0001095449-11-000115.txt : 20111116
0001095449-11-000115.hdr.sgml : 20111116
20111115192656
ACCESSION NUMBER: 0001095449-11-000115
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111116
DATE AS OF CHANGE: 20111115
EFFECTIVENESS DATE: 20111116
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voleon Capital Management LP
CENTRAL INDEX KEY: 0001479847
IRS NUMBER: 262569235
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13764
FILM NUMBER: 111208484
BUSINESS ADDRESS:
STREET 1: 2131 UNIVERSITY AVENUE
STREET 2: SUITE 324
CITY: BERKELEY
STATE: CA
ZIP: 94704
BUSINESS PHONE: (510) 704-9870
MAIL ADDRESS:
STREET 1: 2131 UNIVERSITY AVENUE
STREET 2: SUITE 324
CITY: BERKELEY
STATE: CA
ZIP: 94704
13F-HR
1
f13f2011-09.txt
FORM 13F FOR SEPTEMBER 30, 2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment |_|; Amendment Number:
This Amendment (Check only one.): |_| is a restatement.
|_| adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Voleon Capital Management LP
Address: 2131 University Avenue, Suite 324
Berkeley, CA 94704
13F File Number: 028-13764
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: Laarni P. DeGuzman
Title: CFO/Chief Compliance Officer
Phone: (510) 704-9870
Signature, Place, and Date of Signing:
/s/ LAARNI P. DEGUZMAN Berkeley, CA Date November 15, 2011
-------------------------------------------------------------------------------
Report Type (Check only one.):
|X| 13F HOLDINGS REPORT.
|_| 13F NOTICE.
|_| 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 280
Form 13F Information Table Value Total: $153,239 (thousands)
List of Other Included Managers:
No. 13F File Number Name
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------
ABB LTzERICH ADR Common 000375204 521 30500 SH SOLE 30500
ABM INDS INC Common 000957100 2123 111400 SH SOLE 111400
ACUITY BRANDS INC Common 00508Y102 1424 39500 SH SOLE 39500
ADOBE SYS INC Common 00724F101 1001 41400 SH SOLE 41400
AEGEAN MARINE PETROLEUM NETW Common Y0017S102 101 22500 SH SOLE 22500
AGILENT TECHNOLOGIES INC Common 00846U101 556 17800 SH SOLE 17800
AIXTRON SE ADR Common 009606104 523 36000 SH SOLE 36000
ALBEMARLE CORP COM STK Common 012653101 513 12700 SH SOLE 12700
ALERE INC COM STK Common 01449J105 476 24200 SH SOLE 24200
ALPHA NATURAL RES INC A Common 02076X102 476 26900 SH SOLE 26900
ALUMINUM CORP OF CHINA ADR Common 022276109 300 28700 SH SOLE 28700
AMEDISYS INC Common 023436108 676 45600 SH SOLE 45600
AMERICAN AXLE & MFG HLDGS Common 024061103 109 14300 SH SOLE 14300
AMERICAN GREETINGS CORP CL A Common 026375105 492 26600 SH SOLE 26600
AMERIGROUP CORP Common 03073T102 492 12600 SH SOLE 12600
ANCESTRY.COM INC Common 032803108 341 14500 SH SOLE 14500
ANGLOGOLD ASHANTI LTD ADR NEW Common 035128206 302 7300 SH SOLE 7300
AOL INC Common 00184X105 329 27400 SH SOLE 27400
ARCELOR MITTAL N.V. CL A ADR Common 03938L104 243 15300 SH SOLE 15300
ARCOS DORADOS HOLDINGS INC Common G0457F107 570 24600 SH SOLE 24600
ARKANSAS BEST CORP DELAWARE Common 040790107 296 18300 SH SOLE 18300
ARM HOLDINGS PLC ADR Common 042068106 286 11200 SH SOLE 11200
