0001085146-13-001489.txt : 20130814
0001085146-13-001489.hdr.sgml : 20130814
20130814124532
ACCESSION NUMBER: 0001085146-13-001489
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130814
DATE AS OF CHANGE: 20130814
EFFECTIVENESS DATE: 20130814
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: 131036404
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
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false
true
false
0001098490
XXXXXXXX
06-30-2013
06-30-2013
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
08-14-2013
0
763
525657
INFORMATION TABLE
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form13fInfoTable.xml
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333
6600
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SOLE
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14964U108
605
17100
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SOLE
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11000
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125137109
382
9300
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SOLE
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150602209
147
28300
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SOLE
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373
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10100
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2093
39900
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SOLE
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0
16900
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223
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SOLE
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0
4000
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COM NEW
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479
26600
SH
SOLE
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0
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CEPHEID
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15670R107
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SOLE
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4000
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COM
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1400
CIENA CORP
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276
14200
SH
SOLE
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0
6100
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COM
172755100
3948
227400
SH
SOLE
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0
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CIT GROUP INC
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308
6600
SH
SOLE
3800
0
2800
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COM NEW
172967424
825
17200
SH
SOLE
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SOLE
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11000
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32000
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301
4500
SH
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0
1900
CMS ENERGY CORP
COM
125896100
489
18000
SH
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10300
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CNOOC LTD
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126132109
804
4800
SH
SOLE
2700
0
2100
COCA COLA ENTERPRISES INC NE
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5900
SH
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2500
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CL A SPL
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SOLE
11100
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201723103
207
14000
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SOLE
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0
5900
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COM
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23100
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20451N101
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12000
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5100
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205306103
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6000
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11300
SH
SOLE
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COM
20585P105
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8800
SH
SOLE
5100
0
3700
CONAGRA FOODS INC
COM
205887102
877
25100
SH
SOLE
14500
0
10600
CONNS INC
COM
208242107
870
16800
SH
SOLE
9700
0
7100
CONOCOPHILLIPS
COM
20825C104
2190
36200
SH
SOLE
20800
0
15400
CONSOLIDATED GRAPHICS INC
COM
209341106
291
6200
SH
SOLE
3600
0
2600
COOPER COS INC
COM NEW
216648402
202
1700
SH
SOLE
900
0
800
COPART INC
COM
217204106
548
17800
SH
SOLE
10300
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CORE MARK HOLDING CO INC
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218681104
464
7300
SH
SOLE
4200
0
3100
CORELOGIC INC
COM
21871D103
287
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SOLE
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0
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CORESITE RLTY CORP
COM
21870Q105
280
8800
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SOLE
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0
3800
CORNING INC
COM
219350105
531
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SOLE
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0
15800
CORRECTIONS CORP AMER NEW
COM NEW
22025Y407
1332
39340
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SOLE
22667
