-----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, RQrVvL2cmixLbZByeX6HSuxaEzVNZMtcIQ18/I3EwkIeyB3Sb7uE0F9HxTKjQoRs Iq2daJ3CGRpJq3yQ7f3emg== 0001047469-07-003458.txt : 20070501 0001047469-07-003458.hdr.sgml : 20070501 20070501120919 ACCESSION NUMBER: 0001047469-07-003458 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070501 DATE AS OF CHANGE: 20070501 EFFECTIVENESS DATE: 20070501 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SMITH ASSET MANAGEMENT GROUP LP CENTRAL INDEX KEY: 0001091561 IRS NUMBER: 752620252 STATE OF INCORPORATION: TX FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03459 FILM NUMBER: 07804511 BUSINESS ADDRESS: STREET 1: 100 CRESCENT COURT STREET 2: SUITE 1150 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 2148804600 MAIL ADDRESS: STREET 1: 100 CRESCENT COURT STREET 2: SUITE 1150 CITY: DALLAS STATE: TX ZIP: 75201 13F-HR 1 a2177571z13f-hr.txt FORM 13-F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/07 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: Smith Asset Management Group. LP Address: 100 Crescent Court Suite 1150 Dallas, TX 75201 Form 13F File Number: 28-03459 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: Stephen S. Smith Title: CEO Phone: 214-880-4601 Signature, Place, and Date of Signing: /s/ Stephen S. Smith Dallas, Texas 4/30/07 - ------------------------- ---------------------------- --------------------- [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).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-_______________________________ ______________________________________ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: -0- Form 13F Information Table Entry Total: 638 Form 13F Information Table Value Total: $4,974,051 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name ___ 28-_________________ _______________________________ [Repeat as necessary.]
SHARES/ INVEST DISC. VOTING AUTHORITY ITEM 1: FAIR MARKET PRINC. SOLE SH/ SH/ -------------------- NAME OF ISSUER CLASS CUSIP VALUE AMOUNT DEF OTHER MANAGERS SOLE SHARED NONE - --------------------------------------------------------------------------------------------------------------------------------- Acacia Research-acacia Tech Common Stock - Long 003881307 93,654.40 5920 Sole 0 5920 Aceto Corp Common Stock - Long 004446100 24,490.00 3100 Sole 0 3100 Acuity Brands Inc Common Stock - Long 00508Y102 31,596,486.04 580391 Sole 0 580391 Adams Resources & Energy Inc Common Stock - Long 006351308 84,684.60 2310 Sole 0 2310 Advanced Energy Inds Inc Common Stock - Long 007973100 6,923,632.80 329070 Sole 0 329070 Advisory Board Co Common Stock - Long 00762W107 6,627,676.60 130930 Sole 0 130930 Advocat Inc Common Stock - Long 007586100 51,335.40 4020 Sole 0 4020 Aeropostale Inc Common Stock - Long 007865108 925.29 23 Sole 0 23 Aetna Inc Common Stock - Long 00817Y108 5,254.80 120 Sole 0 120 Afc Enterprises Inc Common Stock - Long 00104Q107 29,473.50 1470 Sole 0 1470 Affiliated Managers Grp Inc Common Stock - Long 008252108 33,411,022.70 305893.9 Sole 0 305893.93 Affordable Residential Comm Common Stock - Long 008273104 56,525.80 4660 Sole 0 4660 Aftermarket Technology Corp Common Stock - Long 008318107 34,696.12 1429 Sole 0 1429 Agilysys Inc Common Stock - Long 00847J105 112.35 5 Sole 0 5 Agree Realty Corp Common Stock - Long 008492100 166,091.10 4865 Sole 0 4865 Air Products & Chemicals Inc Common Stock - Long 009158106 41,922,475.76 566988 Sole 20751 546237 Albemarle Corp Common Stock - Long 012653101 4,334,499.00 104850 Sole 0 104850 Alberto-culver Co Common Stock - Long 013078100 938.08 41 Sole 0 41 Alliance Data Systems Corp Common Stock - Long 018581108 9,015,006.00 146300 Sole 0 146300 Alliance Imaging Inc Common Stock - Long 018606202 1,021.41 117 Sole 0 117 Alliant Energy Corp Common Stock - Long 018802108 941.22 21 Sole 0 21 Alliant Techsystems Inc Common Stock - Long 018804104 50,114.40 570 Sole 0 570 Alltel Corp Common Stock - Long 020039103 124.00 2 Sole 0 2 Alpharma Inc -cl A Common Stock - Long 020813101 915.04 38 Sole 0 38 Altria Group Inc Common Stock - Long 02209S103 5,707.65 65 Sole 0 65 Amb Property Corp Common Stock - Long 00163T109 1,286,325.20 21880 Sole 0 21880 Ambac Financial Gp Common Stock - Long 023139108 65,643,568.01 760037 Sole 15251 744786 Amcore Financial Inc Common Stock - Long 023912108 2,390,267.00 75284 Sole 0 75284 Amedisys Inc Common Stock - Long 023436108 12,679,805.70 390990 Sole 0 390990 America First Apt Investors Common Stock - Long 02363X104 91,710.80 4520 Sole 0 4520 American Commercial Lines Common Stock - Long 025195207 183,131.00 5835 Sole 0 5835 American Express Co Common Stock - Long 025816109 2,205,140.00 39139 Sole 0 39139 American Financial Group Inc Common Stock - Long 025932104 4,595.40 135 Sole 0 135 American Mortgage Acceptance Common Stock - Long 027568104 40,319.40 4510 Sole 0 4510 American Physicians Capital Common Stock - Long 028884104 8,139,165.84 203073 Sole 0 203073 American Software -cl A Common Stock - Long 029683109 92,655.50 11510 Sole 0 11510 American Woodmark Corp Common Stock - Long 030506109 48,155.60 1310 Sole 0 1310 Amerigroup Corp Common Stock - Long 03073T102 14,906,122.00 490305 Sole 0 490305 Ameriprise Financial Inc Common Stock - Long 03076C106 6,628.24 116 Sole 0 116 Ameris Bancorp Common Stock - Long 03076K108 72,950.40 2980 Sole 0 2980 Amerisourcebergen Corp Common Stock - Long 03073E105 105.50 2 Sole 0 2 Amern Eagle Outfitters Inc Common Stock - Long 02553E106 2,344,863.75 78201 Sole 0 78201 Ametek Inc Common Stock - Long 031100100 103.62 3 Sole 0 3 Amkor Technology Inc Common Stock - Long 031652100 923.52 74 Sole 0 74 Ampco-pittsburgh Corp Common Stock - Long 032037103 67,602.60 2340 Sole 0 2340 Amphenol Corp Common Stock - Long 032095101 84,284,323.73 1427133 Sole 55920 1371213 Amrep Corp Common Stock - Long 032159105 90,382.50 1170 Sole 0 1170 Anaren Inc Common Stock - Long 032744104 21,836.40 1240 Sole 0 1240 Anheuser-busch Cos Inc Common Stock - Long 035229103 39,068,306.78 773567 Sole 30525 743042 Anixter Intl Inc Common Stock - Long 035290105 267,420.40 4046 Sole 0 4046 Apache Corp Common Stock - Long 037411105 2,328,402.00 32905 Sole 0 32905 Apple Inc Common Stock - Long 037833100 47,515,753.47 511417 Sole 0 511417 Applera Corp-applied Biosys Common Stock - Long 038020103 3,696.25 125 Sole 0 125 Applied Materials Inc Common Stock - Long 038222105 5,496.00 300 Sole 0 300 Apria Healthcare Group Inc Common Stock - Long 037933108 129.00 4 Sole 0 4 Arch Capital Group