13F-HR 1 d743075_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: December 31, 2006 Check here if Amendment: |_|; Amendment Number: ___ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Two Sigma Investments, LLC Address: 379 West Broadway 5th Floor New York, New York 10012 13F File Number: 028- 10385 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Matthew B. Siano, Esq. Title: General Counsel Phone: (212) 625-5712 Signature, Place and Date of Signing: /s/ Matthew B. Siano New York, New York February 14, 2007 ----------------------- -------------------------- ---------------------- [Signature] [City, State] [Date] Report Type: (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting managers(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,040 Form 13F Information Table Value Total: $ 7,628,297 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name * 028-10704 Two Sigma Equity Portfolio, LLC * 028-11144 Two Sigma Spectrum Portfolio, LLC ---- --------------------- --------------------------------- * This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LLC ("Investments"). Investments serves as the sole investment manager of (i) Two Sigma Equity Portfolio, LLC ("Equity") and Two Sigma Spectrum Portfolio, LLC ("Spectrum"), two investment entities that are affiliated with Investments and that may be deemed to be "other managers" for purposes of this Form 13F report and (ii) Two Sigma Options Portfolio, Ltd. ("Options"), an investment entity that is affiliated with Investments but which may not presently be deemed to be an "other manager" for purposes of this Form 13F report. Investments, rather than Equity, Spectrum or Options, exercises sole investment and voting authority over the securities held in the various accounts of Equity, Spectrum and Options. FORM 13F INFORMATION TABLE Two Sigma Investments, LLC December 31, 2006 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 MANAGERS SOLE SHARED NONE -------------- -------------- ----- -------- ------- -------- ---------- -------- ---- ----------- (A)ROAD INC COM STK COMMON STOCK 04648K105 407 55,700 SH SOLE * 55,700 0 0 1 800 FLOWERS COM IN C CL A CO COMMON STOCK 68243Q106 431 69,894 SH SOLE * 69,894 0 0 3COM CORP COM STK COMMON STOCK 885535104 1,025 249,288 SH SOLE * 249,288 0 0 51JOB INC ADR ADRS STOCKS 316827104 527 30,897 SH SOLE * 30,897 0 0 8X8 INC.-NEW COMMON STOCK 282914100 15 12,700 SH SOLE * 12,700 0 0 A.G.EDWARDS INC COM STK COMMON STOCK 281760108 5,747 90,800 SH SOLE * 90,800 0 0 A.O.SMITH CORP COM STK COMMON STOCK 831865209 729 19,400 SH SOLE * 19,400 0 0 ABBOTT LABORATORIES COM STK COMMON STOCK 002824100 1,442 29,600 SH SOLE * 29,600 0 0 ABM INDS INC COM STK COMMON STOCK 000957100 429 18,900 SH SOLE * 18,900 0 0 ABN AMRO HOLDING NV ADR ADRS STOCKS 000937102 1,054 32,900 SH SOLE * 32,900 0 0 ABX AIR INC COM STK COMMON STOCK 00080S101 482 69,600 SH SOLE * 69,600 0 0 ACCELRYS INC COM STK COMMON STOCK 00430U103 96 15,900 SH SOLE * 15,900 0 0 ACCENTIA BIOPHARMACE UTICALS I COMMON STOCK 00430L103 50 14,300 SH SOLE * 14,300 0 0 ACCENTURE LTD HAMIL TON COM S COMMON STOCK G1150G111 44,657 1,209,243 SH SOLE * 1,209,243 0 0 ACCO BRANDS CORP COM STK COMMON STOCK 00081T108 431 16,300 SH SOLE * 16,300 0 0 ACCREDITED HOME LENDRS HLDG CO COMMON STOCK 00437P107 7,109 259,909 SH SOLE * 259,909 0 0 ACCURIDE CORP COM COMMON STOCK 004398103 700 62,200 SH SOLE * 62,200 0 0 ACE LTD COM STK COMMON STOCK G0070K103 17,044 281,400 SH SOLE * 281,400 0 0 ACTEL CORP COM STK COMMON STOCK 004934105 1,575 86,732 SH SOLE * 86,732 0 0 ACTIONS SEMICONDUCTO R CO LTD ADRS STOCKS 00507E107 1,501 180,868 SH SOLE * 180,868 0 0 ACTUANT CORP COM STK COMMON STOCK 00508X203 1,611 33,800 SH SOLE * 33,800 0 0 ACTUATE CORP COM STK COMMON STOCK 00508B102 649 109,310 SH SOLE * 109,310 0 0 ACUITY BRANDS INC COM STK COMMON STOCK 00508Y102 1,244 23,900 SH SOLE * 23,900 0 0 ACUSPHERE INC COM STK COMMON STOCK 00511R870 162 66,400 SH SOLE * 66,400 0 0 ACXIOM CORP COM STK COMMON STOCK 005125109 1,791 69,814 SH SOLE * 69,814 0 0 ADAMS RESPIRATORY TH ERAPEUTIC COMMON STOCK 00635P107 2,538 62,200 SH SOLE * 62,200 0 0 ADAPTEC INC COM STK COMMON STOCK 00651F108 732 157,100 SH SOLE * 157,100 0 0 ADC TELECOMMUNICATIO NS INC CO COMMON STOCK 000886309 13,442 925,100 SH SOLE * 925,100 0 0 ADESA COMMON STOCK 00686U104 2,450 88,300 SH SOLE * 88,300 0 0 ADMINISTAFF INC COM STK COMMON STOCK 007094105 3,875 90,600 SH SOLE * 90,600 0 0 ADOBE SYS INC COM STK COMMON STOCK 00724F101 794 19,315 SH SOLE * 19,315 0 0 ADOBE SYS INC COM STK OPTIONS - CALLS 99ACRGXM7 461 11,200 SH CALL SOLE * 11,200 0 0 ADOBE SYS INC COM STK OPTIONS - PUTS 99ACRWNQ4 868 21,100 SH PUT SOLE * 21,100 0 0 ADOBE SYS INC COM STK OPTIONS - PUTS 99ACRWTX3 255 6,200 SH PUT SOLE * 6,200 0 0 ADOLOR CORP COM STK COMMON STOCK 00724X102 157 20,900 SH SOLE * 20,900 0 0 ADVANCE AMER CASH AD VANCE CTR COMMON STOCK 00739W107 883 60,300 SH SOLE * 60,300 0 0 ADVANCE AUTO PTS INC COM STK COMMON STOCK 00751Y106 25,073 705,100 SH SOLE * 705,100 0 0 ADVANCED ANALOGIC TECHNOLOGIES COMMON STOCK 00752J108 313 58,000 SH SOLE * 58,000 0 0 ADVANCED ENERGY INDS INC COM COMMON STOCK 007973100 1,210 64,100 SH SOLE * 64,100 0 0 ADVANCED SEMICONDUCT OR ENGINE ADRS STOCKS 00756M404 378 66,900 SH SOLE * 66,900 0 0 ADVANTA CORP CL B COM STK COMMON STOCK 007942204 611 14,000 SH SOLE * 14,000 0 0 ADVISORY BOARD CO COM STK COMMON STOCK 00762W107 836 15,608 SH SOLE * 15,608 0 0 AEGON NV ADR ADRS STOCKS 007924103 3,885 205,039 SH SOLE * 205,039 0 0 AEROFLEX INC COM STK COMMON STOCK 007768104 1,892 161,400 SH SOLE * 161,400 0 0 AEROPOSTALE COM STK COMMON STOCK 007865108 6,208 201,100 SH SOLE * 201,100 0 0 AES CORP COM STK COMMON STOCK 00130H105 14,568 661,000 SH SOLE * 661,000 0 0 AETNA INC NEW COM STK COMMON STOCK 00817Y108 18,063 418,319 SH SOLE * 418,319 0 0 AETNA INC NEW COM STK OPTIONS - PUTS 99O95K214 298 6,900 SH PUT SOLE * 6,900 0 0 AFC ENTERPRISES INC COM STK COMMON STOCK 00104Q107 1,262 71,400 SH SOLE * 71,400 0 0 AFFILIATED COMPUTER SVCS INC C COMMON STOCK 008190100 410 8,400 SH SOLE * 8,400 0 0 AFFILIATED MANAGERS GROUP INC COMMON STOCK 008252108 494 4,700 SH SOLE * 4,700 0 0 AFFIRMATIVE INS HLDG INC COMMON STOCK 008272106 458 28,133 SH SOLE * 28,133 0 0 AFFYMETRIX INC COM STK COMMON STOCK 00826T108 5,163 223,900 SH SOLE * 223,900 0 0 AFTERMARKET TECHNOLO GY CORP C COMMON STOCK 008318107 558 26,200 SH SOLE * 26,200 0 0 AGERE SYS INC CLASS A SHS NEW COMMON STOCK 00845V308 5,791 302,100 SH SOLE * 302,100 0 0 AGILE SOFTWARE CORP COM STK COMMON STOCK 00846X105 301 49,000 SH SOLE * 49,000 0 0 AGILENT TECHNOLOGIES INC COM COMMON STOCK 00846U101 8,106 232,600 SH SOLE * 232,600 0 0 AGILYSYS INC COM STK COMMON STOCK 00847J105 537 32,100 SH SOLE * 32,100 0 0 AGL RES INC COM STK COMMON STOCK 001204106 3,755 96,500 SH SOLE * 96,500 0 0 AGNICO-EAGLE MINES LTD CAD CO COMMON STOCK 008474108 2,771 67,200 SH SOLE * 67,200 0 0 AIR METHODS CORP COM STK COMMON STOCK 