0000950123-14-004042.txt : 20140423
0000950123-14-004042.hdr.sgml : 20140423
20140423155740
ACCESSION NUMBER: 0000950123-14-004042
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140423
DATE AS OF CHANGE: 20140423
EFFECTIVENESS DATE: 20140423
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: 14778761
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
primary_doc.xml
13F-HR
LIVE
false
true
false
0001374701
XXXXXXXX
03-31-2014
03-31-2014
Menta Capital LLC
One Market Street
Spear Street Tower, Suite 3730
San Francisco
CA
94105
13F HOLDINGS REPORT
028-12773
N
Laurent Dubois
Managing Member
(415) 490-2610
Laurent Dubois
San Francisco
CA
04-22-2014
0
374
335697
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
1ST SOURCE CORP
COM
336901103
313
9746
SH
SOLE
9746
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
307
6800
SH
SOLE
6800
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
362
17700
SH
SOLE
17700
0
0
ACTUATE CORP
COM
00508B102
312
51900
SH
SOLE
51900
0
0
ACUITY BRANDS INC
COM
00508Y102
387
2920
SH
SOLE
2920
0
0
ACXIOM CORP
COM
005125109
451
13100
SH
SOLE
13100
0
0
AECOM TECHNOLOGY CORP DELAWA
COM
00766T100
1121
34835
SH
SOLE
34835
0
0
AETNA INC NEW
COM
00817Y108
1717
22900
SH
SOLE
22900
0
0
AFLAC INC
COM
001055102
2793
44300
SH
SOLE
44300
0
0
AGCO CORP
COM
001084102
1677
30400
SH
SOLE
30400
0
0
ALLIED WRLD ASSUR COM HLDG A
SHS
H01531104
5796
56168
SH
SOLE
56168
0
0
ALLSTATE CORP
COM
020002101
5922
104658
SH
SOLE
104658
0
0
ALPHATEC HOLDINGS INC
COM
02081G102
133
88881
SH
SOLE
88881
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
5916
102511
SH
SOLE
102511
0
0
AMERICAN NATL INS CO
COM
028591105
466
4125
SH
SOLE
4125
0
0
AMERIPRISE FINL INC
COM
03076C106
1424
12940
SH
SOLE
12940
0
0
AMTRUST FINL SVCS INC
COM
032359309
434
11529
SH
SOLE
11529
0
0
ANN INC
COM
035623107
1228
29600
SH
SOLE
29600
0
0
ANNALY CAP MGMT INC
COM
035710409
618
56352
SH
SOLE
56352
0
0
APACHE CORP
COM
037411105
1618
19500
SH
SOLE
19500
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
635
21000
SH
SOLE
21000
0
0
ARBOR RLTY TR INC
COM
038923108
71
10206
SH
SOLE
10206
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
1671
38500
SH
SOLE
38500
0
0
ARROW ELECTRS INC
COM
042735100
635
10700
SH
SOLE
10700
0
0
ASCENA RETAIL GROUP INC
COM
04351G101
567
32800
SH
SOLE
32800
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
5994
150972
SH
SOLE
150972
0
0
ASPEN TECHNOLOGY INC
COM
045327103
1442
34050
SH
SOLE
34050
0
0
ASSOCIATED BANC CORP
COM
045487105
482
26700
SH
SOLE
26700
0
0
ASSURANT INC
COM
04621X108
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89400
SH
SOLE
89400
0
0
AUDIOCODES LTD
ORD
M15342104
549
75773
SH
SOLE
75773
0
0
AUTOZONE INC
COM
053332102
1031
1920
SH
SOLE
1920
0
0
AVNET INC
COM
053807103
270
5800
SH
SOLE
5800
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
5919
129100
SH
SOLE
129100
0
0
BAKER HUGHES INC
COM
057224107
345
5300
SH
SOLE
5300
0
0
BALDWIN & LYONS INC
CL B
057755209
447
16987
SH
SOLE
16987
0
0
BANC CALIF INC
COM
05990K106
505
41138
SH
SOLE
41138
0
0
BANNER CORP
COM NEW
06652V208
280
6800
SH
SOLE
6800
0
0
BARD C R INC
COM
067383109
980
6620
SH
SOLE
6620
0
0
BECTON DICKINSON & CO
COM
075887109
1574
13440
SH
SOLE
13440
0
0
