0001512991-11-000004.txt : 20111101
0001512991-11-000004.hdr.sgml : 20111101
20111101135550
ACCESSION NUMBER: 0001512991-11-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111101
DATE AS OF CHANGE: 20111101
EFFECTIVENESS DATE: 20111101
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Quantbot Technologies LLC
CENTRAL INDEX KEY: 0001512991
IRS NUMBER: 264608792
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14304
FILM NUMBER: 111170658
BUSINESS ADDRESS:
STREET 1: 420 LEXINGTON AVE
STREET 2: SUITE 1630
CITY: NEW YORK
STATE: NY
ZIP: 10170
BUSINESS PHONE: 646-350-3535
MAIL ADDRESS:
STREET 1: 420 LEXINGTON AVE
STREET 2: SUITE 1630
CITY: NEW YORK
STATE: NY
ZIP: 10170
13F-HR
1
quantbot_tech_201109.txt
QUATER 3 2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Quantbot Technologies LLC
Address: 420 Lexington Ave
Suite 1630
NewYork, NY 10170
Form 13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Michael Botlo
Title: Chief Executive Officer
Phone: 646-350-3535
Signature, Place, and Date of Signing:
/s/ Michael Botlo New York, NY 11/01/2011
---------------- ----------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager is reported in this report and a portion is reported by
other reporting manager(s).)
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- ------- -------- --------- -------- ------------
AGILENT TECHNOLOGIES INC COM 00846U101 44 1,400 SH SOLE N/A 1,400
ALCOA INC COM 013817101 156 16,300 SH SOLE N/A 16,300
ADVANCE AUTO PARTS INC COM 00751Y106 44 755 SH SOLE N/A 755
APPLE INC COM 037833100 995 2,610 SH SOLE N/A 2,610
AMERISOURCEBERGEN CORP COM 03073E105 123 3,300 SH SOLE N/A 3,300
ASBURY AUTOMOTIVE GROUP INC COM 043436104 23 1,400 SH SOLE N/A 1,400
BARRICK GOLD CORP COM 067901108 317 6,800 SH SOLE N/A 6,800
AMERICAN CAP LTD COM 02503Y103 169 24,853 SH SOLE N/A 24,853
ALUMINUM CORP CHINA LTD SPONSORED ADR 022276109 16 1,500 SH SOLE N/A 1,500
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 55 3,100 SH SOLE N/A 3,100
ACCURIDE CORP NEW COM 00439T206 1 200 SH SOLE N/A 200
ADOBE SYS INC COM 00724F101 41 1,699 SH SOLE N/A 1,699
ANALOG DEVICES INC COM 032654105 291 9,300 SH SOLE N/A 9,300
ADVANCE AMER CASH ADVANCE CT COM 00739W107 31 4,200 SH SOLE N/A 4,200
AMEREN CORP COM 023608102 456 15,323 SH SOLE N/A 15,323
AMERICAN EQTY INVT LIFE HLD COM 025676206 34 3,910 SH SOLE N/A 3,910
AGNICO EAGLE MINES LTD COM 008474108 12 200 SH SOLE N/A 200
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 98 8,400 SH SOLE N/A 8,400
AES CORP COM 00130H105 61 6,300 SH SOLE N/A 6,300
ASTORIA FINL CORP COM 046265104 16 2,100 SH SOLE N/A 2,100
AFFYMETRIX INC COM 00826T108 33 6,700 SH SOLE N/A 6,700
AMERICAN FINL GROUP INC OHIO COM 025932104 81 2,600 SH SOLE N/A 2,600
FIRST MAJESTIC SILVER CORP COM 32076V103 12 800 SH SOLE N/A 800
ALLERGAN INC COM 018490102 91 1,110 SH SOLE N/A 1,110
ASSURED GUARANTY LTD COM G0585R106 70 6,367 SH SOLE N/A 6,367
GALLAGHER ARTHUR J & CO COM 363576109 117 4,458 SH SOLE N/A 4,458
AKAMAI TECHNOLOGIES INC COM 00971T101 107 5,400 SH SOLE N/A 5,400
AKORN INC COM 009728106 45 5,709 SH SOLE N/A 5,709
ALBEMARLE CORP COM 012653101 367 9,091 SH SOLE N/A 9,091
ALLSTATE CORP COM 020002101 749 31,600 SH SOLE N/A 31,600
AMETEK INC NEW COM 031100100 221 6,700 SH SOLE N/A 6,700
AFFILIATED MANAGERS GROUP COM 008252108 269 3,446 SH SOLE N/A 3,446
AMERIPRISE FINL INC COM 03076C106 275 6,989 SH SOLE N/A 6,989
AMAZON COM INC COM 023135106 822 3,800 SH SOLE N/A 3,800
AUTONATION INC COM 05329W102 321 9,792 SH SOLE N/A 9,792
ABERCROMBIE & FITCH CO COM 002896207 21 348 SH SOLE N/A 348
ANADARKO PETE CORP COM 032511107 32 500 SH SOLE N/A 500
AMPHENOL CORP NEW COM 032095101 82 2,000 SH SOLE N/A 2,000
ACME PACKET INC COM 004764106 233 5,475 SH SOLE N/A 5,475
APOLLO GROUP INC COM 037604105 427 10,784 SH SOLE N/A 10,784
ARES CAP CORP COM 04010L103 45 3,300 SH SOLE N/A 3,300
ARCOS DORADOS HOLDINGS INC COM G0457F107 104 4,500 SH SOLE N/A 4,500
AIRGAS INC COM 009363102 306 4,800 SH SOLE N/A 4,800
ARM HLDGS PLC SPONSORED ADR 042068106 112 4,400 SH SOLE N/A 4,400
ARROW ELECTRS INC COM 042735100 78 2,797 SH SOLE N/A 2,797
ASSOCIATED BANC CORP COM 045487105 25 2,700 SH SOLE N/A 2,700
ASHLAND INC NEW COM 044209104 163 3,700 SH SOLE N/A 3,700
ASIAINFO-LINKAGE INC COM 04518A104 43 5,823 SH SOLE N/A 5,823
ASCENA RETAIL GROUP COM 04351G101 107 3,951 SH SOLE N/A 3,951
ATHENAHEALTH INC COM 04685W103 42 700 SH SOLE N/A 700
ATMOS ENERGY CORP COM 049560105 55 1,700 SH SOLE N/A 1,700
ACTUANT CORP COM 00508X203 117 5,900 SH SOLE N/A 5,900
ACTIVISION BLIZZARD INC COM 00507V109 473 39,770 SH SOLE N/A 39,770
ATWOOD OCEANICS INC COM 050095108 172 5,000 SH SOLE N/A 5,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 78 5,180 SH SOLE N/A 5,180
YAMANA GOLD INC COM 98462Y100 42 3,109 SH SOLE N/A 3,109
AVNET INC COM 053807103 78 3,002 SH SOLE N/A 3,002
AVERY DENNISON CORP COM 053611109 141 5,604 SH SOLE N/A 5,604
