-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GHhOg1KPYZ9faXs5DIE3rH6lpLnkSmK6+r4vc/iXftvscX6wdvZPmN0/78EdHOUc a99SC5BnxF1Yu34ADmBXZw== 0001169738-08-000004.txt : 20080514 0001169738-08-000004.hdr.sgml : 20080514 20080514100012 ACCESSION NUMBER: 0001169738-08-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKTHORN INVESTMENT GROUP LLC CENTRAL INDEX KEY: 0001169738 IRS NUMBER: 431831835 STATE OF INCORPORATION: KS FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10176 FILM NUMBER: 08829802 BUSINESS ADDRESS: STREET 1: 10975 GRANDVIEW CITY: OVERLAND PARK STATE: KS ZIP: 66210 BUSINESS PHONE: 913-451-7770 MAIL ADDRESS: STREET 1: 10975 GRANDVIEW CITY: OVERLAND PARK STATE: KS ZIP: 66210 13F-HR 1 form13fmar2008.txt BLACKTHORN INVESTMENT GROUP FORM 13F MARCH 2008 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, 2008 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: Blackthorn Investment Group, LLC Address: 10975 Grandview Drive Suite 150 Overland Park, KS 66210 13F File Number: 28-10176 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 submission. Person signing this report on behalf of reporting manager: Name: Todd Banks Title: Managing Member Phone: 913-451-7770 Signature, Place, Date of Signing: Todd Banks Overland Park, KS May 14, 2008 Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of other managers reporting for this manager: NONE FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 0 Form 13F information table entry total: 298 Form 13F information table value total: 373,097 (thousands) List of other included managers: NONE FORM 13F INFORMATION TABLE TITLE OF VALUE SHRS/ INVEST OTHER VOTING NAME OF ISSUER CLASS CUSIP x $1000 PUT/CALL DISCRE MNGRS AUTHOR ABBOTT LABORATORIES COM 002824100 1,279 23,200 SOLE NA SOLE ABERCROMBIE & FITCH CO CL COM 002896207 1,997 27,300 SOLE NA SOLE ACE LTD COM G0070K103 826 15,000 SOLE NA SOLE AEROPOSTALE COM 007865108 407 15,000 SOLE NA SOLE AETNA INC NEW COM 00817Y108 345 8,200 SOLE NA SOLE ALEXANDER'S INC. COM 014752109 638 1,800 SOLE NA SOLE ALEXANDRIA REAL ESTATE EQ COM 015271109 765 8,250 SOLE NA SOLE ALLIED WRLD ASSURANCE HOL SHS G0219G203 414 10,430 SOLE NA SOLE AMAZON COM INC COM 023135106 549 7,700 SOLE NA SOLE AMB PROPERTY CORPORATION COM 00163T109 762 14,000 SOLE NA SOLE AMERICAN BANCORP OF NEW J COM 02407E104 168 16,100 SOLE NA SOLE AMERICAN FINL GROUP INC O COM 025932104 432 16,900 SOLE NA SOLE AMERIGROUP CORP COM 03073T102 293 10,739 SOLE NA SOLE AMERISOURCE HEALTH CORP COM 03073E105 406 9,900 SOLE NA SOLE AMTRUST FINL SVCS INC COM 032359309 498 30,700 SOLE NA SOLE ANADARKO PETE CORP COM 032511107 7,658 121,500 SOLE NA SOLE ANWORTH MTG ASSET CORP COM 037347101 69 11,300 SOLE NA SOLE APPLERA CORP COM AP BIO GRP 038020103 634 