-----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, QUayh6S5aRwaYr5Sba6baedfZkuGNMWdfN34odxomY3Jivn3p2/DGAEket0YAPwY OGANomU9dZoLg36spJEnRg== 0001034549-07-000004.txt : 20070814 0001034549-07-000004.hdr.sgml : 20070814 20070814122428 ACCESSION NUMBER: 0001034549-07-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC/NY CENTRAL INDEX KEY: 0001034549 IRS NUMBER: 133521976 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06194 FILM NUMBER: 071052794 BUSINESS ADDRESS: STREET 1: 650 5TH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127716100 MAIL ADDRESS: STREET 1: 650 5TH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 lettr076.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2007 Institutional Investment Manager Filing this Report: Name: Paradigm Asset Management Company, LLC Address: 445 Hamilton Avenue, Suite 1203 White Plains, NY 10601 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: James E. Francis Title: CEO & President Phone: 212-771-6100 Signature, Place, and Date of Signing: James E. Francis, White Plains, NY, August 14, 2007 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: FORM 13F INFORMATION TABLE ENTRY TOTAL: 670 FORM 13F INFORMATION TABLE VALUE TOTAL: $ 1,013,160,137 Paradigm Asset Management Company, LLC PORTFOLIO APPRAISAL Form 13F Information Table 30-Jun-07 INVSTMT TITLE OF CLASS DSCRETN - VOTING AUTHORITY - NAME OF ISSUER (COM) CUSIP VALUE SHARES (SOLE) (SOLE) SHARE NONE - -------------------------------------- ----- ----- ----- ----- ----- ----- 3M CO COM 88579Y101 564135 6500 SH 5800 0 700 A O N CORP COM 037389103 997074 23400 SH 18100 0 5300 AAR CORP. COM 000361105 5338575 161726 SH 99126 0 62600 AARON RENTS COM 002535201 297840 10200 SH 10200 0 0 ABBOTT LABS COM 002824100 224910 4200 SH 3400 0 800 ABERCROMBIE & FITCH COM 002896207 890356 12200 SH 9900 0 2300 ACTEL CORP. COM 004934105 1903972 136878 SH 75778 0 61100 ACTIVISION INC. COM 004930202 70946 3800 SH 3800 0 0 ACTUANT CORP COM 00508X203 3026880 48000 SH 26800 0 21200 ADOBE SYS INC. COM 00724F101 529980 13200 SH 10600 0 2600 ADVANCED AUTO PARTS COM 00751Y106 3666546 90465 SH 51665 0 38800 ADVANCED MICRO DEV COM 007903107 2860 200 SH 200 0 0 ADVANTA CORP CL B COM 007942204 4671 150 SH 150 0 0 ADVISORY BRD CO COM 00762W107 3657959 65838 SH 36438 0 29400 AEROFLEX INC COM 007768104 5645299 398398 SH 222048 0 176350 AETNA LIFE & CAS COM 00817Y108 592800 12000 SH 10900 0 1100 AFLAC INC. COM 001055102 257000 5000 SH 4000 0 1000 AGCO CORP COM 001084102 130230 3000 SH 2000 0 1000 AGILENT TECHNOLOGIES COM 00846U101 234484 6100 SH 4900 0 1200 AIR PROD & CHEM. COM 009158106 104481 1300 SH 1300 0 0 AIRGAS INC. COM 009363102 5139813 107303 SH 59803 0 47500 AK STL HLDG CORP. COM 001547108 2664481 71300 SH 39300 0 32000 ALABAMA NATL BANCORP COM 010317105 303016 4900 SH 4900 0 0 ALASKA AIRGROUP COM 011659109 217308 7800 SH 7800 0 0 ALBEMARLE CORP COM 012653101 154120 4000 SH 4000 0 0 ALCOA INC. COM 013817101 1037568 25600 SH 23900 0 1700 ALEXANDRIA REAL ESTATE COM 015271109 3621068 37400 SH 22800 0 14600 ALEXION PHARM. COM 015351109 1584309 35160 SH 19760 0 15400 ALIGN TECHNOLOGY INC COM 016255101 2933024 121400 SH 67800 0 53600 ALKERMES INC. COM 01642T108 3781049 258976 SH 144626 0 114350 ALLEGHENY TECH. COM 01741R102 681720 6500 SH 6500 0 0 ALLERGAN INC COM 018490102 311256 5400 SH 4400 0 1000 ALLIANCE DATA SYSTEMS COM 018581108 92736 1200 SH 1200 0 0 ALLIANT ENERGY CORP COM 018802108 260295 6700 SH 6700 0 0 ALLSTATE CORP. COM 020002101 682761 11100 SH 