Brandywine Global Investment Management, LLC

Add to watchlist

$9.74 Billion is the total value of Brandywine Global Investment Management, LLC's 1008 reported holdings in Q2 2013. The portfolio turnover from Q1 2013 to Q2 2013 was - .

All

			Value		Shares		↓ Weighting
JPM	New	JPMORGAN CHASE & CO	$349,977,000	–	6,629,600	+100.0%	3.60%	–
GE	New	GENERAL ELECTRIC CO	$235,311,000	–	10,147,059	+100.0%	2.42%	–
MET	New	METLIFE INC	$220,001,000	–	4,807,700	+100.0%	2.26%	–
WFC	New	WELLS FARGO & CO NEW	$208,034,000	–	5,040,773	+100.0%	2.14%	–
MRK	New	MERCK & CO INC NEW	$199,518,000	–	4,295,315	+100.0%	2.05%	–
BAC	New	BANK OF AMERICA CORPORATION	$197,300,000	–	15,342,121	+100.0%	2.03%	–
WMT	New	WAL-MART STORES INC	$195,613,000	–	2,626,020	+100.0%	2.01%	–
CVX	New	CHEVRON CORP NEW	$190,417,000	–	1,609,062	+100.0%	1.96%	–
PFE	New	PFIZER INC	$188,930,000	–	6,745,086	+100.0%	1.94%	–
BP	New	BP PLCsponsored adr	$184,122,000	–	4,411,157	+100.0%	1.89%	–
XOM	New	EXXON MOBIL CORP	$165,765,000	–	1,834,690	+100.0%	1.70%	–
MSFT	New	MICROSOFT CORP	$152,470,000	–	4,413,653	+100.0%	1.57%	–
KR	New	KROGER CO	$146,152,000	–	4,231,368	+100.0%	1.50%	–
GM	New	GENERAL MTRS CO	$136,564,000	–	4,099,777	+100.0%	1.40%	–
T	New	AT&T INC	$136,590,000	–	3,858,475	+100.0%	1.40%	–
HTZ	New	HERTZ GLOBAL HOLDINGS INC	$135,610,000	–	5,468,117	+100.0%	1.39%	–
APA	New	APACHE CORP	$110,230,000	–	1,314,917	+100.0%	1.13%	–
BRKB	New	BERKSHIRE HATHAWAY INC DELcl b new	$108,649,000	–	970,765	+100.0%	1.12%	–
HAL	New	HALLIBURTON CO	$107,072,000	–	2,566,427	+100.0%	1.10%	–
TM	New	TOYOTA MOTOR CORP	$106,261,000	–	880,663	+100.0%	1.09%	–
HES	New	HESS CORP	$99,934,000	–	1,502,982	+100.0%	1.03%	–
ATVI	New	ACTIVISION BLIZZARD INC	$93,982,000	–	6,590,550	+100.0%	0.96%	–
SCHW	New	SCHWAB CHARLES CORP NEW	$91,966,000	–	4,331,873	+100.0%	0.94%	–
JCI	New	JOHNSON CTLS INC	$90,733,000	–	2,535,138	+100.0%	0.93%	–
C	New	CITIGROUP INC	$86,899,000	–	1,811,529	+100.0%	0.89%	–
AAPL	New	APPLE INC	$86,462,000	–	218,045	+100.0%	0.89%	–
CSCO	New	CISCO SYS INC	$85,070,000	–	3,495,770	+100.0%	0.87%	–
GPN	New	GLOBAL PMTS INC	$77,961,000	–	1,683,087	+100.0%	0.80%	–
OXY	New	OCCIDENTAL PETE CORP DEL	$75,619,000	–	847,455	+100.0%	0.78%	–
UNH	New	UNITEDHEALTH GROUP INC	$73,694,000	–	1,125,442	+100.0%	0.76%	–
LNC	New	LINCOLN NATL CORP IND	$73,270,000	–	2,009,026	+100.0%	0.75%	–
GSK	New	GLAXOSMITHKLINE PLCsponsored adr	$65,203,000	–	1,304,841	+100.0%	0.67%	–
HIG	New	HARTFORD FINL SVCS GROUP INC	$63,449,000	–	2,052,033	+100.0%	0.65%	–
DOW	New	DOW CHEM CO	$62,954,000	–	1,956,904	+100.0%	0.65%	–
CMI	New	CUMMINS INC	$59,834,000	–	551,666	+100.0%	0.62%	–
HUM	New	HUMANA INC	$59,080,000	–	700,162	+100.0%	0.61%	–
RRD	New	DONNELLEY R R & SONS CO	$58,945,000	–	4,207,307	+100.0%	0.60%	–
STX	New	SEAGATE TECHNOLOGY PLC	$58,343,000	–	1,301,424	+100.0%	0.60%	–
ACE	New	ACE LTD	$58,206,000	–	650,484	+100.0%	0.60%	–
CMCSA	New	COMCAST CORP NEWcl a	$57,361,000	–	1,373,902	+100.0%	0.59%	–
RIG	New	TRANSOCEAN LTD	$54,245,000	–	1,131,269	+100.0%	0.56%	–
WDC	New	WESTERN DIGITAL CORP	$54,103,000	–	871,351	+100.0%	0.56%	–
RDSA	New	ROYAL DUTCH SHELL PLCspons adr a	$52,374,000	–	820,906	+100.0%	0.54%	–
GMPRB	New	GENERAL MTRS COjr pfd cnv srb	$51,520,000	–	1,069,759	+100.0%	0.53%	–
STI	New	SUNTRUST BKS INC	$51,486,000	–	1,630,849	+100.0%	0.53%	–
HTS	New	HATTERAS FINL CORP	$49,952,000	–	2,027,266	+100.0%	0.51%	–
6107SC	New	URS CORP NEW	$47,243,000	–	1,000,479	+100.0%	0.48%	–
CAT	New	CATERPILLAR INC DEL	$46,335,000	–	561,691	+100.0%	0.48%	–
INTC	New	INTEL CORP	$44,557,000	–	1,838,882	+100.0%	0.46%	–
COP	New	CONOCOPHILLIPS	$44,481,000	–	735,207	+100.0%	0.46%	–
IBM	New	INTERNATIONAL BUSINESS MACHS	$42,429,000	–	222,010	+100.0%	0.44%	–
NVS	New	NOVARTIS A Gsponsored adr	$42,328,000	–	598,600	+100.0%	0.44%	–
UTX	New	UNITED TECHNOLOGIES CORP	$41,994,000	–	451,830	+100.0%	0.43%	–
TWX	New	TIME WARNER INC	$39,624,000	–	685,296	+100.0%	0.41%	–
DAL	New	DELTA AIR LINES INC DEL	$38,096,000	–	2,036,103	+100.0%	0.39%	–
OI	New	OWENS ILL INC	$37,170,000	–	1,337,526	+100.0%	0.38%	–
FDO	New	FAMILY DLR STORES INC	$35,303,000	–	566,568	+100.0%	0.36%	–
AXP	New	AMERICAN EXPRESS CO	$35,197,000	–	470,790	+100.0%	0.36%	–
AWHHF	New	ALLIED WRLD ASSUR COM HLDG A	$35,076,000	–	383,298	+100.0%	0.36%	–
JOY	New	JOY GLOBAL INC	$34,907,000	–	719,263	+100.0%	0.36%	–
AMGN	New	AMGEN INC	$34,694,000	–	351,647	+100.0%	0.36%	–
BRCD	New	BROCADE COMMUNICATIONS SYS I	$34,579,000	–	6,003,295	+100.0%	0.36%	–
CSH	New	CASH AMER INTL INC	$33,862,000	–	744,857	+100.0%	0.35%	–
BX	New	BLACKSTONE GROUP L P	$32,173,000	–	1,527,650	+100.0%	0.33%	–
KKR	New	KKR & CO L P DEL	$31,584,000	–	1,606,500	+100.0%	0.32%	–
MMM	New	3M CO	$31,151,000	–	284,871	+100.0%	0.32%	–
CHKP	New	CHECK POINT SOFTWARE TECH LTord	$30,889,000	–	621,751	+100.0%	0.32%	–
PTP	New	PLATINUM UNDERWRITER HLDGS L	$30,451,000	–	532,164	+100.0%	0.31%	–
GS	New	GOLDMAN SACHS GROUP INC	$29,994,000	–	198,303	+100.0%	0.31%	–
TRV	New	TRAVELERS COMPANIES INC	$29,803,000	–	372,909	+100.0%	0.31%	–
CVS	New	CVS CAREMARK CORPORATION	$29,653,000	–	518,580	+100.0%	0.30%	–
VIAB	New	VIACOM INC NEWcl b	$29,620,000	–	435,384	+100.0%	0.30%	–
ORCL	New	ORACLE CORP	$29,520,000	–	961,242	+100.0%	0.30%	–
USB	New	US BANCORP DEL	$29,012,000	–	802,520	+100.0%	0.30%	–
AIG	New	AMERICAN INTL GROUP INC	$28,510,000	–	637,800	+100.0%	0.29%	–
MO	New	ALTRIA GROUP INC	$28,355,000	–	810,360	+100.0%	0.29%	–
TK	New	TEEKAY CORPORATION	$26,330,000	–	648,029	+100.0%	0.27%	–
CB	New	CHUBB CORP	$25,283,000	–	298,676	+100.0%	0.26%	–
MS	New	MORGAN STANLEY	$24,295,000	–	994,428	+100.0%	0.25%	–
BIG	New	BIG LOTS INC	$24,197,000	–	767,404	+100.0%	0.25%	–
RCII	New	RENT A CTR INC NEW	$24,152,000	–	643,184	+100.0%	0.25%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD	$23,819,000	–	642,178	+100.0%	0.24%	–
BIN	New	PROGRESSIVE WASTE SOLUTIONS	$23,179,000	–	1,077,585	+100.0%	0.24%	–
LLY	New	LILLY ELI & CO	$22,865,000	–	465,490	+100.0%	0.24%	–
HON	New	HONEYWELL INTL INC	$22,597,000	–	284,810	+100.0%	0.23%	–
DLLR	New	DFC GLOBAL CORP	$22,606,000	–	1,636,879	+100.0%	0.23%	–
MCK	New	MCKESSON CORP	$22,417,000	–	195,780	+100.0%	0.23%	–
CSGS	New	CSG SYS INTL INC	$22,053,000	–	1,012,723	+100.0%	0.23%	–
EXPR	New	EXPRESS INC	$22,123,000	–	1,054,971	+100.0%	0.23%	–
MDT	New	MEDTRONIC INC	$21,969,000	–	426,830	+100.0%	0.23%	–
WAFD	New	WASHINGTON FED INC	$22,014,000	–	1,165,989	+100.0%	0.23%	–
HPQ	New	HEWLETT PACKARD CO	$20,285,000	–	817,940	+100.0%	0.21%	–
GB	New	GREATBATCH INC	$20,015,000	–	610,388	+100.0%	0.21%	–
TGT	New	TARGET CORP	$19,270,000	–	279,835	+100.0%	0.20%	–
GLFMQ	New	GULFMARK OFFSHORE INCcl a new	$19,293,000	–	427,873	+100.0%	0.20%	–
L	New	LOEWS CORP	$18,732,000	–	421,887	+100.0%	0.19%	–
DD	New	DU PONT E I DE NEMOURS & CO	$18,677,000	–	355,740	+100.0%	0.19%	–
M	New	MACYS INC	$18,206,000	–	379,279	+100.0%	0.19%	–
FINL	New	FINISH LINE INCcl a	$17,769,000	–	812,831	+100.0%	0.18%	–
ENH	New	ENDURANCE SPECIALTY HLDGS LT	$17,088,000	–	332,110	+100.0%	0.18%	–
PNC	New	PNC FINL SVCS GROUP INC	$16,992,000	–	233,014	+100.0%	0.18%	–
EMR	New	EMERSON ELEC CO	$16,668,000	–	305,600	+100.0%	0.17%	–
DRIV	New	DIGITAL RIV INC	$16,493,000	–	878,663	+100.0%	0.17%	–
TWO	New	TWO HBRS INVT CORP	$16,367,000	–	1,596,693	+100.0%	0.17%	–
LYB	New	LYONDELLBASELL INDUSTRIES N	$16,195,000	–	244,402	+100.0%	0.17%	–
BAX	New	BAXTER INTL INC	$15,946,000	–	230,190	+100.0%	0.16%	–
VCLK	New	VALUECLICK INC	$16,003,000	–	647,607	+100.0%	0.16%	–
PSX	New	PHILLIPS 66	$15,787,000	–	267,970	+100.0%	0.16%	–
EZPW	New	EZCORP INCcl a non vtg	$15,520,000	–	917,800	+100.0%	0.16%	–
AFG	New	AMERICAN FINL GROUP INC OHIO	$15,117,000	–	309,066	+100.0%	0.16%	–
A309PS	New	DIRECTV	$14,938,000	–	242,330	+100.0%	0.15%	–
CFFN	New	CAPITOL FED FINL INC	$14,889,000	–	1,225,887	+100.0%	0.15%	–
IWD	New	ISHARES TRrussell1000val	$14,796,000	–	176,582	+100.0%	0.15%	–
LMT	New	LOCKHEED MARTIN CORP	$14,781,000	–	136,280	+100.0%	0.15%	–
OCN	New	OCWEN FINL CORP	$14,439,000	–	350,288	+100.0%	0.15%	–
EEFT	New	EURONET WORLDWIDE INC	$14,329,000	–	449,735	+100.0%	0.15%	–
PRU	New	PRUDENTIAL FINL INC	$14,237,000	–	194,940	+100.0%	0.15%	–
BK	New	BANK NEW YORK MELLON CORP	$13,780,000	–	491,260	+100.0%	0.14%	–
CATM	New	CARDTRONICS INC	$13,864,000	–	502,301	+100.0%	0.14%	–
GD	New	GENERAL DYNAMICS CORP	$13,807,000	–	176,260	+100.0%	0.14%	–
PAY	New	VERIFONE SYS INC	$13,833,000	–	822,872	+100.0%	0.14%	–
ZION	New	ZIONS BANCORPORATION	$13,593,000	–	470,006	+100.0%	0.14%	–
PLCM	New	POLYCOM INC	$13,564,000	–	1,288,106	+100.0%	0.14%	–
TWC	New	TIME WARNER CABLE INC	$13,326,000	–	118,467	+100.0%	0.14%	–
CW	New	CURTISS WRIGHT CORP	$13,326,000	–	359,572	+100.0%	0.14%	–
NAFC	New	NASH FINCH CO	$13,274,000	–	603,079	+100.0%	0.14%	–
DE	New	DEERE & CO	$13,215,000	–	162,640	+100.0%	0.14%	–
CXW	New	CORRECTIONS CORP AMER NEW	$13,057,000	–	385,476	+100.0%	0.13%	–
STT	New	STATE STR CORP	$13,047,000	–	200,066	+100.0%	0.13%	–
ITW	New	ILLINOIS TOOL WKS INC	$13,021,000	–	188,241	+100.0%	0.13%	–
TMS	New	TMS INTL CORPcl a	$12,996,000	–	876,312	+100.0%	0.13%	–
GME	New	GAMESTOP CORP NEWcl a	$12,561,000	–	298,851	+100.0%	0.13%	–
GIS	New	GENERAL MLS INC	$12,579,000	–	259,200	+100.0%	0.13%	–