009128307 974 34,869 SH SOLE * 34,869 0 0 AIRCASTLE LTD COM STK COMMON STOCK G0129K104 487 16,500 SH SOLE * 16,500 0 0 AIRGAS INC COM STK COMMON STOCK 009363102 8,059 198,900 SH SOLE * 198,900 0 0 ALADDIN KNOWLEDGE SY STEM LTD COMMON STOCK M0392N101 424 21,739 SH SOLE * 21,739 0 0 ALBANY MOLECULAR RES EARCH INC COMMON STOCK 012423109 164 15,500 SH SOLE * 15,500 0 0 ALBEMARLE CORP COM STK COMMON STOCK 012653101 17,254 240,300 SH SOLE * 240,300 0 0 ALBERTO-CULVER CO NE W COM STK COMMON STOCK 013078100 10,337 481,900 SH SOLE * 481,900 0 0 ALCAN INC. COMMON STOCK 013716105 5,420 111,200 SH SOLE * 111,200 0 0 ALCATEL-LUCENT ADS ADRS STOCKS 013904305 2,386 167,772 SH SOLE * 167,772 0 0 ALDILA INC COM STK COMMON STOCK 014384200 236 15,800 SH SOLE * 15,800 0 0 ALEXANDER & BALDWIN INC COM ST COMMON STOCK 014482103 452 10,200 SH SOLE * 10,200 0 0 ALICO INC COM STK COMMON STOCK 016230104 278 5,500 SH SOLE * 5,500 0 0 ALLEGHENY ENERGY INC COM STK COMMON STOCK 017361106 15,609 340,000 SH SOLE * 340,000 0 0 ALLETE INC COM STK COMMON STOCK 018522300 1,210 26,000 SH SOLE * 26,000 0 0 ALLIANCE DATA SYS CO RP COM ST COMMON STOCK 018581108 8,077 129,300 SH SOLE * 129,300 0 0 ALLIANCE HOLDINGS GP LP COM S COMMON STOCK 01861G100 233 11,800 SH SOLE * 11,800 0 0 ALLIANCE ONE INTERNA TIONAL IN COMMON STOCK 018772103 641 90,800 SH SOLE * 90,800 0 0 ALLIANCE RESOURCE PA RTNERS L COMMON STOCK 01877R108 1,169 33,850 SH SOLE * 33,850 0 0 ALLIANT TECHSYSTEMS INC COM ST COMMON STOCK 018804104 3,629 46,418 SH SOLE * 46,418 0 0 ALLIED WASTE INDS INC COMMON STOCK 019589308 4,088 332,600 SH SOLE * 332,600 0 0 ALLIED WRLD ASSURANC E HOLDING COMMON STOCK G0219G203 4,555 104,400 SH SOLE * 104,400 0 0 ALLION HEALTHCARE INC COM COMMON STOCK 019615103 352 49,100 SH SOLE * 49,100 0 0 ALLIS-CHALMERS ENERG Y INC COM COMMON STOCK 019645506 205 8,900 SH SOLE * 8,900 0 0 ALLOY INC COMMON STOCK 019855303 680 59,100 SH SOLE * 59,100 0 0 ALLTEL CORP COM STK COMMON STOCK 020039103 2,123 35,100 SH SOLE * 35,100 0 0 ALON USA ENERGY INC COM COMMON STOCK 020520102 792 30,100 SH SOLE * 30,100 0 0 ALPHA NATURAL RESOUR CES INC COMMON STOCK 02076X102 2,072 145,600 SH SOLE * 145,600 0 0 ALPHARMA INC CL A COM STK COMMON STOCK 020813101 3,829 158,900 SH SOLE * 158,900 0 0 ALTERA CORP COM STK COMMON STOCK 021441100 1,886 95,809 SH SOLE * 95,809 0 0 ALTIRIS INC COM STK COMMON STOCK 02148M100 5,865 231,100 SH SOLE * 231,100 0 0 ALTRIA GROUP INC COMMON STOCK 02209S103 900 10,486 SH SOLE * 10,486 0 0 ALTUS PHARMACEUTICAL S INC COM COMMON STOCK 02216N105 315 16,700 SH SOLE * 16,700 0 0 ALUMINUM CORPORATION OF CHINA ADRS STOCKS 022276109 6,293 267,800 SH SOLE * 267,800 0 0 ALVARION LTD COM STK COMMON STOCK M0861T100 420 62,500 SH SOLE * 62,500 0 0 AMAZON COM INC COM STK COMMON STOCK 023135106 16,460 417,136 SH SOLE * 417,136 0 0 AMB PROPERTY CORPORA TION COM COMMON STOCK 00163T109 522 8,900 SH SOLE * 8,900 0 0 AMCORE FINL INC COM STK COMMON STOCK 023912108 353 10,795 SH SOLE * 10,795 0 0 AMDOCS LTD COM STK COMMON STOCK G02602103 9,130 235,600 SH SOLE * 235,600 0 0 AMEDISYS INC COM STK COMMON STOCK 023436108 1,062 32,322 SH SOLE * 32,322 0 0 AMER CMPS COMM COMMON STOCK 024835100 2,280 80,100 SH SOLE * 80,100 0 0 AMERCO COM STK COMMON STOCK 023586100 713 8,200 SH SOLE * 8,200 0 0 AMERICA SERVICES GRO UP INC CO COMMON STOCK 02364L109 208 13,000 SH SOLE * 13,000 0 0 AMERICAN AXLE & MFG HLDGS INC COMMON STOCK 024061103 555 29,200 SH SOLE * 29,200 0 0 AMERICAN ECOLOGY COR P COM STK COMMON STOCK 025533407 307 16,600 SH SOLE * 16,600 0 0 AMERICAN ELEC PWR IN C COM STK COMMON STOCK 025537101 20,864 490,000 SH SOLE * 490,000 0 0 AMERICAN FINANCIAL R EALTY TRU REITS/RICS 02607P305 281 24,600 SH SOLE * 24,600 0 0 AMERICAN FINL GROUP INC OHIO C COMMON STOCK 025932104 9,223 256,850 SH SOLE * 256,850 0 0 AMERICAN GREETINGS C ORP CL A COMMON STOCK 026375105 2,836 118,800 SH SOLE * 118,800 0 0 AMERICAN HOME MORTGA GE INVEST REITS/RICS 02660R107 3,572 101,700 SH SOLE * 101,700 0 0 AMERICAN ORIENTAL B IOENGINEE COMMON STOCK 028731107 3,325 284,900 SH SOLE * 284,900 0 0 AMERICAN SAFETY INSU RANCE GRO COMMON STOCK G02995101 375 20,200 SH SOLE * 20,200 0 0 AMERICAN WOODMARK CO RP COM ST COMMON STOCK 030506109 2,365 56,500 SH SOLE * 56,500 0 0 AMERICREDIT CORP COM STK COMMON STOCK 03060R101 11,900 472,800 SH SOLE * 472,800 0 0 AMERIGAS PARTNERS LP COM STK COMMON STOCK 030975106 735 22,600 SH SOLE * 22,600 0 0 AMERIGROUP CORP COM STK COMMON STOCK 03073T102 5,750 160,200 SH SOLE * 160,200 0 0 AMERIPRISE FINL INC COM STK COMMON STOCK 03076C106 13,772 252,700 SH SOLE * 252,700 0 0 AMERISOURCE HEALTH C ORP COM S COMMON STOCK 03073E105 10,602 235,800 SH SOLE * 235,800 0 0 Ameristar Casinos In c COM STK COMMON STOCK 03070Q101 1,360 44,255 SH SOLE * 44,255 0 0 AMERON INTL CORP DEL COM STK COMMON STOCK 030710107 351 4,600 SH SOLE * 4,600 0 0 AMGEN INC COM STK COMMON STOCK 031162100 3,982 58,300 SH SOLE * 58,300 0 0 AMIS HOLDINGS COMMON STOCK 031538101 386 36,486 SH SOLE * 36,486 0 0 AMKOR TECHNOLOGY INC COM STK COMMON STOCK 031652100 8,359 894,944 SH SOLE * 894,944 0 0 AMN HEALTHCARE SERVI CES INC C COMMON STOCK 001744101 8,011 290,900 SH SOLE * 290,900 0 0 AMREP CORP COM STK COMMON STOCK 032159105 2,279 18,600 SH SOLE * 18,600 0 0 AMSURG CORP COM STK COMMON STOCK 03232P405 301 13,084 SH SOLE * 13,084 0 0 AMVESCAP PLC ADR ADRS STOCKS 03235E100 397 16,100 SH SOLE * 16,100 0 0 ANADARKO PETE CORP COM STK COMMON STOCK 032511107 4,100 94,200 SH SOLE * 94,200 0 0 ANADARKO PETE CORP COM STK OPTIONS - CALLS 99AC85YW9 322 7,400 SH CALL SOLE * 7,400 0 0 ANADARKO PETE CORP COM STK OPTIONS - CALLS 99O96FNM5 413 9,500 SH CALL SOLE * 9,500 0 0 ANADARKO PETE CORP COM STK OPTIONS - PUTS 99O96PB12 361 8,300 SH PUT SOLE * 8,300 0 0 ANADIGICS INC COM STK COMMON STOCK 032515108 424 47,800 SH SOLE * 47,800 0 0 ANADYS PHARMACEUTICA LS INC CO COMMON STOCK 03252Q408 69 14,100 SH SOLE * 14,100 0 0 ANALOGIC CORP COM STK COMMON STOCK 032657207 822 14,639 SH SOLE * 14,639 0 0 ANAREN INC COM STK COMMON STOCK 032744104 764 43,000 SH SOLE * 43,000 0 0 ANDERSONS INC COM STK COMMON STOCK 034164103 9,038 213,200 SH SOLE * 213,200 0 0 ANDREW CORP COM STK COMMON STOCK 034425108 5,657 553,000 SH SOLE * 553,000 0 0 ANGELICA CORP COM STK COMMON STOCK 034663104 694 26,900 SH SOLE * 26,900 0 0 ANGIODYNAMICS COMMON STOCK 03475V101 1,943 90,400 SH SOLE * 90,400 0 0 ANGLO AMERICAN PLC ADR ADRS STOCKS 03485P102 771 31,600 SH SOLE * 31,600 0 0 ANGLOGOLD ASHANTI LIMITED ADR ADRS STOCKS 035128206 1,017 21,600 SH SOLE * 21,600 0 0 ANHEUSER BUSCH COS INC COM COMMON STOCK 035229103 2,189 44,500 SH SOLE * 44,500 0 0 ANIXTER INTL INC COM STK COMMON STOCK 035290105 2,430 44,748 SH SOLE * 44,748 0 0 ANNALY CAPITAL MGMT INC REITS/RICS 035710409 460 33,100 SH SOLE * 33,100 0 0 ANSOFT CORP COM STK COMMON STOCK 036384105 1,575 56,649 SH SOLE * 56,649 0 0 ANSWERTHINK INC COM STK COMMON STOCK 036916104 113 36,600 SH SOLE * 36,600 0 0 ANSYS INC COM STK COMMON STOCK 