-----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, FLEThavzCo6AjtfazJ5Vl+MWMC4LZWuAONEE6X4RReSZIkHidM7CBkbSGtAc61ug IJztyzwVsSnD6seL5S/GuA== 0001193125-10-121630.txt : 20100517 0001193125-10-121630.hdr.sgml : 20100517 20100517105018 ACCESSION NUMBER: 0001193125-10-121630 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Zebra Capital Management, LLC CENTRAL INDEX KEY: 0001316915 IRS NUMBER: 061614133 STATE OF INCORPORATION: CT FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11061 FILM NUMBER: 10836333 BUSINESS ADDRESS: STREET 1: 612 WHEELERS FARMS ROAD CITY: MILFORD STATE: CT ZIP: 06460 BUSINESS PHONE: 2038783223 MAIL ADDRESS: STREET 1: 612 WHEELERS FARMS ROAD CITY: MILFORD STATE: CT ZIP: 06460 13F-HR 1 d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3.31.10 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: ZEBRA CAPITAL MANAGEMENT LLC Address: 612 WHEELERS FARMS ROAD MILFORD CT 06461 Form 13F File Number: 28-11061 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 Schaffer Title: COO Phone: 203 878 3223 Signature, Place, and Date of Signing: Peter Schaffer MILFORD, CT 5-14-10 - -------------------------- ------------------------ ------------------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X]13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ]13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ]13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-___________________________ ______________________________ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Form 13F Information Table Entry Total: 391 Form 13F Information Table Value Total: 101,995 ---------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name ___ 28-_________________ ______________________________ [Repeat as necessary.]
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME CLASS ID_CUSIP (X1000) PRN AMT PRN CALL DICRETION MANAGERS SOLE SHARED NONE - ------------------------------------------ ------------ --------- ------- ------- --- ---- ---------- -------- ------- ------ ---- 3COM CORP COM STK Common Stock 885535104 88 11,414 SH Sole 11,414 ABIOMED INC COM STK Common Stock 003654100 133 12,854 SH Sole 12,854 ACORN INTERNATIONAL ADR ADR 004854105 89 17,904 SH Sole 17,904 ACTEL CORP COM STK Common Stock 004934105 166 11,981 SH Sole 11,981 ADAPTEC INC COM STK Common Stock 00651F108 34 10,423 SH Sole 10,423 AEP INDUSTRIES INC COM STK Common Stock 001031103 296 11,364 SH Sole 11,364 AEROPOSTALE COM STK Common Stock 007865108 314 10,891 SH Sole 10,891 AEROVIRONMENT INC COM STK Common Stock 008073108 333 12,736 SH Sole 12,736 AES CORP COM STK Common Stock 00130H105 122 11,061 SH Sole 11,061 AFFILIATED MANAGERS GROUP INC COM Common Stock 008252108 274 3,466 SH Sole 3,466 AFFYMETRIX INC COM STK Common Stock 00826T108 122 16,570 SH Sole 16,570 AGILENT TECHNOLOGIES INC COM STK Common Stock 00846U101 211 6,123 SH Sole 6,123 AGILYSYS INC COM STK Common Stock 00847J105 326 29,204 SH Sole 29,204 ALASKA AIR GROUP INC COM STK Common Stock 011659109 219 5,315 SH Sole 5,315 ALLIANCE DATA SYS CORP COM STK Common Stock 018581108 292 4,567 SH Sole 4,567 ALUMINA LTD ADR ADR 022205108 118 18,904 SH Sole 18,904 AMEDISYS INC COM STK Common Stock 023436108 209 3,790 SH Sole 3,790 AMER ITALIAN PAS Common Stock 027070101 297 7,647 SH Sole 7,647 AMERCO COM STK Common Stock 023586100 218 4,022 SH Sole 4,022 AMERICAN COML LINES INC COM STK Common Stock 025195405 326 12,993 SH Sole 12,993 AMERICAN EQUITY INVESTMENT LIF COM STK Common Stock 025676206 141 13,254 SH Sole 13,254 AMERICAN EXPRESS CO Common Stock 025816109 208 5,047 SH Sole 5,047 AMERICAN GREETINGS CORP CL A COM STK Common Stock 026375105 355 17,037 SH Sole 17,037 AMERICAN ORIENTAL BIOENGINEER COM STK Common Stock 028731107 189 46,368 SH Sole 46,368 AMERICAN REPROGRAPHICS CO COM STK Common Stock 029263100 245 27,271 SH Sole 27,271 AMERICAN VANGUARD CORP