0001085146-13-000625.txt : 20130219 0001085146-13-000625.hdr.sgml : 20130219 20130214180945 ACCESSION NUMBER: 0001085146-13-000625 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130215 DATE AS OF CHANGE: 20130214 EFFECTIVENESS DATE: 20130215 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: 13616692 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 ellington4q2012.txt ELLINGTON MANAGEMENT GROUP, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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: Ellington Management Group, LLC Address: 53 Forest Avenue Old Greenwich, CT 06870 13F File Number: 028-11539 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: David Rice Title: Chief Compliance Officer Phone: 203-698-1200 Signature, Place, and Date of Signing: /s/ David Rice Greenwich, CT February 08, 2013 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 802 Form 13F Information Table Value Total: $520,380 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABIOMED INC COM 003654100 798 59400 SH SOLE 33900 0 25500 ACACIA RESH CORP ACACIA TCH COM 003881307 344 13400 SH SOLE 7700 0 5700 ACADIA HEALTHCARE COMPANY IN COM 00404A109 434 18600 SH SOLE 10600 0 8000 ACCRETIVE HEALTH INC COM 00438V103 227 19600 SH SOLE 11100 0 8500 ACE LTD SHS H0023R105 591 7400 SH SOLE 4200 0 3200 ACORDA THERAPEUTICS INC COM 00484M106 487 19600 SH SOLE 11200 0 8400 ACTIVISION BLIZZARD INC COM 00507V109 900 84700 SH SOLE 48300 0 36400 ACXIOM CORP COM 005125109 206 11785 SH SOLE 6280 0 5505 ADA ES INC COM 005208103 373 22100 SH SOLE 12500 0 9600 ADVANCED ENERGY INDS COM 007973100 301 21800 SH SOLE 12400 0 9400 ADVISORY BRD CO COM 00762W107 983 21000 SH SOLE 12000 0 9000 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 902 37900 SH SOLE 21600 0 16300 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 124 23500 SH SOLE 13400 0 10100 AEP INDS INC COM 001031103 201 3400 SH SOLE 2000 0 1400 AERCAP HOLDINGS NV SHS N00985106 648 47200 SH SOLE 26900 0 20300 AEROPOSTALE COM 007865108 2058 158200 SH SOLE 90200 0 68000 AEROVIRONMENT INC COM 008073108 1307 60100 SH SOLE 34300 0 25800 AES CORP COM 00130H105 1482 138500 SH SOLE 79000 0 59500 AFC ENTERPRISES INC COM 00104Q107 725 27753 SH SOLE 16090 0 11663 AFFYMAX INC COM 00826A109 889 46800 SH SOLE 26600 0 20200 AFFYMETRIX INC COM 00826T108 147 46400 SH SOLE 26500 0 19900 AGCO CORP COM 001084102 1036 21100 SH SOLE 12000 0 9100 AGILENT TECHNOLOGIES INC COM 00846U101 602 14700 SH SOLE 8300 0 6400 AIRCASTLE LTD COM G0129K104 630 50200 SH SOLE 28600 0 21600 AK STL HLDG CORP COM 001547108 301 65500 SH SOLE 37300 0 28200 ALASKA AIR GROUP INC COM 011659109 1215 28200 SH SOLE 16100 0 12100 ALBEMARLE CORP COM 012653101 267 4300 SH SOLE 2400 0 1900 ALCOA INC COM 013817101 410 47200 SH SOLE 26900 0 20300 ALEXANDER & BALDWIN INC NEW COM 014491104 206 7000 SH SOLE 3900 0 3100 ALIGN TECHNOLOGY INC COM 016255101 1282 46200 SH SOLE 26400 0 19800 ALKERMES PLC SHS G01767105 869 46900 SH SOLE 26700 0 20200 ALLEGHENY TECHNOLOGIES INC COM 01741R102 516 17000 SH SOLE 9700 0 7300 ALLIANT ENERGY CORP COM 018802108 878 20000 SH SOLE 11400 0 8600 ALLIANT TECHSYSTEMS INC COM 018804104 1072 17300 SH SOLE 9700 0 7600 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 433 5500 SH SOLE 2900 0 2600 ALLOT COMMUNICATIONS LTD SHS M0854Q105 1396 78350 SH SOLE 43574 0 34776 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1079 114500 SH SOLE 65300 0 49200 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 358 19600 SH SOLE 11100 0 8500 ALON USA ENERGY INC COM 020520102 438 24200 SH SOLE 13800 0 10400 ALPHA NATURAL RESOURCES INC COM 02076X102 384 39400 SH SOLE 22400 0 17000 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1205 13900 SH SOLE 7900 0 6000 ALTRIA GROUP INC COM 02209S103 704 22400 SH SOLE 12800 0 9600 AMARIN CORP PLC SPONS ADR NEW 023111206 917 113400 SH SOLE 64600 0 48800 AMAZON COM INC COM 023135106 426 1700 SH SOLE 900 0 800 AMC NETWORKS INC CL A 00164V103 302 6100 SH SOLE 3400 0 2700 AMEDISYS INC COM 023436108 644 57000 SH SOLE 32500 0 24500 AMEREN CORP COM 023608102 525 17100 SH SOLE 9700 0 7400 AMERICAN CAP LTD COM 02503Y103 151 12600 SH SOLE 7100 0 5500 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2238 109100 SH SOLE 62200 0 46900 AMERICAN EQTY INVT LIFE HLD COM 025676206 512 41900 SH SOLE 23900 0 18000 AMERICAN WOODMARK CORP COM 030506109 417 15000 SH SOLE 8600 0 6400 AMERICAN WTR WKS CO INC NEW COM 030420103 676 18200 SH SOLE 10400 0 7800 AMERISOURCEBERGEN CORP COM 03073E105 600 13900 SH SOLE 7900 0 6000 AMTRUST FINANCIAL SERVICES I COM 032359309 505 17600 SH SOLE 10000 0 7600 ANADARKO PETE CORP COM 032511107 528 7100 SH SOLE 4100 0 3000 ANNALY CAP MGMT INC COM 035710409 145 10300 SH SOLE 5900 0 4400 ANNIES INC COM 03600T104 762 22800 SH SOLE 13100 0 9700 AOL INC COM 00184X105 1081 36500 SH SOLE 20900 0 15600 APACHE CORP COM 037411105 408 5200 SH SOLE 3000 0 2200 APARTMENT INVT & MGMT CO CL A 03748R101 357 13200 SH SOLE 7500 0 5700 APOGEE ENTERPRISES INC COM 037598109 407 17000 SH SOLE 9700 0 7300 APOLLO GROUP INC CL A 037604105 1653 79000 SH SOLE 45000 0 34000 APPLE INC COM 037833100 1118 2100 SH SOLE 1200 0 900 ARCH CAP GROUP LTD ORD G0450A105 282 6400 SH SOLE 3700 0 2700 ARCH COAL INC COM 039380100 1088 148700 SH SOLE 84800 0 63900 ARGAN INC COM 04010E109 328 18200 SH SOLE 10400 0 7800 ARIAD PHARMACEUTICALS INC COM 04033A100 857 44700 SH SOLE 25400 0 19300 ARMSTRONG WORLD INDS INC NEW COM 04247X102 776 15300 SH SOLE 8700 0 6600 ARROW ELECTRS INC COM 042735100 392 10300 SH SOLE 5800 0 4500 ARUBA NETWORKS INC COM 043176106 1062 51200 SH SOLE 29200 0 22000 ASBURY AUTOMOTIVE GROUP INC COM 043436104 596 18600 SH SOLE 10700 0 7900 ASCENA RETAIL GROUP INC COM 04351G101 1363 73800 SH SOLE 42200 0 31600 ASCENT CAP GROUP INC COM SER A 043632108 229 3700 SH SOLE 2100 0 1600 ASHFORD HOSPITALITY TR INC COM SHS 044103109 150 14300 SH SOLE 8200 0 6100 ASHLAND INC NEW COM 044209104 1198 14900 SH SOLE 8400 0 6500 ASML HOLDING N V N Y REGISTRY SHS N07059210 1204 18700 SH SOLE 10600 0 8100 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 263 8200 SH SOLE 4700 0 3500 AT&T INC COM 00206R102 388 11500 SH SOLE 6500 0 5000 ATLANTIC TELE NETWORK INC COM NEW 049079205 213 5800 SH SOLE 3300 0 2500 AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 209 18400 SH SOLE 10500 0 7900 AUTOZONE INC COM 053332102 354 1000 SH SOLE 500 0 500 AVAGO TECHNOLOGIES LTD SHS Y0486S104 791 25000 SH SOLE 14400 0 10600 AVEO PHARMACEUTICALS INC COM 053588109 284 35300 SH SOLE 20100 0 15200 AVG TECHNOLOGIES N V SHS N07831105 174 11000 SH SOLE 6300 0 4700 AVON PRODS INC COM 054303102 472 32900 SH SOLE 18700 0 14200 AXIS CAPITAL HOLDINGS INV SHS G0692U109 440 12700 SH SOLE 7200 