-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WDb68tVf9Pqm0RBGNCKtpOerHNH5KGWxKipO5r/c/QdNNW5kVfCF9DIEPZYu89o3 RY515g2hA+gwH5J9pMbZ2g== 0000919574-09-014855.txt : 20090814 0000919574-09-014855.hdr.sgml : 20090814 20090814161611 ACCESSION NUMBER: 0000919574-09-014855 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TWO SIGMA INVESTMENTS LLC CENTRAL INDEX KEY: 0001179392 IRS NUMBER: 314181471 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10385 FILM NUMBER: 091016023 BUSINESS ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 BUSINESS PHONE: 2127756639 MAIL ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 13F-HR 1 d1019953_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: June 30, 2009 Check here if Amendment: |_|; Amendment Number: ___ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Two Sigma Investments, LLC Address: 379 West Broadway 5th Floor New York, New York 10012 13F File Number: 028- 10385 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Matthew B. Siano, Esq. Title: General Counsel Phone: (212) 625-5712 Signature, Place and Date of Signing: /s/ Matthew B. Siano New York, New York August 14, 2009 - ----------------------- -------------------------- ---------------------- [Signature] [City, State] [Date] Report Type: (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting managers(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 1,658 Form 13F Information Table Value Total: $4,238,969 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name * 028-10704 Two Sigma Equity Portfolio, LLC * 028-11144 Two Sigma Spectrum Portfolio, LLC * 028-13293 Two Sigma Partners Master Fund, Ltd. - ---- --------------------- ---------------------------------- * This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LLC ("Investments"). Investments serves as the sole investment manager of (i) Two Sigma Equity Portfolio, LLC ("Equity"), Two Sigma Spectrum Portfolio, LLC ("Spectrum") and Two Sigma Partners Master Fund, Ltd. ("Partners"), three investment entities that are managed by Investments, each of which may be deemed to be "other managers" for purposes of this Form 13F report and (ii) Two Sigma Spectrum Portfolio II, LLC ("Spectrum II"), Two Sigma Jupiter Portfolio, LLC ("Jupiter"), Two Sigma Options Portfolio, Ltd. ("Options"), Two Sigma Horizon Portfolio, LLC ("Horizon") and Two Sigma Constellation US Master Fund, Ltd. ("Constellation"), five investment entities that are managed by Investments, each of which may not presently be deemed to be "other managers" for purposes of this Form 13F report. Investments, rather than Equity, Spectrum, Partners, Spectrum II, Jupiter, Options, Horizon or Constellation, exercises sole investment discretion and voting authority over the securities held in the various accounts of Equity, Spectrum, Partners, Spectrum II, Jupiter, Options, Horizon and Constellation. FORM 13F INFORMATION TABLE Two Sigma Investments, LLC June 30, 2009
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE - -------------- -------------- ----- -------- ------- -------- ---------- ----- ---- ------ ---- 1 800 FLOWERS COM CL A 68243Q106 33 17,193 SOLE * 17,193 0 0 3COM CORP COM 885535104 1,008 214,091 SOLE * 214,091 0 0 3M CO COM 88579Y101 14,238 236,899 SOLE * 236,899 0 0 99 CENTS ONLY STORES COM 65440K106 1,023 75,301 SOLE * 75,301 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 493 61,917 SOLE * 61,917 0 0 A POWER ENERGY GENERAT SYS L COM G04136100 1,146 143,648 SOLE * 143,648 0 0 AAON INC COM PAR $0.004 000360206 350 17,550 SOLE * 17,550 0 0 AAR CORP COM 000361105 191 11,900 SOLE * 11,900 0 0 AARONS INC COM 002535201 2,008 67,333 SOLE * 67,333 0 0 ABBOTT LABS COM 002824100 1,162 24,700 SOLE * 24,700 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2,580 101,624 SOLE * 101,624 0 0 ABINGTON BANCORP INC COM 00350L109 120 15,050 SOLE * 15,050 0 0 ABM INDS INC COM 000957100 910 50,322 SOLE * 50,322 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 197 25,100 SOLE * 25,100 0 0 ACCELRYS INC COM 00430U103 163 27,597 SOLE * 27,597 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 45,665 1,364,778 SOLE * 1,364,778 0 0 ACE LTD SHS H0023R105 4,414 99,798 SOLE * 99,798 0 0 ACETO CORP COM 004446100 112 16,757 SOLE * 16,757 0 0 ACI WORLDWIDE INC COM 004498101 452 32,398 SOLE * 32,398 0 0 ACME PACKET INC COM 004764106 197 19,523 SOLE * 19,523 0 0 ACORDA THERAPEUTICS INC COM 