0000919574-13-003374.txt : 20130515 0000919574-13-003374.hdr.sgml : 20130515 20130515103959 ACCESSION NUMBER: 0000919574-13-003374 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130515 DATE AS OF CHANGE: 20130515 EFFECTIVENESS DATE: 20130515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Breton Hill Capital Ltd. CENTRAL INDEX KEY: 0001531987 IRS NUMBER: 000000000 STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-15258 FILM NUMBER: 13844404 BUSINESS ADDRESS: STREET 1: 1881 YONGE STREET, SUITE 704 CITY: TORONTO STATE: A6 ZIP: M4S 3C4 BUSINESS PHONE: 647-347-9376 MAIL ADDRESS: STREET 1: 1881 YONGE STREET, SUITE 704 CITY: TORONTO STATE: A6 ZIP: M4S 3C4 13F-HR/A 1 d1356954a_13f-hra.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, 2012 Check here if Amendment: |X|; Amendment Number: 1 This Amendment (Check only one): |X| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Breton Hill Capital Ltd. Address: 1881 Yonge Street, Suite 704 Toronto, Ontario, Canada M4S 3C4 13F File Number: 028-15258 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. Name: John Aloisio Title: Chief Operating Officer Phone: 647 347 9376 Signature, Place, and Date of Signing /s/ John Aloisio Toronto, Ontario, Canada May 15, 2013 ----------------------- ----------------------------- ---------------------- [Signature] [City, State] [Date] This Form 13F holdings report is being amended and restated in its entirety to reflect that Breton Hill Master Fund L.P. is making a 13F notice filing. 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).) List of Other Managers Reporting for this Manager: None Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 293 Form 13F Information Table Value Total: 202,470 (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. Form 13F File Number Name -------------------- ---- (1) 028-15492 Breton Hill Master Fund L.P. FORM 13F INFORMATION TABLE Breton Hill Capital Ltd. December 31, 2012
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$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE -------------- -------- ----- -------- ------- --- ---- ---------- ---- ---- ------ ---- AECOM TECHNOLOGY CORP DELAWA COM 00766T100 438 18,420 SH SOLE 1 18,420 AETNA INC NEW COM 00817Y108 906 19,560 SH SOLE 1 19,560 AIRCASTLE LTD COM G0129K104 305 24,310 SH SOLE 1 24,310 ALLEGHENY TECHNOLOGIES INC COM 01741R102 345 11,350 SH SOLE 1 11,350 ALLERGAN INC COM 018490102 278 3,030 SH SOLE 1 3,030 ALLIANT TECHSYSTEMS INC COM 018804104 879 14,180 SH SOLE 1 14,180 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 298 3,780 SH SOLE 1 3,780 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 117 12,420 SH SOLE 1 12,420 ALLSTATE CORP COM 020002101 296 7,370 SH SOLE 1 7,370 AMERCO COM 023586100 247 1,950 SH SOLE 1 1,950 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 275 13,400 SH SOLE 1 13,400 AMERICAN FINL GROUP INC OHIO COM 