-----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, GcoMYGnmw2nFeEtQr0vCvYeLrKmk5mBLfUPfm3l+hK5PDj26RSe4XUHThdlcGGYT 300/9QwF5VmVQYAOJodY6g== 0000906344-10-000280.txt : 20100903 0000906344-10-000280.hdr.sgml : 20100903 20100903141049 ACCESSION NUMBER: 0000906344-10-000280 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100903 DATE AS OF CHANGE: 20100903 EFFECTIVENESS DATE: 20100903 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: 101057261 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 ment2q10.txt FORM 13F INFORMATION TABLE - SECOND 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: June 30, 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 August 25, 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: 248 Form 13F Information Table Value Total: 65752 MENTA CAPITAL LLC FORM 13F INFORMATION TABLE - SECOND 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 311 18358 SH SOLE 18358 0 0 ACACIA RESEARCH CORP COM STK COMMON STOCK 003881307 169 11885 SH SOLE 11885 0 0 ACE LIMITED COM STK COMMON STOCK H0023R105 324 6299 SH SOLE 6299 0 0 ADMINISTAFF INC COM STK COMMON STOCK 007094105 401 16609 SH SOLE 16609 0 0 ADVANCE AMER CASH ADVANCE CTR COMMON STOCK 00739W107 144 34899 SH SOLE 34899 0 0 ADVANCE AUTO PTS INC COM STK COMMON STOCK 00751Y106 306 6100 SH SOLE 6100 0 0 AETNA INC NEW COM STK COMMON STOCK 00817Y108 293 11100 SH SOLE 11100 0 0 AGILYSYS INC COM STK COMMON STOCK 00847J105 157 23406 SH SOLE 23406 0 0 AGREE REALTY CORP COM REIT REITS/RICS 008492100 667 28613 SH SOLE 28613 0 0 AKORN INC COM STK COMMON STOCK 009728106 51 17017 SH SOLE 17017 0 0 ALLIED WRLD ASSURANCE HOLDING COMMON STOCK G0219G203 391 8621 SH SOLE 8621 0 0 AMB PROPERTY CORPORATION COM REITS/RICS 00163T109 362 15283 SH SOLE 15283 0 0 AMER CMPS COMM REITS/RICS 024835100 294 10757 SH SOLE 10757 0 0 AMERICAN CAPITAL AGE NCY CORP REITS/RICS 02503X105 756 28600 SH SOLE 28600 0 0 AMERICAN EQUITY INVESTMENT LI COMMON STOCK 025676206 193 18700 SH SOLE 18700 0 0 AMERICAN FINL GROUP INC OHIO C COMMON STOCK 025932104 265 9700 SH SOLE 9700 0 0 AMERICAN STS WTR CO COM STK COMMON STOCK 029899101 429 12944 SH SOLE 12944 0 0 ANWORTH MTG ASSET CORP COM ST REITS/RICS 037347101 227 31911 SH SOLE 31911 0 0 APAC CUSTOMER SERVICES INC CO COMMON STOCK 00185E106 62 10846 SH SOLE 10846 0 0 APPLIED INDL TECHNOLOGIES INC COMMON STOCK 03820C105 428 16900 SH SOLE 16900 0 0 ARGO GROUP INTERNATIONAL HOLD COMMON STOCK G0464B107 315 10300 SH SOLE 10300 0 0 ARRIS GROUP INC COM STK COMMON STOCK 04269Q100 144 14100 SH SOLE 14100 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK G05384105 484 19546 SH SOLE 19546 0 0 AXIS CAPITAL HLDGS COMMON STOCK G0692U109 314 10580 SH SOLE 10580 0 0 BANK HAWAII CORP COM STK COMMON STOCK 062540109 406 8394 SH SOLE 8394 0 0 BANKFINANCIAL CORP COM STK COMMON STOCK 06643P104 387 46521 SH SOLE 