AMERICAN WTR WKS CO INC NEW COM 030420103 189 6,259 SH SOLE N/A 6,259
AXIS CAPITAL HOLDINGS COM G0692U109 127 4,900 SH SOLE N/A 4,900
AUTOZONE INC COM 053332102 351 1,100 SH SOLE N/A 1,100
BAXTER INTL INC COM 071813109 331 5,900 SH SOLE N/A 5,900
BED BATH & BEYOND INC COM 075896100 172 3,000 SH SOLE N/A 3,000
BARRETT BILL CORP COM 06846N104 142 3,917 SH SOLE N/A 3,917
BHP BILLITON PLC SPONSORED ADR 05545E209 239 4,500 SH SOLE N/A 4,500
BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 13 1,600 SH SOLE N/A 1,600
BUNGE LIMITED COM G16962105 6 100 SH SOLE N/A 100
BUCKLE INC COM 118440106 65 1,700 SH SOLE N/A 1,700
BARNES & NOBLE INC COM 067774109 73 6,150 SH SOLE N/A 6,150
BELO CORP COM 080555105 3 700 SH SOLE N/A 700
BLACKROCK INC COM 09247X101 429 2,900 SH SOLE N/A 2,900
BEMIS INC COM 081437105 199 6,800 SH SOLE N/A 6,800
BANK NOVA SCOTIA HALIFAX COM 064149107 156 3,106 SH SOLE N/A 3,106
BANK HAWAII CORP COM 062540109 160 4,400 SH SOLE N/A 4,400
BP PLC SPONSORED ADR 055622104 887 24,600 SH SOLE N/A 24,600
BROOKFIELD OFFICE PPTYS COM 112900105 238 17,258 SH SOLE N/A 17,258
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 286 14,200 SH SOLE N/A 14,200
BANCO SANTANDER BRASIL S A SPONSORED ADR 05967A107 235 32,167 SH SOLE N/A 32,167
BOSTON SCIENTIFIC CORP COM 101137107 154 26,110 SH SOLE N/A 26,110
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 224 4,223 SH SOLE N/A 4,223
BLACKSTONE GROUP L P COM 09253U108 38 3,196 SH SOLE N/A 3,196
BANCORPSOUTH INC COM 059692103 59 6,700 SH SOLE N/A 6,700
BOYD GAMING CORP COM 103304101 19 3,800 SH SOLE N/A 3,800
CITIGROUP INC COM 172967424 418 16,300 SH SOLE N/A 16,300
CA INC COM 12673P105 52 2,700 SH SOLE N/A 2,700
CABELAS INC COM 126804301 20 1,000 SH SOLE N/A 1,000
CARDINAL HEALTH INC COM 14149Y108 46 1,100 SH SOLE N/A 1,100
CHEESECAKE FACTORY INC COM 163072101 32 1,300 SH SOLE N/A 1,300
CAMERON INTERNATIONAL CORP COM 13342B105 253 6,100 SH SOLE N/A 6,100
AVIS BUDGET GROUP COM 053774105 94 9,708 SH SOLE N/A 9,708
COMPANHIA BRASILEIRA DE DISTRB SPONSORED ADR 20440T201 92 2,978 SH SOLE N/A 2,978
COOPER INDUSTRIES PLC COM G24140108 275 5,962 SH SOLE N/A 5,962
CHICAGO BRIDGE & IRON CO N V SPONSORED ADR 167250109 49 1,700 SH SOLE N/A 1,700
CABOT CORP COM 127055101 94 3,800 SH SOLE N/A 3,800
CROWN CASTLE INTL CORP COM 228227104 502 12,353 SH SOLE N/A 12,353
CARNIVAL CORP COM 143658300 804 26,536 SH SOLE N/A 26,536
COEUR D ALENE MINES CORP IDAHO COM 192108504 38 1,783 SH SOLE N/A 1,783
CERNER CORP COM 156782104 254 3,700 SH SOLE N/A 3,700
CAREFUSION CORP COM 14170T101 40 1,664 SH SOLE N/A 1,664
CHESAPEAKE ENERGY CORP COM 165167107 1,001 39,187 SH SOLE N/A 39,187
CHECK POINT SOFTWARE TECH LTD COM M22465104 294 5,571 SH SOLE N/A 5,571
CHEMTURA CORP COM 163893209 38 3,746 SH SOLE N/A 3,746
CHICOS FAS INC COM 168615102 202 17,670 SH SOLE N/A 17,670
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 102 5,000 SH SOLE N/A 5,000
CIGNA CORP COM 125509109 155 3,700 SH SOLE N/A 3,700
COBALT INTL ENERGY INC COM 19075F106 26 3,395 SH SOLE N/A 3,395
CIT GROUP INC COM 125581801 176 5,808 SH SOLE N/A 5,808
COLGATE PALMOLIVE CO COM 194162103 187 2,105 SH SOLE N/A 2,105
CORE LABORATORIES N V COM N22717107 180 2,000 SH SOLE N/A 2,000
CLOUD PEAK ENERGY INC COM 18911Q102 95 5,600 SH SOLE N/A 5,600
CLIFFS NATURAL RESOURCES INC COM 18683K101 762 14,900 SH SOLE N/A 14,900
CLEAN ENERGY FUELS CORP COM 184499101 46 4,100 SH SOLE N/A 4,100
COMERICA INC COM 200340107 382 16,633 SH SOLE N/A 16,633
COMMERCIAL METALS CO COM 201723103 77 8,100 SH SOLE N/A 8,100
CHIPOTLE MEXICAN GRILL INC COM 169656105 270 892 SH SOLE N/A 892
CUMMINS INC COM 231021106 698 8,552 SH SOLE N/A 8,552
CNH GLOBAL N V SPONSORED ADR N20935206 21 800 SH SOLE N/A 800
CLECO CORP NEW COM 12561W105 171 5,018 SH SOLE N/A 5,018
CNO FINANCIAL GROUP INC COM 12621E103 18 3,300 SH SOLE N/A 3,300
CENTERPOINT ENERGY INC COM 15189T107 80 4,100 SH SOLE N/A 4,100
SPANSION INC COM 84649R200 7 600 SH SOLE N/A 600
ROCKWELL COLLINS INC COM 774341101 174 3,300 SH SOLE N/A 3,300
COOPER COS INC COM 216648402 309 3,900 SH SOLE N/A 3,900
CONOCOPHILLIPS COM 20825C104 6 100 SH SOLE N/A 100
CANADIAN PAC RY LTD COM 13645T100 380 7,900 SH SOLE N/A 7,900
CPFL ENERGIA S A SPONSORED ADR 126153105 71 3,200 SH SOLE N/A 3,200
CORN PRODS INTL INC COM 219023108 18 471 SH SOLE N/A 471
COMPUWARE CORP COM 205638109 61 7,900 SH SOLE N/A 7,900
COMPLETE PRODUCTION SERVICES COM 20453E109 137 7,273 SH SOLE N/A 7,273
CHIQUITA BRANDS INTL INC COM 170032809 3 300 SH SOLE N/A 300
CREE INC COM 225447101 315 12,112 SH SOLE N/A 12,112
COMSTOCK RES INC COM 205768203 38 2,482 SH SOLE N/A 2,482
SALESFORCE COM INC COM 79466L302 240 2,100 SH SOLE N/A 2,100
CARPENTER TECHNOLOGY CORP COM 144285103 44 989 SH SOLE N/A 989
CIRRUS LOGIC INC COM 172755100 133 9,000 SH SOLE N/A 9,000
CARRIZO OIL & CO INC COM 144577103 31 1,435 SH SOLE N/A 1,435