BERKLEY W R CORP
COM
084423102
5906
141900
SH
SOLE
141900
0
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
274
10600
SH
SOLE
10600
0
0
BLACKSTONE MTG TR INC
COM CL A
09257W100
638
22200
SH
SOLE
22200
0
0
BLOCK H & R INC
COM
093671105
242
8000
SH
SOLE
8000
0
0
BLOOMIN BRANDS INC
COM
094235108
263
10900
SH
SOLE
10900
0
0
BLOUNT INTL INC NEW
COM
095180105
345
29000
SH
SOLE
29000
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
630
43600
SH
SOLE
43600
0
0
BRINKER INTL INC
COM
109641100
918
17500
SH
SOLE
17500
0
0
BROWN SHOE INC NEW
COM
115736100
1144
43119
SH
SOLE
43119
0
0
CAESARSTONE SDOT-YAM LTD
ORD SHS
M20598104
363
6677
SH
SOLE
6677
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
572
8500
SH
SOLE
8500
0
0
CAPITAL ONE FINL CORP
COM
14040H105
988
12800
SH
SOLE
12800
0
0
CARDINAL HEALTH INC
COM
14149Y108
1316
18800
SH
SOLE
18800
0
0
CAVIUM INC
COM
14964U108
223
5100
SH
SOLE
5100
0
0
CEDAR REALTY TRUST INC
COM NEW
150602209
607
99372
SH
SOLE
99372
0
0
CELANESE CORP DEL
COM SER A
150870103
344
6200
SH
SOLE
6200
0
0
CENTURYLINK INC
COM
156700106
542
16500
SH
SOLE
16500
0
0
CHATHAM LODGING TR
COM
16208T102
385
19029
SH
SOLE
19029
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
906
13400
SH
SOLE
13400
0
0
CHINA XD PLASTICS CO LTD
COM
16948F107
296
56586
SH
SOLE
56586
0
0
CHRISTOPHER & BANKS CORP
COM
171046105
115
17400
SH
SOLE
17400
0
0
CIGNA CORPORATION
COM
125509109
2947
35200
SH
SOLE
35200
0
0
CITI TRENDS INC
COM
17306X102
852
52300
SH
SOLE
52300
0
0
CITIGROUP INC
COM NEW
172967424
238
5000
SH
SOLE
5000
0
0
COCA COLA BOTTLING CO CONS
COM
191098102
306
3597
SH
SOLE
3597
0
0
COHEN & STEERS INC
COM
19247A100
255
6400
SH
SOLE
6400
0
0
COMPASS MINERALS INTL INC
COM
20451N101
487
5900
SH
SOLE
5900
0
0
COMPUGEN LTD
ORD
M25722105
238
22664
SH
SOLE
22664
0
0
CONAGRA FOODS INC
COM
205887102
1111
35800
SH
SOLE
35800
0
0
CONNECTICUT WTR SVC INC
COM
207797101
248
7259
SH
SOLE
7259
0
0
CONNS INC
COM
208242107
260
6700
SH
SOLE
6700
0
0
CORCEPT THERAPEUTICS INC
COM
218352102
105
24100
SH
SOLE
24100
0
0
CORESITE RLTY CORP
COM
21870Q105
640
20660
SH
SOLE
20660
0
0
CORINTHIAN COLLEGES INC
COM
218868107
79
57000
SH
SOLE
57000
0
0
CORPORATE EXECUTIVE BRD CO
COM
21988R102
980
13200
SH
SOLE
13200
0
0
COVANCE INC
COM
222816100
1586
15260
SH
SOLE
15260
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
525
5400
SH
SOLE
5400
0
0
CRAWFORD & CO
CL B
224633107
786
72049
SH
SOLE
72049
0
0
CROWN HOLDINGS INC
COM
228368106
792
17700
SH
SOLE
17700
0
0
CUMBERLAND PHARMACEUTICALS I
COM
230770109
57
12706
SH
SOLE
12706
0
0
CURTISS WRIGHT CORP
COM
231561101
801
12600
SH
SOLE
12600
0
0
CVR ENERGY INC
COM
12662P108
211
5000
SH
SOLE
5000
0
0
CYRUSONE INC
COM
23283R100
306
14700
SH
SOLE
14700
0
0
CYS INVTS INC
COM
12673A108
83
10000
SH
SOLE
10000
0
0
DECKERS OUTDOOR CORP
COM
243537107
518
6500
SH
SOLE
6500
0
0
DEMANDWARE INC
COM
24802Y105
346
5400
SH
SOLE
5400
0
0
DENNYS CORP
COM
24869P104
675
105000
SH
SOLE
105000
0
0
DEXCOM INC
COM
252131107
769
18600
SH
SOLE
18600
0
0
DIAMOND RESORTS INTL INC
COM
25272T104
390
23000
SH
SOLE
23000
0
0
DILLARDS INC
CL A
254067101
425
4600
SH
SOLE
4600
0
0
DINEEQUITY INC
COM
254423106
812
10400
SH
SOLE
10400
0
0
DONALDSON INC
COM
257651109
443
10439
