-----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, Uv255oNviqzKLFwSCJb5INLBjPyu/h1O2mLLtE9gh4hgVluwfRCLZjBOr8jEBAqt 6rIL6lYp6jDgxXWp4FiRAA== 0000906344-10-000344.txt : 20101110 0000906344-10-000344.hdr.sgml : 20101110 20101110170058 ACCESSION NUMBER: 0000906344-10-000344 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101110 DATE AS OF CHANGE: 20101110 EFFECTIVENESS DATE: 20101110 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: 101180737 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 ment3q10.txt FORM 13F INFORMATION TABLE - THIRD 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: September 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 November 10, 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: 314 Form 13F Information Table Value Total: 102978 MENTA CAPITAL LLC FORM 13F INFORMATION TABLE - THIRD QUARTER 2010
VALUE SHARES/ SH/ PUT/ INVSTMT OTH VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRTN MGRS SOLE SHARED NONE ========================================================================================================================= 1ST SOURCE CORP COM STK COMMON STOCK 336901103 567 32658 SH SOLE 32658 0 0 ABINGTON CMNTY BANCORP INC CO COMMON STOCK 00350L109 613 58197 SH SOLE 58197 0 0 ADMINISTAFF INC COM STK COMMON STOCK 007094105 403 14953 SH SOLE 14953 0 0 ADVANCE AUTO PTS INC COM STK COMMON STOCK 00751Y106 205 3500 SH SOLE 3500 0 0 ADVANCED BATTERY TECHNOLOGIES COMMON STOCK 00752H102 226 62918 SH SOLE 62918 0 0 AETNA INC NEW COM STK COMMON STOCK 00817Y108 341 10800 SH SOLE 10800 0 0 AFTERMARKET TECHNOLOGY CORP C COMMON STOCK 00211W104 244 9856 SH SOLE 9856 0 0 AGREE REALTY CORP COM REIT REITS/RICS 008492100 652 25838 SH SOLE 25838 0 0 AKORN INC COM STK COMMON STOCK 009728106 86 21377 SH SOLE 21377 0 0 ALEXZA PHARMACEUTICALS INC CO COMMON STOCK 015384100 293 92428 SH SOLE 92428 0 0 ALMADEN MINERALS LTD Com COMMON STOCK 020283107 123 43500 SH SOLE 43500 0 0 AMB PROPERTY CORPORATION COM REITS/RICS 00163T109 408 15400 SH SOLE 15400 0 0 AMERCO COM STK COMMON STOCK 023586100 207 2600 SH SOLE 2600 0 0 AMERICAN CAPITAL AGENCY CORP REITS/RICS 02503X105 853 32100 SH SOLE 32100 0 0 AMERICAN EQUITY INVESTMENT LI COMMON STOCK 025676206 351 34280 SH SOLE 34280 0 0 AMERICAN FINL GROUP INC OHIO C COMMON STOCK 025932104 206 6721 SH SOLE 6721 0 0 AMN HEALTHCARE SERVICES INC C COMMON STOCK 001744101 328 63746 SH SOLE 63746 0 0 AMPCO-PITTSBURGH CORP COM STK COMMON STOCK 032037103 249 10017 SH SOLE 10017 0 0 AMTRUST FINL SVCS INC COM STK COMMON STOCK 032359309 409 28196 SH SOLE 28196 0 0 ANNALY CAPITAL MGMT INC REITS/RICS 035710409 381 21650 SH SOLE 21650 0 0 APARTMENT INVESTMENT & MANAGE REITS/RICS 03748R101 468 21874 SH SOLE 21874 0 0 APPLIED INDL TECHNOLOGIES INC COMMON STOCK 03820C105 658 21500 SH SOLE 21500 0 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK 04315B107 199 13000 SH SOLE 13000 0 0 ASHFORD HOSPITALITY TRUST INC REITS/RICS 044103109 176 19402 SH SOLE 19402 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK G05384105 280 9246 SH SOLE 9246 0 0 ATMEL CORP COM STK COMMON STOCK 049513104 128 16100 SH SOLE 16100 0 0 AURIZON MINES LTD CAD COM NPV COMMON STOCK 05155P106 969 140452 SH SOLE 140452 0 0 AUTODESK INC COM STK COMMON STOCK 052769106 201 6300 SH SOLE 6300 0 0 AVALONBAY COMMUNITIES INC COM REITS/RICS 053484101 696 6700 SH SOLE 6700 0 0 AVISTA CORP COM STK COMMON STOCK 05379B107 475 22736 SH SOLE 22736 0 0 AXIS CAPITAL HLDGS COMMON STOCK G0692U109 213 6480 SH SOLE 6480 0 0 BARRETT BUSINESS SERVICES INC COMMON STOCK 068463108 154 10144 SH SOLE 10144 0 0 BB&T CORP COM STK COMMON STOCK 054937107 339 14077 SH SOLE 14077 0 0 BGC PARTNERS INC COMMON STOCK 05541T101 109 18178 SH SOLE 18178 0 0 BLOUNT INTL INC NEW COM STK COMMON STOCK 095180105 446 35003 SH SOLE 35003 0 0 BOFI HOLDING INC COM COMMON STOCK 05566U108 121 10170 SH SOLE 10170 0 0 BOISE INC CORP COM STK COMMON STOCK 09746Y105 103 15900 SH SOLE 15900 0 0 BOSTON PROPERTIES INC MASSAC REITS/RICS 101121101 565 6800 SH SOLE 6800 0 0 BRANDYWINE REALTY TRUST COM R REITS/RICS 105368203 989 80769 SH SOLE 80769 0 0 BRE PROPERTIES INC CL A COM RE REITS/RICS 05564E106 664 16000 SH SOLE 16000 0 0 BRIGGS & STRATTON CORP COM ST COMMON STOCK 109043109 411 21642 SH SOLE 21642 0 0 BRINKS CO COM COMMON STOCK 109696104 463 20150 SH SOLE 20150 0 0 BROOKLINE BANCORP INC DE COM COMMON STOCK 11373M107 439 43973 SH SOLE 43973 0 0 BROOKS AUTOMATION INC COM STK COMMON STOCK 114340102 277 41351 SH SOLE 41351 0 0 BROWN SHOE INC NEW COM STK COMMON STOCK 115736100 123 10700 SH SOLE 10700 0 0 CADENCE DESIGN SYS INC COM ST COMMON STOCK 127387108 129 16900 SH SOLE 16900 0 0 CALLIDUS SOFTWRE COMMON STOCK 13123E500 222 51996 SH SOLE 51996 0 0 CALLON PETE CO DEL COM STK COMMON STOCK 13123X102 272 54860 SH SOLE 54860 0 0 CAPITALSOURCE INC COM STK COMMON STOCK 14055X102 180 33700 SH SOLE 33700 0 0 CARROLS HOLDINGS CORP COMMON STOCK 14574X104 93 17547 SH SOLE 17547 0 0 CASH STORE FINL SVCS INC COM COMMON STOCK 14756F103 300 20100 SH SOLE 20100 0 0 CBL & ASSOCIATES PROPERTIES I REITS/RICS 124830100 406 31113 SH SOLE 31113 0 0 CDI CORP COM STK COMMON STOCK 125071100 152 11802 SH SOLE 11802 0 0 CENTER FINL CORP CALIF COM ST COMMON STOCK 15146E102 739 145213 SH SOLE 145213 0 0 CENTRAL GARDEN & PET CO COM S COMMON STOCK 153527106 169 16287 SH SOLE 16287 0 0 CHATHAM LODGING TRUST REITS/RICS 16208T102 302 16248 SH SOLE 16248 0 0 CHEROKEE INC DEL NEW COM STK COMMON STOCK 16444H102 259 14204 SH SOLE 14204 0 0 CHESAPEAKE LODGING TRUST REITS/RICS 165240102 450 27496 SH SOLE 27496 0 0 CHIMERA INVESTMENT CORP COM ST REITS/RICS 16934Q109 910 230500 SH SOLE 230500 0 0 CHINA BIO ENERGY HLDG GROUP C COMMON STOCK 16948P105 289 43113 