COMPUTER SCIENCES CORP COM 205363104 86 3,185 SH SOLE N/A 3,185
COINSTAR INC COM 19259P300 108 2,700 SH SOLE N/A 2,700
CSX CORP COM 126408103 13 700 SH SOLE N/A 700
COOPER TIRE & RUBR CO COM 216831107 30 2,800 SH SOLE N/A 2,800
CENTURYLINK INC COM 156700106 387 11,677 SH SOLE N/A 11,677
CTRIP COM INTL LTD SPONSORED ADR 22943F100 182 5,654 SH SOLE N/A 5,654
CVB FINL CORP COM 126600105 42 5,400 SH SOLE N/A 5,400
CABLEVISION SYS CORP COM 12686C109 259 16,454 SH SOLE N/A 16,454
CENOVUS ENERGY INC COM 15135U109 89 2,900 SH SOLE N/A 2,900
CHEVRON CORP NEW COM 166764100 109 1,179 SH SOLE N/A 1,179
CONCHO RES INC COM 20605P101 225 3,169 SH SOLE N/A 3,169
CORRECTIONS CORP AMER NEW COM 22025Y407 207 9,130 SH SOLE N/A 9,130
CYPRESS SEMICONDUCTOR CORP COM 232806109 290 19,362 SH SOLE N/A 19,362
COMMUNITY HEALTH SYS INC NEWCO COM 203668108 16 973 SH SOLE N/A 973
CITY NATL CORP COM 178566105 124 3,272 SH SOLE N/A 3,272
COSAN LTD COM G25343107 68 7,225 SH SOLE N/A 7,225
DOMINION RES INC VA NEW COM 25746U109 807 15,900 SH SOLE N/A 15,900
DELTA AIR LINES INC DEL COM 247361702 311 41,450 SH SOLE N/A 41,450
DANA HLDG CORP COM 235825205 47 4,495 SH SOLE N/A 4,495
E-COMMERCE CHINA DANGDANG IN SPONSORED ADR 26833A105 8 1,600 SH SOLE N/A 1,600
DEUTSCHE BANK AG SPONSORED ADR D18190898 242 7,000 SH SOLE N/A 7,000
3-D SYS CORP DEL COM 88554D205 16 1,166 SH SOLE N/A 1,166
DELL INC COM 24702R101 395 27,900 SH SOLE N/A 27,900
DIAGEO P L C SPONSORED ADR 25243Q205 225 2,968 SH SOLE N/A 2,968
DEAN FOODS CO NEW COM 242370104 22 2,500 SH SOLE N/A 2,500
DISCOVER FINL SVCS COM 254709108 856 37,330 SH SOLE N/A 37,330
QUEST DIAGNOSTICS INC COM 74834L100 181 3,665 SH SOLE N/A 3,665
D R HORTON INC COM 23331A109 5 600 SH SOLE N/A 600
DANAHER CORP DEL COM 235851102 1,025 24,428 SH SOLE N/A 24,428
DICKS SPORTING GOODS INC COM 253393102 224 6,700 SH SOLE N/A 6,700
DELUXE CORP COM 248019101 4 200 SH SOLE N/A 200
DUN & BRADSTREET CORP DEL NEW COM 26483E100 37 600 SH SOLE N/A 600
DENBURY RES INC COM 247916208 91 7,900 SH SOLE N/A 7,900
DOVER CORP COM 260003108 83 1,777 SH SOLE N/A 1,777
DOW CHEM CO COM 260543103 1,064 47,367 SH SOLE N/A 47,367
DR PEPPER SNAPPLE GROUP INC COM 26138E109 175 4,500 SH SOLE N/A 4,500
DRESSER-RAND GROUP INC COM 261608103 61 1,500 SH SOLE N/A 1,500
DARDEN RESTAURANTS INC COM 237194105 241 5,637 SH SOLE N/A 5,637
DIGITAL RIV INC COM 25388B104 73 3,500 SH SOLE N/A 3,500
DSW INC COM 23334L102 32 700 SH SOLE N/A 700
DIANA SHIPPING INC COM Y2066G104 23 3,100 SH SOLE N/A 3,100
DIRECTV COM 25490A101 464 10,975 SH SOLE N/A 10,975
DUKE ENERGY CORP NEW COM 26441C105 186 9,300 SH SOLE N/A 9,300
DYNEGY INC DEL COM 26817G300 7 1,750 SH SOLE N/A 1,750
ENI S P A SPONSORED ADR 26874R108 214 6,105 SH SOLE N/A 6,105
BRINKER INTL INC COM 109641100 161 7,700 SH SOLE N/A 7,700
NEW ORIENTAL ED & TECH GRP I SPONSORED ADR 647581107 75 3,256 SH SOLE N/A 3,256
EQUIFAX INC COM 294429105 17 543 SH SOLE N/A 543
ENERGEN CORP COM 29265N108 172 4,200 SH SOLE N/A 4,200
ELDORADO GOLD CORP NEW COM 284902103 331 19,287 SH SOLE N/A 19,287
EARTHLINK INC COM 270321102 66 10,100 SH SOLE N/A 10,100
EMULEX CORP COM 292475209 27 4,283 SH SOLE N/A 4,283
EMERSON ELEC CO COM 291011104 12 300 SH SOLE N/A 300
ENBRIDGE INC COM 29250N105 29 900 SH SOLE N/A 900
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 213 7,598 SH SOLE N/A 7,598
ENTEGRIS INC COM 29362U104 28 4,400 SH SOLE N/A 4,400
EOG RES INC COM 26875P101 57 800 SH SOLE N/A 800
ENTERPRISE PRODS PARTNERS L COM 293792107 15 377 SH SOLE N/A 377
EQUINIX INC COM 29444U502 471 5,300 SH SOLE N/A 5,300
ENERPLUS CORP COM 292766102 29 1,200 SH SOLE N/A 1,200
ERICSSON L M TEL CO SPONSORED ADR 294821608 358 37,535 SH SOLE N/A 37,535
ELECTRONIC ARTS INC COM 285512109 708 34,630 SH SOLE N/A 34,630
EXPRESS SCRIPTS INC COM 302182100 16 434 SH SOLE N/A 434
E TRADE FINANCIAL CORP COM 269246401 10 1,065 SH SOLE N/A 1,065
EDWARDS LIFESCIENCES CORP COM 28176E108 462 6,488 SH SOLE N/A 6,488
EAST WEST BANCORP INC COM 27579R104 82 5,500 SH SOLE N/A 5,500
EXELON CORP COM 30161N101 368 8,636 SH SOLE N/A 8,636
ENDEAVOUR SILVER CORP COM 29258Y103 2 200 SH SOLE N/A 200
EXPEDITORS INTL WASH INC COM 302130109 74 1,820 SH SOLE N/A 1,820
EXPEDIA INC DEL COM 30212P105 314 12,178 SH SOLE N/A 12,178
FASTENAL CO COM 311900104 262 7,881 SH SOLE N/A 7,881
FIBRIA CELULOSE S A SPONSORED ADR 31573A109 44 5,800 SH SOLE N/A 5,800
FOREST CITY ENTERPRISES INC COM 345550107 75 7,013 SH SOLE N/A 7,013
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 91 8,441 SH SOLE N/A 8,441
F5 NETWORKS INC COM 315616102 306 4,310 SH SOLE N/A 4,310
FIRST HORIZON NATL CORP COM 320517105 66 11,000 SH SOLE N/A 11,000
FEDERATED INVS INC PA COM 314211103 241 13,764 SH SOLE N/A 13,764
FIDELITY NATL INFORMATION SVCS COM 31620M106 18 737 SH SOLE N/A 737
FISERV INC COM 337738108 139 2,731 SH SOLE N/A 2,731
FIFTH THIRD BANCORP COM 316773100 41 4,055 SH SOLE N/A 4,055
