0001085146-14-000655.txt : 20140214
0001085146-14-000655.hdr.sgml : 20140214
20140214135205
ACCESSION NUMBER: 0001085146-14-000655
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140214
DATE AS OF CHANGE: 20140214
EFFECTIVENESS DATE: 20140214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ELLINGTON MANAGEMENT GROUP LLC
CENTRAL INDEX KEY: 0001098490
IRS NUMBER: 061441140
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11539
FILM NUMBER: 14614309
BUSINESS ADDRESS:
STREET 1: 53 FOREST AVENUE
CITY: OLD GREENWICH
STATE: CT
ZIP: 06870
BUSINESS PHONE: 2036981200
MAIL ADDRESS:
STREET 1: 53 FOREST AVENUE
CITY: OLD GREENWICH
STATE: CT
ZIP: 06870
13F-HR
1
primary_doc.xml
13F-HR
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false
true
false
0001098490
XXXXXXXX
12-31-2013
12-31-2013
false
ELLINGTON MANAGEMENT GROUP LLC
53 FOREST AVENUE
OLD GREENWICH
CT
06870
13F HOLDINGS REPORT
028-11539
N
David Rice
Chief Compliance Officer
203-698-1200
/s/ David Rice
Greenwich
CT
02-06-2014
0
542
280423
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
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3100
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049164205
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CAI INTERNATIONAL INC
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CAL MAINE FOODS INC
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CALIX INC
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CF INDS HLDGS INC
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ORD
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DEMAND MEDIA INC
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140
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DENBURY RES INC
COM NEW
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209
12700
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DEPOMED INC
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DEUTSCHE BANK AG
NAMEN AKT
D18190898
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COM
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DIODES INC
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DIRECTV
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DOMTAR CORP
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3400
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3400
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DR PEPPER SNAPPLE GROUP INC
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278
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DREW INDS INC
COM NEW
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DSW INC
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10600
SH
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DYNEX CAP INC
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93
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E HOUSE CHINA HLDGS LTD
ADR
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COM NEW
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282
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EAGLE MATERIALS INC
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COM
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ECHOSTAR CORP
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SPN ADS COM A
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EDISON INTL
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486
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ENANTA PHARMACEUTICALS INC
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314
11500
SH
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0
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ENERNOC INC
COM
292764107
578
33600
SH
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33600
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ENGILITY HLDGS INC
COM
29285W104
798
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SH
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ENPHASE ENERGY INC
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29355A107
120
18900
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ENTRAVISION COMMUNICATIONS C
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65
10600
SH
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EOG RES INC
COM
26875P101