0 5500 BAIDU INC SPON ADR REP A 056752108 2297 22900 SH SOLE 13100 0 9800 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1538 211300 SH SOLE 120600 0 90700 BANNER CORP COM NEW 06652V208 212 6900 SH SOLE 4000 0 2900 BARNES GROUP INC COM 067806109 660 29400 SH SOLE 16700 0 12700 BB&T CORP COM 054937107 309 10600 SH SOLE 6000 0 4600 BEACON ROOFING SUPPLY INC COM 073685109 459 13800 SH SOLE 7700 0 6100 BELDEN INC COM 077454106 216 4800 SH SOLE 2800 0 2000 BELO CORP COM SER A 080555105 153 19900 SH SOLE 11300 0 8600 BENCHMARK ELECTRS INC COM 08160H101 346 20800 SH SOLE 11800 0 9000 BERKLEY W R CORP COM 084423102 200 5300 SH SOLE 3000 0 2300 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 251 2800 SH SOLE 1600 0 1200 BOEING CO COM 097023105 1266 16800 SH SOLE 9400 0 7400 BOISE INC COM 09746Y105 544 68380 SH SOLE 38121 0 30259 BOK FINL CORP COM NEW 05561Q201 561 10300 SH SOLE 5900 0 4400 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 310 22300 SH SOLE 12800 0 9500 BOSTON PRIVATE FINL HLDGS IN COM 101119105 90 10000 SH SOLE 5700 0 4300 BOSTON SCIENTIFIC CORP COM 101137107 334 58300 SH SOLE 33300 0 25000 BP PLC SPONSORED ADR 055622104 516 12400 SH SOLE 7100 0 5300 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 194 15900 SH SOLE 9000 0 6900 BRASKEM S A SP ADR PFD A 105532105 315 23600 SH SOLE 13500 0 10100 BRAVO BRIO RESTAURANT GROUP COM 10567B109 274 20400 SH SOLE 11700 0 8700 BRINKER INTL INC COM 109641100 211 6800 SH SOLE 3800 0 3000 BRISTOL MYERS SQUIBB CO COM 110122108 319 9800 SH SOLE 5600 0 4200 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 247 10800 SH SOLE 6100 0 4700 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 426 79900 SH SOLE 45600 0 34300 BROOKDALE SR LIVING INC COM 112463104 403 15900 SH SOLE 9100 0 6800 BROWN & BROWN INC COM 115236101 558 21900 SH SOLE 12500 0 9400 BROWN FORMAN CORP CL B 115637209 670 10600 SH SOLE 6000 0 4600 BROWN SHOE INC NEW COM 115736100 252 13700 SH SOLE 7800 0 5900 BRUKER CORP COM 116794108 517 33900 SH SOLE 19400 0 14500 BRUNSWICK CORP COM 117043109 902 31000 SH SOLE 17700 0 13300 BUCKLE INC COM 118440106 527 11800 SH SOLE 6800 0 5000 BUFFALO WILD WINGS INC COM 119848109 233 3200 SH SOLE 1800 0 1400 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1068 16900 SH SOLE 9600 0 7300 CABOT MICROELECTRONICS CORP COM 12709P103 440 12400 SH SOLE 7100 0 5300 CADENCE DESIGN SYSTEM INC COM 127387108 1490 110300 SH SOLE 63000 0 47300 CALAMP CORP COM 128126109 361 43400 SH SOLE 24800 0 18600 CALIFORNIA WTR SVC GROUP COM 130788102 297 16200 SH SOLE 9300 0 6900 CALLAWAY GOLF CO COM 131193104 202 31000 SH SOLE 17700 0 13300 CALPINE CORP COM NEW 131347304 1773 97800 SH SOLE 55800 0 42000 CAMBREX CORP COM 132011107 503 44228 SH SOLE 25457 0 18771 CANTEL MEDICAL CORP COM 138098108 716 24100 SH SOLE 13700 0 10400 CAPELLA EDUCATION COMPANY COM 139594105 423 15000 SH SOLE 8500 0 6500 CAPITAL ONE FINL CORP COM 14040H105 295 5100 SH SOLE 2900 0 2200 CAPITAL SR LIVING CORP COM 140475104 587 31400 SH SOLE 17900 0 13500 CAPITALSOURCE INC COM 14055X102 531 70000 SH SOLE 40000 0 30000 CARDTRONICS INC COM 14161H108 601 25300 SH SOLE 14400 0 10900 CAREFUSION CORP COM 14170T101 409 14300 SH SOLE 8200 0 6100 CARLISLE COS INC COM 142339100 270 4600 SH SOLE 2600 0 2000 CBEYOND INC COM 149847105 147 16300 SH SOLE 9300 0 7000 CBL & ASSOC PPTYS INC COM 124830100 528 24900 SH SOLE 14300 0 10600 CBS CORP NEW CL B 124857202 479 12600 SH SOLE 7200 0 5400 CELANESE CORP DEL COM SER A 150870103 249 5600 SH SOLE 3200 0 2400 CELLCOM ISRAEL LTD SHS M2196U109 372 44900 SH SOLE 25600 0 19300 CEMEX SAB DE CV SPON ADR NEW 151290889 1372 139000 SH SOLE 79300 0 59700 CENTENE CORP DEL COM 15135B101 968 23600 SH SOLE 13500 0 10100 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 447 143200 SH SOLE 81800 0 61400 CEPHEID COM 15670R107 897 26500 SH SOLE 15000 0 11500 CF INDS HLDGS INC COM 125269100 1625 8000 SH SOLE 4400 0 3600 CHARLES RIV LABS INTL INC COM 159864107 555 14800 SH SOLE 8300 0 6500 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 374 4900 SH SOLE 2700 0 2200 CHECKPOINT SYS INC COM 162825103 149 13900 SH SOLE 7900 0 6000 CHEESECAKE FACTORY INC COM 163072101 530 16200 SH SOLE 9200 0 7000 CHEMTURA CORP COM NEW 163893209 1101 51800 SH SOLE 29600 0 22200 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 2234 48200 SH SOLE 27500 0 20700 CHILDRENS PL RETAIL STORES I COM 168905107 1315 29700 SH SOLE 16900 0 12800 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 711 14300 SH SOLE 8200 0 6100 CHIPMOS TECH BERMUDA LTD SHS G2110R114 121 10400 SH SOLE 5900 0 4500 CHIQUITA BRANDS INTL INC COM 170032809 377 45700 SH SOLE 26100 0 19600 CHOICE HOTELS INTL INC COM 169905106 377 11200 SH SOLE 6400 0 4800 CIMAREX ENERGY CO COM 171798101 421 7300 SH SOLE 4300 0 3000 CINEMARK HOLDINGS INC COM 17243V102 382 14700 SH SOLE 8300 0 6400 CIT GROUP INC COM NEW 125581801 236 6100 SH SOLE 3400 0 2700 CITI TRENDS INC COM 17306X102 205 14900 SH SOLE 8500 0 6400 CITIGROUP INC COM NEW 172967424 261 6600 SH SOLE 3800 0 2800 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 82 11700 SH SOLE 6700 0 5000 CLOUD PEAK ENERGY INC COM 18911Q102 1015 52500 SH SOLE 30000 0 22500 CME GROUP INC COM 12572Q105 1322 26100 SH SOLE 14900 0 11200 CNH GLOBAL N V SHS NEW N20935206 226 5600 SH SOLE 3200 0 2400 COACH INC COM 189754104 877 15800 SH SOLE 9100 0 6700 COCA COLA ENTERPRISES INC NE COM 19122T109 378 11900 SH SOLE 6800 0 5100 COINSTAR INC COM 19259P300 837 16100 SH SOLE 9200 0 6900 COMMERCE BANCSHARES INC COM 200525103 526 15003 SH SOLE 8502 0 6501 COMMUNITY HEALTH SYS INC NEW COM 203668108 689 22400 SH SOLE 12900 0 9500 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 840 20000 SH SOLE 11400 0 8600 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1259 115900 SH SOLE 66100 0 49800 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 424 27600 SH SOLE 15700 0 11900 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 268 45500 SH SOLE 26000 0 19500 COMPUTER PROGRAMS & SYS INC COM 205306103 398 7900 SH SOLE 4500 0 3400 COMSCORE INC COM 20564W105 328 23800 SH SOLE 13600 0 10200 COMSTOCK RES INC COM NEW 205768203 1018 67300 SH SOLE 38400 0 28900 CONAGRA FOODS INC COM 205887102 679 23000 SH SOLE 13100 0 9900 CONSTANT CONTACT INC COM 210313102 463 32600 SH SOLE 18600 0 14000 CON-WAY INC COM 205944101 278 10000 SH SOLE 5700 0 4300 COOPER COS INC COM NEW 216648402 481 5200 SH SOLE 3000 0 2200 COOPER TIRE & RUBR CO COM 216831107 1210 47700 SH SOLE 27200 0 20500 COPART INC COM 217204106 664 22500 SH SOLE 12900 0 9600 CORE MARK HOLDING CO INC COM 218681104 284 6000 SH SOLE 3400 0 2600 CORELOGIC INC COM 21871D103 291 10800 SH SOLE 6100 0 4700 CORNING INC COM 219350105 599 47500 