FOOT LOCKER INC COM 344849104 110 5,500 SH SOLE N/A 5,500
FLEXTRONICS INTL LTD COM Y2573F102 95 16,857 SH SOLE N/A 16,857
FLIR SYS INC COM 302445101 36 1,440 SH SOLE N/A 1,440
FLOWERS FOODS INC COM 343498101 95 4,900 SH SOLE N/A 4,900
FLOWSERVE CORP COM 34354P105 364 4,914 SH SOLE N/A 4,914
FIRST MIDWEST BANCORP DEL COM 320867104 42 5,800 SH SOLE N/A 5,800
FOMENTO ECONOMICO MEXICANO SA SPONSORED ADR 344419106 126 1,949 SH SOLE N/A 1,949
FIDELITY NATIONAL FINANCIAL COM 31620R105 393 25,892 SH SOLE N/A 25,892
FIRST NIAGARA FINL GP INC COM 33582V108 101 11,055 SH SOLE N/A 11,055
FINISAR COM 31787A507 182 10,380 SH SOLE N/A 10,380
FOSSIL INC COM 349882100 533 6,580 SH SOLE N/A 6,580
FRONTLINE LTD COM G3682E127 43 8,800 SH SOLE N/A 8,800
FOREST LABS INC COM 345838106 517 16,800 SH SOLE N/A 16,800
FORTINET INC COM 34959E109 154 9,194 SH SOLE N/A 9,194
FRONTIER COMMUNICATIONS INC COM 35906A108 134 21,900 SH SOLE N/A 21,900
GIANT INTERACTIVE GROUP INC SPONSORED ADR 374511103 10 3,100 SH SOLE N/A 3,100
GREENBRIER COS INC COM 393657101 6 500 SH SOLE N/A 500
GENESCO INC COM 371532102 36 700 SH SOLE N/A 700
GENERAL DYNAMICS CORP COM 369550108 460 8,094 SH SOLE N/A 8,094
GOODRICH PETE CORP COM 382410405 50 4,200 SH SOLE N/A 4,200
GENESIS ENERGY L P COM 371927104 2 100 SH SOLE N/A 100
GUESS INC COM 401617105 8 290 SH SOLE N/A 290
GAFISA S A SPONSORED ADR 362607301 38 6,500 SH SOLE N/A 6,500
GREENHILL & CO INC COM 395259104 103 3,600 SH SOLE N/A 3,600
GILDAN ACTIVEWEAR INC COM 375916103 8 300 SH SOLE N/A 300
GENERAL MLS INC COM 370334104 1,190 30,930 SH SOLE N/A 30,930
GENERAL MTRS CO COM 37045V100 256 12,692 SH SOLE N/A 12,692
GREEN MTN COFFEE ROASTERS IN COM 393122106 635 6,836 SH SOLE N/A 6,836
GENUINE PARTS CO COM 372460105 459 9,030 SH SOLE N/A 9,030
GULFPORT ENERGY CORP COM 402635304 112 4,616 SH SOLE N/A 4,616
GAP INC DEL COM 364760108 253 15,600 SH SOLE N/A 15,600
GRACE W R & CO DEL NEW COM 38388F108 127 3,800 SH SOLE N/A 3,800
GT ADVANCED TECHNOLOGIES COM 36191U106 7 1,000 SH SOLE N/A 1,000
GRAFTECH INTL LTD COM 384313102 15 1,158 SH SOLE N/A 1,158
GRAINGER W W INC COM 384802104 369 2,466 SH SOLE N/A 2,466
GREAT PLAINS ENERGY INC COM 391164100 166 8,606 SH SOLE N/A 8,606
HALLIBURTON CO COM 406216101 253 8,300 SH SOLE N/A 8,300
HANSEN NAT CORP COM 411310105 96 1,100 SH SOLE N/A 1,100
HARMAN INTL INDS INC COM 413086109 174 6,100 SH SOLE N/A 6,100
HASBRO INC COM 418056107 442 13,544 SH SOLE N/A 13,544
HUNTINGTON BANCSHARES INC COM 446150104 42 8,700 SH SOLE N/A 8,700
HSBC HLDGS PLC SPONSORED ADR 404280406 383 10,071 SH SOLE N/A 10,071
HCC INS HLDGS INC COM 404132102 143 5,300 SH SOLE N/A 5,300
HECKMANN CORP COM 422680108 109 20,590 SH SOLE N/A 20,590
HECLA MNG CO COM 422704106 166 30,904 SH SOLE N/A 30,904
HERBALIFE LTD COM G4412G101 254 4,748 SH SOLE N/A 4,748
HEALTH MGMT ASSOC INC NEW COM 421933102 75 10,800 SH SOLE N/A 10,800
HONDA MOTOR LTD SPONSORED ADR 438128308 35 1,200 SH SOLE N/A 1,200
HEINZ H J CO COM 423074103 95 1,885 SH SOLE N/A 1,885
HOLOGIC INC COM 436440101 60 3,957 SH SOLE N/A 3,957
HORNBECK OFFSHORE SVCS INC N COM 440543106 127 5,082 SH SOLE N/A 5,082
HOT TOPIC INC COM 441339108 42 5,500 SH SOLE N/A 5,500
HELMERICH & PAYNE INC COM 423452101 511 12,595 SH SOLE N/A 12,595
HEWLETT PACKARD CO COM 428236103 379 16,900 SH SOLE N/A 16,900
HORMEL FOODS CORP COM 440452100 132 4,900 SH SOLE N/A 4,900
HARRIS CORP DEL COM 413875105 165 4,816 SH SOLE N/A 4,816
HEALTHSPRING INC COM 42224N101 204 5,600 SH SOLE N/A 5,600
HARSCO CORP COM 415864107 39 2,000 SH SOLE N/A 2,000
HEARTLAND EXPRESS INC COM 422347104 9 684 SH SOLE N/A 684
HERTZ GLOBAL HOLDINGS INC COM 42805T105 60 6,713 SH SOLE N/A 6,713
HEXCEL CORP NEW COM 428291108 18 800 SH SOLE N/A 800
IAC INTERACTIVECORP COM 44919P508 237 6,000 SH SOLE N/A 6,000
ICONIX BRAND GROUP INC COM 451055107 3 194 SH SOLE N/A 194
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 84 1,486 SH SOLE N/A 1,486
INTRALINKS HLDGS INC COM 46118H104 3 406 SH SOLE N/A 406
ILLUMINA INC COM 452327109 192 4,694 SH SOLE N/A 4,694
INGRAM MICRO INC COM 457153104 146 9,045 SH SOLE N/A 9,045
IMAX CORP COM 45245E109 10 700 SH SOLE N/A 700
INTERMEC INC COM 458786100 20 3,100 SH SOLE N/A 3,100
INTERPUBLIC GROUP COS INC COM 460690100 81 11,200 SH SOLE N/A 11,200
INTREPID POTASH INC COM 46121Y102 237 9,510 SH SOLE N/A 9,510
INTERNATIONAL RECTIFIER CORP COM 460254105 48 2,585 SH SOLE N/A 2,585
IRON MTN INC COM 462846106 337 10,642 SH SOLE N/A 10,642
INTERSIL CORP COM 46069S109 25 2,400 SH SOLE N/A 2,400
GARTNER INC COM 366651107 52 1,500 SH SOLE N/A 1,500
ITT CORP COM 450911102 302 7,200 SH SOLE N/A 7,200
ITAU UNIBANCO HLDG SA SPONSORED ADR 465562106 69 4,453 SH SOLE N/A 4,453
ILLINOIS TOOL WKS INC COM 452308109 331 7,964 SH SOLE N/A 7,964
IVANHOE MINES LTD COM 46579N103 191 13,948 SH SOLE N/A 13,948
INVESCO LTD SPONSORED ADR G491BT108 149 9,635 SH SOLE N/A 9,635