COM STK Common Stock 030371108 142 17,403 SH Sole 17,403 AMERICREDIT CORP COM STK Common Stock 03060R101 429 18,062 SH Sole 18,062 AMERIGON INC COM STK Common Stock 03070L300 129 12,761 SH Sole 12,761 AMKOR TECHNOLOGY INC COM STK Common Stock 031652100 445 62,784 SH Sole 62,784 AMPCO-PITTSBURGH CORP COM STK Common Stock 032037103 266 10,723 SH Sole 10,723 ANDERSONS INC COM STK Common Stock 034164103 471 14,073 SH Sole 14,073 ANGIODYNAMICS Common Stock 03475V101 270 17,255 SH Sole 17,255 ANN TAYLOR STORES CORP COM STK Common Stock 036115103 204 9,856 SH Sole 9,856 APOGEE ENTERPRISES INC COM STK Common Stock 037598109 290 18,340 SH Sole 18,340 ARCHER-DANIELS MIDLAND CO COM STK Common Stock 039483102 501 17,325 SH Sole 17,325 ARES CAPITAL CORP Common Stock 04010L103 269 18,145 SH Sole 18,145 ARQULE INC COM STK Common Stock 04269E107 70 12,248 SH Sole 12,248 ARROW ELECTRS INC COM STK Common Stock 042735100 550 18,270 SH Sole 18,270 ASSISTED LIVING CONCEPTS INC CL A Common Stock 04544X300 256 7,800 SH Sole 7,800 ASSOCIATED ESTATES REALTY CORP COM REIT REIT 045604105 188 13,620 SH Sole 13,620 ATLAS PIPELINE PARTNERS L P COM STK Ltd Part 049392103 667 47,926 SH Sole 47,926 AVNET INC COM STK Common Stock 053807103 204 6,793 SH Sole 6,793 AVX CORP NEW COM STK Common Stock 002444107 375 26,386 SH Sole 26,386 BABCOCK & BROWN AIR LTD ADR 05614P101 149 14,411 SH Sole 14,411
BANCO LATINOAMERICANO DE COMERCIO EXTERI Common Stock P16994132 155 10,786 SH Sole 10,786 BANCO MACRO BANSUD S A SPON ADR B ADR 05961W105 331 11,058 SH Sole 11,058 BANCO SANTANDER CHILE ADR ADR 05965X109 249 3,645 SH Sole 3,645 BELO CORP COM STK Common Stock 080555105 132 19,320 SH Sole 19,320 BHP BILLITON PLC ADR ADR 05545E209 222 3,246 SH Sole 3,246 BIGBAND NETWORKS INC COM STK Common Stock 089750509 149 42,408 SH Sole 42,408 BLACK HILLS CORP COM STK Common Stock 092113109 350 11,539 SH Sole 11,539 BLYTH INC COM STK Common Stock 09643P207 215 6,866 SH Sole 6,866 BMP SUNSTONE CORP COM STK Common Stock 05569C105 145 28,580 SH Sole 28,580 BOWNE & CO INC COM STK Common Stock 103043105 331 29,636 SH Sole 29,636 BREITBURN ENERGY PARTNERS LP Ltd Part 106776107 520 34,827 SH Sole 34,827 BROOKLINE BANCORP INC DE COM STK Common Stock 11373M107 114 10,745 SH Sole 10,745 BROWN SHOE INC NEW COM STK Common Stock 115736100 309 19,987 SH Sole 19,987 BUCKEYE TECHNOLOGIES INC COM STK Common Stock 118255108 396 30,242 SH Sole 30,242 BUNGE LTD COM STK Common Stock G16962105 289 4,691 SH Sole 4,691 CABOT CORP COM STK Common Stock 127055101 289 9,523 SH Sole 9,523 CAL DIVE INTERNATIONAL INC Common Stock 12802T101 124 16,875 SH Sole 16,875 CALAMOS ASSET MANAGEMENT-A COM Common Stock 12811R104 212 14,818 SH Sole 14,818 CALUMET SPECIALTY PRODUCTS PAR COM STK Ltd Part 131476103 473 22,745 SH Sole 22,745 CANTEL MED CORP COM STK Common Stock 138098108 332 16,707 SH Sole 16,707 CARDINAL HEALTH INC COM Common Stock 14149Y108 333 9,235 SH Sole 9,235 CASCADE CORP Common Stock 147195101 224 6,942 SH Sole 6,942 CASH AMERICA INTERNATIONAL INC COM STK Common Stock 14754D100 254 6,444 SH Sole 6,444 CASTLE A M & CO COM STK Common Stock 148411101 136 10,404 SH Sole 10,404 CB RICHARD ELLIS GROUP INC CL A COM STK Common Stock 12497T101 454 28,654 SH Sole 28,654 CDI CORP COM STK Common Stock 125071100 266 18,123 SH Sole 18,123 CELLCOM ISRAEL LTD S Common Stock M2196U109 562 16,456 SH Sole 16,456 CENTRAL GARDEN & PET CO COM STK Common Stock 153527106 174 17,610 SH Sole 17,610 CENTRAL VT PUB SVC CORP COM STK Common Stock 155771108 324 16,067 SH Sole 16,067 CENTURY ALUM CO COM STK Common Stock 156431108 293 21,268 SH Sole 21,268 CEPHALON INC COM STK Common Stock 156708109 370 5,464 SH Sole 5,464 CHARMING SHOPPES INC COM STK Common Stock 161133103 94 17,130 SH Sole 17,130 CHINA BIOLOGIC PRODUCTS INC Common Stock 16938C106 147 13,302 SH Sole 13,302 CHINA FIRE & SEC GROUP COM STK Common Stock 