0001085146-14-002299.txt : 20141114
0001085146-14-002299.hdr.sgml : 20141114
20141114135419
ACCESSION NUMBER: 0001085146-14-002299
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141114
DATE AS OF CHANGE: 20141114
EFFECTIVENESS DATE: 20141114
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: 141222692
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
09-30-2014
09-30-2014
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
11-13-2014
0
282
145646
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
276
3400
SH
SOLE
3400
0
0
ACCURAY INC
COM
004397105
304
41900
SH
SOLE
41900
0
0
ACUITY BRANDS INC
COM
00508Y102
271
2300
SH
SOLE
2300
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
417
3200
SH
SOLE
3200
0
0
ADVANCED EMISSIONS SOLUTS IN
COM
00770C101
319
15000
SH
SOLE
15000
0
0
ADVANCED ENERGY INDS
COM
007973100
428
22800
SH
SOLE
22800
0
0
AES CORP
COM
00130H105
420
29600
SH
SOLE
29600
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
321
1600
SH
SOLE
1600
0
0
AFFYMETRIX INC
COM
00826T108
107
13400
SH
SOLE
13400
0
0
AGNICO EAGLE MINES LTD
COM
008474108
290
10000
SH
SOLE
10000
0
0
AIR LEASE CORP
CL A
00912X302
364
11200
SH
SOLE
11200
0
0
ALASKA AIR GROUP INC
COM
011659109
827
19000
SH
SOLE
19000
0
0
ALCOA INC
COM
013817101
243
15100
SH
SOLE
15100
0
0
ALLIANT TECHSYSTEMS INC
COM
018804104
268
2100
SH
SOLE
2100
0
0
ALLOT COMMUNICATIONS LTD
SHS
M0854Q105
135
11800
SH
SOLE
11800
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
402
24000
SH
SOLE
24000
0
0
AMERICAN CAP MTG INVT CORP
COM
02504A104
875
46500
SH
SOLE
46500
0
0
AMERICAN RLTY CAP PPTYS INC
COM
02917T104
210
17400
SH
SOLE
17400
0
0
AMERICAN WOODMARK CORP
COM
030506109
475
12900
SH
SOLE
12900
0
0
AMICUS THERAPEUTICS INC
COM
03152W109
90
15200
SH
SOLE
15200
0
0
AMKOR TECHNOLOGY INC
COM
031652100
171
20300
SH
SOLE
20300
0
0
AMTRUST FINL SVCS INC
COM
032359309
338
8500
SH
SOLE
8500
0
0
ANIKA THERAPEUTICS INC
COM
035255108
348
9500
SH
SOLE
9500
0
0
ANN INC
COM
035623107
206
5000
SH
SOLE
5000
0
0
AQUA AMERICA INC
COM
03836W103
348
14800
SH
SOLE
14800
0
0
ARAMARK
COM
03852U106
260
9900
SH
SOLE
9900
0
0
ARCBEST CORP
COM
03937C105
436
11700
SH
SOLE
11700
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
230
4200
SH
SOLE
4200
0
0
ARRIS GROUP INC NEW
COM
04270V106
896
31600
SH
SOLE
31600
0
0
ASPEN TECHNOLOGY INC
COM
045327103
600
15900
SH
SOLE
15900
0
0
ASSURED GUARANTY LTD
COM
G0585R106
366
16500
SH
SOLE
16500
0
0
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
221
6700
SH
SOLE
6700
0
0
BANCO MACRO SA
SPON ADR B
05961W105
333
8400
SH
SOLE
8400
0
0
BAZAARVOICE INC
COM
073271108
95
12800
SH
SOLE
12800
0
0
