0001193125-12-451191.txt : 20121105 0001193125-12-451191.hdr.sgml : 20121105 20121105130751 ACCESSION NUMBER: 0001193125-12-451191 CONFORMED SUBMISSION TYPE: 13F-HR 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: 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: 121179327 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 d433276d13fhr.txt FORM 13F HOLDINGS 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: 09/30/2012 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 11/01/2012 ----------------------------- ------------------------ ------------ [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: 494 --- Form 13F Information Table Value Total (x$1000): 217,283 ------- (thousands) List of Other Included Managers: None (See attachment) 13F DATA: (09/28/12) MENTA CAPITAL

VOTING VOTING VOTING VALUE SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------- --- ---- ---------- -------- --------- --------- --------- ABIOMED INC COM STK COMMON STOCK '003654100 353 16800 SH SOLE 16800 0 0 ABM INDS INC COM STK COMMON STOCK '000957100 574 30300 SH SOLE 30300 0 0 ACTIVE NETWORK INC COM STK COMMON STOCK '00506D100 264 21072 SH SOLE 21072 0 0 ACTUATE CORP COM STK COMMON STOCK '00508B102 399 56692 SH SOLE 56692 0 0 ADVANCED ENERGY INDS INC COM COMMON STOCK '007973100 350 28410 SH SOLE 28410 0 0 ADVENT SOFTWARE INC COM STK COMMON STOCK '007974108 338 13767 SH SOLE 13767 0 0 AECOM TECHNOLOGY COR P COMMON STOCK '00766T100 419 19787 SH SOLE 19787 0 0 AEP INDUSTRIES INC COM STK COMMON STOCK '001031103 817 13484 SH SOLE 13484 0 0 AEROFLEX HOLDING COR P COMMON STOCK '007767106 80 12030 SH SOLE 12030 0 0 AES CORP COM STK COMMON STOCK '00130H105 199 18100 SH SOLE 18100 0 0 AETNA INC NEW COM STK COMMON STOCK '00817Y108 376 9500 SH SOLE 9500 0 0 AFLAC INC COM STK COMMON STOCK '001055102 335 7000 SH SOLE 7000 0 0 AG MORTGAGE INVESTME NT TRUST REITS/RICS '001228105 768 31816 SH SOLE 31816 0 0 AGL RES INC COM STK COMMON STOCK '001204106 645 15767 SH SOLE 15767 0 0 AGRIUM INC CAD NPV C OM (USD) COMMON STOCK '008916108 944 9100 SH SOLE 9100 0 0 ALCOA INC COM STK COMMON STOCK '013817101 584 66000 SH SOLE 66000 0 0 ALEXANDER'S INC. COM REIT REITS/RICS '014752109 266 622 SH SOLE 622 0 0 ALLEGHENY TECHNOLOGI ES INC CO COMMON STOCK '01741R102 263 8257 SH SOLE 8257 0 0 ALLIED WORLD ASSURANCE COMPANY COMMON STOCK 'H01531104 448 5800 SH SOLE 5800 0 0 ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK '01988P108 132 10616 SH SOLE 10616 0 0 ALON USA ENERGY INC COM COMMON STOCK '020520102 928 67763 SH SOLE 67763 0 0 AMBASSADORS GROUP IN C COM STK COMMON STOCK '023177108 290 53796 SH SOLE 53796 0 0 AMCOL INTERNATIONAL CORP COM S COMMON STOCK '02341W103 215 6347 SH SOLE 6347 0 0 AMER EXPRESS CO COM COMMON STOCK '025816109 347 6100 SH SOLE 6100 0 0 AMERCO COM STK COMMON STOCK '023586100 430 4044 SH SOLE 4044 0 0 AMEREN CORP COM STK COMMON STOCK '023608102 568 17376 SH SOLE 17376 0 0 AMERICAN EAGLE OUTFI TTERS INC COMMON STOCK '02553E106 444 21071 SH SOLE 21071 0 0 AMERICAN EQUITY INVE STMENT LI COMMON STOCK '025676206 485 41742 SH SOLE 41742 0 0 AMERICAN GREETINGS C ORP CL A COMMON STOCK '026375105 217 12900 SH SOLE 12900 0 0 AMERICAN REPROGRAPHI CS CO COM COMMON STOCK '029263100 104 24468 SH SOLE 24468 0 0

VOTING VOTING VOTING VALUE SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------- --- ---- ---------- -------- --------- --------- --------- AMERICAN SCIENCE & E NGR INC C COMMON STOCK '029429107 630 9608 SH SOLE 9608 0 0 AMERICAN STS WTR CO COM STK COMMON STOCK '029899101 1018 22902 SH SOLE 22902 0 0 AMERICAN WOODMARK CO RP COM ST COMMON STOCK '030506109 205 10278 SH SOLE 10278 0 0 AMERIPRISE FINL INC COM STK COMMON STOCK '03076C106 261 4600 SH SOLE 4600 0 0 AMERIS BANCORP COM STK COMMON STOCK '03076K108 171 13567 SH SOLE 13567 0 0 AMN HEALTHCARE SERVI CES INC C COMMON STOCK '001744101 169 16798 SH SOLE 16798 0 0 AMTRUST FINL SVCS IN C COM STK COMMON STOCK '032359309 474 18499 SH SOLE 18499 0 0 ANN INC COM STK COMMON STOCK '035623107 302 8000 SH SOLE 8000 0 0 APOLLO COMMERCIAL RE AL ESTATE REITS/RICS '03762U105 1454 83864 SH SOLE 83864 0 0 APPLIED INDL TECHNOL OGIES INC COMMON STOCK '03820C105 465 11230 SH SOLE 11230 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK 'G05384105 516 16928 SH SOLE 16928 0 0 ASPEN TECHNOLOGY INC COM STK COMMON STOCK '045327103 721 27900 SH SOLE 27900 0 0 ASSOCIATED BANC CORP COM STK COMMON STOCK '045487105 253 19258 SH SOLE 19258 0 0 ASSOCIATED ESTATES R EALTY COR REITS/RICS '045604105 418 27600 SH SOLE 27600 0 0 ASSURANT INC COM STK COMMON STOCK '04621X108 520 13942 SH SOLE 13942 0 0 ATLANTIC TELE-NETWOR K INC COM COMMON STOCK '049079205 275 6400 SH SOLE 6400 0 0 AUTONATION INC COM STK COMMON STOCK '05329W102 275 6300 SH SOLE 6300 0 0 AUXILIUM PHARMACEUTI CALS INC COMMON STOCK '05334D107 666 27208 SH SOLE 27208 0 0 AVERY DENNISON CORP CA COM STK COMMON STOCK '053611109 267 8400 SH SOLE 8400 0 0 AVIAT NETWORKS INC INC COM ST COMMON STOCK '05366Y102 229 96296 SH SOLE 96296 0 0 AVID