0001193125-11-309297.txt : 20111114
0001193125-11-309297.hdr.sgml : 20111111
20111114091759
ACCESSION NUMBER: 0001193125-11-309297
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
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: 111198214
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
d255813d13fhr.txt
FORM 13F - PERIOD ENDING SEPT. 30, 2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9.30.2011
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:
/s/ Peter Schaffer Milford CT 10/31/2011
------------------------- ------------------------ -------------------------
[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: 0
Form 13F Information Table Entry Total: 268
Form 13F Information Table Value Total: 156,414
(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.]
Zebra Capital Management LLC
FORM 13F
9/30/2011
Voting Authority
Value Shares/ Sh/ Put/ Invstmt Other -----------------
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
---------------------------- -------------- --------- -------- ------- --- ---- ------- -------- ---- ------- ----
1ST SOURCE CORP Common Stock 336901103 334 16,029 SH Sole 16,029
ACE LTD Common Stock H0023R105 329 5,427 SH Sole 5,427
AECOM TECHNOLOGY CORP Common Stock 00766T100 193 10,928 SH Sole 10,928
AETNA INC Common Stock 00817Y108 1,125 30,963 SH Sole 30,963
AIR TRANSPORT SERVICES GROUP Common Stock 00922R105 57 13,211 SH Sole 13,211
AIRCASTLE LTD Common Stock G0129K104 461 48,425 SH Sole 48,425
ALASKA AIR GROUP INC Common Stock 011659109 283 5,027 SH Sole 5,027
ALLEGHANY CORP Common Stock 017175100 275 952 SH Sole 952
ALLETE INC Common Stock 018522300 755 20,604 SH Sole 20,604
ALLIANCE HOLDINGS GP LP Ltd Part 01861G100 398 9,051 SH Sole 9,051
ALLIED WORLD ASSURANCE CO Common Stock H01531104 452 8,411 SH Sole 8,411
AMERCO Common Stock 023586100 1,203 19,268 SH Sole 19,268
AMERICAN CAPITAL LTD Common Stock 02503Y103 1,276 187,067 SH Sole 187,067
AMERICAN FINANCIAL GROUP INC Common Stock 025932104 541 17,397 SH Sole 17,397
AMERICAN GREETINGS CORP-CL A Common Stock 026375105 679 36,709 SH Sole 36,709
AMERICAN NATIONAL INSURANCE Common Stock 028591105 243 3,502 SH Sole 3,502
AMKOR TECHNOLOGY INC Common Stock 031652100 1,374 315,125 SH Sole 315,125
AMSURG CORP Common Stock 03232P405 393 17,453 SH Sole 17,453
AMTRUST FINANCIAL SERVICES Common Stock 032359309 1,252 56,230 SH Sole 56,230
APTARGROUP INC Common Stock 038336103 298 6,662 SH Sole 6,662
ARES CAPITAL CORP Common Stock 04010L103 258 18,729 SH Sole 18,729
ARROW ELECTRONICS INC Common Stock 042735100 536 19,296 SH Sole 19,296
ATRION CORPORATION Common Stock 049904105 242 1,165 SH Sole 1,165
AUTOMATIC DATA PROCESSING Common Stock 053015103 802 17,019 SH Sole 17,019
AVNET INC Common Stock 053807103 482 18,492 SH Sole 18,492
