UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
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: Nine Chapters Capital Management, LLC
Address: 51 John F. Kennedy Parkway
Suite 280
Short Hills, NJ 07078
13F File Number: 028-15286
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: Peter J. Myers
Title: Chief Financial Officer
Phone: 973.218.9837
Signature, Place, and Date of Signing:
/s/ Peter J. Myers Short Hills, NJ May 15, 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: 828
Form 13F Information Table Value Total: $969,017 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
21VIANET GROUP INC SPONSORED ADR 90138A103 108 11500 SH SOLE 0 0 11500
8X8 INC NEW COM 282914100 103 15000 SH SOLE 0 0 15000
AAR CORP COM 000361105 303 16500 SH SOLE 0 0 16500
ABERCROMBIE & FITCH CO CL A 002896207 1016 22000 SH SOLE 0 0 22000
ACADIA RLTY TR COM SH BEN INT 004239109 286 10300 SH SOLE 0 0 10300
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 828 10900 SH SOLE 0 0 10900
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 916 22700 SH SOLE 0 0 22700
ACME PACKET INC COM 004764106 327 11200 SH SOLE 0 0 11200
ACTAVIS INC COM 00507K103 1501 16300 SH SOLE 0 0 16300
ACTIVISION BLIZZARD INC COM 00507V109 704 48300 SH SOLE 0 0 48300
ADVANCED ENERGY INDS COM 007973100 285 15600 SH SOLE 0 0 15600
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 209 50800 SH SOLE 0 0 50800
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 256 7800 SH SOLE 0 0 7800
AEGON N V NY REGISTRY SH 007924103 345 57400 SH SOLE 0 0 57400
AERCAP HOLDINGS NV SHS N00985106 1299 84100 SH SOLE 0 0 84100
AES CORP COM 00130H105 459 36500 SH SOLE 0 0 36500
AFFILIATED MANAGERS GROUP COM 008252108 491 3200 SH SOLE 0 0 3200
AG MTG INVT TR INC COM 001228105 2473 97100 SH SOLE 0 0 97100
AGCO CORP COM 001084102 777 14900 SH SOLE 0 0 14900
AGILENT TECHNOLOGIES INC COM 00846U101 1490 35500 SH SOLE 0 0 35500
AGNICO EAGLE MINES LTD COM 008474108 1416 34500 SH SOLE 0 0 34500
AGREE REALTY CORP COM 008492100 406 13500 SH SOLE 0 0 13500
AIR LEASE CORP CL A 00912X302 226 7700 SH SOLE 0 0 7700
AIR METHODS CORP COM PAR $.06 009128307 806 16700 SH SOLE 0 0 16700
AIRCASTLE LTD COM G0129K104 558 40800 SH SOLE 0 0 40800
AKAMAI TECHNOLOGIES INC COM 00971T101 350 9900 SH SOLE 0 0 9900
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 901 12700 SH SOLE 0 0 12700
ALLEGHANY CORP DEL COM 017175100 990 2500 SH SOLE 0 0 2500
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 465 7300 SH SOLE 0 0 7300
ALLIANT ENERGY CORP COM 018802108 994 19800 SH SOLE 0 0 19800
ALLIANT TECHSYSTEMS INC COM 018804104 2890 39900 SH SOLE 0 0 39900
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 529 5700 SH SOLE 0 0 5700
ALLSTATE CORP COM 020002101 5206 106100 SH SOLE 0 0 106100
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 921 37800 SH SOLE 0 0 37800