16938R103 148 11,413 SH Sole 11,413 CHINA INFORMATION SEC TECH INC COM Common Stock 16944F101 170 33,476 SH Sole 33,476 CHINA MED TECHNOLOGIES INC ADR ADR 169483104 168 12,306 SH Sole 12,306 CHINA PETROLEUM & CHEM -ADR ADR 16941R108 513 6,239 SH Sole 6,239 CHINA SECURITY & SURVEILLANCE COM STK Common Stock 16942J105 404 52,547 SH Sole 52,547 CHINA SKY ONE MEDICAL INC COM Common Stock 16941P102 243 15,480 SH Sole 15,480 CHINA SUNERGY CO LTD ADR ADR 16942X104 57 14,117 SH Sole 14,117 CIA SANEAMENTO BASICO DO ESTAD ADR ADR 20441A102 315 8,560 SH Sole 8,560 CIBER INC COM STK Common Stock 17163B102 101 27,084 SH Sole 27,084 CIRCOR INTL INC COM STK Common Stock 17273K109 217 6,536 SH Sole 6,536 CLIFFS NATURAL RESOURCES INC Common Stock 18683K101 354 4,992 SH Sole 4,992 CNINSURE INC-ADR ADR 18976M103 327 12,301 SH Sole 12,301 COGO GROUP INC COM STK Common Stock 192448108 107 15,361 SH Sole 15,361 COHEN & STEERS Common Stock 19247A100 391 15,649 SH Sole 15,649
COHU INC COM STK Common Stock 192576106 436 31,665 SH Sole 31,665 COLLECTIVE BRANDS INC COM STK Common Stock 19421W100 258 11,330 SH Sole 11,330 COMERICA INC COM STK Common Stock 200340107 353 9,290 SH Sole 9,290 COMMUNITY HEALTH SYSTEMS INC COM STK Common Stock 203668108 203 5,486 SH Sole 5,486 COMPLETE PRODUCTION SERVICES I COM STK Common Stock 20453E109 177 15,302 SH Sole 15,302 CONSOLIDATED GRAPHICS INC COM STK Common Stock 209341106 285 6,892 SH Sole 6,892 CONSTELLATION BRANDS INC CL A COM STK Common Stock 21036P108 208 12,678 SH Sole 12,678 CONVERGYS CORP COM STK Common Stock 212485106 240 19,578 SH Sole 19,578 COOPER COS INC COM STK Common Stock 216648402 230 5,906 SH Sole 5,906 CORINTHIAN COLLEGES INC COM STK Common Stock 218868107 868 49,351 SH Sole 49,351 CPI INTERNATIONAL INC COM STK Common Stock 12618M100 148 11,190 SH Sole 11,190 CROSS CTRY HEALTHCARE INC COM STK Common Stock 227483104 312 30,876 SH Sole 30,876 CROSSTEX ENERGY LP Ltd Part 22765U102 344 31,998 SH Sole 31,998 CSG SYSTEMS INTERNATIONAL INC COM STK Common Stock 126349109 283 13,480 SH Sole 13,480 CTC MEDIA INC COM STK Common Stock 12642X106 243 14,108 SH Sole 14,108 CUMMINS INC COM STK Common Stock 231021106 214 3,450 SH Sole 3,450 CYPRESS BIOSCIENCE INC Common Stock 232674507 196 40,006 SH Sole 40,006 CYPRESS SEMICONDUCTOR CORP COM STK Common Stock 232806109 174 15,097 SH Sole 15,097 D.R. HORTON INC COM STK Common Stock 23331A109 370 29,376 SH Sole 29,376 DANAOS CORP COM STK Common Stock Y1968P105 68 16,008 SH Sole 16,008 DEL MONTE FOODS CO COM STK Common Stock 24522P103 200 13,717 SH Sole 13,717 DELCATH SYSTEMS INC COM STK Common Stock 24661P104 99 12,194 SH Sole 12,194 DELUXE CORP COM STK Common Stock 248019101 766 39,447 SH Sole 39,447 DEPOMED INC COM STK Common Stock 249908104 37 10,426 SH Sole 10,426 DIVX INC Common Stock 255413106 89 12,372 SH Sole 12,372 DOLAN MEDIA COMPANY COM STK Common Stock 25659P402 421 38,689 SH Sole 38,689 DRESS BARN INC COM STK Common Stock 261570105 243 9,292 SH Sole 9,292 DSW INC CL A COM STK Common Stock 23334L102 269 10,546 SH Sole 10,546 DYCOM INDUSTRIES INC COM STK Common Stock 267475101 228 26,013 SH Sole 26,013 DYNCORP INTERNATIONAL INC COM STK Common Stock 26817C101 217 18,859 SH Sole 18,859 DYNEGY INC DEL CL A COM STK Common Stock 26817G102 28 22,070 SH Sole 22,070 E.W. SCRIPPS COMPANY (NEW)(OLD CL A Common Stock 811054402 419 49,531 SH Sole 49,531 EAGLE BULK SHIPPING INC COM Common Stock Y2187A101 84 15,809 SH Sole 15,809 EAGLE ROCK ENERGY PARTNERS Ltd Part 26985R104 122 19,420 SH Sole 19,420 EASTMAN KODAK CO COM STK Common Stock 277461109 398 68,743 SH Sole 68,743 ECHOSTAR CORPORATION Common Stock 278768106 479 23,628 SH Sole 23,628 ELECTRO SCIENTIFIC INDUSTRIES COM STK Common Stock 285229100 186 14,489 SH Sole 14,489 ELIZABETH ARDEN INC COM STK Common Stock 28660G106 369 20,491 SH Sole 20,491 ELLIS PERRY INTL INC COM STK Common Stock 288853104 