19,300 SOLE NA SOLE AQUILA INC DEL NEW COM 03840P102 2,568 799,985 SOLE NA SOLE ARCH CAPITAL GROUP LTD B COM G0450A105 460 6,700 SOLE NA SOLE ARENA RES INC COM 040049108 2,903 75,000 SOLE NA SOLE ASE TEST LTD COM Y02516105 1,819 125,000 SOLE NA SOLE ASPEN INS HLDGS LTD COM G05384105 419 15,900 SOLE NA SOLE ASTORIA FINL CORP COM 046265104 1,154 42,500 SOLE NA SOLE AVENTINE RENEWABLE ENERGY COM 05356X403 208 40,000 SOLE NA SOLE AXIS CAPITAL HLDGS SHS G0692U109 415 12,200 SOLE NA SOLE BANCORP RHODE ISLAND INC COM 059690107 362 10,000 SOLE NA SOLE BANK NEW YORK MELLON CORP COM 064058100 835 20,000 SOLE NA SOLE BANKFINANCIAL CORP COM 06643P104 199 12,500 SOLE NA SOLE BANKRATE INC COM 06646V108 249 5,000 SOLE NA SOLE BANNER CORP COM 06652V109 346 15,000 SOLE NA SOLE BAXTER INTL INC COM 071813109 1,260 21,800 SOLE NA SOLE BB&T CORP COM 054937107 1,122 35,000 SOLE NA SOLE BECKMAN COULTER INC COM 075811109 1,701 26,350 SOLE NA SOLE BERKSHIRE HILLS BANCORP I COM 084680107 252 10,000 SOLE NA SOLE BIOSCRIP INC COM 09069N108 87 12,834 SOLE NA SOLE BJS WHSL CLUB INC COM 05548J106 960 26,900 SOLE NA SOLE BOSTON PROPERTIES INC MA COM 101121101 732 7,950 SOLE NA SOLE BRE PROPERTIES INC CL A 05564E106 1,230 27,000 SOLE NA SOLE BRIGHAM EXPLORATION COMPA COM 109178103 212 35,000 SOLE NA SOLE BRIGHT HORIZONS FAMILY S COM 109195107 3,084 71,665 SOLE NA SOLE BUCKLE INC COM 118440106 577 12,897 SOLE NA SOLE BURGER KING HOLDINGS INC COM 121208201 600 21,700 SOLE NA SOLE CABOT OIL & GAS CORP COM 127097103 2,542 50,000 SOLE NA SOLE CAMERON INTL CORP COM 13342B105 7,172 172,250 SOLE NA SOLE CANDELA CORP COM 136907102 39 11,400 SOLE NA SOLE CAPELLA EDUCATION CO COM 139594105 273 5,000 SOLE NA SOLE CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 399 35,000 SOLE NA SOLE CARDINAL HEALTH INC COM 14149Y108 373 7,100 SOLE NA SOLE CELGENE CORP COM 151020104 705 11,500 SOLE NA SOLE CENTENE CORP DEL COM 15135B101 301 21,600 SOLE NA SOLE CHARLES RIVER LABORATORIE COM 159864107 2,054 34,855 SOLE NA SOLE CHENIERE ENERGY INC COM 16411R208 1,089 55,000 SOLE NA SOLE CHICAGO BRIDGE & IRO COM 167250109 2,551 65,000 SOLE NA SOLE CHICOPEE BANCORP COM 168565109 264 20,000 SOLE NA SOLE CHRISTOPHER & BANKS CORP COM 171046105 200 20,000 SOLE NA SOLE CIE GENERALE DE GEOPHYSIQ SPONSORED ADR 204386106 6,189 125,000 SOLE NA SOLE CIGNA CORP COM 125509109 361 8,900 SOLE NA SOLE CINEMARK HOLDINGS INC COM 17243V102 256 20,000 SOLE NA SOLE CLAYMORE MACROSHARES OIL SHS 55610L109 4,313 150,000 SOLE NA SOLE CNOOC LTD SPONSORED ADR 126132109 2,202 15,000 SOLE NA SOLE CNX GAS COM 12618H309 1,937 60,000 SOLE NA SOLE COACH INC COM 189754104 560 18,564 SOLE NA SOLE COGNIZANT TECHNOLOGY SOLU CL A 192446102 288 10,000 SOLE NA SOLE COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 