ALON USA ENERGY INC COM 020520102 768 40300 SH SOLE 0 0 40300
ALPHA NATURAL RESOURCES INC COM 02076X102 397 48400 SH SOLE 0 0 48400
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 725 10400 SH SOLE 0 0 10400
ALTRIA GROUP INC COM 02209S103 347 10100 SH SOLE 0 0 10100
AMBARELLA INC SHS G037AX101 481 30700 SH SOLE 0 0 30700
AMDOCS LTD ORD G02602103 6924 191000 SH SOLE 0 0 191000
AMERCO COM 023586100 868 5000 SH SOLE 0 0 5000
AMEREN CORP COM 023608102 5523 157700 SH SOLE 0 0 157700
AMERICAN CAP LTD COM 02503Y103 2566 175800 SH SOLE 0 0 175800
AMERICAN CAP MTG INVT CORP COM 02504A104 5044 195200 SH SOLE 0 0 195200
AMERICAN CAPITAL AGENCY CORP COM 02503X105 6641 202600 SH SOLE 0 0 202600
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1849 98900 SH SOLE 0 0 98900
AMERICAN ELEC PWR INC COM 025537101 4844 99600 SH SOLE 0 0 99600
AMERICAN INTL GROUP INC COM NEW 026874784 431 11100 SH SOLE 0 0 11100
AMERICAN RAILCAR INDS INC COM 02916P103 285 6100 SH SOLE 0 0 6100
AMERICAN SCIENCE & ENGR INC COM 029429107 1086 17800 SH SOLE 0 0 17800
AMERICAN STS WTR CO COM 029899101 489 8500 SH SOLE 0 0 8500
AMERICAN TOWER CORP NEW COM 03027X100 1992 25900 SH SOLE 0 0 25900
AMERICAN WTR WKS CO INC NEW COM 030420103 286 6900 SH SOLE 0 0 6900
AMGEN INC COM 031162100 226 2200 SH SOLE 0 0 2200
AMPHENOL CORP NEW CL A 032095101 209 2800 SH SOLE 0 0 2800
AMSURG CORP COM 03232P405 326 9700 SH SOLE 0 0 9700
ANALOG DEVICES INC COM 032654105 367 7900 SH SOLE 0 0 7900
ANALOGIC CORP COM PAR $0.05 032657207 371 4700 SH SOLE 0 0 4700
ANIXTER INTL INC COM 035290105 510 7300 SH SOLE 0 0 7300
ANN INC COM 035623107 630 21700 SH SOLE 0 0 21700
ANSYS INC COM 03662Q105 537 6600 SH SOLE 0 0 6600
ANWORTH MORTGAGE ASSET CP COM 037347101 559 88300 SH SOLE 0 0 88300
AOL INC COM 00184X105 2740 71200 SH SOLE 0 0 71200
APOGEE ENTERPRISES INC COM 037598109 469 16200 SH SOLE 0 0 16200
APOLLO COML REAL EST FIN INC COM 03762U105 2561 145600 SH SOLE 0 0 145600
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 1045 48300 SH SOLE 0 0 48300
APOLLO GROUP INC CL A 037604105 181 10400 SH SOLE 0 0 10400
APOLLO RESIDENTIAL MTG INC COM 03763V102 3179 142600 SH SOLE 0 0 142600
APPLIED MATLS INC COM 038222105 930 69000 SH SOLE 0 0 69000
ARCHER DANIELS MIDLAND CO COM 039483102 860 25500 SH SOLE 0 0 25500
ARES CAP CORP COM 04010L103 279 15400 SH SOLE 0 0 15400
ARGO GROUP INTL HLDGS LTD COM G0464B107 343 8300 SH SOLE 0 0 8300
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1845 71500 SH SOLE 0 0 71500
ARM HLDGS PLC SPONSORED ADR 042068106 1941 45800 SH SOLE 0 0 45800
ARMOUR RESIDENTIAL REIT INC COM 042315101 1618 247800 SH SOLE 0 0 247800
ARRIS GROUP INC COM 04269Q100 1015 59100 SH SOLE 0 0 59100
ARROW ELECTRS INC COM 042735100 780 19200 SH SOLE 0 0 19200