SH
SOLE
10439
0
0
DONEGAL GROUP INC
CL A
257701201
625
42860
SH
SOLE
42860
0
0
DOUGLAS DYNAMICS INC
COM
25960R105
415
23799
SH
SOLE
23799
0
0
DUKE REALTY CORP
COM NEW
264411505
204
12100
SH
SOLE
12100
0
0
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
669
27800
SH
SOLE
27800
0
0
DYNEX CAP INC
COM NEW
26817Q506
110
12300
SH
SOLE
12300
0
0
EASTMAN CHEM CO
COM
277432100
457
5300
SH
SOLE
5300
0
0
ECHELON CORP
COM
27874N105
86
30939
SH
SOLE
30939
0
0
ECHO GLOBAL LOGISTICS INC
COM
27875T101
187
10200
SH
SOLE
10200
0
0
ELECTRONIC ARTS INC
COM
285512109
1131
39000
SH
SOLE
39000
0
0
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
636
37567
SH
SOLE
37567
0
0
EMC INS GROUP INC
COM
268664109
754
21221
SH
SOLE
21221
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
4606
227685
SH
SOLE
227685
0
0
ENERGIZER HLDGS INC
COM
29266R108
252
2500
SH
SOLE
2500
0
0
ENERGY RECOVERY INC
COM
29270J100
65
12300
SH
SOLE
12300
0
0
ENGILITY HLDGS INC
COM
29285W104
248
5500
SH
SOLE
5500
0
0
ENSTAR GROUP LIMITED
SHS
G3075P101
1031
7560
SH
SOLE
7560
0
0
ENTERGY CORP NEW
COM
29364G103
1611
24100
SH
SOLE
24100
0
0
EOG RES INC
COM
26875P101
279
1420
SH
SOLE
1420
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
626
15400
SH
SOLE
15400
0
0
EVEREST RE GROUP LTD
COM
G3223R108
5929
38740
SH
SOLE
38740
0
0
EVOLUTION PETROLEUM CORP
COM
30049A107
337
26461
SH
SOLE
26461
0
0
EXCEL TR INC
COM
30068C109
263
20730
SH
SOLE
20730
0
0
EXELIS INC
COM
30162A108
455
23944
SH
SOLE
23944
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
344
7100
SH
SOLE
7100
0
0
FALCONSTOR SOFTWARE INC
COM
306137100
111
70191
SH
SOLE
70191
0
0
FBL FINL GROUP INC
CL A
30239F106
2387
55103
SH
SOLE
55103
0
0
FEDERAL AGRIC MTG CORP
CL C
313148306
604
18165
SH
SOLE
18165
0
0
FIDELITY & GTY LIFE
COM
315785105
2236
94726
SH
SOLE
94726
0
0
FIESTA RESTAURANT GROUP INC
COM
31660B101
967
21200
SH
SOLE
21200
0
0
FIFTH THIRD BANCORP
COM
316773100
211
9200
SH
SOLE
9200
0
0
FINANCIAL INSTNS INC
COM
317585404
620
26948
SH
SOLE
26948
0
0
FIRST AMERN FINL CORP
COM
31847R102
1691
63700
SH
SOLE
63700
0
0
FIRST COMWLTH FINL CORP PA
COM
319829107
388
42900
SH
SOLE
42900
0
0
FIRST DEFIANCE FINL CORP
COM
32006W106
543
20004
SH
SOLE
20004
0
0
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
616
21836
SH
SOLE
21836
0
0
FIRST NBC BK HLDG CO
COM
32115D106
282
8099
SH
SOLE
8099
0
0
FIRST NIAGARA FINL GP INC
COM
33582V108
571
60400
SH
SOLE
60400
0
0
FLUOR CORP NEW
COM
343412102
319
4100
SH
SOLE
4100
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
509
40400
SH
SOLE
40400
0
0
FREDS INC
CL A
356108100
573
31799
SH
SOLE
31799
0
0
G-III APPAREL GROUP LTD
COM
36237H101
1070
14950
SH
SOLE
14950
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
1513
31800
SH
SOLE
31800
0
0
GARTNER INC
COM
366651107
604
8703
SH
SOLE
8703
0
0
GENTIVA HEALTH SERVICES INC
COM
37247A102
177
19440
SH
SOLE
19440
0
0
GLOBAL BRASS & COPPR HLDGS I
COM
37953G103
200
12700
SH
SOLE
12700
0
0
GLOBAL GEOPHYSICAL SVCS INC
COM
37946S107
2
12600
SH
SOLE
12600
0
0
GLOBAL PMTS INC
COM
37940X102
1564
22000
SH
SOLE
22000
0
0
GNC HLDGS INC
COM CL A
36191G107
964
21900
SH
SOLE
21900
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
345
13200
SH
SOLE
13200
0
0
