0001085146-14-001161.txt : 20140515 0001085146-14-001161.hdr.sgml : 20140515 20140515122217 ACCESSION NUMBER: 0001085146-14-001161 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140515 DATE AS OF CHANGE: 20140515 EFFECTIVENESS DATE: 20140515 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: 14845240 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 LIVE false true false 0001098490 XXXXXXXX 03-31-2014 03-31-2014 false ELLINGTON MANAGEMENT GROUP LLC

53 FOREST AVENUE OLD GREENWICH CT 06870

13F HOLDINGS REPORT 028-11539 N David Rice 203-698-1200 /s/ David Rice Greenwich CT 05-15-2014 0 586 341759 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ABBOTT LABS COM 002824100 350 9100 SH SOLE 9100 0 0 ABM INDS INC COM 000957100 264 9200 SH SOLE 9200 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 857 19000 SH SOLE 19000 0 0 ACCELERON PHARMA INC COM 00434H108 435 12600 SH SOLE 12600 0 0 ACCO BRANDS CORP COM 00081T108 509 82700 SH SOLE 82700 0 0 ACCURAY INC COM 004397105 97 10100 SH SOLE 10100 0 0 ACE LTD SHS H0023R105 228 2300 SH SOLE 2300 0 0 ACELRX PHARMACEUTICALS INC COM 00444T100 507 42200 SH SOLE 42200 0 0 ACETO CORP COM 004446100 366 18200 SH SOLE 18200 0 0 ACTAVIS PLC SHS G0083B108 247 1200 SH SOLE 1200 0 0 ACTIVISION BLIZZARD INC COM 00507V109 325 15900 SH SOLE 15900 0 0 ACTUATE CORP COM 00508B102 235 39100 SH SOLE 39100 0 0 ADDUS HOMECARE CORP COM 006739106 413 17900 SH SOLE 17900 0 0 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 952 38800 SH SOLE 38800 0 0 ADVANCED ENERGY INDS COM 007973100 343 14000 SH SOLE 14000 0 0 AES CORP COM 00130H105 635 44500 SH SOLE 44500 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1280 6400 SH SOLE 6400 0 0 AFFYMETRIX INC COM 00826T108 908 127300 SH SOLE 127300 0 0 AFLAC INC COM 001055102 290 4600 SH SOLE 4600 0 0 AG MTG INVT TR INC COM 001228105 305 17400 SH SOLE 17400 0 0 AGCO CORP COM 001084102 656 11900 SH SOLE 11900 0 0 AGNICO EAGLE MINES LTD COM 008474108 227 7500 SH SOLE 7500 0 0 AK STL HLDG CORP COM 001547108 1284 177800 SH SOLE 177800 0 0 AKORN INC COM 009728106 568 25800 SH SOLE 25800 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 319 7500 SH SOLE 7500 0 0 ALIGN TECHNOLOGY INC COM 016255101 399 7700 SH SOLE 7700 0 0 ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 259 17900 SH SOLE 17900 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1393 13500 SH SOLE 13500 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 624 9300 SH SOLE 9300 0 0 ALON USA ENERGY INC COM 020520102 221 14800 SH SOLE 14800 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 432 13700 SH SOLE 13700 0 0 ALTRIA GROUP INC COM 02209S103 213 5700 SH SOLE 5700 0 0 AMAZON COM INC COM 023135106 774 2300 SH SOLE 2300 0 0 AMBARELLA INC SHS G037AX101 425 15900 SH SOLE 15900 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 465 23400 SH SOLE 23400 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 257 13900 SH SOLE 13900 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 390 7800 SH SOLE 7800 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 937 66800 SH SOLE 66800 0 0 AMERICAN WOODMARK CORP COM 030506109 242 7200 SH SOLE 7200 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 281 6200 SH SOLE 6200 0 0 AMERISOURCEBERGEN CORP COM 03073E105 308 4700 SH SOLE 4700 0 0 AMIRA NATURE FOODS LTD SHS G0335L102 211 12400 SH SOLE 12400 0 0 ANACOR PHARMACEUTICALS INC COM 032420101 500 25000 SH SOLE 25000 0 0 ANADARKO PETE CORP COM 032511107 348 4100 SH SOLE 4100 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 263 2500 SH SOLE 2500 0 0 ANSYS INC COM 03662Q105 370 4800 SH SOLE 4800 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 239 14400 SH SOLE 14400 0 0 APOLLO INVT CORP COM 03761U106 779 93700 SH SOLE 93700 0 0 APPLE INC COM 037833100 1020 1900 SH SOLE 1900 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 681 68800 SH SOLE 68800 0 0 AQUA AMERICA INC COM 03836W103 554 22100 SH SOLE 22100 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 221 13700 SH SOLE 13700 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 230 5300 SH SOLE 5300 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 265 5200 SH SOLE 5200 0 0 ASPEN TECHNOLOGY INC COM 045327103 1690 39900 SH SOLE 39900 0 0 ATMEL CORP COM 049513104 196 23400 SH SOLE 23400 0 0 AVALONBAY CMNTYS INC COM 053484101 394 3000 SH SOLE 3000 0 0 AVERY DENNISON CORP COM 053611109 897 17700 SH SOLE 17700 0 0 AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 309 18100 SH SOLE 18100 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 654 19700 SH SOLE 19700 0 0 BANCO MACRO SA SPON ADR B 05961W105 484 17200 SH SOLE 17200 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 234 42000 SH SOLE 42000 0 0 BANCORP INC DEL