ESL	New	ESTERLINE TECHNOLOGIES CORP	$12,421,000	–	171,811	+100.0%	0.13%	–
BEN	New	FRANKLIN RES INC	$12,238,000	–	89,970	+100.0%	0.13%	–
ARW	New	ARROW ELECTRS INC	$12,251,000	–	307,420	+100.0%	0.13%	–
WBC	New	WABCO HLDGS INC	$12,211,000	–	163,486	+100.0%	0.12%	–
FDX	New	FEDEX CORP	$12,149,000	–	123,230	+100.0%	0.12%	–
NOC	New	NORTHROP GRUMMAN CORP	$12,044,000	–	145,457	+100.0%	0.12%	–
YHOO	New	YAHOO INC	$12,019,000	–	478,251	+100.0%	0.12%	–
F113PS	New	COVIDIEN PLC	$11,916,000	–	189,610	+100.0%	0.12%	–
HUN	New	HUNTSMAN CORP	$11,840,000	–	714,937	+100.0%	0.12%	–
VCI	New	VALASSIS COMMUNICATIONS INC	$11,881,000	–	483,146	+100.0%	0.12%	–
DNB	New	DUN & BRADSTREET CORP DEL NE	$11,684,000	–	119,897	+100.0%	0.12%	–
WR	New	WESTAR ENERGY INC	$11,698,000	–	365,990	+100.0%	0.12%	–
AFL	New	AFLAC INC	$11,465,000	–	197,250	+100.0%	0.12%	–
CNO	New	CNO FINL GROUP INC	$11,447,000	–	883,231	+100.0%	0.12%	–
ZBH	New	ZIMMER HLDGS INC	$11,517,000	–	153,671	+100.0%	0.12%	–
MRO	New	MARATHON OIL CORP	$11,385,000	–	329,219	+100.0%	0.12%	–
WOR	New	WORTHINGTON INDS INC	$11,407,000	–	359,720	+100.0%	0.12%	–
TMK	New	TORCHMARK CORP	$11,020,000	–	169,170	+100.0%	0.11%	–
GT	New	GOODYEAR TIRE & RUBR CO	$10,993,000	–	718,532	+100.0%	0.11%	–
HCC	New	HCC INS HLDGS INC	$10,893,000	–	252,658	+100.0%	0.11%	–
KRA	New	KRATON PERFORMANCE POLYMERS	$10,854,000	–	511,969	+100.0%	0.11%	–
MW	New	MENS WEARHOUSE INC	$10,718,000	–	283,166	+100.0%	0.11%	–
V107SC	New	WELLPOINT INC	$10,706,000	–	130,810	+100.0%	0.11%	–
CYH	New	COMMUNITY HEALTH SYS INC NEW	$10,664,000	–	227,470	+100.0%	0.11%	–
LPS	New	LENDER PROCESSING SVCS INC	$10,470,000	–	323,622	+100.0%	0.11%	–
RNR	New	RENAISSANCERE HOLDINGS LTD	$10,544,000	–	121,479	+100.0%	0.11%	–
CCK	New	CROWN HOLDINGS INC	$10,503,000	–	255,340	+100.0%	0.11%	–
ALL	New	ALLSTATE CORP	$10,369,000	–	215,481	+100.0%	0.11%	–
CORE	New	CORE MARK HOLDING CO INC	$10,443,000	–	164,445	+100.0%	0.11%	–
SYK	New	STRYKER CORP	$10,342,000	–	159,880	+100.0%	0.11%	–
TGI	New	TRIUMPH GROUP INC NEW	$10,237,000	–	129,327	+100.0%	0.10%	–
DDS	New	DILLARDS INCcl a	$10,179,000	–	124,175	+100.0%	0.10%	–
DFS	New	DISCOVER FINL SVCS	$10,139,000	–	212,807	+100.0%	0.10%	–
TEN	New	TENNECO INC	$10,029,000	–	221,476	+100.0%	0.10%	–
CRMT	New	AMERICAS CAR MART INC	$10,069,000	–	232,862	+100.0%	0.10%	–
MPC	New	MARATHON PETE CORP	$9,988,000	–	140,556	+100.0%	0.10%	–
NSC	New	NORFOLK SOUTHERN CORP	$9,923,000	–	136,586	+100.0%	0.10%	–
WTM	New	WHITE MTNS INS GROUP LTD	$9,911,000	–	17,238	+100.0%	0.10%	–
ATK	New	ALLIANT TECHSYSTEMS INC	$9,922,000	–	120,506	+100.0%	0.10%	–
ATW	New	ATWOOD OCEANICS INC	$9,979,000	–	191,706	+100.0%	0.10%	–
IDA	New	IDACORP INC	$9,929,000	–	207,882	+100.0%	0.10%	–
NP	New	NEENAH PAPER INC	$9,795,000	–	308,306	+100.0%	0.10%	–
EIX	New	EDISON INTL	$9,880,000	–	205,133	+100.0%	0.10%	–
UTHR	New	UNITED THERAPEUTICS CORP DEL	$9,767,000	–	148,378	+100.0%	0.10%	–
CSX	New	CSX CORP	$9,744,000	–	420,160	+100.0%	0.10%	–
CI	New	CIGNA CORPORATION	$9,649,000	–	133,101	+100.0%	0.10%	–
HII	New	HUNTINGTON INGALLS INDS INC	$9,649,000	–	170,823	+100.0%	0.10%	–
DAN	New	DANA HLDG CORP	$9,626,000	–	499,786	+100.0%	0.10%	–
FHN	New	FIRST HORIZON NATL CORP	$9,560,000	–	853,507	+100.0%	0.10%	–
ADM	New	ARCHER DANIELS MIDLAND CO	$9,458,000	–	278,890	+100.0%	0.10%	–
FITB	New	FIFTH THIRD BANCORP	$9,396,000	–	520,525	+100.0%	0.10%	–
AXE	New	ANIXTER INTL INC	$9,446,000	–	124,588	+100.0%	0.10%	–
RTN	New	RAYTHEON CO	$9,332,000	–	141,132	+100.0%	0.10%	–
ETFC	New	E TRADE FINANCIAL CORP	$9,088,000	–	717,848	+100.0%	0.09%	–
GLW	New	CORNING INC	$8,946,000	–	628,636	+100.0%	0.09%	–
VR	New	VALIDUS HOLDINGS LTD	$9,001,000	–	249,171	+100.0%	0.09%	–
AEP	New	AMERICAN ELEC PWR INC	$8,873,000	–	198,140	+100.0%	0.09%	–
AFSI	New	AMTRUST FINANCIAL SERVICES I	$8,732,000	–	244,569	+100.0%	0.09%	–
LPNT	New	LIFEPOINT HOSPITALS INC	$8,770,000	–	179,563	+100.0%	0.09%	–
APD	New	AIR PRODS & CHEMS INC	$8,807,000	–	96,170	+100.0%	0.09%	–
POR	New	PORTLAND GEN ELEC CO	$8,772,000	–	286,734	+100.0%	0.09%	–
UHAL	New	AMERCO	$8,799,000	–	54,347	+100.0%	0.09%	–
GXP	New	GREAT PLAINS ENERGY INC	$8,644,000	–	383,484	+100.0%	0.09%	–
BHLB	New	BERKSHIRE HILLS BANCORP INC	$8,619,000	–	310,455	+100.0%	0.09%	–
ENS	New	ENERSYS	$8,638,000	–	176,123	+100.0%	0.09%	–
FRX	New	FOREST LABS INC	$8,566,000	–	208,917	+100.0%	0.09%	–
WPX	New	WPX ENERGY INC	$8,535,000	–	450,605	+100.0%	0.09%	–
BDX	New	BECTON DICKINSON & CO	$8,585,000	–	86,860	+100.0%	0.09%	–
EWBC	New	EAST WEST BANCORP INC	$8,433,000	–	306,620	+100.0%	0.09%	–
SPTN	New	SPARTAN STORES INC	$8,456,000	–	458,539	+100.0%	0.09%	–
FCN	New	FTI CONSULTING INC	$8,496,000	–	258,305	+100.0%	0.09%	–
CAR	New	AVIS BUDGET GROUP	$8,411,000	–	292,556	+100.0%	0.09%	–
OSK	New	OSHKOSH CORP	$8,371,000	–	220,452	+100.0%	0.09%	–
TER	New	TERADYNE INC	$8,375,000	–	476,625	+100.0%	0.09%	–
WNR	New	WESTERN REFNG INC	$8,399,000	–	299,194	+100.0%	0.09%	–
GPS	New	GAP INC DEL	$8,316,000	–	199,260	+100.0%	0.08%	–
TWI	New	TITAN INTL INC ILL	$8,274,000	–	490,454	+100.0%	0.08%	–
BRSWQ	New	BRISTOW GROUP INC	$8,320,000	–	127,367	+100.0%	0.08%	–
VLO	New	VALERO ENERGY CORP NEW	$8,218,000	–	236,327	+100.0%	0.08%	–
JNY	New	JONES GROUP INC	$8,143,000	–	592,152	+100.0%	0.08%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$8,054,000	–	175,917	+100.0%	0.08%	–
TDW	New	TIDEWATER INC	$8,098,000	–	142,138	+100.0%	0.08%	–
PTEN	New	PATTERSON UTI ENERGY INC	$8,078,000	–	417,335	+100.0%	0.08%	–
SYY	New	SYSCO CORP	$8,073,000	–	236,320	+100.0%	0.08%	–
FMER	New	FIRSTMERIT CORP	$8,079,000	–	403,332	+100.0%	0.08%	–
ABM	New	ABM INDS INC	$8,047,000	–	328,308	+100.0%	0.08%	–
PRA	New	PROASSURANCE CORP	$8,086,000	–	155,010	+100.0%	0.08%	–
GFIG	New	GFI GROUP INC	$8,108,000	–	2,073,514	+100.0%	0.08%	–
CVA	New	COVANTA HLDG CORP	$8,112,000	–	405,176	+100.0%	0.08%	–
HRC	New	HILL ROM HLDGS INC	$7,979,000	–	236,877	+100.0%	0.08%	–
FNFG	New	FIRST NIAGARA FINL GP INC	$7,961,000	–	790,554	+100.0%	0.08%	–
WBS	New	WEBSTER FINL CORP CONN	$7,844,000	–	305,427	+100.0%	0.08%	–
AMP	New	AMERIPRISE FINL INC	$7,889,000	–	97,529	+100.0%	0.08%	–
WRESQ	New	WARREN RES INC	$7,934,000	–	3,111,318	+100.0%	0.08%	–
ASB	New	ASSOCIATED BANC CORP	$7,907,000	–	508,471	+100.0%	0.08%	–
BAH	New	BOOZ ALLEN HAMILTON HLDG CORcl a	$7,863,000	–	452,372	+100.0%	0.08%	–
XLS	New	EXELIS INC	$7,799,000	–	565,544	+100.0%	0.08%	–
FULT	New	FULTON FINL CORP PA	$7,781,000	–	677,757	+100.0%	0.08%	–
SUSQ	New	SUSQUEHANNA BANCSHARES INC P	$7,735,000	–	601,930	+100.0%	0.08%	–
UNTCQ	New	UNIT CORP	$7,572,000	–	177,824	+100.0%	0.08%	–
TRN	New	TRINITY INDS INC	$7,632,000	–	198,531	+100.0%	0.08%	–
RES	New	RPC INC	$7,588,000	–	549,433	+100.0%	0.08%	–
MCF	New	CONTANGO OIL & GAS COMPANY	$7,627,000	–	225,961	+100.0%	0.08%	–
NFBK	New	NORTHFIELD BANCORP INC DEL	$7,483,000	–	638,455	+100.0%	0.08%	–
FHI	New	FEDERATED INVS INC PAcl b	$7,453,000	–	271,873	+100.0%	0.08%	–
CVG	New	CONVERGYS CORP	$7,463,000	–	428,134	+100.0%	0.08%	–
PNM	New	PNM RES INC	$7,526,000	–	339,146	+100.0%	0.08%	–
ACM	New	AECOM TECHNOLOGY CORP DELAWA	$7,399,000	–	232,741	+100.0%	0.08%	–
RCKB	New	ROCKVILLE FINL INC NEW	$7,380,000	–	564,196	+100.0%	0.08%	–
JAZZ	New	JAZZ PHARMACEUTICALS PLC	$7,384,000	–	107,426	+100.0%	0.08%	–
CAC	New	CAMDEN NATL CORP	$7,359,000	–	207,466	+100.0%	0.08%	–
CACC	New	CREDIT ACCEP CORP MICH	$7,279,000	–	69,287	+100.0%	0.08%	–
AVX	New	AVX CORP NEW	$7,288,000	–	620,189	+100.0%	0.08%	–
DV	New	DEVRY INC DEL	$7,217,000	–	232,647	+100.0%	0.07%	–
SPNV	New	SUPERIOR ENERGY SVCS INC	$7,245,000	–	279,284	+100.0%	0.07%	–
KMPR	New	KEMPER CORP DEL	$7,222,000	–	210,856	+100.0%	0.07%	–
IM	New	INGRAM MICRO INCcl a	$7,243,000	–	381,383	+100.0%	0.07%	–
CSE	New	CAPITALSOURCE INC	$7,103,000	–	757,235	+100.0%	0.07%	–
OLN	New	OLIN CORP	$7,089,000	–	296,344	+100.0%	0.07%	–
LXK	New	LEXMARK INTL NEWcl a	$7,057,000	–	230,833	+100.0%	0.07%	–
IR	New	INGERSOLL-RAND PLC	$7,027,000	–	126,560	+100.0%	0.07%	–
LO	New	LORILLARD INC	$6,988,000	–	159,980	+100.0%	0.07%	–
JCOM	New	J2 GLOBAL INC	$7,024,000	–	165,224	+100.0%	0.07%	–
MUR	New	MURPHY OIL CORP	$6,881,000	–	113,003	+100.0%	0.07%	–
RE	New	EVEREST RE GROUP LTD	$6,925,000	–	53,991	+100.0%	0.07%	–
BODY	New	BODY CENT CORP	$6,909,000	–	518,642	+100.0%	0.07%	–
GMANQ	New	GORDMANS STORES INC	$6,953,000	–	510,816	+100.0%	0.07%	–
DLX	New	DELUXE CORP	$6,921,000	–	199,738	+100.0%	0.07%	–
BPOP	New	POPULAR INC	$6,879,000	–	226,480	+100.0%	0.07%	–
AMSF	New	AMERISAFE INC	$6,852,000	–	211,605	+100.0%	0.07%	–
CAH	New	CARDINAL HEALTH INC	$6,841,000	–	144,920	+100.0%	0.07%	–
OMC	New	OMNICOM GROUP INC	$6,769,000	–	107,665	+100.0%	0.07%	–
CKH	New	SEACOR HOLDINGS INC	$6,852,000	–	82,495	+100.0%	0.07%	–
FBNK	New	FIRST CONN BANCORP INC MD	$6,805,000	–	488,814	+100.0%	0.07%	–
AL	New	AIR LEASE CORPcl a	$6,795,000	–	246,284	+100.0%	0.07%	–
SNX	New	SYNNEX CORP	$6,752,000	–	159,695	+100.0%	0.07%	–
SYMC	New	SYMANTEC CORP	$6,672,000	–	296,765	+100.0%	0.07%	–
SRE	New	SEMPRA ENERGY	$6,621,000	–	80,980	+100.0%	0.07%	–
BBBY	New	BED BATH & BEYOND INC	$6,606,000	–	93,100	+100.0%	0.07%	–
RNDY	New	ROUNDYS INC	$6,633,000	–	796,254	+100.0%	0.07%	–
SYA	New	SYMETRA FINL CORP	$6,581,000	–	411,518	+100.0%	0.07%	–
EXH	New	EXTERRAN HLDGS INC	$6,511,000	–	231,534	+100.0%	0.07%	–