10400 0 700 ALLTEL CORP. COM 020039103 925435 13700 SH 10400 0 3300 ALPHARMA INC COM 020813101 236691 9100 SH 9100 0 0 ALTRIA GROUP COM 02209S103 315630 4500 SH 3600 0 900 AMBAC INC. COM 023139108 357479 4100 SH 3300 0 800 AMEDISYS INC COM 023436108 290640 8000 SH 8000 0 0 AMER EAGLE OUTFITTERS COM 02553E106 46188 1800 SH 1800 0 0 AMER HOME MTG INV COM 02660R107 226074 12300 SH 12300 0 0 AMER. ELEC. PWR COM 025537101 1044928 23200 SH 19800 0 3400 AMERICAN AXLE & MFG HL COM 024061103 257694 8700 SH 8700 0 0 AMERICAN COMMERCIAL COM 025195207 2997469 115066 SH 63266 0 51800 AMERICAN FINL GP COM 025932104 1601635 46900 SH 46900 0 0 AMERICAN GREETING COM 026375105 512773 18100 SH 18100 0 0 AMERICAN INTL GROUP COM 026874107 2107903 30100 SH 28800 0 1300 AMERICAN PHYSICIANS COM 028884104 6744991 166543 SH 92593 0 73950 AMERICAN REPROGRAPHICS COM 029263100 1965849 63847 SH 35547 0 28300 AMERICAN TOWER CORP. COM 029912201 730800 17400 SH 14400 0 3000 AMERIPRISE FINANCIAL COM 03076C106 699270 11000 SH 10100 0 900 AMERISOURCEBERGEN COM 03073E105 2023323 40900 SH 36100 0 4800 AMETEK AEROSPACE COM 031100100 11904 300 SH 300 0 0 AMGEN INC. COM 031162100 392559 7100 SH 5700 0 1400 AMKOR TECHNOLOGY COM 031652100 14175 900 SH 900 0 0 AMPHENOL CORP COM 032095101 139035 3900 SH 3900 0 0 AMR CORP COM 001765106 1014475 38500 SH 36300 0 2200 ANADARKO PETE CORP. COM 032511107 1247760 24000 SH 24000 0 0 ANHEUSER BUSCH CO. COM 035229103 678080 13000 SH 13000 0 0 ANIXTER INTL COM 035290105 451260 6000 SH 6000 0 0 ANSOFT CORP COM 036384105 7078484 240030 SH 133730 0 106300 ANSYS INC COM 03662Q105 4508021 170114 SH 94714 0 75400 APACHE CORP. COM 037411105 269247 3300 SH 2700 0 600 APPLEBEES INTL COM 037899101 1807500 75000 SH 41900 0 33100 APPLIED MATLS INC. COM 038222105 645775 32500 SH 26100 0 6400 ARBOR RLTY TR COM 038923108 144536 5600 SH 5600 0 0 ARCH COAL INC COM 039380100 1973821 56719 SH 31619 0 25100 ARCHER DANIELS MID COM 039483102 1201167 36300 SH 29000 0 7300 ARCHSTONE-SMITH TR COM 039583109 1436373 24300 SH 22000 0 2300 ARKANSAS BEST CORP COM 040790107 378009 9700 SH 9700 0 0 ARMOR HOLDINGS INC COM 042260109 434350 5000 SH 5000 0 0 ARRIS GROUP COM 04269Q100 4247861 241493 SH 134343 0 107150 ARTHROCARE CORP COM 043136100 4559175 103830 SH 58130 0 45700 ASBURY AUTOMOTIVE GP COM 043436104 207085 8300 SH 8300 0 0 ASSOCIATED BANC CORP COM 045487105 313920 9600 SH 6700 0 2900 ASSURANT INC COM 04621X108 1573164 26700 SH 22300 0 4400 ASTORIA FINANCIAL COM 046265104 340544 13600 SH 13600 0 0 AT&T INC. COM 00206R102 9422533 227049 SH 203317 0 23732 AUTO DATA PROCESS COM 053015103 261738 5400 SH 4300 0 1100 AUTODESK INC. COM 052769106 14124 300 SH 300 0 0 AUTOZONE INC COM 053332102 163944 1200 SH 1000 0 200 AVALONBAY CMNTYS COM 053484101 624120 5250 SH 3650 0 1600 AVERY DENNISON CORP. COM 053611109 212736 3200 SH 2600 0 600 AVOCENT CORP COM 053893103 362625 12500 SH 12500 0 0 B J SERVICES CO. COM 055482103 261648 9200 SH 7400 0 1800 BAKER HUGHES INC. COM 057224107 1505927 17900 SH 16600 0 1300 BANK HAWAII CORP COM 062540109 831404 16100 SH 15200 0 900 BANK NEW YORK COM 064057102 128464 3100 SH 3100 0 0 BANK OF AMERICA COM 060505104 2545506 52066 SH 52066 0 0 BANKUNITED FINL CORP COM 06652B103 192672 9600 SH 9600 0 0 BARD C R INC. COM 067383109 429676 5200 SH 4500 0 700 BARR PHARMACEUTICALS COM 068306109 110506 2200 SH 2200 0 0 BAUSCH & LOMB INC. COM 071707103 201376 2900 SH 2000 0 900 BB&T CORPORATION COM 054937107 748512 18400 SH 18400 0 0 BEAR STEARNS COM 073902108 434000 3100 