03662Q105 5,354 123,100 SH SOLE * 123,100 0 0 ANTHRACITE CAPITAL I NC COM RE REITS/RICS 037023108 624 49,000 SH SOLE * 49,000 0 0 ANWORTH MTG ASSET CO RP COM ST REITS/RICS 037347101 1,637 172,100 SH SOLE * 172,100 0 0 APACHE CORP COM STK OPTIONS - PUTS 99O9DD880 306 4,600 SH PUT SOLE * 4,600 0 0 APARTMENT INVESTMENT & MANAGE REITS/RICS 03748R101 566 10,100 SH SOLE * 10,100 0 0 APOGEE ENTERPRISES I NC COM ST COMMON STOCK 037598109 510 26,400 SH SOLE * 26,400 0 0 APOLLO INVT CORP COM STK COMMON STOCK 03761U106 2,043 91,200 SH SOLE * 91,200 0 0 APPLE INC COM STK COMMON STOCK 037833100 16,326 192,430 SH SOLE * 192,430 0 0 APPLERA CORP COM SHS APPLIED COMMON STOCK 038020103 23,177 631,700 SH SOLE * 631,700 0 0 APPLIED INDL TECHNOL OGIES INC COMMON STOCK 03820C105 2,939 111,700 SH SOLE * 111,700 0 0 APPLIED MICRO CIRCUI TS CORP C COMMON STOCK 03822W109 2,260 634,700 SH SOLE * 634,700 0 0 APPLIX INC COM STK COMMON STOCK 038316105 530 46,700 SH SOLE * 46,700 0 0 APRIA HEALTHCARE GRO UP INC CO COMMON STOCK 037933108 1,636 61,400 SH SOLE * 61,400 0 0 APTARGROUP INC COM STK COMMON STOCK 038336103 720 12,200 SH SOLE * 12,200 0 0 ARACRUZ CELULOSE SA CL B ADR ADRS STOCKS 038496204 13,754 224,700 SH SOLE * 224,700 0 0 ARAMARK CORP CL B COM STK COMMON STOCK 038521100 17,524 523,900 SH SOLE * 523,900 0 0 ARBINET-THEXCHANGE I NC COM ST COMMON STOCK 03875P100 245 44,544 SH SOLE * 44,544 0 0 ARBITRON INC COM STK COMMON STOCK 03875Q108 856 19,700 SH SOLE * 19,700 0 0 ARBOR REALTY TRUST I NC COM ST COMMON STOCK 038923108 1,956 65,000 SH SOLE * 65,000 0 0 ARCH CAPITAL GROUP L TD BERMU COMMON STOCK G0450A105 6,802 100,612 SH SOLE * 100,612 0 0 ARCH CHEMICALS INC COM STK COMMON STOCK 03937R102 3,121 93,700 SH SOLE * 93,700 0 0 ARCHER-DANIELS MIDLA ND CO COM COMMON STOCK 039483102 5,941 185,900 SH SOLE * 185,900 0 0 ARCHSTONE-SMITH TR COM REIT REITS/RICS 039583109 792 13,600 SH SOLE * 13,600 0 0 ARCTIC CAT INC COM STK COMMON STOCK 039670104 1,337 76,027 SH SOLE * 76,027 0 0 ARGONAUT GROUP INC COM STK COMMON STOCK 040157109 952 27,300 SH SOLE * 27,300 0 0 ARIBA INC COMMON STOCK 04033V203 363 46,900 SH SOLE * 46,900 0 0 ARIES MARITIME TRANSPORT LTD C COMMON STOCK G0474B105 210 22,900 SH SOLE * 22,900 0 0 ARKANSAS BEST CORP DELAWARE CO COMMON STOCK 040790107 201 5,580 SH SOLE * 5,580 0 0 ARLINGTON TANKRS COMMON STOCK G04899103 601 25,700 SH SOLE * 25,700 0 0 ARM HOLDINGS PLC CA MBRIDGE A ADRS STOCKS 042068106 241 33,000 SH SOLE * 33,000 0 0 ARMOR HLDGS INC COM STK COMMON STOCK 042260109 5,430 99,000 SH SOLE * 99,000 0 0 ARQULE INC COM STK COMMON STOCK 04269E107 183 30,900 SH SOLE * 30,900 0 0 ARRIS GROUP INC COM STK COMMON STOCK 04269Q100 7,505 599,900 SH SOLE * 599,900 0 0 ARROW INTL INC COM STK COMMON STOCK 042764100 373 10,551 SH SOLE * 10,551 0 0 ART TECHNOLOGY GROUP INC COM COMMON STOCK 04289L107 137 59,000 SH SOLE * 59,000 0 0 ARVINMERITOR INC COM STK COMMON STOCK 043353101 9,463 519,100 SH SOLE * 519,100 0 0 ASBURY AUTOMOTIVE GR OUP INC COMMON STOCK 043436104 3,942 167,300 SH SOLE * 167,300 0 0 ASE TEST LTD COM STK COMMON STOCK Y02516105 2,234 221,400 SH SOLE * 221,400 0 0 ASHFORD HOSPITALITY TRUST INC REITS/RICS 044103109 896 72,000 SH SOLE * 72,000 0 0 ASHLAND INC COM STK COMMON STOCK 044209104 32,432 468,800 SH SOLE * 468,800 0 0 ASIAINFO HOLDINGS IN C COM STK COMMON STOCK 04518A104 1,198 156,043 SH SOLE * 156,043 0 0 ASM INTERNATIONAL NV USD COM COMMON STOCK N07045102 446 21,300 SH SOLE * 21,300 0 0 ASML HLDG N V ADR ADRS STOCKS N07059111 3,126 126,900 SH SOLE * 126,900 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK G05384105 5,913 224,300 SH SOLE * 224,300 0 0 ASPEN TECHNOLOGY INC COM STK COMMON STOCK 045327103 3,703 336,000 SH SOLE * 336,000 0 0 ASSURANT INC COM STK COMMON STOCK 04621X108 15,509 280,700 SH SOLE * 280,700 0 0 ASSURED GUARANTY LTD (BERMUDA COMMON STOCK G0585R106 2,564 96,400 SH SOLE * 96,400 0 0 ASTA FUNDING INC COM STK COMMON STOCK 046220109 386 12,685 SH SOLE * 12,685 0 0 ASTEC INDS INC COM STK COMMON STOCK 046224101 3,117 88,800 SH SOLE * 88,800 0 0 ASTRAZENECA PLC ADR ADRS STOCKS 046353108 9,018 168,400 SH SOLE * 168,400 0 0 ASYST TECHNOLOGIES I NC COM ST COMMON STOCK 04648X107 386 52,860 SH SOLE * 52,860 0 0 ATHEROS COMMUNICATIO NS INC CO COMMON STOCK 04743P108 3,934 184,500 SH SOLE * 184,500 0 0 ATLANTIC TELE-NETWOR K INC COM COMMON STOCK 049079205 1,421 48,500 SH SOLE * 48,500 0 0 ATLAS AIR WORLDWIDE HLDGS INC COMMON STOCK 049164205 2,219 49,861 SH SOLE * 49,861 0 0 ATMEL CORP COM STK COMMON STOCK 049513104 931 153,851 SH SOLE * 153,851 0 0 ATMI INC COM STK COMMON STOCK 00207R101 1,614 52,875 SH SOLE * 52,875 0 0 ATMOS ENERGY CORP COM STK COMMON STOCK 049560105 6,309 197,700 SH SOLE * 197,700 0 0 AU OPTRONICS CORP Sponsored Ad ADRS STOCKS 002255107 1,521 110,102 SH SOLE * 110,102 0 0 AUTOBYTEL INC COM STK COMMON STOCK 05275N106 355 101,300 SH SOLE * 101,300 0 0 AUTODESK INC COM STK COMMON STOCK 052769106 24,746 611,624 SH SOLE * 611,624 0 0 AUTOLIV INC COM STK COMMON STOCK 052800109 2,129 35,300 SH SOLE * 35,300 0 0 AUTOZONE INC COM STK COMMON STOCK 053332102 5,963 51,600 SH SOLE * 51,600 0 0 AVALONBAY COMMUNITIE S INC COM REITS/RICS 053484101 382 2,937 SH SOLE * 2,937 0 0 AVANIR PHARM CL A COMMON STOCK 05348P401 61 26,500 SH SOLE * 26,500 0 0 AVAYA INC COM STK COMMON STOCK 053499109 26,049 1,863,300 SH SOLE * 1,863,300 0 0 AVENTINE RENEWABLE E NERGY HOL COMMON STOCK 05356X403 200 8,500 SH SOLE * 8,500 0 0 AVERY DENNISON CORP CA COM STK COMMON STOCK 053611109 319 4,700 SH SOLE * 4,700 0 0 AVID TECHNOLOGY INC COM STK COMMON STOCK 05367P100 916 24,591 SH SOLE * 24,591 0 0 AVIS BUDGET GROUP COM STK COMMON STOCK 053774105 11,962 551,510 SH SOLE * 551,510 0 0 AVOCENT CORP COM STK COMMON STOCK 053893103 1,012 29,900 SH SOLE * 29,900 0 0 AVX CORP NEW COM STK COMMON STOCK 002444107 867 58,600 SH SOLE * 58,600 0 0 AXA PARIS ADR ADRS STOCKS 054536107 415 10,300 SH SOLE * 10,300 0 0 AXCAN PHARMA COM COMMON STOCK 054923107 1,670 117,300 SH SOLE * 117,300 0 0 AXCELIS TECHNOLOGIES INC COM COMMON STOCK 054540109 222 38,070 SH SOLE * 38,070 0 0 AXIS CAPITAL HLDGS COMMON STOCK G0692U109 12,671 379,700 SH SOLE * 379,700 0 0 AZTAR CORP CASH MERGER COMMON STOCK 054802103 3,401 62,500 SH SOLE * 62,500 0 0 BAIDU.COM INC. ADR ADRS STOCKS 056752108 5,019 44,536 SH SOLE * 44,536 0 0 BAKER HUGHES INC OPTIONS - CALLS 99O95L3C7 269 3,600 SH CALL SOLE * 3,600 0 0 BAKER HUGHES INC OPTIONS - CALLS 99O95L3D5 426 5,700 SH CALL SOLE * 5,700 0 0 BAKER HUGHES INC OPTIONS - PUTS 99O95L3V5 343 4,600 SH PUT SOLE * 4,600 0 0 BAKER HUGHES INC OPTIONS - PUTS 99O95L3W3 209 2,800 SH PUT SOLE * 2,800 0 0 BAKER MICHAEL CORP COM STK COMMON STOCK 057149106 304 13,400 SH SOLE * 13,400 0 0 BALLARD POWER SYS INC COM COMMON STOCK 05858H104 138 24,335 SH SOLE * 24,335 0 0 BALLY TOTAL FITNESS HOLDING CO COMMON STOCK 05873K108 69 28,000 SH SOLE * 28,000 0 0 BANCO ITAU HLDG FINA NCEIRA ADRS STOCKS 059602201 6,399 177,000 SH SOLE * 177,000 0 0 BANCO LATINOAMERICAN O DE EXPO COMMON STOCK P16994132 1,209 71,300 SH SOLE * 71,300 0 0 BANCO MACRO S.A. 