ASBURY AUTOMOTIVE GROUP INC Common 043436104 239 14500 SH SOLE 14500
ASML HOLDING NV ADR Common N07059186 276 8000 SH SOLE 8000
ATHENAHEALTH INC Common 04685W103 280 4700 SH SOLE 4700
AU OPTRONICS CORP ADR Common 002255107 40 10100 SH SOLE 10100
AVON PRODS INC Common 054303102 1109 56600 SH SOLE 56600
BAIDU ADR Common 056752108 235 2200 SH SOLE 2200
BASIC ENERGY SVCS INC NEW Common 06985P100 234 16500 SH SOLE 16500
BEACON ROOFING SUPPLY INC Common 073685109 273 17100 SH SOLE 17100
BELDEN INC Common 077454106 364 14100 SH SOLE 14100
BHP BILLITON LTD ADR Common 088606108 518 7800 SH SOLE 7800
BHP BILLITON PLC ADR Common 05545E209 807 15200 SH SOLE 15200
BIO-RAD LABS INC CL A Common 090572207 1570 17300 SH SOLE 17300
BIOGEN IDEC INC Common 09062X103 214 2300 SH SOLE 2300
BOISE INC CORP Common 09746Y105 522 100900 SH SOLE 100900
BOSTON BEER INC CL A Common 100557107 727 10000 SH SOLE 10000
BOYD GAMING CORP Common 103304101 77 15700 SH SOLE 15700
BRADY CORP CL A Common 104674106 1544 58400 SH SOLE 58400
BRIGGS & STRATTON CORP Common 109043109 367 27200 SH SOLE 27200
BRISTOL MYERS SQUIBB CO Common 110122108 242 7700 SH SOLE 7700
BRITISH AMERN TOB PLC ADR Common 110448107 915 10800 SH SOLE 10800
BROADRIDG FIN Common 11133T103 252 12500 SH SOLE 12500
BROCADE COMM SYS INC Common 111621306 70 16200 SH SOLE 16200
BROOKDALE SR LIVING INC Common 112463104 183 14600 SH SOLE 14600
BROWN SHOE INC NEW Common 115736100 1062 149100 SH SOLE 149100
BRUKER CORP COM Common 116794108 221 16300 SH SOLE 16300
BUCKEYE TECHNOLOGIES INC Common 118255108 200 8300 SH SOLE 8300
CABLEVISION SYS CORP Common 12686C109 525 33400 SH SOLE 33400
CAL DIVE INTERNATIONAL INC Common 12802T101 110 57700 SH SOLE 57700
CANADIAN SOLAR INC Common 136635109 53 14500 SH SOLE 14500
CAPELLA EDUCATION CO Common 139594105 437 15400 SH SOLE 15400
CAREER ED CORP Common 141665109 270 20700 SH SOLE 20700
CATERPILLAR INC Common 149123101 1034 14000 SH SOLE 14000
CELLCOM ISRAEL LTD S Common M2196U109 1439 68900 SH SOLE 68900
CEMEX S.A.B. DE C.V. ADR Common 151290889 522 165100 SH SOLE 165100
CERNER CORP Common 156782104 411 6000 SH SOLE 6000
CIA DE BEBIDAS DAS AMER ADR Common 20441W203 405 13200 SH SOLE 13200
CLIFFS NATURAL RESOURCES INC Common 18683K101 363 7100 SH SOLE 7100
COFFEE HLDG CO INC Common 192176105 204 27300 SH SOLE 27300
COMMUNITY HEALTH SYSTEMS INC Common 203668108 329 19800 SH SOLE 19800
COMPANHIA BRASIL DE DISTRIB Common 20440T201 206 6700 SH SOLE 6700
COMPANHIA SIDER NACIONAL ADR Common 20440W105 102 12800 SH SOLE 12800
COMTECH TELECOM COR Common 205826209 486 17300 SH SOLE 17300
CON-WAY INC COM STK Common 205944101 387 17500 SH SOLE 17500
CONAGRA FOODS INC Common 205887102 1027 42400 SH SOLE 42400
CONSTELLATION BRANDS INC A Common 21036P108 2009 111600 SH SOLE 111600
COPA HOLDINGS SA Common P31076105 239 3900 SH SOLE 3900
COPART INC Common 217204106 767 19600 SH SOLE 19600
COVANCE INC Common 222816100 514 11300 SH SOLE 11300
CRACKER BARREL OLD CTRY ST Common 22410J106 568 14200 SH SOLE 14200
CROCS INC COM STK Common 227046109 362 15300 SH SOLE 15300
CSX CORP Common 126408103 2332 124900 SH SOLE 124900
