-----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, E43c+PgLTMfEUNgKff36Lelgy0k7DAAcS36YXV+y4GxcMAJ1XXP5fDBYv5dsrnIl 8Ttm5Lc/q/LdUcH+WqaqkA== 0000906344-10-000192.txt : 20100514 0000906344-10-000192.hdr.sgml : 20100514 20100514140622 ACCESSION NUMBER: 0000906344-10-000192 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 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: 10832301 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 ment1q10.txt FORM 13F - FIRST QUARTER 2010 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, 2010 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 May 14, 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: 279 Form 13F Information Table Value Total: 76612 MENTA CAPITAL LLC FORM 13F INFORMATION TABLE - FIRST QUARTER 2010
VALUE SHARES/ SH/ PUT/ INVSMT OTH VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRTN MGRS SOLE SHARED NONE ========================================================================================================================= 1ST SOURCE CORP COM STK COMMON STOCK 336901103 211 12042 SH SOLE 12042 0 0 ACE LIMITED COM STK COMMON STOCK H0023R105 549 10500 SH SOLE 10500 0 0 ACETO CORP COM STK COMMON STOCK 004446100 75 12408 SH SOLE 12408 0 0 ADAPTEC INC COM STK COMMON STOCK 00651F108 177 54200 SH SOLE 54200 0 0 ADVANCE AMER CASH ADVANCE CTR COMMON STOCK 00739W107 188 32221 SH SOLE 32221 0 0 AGILYSYS INC COM STK COMMON STOCK 00847J105 212 19006 SH SOLE 19006 0 0 AGREE REALTY CORP COM REIT REITS/RICS 008492100 541 23669 SH SOLE 23669 0 0 AIRVANA INC COMMON STOCK 00950V101 162 21100 SH SOLE 21100 0 0 ALAMO GROUP INC COM STK COMMON STOCK 011311107 220 11000 SH SOLE 11000 0 0 ALASKA COMMUNICATIONS SYS GR COMMON STOCK 01167P101 210 25900 SH SOLE 25900 0 0 ALLIED WRLD ASSURANCE HOLDING COMMON STOCK G0219G203 549 12240 SH SOLE 12240 0 0 ALLSTATE CORP COM STK COMMON STOCK 020002101 565 17500 SH SOLE 17500 0 0 ALPHA PRO TECH LTD COM STK COMMON STOCK 020772109 27 11500 SH SOLE 11500 0 0 AMERICAN CAPITAL AGENCY CORP REITS/RICS 02503X105 614 24000 SH SOLE 24000 0 0 AMERICAN EQUITY INVESTMENT LI COMMON STOCK 025676206 265 24900 SH SOLE 24900 0 0 AMERISOURCEBERGEN CORP COM STK COMMON STOCK 03073E105 220 7600 SH SOLE 7600 0 0 ANALOGIC CORP COM STK COMMON STOCK 032657207 201 4702 SH SOLE 4702 0 0 APPLIED INDL TECHNOLOGIES INC COMMON STOCK 03820C105 333 13400 SH SOLE 13400 0 0 APPLIED MICRO CIRCUITS CORP C COMMON STOCK 03822W406 334 38700 SH SOLE 38700 0 0 ASBURY AUTOMOTIVE GROUP INC COMMON STOCK 043436104 145 10876 SH SOLE 10876 0 0 ASHFORD