-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VMix43GvjYNH7hTQIX5hcSYSc72fcIK4qObIZZC+KRPeB+5NrnGN8HcbvZR8XF8T Tn7UYpEO0CNCu1dcOoGFZg== 0000919574-10-001049.txt : 20100216 0000919574-10-001049.hdr.sgml : 20100215 20100212181132 ACCESSION NUMBER: 0000919574-10-001049 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100212 EFFECTIVENESS DATE: 20100216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BROADMARK ASSET MANAGEMENT LLC CENTRAL INDEX KEY: 0001095952 IRS NUMBER: 113496650 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06435 FILM NUMBER: 10601632 BUSINESS ADDRESS: STREET 1: 34 EAST 58TH ST CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-586-6566 MAIL ADDRESS: STREET 1: 12 EAST 52ND STREET STREET 2: 3RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 d1070529_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13 F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one.): [_] is a restatement. [_] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Broadmark Asset Management, LLC Address: 12 East 52nd Street 3rd Floor New York, NY 10022 13F File Number: 28-06435 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing this 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Jerome Crown Title: Chief Financial Officer Phone: 212-586-6566 Signature, Place and Date of Signing: /s/ Jerome Crown New York, NY February 16, 2010 - ------------------------- ------------------------ ---------------------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT [_] 13F NOTICE [_] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 228 Form 13F Information Table Value Total: $86,445 (thousands) List of Other Included Managers: No. Form 13F File Number Name 1. 028-06810 Keeley Asset Management Corp.* 2. 028-12088 Forward Management, LLC *The securities listed on this Form 13F may also have been reported on a Form 13F filed by Keeley Asset Management Corp. FORM 13F INFORMATION TABLE Broadmark Asset Management LLC December 31, 2009
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COL 6 COL 7 COLUMN 8 TITLE VALUE SHRS OR SH/ PUT/ INVSMT OTHR VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRTN MGRS SOLE SHARED NONE 1 800 FLOWERS COM CL A 68243Q106 30 11,500 SH SOLE NONE 11,500 0 0 ABRAXAS PETE CORP COM 003830106 39 19,000 SH SOLE NONE 19,000 0 0 ACUITY BRANDS INC COM 00508Y102 349 9,800 SH DEFINED 1 0 0 9,800 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 416 15,150 SH DEFINED 1 0 0 15,150 AIRTRAN HLDGS INC COM 00949P108 146 28,000 SH SOLE NONE 28,000 0 0 ALLIED CAP CORP NEW COM 01903Q108 180 49,800 SH SOLE NONE 49,800 0 0 AMBAC FINL GROUP INC COM 023139108 18 21,100 SH SOLE NONE 21,100 0 0 AMBASSADORS INTL INC COM 023178106 11 19,000 SH SOLE NONE 19,000 0 0 AMCOL INTL CORP COM 02341W103 551 19,400 SH DEFINED 1 0 0 19,400 AMCORE FINL INC COM 023912108 74 59,782 SH SOLE NONE 59,782 0 0 AMERCO COM 023586100 450 9,050 SH DEFINED 1 0 0 9,050 AMERICAN AXLE & MFG HLDGS IN COM 024061103 703 87,700 SH SOLE NONE 87,700 