0001193125-13-040454.txt : 20130206 0001193125-13-040454.hdr.sgml : 20130206 20130206115900 ACCESSION NUMBER: 0001193125-13-040454 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130206 DATE AS OF CHANGE: 20130206 EFFECTIVENESS DATE: 20130206 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: 13576819 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 d481154d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2012 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 02/05/2013 ----------------------------- ------------------------ ------------ [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: 475 --- Form 13F Information Table Value Total (x$1000): 228,780 ------- (thousands) List of Other Included Managers: None (See attachment) 13F Data: (12/31/12) 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- A.O.SMITH CORP COM STK COMMON STOCK '831865209 681 10800 SH SOLE 10800 0 0 ABIOMED INC COM STK COMMON STOCK '003654100 296 22000 SH SOLE 22000 0 0 ABM INDS INC COM STK COMMON STOCK '000957100 564 28271 SH SOLE 28271 0 0 ACCURAY INC COMMON STOCK '004397105 101 15635 SH SOLE 15635 0 0 ACTIVE NETWORK INC COM STK COMMON STOCK '00506D100 183 37172 SH SOLE 37172 0 0 AECOM TECHNOLOGY CORP COMMON STOCK '00766T100 559 23487 SH SOLE 23487 0 0 AEP INDUSTRIES INC COM STK COMMON STOCK '001031103 1154 19484 SH SOLE 19484 0 0 AEROFLEX HOLDING CORP COMMON STOCK '007767106 149 21330 SH SOLE 21330 0 0 AEROVIRONMENT INC COM STK COMMON STOCK '008073108 415 19100 SH SOLE 19100 0 0 AES CORP COM STK COMMON STOCK '00130H105 168 15700 SH SOLE 15700 0 0 AG MORTGAGE INVESTMENT TRUST REITS/RICS '001228105 674 28716 SH SOLE 28716 0 0 AGILYSYS INC COM STK COMMON STOCK '00847J105 98 11705 SH SOLE 11705 0 0 ALCOA INC COM STK COMMON STOCK '013817101 562 64800 SH SOLE 64800 0 0 ALLEGHENY TECHNOLOGIES INC CO COMMON STOCK '01741R102 321 10557 SH SOLE 10557 0 0 ALLERGAN INC COM STK COMMON STOCK '018490102 376 4100 SH SOLE 4100 0 0 ALLIANT TECHSYSTEMS INC COM ST COMMON STOCK '018804104 403 6500 SH SOLE 6500 0 0 ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK '01988P108 198 21016 SH SOLE 21016 0 0 ALON USA ENERGY INC COM COMMON STOCK '020520102 725 40063 SH SOLE 40063 0 0 ALPHATEC HOLDINGS INC COMMON STOCK '02081G102 54 32857 SH SOLE 32857 0 0 AMBASSADORS GROUP INC COM STK COMMON STOCK '023177108 225 52896 SH SOLE 52896 0 0 AMER EXPRESS CO COM COMMON STOCK '025816109 448 7800 SH SOLE 7800 0 0 AMERCO COM STK COMMON STOCK '023586100 680 5364 SH SOLE 5364 0 0 AMEREN CORP COM STK COMMON STOCK '023608102 485 15776 SH SOLE 15776 0 0 AMERICAN EAGLE OUTFITTERS INC COMMON STOCK '02553E106 580 28300 SH SOLE 28300 0 0 AMERICAN EQUITY INVESTMENT LI COMMON STOCK '025676206 501 41042 SH SOLE 41042 0 0 AMERICAN REPROGRAPHICS CO COM COMMON STOCK '029263100 208 81298 SH SOLE 81298 0 0 AMERICAN SOFTWARE INC. COM ST COMMON STOCK '029683109 129 16600 SH SOLE 16600 0 0 AMERIS BANCORP COM STK COMMON STOCK '03076K108 261 20861 SH SOLE 20861 0 0 AMTRUST FINL SVCS INC COM STK COMMON STOCK '032359309 485 16899 SH SOLE 16899 0 0 ANN INC COM STK COMMON STOCK '035623107 619 18300 SH SOLE 18300 0 0 APACHE CORP COM STK COMMON STOCK '037411105 236 3000 SH SOLE 3000 0 0 APOLLO COMMERCIAL REAL ESTATE REITS/RICS '03762U105 1798 110764 SH SOLE 110764 0 0 ARUBA NETWORK INC COMMON STOCK '043176106 249 12000 SH SOLE 12000 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK 'G05384105 498 15528 SH SOLE 15528 0 0 ASPEN TECHNOLOGY INC COM STK COMMON STOCK '045327103 999 36150 SH SOLE 36150 0 0 ASSOCIATED BANC CORP COM STK COMMON STOCK '045487105 598 45600 SH SOLE 45600 0 0 ASSURANT INC COM STK COMMON STOCK '04621X108 453 13042 SH SOLE 13042 0 0 ATLANTIC TELE-NETWORK INC COM COMMON STOCK '049079205 830 22600 SH SOLE 22600 0 0 AURIZON MINES LTD CAD COM NPV COMMON STOCK '05155P106 388 112422 SH SOLE 112422 0 0 AUXILIUM PHARMACEUTICALS INC COMMON STOCK '05334D107 1094 59008 SH SOLE 59008 0 0 AVALONBAY COMMUNITIES INC COM REITS/RICS '053484101 841 6200 SH SOLE 6200 0 0 AVIAT NETWORKS INC INC COM ST COMMON STOCK '05366Y102 587 178396 SH SOLE 178396 0 0 AVX CORP NEW COM STK COMMON STOCK '002444107 844 78333 SH SOLE 78333 0 0 BANCORP INC DEL COM STK COMMON STOCK '05969A105 290 26478 SH SOLE 26478 0 0 BANKFINANCIAL CORP COM STK COMMON STOCK '06643P104 260 34992 SH SOLE 34992 0 0 BARRETT BUSINESS SERVICES INC COMMON STOCK '068463108 309 8103 SH SOLE 8103 0 0 BAYTEX ENERGY TR COM COMMON STOCK '07317Q105 2747 63600 SH SOLE 63600 0 0 BEL FUSE INC CL B COM STK COMMON STOCK '077347300 338 17290 SH SOLE 17290 0 0 BELLATRIX EXPLORATIO LTD COMMON STOCK '078314101 102 23700 SH SOLE 23700 0 0 BEMIS CO INC COM STK COMMON STOCK '081437105 345 10300 SH SOLE 10300 0 0 BIO-REFERENCE LABS INC COM ST COMMON STOCK '09057G602 