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068306109 20,725 413,500 SH SOLE * 413,500 0 0 BARRETT BILL CORP COM STK COMMON STOCK 06846N104 256 9,400 SH SOLE * 9,400 0 0 BARRIER THERAPEUTICS INC COM COMMON STOCK 06850R108 78 10,400 SH SOLE * 10,400 0 0 BASIC ENERGY SVCS IN C NEW COM COMMON STOCK 06985P100 313 12,700 SH SOLE * 12,700 0 0 BASSETT FURNITURE IN DS INC CO COMMON STOCK 070203104 208 12,730 SH SOLE * 12,730 0 0 BAXTER INTL INC COM STK COMMON STOCK 071813109 1,429 30,800 SH SOLE * 30,800 0 0 BAYER AG LEVERKUSEN ADR ADRS STOCKS 072730302 1,067 20,000 SH SOLE * 20,000 0 0 BB&T CORP COM STK COMMON STOCK 054937107 830 18,900 SH SOLE * 18,900 0 0 BEAR STEARNS COMPANI ES INC CO COMMON STOCK 073902108 23,038 141,529 SH SOLE * 141,529 0 0 BEAR STEARNS COMPANI ES INC CO OPTIONS - PUTS 99ACRW0L0 244 1,500 SH PUT SOLE * 1,500 0 0 BEAZER HOMES USA INC COM STK COMMON STOCK 07556Q105 15,006 319,200 SH SOLE * 319,200 0 0 BECKMAN COULTER INC COM STK COMMON STOCK 075811109 25,248 422,200 SH SOLE * 422,200 0 0 BECTON DICKINSON & C O COM STK COMMON STOCK 075887109 22,511 320,900 SH SOLE * 320,900 0 0 BEL FUSE INC CL B COM STK COMMON STOCK 077347300 305 8,777 SH SOLE * 8,777 0 0 BELDEN CDT INC COM STK COMMON STOCK 077454106 672 17,200 SH SOLE * 17,200 0 0 BELL MICROPRODUCTS I NC COM ST COMMON STOCK 078137106 456 64,654 SH SOLE * 64,654 0 0 BELLSOUTH CORP COM COMMON STOCK 079860102 853 18,101 SH SOLE * 18,101 0 0 BELO CORP COM STK COMMON STOCK 080555105 191 10,400 SH SOLE * 10,400 0 0 BEMIS CO INC COM STK COMMON STOCK 081437105 1,250 36,800 SH SOLE * 36,800 0 0 BENCHMARK ELECTRS IN C COM STK COMMON STOCK 08160H101 317 13,000 SH SOLE * 13,000 0 0 BERKSHIRE HILLS BANC ORP INC C COMMON STOCK 084680107 654 19,536 SH SOLE * 19,536 0 0 BG GROUP PLC ADR ADRS STOCKS 055434203 2,300 33,600 SH SOLE * 33,600 0 0 BHP BILLITON LTD ADR ADRS STOCKS 088606108 3,220 81,000 SH SOLE * 81,000 0 0 BIG LOTS INC COM STK COMMON STOCK 089302103 3,569 155,728 SH SOLE * 155,728 0 0 BIOGEN IDEC INC COMMON STOCK 09062X103 7,074 143,800 SH SOLE * 143,800 0 0 BIOLASE TECHNOLOGY I NC COM ST COMMON STOCK 090911108 678 77,500 SH SOLE * 77,500 0 0 BIOMET INC COM STK COMMON STOCK 090613100 4,386 106,277 SH SOLE * 106,277 0 0 BIO-RAD LABORATORIES INC CL A COMMON STOCK 090572207 701 8,500 SH SOLE * 8,500 0 0 BIOVAIL CORP COM STK COMMON STOCK 09067J109 20,398 964,000 SH SOLE * 964,000 0 0 BISYS GROUP INC COM STK COMMON STOCK 055472104 3,461 268,100 SH SOLE * 268,100 0 0 BJ SVCS CO COM STK COMMON STOCK 055482103 2,530 86,300 SH SOLE * 86,300 0 0 BJS WHSL CLUB INC COM STK COMMON STOCK 05548J106 1,384 44,500 SH SOLE * 44,500 0 0 BLACK HILLS CORP COM STK COMMON STOCK 092113109 1,481 40,100 SH SOLE * 40,100 0 0 BLACKBAUD COMMON STOCK 09227Q100 6,622 254,700 SH SOLE * 254,700 0 0 BLAIR CORP COM STK COMMON STOCK 092828102 373 11,400 SH SOLE * 11,400 0 0 BLOCKBUSTER INC CL A COM STK COMMON STOCK 093679108 3,287 621,300 SH SOLE * 621,300 0 0 BLUE NILE INC COM STK COMMON STOCK 09578R103 831 22,538 SH SOLE * 22,538 0 0 BLUEGREEN CORP COM STK 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34,335 SH SOLE * 34,335 0 0 BUILDING MATLS HLDG CORP COM S COMMON STOCK 120113105 10,303 417,300 SH SOLE * 417,300 0 0 BURGER KING HOLDINGS INC COM COMMON STOCK 121208201 3,686 174,700 SH SOLE * 174,700 0 0 BUSINESS OBJECTS SA LEVALLOIS ADRS STOCKS 12328X107 28,183 714,399 SH SOLE * 714,399 0 0 C H ROBINSON WORLDWI DE INC CO COMMON STOCK 12541W209 1,803 44,083 SH SOLE * 44,083 0 0 C&D TECHNOLOGIES INC COM STK COMMON STOCK 124661109 855 180,400 SH SOLE * 180,400 0 0 CA NACIONAL TELEFONO S DE VENE ADRS STOCKS 204421101 4,233 216,100 SH SOLE * 216,100 0 0 CABLEVISION SYS CORP COM STK COMMON STOCK 12686C109 271 9,500 SH SOLE * 9,500 0 0 CABOT CORP COM STK COMMON STOCK 127055101 9,110 209,100 SH SOLE * 209,100 0 0 CABOT MICROELECTRONI CS CORP C COMMON STOCK 12709P103 2,834 83,500 SH SOLE * 83,500 0 0 CACHE INC COM STK COMMON STOCK 127150308 3,009 119,200 SH SOLE * 119,200 0 0 CACI INTL INC CL A COMMON STOCK 127190304 588 10,400 SH SOLE * 10,400 0 0 CADBURY SCHWEPPES PL C ADR ADRS STOCKS 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COM S COMMON STOCK 171340102 2,175 51,000 SH SOLE * 51,000 0 0 CIA ENERGETICA DE MI NAS GERAI ADRS STOCKS 204409601 7,216 149,700 SH SOLE * 149,700 0 0 CIA SANEAMENTO BASIC O DO ESTA ADRS STOCKS 20441A102 5,326 157,300 SH SOLE * 157,300 0 0 CIA VALE DO RIO DOCE ADR ADRS STOCKS 204412209 1,320 44,400 SH SOLE * 44,400 0 0 CIENA CORP COM STK COMMON STOCK 171779309 18,341 661,886 SH SOLE * 661,886 0 0 CIMAREX ENERGY CO COM STK COMMON STOCK 171798101 1,613 44,200 SH SOLE * 44,200 0 0 CINCINNATI BELL INC COM STK COMMON STOCK 171871106 78 17,100 SH SOLE * 17,100 0 0 CINCINNATI FINL CORP COM STK COMMON STOCK 172062101 2,225 49,100 SH SOLE * 49,100 0 0 CINTAS CORP COM STK COMMON STOCK 172908105 2,652 66,792 SH SOLE * 66,792 0 0 CIRRUS LOGIC INC COM STK COMMON STOCK 172755100 1,019 148,104 SH SOLE * 148,104 0 0 CISCO SYSTEMS INC COM STK COMMON STOCK 17275R102 23,348 854,309 SH SOLE * 854,309 0 0 CIT GROUP INC NEW COM STK COMMON STOCK 125581108 8,561 153,500 SH SOLE * 153,500 0 0 CITADEL BROADCASTING CO COM S COMMON STOCK 17285T106 833 83,600 SH SOLE * 83,600 0 0 CITI TRENDS INC COM STK COMMON STOCK 17306X102 3,052 77,000 SH SOLE * 77,000 0 0 CITIGROUP INC COM STK COMMON STOCK 172967101 2,100 37,700 SH SOLE * 37,700 0 0 CITY BK LYNNWOOD WAS H COM STK COMMON STOCK 17770A109 412 11,501 SH SOLE * 11,501 0 0 CKE RESTAURANTS INC COM STK COMMON STOCK 12561E105 241 13,100 SH SOLE * 13,100 0 0 CLAIRE'S STORES INC COM STK COMMON STOCK 179584107 282 8,500 SH SOLE * 8,500 0 0 CLAYTON HOLDINGS INC COM STK COMMON STOCK 18418N107 462 24,719 SH SOLE * 24,719 0 0 CLEAR CHANNEL COMMUN ICATIONS COMMON STOCK 184502102 13,136 369,600 SH SOLE * 369,600 0 0 CLEAR CHANNEL OUTDOO R HOLDING COMMON STOCK 18451C109 5,269 188,800 SH SOLE * 188,800 0 0 CLECO CORP NEW COM STK COMMON STOCK 12561W105 431 17,100 SH SOLE * 17,100 0 0 CLEVELAND CLIFFS INC COM STK COMMON STOCK 185896107 6,060 125,100 SH SOLE * 125,100 0 0 CLOROX CO COM STK COMMON STOCK 189054109 956 14,900 SH SOLE * 14,900 0 0 CMGI INC COM STK COMMON STOCK 125750109 1,077 804,000 SH SOLE * 804,000 0 0 CNA FINL CORP COM STK COMMON STOCK 126117100 407 10,100 SH SOLE * 10,100 0 0 CNH GLOBAL N.V. 