0 0 AMERICAN OIL & GAS INC NEW COM 028723104 74 17,700 SH SOLE NONE 17,700 0 0 AMERICAN WATER WORKS INC COM 030420103 471 21,000 SH DEFINED 1 0 0 21,000 AMERICANWEST BANCORPORATION COM 03058P109 8 19,800 SH SOLE NONE 19,800 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1,116 42,800 SH DEFINED 1 0 0 42,800 ANCHOR BANCORP WIS INC COM 032839102 14 22,881 SH SOLE NONE 22,881 0 0 ARCH CHEMICALS INC COM 03937R102 361 11,700 SH DEFINED 1 0 0 11,700 ARVINMERITOR INC COM 043353101 158 14,100 SH SOLE NONE 14,100 0 0 ASHLAND INC NEW COM 044209104 644 16,250 SH DEFINED 1 0 0 16,250 AUDIOCODES LTD ORD M15342104 28 11,000 SH SOLE NONE 11,000 0 0 AVI BIOPHARMA INC COM 002346104 31 21,011 SH SOLE NONE 21,011 0 0 BALLY TECHNOLOGIES INC COM 05874B107 293 7,100 SH SOLE NONE 7,100 0 0 BANK OF AMERICA CORPORATION COM 060505104 267 17,700 SH SOLE NONE 17,700 0 0 BANKATLANTIC BANCORP CL A NEW 065908600 17 12,829 SH SOLE NONE 12,829 0 0 BARE ESCENTUALS INC COM 067511105 135 11,000 SH SOLE NONE 11,000 0 0 BEAZER HOMES USA INC COM 07556Q105 58 12,000 SH SOLE NONE 12,000 0 0 BEMIS INC COM 081437105 445 15,000 SH DEFINED 1 0 0 15,000 BIOTIME INC COM 09066L105 42 10,000 SH SOLE NONE 10,000 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 156 11,900 SH SOLE NONE 11,900 0 0 BLUEGREEN CORP COM 096231105 28 11,633 SH SOLE NONE 11,633 0 0 BLUELINX HLDGS INC COM 09624H109 46 16,500 SH SOLE NONE 16,500 0 0 BLYTH INC COM NEW 09643P207 229 6,800 SH SOLE NONE 6,800 0 0 BPZ RESOURCES INC COM 055639108 168 17,700 SH SOLE NONE 17,700 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 446 13,650 SH DEFINED 1 0 0 13,650 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 395 17,500 SH DEFINED 1 0 0 17,500 BROOKFIELD HOMES CORP COM 112723101 88 11,000 SH SOLE NONE 11,000 0 0 BSD MED CORP DEL COM 055662100 18 11,156 SH SOLE NONE 11,156 0 0 BUCYRUS INTL INC NEW COM 118759109 908 16,100 SH DEFINED 1 0 0 16,100 BUILD A BEAR WORKSHOP COM 120076104 115 23,500 SH SOLE NONE 23,500 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 141 36,701 SH SOLE NONE 36,701 0 0 CAPITAL ONE FINL CORP COM 14040H105 414 10,800 SH SOLE NONE 10,800 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 25 20,000 SH SOLE NONE 20,000 0 0 CAREFUSION CORP COM 14170T101 569 22,750 SH DEFINED 1 0 0 22,750 CARMIKE CINEMAS INC COM 143436400 171 22,600 SH SOLE NONE 22,600 0 0 CBL & ASSOC PPTYS INC COM 124830100 193 20,000 SH SOLE NONE 20,000 0 0 CENTURY ALUM CO COM 156431108 162 10,000 SH SOLE NONE 10,000 0 0 CEPHEID COM 15670R107 126 10,100 SH SOLE NONE 10,100 0 0 CHENIERE ENERGY INC COM NEW 16411R208 64 26,300 SH SOLE NONE 26,300 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 626 30,950 SH DEFINED 1 0 0 30,950 CHICOS FAS INC COM 168615102 276 19,630 SH SOLE NONE 19,630 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 229 22,000 SH SOLE NONE 22,000 0 0 CLEARWATER PAPER CORP COM 18538R103 825 15,000 SH DEFINED 1 0 0 15,000 CLEARWIRE CORP NEW CL A 18538Q105 68 10,000 SH SOLE NONE 10,000 0 0 