0000905148-11-002056.txt : 20111130
0000905148-11-002056.hdr.sgml : 20111130
20111130123217
ACCESSION NUMBER: 0000905148-11-002056
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111130
DATE AS OF CHANGE: 20111130
EFFECTIVENESS DATE: 20111130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Parametrica Management Ltd
CENTRAL INDEX KEY: 0001535110
IRS NUMBER: 000000000
STATE OF INCORPORATION: K3
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14604
FILM NUMBER: 111233258
BUSINESS ADDRESS:
STREET 1: SUITE 2603, 26TH FLOOR
STREET 2: HARBOUR CENTRE, 25 HARBOUR ROAD
CITY: WAN CHAI
STATE: K3
ZIP: 00000
BUSINESS PHONE: 852 2106 3098
MAIL ADDRESS:
STREET 1: SUITE 2603, 26TH FLOOR
STREET 2: HARBOUR CENTRE, 25 HARBOUR ROAD
CITY: WAN CHAI
STATE: K3
ZIP: 00000
13F-HR
1
efc11-664_fm13fhr.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 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: Parametrica Management Ltd.
Address: Suite 2603, 26th Floor, Harbour Centre
25 Harbour Road
Wan Chai, Hong Kong
Form 13F File Number: (to be determined after filing)
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.
Person Signing this Report on Behalf of Reporting Manager:
Name: Xiongwei Ju
Title: Managing Partner
Phone: (852) 2877-0666
Signature, Place and Date of Signing:
/s/ Xiongwei Ju Hong Kong November 30, 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 are reported in this report and a portion are reported
by other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
-------------
Form 13F Information Table Entry Total: 372
--------------
Form 13F Information Table Value Total: $130,660
--------------
(in 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.
No. Form 13 File Number Name
1 (to be determined after filing) Parametrica Asset Management Ltd.
PARAMETRICA MANAGEMENT LTD.
FORM 13F INFORMATION TABLE
QUARTER ENDED SEPTEMBER 30, 2011
------------------------------------------------------------------------------------------------------------------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
------- ------- --- ---- ---------- -------- ----------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 712 9,924 SH DEFINED 1 9,924
A123 SYS INC COM 03739T108 159 46,339 SH DEFINED 1 46,339
AAR CORP COM 000361105 429 25,722 SH DEFINED 1 25,722
ACCURAY INC COM 004397105 104 25,982 SH DEFINED 1 25,982
ACORDA THERAPEUTICS INC COM 00484M106 362 18,142 SH DEFINED 1 18,142
ACTUANT CORP CL A NEW 00508X203 229 11,581 SH DEFINED 1 11,581
ACUITY BRANDS INC COM 00508Y102 507 14,059 SH DEFINED 1 14,059
ADOBE SYS INC COM 00724F101 294 12,166 SH DEFINED 1 12,166
ADVANCED MICRO DEVICES INC COM 007903107 267 52,631 SH DEFINED 1 52,631
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 338 19,142 SH DEFINED 1 19,142
AKORN INC COM 009728106 130 16,713 SH DEFINED 1 16,713
ALCOA INC COM 013817101 324 33,869 SH DEFINED 1 33,869
ALIGN TECHNOLOGY INC COM 016255101 290 19,133 SH DEFINED 1 19,133
ALLEGHENY TECHNOLOGIES INC COM 01741R102 309 8,349 SH DEFINED 1 8,349
ALLSTATE CORP COM 020002101 266 11,240 SH DEFINED 1 11,240
ALPHA NATURAL RESOURCES INC COM 02076X102 462 26,139 SH DEFINED 1 26,139
ALTERA CORP COM 021441100 462 14,644 SH DEFINED 1 14,644