315 13,869 SH Sole 13,869 EMERGENCY MEDICAL SVCS CORP CL A Common Stock 29100P102 295 5,208 SH Sole 5,208 EMULEX CORP COM NEW Common Stock 292475209 232 17,484 SH Sole 17,484 ENCORE CAP GROUP INC COM STK Common Stock 292554102 173 10,492 SH Sole 10,492 ENDO PHARMACEUTICALS HLDGS INC COM STK Common Stock 29264F205 805 33,960 SH Sole 33,960 ENERGY CONVERSION DEVICES INC COM STK Common Stock 292659109 499 63,847 SH Sole 63,847 ENERSYS COM STK Common Stock 29275Y102 217 8,807 SH Sole 8,807 ENTEGRIS INC COM STK Common Stock 29362U104 79 15,756 SH Sole 15,756 ESCO TECHNOLOGIES INC COM STK Common Stock 296315104 394 12,387 SH Sole 12,387
EVERCORE PARTNERS INC-CL A COM Common Stock 29977A105 205 6,818 SH Sole 6,818 EXAR CORP COM STK Common Stock 300645108 196 27,827 SH Sole 27,827 EXCEL MARITIME CARRIERS LTD Common Stock V3267N107 421 69,884 SH Sole 69,884 EZCORP INC COM STK Common Stock 302301106 338 16,410 SH Sole 16,410 FAIRCHILD SEMICONDUCTOR INTL COM STK Common Stock 303726103 398 37,388 SH Sole 37,388 FEDERAL SIGNAL CORP COM STK Common Stock 313855108 134 14,849 SH Sole 14,849 FIFTH THIRD BANCORP COM STK Common Stock 316773100 161 11,885 SH Sole 11,885 FIRST CITIZENS BANCSHARES INC CL A Common Stock 31946M103 213 1,070 SH Sole 1,070 FIRST FINANCIAL BANCORP OHIO COM STK Common Stock 320209109 200 11,254 SH Sole 11,254 FIRST INDUSTRIAL REALTY TRUST COM REIT REIT 32054K103 218 28,146 SH Sole 28,146 FIRST SOLAR INC Common Stock 336433107 380 3,100 SH Sole 3,100 FLEXTRONICS INTERNATIONAL LTD COM STK Common Stock Y2573F102 171 21,796 SH Sole 21,796 FOREST LABORATORIES INC. COM STK Common Stock 345838106 532 16,965 SH Sole 16,965 FRESH DEL MONTE PRODUCE INC COM STK Common Stock G36738105 206 10,178 SH Sole 10,178 FUEL TECH INC COM STK Common Stock 359523107 352 43,925 SH Sole 43,925 FUQI INTERNATONL Common Stock 36102A207 222 20,381 SH Sole 20,381 FUSHI FUSHI COPPERWELD STK Common Stock 36113E107 179 15,914 SH Sole 15,914 GAMCO INVS INC COM STK Common Stock 361438104 224 4,924 SH Sole 4,924 GANNETT CO INC COM STK Common Stock 364730101 643 38,947 SH Sole 38,947 GENERAL MARITIME CORP COM STK Common Stock Y2693R101 341 47,382 SH Sole 47,382 GENERAL STEEL Common Stock 370853103 349 84,986 SH Sole 84,986 GENWORTH FINANCIAL INC Common Stock 37247D106 513 27,966 SH Sole 27,966 GIBRALTAR INDUSTRIES INC COM STK Common Stock 374689107 197 15,589 SH Sole 15,589 GMX RES INC COM STK Common Stock 38011M108 86 10,463 SH Sole 10,463 GREAT SOUTHN BANCORP INC COM STK Common Stock 390905107 286 12,727 SH Sole 12,727 GULF IS FABRICATION INC COM STK Common Stock 402307102 260 11,942 SH Sole 11,942 HAVERTY FURNITURE CO INC COM STK Common Stock 419596101 212 12,993 SH Sole 12,993 HDFC BANK LTD ADR ADR 40415F101 214 1,536 SH Sole 1,536 HEALTH MGMT ASSOC INC NEW CL A COM STK Common Stock 421933102 91 10,580 SH Sole 10,580 HEALTH NET INC COM STK Common Stock 42222G108 360 14,485 SH Sole 14,485 HEALTHSPRING INC COM STK Common Stock 42224N101 419 23,782 SH Sole 23,782 HECLA MNG CO COM STK Common Stock 422704106 91 16,631 SH Sole 16,631 HERBALIFE LTD COM STK Common Stock G4412G101 222 4,820 SH Sole 4,820 HIMAX TECHNOLOGIES INC ADR ADR 43289P106 79 25,297 SH Sole 25,297 HOLOGIC INC COM STK Common Stock 436440101 293 15,794 SH Sole 15,794 HORACE MANN EDUCATORS CORP NEW COM STK Common Stock 440327104 198 13,171 SH Sole 13,171 HORIZON LINES INC COM STK Common Stock 44044K101 57 10,390 SH Sole 10,390 HORSEHEAD HOLDING CORP COM STK Common Stock 440694305 122 10,321 SH Sole 10,321 HOUSTON AMERICAN ENERGY CORP Common Stock 44183U100 314 17,311 SH Sole 17,311 HUMANA INC COM STK Common Stock 444859102 439 9,395 SH Sole 9,395 HUNTSMAN CORP COM STK Common Stock 447011107 170 14,114 SH Sole 14,114 ICO INC NEW COM STK Common Stock 449293109 107 13,255 SH Sole 13,255 IMATION CORP COM STK Common Stock 45245A107 174 15,782 SH Sole 15,782 IMPERIAL SUGAR CO NEW COM STK Common Stock 453096208 351 22,612 SH Sole 22,612 INGRAM MICRO INC CL A COM STK Common Stock 457153104 300 17,073 SH Sole 17,073 INNOSPEC INC COM Common Stock 45768S105 124 10,937 SH Sole 10,937 INTEGRATED DEVICE TECHNOLOGY INC Common Stock 458118106 396 64,635 SH Sole 64,635
