0001193125-12-055141.txt : 20120213
0001193125-12-055141.hdr.sgml : 20120213
20120213113756
ACCESSION NUMBER: 0001193125-12-055141
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
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: 12596406
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
d299990d13fhr.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: __12/31/2011
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 02/10/2012
_______________________ ________________________ _______________________
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report)
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
================================================================================
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-----------------
Form 13F Information Table Entry Total: 432
-----------------
Form 13F Information Table Value Total (x $1000): 161,322
-----------------
(thousands)
List of Other Included Managers: None
(See attachment)
Value Voting Voting Voting
x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ----- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
1st United Bancorp Inc. (FL) C STOCK '33740N105 783 141085 SH SOLE 141085 0 0
COMMON
AARON INC COM STK STOCK '002535300 1061 39757 SH SOLE 39757 0 0
COMMON
ACTUATE CORP COM STK STOCK '00508B102 162 27646 SH SOLE 27646 0 0
COMMON
ADVANCE AMER CASH AD VANCE CTR STOCK '00739W107 354 39553 SH SOLE 39553 0 0
COMMON
ADVANTAGE OIL & GAS LTD STOCK '00765F101 131 31400 SH SOLE 31400 0 0
COMMON
AEP INDUSTRIES INC COM STK STOCK '001031103 245 8700 SH SOLE 8700 0 0
COMMON
AEROVIRONMENT INC COM STK STOCK '008073108 223 7100 SH SOLE 7100 0 0
COMMON
AFC ENTERPRISES INC COM STK STOCK '00104Q107 312 21229 SH SOLE 21229 0 0
REITS/
AGREE REALTY CORP COM REIT RICS '008492100 605 24805 SH SOLE 24805 0 0
REITS/
ALEXANDER'S INC. COM REIT RICS '014752109 671 1814 SH SOLE 1814 0 0
COMMON
ALLIANT TECHSYSTEMS INC COM ST STOCK '018804104 223 3900 SH SOLE 3900 0 0
COMMON
ALON USA ENERGY INC COM STOCK '020520102 115 13218 SH SOLE 13218 0 0
COMMON
ALPHATEC HOLDINGS INC STOCK '02081G102 49 28289 SH SOLE 28289 0 0
COMMON
AMBASSADORS GROUP INC COM STK STOCK '023177108 131 29079 SH SOLE 29079 0 0
COMMON
AMERCO COM STK STOCK '023586100 248 2800 SH SOLE 2800 0 0
COMMON
AMERICAN ECOLOGY CORP COM STK STOCK '91732J102 484 25762 SH SOLE 25762 0 0
COMMON
AMERICAN EQUITY INVE STMENT LI STOCK '025676206 142 13700 SH SOLE 13700 0 0
COMMON
AMERICAN SCIENCE & E NGR INC C STOCK '029429107 347 5100 SH SOLE 5100 0 0
COMMON
AMERICAN STS WTR CO COM STK STOCK '029899101 709 20302 SH SOLE 20302 0 0
COMMON
AMERIS BANCORP COM STK STOCK '03076K108 137 13370 SH SOLE 13370 0 0
COMMON
AMYLIN PHARMACEUTICALS INC CO STOCK '032346108 119 10500 SH SOLE 10500 0 0
COMMON
AON CORP COM STK STOCK '037389103 337 7200 SH SOLE 7200 0 0
COMMON
APPLIED INDL TECHNOLOGIES INC STOCK '03820C105 489 13900 SH SOLE 13900 0 0
COMMON
ARCTIC CAT INC COM STK STOCK '039670104 296 13129 SH SOLE 13129 0 0
COMMON
ARKANSAS BEST CORP DELAWARE CO STOCK '040790107 605 31420 SH SOLE 31420 0 0
COMMON
ASCENA RETAIL GROUP INC COM STOCK '04351G101 431 14500 SH SOLE 14500 0 0
COMMON
ASPEN INS HLDGS LTD COM STK STOCK 'G05384105 464 17500 SH SOLE 17500 0 0
COMMON
ASSOCIATED BANC CORP COM STK STOCK '045487105 892 79844 SH SOLE 79844 0 0
COMMON
ASSURANT INC COM STK STOCK '04621X108 443 10800 SH SOLE 10800 0 0
COMMON
ATIRCURE INC COM STOCK '04963C209 133 11977 SH SOLE 11977 0 0
COMMON
AURICO GOLD INC COMSTK STOCK '05155C105 480 59700 SH SOLE 59700 0 0
COMMON
AURIZON MINES LTD CAD COM NPV STOCK '05155P106 53 10900 SH SOLE 10900 0 0
COMMON
AUTHENTEC INC STOCK '052660107 185 57709 SH SOLE 57709 0 0
COMMON
AUTOZONE INC COM STK STOCK '053332102 1027 3160 SH SOLE 3160 0 0
Value Voting Voting Voting
x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ----- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
AUXILIUM PHARMACEUTICALS INC STOCK '05334D107 517 25948 SH SOLE 25948 0 0
COMMON
AVIAT NETWORKS INC INC COM ST STOCK '05366Y102 172 93884 SH SOLE 93884 0 0
COMMON
AXIS CAPITAL HLDGS STOCK 'G0692U109 425 13300 SH SOLE 13300 0 0
COMMON
BAKER MICHAEL CORP COM STK STOCK '057149106 312 15909 SH SOLE 15909 0 0
COMMON
BANK MUTUAL CORP COM STK STOCK '063750103 356 111925 SH SOLE 111925 0 0
COMMON
BANK OF THE OZARKS INC COM ST STOCK '063904106 792 26715 SH SOLE 26715 0 0
COMMON
BANKFINANCIAL CORP COM STK STOCK '06643P104 399 72340 SH SOLE 72340 0 0
COMMON