AVX CORP Common Stock 002444107 348 29,288 SH Sole 29,288
BANCFIRST CORP Common Stock 05945F103 336 10,127 SH Sole 10,127
BANCO LATINOAMERICANO COME-E Common Stock P16994132 233 15,297 SH Sole 15,297
BCE INC Common Stock 05534B760 2,364 63,110 SH Sole 63,110
BECTON DICKINSON AND CO Common Stock 075887109 766 10,446 SH Sole 10,446
BELDEN INC Common Stock 077454106 523 20,265 SH Sole 20,265
BENCHMARK ELECTRONICS INC Common Stock 08160H101 586 45,007 SH Sole 45,007
BLACK BOX CORP Common Stock 091826107 371 17,362 SH Sole 17,362
BLOUNT INTERNATIONAL INC Common Stock 095180105 222 16,618 SH Sole 16,618
BOK FINANCIAL CORPORATION Common Stock 05561Q201 351 7,484 SH Sole 7,484
BROOKFIELD ASSET MANAGE-CL A Common Stock 112585104 2,298 83,404 SH Sole 83,404
BROOKFIELD INFRASTRUCTURE PA Ltd Part G16252101 317 13,010 SH Sole 13,010
BROOKFIELD OFFICE PROPERTIES Common Stock 112900105 1,573 114,246 SH Sole 114,246
BROOKS AUTOMATION INC Common Stock 114340102 685 84,062 SH Sole 84,062
BROWN-FORMAN CORP-CLASS B Common Stock 115637209 504 7,181 SH Sole 7,181
BUNGE LTD Common Stock G16962105 1,151 19,744 SH Sole 19,744
CABOT CORP Common Stock 127055101 224 9,036 SH Sole 9,036
CAN IMPERIAL BK OF COMMERCE Common Stock 136069101 1,217 17,430 SH Sole 17,430
CANADIAN PACIFIC RAILWAY LTD Common Stock 13645T100 1,306 27,155 SH Sole 27,155
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 322 8,127 SH Sole 8,127
CATO CORP-CLASS A Common Stock 149205106 421 18,674 SH Sole 18,674
CELESTICA INC Common Stock 15101Q108 1,036 142,884 SH Sole 142,884
CGI GROUP INC - CLASS A Common Stock 39945C109 619 32,900 SH Sole 32,900
CH ENERGY GROUP INC Common Stock 12541M102 388 7,438 SH Sole 7,438
CHOICE HOTELS INTL INC Common Stock 169905106 419 14,085 SH Sole 14,085
CHUBB CORP Common Stock 171232101 237 3,953 SH Sole 3,953
CHURCHILL DOWNS INC Common Stock 171484108 252 6,469 SH Sole 6,469
CIGNA CORP Common Stock 125509109 1,025 24,431 SH Sole 24,431
CNA FINANCIAL CORP Common Stock 126117100 1,335 59,398 SH Sole 59,398
CNH GLOBAL N.V. Common Stock N20935206 723 27,538 SH Sole 27,538
CNO FINANCIAL GROUP INC Common Stock 12621E103 84 15,517 SH Sole 15,517
COLFAX CORP Common Stock 194014106 302 14,895 SH Sole 14,895
COMMUNITY TRUST BANCORP INC Common Stock 204149108 261 11,192 SH Sole 11,192
CONMED CORP Common Stock 207410101 240 10,410 SH Sole 10,410
CONSTELLATION BRANDS INC-A Common Stock 21036P108 763 42,405 SH Sole 42,405
COPA HOLDINGS SA-CLASS A Common Stock P31076105 1,159 18,909 SH Sole 18,909
CORNING INC Common Stock 219350105 275 22,250 SH Sole 22,250
CORVEL CORP Common Stock 221006109 240 5,651 SH Sole 5,651
COVENTRY HEALTH CARE INC Common Stock 222862104 526 18,243 SH Sole 18,243
CREDIT ACCEPTANCE CORP Common Stock 225310101 828 12,862 SH Sole 12,862
CRESTWOOD MIDSTREAM PARTNERS Ltd Part 226372100 271 10,538 SH Sole 10,538
