0001193125-11-223380.txt : 20110815 0001193125-11-223380.hdr.sgml : 20110815 20110815172000 ACCESSION NUMBER: 0001193125-11-223380 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 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: 111037826 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 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/2011 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, Spear Tower, Suite 3730 San Francisco, CA 94105 Form 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: Laurent Dubois Managing Member 415.490.2610 Signature, Place and Date of Signing: /s/ Laurent Dubois San Francisco, CA 08/15/2011 -------------------------- ------------------------ ------------------------ [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 288 Form 13F Information Table Value Total (x$1000): 108,629 (thousands) List of Other Included Managers: None (See attachment) 13F REPORT: (06/30/11) MENTA CAPITAL

VOTING VOTING VOTING VALUE X SHARES SH/ PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------ ---------- ------- ------- --- ---- ---------- -------- --------- --------- --------- 1ST UNITED BANCORP INC. (FL) C COMMON STOCK '33740N105 144 23200 SH SOLE 23200 0 0 ADVANCE AMER CASH AD VANCE CTR COMMON STOCK '00739W107 255 37000 SH SOLE 37000 0 0 AETNA INC NEW COM STK COMMON STOCK '00817Y108 476 10800 SH SOLE 10800 0 0 AGILYSYS INC COM STK COMMON STOCK '00847J105 129 15428 SH SOLE 15428 0 0 AGREE REALTY CORP COM REIT REITS/RICS '008492100 833 37305 SH SOLE 37305 0 0 ALEXANDER'S INC. COM REIT REITS/RICS '014752109 754 1900 SH SOLE 1900 0 0 ALLIED WORLD ASSURANCE COMPANY COMMON STOCK 'H01531104 530 9200 SH SOLE 9200 0 0 ALON USA ENERGY INC COM COMMON STOCK '020520102 288 25558 SH SOLE 25558 0 0 AMER CMPS COMM REITS/RICS '024835100 899 25300 SH SOLE 25300 0 0 AMERICAN EQUITY INVE STMENT LI COMMON STOCK '025676206 395 31093 SH SOLE 31093 0 0 ANN INC COM STK COMMON STOCK '035623107 245 9400 SH SOLE 9400 0 0 AON CORP COM STK COMMON STOCK '037389103 518 10100 SH SOLE 10100 0 0 ARMOUR RESD REIT REITS/RICS '042315101 400 54400 SH SOLE 54400 0 0 ASHFORD HOSPITALITY TRUST INC REITS/RICS '044103109 166 13300 SH SOLE 13300 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK 'G05384105 512 19900 SH SOLE 19900 0 0 ASSOCIATED BANC CORP COM STK COMMON STOCK '045487105 653 47000 SH SOLE 47000 0 0 ASSURANT INC COM STK COMMON STOCK '04621X108 493 13600 SH SOLE 13600 0 0 ATIRCURE INC COM COMMON STOCK '04963C209 291 22586 SH SOLE 22586 0 0

