Blackthorn Investment as of Dec. 31, 2012
Portfolio Holdings for Blackthorn Investment
Blackthorn Investment holds 0 positions in its portfolio as reported in the December 2012 quarterly 13F filing
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FORM 13F INFORMATION TABLE
TITLE OF VALUE SHRS/ INVEST OTHER VOTING
NAME OF ISSUER CLASS CUSIP x $1000 PUT/CALL DISCRE MNGRS AUTHOR
1ST UNITED BANCORP INC. COM 33740N105 158 25,260 SOLE NA SOLE
ACACIA RESEARCH CORP COM COM 003881307 624 24,309 SOLE NA SOLE
ACE LIMITED COM STK COM H0023R105 741 9,282 SOLE NA SOLE
ACTIVISION BLIZZARD INC C COM 00507V109 763 71,809 SOLE NA SOLE
ADVANCE AUTO PTS INC COM COM 00751Y106 488 6,741 SOLE NA SOLE
AEGERION PHARMACEUTICALS COM 00767E102 679 26,735 SOLE NA SOLE
AGNICO COM COM 008474108 582 11,097 SOLE NA SOLE
ALEXANDRIA REAL ESTATE EQ COM 015271109 572 8,250 SOLE NA SOLE
ALLIED NEVADA GOLD CORP COM 019344100 578 19,193 SOLE NA SOLE
ALLSCRIPTS HEALT COM 01988P108 698 74,097 SOLE NA SOLE
AMAZON COM INC COM COM 023135106 1,254 5,000 SOLE NA SOLE
AMER CMPS COMM COM 024835100 1,699 36,831 SOLE NA SOLE
AMERICAN AXLE & MFG HLDGS COM 024061103 501 44,738 SOLE NA SOLE
AMERICAN CAP STRATEGIES L COM 02503Y103 486 40,446 SOLE NA SOLE
AMERICAN CAPITAL AGENCY C COM 02503X105 870 30,118 SOLE NA SOLE
AMERICAN CAPITAL MORTGAGE COM 02504A104 729 30,948 SOLE NA SOLE
AMERICAN EAGLE OUTFITTERS COM 02553E106 501 24,413 SOLE NA SOLE
AMERICAN EXPRESS CO COM 025816109 572 9,954 SOLE NA SOLE
AMERICAN INTERNATIONAL GR COM 026874784 1,051 29,765 SOLE NA SOLE
AMERICAN REA CAP COM 02917L101 969 83,963 SOLE NA SOLE
AMERIS BANCORP COM COM 03076K108 254 20,326 SOLE NA SOLE
AMGEN INC COM COM 031162100 681 7,904 SOLE NA SOLE
AOL INC COM 00184X105 756 25,519 SOLE NA SOLE
APOLLO RESIDENTIAL MORTGA COM 03763V102 1,092 54,100 SOLE NA SOLE
APPLE INC COM COM 037833100 1,258 2,364 SOLE NA SOLE
ARBOR REALTY TRUST INC CO COM 038923108 300 50,000 SOLE NA SOLE
ARLINGTON ASSET INVT CORP COM 041356205 932 44,851 SOLE NA SOLE
ARMSTRONG WLD COM 04247X102 597 11,765 SOLE NA SOLE
ASCENA RETAIL GROUP INC COM 04351G101 488 26,396 SOLE NA SOLE
ATLAS ENERGY L P COM COM 04930A104 1,573 45,291 SOLE NA SOLE
ATLAS PIPELINE PARTNERS L COM 049392103 2,582 81,785 SOLE NA SOLE
AVALONBAY COMMUNITIES INC COM 053484101 2,169 16,000 SOLE NA SOLE
BAKER HUGHES INC COM 057224107 496 12,139 SOLE NA SOLE
BALLY TECH INC COM COM 05874B107 485 10,839 SOLE NA SOLE
BANCORPSOUTH INC COM COM 059692103 740 50,872 SOLE NA SOLE
BANK MUTUAL CORP COM COM 063750103 110 25,601 SOLE NA SOLE
BANK OF COMMERCE HLDS COM COM 06424J103 361 78,476 SOLE NA SOLE
BANNER CORP COM COM 06652V208 528 17,177 SOLE NA SOLE
BARRICK GOLD CORP COM COM 067901108 577 16,471 SOLE NA SOLE
BENEFICIAL MUTAL COM 08173R104 364 38,356 SOLE NA SOLE
BERRY PETE CO CL A COM 085789105 6,542 195,000 SOLE NA SOLE
BK OF MARIN BNCP COM 063425102 667 17,793 SOLE NA SOLE
BLACKSTONE GROUP LP COM 09253U108 574 36,809 SOLE NA SOLE
BMC SOFTWARE INC COM COM 055921100 1,620 40,881 SOLE NA SOLE