AMEREN CORP COM 023608102 1,040 34,921 SH DEFINED 1 34,921
AMERICAN CAP LTD COM 02503Y103 305 44,666 SH DEFINED 1 44,666
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 127 10,828 SH DEFINED 1 10,828
AMERICAN EQTY INVT LIFE HLD COM 025676206 153 17,530 SH DEFINED 1 17,530
AMERIGROUP CORP COM 03073T102 213 5,459 SH DEFINED 1 5,459
AMERISOURCEBERGEN CORP COM 03073E105 563 15,113 SH DEFINED 1 15,113
AMETEK INC NEW COM 031100100 213 6,448 SH DEFINED 1 6,448
AMR CORP COM 001765106 562 189,749 SH DEFINED 1 189,749
ANADARKO PETE CORP COM 032511107 869 13,784 SH DEFINED 1 13,784
ANCESTRY COM INC COM 032803108 252 10,704 SH DEFINED 1 10,704
ANIXTER INTL INC COM 035290105 260 5,475 SH DEFINED 1 5,475
APARTMENT INVT & MGMT CO CL A 03748R101 642 29,033 SH DEFINED 1 29,033
APPLE INC COM 037833100 418 1,097 SH DEFINED 1 1,097
APPLIED MATLS INC COM 038222105 279 26,951 SH DEFINED 1 26,951
ARCH COAL INC COM 039380100 436 29,918 SH DEFINED 1 29,918
ARMOUR RESIDENTIAL REIT INC COM 042315101 109 15,987 SH DEFINED 1 15,987
ASHLAND INC NEW COM 044209104 646 14,644 SH DEFINED 1 14,644
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 480 20,823 SH DEFINED 1 20,823
ASPEN TECHNOLOGY INC COM 045327103 221 14,473 SH DEFINED 1 14,473
ASSOCIATED BANC CORP COM 045487105 290 31,220 SH DEFINED 1 31,220
ASTORIA FINL CORP COM 046265104 159 20,646 SH DEFINED 1 20,646
ATMEL CORP COM 049513104 213 26,339 SH DEFINED 1 26,339
ATP OIL & GAS CORP COM 00208J108 249 32,303 SH DEFINED 1 32,303
AUTONATION INC COM 05329W102 924 28,173 SH DEFINED 1 28,173
AVI BIOPHARMA INC COM 002346104 69 61,904 SH DEFINED 1 61,904
AVIS BUDGET GROUP COM 053774105 354 36,609 SH DEFINED 1 36,609
AXIS CAPITAL HOLDINGS SHS G0692U109 456 17,590 SH DEFINED 1 17,590
AXT INC COM 00246W103 199 39,596 SH DEFINED 1 39,596
BALLY TECHNOLOGIES INC COM 05874B107 276 10,213 SH DEFINED 1 10,213
BANCORPSOUTH INC COM 059692103 121 13,730 SH DEFINED 1 13,730
BANK HAWAII CORP COM 062540109 325 8,938 SH DEFINED 1 8,938
BEBE STORES INC COM 075571109 91 13,513 SH DEFINED 1 13,513
BERRY PETE CO CL A 085789105 431 12,196 SH DEFINED 1 12,196
BOEING CO COM 097023105 278 4,596 SH DEFINED 1 4,596
BOSTON BEER INC CL A 100557107 359 4,942 SH DEFINED 1 4,942
BOSTON PROPERTIES INC COM 101121101 236 2,653 SH DEFINED 1 2,653
BOYD GAMING CORP COM 103304101 57 11,573 SH DEFINED 1 11,573
BRIDGEPOINT ED INC COM 10807M105 218 12,513 SH DEFINED 1 12,513
BRINKER INTL INC COM 109641100 211 10,070 SH DEFINED 1 10,070
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 306 15,194 SH DEFINED 1 15,194
BROWN & BROWN INC COM 115236101 326 18,330 SH DEFINED 1 18,330
BRUNSWICK CORP COM 117043109 215 15,286 SH DEFINED 1 15,286
CAL DIVE INTL INC DEL COM 12802T101 387 202,397 SH DEFINED 1 202,397
CALIX INC COM 13100M509 350 44,927 SH DEFINED 1 44,927
CALLON PETE CO DEL COM 13123X102 135 34,852 SH DEFINED 1 34,852
CAMDEN PPTY TR SH BEN INT 133131102 257 4,659 SH DEFINED 1 4,659
CAMERON INTERNATIONAL CORP COM 13342B105 265 6,391 SH DEFINED 1 6,391
CAPITALSOURCE INC COM 14055X102 319 52,004 SH DEFINED 1 52,004
CARBO CERAMICS INC COM 140781105 837 8,168 SH DEFINED 1 8,168
CATERPILLAR INC DEL COM 149123101 539 7,293 SH DEFINED 1 7,293
CBL & ASSOC PPTYS INC COM 124830100 293 25,833 SH DEFINED 1 25,833
