0000919574-13-003382.txt : 20130515
0000919574-13-003382.hdr.sgml : 20130515
20130515104827
ACCESSION NUMBER: 0000919574-13-003382
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
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
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15258
FILM NUMBER: 13844442
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
1
d180415_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 March 31, 2013
Check here if Amendment: |_|; Amendment Number: ____
This Amendment (Check only one): |_| 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]
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: 325
Form 13F Information Table Value Total: 497,764
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
1. 028-15492 Breton Hill Master Fund L.P.
FORM 13F INFORMATION TABLE
Breton Hill Capital Ltd.
March 31, 2013
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
-------------- -------- ----- -------- ------- --- ---- ---------- ---- ---- ------ ----
ABBOTT LABS COM 002824100 2,409 68,200 SH SOLE 1 68,200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 614 13,280 SH SOLE 1 13,280 0 0
ACTIVISION BLIZZARD INC COM 00507V109 615 42,200 SH SOLE 1 42,200 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 761 23,200 SH SOLE 1 23,200 0 0
AES CORP COM 00130H105 857 68,180 SH SOLE 1 68,180 0 0
AETNA INC NEW COM 00817Y108 2,397 46,880 SH SOLE 1 46,880 0 0
AFLAC INC COM 001055102 864 16,610 SH SOLE 1 16,610 0 0
AGCO CORP COM 001084102 2,286 43,860 SH SOLE 1 43,860 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 625 14,900 SH SOLE 1 14,900 0 0
AGL RES INC COM 001204106 861 20,530 SH SOLE 1 20,530 0 0
ALERE INC COM 01449J105 992 38,870 SH SOLE 1 38,870 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 397 12,520 SH SOLE 1 12,520 0 0
ALLERGAN INC COM 018490102 941 8,430 SH SOLE 1 8,430 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 2,473 34,140 SH SOLE 1 34,140 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 664 7,160 SH SOLE 1 7,160 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 310 22,780 SH SOLE 1 22,780 0 0
ALLSTATE CORP COM 020002101 223 4,550 SH SOLE 1 4,550 0 0
ALON USA ENERGY INC COM 020520102 1,079 56,630 SH SOLE 1 56,630 0 0
ALTRIA GROUP INC COM 02209S103 1,478 42,980 SH SOLE 1 42,980 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 858 26,160 SH SOLE 1 26,160 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,333 71,290 SH SOLE 1 71,290 0 0
AMERICAN ELEC PWR INC COM 025537101 864 17,770 SH SOLE 1 17,770 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 647 13,650 SH SOLE 1 13,650 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,047 26,980 SH SOLE 1 26,980 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 206 5,950 SH SOLE 1 5,950 0 0
ANN INC COM 035623107 2,921 100,650 SH SOLE 1 100,650 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 853 27,830 SH SOLE 1 27,830 0 0