GREENLIGHT CAPITAL RE LTD
CLASS A
G4095J109
5888
179503
SH
SOLE
179503
0
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
298
35907
SH
SOLE
35907
0
0
HANESBRANDS INC
COM
410345102
1073
14032
SH
SOLE
14032
0
0
HARBINGER GROUP INC
COM
41146A106
231
18900
SH
SOLE
18900
0
0
HARMAN INTL INDS INC
COM
413086109
489
4600
SH
SOLE
4600
0
0
HARRIS CORP DEL
COM
413875105
263
3600
SH
SOLE
3600
0
0
HARSCO CORP
COM
415864107
506
21600
SH
SOLE
21600
0
0
HAVERTY FURNITURE INC
COM
419596101
746
25113
SH
SOLE
25113
0
0
HCC INS HLDGS INC
COM
404132102
3021
66400
SH
SOLE
66400
0
0
HCP INC
COM
40414L109
446
11500
SH
SOLE
11500
0
0
HEALTH NET INC
COM
42222G108
5664
166532
SH
SOLE
166532
0
0
HELMERICH & PAYNE INC
COM
423452101
473
4400
SH
SOLE
4400
0
0
HERSHA HOSPITALITY TR
SH BEN INT A
427825104
284
48792
SH
SOLE
48792
0
0
HILL INTERNATIONAL INC
COM
431466101
114
20746
SH
SOLE
20746
0
0
HILL ROM HLDGS INC
COM
431475102
439
11400
SH
SOLE
11400
0
0
HNI CORP
COM
404251100
227
6200
SH
SOLE
6200
0
0
HOLOGIC INC
COM
436440101
802
37300
SH
SOLE
37300
0
0
HOME PROPERTIES INC
COM
437306103
547
9100
SH
SOLE
9100
0
0
HOMESTREET INC
COM
43785V102
566
28937
SH
SOLE
28937
0
0
HORIZON BANCORP IND
COM
440407104
281
12602
SH
SOLE
12602
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
480
16700
SH
SOLE
16700
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
391
19300
SH
SOLE
19300
0
0
HOUSTON WIRE & CABLE CO
COM
44244K109
298
22660
SH
SOLE
22660
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
169
17000
SH
SOLE
17000
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1534
15000
SH
SOLE
15000
0
0
HYATT HOTELS CORP
COM CL A
448579102
291
5400
SH
SOLE
5400
0
0
ICONIX BRAND GROUP INC
COM
451055107
1013
25800
SH
SOLE
25800
0
0
IMATION CORP
COM
45245A107
130
22500
SH
SOLE
22500
0
0
INFORMATICA CORP
COM
45666Q102
499
13200
SH
SOLE
13200
0
0
INGRAM MICRO INC
CL A
457153104
1622
54863
SH
SOLE
54863
0
0
INGREDION INC
COM
457187102
415
6100
SH
SOLE
6100
0
0
INNERWORKINGS INC
COM
45773Y105
81
10600
SH
SOLE
10600
0
0
INTERDIGITAL INC
COM
45867G101
278
8400
SH
SOLE
8400
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
466
18600
SH
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18600
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1531
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SH
SOLE
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0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
224
15900
SH
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15900
0
0
INTERSECTIONS INC
COM
460981301
261
44174
SH
SOLE
44174
0
0
INTUIT
COM
461202103
1508
19400
SH
SOLE
19400
0
0
ION GEOPHYSICAL CORP
COM
462044108
57
13500
SH
SOLE
13500
0
0
ITT CORP NEW
COM NEW
450911201
299
7000
SH
SOLE
7000
0
0
JETBLUE AIRWAYS CORP
COM
477143101
231
26611
SH
SOLE
26611
0
0
JOS A BANK CLOTHIERS INC
COM
480838101
617
9600
SH
SOLE
9600
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
704
24400
SH
SOLE
24400
0
0
KBR INC
COM
48242W106
462
17300
SH
SOLE
17300
0
0
KEYCORP NEW
COM
493267108
437
30700
SH
SOLE
30700
0
0
KLA-TENCOR CORP
COM
482480100
1397
20200
SH
SOLE
20200
0
0
KMG CHEMICALS INC
COM
482564101
184
11766
SH
SOLE
11766
0
0
KNOLL INC
COM NEW
498904200
462
25372
SH
SOLE
25372
0
0
KROGER CO
COM
501044101