252
1500
SH
SOLE
1500
0
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EPL OIL & GAS INC
COM
26883D108
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22500
SH
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22500
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EQT CORP
COM
26884L109
422
4700
SH
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4700
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EQUINIX INC
COM NEW
29444U502
603
3400
SH
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3400
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ERICSSON
ADR B SEK 10
294821608
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EVERBANK FINL CORP
COM
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SH
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EVERCORE PARTNERS INC
CLASS A
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EVEREST RE GROUP LTD
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SH
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EXAR CORP
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FACEBOOK INC
CL A
30303M102
470
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FEDERAL SIGNAL CORP
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313855108
243
16600
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SOLE
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0
FELCOR LODGING TR INC
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31430F101
173
21200
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FIESTA RESTAURANT GROUP INC
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31660B101
690
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FINISAR CORP
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31787A507
383
16000
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FIRST BANCORP P R
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318672706
378
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FIRST MIDWEST BANCORP DEL
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320867104
209
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FIRST POTOMAC RLTY TR
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33610F109
190
16300
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FIRST SOLAR INC
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336433107
1109
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FIRSTENERGY CORP
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337932107
201
6100
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FLAGSTAR BANCORP INC
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337930705
775
39500
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FLEETMATICS GROUP PLC
COM
G35569105
731
16900
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Y2573F102
124
15900
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FLIR SYS INC
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302445101
831
27600
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345550107
779
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346233109
653
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FORMFACTOR INC
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346375108
71
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FRANKLIN RES INC
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354613101
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GAIN CAP HLDGS INC
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36268W100
134
17800
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36467W109
1079
21900
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369300108
509
17300
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GENESCO INC
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371532102
424
5800
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GENESEE & WYO INC
CL A
371559105
653
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GENOMIC HEALTH INC
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37244C101
278
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419
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GENTIVA HEALTH SERVICES INC
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37247A102
248
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GEO GROUP INC