Ltd Common Stock - Long G0450A105 4,003,927.00 58700 Sole 0 58700 Arch Chemicals Inc Common Stock - Long 03937R102 936.60 30 Sole 0 30 Archstone-smith Trust Common Stock - Long 039583109 145,470.40 2680 Sole 0 2680 Arden Group Inc -cl A Common Stock - Long 039762109 88,110.00 660 Sole 0 660 Argonaut Group Inc Common Stock - Long 040157109 4,232,202.60 130785 Sole 0 130785 Arris Group Inc Common Stock - Long 04269Q100 20,566,374.40 1460680 Sole 0 1460680 Asbury Automotive Group Inc Common Stock - Long 043436104 206,519.50 7277 Sole 0 7277 Ashford Hospitality Trust Common Stock - Long 044103109 164,772.00 13800 Sole 0 13800 Ashland Inc Common Stock - Long 044209104 39,360.00 600 Sole 0 600 Ashworth Inc Common Stock - Long 04516H101 26,343.60 3480 Sole 0 3480 Aspen Technology Inc Common Stock - Long 045327103 9,037,210.00 695170 Sole 0 695170 Assurant Inc Common Stock - Long 04621X108 38,496,387.87 716934 Sole 26793 690141 Asta Funding Inc Common Stock - Long 046220109 103,200.20 2390 Sole 0 2390 Asyst Technologies Inc Common Stock - Long 04648X107 147,278.50 20950 Sole 0 20950 AT&T Inc Common Stock - Long 00206R102 51,404,360.66 1303651 Sole 43198 1260453 Atlantic Tele-network Inc Common Stock - Long 049079205 92,761.50 3550 Sole 0 3550 Atlas Air Worldwide Hldg Inc Common Stock - Long 049164205 949.14 18 Sole 0 18 Automatic Data Processing Common Stock - Long 053015103 2,304,702.00 47917 Sole 0 47917 Autozone Inc Common Stock - Long 053332102 79,446.80 620 Sole 0 620 Avalonbay Communities Inc Common Stock - Long 053484101 146,900.00 1130 Sole 0 1130 Azz Inc Common Stock - Long 002474104 91,560.00 2180 Sole 0 2180 Bancfirst Corp Common Stock - Long 05945F103 65,353.50 1410 Sole 0 1410 Banctrust Financial Grp Inc Common Stock - Long 05978R107 23,064.40 1090 Sole 0 1090 Bank Of America Corp Common Stock - Long 060505104 5,357.10 105 Sole 0 105 Bank Of Granite Corporation Common Stock - Long 062401104 27,596.80 1540 Sole 0 1540 Bank Of New York Co Inc Common Stock - Long 064057102 44,195,968.00 1090650 Sole 40635 1050015 Banner Corp Common Stock - Long 06652V109 90,994.50 2190 Sole 0 2190 Barnes & Noble Inc Common Stock - Long 067774109 35,505.00 900 Sole 0 900 Baxter International Inc Common Stock - Long 071813109 39,554,695.97 750991 Sole 0 750991 Bea Systems Inc Common Stock - Long 073325102 34,538.20 2980 Sole 0 2980 Becton Dickinson & Co Common Stock - Long 075887109 82,666,246.27 1073809 Sole 20816 1052993 Bel Fuse Inc Common Stock - Long 077347300 87,484.60 2260 Sole 0 2260 Belden Cdt Inc Common Stock - Long 077454106 317,991.83 5944 Sole 0 5944 Berkley (w R) Corp Common Stock - Long 084423102 31,698,025.92 957066 Sole 0 957066 Big 5 Sporting Goods Corp Common Stock - Long 08915P101 129.60 5 Sole 0 5 Big Lots Inc Common Stock - Long 089302103 907.12 29 Sole 0 29 Biomed Realty Trust Inc Common Stock - Long 09063H107 5,399,784.50 205315 Sole 0 205315 Bmc Software Inc Common Stock - Long 055921100 5,080.35 165 Sole 0 165 Boeing Co Common Stock - Long 097023105 45,373,795.94 510334 Sole 0 510334 Books-a-million Inc Common Stock - Long 098570104 58,953.60 4140 Sole 0 4140 Borgwarner Inc Common Stock - Long 099724106 3,514,572.00 46600 Sole 0 46600 Boston Properties Inc Common Stock - Long 101121101 157,316.00 1340 Sole 0 1340 Bottomline Technologies Inc Common Stock - Long 101388106 2,543,787.50 233375 Sole 0 233375 Bradley Pharmaceuticl -cl A Common Stock - Long 104576103 87,314.50 4550 Sole 0 4550 Bre Properties -cl A Common Stock - Long 05564E106 1,262,052.75 19985 Sole 0 19985 Brinker Intl Inc Common Stock - Long 109641100 7,151,490.00 218700 Sole 0 218700 Brocade Communications Sys Common Stock - Long 111621108 20,003,338.32 2101191 Sole 0 2101191 Brt Realty Trust Common Stock - Long 055645303 81,211.10 2690 Sole 0 2690 Buckeye Technologies Inc Common Stock - Long 118255108 129.80 10 Sole 0 10 Buckle Inc Common Stock - Long 118440106 5,897,979.40 165233 Sole 0 165233 Buffalo Wild Wings Inc Common Stock - Long 119848109 12,697,639.50 199335 Sole 0 199335 Burlington Northern Santa Fe Common Stock - Long 12189T104 302,830.20 3765 Sole 0 3765 Cabot Corp Common Stock - Long 127055101 143.19 3 Sole 0 3 Cadence Design Systems Inc Common Stock - Long 127387108 85,190,523.82 4041921 Sole 84454 3957467 California Coastal Cmntys Common Stock - Long 129915203 28,608.90 1410 Sole 0 1410 Camden National Corp Common Stock - Long 133034108 82,460.00 1900 Sole 0 1900 Camden Property Trust Common Stock - Long 133131102 193,352.50 2750 Sole 0 2750 Campbell Soup Co Common Stock - Long 134429109 116.85 3 Sole 0 3 Candela Corp Common Stock - Long 136907102 56,757.40 4970 Sole 0 4970 Capella Education Co Common Stock - Long 139594105 215,829.90 6435 Sole 0 6435 Capital City Bk Group Inc Common Stock - Long 139674105 133.20 4 Sole 0 4 Captaris Inc Common Stock - Long 14071N104 23,275.80 4020 Sole 0 4020 Cascade Corp Common Stock - Long 147195101 7,602,419.00 126951 Sole 0 126951 Cec Entertainment Inc Common Stock - Long 125137109 11,440,946.80 275420 Sole 0 275420 Celanese Corp Common Stock - Long 150870103 925.20 30 Sole 0 30 Central Parking Corp Common Stock - Long 154785109 191,191.60 8620 Sole 0 8620 Central Vermont Pub Serv Common Stock - Long 155771108 107,498.60 3730 Sole 0 3730 Centurytel Inc Common Stock - Long 156700106 41,619.99 921 Sole 0 921 Cephalon Inc Common Stock - Long 156708109 40,589.70 570 Sole 0 570 Ceradyne Inc Common Stock - Long 156710105 38,523,110.78 703747 Sole 0 703747 Cf Industries Holdings Inc Common Stock - Long 125269100 886.65 23 Sole 0 23 Chaparral Steel Co Common Stock - Long 159423102 116.34 2 Sole 0 2 Charles River Labs Intl Inc Common Stock - Long 159864107 4,829,544.00 104400 Sole 0 104400 Checkpoint Systems Inc Common Stock - Long 162825103 4,708,694.90 199015 Sole 0 199015 Chemed Corp Common Stock - Long 16359R103 97.92 2 Sole 0 2 Cherokee Inc Common Stock - Long 16444H102 83,967.00 1950 Sole 0 1950 Chevron Corp Common Stock - Long 166764100 5,547.00 75 Sole 0 75 Chicago Merc Exch Holdings Common Stock - Long 167760107 53,246.00 100 Sole 0 100 Cholestech Corp Common Stock - Long 170393102 2,344,553.80 135995 Sole 0 135995 Chubb Corp Common Stock - Long 171232101 6,717.00 130 Sole 0 130 Church & Dwight Inc Common Stock - Long 171340102 4,269,680.00 84800 Sole 0 84800 Churchill Downs Inc Common Stock - Long 171484108 72,170.10 1590 Sole 0 1590 Cigna Corp Common Stock - Long 125509109 47,170,081.90 330118 Sole 12136 317982 Cisco Systems Inc Common Stock - Long 17275R102 