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16673
COUSINS PPTYS INC
COM
222795106
142
14100
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SOLE
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0
6000
COVIDIEN PLC
SHS
G2554F113
346
5500
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0
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COM
22410J106
1713
18100
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SOLE
10500
0
7600
CREDIT ACCEP CORP MICH
COM
225310101
525
5000
SH
SOLE
2900
0
2100
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
558
21099
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SOLE
12099
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COM
228227104
840
11600
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SOLE
6700
0
4900
CROWN HOLDINGS INC
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228368106
415
10100
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0
4200
CTS CORP
COM
126501105
277
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0
8600
CUBESMART
COM
229663109
206
12900
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0
5500
CVR ENERGY INC
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12662P108
2991
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0
26800
CVS CAREMARK CORPORATION
COM
126650100
457
8000
SH
SOLE
4600
0
3400
CYBERONICS INC
COM
23251P102
452
8700
SH
SOLE
5000
0
3700
CYNOSURE INC
CL A
232577205
561
21600
SH
SOLE
12400
0
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COM
23283R100
568
27400
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SOLE
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0
11600
CYTEC INDS INC
COM
232820100
227
3100
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1800
0
1300
D R HORTON INC
COM
23331A109
243
11400
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SOLE
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0
4900
DAKTRONICS INC
COM
234264109
275
26778
SH
SOLE
15319
0
11459
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
338
2800
SH
SOLE
1600
0
1200
DCT INDUSTRIAL TRUST INC
COM
233153105
446
62400
SH
SOLE
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0
26400
DDR CORP
COM
23317H102
171
10300
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SOLE
5900
0
4400
DELEK US HLDGS INC
COM
246647101
849
29500
SH
SOLE
17000
0
12500
DEMAND MEDIA INC
COM
24802N109
175
29200
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SOLE
16900
0
12300
DENBURY RES INC
COM NEW
247916208
362
20900
SH
SOLE
12100
0
8800
DENNYS CORP
COM
24869P104
70
12500
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SOLE
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0
5300
DEPOMED INC
COM
249908104
151
26900
SH
SOLE
15500
0
11400
DEUTSCHE BANK AG
NAMEN AKT
D18190898
3167
75500
SH
SOLE
43600
0
31900
DFC GLOBAL CORP
COM
23324T107
180
13000
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SOLE
7500
0
5500
DICE HLDGS INC
COM
253017107
339
36800
SH
SOLE
21300
0
15500
DIODES INC
COM
254543101
216
8300
SH
SOLE
4800
0
3500
DIRECTV
COM
25490A309
468
7600
SH
SOLE
4400
0
3200
DISCOVER FINL SVCS
COM
254709108
1734
36400
SH
SOLE
21100
0
15300
DISH NETWORK CORP
CL A
25470M109
310
7300
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SOLE
4200
0
3100
DOMINOS PIZZA INC
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25754A201
3344
57500
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SOLE
33100
0
24400
DORMAN PRODUCTS INC
COM
258278100
949
20800
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SOLE
12000
0
8800
DRIL-QUIP INC
COM
262037104
316
3500
SH
SOLE
2000
0
1500
DTE ENERGY CO
COM
233331107
308
4600
SH
SOLE
2700
0
1900
DUKE REALTY CORP
COM NEW
264411505
162
10400
SH
SOLE
6000
0
4400
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
225
9300
SH
SOLE
5300
0
4000
E TRADE FINANCIAL CORP
COM NEW
269246401
552
43600
SH
SOLE
25100
0
18500
EAGLE BANCORP INC MD
COM
268948106
235
10498
SH
SOLE
5999
0
4499
EAGLE MATERIALS INC
COM
26969P108
292
4400
SH
SOLE
2500
0
1900
EASTGROUP PPTY INC
COM
277276101
309
5500
SH
SOLE
3100
0
2400
EATON VANCE CORP
COM NON VTG
278265103
440
11700
SH
SOLE
6700
0
5000
EBAY INC
COM
278642103
222
4300
SH
SOLE
2400
0
1900
ECHOSTAR CORP
CL A
278768106
258
6600
SH
SOLE
3800
0
2800
EDISON INTL
COM
281020107
400
8300
SH
SOLE
4800
0
3500
EDWARDS LIFESCIENCES CORP
COM
28176E108
336
5000
SH
SOLE
2800
0
2200
EHEALTH INC
COM
28238P109
243
10700
SH
SOLE
6100
0
4600
ELECTRONIC ARTS INC
COM
285512109
237
10300
SH
SOLE
6000
0
4300
ELLIE MAE INC
COM
28849P100
1147
49700
SH
SOLE
28600
0
21100
ELLINGTON FINANCIAL LLC
COM
288522303
45624
2000192
SH
SOLE
2000192
0
0
EMERITUS CORP
COM
291005106
563
24300
SH
SOLE
14000
0
10300
ENCORE CAP GROUP INC
COM
292554102
1116
33700
SH
SOLE
19400
0
14300
ENERNOC INC
COM
292764107
501
37800
SH
SOLE
21800
0
16000
ENERSYS
COM
29275Y102
584
11900
SH
SOLE
6800
0
5100
ENGILITY HLDGS INC
COM
29285W104
210
7400
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SOLE
4200
0
3200
ENPHASE ENERGY INC
COM
29355A107
98
12700
SH
SOLE
7300
0
5400
ENSTAR GROUP LIMITED
SHS
G3075P101
705
5300
SH
SOLE
3000
0
2300
ENTEGRIS INC
COM
29362U104
344
36700
SH
SOLE
21200
0
15500
EOG RES INC
COM
26875P101
566
4300
SH
SOLE
2400
0
1900
EPL OIL & GAS INC
COM
26883D108
534
18200
SH
SOLE
10400
0
7800
EPLUS INC
COM
294268107
216
3600
SH
SOLE
2100
0
1500
EQT CORP
COM
26884L109
492
6200
SH
SOLE
3500
0
2700
EQUIFAX INC
COM
294429105
642
10900
SH
SOLE
6200
0
4700
EQUINIX INC
COM NEW
29444U502
1034
5600
SH
SOLE
3200
0
2400
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
259
3300
SH
