-----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, LM1nYtOjrnkdRJpFv8cE3XE/GXj1Y2JfOi6Bt3iEE7Ux4s7NcBWFqyr3AwmcLsnR y8JNZRfrFbEVKcP3o3CbGw== 0000906344-08-000223.txt : 20080213 0000906344-08-000223.hdr.sgml : 20080213 20080213124059 ACCESSION NUMBER: 0000906344-08-000223 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080213 DATE AS OF CHANGE: 20080213 EFFECTIVENESS DATE: 20080213 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: 08602770 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 ment4q07.txt FORM 13F - FOURTH QUARTER 2007 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2007 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: 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 02/12/08 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: 693 Form 13F Information Table Value Total (x1000): $510,244 List of Other Included Managers: None FORM 13F INFORMATION TABLE - FOURTH QUARTER 2007 MENTA CAPITAL LLC
TITLE SHARES OF VALUE PRINCIPAL SH/ PUT/ INVSMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) AMOUNT PRN CALL DSCRTN MANAGERS SOLE SHARED NONE ===================================================================================================================== 1-800-Flowers.Com Inc-Cl A Common 68243Q106 102 11700 SH Sole 11700 1St Source Corp Common 336901103 673 38877 SH Sole 38877 Abraxas Petroleum Corp Common 003830106 50 13000 SH Sole 13000 AC Moore Arts & Crafts Inc Common 00086T103 740 53800 SH Sole 53800 Ace Ltd Common G0070K103 877 14200 SH Sole 14200 Actuate Corporation Common 00508B102 145 18700 SH Sole 18700 Acuity Brands Inc Common 00508Y102 1,265 28100 SH Sole 28100 Acxiom Corp Common 005125109 1,184 100900 SH Sole 100900 ADC Telecommunications Inc Common 000886309 516 33200 SH Sole 33200 Advance America Cash Advance Common 00739W107 889 87500 SH Sole 87500 Advanced Energy Industries Common 007973100 354 27100 SH Sole 27100 AEP Industries Inc Common 001031103 1,399 43700 SH Sole 43700 Aeropostale Inc Common 007865108 666 25150 SH Sole 25150 Aerovironment Inc Common 008073108 482 19900 SH Sole 19900 AFC Enterprises Common 00104Q107 642 56721 SH Sole 56721 Aftermarket Technology Corp Common 008318107 1,935 71000 SH Sole 71000 Agco Corp Common 001084102 326 4800 SH Sole 4800 Agree Realty Corp Common 008492100 379 12600 SH Sole 12600 Air Methods Corp Common 009128307 333 6700 SH Sole 6700 AK Steel Holding Corp Common 001547108 509 11000 SH Sole 11000 Albemarle Corp Common 012653101 380 9200 SH Sole 9200 Allegiant Travel Co Common 01748X102 1,147 35700 SH Sole 35700 Alliance Imaging Inc Common 018606202 791 82200 SH Sole 82200 Allion Healthcare Inc Common 019615103 59 10800 SH Sole 10800 Alpha Natural Resources Inc Common 02076X102 1,627 50100 SH Sole 50100 AMB Property Corp Common 00163T109 1,203 20900 SH Sole 20900 America Service Group Inc Common 02364L109 656 89500 SH Sole 89500 American Axle & Mfg Holdings Common 024061103 305 16400 SH Sole 16400 American Capital Strategies Common 024937104 330 10000 SH Sole 10000 American Commercial Lines Common 025195207 218 13400 SH Sole 13400 American Financial Group Inc Common 025932104 1,144 39600 SH Sole 39600 American Greetings Corp-Cl A Common 026375105 629 31000 SH Sole 31000 American Railcar Industries Common 02916P103 539 28000 SH Sole 28000 American Software Inc-Cl A Common 029683109 128 15100 SH Sole 15100 American States Water Co Common 029899101 362 9600 SH Sole 9600 American Vanguard Corp Common 030371108 279 16100 SH Sole 16100 