COM 05969A105 254 13500 SH SOLE 13500 0 0 BANKRATE INC DEL COM 06647F102 300 17700 SH SOLE 17700 0 0 BARD C R INC COM 067383109 1509 10200 SH SOLE 10200 0 0 BARRETT BILL CORP COM 06846N104 205 8000 SH SOLE 8000 0 0 BEACON ROOFING SUPPLY INC COM 073685109 653 16900 SH SOLE 16900 0 0 BEBE STORES INC COM 075571109 125 20500 SH SOLE 20500 0 0 BED BATH & BEYOND INC COM 075896100 282 4100 SH SOLE 4100 0 0 BENCHMARK ELECTRS INC COM 08160H101 439 19400 SH SOLE 19400 0 0 BERRY PLASTICS GROUP INC COM 08579W103 597 25800 SH SOLE 25800 0 0 BIG LOTS INC COM 089302103 1712 45200 SH SOLE 45200 0 0 BIO RAD LABS INC CL A 090572207 474 3700 SH SOLE 3700 0 0 BIOCRYST PHARMACEUTICALS COM 09058V103 344 32500 SH SOLE 32500 0 0 BIOTELEMETRY INC COM 090672106 117 11600 SH SOLE 11600 0 0 BLOOMIN BRANDS INC COM 094235108 542 22500 SH SOLE 22500 0 0 BLOUNT INTL INC NEW COM 095180105 170 14300 SH SOLE 14300 0 0 BLUCORA INC COM 095229100 620 31500 SH SOLE 31500 0 0 BLUE NILE INC COM 09578R103 599 17200 SH SOLE 17200 0 0 BOEING CO COM 097023105 213 1700 SH SOLE 1700 0 0 BOISE CASCADE CO DEL COM 09739D100 298 10400 SH SOLE 10400 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 286 13000 SH SOLE 13000 0 0 BRASKEM S A SP ADR PFD A 105532105 216 13800 SH SOLE 13800 0 0 BRIGHT HORIZONS FAM SOL IN D COM 109194100 270 6900 SH SOLE 6900 0 0 BRIGHTCOVE INC COM 10921T101 307 31200 SH SOLE 31200 0 0 BRINKS CO COM 109696104 868 30400 SH SOLE 30400 0 0 BROADWIND ENERGY INC COM NEW 11161T207 152 12400 SH SOLE 12400 0 0 BROOKDALE SR LIVING INC COM 112463104 251 7500 SH SOLE 7500 0 0 BROOKS AUTOMATION INC COM 114340102 155 14200 SH SOLE 14200 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 516 56700 SH SOLE 56700 0 0 BUNGE LIMITED COM G16962105 1224 15400 SH SOLE 15400 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1771 105000 SH SOLE 105000 0 0 CABOT OIL & GAS CORP COM 127097103 417 12300 SH SOLE 12300 0 0 CAL MAINE FOODS INC COM NEW 128030202 458 7300 SH SOLE 7300 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 246 19000 SH SOLE 19000 0 0 CALIX INC COM 13100M509 95 11300 SH SOLE 11300 0 0 CALLAWAY GOLF CO COM 131193104 333 32600 SH SOLE 32600 0 0 CALLON PETE CO DEL COM 13123X102 290 34600 SH SOLE 34600 0 0 CALPINE CORP COM NEW 131347304 299 14300 SH SOLE 14300 0 0 CAMBREX CORP COM 132011107 655 34700 SH SOLE 34700 0 0 CANADIAN SOLAR INC COM 136635109 711 22200 SH SOLE 22200 0 0 CANTEL MEDICAL CORP COM 138098108 314 9300 SH SOLE 9300 0 0 CAPELLA EDUCATION COMPANY COM 139594105 354 5600 SH SOLE 5600 0 0 CAREFUSION CORP COM 14170T101 261 6500 SH SOLE 6500 0 0 CAVCO INDS INC DEL COM 149568107 298 3800 SH SOLE 3800 0 0 CBRE GROUP INC CL A 12504L109 217 7900 SH SOLE 7900 0 0 CELANESE CORP DEL COM SER A 150870103 222 4000 SH SOLE 4000 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 182 10300 SH SOLE 10300 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 133 10500 SH SOLE 10500 0 0 CENTENE CORP DEL COM 15135B101 249 4000 SH SOLE 4000 0 0 CENTURY ALUM CO COM 156431108 190 14400 SH SOLE 14400 0 0 CHEMICAL FINL CORP COM 163731102 393 12100 SH SOLE 12100 0 0 CHEMTURA CORP COM NEW 163893209 895 35400 SH SOLE 35400 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 284 500 SH SOLE 500 0 0 CHRISTOPHER & BANKS CORP COM 171046105 328 49600 SH SOLE 49600 0 0 CIGNA CORPORATION COM 125509109 452 5400 SH SOLE 5400 0 0 CIRCOR INTL INC COM 17273K109 257 3500 SH SOLE 3500 0 0 CIT GROUP INC COM NEW 125581801 564 11500 SH SOLE 11500 0 0 CITIGROUP INC COM NEW 172967424 390 8200 SH SOLE 8200 0 0 CLEARFIELD INC COM 18482P103 316 13700 SH SOLE 13700 0 0 CLUBCORP HLDGS INC COM 18948M108 455 24100 SH SOLE 24100 0 0 CMS ENERGY CORP COM 125896100 220 7500 SH SOLE 7500 0 0 COCA COLA BOTTLING CO CONS COM 191098102 272 3200 SH SOLE 3200 0 0 COCA COLA CO COM 191216100 955 24700 SH SOLE 24700 0 0 COGNEX CORP COM 192422103 332 9800 SH SOLE 9800 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 880 17400 SH SOLE 17400 0 0 COHEN & STEERS INC COM 19247A100 347 8700 SH SOLE 8700 0 0 COLONY FINL INC COM 19624R106 975 44400 SH SOLE 44400 0 0 COMCAST CORP NEW CL A 20030N101 280 5600 SH SOLE 5600 0 0 COMCAST CORP NEW CL A SPL 20030N200 1010 20700 SH SOLE 20700 0 0 COMFORT SYS USA INC COM 199908104 367 24100 SH SOLE 24100 0 0 COMMVAULT SYSTEMS INC COM 204166102 240 3700 SH SOLE 3700 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1593 36400 SH SOLE 36400 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 323 34900 SH SOLE 34900 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 741 109000 SH SOLE 109000 0 0 COMPUGEN LTD ORD M25722105 206 19600 SH SOLE 19600 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 265 4100 SH SOLE 4100 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 