00484M106 430 15,278 SOLE * 15,278 0 0 ACTUANT CORP CL A NEW 00508X203 2,418 198,200 SOLE * 198,200 0 0 ACTUATE CORP COM 00508B102 285 59,291 SOLE * 59,291 0 0 ACUITY BRANDS INC COM 00508Y102 244 8,700 SOLE * 8,700 0 0 ACXIOM CORP COM 005125109 126 14,294 SOLE * 14,294 0 0 ADAPTEC INC COM 00651F108 72 27,410 SOLE * 27,410 0 0 ADOLOR CORP COM 00724X102 73 41,760 SOLE * 41,760 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 405 88,413 SOLE * 88,413 0 0 ADVANCED BATTERY TECHNOLOG I COM 00752H102 48 12,000 SOLE * 12,000 0 0 ADVISORY BRD CO COM 00762W107 445 17,320 SOLE * 17,320 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 774 24,190 SOLE * 24,190 0 0 AEROPOSTALE COM 007865108 11,991 349,905 SOLE * 349,905 0 0 AEROVIRONMENT INC COM 008073108 398 12,900 SOLE * 12,900 0 0 AES CORP COM 00130H105 3,705 319,136 SOLE * 319,136 0 0 AETNA INC NEW COM 00817Y108 2,318 92,510 SOLE * 92,510 0 0 AFC ENTERPRISES INC COM 00104Q107 123 18,200 SOLE * 18,200 0 0 AFFILIATED MANAGERS GROUP COM 008252108 7,219 124,056 SOLE * 124,056 0 0 AFFYMETRIX INC COM 00826T108 197 33,300 SOLE * 33,300 0 0 AFLAC INC COM 001055102 2,434 78,300 SOLE * 78,300 0 0 AGCO CORP COM 001084102 3,764 129,474 SOLE * 129,474 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 518 25,529 SOLE * 25,529 0 0 AGILYSYS INC COM 00847J105 93 19,879 SOLE * 19,879 0 0 AGL RES INC COM 001204106 223 7,000 SOLE * 7,000 0 0 AGREE REALTY CORP COM 008492100 306 16,701 SOLE * 16,701 0 0 AIR METHODS CORP COM PAR $.06 009128307 377 13,777 SOLE * 13,777 0 0 AIRGAS INC COM 009363102 1,662 41,000 SOLE * 41,000 0 0 AIRTRAN HLDGS INC COM 00949P108 4,672 754,850 SOLE * 754,850 0 0 AKEENA SOLAR INC DE COM 009720103 50 39,165 SOLE * 39,165 0 0 AKORN INC COM 009728106 67 55,200 SOLE * 55,200 0 0 ALBANY MOLECULAR RESH INC COM 012423109 168 20,008 SOLE * 20,008 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 42 17,235 SOLE * 17,235 0 0 ALCON INC COM SHS H01301102 21,235 182,870 SOLE * 182,870 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,160 32,408 SOLE * 32,408 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1,825 44,373 SOLE * 44,373 0 0 ALIGN TECHNOLOGY INC COM 016255101 544 51,335 SOLE * 51,335 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 6,658 190,607 SOLE * 190,607 0 0 ALLEGIANT TRAVEL CO COM 01748X102 3,173 80,057 SOLE * 80,057 0 0 ALLERGAN INC COM 018490102 28,262 593,981 SOLE * 593,981 0 0 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 171 23,300 SOLE * 23,300 0 0 ALLIANCE ONE INTL INC COM 018772103 679 178,700 SOLE * 178,700 0 0 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 369 11,331 SOLE * 11,331 0 0 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 631 31,400 SOLE * 31,400 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 313 3,800 SOLE * 3,800 0 0 ALLIED NEVADA GOLD CORP COM 019344100 483 59,885 SOLE * 59,885 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 890 21,802 SOLE * 21,802 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 938 59,126 SOLE * 59,126 0 0 ALLSTATE CORP COM 020002101 1,019 41,744 SOLE * 41,744 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 2,519 95,905 SOLE * 95,905 0 0 ALTERA CORP COM 021441100 1,398 85,901 SOLE * 85,901 0 0 ALTRA HOLDINGS INC COM 02208R106 87 11,700 SOLE * 11,700 0 0 ALTRIA GROUP INC COM 02209S103 780 47,600 SOLE * 47,600 0 0 ALVARION LTD SHS M0861T100 58 13,000 SOLE * 13,000 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1,064 19,463 SOLE * 19,463 0 0 AMAZON COM INC COM 023135106 218 2,612 SOLE * 2,612 0 0 AMAZON COM INC CALL COM 023135106 276 3,300 CALL SOLE * 3,300 0 0 AMAZON COM INC PUT COM 023135106 435 5,200 PUT SOLE * 5,200 0 0 AMDOCS LTD ORD G02602103 11,238 523,917 SOLE * 523,917 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,483 108,092 SOLE * 108,092 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 492 34,755 SOLE * 34,755 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 410 22,882 SOLE * 22,882 0 0 AMERICAN ELEC PWR INC COM 025537101 17,597 609,098 SOLE * 609,098 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 75 13,583 SOLE * 13,583 0 0 AMERICAN EXPRESS CO COM 025816109 8,698 374,300 SOLE * 374,300 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 3,232 149,748 SOLE * 149,748 0 0 AMERICAN GREETINGS CORP CL A 026375105 508 43,500 SOLE * 43,500 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 730 46,184 SOLE * 46,184 0 0 