BELDEN INC
COM
077454106
301
4700
SH
SOLE
4700
0
0
BENCHMARK ELECTRS INC
COM
08160H101
235
10600
SH
SOLE
10600
0
0
BGC PARTNERS INC
CL A
05541T101
802
107900
SH
SOLE
107900
0
0
BIG LOTS INC
COM
089302103
680
15800
SH
SOLE
15800
0
0
BIOGEN IDEC INC
COM
09062X103
430
1300
SH
SOLE
1300
0
0
BLUE NILE INC
COM
09578R103
257
9000
SH
SOLE
9000
0
0
BOISE CASCADE CO DEL
COM
09739D100
491
16300
SH
SOLE
16300
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
489
20900
SH
SOLE
20900
0
0
BRIGGS & STRATTON CORP
COM
109043109
494
27400
SH
SOLE
27400
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
408
9800
SH
SOLE
9800
0
0
BROWN & BROWN INC
COM
115236101
276
8600
SH
SOLE
8600
0
0
BROWN FORMAN CORP
CL B
115637209
253
2800
SH
SOLE
2800
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
683
39000
SH
SOLE
39000
0
0
CAL MAINE FOODS INC
COM NEW
128030202
322
3600
SH
SOLE
3600
0
0
CALLAWAY GOLF CO
COM
131193104
291
40200
SH
SOLE
40200
0
0
CARDTRONICS INC
COM
14161H108
296
8400
SH
SOLE
8400
0
0
CARNIVAL PLC
ADR
14365C103
236
5900
SH
SOLE
5900
0
0
CBRE GROUP INC
CL A
12504L109
318
10700
SH
SOLE
10700
0
0
CELADON GROUP INC
COM
150838100
391
20100
SH
SOLE
20100
0
0
CENTENE CORP DEL
COM
15135B101
298
3600
SH
SOLE
3600
0
0
CENTERPOINT ENERGY INC
COM
15189T107
406
16600
SH
SOLE
16600
0
0
CHEMED CORP NEW
COM
16359R103
391
3800
SH
SOLE
3800
0
0
CHEMTURA CORP
COM NEW
163893209
518
22200
SH
SOLE
22200
0
0
CHIPMOS TECH BERMUDA LTD
SHS
G2110R114
240
10600
SH
SOLE
10600
0
0
CHRISTOPHER & BANKS CORP
COM
171046105
123
12400
SH
SOLE
12400
0
0
COEUR MNG INC
COM NEW
192108504
54
10800
SH
SOLE
10800
0
0
COMCAST CORP NEW
CL A
20030N101
393
7300
SH
SOLE
7300
0
0
COMCAST CORP NEW
CL A SPL
20030N200
540
10100
SH
SOLE
10100
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
282
11800
SH
SOLE
11800
0
0
COMMVAULT SYSTEMS INC
COM
204166102
237
4700
SH
SOLE
4700
0
0
COMPANHIA ENERGETICA DE MINA
SP ADR N-V PFD
204409601
1013
162600
SH
SOLE
162600
0
0
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
406
29700
SH
SOLE
29700
0
0
COSAN LTD
SHS A
G25343107
145
13500
SH
SOLE
13500
0
0
CTPARTNERS EXECUTIVE SEARCH
COM
22945C105
451
28900
SH
SOLE
28900
0
0
CUMMINS INC
COM
231021106
502
3800
SH
SOLE
3800
0
0
CYS INVTS INC
COM
12673A108
152
18400
SH
SOLE
18400
0
0
DAKTRONICS INC
COM
234264109
256
20800
SH
SOLE
20800
0
0
DDR CORP
COM
23317H102
360
21500
SH
SOLE
21500
0
0
DEALERTRACK TECHNOLOGIES INC
COM
242309102
243
5600
SH
SOLE
5600
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
362
5900
SH
SOLE
5900
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
860
23800
SH
SOLE
23800
0
0
DEMAND MEDIA INC
COM NEW
24802N208
206
