0000950123-14-000764.txt : 20140129 0000950123-14-000764.hdr.sgml : 20140129 20140129141015 ACCESSION NUMBER: 0000950123-14-000764 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140129 DATE AS OF CHANGE: 20140129 EFFECTIVENESS DATE: 20140129 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: 14556279 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 12-31-2013 12-31-2013 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 01-28-2014 0 360 242225 false
INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F 1ST SOURCE CORP COM 336901103 455 14246 SH SOLE 14246 0 0 ABRAXAS PETE CORP COM 003830106 275 84400 SH SOLE 84400 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 387 3500 SH SOLE 3500 0 0 AGCO CORP COM 001084102 840 14200 SH SOLE 14200 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 223 3900 SH SOLE 3900 0 0 AGILYSYS INC COM 00847J105 183 13129 SH SOLE 13129 0 0 ALASKA AIR GROUP INC COM 011659109 521 7100 SH SOLE 7100 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 24 11250 SH SOLE 11250 0 0 ALIGN TECHNOLOGY INC COM 016255101 263 4600 SH SOLE 4600 0 0 ALLEGHANY CORP DEL COM 017175100 616 1540 SH SOLE 1540 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 565 4640 SH SOLE 4640 0 0 ALLSTATE CORP COM 020002101 4094 75058 SH SOLE 75058 0 0 ALPHATEC HOLDINGS INC COM 02081G102 181 90181 SH SOLE 90181 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 271 9000 SH SOLE 9000 0 0 AMBAC FINL GROUP INC COM NEW 023139884 2886 117500 SH SOLE 117500 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 4104 71100 SH SOLE 71100 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4094 80200 SH SOLE 80200 0 0 AMERICAN WOODMARK CORP COM 030506109 228 5758 SH SOLE 5758 0 0 AMERIPRISE FINL INC COM 03076C106 978 8500 SH SOLE 8500 0 0 ANNALY CAP MGMT INC COM 035710409 658 66000 SH SOLE 66000 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 102 24300 SH SOLE 24300 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 617 23800 SH SOLE 23800 0 0 ARBOR RLTY TR INC COM 038923108 379 56844 SH SOLE 56844 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 990 22800 SH SOLE 22800 0 0 ARROW ELECTRS INC COM 042735100 971 17900 SH SOLE 17900 0 0 ASCENA RETAIL GROUP INC COM 04351G101 745 35200 SH SOLE 35200 0 0 ASIAINFO-LINKAGE INC COM 04518A104 277 23143 SH SOLE 23143 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 4027 97472 SH SOLE 97472 0 0 ASPEN TECHNOLOGY INC COM 045327103 1055 25250 SH SOLE 25250 0 0 ASSOCIATED BANC CORP COM 045487105 553 31800 SH SOLE 31800 0 0 ASSURANT INC COM 04621X108 3538 53300 SH SOLE 53300 0 0 ATMEL CORP COM 049513104 146 18600 SH SOLE 18600 0 0 ATRICURE INC COM 04963C209 232 12426 SH SOLE 12426 0 0 ATWOOD OCEANICS INC COM 050095108 352 6600 SH SOLE 6600 0 0 AUDIOCODES LTD ORD M15342104 564 79073 SH SOLE 79073 0 0 AVIAT NETWORKS INC COM 05366Y102 231 102313 SH SOLE 102313 0 0 AVNET INC COM 053807103 251 5700 SH SOLE 5700 0 0 AVX CORP NEW COM 002444107 190 13660 SH SOLE 13660 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1565 32900 SH SOLE 32900 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 523 15300 SH SOLE 15300 0 0 BAKER HUGHES INC COM 057224107 221 4000 SH SOLE 4000 0 0 BALDWIN & LYONS INC CL B 057755209 288 10550 SH SOLE 10550 0 0 BALLY TECHNOLOGIES INC COM 05874B107 282 3600 SH SOLE 3600 0 0 BANC CALIF INC COM 05990K106 643 47938 