ARTHROCARE CORP COM 043136100 389 11200 SH SOLE 0 0 11200
ASCENA RETAIL GROUP INC COM 04351G101 189 10200 SH SOLE 0 0 10200
ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 119 10000 SH SOLE 0 0 10000
ASSURANT INC COM 04621X108 509 11300 SH SOLE 0 0 11300
ASSURED GUARANTY LTD COM G0585R106 666 32300 SH SOLE 0 0 32300
ASTORIA FINL CORP COM 046265104 159 16100 SH SOLE 0 0 16100
AUTONATION INC COM 05329W102 871 19900 SH SOLE 0 0 19900
AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 284 26500 SH SOLE 0 0 26500
AUXILIUM PHARMACEUTICALS INC COM 05334D107 448 25900 SH SOLE 0 0 25900
AVAGO TECHNOLOGIES LTD SHS Y0486S104 291 8100 SH SOLE 0 0 8100
AVERY DENNISON CORP COM 053611109 2606 60500 SH SOLE 0 0 60500
AVNET INC COM 053807103 1035 28600 SH SOLE 0 0 28600
AVON PRODS INC COM 054303102 1209 58300 SH SOLE 0 0 58300
AXIALL CORP COM 05463D100 1865 30000 SH SOLE 0 0 30000
AXIS CAPITAL HOLDINGS INV SHS G0692U109 2610 62700 SH SOLE 0 0 62700
AZZ INC COM 002474104 1301 27000 SH SOLE 0 0 27000
B/E AEROSPACE INC COM 073302101 1507 25000 SH SOLE 0 0 25000
BABCOCK & WILCOX CO NEW COM 05615F102 392 13800 SH SOLE 0 0 13800
BANK OF AMERICA CORPORATION COM 060505104 2423 198900 SH SOLE 0 0 198900
BANKUNITED INC COM 06652K103 651 25400 SH SOLE 0 0 25400
BANNER CORP COM NEW 06652V208 1337 42000 SH SOLE 0 0 42000
BARCLAYS PLC ADR 06738E204 226 12700 SH SOLE 0 0 12700
BAXTER INTL INC COM 071813109 1024 14100 SH SOLE 0 0 14100
BBCN BANCORP INC COM 073295107 215 16500 SH SOLE 0 0 16500
BEAM INC COM 073730103 928 14600 SH SOLE 0 0 14600
BG MEDICINE INC COM 08861T107 35 17700 SH SOLE 0 0 17700
BHP BILLITON PLC SPONSORED ADR 05545E209 726 12500 SH SOLE 0 0 12500
BIG 5 SPORTING GOODS CORP COM 08915P101 298 19100 SH SOLE 0 0 19100
BIO RAD LABS INC CL A 090572207 479 3800 SH SOLE 0 0 3800
BIOGEN IDEC INC COM 09062X103 3043 15800 SH SOLE 0 0 15800
BIOMED REALTY TRUST INC COM 09063H107 583 27000 SH SOLE 0 0 27000
BLACKROCK KELSO CAPITAL CORP COM 092533108 805 80500 SH SOLE 0 0 80500
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 419 21200 SH SOLE 0 0 21200
BLOCK H & R INC COM 093671105 3404 115700 SH SOLE 0 0 115700
BLUCORA INC COM 095229100 226 14600 SH SOLE 0 0 14600
BOISE INC COM 09746Y105 160 18500 SH SOLE 0 0 18500
BOK FINL CORP COM NEW 05561Q201 1420 22800 SH SOLE 0 0 22800
BONANZA CREEK ENERGY INC COM 097793103 209 5400 SH SOLE 0 0 5400
BOSTON PRIVATE FINL HLDGS IN COM 101119105 206 20800 SH SOLE 0 0 20800
BOSTON SCIENTIFIC CORP COM 101137107 968 123900 SH SOLE 0 0 123900
BOX SHIPS INCORPORATED SHS Y09675102 306 65700 SH SOLE 0 0 65700
BRADY CORP CL A 104674106 268 8000 SH SOLE 0 0 8000
BRE PROPERTIES INC CL A 05564E106 1125 23100 SH SOLE 0 0 23100
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 1106 55200 SH SOLE 0 0 55200
BRIGHTCOVE INC COM 10921T101 115 18500 SH SOLE 0 0 18500