AURIZON MINES LTD CAD COM NPV COMMON STOCK '05155P106 83 14900 SH SOLE 14900 0 0 AVISTA CORP COM STK COMMON STOCK '05379B107 247 9600 SH SOLE 9600 0 0 AXIS CAPITAL HLDGS COMMON STOCK 'G0692U109 300 9700 SH SOLE 9700 0 0 Ameristar Casinos In c COM STK COMMON STOCK '03070Q101 806 34000 SH SOLE 34000 0 0 BANK HAWAII CORP COM STK COMMON STOCK '062540109 332 7128 SH SOLE 7128 0 0 BANKFINANCIAL CORP COM STK COMMON STOCK '06643P104 272 32101 SH SOLE 32101 0 0 BERKSHIRE HILLS BANC ORP INC C COMMON STOCK '084680107 835 37300 SH SOLE 37300 0 0 BIGBAND NETWORKS INC COM STK COMMON STOCK '089750509 55 25449 SH SOLE 25449 0 0 BLOUNT INTL INC NEW COM STK COMMON STOCK '095180105 445 25500 SH SOLE 25500 0 0 BLYTH INC COM STK COMMON STOCK '09643P207 473 9397 SH SOLE 9397 0 0 BRIGGS & STRATTON CO RP COM ST COMMON STOCK '109043109 383 19300 SH SOLE 19300 0 0 BRIGHTPOINT INC COM COMMON STOCK '109473405 195 24100 SH SOLE 24100 0 0 BROOKLINE BANCORP IN C DE COM COMMON STOCK '11373M107 912 98346 SH SOLE 98346 0 0 BUILD-A-BEAR WORKSHO P INC COM COMMON STOCK '120076104 102 15700 SH SOLE 15700 0 0 CALAMOS ASSET MANAGEMENT-A COM COMMON STOCK '12811R104 245 16867 SH SOLE 16867 0 0 CALLAWAY GOLF CO COM STK COMMON STOCK '131193104 155 24900 SH SOLE 24900 0 0 CALLIDUS SOFTWRE COMMON STOCK '13123E500 95 16300 SH SOLE 16300 0 0 CAPLEASE INC REITS/RICS '140288101 465 94757 SH SOLE 94757 0 0 CASUAL MALE RETAIL G ROUP INC COMMON STOCK '148711302 55 13300 SH SOLE 13300 0 0 CBEYOND INC. COMMON STOCK '149847105 415 31446 SH SOLE 31446 0 0 CBL & ASSOCIATES PRO PERTIES I REITS/RICS '124830100 791 43654 SH SOLE 43654 0 0 CENTRAL GARDEN & PET CO COM S COMMON STOCK '153527106 336 32407 SH SOLE 32407 0 0 CENTRAL VT PUB SVC C ORP COM S COMMON STOCK '155771108 202 5600 SH SOLE 5600 0 0 CERADYNE INC COM STK COMMON STOCK '156710105 296 7600 SH SOLE 7600 0 0 CHATHAM LODGING TRUS T REITS/RICS '16208T102 248 15421 SH SOLE 15421 0 0 CHINA INFORMATION SE C TECHNOL COMMON STOCK '16950L109 30 14662 SH SOLE 14662 0 0 CHIQUITA BRANDS INTL INC COM COMMON STOCK '170032809 199 15300 SH SOLE 15300 0 0 CIGNA CORP COM STK COMMON STOCK '125509109 519 10100 SH SOLE 10100 0 0 CNO FINANCIAL GROUP INC COM ST COMMON STOCK '12621E103 557 70473 SH SOLE 70473 0 0 COACH INC COM STK COMMON STOCK '189754104 256 4000 SH SOLE 4000 0 0 COCA COLA BOTTLING C O CONS CO COMMON STOCK '191098102 484 7153 SH SOLE 7153 0 0 COGO GROUP INC COM STK COMMON STOCK '192448108 63 11799 SH SOLE 11799 0 0 COLONY FINANCIAL INC REITS/RICS '19624R106 475 26285 SH SOLE 26285 0 0 COLUMBIA BKG SYS INC COM STK COMMON STOCK '197236102 834 48454 SH SOLE 48454 0 0 COLUMBIA LABORATORIE S INC COM COMMON STOCK '197779101 86 27900 SH SOLE 27900 0 0 COMERICA INC COM