HOSPITALITY TRUST INC REITS/RICS 044103109 252 35129 SH SOLE 35129 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK G05384105 558 19346 SH SOLE 19346 0 0 AURIZON MINES LTD CAD COM NPV COMMON STOCK 05155P106 174 36952 SH SOLE 36952 0 0 AXIS CAPITAL HLDGS COMMON STOCK G0692U109 543 17380 SH SOLE 17380 0 0 BAKER MICHAEL CORP COM STK COMMON STOCK 057149106 214 6199 SH SOLE 6199 0 0 BANCORP INC DEL COM STK COMMON STOCK 05969A105 248 27809 SH SOLE 27809 0 0 BANKFINANCIAL CORP COM STK COMMON STOCK 06643P104 103 11242 SH SOLE 11242 0 0 BARRETT BILL CORP COM STK COMMON STOCK 06846N104 221 7200 SH SOLE 7200 0 0 BEST BUY INC COM STK COMMON STOCK 086516101 208 4900 SH SOLE 4900 0 0 BIOMED REALTY TRUST INC COM ST REITS/RICS 09063H107 379 22911 SH SOLE 22911 0 0 BLYTH INC COM STK COMMON STOCK 09643P207 202 6453 SH SOLE 6453 0 0 BOISE INC CORP COM STK COMMON STOCK 09746Y105 89 14600 SH SOLE 14600 0 0 BOSTON BEER INC CL A COM STK COMMON STOCK 100557107 460 8800 SH SOLE 8800 0 0 BOWNE & CO INC COM STK COMMON STOCK 103043105 148 13300 SH SOLE 13300 0 0 BRANDYWINE REALTY TRUST COM R REITS/RICS 105368203 274 22414 SH SOLE 22414 0 0 BRIGHTPOINT INC COM COMMON STOCK 109473405 324 43072 SH SOLE 43072 0 0 BROWN & BROWN INC COM STK COMMON STOCK 115236101 548 30598 SH SOLE 30598 0 0 BRUKER CORP COM COMMON STOCK 116794108 202 13800 SH SOLE 13800 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK 12811R104 209 14584 SH SOLE 14584 0 0 CAPELLA EDUCATION CO COM STK COMMON STOCK 139594105 204 2200 SH SOLE 2200 0 0 CAPLEASE INC REITS/RICS 140288101 231 41555 SH SOLE 41555 0 0 CAPSTEAD MORTGAGE CORP COM RE REITS/RICS 14067E506 286 23900 SH SOLE 23900 0 0 CARDINAL HEALTH INC COM COMMON STOCK 14149Y108 231 6400 SH SOLE 6400 0 0 CARPENTER TECHNOLOGY CORP COM COMMON STOCK 144285103 220 6000 SH SOLE 6000 0 0 CARROLS HOLDINGS CORP COMMON STOCK 14574X104 241 35400 SH SOLE 35400 0 0 CASTLE A M & CO COM STK COMMON STOCK 148411101 153 11675 SH SOLE 11675 0 0 CBL & ASSOCIATES PROPERTIES I REITS/RICS 124830100 248 18074 SH SOLE 18074 0 0 CEC ENTMT INC COM STK COMMON STOCK 125137109 297 7800 SH SOLE 7800 0 0 CHEMED CORP COM STK COMMON STOCK 16359R103 266 4900 SH SOLE 4900 0 0 CHIMERA INVESTMENT CORP COM ST REITS/RICS 16934Q109 229 58800 SH SOLE 58800 0 0 CHINA ED ALLIANCE INC COM STK COMMON STOCK 16938Y207 122 22800 SH SOLE 22800 0 0 CNA SURETY CORP COM STK COMMON STOCK 12612L108 198 11123 SH SOLE 11123 0 0 COGDELL SPENCER INC COM REITS/RICS 19238U107 562 75985 SH SOLE 75985 0 0 COMERICA INC COM STK COMMON STOCK 200340107 331 8700 SH SOLE 8700 0 