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CALLS 99O96G8V0 3,310 46,000 SH CALL SOLE * 46,000 0 0 CONOCOPHILLIPS COM STK OPTIONS - PUTS 99O96G9G2 216 3,000 SH PUT SOLE * 3,000 0 0 CONOCOPHILLIPS COM STK OPTIONS - PUTS 99O96G9H0 943 13,100 SH PUT SOLE * 13,100 0 0 CONSECO INC COM STK COMMON STOCK 208464883 2,372 118,700 SH SOLE * 118,700 0 0 CONSOLIDATED GRAPHIC S INC COM COMMON STOCK 209341106 638 10,800 SH SOLE * 10,800 0 0 CONSTELLATION ENERGY GROUP IN COMMON STOCK 210371100 11,501 167,000 SH SOLE * 167,000 0 0 CONVERA CORP CL A COM STK COMMON STOCK 211919105 232 50,500 SH SOLE * 50,500 0 0 CONVERGYS CORP COM STK COMMON STOCK 212485106 5,698 239,600 SH SOLE * 239,600 0 0 CON-WAY INC COM STK COMMON STOCK 205944101 1,304 29,600 SH SOLE * 29,600 0 0 COOPER IND INC CL A COMMON STOCK G24182100 16,422 181,600 SH SOLE * 181,600 0 0 COOPER TIRE & RUBBER CO COM S COMMON STOCK 216831107 6,827 477,400 SH SOLE * 477,400 0 0 COPA HOLDINGS SA COM STK COMMON STOCK P31076105 6,099 131,000 SH SOLE * 131,000 0 0 COPANO ENERGY LLC COMMON STOCK 217202100 3,910 65,600 SH SOLE * 65,600 0 0 COPART INC COM STK COMMON STOCK 217204106 10,965 365,500 SH SOLE * 365,500 0 0 CORE LABORATORIES NL G0.03 ORD COMMON STOCK N22717107 2,171 26,800 SH SOLE * 26,800 0 0 CORE-MARK HOLDING CO MPANY INC COMMON STOCK 218681104 452 13,500 SH SOLE * 13,500 0 0 CORN PRODS INTL INC COM STK COMMON STOCK 219023108 10,614 307,300 SH SOLE * 307,300 0 0 CORRECTIONS CORP AME R NEW COM COMMON STOCK 22025Y407 9,446 208,850 SH SOLE * 208,850 0 0 CORUS BANKSHARES INC COM STK COMMON STOCK 220873103 4,132 179,100 SH SOLE * 179,100 0 0 CORVEL CORP COM STK COMMON STOCK 221006109 521 10,950 SH SOLE * 10,950 0 0 COSI INC COM STK COMMON STOCK 22122P101 347 68,200 SH SOLE * 68,200 0 0 COSTAR GROUP INC COM STK COMMON STOCK 22160N109 1,736 32,412 SH SOLE * 32,412 0 0 COSTCO WHSL CORP NEW COM STK COMMON STOCK 22160K105 15,671 296,400 SH SOLE * 296,400 0 0 COSTCO WHSL CORP NEW COM STK OPTIONS - 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HORTON INC COM STK COMMON STOCK 23331A109 30,596 1,155,000 SH SOLE * 1,155,000 0 0 DADE BEHRING HOLDINGS INC COMMON STOCK 23342J206 1,947 48,896 SH SOLE * 48,896 0 0 DAIMLERCHRYSLER AG COM COMMON STOCK D1668R123 3,863 62,900 SH SOLE * 62,900 0 0 DAKTRONICS INC COM STK COMMON STOCK 234264109 6,060 164,446 SH SOLE * 164,446 0 0 DARDEN RESTAURANTS I NC COM ST COMMON STOCK 237194105 321 8,000 SH SOLE * 8,000 0 0 DATASCOPE CORP COM STK COMMON STOCK 238113104 230 6,300 SH SOLE * 6,300 0 0 DAWSON GEOPHYSICAL C O COM STK COMMON STOCK 239359102 907 24,890 SH SOLE * 24,890 0 0 DAYSTAR TECHNOLOGIES INC COMMON STOCK 23962Q100 50 13,300 SH SOLE * 13,300 0 0 DCP MIDSTREAM PART LP COM COMMON STOCK 23311P100 736 21,300 SH SOLE * 21,300 0 0 DEALERTRACK HOLDINGS INC COM COMMON STOCK 242309102 3,221 109,496 SH SOLE * 109,496 0 0 DECKERS OUTDOOR CORP COM STK COMMON STOCK 243537107 3,618 60,355 SH SOLE * 60,355 0 0 DEERE & CO COM OPTIONS - PUTS 99ACK48C1 285 3,000 SH PUT SOLE * 3,000 0 0 DEERE & CO COM OPTIONS - CALLS 99ACK48D9 238 2,500 SH CALL SOLE * 2,500 0 0 DEERE & CO COM OPTIONS - CALLS 99ACRGHY9 1,863 19,600 SH CALL SOLE * 19,600 0 0 DEERE & CO COM OPTIONS - PUTS 99ACRP985 409 4,300 SH PUT SOLE * 4,300 0 0 DEERE & CO COM OPTIONS - CALLS 99O97V1Z4 1,635 17,200 SH CALL SOLE * 17,200 0 0 DEERFIELD TRIARC CAP ITAL CORP REITS/RICS 244572301 4,695 277,300 SH SOLE * 277,300 0 0 DEL MONTE FOODS CO COM STK COMMON STOCK 24522P103 884 80,100 SH SOLE * 80,100 0 0 DELEK US HOLDINGS COMMON STOCK 246647101 919 56,100 SH SOLE * 56,100 0 0 DELIAS INC COM STK COMMON STOCK 246911101 1,174 111,887 SH SOLE * 111,887 0 0 DELL INC COM STK COMMON STOCK 24702R101 43,422 1,730,652 SH SOLE * 1,730,652 0 0 DELL INC COM STK OPTIONS - CALLS 99O96GMX0 2,210 88,100 SH CALL SOLE * 88,100 0 0 DELL INC COM STK OPTIONS - CALLS 99O96GMY8 615 24,500 SH CALL SOLE * 24,500 0 0 DELL INC COM STK OPTIONS - PUTS 99O96GN92 1,147 45,700 SH PUT SOLE * 45,700 0 0 DELL INC COM STK OPTIONS - PUTS 99O96GNB7 780 31,100 SH PUT SOLE * 31,100 0 0 DELL INC COM STK OPTIONS - PUTS 99O96S877 492 19,600 SH PUT SOLE * 19,600 0 0 DELTA & PINE LD CO COM STK COMMON STOCK 247357106 1,950 48,200 SH SOLE * 48,200 0 0 DELTIC TIMBER CORP COM STK COMMON STOCK 247850100 1,155 20,700 SH SOLE * 20,700 0 0 DELUXE CORP COM STK COMMON STOCK 248019101 3,379 134,100 SH SOLE * 134,100 0 0 DEN NORSKE STATS OLJ ESELSKAP ADRS STOCKS 85771P102 3,156 119,900 SH SOLE * 119,900 0 0 DENDREON CORP COM STK COMMON STOCK 24823Q107 260 62,400 SH SOLE * 62,400 0 0 DENDRITE INTERNATION AL INC CO COMMON STOCK 248239105 2,135 199,300 SH SOLE * 199,300 0 0 DENTSPLY INTL INC NE W COM STK COMMON STOCK 249030107 1,371 45,946 SH SOLE * 45,946 0 0 DEPOMED INC COM STK COMMON STOCK 249908104 103 29,800 SH SOLE * 29,800 0 0 DEUTSCHE BANK AG COM COMMON STOCK D18190898 2,731 20,500 SH SOLE * 20,500 0 0 DEUTSCHE TELEKOM AG, BONN ADRS STOCKS 251566105 2,224 122,200 SH SOLE * 122,200 0 0 DEVON ENERGY CORP COM STK COMMON STOCK 25179M103 356 5,300 SH SOLE * 5,300 0 0 DEVON ENERGY CORP COM STK OPTIONS - CALLS 99O95MD42 221 3,300 SH CALL SOLE * 3,300 0 0 DEVRY INC DEL COM STK COMMON STOCK 251893103 2,358 84,200 SH SOLE * 84,200 0 0 DIAMOND FOODS INC COM COMMON STOCK 252603105 1,360 71,523 SH SOLE * 71,523 0 0 DIAMOND MGMT & TECHN OLOGY COM COMMON STOCK 25269L106 295 23,700 SH SOLE * 23,700 0 0 DIAMONDROCK HOSPITAL ITY CO CO REITS/RICS 252784301 2,210 122,700 SH SOLE * 122,700 0 0 DIANA SHIPPING INC COM COMMON STOCK Y2066G104 797 50,400 SH SOLE * 50,400 0 0 DICK'S SPORTING GOODS COM COMMON STOCK 253393102 7,491 152,900 SH SOLE * 152,900 0 0 DIEBOLD INC COM STK COMMON STOCK 253651103 13,551 290,800 SH SOLE * 290,800 0 0 DIGENE CORP COM STK COMMON STOCK 253752109 5,851 122,097 SH SOLE * 122,097 0 0 DIGI INTERNATIONAL I NC COM ST COMMON STOCK 253798102 570 41,300 SH SOLE * 41,300 0 0 DIGITAL INSIGHT CORP COM STK COMMON STOCK 25385P106 5,286 137,326 SH SOLE * 137,326 0 0 DIGITAL RIVER INC COM STK COMMON STOCK 25388B104 8,050 144,300 SH SOLE * 144,300 0 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SCRIPPS COMPANY (NEW) CL COMMON STOCK 811054204 9,793 196,100 SH SOLE * 196,100 0 0 EAGLE BULK SHIPPING INC COM COMMON STOCK Y2187A101 1,507 86,915 SH SOLE * 86,915 0 0 EAGLE MATERIALS INC COM STK COMMON STOCK 26969P108 15,494 358,400 SH SOLE * 358,400 0 0 EARTHLINK INC COM STK COMMON STOCK 270321102 5,500 774,600 SH SOLE * 774,600 0 0 EASTGROUP PROPERTIES INC COM REITS/RICS 277276101 873 16,300 SH SOLE * 16,300 0 0 EATON CORP COM STK COMMON STOCK 278058102 17,853 237,600 SH SOLE * 237,600 0 0 ECC CAPITAL CORP COM STK REITS/RICS 26826M108 100 84,400 SH SOLE * 84,400 0 0 ECHOSTAR COMMUNICATI ONS CORP COMMON STOCK 278762109 28,640 753,100 SH SOLE * 753,100 0 0 ECLIPSYS CORP COM STK COMMON STOCK 278856109 319 15,500 SH SOLE * 15,500 0 0 EDGE PETROLEUM CORPO RATION D COMMON STOCK 279862106 228 12,500 SH SOLE * 12,500 0 0 EDIETS COM INC COM STK COMMON STOCK 280597105 146 37,700 SH SOLE * 37,700 0 0 EDISON INTL COM STK COMMON STOCK 281020107 28,539 627,500 SH SOLE * 627,500 0 0 EDP-ENERGIAS 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3,100 SH CALL SOLE * 3,100 0 0 FEDEX CORP COM STK OPTIONS - PUTS 99O9DHKG9 239 2,200 SH PUT SOLE * 2,200 0 0 FEI CO COM STK COMMON STOCK 30241L109 4,641 176,000 SH SOLE * 176,000 0 0 FELCOR LODGING TRUST COM STK COMMON STOCK 31430F101 834 38,200 SH SOLE * 38,200 0 0 FERRO CORP COM STK COMMON STOCK 315405100 230 11,100 SH SOLE * 11,100 0 0 FIDELITY