STK COMMON STOCK '200340107 826 23900 SH SOLE 23900 0 0 COMMERCIAL VEHICLE GROUP INC COMMON STOCK '202608105 156 11000 SH SOLE 11000 0 0 COMPUTER PROGRAMS & SYSTEMS IN COMMON STOCK '205306103 457 7200 SH SOLE 7200 0 0 CONTANGO OIL & GAS C O COM STK COMMON STOCK '21075N204 725 12407 SH SOLE 12407 0 0 CONVIO INC COMMON STOCK '21257W105 210 19410 SH SOLE 19410 0 0 CPI CORP COM STK COMMON STOCK '125902106 140 10619 SH SOLE 10619 0 0 CRAWFORD & CO CL B COM STK COMMON STOCK '224633107 114 16107 SH SOLE 16107 0 0 CRYOLIFE INC COM STK COMMON STOCK '228903100 230 41082 SH SOLE 41082 0 0 CUBIC CORP COM STK COMMON STOCK '229669106 418 8200 SH SOLE 8200 0 0 CUMBERLAND PHARMACEU TICALS IN COMMON STOCK '230770109 154 26860 SH SOLE 26860 0 0 CVR ENERGY INC COM STK COMMON STOCK '12662P108 258 10462 SH SOLE 10462 0 0 DARLING INTL INC COM STK COMMON STOCK '237266101 225 12700 SH SOLE 12700 0 0 DECKERS OUTDOOR CORP COM STK COMMON STOCK '243537107 229 2600 SH SOLE 2600 0 0 DELPHI FINL GROUP IN C CL A CO COMMON STOCK '247131105 546 18690 SH SOLE 18690 0 0 DIAMONDROCK HOSPITAL ITY CO CO REITS/RICS '252784301 122 11400 SH SOLE 11400 0 0 DILLARDS INC CL A COM STK COMMON STOCK '254067101 219 4200 SH SOLE 4200 0 0 DOT HILL SYS CORP COM STK COMMON STOCK '25848T109 73 25802 SH SOLE 25802 0 0 EASTGROUP PROPERTIES INC COM REITS/RICS '277276101 798 18771 SH SOLE 18771 0 0 ELECTRONICS FOR IMAG ING INC C COMMON STOCK '286082102 287 16679 SH SOLE 16679 0 0 ENDEAVOUR SILVER CORP COMMON STOCK '29258Y103 347 41200 SH SOLE 41200 0 0 ENDURANCE SPLTY COMMON STOCK 'G30397106 541 13085 SH SOLE 13085 0 0 ENERGY PARTNERS COMMON STOCK '29270U303 346 23385 SH SOLE 23385 0 0 ENPRO INDUSTRIES INC COM STK COMMON STOCK '29355X107 221 4600 SH SOLE 4600 0 0 ENTERTAINMENT PROPER TIES TRUS REITS/RICS '29380T105 262 5600 SH SOLE 5600 0 0 EQUITY LIFESTYLE PRO PERTIES I REITS/RICS '29472R108 637 10208 SH SOLE 10208 0 0 EQUITY ONE INC COM REIT REITS/RICS '294752100 796 42700 SH SOLE 42700 0 0 ESCO TECHNOLOGIES IN C COM STK COMMON STOCK '296315104 266 7219 SH SOLE 7219 0 0 EZCORP INC COM STK COMMON STOCK '302301106 231 6500 SH SOLE 6500 0 0 FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK '313148306 857 38732 SH SOLE 38732 0 0 FEI CO COM STK COMMON STOCK '30241L109 351 9200 SH SOLE 9200 0 0 FIFTH THIRD BANCORP COM STK COMMON STOCK '316773100 848 66500 SH SOLE 66500 0 0 FIRST COMMONWEALTH F INANCIAL COMMON STOCK '319829107 318 55321 SH SOLE 55321 0 0 FIRST DEFIANCE FINAN CIAL CORP COMMON STOCK '32006W106 488 33226 SH SOLE 33226 0 0 FIRST FINANCIAL BANC ORP OHIO COMMON STOCK '320209109 873 52334 SH SOLE 52334 0 