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Mellon Optima L/S Strategy Fund, LLC – ‘N-Q’ for 6/30/07

On:  Tuesday, 8/28/07, at 10:50am ET   ·   Effective:  8/28/07   ·   For:  6/30/07   ·   Accession #:  935069-7-1952   ·   File #:  811-21694

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 8/28/07  Mellon Optima L/S Strategy Fd LLC N-Q         6/30/07    3:14K                                    Bowne - BGM/FA

Quarterly Schedule of Portfolio Holdings of a Management Investment Company   —   Form N-Q
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         Quarterly Schedule of Portfolio Holdings of a          4     20K 
                          Management Investment Company --                       
                          mellonoptimanq6_07                                     
 3: EX-99.CERT  Mellon Optima Nq 6-07 Cert302Bm                        2±     9K 
 2: EX-99.CERT  Mellon Optima Nq 6-07 Cert302Sa                        2±     9K

N-Q   —   Quarterly Schedule of Portfolio Holdings of a Management Investment Company — mellonoptimanq6_07
Document Table of Contents

Page (sequential) | (alphabetic) Top
 
11st Page   -   Filing Submission
2Item 1 -- . Schedule of Investments
3Item 2 -- . Controls and Procedures
"Item 3 -- . Exhibits 
N-Q1st Page of 4TOC↑TopPreviousNext↓BottomJust 1st
 

 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM N-Q

 QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT INVESTMENT COMPANY

 Investment Company Act file number: 811-21694
 -----------------------------------

MELLON OPTIMA L/S STRATEGY FUND, LLC
------------------------------------
(Exact name of registrant as specified in charter)

 Mellon Financial Center
One Boston Place, 024-0071
 Boston, Massachusetts 02108
 ---------------------------------------------------
 (Address of principal executive offices) (Zip code)

 Christopher P. Harvey, Esq.
 Wilmer Cutler Pickering Hale and Dorr LLP
 60 State Street
 Boston, Massachusetts 02109
 -------------------------
 (Name and address of agent for service)

Registrant's telephone number, including area code: (617) 722-7000
 -------------------------------------------------------

 Date of fiscal year end: March 31
 ---------------------------------

 Date of reporting period: June 30, 2007
 ---------------------------------------


N-Q2nd Page of 4TOC1stPreviousNext↓BottomJust 2nd

ITEM 1 -- SCHEDULE OF INVESTMENTS.                                              

                                                        [Enlarge/Download Table]

                                             MELLON OPTIMA L/S STRATEGY FUND, LLC                                    

                                     SCHEDULE OF INVESTMENTS - JUNE 30, 2007 (UNAUDITED)                             
---------------------------------------------------------------------------------------------------------------------

                                                                                          PERCENTAGE OF              
INVESTMENT FUNDS                                            COST               VALUE        NET ASSETS     LIQUIDITY+
---------------------------------------------------------------------------------------------------------------------
                                                                                                                     
OPPORTUNISTIC                                                                                                        
Hunter Global Investors Fund I, L.P.                    $  19,127,412      $  24,145,434       4.1%         Quarterly
Impala Fund, LP                                            22,000,000         29,664,892       5.1%         Quarterly
Karsh Capital II, LP                                       28,125,331         36,566,007       6.3%         Quarterly
Kingdon Associates                                         25,283,055         33,367,886       5.7%         Quarterly
Raptor Global Fund, L.P.                                   23,077,139         29,256,560       5.0%         Quarterly
Sage Opportunity Fund (QP), L.P.                           22,000,000         25,963,311       4.5%         Quarterly
                                                        -------------      -------------     -----                   
                                                          139,612,937        178,964,090      30.7%                  
                                                        -------------      -------------     -----                   
GROWTH                                                                                                               
Alydar QP Fund, L.P.                                       20,570,236         24,763,622       4.2%         Quarterly
Chilton QP Investment Partners, L.P.                       21,000,000         23,600,180       4.1%         Annually 
Copper Arch Fund, L.P.                                     21,000,000         24,483,756       4.2%         Quarterly
Highbridge Long/Short Equity Fund, L.P.                    21,643,955         27,570,793       4.7%         Quarterly
Intrepid Capital Fund (QP), L.P.                           16,432,041         19,266,187       3.3%         Quarterly
Maverick Fund USA, Ltd.                                    18,964,054         21,595,335       3.7%         Annually 
Pequot Capital                                             20,000,000         24,184,626       4.2%         Annually 
                                                        -------------      -------------     -----                   
                                                          139,610,286        165,464,499      28.4%                  
                                                        -------------      -------------     -----                   
VALUE                                                                                                                
Amici Qualified Associates, L.P.                           25,173,447         27,865,498       4.8%         Quarterly
Clovis Capital Partners Institutional, L.P.                16,247,705         21,057,811       3.6%         Quarterly
Delta Institutional, L.P.                                  19,624,302         24,394,684       4.2%         Quarterly
Kinetics Institutional Partners, L.P.                      22,000,000         31,305,071       5.3%         Quarterly
Shoshone Partners, L.P.                                    17,299,000         20,374,500       3.5%         Annually 
Thruway Partners, L.P.                                     24,068,756         29,067,445       5.0%         Quarterly
                                                        -------------      -------------     -----                   
                                                          124,413,210        154,065,009      26.4%                  
                                                        -------------      -------------     -----                   
GLOBAL                                                                                                               
Asian Century Quest Fund (QP), L.P.                        19,000,000         22,343,533       3.9%         Quarterly
Calypso Qualified Partners, L.P.                           18,500,000         21,715,312       3.7%         Monthly  
Lansdowne European Strategic Equity Fund, L.P.             15,500,000         18,850,208       3.2%         Monthly  
                                                        -------------      -------------     -----                   
                                                           53,000,000         62,909,053      10.8%                  
                                                        -------------      -------------     -----                   
TOTAL INVESTMENT FUNDS                                    456,636,433        561,402,651      96.3%                  
                                                        -------------      -------------     -----                   