CROWN MEDIA HOLDINGS-CLASS A Common Stock 228411104 33 22,826 SH Sole 22,826
CSG SYSTEMS INTL INC Common Stock 126349109 297 23,514 SH Sole 23,514
CUBIC CORP Common Stock 229669106 504 12,900 SH Sole 12,900
DELL INC Common Stock 24702R101 1,641 116,061 SH Sole 116,061
DELUXE CORP Common Stock 248019101 935 50,269 SH Sole 50,269
DEPOMED INC Common Stock 249908104 318 58,812 SH Sole 58,812
DISH NETWORK CORP-A Common Stock 25470M109 453 18,069 SH Sole 18,069
DOLLAR GENERAL CORP Common Stock 256677105 853 22,590 SH Sole 22,590
DOMINION RESOURCES INC/VA Common Stock 25746U109 729 14,358 SH Sole 14,358
DORMAN PRODUCTS INC Common Stock 258278100 379 11,467 SH Sole 11,467
DST SYSTEMS INC Common Stock 233326107 329 7,511 SH Sole 7,511
DUKE ENERGY CORP Common Stock 26441C105 296 14,811 SH Sole 14,811
ENBRIDGE INC Common Stock 29250N105 575 18,016 SH Sole 18,016
ENDEAVOUR INTERNATIONAL CORP Common Stock 29259G200 396 49,635 SH Sole 49,635
ENERGY TRANSFER EQUITY LP Ltd Part 29273V100 383 11,019 SH Sole 11,019
ENNIS INC Common Stock 293389102 268 20,547 SH Sole 20,547
ENSIGN GROUP INC/THE Common Stock 29358P101 311 13,452 SH Sole 13,452
ENSTAR GROUP LTD Common Stock G3075P101 1,432 15,033 SH Sole 15,033
ERIE INDEMNITY COMPANY-CL A Common Stock 29530P102 248 3,487 SH Sole 3,487
EXCEL MARITIME CARRIERS LTD Common Stock V3267N107 28 13,682 SH Sole 13,682
EXELON CORP Common Stock 30161N101 321 7,525 SH Sole 7,525
EXLSERVICE HOLDINGS INC Common Stock 302081104 238 10,816 SH Sole 10,816
FBL FINANCIAL GROUP INC-CL A Common Stock 30239F106 1,131 42,479 SH Sole 42,479
FEDERAL-MOGUL CORP Common Stock 313549404 523 35,460 SH Sole 35,460
FIRST BUSEY CORP Common Stock 319383105 71 16,215 SH Sole 16,215
FIRST CITIZENS BCSHS -CL A Common Stock 31946M103 638 4,442 SH Sole 4,442
FIRST FINANCIAL CORP/INDIANA Common Stock 320218100 232 8,418 SH Sole 8,418
FLEXTRONICS INTL LTD Common Stock Y2573F102 612 108,706 SH Sole 108,706
FOREST LABORATORIES INC Common Stock 345838106 760 24,697 SH Sole 24,697
FRESH DEL MONTE PRODUCE INC Common Stock G36738105 956 41,215 SH Sole 41,215
GARMIN LTD Common Stock H2906T109 603 18,987 SH Sole 18,987
GENERAL DYNAMICS CORP Common Stock 369550108 2,151 37,815 SH Sole 37,815
GENPACT LTD Common Stock G3922B107 171 11,866 SH Sole 11,866
GILDAN ACTIVEWEAR INC Common Stock 375916103 264 10,211 SH Sole 10,211
GLATFELTER Common Stock 377316104 191 14,423 SH Sole 14,423
GRAPHIC PACKAGING HOLDING CO Common Stock 388689101 233 67,640 SH Sole 67,640
GREIF INC-CL A Common Stock 397624107 521 12,152 SH Sole 12,152
HARLEYSVILLE GROUP INC Common Stock 412824104 1,233 20,955 SH Sole 20,955
HARRIS CORP Common Stock 413875105 599 17,536 SH Sole 17,536
HEALTHSOUTH CORP Common Stock 421924309 761 50,973 SH Sole 50,973
HELEN OF TROY LTD Common Stock G4388N106 642 25,563 SH Sole 25,563
