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