97,352,905.61 3814541 Sole 62334 3752207 Citybank Common Stock - Long 17770A109 288.99 9 Sole 0 9 Cke Restaurants Inc Common Stock - Long 12561E105 12,363,295.80 655530 Sole 0 655530 Cleveland-cliffs Inc Common Stock - Long 185896107 107,216.75 1675 Sole 0 1675 Clorox Co Common Stock - Long 189054109 43,309.20 680 Sole 0 680 Coach Inc Common Stock - Long 189754104 93,623,061.30 1869895 Sole 40160 1829735 Coca-cola Btlng Cons Common Stock - Long 191098102 132,797.35 2345 Sole 0 2345 Cognizant Tech Solutions Common Stock - Long 192446102 40,921,530.65 463595 Sole 0 463595 Colgate-palmolive Co Common Stock - Long 194162103 39,133,117.05 587132 Sole 22944 564188 Colonial Properties Trust Common Stock - Long 195872106 35,622.60 780 Sole 0 780 Commerce Bancshares Inc Common Stock - Long 200525103 1,584,568.00 32800 Sole 0 32800 Commercial Vehicle Group Inc Common Stock - Long 202608105 80,546.00 3910 Sole 0 3910 Commonwealth Bankshares Inc Common Stock - Long 202736104 14,165.95 631 Sole 0 631 Commscope Inc Common Stock - Long 203372107 39,777,082.30 927261 Sole 0 927261 Compuware Corp Common Stock - Long 205638109 123.37 13 Sole 0 13 Conagra Foods Inc Common Stock - Long 205887102 6,924.98 278 Sole 0 278 Conocophillips Common Stock - Long 20825C104 2,312,193.00 33837 Sole 0 33837 Consolidated Graphics Inc Common Stock - Long 209341106 8,718,647.00 117740 Sole 0 117740 Continental Airls Inc -cl B Common Stock - Long 210795308 69,868.80 1920 Sole 0 1920 Convergys Corp Common Stock - Long 212485106 5,209.05 205 Sole 0 205 Corn Products Intl Inc Common Stock - Long 219023108 70,468.20 1980 Sole 0 1980 Corvel Corp Common Stock - Long 221006109 142,477.50 4710 Sole 0 4710 Coventry Health Care Inc Common Stock - Long 222862104 112.10 2 Sole 0 2 Cpi Corp Common Stock - Long 125902106 95,568.20 1820 Sole 0 1820 Cray Inc Common Stock - Long 225223304 34,750.80 2520 Sole 0 2520 Css Industries Inc Common Stock - Long 125906107 97,448.00 2600 Sole 0 2600 Ct Communications Inc Common Stock - Long 126426402 82,422.00 3420 Sole 0 3420 Cutera Inc Common Stock - Long 232109108 13,460,918.55 372050 Sole 0 372050 Cutter & Buck Inc Common Stock - Long 232217109 86,347.40 7330 Sole 0 7330 Cytyc Corp Common Stock - Long 232946103 48,123,891.83 1404031 Sole 54430 1349601 D & E Communications Inc Common Stock - Long 232860106 44,355.60 3330 Sole 0 3330 Danaher Corp Common Stock - Long 235851102 41,836,358.60 585503 Sole 23253 562250 Darden Restaurants Inc Common Stock - Long 237194105 76,579,212.24 1860060 Sole 39394 1820666 Dawson Geophysical Co Common Stock - Long 239359102 7,383,458.65 149102 Sole 0 149102 Deb Shops Inc Common Stock - Long 242728103 80,698.40 2980 Sole 0 2980 Deckers Outdoor Corp Common Stock - Long 243537107 16,271,935.80 229139 Sole 0 229139 Delphi Financial Grp -cl A Common Stock - Long 247131105 925.29 23 Sole 0 23 Devry Inc Common Stock - Long 251893103 16,249,480.75 553645 Sole 0 553645 Diamondrock Hospitality Co Common Stock - Long 252784301 384,601.00 20317 Sole 0 20317 Digene Corp Common Stock - Long 253752109 13,947,334.29 328869 Sole 0 328869 Dillards Inc -cl A Common Stock - Long 254067101 5,236.80 160 Sole 0 160 Diodes Inc Common Stock - Long 254543101 15,870,585.45 455397 Sole 0 455397 Dollar Tree Stores Inc Common Stock - Long 256747106 82,742,122.16 2165238 Sole 42987 2122251 Downey Financial Corp Common Stock - Long 261018105 57,440.60 890 Sole 0 890 Dresser-rand Group Inc Common Stock - Long 261608103 6,092.00 200 Sole 0 200 Du Pont (e I) De Nemours Common Stock - Long 263534109 4,943.00 100 Sole 0 100 Duke Energy Corp Common Stock - Long 26441C105 1,644,371.00 80785 Sole 0 80785 Duke Realty Corp Common Stock - Long 264411505 156,492.00 3600 Sole 0 3600 Dycom Industries Inc Common Stock - Long 267475101 3,575,432.00 137200 Sole 0 137200 Dynamex Inc Common Stock - Long 26784F103 94,891.20 3730 Sole 0 3730 Ebay Inc Common Stock - Long 278642103 35,939,738.25 1084155 Sole 0 1084155 Edwards (a G) Inc Common Stock - Long 281760108 9,382,468.32 135624 Sole 0 135624 Electro Rent Corp Common Stock - Long 285218103 74,448.00 5170 Sole 0 5170 Electronic Data Systems Corp Common Stock - Long 285661104 5,674.40 205 Sole 0 205 Ellis Perry Intl Inc Common Stock - Long 288853104 4,217,561.60 131840 Sole 0 131840 Emc Insurance Group Inc Common Stock - Long 268664109 21,156.00 820 Sole 0 820 Emcor Group Inc Common Stock - Long 29084Q100 16,439,495.40 278730 Sole 0 278730 Emdeon Corp Common Stock - Long 290849108 49,777.70 3290 Sole 0 3290 Emerson Electric Co Common Stock - Long 291011104 4,524.45 105 Sole 0 105 Emmis Communictns Cp -cl A Common Stock - Long 291525103 126.60 15 Sole 0 15 Energizer Holdings Inc Common Stock - Long 29266R108 6,926,236.10 81170 Sole 0 81170 Enpro Industries Inc Common Stock - Long 29355X107 108.15 3 Sole 0 3 Entertainment Properties Tr Common Stock - Long 29380T105 5,599,032.50 92930 Sole 0 92930 Enzon Pharmaceuticals Inc Common Stock - Long 293904108 81,011.00 9940 Sole 0 9940 Equifax Inc Common Stock - Long 294429105 7,902,906.75 216815 Sole 0 216815 Espeed Inc Common Stock - Long 296643109 82,365.00 8670 Sole 0 8670 Ethan Allen Interiors Inc Common Stock - Long 297602104 45,235.20 1280 Sole 0 1280 Excel Technology Inc Common Stock - Long 30067T103 83,629.80 3060 Sole 0 3060 Expedia Inc Common Stock - Long 30212P105 950.38 41 Sole 0 41 Express Scripts Inc Common Stock - Long 302182100 80,248,474.92 986614 Sole 13219 973395 Exxon Mobil Corp Common Stock - Long 30231G102 46,071,957.20 609591 Sole 22306 587285 F N B Corp Common Stock - Long 302930102 78,826.00 2200 Sole 0 2200 Fair Isaac Corp Common Stock - Long 303250104 4,448.20 115 Sole 0 115 Federal Agriculture Mtg Cp Common Stock - Long 313148306 81,872.00 3010 Sole 0 3010 Federated Investors Inc Common Stock - Long 314211103 3,855.60 105 Sole 0 105 Fifth Third Bancorp Common Stock - Long 316773100 4,642.80 120 Sole 0 120 Financial Institutions Inc Common Stock - Long 317585404 22,277.70 1110 Sole 0 1110 First American Corp Common Stock - Long 318522307 101.44 2 Sole 0 2 First Cash Financial Svcs Common Stock - Long 31942D107 12,102,941.60 543220 Sole 0 543220 First Cmnty Bancshares Inc Common Stock - Long 31983A103 936.00 24 Sole 0 24 First Defiance Financial Cp Common Stock - Long 32006W106 25,543.00 890 Sole 0 890 First Financial Holdings Inc Common Stock - Long 320239106 76,120.00 2200 Sole 0 2200 First Marblehead Corp Common Stock - Long 320771108 75,460.09 1681 Sole 0 1681 First Mercury Financial Corp Common Stock - Long 320841109 152,604.30 7426 Sole 0 7426 First State Bancorporation Common Stock - Long 336453105 22,550.00 1000 Sole 0 1000 Firstenergy Corp Common Stock - Long 337932107 5,630.40 85 Sole 0 85 Fiserv Inc Common Stock - Long 337738108 40,633,241.88 765798 Sole 0 765798 Flow Intl Corp Common Stock - Long 343468104 24,272.40 2260 Sole 0 2260 Forest Laboratories -cl A Common Stock - Long 345838106 25,599,887.60 497665 Sole 0 497665 Forrester Research Inc Common Stock - Long 346563109 39,420.40 1390 Sole 0 1390 Fpic Insurance Group Inc Common Stock - Long 302563101 32,296.41 723 Sole 0 723 Franklin Resources Inc Common Stock - Long 354613101 5,437.35 45 Sole 0 45 Freds Inc Common Stock - Long 356108100 31,458.00 2140 Sole 0 2140 Freeport-mcmoran Cop&gold Common Stock - Long 35671D857 40,508.28 612 Sole 0 612 Frontier Oil Corp Common Stock - Long 35914P105 6,201.60 190 Sole 0 190 Gamco Investors Inc Common Stock - Long 361438104 90,126.40 2080 Sole 0 2080 Gardner Denver Inc Common Stock - Long 365558105 195,161.50 5535 Sole 0 5535 Genentech Inc Common Stock - Long 368710406 32,821,967.96 399683 Sole 0 399683 General Mills Inc Common Stock - Long 370334104 5,298.02 91 Sole 0 91 Genlyte Group Inc Common Stock - Long 372302109 14,151,271.75 200585 Sole 0 200585 Gentek Inc Common Stock - Long 37245X203 87,874.80 2580 Sole 0 2580 Getty Images Inc Common Stock - Long 374276103 923.97 19 Sole 0 19 Global Industries Ltd Common Stock - Long 379336100 951.08 52 Sole 0 52 Gorman-rupp Co Common Stock - Long 383082104 87,826.26 2742 Sole 0 2742 Graftech International Ltd Common Stock - Long 384313102 935.24 103 Sole 0 103 Grainger (w W) Inc Common Stock - Long 384802104 34,391,573.44 445256 Sole 0 445256 Grant Prideco Inc Common Stock - Long 38821G101 2,398,886.00 48156 Sole 0 48156 Great Southern Bancorp Common Stock - Long 390905107 28,694.40 980 Sole 0 980 Greatbatch Inc Common Stock - Long 39153L106 4,239,885.00 166270 Sole 0 166270 Greenfield Online Inc Common Stock - Long 395150105 2,450,031.00 154090 Sole 0 154090 Greif Inc -cl A Common Stock - Long 397624107 11,545,440.10 103910 Sole 0 103910 Gulfmark Offshore Inc Common Stock - Long 402629109 2,038,018.50 46690 Sole 0 46690 Gymboree Corp Common Stock - Long 403777105 761.33 19 Sole 0 19 Harleysville Group Inc Common Stock - Long 412824104 2,318,453.91 71359 Sole 0 71359 Harman International Inds Common Stock - Long 413086109 34,588.80 360 Sole 0 360 Harmonic Inc Common Stock - Long 413160102 7,278,731.30 741215 Sole 0 741215 Harris Corp Common Stock - Long 413875105 43,418,237.90 851619 Sole 33690 817929 Hartford Financial Services Common Stock - Long 416515104 78,928,671.62 825572 Sole 17242 808330 Hasbro Inc Common Stock - Long 418056107 5,008.50 175 Sole 0 175 Haverty Furniture Common Stock - Long 419596101 24,640.00 1760 Sole 0 1760 Hcc Insurance Holdings Inc Common Stock - Long 404132102 33,107,320.40 1074913 Sole 0 1074913 Health Care Pptys Invest Inc Common Stock - Long 421915109 721,562.52 18398 Sole 0 18398 Healthspring Inc Common Stock - Long 42224N101 329.70 14 Sole 0 14 Heidrick & Struggles Intl Common Stock - Long 422819102 71,706.00 1480 Sole 0 1480 Heinz (h J) Co Common Stock - Long 423074103 48,910.56 1038 Sole 0 1038 Henry (jack) & Associates Common Stock - Long 426281101 3,583,450.00 149000 Sole 0 149000 Hercules Inc Common Stock - Long 427056106 14,911,560.20 763130 Sole 0 763130 Heritage Commerce Corp Common Stock - Long 426927109 67,803.40 2660 Sole 0 2660 Hersha Hospitality Trust Common Stock - Long 427825104 183,179.00 15550 Sole 0 15550 Hewlett-packard Co Common Stock - Long 428236103 92,626,824.80 2306744 Sole 41346 2265398 Highland Hospitality Corp Common Stock - Long 430141101 188,858.00 10610 Sole 0 10610 Hilb Rogal & Hobbs Co Common Stock - Long 431294107 98.10 2 Sole 0 2 Hi-shear Technology Corp Common Stock - Long 42839Y104 55,110.00 5010 Sole 0 5010 Holly Corp Common Stock - Long 435758305 91,322.00 1540 Sole 0 1540 Honeywell International Inc Common Stock - Long 438516106 4,836.30 105 Sole 0 105 Hooker Furniture Corp Common Stock - Long 439038100 120.30 6 Sole 0 6 Horizon Financial Corp Common Stock - Long 44041F105 23,846.40 1080 Sole 0 1080 Horizon Lines Inc Common Stock - Long 44044K101 393.84 12 Sole 0 12 Hormel Foods Corp Common Stock - Long 440452100 4,842,899.00 130157 Sole 0 130157 Hospitality Properties Trust Common Stock - Long 44106M102 1,326,546.00 28345 Sole 0 28345 Hub Group Inc -cl A Common Stock - Long 443320106 14,811,106.96 510904 Sole 0 510904 Humana Inc Common Stock - Long 444859102 42,180.54 727 Sole 0 727 Ibasis Inc Common Stock - Long 450732201 33,959.10 3090 Sole 0 3090 Ihop Corp Common Stock - Long 449623107 40,468.50 690 Sole 0 690 Imperial Sugar Co Common Stock - Long 453096208 107,296.00 3200 Sole 0 3200 Ingram Micro Inc Common Stock - Long 457153104 7,449,798.00 385800 Sole 0 385800 Inland Real Estate Corp Common Stock - Long 457461200 5,565,548.10 303465 Sole 0 303465 Innospec Inc Common Stock - Long 45768S105 125,655.20 2180 Sole 0 2180 Integra Bank Corp Common Stock - Long 45814P105 54,833.40 2460 Sole 0 2460 Integra Lifesciences Hldgs Common Stock - Long 457985208 8,767,540.90 192355 Sole 0 192355 Intel Corp Common Stock - Long 458140100 30,047,854.66 1570719 Sole 0 1570719 Interactive Data Corp Common Stock - Long 45840J107 51,480.00 2080 Sole 0 2080 Intersections Inc Common Stock - Long 460981301 23,718.00 2360 Sole 0 2360 Interstate Hotels & Resorts Common Stock - Long 46088S106 51,742.00 8200 Sole 0 8200 Interwoven Inc Common Stock - Long 46114T508 5,073,056.00 300414 Sole 0 300414 Intevac Inc Common Stock - Long 461148108 27,424.80 1040 Sole 0 1040 Intl Business Machines Corp Common Stock - Long 459200101 49,106,757.58 520946 Sole 0 520946 Intl Paper Co Common Stock - Long 460146103 5,096.00 140 Sole 0 140 Intl Rectifier Corp Common Stock - Long 460254105 2,636.49 69 Sole 0 69 Intl Speedway Corp -cl A Common Stock - Long 460335201 103.40 2 Sole 0 2 Inventiv Health Inc Common Stock - Long 46122E105 22,909,596.22 598318 Sole 0 598318 Investment Technology Gp Inc Common Stock - Long 46145F105 18,659,603.00 475975 Sole 0 475975 iShares MSCI EAFE Index Fund Common Stock - Long 464287465 734,383.80 9630 Sole 0 9630 Ishares Russell 1000 Growth Common Stock - Long 464287614 6,750,345.00 121300 Sole 0 121300 Itt Educational Services Inc Common Stock - Long 45068B109 35,862,119.20 440080 Sole 0 440080 J2 Global Communications Inc Common Stock - Long 46626E205 1,563,408.00 56400 Sole 0 