-----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, EmL176RvRdGVHAi4OU9RsXB2+Z8+MnpKyMg7usJ3Yxzml1kxo0ZPnk8qXSlyUZbn s6DtAS0RD4FP6oX5HFbjkA== 0001085146-04-000465.txt : 20041115 0001085146-04-000465.hdr.sgml : 20041115 20041115151240 ACCESSION NUMBER: 0001085146-04-000465 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BRIDGEWAY CAPITAL MANAGEMENT INC CENTRAL INDEX KEY: 0001107261 IRS NUMBER: 760409332 STATE OF INCORPORATION: TX FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05563 FILM NUMBER: 041144617 BUSINESS ADDRESS: STREET 1: 5615 KIRBY DRIVE STREET 2: SUITE 518 CITY: HOUSTON STATE: TX ZIP: 77005-2448 BUSINESS PHONE: 7136613500 MAIL ADDRESS: STREET 1: 5615 KIRBY DRIVE STREET 2: SUITE 518 CITY: HOUSTON STATE: TX ZIP: 77005-2448 13F-HR 1 brgw3q04.txt ACN - BRIDGEWAY CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2004 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: Bridgeway Capital Management, Inc. Address: 5615 Kirby Drive, Suite 518 Houston, TX 77005-2448 13F File Number: 28-05563 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: Glen Feagins Title: Associate Phone: 832.204.8200 Signature, Place, and Date of Signing: /s/ Glen Feagins Houston, TX November 12, 2004 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 979 Form13F Information Table Value Total: $1,623,304 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 1 800 FLOWERS COM CL A 68243Q106 527 63500 SH SOLE 63500 21ST CENTY HLDG CO COM 90136Q100 1143 98400 SH SOLE 98400 3M CO COM 88579Y101 2988 37365 SH SOLE 19665 17700 A S V INC COM 001963107 2141 57213 SH SOLE 57213 AAR CORP COM 000361105 698 56100 SH SOLE 56100 ABAXIS INC COM 002567105 2208 169700 SH SOLE 169700 ABC BANCORP COM 000400101 1240 61500 SH SOLE 61500 ABIGAIL ADAMS NATL BANCORP I COM 003390101 333 20200 SH SOLE 20200 ABIOMED INC COM 003654100 1681 189902 SH SOLE 189902 ACE CASH EXPRESS INC COM 004403101 3385 130000 SH SOLE 130000 ACETO CORP COM 004446100 1546 107364 SH SOLE 107364 ACT TELECONFERENCING INC COM 000955104 191 151715 SH SOLE 151715 ACTIVE POWER INC COM 00504W100 1271 462309 SH SOLE 462309 ADE CORP MASS COM 00089C107 4547 266900 SH SOLE 266900 ADOBE SYS INC COM 00724F101 2157 43600 SH SOLE 4500 39100 ADVANCED MARKETING SVCS INC COM 00753T105 917 85025 SH SOLE 85025 ADVANCED MICRO DEVICES INC COM 007903107 212 16300 SH SOLE 16300 ADVANCED NEUROMODULATION SYS COM 00757T101 352 11600 SH SOLE 11600 ADVANCED PHOTONIX INC CL A 00754E107 281 156350 SH SOLE 156350 ADVANCED POWER TECHNOLOGY IN COM 00761E108 1776 208900 SH SOLE 208900 Advocat, Inc. COM 007586100 213 53200 SH SOLE 53200 AEP INDS INC COM 001031103 630 58800 SH SOLE 58800 AETNA INC NEW COM 00817Y108 625 6250 SH SOLE 6250 AETRIUM INC COM 00817R103 600 116900 SH SOLE 116900 AFFILIATED COMPUTER SERVICES CL A 008190100 379 6800 SH SOLE 400 6400 AFFYMETRIX INC COM 00826T108 749 24400 SH SOLE 24400 AFLAC INC COM 001055102 451 11500 SH SOLE 11500 AGILENT TECHNOLOGIES INC COM 00846U101 684 31700 SH SOLE 31700 AIR METHODS CORP COM PAR $.06 009128307 855 132535 SH SOLE 132535 AIR T INC COM 009207101 1020 43500 SH SOLE 43500 AIRGATE PCS INC COM NEW 009367301 2699 137698 SH SOLE 137698 AKSYS LTD COM 010196103 260 54800 SH SOLE 54800 Aladdin Knowledge Systems COM 2269 101295 SH SOLE 101295 ALAMOSA HLDGS INC COM 011589108 189 24800 SH SOLE 24800 ALDILA INC COM NEW 014384200 791 79100 SH SOLE 79100 ALL AMERICAN SEMICONDUCTOR I COM NEW 016557407 81 13200 SH SOLE 13200 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 850 94453 SH SOLE 94453 ALLSTATE CORP COM 020002101 267 5560 SH SOLE 5560 ALTEON INC COM 02144G107 682 717800 SH SOLE 717800 ALTIRIS INC COM 02148M100 760 24000 SH SOLE 24000 AMAZON COM INC COM 023135106 510 12474 SH SOLE 12474 AMBASSADORS GROUP INC COM 023177108 405 15000 SH SOLE 15000 AMBASSADORS INTL INC COM 023178106 981 77600 SH SOLE 77600 AMEDISYS INC COM 023436108 7083 236500 SH SOLE 236500 AMERADA HESS CORP COM 023551104 516 5800 SH SOLE 5800 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 6155 157700 SH SOLE 136700 21000 AMERICA SVC GROUP INC COM 02364L109 7358 179300 SH SOLE 179300 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 13378 363040 SH SOLE 363040 AMERICAN ELEC PWR INC COM 025537101 209 6535 SH SOLE 6535 AMERICAN INDEPENDENCE CORP COM NEW 026760405 675 45135 SH SOLE 45135 AMERICAN INTL GROUP INC COM 026874107 4398 64691 SH SOLE 28391 36300 AMERICAN SUPERCONDUCTOR CORP COM 030111108 1554 125100 SH SOLE 125100 AMERICAN VANGUARD CORP COM 030371108 2788 78000 SH SOLE 78000 AMERICANWEST BANCORPORATION COM 03058P109 1079 57196 SH SOLE 57196 AMERICAS CAR MART INC COM 03062T105 2902 86000 SH SOLE 86000 AMGEN INC COM 031162100 1876 33100 SH SOLE 33100 AMX CORP NEW COM 00180C105 411 22800 SH SOLE 22800 ANADIGICS INC COM 032515108 1124 333401 SH SOLE 333401 ANALOG DEVICES INC COM 032654105 353 9100 SH SOLE 9100 ANDERSONS INC COM 034164103 2110 101181 SH SOLE 101181 ANIKA THERAPEUTICS INC COM 035255108 2136 154800 SH SOLE 154800 ANSOFT CORP COM 036384105 800 50300 SH SOLE 50300 ANSWERTHINK INC COM 036916104 408 76200 SH SOLE 76200 ANTHEM INC COM 03674B104 1919 22000 SH SOLE 22000 AP PHARMA INC COM 00202J104 344 