0001193125-12-451665.txt : 20121105
0001193125-12-451665.hdr.sgml : 20121105
20121105153853
ACCESSION NUMBER: 0001193125-12-451665
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121105
DATE AS OF CHANGE: 20121105
EFFECTIVENESS DATE: 20121105
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Zebra Capital Management, LLC
CENTRAL INDEX KEY: 0001316915
IRS NUMBER: 061614133
STATE OF INCORPORATION: CT
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11061
FILM NUMBER: 121179974
BUSINESS ADDRESS:
STREET 1: 612 WHEELERS FARMS ROAD
CITY: MILFORD
STATE: CT
ZIP: 06460
BUSINESS PHONE: 2038783223
MAIL ADDRESS:
STREET 1: 612 WHEELERS FARMS ROAD
CITY: MILFORD
STATE: CT
ZIP: 06460
13F-HR/A
1
d435535d13fhra.txt
AMENDMENT NO. 1 TO 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: 9.30.2012
Check here if Amendment [X]; Amendment Number: 1
----------
This Amendment (Check only one.): [_] is a restatement.
[X] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Zebra Capital Management LLC
Address: 612 Wheelers Farms Road
Milford CT 06461
Form 13F File Number: 28-11061
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Peter Schaffer
Title: COO
Phone: 203.878.3223
Signature, Place, and Date of Signing:
/s/ Peter Schaffer Milford, CT 11/5/2012
------------------------- ------------------------ -------------------------
[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 manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
---------------------- ----
28-
[Repeat as necessary.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 284
Form 13F Information Table Value Total: 149,767
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
--- -------------------- ----
28-
[Repeat as necessary.]
Zebra Capital Management LLC
FORM 13F
9/28/2012
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
1ST SOURCE CORP Common Stock 336901103 326 14,630 SH Sole 326
ACCESS MIDSTREAM PARTNERS LP Partnership
Shares 00434L109 217 6,559 SH Sole 217
ACE LTD Common Stock H0023R105 261 3,448 SH Sole 261
ACTIVISION BLIZZARD INC Common Stock 00507V109 175 15,517 SH Sole 175
AECOM TECHNOLOGY CORP Common Stock 00766T100 225 10,626 SH Sole 225
AETNA INC Common Stock 00817Y108 588 14,913 SH Sole 588
AFLAC INC Common Stock 001055102 271 5,667 SH Sole 271
AGL RESOURCES INC Common Stock 001204106 215 5,259 SH Sole 215
AGRIUM INC Common Stock 008916108 557 5,381 SH Sole 557
AIR TRANSPORT SERVICES GROUP Common Stock 00922R105 294 66,761 SH Sole 294
ALLEGHANY CORP Common Stock 017175100 254 736 SH Sole 254
ALLIANCE HOLDINGS GP LP Partnership
Shares 01861G100 487 10,162 SH Sole 487
ALON USA ENERGY INC Common Stock 020520102 455 33,196 SH Sole 455
AMDOCS LTD Common Stock G02602103 457 13,864 SH Sole 457
AMERCO Common Stock 023586100 365 3,435 SH Sole 365
AMERICAN CAPITAL LTD Common Stock 02503Y103 732 64,473 SH Sole 732
AMERICAN FINANCIAL GROUP INC Common Stock 025932104 338 8,970 SH Sole 338
AMERICAN NATIONAL INSURANCE Common Stock 028591105 341 4,749 SH Sole 341
AMKOR TECHNOLOGY INC Common Stock 031652100 238 53,810 SH Sole 238