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36159R103
551
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GEOSPACE TECHNOLOGIES CORP
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37364X109
577
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166
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GERON CORP
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374163103
420
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37518B102
359
12800
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GILEAD SCIENCES INC
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375558103
338
4500
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GLOBAL CASH ACCESS HLDGS INC
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378967103
564
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GLOBAL EAGLE ENTMT INC
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37951D102
265
17800
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COM CL A
36191G107
696
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383082104
251
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384802104
639
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38489R100
143
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38500T101
143
19600
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388689101
602
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389375106
299
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391164100
550
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39153L106
288
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GREEN PLAINS RENEWABLE ENERG
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393222104
236
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GREIF INC
CL A
397624107
204
3900
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GRIFFON CORP
COM
398433102
162
12300
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12300
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GRUPO FINANCIERO GALICIA S A
SP ADR 10 SH B
399909100
108
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HARMONIC INC
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413160102
435
59000
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HATTERAS FINL CORP
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41902R103
753
46100
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HEADWATERS INC
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42210P102
580
59200
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HEALTH NET INC
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42222G108
813
27400
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HELIX ENERGY SOLUTIONS GRP I
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42330P107
800
34500
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HENRY JACK & ASSOC INC
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426281101
272
4600
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HERCULES OFFSHORE INC
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427093109
159
24400
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HERTZ GLOBAL HOLDINGS INC
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42805T105
286
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0
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HEWLETT PACKARD CO
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428236103
297
10600
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10600
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HFF INC
CL A
40418F108
521
19400
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HHGREGG INC
COM
42833L108
420
30100
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30100
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432748101
1039
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44900
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HMS HLDGS CORP
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40425J101
311
13700
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13700
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HNI CORP
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404251100
217
5600
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5600