COLFAX CORP COM 194014106 452 37,500 SH DEFINED 1 0 0 37,500 COLUMBIA LABS INC COM 197779101 17 15,400 SH SOLE NONE 15,400 0 0 COMMERCIAL METALS CO COM 201723103 401 25,650 SH DEFINED 1 0 0 25,650 COMSTOCK RES INC COM NEW 205768203 886 21,850 SH DEFINED 1 0 0 21,850 CONSECO INC COM NEW 208464883 375 75,000 SH DEFINED 1 0 0 75,000 CONVERA CORP CL A 211919105 6 24,500 SH SOLE NONE 24,500 0 0 COPA HOLDINGS SA CL A P31076105 240 4,400 SH SOLE NONE 4,400 0 0 COST PLUS INC CALIF COM 221485105 18 18,100 SH SOLE NONE 18,100 0 0 COVANTA HLDG CORP COM 22282E102 419 23,150 SH DEFINED 1 0 0 23,150 CRACKER BARREL OLD CTRY STOR COM 22410J106 281 7,400 SH SOLE NONE 7,400 0 0 D R HORTON INC COM 23331A109 230 21,200 SH SOLE NONE 21,200 0 0 DANA HOLDING CORP COM 235825205 379 35,000 SH SOLE NONE 35,000 0 0 DECKERS OUTDOOR CORP COM 243537107 244 2,400 SH SOLE NONE 2,400 0 0 DEERFIELD CAPITAL CORP COM NEW 244331302 65 14,100 SH SOLE NONE 14,100 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 287 25,224 SH SOLE NONE 25,224 0 0 DELTIC TIMBER CORP COM 247850100 335 7,250 SH DEFINED 1 0 0 7,250 DOCUMENT SEC SYS INC COM 25614T101 26 10,800 SH SOLE NONE 10,800 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 522 20,400 SH SOLE NONE 20,400 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 494 17,450 SH DEFINED 1 0 0 17,450 DRIL-QUIP INC COM 262037104 602 10,650 SH DEFINED 1 0 0 10,650 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 336 18,700 SH SOLE NONE 18,700 0 0 E TRADE FINANCIAL CORP COM 269246104 52 29,300 SH SOLE NONE 29,300 0 0 ELAN PLC ADR 284131208 69 10,600 SH SOLE NONE 10,600 0 0 ELIZABETH ARDEN INC COM 28660G106 180 12,500 SH SOLE NONE 12,500 0 0 ENER1 INC COM NEW 29267A203 82 12,980 SH SOLE NONE 12,980 0 0 EPOCH HOLDING CORP COM 29428R103 575 55,050 SH DEFINED 1 0 0 55,050 EQUITY RESIDENTIAL SH BEN INT 29476L107 213 6,300 SH SOLE NONE 6,300 0 0 EXCO RESOURCES INC COM 269279402 786 37,000 SH DEFINED 1 0 0 37,000 FEDERAL HOME LN MTG CORP COM 313400301 19 13,100 SH SOLE NONE 13,100 0 0 FEDERAL NATL MTG ASSN COM 313586109 15 13,000 SH SOLE NONE 13,000 0 0 FEMALE HEALTH CO COM 314462102 144 30,400 SH SOLE NONE 30,400 0 0 FIRST BANCORP P R COM 318672102 28 12,000 SH SOLE NONE 12,000 0 0 FIRST MARBLEHEAD CORP COM 320771108 111 52,100 SH SOLE NONE 52,100 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 440 31,650 SH DEFINED 1 0 0 31,650 FLAGSTAR BANCORP INC COM 337930101 7 12,278 SH SOLE NONE 12,278 0 0 FLOWERS FOODS INC COM 343498101 525 22,075 SH DEFINED 1 0 0 22,075 FLOWSERVE CORP COM 34354P105 657 6,950 SH DEFINED 1 0 0 6,950 FMC TECHNOLOGIES INC COM 30249U101 709 12,250 SH DEFINED 1 0 0 12,250 FORCE PROTECTION INC COM NEW 345203202 93 17,800 SH SOLE NONE 17,800 0 0 FORESTAR GROUP INC COM 346233109 630 28,650 SH DEFINED 1 0 0 28,650 FOSTER L B CO COM 350060109 429 14,400 SH DEFINED 1 0 0 14,400 FOSTER WHEELER AG COM H27178104 402 13,650 SH DEFINED 1 0 0 13,650 FX ENERGY INC COM 302695101 30 10,500 SH SOLE NONE 10,500 0 0 GALLAGHER ARTHUR J & CO COM 363576109 448 19,900 SH DEFINED 1 0 0 19,900 GANDER MOUNTAIN CO COM 36471P108 145 28,359 SH SOLE NONE 28,359 0 0 GARMIN LTD ORD G37260109 249 8,100 SH SOLE NONE 8,100 0 0 GASCO ENERGY INC COM 367220100 15 28,500 SH SOLE NONE 28,500 0 0 GAYLORD ENTMT CO NEW COM 367905106 488 24,700 SH DEFINED 1 0 0 24,700 GENESEE & WYO INC CL A 371559105 490 15,000 SH DEFINED 1 0 0 15,000 GLIMCHER RLTY TR SH BEN INT 379302102 96 35,400 SH SOLE NONE 35,400 0 0 GRACE W R & CO DEL NEW COM 38388F108 454 17,900 SH DEFINED 1 0 0 17,900 GRAPHIC PACKAGING HLDG CO COM 388689101 64 18,400 SH SOLE NONE 18,400 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 277 23,500 SH SOLE NONE 23,500 0 0 GREAT WOLF RESORTS INC COM 391523107 31 13,000 SH SOLE NONE 13,000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 224 7,900 SH SOLE NONE 7,900 0 0 GUESS INC COM 401617105 364 8,600 SH SOLE NONE 8,600 0 0 HARSCO CORP COM 415864107 390 12,100 SH DEFINED 1 0 0 12,100 HCC INS HLDGS INC COM 404132102 415 14,850 SH DEFINED 1 0 0 14,850 HEADWATERS INC COM 42210P102 124 19,000 SH SOLE NONE 19,000 0 0 HERBALIFE LTD COM USD SHS G4412G101 321 7,900 SH SOLE NONE 7,900 0 0 HILL ROM HLDGS INC COM 431475102 453 18,900 SH DEFINED 1 0 0 18,900 HOME FED BANCORP INC MD COM 43710G105 356 26,754 SH DEFINED 1 0 0 26,754 HOVNANIAN ENTERPRISES INC CL A 442487203 170 44,330 SH SOLE NONE 44,330 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 115 17,700 SH SOLE NONE 17,700 0 0 HYTHIAM INC COM 44919F104 5 10,800 SH SOLE NONE 10,800 0 0 I D SYSTEMS INC COM 449489103 37 11,500 SH SOLE NONE 11,500 0 0 ICONIX BRAND GROUP INC COM 451055107 186 14,661 SH SOLE NONE 14,661 0 0 IMERGENT INC COM 45247Q100 70 11,600 SH SOLE NONE 11,600 0 0 IMMERSION CORP COM 452521107 77 16,900 SH SOLE NONE 16,900 0 0 INVESCO LTD SHS G491BT108 580 24,700 SH DEFINED 1 0 0 24,700 ISHARES TR INDEX MSCI EMERG MKT 464287234 22,265 536,500 SH OTHER 2 0 536,500 0 ISTAR FINL INC COM 45031U101 81 31,559 SH SOLE NONE 31,559 0 0 ITC HLDGS CORP C0M 465685105 378 7,250 SH DEFINED 1 0 0 7,250 IVANHOE ENERGY INC COM 465790103 53 18,400 SH SOLE NONE 18,400 0 0 JAKKS PAC INC COM 47012E106 153 12,600 SH SOLE NONE 12,600 0 0 JEFFERIES GROUP INC NEW COM 472319102 551 23,200 SH DEFINED 1 0 0 23,200 JOHN BEAN TECHNOLOGIES CORP COM 477839104 537 31,575 SH DEFINED 1 0 0 31,575 JONES LANG LASALLE INC COM 48020Q107 236 3,900 SH SOLE NONE 3,900 0 0 JOY GLOBAL INC COM 481165108 694 13,450 SH DEFINED 1 0 0 13,450 K12 INC COM 48273U102 234 11,563 SH SOLE NONE 11,563 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 707 21,250 SH DEFINED 1 0 0 21,250 KBR INC COM 48242W106 496 26,100 SH DEFINED 1 0 0 26,100 KVH INDS INC COM 482738101 274 18,600 SH SOLE NONE 18,600 0 0 LAS VEGAS SANDS CORP COM 517834107 149 10,000 SH SOLE NONE 10,000 0 0 LEGG MASON INC COM 524901105 510 16,900 SH DEFINED 1 0 0 16,900 LENNAR CORP CL A 526057104 292 22,834 SH SOLE NONE 22,834 0 0 LEXINGTON REALTY TRUST COM 529043101 91 15,000 SH SOLE NONE 15,000 0 0 LITHIA MTRS INC