0000894579-11-000255.txt : 20110815
0000894579-11-000255.hdr.sgml : 20110815
20110815115642
ACCESSION NUMBER: 0000894579-11-000255
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RHG Capital, L.P.
CENTRAL INDEX KEY: 0001512756
IRS NUMBER: 134038065
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14385
FILM NUMBER: 111034341
BUSINESS ADDRESS:
STREET 1: 888 SEVENTH AVENUE
STREET 2: 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10106
BUSINESS PHONE: 212-649-6104
MAIL ADDRESS:
STREET 1: 888 SEVENTH AVENUE
STREET 2: 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10106
FORMER COMPANY:
FORMER CONFORMED NAME: RHG Capital L.P.
DATE OF NAME CHANGE: 20110210
13F-HR
1
rhg13fhr081311.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: June 30, 2011
Check here if Amendment: |_|; Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: RHG Capital, L.P.
Address: 888 Seventh Avenue, 30th Floor
New York, NY 10106
13F File Number: 028-14385
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: Jon Allen
Title: Chief Operating Officer
Phone: 212-649-6104
Signature, Place and Date of Signing:
/s/ Jon Allen New York, NY August 15, 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 managers(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).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 543
Form 13F Information Table Value Total: $227,980
(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.
None.
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
3M CO COM 88579Y101 109 1,145 SH SOLE 1,145
AARONS INC COM PAR
$0.50 002535300 55 1,937 SH SOLE 1,937
ABBOTT LABS COM 002824100 165 3,140 SH SOLE 3,140
ABITIBIBOWATER INC COM 003687209 63 3,113 SH SOLE 3,113
ACE LTD SHS H0023R105 54 826 SH SOLE 826
ACTIVISION BLIZZARD INC COM 00507V109 190 16,307 SH SOLE 16,307
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1,696 62,043 SH SOLE 62,043
AES CORPORATION COM 00130H105 214 16,768 SH SOLE 16,768
AETNA INC COM 00817Y108 201 4,565 SH SOLE 4,565
AFLAC INC COM 001055102 212 4,547 SH SOLE 4,547
AGILENT TECHNOLOGIES INC COM 00846U101 1,219 23,856 SH SOLE 23,856
AGRIUM INC COM 008916108 27 310 SH SOLE 310
AIR PRODS & CHEMS INC COM 009158106 56 581 SH SOLE 581
ALASKA AIR GROUP INC COM 011659109 141 2,060 SH SOLE 2,060
ALLERGAN INC COM 018490102 2,441 29,317 SH SOLE 29,317
ALLIANCE DATA SYSTEMS CORP COM 018581108 306 3,253 SH SOLE 3,253
ALLIANT TECHSYSTEMS INC COM 018804104 1,919 26,902 SH SOLE 26,902
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 332 5,762 SH SOLE 5,762
ALLSTATE CORP COM 020002101 211 6,925 SH SOLE 6,925
ALTERA CORP COM 021441100 105 2,260 SH SOLE 2,260
ALTRIA GROUP INC COM 02209S103 26 999 SH SOLE 999
AMAZON COM INC COM 023135106 28 138 SH SOLE 138
AMEREN CORP COM 023608102 26 916 SH SOLE 916
AMERICA MOVIL SAB DE CV SPON ADR
L SHS 02364W105 53 983 SH SOLE 983
AMERICAN CAPITAL AGENCY CORP COM 02503X105 80 2,750 SH SOLE 2,750
AMERICAN EAGLE OUTFITTERS COM 02553E106 590 46,281 SH SOLE 46,281
AMERICAN EXPRESS CO COM 025816109 29 570 SH SOLE 570
AMERICAN FINL GROUP INC OHIO COM 025932104 109 3,056 SH SOLE 3,056
AMERICAN INTERNATIONAL GROUP INC COM 026874784 266 9,089 SH SOLE 9,089
AMERICAN SUPERCONDUCTOR CORP COM 030111108 9 1,012 SH SOLE 1,012
AMERICAN WATER WORKS CO INC COM 030420103 29 968 SH SOLE 968
AMERIGROUP CORP COM 03073T102 226 3,200 SH SOLE 3,200
AMERISOURCEBERGEN CORP COM 03073E105 109 2,638 SH SOLE 2,638
AMGEN INC COM 031162100 417 7,139 SH SOLE 7,139
ANALOG DEVICES INC COM 032654105 1,961 50,105 SH SOLE 50,105
ANNALY CAP MGMT INC COM 035710409 27 1,500 SH SOLE 1,500
ANNTAYLOR STORES CORP COM 035623107 201 7,719 SH SOLE 7,719
AOL INC COM 00184X105 26 1,286 SH SOLE 1,286
APACHE CORPORATION COM 037411105 79 644 SH SOLE 644
APOLLO GROUP INC CL A 037604105 84 1,915 SH SOLE 1,915
APPLE INC COM 037833100 104 309 SH SOLE 309
AQUA AMERICA INC COM 03836W103 26 1,192 SH SOLE 1,192
ARCH CAP GROUP LTD ORD G0450A105 154 4,814 SH SOLE 4,814
ARCH COAL INC COM 039380100 194 7,270 SH SOLE 7,270
ARES CAP CORP COM 04010L103 104 6,461 SH SOLE 6,461
ARROW ELECTRS INC COM 042735100 26 621 SH SOLE 621
ASCENA RETAIL GROUP INC COM 04351G101 1,629 47,836 SH SOLE 47,836