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HORIZON PHARMA INC
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44047T109
372
48800
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48800
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HOST HOTELS & RESORTS INC
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44107P104
816
42000
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SOLE
42000
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HOVNANIAN ENTERPRISES INC
CL A
442487203
431
65100
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SOLE
65100
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HOWARD HUGHES CORP
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44267D107
601
5000
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SOLE
5000
0
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HUMANA INC
COM
444859102
1424
13800
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13800
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HUNTINGTON INGALLS INDS INC
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446413106
702
7800
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SOLE
7800
0
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HYATT HOTELS CORP
COM CL A
448579102
218
4400
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SOLE
4400
0
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ICICI BK LTD
ADR
45104G104
208
5600
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SOLE
5600
0
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IGATE CORP
COM
45169U105
606
15100
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SOLE
15100
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IMMERSION CORP
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452521107
295
28400
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28400
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INDEPENDENT BANK CORP MICH
COM NEW
453838609
204
17000
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17000
0
0
INFINERA CORPORATION
COM
45667G103
783
80100
SH
SOLE
80100
0
0
ING GROEP N V
SPONSORED ADR
456837103
443
31600
SH
SOLE
31600
0
0
ING U S INC
COM
45685E106
956
27200
SH
SOLE
27200
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
704
69200
SH
SOLE
69200
0
0
INTELIQUENT INC
COM
45825N107
858
75200
SH
SOLE
75200
0
0
INTELSAT S A
COM
L5140P101
279
12400
SH
SOLE
12400
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
572
23500
SH
SOLE
23500
0
0
INTERNATIONAL RECTIFIER CORP
COM
460254105
261
10000
SH
SOLE
10000
0
0
INVACARE CORP
COM
461203101
383
16500
SH
SOLE
16500
0
0
INVESCO LTD
SHS
G491BT108
812
22300
SH
SOLE
22300
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
364
58200
SH
SOLE
58200
0
0
IROBOT CORP
COM
462726100
285
8200
SH
SOLE
8200
0
0
ISTAR FINL INC
COM
45031U101
601
42100
SH
SOLE
42100
0
0
IXIA
COM
45071R109
403
30300
SH
SOLE
30300
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
131
14300
SH
SOLE
14300
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
246
3900
SH
SOLE
3900
0
0
JETBLUE AIRWAYS CORP
COM
477143101
157
18400
SH
SOLE
18400
0
0
JONES ENERGY INC
COM CL A
48019R108
324
22380
SH
SOLE
22380
0
0
JUNIPER NETWORKS INC
COM
48203R104
246
10900
SH
SOLE
10900
0
0
KAR AUCTION SVCS INC
COM
48238T109
603
20400
SH
SOLE
20400
0
0
KCG HLDGS INC
CL A
48244B100
182
15200
SH
SOLE
15200
0
0
KEYCORP NEW
COM
493267108
161
12000
SH
SOLE
12000
0
0
KINDER MORGAN INC DEL
COM
49456B101
238
6600
SH
SOLE
6600
0
0
KINDER MORGAN MANAGEMENT LLC
SHS
49455U100
598
7900
SH
SOLE
7900
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
75
17100
SH
SOLE
17100
0
0
KOPPERS HOLDINGS INC
COM
50060P106
206
4500
SH
SOLE
4500
0
0
KRISPY KREME DOUGHNUTS INC
COM
501014104
797
41300
SH
SOLE
41300
0
0
LAM RESEARCH CORP
COM
512807108
523
9600
SH
SOLE
9600
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
591
107600
SH
SOLE
107600
0
0
LEIDOS HLDGS INC
COM
525327102
335
7200
SH
SOLE
7200
0
0
LENNOX INTL INC
COM
526107107
723
8500
SH
SOLE
8500
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
295
24300
SH
SOLE
24300
0
0
LIBERTY INTERACTIVE CORP
LBT VENT COM A
53071M880
846
6900
SH
SOLE
6900
0
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LIFE TIME FITNESS INC
COM