AMSURG CORP Common Stock 03232P405 335 11,816 SH Sole 335
AMTRUST FINANCIAL SERVICES Common Stock 032359309 436 17,036 SH Sole 436
ARCH CAPITAL GROUP LTD Common Stock G0450A105 302 7,259 SH Sole 302
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 450 16,551 SH Sole 450
ARROW ELECTRONICS INC Common Stock 042735100 480 14,227 SH Sole 480
ASSURED GUARANTY LTD Common Stock G0585R106 378 27,760 SH Sole 378
ATLANTIC TELE-NETWORK INC Common Stock 049079205 472 10,973 SH Sole 472
AUTOMATIC DATA PROCESSING Common Stock 053015103 334 5,694 SH Sole 334
AVNET INC Common Stock 053807103 378 13,003 SH Sole 378
AVX CORP Common Stock 002444107 185 19,316 SH Sole 185
BANCFIRST CORP Common Stock 05945F103 417 9,716 SH Sole 417
BAXTER INTERNATIONAL INC Common Stock 071813109 806 13,376 SH Sole 806
BECTON DICKINSON AND CO Common Stock 075887109 281 3,578 SH Sole 281
BELDEN INC Common Stock 077454106 294 7,977 SH Sole 294
BENEFICIAL MUTUAL BANCORP IN Common Stock 08173R104 102 10,687 SH Sole 102
BERKSHIRE HILLS BANCORP INC Common Stock 084680107 288 12,598 SH Sole 288
BLACK BOX CORP Common Stock 091826107 412 16,156 SH Sole 412
BLACKROCK INC Common Stock 09247X101 226 1,268 SH Sole 226
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
BLOUNT INTERNATIONAL INC Common Stock 095180105 219 16,662 SH Sole 219
BOK FINANCIAL CORPORATION Common Stock 05561Q201 615 10,408 SH Sole 615
BROOKFIELD ASSET MANAGE-CL A Common Stock 112585104 2093 60,654 SH Sole 2093
BROOKFIELD OFFICE PROPERTIES Common Stock 112900105 2071 125,045 SH Sole 2071
BROOKS AUTOMATION INC Common Stock 114340102 278 34,571 SH Sole 278
BROWN-FORMAN CORP-CLASS B Common Stock 115637209 417 6,395 SH Sole 417
BUNGE LTD Common Stock G16962105 471 7,032 SH Sole 471
CA INC Common Stock 12673P105 821 31,880 SH Sole 821
CAI INTERNATIONAL INC Common Stock 12477X106 525 25,595 SH Sole 525
CAL-MAINE FOODS INC Common Stock 128030202 205 4,560 SH Sole 205
CALUMET SPECIALTY PRODUCTS Partnership
Shares 131476103 437 13,652 SH Sole 437
CARDINAL FINANCIAL CORP Common Stock 14149F109 201 14,060 SH Sole 201
CARLISLE COS INC Common Stock 142339100 205 3,939 SH Sole 205
CASCADE CORP Common Stock 147195101 289 5,287 SH Sole 289
CENTRAL PACIFIC FINANCIAL CO Common Stock 154760409 556 38,880 SH Sole 556
CHEMICAL FINANCIAL CORP Common Stock 163731102 360 14,872 SH Sole 360
CHURCHILL DOWNS INC Common Stock 171484108 528 8,417 SH Sole 528
CIGNA CORP Common Stock 125509109 293 6,212 SH Sole 293
CLAYTON WILLIAMS ENERGY INC Common Stock 969490101 267 5,140 SH Sole 267
CNA FINANCIAL CORP Common Stock 126117100 1372 51,191 SH Sole 1372
CNH GLOBAL N.V. Common Stock N20935206 1837 47,377 SH Sole 1837
COHERENT INC Common Stock 192479103 213 4,651 SH Sole 213
COMMUNITY TRUST BANCORP INC Common Stock 204149108 284 7,995 SH Sole 284
CONSTELLATION BRANDS INC-A Common Stock 21036P108 263 8,119 SH Sole 263
COPA HOLDINGS SA-CLASS A Common Stock P31076105 282 3,471 SH Sole 282
COPART INC Common Stock 217204106 239 8,606 SH Sole 239
CORE-MARK HOLDING CO INC Common Stock 218681104 286 5,952 SH Sole 286
