0001085146-14-001734.txt : 20140814 0001085146-14-001734.hdr.sgml : 20140814 20140814142149 ACCESSION NUMBER: 0001085146-14-001734 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140814 DATE AS OF CHANGE: 20140814 EFFECTIVENESS DATE: 20140814 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: 141041602 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 06-30-2014 06-30-2014 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 08-14-2014 0 424 213758 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ACADIA HEALTHCARE COMPANY IN COM 00404A109 714 15700 SH SOLE 15700 0 0 ACCURAY INC COM 004397105 549 62400 SH SOLE 62400 0 0 ACHILLION PHARMACEUTICALS IN COM 00448Q201 200 26400 SH SOLE 26400 0 0 ACORDA THERAPEUTICS INC COM 00484M106 202 6000 SH SOLE 6000 0 0 ACTAVIS PLC SHS G0083B108 268 1200 SH SOLE 1200 0 0 ACTUANT CORP CL A NEW 00508X203 522 15100 SH SOLE 15100 0 0 ACXIOM CORP COM 005125109 228 10500 SH SOLE 10500 0 0 ADEPT TECHNOLOGY INC COM NEW 006854202 382 36400 SH SOLE 36400 0 0 AERCAP HOLDINGS NV SHS N00985106 202 4400 SH SOLE 4400 0 0 AEROVIRONMENT INC COM 008073108 611 19200 SH SOLE 19200 0 0 AFFILIATED MANAGERS GROUP COM 008252108 555 2700 SH SOLE 2700 0 0 AFFYMETRIX INC COM 00826T108 143 16100 SH SOLE 16100 0 0 AG MTG INVT TR INC COM 001228105 734 38800 SH SOLE 38800 0 0 AGL RES INC COM 001204106 391 7100 SH SOLE 7100 0 0 AGNICO EAGLE MINES LTD COM 008474108 230 6000 SH SOLE 6000 0 0 ALASKA AIR GROUP INC COM 011659109 333 3500 SH SOLE 3500 0 0 ALERE INC COM 01449J105 206 5500 SH SOLE 5500 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 684 18000 SH SOLE 18000 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 868 27900 SH SOLE 27900 0 0 ALON USA ENERGY INC COM 020520102 204 16400 SH SOLE 16400 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 246 13000 SH SOLE 13000 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 446 22300 SH SOLE 22300 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 138 11000 SH SOLE 11000 0 0 AMERICAN WOODMARK CORP COM 030506109 309 9700 SH SOLE 9700 0 0 AMERISAFE INC COM 03071H100 309 7600 SH SOLE 7600 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 209 17000 SH SOLE 17000 0 0 AMSURG CORP COM 03232P405 301 6600 SH SOLE 6600 0 0 AMTRUST FINL SVCS INC COM 032359309 577 13800 SH SOLE 13800 0 0 ANALOG DEVICES INC COM 032654105 260 4800 SH SOLE 4800 0 0 ANGIES LIST INC COM 034754101 272 22800 SH SOLE 22800 0 0 ANIKA THERAPEUTICS INC COM 035255108 241 5200 SH SOLE 5200 0 0 ANTERO RES CORP COM 03674X106 223 3400 SH SOLE 3400 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 465 27800 SH SOLE 27800 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 320 6300 SH SOLE 6300 0 0 APPLIED MATLS INC COM 038222105 228 10100 SH SOLE 10100 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 295 27300 SH SOLE 27300 0 0 ARAMARK COM 03852U106 678 26200 SH SOLE 26200 0 0 ARGAN INC COM 04010E109 239 6400 SH SOLE 6400 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 828 14600 SH SOLE 14600 0 0 ARUBA NETWORKS INC COM 043176106 291 16600 SH SOLE 16600 0 0 ASPEN TECHNOLOGY INC COM 045327103 1276 27500 SH SOLE 27500 0 0 ASTORIA FINL CORP COM 046265104 152 11300 SH SOLE 11300 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 209 2900 SH SOLE 2900 0 0 AVERY DENNISON CORP COM 053611109 784 15300 SH SOLE 15300 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 700 48200 SH SOLE 48200 0 0 BARCLAYS PLC ADR 