SH 2500 0 600 BECKMAN COULTER COM 075811109 25872 400 SH 400 0 0 BELDEN INC. COM 077454106 420660 7600 SH 7600 0 0 BERKLEY W R CORP COM 084423102 1618865 49750 SH 43350 0 6400 BERKSHIRE HATH. B COM 084670207 360500 100 SH 100 0 0 BEST BUY INC. COM 086516101 308022 6600 SH 5300 0 1300 BIOGEN IDEC INC COM 09062X103 529650 9900 SH 7900 0 2000 BLACK & DECKER COM 091797100 459212 5200 SH 5200 0 0 BLACKBOARD INC COM 091935502 3199645 75965 SH 42365 0 33600 BOEING CO. COM 097023105 586576 6100 SH 4900 0 1200 BOSTON PROPERTIES INC COM 101121101 612780 6000 SH 4200 0 1800 BOSTON SCIENTIFIC COM 101137107 133135 8679 SH 6979 0 1700 BP AMOCO PLC COM 055622104 86568 1200 SH 1200 0 0 BRADLEY PHARM. COM 104576103 5736606 264238 SH 148138 0 116100 BRISTOL MYERS SQUIBB COM 110122108 2808840 89000 SH 78600 0 10400 BROADCOM CORP. CL A COM 111320107 73125 2500 SH 2500 0 0 BROWN SHOE INC. COM 115736100 277248 11400 SH 11400 0 0 BRUNSWICK CORP COM 117043109 55471 1700 SH 1700 0 0 BUCYRUS INTL INC COM 118759109 7925378 111972 SH 62472 0 49500 BUFFALO WILD WINGS INC COM 119848109 1077181 25900 SH 12400 0 13500 BUNGE LIMITED COM G16962105 422500 5000 SH 4000 0 1000 C D I CORP. COM 125071100 1252580 38900 SH 21800 0 17100 C.H. ROBINSON WW COM 12541W209 141804 2700 SH 2700 0 0 CABOT CORP COM 127055101 1973952 41400 SH 23100 0 18300 CABOT OIL & GAS COM 127097103 7672920 208051 SH 121051 0 87000 CACI INTL INC COM 127190304 205170 4200 SH 4200 0 0 CADBURY SCHWEPPES PLC COM 127209302 233490 4300 SH 3900 0 400 CALAMOS ASSET MGMT COM 12811R104 8535054 334053 SH 186003 0 148050 CALIFORNIA PIZZA KITCH COM 13054D109 2570511 119670 SH 65220 0 54450 CAMPBELL SOUP CO COM 134429109 260027 6700 SH 6700 0 0 CAPITAL ONE FINL COM 14040H105 1286416 16400 SH 16400 0 0 CARDINAL HEALTH INC COM 14149Y108 1610592 22800 SH 22000 0 800 CARMAX GROUP COM 143130102 1700850 66700 SH 36800 0 29900 CARRIZO OIL & CO INC COM 144577103 1351382 32587 SH 17937 0 14650 CASH AMER INTL INC COM 14754D100 166530 4200 SH 4200 0 0 CATERPILLAR TRACTOR COM 149123101 1064880 13600 SH 12300 0 1300 CB RICHARD ELLIS GP COM 12497T101 259150 7100 SH 5700 0 1400 CBS CORP. COM 124857202 339864 10200 SH 10200 0 0 CENTRAL GARDEN CL A COM 153527205 1361735 116090 SH 64990 0 51100 CENTURY ALUM CO. COM 156431108 3984056 72928 SH 43178 0 29750 CENTURYTEL INC. COM 156700106 941760 19200 SH 14800 0 4400 CENVEO INC COM 15670S105 1294002 55800 SH 31500 0 24300 CF INDUSTRIES HLDGS COM 125269100 2479446 41400 SH 23100 0 18300 CHAPARRAL STL CO COM 159423102 3477142 48381 SH 26581 0 21800 CHARLOTTE RUSSE HLDG COM 161048103 1560099 58061 SH 32261 0 25800 CHECKFREE CORP. COM 162813109 12060 300 SH 300 0 0 CHEESECAKE FACTORY COM 163072101 26972 1100 SH 1100 0 0 CHEMED CORP COM 16359R103 1610847 24300 SH 13500 0 10800 CHEVRON CORP COM 166764100 7704169 91455 SH 82455 0 9000 CHICOS FAS INC COM 168615102 92492 3800 SH 3800 0 0 CHILDRENS PL RETAIL ST COM 168905107 3197807 61925 SH 34475 0 27450 CHOICEPOINT INC COM 170388102 118860 2800 SH 2800 0 0 CHUBB CORP. COM 171232101 1450952 26800 SH 21600 0 5200 CIGNA CORP. COM 125509109 1493492 28600 SH 26700 0 1900 CINCINNATI FINL COM 172062101 429660 9900 SH 9400 0 500 CIRCUIT CITY STORE COM 172737108 111592 7400 SH 7400 0 0 CISCO SYSTEMS COM 17275R102 640550 23000 SH 18400 0 4600 CIT GROUP INC COM 125581108 2560561 46700 SH 42600 0 4100 CITADEL BROADCASTING CO COM 17285T106 2180 338 SH 338 0 0 CITIGROUP INC. COM 172967101 2374675 46299 SH 46299 0 0 CITIZENS COMMUNICATIONS COM 17453B101 731433 47900 SH 33000 