UBSH	New	UNION FIRST MKT BANKSH CP	$6,486,000	–	314,991	+100.0%	0.07%	–
HBAN	New	HUNTINGTON BANCSHARES INC	$6,441,000	–	818,336	+100.0%	0.07%	–
CSTR	New	COINSTAR INC	$6,398,000	–	109,016	+100.0%	0.07%	–
WCC	New	WESCO INTL INC	$6,295,000	–	92,617	+100.0%	0.06%	–
DK	New	DELEK US HLDGS INC	$6,333,000	–	220,031	+100.0%	0.06%	–
AZO	New	AUTOZONE INC	$6,343,000	–	14,970	+100.0%	0.06%	–
CACI	New	CACI INTL INCcl a	$6,344,000	–	99,913	+100.0%	0.06%	–
A	New	AGILENT TECHNOLOGIES INC	$6,268,000	–	146,569	+100.0%	0.06%	–
TDS	New	TELEPHONE & DATA SYS INC	$6,255,000	–	253,712	+100.0%	0.06%	–
ESGR	New	ENSTAR GROUP LIMITED	$6,277,000	–	47,198	+100.0%	0.06%	–
3106PS	New	DELPHI AUTOMOTIVE PLC	$6,256,000	–	123,415	+100.0%	0.06%	–
ACXM	New	ACXIOM CORP	$6,270,000	–	276,426	+100.0%	0.06%	–
PEG	New	PUBLIC SVC ENTERPRISE GROUP	$6,104,000	–	186,885	+100.0%	0.06%	–
PL	New	PROTECTIVE LIFE CORP	$6,101,000	–	158,816	+100.0%	0.06%	–
MGLN	New	MAGELLAN HEALTH SVCS INC	$6,067,000	–	108,176	+100.0%	0.06%	–
PH	New	PARKER HANNIFIN CORP	$6,075,000	–	63,669	+100.0%	0.06%	–
FCS	New	FAIRCHILD SEMICONDUCTOR INTL	$6,005,000	–	435,118	+100.0%	0.06%	–
MAT	New	MATTEL INC	$6,049,000	–	133,500	+100.0%	0.06%	–
FDP	New	FRESH DEL MONTE PRODUCE INCord	$6,025,000	–	216,088	+100.0%	0.06%	–
OCFC	New	OCEANFIRST FINL CORP	$5,861,000	–	376,900	+100.0%	0.06%	–
CA	New	CA INC	$5,851,000	–	204,429	+100.0%	0.06%	–
AVA	New	AVISTA CORP	$5,844,000	–	216,281	+100.0%	0.06%	–
SWM	New	SCHWEITZER-MAUDUIT INTL INC	$5,767,000	–	115,615	+100.0%	0.06%	–
RF	New	REGIONS FINL CORP NEW	$5,738,000	–	602,035	+100.0%	0.06%	–
STJ	New	ST JUDE MED INC	$5,715,000	–	125,230	+100.0%	0.06%	–
DOV	New	DOVER CORP	$5,606,000	–	72,182	+100.0%	0.06%	–
CPB	New	CAMPBELL SOUP CO	$5,650,000	–	126,130	+100.0%	0.06%	–
BLL	New	BALL CORP	$5,528,000	–	133,070	+100.0%	0.06%	–
UMPQ	New	UMPQUA HLDGS CORP	$5,556,000	–	370,144	+100.0%	0.06%	–
MRH	New	MONTPELIER RE HOLDINGS LTD	$5,560,000	–	222,310	+100.0%	0.06%	–
CATY	New	CATHAY GENERAL BANCORP	$5,557,000	–	273,048	+100.0%	0.06%	–
PRI	New	PRIMERICA INC	$5,571,000	–	148,772	+100.0%	0.06%	–
PVTB	New	PRIVATEBANCORP INC	$5,575,000	–	262,628	+100.0%	0.06%	–
GEO	New	GEO GROUP INC	$5,549,000	–	163,445	+100.0%	0.06%	–
CHMT	New	CHEMTURA CORP	$5,494,000	–	270,632	+100.0%	0.06%	–
DOX	New	AMDOCS LTDord	$5,424,000	–	146,214	+100.0%	0.06%	–
SJM	New	SMUCKER J M CO	$5,490,000	–	53,220	+100.0%	0.06%	–
PBI	New	PITNEY BOWES INC	$5,475,000	–	372,951	+100.0%	0.06%	–
TAL	New	TAL INTL GROUP INC	$5,386,000	–	123,598	+100.0%	0.06%	–
NPBC	New	NATIONAL PENN BANCSHARES INC	$5,380,000	–	529,451	+100.0%	0.06%	–
FNB	New	FNB CORP PA	$5,319,000	–	440,314	+100.0%	0.06%	–
NTRS	New	NORTHERN TR CORP	$5,391,000	–	93,100	+100.0%	0.06%	–
BXS	New	BANCORPSOUTH INC	$5,379,000	–	303,843	+100.0%	0.06%	–
BGC	New	GENERAL CABLE CORP DEL NEW	$5,269,000	–	171,324	+100.0%	0.05%	–
SWK	New	STANLEY BLACK & DECKER INC	$5,209,000	–	67,380	+100.0%	0.05%	–
BSX	New	BOSTON SCIENTIFIC CORP	$5,233,000	–	564,507	+100.0%	0.05%	–
CAG	New	CONAGRA FOODS INC	$5,225,000	–	149,560	+100.0%	0.05%	–
IBKC	New	IBERIABANK CORP	$5,254,000	–	98,001	+100.0%	0.05%	–
ORI	New	OLD REP INTL CORP	$5,207,000	–	404,567	+100.0%	0.05%	–
VSH	New	VISHAY INTERTECHNOLOGY INC	$5,149,000	–	370,660	+100.0%	0.05%	–
KMT	New	KENNAMETAL INC	$5,158,000	–	132,825	+100.0%	0.05%	–
RFP	New	RESOLUTE FST PRODS INC	$5,139,000	–	390,144	+100.0%	0.05%	–
MYL	New	MYLAN INC	$5,089,000	–	163,991	+100.0%	0.05%	–
PAG	New	PENSKE AUTOMOTIVE GRP INC	$5,033,000	–	164,788	+100.0%	0.05%	–
MDP	New	MEREDITH CORP	$5,033,000	–	105,512	+100.0%	0.05%	–
IBOC	New	INTERNATIONAL BANCSHARES COR	$5,048,000	–	223,526	+100.0%	0.05%	–
NWBI	New	NORTHWEST BANCSHARES INC MD	$5,019,000	–	371,491	+100.0%	0.05%	–
XRX	New	XEROX CORP	$4,935,000	–	544,080	+100.0%	0.05%	–
STON	New	STONEMOR PARTNERS L P	$4,932,000	–	196,000	+100.0%	0.05%	–
RSG	New	REPUBLIC SVCS INC	$4,970,000	–	146,414	+100.0%	0.05%	–
THG	New	HANOVER INS GROUP INC	$4,967,000	–	101,511	+100.0%	0.05%	–
JWN	New	NORDSTROM INC	$4,973,000	–	82,960	+100.0%	0.05%	–
USTR	New	UNITED STATIONERS INC	$4,950,000	–	147,522	+100.0%	0.05%	–
MBFI	New	MB FINANCIAL INC NEW	$4,981,000	–	185,823	+100.0%	0.05%	–
ROK	New	ROCKWELL AUTOMATION INC	$4,918,000	–	59,150	+100.0%	0.05%	–
UVV	New	UNIVERSAL CORP VA	$4,918,000	–	85,012	+100.0%	0.05%	–
BOH	New	BANK HAWAII CORP	$4,919,000	–	97,749	+100.0%	0.05%	–
UFS	New	DOMTAR CORP	$4,847,000	–	72,887	+100.0%	0.05%	–
PFG	New	PRINCIPAL FINL GROUP INC	$4,822,000	–	128,740	+100.0%	0.05%	–
IRF	New	INTERNATIONAL RECTIFIER CORP	$4,841,000	–	231,138	+100.0%	0.05%	–
EPAC	New	ACTUANT CORPcl a new	$4,887,000	–	148,200	+100.0%	0.05%	–
ORIT	New	ORITANI FINL CORP DEL	$4,810,000	–	306,759	+100.0%	0.05%	–
AROPQ	New	AEROPOSTALE	$4,788,000	–	346,908	+100.0%	0.05%	–
ABG	New	ASBURY AUTOMOTIVE GROUP INC	$4,772,000	–	118,986	+100.0%	0.05%	–
AER	New	AERCAP HOLDINGS NV	$4,733,000	–	271,055	+100.0%	0.05%	–
HELE	New	HELEN OF TROY CORP LTD	$4,812,000	–	125,385	+100.0%	0.05%	–
KOP	New	KOPPERS HOLDINGS INC	$4,655,000	–	121,907	+100.0%	0.05%	–
TQNT	New	TRIQUINT SEMICONDUCTOR INC	$4,705,000	–	678,791	+100.0%	0.05%	–
WTFC	New	WINTRUST FINANCIAL CORP	$4,662,000	–	121,764	+100.0%	0.05%	–
WSH	New	WILLIS GROUP HOLDINGS PUBLIC	$4,705,000	–	115,371	+100.0%	0.05%	–
WRLD	New	WORLD ACCEP CORP DEL	$4,595,000	–	52,842	+100.0%	0.05%	–
KALU	New	KAISER ALUMINUM CORP	$4,623,000	–	74,630	+100.0%	0.05%	–
BHE	New	BENCHMARK ELECTRS INC	$4,445,000	–	221,131	+100.0%	0.05%	–
SANM	New	SANMINA CORPORATION	$4,454,000	–	310,346	+100.0%	0.05%	–
ONB	New	OLD NATL BANCORP IND	$4,453,000	–	321,978	+100.0%	0.05%	–
SPLS	New	STAPLES INC	$4,460,000	–	281,000	+100.0%	0.05%	–
SLM	New	SLM CORP	$4,370,000	–	191,142	+100.0%	0.04%	–
STSA	New	STERLING FINL CORP WASH	$4,362,000	–	183,417	+100.0%	0.04%	–
KEY	New	KEYCORP NEW	$4,334,000	–	392,501	+100.0%	0.04%	–
SNDK	New	SANDISK CORP	$4,381,000	–	71,700	+100.0%	0.04%	–
ITRI	New	ITRON INC	$4,359,000	–	102,714	+100.0%	0.04%	–
NNI	New	NELNET INCcl a	$4,289,000	–	118,816	+100.0%	0.04%	–
BG	New	BUNGE LIMITED	$4,180,000	–	59,051	+100.0%	0.04%	–
BOKF	New	BOK FINL CORP	$4,189,000	–	65,390	+100.0%	0.04%	–
MRVL	New	MARVELL TECHNOLOGY GROUP LTDord	$4,195,000	–	358,174	+100.0%	0.04%	–
CCE	New	COCA COLA ENTERPRISES INC NE	$4,166,000	–	118,482	+100.0%	0.04%	–
AYR	New	AIRCASTLE LTD	$4,069,000	–	254,436	+100.0%	0.04%	–
TFX	New	TELEFLEX INC	$4,100,000	–	52,907	+100.0%	0.04%	–
NRG	New	NRG ENERGY INC	$4,084,000	–	152,936	+100.0%	0.04%	–
SIGI	New	SELECTIVE INS GROUP INC	$3,975,000	–	172,643	+100.0%	0.04%	–
HEROQ	New	HERCULES OFFSHORE INC	$3,976,000	–	564,754	+100.0%	0.04%	–
JNS	New	JANUS CAP GROUP INC	$4,020,000	–	472,274	+100.0%	0.04%	–
PHH	New	PHH CORP	$3,944,000	–	193,523	+100.0%	0.04%	–
FAF	New	FIRST AMERN FINL CORP	$4,019,000	–	182,327	+100.0%	0.04%	–
SATS	New	ECHOSTAR CORPcl a	$4,004,000	–	102,374	+100.0%	0.04%	–
EME	New	EMCOR GROUP INC	$4,018,000	–	98,821	+100.0%	0.04%	–
CIT	New	CIT GROUP INC	$3,993,000	–	85,611	+100.0%	0.04%	–
KLAC	New	KLA-TENCOR CORP	$3,932,000	–	70,545	+100.0%	0.04%	–
TECD	New	TECH DATA CORP	$3,907,000	–	82,968	+100.0%	0.04%	–
BBY	New	BEST BUY INC	$3,942,000	–	144,217	+100.0%	0.04%	–
CRK	New	COMSTOCK RES INC	$3,882,000	–	246,772	+100.0%	0.04%	–
LUV	New	SOUTHWEST AIRLS CO	$3,883,000	–	301,230	+100.0%	0.04%	–
DPS	New	DR PEPPER SNAPPLE GROUP INC	$3,848,000	–	83,760	+100.0%	0.04%	–
LH	New	LABORATORY CORP AMER HLDGS	$3,941,000	–	39,370	+100.0%	0.04%	–
EPL	New	EPL OIL & GAS INC	$3,921,000	–	133,529	+100.0%	0.04%	–
AEL	New	AMERICAN EQTY INVT LIFE HLD	$3,867,000	–	246,274	+100.0%	0.04%	–
LAD	New	LITHIA MTRS INCcl a	$3,790,000	–	71,080	+100.0%	0.04%	–
ORA	New	ORMAT TECHNOLOGIES INC	$3,785,000	–	160,922	+100.0%	0.04%	–
AES	New	AES CORP	$3,801,000	–	316,948	+100.0%	0.04%	–
FLR	New	FLUOR CORP NEW	$3,819,000	–	64,378	+100.0%	0.04%	–
XL	New	XL GROUP PLC	$3,749,000	–	123,640	+100.0%	0.04%	–
SCSS	New	SELECT COMFORT CORP	$3,795,000	–	151,433	+100.0%	0.04%	–
HFC	New	HOLLYFRONTIER CORP	$3,778,000	–	88,306	+100.0%	0.04%	–
ARGO	New	ARGO GROUP INTL HLDGS LTD	$3,680,000	–	86,802	+100.0%	0.04%	–
USNA	New	USANA HEALTH SCIENCES INC	$3,743,000	–	51,710	+100.0%	0.04%	–
MFB	New	MAIDENFORM BRANDS INC	$3,736,000	–	215,523	+100.0%	0.04%	–
CLDPQ	New	CLOUD PEAK ENERGY INC	$3,655,000	–	221,730	+100.0%	0.04%	–
AIZ	New	ASSURANT INC	$3,645,000	–	71,592	+100.0%	0.04%	–
COL	New	ROCKWELL COLLINS INC	$3,637,000	–	57,350	+100.0%	0.04%	–
FMBI	New	FIRST MIDWEST BANCORP DEL	$3,611,000	–	263,145	+100.0%	0.04%	–
ANDE	New	ANDERSONS INC	$3,614,000	–	67,930	+100.0%	0.04%	–
BZ	New	BOISE INC	$3,613,000	–	422,960	+100.0%	0.04%	–
COLB	New	COLUMBIA BKG SYS INC	$3,461,000	–	145,338	+100.0%	0.04%	–
GIII	New	G-III APPAREL GROUP LTD	$3,547,000	–	73,709	+100.0%	0.04%	–
AVT	New	AVNET INC	$3,526,000	–	104,912	+100.0%	0.04%	–
INDB	New	INDEPENDENT BANK CORP MASS	$3,480,000	–	100,847	+100.0%	0.04%	–
EIG	New	EMPLOYERS HOLDINGS INC	$3,504,000	–	143,291	+100.0%	0.04%	–
NR	New	NEWPARK RES INC	$3,468,000	–	315,539	+100.0%	0.04%	–
EE	New	EL PASO ELEC CO	$3,447,000	–	97,610	+100.0%	0.04%	–
EGN	New	ENERGEN CORP	$3,427,000	–	65,560	+100.0%	0.04%	–
LLL	New	L-3 COMMUNICATIONS HLDGS INC	$3,413,000	–	39,805	+100.0%	0.04%	–
UNM	New	UNUM GROUP	$3,373,000	–	114,836	+100.0%	0.04%	–