56400 Jack In The Box Inc Common Stock - Long 466367109 21,269,317.25 307712 Sole 0 307712 Jacobs Engineering Group Inc Common Stock - Long 469814107 41,259,353.05 884198 Sole 34480 849718 Jones Apparel Group Inc Common Stock - Long 480074103 41,485.50 1350 Sole 0 1350 Jones Lang Lasalle Inc Common Stock - Long 48020Q107 65,696.40 630 Sole 0 630 Jpmorgan Chase & Co Common Stock - Long 46625H100 39,454,095.64 815874 Sole 27999 787875 Kadant Inc Common Stock - Long 48282T104 85,970.40 3390 Sole 0 3390 Kaydon Corp Common Stock - Long 486587108 14,550,838.40 341890 Sole 0 341890 Kellogg Co Common Stock - Long 487836108 2,340,505.00 45465 Sole 0 45465 Kinetic Concepts Inc Common Stock - Long 49460W208 34,364,557.20 678605 Sole 0 678605 Knbt Bancorp Inc Common Stock - Long 482921103 21,373.00 1450 Sole 0 1450 Knightsbridge Tankers Ltd Common Stock - Long G5299G106 211,063.50 7565 Sole 0 7565 Knoll Inc Common Stock - Long 498904200 10,707,247.94 449318 Sole 0 449318 Kohl's Corp Common Stock - Long 500255104 89,193,639.01 1064013 Sole 2335 1061678 Korn/ferry International Common Stock - Long 500643200 7,889,754.20 343930 Sole 0 343930 Kroger Co Common Stock - Long 501044101 94,016.00 3328 Sole 0 3328 L-3 Communications Hldgs Inc Common Stock - Long 502424104 39,361.50 450 Sole 0 450 Laboratory Cp Of Amer Hldgs Common Stock - Long 50540R409 39,946.50 550 Sole 0 550 Lakeland Financial Corp Common Stock - Long 511656100 24,516.00 1080 Sole 0 1080 Lamson & Sessions Co Common Stock - Long 513696104 89,761.70 3230 Sole 0 3230 Landauer Inc Common Stock - Long 51476K103 178,699.20 3540 Sole 0 3540 Lauder Estee Cos Inc -cl A Common Stock - Long 518439104 6,545.90 134 Sole 0 134 Lehman Brothers Holdings Inc Common Stock - Long 524908100 6,140.20 88 Sole 0 88 Lennox International Inc Common Stock - Long 526107107 321.30 9 Sole 0 9 Lexmark Intl Inc -cl A Common Stock - Long 529771107 66,936.70 1145 Sole 0 1145 Liberty Property Trust Common Stock - Long 531172104 157,365.60 3230 Sole 0 3230 Lightbridge Inc Common Stock - Long 532226107 103,311.60 5880 Sole 0 5880 Lilly (eli) & Co Common Stock - Long 532457108 5,102.45 95 Sole 0 95 Lincoln Electric Hldgs Inc Common Stock - Long 533900106 37,046.32 622 Sole 0 622 Lincoln National Corp Common Stock - Long 534187109 2,531,476.00 37345 Sole 0 37345 Littelfuse Inc Common Stock - Long 537008104 214,906.00 5297 Sole 0 5297 Lockheed Martin Corp Common Stock - Long 539830109 2,308,358.10 23795 Sole 0 23795 Lodgenet Entertainment Corp Common Stock - Long 540211109 109,670.40 3570 Sole 0 3570 Lodgian Inc Common Stock - Long 54021P403 28,323.20 2120 Sole 0 2120 Loews Cp-carolina Group Common Stock - Long 540424207 7,409.78 98 Sole 0 98 Lojack Corp Common Stock - Long 539451104 930.02 49 Sole 0 49 Lubrizol Corp Common Stock - Long 549271104 67,246.65 1305 Sole 0 1305 Lydall Inc Common Stock - Long 550819106 11,679.15 735 Sole 0 735 Mack-cali Realty Corp Common Stock - Long 554489104 147,176.70 3090 Sole 0 3090 Macrovision Corp Common Stock - Long 555904101 9,824,871.50 392189 Sole 0 392189 Manhattan Associates Inc Common Stock - Long 562750109 6,108,935.30 222710 Sole 0 222710 Manitowoc Co Common Stock - Long 563571108 952.95 15 Sole 0 15 Mannatech Inc Common Stock - Long 563771104 27,141.40 1690 Sole 0 1690 Manor Care Inc Common Stock - Long 564055101 7,344,036.00 135100 Sole 0 135100 Marathon Oil Corp Common Stock - Long 565849106 40,677,021.57 410309 Sole 15880 394429 Marshall & Ilsley Corp Common Stock - Long 571834100 2,183,859.00 47208 Sole 0 47208 Matrix Service Company Common Stock - Long 576853105 7,057,235.50 348850 Sole 0 348850 Mattel Inc Common Stock - Long 577081102 44,387.70 1610 Sole 0 1610 Mcafee Inc Common Stock - Long 579064106 465.28 16 Sole 0 16 Mccormick & Schmicks Seafood Common Stock - Long 579793100 2,584,081.85 96385 Sole 0 96385 Mcdonald's Corp Common Stock - Long 580135101 2,413,622.25 53605 Sole 0 53605 Mcg Capital Corp Common Stock - Long 58047P107 112.56 6 Sole 0 6 Mcgraw-hill Companies Common Stock - Long 580645109 32,576,304.48 518071 Sole 0 518071 Mckesson Corp Common Stock - Long 58155Q103 6,849.18 117 Sole 0 117 Meadowbrook Ins Group Inc Common Stock - Long 58319P108 3,104,400.25 282475 Sole 0 282475 Medcath Corp Common Stock - Long 58404W109 4,491,805.50 164535 Sole 0 164535 Mens Wearhouse Inc Common Stock - Long 587118100 31,260,819.85 664417 Sole 0 664417 Mercantile Bank Corp Common Stock - Long 587376104 21,436.80 660 Sole 0 660 Mercer Insurance Group Inc Common Stock - Long 587902107 24,464.70 1230 Sole 0 1230 Mercer Intl Inc Common Stock - Long 588056101 29,182.40 2440 Sole 0 2440 Merck & Co Common Stock - Long 589331107 2,264,736.10 51166 Sole 0 51166 Meredith Corp Common Stock - Long 589433101 6,657.24 116 Sole 0 116 Meridian Bioscience Inc Common Stock - Long 589584101 6,306,100.40 227165 Sole 0 227165 Merrill Lynch & Co Inc Common Stock - Long 590188108 2,348,598.20 28721 Sole 0 28721 Methode Electronics -cl A Common Stock - Long 591520200 36,230.81 2453 Sole 0 2453 Metlife Inc Common Stock - Long 59156R108 2,576,987.00 40796 Sole 0 40796 Mettler-toledo Intl Inc Common Stock - Long 592688105 89.57 1 Sole 0 1 Mgp Ingredients Inc Common Stock - Long 55302G103 31,573.50 1550 Sole 0 1550 Microsoft Corp Common Stock - Long 594918104 95,197,929.08 3416924 Sole 49033 3367891 Microstrategy Inc Common Stock - Long 594972408 884.73 7 Sole 0 7 Midas Inc Common Stock - Long 595626102 25,236.90 1170 Sole 0 1170 Middleby Corp Common Stock - Long 596278101 12,721,900.80 96495 Sole 0 96495 Midwest Air Group Inc Common Stock - Long 597911106 38,908.80 2880 Sole 0 2880 Mips Technologies Inc Common Stock - Long 604567107 29,647.60 3320 Sole 0 3320 Mirant Corp Common Stock - Long 60467R100 930.58 23 Sole 0 23 Mission West Properties Inc Common Stock - Long 605203108 29,932.20 2070 Sole 0 2070 Molina Healthcare Inc Common Stock - Long 60855R100 54,144.30 1770 Sole 0 1770 Molson Coors Brewing Co Common Stock - Long 60871R209 946.20 10 Sole 0 10 Monarch Casino & Resort Inc Common Stock - Long 609027107 94,640.00 3640 Sole 0 3640 Moody's Corp Common Stock - Long 615369105 186.18 3 Sole 0 3 Moog Inc -cl A Common Stock - Long 615394202 9,370,375.35 224979 Sole 0 224979 Mothers Work Inc Common Stock - Long 619903107 54,681.00 1650 Sole 0 1650 Mps Group Inc Common Stock - Long 553409103 16,712,352.75 1181085 Sole 0 1181085 Multi-color Corp Common Stock - Long 625383104 7,205.34 205 Sole 0 205 Mylan Laboratories Inc Common Stock - Long 628530107 1,421,453.60 