0 COMFORT SYS USA INC COM STK COMMON STOCK 199908104 161 12911 SH SOLE 12911 0 0 COMMERCE BANCSHARES INC COM ST COMMON STOCK 200525103 255 6200 SH SOLE 6200 0 0 COMMERCIAL METALS CO COM STK COMMON STOCK 201723103 205 13600 SH SOLE 13600 0 0 CONEXANT SYS INC COM STK COMMON STOCK 207142308 56 16600 SH SOLE 16600 0 0 CONNS INC COM STK COMMON STOCK 208242107 129 16500 SH SOLE 16500 0 0 CONSECO INC COM STK COMMON STOCK 208464883 154 24800 SH SOLE 24800 0 0 CONSTELLATION ENERGY GROUP IN COMMON STOCK 210371100 249 7100 SH SOLE 7100 0 0 CONTANGO OIL & GAS CO COM STK COMMON STOCK 21075N204 486 9500 SH SOLE 9500 0 0 CONTINUCARE CORP COM STK COMMON STOCK 212172100 157 42300 SH SOLE 42300 0 0 COOPER TIRE & RUBBER CO COM S COMMON STOCK 216831107 339 17845 SH SOLE 17845 0 0 CORN PRODS INTL INC COM STK COMMON STOCK 219023108 208 6000 SH SOLE 6000 0 0 CORRIENTE RES INC COM COMMON STOCK 22027E409 161 19900 SH SOLE 19900 0 0 CRACKER BARREL OLD COUNTRY STO COMMON STOCK 22410J106 376 8100 SH SOLE 8100 0 0 CRAY INC COM STK COMMON STOCK 225223304 297 49869 SH SOLE 49869 0 0 CVR ENERGY INC COM STK COMMON STOCK 12662P108 202 23100 SH SOLE 23100 0 0 DELPHI FINL GROUP INC CL A CO COMMON STOCK 247131105 545 21654 SH SOLE 21654 0 0 DEPOMED INC COM STK COMMON STOCK 249908104 62 17426 SH SOLE 17426 0 0 DEVELOPERS DIVERSIFIED REALTY REITS/RICS 251591103 208 17126 SH SOLE 17126 0 0 DIAMOND MGMT & TECHNOLOGY COM COMMON STOCK 25269L106 171 21734 SH SOLE 21734 0 0 DICK'S SPORTING GOODS COM COMMON STOCK 253393102 308 11800 SH SOLE 11800 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 207 13891 SH SOLE 13891 0 0 DOLE FOOD CO INC COM STK COMMON STOCK 256603101 167 14100 SH SOLE 14100 0 0 DOUBLE-TAKE SOFTWARE COM STK COMMON STOCK 258598101 124 13899 SH SOLE 13899 0 0 DRAGONWAVE INC COMMON STOCK 26144M103 281 30400 SH SOLE 30400 0 0 DSW INC CL A COM STK COMMON STOCK 23334L102 209 8200 SH SOLE 8200 0 0 DUKE REALTY CORP COM STK REITS/RICS 264411505 180 14500 SH SOLE 14500 0 0 DUPONT FABROS TECH REIT REITS/RICS 26613Q106 340 15726 SH SOLE 15726 0 0 DYNCORP INTERNATIONAL INC COM COMMON STOCK 26817C101 138 12045 SH SOLE 12045 0 0 EARTHLINK INC COM STK COMMON STOCK 270321102 130 15239 SH SOLE 15239 0 0 EAST-WEST BANCORP INC COM STK COMMON STOCK 27579R104 387 22200 SH SOLE 22200 0 0 ELIZABETH ARDEN INC COM STK COMMON STOCK 28660G106 209 11600 SH SOLE 11600 0 0 ENCANA CORPORATION COMMON STOCK 292505104 672 21600 SH SOLE 21600 0 0 ENDO PHARMACEUTICALS HLDGS IN COMMON STOCK 29264F205 201 8500 SH SOLE 8500 0 0 ENDOLOGIX INC COM STK COMMON STOCK 