0001193125-11-310142.txt : 20111114 0001193125-11-310142.hdr.sgml : 20111111 20111114132555 ACCESSION NUMBER: 0001193125-11-310142 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111200401 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 d255707d13fhr.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: 09/30/2011 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 11/10/2011 ________________________ ____________________________ __________________ [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: 347 ------- Form 13F Information Table Value Total (x$1000): 117,707 ------- (thousands) List of Other Included Managers: None (See attachment) 13F DATA: (09/30/11) MENTA CAPITAL

VOTING VOTING VOTING VALUE X SHARES PUT/ INVESTMENT OTHER AUTHORITY AUTHORITY AUTHORITY ISSUER TYPE CUSIP 1000 PRN AMT SH/PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------ ------------- ---------- ------- ------- ------ ---- ---------- -------- --------- --------- --------- 1st United Bancorp Inc. (FL) C................ COMMON STOCK '33740N105 531 107693 SH SOLE 107693 0 0 8X8 INC.-NEW............ COMMON STOCK '282914100 166 40800 SH SOLE 40800 0 0 AARON INC COM STK................... COMMON STOCK '002535300 404 15982 SH SOLE 15982 0 0 ACCURAY INC............. COMMON STOCK '004397105 110 27554 SH SOLE 27554 0 0 ACCURIDE CORP NEW COM STK............... COMMON STOCK '00439T206 171 33400 SH SOLE 33400 0 0 ACTUATE CORP COM STK................... COMMON STOCK '00508B102 493 89349 SH SOLE 89349 0 0 ACURA PHARMACEUTICAL S INC COM............. COMMON STOCK '00509L703 86 25399 SH SOLE 25399 0 0 ADVANCE AMER CASH AD VANCE CTR................... COMMON STOCK '00739W107 351 47653 SH SOLE 47653 0 0 AFC ENTERPRISES INC COM STK............... COMMON STOCK '00104Q107 250 21120 SH SOLE 21120 0 0 AGREE REALTY CORP COM REIT.............. REITS/RICS '008492100 614 28198 SH SOLE 28198 0 0 ALEXANDRIA REAL ESTA TE EQUITI........ REITS/RICS '015271109 749 12200 SH SOLE 12200 0 0 ALLIED HEALTHCARE IN TL INC CO.......... COMMON STOCK '01923A109 55 14363 SH SOLE 14363 0 0 ALMOST FAMILY INC COM STK............... COMMON STOCK '020409108 246 14800 SH SOLE 14800 0 0 AMBASSADORS GROUP IN C COM STK................... COMMON STOCK '023177108 220 38323 SH SOLE 38323 0 0 AMERICAN ASSETS TRUS T INC............ REITS/RICS '024013104 321 17882 SH SOLE 17882 0 0 AMERICAN AXLE & MFG HLDGS INC......... COMMON STOCK '024061103 166 21800 SH SOLE 21800 0 0

AMERICAN EQUITY INVE STMENT LI..... COMMON STOCK '025676206 398 45493 SH SOLE 45493 0 0 AMERICAN SCIENCE & E NGR INC C..... COMMON STOCK '029429107 330 5400 SH SOLE 5400 0 0 ANNALY CAPITAL MGMT INC............ REITS/RICS '035710409 269 16200 SH SOLE 16200 0 0 AON CORP COM STK................... COMMON STOCK '037389103 281 6700 SH SOLE 6700 0 0 APPLIED INDL TECHNOL OGIES INC..... COMMON STOCK '03820C105 391 14400 SH SOLE 14400 0 0 ARCH CHEMICALS INC COM STK......... COMMON STOCK '03937R102 202 4300 SH SOLE 4300 0 0 ARCTIC CAT INC COM STK............. COMMON STOCK '039670104 467 32229 SH SOLE 32229 0 0 ARKANSAS BEST CORP DELAWARE CO..... COMMON STOCK '040790107 234 14500 SH SOLE 14500 0 0 ARRIS GROUP INC COM STK............ COMMON STOCK '04269Q100 118 11500 SH SOLE 11500 0 0 ARTIO GLOBAL INVESTORS INC......... COMMON STOCK '04315B107 181 22800 SH SOLE 22800 0 0 ASHFORD HOSPITALITY TRUST INC...... REITS/RICS '044103109 112 15940 SH SOLE 15940 0 0 ASPEN INS HLDGS LTD COM STK........ COMMON STOCK 'G05384105 433 18800 SH SOLE 18800 0 0 ASSOCIATED ESTATES R EALTY COR..... REITS/RICS '045604105 552 35700 SH SOLE 35700 0 0 ATIRCURE INC COM................... COMMON STOCK '04963C209 241 24751 SH SOLE 24751 0 0 AURICO GOLD INC COMSTK............. COMMON STOCK '05155C105 312 33100 SH SOLE 33100 0 0 AUXILIUM PHARMACEUTI CALS INC...... COMMON STOCK '05334D107 496 33091 SH SOLE 33091 0 0 AVALONBAY COMMUNITIE S INC COM..... REITS/RICS '053484101 308 2700 SH SOLE 2700 0 0 Ameristar Casinos In c COM STK..... COMMON STOCK '03070Q101 525 32700 SH SOLE 32700 0 0 BAKER MICHAEL CORP COM STK......... COMMON STOCK '057149106 270 14109 SH SOLE 14109 0 0 BANK HAWAII CORP COM STK........... COMMON STOCK '062540109 380 10428 SH SOLE 10428 0 0 BANK MUTUAL CORP COM STK........... COMMON STOCK '063750103 221 84608 SH SOLE 84608 0 0 BANK OF THE OZARKS I NC COM ST..... COMMON STOCK '063904106 678 32400 SH SOLE 32400 0 0 BANKFINANCIAL CORP COM STK......... COMMON STOCK '06643P104 414 62342 SH SOLE 62342 0 0 BANNER CORP COM STK................ COMMON STOCK '06652V208 373 29198 SH SOLE 29198 0 0 BANRO CORP......................... COMMON STOCK '066800103 204 51800 SH SOLE 51800 0 0 BASIC ENERGY SVCS IN C NEW COM..... COMMON STOCK '06985P100 177 12500 SH SOLE 12500 0 0 BED BATH BEYOND INC COM STK........ COMMON STOCK '075896100 224 3900 SH SOLE 3900 0 0 BELDEN INC COM STK................. COMMON STOCK '077454106 268 10400 SH SOLE 10400 0 0 BERKSHIRE HATHAWAY CL A INC DE..... COMMON STOCK '084670108 427 4 SH SOLE 4 0 0 BERKSHIRE HILLS BANC ORP INC C..... COMMON STOCK '084680107 285 15416 SH SOLE 15416 0 0 BIG LOTS INC COM STK............... COMMON STOCK '089302103 359 10300 SH SOLE 10300 0 0 BIGBAND NETWORKS INC COM STK....... COMMON STOCK '089750509 118 92066 SH SOLE 92066 0 0 BLACKBAUD.......................... COMMON STOCK '09227Q100 272 12200 SH SOLE 12200 0 0 BLOUNT INTL INC NEW COM STK........ COMMON STOCK '095180105 240 18000 SH SOLE 18000 0 0 BLYTH INC COM STK.................. COMMON STOCK '09643P207 493 8897 SH SOLE 8897 0 0 BOB EVANS FARMS INC COM STK........ COMMON STOCK '096761101 217 7600 SH SOLE 7600 0 0 BOSTON BEER INC CL A COM STK....... COMMON STOCK '100557107 363 4989 SH SOLE 4989 0 0 BRE PROPERTIES INC CL A COM RE..... REITS/RICS '05564E106 497 11740 SH SOLE 11740 0 0 BRIGHTPOINT INC COM................ COMMON STOCK '109473405 400 43400 SH SOLE 43400 0 0 BRINKER INTL INC COM STK........... COMMON STOCK '109641100 487 23300 SH SOLE 23300 0 0 BROADPOINT GLEACHER SECS GROUP..... COMMON STOCK '377341102 18 15100 SH SOLE 15100 0 0 BROOKLINE BANCORP IN C DE COM...... COMMON STOCK '11373M107 805 104446 SH SOLE 104446 0 0 BUILD-A-BEAR WORKSHO P INC COM..... COMMON STOCK '120076104 297 58312 SH SOLE 58312 0 0 CAL DIVE INTERNATION AL INC........ COMMON STOCK '12802T101 23 12200 SH SOLE 12200 0 0 CALIFORNIA WTR SVC G ROUP COM...... COMMON STOCK '130788102 592 33400 SH SOLE 33400 0 0 CALLON PETE CO DEL COM STK......... COMMON STOCK '13123X102 68 17700 SH SOLE 17700 0 0 CAMDEN PROPERTY TRUS T COM REI..... REITS/RICS '133131102 414 7500 SH SOLE 7500 0 0 CAPSTEAD MORTGAGE CO RP COM RE..... REITS/RICS '14067E506 607 52584 SH SOLE 52584 0 0 CARDIOME PHARMA CORP............... COMMON STOCK '14159U202 58 16900 SH SOLE 16900 0 0 CARDIONET INC...................... COMMON STOCK '14159L103 47 15627 SH SOLE 15627 0 0 CAREER ED CORP COM STK............. COMMON STOCK '141665109 187 14300 SH SOLE 14300 0 0 CBEYOND INC........................ COMMON STOCK '149847105 245 34746 SH SOLE 34746 0 0 CBL & ASSOCIATES PRO PERTIES I..... REITS/RICS '124830100 206 18136 SH SOLE 18136 0 0 CELADON GROUP INC COM STK.......... COMMON STOCK '150838100 219 24637 SH SOLE 24637 0 0 CHARMING SHOPPES INC COM STK....... COMMON STOCK '161133103 37 14386 SH SOLE 14386 0 0 CHATHAM LODGING TRUS T............. REITS/RICS '16208T102 211 21301 SH SOLE 21301 0 0 CHEESECAKE FACTORY I NC COM ST..... COMMON STOCK '163072101 249 10100 SH SOLE 10100 0 0 CHICOS FAS INC COM STK............. COMMON STOCK '168615102 451 39500 SH SOLE 39500 0 0 CHINA XD PLASTICS COM STK.......... COMMON STOCK '16948F107 105 23200 SH SOLE 23200 0 0 CHIQUITA BRANDS INTL INC COM....... COMMON STO CK '170032809 341 40900 SH SOLE 40900 0 0 CHURCHILL DOWNS INC COM STK........ COMMON STOCK '171484108 449 11500 SH SOLE 11500 0 0 COACH INC COM STK.................. COMMON STOCK '189754104 207 4000 SH SOLE 4000 0 0 COCA COLA BOTTLING C O CONS CO..... COMMON STOCK '191098102 769 13868 SH SOLE 13868 0 0 COGO GROUP INC COM STK............. COMMON STOCK 'G22538105 40 18799 SH SOLE 18799 0 0 COLUMBIA BKG SYS INC COM STK....... COMMON STOCK '197236102 763 53288 SH SOLE 53288 0 0 COLUMBIA LABORATORIE S INC COM..... COMMON STOCK '197779101 255 130951 SH SOLE 130951 0 0 COMMERCE BANCSHARES INC COM ST..... COMMON STOCK '200525103 765 22000 SH SOLE 22000 0 0 COMMVAULT SYSTEMS INC.............. COMMON STOCK '204166102 311 8400 SH SOLE 8400 0 0 COMPUTER PROGRAMS & SYSTEMS IN..... COMMON STOCK '205306103 331 5000 SH SOLE 5000 0 0 COMTECH TELECOMMUNIC ATIONS CO..... COMMON STOCK '205826209 475 16899 SH SOLE 16899 0 0 CONCEPTUS INC COM STK.............. COMMON STOCK '206016107 188 17945 SH SOLE 17945 0 0 CONNS INC COM STK.................. COMMON STOCK '208242107 132 18437 SH SOLE 18437 0 0 CONVIO INC......................... COMMON STOCK '21257W105 155 18418 SH SOLE 18418 0 0 CORPORATE EXECUTIVE BRD CO COM..... COMMON STOCK '21988R102 292 9800 SH SOLE 9800 0 0 COST PLUS