0 FIRST FNL NW INC COMMON STOCK '32022K102 91 18009 SH SOLE 18009 0 0 FIRST HORIZON NATL CORP COMMON STOCK '320517105 478 50123 SH SOLE 50123 0 0 FIRST INTERSTATE BAN CSYSTEM I COMMON STOCK '32055Y201 275 18681 SH SOLE 18681 0 0 FIRST MERCHANTS CORP COM STK COMMON STOCK '320817109 826 92373 SH SOLE 92373 0 0 FIRST MIDWEST BANCOR P INC DEL COMMON STOCK '320867104 358 29100 SH SOLE 29100 0 0 FIRST NIAGARA FINL G ROUP INC COMMON STOCK '33582V108 769 58234 SH SOLE 58234 0 0 FIRST REPUBLIC BANK/ SAN FRAN COMMON STOCK '33616C100 713 22075 SH SOLE 22075 0 0 FIRSTMERIT CORP COM STK COMMON STOCK '337915102 867 52500 SH SOLE 52500 0 0 FIVE STAR QUALITY CA RE INC CO COMMON STOCK '33832D106 325 56001 SH SOLE 56001 0 0 FORCE PROTECTION COMMON STOCK '345203202 157 31711 SH SOLE 31711 0 0 FOSSIL INC COM STK COMMON STOCK '349882100 207 1760 SH SOLE 1760 0 0 GFI GROUP INC COM STK COMMON STOCK '361652209 79 17166 SH SOLE 17166 0 0 GLATFELTER COM STK COMMON STOCK '377316104 403 26200 SH SOLE 26200 0 0 GLOBAL GEOPHYSICAL S ERVICES COMMON STOCK '37946S107 211 11826 SH SOLE 11826 0 0 GLU MOBILE INC COMMON STOCK '379890106 126 23973 SH SOLE 23973 0 0 GOVERNMENT PROPERTIE S INCOME REITS/RICS '38376A103 384 14220 SH SOLE 14220 0 0 GRAMERCY CPTL REITS/RICS '384871109 65 21319 SH SOLE 21319 0 0 GREAT NORTHERN IRON ORE PROPER COMMON STOCK '391064102 310 3000 SH SOLE 3000 0 0 GREAT PANTHER SILVER LTD COM COMMON STOCK '39115V101 612 182200 SH SOLE 182200 0 0 HANSEN MEDICAL INC COMMON STOCK '411307101 59 17400 SH SOLE 17400 0 0 HARDINGE BROTHERS IN C COM STK COMMON STOCK '412324303 171 15715 SH SOLE 15715 0 0 HAWAIIAN HLDGS INC COM STK COMMON STOCK '419879101 446 78287 SH SOLE 78287 0 0 HEALTHSTREAM INC COM STK COMMON STOCK '42222N103 157 11800 SH SOLE 11800 0 0 HECLA MNG CO COM STK COMMON STOCK '422704106 89 11600 SH SOLE 11600 0 0 HELIX ENERGY SOLUTIO NS GROUP COMMON STOCK '42330P107 396 23900 SH SOLE 23900 0 0 HIGHER ONE HLDGS INC COM STK COMMON STOCK '42983D104 351 18564 SH SOLE 18564 0 0 HOME BANCSHARES INC/ CONWAY A COMMON STOCK '436893200 757 32043 SH SOLE 32043 0 0 HOT TOPIC INC COM STK COMMON STOCK '441339108 107 14400 SH SOLE 14400 0 0 HUDSON PACIFIC PROPE RTIES INC REITS/RICS '444097109 539 34729 SH SOLE 34729 0 0 HUNTINGTON BANCSHARE S INC COM COMMON STOCK '446150104 866 131979 SH SOLE 131979 0 0 HURCO CO COM STK COMMON STOCK '447324104 262 8137 SH SOLE 8137 0 0 IMMERSION CORP COM STK COMMON STOCK '452521107 599 70230 SH SOLE 70230 0 0 IMMUCOR INC COM STK COMMON STOCK '452526106 333 16300 SH SOLE 16300 0 0 IMPERIAL SUGAR CO NE W COM STK COMMON STOCK '453096208 274 13700 SH SOLE 