409 14300 SH SOLE 14300 0 0 BLACK BOX CORP DEL COM STK COMMON STOCK '091826107 796 32700 SH SOLE 32700 0 0 BLYTH INC COM STK COMMON STOCK '09643P207 246 15788 SH SOLE 15788 0 0 BON-TON STORES INC COM STK COMMON STOCK '09776J101 216 17800 SH SOLE 17800 0 0 BOSTON SCIENTIFIC CORP COM ST COMMON STOCK '101137107 241 42000 SH SOLE 42000 0 0 BRANDYWINE REALTY TRUST COM R REITS/RICS '105368203 318 26076 SH SOLE 26076 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- BRIGHTCOVE INC COMMON STOCK '10921T101 112 12395 SH SOLE 12395 0 0 BROWN SHOE INC NEW COM STK COMMON STOCK '115736100 601 32741 SH SOLE 32741 0 0 BUCKLE INC COM STK COMMON STOCK '118440106 362 8100 SH SOLE 8100 0 0 BUILDERS FIRSTSOURCE INC COM COMMON STOCK '12008R107 227 40700 SH SOLE 40700 0 0 CAESARSTONE SDOT-YAM LTD COMMON STOCK 'M20598104 183 11452 SH SOLE 11452 0 0 CAI INTERNATINAL INC COMMON STOCK '12477X106 408 18586 SH SOLE 18586 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK '12811R104 412 38942 SH SOLE 38942 0 0 CALIFORNIA WTR SVC GROUP COM COMMON STOCK '130788102 738 40200 SH SOLE 40200 0 0 CALIX NETWORKS INC COM STK COMMON STOCK '13100M509 175 22800 SH SOLE 22800 0 0 CAPELLA EDUCATION CO COM STK COMMON STOCK '139594105 937 33200 SH SOLE 33200 0 0 CAPITAL BANK FINANCIAL COM STK COMMON STOCK '139794101 305 17850 SH SOLE 17850 0 0 CAPITAL ONE FINL CORP COM COMMON STOCK '14040H105 365 6300 SH SOLE 6300 0 0 CAPITALSOURCE INC COM STK COMMON STOCK '14055X102 608 80200 SH SOLE 80200 0 0 CAPLEASE INC REIT REITS/RICS '140288101 1219 218796 SH SOLE 218796 0 0 CARLISLE COS INC COM STK COMMON STOCK '142339100 294 5000 SH SOLE 5000 0 0 CARROLS HOLDINGS CORP COMMON STOCK '14574X104 367 61419 SH SOLE 61419 0 0 CASH AMERICA INTERNATIONAL IN COMMON STOCK '14754D100 428 10800 SH SOLE 10800 0 0 CBEYOND INC. COMMON STOCK '149847105 259 28617 SH SOLE 28617 0 0 CBL & ASSOCIATES PROPERTIES I REITS/RICS '124830100 1546 72900 SH SOLE 72900 0 0 CENTERPOINT ENERGY INC COMMON STOCK '15189T107 585 30400 SH SOLE 30400 0 0 CENTERSTATE BKS FLA INC COM ST COMMON STOCK '15201P109 423 49608 SH SOLE 49608 0 0 CENTRAL PAC FINL CORP COM STK COMMON STOCK '154760409 625 40102 SH SOLE 40102 0 0 CF INDS HLDGS INC COM STK COMMON STOCK '125269100 471 2320 SH SOLE 2320 0 0 CHECKPOINT SYSTEMS INC COM ST COMMON STOCK '162825103 180 16800 SH SOLE 16800 0 0 CHESAPEAKE LODGING TRUST REITS/RICS '165240102 1850 88599 SH SOLE 88599 0 0 CHICOS FAS INC COM STK COMMON STOCK '168615102 599 32447 SH SOLE 32447 0 0 CIBER INC COM STK COMMON STOCK '17163B102 107 32100 SH SOLE 32100 0 0 CISCO SYSTEMS INC COM STK COMMON STOCK '17275R102 204 10400 SH SOLE 10400 0 0 CIT GROUP INC COM STK COMMON STOCK '125581801 363 9385 SH SOLE 9385 0 0 CITIZENS REP BANCORP INC COM COMMON STOCK '174420307 279 14700 SH SOLE 14700 0 0 COCA COLA BOTTLING CO CONS CO COMMON STOCK '191098102 732 11015 SH SOLE 11015 0 0 COLUMBIA BKG SYS INC COM STK COMMON STOCK '197236102 622 34646 SH SOLE 34646 0 0 COMERICA INC COM STK COMMON STOCK '200340107 388 12800 SH SOLE 12800 0 0 COMMONWEATH REIT REITS/RICS '203233101 908 57347 SH SOLE 57347 0 0 COMMVAULT SYSTEMS INC COMMON STOCK '204166102 251 3600 SH SOLE 3600 0 0 COMSCORE INC COMMON STOCK '20564W105 376 27261 SH SOLE 27261 0 0 COMTECH TELECOMMUNICATIONS CO COMMON STOCK '205826209 606 23890 SH SOLE 23890 0 0 COMVERSE TECHNOLOGY INC COM ST COMMON STOCK '205862402 514 133900 SH SOLE 133900 0 0 CONNECTICUT WATER SERVICES IN COMMON STOCK '207797101 247 8282 SH SOLE 8282 0 0 CONSOLIDATED COMM HOLDINGS INC COMMON STOCK '209034107 266 16700 SH SOLE 16700 0 0 COOPER TIRE & RUBBER CO COM S COMMON STOCK '216831107 824 32500 SH SOLE 32500 0 0 CORELOGIC COMMON STOCK '21871D103 387 14363 SH SOLE 14363 0 0 CORINTHIAN COLLEGES INC COM ST COMMON STOCK '218868107 47 19347 SH SOLE 19347 0 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK '21924P103 238 50256 SH SOLE 50256 0 0 CORVEL CORP COM STK COMMON STOCK '221006109 628 14009 SH SOLE 14009 0 0 CRACKER BARREL OLD COUNTRY STO COMMON STOCK '22410J106 235 3660 SH SOLE 3660 0 0 CRAWFORD & CO CL B COM STK COMMON STOCK '224633107 245 30651 SH SOLE 30651 0 0 CROCS INC COM STK COMMON STOCK '227046109 661 45900 SH SOLE 45900 0 0 CROSS CTRY HEALTHCARE INC COM COMMON STOCK '227483104 546 113657 SH SOLE 113657 0 0 CSS INDS INC COM STK COMMON STOCK '125906107 324 14803 SH SOLE 14803 0 0 CUMBERLAND PHARMACEUTICALS IN COMMON STOCK '230770109 373 88863 SH SOLE 88863 0 0 CURTISS WRIGHT CORP COM STK COMMON STOCK '231561101 709 21600 SH SOLE 21600 0 0 CUTERA INC COM STK COMMON STOCK '232109108 274 30400 SH SOLE 30400 0 0 CVR ENERGY INC COM STK COMMON STOCK '12662P108 644 13200 SH SOLE 13200 0 0 CYPRESS SEMICONDUCTOR CORP CO COMMON STOCK '232806109 115 11655 SH SOLE 11655 0 0 DAKTRONICS INC COM STK