67240 Sole 0 67240 National Oilwell Varco Inc Common Stock - Long 637071101 95,138,258.10 1222452 Sole 23236 1199216 National Presto Inds Inc Common Stock - Long 637215104 85,679.60 1390 Sole 0 1390 National Retail Properties Common Stock - Long 637417106 161,710.15 6685 Sole 0 6685 National Semiconductor Corp Common Stock - Long 637640103 120.70 5 Sole 0 5 Nationwide Finl Svcs -cl A Common Stock - Long 638612101 107.72 2 Sole 0 2 Navigators Group Inc Common Stock - Long 638904102 2,431,338.54 48462 Sole 0 48462 Nbty Inc Common Stock - Long 628782104 27,262,772.16 514004 Sole 0 514004 Neenah Paper Inc Common Stock - Long 640079109 914.02 23 Sole 0 23 Ness Technologies Inc Common Stock - Long 64104X108 28,371.60 2220 Sole 0 2220 Netgear Inc Common Stock - Long 64111Q104 16,795,185.10 588736 Sole 0 588736 New Frontier Media Inc Common Stock - Long 644398109 143,370.00 15930 Sole 0 15930 Newell Rubbermaid Inc Common Stock - Long 651229106 2,482,729.00 79835 Sole 0 79835 Nicor Inc Common Stock - Long 654086107 96.84 2 Sole 0 2 Nitches Inc Common Stock - Long 65476M109 50,307.90 9510 Sole 0 9510 No European Oil Rty Tr -lp Common Stock - Long 659310106 78,970.00 2120 Sole 0 2120 North Pittsburgh Systems Common Stock - Long 661562108 22,423.10 1030 Sole 0 1030 Northeast Utilities Common Stock - Long 664397106 5,734.75 175 Sole 0 175 Northern Trust Corp Common Stock - Long 665859104 73,168,097.12 1216962 Sole 23761 1193201 Northrop Grumman Corp Common Stock - Long 666807102 75,790,484.04 1020231 Sole 21343 998888 Northwest Natural Gas Co Common Stock - Long 667655104 137.01 3 Sole 0 3 Novatel Wireless Inc Common Stock - Long 66987M604 10,893,806.60 679165 Sole 0 679165 Nrg Energy Inc Common Stock - Long 629377508 2,845,873.00 39434 Sole 0 39434 Nstar Common Stock - Long 67019E107 4,955,432.00 141100 Sole 0 141100 Nuance Communications Inc Common Stock - Long 67020Y100 19,946,710.05 1302855 Sole 0 1302855 Nvidia Corp Common Stock - Long 67066G104 5,977,606.00 207700 Sole 0 207700 O'charley's Inc Common Stock - Long 670823103 23,340.90 1210 Sole 0 1210 Officemax Inc Common Stock - Long 67622P101 105.48 2 Sole 0 2 Oge Energy Corp Common Stock - Long 670837103 37,636.00 970 Sole 0 970 Ohio Casualty Corp Common Stock - Long 677240103 119.80 4 Sole 0 4 Olympic Steel Inc Common Stock - Long 68162K106 95,139.30 3070 Sole 0 3070 Om Group Inc Common Stock - Long 670872100 61,211.60 1370 Sole 0 1370 Omega Financial Corp Common Stock - Long 682092101 22,522.90 790 Sole 0 790 Omnicell Inc Common Stock - Long 68213N109 8,912,924.16 426048 Sole 0 426048 Omnicom Group Common Stock - Long 681919106 82,418,546.04 805115 Sole 15348 789767 Oplink Communications Inc Common Stock - Long 68375Q403 3,722,665.20 207160 Sole 0 207160 Opnet Technologies Inc Common Stock - Long 683757108 25,669.00 1900 Sole 0 1900 Oppenheimer Hldgs Inc -cl A Common Stock - Long 683797104 76,738.20 2310 Sole 0 2310 Oracle Corp Common Stock - Long 68389X105 70,333,083.25 3879328 Sole 79539 3799789 Overseas Shipholding Group Common Stock - Long 690368105 73,868.00 1180 Sole 0 1180 Oxford Industries Inc Common Stock - Long 691497309 35,102.40 710 Sole 0 710 P.a.m. Transportation Svcs Common Stock - Long 693149106 68,458.40 3320 Sole 0 3320 Packaging Corp Of America Common Stock - Long 695156109 3,530,680.00 144700 Sole 0 144700 Pactiv Corp Common Stock - Long 695257105 9,989,401.80 296070 Sole 0 296070 Pall Corp Common Stock - Long 696429307 114.00 3 Sole 0 3 Pantry Inc Common Stock - Long 698657103 59,690.40 1320 Sole 0 1320 Parexel International Corp Common Stock - Long 699462107 10,395,330.00 289000 Sole 0 289000 Park Electrochemical Corp Common Stock - Long 700416209 6,036,098.40 222570 Sole 0 222570 Parker Drilling Co Common Stock - Long 701081101 11,217,200.10 1194590 Sole 0 1194590 Parker-hannifin Corp Common Stock - Long 701094104 5,264.91 61 Sole 0 61 Payless Shoesource Inc Common Stock - Long 704379106 83,664.00 2520 Sole 0 2520 Pctel Inc Common Stock - Long 69325Q105 26,950.50 2650 Sole 0 2650 Pegasystems Inc Common Stock - Long 705573103 28,767.50 3110 Sole 0 3110 Penn Virginia Corp Common Stock - Long 707882106 70,464.00 960 Sole 0 960 Penney (j C) Co Common Stock - Long 708160106 52,582.40 640 Sole 0 640 Peoples Bancorp Inc Common Stock - Long 709789101 22,976.70 870 Sole 0 870 Pepsico Inc Common Stock - Long 713448108 82,561,285.72 1299257 Sole 23418 1275839 Perficient Inc Common Stock - Long 71375U101 5,863,682.10 296445 Sole 0 296445 Perkinelmer Inc Common Stock - Long 714046109 4,751,964.00 196200 Sole 0 196200 Pfizer Inc Common Stock - Long 717081103 232,392.00 9200 Sole 0 9200 Pg&e Corp Common Stock - Long 69331C108 96.54 2 Sole 0 2 Pharmanet Developmnt Grp Inc Common Stock - Long 717148100 7,978,497.00 307015 Sole 0 307015 Philadelphia Cons Hldg Corp Common Stock - Long 717528103 25,310,658.27 575373 Sole 0 575373 Phillips-van Heusen Corp Common Stock - Long 718592108 4,659,903.00 79304 Sole 0 79304 Phoenix Companies Inc Common Stock - Long 71902E109 6,860,606.40 494280 Sole 0 494280 Pinnacle Airlines Corp Common Stock - Long 723443107 50,659.70 2930 Sole 0 2930 Pioneer Cos Inc -cl A Common Stock - Long 723643300 29,574.80 1070 Sole 0 1070 Pioneer Natural Resources Co Common Stock - Long 723787107 71,562.60 1660 Sole 0 1660 Piper Jaffray Cos Inc Common Stock - Long 724078100 929.10 15 Sole 0 15 Planar Systems Inc Common Stock - Long 726900103 19,247.40 2220 Sole 0 2220 Playtex Products Inc Common Stock - Long 72813P100 4,391,781.23 323639 Sole 0 323639 Pmi Group Inc Common Stock - Long 69344M101 40,698.00 900 Sole 0 900 Pnc Financial Svcs Group Inc Common Stock - Long 693475105 2,243,936.05 31234 Sole 0 31234 Polycom Inc Common Stock - Long 73172K104 2,665,066.80 79960 Sole 0 79960 Portfolio Recovry Assoc Inc Common Stock - Long 73640Q105 17,229,720.60 385884 Sole 0 385884 Precision Castparts Corp Common Stock - Long 740189105 2,941,973.00 28279 Sole 0 28279 Preferred Bank Los Angeles Common Stock - Long 740367107 3,262,389.63 83203 Sole 0 83203 Price (t. Rowe) Group Common Stock - Long 74144T108 41,316,111.79 875310 Sole 31919 843391 Priceline.com Inc Common Stock - Long 741503403 20,878,292.82 392007 Sole 0 392007 Principal Financial Grp Inc Common Stock - Long 74251V102 43,371,076.07 724365 Sole 26733 697632 Proassurance Corp Common Stock - Long 74267C106 8,744,762.00 170954 Sole 0 170954 Procter & Gamble Co Common Stock - Long 742718109 43,823,213.60 693853 Sole 0 693853 Provident Financial Holdings Common Stock - Long 