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
ASML HOLDING N V NY REG SHS N07059186 206 5,570 SH SOLE 5,570
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 201 7,799 SH SOLE 7,799
ASSURANT INC COM 04621X108 213 5,874 SH SOLE 5,874
ASTRAZENECA PLC SPONSORED
ADR 046353108 234 4,669 SH SOLE 4,669
AT&T INC COM 00206R102 55 1,749 SH SOLE 1,749
AUTOZONE INC COM 053332102 6,013 20,394 SH SOLE 20,394
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,014 26,697 SH SOLE 26,697
AVIS BUDGET GROUP COM 053774105 25 1,477 SH SOLE 1,477
AVON PRODS INC COM 054303102 1,649 58,902 SH SOLE 58,902
AXIS CAPITAL HOLDINGS SHS G0692U109 227 7,335 SH SOLE 7,335
BABCOCK & WILCOX CO COM 05615F102 46 1,670 SH SOLE 1,670
BAIDU INC SPON ADR
REP A 056752108 84 600 SH SOLE 600
BALL CORP COM 058498106 56 1,468 SH SOLE 1,468
BANK OF NEW YORK MELLON CORP COM 064058100 22 870 SH SOLE 870
BAXTER INTL INC COM 071813109 116 1,939 SH SOLE 1,939
BCE INC COM 05534B760 2,307 58,718 SH SOLE 58,718
BERKSHIRE HATHAWAY INC DEL CL B 084670702 106 1,375 SH SOLE 1,375
BEST BUY CO INC. COM 086516101 27 856 SH SOLE 856
BHP BILLITON LTD SPONSORED
ADR 088606108 79 833 SH SOLE 833
BHP BILLITON PLC SPONSORED
ADR 05545E209 227 2,894 SH SOLE 2,894
BIG LOTS INC COM 089302103 108 3,254 SH SOLE 3,254
BLACKROCK INC COM 09247X101 27 143 SH SOLE 143
BLOCK H & R INC COM 093671105 108 6,708 SH SOLE 6,708
BMC SOFTWARE INC COM 055921100 7,921 144,799 SH SOLE 144,799
BOSTON SCIENTIFIC CORP COM 101137107 77 11,098 SH SOLE 11,098
BOYD GAMING CORP COM 103304101 768 88,327 SH SOLE 88,327
BP PLC SPONSORED
ADR 055622104 81 1,827 SH SOLE 1,827
BRINKER INTL INC COM 109641100 28 1,162 SH SOLE 1,162
BRISTOL MYERS SQUIBB CO COM 110122108 168 5,804 SH SOLE 5,804
BROCADE COMMUNICATIONS SYS I COM 111621306 1,128 174,577 SH SOLE 174,577
BROWN FORMAN CORP CL B 115637209 1,631 21,837 SH SOLE 21,837
BUCKEYE PARTNERS L P COM 118230101 2 35 SH SOLE 35
CA INC COM 12673P105 212 9,287 SH SOLE 9,287
CADENCE DESIGN SYSTEM INC COM 127387108 28 2,667 SH SOLE 2,667
CAPITAL ONE FINANCIAL
CORPORATION COM 14040H105 80 1,551 SH SOLE 1,551
CAPITOL FED FINL INC COM 14057J101 1,745 148,400 SH SOLE 148,400
CARBO CERAMICS INC COM 140781105 28 174 SH SOLE 174
CAREER EDUCATION CORP COM 141665109 1,052 49,747 SH SOLE 49,747
CASEY'S GENERAL STORES INC COM 147528103 1,334 30,316 SH SOLE 30,316
CBS CORP CL B 124857202 1,564 54,892 SH SOLE 54,892
CELANESE CORP COM SER A 150870103 58 1,083 SH SOLE 1,083
CELLCOM ISRAEL LTD SHS M2196U109 24 876 SH SOLE 876
CENTENE CORP DEL COM 15135B101 250 7,026 SH SOLE 7,026
CENTRAIS ELETRICAS BRAS ADR SPONSORED
ADR 15234Q207 25 1,877 SH SOLE 1,877
CF INDS HLDGS INC COM 125269100 1,314 9,275 SH SOLE 9,275
CHARLES RIV LABS INTL INC COM 159864107 27 664 SH SOLE 664
CHART INDUSTRIES, INC. COM 16115Q308 865 16,017 SH SOLE 16,017
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 209 3,846 SH SOLE 3,846
CHEMTURA CORP COM 163893209 110 6,048 SH SOLE 6,048
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
CHESAPEAKE ENERGY CORP COM 165167107 22 753 SH SOLE 753
CHEVRON CORP COM 166764100 255 2,476 SH SOLE 2,476
CHIMERA INVT CORP COM 16934Q109 68 19,700 SH SOLE 19,700
CHINA MOBILE LIMITED SPONSORED
ADR 16941M109 111 2,376 SH SOLE 2,376
CHINA NEW BORUN CORP ADR 16890T105 213 41,748 SH SOLE 41,748
CHINA PETE & CHEM CORP SPON ADR
H SHS 16941R108 249 2,454 SH SOLE 2,454
CHUBB CORP COM 171232101 26 415 SH SOLE 415
CIGNA CORP COM 125509109 28 545 SH SOLE 545
CINEMARK HOLDINGS, INC. COM 17243V102 1,385 66,865 SH SOLE 66,865
CITIGROUP INC COM 172967424 74 1,771 SH SOLE 1,771
CLEAN HARBORS INC COM 184496107 1,425 13,802 SH SOLE 13,802
CLECO CORPORATION COM 12561W105 27 775 SH SOLE 775
CLIFFS NATURAL RESOURCES INC COM 18683K101 105 1,141 SH SOLE 1,141
CLOUD PEAK ENERGY INC COM 18911Q102 47 2,211 SH SOLE 2,211
COCA COLA CO COM 191216100 27 407 SH SOLE 407
COCA COLA ENTERPRISES INC NE COM 19122T109 479 16,415 SH SOLE 16,415
COMCAST CORP CL A 20030N101 80 3,161 SH SOLE 3,161
COMMUNITY HEALTH SYS INC COM 203668108 97 3,794 SH SOLE 3,794
COMMVAULT SYSTEMS INC COM 204166102 1,138 25,600 SH SOLE 25,600
COMPANHIA DE BEBIDAS DAS AME SPON ADR
PFD 20441W203 33 993 SH SOLE 993