BANNER CORP COM STK STOCK '06652V208 885 51610 SH SOLE 51610 0 0
COMMON
BARRETT BUSINESS SERVICES INC STOCK '068463108 400 20061 SH SOLE 20061 0 0
COMMON
BASIC ENERGY SVCS INC NEW COM STOCK '06985P100 280 14202 SH SOLE 14202 0 0
COMMON
BERKSHIRE HATHAWAY CL A INC DE STOCK '084670108 459 4 SH SOLE 4 0 0
COMMON
BEST BUY INC COM STK STOCK '086516101 798 34163 SH SOLE 34163 0 0
COMMON
BGC PARTNERS INC STOCK '05541T101 78 13156 SH SOLE 13156 0 0
COMMON
BIG LOTS INC COM STK STOCK '089302103 370 9800 SH SOLE 9800 0 0
COMMON
BLUE COAT SYST STOCK '09534T508 336 13212 SH SOLE 13212 0 0
COMMON
BLYTH INC COM STK STOCK '09643P207 579 10197 SH SOLE 10197 0 0
COMMON
BMC SOFTWARE INC COM STK STOCK '055921100 207 6300 SH SOLE 6300 0 0
COMMON
BOB EVANS FARMS INC COM STK STOCK '096761101 372 11100 SH SOLE 11100 0 0
COMMON
BOINGO WIRELESS INC STOCK '09739C102 132 15400 SH SOLE 15400 0 0
REITS/
BRANDYWINE REALTY TRUST COM R RICS '105368203 983 103500 SH SOLE 103500 0 0
COMMON
BRINKER INTL INC COM STK STOCK '109641100 500 18680 SH SOLE 18680 0 0
COMMON
BRINKS CO COM STOCK '109696104 441 16400 SH SOLE 16400 0 0
COMMON
BROADPOINT GLEACHER SECS GROUP STOCK '377341102 25 15100 SH SOLE 15100 0 0
COMMON
BROOKLINE BANCORP INC DE COM STOCK '11373M107 725 85948 SH SOLE 85948 0 0
COMMON
BUCKLE INC COM STK STOCK '118440106 237 5800 SH SOLE 5800 0 0
COMMON
BUILD-A-BEAR WORKSHO P INC COM STOCK '120076104 381 44979 SH SOLE 44979 0 0
COMMON
CADENCE DESIGN SYS I NC COM ST STOCK '127387108 205 19687 SH SOLE 19687 0 0
COMMON
CALIFORNIA WTR SVC G ROUP COM STOCK '130788102 526 28829 SH SOLE 28829 0 0
COMMON
CALLON PETE CO DEL COM STK STOCK '13123X102 160 32175 SH SOLE 32175 0 0
COMMON
CAPITALSOURCE INC COM STK STOCK '14055X102 889 132679 SH SOLE 132679 0 0
COMMON
CARDIONET INC STOCK '14159L103 37 15627 SH SOLE 15627 0 0
COMMON
CARIBOU COFFEE INC COM STK STOCK '142042209 413 29593 SH SOLE 29593 0 0
COMMON
CASTLE A M & CO COM STK STOCK '148411101 97 10300 SH SOLE 10300 0 0
COMMON
CASUAL MALE RETAIL G ROUP INC STOCK '148711302 84 24553 SH SOLE 24553 0 0
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
CBEYOND INC. STOCK '149847105 589 73547 SH SOLE 73547 0 0
REITS/
CBL & ASSOCIATES PROPERTIES I RICS '124830100 262 16666 SH SOLE 16666 0 0
COMMON
CEC ENTMT INC COM STK STOCK '125137109 575 16700 SH SOLE 16700 0 0
COMMON
CENTERSTATE BKS FLA INC COM ST STOCK '15201P109 68 10300 SH SOLE 10300 0 0
COMMON
CENTRAL PAC FINL CORP COM STK STOCK '154760409 174 13450 SH SOLE 13450 0 0
COMMON
CERADYNE INC COM STK STOCK '156710105 485 18100 SH SOLE 18100 0 0
COMMON
CF INDS HLDGS INC COM STK STOCK '125269100 223 1540 SH SOLE 1540 0 0
COMMON
CHARMING SHOPPES INC COM STK STOCK '161133103 191 38986 SH SOLE 38986 0 0
COMMON
CHEESECAKE FACTORY INC COM ST STOCK '163072101 405 13800 SH SOLE 13800 0 0
COMMON
CHEMED CORP COM STK STOCK '16359R103 722 14101 SH SOLE 14101 0 0
REITS/
CHIMERA INVESTMENT CORP COM ST RICS '16934Q109 92 36500 SH SOLE 36500 0 0
COMMON
CHINA XD PLASTICS COM STK STOCK '16948F107 286 53625 SH SOLE 53625 0 0
COMMON
CHOICE HOTELS INTL INC COM ST STOCK '169905106 209 5500 SH SOLE 5500 0 0
COMMON
CITIZENS REP BANCORP INC COM STOCK '174420307 524 45989 SH SOLE 45989 0 0
COMMON
CLOUD PEAK ENERGY INC COM STK STOCK '18911Q102 336 17400 SH SOLE 17400 0 0
COMMON
COACH INC COM STK STOCK '189754104 330 5400 SH SOLE 5400 0 0
COMMON
COCA COLA BOTTLING CO CONS CO STOCK '191098102 548 9358 SH SOLE 9358 0 0
COMMON
COLUMBIA BKG SYS INC COM STK STOCK '197236102 1011 52488 SH SOLE 52488 0 0
COMMON
COLUMBUS MCKINNON CORP COM ST STOCK '199333105 157 12400 SH SOLE 12400 0 0
COMMON
COMMERCIAL METALS CO COM STK STOCK '201723103 466 33700 SH SOLE 33700 0 0
COMMON
COMMERCIAL VEHICLE GROUP INC STOCK '202608105 108 11900 SH SOLE 11900 0 0
REITS/
COMMONWEATH REIT RICS '203233101 412 24777 SH SOLE 24777 0 0
COMMON
COMMUNITY TR BANCORP INC COM STOCK '204149108 512 17401 SH SOLE 17401 0 0
COMMON
COMMVAULT SYSTEMS INC STOCK '204166102 239 5600 SH SOLE 5600 0 0
COMMON
COMPASS MINERALS INTL INC COM STOCK '20451N101 207 3000 SH SOLE 3000 0 0
COMMON
COMPUTER PROGRAMS & SYSTEMS IN STOCK '205306103 463 9065 SH SOLE 9065 0 0
COMMON
COMSTOCK RES INC COM STK STOCK '205768203 211 13800 SH SOLE 13800 0 0
COMMON
COMTECH TELECOMMUNICATIONS CO STOCK '205826209 913 31899 SH SOLE 31899 0 0
COMMON
COMVERSE TECHNOLOGY INC COM ST STOCK '205862402 802 116980 SH SOLE 116980 0 0
COMMON
CONNECTICUT WATER SERVICES IN STOCK '207797101 247 9091 SH SOLE 9091 0 0
COMMON