ISCA	New	INTERNATIONAL SPEEDWAY CORPcl a	$3,365,000	–	106,906	+100.0%	0.04%	–
TRW	New	TRW AUTOMOTIVE HLDGS CORP	$3,421,000	–	51,481	+100.0%	0.04%	–
IOSP	New	INNOSPEC INC	$3,414,000	–	84,951	+100.0%	0.04%	–
WRB	New	BERKLEY W R CORP	$3,369,000	–	82,438	+100.0%	0.04%	–
PFS	New	PROVIDENT FINL SVCS INC	$3,288,000	–	208,322	+100.0%	0.03%	–
SKX	New	SKECHERS U S A INCcl a	$3,326,000	–	138,519	+100.0%	0.03%	–
ALJ	New	ALON USA ENERGY INC	$3,331,000	–	230,333	+100.0%	0.03%	–
WLL	New	WHITING PETE CORP NEW	$3,329,000	–	72,224	+100.0%	0.03%	–
BBCN	New	BBCN BANCORP INC	$3,310,000	–	232,723	+100.0%	0.03%	–
TPC	New	TUTOR PERINI CORP	$3,178,000	–	175,626	+100.0%	0.03%	–
GBCI	New	GLACIER BANCORP INC NEW	$3,229,000	–	145,514	+100.0%	0.03%	–
NWL	New	NEWELL RUBBERMAID INC	$3,230,000	–	123,040	+100.0%	0.03%	–
AIR	New	AAR CORP	$3,234,000	–	147,122	+100.0%	0.03%	–
IPCC	New	INFINITY PPTY & CAS CORP	$3,218,000	–	53,839	+100.0%	0.03%	–
AF	New	ASTORIA FINL CORP	$3,183,000	–	295,245	+100.0%	0.03%	–
RTI	New	RTI INTL METALS INC	$3,204,000	–	115,617	+100.0%	0.03%	–
CMA	New	COMERICA INC	$3,199,000	–	80,308	+100.0%	0.03%	–
SAH	New	SONIC AUTOMOTIVE INCcl a	$3,204,000	–	151,531	+100.0%	0.03%	–
AEE	New	AMEREN CORP	$3,087,000	–	89,612	+100.0%	0.03%	–
TWGP	New	TOWER GROUP INTL LTD	$3,148,000	–	153,477	+100.0%	0.03%	–
ECPG	New	ENCORE CAP GROUP INC	$3,154,000	–	95,233	+100.0%	0.03%	–
TAP	New	MOLSON COORS BREWING COcl b	$3,070,000	–	64,125	+100.0%	0.03%	–
HY	New	HYSTER YALE MATLS HANDLING Icl a	$3,147,000	–	50,106	+100.0%	0.03%	–
TSN	New	TYSON FOODS INCcl a	$3,029,000	–	117,941	+100.0%	0.03%	–
XEC	New	CIMAREX ENERGY CO	$2,992,000	–	46,037	+100.0%	0.03%	–
PNFP	New	PINNACLE FINL PARTNERS INC	$3,040,000	–	118,234	+100.0%	0.03%	–
CINF	New	CINCINNATI FINL CORP	$3,020,000	–	65,760	+100.0%	0.03%	–
TSO	New	TESORO CORP	$3,046,000	–	58,213	+100.0%	0.03%	–
CENX	New	CENTURY ALUM CO	$3,016,000	–	324,947	+100.0%	0.03%	–
NAVG	New	NAVIGATORS GROUP INC	$2,989,000	–	52,400	+100.0%	0.03%	–
SAIA	New	SAIA INC	$2,961,000	–	98,782	+100.0%	0.03%	–
QUAD	New	QUAD / GRAPHICS INC	$2,912,000	–	120,818	+100.0%	0.03%	–
CFN	New	CAREFUSION CORP	$2,964,000	–	80,425	+100.0%	0.03%	–
NSIT	New	INSIGHT ENTERPRISES INC	$2,883,000	–	162,509	+100.0%	0.03%	–
ACGL	New	ARCH CAP GROUP LTDord	$2,913,000	–	56,653	+100.0%	0.03%	–
PRFT	New	PERFICIENT INC	$2,934,000	–	219,920	+100.0%	0.03%	–
RGR	New	STURM RUGER & CO INC	$2,778,000	–	57,810	+100.0%	0.03%	–
CSC	New	COMPUTER SCIENCES CORP	$2,785,000	–	63,621	+100.0%	0.03%	–
VAR	New	VARIAN MED SYS INC	$2,846,000	–	42,180	+100.0%	0.03%	–
HP	New	HELMERICH & PAYNE INC	$2,837,000	–	45,425	+100.0%	0.03%	–
AWK	New	AMERICAN WTR WKS CO INC NEW	$2,871,000	–	69,613	+100.0%	0.03%	–
TXT	New	TEXTRON INC	$2,782,000	–	106,760	+100.0%	0.03%	–
FCF	New	FIRST COMWLTH FINL CORP PA	$2,858,000	–	387,748	+100.0%	0.03%	–
ENSG	New	ENSIGN GROUP INC	$2,716,000	–	77,092	+100.0%	0.03%	–
RGA	New	REINSURANCE GROUP AMER INC	$2,736,000	–	39,575	+100.0%	0.03%	–
R108	New	ENERGIZER HLDGS INC	$2,681,000	–	26,670	+100.0%	0.03%	–
BMC	New	BMC SOFTWARE INC	$2,768,000	–	61,314	+100.0%	0.03%	–
Y	New	ALLEGHANY CORP DEL	$2,752,000	–	7,178	+100.0%	0.03%	–
INGR	New	INGREDION INC	$2,721,000	–	41,461	+100.0%	0.03%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD	$2,695,000	–	80,828	+100.0%	0.03%	–
KND	New	KINDRED HEALTHCARE INC	$2,585,000	–	196,828	+100.0%	0.03%	–
ASH	New	ASHLAND INC NEW	$2,582,000	–	30,920	+100.0%	0.03%	–
SSP	New	SCRIPPS E W CO OHIOcl a new	$2,611,000	–	167,561	+100.0%	0.03%	–
MTSC	New	MTS SYS CORP	$2,649,000	–	46,791	+100.0%	0.03%	–
WSBC	New	WESBANCO INC	$2,604,000	–	98,522	+100.0%	0.03%	–
CATO	New	CATO CORP NEWcl a	$2,642,000	–	105,816	+100.0%	0.03%	–
IPG	New	INTERPUBLIC GROUP COS INC	$2,587,000	–	177,794	+100.0%	0.03%	–
MHLD	New	MAIDEN HOLDINGS LTD	$2,611,000	–	232,651	+100.0%	0.03%	–
WNC	New	WABASH NATL CORP	$2,573,000	–	252,738	+100.0%	0.03%	–
RT	New	RUBY TUESDAY INC	$2,541,000	–	275,262	+100.0%	0.03%	–
PACW	New	PACWEST BANCORP DEL	$2,514,000	–	82,000	+100.0%	0.03%	–
IWN	New	ISHARES TRrusl 2000 valu	$2,486,000	–	28,930	+100.0%	0.03%	–
SAFT	New	SAFETY INS GROUP INC	$2,492,000	–	51,368	+100.0%	0.03%	–
AAP	New	ADVANCE AUTO PARTS INC	$2,486,000	–	30,620	+100.0%	0.03%	–
DNRCQ	New	DENBURY RES INC	$2,557,000	–	147,630	+100.0%	0.03%	–
AEGN	New	AEGION CORP	$2,489,000	–	110,569	+100.0%	0.03%	–
SYKE	New	SYKES ENTERPRISES INC	$2,562,000	–	162,536	+100.0%	0.03%	–
TRK	New	SPEEDWAY MOTORSPORTS INC	$2,555,000	–	146,820	+100.0%	0.03%	–
CHFC	New	CHEMICAL FINL CORP	$2,517,000	–	96,813	+100.0%	0.03%	–
LNT	New	ALLIANT ENERGY CORP	$2,388,000	–	47,353	+100.0%	0.02%	–
SMP	New	STANDARD MTR PRODS INC	$2,421,000	–	70,494	+100.0%	0.02%	–
NDAQ	New	NASDAQ OMX GROUP INC	$2,392,000	–	72,923	+100.0%	0.02%	–
GCI	New	GANNETT INC	$2,461,000	–	100,577	+100.0%	0.02%	–
BRKS	New	BROOKS AUTOMATION INC	$2,392,000	–	245,737	+100.0%	0.02%	–
FOR	New	FORESTAR GROUP INC	$2,462,000	–	122,715	+100.0%	0.02%	–
LEA	New	LEAR CORP	$2,441,000	–	40,359	+100.0%	0.02%	–
PNW	New	PINNACLE WEST CAP CORP	$2,461,000	–	44,356	+100.0%	0.02%	–
FFG	New	FBL FINL GROUP INCcl a	$2,420,000	–	55,605	+100.0%	0.02%	–
NUE	New	NUCOR CORP	$2,432,000	–	56,130	+100.0%	0.02%	–
GK	New	G & K SVCS INCcl a	$2,402,000	–	50,450	+100.0%	0.02%	–
HAS	New	HASBRO INC	$2,432,000	–	54,230	+100.0%	0.02%	–
GBX	New	GREENBRIER COS INC	$2,418,000	–	99,212	+100.0%	0.02%	–
SWY	New	SAFEWAY INC	$2,316,000	–	97,859	+100.0%	0.02%	–
NRIM	New	NORTHRIM BANCORP INC	$2,304,000	–	95,210	+100.0%	0.02%	–
VG	New	VONAGE HLDGS CORP	$2,370,000	–	837,406	+100.0%	0.02%	–
EXPE	New	EXPEDIA INC DEL	$2,297,000	–	38,177	+100.0%	0.02%	–
SIG	New	SIGNET JEWELERS LIMITED	$2,328,000	–	34,510	+100.0%	0.02%	–
FLEX	New	FLEXTRONICS INTL LTDord	$2,291,000	–	295,875	+100.0%	0.02%	–
NEWS	New	NEWSTAR FINANCIAL INC	$2,337,000	–	175,422	+100.0%	0.02%	–
TKR	New	TIMKEN CO	$2,361,000	–	41,943	+100.0%	0.02%	–
SWHC	New	SMITH & WESSON HLDG CORP	$2,339,000	–	234,330	+100.0%	0.02%	–
ALB	New	ALBEMARLE CORP	$2,322,000	–	37,264	+100.0%	0.02%	–
HMN	New	HORACE MANN EDUCATORS CORP N	$2,317,000	–	95,014	+100.0%	0.02%	–
PBY	New	PEP BOYS MANNY MOE & JACK	$2,274,000	–	196,329	+100.0%	0.02%	–
UHS	New	UNIVERSAL HLTH SVCS INCcl b	$2,207,000	–	32,952	+100.0%	0.02%	–
UFPI	New	UNIVERSAL FST PRODS INC	$2,260,000	–	56,605	+100.0%	0.02%	–
KELYA	New	KELLY SVCS INCcl a	$2,267,000	–	129,719	+100.0%	0.02%	–
BPI	New	BRIDGEPOINT ED INC	$2,257,000	–	185,228	+100.0%	0.02%	–
PRE	New	PARTNERRE LTD	$2,285,000	–	25,229	+100.0%	0.02%	–
SNA	New	SNAP ON INC	$2,217,000	–	24,800	+100.0%	0.02%	–
MANT	New	MANTECH INTL CORPcl a	$2,273,000	–	87,013	+100.0%	0.02%	–
NCI	New	NAVIGANT CONSULTING INC	$2,179,000	–	181,526	+100.0%	0.02%	–
APOL	New	APOLLO GROUP INCcl a	$2,121,000	–	119,667	+100.0%	0.02%	–
PBCT	New	PEOPLES UNITED FINANCIAL INC	$2,104,000	–	141,153	+100.0%	0.02%	–
ARII	New	AMERICAN RAILCAR INDS INC	$2,142,000	–	63,905	+100.0%	0.02%	–
HLIT	New	HARMONIC INC	$2,189,000	–	344,653	+100.0%	0.02%	–
PWR	New	QUANTA SVCS INC	$2,158,000	–	81,550	+100.0%	0.02%	–
SXI	New	STANDEX INTL CORP	$2,071,000	–	39,255	+100.0%	0.02%	–
EBF	New	ENNIS INC	$2,066,000	–	119,447	+100.0%	0.02%	–
OC	New	OWENS CORNING NEW	$2,022,000	–	51,735	+100.0%	0.02%	–
RNST	New	RENASANT CORP	$2,071,000	–	85,070	+100.0%	0.02%	–
KBR	New	KBR INC	$2,046,000	–	62,952	+100.0%	0.02%	–
AGCO	New	AGCO CORP	$2,090,000	–	41,624	+100.0%	0.02%	–
MTZ	New	MASTEC INC	$2,021,000	–	61,416	+100.0%	0.02%	–
JAH	New	JARDEN CORP	$2,079,000	–	47,504	+100.0%	0.02%	–
JBLU	New	JETBLUE AIRWAYS CORP	$2,090,000	–	332,148	+100.0%	0.02%	–
CNMD	New	CONMED CORP	$2,024,000	–	64,786	+100.0%	0.02%	–
FBC	New	FLAGSTAR BANCORP INC	$1,919,000	–	137,412	+100.0%	0.02%	–
SUP	New	SUPERIOR INDS INTL INC	$1,916,000	–	111,312	+100.0%	0.02%	–
MDU	New	MDU RES GROUP INC	$1,977,000	–	76,288	+100.0%	0.02%	–
OVTI	New	OMNIVISION TECHNOLOGIES INC	$1,903,000	–	102,014	+100.0%	0.02%	–
P105PS	New	INTEGRYS ENERGY GROUP INC	$1,957,000	–	33,432	+100.0%	0.02%	–
XYL	New	XYLEM INC	$1,943,000	–	72,120	+100.0%	0.02%	–
CHCO	New	CITY HLDG CO	$1,831,000	–	47,005	+100.0%	0.02%	–
MAN	New	MANPOWERGROUP INC	$1,817,000	–	33,145	+100.0%	0.02%	–
IGT	New	INTERNATIONAL GAME TECHNOLOG	$1,865,000	–	111,574	+100.0%	0.02%	–
DCOM	New	DIME CMNTY BANCSHARES	$1,812,000	–	118,221	+100.0%	0.02%	–
CPF	New	CENTRAL PAC FINL CORP	$1,855,000	–	103,009	+100.0%	0.02%	–
NBTB	New	NBT BANCORP INC	$1,804,000	–	85,209	+100.0%	0.02%	–
AN	New	AUTONATION INC	$1,809,000	–	41,670	+100.0%	0.02%	–
SASR	New	SANDY SPRING BANCORP INC	$1,745,000	–	80,680	+100.0%	0.02%	–
TUP	New	TUPPERWARE BRANDS CORP	$1,733,000	–	22,300	+100.0%	0.02%	–
FREDQ	New	FREDS INCcl a	$1,722,000	–	111,152	+100.0%	0.02%	–
LECO	New	LINCOLN ELEC HLDGS INC	$1,760,000	–	30,720	+100.0%	0.02%	–
BRKL	New	BROOKLINE BANCORP INC DEL	$1,761,000	–	202,827	+100.0%	0.02%	–
CTBI	New	COMMUNITY TR BANCORP INC	$1,796,000	–	50,406	+100.0%	0.02%	–
ATO	New	ATMOS ENERGY CORP	$1,704,000	–	41,480	+100.0%	0.02%	–
MOLX	New	MOLEX INC	$1,722,000	–	58,660	+100.0%	0.02%	–
CBSH	New	COMMERCE BANCSHARES INC	$1,688,000	–	38,759	+100.0%	0.02%	–
SRCE	New	1ST SOURCE CORP	$1,628,000	–	68,508	+100.0%	0.02%	–
STFC	New	STATE AUTO FINL CORP	$1,681,000	–	92,464	+100.0%	0.02%	–