APOLLO INVT CORP COM 03761U106 812 97,100 SH SOLE 1 97,100 0 0
APPLE INC COM 037833100 3,161 7,140 SH SOLE 1 7,140 0 0
ARBITRON INC COM 03875Q108 306 6,530 SH SOLE 1 6,530 0 0
ARCH CAP GROUP LTD ORD G0450A105 640 12,170 SH SOLE 1 12,170 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,405 71,310 SH SOLE 1 71,310 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 637 97,560 SH SOLE 1 97,560 0 0
ARROW ELECTRS INC COM 042735100 2,288 56,330 SH SOLE 1 56,330 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 225 5,830 SH SOLE 1 5,830 0 0
ASPEN TECHNOLOGY INC COM 045327103 786 24,340 SH SOLE 1 24,340 0 0
ASSURANT INC COM 04621X108 876 19,470 SH SOLE 1 19,470 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,900 46,610 SH SOLE 1 46,610 0 0
AVERY DENNISON CORP COM 053611109 631 14,660 SH SOLE 1 14,660 0 0
AVISTA CORP COM 05379B107 868 31,670 SH SOLE 1 31,670 0 0
AVNET INC COM 053807103 2,320 64,080 SH SOLE 1 64,080 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 632 22,240 SH SOLE 1 22,240 0 0
BED BATH & BEYOND INC COM 075896100 688 10,680 SH SOLE 1 10,680 0 0
BOEING CO COM 097023105 2,442 28,450 SH SOLE 1 28,450 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,172 161,590 SH SOLE 1 161,590 0 0
BOSTON SCIENTIFIC CORP COM 101137107 969 124,070 SH SOLE 1 124,070 0 0
BP PLC SPONSORED ADR 055622104 1,096 25,890 SH SOLE 1 25,890 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,559 270,220 SH SOLE 1 270,220 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 398 13,280 SH SOLE 1 13,280 0 0
CA INC COM 12673P105 1,135 45,080 SH SOLE 1 45,080 0 0
CAREFUSION CORP COM 14170T101 1,821 52,050 SH SOLE 1 52,050 0 0
CARLISLE COS INC COM 142339100 921 13,580 SH SOLE 1 13,580 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 397 8,050 SH SOLE 1 8,050 0 0
CARTER INC COM 146229109 301 5,250 SH SOLE 1 5,250 0 0
CBL & ASSOC PPTYS INC COM 124830100 865 36,670 SH SOLE 1 36,670 0 0
CENTURYLINK INC COM 156700106 413 11,750 SH SOLE 1 11,750 0 0
CF INDS HLDGS INC COM 125269100 2,165 11,370 SH SOLE 1 11,370 0 0
CHEVRON CORP NEW COM 166764100 842 7,090 SH SOLE 1 7,090 0 0
CHICOS FAS INC COM 168615102 1,185 70,510 SH SOLE 1 70,510 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 683 15,230 SH SOLE 1 15,230 0 0
CHUBB CORP COM 171232101 319 3,640 SH SOLE 1 3,640 0 0
CIGNA CORPORATION COM 125509109 2,711 43,470 SH SOLE 1 43,470 0 0
CITIGROUP INC COM NEW 172967424 1,072 24,240 SH SOLE 1 24,240 0 0
CLEARWIRE CORP NEW CL A 18538Q105 303 93,440 SH SOLE 1 93,440 0 0
COACH INC COM 189754104 640 12,800 SH SOLE 1 12,800 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 862 23,340 SH SOLE 1 23,340 0 0
COMMERCIAL METALS CO COM 201723103 1,996 125,940 SH SOLE 1 125,940 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 626 27,900 SH SOLE 1 27,900 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 237 5,010 SH SOLE 1 5,010 0 0