335 10500 SH SOLE 10500 0 0 CONOCOPHILLIPS COM 20825C104 485 6900 SH SOLE 6900 0 0 CONSOLIDATED EDISON INC COM 209115104 1159 21600 SH SOLE 21600 0 0 COPA HOLDINGS SA CL A P31076105 407 2800 SH SOLE 2800 0 0 CORE MARK HOLDING CO INC COM 218681104 436 6000 SH SOLE 6000 0 0 CORELOGIC INC COM 21871D103 1036 34500 SH SOLE 34500 0 0 COVANTA HLDG CORP COM 22282E102 935 51800 SH SOLE 51800 0 0 CRAY INC COM NEW 225223304 1400 37500 SH SOLE 37500 0 0 CREDICORP LTD COM G2519Y108 979 7100 SH SOLE 7100 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 218 27000 SH SOLE 27000 0 0 CROWN CASTLE INTL CORP COM 228227104 280 3800 SH SOLE 3800 0 0 CROWN HOLDINGS INC COM 228368106 738 16500 SH SOLE 16500 0 0 CRYOLIFE INC COM 228903100 113 11300 SH SOLE 11300 0 0 CTC MEDIA INC COM 12642X106 920 99900 SH SOLE 99900 0 0 CUBESMART COM 229663109 252 14700 SH SOLE 14700 0 0 CUMULUS MEDIA INC CL A 231082108 258 37300 SH SOLE 37300 0 0 CYRUSONE INC COM 23283R100 250 12000 SH SOLE 12000 0 0 CYS INVTS INC COM 12673A108 152 18400 SH SOLE 18400 0 0 DDR CORP COM 23317H102 382 23200 SH SOLE 23200 0 0 DEAN FOODS CO NEW COM NEW 242370203 220 14200 SH SOLE 14200 0 0 DECKERS OUTDOOR CORP COM 243537107 1762 22100 SH SOLE 22100 0 0 DELEK US HLDGS INC COM 246647101 717 24700 SH SOLE 24700 0 0 DENNYS CORP COM 24869P104 121 18800 SH SOLE 18800 0 0 DEVON ENERGY CORP NEW COM 25179M103 308 4600 SH SOLE 4600 0 0 DEXCOM INC COM 252131107 902 21800 SH SOLE 21800 0 0 DFC GLOBAL CORP COM 23324T107 124 14000 SH SOLE 14000 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 122 15700 SH SOLE 15700 0 0 DICKS SPORTING GOODS INC COM 253393102 683 12500 SH SOLE 12500 0 0 DIEBOLD INC COM 253651103 1667 41800 SH SOLE 41800 0 0 DIGITAL RIV INC COM 25388B104 315 18100 SH SOLE 18100 0 0 DILLARDS INC CL A 254067101 748 8100 SH SOLE 8100 0 0 DOLLAR GEN CORP NEW COM 256677105 272 4900 SH SOLE 4900 0 0 DOLLAR TREE INC COM 256746108 339 6500 SH SOLE 6500 0 0 DOMINOS PIZZA INC COM 25754A201 262 3400 SH SOLE 3400 0 0 DONNELLEY R R & SONS CO COM 257867101 2436 136100 SH SOLE 136100 0 0 DOT HILL SYS CORP COM 25848T109 91 23600 SH SOLE 23600 0 0 DOUGLAS DYNAMICS INC COM 25960R105 692 39700 SH SOLE 39700 0 0 DR REDDYS LABS LTD ADR 256135203 202 4600 SH SOLE 4600 0 0 DRIL-QUIP INC COM 262037104 224 2000 SH SOLE 2000 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 271 3800 SH SOLE 3800 0 0 DUNKIN BRANDS GROUP INC COM 265504100 231 4600 SH SOLE 4600 0 0 EAGLE MATERIALS INC COM 26969P108 656 7400 SH SOLE 7400 0 0 EATON VANCE CORP COM NON VTG 278265103 202 5300 SH SOLE 5300 0 0 ECHOSTAR CORP CL A 278768106 428 9000 SH SOLE 9000 0 0 EDISON INTL COM 281020107 357 6300 SH SOLE 6300 0 0 ELECTRONIC ARTS INC COM 285512109 374 12900 SH SOLE 12900 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 1464 33800 SH SOLE 33800 0 0 ELLIE MAE INC COM 28849P100 265 9200 SH SOLE 9200 0 0 ELLINGTON FINANCIAL LLC COM 288522303 48311 2028149 SH SOLE 2028149 0 0 EMERSON ELEC CO COM 291011104 247 3700 SH SOLE 3700 0 0 EMPLOYERS HOLDINGS INC COM 292218104 427 21100 SH SOLE 21100 0 0 EMULEX CORP COM NEW 292475209 469 63400 SH SOLE 63400 0 0 ENDOLOGIX INC COM 29266S106 149 11600 SH SOLE 11600 0 0 ENERGY RECOVERY INC COM 29270J100 593 111500 SH SOLE 111500 0 0 ENERSIS S A SPONSORED ADR 29274F104 1073 69100 SH SOLE 69100 0 0 ENERSYS COM 29275Y102 838 12100 SH SOLE 12100 0 0 ENPRO INDS INC COM 29355X107 211 2900 SH SOLE 2900 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 255 38100 SH SOLE 38100 0 0 ENVESTNET INC COM 29404K106 623 15500 SH SOLE 15500 0 0 ENVISION HEALTHCARE HLDGS IN COM 29413U103 396 11700 SH SOLE 11700 0 0 EOG RES INC COM 26875P101 490 2500 SH SOLE 2500 0 0 ERICSSON ADR B SEK 10 294821608 573 43000 SH SOLE 43000 0 0 EURONET WORLDWIDE INC COM 298736109 965 23200 SH SOLE 23200 0 0 EVERBANK FINL CORP COM 29977G102 740 37500 SH SOLE 37500 0 0 EVEREST RE GROUP LTD COM G3223R108 398 2600 SH SOLE 2600 0 0 EXELIS INC COM 30162A108 530 27900 SH SOLE 27900 0 0 EXPRESS INC COM 30219E103 186 11700 SH SOLE 11700 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 706 9400 SH SOLE 9400 0 0 EXXON MOBIL CORP COM 30231G102 244 2500 SH SOLE 2500 0 0 FABRINET SHS G3323L100 245 11800 SH SOLE 11800 0 0 FACTSET RESH SYS INC COM 303075105 248 2300 SH SOLE 2300 0 0 FEDERAL SIGNAL CORP COM 313855108 696 46700 SH SOLE 46700 0 0 FEDEX CORP COM 31428X106 278 2100 SH SOLE 2100 0 0 FELCOR LODGING TR INC COM 31430F101 387 42800 SH SOLE 42800 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 834 18300 SH SOLE 18300 0 0 FINANCIAL ENGINES INC COM 317485100 1396 27500 SH SOLE 27500 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 179 10500 SH SOLE 10500 0 0 FIRSTMERIT CORP COM 337915102 633 30400 SH SOLE 30400 0 0 FIVE BELOW INC COM 