13700 0 0 INFINITY PPTY & CAS CORP COM S COMMON STOCK '45665Q103 273 5000 SH SOLE 5000 0 0 INNOPHOS HOLDING INC COMMON STOCK '45774N108 322 6600 SH SOLE 6600 0 0 INSPERITY INC COM STK COMMON STOCK '45778Q107 709 23938 SH SOLE 23938 0 0 INTERMEC INC COM COMMON STOCK '458786100 184 16700 SH SOLE 16700 0 0 INTERNATIONAL BANCSH ARES CORP COMMON STOCK '459044103 835 49933 SH SOLE 49933 0 0 INTERNATIONAL SPEEDW AY CORP C COMMON STOCK '460335201 414 14558 SH SOLE 14558 0 0 INTERSECTIONS COMMON STOCK '460981301 659 36201 SH SOLE 36201 0 0 INVESCO MORTGAGE CAP ITAL REITS/RICS '46131B100 321 15186 SH SOLE 15186 0 0 INVESTMENT TECHNOLOG Y GROUP COMMON STOCK '46145F105 243 17300 SH SOLE 17300 0 0 ISTA PHARMACEUTICALS INC COM COMMON STOCK '45031X204 267 34860 SH SOLE 34860 0 0 JAZZ PHARMACEUTICALS INC COM COMMON STOCK '472147107 320 9609 SH SOLE 9609 0 0 JOHN BEAN TECH COMMON STOCK '477839104 713 36896 SH SOLE 36896 0 0 JONES LANG LASALLE I NC COM ST COMMON STOCK '48020Q107 260 2760 SH SOLE 2760 0 0 KADANT INC COM STK COMMON STOCK '48282T104 265 8400 SH SOLE 8400 0 0 KEMET CORP COM STK COMMON STOCK '488360207 359 25148 SH SOLE 25148 0 0 KENNETH COLE PRODUCT IONS INC COMMON STOCK '193294105 144 11497 SH SOLE 11497 0 0 KEYCORP NY COM STK COMMON STOCK '493267108 913 109645 SH SOLE 109645 0 0 KFORCE INC COM STK COMMON STOCK '493732101 707 54031 SH SOLE 54031 0 0 KID BRANDS INC COM STK COMMON STOCK '49375T100 115 22251 SH SOLE 22251 0 0 KIMBER RES INC COM COMMON STOCK '49435N101 42 25900 SH SOLE 25900 0 0 KITE REALTY GROUP TR REITS/RICS '49803T102 131 26220 SH SOLE 26220 0 0 KORN / FERRY INTL COM STK COMMON STOCK '500643200 226 10300 SH SOLE 10300 0 0 KULICKE & SOFFA INDS INC COM COMMON STOCK '501242101 268 24100 SH SOLE 24100 0 0 LA Z BOY INC COM STK COMMON STOCK '505336107 549 55623 SH SOLE 55623 0 0 LEAPFROG ENTERPRISES INC CL A COMMON STOCK '52186N106 598 141803 SH SOLE 141803 0 0 LEXINGTON REALTY TRUST REITS/RICS '529043101 350 38385 SH SOLE 38385 0 0 LSB INDS INC COM STK COMMON STOCK '502160104 365 8508 SH SOLE 8508 0 0 LSI CORPORATION COM STK COMMON STOCK '502161102 72 10100 SH SOLE 10100 0 0 LTC PROPERTIES INC COM REIT REITS/RICS '502175102 797 28661 SH SOLE 28661 0 0 MACQUARIE INFRASTRUC TURE COMP COMMON STOCK '55608B105 351 12700 SH SOLE 12700 0 0 MAD CATZ INTERACTIVE COM COMMON STOCK '556162105 337 237100 SH SOLE 237100 0 0 MAGMA DESIGN AUTOMAT ION INC C COMMON STOCK '559181102 504 63034 SH SOLE 63034 0 0 MAINSOURCE FINL GROU P INC COM COMMON STOCK '56062Y102 585 70475 SH SOLE 70475 0 0 MAJESCO ENTERTAINMEN T CO COM COMMON STOCK '560690208 55 18100 SH SOLE 18100 