06738E204 298 20400 SH SOLE 20400 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 260 12400 SH SOLE 12400 0 0 BENCHMARK ELECTRS INC COM 08160H101 260 10200 SH SOLE 10200 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 544 4300 SH SOLE 4300 0 0 BERRY PLASTICS GROUP INC COM 08579W103 578 22400 SH SOLE 22400 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 508 42100 SH SOLE 42100 0 0 BLOCK H & R INC COM 093671105 1227 36600 SH SOLE 36600 0 0 BLOOMIN BRANDS INC COM 094235108 592 26400 SH SOLE 26400 0 0 BOEING CO COM 097023105 483 3800 SH SOLE 3800 0 0 BOFI HLDG INC COM 05566U108 551 7500 SH SOLE 7500 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 633 29800 SH SOLE 29800 0 0 BOSTON BEER INC CL A 100557107 715 3200 SH SOLE 3200 0 0 BP PLC SPONSORED ADR 055622104 285 5400 SH SOLE 5400 0 0 BRASKEM S A SP ADR PFD A 105532105 167 13000 SH SOLE 13000 0 0 BRIGGS & STRATTON CORP COM 109043109 354 17300 SH SOLE 17300 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 606 12500 SH SOLE 12500 0 0 BRISTOW GROUP INC COM 110394103 540 6700 SH SOLE 6700 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 286 2400 SH SOLE 2400 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 265 28800 SH SOLE 28800 0 0 BROOKDALE SR LIVING INC COM 112463104 450 13500 SH SOLE 13500 0 0 BROOKS AUTOMATION INC COM 114340102 262 24300 SH SOLE 24300 0 0 BROWN SHOE INC NEW COM 115736100 269 9400 SH SOLE 9400 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 205 27400 SH SOLE 27400 0 0 CABELAS INC COM 126804301 356 5700 SH SOLE 5700 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1228 69600 SH SOLE 69600 0 0 CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 471 9600 SH SOLE 9600 0 0 CAL MAINE FOODS INC COM NEW 128030202 342 4600 SH SOLE 4600 0 0 CALLIDUS SOFTWARE INC COM 13123E500 186 15600 SH SOLE 15600 0 0 CAPITAL ONE FINL CORP COM 14040H105 207 2500 SH SOLE 2500 0 0 CARDINAL HEALTH INC COM 14149Y108 583 8500 SH SOLE 8500 0 0 CARDTRONICS INC COM 14161H108 774 22700 SH SOLE 22700 0 0 CASH AMER INTL INC COM 14754D100 742 16700 SH SOLE 16700 0 0 CATO CORP NEW CL A 149205106 303 9800 SH SOLE 9800 0 0 CAVCO INDS INC DEL COM 149568107 281 3300 SH SOLE 3300 0 0 CAVIUM INC COM 14964U108 283 5700 SH SOLE 5700 0 0 CDW CORP COM 12514G108 287 9000 SH SOLE 9000 0 0 CENTERSTATE BANKS INC COM 15201P109 207 18500 SH SOLE 18500 0 0 CF INDS HLDGS INC COM 125269100 1058 4400 SH SOLE 4400 0 0 CHEMTURA CORP COM NEW 163893209 685 26200 SH SOLE 26200 0 0 CHICAGO BRIDGE & IRON CO N V COM 167250109 300 4400 SH SOLE 4400 0 0 CHINA MOBILE GAMES & ENTMT G SPONSORED ADR 16952T100 263 16600 SH SOLE 16600 0 0 CHRISTOPHER & BANKS CORP COM 171046105 105 12000 SH SOLE 12000 0 0 CHURCHILL DOWNS INC COM 171484108 207 2300 SH SOLE 2300 0 0 CIENA CORP COM NEW 171779309 539 24900 SH SOLE 24900 0 0 CIGNA CORPORATION COM 125509109 258 2800 SH SOLE 2800 0 0 CIT GROUP INC COM NEW 125581801 215 4700 SH SOLE 4700 0 0 CITI TRENDS INC COM 17306X102 262 12200 SH SOLE 12200 0 0 CLUBCORP HLDGS INC COM 18948M108 250 13500 SH SOLE 13500 0 0 COMCAST CORP NEW CL A SPL 20030N200 912 17100 SH SOLE 17100 0 0 COMMSCOPE HLDG CO INC COM 20337X109 359 15500 SH SOLE 15500 0 0 COMPASS MINERALS INTL INC COM 20451N101 297 3100 SH SOLE 3100 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 216 3400 SH SOLE 3400 0 0 COOPER TIRE & RUBR CO COM 216831107 477 15900 SH SOLE 15900 0 0 CORE MARK HOLDING CO INC COM 218681104 561 