COMPANHIA DE SANEAMENTO BASI SPONSORED
ADR 20441A102 32 537 SH SOLE 537
COMPANHIA ENERGETICA DE MINA SP ADR N-V
PFD 204409601 251 5,351 SH SOLE 5,351
COMPANHIA ENERGETICA DE MINA SPONSORED
ADR 204409882 29 1,425 SH SOLE 1,425
COMPANHIA SIDERURGICA
NACIONAL NAC COM 20440W105 95 7,631 SH SOLE 7,631
COMPASS MINERALS INTL INC COM 20451N101 99 1,146 SH SOLE 1,146
COMPLETE PRODUCTION SERVICES COM 20453E109 28 825 SH SOLE 825
COMPUTER SCIENCES CORP COM 205363104 192 5,046 SH SOLE 5,046
COMPUWARE CORP COM 205638109 104 10,665 SH SOLE 10,665
CONAGRA FOODS INC COM 205887102 57 2,215 SH SOLE 2,215
CONOCOPHILLIPS COM 20825C104 308 4,097 SH SOLE 4,097
CONSOL ENERGY INC COM 20854P109 43 882 SH SOLE 882
CONSOLIDATED EDISON INC COM 209115104 27 513 SH SOLE 513
CONSTELLATION BRANDS INC CL A 21036P108 232 11,146 SH SOLE 11,146
CON-WAY INC COM 205944101 1,282 33,022 SH SOLE 33,022
COOPER INDUSTRIES PLC SHS G24140108 25 417 SH SOLE 417
COOPER TIRE & RUBR CO COM 216831107 43 2,153 SH SOLE 2,153
COPA HOLDINGS SA CL A P31076105 1,460 21,877 SH SOLE 21,877
CORELOGIC INC COM 21871D103 100 6,001 SH SOLE 6,001
CORNING INC COM 219350105 23 1,260 SH SOLE 1,260
CORRECTIONS CORP AMER COM 22025Y407 253 11,697 SH SOLE 11,697
COVANCE INC COM 222816100 28 475 SH SOLE 475
COVENTRY HEALTH CARE INC COM 222862104 28 773 SH SOLE 773
COVIDIEN PLC SHS G2554F113 105 1,977 SH SOLE 1,977
CREDICORP LTD COM G2519Y108 185 2,143 SH SOLE 2,143
CSX CORP COM 126408103 109 4,167 SH SOLE 4,167
CVR ENERGY INC COM 12662P108 303 12,313 SH SOLE 12,313
CVS CAREMARK CORP COM 126650100 1,918 51,047 SH SOLE 51,047
DAVITA INC COM 23918K108 140 1,618 SH SOLE 1,618
DEAN FOODS CO COM 242370104 874 71,215 SH SOLE 71,215
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
DEERE & CO COM 244199105 48 585 SH SOLE 585
DELL INC COM 24702R101 1,329 79,743 SH SOLE 79,743
DELTA AIR LINES INC COM 247361702 293 31,993 SH SOLE 31,993
DELUXE CORP COM 248019101 209 8,442 SH SOLE 8,442
DEVON ENERGY CORP COM 25179M103 70 885 SH SOLE 885
DIAGEO P L C SPON ADR 25243Q205 82 1,005 SH SOLE 1,005
DIAMOND OFFSHORE DRILLING IN COM 25271C102 28 399 SH SOLE 399
DILLARDS INC CL A 254067101 2,373 45,504 SH SOLE 45,504
DINEEQUITY INC COM 254423106 849 16,249 SH SOLE 16,249
DIRECTV COM CL A 25490A101 115 2,256 SH SOLE 2,256
DISCOVER FINL SVCS COM 254709108 390 14,578 SH SOLE 14,578
DISCOVERY COMMUNICATNS COM SER A 25470F104 26 633 SH SOLE 633
DOLBY LABORATORIES INC COM 25659T107 197 4,649 SH SOLE 4,649
DOLLAR TREE INC COM 256746108 28 427 SH SOLE 427
DOMINOS PIZZA INC COM 25754A201 1,591 63,039 SH SOLE 63,039
DOMTAR CORP COM 257559203 126 1,326 SH SOLE 1,326
DOW CHEM CO COM 260543103 108 3,008 SH SOLE 3,008
DR PEPPER SNAPPLE GROUP INC COM 26138E109 209 4,986 SH SOLE 4,986
DRESSER-RAND GROUP INC COM 261608103 64 1,199 SH SOLE 1,199
DRYSHIPS INC SHS Y2109Q101 112 26,797 SH SOLE 26,797
DST SYS INC COM 233326107 281 5,327 SH SOLE 5,327
DSW INC CL A 23334L102 2,003 39,573 SH SOLE 39,573
DU PONT E I DE NEMOURS & CO COM 263534109 272 5,039 SH SOLE 5,039
DUKE ENERGY HLDG CORP COM 26441C105 28 1,491 SH SOLE 1,491
DUN & BRADSTREET CORP COM 26483E100 102 1,356 SH SOLE 1,356
EASTMAN CHEMICAL COMPANY COM 277432100 26 257 SH SOLE 257
EBAY INC COM 278642103 28 873 SH SOLE 873
ECOLABS INC COM 278865100 60 1,062 SH SOLE 1,062
EL PASO PIPELINE PARTNERS L COM UNIT
LPI 283702108 29 827 SH SOLE 827
ELECTRONIC ARTS INC COM 285512109 1,049 44,469 SH SOLE 44,469
EMBRAER S A SP ADR
REP 4 COM 29082A107 1,220 39,631 SH SOLE 39,631
EMERSON ELECTRIC CO COM 291011104 51 911 SH SOLE 911
ENCANA CORP COM 292505104 25 824 SH SOLE 824
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 266 6,425 SH SOLE 6,425
ENERGY TRANSFER EQUITY LP COM UT
LTD PTN 29273V100 30 668 SH SOLE 668
ENI S P A SPONSORED
ADR 26874R108 108 2,273 SH SOLE 2,273
ENSCO PLC SPONSORED
ADR 29358Q109 27 510 SH SOLE 510
ENTERGY CORP COM 29364G103 52 765 SH SOLE 765
ENTERPRISE PRODS PARTNERS L COM 293792107 2 52 SH SOLE 52
EOG RESOURCES INC COM 26875P101 1,355 12,962 SH SOLE 12,962
EQT CORP COM 26884L109 4 84 SH SOLE 84
EVEREST RE GROUP LTD COM G3223R108 174 2,126 SH SOLE 2,126
EXCO RESOURCES INC COM 269279402 50 2,822 SH SOLE 2,822
EXPRESS INC COM 30219E103 28 1,288 SH SOLE 1,288