33829M101 582 13700 SH SOLE 13700 0 0 FLEETMATICS GROUP PLC COM G35569105 602 18000 SH SOLE 18000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 512 55400 SH SOLE 55400 0 0 FLOWERS FOODS INC COM 343498101 648 30200 SH SOLE 30200 0 0 FLUIDIGM CORP DEL COM 34385P108 670 15200 SH SOLE 15200 0 0 FLUOR CORP NEW COM 343412102 1181 15200 SH SOLE 15200 0 0 FMC TECHNOLOGIES INC COM 30249U101 251 4800 SH SOLE 4800 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 1175 61500 SH SOLE 61500 0 0 FRANKLIN RES INC COM 354613101 769 14200 SH SOLE 14200 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 222 6700 SH SOLE 6700 0 0 FULL CIRCLE CAP CORP COM 359671104 934 120000 SH SOLE 120000 0 0 FURMANITE CORPORATION COM 361086101 353 35900 SH SOLE 35900 0 0 FUTUREFUEL CORPORATION COM 36116M106 1171 57700 SH SOLE 57700 0 0 GAMESTOP CORP NEW CL A 36467W109 2215 53900 SH SOLE 53900 0 0 GENERAC HLDGS INC COM 368736104 259 4400 SH SOLE 4400 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 899 35100 SH SOLE 35100 0 0 GENERAL ELECTRIC CO COM 369604103 215 8300 SH SOLE 8300 0 0 GENERAL MTRS CO COM 37045V100 375 10900 SH SOLE 10900 0 0 GEO GROUP INC COM 36159R103 490 15200 SH SOLE 15200 0 0 GEOSPACE TECHNOLOGIES CORP COM 37364X109 1310 19800 SH SOLE 19800 0 0 GIGAMON INC COM 37518B102 255 8400 SH SOLE 8400 0 0 GILEAD SCIENCES INC COM 375558103 454 6400 SH SOLE 6400 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 283 5300 SH SOLE 5300 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 240 15200 SH SOLE 15200 0 0 GLOBAL EAGLE ENTMT INC COM 37951D102 396 25100 SH SOLE 25100 0 0 GLOBAL PMTS INC COM 37940X102 1188 16700 SH SOLE 16700 0 0 GLU MOBILE INC COM 379890106 1203 253900 SH SOLE 253900 0 0 GNC HLDGS INC COM CL A 36191G107 255 5800 SH SOLE 5800 0 0 GOGO INC COM 38046C109 222 10800 SH SOLE 10800 0 0 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 343 70600 SH SOLE 70600 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 246 1500 SH SOLE 1500 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 512 19600 SH SOLE 19600 0 0 GRAN TIERRA ENERGY INC COM 38500T101 162 21600 SH SOLE 21600 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 666 65600 SH SOLE 65600 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 297 32500 SH SOLE 32500 0 0 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 253 7700 SH SOLE 7700 0 0 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 377 30600 SH SOLE 30600 0 0 GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 2055 167200 SH SOLE 167200 0 0 HARMONIC INC COM 413160102 90 12600 SH SOLE 12600 0 0 HCA HOLDINGS INC COM 40412C101 651 12400 SH SOLE 12400 0 0 HCC INS HLDGS INC COM 404132102 764 16800 SH SOLE 16800 0 0 HCI GROUP INC COM 40416E103 226 6200 SH SOLE 6200 0 0 HEADWATERS INC COM 42210P102 312 23600 SH SOLE 23600 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 908 39500 SH SOLE 39500 0 0 HERBALIFE LTD COM USD SHS G4412G101 498 8700 SH SOLE 8700 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 618 23200 SH SOLE 23200 0 0 HESS CORP COM 42809H107 356 4300 SH SOLE 4300 0 0 HEWLETT PACKARD CO COM 428236103 356 11000 SH SOLE 11000 0 0 HMS HLDGS CORP COM 40425J101 747 39200 SH SOLE 39200 0 0 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 405 18800 SH SOLE 18800 0 0 HOME DEPOT INC COM 437076102 277 3500 SH SOLE 3500 0 0 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 252 7800 SH SOLE 7800 0 0 HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 354 16400 SH SOLE 16400 0 0 HONEYWELL INTL INC COM 438516106 250 2700 SH SOLE 2700 0 0 HORMEL FOODS CORP COM 440452100 892 18100 SH SOLE 18100 0 0 HOST HOTELS & RESORTS INC COM 44107P104 273 13500 SH SOLE 13500 0 0 HOWARD HUGHES CORP COM 44267D107 671 4700 SH SOLE 4700 0 0 HUNTSMAN CORP COM 447011107 357 14600 SH SOLE 14600 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 722 7400 SH SOLE 7400 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 221 3100 SH SOLE 3100 0 0 ICF INTL INC COM 44925C103 366 9200 SH SOLE 9200 0 0 ICG GROUP INC COM 44928D108 560 27400 SH SOLE 27400 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 57 14000 SH SOLE 14000 0 0 IGI LABS INC COM 449575109 189 33500 SH SOLE 33500 0 0 IMMERSION CORP COM 452521107 113 10700 SH SOLE 10700 0 0 IMMUNOGEN INC COM 45253H101 388 26000 SH SOLE 26000 0 0 INDEPENDENT BANK CORP MASS COM 453836108 205 5200 SH SOLE 5200 0 0 INFINERA CORPORATION COM 45667G103 283 31200 SH SOLE 31200 0 0 INFORMATICA CORP COM 45666Q102 321 8500 SH SOLE 8500 0 0 INFOSYS LTD SPONSORED ADR 456788108 206 3800 SH SOLE 3800 0 0 INGRAM MICRO INC CL A 457153104 591 20000 SH SOLE 20000 0 0 INGREDION INC COM 457187102 252 3700 SH SOLE 3700 0 0 INPHI CORP COM 45772F107 822 51100 SH SOLE 51100 0 0 INSIGHT