-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KCaXB1DbgjFmvPzZrd+e+YYn1713objZHu51QpqhwcJPsXljNytouIpLPtgGBv6B 4gQYJ0PlQtvmrNAkbjRldg== 0000906344-08-000807.txt : 20081112 0000906344-08-000807.hdr.sgml : 20081111 20081112123538 ACCESSION NUMBER: 0000906344-08-000807 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MENTA CAPITAL LLC CENTRAL INDEX KEY: 0001374701 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12773 FILM NUMBER: 081179557 BUSINESS ADDRESS: STREET 1: 3420 21ST ST CITY: SAN FRANCISCO STATE: CA ZIP: 94110 BUSINESS PHONE: 415-722-4041 MAIL ADDRESS: STREET 1: 3420 21ST ST CITY: SAN FRANCISCO STATE: CA ZIP: 94110 13F-HR 1 ment3q08.txt FORM 13F - THIRD QUARTER 2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 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 Street Spear Street Tower, Suite 3730 San Francisco, CA 94105 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 - ------------------------------------ Laurent Dubois San Francisco, CA 11/11/08 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: 755 Form 13F Information Table Value Total (x1000): $363,543 List of Other Included Managers: None FORM 13F INFORMATION TABLE - THIRD QUARTER 2008 MENTA CAPITAL LLC TITLE OF VALUE SH/PRN SH/ PUT/ INVSMT OTH VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) AMOUNT PRN CALL DSCRTN MGRS SOLE SHARED NONE ================================================================================================================= 1 800 FLOWERS COM INC CL A CO COMMON 68243Q106 517 85846 SH SOLE 85846 0 0 99 CENTS ONLY STORES COM STK COMMON 65440K106 362 33000 SH SOLE 33000 0 0 A.O.SMITH CORP COM STK COMMON 831865209 384 9800 SH SOLE 9800 0 0 ABRAXAS PETE CORP COM STK COMMON 003830106 33 12512 SH SOLE 12512 0 0 ACADIA REALTY TRUST COM REIT REITS/RICS 004239109 556 22000 SH SOLE 22000 0 0 ACE LIMITED COM STK COMMON H0023R105 1093 20200 SH SOLE 20200 0 0 ACUITY BRANDS INC COM STK COMMON 00508Y102 885 21200 SH SOLE 21200 0 0 ACXIOM CORP COM STK COMMON 005125109 710 56651 SH SOLE 56651 0 0 ADVANCE AMER CASH ADVANCE CTR COMMON 00739W107 489 163500 SH SOLE 163500 0 0 ADVANCE AUTO PTS INC COM STK COMMON 00751Y106 642 16200 SH SOLE 16200 0 0 ADVANCED BATTERY TECHNOLOGIES COMMON 00752H102 38 11700 SH SOLE 11700 0 0 AEP INDUSTRIES INC COM STK COMMON 001031103 444 22205 SH SOLE 22205 0 0 AES CORP COM STK COMMON 00130H105 233 19900 SH SOLE 19900 0 0 AETNA INC NEW COM STK COMMON 00817Y108 231 6400 SH SOLE 6400 0 0 AFC ENTERPRISES INC COM STK COMMON 00104Q107 258 35516 SH SOLE 35516 0 0 AFFILIATED COMPUTER SVCS INC C COMMON 008190100 273 