12300 SH SOLE 12300 0 0 COSTAR GROUP INC COM 22160N109 933 5900 SH SOLE 5900 0 0 COVANTA HLDG CORP COM 22282E102 202 9800 SH SOLE 9800 0 0 CRAY INC COM NEW 225223304 388 14600 SH SOLE 14600 0 0 CREDICORP LTD COM G2519Y108 808 5200 SH SOLE 5200 0 0 CTC MEDIA INC COM 12642X106 192 17400 SH SOLE 17400 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 496 7100 SH SOLE 7100 0 0 CUMULUS MEDIA INC CL A 231082108 262 39800 SH SOLE 39800 0 0 CYBERONICS INC COM 23251P102 275 4400 SH SOLE 4400 0 0 DDR CORP COM 23317H102 511 29000 SH SOLE 29000 0 0 DEAN FOODS CO NEW COM NEW 242370203 433 24600 SH SOLE 24600 0 0 DECKERS OUTDOOR CORP COM 243537107 207 2400 SH SOLE 2400 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 321 8300 SH SOLE 8300 0 0 DEVRY ED GROUP INC COM 251893103 385 9100 SH SOLE 9100 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 404 31500 SH SOLE 31500 0 0 DOLLAR GEN CORP NEW COM 256677105 218 3800 SH SOLE 3800 0 0 DOMTAR CORP COM NEW 257559203 219 5100 SH SOLE 5100 0 0 DORMAN PRODUCTS INC COM 258278100 518 10500 SH SOLE 10500 0 0 DST SYS INC DEL COM 233326107 1171 12700 SH SOLE 12700 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 672 6100 SH SOLE 6100 0 0 DUNKIN BRANDS GROUP INC COM 265504100 632 13800 SH SOLE 13800 0 0 E HOUSE CHINA HLDGS LTD ADR 26852W103 272 31400 SH SOLE 31400 0 0 EDUCATION RLTY TR INC COM 28140H104 186 17300 SH SOLE 17300 0 0 ELLIE MAE INC COM 28849P100 224 7200 SH SOLE 7200 0 0 ELLINGTON FINANCIAL LLC COM 288522303 48676 2028149 SH SOLE 2028149 0 0 EMERALD OIL INC COM NEW 29101U209 89 11600 SH SOLE 11600 0 0 ENCANA CORP COM 292505104 434 18300 SH SOLE 18300 0 0 ENDO INTL PLC SHS G30401106 322 4600 SH SOLE 4600 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 159 10400 SH SOLE 10400 0 0 ENERGEN CORP COM 29265N108 258 2900 SH SOLE 2900 0 0 ENPRO INDS INC COM 29355X107 922 12600 SH SOLE 12600 0 0 ENSIGN GROUP INC COM 29358P101 305 9800 SH SOLE 9800 0 0 ENTEGRIS INC COM 29362U104 291 21200 SH SOLE 21200 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 121 19500 SH SOLE 19500 0 0 ENZO BIOCHEM INC COM 294100102 113 21600 SH SOLE 21600 0 0 EQT CORP COM 26884L109 257 2400 SH SOLE 2400 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 242 9800 SH SOLE 9800 0 0 EXCO RESOURCES INC COM 269279402 138 23477 SH SOLE 23477 0 0 EXELIS INC COM 30162A108 601 35400 SH SOLE 35400 0 0 EXPEDITORS INTL WASH INC COM 302130109 367 8300 SH SOLE 8300 0 0 EZCORP INC CL A NON VTG 302301106 156 13500 SH SOLE 13500 0 0 FACEBOOK INC CL A 30303M102 236 3500 SH SOLE 3500 0 0 FEDERATED NATL HLDG CO COM 31422T101 250 9800 SH SOLE 9800 0 0 FELCOR LODGING TR INC COM 31430F101 128 12200 SH SOLE 12200 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 237 5100 SH SOLE 5100 0 0 FIFTH THIRD BANCORP COM 316773100 235 11000 SH SOLE 11000 0 0 FIRST BANCORP P R COM NEW 318672706 139 25500 SH SOLE 25500 0 0 FIRST HORIZON NATL CORP COM 320517105 652 55000 SH SOLE 55000 0 0 FIRSTMERIT CORP COM 337915102 709 35900 SH SOLE 35900 0 0 FIVE BELOW INC COM 33829M101 475 11900 SH SOLE 11900 0 0 FLOWERS FOODS INC COM 343498101 679 32200 SH SOLE 32200 0 0 FLY LEASING LTD SPONSORED ADR 34407D109 201 13900 SH SOLE 13900 0 0 FORMFACTOR INC COM 346375108 158 19000 SH SOLE 19000 0 0 FORRESTER RESH INC COM 346563109 360 9500 SH SOLE 9500 0 0 FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 494 21000 SH SOLE 21000 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 