025932104 300 7,580 SH SOLE 1 7,580 AMERICAN INTL GROUP INC COM NEW 026874784 781 22,130 SH SOLE 1 22,130 AMERISOURCEBERGEN CORP COM 03073E105 302 6,990 SH SOLE 1 6,990 AMERISTAR CASINOS INC COM 03070Q101 268 10,230 SH SOLE 1 10,230 ANN INC COM 035623107 357 10,550 SH SOLE 1 10,550 APACHE CORP COM 037411105 219 2,790 SH SOLE 1 2,790 APARTMENT INVT & MGMT CO CL A 03748R101 432 15,950 SH SOLE 1 15,950 APPLE INC COM 037833100 410 770 SH SOLE 1 770 ARCHER DANIELS MIDLAND CO COM 039483102 427 15,600 SH SOLE 1 15,600 ARROW ELECTRS INC COM 042735100 735 19,290 SH SOLE 1 19,290 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 303 9,440 SH SOLE 1 9,440 ASPEN TECHNOLOGY INC COM 045327103 296 10,710 SH SOLE 1 10,710 ASSURANT INC COM 04621X108 297 8,550 SH SOLE 1 8,550 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 306 6,910 SH SOLE 1 6,910 AUTOLIV INC COM 052800109 326 4,840 SH SOLE 1 4,840 AVERY DENNISON CORP COM 053611109 304 8,710 SH SOLE 1 8,710 AVNET INC COM 053807103 823 26,890 SH SOLE 1 26,890 AXIS CAPITAL HOLDINGS INV SHS G0692U109 295 8,530 SH SOLE 1 8,530 BARNES GROUP INC COM 067806109 307 13,670 SH SOLE 1 13,670 BELO CORP COM SER A 080555105 322 41,930 SH SOLE 1 41,930 BEST BUY INC COM 086516101 472 39,820 SH SOLE 1 39,820 BOB EVANS FARMS INC COM 096761101 311 7,730 SH SOLE 1 7,730 BOISE INC COM 09746Y105 264 33,210 SH SOLE 1 33,210 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 951 68,330 SH SOLE 1 68,330 BOSTON SCIENTIFIC CORP COM 101137107 421 73,430 SH SOLE 1 73,430 BP PLC SPONSORED ADR 055622104 438 10,520 SH SOLE 1 10,520 BRINKER INTL INC COM 109641100 289 9,310 SH SOLE 1 9,310 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 963 180,590 SH SOLE 1 180,590 BROOKS AUTOMATION INC COM 114340102 104 12,920 SH SOLE 1 12,920 CABELAS INC COM 126804301 269 6,450 SH SOLE 1 6,450 CABOT CORP COM 127055101 865 21,740 SH SOLE 1 21,740 CARDINAL HEALTH INC COM 14149Y108 299 7,270 SH SOLE 1 7,270 CARTER INC COM 146229109 442 7,940 SH SOLE 1 7,940 CASEYS GEN STORES INC COM 147528103 232 4,360 SH SOLE 1 4,360 CATO CORP NEW CL A 149205106 311 11,340 SH SOLE 1 11,340 CELESTICA INC SUB VTG SHS 15101Q108 106 13,040 SH SOLE 1 13,040 CF INDS HLDGS INC COM 125269100 274 1,350 SH SOLE 1 1,350 CHEMTURA CORP COM NEW 163893209 436 20,500 SH SOLE 1 20,500 CHESAPEAKE LODGING TR SH BEN INT 165240102 223 10,690 SH SOLE 1 10,690 CHEVRON CORP NEW COM 166764100 242 2,240 SH SOLE 1 2,240 CHICOS FAS INC COM 168615102 280 15,170 SH SOLE 1 15,170 CIGNA CORPORATION COM 125509109 1,039 19,440 SH SOLE 1 19,440 CITIGROUP INC COM NEW 172967424 479 12,120 SH SOLE 1 12,120 CLEARWIRE CORP NEW CL A 18538Q105 378 130,900 SH SOLE 1 130,900 CNA FINL CORP COM 126117100 298 10,630 SH SOLE 1 10,630 CNO FINL GROUP INC COM 12621E103 299 32,090 SH SOLE 1 32,090 COCA COLA ENTERPRISES INC NE COM 19122T109 294 9,250 SH SOLE 1 9,250 COMMERCIAL METALS CO COM 201723103 1,321 88,910 