CONNS INC COM STK STOCK '208242107 140 12637 SH SOLE 12637 0 0
COMMON
COOPER TIRE & RUBBER CO COM S STOCK '216831107 249 17739 SH SOLE 17739 0 0
COMMON
CORPORATE EXECUTIVE BRD CO COM STOCK '21988R102 552 14500 SH SOLE 14500 0 0
COMMON
COST PLUS INC CALIFORNIA COM STOCK '221485105 274 28151 SH SOLE 28151 0 0
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
REITS/
CREXUS INVESTMNT REIT RICS '226553105 453 43683 SH SOLE 43683 0 0
COMMON
CRIMSON EXPL INC COM STK STOCK '22662K207 35 12300 SH SOLE 12300 0 0
COMMON
CROCS INC COM STK STOCK '227046109 381 25800 SH SOLE 25800 0 0
COMMON
CROSS CTRY HEALTHCARE INC COM STOCK '227483104 82 14800 SH SOLE 14800 0 0
COMMON
CRYOLIFE INC COM STK STOCK '228903100 218 45372 SH SOLE 45372 0 0
COMMON
CUBIC CORP COM STK STOCK '229669106 529 12126 SH SOLE 12126 0 0
COMMON
CULLEN FROST BANKER INC STOCK '229899109 260 4918 SH SOLE 4918 0 0
COMMON
CUMBERLAND PHARMACEUTICALS IN STOCK '230770109 225 41909 SH SOLE 41909 0 0
COMMON
CURTISS WRIGHT CORP COM STK STOCK '231561101 241 6823 SH SOLE 6823 0 0
COMMON
DATALINK CORP COM STK STOCK '237934104 147 17752 SH SOLE 17752 0 0
COMMON
DELL INC COM STK STOCK '24702R101 154 10500 SH SOLE 10500 0 0
COMMON
DELPHI FINL GROUP INC CL A CO STOCK '247131105 481 10865 SH SOLE 10865 0 0
COMMON
DELTEK INC STOCK '24784L105 122 12402 SH SOLE 12402 0 0
COMMON
DENNYS CORP COM STK STOCK '24869P104 369 98225 SH SOLE 98225 0 0
COMMON
DILLARDS INC CL A COM STK STOCK '254067101 693 15450 SH SOLE 15450 0 0
COMMON
DOLLAR FINL CORP COM STK STOCK '23324T107 545 30200 SH SOLE 30200 0 0
COMMON
DOLLAR TREE INC COM STK STOCK '256746108 391 4700 SH SOLE 4700 0 0
COMMON
DOMINOS PIZZA STOCK '25754A201 581 17100 SH SOLE 17100 0 0
COMMON
DOT HILL SYS CORP COM STK STOCK '25848T109 175 131896 SH SOLE 131896 0 0
COMMON
DR PEPPER SNAPPLE GROUP INC CO STOCK '26138E109 245 6200 SH SOLE 6200 0 0
COMMON
DUF & PHELPS CORP CL-A STOCK '26433B107 170 11736 SH SOLE 11736 0 0
REITS/
DUPONT FABROS TECH REIT RICS '26613Q106 943 38950 SH SOLE 38950 0 0
COMMON
ECHELON CORP COM STK STOCK '27874N105 415 85263 SH SOLE 85263 0 0
COMMON
EINSTEIN NOAH REST GROUP INC STOCK '28257U104 168 10598 SH SOLE 10598 0 0
COMMON
EMULEX CORP COM NEW STOCK '292475209 496 72299 SH SOLE 72299 0 0
COMMON
ENDEAVOUR SILVER CORP STOCK '29258Y103 444 45700 SH SOLE 45700 0 0
COMMON
ENDURANCE SPLTY STOCK 'G30397106 466 12185 SH SOLE 12185 0 0
COMMON
ENERGY PARTNERS STOCK '29270U303 253 17314 SH SOLE 17314 0 0
COMMON
ENERSYS COM STK STOCK '29275Y102 466 17935 SH SOLE 17935 0 0
REITS/
EQUITY RESIDENTIAL COM REIT RICS '29476L107 952 16700 SH SOLE 16700 0 0
COMMON
EVERCORE PARTNERS INC-CL A COM STOCK '29977A105 341 12811 SH SOLE 12811 0 0
COMMON
EVOLUTION PETROLEUM CORP STOCK '30049A107 196 24318 SH SOLE 24318 0 0
COMMON
EXPEDIA INC STOCK '30212P303 474 16349 SH SOLE 16349 0 0
COMMON
EXPONENT INC COM STK STOCK '30214U102 303 6600 SH SOLE 6600 0 0
Shares Voting Voting Voting
Value x Prn SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------ --- ---- ---------- -------- --------- --------- ---------
COMMON
EXTORRE GOLD MINES LTD COM STK STOCK '30227B109 158 21400 SH SOLE 21400 0 0
REITS/
EXTRA SPACE STORAGE INC RICS '30225T102 566 23367 SH SOLE 23367 0 0
COMMON
EXTREME NETWORKS INC COM STK STOCK '30226D106 142 48716 SH SOLE 48716 0 0
COMMON
FALCONSTOR SOFTWARE INC COM ST STOCK '306137100 75 28985 SH SOLE 28985 0 0
COMMON
FARMER BROTHERS CO COM STK STOCK '307675108 416 54425 SH SOLE 54425 0 0
COMMON
FEIHE INTL INC COM STK STOCK '31429Y103 63 24179 SH SOLE 24179 0 0
COMMON
FINISH LINE INC CL A COM STK STOCK '317923100 777 40300 SH SOLE 40300 0 0
COMMON
FIRST CASH FINANCIAL SERVICES STOCK '31942D107 775 22100 SH SOLE 22100 0 0
COMMON
FIRST CITIZENS BANCSHARES INC STOCK '31946M103 455 2600 SH SOLE 2600 0 0
COMMON
FIRST FINANCIAL BANCORP OHIO STOCK '320209109 431 25876 SH SOLE 25876 0 0
COMMON
FIRST HORIZON NATL CORP STOCK '320517105 723 90363 SH SOLE 90363 0 0
COMMON
FIRST NIAGARA FINL GROUP INC STOCK '33582V108 397 46000 SH SOLE 46000 0 0
COMMON
FLOW INTERNATIONAL CORP (FORM STOCK '343468104 68 19293 SH SOLE 19293 0 0
COMMON
FOOT LOCKER INC COM STK STOCK '344849104 863 36200 SH SOLE 36200 0 0
COMMON
FOREST CITY ENTERPRISES INC C STOCK '345550107 252 21356 SH SOLE 21356 0 0
COMMON
FORTUNA SILVER MINES INC COM STOCK '349915108 55 10000 SH SOLE 10000 0 0
COMMON
FOSSIL INC COM STK STOCK '349882100 214 2700 SH SOLE 2700 0 0
COMMON
FOX CHASE BANCORP INC COM STK STOCK '35137T108 145 11475 SH SOLE 11475 0 0