Amerigas Partners-Lp Common 030975106 386 10700 SH Sole 10700 Amerigon Inc Common 03070L300 1,467 69406 SH Sole 69406 Ameris Bancorp Common 03076K108 482 28620 SH Sole 28620 Amerisafe Inc Common 03071H100 341 22000 SH Sole 22000 Amkor Technology Inc Common 031652100 728 85400 SH Sole 85400 AMR Corp Common 001765106 269 19200 SH Sole 19200 Anchor Bancorp Wisconsin Inc Common 032839102 855 36369 SH Sole 36369 Ansoft Corp Common 036384105 925 35800 SH Sole 35800 Apollo Group Inc-Cl A Common 037604105 1,059 15100 SH Sole 15100 Apple Inc Common 037833100 1,565 7900 SH Sole 7900 Applied Industrial Tech Inc Common 03820C105 627 21600 SH Sole 21600 Applied Signal Technology Common 038237103 148 10900 SH Sole 10900 Arch Capital Group Ltd Common G0450A105 535 7600 SH Sole 7600 Argo Group International Common G0464B107 539 12800 SH Sole 12800 Asbury Automotive Group Common 043436104 293 19500 SH Sole 19500 Aspen Insurance Holdings Ltd Common G05384105 459 15900 SH Sole 15900 Associated Estates Realty Cp Common 045604105 963 102003 SH Sole 102003 Assurant Inc Common 04621X108 636 9500 SH Sole 9500 Astoria Financial Corp Common 046265104 505 21700 SH Sole 21700 Asyst Technologies Inc Common 04648X107 583 178700 SH Sole 178700 Atlas Pipeline Partners Lp Common 049392103 236 5500 SH Sole 5500 Atwood Oceanics Inc Common 050095108 1,243 12400 SH Sole 12400 Audible Inc Common 05069A302 301 33800 SH Sole 33800 Autodesk Inc Common 052769106 269 5400 SH Sole 5400 Autoliv Inc Common 052800109 237 4500 SH Sole 4500 Autonation Inc Common 05329W102 955 61000 SH Sole 61000 Avalonbay Communities Inc Common 053484101 292 3100 SH Sole 3100 Avatar Holdings Inc Common 053494100 1,723 41200 SH Sole 41200 Avici Systems Inc Common 05367L802 1,513 190800 SH Sole 190800 Avista Corp Common 05379B107 498 23100 SH Sole 23100 Axis Capital Holdings Ltd Common G0692U109 1,107 28400 SH Sole 28400 Baker (Michael) Corp Common 057149106 1,028 25000 SH Sole 25000 Bally Technologies Inc Common 05874B107 1,134 22800 SH Sole 22800 Bancfirst Corp Common 05945F103 219 5100 SH Sole 5100 Bancorp Inc/The Common 05969A105 199 14772 SH Sole 14772 Bancorpsouth Inc Common 059692103 711 30100 SH Sole 30100 Bank Of Hawaii Corp Common 062540109 1,325 25900 SH Sole 25900 Bank Of New York Mellon Corp Common 064058100 1,516 31100 SH Sole 31100 Banner Corporation Common 06652V109 997 34700 SH Sole 34700 Bare Escentuals Inc Common 067511105 2,711 111800 SH Sole 111800 Barnes & Noble Inc Common 067774109 916 26600 SH Sole 26600 BB&T Corp Common 054937107 255 8300 SH Sole 8300 Bebe Stores Inc Common 075571109 300 23300 SH Sole 23300 Bed Bath & Beyond Inc Common 075896100 1,137 38700 SH Sole 38700 Bentley Pharmaceuticals Inc Common 082657107 278 18400 SH Sole 18400 Berkshire Hills Bancorp Inc Common 084680107 450 17317 SH Sole 17317 Bidz.Com Inc Common 08883T200 193 21500 SH Sole 21500 Big 5 Sporting Goods Corp Common 08915P101 481 33342 SH Sole 33342 Big Lots Inc Common 089302103 870 54400 SH Sole 54400 Biomed Realty Trust Inc Common 09063H107 528 22800 SH Sole 22800 BJ's Wholesale Club Inc Common 05548J106 1,164 34400 SH Sole 34400 Bluelinx Holdings Inc Common 09624H109 888 226000 SH Sole 226000 Blyth Inc Common 09643P108 1,189 54200 SH Sole 54200 BMC Software Inc Common 055921100 442 12400 SH Sole 12400 Boeing Co Common 097023105 1,845 21100 SH Sole 21100 Bois D'Arc Energy Inc Common 09738U103 1,904 95900 SH Sole 95900 Books-A-Million Inc Common 098570104 540 45300 SH Sole 45300 Borders Group Inc Common 099709107 