-----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, PtTS/2FeUZC/RuDM+gb59sCa1GzypbW56QcEVYIlBzpb52Pl/3uZCnBv5TAXdY4t 4bNzscjFKmutGyWKDViLMQ== 0000906344-10-000058.txt : 20100208 0000906344-10-000058.hdr.sgml : 20100208 20100205180246 ACCESSION NUMBER: 0000906344-10-000058 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100208 DATE AS OF CHANGE: 20100205 EFFECTIVENESS DATE: 20100208 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MENTA CAPITAL LLC CENTRAL INDEX KEY: 0001374701 IRS NUMBER: 205164169 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12773 FILM NUMBER: 10578359 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 menta4q09.txt FORM 13F - FOURTH QUARTER 2009 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, 2009 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: MENTA CAPITAL LLC Address: 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: Name: Laurent Dubois Title: Managing Member Phone: (415) 490-2610 Signature, Place and Date of Signing: /s/ Laurent Dubois San Francisco, CA February 5, 2010 - -------------------------- --------------------- -------------------- [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).) I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 282 Form 13F Information Table Value Total: 71374 MENTA CAPITAL LLC FORM 13F INFORMATION TABLE - FOURTH QUARTER 2009
VALUE SHARES/ SH/ PUT/ INVSMT OTH VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DSCRTN MRS SOLE SHARED NONE ====================================================================================================================== A.O.SMITH CORP COM STK COMMON STOCK 831865209 282 6500 SH SOLE 6500 0 0 ACADIA REALTY TRUST COM REIT REITS/RICS 004239109 541 32093 SH SOLE 32093 0 0 ACE LIMITED COM STK COMMON STOCK H0023R105 388 7700 SH SOLE 7700 0 0 ACTUATE CORP COM STK COMMON STOCK 00508B102 49 11437 SH SOLE 11437 0 0 ADAPTEC INC COM STK COMMON STOCK 00651F108 112 33300 SH SOLE 33300 0 0 ADVANCE AMER CASH ADVANCE CTR COMMON STOCK 00739W107 175 31521 SH SOLE 31521 0 0 AES CORP COM STK COMMON STOCK 00130H105 241 18100 SH SOLE 18100 0 0 AGILYSYS INC COM STK COMMON STOCK 00847J105 102 11249 SH SOLE 11249 0 0 AGREE REALTY CORP COM REIT REITS/RICS 008492100 542 23286 SH SOLE 23286 0 0 ALLSTATE CORP COM STK COMMON STOCK 020002101 400 13300 SH SOLE 13300 0 0 ALPHA PRO TECH LTD COM STK COMMON STOCK 020772109 64 14100 SH SOLE 14100 0 0 AMERICAN CAPITAL AGENCY CORP REITS/RICS 02503X105 541 20400 SH SOLE 20400 0 0 AMERICAN EQUITY INVESTMENT LI COMMON STOCK 025676206 148 19900 SH SOLE 19900 0 0 AMERICAN FINL GROUP INC OHIO C COMMON STOCK 