0 0 MAP PHARMACEUTICALS INC COMMON STOCK '56509R108 738 46238 SH SOLE 46238 0 0 MATRIX SERVICE CO COM STK COMMON STOCK '576853105 222 16600 SH SOLE 16600 0 0 MCG CAPITAL CORP COM STK COMMON STOCK '58047P107 137 22500 SH SOLE 22500 0 0 MEADOWBROOK INSURANC E GROUP I COMMON STOCK '58319P108 200 20188 SH SOLE 20188 0 0 MEDIDATA SOLUTIONS I NC COMMON STOCK '58471A105 205 8600 SH SOLE 8600 0 0 MENS WEARHOUSE INC COM STK COMMON STOCK '587118100 259 7700 SH SOLE 7700 0 0 MERCER INTL INC COM STK COMMON STOCK '588056101 165 16400 SH SOLE 16400 0 0 METRO BANCORP INC PA COM STK COMMON STOCK '59161R101 156 13670 SH SOLE 13670 0 0 MGE ENERGY INC COM STK COMMON STOCK '55277P104 267 6600 SH SOLE 6600 0 0 MITCHAM INDS INC COM STK COMMON STOCK '606501104 506 29275 SH SOLE 29275 0 0 MONMOUTH REAL ESTATE INVESTME REITS/RICS '609720107 720 85167 SH SOLE 85167 0 0 MONOLITHIC POWER COMMON STOCK '609839105 230 14900 SH SOLE 14900 0 0 MOVADO GROUP INC COM COMMON STOCK '624580106 249 14556 SH SOLE 14556 0 0 MOVE INC COMMON STOCK '62458M108 57 25800 SH SOLE 25800 0 0 MUELLER INDUSTRIES I NC COM ST COMMON STOCK '624756102 531 14000 SH SOLE 14000 0 0 MULTIMEDIA GAMES HOLDING COMPA COMMON STOCK '625453105 370 81328 SH SOLE 81328 0 0 NACCO INDUSTRIES INC CL A COM COMMON STOCK '629579103 445 4600 SH SOLE 4600 0 0 NARA BANCORP INC COM STK COMMON STOCK '63080P105 726 89252 SH SOLE 89252 0 0 NATIONAL HEALTH INVE STORS INC REITS/RICS '63633D104 776 17473 SH SOLE 17473 0 0 NATIONAL RETAIL PPTY INC COM REITS/RICS '637417106 475 19400 SH SOLE 19400 0 0 NATIONAL WESTN LIFE INS CO CL COMMON STOCK '638522102 440 2760 SH SOLE 2760 0 0 NEENAH PAPER INC COM STK COMMON STOCK '640079109 500 23484 SH SOLE 23484 0 0 NEW YORK & CO INC COM STK COMMON STOCK '649295102 52 10600 SH SOLE 10600 0 0 NEWCASTLE INVT CORP NEW COM RE REITS/RICS '65105M108 188 32588 SH SOLE 32588 0 0 NIKE INC CL B COM ST K COMMON STOCK '654106103 270 3000 SH SOLE 3000 0 0 NN INC COM STK COMMON STOCK '629337106 280 18725 SH SOLE 18725 0 0 NORTH EUROPEAN OIL R TY TR COM COMMON STOCK '659310106 270 8171 SH SOLE 8171 0 0 NORTHSTAR RLTY FIN CORP COM REITS/RICS '66704R100 716 177689 SH SOLE 177689 0 0 NORTHWEST BANCSHARES INC/MD COMMON STOCK '667340103 644 51153 SH SOLE 51153 0 0 NUVASIVE COMMON STOCK '670704105 283 8600 SH SOLE 8600 0 0 OBAGI MEDICAL PRODUC T INC COM COMMON STOCK '67423R108 274 29050 SH SOLE 29050 0 0 OCEANFIRST FINL CORP COM STK COMMON STOCK '675234108 167 12873 SH SOLE 12873 0 0 OMEGA PROTEIN CORP COM STK COMMON STOCK '68210P107 224 16266 SH SOLE 16266 0 0 ONEBEACON INSURANCE GROUP LTD COMMON STOCK 'G67742109 316 23610 SH