CTRIP.COM INTL LTD ADR Common 22943F100 283 8800 SH SOLE 8800
CURTISS WRIGHT CORP Common 231561101 274 9500 SH SOLE 9500
DAVITA INC Common 23918K108 389 6202 SH SOLE 6202
DELUXE CORP Common 248019101 208 11200 SH SOLE 11200
DG FAST CHANNEL INC Common 23326R109 293 17300 SH SOLE 17300
DIAGEO PLC ADR Common 25243Q205 532 7000 SH SOLE 7000
DIAMOND FOODS INC Common 252603105 702 8800 SH SOLE 8800
DICE HOLDINGS INC Common 253017107 91 11700 SH SOLE 11700
DOLBY LABORATORIES INC CL A Common 25659T107 302 11000 SH SOLE 11000
DOLE FOOD CO INC Common 256603101 267 26700 SH SOLE 26700
DONALDSON INC Common 257651109 466 8500 SH SOLE 8500
EBIX INC Common 278715206 228 15500 SH SOLE 15500
EMULEX CORP NEW Common 292475209 236 36900 SH SOLE 36900
ENBRIDGE INC Common 29250N105 281 8800 SH SOLE 8800
ENCANA Common 292505104 192 10000 SH SOLE 10000
ENDEAVOUR SILVER CORP Common 29258Y103 142 15800 SH SOLE 15800
ENERSYS Common 29275Y102 1177 58800 SH SOLE 58800
ENPRO INDUSTRIES INC Common 29355X107 324 10900 SH SOLE 10900
ERICSSON L M TEL CO ADR B Common 294821608 193 20200 SH SOLE 20200
EXPEDIA INC DEL Common 30212P105 361 14000 SH SOLE 14000
EXPRESS SCRIPTS INC Common 302182100 949 25600 SH SOLE 25600
EXTERRAN HOLDINGS INC Common 30225X103 102 10500 SH SOLE 10500
FACTSET RESEARCH SYSTEMS INC Common 303075105 1272 14300 SH SOLE 14300
FAIR ISAAC CORPORATION Common 303250104 526 24100 SH SOLE 24100
FIBRIA CULULOSE ADR Common 31573A109 329 43400 SH SOLE 43400
FINISH LINE INC CL A Common 317923100 1981 99100 SH SOLE 99100
FIRST MAJESTIC SILVER CORP Common 32076V103 179 11800 SH SOLE 11800
FIRST SOLAR INC Common 336433107 525 8300 SH SOLE 8300
FOCUS MEDIA HLDG LTD ADR Common 34415V109 1291 76700 SH SOLE 76700
FOREST OIL CORP Common 346091705 144 10000 SH SOLE 10000
FORTINET INC Common 34959E109 390 23200 SH SOLE 23200
FRANCE TELECOM SA ADR Common 35177Q105 563 34400 SH SOLE 34400
FRESH DEL MONTE PRODUCE INC Common G36738105 276 11900 SH SOLE 11900
FUEL SYS SOLUTIONS INC Common 35952W103 298 15500 SH SOLE 15500
GENERAL CABLE CORP DEL NEW Common 369300108 341 14600 SH SOLE 14600
GENERAL MLS INC Common 370334104 854 22200 SH SOLE 22200
GENUINE PARTS CO Common 372460105 594 11700 SH SOLE 11700
GLOBAL PMTS INC Common 37940X102 2524 62500 SH SOLE 62500
GNC HOLDING INC Common 36191G107 362 18000 SH SOLE 18000
HARSCO CORP Common 415864107 254 13100 SH SOLE 13100
HEALTH MGMT ASSOC INC CL A Common 421933102 203 29400 SH SOLE 29400
HEALTHSOUTH CORP Common 421924309 658 44100 SH SOLE 44100
HEICO CORP NEW Common 422806109 1714 34800 SH SOLE 34800
HELIX ENERGY SOL GROUP I Common 42330P107 140 10700 SH SOLE 10700
HERMAN MILLER INC Common 600544100 1161 65000 SH SOLE 65000
HEWLETT-PACKARD CO Common 428236103 676 30100 SH SOLE 30100
HILLENBRAND Common 431571108 835 45400 SH SOLE 45400
HOSPIRA INC Common 441060100 1436 38800 SH SOLE 38800
HUNTINGTON INGALLS INDUSTRIES Common 446413106 248 10200 SH SOLE 10200
ICON PLC ADR Common 45103T107 169 10500 SH SOLE 10500
IHS INC Common 451734107 1047 14000 SH SOLE 14000
ILLUMINA INC Common 452327109 884 21600 SH SOLE 21600