533
12200
SH
SOLE
12200
0
0
L BRANDS INC
COM
501797104
272
4800
SH
SOLE
4800
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
553
4680
SH
SOLE
4680
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
249
31800
SH
SOLE
31800
0
0
LEAR CORP
COM NEW
521865204
1582
18898
SH
SOLE
18898
0
0
LEXMARK INTL NEW
CL A
529771107
1458
31500
SH
SOLE
31500
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
322
5900
SH
SOLE
5900
0
0
LIHUA INTL INC
COM
532352101
88
17911
SH
SOLE
17911
0
0
LINCOLN NATL CORP IND
COM
534187109
1920
37900
SH
SOLE
37900
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
331
6800
SH
SOLE
6800
0
0
LITHIA MTRS INC
CL A
536797103
844
12700
SH
SOLE
12700
0
0
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
206
2200
SH
SOLE
2200
0
0
MACYS INC
COM
55616P104
646
10900
SH
SOLE
10900
0
0
MAGELLAN HEALTH SVCS INC
COM NEW
559079207
516
8701
SH
SOLE
8701
0
0
MAGIC SOFTWARE ENTERPRISES L
ORD
559166103
184
22825
SH
SOLE
22825
0
0
MAINSOURCE FINANCIAL GP INC
COM
56062Y102
599
35022
SH
SOLE
35022
0
0
MANNING & NAPIER INC
CL A
56382Q102
260
15489
SH
SOLE
15489
0
0
MANPOWERGROUP INC
COM
56418H100
796
10100
SH
SOLE
10100
0
0
MARATHON OIL CORP
COM
565849106
693
19500
SH
SOLE
19500
0
0
MARATHON PETE CORP
COM
56585A102
409
4700
SH
SOLE
4700
0
0
MATSON INC
COM
57686G105
281
11400
SH
SOLE
11400
0
0
MBIA INC
COM
55262C100
2640
188700
SH
SOLE
188700
0
0
MEADOWBROOK INS GROUP INC
COM
58319P108
2791
478803
SH
SOLE
478803
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
161
12600
SH
SOLE
12600
0
0
MEDLEY CAP CORP
COM
58503F106
332
24400
SH
SOLE
24400
0
0
MEDTRONIC INC
COM
585055106
578
9400
SH
SOLE
9400
0
0
MERCANTILE BANK CORP
COM
587376104
398
19309
SH
SOLE
19309
0
0
MERGE HEALTHCARE INC
COM
589499102
94
38675
SH
SOLE
38675
0
0
MICRON TECHNOLOGY INC
COM
595112103
1233
52100
SH
SOLE
52100
0
0
MODUSLINK GLOBAL SOLUTIONS I
COM
60786L107
51
11966
SH
SOLE
11966
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1012
17200
SH
SOLE
17200
0
0
MONMOUTH REAL ESTATE INVT CO
CL A
609720107
559
58563
SH
SOLE
58563
0
0
MORGANS HOTEL GROUP CO
COM
61748W108
165
20465
SH
SOLE
20465
0
0
MOVADO GROUP INC
COM
624580106
431
9452
SH
SOLE
9452
0
0
MURPHY OIL CORP
COM
626717102
1666
26500
SH
SOLE
26500
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
700
10000
SH
SOLE
10000
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1160
14900
SH
SOLE
14900
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
625
18200
SH
SOLE
18200
0
0
NATIONAL WESTN LIFE INS CO
CL A
638522102
2511
10270
SH
SOLE
10270
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
512
15782
SH
SOLE
15782
0
0
NAVIGATORS GROUP INC
COM
638904102
5136
83655
SH
SOLE
83655
0
0
NETAPP INC
COM
64110D104
1539
41700
SH
SOLE
41700
0
0
NEUSTAR INC
CL A
64126X201
341
10500
SH
SOLE
10500
0
0
NEW YORK MTG TR INC
COM PAR $.02
649604501
124
15900
SH
SOLE
15900
0
0
NICE SYS LTD
SPONSORED ADR
653656108
549
12300
SH
SOLE
12300
0
0
NORTH EUROPEAN OIL RTY TR
SH BEN INT
659310106
216
9278
SH
SOLE
9278
0
0
NORTHROP GRUMMAN CORP
COM
666807102
1357
11000
SH
SOLE
11000
0
0
NRG ENERGY INC
COM NEW
629377508
967
30400
SH
SOLE
30400
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
681
8220
SH
SOLE
8220
0
0
NUTRI SYS INC NEW
COM
