0001193125-12-028393.txt : 20120130 0001193125-12-028393.hdr.sgml : 20120130 20120130092501 ACCESSION NUMBER: 0001193125-12-028393 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120130 DATE AS OF CHANGE: 20120130 EFFECTIVENESS DATE: 20120130 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: 12554045 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 d291085d13fhr.txt FORM 13F HOLDING REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12.31.2011 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 1/27/12 ------------------------- ------------------------ ------------------------- [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: 283 Form 13F Information Table Value Total: 175,403 (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 12/30/2011
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 444 17,547 SH Sole 17,547 ACE LTD Common Stock H0023R105 362 5,169 SH Sole 5,169 ACTIVISION BLIZZARD INC Common Stock 00507V109 366 29,671 SH Sole 29,671 AECOM TECHNOLOGY CORP Common Stock 00766T100 266 12,926 SH Sole 12,926 AETNA INC Common Stock 00817Y108 1,430 33,884 SH Sole 33,884 AIR TRANSPORT SERVICES GROUP Common Stock 00922R105 88 18,720 SH Sole 18,720 AIRCASTLE LTD Common Stock G0129K104 416 32,674 SH Sole 32,674 ALASKA AIR GROUP INC Common Stock 011659109 302 4,026 SH Sole 4,026 ALLEGHANY CORP Common Stock 017175100 214 749 SH Sole 749 ALLETE INC Common Stock 018522300 805 19,173 SH Sole 19,173 ALLIANCE HOLDINGS GP LP Ltd Part 01861G100 436 8,388 SH Sole 8,388 ALLIANT TECHSYSTEMS INC Common Stock 018804104 255 4,461 SH Sole 4,461 ALLIED WORLD ASSURANCE CO Common Stock H01531104 272 4,316 SH Sole 4,316 ALON USA ENERGY INC Common Stock 020520102 98 11,211 SH Sole 11,211 AMERCO Common Stock 023586100 1,787 20,215 SH Sole 20,215 AMERICAN CAPITAL LTD Common Stock 02503Y103 737 109,527 SH Sole 109,527 AMERICAN FINANCIAL GROUP INC Common Stock 025932104 506 13,728 SH Sole 13,728 AMERICAN GREETINGS CORP-CL A Common Stock 026375105 277 22,112 SH Sole 22,112 AMERICAN NATIONAL INSURANCE Common Stock 028591105 268 3,669 SH Sole 3,669 AMKOR TECHNOLOGY INC Common Stock 031652100 727 166,857 SH Sole 166,857 AMSURG CORP Common Stock 03232P405 291 11,160 SH Sole 11,160 AMTRUST FINANCIAL SERVICES Common Stock 032359309 1,343 56,550 SH Sole 56,550 ANDERSONS INC/THE Common Stock 034164103 232 5,318 SH Sole 5,318 APTARGROUP INC Common Stock 038336103 280 5,368 SH Sole 5,368 ARROW ELECTRONICS INC Common Stock 042735100 772 20,631 SH Sole 20,631 ATMI INC Common Stock 00207R101 318 15,861 SH Sole 15,861 ATRION CORPORATION Common Stock 049904105 245 1,019 SH Sole 1,019 AUTOMATIC DATA PROCESSING Common Stock 053015103 841 15,576 SH Sole 15,576 AVNET INC Common Stock 053807103 675 21,705 SH Sole 21,705 AVX CORP Common Stock 002444107 401 31,421 SH Sole 31,421 BANCFIRST CORP Common Stock 05945F103 415 11,065 SH Sole 11,065 BANCO LATINOAMERICANO COME-E Common Stock P16994132 222 13,825 SH Sole 13,825 BAXTER INTERNATIONAL INC Common Stock 071813109 697 14,085 SH Sole 14,085 BCE INC Common Stock 05534B760 1,382 33,160 SH Sole 33,160 BECTON DICKINSON AND CO Common Stock 075887109 876 11,726 SH Sole 11,726 BELDEN INC Common Stock 077454106 780 23,449 SH Sole 23,449 BENCHMARK ELECTRONICS INC Common Stock 08160H101 598 44,405 SH Sole 44,405