SH SOLE 47938 0 0 BB&T CORP COM 054937107 661 17700 SH SOLE 17700 0 0 BERKLEY W R CORP COM 084423102 4053 93400 SH SOLE 93400 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 205 7500 SH SOLE 7500 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 292 14722 SH SOLE 14722 0 0 BLOCK H & R INC COM 093671105 735 25300 SH SOLE 25300 0 0 BOISE CASCADE CO DEL COM 09739D100 243 8233 SH SOLE 8233 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 427 30272 SH SOLE 30272 0 0 BROWN SHOE INC NEW COM 115736100 698 24819 SH SOLE 24819 0 0 BUCKLE INC COM 118440106 336 6400 SH SOLE 6400 0 0 BUFFALO WILD WINGS INC COM 119848109 383 2600 SH SOLE 2600 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 87 12200 SH SOLE 12200 0 0 C D I CORP COM 125071100 230 12400 SH SOLE 12400 0 0 CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 744 14977 SH SOLE 14977 0 0 CAPITAL ONE FINL CORP COM 14040H105 981 12800 SH SOLE 12800 0 0 CARDINAL HEALTH INC COM 14149Y108 962 14400 SH SOLE 14400 0 0 CARRIZO OIL & GAS INC COM 144577103 237 5300 SH SOLE 5300 0 0 CASCADE MICROTECH INC COM 147322101 147 15725 SH SOLE 15725 0 0 CASH AMER INTL INC COM 14754D100 203 5300 SH SOLE 5300 0 0 CASTLE A M & CO COM 148411101 227 15373 SH SOLE 15373 0 0 CBEYOND INC COM 149847105 265 38467 SH SOLE 38467 0 0 CBL & ASSOC PPTYS INC COM 124830100 426 23714 SH SOLE 23714 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 731 116752 SH SOLE 116752 0 0 CELANESE CORP DEL COM SER A 150870103 487 8800 SH SOLE 8800 0 0 CENTURYLINK INC COM 156700106 736 23100 SH SOLE 23100 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 1000 15500 SH SOLE 15500 0 0 CIMAREX ENERGY CO COM 171798101 608 5800 SH SOLE 5800 0 0 CIT GROUP INC COM NEW 125581801 636 12200 SH SOLE 12200 0 0 CITI TRENDS INC COM 17306X102 580 34100 SH SOLE 34100 0 0 COCA COLA BOTTLING CO CONS COM 191098102 572 7812 SH SOLE 7812 0 0 COLONY FINL INC COM 19624R106 692 34100 SH SOLE 34100 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 800 10158 SH SOLE 10158 0 0 COMMERCIAL VEH GROUP INC COM 202608105 175 24133 SH SOLE 24133 0 0 COMPUGEN LTD ORD M25722105 346 38664 SH SOLE 38664 0 0 COMPUTER SCIENCES CORP COM 205363104 531 9500 SH SOLE 9500 0 0 COMVERSE INC COM 20585P105 384 9900 SH SOLE 9900 0 0 CONNECTICUT WTR SVC INC COM 207797101 229 6459 SH SOLE 6459 0 0 CORCEPT THERAPEUTICS INC COM 218352102 59 18400 SH SOLE 18400 0 0 CORINTHIAN COLLEGES INC COM 218868107 71 40000 SH SOLE 40000 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 271 3500 SH SOLE 3500 0 0 COVANCE INC COM 222816100 960 10900 SH SOLE 10900 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 332 3020 SH SOLE 3020 0 0 CRAWFORD & CO CL B 224633107 669 72449 SH SOLE 72449 0 0 CROCS INC COM 227046109 750 47105 SH SOLE 47105 0 0 CROWN HOLDINGS INC COM 228368106 539 12100 SH SOLE 12100 0 0 CUMBERLAND PHARMACEUTICALS I COM 230770109 85 16606 SH SOLE 16606 0 0 CUSTOMERS BANCORP INC COM 23204G100 666 32531 SH SOLE 32531 0 0 DAKTRONICS INC COM 234264109 370 23600 SH SOLE 23600 0 0 DENBURY RES INC COM NEW 247916208 503 30600 SH SOLE 30600 0 0 DESTINATION MATERNITY CORP COM 25065D100 411 13759 SH SOLE 13759 0 0 DICE HLDGS INC COM 253017107 124 17150 SH SOLE 17150 0 0 DIGI INTL INC COM 253798102 142 11740 SH SOLE 11740 0 0 DISCOVER FINL SVCS COM 254709108 492 8800 SH SOLE 8800 0 0 DOLAN CO COM 25659P402 25 36275 SH SOLE 