AMERICAN PHYSICIANS CAPITAL COM 028884104 699 17,850 SOLE * 17,850 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 233 5,900 SOLE * 5,900 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 277 33,559 SOLE * 33,559 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 256 30,800 SOLE * 30,800 0 0 AMERICAN TOWER CORP CL A 029912201 15,681 497,353 SOLE * 497,353 0 0 AMERICAN WOODMARK CORP COM 030506109 243 10,140 SOLE * 10,140 0 0 AMERICAS CAR MART INC COM 03062T105 492 23,983 SOLE * 23,983 0 0 AMERICREDIT CORP COM 03060R101 549 40,500 SOLE * 40,500 0 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 394 11,700 SOLE * 11,700 0 0 AMERIGON INC COM 03070L300 133 21,801 SOLE * 21,801 0 0 AMERIGROUP CORP COM 03073T102 2,030 75,600 SOLE * 75,600 0 0 AMERIPRISE FINL INC COM 03076C106 9,943 409,691 SOLE * 409,691 0 0 AMERISOURCEBERGEN CORP COM 03073E105 43,730 2,465,070 SOLE * 2,465,070 0 0 AMERISTAR CASINOS INC COM 03070Q101 1,183 62,166 SOLE * 62,166 0 0 AMERON INTL INC COM 030710107 2,293 34,200 SOLE * 34,200 0 0 AMGEN INC COM 031162100 26,437 499,366 SOLE * 499,366 0 0 AMGEN INC CALL COM 031162100 312 5,900 CALL SOLE * 5,900 0 0 AMKOR TECHNOLOGY INC COM 031652100 56 11,782 SOLE * 11,782 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 343 53,800 SOLE * 53,800 0 0 AMPCO-PITTSBURGH CORP COM 032037103 290 12,400 SOLE * 12,400 0 0 AMPHENOL CORP NEW CL A 032095101 2,852 90,142 SOLE * 90,142 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 275 24,057 SOLE * 24,057 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 264 19,547 SOLE * 19,547 0 0 ANADARKO PETE CORP COM 032511107 2,545 56,067 SOLE * 56,067 0 0 ANADIGICS INC COM 032515108 323 76,900 SOLE * 76,900 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 27 14,500 SOLE * 14,500 0 0 ANALOG DEVICES INC COM 032654105 8,124 327,849 SOLE * 327,849 0 0 ANAREN INC COM 032744104 236 13,360 SOLE * 13,360 0 0 ANDERSONS INC COM 034164103 517 17,250 SOLE * 17,250 0 0 ANGIODYNAMICS INC COM 03475V101 504 37,986 SOLE * 37,986 0 0 ANGLO AMERN PLC ADR NEW 03485P201 803 54,912 SOLE * 54,912 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 473 12,900 SOLE * 12,900 0 0 ANIXTER INTL INC COM 035290105 274 7,300 SOLE * 7,300 0 0 ANNALY CAP MGMT INC COM 035710409 61,412 4,056,290 SOLE * 4,056,290 0 0 ANNTAYLOR STORES CORP COM 036115103 604 75,700 SOLE * 75,700 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 3,904 541,465 SOLE * 541,465 0 0 AON CORP COM 037389103 649 17,126 SOLE * 17,126 0 0 APACHE CORP COM 037411105 8,441 116,995 SOLE * 116,995 0 0 APACHE CORP PUT COM 037411105 361 5,000 PUT SOLE * 5,000 0 0 APOGEE ENTERPRISES INC COM 037598109 688 56,100 SOLE * 56,100 0 0 APOLLO GROUP INC CL A 037604105 32,709 459,915 SOLE * 459,915 0 0 APOLLO INVT CORP COM 03761U106 2,212 368,564 SOLE * 368,564 0 0 APPLE INC COM 037833100 58,328 409,521 SOLE * 409,521 0 0 APPLE INC CALL COM 037833100 356 2,500 CALL SOLE * 2,500 0 0 APPLE INC PUT COM 037833100 285 2,000 PUT SOLE * 2,000 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 517 63,542 SOLE * 63,542 0 0 APPLIED SIGNAL TECHNOLOGY IN COM 038237103 824 32,284 SOLE * 32,284 0 0 ARCSIGHT INC COM 039666102 1,179 66,373 SOLE * 66,373 0 0 ARENA RESOURCES INC COM 040049108 599 18,792 SOLE * 18,792 0 0 ARES CAP CORP COM 04010L103 781 96,868 SOLE * 96,868 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 18 10,858 SOLE * 10,858 0 0 ARIBA INC COM NEW 04033V203 1,378 140,001 SOLE * 140,001 0 0 ARKANSAS BEST CORP DEL COM 040790107 228 8,632 SOLE * 8,632 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 76 12,700 SOLE * 12,700 0 0 ARQULE INC COM 04269E107 274 44,666 SOLE * 44,666 0 0 ARRIS GROUP INC COM 04269Q100 4,368 358,960 SOLE * 358,960 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 224 59,021 SOLE * 59,021 0 0 ARUBA NETWORKS INC COM 043176106 89 10,198 SOLE * 10,198 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,214 118,596 SOLE * 118,596 0 0 ASCENT MEDIA CORP COM SER A 043632108 245 9,200 SOLE * 9,200 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 140 49,580 SOLE * 49,580 0 0 ASHLAND INC NEW COM 044209104 8,886 316,790 SOLE * 316,790 0 0 ASML HOLDING N V NY REG SHS N07059186 272 12,579 SOLE * 12,579 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6,385 285,815 SOLE * 285,815 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 91 15,300 SOLE * 15,300 0 0 ASSURANT INC COM 04621X108 1,582 65,700 SOLE * 65,700 0 0 ASSURED GUARANTY LTD COM G0585R106 3,268 263,975 SOLE * 263,975 0 0 AT&T INC COM 00206R102 26,203 1,054,883 SOLE * 1,054,883 0 0 ATC TECHNOLOGY CORP COM 00211W104 948 65,353 SOLE * 65,353 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 1,338 69,526 SOLE * 69,526 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 308 7,827 SOLE * 7,827 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,409 60,775 SOLE * 60,775 0 0 ATMI INC COM 00207R101 164 10,589 SOLE * 10,589 0 0 ATMOS ENERGY CORP COM 049560105 1,162 46,397 SOLE * 46,397 0 0 ATP OIL & GAS CORP COM 00208J108 127 18,278 SOLE * 18,278 0 0 ATWOOD OCEANICS INC COM 050095108 2,475 99,351 SOLE * 99,351 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 266 27,469 SOLE * 27,469 0 0 AUDIOVOX CORP CL A 050757103 95 16,300 SOLE * 16,300 0 0 AURIZON MINES LTD COM 05155P106 95 26,900 SOLE * 26,900 0 0 AUTODESK INC COM 052769106 3,398 179,035 SOLE * 179,035 0 0 AUTOLIV INC COM 052800109 506 17,600 SOLE * 17,600 0 0 AVATAR HLDGS INC COM 053494100 187 10,300 SOLE * 10,300 0 0 AVID TECHNOLOGY INC COM 05367P100 157 11,680 SOLE * 11,680 0 0 AVIS BUDGET GROUP COM 053774105 399 70,660 SOLE * 70,660 0 0 AVISTA CORP COM 05379B107 1,372 77,067 SOLE * 77,067 0 0 AVNET INC COM 053807103 2,086 99,224 SOLE * 99,224 0 0 AXSYS TECHNOLOGIES INC COM 054615109 348 6,480 SOLE * 6,480 0 0 B & G FOODS INC NEW CL A 05508R106 381 45,300 SOLE * 45,300 0 0 BABCOCK & BROWN AIR LTD SPONSORED ADR 05614P101 118 15,100 SOLE * 15,100 0 0 BADGER METER INC COM 056525108 701 17,100 SOLE * 17,100 0 0 BAKER HUGHES INC COM 057224107 2,891 79,332 SOLE * 79,332 0 0 BAKER MICHAEL CORP COM 057149106 276 6,500 SOLE * 6,500 0 0 BALCHEM CORP COM 057665200 659 26,900 SOLE * 26,900 0 0 BALL CORP COM 058498106 773 17,132 SOLE * 17,132 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,154 416,701 SOLE * 416,701 0 0 BANCO MACRO SA SPON ADR B 05961W105 533 32,900 SOLE * 32,900 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 203 4,355 SOLE * 4,355 0 0 BANCO SANTANDER SA ADR 05964H105 1,382 114,209 SOLE * 114,209 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 207 6,800 SOLE * 6,800 0 0 BANCORPSOUTH INC COM 059692103 689 33,601 SOLE * 33,601 0 0 BANK MUTUAL CORP NEW COM 063750103 160 18,386 SOLE * 18,386 0 0 BANK OF AMERICA CORPORATION COM 060505104 28,370 2,149,243 SOLE * 2,149,243 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 337 11,500 SOLE * 11,500 0 0 BARCLAYS PLC ADR 06738E204 4,023 218,154 SOLE * 218,154 0 0 BARD C R INC COM 067383109 477 6,404 SOLE * 6,404 0 0 BARE ESCENTUALS INC COM 067511105 125 14,109 SOLE * 14,109 0 0 BARNES & NOBLE INC COM 067774109 1,052 50,995 SOLE * 50,995 0 0 BARRETT BILL CORP COM 06846N104 708 25,800 SOLE * 25,800 0 0 BARRICK GOLD CORP COM 067901108 3,200 95,404 SOLE * 95,404 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 113 16,596 SOLE * 16,596 0 0 BAXTER INTL INC COM 071813109 21,602 407,903 SOLE * 407,903 0 0 BCE INC COM NEW 05534B760 1,048 50,712 SOLE * 50,712 0 0 BE AEROSPACE INC COM 073302101 224 15,614 SOLE * 15,614 0 0 BEACON POWER CORP COM 073677106 22 29,346 SOLE * 29,346 0 0 BEBE STORES INC COM 075571109 474 68,914 SOLE * 68,914 0 0 BED BATH & BEYOND INC COM 075896100 10,177 330,956 SOLE * 330,956 0 0 BELO CORP COM SER A 080555105 33 18,715 SOLE * 18,715 0 0 BENCHMARK ELECTRS INC COM 08160H101 880 61,097 SOLE * 61,097 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 336 16,184 SOLE * 16,184 0 0 BERRY PETE CO CL A 085789105 433 23,270 SOLE * 23,270 0 0 BGC PARTNERS INC CL A 05541T101 73 19,463 SOLE * 19,463 0 0 BHP BILLITON LTD SPONSORED ADR 088606108 19,062 348,301 SOLE * 348,301 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 3,523 77,499 SOLE * 77,499 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 524 47,291 SOLE * 47,291 0 0 BIG LOTS INC COM 089302103 16,523 785,653 SOLE * 785,653 0 0 BIGBAND NETWORKS INC COM 089750509 255 49,323 SOLE * 49,323 0 0 BIO RAD LABS INC CL A 090572207 691 9,159 SOLE * 9,159 0 0 BIOGEN IDEC INC COM 09062X103 14,310 316,943 SOLE * 316,943 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,160 74,304 SOLE * 74,304 0 0 BIOVAIL CORP COM 09067J109 225 16,755 SOLE * 16,755 0 0 BLACK & DECKER CORP COM 091797100 913 31,833 SOLE * 31,833 0 0 BLACK BOX CORP DEL COM 091826107 251 7,498 SOLE * 7,498 0 0 BLACK HILLS CORP COM 092113109 329 14,310 SOLE * 14,310 0 0 BLACKROCK INC COM 09247X101 10,163 