COMMON STOCK '234264109 281 25397 SH SOLE 25397 0 0 DEER CONSUMER PRODS INC COM ST COMMON STOCK '24379J200 34 14828 SH SOLE 14828 0 0 DESTINATION MATERNITY CORP CO COMMON STOCK '25065D100 487 22602 SH SOLE 22602 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- DIAMOND OFFSHORE DRILLING INC COMMON STOCK '25271C102 625 9200 SH SOLE 9200 0 0 DIGI INTERNATIONAL INC COM ST COMMON STOCK '253798102 610 64424 SH SOLE 64424 0 0 DILLARDS INC CL A COM STK COMMON STOCK '254067101 595 7100 SH SOLE 7100 0 0 DONEGAL GROUP INC CL A COM STK COMMON STOCK '257701201 181 12863 SH SOLE 12863 0 0 DTE ENERGY CO COM STK COMMON STOCK '233331107 477 7941 SH SOLE 7941 0 0 EAGLE MATERIALS INC COM STK COMMON STOCK '26969P108 275 4700 SH SOLE 4700 0 0 EBIX INC COM STK COMMON STOCK '278715206 172 10696 SH SOLE 10696 0 0 ECHELON CORP COM STK COMMON STOCK '27874N105 123 50119 SH SOLE 50119 0 0 ELLIS PERRY INTL INC COM STK COMMON STOCK '288853104 537 26900 SH SOLE 26900 0 0 ELOQUA INC COMMON STOCK '290139104 269 11400 SH SOLE 11400 0 0 EMPIRE DIST ELEC CO COM STK COMMON STOCK '291641108 259 12700 SH SOLE 12700 0 0 EMULEX CORP COM NEW COMMON STOCK '292475209 120 16400 SH SOLE 16400 0 0 ENDEAVOUR INTL CORP COM STK COMMON STOCK '29259G200 272 52600 SH SOLE 52600 0 0 ENERNOC INC COMMON STOCK '292764107 321 27351 SH SOLE 27351 0 0 ENSTAR GROUP LIMITED COM STK COMMON STOCK 'G3075P101 289 2579 SH SOLE 2579 0 0 ENTERTAINMENT PROPERTIES TRUS REITS/RICS '26884U109 1700 36867 SH SOLE 36867 0 0 EOG RES INC COM STK COMMON STOCK '26875P101 271 2243 SH SOLE 2243 0 0 EPL OIL & GAS INC COM STK COMMON STOCK '26883D108 355 15726 SH SOLE 15726 0 0 EPOCH HLDG CORP COMMON STOCK '29428R103 246 8800 SH SOLE 8800 0 0 EPOCRATES INC COMMON STOCK '29429D103 289 32736 SH SOLE 32736 0 0 EQUITY LIFESTYLE PROPERTIES I REITS/RICS '29472R108 727 10800 SH SOLE 10800 0 0 EQUITY RESIDENTIAL COM REIT REITS/RICS '29476L107 442 7800 SH SOLE 7800 0 0 EURONET WORLDWIDE INC COM STK COMMON STOCK '298736109 321 13600 SH SOLE 13600 0 0 EVERBANK FINANCIAL CORP COMMON STOCK '29977G102 389 26100 SH SOLE 26100 0 0 EVOLUTION PETROLEUM CORP COMMON STOCK '30049A107 239 29430 SH SOLE 29430 0 0 EXACTECH INC COM STK COMMON STOCK '30064E109 298 17567 SH SOLE 17567 0 0 EXACTTARGET INC COMMON STOCK '30064K105 282 14100 SH SOLE 14100 0 0 EXCO RESOURCES INC COM COMMON STOCK '269279402 421 62200 SH SOLE 62200 0 0 EXPEDIA INC COMMON STOCK '30212P303 599 9753 SH SOLE 9753 0 0 EXTRA SPACE STORAGE INC REITS/RICS '30225T102 1736 47717 SH SOLE 47717 0 0 EXXON MOBIL CORP COM STK COMMON STOCK '30231G102 710 8200 SH SOLE 8200 0 0 EZCHIP SEMICONDUCTOR LTD COMMON STOCK 'M4146Y108 299 9037 SH SOLE 9037 0 0 FALCONSTOR SOFTWARE INC COM ST COMMON STOCK '306137100 293 125943 SH SOLE 125943 0 0 FARMER BROTHERS CO COM STK COMMON STOCK '307675108 369 25575 SH SOLE 25575 0 0 FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK '313148306 632 19458 SH SOLE 19458 0 0 FEDERAL MOGUL CORP COM STK COMMON STOCK '313549404 198 24709 SH SOLE 24709 0 0 FEDERAL SIGNAL CORP COM STK COMMON STOCK '313855108 236 31025 SH SOLE 31025 0 0 FERRO CORP COM STK COMMON STOCK '315405100 376 89900 SH SOLE 89900 0 0 FIFTH THIRD BANCORP COM STK COMMON STOCK '316773100 606 39900 SH SOLE 39900 0 0 FINANCIAL INSTNS INC COM STK COMMON STOCK '317585404 640 34348 SH SOLE 34348 0 0 FINISH LINE INC CL A COM STK COMMON STOCK '317923100 216 11400 SH SOLE 11400 0 0 FIRST BANCORP NC COM STK COMMON STOCK '318910106 206 16035 SH SOLE 16035 0 0 FIRST CITIZENS BANCS HARES INC COMMON STOCK '31946M103 638 3903 SH SOLE 3903 0 0 FIRST DEFIANCE FINANCIAL CORP COMMON STOCK '32006W106 641 33377 SH SOLE 33377 0 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK '320239106 194 14844 SH SOLE 14844 0 0 FIRST INTERSTATE BANCSYSTEM I COMMON STOCK '32055Y201 678 43936 SH SOLE 43936 0 0 FIRST PACTRUST BANCO RP INC CO COMMON STOCK '33589V101 622 50688 SH SOLE 50688 0 0 FLAGSTAR BANCORP INC BLOOMFI COMMON STOCK '337930705 459 23670 SH SOLE 23670 0 0 FLIR SYS INC COM STK COMMON STOCK '302445101 663 29729 SH SOLE 29729 0 0 FOOT LOCKER INC COM STK COMMON STOCK '344849104 363 11300 SH SOLE 11300 0 0 FORESTAR GROUP INC COM STK COMMON STOCK '346233109 749 43205 SH SOLE 43205 0 0 FRANKLIN STREET PROPERTIES CO REITS/RICS '35471R106 201 16300 SH SOLE 16300 0 0 FUEL TECH INC COM STK COMMON STOCK '359523107 172 41008 SH SOLE 41008 0 0 FURMANITE CORP COM STK COMMON STOCK '361086101 141 26260 SH SOLE 26260 0 0 FUSION-IO INC COMMON STOCK '36112J107 271 11800 SH SOLE 11800 0 0 FUTUREFUEL CORP COM STK COMMON STOCK '36116M106 330 27839 SH SOLE 27839 0 0 GALLAGHER ARTHUR J & CO COM S COMMON STOCK '363576109 412 11900 SH SOLE 11900 0 0 GAMCO INVS INC COM STK COMMON STOCK '361438104 401 7563 SH SOLE 7563 0 0 GAP INC COM STK COMMON