COVIDIEN PLC Common Stock G2554F113 994 16,800 SH Sole 994
CRANE CO Common Stock 224399105 228 5,709 SH Sole 228
CREDIT ACCEPTANCE CORP Common Stock 225310101 355 4,155 SH Sole 355
CSG SYSTEMS INTL INC Common Stock 126349109 625 27,779 SH Sole 625
CTC MEDIA INC Common Stock 12642X106 153 16,862 SH Sole 153
CUBIC CORP Common Stock 229669106 447 8,920 SH Sole 447
CUMULUS MEDIA INC-CL A Common Stock 231082108 185 67,467 SH Sole 185
DELEK US HOLDINGS INC Common Stock 246647101 1645 64,540 SH Sole 1645
DELL INC Common Stock 24702R101 794 80,532 SH Sole 794
DELTA AIR LINES INC Common Stock 247361702 1828 199,515 SH Sole 1828
DELTEK INC Common Stock 24784L105 272 20,892 SH Sole 272
DELUXE CORP Common Stock 248019101 842 27,562 SH Sole 842
DENNY'S CORP Common Stock 24869P104 91 18,785 SH Sole 91
DIANA SHIPPING INC Common Stock Y2066G104 136 21,098 SH Sole 136
DISCOVER FINANCIAL SERVICES Common Stock 254709108 292 7,367 SH Sole 292
DISH NETWORK CORP-A Common Stock 25470M109 377 12,327 SH Sole 377
DOLE FOOD CO INC Common Stock 256603101 965 68,790 SH Sole 965
DOLLAR GENERAL CORP Common Stock 256677105 627 12,174 SH Sole 627
DOMINION RESOURCES INC/VA Common Stock 25746U109 232 4,378 SH Sole 232
DORMAN PRODUCTS INC Common Stock 258278100 703 22,309 SH Sole 703
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
EAGLE ROCK ENERGY PARTNERS Partnership
Shares 26985R104 521 54,497 SH Sole 521
ELECTRO RENT CORP Common Stock 285218103 202 11,398 SH Sole 202
ELECTRONICS FOR IMAGING Common Stock 286082102 214 12,855 SH Sole 214
ENBRIDGE ENERGY MANAGEMENT L Common Stock 29250X103 264 8,349 SH Sole 264
ENCORE WIRE CORP Common Stock 292562105 383 13,092 SH Sole 383
ENERGY TRANSFER EQUITY LP Partnership
Shares 29273V100 436 9,655 SH Sole 436
ENNIS INC Common Stock 293389102 294 18,132 SH Sole 294
ENSIGN GROUP INC/THE Common Stock 29358P101 323 10,550 SH Sole 323
ENSTAR GROUP LTD Common Stock G3075P101 913 9,162 SH Sole 913
EPIQ SYSTEMS INC Common Stock 26882D109 220 16,414 SH Sole 220
ERIE INDEMNITY COMPANY-CL A Common Stock 29530P102 243 3,819 SH Sole 243
EURONET WORLDWIDE INC Common Stock 298736109 413 21,982 SH Sole 413
FEDERAL-MOGUL CORP Common Stock 313549404 472 51,540 SH Sole 472
FIRST CITIZENS BCSHS -CL A Common Stock 31946M103 889 5,457 SH Sole 889
FIRST FINANCIAL CORP/INDIANA Common Stock 320218100 273 8,701 SH Sole 273
FIRST REPUBLIC BANK/CA Common Stock 33616C100 200 5,810 SH Sole 200
FISERV INC Common Stock 337738108 357 4,827 SH Sole 357
FLEXTRONICS INTL LTD Common Stock Y2573F102 542 90,284 SH Sole 542
FRANKLIN RESOURCES INC Common Stock 354613101 253 2,023 SH Sole 253
FRESH DEL MONTE PRODUCE INC Common Stock G36738105 659 25,736 SH Sole 659
FUTUREFUEL CORP Common Stock 36116M106 349 28,813 SH Sole 349
GARMIN LTD Common Stock H2906T109 479 11,485 SH Sole 479
GENERAC HOLDINGS INC Common Stock 368736104 615 26,881 SH Sole 615
GENERAL DYNAMICS CORP Common Stock 369550108 2496 38,044 SH Sole 2496
GENPACT LTD Common Stock G3922B107 209 12,514 SH Sole 209