67069D108
937
62200
SH
SOLE
62200
0
0
NVR INC
COM
62944T105
963
840
SH
SOLE
840
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
861
5800
SH
SOLE
5800
0
0
OCWEN FINL CORP
COM NEW
675746309
549
14000
SH
SOLE
14000
0
0
OIL STS INTL INC
COM
678026105
505
5120
SH
SOLE
5120
0
0
OLD NATL BANCORP IND
COM
680033107
464
31100
SH
SOLE
31100
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
593
17700
SH
SOLE
17700
0
0
ONE LIBERTY PPTYS INC
COM
682406103
592
27756
SH
SOLE
27756
0
0
ONEBEACON INSURANCE GROUP LT
CL A
G67742109
2484
160669
SH
SOLE
160669
0
0
ORBITZ WORLDWIDE INC
COM
68557K109
102
12974
SH
SOLE
12974
0
0
ORBOTECH LTD
ORD
M75253100
943
61300
SH
SOLE
61300
0
0
OUTERWALL INC
COM
690070107
1058
14600
SH
SOLE
14600
0
0
OVERSTOCK COM INC DEL
COM
690370101
411
20880
SH
SOLE
20880
0
0
PACIFIC CONTINENTAL CORP
COM
69412V108
549
39919
SH
SOLE
39919
0
0
PALL CORP
COM
696429307
224
2500
SH
SOLE
2500
0
0
PANHANDLE OIL AND GAS INC
CL A
698477106
394
9039
SH
SOLE
9039
0
0
PAREXEL INTL CORP
COM
699462107
1536
28400
SH
SOLE
28400
0
0
PARKER HANNIFIN CORP
COM
701094104
910
7600
SH
SOLE
7600
0
0
PARTNERRE LTD
COM
G6852T105
6042
58380
SH
SOLE
58380
0
0
PATTERSON UTI ENERGY INC
COM
703481101
282
8900
SH
SOLE
8900
0
0
PDF SOLUTIONS INC
COM
693282105
273
15000
SH
SOLE
15000
0
0
PENN NATL GAMING INC
COM
707569109
269
21800
SH
SOLE
21800
0
0
PENNSYLVANIA RL ESTATE INVT
SH BEN INT
709102107
462
25600
SH
SOLE
25600
0
0
PENNYMAC FINL SVCS INC
CL A
70932B101
203
12207
SH
SOLE
12207
0
0
PERION NETWORK LTD
SHS
M78673106
748
67712
SH
SOLE
67712
0
0
PETROQUEST ENERGY INC
COM
716748108
175
30639
SH
SOLE
30639
0
0
PETSMART INC
COM
716768106
627
9100
SH
SOLE
9100
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
1087
51958
SH
SOLE
51958
0
0
PITNEY BOWES INC
COM
724479100
309
11900
SH
SOLE
11900
0
0
POLYCOM INC
COM
73172K104
406
29600
SH
SOLE
29600
0
0
POLYONE CORP
COM
73179P106
202
5500
SH
SOLE
5500
0
0
PRECISION CASTPARTS CORP
COM
740189105
415
1640
SH
SOLE
1640
0
0
PROASSURANCE CORP
COM
74267C106
2226
49996
SH
SOLE
49996
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
1095
101400
SH
SOLE
101400
0
0
PRUDENTIAL FINL INC
COM
744320102
2413
28500
SH
SOLE
28500
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
714
8534
SH
SOLE
8534
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
249
10600
SH
SOLE
10600
0
0
QUALITY SYS INC
COM
747582104
201
11900
SH
SOLE
11900
0
0
REALNETWORKS INC
COM NEW
75605L708
84
11109
SH
SOLE
11109
0
0
RED HAT INC
COM
756577102
334
6300
SH
SOLE
6300
0
0
RED ROBIN GOURMET BURGERS IN
COM
75689M101
615
8583
SH
SOLE
8583
0
0
REDWOOD TR INC
COM
758075402
703
34654
SH
SOLE
34654
0
0
REGIONS FINL CORP NEW
COM
7591EP100
631
56800
SH
SOLE
56800
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
254
3600
SH
SOLE
3600
0
0
RICHARDSON ELECTRS LTD
COM
763165107
128
11862
SH
SOLE
11862
0
0
RITE AID CORP
COM
767754104
1072
171000
SH
SOLE
171000
0
0
RLJ LODGING TR
COM
74965L101
316
11809
SH
SOLE
11809
0
0
ROUNDYS INC
COM
779268101
772
112152
SH
SOLE
112152
0
0
RPX CORP
COM
74972G103
308
18900
SH
SOLE
18900
0
0
RUTHS HOSPITALITY GROUP INC
COM
783332109
712
58900
SH
SOLE
58900
0
0
SAFEWAY INC
COM NEW
786514208
1042
28200
SH
SOLE
28200
0
0
SAGENT PHARMACEUTICALS INC
COM