83 14200 SH SOLE 14200 0 0 FUTUREFUEL CORPORATION COM 36116M106 340 20500 SH SOLE 20500 0 0 GAIN CAP HLDGS INC COM 36268W100 215 27300 SH SOLE 27300 0 0 GAMESTOP CORP NEW CL A 36467W109 227 5600 SH SOLE 5600 0 0 GATX CORP COM 361448103 556 8300 SH SOLE 8300 0 0 GENERAC HLDGS INC COM 368736104 512 10500 SH SOLE 10500 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 570 22200 SH SOLE 22200 0 0 GILEAD SCIENCES INC COM 375558103 531 6400 SH SOLE 6400 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 616 69200 SH SOLE 69200 0 0 GLOBAL EAGLE ENTMT INC COM 37951D102 706 56900 SH SOLE 56900 0 0 GLU MOBILE INC COM 379890106 697 139300 SH SOLE 139300 0 0 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 341 62300 SH SOLE 62300 0 0 GOLD RESOURCE CORP COM 38068T105 266 52500 SH SOLE 52500 0 0 GRACE W R & CO DEL NEW COM 38388F108 529 5600 SH SOLE 5600 0 0 GREEN PLAINS INC COM 393222104 243 7400 SH SOLE 7400 0 0 GREIF INC CL A 397624107 235 4300 SH SOLE 4300 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 659 16200 SH SOLE 16200 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 137 13900 SH SOLE 13900 0 0 HARMONIC INC COM 413160102 145 19400 SH SOLE 19400 0 0 HAVERTY FURNITURE INC COM 419596101 251 10000 SH SOLE 10000 0 0 HCA HOLDINGS INC COM 40412C101 231 4100 SH SOLE 4100 0 0 HCI GROUP INC COM 40416E103 422 10400 SH SOLE 10400 0 0 HEALTH NET INC COM 42222G108 532 12800 SH SOLE 12800 0 0 HEALTHCARE TR AMER INC CL A 42225P105 651 54100 SH SOLE 54100 0 0 HEALTHSOUTH CORP COM NEW 421924309 355 9900 SH SOLE 9900 0 0 HEARTWARE INTL INC COM 422368100 478 5400 SH SOLE 5400 0 0 HEICO CORP NEW COM 422806109 504 9700 SH SOLE 9700 0 0 HEXCEL CORP NEW COM 428291108 479 11700 SH SOLE 11700 0 0 HIBBETT SPORTS INC COM 428567101 314 5800 SH SOLE 5800 0 0 HORIZON PHARMA INC COM 44047T109 199 12600 SH SOLE 12600 0 0 HUMANA INC COM 444859102 511 4000 SH SOLE 4000 0 0 HYPERION THERAPEUTICS INC COM 44915N101 483 18500 SH SOLE 18500 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 310 3500 SH SOLE 3500 0 0 ICG GROUP INC COM 44928D108 203 9700 SH SOLE 9700 0 0 IDEXX LABS INC COM 45168D104 267 2000 SH SOLE 2000 0 0 IGI LABS INC COM 449575109 133 25100 SH SOLE 25100 0 0 INFINERA CORPORATION COM 45667G103 407 44200 SH SOLE 44200 0 0 INNERWORKINGS INC COM 45773Y105 119 14000 SH SOLE 14000 0 0 INPHI CORP COM 45772F107 219 14900 SH SOLE 14900 0 0 INSYS THERAPEUTICS INC NEW COM NEW 45824V209 287 9200 SH SOLE 9200 0 0 INTELSAT S A COM L5140P101 869 46100 SH SOLE 46100 0 0 INTER PARFUMS INC COM 458334109 346 11700 SH SOLE 11700 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 324 11600 SH SOLE 11600 0 0 INTL PAPER CO COM 460146103 666 13200 SH SOLE 13200 0 0 INTUIT COM 461202103 1015 12600 SH SOLE 12600 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 368 21800 SH SOLE 21800 0 0 ION GEOPHYSICAL CORP COM 462044108 202 47900 SH SOLE 47900 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1201 83500 SH SOLE 83500 0 0 ITRON INC COM 465741106 227 5600 SH SOLE 5600 0 0 J2 GLOBAL INC COM 48123V102 819 16100 SH SOLE 16100 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 233 21500 SH SOLE 21500 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 490 9200 SH SOLE 9200 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 290 9600 SH SOLE 9600 0 0 K12 INC COM 48273U102 530 22000 SH SOLE 22000 0 0 KCG HLDGS INC CL A 48244B100 546 46000 SH SOLE 46000 0 0 KFORCE INC COM 