STOCK '364760108 587 18900 SH SOLE 18900 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- GARTNER INC CL A COM STK COMMON STOCK '366651107 272 5900 SH SOLE 5900 0 0 GENERAL DYNAMICS CORP COM STK COMMON STOCK '369550108 520 7500 SH SOLE 7500 0 0 GENESCO INC COM STK COMMON STOCK '371532102 374 6800 SH SOLE 6800 0 0 GENWORTH FINANCIAL INC COMMON STOCK '37247D106 518 69000 SH SOLE 69000 0 0 GEORGIA GULF CORP COM STK COMMON STOCK '373200302 318 7700 SH SOLE 7700 0 0 GLACIER BANCORP INC NEW COM ST COMMON STOCK '37637Q105 594 40400 SH SOLE 40400 0 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK '37946S107 202 52389 SH SOLE 52389 0 0 GLOBAL PMTS INC COM STK COMMON STOCK '37940X102 978 21600 SH SOLE 21600 0 0 GLOBUS MEDICAL INC COM STK COMMON STOCK '379577208 411 39165 SH SOLE 39165 0 0 GOODYEAR TIRE & RUBR CO COM S COMMON STOCK '382550101 246 17800 SH SOLE 17800 0 0 GOVERNMENT PROPERTIES INCOME REITS/RICS '38376A103 1361 56800 SH SOLE 56800 0 0 GRAMERCY CPTL REITS/RICS '384871109 455 154630 SH SOLE 154630 0 0 GRAN TIERRA ENERGY INC COM ST COMMON STOCK '38500T101 1067 193578 SH SOLE 193578 0 0 GRAPHIC PACKAGING HLDG CO COMMON STOCK '388689101 135 20900 SH SOLE 20900 0 0 GREAT NORTHERN IRON ORE PROPER COMMON STOCK '391064102 295 4387 SH SOLE 4387 0 0 GREENLIGHT CAPITAL RE LTD-A COMMON STOCK 'G4095J109 441 19100 SH SOLE 19100 0 0 GREENWAY MEDICAL TECHNOLOGIE COMMON STOCK '39679B103 155 10100 SH SOLE 10100 0 0 HALCON RES CORP COM STK COMMON STOCK '40537Q209 279 40300 SH SOLE 40300 0 0 HALLMARK FINL SVCS INC COM ST COMMON STOCK '40624Q203 163 17310 SH SOLE 17310 0 0 HANESBRANDS COMMON STOCK '410345102 598 16700 SH SOLE 16700 0 0 HARBINGER GROUP INC COM STK COMMON STOCK '41146A106 143 18582 SH SOLE 18582 0 0 HARDINGE BROTHERS INC COM STK COMMON STOCK '412324303 332 33367 SH SOLE 33367 0 0 HARMONIC INC COM STK COMMON STOCK '413160102 897 176939 SH SOLE 176939 0 0 HEARTLAND EXPRESS INC COM STK COMMON STOCK '422347104 921 70503 SH SOLE 70503 0 0 HEARTLAND PAYMENT SYSTEMS INC COMMON STOCK '42235N108 274 9300 SH SOLE 9300 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK '42330P107 243 11785 SH SOLE 11785 0 0 HI-TECH PHARMACAL INC COM STK COMMON STOCK '42840B101 287 8200 SH SOLE 8200 0 0 HIGHWOODS PROPERTIES INC COM REITS/RICS '431284108 1746 52200 SH SOLE 52200 0 0 HILL INTERNATIONAL INC COMMON STOCK '431466101 65 17842 SH SOLE 17842 0 0 HOLLYFRONTIER CORP COM STK COMMON STOCK '436106108 796 17100 SH SOLE 17100 0 0 HOME PROPERTIES INC COM STK REITS/RICS '437306103 1085 17700 SH SOLE 17700 0 0 HOMEOWNRS CHOICE COMMON STOCK '43741E103 344 16558 SH SOLE 16558 0 0 HOMESTREET INC COM STK COMMON STOCK '43785V102 666 26084 SH SOLE 26084 0 0 HOSPIRA INC COM STK COMMON STOCK '441060100 209 6700 SH SOLE 6700 0 0 HUDBAY MINERALS INC COMMON STOCK '443628102 2055 203602 SH SOLE 203602 0 0 HUMANA INC COM STK COMMON STOCK '444859102 450 6550 SH SOLE 6550 0 0 HUNTINGTON BANCSHARES INC COM COMMON STOCK '446150104 600 93900 SH SOLE 93900 0 0 HUNTINGTON INGALLS INDUSTRIES COMMON STOCK '446413106 329 7600 SH SOLE 7600 0 0 HUNTSMAN CORP COM STK COMMON STOCK '447011107 343 21600 SH SOLE 21600 0 0 HYSTR YL MRL HND COMMON STOCK '449172105 264 5400 SH SOLE 5400 0 0 IMPERIAL OIL LTD CAD COM NPV COMMON STOCK '453038408 258 6000 SH SOLE 6000 0 0 INFINITY PPTY & CAS CORP COM S COMMON STOCK '45665Q103 489 8389 SH SOLE 8389 0 0 INFOBLOX INC COMMON STOCK '45672H104 294 16368 SH SOLE 16368 0 0 INGREDION INC COM STK COMMON STOCK '457187102 264 4100 SH SOLE 4100 0 0 INLAND REAL ESTATE CORP COM R REITS/RICS '457461200 1654 197361 SH SOLE 197361 0 0 INSPERITY INC COM STK COMMON STOCK '45778Q107 544 16717 SH SOLE 16717 0 0 INTERDIGITAL INC COM STK COMMON STOCK '45867G101 559 13600 SH SOLE 13600 0 0 INTERMEC INC COM COMMON STOCK '458786100 444 45062 SH SOLE 45062 0 0 INTERNATIONAL BANCSHARES CORP COMMON STOCK '459044103 644 35600 SH SOLE 35600 0 0 INTERSECTIONS COMMON STOCK '460981301 302 31807 SH SOLE 31807 0 0 INVACARE CORP COM COMMON STOCK '461203101 297 18203 SH SOLE 18203 0 0 ITT EDL SVCS INC COM STK COMMON STOCK '45068B109 531 30653 SH SOLE 30653 0 0 IXYS CORP DEL COM STK COMMON STOCK '46600W106 181 19837 SH SOLE 19837 0 0 JAKKS PAC INC COM STK COMMON STOCK '47012E106 131 10500 SH SOLE 10500 0 0 JANUS CAPITAL GROUP INC COM ST COMMON STOCK '47102X105 600 70400 SH SOLE 70400 0 0 JARDEN CORP COM STK COMMON STOCK '471109108 290 5600 SH SOLE 5600 0 0 JONES GROUP INC COM STK COMMON STOCK '48020T101 593 53600 SH SOLE 53600 0 0 JUST ENERGY GROUP INC COM STK COMMON STOCK '48213W101 2986 312300 SH SOLE 312300 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- KAISER ALUM CORP COM STK COMMON STOCK '483007704 839 13600 SH SOLE 13600 0 0 KEYCORP NY COM STK COMMON STOCK '493267108 649 77100 