       *         39300    0      0
LINCOLN NATIONAL CORP          COM             534187109    1679       63700              SOLE       *         63700    0      0
LIZ CLAIBORNE INC              COM             539320101     161       12037              SOLE       *         12037    0      0
LONE PINE RESOURCES INC        COM             54222A106     192       29618              SOLE       *         29618    0      0
LSB INDUSTRIES INC             COM             502160104    1553       39900              SOLE       *         39900    0      0
LSI INDUSTRIES INC             COM             50216C108     139       19000              SOLE       *         19000    0      0
LSI LOGIC CORP                 COM             502161102    1224      141000              SOLE       *        141000    0      0
LTC PROPERTIES INC             COM             502175102     781       24400              SOLE       *         24400    0      0
LYDALL INC                     COM             550819106     118       11600              SOLE       *         11600    0      0
MACY'S INC                     COM             55616P104     988       24869              SOLE       *         24869    0      0
MAGELLAN HEALTH SERVICES INC   COM             559079207    2885       59100              SOLE       *         59100    0      0
MAGIC SOFTWARE ENTERPRISES     COM             559166103     133       20700              SOLE       *         20700    0      0
MAGNACHIP SEMICONDUCT-DEP SH   COM             55933J203     476       39700              SOLE       *         39700    0      0
MAINSOURCE FINANCIAL GROUP I   COM             56062Y102     154       12700              SOLE       *         12700    0      0
MANHATTAN ASSOCIATES INC       COM             562750109     861       18100              SOLE       *         18100    0      0
MARCHEX INC-CLASS B            COM             56624R108     143       32000              SOLE       *         32000    0      0
MARTEN TRANSPORT LTD           COM             573075108     287       13000              SOLE       *         13000    0      0
MARTIN MARIETTA MATERIALS      COM             573284106     326        3800              SOLE       *          3800    0      0
MASIMO CORPORATION             COM             574795100     916       39200              SOLE       *         39200    0      0
MATRIX SERVICE CO              COM             576853105     522       37200              SOLE       *         37200    0      0
MAXLINEAR INC-CLASS A          COM             57776J100      56       10100              SOLE       *         10100    0      0
MB FINANCIAL INC               COM             55264U108    1646       78400              SOLE       *         78400    0      0
MCCLATCHY CO CL-A              COM             579489105      40       13700              SOLE       *         13700    0      0
MCGRAW HILL INC                COM             580645109    5948      122700              SOLE       *        122700    0      0
MDC PARTNERS INC-A             COM             552697104     116       10400              SOLE       *         10400    0      0
MEAD JOHNSON NUTRITION CO-A    COM             582839106     462        5600              SOLE       *          5600    0      0
MEADOWBROOK INSURANCE GROUP    COM             58319P108     315       33786              SOLE       *         33786    0      0
MEDALLION FINANCIAL CORP       COM             583928106     729       65300              SOLE       *         65300    0      0
MEDCATH CORPORATION            COM             58404W109     307       39100              SOLE       *         39100    0      0
MEDICAL ACTION IND INC         COM             58449L100      79       13800              SOLE       *         13800    0      0
MEDLEY CAPITAL CORP            COM             58503F106     219       19400              SOLE       *         19400    0      0
MELCO CROWN ENTERTAINMENT-ADR  ADR             585464100     278       20400              SOLE       *         20400    0      0
MERCER INTL INC-SBI            COM             588056101     319       39900              SOLE       *         39900    0      0
MERCK & CO                     COM             58933Y105   10643      277161              SOLE       *        277161    0      0
MERCURY COMPUTER SYSTEMS INC   COM             589378108     206       15500              SOLE       *         15500    0      0
MERIT MEDICAL SYSTEMS INC      COM             589889104     147       11910              SOLE       *         11910    0      0
MET-PRO CORP                   COM             590876306     231       21900              SOLE       *         21900    0      0
METRO BANCORP INC              COM             59161R101     373       31900              SOLE       *         31900    0      0
METRO HEALTH NETWORKS INC      COM             592142103     131       14008              SOLE       *         14008    0      0
MFC INDUSTRIAL LTD             COM             55278T105     475       61800              SOLE       *         61800    0      0