HENRY SCHEIN INC Common Stock 806407102 217 3,496 SH Sole 3,496
HESS CORP Common Stock 42809H107 719 13,711 SH Sole 13,711
HILLENBRAND INC Common Stock 431571108 801 43,505 SH Sole 43,505
HOLLY ENERGY PARTNERS LP Ltd Part 435763107 251 5,106 SH Sole 5,106
HORMEL FOODS CORP Common Stock 440452100 780 28,872 SH Sole 28,872
HUGOTON ROYALTY TRUST Royalty Trst 444717102 235 11,021 SH Sole 11,021
HUMANA INC Common Stock 444859102 751 10,319 SH Sole 10,319
ICAHN ENTERPRISES LP Ltd Part 451100101 287 7,937 SH Sole 7,937
INFINITY PROPERTY & CASUALTY Common Stock 45665Q103 333 6,336 SH Sole 6,336
INGRAM MICRO INC-CL A Common Stock 457153104 277 17,185 SH Sole 17,185
INNOPHOS HOLDINGS INC Common Stock 45774N108 290 7,282 SH Sole 7,282
INNOSPEC INC Common Stock 45768S105 443 18,303 SH Sole 18,303
INSIGHT ENTERPRISES INC Common Stock 45765U103 621 41,045 SH Sole 41,045
INTERVAL LEISURE GROUP Common Stock 46113M108 341 25,612 SH Sole 25,612
INVACARE CORP Common Stock 461203101 395 17,131 SH Sole 17,131
IXYS CORPORATION Common Stock 46600W106 249 22,919 SH Sole 22,919
J & J SNACK FOODS CORP Common Stock 466032109 399 8,305 SH Sole 8,305
JARDEN CORP Common Stock 471109108 298 10,533 SH Sole 10,533
JOHN BEAN TECHNOLOGIES CORP Common Stock 477839104 262 18,405 SH Sole 18,405
KEMET CORP Common Stock 488360207 543 75,977 SH Sole 75,977
KEMPER CORP Common Stock 488401100 1,421 59,303 SH Sole 59,303
KIMBERLY-CLARK CORP Common Stock 494368103 227 3,190 SH Sole 3,190
KKR FINANCIAL HOLDINGS LLC Ltd Part 48248A306 470 63,264 SH Sole 63,264
KNOLOGY INC Common Stock 499183804 305 23,534 SH Sole 23,534
KRONOS WORLDWIDE INC Common Stock 50105F105 164 10,193 SH Sole 10,193
KULICKE & SOFFA INDUSTRIES Common Stock 501242101 245 32,819 SH Sole 32,819
L-3 COMMUNICATIONS HOLDINGS Common Stock 502424104 551 8,899 SH Sole 8,899
LACLEDE GROUP INC/THE Common Stock 505597104 532 13,741 SH Sole 13,741
LANCASTER COLONY CORP Common Stock 513847103 738 12,098 SH Sole 12,098
LIBERTY INTERACTIVE CORP-A Common Stock 53071M104 609 41,268 SH Sole 41,268
LIBERTY MEDIA CORP - LIBER-A Tracking Stk 530322106 1,171 17,716 SH Sole 17,716
LKQ CORP Common Stock 501889208 233 9,638 SH Sole 9,638
LOCKHEED MARTIN CORP Common Stock 539830109 2,000 27,539 SH Sole 27,539
LORAL SPACE & COMMUNICATIONS Common Stock 543881106 2,232 44,548 SH Sole 44,548
M & F WORLDWIDE CORP Common Stock 552541104 305 12,371 SH Sole 12,371
MAGELLAN MIDSTREAM PARTNERS Ltd Part 559080106 451 7,474 SH Sole 7,474
MAGNA INTERNATIONAL INC Common Stock 559222401 1,542 46,756 SH Sole 46,756
MAIDEN HOLDINGS LTD Common Stock G5753U112 430 58,130 SH Sole 58,130
MANTECH INTERNATIONAL CORP-A Common Stock 564563104 445 14,187 SH Sole 14,187
MANULIFE FINANCIAL CORP Common Stock 56501R106 428 37,740 SH Sole 37,740