23300
SH
SOLE
23300
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
370
10600
SH
SOLE
10600
0
0
DEXCOM INC
COM
252131107
356
8900
SH
SOLE
8900
0
0
DICKS SPORTING GOODS INC
COM
253393102
219
5000
SH
SOLE
5000
0
0
DOLLAR GEN CORP NEW
COM
256677105
275
4500
SH
SOLE
4500
0
0
DST SYS INC DEL
COM
233326107
478
5700
SH
SOLE
5700
0
0
EATON VANCE CORP
COM NON VTG
278265103
728
19300
SH
SOLE
19300
0
0
E-COMMERCE CHINA DANGDANG IN
SPN ADS COM A
26833A105
264
21600
SH
SOLE
21600
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
960
9400
SH
SOLE
9400
0
0
ELLINGTON FINANCIAL LLC
COM
288522303
45065
2028149
SH
SOLE
2028149
0
0
ENPRO INDS INC
COM
29355X107
284
4700
SH
SOLE
4700
0
0
ENSIGN GROUP INC
COM
29358P101
317
9100
SH
SOLE
9100
0
0
ENSTAR GROUP LIMITED
SHS
G3075P101
354
2600
SH
SOLE
2600
0
0
ENVESTNET INC
COM
29404K106
342
7600
SH
SOLE
7600
0
0
ENVISION HEALTHCARE HLDGS IN
COM
29413U103
385
11100
SH
SOLE
11100
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
306
6500
SH
SOLE
6500
0
0
EVERYDAY HEALTH INC
COM
300415106
194
13900
SH
SOLE
13900
0
0
F M C CORP
COM NEW
302491303
383
6700
SH
SOLE
6700
0
0
FEDERATED NATL HLDG CO
COM
31422T101
407
14500
SH
SOLE
14500
0
0
FELCOR LODGING TR INC
COM
31430F101
271
28900
SH
SOLE
28900
0
0
FINANCIAL ENGINES INC
COM
317485100
287
8400
SH
SOLE
8400
0
0
FIRST AMERN FINL CORP
COM
31847R102
293
10800
SH
SOLE
10800
0
0
FIRST HORIZON NATL CORP
COM
320517105
169
13800
SH
SOLE
13800
0
0
FOOT LOCKER INC
COM
344849104
406
7300
SH
SOLE
7300
0
0
FORMFACTOR INC
COM
346375108
123
17100
SH
SOLE
17100
0
0
FRANKLIN RES INC
COM
354613101
311
5700
SH
SOLE
5700
0
0
FREESCALE SEMICONDUCTOR LTD
SHS
G3727Q101
773
39600
SH
SOLE
39600
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
278
8700
SH
SOLE
8700
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
94
14500
SH
SOLE
14500
0
0
FURMANITE CORPORATION
COM
361086101
132
19500
SH
SOLE
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0
0
GALLAGHER ARTHUR J & CO
COM
363576109
263
5800
SH
SOLE
5800
0
0
GALMED PHARMACEUTICALS LTD
SHS
M47238106
96
11200
SH
SOLE
11200
0
0
GARMIN LTD
SHS
H2906T109
385
7400
SH
SOLE
7400
0
0
GATX CORP
COM
361448103
403
6900
SH
SOLE
6900
0
0
GENWORTH FINL INC
COM CL A
37247D106
435
33200
SH
SOLE
33200
0
0
GILEAD SCIENCES INC
COM
375558103
532
5000
SH
SOLE
5000
0
0
GLOBAL CASH ACCESS HLDGS INC
COM
378967103
163
24200
SH
SOLE
24200
0
0
GLU MOBILE INC
COM
379890106
55
10700
SH
SOLE
10700
0
0
GOL LINHAS AEREAS INTLG S A
SP ADR REP PFD
38045R107
74
15300
SH
SOLE
15300
0
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
74
19100
SH
SOLE
19100
0
0
GOLD RESOURCE CORP
COM
38068T105
364
71000
SH