SH SOLE 27100 0 20400 COSAN LTD SHS A G25343107 886 51200 SH SOLE 29200 0 22000 CRAY INC COM NEW 225223304 707 44300 SH SOLE 25300 0 19000 CREDIT ACCEP CORP MICH COM 225310101 376 3700 SH SOLE 2100 0 1600 CREXUS INVT CORP COM 226553105 379 30900 SH SOLE 17600 0 13300 CROCS INC COM 227046109 1238 86000 SH SOLE 49000 0 37000 CROSSTEX ENERGY INC COM 22765Y104 151 10500 SH SOLE 6000 0 4500 CROWN HOLDINGS INC COM 228368106 313 8500 SH SOLE 4900 0 3600 CSX CORP COM 126408103 339 17200 SH SOLE 9800 0 7400 CTC MEDIA INC COM 12642X106 500 64300 SH SOLE 36700 0 27600 CUBESMART COM 229663109 169 11600 SH SOLE 6600 0 5000 CULLEN FROST BANKERS INC COM 229899109 901 16600 SH SOLE 9500 0 7100 CVS CAREMARK CORPORATION COM 126650100 338 7000 SH SOLE 4000 0 3000 CYBERONICS INC COM 23251P102 310 5900 SH SOLE 3300 0 2600 CYNOSURE INC CL A 232577205 557 23100 SH SOLE 13200 0 9900 CYPRESS SEMICONDUCTOR CORP COM 232806109 1637 151000 SH SOLE 86100 0 64900 D R HORTON INC COM 23331A109 477 24100 SH SOLE 13800 0 10300 DAKTRONICS INC COM 234264109 315 28400 SH SOLE 16300 0 12100 DEAN FOODS CO NEW COM 242370104 1248 75600 SH SOLE 43200 0 32400 DELEK US HLDGS INC COM 246647101 833 32900 SH SOLE 18800 0 14100 DELL INC COM 24702R101 806 79500 SH SOLE 45300 0 34200 DELTA AIR LINES INC DEL COM NEW 247361702 707 59600 SH SOLE 34000 0 25600 DEMAND MEDIA INC COM 24802N109 152 16400 SH SOLE 9400 0 7000 DENBURY RES INC COM NEW 247916208 897 55400 SH SOLE 31600 0 23800 DEPOMED INC COM 249908104 90 14600 SH SOLE 8300 0 6300 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 889 71200 SH SOLE 40600 0 30600 DEVON ENERGY CORP NEW COM 25179M103 349 6700 SH SOLE 3800 0 2900 DIAMOND OFFSHORE DRILLING IN COM 25271C102 720 10600 SH SOLE 6100 0 4500 DIANA SHIPPING INC COM Y2066G104 279 38200 SH SOLE 21800 0 16400 DICKS SPORTING GOODS INC COM 253393102 632 13900 SH SOLE 7900 0 6000 DIGI INTL INC COM 253798102 136 14400 SH SOLE 8200 0 6200 DIME CMNTY BANCSHARES COM 253922108 183 13200 SH SOLE 7500 0 5700 DIODES INC COM 254543101 571 32900 SH SOLE 18700 0 14200 DIRECTV COM 25490A309 451 9000 SH SOLE 5100 0 3900 DISCOVER FINL SVCS COM 254709108 717 18600 SH SOLE 10600 0 8000 DISH NETWORK CORP CL A 25470M109 1041 28600 SH SOLE 16300 0 12300 DISNEY WALT CO COM DISNEY 254687106 349 7000 SH SOLE 4000 0 3000 DOLBY LABORATORIES INC COM 25659T107 1214 41400 SH SOLE 23500 0 17900 DOLLAR GEN CORP NEW COM 256677105 569 12900 SH SOLE 7400 0 5500 DOMINOS PIZZA INC COM 25754A201 1067 24500 SH SOLE 13900 0 10600 DOMTAR CORP COM NEW 257559203 284 3400 SH SOLE 2000 0 1400 DRIL-QUIP INC COM 262037104 321 4400 SH SOLE 2500 0 1900 DST SYS INC DEL COM 233326107 564 9300 SH SOLE 5300 0 4000 DSW INC CL A 23334L102 617 9400 SH SOLE 5300 0 4100 DUN & BRADSTREET CORP DEL NE COM 26483E100 409 5200 SH SOLE 2900 0 2300 EAGLE MATERIALS INC COM 26969P108 328 5600 SH SOLE 3200 0 2400 EARTHLINK INC COM 270321102 184 28506 SH SOLE 15830 0 12676 EAST WEST BANCORP INC COM 27579R104 1158 53900 SH SOLE 30700 0 23200 EASTMAN CHEM CO COM 277432100 367 5400 SH SOLE 3100 0 2300 EBIX INC COM NEW 278715206 248 15402 SH SOLE 8389 0 7013 ECHOSTAR CORP CL A 278768106 339 9900 SH SOLE 5600 0 4300 EDGEN GROUP INC CL A 28014Q107 103 14600 SH SOLE 8300 0 6300 EDISON INTL COM 281020107 456 10100 SH SOLE 5700 0 4400 EHEALTH INC COM 28238P109 352 12800 SH SOLE 7400 0 5400 EL PASO ELEC CO COM NEW 283677854 533 16700 SH SOLE 9500 0 7200 ELAN PLC ADR 284131208 826 80900 SH SOLE 46100 0 34800 ELLINGTON FINANCIAL LLC COM 288522303 43703 1945826 SH SOLE 1945826 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 507 17800 SH SOLE 10200 0 7600 EMERGENT BIOSOLUTIONS INC COM 29089Q105 388 24200 SH SOLE 13800 0 10400 EMERITUS CORP COM 291005106 284 11500 SH SOLE 6600 0 4900 EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 193 19200 SH SOLE 10900 0 8300 ENDEAVOUR INTL CORP COM NEW 29259G200 163 31500 SH SOLE 18000 0 13500 ENDO HEALTH SOLUTIONS INC COM 29264F205 929 35400 SH SOLE 20200 0 15200 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 429 10800 SH SOLE 6100 0 4700 ENERGEN CORP COM 29265N108 1163 25800 SH SOLE 14800 0 11000 ENERSIS S A SPONSORED ADR 29274F104 1026 56300 SH SOLE 32100 0 24200 EQUITY LIFESTYLE PPTYS INC COM 29472R108 646 9600 SH SOLE 5500 0 4100 ERICSSON ADR B SEK 10 294821608 402 39800 SH SOLE 22700 0 17100 ESTERLINE TECHNOLOGIES CORP COM 297425100 528 8300 SH SOLE 4700 0 3600 EVERBANK FINL CORP COM 29977G102 234 15700 SH SOLE 8900 0 6800 EVEREST RE GROUP LTD COM G3223R108 572 5200 SH SOLE 3000 0 2200 EXPEDITORS INTL WASH INC COM 302130109 633 16000 SH SOLE 9100 0 6900 EXPRESS INC COM 30219E103 285 18900 SH SOLE 10800 0 8100 EXTERRAN HLDGS INC COM 30225X103 776 35400 SH SOLE 20300 0 15100 F M C CORP COM NEW 302491303 421 7200 SH SOLE 4100 0 3100 F5 NETWORKS INC COM 315616102 1516 15600 SH SOLE 8800 0 6800 FEDERATED INVS INC PA CL B 314211103 1119 55300 SH SOLE 31500 0 23800 FELCOR LODGING TR INC COM 31430F101 116 24800 SH SOLE 14200 0 10600 FIDELITY NATIONAL FINANCIAL CL A 31620R105 631 26800 SH SOLE 15200 0 11600 FIDELITY NATL INFORMATION SV COM 31620M106 811 23300 SH SOLE 13300 0 10000 FINANCIAL ENGINES INC COM 317485100 585 21100 SH SOLE 11900 0 9200 FINISH LINE INC CL A 317923100 1230 65000 SH SOLE 37100 0 27900 FIRST AMERN FINL CORP COM 31847R102 966 40100 SH SOLE 22800 0 17300 FIRST COMWLTH FINL CORP PA COM 319829107 94 13800 SH SOLE 7800 0 6000 FIRST HORIZON NATL CORP COM 320517105 1020 102900 SH SOLE 58600 0 44300 FIRST MERCHANTS CORP COM 320817109 200 13496 SH SOLE 7696 0 5800 FIRST MIDWEST BANCORP DEL COM 320867104 331 26400 SH SOLE 15000 0 11400 FIRST REP BK SAN FRANCISCO C COM 33616C100 439 13400 SH SOLE 7600 0 5800 FISERV INC COM 337738108 727 9200 SH SOLE 5200 0 4000 FIVE STAR QUALITY CARE INC COM 33832D106 166 33100 SH SOLE 18900 0 14200 FLAGSTAR BANCORP INC COM PAR .001 337930705 425 21900 SH SOLE 12500 0 9400 FLEXTRONICS INTL LTD ORD Y2573F102 379 61000 SH SOLE 34700 0 26300 FLUOR CORP NEW COM 343412102 1422 24200 SH SOLE 13800 0 10400 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 413 4100 SH SOLE 2400 0 1700 FOOT LOCKER INC COM 344849104 411 12800 SH SOLE 7300 0 5500 FORD MTR CO DEL COM PAR $0.01 345370860 233 18000 SH SOLE 10300 0 7700 FOREST OIL CORP COM PAR $0.01 346091705 415 62000 SH SOLE 35400 0 26600 FORTINET INC COM 34959E109 1036 49300 SH SOLE 28100 0 21200 FORTUNE BRANDS HOME & SEC IN COM 34964C106 321 11000 SH SOLE 6200 0 4800 FOSTER L B CO COM 350060109 469 10800 SH SOLE 6200 0 4600 FRANCESCAS HLDGS CORP COM 351793104 1556 60000 SH SOLE 34300 0 25700 FREIGHTCAR AMER INC COM 357023100 238 10600 SH SOLE 6000 0 4600 FUSION-IO INC COM 36112J107 1296 56500 SH SOLE 32200 0 24300 FUTUREFUEL CORPORATION COM 36116M106 270 22800 SH