BLACK BOX CORP Common Stock 091826107 517 18,453 SH Sole 18,453 BLOUNT INTERNATIONAL INC Common Stock 095180105 418 28,763 SH Sole 28,763 BOK FINANCIAL CORPORATION Common Stock 05561Q201 400 7,284 SH Sole 7,284 BROOKFIELD ASSET MANAGE-CL A Common Stock 112585104 2,551 92,839 SH Sole 92,839 BROOKFIELD OFFICE PROPERTIES Common Stock 112900105 2,222 142,080 SH Sole 142,080 BROOKS AUTOMATION INC Common Stock 114340102 902 87,812 SH Sole 87,812 BROWN-FORMAN CORP-CLASS B Common Stock 115637209 568 7,051 SH Sole 7,051 BUNGE LTD Common Stock G16962105 1,021 17,842 SH Sole 17,842 CAN IMPERIAL BK OF COMMERCE Common Stock 136069101 2,256 31,178 SH Sole 31,178 CANADIAN PACIFIC RAILWAY LTD Common Stock 13645T100 1,614 23,855 SH Sole 23,855 CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 333 7,884 SH Sole 7,884 CATO CORP-CLASS A Common Stock 149205106 260 10,730 SH Sole 10,730 CELESTICA INC Common Stock 15101Q108 1,285 175,300 SH Sole 175,300 CENOVUS ENERGY INC Common Stock 15135U109 838 25,250 SH Sole 25,250 CGI GROUP INC - CLASS A Common Stock 39945C109 665 35,264 SH Sole 35,264 CH ENERGY GROUP INC Common Stock 12541M102 388 6,641 SH Sole 6,641 CHOICE HOTELS INTL INC Common Stock 169905106 480 12,607 SH Sole 12,607 CHUBB CORP Common Stock 171232101 249 3,604 SH Sole 3,604 CHURCHILL DOWNS INC Common Stock 171484108 394 7,566 SH Sole 7,566 CIGNA CORP Common Stock 125509109 1,034 24,615 SH Sole 24,615 CLAYTON WILLIAMS ENERGY INC Common Stock 969490101 271 3,575 SH Sole 3,575 CNA FINANCIAL CORP Common Stock 126117100 1,422 53,171 SH Sole 53,171 CNH GLOBAL N.V. Common Stock N20935206 1,407 39,083 SH Sole 39,083 CNO FINANCIAL GROUP INC Common Stock 12621E103 98 15,471 SH Sole 15,471 COLFAX CORP Common Stock 194014106 235 8,268 SH Sole 8,268 COMMUNITY TRUST BANCORP INC Common Stock 204149108 341 11,606 SH Sole 11,606 CONSTELLATION BRANDS INC-A Common Stock 21036P108 960 46,443 SH Sole 46,443 COPA HOLDINGS SA-CLASS A Common Stock P31076105 705 12,010 SH Sole 12,010 CORNING INC Common Stock 219350105 284 21,917 SH Sole 21,917 CORVEL CORP Common Stock 221006109 289 5,590 SH Sole 5,590 COVENTRY HEALTH CARE INC Common Stock 222862104 490 16,144 SH Sole 16,144 CREDIT ACCEPTANCE CORP Common Stock 225310101 582 7,079 SH Sole 7,079 CRESTWOOD MIDSTREAM PARTNERS Ltd Part 226372100 321 10,114 SH Sole 10,114 CSG SYSTEMS INTL INC Common Stock 126349109 281 19,090 SH Sole 19,090 CUBIC CORP Common Stock 229669106 639 14,652 SH Sole 14,652 CUMULUS MEDIA INC-CL A Common Stock 231082108 323 96,806 SH Sole 96,806 