493732101 286 13200 SH SOLE 13200 0 0 KITE RLTY GROUP TR COM 49803T102 101 16400 SH SOLE 16400 0 0 KLA-TENCOR CORP COM 482480100 283 3900 SH SOLE 3900 0 0 KOFAX LTD COM USD G5307C105 91 10600 SH SOLE 10600 0 0 KORN FERRY INTL COM NEW 500643200 535 18200 SH SOLE 18200 0 0 KULICKE & SOFFA INDS INC COM 501242101 707 49600 SH SOLE 49600 0 0 LA Z BOY INC COM 505336107 229 9900 SH SOLE 9900 0 0 LACLEDE GROUP INC COM 505597104 345 7100 SH SOLE 7100 0 0 LAM RESEARCH CORP COM 512807108 243 3600 SH SOLE 3600 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 291 35300 SH SOLE 35300 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 100 13600 SH SOLE 13600 0 0 LEAR CORP COM NEW 521865204 304 3400 SH SOLE 3400 0 0 LEXINGTON REALTY TRUST COM 529043101 728 66100 SH SOLE 66100 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 730 16500 SH SOLE 16500 0 0 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 295 4000 SH SOLE 4000 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 232 1700 SH SOLE 1700 0 0 LIFELOCK INC COM 53224V100 325 23300 SH SOLE 23300 0 0 LINNCO LLC COMSHS LTD INT 535782106 632 20200 SH SOLE 20200 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 351 14200 SH SOLE 14200 0 0 LKQ CORP COM 501889208 486 18200 SH SOLE 18200 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 72 14100 SH SOLE 14100 0 0 LOCKHEED MARTIN CORP COM 539830109 305 1900 SH SOLE 1900 0 0 LOGITECH INTL S A SHS H50430232 483 37100 SH SOLE 37100 0 0 LOGMEIN INC COM 54142L109 555 11900 SH SOLE 11900 0 0 LUMOS NETWORKS CORP COM 550283105 205 14200 SH SOLE 14200 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 322 3300 SH SOLE 3300 0 0 MADDEN STEVEN LTD COM 556269108 645 18800 SH SOLE 18800 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1058 17000 SH SOLE 17000 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 212 14000 SH SOLE 14000 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 442 36600 SH SOLE 36600 0 0 MARATHON OIL CORP COM 565849106 275 6900 SH SOLE 6900 0 0 MARATHON PETE CORP COM 56585A102 976 12500 SH SOLE 12500 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 205 14300 SH SOLE 14300 0 0 MASTERCARD INC CL A 57636Q104 757 10300 SH SOLE 10300 0 0 MAXLINEAR INC CL A 57776J100 117 11600 SH SOLE 11600 0 0 MBIA INC COM 55262C100 312 28300 SH SOLE 28300 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 88 12200 SH SOLE 12200 0 0 MEDIVATION INC COM 58501N101 355 4600 SH SOLE 4600 0 0 MEDNAX INC COM 58502B106 483 8300 SH SOLE 8300 0 0 MEDTRONIC INC COM 585055106 689 10800 SH SOLE 10800 0 0 MELCO CROWN ENTMT LTD ADR 585464100 636 17800 SH SOLE 17800 0 0 MENTOR GRAPHICS CORP COM 587200106 235 10900 SH SOLE 10900 0 0 MERITOR INC COM 59001K100 390 29900 SH SOLE 29900 0 0 METHODE ELECTRS INC COM 591520200 951 24900 SH SOLE 24900 0 0 MGIC INVT CORP WIS COM 552848103 236 25500 SH SOLE 25500 0 0 MGM RESORTS INTERNATIONAL COM 552953101 330 12500 SH SOLE 12500 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 275 3100 SH SOLE 3100 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 200 4100 SH SOLE 4100 0 0 MICRON TECHNOLOGY INC COM 595112103 1486 45100 SH SOLE 45100 0 0 MICROSTRATEGY INC CL A NEW 594972408 633 4500 SH SOLE 4500 0 0 MIDDLEBY CORP COM 596278101 480 5800 SH SOLE 5800 0 0 MILLER HERMAN INC COM 600544100 287 9500 SH SOLE 9500 0 0 MINERALS TECHNOLOGIES INC COM 603158106 230 3500 SH SOLE 3500 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 