743868101 74,827.20 2720 Sole 0 2720 Prudential Financial Inc Common Stock - Long 744320102 12,902.90 143 Sole 0 143 Psychiatric Solutions Inc Common Stock - Long 74439H108 37,714,237.55 935605 Sole 0 935605 Public Service Entrp Grp Inc Common Stock - Long 744573106 83.04 1 Sole 0 1 Pw Eagle Inc Common Stock - Long 69366Y108 76,983.20 2330 Sole 0 2330 Qad Inc Common Stock - Long 74727D108 919.10 101 Sole 0 101 Quaker Chemical Corp Common Stock - Long 747316107 30,714.90 1290 Sole 0 1290 Quanex Corp Common Stock - Long 747620102 14,232,183.35 336061 Sole 0 336061 Questar Corp Common Stock - Long 748356102 5,798.65 65 Sole 0 65 Qwest Communication Intl Inc Common Stock - Long 749121109 6,203.10 690 Sole 0 690 Radian Group Inc Common Stock - Long 750236101 62,014.40 1130 Sole 0 1130 Radioshack Corp Common Stock - Long 750438103 5,744,794.02 212534 Sole 0 212534 Ralcorp Holdings Inc Common Stock - Long 751028101 16,623,919.50 258579 Sole 0 258579 Rambus Inc Common Stock - Long 750917106 127.50 6 Sole 0 6 Ramco-gershenson Properties Common Stock - Long 751452202 162,123.40 4540 Sole 0 4540 Rayonier Inc Common Stock - Long 754907103 5,375.00 125 Sole 0 125 Raytheon Co Common Stock - Long 755111507 6,032.90 115 Sole 0 115 Rcn Corp Common Stock - Long 749361200 919.80 36 Sole 0 36 Regal-beloit Corp Common Stock - Long 758750103 12,887,656.98 277871 Sole 0 277871 Regency Centers Corp Common Stock - Long 758849103 211,381.50 2530 Sole 0 2530 Reinsurance Group Amer Inc Common Stock - Long 759351109 2,597.40 45 Sole 0 45 Renasant Corp Common Stock - Long 75970E107 32,577.60 1320 Sole 0 1320 Rent-a-center Inc Common Stock - Long 76009N100 11,940,465.00 426750 Sole 0 426750 Rentrak Corp Common Stock - Long 760174102 30,478.50 1950 Sole 0 1950 Republic Airways Hldgs Inc Common Stock - Long 760276105 6,623,968.80 288548 Sole 0 288548 Republic Services Inc Common Stock - Long 760759100 2,201,263.00 79110 Sole 0 79110 Resource America Inc Common Stock - Long 761195205 75,852.30 3210 Sole 0 3210 Resource Capital Corp Common Stock - Long 76120W302 903.84 56 Sole 0 56 Rex Stores Corp Common Stock - Long 761624105 80,327.60 4910 Sole 0 4910 Robbins & Myers Inc Common Stock - Long 770196103 36,171.30 970 Sole 0 970 Rock-tenn Co Common Stock - Long 772739207 4,797,665.60 144508 Sole 0 144508 Rockwell Automation Common Stock - Long 773903109 718.44 12 Sole 0 12 Rohm And Haas Co Common Stock - Long 775371107 38,113,128.08 736862 Sole 26900 709962 Ross Stores Inc Common Stock - Long 778296103 4,264,224.00 123960 Sole 0 123960 Ryder System Inc Common Stock - Long 783549108 65,128.80 1320 Sole 0 1320 S Y Bancorp Inc Common Stock - Long 785060104 21,876.80 880 Sole 0 880 Safeco Corp Common Stock - Long 786429100 2,201,158.05 33135 Sole 0 33135 Safety Insurance Group Inc Common Stock - Long 78648T100 2,783,525.60 69380 Sole 0 69380 Safeway Inc Common Stock - Long 786514208 36,254,644.84 986469 Sole 0 986469 Saia Inc Common Stock - Long 78709Y105 62,937.50 2650 Sole 0 2650 Santander Bancorp Common Stock - Long 802809103 123.27 7 Sole 0 7 Sara Lee Corp Common Stock - Long 803111103 118.44 7 Sole 0 7 Saul Centers Inc Common Stock - Long 804395101 176,390.00 3100 Sole 0 3100 Savient Pharmaceuticals Inc Common Stock - Long 80517Q100 56,854.60 4730 Sole 0 4730 Scbt Financial Corp Common Stock - Long 78401V102 23,605.26 651 Sole 0 651 Schering-plough Common Stock - Long 806605101 79,703,675.85 3125379 Sole 0 3125379 Schiff Nutrition Intl Inc Common Stock - Long 806693107 44,388.00 6480 Sole 0 6480 Schweitzer-mauduit Intl Inc Common Stock - Long 808541106 71,071.00 2860 Sole 0 2860 Sciele Pharma Inc Common Stock - Long 808627103 19,392,215.24 818959 Sole 0 818959 Scpie Holdings Inc Common Stock - Long 78402P104 69,235.00 3050 Sole 0 3050 Sempra Energy Common Stock - Long 816851109 122.02 2 Sole 0 2 Sherwin-williams Co Common Stock - Long 824348106 7,763,002.00 117550 Sole 0 117550 Shiloh Industries Inc Common Stock - Long 824543102 65,311.20 5790 Sole 0 5790 Shoe Carnival Inc Common Stock - Long 824889109 96,570.00 2900 Sole 0 2900 Sierra Bancorp Common Stock - Long 82620P102 23,289.80 830 Sole 0 830 Simmons First Natl Cp -cl A Common Stock - Long 828730200 68,589.67 2281 Sole 0 2281 Simon Property Group Inc Common Stock - Long 828806109 149,075.00 1340 Sole 0 1340 Sinclair Broadcast Gp -cl A Common Stock - Long 829226109 942.45 61 Sole 0 61 Skyline Corp Common Stock - Long 830830105 21,931.00 650 Sole 0 650 Sl Green Realty Corp Common Stock - Long 78440X101 1,197,581.40 8730 Sole 0 8730 Smithtown Bancorp Inc Common Stock - Long 832449102 25,454.00 979 Sole 0 979 Smucker (jm) Co Common Stock - Long 832696405 76,140.96 1428 Sole 0 1428 Snap-on Inc Common Stock - Long 833034101 3,256,370.00 67700 Sole 0 67700 Sonicwall Inc Common Stock - Long 835470105 32,186.00 3850 Sole 0 3850 Sonoco Products Co Common Stock - Long 835495102 4,697.50 125 Sole 0 125 Southside Bancshares Inc Common Stock - Long 84470P109 21,993.60 960 Sole 0 960 Southwest Bancorp Inc Common Stock - Long 844767103 24,148.60 940 Sole 0 940 Spartech Corp Common Stock - Long 847220209 5,457,768.12 186018 Sole 0 186018 Spdr Trust Series 1 Common Stock - Long 78462F103 1,925,229.95 13547 Sole 0 13547 Spherion Corp Common Stock - Long 848420105 2,482,962.30 281515 Sole 0 281515 Spx Corp Common Stock - Long 784635104 44,226.00 630 Sole 0 630 Standard Parking Corp Common Stock - Long 853790103 80,289.90 2270 Sole 0 2270 Standex International Corp Common Stock - Long 854231107 60,156.10 2110 Sole 0 2110 Stanley Furniture Co Inc Common Stock - Long 854305208 24,336.00 1170 Sole 0 1170 Staples Inc Common Stock - Long 855030102 79,513,386.56 3077792 Sole 53757 3024035 State Street Corp Common Stock - Long 857477103 58,275.00 900 Sole 0 900 Steel Dynamics Inc Common Stock - Long 858119100 58,881.60 1363 Sole 0 1363 Steinway Musical Instrs Inc Common Stock - Long 858495104 87,774.40 2720 Sole 0 2720 Stepan Co Common Stock - Long 858586100 71,400.00 2720 Sole 0 2720 Sterling Financial Corp Common Stock - Long 859319105 10,980,595.45 352055 Sole 0 352055 Stride Rite Corp Common Stock - Long 863314100 3,907,367.10 253890 Sole 0 253890 Suffolk Bancorp Common Stock - Long 864739107 26,792.40 830 Sole 0 830 Sunoco Inc Common Stock - Long 86764P109 75,370.80 1070 Sole 0 1070 Sunstone Hotel Investors Inc Common Stock - Long 867892101 5,953,175.10 218385 Sole 0 218385 Suntrust Banks Inc Common Stock - Long 867914103 7,484.20 91 Sole 0 91 Superior Energy Services Inc Common Stock - Long 