53217R207
752
16000
SH
SOLE
16000
0
0
LIFELOCK INC
COM
53224V100
366
22300
SH
SOLE
22300
0
0
LINNCO LLC
COMSHS LTD INT
535782106
625
20300
SH
SOLE
20300
0
0
LIONBRIDGE TECHNOLOGIES INC
COM
536252109
132
22100
SH
SOLE
22100
0
0
LITHIA MTRS INC
CL A
536797103
896
12900
SH
SOLE
12900
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
371
18800
SH
SOLE
18800
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LKQ CORP
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501889208
260
7900
SH
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7900
0
0
LORILLARD INC
COM
544147101
552
10900
SH
SOLE
10900
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
385
4800
SH
SOLE
4800
0
0
MADISON SQUARE GARDEN CO
CL A
55826P100
622
10800
SH
SOLE
10800
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
743
68000
SH
SOLE
68000
0
0
MANHATTAN ASSOCS INC
COM
562750109
376
3200
SH
SOLE
3200
0
0
MARATHON OIL CORP
COM
565849106
268
7600
SH
SOLE
7600
0
0
MAXWELL TECHNOLOGIES INC
COM
577767106
88
11300
SH
SOLE
11300
0
0
MBIA INC
COM
55262C100
362
30300
SH
SOLE
30300
0
0
MCDONALDS CORP
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580135101
737
7600
SH
SOLE
7600
0
0
MCGRAW HILL FINL INC
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580645109
790
10100
SH
SOLE
10100
0
0
MEDASSETS INC
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584045108
278
14000
SH
SOLE
14000
0
0
MEDICINES CO
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584688105
282
7300
SH
SOLE
7300
0
0
METHODE ELECTRS INC
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591520200
841
24600
SH
SOLE
24600
0
0
METLIFE INC
COM
59156R108
723
13400
SH
SOLE
13400
0
0
MICROCHIP TECHNOLOGY INC
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595017104
671
15000
SH
SOLE
15000
0
0
MICROSEMI CORP
COM
595137100
257
10300
SH
SOLE
10300
0
0
MILLER ENERGY RES INC
COM
600527105
151
21500
SH
SOLE
21500
0
0
MIMEDX GROUP INC
COM
602496101
321
36700
SH
SOLE
36700
0
0
MITEL NETWORKS CORP
COM
60671Q104
171
16900
SH
SOLE
16900
0
0
MITSUBISHI UFJ FINL GROUP IN
SPONSORED ADR
606822104
187
28000
SH
SOLE
28000
0
0
MKS INSTRUMENT INC
COM
55306N104
419
14000
SH
SOLE
14000
0
0
MOBILE TELESYSTEMS OJSC
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607409109
244
11300
SH
SOLE
11300
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0
MOHAWK INDS INC
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608190104
208
1400
SH
SOLE
1400
0
0
MOLINA HEALTHCARE INC
COM
60855R100
219
6300
SH
SOLE
6300
0
0
MONOTYPE IMAGING HOLDINGS IN
COM
61022P100
249
7800
SH
SOLE
7800
0
0
MOODYS CORP
COM
615369105
808
10300
SH
SOLE
10300
0
0
MOTORCAR PTS AMER INC
COM
620071100
247
12800
SH
SOLE
12800
0
0
MOVADO GROUP INC
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624580106
467
10600
SH
SOLE
10600
0
0
MSCI INC
COM
55354G100
393
9000
SH
SOLE
9000
0
0
MURPHY USA INC
COM
626755102
320
7700
SH
SOLE
7700
0
0
MYRIAD GENETICS INC
COM
62855J104
361
17200
SH
SOLE
17200
0
0
NAM TAI ELECTRS INC
COM PAR $0.02
629865205
246
34500
SH
SOLE
34500
0
0
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SPN ADR REP 1 SH
633643705
194
34700
SH
SOLE
34700
0
0
NCI BUILDING SYS INC
COM NEW
628852204
826
47100
SH
SOLE
47100
0
0
NCR CORP NEW
COM
62886E108
933
27400
SH
SOLE
27400
0
0
NET 1 UEPS TECHNOLOGIES INC
COM NEW
64107N206
168
19200
SH
SOLE
19200
0
0
NEW RESIDENTIAL INVT CORP
COM
64828T102
294
44000
SH
SOLE
44000
0
0
NEWMARKET CORP
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651587107
1036
3100
SH
SOLE
3100
0
0
NEWPORT CORP
COM
651824104
246
13600
SH
SOLE
13600
0
0
NOODLES & CO
CL A
65540B105
226
6300
SH
SOLE
6300
0
0
NPS PHARMACEUTICALS INC
COM
62936P103
395
13000
SH
SOLE
13000
0
0
NRG ENERGY INC
COM NEW
629377508
210
7300
SH
SOLE
7300
0
0
NTELOS HLDGS CORP
COM NEW
67020Q305
330
16300
SH
SOLE
16300
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
636
4600
SH
SOLE
4600
0
0
NUTRI SYS INC NEW
COM
67069D108
658
40000
SH
SOLE
40000
0
0
OFFICE DEPOT INC
COM
676220106
1564
295600
SH
SOLE
295600
0
0
OFG BANCORP
COM
67103X102
515
29700
SH
SOLE
29700
0
0
OM GROUP INC
COM
670872100
229
6300
SH
SOLE
6300
0
0
OMEGA PROTEIN CORP
COM
68210P107
678
55200
SH
SOLE
55200
0
0
ON ASSIGNMENT INC
COM
682159108
384
11000
SH
SOLE
11000