5400 SH SOLE 5400 0 0 AGCO CORP COM STK COMMON 001084102 413 9700 SH SOLE 9700 0 0 AGREE REALTY CORP COM REIT REITS/RICS 008492100 743 25963 SH SOLE 25963 0 0 AGRIUM INC CAD NPV COM (USD) COMMON 008916108 229 4100 SH SOLE 4100 0 0 AIRVANA INC COMMON 00950V101 284 48236 SH SOLE 48236 0 0 AK STEEL HOLDING CORP COM STK COMMON 001547108 230 8866 SH SOLE 8866 0 0 ALEXANDRIA REAL ESTATE EQUITI REITS/RICS 015271109 1406 12500 SH SOLE 12500 0 0 ALLIANCE IMAGING INC COM STK COMMON 018606202 329 32000 SH SOLE 32000 0 0 ALLIANT ENERGY CORP COM STK COMMON 018802108 370 11500 SH SOLE 11500 0 0 ALLION HEALTHCARE INC COM COMMON 019615103 225 37750 SH SOLE 37750 0 0 ALTERA CORP COM STK COMMON 021441100 383 18500 SH SOLE 18500 0 0 AMB PROPERTY CORPORATION COM REITS/RICS 00163T109 1237 27300 SH SOLE 27300 0 0 AMBASSADORS GROUP INC COM STK COMMON 023177108 234 14700 SH SOLE 14700 0 0 AMERICA SERVICES GROUP INC CO COMMON 02364L109 501 52600 SH SOLE 52600 0 0 AMERICAN FINL GROUP INC OHIO C COMMON 025932104 1056 35800 SH SOLE 35800 0 0 AMERICAN NATL INS CO COM STK COMMON 028591105 887 10277 SH SOLE 10277 0 0 AMERICAN SAFETY INSURANCE GRO COMMON G02995101 159 10500 SH SOLE 10500 0 0 AMERICAN SOFTWARE INC. COM ST COMMON 029683109 104 19000 SH SOLE 19000 0 0 AMERICAN WATER WKS CO INC COMMON 030420103 538 25000 SH SOLE 25000 0 0 AMERIGROUP CORP COM STK COMMON 03073T102 376 14900 SH SOLE 14900 0 0 AMERIPRISE FINL INC COM STK COMMON 03076C106 489 12800 SH SOLE 12800 0 0 AMERIS BANCORP COM STK COMMON 03076K108 178 12020 SH SOLE 12020 0 0 AMERISAFE INC COM STK COMMON 03071H100 567 31135 SH SOLE 31135 0 0 AMKOR TECHNOLOGY INC COM STK COMMON 031652100 616 96666 SH SOLE 96666 0 0 AMPCO-PITTSBURGH CORP COM STK COMMON 032037103 212 8200 SH SOLE 8200 0 0 AMR CORP COM STK COMMON 001765106 503 51200 SH SOLE 51200 0 0 AMTRUST FINL SVCS INC COM STK COMMON 032359309 291 21400 SH SOLE 21400 0 0 ANADIGICS INC COM STK COMMON 032515108 61 21826 SH SOLE 21826 0 0 ANALOG DEVICES INC COM STK COMMON 032654105 264 10000 SH SOLE 10000 0 0 ANAREN INC COM STK COMMON 032744104 176 17379 SH SOLE 17379 0 0 ANCHOR BANCORP WISCONSIN INC COMMON 032839102 170 23169 SH SOLE 23169 0 0 ANIMAL HEALTH INTL INC COM COMMON 03525N109 84 10243 SH SOLE 10243 0 0 APARTMENT INVESTMENT & MANAGE REITS/RICS 03748R101 567 16200 SH SOLE 16200 0 0 APOLLO GROUP INC CL A COM STK COMMON 037604105 326 5500 SH SOLE 5500 0 0 APPLIED SIGNAL TECHNOLOGIES I COMMON 038237103 579 33300 SH SOLE 33300 0 0 APRIA HEALTHCARE GROUP INC CO COMMON 037933108 250 13700 SH SOLE 13700 0 0 APTARGROUP INC COM STK COMMON 038336103 258 6600 SH SOLE 