36275 0 0 DOLBY LABORATORIES INC COM 25659T107 463 12005 SH SOLE 12005 0 0 DOMINOS PIZZA INC COM 25754A201 446 6400 SH SOLE 6400 0 0 DONEGAL GROUP INC CL A 257701201 680 42760 SH SOLE 42760 0 0 DONNELLEY R R & SONS CO COM 257867101 892 43963 SH SOLE 43963 0 0 DRIL-QUIP INC COM 262037104 237 2160 SH SOLE 2160 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 965 7860 SH SOLE 7860 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 726 29400 SH SOLE 29400 0 0 EASTMAN CHEM CO COM 277432100 428 5300 SH SOLE 5300 0 0 ECHELON CORP COM 27874N105 161 74683 SH SOLE 74683 0 0 EDISON INTL COM 281020107 417 9000 SH SOLE 9000 0 0 ELECTRONIC ARTS INC COM 285512109 273 11900 SH SOLE 11900 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 593 38567 SH SOLE 38567 0 0 EMC INS GROUP INC COM 268664109 290 9470 SH SOLE 9470 0 0 EMULEX CORP COM NEW 292475209 337 47000 SH SOLE 47000 0 0 ENCORE WIRE CORP COM 292562105 320 5900 SH SOLE 5900 0 0 ENERGIZER HLDGS INC COM 29266R108 476 4400 SH SOLE 4400 0 0 ENSTAR GROUP LIMITED SHS G3075P101 3635 26168 SH SOLE 26168 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 232 11379 SH SOLE 11379 0 0 EPR PPTYS COM SH BEN INT 26884U109 655 13314 SH SOLE 13314 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 327 26461 SH SOLE 26461 0 0 EXELIS INC COM 30162A108 714 37444 SH SOLE 37444 0 0 EXTREME NETWORKS INC COM 30226D106 104 14910 SH SOLE 14910 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 182 16063 SH SOLE 16063 0 0 FALCONSTOR SOFTWARE INC COM 306137100 95 70191 SH SOLE 70191 0 0 FARMER BROS CO COM 307675108 212 9124 SH SOLE 9124 0 0 FBL FINL GROUP INC CL A 30239F106 1797 40118 SH SOLE 40118 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 622 18165 SH SOLE 18165 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 287 5500 SH SOLE 5500 0 0 FIFTH THIRD BANCORP COM 316773100 635 30200 SH SOLE 30200 0 0 FINANCIAL INSTNS INC COM 317585404 681 27548 SH SOLE 27548 0 0 FIRST AMERN FINL CORP COM 31847R102 807 28600 SH SOLE 28600 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 513 2304 SH SOLE 2304 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 439 16904 SH SOLE 16904 0 0 FIRST HORIZON NATL CORP COM 320517105 638 54763 SH SOLE 54763 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 622 21936 SH SOLE 21936 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 585 55100 SH SOLE 55100 0 0 FLOWSERVE CORP COM 34354P105 520 6600 SH SOLE 6600 0 0 FORESTAR GROUP INC COM 346233109 500 23500 SH SOLE 23500 0 0 FRANKLIN RES INC COM 354613101 958 16600 SH SOLE 16600 0 0 G-III APPAREL GROUP LTD COM 36237H101 366 4950 SH SOLE 4950 0 0 GAMCO INVESTORS INC COM 361438104 266 3054 SH SOLE 3054 0 0 GARTNER INC COM 366651107 448 6303 SH SOLE 6303 0 0 GLOBAL GEOPHYSICAL SVCS INC COM 37946S107 73 45505 SH SOLE 45505 0 0 GNC HLDGS INC COM CL A 36191G107 748 12800 SH SOLE 12800 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 315 13200 SH SOLE 13200 0 0 GRAN TIERRA ENERGY INC COM 38500T101 323 44143 SH SOLE 44143 0 0 GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4103 121703 SH SOLE 121703 0 0 GSE HLDG INC COM 36191X100 39 18800 SH SOLE 18800 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 319 35907 SH SOLE 35907 0 0 HANESBRANDS INC COM 410345102 768 10932 SH SOLE 10932 0 0 HANOVER INS GROUP INC COM 410867105 2522 42244 SH SOLE 42244 0 0 HARMAN INTL INDS INC