MGIC INVESTMENT CORP           COM             552848103     199       40175              SOLE       *         40175    0      0
MI DEVELOPMENTS INC-CLASS A    COM             55304X104    1695       49000              SOLE       *         49000    0      0
MICRON TECH INC                COM             595112103     309       38200              SOLE       *         38200    0      0
MID-AMERICA APARTMENT COMM     COM             59522J103    4497       67100              SOLE       *         67100    0      0
MIDAS INC                      COM             595626102     180       15700              SOLE       *         15700    0      0
MILLER (HERMAN) INC            COM             600544100     319       13880              SOLE       *         13880    0      0
MILLER INDUSTRIES INC/TENN     COM             600551204     290       17100              SOLE       *         17100    0      0
MIPS TECHNOLOGIES INC -CL A    COM             604567107     170       31300              SOLE       *         31300    0      0
MISSION WEST PROPERTIES        COM             605203108     719       72900              SOLE       *         72900    0      0
MITCHAM INDUSTRIES INC         COM             606501104     698       31100              SOLE       *         31100    0      0
MKS INSTRUMENTS INC            COM             55306N104     260        8800              SOLE       *          8800    0      0
MODINE MANUFACTURING CO        COM             607828100     398       45100              SOLE       *         45100    0      0
MOLSON COORS BREWING CO-B      COM             60871R209    4326       95600              SOLE       *         95600    0      0
MONMOUTH REIT-CLASS A          COM             609720107     437       44900              SOLE       *         44900    0      0
MONSANTO CO                    COM             61166W101    2616       32800              SOLE       *         32800    0      0
MOTORCAR PARTS OF AMERICA IN   COM             620071100     120       12500              SOLE       *         12500    0      0
MOVADO GROUP                   COM             624580106     440       17900              SOLE       *         17900    0      0
MTS SYSTEMS CORP               COM             553777103     216        4057              SOLE       *          4057    0      0
MUELLER INDUSTRIES INC         COM             624756102    1086       23900              SOLE       *         23900    0      0
MULTIMEDIA GAMES HOLDINGS CO   COM             625453105     948       86500              SOLE       *         86500    0      0
MYR GROUP INC/DELAWARE         COM             55405W104     226       12603              SOLE       *         12603    0      0
NACCO INDUSTRIES CL A          COM             629579103    1001        8600              SOLE       *          8600    0      0
NAM TAI ELECTRONICS INC        COM             629865205      87       14500              SOLE       *         14500    0      0
NASDAQ OMX GROUP/THE           COM             631103108     303       11700              SOLE       *         11700    0      0
NATIONAL FINANCIAL PARTNERS    COM             63607P208     405       26800              SOLE       *         26800    0      0
NATUS MEDICAL INC              COM             639050103     570       47800              SOLE       *         47800    0      0
NAVIOS MARITIME PARTNERS LP    COM             Y62267102     763       45800              SOLE       *         45800    0      0
NAVISTAR INTERNATIONAL         COM             63934E108    1156       28600              SOLE       *         28600    0      0
NCI INC-CLASS A                COM             62886K104      67       10600              SOLE       *         10600    0      0
NCR CORPORATION                COM             62886E108    1430       65845              SOLE       *         65845    0      0
NETSCOUT SYSTEMS INC           COM             64115T104    1040       51145              SOLE       *         51145    0      0
NETSPEND HOLDINGS INC          COM             64118V106     181       23300              SOLE       *         23300    0      0
NEUSTAR INC-CLASS A            COM             64126X201    4466      119900              SOLE       *        119900    0      0
NEW MOUNTAIN FINANCE CORP      COM             647551100     559       40700              SOLE       *         40700    0      0
NEW YORK & CO                  COM             649295102      79       21000              SOLE       *         21000    0      0
NEW YORK TIMES CO CL A         COM             650111107     196       28800              SOLE       *         28800    0      0
NEWFIELD EXPLORATION COMPANY   COM             651290108   13750      396500              SOLE       *        396500    0      0
NEWMONT MINING                 COM             651639106     541       10564              SOLE       *         10564    0      0
NEXSTAR BROADCASTING GROUP-A   COM             65336K103     176       21200              SOLE       *         21200    0      0