29266S106 77 19000 SH SOLE 19000 0 0 ENDURANCE SPLTY COMMON STOCK G30397106 401 10800 SH SOLE 10800 0 0 ENERSYS COM STK COMMON STOCK 29275Y102 227 9200 SH SOLE 9200 0 0 ENGLOBAL CORP COM STK COMMON STOCK 293306106 61 22134 SH SOLE 22134 0 0 EQUITY RESIDENTIAL COM REIT REITS/RICS 29476L107 709 18100 SH SOLE 18100 0 0 EVEREST REINSURANCE GROUP LTD COMMON STOCK G3223R108 492 6078 SH SOLE 6078 0 0 EXTREME NETWORKS INC COM STK COMMON STOCK 30226D106 197 64252 SH SOLE 64252 0 0 FIFTH THIRD BANCORP COM STK COMMON STOCK 316773100 222 16344 SH SOLE 16344 0 0 FINANCIAL INSTNS INC COM STK COMMON STOCK 317585404 188 12839 SH SOLE 12839 0 0 FINISH LINE INC CL A COM STK COMMON STOCK 317923100 186 11400 SH SOLE 11400 0 0 FIRST CITIZENS BANCSHARES INC COMMON STOCK 31946M103 401 2019 SH SOLE 2019 0 0 FIRST DEFIANCE FINANCIAL CORP COMMON STOCK 32006W106 379 37436 SH SOLE 37436 0 0 FIRST FINANCIAL BANCORP OHIO COMMON STOCK 320209109 412 23200 SH SOLE 23200 0 0 FIRST FINL BANKSHARES INC COM COMMON STOCK 32020R109 398 7728 SH SOLE 7728 0 0 FIRST HORIZON NATL CORP COMMON STOCK 320517105 243 17326 SH SOLE 17326 0 0 FIRST INDUSTRIAL REALTY TRUST REITS/RICS 32054K103 336 43348 SH SOLE 43348 0 0 FIRST MERCHANTS CORP COM STK COMMON STOCK 320817109 276 39700 SH SOLE 39700 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK 320841109 398 30581 SH SOLE 30581 0 0 FIRST OF LONG ISLAND CORP COM COMMON STOCK 320734106 233 9651 SH SOLE 9651 0 0 FIRST POTOMAC REALTY TRUST CO REITS/RICS 33610F109 648 43100 SH SOLE 43100 0 0 FORCE PROTECTION COMMON STOCK 345203202 305 50638 SH SOLE 50638 0 0 FOREST CITY ENTERPRISES INC C COMMON STOCK 345550107 223 15500 SH SOLE 15500 0 0 FOREST LABORATORIES INC. COM S COMMON STOCK 345838106 224 7156 SH SOLE 7156 0 0 GAMCO INVS INC COM STK COMMON STOCK 361438104 300 6590 SH SOLE 6590 0 0 GENERAL STEEL COMMON STOCK 370853103 51 12500 SH SOLE 12500 0 0 GLG PARTNERS INC COM STK COMMON STOCK 37929X107 99 32200 SH SOLE 32200 0 0 GLIMCHER REALTY TRUST COM REI REITS/RICS 379302102 223 43999 SH SOLE 43999 0 0 GRACE W R & CO DEL NEW COM ST COMMON STOCK 38388F108 205 7400 SH SOLE 7400 0 0 GREAT SOUTHN BANCORP INC COM COMMON STOCK 390905107 247 11018 SH SOLE 11018 0 0 GT SOLAR INTERNATIONAL COM ST COMMON STOCK 3623E0209 164 31300 SH SOLE 31300 0 0 HALLMARK FINL SVCS INC COM ST COMMON STOCK 40624Q203 396 44041 SH SOLE 44041 0 0 HAWAIIAN HLDGS INC COM STK COMMON STOCK 419879101 219 29764 SH SOLE 29764 0 0 HCC INS HLDGS INC COM STK COMMON STOCK 404132102 523 18957 SH SOLE 18957 0 0 HEALTH NET INC COM STK COMMON STOCK 42222G108 