COM 413086109 377 4600 SH SOLE 4600 0 0 HAVERTY FURNITURE INC COM 419596101 839 26813 SH SOLE 26813 0 0 HCP INC COM 40414L109 646 17800 SH SOLE 17800 0 0 HEALTH NET INC COM 42222G108 4151 139900 SH SOLE 139900 0 0 HELMERICH & PAYNE INC COM 423452101 462 5500 SH SOLE 5500 0 0 HHGREGG INC COM 42833L108 485 34740 SH SOLE 34740 0 0 HILL INTERNATIONAL INC COM 431466101 113 28542 SH SOLE 28542 0 0 HILL ROM HLDGS INC COM 431475102 926 22400 SH SOLE 22400 0 0 HOLOGIC INC COM 436440101 221 9900 SH SOLE 9900 0 0 HOME DEPOT INC COM 437076102 242 2943 SH SOLE 2943 0 0 HOME PROPERTIES INC COM 437306103 397 7400 SH SOLE 7400 0 0 HOMESTREET INC COM 43785V102 582 29100 SH SOLE 29100 0 0 HORIZON BANCORP IND COM 440407104 314 12402 SH SOLE 12402 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1017 11300 SH SOLE 11300 0 0 HUNTSMAN CORP COM 447011107 212 8600 SH SOLE 8600 0 0 ICONIX BRAND GROUP INC COM 451055107 377 9500 SH SOLE 9500 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 735 10240 SH SOLE 10240 0 0 INGRAM MICRO INC CL A 457153104 920 39200 SH SOLE 39200 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 137 13004 SH SOLE 13004 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 920 10700 SH SOLE 10700 0 0 INTERSECTIONS INC COM 460981301 269 34528 SH SOLE 34528 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 301 9738 SH SOLE 9738 0 0 JAKKS PAC INC COM 47012E106 129 19200 SH SOLE 19200 0 0 JETBLUE AIRWAYS CORP COM 477143101 208 24411 SH SOLE 24411 0 0 JOS A BANK CLOTHIERS INC COM 480838101 400 7300 SH SOLE 7300 0 0 KBR INC COM 48242W106 851 26700 SH SOLE 26700 0 0 KEYCORP NEW COM 493267108 647 48200 SH SOLE 48200 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 777 40300 SH SOLE 40300 0 0 KROGER CO COM 501044101 727 18400 SH SOLE 18400 0 0 LEAR CORP COM NEW 521865204 251 3100 SH SOLE 3100 0 0 LENNOX INTL INC COM 526107107 255 3000 SH SOLE 3000 0 0 LEXMARK INTL NEW CL A 529771107 671 18900 SH SOLE 18900 0 0 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 519 17700 SH SOLE 17700 0 0 LINCOLN NATL CORP IND COM 534187109 1177 22800 SH SOLE 22800 0 0 LOUISIANA PAC CORP COM 546347105 231 12500 SH SOLE 12500 0 0 LOWES COS INC COM 548661107 476 9600 SH SOLE 9600 0 0 LSI CORPORATION COM 502161102 137 12400 SH SOLE 12400 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 586 5700 SH SOLE 5700 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 564 9416 SH SOLE 9416 0 0 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 164 22825 SH SOLE 22825 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 172 14454 SH SOLE 14454 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 635 35222 SH SOLE 35222 0 0 MANNING & NAPIER INC CL A 56382Q102 189 10689 SH SOLE 10689 0 0 MANPOWERGROUP INC COM 56418H100 979 11400 SH SOLE 11400 0 0 MARATHON OIL CORP COM 565849106 402 11400 SH SOLE 11400 0 0 MARATHON PETE CORP COM 56585A102 349 3800 SH SOLE 3800 0 0 MARCUS CORP COM 566330106 312 23230 SH SOLE 23230 0 0 MASCO CORP COM 574599106 244 10700 SH SOLE 10700 0 0 MATSON INC COM 57686G105 436 16700 SH SOLE 16700 0 0 MATTSON TECHNOLOGY INC COM 577223100 134 49012 SH SOLE 49012 0 0 MAXIMUS INC COM 577933104 211 4800 SH SOLE 4800 0 0 MAXLINEAR INC CL A 57776J100 149 14333 SH SOLE 14333 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 80 10300 SH SOLE 10300 0 0 MBIA INC COM 55262C100 426 35700 SH SOLE 