JAGUAR MNG INC COM 47009M103 6 1,300 SH SOLE N/A 1,300
HUNT J B TRANS SVCS INC COM 445658107 285 7,879 SH SOLE N/A 7,879
JABIL CIRCUIT INC COM 466313103 433 24,367 SH SOLE N/A 24,367
PENNEY J C INC COM 708160106 187 7,000 SH SOLE N/A 7,000
JDS UNIPHASE CORP COM 46612J507 184 18,500 SH SOLE N/A 18,500
JACOBS ENGR GROUP INC DEL COM 469814107 201 6,240 SH SOLE N/A 6,240
JEFFERIES GROUP INC NEW COM 472319102 195 15,715 SH SOLE N/A 15,715
JOHNSON & JOHNSON COM 478160104 999 15,673 SH SOLE N/A 15,673
JUNIPER NETWORKS INC COM 48203R104 74 4,296 SH SOLE N/A 4,296
JANUS CAP GROUP INC COM 47102X105 76 12,700 SH SOLE N/A 12,700
JONES GROUP INC COM 48020T101 15 1,600 SH SOLE N/A 1,600
JOY GLOBAL INC COM 481165108 165 2,638 SH SOLE N/A 2,638
JPMORGAN CHASE & CO COM 46625H100 997 33,100 SH SOLE N/A 33,100
NORDSTROM INC COM 655664100 145 3,175 SH SOLE N/A 3,175
KELLOGG CO COM 487836108 61 1,147 SH SOLE N/A 1,147
KBR INC COM 48242W106 61 2,585 SH SOLE N/A 2,585
KNIGHT CAP GROUP INC COM 499005106 175 14,428 SH SOLE N/A 14,428
KAYDON CORP COM 486587108 11 400 SH SOLE N/A 400
KEY ENERGY SVCS INC COM 492914106 5 500 SH SOLE N/A 500
KIRBY CORP COM 497266106 63 1,200 SH SOLE N/A 1,200
KKR FINANCIAL HLDGS LLC COM 48248A306 2 250 SH SOLE N/A 250
KORN FERRY INTL COM 500643200 6 500 SH SOLE N/A 500
KRISPY KREME DOUGHNUTS INC COM 501014104 3 500 SH SOLE N/A 500
KLA-TENCOR CORP COM 482480100 265 6,922 SH SOLE N/A 6,922
KIMBERLY CLARK CORP COM 494368103 163 2,300 SH SOLE N/A 2,300
KINDRED HEALTHCARE INC COM 494580103 34 3,890 SH SOLE N/A 3,890
KNIGHT TRANSN INC COM 499064103 1 57 SH SOLE N/A 57
COCA-COLA CO COM 191216100 263 3,900 SH SOLE N/A 3,900
KROGER CO COM 501044101 481 21,903 SH SOLE N/A 21,903
KRATON PERFORMANCE POLYMERS COM 50077C106 3 200 SH SOLE N/A 200
KRONOS WORLDWIDE INC COM 50105F105 35 2,203 SH SOLE N/A 2,203
KT CORP SPONSORED ADR 48268K101 41 2,751 SH SOLE N/A 2,751
QUICKSILVER RESOURCES INC COM 74837R104 85 11,200 SH SOLE N/A 11,200
LOEWS CORP COM 540424108 256 7,400 SH SOLE N/A 7,400
LAMAR ADVERTISING CO COM 512815101 70 4,095 SH SOLE N/A 4,095
MAGMA DESIGN AUTOMATION COM 559181102 12 2,700 SH SOLE N/A 2,700
LAZARD LTD COM G54050102 30 1,400 SH SOLE N/A 1,400
LEGGETT & PLATT INC COM 524660107 12 600 SH SOLE N/A 600
LIBERTY MEDIA CORP NEW COM 53071M104 148 10,012 SH SOLE N/A 10,012
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2 100 SH SOLE N/A 100
LINEAR TECHNOLOGY CORP COM 535678106 122 4,400 SH SOLE N/A 4,400
ELI LILLY & CO COM 532457108 61 1,651 SH SOLE N/A 1,651
LINKEDIN CORP COM 53578A108 31 400 SH SOLE N/A 400
LORRILLARD INC COM 544147101 471 4,257 SH SOLE N/A 4,257
LOWES COS INC COM 548661107 267 13,800 SH SOLE N/A 13,800
LENDER PROCESSING SVCS INC COM 52602E102 28 2,059 SH SOLE N/A 2,059
LOUISIANA PAC CORP COM 546347105 53 10,400 SH SOLE N/A 10,400
LSI CORPORATION COM 502161102 98 18,940 SH SOLE N/A 18,940
LIMITED BRANDS INC COM 532716107 358 9,309 SH SOLE N/A 9,309
SOUTHWEST AIRLS CO COM 844741108 90 11,200 SH SOLE N/A 11,200
LEXMARK INTL NEW COM 529771107 14 500 SH SOLE N/A 500
LYONDELLBASELL INDUSTRIES N COM N53745100 550 22,518 SH SOLE N/A 22,518
LA Z BOY INC COM 505336107 2 300 SH SOLE N/A 300
MACY'S INC COM 55616P104 99 3,772 SH SOLE N/A 3,772
MBIA INC COM 55262C100 6 800 SH SOLE N/A 800
MICROCHIP TECHNOLOGY INC COM 595017104 152 4,900 SH SOLE N/A 4,900
MCKESSON CORP COM 58155Q103 340 4,678 SH SOLE N/A 4,678
MOLYCORP INC DEL COM 608753109 114 3,473 SH SOLE N/A 3,473
M D C HLDGS INC COM 552676108 34 2,000 SH SOLE N/A 2,000
MCDERMOTT INTL INC COM 580037109 111 10,300 SH SOLE N/A 10,300
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 164 9,100 SH SOLE N/A 9,100
MEDTRONIC INC COM 585055106 589 17,714 SH SOLE N/A 17,714
MF GLOBAL HOLDINGS LTD COM 55277J108 36 8,600 SH SOLE N/A 8,600
MANULIFE FINL CORP COM 56501R106 295 26,017 SH SOLE N/A 26,017
MONEYGRAM INTL INC COM 60935Y109 0 23 SH SOLE N/A 23
MGM RESORTS INTERNATIONAL COM 552953101 104 11,200 SH SOLE N/A 11,200
MCGRAW HILL COS INC COM 580645109 888 21,665 SH SOLE N/A 21,665
MEAD JOHNSON NUTRITION CO COM 582839106 212 3,075 SH SOLE N/A 3,075
MCCORMICK & CO INC COM 579780206 137 2,965 SH SOLE N/A 2,965
MUELLER INDS INC COM 624756102 8 200 SH SOLE N/A 200
MARSH & MCLENNAN COS INC COM 571748102 258 9,723 SH SOLE N/A 9,723
MCMORAN EXPLORATION CO COM 582411104 67 6,773 SH SOLE N/A 6,773
MOLINA HEALTHCARE INC COM 60855R100 14 900 SH SOLE N/A 900
MONSANTO CO NEW COM 61166W101 270 4,500 SH SOLE N/A 4,500
MERGE HEALTHCARE INC COM 589499102 2 400 SH SOLE N/A 400
MERCK & CO INC COM 58933Y105 49 1,495 SH SOLE N/A 1,495
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 979 67,400 SH SOLE N/A 67,400
MORGAN STANLEY COM 617446448 316 23,400 SH SOLE N/A 23,400
MSCI INC COM 55354G100 146 4,825 SH SOLE N/A 4,825
MOTOROLA SOLUTIONS COM 620076307 138 3,300 SH SOLE N/A 3,300
ARCELORMITTAL SPONSORED ADR 03938L104 308 19,331 SH SOLE N/A 19,331