237 22278 SH Sole 22278 Borgwarner Inc Common 099724106 271 5600 SH Sole 5600 Boston Private Finl Holding Common 101119105 1,340 49500 SH Sole 49500 Bovie Medical Corp Common 10211F100 211 33000 SH Sole 33000 Brady Corporation-Cl A Common 104674106 1,070 30500 SH Sole 30500 Brandywine Realty Trust SH BEN 105368203 1,056 58900 SH Sole 58900 INT NEW BRE Properties Inc Class A 05564E106 924 22800 SH Sole 22800 Brinker International Inc Common 109641100 559 28600 SH Sole 28600 Bronco Drilling Co Inc Common 112211107 628 42300 SH Sole 42300 Brown Shoe Company Inc Common 115736100 884 58300 SH Sole 58300 Btu International Inc Common 056032105 147 11000 SH Sole 11000 Buckeye Partners LP Common 118230101 405 8200 SH Sole 8200 Buckeye Technologies Inc Common 118255108 1,317 105396 SH Sole 105396 Builders Firstsource Inc Common 12008R107 455 63050 SH Sole 63050 Burger King Holdings Inc Common 121208201 348 12200 SH Sole 12200 Cabela's Inc Common 126804301 228 15100 SH Sole 15100 Cabot Corp Common 127055101 253 7600 SH Sole 7600 Calamos Asset Management-A Common 12811R104 2,043 68600 SH Sole 68600 Callaway Golf Company Common 131193104 403 23100 SH Sole 23100 Callon Petroleum Co Common 13123X102 788 47900 SH Sole 47900 Cameron International Corp Common 13342B105 635 13200 SH Sole 13200 Caraco Pharm Labs Ltd Common 14075T107 1,240 72294 SH Sole 72294 Cardiac Science Corp Common 14141A108 165 20400 SH Sole 20400 Career Education Corp Common 141665109 231 9200 SH Sole 9200 Carmax Inc Common 143130102 468 23700 SH Sole 23700 Carrols Restaurant Group Inc Common 14574X104 420 43800 SH Sole 43800 Casey'S General Stores Inc Common 147528103 1,312 44300 SH Sole 44300 Castlepoint Holdings Ltd Common G19522112 193 16100 SH Sole 16100 CBL & Associates Properties Common 124830100 856 35800 SH Sole 35800 Cbrl Group Inc Common 12489V106 557 17200 SH Sole 17200 Centennial Communications CP Common 15133V208 469 50500 SH Sole 50500 Center Financial Corp Common 15146E102 647 52525 SH Sole 52525 Centex Corp Common 152312104 748 29600 SH Sole 29600 Central Pacific Financial Co Common 154760102 679 36800 SH Sole 36800 Centurytel Inc Common 156700106 2,090 50400 SH Sole 50400 CF Industries Holdings Inc Common 125269100 858 7800 SH Sole 7800 Charles & Colvard Ltd Common 159765106 24 10700 SH Sole 10700 Charlotte Russe Holding Inc Common 161048103 407 25200 SH Sole 25200 Chevron Corp Common 166764100 1,307 14000 SH Sole 14000 China Automotive Systems Inc Common 16936R105 339 43692 SH Sole 43692 Choice Hotels Intl Inc Common 169905106 5,183 156100 SH Sole 156100 Chordiant Software Inc Common 170404305 575 67300 SH Sole 67300 Chubb Corp Common 171232101 851 15600 SH Sole 15600 Ciena Corp Common 171779309 689 20200 SH Sole 20200 Cincinnati Bell Inc Common 171871106 420 88500 SH Sole 88500 Circuit City Stores Inc Common 172737108 267 63600 SH Sole 63600 City National Corp Common 178566105 1,310 22000 SH Sole 22000 Cleveland-Cliffs Inc Common 185896107 262 2600 SH Sole 2600 Clorox Company Common 189054109 2,248 34500 SH Sole 34500 Cna Surety Corp Common 12612L108 449 22700 SH Sole 22700 Coach Inc Common 189754104 670 21900 SH Sole 21900 Coeur D'Alene Mines Corp Common 192108108 111 22534 SH Sole 22534 Cognex Corp Common 192422103 425 21100 SH Sole 21100 Cohen & Steers Inc Common 19247A100 405 13500 SH Sole 13500 Colonial Bancgroup Inc Common 195493309 512 37800 SH Sole 37800 Columbia Bancorp/Or Common 197231103 274 16600 SH Sole 16600 Columbia Banking System Inc Common 197236102 