0000919574-12-000570.txt : 20120210
0000919574-12-000570.hdr.sgml : 20120210
20120210145912
ACCESSION NUMBER: 0000919574-12-000570
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120210
DATE AS OF CHANGE: 20120210
EFFECTIVENESS DATE: 20120210
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LIGHTBOX CAPITAL MANAGEMENT, LLC
CENTRAL INDEX KEY: 0001513875
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14434
FILM NUMBER: 12592213
BUSINESS ADDRESS:
STREET 1: 24 WEST 40TH STREET
STREET 2: 2ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 212-616-8005
MAIL ADDRESS:
STREET 1: 24 WEST 40TH STREET
STREET 2: 2ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
13F-HR
1
d1264984_13f-hr.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F Cover Page
Report for the Calendar Year or Quarter Ended: December 31, 2011
Check here if Amendment: |_|; Amendment Number:
This Amendment (Check only one): |_| is a restatement
|_| adds new holding entries.
Institutional Manager Filing this Report:
Name: LightBox Capital Management, LLC
Address: 24 West 40th Street
2nd Floor
New York, New York 10018
13F File Number: 028-14434
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: Mark Rubin
Title: Chief Operating Officer
Phone: 212-616-8000
Signature, Place and Date of Signing:
/s/ Mark Rubin New York, New York February 10, 2012
----------------------- -------------------------- ----------------------
[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: 1
Form 13F Information Table Entry Total: 259
Form 13F Information Table Value Total: $176,574
(in 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.
No. Form 13F File Number Name
--- -------------------- ----
1 028-14435 LightBox Master Fund, Ltd.
FORM 13F INFORMATION TABLE
LightBox Capital Management, LLC
December 31, 2011
COL 1 COL 2 COL 3 COL 4 COL 5 COL 6 COL 7 COL 8
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1,000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE
-------------- --------- ------ ---------- -------- --- ----- ----------- ----- ----- ------- ----
3M CO COM 88579Y101 1,198 14,654 SH SHARED-DEFINED 1 14,654
ABBOTT LABS COM 002824100 1,998 35,535 SH SHARED-DEFINED 1 35,535
ABERDEEN ASIA PACIFIC INCOM COM 003009107 76 10,362 SH SHARED-DEFINED 1 10,362
ABRAXAS PETE CORP COM 003830106 39 11,814 SH SHARED-DEFINED 1 11,814
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,396 26,219 SH SHARED-DEFINED 1 26,219
ACE LTD SHS H0023R105 1,198 17,080 SH SHARED-DEFINED 1 17,080
ACHILLION PHARMACEUTICALS I N COM 00448Q201 93 12,210 SH SHARED-DEFINED 1 12,210