GRAN TIERRA ENERGY INC Common Stock 38500T101 540 104,388 SH Sole 540
GRAPHIC PACKAGING HOLDING CO Common Stock 388689101 142 24,463 SH Sole 142
GREENLIGHT CAPITAL RE LTD-A Common Stock G4095J109 413 16,702 SH Sole 413
GSI GROUP INC Common Stock 36191C205 131 14,716 SH Sole 131
HARRIS CORP Common Stock 413875105 448 8,742 SH Sole 448
HARTE-HANKS INC Common Stock 416196103 232 33,469 SH Sole 232
HAWAIIAN HOLDINGS INC Common Stock 419879101 176 31,441 SH Sole 176
HCA HOLDINGS INC Common Stock 40412C101 1738 52,273 SH Sole 1738
HEALTHSOUTH CORP Common Stock 421924309 209 8,670 SH Sole 209
HELEN OF TROY LTD Common Stock G4388N106 827 25,983 SH Sole 827
HENRY SCHEIN INC Common Stock 806407102 427 5,395 SH Sole 427
HILLENBRAND INC Common Stock 431571108 372 20,438 SH Sole 372
HOLLYFRONTIER CORP Common Stock 436106108 1190 28,826 SH Sole 1190
HOLLYSYS AUTOMATION TECHNOLO Common Stock G45667105 417 42,747 SH Sole 417
HORMEL FOODS CORP Common Stock 440452100 580 19,943 SH Sole 580
HUBBELL INC -CL B Common Stock 443510201 321 3,981 SH Sole 321
ICAHN ENTERPRISES LP Partnership
Shares 451100101 990 24,276 SH Sole 990
IGATE CORP Common Stock 45169U105 455 25,050 SH Sole 455
INGREDION INC Common Stock 457187102 251 4,575 SH Sole 251
INNOSPEC INC Common Stock 45768S105 773 22,783 SH Sole 773
INSIGHT ENTERPRISES INC Common Stock 45765U103 728 41,651 SH Sole 728
INTERFACE INC Common Stock 458665304 147 11,117 SH Sole 147
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
INTERVAL LEISURE GROUP Common Stock 46113M108 382 20,220 SH Sole 382
INVESTORS BANCORP INC Common Stock 46146P102 734 40,347 SH Sole 734
IRIDIUM COMMUNICATIONS INC Common Stock 46269C102 170 23,230 SH Sole 170
IXYS CORPORATION Common Stock 46600W106 236 23,777 SH Sole 236
J & J SNACK FOODS CORP Common Stock 466032109 392 6,844 SH Sole 392
KANSAS CITY LIFE INS CO Common Stock 484836101 244 6,335 SH Sole 244
KAPSTONE PAPER AND PACKAGING Common Stock 48562P103 423 18,884 SH Sole 423
KAR AUCTION SERVICES INC Common Stock 48238T109 285 14,422 SH Sole 285
KELLOGG CO Common Stock 487836108 611 11,826 SH Sole 611
KKR & CO LP Partnership
Shares 48248M10 384 25,420 SH Sole 384
KKR FINANCIAL HOLDINGS LLC Partnership
Shares 48248A306 2370 235,847 SH Sole 2370
KRONOS WORLDWIDE INC Common Stock 50105F105 149 10,000 SH Sole 149
LEGACY RESERVES LP Partnership
Shares 524707304 823 28,556 SH Sole 823
LIBERTY MEDIA CORP - LIBER-A Common Stock 530322106 680 6,532 SH Sole 680
LINCOLN ELECTRIC HOLDINGS Common Stock 533900106 300 7,687 SH Sole 300
LINN ENERGY LLC-UNITS Partnership
Shares 536020100 960 23,268 SH Sole 960
LKQ CORP Common Stock 501889208 354 19,182 SH Sole 354
LOCKHEED MARTIN CORP Common Stock 539830109 342 3,658 SH Sole 342
LOEWS CORP Common Stock 540424108 468 11,338 SH Sole 468
LORAL SPACE & COMMUNICATIONS Common Stock 543881106 568 7,988 SH Sole 568
LYONDELLBASELL INDU-CL A Common Stock N53745100 905 17,521 SH Sole 905
MACQUARIE INFRASTRUCTURE CO Common Stock 55608B105 310 7,476 SH Sole 310
MAGELLAN MIDSTREAM PARTNERS Partnership
Shares 559080106 772 8,825 SH Sole 772