SOLE 13000 0 9800 FX ENERGY INC COM 302695101 95 23200 SH SOLE 13200 0 10000 FXCM INC COM CL A 302693106 364 36100 SH SOLE 20600 0 15500 GANNETT INC COM 364730101 193 10700 SH SOLE 6200 0 4500 GAP INC DEL COM 364760108 1180 38000 SH SOLE 21600 0 16400 GARTNER INC COM 366651107 810 17600 SH SOLE 10100 0 7500 GENCORP INC COM 368682100 123 13400 SH SOLE 7500 0 5900 GENMARK DIAGNOSTICS INC COM 372309104 101 11181 SH SOLE 6180 0 5001 GENOMIC HEALTH INC COM 37244C101 498 18300 SH SOLE 10400 0 7900 GENPACT LIMITED SHS G3922B107 944 60900 SH SOLE 34800 0 26100 GENTIVA HEALTH SERVICES INC COM 37247A102 185 18400 SH SOLE 10500 0 7900 GENWORTH FINL INC COM CL A 37247D106 441 58700 SH SOLE 33500 0 25200 GEO GROUP INC COM 36159R103 835 29613 SH SOLE 16772 0 12841 GERDAU S A SPON ADR REP PFD 373737105 505 56200 SH SOLE 32100 0 24100 GLOBAL CASH ACCESS HLDGS INC COM 378967103 122 15500 SH SOLE 8800 0 6700 GLOBUS MED INC CL A 379577208 176 16800 SH SOLE 9700 0 7100 GNC HLDGS INC COM CL A 36191G107 632 19000 SH SOLE 10800 0 8200 GOLAR LNG LTD BERMUDA SHS G9456A100 1236 33600 SH SOLE 19200 0 14400 GOLDEN MINERALS CO COM 381119106 56 12100 SH SOLE 6900 0 5200 GOODRICH PETE CORP COM NEW 382410405 502 53900 SH SOLE 30800 0 23100 GOODYEAR TIRE & RUBR CO COM 382550101 525 38000 SH SOLE 21700 0 16300 GRACO INC COM 384109104 793 15400 SH SOLE 8800 0 6600 GRAFTECH INTL LTD COM 384313102 574 61100 SH SOLE 34900 0 26200 GRAN TIERRA ENERGY INC COM 38500T101 819 148700 SH SOLE 84800 0 63900 GRANITE CONSTR INC COM 387328107 783 23300 SH SOLE 13300 0 10000 GRANITE REAL ESTATE INC COM 387431109 228 6000 SH SOLE 3400 0 2600 GRAPHIC PACKAGING HLDG CO COM 388689101 453 70100 SH SOLE 40000 0 30100 GREATBATCH INC COM 39153L106 211 9100 SH SOLE 5200 0 3900 GREEN DOT CORP CL A 39304D102 298 24400 SH SOLE 13800 0 10600 GREIF INC CL A 397624107 267 6000 SH SOLE 3500 0 2500 GROUP 1 AUTOMOTIVE INC COM 398905109 384 6200 SH SOLE 3600 0 2600 GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 1045 64600 SH SOLE 36900 0 27700 GULFMARK OFFSHORE INC CL A NEW 402629208 627 18200 SH SOLE 10400 0 7800 HAIN CELESTIAL GROUP INC COM 405217100 1404 25900 SH SOLE 14600 0 11300 HALOZYME THERAPEUTICS INC COM 40637H109 202 30100 SH SOLE 17200 0 12900 HANCOCK HLDG CO COM 410120109 425 13400 SH SOLE 7600 0 5800 HANGER INC COM NEW 41043F208 484 17700 SH SOLE 10100 0 7600 HANMI FINL CORP COM NEW 410495204 336 24700 SH SOLE 14100 0 10600 HARBINGER GROUP INC COM 41146A106 588 76500 SH SOLE 43600 0 32900 HARMONIC INC COM 413160102 99 19600 SH SOLE 11100 0 8500 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1228 137000 SH SOLE 78200 0 58800 HARTFORD FINL SVCS GROUP INC COM 416515104 705 31400 SH SOLE 17900 0 13500 HAWAIIAN ELEC INDUSTRIES COM 419870100 365 14500 SH SOLE 8200 0 6300 HAWAIIAN HOLDINGS INC COM 419879101 121 18400 SH SOLE 10500 0 7900 HEADWATERS INC COM 42210P102 225 26300 SH SOLE 14900 0 11400 HEALTH NET INC COM 42222G108 620 25500 SH SOLE 14600 0 10900 HEALTHSOUTH CORP COM NEW 421924309 1100 52100 SH SOLE 29700 0 22400 HEALTHSTREAM INC COM 42222N103 282 11600 SH SOLE 6600 0 5000 HEARTLAND EXPRESS INC COM 422347104 494 37800 SH SOLE 21500 0 16300 HEIDRICK & STRUGGLES INTL IN COM 422819102 177 11600 SH SOLE 6600 0 5000 HERBALIFE LTD COM USD SHS G4412G101 1657 50300 SH SOLE 28600 0 21700 HERSHEY CO COM 427866108 260 3600 SH SOLE 2100 0 1500 HESS CORP COM 42809H107 620 11700 SH SOLE 6700 0 5000 HIBBETT SPORTS INC COM 428567101 306 5800 SH SOLE 3200 0 2600 HILL ROM HLDGS INC COM 431475102 234 8200 SH SOLE 4700 0 3500 HILLENBRAND INC COM 431571108 859 38000 SH SOLE 22000 0 16000 HILLSHIRE BRANDS CO COM 432589109 504 17900 SH SOLE 10200 0 7700 HOLLYFRONTIER CORP COM 436106108 1271 27300 SH SOLE 15500 0 11800 HOLOGIC INC COM 436440101 342 17100 SH SOLE 9800 0 7300 HOME BANCSHARES INC COM 436893200 363 11000 SH SOLE 6200 0 4800 HOMEOWNERS CHOICE INC COM 43741E103 264 12700 SH SOLE 7200 0 5500 HOMESTREET INC COM 43785V102 491 19200 SH SOLE 11000 0 8200 HORACE MANN EDUCATORS CORP N COM 440327104 303 15200 SH SOLE 8700 0 6500 HORNBECK OFFSHORE SVCS INC N COM 440543106 635 18500 SH SOLE 10500 0 8000 HUANENG PWR INTL INC SPON ADR H SHS 443304100 316 8500 SH SOLE 4900 0 3600 HUBBELL INC CL B 443510201 245 2900 SH SOLE 1700 0 1200 HUNTINGTON BANCSHARES INC COM 446150104 260 40700 SH SOLE 23300 0 17400 HUNTINGTON INGALLS INDS INC COM 446413106 312 7200 SH SOLE 4000 0 3200 HYATT HOTELS CORP COM CL A 448579102 1084 28100 SH SOLE 16000 0 12100 IAC INTERACTIVECORP COM PAR $.001 44919P508 2235 47300 SH SOLE 26900 0 20400 IBERIABANK CORP COM 450828108 363 7400 SH SOLE 4200 0 3200 ICON PUB LTD CO SPONSORED ADR 45103T107 269 9700 SH SOLE 5600 0 4100 IDACORP INC COM 451107106 316 7300 SH SOLE 4200 0 3100 IDEXX LABS INC COM 45168D104 1030 11100 SH SOLE 6300 0 4800 IGATE CORP COM 45169U105 293 18600 SH SOLE 10600 0 8000 IMMERSION CORP COM 452521107 139 20300 SH SOLE 11831 0 8469 INCYTE CORP COM 45337C102 897 54000 SH SOLE 30700 0 23300 INFINERA CORPORATION COM 45667G103 252 43400 SH SOLE 24700 0 18700 INFOBLOX INC COM 45672H104 1078 60000 SH SOLE 34300 0 25700 ING GROEP N V SPONSORED ADR 456837103 730 76900 SH SOLE 43900 0 33000 INGREDION INC COM 457187102 367 5700 SH SOLE 3200 0 2500 INNOSPEC INC COM 45768S105 428 12400 SH SOLE 7100 0 5300 INSPERITY INC COM 45778Q107 238 7300 SH SOLE 4200 0 3100 INTEGRATED DEVICE TECHNOLOGY COM 458118106 564 77200 SH SOLE 44100 0 33100 INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 626 22498 SH SOLE 12798 0 9700 INTERCONTINENTALEXCHANGE INC COM 45865V100 334 2700 SH SOLE 1600 0 1100 INTERNATIONAL GAME TECHNOLOG COM 459902102 213 15000 SH SOLE 8600 0 6400 INTERNATIONAL RECTIFIER CORP COM 460254105 906 51100 SH SOLE 29100 0 22000 INTERXION HOLDING N.V SHS N47279109 318 13400 SH SOLE 7600 0 5800 INTL PAPER CO COM 460146103 279 7000 SH SOLE 4000 0 3000 INTUITIVE SURGICAL INC COM NEW 46120E602 1275 2600 SH SOLE 1500 0 1100 INVACARE CORP COM 461203101 432 26500 SH SOLE 15100 0 11400 INVESCO MORTGAGE CAPITAL INC COM 46131B100 254 12900 SH SOLE 7300 0 5600 INVESTORS BANCORP INC COM 46146P102 236 13300 SH SOLE 7700 0 5600 ION GEOPHYSICAL CORP COM 462044108 462 71000 SH SOLE 40400 0 30600 IROBOT CORP COM 462726100 483 25800 SH SOLE 14700 0 11100 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 429 38700 SH SOLE 22000 0 16700 ISTAR FINL INC COM 45031U101 402 49300 SH SOLE 28200 0 21100 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 245 14900 SH SOLE 8500 0 6400 ITRON INC COM 465741106 241 5400 SH SOLE 3100 0 2300 ITT CORP NEW COM NEW 450911201 666 28400 SH SOLE 16300 0 12100 ITT EDUCATIONAL SERVICES INC COM 45068B109 571 33000 SH SOLE 18800 0 14200 JABIL CIRCUIT INC COM 466313103 1379 71500 SH SOLE 40800 0 