431 14500 SH Sole 14500 Columbia Sportswear Co Common 198516106 395 8964 SH Sole 8964 Comerica Inc Common 200340107 1,310 30100 SH Sole 30100 Commscope Inc Common 203372107 915 18600 SH Sole 18600 Community Bank System Inc Common 203607106 399 20100 SH Sole 20100 Computer Programs & Systems Common 205306103 439 19300 SH Sole 19300 Comstock Resources Inc Common 205768203 391 11500 SH Sole 11500 Comtech Group Inc Common 205821200 198 12300 SH Sole 12300 Comtech Telecommunications Common 205826209 805 14900 SH Sole 14900 Conmed Corp Common 207410101 816 35300 SH Sole 35300 Conocophillips Common 20825C104 1,581 17900 SH Sole 17900 Consol Energy Inc Common 20854P109 901 12600 SH Sole 12600 Continental Airlines-Class B Common 210795308 863 38800 SH Sole 38800 Con-Way Inc Common 205944101 1,387 33400 SH Sole 33400 Cooper Tire & Rubber Common 216831107 1,927 116236 SH Sole 116236 Core-Mark Holding Co Inc Common 218681104 291 10121 SH Sole 10121 Corn Products Intl Inc Common 219023108 434 11800 SH Sole 11800 Corporate Office Properties SH BEN INT 22002T108 539 17100 SH Sole 17100 Corvel Corp Common 221006109 249 10800 SH Sole 10800 Cosi Inc Common 22122P101 43 19000 SH Sole 19000 Coventry Health Care Inc Common 222862104 1,031 17400 SH Sole 17400 Credence Systems Corp Common 225302108 286 118200 SH Sole 118200 Crown Holdings Inc Common 228368106 485 18900 SH Sole 18900 Cryolife Inc Common 228903100 120 15100 SH Sole 15100 CSG Systems Intl Inc Common 126349109 710 48200 SH Sole 48200 CSK Auto Corp Common 125965103 284 56700 SH Sole 56700 CSS Industries Inc Common 125906107 1,158 31560 SH Sole 31560 CTS Corp Common 126501105 206 20700 SH Sole 20700 Cubic Corp Common 229669106 1,172 29900 SH Sole 29900 Cummins Inc Common 231021106 713 5600 SH Sole 5600 Cutera Inc Common 232109108 878 55900 SH Sole 55900 CVS Caremark Corp Common 126650100 461 11591 SH Sole 11591 Darden Restaurants Inc Common 237194105 377 13600 SH Sole 13600 Darling International Inc Common 237266101 902 78000 SH Sole 78000 Dell Inc Common 24702R101 431 17600 SH Sole 17600 Delphi Financial Group-Cl A Common 247131105 656 18600 SH Sole 18600 Denny's Corp Common 24869P104 684 182300 SH Sole 182300 Dentsply International Inc Common 249030107 702 15600 SH Sole 15600 Devon Energy Corporation Common 25179M103 1,716 19300 SH Sole 19300 Diamondrock Hospitality Co Common 252784301 662 44200 SH Sole 44200 Digital Realty Trust Inc Common 253868103 545 14200 SH Sole 14200 Digital River Inc Common 25388B104 506 15293 SH Sole 15293 Dionex Corp Common 254546104 224 2700 SH Sole 2700 Discover Financial Services Common 254709108 745 49400 SH Sole 49400 Dolby Laboratories Inc-Cl A Common 25659T107 1,626 32700 SH Sole 32700 Dollar Tree Stores Inc Common 256747106 1,091 42100 SH Sole 42100 Double-Take Software Inc Common 258598101 882 40600 SH Sole 40600 Dresser-Rand Group Inc Common 261608103 1,242 31800 SH Sole 31800 Drew Industries Inc Common 26168L205 1,515 55300 SH Sole 55300 Dril-Quip Inc Common 262037104 590 10600 SH Sole 10600 Duke Energy Corp Common 26441C105 381 18900 SH Sole 18900 Duke Realty Corp COM NEW 264411505 1,249 47900 SH Sole 47900 Dun & Bradstreet Corp Common 26483E100 2,251 25400 SH Sole 25400 East West Bancorp Inc Common 27579R104 865 35700 SH Sole 35700 Eastman Chemical Company Common 277432100 629 10300 SH Sole 10300 Eaton Vance Corp Common 278265103 331 7300 SH Sole 7300 Ebay Inc Common 278642103 458 13800 SH Sole 13800 Edison International Common 281020107 336 6300 SH Sole 6300 