0 14900 CITRIX SYS INC. COM 177376100 30303 900 SH 900 0 0 CLEAN HARBORS INC COM 184496107 1359050 27500 SH 15100 0 12400 CLOROX CO. DEL. COM 189054109 37260 600 SH 600 0 0 COACH INC COM 189754104 431249 9100 SH 7300 0 1800 COCA COLA COMPANY COM 191216100 2594576 49600 SH 48600 0 1000 COGENT INC COM 19239Y108 16159 1100 SH 1100 0 0 COMCAST CORP-Cl A COM 20030N101 2716392 96600 SH 92300 0 4300 COMERICA INC COM 200340107 1349969 22700 SH 18900 0 3800 COMMERCIAL METAL CO COM 201723103 428879 12700 SH 12700 0 0 COMMSCOPE INC. COM 203372107 466800 8000 SH 8000 0 0 COMPASS BANCSHARES INC COM 20449H109 1407192 20400 SH 20200 0 200 COMPUTER SCIENCES COM 205363104 1088360 18400 SH 14000 0 4400 COMSYS IT PARTNERS INC COM 20581E104 2440373 106987 SH 59287 0 47700 COMTECH TELECOMM COM 205826209 4030648 86830 SH 48580 0 38250 COMVERSE TECHNOLOGY COM 205862402 41700 2000 SH 2000 0 0 CONAGRA INC. COM 205887102 381412 14200 SH 9800 0 4400 CONMED CORP COM 207410101 345504 11800 SH 11800 0 0 CONOCOPHILLIPS COM 20825C104 3424484 43624 SH 41624 0 2000 CONSOLIDATED GRAPHICS COM 209341106 3861182 55733 SH 31033 0 24700 CONSTELLATION BRNDS[A] COM 21036P108 12140 500 SH 500 0 0 CONSTELLATION ENERGY COM 210371100 2527930 29000 SH 26500 0 2500 CONTINENTAL AIR. B COM 210795308 3288777 97100 SH 59000 0 38100 COOPER COMPANIES COM 216648402 37324 700 SH 700 0 0 COOPER TIRE & RUBR CO COM 216831107 1392048 50400 SH 28100 0 22300 COPANO ENERGY L L C COM 217202100 4612627 108100 SH 59900 0 48200 CORNING INC COM 219350105 812490 31800 SH 25500 0 6300 CORRECTIONS CORP AMER COM 22025Y407 4578251 72544 SH 40344 0 32200 CORUS BANKSHARES COM 220873103 119094 6900 SH 6900 0 0 CORVEL CORP COM 221006109 2437528 93249 SH 51599 0 41650 COSTCO WHOLESALE COM 22160K105 614460 10500 SH 8600 0 1900 COVANTA HLDG COM 22282E102 1168410 47400 SH 26500 0 20900 COVENTRY HEALTH CARE COM 222862104 126830 2200 SH 2200 0 0 CRANE CO. COM 224399105 395415 8700 SH 8700 0 0 CROWN CASTLE INTL COM 228227104 134199 3700 SH 3700 0 0 CSX CORP. COM 126408103 1338876 29700 SH 24600 0 5100 CTRIP COM INTL LTD COM 22943F100 1431066 18200 SH 10000 0 8200 CUMMINS INC COM 231021106 1457424 14400 SH 14400 0 0 CUTERA INC COM 232109108 6318640 253557 SH 141857 0 111700 CVS CAREMARK CORP COM 126650100 1352513 37106 SH 31206 0 5900 CYMER INC. COM 232572107 3448155 85775 SH 47675 0 38100 CYNOSURE INC COM 232577205 2308714 63374 SH 35374 0 28000 CYPRESS BIOSCIENCES COM 232674507 3182453 240004 SH 134354 0 105650 CYTYC CORP COM 232946103 4311 100 SH 100 0 0 DADE BEHRING HLDGS COM 23342J206 3139392 59100 SH 33700 0 25400 DAKTRONICS INC COM 234264109 3831731 178386 SH 99486 0 78900 DAWSON GEOPHYSICAL CO COM 239359102 2082632 33908 SH 18908 0 15000 DECKERS OUTDOOR CORP COM 243537107 5374943 53270 SH 29470 0 23800 DEERE & CO. COM 244199105 700292 5800 SH 4200 0 1600 DELL COMPUTER COM 24702R101 471075 16500 SH 14700 0 1800 DENTSPLY INT'L COM 249030107 80346 2100 SH 2100 0 0 DEVON ENERGY (NEW) COM 25179M103 305331 3900 SH 3100 0 800 DIAGEO PLC COM 25243Q205 33324 400 SH 400 0 0 DICKS SPORTING GOODS COM 253393102 2187192 37600 SH 21200 0 16400 DIGENE CORP COM 253752109 1447685 24108 SH 13208 0 10900 DIGITAL RIVER INC. COM 25388B104 312225 6900 SH 6900 0 0 DILLARDS INC. COM 254067101 211987 5900 SH 5900 0 0 DIODES INC COM 254543101 3806834 91138 SH 50988 0 40150 DIRECTV GP COM 25459L106 92440 4000 SH 4000 0 0 DISNEY WALT PRODTNS COM 254687106 515514 15100 SH 13000 0 2100 DOBSON COMMUNICATIONS COM 256069105 2703785 243365 SH 134015 0 109350 