254400 SH SOLE 254400 APHTON CORP COM 03759P101 280 77800 SH SOLE 77800 APOLLO GROUP INC CL A 037604105 268 3650 SH SOLE 3650 APPLE COMPUTER INC COM 037833100 2135 55100 SH SOLE 2000 53100 APPLICA INC COM 03815A106 43 10600 SH SOLE 10600 ARCHER DANIELS MIDLAND CO COM 039483102 478 28154 SH SOLE 28154 Argon State, Inc. COM 040149106 3853 137600 SH SOLE 137600 ARKANSAS BEST CORP DEL COM 040790107 5108 139500 SH SOLE 139500 ARMOR HOLDINGS INC COM 042260109 12693 305050 SH SOLE 305050 AROTECH CORP COM 042682104 1090 703000 SH SOLE 703000 ARQULE INC COM 04269E107 1532 331539 SH SOLE 331539 ARTESIAN RESOURCES CORP CL A 043113208 404 14850 SH SOLE 14850 ARTESYN TECHNOLOGIES INC COM 043127109 262 26300 SH SOLE 26300 ASHWORTH INC COM 04516H101 1114 135807 SH SOLE 135807 ASK JEEVES INC COM 045174109 7442 227500 SH SOLE 227500 ASPEN TECHNOLOGY INC COM 045327103 1397 199900 SH SOLE 199900 ASTA FDG INC COM 046220109 1005 62100 SH SOLE 62100 AT ROAD INC COM 04648K105 176 41800 SH SOLE 41800 AT&T CORP COM NEW 001957505 548 38300 SH SOLE 38300 ATA HOLDINGS CORP COM 00209H101 27 11261 SH SOLE 11261 ATLANTIS PLASTICS INC COM 049156102 279 18600 SH SOLE 18600 ATP OIL & GAS CORP COM 00208J108 2429 199400 SH SOLE 199400 ATRION CORP COM 049904105 2259 47548 SH SOLE 47548 AU OPTRONICS CORP SPONSORED ADR 002255107 3994 319000 SH SOLE 270700 48300 AUTHENTIDATE HLDG CORP COM 052666104 261 43144 SH SOLE 43144 AUTODESK INC COM 052769106 19550 402020 SH SOLE 338420 63600 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 154 89815 SH SOLE 89815 AVAYA INC COM 053499109 764 54800 SH SOLE 54800 AVICI SYS INC COM NEW 05367L802 1080 173400 SH SOLE 173400 AVID TECHNOLOGY INC COM 05367P100 214 4572 SH SOLE 4572 AWARE INC MASS COM 05453N100 886 373800 SH SOLE 373800 AXSYS TECHNOLOGIES INC COM 054615109 851 61200 SH SOLE 61200 BADGER METER INC COM 056525108 2908 63700 SH SOLE 63700 BAKER MICHAEL CORP COM 057149106 812 51700 SH SOLE 51700 BALCHEM CORP COM 057665200 1603 53800 SH SOLE 53800 BANC CORP COM 05944B103 257 36700 SH SOLE 36700 BANCORP RHODE ISLAND INC COM 059690107 2321 65200 SH SOLE 65200 BANK OF AMERICA CORPORATION COM 060505104 8980 207240 SH SOLE 189470 17770 BANK OF THE OZARKS INC COM 063904106 2925 98400 SH SOLE 98400 BANKNORTH GROUP INC NEW COM 06646R107 623 17793 SH SOLE 17793 BANKRATE INC COM 06646V108 1628 144800 SH SOLE 144800 BEAR STEARNS COS INC COM 073902108 503 5234 SH SOLE 5234 BEAZER HOMES USA INC COM 07556Q105 203 1900 SH SOLE 1900 BENIHANA INC CL A 082047200 386 28830 SH SOLE 28830 BERKSHIRE HATHAWAY INC DEL CL B 084670207 1593 555 SH SOLE 555 BERKSHIRE HILLS BANCORP INC COM 084680107 1932 52300 SH SOLE 52300 BEST BUY INC COM 086516101 1157 21330 SH SOLE 11530 9800 BEVERLY HILLS BANCORP DEL COM 087866109 395 37800 SH SOLE 37800 BINDVIEW DEV CORP COM 090327107 845 254500 SH SOLE 254500 BIO IMAGING TECHNOLOGIES INC COM 09056N103 378 77400 SH SOLE 77400 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1890 135600 SH SOLE 135600 BIOGEN IDEC INC COM 09062X103 8258 135000 SH SOLE 98800 36200 BIOMET INC COM 090613100 1964 41900 SH SOLE 1300 40600 BKF CAP GROUP INC COM 05548G102 1529 52200 SH SOLE 52200 BLACK & DECKER CORP COM 091797100 1781 23000 SH SOLE 23000 BLUE COAT SYSTEMS INC COM NEW 09534T508 560 38900 SH SOLE 38900 BLUEGREEN CORP COM 096231105 2471 222000 SH SOLE 222000 BNCCORP INC COM 055936108 757 50310 SH SOLE 50310 BOEING CO COM 097023105 4656 90200 SH SOLE 90200 BOMBAY CO INC COM 097924104 600 81900 SH SOLE 81900 BONSO ELECTRS INTL INC COM PAR $0.003 098529308 224 40971 SH SOLE 40971 BOOKS-A-MILLION INC COM 098570104 1841 229806 SH SOLE 229806 BOOTS & COOTS/INTL WELL CTRL COM NEW 099469504 132 167600 SH SOLE 167600 BOSTON COMMUNICATIONS GROUP COM 100582105 4884 556945 SH SOLE 556945 BRIGHAM EXPLORATION CO COM 109178103 1867 198600 SH SOLE 198600 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 239 4400 SH SOLE 4400 BRIGHTPOINT INC COM NEW 109473405 2380 138375 SH SOLE 138375 BRILLIAN CORP COM 10949P107 154 34825 SH SOLE 34825 BRISTOL MYERS SQUIBB CO COM 110122108 11951 504909 SH SOLE 426309 78600 BROOKSTONE INC COM 114537103 933 49396 SH SOLE 49396 BROOKTROUT INC COM 114580103 1323 146025 SH SOLE 146025 BRUKER BIOSCIENCES CORP COM 116794108 389 112392 SH SOLE 112392 BRUSH ENGINEERED MATLS INC COM 117421107 4511 217800 SH SOLE 217800 BRYN MAWR BK CORP COM 117665109 453 22560 SH SOLE 22560 BUFFALO WILD WINGS INC COM 119848109 329 11740 SH SOLE 11740 BUILDING MATLS HLDG CORP COM 120113105 2436 88500 SH SOLE 88500 C COR INC COM 125010108 1437 170100 SH SOLE 170100 C D W CORP COM 12512N105 621 10700 SH SOLE 10700 CADMUS COMMUNICATIONS CORP COM 127587103 991 67446 SH SOLE 67446 CAL MAINE FOODS INC COM NEW 128030202 326 29700 SH SOLE 29700 CALAMP CORP COM 128126109 2091 293700 SH SOLE 293700 CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 2116 109900 SH SOLE 109900 CALIFORNIA MICRO DEVICES COR COM 130439102 1432 185200 SH SOLE 185200 CALIPER LIFE SCIENCES INC COM 130872104 478 68000 SH SOLE 68000 CALLON PETE CO DEL COM 13123X102 190 15000 SH SOLE 15000 CAM COMM SOLUTIONS INC COM 131916108 1342 93900 SH SOLE 93900 CAMCO FINL CORP COM 132618109 204 13700 SH