35700 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 209 2500 SH SOLE 2500 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 3399 488370 SH SOLE 488370 0 0 MENS WEARHOUSE INC COM 587118100 322 6300 SH SOLE 6300 0 0 MERCANTILE BANK CORP COM 587376104 285 13218 SH SOLE 13218 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 342 12900 SH SOLE 12900 0 0 METLIFE INC COM 59156R108 4173 77400 SH SOLE 77400 0 0 MID-AMER APT CMNTYS INC COM 59522J103 600 9877 SH SOLE 9877 0 0 MIDSTATES PETE CO INC COM 59804T100 106 16004 SH SOLE 16004 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 195 34161 SH SOLE 34161 0 0 MOLINA HEALTHCARE INC COM 60855R100 4264 122700 SH SOLE 122700 0 0 MOLSON COORS BREWING CO CL B 60871R209 966 17200 SH SOLE 17200 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 230 25301 SH SOLE 25301 0 0 MOVADO GROUP INC COM 624580106 768 17452 SH SOLE 17452 0 0 MURPHY OIL CORP COM 626717102 934 14400 SH SOLE 14400 0 0 NATHANS FAMOUS INC NEW COM 632347100 277 5504 SH SOLE 5504 0 0 NATIONAL FUEL GAS CO N J COM 636180101 486 6800 SH SOLE 6800 0 0 NATIONAL HEALTH INVS INC COM 63633D104 589 10500 SH SOLE 10500 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 1149 5138 SH SOLE 5138 0 0 NAVIGATORS GROUP INC COM 638904102 3414 54057 SH SOLE 54057 0 0 NCR CORP NEW COM 62886E108 249 7300 SH SOLE 7300 0 0 NETAPP INC COM 64110D104 765 18600 SH SOLE 18600 0 0 NEW YORK & CO INC COM 649295102 165 37860 SH SOLE 37860 0 0 NEWELL RUBBERMAID INC COM 651229106 496 15300 SH SOLE 15300 0 0 NORANDA ALUM HLDG CORP COM 65542W107 42 12850 SH SOLE 12850 0 0 NORTEK INC COM NEW 656559309 531 7115 SH SOLE 7115 0 0 NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 210 10535 SH SOLE 10535 0 0 NORTHROP GRUMMAN CORP COM 666807102 965 8420 SH SOLE 8420 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 995 7200 SH SOLE 7200 0 0 NUTRI SYS INC NEW COM 67069D108 217 13200 SH SOLE 13200 0 0 NVR INC COM 62944T105 359 350 SH SOLE 350 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 257 2000 SH SOLE 2000 0 0 OLIN CORP COM PAR $1 680665205 300 10400 SH SOLE 10400 0 0 OLYMPIC STEEL INC COM 68162K106 458 15800 SH SOLE 15800 0 0 ON SEMICONDUCTOR CORP COM 682189105 105 12800 SH SOLE 12800 0 0 ONE LIBERTY PPTYS INC COM 682406103 353 17536 SH SOLE 17536 0 0 ORBITZ WORLDWIDE INC COM 68557K109 301 41874 SH SOLE 41874 0 0 ORBOTECH LTD ORD M75253100 829 61300 SH SOLE 61300 0 0 OVERSTOCK COM INC DEL COM 690370101 557 18100 SH SOLE 18100 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 655 41089 SH SOLE 41089 0 0 PACKAGING CORP AMER COM 695156109 538 8500 SH SOLE 8500 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 231 7500 SH SOLE 7500 0 0 PENN NATL GAMING INC COM 707569109 145 10100 SH SOLE 10100 0 0 PENNYMAC FINL SVCS INC CL A 70932B101 179 10207 SH SOLE 10207 0 0 PERFORMANT FINL CORP COM 71377E105 215 20900 SH SOLE 20900 0 0 PERION NETWORK LTD SHS M78673106 967 80012 SH SOLE 80012 0 0 PETMED EXPRESS INC COM 716382106 759 45655 SH SOLE 45655 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 309 19000 SH SOLE 19000 0 0 PITNEY BOWES INC COM 724479100 508 21800 SH SOLE 21800 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 1501 24500 SH SOLE 24500 0 0 PLUM CREEK TIMBER CO INC COM 729251108 405 8700 SH SOLE 8700 0 0 PNC FINL SVCS GROUP INC COM 693475105 621 8000 SH SOLE 8000 