DOLLAR FINL CORP COM 256664103 2841079 99687 SH 55687 0 44000 DOLLAR TREE STORES COM 256747106 1702805 39100 SH 22000 0 17100 DOMINION RESOURCES COM 25746U109 120834 1400 SH 1000 0 400 DOMINOS PIZZA INC COM 25754A201 237510 13000 SH 13000 0 0 DOW CHEM CO. COM 260543103 3718902 84100 SH 75700 0 8400 DOWNEY FINL CORP COM 261018105 356292 5400 SH 5400 0 0 DRS TECHNOLOGIES INC COM 23330X100 450714 7870 SH 7870 0 0 DSW INC A COM 23334L102 1139902 32737 SH 18237 0 14500 DUKE ENERGY CORP. COM 26441C105 1478640 80800 SH 70300 0 10500 DUPONT DE NEMOURS COM 263534109 2394564 47100 SH 42400 0 4700 E M C CORP MASS COM 268648102 304080 16800 SH 13500 0 3300 EASTMAN CHEM CO COM 277432100 572537 8900 SH 8900 0 0 EASTMAN KODAK CO. COM 277461109 258819 9300 SH 9300 0 0 EATON CORP. COM 278058102 1915800 20600 SH 18200 0 2400 EBAY INC. COM 278642103 225260 7000 SH 5600 0 1400 ECHOSTAR COMM. CL A COM 278762109 884748 20400 SH 20400 0 0 EDISON INTERNATIONAL COM 281020107 190808 3400 SH 2400 0 1000 EDWARDS AG INC. COM 281760108 1242885 14700 SH 14700 0 0 EL PASO ELEC CO. COM 283677854 373312 15200 SH 15200 0 0 ELECTRONIC DATA SYS COM 285661104 1225666 44200 SH 44200 0 0 ELI LILLY & CO. COM 532457108 469392 8400 SH 7000 0 1400 ELIZABETH ARDEN INC COM 28660G106 1441044 59400 SH 33000 0 26400 EMBARQ CORP. COM 29078E105 3060454 48295 SH 48295 0 0 EMCOR GROUP INC COM 29084Q100 444690 6100 SH 6100 0 0 EMULEX CORP COM 292475209 1668204 76383 SH 42483 0 33900 ENERGEN CORP COM 29265N108 450508 8200 SH 8200 0 0 ENERGIZER HLDGS INC COM 29266R108 766920 7700 SH 7000 0 700 ENPRO INDS INC COM 29355X107 3250200 75957 SH 42307 0 33650 ENTERGY CORP. COM 29364G103 3327850 31000 SH 28400 0 2600 EOG RES INC. COM 26875P101 416442 5700 SH 4600 0 1100 EQUITY RESIDENTIAL COM 29476L107 647946 14200 SH 9800 0 4400 EXELON CORP. COM 30161N101 1154340 15900 SH 12700 0 3200 EXPEDIA INC. COM 30212P105 298758 10200 SH 8600 0 1600 EXXON MOBIL CORP. COM 30231G102 11533500 137500 SH 127900 0 9600 EZCORP INC COM 302301106 3690226 278718 SH 155068 0 123650 FEDERAL HOME LN MTG. COM 313400301 236730 3900 SH 3100 0 800 FEDEX CORPORATION COM 31428X106 1364931 12300 SH 10800 0 1500 FELCOR LODGING TRUST COM 31430F101 437304 16800 SH 16800 0 0 FIRST CMNTY BANCORP COM 31983B101 6928645 121109 SH 70609 0 50500 FIRST DATA CORP. COM 319963104 182952 5600 SH 4500 0 1100 FIRST ENERGY CORP COM 337932107 3378906 52200 SH 48000 0 4200 FIRST POTOMAC RLTY COM 33610F109 195636 8400 SH 8400 0 0 FIRSTFED FINL CORP COM 337907109 312015 5500 SH 5500 0 0 FLORIDA EST COAST COM 340632108 6628940 79886 SH 44686 0 35200 FOCUS MEDIA HLDG LTD COM 34415V109 3145215 62300 SH 34500 0 27800 FOREST LABS INC. COM 345838106 219120 4800 SH 3800 0 1000 FORTUNE BRANDS COM 349631101 288295 3500 SH 3500 0 0 FOSSIL INC COM 349882100 1868515 63361 SH 35261 0 28100 FOUNDATION COAL HLDGS COM 35039W100 369824 9100 SH 9100 0 0 FPL GROUP INC. COM 302571104 2025618 35700 SH 31000 0 4700 FREIGHTCAR AMER INC COM 357023100 239200 5000 SH 5000 0 0 FRPT MCMORAN CPR COM 35671D857 1414979 17085 SH 15346 0 1739 FTD GROUP INC COM 30267U108 2174221 118100 SH 65200 0 52900 FURNITURE BRANDS COM 360921100 274060 19300 SH 19300 0 0 G & K SVCS INC. COM 361268105 3802126 96232 SH 53332 0 42900 GAMESTOP CORP COM 36467W109 3688420 94333 SH 57233 0 37100 GARDNER DENVER INC. COM 365558105 1595625 37500 SH 21000 0 16500 GEN-PROBE INC NEW COM 36866T103 90630 1500 SH 1500 0 0 GENENTECH INC. COM 368710406 279942 3700 SH 3000 0 700 GENERAL CABLE CORP COM 369300108 8495286 112149 SH 64299 