SOLE
71000
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
273
12100
SH
SOLE
12100
0
0
HANOVER INS GROUP INC
COM
410867105
381
6200
SH
SOLE
6200
0
0
HARSCO CORP
COM
415864107
276
12900
SH
SOLE
12900
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
355
17300
SH
SOLE
17300
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
280
12700
SH
SOLE
12700
0
0
HENRY JACK & ASSOC INC
COM
426281101
317
5700
SH
SOLE
5700
0
0
HEWLETT PACKARD CO
COM
428236103
238
6700
SH
SOLE
6700
0
0
HOME LN SERVICING SOLUTIONS
ORD SHS
G6648D109
350
16500
SH
SOLE
16500
0
0
HOWARD HUGHES CORP
COM
44267D107
420
2800
SH
SOLE
2800
0
0
HUNT J B TRANS SVCS INC
COM
445658107
289
3900
SH
SOLE
3900
0
0
ILLINOIS TOOL WKS INC
COM
452308109
355
4200
SH
SOLE
4200
0
0
INFINERA CORPORATION
COM
45667G103
327
30600
SH
SOLE
30600
0
0
INGRAM MICRO INC
CL A
457153104
312
12100
SH
SOLE
12100
0
0
INLAND REAL ESTATE CORP
COM NEW
457461200
124
12500
SH
SOLE
12500
0
0
INPHI CORP
COM
45772F107
165
11500
SH
SOLE
11500
0
0
INTELIQUENT INC
COM
45825N107
369
29600
SH
SOLE
29600
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
293
1500
SH
SOLE
1500
0
0
INTERDIGITAL INC
COM
45867G101
498
12500
SH
SOLE
12500
0
0
INTRALINKS HLDGS INC
COM
46118H104
122
15000
SH
SOLE
15000
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
182
11600
SH
SOLE
11600
0
0
IPG PHOTONICS CORP
COM
44980X109
440
6400
SH
SOLE
6400
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
241
26100
SH
SOLE
26100
0
0
JACK IN THE BOX INC
COM
466367109
252
3700
SH
SOLE
3700
0
0
JARDEN CORP
COM
471109108
252
4200
SH
SOLE
4200
0
0
JETBLUE AIRWAYS CORP
COM
477143101
378
35600
SH
SOLE
35600
0
0
JIVE SOFTWARE INC
COM
47760A108
66
11300
SH
SOLE
11300
0
0
K12 INC
COM
48273U102
402
25200
SH
SOLE
25200
0
0
KATE SPADE & CO
COM
485865109
1091
41600
SH
SOLE
41600
0
0
KINDRED HEALTHCARE INC
COM
494580103
297
15300
SH
SOLE
15300
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
183
18400
SH
SOLE
18400
0
0
LACLEDE GROUP INC
COM
505597104
320
6900
SH
SOLE
6900
0
0
LANDS END INC NEW
COM
51509F105
218
5300
SH
SOLE
5300
0
0
LANNET INC
COM
516012101
850
18600
SH
SOLE
18600
0
0
LEAPFROG ENTERPRISES INC
CL A
52186N106
346
57700
SH
SOLE
57700
0
0
LEIDOS HLDGS INC
COM
525327102
422
12300
SH
SOLE
12300
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
675
15200
SH
SOLE
15200
0
0
LOGITECH INTL S A
SHS
H50430232
403
31400
SH
SOLE
31400
0
0
LUXOFT HLDG INC
ORD SHS CL A
G57279104
387
10400
SH
SOLE
10400
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
261
2400
SH
SOLE
2400
0
0
MAGICJACK VOCALTEC LTD
SHS
M6787E101
198
20100
SH
SOLE
20100
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