57,935 SOLE * 57,935 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 65 10,454 SOLE * 10,454 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 666 63,239 SOLE * 63,239 0 0 BLOCK H & R INC COM 093671105 6,887 399,697 SOLE * 399,697 0 0 BLOCKBUSTER INC CL A 093679108 10 14,700 SOLE * 14,700 0 0 BLUE NILE INC COM 09578R103 582 13,528 SOLE * 13,528 0 0 BLYTH INC COM NEW 09643P207 1,383 42,200 SOLE * 42,200 0 0 BOB EVANS FARMS INC COM 096761101 1,745 60,742 SOLE * 60,742 0 0 BOLT TECHNOLOGY CORP COM 097698104 210 18,672 SOLE * 18,672 0 0 BORDERS GROUP INC COM 099709107 447 121,431 SOLE * 121,431 0 0 BORGWARNER INC COM 099724106 2,256 66,054 SOLE * 66,054 0 0 BOSTON SCIENTIFIC CORP COM 101137107 6,819 672,559 SOLE * 672,559 0 0 BP PLC SPONSORED ADR 055622104 29,283 614,148 SOLE * 614,148 0 0 BRADY CORP CL A 104674106 1,680 66,889 SOLE * 66,889 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 130 17,423 SOLE * 17,423 0 0 BRASKEM S A SP ADR PFD A 105532105 252 34,300 SOLE * 34,300 0 0 BRIGHAM EXPLORATION CO COM 109178103 53 15,240 SOLE * 15,240 0 0 BRINKS CO COM 109696104 212 7,314 SOLE * 7,314 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 2,362 83,401 SOLE * 83,401 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,950 34,945 SOLE * 34,945 0 0 BROADCOM CORP CL A 111320107 1,111 44,805 SOLE * 44,805 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 839 50,600 SOLE * 50,600 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 6,324 808,767 SOLE * 808,767 0 0 BRONCO DRILLING CO INC COM 112211107 61 14,423 SOLE * 14,423 0 0 BROOKDALE SR LIVING INC COM 112463104 732 75,196 SOLE * 75,196 0 0 BROOKS AUTOMATION INC COM 114340102 74 16,570 SOLE * 16,570 0 0 BROWN FORMAN CORP CL B 115637209 1,235 28,723 SOLE * 28,723 0 0 BROWN SHOE INC NEW COM 115736100 147 20,303 SOLE * 20,303 0 0 BRUNSWICK CORP COM 117043109 429 99,350 SOLE * 99,350 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 126 28,000 SOLE * 28,000 0 0 BUCKLE INC COM 118440106 270 8,505 SOLE * 8,505 0 0 BUCYRUS INTL INC NEW COM 118759109 943 33,000 SOLE * 33,000 0 0 BURGER KING HLDGS INC COM 121208201 207 12,000 SOLE * 12,000 0 0 BWAY HOLDING COMPANY COM 12429T104 798 45,476 SOLE * 45,476 0 0 C D I CORP COM 125071100 351 31,500 SOLE * 31,500 0 0 CA INC COM 12673P105 7,446 427,198 SOLE * 427,198 0 0 CABELAS INC COM 126804301 229 18,622 SOLE * 18,622 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 5,104 262,956 SOLE * 262,956 0 0 CABOT CORP COM 127055101 131 10,400 SOLE * 10,400 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 396 13,999 SOLE * 13,999 0 0 CABOT OIL & GAS CORP COM 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16,200 SOLE * 16,200 0 0 EXPEDIA INC DEL COM 30212P105 203 13,464 SOLE * 13,464 0 0 EXPEDITORS INTL WASH INC COM 302130109 1,413 42,367 SOLE * 42,367 0 0 EXPRESS SCRIPTS INC COM 302182100 6,153 89,492 SOLE * 89,492 0 0 EXTERRAN HLDGS INC COM 30225X103 1,546 96,364 SOLE * 96,364 0 0 EXTREME NETWORKS INC COM 30226D106 30 14,737 SOLE * 14,737 0 0 EXXON MOBIL CORP PUT COM 30231G102 217 3,100 PUT SOLE * 3,100 0 0 EZCORP INC CL A NON VTG 302301106 353 32,713 SOLE * 32,713 0 0 F M C CORP COM NEW 302491303 270 5,700 SOLE * 5,700 0 0 F5 NETWORKS INC COM 315616102 10,508 303,799 SOLE * 303,799 0 0 FACET BIOTECH CORP SHS 30303Q103 278 30,000 SOLE * 30,000 0 0 FAIR ISAAC CORP COM 303250104 418 27,000 SOLE * 27,000 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 2,042 292,063 SOLE * 292,063 0 0 FALCONSTOR SOFTWARE INC COM 306137100 68 14,200 SOLE * 14,200 0 0 FAMILY DLR STORES INC COM 307000109 9,275 327,723 SOLE * 327,723 0 0 FBL FINL GROUP INC CL A 30239F106 122 14,839 SOLE * 14,839 0 0 FCSTONE 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UNIT LTD PART 315293100 202 12,425 SOLE * 12,425 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 4,171 308,313 SOLE * 308,313 0 0 FIFTH THIRD BANCORP COM 316773100 519 73,032 SOLE * 73,032 0 0 FINISH LINE INC CL A 317923100 753 101,460 SOLE * 101,460 0 0 FIRST AMERN CORP CALIF COM 318522307 3,795 146,462 SOLE * 146,462 0 0 FIRST CASH FINL SVCS INC COM 31942D107 1,345 76,820 SOLE * 76,820 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 388 30,180 SOLE * 30,180 0 0 FIRST HORIZON NATL CORP COM 320517105 149 12,415 SOLE * 12,415 0 0 FIRST MARBLEHEAD CORP COM 320771108 65 32,150 SOLE * 32,150 0 0 FIRST MERCURY FINANCIAL CORP COM 320841109 371 27,000 SOLE * 27,000 