AEROPOSTALE COM 007865108 571 37,422 SH SHARED-DEFINED 1 37,422
AFFYMETRIX INC COM 00826T108 61 14,850 SH SHARED-DEFINED 1 14,850
AFLAC INC COM 001055102 1,152 26,620 SH SHARED-DEFINED 1 26,620
AIR PRODS & CHEMS INC COM 009158106 1,017 11,940 SH SHARED-DEFINED 1 11,940
ALCOA INC COM 013817101 2,111 244,076 SH SHARED-DEFINED 1 244,076
ALIGN TECHNOLOGY INC COM 016255101 235 9,900 SH SHARED-DEFINED 1 9,900
ALLIANCE DATA SYSTEMS CORP COM 018581108 282 2,712 SH SHARED-DEFINED 1 2,712
ALLSTATE CORP COM 020002101 395 14,409 SH SHARED-DEFINED 1 14,409
AMAZON COM INC COM 023135106 697 4,024 SH SHARED-DEFINED 1 4,024
AMEDISYS INC COM 023436108 191 17,496 SH SHARED-DEFINED 1 17,496
AMERICAN CAP LTD COM 02503Y103 214 31,746 SH SHARED-DEFINED 1 31,746
AMERICAN GREETINGS CORP CL A 026375105 154 12,342 SH SHARED-DEFINED 1 12,342
AMERICAN TOWER CORP CL A 029912201 531 8,852 SH SHARED-DEFINED 1 8,852
AMERIPRISE FINL INC COM 03076C106 457 9,200 SH SHARED-DEFINED 1 9,200
AMYLIN PHARMACEUTICALS INC COM 032346108 184 16,170 SH SHARED-DEFINED 1 16,170
ANALOG DEVICES INC COM 032654105 917 25,631 SH SHARED-DEFINED 1 25,631
ANN INC COM 035623107 1,083 43,703 SH SHARED-DEFINED 1 43,703
APACHE CORP COM 037411105 847 9,351 SH SHARED-DEFINED 1 9,351
APPLE INC COM 037833100 1,752 4,325 SH SHARED-DEFINED 1 4,325
APPLIED MATLS INC COM 038222105 789 73,684 SH SHARED-DEFINED 1 73,684
AQUA AMERICA INC COM 03836W103 413 18,729 SH SHARED-DEFINED 1 18,729
ARCHER DANIELS MIDLAND CO COM 039483102 1,419 49,600 SH SHARED-DEFINED 1 49,600
ARRIS GROUP INC COM 04269Q100 374 34,597 SH SHARED-DEFINED 1 34,597
ASTORIA FINL CORP COM 046265104 164 19,272 SH SHARED-DEFINED 1 19,272
AT&T INC COM 00206R102 4,844 160,184 SH SHARED-DEFINED 1 160,184
AU OPTRONICS CORP SPONSORED ADR 002255107 77 17,754 SH SHARED-DEFINED 1 17,754
AUTOMATIC DATA PROCESSING I N COM 053015103 972 18,000 SH SHARED-DEFINED 1 18,000
BAKER HUGHES INC COM 057224107 291 5,986 SH SHARED-DEFINED 1 5,986
BASIC ENERGY SVCS INC NEW COM 06985P100 588 29,844 SH SHARED-DEFINED 1 29,844
BAXTER INTL INC COM 071813109 2,361 47,711 SH SHARED-DEFINED 1 47,711
BECTON DICKINSON & CO COM 075887109 271 3,625 SH SHARED-DEFINED 1 3,625
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 704 9,230 SH SHARED-DEFINED 1 9,230
BIOGEN IDEC INC COM 09062X103 405 3,683 SH SHARED-DEFINED 1 3,683
BLACKROCK INC COM 09247X101 804 4,510 SH SHARED-DEFINED 1 4,510
BMC SOFTWARE INC COM 055921100 1,472 44,912 SH SHARED-DEFINED 1 44,912
BOEING CO COM 097023105 1,476 20,124 SH SHARED-DEFINED 1 20,124
BPZ RESOURCES INC COM 055639108 94 33,264 SH SHARED-DEFINED 1 33,264
