0001193125-12-351783.txt : 20120813 0001193125-12-351783.hdr.sgml : 20120813 20120813130331 ACCESSION NUMBER: 0001193125-12-351783 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120813 DATE AS OF CHANGE: 20120813 EFFECTIVENESS DATE: 20120813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MENTA CAPITAL LLC CENTRAL INDEX KEY: 0001374701 IRS NUMBER: 205164169 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12773 FILM NUMBER: 121026813 BUSINESS ADDRESS: STREET 1: ONE MARKET STREET STREET 2: SPEAR STREET TOWER, SUITE 3730 CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 415-490-2610 MAIL ADDRESS: STREET 1: ONE MARKET STREET STREET 2: SPEAR STREET TOWER, SUITE 3730 CITY: SAN FRANCISCO STATE: CA ZIP: 94105 13F-HR 1 d396921d13fhr.txt FORM 13F HOLDING REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/2012 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one): [_] is a restatement [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Menta Capital, LLC One Market, Spear Tower, Suite 3730 San Francisco, CA 94105 Form 13F File Number: 028-12773 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: Laurent Dubois Managing Member 415.490.2610 Signature, Place and Date of Signing: /s/ Laurent Dubois San Francisco, CA 08/10/2012 ------------------------------- ------------------------- ----------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 495 Form 13F Information Table Value Total (x$1000): 215,674 (thousands) List of Other Included Managers: None (See attachment) 13F DATA: (06/29/12) MENTA CAPITAL

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- 1st United Bancorp Inc. (FL) C COMMON STOCK '33740N105 313 50458 SH SOLE 50458 0 0 ABIOMED INC COM STK COMMON STOCK '003654100 294 12900 SH SOLE 12900 0 0 ABM INDS INC COM STK COMMON STOCK '000957100 225 11500 SH SOLE 11500 0 0 ACCO BRANDS CORP COM STK COMMON STOCK '00081T108 218 21100 SH SOLE 21100 0 0 ACTUATE CORP COM STK COMMON STOCK '00508B102 386 55691 SH SOLE 55691 0 0 ADAMS RESOURCES & EN ERGY INC COMMON STOCK '006351308 246 5873 SH SOLE 5873 0 0 ADVANCE AUTO PTS INC COM STK COMMON STOCK '00751Y106 565 8281 SH SOLE 8281 0 0 ADVANCED ENERGY INDS INC COM COMMON STOCK '007973100 1049 78200 SH SOLE 78200 0 0 ADVANCED MICRO DEVIC ES INC CO COMMON STOCK '007903107 563 98200 SH SOLE 98200 0 0 AEP INDUSTRIES INC COM STK COMMON STOCK '001031103 254 5827 SH SOLE 5827 0 0 AES CORP COM STK COMMON STOCK '00130H105 263 20500 SH SOLE 20500 0 0 AETNA INC NEW COM STK COMMON STOCK '00817Y108 217 5600 SH SOLE 5600 0 0 AGILENT TECHNOLOGIES INC COM COMMON STOCK '00846U101 290 7400 SH SOLE 7400 0 0 AGREE REALTY CORP COM REIT REITS/RICS '008492100 301 13606 SH SOLE 13606 0 0 ALASKA AIR GROUP INC COM STK COMMON STOCK '011659109 653 18200 SH SOLE 18200 0 0 ALBEMARLE CORP COM STK COMMON STOCK '012653101 245 4100 SH SOLE 4100 0 0 ALCOA INC COM STK COMMON STOCK '013817101 259 29600 SH SOLE 29600 0 0 ALEXCO RESOURCE CORP COMMON STOCK '01535P106 99 22400 SH SOLE 22400 0 0 ALLEGHENY TECHNOLOGI ES INC CO COMMON STOCK '01741R102 249 7800 SH SOLE 7800 0 0 ALLIANT TECHSYSTEMS INC COM ST COMMON STOCK '018804104 643 12708 SH SOLE 12708 0 0 ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK '01988P108 211 19300 SH SOLE 19300 0 0 ALON USA ENERGY INC COM COMMON STOCK '020520102 321 37954 SH SOLE 37954 0 0 ALPHA NATURAL RESOUR CES INC COMMON STOCK '02076X102 177 20300 SH SOLE 20300 0 0 AMBASSADORS GROUP IN C COM STK COMMON STOCK '023177108 103 18996 SH SOLE 18996 0 0 AMER EXPRESS CO COM COMMON STOCK '025816109 448 7700 SH SOLE 7700 0 0 AMERICAN EQUITY INVE STMENT LI COMMON STOCK '025676206 545 49542 SH SOLE 49542 0 0 AMERICAN SCIENCE & E NGR INC C COMMON STOCK '029429107 458 8108 SH SOLE 8108 0 0 AMERICAN STS WTR CO COM STK COMMON STOCK '029899101 875 22102 SH SOLE 22102 0 0 AMERICAN TOWER REITS/RICS '03027X100 378 5400 SH SOLE 5400 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- AMERICAN WOODMARK CO RP COM ST COMMON STOCK '030506109 189 11078 SH SOLE 11078 0 0 AMERIPRISE FINL INC COM STK COMMON STOCK '03076C106 481 9200 SH SOLE 9200 0 0 AMGEN INC COM STK COMMON STOCK '031162100 233 3200 SH SOLE 3200 0 0 AMKOR TECHNOLOGY INC COM STK COMMON STOCK '031652100 78 16000 SH SOLE 16000 0 0 AMN HEALTHCARE SERVI CES INC C COMMON STOCK '001744101 165 27800 SH SOLE 27800 0 0 AMPCO-PITTSBURGH COR P COM STK COMMON STOCK '032037103 184 10050 SH SOLE 10050 0 0 AMTRUST FINL SVCS IN C COM STK COMMON STOCK '032359309 446 15018 SH SOLE 15018 0 0 ANGIE's LIST INC COMMON STOCK '034754101 367 23200 SH SOLE 23200 0 0 ANGIODYNAMICS COMMON STOCK '03475V101 202 16790 SH SOLE 16790 0 0 APACHE CORP COM STK COMMON STOCK '037411105 246 2800 SH SOLE 2800 0 0 APOGEE ENTERPRISES I NC COM ST COMMON STOCK '037598109 283 17619 SH SOLE 17619 0 0 APOLLO RESIDENTIAL M ORTGAGE COMMON STOCK '03763V102 483 25076 SH SOLE 25076 0 0 ARCHER-DANIELS MIDLA ND CO COM COMMON STOCK '039483102 437 14800 SH SOLE 14800 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK 'G05384105 498 17228 SH SOLE 17228 0 0 ASPEN TECHNOLOGY INC COM STK COMMON