349 56700 SH SOLE 56700 0 0 MKS INSTRUMENT INC COM 55306N104 375 12000 SH SOLE 12000 0 0 MOHAWK INDS INC COM 608190104 374 2700 SH SOLE 2700 0 0 MONSTER BEVERAGE CORP COM 611740101 852 12000 SH SOLE 12000 0 0 MOVADO GROUP INC COM 624580106 250 6000 SH SOLE 6000 0 0 MRC GLOBAL INC COM 55345K103 702 24800 SH SOLE 24800 0 0 MULTIMEDIA GAMES HLDG CO INC COM 625453105 400 13500 SH SOLE 13500 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 369 2600 SH SOLE 2600 0 0 MYLAN INC COM 628530107 299 5800 SH SOLE 5800 0 0 NATIONAL GEN HLDGS CORP COM 636220303 451 25900 SH SOLE 25900 0 0 NAVIOS MARITIME HOLDINGS INC COM Y62196103 184 18200 SH SOLE 18200 0 0 NCR CORP NEW COM 62886E108 446 12700 SH SOLE 12700 0 0 NEKTAR THERAPEUTICS COM 640268108 210 16400 SH SOLE 16400 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 555 48800 SH SOLE 48800 0 0 NEUSTAR INC CL A 64126X201 213 8200 SH SOLE 8200 0 0 NEW JERSEY RES COM 646025106 932 16300 SH SOLE 16300 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 518 82300 SH SOLE 82300 0 0 NEWCASTLE INVT CORP COM 65105M108 138 28900 SH SOLE 28900 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 136 10900 SH SOLE 10900 0 0 NEWS CORP NEW CL A 65249B109 185 10300 SH SOLE 10300 0 0 NIKE INC CL B 654106103 302 3900 SH SOLE 3900 0 0 NOAH HLDGS LTD SPONSORED ADS 65487X102 180 12700 SH SOLE 12700 0 0 NORDIC AMERICAN TANKERS LIMI COM G65773106 190 19900 SH SOLE 19900 0 0 NORTHROP GRUMMAN CORP COM 666807102 263 2200 SH SOLE 2200 0 0 NORTHWEST NAT GAS CO COM 667655104 575 12200 SH SOLE 12200 0 0 NQ MOBILE INC ADR REPSTG CL A 64118U108 98 15900 SH SOLE 15900 0 0 NRG ENERGY INC COM NEW 629377508 900 24200 SH SOLE 24200 0 0 NUTRI SYS INC NEW COM 67069D108 583 34100 SH SOLE 34100 0 0 OASIS PETE INC NEW COM 674215108 224 4000 SH SOLE 4000 0 0 ON SEMICONDUCTOR CORP COM 682189105 253 27700 SH SOLE 27700 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 218 25300 SH SOLE 25300 0 0 ORBITZ WORLDWIDE INC COM 68557K109 293 32900 SH SOLE 32900 0 0 OUTERWALL INC COM 690070107 487 8200 SH SOLE 8200 0 0 OXFORD INDS INC COM 691497309 293 4400 SH SOLE 4400 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 174 28100 SH SOLE 28100 0 0 PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 200 20000 SH SOLE 20000 0 0 PACKAGING CORP AMER COM 695156109 572 8000 SH SOLE 8000 0 0 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 319 32600 SH SOLE 32600 0 0 PAPA JOHNS INTL INC COM 698813102 500 11800 SH SOLE 11800 0 0 PDF SOLUTIONS INC COM 693282105 418 19700 SH SOLE 19700 0 0 PEGASYSTEMS INC COM 705573103 376 17800 SH SOLE 17800 0 0 PENN NATL GAMING INC COM 707569109 172 14200 SH SOLE 14200 0 0 PENN VA CORP COM 707882106 170 10000 SH SOLE 10000 0 0 PENNYMAC MTG INVT TR COM 70931T103 432 19700 SH SOLE 19700 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 233 4700 SH SOLE 4700 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 120 10500 SH SOLE 10500 0 0 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 269 13700 SH SOLE 13700 0 0 PETROQUEST ENERGY INC COM 716748108 219 29100 SH SOLE 29100 0 0 PFIZER INC COM 717081103 772 26000 SH SOLE 26000 0 0 PHARMACYCLICS INC COM 716933106 350 3900 SH SOLE 3900 0 0 PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 246 23000 SH SOLE 23000 0 0 PIPER JAFFRAY COS COM 724078100 362 7000 SH SOLE 7000 0 0 PIXELWORKS INC COM NEW 72581M305 625 82600 SH SOLE 82600 0 0 PLEXUS CORP COM 729132100 208 4800 SH