0001512991-12-000005.txt : 20121107 0001512991-12-000005.hdr.sgml : 20121107 20121107150254 ACCESSION NUMBER: 0001512991-12-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121107 DATE AS OF CHANGE: 20121107 EFFECTIVENESS DATE: 20121107 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: 121186377 BUSINESS ADDRESS: STREET 1: 122 EAST 42ND STREET STREET 2: SUITE 1001 CITY: NEW YORK STATE: NY ZIP: 10168 BUSINESS PHONE: 646-461-6207 MAIL ADDRESS: STREET 1: 122 EAST 42ND STREET STREET 2: SUITE 1001 CITY: NEW YORK STATE: NY ZIP: 10168 13F-HR 1 quantbot_tech_201209.txt 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, 2012 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: 122 East 42nd Street Suite 1001 New York, NY 10168 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: 646-461-6207 Signature, Place, and Date of Signing: /s/ Michael Botlo New York, NY 09/30/2012 ---------------- ----------------- -------- [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 ------------------------------ ---------------- --------- -------- -------- ------- -------- --------- -------- ------------ ALCOA INC COM 013817101 11 1,200 SH SOLE N/A 1,200 ADVANCE AUTO PARTS INC COM 00751Y106 7 100 SH SOLE N/A 100 ABB LTD-SPON ADR SPONSORED ADR 000375204 47 2,500 SH SOLE N/A 2,500 AMERISOURCEBERGEN CORP COM 03073E105 128 3,300 SH SOLE N/A 3,300 ABBOTT LABORATORIES COM 002824100 449 6,556 SH SOLE N/A 6,556 COMPANHIA DE BEBIDAS-PRF ADR SPONSORED ADR 20441W203 42 1,100 SH SOLE N/A 1,100 ACCO BRANDS CORP COM 00081T108 55 8,500 SH SOLE N/A 8,500 ACE LTD COM H0023R105 106 1,398 SH SOLE N/A 1,398 ADOBE SYSTEMS INC COM 00724F101 15 452 SH SOLE N/A 452 ANALOG DEVICES INC COM 032654105 316 8,064 SH SOLE N/A 8,064 ARCHER-DANIELS-MIDLAND CO COM 039483102 262 9,653 SH SOLE N/A 9,653 AEGON N.V.-NY REG SHR COM 007924103 1 200 SH SOLE N/A 200 AGNICO-EAGLE MINES LTD COM 008474108 296 5,709 SH SOLE N/A 5,709 AMERICAN ELECTRIC POWER COM 025537101 258 5,879 SH SOLE N/A 5,879 AES CORP COM 00130H105 406 37,000 SH SOLE N/A 37,000 AETNA INC COM 00817Y108 179 4,528 SH SOLE N/A 4,528 ASTORIA FINANCIAL CORP COM 046265104 1 100 SH SOLE N/A 100 AMERICAN FINANCIAL GROUP INC COM 025932104 11 300 SH SOLE N/A 300 AGCO CORP COM 001084102 106 2,230 SH SOLE N/A 2,230 AGRIUM INC COM 008916108 41 400 SH SOLE N/A 400 ASSURANT INC COM 04621X108 63 1,700 SH SOLE N/A 1,700 AKAMAI TECHNOLOGIES INC COM 00971T101 398 10,400 SH SOLE N/A 10,400 AKORN INC COM 009728106 3 200 SH SOLE N/A 200 ALIGN TECHNOLOGY INC COM 016255101 18 500 SH SOLE N/A 500 ALLSTATE CORP COM 020002101 987 24,909 SH SOLE N/A 24,909 ALCATEL-LUCENT-SPONSORED ADR COM 013904305 0 300 SH SOLE N/A 300 APPLIED MATERIALS INC COM 038222105 813 72,800 SH SOLE N/A 72,800 AMETEK INC COM 031100100 200 5,648 SH SOLE N/A 5,648 AMKOR TECHNOLOGY INC COM 031652100 2 500 SH SOLE N/A 500 AMAZON.COM INC COM 023135106 684 2,690 SH SOLE N/A 2,690 ABERCROMBIE FITCH CO-CL A COM 002896207 149 4,400 SH SOLE N/A 4,400 ALPHA NATURAL RESOURCES INC COM 02076X102 331 50,400 SH SOLE N/A 50,400 APACHE CORP COM 037411105 103 1,188 