274
24700
SH
SOLE
24700
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
261
2900
SH
SOLE
2900
0
0
MANHATTAN ASSOCS INC
COM
562750109
294
8800
SH
SOLE
8800
0
0
MARATHON PETE CORP
COM
56585A102
754
8900
SH
SOLE
8900
0
0
MARCUS & MILLICHAP INC
COM
566324109
242
8000
SH
SOLE
8000
0
0
MARINEMAX INC
COM
567908108
521
30900
SH
SOLE
30900
0
0
MATRIX SVC CO
COM
576853105
724
30000
SH
SOLE
30000
0
0
MAXIMUS INC
COM
577933104
353
8800
SH
SOLE
8800
0
0
MAXLINEAR INC
CL A
57776J100
130
18900
SH
SOLE
18900
0
0
MCCLATCHY CO
CL A
579489105
71
21000
SH
SOLE
21000
0
0
MEDIVATION INC
COM
58501N101
504
5100
SH
SOLE
5100
0
0
MENTOR GRAPHICS CORP
COM
587200106
303
14800
SH
SOLE
14800
0
0
MERCURY GENL CORP NEW
COM
589400100
225
4600
SH
SOLE
4600
0
0
MERITOR INC
COM
59001K100
518
47700
SH
SOLE
47700
0
0
METHODE ELECTRS INC
COM
591520200
409
11100
SH
SOLE
11100
0
0
MGIC INVT CORP WIS
COM
552848103
252
32300
SH
SOLE
32300
0
0
MIDSTATES PETE CO INC
COM
59804T100
110
21700
SH
SOLE
21700
0
0
MONDELEZ INTL INC
CL A
609207105
452
13200
SH
SOLE
13200
0
0
MONSANTO CO NEW
COM
61166W101
405
3600
SH
SOLE
3600
0
0
MRC GLOBAL INC
COM
55345K103
303
13000
SH
SOLE
13000
0
0
MWI VETERINARY SUPPLY INC
COM
55402X105
757
5100
SH
SOLE
5100
0
0
MYERS INDS INC
COM
628464109
316
17900
SH
SOLE
17900
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
767
22400
SH
SOLE
22400
0
0
NAVIGANT CONSULTING INC
COM
63935N107
166
11900
SH
SOLE
11900
0
0
NEKTAR THERAPEUTICS
COM
640268108
705
58400
SH
SOLE
58400
0
0
NEOGENOMICS INC
COM NEW
64049M209
230
44200
SH
SOLE
44200
0
0
NET 1 UEPS TECHNOLOGIES INC
COM NEW
64107N206
509
42200
SH
SOLE
42200
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
261
15701
SH
SOLE
15701
0
0
NEWMARKET CORP
COM
651587107
343
900
SH
SOLE
900
0
0
NEXTERA ENERGY INC
COM
65339F101
347
3700
SH
SOLE
3700
0
0
NOKIA CORP
SPONSORED ADR
654902204
1025
121200
SH
SOLE
121200
0
0
NORANDA ALUM HLDG CORP
COM
65542W107
58
12800
SH
SOLE
12800
0
0
NUTRI SYS INC NEW
COM
67069D108
498
32400
SH
SOLE
32400
0
0
OFG BANCORP
COM
67103X102
398
26600
SH
SOLE
26600
0
0
OLD NATL BANCORP IND
COM
680033107
131
10100
SH
SOLE
10100
0
0
OMEGA PROTEIN CORP
COM
68210P107
153
12200
SH
SOLE
12200
0
0
OMNICARE INC
COM
681904108
461
7400
SH
SOLE
7400
0
0
OSIRIS THERAPEUTICS INC NEW
COM
68827R108
198
15700
SH
SOLE
15700
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
112
22800
SH
SOLE
22800
0
0
PACIFIC ETHANOL INC
COM PAR $.001
69423U305
422
30200
SH
SOLE
30200
0
0
PACIRA PHARMACEUTICALS INC
COM
695127100
223
2300
SH
SOLE
2300
0
0
PANTRY INC
COM
698657103
427
21100
SH
SOLE
21100
0
0
PENN NATL GAMING INC
COM
707569109
667
59500
SH