MARKEL CORP Common Stock 570535104 222 623 SH Sole 623
MARKETAXESS HOLDINGS INC Common Stock 57060D108 308 11,836 SH Sole 11,836
MATTHEWS INTL CORP-CLASS A Common Stock 577128101 336 10,928 SH Sole 10,928
MCGRATH RENTCORP Common Stock 580589109 332 13,962 SH Sole 13,962
MCGRAW-HILL COMPANIES INC Common Stock 580645109 888 21,648 SH Sole 21,648
MERCER INTERNATIONAL INC Common Stock 588056101 690 101,477 SH Sole 101,477
MERCURY COMPUTER SYSTEMS INC Common Stock 589378108 115 10,020 SH Sole 10,020
METHODE ELECTRONICS INC Common Stock 591520200 132 17,770 SH Sole 17,770
MFC INDUSTRIAL LTD Common Stock 55278T105 260 35,916 SH Sole 35,916
MGE ENERGY INC Common Stock 55277P104 668 16,433 SH Sole 16,433
MINE SAFETY APPLIANCES CO Common Stock 602720104 411 15,242 SH Sole 15,242
MKS INSTRUMENTS INC Common Stock 55306N104 1,142 52,603 SH Sole 52,603
MOLSON COORS BREWING CO -B Common Stock 60871R209 784 19,804 SH Sole 19,804
MOOG INC-CLASS A Common Stock 615394202 809 24,799 SH Sole 24,799
MTS SYSTEMS CORP Common Stock 553777103 288 9,403 SH Sole 9,403
MULTI-FINELINE ELECTRONIX IN Common Stock 62541B101 393 19,686 SH Sole 19,686
N B T BANCORP INC Common Stock 628778102 234 12,584 SH Sole 12,584
NACCO INDUSTRIES-CL A Common Stock 629579103 453 7,139 SH Sole 7,139
NATIONAL BEVERAGE CORP Common Stock 635017106 436 28,766 SH Sole 28,766
NATIONAL HEALTHCARE CORP Common Stock 635906100 352 10,899 SH Sole 10,899
NATIONAL PRESTO INDS INC Common Stock 637215104 545 6,268 SH Sole 6,268
NATL WESTERN LIFE INS-CL A Common Stock 638522102 594 4,386 SH Sole 4,386
NATURAL RESOURCE PARTNERS LP Ltd Part 63900P103 240 9,460 SH Sole 9,460
NAVIOS MARITIME HOLDINGS INC Common Stock Y62196103 609 192,090 SH Sole 192,090
NELNET INC-CL A Common Stock 64031N108 1,295 68,982 SH Sole 68,982
NEUSTAR INC-CLASS A Common Stock 64126X201 1,098 43,681 SH Sole 43,681
NEWMARKET CORP Common Stock 651587107 250 1,643 SH Sole 1,643
NEWPORT CORP Common Stock 651824104 269 24,861 SH Sole 24,861
NEXTERA ENERGY INC Common Stock 65339F101 1,670 30,918 SH Sole 30,918
NL INDUSTRIES Common Stock 629156407 168 13,418 SH Sole 13,418
NORANDA ALUMINUM HOLDING COR Common Stock 65542W107 423 50,618 SH Sole 50,618
NORDION INC Common Stock 65563C105 152 17,285 SH Sole 17,285
NORTHROP GRUMMAN CORP Common Stock 666807102 1,467 28,124 SH Sole 28,124
NTELOS HOLDINGS CORP Common Stock 67020Q305 273 15,392 SH Sole 15,392
NUSTAR ENERGY LP Ltd Part 67058H102 217 4,150 SH Sole 4,150
NUSTAR GP HOLDINGS LLC Unit 67059L102 455 14,835 SH Sole 14,835
OCH-ZIFF CAPITAL MANAGEMEN-A Ltd Part 67551U105 1,510 165,335 SH Sole 165,335
ONEOK PARTNERS LP Ltd Part 68268N103 505 10,834 SH Sole 10,834
ORBOTECH LTD Common Stock M75253100 460 47,532 SH Sole 47,532
ORTHOFIX INTERNATIONAL NV Common Stock N6748L102 234 6,771 SH Sole 6,771
PARK ELECTROCHEMICAL CORP Common Stock 700416209 233 10,903 SH Sole 10,903