COMPUTER SCIENCES CORP COM 205363104 620 12,590 SH SOLE 1 12,590 0 0
CONOCOPHILLIPS COM 20825C104 1,625 27,040 SH SOLE 1 27,040 0 0
CONSOLIDATED EDISON INC COM 209115104 870 14,250 SH SOLE 1 14,250 0 0
COOPER TIRE & RUBR CO COM 216831107 2,563 99,890 SH SOLE 1 99,890 0 0
CORE LABORATORIES N V COM N22717107 614 4,450 SH SOLE 1 4,450 0 0
CORELOGIC INC COM 21871D103 889 34,380 SH SOLE 1 34,380 0 0
CORNING INC COM 219350105 840 63,050 SH SOLE 1 63,050 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 217 8,130 SH SOLE 1 8,130 0 0
COVENTRY HEALTH CARE INC COM 222862104 855 18,190 SH SOLE 1 18,190 0 0
CRANE CO COM 224399105 851 15,230 SH SOLE 1 15,230 0 0
CROWN HOLDINGS INC COM 228368106 805 19,340 SH SOLE 1 19,340 0 0
CTC MEDIA INC COM 12642X106 427 36,210 SH SOLE 1 36,210 0 0
CVR ENERGY INC COM 12662P108 2,486 48,160 SH SOLE 1 48,160 0 0
CVS CAREMARK CORPORATION COM 126650100 2,420 44,010 SH SOLE 1 44,010 0 0
DANA HLDG CORP COM 235825205 2,369 132,850 SH SOLE 1 132,850 0 0
DARLING INTL INC COM 237266101 2,665 148,370 SH SOLE 1 148,370 0 0
DDR CORP COM 23317H102 210 12,080 SH SOLE 1 12,080 0 0
DELEK US HLDGS INC COM 246647101 2,631 66,680 SH SOLE 1 66,680 0 0
DELUXE CORP COM 248019101 639 15,430 SH SOLE 1 15,430 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 856 91,910 SH SOLE 1 91,910 0 0
DILLARDS INC CL A 254067101 602 7,670 SH SOLE 1 7,670 0 0
DIRECTV COM 25490A309 1,291 22,820 SH SOLE 1 22,820 0 0
DOLLAR GEN CORP NEW COM 256677105 1,091 21,560 SH SOLE 1 21,560 0 0
DOMTAR CORP COM NEW 257559203 419 5,400 SH SOLE 1 5,400 0 0
DTE ENERGY CO COM 233331107 649 9,500 SH SOLE 1 9,500 0 0
EL PASO ELEC CO COM NEW 283677854 841 25,000 SH SOLE 1 25,000 0 0
EMERSON ELEC CO COM 291011104 304 5,450 SH SOLE 1 5,450 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 842 27,360 SH SOLE 1 27,360 0 0
ENERGIZER HLDGS INC COM 29266R108 2,482 24,890 SH SOLE 1 24,890 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 1,046 38,430 SH SOLE 1 38,430 0 0
ENERSYS COM 29275Y102 2,800 61,430 SH SOLE 1 61,430 0 0
ENSCO PLC SHS CLASS A G3157S106 214 3,570 SH SOLE 1 3,570 0 0
EXCO RESOURCES INC COM 269279402 307 43,020 SH SOLE 1 43,020 0 0
EXELIS INC COM 30162A108 1,560 143,270 SH SOLE 1 143,270 0 0
EXELON CORP COM 30161N101 886 25,710 SH SOLE 1 25,710 0 0
EXPRESS INC COM 30219E103 2,401 134,820 SH SOLE 1 134,820 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,040 18,050 SH SOLE 1 18,050 0 0
EXXON MOBIL CORP COM 30231G102 850 9,430 SH SOLE 1 9,430 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 424 16,800 SH SOLE 1 16,800 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 323 8,150 SH SOLE 1 8,150 0 0
FIRST AMERN FINL CORP COM 31847R102 1,191 46,580 SH SOLE 1 46,580 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 878 51,260 SH SOLE 1 51,260 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,593 383,610 SH SOLE 1 383,610 0 0