SH SOLE 77100 0 0 KFORCE INC COM STK COMMON STOCK '493732101 285 19900 SH SOLE 19900 0 0 KOPPERS HLDGS INC COM STK COMMON STOCK '50060P106 294 7700 SH SOLE 7700 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK '501242101 509 42440 SH SOLE 42440 0 0 LAWSON PRODUCTS INC. COM STK COMMON STOCK '520776105 223 22550 SH SOLE 22550 0 0 LEAPFROG ENTERPRISES INC CL A COMMON STOCK '52186N106 98 11334 SH SOLE 11334 0 0 LEAR CORP COMMON STOCK '521865204 417 8900 SH SOLE 8900 0 0 LENDER PRC SR COMMON STOCK '52602E102 426 17300 SH SOLE 17300 0 0 LEXINGTON REALTY TRUST REITS/RICS '529043101 1874 179305 SH SOLE 179305 0 0 LEXMARK INTERNATIONAL INC CL COMMON STOCK '529771107 703 30300 SH SOLE 30300 0 0 LIONBRIDGE TECHNOLOGIES INC C COMMON STOCK '536252109 192 47645 SH SOLE 47645 0 0 LSI CORPORATION COM STK COMMON STOCK '502161102 159 22500 SH SOLE 22500 0 0 MACK-CALI REALTY CORP COM REI REITS/RICS '554489104 1718 65800 SH SOLE 65800 0 0 MACYS INC COM STK COMMON STOCK '55616P104 499 12800 SH SOLE 12800 0 0 MAD CATZ INTERACTIVE COM COMMON STOCK '556162105 38 74380 SH SOLE 74380 0 0 MAGIC SOFTWARE ENTERPRISES LT COMMON STOCK '559166103 101 21425 SH SOLE 21425 0 0 MAGICJACK VOCALTEC LTD COM ST COMMON STOCK 'M6787E101 246 13506 SH SOLE 13506 0 0 MAGNA INTL INC COMMON STOCK '559222401 270 5400 SH SOLE 5400 0 0 MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK '55933J203 218 13710 SH SOLE 13710 0 0 MAIDEN HLDGS LTD COMMON STOCK 'G5753U112 490 53300 SH SOLE 53300 0 0 MAINSOURCE FINL GROUP INC COM COMMON STOCK '56062Y102 329 25987 SH SOLE 25987 0 0 MARATHON PETROLEUM CORP COM ST COMMON STOCK '56585A102 441 7000 SH SOLE 7000 0 0 MARCUS CORP COM STK COMMON STOCK '566330106 239 19202 SH SOLE 19202 0 0 MARRIOTT INTERNATIONAL INC COMMON STOCK '571903202 548 14700 SH SOLE 14700 0 0 MASTEC INC COM STK COMMON STOCK '576323109 730 29300 SH SOLE 29300 0 0 MASTERCARD INC CL A COM STK COMMON STOCK '57636Q104 462 940 SH SOLE 940 0 0 MATADOR RESOURCES CO COMMON STOCK '576485205 553 67400 SH SOLE 67400 0 0 MATERION CORP COM STK COMMON STOCK '576690101 245 9500 SH SOLE 9500 0 0 MAXLINEAR INC COMMON STOCK '57776J100 337 67120 SH SOLE 67120 0 0 MEADOWBROOK INSURANCE GROUP I COMMON STOCK '58319P108 467 80880 SH SOLE 80880 0 0 MELLANOX TECHNOLOGIES LTD COMMON STOCK 'M51363113 263 4433 SH SOLE 4433 0 0 MERIDIAN BIOSCIENCE INC COM ST COMMON STOCK '589584101 431 21300 SH SOLE 21300 0 0 METALS USA HOLDINGS CORP COMMON STOCK '59132A104 890 50904 SH SOLE 50904 0 0 METLIFE INC COM STK COMMON STOCK '59156R108 441 13400 SH SOLE 13400 0 0 METRO BANCORP INC PA COM STK COMMON STOCK '59161R101 548 41487 SH SOLE 41487 0 0 MICRON TECHNOLOGY INC COM STK COMMON STOCK '595112103 127 20100 SH SOLE 20100 0 0 MICROSTRATEGY INC COM STK COMMON STOCK '594972408 392 4200 SH SOLE 4200 0 0 MID-AMERICA APARTMEN T COMMUNI REITS/RICS '59522J103 1244 19210 SH SOLE 19210 0 0 MIDDLESEX WATER CO COM STK COMMON STOCK '596680108 259 13243 SH SOLE 13243 0 0 MONARCH CASINO & RESORT INC C COMMON STOCK '609027107 437 40053 SH SOLE 40053 0 0 MOVADO GROUP INC COM COMMON STOCK '624580106 460 14997 SH SOLE 14997 0 0 MOVE INC COM STK COMMON STOCK '62458M207 813 107428 SH SOLE 107428 0 0 Medifast Inc (ex HealthRite I COMMON STOCK '58470H101 483 18300 SH SOLE 18300 0 0 NATIONAL WESTN LIFE INS CO CL COMMON STOCK '638522102 345 2188 SH SOLE 2188 0 0 NAVIGANT CONSULTING CO COMMON STOCK '63935N107 173 15500 SH SOLE 15500 0 0 NAVIGATORS GROUP INC COM STK COMMON STOCK '638904102 469 9188 SH SOLE 9188 0 0 NETAPP INC C COM STK COMMON STOCK '64110D104 802 23900 SH SOLE 23900 0 0 NEVSUN RES LTD COM COMMON STOCK '64156L101 902 210700 SH SOLE 210700 0 0 NEWFIELD EXPL CO COM STK COMMON STOCK '651290108 201 7500 SH SOLE 7500 0 0 NICE SYS LTD ADR ADRS STOCKS '653656108 522 15598 SH SOLE 15598 0 0 NORDION INC COM COMMON STOCK '65563C105 1568 240200 SH SOLE 240200 0 0 NORDSTROM INC COM COMMON STOCK '655664100 235 4400 SH SOLE 4400 0 0 NORTH AMERICAN ENERGY PARTNER COMMON STOCK '656844107 34 10264 SH SOLE 10264 0 0 NORTHROP GRUMMAN CORP COM STK COMMON STOCK '666807102 250 3700 SH SOLE 3700 0 0 NORTHSTAR RLTY FIN CORP COM REITS/RICS '66704R100 1963 278859 SH SOLE 278859 0 0 NORTHWEST BANCSHARES INC/MD COMMON STOCK '667340103 331 27300 SH SOLE 27300 0 0 NOVADAQ TECH COMMON STOCK '66987G102 1218 137565 SH SOLE 137565 0 0 NTELOS HLDG CORP COMMON STOCK '67020Q305 201 15300 SH SOLE 15300 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- NUCOR CORP COM STK COMMON STOCK '670346105 574 13300 SH SOLE 13300 0 0 NV ENERGY INC COM STK COMMON STOCK '67073Y106 727 40100 SH SOLE 40100 0 0 NVIDIA CORP COM STK COMMON STOCK '67066G104 255 20800 SH SOLE 20800 0 0 O REILLY AUTOMOTIVE INC COM ST COMMON STOCK '67103H107 572 6400 SH SOLE 6400 0 0 OCEANEERING INTL INC