GTS	New	TRIPLE-S MGMT CORPcl b	$1,600,000	–	74,513	+100.0%	0.02%	–
ALK	New	ALASKA AIR GROUP INC	$1,558,000	–	29,946	+100.0%	0.02%	–
FIS	New	FIDELITY NATL INFORMATION SV	$1,541,000	–	35,957	+100.0%	0.02%	–
ANF	New	ABERCROMBIE & FITCH COcl a	$1,514,000	–	33,445	+100.0%	0.02%	–
PIPR	New	PIPER JAFFRAY COS	$1,515,000	–	47,908	+100.0%	0.02%	–
HTH	New	HILLTOP HOLDINGS INC	$1,583,000	–	96,519	+100.0%	0.02%	–
CAI	New	CAI INTERNATIONAL INC	$1,549,000	–	65,710	+100.0%	0.02%	–
MCY	New	MERCURY GENL CORP NEW	$1,526,000	–	34,700	+100.0%	0.02%	–
UFCS	New	UNITED FIRE GROUP INC	$1,533,000	–	61,709	+100.0%	0.02%	–
CFR	New	CULLEN FROST BANKERS INC	$1,570,000	–	23,500	+100.0%	0.02%	–
NC	New	NACCO INDS INCcl a	$1,433,000	–	25,003	+100.0%	0.02%	–
SON	New	SONOCO PRODS CO	$1,493,000	–	43,180	+100.0%	0.02%	–
GBLI	New	GLOBAL INDEMNITY PLC	$1,486,000	–	63,098	+100.0%	0.02%	–
WD	New	WALKER & DUNLOP INC	$1,490,000	–	85,109	+100.0%	0.02%	–
BANR	New	BANNER CORP	$1,493,000	–	44,173	+100.0%	0.02%	–
UGI	New	UGI CORP NEW	$1,455,000	–	37,192	+100.0%	0.02%	–
NEU	New	NEWMARKET CORP	$1,424,000	–	5,420	+100.0%	0.02%	–
NICK	New	NICHOLAS FINANCIAL INC	$1,494,000	–	98,800	+100.0%	0.02%	–
PHIKQ	New	PHI INC	$1,503,000	–	43,807	+100.0%	0.02%	–
CBU	New	COMMUNITY BK SYS INC	$1,403,000	–	45,448	+100.0%	0.01%	–
RBCAA	New	REPUBLIC BANCORP KYcl a	$1,336,000	–	60,907	+100.0%	0.01%	–
STLD	New	STEEL DYNAMICS INC	$1,321,000	–	88,587	+100.0%	0.01%	–
TESO	New	TESCO CORP	$1,339,000	–	101,008	+100.0%	0.01%	–
FLIR	New	FLIR SYS INC	$1,346,000	–	49,895	+100.0%	0.01%	–
FWLT	New	FOSTER WHEELER AG	$1,382,000	–	63,615	+100.0%	0.01%	–
EEM	New	ISHARES TRmsci emerg mkt	$1,348,000	–	35,000	+100.0%	0.01%	–
CEC	New	CEC ENTMT INC	$1,227,000	–	29,879	+100.0%	0.01%	–
SPXC	New	SPX CORP	$1,286,000	–	17,865	+100.0%	0.01%	–
ELY	New	CALLAWAY GOLF CO	$1,228,000	–	186,578	+100.0%	0.01%	–
FXI	New	ISHARES TRftse china25 idx	$1,139,000	–	35,000	+100.0%	0.01%	–
ALV	New	AUTOLIV INC	$1,115,000	–	14,400	+100.0%	0.01%	–
CFNL	New	CARDINAL FINL CORP	$1,036,000	–	70,700	+100.0%	0.01%	–
XEL	New	XCEL ENERGY INC	$1,063,000	–	37,503	+100.0%	0.01%	–
NNBR	New	NN INC	$1,000,000	–	87,630	+100.0%	0.01%	–
FIBK	New	FIRST INTST BANCSYSTEM INC	$981,000	–	47,304	+100.0%	0.01%	–
FFIC	New	FLUSHING FINL CORP	$984,000	–	59,780	+100.0%	0.01%	–
BNCL	New	BENEFICIAL MUTUAL BANCORP IN	$968,000	–	115,231	+100.0%	0.01%	–
STNR	New	STEINER LEISURE LTDord	$926,000	–	17,504	+100.0%	0.01%	–
NWLI	New	NATIONAL WESTN LIFE INS COcl a	$836,000	–	4,401	+100.0%	0.01%	–
BCE	New	BCE INC	$892,000	–	21,735	+100.0%	0.01%	–
SKYW	New	SKYWEST INC	$839,000	–	61,929	+100.0%	0.01%	–
CMCO	New	COLUMBUS MCKINNON CORP N Y	$894,000	–	41,890	+100.0%	0.01%	–
TBNK	New	TERRITORIAL BANCORP INC	$894,000	–	39,530	+100.0%	0.01%	–
TAYC	New	TAYLOR CAP GROUP INC	$823,000	–	48,708	+100.0%	0.01%	–
SPAR	New	SPARTAN MTRS INC	$777,000	–	126,800	+100.0%	0.01%	–
ASYS	New	AMTECH SYS INC	$633,000	–	99,410	+100.0%	0.01%	–
CBNJ	New	CAPE BANCORP INC	$676,000	–	71,090	+100.0%	0.01%	–
NGS	New	NATURAL GAS SERVICES GROUP	$707,000	–	30,070	+100.0%	0.01%	–
H	New	HYATT HOTELS CORP	$655,000	–	16,206	+100.0%	0.01%	–
DVN	New	DEVON ENERGY CORP NEW	$685,000	–	13,186	+100.0%	0.01%	–
ALG	New	ALAMO GROUP INC	$648,000	–	15,860	+100.0%	0.01%	–
ZLTQ	New	ZELTIQ AESTHETICS INC	$603,000	–	94,240	+100.0%	0.01%	–
PLUS	New	EPLUS INC	$545,000	–	9,100	+100.0%	0.01%	–
ZINCQ	New	HORSEHEAD HLDG CORP	$582,000	–	45,400	+100.0%	0.01%	–
ACLS	New	AXCELIS TECHNOLOGIES INC	$596,000	–	327,360	+100.0%	0.01%	–
NPK	New	NATIONAL PRESTO INDS INC	$602,000	–	8,351	+100.0%	0.01%	–
UIHC	New	UNITED INS HLDGS CORP	$628,000	–	89,810	+100.0%	0.01%	–
CNXN	New	P C CONNECTION	$541,000	–	34,970	+100.0%	0.01%	–
PLAB	New	PHOTRONICS INC	$586,000	–	72,600	+100.0%	0.01%	–
BMY	New	BRISTOL MYERS SQUIBB CO	$566,000	–	12,656	+100.0%	0.01%	–
4107PS	New	MEADWESTVACO CORP	$544,000	–	15,920	+100.0%	0.01%	–
CQB	New	CHIQUITA BRANDS INTL INC	$595,000	–	54,400	+100.0%	0.01%	–
BALT	New	BALTIC TRADING LIMITED	$597,000	–	160,670	+100.0%	0.01%	–
HAFC	New	HANMI FINL CORP	$541,000	–	30,600	+100.0%	0.01%	–
LBYYQ	New	LIBBEY INC	$569,000	–	23,700	+100.0%	0.01%	–
CKP	New	CHECKPOINT SYS INC	$562,000	–	39,600	+100.0%	0.01%	–
PESXQ	New	PIONEER ENERGY SVCS CORP	$441,000	–	66,600	+100.0%	0.01%	–
TVL	New	LIN TV CORPcl a	$478,000	–	31,200	+100.0%	0.01%	–
NBN	New	NORTHEAST BANCORP	$522,000	–	53,960	+100.0%	0.01%	–
PSTB	New	PARK STERLING CORP	$450,000	–	76,100	+100.0%	0.01%	–
PMC	New	PHARMERICA CORP	$472,000	–	34,000	+100.0%	0.01%	–
PIKE	New	PIKE ELEC CORP	$510,000	–	41,400	+100.0%	0.01%	–
CHFN	New	CHARTER FINL CORP MD	$484,000	–	47,920	+100.0%	0.01%	–
SYPR	New	SYPRIS SOLUTIONS INC	$504,000	–	156,881	+100.0%	0.01%	–
VVI	New	VIAD CORP	$468,000	–	19,076	+100.0%	0.01%	–
APC	New	ANADARKO PETE CORP	$503,000	–	5,842	+100.0%	0.01%	–
AP	New	AMPCO-PITTSBURGH CORP	$491,000	–	26,119	+100.0%	0.01%	–
WIBC	New	WILSHIRE BANCORP INC	$460,000	–	69,400	+100.0%	0.01%	–
ATSG	New	AIR TRANSPORT SERVICES GRP I	$502,000	–	75,800	+100.0%	0.01%	–
NBR	New	NABORS INDUSTRIES LTD	$448,000	–	29,231	+100.0%	0.01%	–
SFG	New	STANCORP FINL GROUP INC	$398,000	–	8,041	+100.0%	0.00%	–
ANFI	New	AMIRA NATURE FOODS LTD	$433,000	–	51,530	+100.0%	0.00%	–
OPLK	New	OPLINK COMMUNICATIONS INC	$372,000	–	21,400	+100.0%	0.00%	–
ZLC	New	ZALE CORP NEW	$341,000	–	37,400	+100.0%	0.00%	–
UEIC	New	UNIVERSAL ELECTRS INC	$411,000	–	14,600	+100.0%	0.00%	–
IMKTA	New	INGLES MKTS INCcl a	$428,000	–	16,946	+100.0%	0.00%	–
FRME	New	FIRST MERCHANTS CORP	$388,000	–	22,600	+100.0%	0.00%	–
ETM	New	ENTERCOM COMMUNICATIONS CORPcl a	$343,000	–	36,300	+100.0%	0.00%	–
SBSI	New	SOUTHSIDE BANCSHARES INC	$365,000	–	15,258	+100.0%	0.00%	–
UFI	New	UNIFI INC	$433,000	–	20,900	+100.0%	0.00%	–
ORN	New	ORION MARINE GROUP INC	$375,000	–	31,000	+100.0%	0.00%	–
CCIX	New	COLEMAN CABLE INC	$364,000	–	20,100	+100.0%	0.00%	–
OPOF	New	OLD POINT FINL CORP	$399,000	–	30,440	+100.0%	0.00%	–
PHMD	New	PHOTOMEDEX INC	$393,000	–	24,600	+100.0%	0.00%	–
TBBK	New	BANCORP INC DEL	$407,000	–	27,123	+100.0%	0.00%	–
USMO	New	USA MOBILITY INC	$344,000	–	25,300	+100.0%	0.00%	–
BKMU	New	BANK MUTUAL CORP NEW	$427,000	–	75,590	+100.0%	0.00%	–
CTS	New	CTS CORP	$351,000	–	25,700	+100.0%	0.00%	–
GTN	New	GRAY TELEVISION INC	$391,000	–	54,200	+100.0%	0.00%	–
PICO	New	PICO HLDGS INC	$378,000	–	17,990	+100.0%	0.00%	–
CACH	New	CACHE INC	$372,000	–	83,494	+100.0%	0.00%	–
WMAR	New	WEST MARINE INC	$365,000	–	33,114	+100.0%	0.00%	–
AOI	New	ALLIANCE ONE INTL INC	$398,000	–	104,700	+100.0%	0.00%	–
WASH	New	WASHINGTON TR BANCORP	$348,000	–	12,190	+100.0%	0.00%	–
TMP	New	TOMPKINS FINANCIAL CORPORATI	$366,000	–	8,088	+100.0%	0.00%	–
TITN	New	TITAN MACHY INC	$351,000	–	17,880	+100.0%	0.00%	–
HBOS	New	HERITAGE FINL GROUP INC	$410,000	–	27,730	+100.0%	0.00%	–
BEBE	New	BEBE STORES INC	$388,000	–	69,030	+100.0%	0.00%	–
JRN	New	JOURNAL COMMUNICATIONS INCcl a	$389,000	–	51,840	+100.0%	0.00%	–
KAI	New	KADANT INC	$396,000	–	13,100	+100.0%	0.00%	–
WSFS	New	WSFS FINL CORP	$403,000	–	7,690	+100.0%	0.00%	–
LPSB	New	LAPORTE BANCORP INC MD	$365,000	–	35,970	+100.0%	0.00%	–
LHCG	New	LHC GROUP INC	$359,000	–	18,300	+100.0%	0.00%	–
MFIN	New	MEDALLION FINL CORP	$375,000	–	26,946	+100.0%	0.00%	–
CHEV	New	CHEVIOT FINL CORP NEW	$391,000	–	34,452	+100.0%	0.00%	–
CBZ	New	CBIZ INC	$398,000	–	59,300	+100.0%	0.00%	–
PKOH	New	PARK OHIO HLDGS CORP	$423,000	–	12,800	+100.0%	0.00%	–
PWER	New	POWER ONE INC NEW	$359,000	–	56,760	+100.0%	0.00%	–
PX	New	PRAXAIR INC	$342,000	–	2,967	+100.0%	0.00%	–
BANC	New	FIRST PACTRUST BANCORP INC	$416,000	–	30,600	+100.0%	0.00%	–
UEPS	New	NET 1 UEPS TECHNOLOGIES INC	$395,000	–	53,630	+100.0%	0.00%	–
STC	New	STEWART INFORMATION SVCS COR	$420,000	–	16,005	+100.0%	0.00%	–
COHU	New	COHU INC	$372,000	–	29,700	+100.0%	0.00%	–
STEL	New	STELLARONE CORP	$411,000	–	20,913	+100.0%	0.00%	–
AET	New	AETNA INC NEW	$309,000	–	4,856	+100.0%	0.00%	–
TESS	New	TESSCO TECHNOLOGIES INC	$251,000	–	9,500	+100.0%	0.00%	–
CASLQ	New	CASTLE A M & CO	$283,000	–	17,900	+100.0%	0.00%	–
LMIA	New	LMI AEROSPACE INC	$270,000	–	14,400	+100.0%	0.00%	–
STRA	New	STRAYER ED INC	$334,000	–	6,830	+100.0%	0.00%	–
FLL	New	FULL HOUSE RESORTS INC	$327,000	–	120,770	+100.0%	0.00%	–
REX	New	REX AMERICAN RESOURCES CORP	$254,000	–	8,800	+100.0%	0.00%	–
CBS	New	CBS CORP NEWcl b	$255,000	–	5,205	+100.0%	0.00%	–
LTXC	New	LTX-CREDENCE CORP	$268,000	–	44,610	+100.0%	0.00%	–
CPLA	New	CAPELLA EDUCATION COMPANY	$263,000	–	6,300	+100.0%	0.00%	–
LBAI	New	LAKELAND BANCORP INC	$253,000	–	24,181	+100.0%	0.00%	–
DCO	New	DUCOMMUN INC DEL	$266,000	–	12,500	+100.0%	0.00%	–
MRTN	New	MARTEN TRANS LTD	$260,000	–	16,590	+100.0%	0.00%	–
NWSA	New	NEWS CORPcl a	$315,000	–	9,659	+100.0%	0.00%	–
DGICA	New	DONEGAL GROUP INCcl a	$270,000	–	19,300	+100.0%	0.00%	–
HZO	New	MARINEMAX INC	$277,000	–	24,400	+100.0%	0.00%	–
SKUL	New	SKULLCANDY INC	$257,000	–	46,920	+100.0%	0.00%	–
DWSN	New	DAWSON GEOPHYSICAL CO	$336,000	–	9,100	+100.0%	0.00%	–
SENEA	New	SENECA FOODS CORP NEWcl a	$283,000	–	9,200	+100.0%	0.00%	–
MSFG	New	MAINSOURCE FINANCIAL GP INC	$251,000	–	18,670	+100.0%	0.00%	–
CSS	New	CSS INDS INC	$275,000	–	11,000	+100.0%	0.00%	–
LUB	New	LUBYS INC	$260,000	–	30,673	+100.0%	0.00%	–
DESTQ	New	DESTINATION MATERNITY CORP	$297,000	–	12,056	+100.0%	0.00%	–