SOLE 13700 CANON INC ADR 138006309 325 6900 SH SOLE 6900 CANTEL MEDICAL CORP COM 138098108 1997 83200 SH SOLE 83200 CANTERBURY PARK HOLDING CORP COM 13811E101 939 59400 SH SOLE 59400 CAPITAL BK CORP COM 139793103 981 61200 SH SOLE 61200 CAPITAL CORP OF THE WEST COM 140065103 2275 52900 SH SOLE 52900 CAPITAL CROSSING BK COM 140071101 2259 88800 SH SOLE 88800 CAPSTONE TURBINE CORP COM 14067D102 1008 658700 SH SOLE 658700 CAPTARIS INC COM 14071N104 1324 310700 SH SOLE 310700 CAPTIVA SOFTWARE CORP DEL COM 14073T109 2598 232000 SH SOLE 232000 CARBO CERAMICS INC COM 140781105 1392 19300 SH SOLE 19300 CARDINAL FINL CORP COM 14149F109 1134 120500 SH SOLE 120500 CARDIOTECH INTL INC COM 14160C100 593 201100 SH SOLE 201100 CARPENTER TECHNOLOGY CORP COM 144285103 15221 318830 SH SOLE 318830 CARRIAGE SVCS INC COM 143905107 636 134500 SH SOLE 134500 CARVER BANCORP INC COM 146875109 2183 107000 SH SOLE 107000 CASCADE FINL CORP COM 147272108 1097 65697 SH SOLE 65697 CASH AMER INTL INC COM 14754D100 1793 73300 SH SOLE 73300 CASS INFORMATION SYS INC COM 14808P109 1511 40837 SH SOLE 40837 CATALYST SEMICONDUCTOR INC COM 148881105 554 93173 SH SOLE 93173 CATERPILLAR INC DEL COM 149123101 1451 18030 SH SOLE 18030 CAVALIER HOMES INC COM 149507105 498 88100 SH SOLE 88100 CEC ENTMT INC COM 125137109 661 18000 SH SOLE 18000 CELADON GROUP INC COM 150838100 2170 113900 SH SOLE 113900 CELSION CORPORATION COM 15117N107 137 273600 SH SOLE 273600 CENDANT CORP COM 151313103 424 19630 SH SOLE 19630 CENTER FINL CORP CALIF COM 15146E102 2617 137600 SH SOLE 137600 CENTEX CORP COM 152312104 416 8240 SH SOLE 8240 CENTRAL BANCORP INC MASS COM 152418109 926 30000 SH SOLE 30000 CENTRAL EUROPEAN DIST CORP COM 153435102 3728 166876 SH SOLE 166876 CENTRUE FINL CORP COM 15641R103 719 26000 SH SOLE 26000 CENTURY ALUM CO COM 156431108 7188 259200 SH SOLE 259200 CERADYNE INC COM 156710105 6767 154100 SH SOLE 154100 CERES GROUP INC COM 156772105 1934 354900 SH SOLE 354900 CEVA INC COM 157210105 1246 157696 SH SOLE 157696 CHESAPEAKE ENERGY CORP COM 165167107 8297 524110 SH SOLE 484310 39800 CHESAPEAKE UTILS CORP COM 165303108 555 22100 SH SOLE 22100 CHEVRONTEXACO CORP COM 166764100 2079 38750 SH SOLE 38750 CHICOS FAS INC COM 168615102 691 20200 SH SOLE 20200 CHRONIMED INC COM 171164106 364 60400 SH SOLE 60400 CIGNA CORP COM 125509109 251 3600 SH SOLE 3600 CIRRUS LOGIC INC COM 172755100 142 29700 SH SOLE 29700 CISCO SYS INC COM 17275R102 2984 164874 SH SOLE 116774 48100 CITIGROUP INC COM 172967101 1458 33054 SH SOLE 33054 CKE RESTAURANTS INC COM 12561E105 145 13100 SH SOLE 13100 CLAIRES STORES INC COM 179584107 997 39800 SH SOLE 39800 CLEAN HARBORS INC COM 184496107 1842 157947 SH SOLE 157947 CLEAR CHANNEL COMMUNICATIONS COM 184502102 750 24050 SH SOLE 24050 CNET NETWORKS INC COM 12613R104 919 100400 SH SOLE 100400 CNS INC COM 126136100 1156 105050 SH SOLE 105050 COACH INC COM 189754104 749 17660 SH SOLE 17660 COBRA ELECTRS CORP COM 191042100 243 33700 SH SOLE 33700 COCA COLA CO COM 191216100 992 24757 SH SOLE 24757 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1112 36440 SH SOLE 36440 COLDWATER CREEK INC COM 193068103 2155 103250 SH SOLE 103250 COLLAGENEX PHARMACEUTICALS I COM 19419B100 791 120724 SH SOLE 120724 COLLECTORS UNIVERSE INC COM NEW 19421R200 592 40630 SH SOLE 40630 COLUMBIA BANCORP COM 197227101 808 27725 SH SOLE 27725 COLUMBIA BANCORP ORE COM 197231103 406 24310 SH SOLE 24310 COMARCO INC COM 200080109 76 12100 SH SOLE 12100 COMCAST CORP NEW CL A 20030N101 1179 41748 SH SOLE 41748 COMFORT SYS USA INC COM 199908104 290 43900 SH SOLE 43900 COMMERCIAL BANKSHARES INC COM 201607108 332 10937 SH SOLE 10937 COMMERCIAL METALS CO COM 201723103 695 17500 SH SOLE 17500 COMMUNITY BK SYS INC COM 203607106 460 18300 SH SOLE 18300 COMPEX TECHNOLOGIES INC COM 204513105 978 181040 SH SOLE 181040 Comprehensive Care Corp COM 204620207 15 12800 SH SOLE 12800 COMPUCREDIT CORP COM 20478N100 590 31700 SH SOLE 31700 COMPUDYNE CORP COM PAR $0.75 204795306 356 44900 SH SOLE 44900 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2860 105550 SH SOLE 105550 CONCORD COMMUNICATIONS INC COM 206186108 112 12500 SH SOLE 12500 CONCUR TECHNOLOGIES INC COM 206708109 1184 112900 SH SOLE 112900 CONOCOPHILLIPS COM 20825C104 1027 12400 SH SOLE 12400 CONSOLIDATED GRAPHICS INC COM 209341106 608 14500 SH SOLE 14500 CONSOLIDATED TOMOKA LD CO COM 210226106 1523 43800 SH SOLE 43800 CONSTELLATION BRANDS INC CL A 21036P108 324 8500 SH SOLE 8500 CONSUMER PORTFOLIO SVCS INC COM 210502100 1564 332800 SH SOLE 332800 CONTINUCARE CORP COM 212172100 153 89600 SH SOLE 89600 COPART INC COM 217204106 4278 226000 SH SOLE 226000 CORILLIAN CORP COM 218725109 2977 645757 SH SOLE 645757 CORNELL COMPANIES INC COM 219141108 1499 120900 SH SOLE 120900 CORNING INC COM 219350105 311 28100 SH SOLE 28100 COSI INC COM 22122P101 410 76600 SH SOLE 76600 COSINE COMMUNICATIONS INC COM NEW 221222607 351 110490 SH SOLE 110490 COST PLUS INC CALIF COM 221485105 324 9150 SH SOLE 9150 COST-U-LESS INC COM 221492101 744 128300 SH SOLE 128300 COSTCO WHSL CORP NEW COM 22160K105 2049 49300 SH SOLE 3900 45400 COUNTRYWIDE FINANCIAL CORP COM 222372104 397 10078 SH SOLE 10078 CPI