BNC BANCORP COM COM 05566T101 81 10,089 SOLE NA SOLE
BOFI HOLDINGINC COM COM 05566U108 504 18,135 SOLE NA SOLE
BOSTON PROPERTIES INC MA COM 101121101 2,137 20,200 SOLE NA SOLE
BRE PROPERTIES INC CL A COM 05564E106 2,509 49,370 SOLE NA SOLE
BRIDGE CAP HLDGS COM COM 108030107 165 10,594 SOLE NA SOLE
BROADCOM CORP CL A COM 111320107 1,076 32,385 SOLE NA SOLE
BROCADE COMMUNICATIONS SY COM 111621306 851 159,639 SOLE NA SOLE
BROOKFIELD ASSET MGMT COM 112585104 570 15,549 SOLE NA SOLE
BROOKFIELD PPTY CORP CAD COM 112900105 563 33,096 SOLE NA SOLE
BROWN & BROWN INC COM COM 115236101 566 22,242 SOLE NA SOLE
BROWN-FORMAN CORP CL B COM 115637209 260 4,118 SOLE NA SOLE
BSB BANCORP INC/MA COM 05573H108 420 34,338 SOLE NA SOLE
CA INC COM COM 12673P105 762 34,677 SOLE NA SOLE
CABELA'S INC COM COM 126804301 494 11,822 SOLE NA SOLE
CAMDEN PROPERTY TRUST COM COM 133131102 850 12,458 SOLE NA SOLE
CAPE BANCORP INC COM COM 139209100 304 34,929 SOLE NA SOLE
CARDINAL FINL CORP COM COM 14149F109 585 35,900 SOLE NA SOLE
CARNIVAL CORP COM 143658300 482 13,104 SOLE NA SOLE
CARRIZO OIL & GAS INC COM COM 144577103 5,318 254,190 SOLE NA SOLE
CATAMARAN CORP COM STK COM 148887102 687 14,581 SOLE NA SOLE
CBL & ASSOCIATES PROPERTI COM 124830100 2,419 114,033 SOLE NA SOLE
CBOE HOLDINGS INC COM 12503M108 567 19,239 SOLE NA SOLE
CDN NATURAL COM COM 136385101 491 16,990 SOLE NA SOLE
CENOVUS ENRG COM 15135U109 2,669 79,590 SOLE NA SOLE
CENTRAL PAC FINL CORP COM COM 154760409 547 35,078 SOLE NA SOLE
CF INDS HLDGS INC COM COM 125269100 569 2,802 SOLE NA SOLE
CFS BANCORP INC COM COM 12525D102 132 21,108 SOLE NA SOLE
CHARLES RIVER LABORATORIE COM 159864107 689 18,399 SOLE NA SOLE
CHARTER FINANCIAL CORP W COM 16122M100 531 50,103 SOLE NA SOLE
CHESAPEAKE ENERGY CORP CO COM 165167107 1,684 101,294 SOLE NA SOLE
CHESAPEAKE LODGING TRUST COM 165240102 2,251 107,822 SOLE NA SOLE
CHICOPEE BANCORP COM 168565109 591 37,183 SOLE NA SOLE
CHUBB CORP COM COM 171232101 1,424 18,903 SOLE NA SOLE
CIENA CORP COM COM 171779309 923 58,765 SOLE NA SOLE
CIMAREX ENERGY CO COM COM 171798101 492 8,528 SOLE NA SOLE
CINEMARK HOLDINGS INC COM 17243V102 493 18,994 SOLE NA SOLE
CINTAS CORP COM COM 172908105 587 14,341 SOLE NA SOLE
CIRRUS LOGIC INC COM COM 172755100 799 27,593 SOLE NA SOLE
CISCO SYSTEMS INC COM COM 17275R102 1,864 94,864 SOLE NA SOLE
CITIZENS REP BANCORP INC COM 174420307 548 28,892 SOLE NA SOLE
CLIFTON SVGS BNK COM 18712Q103 282 25,000 SOLE NA SOLE
CLOUD PEAK ENERGY INC COM COM 18911Q102 492 25,453 SOLE NA SOLE
CME GROUP INC COM COM 12572Q105 568 11,207 SOLE NA SOLE
CNOOC LTD ADR COM 126132109 4,429 20,131 SOLE NA SOLE
COACH INC COM COM 189754104 487 8,767 SOLE NA SOLE
COBIZ FINANCIAL INC COM 190897108 346 46,258 SOLE NA SOLE
COCA COLA CO COM COM 191216100 258 7,119 SOLE NA SOLE
COLUMBIA BKG SYS INC COM COM 197236102 718 40,000 SOLE NA SOLE
COMCAST CORP SPL A COM 20030N200 485 13,494 SOLE NA SOLE
COMMUNITY HEALTH SYSTEMS COM 203668108 695 22,593 SOLE NA SOLE