CURTISS-WRIGHT CORP Common Stock 231561101 242 6,853 SH Sole 6,853 DELEK US HOLDINGS INC Common Stock 246647101 645 56,556 SH Sole 56,556 DELL INC Common Stock 24702R101 1,819 124,304 SH Sole 124,304 DELUXE CORP Common Stock 248019101 1,123 49,338 SH Sole 49,338 DEPOMED INC Common Stock 249908104 164 31,663 SH Sole 31,663 DIANA SHIPPING INC Common Stock Y2066G104 286 38,277 SH Sole 38,277 DISH NETWORK CORP-A Common Stock 25470M109 239 8,401 SH Sole 8,401 DOLLAR GENERAL CORP Common Stock 256677105 856 20,795 SH Sole 20,795 DOMINION RESOURCES INC/VA Common Stock 25746U109 694 13,074 SH Sole 13,074 DORMAN PRODUCTS INC Common Stock 258278100 401 10,866 SH Sole 10,866 DST SYSTEMS INC Common Stock 233326107 322 7,079 SH Sole 7,079
DUKE ENERGY CORP Common Stock 26441C105 314 14,290 SH Sole 14,290 DUN & BRADSTREET CORP Common Stock 26483E100 265 3,542 SH Sole 3,542 ELECTRO RENT CORP Common Stock 285218103 221 12,899 SH Sole 12,899 ENDEAVOUR INTERNATIONAL CORP Common Stock 29259G200 269 31,000 SH Sole 31,000 ENERGY TRANSFER EQUITY LP Ltd Part 29273V100 476 11,730 SH Sole 11,730 ENERPLUS CORP Common Stock 292766102 302 11,945 SH Sole 11,945 ENNIS INC Common Stock 293389102 264 19,836 SH Sole 19,836 ENSIGN GROUP INC/THE Common Stock 29358P101 341 13,925 SH Sole 13,925 ENSTAR GROUP LTD Common Stock G3075P101 1,506 15,339 SH Sole 15,339 ERIE INDEMNITY COMPANY-CL A Common Stock 29530P102 242 3,098 SH Sole 3,098 EXELON CORP Common Stock 30161N101 316 7,288 SH Sole 7,288 FBL FINANCIAL GROUP INC-CL A Common Stock 30239F106 1,558 45,810 SH Sole 45,810 FEDERAL-MOGUL CORP Common Stock 313549404 1,137 77,061 SH Sole 77,061 FIRST CITIZENS BCSHS -CL A Common Stock 31946M103 842 4,810 SH Sole 4,810 FIRST FINANCIAL CORP/INDIANA Common Stock 320218100 309 9,290 SH Sole 9,290 FLEXTRONICS INTL LTD Common Stock Y2573F102 656 115,968 SH Sole 115,968 FOREST LABORATORIES INC Common Stock 345838106 458 15,138 SH Sole 15,138 FRESH DEL MONTE PRODUCE INC Common Stock G36738105 959 38,361 SH Sole 38,361 GANNETT CO Common Stock 364730101 227 16,966 SH Sole 16,966 GARMIN LTD Common Stock H2906T109 693 17,410 SH Sole 17,410 GENERAL DYNAMICS CORP Common Stock 369550108 2,754 41,469 SH Sole 41,469 GENPACT LTD Common Stock G3922B107 195 13,030 SH Sole 13,030 GILDAN ACTIVEWEAR INC Common Stock 375916103 229 12,196 SH Sole 12,196 GORMAN-RUPP CO Common Stock 383082104 250 9,225 SH Sole 9,225 GRAPHIC PACKAGING HOLDING CO Common Stock 388689101 609 142,992 SH Sole 142,992 GREIF INC-CL A Common Stock 397624107 356 7,806 SH Sole 7,806 HARLEYSVILLE GROUP INC Common Stock 412824104 453 8,015 SH Sole 8,015 HARRIS CORP Common Stock 413875105 634 17,591 SH Sole 17,591 HARTE-HANKS INC Common Stock 416196103 130 14,302 SH Sole 14,302 HEALTHSOUTH CORP Common Stock 421924309 1,865 105,538 SH Sole 105,538 HELEN OF TROY LTD Common Stock G4388N106 775 25,259 SH Sole 25,259 HENRY SCHEIN INC Common Stock 806407102 