COMMON
FRST CNT BNCP STOCK '319850103 493 37911 SH SOLE 37911 0 0
COMMON
FUEL TECH INC COM STK STOCK '359523107 100 15171 SH SOLE 15171 0 0
COMMON
FUTUREFUEL CORP COM STK STOCK '36116M106 129 10384 SH SOLE 10384 0 0
COMMON
GARTNER INC CL A COM STK STOCK '366651107 212 6100 SH SOLE 6100 0 0
COMMON
GENERAC HOLDINGS INC STOCK '368736104 693 24719 SH SOLE 24719 0 0
COMMON
GEOEYE INC COM STOCK '37250W108 311 14000 SH SOLE 14000 0 0
REITS/
GLADSTONE COMMERCIAL CORP COM RICS '376536108 331 18880 SH SOLE 18880 0 0
COMMON
GLOBAL GEOPHYSICAL SERVICES STOCK '37946S107 80 11917 SH SOLE 11917 0 0
COMMON
GLOBECOMM SYSTEMS INC COM STK STOCK '37956X103 149 10873 SH SOLE 10873 0 0
COMMON
GLU MOBILE INC STOCK '379890106 35 11300 SH SOLE 11300 0 0
COMMON
GOLDMAN SACHS GROUP INC COM ST STOCK '38141G104 298 3300 SH SOLE 3300 0 0
REITS/
GOVERNMENT PROPERTIES INCOME RICS '38376A103 932 41310 SH SOLE 41310 0 0
REITS/
GRAMERCY CPTL RICS '384871109 147 58965 SH SOLE 58965 0 0
COMMON
GRAN TIERRA ENERGY INC COM ST STOCK '38500T101 83 17200 SH SOLE 17200 0 0
COMMON
GRAPHIC PACKAGING HLDG CO STOCK '388689101 62 14600 SH SOLE 14600 0 0
COMMON
GREAT NORTHERN IRON ORE PROPER STOCK '391064102 595 5400 SH SOLE 5400 0 0
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
GREAT SOUTHN BANCORP INC COM STOCK '390905107 524 22228 SH SOLE 22228 0 0
COMMON
GREEN DOT CORP-CLASS A STOCK '39304D102 299 9582 SH SOLE 9582 0 0
COMMON
GROUP 1 AUTOMOTIVE INC COM ST STOCK '398905109 471 9101 SH SOLE 9101 0 0
COMMON
HAEMONETICS CORP COM STK STOCK '405024100 269 4394 SH SOLE 4394 0 0
COMMON
HANCOCK HLDG CO COM STK STOCK '410120109 812 25389 SH SOLE 25389 0 0
COMMON
HANSEN NAT CORP COM STK STOCK '411310105 230 2500 SH SOLE 2500 0 0
COMMON
HARMONIC INC COM STK STOCK '413160102 257 50934 SH SOLE 50934 0 0
COMMON
HAWAIIAN HLDGS INC COM STK STOCK '419879101 598 103069 SH SOLE 103069 0 0
COMMON
HAYNES INTL INC COM STK STOCK '420877201 339 6200 SH SOLE 6200 0 0
COMMON
HCC INS HLDGS INC COM STK STOCK '404132102 294 10699 SH SOLE 10699 0 0
COMMON
HEALTH NET INC COM STK STOCK '42222G108 315 10360 SH SOLE 10360 0 0
COMMON
HECLA MNG CO COM STK STOCK '422704106 126 24000 SH SOLE 24000 0 0
COMMON
HI-TECH PHARMACAL INC COM STK STOCK '42840B101 339 8706 SH SOLE 8706 0 0
COMMON
HOME BANCSHARES INC/ CONWAY A STOCK '436893200 957 36943 SH SOLE 36943 0 0
COMMON
HOME DEPOT INC COM STK STOCK '437076102 366 8700 SH SOLE 8700 0 0
REITS/
HOME PROPERTIES INC COM STK RICS '437306103 956 16600 SH SOLE 16600 0 0
REITS/
HOSPITALITY PROPERTIES TRUST RICS '44106M102 940 40891 SH SOLE 40891 0 0
REITS/
HOST HOTELS & RESORTS INC COM RICS '44107P104 325 22006 SH SOLE 22006 0 0
COMMON
HOT TOPIC INC COM STK STOCK '441339108 177 26709 SH SOLE 26709 0 0
REITS/
HUDSON PACIFIC PROPERTIES INC RICS '444097109 576 40706 SH SOLE 40706 0 0
COMMON
IBERIABANK CORP COM STK STOCK '450828108 215 4369 SH SOLE 4369 0 0
COMMON
IDT CORP CL B COM STK STOCK '448947507 106 11300 SH SOLE 11300 0 0
COMMON
INSPERITY INC COM STK STOCK '45778Q107 299 11799 SH SOLE 11799 0 0
COMMON
INTERMEC INC COM STOCK '458786100 128 18731 SH SOLE 18731 0 0
COMMON
INTERSECTIONS STOCK '460981301 169 15203 SH SOLE 15203 0 0
COMMON
INTERVAL LEISURE GROUP- STOCK '46113M108 472 34709 SH SOLE 34709 0 0
COMMON
INVESTMENT TECHNOLOGY GROUP STOCK '46145F105 273 25300 SH SOLE 25300 0 0
REITS/
INVESTORS REAL ESTATE TR COM RICS '461730103 396 54274 SH SOLE 54274 0 0
COMMON
IRIS INTL INC COM STK STOCK '46270W105 128 13659 SH SOLE 13659 0 0
COMMON
JAKKS PAC INC COM STK STOCK '47012E106 249 17637 SH SOLE 17637 0 0
COMMON
JANUS CAPITAL GROUP INC COM ST STOCK '47102X105 288 45600 SH SOLE 45600 0 0
COMMON
JAZZ PHARMACEUTICALS INC COM STOCK '472147107 232 6000 SH SOLE 6000 0 0
COMMON
JEFFERIES GROUP INC NEW COM ST STOCK '472319102 195 14198 SH SOLE 14198 0 0
COMMON
JOHN BEAN TECH STOCK '477839104 192 12489 SH SOLE 12489 0 0
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
JONES GROUP INC COM STK STOCK '48020T101 686 65000 SH SOLE 65000 0 0
COMMON
KAPSTONE PAPER & PACKAGING COR STOCK '48562P103 235 14901 SH SOLE 14901 0 0
COMMON
KEMET CORP COM STK STOCK '488360207 74 10549 SH SOLE 10549 0 0
REITS/
KIMCO REALTY CORP COM REIT RICS '49446R109 786 48400 SH SOLE 48400 0 0
COMMON
KOHLBERG CAPITAL CORP STOCK '500233101 93 14700 SH SOLE 14700 0 0
COMMON
KROGER CO COM STK STOCK '501044101 785 32400 SH SOLE 32400 0 0
COMMON
KULICKE & SOFFA INDS INC COM STOCK '501242101 298 32251 SH SOLE 32251 0 0
COMMON