30700 JARDEN CORP COM 471109108 1184 22900 SH SOLE 13100 0 9800 JETBLUE AIRWAYS CORP COM 477143101 476 83200 SH SOLE 47500 0 35700 JONES LANG LASALLE INC COM 48020Q107 1074 12800 SH SOLE 7300 0 5500 JOS A BANK CLOTHIERS INC COM 480838101 519 12200 SH SOLE 7000 0 5200 KAPSTONE PAPER & PACKAGING C COM 48562P103 595 26800 SH SOLE 15300 0 11500 KELLY SVCS INC CL A 488152208 334 21200 SH SOLE 12100 0 9100 KEY ENERGY SVCS INC COM 492914106 233 33500 SH SOLE 19100 0 14400 KEYCORP NEW COM 493267108 165 19600 SH SOLE 11200 0 8400 KEYW HLDG CORP COM 493723100 132 10400 SH SOLE 5900 0 4500 KFORCE INC COM 493732101 376 26200 SH SOLE 15000 0 11200 KINDER MORGAN INC DEL COM 49456B101 219 6200 SH SOLE 3600 0 2600 KINDRED HEALTHCARE INC COM 494580103 171 15800 SH SOLE 9000 0 6800 KITE RLTY GROUP TR COM 49803T102 160 28600 SH SOLE 16300 0 12300 KLA-TENCOR CORP COM 482480100 229 4800 SH SOLE 2700 0 2100 KOPPERS HOLDINGS INC COM 50060P106 309 8100 SH SOLE 4600 0 3500 KOSMOS ENERGY LTD SHS G5315B107 146 11800 SH SOLE 6700 0 5100 KULICKE & SOFFA INDS INC COM 501242101 711 59300 SH SOLE 33800 0 25500 LABORATORY CORP AMER HLDGS COM NEW 50540R409 234 2700 SH SOLE 1600 0 1100 LANDSTAR SYS INC COM 515098101 1033 19700 SH SOLE 11200 0 8500 LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 396 16800 SH SOLE 9600 0 7200 LEAR CORP COM NEW 521865204 225 4800 SH SOLE 2800 0 2000 LEGG MASON INC COM 524901105 219 8500 SH SOLE 4800 0 3700 LEUCADIA NATL CORP COM 527288104 978 41100 SH SOLE 23500 0 17600 LEXINGTON REALTY TRUST COM 529043101 110 10500 SH SOLE 6100 0 4400 LEXMARK INTL NEW CL A 529771107 364 15700 SH SOLE 9000 0 6700 LG DISPLAY CO LTD SPONS ADR REP 50186V102 460 31800 SH SOLE 18200 0 13600 LINCOLN NATL CORP IND COM 534187109 1160 44800 SH SOLE 25500 0 19300 LINDSAY CORP COM 535555106 745 9300 SH SOLE 5200 0 4100 LINKEDIN CORP COM CL A 53578A108 827 7200 SH SOLE 4100 0 3100 LIQUIDITY SERVICES INC COM 53635B107 866 21200 SH SOLE 12100 0 9100 LITTELFUSE INC COM 537008104 488 7900 SH SOLE 4600 0 3300 LOCKHEED MARTIN CORP COM 539830109 554 6000 SH SOLE 3300 0 2700 LOGMEIN INC COM 54142L109 495 22100 SH SOLE 12600 0 9500 LORAL SPACE & COMMUNICATNS I COM 543881106 946 17300 SH SOLE 9900 0 7400 LORILLARD INC COM 544147101 1272 10900 SH SOLE 6200 0 4700 LSI CORPORATION COM 502161102 1293 182900 SH SOLE 104400 0 78500 LTC PPTYS INC COM 502175102 320 9100 SH SOLE 5200 0 3900 LTX-CREDENCE CORP COM NEW 502403207 276 42100 SH SOLE 24100 0 18000 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 428 8100 SH SOLE 4600 0 3500 LUMINEX CORP DEL COM 55027E102 358 21300 SH SOLE 12100 0 9200 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1056 18500 SH SOLE 10500 0 8000 MACYS INC COM 55616P104 1580 40500 SH SOLE 23100 0 17400 MADDEN STEVEN LTD COM 556269108 380 9000 SH SOLE 4900 0 4100 MADISON SQUARE GARDEN CO CL A 55826P100 412 9300 SH SOLE 5300 0 4000 MAGELLAN HEALTH SVCS INC COM NEW 559079207 372 7600 SH SOLE 4300 0 3300 MAGICJACK VOCALTEC LTD SHS M6787E101 346 19000 SH SOLE 10800 0 8200 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 815 51200 SH SOLE 29200 0 22000 MAIDEN HOLDINGS LTD SHS G5753U112 291 31700 SH SOLE 17500 0 14200 MANHATTAN ASSOCS INC COM 562750109 434 7200 SH SOLE 4100 0 3100 MARATHON PETE CORP COM 56585A102 1128 17900 SH SOLE 10100 0 7800 MARRIOTT INTL INC NEW CL A 571903202 1152 30900 SH SOLE 17600 0 13300 MARSH & MCLENNAN COS INC COM 571748102 286 8300 SH SOLE 4700 0 3600 MARTIN MARIETTA MATLS INC COM 573284106 613 6500 SH SOLE 3700 0 2800 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1092 150400 SH SOLE 85800 0 64600 MASIMO CORP COM 574795100 504 24000 SH SOLE 13700 0 10300 MASTEC INC COM 576323109 808 32400 SH SOLE 18500 0 13900 MASTERCARD INC CL A 57636Q104 737 1500 SH SOLE 900 0 600 MATSON INC COM 57686G105 522 21100 SH SOLE 12000 0 9100 MAXIMUS INC COM 577933104 468 7400 SH SOLE 4200 0 3200 MB FINANCIAL INC NEW COM 55264U108 440 22300 SH SOLE 12700 0 9600 MCDERMOTT INTL INC COM 580037109 156 14200 SH SOLE 8200 0 6000 MCGRAW HILL COS INC COM 580645109 1066 19500 SH SOLE 11200 0 8300 MCKESSON CORP COM 58155Q103 902 9300 SH SOLE 5300 0 4000 MDU RES GROUP INC COM 552690109 302 14200 SH SOLE 8100 0 6100 MEAD JOHNSON NUTRITION CO COM 582839106 797 12100 SH SOLE 6900 0 5200 MEADOWBROOK INS GROUP INC COM 58319P108 134 23100 SH SOLE 13200 0 9900 MEADWESTVACO CORP COM 583334107 905 28400 SH SOLE 16300 0 12100 MEDICINES CO COM 584688105 609 25400 SH SOLE 14500 0 10900 MEDIDATA SOLUTIONS INC COM 58471A105 302 7700 SH SOLE 4300 0 3400 MELLANOX TECHNOLOGIES LTD SHS M51363113 2987 50300 SH SOLE 28700 0 21600 MENTOR GRAPHICS CORP COM 587200106 567 33300 SH SOLE 19100 0 14200 MERCADOLIBRE INC COM 58733R102 1885 24000 SH SOLE 13700 0 10300 MERITOR INC COM 59001K100 90 19100 SH SOLE 10900 0 8200 METALS USA HLDGS CORP COM 59132A104 308 17600 SH SOLE 10100 0 7500 METLIFE INC COM 59156R108 764 23200 SH SOLE 13200 0 10000 METROPCS COMMUNICATIONS INC COM 591708102 848 85300 SH SOLE 48700 0 36600 MGM RESORTS INTERNATIONAL COM 552953101 346 29700 SH SOLE 17000 0 12700 MICHAEL KORS HLDGS LTD SHS G60754101 964 18900 SH SOLE 10800 0 8100 MICRON TECHNOLOGY INC COM 595112103 978 154200 SH SOLE 88000 0 66200 MICROS SYS INC COM 594901100 942 22200 SH SOLE 12600 0 9600 MICROSEMI CORP COM 595137100 953 45300 SH SOLE 25900 0 19400 MICROSOFT CORP COM 594918104 1253 46900 SH SOLE 26700 0 20200 MICROSTRATEGY INC CL A NEW 594972408 542 5800 SH SOLE 3200 0 2600 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 821 151500 SH SOLE 86400 0 65100 MOHAWK INDS INC COM 608190104 425 4700 SH SOLE 2600 0 2100 MOLSON COORS BREWING CO CL B 60871R209 518 12100 SH SOLE 6800 0 5300 MONRO MUFFLER BRAKE INC COM 610236101 332 9500 SH SOLE 5500 0 4000 MONSANTO CO NEW COM 61166W101 596 6300 SH SOLE 3500 0 2800 MONSTER BEVERAGE CORP COM 611740101 1966 37200 SH SOLE 21100 0 16100 MONSTER WORLDWIDE INC COM 611742107 260 46300 SH SOLE 26300 0 20000 MOODYS CORP COM 615369105 362 7200 SH SOLE 4100 0 3100 MOOG INC CL A 615394202 599 14600 SH SOLE 8200 0 6400 MORGAN STANLEY COM NEW 617446448 249 13000 SH SOLE 7400 0 5600 MORNINGSTAR INC COM 617700109 440 7000 SH SOLE 4000 0 3000 MOVADO GROUP INC COM 624580106 816 26600 SH SOLE 15100 0 11500 MOVE INC COM NEW 62458M207 132 17400 SH SOLE 10000 0 7400 MTS SYS CORP COM 553777103 357 7000 SH SOLE 4000 0 3000 MUELLER INDS INC COM 624756102 400 8000 SH SOLE 4500 0 3500 MUELLER WTR PRODS INC COM SER A 624758108 167 29800 SH SOLE 17000 0 12800 MULTIMEDIA GAMES HLDG CO INC COM 625453105 160 10900 SH SOLE 6200 0 4700 MYR GROUP INC DEL COM 55405W104 209 9400 SH SOLE 5300 0 4100 MYRIAD GENETICS INC COM 62855J104 877 32200 SH SOLE 18300 0 13900 NABORS INDUSTRIES LTD SHS G6359F103 1543 106800 SH SOLE 60900 