ENTERPRISES INC COM 45765U103 560 22300 SH SOLE 22300 0 0 INSPERITY INC COM 45778Q107 421 13600 SH SOLE 13600 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 475 38800 SH SOLE 38800 0 0 INTELIQUENT INC COM 45825N107 665 45800 SH SOLE 45800 0 0 INTELSAT S A COM L5140P101 324 17300 SH SOLE 17300 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 462 1400 SH SOLE 1400 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 534 19500 SH SOLE 19500 0 0 INTERPUBLIC GROUP COS INC COM 460690100 857 50000 SH SOLE 50000 0 0 INTL PAPER CO COM 460146103 679 14800 SH SOLE 14800 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 408 20200 SH SOLE 20200 0 0 IPG PHOTONICS CORP COM 44980X109 469 6600 SH SOLE 6600 0 0 IRELAND BK SPNSRD ADR NEW 46267Q202 197 10200 SH SOLE 10200 0 0 IROBOT CORP COM 462726100 287 7000 SH SOLE 7000 0 0 IRON MTN INC COM 462846106 731 26500 SH SOLE 26500 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1745 117400 SH SOLE 117400 0 0 ITC HLDGS CORP COM 465685105 329 8800 SH SOLE 8800 0 0 ITT CORP NEW COM NEW 450911201 274 6400 SH SOLE 6400 0 0 J2 GLOBAL INC COM 48123V102 696 13900 SH SOLE 13900 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 217 21300 SH SOLE 21300 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 222 3500 SH SOLE 3500 0 0 JAMBA INC COM NEW 47023A309 267 22300 SH SOLE 22300 0 0 JARDEN CORP COM 471109108 251 4200 SH SOLE 4200 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 333 2400 SH SOLE 2400 0 0 JETBLUE AIRWAYS CORP COM 477143101 311 35800 SH SOLE 35800 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 623 22300 SH SOLE 22300 0 0 JONES LANG LASALLE INC COM 48020Q107 1019 8600 SH SOLE 8600 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 429 6000 SH SOLE 6000 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 865 30000 SH SOLE 30000 0 0 KATE SPADE & CO COM 485865109 1376 37100 SH SOLE 37100 0 0 KBR INC COM 48242W106 240 9000 SH SOLE 9000 0 0 KELLY SVCS INC CL A 488152208 458 19300 SH SOLE 19300 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 697 40900 SH SOLE 40900 0 0 KIMBALL INTL INC CL B 494274103 268 14800 SH SOLE 14800 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 251 3500 SH SOLE 3500 0 0 KIRKLANDS INC COM 497498105 704 38100 SH SOLE 38100 0 0 KITE RLTY GROUP TR COM 49803T102 92 15400 SH SOLE 15400 0 0 KODIAK OIL & GAS CORP COM 50015Q100 283 23300 SH SOLE 23300 0 0 KOFAX LTD COM USD G5307C105 143 16500 SH SOLE 16500 0 0 KORN FERRY INTL COM NEW 500643200 289 9700 SH SOLE 9700 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 164 21800 SH SOLE 21800 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 851 48000 SH SOLE 48000 0 0 KRONOS WORLDWIDE INC COM 50105F105 172 10300 SH SOLE 10300 0 0 LA Z BOY INC COM 505336107 474 17500 SH SOLE 17500 0 0 LAMAR ADVERTISING CO CL A 512815101 627 12300 SH SOLE 12300 0 0 LAREDO PETROLEUM INC COM 516806106 326 12600 SH SOLE 12600 0 0 LAS VEGAS SANDS CORP COM 517834107 380 4700 SH SOLE 4700 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 320 40800 SH SOLE 40800 0 0 LAUDER ESTEE COS INC CL A 518439104 923 13800 SH SOLE 13800 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 85 11300 SH SOLE 11300 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 428 10300 SH SOLE 10300 0 0 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 600 4600 SH SOLE 4600 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 288 2200 SH SOLE 2200 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 112 16700 SH SOLE 16700 0 0 LKQ CORP COM 501889208 1007 38200 SH SOLE 38200 0 0 LOCKHEED MARTIN CORP COM 539830109 212 1300 SH SOLE 1300 0 0 LOEWS CORP COM 540424108 982 22300 SH SOLE 22300 0 0 LOGITECH INTL S A SHS H50430232 357 24000 SH SOLE 24000 0 0 LOWES COS INC COM 548661107 269 5500 SH SOLE 5500 0 0 LUMOS NETWORKS CORP COM 550283105 194 14500 SH SOLE 14500 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 213 2400 SH SOLE 2400 0 0 MACYS INC COM 55616P104 966 16300 SH SOLE 16300 0 0 MADDEN STEVEN LTD COM 556269108 594 16500 SH SOLE 16500 0 0 MADISON SQUARE GARDEN CO CL A 55826P100 329 5800 SH SOLE 5800 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 357 16800 SH SOLE 16800 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 183 13100 SH SOLE 13100 0 0 MANNING & NAPIER INC CL A 56382Q102 631 37600 SH SOLE 37600 0 0 MANPOWERGROUP INC COM 56418H100 339 4300 SH SOLE 4300 0 0 MARATHON OIL CORP COM 565849106 1211 34100 SH SOLE 34100 0 0 MARATHON PETE CORP COM 56585A102 1010 11600 SH SOLE 11600 0 0 MARCHEX INC CL B 56624R108 225 21400 SH SOLE 21400 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 107 23700 SH SOLE 23700 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 180 11400 SH SOLE 11400 0 0 MASTERCARD INC CL