L B FOSTER CO CL A COM STK STOCK '350060109 213 7521 SH SOLE 7521 0 0
COMMON
LANDEC CORP DELAWARE COM STK STOCK '514766104 72 12953 SH SOLE 12953 0 0
COMMON
LANDSTAR SYSTEMS INC COM STK STOCK '515098101 240 5000 SH SOLE 5000 0 0
REITS/
LASALLE HOTEL PROPERTIES COM RICS '517942108 882 36449 SH SOLE 36449 0 0
COMMON
LATTICE SEMICONDUCTOR CORP CO STOCK '518415104 123 20700 SH SOLE 20700 0 0
COMMON
LEAPFROG ENTERPRISES INC CL A STOCK '52186N106 248 44400 SH SOLE 44400 0 0
COMMON
LIMITED BRANDS INC COM STK STOCK '532716107 706 17500 SH SOLE 17500 0 0
COMMON
LONE PINE RES INC COM STK STOCK '54222A106 106 15060 SH SOLE 15060 0 0
COMMON
LSI CORPORATION COM STK STOCK '502161102 99 16600 SH SOLE 16600 0 0
REITS/
MACK-CALI REALTY CORP COM REI RICS '554489104 927 34726 SH SOLE 34726 0 0
COMMON
MAD CATZ INTERACTIVE COM STOCK '556162105 166 318300 SH SOLE 318300 0 0
COMMON
MAGMA DESIGN AUTOMATION INC C STOCK '559181102 350 48789 SH SOLE 48789 0 0
COMMON
MAGNA INTL INC STOCK '559222401 211 6313 SH SOLE 6313 0 0
COMMON
MAGNACHIP SEMICONDUCTOR CORP STOCK '55933J203 554 74071 SH SOLE 74071 0 0
COMMON
MAIDEN HLDGS LTD STOCK 'G5753U112 233 26560 SH SOLE 26560 0 0
COMMON
MAINSOURCE FINL GROUP INC COM STOCK '56062Y102 182 20627 SH SOLE 20627 0 0
COMMON
MAJESCO ENTERTAINMENT CO COM STOCK '560690208 41 16806 SH SOLE 16806 0 0
COMMON
MANHATTAN ASSOCS INC COM STK STOCK '562750109 296 7300 SH SOLE 7300 0 0
COMMON
MARATHON OIL CORP COM STK STOCK '565849106 246 8400 SH SOLE 8400 0 0
COMMON
MARCUS CORP COM STK STOCK '566330106 446 35331 SH SOLE 35331 0 0
COMMON
MCDONALDS CORP COM STOCK '580135101 572 5700 SH SOLE 5700 0 0
COMMON
MCKESSON CORP COM STK STOCK '58155Q103 210 2700 SH SOLE 2700 0 0
COMMON
MEAD JOHNSON NUTRITION CO COM STOCK '582839106 206 3000 SH SOLE 3000 0 0
COMMON
MEADOWBROOK INSURANCE GROUP I STOCK '58319P108 474 44421 SH SOLE 44421 0 0
COMMON
MEDASSETS INC STOCK '584045108 364 39400 SH SOLE 39400 0 0
COMMON
MEDIDATA SOLUTIONS INC STOCK '58471A105 572 26304 SH SOLE 26304 0 0
Shares Voting Voting Voting
Value x Prn SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------ --- ---- ---------- -------- --------- --------- ---------
COMMON
MENTOR GRAPHICS CORP COM STK STOCK '587200106 309 22800 SH SOLE 22800 0 0
COMMON
MERITOR INC COM STK STOCK '59001K100 174 32800 SH SOLE 32800 0 0
COMMON
MERU NETWORKS INC STOCK '59047Q103 66 15992 SH SOLE 15992 0 0
COMMON
MET-PRO CORP. COM STK STOCK '590876306 196 21723 SH SOLE 21723 0 0
COMMON
METALS USA HOLDINGS CORP STOCK '59132A104 155 13734 SH SOLE 13734 0 0
REITS/
MID-AMERICA APARTMENT COMMUNI RICS '59522J103 838 13400 SH SOLE 13400 0 0
COMMON
MINERALS TECHNOLOGIES INC COM STOCK '603158106 746 13200 SH SOLE 13200 0 0
REITS/
MISSION WEST PROPERTIES INC RICS '605203108 426 47206 SH SOLE 47206 0 0
COMMON
MONARCH CASINO & RESORT INC C STOCK '609027107 132 12974 SH SOLE 12974 0 0
REITS/
MONMOUTH REAL ESTATE INVESTME RICS '609720107 509 55601 SH SOLE 55601 0 0
COMMON
MOVADO GROUP INC COM STOCK '624580106 519 28574 SH SOLE 28574 0 0
COMMON
MOVE INC COM STK STOCK '62458M207 92 14626 SH SOLE 14626 0 0
COMMON
MTS SYSTEMS CORP COM STK STOCK '553777103 280 6861 SH SOLE 6861 0 0
COMMON
MULTIMEDIA GAMES HOLDING COMPA STOCK '625453105 594 74770 SH SOLE 74770 0 0
COMMON
MURPHY OIL CORP COM STK STOCK '626717102 229 4100 SH SOLE 4100 0 0
COMMON
NACCO INDUSTRIES INC CL A COM STOCK '629579103 767 8600 SH SOLE 8600 0 0
COMMON
NARA BANCORP INC COM STK STOCK '073295107 182 19247 SH SOLE 19247 0 0
COMMON
NASH FINCH CO COM STK STOCK '631158102 359 12252 SH SOLE 12252 0 0
REITS/
NATIONAL HEALTH INVESTORS INC RICS '63633D104 544 12359 SH SOLE 12359 0 0
COMMON
NATIONAL HEALTHCARE CORP COM S STOCK '635906100 222 5300 SH SOLE 5300 0 0
REITS/
NATIONAL RETAIL PPTY INC COM RICS '637417106 329 12486 SH SOLE 12486 0 0
COMMON
NATURES SUNSHINE PRO DS INC CO STOCK '639027101 271 17430 SH SOLE 17430 0 0
COMMON
NAVIGANT CONSULTING CO STOCK '63935N107 213 18653 SH SOLE 18653 0 0
COMMON
NEENAH PAPER INC COM STK STOCK '640079109 336 15053 SH SOLE 15053 0 0
COMMON
NETSPEND HOLDINGS IN C STOCK '64118V106 86 10552 SH SOLE 10552 0 0
COMMON
NEW YORK & CO INC COM STK STOCK '649295102 67 25195 SH SOLE 25195 0 0
REITS/
NEWCASTLE INVT CORP NEW COM RE RICS '65105M108 261 56069 SH SOLE 56069 0 0
COMMON
NEXEN INC COM STOCK '65334H102 396 24900 SH SOLE 24900 0 0
COMMON
NIKE INC CL B COM ST K STOCK '654106103 366 3800 SH SOLE 3800 0 0
COMMON
NORTHWEST BANCSHARES INC/MD STOCK '667340103 735 59055 SH SOLE 59055 0 0
COMMON