601 25,000 SOLE NA SOLE COMPANHIA BRASILEIRA DE D SPON ADR PFD 20440T201 581 14,200 SOLE NA SOLE COVANCE INC COM 222816100 1,311 15,800 SOLE NA SOLE COVIDIEN LTD COM G2552X108 1,328 30,000 SOLE NA SOLE CYBERSOURCE CORP DEL COM 23251J106 292 20,000 SOLE NA SOLE CYNOSURE INC CL A COM 232577205 379 17,800 SOLE NA SOLE DANVERS BANCORP COM 236442109 201 20,000 SOLE NA SOLE DELPHI FINL GROUP INC CL COM 247131105 512 17,500 SOLE NA SOLE DENBURY RESOURCES HOLDING COM 247916208 8,565 300,000 SOLE NA SOLE DIAMOND OFFSHORE DRILLING COM 25271C102 6,181 53,100 SOLE NA SOLE DIAMONDROCK HOSPITALITY C COM 252784301 1,236 97,575 SOLE NA SOLE DIGITAL REALTY COM 253868103 1,456 41,000 SOLE NA SOLE DOUGLAS EMMETT INC COM 25960P109 221 10,000 SOLE NA SOLE DUKE REALTY CORP COM 264411505 1,546 67,775 SOLE NA SOLE DYNCORP INTERNATIONAL INC COM 26817C101 667 40,000 SOLE NA SOLE ECLIPSYS CORP COM 278856109 717 36,565 SOLE NA SOLE ECOLAB INC COM 278865100 1,129 26,000 SOLE NA SOLE EL PASO CORP COM 28336L109 18,304 1,100,000 SOLE NA SOLE ELLIS PERRY INTL INC COM 288853104 488 22,335 SOLE NA SOLE ENDURANCE SPLTY SHS G30397106 403 11,000 SOLE NA SOLE ENERGEN CORP COM 29265N108 5,607 90,000 SOLE NA SOLE ENTERTAINMENT PROPERTIES COM SH BEN INT 29380T105 715 14,500 SOLE NA SOLE EPIQ SYSTEMS INC COM 26882D109 1,626 104,750 SOLE NA SOLE EQUIFAX INC COM 294429105 552 16,000 SOLE NA SOLE EQUITABLE RES INC COM 294549100 1,178 20,000 SOLE NA SOLE EURONET WORLDWIDE INC COM 298736109 867 45,000 SOLE NA SOLE EXCO RESOURCES INC COM 269279402 1,092 59,000 SOLE NA SOLE EXTERRAN HOLDINGS INC COM 30225X103 1,291 20,000 SOLE NA SOLE EXXON MOBIL CORP COM 30231G102 4,229 50,000 SOLE NA SOLE FACTSET RESEARCH SYSTEMS COM 303075105 916 17,000 SOLE NA SOLE FEDERAL REALTY INVESTMENT SH BEN INT NEW 313747206 737 9,450 SOLE NA SOLE FIRST FINL BANKSHARES INC COM 32020R109 307 7,500 SOLE NA SOLE FIRST MIDWEST BANCORP INC COM 320867104 417 15,000 SOLE NA SOLE FIRSTMERIT CORP COM 337915102 413 20,000 SOLE NA SOLE FISERV INC COM 337738108 1,034 21,500 SOLE NA SOLE FOREST OIL CORP COM 346091705 3,917 80,000 SOLE NA SOLE FOSSIL INC COM 349882100 1,390 45,500 SOLE NA SOLE FRONTIER OIL CORP COM 35914P105 4,416 162,000 SOLE NA SOLE FTD GROUP INC COM 30267U108 437 32,592 SOLE NA SOLE GAMESTOP CORP NEW CL A COM 36467W109 621 12,000 SOLE NA SOLE GAP INC COM 364760108 559 28,400 SOLE NA SOLE GEN-PROBE INC NEW COM 36866T103 2,846 59,037 SOLE NA SOLE GILEAD SCIENCES INC COM 375558103 773 15,000 SOLE NA SOLE GLACIER BANCORP INC NEW COM 37637Q105 288 15,000 SOLE NA SOLE GLOBAL INDS LTD COM 379336100 2,414 150,000 SOLE NA SOLE GLOBAL PMTS INC COM 37940X102 414 10,000 SOLE NA SOLE GREAT ATLANTIC & PACIFIC COM 390064103 501 19,100 SOLE NA SOLE GUIDANCE SOFTWARE