233 9365 SH SOLE 9365 0 0 HERSHA HOSPITALITY TR CL A CO REITS/RICS 427825104 471 90900 SH SOLE 90900 0 0 HIGHWOODS PROPERTIES INC COM REITS/RICS 431284108 673 21200 SH SOLE 21200 0 0 HILL-ROM HOLDINGS COM STK COMMON STOCK 431475102 231 8495 SH SOLE 8495 0 0 HRPT PROPERTIES TRUST COM REI REITS/RICS 40426W101 678 87100 SH SOLE 87100 0 0 HYPERCOM CORP COM STK COMMON STOCK 44913M105 196 50740 SH SOLE 50740 0 0 IAC/INTERACTIVECORP COM STK COMMON STOCK 44919P508 216 9500 SH SOLE 9500 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON STOCK 458118106 247 40300 SH SOLE 40300 0 0 INTEGRATED ELEC COMMON STOCK 45811E301 66 11616 SH SOLE 11616 0 0 INTEGRATED SILICON SOLUTION I COMMON STOCK 45812P107 184 17406 SH SOLE 17406 0 0 INTERNAP NETWORK SVCS CORP CO COMMON STOCK 45885A300 134 24000 SH SOLE 24000 0 0 INTERNATIONAL BANCSHARES CORP COMMON STOCK 459044103 410 17806 SH SOLE 17806 0 0 INTERNATIONAL COAL GROUP INC COMMON STOCK 45928H106 120 26300 SH SOLE 26300 0 0 IVANHOE ENERGY INC COM COMMON STOCK 465790103 34 10400 SH SOLE 10400 0 0 JMP GROUP INC COM STK COMMON STOCK 46629U107 99 11601 SH SOLE 11601 0 0 JO-ANN STORES INC COM STK COMMON STOCK 47758P307 218 5200 SH SOLE 5200 0 0 JONES APPAREL GROUP INC COM ST COMMON STOCK 480074103 311 16352 SH SOLE 16352 0 0 JONES LANG LASALLE INC COM ST COMMON STOCK 48020Q107 233 3200 SH SOLE 3200 0 0 JPMORGAN CHASE & CO COM COMMON STOCK 46625H100 219 4900 SH SOLE 4900 0 0 KENNETH COLE PRODUCTIONS INC COMMON STOCK 193294105 181 14097 SH SOLE 14097 0 0 KEYCORP NY COM STK COMMON STOCK 493267108 95 12200 SH SOLE 12200 0 0 KIMBALL INTL INC CL B COM STK COMMON STOCK 494274103 75 10821 SH SOLE 10821 0 0 KING PHARMACEUTICALS INC COM COMMON STOCK 495582108 122 10400 SH SOLE 10400 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK 501242101 140 19300 SH SOLE 19300 0 0 LACLEDE GROUP INC (HOLDING CO COMMON STOCK 505597104 374 11100 SH SOLE 11100 0 0 LAKELAND BANCORP INC COM STK COMMON STOCK 511637100 182 20545 SH SOLE 20545 0 0 LAKELAND FINL CORP COM STK COMMON STOCK 511656100 241 12654 SH SOLE 12654 0 0 LASALLE HOTEL PROPERTIES COM REITS/RICS 517942108 349 14992 SH SOLE 14992 0 0 LATTICE SEMICONDUCTOR CORP CO COMMON STOCK 518415104 318 86763 SH SOLE 86763 0 0 LIBERTY PROPERTY TRUST COM RE REITS/RICS 531172104 342 10084 SH SOLE 10084 0 0 LIONBRIDGE TECHNOLOGIES INC C COMMON STOCK 536252109 132 36254 SH SOLE 36254 0 0 LIQUIDITY SERVICES INC COM ST COMMON STOCK 53635B107 220 19101 SH SOLE 19101 0 0 LIZ CLAIBORNE INC COM STK COMMON STOCK 539320101 88 11900 SH SOLE 11900 0 0 MAIDEN HLDGS