NUVASIVE STOCK '670704105 285 22612 SH SOLE 22612 0 0
COMMON
O CHARLEYS INC TENNESSEE COM STOCK '670823103 77 14090 SH SOLE 14090 0 0
COMMON
O REILLY AUTOMOTIVE INC COM ST STOCK '67103H107 592 7400 SH SOLE 7400 0 0
COMMON
OBAGI MEDICAL PRODUCT INC COM STOCK '67423R108 398 39150 SH SOLE 39150 0 0
Shares Voting Voting Voting
Value x Prn SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------ --- ---- ---------- -------- --------- --------- ---------
COMMON
OCWEN FINL CORP COM STK STOCK '675746309 527 36400 SH SOLE 36400 0 0
COMMON
OLD REP INTL CORP COM STK STOCK '680223104 187 20200 SH SOLE 20200 0 0
COMMON
OMEGA PROTEIN CORP COM STK STOCK '68210P107 92 12966 SH SOLE 12966 0 0
COMMON
OMNICELL INC COM STK STOCK '68213N109 400 24197 SH SOLE 24197 0 0
REITS/
ONE LIBERTY PROPERTIES CO RICS '682406103 535 32425 SH SOLE 32425 0 0
COMMON
ONEBEACON INSURANCE GROUP LTD STOCK 'G67742109 321 20884 SH SOLE 20884 0 0
COMMON
ORBITAL SCIENCES CORP COM STK STOCK '685564106 523 36021 SH SOLE 36021 0 0
COMMON
ORBITZ WORLDWIDE INC STOCK '68557K109 39 10292 SH SOLE 10292 0 0
COMMON
ORITANI FINANCIAL CORP COM STK STOCK '68633D103 846 66275 SH SOLE 66275 0 0
COMMON
ORMAT TECHNOLOGIES INC COM ST STOCK '686688102 258 14300 SH SOLE 14300 0 0
COMMON
OXFORD INDS INC COM STK STOCK '691497309 680 15065 SH SOLE 15065 0 0
COMMON
P.F. CHANG'S CHINA BISTRO INC STOCK '69333Y108 593 19200 SH SOLE 19200 0 0
COMMON
PACIFIC CAP BANCORP NEW COM ST STOCK '69404P200 777 27525 SH SOLE 27525 0 0
COMMON
PAPA JOHNS INTL INC COM STK STOCK '698813102 1066 28300 SH SOLE 28300 0 0
COMMON
PARKER DRILLING CO COM STK STOCK '701081101 140 19542 SH SOLE 19542 0 0
COMMON
PARTNERRE LIMITED BERMUDA STOCK 'G6852T105 405 6300 SH SOLE 6300 0 0
COMMON
PDF SOLUTIONS INC COM STK STOCK '693282105 148 21297 SH SOLE 21297 0 0
COMMON
PENN VA CORP COM STK STOCK '707882106 143 27100 SH SOLE 27100 0 0
REITS/
PENNYMAC MORTGAGE INVESTMENT RICS '70931T103 903 54338 SH SOLE 54338 0 0
COMMON
PENSKE AUTOMOTIVE GROUP INC C STOCK '70959W103 260 13500 SH SOLE 13500 0 0
COMMON
PEOPLES UNITED FINANCIAL INC C STOCK '712704105 943 73402 SH SOLE 73402 0 0
COMMON
PETMED EXPRESS INC COM STK STOCK '716382106 431 41530 SH SOLE 41530 0 0
COMMON
PETSMART INC COM STK STOCK '716768106 1093 21302 SH SOLE 21302 0 0
COMMON
PIER 1 IMPORTS INC COM STK STOCK '720279108 248 17800 SH SOLE 17800 0 0
COMMON
PINNACLE FINANCIAL PARTNERS I STOCK '72346Q104 334 20683 SH SOLE 20683 0 0
REITS/
PLUM CREEK TIMBER COMPANY INC RICS '729251108 760 20800 SH SOLE 20800 0 0
COMMON
PLX TECHNOLOGY INC COM STK STOCK '693417107 118 41274 SH SOLE 41274 0 0
COMMON
POINTS INTL LTD COM STOCK '730843208 266 35000 SH SOLE 35000 0 0
COMMON
POLARIS INDS INC COM STK STOCK '731068102 212 3780 SH SOLE 3780 0 0
REITS/
POST PROPERTIES INC COM REIT RICS '737464107 831 19000 SH SOLE 19000 0 0
REITS/
POTLATCH HOLDINGS INC COM RICS '737630103 694 22302 SH SOLE 22302 0 0
COMMON
PRECISION DRILLING CORP STOCK '74022D308 574 55700 SH SOLE 55700 0 0
COMMON
PREMIERE GLOBAL SERVICES INC STOCK '740585104 122 14373 SH SOLE 14373 0 0
11
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
PRIMERO MINING CORP STOCK '74164W106 163 51100 SH SOLE 51100 0 0
COMMON
PRIMORIS SERVICES CORP COM ST STOCK '74164F103 227 15229 SH SOLE 15229 0 0
COMMON
PRIVATEBANCORP INC COM STK STOCK '742962103 287 26142 SH SOLE 26142 0 0
COMMON
PROGRESSIVE CORP OH COM STK STOCK '743315103 316 16200 SH SOLE 16200 0 0
COMMON
PROS HOLDINGS INC COM STK STOCK '74346Y103 159 10700 SH SOLE 10700 0 0
COMMON
PROVIDENCE SERVICE CORP COM STOCK '743815102 162 11800 SH SOLE 11800 0 0
COMMON
PROVIDENT ENERGY TR COM STOCK '74386V100 627 64800 SH SOLE 64800 0 0
REITS/
PS BUSINESS PARKS INC COM REI RICS '69360J107 789 14236 SH SOLE 14236 0 0
REITS/
PUBLIC STORAGE RICS '74460D109 255 1900 SH SOLE 1900 0 0
COMMON
PULSE ELECTRONICS CORP COM ST STOCK '74586W106 135 48116 SH SOLE 48116 0 0
COMMON
PVH CORP COM STK STOCK '693656100 367 5200 SH SOLE 5200 0 0
COMMON
QLOGIC CORP COM STK STOCK '747277101 228 15200 SH SOLE 15200 0 0
COMMON
QUANTUM CORP COM STK STOCK '747906204 329 136900 SH SOLE 136900 0 0
COMMON
RADISYS CORP COM STK STOCK '750459109 454 89734 SH SOLE 89734 0 0
COMMON
RALPH LAUREN CORPORATION COM STOCK '751212101 1005 7280 SH SOLE 7280 0 0
COMMON
RAMBUS INC DEL COM STK STOCK '750917106 175 23200 SH SOLE 23200 0 0
REITS/
RAMCO-GERSHENSON PPT YS TR COM RICS '751452202 813 82729 SH SOLE 82729 0 0
COMMON
RED ROBIN GOURMET BURGERS INC STOCK '75689M101 479 17292 SH SOLE 17292 0 0