AEROSTRUCTURES INC COM NEW 125919308 388 42600 SH SOLE 42600 CRAFTMADE INTL INC COM 22413E104 1088 55124 SH SOLE 55124 CRITICARE SYS INC COM 226901106 568 320950 SH SOLE 320950 CROSS A T CO CL A 227478104 263 47300 SH SOLE 47300 CROSSROADS SYS INC COM 22765D100 494 331700 SH SOLE 331700 CULP INC COM 230215105 1091 148400 SH SOLE 148400 CVS CORP COM 126650100 1443 34240 SH SOLE 5740 28500 CYBERGUARD CORP COM 231910100 610 103200 SH SOLE 103200 CYBERSOURCE CORP COM 23251J106 166 34300 SH SOLE 34300 CYPRESS SEMICONDUCTOR CORP COM 232806109 118 13400 SH SOLE 13400 D & K HEALTHCARE RES INC COM 232861104 460 46730 SH SOLE 46730 D R HORTON INC COM 23331A109 1239 37425 SH SOLE 12720 24705 DANAHER CORP DEL COM 235851102 1708 33300 SH SOLE 16700 16600 DARLING INTL INC COM 237266101 1634 379200 SH SOLE 379200 DATARAM CORP COM PAR $1 238108203 550 82533 SH SOLE 82533 DAVE & BUSTERS INC COM 23833N104 2726 143600 SH SOLE 143600 DAVITA INC COM 23918K108 803 25785 SH SOLE 25785 DECKERS OUTDOOR CORP COM 243537107 10458 307600 SH SOLE 307600 DEERE & CO COM 244199105 1978 30650 SH SOLE 2050 28600 DELL INC COM 24702R101 3085 86644 SH SOLE 33244 53400 DELPHAX TECHNOLOGIES INC COM 24712X106 91 26950 SH SOLE 26950 DELTA NAT GAS INC COM 247748106 1283 47540 SH SOLE 47540 DENDREON CORP COM 24823Q107 526 62575 SH SOLE 62575 Denny's Corporation COM 24869P104 864 320000 SH SOLE 320000 DEPARTMENT 56 INC COM 249509100 1205 73900 SH SOLE 73900 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 190 10200 SH SOLE 10200 DIGI INTL INC COM 253798102 1291 112936 SH SOLE 112936 DIGITAL RIV INC COM 25388B104 14578 489510 SH SOLE 489510 DILLARDS INC CL A 254067101 296 15000 SH SOLE 15000 DIODES INC COM 254543101 1086 42150 SH SOLE 42150 DISCOVERY PARTNERS INTL INC COM 254675101 2047 426534 SH SOLE 426534 DISNEY WALT CO COM DISNEY 254687106 792 35100 SH SOLE 35100 DITECH COMMUNICATIONS CORP COM 25500M103 6223 277951 SH SOLE 277951 DOCUCORP INTL INC COM 255911109 1375 161800 SH SOLE 161800 DOLLAR GEN CORP COM 256669102 365 18100 SH SOLE 18100 DOMINION HOMES INC COM 257386102 709 29769 SH SOLE 29769 DONEGAL GROUP INC CL A 257701201 2003 104302 SH SOLE 104302 DOV PHARMACEUTICAL INC COM 259858108 2715 158400 SH SOLE 158400 DOW CHEM CO COM 260543103 577 12770 SH SOLE 12770 DRUGSTORE COM INC COM 262241102 79 23200 SH SOLE 23200 DU PONT E I DE NEMOURS & CO COM 263534109 1029 24052 SH SOLE 24052 DUCOMMUN INC DEL COM 264147109 599 26800 SH SOLE 26800 DUKE ENERGY CORP COM 264399106 3898 170300 SH SOLE 170300 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 400 56400 SH SOLE 56400 DYNAMEX INC COM 26784F103 4189 243000 SH SOLE 243000 DYNAMICS RESH CORP COM 268057106 1330 80900 SH SOLE 80900 E TRADE FINANCIAL CORP COM 269246104 17347 1518985 SH SOLE 1414385 104600 E-LOAN INC COM 26861P107 550 258310 SH SOLE 258310 EAGLE MATERIALS INC COM 26969P108 530 7433 SH SOLE 7433 EARTHLINK INC COM 270321102 674 65400 SH SOLE 65400 EASTMAN CHEM CO COM 277432100 27723 583020 SH SOLE 583020 EASTMAN KODAK CO COM 277461109 438 13600 SH SOLE 13600 EBAY INC COM 278642103 13495 146780 SH SOLE 121180 25600 ECOLAB INC COM 278865100 252 8000 SH SOLE 8000 EDGE PETE CORP DEL COM 279862106 5155 322764 SH SOLE 322764 EDISON INTL COM 281020107 596 22500 SH SOLE 22500 EDUCATION MGMT CORP COM 28139T101 328 12300 SH SOLE 12300 ELECTRIC CITY CORP COM 284868106 439 317900 SH SOLE 317900 ELECTROGLAS INC COM 285324109 478 160450 SH SOLE 160450 ELECTRONIC ARTS INC COM 285512109 483 10508 SH SOLE 10508 ELECTRONICS FOR IMAGING INC COM 286082102 197 12156 SH SOLE 12156 ELLIS PERRY INTL INC COM 288853104 789 35100 SH SOLE 35100 EMBARCADERO TECHNOLOGIES INC COM 290787100 174 20600 SH SOLE 20600 EMBREX INC COM 290817105 2711 200524 SH SOLE 200524 EMISPHERE TECHNOLOGIES INC COM 291345106 445 144800 SH SOLE 144800 ENCORE MED CORP COM 29256E109 593 119100 SH SOLE 119100 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 2988 330900 SH SOLE 330900 ENDOCARDIAL SOLUTIONS INC COM 292962107 2411 208400 SH SOLE 208400 ENDOLOGIX INC COM 29266S106 542 80000 SH SOLE 80000 ENDWAVE CORP COM NEW 29264A206 1344 103842 SH SOLE 103842 ENERGEN CORP COM 29265N108 407 7900 SH SOLE 7900 ENERGYSOUTH INC COM 292970100 1206 44250 SH SOLE 44250 ENESCO GROUP INC COM 292973104 822 120000 SH SOLE 120000 ENGINEERED SUPPORT SYS INC COM 292866100 771 16900 SH SOLE 16900 ENPATH MEDICAL INC COM 29355Y105 226 24700 SH SOLE 24700 ENPRO INDS INC COM 29355X107 328 13600 SH SOLE 13600 EON LABS INC COM 29412E100 7661 353050 SH SOLE 320350 32700 EPIQ SYS INC COM 26882D109 752 48273 SH SOLE 48273 EPLUS INC COM 294268107 1054 100800 SH SOLE 100800 ERESEARCHTECHNOLOGY INC COM 29481V108 586 43950 SH SOLE 43950 ERICSSON L M TEL CO ADR B SEK 10 294821608 2530 81000 SH SOLE 18000 63000 ESSEX CORP COM 296744105 352 30500 SH SOLE 30500 EVERGREEN SOLAR INC COM 30033R108 510 178400 SH SOLE 178400 EVERTRUST FINL GROUP INC COM 300412103 2331 91071 SH SOLE 91071 EVOLVING SYS INC COM 30049R100 855 275900 SH SOLE 275900 EXACT SCIENCES CORP COM 30063P105 36 10866 SH SOLE 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808 33501 SH SOLE 33501 HARKEN ENERGY CORP COM NEW 412552309 34 67600 SH SOLE 67600 HARLEY