FOOT LOCKER INC COM 344849104 744 21,740 SH SOLE 1 21,740 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 651 17,390 SH SOLE 1 17,390 0 0
FOSSIL INC COM 349882100 281 2,910 SH SOLE 1 2,910 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,326 86,220 SH SOLE 1 86,220 0 0
GAP INC DEL COM 364760108 1,709 48,290 SH SOLE 1 48,290 0 0
GARMIN LTD SHS H2906T109 208 6,300 SH SOLE 1 6,300 0 0
GENERAL MLS INC COM 370334104 886 17,970 SH SOLE 1 17,970 0 0
GENERAL MTRS CO COM 37045V100 3,378 121,440 SH SOLE 1 121,440 0 0
GENESCO INC COM 371532102 412 6,850 SH SOLE 1 6,850 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 145 10,430 SH SOLE 1 10,430 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 593 4,030 SH SOLE 1 4,030 0 0
GOOGLE INC CL A 38259P508 1,001 1,260 SH SOLE 1 1,260 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 619 82,590 SH SOLE 1 82,590 0 0
GREAT PLAINS ENERGY INC COM 391164100 862 37,150 SH SOLE 1 37,150 0 0
GREIF INC CL A 397624107 2,310 43,080 SH SOLE 1 43,080 0 0
GUESS INC COM 401617105 665 26,770 SH SOLE 1 26,770 0 0
HALLIBURTON CO COM 406216101 1,042 25,790 SH SOLE 1 25,790 0 0
HANESBRANDS INC COM 410345102 1,268 27,830 SH SOLE 1 27,830 0 0
HANOVER INS GROUP INC COM 410867105 1,066 21,460 SH SOLE 1 21,460 0 0
HARLEY DAVIDSON INC COM 412822108 609 11,430 SH SOLE 1 11,430 0 0
HARRIS CORP DEL COM 413875105 1,170 25,240 SH SOLE 1 25,240 0 0
HCA HOLDINGS INC COM 40412C101 901 22,170 SH SOLE 1 22,170 0 0
HEALTHSOUTH CORP COM NEW 421924309 671 25,440 SH SOLE 1 25,440 0 0
HENRY JACK & ASSOC INC COM 426281101 640 13,860 SH SOLE 1 13,860 0 0
HERSHEY CO COM 427866108 642 7,340 SH SOLE 1 7,340 0 0
HESS CORP COM 42809H107 2,711 37,860 SH SOLE 1 37,860 0 0
HEWLETT PACKARD CO COM 428236103 1,224 51,340 SH SOLE 1 51,340 0 0
HILL ROM HLDGS INC COM 431475102 223 6,330 SH SOLE 1 6,330 0 0
HILLSHIRE BRANDS CO COM 432589109 320 9,100 SH SOLE 1 9,100 0 0
HOLLYFRONTIER CORP COM 436106108 1,307 25,400 SH SOLE 1 25,400 0 0
HOME DEPOT INC COM 437076102 618 8,850 SH SOLE 1 8,850 0 0
HOME PROPERTIES INC COM 437306103 852 13,430 SH SOLE 1 13,430 0 0
HOSPIRA INC COM 441060100 322 9,800 SH SOLE 1 9,800 0 0
HOST HOTELS & RESORTS INC COM 44107P104 864 49,410 SH SOLE 1 49,410 0 0
HUB GROUP INC CL A 443320106 295 7,660 SH SOLE 1 7,660 0 0
HUMANA INC COM 444859102 1,692 24,480 SH SOLE 1 24,480 0 0
HUNTSMAN CORP COM 447011107 2,561 137,770 SH SOLE 1 137,770 0 0
IDEX CORP COM 45167R104 636 11,900 SH SOLE 1 11,900 0 0
INGERSOLL-RAND PLC SHS G47791101 1,088 19,770 SH SOLE 1 19,770 0 0
INGREDION INC COM 457187102 2,815 38,930 SH SOLE 1 38,930 0 0
INTREPID POTASH INC COM 46121Y102 294 15,690 SH SOLE 1 15,690 0 0
ISHARES INC MSCI MEXICO CAP 464286822 2,118 28,400 SH SOLE 1 28,400 0 0
ISHARES INC MSCI TAIWAN 464286731 351 26,300 SH SOLE 1 26,300 0 0