CONCHO RESOURCES INC COM COM 20605P101 501 6,224 SOLE NA SOLE
CONSTANT CONTACT INC COM COM 210313102 158 11,094 SOLE NA SOLE
CONSTELLATION BRANDS INC COM 21036P108 263 7,441 SOLE NA SOLE
CONTINENTAL RESOURCES INC COM 212015101 4,461 60,704 SOLE NA SOLE
COOPER COS INC COM COM 216648402 681 7,365 SOLE NA SOLE
COOPER TIRE & RUBBER CO C COM 216831107 491 19,361 SOLE NA SOLE
COPART INC COM COM 217204106 583 19,752 SOLE NA SOLE
CORNING INC COM COM 219350105 183 14,513 SOLE NA SOLE
CROWN HOLDINGS INC COM COM 228368106 568 15,418 SOLE NA SOLE
CSX CORP COM COM 126408103 587 29,748 SOLE NA SOLE
CUBESMART COM COM 229663109 853 58,531 SOLE NA SOLE
CVB FINL CORP COM COM 126600105 260 25,000 SOLE NA SOLE
CYTEC INDUSTRIES INC COM COM 232820100 563 8,183 SOLE NA SOLE
DAVITA HEALTCARE PARTN COM 23918K108 685 6,194 SOLE NA SOLE
DDR CORP COM COM 23317H102 1,566 100,023 SOLE NA SOLE
DELEK US HOLDINGS COM 246647101 2,555 100,902 SOLE NA SOLE
DELL INC COM COM 24702R101 620 61,129 SOLE NA SOLE
DEVON ENERGY CORP COM COM 25179M103 484 9,308 SOLE NA SOLE
DIRECTV COM STK COM 25490A309 485 9,675 SOLE NA SOLE
DOLBY LABORATORIES INC CL COM 25659T107 766 26,124 SOLE NA SOLE
DONALDSON INC COM COM 257651109 585 17,811 SOLE NA SOLE
EAGLE BANCORP INC COM COM 268948106 511 25,579 SOLE NA SOLE
EASTERN VIRGINIA BANCSHAR COM 277196101 266 49,266 SOLE NA SOLE
EBAY INC COM COM 278642103 1,992 39,068 SOLE NA SOLE
EL PASO PIPELINE PARTN COM 283702108 495 13,396 SOLE NA SOLE
ELDORADO GOLD CAD COM NEW COM 284902103 571 44,362 SOLE NA SOLE
ELLIE MAE INC COM 28849P100 774 27,876 SOLE NA SOLE
ELLINGTON FINANCIAL LLC COM 288522303 755 33,619 SOLE NA SOLE
EMC CORP MASS COM COM 268648102 479 18,950 SOLE NA SOLE
EMULEX CORP COM N COM 292475209 74 10,107 SOLE NA SOLE
ENERGEN CORP COM COM 29265N108 2,059 45,666 SOLE NA SOLE
ENERGY TRANSFER EQUITY L COM 29273V100 495 10,887 SOLE NA SOLE
ENTERPRISE PRODS PARTNERS COM 293792107 494 9,872 SOLE NA SOLE
ENTERTAINMENT PROPERTIES COM 26884U109 3,162 68,568 SOLE NA SOLE
EQUITY LIFESTYLE PROPERTI COM 29472R108 2,512 37,324 SOLE NA SOLE
EQUITY ONE INC COM COM 294752100 1,771 84,276 SOLE NA SOLE
ESSA BANCORP COM 29667D104 611 56,121 SOLE NA SOLE
ESSEX PPTY TR INC COM COM 297178105 1,790 12,208 SOLE NA SOLE
EV ENERGY PARTNERS L P CO COM 26926V107 5,588 98,804 SOLE NA SOLE
EVANS BANCORP INC COM COM 29911Q208 301 19,391 SOLE NA SOLE
EXPRESS SCRIPTS HOLDI COM 30219G108 689 12,761 SOLE NA SOLE
EXTRA SPACE STORAGE INC COM 30225T102 2,568 70,562 SOLE NA SOLE
EXXON MOBIL CORP COM COM 30231G102 15,579 180,000 SOLE NA SOLE
FEDERAL REALTY INVESTMENT COM 313747206 2,207 21,216 SOLE NA SOLE
FIDELITY NATIONAL INFORMA COM 31620M106 766 21,991 SOLE NA SOLE
FINANCIAL INSTNS INC COM COM 317585404 274 14,703 SOLE NA SOLE
FIRST BANCORP NC COMSTK COM 318910106 198 15,463 SOLE NA SOLE
FIRST CALIFORNIA FINAN COM 319395109 387 50,100 SOLE NA SOLE
FIRST FNL NW INC COM 32022K102 227 30,000 SOLE NA SOLE
FIRST MAJESTIC SILVER COR COM 32076V103 567 28,060 SOLE NA SOLE