EXPRESS SCRIPTS INC COM 302182100 102 1,896 SH SOLE 1,896
EXTERRAN HLDGS INC COM 30225X103 26 1,290 SH SOLE 1,290
EXXON MOBIL CORP COM 30231G102 88 1,084 SH SOLE 1,084
FIRST AMERN FINL CORP COM 31847R102 106 6,759 SH SOLE 6,759
FIRSTENERGY CORP COM 337932107 6,697 151,692 SH SOLE 151,692
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
FLOWERS FOODS INC COM 343498101 1,811 82,171 SH SOLE 82,171
FLUOR CORP COM 343412102 1,501 23,217 SH SOLE 23,217
FMC TECHNOLOGIES INC COM 30249U101 34 768 SH SOLE 768
FOCUS MEDIA HLDG LTD SPONSORED
ADR 34415V109 216 6,954 SH SOLE 6,954
FOMENTO ECONOMICO MEXICANO S SPON ADR
UNITS 344419106 59 884 SH SOLE 884
FOOT LOCKER INC COM 344849104 3,722 156,644 SH SOLE 156,644
FORD MTR CO COM 345370860 274 19,900 SH SOLE 19,900
FOREST LABS INC COM 345838106 127 3,233 SH SOLE 3,233
FOREST OIL CORP COM 346091705 194 7,268 SH SOLE 7,268
FOSSIL INC COM 349882100 4,014 34,097 SH SOLE 34,097
FOSTER WHEELER AG COM H27178104 24 794 SH SOLE 794
FRANCE TELECOM SPONSORED
ADR 35177Q105 76 3,558 SH SOLE 3,558
FREEPORT-MCMORAN COPPER & GO COM 35671D857 287 5,434 SH SOLE 5,434
FRESH MKT INC COM 35804H106 209 5,400 SH SOLE 5,400
FRONTIER OIL CORP COM 35914P105 233 7,218 SH SOLE 7,218
FTI CONSULTING INC COM 302941109 31 814 SH SOLE 814
GAMESTOP CORP CL A 36467W109 91 3,407 SH SOLE 3,407
GANNETT INC COM 364730101 27 1,859 SH SOLE 1,859
GAP INC COM 364760108 64 3,543 SH SOLE 3,543
GARMIN LTD SHS H2906T109 4,336 131,271 SH SOLE 131,271
GENERAL MTRS CO COM 37045V100 677 22,312 SH SOLE 22,312
GEORGIA GULF CORP COM PAR
$0.01 373200302 34 1,414 SH SOLE 1,414
GILEAD SCIENCES INC COM 375558103 459 11,082 SH SOLE 11,082
GLOBAL PAYMENTS INC COM 37940X102 267 5,231 SH SOLE 5,231
GLOBE SPECIALTY METALS INC COM 37954N206 965 43,030 SH SOLE 43,030
GOLDCORP INC COM 380956409 25 522 SH SOLE 522
GOLDMAN SACHS GROUP INC COM 38141G104 72 542 SH SOLE 542
GOOGLE INC CL A 38259P508 74 146 SH SOLE 146
GRACE W R & CO DEL COM 38388F108 63 1,384 SH SOLE 1,384
GRAN TIERRA ENERGY INC COM 38500T101 100 15,177 SH SOLE 15,177
GREEN MNTN COFFEE ROASTERS INC COM 393122106 451 5,058 SH SOLE 5,058
GT SOLAR INTL INC COM 3623E0209 121 7,452 SH SOLE 7,452
GUESS? INC COM 401617105 934 22,198 SH SOLE 22,198
HALLIBURTON CO COM 406216101 76 1,488 SH SOLE 1,488
HANOVER INS GROUP INC COM 410867105 200 5,292 SH SOLE 5,292
HANSEN NAT CORP COM 411310105 1,544 19,077 SH SOLE 19,077
HANWHA SOLARONE CO LTD SPONSORED
ADR 41135V103 800 125,336 SH SOLE 125,336
HARLEY DAVIDSON INC COM 412822108 120 2,925 SH SOLE 2,925
HARTFORD FINL SVCS GROUP INC COM 416515104 102 3,859 SH SOLE 3,859
HATTERAS FINL CORP COM 41902R103 78 2,764 SH SOLE 2,764
HCA HOLDINGS INC COM 40412C101 26 780 SH SOLE 780
HEALTH NET INC COM 42222G108 82 2,548 SH SOLE 2,548
HELMERICH & PAYNE INC COM 423452101 30 461 SH SOLE 461
HERBALIFE LTD COM USD
SHS G4412G101 723 12,549 SH SOLE 12,549
HERTZ GLOBAL HOLDINGS INC COM 42805T105 80 5,052 SH SOLE 5,052
HESS CORP COM 42809H107 30 404 SH SOLE 404
HEWLETT PACKARD CO COM 428236103 97 2,672 SH SOLE 2,672
HHGREGG INC COM 42833L108 833 62,143 SH SOLE 62,143
HIBBETT SPORTS INC COM 428567101 1,168 28,688 SH SOLE 28,688
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
HITACHI LIMITED ADR 10 COM 433578507 31 514 SH SOLE 514
HOLLY CORPORATION COM 435758305 184 2,651 SH SOLE 2,651
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 927 24,358 SH SOLE 24,358
HUBBELL INC CL A 443510102 26 400 SH SOLE 400
HUMANA INC COM 444859102 27 338 SH SOLE 338
HUNT J B TRANS SVCS INC COM 445658107 58 1,233 SH SOLE 1,233
HUNTINGTON INGALLS INDS INC COM 446413106 205 5,942 SH SOLE 5,942
HUNTSMAN CORP COM 447011107 216 11,467 SH SOLE 11,467
IAC INTERACTIVECORP COM PAR
$.001 44919P508 207 5,435 SH SOLE 5,435
IGATE CORP COM 45169U105 663 40,651 SH SOLE 40,651
INCYTE CORP COM 45337C102 958 50,555 SH SOLE 50,555
ING GROEP N V SPONSORED
ADR 456837103 78 6,305 SH SOLE 6,305
INTEGRATED DEVICE TECH INC COM 458118106 25 3,242 SH SOLE 3,242
INTEL CORP COM 458140100 110 4,955 SH SOLE 4,955
INTERMUNE INC COM 45884X103 26 731 SH SOLE 731
INTERNATIONAL BUSINESS MACHS COM 459200101 112 650 SH SOLE 650
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,267 35,287 SH SOLE 35,287