ION GEOPHYSICAL CORP Common 462044108 58 12200 SH SOLE 12200
J2 GLOBAL COMMUNICATONS INC Common 46626E205 320 11900 SH SOLE 11900
JABIL CIRCUIT INC Common 466313103 852 47869 SH SOLE 47869
JAGUAR MINING Common 47009M103 78 16600 SH SOLE 16600
JAMES RIV COAL CO Common 470355207 408 64100 SH SOLE 64100
JDS UNIPHASE CORP Common 46612J507 213 21400 SH SOLE 21400
JINKOSOLAR HOLDING CO-ADR Common 47759T100 97 19900 SH SOLE 19900
JOS A BANK CLOTHIERS INC Common 480838101 1124 24100 SH SOLE 24100
JOY GLOBAL INC Common 481165108 212 3400 SH SOLE 3400
JUNIPER NETWORKS INC Common 48203R104 702 40700 SH SOLE 40700
K12 INC Common 48273U102 1057 41500 SH SOLE 41500
KEMET CORP Common 488360207 241 33700 SH SOLE 33700
KOPPERS HLDGS INC Common 50060P106 789 30800 SH SOLE 30800
KRATON PERFORMANCE POLYMERS Common 50077C106 691 42700 SH SOLE 42700
KRISPY KREME DOUGHNUTS INC Common 501014104 220 32200 SH SOLE 32200
KRONOS WORLDWIDE INC Common 50105F105 597 37100 SH SOLE 37100
LA Z BOY INC Common 505336107 342 46200 SH SOLE 46200
LDK SOLAR CO LTD ADR Common 50183L107 210 67400 SH SOLE 67400
LENDER PRC SR Common 52602E102 167 12200 SH SOLE 12200
LULULEMON ATHLETICA INC Common 550021109 1193 24500 SH SOLE 24500
MAIDENFORM BRANDS INC Common 560305104 796 34000 SH SOLE 34000
MANITOWOC INC Common 563571108 437 65100 SH SOLE 65100
MANPOWER INC WIS Common 56418H100 726 21600 SH SOLE 21600
MANTECH INTL CORP CL A Common 564563104 314 10000 SH SOLE 10000
MARATHON OIL CORP Common 565849106 855 39600 SH SOLE 39600
MARRIOTT INTERNATIONAL INC Common 571903202 1329 48800 SH SOLE 48800
MASIMO CORP Common 574795100 1261 58300 SH SOLE 58300
MASTERCARD INC CL A Common 57636Q104 222 700 SH SOLE 700
MCCORMICK & CO INC Common 579780206 231 5000 SH SOLE 5000
MECHEL OAO ADR Common 583840103 477 46800 SH SOLE 46800
Medifast Inc Common 58470H101 166 10300 SH SOLE 10300
MELCO PBL ENT MACAU LTD ADR Common 585464100 342 41100 SH SOLE 41100
MEMC ELECTRONIC MATERIALS INC Common 552715104 149 28400 SH SOLE 28400
MENTOR GRAPHICS CORP Common 587200106 803 83500 SH SOLE 83500
MERITOR INC Common 59001K100 535 75800 SH SOLE 75800
METROPCS COMMUNICATIONS INC Common 591708102 460 52800 SH SOLE 52800
MIDDLEBY CORP Common 596278101 930 13200 SH SOLE 13200
MINE SAFETY APPLIANCES CO Common 602720104 313 11600 SH SOLE 11600
MOBILE TELESYSTEMS SP ADR Common 607409109 759 61700 SH SOLE 61700
MOLINA HEALTHCARE INC Common 60855R100 523 33900 SH SOLE 33900
MOMENTA PHARM Common 60877T100 521 45300 SH SOLE 45300
MONSANTO CO (NEW) Common 61166W101 2552 42500 SH SOLE 42500
NABORS INDUSTRIES LTD Common G6359F103 439 35800 SH SOLE 35800
NETFLIX INC Common 64110L106 1858 16400 SH SOLE 16400
NII HLDGS INC Common 62913F201 633 23500 SH SOLE 23500
NIKE INC CL B Common 654106103 1830 21400 SH SOLE 21400
NORDSON CORP Common 655663102 242 6100 SH SOLE 6100
NUTRI SYS INC NEW Common 67069D108 121 10000 SH SOLE 10000
OMNIVISION TECHNOLOGIES INC Common 682128103 432 30800 SH SOLE 30800
ORACLE CORP Common 68389X105 687 23900 SH SOLE 23900
OXFORD INDS INC Common 691497309 1053 30700 SH SOLE 30700