BRINKER INTL INC COM 109641100 467 12400 SH SOLE 0 0 12400
BRISTOW GROUP INC COM 110394103 778 11800 SH SOLE 0 0 11800
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 914 158400 SH SOLE 0 0 158400
BROOKLINE BANCORP INC DEL COM 11373M107 123 13500 SH SOLE 0 0 13500
BROWN & BROWN INC COM 115236101 404 12600 SH SOLE 0 0 12600
BROWN SHOE INC NEW COM 115736100 184 11500 SH SOLE 0 0 11500
BRUKER CORP COM 116794108 1459 76400 SH SOLE 0 0 76400
BUNGE LIMITED COM G16962105 1462 19800 SH SOLE 0 0 19800
C&J ENERGY SVCS INC COM 12467B304 650 28400 SH SOLE 0 0 28400
CA INC COM 12673P105 599 23800 SH SOLE 0 0 23800
CABOT MICROELECTRONICS CORP COM 12709P103 709 20400 SH SOLE 0 0 20400
CABOT OIL & GAS CORP COM 127097103 372 5500 SH SOLE 0 0 5500
CADENCE DESIGN SYSTEM INC COM 127387108 192 13800 SH SOLE 0 0 13800
CAL MAINE FOODS INC COM NEW 128030202 434 10200 SH SOLE 0 0 10200
CALIFORNIA WTR SVC GROUP COM 130788102 667 33500 SH SOLE 0 0 33500
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 2012 54000 SH SOLE 0 0 54000
CAPITAL BK FINL CORP CL A COM 139794101 255 14900 SH SOLE 0 0 14900
CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y11082107 174 21000 SH SOLE 0 0 21000
CAPITALSOURCE INC COM 14055X102 919 95500 SH SOLE 0 0 95500
CAPITOL FED FINL INC COM 14057J101 1893 156800 SH SOLE 0 0 156800
CARDINAL HEALTH INC COM 14149Y108 2110 50700 SH SOLE 0 0 50700
CAREFUSION CORP COM 14170T101 437 12500 SH SOLE 0 0 12500
CARLISLE COS INC COM 142339100 1193 17600 SH SOLE 0 0 17600
CEDAR FAIR L P DEPOSITRY UNIT 150185106 569 14300 SH SOLE 0 0 14300
CELADON GROUP INC COM 150838100 549 26300 SH SOLE 0 0 26300
CELGENE CORP COM 151020104 1345 11600 SH SOLE 0 0 11600
CF INDS HLDGS INC COM 125269100 3008 15800 SH SOLE 0 0 15800
CHANGYOU COM LTD ADS REP CL A 15911M107 1361 47100 SH SOLE 0 0 47100
CHARLES RIV LABS INTL INC COM 159864107 2005 45300 SH SOLE 0 0 45300
CHEMED CORP NEW COM 16359R103 976 12200 SH SOLE 0 0 12200
CHESAPEAKE GRANITE WASH TR COM SH BEN INT 165185109 197 14100 SH SOLE 0 0 14100
CHESAPEAKE UTILS CORP COM 165303108 422 8600 SH SOLE 0 0 8600
CHICOS FAS INC COM 168615102 2233 132900 SH SOLE 0 0 132900
CHIMERA INVT CORP COM 16934Q109 173 54300 SH SOLE 0 0 54300
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 244 4800 SH SOLE 0 0 4800
CHURCHILL DOWNS INC COM 171484108 1261 18000 SH SOLE 0 0 18000
CIGNA CORPORATION COM 125509109 212 3400 SH SOLE 0 0 3400
CISCO SYS INC COM 17275R102 4003 191600 SH SOLE 0 0 191600
CIT GROUP INC COM NEW 125581801 1100 25300 SH SOLE 0 0 25300
CITIGROUP INC COM NEW 172967424 6154 139100 SH SOLE 0 0 139100
CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 667 29600 SH SOLE 0 0 29600
CNO FINL GROUP INC COM 12621E103 145 12700 SH SOLE 0 0 12700
COCA COLA ENTERPRISES INC NE COM 19122T109 1082 29300 SH SOLE 0 0 29300