SH SOLE 1 88,910 COMMONWEALTH REIT COM SH BEN INT 203233101 214 13,490 SH SOLE 1 13,490 COMMUNITY HEALTH SYS INC NEW COM 203668108 306 9,960 SH SOLE 1 9,960 CON-WAY INC COM 205944101 299 10,750 SH SOLE 1 10,750 CONMED CORP COM 207410101 225 8,050 SH SOLE 1 8,050 CONOCOPHILLIPS COM 20825C104 822 14,180 SH SOLE 1 14,180 COOPER TIRE & RUBR CO COM 216831107 1,322 52,110 SH SOLE 1 52,110 CORE LABORATORIES N V COM N22717107 296 2,710 SH SOLE 1 2,710 CORELOGIC INC COM 21871D103 283 10,510 SH SOLE 1 10,510 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 286 11,430 SH SOLE 1 11,430 COSAN LTD SHS A G25343107 201 11,630 SH SOLE 1 11,630 COSTAMARE INC SHS Y1771G102 298 21,410 SH SOLE 1 21,410 COTT CORP QUE COM 22163N106 129 16,120 SH SOLE 1 16,120 CROCS INC COM 227046109 610 42,360 SH SOLE 1 42,360 CURTISS WRIGHT CORP COM 231561101 296 9,010 SH SOLE 1 9,010 CVS CAREMARK CORPORATION COM 126650100 293 6,050 SH SOLE 1 6,050 CYBERONICS INC COM 23251P102 358 6,810 SH SOLE 1 6,810 DANA HLDG CORP COM 235825205 643 41,190 SH SOLE 1 41,190 DARLING INTL INC COM 237266101 880 54,840 SH SOLE 1 54,840 DEAN FOODS CO NEW COM 242370104 275 16,640 SH SOLE 1 16,640 DELEK US HLDGS INC COM 246647101 921 36,370 SH SOLE 1 36,370 DELPHI AUTOMOTIVE PLC SHS G27823106 316 8,260 SH SOLE 1 8,260 DELTA AIR LINES INC DEL COM NEW 247361702 803 67,630 SH SOLE 1 67,630 DILLARDS INC CL A 254067101 274 3,270 SH SOLE 1 3,270 DOLLAR GEN CORP NEW COM 256677105 397 9,000 SH SOLE 1 9,000 DOW CHEM CO COM 260543103 265 8,190 SH SOLE 1 8,190 E M C CORP MASS COM 268648102 284 11,220 SH SOLE 1 11,220 EAGLE MATERIALS INC COM 26969P108 299 5,110 SH SOLE 1 5,110 EARTHLINK INC COM 270321102 104 16,070 SH SOLE 1 16,070 EDWARDS LIFESCIENCES CORP COM 28176E108 282 3,130 SH SOLE 1 3,130 ELECTRONIC ARTS INC COM 285512109 407 28,040 SH SOLE 1 28,040 ENERGIZER HLDGS INC COM 29266R108 1,006 12,580 SH SOLE 1 12,580 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 719 22,360 SH SOLE 1 22,360 ENERSYS COM 29275Y102 1,059 28,140 SH SOLE 1 28,140 EQUIFAX INC COM 294429105 280 5,170 SH SOLE 1 5,170 EVEREST RE GROUP LTD COM G3223R108 303 2,760 SH SOLE 1 2,760 EXPRESS INC COM 30219E103 304 20,150 SH SOLE 1 20,150 EXPRESS SCRIPTS HLDG CO COM 30219G108 451 8,360 SH SOLE 1 8,360 FIRST AMERN FINL CORP COM 31847R102 287 11,910 SH SOLE 1 11,910 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 218 15,500 SH SOLE 1 15,500 FLEXTRONICS INTL LTD ORD Y2573F102 601 96,830 SH SOLE 1 96,830 FOOT LOCKER INC COM 344849104 204 6,360 SH SOLE 1 6,360 FRESH DEL MONTE PRODUCE INC ORD G36738105 875 33,220 SH SOLE 1 33,220 G & K SVCS INC CL A 361268105 216 6,330 SH SOLE 1 6,330 GAP INC DEL COM 364760108 391 12,610 SH SOLE 1 12,610 GATX CORP COM 361448103 303 6,990 SH SOLE 1 6,990 GENERAL DYNAMICS CORP COM 369550108 594 8,580 SH SOLE 1 8,580 GENERAL MLS INC COM 370334104 289 7,140 SH SOLE 1 7,140 GENERAL MTRS CO COM 37045V100 