CL A 536797103 82 10,000 SH SOLE NONE 10,000 0 0 LIZ CLAIBORNE INC COM 539320101 149 26,531 SH SOLE NONE 26,531 0 0 M/I HOMES INC COM 55305B101 110 10,600 SH SOLE NONE 10,600 0 0 MACERICH CO COM 554382101 339 9,437 SH SOLE NONE 9,437 0 0 MANITOWOC INC COM 563571108 573 57,500 SH DEFINED 1 0 0 57,500 MARCHEX INC CL B 56624R108 85 16,800 SH SOLE NONE 16,800 0 0 MARINEMAX INC COM 567908108 141 15,300 SH SOLE NONE 15,300 0 0 MBIA INC COM 55262C100 53 13,300 SH SOLE NONE 13,300 0 0 MCCLATCHY CO CL A 579489105 85 24,021 SH SOLE NONE 24,021 0 0 MCDERMOTT INTL INC COM 580037109 659 27,450 SH DEFINED 1 0 0 27,450 MGIC INVT CORP WIS COM 552848103 58 10,000 SH SOLE NONE 10,000 0 0 MGM MIRAGE COM 552953101 377 41,300 SH DEFINED 1 0 0 41,300 MONEYGRAM INTL INC COM 60935Y109 73 25,500 SH SOLE NONE 25,500 0 0 MORGANS HOTEL GROUP CO COM 61748W108 96 21,000 SH SOLE NONE 21,000 0 0 MOVADO GROUP INC COM 624580106 125 12,900 SH SOLE NONE 12,900 0 0 MUELLER WTR PRODS INC COM SER A 624758108 242 46,509 SH DEFINED 1 0 0 46,509 NATIONAL COAL CORP COM NEW 632381208 15 18,431 SH SOLE NONE 18,431 0 0 NEW YORK & CO INC COM 649295102 86 19,934 SH SOLE NONE 19,934 0 0 NYMOX PHARMACEUTICAL CORP COM 67076P102 144 31,600 SH SOLE NONE 31,600 0 0 OILSANDS QUEST INC COM 678046103 19 16,700 SH SOLE NONE 16,700 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 554 54,600 SH DEFINED 1 0 0 54,600 PACIFIC CAP BANCORP NEW COM 69404P101 14 15,000 SH SOLE NONE 15,000 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 141 35,430 SH SOLE NONE 35,430 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 148 17,450 SH SOLE NONE 17,450 0 0 PERRIGO CO COM 714290103 595 14,950 SH DEFINED 1 0 0 14,950 PETROHAWK ENERGY CORP COM 716495106 888 37,000 SH DEFINED 1 0 0 37,000 PETSMART INC COM 716768106 487 18,250 SH DEFINED 1 0 0 18,250 PHARMERICA CORP COM 71714F104 397 25,000 SH DEFINED 1 0 0 25,000 PHH CORP COM NEW 693320202 564 35,000 SH DEFINED 1 0 0 35,000 PIER 1 IMPORTS INC COM 720279108 187 36,700 SH SOLE NONE 36,700 0 0 PLAYBOY ENTERPRISES INC CL B 728117300 63 19,800 SH SOLE NONE 19,800 0 0 PMI GROUP INC COM 69344M101 136 53,831 SH SOLE NONE 53,831 0 0 POPULAR INC COM 733174106 34 15,000 SH SOLE NONE 15,000 0 0 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 523 23,250 SH DEFINED 1 0 0 23,250 PREMIER EXIBITIONS INC COM 74051E102 31 21,300 SH SOLE NONE 21,300 0 0 PRIMUS GUARANTY LTD SHS G72457107 66 21,600 SH SOLE NONE 21,600 0 0 PROSHARES TR PSHS ULTSH 20YRS 74347R297 249 5,000 SH DEFINED 1 0 0 5,000 PULTE HOMES INC COM 745867101 289 28,806 SH SOLE NONE 28,806 0 0 QUEST ENERGY PARTNERS L P COM UNIT LP IN 74836B209 65 26,631 SH SOLE NONE 26,631 0 0 QUIKSILVER INC COM 74838C106 40 20,000 SH SOLE NONE 20,000 0 0 RADIAN GROUP INC COM 750236101 220 30,100 SH SOLE NONE 30,100 0 0 RAILAMERICA INC COM 750753402 441 36,150 SH DEFINED 1 0 0 36,150 RAIT FINANCIAL TRUST COM 749227104 22 16,800 SH SOLE NONE 16,800 0 0 RALCORP HLDGS INC NEW COM 751028101 561 9,400 SH DEFINED 1 0 0 9,400 RANGE