SH SOLE 43113 0 0 CHINA MARINE FOOD GROUP LTD COMMON STOCK 16943R106 116 22257 SH SOLE 22257 0 0 CHINA-BIOTICS INC COM STK COMMON STOCK 16937B109 119 10815 SH SOLE 10815 0 0 CHRISTOPHER & BANKS CORP COM S COMMON STOCK 171046105 88 11100 SH SOLE 11100 0 0 CIBER INC COM STK COMMON STOCK 17163B102 167 55539 SH SOLE 55539 0 0 CIGNA CORP COM STK COMMON STOCK 125509109 208 5800 SH SOLE 5800 0 0 CIT GROUP INC COM STK COMMON STOCK 125581801 837 20500 SH SOLE 20500 0 0 CLAUDE RESOURCES INC CAD NPV COMMON STOCK 182873109 174 114500 SH SOLE 114500 0 0 CLEARWATER PAPER COMMON STOCK 18538R103 662 8700 SH SOLE 8700 0 0 CLOUD PEAK ENERGY INC COM STK COMMON STOCK 18911Q102 296 16227 SH SOLE 16227 0 0 COGDELL SPENCER INC COM REITS/RICS 19238U107 465 73560 SH SOLE 73560 0 0 COHERENT INC COM STK COMMON STOCK 192479103 265 6626 SH SOLE 6626 0 0 COMMERCE BANCSHARES INC COM ST COMMON STOCK 200525103 800 21275 SH SOLE 21275 0 0 COVENTRY HLTH CARE INC COM COMMON STOCK 222862104 254 11800 SH SOLE 11800 0 0 CRACKER BARREL OLD COUNTRY STO COMMON STOCK 22410J106 239 4700 SH SOLE 4700 0 0 CRAY INC COM STK COMMON STOCK 225223304 258 39100 SH SOLE 39100 0 0 CVB FINL CORP COM STK COMMON STOCK 126600105 122 16200 SH SOLE 16200 0 0 CYPRESS SEMICONDUCTOR CORP CO COMMON STOCK 232806109 127 10100 SH SOLE 10100 0 0 DAKTRONICS INC COM STK COMMON STOCK 234264109 109 11100 SH SOLE 11100 0 0 DEPOMED INC COM STK COMMON STOCK 249908104 84 18800 SH SOLE 18800 0 0 DIAMOND MGMT & TECHNOLOGY COM COMMON STOCK 25269L106 157 12595 SH SOLE 12595 0 0 DIODES INC COM STK COMMON STOCK 254543101 342 19990 SH SOLE 19990 0 0 DIVX INC COMMON STOCK 255413106 181 18995 SH SOLE 18995 0 0 DOMINOS PIZZA COMMON STOCK 25754A201 160 12100 SH SOLE 12100 0 0 DONEGAL GROUP INC CL A COM STK COMMON STOCK 257701201 308 23549 SH SOLE 23549 0 0 DUOYUAN PRTG INC COM STK COMMON STOCK 26605B109 88 30900 SH SOLE 30900 0 0 DUPONT FABROS TECH REIT REITS/RICS 26613Q106 463 18400 SH SOLE 18400 0 0 DURECT CORP COM STK COMMON STOCK 266605104 155 60847 SH SOLE 60847 0 0 DYNEGY INC NEW CL A COM STK COMMON STOCK 26817G300 49 10100 SH SOLE 10100 0 0 DYNEX CAPITAL INC COM REIT REITS/RICS 26817Q506 875 81144 SH SOLE 81144 0 0 EAST-WEST BANCORP INC COM STK COMMON STOCK 27579R104 814 50000 SH SOLE 50000 0 0 ECA MARCELLUS TRUST I COMMON STOCK 26827L109 514 25300 SH SOLE 25300 0 0 ENERGYSOLUTIONS INC COM STK COMMON STOCK 292756202 151 30000 SH SOLE 30000 0 0 ENGLOBAL CORP COM STK COMMON STOCK 293306106 56 22134 SH SOLE 22134 0 0 ENTERTAINMENT PROPERTIES TRUS REITS/RICS 29380T105 946 21912 SH SOLE 21912 0 0 EQUITY LIFESTYLE PROPERTIES I REITS/RICS 29472R108 965 17708 SH SOLE 17708 0 0 EQUITY RESIDENTIAL COM REIT REITS/RICS 29476L107 937 19700 SH SOLE 19700 0 0 ESSEX PPTY TR INC COM STK REITS/RICS 297178105 749 6840 SH SOLE 6840 0 0 EVEREST REINSURANCE GROUP LTD COMMON STOCK G3223R108 292 3378 