STOCK '045327103 715 30900 SH SOLE 30900 0 0 ASSOCIATED BANC CORP COM STK COMMON STOCK '045487105 226 17121 SH SOLE 17121 0 0 ASSURANT INC COM STK COMMON STOCK '04621X108 528 15142 SH SOLE 15142 0 0 ASTRONICS CORP COM STK COMMON STOCK '046433108 969 34300 SH SOLE 34300 0 0 ATRICURE COM STK COMMON STOCK '04963C209 174 18117 SH SOLE 18117 0 0 AUTHENTEC INC COMMON STOCK '052660107 220 50732 SH SOLE 50732 0 0 AUTODESK INC COM STK COMMON STOCK '052769106 202 5762 SH SOLE 5762 0 0 AUXILIUM PHARMACEUTI CALS INC COMMON STOCK '05334D107 1329 49408 SH SOLE 49408 0 0 AVERY DENNISON CORP CA COM STK COMMON STOCK '053611109 506 18500 SH SOLE 18500 0 0 AVIAT NETWORKS INC INC COM ST COMMON STOCK '05366Y102 37 13300 SH SOLE 13300 0 0 AXIS CAPITAL HLDGS COMMON STOCK 'G0692U109 407 12506 SH SOLE 12506 0 0 BAKER MICHAEL CORP COM STK COMMON STOCK '057149106 340 13030 SH SOLE 13030 0 0 BANK HAWAII CORP COM STK COMMON STOCK '062540109 662 14400 SH SOLE 14400 0 0 BANK OF NOVA SCOTIA CAD COM NP COMMON STOCK '064149107 1005 19400 SH SOLE 19400 0 0 BANKFINANCIAL CORP COM STK COMMON STOCK '06643P104 397 52692 SH SOLE 52692 0 0 BANNER CORP COM STK COMMON STOCK '06652V208 680 31026 SH SOLE 31026 0 0 BARRETT BUSINESS SER VICES INC COMMON STOCK '068463108 494 23363 SH SOLE 23363 0 0 BASIC ENERGY SVCS IN C NEW COM COMMON STOCK '06985P100 309 29990 SH SOLE 29990 0 0 BEBE STORES INC COM STK COMMON STOCK '075571109 107 18268 SH SOLE 18268 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- BED BATH BEYOND INC COM STK COMMON STOCK '075896100 1031 16678 SH SOLE 16678 0 0 BENIHANA INC COM STK COMMON STOCK '082047101 387 24029 SH SOLE 24029 0 0 BERKSHIRE HILLS BANC ORP INC C COMMON STOCK '084680107 762 34658 SH SOLE 34658 0 0 BEST BUY INC COM STK COMMON STOCK '086516101 496 23663 SH SOLE 23663 0 0 BIG LOTS INC COM STK COMMON STOCK '089302103 528 12946 SH SOLE 12946 0 0 BLYTH INC COM STK COMMON STOCK '09643P207 1254 36273 SH SOLE 36273 0 0 BOB EVANS FARMS INC COM STK COMMON STOCK '096761101 350 8711 SH SOLE 8711 0 0 BOISE INC CORP COM STK COMMON STOCK '09746Y105 289 43900 SH SOLE 43900 0 0 BRIGHTPOINT INC COM COMMON STOCK '109473405 113 20953 SH SOLE 20953 0 0 BRINKER INTL INC COM STK COMMON STOCK '109641100 462 14482 SH SOLE 14482 0 0 BRINKS CO COM COMMON STOCK '109696104 455 19645 SH SOLE 19645 0 0 BROOKFIELD PROPERTIE S CORP CA COMMON STOCK '112900105 912 52100 SH SOLE 52100 0 0 BROOKLINE BANCORP IN C DE COM COMMON STOCK '11373M107 746 84265 SH SOLE 84265 0 0 BROOKS AUTOMATION IN C COM STK COMMON STOCK '114340102 104 11000 SH SOLE 11000 0 0 BRUNSWICK CORP COM STK COMMON STOCK '117043109 331 14900 SH SOLE 14900 0 0 BUCKLE INC COM STK COMMON STOCK '118440106 1117 28226 SH SOLE 28226 0 0 BUILD-A-BEAR WORKSHO P INC COM COMMON STOCK '120076104 314 65791 SH SOLE 65791 0 0 BUILDERS FIRSTSOURCE INC COM COMMON STOCK '12008R107 200 42104 SH SOLE 42104 0 0 CABOT MICROELECTRONI CS CORP C COMMON STOCK '12709P103 296 10122 SH SOLE 10122 0 0 CAL MAINE FOODS INC COM STK COMMON STOCK '128030202 253 6466 SH SOLE 6466 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK '12811R104 659 57589 SH SOLE 57589 0 0 CAPITAL ONE FINL CORP COM COMMON STOCK '14040H105 202 3700 SH SOLE 3700 0 0 CAPITALSOURCE INC COM STK COMMON STOCK '14055X102 366 54500 SH SOLE 54500 0 0 CAPLEASE INC REIT REITS/RICS '140288101 774 186499 SH SOLE 186499 0 0 CARBONITE INC COMMON STOCK '141337105 167 18731 SH SOLE 18731 0 0 CARDINAL HEALTH INC COM COMMON STOCK '14149Y108 622 14800 SH SOLE 14800 0 0 CAREER ED CORP COM STK COMMON STOCK '141665109 201 30000 SH SOLE 30000 0 0 CARROLS HOLDINGS COR P COMMON STOCK '14574X104 79 13357 SH SOLE 13357 0 0 CASH AMERICA INTERNA TIONAL IN COMMON STOCK '14754D100 445 10100 SH SOLE 10100 0 0 CBL & ASSOCIATES PRO PERTIES I REITS/RICS '124830100 848 43375 SH SOLE 43375 0 0 CDI CORP COM STK COMMON STOCK '125071100 215 13112 SH SOLE 13112 0 0 CELADON GROUP INC COM STK COMMON STOCK '150838100 445 27163 SH SOLE 27163 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- CELGENE CORP COM STK COMMON STOCK '151020104 308 4800 SH SOLE 4800 0 0 CF INDS HLDGS INC COM STK COMMON STOCK '125269100 221 1140 SH SOLE 1140 0 0 CHARLES RIVER LABORA TORIES IN COMMON STOCK '159864107 400 12200 SH SOLE 12200 0 0 CHEESECAKE FACTORY I NC COM ST COMMON STOCK '163072101 353 11046 SH SOLE 11046 0 0 CHICOS FAS INC COM STK COMMON STOCK '168615102 756 50930 SH SOLE 50930 0 0 CHIMERA INVESTMENT CORP COM ST REITS/RICS '16934Q109 700 296600 SH SOLE 296600 0 0 CITY NATIONAL CORP CA COM STK COMMON STOCK '178566105 228 4700 SH SOLE 4700 0 0 CNO FINANCIAL GROUP INC COM ST COMMON STOCK '12621E103 200 25700 SH SOLE 25700 0 0 COACH INC COM STK COMMON STOCK '189754104 1037 17731 SH SOLE 17731 0 0 COCA COLA BOTTLING C O CONS CO COMMON STOCK '191098102 856 13315 SH SOLE 13315 0 0 COLUMBIA BKG SYS INC COM STK COMMON STOCK '197236102 411 21894 SH SOLE 21894 0 0 COMERICA INC COM STK COMMON STOCK '200340107 417 13571 SH SOLE 13571 0 0 COMFORT SYS USA INC COM STK COMMON STOCK '199908104 139 13900 SH SOLE 13900 0 0 COMMERCE BANCSHARES INC