LDL	New	LYDALL INC DEL	$247,000	–	16,910	+100.0%	0.00%	–
NUTR	New	NUTRACEUTICAL INTL CORP	$289,000	–	14,100	+100.0%	0.00%	–
COBZ	New	COBIZ FINANCIAL INC	$272,000	–	32,700	+100.0%	0.00%	–
THFF	New	FIRST FINL CORP IND	$317,000	–	10,200	+100.0%	0.00%	–
DIT	New	AMCON DISTRG CO	$281,000	–	3,518	+100.0%	0.00%	–
OFI	New	OVERHILL FARMS INC	$307,000	–	61,980	+100.0%	0.00%	–
NATR	New	NATURES SUNSHINE PRODUCTS IN	$270,000	–	16,500	+100.0%	0.00%	–
ZAGG	New	ZAGG INC	$260,000	–	48,530	+100.0%	0.00%	–
NWPX	New	NORTHWEST PIPE CO	$299,000	–	10,700	+100.0%	0.00%	–
HNH	New	HANDY & HARMAN LTD	$245,000	–	13,700	+100.0%	0.00%	–
ABCB	New	AMERIS BANCORP	$327,000	–	19,400	+100.0%	0.00%	–
COWN	New	COWEN GROUP INC NEWcl a	$252,000	–	87,100	+100.0%	0.00%	–
FBRC	New	FBR & CO	$277,000	–	10,975	+100.0%	0.00%	–
VOXX	New	VOXX INTL CORPcl a	$296,000	–	24,100	+100.0%	0.00%	–
PLPC	New	PREFORMED LINE PRODS CO	$319,000	–	4,800	+100.0%	0.00%	–
UVSP	New	UNIVEST CORP PA	$260,000	–	13,600	+100.0%	0.00%	–
PRMW	New	PRIMO WTR CORP	$313,000	–	171,567	+100.0%	0.00%	–
ZEUS	New	OLYMPIC STEEL INC	$297,000	–	12,100	+100.0%	0.00%	–
UVE	New	UNIVERSAL INS HLDGS INC	$245,000	–	34,600	+100.0%	0.00%	–
ENTR	New	ENTROPIC COMMUNICATIONS INC	$274,000	–	64,100	+100.0%	0.00%	–
ISSI	New	INTEGRATED SILICON SOLUTION	$318,000	–	28,960	+100.0%	0.00%	–
MLR	New	MILLER INDS INC TENN	$267,000	–	17,310	+100.0%	0.00%	–
PBNY	New	PROVIDENT NEW YORK BANCORP	$330,000	–	35,240	+100.0%	0.00%	–
CENT	New	CENTRAL GARDEN & PET CO	$339,000	–	47,730	+100.0%	0.00%	–
USAK	New	USA TRUCK INC	$308,000	–	47,720	+100.0%	0.00%	–
TOWN	New	TOWNEBANK PORTSMOUTH VA	$307,000	–	20,830	+100.0%	0.00%	–
GENC	New	GENCOR INDS INC	$262,000	–	36,770	+100.0%	0.00%	–
FVE	New	FIVE STAR QUALITY CARE INC	$281,000	–	50,000	+100.0%	0.00%	–
RSHCQ	New	RADIOSHACK CORP	$244,000	–	76,900	+100.0%	0.00%	–
CSBK	New	CLIFTON SVGS BANCORP INC	$252,000	–	21,229	+100.0%	0.00%	–
ORBC	New	ORBCOMM INC	$240,000	–	53,450	+100.0%	0.00%	–
PCTI	New	PC-TEL INC	$222,000	–	26,090	+100.0%	0.00%	–
PCBK	New	PACIFIC CONTINENTAL CORP	$187,000	–	15,800	+100.0%	0.00%	–
PATK	New	PATRICK INDS INC	$167,000	–	8,000	+100.0%	0.00%	–
CZNC	New	CITIZENS & NORTHN CORP	$215,000	–	11,090	+100.0%	0.00%	–
PEP	New	PEPSICO INC	$207,000	–	2,529	+100.0%	0.00%	–
CRTX	New	CORNERSTONE THERAPEUTICS INC	$227,000	–	28,300	+100.0%	0.00%	–
CRRC	New	COURIER CORP	$192,000	–	13,400	+100.0%	0.00%	–
NKSH	New	NATIONAL BANKSHARES INC VA	$164,000	–	4,600	+100.0%	0.00%	–
CRDB	New	CRAWFORD & COcl b	$148,000	–	26,200	+100.0%	0.00%	–
CCRN	New	CROSS CTRY HEALTHCARE INC	$187,000	–	36,200	+100.0%	0.00%	–
METR	New	METRO BANCORP INC PA	$211,000	–	10,500	+100.0%	0.00%	–
CSFL	New	CENTERSTATE BANKS INC	$214,000	–	24,600	+100.0%	0.00%	–
CULP	New	CULP INC	$242,000	–	13,900	+100.0%	0.00%	–
RTIX	New	RTI BIOLOGICS INC	$240,000	–	63,800	+100.0%	0.00%	–
RSYS	New	RADISYS CORP	$165,000	–	34,100	+100.0%	0.00%	–
RM	New	REGIONAL MGMT CORP	$228,000	–	9,100	+100.0%	0.00%	–
REXI	New	RESOURCE AMERICA INCcl a	$148,000	–	17,367	+100.0%	0.00%	–
RELL	New	RICHARDSON ELECTRS LTD	$161,000	–	13,700	+100.0%	0.00%	–
DSPG	New	DSP GROUP INC	$216,000	–	25,880	+100.0%	0.00%	–
STBA	New	S & T BANCORP INC	$228,000	–	11,600	+100.0%	0.00%	–
SALM	New	SALEM COMMUNICATIONS CORP DEcl a	$170,000	–	22,600	+100.0%	0.00%	–
JBSS	New	SANFILIPPO JOHN B & SON INC	$186,000	–	9,200	+100.0%	0.00%	–
CRAI	New	CRA INTL INC	$207,000	–	11,200	+100.0%	0.00%	–
SMED	New	SHARPS COMPLIANCE CORP	$211,000	–	80,480	+100.0%	0.00%	–
SFNC	New	SIMMONS 1ST NATL CORPcl a $1 par	$207,000	–	7,900	+100.0%	0.00%	–
SKH	New	SKILLED HEALTHCARE GROUP INCcl a	$186,000	–	27,800	+100.0%	0.00%	–
LINC	New	LINCOLN EDL SVCS CORP	$149,000	–	28,100	+100.0%	0.00%	–
LCUT	New	LIFETIME BRANDS INC	$176,000	–	12,900	+100.0%	0.00%	–
OKSB	New	SOUTHWEST BANCORP INC OKLA	$195,000	–	14,700	+100.0%	0.00%	–
STRL	New	STERLING CONSTRUCTION CO INC	$159,000	–	17,500	+100.0%	0.00%	–
LYTS	New	LSI INDS INC	$207,000	–	25,500	+100.0%	0.00%	–
BMTC	New	BRYN MAWR BK CORP	$213,000	–	8,900	+100.0%	0.00%	–
KSS	New	KOHLS CORP	$157,000	–	3,091	+100.0%	0.00%	–
GSIT	New	GSI TECHNOLOGY	$201,000	–	31,700	+100.0%	0.00%	–
EIHI	New	EASTERN INS HLDGS INC	$150,000	–	7,990	+100.0%	0.00%	–
KEM	New	KEMET CORP	$202,000	–	49,000	+100.0%	0.00%	–
TECUA	New	TECUMSEH PRODS COcl a	$174,000	–	15,900	+100.0%	0.00%	–
BLK	New	BLACKROCK INC	$173,000	–	670	+100.0%	0.00%	–
BSET	New	BASSETT FURNITURE INDS INC	$201,000	–	12,891	+100.0%	0.00%	–
DFZ	New	BARRY R G CORP OHIO	$181,000	–	11,100	+100.0%	0.00%	–
UNP	New	UNION PAC CORP	$155,000	–	1,000	+100.0%	0.00%	–
UBNK	New	UNITED FINANCIAL BANCORP INC	$223,000	–	14,700	+100.0%	0.00%	–
IFT	New	IMPERIAL HLDGS INC	$152,000	–	22,100	+100.0%	0.00%	–
EFSC	New	ENTERPRISE FINL SVCS CORP	$216,000	–	13,500	+100.0%	0.00%	–
AVNW	New	AVIAT NETWORKS INC	$168,000	–	64,100	+100.0%	0.00%	–
HURC	New	HURCO COMPANIES INC	$213,000	–	7,400	+100.0%	0.00%	–
VSEC	New	VSE CORP	$152,000	–	3,700	+100.0%	0.00%	–
HOFT	New	HOOKER FURNITURE CORP	$170,000	–	10,401	+100.0%	0.00%	–
HOME	New	HOME FED BANCORP INC MD	$167,000	–	13,100	+100.0%	0.00%	–
VPG	New	VISHAY PRECISION GROUP INC	$225,000	–	14,800	+100.0%	0.00%	–
FISI	New	FINANCIAL INSTNS INC	$207,000	–	11,200	+100.0%	0.00%	–
WBCO	New	WASHINGTON BKG CO OAK HBR WA	$177,000	–	12,400	+100.0%	0.00%	–
HFWA	New	HERITAGE FINL CORP WASH	$185,000	–	12,600	+100.0%	0.00%	–
WFD	New	WESTFIELD FINANCIAL INC NEW	$158,000	–	22,570	+100.0%	0.00%	–
FBNC	New	FIRST BANCORP N C	$209,000	–	14,800	+100.0%	0.00%	–
FXCB	New	FOX CHASE BANCORP INC NEW	$226,000	–	13,280	+100.0%	0.00%	–
HDNG	New	HARDINGE INC	$191,000	–	12,890	+100.0%	0.00%	–
HCKT	New	HACKETT GROUP INC	$195,000	–	37,400	+100.0%	0.00%	–
HCI	New	HCI GROUP INC	$243,000	–	7,900	+100.0%	0.00%	–
FCBC	New	FIRST CMNTY BANCSHARES INC N	$229,000	–	14,600	+100.0%	0.00%	–
FDEF	New	FIRST DEFIANCE FINL CORP	$194,000	–	8,600	+100.0%	0.00%	–
CWCO	New	CONSOLIDATED WATER CO INCord	$195,000	–	17,000	+100.0%	0.00%	–
AFAM	New	ALMOST FAMILY INC	$180,000	–	9,400	+100.0%	0.00%	–
FUBC	New	1ST UNITED BANCORP INC FLA	$169,000	–	25,100	+100.0%	0.00%	–
OME	New	OMEGA PROTEIN CORP	$204,000	–	22,700	+100.0%	0.00%	–
OABC	New	OMNIAMERICAN BANCORP INC	$238,000	–	10,800	+100.0%	0.00%	–
OPY	New	OPPENHEIMER HLDGS INCcl a non vtg	$191,000	–	10,000	+100.0%	0.00%	–
BCR	New	BARD C R INC	$100,000	–	920	+100.0%	0.00%	–
RICK	New	RICKS CABARET INTL INC	$95,000	–	11,000	+100.0%	0.00%	–
ESSA	New	ESSA BANCORP INC	$103,000	–	9,390	+100.0%	0.00%	–
AHC	New	A H BELO CORP	$144,000	–	20,900	+100.0%	0.00%	–
RIMG	New	RIMAGE CORP	$82,000	–	9,800	+100.0%	0.00%	–
ERUS	New	ISHARES TRmsci russ indx	$135,000	–	7,000	+100.0%	0.00%	–
HALL	New	HALLMARK FINL SVCS INC EC	$145,000	–	15,800	+100.0%	0.00%	–
BBW	New	BUILD A BEAR WORKSHOP	$112,000	–	18,400	+100.0%	0.00%	–
ESSX	New	ESSEX RENT CORP	$100,000	–	23,100	+100.0%	0.00%	–
HDSN	New	HUDSON TECHNOLOGIES INC	$80,000	–	24,900	+100.0%	0.00%	–
SCNB	New	SUFFOLK BANCORP	$89,000	–	5,400	+100.0%	0.00%	–
GWW	New	GRAINGER W W INC	$76,000	–	300	+100.0%	0.00%	–
PCMI	New	PCM INC	$123,000	–	12,800	+100.0%	0.00%	–
TGX	New	THERAGENICS CORP	$66,000	–	31,500	+100.0%	0.00%	–
PRCP	New	PERCEPTRON INC	$75,000	–	9,500	+100.0%	0.00%	–
VZ	New	VERIZON COMMUNICATIONS INC	$66,000	–	1,305	+100.0%	0.00%	–
EQT	New	EQT CORP	$79,000	–	990	+100.0%	0.00%	–
HD	New	HOME DEPOT INC	$50,000	–	640	+100.0%	0.00%	–
ASFI	New	ASTA FDG INC	$124,000	–	14,300	+100.0%	0.00%	–
UDR	New	UDR INC	$88,000	–	3,436	+100.0%	0.00%	–
UFPT	New	UFP TECHNOLOGIES INC	$135,000	–	6,890	+100.0%	0.00%	–
HBCP	New	HOME BANCORP INC	$132,000	–	7,090	+100.0%	0.00%	–
ITG	New	INVESTMENT TECHNOLOGY GRP NE	$144,000	–	10,300	+100.0%	0.00%	–
IWS	New	ISHARES TRrussell mcp vl	$125,000	–	2,145	+100.0%	0.00%	–
SUMR	New	SUMMER INFANT INC	$122,000	–	39,790	+100.0%	0.00%	–
SNFCA	New	SECURITY NATL FINL CORPcl a new	$50,000	–	8,300	+100.0%	0.00%	–
BMRC	New	BANK OF MARIN BANCORP	$144,000	–	3,600	+100.0%	0.00%	–
ISHCQ	New	INTERNATIONAL SHIPHOLDING CO	$89,000	–	3,800	+100.0%	0.00%	–
KTCC	New	KEY TRONICS CORP	$128,000	–	12,300	+100.0%	0.00%	–
DLA	New	DELTA APPAREL INC	$122,000	–	8,600	+100.0%	0.00%	–
AGX	New	ARGAN INC	$108,000	–	6,900	+100.0%	0.00%	–
MBVT	New	MERCHANTS BANCSHARES	$127,000	–	4,290	+100.0%	0.00%	–
ABT	New	ABBOTT LABS	$52,000	–	1,474	+100.0%	0.00%	–
ULBI	New	ULTRALIFE CORP	$72,000	–	20,000	+100.0%	0.00%	–
CRWS	New	CROWN CRAFTS INC	$68,000	–	10,900	+100.0%	0.00%	–
PROV	New	PROVIDENT FINL HLDGS INC	$124,000	–	7,800	+100.0%	0.00%	–
BWEN	New	BROADWIND ENERGY INC	$78,000	–	16,300	+100.0%	0.00%	–
GV	New	GOLDFIELD CORP	$64,000	–	29,300	+100.0%	0.00%	–
HTLF	New	HEARTLAND FINL USA INC	$132,000	–	4,800	+100.0%	0.00%	–
NYCB	New	NEW YORK CMNTY BANCORP INC	$84,000	–	5,966	+100.0%	0.00%	–
SWS	New	SWS GROUP INC	$86,000	–	15,700	+100.0%	0.00%	–
BOFI	New	BOFI HLDG INC	$95,000	–	2,062	+100.0%	0.00%	–
RDI	New	READING INTERNATIONAL INCcl a	$146,000	–	22,900	+100.0%	0.00%	–
YCS	New	PROSHARES TR IIultrashort yen n	$103,000	–	1,600	+100.0%	0.00%	–
CVLG	New	COVENANT TRANSN GROUP INCcl a	$83,000	–	13,200	+100.0%	0.00%	–
NBBC	New	NEWBRIDGE BANCORPcl a no par	$50,000	–	8,200	+100.0%	0.00%	–
CROC	New	PROSHARES TR II	$108,000	–	2,300	+100.0%	0.00%	–