PAREXEL INTERNATIONAL CORP Common 699462107 496 26200 SH SOLE 26200
PATTERSON CO Common 703395103 661 23100 SH SOLE 23100
PAYCHEX INC Common 704326107 2123 80500 SH SOLE 80500
PDL BIOPHARMA INC Common 69329Y104 129 23200 SH SOLE 23200
PENN VA CORP Common 707882106 229 41100 SH SOLE 41100
PEP BOYS-MANNY MOE & JACK Common 713278109 576 58400 SH SOLE 58400
PERFECT WORLD CO LTD ADR Common 71372U104 756 67700 SH SOLE 67700
PERKINELMER INC Common 714046109 401 20900 SH SOLE 20900
PERRIGO CO Common 714290103 524 5400 SH SOLE 5400
PETROLEO BRASIL Common 71654V408 213 9500 SH SOLE 9500
PHILIP MORRIS INTL Common 718172109 225 3600 SH SOLE 3600
PIONEER DRILLING CO Common 723655106 151 21000 SH SOLE 21000
POLYCOM INC Common 73172K104 907 49400 SH SOLE 49400
POTASH CORP COM (USD) Common 73755L107 752 17400 SH SOLE 17400
POWER-ONE INC Common 73930R102 178 39600 SH SOLE 39600
PRICELINE INC Common 741503403 405 900 SH SOLE 900
PROGRESS SOFTWARE CORP Common 743312100 2187 124600 SH SOLE 124600
PSS WORLD MED INC Common 69366A100 254 12900 SH SOLE 12900
QEP RESOURCES Common 74733V100 474 17500 SH SOLE 17500
QIHOO 360 TECHNOLOGIES CO LTD Common 74734M109 338 20700 SH SOLE 20700
QUALCOMM INC Common 747525103 321 6600 SH SOLE 6600
QUANEX BUILDING PROD CORP Common 747619104 959 87600 SH SOLE 87600
QUESTCOR PHARMACEUTICALS INC Common 74835Y101 360 13200 SH SOLE 13200
QUIKSILVER INC Common 74838C106 567 185900 SH SOLE 185900
REGIS CORP MINN Common 758932107 526 37300 SH SOLE 37300
RENESOLA LTD Common 75971T103 101 58700 SH SOLE 58700
RESEARCH IN MOTION CAD Common 760975102 365 18000 SH SOLE 18000
RIO TINTO PLC ADR Common 767204100 1049 23800 SH SOLE 23800
ROBBINS & MYERS INC Common 770196103 847 24400 SH SOLE 24400
RPM INC OHIO Common 749685103 469 25087 SH SOLE 25087
RSC HOLDINGS INC Common 74972L102 156 21900 SH SOLE 21900
RUBY TUESDAY INC Common 781182100 595 83100 SH SOLE 83100
RUDDICK CORP Common 781258108 437 11200 SH SOLE 11200
Safeway Inc Common 786514208 449 27000 SH SOLE 27000
SAIC INC Common 78390X101 461 39000 SH SOLE 39000
SANOFI-AVENTIS ADR Common 80105N105 341 10400 SH SOLE 10400
SHIRE LIMITED PLC ADR Common 82481R106 282 3000 SH SOLE 3000
SIEMENS AG MUENCHEN ADR Common 826197501 413 4600 SH SOLE 4600
SILVER STANDARD RES Common 82823L106 439 23900 SH SOLE 23900
SINA CORP Common G81477104 551 7700 SH SOLE 7700
SIRIUS XM RADIO INC Common 82967N108 194 128400 SH SOLE 128400
SKECHERS U S A INC CL A Common 830566105 293 20900 SH SOLE 20900
SOHU.COM INC Common 83408W103 844 17500 SH SOLE 17500
SONIC CORP Common 835451105 93 13200 SH SOLE 13200
SOUFUN HOLDINGS LTD-ADR Common 836034108 204 20000 SH SOLE 20000
SPECTRUM PHARMACEUTICALS INC Common 84763A108 233 30600 SH SOLE 30600
SPREADTRUM COMM SPONS ADR Common 849415203 406 22600 SH SOLE 22600
SPRINT NEXTEL CORP Common 852061100 139 45600 SH SOLE 45600
SPX CORP Common 784635104 367 8100 SH SOLE 8100
STEEL DYNAMICS INC Common 858119100 129 13000 SH SOLE 13000
STILLWATER MNG CO Common 86074Q102 679 79900 SH SOLE 79900
STMICROELECTRONICS NV ADR Common 861012102 73 11300 SH SOLE 11300
STRAYER ED INC Common 863236105 330 4300 SH SOLE 4300