1,149 39,870 SH SOLE 1 39,870 GENESCO INC COM 371532102 300 5,460 SH SOLE 1 5,460 GLATFELTER COM 377316104 264 15,110 SH SOLE 1 15,110 GLIMCHER RLTY TR SH BEN INT 379302102 132 11,900 SH SOLE 1 11,900 GOODYEAR TIRE & RUBR CO COM 382550101 686 49,640 SH SOLE 1 49,640 GOOGLE INC CL A 38259P508 460 650 SH SOLE 1 650 GRANITE CONSTR INC COM 387328107 295 8,770 SH SOLE 1 8,770 GRAPHIC PACKAGING HLDG CO COM 388689101 268 41,560 SH SOLE 1 41,560 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 303 13,130 SH SOLE 1 13,130 GREIF INC CL A 397624107 744 16,720 SH SOLE 1 16,720 GUESS INC COM 401617105 309 12,590 SH SOLE 1 12,590 HALLIBURTON CO COM 406216101 475 13,700 SH SOLE 1 13,700 HANOVER INS GROUP INC COM 410867105 304 7,850 SH SOLE 1 7,850 HARMAN INTL INDS INC COM 413086109 327 7,330 SH SOLE 1 7,330 HARRIS TEETER SUPERMARKETS I COM 414585109 215 5,570 SH SOLE 1 5,570 HCA HOLDINGS INC COM 40412C101 838 27,760 SH SOLE 1 27,760 HEALTH MGMT ASSOC INC NEW CL A 421933102 685 73,540 SH SOLE 1 73,540 HEALTHSOUTH CORP COM NEW 421924309 568 26,920 SH SOLE 1 26,920 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 316 15,330 SH SOLE 1 15,330 HESS CORP COM 42809H107 848 16,010 SH SOLE 1 16,010 HIGHWOODS PPTYS INC COM 431284108 216 6,460 SH SOLE 1 6,460 HILL ROM HLDGS INC COM 431475102 889 31,180 SH SOLE 1 31,180 HOLLYFRONTIER CORP COM 436106108 821 17,640 SH SOLE 1 17,640 HORACE MANN EDUCATORS CORP N COM 440327104 306 15,320 SH SOLE 1 15,320 HUNTINGTON BANCSHARES INC COM 446150104 222 34,820 SH SOLE 1 34,820 HUNTINGTON INGALLS INDS INC COM 446413106 312 7,200 SH SOLE 1 7,200 HUNTSMAN CORP COM 447011107 1,236 77,720 SH SOLE 1 77,720 INGREDION INC COM 457187102 995 15,450 SH SOLE 1 15,450 INTEL CORP COM 458140100 687 33,340 SH SOLE 1 33,340 INTUIT COM 461202103 277 4,660 SH SOLE 1 4,660 INVESTORS REAL ESTATE TR SH BEN INT 461730103 188 21,480 SH SOLE 1 21,480 ISHARES INC MSCI MEX INVEST 464286822 2,708 38,400 SH SOLE 1 38,400 ISHARES INC MSCI S KOREA 464286772 2,711 42,800 SH SOLE 1 42,800 ISHARES INC MSCI TAIWAN 464286731 2,046 150,200 SH SOLE 1 150,200 ISHARES INC MSCI BRAZIL 464286400 2,696 48,200 SH SOLE 1 48,200 ISHARES SILVER TRUST ISHARES 46428Q109 2,643 90,000 CALL SOLE 1 90,000 ISHARES TR FTSE CHINA25 IDX 464287184 2,743 67,800 SH SOLE 1 67,800 ISHARES TR RUSSELL 2000 464287655 9,275 110,000 CALL SOLE 1 110,000 ISHARES TR MSCI EMERG MKT 464287234 4,435 100,000 PUT SOLE 1 100,000 ITRON INC COM 465741106 285 6,400 SH SOLE 1 6,400 JONES LANG LASALLE INC COM 48020Q107 215 2,560 SH SOLE 1 2,560 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,211 19,630 SH SOLE 1 19,630 KELLY SVCS INC CL A 488152208 241 15,280 SH SOLE 1 15,280 KEY ENERGY SVCS INC COM 492914106 249 35,800 SH SOLE 1 35,800 KRONOS WORLDWIDE INC COM 50105F105 290 14,850 SH SOLE 1 14,850 L-3 COMMUNICATIONS HLDGS INC COM 502424104 300 3,910 SH SOLE 1 3,910 