INTEGRATED SILICON SOLUTION IN COM STK Common Stock 45812P107 175 16,592 SH Sole 16,592 INTERDIGITAL COMMUNICATIONS CO COM STK Common Stock 45866A105 543 19,508 SH Sole 19,508 INTERNATIONAL BANCSHARES CORP COM STK Common Stock 459044103 259 11,271 SH Sole 11,271 INTERNET BRANDS INC CL-A Common Stock 460608102 138 14,939 SH Sole 14,939 INTERNET CAP GROUP INC NEW Common Stock 46059C205 108 12,820 SH Sole 12,820 INTERNET GOLD - GOLDEN LINES L COM STK Common Stock M56595107 206 6,297 SH Sole 6,297 ION GEOPHYSICAL CORPCOM STK Common Stock 462044108 90 18,214 SH Sole 18,214 IRIDIUM COMMUNICATIONS COM STK Common Stock 46269C102 417 51,359 SH Sole 51,359 ISHARES INC MSCI JAPAN INDEX ETF 464286848 736 70,500 SH Sole 70,500 ISHARES MSCI EMU INDEX FUND ETF 464286608 550 15,307 SH Sole 15,307 ISHARES RUSSELL 1000 INDEX FUND ETF 464287622 2357 36,480 SH Sole 36,480 ISHARES RUSSELL 2000 ETF 464287655 540 7,959 SH Sole 7,959 ITT EDL SVCS INC COM STK Common Stock 45068B109 456 4,051 SH Sole 4,051 J CREW GROUP INC Common Stock 46612H402 255 5,564 SH Sole 5,564 JA SOLAR HLD ADR ADR 466090107 406 72,563 SH Sole 72,563 JAKKS PAC INC COM STK Common Stock 47012E106 442 33,771 SH Sole 33,771 JO-ANN STORES INC COM STK Common Stock 47758P307 260 6,188 SH Sole 6,188 JONES LANG LASALLE INC COM STK Common Stock 48020Q107 327 4,482 SH Sole 4,482 KAPSTONE PAPER & PACKAGING CORP COM Common Stock 48562P103 213 17,965 SH Sole 17,965 KENDLE INTERNATIONAL INC COM STK Common Stock 48880L107 214 12,271 SH Sole 12,271 KEY ENERGY SERVICES INC COM STK Common Stock 492914106 150 15,726 SH Sole 15,726 KIRKLANDS INC COM STK Common Stock 497498105 281 13,392 SH Sole 13,392 KKR FINANCIAL HOLDINGS LLC Ltd Part 48248A306 130 15,845 SH Sole 15,845 KORN / FERRY INTL COM STK Common Stock 500643200 271 15,360 SH Sole 15,360 K-SEA TRN PRT UN Ltd Part 48268Y101 178 19,802 SH Sole 19,802 KULICKE & SOFFA INDS INC COM STK Common Stock 501242101 309 42,560 SH Sole 42,560 LABRANCHE & CO INC COM STK Common Stock 505447102 102 19,390 SH Sole 19,390 LADISH INC COM STK Common Stock 505754200 298 14,785 SH Sole 14,785 LAM RESH CORP COM STK Common Stock 512807108 225 6,037 SH Sole 6,037 LANDRYS RESTAURANTS INC Common Stock 51508L103 196 10,942 SH Sole 10,942 LAWSON SOFTWARE INC NEW COM STK Common Stock 52078P102 84 12,770 SH Sole 12,770 LDK SOLAR CO LTD ADR ADR 50183L107 161 24,611 SH Sole 24,611 LENDER PRC SR Common Stock 52602E102 340 9,014 SH Sole 9,014 LEXMARK INTERNATIONAL INC CL A COM STK Common Stock 529771107 239 6,620 SH Sole 6,620 LG DISPLAY CO LT D ADR ADR 50186V102 498 28,167 SH Sole 28,167 LINCARE HLDGS INC COM STK Common Stock 532791100 223 4,976 SH Sole 4,976 LITTELFUSE INC COM STK Common Stock 537008104 245 6,434 SH Sole 6,434 LIVE NATION INC COM STK Common Stock 538034109 223 15,378 SH Sole 15,378 Loral Space & Communications L COM STK Common Stock 543881106 292 8,318 SH Sole 8,318 LSI CORPORATION COM STK Common Stock 502161102 236 38,577 SH Sole 38,577 LUBRIZOL CORP COM STK Common Stock 549271104 290 3,157 SH Sole 3,157 M & F WORLDWIDE CORP COM STK Common Stock 552541104 208 6,796 SH Sole 6,796 MACQUARIE INFRASTRUCTURE COMPA COM STK Common Stock 55608B105 445 32,168 SH Sole 32,168 MACYS INC COM STK Common Stock 55616P104 315 14,454 SH Sole 14,454 MAGELLAN HEALTH SERVICES INC ( COM STK Common Stock 559079207 297 6,821 SH Sole 6,821 MANTECH INTERNATIONAL CORP CL A COM STK Common Stock 564563104 213 4,369 SH Sole 4,369 MARINEMAX INC COM STK Common Stock 567908108 138 12,800 SH Sole 12,800