SOLE 23610 0 0 OPNEXT INC COMMON STOCK '68375V105 29 12700 SH SOLE 12700 0 0 ORRSTOWN FINANCIAL S ERVICES I COMMON STOCK '687380105 208 7891 SH SOLE 7891 0 0 P.F. CHANG'S CHINA B ISTRO INC COMMON STOCK '69333Y108 249 6200 SH SOLE 6200 0 0 PACIFIC CAP BANCORP NEW COM ST COMMON STOCK '69404P200 309 9726 SH SOLE 9726 0 0 PAETEC HLDG COM STK COMMON STOCK '695459107 183 38200 SH SOLE 38200 0 0 PAPA JOHNS INTL INC COM STK COMMON STOCK '698813102 253 7600 SH SOLE 7600 0 0 PARKER DRILLING CO COM STK COMMON STOCK '701081101 147 25100 SH SOLE 25100 0 0 PEBBLEBROOK HOTEL TR UST REITS/RICS '70509V100 258 12800 SH SOLE 12800 0 0 PENNSYLVANIA REAL ES TATE INVE REITS/RICS '709102107 195 12400 SH SOLE 12400 0 0 PENNYMAC MORTGAGE IN VESTMENT REITS/RICS '70931T103 207 12500 SH SOLE 12500 0 0 PEOPLES UNITED FINANCIAL INC C COMMON STOCK '712704105 961 71500 SH SOLE 71500 0 0 PETMED EXPRESS INC COM STK COMMON STOCK '716382106 243 20520 SH SOLE 20520 0 0 PHOTRONICS INC COM STK COMMON STOCK '719405102 96 11350 SH SOLE 11350 0 0 PIER 1 IMPORTS INC COM STK COMMON STOCK '720279108 169 14600 SH SOLE 14600 0 0 POST PROPERTIES INC COM REIT REITS/RICS '737464107 799 19603 SH SOLE 19603 0 0 PRE PAID LEGAL SVCS INC COM ST COMMON STOCK '740065107 499 7503 SH SOLE 7503 0 0 PRECISION DRILLING CORP COMMON STOCK '74022D308 240 16700 SH SOLE 16700 0 0 PROTECTIVE LIFE CORP DEL COM COMMON STOCK '743674103 531 22937 SH SOLE 22937 0 0 PROVIDENT FINANCIAL SERVICES I COMMON STOCK '74386T105 291 20350 SH SOLE 20350 0 0 PROVIDENT NEW YORK B ANCORP CO COMMON STOCK '744028101 120 14399 SH SOLE 14399 0 0 PS BUSINESS PARKS IN C COM REI REITS/RICS '69360J107 796 14449 SH SOLE 14449 0 0 PULSE ELECTRONICS CO RP COM ST COMMON STOCK '74586W106 104 23598 SH SOLE 23598 0 0 QUALITY DISTRIB COMMON STOCK '74756M102 187 14400 SH SOLE 14400 0 0 RADIOSHACK CORP DEL COM STK COMMON STOCK '750438103 250 18800 SH SOLE 18800 0 0 RADISYS CORP COM STK COMMON STOCK '750459109 252 34592 SH SOLE 34592 0 0 RAYONIER INC COM STK REITS/RICS '754907103 817 12503 SH SOLE 12503 0 0 REALNETWORKS INC COM STK COMMON STOCK '75605L104 369 108503 SH SOLE 108503 0 0 REGIONS FINANCIAL CORP NEW COMMON STOCK '7591EP100 840 135533 SH SOLE 135533 0 0 REINSURANCE GROUP AM ER INC CL COMMON STOCK '759351604 564 9275 SH SOLE 9275 0 0 RETAIL OPPORTUNITY INVTS CORP REITS/RICS '76131N101 780 72526 SH SOLE 72526 0 0 REVETT MINERALS INC COM COMMON STOCK '761505205 322 71800 SH SOLE 71800 0 0 RICHMONT MINES INC C AD NPV CO COMMON STOCK '76547T106 450 63330 SH SOLE 63330 0 0 RIMAGE CORP COM STK COMMON STOCK '766721104 158 11795 SH SOLE 11795 0 0 ROCKVILLE FINL