BRISTOL MYERS SQUIBB CO COM 110122108 545 15,467 SH SHARED-DEFINED 1 15,467
BROADCOM CORP CL A 111320107 314 10,699 SH SHARED-DEFINED 1 10,699
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 543 104,544 SH SHARED-DEFINED 1 104,544
C&J ENERGY SVCS INC COM 12467B304 246 11,748 SH SHARED-DEFINED 1 11,748
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 220 15,500 SH SHARED-DEFINED 1 15,500
CABOT CORP COM 127055101 683 21,236 SH SHARED-DEFINED 1 21,236
CABOT OIL & GAS CORP COM 127097103 341 4,487 SH SHARED-DEFINED 1 4,487
CAMPBELL SOUP CO COM 134429109 1,019 30,670 SH SHARED-DEFINED 1 30,670
CAPITAL ONE FINL CORP COM 14040H105 957 22,627 SH SHARED-DEFINED 1 22,627
CAPITALSOURCE INC COM 14055X102 253 37,702 SH SHARED-DEFINED 1 37,702
CARNIVAL CORP PAIRED CTF 143658300 614 18,814 SH SHARED-DEFINED 1 18,814
CENTURYLINK INC COM 156700106 2,590 69,619 SH SHARED-DEFINED 1 69,619
CHESAPEAKE ENERGY CORP COM 165167107 771 34,591 SH SHARED-DEFINED 1 34,591
CHEVRON CORP NEW COM 166764100 741 6,963 SH SHARED-DEFINED 1 6,963
CHUBB CORP COM 171232101 1,347 19,455 SH SHARED-DEFINED 1 19,455
CITIGROUP INC COM NEW 172967424 1,470 55,886 SH SHARED-DEFINED 1 55,886
CLIFFS NATURAL RESOURCES IN C COM 18683K101 208 3,341 SH SHARED-DEFINED 1 3,341
CME GROUP INC COM 12572Q105 303 1,242 SH SHARED-DEFINED 1 1,242
CMS ENERGY CORP COM 125896100 1,690 76,538 SH SHARED-DEFINED 1 76,538
COCA COLA CO COM 191216100 745 10,644 SH SHARED-DEFINED 1 10,644
COLGATE PALMOLIVE CO COM 194162103 1,902 20,585 SH SHARED-DEFINED 1 20,585
COMPUTER SCIENCES CORP COM 205363104 361 15,213 SH SHARED-DEFINED 1 15,213
COMPUWARE CORP COM 205638109 706 84,900 SH SHARED-DEFINED 1 84,900
COMSTOCK RES INC COM NEW 205768203 230 15,048 SH SHARED-DEFINED 1 15,048
CONOCOPHILLIPS COM 20825C104 2,532 34,750 SH SHARED-DEFINED 1 34,750
CONSOLIDATED EDISON INC COM 209115104 1,044 16,830 SH SHARED-DEFINED 1 16,830
CONSTANT CONTACT INC COM 210313102 242 10,428 SH SHARED-DEFINED 1 10,428
COSTCO WHSL CORP NEW COM 22160K105 1,099 13,190 SH SHARED-DEFINED 1 13,190
COVIDIEN PLC SHS G2554F113 401 8,902 SH SHARED-DEFINED 1 8,902
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 580 89,100 SH SHARED-DEFINED 1 89,100
CROWN CASTLE INTL CORP COM 228227104 560 12,500 SH SHARED-DEFINED 1 12,500
CSX CORP COM 126408103 1,223 58,067 SH SHARED-DEFINED 1 58,067
CUMMINS INC COM 231021106 217 2,464 SH SHARED-DEFINED 1 2,464
CVS CAREMARK CORPORATION COM 126650100 242 5,927 SH SHARED-DEFINED 1 5,927
DANAHER CORP DEL COM 235851102 501 10,640 SH SHARED-DEFINED 1 10,640
DELCATH SYS INC COM 24661P104 42 13,728 SH SHARED-DEFINED 1 13,728