46521 0 0 BANNER CORP COM STK COMMON STOCK 06652V109 32 16100 SH SOLE 16100 0 0 BENEFICIAL MUTAL COMMON STOCK 08173R104 274 27686 SH SOLE 27686 0 0 BIG LOTS INC COM STK COMMON STOCK 089302103 241 7500 SH SOLE 7500 0 0 BLOUNT INTL INC NEW COM STK COMMON STOCK 095180105 402 39152 SH SOLE 39152 0 0 BOFI HOLDING INC COM COMMON STOCK 05566U108 316 22360 SH SOLE 22360 0 0 BOSTON BEER INC CL A COM STK COMMON STOCK 100557107 331 4900 SH SOLE 4900 0 0 BRANDYWINE REALTY TRUST COM R REITS/RICS 105368203 700 65124 SH SOLE 65124 0 0 BRIDGEPOINT EDUCATION INC COMMON STOCK 10807M105 231 14601 SH SOLE 14601 0 0 BRIGHTPOINT INC COM COMMON STOCK 109473405 255 36372 SH SOLE 36372 0 0 BRINKS CO COM COMMON STOCK 109696104 243 12748 SH SOLE 12748 0 0 CADENCE DESIGN SYS INC COM ST COMMON STOCK 127387108 71 12200 SH SOLE 12200 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK 12811R104 94 10127 SH SOLE 10127 0 0 CAPITAL GOLD CORP COM STK COMMON STOCK 14018Y205 91 22744 SH SOLE 22744 0 0 CAPLEASE INC REITS/RICS 140288101 146 31755 SH SOLE 31755 0 0 CARDIOME PHARMA CORP COMMON STOCK 14159U202 178 21614 SH SOLE 21614 0 0 CARROLS HOLDINGS CORP COMMON STOCK 14574X104 100 21947 SH SOLE 21947 0 0 CATO CORP NEW CL A COMMON STOCK 149205106 220 10000 SH SOLE 10000 0 0 CBL & ASSOCIATES PROPERTIES I REITS/RICS 124830100 214 17174 SH SOLE 17174 0 0 CENOVUS ENRG COMMON STOCK 15135U109 219 8500 SH SOLE 8500 0 0 CHESAPEAKE LODGING TRUST REITS/RICS 165240102 253 15977 SH SOLE 15977 0 0 CHESAPEAKE UTILITIES CORP COM COMMON STOCK 165303108 470 14980 SH SOLE 14980 0 0 CHIMERA INVESTMENT CORP COM ST REITS/RICS 16934Q109 704 195000 SH SOLE 195000 0 0 CHINA MARINE FOOD GROUP LTD COMMON STOCK 16943R106 128 31027 SH SOLE 31027 0 0 COCA COLA BOTTLING CO CONS CO COMMON STOCK 191098102 202 4207 SH SOLE 4207 0 0 COGDELL SPENCER INC COM REITS/RICS 19238U107 674 99750 SH SOLE 99750 0 0 COLONIAL PROPERTIES TRUST COM REITS/RICS 195872106 231 15881 SH SOLE 15881 0 0 COLUMBIA BKG SYS INC COM STK COMMON STOCK 197236102 269 14717 SH SOLE 14717 0 0 COMERICA INC COM STK COMMON STOCK 200340107 232 6300 SH SOLE 6300 0 0 CONTANGO OIL & GAS CO COM STK COMMON STOCK 21075N204 439 9800 SH SOLE 9800 0 0 CONTINUCARE CORP COM STK COMMON STOCK 212172100 106 31717 SH SOLE 31717 0 0 CORINTHIAN COLLEGES INC COM ST COMMON STOCK 218868107 135 13700 SH SOLE 13700 0 0 CORPORATE EXECUTIVE BRD CO COM COMMON STOCK 21988R102 260 9900 SH SOLE 9900 0 0 COTT CORPORATION CAD NPV COM COMMON STOCK 22163N106 342 58852 SH SOLE 58852 0 0 COVENTRY HLTH CARE INC COM COMMON STOCK 222862104 274 15500 SH SOLE 15500 0 0 CRACKER BARREL OLD COUNTRY STO COMMON STOCK 22410J106 228 4900 SH SOLE 4900 0 0 CULLEN FROST BANKER INC COMMON STOCK 229899109 231 4500 SH SOLE 4500 0 0 CULP INC COM STK COMMON STOCK 230215105 130 11818 SH SOLE 11818 0 0 CVB FINL CORP COM STK COMMON STOCK 126600105 252 26500 