0 45900 NATIONAL CINEMEDIA INC COM 635309107 178 12600 SH SOLE 7200 0 5400 NATIONAL OILWELL VARCO INC COM 637071101 205 3000 SH SOLE 1700 0 1300 NATIONAL PENN BANCSHARES INC COM 637138108 189 20300 SH SOLE 11600 0 8700 NAVIGANT CONSULTING INC COM 63935N107 307 27500 SH SOLE 15700 0 11800 NAVISTAR INTL CORP NEW COM 63934E108 1535 70500 SH SOLE 40100 0 30400 NCI BUILDING SYS INC COM NEW 628852204 277 19900 SH SOLE 11637 0 8263 NELNET INC CL A 64031N108 298 10000 SH SOLE 5700 0 4300 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 488 95500 SH SOLE 54500 0 41000 NETAPP INC COM 64110D104 205 6100 SH SOLE 3500 0 2600 NETEASE INC SPONSORED ADR 64110W102 1106 26000 SH SOLE 14800 0 11200 NEW YORK TIMES CO CL A 650111107 589 69100 SH SOLE 39400 0 29700 NEWCASTLE INVT CORP COM 65105M108 199 22900 SH SOLE 13100 0 9800 NEWELL RUBBERMAID INC COM 651229106 403 18100 SH SOLE 10300 0 7800 NEWFIELD EXPL CO COM 651290108 1146 42800 SH SOLE 24400 0 18400 NEWMARKET CORP COM 651587107 367 1400 SH SOLE 800 0 600 NEWPARK RES INC COM PAR $.01NEW 651718504 418 53300 SH SOLE 30300 0 23000 NEWS CORP CL A 65248E104 745 29200 SH SOLE 16700 0 12500 NEXSTAR BROADCASTING GROUP I CL A 65336K103 367 34700 SH SOLE 19800 0 14900 NIC INC COM 62914B100 690 42200 SH SOLE 24100 0 18100 NIELSEN HOLDINGS N V COM N63218106 450 14700 SH SOLE 8400 0 6300 NISOURCE INC COM 65473P105 334 13400 SH SOLE 7700 0 5700 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 223 6400 SH SOLE 3600 0 2800 NOBLE ENERGY INC COM 655044105 549 5400 SH SOLE 3100 0 2300 NORANDA ALUM HLDG CORP COM 65542W107 125 20400 SH SOLE 11700 0 8700 NORFOLK SOUTHERN CORP COM 655844108 216 3500 SH SOLE 2000 0 1500 NORTHSTAR RLTY FIN CORP COM 66704R100 202 28700 SH SOLE 16400 0 12300 NOVO-NORDISK A S ADR 670100205 914 5600 SH SOLE 3100 0 2500 NPS PHARMACEUTICALS INC COM 62936P103 891 97900 SH SOLE 55800 0 42100 NRG ENERGY INC COM NEW 629377508 1253 54500 SH SOLE 31000 0 23500 NTELOS HLDGS CORP COM NEW 67020Q305 249 19000 SH SOLE 10800 0 8200 NUVASIVE INC COM 670704105 646 41800 SH SOLE 23800 0 18000 NV ENERGY INC COM 67073Y106 268 14800 SH SOLE 8500 0 6300 NVIDIA CORP COM 67066G104 695 56700 SH SOLE 32400 0 24300 NXP SEMICONDUCTORS N V COM N6596X109 605 23000 SH SOLE 13100 0 9900 NXSTAGE MEDICAL INC COM 67072V103 384 34100 SH SOLE 19500 0 14600 OCWEN FINL CORP COM NEW 675746309 2245 64900 SH SOLE 37000 0 27900 OFFICEMAX INC DEL COM 67622P101 159 16300 SH SOLE 9300 0 7000 OIL STS INTL INC COM 678026105 851 11900 SH SOLE 6700 0 5200 OLD REP INTL CORP COM 680223104 1034 97100 SH SOLE 55400 0 41700 OLIN CORP COM PAR $1 680665205 222 10300 SH SOLE 5900 0 4400 OM GROUP INC COM 670872100 360 16200 SH SOLE 9300 0 6900 OMEROS CORP COM 682143102 117 22500 SH SOLE 12800 0 9700 OMNICARE INC COM 681904108 325 9000 SH SOLE 5100 0 3900 OMNOVA SOLUTIONS INC COM 682129101 72 10200 SH SOLE 5800 0 4400 ON SEMICONDUCTOR CORP COM 682189105 185 26300 SH SOLE 15000 0 11300 ONYX PHARMACEUTICALS INC COM 683399109 249 3300 SH SOLE 1900 0 1400 ORASURE TECHNOLOGIES INC COM 68554V108 427 59500 SH SOLE 33900 0 25600 ORTHOFIX INTL N V COM N6748L102 468 11900 SH SOLE 6800 0 5100 OTTER TAIL CORP COM 689648103 278 11100 SH SOLE 6400 0 4700 OWENS CORNING NEW COM 690742101 399 10800 SH SOLE 6100 0 4700 OWENS ILL INC COM NEW 690768403 623 29300 SH SOLE 16700 0 12600 OXFORD INDS INC COM 691497309 515 11100 SH SOLE 6300 0 4800 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 499 13500 SH SOLE 7700 0 5800 PANERA BREAD CO CL A 69840W108 524 3300 SH SOLE 1900 0 1400 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 610 27100 SH SOLE 15500 0 11600 PARKER DRILLING CO COM 701081101 154 33500 SH SOLE 19100 0 14400 PDL BIOPHARMA INC COM 69329Y104 727 103200 SH SOLE 58900 0 44300 PEABODY ENERGY CORP COM 704549104 237 8900 SH SOLE 5100 0 3800 PENN VA CORP COM 707882106 307 69600 SH SOLE 39700 0 29900 PEREGRINE SEMICONDUCTOR CORP COM 71366R703 171 11200 SH SOLE 6400 0 4800 PERFORMANT FINL CORP COM 71377E105 182 18000 SH SOLE 10200 0 7800 PERKINELMER INC COM 714046109 524 16500 SH SOLE 9400 0 7100 PETROCHINA CO LTD SPONSORED ADR 71646E100 503 3500 SH SOLE 2000 0 1500 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1147 58900 SH SOLE 33600 0 25300 PETSMART INC COM 716768106 294 4300 SH SOLE 2400 0 1900 PG&E CORP COM 69331C108 201 5000 SH SOLE 2900 0 2100 PHARMACYCLICS INC COM 716933106 861 14900 SH SOLE 8400 0 6500 PHH CORP COM NEW 693320202 373 16400 SH SOLE 9300 0 7100 PHILLIPS 66 COM 718546104 1843 34700 SH SOLE 19900 0 14800 PHOTRONICS INC COM 719405102 330 55400 SH SOLE 31700 0 23700 PICO HLDGS INC COM NEW 693366205 215 10600 SH SOLE 6100 0 4500 PIKE ELEC CORP COM 721283109 167 17500 SH SOLE 10000 0 7500 PILGRIMS PRIDE CORP NEW COM 72147K108 367 50700 SH SOLE 28900 0 21800 PINNACLE FINL PARTNERS INC COM 72346Q104 317 16800 SH SOLE 9600 0 7200 PIONEER ENERGY SVCS CORP COM 723664108 340 46800 SH SOLE 26700 0 20100 PIPER JAFFRAY COS COM 724078100 283 8800 SH SOLE 5000 0 3800 PLATINUM UNDERWRITER HLDGS L COM G7127P100 948 20600 SH SOLE 11800 0 8800 PLUM CREEK TIMBER CO INC COM 729251108 923 20800 SH SOLE 11900 0 8900 PNC FINL SVCS GROUP INC COM 693475105 362 6200 SH SOLE 3600 0 2600 PNM RES INC COM 69349H107 1108 54000 SH SOLE 30900 0 23100 POLARIS INDS INC COM 731068102 1321 15700 SH SOLE 8900 0 6800 POPULAR INC COM NEW 733174700 1235 59400 SH SOLE 33900 0 25500 PORTLAND GEN ELEC CO COM NEW 736508847 670 24500 SH SOLE 13900 0 10600 POST HLDGS INC COM 737446104 798 23300 SH SOLE 13300 0 10000 POTLATCH CORP NEW COM 737630103 372 9500 SH SOLE 5400 0 4100 PPG INDS INC COM 693506107 1096 8100 SH SOLE 4600 0 3500 PRAXAIR INC COM 74005P104 219 2000 SH SOLE 1100 0 900 PREMIERE GLOBAL SVCS INC COM 740585104 143 14600 SH SOLE 8300 0 6300 PRGX GLOBAL INC COM NEW 69357C503 215 33400 SH SOLE 19100 0 14300 PRICE T ROWE GROUP INC COM 74144T108 983 15100 SH SOLE 8700 0 6400 PRICELINE COM INC COM NEW 741503403 2233 3600 SH SOLE 2100 0 1500 PRICESMART INC COM 741511109 208 2700 SH SOLE 1500 0 1200 PRINCIPAL FINL GROUP INC COM 74251V102 1235 43300 SH SOLE 24700 0 18600 PRIVATEBANCORP INC COM 742962103 804 52494 SH SOLE 29170 0 23324 PROASSURANCE CORP COM 74267C106 1126 26700 SH SOLE 15200 0 11500 PROOFPOINT INC COM 743424103 343 27900 SH SOLE 15900 0 12000 PROSPERITY BANCSHARES INC COM 743606105 286 6800 SH SOLE 3900 0 2900 PROVIDENT FINL SVCS INC COM 74386T105 151 10100 SH SOLE 5700 0 4400 PRUDENTIAL FINL INC COM 744320102 1392 26100 SH SOLE 14800 0 11300 PS BUSINESS PKS INC CALIF COM 69360J107 533 8200 SH SOLE 4700 0 3500 PUBLIC STORAGE COM 74460D109 797 5500 SH SOLE 3100 0 2400 PULTE GROUP INC COM 745867101 1057 58200 SH SOLE 33200 0 25000 QLOGIC CORP COM 747277101 1240 127400 SH SOLE 72800 0 54600 QUALITY