INTL PAPER CO COM 460146103 149 5,010 SH SOLE 5,010
INTREPID POTASH INC COM 46121Y102 27 817 SH SOLE 817
INTUIT INC COM 461202103 209 4,026 SH SOLE 4,026
INVESCO MORTGAGE CAPITAL INC COM 46131B100 284 13,460 SH SOLE 13,460
ION GEOPHYSICAL CORP COM 462044108 21 2,215 SH SOLE 2,215
ITT EDUCATIONAL SERVICES INC COM 45068B109 247 3,159 SH SOLE 3,159
JACK IN THE BOX INC COM 466367109 1,104 48,454 SH SOLE 48,454
JDS UNIPHASE CORPORATION COM 46612J507 362 21,712 SH SOLE 21,712
JEFFERIES GROUP INC NEW COM 472319102 100 4,908 SH SOLE 4,908
JOY GLOBAL INC COM 481165108 1,489 15,629 SH SOLE 15,629
JPMORGAN CHASE & CO COM 46625H100 25 614 SH SOLE 614
JUNIPER NETWORKS INC COM 48203R104 93 2,968 SH SOLE 2,968
KBR INC COM 48242W106 133 3,524 SH SOLE 3,524
KIMBERLY CLARK CORP COM 494368103 28 424 SH SOLE 424
KINROSS GOLD CORP COM NO
PAR 496902404 1,159 73,364 SH SOLE 73,364
KKR & CO L P DEL COM UNITS 48248M102 26 1,584 SH SOLE 1,584
KKR FINANCIAL HOLDINGS LLC COM 48248A306 52 5,345 SH SOLE 5,345
KOHLS CORP COM 500255104 1,892 37,833 SH SOLE 37,833
KOREA ELECTRIC PWR SPONSORED
ADR 500631106 105 7,909 SH SOLE 7,909
KRAFT FOODS INC CL A 50075N104 2,559 72,625 SH SOLE 72,625
KULICKE & SOFFA INDS INC COM 501242101 721 64,760 SH SOLE 64,760
L-3 COMMUNICATIONS HLDGS INC COM 502424104 145 1,663 SH SOLE 1,663
LAM RESEARCH CORP COM 512807108 128 2,892 SH SOLE 2,892
LAMAR ADVERTISING CO CL A 512815101 102 3,742 SH SOLE 3,742
LANDSTAR SYS INC COM 515098101 54 1,160 SH SOLE 1,160
LAZARD LTD SHS A G54050102 23 625 SH SOLE 625
LEAP WIRELESS INTL INC COM 521863308 645 39,736 SH SOLE 39,736
LEAR CORP COM 521865204 257 4,814 SH SOLE 4,814
LENDER PROCESSING SVCS INC COM 52602E102 37 1,759 SH SOLE 1,759
LEUCADIA NATIONAL CORP COM 527288104 285 8,354 SH SOLE 8,354
LIBERTY GLOBAL INC COM SER A 530555101 29 637 SH SOLE 637
LIBERTY MEDIA COM 53071M302 57 668 SH SOLE 668
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
LIBERTY MEDIA HLDG CORP INT COM
SER A 53071M104 1,752 104,485 SH SOLE 104,485
LIBERTY MEDIA-STARZ SR A INT COM
SER A 53071M708 1,768 23,501 SH SOLE 23,501
LILLY ELI & CO COM 532457108 878 23,386 SH SOLE 23,386
LOCKHEED MARTIN CORP COM 539830109 315 3,888 SH SOLE 3,888
LORILLARD INC COM 544147101 26 236 SH SOLE 236
LOWES COS INC COM 548661107 98 4,203 SH SOLE 4,203
LSI CORPORATION COM 502161102 26 3,632 SH SOLE 3,632
LUBRIZOL CORP COM 549271104 55 410 SH SOLE 410
LULULEMON ATHLETICA INC COM 550021109 268 2,393 SH SOLE 2,393
LYONDELLBASELL INDUSTRIES N SHS
- A - N53745100 101 2,611 SH SOLE 2,611
MACYS INC COM 55616P104 4,036 138,021 SH SOLE 138,021
MAGELLAN HEALTH SVCS INC COM 559079207 28 514 SH SOLE 514
MAGNA INTL INC COM 559222401 271 5,023 SH SOLE 5,023
MARATHON OIL CORP COM 565849106 256 4,868 SH SOLE 4,868
MARKWEST ENERGY PARTNERS LP UNIT LTD
PARTN 570759100 3 56 SH SOLE 56
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,070 72,482 SH SOLE 72,482
MASTERCARD INC CL A 57636Q104 187 620 SH SOLE 620
MBIA INC COM 55262C100 237 27,285 SH SOLE 27,285
MCDERMOTT INTL INC COM 580037109 328 16,534 SH SOLE 16,534
MCDONALDS CORP COM 580135101 28 334 SH SOLE 334
MCKESSON CORP COM 58155Q103 283 3,388 SH SOLE 3,388
MEDCO HEALTH SOLUTIONS INC COM 58405U102 270 4,778 SH SOLE 4,778
MEDICIS PHARMACEUTICAL CORP CL A 584690309 753 19,726 SH SOLE 19,726
MEDTRONIC INC COM 585055106 103 2,671 SH SOLE 2,671
MENS WEARHOUSE INC (THE) COM 587118100 910 27,017 SH SOLE 27,017
MENTOR GRAPHICS CORP COM 587200106 23 1,777 SH SOLE 1,777
MERCK & CO INC COM 58933Y105 110 3,130 SH SOLE 3,130
METLIFE INC COM 59156R108 25 581 SH SOLE 581
METROPCS COMMUNICATIONS INC COM 591708102 1,082 62,846 SH SOLE 62,846
MFA FINANCIAL INC COM 55272X102 52 6,472 SH SOLE 6,472
MGM RESORTS INTERNATIONAL COM 552953101 831 62,939 SH SOLE 62,939
MICRON TECHNOLOGY INC COM 595112103 20 2,667 SH SOLE 2,667
MICROSOFT CORP COM 594918104 109 4,201 SH SOLE 4,201
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,290 45,991 SH SOLE 45,991
MKS INSTRUMENT INC COM 55306N104 26 987 SH SOLE 987
MOBILE TELESYSTEMS OJSC SPONSORED
ADR 607409109 27 1,424 SH SOLE 1,424
MOHAWK INDS INC COM 608190104 1,506 25,107 SH SOLE 25,107