TECHNOLOGY INC COM STK COMMON STOCK '05367P100 241 25461 SH SOLE 25461 0 0 AVX CORP NEW COM STK COMMON STOCK '002444107 550 57400 SH SOLE 57400 0 0 AXIS CAPITAL HLDGS COMMON STOCK 'G0692U109 227 6506 SH SOLE 6506 0 0 BANCORP INC DEL COM STK COMMON STOCK '05969A105 632 61524 SH SOLE 61524 0 0 BANK OF MONTREAL CAD COM NPV COMMON STOCK '063671101 733 12400 SH SOLE 12400 0 0 BANK OF NOVA SCOTIA CAD COM NP COMMON STOCK '064149107 1733 31600 SH SOLE 31600 0 0 BANKFINANCIAL CORP COM STK COMMON STOCK '06643P104 270 30695 SH SOLE 30695 0 0 BANKUNITED INC COMMON STOCK '06652K103 637 25899 SH SOLE 25899 0 0 BARRETT BUSINESS SER VICES INC COMMON STOCK '068463108 337 12423 SH SOLE 12423 0 0 BED BATH BEYOND INC COM STK COMMON STOCK '075896100 320 5076 SH SOLE 5076 0 0

VOTING VOTING VOTING VALUE SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------- --- ---- ---------- -------- --------- --------- --------- BEMIS CO INC COM STK COMMON STOCK '081437105 400 12700 SH SOLE 12700 0 0 BERKSHIRE HATHAWAY CL A INC DE COMMON STOCK '084670108 398 3 SH SOLE 3 0 0 BIODELIVERY SCI COMMON STOCK '09060J106 411 65073 SH SOLE 65073 0 0 BLYTH INC COM STK COMMON STOCK '09643P207 410 15788 SH SOLE 15788 0 0 BRANDYWINE REALTY TR UST COM R REITS/RICS '105368203 880 72176 SH SOLE 72176 0 0 BRINKER INTL INC COM STK COMMON STOCK '109641100 490 13882 SH SOLE 13882 0 0 BROOKLINE BANCORP IN C DE COM COMMON STOCK '11373M107 627 71099 SH SOLE 71099 0 0 BROWN SHOE INC NEW COM STK COMMON STOCK '115736100 288 17941 SH SOLE 17941 0 0 BUILD-A-BEAR WORKSHO P INC COM COMMON STOCK '120076104 339 87012 SH SOLE 87012 0 0 CABELA'S INC COM STK COMMON STOCK '126804301 601 11000 SH SOLE 11000 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK '12811R104 294 25242 SH SOLE 25242 0 0 CALIFORNIA WTR SVC G ROUP COM COMMON STOCK '130788102 235 12600 SH SOLE 12600 0 0 CALLAWAY GOLF CO COM STK COMMON STOCK '131193104 85 13900 SH SOLE 13900 0 0 CALLON PETE CO DEL COM STK COMMON STOCK '13123X102 69 11248 SH SOLE 11248 0 0 CAMPUS CREST CMNTYS INC COM ST REITS/RICS '13466Y105 206 19108 SH SOLE 19108 0 0 CAPITALSOURCE INC COM STK COMMON STOCK '14055X102 655 86400 SH SOLE 86400 0 0 CAPLEASE INC REIT REITS/RICS '140288101 1256 242996 SH SOLE 242996 0 0 CARBONITE INC COMMON STOCK '141337105 138 19630 SH SOLE 19630 0 0 CARLISLE COS INC COM STK COMMON STOCK '142339100 493 9500 SH SOLE 9500 0 0 CARROLS HOLDINGS COR P COMMON STOCK '14574X104 222 38510 SH SOLE 38510 0 0 CBEYOND INC. COMMON STOCK '149847105 404 41017 SH SOLE 41017 0 0 CBL & ASSOCIATES PRO PERTIES I REITS/RICS '124830100 1429 66975 SH SOLE 66975 0 0 CBRE GROUP INC COM STK COMMON STOCK '12504L109 1360 73900 SH SOLE 73900 0 0 CELESTICA INC CAD NP V SUB ORD COMMON STOCK '15101Q108 662 92600 SH SOLE 92600 0 0 CENTERPOINT ENERGY I NC COMMON STOCK '15189T107 388 18200 SH SOLE 18200 0 0 CENTERSTATE BKS FLA INC COM ST COMMON STOCK '15201P109 452 50724 SH SOLE 50724 0 0 CENTRAL GARDEN & PET CO COM S COMMON STOCK '153527106 292 24600 SH SOLE 24600 0 0 CF INDS HLDGS INC COM STK COMMON STOCK '125269100 489 2200 SH SOLE 2200 0 0 CHARLES RIVER LABORA TORIES IN COMMON STOCK '159864107 234 5900 SH SOLE 5900 0 0 CHECK POINT SOFTWARE TECHNOLO COMMON STOCK 'M22465104 522 10836 SH SOLE 10836 0 0

VOTING VOTING VOTING VALUE SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------- --- ---- ---------- -------- --------- --------- --------- CHESAPEAKE LODGING T RUST REITS/RICS '165240102 1472 74099 SH SOLE 74099 0 0 CHEVRON CORPORATION COMMON STOCK '166764100 639 5480 SH SOLE 5480 0 0 CHICOS FAS INC COM STK COMMON STOCK '168615102 586 32347 SH SOLE 32347 0 0 CHIMERA INVESTMENT CORP COM ST REITS/RICS '16934Q109 192 70800 SH SOLE 70800 0 0 CIRCOR INTL INC COM STK COMMON STOCK '17273K109 212 5620 SH SOLE 5620 0 0 CIT GROUP INC COM STK COMMON STOCK '125581801 452 11485 SH SOLE 11485 0 0 CITIGROUP INC COM STK COMMON STOCK '172967424 573 17504 SH SOLE 17504 0 0 CNO FINANCIAL GROUP INC COM ST COMMON STOCK '12621E103 381 39500 SH SOLE 39500 0 0 COCA COLA BOTTLING C O CONS CO COMMON STOCK '191098102 771 11315 SH SOLE 11315 0 0 COINSTAR INC COM STK COMMON STOCK '19259P300 256 5700 SH SOLE 5700 0 0 COLONY FINANCIAL INC REITS/RICS '19624R106 1481 76012 SH SOLE 76012 0 0 COLUMBIA BKG SYS INC COM STK COMMON STOCK '197236102 609 32846 SH SOLE 32846 0 0 COMFORT SYS USA INC COM STK COMMON STOCK '199908104 189 17323 SH SOLE 17323 0 0 COMMERCIAL VEHICLE GROUP INC COMMON STOCK '202608105 190 25821 SH SOLE 25821 0 0 COMMONWEATH REIT REITS/RICS '203233101 1448 99433 SH SOLE 99433 0 0 CONNS INC COM STK COMMON STOCK '208242107 207 9400 SH SOLE 9400 0 0 CONSOLIDATED GRAPHIC S INC COM COMMON STOCK '209341106 251 9631 SH SOLE 9631 0 0 CONTANGO OIL & GAS C O COM STK COMMON STOCK '21075N204 688 14000 SH SOLE 14000 0 0 COOPER TIRE & RUBBER CO COM S COMMON STOCK '216831107 658 34300 SH SOLE 34300 0 0 CORELOGIC COMMON STOCK '21871D103 236 8902 SH SOLE 8902 0 0 CORNERSTONE THERAPEU TICS INC COMMON STOCK '21924P103 99 19211 SH SOLE 19211 0 0 COTT CORPORATION CAD NPV