SH SOLE 3378 0 0 EXAR CORP COM STK COMMON STOCK 300645108 65 10900 SH SOLE 10900 0 0 FALCONSTOR SOFTWARE INC COM ST COMMON STOCK 306137100 112 36718 SH SOLE 36718 0 0 FAMILY DOLLAR STORES INC COM COMMON STOCK 307000109 212 4800 SH SOLE 4800 0 0 FBR CAPITAL MARKETS CORP COM S COMMON STOCK 30247C301 42 13400 SH SOLE 13400 0 0 FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK 313148306 337 31166 SH SOLE 31166 0 0 FEDERAL REALTY INVESTMENT TRU REITS/RICS 313747206 661 8100 SH SOLE 8100 0 0 FIFTH THIRD BANCORP COM STK COMMON STOCK 316773100 409 34025 SH SOLE 34025 0 0 FINISH LINE INC CL A COM STK COMMON STOCK 317923100 170 12255 SH SOLE 12255 0 0 FIRST BANCORP TROY NC COM ST COMMON STOCK 318910106 337 24722 SH SOLE 24722 0 0 FIRST CITIZENS BANCSHARES INC COMMON STOCK 31946M103 819 4419 SH SOLE 4419 0 0 FIRST DEFIANCE FINANCIAL CORP COMMON STOCK 32006W106 448 44538 SH SOLE 44538 0 0 FIRST FINANCIAL BANCORP OHIO COMMON STOCK 320209109 821 49196 SH SOLE 49196 0 0 FIRST FINANCIAL CORP (INDIANA) COMMON STOCK 320218100 268 9100 SH SOLE 9100 0 0 FIRST FNL NW INC COMMON STOCK 32022K102 96 24628 SH SOLE 24628 0 0 FIRST INDUSTRIAL REALTY TRUST REITS/RICS 32054K103 529 104401 SH SOLE 104401 0 0 FIRST INTERSTATE BANCSYSTEM I COMMON STOCK 32055Y201 707 52491 SH SOLE 52491 0 0 FIRST MERCHANTS CORP COM STK COMMON STOCK 320817109 220 28862 SH SOLE 28862 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK 320841109 396 39302 SH SOLE 39302 0 0 FIRST MIDWEST BANCORP INC DEL COMMON STOCK 320867104 498 43234 SH SOLE 43234 0 0 FIRST NIAGARA FINL GROUP INC COMMON STOCK 33582V108 835 71702 SH SOLE 71702 0 0 FIRSTMERIT CORP COM STK COMMON STOCK 337915102 840 45853 SH SOLE 45853 0 0 FIVE STAR QUALITY CARE INC CO COMMON STOCK 33832D106 335 66335 SH SOLE 66335 0 0 FLAGSTONE REINSURANCE HOLDING COMMON STOCK L3466T104 447 42106 SH SOLE 42106 0 0 FOREST CITY ENTERPRISES INC C COMMON STOCK 345550107 980 76416 SH SOLE 76416 0 0 FORTINET INC COM STK COMMON STOCK 34959E109 360 14395 SH SOLE 14395 0 0 FREDS INC CL A COM STK COMMON STOCK 356108100 185 15700 SH SOLE 15700 0 0 FRONTEER GOLD INC COM COMMON STOCK 359032109 173 24200 SH SOLE 24200 0 0 FULTON FINL CORP PA COM STK COMMON STOCK 360271100 289 31877 SH SOLE 31877 0 0 GENCORP INC COM STK COMMON STOCK 368682100 152 30800 SH SOLE 30800 0 0 GETTY REALTY CORP (HOLDING CO) REITS/RICS 374297109 470 17513 SH SOLE 17513 0 0 GILDAN ACTIVEWEAR INCORPORATED COMMON STOCK 375916103 523 18600 SH SOLE 18600 0 0 GLADSTONE COMMERCIAL CORP COM REITS/RICS 376536108 215 12525 SH SOLE 12525 0 0 GMX RES INC COM STK COMMON STOCK 38011M108 50 10200 SH SOLE 10200 0 0 GOLDEN STAR RES LTD CAD NPV CO COMMON STOCK 38119T104 277 56200 SH SOLE 56200 0 0 GRAN TIERRA ENERGY INC COM ST COMMON STOCK 38500T101 205 26600 SH SOLE 26600 0 0 GREAT LAKES DREDGE & DOCK CORP COMMON STOCK 390607109 348 59812 SH SOLE 