SUNPOWER CORP Common 867652109 144 17800 SH SOLE 17800
SUNRISE SENIOR LIVING INC Common 86768K106 187 40300 SH SOLE 40300
SUNTECH PWR HLDGS CO LTD ADR Common 86800C104 543 234900 SH SOLE 234900
SYNGENTA AG ADR Common 87160A100 451 8700 SH SOLE 8700
SYNNEX CORP Common 87162W100 220 8400 SH SOLE 8400
SYNOPSYS INC Common 871607107 460 18900 SH SOLE 18900
TALBOTS INC Common 874161102 143 53100 SH SOLE 53100
TALISMAN ENERGY INC Common 87425E103 173 14100 SH SOLE 14100
TECH DATA CORP Common 878237106 752 17400 SH SOLE 17400
TECK RESOURCES LTD Common 878742204 219 7500 SH SOLE 7500
TEKELEC Common 879101103 70 11600 SH SOLE 11600
TELE NORTE LESTE PART ADR Common 879246106 374 39200 SH SOLE 39200
TELEFONICA S A ADR Common 879382208 1057 55300 SH SOLE 55300
TELEPHONE & DATA SYS INC Common 879433100 355 16700 SH SOLE 16700
TEMPUR-PEDIC INTL Common 88023U101 473 9000 SH SOLE 9000
TENARIS S A ADR Common 88031M109 417 16400 SH SOLE 16400
TENET HEALTHCARE CORP Common 88033G100 171 41600 SH SOLE 41600
TETRA TECH INC Common 88162G103 577 30800 SH SOLE 30800
TIBCO SOFTWARE INC Common 88632Q103 1823 81400 SH SOLE 81400
TIFFANY & CO Common 886547108 286 4700 SH SOLE 4700
TIM PARTICIPACOES SA ADR Common 88706P205 335 14200 SH SOLE 14200
TRINA SOLAR LTD Common 89628E104 695 114300 SH SOLE 114300
TRIQUINT SEMICONDUCTOR INC Common 89674K103 381 75900 SH SOLE 75900
TW TELECOM INC CL A Common 87311L104 325 19700 SH SOLE 19700
ULTA SALON COSMETICS & FRAG Common 90384S303 436 7000 SH SOLE 7000
UNILEVER N V ADR Common 904784709 938 29800 SH SOLE 29800
UNILEVER PLC ADR Common 904767704 352 11300 SH SOLE 11300
UNISYS CORP Common 909214306 292 18600 SH SOLE 18600
UNITED NAT FOODS INC Common 911163103 1137 30700 SH SOLE 30700
UNITED THERAPEUTICS CORP DEL Common 91307C102 1316 35100 SH SOLE 35100
URBAN OUTFITTERS INC Common 917047102 397 17800 SH SOLE 17800
USEC INC Common 90333E108 96 59400 SH SOLE 59400
UTI WORLDWIDE INC Common G87210103 1556 119300 SH SOLE 119300
VALASSIS COMMUNICATIONS INC Common 918866104 337 18000 SH SOLE 18000
VANCEINFO TECHNOLOGIES ADR Common 921564100 429 63800 SH SOLE 63800
VARIAN MED SYS INC Common 92220P105 214 4100 SH SOLE 4100
VISHAY INTERTECHNLGYINC Common 928298108 91 10900 SH SOLE 10900
VISTAPRINT NV ORD Common N93540107 276 10200 SH SOLE 10200
VODAFONE GROUP PLC SP ADR Common 92857W209 985 38400 SH SOLE 38400
WALGREEN CO Common 931422109 332 10100 SH SOLE 10100
WARNER CHILCOTT PLC HAMIL Common G94368100 386 27000 SH SOLE 27000
WHITING PETROLEUM CORP Common 966387102 291 8300 SH SOLE 8300
WMS INDUSTRIES INC Common 929297109 339 19300 SH SOLE 19300
WOLVERINE WORLD WIDE INC Common 978097103 1027 30900 SH SOLE 30900
WUXI PHARMTECH INC ADR Common 929352102 163 14000 SH SOLE 14000
WYNN RESORTS LTD Common 983134107 426 3700 SH SOLE 3700
YANZHOU COAL MINING ADR Common 984846105 378 17900 SH SOLE 17900
YINGLI GREEN ENERGY HOLD ADR Common 98584B103 134 43100 SH SOLE 43100
YUM BRANDS INC Common 988498101 2568 52000 SH SOLE 52000
ZOLL MEDICAL CORP Common 989922109 491 13000 SH SOLE 13000
ZUMIEZ INC Common 989817101 345 19700 SH SOLE 19700