COM STK COMMON STOCK '675232102 221 4100 SH SOLE 4100 0 0 OFFICE DEPOT INC COM STK COMMON STOCK '676220106 148 45000 SH SOLE 45000 0 0 OFFICEMAX INC COMMON STOCK '67622P101 266 27300 SH SOLE 27300 0 0 OGE ENERGY CORP (HOLDING CO) COMMON STOCK '670837103 710 12600 SH SOLE 12600 0 0 OMEGA HEALTHCARE INVESTORS IN REITS/RICS '681936100 1660 69601 SH SOLE 69601 0 0 ORBITAL SCIENCES CORP COM STK COMMON STOCK '685564106 445 32303 SH SOLE 32303 0 0 OSHKOSH CORP COM STK COMMON STOCK '688239201 288 9700 SH SOLE 9700 0 0 PACER INTERNATIONAL INC TENNES COMMON STOCK '69373H106 41 10442 SH SOLE 10442 0 0 PACIFIC CONTINENTAL CORP COM S COMMON STOCK '69412V108 174 17896 SH SOLE 17896 0 0 PACWEST BANCORP COM STK COMMON STOCK '695263103 593 23929 SH SOLE 23929 0 0 PALO ALTO NETWORK INC COMMON STOCK '697435105 209 3900 SH SOLE 3900 0 0 PAREXEL INTERNATIONAL CORP CO COMMON STOCK '699462107 231 7800 SH SOLE 7800 0 0 PARKWAY PROPERTIES INC COM ST REITS/RICS '70159Q104 186 13294 SH SOLE 13294 0 0 PATTERSON-UTI ENERGY INC (EX COMMON STOCK '703481101 263 14100 SH SOLE 14100 0 0 PENN VA CORP COM STK COMMON STOCK '707882106 52 11900 SH SOLE 11900 0 0 PENNYMAC MORTGAGE INVESTMENT REITS/RICS '70931T103 1765 69800 SH SOLE 69800 0 0 PERION NETWORK LTD COM STK COMMON STOCK 'M78673106 133 14900 SH SOLE 14900 0 0 PETSMART INC COM STK COMMON STOCK '716768106 267 3900 SH SOLE 3900 0 0 PHOTOMEDEX INC COM STK COMMON STOCK '719358301 173 11900 SH SOLE 11900 0 0 PIEDMONT OFFICE RLTY TR INC C REITS/RICS '720190206 930 51500 SH SOLE 51500 0 0 PINNACLE WEST CAPITAL CORP CO COMMON STOCK '723484101 656 12877 SH SOLE 12877 0 0 PMC-SIERRA INC COM STK COMMON STOCK '69344F106 328 62862 SH SOLE 62862 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK '693475105 343 5887 SH SOLE 5887 0 0 POLARIS INDS INC COM STK COMMON STOCK '731068102 481 5714 SH SOLE 5714 0 0 POLYCOM INC COM STK COMMON STOCK '73172K104 157 15000 SH SOLE 15000 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK '736508847 479 17500 SH SOLE 17500 0 0 POST PROPERTIES INC COM REIT REITS/RICS '737464107 1928 38600 SH SOLE 38600 0 0 POWER-ONE INC COM STK COMMON STOCK '73930R102 654 159100 SH SOLE 159100 0 0 POWERSECURE INTL INC COM STK COMMON STOCK '73936N105 153 19625 SH SOLE 19625 0 0 PRIMERO MINING CORP COMMON STOCK '74164W106 1255 194600 SH SOLE 194600 0 0 PRIMORIS SERVICES CORP COM ST COMMON STOCK '74164F103 212 14108 SH SOLE 14108 0 0 PROOFPOINT INC COMMON STOCK '743424103 203 16452 SH SOLE 16452 0 0 PROVIDENT NEW YORK BANCORP CO COMMON STOCK '744028101 455 48854 SH SOLE 48854 0 0 PRUDENTIAL FINL INC INTERNOTES COMMON STOCK '744320102 363 6800 SH SOLE 6800 0 0 PUBLIC STORAGE REITS/RICS '74460D109 435 3000 SH SOLE 3000 0 0 PULSE ELECTRONICS CORP COM ST COMMON STOCK '74586W106 13 43340 SH SOLE 43340 0 0 PULTE GROUP INC COM STK COMMON STOCK '745867101 598 32940 SH SOLE 32940 0 0 QLOGIC CORP COM STK COMMON STOCK '747277101 727 74674 SH SOLE 74674 0 0 QUALYS INC COMMON STOCK '74758T303 152 10311 SH SOLE 10311 0 0 RADWARE LTD COM STK COMMON STOCK 'M81873107 300 9100 SH SOLE 9100 0 0 RAYONIER INC COM STK REITS/RICS '754907103 1773 34200 SH SOLE 34200 0 0 RED ROBIN GOURMET BURGERS INC COMMON STOCK '75689M101 490 13892 SH SOLE 13892 0 0 REDWOOD TRUST INC COM REIT REITS/RICS '758075402 199 11800 SH SOLE 11800 0 0 REGAL-BELOIT CORP COM STK COMMON STOCK '758750103 373 5300 SH SOLE 5300 0 0 REINSURANCE GROUP AM ER INC CL COMMON STOCK '759351604 466 8700 SH SOLE 8700 0 0 RELIANCE STEEL & ALUMINUM CO COMMON STOCK '759509102 677 10900 SH SOLE 10900 0 0 RESOLUTE ENERGY CORP COM STK COMMON STOCK '76116A108 297 36500 SH SOLE 36500 0 0 RESOLUTE FOREST PRODUCTS INC COMMON STOCK '76117W109 265 19998 SH SOLE 19998 0 0 RESOURCE CAPTIAL CORPORATION REITS/RICS '76120W302 1627 290510 SH SOLE 290510 0 0 RESOURCES CONNECTION INC COM COMMON STOCK '76122Q105 835 70015 SH SOLE 70015 0 0 REVETT MINERALS INC COM COMMON STOCK '761505205 78 27900 SH SOLE 27900 0 0 REVLON INC CL A COM STK COMMON STOCK '761525609 589 40632 SH SOLE 40632 0 0 RIGNET INC COMMON STOCK '766582100 747 36570 SH SOLE 36570 0 0 RIVERBED TECH INC COMMON STOCK '768573107 564 28600 SH SOLE 28600 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- RLJ LODGING TRUST REITS/RICS '74965L101 1743 90009 SH SOLE 90009 0 0 ROCHESTER MEDICAL CO RP COM ST COMMON STOCK '771497104 354 35158 SH SOLE 35158 0 0 ROCKWELL AUTOMATION INC COM ST COMMON STOCK '773903109 294 3500 SH SOLE 3500 0 0 ROLLINS INC COM STK COMMON STOCK '775711104 397 18000 SH SOLE 18000 0 0 ROUNDY'S PARENT CO INC COMMON STOCK '779268101 240 54000 SH SOLE 54000 0 0 RPC INC COM STK COMMON STOCK '749660106 140 11400 SH SOLE 11400 0 0 RUBY TUESDAY INC COM STK COMMON STOCK '781182100 96 12200 SH SOLE 12200 0 0 RUDOPLH TECHNOLOGIES INC