CELANESE CORP DEL COM SER A 150870103 1,485 45,652 SH DEFINED 1 45,652
CENTERPOINT ENERGY INC COM 15189T107 207 10,566 SH DEFINED 1 10,566
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 260 33,296 SH DEFINED 1 33,296
CF INDS HLDGS INC COM 125269100 1,965 15,923 SH DEFINED 1 15,923
CHESAPEAKE ENERGY CORP COM 165167107 705 27,604 SH DEFINED 1 27,604
CHICOS FAS INC COM 168615102 288 25,196 SH DEFINED 1 25,196
CHIMERA INVT CORP COM 16934Q109 78 28,007 SH DEFINED 1 28,007
CHINACAST EDU CORP COM 16946T109 49 13,411 SH DEFINED 1 13,411
CITY NATL CORP COM 178566105 384 10,163 SH DEFINED 1 10,163
CLIFFS NATURAL RESOURCES INC COM 18683K101 475 9,283 SH DEFINED 1 9,283
COINSTAR INC COM 19259P300 533 13,318 SH DEFINED 1 13,318
COLONIAL PPTYS TR COM SH BEN INT 195872106 531 29,241 SH DEFINED 1 29,241
COMPLETE PRODUCTION SERVICES COM 20453E109 395 20,977 SH DEFINED 1 20,977
COMPUTER SCIENCES CORP COM 205363104 251 9,332 SH DEFINED 1 9,332
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 264 9,403 SH DEFINED 1 9,403
CONCHO RES INC COM 20605P101 344 4,829 SH DEFINED 1 4,829
COOPER TIRE & RUBR CO COM 216831107 320 29,342 SH DEFINED 1 29,342
CORINTHIAN COLLEGES INC COM 218868107 88 56,613 SH DEFINED 1 56,613
CRACKER BARREL OLD CTRY STOR COM 22410J106 537 13,410 SH DEFINED 1 13,410
CTC MEDIA INC COM 12642X106 654 73,463 SH DEFINED 1 73,463
CULLEN FROST BANKERS INC COM 229899109 210 4,572 SH DEFINED 1 4,572
CVS CAREMARK CORPORATION COM 126650100 332 9,890 SH DEFINED 1 9,890
DDR CORP COM 23317H102 228 20,947 SH DEFINED 1 20,947
DEAN FOODS CO NEW COM 242370104 103 11,664 SH DEFINED 1 11,664
DEERE & CO COM 244199105 452 6,998 SH DEFINED 1 6,998
DELTA AIR LINES INC DEL COM NEW 247361702 323 43,048 SH DEFINED 1 43,048
DENBURY RES INC COM NEW 247916208 674 58,607 SH DEFINED 1 58,607
DENDREON CORP COM 24823Q107 551 61,229 SH DEFINED 1 61,229
DEPOMED INC COM 249908104 62 11,435 SH DEFINED 1 11,435
DEXCOM INC COM 252131107 125 10,457 SH DEFINED 1 10,457
DIAMOND OFFSHORE DRILLING IN COM 25271C102 306 5,586 SH DEFINED 1 5,586
DICE HLDGS INC COM 253017107 230 29,428 SH DEFINED 1 29,428
DILLARDS INC CL A 254067101 434 9,984 SH DEFINED 1 9,984
DISCOVER FINL SVCS COM 254709108 202 8,793 SH DEFINED 1 8,793
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 372 9,895 SH DEFINED 1 9,895
DISH NETWORK CORP CL A 25470M109 595 23,772 SH DEFINED 1 23,772
DOLE FOOD CO INC NEW COM 256603101 143 14,334 SH DEFINED 1 14,334
DOMTAR CORP COM NEW 257559203 292 4,281 SH DEFINED 1 4,281
DOW CHEM CO COM 260543103 330 14,698 SH DEFINED 1 14,698
DRESSER-RAND GROUP INC COM 261608103 279 6,894 SH DEFINED 1 6,894
DTE ENERGY CO COM 233331107 287 5,852 SH DEFINED 1 5,852
E M C CORP MASS COM 268648102 382 18,179 SH DEFINED 1 18,179
EARTHLINK INC COM 270321102 90 13,771 SH DEFINED 1 13,771
EBAY INC COM 278642103 487 16,531 SH DEFINED 1 16,531
ELECTRONICS FOR IMAGING INC COM 286082102 184 13,659 SH DEFINED 1 13,659
EMCOR GROUP INC COM 29084Q100 373 18,345 SH DEFINED 1 18,345
ENERGYSOLUTIONS INC COM 292756202 176 49,765 SH DEFINED 1 49,765
ENTROPIC COMMUNICATIONS INC COM 29384R105 60 14,443 SH DEFINED 1 14,443
EQT CORP COM 26884L109 338 6,329 SH DEFINED 1 6,329
EQUITY ONE COM 294752100 558 35,166 SH DEFINED 1 35,166