COEUR D ALENE MINES CORP IDA COM NEW 192108504 439 23300 SH SOLE 0 0 23300
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7110 92800 SH SOLE 0 0 92800
COLONY FINL INC COM 19624R106 2258 101700 SH SOLE 0 0 101700
COMMERCIAL METALS CO COM 201723103 999 63000 SH SOLE 0 0 63000
COMMUNITY HEALTH SYS INC NEW COM 203668108 1682 35500 SH SOLE 0 0 35500
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 558 11700 SH SOLE 0 0 11700
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 81 18100 SH SOLE 0 0 18100
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 322 20300 SH SOLE 0 0 20300
COMPUTER SCIENCES CORP COM 205363104 4775 97000 SH SOLE 0 0 97000
CONAGRA FOODS INC COM 205887102 9984 278800 SH SOLE 0 0 278800
CONCEPTUS INC COM 206016107 763 31600 SH SOLE 0 0 31600
CONNECTICUT WTR SVC INC COM 207797101 272 9300 SH SOLE 0 0 9300
CONSOL ENERGY INC COM 20854P109 367 10900 SH SOLE 0 0 10900
CONSOLIDATED GRAPHICS INC COM 209341106 207 5300 SH SOLE 0 0 5300
CONSTELLATION BRANDS INC CL A 21036P108 705 14800 SH SOLE 0 0 14800
CONTINENTAL RESOURCES INC COM 212015101 2712 31200 SH SOLE 0 0 31200
CONVERGYS CORP COM 212485106 175 10300 SH SOLE 0 0 10300
CON-WAY INC COM 205944101 232 6600 SH SOLE 0 0 6600
COOPER TIRE & RUBR CO COM 216831107 2368 92300 SH SOLE 0 0 92300
COPA HOLDINGS SA CL A P31076105 287 2400 SH SOLE 0 0 2400
COPART INC COM 217204106 689 20100 SH SOLE 0 0 20100
CORE MARK HOLDING CO INC COM 218681104 611 11900 SH SOLE 0 0 11900
CORELOGIC INC COM 21871D103 3054 118100 SH SOLE 0 0 118100
CORESITE RLTY CORP COM 21870Q105 311 8900 SH SOLE 0 0 8900
CORNERSTONE ONDEMAND INC COM 21925Y103 467 13700 SH SOLE 0 0 13700
CORPORATE EXECUTIVE BRD CO COM 21988R102 849 14600 SH SOLE 0 0 14600
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 4696 120200 SH SOLE 0 0 120200
COSAN LTD SHS A G25343107 1369 70200 SH SOLE 0 0 70200
COSTAMARE INC SHS Y1771G102 180 11300 SH SOLE 0 0 11300
COSTCO WHSL CORP NEW COM 22160K105 1899 17900 SH SOLE 0 0 17900
COUSINS PPTYS INC COM 222795106 148 13800 SH SOLE 0 0 13800
COVANCE INC COM 222816100 1263 17000 SH SOLE 0 0 17000
COVENTRY HEALTH CARE INC COM 222862104 2257 48000 SH SOLE 0 0 48000
CRACKER BARREL OLD CTRY STOR COM 22410J106 873 10800 SH SOLE 0 0 10800
CRANE CO COM 224399105 2374 42500 SH SOLE 0 0 42500
CROWN CASTLE INTL CORP COM 228227104 1616 23200 SH SOLE 0 0 23200
CSG SYS INTL INC COM 126349109 248 11700 SH SOLE 0 0 11700
CTC MEDIA INC COM 12642X106 771 65400 SH SOLE 0 0 65400
CUBESMART COM 229663109 267 16900 SH SOLE 0 0 16900
CVR ENERGY INC COM 12662P108 588 11400 SH SOLE 0 0 11400
CYMER INC COM 232572107 779 8100 SH SOLE 0 0 8100
CYNOSURE INC CL A 232577205 440 16800 SH SOLE 0 0 16800
CYTEC INDS INC COM 232820100 2252 30400 SH SOLE 0 0 30400
D R HORTON INC COM 23331A109 416 17100 SH SOLE 0 0 17100
DAVITA HEALTHCARE PARTNERS I COM 23918K108 498 4200 SH SOLE 0 0 4200