M & T BK CORP COM 55261F104 524 7,499 SH SOLE N/A 7,499
MERITOR INC COM 59001K100 112 15,900 SH SOLE N/A 15,900
MANITOWOC INC COM 563571108 106 15,760 SH SOLE N/A 15,760
MASTEC INC COM 576323109 40 2,249 SH SOLE N/A 2,249
MICRON TECHNOLOGY INC COM 595112103 31 6,100 SH SOLE N/A 6,100
MENS WEARHOUSE INC COM 587118100 342 13,106 SH SOLE N/A 13,106
MEADWESTVACO CORP COM 583334107 87 3,542 SH SOLE N/A 3,542
MONSTER WORLDWIDE INC COM 611742107 79 11,000 SH SOLE N/A 11,000
MYLAN INC COM 628530107 743 43,727 SH SOLE N/A 43,727
NETSUITE INC COM 64118Q107 8 297 SH SOLE N/A 297
NAVISTAR INTL CORP NEW COM 63934E108 90 2,811 SH SOLE N/A 2,811
NOBLE ENERGY INC COM 655044105 382 5,400 SH SOLE N/A 5,400
NABORS INDUSTRIES LTD COM G6359F103 199 16,270 SH SOLE N/A 16,270
NCR CORP NEW COM 62886E108 176 10,400 SH SOLE N/A 10,400
NEXTERA ENERGY INC COM 65339F101 156 2,895 SH SOLE N/A 2,895
NETFLIX INC COM 64110L106 813 7,183 SH SOLE N/A 7,183
NII HLDGS INC COM 62913F201 260 9,639 SH SOLE N/A 9,639
NIELSEN HOLDINGS N V COM N63218106 6 214 SH SOLE N/A 214
NORTHROP GRUMMAN CORP COM 666807102 245 4,700 SH SOLE N/A 4,700
NOKIA CORP SPONSORED ADR 654902204 11 2,000 SH SOLE N/A 2,000
NATIONAL OILWELL VARCO INC COM 637071101 102 2,000 SH SOLE N/A 2,000
NRG ENERGY INC COM 629377508 377 17,787 SH SOLE N/A 17,787
NORFOLK SOUTHERN CORP COM 655844108 369 6,051 SH SOLE N/A 6,051
NETEASE COM INC SPONSORED ADR 64110W102 23 600 SH SOLE N/A 600
NUVASIVE INC COM 670704105 36 2,106 SH SOLE N/A 2,106
NVIDIA CORP COM 67066G104 378 30,228 SH SOLE N/A 30,228
NV ENERGY INC COM 67073Y106 178 12,125 SH SOLE N/A 12,125
NOVELLUS SYS INC COM 670008101 273 10,033 SH SOLE N/A 10,033
NORTHWEST BANCSHARES INC MD COM 667340103 78 6,556 SH SOLE N/A 6,556
NXP SEMICONDUCTORS N V COM N6596X109 91 6,471 SH SOLE N/A 6,471
NEXEN INC COM 65334H102 304 19,608 SH SOLE N/A 19,608
NEW YORK CMNTY BANCORP INC COM 649445103 92 7,700 SH SOLE N/A 7,700
OWENS CORNING NEW COM 690742101 56 2,600 SH SOLE N/A 2,600
OCWEN FINL CORP COM 675746309 21 1,600 SH SOLE N/A 1,600
OGE ENERGY CORP COM 670837103 48 1,000 SH SOLE N/A 1,000
OCEANEERING INTL INC COM 675232102 128 3,622 SH SOLE N/A 3,622
OIL STS INTL INC COM 678026105 41 800 SH SOLE N/A 800
ONEOK INC NEW COM 682680103 128 1,934 SH SOLE N/A 1,934
OMNICOM GROUP INC COM 681919106 880 23,900 SH SOLE N/A 23,900
OPTIMER PHARMACEUTICALS INC COM 68401H104 132 9,535 SH SOLE N/A 9,535
OLD REP INTL CORP COM 680223104 131 14,697 SH SOLE N/A 14,697
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 56 4,100 SH SOLE N/A 4,100
OSHKOSH CORP COM 688239201 66 4,200 SH SOLE N/A 4,200
PENSKE AUTOMOTIVE GRP INC COM 70959W103 32 2,000 SH SOLE N/A 2,000
PEOPLES UNITED FINANCIAL INC COM 712704105 193 16,937 SH SOLE N/A 16,937
PITNEY BOWES INC COM 724479100 88 4,700 SH SOLE N/A 4,700
PATRIOT COAL CORP COM 70336T104 4 414 SH SOLE N/A 414
PRECISION DRILLING CORP COM 74022D308 83 10,000 SH SOLE N/A 10,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,121 33,582 SH SOLE N/A 33,582
PETSMART INC COM 716768106 178 4,181 SH SOLE N/A 4,181
PFIZER INC COM 717081103 999 56,500 SH SOLE N/A 56,500
PROCTER & GAMBLE CO COM 742718109 1,049 16,600 SH SOLE N/A 16,600
PENGROWTH ENERGY CORP COM 70706P104 1 100 SH SOLE N/A 100
PROGRESSIVE CORP OHIO COM 743315103 119 6,700 SH SOLE N/A 6,700
PARKER HANNIFIN CORP COM 701094104 622 9,859 SH SOLE N/A 9,859
KONINKLIJKE PHILIPS ELECTRS SPONSORED ADR 500472303 133 7,400 SH SOLE N/A 7,400
PHH CORP COM 693320202 99 6,149 SH SOLE N/A 6,149
PACKAGING CORP AMER COM 695156109 165 7,100 SH SOLE N/A 7,100
PERKINELMER INC COM 714046109 133 6,900 SH SOLE N/A 6,900
PROTECTIVE LIFE CORP COM 743674103 57 3,641 SH SOLE N/A 3,641
PALL CORP COM 696429307 28 660 SH SOLE N/A 660
PHILIP MORRIS INTL INC COM 718172109 193 3,100 SH SOLE N/A 3,100
PNC FINL SVCS GROUP INC COM 693475105 387 8,030 SH SOLE N/A 8,030
PINNACLE ENTMT INC COM 723456109 8 900 SH SOLE N/A 900
PNM RES INC COM 69349H107 2 144 SH SOLE N/A 144
PENTAIR INC COM 709631105 365 11,412 SH SOLE N/A 11,412
POTASH CORP SASK INC COM 73755L107 217 5,011 SH SOLE N/A 5,011
PPG INDS INC COM 693506107 643 9,100 SH SOLE N/A 9,100
PPL CORP COM 69351T106 477 16,700 SH SOLE N/A 16,700
PETROQUEST ENERGY INC COM 716748108 25 4,500 SH SOLE N/A 4,500
PERRIGO CO COM 714290103 19 200 SH SOLE N/A 200
PROSPECT CAPITAL CORPORATION COM 74348T102 13 1,500 SH SOLE N/A 1,500
PVH CORP COM 693656100 41 700 SH SOLE N/A 700
PENN WEST PETE LTD NEW COM 707887105 124 8,400 SH SOLE N/A 8,400
POWER ONE INC NEW COM 73930R102 32 7,007 SH SOLE N/A 7,007
PERFECT WORLD CO LTD SPONSORED ADR 71372U104 61 5,448 SH SOLE N/A 5,448
PIONEER NAT RES CO COM 723787107 491 7,458 SH SOLE N/A 7,458
QLOGIC CORP COM 747277101 119 9,348 SH SOLE N/A 9,348
QLIK TECHNOLOGIES INC COM 74733T105 40 1,855 SH SOLE N/A 1,855
RYDER SYS INC COM 783549108 176 4,699 SH SOLE N/A 4,699
REYNOLDS AMERICAN INC COM 761713106 108 2,880 SH SOLE N/A 2,880