NGP CAPITAL RESOURCES CO       COM             62912R107     155       23744              SOLE       *         23744    0      0
NICE SYSTEMS LTD - ADR         ADR             653656108    1340       34100              SOLE       *         34100    0      0
NIKE INC CL B STOCK            COM             654106103    3482       32110              SOLE       *         32110    0      0
NIPPON TELEGRAPH & TEL - ADR   ADR             654624105     586       25900              SOLE       *         25900    0      0
NOBLE ENERGY INC.              COM             655044105    2670       27300              SOLE       *         27300    0      0
NORANDA ALUMINIUM HOLDING      COM             65542W107     127       12700              SOLE       *         12700    0      0
NORTHEAST UTILITIES            COM             664397106    3051       82200              SOLE       *         82200    0      0
NORTHSTAR REALTY FINANCE COR   COM             66704R100     362       66891              SOLE       *         66891    0      0
NOVA MEASURING INSTRUMENTS     COM             M7516K103     247       27500              SOLE       *         27500    0      0
NOVELLUS SYSTEMS INC           COM             670008101   14758      295700              SOLE       *        295700    0      0
NTELOS HOLDINGS CORP           COM             67020Q305    2217      107100              SOLE       *        107100    0      0
NU SKIN ENTERPRISES INC - A    COM             67018T105     815       14067              SOLE       *         14067    0      0
OCCIDENTAL PETRO USD           COM             674599105   17550      184290              SOLE       *        184290    0      0
OCEANFIRST FINANCIAL CORP      COM             675234108     217       15200              SOLE       *         15200    0      0
OFFICEMAX INC                  COM             67622P101     133       23400              SOLE       *         23400    0      0
OIL STATES INTERNATIONAL INC   COM             678026105     641        8207              SOLE       *          8207    0      0
OLD DOMINION FREIGHT LINE      COM             679580100     991       20800              SOLE       *         20800    0      0
OMEGA HEALTHCARE INVESTORS     COM             681936100     229       10763              SOLE       *         10763    0      0
OMNICOM GROUP                  COM             681919106    2250       44423              SOLE       *         44423    0      0
ONE LIBERTY PROPERTIES INC     COM             682406103     635       34700              SOLE       *         34700    0      0
ONEOK INC                      COM             682680103    6990       85600              SOLE       *         85600    0      0
OPENWAVE SYSTEMS INC           COM             683718308     109       47800              SOLE       *         47800    0      0
ORIENT EXPRESS HOTELS LTD -A   COM             G67743107     515       50400              SOLE       *         50400    0      0
ORIENTAL FINANCIAL GROUP       COM             68618W100     394       32600              SOLE       *         32600    0      0
ORITANI FINANCIAL CORP         COM             68633D103     288       19600              SOLE       *         19600    0      0
OVERSTOCK.COM INC              COM             690370101      55       10600              SOLE       *         10600    0      0
OWENS CORNING INC              COM             690742101    2299       63800              SOLE       *         63800    0      0
OWENS- ILLINOIS INC            COM             690768403    3646      156197              SOLE       *        156197    0      0
PACER INTERNATIONAL INC        COM             69373H106     130       20700              SOLE       *         20700    0      0
PACIFIC BIOSCIENCES OF CALIF   COM             69404D108      49       14200              SOLE       *         14200    0      0
PACIFIC SUNWEAR OF CALIFORNIA  COM             694873100     106       60300              SOLE       *         60300    0      0
PALOMAR MEDICAL TECHNOLOGIES   COM             697529303     291       31100              SOLE       *         31100    0      0
PANERA BREAD COMPANY-CL A      COM             69840W108    1529        9500              SOLE       *          9500    0      0
PARKER-HANNIFIN CORP           COM             701094104    1051       12423              SOLE       *         12423    0      0
PARTNER COMMUNICATIONS - ADR   ADR             70211M109     163       21500              SOLE       *         21500    0      0
PATTERSON COS INC              COM             703395103    1072       32100              SOLE       *         32100    0      0
PATTERSON-UTI ENERGY INC       COM             703481101     608       35200              SOLE       *         35200    0      0
PEBBLEBROOK HOTEL TRUST        COM             70509V100    1237       54800              SOLE       *         54800    0      0
PENDRELL CORPORATION           COM             70686R104      59       22500              SOLE       *         22500    0      0