INC COM STK COMMON STOCK '774188106 197 19877 SH SOLE 19877 0 0 RODMAN & RENSHAW CAP GROUP INC COMMON STOCK '77487R100 23 18291 SH SOLE 18291 0 0 RTI BIOLOGICS INC COM STK COMMON STOCK '74975N105 217 80147 SH SOLE 80147 0 0 RUTH'S HOSPITALITY GROUP COMMON STOCK '783332109 72 12800 SH SOLE 12800 0 0 SAIA INC COM STK COMMON STOCK '78709Y105 304 17942 SH SOLE 17942 0 0 SEALY CORP COM STK COMMON STOCK '812139301 664 262270 SH SOLE 262270 0 0 SELECTIVE INSURANCE GROUP INC COMMON STOCK '816300107 294 18100 SH SOLE 18100 0 0 SENIOR HOUSING PROPE RTIES TRU REITS/RICS '81721M109 452 19300 SH SOLE 19300 0 0 SHORETEL INC COMMON STOCK '825211105 120 11809 SH SOLE 11809 0 0 SIMMONS FIRST NATION AL CORP C COMMON STOCK '828730200 304 11863 SH SOLE 11863 0 0 SIMON PROPERTY GROUP INC COM REITS/RICS '828806109 687 5914 SH SOLE 5914 0 0 SMART BALANCE INC COM STK COMMON STOCK '83169Y108 65 12500 SH SOLE 12500 0 0 SMITH & WESSON HLDG CORP COM S COMMON STOCK '831756101 468 155894 SH SOLE 155894 0 0 SONIC AUTOMOTIVE INC CL A COM COMMON STOCK '83545G102 240 16400 SH SOLE 16400 0 0 SOVRAN SELF STORAGE INC COM RE REITS/RICS '84610H108 447 10901 SH SOLE 10901 0 0 SPS COMMERCE INC COMMON STOCK '78463M107 188 10582 SH SOLE 10582 0 0 STAAR SURGICAL CO COM STK COMMON STOCK '852312305 195 36838 SH SOLE 36838 0 0 STAMPS.COM INC COM STK COMMON STOCK '852857200 214 16006 SH SOLE 16006 0 0 STANDARD REGISTER CO COM STK COMMON STOCK '853887107 354 112456 SH SOLE 112456 0 0 STATE AUTO FINL CORP COM STK COMMON STOCK '855707105 313 17937 SH SOLE 17937 0 0 STELLARONE CORP COM STK COMMON STOCK '85856G100 192 15869 SH SOLE 15869 0 0 STONE ENERGY CORP COM STK COMMON STOCK '861642106 495 16283 SH SOLE 16283 0 0 STURM RUGER & CO INC COM STK COMMON STOCK '864159108 770 35100 SH SOLE 35100 0 0 SUN HYDRAULICS CORP COM STK COMMON STOCK '866942105 373 7800 SH SOLE 7800 0 0 SUNSTONE HOTEL INVESTORS INC REITS/RICS '867892101 807 87033 SH SOLE 87033 0 0 SUNTRUST BKS INC COM STK COMMON STOCK '867914103 690 26750 SH SOLE 26750 0 0 SUSQUEHANNA BANCSHAR ES INC PA COMMON STOCK '869099101 668 83533 SH SOLE 83533 0 0 TEJON RANCH CO COM STK COMMON STOCK '879080109 792 23223 SH SOLE 23223 0 0 TEKELEC COM STK COMMON STOCK '879101103 420 46000 SH SOLE 46000 0 0 TELENAV INC COMMON STOCK '879455103 210 11867 SH SOLE 11867 0 0 TERRITORIAL BANCORP INC COMMON STOCK '88145X108 593 28620 SH SOLE 28620 0 0 TESSERA TECHNOLOGIES INC COM COMMON STOCK '88164L100 381 22200 SH SOLE 22200 0 0 TGC INDUSTRIES INC COM NEW COMMON STOCK '872417308 352 55102 SH SOLE 55102 0 0 THE DESCARTES 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