AFFILIATED INVESTMENT                                                                                                
Dreyfus Institutional Preferred Plus Money Market Fund     24,618,313         24,618,313       4.2%         Daily    
                                                        -------------      -------------     -----                   
TOTAL INVESTMENT                                        $ 481,254,746        586,020,964     100.5%                  
                                                        =============      -------------     -----                   
LIABILITIES IN EXCESS OF OTHER ASSETS                                         (3,058,779)     (0.5)%                 
                                                                           -------------     -----                   
TOTAL NET ASSETS                                                           $ 582,962,185     100.0%                  
                                                                           =============     =====                   


+ The Portfolio Funds provide for periodic redemptions, with lock-up provisions 
up to two years from initial investment. The liquidity provisions shown in the  
table apply after any applicable lock-up provision.                             

At June 30, 2007, the aggregate cost of investment funds for tax purposes was   
expected to be similar to book cost of $481,254,746. At June 30, 2007,          
accumulated net unrealized appreciation on investment funds was $104,766,218,   
consisting of $104,766,218 of gross unrealized appreciation and $0 of gross     
unrealized depreciation.                                                        

Securities valuation policies and other investment related disclosures are      
hereby incorporated by reference to the annual and semi annual reports          
previously filed with the Securities and Exchange Commission on Form N-CSR.     


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ITEM 2 -- CONTROLS AND PROCEDURES.                                              

   (a)  The Registrant's Principal Executive Officer and Principal
          Financial Officer have evaluated the Registrant's disclosure
            controls and procedures (as defined in Rule 30a-3(c) under the
               Investment Company Act of 1940) within 90 days of this filing and
          have concluded that the Registrant's disclosure controls and
procedures were effective, as of that date.       

      (b)  There was no change in the Registrant's internal control over
        financial reporting (as defined in Rule 30a-3(d) under the
             Investment Company Act of 1940) during Registrant's last fiscal
              quarter that has materially affected, or is reasonably likely to
       materially affect, the Registrant's internal control over
financial reporting.                              

ITEM 3 -- EXHIBITS.                                                             

    Separate certifications for the Registrant's Principal Executive
          Officer and Principal Financial Officer, as required by Section 302 of
         the Sarbanes-Oxley Act of 2002 and Rule 30a-2(a) under the Investment
Company Act of 1940, are attached as Ex99.CERT.             


N-QLast Page of 4TOC1stPreviousNext↓BottomJust 4th

SIGNATURES                                                                      

     Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, the registrant has duly caused this report to be
signed on its behalf by the undersigned, thereunto duly authorized.             

                                          MELLON OPTIMA L/S STRATEGY FUND, LLC

                                   By:    /s/ STEVEN M. ANDERSON
                                                  ------------------------------
                                      Steven M. Anderson
                             Treasurer

                            Date:  August 28, 2007

     Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, this report has been signed below by the        
following persons on behalf of the registrant and in the capacities and on the  
dates indicated.                                                                

                                   By:    /s/ STEVEN M. ANDERSON
                                                  ------------------------------
                                      Steven M. Anderson
                             Treasurer

                            Date:  August 28, 2007

                                  By:    /s/ BARBARA A. MCCANN
                                                  ------------------------------
                                     Barbara A. McCann
                             President

                            Date:  August 28, 2007

Dates Referenced Herein   and   Documents Incorporated by Reference

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