COM ST COMMON STOCK '200525103 742 19579 SH SOLE 19579 0 0 COMMERCIAL VEHICLE GROUP INC COMMON STOCK '202608105 300 34793 SH SOLE 34793 0 0 COMMONWEATH REIT REITS/RICS '203233101 790 41337 SH SOLE 41337 0 0 COMMVAULT SYSTEMS INC COMMON STOCK '204166102 758 15300 SH SOLE 15300 0 0 COMTECH TELECOMMUNIC ATIONS CO COMMON STOCK '205826209 314 10990 SH SOLE 10990 0 0 COMVERSE TECHNOLOGY INC COM ST COMMON STOCK '205862402 345 59319 SH SOLE 59319 0 0 CONAGRA FOODS INC COM STK COMMON STOCK '205887102 407 15700 SH SOLE 15700 0 0 CONSOLIDATED EDISON INC COM ST COMMON STOCK '209115104 243 3900 SH SOLE 3900 0 0 COOPER TIRE & RUBBER CO COM S COMMON STOCK '216831107 354 20200 SH SOLE 20200 0 0 CORESITE REALTY CORP REITS/RICS '21870Q105 614 23773 SH SOLE 23773 0 0 CORPORATE EXECUTIVE BRD CO COM COMMON STOCK '21988R102 1212 29654 SH SOLE 29654 0 0 COTT CORPORATION CAD NPV COM COMMON STOCK '22163N106 1604 196300 SH SOLE 196300 0 0 COVANCE INC COM STK COMMON STOCK '222816100 508 10614 SH SOLE 10614 0 0 COVENTRY HLTH CARE INC COM COMMON STOCK '222862104 304 9566 SH SOLE 9566 0 0 CRAWFORD & CO CL B COM STK COMMON STOCK '224633107 68 16673 SH SOLE 16673 0 0 CRAY INC COM STK COMMON STOCK '225223304 216 17900 SH SOLE 17900 0 0 CROCS INC COM STK COMMON STOCK '227046109 234 14495 SH SOLE 14495 0 0 CRYOLIFE INC COM STK COMMON STOCK '228903100 398 76063 SH SOLE 76063 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- CSG SYSTEMS INTERNAT IONAL INC COMMON STOCK '126349109 399 23069 SH SOLE 23069 0 0 CUBIC CORP COM STK COMMON STOCK '229669106 990 20600 SH SOLE 20600 0 0 CULLEN FROST BANKER INC COMMON STOCK '229899109 766 13318 SH SOLE 13318 0 0 CUMBERLAND PHARMACEU TICALS IN COMMON STOCK '230770109 267 41316 SH SOLE 41316 0 0 CYBERONICS INC COM STK COMMON STOCK '23251P102 670 14900 SH SOLE 14900 0 0 CYNOSURE INC CL A COM STK COMMON STOCK '232577205 679 32097 SH SOLE 32097 0 0 DATALINK CORP COM STK COMMON STOCK '237934104 113 11827 SH SOLE 11827 0 0 DECKERS OUTDOOR CORP COM STK COMMON STOCK '243537107 231 5244 SH SOLE 5244 0 0 DEMANDWARE INC COM STK COMMON STOCK '24802Y105 261 11000 SH SOLE 11000 0 0 DENBURY RESOURCES HO LDINGS IN COMMON STOCK '247916208 345 22800 SH SOLE 22800 0 0 DESTINATION MATERNIT Y CORP CO COMMON STOCK '25065D100 561 25962 SH SOLE 25962 0 0 DICE HOLDINGS INC COMMON STOCK '253017107 226 24100 SH SOLE 24100 0 0 DIGIMARC CORP NEW COM STK COMMON STOCK '25381B101 430 16746 SH SOLE 16746 0 0 DIGITAL RIVER INC COM STK COMMON STOCK '25388B104 267 16065 SH SOLE 16065 0 0 DILLARDS INC CL A COM STK COMMON STOCK '254067101 792 12445 SH SOLE 12445 0 0 DOLBY LABORATORIES I NC CL A C COMMON STOCK '25659T107 599 14500 SH SOLE 14500 0 0 DOT HILL SYS CORP COM STK COMMON STOCK '25848T109 52 45948 SH SOLE 45948 0 0 DUPONT FABROS TECH REIT REITS/RICS '26613Q106 900 31496 SH SOLE 31496 0 0 DXP ENTERPRISES INC COM STK COMMON STOCK '233377407 295 7100 SH SOLE 7100 0 0 DYCOM INDUSTRIES INC COM STK COMMON STOCK '267475101 311 16720 SH SOLE 16720 0 0 EAGLE MATERIALS INC COM STK COMMON STOCK '26969P108 429 11500 SH SOLE 11500 0 0 EASYLINK SERVCS COMMON STOCK '277858106 205 28300 SH SOLE 28300 0 0 ECHELON CORP COM STK COMMON STOCK '27874N105 86 24632 SH SOLE 24632 0 0 ELI LILLY & CO COM STK COMMON STOCK '532457108 360 8400 SH SOLE 8400 0 0 EMCOR GROUP INC COM STK COMMON STOCK '29084Q100 228 8200 SH SOLE 8200 0 0 ENCANA CORPORATION COMMON STOCK '292505104 1112 53400 SH SOLE 53400 0 0 ENDEAVOUR SILVER CORP COMMON STOCK '29258Y103 627 77500 SH SOLE 77500 0 0 ENDURANCE SPLTY COMMON STOCK 'G30397106 501 13085 SH SOLE 13085 0 0 ENERGY PARTNERS COMMON STOCK '29270U303 871 51552 SH SOLE 51552 0 0 ENPHASE ENERGY INC COMMON STOCK '29355A107 108 17283 SH SOLE 17283 0 0 ENTERGY CORP NEW COM STK COMMON STOCK '29364G103 530 7800 SH SOLE 7800 0 0 ENTERTAINMENT PROPER TIES TRUS REITS/RICS '29380T105 819 19917 SH SOLE 19917 0 0 ENVIVIO INC COM STK COMMON STOCK '29413T106 106 16546 SH SOLE 16546 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- EPOCRATES INC COMMON STOCK '29429D103 93 11634 SH SOLE 11634 0 0 EXACTECH INC COM STK COMMON STOCK '30064E109 341 20359 SH SOLE 20359 0 0 EXACTTARGET INC COMMON STOCK '30064K105 299 13667 SH SOLE 13667 0 0 EXAR CORP COM STK COMMON STOCK '300645108 391 48115 SH SOLE 48115 0 0 EXIDE TECHNOLOGIES COMMON STOCK '302051206 91 27166 SH SOLE 27166 0 0 EXPEDIA INC COMMON STOCK '30212P303 762 15846 SH SOLE 15846 0 0 EXTRA SPACE STORAGE INC REITS/RICS '30225T102 313 10223 SH SOLE 10223 0 0 EXXON MOBIL CORP COM STK COMMON STOCK '30231G102 496 5800 SH SOLE 5800 0 0 FALCONSTOR SOFTWARE INC COM ST COMMON STOCK '306137100 283 108390 SH SOLE 108390 0 0 FARMER BROTHERS CO COM STK COMMON STOCK '307675108 171 21468 SH SOLE 21468 0 0 FEIHE INTL INC COM STK COMMON STOCK '31429Y103 266 38833 SH SOLE 38833 0 0 FINANCIAL INSTNS INC COM STK COMMON STOCK '317585404 215 12711 SH SOLE 12711 0 0 FINISH LINE INC CL A COM STK COMMON STOCK '317923100 848 40535 SH SOLE 40535 0 0 FIRST CITIZENS BANCS HARES INC COMMON STOCK '31946M103 384 2303 SH SOLE 2303 0 0 FIRST COMMONWEALTH F INANCIAL