025932104 372 14899 SH SOLE 14899 0 0 AMERISOURCEBERGEN CORP COM STK COMMON STOCK 03073E105 310 11900 SH SOLE 11900 0 0 AMN HEALTHCARE SERVICES INC C COMMON STOCK 001744101 107 11857 SH SOLE 11857 0 0 APOLLO COMMERCIAL REAL ESTATE REITS/RICS 03762U105 187 10400 SH SOLE 10400 0 0 ARGO GROUP INTERNATIONAL HOLD COMMON STOCK G0464B107 357 12265 SH SOLE 12265 0 0 ARUBA NETWORK INC COMMON STOCK 043176106 267 25000 SH SOLE 25000 0 0 ASBURY AUTOMOTIVE GROUP INC COMMON STOCK 043436104 138 11976 SH SOLE 11976 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK G05384105 426 16746 SH SOLE 16746 0 0 ASSOCIATED BANC CORP COM STK COMMON STOCK 045487105 203 18400 SH SOLE 18400 0 0 ASSOCIATED ESTATES REALTY COR REITS/RICS 045604105 501 44474 SH SOLE 44474 0 0 ASSURANT INC COM STK COMMON STOCK 04621X108 330 11200 SH SOLE 11200 0 0 ATMOS ENERGY CORP COM STK COMMON STOCK 049560105 315 10724 SH SOLE 10724 0 0 AURIZON MINES LTD CAD COM NPV COMMON STOCK 05155P106 316 70252 SH SOLE 70252 0 0 AVNET INC COM STK COMMON STOCK 053807103 275 9132 SH SOLE 9132 0 0 AXIS CAPITAL HLDGS COMMON STOCK G0692U109 417 14680 SH SOLE 14680 0 0 BANCORP INC DEL COM STK COMMON STOCK 05969A105 467 68009 SH SOLE 68009 0 0 BANK OF MONTREAL CAD COM NPV COMMON STOCK 063671101 303 5700 SH SOLE 5700 0 0 BARRICK GOLD CORP COM COMMON STOCK 067901108 264 6700 SH SOLE 6700 0 0 BAYTEX ENERGY TR TRUST UNIT COMMON STOCK 073176109 223 7900 SH SOLE 7900 0 0 BB&T CORP COM STK COMMON STOCK 054937107 332 13100 SH SOLE 13100 0 0 BGC PARTNERS INC COMMON STOCK 05541T101 73 15814 SH SOLE 15814 0 0 BIOMED REALTY TRUST INC COM ST REITS/RICS 09063H107 328 20800 SH SOLE 20800 0 0 BIOSCRIP INC COM STK COMMON STOCK 09069N108 190 22706 SH SOLE 22706 0 0 BOISE INC CORP COM STK COMMON STOCK 09746Y105 131 24600 SH SOLE 24600 0 0 BOSTON BEER INC CL A COM STK COMMON STOCK 100557107 452 9700 SH SOLE 9700 0 0 BOSTON PROPERTIES INC MASSAC REITS/RICS 101121101 222 3304 SH SOLE 3304 0 0 BRANDYWINE REALTY TRUST COM R REITS/RICS 105368203 494 43373 SH SOLE 43373 0 0 BRE PROPERTIES INC CL A COM RE REITS/RICS 05564E106 533 16100 SH SOLE 16100 0 0 BRIGHTPOINT INC COM COMMON STOCK 109473405 216 29410 SH SOLE 29410 0 0 BROADRIDG FIN COMMON STOCK 11133T103 302 13407 SH SOLE 13407 0 0 BROOKLINE BANCORP INC DE COM COMMON STOCK 11373M107 460 46368 SH SOLE 46368 0 0 BROWN & BROWN INC COM STK COMMON STOCK 115236101 438 24398 SH SOLE 24398 0 0 BRUKER CORP COM COMMON STOCK 116794108 134 11100 SH SOLE 11100 0 0 C H ROBINSON WORLDWIDE INC CO COMMON STOCK 12541W209 311 5300 SH SOLE 5300 0 0 CAL DIVE INTERNATIONAL INC COMMON STOCK 12802T101 167 22032 SH