6600 0 0 ARCH CAPITAL GROUP LTD BERMU COMMON G0450A105 219 3000 SH SOLE 3000 0 0 ARROW ELECTRS INC COM STK COMMON 042735100 233 8890 SH SOLE 8890 0 0 ASHLAND INC COM STK COMMON 044209104 778 26600 SH SOLE 26600 0 0 ASPEN INS HLDGS LTD COM STK COMMON G05384105 380 13800 SH SOLE 13800 0 0 ASSOCIATED ESTATES REALTY COR REITS/RICS 045604105 584 44803 SH SOLE 44803 0 0 ASSURANT INC COM STK COMMON 04621X108 512 9300 SH SOLE 9300 0 0 ASTORIA FINL CORP COM STK COMMON 046265104 323 15600 SH SOLE 15600 0 0 ATMEL CORP COM STK COMMON 049513104 451 132900 SH SOLE 132900 0 0 ATMI INC COM STK COMMON 00207R101 245 13600 SH SOLE 13600 0 0 ATMOS ENERGY CORP COM STK COMMON 049560105 355 13324 SH SOLE 13324 0 0 AURIZON MINES LTD CAD COM NPV COMMON 05155P106 806 301100 SH SOLE 301100 0 0 AUTODESK INC COM STK COMMON 052769106 443 13200 SH SOLE 13200 0 0 AUTOZONE INC COM STK COMMON 053332102 469 3800 SH SOLE 3800 0 0 AVALONBAY COMMUNITIES INC COM REITS/RICS 053484101 1407 14300 SH SOLE 14300 0 0 AVANEX CORP COM STK COMMON 05348W307 48 10200 SH SOLE 10200 0 0 AVIS BUDGET GROUP COM STK COMMON 053774105 435 75700 SH SOLE 75700 0 0 AVNET INC COM STK COMMON 053807103 234 9500 SH SOLE 9500 0 0 AXIS CAPITAL HLDGS COMMON G0692U109 894 28200 SH SOLE 28200 0 0 BALLY TECH INC COM COMMON 05874B107 263 8700 SH SOLE 8700 0 0 BANCORP INC DEL COM STK COMMON 05969A105 63 12500 SH SOLE 12500 0 0 BANCORPSOUTH INC COM STK COMMON 059692103 619 22000 SH SOLE 22000 0 0 BANK HAWAII CORP COM STK COMMON 062540109 845 15800 SH SOLE 15800 0 0 BANK MUTUAL CORP COM STK COMMON 063750103 174 15300 SH SOLE 15300 0 0 BANK OF AMERICA CORP COM STK COMMON 060505104 392 11200 SH SOLE 11200 0 0 BANK OF NOVA SCOTIA CAD COM NP COMMON 064149107 4568 101300 SH SOLE 101300 0 0 BANKFINANCIAL CORP COM STK COMMON 06643P104 502 34187 SH SOLE 34187 0 0 BANKUNITED FINANCIAL CORP CL COMMON 06652B103 12 15700 SH SOLE 15700 0 0 BARD CR INC COM STK COMMON 067383109 447 4715 SH SOLE 4715 0 0 BASIC ENERGY SVCS INC NEW COM COMMON 06985P100 317 14900 SH SOLE 14900 0 0 BCE INC NEW COM COMMON 05534B760 1217 35300 SH SOLE 35300 0 0 BEBE STORES INC COM STK COMMON 075571109 246 25147 SH SOLE 25147 0 0 BECTON DICKINSON & CO COM STK COMMON 075887109 329 4100 SH SOLE 4100 0 0 BERRY PETE CO CL A COM STK COMMON 085789105 217 5600 SH SOLE 5600 0 0 BEST BUY INC COM STK COMMON 086516101 435 11600 SH SOLE 11600 0 0 BIOMED REALTY TRUST INC COM ST REITS/RICS 09063H107 960 36300 SH SOLE 36300 0 0 BIOSCRIP INC COM STK COMMON 09069N108 200 67067 SH SOLE 67067 0 0 BIOVAIL CORP COM STK COMMON 09067J109 652 68704 SH SOLE 68704 0 0 BJ SVCS CO COM STK