INC CALIF ORNIA COM...... COMMON STOCK '221485105 263 41714 SH SOLE 41714 0 0 COVENTRY HLTH CARE INC COM......... COMMON STOCK '222862104 242 8400 SH SOLE 8400 0 0 CRA INTL INC COM STK............... COMMON STOCK '12618T105 421 21032 SH SOLE 21032 0 0 CRYOLIFE INC COM STK............... COMMON STOCK '228903100 312 69472 SH SOLE 69472 0 0 CUBIC CORP COM STK................. COMMON STOCK '229669106 911 23326 SH SOLE 23326 0 0 CUMBERLAND PHARMACEU TICALS IN..... COMMON STOCK '230770109 193 34650 SH SOLE 34650 0 0 CURTISS WRIGHT CORP COM STK........ COMMON STOCK '231561101 292 10123 SH SOLE 10123 0 0 CVB FINL CORP COM STK.............. COMMON STOCK '126600105 576 74902 SH SOLE 74902 0 0 CYBERONICS INC COM STK............. COMMON STOCK '23251P102 258 9100 SH SOLE 9100 0 0 DATALINK CORP COM STK.............. COMMON STOCK '237934104 219 32200 SH SOLE 32200 0 0 DELPHI FINL GROUP IN C CL A CO..... COMMON STOCK '247131105 392 18195 SH SOLE 18195 0 0 DEMANDTEC INC COM STK.............. COMMON STOCK '24802R506 86 13100 SH SOLE 13100 0 0 DIGITAL REALTY..................... REITS/RICS '253868103 567 10279 SH SOLE 10279 0 0 DILLARDS INC CL A COM STK.......... COMMON STOCK '254067101 348 8000 SH SOLE 8000 0 0 DOT HILL SYS CORP COM STK.......... COMMON STOCK '25848T109 188 124296 SH SOLE 124296 0 0 DR PEPPER SNAPPLE GROUP INC CO..... COMMON STOCK '26138E109 202 5200 SH SOLE 5200 0 0 DUF & PHELPS CORP CL-A............. COMMON STOCK '26433B107 175 16400 SH SOLE 16400 0 0 DUPONT FABROS TECH REIT............ REITS/RICS '26613Q106 696 35350 SH SOLE 35350 0 0 ECHELON CORP COM STK............... COMMON STOCK '27874N105 113 16100 SH SOLE 16100 0 0 ELECTRO RENT CORP COM STK.......... COMMON STOCK '285218103 201 14562 SH SOLE 14562 0 0 ELECTRONICS FOR IMAG ING INC C..... COMMON STOCK '286082102 400 29679 SH SOLE 29679 0 0 EMPIRE DIST ELEC CO COM STK........ COMMON STOCK '291641108 229 11800 SH SOLE 11800 0 0 ENDEAVOUR SILVER CORP.............. COMMON STOCK '29258Y103 102 11300 SH SOLE 11300 0 0 ENDURANCE SPLTY.................... COMMON STOCK 'G30397106 430 12585 SH SOLE 12585 0 0 ENERSYS COM STK.................... COMMON STOCK '29275Y102 283 14154 SH SOLE 14154 0 0 EPOCRATES INC...................... COMMON STOCK '29429D103 91 10100 SH SOLE 10100 0 0 EVEREST REINSURANCE GROUP LTD...... COMMON STOCK 'G3223R108 238 3000 SH SOLE 3000 0 0 FARMER BROTHERS CO COM STK......... COMMON STOCK '307675108 194 35196 SH SOLE 35196 0 0 FBL FINL GROUP INC CL A COM ST..... COMMON STOCK '30239F106 263 9892 SH SOLE 9892 0 0 FEIHE INTL INC COM STK............. COMMON STOCK '31429Y103 66 12279 SH SOLE 12279 0 0 FERRO CORP COM STK................. COMMON STOCK '315405100 126 20500 SH SOLE 20500 0 0 FIRST CASH FINANCIAL SERVICES...... COMMON STOCK '31942D107 705 16800 SH SOLE 16800 0 0 FIRST CITIZENS BANCS HARES INC..... COMMON STOCK '31946M103 775 5400 SH SOLE 5400 0 0 FIRST DEFIANCE FINAN CIAL CORP..... COMMON STOCK '32006W106 279 21246 SH SOLE 21246 0 0 FIRST FINANCIAL BANC ORP OHIO...... COMMON STOCK '320209109 602 43656 SH SOLE 43656 0 0 FIRST FINL BANKSHARE S INC COM..... COMMON STOCK '32020R109 742 28374 SH SOLE 28374 0 0 FIRST FNL NW INC................... COMMON STOCK '32022K102 74 13109 SH SOLE 13109 0 0 FIRST MAJESTIC SILVE R CORP........ COMMON STOCK '32076V103 413 27100 SH SOLE 27100 0 0 FIRST NIAGARA FINL G ROUP INC...... COMMON STOCK '33582V108 323 35286 SH SOLE 35286 0 0 FIRST REPUBLIC BANK/ SAN FRAN...... COMMON STOCK '33616C100 766 33075 SH SOLE 33075 0 0 FOSSIL INC COM STK................. COMMON STOCK '349882100 203 2500 SH SOLE 2500 0 0 FOX CHASE BANCORP INC COM STK...... COMMON STOCK '35137T108 227 17900 SH SOLE 17900 0 0 FRST CNT BNCP...................... COMMON STOCK '319850103 480 42369 SH SOLE 42369 0 0 FXCM INC........................... COMMON STOCK '302693106 293 20900 SH SOLE 20900 0 0 GEOEYE INC COM..................... COMMON STOCK '37250W108 686 24200 SH SOLE 24200 0 0 GETTY REALTY CORP (H OLDING CO..... REITS/RICS '374297109 379 26312 SH SOLE 26312 0 0 GLADSTONE COMMERCIAL CORP COM...... REITS/RICS '376536108 650 41434 SH SOLE 41434 0 0 GOLDMAN SACHS GROUP INC COM ST..... COMMON STOCK '38141G104 747 7900 SH SOLE 7900 0 0 GOVERNMENT PROPERTIE S INCOME...... REITS/RICS '38376A103 643 29900 SH SOLE 29900 0 0 GRAMERCY CPTL...................... REITS/RICS '384871109 188 59769 SH SOLE 59769 0 0 GREAT NORTHERN IRON ORE PROPER..... COMMON STOCK '391064102 469 4500 SH SOLE 4500 0 0 GREAT SOUTHN BANCORP INC COM....... COMMON STOCK '390905107 331 19728 SH SOLE 19728 0 0 GREEN DOT CORP-CLASS A............. COMMON STOCK '39304D102 489 15600 SH SOLE 15600 0 0 HANCOCK HLDG CO COM STK............ COMMON STOCK '410120109 399 14900 SH SOLE 14900 0 0 HAWAIIAN HLDGS INC COM STK......... COMMON STOCK '419879101 119 28200 SH SOLE 28200 0 0 HECLA MNG CO COM STK............... COMMON STOCK '422704106 178 33200 SH SOLE 33200 0 0 HEIDRICK & STRUGGLES INTL INC...... COMMON STOCK '422819102 197 12000 SH SOLE 12000 0 0 HI-TECH PHARMACAL IN C COM STK..... COMMON STOCK '42840B101 242 7206 SH SOLE 7206 0 0 HIGHWOODS PROPERTIES INC COM....... REITS/RICS '431284108 294 10400 SH SOLE 10400 0 0 HOME BANCSHARES INC/ CONWAY A...... COMMON STOCK '436893200 784 36943 SH SOLE 36943 0 0 HOME PROPERTIES INC COM STK........ REITS/RICS '437306103 749 13200 SH SOLE 13200 0 0 HOT TOPIC INC COM STK.............. COMMON STOCK '441339108 255 33409 SH SOLE 33409 0 0 HUDSON PACIFIC PROPE RTIES INC..... REITS/RICS '444097109 240 20613 SH SOLE 20613 0 0 IBERIABANK CORP COM STK............ COMMON STOCK '450828108 574 12200 SH SOLE 12200 0 0 ICF INTERNATIONAL IN C............. COMMON STOCK '44925C103 407 21651 SH SOLE 21651 0 0 ICONIX BRAND GROUP I NC............ COMMON STOCK '451055107 444 28100 SH SOLE 28100 0 0 IMMERSION CORP COM STK............. COMMON STOCK '452521107 125 20944 SH SOLE 20944 0 0 INFINITY PPTY & CAS CORP COM S..... COMMON STOCK '45665Q103 399 7600 SH SOLE 7600 0 0 INSPERITY INC COM STK.............. COMMON STOCK '45778Q107 731 32838 SH SOLE 32838 0 0 INTERMEC INC COM................... COMMON STOCK '458786100 361 55400 SH SOLE 55400 0 0 INTERSECTIONS...................... COMMON STOCK '460981301 197 15403 SH SOLE 15403 0 0 INVESCO MORTGAGE CAP ITAL.......... REITS/RICS '46131B100 667 47200 SH SOLE 47200 0 0 INVESTMENT TECHNOLOG Y GROUP....... COMMON STOCK '46145F105 204 20800 SH SOLE 20800 0 0 IXYS CORP DEL COM STK.............. COMMON STOCK '46600W106 132 12100 SH SOLE 12100 0 0 JAZZ PHARMACEUTICALS INC COM....... COMMON STOCK '472147107 635 15300 SH SOLE 15300 0 0 JEFFERIES GROUP INC NEW COM ST..... COMMON STOCK '472319102 308 24800 SH SOLE 24800 0 0 JOHN BEAN TECH..................... COMMON STOCK '477839104 233 16362 SH SOLE 16362 0 0 K-SWISS INC CL A COM STK........... COMMON STOCK '482686102 69 16150 SH SOLE 16150 0 0 KEMET CORP COM STK................. COMMON STOCK '488360207 211 29548 SH SOLE 29548 0 0 KFORCE INC COM STK................. COMMON STOCK '493732101 218 22231 SH SOLE 22231 0 0 KIMBER RES INC COM................. COMMON STOCK '49435N101 17 13000 SH SOLE 13000 0 0 KIMCO REALTY CORP COM REIT......... REITS/RICS '49446R109 311 20700 SH SOLE 20700 0 0 KITE REALTY GROUP TR............... REITS/RICS '49803T102 88 23920 SH SOLE 23920 0 0 KOPPERS HLDGS INC COM STK.......... COMMON STOCK '50060P106 427 16689 SH SOLE 16689 0 0 KRATON PERFORMANCE P OLYMERS....... COMMON STOCK '50077C106 207 12800 SH SOLE 12800 0 0 KROGER CO COM STK.................. COMMON STOCK '501044101 386 17600 SH SOLE 17600 0 0 KULICKE & SOFFA INDS INC COM....... COMMON STOCK '501242101 302 40451 SH SOLE 40451 0 0 LACLEDE GROUP INC (H OLDING CO..... COMMON STOCK '505597104 395 10200 SH SOLE 10200 0 0 LANDAUER INC COM STK............... COMMON STOCK '51476K103 223 4508 SH SOLE 4508 0 0 LEAPFROG ENTERPRISES INC CL A...... COMMON STOCK '52186N106 521 154689 SH SOLE 154689 0 0 LIBERTY MEDIA CORP C INTER A....... COMMON STOCK '53071M104 245 16600 SH SOLE 16600 0 0 LSI CORPORATION COM STK............ COMMON STOCK '502161102 172 33300 SH SOLE 33300 0 0 LTC PROPERTIES INC COM REIT........ REITS/RICS '502175102 760 30031 SH SOLE 30031 0 0 MAD CATZ INTERACTIVE COM........... COMMON STOCK '556162105 191 318300 SH SOLE 318300 0 0 MAGMA DESIGN AUTOMAT ION INC C..... COMMON STOCK '559181102 269 59089 SH SOLE 59089 0 0 MAGNACHIP SEMICONDUC TOR CORP...... COMMON STOCK '55933J203 129 19243 SH SOLE 19243 0 0 MAINSOURCE FINL GROU P INC COM..... COMMON STOCK '56062Y102 360 41327 SH SOLE 41327 0 0 MAJESCO ENTERTAINMEN T CO COM...... COMMON STOCK '560690208 111 55300 SH SOLE 55300 0 0 MARTEN TRANSPORT LTD COM STK....... COMMON STOCK '573075108 289 16783 SH SOLE 16783 0 0 MATERION CORP COM STK.............. COMMON STOCK '576690101 263 11600 SH SOLE 11600 0 0 MATRIX SERVICE CO COM STK.......... COMMON STOCK '576853105 132 15500 SH SOLE 15500 0 0 MCG CAPITAL CORP COM STK........... COMMON STOCK '58047P107 116 29300 SH SOLE 29300 0 0 MEADOWBROOK INSURANC E GROUP I..... COMMON STOCK '58319P108 424 47588 SH SOLE 47588 0 0 MEDIDATA SOLUTIONS I NC............ COMMON STOCK '58471A105 587 35700 SH SOLE 35700 0 0 MENS WEARHOUSE INC COM STK......... COMMON STOCK '587118100 300 11500 SH SOLE 11500 0 0 MENTOR GRAPHICS CORP COM STK....... COMMON STOCK '587200106 196 20400 SH SOLE 20400 0 0 MERGE HEALTHCARE INC COM STK....... COMMON STOCK '589499102 66 10818 SH SOLE 10818 0 0 MET-PRO CORP. COM STK.............. COMMON STOCK '590876306 165 19200 SH SOLE 19200 0 0 METALS USA HOLDINGS CORP........... COMMON STOCK '59132A104 317 35462 SH SOLE 35462 0 0 METRO BANCORP INC PA COM STK....... COMMON STOCK '59161R101 116 13448 SH SOLE 13448 0 0 MF GLOBAL HOLDINGS LTD COM STK..... COMMON STOCK '55277J108 78 19000 SH SOLE 19000 0 0 MILLER INDUSTRIES IN C TENNES...... COMMON STOCK '600551204 764 44061 SH SOLE 44061 0 0 MINEFINDERS CORP LTD CAD NPV C..... COMMON STOCK '602900102 177 12800 SH SOLE 12800 0 0 MINERALS TECHNOLOGIE S INC COM..... COMMON STOCK '603158106 325 6600 SH SOLE 6600 0 0 MISSION WEST PROPERT IES INC....... REITS/RICS '605203108 222 29222 SH SOLE 29222 0 0 MITCHAM INDS INC COM STK........... COMMON STOCK '606501104 284 25314 SH SOLE 25314 0 0 MITEK SYS INC COM STK.............. COMMON STOCK '606710200 109 11800 SH SOLE 11800 0 0 MONMOUTH REAL ESTATE INVESTME...... REITS/RICS '609720107 777 97955 SH SOLE 97955 0 0 MONOLITHIC POWER................... COMMON STOCK '609839105 157 15387 SH SOLE 15387 0 0 MONTPELIER RE HOLD LTD COM......... COMMON STOCK 'G62185106 190 10727 SH SOLE 10727 0 0 MOVADO GROUP INC COM............... COMMON STOCK '624580106 467 38356 SH SOLE 38356 0 0 MOVE INC........................... COMMON STOCK '62458M108 189 130200 SH SOLE 130200 0 0 MTS SYSTEMS CORP COM STK........... COMMON STOCK '553777103 901 29409 SH SOLE 29409 0 0 MULTIMEDIA GAMES HOLDING COMPA..... COMMON STOCK '625453105 335 82850 SH SOLE 82850 0 0 NACCO INDUSTRIES INC CL A COM...... COMMON STOCK '629579103 374 5900 SH SOLE 5900 0 0 NARA BANCORP INC COM STK........... COMMON STOCK '63080P105 336 55431 SH SOLE 55431 0 0 NATIONAL BEVERAGE CO RP COM ST..... COMMON STOCK '635017106 290 19147 SH SOLE 19147 0 0 NATURES SUNSHINE PRO DS INC CO..... COMMON STOCK '639027101 334 23730 SH SOLE 23730 0 0 NAVIGANT CONSULTING CO............. COMMON STOCK '63935N107 285 30700 SH SOLE 30700 0 0 NEENAH PAPER INC COM STK........... COMMON STOCK '640079109 362 25553 SH SOLE 25553 0 0 NETSPEND HOLDINGS IN C............. COMMON STOCK '64118V106 71 13900 SH SOLE 13900 0 0 NEW YORK & CO INC COM STK.......... COMMON STOCK '649295102 66 20800 SH SOLE 20800 0 0 NIKE INC CL B COM ST K............. COMMON STOCK '654106103 505 5900 SH SOLE 5900 0 0 NN INC COM STK..................... COMMON STOCK '629337106 99 19668 SH SOLE 19668 0 0 NORANDA ALUMINIUM HO LDING......... COMMON STOCK '65542W107 147 17600 SH SOLE 17600 0 0 NORTHWEST BANCSHARES INC/MD........ COMMON STOCK '667340103 246 20625 SH SOLE 20625 0 0 NOVATEL WIRELESS INC COM STK....... COMMON STOCK '66987M604 64 21200 SH SOLE 21200 0 0 OBAGI MEDICAL PRODUC T INC COM..... COMMON STOCK '67423R108 166 18250 SH SOLE 18250 0 0 OMEGA HEALTHCARE INV ESTORS IN..... REITS/RICS '681936100 580 36400 SH SOLE 36400 0 0 OMEGA PROTEIN CORP COM STK......... COMMON STOCK '68210P107 214 23566 SH SOLE 23566 0 0 OMNICELL INC COM STK............... COMMON STOCK '68213N109 525 38100 SH SOLE 38100 0 0 ONE LIBERTY PROPERTI ES INC CO..... REITS/RICS '682406103 408 27842 SH SOLE 27842 0 0 ONEBEACON INSURANCE GROUP LTD...... COMMON STOCK 'G67742109 391 28667 SH SOLE 28667 0 0 ORBITAL SCIENCES COR P COM STK..... COMMON STOCK '685564106 887 69300 SH SOLE 69300 0 0 ORBITZ WORLDWIDE INC............... COMMON STOCK '68557K109 27 12300 SH SOLE 12300 0 0 ORITANI FINANCIAL CORP COM STK..... COMMON STOCK '68633D103 876 68128 SH SOLE 68128 0 0 ORMAT TECHNOLOGIES I NC COM ST..... COMMON STOCK '686688102 672 41795 SH SOLE 41795 0 0 OVERSTOCK COM INC DE L COM STK..... COMMON STOCK '690370101 158 17074 SH SOLE 17074 0 0 P.F. CHANG'S CHINA B ISTRO INC..... COMMON STOCK '69333Y108 439 16100 SH SOLE 16100 0 0 PACIFIC CAP BANCORP NEW COM ST..... COMMON STOCK '69404P200 812 31827 SH SOLE 31827 0 0 PACWEST BANCORP COM STK............ COMMON STOCK '695263103 660 47334 SH SOLE 47334 0 0 PAPA JOHNS INTL INC COM STK........ COMMON STOCK '698813102 502 16500 SH SOLE 16500 0 0 PAR PHARMACEUTICAL C OS INC CO..... COMMON STOCK '69888P106 837 31424 SH SOLE 31424 0 0 PARKER DRILLING CO COM STK......... COMMON STOCK '701081101 183 41700 SH SOLE 41700 0 0 PARTNERRE LIMITED BERMUDA.......... COMMON STOCK 'G6852T105 387 7400 SH SOLE 7400 0 0 PENNSYLVANIA REAL ES TATE INVE..... REITS/RICS '709102107 373 48291 SH SOLE 48291 0 0 PEOPLES UNITED FINANCIAL INC C..... COMMON STOCK '712704105 837 73402 SH SOLE 73402 0 0 PETMED EXPRESS INC COM STK......... 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COMMON STOCK '863236105 261 3400 SH SOLE 3400 0 0 STURM RUGER & CO INC COM STK....... COMMON STOCK '864159108 621 23900 SH SOLE 23900 0 0 SUNSTONE HOTEL INVESTORS INC....... REITS/RICS '867892101 193 33901 SH SOLE 33901 0 0 SUPERVALUE INC USD C OM............ COMMON STOCK '868536103 174 26200 SH SOLE 26200 0 0 SVB FINANCIAL GROUP COM STK........ COMMON STOCK '78486Q101 644 17400 SH SOLE 17400 0 0 SWS GROUP INC COM STK.............. COMMON STOCK '78503N107 99 21200 SH SOLE 21200 0 0 SYMETRA FINANCIAL CO RP............ COMMON STOCK '87151Q106 204 25076 SH SOLE 25076 0 0 TAUBMAN CTRS INC COM REIT.......... REITS/RICS '876664103 312 6200 SH SOLE 6200 0 0 TEJON RANCH CO COM STK............. COMMON STOCK '879080109 729 30523 SH SOLE 30523 0 0 TEKELEC COM STK.................... COMMON STOCK '879101103 485 80300 SH SOLE 80300 0 0 TENNANT CO COM STK................. COMMON STOCK '880345103 313 8846 SH SOLE 8846 0 0 TERRITORIAL BANCORP INC............ 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COMMON STOCK '983772104 307 37540 SH SOLE 37540 0 0