DCT INDUSTRIAL TRUST INC COM 233153105 1023 138200 SH SOLE 0 0 138200
DEAN FOODS CO NEW COM 242370104 731 40300 SH SOLE 0 0 40300
DEERE & CO COM 244199105 2760 32100 SH SOLE 0 0 32100
DELEK US HLDGS INC COM 246647101 2407 61000 SH SOLE 0 0 61000
DELTA AIR LINES INC DEL COM NEW 247361702 999 60500 SH SOLE 0 0 60500
DELTIC TIMBER CORP COM 247850100 371 5400 SH SOLE 0 0 5400
DELUXE CORP COM 248019101 733 17700 SH SOLE 0 0 17700
DEMAND MEDIA INC COM 24802N109 148 17100 SH SOLE 0 0 17100
DENNYS CORP COM 24869P104 75 13000 SH SOLE 0 0 13000
DEPOMED INC COM 249908104 110 18800 SH SOLE 0 0 18800
DEVRY INC DEL COM 251893103 578 18200 SH SOLE 0 0 18200
DIAMONDROCK HOSPITALITY CO COM 252784301 97 10400 SH SOLE 0 0 10400
DIANA CONTAINERSHIPS INC COM Y2069P101 287 53900 SH SOLE 0 0 53900
DIGITAL RIV INC COM 25388B104 462 32700 SH SOLE 0 0 32700
DIGITALGLOBE INC COM NEW 25389M877 1272 44000 SH SOLE 0 0 44000
DIME CMNTY BANCSHARES COM 253922108 263 18300 SH SOLE 0 0 18300
DISCOVER FINL SVCS COM 254709108 4278 95400 SH SOLE 0 0 95400
DOMINION DIAMOND CORP COM 257287102 302 18500 SH SOLE 0 0 18500
DORMAN PRODUCTS INC COM 258278100 290 7800 SH SOLE 0 0 7800
DREW INDS INC COM NEW 26168L205 218 6000 SH SOLE 0 0 6000
DST SYS INC DEL COM 233326107 4077 57200 SH SOLE 0 0 57200
DSW INC CL A 23334L102 817 12800 SH SOLE 0 0 12800
DTE ENERGY CO COM 233331107 219 3200 SH SOLE 0 0 3200
DUNKIN BRANDS GROUP INC COM 265504100 1136 30800 SH SOLE 0 0 30800
DYNAVAX TECHNOLOGIES CORP COM 268158102 31 14100 SH SOLE 0 0 14100
DYNEX CAP INC COM NEW 26817Q506 515 48200 SH SOLE 0 0 48200
EAGLE MATERIALS INC COM 26969P108 5657 84900 SH SOLE 0 0 84900
EASTMAN CHEM CO COM 277432100 4611 66000 SH SOLE 0 0 66000
EATON CORP PLC SHS G29183103 2413 39400 SH SOLE 0 0 39400
EBAY INC COM 278642103 9234 170300 SH SOLE 0 0 170300
ECHOSTAR CORP CL A 278768106 2416 62000 SH SOLE 0 0 62000
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 386 93000 SH SOLE 0 0 93000
EDISON INTL COM 281020107 4695 93300 SH SOLE 0 0 93300
EL PASO ELEC CO COM NEW 283677854 1255 37300 SH SOLE 0 0 37300
ELECTRONICS FOR IMAGING INC COM 286082102 489 19300 SH SOLE 0 0 19300
ELLINGTON FINANCIAL LLC COM 288522303 592 23900 SH SOLE 0 0 23900
EMERALD OIL INC COM NEW 29101U209 81 11500 SH SOLE 0 0 11500
EMERSON ELEC CO COM 291011104 1106 19800 SH SOLE 0 0 19800
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 160 12100 SH SOLE 0 0 12100
EMULEX CORP COM NEW 292475209 114 17400 SH SOLE 0 0 17400
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 863 31700 SH SOLE 0 0 31700
ENERGYSOLUTIONS INC COM 292756202 38 10000 SH SOLE 0 0 10000
ENERNOC INC COM 292764107 290 16700 SH SOLE 0 0 16700
ENGILITY HLDGS INC COM 29285W104 254 10600 SH SOLE 0 0 10600
ENI S P A SPONSORED ADR 26874R108 682 15200 SH SOLE 0 0 15200