341 5,299 SH Sole 5,299 HESS CORP Common Stock 42809H107 780 13,733 SH Sole 13,733 HILLENBRAND INC Common Stock 431571108 886 39,696 SH Sole 39,696 HOLLYFRONTIER CORP Common Stock 436106108 648 27,681 SH Sole 27,681 HORMEL FOODS CORP Common Stock 440452100 819 27,960 SH Sole 27,960 HUBBELL INC -CL B Common Stock 443510201 284 4,243 SH Sole 4,243 HUGOTON ROYALTY TRUST Royalty Trst 444717102 332 17,622 SH Sole 17,622 HUMANA INC Common Stock 444859102 504 5,748 SH Sole 5,748 ICAHN ENTERPRISES LP Ltd Part 451100101 642 17,919 SH Sole 17,919 INFINITY PROPERTY & CASUALTY Common Stock 45665Q103 316 5,575 SH Sole 5,575 INGRAM MICRO INC-CL A Common Stock 457153104 190 10,461 SH Sole 10,461 INNOSPEC INC Common Stock 45768S105 571 20,331 SH Sole 20,331 INSIGHT ENTERPRISES INC Common Stock 45765U103 586 38,306 SH Sole 38,306 INTERVAL LEISURE GROUP Common Stock 46113M108 296 21,781 SH Sole 21,781 INVACARE CORP Common Stock 461203101 178 11,655 SH Sole 11,655 IXYS CORPORATION Common Stock 46600W106 331 30,560 SH Sole 30,560
J & J SNACK FOODS CORP Common Stock 466032109 413 7,746 SH Sole 7,746 JARDEN CORP Common Stock 471109108 283 9,462 SH Sole 9,462 JOHN BEAN TECHNOLOGIES CORP Common Stock 477839104 272 17,671 SH Sole 17,671 KAPSTONE PAPER AND PACKAGING Common Stock 48562P103 247 15,677 SH Sole 15,677 KEMET CORP Common Stock 488360207 360 51,002 SH Sole 51,002 KEMPER CORP Common Stock 488401100 1,103 37,753 SH Sole 37,753 KIMBERLY-CLARK CORP Common Stock 494368103 228 3,103 SH Sole 3,103 KKR FINANCIAL HOLDINGS LLC Ltd Part 48248A306 1,629 186,616 SH Sole 186,616 KNOLOGY INC Common Stock 499183804 355 25,020 SH Sole 25,020 KRONOS WORLDWIDE INC Common Stock 50105F105 230 12,746 SH Sole 12,746 KULICKE & SOFFA INDUSTRIES Common Stock 501242101 303 32,716 SH Sole 32,716 L-3 COMMUNICATIONS HOLDINGS Common Stock 502424104 267 4,005 SH Sole 4,005 LACLEDE GROUP INC/THE Common Stock 505597104 571 14,106 SH Sole 14,106 LANCASTER COLONY CORP Common Stock 513847103 550 7,927 SH Sole 7,927 LEGACY RESERVES LP Ltd Part 524707304 347 12,304 SH Sole 12,304 LEUCADIA NATIONAL CORP Common Stock 527288104 200 8,807 SH Sole 8,807 LIBERTY INTERACTIVE CORP-A Common Stock 53071M104 438 27,012 SH Sole 27,012 LIBERTY MEDIA CORP - LIBER-A Common Stock 530322106 1,359 17,413 SH Sole 17,413 LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 205 5,237 SH Sole 5,237 LINN ENERGY LLC-UNITS Unit 536020100 257 6,782 SH Sole 6,782 LKQ CORP Common Stock 501889208 246 8,188 SH Sole 8,188 LOCKHEED MARTIN CORP Common Stock 539830109 1,416 17,507 SH Sole 17,507 LORAL SPACE & COMMUNICATIONS Common Stock 543881106 2,792 43,035 SH Sole 43,035 MAGELLAN MIDSTREAM PARTNERS Ltd Part 559080106 525 7,627 SH Sole 7,627 MAGNA INTERNATIONAL INC Common Stock 559222401 1,659 49,792 SH Sole 49,792 MAIDEN HOLDINGS LTD Common Stock G5753U112 261 29,819 SH Sole 29,819 MANTECH INTERNATIONAL CORP-A Common Stock 564563104 264 8,465 