COMMON STOCK '319829107 306 45450 SH SOLE 45450 0 0 FIRST INTERSTATE BAN CSYSTEM I COMMON STOCK '32055Y201 706 49561 SH SOLE 49561 0 0 FIRST NIAGARA FINL G ROUP INC COMMON STOCK '33582V108 152 19900 SH SOLE 19900 0 0 FIRST REPUBLIC BANK/ SAN FRAN COMMON STOCK '33616C100 726 21600 SH SOLE 21600 0 0 FIRSTMERIT CORP COM STK COMMON STOCK '337915102 756 45776 SH SOLE 45776 0 0 FLOW INTERNATIONAL C ORP (FORM COMMON STOCK '343468104 154 49426 SH SOLE 49426 0 0 FOOT LOCKER INC COM STK COMMON STOCK '344849104 666 21785 SH SOLE 21785 0 0 FORMFACTOR INC COM STK COMMON STOCK '346375108 224 34660 SH SOLE 34660 0 0 FORTINET INCCOM STK COMMON STOCK '34959E109 262 11300 SH SOLE 11300 0 0 FORTUNA SILVER MINES INC COM COMMON STOCK '349915108 86 25200 SH SOLE 25200 0 0 FOSSIL INC COM STK COMMON STOCK '349882100 429 5606 SH SOLE 5606 0 0 FREIGHTCAR AMERICA COM STK COMMON STOCK '357023100 372 16199 SH SOLE 16199 0 0 FRST CNT BNCP COMMON STOCK '319850103 409 30317 SH SOLE 30317 0 0 FSI INTL INC COM STK COMMON STOCK '302633102 78 21600 SH SOLE 21600 0 0 FUEL TECH INC COM STK COMMON STOCK '359523107 368 75424 SH SOLE 75424 0 0 GALLAGHER ARTHUR J & CO COM S COMMON STOCK '363576109 430 12258 SH SOLE 12258 0 0 GAMCO INVS INC COM STK COMMON STOCK '361438104 462 10410 SH SOLE 10410 0 0 GARTNER INC CL A COM STK COMMON STOCK '366651107 646 15000 SH SOLE 15000 0 0 GENERAC HOLDINGS INC COMMON STOCK '368736104 202 8414 SH SOLE 8414 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- GEOEYE INC COM COMMON STOCK '37250W108 502 32400 SH SOLE 32400 0 0 GILDAN ACTIVEWEAR INCORPORATED COMMON STOCK '375916103 226 8200 SH SOLE 8200 0 0 GLOBAL GEOPHYSICAL S ERVICES COMMON STOCK '37946S107 151 24731 SH SOLE 24731 0 0 GLOBECOMM SYSTEMS IN C COM STK COMMON STOCK '37956X103 108 10700 SH SOLE 10700 0 0 GRACO INC COM STK COMMON STOCK '384109104 313 6786 SH SOLE 6786 0 0 GRAMERCY CPTL REITS/RICS '384871109 446 178365 SH SOLE 178365 0 0 GRAN TIERRA ENERGY I NC COM ST COMMON STOCK '38500T101 396 80600 SH SOLE 80600 0 0 GREAT NORTHERN IRON ORE PROPER COMMON STOCK '391064102 866 11457 SH SOLE 11457 0 0 GREEN DOT CORP-CLASS A COMMON STOCK '39304D102 668 30197 SH SOLE 30197 0 0 GROUPON INC COMMON STOCK '399473107 119 11160 SH SOLE 11160 0 0 GSI TECHNOLOGY INC COM STK COMMON STOCK '36241U106 411 86645 SH SOLE 86645 0 0 GT ADVANCED TECHNOLO GIES INC COMMON STOCK '36191U106 165 31300 SH SOLE 31300 0 0 GUESS INC COM STK COMMON STOCK '401617105 364 12000 SH SOLE 12000 0 0 GUIDANCE SOFTWARE IN C COMMON STOCK '401692108 460 48379 SH SOLE 48379 0 0 HARDINGE BROTHERS IN C COM STK COMMON STOCK '412324303 96 10600 SH SOLE 10600 0 0 HCC INS HLDGS INC COM STK COMMON STOCK '404132102 484 15399 SH SOLE 15399 0 0 HEADWATERS INC COM STK COMMON STOCK '42210P102 202 39240 SH SOLE 39240 0 0 HEALTH NET INC COM STK COMMON STOCK '42222G108 201 8290 SH SOLE 8290 0 0 HEARTLAND EXPRESS IN C COM STK COMMON STOCK '422347104 854 59672 SH SOLE 59672 0 0 HELIX ENERGY SOLUTIO NS GROUP COMMON STOCK '42330P107 612 37300 SH SOLE 37300 0 0 HERMAN MILLER INC COM STK COMMON STOCK '600544100 888 47967 SH SOLE 47967 0 0 HIBBETT SPORTING GOO DS INC CO COMMON STOCK '428567101 225 3900 SH SOLE 3900 0 0 HILL INTERNATIONAL I NC COMMON STOCK '431466101 105 32831 SH SOLE 32831 0 0 HILL-ROM HOLDINGS COM STK COMMON STOCK '431475102 256 8300 SH SOLE 8300 0 0 HOME DEPOT INC COM STK COMMON STOCK '437076102 853 16095 SH SOLE 16095 0 0 HOME FEDERAL BANCORP COMMON STOCK '43710G105 171 16274 SH SOLE 16274 0 0 HOMEOWNRS CHOICE COMMON STOCK '43741E103 437 24855 SH SOLE 24855 0 0 HOSPITALITY PROPERTI ES TRUST REITS/RICS '44106M102 795 32100 SH SOLE 32100 0 0 HOT TOPIC INC COM STK COMMON STOCK '441339108 309 31927 SH SOLE 31927 0 0 HSN INC COMMON STOCK '404303109 340 8437 SH SOLE 8437 0 0 HUDSON VALLEY HOLDIN G CORP CO COMMON STOCK '444172100 188 10395 SH SOLE 10395 0 0 HUNT J B TRANS SVCS INC COM ST COMMON STOCK '445658107 358 6000 SH SOLE 6000 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- HUNTINGTON BANCSHARE S INC COM COMMON STOCK '446150104 276 43200 SH SOLE 43200 0 0 HUNTINGTON INGALLS I NDUSTRIES COMMON STOCK '446413106 471 11700 SH SOLE 11700 0 0 HUNTSMAN CORP COM STK COMMON STOCK '447011107 299 23100 SH SOLE 23100 0 0 IAMGOLD CORP COM STK COMMON STOCK '450913108 466 39400 SH SOLE 39400 0 0 IMPERVA INC COMMON STOCK '45321L100 484 16800 SH SOLE 16800 0 0 INCONTACT INC COM STK COMMON STOCK '45336E109 109 21829 SH SOLE 21829 0 0 INFINITY PPTY & CAS CORP COM S COMMON STOCK '45665Q103 351 6089 SH SOLE 6089 0 0 INGRAM MICRO INC CL A COM STK COMMON STOCK '457153104 589 33700 SH SOLE 33700 0 0 INSPERITY INC COM STK COMMON STOCK '45778Q107 897 33170 SH SOLE 33170 0 0 INTEGRATED DEVICE TE CHNOLOGY COMMON STOCK '458118106 687 122300 SH SOLE 122300 0 0 INTERSECTIONS COMMON STOCK '460981301 314 19819 SH SOLE 19819 0 0 INTERSIL CORP COMMON STOCK '46069S109 367 34500 SH SOLE 34500 0 0 INTERVAL LEISURE GRO UP- COMMON STOCK '46113M108 637 33513 SH SOLE 33513 0 0 INVACARE CORP COM COMMON STOCK '461203101 580 37603 SH SOLE 37603 0 0 INVESCO MORTGAGE CAP ITAL