FIRST MIDWEST BANCORP INC COM 320867104 570 45,545 SOLE NA SOLE
FIRST REPUBLIC BANK/SAN F COM 33616C100 1,062 32,407 SOLE NA SOLE
FIRST SEC GROUP INC COM COM 336312202 66 29,610 SOLE NA SOLE
FLOTEK INDS INC DEL COM COM 343389102 8,540 700,000 SOLE NA SOLE
FMC TECHNOLOGIES INC COM COM 30249U101 9,192 214,616 SOLE NA SOLE
FOOT LOCKER INC COM COM 344849104 484 15,053 SOLE NA SOLE
FORBES ENERGY SERVICES LT COM 345143101 578 228,351 SOLE NA SOLE
FORTINET INC COM 34959E109 276 13,150 SOLE NA SOLE
FORTUNE BRANDS HOME & SEC COM 34964C106 585 20,037 SOLE NA SOLE
FOX CHASE BANCORP INC C COM 35137T108 861 51,727 SOLE NA SOLE
FRANCO NEVADA CORP C COM 351858105 566 9,907 SOLE NA SOLE
FRANKLIN RESOURCES INC. C COM 354613101 562 4,468 SOLE NA SOLE
FRESH MARKET INC COM 35804H106 259 5,381 SOLE NA SOLE
FULTON FINL CORP PA COM COM 360271100 799 83,135 SOLE NA SOLE
GALLAGHER ARTHUR J & CO C COM 363576109 564 16,281 SOLE NA SOLE
GAP INC COM COM 364760108 486 15,671 SOLE NA SOLE
GARDNER DENVER INC COM COM 365558105 586 8,557 SOLE NA SOLE
GEO GROUP INC COM 36159R103 598 21,216 SOLE NA SOLE
GEVO INC COM 374396109 309 200,343 SOLE NA SOLE
GILDAN ACTIVEWEAR INC COM COM 375916103 489 13,374 SOLE NA SOLE
GLADSTONE CAPITAL CORP CO COM 376535100 247 30,273 SOLE NA SOLE
GNC HOLDING INC COM 36191G107 490 14,734 SOLE NA SOLE
GOLDCORP INC NEW CAD NPV COM 380956409 575 15,662 SOLE NA SOLE
GOODYEAR TIRE & RUBR CO C COM 382550101 495 35,837 SOLE NA SOLE
GRACE W R & CO DEL NEW CO COM 38388F108 564 8,395 SOLE NA SOLE
GUARANTY BANCORP COM COM 40075T102 100 51,089 SOLE NA SOLE
HAIN CELESTIAL GROUP INC COM 405217100 265 4,885 SOLE NA SOLE
HALCON RES CORP COM STK COM 40537Q209 501 72,383 SOLE NA SOLE
HAMPDEN BANCORP INC COM COM 40867E107 381 25,413 SOLE NA SOLE
HANMI FINL CORP COM COM 410495204 340 25,000 SOLE NA SOLE
HCA HLDGS INC COM COM 40412C101 671 22,253 SOLE NA SOLE
HEALTHCARE REALTY TRUST C COM 421946104 1,099 45,789 SOLE NA SOLE
HEALTHSOUTH CORP COM COM 421924309 689 32,628 SOLE NA SOLE
HERITAGE COMM CORP COM COM 426927109 423 60,629 SOLE NA SOLE
HERITAGE FINANCIAL GROUP COM 42726X102 346 25,069 SOLE NA SOLE
HIGHWOODS PROPERTIES INC COM 431284108 2,205 65,908 SOLE NA SOLE
HOLLYFRONTIER CORP COM COM 436106108 2,328 50,000 SOLE NA SOLE
HOME BANCORP INC COM 43689E107 618 33,847 SOLE NA SOLE
HOME TRST BNCSHR COM 437872104 272 20,128 SOLE NA SOLE
HORIZON TECHNOLOGY FINANC COM 44045A102 224 15,000 SOLE NA SOLE
HOST HOTELS & RESORTS INC COM 44107P104 1,567 100,000 SOLE NA SOLE
HUDSON PACIFIC PROPERTIES COM 444097109 213 10,106 SOLE NA SOLE
HUNTSMAN CORP COM COM 447011107 566 35,602 SOLE NA SOLE
HYATT HOTELS CORP COM COM 448579102 565 14,658 SOLE NA SOLE
IAMGOLD CORP COM S COM 450913108 582 50,700 SOLE NA SOLE
ILLINOIS TOOL WKS INC COM COM 452308109 585 9,617 SOLE NA SOLE
INFINERA CORP COM 45667G103 191 32,959 SOLE NA SOLE
INTERCONTINENTAL HOTELS G COM 45857P400 1,614 58,022 SOLE NA SOLE
INTERNATIONAL GAME TECHN COM 459902102 496 35,028 SOLE NA SOLE
INTUITIVE SURGICAL INC COM 46120E602 686 1,398 SOLE NA SOLE