SH SOLE N/A 1,188 ANADARKO PETROLEUM CORP COM 032511107 406 5,800 SH SOLE N/A 5,800 ACME PACKET INC COM 004764106 84 4,900 SH SOLE N/A 4,900 APOLLO GROUP INC-CL A COM 037604105 71 2,450 SH SOLE N/A 2,450 ASML HOLDING NV-NY REG SHS COM N07059186 550 10,245 SH SOLE N/A 10,245 ALLEGHENY TECHNOLOGIES INC COM 01741R102 45 1,400 SH SOLE N/A 1,400 ATMEL CORP COM 049513104 147 27,900 SH SOLE N/A 27,900 ACTUANT CORP-A COM 00508X203 9 300 SH SOLE N/A 300 ACTIVISION BLIZZARD INC COM 00507V109 329 29,196 SH SOLE N/A 29,196 ATWOOD OCEANICS INC COM 050095108 14 300 SH SOLE N/A 300 AURICO GOLD INC COM 05155C105 15 2,170 SH SOLE N/A 2,170 YAMANA GOLD INC COM 98462Y100 177 9,272 SH SOLE N/A 9,272 AVAGO TECHNOLOGIES LTD COM Y0486S104 258 7,400 SH SOLE N/A 7,400 AVON PRODUCTS INC COM 054303102 64 4,000 SH SOLE N/A 4,000 AUTOZONE INC COM 053332102 134 362 SH SOLE N/A 362 BOEING CO/THE COM 097023105 630 9,044 SH SOLE N/A 9,044 BANK OF AMERICA CORP COM 060505104 521 59,000 SH SOLE N/A 59,000 BRASKEM SA-SPON ADR SPONSORED ADR 105532105 13 900 SH SOLE N/A 900 BASIC ENERGY SERVICES INC COM 06985P100 84 7,470 SH SOLE N/A 7,470 BILL BARRETT CORP COM 06846N104 114 4,602 SH SOLE N/A 4,602 BRUNSWICK CORP COM 117043109 11 500 SH SOLE N/A 500 BCE INC COM 05534B760 22 500 SH SOLE N/A 500 BARCLAYS PLC-SPONS ADR COM 06738E204 61 4,399 SH SOLE N/A 4,399 SOTHEBYS COM 835898107 44 1,400 SH SOLE N/A 1,400 BAIDU INC - SPON ADR SPONSORED ADR 056752108 46 395 SH SOLE N/A 395 BANK OF NEW YORK MELLON CORP COM 064058100 79 3,500 SH SOLE N/A 3,500 BARNES NOBLE INC COM 067774109 28 2,200 SH SOLE N/A 2,200 BALL CORP COM 058498106 68 1,600 SH SOLE N/A 1,600 BMC SOFTWARE INC COM 055921100 267 6,442 SH SOLE N/A 6,442 BRISTOL-MYERS SQUIBB CO COM 110122108 319 9,462 SH SOLE N/A 9,462 BP PLC-SPONS ADR SPONSORED ADR 055622104 182 4,300 SH SOLE N/A 4,300 BROOKFIELD OFFICE PROPERTIES COM 112900105 181 10,950 SH SOLE N/A 10,950 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 54 2,300 SH SOLE N/A 2,300 BERKSHIRE HATHAWAY INC-CL B COM 084670702 971 11,008 SH SOLE N/A 11,008 BANCO SANTANDER BRASIL-ADS SPONSORED ADR 05967A107 3 400 SH SOLE N/A 400 BOSTON SCIENTIFIC CORP COM 101137107 270 47,047 SH SOLE N/A 47,047 ANHEUSER-BUSCH INBEV SPN ADR SPONSORED ADR 03524A108 17 200 SH SOLE N/A 200 BORGWARNER INC COM 099724106 111 1,611 SH SOLE N/A 1,611 BALLY TECHNOLOGIES INC COM 05874B107 74 1,500 SH SOLE N/A 1,500 BOISE INC COM 09746Y105 20 2,300 SH SOLE N/A 2,300 CA INC COM 12673P105 544 21,100 SH SOLE N/A 21,100 CONAGRA FOODS INC COM 205887102 358 12,990 SH SOLE N/A 12,990 CARDINAL HEALTH INC COM 14149Y108 82 2,100 SH SOLE N/A 2,100 CALIX INC COM 13100M509 3 500 SH SOLE N/A 500 AVIS BUDGET GROUP INC COM 053774105 68 4,400 SH SOLE N/A 4,400 CHUBB CORP COM 171232101 69 900 SH SOLE N/A 900 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CORP COM 172062101 15 400 SH SOLE N/A 400 C J ENERGY SERVICES INC COM 12467B304 4 200 SH SOLE N/A 200 COLGATE-PALMOLIVE CO COM 194162103 442 4,121 SH SOLE N/A 4,121 CORELOGIC INC COM 21871D103 3 96 SH SOLE N/A 96 CLEAN ENERGY FUELS CORP COM 