Einstein Noah Restaurant Gro Common 28257U104 267 14700 SH Sole 14700 Emulex Corp Common 292475209 610 37400 SH Sole 37400 Encore Wire Corp Common 292562105 925 58100 SH Sole 58100 Endo Pharmaceut Hldgs Inc Common 29264F205 1,614 60500 SH Sole 60500 Endurance Specialty Holdings Common G30397106 776 18600 SH Sole 18600 Energen Corp Common 29265N108 1,561 24300 SH Sole 24300 Energy Partners Ltd Common 29270U105 1,339 113366 SH Sole 113366 Ensco International Inc Common 26874Q100 1,198 20100 SH Sole 20100 Entertainment Properties Tr COM SH 29380T105 992 21100 SH Sole 21100 BEN INT Entropic Communications Inc Common 29384R105 910 125000 SH Sole 125000 Epoch Holding Corp Common 29428R103 222 14800 SH Sole 14800 Equity Lifestyle Properties Common 29472R108 1,242 27200 SH Sole 27200 Equity Residential SH BEN INT 29476L107 1,386 38000 SH Sole 38000 Essex Property Trust Inc Common 297178105 263 2700 SH Sole 2700 Evercore Partners Inc-Cl A Common 29977A105 1,782 82700 SH Sole 82700 Expeditors Intl Wash Inc Common 302130109 554 12400 SH Sole 12400 Express Scripts Inc Common 302182100 1,752 24000 SH Sole 24000 Exxon Mobil Corp Common 30231G102 2,258 24100 SH Sole 24100 Family Dollar Stores Common 307000109 1,013 52700 SH Sole 52700 Famous Dave's Of America Common 307068106 386 28500 SH Sole 28500 FBR Capital Markets Corp Common 30247C301 444 46317 SH Sole 46317 Federated Investors Inc-Cl B Common 314211103 2,144 52100 SH Sole 52100 Felcor Lodging Trust Inc Common 31430F101 934 59900 SH Sole 59900 Fifth Third Bancorp Common 316773100 354 14100 SH Sole 14100 First Advantage Corp-Cl A Common 31845F100 1,039 63108 SH Sole 63108 First Bancorp/NC Common 318910106 759 40200 SH Sole 40200 First Busey Corp Common 319383105 600 30200 SH Sole 30200 First Citizens Bcshs-Cl A Common 31946M103 263 1800 SH Sole 1800 First Consulting Group Inc Common 31986R103 336 26007 SH Sole 26007 First Financial Holdings Inc 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Common 356108100 178 18500 SH Sole 18500 Freeport-McMoran Copper Common 35671D857 615 6000 SH Sole 6000 Frontier Financial Corp Common 35907K105 494 26600 SH Sole 26600 Frontier Oil Corp Common 35914P105 1,643 40500 SH Sole 40500 Ftd Group Inc Common 30267U108 549 42600 SH Sole 42600 Fuel Systems Solutions Inc Common 35952W103 444 31082 SH Sole 31082 Furmanite Corp Common 361086101 498 42200 SH Sole 42200 Fushi Copperweld Inc Common 36113C101 339 13464 SH Sole 13464 Gaiam Inc-Class A Common 36268Q103 638 21500 SH Sole 21500 Gamco Investors Inc-A Common 361438104 3,515 50800 SH Sole 50800 Gamestop Corp-Class A Common 36467W109 242 3900 SH Sole 3900 Gap Inc/The Common 364760108 645 30300 SH Sole 30300 Genesis Microchip Inc Common 37184C103 856 99873 SH Sole 99873 Genlyte Group Inc Common 372302109 333 3500 SH Sole 3500 Gen-Probe Inc Common 36866T103 201 3200 SH Sole 3200 Gentex Corp Common 371901109 2,640 148566 SH Sole 148566 Geoeye Inc Common 37250W108 545 16200 SH Sole 16200 Gevity Hr Inc Common 374393106 262 34100 SH Sole 34100 Glatfelter Common 377316104 701 45800 SH Sole 45800 Glimcher Realty Trust SH BEN INT 379302102 1,206 84400 SH Sole 84400 Global Cash Access Holdings Common 378967103 320 52800 SH Sole 52800 Global Industries Ltd Common 379336100 3,500 163400 SH Sole 163400 Globecomm Systems Inc Common 37956X103 151 12900 SH Sole 12900 Gmarket Inc-ADR SPON ADR 38012G100 234 9400 SH Sole 9400 Graco Inc Common 384109104 999 26800 SH Sole 26800 Graftech International Ltd Common 384313102 666 37500 SH