EXELIXIS INC COM 30161Q104 249 45,684 SH DEFINED 1 45,684
EXPRESS SCRIPTS INC COM 302182100 842 22,709 SH DEFINED 1 22,709
EXTERRAN HLDGS INC COM 30225X103 147 15,122 SH DEFINED 1 15,122
EXTRA SPACE STORAGE INC COM 30225T102 228 12,247 SH DEFINED 1 12,247
F M C CORP COM NEW 302491303 231 3,340 SH DEFINED 1 3,340
FAIR ISAAC CORP COM 303250104 284 13,010 SH DEFINED 1 13,010
FIRST AMERN FINL CORP COM 31847R102 184 14,395 SH DEFINED 1 14,395
FIRST COMWLTH FINL CORP PA COM 319829107 53 14,326 SH DEFINED 1 14,326
FIRST HORIZON NATL CORP COM 320517105 159 26,684 SH DEFINED 1 26,684
FIRST POTOMAC RLTY TR COM 33610F109 144 11,528 SH DEFINED 1 11,528
FIRST SOLAR INC COM 336433107 249 3,944 SH DEFINED 1 3,944
FLUOR CORP NEW COM 343412102 786 16,888 SH DEFINED 1 16,888
FMC TECHNOLOGIES INC COM 30249U101 477 12,687 SH DEFINED 1 12,687
FOREST CITY ENTERPRISES INC CL A 345550107 423 39,713 SH DEFINED 1 39,713
FOREST LABS INC COM 345838106 274 8,885 SH DEFINED 1 8,885
FORMFACTOR INC COM 346375108 66 10,617 SH DEFINED 1 10,617
FREEPORT-MCMORAN COPPER & GO COM 35671D857 761 25,007 SH DEFINED 1 25,007
FRONTLINE LTD SHS G3682E127 216 44,463 SH DEFINED 1 44,463
GENPACT LIMITED SHS G3922B107 256 17,790 SH DEFINED 1 17,790
GENTIVA HEALTH SERVICES INC COM 37247A102 115 20,887 SH DEFINED 1 20,887
GEO GROUP INC COM 36159R103 296 15,925 SH DEFINED 1 15,925
GERON CORP COM 374163103 217 102,362 SH DEFINED 1 102,362
GLACIER BANCORP INC NEW COM 37637Q105 122 12,994 SH DEFINED 1 12,994
GLIMCHER RLTY TR SH BEN INT 379302102 225 31,836 SH DEFINED 1 31,836
GLU MOBILE INC COM 379890106 528 250,342 SH DEFINED 1 250,342
GRACE W R & CO DEL NEW COM 38388F108 228 6,839 SH DEFINED 1 6,839
GRAINGER W W INC COM 384802104 239 1,598 SH DEFINED 1 1,598
GREATBATCH INC COM 39153L106 205 10,234 SH DEFINED 1 10,234
GT ADVANCED TECHNOLOGIES INC COM 36191U106 229 32,628 SH DEFINED 1 32,628
HALLIBURTON CO COM 406216101 409 13,414 SH DEFINED 1 13,414
HANOVER INS GROUP INC COM 410867105 324 9,129 SH DEFINED 1 9,129
HARMAN INTL INDS INC COM 413086109 523 18,312 SH DEFINED 1 18,312
HARMONIC INC COM 413160102 79 18,652 SH DEFINED 1 18,652
HECLA MNG CO COM 422704106 594 110,813 SH DEFINED 1 110,813
HELMERICH & PAYNE INC COM 423452101 427 10,520 SH DEFINED 1 10,520
HERTZ GLOBAL HOLDINGS INC COM 42805T105 290 32,612 SH DEFINED 1 32,612
HESS CORP COM 42809H107 524 9,986 SH DEFINED 1 9,986
HHGREGG INC COM 42833L108 354 36,340 SH DEFINED 1 36,340
HITTITE MICROWAVE CORP COM 43365Y104 423 8,677 SH DEFINED 1 8,677
HOLOGIC INC COM 436440101 275 18,104 SH DEFINED 1 18,104
HOT TOPIC INC COM 441339108 276 36,124 SH DEFINED 1 36,124
HOVNANIAN ENTERPRISES INC CL A 442487203 104 85,123 SH DEFINED 1 85,123
HSN INC COM 404303109 316 9,529 SH DEFINED 1 9,529
HUMANA INC COM 444859102 364 5,006 SH DEFINED 1 5,006
HUNTSMAN CORP COM 447011107 299 30,889 SH DEFINED 1 30,889
ICONIX BRAND GROUP INC COM 451055107 319 20,163 SH DEFINED 1 20,163
IDEXX LABS INC COM 45168D104 430 6,231 SH DEFINED 1 6,231
ILLINOIS TOOL WKS INC COM 452308109 504 12,111 SH DEFINED 1 12,111
INTERLINE BRANDS INC COM 458743101 140 10,857 SH DEFINED 1 10,857
INTERMEC INC COM 458786100 158 24,269 SH DEFINED 1 24,269
INTRALINKS HLDGS INC COM 46118H104 332 44,150 SH DEFINED 1 44,150