PENNANTPARK INVESTMENT CORP    COM             708062104    5536      532265              SOLE       *        532265    0      0
PERFECT WORLD CO-SPON ADR      COM             71372U104    1113       68800              SOLE       *         68800    0      0
PERICOM SEMICONDUCTION CORP    COM             713831105     381       47100              SOLE       *         47100    0      0
PERMIAN BASIN ROYALTY TRUST    COM             714236106    2715      118700              SOLE       *        118700    0      0
PERRY ELLIS INTERNATIONAL      COM             288853104     255       13700              SOLE       *         13700    0      0
PHARMERICA CORP-W/I            COM             71714F104     167       13400              SOLE       *         13400    0      0
PHILIP MORRIS INTERNATIONAL    COM             718172109    2950       33295              SOLE       *         33295    0      0
PHOENIX COMPANIES INC          COM             71902E109      57       23100              SOLE       *         23100    0      0
PICO HOLDINGS INC              COM             693366205     244       10400              SOLE       *         10400    0      0
PILGRIM'S PRIDE CORP           COM             72147K108     106       14192              SOLE       *         14192    0      0
PINNACLE ENTERTAINMENT INC     COM             723456109    1337      116170              SOLE       *        116170    0      0
PINNACLE FINANCIAL PARTNERS    COM             72346Q104     518       28200              SOLE       *         28200    0      0
PITNEY-BOWES INC               COM             724479100     498       28300              SOLE       *         28300    0      0
PLAINS EXPLORATION & PRODUCT   COM             726505100     349        8200              SOLE       *          8200    0      0
PLATINUM UNDERWRITERS HLDGS    COM             G7127P100     280        7700              SOLE       *          7700    0      0
PNM RESOURCES INC              COM             69349H107     379       20700              SOLE       *         20700    0      0
POLYONE CORPORATION            COM             73179P106    2062      143200              SOLE       *        143200    0      0
PORTFOLIO RECOVERY ASSOCIATE   COM             73640Q105     918       12804              SOLE       *         12804    0      0
POWER-ONE INC                  COM             73930R102      60       13300              SOLE       *         13300    0      0
PPG INDUSTRIES INC             COM             693506107    2376       24800              SOLE       *         24800    0      0
PRECISION DRILLING TRUST-W/I   COM             74022D308     271       27025              SOLE       *         27025    0      0
PREMIER GLOBAL SVCS INC        COM             740585104     268       29517              SOLE       *         29517    0      0
PRESTIGE BRANDS HOLDINGS INC   COM             74112D101     251       14400              SOLE       *         14400    0      0
PRG-SCHULTZ INTERNATIONAL      COM             69357C503      65       10300              SOLE       *         10300    0      0
PRICELINE.COM INC              COM             741503403    2152        3000              SOLE       *          3000    0      0
PRINCIPAL FINANCIAL GROUP      COM             74251V102    4671      158257              SOLE       *        158257    0      0
PROSPECT CAPITAL CORP          COM             74348T102    1288      117328              SOLE       *        117328    0      0
PROVIDENCE SERVICE CORP        COM             743815102     720       46400              SOLE       *         46400    0      0
PROVIDENT FINANCIAL SERVICES   COM             74386T105     351       24200              SOLE       *         24200    0      0
PRUDENTIAL FINANCIAL INC       COM             744320102    1317       20783              SOLE       *         20783    0      0
PUBLIC SERVICE ENTERPRISE GP   COM             744573106    4095      133800              SOLE       *        133800    0      0
QLT INC - USD                  COM             746927102     363       51956              SOLE       *         51956    0      0
QUALCOMM INC.                  COM             747525103    1345       19760              SOLE       *         19760    0      0
QUALITY DISTRIBUTION INC       COM             74756M102    1191       86500              SOLE       *         86500    0      0
QUANTA SERVICES INC            COM             74762E102    1564       74800              SOLE       *         74800    0      0
QUANTUM CORP                   COM             747906204      45       17300              SOLE       *         17300    0      0
QUESTCOR PHARMACEUTICALS       COM             74835Y101     316        8400              SOLE       *          8400    0      0
RALCORP HOLDINGS INC           COM             751028101    5483       74000              SOLE       *         74000    0      0
RAMBUS INC                     COM             750917106      77       12000              SOLE       *         12000    0      0