RES CORP COM 75281A109 409 8,200 SH DEFINED 1 0 0 8,200 RC2 CORP COM 749388104 232 15,700 SH SOLE NONE 15,700 0 RETAIL VENTURES INC COM 76128Y102 201 22,600 SH SOLE NONE 22,600 0 0 RIVERBED TECHNOLOGY INC COM 768573107 253 11,000 SH SOLE NONE 11,000 0 0 RUBY TUESDAY INC COM 781182100 111 15,400 SH SOLE NONE 15,400 0 0 SAKS INC COM 79377W108 119 18,177 SH SOLE NONE 18,177 0 0 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 840 36,650 SH DEFINED 1 0 0 36,650 SILICON GRAPHICS INTL CORP COM 82706L108 90 12,900 SH SOLE NONE 12,900 0 0 SLM CORP COM 78442P106 265 23,550 SH SOLE NONE 23,550 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 210 20,200 SH SOLE NONE 20,200 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 435 28,800 SH DEFINED 1 0 0 28,800 STANDARD PAC CORP NEW COM 85375C101 184 49,200 SH SOLE NONE 49,200 0 0 STAR SCIENTIFIC INC COM 85517P101 18 25,800 SH SOLE NONE 25,800 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 37 20,000 SH SOLE NONE 20,000 0 0 SULPHCO INC COM 865378103 20 29,805 SH SOLE NONE 29,805 0 0 TALBOTS INC COM 874161102 483 54,200 SH SOLE NONE 54,200 0 0 TEMPLE INLAND INC COM 879868107 1,437 68,050 SH DEFINED 1 0 0 68,050 TENNANT CO COM 880345103 546 20,850 SH DEFINED 1 0 0 20,850 TERADATA CORP DEL COM 88076W103 605 19,250 SH DEFINED 1 0 0 19,250 TEREX CORP NEW COM 880779103 456 23,000 SH DEFINED 1 0 0 23,000 TEXAS INDS INC COM 882491103 399 11,400 SH DEFINED 1 0 0 11,400 THOMAS & BETTS CORP COM 884315102 483 13,500 SH DEFINED 1 0 0 13,500 TIMKEN CO COM 887389104 400 16,850 SH DEFINED 1 0 0 16,850 TOWN SPORTS INTL HLDGS INC COM 89214A102 74 31,700 SH SOLE NONE 31,700 0 0 TRIMAS CORP COM NEW 896215209 86 12,700 SH SOLE NONE 12,700 0 0 TRINITY INDS INC COM 896522109 378 21,650 SH DEFINED 1 0 0 21,650 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 284 11,900 SH SOLE NONE 11,900 0 0 U S AIRWAYS GROUP INC COM 90341W108 84 17,400 SH SOLE NONE 17,400 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 208 16,800 SH SOLE NONE 16,800 0 0 URBAN OUTFITTERS INC COM 917047102 287 8,200 SH SOLE NONE 8,200 0 0 USEC INC COM 90333E108 58 15,000 SH SOLE NONE 15,000 0 0 VAIL RESORTS INC COM 91879Q109 463 12,250 SH DEFINED 1 0 0 12,250 VENOCO INC COM 92275P307 130 10,000 SH SOLE NONE 10,000 0 0 WABTEC CORP COM 929740108 496 12,150 SH DEFINED 1 0 0 12,150 WALTER ENERGY INC COM 93317Q105 1,084 14,400 SH DEFINED 1 0 0 14,400 WALTER INVT MGMT CORP COM 93317W102 631 44,012 SH DEFINED 1 0 0 44,012 WILLBROS GROUP INC DEL COM 969203108 550 32,600 SH DEFINED 1 0 0 32,600 WORLD FUEL SVCS CORP COM 981475106 214 8,000 SH SOLE NONE 8,000 0 0 WRIGHT EXPRESS CORP COM 98233Q105 777 24,400 SH DEFINED 1 0 0 24,400 WYNDHAM WORLDWIDE CORP COM 98310W108 862 42,750 SH DEFINED 1 0 0 42,750 XINHUA SPORTS & ENTMT LTD SPONSORED ADR 983982109 11 12,700 SH SOLE NONE 12,700 0 0 X-RITE INC COM 983857103 24 11,214 SH SOLE NONE 11,214 0 0 ZEP INC COM 98944B108 514 29,700 SH DEFINED 1 0 0 29,700
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