A 57636Q104 784 10500 SH SOLE 10500 0 0 MATTEL INC COM 577081102 217 5400 SH SOLE 5400 0 0 MAXIMUS INC COM 577933104 570 12700 SH SOLE 12700 0 0 MBIA INC COM 55262C100 1045 74700 SH SOLE 74700 0 0 MCCLATCHY CO CL A 579489105 520 81000 SH SOLE 81000 0 0 MCGRAW HILL FINL INC COM 580645109 656 8600 SH SOLE 8600 0 0 MCKESSON CORP COM 58155Q103 265 1500 SH SOLE 1500 0 0 MELCO CROWN ENTMT LTD ADR 585464100 703 18200 SH SOLE 18200 0 0 METHODE ELECTRS INC COM 591520200 1245 40600 SH SOLE 40600 0 0 METLIFE INC COM 59156R108 201 3800 SH SOLE 3800 0 0 MGIC INVT CORP WIS COM 552848103 343 40300 SH SOLE 40300 0 0 MGM RESORTS INTERNATIONAL COM 552953101 336 13000 SH SOLE 13000 0 0 MICRON TECHNOLOGY INC COM 595112103 1550 65500 SH SOLE 65500 0 0 MICROS SYS INC COM 594901100 662 12500 SH SOLE 12500 0 0 MOHAWK INDS INC COM 608190104 666 4900 SH SOLE 4900 0 0 MONSANTO CO NEW COM 61166W101 205 1800 SH SOLE 1800 0 0 MONSTER BEVERAGE CORP COM 611740101 674 9700 SH SOLE 9700 0 0 MORGAN STANLEY COM NEW 617446448 209 6700 SH SOLE 6700 0 0 MOTORCAR PTS AMER INC COM 620071100 593 22300 SH SOLE 22300 0 0 MOVADO GROUP INC COM 624580106 374 8200 SH SOLE 8200 0 0 MOVE INC COM NEW 62458M207 409 35400 SH SOLE 35400 0 0 MRC GLOBAL INC COM 55345K103 545 20200 SH SOLE 20200 0 0 MYERS INDS INC COM 628464109 367 18400 SH SOLE 18400 0 0 NAM TAI ELECTRS INC COM PAR $0.02 629865205 97 16500 SH SOLE 16500 0 0 NASDAQ OMX GROUP INC COM 631103108 938 25400 SH SOLE 25400 0 0 NATIONAL BK GREECE S A SPN ADR REP 1 SH 633643705 121 21800 SH SOLE 21800 0 0 NATIONAL OILWELL VARCO INC COM 637071101 374 4800 SH SOLE 4800 0 0 NCR CORP NEW COM 62886E108 501 13700 SH SOLE 13700 0 0 NEKTAR THERAPEUTICS COM 640268108 599 49400 SH SOLE 49400 0 0 NELNET INC CL A 64031N108 736 18000 SH SOLE 18000 0 0 NEUSTAR INC CL A 64126X201 257 7900 SH SOLE 7900 0 0 NEW JERSEY RES COM 646025106 239 4800 SH SOLE 4800 0 0 NEWCASTLE INVT CORP COM 65105M108 219 46700 SH SOLE 46700 0 0 NEWELL RUBBERMAID INC COM 651229106 610 20400 SH SOLE 20400 0 0 NEWLINK GENETICS CORP COM 651511107 432 15200 SH SOLE 15200 0 0 NEWMARKET CORP COM 651587107 821 2100 SH SOLE 2100 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 505 44100 SH SOLE 44100 0 0 NEWPORT CORP COM 651824104 463 22400 SH SOLE 22400 0 0 NORTHWESTERN CORP COM NEW 668074305 256 5400 SH SOLE 5400 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 978 30300 SH SOLE 30300 0 0 NPS PHARMACEUTICALS INC COM 62936P103 269 9000 SH SOLE 9000 0 0 NRG ENERGY INC COM NEW 629377508 875 27500 SH SOLE 27500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 295 3100 SH SOLE 3100 0 0 OCWEN FINL CORP COM NEW 675746309 274 7000 SH SOLE 7000 0 0 OLD REP INTL CORP COM 680223104 361 22000 SH SOLE 22000 0 0 OMNICARE INC COM 681904108 615 10300 SH SOLE 10300 0 0 ON SEMICONDUCTOR CORP COM 682189105 106 11300 SH SOLE 11300 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 795 99800 SH SOLE 99800 0 0 OSI SYSTEMS INC COM 671044105 503 8400 SH SOLE 8400 0 0 OVERSTOCK COM INC DEL COM 690370101 731 37100 SH SOLE 37100 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 210 39300 SH SOLE 39300 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 2198 31400 SH SOLE 31400 0 0 PANTRY INC COM 698657103 178 11600 SH SOLE 11600 0 0 PARAGON SHIPPING INC CL A NEW 69913R408 189 27600 SH SOLE 27600 0 0 PARKER DRILLING CO COM 701081101 281 39600 SH SOLE 39600 0 0 PENN NATL GAMING INC COM 707569109 1126 91400 SH SOLE 91400 0 0 PEPCO HOLDINGS INC COM 713291102 238 11600 SH SOLE 11600 0 0 PEPSICO INC COM 713448108 217 2600 SH SOLE 2600 0 0 PERFICIENT INC COM 71375U101 324 17900 SH SOLE 17900 0 0 PERFORMANT FINL CORP COM 71377E105 188 20800 SH SOLE 20800 0 0 PERNIX THERAPEUTICS HLDGS IN COM 71426V108 341 63700 SH SOLE 63700 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 214 15400 SH SOLE 15400 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 264 20100 SH SOLE 20100 0 0 PETROQUEST ENERGY INC COM 716748108 508 89200 SH SOLE 89200 0 0 PFIZER INC COM 717081103 222 6900 SH SOLE 6900 0 0 PG&E CORP COM 69331C108 570 13200 SH SOLE 13200 0 0 PGT INC COM 69336V101 311 27000 SH SOLE 27000 0 0 PHARMACYCLICS INC COM 716933106 511 5100 SH SOLE 5100 0 0 PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 260 25100 SH SOLE 25100 0 0 PIONEER ENERGY SVCS CORP COM 723664108 223 17200 SH SOLE 17200 0 0 PIPER JAFFRAY COS COM 724078100 357 7800 SH SOLE 7800 0 0 PIXELWORKS INC COM NEW 72581M305 828 149400 SH SOLE 149400 0 0 POLYONE CORP COM 73179P106 216 5900 SH SOLE 5900 0 0 POPULAR INC COM NEW 733174700 363 11700 SH SOLE 11700 0 0 PPG INDS INC COM 693506107 348 1800 SH SOLE 1800 0 0 PPL CORP COM 69351T106 872 26300 SH SOLE 26300 0 0 PRECISION CASTPARTS CORP COM 740189105 1137 4500 SH SOLE 4500 0 0 PREMIER