COM COMMON STOCK '781270103 166 12336 SH SOLE 12336 0 0 RUTH'S HOSPITALITY GROUP COMMON STOCK '783332109 313 43031 SH SOLE 43031 0 0 SANDERSON FARMS INC COM STK COMMON STOCK '800013104 1127 23700 SH SOLE 23700 0 0 SANMINA-SCI CORP COM STK COMMON STOCK '801056102 205 18500 SH SOLE 18500 0 0 SCANSOURCE INC COM STK COMMON STOCK '806037107 712 22400 SH SOLE 22400 0 0 SCICLONE PHARMACEUTICALS INC COMMON STOCK '80862K104 405 94052 SH SOLE 94052 0 0 SEABOARD CORP (DEL.) COM STK COMMON STOCK '811543107 205 81 SH SOLE 81 0 0 SEACHANGE INTERNATIONAL INC C COMMON STOCK '811699107 227 23500 SH SOLE 23500 0 0 SELECT COMFORT CORP COM STK COMMON STOCK '81616X103 343 13100 SH SOLE 13100 0 0 SELECT INCOME REIT REITS/RICS '81618T100 1786 72123 SH SOLE 72123 0 0 SERVICE CORP INTL COM STK COMMON STOCK '817565104 209 15100 SH SOLE 15100 0 0 SHERWIN WILLIAMS CO COM STK COMMON STOCK '824348106 351 2280 SH SOLE 2280 0 0 SHORETEL INC COMMON STOCK '825211105 164 38697 SH SOLE 38697 0 0 SIERRA BANCORP COM STK COMMON STOCK '82620P102 118 10291 SH SOLE 10291 0 0 SIERRA WIRELESS INC COMMON STOCK '826516106 1548 194088 SH SOLE 194088 0 0 SIGMA DESIGNS INC COM STK COMMON STOCK '826565103 57 11097 SH SOLE 11097 0 0 SILICON IMAGE INC COM STK COMMON STOCK '82705T102 191 38480 SH SOLE 38480 0 0 SILVERCORP METAL COMMON STOCK '82835P103 263 51200 SH SOLE 51200 0 0 SILVERCREST MINES INC COM COMMON STOCK '828365106 1779 695314 SH SOLE 695314 0 0 SIMMONS FIRST NATIONAL CORP C COMMON STOCK '828730200 211 8315 SH SOLE 8315 0 0 SJW CORP COM STK COMMON STOCK '784305104 217 8147 SH SOLE 8147 0 0 SKYWEST INC COM STK COMMON STOCK '830879102 268 21500 SH SOLE 21500 0 0 SM ENERGY CO COMMON STOCK '78454L100 214 4100 SH SOLE 4100 0 0 SONIC CORP COM STK COMMON STOCK '835451105 194 18600 SH SOLE 18600 0 0 SONUS NETWORKS INC COM STK COMMON STOCK '835916107 237 139651 SH SOLE 139651 0 0 SOUTHWEST AIRLINES CO COM STK COMMON STOCK '844741108 281 27400 SH SOLE 27400 0 0 SOUTHWESTERN ENERGY COMPANY (D COMMON STOCK '845467109 341 10200 SH SOLE 10200 0 0 SPARTAN STORES INC COM STK COMMON STOCK '846822104 339 22042 SH SOLE 22042 0 0 SPARTECH CORP COM STK COMMON STOCK '847220209 188 20782 SH SOLE 20782 0 0 SPEEDWAY MOTORSPORTS INC COM COMMON STOCK '847788106 577 32370 SH SOLE 32370 0 0 SPRINT NEXTEL CORP COMMON STOCK '852061100 216 38020 SH SOLE 38020 0 0 STAG INDUSTRIAL INC REITS/RICS '85254J102 423 23534 SH SOLE 23534 0 0 STANDARD REGISTER CO COM STK COMMON STOCK '853887107 30 48320 SH SOLE 48320 0 0 STAPLES INC COM STK COMMON STOCK '855030102 576 50500 SH SOLE 50500 0 0 STARWOOD HOTELS & RESORTS COM COMMON STOCK '85590A401 247 4314 SH SOLE 4314 0 0 STARWOOD PROPERTY TRUST INC REITS/RICS '85571B105 934 40700 SH SOLE 40700 0 0 STATE STR CORP COM STK COMMON STOCK '857477103 230 4900 SH SOLE 4900 0 0 STEELCASE INC CL A COM STK COMMON STOCK '858155203 304 23823 SH SOLE 23823 0 0 STONE ENERGY CORP COM STK COMMON STOCK '861642106 550 26804 SH SOLE 26804 0 0 STONERIDGE INC COM STK COMMON STOCK '86183P102 170 33246 SH SOLE 33246 0 0 SUNTRUST BKS INC COM STK COMMON STOCK '867914103 215 7600 SH SOLE 7600 0 0 SYKES ENTERPRISES INC COM STK COMMON STOCK '871237103 726 47729 SH SOLE 47729 0 0 SYMETRA FINANCIAL CORP COMMON STOCK '87151Q106 238 18330 SH SOLE 18330 0 0 SYMMETRICOM INC COM STK COMMON STOCK '871543104 261 45300 SH SOLE 45300 0 0 SYNERGY RESOURCES CORPORATION COMMON STOCK '87164P103 127 23559 SH SOLE 23559 0 0 SYNNEX CORP COM STK COMMON STOCK '87162W100 423 12306 SH SOLE 12306 0 0 SYNOVUS FINL CORP COM COMMON STOCK '87161C105 300 122617 SH SOLE 122617 0 0 SYPRIS SOLUTIONS INC COM STK COMMON STOCK '871655106 191 48221 SH SOLE 48221 0 0 Safeway Inc (formerly Safeway COMMON STOCK '786514208 624 34500 SH SOLE 34500 0 0 TANGER FACTORY OUTLET CENTERS REITS/RICS '875465106 1023 29900 SH SOLE 29900 0 0 TARO PHARMACEUTICAL INDUSTRIES COMMON STOCK 'M8737E108 465 9585 SH SOLE 9585 0 0 TASER INTERNATIONAL INC COM ST COMMON STOCK '87651B104 213 23825 SH SOLE 23825 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 ------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- TCP CAPITAL CORP COMMON STOCK '87238Q103 397 26922 SH SOLE 26922 0 0 TELENAV INC COMMON STOCK '879455103 529 66268 SH SOLE 66268 0 0 TELETECH HLDGS INC COM STK COMMON STOCK '879939106 233 13100 SH SOLE 13100 0 0 TELLABS INC COM STK COMMON STOCK '879664100 87 38300 SH SOLE 38300 0 0 TEMPUR-PEDIC INTL COMMON STOCK '88023U101 277 8800 SH SOLE 8800 0 0 TEXAS ROADHOUSE INC COMMON STOCK '882681109 218 12964 SH SOLE 12964 0 0 THE HANOVER INSURANCE GROUP I COMMON STOCK '410867105 481 12417 SH SOLE 12417 0 0 THE HERSHEY CO COM STK COMMON STOCK '427866108 318 4400 SH SOLE 4400 0 0 THE HOWARD HUGHS COMMON STOCK '44267D107 329 4500 SH SOLE 4500 0 0 THE ST. JOE COMPANY