MOLINA HEALTHCARE INC COM 60855R100 270 9,972 SH SOLE 9,972
MONSANTO CO COM 61166W101 133 1,833 SH SOLE 1,833
MONTPELIER RE HOLDINGS LTD SHS G62185106 24 1,329 SH SOLE 1,329
MOSAIC CO COM 61945A107 21 313 SH SOLE 313
MOTOROLA SOLUTIONS INC COM 620076307 191 4,156 SH SOLE 4,156
MURPHY OIL CORP COM 626717102 54 826 SH SOLE 826
MYRIAD GENETICS INC COM 62855J104 880 38,745 SH SOLE 38,745
NABORS INDUSTRIES LTD SHS G6359F103 23 914 SH SOLE 914
NATIONAL OILWELL VARCO INC COM 637071101 84 1,068 SH SOLE 1,068
NAVISTAR INTL CORP COM 63934E108 24 433 SH SOLE 433
NCR CORP NEW COM 62886E108 27 1,404 SH SOLE 1,404
NETAPP INC COM 64110D104 1,276 24,182 SH SOLE 24,182
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
NETEASE COM INC SPONSORED
ADR 64110W102 212 4,710 SH SOLE 4,710
NETFLIX INC COM 64110L106 26 100 SH SOLE 100
NEWS CORP CL A 65248E104 26 1,483 SH SOLE 1,483
NEXEN INC COM 65334H102 26 1,177 SH SOLE 1,177
NII HLDGS INC CL B NEW 62913F201 83 1,952 SH SOLE 1,952
NIPPON TELEG & TEL CORP SPONSORED
ADR 654624105 28 1,156 SH SOLE 1,156
NOBLE ENERGY INC COM 655044105 32 359 SH SOLE 359
NORDIC AMERICAN TANKER SHIPP COM G65773106 1,001 44,016 SH SOLE 44,016
NORDSON CORP COM 655663102 29 523 SH SOLE 523
NORTHEAST UTILITIES COM 664397106 27 772 SH SOLE 772
NORTHROP GRUMMAN CORP COM 666807102 87 1,257 SH SOLE 1,257
NOVO-NORDISK A S ADR 670100205 53 420 SH SOLE 420
NRG ENERGY INC COM 629377508 108 4,389 SH SOLE 4,389
NSTAR COM 67019E107 109 2,362 SH SOLE 2,362
NU SKIN ENTERPRISES INC CL A 67018T105 1,406 37,452 SH SOLE 37,452
NVIDIA CORP COM 67066G104 22 1,357 SH SOLE 1,357
OCCIDENTAL PETE CORP DEL COM 674599105 55 533 SH SOLE 533
OLD DOMINION FGHT LINES INC COM 679580100 32 871 SH SOLE 871
OLD REP INTL CORP COM 680223104 103 8,743 SH SOLE 8,743
OMNICARE INC COM 681904108 28 891 SH SOLE 891
OMNIVISION TECHNOLOGIES INC COM 682128103 81 2,336 SH SOLE 2,336
ON SEMICONDUCTOR CORP COM 682189105 1,160 110,790 SH SOLE 110,790
ORACLE CORP COM 68389X105 26 795 SH SOLE 795
OSHKOSH CORP COM 688239201 297 10,260 SH SOLE 10,260
PARTNERRE LTD COM G6852T105 124 1,800 SH SOLE 1,800
PATTERSON UTI ENERGY INC COM 703481101 49 1,563 SH SOLE 1,563
PEABODY ENERGY CORP COM 704549104 25 419 SH SOLE 419
PEGASYSTEMS INC COM 705573103 685 14,716 SH SOLE 14,716
PENN WEST PETE LTD NEW COM 707887105 194 8,384 SH SOLE 8,384
PEPCO HOLDINGS INC COM 713291102 28 1,431 SH SOLE 1,431
PEPSICO INC COM 713448108 58 827 SH SOLE 827
PERFECT WORLD CO LTD SPON ADR
REP B 71372U104 689 36,738 SH SOLE 36,738
PETROCHINA CO LTD SPONSORED
ADR 71646E100 57 389 SH SOLE 389
PETROHAWK ENERGY CORP COM 716495106 26 1,037 SH SOLE 1,037
PETSMART INC COM 716768106 4,060 89,480 SH SOLE 89,480
PFIZER INC. COM 717081103 301 14,617 SH SOLE 14,617
PHILIP MORRIS INTL INC COM 718172109 283 4,231 SH SOLE 4,231
PHILIPPINE LONG DISTANCE TEL SPONSORED
ADR 718252604 216 4,003 SH SOLE 4,003
PIER 1 IMPORTS INC COM 720279108 105 9,117 SH SOLE 9,117
PIONEER NAT RES CO COM 723787107 97 1,087 SH SOLE 1,087
PITNEY BOWES INC COM 724479100 209 9,096 SH SOLE 9,096
PLAINS EXPL & PRODTN CO L P COM 726505100 53 1,403 SH SOLE 1,403
PLATINUM UNDERWRITER HLDGS L COM G7127P100 334 10,053 SH SOLE 10,053
PNM RES INC COM 69349H107 220 13,146 SH SOLE 13,146
POLYONE CORP COM 73179P106 88 5,695 SH SOLE 5,695
POLYPORE INTL INC COM 73179V103 2,111 31,118 SH SOLE 31,118
PORTLAND GEN ELEC CO COM 736508847 26 1,047 SH SOLE 1,047
POSCO SPONSORED
ADR 693483109 231 2,130 SH SOLE 2,130
POTASH CORP SASK INC COM 73755L107 267 4,680 SH SOLE 4,680
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
POWER ONE INC NEW COM 73930R102 473 58,384 SH SOLE 58,384
PPG INDS INC COM 693506107 27 296 SH SOLE 296
PRICELINE COM INC COM 741503403 188 368 SH SOLE 368
PROCTER & GAMBLE CO COM 742718109 27 426 SH SOLE 426
PROGRESS SOFTWARE CORP COM 743312100 194 8,027 SH SOLE 8,027
PSS WORLD MED INC COM 69366A100 26 931 SH SOLE 931
PUBLIC SVC ENTERPRISE GROUP COM 744573106 27 820 SH SOLE 820
QLOGIC CORP COM 747277101 214 13,431 SH SOLE 13,431
QUALCOMM INC COM 747525103 107 1,878 SH SOLE 1,878
QUANTA SVCS INC COM 74762E102 50 2,451 SH SOLE 2,451
QUANTUM CORP COM DSSG 747906204 546 165,580 SH SOLE 165,580
QUEST DIAGNOSTICS INC COM 74834L100 28 466 SH SOLE 466