MARSHALL & IISLEY CORP Common Stock 571837103 91 11,255 SH Sole 11,255 MARTEK BIOSCIENCES CORP COM STK Common Stock 572901106 297 13,206 SH Sole 13,206 MEASUREMENT SPECIALTIES INC COM STK Common Stock 583421102 266 18,068 SH Sole 18,068 MEDIA GENERAL INC. CL A COM STK Common Stock 584404107 99 11,931 SH Sole 11,931 MEDICINES CO COM STK Common Stock 584688105 127 16,148 SH Sole 16,148 Medifast Inc (ex HealthRite In COM STK Common Stock 58470H101 231 9,200 SH Sole 9,200 MERITAGE HOMES CORP COM STK Common Stock 59001A102 481 22,881 SH Sole 22,881 METHODE ELECTRONICS INC Common Stock 591520200 248 25,008 SH Sole 25,008 MICREL INC COM STK Common Stock 594793101 123 11,519 SH Sole 11,519 MICRON TECHNOLOGY INC COM STK Common Stock 595112103 185 17,832 SH Sole 17,832 MINDSPEED TECHNOLOGIES INC COM STK Common Stock 602682106 300 37,405 SH Sole 37,405 MINERALS TECHNOLOGIES INC COM STK Common Stock 603158106 221 4,261 SH Sole 4,261 MIRANT CORP NEW COM STK Common Stock 60467R100 424 39,007 SH Sole 39,007 MIZUHO FINCL GRP ADR 60687Y109 103 26,150 SH Sole 26,150 MKS INSTRS INC COM STK Common Stock 55306N104 259 13,243 SH Sole 13,243 MODUSLINK GLOBAL SOLUTIONS INC COM Common Stock 60786L107 251 29,787 SH Sole 29,787 MOLEX INC COM STK Common Stock 608554101 276 13,236 SH Sole 13,236 MUELLER WTR PRODS INC COM STK Common Stock 624758108 240 50,216 SH Sole 50,216 MULTIMEDIA GAMES INC COM STK Common Stock 625453105 45 11,487 SH Sole 11,487 MYERS INDS INC COM STK Common Stock 628464109 211 20,149 SH Sole 20,149 MYLAN INC COM STK Common Stock 628530107 290 12,770 SH Sole 12,770 NACCO INDUSTRIES INCCL A COM STK Common Stock 629579103 305 4,119 SH Sole 4,119 NAM TAI ELECTRONICS INC COM STK Common Stock 629865205 213 42,642 SH Sole 42,642 NARA BANCORP INC COM STK Common Stock 63080P105 228 26,037 SH Sole 26,037 NATIONAL FINANCIAL PARTNERS CO COM STK Common Stock 63607P208 223 15,805 SH Sole 15,805 NATIONAL SEMICONDUCTOR CORP COM STK Common Stock 637640103 375 25,939 SH Sole 25,939 NB TELECOM INC COM STK Common Stock 16948F107 119 18,943 SH Sole 18,943 NEENAH PAPER INC COM STK Common Stock 640079109 215 13,566 SH Sole 13,566 NETFLIX INC COM STK Common Stock 64110L106 225 3,053 SH Sole 3,053 NEW YORK TIMES CO CL A COM STK Common Stock 650111107 272 24,430 SH Sole 24,430 NEWPARK RESOURCES INC COM STK Common Stock 651718504 164 31,154 SH Sole 31,154 NEWPORT CORP COM STK Common Stock 651824104 370 29,644 SH Sole 29,644 NEWSTAR FINANCIAL INC COM Common Stock 65251F105 99 15,496 SH Sole 15,496 NISOURCE INC Common Stock 65473P105 170 10,746 SH Sole 10,746 NOKIA CORP ADR ADR 654902204 209 13,417 SH Sole 13,417 NORTHWEST PIPE CO COM STK Common Stock 667746101 490 22,417 SH Sole 22,417 NOVATEL WIRELESS INC COM STK Common Stock 66987M604 125 18,614 SH Sole 18,614 NU SKIN ENTERPRISES INC CL A COM STK Common Stock 67018T105 340 11,698 SH Sole 11,698 OMNOVA SOLUTIONS INC COM STK Common Stock 682129101 123 15,647 SH Sole 15,647 ON ASSIGNMENT INC COM STK Common Stock 682159108 229 32,089 SH Sole 32,089 ON SEMICONDUCTOR CORP / SEMIC COM STK Common Stock 682189105 246 30,779 SH Sole 30,779 OPLINK COMMUNICA Common Stock 68375Q403 195 10,532 SH Sole 10,532 ORION MARINE GRP Common Stock 68628V308 182 10,081 SH Sole 10,081 OSHKOSH CORP COM STK Common Stock 688239201 233 5,774 SH Sole 5,774 PALM INC NEW COM STK Common Stock 696643105 48 12,645 SH Sole 12,645 PARTNER COMMUNICATIONS COMPANY ADR ADR 70211M109 743 32,909 SH Sole 32,909 PATTERSON-UTI ENERGY INC (EX P COM STK Common Stock 703481101 302 21,624 SH Sole 21,624