INC COM 401692108 480 53,634 SOLE NA SOLE HALLIBURTON CO COM 406216101 983 25,000 SOLE NA SOLE HAMPDEN BANCORP INC COM 40867E107 369 35,000 SOLE NA SOLE HANESBRANDS COM 410345102 590 20,200 SOLE NA SOLE HCC INS HLDGS INC COM 404132102 505 22,250 SOLE NA SOLE HEALTH CARE PPTY INVS INC COM 40414L109 1,082 32,000 SOLE NA SOLE HEALTH NET INC COM 42222G108 274 8,900 SOLE NA SOLE HEARTLAND PAYMENT SYSTEMS COM 42235N108 230 10,000 SOLE NA SOLE HELIX ENERGY SOLUTIONS GR COM 42330P107 3,150 100,000 SOLE NA SOLE HERITAGE COMM CORP COM 426927109 304 16,600 SOLE NA SOLE HOLOGIC INC COM 436440101 1,173 21,100 SOLE NA SOLE HOME PROPERTIES INC COM 437306103 240 5,000 SOLE NA SOLE HOSPIRA INC COM 441060100 975 22,800 SOLE NA SOLE HOSPITALITY PROPERTIES TR COM 44106M102 677 19,900 SOLE NA SOLE HOST HOTELS & RESORTS COM 44107P104 1,490 93,600 SOLE NA SOLE HUMANA INC COM 444859102 274 6,100 SOLE NA SOLE IAC INTERACTIVECORP COM 44919P300 536 25,800 SOLE NA SOLE IBERIABANK CORP COM 450828108 221 5,000 SOLE NA SOLE ICU MEDICAL INC COM 44930G107 313 10,888 SOLE NA SOLE INLAND REAL ESTATE CORP COM NEW 457461200 770 50,600 SOLE NA SOLE INSULET CORP COM 45784P101 432 30,000 SOLE NA SOLE INTERACTIVE DATA CORP COM 45840J107 1,594 56,000 SOLE NA SOLE INTUIT COM 461202103 783 29,000 SOLE NA SOLE INVENTIV HEALTH INC COM 46122E105 418 14,500 SOLE NA SOLE IPC HOLDINGS LIMITED BER COM G4933P101 474 16,943 SOLE NA SOLE ISHARES DJ US REAL ESTATE DJ US REAL EST 464287739 1,172 18,000 SOLE NA SOLE J2 GLOBAL COMMUNICATONS I COM 46626E205 335 15,000 SOLE NA SOLE JONES APPAREL GROUP INC COM 480074103 574 42,800 SOLE NA SOLE K V PHARMACEUTICAL CL A 482740206 749 30,000 SOLE NA SOLE KBW BANK ETF KWB BK ETF 78464A797 1,166 30,000 SOLE NA SOLE KBW REGIONAL BANKING ETF KBW RGL BKG 78464A698 685 19,500 SOLE NA SOLE KENEXA CORP COM 488879107 647 35,000 SOLE NA SOLE KEY ENERGY SERVICES INC COM 492914106 4,026 300,000 SOLE NA SOLE KEY ENERGY SERVICES INC COM 492914106 671 50,000 SOLE NA SOLE KILROY REALTY CORPORATION COM 49427F108 1,650 33,600 SOLE NA SOLE KINDER MORGAN MANAGEMENT COM 49455U100 2,003 39,300 SOLE NA SOLE KINETIC CONCEPTS INC COM 49460W208 379 8,200 SOLE NA SOLE KROGER CO COM 501044101 554 21,800 SOLE NA SOLE LEGACY BANCORP INC COM 52463G105 210 15,000 SOLE NA SOLE LEXINGTON REALTY TRUST COM 529043101 576 40,000 SOLE NA SOLE LIBERTY PROPERTY TRUST SH BEN INT 531172104 996 32,000 SOLE NA SOLE LIMITED BRANDS INC COM 532716107 342 20,000 SOLE NA SOLE LINCOLN NATL CORP IND COM 534187109 754 14,500 SOLE NA SOLE LOEWS CORP COM 540424108 10,397 258,500 SOLE NA SOLE M & T BK CORP COM 55261F104 1,529 19,000 SOLE NA SOLE MADDEN STEVEN LTD COM 556269108 1,499 87,500 SOLE NA SOLE MARATHON OIL CORP COM 565849106 4,560 100,000 SOLE NA SOLE MASIMO