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 274 23600 SH SOLE 23600 0 0 PROTECTIVE LIFE CORP COM 743674103 4144 81800 SH SOLE 81800 0 0 PROVIDENT FINL SVCS INC COM 74386T105 284 14700 SH SOLE 14700 0 0 PRUDENTIAL FINL INC COM 744320102 4131 44800 SH SOLE 44800 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 690 9034 SH SOLE 9034 0 0 PUBLIC STORAGE COM 74460D109 494 3280 SH SOLE 3280 0 0 PURECYCLE CORP COM NEW 746228303 112 17637 SH SOLE 17637 0 0 QEP RES INC COM 74733V100 604 19700 SH SOLE 19700 0 0 QLOGIC CORP COM 747277101 208 17600 SH SOLE 17600 0 0 RAIT FINANCIAL TRUST COM NEW 749227609 591 65833 SH SOLE 65833 0 0 RAYTHEON CO COM NEW 755111507 354 3900 SH SOLE 3900 0 0 REALNETWORKS INC COM NEW 75605L708 192 25466 SH SOLE 25466 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 764 10383 SH SOLE 10383 0 0 REDWOOD TR INC COM 758075402 720 37154 SH SOLE 37154 0 0 REGIONS FINL CORP NEW COM 7591EP100 624 63100 SH SOLE 63100 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 4053 52363 SH SOLE 52363 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 683 9000 SH SOLE 9000 0 0 REPUBLIC BANCORP KY CL A 760281204 256 10420 SH SOLE 10420 0 0 REXFORD INDL RLTY INC COM 76169C100 157 11890 SH SOLE 11890 0 0 RICHARDSON ELECTRS LTD COM 763165107 120 10600 SH SOLE 10600 0 0 RITE AID CORP COM 767754104 315 62200 SH SOLE 62200 0 0 RLJ LODGING TR COM 74965L101 640 26309 SH SOLE 26309 0 0 ROCK-TENN CO CL A 772739207 216 2060 SH SOLE 2060 0 0 ROSETTA STONE INC COM 777780107 314 25673 SH SOLE 25673 0 0 ROUNDYS INC COM 779268101 290 29400 SH SOLE 29400 0 0 RTI SURGICAL INC COM 74975N105 87 24500 SH SOLE 24500 0 0 SAFEWAY INC COM NEW 786514208 485 14900 SH SOLE 14900 0 0 SAGENT PHARMACEUTICALS INC COM 786692103 218 8597 SH SOLE 8597 0 0 SANDISK CORP COM 80004C101 621 8800 SH SOLE 8800 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 84 16568 SH SOLE 16568 0 0 SECURITY NATL FINL CORP CL A NEW 814785309 126 26233 SH SOLE 26233 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 594 22223 SH SOLE 22223 0 0 SIGMA DESIGNS INC COM 826565103 278 58997 SH SOLE 58997 0 0 SILICOM LTD ORD M84116108 465 10171 SH SOLE 10171 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 474 16600 SH SOLE 16600 0 0 SL GREEN RLTY CORP COM 78440X101 610 6600 SH SOLE 6600 0 0 SM ENERGY CO COM 78454L100 208 2500 SH SOLE 2500 0 0 SMITH A O COM 831865209 275 5100 SH SOLE 5100 0 0 SOHU COM INC COM 83408W103 408 5600 SH SOLE 5600 0 0 SONUS NETWORKS INC COM 835916107 71 22400 SH SOLE 22400 0 0 SOTHEBYS COM 835898107 399 7500 SH SOLE 7500 0 0 SOUTHWEST AIRLS CO COM 844741108 772 41000 SH SOLE 41000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 610 17900 SH SOLE 17900 0 0 SPIRIT AIRLS INC COM 848577102 858 18900 SH SOLE 18900 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 322 32800 SH SOLE 32800 0 0 SPLUNK INC COM 848637104 446 6500 SH SOLE 6500 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 170 10500 SH SOLE 10500 0 0 STATE STR CORP COM 857477103 749 10200 SH SOLE 10200 0 0 STEWART INFORMATION SVCS COR COM 860372101 4234 131200 SH SOLE 131200 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 217 16200 SH SOLE 16200 0 0 SUNTRUST BKS INC COM 867914103 626 17000 SH SOLE 17000 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 627 48800 SH SOLE 48800 0 0 SYMANTEC CORP COM 871503108 365 15500 SH SOLE 15500 0 0 SYNOPSYS INC