REITS/RICS '46131B100 253 13800 SH SOLE 13800 0 0 IRIS INTL INC COM STK COMMON STOCK '46270W105 175 15499 SH SOLE 15499 0 0 ITRON INC COM STK COMMON STOCK '465741106 400 9700 SH SOLE 9700 0 0 ITT CORP-W/I COMMON STOCK '450911201 333 18900 SH SOLE 18900 0 0 JANUS CAPITAL GROUP INC COM ST COMMON STOCK '47102X105 79 10100 SH SOLE 10100 0 0 JOHN BEAN TECH COMMON STOCK '477839104 281 20706 SH SOLE 20706 0 0 JONES LANG LASALLE I NC COM ST COMMON STOCK '48020Q107 274 3900 SH SOLE 3900 0 0 K-SWISS INC CL A COM STK COMMON STOCK '482686102 44 14435 SH SOLE 14435 0 0 KADANT INC COM STK COMMON STOCK '48282T104 240 10246 SH SOLE 10246 0 0 KEYCORP NY COM STK COMMON STOCK '493267108 219 28300 SH SOLE 28300 0 0 KIMBALL INTL INC CL B COM STK COMMON STOCK '494274103 84 10935 SH SOLE 10935 0 0 KIMCO REALTY CORP COM REIT REITS/RICS '49446R109 240 12600 SH SOLE 12600 0 0 KIRKLANDS INC COM STK COMMON STOCK '497498105 350 31094 SH SOLE 31094 0 0 KITE REALTY GROUP TR REITS/RICS '49803T102 391 78423 SH SOLE 78423 0 0 KRISPY KREME DOUGHNU TS INC CO COMMON STOCK '501014104 178 27788 SH SOLE 27788 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK '501242101 634 71056 SH SOLE 71056 0 0 LAM RESH CORP COM STK COMMON STOCK '512807108 294 7787 SH SOLE 7787 0 0 LASALLE HOTEL PROPER TIES COM REITS/RICS '517942108 541 18549 SH SOLE 18549 0 0 LATTICE SEMICONDUCTO R CORP CO COMMON STOCK '518415104 178 47400 SH SOLE 47400 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- LAWSON PRODUCTS INC. COM STK COMMON STOCK '520776105 249 26917 SH SOLE 26917 0 0 LEAPFROG ENTERPRISES INC CL A COMMON STOCK '52186N106 230 22440 SH SOLE 22440 0 0 LEAR CORP COMMON STOCK '521865204 604 16000 SH SOLE 16000 0 0 LENNOX INTL INC COM STK COMMON STOCK '526107107 476 10200 SH SOLE 10200 0 0 LEXINGTON REALTY TRUST REITS/RICS '529043101 789 93100 SH SOLE 93100 0 0 LINKEDIN CORP CLASS A COMMON S COMMON STOCK '53578A108 240 2260 SH SOLE 2260 0 0 LOGMEIN INC COMMON STOCK '54142L109 314 10300 SH SOLE 10300 0 0 LOWES COS INC COM STK COMMON STOCK '548661107 688 24201 SH SOLE 24201 0 0 LTC PROPERTIES INC COM REIT REITS/RICS '502175102 500 13775 SH SOLE 13775 0 0 LTX-CREDENCE CORP COM STK COMMON STOCK '502403207 105 15700 SH SOLE 15700 0 0 LUBYS INC COM STK COMMON STOCK '549282101 341 50880 SH SOLE 50880 0 0 LULULEMON ATHLETICA INC COMMON STOCK '550021109 495 8300 SH SOLE 8300 0 0 MACYS INC COM STK COMMON STOCK '55616P104 423 12314 SH SOLE 12314 0 0 MAD CATZ INTERACTIVE COM COMMON STOCK '556162105 114 219580 SH SOLE 219580 0 0 MADDEN STEVEN LTD COM STK COMMON STOCK '556269108 337 10628 SH SOLE 10628 0 0 MAGNA INTL INC COMMON STOCK '559222401 206 5213 SH SOLE 5213 0 0 MAGNACHIP SEMICONDUC TOR CORP COMMON STOCK '55933J203 1121 117599 SH SOLE 117599 0 0 MASIMO CORP COM STK COMMON STOCK '574795100 671 29981 SH SOLE 29981 0 0 MASTERCARD INC CL A COM STK COMMON STOCK '57636Q104 404 940 SH SOLE 940 0 0 MATTSON TECHNOLOGY I NC COM ST COMMON STOCK '577223100 540 308471 SH SOLE 308471 0 0 MAXLINEAR INC COMMON STOCK '57776J100 270 54339 SH SOLE 54339 0 0 MCDONALDS CORP COM COMMON STOCK '580135101 660 7460 SH SOLE 7460 0 0 MCKESSON CORP COM STK COMMON STOCK '58155Q103 234 2500 SH SOLE 2500 0 0 MEADOWBROOK INSURANC E GROUP I COMMON STOCK '58319P108 552 62780 SH SOLE 62780 0 0 MERITOR INC COM STK COMMON STOCK '59001K100 179 34259 SH SOLE 34259 0 0 METALS USA HOLDINGS CORP COMMON STOCK '59132A104 489 30704 SH SOLE 30704 0 0 METHANEX CORP CAD CO M NPV COMMON STOCK '59151K108 986 35400 SH SOLE 35400 0 0 METRO BANCORP INC PA COM STK COMMON STOCK '59161R101 479 39804 SH SOLE 39804 0 0 METROPCS COMMUNICATI ONS INC C COMMON STOCK '591708102 191 31600 SH SOLE 31600 0 0 MICREL INC COM STK COMMON STOCK '594793101 344 36134 SH SOLE 36134 0 0 MINE SAFETY APPLIANC ES CO COM COMMON STOCK '602720104 260 6453 SH SOLE 6453 0 0 MISSION WEST PROPERT IES INC REITS/RICS '605203108 167 19402 SH SOLE 19402 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- MKS INSTRS INC COM STK COMMON STOCK '55306N104 420 14567 SH SOLE 14567 0 0 MMODAL INC COM STK COMMON STOCK '60689B107 167 12900 SH SOLE 12900 0 0 MODINE MFG CO COM STK COMMON STOCK '607828100 230 33119 SH SOLE 33119 0 0 MONMOUTH REAL ESTATE INVESTME REITS/RICS '609720107 863 73666 SH SOLE 73666 0 0 MONOLITHIC POWER COMMON STOCK '609839105 369 18611 SH SOLE 18611 0 0 MONSTER BEVERAGE COR P COM STK COMMON STOCK '611740101 259 3640 SH SOLE 3640 0 0 MOVADO GROUP INC COM COMMON STOCK '624580106 1069 42738 SH SOLE 42738 0 0 MOVE INC COM STK COMMON STOCK '62458M207 903 99352 SH SOLE 99352 0 0 MULTIMEDIA GAMES HOLDING COMPA COMMON STOCK '625453105 450 32144 SH SOLE 32144 0 0 MURPHY OIL CORP COM STK COMMON STOCK '626717102 679 13500 SH SOLE 13500 0 0 MYR GROUP INC COMMON STOCK '55405W104 311 18215 SH SOLE 18215 0 0 NACCO INDUSTRIES INC CL A COM COMMON STOCK '629579103 500 4300 SH SOLE 4300 0 0 NASH FINCH CO COM STK COMMON STOCK '631158102 286 13332 SH SOLE 13332 0 0 NATIONAL BEVERAGE CO RP COM ST COMMON STOCK '635017106 170 11400 SH SOLE 11400 0 0 NATURAL GAS SVCS GRO UP INC CO COMMON STOCK '63886Q109 