MAGNA INTERNATIONAL INC Common Stock 559222401 1207 27,901 SH Sole 1207
MAGNACHIP SEMICONDUCT Common Stock 55933J203 386 32,742 SH Sole 386
MAIDEN HOLDINGS LTD Common Stock G5753U112 398 44,735 SH Sole 398
MANULIFE FINANCIAL CORP Common Stock 56501R106 126 10,487 SH Sole 126
MARATHON PETROLEUM CORP Common Stock 56585A102 1062 19,457 SH Sole 1062
MATTEL INC Common Stock 577081102 300 8,453 SH Sole 300
MATTHEWS INTL CORP-CLASS A Common Stock 577128101 542 18,182 SH Sole 542
MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 282 4,565 SH Sole 282
MCGRATH RENTCORP Common Stock 580589109 364 14,068 SH Sole 364
METALS USA HOLDINGS CORP Common Stock 59132A104 605 45,287 SH Sole 605
METRO HEALTH NETWORKS INC Common Stock 592142103 132 14,097 SH Sole 132
MFC INDUSTRIAL LTD Common Stock 55278T105 232 27,967 SH Sole 232
MGE ENERGY INC Common Stock 55277P104 1069 20,168 SH Sole 1069
MICROSEMI CORP Common Stock 595137100 406 20,226 SH Sole 406
MINE SAFETY APPLIANCES CO Common Stock 602720104 342 9,165 SH Sole 342
MOLSON COORS BREWING CO -B Common Stock 60871R209 350 7,780 SH Sole 350
MOOG INC-CLASS A Common Stock 615394202 941 24,861 SH Sole 941
MTS SYSTEMS CORP Common Stock 553777103 574 10,716 SH Sole 574
MULTI-COLOR CORP Common Stock 625383104 280 12,107 SH Sole 280
MULTI-FINELINE ELECTRONIX IN Common Stock 62541B101 348 15,441 SH Sole 348
NACCO INDUSTRIES-CL A Common Stock 629579103 1125 8,967 SH Sole 1125
NATIONAL BEVERAGE CORP Common Stock 635017106 408 26,890 SH Sole 408
NATIONAL HEALTHCARE CORP Common Stock 635906100 327 6,845 SH Sole 327
NATIONAL INTERSTATE CORP Common Stock 63654U100 341 13,215 SH Sole 341
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
NATL WESTERN LIFE INS-CL A Common Stock 638522102 449 3,131 SH Sole 449
NAVIOS MARITIME HOLDINGS INC Common Stock Y62196103 629 174,809 SH Sole 629
NELNET INC-CL A Common Stock 64031N108 1390 58,564 SH Sole 1390
NET 1 UEPS TECHNOLOGIES INC Common Stock 64107N206 417 46,060 SH Sole 417
NEWPORT CORP Common Stock 651824104 123 11,078 SH Sole 123
NEXTERA ENERGY INC Common Stock 65339F101 2490 35,406 SH Sole 2490
NIELSEN HOLDINGS NV Common Stock N63218106 666 22,200 SH Sole 666
NL INDUSTRIES Common Stock 629156407 581 50,604 SH Sole 581
NORANDA ALUMINUM HOLDING COR Common Stock 65542W107 190 28,462 SH Sole 190
NORTHROP GRUMMAN CORP Common Stock 666807102 331 4,983 SH Sole 331
NUSTAR GP HOLDINGS LLC Partnership
Shares 67059L102 341 10,709 SH Sole 341
OGE ENERGY CORP Common Stock 670837103 289 5,243 SH Sole 289
OMNOVA SOLUTIONS INC Common Stock 682129101 99 13,060 SH Sole 99
ORBOTECH LTD Common Stock M75253100 249 29,056 SH Sole 249
ORTHOFIX INTERNATIONAL NV Common Stock N6748L102 323 7,215 SH Sole 323
PACCAR INC Common Stock 693718108 370 9,256 SH Sole 370
PDL BIOPHARMA INC Common Stock 69329Y104 1281 166,411 SH Sole 1281
PENDRELL CORP Common Stock 70686R104 121 107,060 SH Sole 121
PENSKE AUTOMOTIVE GROUP INC Common Stock 70959W103 210 6,992 SH Sole 210
PERFICIENT INC Common Stock 71375U101 165 13,678 SH Sole 165