184499101 8 600 SH SOLE N/A 600 COMMERCIAL METALS CO COM 201723103 34 2,585 SH SOLE N/A 2,585 CUMMINS INC COM 231021106 360 3,901 SH SOLE N/A 3,901 CINEMARK HOLDINGS INC COM 17243V102 4 200 SH SOLE N/A 200 CNO FINANCIAL GROUP INC COM 12621E103 34 3,543 SH SOLE N/A 3,543 CANADIAN NATURAL RESOURCES COM 136385101 376 12,200 SH SOLE N/A 12,200 CON-WAY INC COM 205944101 96 3,500 SH SOLE N/A 3,500 ROCKWELL COLLINS INC COM 774341101 246 4,585 SH SOLE N/A 4,585 COSTCO WHOLESALE CORP COM 22160K105 782 7,813 SH SOLE N/A 7,813 COVIDIEN PLC COM G2554F113 99 1,674 SH SOLE N/A 1,674 CREE INC COM 225447101 220 8,600 SH SOLE N/A 8,600 COMSTOCK RESOURCES INC COM 205768203 195 10,600 SH SOLE N/A 10,600 CREDIT SUISSE GROUP-SPON ADR SPONSORED ADR 225401108 63 3,000 SH SOLE N/A 3,000 CAPITALSOURCE INC COM 14055X102 3 355 SH SOLE N/A 355 CSX CORP COM 126408103 276 13,321 SH SOLE N/A 13,321 COOPER TIRE RUBBER COM 216831107 84 4,400 SH SOLE N/A 4,400 CENTURYLINK INC COM 156700106 756 18,721 SH SOLE N/A 18,721 CTRIP.COM INTERNATIONAL-ADR SPONSORED ADR 22943F100 8 488 SH SOLE N/A 488 CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 95 6,010 SH SOLE N/A 6,010 CENOVUS ENERGY INC COM 15135U109 122 3,500 SH SOLE N/A 3,500 CHEVRON CORP COM 166764100 559 4,800 SH SOLE N/A 4,800 CYPRESS SEMICONDUCTOR CORP COM 232806109 75 7,000 SH SOLE N/A 7,000 DOMINION RESOURCES INC/VA COM 25746U109 339 6,400 SH SOLE N/A 6,400 DELTA AIR LINES INC COM 247361702 112 12,200 SH SOLE N/A 12,200 DANA HOLDING CORP COM 235825205 135 11,000 SH SOLE N/A 11,000 DEUTSCHE BANK AG-REGISTERED COM D18190898 101 2,554 SH SOLE N/A 2,554 3D SYSTEMS CORP COM 88554D205 181 5,516 SH SOLE N/A 5,516 DEERE CO COM 244199105 140 1,700 SH SOLE N/A 1,700 DELL INC COM 24702R101 37 3,800 SH SOLE N/A 3,800 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900 ESTEE LAUDER COMPANIES-CL A COM 518439104 172 2,800 SH SOLE N/A 2,800 ELAN CORP PLC -SPONS ADR SPONSORED ADR 284131208 122 11,400 SH SOLE N/A 11,400 EMULEX CORP COM 292475209 17 2,300 SH SOLE N/A 2,300 ENDO HEALTH SOLUTIONS INC COM 29264F205 70 2,200 SH SOLE N/A 2,200 EOG RESOURCES INC COM 26875P101 368 3,285 SH SOLE N/A 3,285 EQT CORP COM 26884L109 148 2,500 SH SOLE N/A 2,500 ERICSSON (LM) TEL-SP ADR SPONSORED ADR 294821608 170 18,632 SH SOLE N/A 18,632 E*TRADE FINANCIAL CORP COM 269246401 6 700 SH SOLE N/A 700 EDWARDS LIFESCIENCES CORP COM 28176E108 60 557 SH SOLE N/A 557 EAST WEST BANCORP INC COM 27579R104 56 2,649 SH SOLE N/A 2,649 EXELON CORP COM 30161N101 166 4,679 SH SOLE N/A 4,679 EXTERRAN HOLDINGS INC COM 30225X103 12 600 SH SOLE N/A 600 ENDEAVOUR SILVER CORP COM 29258Y103 12 1,200 SH SOLE N/A 1,200 EXPEDIA INC COM 30212P303 218 3,767 SH SOLE N/A 3,767 ENERGY XXI BERMUDA COM G10082140 80 2,300 SH SOLE N/A 2,300 FORD MOTOR CO COM 345370860 1,258 127,600 SH SOLE N/A 127,600 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FINANCIAL CORP COM 360271100 53 5,400 SH SOLE N/A 5,400 GENPACT LTD COM G3922B107 28 1,655 SH SOLE N/A 1,655 GLOBAL CASH ACCESS HOLDINGS COM 378967103 10 1,300 SH SOLE N/A 1,300 GANNETT CO COM 364730101 