PENNANTPARK INVT CORP COM STK Common Stock 708062104 302 29,101 SH Sole 29,101 PENNSYLVANIA REAL ESTATE INVES COM REIT REIT 709102107 227 18,216 SH Sole 18,216 PEP BOYS-MANNY MOE & JACK COM STK Common Stock 713278109 148 14,749 SH Sole 14,749 PERFICIENT INC COM STK Common Stock 71375U101 189 16,749 SH Sole 16,749 PERICOM SEMICONDUCTOR CORP COM STK Common Stock 713831105 291 27,217 SH Sole 27,217 PERRIGO CO COM STK Common Stock 714290103 252 4,284 SH Sole 4,284 PETROBRAS ENERGIA PARTICIPACI ADR ADR 71646J109 242 14,502 SH Sole 14,502 PETROCHINA CO LTD ADR ADR 71646E100 450 3,840 SH Sole 3,840 PETROLEUM DEVELOPMENT CORP COM STK Common Stock 716578109 438 18,921 SH Sole 18,921 PETROQUEST ENERGY INC Common Stock 716748108 51 10,091 SH Sole 10,091 PHI NON VTNG Common Stock 69336T205 333 15,738 SH Sole 15,738 PIKE ELECTRIC CO Common Stock 721283109 240 25,708 SH Sole 25,708 PIONEER DRILLING CO COM STK Common Stock 723655106 229 32,484 SH Sole 32,484 POLYONE CORP COM STK Common Stock 73179P106 170 16,556 SH Sole 16,556 PRE PAID LEGAL SVCS INC COM STK Common Stock 740065107 298 7,871 SH Sole 7,871 PREMIERE GLOBAL SERVICES INC COM STK Common Stock 740585104 306 37,052 SH Sole 37,052 PRESIDENTIAL LIFE CORP COM STK Common Stock 740884101 170 17,099 SH Sole 17,099 PRESTIGE BRANDS HOLDINGS INC COM STK Common Stock 74112D101 421 46,768 SH Sole 46,768 PROSPERITY BANCSHARES INC COM STK Common Stock 743606105 213 5,203 SH Sole 5,203 PROVIDENT NEW YORK BANCORP COM STK Common Stock 744028101 112 11,764 SH Sole 11,764 QUESTCOR PHARMACEUTICALS INC COM STK Common Stock 74835Y101 272 32,995 SH Sole 32,995 RADIAN GROUP INC COM STK Common Stock 750236101 219 13,989 SH Sole 13,989 RC2 CORPORATION Common Stock 749388104 205 13,705 SH Sole 13,705 REGAL-BELOIT CORP COM STK Common Stock 758750103 221 3,723 SH Sole 3,723 RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 213 4,321 SH Sole 4,321 RENESOLA LTD ADR 75971T103 171 28,904 SH Sole 28,904 RES-CARE INC COM STK Common Stock 760943100 307 25,584 SH Sole 25,584 RESOURCE CAPTIAL CORPORATION REIT 76120W302 78 11,574 SH Sole 11,574 REX ENERGY CORP Common Stock 761565100 135 11,895 SH Sole 11,895 ROCK-TENN CO CL A COM STK Common Stock 772739207 376 8,244 SH Sole 8,244 S1 CORP COM STK Common Stock 78463B101 62 10,514 SH Sole 10,514 SAFE BULKERS INC COM STK Common Stock Y7388L103 192 24,522 SH Sole 24,522 SANOFI-AVENTIS ADR ADR 80105N105 517 13,845 SH Sole 13,845 SARA LEE CORP COM Common Stock 803111103 210 15,063 SH Sole 15,063 SAUER-DANFOSS INC COM STK Common Stock 804137107 384 28,903 SH Sole 28,903 SCHNITZER STEEL INDS INC CL A COM STK Common Stock 806882106 340 6,468 SH Sole 6,468 SFN GROUP INC COM STK Common Stock 784153108 449 56,000 SH Sole 56,000 SHUFFLE MASTER INC COM STK Common Stock 825549108 199 24,280 SH Sole 24,280 SILICON GRAPHICS INTERNATIONAL INC Common Stock 82706L108 245 22,946 SH Sole 22,946 SILICONWARE PRECISION INDUSTRI ADR ADR 827084864 68 11,346 SH Sole 11,346 SIMCERE PHARMACEUTICAL ADR ADR 82859P104 110 12,941 SH Sole 12,941 SIRONA DENTAL SYS INC COM STK Common Stock 82966C103 234 6,145 SH Sole 6,145 SLM CORP COM STK Common Stock 78442P106 150 12,001 SH Sole 12,001 SMART MODULAR TECHNOLOGIES (WW COM STK Common Stock G82245104 287 37,154 SH Sole 37,154 SOLARFUN POWER HOLD-SPON ADR ADR 83415U108 416 52,947 SH Sole 52,947 SOLUTIA INC COMMON NEW Common Stock 834376501 197 12,202 SH Sole 12,202 SONIC AUTOMOTIVE INCCL A COM STK Common Stock 83545G102 388 35,292 SH Sole 35,292
SPARTAN MOTORS INC COM STK Common Stock 846819100 79 14,135 SH Sole 14,135 SPARTECH CORP COM STK Common Stock 847220209 163 13,913 SH Sole 13,913 SPDR S&P 500 ETF TRUST ETF 78462F103 633 5,410 SH Sole 5,410 STARWOOD HOTELS & RESORTS COM STK Common Stock 85590A401 213 4,571 SH Sole 4,571 STEWART ENTERP-A Common Stock 860370105 71 11,435 SH Sole 11,435 STILLWATER MNG CO COM STK Common Stock 86074Q102 295 22,757 SH Sole 22,757 SUN HEALTHCARE GROUP INC COM STK Common Stock 866933401 136 14,275 SH Sole 14,275 SUNPOWER CORP COM STK Common Stock 867652109 332 17,695 SH Sole 17,695 SUPERVALUE INC USD COM Common Stock 868536103 237 14,210 SH Sole 14,210 SYMMETRICOM INC COM STK Common Stock 871543104 173 29,638 SH Sole 29,638 SYMMETRY MEDICAL INC Common Stock 871546206 215 21,453 SH Sole 21,453 SYNAPTICS INC COM STK Common Stock 