ISHARES TR MSCI EMERG MKT 464287234 2,139 50,000 CALL SOLE 1 50,000 0 0
ISHARES TR RUSSELL 2000 464287655 12,276 130,000 PUT SOLE 1 130,000 0 0
JABIL CIRCUIT INC COM 466313103 801 43,330 SH SOLE 1 43,330 0 0
JACK IN THE BOX INC COM 466367109 811 23,460 SH SOLE 1 23,460 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 332 5,900 SH SOLE 1 5,900 0 0
JOY GLOBAL INC COM 481165108 1,319 22,160 SH SOLE 1 22,160 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,911 29,560 SH SOLE 1 29,560 0 0
KENNAMETAL INC COM 489170100 617 15,800 SH SOLE 1 15,800 0 0
KEY ENERGY SVCS INC COM 492914106 289 35,750 SH SOLE 1 35,750 0 0
KIMBERLY CLARK CORP COM 494368103 1,297 13,240 SH SOLE 1 13,240 0 0
KODIAK OIL & GAS CORP COM 50015Q100 152 16,690 SH SOLE 1 16,690 0 0
KROGER CO COM 501044101 467 14,100 SH SOLE 1 14,100 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,650 20,390 SH SOLE 1 20,390 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 623 24,550 SH SOLE 1 24,550 0 0
LEAR CORP COM NEW 521865204 843 15,360 SH SOLE 1 15,360 0 0
LEXINGTON REALTY TRUST COM 529043101 841 71,230 SH SOLE 1 71,230 0 0
LINCOLN ELEC HLDGS INC COM 533900106 594 10,970 SH SOLE 1 10,970 0 0
LINCOLN NATL CORP IND COM 534187109 625 19,170 SH SOLE 1 19,170 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 319 13,410 SH SOLE 1 13,410 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 329 26,630 SH SOLE 1 26,630 0 0
LORILLARD INC COM 544147101 2,397 59,410 SH SOLE 1 59,410 0 0
LOUISIANA PAC CORP COM 546347105 299 13,830 SH SOLE 1 13,830 0 0
LSI CORPORATION COM 502161102 602 88,770 SH SOLE 1 88,770 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,448 38,680 SH SOLE 1 38,680 0 0
MACYS INC COM 55616P104 1,579 37,730 SH SOLE 1 37,730 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 2,080 43,720 SH SOLE 1 43,720 0 0
MANHATTAN ASSOCS INC COM 562750109 628 8,460 SH SOLE 1 8,460 0 0
MANITOWOC INC COM 563571108 346 16,810 SH SOLE 1 16,810 0 0
MANPOWERGROUP INC COM 56418H100 858 15,120 SH SOLE 1 15,120 0 0
MARATHON PETE CORP COM 56585A102 1,602 17,880 SH SOLE 1 17,880 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 821 77,620 SH SOLE 1 77,620 0 0
MEDTRONIC INC COM 585055106 434 9,240 SH SOLE 1 9,240 0 0
MENS WEARHOUSE INC COM 587118100 2,514 75,230 SH SOLE 1 75,230 0 0
METLIFE INC COM 59156R108 616 16,190 SH SOLE 1 16,190 0 0
METROPCS COMMUNICATIONS INC COM 591708102 2,439 223,730 SH SOLE 1 223,730 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 610 2,860 SH SOLE 1 2,860 0 0
MICROSOFT CORP COM 594918104 823 28,770 SH SOLE 1 28,770 0 0
MID-AMER APT CMNTYS INC COM 59522J103 636 9,210 SH SOLE 1 9,210 0 0
MOLSON COORS BREWING CO CL B 60871R209 870 17,790 SH SOLE 1 17,790 0 0
MONSTER BEVERAGE CORP COM 611740101 294 6,160 SH SOLE 1 6,160 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,067 16,670 SH SOLE 1 16,670 0 0
MRC GLOBAL INC COM 55345K103 660 20,040 SH SOLE 1 20,040 0 0