COM STK COMMON STOCK '790148100 332 14400 SH SOLE 14400 0 0 THORATEC CORP COM STK COMMON STOCK '885175307 362 9660 SH SOLE 9660 0 0 TJX COS INC NEW COM STK COMMON STOCK '872540109 585 13781 SH SOLE 13781 0 0 TMS INTERNATIONAL CO RP-A COMMON STOCK '87261Q103 275 21960 SH SOLE 21960 0 0 TORO CO COM STK COMMON STOCK '891092108 601 13992 SH SOLE 13992 0 0 TOTAL SYSTEM SERVICES INC COM COMMON STOCK '891906109 743 34700 SH SOLE 34700 0 0 TOWER GROUP INC COM STK COMMON STOCK '891777104 443 24890 SH SOLE 24890 0 0 TRAVELCENTRS COMMON STOCK '894174101 527 112160 SH SOLE 112160 0 0 TRICO BANCSHARES COM STK COMMON STOCK '896095106 351 20926 SH SOLE 20926 0 0 TRUEBLUE INC COM STK COMMON STOCK '89785X101 443 28122 SH SOLE 28122 0 0 TRULIA INC COMMON STOCK '897888103 218 13440 SH SOLE 13440 0 0 UGI CORP NEW COM STK COMMON STOCK '902681105 363 11100 SH SOLE 11100 0 0 UNITED FIRE & CAS CO COM STK COMMON STOCK '910340108 423 19366 SH SOLE 19366 0 0 UNITED STATIONERS INC COM STK COMMON STOCK '913004107 1181 38100 SH SOLE 38100 0 0 UNITED STS STL CORP COM STK COMMON STOCK '912909108 343 14400 SH SOLE 14400 0 0 UNIVERSAL INS HLDGS INC COM ST COMMON STOCK '91359V107 306 69860 SH SOLE 69860 0 0 URSTADT BIDDLE PROPERTIES INC REITS/RICS '917286205 1039 52804 SH SOLE 52804 0 0 USA MOBILITY INC COM COMMON STOCK '90341G103 214 18327 SH SOLE 18327 0 0 USANA HEALTH SCIENCE S INC COM COMMON STOCK '90328M107 988 30000 SH SOLE 30000 0 0 VALERO ENERGY CORP COM STK COMMON STOCK '91913Y100 760 22269 SH SOLE 22269 0 0 VASCULAR SOLUTIONS INC COM ST COMMON STOCK '92231M109 189 11932 SH SOLE 11932 0 0 VERISIGN INC COM STK COMMON STOCK '92343E102 260 6700 SH SOLE 6700 0 0 VERIZON COMMUNICATIONS COMMON STOCK '92343V104 290 6700 SH SOLE 6700 0 0 VF CORP COM STK COMMON STOCK '918204108 592 3920 SH SOLE 3920 0 0 VICOR CORP COM STK COMMON STOCK '925815102 468 86322 SH SOLE 86322 0 0 VISHAY INTERTECHNLGY INC COMMON STOCK '928298108 603 56700 SH SOLE 56700 0 0 VISHAY PRECISION GROUP INC COMMON STOCK '92835K103 567 42874 SH SOLE 42874 0 0 VOCERA COMMUNICATIONS INC COMMON STOCK '92857F107 608 24224 SH SOLE 24224 0 0 VOLCANO CORP COM STK COMMON STOCK '928645100 316 13400 SH SOLE 13400 0 0 WADDELL & REED FINL INC CL A C COMMON STOCK '930059100 265 7600 SH SOLE 7600 0 0 WARREN RESOURCES INC COM STK COMMON STOCK '93564A100 487 173411 SH SOLE 173411 0 0 WASHINGTON BANKING CO COM STK COMMON STOCK '937303105 235 17248 SH SOLE 17248 0 0 WEBSENSE INC COM STK COMMON STOCK '947684106 682 45373 SH SOLE 45373 0 0 WEINGARTEN REALTY INVESTORS ( REITS/RICS '948741103 750 28000 SH SOLE 28000 0 0 WELLCARE HEALTH PLANS INC COM COMMON STOCK '94946T106 443 9099 SH SOLE 9099 0 0 WESTERN DIGITAL CORP COM STK COMMON STOCK '958102105 302 7100 SH SOLE 7100 0 0 WESTLAKE CHEM COMMON STOCK '960413102 278 3500 SH SOLE 3500 0 0 WESTMORELAND COAL CO COM STK COMMON STOCK '960878106 187 19986 SH SOLE 19986 0 0 WESTWOOD HOLDINGS GROUP INC C COMMON STOCK '961765104 322 7881 SH SOLE 7881 0 0 WEYERHAEUSER CO COM STK REITS/RICS '962166104 1080 38821 SH SOLE 38821 0 0 WHITING PETROLEUM CORPCOM COMMON STOCK '966387102 304 7000 SH SOLE 7000 0 0 WHITING USA TRUST II COMMON STOCK '966388100 494 32240 SH SOLE 32240 0 0 WILLIAMS-SONOMA INC COM STK COMMON STOCK '969904101 499 11400 SH SOLE 11400 0 0 WILSHIRE BANCORP INC COM COMMON STOCK '97186T108 262 44677 SH SOLE 44677 0 0 WINTHROP RLTY TR COM REIT REITS/RICS '976391300 1236 111896 SH SOLE 111896 0 0 WINTRUST FINL CORP COM STK COMMON STOCK '97650W108 275 7500 SH SOLE 7500 0 0 WISCONSIN ENERGY CORP COM STK COMMON STOCK '976657106 280 7602 SH SOLE 7602 0 0 WISDOMTREE INVTS INC COM STK COMMON STOCK '97717P104 156 25531 SH SOLE 25531 0 0 WMS INDUSTRIES INC COM STK COMMON STOCK '929297109 217 12400 SH SOLE 12400 0 0

Shares Voting Voting Voting Value x Prn SH/ Put/ Investment Other Authority Authority Authority Issuer Type Cusip 1000 Amt PRN Call Discretion Managers Sole Shared None ------ ------------ ---------- ------- ------ --- ---- ---------- -------- --------- --------- --------- WSFS FINL CORP COM STK COMMON STOCK '929328102 214 5058 SH SOLE 5058 0 0 XO GROUP INC COM STK COMMON STOCK '983772104 530 56960 SH SOLE 56960 0 0 YAHOO INC COM STK COMMON STOCK '984332106 746 37500 SH SOLE 37500 0 0 YONGYE INTL INC COM STK COMMON STOCK '98607B106 101 17407 SH SOLE 17407 0 0 ZALE CORP NEW COM STK COMMON STOCK '988858106 334 81217 SH SOLE 81217 0 0 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK '989207105 314 8000 SH SOLE 8000 0 0 ZEP INC COMMON STOCK '98944B108 525 36346 SH SOLE 36346 0 0 ZIONS BANCORPORATION COM STK COMMON STOCK '989701107 625 29200 SH SOLE 29200 0 0 ZIPCAR INC COMMON STOCK '98974X103 176 21300 SH SOLE 21300 0 0 ZOGENIX INC COMMON STOCK '98978L105 97 73123 SH SOLE 73123 0 0