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 217 8,540 SH SOLE 1 8,540 LEAR CORP COM NEW 521865204 322 6,870 SH SOLE 1 6,870 LEXINGTON REALTY TRUST COM 529043101 220 21,100 SH SOLE 1 21,100 LIFEPOINT HOSPITALS INC COM 53219L109 308 8,150 SH SOLE 1 8,150 LILLY ELI & CO COM 532457108 233 4,720 SH SOLE 1 4,720 LINCOLN ELEC HLDGS INC COM 533900106 288 5,910 SH SOLE 1 5,910 LINCOLN NATL CORP IND COM 534187109 301 11,620 SH SOLE 1 11,620 LIVE NATION ENTERTAINMENT IN COM 538034109 137 14,760 SH SOLE 1 14,760 LOCKHEED MARTIN CORP COM 539830109 589 6,380 SH SOLE 1 6,380 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 604 10,580 SH SOLE 1 10,580 MACERICH CO COM 554382101 501 8,590 SH SOLE 1 8,590 MACYS INC COM 55616P104 523 13,410 SH SOLE 1 13,410 MAGNA INTL INC COM 559222401 319 6,370 SH SOLE 1 6,370 MANHATTAN ASSOCS INC COM 562750109 297 4,920 SH SOLE 1 4,920 MARATHON PETE CORP COM 56585A102 245 3,890 SH SOLE 1 3,890 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 3,397 113,600 SH SOLE 1 113,600 MCKESSON CORP COM 58155Q103 301 3,100 SH SOLE 1 3,100 MEDICAL PPTYS TRUST INC COM 58463J304 133 11,110 SH SOLE 1 11,110 MEDTRONIC INC COM 585055106 297 7,230 SH SOLE 1 7,230 MOLSON COORS BREWING CO CL B 60871R209 650 15,200 SH SOLE 1 15,200 MONDELEZ INTL INC CL A 609207105 860 33,790 SH SOLE 1 33,790 MONSANTO CO NEW COM 61166W101 296 3,130 SH SOLE 1 3,130 MONTPELIER RE HOLDINGS LTD SHS G62185106 305 13,330 SH SOLE 1 13,330 MOTOROLA SOLUTIONS INC COM NEW 620076307 301 5,410 SH SOLE 1 5,410 MYLAN INC COM 628530107 279 10,160 SH SOLE 1 10,160 NABORS INDUSTRIES LTD SHS G6359F103 247 17,060 SH SOLE 1 17,060 NETSCOUT SYS INC COM 64115T104 360 13,870 SH SOLE 1 13,870 NEVSUN RES LTD COM 64156L101 144 33,570 SH SOLE 1 33,570 NEWS CORP CL A 65248E104 464 18,180 SH SOLE 1 18,180 NORFOLK SOUTHERN CORP COM 655844108 298 4,820 SH SOLE 1 4,820 NORTHROP GRUMMAN CORP COM 666807102 880 13,020 SH SOLE 1 13,020 OLD REP INTL CORP COM 680223104 282 26,470 SH SOLE 1 26,470 OLIN CORP COM PAR $1 680665205 264 12,210 SH SOLE 1 12,210 OM GROUP INC COM 670872100 268 12,070 SH SOLE 1 12,070 OMNICARE INC COM 681904108 448 12,400 SH SOLE 1 12,400 ORACLE CORP COM 68389X105 483 14,490 SH SOLE 1 14,490 PARTNERRE LTD COM G6852T105 298 3,700 SH SOLE 1 3,700 PATTERSON COMPANIES INC COM 703395103 225 6,570 SH SOLE 1 6,570 PEABODY ENERGY CORP COM 704549104 229 8,600 SH SOLE 1 8,600 PENGROWTH ENERGY CORP COM 70706P104 247 49,680 SH SOLE 1 49,680 PENN WEST PETE LTD NEW COM 707887105 236 21,700 SH SOLE 1 21,700 PETSMART INC COM 716768106 275 4,020 SH SOLE 1 4,020 PHILLIPS 66 COM 718546104 835 15,720 SH SOLE 1 15,720 PILGRIMS PRIDE CORP NEW COM 72147K108 412 56,870 SH SOLE 1 56,870 POWER ONE INC NEW COM 73930R102 82 19,910 SH SOLE 1 19,910 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,257 50,000 CALL SOLE 1 50,000 PRECISION DRILLING CORP COM 2010 74022D308 255 30,800 SH SOLE 1 30,800 PRICELINE COM