Out of memory exception while playing with Monitor.Wait and Monitor.Pulse

I was playing with the Monitor class in .NET so I arrived at a piece of code that seem to be working but when I loop it for a while it throws an OutOfMemoryException.

I am running this on a 64 bit windows 8 developer machine with 8 GB of RAM and I the process never takes up more than a 100 MB of space on the RAM.

This is my code:

    using System;
    using System.Threading;

    public class Program
    {
        public static void Main()
        {
            while (true) {

                object theLock = new Object();
                Thread threadA = new Thread(() =>
                {
                    Console.WriteLine("Thread A before lock");
                    lock (theLock)
                    {
                        Console.WriteLine("Thread A locking, about to Wait");
                        Monitor.Wait(theLock);
                    }
                    Console.WriteLine("Thread A after lock");
                });

                Thread threadB = new Thread(() =>
                {
                    Console.WriteLine("Thread B before lock");
                    lock (theLock)
                    {
                        Console.WriteLine("Thread B lockint, about to Pulse");
                        Monitor.Pulse(theLock);
                    }
                    Console.WriteLine("Thread B before lock");
                });

                threadA.Start();
                threadB.Start();

                GC.Collect();

            }
        }
    }

I read here that it might be a fragmentation problem and I added the GC.Collect() at the end. However I am not allocating big chunks of space.

Then I decided to measure how many iterations does the loop go through approximately before it throws the exception and added a counter:

    using System;
    using System.Threading;

    public class Program
    {
        public static void Main()
        {
            int counter = 0;

            while (true) {
                Console.WriteLine(counter);
                counter++;

                object theLock = new Object();
                Thread threadA = new Thread(() =>
                {
                    Console.WriteLine("Thread A before lock");
                    lock (theLock)
                    {
                        Console.WriteLine("Thread A locking, about to Wait");
                        Monitor.Wait(theLock);
                    }
                    Console.WriteLine("Thread A after lock");
                });

                Thread threadB = new Thread(() =>
                {
                    Console.WriteLine("Thread B before lock");
                    lock (theLock)
                    {
                        Console.WriteLine("Thread B lockint, about to Pulse");
                        Monitor.Pulse(theLock);
                    }
                    Console.WriteLine("Thread B before lock");
                });

                threadA.Start();
                threadB.Start();

                GC.Collect();

            }
        }
    }

That seems to slow down the throwing of the exception a lot. I measured 36000 iterations.