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 110 15,007 SOLE * 15,007 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1,448 126,819 SOLE * 126,819 0 0 FIRST SOLAR INC COM 336433107 9,552 58,892 SOLE * 58,892 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 210 51,027 SOLE * 51,027 0 0 FLIR SYS INC COM 302445101 5,918 262,343 SOLE * 262,343 0 0 FLOW 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13,480 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 7,407 324,700 SOLE * 324,700 0 0 FRANKLIN RES INC COM 354613101 3,305 45,900 SOLE * 45,900 0 0 FREDS INC CL A 356108100 255 20,157 SOLE * 20,157 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 20,075 400,625 SOLE * 400,625 0 0 FRONTIER FINL CORP WASH COM 35907K105 75 63,312 SOLE * 63,312 0 0 FRONTIER OIL CORP COM 35914P105 3,546 270,500 SOLE * 270,500 0 0 FRONTLINE LTD SHS G3682E127 317 13,000 SOLE * 13,000 0 0 FTI CONSULTING INC COM 302941109 1,286 25,362 SOLE * 25,362 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 331 16,393 SOLE * 16,393 0 0 FUELCELL ENERGY INC COM 35952H106 185 44,421 SOLE * 44,421 0 0 FUJIFILM HLDGS CORP ADR 2 ORD 35958N107 205 6,459 SOLE * 6,459 0 0 FULLER H B CO COM 359694106 446 23,801 SOLE * 23,801 0 0 FULTON FINL CORP PA COM 360271100 435 83,558 SOLE * 83,558 0 0 FUQI INTERNATIONAL INC COM NEW 36102A207 611 29,500 SOLE * 29,500 0 0 FURMANITE CORPORATION COM 361086101 55 12,400 SOLE * 12,400 0 0 FURNITURE BRANDS INTL 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104,214 SOLE * 104,214 0 0 GRANITE CONSTR INC COM 387328107 1,178 35,394 SOLE * 35,394 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 127 26,520 SOLE * 26,520 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 4,542 76,814 SOLE * 76,814 0 0 GREIF INC CL A 397624107 382 8,645 SOLE * 8,645 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1,445 55,500 SOLE * 55,500 0 0 GUARANTY FINL GROUP INC COM 40108N106 18 93,798 SOLE * 93,798 0 0 GUESS INC COM 401617105 2,114 82,011 SOLE * 82,011 0 0 GULF ISLAND FABRICATION INC COM 402307102 286 18,111 SOLE * 18,111 0 0 GULFPORT ENERGY CORP COM NEW 402635304 179 26,069 SOLE * 26,069 0 0 GYMBOREE CORP COM 403777105 853 24,047 SOLE * 24,047 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 285 30,501 SOLE * 30,501 0 0 HACKETT GROUP INC COM 404609109 51 21,919 SOLE * 21,919 0 0 HALLIBURTON CO COM 406216101 10,781 520,800 SOLE * 520,800 0 0 HANMI FINL CORP COM 410495105 69 39,392 SOLE * 39,392 0 0 HANOVER INS GROUP INC COM 410867105 489 12,828 SOLE * 12,828 0 0 HANSEN NAT CORP COM 411310105 791 25,660 SOLE * 25,660 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 614 59,500 SOLE * 59,500 0 0 HARRIS & HARRIS GROUP INC COM 413833104 162 27,670 SOLE * 27,670 0 0 HARRIS CORP DEL COM 413875105 6,630 233,776 SOLE * 233,776 0 0 HARRIS STRATEX NTWRKS INC CL A 41457P106 147 22,668 SOLE * 22,668 0 0 HARSCO CORP COM 415864107 419 14,800 SOLE * 14,800 0 0 HARTE-HANKS INC COM 416196103 127 13,641 SOLE * 13,641 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1,705 143,606 SOLE * 143,606 0 0 HARVEST ENERGY TR TRUST UNIT 41752X101 62 11,347 SOLE * 11,347 0 0 HASBRO INC COM 418056107 2,868 118,350 SOLE * 118,350 0 0 HAWAIIAN HOLDINGS INC COM 419879101 919 152,680 SOLE * 152,680 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 234 9,875 SOLE * 9,875 0 0 HCP INC COM 40414L109 1,206 56,885 SOLE * 56,885 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,633 15,830 SOLE * 15,830 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 2,121 429,236 SOLE * 429,236 0 0 HEALTH NET INC COM 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336,304 SOLE * 336,304 0 0 KADANT INC COM 48282T104 159 14,079 SOLE * 14,079 0 0 KB HOME COM 48666K109 784 57,290 SOLE * 57,290 0 0 KBR INC COM 48242W106 1,141 61,894 SOLE * 61,894 0 0 KELLOGG CO COM 487836108 1,874 40,256 SOLE * 40,256 0 0 KELLY SVCS INC CL A 488152208 234 21,406 SOLE * 21,406 0 0 KENEXA CORP COM 488879107 571 49,331 SOLE * 49,331 0 0 KENSEY NASH CORP COM 490057106 396 15,101 SOLE * 15,101 0 0 KEY ENERGY SVCS INC COM 492914106 118 20,570 SOLE * 20,570 0 0 KEYCORP NEW COM 493267108 190 36,200 SOLE * 36,200 0 0 KHD HUMBOLDT WEDAG INTL LTD COM 482462108 233 27,900 SOLE * 27,900 0 0 KIMBALL INTL INC CL B 494274103 97 15,550 SOLE * 15,550 0 0 KIMBERLY CLARK CORP COM 494368103 8,093 154,340 SOLE * 154,340 0 0 KIMCO REALTY CORP COM 49446R109 228 22,720 SOLE * 22,720 