DAVIDSON INC COM 412822108 1872 31500 SH SOLE 31500 HARMAN INTL INDS INC COM 413086109 3269 30340 SH SOLE 12740 17600 HARRINGTON WEST FINL GROUP I COM 41383L104 1551 88000 SH SOLE 88000 HARRIS INTERACTIVE INC COM 414549105 463 70300 SH SOLE 70300 HARTFORD FINL SVCS GROUP INC COM 416515104 1369 22100 SH SOLE 22100 HARTMARX CORP COM 417119104 1478 199200 SH SOLE 199200 HARVARD BIOSCIENCE INC COM 416906105 147 33300 SH SOLE 33300 HARVEST NATURAL RESOURCES IN COM 41754V103 1904 114700 SH SOLE 114700 HASTINGS ENTMT INC COM 418365102 953 125400 SH SOLE 125400 HAWAIIAN HOLDINGS INC COM 419879101 764 124100 SH SOLE 124100 HAWK CORP CL A 420089104 137 17400 SH SOLE 17400 HEALTHCARE SVCS GRP INC COM 421906108 426 23700 SH SOLE 23700 HEALTHEXTRAS INC COM 422211102 305 21900 SH SOLE 21900 HERITAGE COMMERCE CORP COM 426927109 247 15000 SH SOLE 15000 HESKA CORP COM 42805E108 175 95700 SH SOLE 95700 HEWLETT PACKARD CO COM 428236103 1187 63293 SH SOLE 63293 HI-TECH PHARMACAL INC COM 42840B101 1791 112476 SH SOLE 112476 HICKORY TECH CORP COM 429060106 308 26530 SH SOLE 26530 HMN FINL INC COM 40424G108 1534 55300 SH SOLE 55300 HMS HLDGS CORP COM 40425J101 744 114500 SH SOLE 114500 HNI CORP COM 404251100 645 16300 SH SOLE 16300 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 536 49739 SH SOLE 49739 HOLLYWOOD MEDIA CORP COM 436233100 549 161900 SH SOLE 161900 HOME DEPOT INC COM 437076102 5259 134150 SH SOLE 70750 63400 HOME FED BANCORP COM 436926109 976 38130 SH SOLE 38130 HORIZON FINL CORP WASH COM 44041F105 1254 65300 SH SOLE 65300 HORIZON HEALTH CORP COM 44041Y104 1188 56300 SH SOLE 56300 HOVNANIAN ENTERPRISES INC CL A 442487203 507 12642 SH SOLE 12642 HUB GROUP INC CL A 443320106 3658 98200 SH SOLE 98200 HUDSON HIGHLAND GROUP INC COM 443792106 476 16295 SH SOLE 16295 HUMANA INC COM 444859102 269 13460 SH SOLE 13460 HUNT J B TRANS SVCS INC COM 445658107 1123 30250 SH SOLE 30250 HURCO COMPANIES INC COM 447324104 3481 259934 SH SOLE 259934 HUTTIG BLDG PRODS INC COM 448451104 617 68200 SH SOLE 68200 I-MANY INC COM 44973Q103 967 997281 SH SOLE 997281 IAC INTERACTIVECORP COM 44919p102 513 23300 SH SOLE 23300 Ibasis Inc COM 450732102 1053 450000 SH SOLE 450000 ICORIA INC COM 451045108 126 262189 SH SOLE 262189 IDX SYS CORP COM 449491109 772 23790 SH SOLE 23790 ILLUMINA INC COM 452327109 252 42602 SH SOLE 42602 IMAGE SENSING SYS INC COM 45244C104 282 26900 SH SOLE 26900 IMCLONE SYS INC COM 45245W109 1110 21000 SH SOLE 21000 IMMERSION CORP COM 452521107 108 20226 SH SOLE 20226 IMMUNOGEN INC COM 45253H101 483 95600 SH SOLE 95600 IMPCO TECHNOLOGIES INC COM 45255W106 293 59874 SH SOLE 59874 IMPERIAL SUGAR CO NEW COM NEW 453096208 1101 79016 SH SOLE 79016 IMPLANT SCIENCES CORP COM 45320R108 919 85100 SH SOLE 85100 INFORTE CORP COM 45677R107 1329 190956 SH SOLE 190956 INNODATA ISOGEN INC COM NEW 457642205 216 53500 SH SOLE 53500 INPUT/OUTPUT INC COM 457652105 9173 889700 SH SOLE 889700 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COM 46564M102 198 61000 SH SOLE 61000 ITT EDUCATIONAL SERVICES INC COM 45068B109 478 13256 SH SOLE 13256 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 4159 131650 SH SOLE 131650 JOHNSON & JOHNSON COM 478160104 1316 23356 SH SOLE 20612 2744 JOHNSON OUTDOORS INC CL A 479167108 1187 60250 SH SOLE 60250 JOS A BANK CLOTHIERS INC COM 480838101 4370 157874 SH SOLE 157874 JPMORGAN & CHASE & CO COM 46625H100 2400 60396 SH SOLE 43196 17200 JUNIPER NETWORKS INC COM 48203R104 2964 125608 SH SOLE 22775 102833 JUPITERMEDIA CORP COM 48207D101 2919 164000 SH SOLE 164000 KB HOME COM 48666K109 308 3640 SH SOLE 3640 KEITH COMPANIES INC COM 487539108 733 49100 SH SOLE 49100 KENDLE INTERNATIONAL INC COM 48880L107 118 22390 SH SOLE 22390 KERYX BIOPHARMACEUTICALS INC COM 492515101 645 57647 SH SOLE 57647 KEY TECHNOLOGY INC COM 493143101 169 15020 SH SOLE 15020 KEYCORP NEW COM 493267108 474 15000 SH SOLE 15000 KEYSPAN CORP COM 49337W100 325 8300 SH SOLE 8300 KINDER MORGAN INC KANS COM 49455P101 579 9210 SH 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SH SOLE 22800 LOEHMANNS HOLDINGS INC COM 540411501 2004 87000 SH SOLE 87000 LONE STAR TECHNOLOGIES INC COM 542312103 19585 518116 SH SOLE 482716 35400 LONGVIEW FIBRE CO COM 543213102 380 24900 SH SOLE 24900 LOOKSMART LTD COM 543442107 456 309870 SH SOLE 309870 LOWES COS INC COM 548661107 1113 20480 SH SOLE 10980 9500 LOWRANCE ELECTRS INC COM 548900109 2121 86500 SH SOLE 86500 LSB CORP COM 50215P100 1519 76350 SH SOLE 76350 LUBYS INC COM 549282101 1781 269800 SH SOLE 269800 LUCENT TECHNOLOGIES INC COM 549463107 340 107300 SH SOLE 107300 LUFKIN INDS INC COM 549764108 1782 47871 SH SOLE 47871 M & F WORLDWIDE CORP COM 552541104 524 40300 SH SOLE 40300 M D C HLDGS INC COM 552676108 273 3740 SH SOLE 3740 MACATAWA BK CORP COM 554225102 1672 59595 SH SOLE 59595 MACROVISION CORP COM 555904101 209 8700 SH SOLE 8700 MAF BANCORP INC COM 55261R108 785 18200 SH SOLE 18200 MAIR HOLDINGS INC COM 560635104 955 116414 SH SOLE 116414 MANDALAY RESORT GROUP COM 562567107 673 9800 SH SOLE 9800 MANNATECH INC 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COM 641208103 238 36000 SH SOLE 36000 NEVADA GOLD & CASINOS INC COM NEW 64126Q206 