SOLE
1800
0
1500
ERICSSON
ADR B SEK 10
294821608
742
65800
SH
SOLE
37900
0
27900
EURONET WORLDWIDE INC
COM
298736109
322
10100
SH
SOLE
5800
0
4300
EXAR CORP
COM
300645108
246
22852
SH
SOLE
13448
0
9404
EXCO RESOURCES INC
COM
269279402
1758
230100
SH
SOLE
132700
0
97400
EXPEDIA INC DEL
COM NEW
30212P303
547
9100
SH
SOLE
5200
0
3900
EXPEDITORS INTL WASH INC
COM
302130109
555
14600
SH
SOLE
8500
0
6100
EXTERRAN HLDGS INC
COM
30225X103
914
32500
SH
SOLE
18800
0
13700
FABRINET
SHS
G3323L100
333
23800
SH
SOLE
13700
0
10100
FACEBOOK INC
CL A
30303M102
632
25400
SH
SOLE
14600
0
10800
FACTSET RESH SYS INC
COM
303075105
510
5000
SH
SOLE
2800
0
2200
FEDERAL MOGUL CORP
COM
313549404
398
39000
SH
SOLE
22500
0
16500
FEDERAL SIGNAL CORP
COM
313855108
195
22300
SH
SOLE
12800
0
9500
FELCOR LODGING TR INC
COM
31430F101
374
63300
SH
SOLE
36500
0
26800
FIDELITY NATIONAL FINANCIAL
CL A
31620R105
1043
43800
SH
SOLE
25200
0
18600
FIDELITY SOUTHERN CORP NEW
COM
316394105
239
19300
SH
SOLE
11100
0
8200
FIESTA RESTAURANT GROUP INC
COM
31660B101
1680
48900
SH
SOLE
28200
0
20700
FIFTH & PAC COS INC
COM
316645100
690
30900
SH
SOLE
17700
0
13200
FIFTH THIRD BANCORP
COM
316773100
238
13200
SH
SOLE
7600
0
5600
FINISH LINE INC
CL A
317923100
1233
56400
SH
SOLE
32500
0
23900
FIRST BANCORP P R
COM NEW
318672706
122
17200
SH
SOLE
10000
0
7200
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
232
11200
SH
SOLE
6500
0
4700
FIRST MIDWEST BANCORP DEL
COM
320867104
634
46200
SH
SOLE
26700
0
19500
FIVE STAR QUALITY CARE INC
COM
33832D106
247
44100
SH
SOLE
25400
0
18700
FLAGSTAR BANCORP INC
COM PAR .001
337930705
1146
82100
SH
SOLE
47300
0
34800
FLEETCOR TECHNOLOGIES INC
COM
339041105
382
4700
SH
SOLE
2700
0
2000
FLEXTRONICS INTL LTD
ORD
Y2573F102
183
23700
SH
SOLE
13700
0
10000
FLIR SYS INC
COM
302445101
467
17300
SH
SOLE
9900
0
7400
FLOWSERVE CORP
COM
34354P105
1426
26400
SH
SOLE
15200
0
11200
FLUOR CORP NEW
COM
343412102
302
5100
SH
SOLE
2900
0
2200
FNB CORP PA
COM
302520101
162
13400
SH
SOLE
7600
0
5800
FOOT LOCKER INC
COM
344849104
580
16500
SH
SOLE
9500
0
7000
FORD MTR CO DEL
COM PAR $0.01
345370860
218
14100
SH
SOLE
8100
0
6000
FOREST CITY ENTERPRISES INC
CL A
345550107
536
29900
SH
SOLE
17300
0
12600
FOREST OIL CORP
COM PAR $0.01
346091705
45
10900
SH
SOLE
6300
0
4600
FORESTAR GROUP INC
COM
346233109
802
40000
SH
SOLE
23000
0
17000
FORMFACTOR INC
COM
346375108
88
13100
SH
SOLE
7500
0
5600
FORRESTER RESH INC
COM
346563109
216
5900
SH
SOLE
3400
0
2500
FRANKLIN RES INC
COM
354613101
218
1600
SH
SOLE
1000
0
600
FREESCALE SEMICONDUCTOR LTD
SHS
G3727Q101
1051
77600
SH
SOLE
44700
0
32900
FURIEX PHARMACEUTICALS INC
COM
36106P101
303
8900
SH
SOLE
5000
0
3900
FXCM INC
COM CL A
302693106
763
46500
SH
SOLE
26800
0
19700
GALLAGHER ARTHUR J & CO
COM
363576109
227
5200
SH
SOLE
3000
0
2200
GANNETT INC
COM
364730101
399
16300
SH
SOLE
9400
0
6900
GAP INC DEL
COM
364760108
1018
24400
SH
SOLE
14100
0
10300
GENERAC HLDGS INC
COM
368736104
1610
43500
SH
SOLE
25000
0
18500
GENERAL ELECTRIC CO
COM
369604103
220
9500
SH
SOLE
5400
0
4100
GENERAL MTRS CO
COM
37045V100
303
9100
SH
SOLE
5200
0
3900
GENESCO INC
COM
371532102
382
5700
SH
SOLE
3300
0
2400
GENESEE & WYO INC
CL A
371559105
441
5200
SH
SOLE
3000
0
2200
GENMARK DIAGNOSTICS INC
COM
372309104
638
61700
SH
SOLE
35600
0
26100
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
421
6100
SH
SOLE
3500
0
2600
GIANT INTERACTIVE GROUP INC
ADR
374511103
1940
242200
SH
SOLE
139600
0
102600
G-III APPAREL GROUP LTD
COM
36237H101
202
4200
SH
SOLE
2400
0
1800
GILEAD SCIENCES INC
COM
375558103
415
8100
SH
SOLE
4700
0
3400
GLOBAL PMTS INC
COM
37940X102
435
9400
SH
SOLE
5400
0
4000
GLOBE SPECIALTY METALS INC
COM
37954N206
227
20900
SH
SOLE
12100
0
8800
GNC HLDGS INC
COM CL A
36191G107
619
14000
SH
SOLE
8100
0
5900
GRACE W R & CO DEL NEW
COM
38388F108
210
2500
SH
SOLE
1400
0
1100
GRAMERCY PPTY TR INC
COM
38489R100
121
26900
SH
SOLE
15500
0
11400
GRAN TIERRA ENERGY INC
COM
38500T101
1450
241300
SH
SOLE
139100
0
102200
GREAT LAKES DREDGE & DOCK CO
COM
390607109
188
24100
SH
SOLE
13800
0
10300
GREEN PLAINS RENEWABLE ENERG
COM
393222104
578
43400
SH
SOLE
25000
0
18400
GREIF INC
CL A
397624107
811
15400
SH
SOLE
8800
0
6600
GRIFOLS S A
SP ADR REP B NVT
398438408
812
28500
SH
SOLE
16400
0
12100
GROUP 1 AUTOMOTIVE INC
COM
398905109
476
7400
SH
SOLE
4100
0
3300
GRUPO AEROPORTUARIO DEL SURE
SPON ADR SER B
40051E202
289
2600
SH
SOLE
1500
0
1100
GULFPORT ENERGY CORP
COM NEW
402635304
250
5300
SH
SOLE
3000
0
2300
HAEMONETICS CORP
COM
405024100
500
12100
SH
SOLE
7000
0
5100
HANESBRANDS INC
COM
410345102
1044
20300
SH
SOLE
11700
0
8600
HANMI FINL CORP
COM NEW
410495204
221
12500
SH
SOLE
7200
0
5300
HARTE-HANKS INC
COM
416196103
221
25700
SH
SOLE
14900
0
10800
HAVERTY FURNITURE INC
COM
419596101
474
20600
SH
SOLE
11900
0
8700
HCA HOLDINGS INC
COM
40412C101
1738
48200
SH
SOLE
27800
0
20400
HCP INC
COM
40414L109
282
6200
SH
SOLE
3600
0
2600
HEADWATERS INC
COM
42210P102
138
15600
SH
SOLE
9000
0
6600
HEALTH NET INC
COM
42222G108
1114
35000
SH
SOLE
20200
0
14800
HEALTHSOUTH CORP
COM NEW
421924309
475
16500
SH
SOLE
9500
0
7000
HELEN OF TROY CORP LTD
COM
G4388N106
449
11700
SH
SOLE
6700
0
5000
HERCULES OFFSHORE INC
COM
427093109
1147
162900
SH
SOLE
93900
0
69000
HESS CORP
COM
42809H107
3697
55600
SH
SOLE
32000
0
23600
HEWLETT PACKARD CO
COM
428236103
1781
71800
SH
SOLE
41400
0
30400
HILLSHIRE BRANDS CO
COM
432589109
2243
67800
SH
SOLE
39100
0
28700
HILLTOP HOLDINGS INC
COM
432748101
212
12900
SH
SOLE
7500
0
5400
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
1858
356000
SH
SOLE
205200
0
150800