BANKSHARES INC NEW CO COMMON STOCK 31604Q107 360 9,082 SH SOLE * 9,082 0 0 FIDELITY NATIONAL FINANCIAL CL COMMON STOCK 31620R105 21,188 887,261 SH SOLE * 887,261 0 0 FIDELITY NATIONAL IN FORMATION COMMON STOCK 31620M106 688 17,170 SH SOLE * 17,170 0 0 FIELDSTONE INVESTMEN T CORP CO REITS/RICS 31659U300 183 41,700 SH SOLE * 41,700 0 0 FINISH LINE INC CL A COM STK COMMON STOCK 317923100 3,198 223,929 SH SOLE * 223,929 0 0 FIRST ADVANTAGE CORP CL A COM COMMON STOCK 31845F100 1,040 45,300 SH SOLE * 45,300 0 0 FIRST AMERN CORP COM STK COMMON STOCK 318522307 281 6,900 SH SOLE * 6,900 0 0 FIRST CHARTER CORP COM STK COMMON STOCK 319439105 280 11,379 SH SOLE * 11,379 0 0 FIRST CITIZENS BANCS HARES INC COMMON STOCK 31946M103 755 3,724 SH SOLE * 3,724 0 0 FIRST CONSULTING GROUP INC COM COMMON STOCK 31986R103 1,376 100,011 SH SOLE * 100,011 0 0 FIRST INDUSTRIAL REA LTY TRUST REITS/RICS 32054K103 206 4,400 SH SOLE * 4,400 0 0 FIRST MERCHANTS CORP COM STK COMMON STOCK 320817109 283 10,400 SH SOLE * 10,400 0 0 FIRST NIAGARA FINL G ROUP INC COMMON STOCK 33582V108 149 10,000 SH SOLE * 10,000 0 0 FIRST REGL BANCORP COM STK COMMON STOCK 33615C101 271 7,961 SH SOLE * 7,961 0 0 FIRST ST BANCORPORAT ION COM S COMMON STOCK 336453105 305 12,310 SH SOLE * 12,310 0 0 FIRSTBANK P R COM STK COMMON STOCK 318672102 182 19,100 SH SOLE * 19,100 0 0 FIRSTFED FINANCIAL C ORP (DEL) COMMON STOCK 337907109 11,613 173,400 SH SOLE * 173,400 0 0 FLAGSTAR BANCORP INC COM STK COMMON STOCK 337930101 454 30,600 SH SOLE * 30,600 0 0 FLAMEL TECHNOLOGIE S A ADR ADRS STOCKS 338488109 204 6,800 SH SOLE * 6,800 0 0 FLEXTRONICS INTERNAT IONAL LTD COMMON STOCK Y2573F102 8,956 780,157 SH SOLE * 780,157 0 0 FLOW INTERNATIONAL C ORP (FORM COMMON STOCK 343468104 152 13,800 SH SOLE * 13,800 0 0 FLUOR CORP (NEW) COM STK COMMON STOCK 343412102 539 6,600 SH SOLE * 6,600 0 0 FMC CORP COM STK COMMON STOCK 302491303 7,632 99,700 SH SOLE * 99,700 0 0 FOCUS MEDIA HLDG LTD ADR ADRS STOCKS 34415V109 16,228 244,438 SH SOLE * 244,438 0 0 FOMENTO ECONOMICO MEXICANO SAB ADRS STOCKS 344419106 9,168 79,200 SH SOLE * 79,200 0 0 FOOT LOCKER INC COM STK COMMON STOCK 344849104 12,625 575,700 SH SOLE * 575,700 0 0 FORD MOTOR COMPANY COM STK COMMON STOCK 345370860 43,773 5,828,645 SH SOLE * 5,828,645 0 0 FOREST OIL CORP COM STK COMMON STOCK 346091705 4,657 142,500 SH SOLE * 142,500 0 0 FORRESTER RESEARCH I NC CAMBR COMMON STOCK 346563109 746 27,509 SH SOLE * 27,509 0 0 FORTUNET INC COM STK COMMON STOCK 34969Q100 866 85,530 SH SOLE * 85,530 0 0 FORWARD INDS INC N Y COM STK COMMON STOCK 349862300 389 92,800 SH SOLE * 92,800 0 0 FOSTER WHEELER LTD COM COMMON STOCK G36535139 12,219 221,600 SH SOLE * 221,600 0 0 FOUNDATION COAL HLDG S INC COM COMMON STOCK 35039W100 883 27,800 SH SOLE * 27,800 0 0 FOUNDRY NETWORKS INC COM STK COMMON STOCK 35063R100 3,114 207,859 SH SOLE * 207,859 0 0 FOUR SEASONS HOTELS INC CAD COMMON STOCK 35100E104 258 3,145 SH SOLE * 3,145 0 0 FPIC INSURANCE GROUP INC COM COMMON STOCK 302563101 1,645 42,200 SH SOLE * 42,200 0 0 FRANCE TELECOM SA ADR ADRS STOCKS 35177Q105 1,695 61,200 SH SOLE * 61,200 0 0 FRANKLIN RESOURCES I NC. COM S COMMON STOCK 354613101 1,575 14,300 SH SOLE * 14,300 0 0 FREDS INC CL A COM STK COMMON STOCK 356108100 453 37,600 SH SOLE * 37,600 0 0 FREEPORT MCMORAN COP PER & GOL COMMON STOCK 35671D857 14,585 261,700 SH SOLE * 261,700 0 0 FREIGHTCAR AMERICA COM STK COMMON STOCK 357023100 5,476 98,760 SH SOLE * 98,760 0 0 FREMONT GEN CORP COM STK COMMON STOCK 357288109 9,157 564,900 SH SOLE * 564,900 0 0 FRESH DEL MONTE PROD UCE INC C COMMON STOCK G36738105 1,642 110,100 SH SOLE * 110,100 0 0 FRIEDMAN BILLINGS RA MSEY GROU COMMON STOCK 358434108 408 51,000 SH SOLE * 51,000 0 0 FRONTIER OIL CORP COM STK COMMON STOCK 35914P105 7,530 262,000 SH SOLE * 262,000 0 0 FRONTLINE LIMITED USD2.5 COMMON STOCK G3682E127 2,214 69,500 SH SOLE * 69,500 0 0 FROZEN FOOD EXPRESS INDUSTRIES COMMON STOCK 359360104 255 29,709 SH SOLE * 29,709 0 0 FSI INTL INC COM STK COMMON STOCK 302633102 80 15,199 SH SOLE * 15,199 0 0 FTD GROUP INC COM COMMON STOCK 30267U108 719 40,200 SH SOLE * 40,200 0 0 FUEL SYS SOLUTIONS I NC COM ST COMMON STOCK 35952W103 1,210 54,800 SH SOLE * 54,800 0 0 FUELCELL ENERGY INC COM STK COMMON STOCK 35952H106 419 64,800 SH SOLE * 64,800 0 0 FUEL-TECH NV COM STK COMMON STOCK 359523107 3,063 124,300 SH SOLE * 124,300 0 0 FULLER H B CO COM STK COMMON STOCK 359694106 11,418 442,224 SH SOLE * 442,224 0 0 FURNITURE BRANDS INT L INC COM COMMON STOCK 360921100 3,851 237,300 SH SOLE * 237,300 0 0 FUTUREMEDIA PLC ADR ADRS STOCKS 360912109 1 15,600 SH SOLE * 15,600 0 0 GAIAM INC CL A COM STK COMMON STOCK 36268Q103 343 25,100 SH SOLE * 25,100 0 0 GALLAHER GROUP PLC ADR ADRS STOCKS 363595109 1,700 18,900 SH SOLE * 18,900 0 0 GAMCO INVS INC COM STK COMMON STOCK 361438104 525 13,640 SH SOLE * 13,640 0 0 GANNETT CO INC COM STK COMMON STOCK 364730101 4,432 73,300 SH SOLE * 73,300 0 0 GARDNER DENVER INC COM STK COMMON STOCK 365558105 698 18,700 SH SOLE * 18,700 0 0 GATEHOUSE MEDIA INC COMMON STOCK 367348109 852 45,900 SH SOLE * 45,900 0 0 GATEWAY INC COM COMMON STOCK 367626108 292 145,500 SH SOLE * 145,500 0 0 GEHL CO COM STK COMMON STOCK 368483103 1,415 51,400 SH SOLE * 51,400 0 0 GEMSTAR-TV GUIDE INT L INC COM COMMON STOCK 36866W106 331 82,600 SH SOLE * 82,600 0 0 GENCO SHIPPING & TRA DING LTD COMMON STOCK Y2685T107 2,537 90,800 SH SOLE * 90,800 0 0 GENERAL DYNAMICS COR P COM STK COMMON STOCK 369550108 12,037 161,891 SH SOLE * 161,891 0 0 GENERAL MARITIME CORP COM COMMON STOCK Y2692M103 5,838 165,900 SH SOLE * 165,900 0 0 GENERAL MLS INC COM STK COMMON STOCK 370334104 7,062 122,600 SH SOLE * 122,600 0 0 GENERAL MOTORS CORP COM STK COMMON STOCK 370442105 34,900 1,136,055 SH SOLE * 1,136,055 0 0 GENESCO INC COM STK COMMON STOCK 371532102 634 17,000 SH SOLE * 17,000 0 0 GENESIS MICROCHIP IN C DE COM COMMON STOCK 37184C103 2,149 211,900 SH SOLE * 211,900 0 0 GENITOPE CORP COMMON STOCK 37229P507 81 22,900 SH SOLE * 22,900 0 0 GEN-PROBE INC NEW COM STK COMMON STOCK 36866T103 3,855 73,615 SH SOLE * 73,615 0 0 GENTA INC COM STK COMMON STOCK 37245M207 25 55,538 SH SOLE * 55,538 0 0 GENTEX CORP COM COMMON STOCK 371901109 951 61,132 SH SOLE * 61,132 0 0 GENTIVA HEALTH SVCS INC COM ST COMMON STOCK 37247A102 210 10,999 SH SOLE * 10,999 0 0 GENWORTH FINANCIAL INC COMMON STOCK 37247D106 8,953 261,700 SH SOLE * 261,700 0 0 GENZYME CORP COM STK COMMON STOCK 372917104 599 9,731 SH SOLE * 9,731 0 0 GENZYME CORP COM STK OPTIONS - CALLS 99O95NGJ4 480 7,800 SH CALL SOLE * 7,800 0 0 GEO GROUP INC COMMON STOCK 36159R103 334 8,900 SH SOLE * 8,900 0 0 GERBER SCIENTIFIC IN C COM STK COMMON STOCK 373730100 270 21,500 SH SOLE * 21,500 0 0 GERDAU SA COSG ADR ADRS STOCKS 373737105 405 25,300 SH SOLE * 25,300 0 0 GETTY IMAGES INC COM STK COMMON STOCK 374276103 10,722 250,400 SH SOLE * 250,400 0 0 GEVITY HR INC COMMON STOCK 374393106 4,281 180,700 SH SOLE * 180,700 0 0 GIANT INDS INC COM STK COMMON STOCK 