1154 96000 SH SOLE 96000 NEWALLIANCE BANCSHARES INC COM 650203102 962 67028 SH SOLE 67028 NEWMARKET CORP COM 651587107 610 29200 SH SOLE 29200 NEWMIL BANCORP INC COM 651633109 1484 50400 SH SOLE 50400 NEWMONT MINING CORP COM 651639106 683 15000 SH SOLE 15000 NEXMED INC COM 652903105 98 66400 SH SOLE 66400 NEXTEL COMMUNICATIONS INC CL A 65332V103 3466 145380 SH SOLE 71380 74000 NMS COMMUNICATIONS CORP COM 629248105 291 59700 SH SOLE 59700 NMT MED INC COM 629294109 205 52600 SH SOLE 52600 NOBILITY HOMES INC COM 654892108 264 11300 SH SOLE 11300 NOBLE INTL LTD COM 655053106 1770 96900 SH SOLE 96900 NORDSTROM INC COM 655664100 2546 66570 SH SOLE 33070 33500 NORFOLK SOUTHERN CORP COM 655844108 7633 256650 SH SOLE 256650 NORTH CENT BANCSHARES INC COM 658418108 729 19650 SH SOLE 19650 NORTH VALLEY BANCORP COM 66304M105 305 17100 SH SOLE 17100 NORTHFIELD LABS INC COM 666135108 156 11700 SH SOLE 11700 NORTHRIM 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INC COM 68162K106 1489 78800 SH SOLE 78800 OMI Corp COM 605 37770 SH SOLE 37770 OMNIVISION TECHNOLOGIES INC COM 682128103 426 30100 SH SOLE 30100 ONLINE RES CORP COM 68273G101 1125 158500 SH SOLE 158500 ONYX ACCEP CORP COM 682914106 3368 123364 SH SOLE 123364 OPINION RESH CORP COM 683755102 111 17400 SH SOLE 17400 OPTICAL CABLE CORP COM NEW 683827208 415 91225 SH SOLE 91225 ORACLE CORP COM 68389X105 1191 105608 SH SOLE 105608 ORCHID BIOSCIENCES INC COM PAR $0.01 68571P506 2473 307974 SH SOLE 307974 OREGON STL MLS INC COM 686079104 3343 201000 SH SOLE 201000 ORLEANS HOMEBUILDERS INC COM 686588104 1520 67500 SH SOLE 67500 ORPHAN MED INC COM 687303107 1400 132279 SH SOLE 132279 ORTHOVITA INC COM 68750U102 518 115800 SH SOLE 115800 OSCIENT PHARMACEUTICALS CORP COM 68812R105 584 164500 SH SOLE 164500 OSTEOTECH INC COM 688582105 431 109453 SH SOLE 109453 OXIGENE INC COM 691828107 655 107200 SH SOLE 107200 PAB BANKSHARES INC COM 69313P101 896 70000 SH SOLE 70000 PACIFIC PREMIER BANCORP COM 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PINNACLE FINL PARTNERS INC COM 72346Q104 3335 155100 SH SOLE 155100 PIXELWORKS INC COM 72581M107 489 48900 SH SOLE 48900 PLAINS EXPL& PRODTN CO COM 726505100 1402 58774 SH SOLE 58774 PLANTRONICS INC NEW COM 727493108 973 22500 SH SOLE 22500 PLATO LEARNING INC COM 72764Y100 889 100533 SH SOLE 100533 PLX TECHNOLOGY INC COM 693417107 2106 292100 SH SOLE 292100 PMA CAP CORP CL A 693419202 494 65390 SH SOLE 65390 PMC-SIERRA INC COM 69344F106 175 19900 SH SOLE 19900 POINT 360 COM 730698107 155 61200 SH SOLE 61200 POMEROY IT SOLUTIONS INC COM 731822102 1261 99600 SH SOLE 99600 POPE & TALBOT INC COM 732827100 1174 66700 SH SOLE 66700 PRICE T ROWE GROUP INC COM 74144T108 1081 21220 SH SOLE 21220 PRIMUS TELECOMMUNICATIONS GR COM 741929103 369 250900 SH SOLE 250900 PRINCETON REVIEW INC COM 742352107 357 47661 SH SOLE 47661 PRINTRONIX INC COM 742578107 1049 69800 SH SOLE 69800 PRIVATEBANCORP INC COM 742962103 1655 61400 SH SOLE 61400 PROCTER & GAMBLE CO COM 742718109 2221 41036 SH SOLE 21736 19300 PROGRESSIVE CORP OHIO COM 743315103 2405 28380 SH SOLE 12880 15500 PROVIDENCE SVC CORP COM 743815102 1026 52992 SH SOLE 52992 PROVIDENT FINL HLDGS INC COM 743868101 1591 54849 SH SOLE 54849 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1326 52300 SH SOLE 52300 PULASKI FINL CORP COM 745548107 1477 75462 SH SOLE 75462 PULTE HOMES INC COM 745867101 384 6260 SH SOLE 6260 PVF CAPITAL CORP COM 693654105 1114 78690 SH SOLE 78690 QAD INC COM 74727D108 343 49150 SH SOLE 49150 QUAKER FABRIC CORP NEW COM 747399103 775 119200 SH SOLE 119200 QUALCOMM INC COM 747525103 3240 83000 SH SOLE 35200 47800 QUALITY SYS INC COM 747582104 2384 47200 SH SOLE 47200 QUIGLEY CORP COM NEW 74838L304 450 54500 SH SOLE 54500 QUINTON CARDIOLOGY SYS INC COM 748773108 3082 369100 SH SOLE 369100 QUOTESMITH COM INC COM NEW 749117206 160 30400 SH SOLE 30400 R & B INC COM 749124103 834 38157 SH SOLE 38157 RADIOLOGIX INC COM 75040K109 458 129000 SH SOLE 129000 RADYNE COMSTREAM INC COM NEW 750611402 664 88100 SH SOLE 88100 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REUTERS GROUP PLC SPONSORED ADR 76132M102 951 27900 SH SOLE 7300 20600 RICHARDSON ELECTRS LTD COM 763165107 649 67545 SH SOLE 67545 RIGEL PHARMACEUTICALS INC COM NEW 766559603 976 38566 SH SOLE 38566 RIMAGE CORP COM 766721104 1681 120069 SH SOLE 120069 RITA MED SYS INC DEL COM 76774E103 830 224222 SH SOLE 224222 RIVERVIEW BANCORP INC COM 769397100 551 25800 SH SOLE 25800 ROANOKE ELEC STL CORP COM 769841107 1289 90000 SH SOLE 90000 ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 528 42240 SH SOLE 42240 ROWE COS COM 779528108 137 26800 SH SOLE 26800 ROXIO INC COM 780008108 1069 208000 SH SOLE 208000 ROYALE ENERGY INC COM NEW 78074G200 863 93856 SH SOLE 93856 RPC INC COM 749660106 232 13000 SH SOLE 13000 RUSH ENTERPRISES INC CL B 781846308 510 43600 SH SOLE 43600 RUSH ENTERPRISES INC CL A 781846209 477 43600 SH SOLE 43600 RYERSON TULL INC NEW COM 78375P107 2181 127000 SH SOLE 127000 SAFECO CORP COM 786429100 5596 122584 SH SOLE 71384 51200 SAFEGUARD SCIENTIFICS INC COM 786449108 324 173100 SH SOLE 173100 SAFENET INC COM 78645R107 715 27100 SH SOLE 27100 SANDERS MORRIS