QUESTAR CORP COM 748356102 278 15,703 SH SOLE 15,703
QUICKSILVER RESOURCES INC COM 74837R104 5 326 SH SOLE 326
RED HAT, INC. COM 756577102 114 2,494 SH SOLE 2,494
RENAISSANCERE HOLDINGS LTD COM G7496G103 54 777 SH SOLE 777
RESEARCH IN MOTION LTD COM 760975102 48 1,671 SH SOLE 1,671
RIO TINTO PLC SPONSORED
ADR 767204100 334 4,613 SH SOLE 4,613
ROCKWELL AUTOMATION INC COM 773903109 28 321 SH SOLE 321
ROGERS COMMUNICATIONS INC CL B 775109200 58 1,474 SH SOLE 1,474
ROSETTA RESOURCES INC COM 777779307 1,034 20,060 SH SOLE 20,060
ROVI CORP COM 779376102 3,113 54,268 SH SOLE 54,268
ROWAN COMPANIES INC COM 779382100 39 1,009 SH SOLE 1,009
ROYAL DUTCH SHELL PLC SPONS
ADR A 780259206 53 742 SH SOLE 742
RPC INC COM 749660106 25 1,035 SH SOLE 1,035
RTI INTL METALS INC COM 74973W107 941 24,521 SH SOLE 24,521
RYDER SYSTEM INC COM COM 783549108 32 561 SH SOLE 561
SAKS INC COM 79377W108 107 9,608 SH SOLE 9,608
SALESFORCE COM INC COM 79466L302 1,032 6,929 SH SOLE 6,929
SAPIENT CORPORATION COM 803062108 1,294 86,107 SH SOLE 86,107
SCHLUMBERGER LTD COM 806857108 31 356 SH SOLE 356
SCOTTS MIRACLE GRO CO CL A 810186106 25 478 SH SOLE 478
SEACOR HOLDINGS INC COM 811904101 66 658 SH SOLE 658
SEADRILL LIMITED SHS G7945E105 107 3,021 SH SOLE 3,021
SEAGATE TECHNOLOGY PLC SHS G7945M107 115 7,124 SH SOLE 7,124
SEQUENOM INC COM 817337405 889 117,735 SH SOLE 117,735
SHERWIN WILLIAMS CO COM 824348106 53 637 SH SOLE 637
SIGNET JEWELERS LIMITED SHS G81276100 1,788 38,189 SH SOLE 38,189
SILGAN HOLDINGS INC COM 827048109 28 682 SH SOLE 682
SILVER STD RES INC COM 82823L106 98 3,689 SH SOLE 3,689
SINA CORP ORD G81477104 56 537 SH SOLE 537
SIRIUS XM RADIO INC COM 82967N108 894 408,235 SH SOLE 408,235
SLM CORP COM 78442P106 29 1,699 SH SOLE 1,699
SMITHFIELD FOODS INC COM 832248108 227 10,373 SH SOLE 10,373
SOCIEDAD QUIMICA MINERA DE C SPON ADR
SER B 833635105 121 1,871 SH SOLE 1,871
SODASTREAM INTERNATIONAL LTD COM M9068E105 555 9,130 SH SOLE 9,130
SOHU COM INC COM 83408W103 97 1,348 SH SOLE 1,348
SOLUTIA INC COM 834376501 25 1,089 SH SOLE 1,089
SONY CORP ADR 835699307 107 4,064 SH SOLE 4,064
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
SOUTHERN UN CO COM 844030106 42 1,034 SH SOLE 1,034
SOUTHWEST AIRLS CO COM 844741108 210 18,369 SH SOLE 18,369
SPECTRA ENERGY CORP COM 847560109 3 118 SH SOLE 118
SPRINT NEXTEL CORP COM SER 1 852061100 4 728 SH SOLE 728
STARWOOD PPTY TR INC COM 85571B105 49 2,395 SH SOLE 2,395
STONE ENERGY CORP COM 861642106 45 1,471 SH SOLE 1,471
STR HLDGS INC COM 78478V100 724 48,532 SH SOLE 48,532
SUNCOR ENERGY INC COM 867224107 50 1,278 SH SOLE 1,278
SUNOCO INC COM 86764P109 56 1,353 SH SOLE 1,353
SUPERIOR ENERGY SVCS INC COM 868157108 32 865 SH SOLE 865
SUPERVALU INC COM 868536103 253 26,937 SH SOLE 26,937
SXC HEALTH SOLUTIONS CORPORATI*ON COM 78505P100 1,162 19,727 SH SOLE 19,727
SYMANTEC CORP COM 871503108 2,146 108,817 SH SOLE 108,817
SYNGENTA AG SPONSORED
ADR 87160A100 54 793 SH SOLE 793
SYNTEL INC COM 87162H103 30 510 SH SOLE 510
SYSCO CORPORATION COM 871829107 1,926 61,756 SH SOLE 61,756
TALEO CORPORATION CMN CLASS A CL A 87424N104 1,099 29,686 SH SOLE 29,686
TAM SA SP ADR REP
PFD 87484D103 108 4,926 SH SOLE 4,926
TARGET CORP COM 87612E106 101 2,149 SH SOLE 2,149
TECH DATA CORP COM 878237106 54 1,101 SH SOLE 1,101
TELE NORTE LESTE PART S A SPON ADR
PFD 879246106 49 3,164 SH SOLE 3,164
TELEFONICA S A SPONSORED
ADR 879382208 79 3,206 SH SOLE 3,206
TELEFONOS DE MEXICO S A B SPON ADR
ORD L 879403780 49 2,947 SH SOLE 2,947
TEMPUR PEDIC INTL INC COM 88023U101 28 418 SH SOLE 418
TENET HEALTHCARE CORP COM 88033G100 22 3,490 SH SOLE 3,490
TENNECO INC COM 880349105 30 673 SH SOLE 673
TERADYNE INC COM 880770102 43 2,899 SH SOLE 2,899
TESORO CORP COM 881609101 144 6,296 SH SOLE 6,296
TEXAS INSTRS INC COM 882508104 75 2,293 SH SOLE 2,293
TEXTRON INC COM 883203101 112 4,750 SH SOLE 4,750
THE BUCKLE INC COM 118440106 29 687 SH SOLE 687
THERMO FISHER SCIENTIFIC INC COM 883556102 27 416 SH SOLE 416
TIFFANY & CO COM 886547108 1,713 21,815 SH SOLE 21,815
TIM HORTONS INC COM 88706M103 29 584 SH SOLE 584
TIM PARTICIPACOES S A SPONS ADR
PFD 88706P106 253 5,134 SH SOLE 5,134
TIME WARNER INC COM 887317303 106 2,917 SH SOLE 2,917