DELL INC COM 24702R101 300 20,484 SH SHARED-DEFINED 1 20,484
DENDREON CORP COM 24823Q107 310 40,854 SH SHARED-DEFINED 1 40,854
DEPOMED INC COM 249908104 54 10,428 SH SHARED-DEFINED 1 10,428
DIGITAL RIV INC COM 25388B104 461 30,718 SH SHARED-DEFINED 1 30,718
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 462 23,430 SH SHARED-DEFINED 1 23,430
DIREXION SHS ETF TR GLD MNRS BULL 3X 25459W250 269 13,728 SH SHARED-DEFINED 1 13,728
DOMINION RES INC VA NEW COM 25746U109 1,031 19,420 SH SHARED-DEFINED 1 19,420
DOVER CORP COM 260003108 1,056 18,190 SH SHARED-DEFINED 1 18,190
DU PONT E I DE NEMOURS & CO COM 263534109 974 21,284 SH SHARED-DEFINED 1 21,284
DUKE ENERGY CORP NEW COM 26441C105 366 16,639 SH SHARED-DEFINED 1 16,639
E M C CORP MASS COM 268648102 806 37,398 SH SHARED-DEFINED 1 37,398
EASTMAN CHEM CO COM 277432100 223 5,700 SH SHARED-DEFINED 1 5,700
EATON CORP COM 278058102 1,232 28,305 SH SHARED-DEFINED 1 28,305
ELECTRONIC ARTS INC COM 285512109 216 10,468 SH SHARED-DEFINED 1 10,468
EMERSON ELEC CO COM 291011104 1,559 33,463 SH SHARED-DEFINED 1 33,463
ENDEAVOUR SILVER CORP COM 29258Y103 338 34,782 SH SHARED-DEFINED 1 34,782
ENDOCYTE INC COM 29269A102 86 22,800 SH SHARED-DEFINED 1 22,800
EXELON CORP COM 30161N101 1,488 34,303 SH SHARED-DEFINED 1 34,303
EXXON MOBIL CORP COM 30231G102 1,893 22,334 SH SHARED-DEFINED 1 22,334
FEDEX CORP COM 31428X106 491 5,881 SH SHARED-DEFINED 1 5,881
FERRO CORP COM 315405100 51 10,362 SH SHARED-DEFINED 1 10,362
FIFTH THIRD BANCORP COM 316773100 488 38,346 SH SHARED-DEFINED 1 38,346
FIRST HORIZON NATL CORP COM 320517105 333 41,580 SH SHARED-DEFINED 1 41,580
FIRST MAJESTIC SILVER CORP COM 32076V103 340 20,196 SH SHARED-DEFINED 1 20,196
FORD MTR CO DEL COM PAR $0.01 345370860 550 51,143 SH SHARED-DEFINED 1 51,143
FORTRESS INVESTMENT GROUP L L CL A 34958B106 85 25,278 SH SHARED-DEFINED 1 25,278
FREEPORT-MCMORAN COPPER & G O COM 35671D857 1,326 36,030 SH SHARED-DEFINED 1 36,030
FREESCALE SEMICONDUCTOR HLD G SHS OLD G3727Q101 129 10,230 SH SHARED-DEFINED 1 10,230
FSI INTL INC COM 302633102 41 11,088 SH SHARED-DEFINED 1 11,088
FTI CONSULTING INC COM 302941109 282 6,651 SH SHARED-DEFINED 1 6,651
FUSION-IO INC COM 36112J107 494 20,394 SH SHARED-DEFINED 1 20,394
GENERAL DYNAMICS CORP COM 369550108 1,304 19,635 SH SHARED-DEFINED 1 19,635
GENERAL ELECTRIC CO COM 369604103 1,374 76,730 SH SHARED-DEFINED 1 76,730
GENON ENERGY INC COM 37244E107 268 102,498 SH SHARED-DEFINED 1 102,498
GENWORTH FINL INC COM CL A 37247D106 164 25,000 SH SHARED-DEFINED 1 25,000
GOLDMAN SACHS GROUP INC COM 38141G104 1,774 19,617 SH SHARED-DEFINED 1 19,617
