-----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, OBO3ROfSwbJrswAraqI0PX7Z27UWerRir/Axh76wS7axcR4v0IAckaPTFoJV0jYl zvYdAwJlf4JAUTDCp8IDRQ== 0000906344-08-000416.txt : 20080507 0000906344-08-000416.hdr.sgml : 20080507 20080507145844 ACCESSION NUMBER: 0000906344-08-000416 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080507 DATE AS OF CHANGE: 20080507 EFFECTIVENESS DATE: 20080507 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: 08809634 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 ment1q08.txt FORM 13F - FIRST 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: March 31, 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 05/05/08 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: 786 Form 13F Information Table Value Total (x1000): $553,599 List of Other Included Managers: None FORM 13F INFORMATION TABLE - FIRST QUARTER 2008 MENTA CAPITAL LLC
TITLE SHARES/ OF VALUE PRINCIPAL SH/ PUT/ INVSMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X1000) AMOUNT PRN CALL DSCRTN MGRS SOLE SHARED NONE ==================================================================================================================== 1-800-FLOWERS.COM INC-CL A COMMON 68243Q106 341 40100 SH SOLE 40100 1ST SOURCE CORP COMMON 336901103 818 38877 SH SOLE 38877 21ST CENTURY HOLDING CO COMMON 90136Q100 132 10290 SH SOLE 10290 3M CO COMMON 88579Y101 507 6400 SH SOLE 6400 AAON INC COMMON 000360206 741 36971 SH SOLE 36971 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 549 7500 SH SOLE 7500 ABRAXAS PETROLEUM CORP COMMON 003830106 114 34600 SH SOLE 34600 AC MOORE ARTS & CRAFTS INC COMMON 00086T103 491 72000 SH SOLE 72000 ACE LTD COMMON G0070K103 765 13900 SH SOLE 13900 ACTIVISION INC COMMON 004930202 1431 52400 SH SOLE 52400 ACTUATE CORPORATION COMMON 00508B102 77 18700 SH SOLE 18700 ACUITY BRANDS INC COMMON 00508Y102 1422 33100 SH SOLE 33100 ACXIOM CORP COMMON 005125109 1574 132600 SH SOLE 132600 ADAPTEC INC COMMON 00651F108 269 91400 SH SOLE 91400 ADMINISTAFF INC COMMON 007094105 262 11100 SH SOLE 11100 ADTRAN INC COMMON 00738A106 283 15300 SH SOLE 15300 ADVANCE AMERICA CASH ADVANCE COMMON 00739W107 661 87500 SH SOLE 87500 ADVANCED ENERGY INDUSTRIES COMMON 007973100 358 27000 SH SOLE 27000 AEP INDUSTRIES INC COMMON 001031103 1260 41600 SH SOLE 41600 AEROVIRONMENT INC COMMON 008073108 781 38215 SH SOLE 38215 AFC ENTERPRISES COMMON 00104Q107 474 52721 SH SOLE 52721 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 1347 69267 SH SOLE 69267 AGCO CORP COMMON 001084102 1156 19300 SH SOLE 19300 AGREE REALTY CORP COMMON 008492100 346 12600 SH SOLE 12600 AK STEEL HOLDING CORP COMMON 001547108 1565 28766 SH SOLE 28766 ALEXANDRIA REAL ESTATE EQUIT COMMON 015271109 1001 10800 SH SOLE 10800 ALLEGHENY ENERGY INC COMMON 017361106 460 9100 SH SOLE 9100 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 257 3600 SH SOLE 3600 ALLEGIANT TRAVEL CO COMMON 01748X102 663 25100 SH SOLE 25100 ALLIANCE IMAGING INC