HMS HLDGS CORP
COM
40425J101
287
12300
SH
SOLE
7100
0
5200
HOLLYFRONTIER CORP
COM
436106108
368
8600
SH
SOLE
4900
0
3700
HOLLYSYS AUTOMATION TECHNOLO
SHS
G45667105
253
20400
SH
SOLE
11700
0
8700
HOME BANCSHARES INC
COM
436893200
727
28000
SH
SOLE
16100
0
11900
HOME DEPOT INC
COM
437076102
829
10700
SH
SOLE
6200
0
4500
HOME INNS & HOTELS MGMT INC
SPON ADR
43713W107
232
8700
SH
SOLE
5000
0
3700
HOMESTREET INC
COM
43785V102
489
22800
SH
SOLE
13100
0
9700
HORACE MANN EDUCATORS CORP N
COM
440327104
436
17900
SH
SOLE
10300
0
7600
HOST HOTELS & RESORTS INC
COM
44107P104
197
11700
SH
SOLE
6800
0
4900
HOWARD HUGHES CORP
COM
44267D107
549
4900
SH
SOLE
2800
0
2100
HSBC HLDGS PLC
SPON ADR NEW
404280406
286
5505
SH
SOLE
3105
0
2400
HSN INC
COM
404303109
220
4100
SH
SOLE
2300
0
1800
HUNTINGTON BANCSHARES INC
COM
446150104
257
32700
SH
SOLE
18900
0
13800
HUNTSMAN CORP
COM
447011107
515
31100
SH
SOLE
17900
0
13200
HYSTER YALE MATLS HANDLING I
CL A
449172105
653
10400
SH
SOLE
5900
0
4500
IAC INTERACTIVECORP
COM PAR $.001
44919P508
414
8700
SH
SOLE
5000
0
3700
ICF INTL INC
COM
44925C103
318
10100
SH
SOLE
5700
0
4400
ICICI BK LTD
ADR
45104G104
375
9800
SH
SOLE
5600
0
4200
ICON PLC
SHS
G4705A100
361
10200
SH
SOLE
5900
0
4300
ICONIX BRAND GROUP INC
COM
451055107
409
13900
SH
SOLE
8000
0
5900
IDT CORP
CL B NEW
448947507
221
11800
SH
SOLE
6800
0
5000
IGATE CORP
COM
45169U105
255
15500
SH
SOLE
8900
0
6600
IGNITE RESTAURANT GROUP INC
COM
451730105
395
20920
SH
SOLE
11960
0
8960
IMMERSION CORP
COM
452521107
681
51400
SH
SOLE
29600
0
21800
IMMUNOMEDICS INC
COM
452907108
468
86000
SH
SOLE
49600
0
36400
IMPAX LABORATORIES INC
COM
45256B101
1009
50600
SH
SOLE
29100
0
21500
INCYTE CORP
COM
45337C102
260
11800
SH
SOLE
6800
0
5000
INFINITY PHARMACEUTICALS INC
COM
45665G303
627
38700
SH
SOLE
22200
0
16500
ING GROEP N V
SPONSORED ADR
456837103
318
35000
SH
SOLE
20100
0
14900
INGREDION INC
COM
457187102
420
6400
SH
SOLE
3700
0
2700
INSIGHT ENTERPRISES INC
COM
45765U103
291
16400
SH
SOLE
9500
0
6900
INTEGRYS ENERGY GROUP INC
COM
45822P105
878
15000
SH
SOLE
8600
0
6400
INTER PARFUMS INC
COM
458334109
371
13000
SH
SOLE
7500
0
5500
INTERCONTINENTALEXCHANGE INC
COM
45865V100
373
2100
SH
SOLE
1200
0
900
INTERSIL CORP
CL A
46069S109
175
22400
SH
SOLE
12900
0
9500
INTERVAL LEISURE GROUP INC
COM
46113M108
500
25100
SH
SOLE
14500
0
10600
INTL PAPER CO
COM
460146103
656
14800
SH
SOLE
8500
0
6300
INTRALINKS HLDGS INC
COM
46118H104
94
13000
SH
SOLE
7500
0
5500
INTUIT
COM
461202103
3687
60400
SH
SOLE
34800
0
25600
INVACARE CORP
COM
461203101
615
42800
SH
SOLE
24800
0
18000
INVESTORS BANCORP INC
COM
46146P102
253
12000
SH
SOLE
6900
0
5100
ION GEOPHYSICAL CORP
COM
462044108
255
42300
SH
SOLE
24300
0
18000
IRON MTN INC
COM
462846106
1195
44900
SH
SOLE
26000
0
18900
IRSA INVERSIONES Y REP S A
GLOBL DEP RCPT
450047204
77
10400
SH
SOLE
5742
0
4658
J2 GLOBAL INC
COM
48123V102
383
9000
SH
SOLE
5200
0
3800
JABIL CIRCUIT INC
COM
466313103
3689
181000
SH
SOLE
104200
0
76800
JACK IN THE BOX INC
COM
466367109
644
16400
SH
SOLE
9400
0
7000
JARDEN CORP
COM
471109108
503
11500
SH
SOLE
6600
0
4900
JDS UNIPHASE CORP
COM PAR $0.001
46612J507
545
37900
SH
SOLE
21900
0
16000
JETBLUE AIRWAYS CORP
COM
477143101
260
41400
SH
SOLE
23900
0
17500
JOURNAL COMMUNICATIONS INC
CL A
481130102
124
16600
SH
SOLE
9500
0
7100
JPMORGAN CHASE & CO
COM
46625H100
538
10200
SH
SOLE
5800
0
4400
KELLY SVCS INC
CL A
488152208
238
13600
SH
SOLE
7900
0
5700
KEMET CORP
COM NEW
488360207
57
13800
SH
SOLE
8000
0
5800
KEYW HLDG CORP
COM
493723100
195
14700
SH
SOLE
8400
0
6300
KFORCE INC
COM
493732101
218
14900
SH
SOLE
8600
0
6300
KINDRED HEALTHCARE INC
COM
494580103
183
13900
SH
SOLE
8000
0
5900
KIRKLANDS INC
COM
497498105
571
33100
SH
SOLE
19000
0
14100
KITE RLTY GROUP TR
COM
49803T102
250
41400
SH
SOLE
23800
0
17600
KLA-TENCOR CORP
COM
482480100
2218
39800
SH
SOLE
23000
0
16800
KOPPERS HOLDINGS INC
COM
50060P106
405
10600
SH
SOLE
6100
0
4500
KOREA ELECTRIC PWR
SPONSORED ADR
500631106
171
15100
SH
SOLE
8700
0
6400
KORN FERRY INTL
COM NEW
500643200
986
52600
SH
SOLE
30200
0
22400
KOSMOS ENERGY LTD
SHS
G5315B107
189
18600
SH
SOLE
10800
0
7800
KRATON PERFORMANCE POLYMERS
COM
50077C106
358
16900
SH
SOLE
9700
0
7200
KRISPY KREME DOUGHNUTS INC
COM
501014104
258
14800
SH
SOLE
8500
0
6300
KROGER CO
COM
501044101
2300
66600
SH
SOLE
38300
0
28300
KT CORP
SPONSORED ADR
48268K101
213
13700
SH
SOLE
7900
0
5800
LA Z BOY INC
COM
505336107
711
35100
SH
SOLE
20200
0
14900
LACLEDE GROUP INC
COM
505597104
1552
34000
SH
SOLE
19600
0
14400
LAKELAND BANCORP INC
COM
511637100
154
14800
SH
SOLE
8500
0
6300
LAM RESEARCH CORP
COM
512807108
745
16800
SH
SOLE
9700
0
7100
LAMAR ADVERTISING CO
CL A
512815101
929
21400
SH
SOLE
12300
0
9100
LANCASTER COLONY CORP
COM
513847103
242
3100
SH
SOLE
1700
0
1400
LANDEC CORP
COM
514766104
225
17000
SH
SOLE
9800
0
7200
LAS VEGAS SANDS CORP
COM
517834107
291
5500
SH
SOLE
3300
0
2200
LATTICE SEMICONDUCTOR CORP
COM
518415104
200
39400
SH
SOLE
22700
0
16700
LAUDER ESTEE COS INC
CL A
518439104
276
4200
SH
SOLE
2400
0
1800
LEAPFROG ENTERPRISES INC
CL A
52186N106
1033
105000
SH
SOLE
60600
0
44400
LEGGETT & PLATT INC
COM
524660107
398
12800
SH
SOLE
7400
0
5400
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
442
37200
SH
SOLE
21400
0
15800
LIBBEY INC
COM
529898108
218
9100
SH
SOLE
5200
0
3900
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
603
8200
SH
SOLE
4800
0
3400
LIBERTY MEDIA CORP DELAWARE
CL A
531229102
203
1600
SH
SOLE
900
0
700
LIFE TIME FITNESS INC
COM
53217R207
231
4600
SH
SOLE
2600
0
2000
LIFELOCK INC
COM
53224V100
768
65600
SH