SH SOLE 26500 0 0 DARLING INTL INC COM STK COMMON STOCK 237266101 112 14892 SH SOLE 14892 0 0 DIAMOND MGMT & TECHNOLOGY COM COMMON STOCK 25269L106 222 21495 SH SOLE 21495 0 0 DIODES INC COM STK COMMON STOCK 254543101 186 11690 SH SOLE 11690 0 0 DIVX INC COMMON STOCK 255413106 119 15600 SH SOLE 15600 0 0 DONEGAL GROUP INC CL A COM STK COMMON STOCK 257701201 255 20711 SH SOLE 20711 0 0 DOUGLAS EMMETT INC COM REIT REITS/RICS 25960P109 156 11000 SH SOLE 11000 0 0 DSP GROUP INC COM STK COMMON STOCK 23332B106 186 29065 SH SOLE 29065 0 0 DUPONT FABROS TECH REIT REITS/RICS 26613Q106 267 10876 SH SOLE 10876 0 0 DYCOM INDUSTRIES INC COM STK COMMON STOCK 267475101 223 26031 SH SOLE 26031 0 0 EAST-WEST BANCORP INC COM STK COMMON STOCK 27579R104 383 25100 SH SOLE 25100 0 0 ECLIPSYS CORP COM STK COMMON STOCK 278856109 259 14533 SH SOLE 14533 0 0 ENERGYSOLUTIONS INC COM STK COMMON STOCK 292756202 63 12404 SH SOLE 12404 0 0 ENERSYS COM STK COMMON STOCK 29275Y102 312 14600 SH SOLE 14600 0 0 ENGLOBAL CORP COM STK COMMON STOCK 293306106 46 22134 SH SOLE 22134 0 0 ENTEGRIS INC COM STK COMMON STOCK 29362U104 164 41300 SH SOLE 41300 0 0 EQUITY LIFESTYLE PROPERTIES I REITS/RICS 29472R108 325 6736 SH SOLE 6736 0 0 EQUITY RESIDENTIAL COM REIT REITS/RICS 29476L107 808 19400 SH SOLE 19400 0 0 EVEREST REINSURANCE GROUP LTD COMMON STOCK G3223R108 458 6478 SH SOLE 6478 0 0 EXTREME NETWORKS INC COM STK COMMON STOCK 30226D106 87 32271 SH SOLE 32271 0 0 FAIRCHILD SEMICONDUCTOR INTL COMMON STOCK 303726103 139 16572 SH SOLE 16572 0 0 FBR CAPITAL MARKETS CORP COM S COMMON STOCK 30247C301 35 10600 SH SOLE 10600 0 0 FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK 313148306 174 12400 SH SOLE 12400 0 0 FIFTH THIRD BANCORP COM STK COMMON STOCK 316773100 389 31625 SH SOLE 31625 0 0 FINANCIAL INSTNS INC COM STK COMMON STOCK 317585404 322 18139 SH SOLE 18139 0 0 FINISH LINE INC CL A COM STK COMMON STOCK 317923100 175 12555 SH SOLE 12555 0 0 FIRST CITIZENS BANCSHARES INC COMMON STOCK 31946M103 408 2119 SH SOLE 2119 0 0 FIRST DEFIANCE FINANCIAL CORP COMMON STOCK 32006W106 352 39336 SH SOLE 39336 0 0 FIRST FINANCIAL BANCORP OHIO COMMON STOCK 320209109 380 25396 SH SOLE 25396 0 0 FIRST INDUSTRIAL REALTY TRUST REITS/RICS 32054K103 241 49991 SH SOLE 49991 0 0 FIRST MERCHANTS CORP COM STK COMMON STOCK 320817109 219 25862 SH SOLE 25862 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK 320841109 402 38002 SH SOLE 38002 0 0 FIRST MIDWEST BANCORP INC DEL COMMON STOCK 320867104 290 23885 SH SOLE 23885 0 0 FLAGSTONE REINSURANCE HOLDING COMMON STOCK L3466T104 471 43506 SH SOLE 43506 0 0 FOREST CITY ENTERPRISES INC C COMMON STOCK 345550107 669 59117 SH SOLE 59117 0 0 FORTINET INCCOM STK COMMON STOCK 34959E109 194 11826 SH SOLE 11826 0 0 FRONTEER GOLD INC COM COMMON STOCK 359032109 566 94359 SH SOLE 94359 0 0 GERDAU AMERISTEEL CORP COMMON