CORP COM 574795100 442 17,000 SOLE NA SOLE MB FINANCIAL INC COM 55264U108 308 10,000 SOLE NA SOLE MCDONALDS COM 580135101 569 10,200 SOLE NA SOLE MCKESSON CORP COM 58155Q103 372 7,100 SOLE NA SOLE MDU RES GROUP INC COM 552690109 1,228 50,000 SOLE NA SOLE MEDASSETS INC COM 584045108 356 24,000 SOLE NA SOLE MEDCATH CORP COM 58404W109 455 25,000 SOLE NA SOLE MEDICAL PRPS TR COM 58463J304 849 75,000 SOLE NA SOLE MENTOR CORP MINN COM 587188103 360 14,000 SOLE NA SOLE MERCK & CO INC COM 589331107 398 10,500 SOLE NA SOLE MERIDIAN INTERSTATE BANCO COM 58964Q104 147 15,000 SOLE NA SOLE METROCORP BANCSHARES INC COM 591650106 320 25,000 SOLE NA SOLE METTLER TOLEDO INTERNATIO COM 592688105 1,185 12,200 SOLE NA SOLE MFA MTG INVTS INC COM 55272X102 236 37,500 SOLE NA SOLE MICRUS ENDOVASCULAR CORP COM 59518V102 309 25,000 SOLE NA SOLE MIDWEST BANC HLDGS INC COM 598251106 224 17,500 SOLE NA SOLE MILLENNIUM PHARM COM 599902103 441 28,500 SOLE NA SOLE MOLINA HEALTHCARE INC COM 60855R100 293 12,000 SOLE NA SOLE MONEYGRAM INTL INC COM 60935Y109 186 100,000 SOLE NA SOLE MONTPELIER RE HOLD LTD COM G62185106 452 28,174 SOLE NA SOLE MOVADO GROUP INC COM 624580106 446 22,900 SOLE NA SOLE NATIONAL RETAIL PPTY INC COM 637417106 690 31,300 SOLE NA SOLE NATIONAL-OILWELL INC COM 637071101 1,751 30,000 SOLE NA SOLE NATIONWIDE HEALTH PROPERT COM 638620104 732 21,675 SOLE NA SOLE NAVIGATORS GROUP INC COM 638904102 509 9,350 SOLE NA SOLE NEW WESTFIELD FINANCIAL COM 96008P104 342 35,000 SOLE NA SOLE NEWFIELD EXPL CO COM 651290108 4,492 85,000 SOLE NA SOLE NEWPARK RESOURCES INC COM 651718504 255 50,000 SOLE NA SOLE NEWPORT BANCORP INC COM 651754103 177 14,750 SOLE NA SOLE NIC INC COM 62914B100 747 105,000 SOLE NA SOLE NIKE INC CL B COM 654106103 615 9,050 SOLE NA SOLE NISOURCE INC COM 65473P105 1,309 75,904 SOLE NA SOLE NOBLE DRILLING CORP COM G65422100 9,934 200,000 SOLE NA SOLE NOBLE ENERGY INC COM 655044105 5,970 82,000 SOLE NA SOLE NORTH VALLEY BANCORP COM 66304M105 179 15,000 SOLE NA SOLE NUVASIVE COM 670704105 1,208 35,000 SOLE NA SOLE OCCIDENTAL PETE CORP COM 674599105 3,659 50,000 SOLE NA SOLE OCEANEERING INTL INC COM 675232102 945 15,000 SOLE NA SOLE OMNICARE INC COM 681904108 350 19,300 SOLE NA SOLE ORACLE CORP COM 68389X105 293 15,000 SOLE NA SOLE OSAGE BANCSHARES INC COM 68764U106 405 44,000 SOLE NA SOLE OWENS & MINOR INC COM 690732102 382 9,700 SOLE NA SOLE PARTNERRE LTD BERMUDA COM G6852T105 458 6,000 SOLE NA SOLE PAYCHEX INC COM 704326107 617 18,000 SOLE NA SOLE PENN VA CORP COM 707882106 1,102 25,000 SOLE NA SOLE PERFICIENT INC COM 71375U101 1,072 135,000 SOLE NA SOLE PETROLEO BRASILEIRO SA PE SP ADR NON VTG 71654V101 4,235 50,000 SOLE NA SOLE PIONEER NATURAL RESOURCES COM 723787107 6,155 125,300 SOLE NA SOLE PLAINS EXPLORATION & PROD COM 726505100 4,783 90,000 SOLE NA SOLE PLATINUM UNDERWRITERS HOL COM G7127P100 451 13,900 SOLE NA SOLE PNC FINANCIAL SERVICES GR COM 693475105 1,049 16,000 SOLE NA SOLE POST PROPERTIES INC COM 737464107 850 22,000 SOLE NA SOLE PROSPERITY BANCSHARES INC COM 743606105 502 17,500 SOLE NA SOLE PRUDENTIAL FINL INC INTER COM 744320102 548 7,000 SOLE NA SOLE PS BUSINESS PARKS INC COM 69360J107 736 14,181 SOLE NA SOLE PSYCHIATRIC SOLUTIONS INC COM 74439H108 373 11,000 SOLE NA SOLE QUEST RESOURCE CORP COM 748349305 326 50,000 SOLE NA SOLE QUICKSILVER GAS SERVI COM UNITS LPI 74839G106 612 25,000 SOLE NA SOLE QUICKSILVER RES INC COM 74837R104 2,886 79,000 SOLE NA SOLE QUINTANA MARITIME LTD COM Y7169G109 284 12,000 SOLE NA SOLE REGENCY CENTERS CORP COM 758849103 1,295 20,000 SOLE NA SOLE REX STORES CORP COM 761624105 597 30,350 SOLE NA SOLE ROWAN COS INC COM 779382100 4,118 100,000 SOLE NA SOLE RURAL CELLULAR CORPORATIO COM 781904107 1,106 25,000 SOLE NA SOLE SATYAM COMPUTER SERVICES ADR 804098101 271 12,000 SOLE NA SOLE SAUL CENTERS INC COM 804395101 495 9,851 SOLE NA SOLE SECURE COMPUTING CORP COM 813705100 452 70,000 SOLE NA SOLE SEMPRA ENERGY COM 816851109 2,131 40,000 SOLE NA SOLE SENIOR HOUSING PROPERTIES SH BEN INT 81721M109 356 15,000 SOLE NA SOLE SI FINANCIAL GROUP INC COM 78425W102 194 20,000 SOLE NA SOLE SIGNATURE BANK COM 82669G104 395 15,500 SOLE NA SOLE SIMON PROPERTY GROUP INC COM 828806109 753 8,100 SOLE NA SOLE SKECHERS U S A INC CL A COM 830566105 599 29,650 SOLE NA SOLE SL GREEN REALTY CORPORATI COM 78440X101 978 12,000 SOLE NA SOLE SONOSITE INC COM 83568G104 393 13,817 SOLE NA SOLE SOUTHWEST BANCORP INC OKL COM 844767103 350 20,000 SOLE NA SOLE SOUTHWESTERN ENERGY CO DE COM 845467109 2,830 84,000 SOLE NA SOLE SPDR S&P RETAIL ETF S&P RETAIL ETF 78464A714 904 28,500 SOLE NA SOLE ST JUDE MED INC COM 790849103 605 14,000 SOLE NA SOLE STATE STR CORP COM 857477103 928 11,750 SOLE NA SOLE STERIS CORP COM 859152100 470 17,500 SOLE NA SOLE STERLING BANCORP COM 859158107 342 22,000 SOLE NA SOLE STERLING BANCSHARES INC COM 858907108 447 45,000 SOLE NA SOLE STIFEL FINANCIAL CORP COM 860630102 449 10,000 SOLE NA SOLE STRATEGIC HOTELS & RESORT COM 86272T106 486 37,000 SOLE NA SOLE STRYKER CORP COM 863667101 403 6,200 SOLE NA SOLE SUNSTONE HOTEL INVES COM 867892101 1,298 81,102 SOLE NA SOLE SUNTRUST BKS INC COM 867914103 662 12,000 SOLE NA SOLE SUPERVALUE INC USD COM 868536103 594 19,800 SOLE NA SOLE SVB FINL GROUP COM 78486Q101 436 10,000 SOLE NA SOLE SWIFT ENERGY CO COM 870738101 1,800 40,000 SOLE NA SOLE SYMMETRY MEDICAL INC COM 871546206 311 18,751 SOLE NA SOLE T-3 ENERGY SERVICES INC COM 87306E107 426 10,000 SOLE NA SOLE TAKE-TWO INTERACTIVE SOFT COM 874054109 1,021 40,000 SOLE NA SOLE TENARIS