COMMON 055482103 193 10100 SH SOLE 10100 0 0 BLOCKBUSTER INC CL A COM STK COMMON 093679108 32 15765 SH SOLE 15765 0 0 BLUELINX HLDGS INC COM STK COMMON 09624H109 726 137193 SH SOLE 137193 0 0 BLYTH INC COM STK COMMON 09643P108 354 31200 SH SOLE 31200 0 0 BMB MUNAI INC COM STK COMMON 09656A105 199 48000 SH SOLE 48000 0 0 BMC SOFTWARE INC COM STK COMMON 055921100 272 9500 SH SOLE 9500 0 0 BON-TON STORES INC COM STK COMMON 09776J101 168 61700 SH SOLE 61700 0 0 BOOKS-A-MILLION INC COM STK COMMON 098570104 275 54916 SH SOLE 54916 0 0 BOVIE MEDICAL CP COMMON 10211F100 173 25245 SH SOLE 25245 0 0 BRE PROPERTIES INC CL A COM RE REITS/RICS 05564E106 769 15700 SH SOLE 15700 0 0 BRINKER INTL INC COM STK COMMON 109641100 374 20900 SH SOLE 20900 0 0 BRINKS CO COM COMMON 109696104 921 15100 SH SOLE 15100 0 0 BROADCOM CORP CL A COM STK COMMON 111320107 268 14400 SH SOLE 14400 0 0 BROADRIDG FIN COMMON 11133T103 568 36900 SH SOLE 36900 0 0 BROCADE COMMUNICATIONS SYSTEM COMMON 111621306 282 48400 SH SOLE 48400 0 0 BROOKDALE SR LIVING INC COM ST COMMON 112463104 321 14609 SH SOLE 14609 0 0 BROWN-FORMAN CORP CL B COM STK COMMON 115637209 395 5500 SH SOLE 5500 0 0 BTU INTERNATIONAL INC COM STK COMMON 056032105 136 15400 SH SOLE 15400 0 0 BUILD-A-BEAR WORKSHOP INC COM COMMON 120076104 92 12700 SH SOLE 12700 0 0 BURGER KING HOLDINGS INC COM COMMON 121208201 737 30000 SH SOLE 30000 0 0 CABOT CORP COM STK COMMON 127055101 693 21800 SH SOLE 21800 0 0 CABOT OIL & GAS CORP COM STK COMMON 127097103 253 7000 SH SOLE 7000 0 0 CACHE INC COM STK COMMON 127150308 102 14843 SH SOLE 14843 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON 12811R104 224 12500 SH SOLE 12500 0 0 CAMERON INTL CORP COM COMMON 13342B105 281 7300 SH SOLE 7300 0 0 CANADIAN IMPERIAL BANK OF COM COMMON 136069101 2095 36500 SH SOLE 36500 0 0 CANTEL MED CORP COM STK COMMON 138098108 293 30475 SH SOLE 30475 0 0 CAPITAL CORP OF THE WEST COM S COMMON 140065202 107 27000 SH SOLE 27000 0 0 CARACO PHARMACEUTICAL LABS LT COMMON 14075T107 908 72600 SH SOLE 72600 0 0 CARDIAC SCIENCE COMMON 14141A108 517 49901 SH SOLE 49901 0 0 CARDINAL FINL CORP COM STK COMMON 14149F109 372 46000 SH SOLE 46000 0 0 CARLISLE COS INC COM STK COMMON 142339100 237 7900 SH SOLE 7900 0 0 CARPENTER TECHNOLOGY CORP COM COMMON 144285103 469 18300 SH SOLE 18300 0 0 CARROLS HOLDINGS CORP COMMON 14574X104 155 51600 SH SOLE 51600 0 0 CASEYS GEN STORES INC COM STK COMMON 147528103 416 13800 SH SOLE 13800 0 0 CASTLEPOINT HOLDINGS LTD COM COMMON G19522112 243 21847 SH SOLE 21847 0 0 CATO CORP NEW CL A COMMON 149205106 437 24900 SH SOLE 24900 0 0 