STOCK 37373P105 124 11400 SH SOLE 11400 0 0 GETTY REALTY CORP (HOLDING CO REITS/RICS 374297109 603 26918 SH SOLE 26918 0 0 GILDAN ACTIVEWEAR INCORPORATED COMMON STOCK 375916103 339 11800 SH SOLE 11800 0 0 GLADSTONE COMMERCIAL CORP COM REITS/RICS 376536108 491 30024 SH SOLE 30024 0 0 GLATFELTER COM STK COMMON STOCK 377316104 136 12529 SH SOLE 12529 0 0 GOVERNMENT PROPERTIES INCOME REITS/RICS 38376A103 299 11700 SH SOLE 11700 0 0 GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 307 13100 SH SOLE 13100 0 0 GREAT LAKES DREDGE & DOCK CORP COMMON STOCK 390607109 237 39469 SH SOLE 39469 0 0 GREEN PLAINS RENEWABLE ENERGY COMMON STOCK 393222104 139 13575 SH SOLE 13575 0 0 GT SOLAR INTERNATIONAL COM ST COMMON STOCK 3623E0209 170 30308 SH SOLE 30308 0 0 HALLMARK FINL SVCS INC COM ST COMMON STOCK 40624Q203 142 14228 SH SOLE 14228 0 0 HIGHWOODS PROPERTIES INC COM REITS/RICS 431284108 452 16300 SH SOLE 16300 0 0 HRPT PROPERTIES TRUST COM REI REITS/RICS 40426W101 635 102300 SH SOLE 102300 0 0 HUNTINGTON BANCSHARES INC COM COMMON STOCK 446150104 238 42900 SH SOLE 42900 0 0 IMPAX LABORATORIES INC COM STK COMMON STOCK 45256B101 395 20700 SH SOLE 20700 0 0 INCYTE CORP COM STK COMMON STOCK 45337C102 166 15000 SH SOLE 15000 0 0 INNOSPEC INC COM COMMON STOCK 45768S105 226 24054 SH SOLE 24054 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON STOCK 458118106 393 79295 SH SOLE 79295 0 0 INTEGRATED ELEC COMMON STOCK 45811E301 54 15442 SH SOLE 15442 0 0 INTERNATIONAL BANCSHARES CORP COMMON STOCK 459044103 364 21806 SH SOLE 21806 0 0 INTERNATIONAL COAL GROUP INC COMMON STOCK 45928H106 57 14700 SH SOLE 14700 0 0 JETBLUE AWYS CORP COM STK COMMON STOCK 477143101 131 23800 SH SOLE 23800 0 0 JONES APPAREL GROUP INC COM ST COMMON STOCK 480074103 185 11652 SH SOLE 11652 0 0 JONES LANG LASALLE INC COM ST COMMON STOCK 48020Q107 210 3200 SH SOLE 3200 0 0 KENNETH COLE PRODUCTIONS INC COMMON STOCK 193294105 175 15897 SH SOLE 15897 0 0 KEYCORP NY COM STK COMMON STOCK 493267108 186 24200 SH SOLE 24200 0 0 KIMCO REALTY CORP COM REIT REITS/RICS 49446R109 620 46100 SH SOLE 46100 0 0 KNOT INC COM STK COMMON STOCK 499184109 154 19760 SH SOLE 19760 0 0 KRISPY KREME DOUGHNUTS INC CO COMMON STOCK 501014104 35 10300 SH SOLE 10300 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK 501242101 74 10508 SH SOLE 10508 0 0 LACLEDE GROUP INC (HOLDING CO COMMON STOCK 505597104 265 8000 SH SOLE 8000 0 0 LATTICE SEMICONDUCTOR CORP CO COMMON STOCK 518415104 103 23763 SH SOLE 23763 0 0 LAYNE CHRISTENSEN CO COM STK COMMON STOCK 521050104 284 11700 SH SOLE 11700 0 0 LEXINGTON REALTY TRUST REITS/RICS 529043101 189 31400 SH SOLE 31400 0 0 LIFETIME BRANDS INC COM STK COMMON STOCK 53222Q103 200 13688 SH SOLE 13688 0 0 LIONBRIDGE TECHNOLOGIES INC C COMMON STOCK 536252109 55 11951 SH SOLE 11951 0 0 LIQUIDITY SERVICES INC COM ST COMMON STOCK 53635B107 