14 800 SH SOLE N/A 800 GOODRICH PETROLEUM CORP COM 382410405 28 2,200 SH SOLE N/A 2,200 GEORGIA GULF CORP COM 373200302 7 200 SH SOLE N/A 200 GLU MOBILE INC COM 379890106 1 200 SH SOLE N/A 200 CORNING INC COM 219350105 24 1,800 SH SOLE N/A 1,800 GENERAL MOTORS CO COM 37045V100 134 5,900 SH SOLE N/A 5,900 GOL LINHAS AEREAS INTEL-ADR SPONSORED ADR 38045R107 6 1,100 SH SOLE N/A 1,100 GARMIN LTD COM H2906T109 228 5,467 SH SOLE N/A 5,467 GOLDMAN SACHS GROUP INC COM 38141G104 1,128 9,926 SH SOLE N/A 9,926 GOODYEAR TIRE RUBBER CO COM 382550101 6 500 SH SOLE N/A 500 GT ADVANCED TECHNOLOGIES INC COM 36191U106 12 2,290 SH SOLE N/A 2,290 WW GRAINGER INC COM 384802104 116 558 SH SOLE N/A 558 HALLIBURTON CO COM 406216101 627 18,598 SH SOLE N/A 18,598 HUNTINGTON BANCSHARES INC COM 446150104 157 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PENNEY CO INC COM 708160106 277 11,400 SH SOLE N/A 11,400 JEFFERIES GROUP INC COM 472319102 125 9,153 SH SOLE N/A 9,153 JOHNSON JOHNSON COM 478160104 821 11,921 SH SOLE N/A 11,921 JUNIPER NETWORKS INC COM 48203R104 597 34,874 SH SOLE N/A 34,874 KBR INC COM 48242W106 213 7,132 SH SOLE N/A 7,132 KEY ENERGY SERVICES INC COM 492914106 55 7,800 SH SOLE N/A 7,800 KKR FINANCIAL HOLDINGS LLC COM 48248A306 7 700 SH SOLE N/A 700 KINDER MORGAN INC COM 49456B101 444 12,500 SH SOLE N/A 12,500 COCA-COLA CO/THE COM 191216100 1,290 34,000 SH SOLE N/A 34,000 KROGER CO COM 501044101 558 23,700 SH SOLE N/A 23,700 KOHLS CORP COM 500255104 33 654 SH SOLE N/A 654 LOEWS CORP COM 540424108 65 1,577 SH SOLE N/A 1,577 LENNAR CORP-A COM 526057104 139 4,000 SH SOLE N/A 4,000 LATAM AIRLINES GROUP-SP ADR SPONSORED ADR 501723100 83 3,300 SH SOLE N/A 3,300 LIFE TECHNOLOGIES CORP COM 53217V109 389 7,957 SH SOLE N/A 7,957 LENNOX INTERNATIONAL INC COM 526107107 34 700 SH SOLE N/A 700 LIBERTY INTERACTIVE CORP-A COM 53071M104 37 2,015 SH SOLE N/A 2,015 LINEAR TECHNOLOGY CORP COM 535678106 48 1,500 SH SOLE N/A 1,500 LEGG MASON INC COM 524901105 7 300 SH SOLE N/A 300 LORILLARD INC COM 544147101 666 5,718 SH SOLE N/A 5,718 LOUISIANA-PACIFIC CORP COM 546347105 14 1,100 SH SOLE N/A 1,100 LAM RESEARCH CORP COM 512807108 178 5,606 SH SOLE N/A 5,606 LIMITED BRANDS INC COM 532716107 53 1,071 SH SOLE N/A 1,071 LEUCADIA NATIONAL CORP COM 527288104 71 3,100 SH SOLE N/A 3,100 SOUTHWEST AIRLINES CO COM 844741108 95 10,800 SH SOLE N/A 10,800 LAS VEGAS SANDS CORP COM 517834107 23 500 SH SOLE N/A 500 LEXMARK INTERNATIONAL INC-A COM 529771107 147 6,600 SH SOLE N/A 6,600 LIVE NATION ENTERTAINMENT IN COM 538034109 3 321 SH SOLE N/A 321 LA-Z-BOY INC COM 505336107 10 700 SH SOLE N/A 700 MARRIOTT INTERNATIONAL-CL A COM 571903202 433 11,064 SH SOLE N/A 11,064 MASCO CORP COM 574599106 134 8,932 SH SOLE N/A 8,932 MBIA INC COM 55262C100 87 8,632 SH SOLE N/A 8,632 MOBILE TELESYSTEMS-SP ADR SPONSORED ADR 607409109 30 1,700 SH SOLE N/A 1,700 MCKESSON CORP COM 58155Q103 886 10,293 SH SOLE N/A 10,293 MOODYS CORP COM 615369105 318 7,198 SH SOLE N/A 7,198 MDC HOLDINGS INC COM 552676108 8 200 SH SOLE N/A 200 MCDERMOTT INTL INC COM 580037109 136 11,135 SH