PDL BIOPHARMA INC Common Stock 69329Y104 599 107,862 SH Sole 107,862
PENDRELL CORP Common Stock 70686R104 531 236,166 SH Sole 236,166
PERMIAN BASIN ROYALTY TRUST Royalty Trst 714236106 398 19,443 SH Sole 19,443
PIONEER SOUTHWEST ENERGY PAR Ltd Part 72388B106 310 12,834 SH Sole 12,834
PLAINS ALL AMER PIPELINE LP Ltd Part 726503105 787 13,352 SH Sole 13,352
PNC FINANCIAL SERVICES GROUP Common Stock 693475105 229 4,747 SH Sole 4,747
POLYONE CORPORATION Common Stock 73179P106 675 63,014 SH Sole 63,014
PRECISION DRILLING CORP Common Stock 74022D308 209 25,199 SH Sole 25,199
PRESTIGE BRANDS HOLDINGS INC Common Stock 74112D101 218 24,061 SH Sole 24,061
PROASSURANCE CORP Common Stock 74267C106 284 3,949 SH Sole 3,949
PRUDENTIAL FINANCIAL INC Common Stock 744320102 249 5,319 SH Sole 5,319
PUBLIC SERVICE ENTERPRISE GP Common Stock 744573106 1,045 31,304 SH Sole 31,304
RAVEN INDUSTRIES INC Common Stock 754212108 292 6,064 SH Sole 6,064
RAYTHEON COMPANY Common Stock 755111507 1,002 24,510 SH Sole 24,510
REINSURANCE GROUP OF AMERICA Common Stock 759351604 243 5,293 SH Sole 5,293
REVLON INC-CLASS A Common Stock 761525609 521 42,295 SH Sole 42,295
REYNOLDS AMERICAN INC Common Stock 761713106 2,557 68,228 SH Sole 68,228
RIGEL PHARMACEUTICALS INC Common Stock 766559603 217 29,479 SH Sole 29,479
ROGERS COMMUNICATIONS INC-B Common Stock 775109200 2,150 62,842 SH Sole 62,842
SABINE ROYALTY TRUST Royalty Trst 785688102 397 6,299 SH Sole 6,299
SAFE BULKERS INC Common Stock Y7388L103 842 136,094 SH Sole 136,094
SAIC INC Common Stock 78390X101 421 35,673 SH Sole 35,673
SALLY BEAUTY HOLDINGS INC Common Stock 79546E104 273 16,439 SH Sole 16,439
SAN JUAN BASIN ROYALTY TR Royalty Trst 798241105 450 19,606 SH Sole 19,606
SAUER-DANFOSS INC Common Stock 804137107 236 8,150 SH Sole 8,150
SCANSOURCE INC Common Stock 806037107 539 18,232 SH Sole 18,232
SEABOARD CORP Common Stock 811543107 703 390 SH Sole 390
SEACOR HOLDINGS INC Common Stock 811904101 371 4,627 SH Sole 4,627
SEI INVESTMENTS COMPANY Common Stock 784117103 212 13,794 SH Sole 13,794
SELECTIVE INSURANCE GROUP Common Stock 816300107 196 14,982 SH Sole 14,982
SERVICE CORP INTERNATIONAL Common Stock 817565104 134 14,666 SH Sole 14,666
SHAW COMMUNICATIONS INC-B Common Stock 82028K200 916 45,327 SH Sole 45,327
SHIP FINANCE INTL LTD Common Stock G81075106 608 46,741 SH Sole 46,741
SILVER STANDARD RESOURCES Common Stock 82823L106 213 11,596 SH Sole 11,596
SNAP-ON INC Common Stock 833034101 289 6,508 SH Sole 6,508
SNYDERS-LANCE INC Common Stock 833551104 529 25,384 SH Sole 25,384
SONOCO PRODUCTS CO Common Stock 835495102 348 12,340 SH Sole 12,340
SOUTHERN COPPER CORP Common Stock 84265V105 1,189 47,592 SH Sole 47,592
SOUTHWEST GAS CORP Common Stock 844895102 316 8,730 SH Sole 8,730