SIFI	New	SI FINL GROUP INC MD	$84,000	–	7,515	+100.0%	0.00%	–
WSTL	New	WESTELL TECHNOLOGIES INCcl a	$105,000	–	43,700	+100.0%	0.00%	–
MBWM	New	MERCANTILE BANK CORP	$141,000	–	7,800	+100.0%	0.00%	–
CNTY	New	CENTURY CASINOS INC	$87,000	–	24,900	+100.0%	0.00%	–
FLIC	New	FIRST LONG IS CORP	$110,000	–	3,300	+100.0%	0.00%	–
SNBC	New	SUN BANCORP INC	$140,000	–	41,100	+100.0%	0.00%	–
RCMT	New	RCM TECHNOLOGIES INC	$69,000	–	12,700	+100.0%	0.00%	–
WHR	New	WHIRLPOOL CORP	$55,000	–	474	+100.0%	0.00%	–
MASC	New	MATERIAL SCIENCES CORP	$117,000	–	11,600	+100.0%	0.00%	–
PPL	New	PPL CORP	$92,000	–	3,010	+100.0%	0.00%	–
CF	New	CF INDS HLDGS INC	$86,000	–	497	+100.0%	0.00%	–
INPTF	New	BARCLAYS BK PLCipms india etn	$56,000	–	1,032	+100.0%	0.00%	–
TCBK	New	TRICO BANCSHARES	$135,000	–	6,300	+100.0%	0.00%	–
LACO	New	LAKES ENTMNT INC	$106,000	–	30,100	+100.0%	0.00%	–
RCKY	New	ROCKY BRANDS INC	$106,000	–	7,000	+100.0%	0.00%	–
HRS	New	HARRIS CORP DEL	$73,000	–	1,477	+100.0%	0.00%	–
MCD	New	MCDONALDS CORP	$80,000	–	800	+100.0%	0.00%	–
HAR	New	HARMAN INTL INDS INC	$121,000	–	2,221	+100.0%	0.00%	–
VC	New	VISTEON CORP	$3,000	–	46	+100.0%	0.00%	–
VMC	New	VULCAN MATLS CO	$3,000	–	54	+100.0%	0.00%	–
PLCE	New	CHILDRENS PL RETAIL STORES I	$1,000	–	3	+100.0%	0.00%	–
MSI	New	MOTOROLA SOLUTIONS INC	$7,000	–	110	+100.0%	0.00%	–
FNF	New	FIDELITY NATIONAL FINANCIALcl a	$4,000	–	148	+100.0%	0.00%	–
NEE	New	NEXTERA ENERGY INC	$10,000	–	120	+100.0%	0.00%	–
CR	New	CRANE CO	$7,000	–	114	+100.0%	0.00%	–
STZ	New	CONSTELLATION BRANDS INCcl a	$4,000	–	60	+100.0%	0.00%	–
WPO	New	WASHINGTON POST COcl b	$3,000	–	5	+100.0%	0.00%	–
FTR	New	FRONTIER COMMUNICATIONS CORP	$5,000	–	1,026	+100.0%	0.00%	–
HLX	New	HELIX ENERGY SOLUTIONS GRP I	$7,000	–	266	+100.0%	0.00%	–
WMK	New	WEIS MKTS INC	$5,000	–	108	+100.0%	0.00%	–
GNCIQ	New	GNC HLDGS INC	$19,000	–	427	+100.0%	0.00%	–
WEN	New	WENDYS CO	$2,000	–	286	+100.0%	0.00%	–
HLS	New	HEALTHSOUTH CORP	$7,000	–	224	+100.0%	0.00%	–
APH	New	AMPHENOL CORP NEWcl a	$5,000	–	60	+100.0%	0.00%	–
9207PS	New	ROCK-TENN COcl a	$1,000	–	10	+100.0%	0.00%	–
PPC	New	PILGRIMS PRIDE CORP NEW	$4,000	–	204	+100.0%	0.00%	–
ABC	New	AMERISOURCEBERGEN CORP	$17,000	–	301	+100.0%	0.00%	–
WU	New	WESTERN UN CO	$10,000	–	570	+100.0%	0.00%	–
GDI	New	GARDNER DENVER INC	$4,000	–	46	+100.0%	0.00%	–
WLK	New	WESTLAKE CHEM CORP	$3,000	–	26	+100.0%	0.00%	–
NE	New	NOBLE CORPORATION BAARnamen -akt	$4,000	–	90	+100.0%	0.00%	–
TEL	New	TE CONNECTIVITY LTD	$31,000	–	675	+100.0%	0.00%	–
WIN	New	WINDSTREAM CORP	$1,000	–	126	+100.0%	0.00%	–
ED	New	CONSOLIDATED EDISON INC	$16,000	–	272	+100.0%	0.00%	–
FCNCA	New	FIRST CTZNS BANCSHARES INC Ncl a	$5,000	–	21	+100.0%	0.00%	–
WYND	New	WYNDHAM WORLDWIDE CORP	$26,000	–	445	+100.0%	0.00%	–
ANAT	New	AMERICAN NATL INS CO	$5,000	–	41	+100.0%	0.00%	–
HWC	New	HANCOCK HLDG CO	$2,000	–	56	+100.0%	0.00%	–
FLS	New	FLOWSERVE CORP	$4,000	–	60	+100.0%	0.00%	–
PKI	New	PERKINELMER INC	$3,000	–	75	+100.0%	0.00%	–
OIS	New	OIL STS INTL INC	$3,000	–	29	+100.0%	0.00%	–
AEO	New	AMERICAN EAGLE OUTFITTERS NE	$8,000	–	418	+100.0%	0.00%	–
ACAS	New	AMERICAN CAP LTD	$34,000	–	2,665	+100.0%	0.00%	–
OCR	New	OMNICARE INC	$5,000	–	84	+100.0%	0.00%	–
HCA	New	HCA HOLDINGS INC	$11,000	–	289	+100.0%	0.00%	–
COH	New	COACH INC	$42,000	–	730	+100.0%	0.00%	–
POM	New	PEPCO HOLDINGS INC	$4,000	–	162	+100.0%	0.00%	–
AGO	New	ASSURED GUARANTY LTD	$2,000	–	49	+100.0%	0.00%	–
GES	New	GUESS INC	$8,000	–	250	+100.0%	0.00%	–
GEF	New	GREIF INCcl a	$2,000	–	33	+100.0%	0.00%	–
MBI	New	MBIA INC	$1,000	–	40	+100.0%	0.00%	–
SNI	New	SCRIPPS NETWORKS INTERACT IN	$4,000	–	50	+100.0%	0.00%	–
SEB	New	SEABOARD CORP	$3,000	–	1	+100.0%	0.00%	–
CNA	New	CNA FINL CORP	$24,000	–	722	+100.0%	0.00%	–
MGM	New	MGM RESORTS INTERNATIONAL	$6,000	–	385	+100.0%	0.00%	–
MGA	New	MAGNA INTL INC	$7,000	–	90	+100.0%	0.00%	–
CVI	New	CVR ENERGY INC	$4,000	–	68	+100.0%	0.00%	–
SCI	New	SERVICE CORP INTL	$24,000	–	1,323	+100.0%	0.00%	–
NUS	New	NU SKIN ENTERPRISES INCcl a	$22,000	–	346	+100.0%	0.00%	–
SHW	New	SHERWIN WILLIAMS CO	$4,000	–	20	+100.0%	0.00%	–
SCVL	New	SHOE CARNIVAL INC	$9,000	–	360	+100.0%	0.00%	–
SLGN	New	SILGAN HOLDINGS INC	$6,000	–	109	+100.0%	0.00%	–
CMCSK	New	COMCAST CORP NEWcl a spl	$32,000	–	790	+100.0%	0.00%	–
SIRI	New	SIRIUS XM RADIO INC	$5,000	–	1,350	+100.0%	0.00%	–
SIX	New	SIX FLAGS ENTMT CORP NEW	$5,000	–	122	+100.0%	0.00%	–
LOW	New	LOWES COS INC	$18,000	–	440	+100.0%	0.00%	–
DOFSQ	New	DIAMOND OFFSHORE DRILLING IN	$7,000	–	93	+100.0%	0.00%	–
DIS	New	DISNEY WALT CO	$42,000	–	665	+100.0%	0.00%	–
CNL	New	CLECO CORP NEW	$2,000	–	25	+100.0%	0.00%	–
DISCK	New	DISCOVERY COMMUNICATNS NEW	$3,000	–	40	+100.0%	0.00%	–
MKL	New	MARKEL CORP	$14,000	–	26	+100.0%	0.00%	–
ADS	New	ALLIANCE DATA SYSTEMS CORP	$6,000	–	30	+100.0%	0.00%	–
GLDD	New	GREAT LAKES DREDGE & DOCK CO	$6,000	–	700	+100.0%	0.00%	–
LIFE	New	LIFE TECHNOLOGIES CORP	$14,000	–	188	+100.0%	0.00%	–
LMCA	New	LIBERTY MEDIA CORP DELAWAREcl a	$20,000	–	152	+100.0%	0.00%	–
QRTEA	New	LIBERTY INTERACTIVE CORP	$13,000	–	549	+100.0%	0.00%	–
S	New	SPRINT NEXTEL CORP	$12,000	–	1,688	+100.0%	0.00%	–
SAI	New	SAIC INC	$11,000	–	764	+100.0%	0.00%	–
LUK	New	LEUCADIA NATL CORP	$8,000	–	286	+100.0%	0.00%	–
SCIN	New	EGA EMERGING GLOBAL SHS TRegs india sc etf	$26,000	–	2,400	+100.0%	0.00%	–
RCI	New	ROGERS COMMUNICATIONS INCcl b	$7,000	–	160	+100.0%	0.00%	–
LVB	New	STEINWAY MUSICAL INSTRS INC	$7,000	–	200	+100.0%	0.00%	–
AA	New	ALCOA INC	$5,000	–	566	+100.0%	0.00%	–
FL	New	FOOT LOCKER INC	$2,000	–	47	+100.0%	0.00%	–
DST	New	DST SYS INC DEL	$3,000	–	35	+100.0%	0.00%	–
RMD	New	RESMED INC	$3,000	–	50	+100.0%	0.00%	–
CYN	New	CITY NATL CORP	$6,000	–	79	+100.0%	0.00%	–
SU	New	SUNCOR ENERGY INC NEW	$17,000	–	550	+100.0%	0.00%	–
BBRY	New	RESEARCH IN MOTION LTD	$1,000	–	60	+100.0%	0.00%	–
DHI	New	D R HORTON INC	$3,000	–	130	+100.0%	0.00%	–
HLF	New	HERBALIFE LTD	$45,000	–	988	+100.0%	0.00%	–
IVZ	New	INVESCO LTD	$11,000	–	325	+100.0%	0.00%	–
TE	New	TECO ENERGY INC	$41,000	–	2,375	+100.0%	0.00%	–
CYT	New	CYTEC INDS INC	$3,000	–	33	+100.0%	0.00%	–
TMUS	New	T-MOBILE US INC	$6,000	–	235	+100.0%	0.00%	–
EAT	New	BRINKER INTL INC	$19,000	–	459	+100.0%	0.00%	–
EV	New	EATON VANCE CORP	$2,000	–	40	+100.0%	0.00%	–
AOL	New	AOL INC	$38,000	–	1,039	+100.0%	0.00%	–
RS	New	RELIANCE STEEL & ALUMINUM CO	$11,000	–	153	+100.0%	0.00%	–
JNPR	New	JUNIPER NETWORKS INC	$8,000	–	402	+100.0%	0.00%	–
EFII	New	ELECTRONICS FOR IMAGING INC	$4,000	–	125	+100.0%	0.00%	–
HRB	New	BLOCK H & R INC	$4,000	–	110	+100.0%	0.00%	–
PCAR	New	PACCAR INC	$37,000	–	687	+100.0%	0.00%	–
JNJ	New	JOHNSON & JOHNSON	$22,000	–	245	+100.0%	0.00%	–
TEX	New	TEREX CORP NEW	$2,000	–	45	+100.0%	0.00%	–
EPOL	New	ISHARES TRmsci poland cap	$5,000	–	192	+100.0%	0.00%	–
IWM	New	ISHARES TRrussell 2000	$12,000	–	114	+100.0%	0.00%	–
IWR	New	ISHARES TRrussell midcap	$9,000	–	65	+100.0%	0.00%	–
TMO	New	THERMO FISHER SCIENTIFIC INC	$12,000	–	130	+100.0%	0.00%	–
EWI	New	ISHARES INCmsci italy capp	$6,000	–	448	+100.0%	0.00%	–
EWJ	New	ISHARES INCmsci japan	$20,000	–	1,774	+100.0%	0.00%	–
EWM	New	ISHARES INCmsci malaysia	$5,000	–	294	+100.0%	0.00%	–
EWW	New	ISHARES INCmsci mexico cap	$7,000	–	105	+100.0%	0.00%	–
TOL	New	TOLL BROTHERS INC	$2,000	–	50	+100.0%	0.00%	–
CELG	New	CELGENE CORP	$20,000	–	170	+100.0%	0.00%	–
FOSL	New	FOSSIL GROUP INC	$2,000	–	10	+100.0%	0.00%	–
EWG	New	ISHARES INCmsci german	$5,000	–	180	+100.0%	0.00%	–
EZA	New	ISHARES INCmsci sth afrca	$4,000	–	58	+100.0%	0.00%	–
TUR	New	ISHARES INCmsci turkey fd	$3,000	–	48	+100.0%	0.00%	–
6699SC	New	ISHARES INCmsci utd kingd	$18,000	–	1,000	+100.0%	0.00%	–
TKC	New	TURKCELL ILETISIM HIZMETLERIspon adr new	$28,000	–	1,916	+100.0%	0.00%	–
ECH	New	ISHARES INCmsci chile capp	$4,000	–	63	+100.0%	0.00%	–
BKU	New	BANKUNITED INC	$2,000	–	70	+100.0%	0.00%	–
EWZ	New	ISHARES INCmsci brazil capp	$5,000	–	112	+100.0%	0.00%	–
DGX	New	QUEST DIAGNOSTICS INC	$6,000	–	97	+100.0%	0.00%	–
MPR	New	MET PRO CORP	$1,000	–	6	+100.0%	0.00%	–
QEP	New	QEP RES INC	$12,000	–	404	+100.0%	0.00%	–
LCC	New	U S AIRWAYS GROUP INC	$3,000	–	128	+100.0%	0.00%	–
IP	New	INTL PAPER CO	$16,000	–	360	+100.0%	0.00%	–
FRC	New	FIRST REP BK SAN FRANCISCO C	$2,000	–	34	+100.0%	0.00%	–
AGU	New	AGRIUM INC	$6,000	–	60	+100.0%	0.00%	–
ETR	New	ENTERGY CORP NEW	$9,000	–	117	+100.0%	0.00%	–
PPG	New	PPG INDS INC	$12,000	–	80	+100.0%	0.00%	–
RDC	New	ROWAN COMPANIES PLC	$2,000	–	55	+100.0%	0.00%	–
GNW	New	GENWORTH FINL INC	$5,000	–	388	+100.0%	0.00%	–
LUMN	New	CENTURYLINK INC	$5,000	–	114	+100.0%	0.00%	–
PG	New	PROCTER & GAMBLE CO	$45,000	–	584	+100.0%	0.00%	–
CNH	New	CNH GLOBAL N V	$8,000	–	177	+100.0%	0.00%	–
FSLR	New	FIRST SOLAR INC	$4,000	–	81	+100.0%	0.00%	–
MOS	New	MOSAIC CO NEW	$3,000	–	40	+100.0%	0.00%	–
OGE	New	OGE ENERGY CORP	$14,000	–	200	+100.0%	0.00%	–
CHK	New	CHESAPEAKE ENERGY CORP	$22,000	–	1,067	+100.0%	0.00%	–
AVY	New	AVERY DENNISON CORP	$2,000	–	40	+100.0%	0.00%	–
FISV	New	FISERV INC	$7,000	–	80	+100.0%	0.00%	–
VECO	New	VEECO INSTRS INC DEL	$25,000	–	700	+100.0%	0.00%	–
ACCL	New	ACCELRYS INC	$5,000	–	500	+100.0%	0.00%	–
QGEN	New	QIAGEN NV	$4,000	–	156	+100.0%	0.00%	–
ACCO	New	ACCO BRANDS CORP	$1,000	–	65	+100.0%	0.00%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