GRIFOLS S A SPONSORED ADR 398438309 151 27,390 SH SHARED-DEFINED 1 27,390
HEALTH MGMT ASSOC INC NEW CL A 421933102 887 120,374 SH SHARED-DEFINED 1 120,374
HECKMANN CORP COM 422680108 317 47,718 SH SHARED-DEFINED 1 47,718
HERSHEY CO COM 427866108 1,071 17,340 SH SHARED-DEFINED 1 17,340
HEWLETT PACKARD CO COM 428236103 364 14,126 SH SHARED-DEFINED 1 14,126
HEXCEL CORP NEW COM 428291108 313 12,936 SH SHARED-DEFINED 1 12,936
HOLOGIC INC COM 436440101 1,196 68,276 SH SHARED-DEFINED 1 68,276
HONEYWELL INTL INC COM 438516106 617 11,350 SH SHARED-DEFINED 1 11,350
HUNTINGTON BANCSHARES INC COM 446150104 484 88,242 SH SHARED-DEFINED 1 88,242
IAMGOLD CORP COM 450913108 327 20,658 SH SHARED-DEFINED 1 20,658
IDENIX PHARMACEUTICALS INC COM 45166R204 100 13,398 SH SHARED-DEFINED 1 13,398
ILLINOIS TOOL WKS INC COM 452308109 1,296 27,744 SH SHARED-DEFINED 1 27,744
INTEL CORP COM 458140100 712 29,375 SH SHARED-DEFINED 1 29,375
INTERNATIONAL BUSINESS MACH S COM 459200101 804 4,375 SH SHARED-DEFINED 1 4,375
INTERSIL CORP CL A 46069S109 183 17,556 SH SHARED-DEFINED 1 17,556
INTUIT COM 461202103 214 4,060 SH SHARED-DEFINED 1 4,060
ISHARES TR DJ HOME CONSTN 464288752 119 10,032 SH SHARED-DEFINED 1 10,032
JANUS CAP GROUP INC COM 47102X105 177 28,000 SH SHARED-DEFINED 1 28,000
JEFFERIES GROUP INC NEW COM 472319102 138 10,000 SH SHARED-DEFINED 1 10,000
JETBLUE AIRWAYS CORP COM 477143101 394 75,834 SH SHARED-DEFINED 1 75,834
JOHNSON & JOHNSON COM 478160104 2,577 39,303 SH SHARED-DEFINED 1 39,303
KBR INC COM 48242W106 1,009 36,207 SH SHARED-DEFINED 1 36,207
KENNAMETAL INC COM 489170100 800 21,918 SH SHARED-DEFINED 1 21,918
KEYCORP NEW COM 493267108 507 65,890 SH SHARED-DEFINED 1 65,890
KIMBERLY CLARK CORP COM 494368103 1,029 13,990 SH SHARED-DEFINED 1 13,990
KKR & CO L P DEL COM UNITS 48248M102 319 24,860 SH SHARED-DEFINED 1 24,860
KODIAK OIL & GAS CORP COM 50015Q100 271 28,516 SH SHARED-DEFINED 1 28,516
KOHLS CORP COM 500255104 231 4,685 SH SHARED-DEFINED 1 4,685
KRAFT FOODS INC CL A 50075N104 806 21,570 SH SHARED-DEFINED 1 21,570
LADENBURG THALMAN FIN SVCS I COM 50575Q102 26 10,362 SH SHARED-DEFINED 1 10,362
LDK SOLAR CO LTD SPONSORED ADR 50183L107 160 38,172 SH SHARED-DEFINED 1 38,172
LEGGETT & PLATT INC COM 524660107 779 33,792 SH SHARED-DEFINED 1 33,792
LIFE TECHNOLOGIES CORP COM 53217V109 1,267 32,570 SH SHARED-DEFINED 1 32,570
LILLY ELI & CO COM 532457108 1,587 38,179 SH SHARED-DEFINED 1 38,179
LIMELIGHT NETWORKS INC COM 53261M104 52 17,556 SH SHARED-DEFINED 1 17,556
LOCKHEED MARTIN CORP COM 539830109 1,739 21,494 SH SHARED-DEFINED 1 21,494