COMMON
REGIONS FINANCIAL CORP NEW STOCK '7591EP100 275 64023 SH SOLE 64023 0 0
COMMON
RENASANT CORP COM STK STOCK '75970E107 235 15662 SH SOLE 15662 0 0
COMMON
REPUBLIC AWYS HLDGS INC COM ST STOCK '760276105 39 11300 SH SOLE 11300 0 0
COMMON
RESOURCES CONNECTION INC COM STOCK '76122Q105 173 16300 SH SOLE 16300 0 0
COMMON
REVETT MINERALS INC COM STOCK '761505205 506 107288 SH SOLE 107288 0 0
COMMON
REX STORES CORP COM STK STOCK '761624105 356 16091 SH SOLE 16091 0 0
COMMON
RICHMONT MINES INC C AD NPV CO STOCK '76547T106 145 13530 SH SOLE 13530 0 0
COMMON
RIGNET INC STOCK '766582100 254 15175 SH SOLE 15175 0 0
COMMON
RIMAGE CORP COM STK STOCK '766721104 334 29712 SH SOLE 29712 0 0
COMMON
ROCKVILLE FINL INC COM STK STOCK '774188106 640 61811 SH SOLE 61811 0 0
COMMON
RODMAN & RENSHAW CAP GROUP INC STOCK '77487R100 8 18191 SH SOLE 18191 0 0
COMMON
ROSETTA STONE INC STOCK '777780107 83 10818 SH SOLE 10818 0 0
COMMON
RPX CORP STOCK '74972G103 614 48500 SH SOLE 48500 0 0
COMMON
RTI BIOLOGICS INC COM STK STOCK '74975N105 551 124042 SH SOLE 124042 0 0
COMMON
RUTH'S HOSPITALITY GROUP STOCK '783332109 286 57541 SH SOLE 57541 0 0
12
Shares Voting Voting Voting
Value x Prn SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------ --- ---- ---------- -------- --------- --------- ---------
REITS/
SABRA HEALTHCARE RE IT INC RICS '78573L106 164 13600 SH SOLE 13600 0 0
COMMON
SALLY BEAUTY CO INC STOCK '79546E104 1115 52778 SH SOLE 52778 0 0
COMMON
SAN JUAN BASIN RTY T R COM STK STOCK '798241105 403 17720 SH SOLE 17720 0 0
COMMON
SCHIFF NUTRITION INTL INC COM STOCK '806693107 195 18244 SH SOLE 18244 0 0
COMMON
SCHULMAN A INC COM STK STOCK '808194104 594 28065 SH SOLE 28065 0 0
COMMON
SHORETEL INC STOCK '825211105 138 21700 SH SOLE 21700 0 0
COMMON
SILVERCORP METAL STOCK '82835P103 104 16200 SH SOLE 16200 0 0
COMMON
SIMMONS FIRST NATIONAL CORP C STOCK '828730200 420 15463 SH SOLE 15463 0 0
COMMON
SJW CORP COM STK STOCK '784305104 229 9700 SH SOLE 9700 0 0
COMMON
SKILLED HEALTHCARE GROUP INC C STOCK '83066R107 103 18800 SH SOLE 18800 0 0
COMMON
SMART BALANCE INC COM STK STOCK '83169Y108 245 45650 SH SOLE 45650 0 0
COMMON
SMART TECHNOLOGIES INC STOCK '83172R108 51 13800 SH SOLE 13800 0 0
COMMON
SMITH & WESSON HLDG CORP COM S STOCK '831756101 257 58839 SH SOLE 58839 0 0
COMMON
SONIC AUTOMOTIVE INC CL A COM STOCK '83545G102 732 49431 SH SOLE 49431 0 0
COMMON
SPARTAN STORES INC COM STK STOCK '846822104 463 25034 SH SOLE 25034 0 0
COMMON
SPARTECH CORP COM STK STOCK '847220209 78 16501 SH SOLE 16501 0 0
COMMON
SPECTRANETICS CORP COM STK STOCK '84760C107 325 44980 SH SOLE 44980 0 0
COMMON
SPIRIT AIRLINES INC STOCK '848577102 343 22000 SH SOLE 22000 0 0
COMMON
STAAR SURGICAL CO COM STK STOCK '852312305 389 37084 SH SOLE 37084 0 0
COMMON
STAGE STORES INC COM STK STOCK '85254C305 184 13252 SH SOLE 13252 0 0
COMMON
STANDARD MOTOR PRODUCTS COM S STOCK '853666105 288 14381 SH SOLE 14381 0 0
COMMON
STANDARD REGISTER CO COM STK STOCK '853887107 150 64575 SH SOLE 64575 0 0
COMMON
STAPLES INC COM STK STOCK '855030102 813 58503 SH SOLE 58503 0 0
COMMON
STATE AUTO FINL CORP COM STK STOCK '855707105 176 12943 SH SOLE 12943 0 0
COMMON
STATE BK & TR CO PINEHURST GA STOCK '856190103 814 53900 SH SOLE 53900 0 0
COMMON
STEIN MART INC COM STK STOCK '858375108 72 10592 SH SOLE 10592 0 0
COMMON
STONE ENERGY CORP COM STK STOCK '861642106 396 15000 SH SOLE 15000 0 0
REITS/
STRATEGIC HOTELS & RESORTS IN RICS '86272T106 229 42700 SH SOLE 42700 0 0
COMMON
STURM RUGER & CO INC COM STK STOCK '864159108 303 9053 SH SOLE 9053 0 0
REITS/
SUN COMMUNITIES INC COM REIT RICS '866674104 291 7975 SH SOLE 7975 0 0
COMMON
SUNCOR ENERGY INC COM STOCK '867224107 372 12900 SH SOLE 12900 0 0
REITS/
SUNSTONE HOTEL INVESTORS INC RICS '867892101 265 32495 SH SOLE 32495 0 0
COMMON
SUPERVALUE INC USD COM STOCK '868536103 326 40100 SH SOLE 40100 0 0
COMMON
SUSQUEHANNA BANCSHARES INC PA STOCK '869099101 142 16900 SH SOLE 16900 0 0
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
SVB FINANCIAL GROUP COM STK STOCK '78486Q101 497 10429 SH SOLE 10429 0 0
COMMON
SWS GROUP INC COM STK STOCK '78503N107 151 21930 SH SOLE 21930 0 0
COMMON
SXC HEALTH SOLUTIONS CORP COM STOCK '78505P100 1091 19400 SH SOLE 19400 0 0
COMMON
SYKES ENTERPRISES INC COM STK STOCK '871237103 366 23400 SH SOLE 23400 0 0
COMMON
SYNAPTICS INC COM STK STOCK '87157D109 766 25400 SH SOLE 25400 0 0
COMMON
SYNOVUS FINL CORP COM STOCK '87161C105 117 82750 SH SOLE 82750 0 0