HARRIS GROUP COM 80000Q104 1031 85509 SH SOLE 85509 SANDISK CORP COM 80004C101 797 27380 SH SOLE 27380 SANGAMO BIOSCIENCES INC COM 800677106 547 112300 SH SOLE 112300 SAPIENT CORP COM 803062108 849 111250 SH SOLE 111250 SBA COMMUNICATIONS CORP COM 78388J106 78 11100 SH SOLE 11100 SBC COMMUNICATIONS INC COM 78387G103 16226 625294 SH SOLE 540594 84700 SCHLUMBERGER LTD COM 806857108 1875 27858 SH SOLE 27858 SCHNITZER STL INDS CL A 806882106 301 9300 SH SOLE 9300 SCIENTIFIC ATLANTA INC COM 808655104 894 34500 SH SOLE 34500 SCPIE HLDGS INC COM 78402P104 351 39100 SH SOLE 39100 SEACHANGE INTL INC COM 811699107 1455 91000 SH SOLE 91000 SEATTLE GENETICS INC COM 812578102 756 115055 SH SOLE 115055 SELECTICA INC COM 816288104 356 94035 SH SOLE 94035 SFBC INTL INC COM 784121105 6666 253360 SH SOLE 253360 SI INTL INC COM 78427V102 2226 101600 SH SOLE 101600 SIGMA DESIGNS INC COM 826565103 1970 210660 SH SOLE 210660 SILGAN HOLDINGS INC COM 827048109 449 9700 SH SOLE 9700 SILICON LABORATORIES INC COM 826919102 268 8100 SH SOLE 8100 SINA CORP ORD G81477104 864 33900 SH SOLE 33900 SIRENZA MICRODEVICES INC COM 82966T106 820 193400 SH SOLE 193400 SIRIUS SATELLITE RADIO INC COM 82966U103 1863 582300 SH SOLE 582300 SM&A COM 78465D105 1075 153850 SH SOLE 153850 SMART & FINAL INC COM 831683107 3431 204700 SH SOLE 131800 72900 SMTEK INTL INC COM NEW 832688204 837 62441 SH SOLE 62441 SOMANETICS CORP COM NEW 834445405 3448 262200 SH SOLE 262200 SONIC SOLUTIONS COM 835460106 1758 107700 SH SOLE 107700 SONUS PHARMACEUTICALS INC COM 835692104 359 96900 SH SOLE 96900 SOURCE INTERLINK COS INC COM NEW 836151209 1455 149732 SH SOLE 149732 SOUTH FINL GROUP INC COM 837841105 2043 72457 SH SOLE 72457 SOUTHERN CMNTY FINL CORP COM 842632101 535 48065 SH SOLE 48065 SOUTHERN CO COM 842587107 489 16300 SH SOLE 16300 SOUTHSIDE BANCSHARES INC COM 84470P109 954 46855 SH SOLE 46855 SOUTHWEST BANCORP INC OKLA COM 844767103 809 36678 SH SOLE 36678 SOVEREIGN BANCORP INC COM 845905108 2552 116940 SH SOLE 116940 SPACEHAB INC COM 846243103 278 111200 SH SOLE 111200 SPARTAN STORES INC COM 846822104 1378 343650 SH SOLE 343650 SPECTRALINK CORP COM 847580107 783 82400 SH SOLE 82400 SPECTRANETICS CORP COM 84760C107 815 159500 SH SOLE 159500 SPECTRUM CTL INC COM 847615101 493 69300 SH SOLE 69300 SPORTSMANS GUIDE INC COM NEW 848907200 3162 152300 SH SOLE 152300 SRI/SURGICAL EXPRESS INC COM 78464W104 179 28800 SH SOLE 28800 SRS LABS INC COM 78464M106 270 50800 SH SOLE 50800 SS&C TECHNOLOGIES INC COM 85227Q100 1979 101350 SH SOLE 101350 STANDARD PAC CORP NEW COM 85375C101 259 4600 SH SOLE 4600 STANLEY FURNITURE INC COM NEW 854305208 1949 44300 SH SOLE 44300 STAPLES INC COM 855030102 1308 43860 SH SOLE 19160 24700 STARBUCKS CORP COM 855244109 2618 57600 SH SOLE 1400 56200 STARRETT L S CO CL A 855668109 446 29200 SH SOLE 29200 STATE FINL SVCS CORP CL A 856855101 1817 66200 SH SOLE 66200 STATE STR CORP COM 857477103 359 8400 SH SOLE 8400 STEEL TECHNOLOGIES INC COM 858147101 1302 50816 SH SOLE 50816 STEIN MART INC COM 858375108 665 43700 SH SOLE 43700 STEINER LEISURE LTD ORD P8744Y102 1526 69050 SH SOLE 69050 STERLING BANCSHARES INC COM 858907108 776 57727 SH SOLE 57727 STERLING FINL CORP WASH COM 859319105 1675 47532 SH SOLE 47532 STRATAGENE CORP COM 86269H107 380 53513 SH SOLE 53513 STRATASYS INC COM 862685104 2747 87050 SH SOLE 87050 STRATEGIC DIAGNOSTICS INC COM 862700101 739 345200 SH SOLE 345200 STRATOS INTERNATIONAL INC COM NEW 863100202 917 205664 SH SOLE 205664 STRAYER ED INC COM 863236105 660 5740 SH SOLE 5740 STRYKER CORP COM 863667101 1022 21260 SH SOLE 1960 19300 SUMMA INDS COM 86562T105 160 14450 SH SOLE 14450 SUPPORTSOFT INC COM 868587106 1332 136800 SH SOLE 136800 SUSQUEHANNA BANCSHARES INC P COM 869099101 1283 52158 SH SOLE 52158 SYCAMORE NETWORKS INC COM 871206108 407 107800 SH SOLE 107800 SYMANTEC CORP COM 871503108 3038 55360 SH SOLE 22460 32900 SYNERGY FINANCIAL GROUP INC COM 87162V102 226 21400 SH SOLE 21400 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 885 92580 SH SOLE 92580 SYPRIS SOLUTIONS INC COM 871655106 175 12800 SH SOLE 12800 SYSTEMAX INC COM 871851101 318 56200 SH SOLE 56200 TALK AMERICA HLDGS INC COM NEW 87426R202 1583 302700 SH SOLE 302700 TANDY BRANDS ACCESSORIES INC COM 875378101 926 65009 SH SOLE 65009 TASER INTL INC COM 87651B104 13597 362100 SH SOLE 362100 TBC CORP COM 872180104 297 13300 SH SOLE 13300 TECHE HLDG CO COM 878330109 456 11400 SH SOLE 11400 TECHNE CORP COM 878377100 767 20100 SH SOLE 20100 TECHTEAM GLOBAL INC COM 878311109 1328 141770 SH SOLE 141770 TELLABS INC COM 879664100 9156 996300 SH SOLE 790600 205700 TELULAR CORP COM NEW 87970T208 841 80000 SH SOLE 80000 TENNECO AUTOMOTIVE INC COM 880349105 2714 207200 SH SOLE 207200 TESORO PETE CORP COM 881609101 13587 460100 SH SOLE 460100 TEXAS INSTRS INC COM 882508104 1974 92740 SH SOLE 92740 TEXTRON INC COM 883203101 694 10800 SH SOLE 10800 THESTREET COM COM 88368Q103 626 167000 SH SOLE 167000 THIRD WAVE TECHNOLOGIES INC COM 88428W108 938 136400 SH SOLE 136400 THREE FIVE SYS INC COM 88554L108 382 139300 SH SOLE 139300 TIER TECHNOLOGIES INC CL B 88650Q100 1608 166600 SH SOLE 166600 TII NETWORK TECHNOLOGIES INC COM NEW 