SOLE 22032 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK 12811R104 119 10302 SH SOLE 10302 0 0 CANADIAN IMPERIAL BANK OF COM COMMON STOCK 136069101 357 5500 SH SOLE 5500 0 0 CAPLEASE INC REITS/RICS 140288101 260 59343 SH SOLE 59343 0 0 CARDIAC SCIENCE COMMON STOCK 14141A108 39 17531 SH SOLE 17531 0 0 CARIBOU COFFEE INC COM STK COMMON STOCK 142042209 77 10000 SH SOLE 10000 0 0 CARROLS HOLDINGS CORP COMMON STOCK 14574X104 170 24000 SH SOLE 24000 0 0 CATO CORP NEW CL A COMMON STOCK 149205106 323 16100 SH SOLE 16100 0 0 CBL & ASSOCIATES PROPERTIES I REITS/RICS 124830100 392 40547 SH SOLE 40547 0 0 CENTENE CORP DEL COM STK COMMON STOCK 15135B101 212 10000 SH SOLE 10000 0 0 CHINA BIO ENERGY HLD G GROUP C COMMON STOCK 16948P105 85 12100 SH SOLE 12100 0 0 CHINA ED ALLIANCE INC COM STK COMMON STOCK 16938Y207 110 18000 SH SOLE 18000 0 0 CHIQUITA BRANDS INTL INC COM COMMON STOCK 170032809 239 13249 SH SOLE 13249 0 0 CIBER INC COM STK COMMON STOCK 17163B102 50 14400 SH SOLE 14400 0 0 CISCO SYSTEMS INC COM STK COMMON STOCK 17275R102 304 12700 SH SOLE 12700 0 0 CITIGROUP INC COM STK COMMON STOCK 172967101 94 28300 SH SOLE 28300 0 0 CKE RESTAURANTS INC COM STK COMMON STOCK 12561E105 158 18624 SH SOLE 18624 0 0 CNA SURETY CORP COM STK COMMON STOCK 12612L108 299 20092 SH SOLE 20092 0 0 COBIZ FINANCIAL INC COMMON STOCK 190897108 346 72932 SH SOLE 72932 0 0 COCA COLA ENTERPRISES INC COM COMMON STOCK 191219104 327 15401 SH SOLE 15401 0 0 COGDELL SPENCER INC COM REITS/RICS 19238U107 164 29032 SH SOLE 29032 0 0 COMFORT SYS USA INC COM STK COMMON STOCK 199908104 193 15600 SH SOLE 15600 0 0 COMMERCE BANCSHARES INC COM ST COMMON STOCK 200525103 256 6600 SH SOLE 6600 0 0 COMMUNITY BK SYS INC COM STK COMMON STOCK 203607106 200 10344 SH SOLE 10344 0 0 COMPUWARE CORP COM STK COMMON STOCK 205638109 217 30000 SH SOLE 30000 0 0 CONSECO INC COM STK COMMON STOCK 208464883 80 15900 SH SOLE 15900 0 0 CONSTANT CONTACT INC COM STK COMMON STOCK 210313102 173 10800 SH SOLE 10800 0 0 CONSTELLATION ENERGY GROUP IN COMMON STOCK 210371100 324 9200 SH SOLE 9200 0 0 CONTINUCARE CORP COM STK COMMON STOCK 212172100 206 47100 SH SOLE 47100 0 0 COOPER TIRE & RUBBER CO COM S COMMON STOCK 216831107 345 17187 SH SOLE 17187 0 0 CORRIENTE RES INC COM COMMON STOCK 22027E409 114 14100 SH SOLE 14100 0 0 COTT CORPORATION CAD NPV COM COMMON STOCK 22163N106 274 33300 SH SOLE 33300 0 0 CRACKER BARREL OLD COUNTRY STO COMMON STOCK 22410J106 342 9000 SH SOLE 9000 0 0 CRAY INC COM STK COMMON STOCK 225223304 187 29169 SH SOLE 29169 0 0 CUBIC CORP COM STK COMMON STOCK 229669106 269 7200 SH SOLE 7200 0 0 CUBIST