COMMON
SYSTEMAX INC COM STK STOCK '871851101 375 22882 SH SOLE 22882 0 0
COMMON
Safeway Inc (formerly Safeway) STOCK '786514208 1050 49926 SH SOLE 49926 0 0
COMMON
TASER INTERNATIONAL INC COM ST STOCK '87651B104 327 63846 SH SOLE 63846 0 0
REITS/
TAUBMAN CTRS INC COM REIT RICS '876664103 851 13700 SH SOLE 13700 0 0
COMMON
TECH DATA CORP COM STK STOCK '878237106 222 4500 SH SOLE 4500 0 0
COMMON
TEJON RANCH CO COM STK STOCK '879080109 541 22103 SH SOLE 22103 0 0
COMMON
TEKELEC COM STK STOCK '879101103 302 27658 SH SOLE 27658 0 0
COMMON
TELENAV INC STOCK '879455103 123 15800 SH SOLE 15800 0 0
COMMON
TERRITORIAL BANCORP INC STOCK '88145X108 791 40057 SH SOLE 40057 0 0
COMMON
TESSERA TECHNOLOGIES INC COM STOCK '88164L100 421 25132 SH SOLE 25132 0 0
COMMON
TEXAS CAP BANCSHARES INC COM STOCK '88224Q107 499 16301 SH SOLE 16301 0 0
COMMON
TGC INDUSTRIES INC COM NEW STOCK '872417308 318 44502 SH SOLE 44502 0 0
COMMON
THE HANOVER INSURANCE GROUP I STOCK '410867105 426 12178 SH SOLE 12178 0 0
COMMON
THQ INC COM STK STOCK '872443403 221 290478 SH SOLE 290478 0 0
COMMON
TIM HORTONS INC COM STK STOCK '88706M103 451 9300 SH SOLE 9300 0 0
COMMON
TIMMINS GOLD CORP STOCK '88741P103 181 94300 SH SOLE 94300 0 0
COMMON
TOWER BANCORP INC COM STK STOCK '891709107 220 7724 SH SOLE 7724 0 0
COMMON
TRANSATLANTIC HLDGS INC COM ST STOCK '893521104 263 4800 SH SOLE 4800 0 0
COMMON
TRANSGLOBE ENERGY CORP STOCK '893662106 981 123800 SH SOLE 123800 0 0
COMMON
TRAVELCENTRS STOCK '894174101 167 39300 SH SOLE 39300 0 0
COMMON
TRIPADVISOR INC STOCK '896945201 412 16349 SH SOLE 16349 0 0
COMMON
TRUE RELIGION APPAREL INC COM STOCK '89784N104 1058 30600 SH SOLE 30600 0 0
COMMON
TRUEBLUE INC COM STK STOCK '89785X101 548 39458 SH SOLE 39458 0 0
REITS/
TWO HARBORS INVESTMENT CORP RICS '90187B101 416 44981 SH SOLE 44981 0 0
COMMON
UMPQUA HOLDINGS CORP COM STK STOCK '904214103 228 18415 SH SOLE 18415 0 0
COMMON
UNISYS CORP COM STK STOCK '909214306 237 12000 SH SOLE 12000 0 0
REITS/
UNIVERSAL HEALTH REALTY INCOM RICS '91359E105 424 10873 SH SOLE 10873 0 0
COMMON
UNIVERSAL INS HLDGS INC COM ST STOCK '91359V107 382 106666 SH SOLE 106666 0 0
Voting Voting Voting
Value x Shares SH/ Put/ Investment Other Authority Authority Authority
Type Cusip 1000 Prn Amt PRN Call Discretion Managers Sole Shared None
Issuer ------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- ---------
COMMON
UNUM GROUP COM STK STOCK '91529Y106 295 14000 SH SOLE 14000 0 0
COMMON
VALIDUS HOLDINGS LTD STOCK 'G9319H102 440 13963 SH SOLE 13963 0 0
COMMON
VERISK ANALYTICS INC-- CL A STOCK '92345Y106 237 5900 SH SOLE 5900 0 0
COMMON
VICOR CORP COM STK STOCK '925815102 80 10102 SH SOLE 10102 0 0
COMMON
VILLAGE SUPER MARKET INC COM STOCK '927107409 259 9120 SH SOLE 9120 0 0
COMMON
VITRAN CORPORATION INC COM STOCK '92850E107 315 54500 SH SOLE 54500 0 0
COMMON
VOCUS INC COM STK STOCK '92858J108 329 14898 SH SOLE 14898 0 0
COMMON
VONAGE HOLDINGS CORP HOLMDEL STOCK '92886T201 252 103000 SH SOLE 103000 0 0
REITS/
VORNADO REALTY TRUST COM REIT RICS '929042109 515 6700 SH SOLE 6700 0 0
COMMON
WASHINGTON BANKING CO COM STK STOCK '937303105 825 69271 SH SOLE 69271 0 0
COMMON
WEBSENSE INC COM STK STOCK '947684106 379 20228 SH SOLE 20228 0 0
COMMON
WELLCARE HEALTH PLANS INC COM STOCK '94946T106 420 8000 SH SOLE 8000 0 0
COMMON
WEST MARINE INC COM STK STOCK '954235107 125 10718 SH SOLE 10718 0 0
COMMON
WEST PHARMACEUTICAL SERVICES I STOCK '955306105 232 6101 SH SOLE 6101 0 0
COMMON
WESTAMERICA BANCORPORATION CO STOCK '957090103 354 8054 SH SOLE 8054 0 0
COMMON
WESTERN ALLIANCE BANCORP STOCK '957638109 159 25522 SH SOLE 25522 0 0
COMMON
WESTWOOD HOLDINGS GROUP INC C STOCK '961765104 231 6316 SH SOLE 6316 0 0
COMMON
WET SEAL INC CL A COM STK STOCK '961840105 241 73900 SH SOLE 73900 0 0
COMMON
WILLBROS GROUP INC (DELAWARE) STOCK '969203108 54 14795 SH SOLE 14795 0 0
COMMON
WILSHIRE BANCORP INC COM STOCK '97186T108 445 122617 SH SOLE 122617 0 0
COMMON
WINN-DIXIE STORES STOCK '974280307 158 16800 SH SOLE 16800 0 0
REITS/
WINTHROP RLTY TR COM REIT RICS '976391300 403 39646 SH SOLE 39646 0 0
COMMON
WR BERKLEY CORP COM STK STOCK '084423102 311 9032 SH SOLE 9032 0 0
COMMON
XERIUM TECHNOLOGIES INC COM ST STOCK '98416J118 151 23100 SH SOLE 23100 0 0
COMMON
XO GROUP INC COM STK STOCK '983772104 141 16940 SH SOLE 16940 0 0
COMMON
YUM! BRANDS INC STOCK '988498101 372 6300 SH SOLE 6300 0 0
COMMON
ZIONS BANCORPORATION COM STK STOCK '989701107 831 51067 SH SOLE 51067 0 0