872479209 369 288215 SH SOLE 288215 TIMBERLAND BANCORP INC COM 887098101 567 24159 SH SOLE 24159 TIME WARNER INC COM 887317105 2847 176389 SH SOLE 92389 84000 TITAN INTL INC ILL COM 88830M102 1111 115700 SH SOLE 115700 TITANIUM METALS CORP COM NEW 888339207 997 42500 SH SOLE 42500 TODD SHIPYARDS CORP DEL COM 889039103 181 11800 SH SOLE 11800 TOLL BROTHERS INC COM 889478103 264 5700 SH SOLE 5700 TOLLGRADE COMMUNICATIONS INC COM 889542106 809 92083 SH SOLE 92083 TOTAL ENTMT RESTAURANT CORP COM 89150E100 1068 122581 SH SOLE 122581 TOTAL SYS SVCS INC COM 891906109 1210 47950 SH SOLE 47950 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 1436 18800 SH SOLE 18800 TRADESTATION GROUP INC COM 89267P105 1508 245974 SH SOLE 245974 TRAFFIX INC COM 892721101 1470 248700 SH SOLE 248700 TRANS WORLD ENTMT CORP COM 89336Q100 813 83200 SH SOLE 83200 TRANSACT TECHNOLOGIES INC COM 892918103 3563 137850 SH SOLE 137850 TRANSACTION SYS ARCHITECTS CL A 893416107 673 36200 SH SOLE 36200 TRANSPRO INC COM 893885103 664 127700 SH SOLE 127700 TRAVELZOO INC COM 89421Q106 208 4000 SH SOLE 4000 TRIPATH TECHNOLOGY INC COM 89672P104 102 59802 SH SOLE 59802 TRIPOS INC COM 896928108 83 19443 SH SOLE 19443 TRM CORP COM 872636105 1827 95900 SH SOLE 95900 TUTOGEN MEDICAL INC COM 901107102 790 264200 SH SOLE 264200 TWIN DISC INC COM 901476101 1890 75900 SH SOLE 75900 TXU CORP COM 873168108 12622 263400 SH SOLE 263400 TYSON FOODS INC CL A 902494103 167 10420 SH SOLE 10420 UBIQUITEL INC COM 903474302 3172 792900 SH SOLE 792900 UMPQUA HLDGS CORP COM 904214103 2262 100288 SH SOLE 100288 Unify Corp COM 904743101 85 212937 SH SOLE 212937 UNION CMNTY BANCORP COM 906054101 800 44600 SH SOLE 44600 UNIONBANCAL CORP COM 908906100 628 10606 SH SOLE 10606 UNITED CAPITAL CORP COM 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SOFTWARE CORP COM 91819B105 615 313800 SH SOLE 313800 VAIL BANKS INC COM 918779109 1020 78000 SH SOLE 78000 VALUECLICK INC COM 92046N102 367 38914 SH SOLE 38914 VENTIV HEALTH INC COM 922793104 6786 400375 SH SOLE 400375 VERILINK CORP COM 923432108 132 73955 SH SOLE 73955 VERITAS DGC INC COM 92343P107 276 12100 SH SOLE 12100 VERIZON COMMUNICATIONS COM 92343V104 1594 40469 SH SOLE 40469 VERSO TECHNOLOGIES INC COM 925317109 51 53461 SH SOLE 53461 VESTA INS GROUP INC COM 925391104 1664 370500 SH SOLE 370500 VIA NET WRKS INC COM 925912107 62 94924 SH SOLE 94924 VIASAT INC COM 92552V100 490 24400 SH SOLE 24400 VIEWPOINT CORP COM 92672P108 460 199884 SH SOLE 199884 VILLAGE SUPER MKT INC CL A NEW 927107409 394 12300 SH SOLE 12300 VINEYARD NATL BANCORP COM 927426106 3795 133940 SH SOLE 133940 VIRAGE LOGIC CORP COM 92763R104 628 50897 SH SOLE 50897 VIRAGEN INC COM NEW 927638403 23 20680 SH SOLE 20680 VIRGINIA COMM BANCORP INC COM 92778Q109 2024 74975 SH SOLE 74975 VIROLOGIC INC COM 92823R201 198 98344 SH SOLE 98344 VISTA GOLD CORP COM NEW 927926204 699 161500 SH SOLE 161500 VITALWORKS INC COM 928483106 119 31800 SH SOLE 31800 VIVUS INC COM 928551100 1055 234337 SH SOLE 234337 VULCAN MATLS CO COM 929160109 321 6300 SH SOLE 6300 VYYO INC COM NEW 918458209 68 12031 SH SOLE 12031 WAL MART STORES INC COM 931142103 1065 20019 SH SOLE 20019 WALGREEN CO COM 931422109 2135 59600 SH SOLE 59600 WASHINGTON GROUP INTL INC COM NEW 938862208 232 6700 SH SOLE 6700 WASHINGTON SVGBK FSB WALDRF COM 939696100 1226 95850 SH SOLE 95850 WASHTENAW GROUP INC COM 941022105 134 47500 SH SOLE 47500 WASTE INDUSTRIES USA INC COM 941057101 1480 130900 SH SOLE 130900 WEBEX COMMUNICATIONS INC COM 94767L109 550 25200 SH SOLE 25200 WELLPOINT HEALTH NETWORK NEW COM 94973H108 203 1930 SH SOLE 1930 WELLS FARGO & CO NEW COM 949746101 1059 17760 SH SOLE 17760 WELLSFORD REAL PPTYS INC COM NEW 950240200 911 60100 SH SOLE 60100 WESTERN SIERRA BANCORP COM 959522103 2800 84094 SH SOLE 84094 WESTERN WIRELESS CORP CL A 95988E204 26129 1016300 SH SOLE 941400 74900 WESTMORELAND COAL CO COM 960878106 1779 69500 SH SOLE 69500 WHITE ELECTR DESIGNS CORP COM 963801105 840 171400 SH SOLE 171400 WILLIAMS CLAYTON ENERGY INC COM 969490101 889 41500 SH SOLE 41500 WILSHIRE BANCORP INC COM 97186t108 4541 150472 SH SOLE 150472 WILSHIRE ENTERPRISES INC COM 971889100 139 27300 SH SOLE 27300 WITNESS SYS INC COM 977424100 2774 172650 SH SOLE 172650 WORLD ACCEP CORP DEL COM 981419104 649 27900 SH SOLE 27900 WYNDHAM INTL INC CL A 983101106 1222 1490000 SH SOLE 1490000 XANSER CORP COM 98389J103 370 151200 SH SOLE 151200 XEROX CORP COM 984121103 500 35500 SH SOLE 300 35200 XETA TECHNOLOGIES INC COM 983909102 99 25200 SH SOLE 25200 XTO ENERGY INC COM 98385X106 6604 203332 SH SOLE 179832 23500 YAHOO INC COM 984332106 2028 59820 SH SOLE 1020 58800 YANKEE CANDLE INC COM 984757104 799 27600 SH SOLE 27600 YARDVILLE NATL BANCORP COM 985021104 180 6200 SH SOLE 6200 YORK INTL CORP NEW COM 986670107 370 11700 SH SOLE 11700 YORK WTR CO COM 987184108 697 40200 SH SOLE 40200 ZAPATA CORP COM PAR $ 989070602 647 10900 SH SOLE 10900 ZIMMER HLDGS INC COM 98956P102 1507 19060 SH SOLE 19060 ZOMAX INC MINN COM 989929104 112 35028 SH SOLE 35028 ZONES INC COM 98976N103 177 60000 SH SOLE 60000 ZYGO CORP COM 989855101 101 10000 SH SOLE 10000
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