CBL & ASSOCIATES PROPERTIES I REITS/RICS 124830100 558 27800 SH SOLE 27800 0 0 CELANESE CORP SER A COMMON 150870103 321 11500 SH SOLE 11500 0 0 CELESTICA INC CAD NP V SUB ORD COMMON 15101Q108 1774 283500 SH SOLE 283500 0 0 CENTENE CORP DEL COM STK COMMON 15135B101 277 13500 SH SOLE 13500 0 0 CENTER FINL CORP CAL IF COM ST COMMON 15146E102 229 17910 SH SOLE 17910 0 0 CENTERPOINT ENERGY I NC COMMON 15189T107 747 51300 SH SOLE 51300 0 0 CENTEX CORP COM STK COMMON 152312104 434 26787 SH SOLE 26787 0 0 CENTRAL EUROPEAN DISTR CORP C COMMON 153435102 322 7100 SH SOLE 7100 0 0 CENTRAL FUND OF CANADA CAD CL COMMON 153501101 304 28100 SH SOLE 28100 0 0 CENTURYTEL INC MONROE LA COM COMMON 156700106 403 11000 SH SOLE 11000 0 0 CERADYNE INC COM STK COMMON 156710105 268 7300 SH SOLE 7300 0 0 CF INDS HLDGS INC COM STK COMMON 125269100 430 4700 SH SOLE 4700 0 0 CHARLES & COLVARD LTD COM STK COMMON 159765106 6 10700 SH SOLE 10700 0 0 CHARMING SHOPPES INC COM STK COMMON 161133103 106 21663 SH SOLE 21663 0 0 CHEMTURA CORP COMMON 163893100 152 33300 SH SOLE 33300 0 0 CHINA AUTOMOTIVE SYS INC COMMON 16936R105 237 56474 SH SOLE 56474 0 0 CHOICE HOTELS INTL INC COM ST COMMON 169905106 908 33500 SH SOLE 33500 0 0 CHRISTOPHER & BANKS CORP COM S COMMON 171046105 155 20200 SH SOLE 20200 0 0 CHURCH & DWIGHT CO. INC. COM S COMMON 171340102 354 5700 SH SOLE 5700 0 0 CIGNA CORP COM STK COMMON 125509109 299 8800 SH SOLE 8800 0 0 CIMAREX ENERGY CO COM STK COMMON 171798101 631 12900 SH SOLE 12900 0 0 CINCINNATI BELL INC COM STK COMMON 171871106 485 156800 SH SOLE 156800 0 0 CINTAS CORP COM STK COMMON 172908105 267 9300 SH SOLE 9300 0 0 CISCO SYSTEMS INC COM STK COMMON 17275R102 325 14394 SH SOLE 14394 0 0 CITY HOLDING CO COM STK COMMON 177835105 611 14454 SH SOLE 14454 0 0 CKE RESTAURANTS INC COM STK COMMON 12561E105 268 25324 SH SOLE 25324 0 0 CLEARWIRE CORP CLASS A COMMON 185385309 172 14500 SH SOLE 14500 0 0 CLOROX CO COM STK COMMON 189054109 527 8400 SH SOLE 8400 0 0 CNA SURETY CORP COM STK COMMON 12612L108 564 33800 SH SOLE 33800 0 0 COACH INC COM STK COMMON 189754104 546 21800 SH SOLE 21800 0 0 COLDWATER CREEK INC COM STK COMMON 193068103 192 33231 SH SOLE 33231 0 0 COLGATE PALMOLIVE CO COM STK COMMON 194162103 219 2900 SH SOLE 2900 0 0 COLUMBIA BANCORP OREGON COM COMMON 197231103 74 12100 SH SOLE 12100 0 0 COMERICA INC COM STK COMMON 200340107 475 14500 SH SOLE 14500 0 0 COMFORT SYS USA INC COM STK COMMON 199908104 395 29560 SH SOLE 29560 0 0 COMMERCE BANCSHARES INC COM ST COMMON 200525103 872 18800 SH SOLE 18800 0 0 COMMUNITY BK SYS INC COM STK COMMON 203607106 214 8500 SH