ENSCO PLC SHS CLASS A G3157S106 2316 38600 SH SOLE 0 0 38600
ENSTAR GROUP LIMITED SHS G3075P101 410 3300 SH SOLE 0 0 3300
ENTERGY CORP NEW COM 29364G103 3371 53300 SH SOLE 0 0 53300
EOG RES INC COM 26875P101 1434 11200 SH SOLE 0 0 11200
EPL OIL & GAS INC COM 26883D108 1126 42000 SH SOLE 0 0 42000
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 380 9800 SH SOLE 0 0 9800
EQUIFAX INC COM 294429105 2741 47600 SH SOLE 0 0 47600
EQUITY LIFESTYLE PPTYS INC COM 29472R108 207 2700 SH SOLE 0 0 2700
ERICSSON ADR B SEK 10 294821608 1274 101100 SH SOLE 0 0 101100
ERIE INDTY CO CL A 29530P102 204 2700 SH SOLE 0 0 2700
ESSEX PPTY TR INC COM 297178105 557 3700 SH SOLE 0 0 3700
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 333 6100 SH SOLE 0 0 6100
EURONET WORLDWIDE INC COM 298736109 211 8000 SH SOLE 0 0 8000
EVERBANK FINL CORP COM 29977G102 1049 68100 SH SOLE 0 0 68100
EVERCORE PARTNERS INC CLASS A 29977A105 437 10500 SH SOLE 0 0 10500
EVEREST RE GROUP LTD COM G3223R108 4415 34000 SH SOLE 0 0 34000
EXACT SCIENCES CORP COM 30063P105 114 11600 SH SOLE 0 0 11600
EXELIS INC COM 30162A108 474 43500 SH SOLE 0 0 43500
EXPEDIA INC DEL COM NEW 30212P303 4105 68400 SH SOLE 0 0 68400
EXPEDITORS INTL WASH INC COM 302130109 325 9100 SH SOLE 0 0 9100
EXPRESS SCRIPTS HLDG CO COM 30219G108 882 15300 SH SOLE 0 0 15300
EXTERRAN HLDGS INC COM 30225X103 2106 78000 SH SOLE 0 0 78000
EXTERRAN PARTNERS LP COM UNITS 30225N105 1004 38200 SH SOLE 0 0 38200
EXTRA SPACE STORAGE INC COM 30225T102 4434 112900 SH SOLE 0 0 112900
EXTREME NETWORKS INC COM 30226D106 122 36200 SH SOLE 0 0 36200
F M C CORP COM NEW 302491303 1551 27200 SH SOLE 0 0 27200
F5 NETWORKS INC COM 315616102 2254 25300 SH SOLE 0 0 25300
FAIR ISAAC CORP COM 303250104 996 21800 SH SOLE 0 0 21800
FELCOR LODGING TR INC COM 31430F101 80 13500 SH SOLE 0 0 13500
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 812 67300 SH SOLE 0 0 67300
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1491 59100 SH SOLE 0 0 59100
FIDELITY NATL INFORMATION SV COM 31620M106 503 12700 SH SOLE 0 0 12700
FIESTA RESTAURANT GROUP INC COM 31660B101 329 12400 SH SOLE 0 0 12400
FIFTH STREET FINANCE CORP COM 31678A103 1368 124100 SH SOLE 0 0 124100
FIRST AMERN FINL CORP COM 31847R102 2933 114700 SH SOLE 0 0 114700
FIRST REP BK SAN FRANCISCO C COM 33616C100 2282 59100 SH SOLE 0 0 59100
FLEETCOR TECHNOLOGIES INC COM 339041105 429 5600 SH SOLE 0 0 5600
FLIR SYS INC COM 302445101 1610 61900 SH SOLE 0 0 61900
FLOWSERVE CORP COM 34354P105 1291 7700 SH SOLE 0 0 7700
FLY LEASING LTD SPONSORED ADR 34407D109 463 28600 SH SOLE 0 0 28600
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 499 4400 SH SOLE 0 0 4400
FORMFACTOR INC COM 346375108 82 17400 SH SOLE 0 0 17400
FORWARD AIR CORP COM 349853101 332 8900 SH SOLE 0 0 8900
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