COM COMMON STOCK '22163N106 2701 341800 SH SOLE 341800 0 0 CRACKER BARREL OLD COUNTRY STO COMMON STOCK '22410J106 514 7660 SH SOLE 7660 0 0 CRAWFORD & CO CL B COM STK COMMON STOCK '224633107 89 17773 SH SOLE 17773 0 0 CRIMSON EXPL INC COM STK COMMON STOCK '22662K207 127 29716 SH SOLE 29716 0 0 CROSS CTRY HEALTHCAR E INC COM COMMON STOCK '227483104 99 20981 SH SOLE 20981 0 0 CSG SYSTEMS INTERNAT IONAL INC COMMON STOCK '126349109 429 19069 SH SOLE 19069 0 0 CUBIC CORP COM STK COMMON STOCK '229669106 426 8500 SH SOLE 8500 0 0 CUMBERLAND PHARMACEU TICALS IN COMMON STOCK '230770109 491 75963 SH SOLE 75963 0 0 CURTISS WRIGHT CORP COM STK COMMON STOCK '231561101 553 16900 SH SOLE 16900 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- CVR ENERGY INC COM STK COMMON STOCK '12662P108 467 12700 SH SOLE 12700 0 0 CYBERONICS INC COM STK COMMON STOCK '23251P102 262 5000 SH SOLE 5000 0 0 CYNOSURE INC CL A COM STK COMMON STOCK '232577205 394 14959 SH SOLE 14959 0 0 CYPRESS SEMICONDUCTO R CORP CO COMMON STOCK '232806109 293 29795 SH SOLE 29795 0 0 DAKTRONICS INC COM STK COMMON STOCK '234264109 427 44900 SH SOLE 44900 0 0 DANA CORPORATION COM STK COMMON STOCK '235825205 182 14800 SH SOLE 14800 0 0 DARLING INTL INC COM STK COMMON STOCK '237266101 201 11000 SH SOLE 11000 0 0 DEER CONSUMER PRODS INC COM ST COMMON STOCK '24379J200 34 14828 SH SOLE 14828 0 0 DELTEK INC COMMON STOCK '24784L105 141 10800 SH SOLE 10800 0 0 DESTINATION MATERNIT Y CORP CO COMMON STOCK '25065D100 344 18411 SH SOLE 18411 0 0 DICE HOLDINGS INC COMMON STOCK '253017107 311 36900 SH SOLE 36900 0 0 DIGITAL RIVER INC COM STK COMMON STOCK '25388B104 254 15265 SH SOLE 15265 0 0 DOLE FOOD CO INC COM STK COMMON STOCK '256603101 283 20200 SH SOLE 20200 0 0 DTE ENERGY CO COM STK COMMON STOCK '233331107 302 5041 SH SOLE 5041 0 0 DUPONT FABROS TECH REIT REITS/RICS '26613Q106 1457 57694 SH SOLE 57694 0 0 ECHELON CORP COM STK COMMON STOCK '27874N105 134 34826 SH SOLE 34826 0 0 EDUCATION MNGMNT COMMON STOCK '28140M103 51 16502 SH SOLE 16502 0 0 ELECTRO SCIENTIFIC I NDUSTRIES COMMON STOCK '285229100 370 30300 SH SOLE 30300 0 0 EMCOR GROUP INC COM STK COMMON STOCK '29084Q100 314 11000 SH SOLE 11000 0 0 ENDEAVOUR SILVER CORP COMMON STOCK '29258Y103 637 63900 SH SOLE 63900 0 0 ENDO PHARMACEUTICALS HLDGS IN COMMON STOCK '29264F205 464 14640 SH SOLE 14640 0 0 ENDURANCE SPLTY COMMON STOCK 'G30397106 504 13085 SH SOLE 13085 0 0 ENERPLUS RES FD COM COMMON STOCK '292766102 1496 90256 SH SOLE 90256 0 0 ENPHASE ENERGY INC COMMON STOCK '29355A107 54 13083 SH SOLE 13083 0 0 ENTERGY CORP NEW COM STK COMMON STOCK '29364G103 603 8700 SH SOLE 8700 0 0 ENVIVIO INC COM STK COMMON STOCK '29413T106 59 27046 SH SOLE 27046 0 0 EOG RES INC COM STK COMMON STOCK '26875P101 283 2523 SH SOLE 2523 0 0 EPL OIL & GAS INC COM STK COMMON STOCK '26883D108 585 28826 SH SOLE 28826 0 0 EPOCRATES INC COMMON STOCK '29429D103 209 17936 SH SOLE 17936 0 0 EVERBANK FINANCIAL C ORP COMMON STOCK '29977G102 158 11453 SH SOLE 11453 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- EVOLUTION PETROLEUM CORP COMMON STOCK '30049A107 214 26530 SH SOLE 26530 0 0 EXACTECH INC COM STK COMMON STOCK '30064E109 329 18467 SH SOLE 18467 0 0 EXACTTARGET INC COMMON STOCK '30064K105 380 15700 SH SOLE 15700 0 0 EXCO RESOURCES INC COM COMMON STOCK '269279402 191 23900 SH SOLE 23900 0 0 EXPEDIA INC COMMON STOCK '30212P303 333 5753 SH SOLE 5753 0 0 EXXON MOBIL CORP COM STK COMMON STOCK '30231G102 530 5800 SH SOLE 5800 0 0 F N B CORP PA COM COMMON STOCK '302520101 568 50700 SH SOLE 50700 0 0 FALCONSTOR SOFTWARE INC COM ST COMMON STOCK '306137100 313 133390 SH SOLE 133390 0 0 FARMER BROTHERS CO COM STK COMMON STOCK '307675108 436 45868 SH SOLE 45868 0 0 FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK '313148306 645 25058 SH SOLE 25058 0 0 FEIHE INTL INC COM STK COMMON STOCK '31429Y103 171 28342 SH SOLE 28342 0 0 FERRO CORP COM STK COMMON STOCK '315405100 39 11500 SH SOLE 11500 0 0 FIESTA RSTRN GRP COMMON STOCK '31660B101 170 10700 SH SOLE 10700 0 0 FIFTH THIRD BANCORP COM STK COMMON STOCK '316773100 507 32700 SH SOLE 32700 0 0 FINANCIAL INSTNS INC COM STK COMMON STOCK '317585404 640 34348 SH SOLE 34348 0 0 FIRST BANCORP TROY NC COM ST COMMON STOCK '318910106 290 25158 SH SOLE 25158 0 0 FIRST CALIFORNIA FINANCIAL GRP COMMON STOCK '319395109 77 11000 SH SOLE 11000 0 0 FIRST CITIZENS BANCS HARES INC COMMON STOCK '31946M103 636 3903 SH SOLE 3903 0 0 FIRST DEFIANCE FINAN CIAL CORP COMMON STOCK '32006W106 440 25510 SH SOLE 25510 0 0 FIRST FINANCIAL HOLD INGS INC COMMON STOCK '320239106 349 26880 SH SOLE 26880 0 0 FIRST HORIZON NATL CORP COMMON STOCK '320517105 626 65000 SH SOLE 65000 0 0 FIRST INTERSTATE BAN CSYSTEM I COMMON STOCK '32055Y201 675 45136 SH SOLE 45136 0 0 FIRST PACTRUST BANCO RP INC CO COMMON STOCK '33589V101 428 34187 SH SOLE 34187 0 0 FLIR SYS INC COM STK COMMON STOCK '302445101 222 11129 SH SOLE 11129 0 0 FLOWSERVE CORP COM STK COMMON STOCK '34354P105 314 2460 SH SOLE 2460 0 0 FLUOR CORP (NEW) COM STK COMMON STOCK '343412102 242 4300 SH SOLE 4300 0 0 FOOT LOCKER INC COM STK COMMON STOCK '344849104 575 16200 SH SOLE 16200 0 0 FORESTAR GROUP INC COM STK COMMON STOCK '346233109 1422 85332 SH SOLE 85332 0 0 FORRESTER RESEARCH I NC CAMBR COMMON STOCK '346563109 466 16200 SH SOLE 16200 0 0 FORTINET INCCOM STK COMMON STOCK '34959E109 311 12900 SH SOLE 12900 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- FUEL TECH INC COM STK COMMON STOCK '359523107 191 45708 SH SOLE 45708 0 0 FURMANITE CORP COM STK COMMON STOCK '361086101 73 12900 SH SOLE 12900 0 0 FUTUREFUEL CORP COM STK COMMON STOCK '36116M106 175 14439 SH SOLE 14439 0 0 FX ENERGY INC COM STK COMMON STOCK '302695101 261 35000 SH SOLE 35000 0 0 GAMCO INVS INC COM STK COMMON STOCK '361438104 408 8210 SH SOLE 8210 0 0 GARTNER INC CL A COM STK COMMON STOCK '366651107 350 7600 SH SOLE 7600 0 0 GENCORP INC COM STK COMMON STOCK '368682100 110 11600 SH SOLE 11600 0 0 GENESCO INC COM STK COMMON STOCK '371532102 581 8700 SH SOLE 8700 0 0 GENTIVA HEALTH SVCS INC COM ST COMMON STOCK '37247A102 244 21552 SH SOLE 21552 0 0 GEORGIA GULF CORP COM STK COMMON STOCK '373200302 250 6900 SH SOLE 6900 0 0 GLOBAL GEOPHYSICAL S ERVICES COMMON STOCK '37946S107 162 29463 SH SOLE 29463 0 0 GLOBAL PMTS INC COM STK COMMON STOCK '37940X102 615 14700 SH SOLE 14700 0 0 GLOBE SPECIALTY META LS INC CO COMMON STOCK '37954N206 251 16500 SH SOLE 16500 0 0 GOLDEN STAR RES LTD CAD NPV CO COMMON STOCK '38119T104 148 73900 SH SOLE 73900 0 0 GOVERNMENT PROPERTIE S INCOME REITS/RICS '38376A103 206 8800 SH SOLE 8800 0 0 GRAMERCY CPTL REITS/RICS '384871109 1121 372294 SH SOLE 372294 0 0 GRAN TIERRA ENERGY I NC COM ST COMMON STOCK '38500T101 272 52654 SH SOLE 52654 0 0 GRAPHIC PACKAGING HLDG CO COMMON STOCK '388689101 84 14500 SH SOLE 14500 0 0 GREAT NORTHERN IRON ORE PROPER COMMON STOCK '391064102 553 6884 SH SOLE 6884 0 0 HALLMARK FINL SVCS I NC COM ST COMMON STOCK '40624Q203 91 11217 SH SOLE 11217 0 0 HARBINGER GROUP INC COM STK COMMON STOCK '41146A106 214 25382 SH SOLE 25382 0 0 HARTFORD FINL SVCS G ROUP INC COMMON STOCK '416515104 262 13500 SH SOLE 13500 0 0 HEADWATERS INC COM STK COMMON STOCK '42210P102 247 37535 SH SOLE 37535 0 0 HEARTLAND EXPRESS IN C COM STK COMMON STOCK '422347104 1054 78903 SH SOLE 78903 0 0 HEIDRICK & STRUGGLES INTL INC COMMON STOCK '422819102 158 12400 SH SOLE 12400 0 0 HELIX ENERGY SOLUTIO NS GROUP COMMON STOCK '42330P107 345 18885 SH SOLE 18885 0 0 HERMAN MILLER INC COM STK COMMON STOCK '600544100 530 27267 SH SOLE 27267 0 0 HNI CORP COM STK COMMON STOCK '404251100 204 8000 SH SOLE 8000 0 0 HOLOGIC INC COM STK COMMON STOCK '436440101 206 10200 SH SOLE 10200 0 0 HOME DEPOT INC COM STK COMMON STOCK '437076102 690 11435 SH SOLE 11435 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- HOMESTREET INC COM STK COMMON STOCK '43785V102 654 17192 SH SOLE 17192 0 0 HOT TOPIC INC COM STK COMMON STOCK '441339108 105 12029 SH SOLE 12029 0 0 HUMANA INC COM STK COMMON STOCK '444859102 347 4950 SH SOLE 4950 0 0 HUNTINGTON BANCSHARE S INC COM COMMON STOCK '446150104 638 92500 SH SOLE 92500 0 0 HUNTINGTON INGALLS I NDUSTRIES COMMON STOCK '446413106 576 13700 SH SOLE 13700 0 0 IMPAX LABORATORIES INC COM STK COMMON STOCK '45256B101 457 17600 SH SOLE 17600 0 0 INFINITY PPTY & CAS CORP COM S COMMON STOCK '45665Q103 368 6089 SH SOLE 6089 0 0 INLAND REAL ESTATE C ORP COM R REITS/RICS '457461200 1432 173548 SH SOLE 173548 0 0 INSPERITY INC COM STK COMMON STOCK '45778Q107 374 14817 SH SOLE 14817 0 0 INTEGRATED DEVICE TE CHNOLOGY COMMON STOCK '458118106 192 32700 SH SOLE 32700 0 0 INTERMEC INC COM COMMON STOCK '458786100 390 62814 SH SOLE 62814 0 0 INTERSECTIONS COMMON STOCK '460981301 479 45419 SH SOLE 45419 0 0 INTERVAL LEISURE GRO UP- COMMON STOCK '46113M108 514 27213 SH SOLE 27213 0 0 INVACARE CORP COM COMMON STOCK '461203101 522 36903 SH SOLE 36903 0 0 IROBOT CORP COM STK COMMON STOCK '462726100 205 9000 SH SOLE 9000 0 0 ITRON INC COM STK COMMON STOCK '465741106 341 7900 SH SOLE 7900 0 0 ITT EDL SVCS INC COM STK COMMON STOCK '45068B109 247 7653 SH SOLE 7653 0 0 JAKKS PAC INC COM STK COMMON STOCK '47012E106 436 29948 SH SOLE 29948 0 0 JM SMUCKER CO COM STK COMMON STOCK '832696405 207 2400 SH SOLE 2400 0 0 JMP GROUP INC COM STK COMMON STOCK '46629U107 59 10803 SH SOLE 10803 0 0 JOHN BEAN TECH COMMON STOCK '477839104 283 17310 SH SOLE 17310 0 0 JONES GROUP INC COM STK COMMON STOCK '48020T101 300 23300 SH SOLE 23300 0 0 JUST ENERGY GROUP INC COM STK COMMON STOCK '48213W101 841 77100 SH SOLE 77100 0 0 KEYCORP NY COM STK COMMON STOCK '493267108 420 48100 SH SOLE 48100 0 0 KIMBALL INTL INC CL B COM STK COMMON STOCK '494274103 208 17058 SH SOLE 17058 0 0 KIMCO REALTY CORP COM REIT REITS/RICS '49446R109 247 12200 SH SOLE 12200 0 0 KITE REALTY GROUP TR REITS/RICS '49803T102 139 27319 SH SOLE 27319 0 0 KOPPERS HLDGS INC COM STK COMMON STOCK '50060P106 269 7700 SH SOLE 7700 0 0 KROGER CO COM STK COMMON STOCK '501044101 311 13211 SH SOLE 13211 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK '501242101 726 69756 SH