SOLE
37900
0
27700
LINCOLN ELEC HLDGS INC
COM
533900106
223
3900
SH
SOLE
2200
0
1700
LINEAR TECHNOLOGY CORP
COM
535678106
851
23100
SH
SOLE
13400
0
9700
LIONS GATE ENTMNT CORP
COM NEW
535919203
1379
50200
SH
SOLE
28900
0
21300
LIVE NATION ENTERTAINMENT IN
COM
538034109
1000
64500
SH
SOLE
37300
0
27200
LORILLARD INC
COM
544147101
2979
68200
SH
SOLE
39300
0
28900
LOUISIANA PAC CORP
COM
546347105
3838
259500
SH
SOLE
149500
0
110000
LOWES COS INC
COM
548661107
446
10900
SH
SOLE
6300
0
4600
LSI CORPORATION
COM
502161102
256
35900
SH
SOLE
20700
0
15200
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
1386
17800
SH
SOLE
10300
0
7500
LUMOS NETWORKS CORP
COM
550283105
174
10200
SH
SOLE
5900
0
4300
M & T BK CORP
COM
55261F104
369
3300
SH
SOLE
1900
0
1400
M/I HOMES INC
COM
55305B101
276
12000
SH
SOLE
6900
0
5100
MACYS INC
COM
55616P104
883
18400
SH
SOLE
10600
0
7800
MADDEN STEVEN LTD
COM
556269108
464
9600
SH
SOLE
5500
0
4100
MADISON SQUARE GARDEN CO
CL A
55826P100
735
12400
SH
SOLE
7100
0
5300
MAGICJACK VOCALTEC LTD
SHS
M6787E101
172
12100
SH
SOLE
7000
0
5100
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
744
40700
SH
SOLE
23400
0
17300
MANHATTAN ASSOCS INC
COM
562750109
224
2900
SH
SOLE
1700
0
1200
MARATHON PETE CORP
COM
56585A102
3219
45300
SH
SOLE
26100
0
19200
MASTERCARD INC
CL A
57636Q104
460
800
SH
SOLE
400
0
400
MATRIX SVC CO
COM
576853105
475
30500
SH
SOLE
17600
0
12900
MATSON INC
COM
57686G105
1008
40300
SH
SOLE
23200
0
17100
MAXIM INTEGRATED PRODS INC
COM
57772K101
989
35600
SH
SOLE
20500
0
15100
MAXIMUS INC
COM
577933104
1043
14000
SH
SOLE
8000
0
6000
MB FINANCIAL INC NEW
COM
55264U108
271
10100
SH
SOLE
5800
0
4300
MBIA INC
COM
55262C100
197
14800
SH
SOLE
8600
0
6200
MCGRAW HILL FINL INC
COM
580645109
1808
34000
SH
SOLE
19600
0
14400
MCKESSON CORP
COM
58155Q103
206
1800
SH
SOLE
1100
0
700
MEADOWBROOK INS GROUP INC
COM
58319P108
248
30900
SH
SOLE
17800
0
13100
MEDASSETS INC
COM
584045108
513
28900
SH
SOLE
16700
0
12200
MEDIFAST INC
COM
58470H101
623
24200
SH
SOLE
14000
0
10200
MEDNAX INC
COM
58502B106
229
2500
SH
SOLE
1500
0
1000
MELCO CROWN ENTMT LTD
ADR
585464100
206
9200
SH
SOLE
5300
0
3900
MENS WEARHOUSE INC
COM
587118100
492
13000
SH
SOLE
7500
0
5500
MERRIMACK PHARMACEUTICALS IN
COM
590328100
309
45800
SH
SOLE
26400
0
19400
MERU NETWORKS INC
COM
59047Q103
68
16900
SH
SOLE
9800
0
7100
METHODE ELECTRS INC
COM
591520200
764
44900
SH
SOLE
25800
0
19100
MICHAEL KORS HLDGS LTD
SHS
G60754101
1507
24300
SH
SOLE
14000
0
10300
MICROCHIP TECHNOLOGY INC
COM
595017104
264
7100
SH
SOLE
4100
0
3000
MICRON TECHNOLOGY INC
COM
595112103
1091
76100
SH
SOLE
43900
0
32200
MIDDLEBY CORP
COM
596278101
323
1900
SH
SOLE
1100
0
800
MIDSTATES PETE CO INC
COM
59804T100
223
41300
SH
SOLE
23800
0
17500
MITSUBISHI UFJ FINL GROUP IN
SPONSORED ADR
606822104
623
100400
SH
SOLE
57900
0
42500
MOBILE MINI INC
COM
60740F105
673
20300
SH
SOLE
11600
0
8700
MOBILE TELESYSTEMS OJSC
SPONSORED ADR
607409109
623
32900
SH
SOLE
19000
0
13900
MOHAWK INDS INC
COM
608190104
292
2600
SH
SOLE
1500
0
1100
MOLINA HEALTHCARE INC
COM
60855R100
491
13200
SH
SOLE
7600
0
5600
MONDELEZ INTL INC
CL A
609207105
454
15900
SH
SOLE
9100
0
6800
MONOLITHIC PWR SYS INC
COM
609839105
244
10100
SH
SOLE
5800
0
4300
MONOTYPE IMAGING HOLDINGS IN
COM
61022P100
257
10100
SH
SOLE
5800
0
4300
MONSTER BEVERAGE CORP
COM
611740101
225
3700
SH
SOLE
2000
0
1700
MOODYS CORP
COM
615369105
2005
32900
SH
SOLE
18900
0
14000
MOOG INC
CL A
615394202
371
7200
SH
SOLE
4100
0
3100
MORGANS HOTEL GROUP CO
COM
61748W108
613
76100
SH
SOLE
43900
0
32200
MOVADO GROUP INC
COM
624580106
348
10300
SH
SOLE
6000
0
4300
MOVE INC
COM NEW
62458M207
356
27800
SH
SOLE
16000
0
11800
MRC GLOBAL INC
COM
55345K103
2149
77800
SH
SOLE
44800
0
33000
MUELLER INDS INC
COM
624756102
469
9300
SH
SOLE
5400
0
3900
MUELLER WTR PRODS INC
COM SER A
624758108
929
134500
SH
SOLE
77500
0
57000
MYR GROUP INC DEL
COM
55405W104
490
25200
SH
SOLE
14500
0
10700
MYRIAD GENETICS INC
COM
62855J104
919
34200
SH
SOLE
19700
0
14500
NASDAQ OMX GROUP INC
COM
631103108
351
10700
SH
SOLE
6100
0
4600
NATIONAL CINEMEDIA INC
COM
635309107
367
21700
SH
SOLE
12500
0
9200
NATIONAL RETAIL PPTYS INC
COM
637417106
420
12200
SH
SOLE
7000
0
5200
NAUTILUS INC
COM
63910B102
355
40800
SH
SOLE
23600
0
17200
NAVIGANT CONSULTING INC
COM
63935N107
186
15500
SH
SOLE
8900
0
6600
NCI BUILDING SYS INC
COM NEW
628852204
332
21700
SH
SOLE
12500
0
9200
NCR CORP NEW
COM
62886E108
386
11700
SH
SOLE
6700
0
5000
NEW JERSEY RES
COM
646025106
220
5300
SH
SOLE
3100
0
2200
NEWCASTLE INVT CORP
COM
65105M108
1529
292400
SH
SOLE
168600
0
123800
NEWFIELD EXPL CO
COM
651290108
717
30000
SH
SOLE
17300
0
12700
NEWPARK RES INC
COM PAR $.01NEW
651718504
437
39800
SH
SOLE
23000
0
16800
NEWPORT CORP
COM
651824104
251
18000
SH
SOLE
10400
0
7600
NEXSTAR BROADCASTING GROUP I
CL A
65336K103
543
15300
SH
SOLE
8800
0
6500
NIC INC
COM
62914B100
307
18600
SH
SOLE
10700
0
7900
NIPPON TELEG & TEL CORP
SPONSORED ADR
654624105
1425
54800
SH
SOLE
31600
0
23200
NORFOLK SOUTHERN CORP
COM
655844108
240
3300
SH
SOLE
1900
0
1400
NORTHSTAR RLTY FIN CORP
COM
66704R100
117
12900
SH
SOLE
7400
0
5500
NORTHWESTERN CORP
COM NEW
668074305
235
5900
SH
SOLE
3400
0
2500
NOVO-NORDISK A S
ADR
670100205
3456
22300
SH
SOLE
12700
0
9600
NPS PHARMACEUTICALS INC
COM
62936P103
393
26000
SH
SOLE
15000
0
11000
NTELOS HLDGS CORP
COM NEW
67020Q305
293
17800
SH
SOLE
10200
0
7600
NU SKIN ENTERPRISES INC
CL A
67018T105
336
5500
SH
SOLE
3200
0
2300
NUTRI SYS INC NEW
COM
67069D108
302
25600
SH
SOLE
14700
0
10900
NXP SEMICONDUCTORS N V
COM
N6596X109
642
20700
SH
SOLE