INC CL A 74051N102 633 19200 SH SOLE 19200 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 278 10200 SH SOLE 10200 0 0 PROASSURANCE CORP COM 74267C106 240 5400 SH SOLE 5400 0 0 PRUDENTIAL FINL INC COM 744320102 440 5200 SH SOLE 5200 0 0 QEP RES INC COM 74733V100 489 16600 SH SOLE 16600 0 0 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 289 2900 SH SOLE 2900 0 0 QIWI PLC SPON ADR REP B 74735M108 2325 67100 SH SOLE 67100 0 0 QUAD / GRAPHICS INC COM CL A 747301109 610 26000 SH SOLE 26000 0 0 QUAKER CHEM CORP COM 747316107 276 3500 SH SOLE 3500 0 0 QUALCOMM INC COM 747525103 260 3300 SH SOLE 3300 0 0 QUALITY DISTR INC FLA COM 74756M102 266 20500 SH SOLE 20500 0 0 QUICKLOGIC CORP COM 74837P108 109 21000 SH SOLE 21000 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 208 4100 SH SOLE 4100 0 0 RAIT FINANCIAL TRUST COM NEW 749227609 230 27100 SH SOLE 27100 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 466 6500 SH SOLE 6500 0 0 REGIONAL MGMT CORP COM 75902K106 404 16400 SH SOLE 16400 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1259 12900 SH SOLE 12900 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1013 84500 SH SOLE 84500 0 0 REPLIGEN CORP COM 759916109 177 13800 SH SOLE 13800 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 272 29800 SH SOLE 29800 0 0 RESOURCE CAP CORP COM 76120W302 338 60600 SH SOLE 60600 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 187 12500 SH SOLE 12500 0 0 REX AMERICAN RESOURCES CORP COM 761624105 582 10200 SH SOLE 10200 0 0 RF MICRODEVICES INC COM 749941100 194 24600 SH SOLE 24600 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 94 24200 SH SOLE 24200 0 0 ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 406 16100 SH SOLE 16100 0 0 ROCK-TENN CO CL A 772739207 802 7600 SH SOLE 7600 0 0 ROUNDYS INC COM 779268101 203 29500 SH SOLE 29500 0 0 RPX CORP COM 74972G103 1058 65000 SH SOLE 65000 0 0 RTI INTL METALS INC COM 74973W107 253 9100 SH SOLE 9100 0 0 RUCKUS WIRELESS INC COM 781220108 289 23800 SH SOLE 23800 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 345 28500 SH SOLE 28500 0 0 SALIX PHARMACEUTICALS INC COM 795435106 539 5200 SH SOLE 5200 0 0 SANDISK CORP COM 80004C101 317 3900 SH SOLE 3900 0 0 SBA COMMUNICATIONS CORP COM 78388J106 409 4500 SH SOLE 4500 0 0 SCHLUMBERGER LTD COM 806857108 205 2100 SH SOLE 2100 0 0 SCHNITZER STL INDS CL A 806882106 317 11000 SH SOLE 11000 0 0 SEACHANGE INTL INC COM 811699107 259 24800 SH SOLE 24800 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 702 12500 SH SOLE 12500 0 0 SEALED AIR CORP NEW COM 81211K100 224 6800 SH SOLE 6800 0 0 SEAWORLD ENTMT INC COM 81282V100 825 27300 SH SOLE 27300 0 0 SEMGROUP CORP CL A 81663A105 263 4000 SH SOLE 4000 0 0 SEMTECH CORP COM 816850101 649 25600 SH SOLE 25600 0 0 SHANDA GAMES LTD SP ADR REPTG A 81941U105 180 27800 SH SOLE 27800 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 219 12200 SH SOLE 12200 0 0 SHIRE PLC SPONSORED ADR 82481R106 1069 7200 SH SOLE 7200 0 0 SHORETEL INC COM 825211105 212 24600 SH SOLE 24600 0 0 SILICOM LTD ORD M84116108 509 8200 SH SOLE 8200 0 0 SILICON IMAGE INC COM 82705T102 86 12400 SH SOLE 12400 0 0 SIMON PPTY GROUP INC NEW COM 828806109 689 4200 SH SOLE 4200 0 0 SINA CORP ORD G81477104 405 6700 SH SOLE 6700 0 0 SINOVAC BIOTECH LTD SHS P8696W104 310 43000 SH SOLE 43000 0 0 SKECHERS U S A INC CL A 830566105 559 15300 SH SOLE 15300 0 0 SM ENERGY CO COM 78454L100 321 4500 SH SOLE 4500 0 0 SMITH & WESSON HLDG CORP COM 831756101 244 16700 SH SOLE 16700 0 0 SMUCKER J M CO COM NEW 832696405 263 2700 SH SOLE 2700 0 0 SOLAR CAP LTD COM 83413U100 685 31440 SH SOLE 31440 0 0 SONY CORP ADR NEW 835699307 197 10300 SH SOLE 10300 0 0 SOTHEBYS COM 835898107 510 11700 SH SOLE 11700 0 0 SPRINGLEAF HLDGS INC COM 85172J101 244 9700 SH SOLE 9700 0 0 SPRINT CORP COM SER 1 85207U105 102 11100 SH SOLE 11100 0 0 SPROUTS FMRS MKT INC COM 85208M102 432 12000 SH SOLE 12000 0 0 STAGE STORES INC COM NEW 85254C305 328 13400 SH SOLE 13400 0 0 STATE STR CORP COM 857477103 236 3400 SH SOLE 3400 0 0 STEELCASE INC CL A 858155203 291 17500 SH SOLE 17500 0 0 STERICYCLE INC COM 858912108 307 2700 SH SOLE 2700 0 0 STERIS CORP COM 859152100 511 10700 SH SOLE 10700 0 0 STIFEL FINL CORP COM 860630102 1244 25000 SH SOLE 25000 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 713 62700 SH SOLE 62700 0 0 SUSSER HLDGS CORP COM 869233106 1068 17100 SH SOLE 17100 0 0 SYMANTEC CORP COM 871503108 272 13600 SH SOLE 13600 0 0 SYNERGY RES CORP COM 87164P103 187 17400 SH SOLE 17400 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 244 12200 SH SOLE 12200 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2263 103200 SH SOLE 103200 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 214 2200 SH SOLE 