868157108 221,114.55 6392 Sole 0 6392 Sws Group Inc Common Stock - Long 78503N107 101,596.95 4095 Sole 0 4095 Sybase Inc Common Stock - Long 871130100 57,638.40 2280 Sole 0 2280 Symmetricom Inc Common Stock - Long 871543104 25,315.00 3050 Sole 0 3050 Synopsys Inc Common Stock - Long 871607107 3,968,599.00 151300 Sole 0 151300 Synovus Financial Corp Common Stock - Long 87161C105 5,174.40 160 Sole 0 160 Syntel Inc Common Stock - Long 87162H103 3,775,559.00 108959 Sole 0 108959 Taubman Centers Inc Common Stock - Long 876664103 161,792.10 2790 Sole 0 2790 Taylor Capital Group Inc Common Stock - Long 876851106 59,500.00 1700 Sole 0 1700 Teledyne Technologies Inc Common Stock - Long 879360105 11,778,998.40 314610 Sole 0 314610 Teleflex Inc Common Stock - Long 879369106 3,696,201.00 54300 Sole 0 54300 Telephone & Data Systems Inc Common Stock - Long 879433100 80,844.72 1356 Sole 0 1356 Tempur Pedic Intl Inc Common Stock - Long 88023U101 3,755,555.00 144500 Sole 0 144500 Terex Corp Common Stock - Long 880779103 57,192.72 797 Sole 0 797 Tesoro Corp Common Stock - Long 881609101 110,573.43 1101 Sole 0 1101 Tessco Technologies Inc Common Stock - Long 872386107 49,893.65 1835 Sole 0 1835 Thermo Fisher Scientific Inc Common Stock - Long 883556102 5,610.00 120 Sole 0 120 Thomas & Betts Corp Common Stock - Long 884315102 36,126.80 740 Sole 0 740 Tidewater Inc Common Stock - Long 886423102 4,293,386.78 73291 Sole 0 73291 Todd Shipyards Corp Common Stock - Long 889039103 46,375.00 2500 Sole 0 2500 Tompkinstrustco Inc Common Stock - Long 890110109 23,441.60 560 Sole 0 560 Total System Services Inc Common Stock - Long 891906109 2,517.40 38 Sole 0 38 Tower Group Inc Common Stock - Long 891777104 7,224,529.50 224225 Sole 0 224225 Tradestation Group Inc Common Stock - Long 89267P105 6,586,962.10 523190 Sole 0 523190 Trico Bancshares Common Stock - Long 896095106 23,196.60 980 Sole 0 980 Ttm Technologies Inc Common Stock - Long 87305R109 42,166.80 4420 Sole 0 4420 Twin Disc Inc Common Stock - Long 901476101 103,334.00 2420 Sole 0 2420 Txu Corp Common Stock - Long 873168108 41,665.00 650 Sole 0 650 Tyler Technologies Inc Common Stock - Long 902252105 26,162.00 2060 Sole 0 2060 Ual Corp Common Stock - Long 902549807 4,580.40 120 Sole 0 120 Ucbh Holdings Inc Common Stock - Long 90262T308 14,986,679.40 804870 Sole 0 804870 Ugi Corp Common Stock - Long 902681105 2,142,142.00 80200 Sole 0 80200 United Community Banks Inc Common Stock - Long 90984P105 4,078,420.20 124380 Sole 0 124380 United Online Inc Common Stock - Long 911268100 126.27 9 Sole 0 9 United Parcel Service Inc Common Stock - Long 911312106 4,557 65 Sole 0 65 United Rentals Inc Common Stock - Long 911363109 908 33 Sole 0 33 United Retail Group Inc Common Stock - Long 911380103 15,386 1280 Sole 0 1280 United Technologies Corp Common Stock - Long 913017109 79,494,242 1223638 Sole 24354 1199284 Unitrin Inc Common Stock - Long 913275103 41,422 880 Sole 0 880 Universal Electronics Inc Common Stock - Long 913483103 3,245,969 116510 Sole 0 116510 Unvl Stainless & Alloy Prods Common Stock - Long 913837100 38,451 810 Sole 0 810 Urs Corp Common Stock - Long 903236107 2,883,982 67715 Sole 0 67715 Urstadt Biddle Properties Common Stock - Long 917286205 195,600 10000 Sole 0 10000 Us Airways Group Inc Common Stock - Long 90341W108 4,684 103 Sole 0 103 Valmont Industries Inc Common Stock - Long 920253101 6,398,890 110650 Sole 0 110650 Valueclick Inc Common Stock - Long 92046N102 37,936,579 1451840 Sole 0 1451840 Varian Inc Common Stock - Long 922206107 16,625,803 285375 Sole 0 285375 Varian Semiconductor Equipmt Common Stock - Long 922207105 4,894,946 91700 Sole 0 91700 Ventas Inc Common Stock - Long 92276F100 152,089 3610 Sole 0 3610 Vertrue Inc Common Stock - Long 92534N101 139,038 2890 Sole 0 2890 Viasys Healthcare Inc Common Stock - Long 92553Q209 5,626,195 165525 Sole 0 165525 Vignette Corp Common Stock - Long 926734401 28,412 1530 Sole 0 1530 Virginia Financial Group Common Stock - Long 927810101 24,115 930 Sole 0 930 Viropharma Inc Common Stock - Long 928241108 947 66 Sole 0 66 Vishay Intertechnology Inc Common Stock - Long 928298108 126 9 Sole 0 9 Vocus Inc Common Stock - Long 92858J108 2,489,779 123685 Sole 0 123685 Volt Info Sciences Inc Common Stock - Long 928703107 943 36 Sole 0 36 Vulcan Materials Co Common Stock - Long 929160109 54,746 470 Sole 0 470 Wabtec Corp Common Stock - Long 929740108 16,492,428 478180 Sole 0 478180 Warnaco Group Inc Common Stock - Long 934390402 213,519 7545 Sole 0 7545 Washington Tr Bancorp Inc Common Stock - Long 940610108 24,933 930 Sole 0 930 Waste Industries Usa Inc Common Stock - Long 941057101 48,457 1764 Sole 0 1764 Waters Corp Common Stock - Long 941848103 71,882,969 1238908 Sole 28161 1210747 Watson Wyatt Worldwide Inc Common Stock - Long 942712100 14,505,825 298167 Sole 0 298167 Webster Financial Corp Common Stock - Long 947890109 3,091,844 64400 Sole 0 64400 Weingarten Realty Invst Common Stock - Long 948741103 156,235 3285 Sole 0 3285 Wellcare Health Plans Inc Common Stock - Long 94946T106 25,420,357 298186 Sole 0 298186 Wellpoint Inc Common Stock - Long 94973V107 45,183,516 557136 Sole 0 557136 Wells Fargo & Co Common Stock - Long 949746101 5,337 155 Sole 0 155 Wesbanco Inc Common Stock - Long 950810101 35,809 1160 Sole 0 1160 Wesco Intl Inc Common Stock - Long 95082P105 7,601,170 121072 Sole 0 121072 West Pharmaceutical Svsc Inc Common Stock - Long 955306105 6,803,156 146525 Sole 0 146525 W-h Energy Services Inc Common Stock - Long 92925E108 19,587,752 419079 Sole 0 419079 Williams Cos Inc Common Stock - Long 969457100 31,829,095 1118380 Sole 0 1118380 Willow Finl Bancorp Inc Common Stock - Long 97111W101 23,027 1785 Sole 0 1785 Wilshire Bancorp Inc Common Stock - Long 97186T108 115 7 Sole 0 7 Winthrop Realty Trust Common Stock - Long 976391102 83,683 12660 Sole 0 12660 World Acceptance Corp Common Stock - Long 981419104 10,513,642 263170 Sole 0 263170 World Wrestling Entmt Inc Common Stock - Long 98156Q108 76,773 4710 Sole 0 4710 Xilinx Inc Common Stock - Long 983919101 566 22 Sole 0 22 Xto Energy Inc Common Stock - Long 98385X106 70,431 1285 Sole 0 1285 Zenith National Insurance Cp Common Stock - Long 989390109 64,287 1360 Sole 0 1360 Zions Bancorporation Common Stock - Long 989701107 2,211,939 26220 Sole 0 26220 Zoll Medical Corp Common Stock - Long 989922109 103,935 3900 Sole 0 3900 Zygo Corp Common Stock - Long 989855101 3,521,880 219980 Sole 0 219980 4,974,051,909
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