11900
0
8800
OCEANEERING INTL INC
COM
675232102
224
3100
SH
SOLE
1800
0
1300
OCWEN FINL CORP
COM NEW
675746309
437
10600
SH
SOLE
6100
0
4500
OLD DOMINION FGHT LINES INC
COM
679580100
358
8600
SH
SOLE
4900
0
3700
OLD REP INTL CORP
COM
680223104
302
23500
SH
SOLE
13600
0
9900
OMEGA HEALTHCARE INVS INC
COM
681936100
323
10400
SH
SOLE
6000
0
4400
OMEGA PROTEIN CORP
COM
68210P107
185
20600
SH
SOLE
11800
0
8800
OMNIVISION TECHNOLOGIES INC
COM
682128103
3956
212100
SH
SOLE
122200
0
89900
ON ASSIGNMENT INC
COM
682159108
232
8700
SH
SOLE
5000
0
3700
ON SEMICONDUCTOR CORP
COM
682189105
320
39600
SH
SOLE
22900
0
16700
ONYX PHARMACEUTICALS INC
COM
683399109
226
2600
SH
SOLE
1300
0
1300
ORBITZ WORLDWIDE INC
COM
68557K109
437
54400
SH
SOLE
31400
0
23000
ORBOTECH LTD
ORD
M75253100
162
13000
SH
SOLE
7500
0
5500
ORION MARINE GROUP INC
COM
68628V308
121
10000
SH
SOLE
5700
0
4300
ORTHOFIX INTL N V
COM
N6748L102
395
14700
SH
SOLE
8400
0
6300
OSHKOSH CORP
COM
688239201
440
11600
SH
SOLE
6700
0
4900
OWENS & MINOR INC NEW
COM
690732102
1319
39000
SH
SOLE
22500
0
16500
PACER INTL INC TENN
COM
69373H106
91
14400
SH
SOLE
8300
0
6100
PANERA BREAD CO
CL A
69840W108
335
1800
SH
SOLE
1100
0
700
PANTRY INC
COM
698657103
134
11000
SH
SOLE
6300
0
4700
PATTERSON UTI ENERGY INC
COM
703481101
354
18300
SH
SOLE
10600
0
7700
PEGASYSTEMS INC
COM
705573103
444
13400
SH
SOLE
7600
0
5800
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
589
19300
SH
SOLE
11100
0
8200
PEP BOYS MANNY MOE & JACK
COM
713278109
475
41000
SH
SOLE
23600
0
17400
PERFORMANT FINL CORP
COM
71377E105
187
16100
SH
SOLE
9300
0
6800
PERION NETWORK LTD
SHS
M78673106
198
17300
SH
SOLE
10000
0
7300
PETROCHINA CO LTD
SPONSORED ADR
71646E100
509
4600
SH
SOLE
2600
0
2000
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
629
42900
SH
SOLE
24700
0
18200
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
762
56800
SH
SOLE
32700
0
24100
PETROQUEST ENERGY INC
COM
716748108
128
32300
SH
SOLE
18600
0
13700
PETSMART INC
COM
716768106
871
13000
SH
SOLE
7500
0
5500
PGT INC
COM
69336V101
475
54800
SH
SOLE
31600
0
23200
PHARMERICA CORP
COM
71714F104
328
23700
SH
SOLE
13700
0
10000
PHH CORP
COM NEW
693320202
522
25600
SH
SOLE
14800
0
10800
PHILLIPS 66
COM
718546104
383
6500
SH
SOLE
3800
0
2700
PHOTRONICS INC
COM
719405102
171
21200
SH
SOLE
12200
0
9000
PIER 1 IMPORTS INC
COM
720279108
498
21200
SH
SOLE
12200
0
9000
PILGRIMS PRIDE CORP NEW
COM
72147K108
1020
68300
SH
SOLE
39400
0
28900
PINNACLE WEST CAP CORP
COM
723484101
233
4200
SH
SOLE
2400
0
1800
PIONEER ENERGY SVCS CORP
COM
723664108
118
17800
SH
SOLE
9393
0
8407
PLATINUM UNDERWRITER HLDGS L
COM
G7127P100
921
16100
SH
SOLE
9300
0
6800
PLX TECHNOLOGY INC
COM
693417107
189
39800
SH
SOLE
22900
0
16900
PMC-SIERRA INC
COM
69344F106
101
15900
SH
SOLE
9100
0
6800
POPULAR INC
COM NEW
733174700
1121
36900
SH
SOLE
21300
0
15600
PORTFOLIO RECOVERY ASSOCS IN
COM
73640Q105
430
2800
SH
SOLE
1500
0
1300
POSCO
SPONSORED ADR
693483109
488
7500
SH
SOLE
4300
0
3200
POTLATCH CORP NEW
COM
737630103
235
5800
SH
SOLE
3300
0
2500
POWERSECURE INTL INC
COM
73936N105
240
16000
SH
SOLE
9100
0
6900
PPG INDS INC
COM
693506107
307
2100
SH
SOLE
1100
0
1000
PRESTIGE BRANDS HLDGS INC
COM
74112D101
492
16900
SH
SOLE
9800
0
7100
PRICE T ROWE GROUP INC
COM
74144T108
212
2900
SH
SOLE
1700
0
1200
PROLOGIS INC
COM
74340W103
223
5900
SH
SOLE
3400
0
2500
PROVIDENCE SVC CORP
COM
743815102
649
22300
SH
SOLE
12900
0
9400
PRUDENTIAL PLC
ADR
74435K204
242
7400
SH
SOLE
4300
0
3100
PS BUSINESS PKS INC CALIF
COM
69360J107
209
2900
SH
SOLE
1600
0
1300
PTC INC
COM
69370C100
348
14200
SH
SOLE
8200
0
6000
PULTE GROUP INC
COM
745867101
764
40300
SH
SOLE
23200
0
17100
QEP RES INC
COM
74733V100
219
7900
SH
SOLE
4600
0
3300
QUALCOMM INC
COM
747525103
409
6700
SH
SOLE
3900
0
2800
QUANEX BUILDING PRODUCTS COR
COM
747619104
185
11000
SH
SOLE
6300
0
4700
QUIDEL CORP
COM
74838J101
386
15100
SH
SOLE
8700
0
6400
RACKSPACE HOSTING INC
COM
750086100
879
23200
SH
SOLE
13400
0
9800
RALPH LAUREN CORP
CL A
751212101
243
1400
SH
SOLE
800
0
600
RAMCO-GERSHENSON PPTYS TR
COM SH BEN INT
751452202
160
10300
SH
SOLE
5900
0
4400
REALOGY HLDGS CORP
COM
75605Y106
216
4500
SH
SOLE
2500
0
2000
REALPAGE INC
COM
75606N109
523
28500
SH
SOLE
16400
0
12100
RED ROBIN GOURMET BURGERS IN
COM
75689M101
601
10900
SH
SOLE
6200
0
4700
REDWOOD TR INC
COM
758075402
240
14100
SH
SOLE
8200
0
5900
REGAL BELOIT CORP
COM
758750103
292
4500
SH
SOLE
2600
0
1900
REGENERON PHARMACEUTICALS
COM
75886F107
585
2600
SH
SOLE
1500
0
1100
REGIONS FINL CORP NEW
COM
7591EP100
2207
231600
SH
SOLE
133600
0
98000
REPLIGEN CORP
COM
759916109
332
40300
SH
SOLE
23300
0
17000
REPUBLIC AWYS HLDGS INC
COM
760276105
819
72300
SH
SOLE
41700
0
30600
RESOURCE CAP CORP
COM
76120W302
653
106200
SH
SOLE
61200
0
45000
REX AMERICAN RESOURCES CORP
COM
761624105
247
8600
SH
SOLE
4900
0
3700
REYNOLDS AMERICAN INC
COM
761713106
1074
22200
SH
SOLE
12800
0
9400
RF MICRODEVICES INC
COM
749941100
585
109500
SH
SOLE
63100
0
46400
RITCHIE BROS AUCTIONEERS
COM
767744105
1545
80400
SH
SOLE
46400
0
34000
ROCK-TENN CO
CL A
772739207
250
2500
SH
SOLE
1500
0
1000
ROGERS CORP
COM
775133101
369
7800
SH
SOLE
4500
0
3300
ROLLINS INC
COM
775711104
456
17600
SH
SOLE
10300
0
7300
ROSETTA RESOURCES INC
COM
777779307
446
10500
SH
SOLE
6000
0
4500
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
367
11000
SH
SOLE
6300
0
4700
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
1027
15500
SH
SOLE
8900
0
6600
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
1040
16300
SH
SOLE
9400
0
6900
RPM INTL INC
COM
749685103
256
8000
SH
SOLE