LTD COMMON STOCK G5753U112 563 76128 SH SOLE 76128 0 0 MAINSOURCE FINL GROUP INC COM COMMON STOCK 56062Y102 236 35066 SH SOLE 35066 0 0 MAXIMUS INC COM STK COMMON STOCK 577933104 402 6600 SH SOLE 6600 0 0 MEADOWBROOK INSURANCE GROUP I COMMON STOCK 58319P108 342 43300 SH SOLE 43300 0 0 MEDCO HEALTH SOLUTIONS INC CO COMMON STOCK 58405U102 200 3100 SH SOLE 3100 0 0 MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 231 9200 SH SOLE 9200 0 0 METROPCS COMMUNICATIONS INC C COMMON STOCK 591708102 88 12400 SH SOLE 12400 0 0 MF GLOBAL HOLDINGS LTD COM STK COMMON STOCK 55277J108 336 41600 SH SOLE 41600 0 0 MFA FINANCIAL INC COM STK REITS/RICS 55272X102 160 21700 SH SOLE 21700 0 0 MICROTUNE INC DEL COM STK COMMON STOCK 59514P109 52 18878 SH SOLE 18878 0 0 MICRUS ENDOVASCULAR CORP COM S COMMON STOCK 59518V102 365 18519 SH SOLE 18519 0 0 MINDSPEED TECHNOLOGIES INC CO COMMON STOCK 602682205 91 11300 SH SOLE 11300 0 0 MIPS TECHNOLOGIES INC CL A CO COMMON STOCK 604567107 234 52391 SH SOLE 52391 0 0 MISSION WEST PROPERTIES INC REITS/RICS 605203108 332 48327 SH SOLE 48327 0 0 MODUSLINK GLOBAL SOLUTIONS INC COMMON STOCK 60786L107 272 32300 SH SOLE 32300 0 0 NATIONAL BEVERAGE CORP COM ST COMMON STOCK 635017106 408 36683 SH SOLE 36683 0 0 NATIONAL HEALTH INVESTORS INC REITS/RICS 63633D104 698 18000 SH SOLE 18000 0 0 NAVIGATORS GROUP INC COM STK COMMON STOCK 638904102 354 9000 SH SOLE 9000 0 0 NEW YORK & CO INC COM STK COMMON STOCK 649295102 85 17643 SH SOLE 17643 0 0 NEWPARK RESOURCES INC COM STK COMMON STOCK 651718504 120 22900 SH SOLE 22900 0 0 NISOURCE INC COMMON STOCK 65473P105 207 13104 SH SOLE 13104 0 0 NORTH AMERICAN ENERGY PARTNER COMMON STOCK 656844107 446 46800 SH SOLE 46800 0 0 NORTHFIELD BANCORP COMMON STOCK 66611L105 391 26982 SH SOLE 26982 0 0 NORTHGATE MINERALS LTD COMMON STOCK 666416102 84 27840 SH SOLE 27840 0 0 ODYSSEY HEALTHCARE INC COM ST COMMON STOCK 67611V101 230 12700 SH SOLE 12700 0 0 OMNOVA SOLUTIONS INC COM STK COMMON STOCK 682129101 96 12266 SH SOLE 12266 0 0 OPNET TECHNOLOGIES INC COM ST COMMON STOCK 683757108 369 22900 SH SOLE 22900 0 0 ORBITAL SCIENCES CORP COM STK COMMON STOCK 685564106 372 19588 SH SOLE 19588 0 0 OSHKOSH CORP COM STK COMMON STOCK 688239201 238 5900 SH SOLE 5900 0 0 PARKWAY PROPERTIES INC COM ST REITS/RICS 70159Q104 270 14400 SH SOLE 14400 0 0 PENSKE AUTOMOTIVE GROUP INC C COMMON STOCK 70959W103 170 11800 SH SOLE 11800 0 0 PETROQUEST ENERGY INC COMMON STOCK 716748108 139 27600 SH SOLE 27600 0 0 PILGRIMS PRIDE COMMON STOCK 72147K108 162 15200 SH SOLE 15200 0 0 PLUM CREEK