INC COM NEW 741503403 428 690 SH SOLE 1 690 PROCTER & GAMBLE CO COM 742718109 435 6,410 SH SOLE 1 6,410 PROTECTIVE LIFE CORP COM 743674103 303 10,600 SH SOLE 1 10,600 PUBLIC STORAGE COM 74460D109 286 1,970 SH SOLE 1 1,970 PULTE GROUP INC COM 745867101 289 15,940 SH SOLE 1 15,940 QUALCOMM INC COM 747525103 434 7,020 SH SOLE 1 7,020 QUEST DIAGNOSTICS INC COM 74834L100 300 5,140 SH SOLE 1 5,140 RAYTHEON CO COM NEW 755111507 298 5,170 SH SOLE 1 5,170 REINSURANCE GROUP AMER INC COM NEW 759351604 303 5,660 SH SOLE 1 5,660 RELIANCE STEEL & ALUMINUM CO COM 759509102 1,027 16,530 SH SOLE 1 16,530 RENAISSANCERE HOLDINGS LTD COM G7496G103 239 2,940 SH SOLE 1 2,940 RENT A CTR INC NEW COM 76009N100 867 25,230 SH SOLE 1 25,230 REPUBLIC SVCS INC COM 760759100 299 10,180 SH SOLE 1 10,180 RESOLUTE FST PRODS INC COM 76117W109 373 28,150 SH SOLE 1 28,150 RETAIL PPTYS AMER INC CL A 76131V202 131 10,940 SH SOLE 1 10,940 ROBERT HALF INTL INC COM 770323103 310 9,730 SH SOLE 1 9,730 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 308 9,050 SH SOLE 1 9,050 RPC INC COM 749660106 726 59,320 SH SOLE 1 59,320 SANDERSON FARMS INC COM 800013104 429 9,020 SH SOLE 1 9,020 SCHNITZER STL INDS CL A 806882106 263 8,660 SH SOLE 1 8,660 SCHOLASTIC CORP COM 807066105 900 30,430 SH SOLE 1 30,430 SCHULMAN A INC COM 808194104 268 9,270 SH SOLE 1 9,270 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,030 26,390 SH SOLE 1 26,390 SEAGATE TECHNOLOGY PLC SHS G7945M107 517 17,000 SH SOLE 1 17,000 SELECT MED HLDGS CORP COM 81619Q105 988 104,740 SH SOLE 1 104,740 SHERWIN WILLIAMS CO COM 824348106 283 1,840 SH SOLE 1 1,840 SIRONA DENTAL SYSTEMS INC COM 82966C103 291 4,510 SH SOLE 1 4,510 SIX FLAGS ENTMT CORP NEW COM 83001A102 283 4,630 SH SOLE 1 4,630 SKYWEST INC COM 830879102 303 24,290 SH SOLE 1 24,290 SL GREEN RLTY CORP COM 78440X101 215 2,800 SH SOLE 1 2,800 SLM CORP COM 78442P106 442 25,800 SH SOLE 1 25,800 SMITH A O COM 831865209 285 4,520 SH SOLE 1 4,520 SMITHFIELD FOODS INC COM 832248108 895 41,480 SH SOLE 1 41,480 SMUCKER J M CO COM NEW 832696405 423 4,900 SH SOLE 1 4,900 SONOCO PRODS CO COM 835495102 261 8,790 SH SOLE 1 8,790 SOUTHWEST AIRLS CO COM 844741108 1,027 100,330 SH SOLE 1 100,330 SPDR GOLD TRUST GOLD SHS 78463V107 4,861 30,000 PUT SOLE 1 30,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 14,241 100,000 CALL SOLE 1 100,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 25,634 180,000 PUT SOLE 1 180,000 ST JUDE MED INC COM 790849103 836 23,140 SH SOLE 1 23,140 STANCORP FINL GROUP INC COM 852891100 307 8,360 SH SOLE 1 8,360 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 369 6,440 SH SOLE 1 6,440 STEEL DYNAMICS INC COM 858119100 265 19,320 SH SOLE 1 19,320 STERIS CORP COM 859152100 307 8,830 SH SOLE 1 8,830 SUNCOR ENERGY INC NEW COM 867224107 244 7,400 SH SOLE 1 7,400 SUNSTONE HOTEL INVS INC NEW COM 867892101 512 47,800 SH SOLE 1 47,800 SUPERIOR ENERGY