991 66858 SH SOLE 66858 0 0 NCI BUILDING SYS INC COM STK COMMON STOCK '628852204 253 23365 SH SOLE 23365 0 0 NEENAH PAPER INC COM STK COMMON STOCK '640079109 573 21479 SH SOLE 21479 0 0 NETSPEND HOLDINGS IN C COMMON STOCK '64118V106 218 23761 SH SOLE 23761 0 0 NEVSUN RES LTD COM COMMON STOCK '64156L101 713 219200 SH SOLE 219200 0 0 NEW YORK MTG TR INC COM REIT REITS/RICS '649604501 140 19865 SH SOLE 19865 0 0 NEWCASTLE INVT CORP NEW COM RE REITS/RICS '65105M108 807 120475 SH SOLE 120475 0 0 NORANDA ALUMINIUM HO LDING COMMON STOCK '65542W107 636 79900 SH SOLE 79900 0 0 NORTHSTAR RLTY FIN CORP COM REITS/RICS '66704R100 852 163293 SH SOLE 163293 0 0 NTELOS HLDG CORP COMMON STOCK '67020Q305 324 17205 SH SOLE 17205 0 0 NUVASIVE COMMON STOCK '670704105 248 9788 SH SOLE 9788 0 0 O REILLY AUTOMOTIVE INC COM ST COMMON STOCK '67103H107 1026 12243 SH SOLE 12243 0 0 OBAGI MEDICAL PRODUC T INC COM COMMON STOCK '67423R108 874 57258 SH SOLE 57258 0 0 OFFICE DEPOT INC COM STK COMMON STOCK '676220106 104 47972 SH SOLE 47972 0 0 OLD REP INTL CORP COM STK COMMON STOCK '680223104 187 22500 SH SOLE 22500 0 0 OMEGA HEALTHCARE INV ESTORS IN REITS/RICS '681936100 875 38901 SH SOLE 38901 0 0 OMNICELL INC COM STK COMMON STOCK '68213N109 726 49611 SH SOLE 49611 0 0 ON SEMICONDUCTOR COR P / SEMI COMMON STOCK '682189105 174 24500 SH SOLE 24500 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- ONE LIBERTY PROPERTI ES INC CO REITS/RICS '682406103 580 30795 SH SOLE 30795 0 0 ORBITAL SCIENCES COR P COM STK COMMON STOCK '685564106 404 31303 SH SOLE 31303 0 0 ORBITZ WORLDWIDE INC COMMON STOCK '68557K109 642 175816 SH SOLE 175816 0 0 ORITANI FINANCIAL CORP COM STK COMMON STOCK '68633D103 687 47711 SH SOLE 47711 0 0 ORMAT TECHNOLOGIES I NC COM ST COMMON STOCK '686688102 341 15939 SH SOLE 15939 0 0 OSI SYSTEMS INC COM STK COMMON STOCK '671044105 234 3700 SH SOLE 3700 0 0 PAPA JOHNS INTL INC COM STK COMMON STOCK '698813102 686 14420 SH SOLE 14420 0 0 PAR PHARMACEUTICAL C OS INC CO COMMON STOCK '69888P106 224 6200 SH SOLE 6200 0 0 PARTNERRE LIMITED BERMUDA COMMON STOCK 'G6852T105 424 5600 SH SOLE 5600 0 0 PATTERSON CO COMMON STOCK '703395103 294 8517 SH SOLE 8517 0 0 PATTERSON-UTI ENERGY INC (EX COMMON STOCK '703481101 446 30600 SH SOLE 30600 0 0 PDF SOLUTIONS INC COM STK COMMON STOCK '693282105 334 33825 SH SOLE 33825 0 0 PEABODY ENERGY CORP COM STK COMMON STOCK '704549104 324 13200 SH SOLE 13200 0 0 PENNSYLVANIA REAL ES TATE INVE REITS/RICS '709102107 202 13500 SH SOLE 13500 0 0 PENNYMAC MORTGAGE IN VESTMENT REITS/RICS '70931T103 272 13800 SH SOLE 13800 0 0 PEOPLES UNITED FINANCIAL INC C COMMON STOCK '712704105 744 64102 SH SOLE 64102 0 0 PETMED EXPRESS INC COM STK COMMON STOCK '716382106 639 52556 SH SOLE 52556 0 0 PHARMACYCLICS INC COM STK COMMON STOCK '716933106 295 5400 SH SOLE 5400 0 0 PHOTOMEDEX INC COM STK COMMON STOCK '719358301 180 14819 SH SOLE 14819 0 0 PLAINS EXPLORATION & PRODUCTI COMMON STOCK '726505100 208 5900 SH SOLE 5900 0 0 PMC-SIERRA INC COM STK COMMON STOCK '69344F106 147 24000 SH SOLE 24000 0 0 PMFG INC COM STK COMMON STOCK '69345P103 97 12480 SH SOLE 12480 0 0 POLARIS INDS INC COM STK COMMON STOCK '731068102 363 5080 SH SOLE 5080 0 0 POLYONE CORP COM STK COMMON STOCK '73179P106 417 30456 SH SOLE 30456 0 0 PORTLAND GENERAL ELE CTRIC CO COMMON STOCK '736508847 547 20500 SH SOLE 20500 0 0 POST PROPERTIES INC COM REIT REITS/RICS '737464107 871 17800 SH SOLE 17800 0 0 POWELL INDUSTRIES IN C COM STK COMMON STOCK '739128106 863 23111 SH SOLE 23111 0 0 POWERSECURE INTL INC COM STK COMMON STOCK '73936N105 69 13824 SH SOLE 13824 0 0 PREMIERE GLOBAL SERV ICES INC COMMON STOCK '740585104 293 34973 SH SOLE 34973 0 0 PRETIUM RESOURCES COM STK COMMON STOCK '74139C102 337 24300 SH SOLE 24300 0 0 PRIMERO MINING CORP COMMON STOCK '74164W106 1144 443000 SH SOLE 443000 0 0 PRIMORIS SERVICES CORP COM ST COMMON STOCK '74164F103 325 27100 SH SOLE 27100 0 0 PROSPERITY BANCSHARE S INC COM COMMON STOCK '743606105 509 12107 SH SOLE 12107 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- PROTECTIVE LIFE CORP DEL COM COMMON STOCK '743674103 279 9500 SH SOLE 9500 0 0 PROVIDENCE SERVICE CORP COM COMMON STOCK '743815102 274 20000 SH SOLE 20000 0 0 PSS WORLD MED INC COM STK COMMON STOCK '69366A100 379 18047 SH SOLE 18047 0 0 PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK '744573106 644 19800 SH SOLE 19800 0 0 PULSE ELECTRONICS CO RP COM ST COMMON STOCK '74586W106 85 43340 SH SOLE 43340 0 0 PULTE GROUP INC COM STK COMMON STOCK '745867101 306 28582 SH SOLE 28582 0 0 RALPH LAUREN CORPORA TION COM COMMON STOCK '751212101 1056 7540 SH SOLE 7540 0 0 RAVEN INDS INC COM STK COMMON STOCK '754212108 390 5600 SH SOLE 5600 0 0 RAYTHEON COMPANY COM COMMON STOCK '755111507 266 4700 SH SOLE 4700 0 0 RED ROBIN GOURMET BU RGERS INC COMMON STOCK '75689M101 617 20228 SH SOLE 20228 0 0 REINSURANCE GROUP AM ER INC CL COMMON STOCK '759351604 543 10200 SH SOLE 10200 0 0 RESMED INC COM STK COMMON STOCK '761152107 415 13300 SH SOLE 13300 0 0 RESOURCES CONNECTION INC COM COMMON STOCK '76122Q105 