INTREPID POTASH INC COM 46121Y102 283 11,381 SH DEFINED 1 11,381
IPG PHOTONICS CORP COM 44980X109 432 9,947 SH DEFINED 1 9,947
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 551 20,478 SH DEFINED 1 20,478
JDS UNIPHASE CORP COM PAR $0.001 46612J507 120 12,001 SH DEFINED 1 12,001
JETBLUE AIRWAYS CORP COM 477143101 52 12,652 SH DEFINED 1 12,652
JOHNSON CTLS INC COM 478366107 548 20,786 SH DEFINED 1 20,786
JOY GLOBAL INC COM 481165108 832 13,331 SH DEFINED 1 13,331
JPMORGAN CHASE & CO COM 46625H100 312 10,343 SH DEFINED 1 10,343
JUNIPER NETWORKS INC COM 48203R104 1,067 61,816 SH DEFINED 1 61,816
KAYDON CORP COM 486587108 311 10,838 SH DEFINED 1 10,838
KBR INC COM 48242W106 310 13,110 SH DEFINED 1 13,110
KRONOS WORLDWIDE INC COM 50105F105 284 17,653 SH DEFINED 1 17,653
LA Z BOY INC COM 505336107 129 17,382 SH DEFINED 1 17,382
LABORATORY CORP AMER HLDGS COM NEW 50540R409 294 3,719 SH DEFINED 1 3,719
LAS VEGAS SANDS CORP COM 517834107 269 7,027 SH DEFINED 1 7,027
LATTICE SEMICONDUCTOR CORP COM 518415104 77 14,665 SH DEFINED 1 14,665
LAYNE CHRISTENSEN CO COM 521050104 230 9,968 SH DEFINED 1 9,968
LEAP WIRELESS INTL INC COM NEW 521863308 133 19,226 SH DEFINED 1 19,226
LENDER PROCESSING SVCS INC COM 52602E102 180 13,147 SH DEFINED 1 13,147
LEXMARK INTL NEW CL A 529771107 420 15,523 SH DEFINED 1 15,523
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 452 30,646 SH DEFINED 1 30,646
LIVE NATION ENTERTAINMENT IN COM 538034109 226 28,213 SH DEFINED 1 28,213
LSI CORPORATION COM 502161102 603 116,493 SH DEFINED 1 116,493
LUFKIN INDS INC COM 549764108 325 6,117 SH DEFINED 1 6,117
LULULEMON ATHLETICA INC COM 550021109 294 6,047 SH DEFINED 1 6,047
MACERICH CO COM 554382101 563 13,195 SH DEFINED 1 13,195
MAGNUM HUNTER RES CORP DEL COM 55973B102 82 24,837 SH DEFINED 1 24,837
MANTECH INTL CORP CL A 564563104 493 15,711 SH DEFINED 1 15,711
MASCO CORP COM 574599106 180 25,217 SH DEFINED 1 25,217
MCGRAW HILL COS INC COM 580645109 568 13,842 SH DEFINED 1 13,842
MEAD JOHNSON NUTRITION CO COM 582839106 489 7,102 SH DEFINED 1 7,102
MEDASSETS INC COM 584045108 115 11,971 SH DEFINED 1 11,971
MEDICAL PPTYS TRUST INC COM 58463J304 342 38,160 SH DEFINED 1 38,160
MEDTRONIC INC COM 585055106 283 8,516 SH DEFINED 1 8,516
MEMC ELECTR MATLS INC COM 552715104 182 34,638 SH DEFINED 1 34,638
MERGE HEALTHCARE INC COM 589499102 62 10,207 SH DEFINED 1 10,207
MERIDIAN BIOSCIENCE INC COM 589584101 238 15,134 SH DEFINED 1 15,134
MGIC INVT CORP WIS COM 552848103 293 156,733 SH DEFINED 1 156,733
MICRON TECHNOLOGY INC COM 595112103 299 59,278 SH DEFINED 1 59,278
MID-AMER APT CMNTYS INC COM 59522J103 250 4,146 SH DEFINED 1 4,146
MILLER HERMAN INC COM 600544100 244 13,644 SH DEFINED 1 13,644
MOLINA HEALTHCARE INC COM 60855R100 193 12,472 SH DEFINED 1 12,472
MOSAIC CO NEW COM 61945C103 1,245 25,415 SH DEFINED 1 25,415
MYLAN INC COM 628530107 756 44,494 SH DEFINED 1 44,494
NABORS INDUSTRIES LTD SHS G6359F103 636 51,857 SH DEFINED 1 51,857
NATIONAL OILWELL VARCO INC COM 637071101 354 6,918 SH DEFINED 1 6,918
NEKTAR THERAPEUTICS COM 640268108 226 46,562 SH DEFINED 1 46,562
NETSUITE INC COM 64118Q107 212 7,844 SH DEFINED 1 7,844
NEW JERSEY RES COM 646025106 365 8,576 SH DEFINED 1 8,576