LEGG MASON, INC. #1

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2013-08-14

Signatures

The EDGAR filing(s) were signed by:

Christopher Marzullo — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
JPMORGAN CHASE & CO	42	Q3 2023	3.7%
BK OF AMERICA CORP	42	Q3 2023	3.1%
CITIGROUP INC	42	Q3 2023	3.4%
PFIZER INC	42	Q3 2023	2.4%
WELLS FARGO CO NEW	42	Q3 2023	2.5%
CISCO SYS INC	42	Q3 2023	2.2%
GENERAL MTRS CO	42	Q3 2023	2.0%
BP PLC	42	Q3 2023	2.0%
BERKSHIRE HATHAWAY INC DEL	42	Q3 2023	1.6%
METLIFE INC	42	Q3 2023	2.3%

View Brandywine Global Investment Management, LLC's complete holdings history.

Latest significant ownerships (13-D/G)

Brandywine Global Investment Management, LLC Q2 2013 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
Better Choice Co Inc.	February 13, 2023	1,324,739	4.5%
PROSHARES TRUST^{Sold out}	February 16, 2016	0	0.0%
TMS International Corp.^{Sold out}	February 14, 2014	0	0.0%
NASH FINCH CO	February 14, 2013	581,733	4.7%
NESS TECHNOLOGIES INC^{Sold out}	February 14, 2012	0	0.0%
Symmetry Medical Inc.	February 11, 2011	234,236	0.6%
NUTRI SYSTEM INC /DE/	February 16, 2010	63,582	0.2%
Syneron Medical Ltd.^{Sold out}	February 16, 2010	0	0.0%
CONMED CORP	February 17, 2009	1,092,152	3.8%
PharmaNet Development Group Inc^{Sold out}	February 17, 2009	0	0.0%

View Brandywine Global Investment Management, LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-02-09
13F-HR	2023-11-13
13F-HR	2023-08-11
13F-HR/A	2023-05-25
13F-HR	2023-05-12
SC 13G/A	2023-02-13
13F-HR	2023-02-10
13F-HR	2022-11-14
13F-HR	2022-08-11
13F-HR	2022-05-13

View Brandywine Global Investment Management, LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Export Brandywine Global Investment Management, LLC's holdings

Brandywine Global Investment Management, LLC - Q2 2013 holdings