Sole 37500 Graham Corp Common 384556106 508 9700 SH Sole 9700 Grant Prideco Inc Common 38821G101 416 7500 SH Sole 7500 Great Atlantic & Pac Tea Co Common 390064103 548 17500 SH Sole 17500 Green Bankshares Inc Common 394361208 648 33752 SH Sole 33752 Green Mountain Coffee Roaste Common 393122106 309 7600 SH Sole 7600 Greenfield Online Common 395150105 479 32800 SH Sole 32800 Greenhill & Co Inc Common 395259104 1,855 27900 SH Sole 27900 Grey Wolf Inc Common 397888108 322 60400 SH Sole 60400 Handleman Co Common 410252100 58 34000 SH Sole 34000 Hanmi Financial Corporation Common 410495105 190 22000 SH Sole 22000 Hansen Natural Corporation Common 411310105 509 11500 SH Sole 11500 Harley-Davidson Inc Common 412822108 369 7900 SH Sole 7900 Hartford Financial Svcs Grp Common 416515104 410 4700 SH Sole 4700 Hasbro Inc Common 418056107 1,302 50900 SH Sole 50900 Haverty Furniture Common 419596101 210 23400 SH Sole 23400 HCC Insurance Holdings Inc Common 404132102 1,081 37700 SH Sole 37700 Health Grades Inc Common 42218Q102 323 54237 SH Sole 54237 Health Net Inc Common 42222G108 1,270 26300 SH Sole 26300 Healthspring Inc Common 42224N101 1,634 85800 SH Sole 85800 Healthtronics Inc Common 42222L107 1,589 346100 SH Sole 346100 Heartland Financial USA Inc Common 42234Q102 359 19326 SH Sole 19326 Heartland Payment Systems In Common 42235N108 748 27900 SH Sole 27900 Hercules Inc Common 427056106 685 35400 SH Sole 35400 Herman Miller Inc Common 600544100 4,308 133000 SH Sole 133000 Hersha Hospitality Trust SH BEN 427825104 1,247 131300 SH Sole 131300 INT A Hershey Co/The Common 427866108 1,225 31100 SH Sole 31100 Hess Corp Common 42809H107 857 8500 SH Sole 8500 HNI Corp Common 404251100 950 27100 SH Sole 27100 Holly Corp Common 435758305 1,211 23800 SH Sole 23800 Hologic Inc Common 436440101 302 4400 SH Sole 4400 Home Depot Inc Common 437076102 224 8300 SH Sole 8300 Home Diagnostics Inc Common 437080104 397 48546 SH Sole 48546 Horizon Financial Corp Common 44041F105 659 37792 SH Sole 37792 Hormel Foods Corp Common 440452100 1,328 32800 SH Sole 32800 Horsehead Holding Corp Common 440694305 1,017 59900 SH Sole 59900 Hospitality Properties Trust COM SH 44106M102 1,263 39200 SH Sole 39200 BEN INT Host Hotels & Resorts Inc Common 44107P104 1,218 71500 SH Sole 71500 Hot Topic Inc Common 441339108 708 121600 SH Sole 121600 Houston Wire & Cable Co Common 44244K109 294 20800 SH Sole 20800 Humana Inc Common 444859102 1,069 14200 SH Sole 14200 Huntington Bancshares Inc Common 446150104 294 19900 SH Sole 19900 IAC/Interactivecorp Common 44919P300 1,195 44400 SH Sole 44400 Iberiabank Corp Common 450828108 860 18400 SH Sole 18400 ICF International Inc Common 44925C103 796 31500 SH Sole 31500 ICO Inc Common 449293109 439 34200 SH Sole 34200 Ii-Vi Inc Common 902104108 339 11100 SH Sole 11100 Immersion Corporation Common 452521107 602 46500 SH Sole 46500 Immucor Inc Common 452526106 860 25300 SH Sole 25300 Imperial Sugar Co Common 453096208 675 35959 SH Sole 35959 IMS Health Inc Common 449934108 1,214 52700 SH Sole 52700 Ingles Markets Inc-Cl A Common 457030104 442 17389 SH Sole 17389 Inland Real Estate Corp COM NEW 457461200 1,201 84800 SH Sole 84800 Integra Bank Corporation Common 45814P105 205 14500 SH Sole 14500 Integrated Device Tech Inc Common 458118106 239 21100 SH Sole 21100 Integrated Electrical Servic Common 45811E301 1,270 67600 SH Sole 67600 Interdigital Inc Common 45867G101 448 19200 SH Sole 19200 International 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