SOLE 8500 0 0 COMPASS MINERALS INTL INC COM COMMON 20451N101 272 5200 SH SOLE 5200 0 0 COMPTON PETROLEUM CORPORATION COMMON 204940100 104 19100 SH SOLE 19100 0 0 COMPUTER PROGRAMS & SYSTEMS IN COMMON 205306103 1725 59594 SH SOLE 59594 0 0 COMPUTER SCIENCES CORP COM ST COMMON 205363104 221 5500 SH SOLE 5500 0 0 COMPUWARE CORP COM STK COMMON 205638109 270 27900 SH SOLE 27900 0 0 CON-WAY INC COM STK COMMON 205944101 463 10500 SH SOLE 10500 0 0 CONCHO RESOURCES INC COM STK COMMON 20605P101 494 17900 SH SOLE 17900 0 0 CONEXANT SYS INC COM STK COMMON 207142308 497 123873 SH SOLE 123873 0 0 CONMED CORP COM STK COMMON 207410101 590 18435 SH SOLE 18435 0 0 CONSOLIDATED EDISON INC COM ST COMMON 209115104 326 7600 SH SOLE 7600 0 0 CORN PRODS INTL INC COM STK COMMON 219023108 771 23900 SH SOLE 23900 0 0 CORPORATE EXECUTIVE BRD CO COM COMMON 21988R102 513 16400 SH SOLE 16400 0 0 CORPORATE OFFICE PROPERTIES T REITS/RICS 22002T108 1194 29600 SH SOLE 29600 0 0 CORUS BANKSHARES INC COM STK COMMON 220873103 42 10312 SH SOLE 10312 0 0 CORUS ENTERTAINMENT INC CL-B N COMMON 220874101 733 42900 SH SOLE 42900 0 0 CORVEL CORP COM STK COMMON 221006109 724 25295 SH SOLE 25295 0 0 COSI INC COM STK COMMON 22122P101 147 74845 SH SOLE 74845 0 0 COSTCO WHSL CORP NEW COM STK COMMON 22160K105 773 11900 SH SOLE 11900 0 0 COTT CORPORATION CAD NPV COM COMMON 22163N106 86 81100 SH SOLE 81100 0 0 CROWN HOLDINGS INC COM STK COMMON 228368106 235 10600 SH SOLE 10600 0 0 CRYOLIFE INC COM STK COMMON 228903100 443 33800 SH SOLE 33800 0 0 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 531 30300 SH SOLE 30300 0 0 CTS CORP COM STK COMMON 126501105 207 16213 SH SOLE 16213 0 0 CUTERA INC COM STK COMMON 232109108 286 26910 SH SOLE 26910 0 0 CVB FINL CORP COM STK COMMON 126600105 338 24300 SH SOLE 24300 0 0 CVR ENERGY INC COM STK COMMON 12662P108 363 42655 SH SOLE 42655 0 0 CVS CAREMARK CORP COM STK COMMON 126650100 609 18100 SH SOLE 18100 0 0 CYNOSURE INC CL A COM STK COMMON 232577205 312 17400 SH SOLE 17400 0 0 CYTEC INDUSTRIES INC COM STK COMMON 232820100 265 6800 SH SOLE 6800 0 0 CONTINENTAL AIRLINES INC CL B COMMON 210795308 447 26800 SH SOLE 26800 0 0 DARLING INTL INC COM STK COMMON 237266101 573 51550 SH SOLE 51550 0 0 DARWIN PROFESSIONAL UNDERWRITE COMMON 237502109 317 10200 SH SOLE 10200 0 0 DAWSON GEOPHYSICAL CO COM STK COMMON 239359102 355 7600 SH SOLE 7600 0 0 DEI HOLDINGS INC COM STK COMMON 23319E107 67 66561 SH SOLE 66561 0 0 DELPHI FINL GROUP INC CL A CO COMMON 247131105 864 30800 SH SOLE 30800 0 0 DELTA PETE CORP COM STK COMMON 247907207 201 14800 SH SOLE 14800 0 0 DENNYS