PHARMACEUTICALS INC CO COMMON STOCK 229678107 222 11700 SH SOLE 11700 0 0 CVB FINL CORP COM STK COMMON STOCK 126600105 302 34975 SH SOLE 34975 0 0 DARLING INTL INC COM STK COMMON STOCK 237266101 199 23743 SH SOLE 23743 0 0 DIAMOND MGMT & TECHNOLOGY COM COMMON STOCK 25269L106 157 21343 SH SOLE 21343 0 0 DOLLAR THRIFTY AUTOMOTIVE GR COMMON STOCK 256743105 218 8500 SH SOLE 8500 0 0 DONNELLEY R R & SONS CO COM S COMMON STOCK 257867101 208 9335 SH SOLE 9335 0 0 DSW INC CL A COM STK COMMON STOCK 23334L102 225 8700 SH SOLE 8700 0 0 DUKE REALTY CORP COM STK REITS/RICS 264411505 316 26000 SH SOLE 26000 0 0 DUPONT FABROS TECH REIT REITS/RICS 26613Q106 416 23121 SH SOLE 23121 0 0 DURECT CORP COM STK COMMON STOCK 266605104 65 26200 SH SOLE 26200 0 0 DYCOM INDUSTRIES INC COM STK COMMON STOCK 267475101 86 10700 SH SOLE 10700 0 0 DYNCORP INTERNATIONAL INC COM COMMON STOCK 26817C101 147 10250 SH SOLE 10250 0 0 EARTHLINK INC COM STK COMMON STOCK 270321102 250 30039 SH SOLE 30039 0 0 ECHOSTAR CORPORATION COMMON STOCK 278768106 266 13186 SH SOLE 13186 0 0 EL PASO ELECTRIC CO COM STK COMMON STOCK 283677854 349 17200 SH SOLE 17200 0 0 EMERGENCY MEDICAL SVCS CORP C COMMON STOCK 29100P102 487 9000 SH SOLE 9000 0 0 ENDURANCE SPLTY COMMON STOCK G30397106 343 9200 SH SOLE 9200 0 0 ENERGEN CORP COM STK COMMON STOCK 29265N108 220 4700 SH SOLE 4700 0 0 ENGLOBAL CORP COM STK COMMON STOCK 293306106 59 18882 SH SOLE 18882 0 0 EQUITY LIFESTYLE PROPERTIES I REITS/RICS 29472R108 382 7573 SH SOLE 7573 0 0 EQUITY RESIDENTIAL COM REIT REITS/RICS 29476L107 568 16800 SH SOLE 16800 0 0 FAIRCHILD SEMICONDUCTOR INTL COMMON STOCK 303726103 139 13948 SH SOLE 13948 0 0 FEDERATED INVS INC PA CL B CO COMMON STOCK 314211103 242 8802 SH SOLE 8802 0 0 FELCOR LODGING TRUST COM STK REITS/RICS 31430F101 66 18300 SH SOLE 18300 0 0 FINANCIAL INSTNS INC COM STK COMMON STOCK 317585404 228 19389 SH SOLE 19389 0 0 FINISH LINE INC CL A COM STK COMMON STOCK 317923100 154 12300 SH SOLE 12300 0 0 FIRST DEFIANCE FINANCIAL CORP COMMON STOCK 32006W106 226 19982 SH SOLE 19982 0 0 FIRST FINANCIAL BANCORP OHIO COMMON STOCK 320209109 483 33200 SH SOLE 33200 0 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK 320239106 216 16645 SH SOLE 16645 0 0 FIRST FINL BANKSHARES INC COM COMMON STOCK 32020R109 460 8482 SH SOLE 8482 0 0 FIRST INDUSTRIAL REALTY TRUST REITS/RICS 32054K103 295 56372 SH SOLE 56372 0 0 FIRST MERCHANTS CORP COM STK COMMON STOCK 320817109 197 33119 SH SOLE 33119 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK 320841109 228 16639 SH SOLE 16639 0 0 FIRST NIAGARA FINL GROUP INC COMMON STOCK 33582V108 466 