ROBBINS & MYERS INC COM 770196103 3 100 SH SOLE N/A 100
ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR 780097689 5 700 SH SOLE N/A 700
ROGERS COMMUNICATIONS INC COM 775109200 10 300 SH SOLE N/A 300
ROYAL DUTCH SHELL PLC SPONSORED ADR 780259206 960 15,600 SH SOLE N/A 15,600
RENREN INC SPONSORED ADR 759892102 35 6,900 SH SOLE N/A 6,900
REINSURANCE GROUP AMER INC COM 759351604 32 700 SH SOLE N/A 700
REGAL ENTMT GROUP COM 758766109 165 14,074 SH SOLE N/A 14,074
ROYAL GOLD INC COM 780287108 434 6,775 SH SOLE N/A 6,775
RED HAT INC COM 756577102 748 17,698 SH SOLE N/A 17,698
TRANSOCEAN LTD COM H8817H100 414 8,670 SH SOLE N/A 8,670
RESEARCH IN MOTION LTD COM 760975102 879 43,279 SH SOLE N/A 43,279
RIO TINTO PLC SPONSORED ADR 767204100 506 11,482 SH SOLE N/A 11,482
RAYMOND JAMES FINANCIAL INC COM 754730109 298 11,485 SH SOLE N/A 11,485
ROCK-TENN CO COM 772739207 75 1,549 SH SOLE N/A 1,549
RENAISSANCERE HOLDINGS LTD COM G7496G103 83 1,300 SH SOLE N/A 1,300
ROCKWOOD HLDGS INC COM 774415103 330 9,804 SH SOLE N/A 9,804
ROPER INDS INC NEW COM 776696106 448 6,500 SH SOLE N/A 6,500
ROVI CORP COM 779376102 65 1,501 SH SOLE N/A 1,501
RANGE RES CORP COM 75281A109 203 3,475 SH SOLE N/A 3,475
DONNELLEY R R & SONS CO COM 257867101 273 19,351 SH SOLE N/A 19,351
RSC HOLDINGS INC COM 74972L102 32 4,500 SH SOLE N/A 4,500
RUBY TUESDAY INC COM 781182100 10 1,400 SH SOLE N/A 1,400
ROYAL BK CDA MONTREAL QUE COM 780087102 11 251 SH SOLE N/A 251
RYLAND GROUP INC COM 783764103 136 12,800 SH SOLE N/A 12,800
SONIC AUTOMOTIVE INC COM 83545G102 12 1,100 SH SOLE N/A 1,100
SAIC INC COM 78390X101 98 8,300 SH SOLE N/A 8,300
STARBUCKS CORP COM 855244109 996 26,712 SH SOLE N/A 26,712
SCANA CORP NEW COM 80589M102 105 2,600 SH SOLE N/A 2,600
SCHWAB CHARLES CORP COM 808513105 335 29,700 SH SOLE N/A 29,700
SERVICE CORP INTL COM 817565104 57 6,200 SH SOLE N/A 6,200
STEELCASE INC COM 858155203 86 13,700 SH SOLE N/A 13,700
SANDRIDGE ENERGY INC COM 80007P307 16 2,870 SH SOLE N/A 2,870
SEADRILL LIMITED COM G7945E105 85 3,100 SH SOLE N/A 3,100
SPECTRA ENERGY CORP COM 847560109 368 15,000 SH SOLE N/A 15,000
SEI INVESTMENTS CO COM 784117103 100 6,500 SH SOLE N/A 6,500
SMITHFIELD FOODS INC COM 832248108 345 17,679 SH SOLE N/A 17,679
SWIFT ENERGY CO COM 870738101 46 1,900 SH SOLE N/A 1,900
STONE ENERGY CORP COM 861642106 159 9,800 SH SOLE N/A 9,800
SHAW GROUP INC COM 820280105 111 5,100 SH SOLE N/A 5,100
SHERWIN WILLIAMS CO COM 824348106 152 2,051 SH SOLE N/A 2,051
SIEMENS A G SPONSORED ADR 826197501 89 989 SH SOLE N/A 989
SIGMA ALDRICH CORP COM 826552101 161 2,600 SH SOLE N/A 2,600
SIGNET JEWELERS LIMITED COM G81276100 183 5,400 SH SOLE N/A 5,400
SMUCKER J M CO COM 832696405 556 7,623 SH SOLE N/A 7,623
SK TELECOM LTD SPONSORED ADR 78440P108 49 3,500 SH SOLE N/A 3,500
SAKS INC COM 79377W108 225 25,700 SH SOLE N/A 25,700
SKECHERS U S A INC COM 830566105 20 1,438 SH SOLE N/A 1,438
SARA LEE CORP COM 803111103 518 31,654 SH SOLE N/A 31,654
SUN LIFE FINL INC COM 866796105 57 2,400 SH SOLE N/A 2,400
STERLITE INDS INDIA LTD SPONSORED ADR 859737207 31 3,400 SH SOLE N/A 3,400
SM ENERGY COMPANY COM 78454L100 121 2,000 SH SOLE N/A 2,000
SEMTECH CORP COM 816850101 55 2,600 SH SOLE N/A 2,600
SONY CORP SPONSORED ADR 835699307 53 2,800 SH SOLE N/A 2,800
SOUTHERN CO COM 842587107 1,000 23,600 SH SOLE N/A 23,600
SOLUTIA INC COM 834376501 41 3,200 SH SOLE N/A 3,200
SONOCO PRODS CO COM 835495102 319 11,304 SH SOLE N/A 11,304
SONIC CORP COM 835451105 4 600 SH SOLE N/A 600
STAPLES INC COM 855030102 258 19,406 SH SOLE N/A 19,406
SPIRIT AEROSYSTEMS HLDGS INC COM 848574109 75 4,700 SH SOLE N/A 4,700
SEQUENOM INC COM 817337405 6 1,200 SH SOLE N/A 1,200
SILVER STD RES INC COM 82823L106 190 10,365 SH SOLE N/A 10,365
SENSATA TECHNOLOGIES HLDG BV COM N7902X106 22 840 SH SOLE N/A 840
BANCO SANTANDER SA SPONSORED ADR 05964H105 239 29,700 SH SOLE N/A 29,700
ST JUDE MED INC COM 790849103 235 6,500 SH SOLE N/A 6,500
STEEL DYNAMICS INC COM 858119100 95 9,624 SH SOLE N/A 9,624
QUESTAR CORP COM 748356102 318 17,934 SH SOLE N/A 17,934
STATE STR CORP COM 857477103 209 6,500 SH SOLE N/A 6,500
SEAGATE TECHNOLOGY COM G7945M107 315 30,665 SH SOLE N/A 30,665
SUNCOR ENERGY INC NEW COM 867224107 109 4,300 SH SOLE N/A 4,300
SUSQUEHANNA BANCSHARES INC PA COM 869099101 52 9,584 SH SOLE N/A 9,584
STANLEY BLACK & DECKER COM 854502101 772 15,730 SH SOLE N/A 15,730
SKYWORKS SOLUTIONS INC COM 83088M102 212 11,794 SH SOLE N/A 11,794
SOUTHWESTERN ENERGY CO COM 845467109 70 2,100 SH SOLE N/A 2,100
SAFEWAY INC COM 786514208 34 2,053 SH SOLE N/A 2,053
STRYKER CORP COM 863667101 104 2,200 SH SOLE N/A 2,200
SYMANTEC CORP COM 871503108 103 6,300 SH SOLE N/A 6,300
TRUEBLUE INC COM 89785X101 6 500 SH SOLE N/A 500
TCF FINL CORP COM 872275102 138 15,100 SH SOLE N/A 15,100
TELEPHONE & DATA SYS INC COM 879433100 51 2,400 SH SOLE N/A 2,400
TIDEWATER INC COM 886423102 164 3,900 SH SOLE N/A 3,900