COMMON 018606202 193 22400 SH SOLE 22400 ALLIANT ENERGY CORP COMMON 018802108 648 18500 SH SOLE 18500 ALLIED WORLD ASSURANCE CO COMMON G0219G203 294 7400 SH SOLE 7400 ALLION HEALTHCARE INC COMMON 019615103 45 10800 SH SOLE 10800 ALON USA ENERGY INC COMMON 020520102 829 54500 SH SOLE 54500 ALPHA NATURAL RESOURCES INC COMMON 02076X102 1977 45500 SH SOLE 45500 AMB PROPERTY CORP COMMON 00163T109 1154 21200 SH SOLE 21200 AMERICA SERVICE GROUP INC COMMON 02364L109 448 73900 SH SOLE 73900 AMERICAN COMMERCIAL LINES COMMON 025195207 758 48000 SH SOLE 48000 AMERICAN EXPRESS CO COMMON 025816109 306 7000 SH SOLE 7000 AMERICAN FINANCIAL GROUP INC COMMON 025932104 1030 40300 SH SOLE 40300 AMERICAN GREETINGS CORP-CL A COMMON 026375105 764 41200 SH SOLE 41200 AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 413 20300 SH SOLE 20300 AMERICAN SOFTWARE INC-CL A COMMON 029683109 95 15100 SH SOLE 15100 AMERICAN STATES WATER CO COMMON 029899101 346 9600 SH SOLE 9600 AMERICAN VANGUARD CORP COMMON 030371108 268 16100 SH SOLE 16100 AMERICAN WOODMARK CORP COMMON 030506109 204 9900 SH SOLE 9900 AMERIGON INC COMMON 03070L300 956 64583 SH SOLE 64583 AMERIGROUP CORP COMMON 03073T102 1260 46100 SH SOLE 46100 AMERIPRISE FINANCIAL INC COMMON 03076C106 233 4500 SH SOLE 4500 AMERIS BANCORP COMMON 03076K108 240 14920 SH SOLE 14920 AMERISAFE INC COMMON 03071H100 478 37800 SH SOLE 37800 AMERISOURCEBERGEN CORP COMMON 03073E105 1504 36700 SH SOLE 36700 AMKOR TECHNOLOGY INC COMMON 031652100 1239 115800 SH SOLE 115800 AMR CORP COMMON 001765106 607 67300 SH SOLE 67300 ANADARKO PETROLEUM CORP COMMON 032511107 561 8900 SH SOLE 8900 ANALOG DEVICES COMMON 032654105 1004 34000 SH SOLE 34000 ANCHOR BANCORP WISCONSIN INC COMMON 032839102 567 29869 SH SOLE 29869 ANIMAL HEALTH INTERNATIONAL COMMON 03525N109 292 26706 SH SOLE 26706 ANSOFT CORP COMMON 036384105 1093 35800 SH SOLE 35800 APACHE CORP COMMON 037411105 1571 13000 SH SOLE 13000 APOLLO GROUP INC-CL A COMMON 037604105 1188 27500 SH SOLE 27500 APPLE INC COMMON 037833100 1650 11500 SH SOLE 11500 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 1321 44200 SH SOLE 44200 APPLIED MATERIALS INC COMMON 038222105 217 11100 SH SOLE 11100 APPLIED SIGNAL TECHNOLOGY COMMON 038237103 382 32400 SH SOLE 32400 APRIA HEALTHCARE GROUP INC COMMON 037933108 304 15400 SH SOLE 15400 ARCH CAPITAL GROUP LTD COMMON G0450A105 700 10200 SH SOLE 10200 ARROW ELECTRONICS INC COMMON 042735100 1716 51000 SH SOLE 51000 ASHLAND INC COMMON 044209104 899 19000 SH SOLE 19000 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 762 28900 SH SOLE 28900 ASSISTED LIVING CONCEPTS I-A COMMON 04544X102 142 24100 SH SOLE 24100 ASSOCIATED ESTATES REALTY CP COMMON 045604105 1105 96603 SH SOLE 96603 ASSURANT INC COMMON 04621X108 304 5000 SH SOLE 5000 ASTORIA FINANCIAL CORP COMMON 046265104 589 21700 SH SOLE 21700 ASYST TECHNOLOGIES INC COMMON 04648X107 625 178700 SH SOLE 178700 AT&T INC COMMON 00206R102 203 5300 SH SOLE 5300 ATMEL CORP COMMON 