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