0
0
ON SEMICONDUCTOR CORP
COM
682189105
82
10000
SH
SOLE
10000
0
0
ONCOMED PHARMACEUTICALS INC
COM
68234X102
440
14900
SH
SOLE
14900
0
0
ORBOTECH LTD
ORD
M75253100
794
58700
SH
SOLE
58700
0
0
OREXIGEN THERAPEUTICS INC
COM
686164104
297
52700
SH
SOLE
52700
0
0
ORTHOFIX INTL N V
COM
N6748L102
377
16500
SH
SOLE
16500
0
0
OSHKOSH CORP
COM
688239201
549
10900
SH
SOLE
10900
0
0
OSI SYSTEMS INC
COM
671044105
483
9100
SH
SOLE
9100
0
0
OUTERWALL INC
COM
690070107
222
3300
SH
SOLE
3300
0
0
OXYGEN BIOTHERAPEUTICS INC
COM PAR $0.0001
69207P308
154
34200
SH
SOLE
34200
0
0
PACER INTL INC TENN
COM
69373H106
263
31800
SH
SOLE
31800
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
464
88700
SH
SOLE
88700
0
0
PACIFIC ETHANOL INC
COM PAR $.001
69423U305
89
17500
SH
SOLE
17500
0
0
PANTRY INC
COM
698657103
203
12100
SH
SOLE
12100
0
0
PARAGON SHIPPING INC
CL A NEW
69913R408
221
30000
SH
SOLE
30000
0
0
PARKER DRILLING CO
COM
701081101
346
42500
SH
SOLE
42500
0
0
PARTNERRE LTD
COM
G6852T105
211
2000
SH
SOLE
2000
0
0
PDC ENERGY INC
COM
69327R101
218
4100
SH
SOLE
4100
0
0
PEGASYSTEMS INC
COM
705573103
344
7000
SH
SOLE
7000
0
0
PENN NATL GAMING INC
COM
707569109
824
57500
SH
SOLE
57500
0
0
PENNYMAC FINL SVCS INC
CL A
70932B101
211
12000
SH
SOLE
12000
0
0
PERFORMANT FINL CORP
COM
71377E105
422
41000
SH
SOLE
41000
0
0
PETMED EXPRESS INC
COM
716382106
361
21700
SH
SOLE
21700
0
0
PETROBRAS ARGENTINA S A
SPONS ADR
71646J109
67
12100
SH
SOLE
12100
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
851
57900
SH
SOLE
57900
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
491
35600
SH
SOLE
35600
0
0
PFIZER INC
COM
717081103
374
12200
SH
SOLE
12200
0
0
PHILLIPS 66
COM
718546104
787
10200
SH
SOLE
10200
0
0
PHOENIX NEW MEDIA LTD
SPONSORED ADS
71910C103
160
16600
SH
SOLE
16600
0
0
PHOTRONICS INC
COM
719405102
199
22029
SH
SOLE
22029
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
400
24200
SH
SOLE
24200
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
163
10000
SH
SOLE
10000
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
208
6400
SH
SOLE
6400
0
0
PIXELWORKS INC
COM NEW
72581M305
79
16300
SH
SOLE
16300
0
0
PNC FINL SVCS GROUP INC
COM
693475105
287
3700
SH
SOLE
3700
0
0
POLYONE CORP
COM
73179P106
223
6300
SH
SOLE
6300
0
0
POOL CORPORATION
COM
73278L105
983
16900
SH
SOLE
16900
0
0
PORTFOLIO RECOVERY ASSOCS IN
COM
73640Q105
904
17100
SH
SOLE
17100
0
0
POST HLDGS INC
COM
737446104
414
8400
SH
SOLE
8400
0
0
POWER INTEGRATIONS INC
COM
739276103
229
4100
SH
SOLE
4100
0
0
POZEN INC
COM
73941U102
259
32200
SH
SOLE
32200
0
0
PREMIERE GLOBAL SVCS INC
COM
740585104
175
15100
SH
SOLE
15100
0
0
PROTO LABS INC
COM
743713109
456
6400
SH
SOLE
6400
0
0
QEP RES INC
COM
74733V100
650
21200
SH
SOLE
21200
0
0
QUALCOMM INC
COM
747525103
631
8500
SH
SOLE
8500
0
0
QUALITY DISTR INC FLA
COM
74756M102
538
41900
SH
SOLE
41900
0
0
QUESTCOR PHARMACEUTICALS INC
COM
74835Y101
250
4600
SH
SOLE
4600
0
0
QUINTILES TRANSNATIO HLDGS I
COM
74876Y101
260
5600
SH
SOLE
5600
0
0
RAIT FINANCIAL TRUST
COM NEW
749227609
313
34900
SH
SOLE
34900
0
0
RALPH LAUREN CORP
CL A
751212101
300
1700
SH
SOLE
1700
0
0
RAMBUS INC DEL
COM
750917106
195
20600
SH
SOLE
20600
0
0
RAPTOR PHARMACEUTICAL CORP
COM
75382F106
216
16600
SH
SOLE
16600
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1044
20000
SH
SOLE
20000
0
0
REALD INC
COM
75604L105
144
16900
SH
SOLE
16900
0
0
REALOGY HLDGS CORP
COM
75605Y106
1113
22500
SH
SOLE
22500
0
0
RED ROBIN GOURMET BURGERS IN
COM
75689M101
302
4100
SH
SOLE
4100
0
0
REDWOOD TR INC
COM
758075402
1071
55300
SH
SOLE
55300
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
220
800
SH
SOLE
800
0
0
REGIONAL MGMT CORP
COM
75902K106
363
10700
SH
SOLE
10700
0
0
REGIONS FINL CORP NEW
COM
7591EP100
679
68700
SH
SOLE
68700
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
804
10600
SH
SOLE
10600
0
0
RENASANT CORP
COM
75970E107
227
7200
SH
SOLE
7200
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
1555
135700
SH
SOLE
135700
0
0
RENT A CTR INC NEW
COM
76009N100
453
13600
SH
SOLE
13600
0
0
REPLIGEN CORP
COM
759916109
539
39500
SH
SOLE
39500
0
0
REPUBLIC AWYS HLDGS INC
COM
760276105
628
58700
SH
SOLE
58700
0
0
RESOLUTE ENERGY CORP
COM
76116A108
165
18300
SH
SOLE
18300
0
0
RESOLUTE FST PRODS INC