4600
0
3400
RPX CORP
COM
74972G103
874
52000
SH
SOLE
29900
0
22100
RUBY TUESDAY INC
COM
781182100
212
23000
SH
SOLE
13300
0
9700
RUSH ENTERPRISES INC
CL A
781846209
547
22100
SH
SOLE
12800
0
9300
RUTHS HOSPITALITY GROUP INC
COM
783332109
290
24000
SH
SOLE
13800
0
10200
RYANAIR HLDGS PLC
SPONSORED ADR
783513104
500
9700
SH
SOLE
5500
0
4200
RYDER SYS INC
COM
783549108
371
6100
SH
SOLE
3500
0
2600
SAFEWAY INC
COM NEW
786514208
414
17500
SH
SOLE
10000
0
7500
SAGENT PHARMACEUTICALS INC
COM
786692103
294
14000
SH
SOLE
8000
0
6000
SAIC INC
COM
78390X101
624
44800
SH
SOLE
25800
0
19000
SALIX PHARMACEUTICALS INC
COM
795435106
3063
46300
SH
SOLE
26700
0
19600
SANDISK CORP
COM
80004C101
2206
36100
SH
SOLE
20800
0
15300
SANTARUS INC
COM
802817304
545
25900
SH
SOLE
14900
0
11000
SBA COMMUNICATIONS CORP
COM
78388J106
882
11900
SH
SOLE
6800
0
5100
SCANSOURCE INC
COM
806037107
586
18300
SH
SOLE
10500
0
7800
SCICLONE PHARMACEUTICALS INC
COM
80862K104
65
13100
SH
SOLE
7600
0
5500
SCIQUEST INC NEW
COM
80908T101
245
9800
SH
SOLE
5700
0
4100
SCORPIO TANKERS INC
SHS
Y7542C106
141
15700
SH
SOLE
9100
0
6600
SEACOR HOLDINGS INC
COM
811904101
332
4000
SH
SOLE
2300
0
1700
SEALED AIR CORP NEW
COM
81211K100
1873
78200
SH
SOLE
45100
0
33100
SEI INVESTMENTS CO
COM
784117103
930
32700
SH
SOLE
18800
0
13900
SEMGROUP CORP
CL A
81663A105
269
5000
SH
SOLE
2800
0
2200
SEMPRA ENERGY
COM
816851109
204
2500
SH
SOLE
1400
0
1100
SEMTECH CORP
COM
816850101
610
17400
SH
SOLE
9900
0
7500
SERVICE CORP INTL
COM
817565104
1368
75900
SH
SOLE
43800
0
32100
SERVICESOURCE INTL LLC
COM
81763U100
326
35000
SH
SOLE
20200
0
14800
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
617
41600
SH
SOLE
24000
0
17600
SHIRE PLC
SPONSORED ADR
82481R106
333
3500
SH
SOLE
2000
0
1500
SHUTTERSTOCK INC
COM
825690100
212
3800
SH
SOLE
2100
0
1700
SIGNET JEWELERS LIMITED
SHS
G81276100
418
6200
SH
SOLE
3600
0
2600
SILICON GRAPHICS INTL CORP
COM
82706L108
890
66500
SH
SOLE
38200
0
28300
SILICON IMAGE INC
COM
82705T102
1117
191000
SH
SOLE
110100
0
80900
SIMON PPTY GROUP INC NEW
COM
828806109
221
1400
SH
SOLE
800
0
600
SIRONA DENTAL SYSTEMS INC
COM
82966C103
1173
17800
SH
SOLE
10200
0
7600
SKILLED HEALTHCARE GROUP INC
CL A
83066R107
75
11300
SH
SOLE
6500
0
4800
SLM CORP
COM
78442P106
1248
54600
SH
SOLE
31600
0
23000
SMITH & WESSON HLDG CORP
COM
831756101
2184
218800
SH
SOLE
126200
0
92600
SNAP ON INC
COM
833034101
474
5300
SH
SOLE
3000
0
2300
SOLARWINDS INC
COM
83416B109
213
5500
SH
SOLE
3100
0
2400
SONIC AUTOMOTIVE INC
CL A
83545G102
554
26200
SH
SOLE
15100
0
11100
SONY CORP
ADR NEW
835699307
3452
162900
SH
SOLE
93900
0
69000
SOUFUN HLDGS LTD
ADR
836034108
861
34700
SH
SOLE
20000
0
14700
SOUTHWESTERN ENERGY CO
COM
845467109
376
10300
SH
SOLE
6000
0
4300
SPANSION INC
COM CL A NEW
84649R200
175
14000
SH
SOLE
8000
0
6000
SPIRIT AIRLS INC
COM
848577102
634
20000
SH
SOLE
11500
0
8500
STANDARD PAC CORP NEW
COM
85375C101
242
29000
SH
SOLE
16700
0
12300
STARZ
COM SER A
85571Q102
2723
123200
SH
SOLE
71000
0
52200
STEALTHGAS INC
SHS
Y81669106
407
37000
SH
SOLE
21300
0
15700
STEELCASE INC
CL A
858155203
564
38700
SH
SOLE
22300
0
16400
STEIN MART INC
COM
858375108
192
14100
SH
SOLE
8000
0
6100
STERLING FINL CORP WASH
COM NEW
859319303
1120
47100
SH
SOLE
27200
0
19900
STONE ENERGY CORP
COM
861642106
465
21100
SH
SOLE
12200
0
8900
STONERIDGE INC
COM
86183P102
258
22200
SH
SOLE
12800
0
9400
STRAYER ED INC
COM
863236105
820
16800
SH
SOLE
9700
0
7100
STURM RUGER & CO INC
COM
864159108
850
17700
SH
SOLE
10200
0
7500
SUMITOMO MITSUI FINL GROUP I
SPONSORED ADR
86562M209
252
27300
SH
SOLE
15800
0
11500
SUNPOWER CORP
COM
867652406
3852
186100
SH
SOLE
107200
0
78900
SUNSTONE HOTEL INVS INC NEW
COM
867892101
1482
122700
SH
SOLE
70700
0
52000
SUPERIOR ENERGY SVCS INC
COM
868157108
205
7900
SH
SOLE
4500
0
3400
SUPPORT COM INC
COM
86858W101
231
50600
SH
SOLE
29200
0
21400
SURMODICS INC
COM
868873100
244
12200
SH
SOLE
7100
0
5100
SUSQUEHANNA BANCSHARES INC P
COM
869099101
350
27200
SH
SOLE
15700
0
11500
SWIFT ENERGY CO
COM
870738101
650
54200
SH
SOLE
31200
0
23000
SWIFT TRANSN CO
CL A
87074U101
1290
78000
SH
SOLE
45000
0
33000
SYMANTEC CORP
COM
871503108
571
25400
SH
SOLE
14600
0
10800
SYMMETRY MED INC
COM
871546206
284
33700
SH
SOLE
19400
0
14300
SYNAPTICS INC
COM
87157D109
1111
28800
SH
SOLE
16600
0
12200
SYNOPSYS INC
COM
871607107
232
6500
SH
SOLE
3800
0
2700
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
240
13100
SH
SOLE
7600
0
5500
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
549
36700
SH
SOLE
21100
0
15600
TANGOE INC
COM
87582Y108
211
13700
SH
SOLE
7900
0
5800
TASER INTL INC
COM
87651B104
165
19400
SH
SOLE
11200
0
8200
TATA MTRS LTD
SPONSORED ADR
876568502
1231
52500
SH
SOLE
30300
0
22200
TAUBMAN CTRS INC
COM
876664103
338
4500
SH
SOLE
2600
0
1900
TAYLOR CAP GROUP INC
COM
876851106
243
14400
SH
SOLE
8300
0
6100
TCF FINL CORP
COM
872275102
516
36400
SH
SOLE
20900
0
15500
TEAM HEALTH HOLDINGS INC
COM
87817A107
530
12900
SH
SOLE
7400
0
5500
TELECOM ARGENTINA S A
SPON ADR REP B
879273209
189
12700
SH
SOLE
7200
0
5500
TELEFONICA S A
SPONSORED ADR
879382208
187
14600
SH
SOLE
8400
0
6200
TENET HEALTHCARE CORP
COM NEW
88033G407
295
6400
SH
SOLE
3600
0
2800
TERADYNE INC
COM
880770102
543
30900
SH
SOLE
17800
0
13100
TEREX CORP NEW
COM
880779103
539
20500
SH
SOLE
11900
0
8600
TESARO INC
COM
881569107
570
17400
SH
SOLE
10000
0
7400
TESORO CORP
COM
881609101
319
6100
SH
SOLE
3400
0
2700
TETRA TECHNOLOGIES INC DEL
COM
88162F105
324
31600
SH
SOLE
18200
0
13400
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
357
9100
SH
SOLE
5300
0
3800