374508109 1,874 25,000 SH SOLE * 25,000 0 0 GILEAD SCIENCES INC COM STK COMMON STOCK 375558103 273 4,200 SH SOLE * 4,200 0 0 GILEAD SCIENCES INC COM STK OPTIONS - CALLS 99O96H3M3 201 3,100 SH CALL SOLE * 3,100 0 0 GILEAD SCIENCES INC COM STK OPTIONS - PUTS 99O96H400 851 13,100 SH PUT SOLE * 13,100 0 0 GIVEN IMAGING LTD COM STK COMMON STOCK M52020100 614 31,718 SH SOLE * 31,718 0 0 GLOBAL IMAGING SYS I NC COM ST COMMON STOCK 37934A100 349 15,921 SH SOLE * 15,921 0 0 GLOBAL INDS LTD COM STK COMMON STOCK 379336100 651 49,938 SH SOLE * 49,938 0 0 GLOBAL PMTS INC COM STK COMMON STOCK 37940X102 25,206 544,400 SH SOLE * 544,400 0 0 GMARKET INC ADR ADRS STOCKS 38012G100 5,720 238,741 SH SOLE * 238,741 0 0 GOLD FIELDS LTD NEW ADR ADRS STOCKS 38059T106 3,319 175,800 SH SOLE * 175,800 0 0 GOLD KIST INC COMMON STOCK 380614107 1,849 87,979 SH SOLE * 87,979 0 0 GOLDEN STAR RES LTD CAD NPV CO COMMON STOCK 38119T104 124 42,000 SH SOLE * 42,000 0 0 GOLDMAN SACHS GROUP INC MEDIUM COMMON STOCK 38141G104 299 1,500 SH SOLE * 1,500 0 0 GOLDMAN SACHS GROUP INC MEDIUM OPTIONS - CALLS 99ACRM875 1,116 5,600 SH CALL SOLE * 5,600 0 0 GOLDMAN SACHS GROUP INC MEDIUM OPTIONS - PUTS 99O9DJKR1 738 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SH SOLE * 26,600 0 0 INTERCHANGE FINL SVC S CORP SA COMMON STOCK 458447109 422 18,347 SH SOLE * 18,347 0 0 INTERDIGITAL COMMUNI CATIONS C COMMON STOCK 45866A105 861 25,667 SH SOLE * 25,667 0 0 INTERLINE BRANDS INC COM STK COMMON STOCK 458743101 1,510 67,200 SH SOLE * 67,200 0 0 INTERMUNE INC COM STK COMMON STOCK 45884X103 240 7,800 SH SOLE * 7,800 0 0 INTERNAP NETWORK SVC S CORP CO COMMON STOCK 45885A300 1,179 59,343 SH SOLE * 59,343 0 0 INTERNATIONAL ASSETS HLDG COR COMMON STOCK 459028106 349 12,145 SH SOLE * 12,145 0 0 INTERNATIONAL COAL G ROUP INC COMMON STOCK 45928H106 1,941 356,200 SH SOLE * 356,200 0 0 INTERNATIONAL PAPER CO COM STK COMMON STOCK 460146103 4,968 145,700 SH SOLE * 145,700 0 0 INTERNATIONAL RECTIF IER CORP COMMON STOCK 460254105 27,626 717,000 SH SOLE * 717,000 0 0 INTERNATIONAL SECURITIES EXCHA COMMON STOCK 46031W204 6,794 145,200 SH SOLE * 145,200 0 0 INTERNATIONAL SPEEDW AY CORP C COMMON STOCK 460335201 1,237 24,228 SH SOLE * 24,228 0 0 INTERNET CAP GROUP INC NEW 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193294105 298 12,430 SH SOLE * 12,430 0 0 KEYCORP NY COM STK COMMON STOCK 493267108 7,519 197,700 SH SOLE * 197,700 0 0 KEYNOTE SYS INC COM STK COMMON STOCK 493308100 339 31,980 SH SOLE * 31,980 0 0 KEYSPAN CORP COM STK COMMON STOCK 49337W100 24,477 594,400 SH SOLE * 594,400 0 0 KHD HUMBOLDT WEDAG I NTL LTD C COMMON STOCK 482462108 244 6,100 SH SOLE * 6,100 0 0 KIMBALL INTL INC CL B COM STK COMMON STOCK 494274103 690 28,400 SH SOLE * 28,400 0 0 KINDER MORGAN COM STK COMMON STOCK 49455P101 26,107 246,877 SH SOLE * 246,877 0 0 KINDRED HEALTHCARE I NC COM ST COMMON STOCK 494580103 1,114 44,100 SH SOLE * 44,100 0 0 KINETIC CONCEPTS INC COM STK COMMON STOCK 49460W208 526 13,300 SH SOLE * 13,300 0 0 KING PHARMACEUTICALS INC COM COMMON STOCK 495582108 22,727 1,427,582 SH SOLE * 1,427,582 0 0 KITE REALTY GROUP TR REITS/RICS 49803T102 946 50,800 SH SOLE * 50,800 0 0 KKR FINANCIAL CORP COM STK REITS/RICS 482476306 844 31,500 SH SOLE * 31,500 0 0 KLA-TENCOR CORP COM STK COMMON STOCK 482480100 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514936103 7,624 120,800 SH SOLE * 120,800 0 0 LANDEC CORP COM STK COMMON STOCK 514766104 175 16,300 SH SOLE * 16,300 0 0 LANDSTAR SYSTEMS INC COM STK COMMON STOCK 515098101 1,489 39,000 SH SOLE * 39,000 0 0 LATTICE SEMICONDUCTO R CORP CO COMMON STOCK 518415104 599 92,503 SH SOLE * 92,503 0 0 LAWSON SOFTWARE INC NEW COM ST COMMON STOCK 52078P102 1,964 265,700 SH SOLE * 265,700 0 0 LAYNE CHRISTENSEN CO COM STK COMMON STOCK 521050104 2,988 91,000 SH SOLE * 91,000 0 0 LCA-VISION INC COM STK COMMON STOCK 501803308 3,975 115,700 SH SOLE * 115,700 0 0 LEADIS TECHNOLOGY IN C COM STK COMMON STOCK 52171N103 874 186,266 SH SOLE * 186,266 0 0 LEAP WIRELESS INTERN ATIONAL I COMMON STOCK 521863308 892 15,000 SH SOLE * 15,000 0 0 LEARNING TREE INTL I NC COM ST COMMON STOCK 522015106 374 42,100 SH SOLE * 42,100 0 0 LECG CORP COM STK COMMON STOCK 523234102 286 15,462 SH SOLE * 15,462 0 0 LECROY CORP COM STK COMMON STOCK 52324W109 955 83,000 SH SOLE * 83,000 0 0 LEGG MASON INC COM STK COMMON STOCK 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10,738 155,488 SH SOLE * 155,488 0 0 MORGAN STANLEY COM STK COMMON STOCK 617446448 34,803 427,400 SH SOLE * 427,400 0 0 MORGAN STANLEY COM STK OPTIONS - CALLS 99ACRM1H0 1,490 18,300 SH CALL SOLE * 18,300 0 0 MORGANS HOTEL GROUP CO COM COMMON STOCK 61748W108 215 12,700 SH SOLE * 12,700 0 0 MORTGAGEIT HLDS CASH MERGER REITS/RICS 61915Q108 384 26,000 SH SOLE * 26,000 0 0 MOTOROLA INC COM STK COMMON STOCK 620076109 45,721 2,223,800 SH SOLE * 2,223,800 0 0 MOVIE GALLERY INC COM STK COMMON STOCK 624581104 541 153,739 SH SOLE * 153,739 0 0 MPS GROUP INC COMMON STOCK 553409103 418 29,500 SH SOLE * 29,500 0 0 MRV COMMUNICATIONS I NC COM ST COMMON STOCK 553477100 42 11,734 SH SOLE * 11,734 0 0 MTS SYSTEMS CORP COM STK COMMON STOCK 553777103 1,398 36,200 SH SOLE * 36,200 0 0 MUELLER INDUSTRIES I NC COM ST COMMON STOCK 624756102 1,788 56,400 SH SOLE * 56,400 0 0 MULTIMEDIA GAMES INC COM STK COMMON STOCK 625453105 1,380 143,763 SH SOLE * 143,763 0 0 MUNICIPAL MTG & EQUI TY L L C COMMON STOCK 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1,078 33,800 SH SOLE * 33,800 0 0 NATIONAL AUSTRALIA B ANK LTD A ADRS STOCKS 632525408 656 4,121 SH SOLE * 4,121 0 0 NATIONAL FINANCIAL P ARTNERS C COMMON STOCK 63607P208 11,168 254,000 SH SOLE * 254,000 0 0 NATIONAL GRID PLC ADR ADRS STOCKS 636274300 1,009 13,900 SH SOLE * 13,900 0 0 NATIONAL HEALTH INVE STORS INC REITS/RICS 63633D104 356 10,800 SH SOLE * 10,800 0 0 NATIONAL INSTRUMENTS CORP COM COMMON STOCK 636518102 2,675 98,200 SH SOLE * 98,200 0 0 NATIONAL MED HEALTH CARD SYS I COMMON STOCK 636918302 279 23,600 SH SOLE * 23,600 0 0 NATIONAL PRESTO INDS INC COM COMMON STOCK 637215104 228 3,800 SH SOLE * 3,800 0 0 NATIONAL RETAIL PPTY INC COM REITS/RICS 637417106 1,671 72,800 SH SOLE * 72,800 0 0 NATIONAL SEMICONDUCT OR CORP C COMMON STOCK 637640103 2,286 100,700 SH SOLE * 100,700 0 0 NATIONAL-OILWELL VARCO INC COM COMMON STOCK 637071101 428 7,000 SH SOLE * 7,000 0 0 NATIONWIDE FINL SVCS INC CL A COMMON STOCK 638612101 7,089 130,800 SH SOLE * 130,800 0 0 NATURAL GAS SVCS GRO UP INC 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64,000 SH SOLE * 64,000 0 0 NORTHROP GRUMMAN COR P COM STK COMMON STOCK 666807102 14,549 214,900 SH SOLE * 214,900 0 0 NORTHSTAR RLTY FIN CORP COM REITS/RICS 66704R100 3,216 194,100 SH SOLE * 194,100 0 0 NORTHWESTERN COMMON STOCK 668074305 6,650 187,958 SH SOLE * 187,958 0 0 NOVARTIS INC BASLE ADR ADRS STOCKS 66987V109 1,120 19,500 SH SOLE * 19,500 0 0 NOVATEL WIRELESS INC COM STK COMMON STOCK 66987M604 881 91,100 SH SOLE * 91,100 0 0 NOVELL INC COM