LOWES COS INC COM 548661107 1,492 58,800 SH SHARED-DEFINED 1 58,800
MANNKIND CORP COM 56400P201 28 11,088 SH SHARED-DEFINED 1 11,088
MARTHA STEWART LIVING OMNIM E CL A 573083102 55 12,540 SH SHARED-DEFINED 1 12,540
MASCO CORP COM 574599106 683 65,142 SH SHARED-DEFINED 1 65,142
MASTERCARD INC CL A 57636Q104 643 1,724 SH SHARED-DEFINED 1 1,724
MBIA INC COM 55262C100 454 39,204 SH SHARED-DEFINED 1 39,204
MCCORMICK & CO INC COM NON VTG 579780206 1,035 20,530 SH SHARED-DEFINED 1 20,530
MCDONALDS CORP COM 580135101 248 2,472 SH SHARED-DEFINED 1 2,472
MEDTRONIC INC COM 585055106 515 13,460 SH SHARED-DEFINED 1 13,460
MICROSOFT CORP COM 594918104 1,191 45,893 SH SHARED-DEFINED 1 45,893
MONSANTO CO NEW COM 61166W101 344 4,910 SH SHARED-DEFINED 1 4,910
MORGAN STANLEY COM NEW 617446448 233 15,413 SH SHARED-DEFINED 1 15,413
MOSAIC CO NEW COM 61945C103 443 8,791 SH SHARED-DEFINED 1 8,791
MOTOROLA SOLUTIONS INC COM NEW 620076307 271 5,863 SH SHARED-DEFINED 1 5,863
NABORS INDUSTRIES LTD SHS G6359F103 488 28,116 SH SHARED-DEFINED 1 28,116
NASDAQ OMX GROUP INC COM 631103108 1,314 53,616 SH SHARED-DEFINED 1 53,616
NATIONAL OILWELL VARCO INC COM 637071101 293 4,316 SH SHARED-DEFINED 1 4,316
NATUS MEDICAL INC DEL COM 639050103 96 10,208 SH SHARED-DEFINED 1 10,208
NETFLIX INC COM 64110L106 290 4,188 SH SHARED-DEFINED 1 4,188
NEWMONT MINING CORP COM 651639106 389 6,480 SH SHARED-DEFINED 1 6,480
NEXTERA ENERGY INC COM 65339F101 529 8,683 SH SHARED-DEFINED 1 8,683
NIKE INC CL B 654106103 323 3,353 SH SHARED-DEFINED 1 3,353
NORFOLK SOUTHERN CORP COM 655844108 1,742 23,908 SH SHARED-DEFINED 1 23,908
NOVAGOLD RES INC COM NEW 66987E206 186 21,922 SH SHARED-DEFINED 1 21,922
NRG ENERGY INC COM NEW 629377508 330 18,239 SH SHARED-DEFINED 1 18,239
NUCOR CORP COM 670346105 1,035 26,153 SH SHARED-DEFINED 1 26,153
OCCIDENTAL PETE CORP DEL COM 674599105 240 2,566 SH SHARED-DEFINED 1 2,566
OCEANEERING INTL INC COM 675232102 211 4,579 SH SHARED-DEFINED 1 4,579
OCH ZIFF CAP MGMT GROUP CL A 67551U105 177 21,000 SH SHARED-DEFINED 1 21,000
OCLARO INC COM NEW 67555N206 44 15,774 SH SHARED-DEFINED 1 15,774
ORACLE CORP COM 68389X105 645 25,132 SH SHARED-DEFINED 1 25,132
PEABODY ENERGY CORP COM 704549104 390 11,783 SH SHARED-DEFINED 1 11,783
PEPCO HOLDINGS INC COM 713291102 371 18,282 SH SHARED-DEFINED 1 18,282
PEPSICO INC COM 713448108 1,821 27,448 SH SHARED-DEFINED 1 27,448
PERRIGO CO COM 714290103 348 3,580 SH SHARED-DEFINED 1 3,580
PETROLEUM DEV CORP COM 716578109 528 15,029 SH SHARED-DEFINED 1 15,029
PFIZER INC COM 717081103 1,936 89,468 SH SHARED-DEFINED 1 89,468