SOLE N/A 11,135 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 165 13,253 SH SOLE N/A 13,253 MEDTRONIC INC COM 585055106 912 21,154 SH SOLE N/A 21,154 MANULIFE FINANCIAL CORP COM 56501R106 56 4,689 SH SOLE N/A 4,689 MCGRAW-HILL COMPANIES INC COM 580645109 142 2,600 SH SOLE N/A 2,600 MEAD JOHNSON NUTRITION CO COM 582839106 44 600 SH SOLE N/A 600 MARTIN MARIETTA MATERIALS COM 573284106 59 712 SH SOLE N/A 712 3M CO COM 88579Y101 350 3,782 SH SOLE N/A 3,782 MCMORAN EXPLORATION CO COM 582411104 22 1,900 SH SOLE N/A 1,900 MONSANTO CO COM 61166W101 452 4,965 SH SOLE N/A 4,965 MERCK CO. 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COM 58933Y105 907 20,100 SH SOLE N/A 20,100 MARATHON OIL CORP COM 565849106 399 13,500 SH SOLE N/A 13,500 MICROSOFT CORP COM 594918104 1,060 35,600 SH SOLE N/A 35,600 MOTOROLA SOLUTIONS INC COM 620076307 544 10,758 SH SOLE N/A 10,758 ARCELORMITTAL-NY REGISTERED COM 03938L104 123 8,500 SH SOLE N/A 8,500 M T BANK CORP COM 55261F104 105 1,100 SH SOLE N/A 1,100 MICRON TECHNOLOGY INC COM 595112103 756 126,386 SH SOLE N/A 126,386 MURPHY OIL CORP COM 626717102 435 8,104 SH SOLE N/A 8,104 MENS WEARHOUSE INC/THE COM 587118100 3 100 SH SOLE N/A 100 MEADWESTVACO CORP COM 583334107 122 3,999 SH SOLE N/A 3,999 MONSTER WORLDWIDE INC COM 611742107 10 1,300 SH SOLE N/A 1,300 NORDIC AMERICAN TANKERS LTD COM G65773106 5 500 SH SOLE N/A 500 NOBLE ENERGY INC COM 655044105 543 5,859 SH SOLE N/A 5,859 NEWMONT MINING CORP COM 651639106 1,052 18,780 SH SOLE N/A 18,780 NETFLIX INC COM 64110L106 22 400 SH SOLE N/A 400 NEWFIELD EXPLORATION CO COM 651290108 412 13,166 SH SOLE N/A 13,166 NISOURCE INC COM 65473P105 150 5,887 SH SOLE N/A 5,887 NIKE INC -CL B COM 654106103 985 10,381 SH SOLE N/A 10,381 NIELSEN HOLDINGS NV COM N63218106 93 3,100 SH SOLE N/A 3,100 NATIONAL OILWELL VARCO INC COM 637071101 113 1,410 SH SOLE N/A 1,410 NEWPARK RESOURCES INC COM 651718504 1 100 SH SOLE N/A 100 NRG ENERGY INC COM 629377508 81 3,800 SH SOLE N/A 3,800 NORFOLK SOUTHERN CORP COM 655844108 278 4,369 SH SOLE N/A 4,369 NETAPP INC COM 64110D104 754 22,924 SH SOLE N/A 22,924 NORTHERN TRUST CORP COM 665859104 111 2,400 SH SOLE N/A 2,400 NUANCE COMMUNICATIONS INC COM 67020Y100 25 1,013 SH SOLE N/A 1,013 NUCOR CORP COM 670346105 182 4,759 SH SOLE N/A 4,759 NV ENERGY INC COM 67073Y106 185 10,254 SH SOLE N/A 10,254 NEWS CORP-CL A COM 65248E104 64 2,600 SH SOLE N/A 2,600 NYSE EURONEXT COM 629491101 71 2,876 SH SOLE N/A 2,876 OMNICARE INC COM 681904108 51 1,500 SH SOLE N/A 1,500 OWENS-ILLINOIS INC COM 690768403 53 2,800 SH SOLE N/A 2,800 OCEANEERING INTL INC COM 675232102 361 6,539 SH SOLE N/A 6,539 OLIN CORP COM 680665205 17 800 SH SOLE N/A 800 OMNICOM GROUP COM 681919106 223 4,322 SH SOLE N/A 4,322 OWENS MINOR INC COM 690732102 9 300 SH SOLE N/A 300 ORACLE CORP COM 68389X105 148 4,685 SH SOLE N/A 4,685 OREILLY AUTOMOTIVE INC COM 67103H107 109 1,300 SH SOLE N/A 1,300 OVERSEAS SHIPHOLDING GROUP COM 690368105 22 3,300 SH SOLE N/A 3,300 OSHKOSH CORP COM 688239201 69 2,523 SH SOLE N/A 2,523 OMNIVISION TECHNOLOGIES INC COM 682128103 57 4,100 SH SOLE N/A 4,100 PANDORA MEDIA INC COM 698354107 1 100 SH SOLE N/A 100 PAYCHEX INC COM 704326107 77 2,300 SH SOLE N/A 2,300 PEOPLES UNITED FINANCIAL COM 712704105 152 12,500 SH SOLE N/A 12,500 PITNEY BOWES INC COM 724479100 217 15,700 SH SOLE N/A 15,700 PETROLEO BRASILEIRO S.A.