MSCI INC COM 55354G100 312 9,190 SH SOLE 1 9,190 0 0
MURPHY OIL CORP COM 626717102 2,412 37,840 SH SOLE 1 37,840 0 0
NABORS INDUSTRIES LTD SHS G6359F103 763 47,060 SH SOLE 1 47,060 0 0
NASDAQ OMX GROUP INC COM 631103108 618 19,140 SH SOLE 1 19,140 0 0
NEWCASTLE INVT CORP COM 65105M108 844 75,550 SH SOLE 1 75,550 0 0
NEWS CORP CL A 65248E104 1,077 35,290 SH SOLE 1 35,290 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,085 43,980 SH SOLE 1 43,980 0 0
NV ENERGY INC COM 67073Y106 849 42,410 SH SOLE 1 42,410 0 0
NVIDIA CORP COM 67066G104 419 32,630 SH SOLE 1 32,630 0 0
NVR INC COM 62944T105 950 880 SH SOLE 1 880 0 0
OASIS PETE INC NEW COM 674215108 304 7,980 SH SOLE 1 7,980 0 0
OIL STS INTL INC COM 678026105 2,712 33,250 SH SOLE 1 33,250 0 0
OLIN CORP COM PAR $1 680665205 796 31,570 SH SOLE 1 31,570 0 0
ORACLE CORP COM 68389X105 957 29,600 SH SOLE 1 29,600 0 0
OSI SYSTEMS INC COM 671044105 301 4,840 SH SOLE 1 4,840 0 0
OWENS ILL INC COM NEW 690768403 1,408 52,820 SH SOLE 1 52,820 0 0
PACKAGING CORP AMER COM 695156109 653 14,550 SH SOLE 1 14,550 0 0
PARKER HANNIFIN CORP COM 701094104 208 2,270 SH SOLE 1 2,270 0 0
PARTNERRE LTD COM G6852T105 429 4,610 SH SOLE 1 4,610 0 0
PBF ENERGY INC CL A 69318G106 870 23,410 SH SOLE 1 23,410 0 0
PENNYMAC MTG INVT TR COM 70931T103 649 25,080 SH SOLE 1 25,080 0 0
PETSMART INC COM 716768106 294 4,740 SH SOLE 1 4,740 0 0
PG&E CORP COM 69331C108 867 19,460 SH SOLE 1 19,460 0 0
PHILLIPS 66 COM 718546104 2,509 35,860 SH SOLE 1 35,860 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,333 362,680 SH SOLE 1 362,680 0 0
PINNACLE WEST CAP CORP COM 723484101 859 14,830 SH SOLE 1 14,830 0 0
PNC FINL SVCS GROUP INC COM 693475105 636 9,560 SH SOLE 1 9,560 0 0
POOL CORPORATION COM 73278L105 643 13,400 SH SOLE 1 13,400 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 860 28,340 SH SOLE 1 28,340 0 0
PRICELINE COM INC COM NEW 741503403 1,005 1,460 SH SOLE 1 1,460 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 864 25,390 SH SOLE 1 25,390 0 0
PROCTER & GAMBLE CO COM 742718109 1,048 13,600 SH SOLE 1 13,600 0 0
PROTECTIVE LIFE CORP COM 743674103 655 18,300 SH SOLE 1 18,300 0 0
PRUDENTIAL FINL INC COM 744320102 630 10,680 SH SOLE 1 10,680 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 869 25,320 SH SOLE 1 25,320 0 0
PULTE GROUP INC COM 745867101 621 30,690 SH SOLE 1 30,690 0 0
QUALCOMM INC COM 747525103 1,036 15,480 SH SOLE 1 15,480 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,320 41,090 SH SOLE 1 41,090 0 0
RAYTHEON CO COM NEW 755111507 881 14,990 SH SOLE 1 14,990 0 0
RED HAT INC COM 756577102 612 12,100 SH SOLE 1 12,100 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 849 14,220 SH SOLE 1 14,220 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,479 34,830 SH SOLE 1 34,830 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,497 16,270 SH SOLE 1 16,270 0 0