SH Sole 8,465 MANULIFE FINANCIAL CORP Common Stock 56501R106 1,520 143,156 SH Sole 143,156 MARKETAXESS HOLDINGS INC Common Stock 57060D108 365 12,132 SH Sole 12,132 MATTHEWS INTL CORP-CLASS A Common Stock 577128101 412 13,095 SH Sole 13,095 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 316 6,266 SH Sole 6,266 MCGRATH RENTCORP Common Stock 580589109 412 14,212 SH Sole 14,212 MCGRAW-HILL COMPANIES INC Common Stock 580645109 595 13,223 SH Sole 13,223 MEDICINES COMPANY Common Stock 584688105 255 13,687 SH Sole 13,687 MERCER INTERNATIONAL INC Common Stock 588056101 928 152,062 SH Sole 152,062 MFC INDUSTRIAL LTD Common Stock 55278T105 476 67,903 SH Sole 67,903 MGE ENERGY INC Common Stock 55277P104 769 16,452 SH Sole 16,452 MINE SAFETY APPLIANCES CO Common Stock 602720104 555 16,759 SH Sole 16,759 MKS INSTRUMENTS INC Common Stock 55306N104 1,452 52,210 SH Sole 52,210 MOLSON COORS BREWING CO -B Common Stock 60871R209 516 11,862 SH Sole 11,862 MOOG INC-CLASS A Common Stock 615394202 698 15,892 SH Sole 15,892 MTS SYSTEMS CORP Common Stock 553777103 469 11,516 SH Sole 11,516 MULTI-FINELINE ELECTRONIX IN Common Stock 62541B101 459 22,351 SH Sole 22,351 NACCO INDUSTRIES-CL A Common Stock 629579103 933 10,455 SH Sole 10,455 NATIONAL BEVERAGE CORP Common Stock 635017106 420 26,128 SH Sole 26,128 NATIONAL HEALTHCARE CORP Common Stock 635906100 455 10,856 SH Sole 10,856 NATIONAL INTERSTATE CORP Common Stock 63654U100 259 10,511 SH Sole 10,511
NATIONAL PRESTO INDS INC Common Stock 637215104 485 5,184 SH Sole 5,184 NATL WESTERN LIFE INS-CL A Common Stock 638522102 633 4,650 SH Sole 4,650 NAVIOS MARITIME HOLDINGS INC Common Stock Y62196103 793 222,230 SH Sole 222,230 NELNET INC-CL A Common Stock 64031N108 1,811 73,992 SH Sole 73,992 NEUSTAR INC-CLASS A Common Stock 64126X201 719 21,042 SH Sole 21,042 NEWMARKET CORP Common Stock 651587107 247 1,246 SH Sole 1,246 NEWPORT CORP Common Stock 651824104 426 31,310 SH Sole 31,310 NEXTERA ENERGY INC Common Stock 65339F101 1,788 29,376 SH Sole 29,376 NL INDUSTRIES Common Stock 629156407 338 26,064 SH Sole 26,064 NORANDA ALUMINUM HOLDING COR Common Stock 65542W107 259 31,436 SH Sole 31,436 NORDION INC Common Stock 65563C105 260 31,150 SH Sole 31,150 NORTHFIELD BANCORP INC/NJ Common Stock 66611L105 142 10,063 SH Sole 10,063 NORTHROP GRUMMAN CORP Common Stock 666807102 1,044 17,855 SH Sole 17,855 NUSTAR ENERGY LP Ltd Part 67058H102 264 4,666 SH Sole 4,666 NUSTAR GP HOLDINGS LLC Ltd Part 67059L102 517 15,552 SH Sole 15,552 OCH-ZIFF CAPITAL MANAGEMEN-A Ltd Part 67551U105 720 85,665 SH Sole 85,665 ONEOK PARTNERS LP Ltd Part 68268N103 322 5,578 SH Sole 5,578 ORBOTECH LTD Common Stock M75253100 559 55,976 SH Sole 55,976 PACIFIC CAPITAL BANCORP Common Stock 69404P200 377 13,343 SH Sole 13,343 PARK ELECTROCHEMICAL CORP Common Stock 700416209 283 11,048 SH Sole 11,048 PDL BIOPHARMA INC Common Stock 69329Y104 267 43,100 SH Sole 43,100 