SPECTRA ENERGY PARTNERS LP Ltd Part 84756N109 245 8,697 SH Sole 8,697
SPEEDWAY MOTORSPORTS INC Common Stock 847788106 331 27,385 SH Sole 27,385
SS&C TECHNOLOGIES HOLDINGS Common Stock 78467J100 267 18,679 SH Sole 18,679
STATE AUTO FINANCIAL CORP Common Stock 855707105 134 10,182 SH Sole 10,182
STEIN MART INC Common Stock 858375108 159 25,456 SH Sole 25,456
STEINER LEISURE LTD Common Stock P8744Y102 377 9,250 SH Sole 9,250
STEPAN CO Common Stock 858586100 361 5,371 SH Sole 5,371
STRYKER CORP Common Stock 863667101 297 6,292 SH Sole 6,292
SUBURBAN PROPANE PARTNERS LP Ltd Part 864482104 900 19,387 SH Sole 19,387
SUN LIFE FINANCIAL INC Common Stock 866796105 2,295 96,473 SH Sole 96,473
SUNOCO LOGISTICS PARTNERS LP Ltd Part 86764L108 435 4,913 SH Sole 4,913
SUPER MICRO COMPUTER INC Common Stock 86800U104 255 20,322 SH Sole 20,322
SUPERIOR INDUSTRIES INTL Common Stock 868168105 424 27,415 SH Sole 27,415
SYMETRA FINANCIAL CORP Common Stock 87151Q106 985 120,875 SH Sole 120,875
SYSTEMAX INC Common Stock 871851101 261 20,538 SH Sole 20,538
TC PIPELINES LP Ltd Part 87233Q108 210 4,785 SH Sole 4,785
TE CONNECTIVITY LTD Common Stock H84989104 1,428 50,755 SH Sole 50,755
TECH DATA CORP Common Stock 878237106 208 4,811 SH Sole 4,811
TELEDYNE TECHNOLOGIES INC Common Stock 879360105 806 16,486 SH Sole 16,486
TERRA NITROGEN COMPANY LP Ltd Part 881005201 393 2,721 SH Sole 2,721
TEXTAINER GROUP HOLDINGS LTD Common Stock G8766E109 872 42,987 SH Sole 42,987
THOMSON REUTERS CORP Common Stock 884903105 922 34,105 SH Sole 34,105
TOMPKINS FINANCIAL CORP Common Stock 890110109 267 7,454 SH Sole 7,454
TOWERS WATSON & CO-CL A Common Stock 891894107 226 3,784 SH Sole 3,784
TRANSCANADA CORP Common Stock 89353D107 1,925 47,537 SH Sole 47,537
TRAVELERS COS INC/THE Common Stock 89417E109 223 4,572 SH Sole 4,572
TRIMAS CORP Common Stock 896215209 236 15,872 SH Sole 15,872
TRIPLE-S MANAGEMENT CORP-B Common Stock 896749108 310 18,500 SH Sole 18,500
TTM TECHNOLOGIES Common Stock 87305R109 154 16,206 SH Sole 16,206
UNIFIRST CORP/MA Common Stock 904708104 431 9,524 SH Sole 9,524
UNITED ONLINE INC Common Stock 911268100 401 76,636 SH Sole 76,636
VIACOM INC-CLASS B Common Stock 92553P201 1,957 50,506 SH Sole 50,506
W.P. CAREY & CO. LLC Ltd Part 92930Y107 726 19,928 SH Sole 19,928
WEIS MARKETS INC Common Stock 948849104 677 18,259 SH Sole 18,259
WELLPOINT INC Common Stock 94973V107 2,042 31,278 SH Sole 31,278
WESBANCO INC Common Stock 950810101 288 16,634 SH Sole 16,634
WEST PHARMACEUTICAL SERVICES Common Stock 955306105 490 13,219 SH Sole 13,219
WESTERN GAS PARTNERS LP Ltd Part 958254104 248 7,349 SH Sole 7,349
WESTLAKE CHEMICAL CORP Common Stock 960413102 343 10,013 SH Sole 10,013
WILEY (JOHN) & SONS-CLASS A Common Stock 968223206 235 5,291 SH Sole 5,291
WILLIAMS PARTNERS LP Ltd Part 96950F104 1,460 26,917 SH Sole 26,917