RANGE RESOURCES CORP           COM             75281A109    7098      122100              SOLE       *        122100    0      0
REGAL ENTERTAINMENT GROUP - A  COM             758766109     644       47300              SOLE       *         47300    0      0
REGIONS FINANCIAL CORP         COM             7591EP100    7288     1105925              SOLE       *       1105925    0      0
REPUBLIC SERVICES INC          COM             760759100     654       21403              SOLE       *         21403    0      0
RESEARCH IN MOTION             COM             760975102    1501      102070              SOLE       *        102070    0      0
RICHARDSON ELECTRIC LTD        COM             763165107     389       32400              SOLE       *         32400    0      0
RITE AID CORP                  COM             767754104      84       48300              SOLE       *         48300    0      0
RLJ LODGING TRUST              COM             74965L101     275       14800              SOLE       *         14800    0      0
ROADRUNNER TRANSPORTATION SY   COM             76973Q105     939       54100              SOLE       *         54100    0      0
ROCKVILLE FINANCIAL INC        COM             774188106     507       43562              SOLE       *         43562    0      0
ROCKWELL INTL CORP             COM             773903109     470        5900              SOLE       *          5900    0      0
ROCKWOOD HOLDINGS INC          COM             774415103    3470       66545              SOLE       *         66545    0      0
ROSETTA RESOURCES INC          COM             777779307     302        6187              SOLE       *          6187    0      0
ROYAL DUTCH SHELL PLC-ADR A    ADR             780259206    2016       28746              SOLE       *         28746    0      0
RUTH'S HOSPITALITY GROUP INC   COM             783332109     267       35222              SOLE       *         35222    0      0
S^P 500 DEPOSITORY RECEIPT     COM             78462F103    9991       71000              SOLE       *         71000    0      0
SABINE ROYALTY TRUST           COM             785688102    2085       34800              SOLE       *         34800    0      0
SABRA HEALTHCARE REIT INC      COM             78573L106     352       21400              SOLE       *         21400    0      0
SALLY BEAUTY CO INC            ADR             79546E104    9090      366500              SOLE       *        366500    0      0
SAN JUAN BASIN ROYALTY TR      COM             798241105     977       50400              SOLE       *         50400    0      0
SANMINA-SCI CORP               COM             800907206     383       33433              SOLE       *         33433    0      0
SAPIENT CORPORATION            COM             803062108     417       33500              SOLE       *         33500    0      0
SASOL LTD-SPONSORED ADR        ADR             803866300     403        8300              SOLE       *          8300    0      0
SAUL CENTERS INC               COM             804395101     327        8100              SOLE       *          8100    0      0
SCIENTIFIC GAMES CORP-A        COM             80874P109     134       11500              SOLE       *         11500    0      0
SCIQUEST INC                   COM             80908T101     445       29200              SOLE       *         29200    0      0
SEABRIGHT INSURANCE HOLDINGS   COM             811656107     412       45300              SOLE       *         45300    0      0
SEACHANGE INTERNATIONAL INC    COM             811699107     451       57900              SOLE       *         57900    0      0
SEACOAST BANKING CORP FL       COM             811707306      37       21100              SOLE       *         21100    0      0
SEADRILL LTD                   COM             G7945E105    2661       70900              SOLE       *         70900    0      0
SEAGATE TECH                   COM             G7945M107    2685       99617              SOLE       *         99617    0      0
SELECT MEDICAL HOLDINGS CORP   COM             81619Q105      85       10900              SOLE       *         10900    0      0
SELECTIVE INSURANCE GROUP      COM             816300107     201       11400              SOLE       *         11400    0      0
SEMGROUP CORP-CLASS A          COM             81663A105    4395      150800              SOLE       *        150800    0      0
SERVICE CORP INTERNATIONAL     COM             817565104     151       13400              SOLE       *         13400    0      0
SHANDA GAMES LTD-ADR           COM             81941U105     193       37200              SOLE       *         37200    0      0
SIGNET JEWELERS LTD            COM             G81276100    1688       35700              SOLE       *         35700    0      0
SILICON MOTION TECHNOL-ADR     ADR             82706C108    1209       62400              SOLE       *         62400    0      0
SIMON PROPERTY GROUP INC       COM             828806109    6207       42606              SOLE       *         42606    0      0
SINCLAIR BROADCAST GROUP - 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