INVENSENSE INC CL A COM 46123D205 772 69,512 SOLE NA SOLE
INVESTORS BANCRP COM 46146P102 356 20,000 SOLE NA SOLE
IRON MOUNTAIN INC COM COM 462846106 586 18,870 SOLE NA SOLE
ISHARES S^P PREF STK INDX COM 464288687 7,924 200,000 SOLE NA SOLE
JACOBS ENGR GROUP INC COM COM 469814107 587 13,782 SOLE NA SOLE
JAVELIN MORTGAGE INVESTME COM 47200B104 668 35,000 SOLE NA SOLE
JDS UNIPHASE CORP COM COM 46612J507 477 35,335 SOLE NA SOLE
JIVE SOFTWARE INC COM 47760A108 454 31,257 SOLE NA SOLE
JP MORGAN ALERIAN MLP ETN COM 46625H365 15,269 397,021 SOLE NA SOLE
KCAP FINANCIAL INC COM S COM 48668E101 419 45,576 SOLE NA SOLE
KILROY REALTY CORPORATION COM 49427F108 1,763 37,208 SOLE NA SOLE
KINDER MORGAN ENERGY PART COM 494550106 2,473 31,000 SOLE NA SOLE
KINDER MORGAN MANAGEMENT COM 49455U100 499 6,618 SOLE NA SOLE
LAKELAND BANCORP INC COM COM 511637100 205 20,179 SOLE NA SOLE
LAMAR ADVERTISING COCL A COM 512815101 485 12,518 SOLE NA SOLE
LAS VEGAS SANDS CORP COM COM 517834107 487 10,558 SOLE NA SOLE
LEHIGH GAS PARTNERS LP COM 524814100 552 29,700 SOLE NA SOLE
LIBERTY MEDIA CORP C INTE COM 53071M104 496 25,193 SOLE NA SOLE
LIBERTY PROPERTY TRUST CO COM 531172104 2,236 62,486 SOLE NA SOLE
LINDSAY CO CO CO COM 535555106 801 10,000 SOLE NA SOLE
LINN ENERGY LLC COM COM 536020100 485 13,768 SOLE NA SOLE
LIONS GATE ENTERTAINMENT COM 535919203 500 30,497 SOLE NA SOLE
LIQUIDITY SERVICES INC CO COM 53635B107 795 19,464 SOLE NA SOLE
LKQ CORP COM COM 501889208 483 22,880 SOLE NA SOLE
LOEWS CORP COM COM 540424108 9,219 226,228 SOLE NA SOLE
LPL FINANCIAL HOLDIN GS I COM 50212V100 561 19,939 SOLE NA SOLE
MACK-CALI REALTY CORP COM COM 554489104 2,292 87,786 SOLE NA SOLE
MADDEN STEVEN LTD COM COM 556269108 492 11,650 SOLE NA SOLE
MAGELLAN MIDSTREAM PARTNE COM 559080106 493 11,410 SOLE NA SOLE
MARATHON PETROLEUM CORP COM 56585A102 3,822 60,660 SOLE NA SOLE
MARKWEST ENERGY PARTNERS COM 570759100 496 9,730 SOLE NA SOLE
MARRIOTT INTERNATIONAL IN COM 571903202 2,656 71,266 SOLE NA SOLE
MARVELL TECHNOLOGY GROUP COM G5876H105 146 20,131 SOLE NA SOLE
MB FINANCIAL INC COM 55264U108 499 25,285 SOLE NA SOLE
MDU RES GROUP INC COM COM 552690109 1,906 89,753 SOLE NA SOLE
MEDIVATION INC COM COM 58501N101 686 13,405 SOLE NA SOLE
MEDLEY CAPITAL COM 58503F106 734 50,424 SOLE NA SOLE
MERCK & CO COM 58933Y105 677 16,528 SOLE NA SOLE
MERIDIAN INTERSTATE BANCO COM 58964Q104 378 22,529 SOLE NA SOLE
METRO BANCORP INC PA CO COM 59161R101 543 41,060 SOLE NA SOLE
METROCORP BANCSHARES INC COM 591650106 768 69,868 SOLE NA SOLE
METROPCS COMMUNICATIONS I COM 591708102 953 95,901 SOLE NA SOLE
MICROFINANCIAL INC COM COM 595072109 447 61,411 SOLE NA SOLE
MICROSOFT CORP COM COM 594918104 387 14,500 SOLE NA SOLE
MICROSTRATEGY INC COM COM 594972408 935 10,012 SOLE NA SOLE
MID-AMERICA APARTMENT COM COM 59522J103 1,696 26,188 SOLE NA SOLE
MIDDLEBY CORP COM COM 596278101 593 4,622 SOLE NA SOLE
MONDELEZ INT CLA COM S COM 609207105 260 10,223 SOLE NA SOLE
MONSTER BEVERAGE CORP COM COM 611740101 262 4,965 SOLE NA SOLE