NEWFIELD EXPL CO COM 651290108 362 9,131 SH DEFINED 1 9,131
NII HLDGS INC CL B NEW 62913F201 701 26,020 SH DEFINED 1 26,020
NORTHEAST UTILS COM 664397106 388 11,533 SH DEFINED 1 11,533
NORTHWESTERN CORP COM NEW 668074305 401 12,540 SH DEFINED 1 12,540
NPS PHARMACEUTICALS INC COM 62936P103 123 18,850 SH DEFINED 1 18,850
NU SKIN ENTERPRISES INC CL A 67018T105 577 14,243 SH DEFINED 1 14,243
NUCOR CORP COM 670346105 230 7,265 SH DEFINED 1 7,265
OCEANEERING INTL INC COM 675232102 775 21,920 SH DEFINED 1 21,920
OFFICE DEPOT INC COM 676220106 57 27,510 SH DEFINED 1 27,510
OLD NATL BANCORP IND COM 680033107 141 15,132 SH DEFINED 1 15,132
OMNICARE INC COM 681904108 485 19,061 SH DEFINED 1 19,061
OMNIVISION TECHNOLOGIES INC COM 682128103 245 17,458 SH DEFINED 1 17,458
ORBITAL SCIENCES CORP COM 685564106 240 18,789 SH DEFINED 1 18,789
ORIENT-EXPRESS HOTELS LTD CL A G67743107 284 41,074 SH DEFINED 1 41,074
OWENS ILL INC COM NEW 690768403 419 27,691 SH DEFINED 1 27,691
PACKAGING CORP AMER COM 695156109 306 13,119 SH DEFINED 1 13,119
PANERA BREAD CO CL A 69840W108 389 3,743 SH DEFINED 1 3,743
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 301 19,599 SH DEFINED 1 19,599
PARTNERRE LTD COM G6852T105 838 16,038 SH DEFINED 1 16,038
PATRIOT COAL CORP COM 70336T104 367 43,381 SH DEFINED 1 43,381
PATTERSON UTI ENERGY INC COM 703481101 420 24,237 SH DEFINED 1 24,237
PEABODY ENERGY CORP COM 704549104 779 22,985 SH DEFINED 1 22,985
PEGASYSTEMS INC COM 705573103 425 13,898 SH DEFINED 1 13,898
PENN VA CORP COM 707882106 76 13,555 SH DEFINED 1 13,555
PENTAIR INC COM 709631105 308 9,610 SH DEFINED 1 9,610
PEPCO HOLDINGS INC COM 713291102 301 15,883 SH DEFINED 1 15,883
PETROQUEST ENERGY INC COM 716748108 64 11,591 SH DEFINED 1 11,591
PIEDMONT NAT GAS INC COM 720186105 317 10,974 SH DEFINED 1 10,974
PINNACLE ENTMT INC COM 723456109 215 23,656 SH DEFINED 1 23,656
PIONEER NAT RES CO COM 723787107 290 4,406 SH DEFINED 1 4,406
PLANTRONICS INC NEW COM 727493108 243 8,544 SH DEFINED 1 8,544
POST PPTYS INC COM 737464107 391 11,247 SH DEFINED 1 11,247
POWER ONE INC NEW COM 73930R102 451 100,161 SH DEFINED 1 100,161
PRECISION CASTPARTS CORP COM 740189105 810 5,208 SH DEFINED 1 5,208
PRICELINE COM INC COM NEW 741503403 261 580 SH DEFINED 1 580
PRICESMART INC COM 741511109 230 3,698 SH DEFINED 1 3,698
PROLOGIS INC COM 74340W103 575 23,714 SH DEFINED 1 23,714
PUBLIC SVC ENTERPRISE GROUP COM 744573106 410 12,275 SH DEFINED 1 12,275
QEP RES INC COM 74733V100 710 26,233 SH DEFINED 1 26,233
QLIK TECHNOLOGIES INC COM 74733T105 264 12,214 SH DEFINED 1 12,214
QLOGIC CORP COM 747277101 147 11,568 SH DEFINED 1 11,568
QUAD / GRAPHICS INC COM CL A 747301109 203 11,243 SH DEFINED 1 11,243
QUANTUM CORP COM DSSG 747906204 157 86,841 SH DEFINED 1 86,841
QUIKSILVER INC COM 74838C106 158 51,829 SH DEFINED 1 51,829
RADIAN GROUP INC COM 750236101 96 43,787 SH DEFINED 1 43,787
RAYONIER INC COM 754907103 230 6,260 SH DEFINED 1 6,260
REALD INC COM 75604L105 279 29,860 SH DEFINED 1 29,860
REGAL BELOIT CORP COM 758750103 541 11,928 SH DEFINED 1 11,928
REGAL ENTMT GROUP CL A 758766109 396 33,703 SH DEFINED 1 33,703
REGENERON PHARMACEUTICALS COM 75886F107 389 6,676 SH DEFINED 1 6,676
ROBBINS & MYERS INC COM 770196103 258 7,440 SH DEFINED 1 7,440