SOLE 4800 0 0 POPULAR INC COM NEW 733174700 468 13700 SH SOLE 13700 0 0 POZEN INC COM 73941U102 101 12100 SH SOLE 12100 0 0 PROTHENA CORP PLC SHS G72800108 406 18000 SH SOLE 18000 0 0 PTC INC COM 69370C100 648 16700 SH SOLE 16700 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 363 8900 SH SOLE 8900 0 0 QUALITY DISTR INC FLA COM 74756M102 360 24200 SH SOLE 24200 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 357 20000 SH SOLE 20000 0 0 RADIAN GROUP INC COM 750236101 616 41600 SH SOLE 41600 0 0 RADNET INC COM 750491102 73 11000 SH SOLE 11000 0 0 RAMBUS INC DEL COM 750917106 149 10400 SH SOLE 10400 0 0 RAYTHEON CO COM NEW 755111507 406 4400 SH SOLE 4400 0 0 RCS CAP CORP COM CL A 74937W102 276 13000 SH SOLE 13000 0 0 REALD INC COM 75604L105 308 24100 SH SOLE 24100 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 463 6500 SH SOLE 6500 0 0 REGIONAL MGMT CORP COM 75902K106 299 19300 SH SOLE 19300 0 0 REGIS CORP MINN COM 758932107 166 11800 SH SOLE 11800 0 0 REPLIGEN CORP COM 759916109 321 14100 SH SOLE 14100 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 463 42700 SH SOLE 42700 0 0 RESOLUTE ENERGY CORP COM 76116A108 378 43700 SH SOLE 43700 0 0 RETAILMENOT INC COM SER 1 76132B106 394 14800 SH SOLE 14800 0 0 REX AMERICAN RESOURCES CORP COM 761624105 550 7500 SH SOLE 7500 0 0 REX ENERGY CORPORATION COM 761565100 220 12400 SH SOLE 12400 0 0 REXNORD CORP NEW COM 76169B102 332 11800 SH SOLE 11800 0 0 RF MICRODEVICES INC COM 749941100 130 13600 SH SOLE 13600 0 0 RIO TINTO PLC SPONSORED ADR 767204100 228 4200 SH SOLE 4200 0 0 RITE AID CORP COM 767754104 76 10600 SH SOLE 10600 0 0 ROCKWOOD HLDGS INC COM 774415103 296 3900 SH SOLE 3900 0 0 ROSS STORES INC COM 778296103 231 3500 SH SOLE 3500 0 0 RUBY TUESDAY INC COM 781182100 107 14100 SH SOLE 14100 0 0 RUCKUS WIRELESS INC COM 781220108 139 11700 SH SOLE 11700 0 0 RYLAND GROUP INC COM 783764103 363 9200 SH SOLE 9200 0 0 SAFE BULKERS INC COM Y7388L103 132 13500 SH SOLE 13500 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 321 12800 SH SOLE 12800 0 0 SANGAMO BIOSCIENCES INC COM 800677106 565 37000 SH SOLE 37000 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 198 10200 SH SOLE 10200 0 0 SEAWORLD ENTMT INC COM 81282V100 586 20700 SH SOLE 20700 0 0 SEMGROUP CORP CL A 81663A105 615 7800 SH SOLE 7800 0 0 SHANDA GAMES LTD SP ADR REPTG A 81941U105 84 12700 SH SOLE 12700 0 0 SHORETEL INC COM 825211105 104 15900 SH SOLE 15900 0 0 SM ENERGY CO COM 78454L100 530 6300 SH SOLE 6300 0 0 SMITH & WESSON HLDG CORP COM 831756101 195 13400 SH SOLE 13400 0 0 SNAP ON INC COM 833034101 676 5700 SH SOLE 5700 0 0 SOLAR CAP LTD COM 83413U100 269 12640 SH SOLE 12640 0 0 SOLARCITY CORP COM 83416T100 233 3300 SH SOLE 3300 0 0 SOTHEBYS COM 835898107 231 5500 SH SOLE 5500 0 0 SOUTHWEST AIRLS CO COM 844741108 346 12900 SH SOLE 12900 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 327 9700 SH SOLE 9700 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 118 10400 SH SOLE 10400 0 0 SPRINT CORP COM SER 1 85207U105 143 16800 SH SOLE 16800 0 0 ST JOE CO COM 790148100 326 12800 SH SOLE 12800 0 0 STANDEX INTL CORP COM 854231107 216 2900 SH SOLE 2900 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 283 3500 SH SOLE 3500 0 0 STATOIL ASA SPONSORED ADR 85771P102 271 8800 SH SOLE 8800 0 0 STERICYCLE INC COM 858912108 284 2400 SH SOLE 2400 0 0 STRAYER ED INC COM 863236105 756 14400 SH SOLE 14400 0 0 SUNESIS PHARMACEUTICALS INC COM