CORP COM STK COMMON 24869P104 285 110500 SH SOLE 110500 0 0 DENTSPLY INTL INC NEW COM STK COMMON 249030107 221 5900 SH SOLE 5900 0 0 DEPOMED INC COM STK COMMON 249908104 829 227164 SH SOLE 227164 0 0 DIAMOND MGMT & TECHNOLOGY COM COMMON 25269L106 338 72017 SH SOLE 72017 0 0 DIAMONDROCK HOSPITALITY CO CO REITS/RICS 252784301 628 69000 SH SOLE 69000 0 0 DICE HOLDINGS INC COMMON 253017107 436 61400 SH SOLE 61400 0 0 DIGITAL ALLY INC COM STK COMMON 25382P109 368 53614 SH SOLE 53614 0 0 DIGITAL REALTY REITS/RICS 253868103 1077 22800 SH SOLE 22800 0 0 DIME COMMUNITY BANCSHARES COM COMMON 253922108 365 24000 SH SOLE 24000 0 0 DISCOVER FINANCIAL SERVICES COMMON 254709108 159 11500 SH SOLE 11500 0 0 DOLBY LABORATORIES INC CL A C COMMON 25659T107 398 11300 SH SOLE 11300 0 0 DOLLAR THRIFTY AUTOMOTIVE GR COMMON 256743105 54 28181 SH SOLE 28181 0 0 DOLLAR TREE INC COM STK COMMON 256746108 287 7900 SH SOLE 7900 0 0 DOMINOS PIZZA COMMON 25754A201 427 35200 SH SOLE 35200 0 0 DOMTAR CORP COMMON 257559104 482 104800 SH SOLE 104800 0 0 DONNELLEY RR & SONS CO COM S COMMON 257867101 513 20900 SH SOLE 20900 0 0 DORAL FINL CORP COM STK COMMON 25811P886 269 24599 SH SOLE 24599 0 0 DOUGLAS EMMETT INC COM REIT REITS/RICS 25960P109 1435 62200 SH SOLE 62200 0 0 DOVER DOWNS GAMING & ENTMT IN COMMON 260095104 141 18100 SH SOLE 18100 0 0 DOWNEY FINL CORP COM STK COMMON 261018105 197 70200 SH SOLE 70200 0 0 DRESS BARN INC COM STK COMMON 261570105 393 25700 SH SOLE 25700 0 0 DRESSER-RAND GROUP INC COM COMMON 261608103 258 8200 SH SOLE 8200 0 0 DTE ENERGY CO COM STK COMMON 233331107 502 12500 SH SOLE 12500 0 0 DUCOMMUN INC DEL COM STK COMMON 264147109 365 15300 SH SOLE 15300 0 0 DUN & BRADSTREET CORP DEL NEW COMMON 26483E100 1000 10600 SH SOLE 10600 0 0 DUPONT FABROS TECH REIT REITS/RICS 26613Q106 232 15200 SH SOLE 15200 0 0 DYCOM INDUSTRIES INC COM STK COMMON 267475101 294 22600 SH SOLE 22600 0 0 E TRADE FINL CORP COM STK COMMON 269246104 351 125200 SH SOLE 125200 0 0 EASTMAN CHEM CO COM STK COMMON 277432100 347 6300 SH SOLE 6300 0 0 EDDIE BAUER HOLDINGS INC COM COMMON 071625107 109 20400 SH SOLE 20400 0 0 EDGE PETROLEUM CORPORATION D COMMON 279862106 55 30675 SH SOLE 30675 0 0 EINSTEIN NOAH REST GROUP INC COMMON 28257U104 245 24349 SH SOLE 24349 0 0 EL PASO ELECTRIC CO COM STK COMMON 283677854 634 30200 SH SOLE 30200 0 0 ELDORADO GOLD CORP CAD NPV CO COMMON 284902103 1534 245900 SH SOLE 245900 0 0 ELECTRO RENT CORP COM STK COMMON 285218103 314 23359 SH SOLE 23359 0 0 EMBARQ CORP COMMON 29078E105 572 14100 SH SOLE 14100 0 0 EMERGENCY MEDICAL SVCS CORP C COMMON 29100P102 705 23600 