320 24713 SH SOLE 24713 0 0 LYDALL INC COM STK COMMON STOCK 550819106 119 15641 SH SOLE 15641 0 0 MACK-CALI REALTY CORP COM REI REITS/RICS 554489104 473 15900 SH SOLE 15900 0 0 MAGMA DESIGN AUTOMATION INC C COMMON STOCK 559181102 170 59854 SH SOLE 59854 0 0 MAINSOURCE FINL GROUP INC COM COMMON STOCK 56062Y102 313 43637 SH SOLE 43637 0 0 MDS INC COM STK COMMON STOCK 55269P302 90 10700 SH SOLE 10700 0 0 MEADOWBROOK INSURANCE GROUP I COMMON STOCK 58319P108 178 20600 SH SOLE 20600 0 0 MEDICAL PRPS TR REITS/RICS 58463J304 291 30814 SH SOLE 30814 0 0 MFA FINANCIAL INC COM STK REITS/RICS 55272X102 170 23000 SH SOLE 23000 0 0 MILLER INDUSTRIES INC TENNES COMMON STOCK 600551204 158 11711 SH SOLE 11711 0 0 MINEFINDERS CORP LTD CAD NPV C COMMON STOCK 602900102 156 17481 SH SOLE 17481 0 0 MIPS TECHNOLOGIES INC CL A CO COMMON STOCK 604567107 147 28839 SH SOLE 28839 0 0 MODUSLINK GLOBAL SOLUTIONS INC COMMON STOCK 60786L107 132 21900 SH SOLE 21900 0 0 MONTPELIER RE HOLD LTD COM COMMON STOCK G62185106 458 30700 SH SOLE 30700 0 0 MOTOROLA INC COM STK COMMON STOCK 620076109 140 21500 SH SOLE 21500 0 0 NATIONAL BEVERAGE CORP COM ST COMMON STOCK 635017106 311 25317 SH SOLE 25317 0 0 NATIONAL FINANCIAL PARTNERS C COMMON STOCK 63607P208 172 17600 SH SOLE 17600 0 0 NATIONAL HEALTH INVESTORS INC REITS/RICS 63633D104 730 18937 SH SOLE 18937 0 0 NET 1 UEPS TECHNOLOGIES INC C COMMON STOCK 64107N206 145 10801 SH SOLE 10801 0 0 NEW GOLD COMMON STOCK 644535106 140 22500 SH SOLE 22500 0 0 NEWPARK RESOURCES INC COM STK COMMON STOCK 651718504 77 12743 SH SOLE 12743 0 0 NIVS INTELLIMDIA COMMON STOCK 62914U108 25 11000 SH SOLE 11000 0 0 NORTH AMERICAN ENERGY PARTNER COMMON STOCK 656844107 132 14983 SH SOLE 14983 0 0 NOVELL INC COM STK COMMON STOCK 670006105 74 13000 SH SOLE 13000 0 0 OM GROUP INC COM STK COMMON STOCK 670872100 222 9300 SH SOLE 9300 0 0 OMEGA HEALTHCARE INVESTORS IN REITS/RICS 681936100 309 15500 SH SOLE 15500 0 0 OMNIAMERICAN BANCORP INC COMMON STOCK 68216R107 191 16897 SH SOLE 16897 0 0 OMNICELL INC COM STK COMMON STOCK 68213N109 236 20176 SH SOLE 20176 0 0 ONEBEACON INSURANCE GROUP LTD COMMON STOCK G67742109 203 14200 SH SOLE 14200 0 0 PACER INTERNATIONAL INC TENNES COMMON STOCK 69373H106 75 10800 SH SOLE 10800 0 0 PAR PHARMACEUTICAL COS INC CO COMMON STOCK 69888P106 455 17508 SH SOLE 17508 0 0 PARKWAY PROPERTIES INC COM ST REITS/RICS 70159Q104 224 15400 SH SOLE 15400 0 0 PEBBLEBROOK HOTEL TRUST REITS/RICS 70509V100 745 39500 SH SOLE 39500 0 0 PENNSYLVANIA REAL ESTATE INVE REITS/RICS 709102107 183 14982 SH SOLE 14982 0 0 PEOPLES UNITED FINANCIAL INC C COMMON STOCK 712704105 178 13200 SH SOLE 13200 0 0 PLATINUM GROUP METALS LTD COMMON STOCK 72765Q205 179 105100 SH SOLE 105100 0 0 PLX TECHNOLOGY INC COM STK COMMON STOCK 693417107 117 27996 SH SOLE 27996 0 0 PMA CAPITAL CORP CL A COM STK COMMON STOCK 693419202 