COM 871607107 718 17700 SH SOLE 17700 0 0 SYPRIS SOLUTIONS INC COM 871655106 62 20147 SH SOLE 20147 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 613 19147 SH SOLE 19147 0 0 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 431 4361 SH SOLE 4361 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 446 9800 SH SOLE 9800 0 0 TERRITORIAL BANCORP INC COM 88145X108 243 10481 SH SOLE 10481 0 0 TEXAS ROADHOUSE INC COM 882681109 417 15000 SH SOLE 15000 0 0 THERAPEUTICSMD INC COM 88338N107 74 14281 SH SOLE 14281 0 0 THORATEC CORP COM NEW 885175307 201 5500 SH SOLE 5500 0 0 TORO CO COM 891092108 668 10497 SH SOLE 10497 0 0 TOWERS WATSON & CO CL A 891894107 273 2140 SH SOLE 2140 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 209 21500 SH SOLE 21500 0 0 TRAVELERS COMPANIES INC COM 89417E109 4138 45700 SH SOLE 45700 0 0 TRINITY INDS INC COM 896522109 453 8300 SH SOLE 8300 0 0 TRIPADVISOR INC COM 896945201 505 6100 SH SOLE 6100 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 275 3700 SH SOLE 3700 0 0 TUESDAY MORNING CORP COM NEW 899035505 323 20254 SH SOLE 20254 0 0 TYSON FOODS INC CL A 902494103 867 25900 SH SOLE 25900 0 0 UBIQUITI NETWORKS INC COM 90347A100 570 12400 SH SOLE 12400 0 0 UGI CORP NEW COM 902681105 402 9700 SH SOLE 9700 0 0 UNIT CORP COM 909218109 886 17173 SH SOLE 17173 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 595 33500 SH SOLE 33500 0 0 UNITED FINANCIAL BANCORP INC COM 91030T109 371 19638 SH SOLE 19638 0 0 UNITED FIRE GROUP INC COM 910340108 1706 59536 SH SOLE 59536 0 0 UNIVERSAL FST PRODS INC COM 913543104 250 4800 SH SOLE 4800 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 146 10114 SH SOLE 10114 0 0 UNUM GROUP COM 91529Y106 4115 117300 SH SOLE 117300 0 0 USANA HEALTH SCIENCES INC COM 90328M107 212 2800 SH SOLE 2800 0 0 V F CORP COM 918204108 823 13200 SH SOLE 13200 0 0 VALERO ENERGY CORP NEW COM 91913Y100 513 10169 SH SOLE 10169 0 0 VALUEVISION MEDIA INC CL A 92047K107 649 92800 SH SOLE 92800 0 0 VARIAN MED SYS INC COM 92220P105 319 4100 SH SOLE 4100 0 0 VASCO DATA SEC INTL INC COM 92230Y104 117 15104 SH SOLE 15104 0 0 VERINT SYS INC COM 92343X100 713 16600 SH SOLE 16600 0 0 VILLAGE SUPER MKT INC CL A NEW 927107409 505 16290 SH SOLE 16290 0 0 VMWARE INC CL A COM 928563402 574 6400 SH SOLE 6400 0 0 VONAGE HLDGS CORP COM 92886T201 245 73615 SH SOLE 73615 0 0 WADDELL & REED FINL INC CL A 930059100 944 14500 SH SOLE 14500 0 0 WALKER & DUNLOP INC COM 93148P102 382 23600 SH SOLE 23600 0 0 WARREN RES INC COM 93564A100 325 103435 SH SOLE 103435 0 0 WASHINGTON BKG CO OAK HBR WA COM 937303105 410 23137 SH SOLE 23137 0 0 WELLPOINT INC COM 94973V107 1876 20300 SH SOLE 20300 0 0 WENDYS CO COM 95058W100 662 75900 SH SOLE 75900 0 0 WESTERN DIGITAL CORP COM 958102105 453 5400 SH SOLE 5400 0 0 WESTWOOD HLDGS GROUP INC COM 961765104 451 7289 SH SOLE 7289 0 0 WHIRLPOOL CORP COM 963320106 662 4220 SH SOLE 4220 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 375 33900 SH SOLE 33900 0 0 WORTHINGTON INDS INC COM 981811102 896 21300 SH SOLE 21300 0 0 XEROX CORP COM 984121103 164 13500 SH SOLE 13500 0 0 XL GROUP PLC SHS G98290102 4220 132524 SH SOLE 132524 0 0 YONGYE INTL INC COM 98607B106 450 70363 SH SOLE 70363 0 0 ZAGG INC COM 98884U108 209 48009 SH SOLE 48009 0 0 ZALE CORP NEW COM 988858106 314 19900 SH SOLE 19900 0 0 ZEP INC COM 98944B108 291 16000 SH SOLE 16000 0 0