ROCKWOOD HLDGS INC COM 774415103 1,237 36,718 SH DEFINED 1 36,718
ROGERS CORP COM 775133101 378 9,655 SH DEFINED 1 9,655
ROSETTA RESOURCES INC COM 777779307 333 9,731 SH DEFINED 1 9,731
ROWAN COS INC COM 779382100 807 26,742 SH DEFINED 1 26,742
ROYAL GOLD INC COM 780287108 524 8,182 SH DEFINED 1 8,182
RPC INC COM 749660106 583 35,735 SH DEFINED 1 35,735
SAKS INC COM 79377W108 166 18,972 SH DEFINED 1 18,972
SANDISK CORP COM 80004C101 472 11,692 SH DEFINED 1 11,692
SANDRIDGE ENERGY INC COM 80007P307 327 58,774 SH DEFINED 1 58,774
SAPIENT CORP COM 803062108 448 44,149 SH DEFINED 1 44,149
SARA LEE CORP COM 803111103 651 39,823 SH DEFINED 1 39,823
SCHNITZER STL INDS CL A 806882106 248 6,726 SH DEFINED 1 6,726
SCHOLASTIC CORP COM 807066105 340 12,144 SH DEFINED 1 12,144
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 398 10,705 SH DEFINED 1 10,705
SEALED AIR CORP NEW COM 81211K100 280 16,784 SH DEFINED 1 16,784
SHAW GROUP INC COM 820280105 221 10,176 SH DEFINED 1 10,176
SHUTTERFLY INC COM 82568P304 261 6,350 SH DEFINED 1 6,350
SILICON GRAPHICS INTL CORP COM 82706L108 134 11,266 SH DEFINED 1 11,266
SIMON PPTY GROUP INC NEW COM 828806109 256 2,327 SH DEFINED 1 2,327
SIRIUS XM RADIO INC COM 82967N108 1,071 709,219 SH DEFINED 1 709,219
SIX FLAGS ENTMT CORP NEW COM 83001A102 338 12,200 SH DEFINED 1 12,200
SKECHERS U S A INC CL A 830566105 144 10,297 SH DEFINED 1 10,297
SL GREEN RLTY CORP COM 78440X101 228 3,929 SH DEFINED 1 3,929
SMITHFIELD FOODS INC COM 832248108 334 17,126 SH DEFINED 1 17,126
SNAP ON INC COM 833034101 224 5,044 SH DEFINED 1 5,044
SOLUTIA INC COM NEW 834376501 241 18,757 SH DEFINED 1 18,757
SONIC AUTOMOTIVE INC CL A 83545G102 327 30,271 SH DEFINED 1 30,271
SONIC CORP COM 835451105 298 42,128 SH DEFINED 1 42,128
SONOCO PRODS CO COM 835495102 452 16,025 SH DEFINED 1 16,025
SOTHEBYS COM 835898107 311 11,290 SH DEFINED 1 11,290
SOUTHWEST GAS CORP COM 844895102 239 6,609 SH DEFINED 1 6,609
ST JUDE MED INC COM 790849103 643 17,758 SH DEFINED 1 17,758
STAPLES INC COM 855030102 491 36,898 SH DEFINED 1 36,898
STAR SCIENTIFIC INC COM 85517P101 220 95,340 SH DEFINED 1 95,340
STARBUCKS CORP COM 855244109 448 12,006 SH DEFINED 1 12,006
STEEL DYNAMICS INC COM 858119100 580 58,420 SH DEFINED 1 58,420
STEELCASE INC CL A 858155203 103 16,363 SH DEFINED 1 16,363
STERIS CORP COM 859152100 406 13,873 SH DEFINED 1 13,873
STEWART ENTERPRISES INC CL A 860370105 131 22,068 SH DEFINED 1 22,068
STILLWATER MNG CO COM 86074Q102 282 33,222 SH DEFINED 1 33,222
STONE ENERGY CORP COM 861642106 799 49,290 SH DEFINED 1 49,290
SUNOCO INC COM 86764P109 538 17,348 SH DEFINED 1 17,348
SUNPOWER CORP COM CL A 867652109 532 65,802 SH DEFINED 1 65,802
SUPERIOR ENERGY SVCS INC COM 868157108 832 31,693 SH DEFINED 1 31,693
SWISHER HYGIENE INC COM 870808102 102 25,268 SH DEFINED 1 25,268
SYMETRA FINL CORP COM 87151Q106 225 27,552 SH DEFINED 1 27,552
SYNNEX CORP COM 87162W100 703 26,836 SH DEFINED 1 26,836
SYNOVUS FINL CORP COM 87161C105 909 849,632 SH DEFINED 1 849,632
TAL INTL GROUP INC COM 874083108 206 8,251 SH DEFINED 1 8,251
TENET HEALTHCARE CORP COM 88033G100 64 15,523 SH DEFINED 1 15,523
TENNECO INC COM 880349105 425 16,606 SH DEFINED 1 16,606