117 17837 SH SOLE 17837 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 365 6468 SH SOLE 6468 0 0 POLYONE CORP COM STK COMMON STOCK 73179P106 98 11623 SH SOLE 11623 0 0 PRECISION DRILLING CORP COMMON STOCK 74022D308 146 22000 SH SOLE 22000 0 0 PROVIDENCE SERVICE CORP COM COMMON STOCK 743815102 225 16076 SH SOLE 16076 0 0 PROVIDENT FINANCIAL SERVICES I COMMON STOCK 74386T105 167 14260 SH SOLE 14260 0 0 PUBLIC STORAGE REITS/RICS 74460D109 440 5000 SH SOLE 5000 0 0 PULTE GROUP INC COM STK COMMON STOCK 745867101 84 10200 SH SOLE 10200 0 0 QUALITY DISTRIB COMMON STOCK 74756M102 93 17965 SH SOLE 17965 0 0 QUANEX BUILDING PRODUCTS CORP COMMON STOCK 747619104 397 22990 SH SOLE 22990 0 0 QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 143 27200 SH SOLE 27200 0 0 RADISYS CORP COM STK COMMON STOCK 750459109 128 13397 SH SOLE 13397 0 0 RAMCO-GERSHENSON PPT YS TR COM REITS/RICS 751452202 382 37789 SH SOLE 37789 0 0 RAYONIER INC COM STK REITS/RICS 754907103 682 15500 SH SOLE 15500 0 0 REDWOOD TRUST INC COM REIT REITS/RICS 758075402 569 38866 SH SOLE 38866 0 0 REINSURANCE GROUP AMER INC CL COMMON STOCK 759351604 425 9300 SH SOLE 9300 0 0 RENAISSANCE LEARNING INC COMMON STOCK 75968L105 233 15889 SH SOLE 15889 0 0 RF MICRO DEVICES INC COM STK COMMON STOCK 749941100 75 19300 SH SOLE 19300 0 0 RICHARDSON ELECTRS LTD COM ST COMMON STOCK 763165107 150 16661 SH SOLE 16661 0 0 RICHMONT MINES INC CAD NPV CO COMMON STOCK 76547T106 70 15830 SH SOLE 15830 0 0 ROSS STORES INC USD0 .01 COM COMMON STOCK 778296103 277 5200 SH SOLE 5200 0 0 RURAL / METRO OPER CO LLC / COMMON STOCK 781748108 230 28208 SH SOLE 28208 0 0 SAFEWAY INC (formerly Safeway) COMMON STOCK 786514208 239 12176 SH SOLE 12176 0 0 SAN JUAN BASIN RTY TR COM STK COMMON STOCK 798241105 243 9953 SH SOLE 9953 0 0 SAUL CENTERS INC COM REIT REITS/RICS 804395101 349 8582 SH SOLE 8582 0 0 SEABRIGHT HOLDINGS INC COMMON STOCK 811656107 226 23883 SH SOLE 23883 0 0 SELECTIVE INSURANCE GROUP INC COMMON STOCK 816300107 319 21459 SH SOLE 21459 0 0 SENIOR HOUSING PROPERTIES TRU REITS/RICS 81721M109 585 29086 SH SOLE 29086 0 0 SIERRA BANCORP COM STK COMMON STOCK 82620P102 201 17506 SH SOLE 17506 0 0 SILICON IMAGE INC COM STK COMMON STOCK 82705T102 119 33790 SH SOLE 33790 0 0 SILVERCORP METAL COMMON STOCK 82835P103 75 11399 SH SOLE 11399 0 0 SIMON PROPERTY GROUP INC COM REITS/RICS 828806109 733 9081 SH SOLE 9081 0 0 SONOSITE INC COM STK COMMON STOCK 83568G104 392 14476 SH SOLE 14476 0 0 SOUTHWEST BANCORP INC OKLA CO COMMON STOCK 844767103 178 13375 SH SOLE 13375 0 0 SPARTECH CORP COM STK COMMON STOCK 847220209 107 10431 SH SOLE 10431 0 0 SPORT SUPPLY GROUP INC COM ST COMMON STOCK 84916A104 297 22084 SH SOLE 22084 0 0 STAMPS.COM INC COM STK COMMON STOCK 852857200 146 14280 SH SOLE 14280 0 0 STANDARD PAC CORP COM STK COMMON STOCK 85375C101 58 17300 SH SOLE 17300 0 0 