33469 SH SOLE 33469 0 0 FIRST OF LONG ISLAND CORP COM COMMON STOCK 320734106 270 10690 SH SOLE 10690 0 0 FIRST POTOMAC REALTY TRUST CO REITS/RICS 33610F109 334 26600 SH SOLE 26600 0 0 FMC TECHNOLOGIES INC COM STK COMMON STOCK 30249U101 260 4500 SH SOLE 4500 0 0 FORCE PROTECTION COMMON STOCK 345203202 229 43938 SH SOLE 43938 0 0 FOREST LABORATORIES INC. COM S COMMON STOCK 345838106 249 7756 SH SOLE 7756 0 0 FORESTAR GROUP INC COM STK COMMON STOCK 346233109 273 12400 SH SOLE 12400 0 0 FRONTEER DEV GR COMMON STOCK 35903Q106 246 62500 SH SOLE 62500 0 0 GAMCO INVS INC COM STK COMMON STOCK 361438104 318 6590 SH SOLE 6590 0 0 GAP INC COM STK COMMON STOCK 364760108 284 13542 SH SOLE 13542 0 0 GETTY REALTY CORP (HOLDING CO REITS/RICS 374297109 261 11102 SH SOLE 11102 0 0 GILEAD SCIENCES INC COM STK COMMON STOCK 375558103 208 4800 SH SOLE 4800 0 0 GOLDEN STAR RES LTD CAD NPV CO COMMON STOCK 38119T104 107 34300 SH SOLE 34300 0 0 GREENLIGHT CAPITAL RE LTD-A COMMON STOCK G4095J109 316 13393 SH SOLE 13393 0 0 HARIS STRATEX NETWORKS INC COM COMMON STOCK 41457P106 115 16626 SH SOLE 16626 0 0 HAWAIIAN HLDGS INC COM STK COMMON STOCK 419879101 128 18264 SH SOLE 18264 0 0 HEALTH MGMT ASSOC INC NEW CL COMMON STOCK 421933102 111 15200 SH SOLE 15200 0 0 HORIZON LINES INC COM STK COMMON STOCK 44044K101 88 15726 SH SOLE 15726 0 0 HOST HOTELS & RESORTS INC COM REITS/RICS 44107P104 157 13493 SH SOLE 13493 0 0 HOT TOPIC INC COM STK COMMON STOCK 441339108 122 19200 SH SOLE 19200 0 0 HRPT PROPERTIES TRUST COM REI REITS/RICS 40426W101 545 84200 SH SOLE 84200 0 0 HUNTSMAN CORP COM STK COMMON STOCK 447011107 237 21000 SH SOLE 21000 0 0 HYPERCOM CORP COM STK COMMON STOCK 44913M105 114 35812 SH SOLE 35812 0 0 IMATION CORP COM STK COMMON STOCK 45245A107 121 13900 SH SOLE 13900 0 0 INFOSPACE INC COM STK COMMON STOCK 45678T300 123 14400 SH SOLE 14400 0 0 INGRAM MICRO INC CL A COM STK COMMON STOCK 457153104 298 17100 SH SOLE 17100 0 0 INTERNAP NETWORK SVCS CORP CO COMMON STOCK 45885A300 56 12000 SH SOLE 12000 0 0 INTERNATIONAL BANCSHARES CORP COMMON STOCK 459044103 293 15506 SH SOLE 15506 0 0 INTERNATIONAL PAPER CO COM STK COMMON STOCK 460146103 231 8625 SH SOLE 8625 0 0 INVACARE CORP COM COMMON STOCK 461203101 317 12700 SH SOLE 12700 0 0 IVANHOE ENERGY INC COM COMMON STOCK 465790103 57 20200 SH SOLE 20200 0 0 JAKKS PAC INC COM STK COMMON STOCK 47012E106 191 15800 SH SOLE 15800 0 0 JPMORGAN CHASE & CO COM COMMON STOCK 46625H100 446 10700 SH SOLE 10700 0 0 KINDRED HEALTHCARE INC COM ST COMMON STOCK 494580103 217 11772 SH SOLE 11772 0 0 KIRKLANDS INC COM STK COMMON STOCK 497498105 185 10675 SH SOLE 