NEW 867328601 80 12300 SH SOLE 12300 0 0 SUNTRUST BKS INC COM 867914103 228 5700 SH SOLE 5700 0 0 SWIFT TRANSN CO CL A 87074U101 542 21500 SH SOLE 21500 0 0 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 435 3100 SH SOLE 3100 0 0 TERADATA CORP DEL COM 88076W103 281 7000 SH SOLE 7000 0 0 TERADYNE INC COM 880770102 876 44700 SH SOLE 44700 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 857 38800 SH SOLE 38800 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 215 4100 SH SOLE 4100 0 0 TEXAS INSTRS INC COM 882508104 220 4600 SH SOLE 4600 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 602 5100 SH SOLE 5100 0 0 THOR INDS INC COM 885160101 427 7500 SH SOLE 7500 0 0 TOLL BROTHERS INC COM 889478103 251 6800 SH SOLE 6800 0 0 TPG SPECIALTY LENDING INC COM 87265K102 236 10800 SH SOLE 10800 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 107 12000 SH SOLE 12000 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 476 37100 SH SOLE 37100 0 0 TRINITY INDS INC COM 896522109 415 9500 SH SOLE 9500 0 0 TRONOX LTD SHS CL A Q9235V101 656 24400 SH SOLE 24400 0 0 TRUEBLUE INC COM 89785X101 262 9500 SH SOLE 9500 0 0 TUTOR PERINI CORP COM 901109108 206 6500 SH SOLE 6500 0 0 TYSON FOODS INC CL A 902494103 308 8200 SH SOLE 8200 0 0 U S SILICA HLDGS INC COM 90346E103 416 7500 SH SOLE 7500 0 0 UBS AG SHS NEW H89231338 453 24700 SH SOLE 24700 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 380 42000 SH SOLE 42000 0 0 ULTRA PETROLEUM CORP COM 903914109 347 11700 SH SOLE 11700 0 0 UNITED ONLINE INC COM NEW 911268209 351 33705 SH SOLE 33705 0 0 UNITED STATES STL CORP NEW COM 912909108 1003 38500 SH SOLE 38500 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 496 5600 SH SOLE 5600 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 119 14300 SH SOLE 14300 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 254 7900 SH SOLE 7900 0 0 VAIL RESORTS INC COM 91879Q109 270 3500 SH SOLE 3500 0 0 VALE S A ADR 91912E105 196 14800 SH SOLE 14800 0 0 VALERO ENERGY CORP NEW COM 91913Y100 240 4800 SH SOLE 4800 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 700 18300 SH SOLE 18300 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 269 5500 SH SOLE 5500 0 0 VERTEX ENERGY INC COM 92534K107 544 56000 SH SOLE 56000 0 0 VINCE HLDG CORP COM 92719W108 297 8100 SH SOLE 8100 0 0 VISA INC COM CL A 92826C839 674 3200 SH SOLE 3200 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 590 38100 SH SOLE 38100 0 0 W & T OFFSHORE INC COM 92922P106 499 30500 SH SOLE 30500 0 0 WADDELL & REED FINL INC CL A 930059100 538 8600 SH SOLE 8600 0 0 WALTER ENERGY INC COM 93317Q105 81 14900 SH SOLE 14900 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 304 11700 SH SOLE 11700 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 464 11000 SH SOLE 11000 0 0 WGL HLDGS INC COM 92924F106 289 6700 SH SOLE 6700 0 0 WHIRLPOOL CORP COM 963320106 738 5300 SH SOLE 5300 0 0 WINNEBAGO INDS INC COM 974637100 619 24600 SH SOLE 24600 0 0 WINTRUST FINL CORP COM 97650W108 373 8100 SH SOLE 8100 0 0 WORLD ACCEP CORP DEL COM 981419104 858 11300 SH SOLE 11300 0 0 WORTHINGTON INDS INC COM 981811102 267 6200 SH SOLE 6200 0 0 WYNN RESORTS LTD COM 983134107 270 1300 SH SOLE 1300 0 0 XCERRA CORP COM 98400J108 107 11800 SH SOLE 11800 0 0 XOOM CORP COM 98419Q101 200 7600 SH SOLE 7600 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 211 7500 SH SOLE 7500 0 0 ZAGG INC COM 98884U108 216 39700 SH SOLE 39700 0 0