S A SPONSORED ADR 88031M109 3,739 75,000 SOLE NA SOLE TESCO CAD NPV COM 88157K101 240 10,000 SOLE NA SOLE TEXAS CAP BANCSHARES INC COM 88224Q107 295 17,500 SOLE NA SOLE TFS FINANCIAL GROUP COM 87240R107 180 15,000 SOLE NA SOLE THE TRIZETTO GROUP INC COM 896882107 417 25,000 SOLE NA SOLE THIRD WAVE TECHNOLOGIES COM 88428W108 304 33,000 SOLE NA SOLE THORATEC CORP COM 885175307 648 45,350 SOLE NA SOLE TIDEWATER INC COM 886423102 2,756 50,000 SOLE NA SOLE TIFFANY & CO COM 886547108 586 14,000 SOLE NA SOLE TJX COS INC NEW COM 872540109 2,030 61,400 SOLE NA SOLE TOR DOM BK CAD COM 891160509 1,771 28,869 SOLE NA SOLE TOTAL SA SPONSORED ADR 89151E109 890 12,025 SOLE NA SOLE TOWER GROUP INC COM 891777104 243 9,658 SOLE NA SOLE TRANE INC COM 892893108 3,823 83,300 SOLE NA SOLE TRANSATLANTIC HLDGS INC COM 893521104 425 6,400 SOLE NA SOLE TRAVELERS COS INC COM 89417E109 479 10,000 SOLE NA SOLE TRIANGLE PETROLEUM CORP COM 89600B102 65 70,000 SOLE NA SOLE TRUE RELIGION APPAREL INC COM 89784N104 371 20,000 SOLE NA SOLE ULTRA PETROLEUM CORP COM 903914109 3,875 50,000 SOLE NA SOLE UNITED FINANCIAL BANCO COM 91030T109 222 20,000 SOLE NA SOLE UNITEDHEALTH GRP COM 91324P102 306 8,900 SOLE NA SOLE UNIVERSAL AMERN FINL CORP COM 913377107 205 19,300 SOLE NA SOLE UNIVERSAL HEALTH REALTY I SH BEN INT 91359E105 567 17,025 SOLE NA SOLE VALIDUS HOLDINGS LTD COM SHS G9319H102 387 16,500 SOLE NA SOLE VARIAN MED SYS INC COM 92220P105 370 7,900 SOLE NA SOLE VENOCO INC COM 92275P307 1,162 100,000 SOLE NA SOLE VENTAS INC COM 92276F100 808 18,000 SOLE NA SOLE VERIFONE HLDGS INC COM 92342Y109 627 39,500 SOLE NA SOLE VIEWPOINT FIN GR COM 926727108 206 12,500 SOLE NA SOLE WADDELL & REED FINL INC C COM 930059100 225 7,000 SOLE NA SOLE WARNACO GROUP INC COM 934390402 631 16,000 SOLE NA SOLE WASHINGTON REAL ESTATE IN SH BEN INT 939653101 702 21,000 SOLE NA SOLE WEBSTER FINL CORP WATERBU COM 947890109 418 15,000 SOLE NA SOLE WEINGARTEN REALTY INVESTO SH BEN INT 948741103 1,309 38,000 SOLE NA SOLE WELLPOINT HEALTH NETWORKS COM 94973V107 256 5,800 SOLE NA SOLE WENDY'S INTERNATIONAL INC COM 950590109 537 23,300 SOLE NA SOLE WILLIAMS COMPANIES INC COM 969457100 18,799 570,000 SOLE NA SOLE WNS HLDGS SPON ADR 92932M101 309 20,000 SOLE NA SOLE WOLVERINE WORLD WIDE INC COM 978097103 601 20,700 SOLE NA SOLE WR BERKLEY CORP COM 084423102 446 16,100 SOLE NA SOLE WRIGHT MEDICAL GROUP INC COM 98235T107 507 21,000 SOLE NA SOLE WYNDHAM WORLDWIDE CORP COM 98310W108 827 40,000 SOLE NA SOLE YAHOO INC COM 984332106 2,170 75,000 SOLE NA SOLE ZIMMER HOLDINGS INC COM 98956P102 428 5,500 SOLE NA SOLE ZIONS BANCORPORATION COM 989701107 683 15,000 SOLE NA SOLE ZOLL MEDICAL CORP COM 989922109 350 13,155 SOLE NA SOLE
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