-ADR SPONSORED ADR 71654V408 629 27,400 SH SOLE N/A 27,400 PEP BOYS-MANNY MOE JACK COM 713278109 8 800 SH SOLE N/A 800 PACCAR INC COM 693718108 252 6,300 SH SOLE N/A 6,300 METROPCS COMMUNICATIONS INC COM 591708102 225 19,200 SH SOLE N/A 19,200 PRECISION DRILLING CORP COM 74022D308 9 1,100 SH SOLE N/A 1,100 PEPSICO INC COM 713448108 333 4,700 SH SOLE N/A 4,700 PFIZER INC COM 717081103 698 28,096 SH SOLE N/A 28,096 PROCTER GAMBLE CO/THE COM 742718109 208 3,000 SH SOLE N/A 3,000 PENGROWTH ENERGY CORP COM 70706P104 23 3,400 SH SOLE N/A 3,400 PROGRESSIVE CORP COM 743315103 218 10,500 SH SOLE N/A 10,500 PHH CORP COM 693320202 10 500 SH SOLE N/A 500 PULTEGROUP INC COM 745867101 818 52,747 SH SOLE N/A 52,747 POLARIS INDUSTRIES INC COM 731068102 16 200 SH SOLE N/A 200 PIER 1 IMPORTS INC COM 720279108 13 700 SH SOLE N/A 700 PACKAGING CORP OF AMERICA COM 695156109 4 98 SH SOLE N/A 98 PALL CORP COM 696429307 321 5,055 SH SOLE N/A 5,055 PHILIP MORRIS INTERNATIONAL COM 718172109 72 800 SH SOLE N/A 800 PMC - SIERRA INC COM 69344F106 77 13,708 SH SOLE N/A 13,708 PARAMETRIC TECHNOLOGY CORP COM 699173209 109 5,000 SH SOLE N/A 5,000 PEPCO HOLDINGS INC COM 713291102 198 10,485 SH SOLE N/A 10,485 PILGRIMS PRIDE CORP COM 72147K108 19 3,740 SH SOLE N/A 3,740 PPG INDUSTRIES INC COM 693506107 620 5,400 SH SOLE N/A 5,400 PPL CORPORATION COM 69351T106 203 7,000 SH SOLE N/A 7,000 PETROQUEST ENERGY INC COM 716748108 14 2,100 SH SOLE N/A 2,100 PROSPECT CAPITAL CORP COM 74348T102 56 4,878 SH SOLE N/A 4,878 PATTERSON-UTI ENERGY INC COM 703481101 252 15,899 SH SOLE N/A 15,899 PENN VIRGINIA CORP COM 707882106 2 300 SH SOLE N/A 300 PENN WEST PETROLEUM LTD COM 707887105 64 4,500 SH SOLE N/A 4,500 QUANTA SERVICES INC COM 74762E102 64 2,611 SH SOLE N/A 2,611 PRAXAIR INC COM 74005P104 149 1,437 SH SOLE N/A 1,437 PIONEER NATURAL RESOURCES CO COM 723787107 221 2,117 SH SOLE N/A 2,117 QUALCOMM INC COM 747525103 149 2,384 SH SOLE N/A 2,384 QIHOO 360 TECHNOLOGY CO-ADR SPONSORED ADR 74734M109 177 8,010 SH SOLE N/A 8,010 QLOGIC CORP COM 747277101 81 7,064 SH SOLE N/A 7,064 QLIK TECHNOLOGIES INC COM 74733T105 94 4,200 SH SOLE N/A 4,200 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 16 514 SH SOLE N/A 514 ROWAN COMPANIES PLC-A COM G7665A101 346 10,251 SH SOLE N/A 10,251 RPC INC COM 749660106 40 3,400 SH SOLE N/A 3,400 REGIONS FINANCIAL CORP COM 7591EP100 108 15,000 SH SOLE N/A 15,000 ROBERT HALF INTL INC COM 770323103 170 6,373 SH SOLE N/A 6,373 TRANSOCEAN LTD COM H8817H100 1,084 24,152 SH SOLE N/A 24,152 RESEARCH IN MOTION COM 760975102 577 76,900 SH SOLE N/A 76,900 RAYMOND JAMES FINANCIAL INC COM 754730109 59 1,600 SH SOLE N/A 1,600 RALPH LAUREN CORP COM 751212101 139 920 SH SOLE N/A 920 RESMED INC COM 761152107 146 3,600 SH SOLE N/A 3,600 ROCKWOOD HOLDINGS INC COM 774415103 42 