TEREX CORP NEW COM 880779103 304 29,660 SH DEFINED 1 29,660
TEXAS INDS INC COM 882491103 264 8,330 SH DEFINED 1 8,330
TEXAS ROADHOUSE INC COM 882681109 233 17,613 SH DEFINED 1 17,613
THERMO FISHER SCIENTIFIC INC COM 883556102 286 5,649 SH DEFINED 1 5,649
TIFFANY & CO NEW COM 886547108 209 3,429 SH DEFINED 1 3,429
TITAN INTL INC ILL COM 88830M102 506 33,706 SH DEFINED 1 33,706
TIVO INC COM 888706108 111 11,912 SH DEFINED 1 11,912
TRUEBLUE INC COM 89785X101 174 15,346 SH DEFINED 1 15,346
TRUSTMARK CORP COM 898402102 192 10,566 SH DEFINED 1 10,566
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 299 9,141 SH DEFINED 1 9,141
TUPPERWARE BRANDS CORP COM 899896104 202 3,759 SH DEFINED 1 3,759
U S G CORP COM NEW 903293405 165 24,529 SH DEFINED 1 24,529
UDR INC COM 902653104 324 14,637 SH DEFINED 1 14,637
UGI CORP NEW COM 902681105 232 8,830 SH DEFINED 1 8,830
UIL HLDG CORP COM 902748102 500 15,171 SH DEFINED 1 15,171
ULTA SALON COSMETCS & FRAG I COM 90384S303 280 4,507 SH DEFINED 1 4,507
UMPQUA HLDGS CORP COM 904214103 207 23,571 SH DEFINED 1 23,571
UNISOURCE ENERGY CORP COM 909205106 297 8,231 SH DEFINED 1 8,231
UNITED NAT FOODS INC COM 911163103 208 5,625 SH DEFINED 1 5,625
UNITED ONLINE INC COM 911268100 129 24,620 SH DEFINED 1 24,620
UNITED STATES STL CORP NEW COM 912909108 216 9,794 SH DEFINED 1 9,794
UNITEDHEALTH GROUP INC COM 91324P102 778 16,874 SH DEFINED 1 16,874
URS CORP NEW COM 903236107 481 16,218 SH DEFINED 1 16,218
US GOLD CORPORATION COM PAR $0.10 912023207 117 29,201 SH DEFINED 1 29,201
USEC INC COM 90333E108 21 12,763 SH DEFINED 1 12,763
VALERO ENERGY CORP NEW COM 91913Y100 263 14,815 SH DEFINED 1 14,815
VALLEY NATL BANCORP COM 919794107 196 18,479 SH DEFINED 1 18,479
VEECO INSTRS INC DEL COM 922417100 243 9,947 SH DEFINED 1 9,947
VERTEX PHARMACEUTICALS INC COM 92532F100 282 6,341 SH DEFINED 1 6,341
VIACOM INC NEW CL B 92553P201 347 8,947 SH DEFINED 1 8,947
VICAL INC COM 925602104 133 53,614 SH DEFINED 1 53,614
VISHAY INTERTECHNOLOGY INC COM 928298108 540 64,567 SH DEFINED 1 64,567
VMWARE INC CL A COM 928563402 238 2,964 SH DEFINED 1 2,964
WATSON PHARMACEUTICALS INC COM 942683103 380 5,571 SH DEFINED 1 5,571
WEB COM GROUP INC COM 94733A104 153 21,899 SH DEFINED 1 21,899
WELLS FARGO & CO NEW COM 949746101 536 22,207 SH DEFINED 1 22,207
WENDYS CO COM 95058W100 398 86,611 SH DEFINED 1 86,611
WESCO INTL INC COM 95082P105 523 15,577 SH DEFINED 1 15,577
WET SEAL INC CL A 961840105 217 48,391 SH DEFINED 1 48,391
WGL HLDGS INC COM 92924F106 290 7,412 SH DEFINED 1 7,412
WHIRLPOOL CORP COM 963320106 492 9,859 SH DEFINED 1 9,859
WHOLE FOODS MKT INC COM 966837106 370 5,666 SH DEFINED 1 5,666
WINN DIXIE STORES INC COM NEW 974280307 93 15,720 SH DEFINED 1 15,720
WORLD FUEL SVCS CORP COM 981475106 301 9,232 SH DEFINED 1 9,232
WRIGHT MED GROUP INC COM 98235T107 268 15,016 SH DEFINED 1 15,016
WYNN RESORTS LTD COM 983134107 890 7,735 SH DEFINED 1 7,735
XEROX CORP COM 984121103 496 71,110 SH DEFINED 1 71,110
YAHOO INC COM 984332106 308 23,365 SH DEFINED 1 23,365
YUM BRANDS INC COM 988498101 610 12,353 SH DEFINED 1 12,353
ZAGG INC COM 98884U108 204 20,593 SH DEFINED 1 20,593
ZHONGPIN INC COM 98952K107 176 23,214 SH DEFINED 1 23,214
ZIONS BANCORPORATION COM 989701107 576 40,899 SH DEFINED 1 40,899