SOLE 69756 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- LAWSON PRODUCTS INC. COM STK COMMON STOCK '520776105 258 37250 SH SOLE 37250 0 0 LAYNE CHRISTENSEN CO COM STK COMMON STOCK '521050104 445 22677 SH SOLE 22677 0 0 LEAPFROG ENTERPRISES INC CL A COMMON STOCK '52186N106 378 41934 SH SOLE 41934 0 0 LEAR CORP COMMON STOCK '521865204 359 9500 SH SOLE 9500 0 0 LENDER PRC SR COMMON STOCK '52602E102 510 18300 SH SOLE 18300 0 0 LENNOX INTL INC COM STK COMMON STOCK '526107107 339 7000 SH SOLE 7000 0 0 LEXINGTON REALTY TRUST REITS/RICS '529043101 1396 144505 SH SOLE 144505 0 0 LEXMARK INTERNATIONA L INC CL COMMON STOCK '529771107 294 13200 SH SOLE 13200 0 0 LHC GROUP INC COM STK COMMON STOCK '50187A107 197 10663 SH SOLE 10663 0 0 LIBERTY MEDIA CORP C INTER A COMMON STOCK '53071M104 239 12900 SH SOLE 12900 0 0 LIMITED BRANDS INC COM STK COMMON STOCK '532716107 414 8400 SH SOLE 8400 0 0 LINCOLN ELEC HLDGS I NC COM ST COMMON STOCK '533900106 264 6751 SH SOLE 6751 0 0 LIONBRIDGE TECHNOLOG IES INC C COMMON STOCK '536252109 618 175553 SH SOLE 175553 0 0 LSI CORPORATION COM STK COMMON STOCK '502161102 197 28500 SH SOLE 28500 0 0 LULULEMON ATHLETICA INC COMMON STOCK '550021109 394 5331 SH SOLE 5331 0 0 MACK-CALI REALTY COR P COM REI REITS/RICS '554489104 1197 45000 SH SOLE 45000 0 0 MAD CATZ INTERACTIVE COM COMMON STOCK '556162105 59 97980 SH SOLE 97980 0 0 MAGIC SOFTWARE ENTER PRISES LT COMMON STOCK '559166103 79 18025 SH SOLE 18025 0 0 MAGNA INTL INC COMMON STOCK '559222401 455 10513 SH SOLE 10513 0 0 MAGNACHIP SEMICONDUC TOR CORP COMMON STOCK '55933J203 247 20910 SH SOLE 20910 0 0 MAIDEN HLDGS LTD COMMON STOCK 'G5753U112 300 33800 SH SOLE 33800 0 0 MAINSOURCE FINL GROU P INC COM COMMON STOCK '56062Y102 314 24464 SH SOLE 24464 0 0 MANULIFE FINANCIAL CORP CAD NP COMMON STOCK '56501R106 810 67200 SH SOLE 67200 0 0 MARCUS CORP COM STK COMMON STOCK '566330106 236 21302 SH SOLE 21302 0 0 MASIMO CORP COM STK COMMON STOCK '574795100 466 19281 SH SOLE 19281 0 0 MASTERCARD INC CL A COM STK COMMON STOCK '57636Q104 623 1380 SH SOLE 1380 0 0 MATSON INC COMMON STOCK '57686G105 796 38059 SH SOLE 38059 0 0 MATTSON TECHNOLOGY I NC COM ST COMMON STOCK '577223100 143 147544 SH SOLE 147544 0 0 MAXLINEAR INC COMMON STOCK '57776J100 421 62936 SH SOLE 62936 0 0 MEADOWBROOK INSURANC E GROUP I COMMON STOCK '58319P108 503 65380 SH SOLE 65380 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- MEDASSETS INC COMMON STOCK '584045108 258 14500 SH SOLE 14500 0 0 MEDICIS PHARMACEUTICAL CORP COMMON STOCK '584690309 208 4800 SH SOLE 4800 0 0 MELLANOX TECHNOLOGIE S LTD COMMON STOCK 'M51363113 306 3015 SH SOLE 3015 0 0 MENTOR GRAPHICS CORP COM STK COMMON STOCK '587200106 162 10500 SH SOLE 10500 0 0 MERITOR INC COM STK COMMON STOCK '59001K100 281 66259 SH SOLE 66259 0 0 METALS USA HOLDINGS CORP COMMON STOCK '59132A104 899 67204 SH SOLE 67204 0 0 METRO BANCORP INC PA COM STK COMMON STOCK '59161R101 517 40787 SH SOLE 40787 0 0 MICRON TECHNOLOGY IN C COM STK COMMON STOCK '595112103 165 27600 SH SOLE 27600 0 0 MID-AMERICA APARTMEN T COMMUNI REITS/RICS '59522J103 1462 22381 SH SOLE 22381 0 0 MIDSTATES PETROLEUM COMPANY IN COMMON STOCK '59804T100 138 16000 SH SOLE 16000 0 0 MONARCH CASINO & RES ORT INC C COMMON STOCK '609027107 349 40053 SH SOLE 40053 0 0 MONTPELIER RE HOLD LTD COM COMMON STOCK 'G62185106 259 11700 SH SOLE 11700 0 0 MOVADO GROUP INC COM COMMON STOCK '624580106 374 11077 SH SOLE 11077 0 0 MOVE INC COM STK COMMON STOCK '62458M207 772 89528 SH SOLE 89528 0 0 MTS SYSTEMS CORP COM STK COMMON STOCK '553777103 386 7200 SH SOLE 7200 0 0 MURPHY OIL CORP COM STK COMMON STOCK '626717102 725 13500 SH SOLE 13500 0 0 MYR GROUP INC COMMON STOCK '55405W104 345 17315 SH SOLE 17315 0 0 NACCO INDUSTRIES INC CL A COM COMMON STOCK '629579103 602 4800 SH SOLE 4800 0 0 NATIONAL FINANCIAL P ARTNERS C COMMON STOCK '63607P208 221 13049 SH SOLE 13049 0 0 NAVIGATORS GROUP INC COM STK COMMON STOCK '638904102 388 7888 SH SOLE 7888 0 0 NEONODE INC COM STK COMMON STOCK '64051M402 99 26237 SH SOLE 26237 0 0 NET 1 UEPS TECHNOLOG IES INC C COMMON STOCK '64107N206 100 11100 SH SOLE 11100 0 0 NETSPEND HOLDINGS IN C COMMON STOCK '64118V106 168 17140 SH SOLE 17140 0 0 NETSUITE INC COMMON STOCK '64118Q107 255 4000 SH SOLE 4000 0 0 NEVSUN RES LTD COM COMMON STOCK '64156L101 1811 386200 SH SOLE 386200 0 0 NEW GOLD COMMON STOCK '644535106 683 55700 SH SOLE 55700 0 0 NEW MOUNTAIN GUARDIA N CORP COMMON STOCK '647551100 643 43365 SH SOLE 43365 0 0 NEW YORK & CO INC COM STK COMMON STOCK '649295102 60 16051 SH SOLE 16051 0 0 NEW YORK MTG TR INC COM REIT REITS/RICS '649604501 1411 200200 SH SOLE 200200 0 0 NEWCASTLE INVT CORP NEW COM RE REITS/RICS '65105M108 1408 186932 SH SOLE 186932 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- NEWELL RUBBERMAID IN C MEDIUM COMMON STOCK '651229106 340 17787 SH SOLE 17787 0 0 NEWFIELD EXPL CO COM STK COMMON STOCK '651290108 470 15000 SH SOLE 15000 0 0 NEWMARKET CORP COM STK COMMON STOCK '651587107 217 880 SH SOLE 880 0 0 NICE SYS LTD ADR ADRS