59812 0 0 GREENBRIER COS INC COM STK COMMON STOCK 393657101 217 13949 SH SOLE 13949 0 0 GREENE BANCSHARES INC COM STK COMMON STOCK 394361208 178 26188 SH SOLE 26188 0 0 GRIFFON CORP COM STK COMMON STOCK 398433102 207 17000 SH SOLE 17000 0 0 GT SOLAR INTERNATIONAL COM ST COMMON STOCK 3623E0209 438 52359 SH SOLE 52359 0 0 GULF RES INC COM STK COMMON STOCK 40251W309 312 40593 SH SOLE 40593 0 0 HALLMARK FINL SVCS INC COM ST COMMON STOCK 40624Q203 107 12209 SH SOLE 12209 0 0 HANSEN NAT CORP COM STK COMMON STOCK 411310105 214 4600 SH SOLE 4600 0 0 HARRY WINSTON DIAMOND CORP CO COMMON STOCK 41587B100 371 31900 SH SOLE 31900 0 0 HATTERAS FINANCL REITS/RICS 41902R103 420 14743 SH SOLE 14743 0 0 HAWAIIAN HLDGS INC COM STK COMMON STOCK 419879101 111 18529 SH SOLE 18529 0 0 HEADWATERS INC COM STK COMMON STOCK 42210P102 70 19536 SH SOLE 19536 0 0 HEALTH CARE REIT INC COM REIT REITS/RICS 42217K106 516 10895 SH SOLE 10895 0 0 HEALTHWAYS INC COMMON STOCK 422245100 127 10900 SH SOLE 10900 0 0 HEARTLAND EXPRESS INC COM STK COMMON STOCK 422347104 174 11700 SH SOLE 11700 0 0 HEIDRICK & STRUGGLES INTL INC COMMON STOCK 422819102 387 19853 SH SOLE 19853 0 0 HERSHA HOSPITALITY TR CL A CO REITS/RICS 427825104 123 23821 SH SOLE 23821 0 0 HOME BANCSHARES INC/CONWAY A COMMON STOCK 436893200 252 12425 SH SOLE 12425 0 0 HOME PROPERTIES INC COM STK REITS/RICS 437306103 838 15832 SH SOLE 15832 0 0 HUNTINGTON BANCSHARES INC COM COMMON STOCK 446150104 274 48079 SH SOLE 48079 0 0 IDT CORP CL B COM STK COMMON STOCK 448947507 251 14100 SH SOLE 14100 0 0 IMMERSION CORP COM STK COMMON STOCK 452521107 64 10900 SH SOLE 10900 0 0 IMPAX LABORATORIES INC COM STK COMMON STOCK 45256B101 249 12554 SH SOLE 12554 0 0 INFOSPACE INC COM STK COMMON STOCK 45678T300 89 10300 SH SOLE 10300 0 0 INNOSPEC INC COM COMMON STOCK 45768S105 549 36062 SH SOLE 36062 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON STOCK 458118106 584 99795 SH SOLE 99795 0 0 INTERNATIONAL BANCSHARES CORP COMMON STOCK 459044103 828 49014 SH SOLE 49014 0 0 INTERNATIONAL SPEEDWAY CORP C COMMON STOCK 460335201 339 13900 SH SOLE 13900 0 0 IRIS INTL INC COM STK COMMON STOCK 46270W105 155 16156 SH SOLE 16156 0 0 ISILON SYSTEMS INC COMMON STOCK 46432L104 203 9089 SH SOLE 9089 0 0 JAKKS PAC INC COM STK COMMON STOCK 47012E106 311 17625 SH SOLE 17625 0 0 JDS UNIPHASE CORP COM STK COMMON STOCK 46612J507 129 10400 SH SOLE 10400 0 0 KEMET CORP COM STK COMMON STOCK 488360108 208 62200 SH SOLE 62200 0 0 KENNETH COLE PRODUCTIONS INC COMMON STOCK 193294105 178 10697 SH SOLE 10697 0 0 KENSEY NASH CORP COM STK COMMON STOCK 490057106 318 10998 SH SOLE 10998 0 0 KEYCORP NY COM STK COMMON STOCK 493267108 603 75745 SH SOLE 75745 0 0 KINDRED HEALTHCARE INC COM ST COMMON STOCK 494580103 366 28081 SH SOLE 28081 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK 501242101 204 32908 SH SOLE 32908 