900 SH SOLE N/A 900 ROCKWELL AUTOMATION INC COM 773903109 25 353 SH SOLE N/A 353 RR DONNELLEY SONS CO COM 257867101 103 9,744 SH SOLE N/A 9,744 REPUBLIC SERVICES INC COM 760759100 25 900 SH SOLE N/A 900 RAYTHEON COMPANY COM 755111507 600 10,494 SH SOLE N/A 10,494 SPRINT NEXTEL CORP COM 852061100 54 9,700 SH SOLE N/A 9,700 SAIC INC COM 78390X101 2 200 SH SOLE N/A 200 SAP AG-SPONSORED ADR SPONSORED ADR 803054204 202 2,828 SH SOLE N/A 2,828 SCHWAB (CHARLES) CORP COM 808513105 27 2,100 SH SOLE N/A 2,100 STEELCASE INC-CL A COM 858155203 11 1,100 SH SOLE N/A 1,100 SANDRIDGE ENERGY INC COM 80007P307 202 28,973 SH SOLE N/A 28,973 SEADRILL LTD COM G7945E105 157 4,000 SH SOLE N/A 4,000 SEALED AIR CORP COM 81211K100 297 19,200 SH SOLE N/A 19,200 SHIP FINANCE INTL LTD COM G81075106 14 900 SH SOLE N/A 900 SWIFT ENERGY CO COM 870738101 88 4,200 SH SOLE N/A 4,200 STONE ENERGY CORP COM 861642106 6 256 SH SOLE N/A 256 SILICON IMAGE INC COM 82705T102 5 1,014 SH SOLE N/A 1,014 SAKS INC COM 79377W108 5 500 SH SOLE N/A 500 SKECHERS USA INC-CL A COM 830566105 24 1,200 SH SOLE N/A 1,200 SCHLUMBERGER LTD COM 806857108 709 9,800 SH SOLE N/A 9,800 SLM CORP COM 78442P106 50 3,200 SH SOLE N/A 3,200 SCRIPPS NETWORKS INTER-CL A COM 811065101 37 600 SH SOLE N/A 600 SANOFI-ADR SPONSORED ADR 80105N105 112 2,600 SH SOLE N/A 2,600 STANDARD PACIFIC CORP COM 85375C101 16 2,400 SH SOLE N/A 2,400 STAPLES INC COM 855030102 607 52,700 SH SOLE N/A 52,700 SUPERIOR ENERGY SERVICES INC COM 868157108 33 1,595 SH SOLE N/A 1,595 SPX CORP COM 784635104 72 1,100 SH SOLE N/A 1,100 SPDR S P 500 ETF TRUST COM 78462F103 4,030 28,000 SH SOLE N/A 28,000 SILVER STANDARD RESOURCES COM 82823L106 21 1,296 SH SOLE N/A 1,296 SEAGATE TECHNOLOGY COM G7945M107 732 23,600 SH SOLE N/A 23,600 CONSTELLATION BRANDS INC-A COM 21036P108 461 14,253 SH SOLE N/A 14,253 SUNCOR ENERGY INC COM 867224107 338 10,300 SH SOLE N/A 10,300 SUSQUEHANNA BANCSHARES INC COM 869099101 14 1,300 SH SOLE N/A 1,300 SKYWORKS SOLUTIONS INC COM 83088M102 530 22,479 SH SOLE N/A 22,479 SOUTHWESTERN ENERGY CO COM 845467109 143 4,100 SH SOLE N/A 4,100 SUNCOKE ENERGY INC COM 86722A103 29 1,800 SH SOLE N/A 1,800 SYMANTEC CORP COM 871503108 135 7,500 SH SOLE N/A 7,500 MOLSON COORS BREWING CO -B COM 60871R209 329 7,299 SH SOLE N/A 7,299 TECK RESOURCES LTD-CLS B COM 878742204 15 500 SH SOLE N/A 500 TERADATA CORP COM 88076W103 611 8,100 SH SOLE N/A 8,100 TECO ENERGY INC COM 872375100 145 8,200 SH SOLE N/A 8,200 TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 11 800 SH SOLE N/A 800 TARGET CORP COM 87612E106 518 8,166 SH SOLE N/A 8,166 TENET HEALTHCARE CORP COM 88033G100 73 11,700 SH SOLE N/A 11,700 TJX COMPANIES INC COM 872540109 289 6,453 SH SOLE N/A 6,453 TIMKEN CO COM 887389104 15 400 SH SOLE N/A 400 TALISMAN ENERGY INC COM 87425E103 442 33,200 SH SOLE N/A 33,200 TOTAL SA-SPON ADR SPONSORED ADR 89151E109 149 2,980 SH SOLE N/A 2,980 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 36 1,200 SH SOLE N/A 1,200 TRIQUINT SEMICONDUCTOR INC COM 89674K103 71 14,113 SH SOLE N/A 14,113 TRIPADVISOR INC COM 896945201 256 