STOCKS '653656108 383 11526 SH SOLE 11526 0 0 NORDION INC COM COMMON STOCK '65563C105 1330 197800 SH SOLE 197800 0 0 NORDSTROM INC COM COMMON STOCK '655664100 381 6900 SH SOLE 6900 0 0 NORTH AMERICAN ENERG Y PARTNER COMMON STOCK '656844107 42 14464 SH SOLE 14464 0 0 NORTHROP GRUMMAN COR P COM STK COMMON STOCK '666807102 585 8800 SH SOLE 8800 0 0 NORTHSTAR RLTY FIN CORP COM REITS/RICS '66704R100 1502 236093 SH SOLE 236093 0 0 NU SKIN ENTERPRISES INC CL A C COMMON STOCK '67018T105 295 7600 SH SOLE 7600 0 0 NUTRI SYS INC NEW COM STK COMMON STOCK '67069D108 421 40000 SH SOLE 40000 0 0 NUVASIVE COMMON STOCK '670704105 348 15188 SH SOLE 15188 0 0 NV ENERGY INC COM STK COMMON STOCK '67073Y106 524 29100 SH SOLE 29100 0 0 NVIDIA CORP COM STK COMMON STOCK '67066G104 574 43000 SH SOLE 43000 0 0 O REILLY AUTOMOTIVE INC COM ST COMMON STOCK '67103H107 280 3343 SH SOLE 3343 0 0 OBAGI MEDICAL PRODUC T INC COM COMMON STOCK '67423R108 268 21618 SH SOLE 21618 0 0 OCEANEERING INTL INC COM STK COMMON STOCK '675232102 431 7800 SH SOLE 7800 0 0 OLD NATIONAL BANCORP EVANSVIL COMMON STOCK '680033107 334 24570 SH SOLE 24570 0 0 OMEGA HEALTHCARE INV ESTORS IN REITS/RICS '681936100 1446 63601 SH SOLE 63601 0 0 OMNICELL INC COM STK COMMON STOCK '68213N109 399 28673 SH SOLE 28673 0 0 ON SEMICONDUCTOR COR P / SEMI COMMON STOCK '682189105 78 12700 SH SOLE 12700 0 0 ORBITAL SCIENCES COR P COM STK COMMON STOCK '685564106 194 13303 SH SOLE 13303 0 0 ORBITZ WORLDWIDE INC COMMON STOCK '68557K109 209 82023 SH SOLE 82023 0 0 OVERSTOCK COM INC DE L COM STK COMMON STOCK '690370101 208 20102 SH SOLE 20102 0 0 PACIFIC CONTINENTAL CORP COM S COMMON STOCK '69412V108 105 11787 SH SOLE 11787 0 0 PAPA JOHNS INTL INC COM STK COMMON STOCK '698813102 258 4834 SH SOLE 4834 0 0 PDF SOLUTIONS INC COM STK COMMON STOCK '693282105 269 19700 SH SOLE 19700 0 0 PEBBLEBROOK HOTEL TR UST REITS/RICS '70509V100 627 26788 SH SOLE 26788 0 0 PENNYMAC MORTGAGE IN VESTMENT REITS/RICS '70931T103 1512 64694 SH SOLE 64694 0 0 PERICOM SEMICONDUCTO R CORP CO COMMON STOCK '713831105 120 13766 SH SOLE 13766 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- PETSMART INC COM STK COMMON STOCK '716768106 683 9900 SH SOLE 9900 0 0 PINNACLE WEST CAPITA L CORP CO COMMON STOCK '723484101 643 12177 SH SOLE 12177 0 0 PLAINS EXPLORATION & PRODUCTI COMMON STOCK '726505100 202 5400 SH SOLE 5400 0 0 PNC FINANCIAL SERVIC ES GROUP COMMON STOCK '693475105 618 9787 SH SOLE 9787 0 0 POLARIS INDS INC COM STK COMMON STOCK '731068102 486 6014 SH SOLE 6014 0 0 PORTLAND GENERAL ELE CTRIC CO COMMON STOCK '736508847 573 21200 SH SOLE 21200 0 0 POST PROPERTIES INC COM REIT REITS/RICS '737464107 1444 30100 SH SOLE 30100 0 0 POWER-ONE INC COM STK COMMON STOCK '73930R102 402 71900 SH SOLE 71900 0 0 POWERSECURE INTL INC COM STK COMMON STOCK '73936N105 127 21225 SH SOLE 21225 0 0 PRECISION DRILLING CORP COMMON STOCK '74022D308 629 80000 SH SOLE 80000 0 0 PRIMERO MINING CORP COMMON STOCK '74164W106 2701 516600 SH SOLE 516600 0 0 PRIMORIS SERVICES CORP COM ST COMMON STOCK '74164F103 365 27962 SH SOLE 27962 0 0 PROLOGIS INC COM REIT REITS/RICS '74340W103 539 15400 SH SOLE 15400 0 0 PROTECTIVE LIFE CORP DEL COM COMMON STOCK '743674103 270 10300 SH SOLE 10300 0 0 PROVIDENCE SERVICE CORP COM COMMON STOCK '743815102 152 11691 SH SOLE 11691 0 0 PROVIDENT NEW YORK B ANCORP CO COMMON STOCK '744028101 606 64441 SH SOLE 64441 0 0 PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK '744573106 245 7600 SH SOLE 7600 0 0 PULSE ELECTRONICS CO RP COM ST COMMON STOCK '74586W106 36 43340 SH SOLE 43340 0 0 PULTE GROUP INC COM STK COMMON STOCK '745867101 205 13240 SH SOLE 13240 0 0 QEP RESOURCES COMMON STOCK '74733V100 361 11400 SH SOLE 11400 0 0 QLOGIC CORP COM STK COMMON STOCK '747277101 379 33174 SH SOLE 33174 0 0 RADISYS CORP COM STK COMMON STOCK '750459109 97 26950 SH SOLE 26950 0 0 RALPH LAUREN CORPORA TION COM COMMON STOCK '751212101 572 3780 SH SOLE 3780 0 0 REALPAGE INC COMMON STOCK '75606N109 226 10000 SH SOLE 10000 0 0 RED ROBIN GOURMET BU RGERS INC COMMON STOCK '75689M101 252 7728 SH SOLE 7728 0 0 REINSURANCE GROUP AM ER INC CL COMMON STOCK '759351604 492 8500 SH SOLE 8500 0 0 RESOURCE CAPTIAL CORPORATION REITS/RICS '76120W302 1381 234915 SH SOLE 234915 0 0 RESOURCES CONNECTION INC COM COMMON STOCK '76122Q105 143 10915 SH SOLE 10915 0 0 RESPONSYS INCCOM STK COMMON STOCK '761248103 119 11637 SH SOLE 11637 0 0 REVLON INC CL A COM STK COMMON STOCK '761525609 487 31532 SH SOLE 31532 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- RIGNET INC COMMON STOCK '766582100 857 46316 SH SOLE 46316 0 0 RLJ LODGING TRUST REITS/RICS '74965L101 1496 79111 SH SOLE 79111 0 0 ROCHESTER MEDICAL CO RP COM ST COMMON STOCK '771497104 334 28243 SH SOLE 28243 0 0 ROYAL BANK OF CANADA CAD NPV COMMON STOCK '780087102 1271 22100 SH SOLE 22100 0 0 RPX CORP COMMON STOCK '74972G103 404 36074 SH SOLE 36074 0 0 RUTH'S HOSPITALITY GROUP COMMON STOCK '783332109 532 83231 SH SOLE 83231 0 0 SAIA INC COM STK COMMON STOCK '78709Y105 276 13700 SH SOLE 13700 0 