0 0 L B FOSTER CO CL A COM STK COMMON STOCK 350060109 519 17937 SH SOLE 17937 0 0 LAKELAND BANCORP INC COM STK COMMON STOCK 511637100 182 21587 SH SOLE 21587 0 0 LAKELAND FINL CORP COM STK COMMON STOCK 511656100 223 11957 SH SOLE 11957 0 0 LAM RESH CORP COM STK COMMON STOCK 512807108 201 4800 SH SOLE 4800 0 0 LASALLE HOTEL PROPERTIES COM REITS/RICS 517942108 821 35088 SH SOLE 35088 0 0 LATTICE SEMICONDUCTOR CORP CO COMMON STOCK 518415104 257 54066 SH SOLE 54066 0 0 LAYNE CHRISTENSEN CO COM STK COMMON STOCK 521050104 261 10096 SH SOLE 10096 0 0 LIBBEY INC COM STK COMMON STOCK 529898108 437 33168 SH SOLE 33168 0 0 LIQUIDITY SERVICES INC COM ST COMMON STOCK 53635B107 458 28580 SH SOLE 28580 0 0 LOGMEIN INC COMMON STOCK 54142L109 436 12117 SH SOLE 12117 0 0 LTC PROPERTIES INC COM REIT REITS/RICS 502175102 835 32709 SH SOLE 32709 0 0 LTX CREDENCE CORPORATION COM COMMON STOCK 502403108 96 46100 SH SOLE 46100 0 0 LYDALL INC COM STK COMMON STOCK 550819106 117 15936 SH SOLE 15936 0 0 MAGMA DESIGN AUTOMATION INC C COMMON STOCK 559181102 188 50700 SH SOLE 50700 0 0 MAGNA INTL INC COMMON STOCK 559222401 207 2520 SH SOLE 2520 0 0 MAIDEN HLDGS LTD COMMON STOCK G5753U112 391 51345 SH SOLE 51345 0 0 MAINSOURCE FINL GROUP INC COM COMMON STOCK 56062Y102 477 62403 SH SOLE 62403 0 0 MANITOWOC INC COM STK COMMON STOCK 563571108 137 11300 SH SOLE 11300 0 0 MATTSON TECHNOLOGY INC COM ST COMMON STOCK 577223100 165 60019 SH SOLE 60019 0 0 MAXLINEAR INC COMMON STOCK 57776J100 225 20065 SH SOLE 20065 0 0 MB FINANCIAL INC COMMON STOCK 55264U108 807 49780 SH SOLE 49780 0 0 MEADOWBROOK INSURANCE GROUP I COMMON STOCK 58319P108 239 26700 SH SOLE 26700 0 0 MEDIDATA SOLUTIONS INC COMMON STOCK 58471A105 249 12969 SH SOLE 12969 0 0 MF GLOBAL HOLDINGS LTD COM STK COMMON STOCK 55277J108 562 78100 SH SOLE 78100 0 0 MICRON TECHNOLOGY INC COM STK COMMON STOCK 595112103 81 11300 SH SOLE 11300 0 0 MICROSTRATEGY INC COM STK COMMON STOCK 594972408 416 4800 SH SOLE 4800 0 0 MICROTUNE INC DEL COM STK COMMON STOCK 59514P109 147 50800 SH SOLE 50800 0 0 MILLER INDUSTRIES INC TENNES COMMON STOCK 600551204 157 11586 SH SOLE 11586 0 0 MIPS TECHNOLOGIES INC CL A CO COMMON STOCK 604567107 630 64692 SH SOLE 64692 0 0 MODUSLINK GLOBAL SOLUTIONS INC COMMON STOCK 60786L107 133 20882 SH SOLE 20882 0 0 MONMOUTH REAL ESTATE INVESTME REITS/RICS 609720107 165 21068 SH SOLE 21068 0 0 MONTPELIER RE HOLD LTD COM COMMON STOCK G62185106 300 17300 SH SOLE 17300 0 0 MOVADO GROUP INC COM COMMON STOCK 624580106 139 12801 SH SOLE 12801 0 0 MURPHY OIL CORP COM STK COMMON STOCK 626717102 204 3300 SH SOLE 3300 0 0 NARA BANCORP INC COM STK COMMON STOCK 63080P105 362 51314 SH SOLE 51314 0 0 NATIONAL BEVERAGE CORP COM ST COMMON STOCK 635017106 256 18275 SH SOLE 18275 0 0 NATIONAL HEALTH INVESTORS INC REITS/RICS 63633D104 945 21437 SH SOLE 21437 0 0 NATIONAL HEALTHCARE CORP COM