PENDRELL CORP Common Stock 70686R104 566 221,001 SH Sole 221,001 PERMIAN BASIN ROYALTY TRUST Royalty Trst 714236106 243 11,941 SH Sole 11,941 PIONEER SOUTHWEST ENERGY PAR Ltd Part 72388B106 593 22,671 SH Sole 22,671 PLAINS ALL AMER PIPELINE LP Ltd Part 726503105 1,174 15,989 SH Sole 15,989 PNC FINANCIAL SERVICES GROUP Common Stock 693475105 285 4,941 SH Sole 4,941 POLYONE CORPORATION Common Stock 73179P106 961 83,205 SH Sole 83,205 PRECISION DRILLING CORP Common Stock 74022D308 317 30,912 SH Sole 30,912 PRESTIGE BRANDS HOLDINGS INC Common Stock 74112D101 295 26,195 SH Sole 26,195 PRIMORIS SERVICES CORP Common Stock 74164F103 344 23,024 SH Sole 23,024 PROASSURANCE CORP Common Stock 74267C106 274 3,435 SH Sole 3,435 PRUDENTIAL FINANCIAL INC Common Stock 744320102 258 5,152 SH Sole 5,152 PUBLIC SERVICE ENTERPRISE GP Common Stock 744573106 1,462 44,276 SH Sole 44,276 RAVEN INDUSTRIES INC Common Stock 754212108 227 3,669 SH Sole 3,669 RAYTHEON COMPANY Common Stock 755111507 1,502 31,040 SH Sole 31,040 REVLON INC-CLASS A Common Stock 761525609 548 36,861 SH Sole 36,861 REYNOLDS AMERICAN INC Common Stock 761713106 2,485 59,992 SH Sole 59,992 RIGEL PHARMACEUTICALS INC Common Stock 766559603 117 14,879 SH Sole 14,879 ROGERS COMMUNICATIONS INC-B Common Stock 775109200 2,245 58,288 SH Sole 58,288 SABINE ROYALTY TRUST Royalty Trst 785688102 428 6,783 SH Sole 6,783 SAFE BULKERS INC Common Stock Y7388L103 832 138,894 SH Sole 138,894 SAFEGUARD SCIENTIFICS INC Common Stock 786449207 599 37,957 SH Sole 37,957 SAIC INC Common Stock 78390X101 496 40,356 SH Sole 40,356 SALLY BEAUTY HOLDINGS INC Common Stock 79546E104 316 14,940 SH Sole 14,940 SAN JUAN BASIN ROYALTY TR Royalty Trst 798241105 447 19,656 SH Sole 19,656 SAUER-DANFOSS INC Common Stock 804137107 443 12,243 SH Sole 12,243 SCANSOURCE INC Common Stock 806037107 741 20,588 SH Sole 20,588
SCHAWK INC Common Stock 806373106 118 10,488 SH Sole 10,488 SEABOARD CORP Common Stock 811543107 812 399 SH Sole 399 SEACOR HOLDINGS INC Common Stock 811904101 237 2,669 SH Sole 2,669 SEI INVESTMENTS COMPANY Common Stock 784117103 259 14,900 SH Sole 14,900 SELECT MEDICAL HOLDINGS CORP Common Stock 81619Q105 343 40,488 SH Sole 40,488 SEMPRA ENERGY Common Stock 816851109 465 8,462 SH Sole 8,462 SERVICE CORP INTERNATIONAL Common Stock 817565104 153 14,332 SH Sole 14,332 SHAW COMMUNICATIONS INC-B Common Stock 82028K200 989 49,784 SH Sole 49,784 SHIP FINANCE INTL LTD Common Stock G81075106 248 26,524 SH Sole 26,524 SNAP-ON INC Common Stock 833034101 357 7,043 SH Sole 7,043 SNYDERS-LANCE INC Common Stock 833551104 268 11,901 SH Sole 11,901 SONOCO PRODUCTS CO Common Stock 835495102 331 10,032 SH Sole 10,032 SOUTHERN COPPER CORP Common Stock 84265V105 2,453 81,264 SH Sole 81,264 SPEEDWAY MOTORSPORTS INC Common Stock 847788106 451 29,412 SH Sole 29,412 SS&C TECHNOLOGIES HOLDINGS Common Stock 78467J100 367 20,310 SH Sole 20,310 STANDEX INTERNATIONAL