0 SAKS INC COM STK COMMON STOCK '79377W108 224 21700 SH SOLE 21700 0 0 SALLY BEAUTY CO INC COMMON STOCK '79546E104 469 18700 SH SOLE 18700 0 0 SAN JUAN BASIN RTY T R COM STK COMMON STOCK '798241105 660 46608 SH SOLE 46608 0 0 SANDSTORM GOLD LTD VANCOUVER C COMMON STOCK '80013R206 424 33000 SH SOLE 33000 0 0 SANMINA-SCI CORP COM STK COMMON STOCK '800907206 164 19220 SH SOLE 19220 0 0 SAUER-DANFOSS INC COM STK COMMON STOCK '804137107 426 10600 SH SOLE 10600 0 0 SAUL CENTERS INC COM REIT REITS/RICS '804395101 990 22300 SH SOLE 22300 0 0 SCICLONE PHARMACEUTI CALS INC COMMON STOCK '80862K104 137 24652 SH SOLE 24652 0 0 SELECT COMFORT CORP COM STK COMMON STOCK '81616X103 236 7500 SH SOLE 7500 0 0 SELECT INCOME REIT REITS/RICS '81618T100 1469 59681 SH SOLE 59681 0 0 SHERWIN WILLIAMS CO COM STK COMMON STOCK '824348106 220 1480 SH SOLE 1480 0 0 SHORETEL INC COMMON STOCK '825211105 337 82500 SH SOLE 82500 0 0 SIERRA WIRELESS INC COMMON STOCK '826516106 2141 274038 SH SOLE 274038 0 0 SILICON IMAGE INC COM STK COMMON STOCK '82705T102 123 26975 SH SOLE 26975 0 0 SILVERCORP METAL COMMON STOCK '82835P103 245 37800 SH SOLE 37800 0 0 SILVERCREST MINES INC COM COMMON STOCK '828365106 872 308314 SH SOLE 308314 0 0 SIMMONS FIRST NATION AL CORP C COMMON STOCK '828730200 253 10383 SH SOLE 10383 0 0 SMITH & WESSON HLDG CORP COM S COMMON STOCK '831756101 170 15407 SH SOLE 15407 0 0 SOLAR SENIOR CAPITAL LTD COMMON STOCK '83416M105 224 12500 SH SOLE 12500 0 0 SOLTA MEDICAL INC COM STK COMMON STOCK '83438K103 42 13500 SH SOLE 13500 0 0 SONUS NETWORKS INC COM STK COMMON STOCK '835916107 287 152356 SH SOLE 152356 0 0 SPARTAN STORES INC COM STK COMMON STOCK '846822104 261 17026 SH SOLE 17026 0 0 SPARTECH CORP COM STK COMMON STOCK '847220209 140 26182 SH SOLE 26182 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- SPEEDWAY MOTORSPORTS INC COM COMMON STOCK '847788106 559 36294 SH SOLE 36294 0 0 SPIRIT AIRLINES INC COMMON STOCK '848577102 171 10005 SH SOLE 10005 0 0 SPROTT RESOURCE LEND ING CORP COMMON STOCK '85207J100 66 47000 SH SOLE 47000 0 0 STAG INDUSTRIAL INC REITS/RICS '85254J102 1519 93450 SH SOLE 93450 0 0 STANDARD REGISTER CO COM STK COMMON STOCK '853887107 39 54821 SH SOLE 54821 0 0 STANDEX INTL CORP COM STK COMMON STOCK '854231107 227 5100 SH SOLE 5100 0 0 STARWOOD HOTELS & RESORTS COM COMMON STOCK '85590A401 244 4214 SH SOLE 4214 0 0 STATE STR CORP COM STK COMMON STOCK '857477103 243 5800 SH SOLE 5800 0 0 STEC INC COM STK COMMON STOCK '784774101 127 18800 SH SOLE 18800 0 0 STEEL DYNAMICS INC COM STK COMMON STOCK '858119100 275 24500 SH SOLE 24500 0 0 STEELCASE INC CL A COM STK COMMON STOCK '858155203 469 47613 SH SOLE 47613 0 0 STERLING FINL CORP W ASH COM S COMMON STOCK '859319303 635 28500 SH SOLE 28500 0 0 STONERIDGE INC COM STK COMMON STOCK '86183P102 148 29746 SH SOLE 29746 0 0 STRATEGIC HOTELS & R ESORTS IN REITS/RICS '86272T106 266 44190 SH SOLE 44190 0 0 SUN HELTH CAR COMMON STOCK '86677E100 257 30393 SH SOLE 30393 0 0 SUNCOKE ENERGY INC COMMON STOCK '86722A103 689 42728 SH SOLE 42728 0 0 SUNCOR ENERGY INC COM COMMON STOCK '867224107 819 24900 SH SOLE 24900 0 0 SUNTRUST BKS INC COM STK COMMON STOCK '867914103 628 22200 SH SOLE 22200 0 0 SUPERTEX INC COM STK COMMON STOCK '868532102 343 19208 SH SOLE 19208 0 0 SYCAMORE NETWORKS IN C COM STK COMMON STOCK '871206405 191 12387 SH SOLE 12387 0 0 SYKES ENTERPRISES IN C COM STK COMMON STOCK '871237103 843 62729 SH SOLE 62729 0 0 SYMETRA FINANCIAL CO RP COMMON STOCK '87151Q106 243 19796 SH SOLE 19796 0 0 SYMMETRICOM INC COM STK COMMON STOCK '871543104 121 17400 SH SOLE 17400 0 0 SYNNEX CORP COM STK COMMON STOCK '87162W100 209 6400 SH SOLE 6400 0 0 SYNOVUS FINL CORP COM COMMON STOCK '87161C105 462 194900 SH SOLE 194900 0 0 TAL INTRNATL GRP COMMON STOCK '874083108 299 8800 SH SOLE 8800 0 0 TALISMAN ENERGY INC COM STK COMMON STOCK '87425E103 603 45100 SH SOLE 45100 0 0 TANGOE INC/CT COMMON STOCK '87582Y108 196 14900 SH SOLE 14900 0 0 TARO PHARMACEUTICAL INDUSTRIES COMMON STOCK 'M8737E108 529 11581 SH SOLE 11581 0 0 TASER INTERNATIONAL INC COM ST COMMON STOCK '87651B104 460 76225 SH SOLE 76225 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- TCF FINL CORP COM STK COMMON STOCK '872275102 228 19079 SH SOLE 19079 0 0 TCP CAPITAL CORP COMMON STOCK '87238Q103 200 12539 SH SOLE 12539 0 0 TECHNOLOGY INVT CAP CORP COM S COMMON STOCK '87244T109 478 46000 SH SOLE 46000 0 0 TELLABS INC COM STK COMMON STOCK '879664100 204 57746 SH SOLE 57746 0 0 TESSERA TECHNOLOGIES INC COM COMMON STOCK '88164L100 377 27583 SH SOLE 27583 0 0 TETRA TECHNOLOGIES I NC DEL CO COMMON STOCK '88162F105 115 19000 SH SOLE 19000 0 0 TEXAS ROADHOUSE INC COMMON STOCK '882681109 405 23700 SH SOLE 23700 0 0 THE SCOTTS MIRACLE G RO COM ST COMMON STOCK '810186106 326 7500 SH SOLE 7500 0 0 THL CREDIT INC COMMON STOCK '872438106 189 13500 SH SOLE 13500 0 0 THORATEC CORP COM STK COMMON STOCK '885175307 414 11960 SH SOLE 11960 0 0 TIMKEN CO COM STK COMMON STOCK '887389104 238 6400 SH SOLE 6400 0 0 TJX COS INC NEW COM STK COMMON