786692103
315
13497
SH
SOLE
13497
0
0
SALIX PHARMACEUTICALS INC
COM
795435106
1129
10900
SH
SOLE
10900
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
822
30000
SH
SOLE
30000
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
132
29068
SH
SOLE
29068
0
0
SECURITY NATL FINL CORP
CL A NEW
814785309
112
27544
SH
SOLE
27544
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
457
15100
SH
SOLE
15100
0
0
SELECTIVE INS GROUP INC
COM
816300107
865
37101
SH
SOLE
37101
0
0
SIGMA DESIGNS INC
COM
826565103
136
28597
SH
SOLE
28597
0
0
SILICOM LTD
ORD
M84116108
631
10171
SH
SOLE
10171
0
0
SILICON IMAGE INC
COM
82705T102
327
47352
SH
SOLE
47352
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
270
7200
SH
SOLE
7200
0
0
SM ENERGY CO
COM
78454L100
456
6400
SH
SOLE
6400
0
0
SMITH A O
COM
831865209
736
16000
SH
SOLE
16000
0
0
SOHU COM INC
COM
83408W103
657
10100
SH
SOLE
10100
0
0
SONIC CORP
COM
835451105
1217
53400
SH
SOLE
53400
0
0
SONOCO PRODS CO
COM
835495102
677
16500
SH
SOLE
16500
0
0
SONUS NETWORKS INC
COM
835916107
226
67100
SH
SOLE
67100
0
0
SOUTHWEST AIRLS CO
COM
844741108
1327
56200
SH
SOLE
56200
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1051
37300
SH
SOLE
37300
0
0
SPLUNK INC
COM
848637104
515
7200
SH
SOLE
7200
0
0
STAAR SURGICAL CO
COM PAR $0.01
852312305
258
13700
SH
SOLE
13700
0
0
STATE STR CORP
COM
857477103
1155
16600
SH
SOLE
16600
0
0
STEWART INFORMATION SVCS COR
COM
860372101
1423
40512
SH
SOLE
40512
0
0
STONEGATE MTG CORP
COM
86181Q300
384
25837
SH
SOLE
25837
0
0
STRATASYS LTD
SHS
M85548101
516
4860
SH
SOLE
4860
0
0
STRATEGIC HOTELS & RESORTS I
COM
86272T106
614
60300
SH
SOLE
60300
0
0
SUCAMPO PHARMACEUTICALS INC
CL A
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177
24807
SH
SOLE
24807
0
0
SUNTRUST BKS INC
COM
867914103
545
13700
SH
SOLE
13700
0
0
SUSQUEHANNA BANCSHARES INC P
COM
869099101
557
49000
SH
SOLE
49000
0
0
SYMANTEC CORP
COM
871503108
216
10800
SH
SOLE
10800
0
0
SYNOPSYS INC
COM
871607107
1333
34700
SH
SOLE
34700
0
0
SYPRIS SOLUTIONS INC
COM
871655106
48
17347
SH
SOLE
17347
0
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
484
4361
SH
SOLE
4361
0
0
TENNECO INC
COM
880349105
1190
20500
SH
SOLE
20500
0
0
TERRITORIAL BANCORP INC
COM
88145X108
532
24640
SH
SOLE
24640
0
0
TESLA MTRS INC
COM
88160R101
213
1020
SH
SOLE
1020
0
0
TEXTRON INC
COM
883203101
361
9200
SH
SOLE
9200
0
0
THERAPEUTICSMD INC
COM
88338N107
109
17281
SH
SOLE
17281
0
0
TIDEWATER INC
COM
886423102
335
6900
SH
SOLE
6900
0
0
TORO CO
COM
891092108
1377
21797
SH
SOLE
21797
0
0
TRAVELCENTERS OF AMERICA LLC
COM
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326
40047
SH
SOLE
40047
0
0
TRAVELERS COMPANIES INC
COM
89417E109
5923
69600
SH
SOLE
69600
0
0
TRINITY INDS INC
COM
896522109
922
12800
SH
SOLE
12800
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
1086
13300
SH
SOLE
13300
0
0
TTM TECHNOLOGIES INC
COM
87305R109
313
37100
SH
SOLE
37100
0
0
TUPPERWARE BRANDS CORP
COM
899896104
712
8500
SH
SOLE
8500
0
0
TYSON FOODS INC
CL A
902494103
1743
39600
SH
SOLE
39600
0
0
UMPQUA HLDGS CORP
COM
904214103
563
30200
SH
SOLE
30200
0
0
UNIT CORP
COM
909218109
1646
25173
SH
SOLE
25173
0
0
UNITED FIRE GROUP INC
COM
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3176