MUTUALFIRST FINANCIAL INC COM 62845B104 185 16,198 SOLE NA SOLE
NABORS INDUSTRIES LTD COM COM G6359F103 1,454 100,649 SOLE NA SOLE
NAUGATUCK VY FINL CORP CO COM 63906P107 135 20,291 SOLE NA SOLE
NETAPP INC C COM COM 64110D104 1,037 30,910 SOLE NA SOLE
NEW GOLD COM 644535106 581 52,688 SOLE NA SOLE
NEW WESTFIELD FINANCIAL C COM 96008P104 217 30,000 SOLE NA SOLE
NEWCASTLE INVT CORP NEW C COM 65105M108 1,096 126,309 SOLE NA SOLE
NEWFIELD EXPL CO COM COM 651290108 2,727 101,816 SOLE NA SOLE
NEWPORT BANCORP INC COM COM 651754103 526 31,937 SOLE NA SOLE
NEWS CORP CL B COM 65248E203 495 18,871 SOLE NA SOLE
NEXEN INC COM COM 65334H102 14,924 553,985 SOLE NA SOLE
NORDSON CORP COM COM 655663102 593 9,397 SOLE NA SOLE
NORFOLK SOUTHN CORP COM COM 655844108 590 9,534 SOLE NA SOLE
NORTH VY BANCORP COM COM 66304M204 1,062 74,603 SOLE NA SOLE
NORTHSTAR RLTY FIN C COM 66704R100 563 80,000 SOLE NA SOLE
NUANCE COMMUNICATIONS INC COM 67020Y100 769 34,441 SOLE NA SOLE
NUSTAR ENERGY UT COM 67058H102 482 11,344 SOLE NA SOLE
NVIDIA CORP COM COM 67066G104 767 62,538 SOLE NA SOLE
OCCIDENTAL PETE CORP COM 674599105 15,156 197,839 SOLE NA SOLE
OCEAN SHORE HOLDING CO CO COM 67501R103 707 47,750 SOLE NA SOLE
OCWEN FINL CORP COM COM 675746309 581 16,784 SOLE NA SOLE
OFS CAPITAL CORP COM 67103B100 483 35,294 SOLE NA SOLE
OIL STS INTL INC COM COM 678026105 11,033 154,221 SOLE NA SOLE
OLD NATIONAL BANCORPEVANS COM 680033107 784 66,042 SOLE NA SOLE
OMNIAMERICAN BANCORP INC COM 68216R107 724 31,320 SOLE NA SOLE
ORACLE CORP COM COM 68389X105 2,593 77,816 SOLE NA SOLE
ORITANI FINANCIAL CORP COM 68633D103 341 22,252 SOLE NA SOLE
OSI SYSTEMS INC COM COM 671044105 763 11,918 SOLE NA SOLE
PACIFIC PREMIER BANCORP C COM 69478X105 889 86,805 SOLE NA SOLE
PANERA BREAD CO CL A COM 69840W108 487 3,064 SOLE NA SOLE
PAREXEL INTERNATIONAL COR COM 699462107 693 23,425 SOLE NA SOLE
PAYCHEX INC COM COM 704326107 760 24,444 SOLE NA SOLE
PENN VA CORP COM COM 707882106 1,718 389,517 SOLE NA SOLE
PENNANTPARK FLOATING CAPI COM 70806A106 254 20,000 SOLE NA SOLE
PENNANTPARK INVT CORP COM COM 708062104 394 35,848 SOLE NA SOLE
PENNYMAC MORTGAGE INVESTM COM 70931T103 1,150 45,466 SOLE NA SOLE
PEOPLE FED BANC COM 711037101 380 21,860 SOLE NA SOLE
PETROLEO BRASIL COM 71654V408 15,786 810,782 SOLE NA SOLE
PHARMACYCLICS INC COM COM 716933106 679 11,751 SOLE NA SOLE
PHILIP MORRIS INTL COM 718172109 259 3,095 SOLE NA SOLE
PLAINS EXPLORATION & PROD COM 726505100 8,917 189,959 SOLE NA SOLE
PRICE T ROWE GROUP INC CO COM 74144T108 565 8,675 SOLE NA SOLE
PRICELINE COM INC COM 741503403 640 1,032 SOLE NA SOLE
PROLOGIS INC COM COM 74340W103 1,606 44,000 SOLE NA SOLE
QUALCOMM INC COM COM 747525103 470 7,602 SOLE NA SOLE
RALPH LAUREN CORPORATION COM 751212101 486 3,242 SOLE NA SOLE
RAYMOND JAMES FINL INC CO COM 754730109 569 14,760 SOLE NA SOLE
REALTY INCOME CORP COM COM 756109104 1,826 45,407 SOLE NA SOLE
REGENCY ENERGY PARTNERS L COM 75885Y107 1,372 63,307 SOLE NA SOLE