PILGRIM'S PRIDE CORP Common Stock 72147K108 107 20,973 SH Sole 107
PIONEER SOUTHWEST ENERGY PAR Partnership
Shares 72388B106 934 36,314 SH Sole 934
PLAINS ALL AMER PIPELINE LP Partnership
Shares 726503105 1787 20,261 SH Sole 1787
PPL CORPORATION Common Stock 69351T106 369 12,695 SH Sole 369
PREMIERE GLOBAL SERVICES INC Common Stock 740585104 133 14,274 SH Sole 133
PRUDENTIAL FINANCIAL INC Common Stock 744320102 229 4,192 SH Sole 229
PUBLIC SERVICE ENTERPRISE GP Common Stock 744573106 1068 33,197 SH Sole 1068
QUAKER CHEMICAL CORP Common Stock 747316107 228 4,913 SH Sole 228
RAYTHEON COMPANY Common Stock 755111507 1411 24,911 SH Sole 1411
REINSURANCE GROUP OF AMERICA Common Stock 759351604 460 7,950 SH Sole 460
REVLON INC-CLASS A Common Stock 761525609 562 36,371 SH Sole 562
REYNOLDS AMERICAN INC Common Stock 761713106 1793 41,378 SH Sole 1793
RUSH ENTERPRISES INC-CL A Common Stock 781846209 266 13,819 SH Sole 266
SABINE ROYALTY TRUST Common Stock 785688102 382 7,421 SH Sole 382
SAFE BULKERS INC Common Stock Y7388L103 792 136,518 SH Sole 792
SAFEGUARD SCIENTIFICS INC Common Stock 786449207 346 22,072 SH Sole 346
SAIC INC Common Stock 78390X101 361 30,296 SH Sole 361
SANDY SPRING BANCORP INC Common Stock 800363103 250 12,984 SH Sole 250
SANMINA-SCI CORP Common Stock 800907206 204 23,945 SH Sole 204
SAUER-DANFOSS INC Common Stock 804137107 716 17,812 SH Sole 716
SCANSOURCE INC Common Stock 806037107 608 18,978 SH Sole 608
SCHOLASTIC CORP Common Stock 807066105 346 10,875 SH Sole 346
SCHULMAN (A.) INC Common Stock 808194104 503 21,102 SH Sole 503
SCICLONE PHARMACEUTICALS INC Common Stock 80862K104 192 34,522 SH Sole 192
SEABOARD CORP Common Stock 811543107 533 236 SH Sole 533
SEAGATE TECHNOLOGY Common Stock G7945M107 2390 77,192 SH Sole 2390
SEI INVESTMENTS COMPANY Common Stock 784117103 213 9,946 SH Sole 213
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
SELECT MEDICAL HOLDINGS CORP Common Stock 81619Q105 1087 96,762 SH Sole 1087
SEMPRA ENERGY Common Stock 816851109 986 15,290 SH Sole 986
SERVICE CORP INTERNATIONAL Common Stock 817565104 198 14,774 SH Sole 198
SHIP FINANCE INTL LTD Common Stock G81075106 333 21,171 SH Sole 333
SINCLAIR BROADCAST GROUP-A Common Stock 829226109 275 24,572 SH Sole 275
SJW CORP Common Stock 784305104 288 11,374 SH Sole 288
SNAP-ON INC Common Stock 833034101 372 5,179 SH Sole 372
SOUTHERN COPPER CORP Common Stock 84265V105 2632 76,592 SH Sole 2632
SOUTHSIDE BANCSHARES INC Common Stock 84470P109 260 11,933 SH Sole 260
SPEEDWAY MOTORSPORTS INC Common Stock 847788106 418 27,138 SH Sole 418
SS&C TECHNOLOGIES HOLDINGS Common Stock 78467J100 487 19,318 SH Sole 487
STANDEX INTERNATIONAL CORP Common Stock 854231107 313 7,050 SH Sole 313
STEINER LEISURE LTD Common Stock P8744Y102 464 9,965 SH Sole 464
STEPAN CO Common Stock 858586100 738 7,682 SH Sole 738
STERLING FINL CORP/SPOKANE Common Stock 859319303 520 23,332 SH Sole 520
STRYKER CORP Common Stock 863667101 1319 23,689 SH Sole 1319
SUN HYDRAULICS CORP Common Stock 866942105 280 10,527 SH Sole 280
SUNOCO LOGISTICS PARTNERS LP Partnership