TIMBER COMPANY INC REITS/RICS 729251108 626 16100 SH SOLE 16100 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 469 7850 SH SOLE 7850 0 0 POLO RALPH LAUREN CORP CL A C COMMON STOCK 731572103 217 2547 SH SOLE 2547 0 0 POLYONE CORP COM STK COMMON STOCK 73179P106 199 19423 SH SOLE 19423 0 0 POWELL INDUSTRIES INC COM STK COMMON STOCK 739128106 378 11606 SH SOLE 11606 0 0 PRE PAID LEGAL SVCS INC COM ST COMMON STOCK 740065107 348 9200 SH SOLE 9200 0 0 PRGX GLOBAL INC COM STK COMMON STOCK 69357C503 72 12334 SH SOLE 12334 0 0 PROSPERITY BANCSHARES INC COM COMMON STOCK 743606105 404 9856 SH SOLE 9856 0 0 PROTECTIVE LIFE CORP DEL COM COMMON STOCK 743674103 237 10800 SH SOLE 10800 0 0 PROVIDENT ENERGY TRUST UNITS COMMON STOCK 74386K104 102 13200 SH SOLE 13200 0 0 PS BUSINESS PARKS INC COM REI REITS/RICS 69360J107 705 13200 SH SOLE 13200 0 0 PUBLIC STORAGE REITS/RICS 74460D109 727 7900 SH SOLE 7900 0 0 QUANEX BUILDING PRODUCTS CORP COMMON STOCK 747619104 179 10800 SH SOLE 10800 0 0 QUANTUM CORP COM STK COMMON STOCK 747906204 87 33200 SH SOLE 33200 0 0 QUIDEL CORP COM STK COMMON STOCK 74838J101 342 23500 SH SOLE 23500 0 0 QUIKSILVER INC COM STK COMMON STOCK 74838C106 61 12800 SH SOLE 12800 0 0 QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 246 47100 SH SOLE 47100 0 0 RAMCO-GERSHENSON PPT YS TR COM REITS/RICS 751452202 174 15489 SH SOLE 15489 0 0 REDWOOD TRUST INC COM REIT REITS/RICS 758075402 511 33157 SH SOLE 33157 0 0 REINSURANCE GROUP AMER INC CL COMMON STOCK 759351604 572 10900 SH SOLE 10900 0 0 RELIANCE STEEL & ALUMINUM CO COMMON STOCK 759509102 231 4700 SH SOLE 4700 0 0 RENAISSANCE LEARNING INC COMMON STOCK 75968L105 237 14600 SH SOLE 14600 0 0 RESOURCE CAPTIAL CORPORATION REITS/RICS 76120W302 399 59082 SH SOLE 59082 0 0 RETAIL VENTURES HOLDINGS INC COMMON STOCK 76128Y102 291 30618 SH SOLE 30618 0 0 RISKMETRICS GROUP INC COM STK COMMON STOCK 767735103 217 9600 SH SOLE 9600 0 0 ROYAL BANK OF CANADA CAD NPV COMMON STOCK 780087102 217 3700 SH SOLE 3700 0 0 Safeway Inc (formerly Safeway COMMON STOCK 786514208 214 8600 SH SOLE 8600 0 0 SANDERSON FARMS INC COM STK COMMON STOCK 800013104 247 4600 SH SOLE 4600 0 0 SCHULMAN A INC COM STK COMMON STOCK 808194104 291 11910 SH SOLE 11910 0 0 SEABRIGHT INSURANCE HLDG COMMON STOCK 811656107 536 48683 SH SOLE 48683 0 0 SEALY CORP COM STK COMMON STOCK 812139301 131 37500 SH SOLE 37500 0 0 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 532 32059 SH SOLE 32059 0 0 SHARP COMPLIANCE CORP COM STK COMMON STOCK 820017101 126 19200 SH SOLE 19200 0 0 SIERRA BANCORP COM