049513104 281 80700 SH SOLE 80700 ATMOS ENERGY CORP COMMON 049560105 219 8600 SH SOLE 8600 ATWOOD OCEANICS INC COMMON 050095108 1091 11900 SH SOLE 11900 AUTODESK INC COMMON 052769106 1080 34300 SH SOLE 34300 AUTONATION INC COMMON 05329W102 449 30000 SH SOLE 30000 AVALONBAY COMMUNITIES INC COMMON 053484101 618 6400 SH SOLE 6400 AVATAR HOLDINGS INC COMMON 053494100 1082 24814 SH SOLE 24814 AVNET INC COMMON 053807103 861 26300 SH SOLE 26300 AVOCENT CORPORATION COMMON 053893103 247 14600 SH SOLE 14600 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 1023 30100 SH SOLE 30100 BAKER (MICHAEL) CORP COMMON 057149106 562 25000 SH SOLE 25000 BALLY TECHNOLOGIES INC COMMON 05874B107 1260 36700 SH SOLE 36700 BANCFIRST CORP COMMON 05945F103 233 5100 SH SOLE 5100 BANCORPSOUTH INC COMMON 059692103 894 38600 SH SOLE 38600 BANK OF HAWAII CORP COMMON 062540109 1115 22500 SH SOLE 22500 BANNER CORPORATION COMMON 06652V109 811 35200 SH SOLE 35200 BARD (C.R.) INC COMMON 067383109 559 5800 SH SOLE 5800 BARE ESCENTUALS INC COMMON 067511105 2417 103182 SH SOLE 103182 BARNES & NOBLE INC COMMON 067774109 840 27400 SH SOLE 27400 BEACON ROOFING SUPPLY INC COMMON 073685109 567 56700 SH SOLE 56700 BEBE STORES INC COMMON 075571109 677 63000 SH SOLE 63000 BECTON DICKINSON & CO COMMON 075887109 292 3400 SH SOLE 3400 BENCHMARK ELECTRONICS INC COMMON 08160H101 1486 82800 SH SOLE 82800 BENTLEY PHARMACEUTICALS INC COMMON 082657107 371 22800 SH SOLE 22800 BERKSHIRE HILLS BANCORP INC COMMON 084680107 655 26017 SH SOLE 26017 BIDZ.COM INC COMMON 08883T200 371 44200 SH SOLE 44200 BIG 5 SPORTING GOODS CORP COMMON 08915P101 125 14199 SH SOLE 14199 BIG LOTS INC COMMON 089302103 575 25800 SH SOLE 25800 BIOMED REALTY TRUST INC COMMON 09063H107 948 39700 SH SOLE 39700 BIOSCRIP INC COMMON 09069N108 375 55481 SH SOLE 55481 BJ'S WHOLESALE CLUB INC COMMON 05548J106 414 11600 SH SOLE 11600 BLUELINX HOLDINGS INC COMMON 09624H109 1229 241400 SH SOLE 241400 BLYTH INC COMMON 09643P108 523 26500 SH SOLE 26500 BMC SOFTWARE INC COMMON 055921100 969 29800 SH SOLE 29800 BOEING CO COMMON 097023105 2246 30200 SH SOLE 30200 BOIS D' ARC ENERGY INC COMMON 09738U103 2355 109600 SH SOLE 109600 BOK FINANCIAL CORPORATION COMMON 05561Q201 481 9200 SH SOLE 9200 BOOKS-A-MILLION INC COMMON 098570104 466 53300 SH SOLE 53300 BORDERS GROUP INC COMMON 099709107 259 44100 SH SOLE 44100 BOSTON PRIVATE FINL HOLDING COMMON 101119105 290 27400 SH SOLE 27400 BOSTON PROPERTIES INC COMMON 101121101 350 3800 SH SOLE 3800 BOVIE MEDICAL CORP COMMON 10211F100 211 33000 SH SOLE 33000 BRADY CORPORATION - CL A COMMON 104674106 1020 30500 SH SOLE 30500 BRE PROPERTIES INC CLASS A 05564E106 825 18100 SH SOLE 18100 BRINKER INTERNATIONAL INC COMMON 109641100 872 47000 SH SOLE 47000 BROADCOM CORP-CL A COMMON 111320107 900 46700 SH SOLE 46700 BROWN SHOE COMPANY INC COMMON 115736100 277 18400 SH SOLE 18400 BTU INTERNATIONAL INC COMMON 056032105 175 19000 SH SOLE 19000 BUILD-A-BEAR WORKSHOP INC COMMON 