S COMMON STOCK 635906100 435 11742 SH SOLE 11742 0 0 NCR CORP COM STK COMMON STOCK 62886E108 162 11900 SH SOLE 11900 0 0 NESS TECHNOLOGIES INC COM STK COMMON STOCK 64104X108 61 13542 SH SOLE 13542 0 0 NEWCASTLE INVT CORP NEW COM RE REITS/RICS 65105M108 67 21582 SH SOLE 21582 0 0 NEWPARK RESOURCES INC COM STK COMMON STOCK 651718504 170 20243 SH SOLE 20243 0 0 NIKE INC CL B COM STK COMMON STOCK 654106103 208 2600 SH SOLE 2600 0 0 NORANDA ALUMINIUM HOLDING COMMON STOCK 65542W107 231 28147 SH SOLE 28147 0 0 OCEANFIRST FINL CORP COM STK COMMON STOCK 675234108 144 11700 SH SOLE 11700 0 0 OCWEN FINL CORP COM STK COMMON STOCK 675746309 479 47285 SH SOLE 47285 0 0 OM GROUP INC COM STK COMMON STOCK 670872100 572 19000 SH SOLE 19000 0 0 OMNIAMERICAN BANCORP INC COMMON STOCK 68216R107 436 38678 SH SOLE 38678 0 0 OMNICELL INC COM STK COMMON STOCK 68213N109 709 54219 SH SOLE 54219 0 0 ON SEMICONDUCTOR CORP/SEMI COMMON STOCK 682189105 118 16300 SH SOLE 16300 0 0 ONE LIBERTY PROPERTIES INC CO REITS/RICS 682406103 598 37592 SH SOLE 37592 0 0 ORITANI FINANCIAL CORP COM STK COMMON STOCK 68633D103 367 36762 SH SOLE 36762 0 0 ORRSTOWN FINANCIAL SERVICES I COMMON STOCK 687380105 301 13000 SH SOLE 13000 0 0 PACER INTERNATIONAL INC TENNES COMMON STOCK 69373H106 169 27900 SH SOLE 27900 0 0 PAPA JOHNS INTL INC COM STK COMMON STOCK 698813102 209 7930 SH SOLE 7930 0 0 PENWEST PHARMACEUTIC ALS CO CO COMMON STOCK 709754105 61 12303 SH SOLE 12303 0 0 PEOPLES UNITED FINANCIAL INC C COMMON STOCK 712704105 822 62800 SH SOLE 62800 0 0 PINNACLE AIRLINES CORP COMMON STOCK 723443107 129 23724 SH SOLE 23724 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 819 15768 SH SOLE 15768 0 0 POTLATCH HOLDINGS INC COM REITS/RICS 737630103 243 7155 SH SOLE 7155 0 0 POWELL INDUSTRIES INC COM STK COMMON STOCK 739128106 238 7660 SH SOLE 7660 0 0 POWER-ONE INC COM STK COMMON STOCK 73930R102 145 16000 SH SOLE 16000 0 0 PRE PAID LEGAL SVCS INC COM ST COMMON STOCK 740065107 212 3400 SH SOLE 3400 0 0 PROVIDENCE SERVICE CORP COM COMMON STOCK 743815102 345 21061 SH SOLE 21061 0 0 PROVIDENT FINANCIAL SERVICES I COMMON STOCK 74386T105 124 10042 SH SOLE 10042 0 0 PS BUSINESS PARKS INC COM REI REITS/RICS 69360J107 840 14854 SH SOLE 14854 0 0 QUESTAR CORP COM STK COMMON STOCK 748356102 186 10600 SH SOLE 10600 0 0 QUIKSILVER INC COM STK COMMON STOCK 74838C106 87 22300 SH SOLE 22300 0 0 QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 68 10800 SH SOLE 10800 0 0 RAMCO-GERSHENSON PPT YS TR COM REITS/RICS 751452202 310 28906 SH SOLE 28906 0 0 RAYONIER INC COM STK REITS/RICS 754907103 470 9371 SH SOLE 9371 0 0 REINSURANCE GROUP AMER INC CL COMMON STOCK 759351604 410 8500 SH SOLE 8500 0 0 RENAISSANCE LEARNING INC COMMON STOCK 75968L105 321 31535 SH SOLE 31535 0 0 RES-CARE INC COM STK COMMON STOCK 760943100 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