PHILIP MORRIS INTL INC COM 718172109 1,429 18,205 SH SHARED-DEFINED 1 18,205
PILGRIMS PRIDE CORP NEW COM 72147K108 91 15,840 SH SHARED-DEFINED 1 15,840
PINNACLE WEST CAP CORP COM 723484101 1,791 37,166 SH SHARED-DEFINED 1 37,166
PNC FINL SVCS GROUP INC COM 693475105 242 4,200 SH SHARED-DEFINED 1 4,200
PPL CORP COM 69351T106 564 19,169 SH SHARED-DEFINED 1 19,169
PROCTER & GAMBLE CO COM 742718109 1,533 22,984 SH SHARED-DEFINED 1 22,984
PRUDENTIAL FINL INC COM 744320102 1,306 26,050 SH SHARED-DEFINED 1 26,050
PUBLIC STORAGE COM 74460D109 948 7,051 SH SHARED-DEFINED 1 7,051
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 268 17,094 SH SHARED-DEFINED 1 17,094
QUANTA SVCS INC COM 74762E102 889 41,250 SH SHARED-DEFINED 1 41,250
QUICKSILVER RESOURCES INC COM 74837R104 299 44,550 SH SHARED-DEFINED 1 44,550
QUIKSILVER INC COM 74838C106 56 15,378 SH SHARED-DEFINED 1 15,378
RESOURCE CAP CORP COM 76120W302 103 18,282 SH SHARED-DEFINED 1 18,282
RLJ LODGING TR COM 74965L101 198 11,748 SH SHARED-DEFINED 1 11,748
ROCKWELL AUTOMATION INC COM 773903109 978 13,330 SH SHARED-DEFINED 1 13,330
ROYALE ENERGY INC COM NEW 78074G200 78 17,028 SH SHARED-DEFINED 1 17,028
SALESFORCE COM INC COM 79466L302 300 2,956 SH SHARED-DEFINED 1 2,956
SANDISK CORP COM 80004C101 813 16,529 SH SHARED-DEFINED 1 16,529
SCHLUMBERGER LTD COM 806857108 1,240 18,159 SH SHARED-DEFINED 1 18,159
SEACOR HOLDINGS INC COM 811904101 374 4,203 SH SHARED-DEFINED 1 4,203
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 510 39,200 PUT SHARED-DEFINED 1 39,200
SENIOR HSG PPTYS TR SH BEN INT 81721M109 293 13,068 SH SHARED-DEFINED 1 13,068
SILICON GRAPHICS INTL CORP COM 82706L108 154 13,398 SH SHARED-DEFINED 1 13,398
SILICON MOTION TECHNOLOGY C O SPONSORED ADR 82706C108 255 12,474 SH SHARED-DEFINED 1 12,474
SLM CORP COM 78442P106 489 36,498 SH SHARED-DEFINED 1 36,498
SMITHFIELD FOODS INC COM 832248108 561 23,120 SH SHARED-DEFINED 1 23,120
SNAP ON INC COM 833034101 987 19,490 SH SHARED-DEFINED 1 19,490
SOUTHERN CO COM 842587107 3,201 69,156 SH SHARED-DEFINED 1 69,156
SOUTHWESTERN ENERGY CO COM 845467109 756 23,660 SH SHARED-DEFINED 1 23,660
STANLEY BLACK & DECKER INC COM 854502101 1,033 15,280 SH SHARED-DEFINED 1 15,280
STAR SCIENTIFIC INC COM 85517P101 36 16,566 SH SHARED-DEFINED 1 16,566
STATE STR CORP COM 857477103 238 5,900 SH SHARED-DEFINED 1 5,900
STERICYCLE INC COM 858912108 383 4,910 SH SHARED-DEFINED 1 4,910
SUNTECH PWR HLDGS CO LTD ADR 86800C104 102 46,134 SH SHARED-DEFINED 1 46,134
SYSCO CORP COM 871829107 1,028 35,040 SH SHARED-DEFINED 1 35,040
TALBOTS INC COM 874161102 54 20,328 SH SHARED-DEFINED 1 20,328