87157D109 262 9,498 SH Sole 9,498 SYNERON MED Common Stock M87245102 291 26,580 SH Sole 26,580 SYNTA PHARMACEUTICALS CORP Common Stock 87162T206 95 22,028 SH Sole 22,028 TAIWAN SEMICONDUCTOR MANUFACTU ADR ADR 874039100 130 12,375 SH Sole 12,375 TECHNITROL INC COM STK Common Stock 878555101 71 13,477 SH Sole 13,477 TELECOM ARGENTINA - S.A. ADR ADR 879273209 353 18,855 SH Sole 18,855 TELECOMUNICACOES DE SAO PAULO ADR ADR 87929A102 309 14,179 SH Sole 14,179 TENET HEALTHCARE CORP COM STK Common Stock 88033G100 107 18,762 SH Sole 18,762 TESCO CORP Common Stock 88157K101 135 11,560 SH Sole 11,560 TEXAS INSTRUMENTS INC COM STK Common Stock 882508104 321 13,124 SH Sole 13,124 THE MCCLATCHY COMPANY CL A COM STK Common Stock 579489105 75 15,255 SH Sole 15,255 THE RYLAND GROUP INC COM STK Common Stock 783764103 483 21,539 SH Sole 21,539 TITAN INTL INC COM STK Common Stock 88830M102 104 11,960 SH Sole 11,960 TOMKINS PLC ADR ADR 890030208 197 13,843 SH Sole 13,843 TOWNEBANK PORTSMOUTH VA COM STK Common Stock 89214P109 172 12,321 SH Sole 12,321 TRIPLE-S MANAGEMENT CORP Common Stock 896749108 475 26,762 SH Sole 26,762 TRIQUINT SEMICONDUCTOR INC COM STK Common Stock 89674K103 85 12,141 SH Sole 12,141 TSAKOS ENERGY NAVIGATION LTD Common Stock G9108L108 218 14,800 SH Sole 14,800 TYSON FOODS INC CL A COM STK Common Stock 902494103 244 12,716 SH Sole 12,716 UMPQUA HOLDINGS CORP COM STK Common Stock 904214103 143 10,771 SH Sole 10,771 UNITED AMERICAN INDEMNITY LTD CL A Common Stock 90933T109 150 15,638 SH Sole 15,638 UNITED ONLINE INC COM STK Common Stock 911268100 450 60,142 SH Sole 60,142 UNIVERSAL AMERN FINL CORP COM STK Common Stock 913377107 157 10,163 SH Sole 10,163 UNIVERSAL DISPLAY CORP COM STK Common Stock 91347P105 272 23,129 SH Sole 23,129 UNIVERSAL FST PRODS INC COM STK Common Stock 913543104 273 7,088 SH Sole 7,088 USA MOBILITY INC COM Common Stock 90341G103 555 43,790 SH Sole 43,790 USEC INC COM STK Common Stock 90333E108 517 89,639 SH Sole 89,639 VAALCO ENERGY INC COM STK Common Stock 91851C201 179 36,296 SH Sole 36,296 VARIAN SEMICONDUCTOR EQUIPTME COM STK Common Stock 922207105 230 6,954 SH Sole 6,954 VIRTUSA CORP Common Stock 92827P102 157 15,214 SH Sole 15,214 VISA INC CLASS A COM STK Common Stock 92826C839 231 2,534 SH Sole 2,534 VISHAY INTERTECHNLGYINC Common Stock 928298108 297 29,061 SH Sole 29,061 VODAFONE GROUP PLC SP ADR ADR 92857W209 357 15,315 SH Sole 15,315 W&T OFFSHORE INC COM STK Common Stock 92922P106 160 19,004 SH Sole 19,004 WADDELL & REED FINL INC CL A COM STK Common Stock 930059100 392 10,890 SH Sole 10,890 WASTE SVCS INC DEL COM STK Common Stock 941075202 101 10,170 SH Sole 10,170
WESTERN DIGITAL CORP COM STK Common Stock 958102105 283 7,258 SH Sole 7,258 WESTERN GAS PARTNERSLP COM STK Ltd Part 958254104 210 9,499 SH Sole 9,499 WESTERN REFINING INC EL PASO COM STK Common Stock 959319104 81 14,792 SH Sole 14,792 WINDSTREAM CP Common Stock 97381W104 123 11,254 SH Sole 11,254 WNS HLDGS ADR ADR 92932M101 146 13,622 SH Sole 13,622 WORLD ACCEPTANCE CORP (S.C.) COM STK Common Stock 981419104 262 7,263 SH Sole 7,263 WORLD WRESTLING ENTMT INC CL A COM STK Common Stock 98156Q108 246 14,214 SH Sole 14,214 WPP PLC ADR ADR 92933H101 589 11,421 SH Sole 11,421 WSP HOLDINGS LTD ADR ADR 92934F104 34 12,755 SH Sole 12,755 XEROX CORP COM STK Common Stock 984121103 203 20,840 SH Sole 20,840 XILINX INC COM STK Common Stock 983919101 320 12,541 SH Sole 12,541 XINYUAN RL EST ADR 98417P105 124 31,109 SH Sole 31,109 XL CAPITAL LTD CL-A COM STK Common Stock G98255105 272 14,377 SH Sole 14,377 YINGLI GREEN ENERGY HOLD ADR ADR 98584B103 136 10,638 SH Sole 10,638 ZHONGPIN INC COM STK Common Stock 98952K107 147 11,614 SH Sole 11,614 ZORAN CORP COM STK Common Stock 98975F101 129 12,011 SH Sole 12,011 ZYMOGENETICS INC COM STK Common Stock 98985T109 64 11,122 SH Sole 11,122
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