1270 103277 SH SOLE 103277 0 0 RESPONSYS INCCOM STK COMMON STOCK '761248103 216 17784 SH SOLE 17784 0 0 REVETT MINERALS INC COM COMMON STOCK '761505205 105 31900 SH SOLE 31900 0 0 REX STORES CORP COM STK COMMON STOCK '761624105 487 24950 SH SOLE 24950 0 0 RIGNET INC COMMON STOCK '766582100 516 29651 SH SOLE 29651 0 0 RLJ LODGING TRUST REITS/RICS '74965L101 596 32888 SH SOLE 32888 0 0 ROCKVILLE FINL INC COM STK COMMON STOCK '774188106 755 65290 SH SOLE 65290 0 0 RPC INC COM STK COMMON STOCK '749660106 134 11300 SH SOLE 11300 0 0 RPX CORP COMMON STOCK '74972G103 483 33674 SH SOLE 33674 0 0 RUBY TUESDAY INC COM STK COMMON STOCK '781182100 807 118500 SH SOLE 118500 0 0 RUTH'S HOSPITALITY GROUP COMMON STOCK '783332109 564 85408 SH SOLE 85408 0 0 SABRA HEALTHCARE RE IT INC REITS/RICS '78573L106 788 46059 SH SOLE 46059 0 0 SAIA INC COM STK COMMON STOCK '78709Y105 357 16300 SH SOLE 16300 0 0 SAN JUAN BASIN RTY T R COM STK COMMON STOCK '798241105 682 45523 SH SOLE 45523 0 0 SANCHEZ ENERGY CORP COMMON STOCK '79970Y105 287 13814 SH SOLE 13814 0 0 SANDERSON FARMS INC COM STK COMMON STOCK '800013104 394 8600 SH SOLE 8600 0 0 SAUER-DANFOSS INC COM STK COMMON STOCK '804137107 398 11400 SH SOLE 11400 0 0 SCIQUEST INC COMMON STOCK '80908T101 464 25841 SH SOLE 25841 0 0 SELECT COMFORT CORP COM STK COMMON STOCK '81616X103 298 14259 SH SOLE 14259 0 0 SELECT INCOME REIT REITS/RICS '81618T100 829 34900 SH SOLE 34900 0 0 SENECA FOODS CORP CL A COM STK COMMON STOCK '817070501 202 7519 SH SOLE 7519 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- SHUFFLE MASTER INC COM STK COMMON STOCK '825549108 173 12500 SH SOLE 12500 0 0 SIERRA WIRELESS INC COMMON STOCK '826516106 1886 208938 SH SOLE 208938 0 0 SIGNATURE BANK COMMON STOCK '82669G104 494 8100 SH SOLE 8100 0 0 SILICON IMAGE INC COM STK COMMON STOCK '82705T102 365 88575 SH SOLE 88575 0 0 SILVERCORP METAL COMMON STOCK '82835P103 168 30300 SH SOLE 30300 0 0 SIMON PROPERTY GROUP INC COM REITS/RICS '828806109 372 2390 SH SOLE 2390 0 0 SIMPSON MANUFACTURIN G INC COM COMMON STOCK '829073105 286 9700 SH SOLE 9700 0 0 SJW CORP COM STK COMMON STOCK '784305104 309 12888 SH SOLE 12888 0 0 SKECHERS U S A INC CL A COM ST COMMON STOCK '830566105 650 31913 SH SOLE 31913 0 0 SKYWEST INC COM STK COMMON STOCK '830879102 137 20917 SH SOLE 20917 0 0 SMART TECHNOLOGIES I NC COMMON STOCK '83172R108 23 12900 SH SOLE 12900 0 0 SMITH & WESSON HLDG CORP COM S COMMON STOCK '831756101 254 30607 SH SOLE 30607 0 0 SONUS NETWORKS INC COM STK COMMON STOCK '835916107 124 57800 SH SOLE 57800 0 0 SOUTHWEST AIRLINES C O COM STK COMMON STOCK '844741108 212 23000 SH SOLE 23000 0 0 SPANSION INC CL A COMMON STOCK '84649R200 345 31415 SH SOLE 31415 0 0 SPARTAN STORES INC COM STK COMMON STOCK '846822104 434 23931 SH SOLE 23931 0 0 SPARTECH CORP COM STK COMMON STOCK '847220209 142 27498 SH SOLE 27498 0 0 SPIRIT AIRLINES INC COMMON STOCK '848577102 732 37605 SH SOLE 37605 0 0 SPROTT RESOURCE LEND ING CORP COMMON STOCK '85207J100 124 87400 SH SOLE 87400 0 0 STANDARD REGISTER CO COM STK COMMON STOCK '853887107 33 55121 SH SOLE 55121 0 0 STAPLES INC COM STK COMMON STOCK '855030102 767 58743 SH SOLE 58743 0 0 STATE BK & TR CO PIN EHURST GA COMMON STOCK '856190103 561 37001 SH SOLE 37001 0 0 STATE STR CORP COM STK COMMON STOCK '857477103 357 8000 SH SOLE 8000 0 0 STEEL DYNAMICS INC COM STK COMMON STOCK '858119100 205 17500 SH SOLE 17500 0 0 STEELCASE INC CL A COM STK COMMON STOCK '858155203 698 77349 SH SOLE 77349 0 0 STELLARONE CORP COM STK COMMON STOCK '85856G100 142 11387 SH SOLE 11387 0 0 STEWART INFORMATION SVCS CORP COMMON STOCK '860372101 438 28519 SH SOLE 28519 0 0 STONE ENERGY CORP COM STK COMMON STOCK '861642106 580 22900 SH SOLE 22900 0 0 STONERIDGE INC COM STK COMMON STOCK '86183P102 128 18859 SH SOLE 18859 0 0 SUNCOKE ENERGY INC COMMON STOCK '86722A103 687 46928 SH SOLE 46928 0 0 SUNSTONE HOTEL INVESTORS INC REITS/RICS '867892101 783 71217 SH SOLE 71217 0 0 SUPERTEX INC COM STK COMMON STOCK '868532102 458 24274 SH SOLE 24274 0 0 SUSQUEHANNA BANCSHAR ES INC PA COMMON STOCK '869099101 366 35633 SH SOLE 35633 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- SVB FINANCIAL GROUP COM STK COMMON STOCK '78486Q101 543 9244 SH SOLE 9244 0 0 SWIFT ENERGY CO COM STK COMMON STOCK '870738101 244 13100 SH SOLE 13100 0 0 SYCAMORE NETWORKS IN C COM STK COMMON STOCK '871206405 476 32799 SH SOLE 32799 0 0 SYKES ENTERPRISES IN C COM STK COMMON STOCK '871237103 994 62434 SH SOLE 62434 0 0 SYMETRA FINANCIAL CO RP COMMON STOCK '87151Q106 507 40196 SH SOLE 40196 0 0 Safeway Inc (formerl y Safeway COMMON STOCK '786514208 583 32133 SH SOLE 32133 0 0 Solutia Inc Common N EW COMMON STOCK '834376501 312 11109 SH SOLE 11109 0 0 TASER INTERNATIONAL INC COM ST COMMON STOCK '87651B104 436 83200 SH SOLE 83200 0 0 TEAM HEALTH HOLDINGS LLC COMMON STOCK '87817A107 270 11227 SH SOLE 11227 0 0 TECH DATA CORP COM STK COMMON STOCK '878237106 207 4300 SH SOLE 4300 0 0 TECO ENERGY INC COM STK COMMON STOCK '872375100 558 30900 SH SOLE 30900 0 0 TELEDYNE TECHNOLOGIE S INC COM COMMON STOCK '879360105 247 4000 SH SOLE 4000 0 0 TELLABS INC COM STK COMMON STOCK '879664100 436 130946 SH SOLE 130946 0 0 TERRITORIAL BANCORP INC COMMON STOCK '88145X108 646 28384 SH SOLE 28384 0 0 TESSERA TECHNOLOGIES INC COM COMMON STOCK '88164L100 731 47538 SH SOLE 47538 0 0 TEXAS CAP BANCSHARES INC COM COMMON STOCK '88224Q107 295 7300 SH SOLE 7300 0 0 TEXAS ROADHOUSE INC COMMON STOCK '882681109 413 22474 SH SOLE 22474 0 0 TGC INDUSTRIES INC COM NEW COMMON STOCK '872417308 215 22098 SH SOLE 22098 0 0 THE HANOVER INSURANC E GROUP I COMMON STOCK '410867105 537 13717 SH SOLE 13717 0 0 THOMPSON CREEK METAL S CO INC COMMON STOCK '884768102 535 167100 SH SOLE 167100 0 0 THOR INDUSTRIES INC COM STK COMMON STOCK '885160101 529 19300 SH SOLE 19300 0 0 THORATEC CORP COM STK COMMON STOCK '885175307 512 15260 SH SOLE 15260 0 0 TIMMINS GOLD CORP COMMON STOCK '88741P103 403 219500 SH SOLE 219500 0 0 TMS INTERNATIONAL CO RP-A COMMON STOCK '87261Q103 245 24616 SH SOLE 24616 0 0 TORCHMARK CORP COM STK COMMON STOCK '891027104 211 4181 SH SOLE 4181 0 0 TORO CO COM STK COMMON STOCK '891092108 608 8296 SH SOLE 8296 0 0 TOWER GROUP INC COM STK COMMON STOCK '891777104 551 26390 SH SOLE 26390 0 0 TRANSGLOBE ENERGY CORP COMMON STOCK '893662106 438 49200 SH SOLE 49200 0 0 TRAVELCENTRS COMMON STOCK '894174101 389 76815 SH SOLE 76815 0 0 TRUE RELIGION APPARE L INC COM COMMON STOCK '89784N104 429 14813 SH SOLE 14813 0 0 TRUSTCO BANK CORP N Y COM STK COMMON STOCK '898349105 91 16600 SH SOLE 16600 0 0 TUESDAY MORNING CORP COM STK COMMON STOCK '899035505 1025 238913 SH SOLE 238913 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- TYSON FOODS INC CL A COM STK COMMON STOCK '902494103 431 22900 SH SOLE 22900 0 0 ULTRA CLEAN HLD COMMON STOCK '90385V107 131 20332 SH SOLE 20332 0 0 UMB FINANCIAL CORP COM STK COMMON STOCK '902788108 776 15153 SH SOLE 15153 0 0 UMPQUA HOLDINGS CORP COM STK COMMON STOCK '904214103 721 54757 SH SOLE 54757 0 0 UNISYS CORP COM STK COMMON STOCK '909214306 379 19400 SH SOLE 19400 0 0 UNIT CORP COM STK COMMON STOCK '909218109 369 10000 SH SOLE 10000 0 0 UNITED STATIONERS IN C COM STK COMMON STOCK '913004107 482 17900 SH SOLE 17900 0 0 UNITIL CORP COM STK COMMON STOCK '913259107 1034 39000 SH SOLE 39000 0 0 UNIVERSAL HEALTH REA LTY INCOM REITS/RICS '91359E105 562 13533 SH SOLE 13533 0 0 UNIVERSAL INS HLDGS INC COM ST COMMON STOCK '91359V107 369 108231 SH SOLE 108231 0 0 URS CORP NEW COM STK COMMON STOCK '903236107 352 10100 SH SOLE 10100 0 0 VAALCO ENERGY INC COM STK COMMON STOCK '91851C201 343 39762 SH SOLE 39762 0 0 VALEANT PHARMACEUTIC ALS INTER COMMON STOCK '91911K102 812 18100 SH SOLE 18100 0 0 VALIDUS HOLDINGS LTD COMMON STOCK 'G9319H102 566 17663 SH SOLE 17663 0 0 VASCULAR SOLUTIONS I NC COM ST COMMON STOCK '92231M109 558 44457 SH SOLE 44457 0 0 VENOCO INC COMMON STOCK '92275P307 238 23755 SH SOLE 23755 0 0 VERA BRADLEY COMMON STOCK '92335C106 1029 48800 SH SOLE 48800 0 0 VICOR CORP COM STK COMMON STOCK '925815102 237 34187 SH SOLE 34187 0 0 VILLAGE SUPER MARKET INC COM COMMON STOCK '927107409 516 15843 SH SOLE 15843 0 0 VMWARE INC -CL A COMMON STOCK '928563402 581 6380 SH SOLE 6380 0 0 VOCERA COMMUNICATION S INC COMMON STOCK '92857F107 483 18027 SH SOLE 18027 0 0 VOLTERRA SEMI COMMON STOCK '928708106 235 10000 SH SOLE 10000 0 0 WABTEC COM STK COMMON STOCK '929740108 226 2900 SH SOLE 2900 0 0 WADDELL & REED FINL INC CL A C COMMON STOCK '930059100 645 21300 SH SOLE 21300 0 0 WARNACO GROUP INC COM STK COMMON STOCK '934390402 443 10401 SH SOLE 10401 0 0 WEBSENSE INC COM STK COMMON STOCK '947684106 1032 55073 SH SOLE 55073 0 0 WELLCARE HEALTH PLAN S INC COM COMMON STOCK '94946T106 509 9600 SH SOLE 9600 0 0 WEST COAST BANCORP O RE NEW CO COMMON STOCK '952145209 306 15595 SH SOLE 15595 0 0 WEST MARINE INC COM STK COMMON STOCK '954235107 799 68010 SH SOLE 68010 0 0 WESTAMERICA BANCORPO RATION CO COMMON STOCK '957090103 721 15273 SH SOLE 15273 0 0 WESTERN DIGITAL CORP COM STK COMMON STOCK '958102105 424 13900 SH SOLE 13900 0 0 WESTWOOD HOLDINGS GR OUP INC C COMMON STOCK '961765104 592 15896 SH SOLE 15896 0 0

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- WHITING PETROLEUM CORPCOM COMMON STOCK '966387102 280 6800 SH SOLE 6800 0 0 WILLBROS GROUP INC (DELAWARE) COMMON STOCK '969203108 185 28600 SH SOLE 28600 0 0 WILLIAMS-SONOMA INC COM STK COMMON STOCK '969904101 281 8031 SH SOLE 8031 0 0 WINNEBAGO INDS INC COM STK COMMON STOCK '974637100 147 14400 SH SOLE 14400 0 0 WINTHROP RLTY TR COM REIT REITS/RICS '976391300 813 66896 SH SOLE 66896 0 0 WISCONSIN ENERGY COR P COM STK COMMON STOCK '976657106 265 6700 SH SOLE 6700 0 0 WISDOMTREE INVTS INC COM STK COMMON STOCK '97717P104 211 32100 SH SOLE 32100 0 0 WR BERKLEY CORP COM STK COMMON STOCK '084423102 284 7300 SH SOLE 7300 0 0 WYNN RESORTS LTD COM STK COMMON STOCK '983134107 212 2040 SH SOLE 2040 0 0 XERIUM TECHNOLOGIES INC COM ST COMMON STOCK '98416J118 94 32400 SH SOLE 32400 0 0 XO GROUP INC COM STK COMMON STOCK '983772104 550 62049 SH SOLE 62049 0 0 ZILLOW INC COMMON STOCK '98954A107 205 5300 SH SOLE 5300 0 0