0 47850 GENERAL DYNAMICS COM 369550108 1619154 20700 SH 20000 0 700 GENERAL ELECTRIC CO. COM 369604103 2886312 75400 SH 70000 0 5400 GENERAL MILLS INC. COM 370334104 759460 13000 SH 12100 0 900 GENERAL MOTORS CORP. COM 370442105 710640 18800 SH 18800 0 0 GENESCO INC. COM 371532102 4306525 82327 SH 49827 0 32500 GENTEX CORP. COM 371901109 291412 14800 SH 11900 0 2900 GENUINE PARTS COM 372460105 1309440 26400 SH 26400 0 0 GENWORTH FINL INC COM 37247D106 1792240 52100 SH 52100 0 0 GENZYME CORP. COM 372917104 354200 5500 SH 4400 0 1100 GEO GROUP INC COM 36159R103 1364790 46900 SH 26000 0 20900 GETTY IMAGES INC COM COM 374276103 119525 2500 SH 2500 0 0 GEVITY HR INC COM 374393106 1983238 102599 SH 56999 0 45600 GILEAD SCIENCES INC. COM 375558103 760478 19600 SH 15600 0 4000 GLAXOSMITHKLINE PLC COM 37733W105 2037193 38900 SH 37800 0 1100 GOLDMAN SACHS GROUP COM 38141G104 2015775 9300 SH 9000 0 300 GOODYEAR TIRE RUBBER COM 382550101 288508 8300 SH 8300 0 0 GOOGLE INC (A) COM 38259P508 940860 1800 SH 1400 0 400 GREIF BROS CORP A COM 397624107 2139999 35900 SH 20000 0 15900 GROUP 1 AUTOMOTIVE INC COM 398905109 165394 4100 SH 4100 0 0 GSI COMMERCE INC COM 36238G102 1866762 82200 SH 45500 0 36700 H & E EQUIPMENT SVCS COM 404030108 4371824 157600 SH 87600 0 70000 HALLIBURTON CO. COM 406216101 276000 8000 SH 6400 0 1600 HANCOCK HLDG COM 410120109 2423214 64533 SH 35933 0 28600 HARLEY DAVIDSON INC COM 412822108 262284 4400 SH 3500 0 900 HARRAH'S ENTERTAINMENT COM 413619107 528612 6200 SH 4700 0 1500 HARRIS CORP DEL COM 413875105 1221920 22400 SH 20600 0 1800 HARTFORD FINCL. SRV COM 416515104 364487 3700 SH 3700 0 0 HASBRO INC. COM 418056107 543393 17300 SH 17300 0 0 HEALTHCARE SVCS GP COM 421906108 2498296 84688 SH 46988 0 37700 HEARTLAND EXPRESS INC COM 422347104 0 0 SH 0 0 0 HEICO CORP NEW COM 422806109 4281766 101753 SH 60553 0 41200 HESS CORP. COM 42809H107 854920 14500 SH 14500 0 0 HEWLETT PACKARD COM 428236103 5042595 113012 SH 111012 0 2000 HOLLY CORP COM 435758305 319017 4300 SH 4300 0 0 HOLOGIC INC COM 436440101 8272937 149574 SH 83374 0 66200 HONDA MOTOR COM 438128308 892734 24600 SH 24600 0 0 HONEYWELL INT'L COM 438516106 1891008 33600 SH 33600 0 0 HOST HOTELS & RESORTS COM 44107P104 735216 31800 SH 22300 0 9500 HUB GROUP INC COM 443320106 6514761 185289 SH 103039 0 82250 HUDSON HIGHLAND GP COM 443792106 3958518 185064 SH 112664 0 72400 HUNTINGTON BANCSHARES COM 446150104 370662 16300 SH 16300 0 0 HURON CONSULTING GP COM 447462102 2672166 36600 SH 20300 0 16300 I2 TECHNOLOGIES INC COM 465754208 1875743 100630 SH 55430 0 45200 IDEARC INC COM 451663108 865585 24500 SH 24500 0 0 IHS INC COM 451734107 1771000 38500 SH 21500 0 17000 IMPERIAL SUGAR CO COM 453096208 3831846 124451 SH 69351 0 55100 INFINITY PPTY & CAS CO COM 45665Q103 207993 4100 SH 4100 0 0 INFOSPACE INC COM 45678T201 3465786 149323 SH 83123 0 66200 INNKEEPERS USA TRUST COM 4576J0104 203895 11500 SH 11500 0 0 INT'L BUSINESS MACH. COM 459200101 3346950 31800 SH 30400 0 1400 INT'L PAPER CO. COM 460146103 1171500 30000 SH 30000 0 0 INTEL CORP. COM 458140100 1120523 47200 SH 40800 0 6400 INTER TEL INC COM 458372109 3830020 160051 SH 90501 0 69550 INTERACTIVECORP COM 44919P300 294185 8500 SH 6800 0 1700 INTERMUNE INC COM 45884X103 3150205 121442 SH 67892 0 53550 INTERSIL CORP COM 46069S109 25168 800 SH 800 0 0 INTEVAC INC COM 461148108 1477017 69474 SH 38374 0 31100 INTUIT COM 461202103 454208 15100 SH 12900 0 2200 INTUITIVE SURGICAL INC COM 46120E602 194278 1400 SH 1100 0 300 INVENTIV HEALTH COM 