STK COMMON STOCK 670006105 5,339 861,200 SH SOLE * 861,200 0 0 NOVEN PHARMACEUTICAL S INC COM COMMON STOCK 670009109 497 19,545 SH SOLE * 19,545 0 0 NPS PHARMACEUTICALS INC COM ST COMMON STOCK 62936P103 617 136,100 SH SOLE * 136,100 0 0 NRG ENERGY INC COM STK COMMON STOCK 629377508 32,211 575,088 SH SOLE * 575,088 0 0 NU HORIZONS ELECTRON ICS CORP COMMON STOCK 669908105 107 10,400 SH SOLE * 10,400 0 0 NUCOR CORP COM STK COMMON STOCK 670346105 4,990 91,300 SH SOLE * 91,300 0 0 NUTRACEUTICAL INTL C ORP COM S COMMON STOCK 67060Y101 314 20,500 SH SOLE * 20,500 0 0 NVE CORP COM STK COMMON STOCK 629445206 2,872 93,400 SH SOLE * 93,400 0 0 NYMAGIC INC COM STK COMMON STOCK 629484106 454 12,400 SH SOLE * 12,400 0 0 O CHARLEYS INC TENN ESSEE COM COMMON STOCK 670823103 391 18,395 SH SOLE * 18,395 0 0 O2MICRO INTERNATIONA L LTD ADR ADRS STOCKS 67107W100 628 73,500 SH SOLE * 73,500 0 0 OCCIDENTAL PETE CORP COMMON STOCK 674599105 67,405 1,380,400 SH SOLE * 1,380,400 0 0 OCCIDENTAL PETE CORP OPTIONS - PUTS 99O96JKW8 347 7,100 SH PUT SOLE * 7,100 0 0 OCEANEERING INTL INC COM STK COMMON STOCK 675232102 14,522 365,800 SH SOLE * 365,800 0 0 OCEANFIRST FINL CORP COM STK COMMON STOCK 675234108 285 12,450 SH SOLE * 12,450 0 0 OCWEN FINL CORP COM STK COMMON STOCK 675746309 528 33,300 SH SOLE * 33,300 0 0 ODYSSEY HEALTHCARE I NC COM ST COMMON STOCK 67611V101 667 50,300 SH SOLE * 50,300 0 0 ODYSSEY RE HOLDING C ORP COM S COMMON STOCK 67612W108 1,436 38,500 SH SOLE * 38,500 0 0 OFFICE DEPOT INC COM STK COMMON STOCK 676220106 10,274 269,172 SH SOLE * 269,172 0 0 OFFICEMAX INC COMMON STOCK 67622P101 6,877 138,500 SH SOLE * 138,500 0 0 OGE ENERGY CORP (HOL DING CO) COMMON STOCK 670837103 644 16,100 SH SOLE * 16,100 0 0 OLD DOMINION FREIGHT LINE INC COMMON STOCK 679580100 905 37,600 SH SOLE * 37,600 0 0 OLD REP INTL CORP COM STK COMMON STOCK 680223104 3,827 164,400 SH SOLE * 164,400 0 0 OLIN CORP COM STK COMMON STOCK 680665205 757 45,800 SH SOLE * 45,800 0 0 OLYMPIC STEEL INC COM STK COMMON STOCK 68162K106 2,408 108,321 SH SOLE * 108,321 0 0 OMEGA HEALTHCARE INV ESTORS IN REITS/RICS 681936100 388 21,900 SH SOLE * 21,900 0 0 OMI CORP-NEW COM STK COMMON STOCK Y6476W104 10,181 480,900 SH SOLE * 480,900 0 0 OMNICELL INC COM STK COMMON STOCK 68213N109 1,589 85,300 SH SOLE * 85,300 0 0 OMNITURE INC COM STK COMMON STOCK 68212S109 501 35,599 SH SOLE * 35,599 0 0 OMNOVA SOLUTIONS INC COM STK COMMON STOCK 682129101 74 16,200 SH SOLE * 16,200 0 0 OMRIX BIOPHARMACEUTI CALS INC COMMON STOCK 681989109 7,227 238,819 SH SOLE * 238,819 0 0 ON 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15,600 SH SOLE * 15,600 0 0 PARAMETRIC TECHNOLOG Y CORP CO COMMON STOCK 699173209 1,706 94,700 SH SOLE * 94,700 0 0 PARK ELECTROCHEMICAL CORP COM COMMON STOCK 700416209 2,845 110,900 SH SOLE * 110,900 0 0 PARKER DRILLING CO COM STK COMMON STOCK 701081101 3,815 467,000 SH SOLE * 467,000 0 0 PARKER-HANNIFIN CORP COM STK COMMON STOCK 701094104 21,250 276,407 SH SOLE * 276,407 0 0 PARKWAY PROPERTIES I NC COM ST REITS/RICS 70159Q104 204 4,000 SH SOLE * 4,000 0 0 PARLUX FRAGRANCES IN C COM STK COMMON STOCK 701645103 682 122,500 SH SOLE * 122,500 0 0 PARTNER COMMUNICATIO NS COMPAN ADRS STOCKS 70211M109 495 43,266 SH SOLE * 43,266 0 0 PARTNERRE LIMITED BERMUDA COMMON STOCK G6852T105 14,682 206,700 SH SOLE * 206,700 0 0 PARTNERS TRUST FINAN CIAL GROU COMMON STOCK 70213F102 939 80,700 SH SOLE * 80,700 0 0 PATNI COMPUTER SYS ADR ADRS STOCKS 703248203 351 17,200 SH SOLE * 17,200 0 0 PATTERSON CO COMMON STOCK 703395103 6,132 172,676 SH SOLE * 172,676 0 0 PATTERSON-UTI ENERGY INC (EX COMMON STOCK 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OPTIONS - PUTS 99O97TBC9 1,257 31,100 SH PUT SOLE * 31,100 0 0 PEARSON PLC ADR ADRS STOCKS 705015105 965 63,900 SH SOLE * 63,900 0 0 PENGROWTH ENERGY TR UNIT COMMON STOCK 706902509 291 16,900 SH SOLE * 16,900 0 0 PENN NATIONAL GAMING INC COM COMMON STOCK 707569109 1,690 40,600 SH SOLE * 40,600 0 0 PENN TREATY AMERN CO RP COM ST COMMON STOCK 707874400 424 55,100 SH SOLE * 55,100 0 0 PENN VA RESOURCE PAR TNERS L P COMMON STOCK 707884102 929 35,700 SH SOLE * 35,700 0 0 PENNSYLVANIA REAL ES TATE INVE REITS/RICS 709102107 3,635 92,300 SH SOLE * 92,300 0 0 PENSON WORLDWIDE INC COM STK COMMON STOCK 709600100 1,165 42,500 SH SOLE * 42,500 0 0 PENTAIR INC COM STK COMMON STOCK 709631105 885 28,200 SH SOLE * 28,200 0 0 PEOPLESUPPORT COMMON STOCK 712714302 1,318 62,600 SH SOLE * 62,600 0 0 PEP BOYS-MANNY MOE & JACK COM COMMON STOCK 713278109 339 22,800 SH SOLE * 22,800 0 0 PEPCO HLDGS INC COM STK COMMON STOCK 713291102 2,559 98,400 SH SOLE * 98,400 0 0 PEPSI BOTTLING GROUP INC COM COMMON STOCK 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SH SOLE * 146,548 0 0 SILICON LABORATORIES INC COM COMMON STOCK 826919102 811 23,400 SH SOLE * 23,400 0 0 SILICON MOTION INC ADR ADRS STOCKS 82706C108 413 26,000 SH SOLE * 26,000 0 0 SILICON STORAGE TECH NOLOGY IN COMMON STOCK 827057100 946 209,700 SH SOLE * 209,700 0 0 SILICONWARE PRECISIO N INDUSTR ADRS STOCKS 827084864 352 44,781 SH SOLE * 44,781 0 0 SINA CORP COM SHS COMMON STOCK G81477104 5,413 188,600 SH SOLE * 188,600 0 0 SINCLAIR BROADCAST G ROUP INC COMMON STOCK 829226109 2,491 237,200 SH SOLE * 237,200 0 0 SINOPEC SHANGHAI PETROCHEMICAL ADRS STOCKS 82935M109 238 4,800 SH SOLE * 4,800 0 0 SINOVAC BIOTECH LTD COM COMMON STOCK P8696W104 27 11,700 SH SOLE * 11,700 0 0 SIRF TECHNOLOGY HOLD INGS INC COMMON STOCK 82967H101 14,536 569,589 SH SOLE * 569,589 0 0 SIRVA INC COM STK COMMON STOCK 82967Y104 359 103,100 SH SOLE * 103,100 0 0 SIX FLAGS INC COM NEW COMMON STOCK 83001P109 160 30,600 SH SOLE * 30,600 0 0 SK TELECOM CO LTD AD R (SPONSO ADRS STOCKS 78440P108 5,346 201,900 SH SOLE 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0 SONOCO PRODS CO COM STK COMMON STOCK 835495102 3,928 103,200 SH SOLE * 103,200 0 0 SOUTH FINL GROUP INC COM STK COMMON STOCK 837841105 838 31,500 SH SOLE * 31,500 0 0 SOUTH JERSEY INDUSTR IES INC C COMMON STOCK 838518108 224 6,700 SH SOLE * 6,700 0 0 SOUTHERN PERU COPPER COMMON STOCK 84265V105 19,158 355,500 SH SOLE * 355,500 0 0 SOUTHWEST GAS CORP COM STK COMMON STOCK 844895102 1,397 36,400 SH SOLE * 36,400 0 0 SPANISH BROADCASTING SYSTEM I COMMON STOCK 846425882 188 45,741 SH SOLE * 45,741 0 0 SPARTAN STORES INC COM STK COMMON STOCK 846822104 352 16,800 SH SOLE * 16,800 0 0 SPARTECH CORP COM STK COMMON STOCK 847220209 983 37,500 SH SOLE * 37,500 0 0 SPECTRUM BRANDS INC COMMON STOCK 84762L105 6,419 588,900 SH SOLE * 588,900 0 0 SPHERION CORP COM COMMON STOCK 848420105 531 71,500 SH SOLE * 71,500 0 0 SPIRIT FINANCE CORP COM STK REITS/RICS 848568309 3,843 308,192 SH SOLE * 308,192 0 0 SPSS INC COM STK COMMON STOCK 78462K102 385 12,800 SH SOLE * 12,800 0 0 SPX CORP COM STK COMMON STOCK 784635104 1,089 17,800 SH SOLE * 17,800 0 0 ST MARY LAND & EXPL CO COM STK COMMON STOCK 792228108 1,404 38,100 SH SOLE * 38,100 0 0 ST. 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