SH SOLE 23600 0 0 ENCANA CORPORATION COMMON 292505104 1066 16700 SH SOLE 16700 0 0 ENDO PHARMACEUTICALS HLDGS IN COMMON 29264F205 276 13800 SH SOLE 13800 0 0 ENDURANCE SPLTY COMMON G30397106 680 22000 SH SOLE 22000 0 0 ENERGEN CORP COM STK COMMON 29265N108 489 10800 SH SOLE 10800 0 0 ENERGY PARTNERS LTD COM STK COMMON 29270U105 924 106549 SH SOLE 106549 0 0 ENSCO INTERNATIONAL INC COM ST COMMON 26874Q100 536 9300 SH SOLE 9300 0 0 ENTEGRIS INC COM STK COMMON 29362U104 100 20700 SH SOLE 20700 0 0 ENTERTAINMENT PROPERTIES TRUS REITS/RICS 29380T105 1352 24700 SH SOLE 24700 0 0 EQUINIX INC COM STK COMMON 29444U502 556 8000 SH SOLE 8000 0 0 EQUITY LIFESTYLE PROPERTIES I REITS/RICS 29472R108 721 13600 SH SOLE 13600 0 0 ERIE INDEMNITY CO CL A COM STK COMMON 29530P102 583 13800 SH SOLE 13800 0 0 ESSA BANCORP COMMON 29667D104 146 10500 SH SOLE 10500 0 0 ESSEX PPTY TR INC COM STK REITS/RICS 297178105 1373 11600 SH SOLE 11600 0 0 EXACTECH INC COM STK COMMON 30064E109 585 26291 SH SOLE 26291 0 0 EXPEDIA INC DEL COM STK COMMON 30212P105 313 20700 SH SOLE 20700 0 0 EXPRESS SCRIPTS INC COM STK COMMON 302182100 207 2800 SH SOLE 2800 0 0 EXTREME NETWORKS INC COM STK COMMON 30226D106 76 22600 SH SOLE 22600 0 0 EXXON MOBIL CORP COM STK COMMON 30231G102 808 10400 SH SOLE 10400 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 481 9200 SH SOLE 9200 0 0 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 512 57600 SH SOLE 57600 0 0 FAIRFAX FINANCIAL HLDGS CAD C COMMON 303901102 2211 6900 SH SOLE 6900 0 0 FAMILY DOLLAR STORES INC COM COMMON 307000109 699 29500 SH SOLE 29500 0 0 FAMOUS DAVES AMER INC COM STK COMMON 307068106 171 28500 SH SOLE 28500 0 0 FEDERAL REALTY INVESTMENT TRU REITS/RICS 313747206 1138 13300 SH SOLE 13300 0 0 FELCOR LODGING TRUST COM STK REITS/RICS 31430F101 372 52000 SH SOLE 52000 0 0 FGX INTERNATIONAL HOLDINGS LT COMMON G3396L102 133 12040 SH SOLE 12040 0 0 FINISH LINE INC CL A COM STK COMMON 317923100 132 13200 SH SOLE 13200 0 0 FIRST ADVANTAGE CORP CL A COM COMMON 31845F100 834 59357 SH SOLE 59357 0 0 FIRST BANCORP TROY NC COM ST COMMON 318910106 361 21100 SH SOLE 21100 0 0 FIRST CITIZENS BANCSHARES INC COMMON 31946M103 666 3719 SH SOLE 3719 0 0 FIRST CMNTY BANCSHARES INC NE COMMON 31983A103 347 9244 SH SOLE 9244 0 0 FIRST NIAGARA FINL GROUP INC COMMON 33582V108 198 12600 SH SOLE 12600 0 0 FIRST PLACE FINANCIAL CORP D COMMON 33610T109 521 40535 SH SOLE 40535 0 0 FIRST REGL BANCORP COM STK COMMON 33615C101 78 12449 SH SOLE 12449 0 0 FIRSTBANK PR COM STK COMMON 318672102 316 28600 SH SOLE 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