SOLE
59500
0
0
PENNEY J C INC
COM
708160106
256
25500
SH
SOLE
25500
0
0
PETROQUEST ENERGY INC
COM
716748108
180
32000
SH
SOLE
32000
0
0
PIPER JAFFRAY COS
COM
724078100
596
11400
SH
SOLE
11400
0
0
PITNEY BOWES INC
COM
724479100
402
16100
SH
SOLE
16100
0
0
POLYONE CORP
COM
73179P106
285
8000
SH
SOLE
8000
0
0
PORTFOLIO RECOVERY ASSOCS IN
COM
73640Q105
219
4200
SH
SOLE
4200
0
0
PPL CORP
COM
69351T106
463
14100
SH
SOLE
14100
0
0
PROVIDENCE SVC CORP
COM
743815102
247
5100
SH
SOLE
5100
0
0
PRUDENTIAL FINL INC
COM
744320102
387
4400
SH
SOLE
4400
0
0
QIWI PLC
SPON ADR REP B
74735M108
512
16200
SH
SOLE
16200
0
0
QUALITY DISTR INC FLA
COM
74756M102
189
14800
SH
SOLE
14800
0
0
RADIAN GROUP INC
COM
750236101
382
26800
SH
SOLE
26800
0
0
RAMBUS INC DEL
COM
750917106
372
29800
SH
SOLE
29800
0
0
REALD INC
COM
75604L105
103
11000
SH
SOLE
11000
0
0
RESOLUTE ENERGY CORP
COM
76116A108
133
21200
SH
SOLE
21200
0
0
RETAILMENOT INC
COM SER 1
76132B106
208
12900
SH
SOLE
12900
0
0
RITE AID CORP
COM
767754104
141
29100
SH
SOLE
29100
0
0
RUBY TUESDAY INC
COM
781182100
131
22200
SH
SOLE
22200
0
0
SALESFORCE COM INC
COM
79466L302
219
3800
SH
SOLE
3800
0
0
SANMINA CORPORATION
COM
801056102
365
17500
SH
SOLE
17500
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
607
34100
SH
SOLE
34100
0
0
SCHNITZER STL INDS
CL A
806882106
387
16100
SH
SOLE
16100
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
582
84400
SH
SOLE
84400
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1023
18600
SH
SOLE
18600
0
0
SERVICE CORP INTL
COM
817565104
254
12000
SH
SOLE
12000
0
0
SHERWIN WILLIAMS CO
COM
824348106
285
1300
SH
SOLE
1300
0
0
SHORETEL INC
COM
825211105
158
23700
SH
SOLE
23700
0
0
SIGMA DESIGNS INC
COM
826565103
62
14400
SH
SOLE
14400
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
213
1900
SH
SOLE
1900
0
0
SILICONWARE PRECISION INDS L
SPONSD ADR SPL
827084864
83
12100
SH
SOLE
12100
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
512
14900
SH
SOLE
14900
0
0
SKECHERS U S A INC
CL A
830566105
576
10800
SH
SOLE
10800
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
502
19200
SH
SOLE
19200
0
0
SOLAR CAP LTD
COM
83413U100
436
23337
SH
SOLE
23337
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
514
63200
SH
SOLE
63200
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
373
9800
SH
SOLE
9800
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
166
15100
SH
SOLE
15100
0
0
SPROUTS FMRS MKT INC
COM
85208M102
267
9200
SH
SOLE
9200
0
0
STANLEY BLACK & DECKER INC
COM
854502101
266
3000
SH
SOLE
3000
0
0
STARBUCKS CORP
COM
855244109
340
4500
SH
SOLE
4500
0
0
STONE ENERGY CORP
COM
861642106
232
7400
SH
SOLE