120076104 157 17300 SH SOLE 17300 BUILDERS FIRSTSOURCE INC COMMON 12008R107 563 77550 SH SOLE 77550 BUILDING MATERIALS HLDG CORP COMMON 120113105 179 40800 SH SOLE 40800 BURGER KING HOLDINGS INC COMMON 121208201 957 34600 SH SOLE 34600 C.H. ROBINSON WORLDWIDE INC COMMON 12541W209 2589 47589 SH SOLE 47589 CAL DIVE INTERNATIONAL INC COMMON 12802T101 413 39800 SH SOLE 39800 CALAMOS ASSET MANAGEMENT-A COMMON 12811R104 1400 86012 SH SOLE 86012 CALLON PETROLEUM CO COMMON 13123X102 807 44600 SH SOLE 44600 CAL-MAINE FOODS INC COMMON 128030202 942 28225 SH SOLE 28225 CAMDEN PROPERTY TRUST SH BEN 133131102 412 8200 SH SOLE 8200 INT CAMERON INTERNATIONAL CORP COMMON 13342B105 550 13200 SH SOLE 13200 CAPITAL CORP OF THE WEST COMMON 140065202 121 15100 SH SOLE 15100 CARACO PHARM LABS LTD COMMON 14075T107 1571 87494 SH SOLE 87494 CARDIAC SCIENCE CORP COMMON 14141A108 266 31800 SH SOLE 31800 CARDINAL FINANCIAL CORP COMMON 14149F109 428 48200 SH SOLE 48200 CARDINAL HEALTH INC COMMON 14149Y108 441 8400 SH SOLE 8400 CAREER EDUCATION CORP COMMON 141665109 234 18400 SH SOLE 18400 CARROLS RESTAURANT GROUP INC COMMON 14574X104 392 43900 SH SOLE 43900 CASEY'S GENERAL STORES INC COMMON 147528103 349 15436 SH SOLE 15436 CASTLE (A.M.) & CO COMMON 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320209109 373 27700 SH SOLE 27700 FIRST FINANCIAL HOLDINGS INC COMMON 320239106 360 15353 SH SOLE 15353 FIRST INDUSTRIAL REALTY TR COMMON 32054K103 905 29300 SH SOLE 29300 FIRST MERCURY FINANCIAL CORP COMMON 320841109 211 12100 SH SOLE 12100 FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 373 28700 SH SOLE 28700 FIRST REGIONAL BANCORP/CAL COMMON 33615C101 413 25170 SH SOLE 25170 FLAGSTONE REINSURANCE HOLDIN COMMON G3529T105 653 54000 SH SOLE 54000 FLOWERS FOODS INC COMMON 343498101 1447 58470 SH SOLE 58470 FLOWSERVE CORP COMMON 34354P105 449 4300 SH SOLE 4300 FLUOR CORP COMMON 343412102 1045 7400 SH SOLE 7400 FMC TECHNOLOGIES INC COMMON 30249U101 2105 37000 SH SOLE 37000 FORD MOTOR CO COMMON 345370860 177 31000 SH SOLE 31000 FOREST LABORATORIES INC COMMON 345838106 1320 33000 SH SOLE 33000 FORRESTER RESEARCH INC COMMON 346563109 354 13300 SH SOLE 13300 FOSSIL INC COMMON 349882100 602 19700 SH SOLE 19700 FOUNDRY NETWORKS INC COMMON 35063R100 433 37400 SH SOLE 37400 FPL GROUP INC COMMON 302571104 1393 22200 SH SOLE 22200 FRANKLIN RESOURCES INC COMMON 354613101 272 2800 SH SOLE 2800 FRED'S INC-CLASS A COMMON 356108100 328 32000 SH SOLE 32000 FREEPORT-MCMORAN COPPER COMMON 35671D857 443 4600 SH SOLE 4600 FREMONT GENERAL CORP COMMON 357288109 17 35700 SH SOLE 35700 FRONTIER FINANCIAL CORP COMMON 35907K105 419 23697 SH SOLE 23697 FRONTIER OIL CORP COMMON 35914P105 1118 41000 SH SOLE 41000 FTD GROUP INC COMMON 30267U108 378 28200 SH SOLE 28200 FUEL SYSTEMS SOLUTIONS INC COMMON 35952W103 1045 78382 SH SOLE 78382 FURMANITE CORP COMMON 361086101 503 59100 SH SOLE 59100 FURNITURE BRANDS INTL INC COMMON 360921100 1207 103200 SH SOLE 103200 FUSHI