10675 0 0 KOHLS CORP COM STK COMMON STOCK 500255104 232 4300 SH SOLE 4300 0 0 KOPIN CORP COM STK COMMON STOCK 500600101 51 12099 SH SOLE 12099 0 0 KORN/FERRY INTL COM STK COMMON STOCK 500643200 206 12500 SH SOLE 12500 0 0 LABRANCHE & CO INC COM STK COMMON STOCK 505447102 42 14800 SH SOLE 14800 0 0 LANDSTAR SYSTEMS INC COM STK COMMON STOCK 515098101 333 8600 SH SOLE 8600 0 0 LATTICE SEMICONDUCTOR CORP CO COMMON STOCK 518415104 314 116463 SH SOLE 116463 0 0 LAWSON SOFTWARE INC NEW COM ST COMMON STOCK 52078P102 82 12300 SH SOLE 12300 0 0 LEAPFROG ENTERPRISES INC CL A COMMON STOCK 52186N106 82 20900 SH SOLE 20900 0 0 LIBERTY PROPERTY TRUST COM RE REITS/RICS 531172104 556 17384 SH SOLE 17384 0 0 LIONBRIDGE TECHNOLOGIES INC C COMMON STOCK 536252109 83 36254 SH SOLE 36254 0 0 LITHIA MTRS INC CL A COM STK COMMON STOCK 536797103 96 11700 SH SOLE 11700 0 0 MACK-CALI REALTY CORP COM REI REITS/RICS 554489104 439 12700 SH SOLE 12700 0 0 MAIDEN HLDGS LTD COMMON STOCK G5753U112 419 57284 SH SOLE 57284 0 0 MAINSOURCE FINL GROUP INC COM COMMON STOCK 56062Y102 177 36965 SH SOLE 36965 0 0 MB FINANCIAL INC COMMON STOCK 55264U108 313 15855 SH SOLE 15855 0 0 MCKESSON CORP COM STK COMMON STOCK 58155Q103 263 4200 SH SOLE 4200 0 0 MEDIDATA SOLUTIONS INC COMMON STOCK 58471A105 334 21400 SH SOLE 21400 0 0 MERGE HEALTHCARE INC COM STK COMMON STOCK 589499102 41 12200 SH SOLE 12200 0 0 MICREL INC COM STK COMMON STOCK 594793101 132 16076 SH SOLE 16076 0 0 MICROTUNE INC DEL COM STK COMMON STOCK 59514P109 108 47800 SH SOLE 47800 0 0 MIPS TECHNOLOGIES INC CL A CO COMMON STOCK 604567107 63 14436 SH SOLE 14436 0 0 MIRANT CORP NEW COM STK COMMON STOCK 60467R100 205 13403 SH SOLE 13403 0 0 MOLINA HEALTHCARE INC COM STK COMMON STOCK 60855R100 462 20200 SH SOLE 20200 0 0 MPS GROUP INC COMMON STOCK 553409103 237 17264 SH SOLE 17264 0 0 NATIONAL BEVERAGE CORP COM ST COMMON STOCK 635017106 223 16059 SH SOLE 16059 0 0 NATIONAL HEALTH INVESTORS INC REITS/RICS 63633D104 577 15600 SH SOLE 15600 0 0 NET 1 UEPS TECHNOLOGIES INC C COMMON STOCK 64107N206 314 16200 SH SOLE 16200 0 0 NETGEAR INC COMMON STOCK 64111Q104 243 11200 SH SOLE 11200 0 0 NEUSTAR INC CL A COM STK COMMON STOCK 64126X201 263 11400 SH SOLE 11400 0 0 NEW JERSEY RES CORP COM STK COMMON STOCK 646025106 254 6800 SH SOLE 6800 0 0 NEW WESTFIELD FINANCIAL COM COMMON STOCK 96008P104 177 21484 SH SOLE 21484 0 0 NEWALLIANCE BANCSHARES INC COMMON STOCK 650203102 132 11000 SH SOLE 11000 0 0 NISOURCE INC COMMON STOCK 65473P105 355 23104 SH SOLE 23104 0 0 NORTH AMERICAN ENERGY PARTNER COMMON STOCK 656844107 146 20200 SH SOLE 20200 0 0 NORTH AMERICAN