TARGET CORP COM 87612E106 1,953 38,122 SH SHARED-DEFINED 1 38,122
TASER INTL INC COM 87651B104 53 10,428 SH SHARED-DEFINED 1 10,428
TEXAS INSTRS INC COM 882508104 1,405 48,263 SH SHARED-DEFINED 1 48,263
THOMPSON CREEK METALS CO IN C COM 884768102 172 24,700 SH SHARED-DEFINED 1 24,700
TIBCO SOFTWARE INC COM 88632Q103 777 32,514 SH SHARED-DEFINED 1 32,514
TIMKEN CO COM 887389104 955 24,662 SH SHARED-DEFINED 1 24,662
TRAVELERS COMPANIES INC COM 89417E109 1,561 26,380 SH SHARED-DEFINED 1 26,380
TRIMBLE NAVIGATION LTD COM 896239100 209 4,821 SH SHARED-DEFINED 1 4,821
TRINA SOLAR LIMITED SPON ADR 89628E104 208 31,070 SH SHARED-DEFINED 1 31,070
TRIUMPH GROUP INC NEW COM 896818101 211 3,613 SH SHARED-DEFINED 1 3,613
TYCO INTERNATIONAL LTD SHS H89128104 255 5,452 SH SHARED-DEFINED 1 5,452
U S AIRWAYS GROUP INC COM 90341W108 574 113,124 SH SHARED-DEFINED 1 113,124
U S G CORP COM NEW 903293405 308 30,294 SH SHARED-DEFINED 1 30,294
UNITED RENTALS INC COM 911363109 353 11,951 SH SHARED-DEFINED 1 11,951
UNITED TECHNOLOGIES CORP COM 913017109 1,135 15,522 SH SHARED-DEFINED 1 15,522
UNITEDHEALTH GROUP INC COM 91324P102 728 14,374 SH SHARED-DEFINED 1 14,374
VEECO INSTRS INC DEL COM 922417100 257 12,342 SH SHARED-DEFINED 1 12,342
VERIZON COMMUNICATIONS INC COM 92343V104 2,672 66,600 SH SHARED-DEFINED 1 66,600
VISHAY INTERTECHNOLOGY INC COM 928298108 94 10,441 SH SHARED-DEFINED 1 10,441
VMWARE INC CL A COM 928563402 241 2,900 SH SHARED-DEFINED 1 2,900
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 491 17,500 SH SHARED-DEFINED 1 17,500
VOLCANO CORPORATION COM 928645100 228 9,600 SH SHARED-DEFINED 1 9,600
VONAGE HLDGS CORP COM 92886T201 87 35,706 SH SHARED-DEFINED 1 35,706
VORNADO RLTY TR SH BEN INT 929042109 215 2,800 SH SHARED-DEFINED 1 2,800
WAL MART STORES INC COM 931142103 807 13,501 SH SHARED-DEFINED 1 13,501
WALGREEN CO COM 931422109 1,483 44,863 SH SHARED-DEFINED 1 44,863
WARNER CHILCOTT PLC IRELAND SHS A G94368100 312 20,592 SH SHARED-DEFINED 1 20,592
WELLCARE HEALTH PLANS INC COM 94946T106 280 5,342 SH SHARED-DEFINED 1 5,342
WELLS FARGO & CO NEW COM 949746101 1,704 61,840 SH SHARED-DEFINED 1 61,840
WESTERN DIGITAL CORP COM 958102105 248 8,021 SH SHARED-DEFINED 1 8,021
WESTERN UN CO COM 959802109 194 10,601 SH SHARED-DEFINED 1 10,601
WISCONSIN ENERGY CORP COM 976657106 1,054 30,140 SH SHARED-DEFINED 1 30,140
XCEL ENERGY INC COM 98389B100 837 30,300 SH SHARED-DEFINED 1 30,300
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 89 23,318 SH SHARED-DEFINED 1 23,318
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