TECO ENERGY INC COM 872375100 245 14,328 SH SOLE N/A 14,328
TE CONNECTIVITY LTD COM H84989104 215 7,652 SH SOLE N/A 7,652
TERADYNE INC COM 880770102 59 5,318 SH SOLE N/A 5,318
TRIUMPH GROUP INC NEW COM 896818101 15 300 SH SOLE N/A 300
TARGET CORP COM 87612E106 783 15,957 SH SOLE N/A 15,957
TIM HORTONS INC COM 88706M103 9 200 SH SOLE N/A 200
TELECOM ITALIA S P A NEW SPONSORED ADR 87927Y102 6 600 SH SOLE N/A 600
TIVO INC COM 888706108 188 20,078 SH SOLE N/A 20,078
TEEKAY CORPORATION COM Y8564W103 32 1,400 SH SOLE N/A 1,400
TURKCELL ILETISIM HIZMETLERI SPONSORED ADR 900111204 4 332 SH SOLE N/A 332
TOYOTA MOTOR CORP SPONSORED ADR 892331307 184 2,700 SH SOLE N/A 2,700
TORCHMARK CORP COM 891027104 265 7,609 SH SOLE N/A 7,609
THOMAS & BETTS CORP COM 884315102 44 1,100 SH SOLE N/A 1,100
TELE NORTE LESTE PART S A SPONSORED ADR 879246106 48 5,000 SH SOLE N/A 5,000
TOLL BROTHERS INC COM 889478103 42 2,925 SH SOLE N/A 2,925
TOTAL S A SPONSORED ADR 89151E109 508 11,578 SH SOLE N/A 11,578
TEMPUR PEDIC INTL INC COM 88023U101 98 1,855 SH SOLE N/A 1,855
THOMSON REUTERS CORP COM 884903105 230 8,503 SH SOLE N/A 8,503
TRINITY INDS INC COM 896522109 221 10,330 SH SOLE N/A 10,330
TRAVELERS COMPANIES INC COM 89417E109 716 14,700 SH SOLE N/A 14,700
TRINA SOLAR LIMITED SPONSORED ADR 89628E104 12 1,991 SH SOLE N/A 1,991
TESLA MTRS INC COM 88160R101 23 927 SH SOLE N/A 927
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 263 22,970 SH SOLE N/A 22,970
TYSON FOODS INC COM 902494103 33 1,900 SH SOLE N/A 1,900
TOTAL SYS SVCS INC COM 891906109 122 7,197 SH SOLE N/A 7,197
TETRA TECHNOLOGIES INC DEL COM 88162F105 15 1,997 SH SOLE N/A 1,997
TUPPERWARE BRANDS CORP COM 899896104 145 2,700 SH SOLE N/A 2,700
TIME WARNER CABLE INC COM 88732J207 38 600 SH SOLE N/A 600
UNDER ARMOUR INC COM 904311107 53 800 SH SOLE N/A 800
UNITED CONTINENTAL HOLDINGS COM 910047109 454 23,411 SH SOLE N/A 23,411
UBS AG SPONSORED ADR H89231338 40 3,500 SH SOLE N/A 3,500
UGI CORP NEW COM 902681105 204 7,752 SH SOLE N/A 7,752
UNIVERSAL HLTH SVCS INC COM 913903100 138 4,062 SH SOLE N/A 4,062
UIL HLDG CORP COM 902748102 151 4,600 SH SOLE N/A 4,600
UNILEVER PLC SPONSORED ADR 904767704 128 4,100 SH SOLE N/A 4,100
UMPQUA HLDGS CORP COM 904214103 4 500 SH SOLE N/A 500
UNILEVER N V SPONSORED ADR 904784709 139 4,400 SH SOLE N/A 4,400
UNUM GROUP COM 91529Y106 106 5,066 SH SOLE N/A 5,066
UNION PAC CORP COM 907818108 204 2,500 SH SOLE N/A 2,500
URBAN OUTFITTERS INC COM 917047102 167 7,500 SH SOLE N/A 7,500
U S G CORP COM 903293405 25 3,700 SH SOLE N/A 3,700
VISA INC COM 92826C839 994 11,600 SH SOLE N/A 11,600
VARIAN MED SYS INC COM 92220P105 120 2,300 SH SOLE N/A 2,300
VISTEON CORP COM 92839U206 52 1,200 SH SOLE N/A 1,200
VEECO INSTRS INC DEL COM 922417100 118 4,846 SH SOLE N/A 4,846
V F CORP COM 918204108 560 4,612 SH SOLE N/A 4,612
VIMPELCOM LTD SPONSORED ADR 92719A106 84 8,781 SH SOLE N/A 8,781
VALLEY NATL BANCORP COM 919794107 182 17,171 SH SOLE N/A 17,171
VULCAN MATLS CO COM 929160109 289 10,500 SH SOLE N/A 10,500
VMWARE INC COM 928563402 563 7,006 SH SOLE N/A 7,006
VIROPHARMA INC COM 928241108 116 6,421 SH SOLE N/A 6,421
VALIDUS HOLDINGS LTD COM G9319H102 263 10,557 SH SOLE N/A 10,557
VISHAY INTERTECHNOLOGY INC COM 928298108 199 23,841 SH SOLE N/A 23,841
VERIZON COMMUNICATIONS COM 92343V104 1,004 27,276 SH SOLE N/A 27,276
WATERS CORP COM 941848103 355 4,699 SH SOLE N/A 4,699
WABCO HLDGS INC COM 92927K102 351 9,263 SH SOLE N/A 9,263
WASTE CONNECTIONS INC COM 941053100 232 6,857 SH SOLE N/A 6,857
WESTERN DIGITAL CORP COM 958102105 187 7,287 SH SOLE N/A 7,287
WERNER ENTERPRISES INC COM 950755108 21 1,000 SH SOLE N/A 1,000
WEATHERFORD INTERNATIONAL LTD COM H27013103 355 29,109 SH SOLE N/A 29,109
WGL HLDGS INC COM 92924F106 51 1,300 SH SOLE N/A 1,300
WASTE MGMT INC DEL COM 94106L109 513 15,745 SH SOLE N/A 15,745
WILLIAMS COS INC DEL COM 969457100 119 4,900 SH SOLE N/A 4,900
WMS INDS INC COM 929297109 44 2,500 SH SOLE N/A 2,500
WESTERN REFNG INC COM 959319104 4 300 SH SOLE N/A 300
WATSON PHARMACEUTICALS INC COM 942683103 202 2,962 SH SOLE N/A 2,962
WESTAR ENERGY INC COM 95709T100 206 7,816 SH SOLE N/A 7,816
W & T OFFSHORE INC COM 92922P106 32 2,300 SH SOLE N/A 2,300
AQUA AMERICA INC COM 03836W103 138 6,400 SH SOLE N/A 6,400
WYNDHAM WORLDWIDE CORP COM 98310W108 11 400 SH SOLE N/A 400
EXCO RESOURCES INC COM 269279402 73 6,817 SH SOLE N/A 6,817
XILINX INC COM 983919101 91 3,300 SH SOLE N/A 3,300
DENTSPLY INTL INC NEW COM 249030107 305 9,928 SH SOLE N/A 9,928
CROSSTEX ENERGY INC COM 22765Y104 7 501 SH SOLE N/A 501
YAHOO INC COM 984332106 416 31,600 SH SOLE N/A 31,600
ZIONS BANCORPORATION COM 989701107 388 27,575 SH SOLE N/A 27,575
ZIMMER HLDGS INC COM 98956P102 355 6,637 SH SOLE N/A 6,637
615 115,988
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: [ 615 ]
Form 13F Information Table Value Total: [ 115,988 ]
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number CIK Number Name