SYS INC COM 747582104 311 17900 SH SOLE 10200 0 7700 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 826 30900 SH SOLE 17600 0 13300 RAYMOND JAMES FINANCIAL INC COM 754730109 956 24800 SH SOLE 14200 0 10600 RAYONIER INC COM 754907103 1031 19900 SH SOLE 11400 0 8500 RAYTHEON CO COM NEW 755111507 547 9500 SH SOLE 5300 0 4200 REACHLOCAL INC COM 75525F104 207 16000 SH SOLE 9081 0 6919 REGAL BELOIT CORP COM 758750103 669 9500 SH SOLE 5400 0 4100 REGIONS FINL CORP NEW COM 7591EP100 458 64300 SH SOLE 36700 0 27600 REINSURANCE GROUP AMER INC COM NEW 759351604 567 10600 SH SOLE 6000 0 4600 RENT A CTR INC NEW COM 76009N100 371 10800 SH SOLE 5700 0 5100 REPUBLIC AWYS HLDGS INC COM 760276105 239 42000 SH SOLE 24000 0 18000 RESEARCH IN MOTION LTD COM 760975102 1348 113600 SH SOLE 64800 0 48800 RESOURCES CONNECTION INC COM 76122Q105 167 14000 SH SOLE 8100 0 5900 REYNOLDS AMERICAN INC COM 761713106 485 11700 SH SOLE 6700 0 5000 RIGEL PHARMACEUTICALS INC COM NEW 766559603 652 100300 SH SOLE 57200 0 43100 RIVERBED TECHNOLOGY INC COM 768573107 1905 96600 SH SOLE 55100 0 41500 ROBERT HALF INTL INC COM 770323103 1336 42000 SH SOLE 24000 0 18000 ROCK-TENN CO CL A 772739207 336 4800 SH SOLE 2700 0 2100 ROCKWELL AUTOMATION INC COM 773903109 596 7100 SH SOLE 4000 0 3100 ROCKWELL COLLINS INC COM 774341101 489 8400 SH SOLE 4700 0 3700 ROLLINS INC COM 775711104 406 18400 SH SOLE 10500 0 7900 ROSS STORES INC COM 778296103 746 13800 SH SOLE 7900 0 5900 ROWAN COMPANIES PLC SHS CL A G7665A101 760 24300 SH SOLE 13800 0 10500 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 354 10400 SH SOLE 5900 0 4500 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 290 4200 SH SOLE 2400 0 1800 RPM INTL INC COM 749685103 443 15100 SH SOLE 8600 0 6500 RPX CORP COM 74972G103 114 12600 SH SOLE 7200 0 5400 RUDOLPH TECHNOLOGIES INC COM 781270103 261 19400 SH SOLE 11000 0 8400 SABRA HEALTH CARE REIT INC COM 78573L106 209 9600 SH SOLE 5500 0 4100 SAIC INC COM 78390X101 1017 89800 SH SOLE 51200 0 38600 SALIX PHARMACEUTICALS INC COM 795435106 652 16100 SH SOLE 9200 0 6900 SALLY BEAUTY HLDGS INC COM 79546E104 1171 49700 SH SOLE 28300 0 21400 SANDERSON FARMS INC COM 800013104 423 8900 SH SOLE 5200 0 3700 SANMINA CORPORATION COM 801056102 152 13700 SH SOLE 7800 0 5900 SANTARUS INC COM 802817304 829 75500 SH SOLE 43100 0 32400 SAPIENT CORP COM 803062108 552 52300 SH SOLE 29800 0 22500 SAUER-DANFOSS INC COM 804137107 704 13200 SH SOLE 7500 0 5700 SBA COMMUNICATIONS CORP COM 78388J106 880 12400 SH SOLE 7000 0 5400 SCHOLASTIC CORP COM 807066105 423 14300 SH SOLE 8100 0 6200 SCHWEITZER-MAUDUIT INTL INC COM 808541106 449 11500 SH SOLE 6500 0 5000 SCICLONE PHARMACEUTICALS INC COM 80862K104 156 36200 SH SOLE 20800 0 15400 SCRIPPS E W CO OHIO CL A NEW 811054402 377 34900 SH SOLE 19900 0 15000 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 614 10600 SH SOLE 6000 0 4600 SEACHANGE INTL INC COM 811699107 203 21000 SH SOLE 12000 0 9000 SEACOR HOLDINGS INC COM 811904101 310 3700 SH SOLE 2100 0 1600 SELECT COMFORT CORP COM 81616X103 2046 78200 SH SOLE 44600 0 33600 SELECT INCOME REIT COM SH BEN INT 81618T100 381 15400 SH SOLE 8700 0 6700 SELECTIVE INS GROUP INC COM 816300107 303 15700 SH SOLE 8900 0 6800 SEMTECH CORP COM 816850101 750 25900 SH SOLE 14800 0 11100 SERVICE CORP INTL COM 817565104 405 29300 SH SOLE 16700 0 12600 SHERWIN WILLIAMS CO COM 824348106 1000 6500 SH SOLE 3700 0 2800 SHFL ENTMT INC COM 78423R105 418 28800 SH SOLE 16400 0 12400 SIEMENS A G SPONSORED ADR 826197501 766 7000 SH SOLE 4000 0 3000 SIGNET JEWELERS LIMITED SHS G81276100 203 3800 SH SOLE 2200 0 1600 SIMON PPTY GROUP INC NEW COM 828806109 300 1900 SH SOLE 1000 0 900 SINCLAIR BROADCAST GROUP INC CL A 829226109 551 43700 SH SOLE 25000 0 18700 SIX FLAGS ENTMT CORP NEW COM 83001A102 269 4400 SH SOLE 2400 0 2000 SK TELECOM LTD SPONSORED ADR 78440P108 165 10400 SH SOLE 5900 0 4500 SKILLED HEALTHCARE GROUP INC CL A 83066R107 69 10884 SH SOLE 6315 0 4569 SKYWEST INC COM 830879102 223 17900 SH SOLE 10300 0 7600 SKYWORKS SOLUTIONS INC COM 83088M102 438 21600 SH SOLE 12300 0 9300 SL GREEN RLTY CORP COM 78440X101 414 5400 SH SOLE 3100 0 2300 SLM CORP COM 78442P106 384 22400 SH SOLE 12800 0 9600 SMITH & WESSON HLDG CORP COM 831756101 469 55600 SH SOLE 31800 0 23800 SOHU COM INC COM 83408W103 1330 28100 SH SOLE 16100 0 12000 SOLARWINDS INC COM 83416B109 435 8300 SH SOLE 4700 0 3600 SONOCO PRODS CO COM 835495102 294 9900 SH SOLE 5700 0 4200 SOUTHWEST AIRLS CO COM 844741108 551 53800 SH SOLE 30700 0 23100 SOUTHWEST GAS CORP COM 844895102 509 12000 SH SOLE 6800 0 5200 SPANSION INC COM CL A NEW 84649R200 186 13400 SH SOLE 7600 0 5800 SPECTRANETICS CORP COM 84760C107 270 18300 SH SOLE 10500 0 7800 SPECTRUM PHARMACEUTICALS INC COM 84763A108 408 36500 SH SOLE 20800 0 15700 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 200 11800 SH SOLE 6700 0 5100 SPLUNK INC COM 848637104 461 15900 SH SOLE 9100 0 6800 ST JOE CO COM 790148100 480 20800 SH SOLE 11900 0 8900 STAPLES INC COM 855030102 528 46300 SH SOLE 26400 0 19900 STEELCASE INC CL A 858155203 431 33800 SH SOLE 19400 0 14400 STEPAN CO COM 858586100 517 9300 SH SOLE 5300 0 4000 STEWART INFORMATION SVCS COR COM 860372101 689 26500 SH SOLE 15100 0 11400 STIFEL FINL CORP COM 860630102 991 31000 SH SOLE 17700 0 13300 STMICROELECTRONICS N V NY REGISTRY 861012102 270 37300 SH SOLE 21300 0 16000 STONE ENERGY CORP COM 861642106 925 45100 SH SOLE 25700 0 19400 STURM RUGER & CO INC COM 864159108 377 8300 SH SOLE 4600 0 3700 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 91 12400 SH SOLE 7100 0 5300 SUNSTONE HOTEL INVS INC NEW COM 867892101 1046 97700 SH SOLE 55800 0 41900 SUNTRUST BKS INC COM 867914103 298 10500 SH SOLE 5900 0 4600 SUPERNUS PHARMACEUTICALS INC COM 868459108 551 76900 SH SOLE 43800 0 33100 SURMODICS INC COM 868873100 259 11600 SH SOLE 6600 0 5000 SUSQUEHANNA BANCSHARES INC P COM 869099101 145 13800 SH SOLE 7800 0 6000 SUSSER HLDGS CORP COM 869233106 586 17000 SH SOLE 9467 0 7533 SVB FINL GROUP COM 78486Q101 918 16400 SH SOLE 9300 0 7100 SWIFT ENERGY CO COM 870738101 219 14200 SH SOLE 8100 0 6100 SWIFT TRANSN CO CL A 87074U101 461 50500 SH SOLE 28700 0 21800 SYKES ENTERPRISES INC COM 871237103 205 13500 SH SOLE 7800 0 5700 SYNACOR INC COM 871561106 562 102700 SH SOLE 58700 0 44000 SYNOPSYS INC COM 871607107 318 10000 SH SOLE 5700 0 4300 SYNTA PHARMACEUTICALS CORP COM 87162T206 220 24400 SH SOLE 13900 0 10500 SYNTEL INC COM 87162H103 1502 28000 SH SOLE 16000 0 12000 TANGOE INC COM 87582Y108 298 25100 SH SOLE 14200 0 10900 TARGA RES CORP COM 87612G101 555 10500 SH SOLE 6000 0 4500 TASER INTL INC COM 87651B104 989 110600 SH SOLE 63100 0 47500 TEAM HEALTH HOLDINGS INC COM 87817A107 432 15000 SH SOLE 8500 0 6500 TECH