REGENERON PHARMACEUTICALS COM 75886F107 690 4,035 SOLE NA SOLE
REGIONS FINANCIAL CORP COM 7591EP100 1,131 158,643 SOLE NA SOLE
RESPONSYS INCCOM STK COM 761248103 566 95,000 SOLE NA SOLE
RF MICRO DEVICES INC COM COM 749941100 189 42,079 SOLE NA SOLE
RLJ LODGING TRUST COM 74965L101 2,050 105,839 SOLE NA SOLE
ROPER INDS INC NEW COM COM 776696106 591 5,303 SOLE NA SOLE
ROYAL CARIBBEAN CRUISES L COM V7780T103 486 14,305 SOLE NA SOLE
RYMAN HOSPITALITY PROPE COM 78377T107 1,686 43,843 SOLE NA SOLE
SANDISK CORP COM COM 80004C101 449 10,326 SOLE NA SOLE
SANDRIDGE MISSISSIPPIAN COM 80007T101 3,949 240,179 SOLE NA SOLE
SCHLUMBERGER USD.01 COM COM 806857108 487 7,032 SOLE NA SOLE
SCRIPPS NETWORKS INTER WI COM 811065101 489 8,436 SOLE NA SOLE
SELECT COMFORT CORP COM COM 81616X103 511 19,518 SOLE NA SOLE
SENIOR HOUSING PROPERTIES COM 81721M109 883 37,351 SOLE NA SOLE
SILVER WHEATON CORP COM 828336107 589 16,328 SOLE NA SOLE
SIMON PROPERTY GROUP INC COM 828806109 1,800 11,387 SOLE NA SOLE
SIX FLAGS ENTER COM 83001A102 488 7,982 SOLE NA SOLE
SL GREEN REALTY CORPORATI COM 78440X101 1,563 20,386 SOLE NA SOLE
SM ENERGY CO COM 78454L100 5,221 100,000 SOLE NA SOLE
SMITHFIELD FOODS INC COM COM 832248108 266 12,334 SOLE NA SOLE
SNAP ON INC COM COM 833034101 590 7,469 SOLE NA SOLE
SOLAR CAPITAL LTD COM 83413U100 239 10,000 SOLE NA SOLE
SOLARWINDS INC COM 83416B109 773 14,746 SOLE NA SOLE
SOUTHERN CONN BANCORP INC COM 84264A102 60 30,480 SOLE NA SOLE
SOUTHERN NATL BANCOR OF V COM 843395104 254 31,278 SOLE NA SOLE
SOUTHWEST BANCORP INC OKL COM 844767103 743 66,337 SOLE NA SOLE
SP BANCORP INC COM 78468K106 378 24,369 SOLE NA SOLE
SPECTRUM BRANDS HOLDI COM 84763R101 263 5,850 SOLE NA SOLE
SPRINT NEXTEL CORP COM 852061100 289 50,976 SOLE NA SOLE
STATE BK & TR CO PINEHURS COM 856190103 263 16,561 SOLE NA SOLE
STERLING BANCORP COM COM 859158107 467 51,285 SOLE NA SOLE
SUFFOLK BANCORP COM COM 864739107 335 25,599 SOLE NA SOLE
SUNCOR ENERGY INC COM COM 867224107 5,788 175,508 SOLE NA SOLE
SUNOCO LOGISTICS PARTNERS COM 86764L108 491 9,876 SOLE NA SOLE
SUNSTONE HOTEL INVES COM 867892101 1,723 160,888 SOLE NA SOLE
SUSQUEHANNA BANCSHARES IN COM 869099101 779 74,330 SOLE NA SOLE
SWIFT ENERGY CO COM COM 870738101 6,156 400,000 SOLE NA SOLE
SWIFT HOLDINGS CORP COM 87074U101 606 66,401 SOLE NA SOLE
SYNOPSYS INC COM 871607107 763 23,952 SOLE NA SOLE
SYNOVUS FINL CORP COM COM 87161C105 213 86,947 SOLE NA SOLE
TALISMAN ENERGY INC COM COM 87425E103 492 43,430 SOLE NA SOLE
TARGA RESOURCES PARTNERS COM 87611X105 498 13,326 SOLE NA SOLE
TD AMERITRADE HLDG CORP C COM 87236Y108 566 33,689 SOLE NA SOLE
TERRENO REALTY CORP COM 88146M101 394 25,501 SOLE NA SOLE
TERRITORIAL BANCORP INC COM 88145X108 461 20,161 SOLE NA SOLE
TEXAS CAP BANCSHARES INC COM 88224Q107 672 15,000 SOLE NA SOLE
TEXAS INSTRUMENTS INC COM COM 882508104 314 10,155 SOLE NA SOLE
TEXTRON INC COM COM 883203101 595 24,019 SOLE NA SOLE
THE HOWARD HUGHS COM 44267D107 2,090 28,617 SOLE NA SOLE
THERMO FISHER CORP COM 883556102 685 10,737 SOLE NA SOLE