CORP Common Stock 854231107 256 7,488 SH Sole 7,488 STEIN MART INC Common Stock 858375108 85 12,505 SH Sole 12,505 STEINER LEISURE LTD Common Stock P8744Y102 411 9,047 SH Sole 9,047 STEPAN CO Common Stock 858586100 475 5,924 SH Sole 5,924 STRYKER CORP Common Stock 863667101 746 15,014 SH Sole 15,014 SUBURBAN PROPANE PARTNERS LP Ltd Part 864482104 466 9,782 SH Sole 9,782 SUN HYDRAULICS CORP Common Stock 866942105 220 9,379 SH Sole 9,379 SUN LIFE FINANCIAL INC Common Stock 866796105 1,106 59,718 SH Sole 59,718 SUNOCO LOGISTICS PARTNERS LP Ltd Part 86764L108 563 14,283 SH Sole 14,283 SUPER MICRO COMPUTER INC Common Stock 86800U104 378 24,100 SH Sole 24,100 SUPERIOR INDUSTRIES INTL Common Stock 868168105 350 21,141 SH Sole 21,141 SUSSER HOLDINGS CORP Common Stock 869233106 205 9,042 SH Sole 9,042 SYMETRA FINANCIAL CORP Common Stock 87151Q106 689 76,019 SH Sole 76,019 SYSTEMAX INC Common Stock 871851101 487 29,656 SH Sole 29,656 TC PIPELINES LP Ltd Part 87233Q108 227 4,778 SH Sole 4,778 TE CONNECTIVITY LTD Common Stock H84989104 1,587 51,519 SH Sole 51,519 TECH DATA CORP Common Stock 878237106 220 4,444 SH Sole 4,444 TELEDYNE TECHNOLOGIES INC Common Stock 879360105 503 9,164 SH Sole 9,164 TELETECH HOLDINGS INC Common Stock 879939106 307 18,965 SH Sole 18,965 TERRA NITROGEN COMPANY LP Ltd Part 881005201 367 2,186 SH Sole 2,186 TEXTAINER GROUP HOLDINGS LTD Common Stock G8766E109 1,394 47,855 SH Sole 47,855 THOMSON REUTERS CORP Common Stock 884903105 1,604 60,160 SH Sole 60,160 TOMPKINS FINANCIAL CORP Common Stock 890110109 314 8,164 SH Sole 8,164 TRANSCANADA CORP Common Stock 89353D107 2,033 46,559 SH Sole 46,559 TRANSGLOBE ENERGY CORP Common Stock 893662106 188 23,853 SH Sole 23,853 TRAVELERS COS INC/THE Common Stock 89417E109 235 3,966 SH Sole 3,966 TREDEGAR CORP Common Stock 894650100 229 10,319 SH Sole 10,319 TRIPLE-S MANAGEMENT CORP-B Common Stock 896749108 332 16,559 SH Sole 16,559 UNIFIRST CORP/MA Common Stock 904708104 536 9,441 SH Sole 9,441 UNITED ONLINE INC Common Stock 911268100 413 75,969 SH Sole 75,969 VALHI INC Common Stock 918905100 209 3,461 SH Sole 3,461 VIACOM INC-CLASS B Common Stock 92553P201 2,344 51,617 SH Sole 51,617
VISTEON CORP Common Stock 92839U206 312 6,246 SH Sole 6,246 W.P. CAREY & CO. LLC Ltd Part 92930Y107 1,023 24,998 SH Sole 24,998 WEIS MARKETS INC Common Stock 948849104 662 16,584 SH Sole 16,584 WELLPOINT INC Common Stock 94973V107 2,307 34,821 SH Sole 34,821 WESBANCO INC Common Stock 950810101 357 18,344 SH Sole 18,344 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 517 13,631 SH Sole 13,631 WESTLAKE CHEMICAL CORP Common Stock 960413102 357 8,870 SH Sole 8,870 WILEY (JOHN) & SONS-CLASS A Common Stock 968223206 213 4,790 SH Sole 4,790 WILLIAMS PARTNERS LP Ltd Part 96950F104 808 13,470 SH Sole 13,470 XCEL ENERGY INC Common Stock 98389B100 339 12,250 SH Sole 12,250 X-RITE INC Common Stock 983857103 115 24,795 SH Sole 24,795