TIVO INC COM 888706108 549 53,337 SH SOLE 53,337
TORCHMARK CORP COM 891027104 105 1,639 SH SOLE 1,639
TORO CO COM 891092108 1,326 21,924 SH SOLE 21,924
TOTAL S A SPONSORED
ADR 89151E109 109 1,888 SH SOLE 1,888
TOWERS WATSON & CO CMN CLASS A CL A 891894107 1,785 27,168 SH SOLE 27,168
TRANSATLANTIC HOLDINGS INC COM 893521104 114 2,335 SH SOLE 2,335
TRANSDIGM GROUP INC COM 893641100 120 1,312 SH SOLE 1,312
TRINA SOLAR LIMITED SPON ADR 89628E104 49 2,168 SH SOLE 2,168
TRIUMPH GROUP INC NEW COM 896818101 1,711 17,186 SH SOLE 17,186
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 113 1,913 SH SOLE 1,913
TYCO INTERNATIONAL LTD SHS H89128104 27 551 SH SOLE 551
TYSON FOODS INC CL A 902494103 222 11,425 SH SOLE 11,425
U S AIRWAYS GROUP INC COM 90341W108 241 26,993 SH SOLE 26,993
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
UBS AG SHS H89231338 26 1,440 SH SOLE 1,440
ULTA SALON COSMETICS &
FRAGRAN*CE INC. COM 90384S303 3,524 54,575 SH SOLE 54,575
ULTRA PETE CORP COM 903914109 27 591 SH SOLE 591
UNION PAC CORP COM 907818108 85 811 SH SOLE 811
UNISOURCE ENERGY CORP HLDG CO COM 909205106 27 720 SH SOLE 720
UNISYS CORP COM 909214306 49 1,916 SH SOLE 1,916
UNIT CORP COM 909218109 27 451 SH SOLE 451
UNITED CONTL HLDGS INC COM 910047109 282 12,471 SH SOLE 12,471
UNITED PARCEL SERVICE INC CL B 911312106 27 370 SH SOLE 370
UNITEDHEALTH GROUP INC COM 91324P102 422 8,181 SH SOLE 8,181
UNUM GROUP COM 91529Y106 2,498 98,019 SH SOLE 98,019
URS CORP NEW COM 903236107 110 2,468 SH SOLE 2,468
VAIL RESORTS INC COM 91879Q109 948 20,519 SH SOLE 20,519
VALE S A ADR 91912E105 242 7,579 SH SOLE 7,579
VALEANT PHARMACEUTICALS INTL COM 91911K102 27 519 SH SOLE 519
VALERO ENERGY CORP COM 91913Y100 392 15,320 SH SOLE 15,320
VALIDUS HOLDINGS LTD COM G9319H102 80 2,570 SH SOLE 2,570
VALUECLICK INC COM 92046N102 1,726 103,972 SH SOLE 103,972
VARIAN SEMICONDUCTOR EQUIP COM 922207105 217 3,538 SH SOLE 3,538
VEOLIA ENVIRONNEMENT SPONSORED
ADR 92334N103 102 3,589 SH SOLE 3,589
VERISIGN INC COM 92343E102 258 7,722 SH SOLE 7,722
VERIZON COMMUNICATIONS INC COM 92343V104 283 7,596 SH SOLE 7,596
VIACOM INC CL B 92553P201 28 540 SH SOLE 540
VISA INC COM CL A 92826C839 232 2,756 SH SOLE 2,756
VISHAY INTERTECHNOLOGY INC COM 928298108 93 6,184 SH SOLE 6,184
VISTAPRINT N V SHS N93540107 211 4,418 SH SOLE 4,418
VISTEON CORP COM 92839U206 30 444 SH SOLE 444
VIVO PARTICIPACOES S A SPON ADR
PFD 92855S200 136 4,587 SH SOLE 4,587
VIVUS INC COM 928551100 514 63,102 SH SOLE 63,102
VODAFONE GROUP PLC SPON ADR 92857W209 1,873 70,111 SH SOLE 70,111
VOLCANO CORP COM 928645100 1,347 41,719 SH SOLE 41,719
W & T OFFSHORE INC COM 92922P106 148 5,678 SH SOLE 5,678
WAL MART STORES INC COM 931142103 107 2,018 SH SOLE 2,018
WALGREEN CO COM 931422109 93 2,189 SH SOLE 2,189
WALTER ENERGY INC COM 93317Q105 101 873 SH SOLE 873
WARNER CHILCOTT PLC-CLASS A SHS A G94368100 1,393 57,713 SH SOLE 57,713
WASHINGTON POST CO CL B 939640108 105 251 SH SOLE 251
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 63 3,341 SH SOLE 3,341
WEIGHT WATCHERS INTL INC COM 948626106 204 2,708 SH SOLE 2,708
WELLCARE HEALTH PLANS INC COM 94946T106 1,242 24,165 SH SOLE 24,165
WELLPOINT INC COM 94973V107 665 8,442 SH SOLE 8,442
WENDYS ARBYS GROUP INC COM 950587105 1,225 241,541 SH SOLE 241,541
WESTERN GAS PARTNERS LP COM UNIT
LP IN 958254104 8 218 SH SOLE 218
WESTERN REFNG INC COM 959319104 87 4,833 SH SOLE 4,833
WESTERN UN CO COM 959802109 102 5,112 SH SOLE 5,112
WESTLAKE CHEMICAL CORP COM 960413102 277 5,346 SH SOLE 5,346
WEYERHAEUSER CO COM 962166104 47 2,155 SH SOLE 2,155
WHITING PETROLEUM CORP COM 966387102 93 1,626 SH SOLE 1,626
WILLIAMS COMPANIES INC. (THE) COM 969457100 83 2,746 SH SOLE 2,746
Shares or
Title of Value Principal SH/ PUT/ Investment Other Voting Authority
Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ----
WILLIAMS SONOMA INC COM 969904101 203 5,550 SH SOLE 5,550
WORTHINGTON INDUSTRIES INC COM 981811102 1,424 61,634 SH SOLE 61,634
WYNDHAM WORLDWIDE CORP COM 98310W108 105 3,122 SH SOLE 3,122
XEROX CORP COM 984121103 24 2,271 SH SOLE 2,271
YAHOO INC COM 984332106 97 6,420 SH SOLE 6,420
YUM BRANDS INC COM 988498101 28 506 SH SOLE 506
227,980