THL CREDIT INC COM 872438106 444 30,000 SOLE NA SOLE
TIBCO SOFTWARE INC COM COM 88632Q103 1,279 58,203 SOLE NA SOLE
TOLL BROTHERS INC COM COM 889478103 495 15,326 SOLE NA SOLE
TORCHMARK CORP COM COM 891027104 570 11,034 SOLE NA SOLE
TORO CO COM COM 891092108 599 13,947 SOLE NA SOLE
TOTAL SYSTEM SERVICES INC COM 891906109 756 35,288 SOLE NA SOLE
TRANSOCEAN LTD COM H8817H100 2,256 50,510 SOLE NA SOLE
TRIUMPH GROUP INC NEW COM COM 896818101 592 9,063 SOLE NA SOLE
TUPPERWARE BRANDS CORPORA COM 899896104 491 7,664 SOLE NA SOLE
TURQUOISE HILL RESOURCES COM 900435108 590 77,512 SOLE NA SOLE
TWO HARBORS INVESTMENT CO COM 90187B101 499 45,000 SOLE NA SOLE
UNITED CMNTY BK BLAIRSVIL COM 90984P303 381 40,405 SOLE NA SOLE
UNITED PARCEL SERVICE INC COM 911312106 582 7,897 SOLE NA SOLE
VALMONT INDUSTRIES INC. C COM 920253101 593 4,340 SOLE NA SOLE
VALSPAR CORP COM COM 920355104 571 9,155 SOLE NA SOLE
VANTIV INC COM 92210H105 514 25,163 SOLE NA SOLE
VENTAS INC COM COM 92276F100 2,910 44,969 SOLE NA SOLE
VERIFONE SYSTEMS INC COM COM 92342Y109 793 26,730 SOLE NA SOLE
VERISK ANALYTICS INC-CL A COM 92345Y106 594 11,648 SOLE NA SOLE
VIRGINIA COMM BANCORP INC COM 92778Q109 138 15,423 SOLE NA SOLE
VIROPHARMA INC COM COM 928241108 678 29,788 SOLE NA SOLE
VISTEON CORPORATION COMMO COM 92839U206 500 9,292 SOLE NA SOLE
VMWARE INC -CL A COM 928563402 678 7,198 SOLE NA SOLE
VOLCANO CORP COM COM 928645100 685 29,026 SOLE NA SOLE
VULCAN MATLS CO COM COM 929160109 568 10,915 SOLE NA SOLE
WAL-MART STORES INC COM COM 931142103 259 3,802 SOLE NA SOLE
WALTER ENERGY COM COM 93317Q105 595 16,572 SOLE NA SOLE
WALTR INV MGT CP COM 93317W102 586 13,617 SOLE NA SOLE
WARREN RESOURCES INC COM COM 93564A100 578 205,867 SOLE NA SOLE
WASHINGTON BANKING CO COM COM 937303105 334 24,542 SOLE NA SOLE
WASHINGTON REAL ESTATE IN COM 939653101 1,441 55,124 SOLE NA SOLE
WEBSENSE INC COM COM 947684106 831 55,224 SOLE NA SOLE
WEBSTER FINL CORP WATERBU COM 947890109 724 35,227 SOLE NA SOLE
WEINGARTEN REALTY INVESTO COM 948741103 2,564 95,781 SOLE NA SOLE
WELLS FARGO COMPANY COM 949746101 855 25,000 SOLE NA SOLE
WESTERN ALLIANCE BANCORP COM 957638109 647 61,422 SOLE NA SOLE
WESTERN ASSET MORTGAGE CA COM 95790D105 1,199 60,627 SOLE NA SOLE
WESTERN GAS PARTNERSLP CO COM 958254104 503 10,554 SOLE NA SOLE
WESTERN REFINING INC EL P COM 959319104 1,422 50,452 SOLE NA SOLE
WHITE HORSE FINANCE COM 96524V106 343 23,148 SOLE NA SOLE
WHOLE FOODS MKT INC COM COM 966837106 262 2,878 SOLE NA SOLE
WILLIAMS PARTNERS LPTULSA COM 96950F104 2,927 60,157 SOLE NA SOLE
WYNDHAM WORLDWIDE CORP COM 98310W108 2,629 49,400 SOLE NA SOLE
WYNN RESORTS LTD COM COM 983134107 487 4,332 SOLE NA SOLE
XEROX CORP COM COM 984121103 764 111,997 SOLE NA SOLE
XILINX INC COM COM 983919101 256 7,140 SOLE NA SOLE
YADKIN VY BK & TR CO ELKI COM 984314104 45 15,152 SOLE NA SOLE
YAMANA GOLD INC COM 98462Y100 575 33,429 SOLE NA SOLE
YUM BRANDS INC COM 988498101 488 7,347 SOLE NA SOLE
ZIONS BANCORPORATION COM COM 989701107 847 39,560 SOLE NA SOLE