STATE AUTO FINL CORP COM STK COMMON STOCK 855707105 301 19425 SH SOLE 19425 0 0 SUN BANCORP INC NEW JERSEY C COMMON STOCK 86663B102 392 104242 SH SOLE 104242 0 0 SUN COMMUNITIES INC COM REIT REITS/RICS 866674104 703 27099 SH SOLE 27099 0 0 SUNOPTA INC COM COMMON STOCK 8676EP108 186 42300 SH SOLE 42300 0 0 SVB FINANCIAL GROUP COM STK COMMON STOCK 78486Q101 375 9100 SH SOLE 9100 0 0 TASEKO MINES LTD NPL CAD COM COMMON STOCK 876511106 354 83400 SH SOLE 83400 0 0 TECHNOLOGY INVT CAP CORP COM S COMMON STOCK 87244T109 91 10874 SH SOLE 10874 0 0 TERRITORIAL BANCORP INC COMMON STOCK 88145X108 380 20069 SH SOLE 20069 0 0 THE HANOVER INSURANCE GROUP I COMMON STOCK 410867105 227 5222 SH SOLE 5222 0 0 TIMBERLAND CO CL A COM STK COMMON STOCK 887100105 167 10328 SH SOLE 10328 0 0 TJX COS INC NEW COM STK COMMON STOCK 872540109 256 6100 SH SOLE 6100 0 0 TORO CO COM STK COMMON STOCK 891092108 201 4100 SH SOLE 4100 0 0 TOWER GROUP INC COM STK COMMON STOCK 891777104 461 21400 SH SOLE 21400 0 0 TRANSATLANTIC HLDGS INC COM ST COMMON STOCK 893521104 255 5326 SH SOLE 5326 0 0 TRANSGLOBE ENERGY CORP COMMON STOCK 893662106 520 71116 SH SOLE 71116 0 0 TRAVELERS COS INC COM STK COMMON STOCK 89417E109 330 6700 SH SOLE 6700 0 0 TRAVELZOO INC COM STK COMMON STOCK 89421Q106 193 15619 SH SOLE 15619 0 0 TRUSTCO BANK CORP NY COM STK COMMON STOCK 898349105 374 66833 SH SOLE 66833 0 0 TWO HARBORS INVESTMENT CORP REITS/RICS 90187B101 188 22800 SH SOLE 22800 0 0 UMB FINANCIAL CORP COM STK COMMON STOCK 902788108 383 10781 SH SOLE 10781 0 0 UNICA CORP COMMON STOCK 904583101 98 10205 SH SOLE 10205 0 0 UNION BANKSHARES CORP COM STK COMMON STOCK 90662P104 313 25510 SH SOLE 25510 0 0 UNITED CMNTY FINL CORP OHIO C COMMON STOCK 909839102 28 16506 SH SOLE 16506 0 0 UNITEDHEALTH GRP COMMON STOCK 91324P102 392 13800 SH SOLE 13800 0 0 UNIVERSAL AMERN FINL CORP COM COMMON STOCK 913377107 470 32664 SH SOLE 32664 0 0 UNIVERSAL TRAVEL GROUP COM ST COMMON STOCK 91388Q202 60 10245 SH SOLE 10245 0 0 USA MOBILITY INC COM COMMON STOCK 90341G103 427 33018 SH SOLE 33018 0 0 U-STORE-IT TRUST REITS/RICS 91274F104 217 29100 SH SOLE 29100 0 0 VAALCO ENERGY INC COM STK COMMON STOCK 91851C201 251 44782 SH SOLE 44782 0 0 VASCULAR SOLUTIONS INC COM ST COMMON STOCK 92231M109 260 20837 SH SOLE 20837 0 0 VERISIGN INC COM STK COMMON STOCK 92343E102 204 7700 SH SOLE 7700 0 0 VILLAGE SUPER MARKET INC COM COMMON STOCK 927107409 218 8300 SH SOLE 8300 0 0 W&T OFFSHORE INC COM STK COMMON STOCK 92922P106 331 35027 SH SOLE 35027 0 0 WARREN RESOURCES INC COM STK COMMON STOCK 93564A100 50 17300 SH SOLE 17300 0 0 WAUSAU-MOSINEE PAPER CORP COM COMMON STOCK 943315101 109 16108 SH SOLE 16108 0 0 WELLPOINT INC COMMON STOCK 94973V107 362 7392 SH SOLE 7392 0 0 WSFS FINL CORP COM STK COMMON STOCK 929328102 336 9339 SH SOLE 9339 0 0
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