DATA CORP COM 878237106 300 6600 SH SOLE 3700 0 2900 TECO ENERGY INC COM 872375100 747 44600 SH SOLE 25500 0 19100 TELECOM ARGENTINA S A SPON ADR REP B 879273209 302 26500 SH SOLE 15100 0 11400 TELEFLEX INC COM 879369106 200 2800 SH SOLE 1600 0 1200 TELENAV INC COM 879455103 100 12500 SH SOLE 7200 0 5300 TENNANT CO COM 880345103 242 5500 SH SOLE 3100 0 2400 TERADYNE INC COM 880770102 1453 86000 SH SOLE 49100 0 36900 TERNIUM SA SPON ADR 880890108 1540 65400 SH SOLE 37300 0 28100 TESCO CORP COM 88157K101 156 13700 SH SOLE 7800 0 5900 TESORO CORP COM 881609101 2000 45400 SH SOLE 25900 0 19500 TETRA TECHNOLOGIES INC DEL COM 88162F105 238 31400 SH SOLE 17900 0 13500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 392 10500 SH SOLE 6000 0 4500 TEXTRON INC COM 883203101 892 36000 SH SOLE 20200 0 15800 THERMO FISHER SCIENTIFIC INC COM 883556102 236 3700 SH SOLE 2100 0 1600 THERMON GROUP HLDGS INC COM 88362T103 680 30181 SH SOLE 16519 0 13662 THOR INDS INC COM 885160101 1041 27800 SH SOLE 15800 0 12000 TIBCO SOFTWARE INC COM 88632Q103 741 33700 SH SOLE 19300 0 14400 TIDEWATER INC COM 886423102 509 11400 SH SOLE 6400 0 5000 TIME WARNER CABLE INC COM 88732J207 398 4100 SH SOLE 2300 0 1800 TIMKEN CO COM 887389104 225 4700 SH SOLE 2700 0 2000 TITAN INTL INC ILL COM 88830M102 402 18500 SH SOLE 10600 0 7900 TIVO INC COM 888706108 1020 82900 SH SOLE 47300 0 35600 TJX COS INC NEW COM 872540109 1770 41700 SH SOLE 23700 0 18000 TMS INTL CORP CL A 87261Q103 305 24400 SH SOLE 13900 0 10500 TOLL BROTHERS INC COM 889478103 1380 42700 SH SOLE 24400 0 18300 TOWER GROUP INC COM 891777104 379 21300 SH SOLE 12100 0 9200 TRACTOR SUPPLY CO COM 892356106 256 2900 SH SOLE 1600 0 1300 TRANSOCEAN LTD REG SHS H8817H100 545 12200 SH SOLE 7000 0 5200 TRAVELERS COMPANIES INC COM 89417E109 553 7700 SH SOLE 4400 0 3300 TREEHOUSE FOODS INC COM 89469A104 547 10500 SH SOLE 6000 0 4500 TREX CO INC COM 89531P105 1216 32651 SH SOLE 18808 0 13843 TRIUMPH GROUP INC NEW COM 896818101 1045 16000 SH SOLE 9100 0 6900 TRONOX LTD SHS CL A Q9235V101 496 27200 SH SOLE 15500 0 11700 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1088 20300 SH SOLE 11600 0 8700 TUPPERWARE BRANDS CORP COM 899896104 750 11700 SH SOLE 6600 0 5100 TYCO INTERNATIONAL LTD SHS H89128104 682 23300 SH SOLE 13300 0 10000 TYLER TECHNOLOGIES INC COM 902252105 925 19100 SH SOLE 10900 0 8200 TYSON FOODS INC CL A 902494103 563 29000 SH SOLE 16600 0 12400 U S AIRWAYS GROUP INC COM 90341W108 1094 81000 SH SOLE 46300 0 34700 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 388 17400 SH SOLE 10000 0 7400 ULTRATECH INC COM 904034105 690 18500 SH SOLE 10600 0 7900 UMPQUA HLDGS CORP COM 904214103 446 37800 SH SOLE 21600 0 16200 UNISYS CORP COM NEW 909214306 571 33000 SH SOLE 18800 0 14200 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 165 17500 SH SOLE 10100 0 7400 UNITED STATES CELLULAR CORP COM 911684108 596 16900 SH SOLE 9700 0 7200 UNITED STATIONERS INC COM 913004107 505 16300 SH SOLE 9300 0 7000 UNITED TECHNOLOGIES CORP COM 913017109 238 2900 SH SOLE 1700 0 1200 UNIVERSAL HLTH SVCS INC CL B 913903100 295 6100 SH SOLE 3500 0 2600 VAALCO ENERGY INC COM NEW 91851C201 221 25500 SH SOLE 14500 0 11000 VAIL RESORTS INC COM 91879Q109 216 4000 SH SOLE 2200 0 1800 VALASSIS COMMUNICATIONS INC COM 918866104 240 9300 SH SOLE 5300 0 4000 VALERO ENERGY CORP NEW COM 91913Y100 1559 45700 SH SOLE 26100 0 19600 VALIDUS HOLDINGS LTD COM SHS G9319H102 958 27700 SH SOLE 15800 0 11900 VALMONT INDS INC COM 920253101 628 4600 SH SOLE 2600 0 2000 VALSPAR CORP COM 920355104 237 3800 SH SOLE 2100 0 1700 VANGUARD HEALTH SYS INC COM 922036207 127 10400 SH SOLE 6000 0 4400 VANTIV INC CL A 92210H105 823 40300 SH SOLE 23000 0 17300 VARIAN MED SYS INC COM 92220P105 386 5500 SH SOLE 3100 0 2400 VASCO DATA SEC INTL INC COM 92230Y104 82 10100 SH SOLE 5700 0 4400 VECTOR GROUP LTD COM 92240M108 513 34500 SH SOLE 19700 0 14800 VERIFONE SYS INC COM 92342Y109 546 18400 SH SOLE 10500 0 7900 VERINT SYS INC COM 92343X100 393 13400 SH SOLE 7600 0 5800 VERTEX PHARMACEUTICALS INC COM 92532F100 880 21000 SH SOLE 11900 0 9100 VIACOM INC NEW CL B 92553P201 306 5800 SH SOLE 3300 0 2500 VIAD CORP COM NEW 92552R406 636 23400 SH SOLE 13300 0 10100 VIROPHARMA INC COM 928241108 1047 46000 SH SOLE 26300 0 19700 VISTEON CORP COM NEW 92839U206 936 17400 SH SOLE 9900 0 7500 VITAMIN SHOPPE INC COM 92849E101 407 7100 SH SOLE 4000 0 3100 VMWARE INC CL A COM 928563402 847 9000 SH SOLE 5100 0 3900 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1098 43600 SH SOLE 24900 0 18700 VOLCANO CORPORATION COM 928645100 404 17100 SH SOLE 9700 0 7400 VULCAN MATLS CO COM 929160109 973 18700 SH SOLE 10700 0 8000 WABCO HLDGS INC COM 92927K102 1056 16200 SH SOLE 9200 0 7000 WADDELL & REED FINL INC CL A 930059100 1079 31000 SH SOLE 17700 0 13300 WARNER CHILCOTT PLC IRELAND SHS A G94368100 1735 144100 SH SOLE 82300 0 61800 WEB COM GROUP INC COM 94733A104 459 31000 SH SOLE 17700 0 13300 WEBSTER FINL CORP CONN COM 947890109 738 35900 SH SOLE 20500 0 15400 WEIGHT WATCHERS INTL INC NEW COM 948626106 869 16600 SH SOLE 9500 0 7100 WELLS FARGO & CO NEW COM 949746101 1292 37800 SH SOLE 21500 0 16300 WENDYS CO COM 95058W100 80 17000 SH SOLE 9800 0 7200 WERNER ENTERPRISES INC COM 950755108 256 11800 SH SOLE 6700 0 5100 WESCO AIRCRAFT HLDGS INC COM 950814103 162 12300 SH SOLE 7100 0 5200 WESCO INTL INC COM 95082P105 283 4200 SH SOLE 2400 0 1800 WESTERN REFNG INC COM 959319104 3030 107500 SH SOLE 61300 0 46200 WEYERHAEUSER CO COM 962166104 298 10700 SH SOLE 6100 0 4600 WHITING PETE CORP NEW COM 966387102 317 7300 SH SOLE 4100 0 3200 WILEY JOHN & SONS INC CL A 968223206 973 25000 SH SOLE 14300 0 10700 WILSHIRE BANCORP INC COM 97186T108 140 23800 SH SOLE 13500 0 10300 WINTRUST FINANCIAL CORP COM 97650W108 1072 29200 SH SOLE 16600 0 12600 WISCONSIN ENERGY CORP COM 976657106 1076 29200 SH SOLE 16700 0 12500 WORLD FUEL SVCS CORP COM 981475106 350 8500 SH SOLE 4900 0 3600 WORTHINGTON INDS INC COM 981811102 884 34000 SH SOLE 19500 0 14500 WPX ENERGY INC COM 98212B103 634 42600 SH SOLE 24200 0 18400 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 461 29300 SH SOLE 16700 0 12600 WYNN RESORTS LTD COM 983134107 484 4300 SH SOLE 2400 0 1900 XENOPORT INC COM 98411C100 207 26600 SH SOLE 15200 0 11400 XL GROUP PLC SHS G98290102 917 36600 SH SOLE 20900 0 15700 XYRATEX LTD COM G98268108 162 19252 SH SOLE 10142 0 9110 YANDEX N V SHS CLASS A N97284108 530 24600 SH SOLE 14000 0 10600 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 914 62800 SH SOLE 35900 0 26900 YUM BRANDS INC COM 988498101 1295 19500 SH SOLE 11100 0 8400 ZILLOW INC CL A 98954A107 1035 37300 SH SOLE 21300 0 16000 ZIONS BANCORPORATION COM 989701107 1338 62500 SH SOLE 35700 0 26800