SVCS INC COM 868157108 245 11,840 SH SOLE 1 11,840 SUSSER HLDGS CORP COM 869233106 208 6,040 SH SOLE 1 6,040 SWIFT ENERGY CO COM 870738101 195 12,670 SH SOLE 1 12,670 SWIFT TRANSN CO CL A 87074U101 757 82,980 SH SOLE 1 82,980 SYMETRA FINL CORP COM 87151Q106 306 23,540 SH SOLE 1 23,540 SYNNEX CORP COM 87162W100 836 24,320 SH SOLE 1 24,320 SYSCO CORP COM 871829107 212 6,690 SH SOLE 1 6,690 TAL INTL GROUP INC COM 874083108 307 8,430 SH SOLE 1 8,430 TARGET CORP COM 87612E106 224 3,780 SH SOLE 1 3,780 TAUBMAN CTRS INC COM 876664103 216 2,740 SH SOLE 1 2,740 TECK RESOURCES LTD CL B 878742204 264 7,270 SH SOLE 1 7,270 TENNECO INC COM 880349105 365 10,410 SH SOLE 1 10,410 TESORO CORP COM 881609101 845 19,190 SH SOLE 1 19,190 THORATEC CORP COM NEW 885175307 344 9,170 SH SOLE 1 9,170 TIMKEN CO COM 887389104 1,344 28,100 SH SOLE 1 28,100 TJX COS INC NEW COM 872540109 274 6,450 SH SOLE 1 6,450 TOTAL SYS SVCS INC COM 891906109 275 12,820 SH SOLE 1 12,820 TRINITY INDS INC COM 896522109 306 8,540 SH SOLE 1 8,540 TRIUMPH GROUP INC NEW COM 896818101 286 4,380 SH SOLE 1 4,380 TRONOX LTD SHS CL A Q9235V101 777 42,570 SH SOLE 1 42,570 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 321 5,980 SH SOLE 1 5,980 TYSON FOODS INC CL A 902494103 869 44,810 SH SOLE 1 44,810 UNITED NAT FOODS INC COM 911163103 271 5,050 SH SOLE 1 5,050 UNITED ONLINE INC COM 911268100 87 15,600 SH SOLE 1 15,600 UNITEDHEALTH GROUP INC COM 91324P102 302 5,560 SH SOLE 1 5,560 UNIVERSAL HLTH SVCS INC CL B 913903100 623 12,880 SH SOLE 1 12,880 URS CORP NEW COM 903236107 300 7,650 SH SOLE 1 7,650 VALEANT PHARMACEUTICALS INTL COM 91911K102 470 7,860 SH SOLE 1 7,860 VALERO ENERGY CORP NEW COM 91913Y100 844 24,730 SH SOLE 1 24,730 VALIDUS HOLDINGS LTD COM SHS G9319H102 302 8,740 SH SOLE 1 8,740 VALSPAR CORP COM 920355104 288 4,610 SH SOLE 1 4,610 VANGUARD HEALTH SYS INC COM 922036207 236 19,290 SH SOLE 1 19,290 VECTOR GROUP LTD COM 92240M108 268 18,030 SH SOLE 1 18,030 VERISIGN INC COM 92343E102 302 7,790 SH SOLE 1 7,790 VIACOM INC NEW CL B 92553P201 454 8,600 SH SOLE 1 8,600 WAL-MART STORES INC COM 931142103 769 11,270 SH SOLE 1 11,270 WALGREEN CO COM 931422109 895 24,190 SH SOLE 1 24,190 WARNER CHILCOTT PLC IRELAND SHS A G94368100 1,205 100,050 SH SOLE 1 100,050 WASHINGTON POST CO CL B 939640108 310 850 SH SOLE 1 850 WELLPOINT INC COM 94973V107 916 15,040 SH SOLE 1 15,040 WELLS FARGO & CO NEW COM 949746101 459 13,440 SH SOLE 1 13,440 WERNER ENTERPRISES INC COM 950755108 303 13,970 SH SOLE 1 13,970 WESTERN DIGITAL CORP COM 958102105 1,196 28,140 SH SOLE 1 28,140 WESTERN UN CO COM 959802109 292 21,470 SH SOLE 1 21,470 WHIRLPOOL CORP COM 963320106 316 3,110 SH SOLE 1 3,110 WORTHINGTON INDS INC COM 981811102 1,048 40,310 SH SOLE 1 40,310 XEROX CORP COM 984121103 664 97,360 SH SOLE 1 97,360 YAHOO INC COM 984332106 473 23,750 SH SOLE 1 23,750
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