STK COMMON STOCK 82620P102 467 36242 SH SOLE 36242 0 0 SILICON STORAGE TECHNOLOGY IN COMMON STOCK 827057100 176 57800 SH SOLE 57800 0 0 SILVERCORP METAL COMMON STOCK 82835P103 561 81800 SH SOLE 81800 0 0 SIMON PROPERTY GROUP INC COM REITS/RICS 828806109 695 8281 SH SOLE 8281 0 0 SONOSITE INC COM STK COMMON STOCK 83568G104 225 7000 SH SOLE 7000 0 0 SOUTHSIDE BANCSHARES INC COM COMMON STOCK 84470P109 243 11269 SH SOLE 11269 0 0 SOUTHWEST BANCORP INC OKLA CO COMMON STOCK 844767103 403 48724 SH SOLE 48724 0 0 SPEEDWAY MOTORSPORTS INC COM COMMON STOCK 847788106 328 20991 SH SOLE 20991 0 0 SPRINT NEXTEL CORP COMMON STOCK 852061100 77 20300 SH SOLE 20300 0 0 STANDARD PKG CORP COM STK COMMON STOCK 853790103 196 11943 SH SOLE 11943 0 0 STEELCASE INC CL A COM STK COMMON STOCK 858155203 170 26300 SH SOLE 26300 0 0 STEIN MART INC COM STK COMMON STOCK 858375108 116 12800 SH SOLE 12800 0 0 STEPAN CO COM STK COMMON STOCK 858586100 207 3700 SH SOLE 3700 0 0 STURM RUGER & CO INC COM STK COMMON STOCK 864159108 128 10700 SH SOLE 10700 0 0 SUN BANCORP INC NEW JERSEY C COMMON STOCK 86663B102 298 75521 SH SOLE 75521 0 0 SUN COMMUNITIES INC COM REIT REITS/RICS 866674104 753 29864 SH SOLE 29864 0 0 SUTOR TECHNOLOGY GROUP LIMITED COMMON STOCK 869362103 87 30000 SH SOLE 30000 0 0 SYMETRA FINANCIAL CORP COMMON STOCK 87151Q106 188 14300 SH SOLE 14300 0 0 SYNOVIS LIFE TECHNOLOGIES INC COMMON STOCK 87162G105 172 11079 SH SOLE 11079 0 0 TECH DATA CORP COM STK COMMON STOCK 878237106 239 5700 SH SOLE 5700 0 0 TERRITORIAL BANCORP INC COMMON STOCK 88145X108 321 16869 SH SOLE 16869 0 0 TEXAS CAP BANCSHARES INC COM COMMON STOCK 88224Q107 329 17300 SH SOLE 17300 0 0 THOMAS WEISEL PARTNERS GROUP COMMON STOCK 884481102 47 12100 SH SOLE 12100 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK 884768102 246 18239 SH SOLE 18239 0 0 THQ INC COM STK COMMON STOCK 872443403 147 20900 SH SOLE 20900 0 0 TIMKEN CO COM STK COMMON STOCK 887389104 210 7000 SH SOLE 7000 0 0 TJX COS INC NEW COM STK COMMON STOCK 872540109 203 4770 SH SOLE 4770 0 0 TOMOTHERAPY INC COMMON STOCK 890088107 88 25803 SH SOLE 25803 0 0 TORONTO DOMINION BK CAD COM NP COMMON STOCK 891160509 596 8000 SH SOLE 8000 0 0 TOWNEBANK PORTSMOUTH VA COM S COMMON STOCK 89214P109 209 14953 SH SOLE 14953 0 0 TRANSATLANTIC HLDGS INC COM ST COMMON STOCK 893521104 549 10391 SH SOLE 10391 0 0 TRANSGLOBE ENERGY CORP COMMON STOCK 893662106 191 32800 SH SOLE 32800 0 0 TRAVELERS COS INC COM STK COMMON STOCK 89417E109 426 7900 SH SOLE 7900 0 0 TRIQUINT 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