STOCK '872540109 581 12981 SH SOLE 12981 0 0 TMS INTERNATIONAL CO RP-A COMMON STOCK '87261Q103 304 30751 SH SOLE 30751 0 0 TNS COMMON STOCK '872960109 185 12389 SH SOLE 12389 0 0 TORO CO COM STK COMMON STOCK '891092108 775 19492 SH SOLE 19492 0 0 TOWER GROUP INC COM STK COMMON STOCK '891777104 427 21990 SH SOLE 21990 0 0 TOWN SPORTS INTL HLD GS INC CO COMMON STOCK '89214A102 351 28371 SH SOLE 28371 0 0 TRANSALTA CORP CAD C OM COMMON STOCK '89346D107 609 39800 SH SOLE 39800 0 0 TRANSGLOBE ENERGY CORP COMMON STOCK '893662106 457 42000 SH SOLE 42000 0 0 TRAVELCENTRS COMMON STOCK '894174101 693 129260 SH SOLE 129260 0 0 TRICO BANCSHARES COM STK COMMON STOCK '896095106 262 15860 SH SOLE 15860 0 0 TRUEBLUE INC COM STK COMMON STOCK '89785X101 202 12822 SH SOLE 12822 0 0 TUESDAY MORNING CORP COM STK COMMON STOCK '899035505 336 51143 SH SOLE 51143 0 0 ULTRA CLEAN HLD COMMON STOCK '90385V107 119 20864 SH SOLE 20864 0 0 UNION BANKSHARES COR P COM STK COMMON STOCK '90662P104 177 11400 SH SOLE 11400 0 0 UNISYS CORP COM STK COMMON STOCK '909214306 235 11300 SH SOLE 11300 0 0 UNIT CORP COM STK COMMON STOCK '909218109 237 5700 SH SOLE 5700 0 0 UNITED CMNTY BK BLAI RSVILLE G COMMON STOCK '90984P303 133 15858 SH SOLE 15858 0 0 UNITED ONLINE INC COM STK COMMON STOCK '911268100 193 34900 SH SOLE 34900 0 0 UNITED STATIONERS IN C COM STK COMMON STOCK '913004107 362 13900 SH SOLE 13900 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- UNITED STS STL CORP COM STK COMMON STOCK '912909108 261 13700 SH SOLE 13700 0 0 UNIVERSAL INS HLDGS INC COM ST COMMON STOCK '91359V107 351 91176 SH SOLE 91176 0 0 USANA HEALTH SCIENCE S INC COM COMMON STOCK '90328M107 525 11300 SH SOLE 11300 0 0 VAALCO ENERGY INC COM STK COMMON STOCK '91851C201 137 16010 SH SOLE 16010 0 0 VAIL RESORTS INC COM STK COMMON STOCK '91879Q109 282 4900 SH SOLE 4900 0 0 VALERO ENERGY CORP COM STK COMMON STOCK '91913Y100 572 18069 SH SOLE 18069 0 0 VALIDUS HOLDINGS LTD COMMON STOCK 'G9319H102 368 10863 SH SOLE 10863 0 0 VASCULAR SOLUTIONS I NC COM ST COMMON STOCK '92231M109 286 19330 SH SOLE 19330 0 0 VENOCO INC COMMON STOCK '92275P307 314 26432 SH SOLE 26432 0 0 VERA BRADLEY COMMON STOCK '92335C106 346 14489 SH SOLE 14489 0 0 VERISIGN INC COM STK COMMON STOCK '92343E102 643 13200 SH SOLE 13200 0 0 VERIZON COMMUNICATIONS COMMON STOCK '92343V104 360 7900 SH SOLE 7900 0 0 VICOR CORP COM STK COMMON STOCK '925815102 372 55722 SH SOLE 55722 0 0 VIRTUS INV PR COMMON STOCK '92828Q109 387 4500 SH SOLE 4500 0 0 VISHAY INTERTECHNLGY INC COMMON STOCK '928298108 246 25000 SH SOLE 25000 0 0 VISHAY PRECISION GRO UP INC COMMON STOCK '92835K103 625 44674 SH SOLE 44674 0 0 VMWARE INC -CL A COMMON STOCK '928563402 286 2960 SH SOLE 2960 0 0 VOCALTEC COMMUNICATI ONS LTD COMMON STOCK 'M6787E101 502 20466 SH SOLE 20466 0 0 VOCERA COMMUNICATION S INC COMMON STOCK '92857F107 455 14727 SH SOLE 14727 0 0 VONAGE HOLDINGS CORP HOLMDEL COMMON STOCK '92886T201 96 42251 SH SOLE 42251 0 0 W&T OFFSHORE INC COM STK COMMON STOCK '92922P106 548 29200 SH SOLE 29200 0 0 WALKER & DUNLOP INC COMMON STOCK '93148P102 196 12779 SH SOLE 12779 0 0 WALTER ENERGY COM STK COMMON STOCK '93317Q105 276 8500 SH SOLE 8500 0 0 WARREN RESOURCES INC COM STK COMMON STOCK '93564A100 143 46910 SH SOLE 46910 0 0 WASHINGTON BANKING C O COM STK COMMON STOCK '937303105 162 11409 SH SOLE 11409 0 0 WASHINGTON FEDERAL I NC COM ST COMMON STOCK '938824109 280 16800 SH SOLE 16800 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK '942683103 264 3100 SH SOLE 3100 0 0 WEBSENSE INC COM STK COMMON STOCK '947684106 981 62673 SH SOLE 62673 0 0 WESBANCO INC COM STK COMMON STOCK '950810101 236 11400 SH SOLE 11400 0 0 WESTERN DIGITAL CORP COM STK COMMON STOCK '958102105 240 6200 SH SOLE 6200 0 0

SHARES VOTING VOTING VOTING VALUE PRN SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP X 1000 AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------ ------ --- ---- ---------- -------- --------- --------- --------- WESTERN REFINING INC EL PASO COMMON STOCK '959319104 518 19800 SH SOLE 19800 0 0 WESTLAKE CHEM COMMON STOCK '960413102 278 3800 SH SOLE 3800 0 0 WESTWOOD HOLDINGS GR OUP INC C COMMON STOCK '961765104 632 16196 SH SOLE 16196 0 0 WILLIAMS-SONOMA INC COM STK COMMON STOCK '969904101 243 5531 SH SOLE 5531 0 0 WINTHROP RLTY TR COM REIT REITS/RICS '976391300 1241 115096 SH SOLE 115096 0 0 WISDOMTREE INVTS INC COM STK COMMON STOCK '97717P104 71 10531 SH SOLE 10531 0 0 WORTHINGTON INDS INC COMMON STOCK '981811102 340 15700 SH SOLE 15700 0 0 WR BERKLEY CORP COM STK COMMON STOCK '084423102 416 11100 SH SOLE 11100 0 0 WRIGHT MEDICAL GROUP INC COM COMMON STOCK '98235T107 307 13900 SH SOLE 13900 0 0 WSFS FINL CORP COM STK COMMON STOCK '929328102 366 8858 SH SOLE 8858 0 0 XO GROUP INC COM STK COMMON STOCK '983772104 674 80699 SH SOLE 80699 0 0 YONGYE INTL INC COM STK COMMON STOCK '98607B106 182 39666 SH SOLE 39666 0 0 ZALE CORP NEW COM STK COMMON STOCK '988858106 127 18400 SH SOLE 18400 0 0 ZEP INC COMMON STOCK '98944B108 327 21646 SH SOLE 21646 0 0