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
2036
45900
SH
SOLE
26500
0
19400
TEXAS ROADHOUSE INC
COM
882681109
248
9900
SH
SOLE
5700
0
4200
THE ADT CORPORATION
COM
00101J106
534
13400
SH
SOLE
7700
0
5700
THERMO FISHER SCIENTIFIC INC
COM
883556102
1058
12500
SH
SOLE
7300
0
5200
THOR INDS INC
COM
885160101
954
19400
SH
SOLE
11100
0
8300
THORATEC CORP
COM NEW
885175307
1077
34400
SH
SOLE
19800
0
14600
THRESHOLD PHARMACEUTICAL INC
COM NEW
885807206
197
37400
SH
SOLE
21600
0
15800
TIME WARNER INC
COM NEW
887317303
497
8600
SH
SOLE
4900
0
3700
TIVO INC
COM
888706108
1011
91500
SH
SOLE
52800
0
38700
TORO CO
COM
891092108
445
9800
SH
SOLE
5700
0
4100
TOTAL SYS SVCS INC
COM
891906109
262
10700
SH
SOLE
6100
0
4600
TOYOTA MOTOR CORP
SP ADR REP2COM
892331307
350
2900
SH
SOLE
1700
0
1200
TRANSDIGM GROUP INC
COM
893641100
219
1400
SH
SOLE
700
0
700
TRANSOCEAN LTD
REG SHS
H8817H100
561
11700
SH
SOLE
6800
0
4900
TRAVELCENTERS OF AMERICA LLC
COM
894174101
156
14300
SH
SOLE
14300
0
0
TRINITY INDS INC
COM
896522109
354
9200
SH
SOLE
5200
0
4000
TRIPLE-S MGMT CORP
CL B
896749108
258
12000
SH
SOLE
6900
0
5100
TRIUMPH GROUP INC NEW
COM
896818101
317
4000
SH
SOLE
2300
0
1700
TRUEBLUE INC
COM
89785X101
377
17900
SH
SOLE
10300
0
7600
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
445
6700
SH
SOLE
3700
0
3000
TUMI HLDGS INC
COM
89969Q104
804
33500
SH
SOLE
19300
0
14200
TURKCELL ILETISIM HIZMETLERI
SPON ADR NEW
900111204
198
13800
SH
SOLE
8000
0
5800
TYCO INTERNATIONAL LTD
SHS
H89128104
1598
48500
SH
SOLE
28000
0
20500
TYSON FOODS INC
CL A
902494103
639
24900
SH
SOLE
14300
0
10600
U S G CORP
COM NEW
903293405
210
9100
SH
SOLE
5200
0
3900
UGI CORP NEW
COM
902681105
293
7500
SH
SOLE
4300
0
3200
ULTRA PETROLEUM CORP
COM
903914109
343
17300
SH
SOLE
9900
0
7400
UMPQUA HLDGS CORP
COM
904214103
501
33400
SH
SOLE
19200
0
14200
UNI PIXEL INC
COM NEW
904572203
780
53200
SH
SOLE
30700
0
22500
UNION FIRST MKT BANKSH CP
COM
90662P104
414
20100
SH
SOLE
11600
0
8500
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
784
63100
SH
SOLE
36300
0
26800
UNITED NAT FOODS INC
COM
911163103
556
10300
SH
SOLE
5900
0
4400
UNITED ONLINE INC
COM
911268100
147
19400
SH
SOLE
11100
0
8300
UNITED TECHNOLOGIES CORP
COM
913017109
288
3100
SH
SOLE
1800
0
1300
UNIVERSAL AMERN CORP NEW
COM
91338E101
136
15300
SH
SOLE
8800
0
6500
UNIVERSAL HLTH SVCS INC
CL B
913903100
562
8400
SH
SOLE
4800
0
3600
UNIVERSAL INS HLDGS INC
COM
91359V107
303
42800
SH
SOLE
24700
0
18100
UNS ENERGY CORP
COM
903119105
349
7800
SH
SOLE
4500
0
3300
VAIL RESORTS INC
COM
91879Q109
258
4200
SH
SOLE
2400
0
1800
VALASSIS COMMUNICATIONS INC
COM
918866104
418
17000
SH
SOLE
9800
0
7200
VALE S A
ADR
91912E105
467
35500
SH
SOLE
20500
0
15000
VALE S A
ADR REPSTG PFD
91912E204
1073
88200
SH
SOLE
50900
0
37300
VALERO ENERGY CORP NEW
COM
91913Y100
1060
30500
SH
SOLE
17500
0
13000
VALMONT INDS INC
COM
920253101
286
2000
SH
SOLE
1100
0
900
VALSPAR CORP
COM
920355104
679
10500
SH
SOLE
6000
0
4500
VALUECLICK INC
COM
92046N102
852
34500
SH
SOLE
19900
0
14600
VALUEVISION MEDIA INC
CL A
92047K107
394
77100
SH
SOLE
44500
0
32600
VANDA PHARMACEUTICALS INC
COM
921659108
949
117400
SH
SOLE
67600
0
49800
VANTIV INC
CL A
92210H105
759
27500
SH
SOLE
15800
0
11700
VCA ANTECH INC
COM
918194101
506
19400
SH
SOLE
11200
0
8200
VECTREN CORP
COM
92240G101
551
16300
SH
SOLE
9300
0
7000
VERIFONE SYS INC
COM
92342Y109
741
44100
SH
SOLE
25500
0
18600
VERISK ANALYTICS INC
CL A
92345Y106
233
3900
SH
SOLE
2300
0
1600
VIEWPOINT FINL GROUP INC MD
COM
92672A101
712
34200
SH
SOLE
19700
0
14500
VIMPELCOM LTD
SPONSORED ADR
92719A106
284
28200
SH
SOLE
16300
0
11900
VIPSHOP HLDGS LTD
SPONSORED ADR
92763W103
2304
79000
SH
SOLE
45500
0
33500
VIROPHARMA INC
COM
928241108
329
11500
SH
SOLE
6600
0
4900
VISHAY INTERTECHNOLOGY INC
COM
928298108
304
21900
SH
SOLE
12600
0
9300
VISTEON CORP
COM NEW
92839U206
391
6200
SH
SOLE
3600
0
2600
VMWARE INC
CL A COM
928563402
248
3700
SH
SOLE
2200
0
1500
VOCUS INC
COM
92858J108
618
58700
SH
SOLE
33800
0
24900
VOLTERRA SEMICONDUCTOR CORP
COM
928708106
192
13600
SH
SOLE
7900
0
5700
WABTEC CORP
COM
929740108
919
17200
SH
SOLE
9900
0
7300
WADDELL & REED FINL INC
CL A
930059100
331
7600
SH
SOLE
4300
0
3300
WALKER & DUNLOP INC
COM
93148P102
207
11800
SH
SOLE
6800
0
5000
WEINGARTEN RLTY INVS
SH BEN INT
948741103
215
7000
SH
SOLE
4000
0
3000
WELLCARE HEALTH PLANS INC
COM
94946T106
2505
45100
SH
SOLE
26000
0
19100
WESTERN ALLIANCE BANCORP
COM
957638109
551
34800
SH
SOLE
20000
0
14800
WESTERN REFNG INC
COM
959319104
438
15600
SH
SOLE
9000
0
6600
WET SEAL INC
CL A
961840105
876
185600
SH
SOLE
107000
0
78600
WGL HLDGS INC
COM
92924F106
903
20900
SH
SOLE
12100
0
8800
WILEY JOHN & SONS INC
CL A
968223206
1203
30000
SH
SOLE
17300
0
12700
WILLBROS GROUP INC DEL
COM
969203108
408
66500
SH
SOLE
38400
0
28100
WILLIAMS COS INC DEL
COM
969457100
474
14600
SH
SOLE
8400
0
6200
WILSHIRE BANCORP INC
COM
97186T108
189
28500
SH
SOLE
16400
0
12100
WINNEBAGO INDS INC
COM
974637100
339
16165
SH
SOLE
8621
0
7544
WISDOMTREE INVTS INC
COM
97717P104
3174
274300
SH
SOLE
158200
0
116100
WORLD ACCEP CORP DEL
COM
981419104
878
10100
SH
SOLE
5800
0
4300
WORTHINGTON INDS INC
COM
981811102
361
11400
SH
SOLE
6500
0
4900
WUXI PHARMATECH CAYMAN INC
SPONS ADR SHS
929352102
426
20300
SH
SOLE
11700
0
8600
WYNN RESORTS LTD
COM
983134107
230
1800
SH
SOLE
1000
0
800
YAHOO INC
COM
984332106
294
11700
SH
SOLE
6700
0
5000
YRC WORLDWIDE INC
COM PAR $.01
984249607
569
19800
SH
SOLE
11500
0
8300
ZAGG INC
COM
98884U108
148
27700
SH
SOLE
16000
0
11700
ZOETIS INC
CL A
98978V103
2592
83900
SH
SOLE
48500
0
35400