PALLADIUM LTD COMMON STOCK 656912102 265 75900 SH SOLE 75900 0 0 NORTHGATE MINERALS LTD COMMON STOCK 666416102 372 120840 SH SOLE 120840 0 0 OCEANFIRST FINL CORP COM STK COMMON STOCK 675234108 230 20395 SH SOLE 20395 0 0 OCWEN FINL CORP COM STK COMMON STOCK 675746309 168 17589 SH SOLE 17589 0 0 ODYSSEY HEALTHCARE INC COM ST COMMON STOCK 67611V101 157 10100 SH SOLE 10100 0 0 OLD REP INTL CORP COM STK COMMON STOCK 680223104 306 30500 SH SOLE 30500 0 0 OMEGA HEALTHCARE INVESTORS IN REITS/RICS 681936100 560 28800 SH SOLE 28800 0 0 OMNIVISION TECHNOLOGIES INC C COMMON STOCK 682128103 148 10200 SH SOLE 10200 0 0 OMNOVA SOLUTIONS INC COM STK COMMON STOCK 682129101 129 20966 SH SOLE 20966 0 0 ONEBEACON INSURANCE GROUP LTD COMMON STOCK G67742109 290 21067 SH SOLE 21067 0 0 ONEOK INC NEW COM STK COMMON STOCK 682680103 308 6900 SH SOLE 6900 0 0 OPLINK COMMUNICATIONS INC COM COMMON STOCK 68375Q403 230 14032 SH SOLE 14032 0 0 OVERSTOCK COM INC DEL COM STK COMMON STOCK 690370101 209 15416 SH SOLE 15416 0 0 PAETEC HLDG COM STK COMMON STOCK 695459107 69 16616 SH SOLE 16616 0 0 PAPA JOHNS INTL INC COM STK COMMON STOCK 698813102 275 11790 SH SOLE 11790 0 0 PAR PHARMACEUTICAL COS INC CO COMMON STOCK 69888P106 453 16755 SH SOLE 16755 0 0 PMA CAPITAL CORP CL A COM STK COMMON STOCK 693419202 95 15002 SH SOLE 15002 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 441 8350 SH SOLE 8350 0 0 POLO RALPH LAUREN CORP CL A C COMMON STOCK 731572103 202 2500 SH SOLE 2500 0 0 POLYONE CORP COM STK COMMON STOCK 73179P106 267 35718 SH SOLE 35718 0 0 POWELL INDUSTRIES INC COM STK COMMON STOCK 739128106 392 12437 SH SOLE 12437 0 0 POWER-ONE INC COM STK COMMON STOCK 739308104 46 10500 SH SOLE 10500 0 0 PRG-SCHULTZ INTL INC COM STK COMMON STOCK 69357C503 73 12300 SH SOLE 12300 0 0 PROGRESSIVE CORP OH COM STK COMMON STOCK 743315103 245 13600 SH SOLE 13600 0 0 PROVIDENT NEW YORK BANCORP CO COMMON STOCK 744028101 209 24802 SH SOLE 24802 0 0 PS BUSINESS PARKS INC COM REI REITS/RICS 69360J107 561 11200 SH SOLE 11200 0 0 PUBLIC STORAGE REITS/RICS 74460D109 554 6800 SH SOLE 6800 0 0 QUIDEL CORP COM STK COMMON STOCK 74838J101 152 11000 SH SOLE 11000 0 0 QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 339 80600 SH SOLE 80600 0 0 RAYONIER INC COM STK REITS/RICS 754907103 506 12000 SH SOLE 12000 0 0 REALNETWORKS INC COM STK COMMON STOCK 75605L104 47 12700 SH SOLE 12700 0 0 REDWOOD TRUST INC COM REIT REITS/RICS 758075402 256 17710 SH SOLE 17710 0 0 RELIANCE STEEL & ALUMINUM CO COMMON STOCK 759509102 303 7000 SH SOLE 7000 0 0 RENT A CTR INC NEW COM STK COMMON STOCK 76009N100 230 13000 SH SOLE 13000 