104637
SH
SOLE
104637
0
0
UNITED ONLINE INC
COM NEW
911268209
128
11100
SH
SOLE
11100
0
0
UNIVERSAL AMERN CORP NEW
COM
91338E101
88
12400
SH
SOLE
12400
0
0
UNUM GROUP
COM
91529Y106
5847
165600
SH
SOLE
165600
0
0
URS CORP NEW
COM
903236107
249
5300
SH
SOLE
5300
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
1692
31869
SH
SOLE
31869
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
5870
155654
SH
SOLE
155654
0
0
VALMONT INDS INC
COM
920253101
783
5260
SH
SOLE
5260
0
0
VALUEVISION MEDIA INC
CL A
92047K107
480
98747
SH
SOLE
98747
0
0
VECTREN CORP
COM
92240G101
1007
25566
SH
SOLE
25566
0
0
VERINT SYS INC
COM
92343X100
474
10100
SH
SOLE
10100
0
0
VILLAGE SUPER MKT INC
CL A NEW
927107409
274
10370
SH
SOLE
10370
0
0
VMWARE INC
CL A COM
928563402
1136
10520
SH
SOLE
10520
0
0
VONAGE HLDGS CORP
COM
92886T201
147
34515
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SOLE
34515
0
0
WABASH NATL CORP
COM
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146
10600
SH
SOLE
10600
0
0
WABCO HLDGS INC
COM
92927K102
433
4100
SH
SOLE
4100
0
0
WADDELL & REED FINL INC
CL A
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1553
21100
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SOLE
21100
0
0
WARREN RES INC
COM
93564A100
121
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SOLE
25301
0
0
WASHINGTON BKG CO OAK HBR WA
COM
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411
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23137
0
0
WASHINGTON FED INC
COM
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496
21300
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SOLE
21300
0
0
WELLCARE HEALTH PLANS INC
COM
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1137
17900
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SOLE
17900
0
0
WENDYS CO
COM
95058W100
1017
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SH
SOLE
111500
0
0
WESCO INTL INC
COM
95082P105
657
7900
SH
SOLE
7900
0
0
WEST CORP
COM
952355204
214
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SOLE
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0
0
WESTERN DIGITAL CORP
COM
958102105
1616
17600
SH
SOLE
17600
0
0
WESTERN UN CO
COM
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383
23400
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SOLE
23400
0
0
WESTMORELAND COAL CO
COM
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214
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SH
SOLE
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0
0
WESTWOOD HLDGS GROUP INC
COM
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319
5089
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SOLE
5089
0
0
WET SEAL INC
CL A
961840105
24
18200
SH
SOLE
18200
0
0
WHIRLPOOL CORP
COM
963320106
1013
6780
SH
SOLE
6780
0
0
WHITING PETE CORP NEW
COM
966387102
472
6800
SH
SOLE
6800
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
1142
40000
SH
SOLE
40000
0
0
XILINX INC
COM
983919101
1465
27000
SH
SOLE
27000
0
0
XL GROUP PLC
SHS
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SH
SOLE
191724
0
0
YONGYE INTL INC
COM
98607B106
284
41763
SH
SOLE
41763
0
0
ZAGG INC
COM
98884U108
160
34524
SH
SOLE
34524
0
0
ZALE CORP NEW
COM
988858106
970
46400
SH
SOLE
46400
0
0