COPPERWELD INC COMMON 36113E107 586 39064 SH SOLE 39064 GAMCO INVESTORS INC-A COMMON 361438104 2558 50800 SH SOLE 50800 GAP INC/THE COMMON 364760108 628 31900 SH SOLE 31900 GARDNER DENVER INC COMMON 365558105 493 13300 SH SOLE 13300 GENERAL DYNAMICS CORP COMMON 369550108 1109 13300 SH SOLE 13300 GENOPTIX INC COMMON 37243V100 448 17900 SH SOLE 17900 GENUINE PARTS CO COMMON 372460105 414 10300 SH SOLE 10300 GENWORTH FINANCIAL INC-CL A COMMON 37247D106 584 25800 SH SOLE 25800 GEORGIA GULF CORP COMMON 373200203 718 103600 SH SOLE 103600 GEVITY HR INC COMMON 374393106 94 10800 SH SOLE 10800 GIBRALTAR INDUSTRIES INC COMMON 374689107 155 13200 SH SOLE 13200 G-III APPAREL GROUP LTD COMMON 36237H101 387 28816 SH SOLE 28816 GLATFELTER COMMON 377316104 571 37800 SH SOLE 37800 GLIMCHER REALTY TRUST SH BEN 379302102 538 45000 SH SOLE 45000 INT GLOBAL CASH ACCESS HOLDINGS COMMON 378967103 309 52800 SH SOLE 52800 GLOBAL INDUSTRIES LTD COMMON 379336100 2830 175900 SH SOLE 175900 GLOBECOMM SYSTEMS INC COMMON 37956X103 112 12900 SH SOLE 12900 GOOGLE INC-CL A COMMON 38259P508 264 600 SH SOLE 600 GRACO INC COMMON 384109104 1643 45300 SH SOLE 45300 GRAFTECH INTERNATIONAL LTD COMMON 384313102 845 52100 SH SOLE 52100 GRAHAM CORP COMMON 384556106 432 12125 SH SOLE 12125 GRANT PRIDECO INC COMMON 38821G101 733 14900 SH SOLE 14900 GRAPHIC PACKAGING HOLDING CO COMMON 388689101 208 71100 SH SOLE 71100 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 815 31100 SH SOLE 31100 GREEN BANKSHARES INC COMMON 394361208 342 19352 SH SOLE 19352 GREENFIELD ONLINE COMMON 395150105 389 32800 SH SOLE 32800 GREENHILL & CO INC COMMON 395259104 2942 42300 SH SOLE 42300 GREY WOLF INC COMMON 397888108 454 67000 SH SOLE 67000 GUESS? INC COMMON 401617105 494 12200 SH SOLE 12200 HACKETT GROUP INC/THE COMMON 404609109 140 35814 SH SOLE 35814 HALLIBURTON CO COMMON 406216101 771 19600 SH SOLE 19600 HANDLEMAN CO COMMON 410252100 8 34000 SH SOLE 34000 HANESBRANDS INC COMMON 410345102 327 11200 SH SOLE 11200 HANOVER INSURANCE GROUP INC/ COMMON 410867105 527 12800 SH SOLE 12800 HASBRO INC COMMON 418056107 1136 40700 SH SOLE 40700 HAVERTY FURNITURE COMMON 419596101 249 23400 SH SOLE 23400 HAWAIIAN ELECTRIC INDS COMMON 419870100 1124 47100 SH SOLE 47100 HAWK CORP - CLASS A COMMON 420089104 318 18163 SH SOLE 18163 HCC INSURANCE HOLDINGS INC COMMON 404132102 878 38700 SH SOLE 38700 HEALTH GRADES INC COMMON 42218Q102 350 66237 SH SOLE 66237 HEALTH NET INC COMMON 42222G108 2285 74200 SH SOLE 74200 HEALTHSPRING INC COMMON 42224N101 355 25200 SH SOLE 25200 HEALTHTRONICS INC COMMON 42222L107 1121 346100 SH SOLE 346100 HEARTLAND FINANCIAL USA INC COMMON 42234Q102 375 17726 SH SOLE 17726 HEARTLAND PAYMENT SYSTEMS IN COMMON 42235N108 407 17700 SH SOLE 17700 HEELYS INC COMMON 42279M107 208 48480 SH SOLE 48480 HERCULES INC COMMON 427056106 781 42700 SH SOLE 42700 HERLEY INDUSTRIES INC COMMON 427398102 173 16700 SH SOLE 16700 HERMAN MILLER INC COMMON 600544100 2312 94100 SH