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 4,171 81,591 SOLE * 81,591 0 0 KINDRED HEALTHCARE INC COM 494580103 764 61,773 SOLE * 61,773 0 0 KING PHARMACEUTICALS INC COM 495582108 3,305 343,136 SOLE 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SOLE * 14,300 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 194 35,288 SOLE * 35,288 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 398 54,404 SOLE * 54,404 0 0 NATIONAL GRID PLC SPON ADR NEW 636274300 1,945 43,000 SOLE * 43,000 0 0 NATIONAL HEALTH INVS INC COM 63633D104 510 19,100 SOLE * 19,100 0 0 NATIONAL OILWELL VARCO INC COM 637071101 8,499 260,214 SOLE * 260,214 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 1,253 271,711 SOLE * 271,711 0 0 NATIONAL PRESTO INDS INC COM 637215104 525 6,900 SOLE * 6,900 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 3,671 292,499 SOLE * 292,499 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 587 22,794 SOLE * 22,794 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 266 20,024 SOLE * 20,024 0 0 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 735 34,932 SOLE * 34,932 0 0 NAVIOS MARITIME HOLDINGS INC COM Y62196103 164 38,758 SOLE * 38,758 0 0 NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 801 80,071 SOLE * 80,071 0 0 NBTY INC COM 628782104 2,162 76,898 SOLE * 76,898 0 0 NCI BUILDING SYS INC COM 628852105 215 81,468 SOLE * 81,468 0 0 NCI INC CL A 62886K104 289 9,500 SOLE * 9,500 0 0 NCR CORP NEW COM 62886E108 303 25,637 SOLE * 25,637 0 0 NEENAH PAPER INC COM 640079109 164 18,610 SOLE * 18,610 0 0 NEKTAR THERAPEUTICS COM 640268108 240 36,998 SOLE * 36,998 0 0 NELNET INC CL A 64031N108 676 49,789 SOLE * 49,789 0 0 NESS TECHNOLOGIES INC COM 64104X108 87 22,155 SOLE * 22,155 0 0 NETFLIX INC COM 64110L106 8,838 213,799 SOLE * 213,799 0 0 NETGEAR INC COM 64111Q104 601 41,737 SOLE * 41,737 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 835 22,910 SOLE * 22,910 0 0 NETSCOUT SYS INC COM 64115T104 219 23,401 SOLE * 23,401 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 54 16,734 SOLE * 16,734 0 0 NEUSTAR INC CL A 64126X201 3,975 179,400 SOLE * 179,400 0 0 NEUTRAL TANDEM INC COM 64128B108 9,270 314,008 SOLE * 314,008 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,306 19,399 SOLE * 19,399 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 149 13,900 SOLE * 13,900 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 553 48,100 SOLE * 48,100 0 0 NEWCASTLE INVT CORP COM 65105M108 12 19,076 SOLE * 19,076 0 0 NEWELL RUBBERMAID INC COM 651229106 337 32,392 SOLE * 32,392 0 0 NEWFIELD EXPL CO COM 651290108 4,975 152,288 SOLE * 152,288 0 0 NEWMARKET CORP COM 651587107 4,167 61,882 SOLE * 61,882 0 0 NEWMONT MINING CORP COM 651639106 1,295 31,692 SOLE * 31,692 0 0 NEWPORT CORP COM 651824104 213 36,727 SOLE * 36,727 0 0 NEWS CORP CL A 65248E104 2,690 295,239 SOLE * 295,239 0 0 NEXEN INC COM 65334H102 372 17,200 SOLE * 17,200 0 0 NGP CAP RES CO COM 62912R107 80 13,711 SOLE * 13,711 0 0 NIC INC COM 62914B100 263 38,803 SOLE * 38,803 0 0 NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 108 29,274 SOLE * 29,274 0 0 NISOURCE INC COM 65473P105 5,115 438,741 SOLE * 438,741 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 20,703 684,393 SOLE * 684,393 0 0 NORDSON CORP COM 655663102 1,340 34,654 SOLE * 34,654 0 0 NORTH AMERN ENERGY PARTNERS COM 656844107 85 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215 63,895 SOLE * 63,895 0 0 PACKAGING CORP AMER COM 695156109 361 22,300 SOLE * 22,300 0 0 PACTIV CORP COM 695257105 8,861 408,331 SOLE * 408,331 0 0 PAETEC HOLDING CORP COM 695459107 54 19,864 SOLE * 19,864 0 0 PALL CORP COM 696429307 2,257 84,971 SOLE * 84,971 0 0 PALM INC NEW COM 696643105 1,550 93,506 SOLE * 93,506 0 0 PANASONIC CORP ADR 69832A205 165 12,300 SOLE * 12,300 0 0 PANTRY INC COM 698657103 591 35,600 SOLE * 35,600 0 0 PAPA JOHNS INTL INC COM 698813102 3,272 132,000 SOLE * 132,000 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 1,522 100,478 SOLE * 100,478 0 0 PARAGON SHIPPING INC CL A 69913R309 153 42,089 SOLE * 42,089 0 0 PAREXEL INTL CORP COM 699462107 537 37,352 SOLE * 37,352 0 0 PARK NATL CORP COM 700658107 627 11,100 SOLE * 11,100 0 0 PARKER DRILLING CO COM 701081101 123 28,207 SOLE * 28,207 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 279 16,371 SOLE * 16,371 0 0 PATRIOT COAL CORP COM 70336T104 443 69,416 SOLE * 69,416 0 0 PDL BIOPHARMA INC COM 