7,762 SH SOLE N/A 7,762 TRINITY INDUSTRIES INC COM 896522109 87 2,900 SH SOLE N/A 2,900 TURQUOISE HILL RESOURCES LTD COM 900435108 5 606 SH SOLE N/A 606 TRAVELERS COS INC/THE COM 89417E109 1,070 15,679 SH SOLE N/A 15,679 TYSON FOODS INC-CL A COM 902494103 319 19,939 SH SOLE N/A 19,939 TOTAL SYSTEM SERVICES INC COM 891906109 71 3,006 SH SOLE N/A 3,006 TETRA TECHNOLOGIES INC COM 88162F105 7 1,200 SH SOLE N/A 1,200 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 9 900 SH SOLE N/A 900 TITAN INTERNATIONAL INC COM 88830M102 37 2,100 SH SOLE N/A 2,100 TIME WARNER INC COM 887317303 104 2,300 SH SOLE N/A 2,300 TEXTRON INC COM 883203101 94 3,600 SH SOLE N/A 3,600 UBS AG-REG COM H89231338 7 600 SH SOLE N/A 600 UNIVERSAL HEALTH SERVICES-B COM 913903100 32 700 SH SOLE N/A 700 UNILEVER PLC-SPONSORED ADR SPONSORED ADR 904767704 145 3,975 SH SOLE N/A 3,975 UNILEVER N V -NY SHARES COM 904784709 429 12,088 SH SOLE N/A 12,088 UNITEDHEALTH GROUP INC COM 91324P102 28 500 SH SOLE N/A 500 UNUM GROUP COM 91529Y106 111 5,750 SH SOLE N/A 5,750 ULTRA PETROLEUM CORP COM 903914109 31 1,416 SH SOLE N/A 1,416 UNITED PARCEL SERVICE-CL B COM 911312106 422 5,900 SH SOLE N/A 5,900 UNITED RENTALS INC COM 911363109 85 2,600 SH SOLE N/A 2,600 USG CORP COM 903293405 119 5,400 SH SOLE N/A 5,400 VALASSIS COMMUNICATIONS INC COM 918866104 7 300 SH SOLE N/A 300 VELTI PLC COM G93285107 11 1,300 SH SOLE N/A 1,300 VF CORP COM 918204108 16 100 SH SOLE N/A 100 VIACOM INC-CLASS B COM 92553P201 721 13,452 SH SOLE N/A 13,452 VIMPELCOM LTD-SPON ADR SPONSORED ADR 92719A106 8 700 SH SOLE N/A 700 TELEFONICA BRASIL-ADR SPONSORED ADR 87936R106 57 2,600 SH SOLE N/A 2,600 VALERO ENERGY CORP COM 91913Y100 32 1,000 SH SOLE N/A 1,000 VIVUS INC COM 928551100 101 5,644 SH SOLE N/A 5,644 WEBSTER FINANCIAL CORP COM 947890109 2 100 SH SOLE N/A 100 WESTERN DIGITAL CORP COM 958102105 93 2,393 SH SOLE N/A 2,393 WHIRLPOOL CORP COM 963320106 475 5,730 SH SOLE N/A 5,730 WINDSTREAM CORP COM 97381W104 149 14,700 SH SOLE N/A 14,700 WALTER ENERGY INC COM 93317Q105 496 15,275 SH SOLE N/A 15,275 WAL-MART STORES INC COM 931142103 923 12,504 SH SOLE N/A 12,504 WABASH NATIONAL CORP COM 929566107 3 400 SH SOLE N/A 400 WATSON PHARMACEUTICALS INC COM 942683103 275 3,234 SH SOLE N/A 3,234 WPX ENERGY INC COM 98212B103 55 3,300 SH SOLE N/A 3,300 AQUA AMERICA INC COM 03836W103 2 100 SH SOLE N/A 100 WEIGHT WATCHERS INTL INC COM 948626106 195 3,701 SH SOLE N/A 3,701 WESTERN UNION CO COM 959802109 250 13,748 SH SOLE N/A 13,748 WYNDHAM WORLDWIDE CORP COM 98310W108 58 1,100 SH SOLE N/A 1,100 UNITED STATES STEEL CORP COM 912909108 233 12,200 SH SOLE N/A 12,200 EXCO RESOURCES INC COM 269279402 4 500 SH SOLE N/A 500 XL GROUP PLC COM G98290102 75 3,118 SH SOLE N/A 3,118 XILINX INC COM 983919101 100 3,000 SH SOLE N/A 3,000 XEROX CORP COM 984121103 235 32,000 SH SOLE N/A 32,000 YAHOO! INC COM 984332106 94 5,900 SH SOLE N/A 5,900 453 90,890

FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: [ 453 ] Form 13F Information Table Value Total: [ 90,890 ] (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