SOLE 94100 HERSHA HOSPITALITY TRUST SH BEN 427825104 791 87600 SH SOLE 87600 INT A HESS CORP COMMON 42809H107 1340 15200 SH SOLE 15200 HHGREGG INC COMMON 42833L108 412 36600 SH SOLE 36600 HITTITE MICROWAVE CORP COMMON 43365Y104 501 13400 SH SOLE 13400 HNI CORP COMMON 404251100 1226 45600 SH SOLE 45600 HOLLY CORP COMMON 435758305 2713 62500 SH SOLE 62500 HOME DIAGNOSTICS INC COMMON 437080104 354 50793 SH SOLE 50793 HONEYWELL INTERNATIONAL INC COMMON 438516106 457 8100 SH SOLE 8100 HORIZON FINANCIAL CORP COMMON 44041F105 418 30292 SH SOLE 30292 HORMEL FOODS CORP COMMON 440452100 1675 40200 SH SOLE 40200 HOSPITALITY PROPERTIES TRUST COM SH 44106M102 1143 33600 SH SOLE 33600 INT BEN HOST HOTELS & RESORTS INC COMMON 44107P104 1138 71500 SH SOLE 71500 HOT TOPIC INC COMMON 441339108 400 92900 SH SOLE 92900 HOUSTON WIRE & CABLE CO COMMON 44244K109 647 40400 SH SOLE 40400 HUBBELL INC -CL B COMMON 443510201 952 21800 SH SOLE 21800 HUDSON HIGHLAND GROUP INC COMMON 443792106 173 20400 SH SOLE 20400 HUMANA INC COMMON 444859102 799 17800 SH SOLE 17800 IAC/INTERACTIVECORP COMMON 44919P300 810 39000 SH SOLE 39000 IBERIABANK CORP COMMON 450828108 637 14400 SH SOLE 14400 IGATE CORP COMMON 45169U105 250 35100 SH SOLE 35100 II-VI INC COMMON 902104108 1206 31750 SH SOLE 31750 IMERGENT INC COMMON 45247Q100 120 10500 SH SOLE 10500 IMMERSION CORPORATION COMMON 452521107 331 46500 SH SOLE 46500 IMMUCOR INC COMMON 452526106 600 28100 SH SOLE 28100 IMPERIAL SUGAR CO COMMON 453096208 912 48483 SH SOLE 48483 IMS HEALTH INC COMMON 449934108 1626 77400 SH SOLE 77400 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 320 7700 SH SOLE 7700 INFOSPACE INC COMMON 45678T201 397 34300 SH SOLE 34300 INGLES MARKETS INC -CL A COMMON 457030104 430 17489 SH SOLE 17489 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M/I HOMES INC COMMON 55305B101 266 15642 SH SOLE 15642 MACQUARIE INFRASTRUCTURE CO COMMON 55608B105 1279 43900 SH SOLE 43900 MACY'S INC COMMON 55616P104 733 31800 SH SOLE 31800 MANPOWER INC COMMON 56418H100 529 9400 SH SOLE 9400 MARATHON OIL CORP COMMON 565849106 570 12500 SH SOLE 12500 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 972 28300 SH SOLE 28300 MARSHALL & ILSLEY CORP COMMON 571837103 868 37400 SH SOLE 37400 MASSEY ENERGY CO COMMON 576206106 1730 47400 SH SOLE 47400 MASTEC INC COMMON 576323109 200 24343 SH SOLE 24343 MASTERCARD INC-CLASS A COMMON 57636Q104 513 2300 SH SOLE 2300 MATERIAL SCIENCES CORP COMMON 576674105 97 12500 SH SOLE 12500 MATTSON TECHNOLOGY INC COMMON 577223100 370 60800 SH SOLE 60800 MAX CAPITAL GROUP LTD COMMON G6052F103 348 13300 SH SOLE 13300 MB FINANCIAL INC COMMON 55264U108 1130 36700 SH SOLE 36700 MCDONALD'S CORP COMMON 580135101 1026 18400 SH SOLE 18400 MCKESSON CORP COMMON 58155Q103 1178 22500 SH SOLE 22500 MDC PARTNERS INC-A COMMON 552697104 126 17400 SH SOLE 17400 MDU RESOURCES GROUP INC COMMON 552690109 727 29600 SH SOLE 29600 MEADOWBROOK INSURANCE GROUP COMMON 58319P108 152 19500 SH