COM
76117W109
184
11500
SH
SOLE
11500
0
0
RESOURCE CAP CORP
COM
76120W302
613
103400
SH
SOLE
103400
0
0
RESTORATION HARDWARE HLDGS I
COM
761283100
262
3900
SH
SOLE
3900
0
0
RETAILMENOT INC
COM SER 1
76132B106
279
9700
SH
SOLE
9700
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
264
5900
SH
SOLE
5900
0
0
RF INDS LTD
COM PAR $0.01
749552105
266
28900
SH
SOLE
28900
0
0
RF MICRODEVICES INC
COM
749941100
141
27300
SH
SOLE
27300
0
0
RITE AID CORP
COM
767754104
379
74900
SH
SOLE
74900
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
380
14100
SH
SOLE
14100
0
0
ROCK-TENN CO
CL A
772739207
693
6600
SH
SOLE
6600
0
0
ROCKWOOD HLDGS INC
COM
774415103
978
13600
SH
SOLE
13600
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
225
3000
SH
SOLE
3000
0
0
RUBY TUESDAY INC
COM
781182100
357
51500
SH
SOLE
51500
0
0
SALIX PHARMACEUTICALS INC
COM
795435106
216
2400
SH
SOLE
2400
0
0
SANDERSON FARMS INC
COM
800013104
745
10300
SH
SOLE
10300
0
0
SANMINA CORPORATION
COM
801056102
1004
60100
SH
SOLE
60100
0
0
SCHOLASTIC CORP
COM
807066105
1435
42200
SH
SOLE
42200
0
0
SEACHANGE INTL INC
COM
811699107
353
29000
SH
SOLE
29000
0
0
SEAWORLD ENTMT INC
COM
81282V100
1182
41100
SH
SOLE
41100
0
0
SEI INVESTMENTS CO
COM
784117103
740
21300
SH
SOLE
21300
0
0
SEMGROUP CORP
CL A
81663A105
307
4700
SH
SOLE
4700
0
0
SENSATA TECHNOLOGIES HLDG BV
SHS
N7902X106
717
18500
SH
SOLE
18500
0
0
SERVICE CORP INTL
COM
817565104
185
10200
SH
SOLE
10200
0
0
SERVICESOURCE INTL LLC
COM
81763U100
398
47500
SH
SOLE
47500
0
0
SHANDA GAMES LTD
SP ADR REPTG A
81941U105
161
35100
SH
SOLE
35100
0
0
SHIRE PLC
SPONSORED ADR
82481R106
339
2400
SH
SOLE
2400
0
0
SHORETEL INC
COM
825211105
116
12500
SH
SOLE
12500
0
0
SHUTTERFLY INC
COM
82568P304
280
5500
SH
SOLE
5500
0
0
SIBANYE GOLD LTD
SPONSORED ADR
825724206
162
33600
SH
SOLE
33600
0
0
SIERRA WIRELESS INC
COM
826516106
208
8600
SH
SOLE
8600
0
0
SIGMA DESIGNS INC
COM
826565103
73
15500
SH
SOLE
15500
0
0
SILICON IMAGE INC
COM
82705T102
69
11200
SH
SOLE
11200
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
544
25900
SH
SOLE
25900
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
943
6200
SH
SOLE
6200
0
0
SINA CORP
ORD
G81477104
236
2800
SH
SOLE
2800
0
0
SINOVAC BIOTECH LTD
SHS
P8696W104
207
33800
SH
SOLE
33800
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
751
10700
SH
SOLE
10700
0
0
SKECHERS U S A INC
CL A
830566105
311
9400
SH
SOLE
9400
0
0
SKULLCANDY INC
COM
83083J104
123
17100
SH
SOLE
17100
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
603
21100
SH
SOLE
21100
0
0
SLM CORP
COM
78442P106
568
21600
SH
SOLE
21600
0
0
SM ENERGY CO
COM
78454L100
440
5300
SH
SOLE
5300
0
0
SNAP ON INC
COM
833034101
734
6700
SH
SOLE
6700
0
0
SODASTREAM INTERNATIONAL LTD
USD SHS
M9068E105
352
7100
SH
SOLE
7100
0
0
SOLAR CAP LTD
COM
83413U100
433
19200
SH
SOLE
19200
0
0
SPECTRUM BRANDS HLDGS INC
COM
84763R101
713
10100
SH
SOLE
10100
0
0
SPIRIT AIRLS INC
COM
848577102
200
4400
SH
SOLE
4400
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
235
5300
SH
SOLE
5300
0
0
STARZ
COM SER A
85571Q102
506
17300
SH
SOLE
17300
0
0
STATE BK FINL CORP
COM
856190103
184
10100
SH
SOLE
10100
0
0
STEALTHGAS INC
SHS
Y81669106
153
15005
SH
SOLE
15005
0
0
STEEL DYNAMICS INC
COM
858119100
379
19400
SH
SOLE
19400
0
0
STEELCASE INC
CL A
858155203
174
11000
SH
SOLE
11000
0
0
STERLING BANCORP DEL
COM
85917A100
217
16200
SH
SOLE
16200
0
0
STIFEL FINL CORP
COM
860630102
316
6600
SH
SOLE
6600
0
0
STRAYER ED INC
COM
863236105
541
15700
SH
SOLE
15700
0
0
SUSQUEHANNA BANCSHARES INC P
COM
869099101
566
44100
SH
SOLE
44100
0
0
SYKES ENTERPRISES INC
COM
871237103
205
9400
SH
SOLE
9400
0
0
SYNERGY RES CORP
COM
87164P103
250
27000
SH
SOLE
27000
0
0
SYNTA PHARMACEUTICALS CORP
COM
87162T206
72
13700
SH
SOLE
13700
0
0
TANGOE INC
COM
87582Y108
319
17700
SH
SOLE
17700
0
0
TATA MTRS LTD
SPONSORED ADR
876568502
290
9400
SH
SOLE
9400
0
0
TELECOM ARGENTINA S A
SPON ADR REP B
879273209
491
28500
SH
SOLE
28500
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
206
4900
SH
SOLE
4900
0
0
TESLA MTRS INC
COM
88160R101
557
3700
SH
SOLE
3700
0
0
TESORO CORP
COM
881609101
620
10600
SH
SOLE
10600
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
728
11700
SH
SOLE
11700
0
0
THE ADT CORPORATION