RESOLUTE FST PRODS INC COM 76117W109 341 21,090 SH SOLE 1 21,090 0 0
RETAIL PPTYS AMER INC CL A 76131V202 841 56,830 SH SOLE 1 56,830 0 0
REYNOLDS AMERICAN INC COM 761713106 1,628 36,600 SH SOLE 1 36,600 0 0
RITE AID CORP COM 767754104 790 415,530 SH SOLE 1 415,530 0 0
RLJ LODGING TR COM 74965L101 443 19,470 SH SOLE 1 19,470 0 0
ROBERT HALF INTL INC COM 770323103 647 17,250 SH SOLE 1 17,250 0 0
ROSS STORES INC COM 778296103 321 5,300 SH SOLE 1 5,300 0 0
SANDERSON FARMS INC COM 800013104 3,351 61,360 SH SOLE 1 61,360 0 0
SCANA CORP NEW COM 80589M102 219 4,290 SH SOLE 1 4,290 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,739 70,720 SH SOLE 1 70,720 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,681 73,350 SH SOLE 1 73,350 0 0
SEI INVESTMENTS CO COM 784117103 621 21,510 SH SOLE 1 21,510 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,778 197,580 SH SOLE 1 197,580 0 0
SHERWIN WILLIAMS CO COM 824348106 318 1,880 SH SOLE 1 1,880 0 0
SILGAN HOLDINGS INC COM 827048109 207 4,380 SH SOLE 1 4,380 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,488 73,360 SH SOLE 1 73,360 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 631 8,560 SH SOLE 1 8,560 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 333 4,590 SH SOLE 1 4,590 0 0
SL GREEN RLTY CORP COM 78440X101 860 9,990 SH SOLE 1 9,990 0 0
SLM CORP COM 78442P106 1,404 68,490 SH SOLE 1 68,490 0 0
SMITHFIELD FOODS INC COM 832248108 1,926 72,730 SH SOLE 1 72,730 0 0
SMUCKER J M CO COM NEW 832696405 1,172 11,820 SH SOLE 1 11,820 0 0
SONOCO PRODS CO COM 835495102 1,619 46,260 SH SOLE 1 46,260 0 0
SOUTHWEST AIRLS CO COM 844741108 2,554 189,440 SH SOLE 1 189,440 0 0
SOUTHWEST GAS CORP COM 844895102 843 17,760 SH SOLE 1 17,760 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 13,901 90,000 PUT SOLE 1 90,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 31 200 SH SOLE 1 200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,834 50,000 CALL SOLE 1 50,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 115,936 740,000 PUT SOLE 1 740,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,194 62,860 SH SOLE 1 62,860 0 0
SPIRIT RLTY CAP INC COM 84860F109 816 42,940 SH SOLE 1 42,940 0 0
ST JUDE MED INC COM 790849103 1,536 37,980 SH SOLE 1 37,980 0 0
STANCORP FINL GROUP INC COM 852891100 877 20,510 SH SOLE 1 20,510 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 639 10,020 SH SOLE 1 10,020 0 0
STARWOOD PPTY TR INC COM 85571B105 833 29,990 SH SOLE 1 29,990 0 0
STEEL DYNAMICS INC COM 858119100 1,550 97,610 SH SOLE 1 97,610 0 0
STEELCASE INC CL A 858155203 1,028 69,810 SH SOLE 1 69,810 0 0
STERIS CORP COM 859152100 895 21,510 SH SOLE 1 21,510 0 0
SUNCOKE ENERGY INC COM 86722A103 1,487 91,070 SH SOLE 1 91,070 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 883 71,750 SH SOLE 1 71,750 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 830 31,970 SH SOLE 1 31,970 0 0