SOLE 19500 MEADWESTVACO CORP COMMON 583334107 602 22100 SH SOLE 22100 MEDICAL ACTION IND INC COMMON 58449L100 214 13000 SH SOLE 13000 MEDICIS PHARMACEUTICAL-CL A COMMON 584690309 1000 50800 SH SOLE 50800 MEDTOX SCIENTIFIC INC COMMON 584977201 185 14000 SH SOLE 14000 MEMC ELECTRONIC MATERIALS COMMON 552715104 1042 14700 SH SOLE 14700 MERIDIAN BIOSCIENCE INC COMMON 589584101 1190 35600 SH SOLE 35600 MERIDIAN RESOURCE CORP COMMON 58977Q109 237 160300 SH SOLE 160300 MERIT MEDICAL SYSTEMS INC COMMON 589889104 364 23000 SH SOLE 23000 MERIX CORP COMMON 590049102 347 170000 SH SOLE 170000 MESA AIR GROUP INC COMMON 590479101 193 82300 SH SOLE 82300 METAVANTE TECHNOLOGIES INC COMMON 591407101 714 35700 SH SOLE 35700 METHODE ELECTRONICS INC COMMON 591520200 694 59346 SH SOLE 59346 METLIFE INC COMMON 59156R108 1079 17900 SH SOLE 17900 MICROSOFT CORP COMMON 594918104 812 28600 SH SOLE 28600 MICROSTRATEGY INC-CL A COMMON 594972408 888 12000 SH SOLE 12000 MID-AMERICA APARTMENT COMM COMMON 59522J103 603 12100 SH SOLE 12100 MILLER INDUSTRIES INC/TENN COMMON 600551204 300 31200 SH SOLE 31200 MIRANT CORP COMMON 60467R100 404 11100 SH SOLE 11100 MITCHAM INDUSTRIES INC COMMON 606501104 189 10600 SH SOLE 10600 MOLEX INC COMMON 608554101 361 15600 SH SOLE 15600 MOLINA HEALTHCARE INC COMMON 60855R100 1161 47557 SH SOLE 47557 MONACO COACH CORP COMMON 60886R103 241 25400 SH SOLE 25400 MONARCH CASINO & RESORT INC COMMON 609027107 1083 61155 SH SOLE 61155 MONSANTO CO COMMON 61166W101 580 5200 SH SOLE 5200 MONTPELIER RE HOLDINGS LTD COMMON G62185106 353 22000 SH SOLE 22000 MOVADO GROUP INC COMMON 624580106 731 37500 SH SOLE 37500 MTS SYSTEMS CORP COMMON 553777103 310 9600 SH SOLE 9600 MUELLER INDUSTRIES INC COMMON 624756102 1146 39720 SH SOLE 39720 MUELLER WATER PRODUCTS INC-A COMMON 624758108 341 41702 SH SOLE 41702 MULTI-FINELINE ELECTRONIX IN COMMON 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CORP COMMON 689648103 665 18800 SH SOLE 18800 OWENS & MINOR INC COMMON 690732102 484 12300 SH SOLE 12300 P G & E CORP COMMON 69331C108 217 5900 SH SOLE 5900 PACER INTERNATIONAL INC COMMON 69373H106 754 45900 SH SOLE 45900 PALOMAR MEDICAL TECHNOLOGIES COMMON 697529303 395 26131 SH SOLE 26131 PAR PHARMACEUTICAL COS INC COMMON 69888P106 221 12682 SH SOLE 12682 PARK ELECTROCHEMICAL CORP COMMON 700416209 377 14600 SH SOLE 14600 PARTNERRE LTD COMMON G6852T105 847 11100 SH SOLE 11100 PATRIOT COAL CORP COMMON 70336T104 249 5296 SH SOLE 5296 PATTERSON-UTI ENERGY INC COMMON 703481101 924 35300 SH SOLE 35300 PENSKE AUTO GROUP INC COMMON 70959W103 1022 52500 SH SOLE 52500 PEPCO HOLDINGS INC COMMON 713291102 1421 57500 SH SOLE 57500 PEPSI BOTTLING GROUP INC COMMON 713409100 512 15100 SH SOLE 15100 PEPSICO INC COMMON 713448108 686 9500 SH SOLE 9500 PERICOM SEMICONDUCTOR CORP COMMON 713831105 178 12100 SH SOLE 12100 PERINI CORP COMMON 713839108 1214 33500 SH SOLE 33500 PETROQUEST ENERGY INC COMMON 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