0 0 RESOURCE CAPTIAL CORPORATION REITS/RICS 76120W302 70 14200 SH SOLE 14200 0 0 RETAIL VENTURES HOLDINGS INC COMMON STOCK 76128Y102 211 23718 SH SOLE 23718 0 0 RF MICRO DEVICES INC COM STK COMMON STOCK 749941100 63 13200 SH SOLE 13200 0 0 ROGERS COMMUNICATIONS INC CAD COMMON STOCK 775109200 302 9700 SH SOLE 9700 0 0 ROSS STORES INC USD0.01 COM COMMON STOCK 778296103 320 7500 SH SOLE 7500 0 0 SARA LEE CORP COM COMMON STOCK 803111103 224 18400 SH SOLE 18400 0 0 SEABRIGHT INSURANCE HLDG COMMON STOCK 811656107 432 37583 SH SOLE 37583 0 0 SEI INVESTMENTS COMPANY COM S COMMON STOCK 784117103 201 11500 SH SOLE 11500 0 0 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 456 27700 SH SOLE 27700 0 0 SENIOR HOUSING PROPERTIES TRU REITS/RICS 81721M109 234 10700 SH SOLE 10700 0 0 SIGNATURE BANK COMMON STOCK 82669G104 271 8500 SH SOLE 8500 0 0 SILICON STORAGE TECHNOLOGY IN COMMON STOCK 827057100 148 57700 SH SOLE 57700 0 0 SILVERCORP METAL COMMON STOCK 82835P103 563 84900 SH SOLE 84900 0 0 SIMON PROPERTY GROUP INC COM REITS/RICS 828806109 565 7081 SH SOLE 7081 0 0 SONIC AUTOMOTIVE INC CL A COM COMMON STOCK 83545G102 121 11600 SH SOLE 11600 0 0 SPHERION CORP COM COMMON STOCK 848420105 98 17415 SH SOLE 17415 0 0 SPRINT NEXTEL CORP COMMON STOCK 852061100 72 19600 SH SOLE 19600 0 0 STEELCASE INC CL A COM STK COMMON STOCK 858155203 86 13546 SH SOLE 13546 0 0 STEPAN CO COM STK COMMON STOCK 858586100 325 5015 SH SOLE 5015 0 0 STERLING BANCORP COM STK COMMON STOCK 859158107 384 53793 SH SOLE 53793 0 0 STERLING BANCSHARES INC COM ST COMMON STOCK 858907108 86 16800 SH SOLE 16800 0 0 SUN BANCORP INC NEW JERSEY C COMMON STOCK 86663B102 59 15800 SH SOLE 15800 0 0 SUN COMMUNITIES INC COM REIT REITS/RICS 866674104 442 22364 SH SOLE 22364 0 0 SUSQUEHANNA BANCSHARES INC PA COMMON STOCK 869099101 348 59100 SH SOLE 59100 0 0 SVB FINANCIAL GROUP COM STK COMMON STOCK 78486Q101 492 11800 SH SOLE 11800 0 0 TANGER FACTORY OUTLET CENTERS REITS/RICS 875465106 205 5247 SH SOLE 5247 0 0 TECH DATA CORP COM STK COMMON STOCK 878237106 359 7700 SH SOLE 7700 0 0 TERRITORIAL BANCORP INC COMMON STOCK 88145X108 193 10700 SH SOLE 10700 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK 884768102 567 48339 SH SOLE 48339 0 0 THQ INC COM STK COMMON STOCK 872443403 87 17200 SH SOLE 17200 0 0 TJX COS INC NEW COM STK COMMON STOCK 872540109 236 6470 SH SOLE 6470 0 0 TORONTO DOMINION BK CAD COM NP COMMON STOCK 891160509 245 3900 SH SOLE 3900 0 0 TRANSATLANTIC HLDGS INC COM ST COMMON STOCK 893521104 437 8391 SH SOLE 8391 0 0 TRUEBLUE INC COM STK COMMON 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