SWIFT TRANSN CO CL A 87074U101 912 64,320 SH SOLE 1 64,320 0 0
SYMETRA FINL CORP COM 87151Q106 832 62,060 SH SOLE 1 62,060 0 0
SYNNEX CORP COM 87162W100 713 19,270 SH SOLE 1 19,270 0 0
TAUBMAN CTRS INC COM 876664103 429 5,530 SH SOLE 1 5,530 0 0
TE CONNECTIVITY LTD REG SHS H84989104 410 9,780 SH SOLE 1 9,780 0 0
TECH DATA CORP COM 878237106 364 7,990 SH SOLE 1 7,990 0 0
TECO ENERGY INC COM 872375100 868 48,730 SH SOLE 1 48,730 0 0
TENNECO INC COM 880349105 2,772 70,510 SH SOLE 1 70,510 0 0
TESORO CORP COM 881609101 2,994 51,140 SH SOLE 1 51,140 0 0
THORATEC CORP COM NEW 885175307 970 25,880 SH SOLE 1 25,880 0 0
TIMKEN CO COM 887389104 2,954 52,210 SH SOLE 1 52,210 0 0
TRACTOR SUPPLY CO COM 892356106 627 6,020 SH SOLE 1 6,020 0 0
TRAVELERS COMPANIES INC COM 89417E109 634 7,530 SH SOLE 1 7,530 0 0
TRINITY INDS INC COM 896522109 1,945 42,910 SH SOLE 1 42,910 0 0
TRIUMPH GROUP INC NEW COM 896818101 221 2,820 SH SOLE 1 2,820 0 0
TRONOX LTD SHS CL A Q9235V101 673 33,970 SH SOLE 1 33,970 0 0
TWO HBRS INVT CORP COM 90187B101 207 16,380 SH SOLE 1 16,380 0 0
TYSON FOODS INC CL A 902494103 516 20,770 SH SOLE 1 20,770 0 0
UGI CORP NEW COM 902681105 871 22,700 SH SOLE 1 22,700 0 0
UIL HLDG CORP COM 902748102 853 21,550 SH SOLE 1 21,550 0 0
UNITED NAT FOODS INC COM 911163103 299 6,070 SH SOLE 1 6,070 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,212 38,670 SH SOLE 1 38,670 0 0
UNUM GROUP COM 91529Y106 894 31,630 SH SOLE 1 31,630 0 0
URS CORP NEW COM 903236107 238 5,010 SH SOLE 1 5,010 0 0
VAIL RESORTS INC COM 91879Q109 314 5,040 SH SOLE 1 5,040 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,007 44,110 SH SOLE 1 44,110 0 0
VALSPAR CORP COM 920355104 608 9,770 SH SOLE 1 9,770 0 0
VALUECLICK INC COM 92046N102 320 10,810 SH SOLE 1 10,810 0 0
VCA ANTECH INC COM 918194101 316 13,470 SH SOLE 1 13,470 0 0
VERISIGN INC COM 92343E102 940 19,890 SH SOLE 1 19,890 0 0
WAL-MART STORES INC COM 931142103 860 11,490 SH SOLE 1 11,490 0 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 2,090 154,260 SH SOLE 1 154,260 0 0
WELLPOINT INC COM 94973V107 2,190 33,060 SH SOLE 1 33,060 0 0
WELLS FARGO & CO NEW COM 949746101 844 22,830 SH SOLE 1 22,830 0 0
WESTAR ENERGY INC COM 95709T100 872 26,270 SH SOLE 1 26,270 0 0
WESTERN DIGITAL CORP COM 958102105 2,686 53,410 SH SOLE 1 53,410 0 0
WESTERN UN CO COM 959802109 842 56,000 SH SOLE 1 56,000 0 0
WGL HLDGS INC COM 92924F106 852 19,310 SH SOLE 1 19,310 0 0
WHITING PETE CORP NEW COM 966387102 224 4,410 SH SOLE 1 4,410 0 0
WILLIAMS SONOMA INC COM 969904101 353 6,860 SH SOLE 1 6,860 0 0
WORTHINGTON INDS INC COM 981811102 2,738 88,390 SH SOLE 1 88,390 0 0
XEROX CORP COM 984121103 2,342 272,350 SH SOLE 1 272,350 0 0
XL GROUP PLC SHS G98290102 307 10,130 SH SOLE 1 10,130 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 329 6,990 SH SOLE 1 6,990 0 0
SK 27138 0002 1380415