2200 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 532 20300 SH SOLE 20300 0 0 TELETECH HOLDINGS INC COM 879939106 404 16500 SH SOLE 16500 0 0 TENNECO INC COM 880349105 976 16800 SH SOLE 16800 0 0 TESCO CORP COM 88157K101 599 32400 SH SOLE 32400 0 0 TESORO CORP COM 881609101 339 6700 SH SOLE 6700 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 288 12200 SH SOLE 12200 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 381 29800 SH SOLE 29800 0 0 TEXAS ROADHOUSE INC COM 882681109 376 14400 SH SOLE 14400 0 0 TEXTRON INC COM 883203101 566 14400 SH SOLE 14400 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 782 6500 SH SOLE 6500 0 0 THERMON GROUP HLDGS INC COM 88362T103 313 13500 SH SOLE 13500 0 0 THIRD PT REINS LTD COM G8827U100 204 12900 SH SOLE 12900 0 0 TIBCO SOFTWARE INC COM 88632Q103 699 34400 SH SOLE 34400 0 0 TJX COS INC NEW COM 872540109 279 4600 SH SOLE 4600 0 0 TOWER INTL INC COM 891826109 776 28500 SH SOLE 28500 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 237 2100 SH SOLE 2100 0 0 TRAVELERS COMPANIES INC COM 89417E109 298 3500 SH SOLE 3500 0 0 TREE COM INC COM 894675107 587 18900 SH SOLE 18900 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 507 37700 SH SOLE 37700 0 0 TRUEBLUE INC COM 89785X101 486 16600 SH SOLE 16600 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 396 51000 SH SOLE 51000 0 0 TUESDAY MORNING CORP COM NEW 899035505 608 43000 SH SOLE 43000 0 0 TUTOR PERINI CORP COM 901109108 264 9200 SH SOLE 9200 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 246 7700 SH SOLE 7700 0 0 TWO HBRS INVT CORP COM 90187B101 129 12600 SH SOLE 12600 0 0 UIL HLDG CORP COM 902748102 346 9400 SH SOLE 9400 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 301 2200 SH SOLE 2200 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 292 22200 SH SOLE 22200 0 0 UNISYS CORP COM NEW 909214306 1709 56100 SH SOLE 56100 0 0 UNITED CONTL HLDGS INC COM 910047109 415 9300 SH SOLE 9300 0 0 UNITED INS HLDGS CORP COM 910710102 923 63200 SH SOLE 63200 0 0 UNITED PARCEL SERVICE INC CL B 911312106 760 7800 SH SOLE 7800 0 0 UNITED STATES STL CORP NEW COM 912909108 580 21000 SH SOLE 21000 0 0 UNIVERSAL CORP VA COM 913456109 1654 29600 SH SOLE 29600 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 223 7000 SH SOLE 7000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 591 7200 SH SOLE 7200 0 0 VAALCO ENERGY INC COM NEW 91851C201 815 95300 SH SOLE 95300 0 0 VAIL RESORTS INC COM 91879Q109 592 8500 SH SOLE 8500 0 0 VALE S A ADR REPSTG PFD 91912E204 139 11200 SH SOLE 11200 0 0 VALERO ENERGY CORP NEW COM 91913Y100 648 12200 SH SOLE 12200 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 272 7200 SH SOLE 7200 0 0 VANDA PHARMACEUTICALS INC COM 921659108 263 16200 SH SOLE 16200 0 0 VCA ANTECH INC COM 918194101 815 25300 SH SOLE 25300 0 0 VEEVA SYS INC CL A COM 922475108 702 26300 SH SOLE 26300 0 0 VERASTEM INC COM 92337C104 124 11500 SH SOLE 11500 0 0 VERISK ANALYTICS INC CL A 92345Y106 947 15800 SH SOLE 15800 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 381 8000 SH SOLE 8000 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 601 8500 SH SOLE 8500 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 398 2300 SH SOLE 2300 0 0 VISTAPRINT N V SHS N93540107 650 13200 SH SOLE 13200 0 0 VISTEON CORP COM NEW 92839U206 1052 11900 SH SOLE 11900 0 0 VMWARE INC CL A COM 928563402 605 5600 SH SOLE 5600 0 0 VOCERA COMMUNICATIONS INC COM 92857F107 196 12000 SH SOLE 12000 0 0 WABASH NATL CORP COM 929566107 1137 82600 SH SOLE 82600 0 0 WABCO HLDGS INC COM 92927K102 1837 17400 SH SOLE 17400 0 0 WAGEWORKS INC COM 930427109 584 10400 SH SOLE 10400 0 0 WARREN RES INC COM 93564A100 55 11500 SH SOLE 11500 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 260 10900 SH SOLE 10900 0 0 WEBMD HEALTH CORP COM 94770V102 435 10500 SH SOLE 10500 0 0 WENDYS CO COM 95058W100 248 27200 SH SOLE 27200 0 0 WESTLAKE CHEM CORP COM 960413102 529 8000 SH SOLE 8000 0 0 WHIRLPOOL CORP COM 963320106 837 5600 SH SOLE 5600 0 0 WHITING PETE CORP NEW COM 966387102 257 3700 SH SOLE 3700 0 0 WILLBROS GROUP INC DEL COM 969203108 583 46200 SH SOLE 46200 0 0 WILSHIRE BANCORP INC COM 97186T108 135 12200 SH SOLE 12200 0 0 WINNEBAGO INDS INC COM 974637100 304 11100 SH SOLE 11100 0 0 WISDOMTREE INVTS INC COM 97717P104 471 35900 SH SOLE 35900 0 0 WORTHINGTON INDS INC COM 981811102 344 9000 SH SOLE 9000 0 0 YANDEX N V SHS CLASS A N97284108 284 9400 SH SOLE 9400 0 0 YUM BRANDS INC COM 988498101 294 3900 SH SOLE 3900 0 0 YY INC ADS REPCOM CLA 98426T106 267 3500 SH SOLE 3500 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 665 33900 SH SOLE 33900 0 0 ZIX CORP COM 98974P100 64 15500 SH SOLE 15500 0 0 ZOETIS INC CL A 98978V103 920 31800 SH SOLE 31800 0 0