69329Y104 10,527 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SOLE * 203,498 0 0 PNC FINL SVCS GROUP INC COM 693475105 628 16,166 SOLE * 16,166 0 0 POLO RALPH LAUREN CORP CL A 731572103 1,326 24,765 SOLE * 24,765 0 0 POLYCOM INC COM 73172K104 319 15,738 SOLE * 15,738 0 0 POLYONE CORP COM 73179P106 100 37,000 SOLE * 37,000 0 0 POLYPORE INTL INC COM 73179V103 179 16,100 SOLE * 16,100 0 0 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 115 11,800 SOLE * 11,800 0 0 POSCO SPONSORED ADR 693483109 1,239 14,983 SOLE * 14,983 0 0 POST PPTYS INC COM 737464107 204 15,173 SOLE * 15,173 0 0 POTASH CORP SASK INC COM 73755L107 2,121 22,794 SOLE * 22,794 0 0 POTLATCH CORP NEW COM 737630103 1,644 67,700 SOLE * 67,700 0 0 POWELL INDS INC COM 739128106 519 14,000 SOLE * 14,000 0 0 PPL CORP COM 69351T106 3,390 102,856 SOLE * 102,856 0 0 PRAXAIR INC COM 74005P104 13,314 187,336 SOLE * 187,336 0 0 PRE PAID LEGAL SVCS INC COM 740065107 1,415 32,448 SOLE * 32,448 0 0 PRECISION CASTPARTS CORP COM 740189105 11,906 163,036 SOLE * 163,036 0 0 PRECISION DRILLING TR TR UNIT 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CO CL A 772739207 1,103 28,903 SOLE * 28,903 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 639 31,951 SOLE * 31,951 0 0 ROPER INDS INC NEW COM 776696106 1,641 36,222 SOLE * 36,222 0 0 ROSS STORES INC COM 778296103 1,282 33,200 SOLE * 33,200 0 0 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 580 18,294 SOLE * 18,294 0 0 ROWAN COS INC COM 779382100 3,082 159,522 SOLE * 159,522 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 835 61,640 SOLE * 61,640 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 20,092 400,318 SOLE * 400,318 0 0 RPC INC COM 749660106 137 16,360 SOLE * 16,360 0 0 RSC HOLDINGS INC COM 74972L102 186 27,668 SOLE * 27,668 0 0 RUBY TUESDAY INC COM 781182100 369 55,331 SOLE * 55,331 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 82 14,800 SOLE * 14,800 0 0 RUSH ENTERPRISES INC CL A 781846209 143 12,289 SOLE * 12,289 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 668 23,514 SOLE * 23,514 0 0 RYLAND GROUP INC COM 783764103 2,343 139,761 SOLE * 139,761 0 0 S1 CORPORATION COM 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SOLE * 109,332 0 0 SBA COMMUNICATIONS CORP COM 78388J106 324 13,214 SOLE * 13,214 0 0 SCANSOURCE INC COM 806037107 1,843 75,164 SOLE * 75,164 0 0 SCHEIN HENRY INC COM 806407102 561 11,694 SOLE * 11,694 0 0 SCHERING PLOUGH CORP COM 806605101 15,381 612,296 SOLE * 612,296 0 0 SCHLUMBERGER LTD CALL COM 806857108 206 3,800 CALL SOLE * 3,800 0 0 SCHNITZER STL INDS CL A 806882106 519 9,826 SOLE * 9,826 0 0 SCHOLASTIC CORP COM 807066105 236 11,933 SOLE * 11,933 0 0 SCHULMAN A INC COM 808194104 286 18,925 SOLE * 18,925 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2,281 130,064 SOLE * 130,064 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 604 22,200 SOLE * 22,200 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 1,258 79,789 SOLE * 79,789 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 562 16,056 SOLE * 16,056 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 72 34,231 SOLE * 34,231 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 221 7,925 SOLE * 7,925 0 0 SEABRIDGE GOLD INC COM 811916105 228 8,757 SOLE * 8,757 0 0 SEACHANGE INTL INC COM 811699107 153 19,000 SOLE * 19,000 0 0 SEACOR HOLDINGS INC COM 811904101 692 9,190 SOLE * 9,190 0 0 SEAGATE TECHNOLOGY SHS G7945J104 3,727 356,292 SOLE * 356,292 0 0 SEALED AIR CORP NEW COM 81211K100 597 32,377 SOLE * 32,377 0 0 SEALY CORP COM 812139301 150 76,387 SOLE * 76,387 0 0 SEARS HLDGS CORP COM 812350106 285 4,277 SOLE * 4,277 0 0 SEI INVESTMENTS CO COM 784117103 1,556 86,226 SOLE * 86,226 0 0 SELECTIVE INS GROUP INC COM 816300107 201 15,683 SOLE * 15,683 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,981 182,624 SOLE * 182,624 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 1,838 35,149 SOLE * 35,149 0 0 SHAW GROUP INC COM 820280105 2,523 92,050 SOLE * 92,050 0 0 SHENGDA TECH INC COM 823213103 93 24,800 SOLE * 24,800 0 0 SHERWIN WILLIAMS CO COM 824348106 15,648 291,126 SOLE * 291,126 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 161 14,622 SOLE * 14,622 0 0 SHUFFLE MASTER INC COM 825549108 221 33,422 SOLE * 33,422 0 0 SIERRA WIRELESS INC COM 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SK 21819 0001 1019953
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