Shares 86764L108 725 15,540 SH Sole 725
SUPER MICRO COMPUTER INC Common Stock 86800U104 253 21,067 SH Sole 253
SUPERIOR INDUSTRIES INTL Common Stock 868168105 375 21,948 SH Sole 375
SUSSER HOLDINGS CORP Common Stock 869233106 272 7,516 SH Sole 272
SYMETRA FINANCIAL CORP Common Stock 87151Q106 868 70,564 SH Sole 868
SYNNEX CORP Common Stock 87162W100 649 19,933 SH Sole 649
SYSTEMAX INC Common Stock 871851101 377 31,894 SH Sole 377
TAYLOR CAPITAL GROUP INC Common Stock 876851106 295 17,254 SH Sole 295
TC PIPELINES LP Partnership
Shares 87233Q108 241 5,345 SH Sole 241
TE CONNECTIVITY LTD Common Stock H84989104 991 29,133 SH Sole 991
TEAM HEALTH HOLDINGS INC Common Stock 87817A107 517 19,058 SH Sole 517
TELETECH HOLDINGS INC Common Stock 879939106 636 37,317 SH Sole 636
TEXTAINER GROUP HOLDINGS LTD Common Stock G8766E109 966 31,628 SH Sole 966
THOMSON REUTERS CORP Common Stock 884903105 1289 44,666 SH Sole 1289
TIME WARNER CABLE Common Stock 88732J207 1205 12,673 SH Sole 1205
TOWERS WATSON & CO-CL A Common Stock 891894107 340 6,411 SH Sole 340
TREDEGAR CORP Common Stock 894650100 191 10,774 SH Sole 191
TRIMAS CORP Common Stock 896215209 377 15,631 SH Sole 377
TRIPLE-S MANAGEMENT CORP-B Common Stock 896749108 265 12,693 SH Sole 265
TRW AUTOMOTIVE HOLDINGS CORP Common Stock 87264S106 979 22,407 SH Sole 979
TUTOR PERINI CORP Common Stock 901109108 370 32,326 SH Sole 370
UNIFIRST CORP/MA Common Stock 904708104 312 4,677 SH Sole 312
UNION FIRST MARKET BANKSHARE Common Stock 90662P104 249 16,029 SH Sole 249
UNIT CORP Common Stock 909218109 280 6,736 SH Sole 280
UNITED FIRE GROUP INC Common Stock 910340108 276 10,964 SH Sole 276
UNITED ONLINE INC Common Stock 911268100 489 88,546 SH Sole 489
UTI WORLDWIDE INC Common Stock G87210103 197 14,643 SH Sole 197
VERINT SYSTEMS INC Common Stock 92343X100 309 11,278 SH Sole 309
VIACOM INC-CLASS B Common Stock 92553P201 2527 47,150 SH Sole 2527
VIASYSTEMS GROUP INC Common Stock 92553H803 199 11,519 SH Sole 199
Voting
Authority
----------
Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Title of class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ---------------- --------- -------- ------------- --- ---- ------- ---------- ---------- ------ ----
VIRTUSA CORP Common Stock 92827P102 219 12,322 SH Sole 219
WARNER CHILCOTT PLC-CLASS A Common Stock G94368100 463 34,274 SH Sole 463
WASHINGTON TRUST BANCORP Common Stock 940610108 262 9,959 SH Sole 262
WEIS MARKETS INC Common Stock 948849104 566 13,371 SH Sole 566
WELLPOINT INC Common Stock 94973V107 930 16,025 SH Sole 930
WESBANCO INC Common Stock 950810101 331 15,967 SH Sole 331
WEST PHARMACEUTICAL SERVICES Common Stock 955306105 380 7,180 SH Sole 380
WESTERN DIGITAL CORP Common Stock 958102105 387 9,999 SH Sole 387
WILEY (JOHN) & SONS-CLASS A Common Stock 968223206 236 5,136 SH Sole 236
XEROX CORP Common Stock 984121103 128 17,455 SH Sole 128
YONGYE INTERNATIONAL INC Common Stock 98607B106 52 11,295 SH Sole 52
ZEBRA TECHNOLOGIES CORP-CL A Common Stock 989207105 402 10,718 SH Sole 402
TOTAL 149,767