COM
00101J106
214
5300
SH
SOLE
5300
0
0
THOR INDS INC
COM
885160101
790
14300
SH
SOLE
14300
0
0
TILE SHOP HLDGS INC
COM
88677Q109
215
11900
SH
SOLE
11900
0
0
TIMKEN CO
COM
887389104
595
10800
SH
SOLE
10800
0
0
TOLL BROTHERS INC
COM
889478103
270
7300
SH
SOLE
7300
0
0
TOWER INTL INC
COM
891826109
507
23700
SH
SOLE
23700
0
0
TRANSDIGM GROUP INC
COM
893641100
225
1400
SH
SOLE
1400
0
0
TRAVELCENTERS OF AMERICA LLC
COM
894174101
467
47900
SH
SOLE
47900
0
0
TRIMAS CORP
COM NEW
896215209
211
5300
SH
SOLE
5300
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
434
12500
SH
SOLE
12500
0
0
TRIUMPH GROUP INC NEW
COM
896818101
532
7000
SH
SOLE
7000
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
283
3800
SH
SOLE
3800
0
0
TTM TECHNOLOGIES INC
COM
87305R109
89
10400
SH
SOLE
10400
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
471
13400
SH
SOLE
13400
0
0
U S G CORP
COM NEW
903293405
301
10600
SH
SOLE
10600
0
0
UBIQUITI NETWORKS INC
COM
90347A100
832
18100
SH
SOLE
18100
0
0
UBS AG
SHS NEW
H89231338
1030
53500
SH
SOLE
53500
0
0
UGI CORP NEW
COM
902681105
775
18700
SH
SOLE
18700
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
521
5400
SH
SOLE
5400
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
196
19500
SH
SOLE
19500
0
0
UMPQUA HLDGS CORP
COM
904214103
542
28300
SH
SOLE
28300
0
0
UNIFIRST CORP MASS
COM
904708104
342
3200
SH
SOLE
3200
0
0
UNION PAC CORP
COM
907818108
235
1400
SH
SOLE
1400
0
0
UNITED CONTL HLDGS INC
COM
910047109
322
8500
SH
SOLE
8500
0
0
UNITED ONLINE INC
COM NEW
911268209
292
21201
SH
SOLE
21201
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
361
4800
SH
SOLE
4800
0
0
UNIVERSAL AMERN CORP NEW
COM
91338E101
104
14300
SH
SOLE
14300
0
0
UNIVERSAL FST PRODS INC
COM
913543104
610
11700
SH
SOLE
11700
0
0
USEC INC
COM NEW
90333E207
132
20000
SH
SOLE
20000
0
0
VAALCO ENERGY INC
COM NEW
91851C201
402
58300
SH
SOLE
58300
0
0
VALE S A
ADR
91912E105
296
19400
SH
SOLE
19400
0
0
VALE S A
ADR REPSTG PFD
91912E204
629
44900
SH
SOLE
44900
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
254
6300
SH
SOLE
6300
0
0
VALUECLICK INC
COM
92046N102
285
12200
SH
SOLE
12200
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
189
15200
SH
SOLE
15200
0
0
VCA ANTECH INC
COM
918194101
558
17800
SH
SOLE
17800
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
211
4300
SH
SOLE
4300
0
0
VIEWPOINT FINL GROUP INC MD
COM
92672A101
598
21800
SH
SOLE
21800
0
0
VIMPELCOM LTD
SPONSORED ADR
92719A106
180
13900
SH
SOLE
13900
0
0
VMWARE INC
CL A COM
928563402
529
5900
SH
SOLE
5900
0
0
VOCUS INC
COM
92858J108
132
11600
SH
SOLE
11600
0
0
VOXX INTL CORP
CL A
91829F104
259
15500
SH
SOLE
15500
0
0
WADDELL & REED FINL INC
CL A
930059100
1635
25100
SH
SOLE
25100
0
0
WASHINGTON FED INC
COM
938824109
212
9100
SH
SOLE
9100
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
547
16600
SH
SOLE
16600
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
845
12000
SH
SOLE
12000
0
0
WESTERN ASSET MTG CAP CORP
COM
95790D105
375
25200
SH
SOLE
25200
0
0
WESTLAKE CHEM CORP
COM
960413102
427
3500
SH
SOLE
3500
0
0
WESTWOOD HLDGS GROUP INC
COM
961765104
303
4900
SH
SOLE
4900
0
0
WHIRLPOOL CORP
COM
963320106
251
1600
SH
SOLE
1600
0
0
WHITING PETE CORP NEW
COM
966387102
377
6100
SH
SOLE
6100
0
0
WILSHIRE BANCORP INC
COM
97186T108
207
18900
SH
SOLE
18900
0
0
WINNEBAGO INDS INC
COM
974637100
269
9800
SH
SOLE
9800
0
0
WINTRUST FINL CORP
COM
97650W108
221
4800
SH
SOLE
4800
0
0
WISDOMTREE INVTS INC
COM
97717P104
577
32600
SH
SOLE
32600
0
0
WORLD ACCEP CORP DEL
COM
981419104
875
10000
SH
SOLE
10000
0
0
WORTHINGTON INDS INC
COM
981811102
231
5500
SH
SOLE
5500
0
0
XILINX INC
COM
983919101
574
12500
SH
SOLE
12500
0
0
XOOM CORP
COM
98419Q101
413
15100
SH
SOLE
15100
0
0
YANDEX N V
SHS CLASS A
N97284108
595
13800
SH
SOLE
13800
0
0
YINGLI GREEN ENERGY HLDG CO
ADR
98584B103
121
23900
SH
SOLE
23900
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
311
17900
SH
SOLE
17900
0
0
YUM BRANDS INC
COM
988498101
242
3200
SH
SOLE
3200
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
993
52500
SH
SOLE
52500
0
0
ZIONS BANCORPORATION
COM
989701107
303
10100
SH
SOLE
10100
0
0
ZIX CORP
COM
98974P100
67
14700
SH
SOLE
14700
0
0
ZOETIS INC
CL A
98978V103
693
21200
SH
SOLE
21200
0
0