7400
0
0
SUNGY MOBILE LTD
ADR REP ORD A
86737M100
104
15900
SH
SOLE
15900
0
0
SUNOPTA INC
COM
8676EP108
215
17800
SH
SOLE
17800
0
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
132
15200
SH
SOLE
15200
0
0
SWIFT TRANSN CO
CL A
87074U101
485
23100
SH
SOLE
23100
0
0
SYMMETRY MED INC
COM
871546206
819
81200
SH
SOLE
81200
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
426
7700
SH
SOLE
7700
0
0
TENNECO INC
COM
880349105
309
5900
SH
SOLE
5900
0
0
TERADYNE INC
COM
880770102
450
23200
SH
SOLE
23200
0
0
TESORO CORP
COM
881609101
262
4300
SH
SOLE
4300
0
0
THE ADT CORPORATION
COM
00101J106
238
6700
SH
SOLE
6700
0
0
THOR INDS INC
COM
885160101
876
17000
SH
SOLE
17000
0
0
TIMKEN CO
COM
887389104
314
7400
SH
SOLE
7400
0
0
TIVO INC
COM
888706108
206
16100
SH
SOLE
16100
0
0
TOWER INTL INC
COM
891826109
277
11000
SH
SOLE
11000
0
0
TRAVELCENTERS OF AMERICA LLC
COM
894174101
127
12900
SH
SOLE
12900
0
0
TREX CO INC
COM
89531P105
996
28800
SH
SOLE
28800
0
0
TRINITY INDS INC
COM
896522109
276
5900
SH
SOLE
5900
0
0
TRISTATE CAP HLDGS INC
COM
89678F100
95
10500
SH
SOLE
10500
0
0
TUESDAY MORNING CORP
COM NEW
899035505
223
11500
SH
SOLE
11500
0
0
TYCO INTERNATIONAL LTD
SHS
H89128104
682
15300
SH
SOLE
15300
0
0
UBIQUITI NETWORKS INC
COM
90347A100
259
6900
SH
SOLE
6900
0
0
UGI CORP NEW
COM
902681105
293
8600
SH
SOLE
8600
0
0
UNITED CONTL HLDGS INC
COM
910047109
356
7600
SH
SOLE
7600
0
0
UNITED INS HLDGS CORP
COM
910710102
354
23600
SH
SOLE
23600
0
0
UNITED NAT FOODS INC
COM
911163103
578
9400
SH
SOLE
9400
0
0
UNITED STATES STL CORP NEW
COM
912909108
799
20400
SH
SOLE
20400
0
0
UNIVERSAL FST PRODS INC
COM
913543104
312
7300
SH
SOLE
7300
0
0
UNIVERSAL INS HLDGS INC
COM
91359V107
411
31800
SH
SOLE
31800
0
0
VAALCO ENERGY INC
COM NEW
91851C201
1117
131400
SH
SOLE
131400
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
361
7800
SH
SOLE
7800
0
0
VASCO DATA SEC INTL INC
COM
92230Y104
443
23600
SH
SOLE
23600
0
0
VOXX INTL CORP
CL A
91829F104
229
24600
SH
SOLE
24600
0
0
WEBMD HEALTH CORP
COM
94770V102
351
8400
SH
SOLE
8400
0
0
WEBSTER FINL CORP CONN
COM
947890109
344
11800
SH
SOLE
11800
0
0
WESTERN ASSET MTG CAP CORP
COM
95790D105
151
10200
SH
SOLE
10200
0
0
WINDSTREAM HLDGS INC
COM
97382A101
125
11600
SH
SOLE
11600
0
0
WINNEBAGO INDS INC
COM
974637100
531
24400
SH
SOLE
24400
0
0
WORLD ACCEP CORP DEL
COM
981419104
527
7800
SH
SOLE
7800
0
0
WRIGHT MED GROUP INC
COM
98235T107
236
7800
SH
SOLE
7800
0
0
XCERRA CORP
COM
98400J108
282
28800
SH
SOLE
28800
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
465
22900
SH
SOLE
22900
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
446
19700
SH
SOLE
19700
0
0