46122E105 5751760 157109 SH 87659 0 69450 INVERNESS MED INNOV. COM 46126P106 2085034 40867 SH 22767 0 18100 INVESTMENT TECH. COM 46145F105 272979 6300 SH 6300 0 0 INVESTORS FIN. SVC COM 461915100 37002 600 SH 600 0 0 INVITROGEN CORP COM 46185R100 36875 500 SH 500 0 0 IRON MTN INC. - NEW COM 462846106 128037 4900 SH 4900 0 0 ISLE OF CAPRI CASINOS COM 464592104 215640 9000 SH 9000 0 0 ITC HLDGS CORP COM 465685105 1492664 36738 SH 20538 0 16200 ITT CORPORATION COM 450911102 744252 10900 SH 7800 0 3100 ITT EDUCATIONAL SVC. COM 45068B109 939040 8000 SH 6400 0 1600 J P MORGAN CHASE COM 46625H100 5358473 110598 SH 110598 0 0 J.C. PENNEY INC. COM 708160106 2258256 31200 SH 28200 0 3000 JACK IN THE BOX COM 466367109 3610846 50900 SH 28400 0 22500 JACOBS ENGR. GROUP INC. COM 469814107 1421474 24717 SH 15217 0 9500 JONES APPAREL COM 480074103 290975 10300 SH 10300 0 0 JONES LANG LASALLE INC COM 48020Q107 329150 2900 SH 2300 0 600 JUNIPER NETWORKS INC COM 48203R104 1082310 43000 SH 43000 0 0 KAYDON CORP. COM 486587108 1902380 36500 SH 20300 0 16200 KB HOME COM 48666K109 271653 6900 SH 5500 0 1400 KENDLE INTERNATIONAL COM 48880L107 3830257 104168 SH 57968 0 46200 KENEXA CORP COM 488879107 2520913 66850 SH 37050 0 29800 KEYCORP COM 493267108 2341306 68200 SH 61100 0 7100 KIMBERLY CLARK CORP. COM 494368103 1826097 27300 SH 23800 0 3500 KOHLS COM 500255104 227296 3200 SH 2600 0 600 KOMAG INC COM 500453204 275848 8650 SH 8650 0 0 KRAFT FOODS INC COM 50075N104 3525 100 SH 100 0 0 KROGER CO. COM 501044101 1347427 47900 SH 40100 0 7800 KYPHON INC COM 501577100 2072905 43051 SH 23951 0 19100 LABORATORY AMER H COM 50540R409 649558 8300 SH 6900 0 1400 LADISH INC COM 505754200 3241297 75379 SH 44729 0 30650 LAM RESEARCH COM 512807108 138780 2700 SH 2700 0 0 LAMAR ADVERTISING COM 512815101 125520 2000 SH 2000 0 0 LAN AIRLINES S A COM 501723100 4762890 56600 SH 31200 0 25400 LANDAMERICA FINL COM 514936103 135086 1400 SH 1400 0 0 LANDRYS RESTAURANTS COM 51508L103 329834 10900 SH 10900 0 0 LANDSTAR SYS INC. COM 515098101 1504483 31181 SH 17281 0 13900 LASALLE HOTEL PPTYS COM 517942108 299598 6900 SH 6900 0 0 LEHMAN BROTHERS HDG COM 524908100 3858220 50900 SH 46800 0 4100 LEXMARK INTL GROUP COM 529771107 1252474 25400 SH 24600 0 800 LIBERTY MEDIA INTERAC A COM 53071M104 209343 9375 SH 7475 0 1900 LIFEPOINT HOSPITAL COM 53219L109 2181552 56400 SH 34000 0 22400 LINCOLN NAT'L CORP. COM 534187109 1206150 17000 SH 13300 0 3700 LINEAR TECHNOLOGY COM 535678106 296676 8200 SH 6600 0 1600 LKQ CORP COM 501889208 2414657 97918 SH 54518 0 43400 LMI AEROSPACE INC COM 502079106 3766475 154999 SH 92499 0 62500 LOCKHEED MARTIN COM 539830109 1393124 14800 SH 13500 0 1300 LODGENET ENTMT CORP COM 540211109 4475255 139590 SH 77690 0 61900 LOEWS CORP-CAROLINA GP COM 540424207 873151 11300 SH 9700 0 1600 LOEWS CORP. COM 540424108 1488616 29200 SH 29200 0 0 LONGS DRUG STORES CORP. COM 543162101 2022020 38500 SH 21500 0 17000 LORAL SPACE & COMM COM 543881106 2537920 51500 SH 28600 0 22900 LOWES COS INC. COM 548661107 343728 11200 SH 9000 0 2200 LUBRIZOL CORP. COM 549271104 348570 5400 SH 5400 0 0 LUFKIN INDS INC COM 549764108 3372156 52241 SH 28991 0 23250 LYONDELL CHEMICAL COM 552078107 749824 20200 SH 13800 0 6400 M & F WORLDWIDE CORP COM 552541104 4187882 62900 SH 35100 0 27800 MACY'S INC. COM 55616P104 2727316 68560 SH 63260 0 5300 MANPOWER INC. COM 56418H100 442752 4800 SH 4800 0 0 MARATHON OIL COM 565849106 1936708 32300 SH 27100 0 5200 MARSH & MCLENNON COM 571748102 1442096 46700 SH 46700 0 0 MARSHALL & ILSLEY CORP. COM 571834100 1019282 21400 SH 16500 0 4900 MASCO CORP. COM 574599106 765843 26900 SH 26900 0 0 MASSEY ENERGY COMPANY COM 576206106 15990 600 SH 600 0 0 MATSUSHITA ELEC INDL COM 576879209 388276 19600 SH 19600 0 0 MATTEL INC. COM 577081102 1191159 47100 SH 38500 0 8600 MAXIM INTERGRATED COM 57772K101 180414 5400 SH 4300 0 1100 MBIA INC. COM 55262C100 553758 8900 SH 8000 0 900 MCAFEE INC. COM 579064106 80960 2300 SH 2300 0 0 MCDONALDS CORP. COM 580135101 6126732 120700 SH 112900 0 7800 MCKESSON CORP COM 58155Q103 703752 11800 SH 10700 0 1100 MEADWESTVACO CORP COM 583334107 211920 6000 SH 6000 0 0 MEDCATH CORP COM 58404W109 3390706 106626 SH 59426 0 47200 MEDCO HEALTH SOLUTIONS COM 58405U102 311960 4000 SH 3200 0 800 MEDICINES CO COM 584688105 1981915 112481 SH 63131 0 49350 MEDTRONIC INC. COM 585055106 238556 4600 SH 3700 0 900 MEMC ELECTR MATLS INC COM 552715104 543968 8900 SH 7400 0 1500 MEN'S WEARHOUSE COM 587118100 1383741 27095 SH 14795 0 12300 MERCK & CO. INC. COM 589331107 4666260 93700 SH 85100 0 8600 MERRILL LYNCH & CO COM 590188108 401184 4800 SH 4200 0 600 METAL MGMT INC COM 591097209 180687 4100 SH 4100 0 0 METLIFE INC COM 59156R108 12896 200 SH 200 0 0 MGM MIRAGE COM 552953101 445392 5400 SH 4300 0 1100 MICROCHIP TECH COM 595017104 88896 2400 SH 2400 0 0 MICRON TECHNOLOGY COM 595112103 437297 34900 SH 28700 0 6200 MICROS SYS. INC. COM 594901100 2073891 38123 SH 21323 0 16800 MICROSOFT CORP. COM 594918104 1352673 45900 SH 36800 0 9100 MID-AMER APART CMNTY COM 59522J103 3815296 72700 SH 43300 0 29400 MIDDLEBY CORP COM 596278101 4874313 81483 SH 42783 0 38700 MOHAWK INDS COM 608190104 514029 5100 SH 4100 0 1000 MOLSON COORS BREWING B COM 60871R209 231150 2500 SH 2500 0 0 MONSANTO CO COM 61166W101 1857350 27500 SH 25400 0 2100 MONSTER WORLDWIDE INC COM 611742107 20550 500 SH 500 0 0 MOOG INC. CL A COM 615394202 308770 7000 SH 7000 0 0 MORGAN STANLEY COM 617446448 1056888 12600 SH 12000 0 600 MOTOROLA INC. COM 620076109 1150500 65000 SH 62000 0 3000 MURPHY OIL CORP. COM 626717102 1069920 18000 SH 18000 0 0 NATCO GROUP INC COM 63227W203 3760777 81685 SH 45185 0 36500 NATL CITY CORP. COM 635405103 1226176 36800 SH 36800 0 0 NAVTEQ CORP COM 63936L100 55042 1300 SH 1300 0 0 NBTY INC COM 628782104 1458648 33765 SH 18565 0 15200 NCR CORPORATION COM 62886E108 1024530 19500 SH 15900 0 3600 NEWELL RUBBERMAID COM 651229106 2333799 79300 SH 74000 0 5300 NEWMONT MINING COM 651639106 769482 19700 SH 19700 0 0 NOBLE DRILLING COM G65422100 390080 4000 SH 3200 0 800 NOBLE ENERGY INC COM 655044105 692529 11100 SH 10400 0 700 NORDSTROM INC. COM 655664100 1114416 21800 SH 20400 0 1400 NORFOLK SOUTHERN CORP COM 655844108 1514016 28800 SH 24500 0 4300 NORTHROP GRUMMAN COM 666807102 1604122 20600 SH 17600 0 3000 NOVARTIS A G COM 66987V109 398097 7100 SH 5800 0 1300 NOVELLUS SYS INC. COM 670008101 187242 6600 SH 5300 0 1300 NTELOS HLDGS CORP COM 67020Q107 4087956 147900 SH 82400 0 65500 NUCOR CORP COM 670346105 2304945 39300 SH 36200 0 3100 NVIDIA CORP COM 67066G104 318087 7700 SH 6200 0 1500 NY TIMES CO. COM 650111107 843280 33200 SH 33200 0 0 OCCIDENTAL PETRO. COM 674599105 3843232 66400 SH 59300 0 7100 ODYSSEY RE HLDGS CORP COM 67612W108 4510055 105154 SH 58854 0 46300 OGE ENERGY CORP. COM 670837103 377495 10300 SH 10300 0 0 OHIO CAS CORP COM 677240103 203557 4700 SH 4700 0 0 OMNICELL INC COM 68213N109 3059771 147246 SH 81746 0 65500 OMNICOM GROUP COM 681919106 296352 5600 SH 4400 0 1200 OMNIVISION TECHNOLOGIES COM 682128103 222753 12300 SH 12300 0 0 ON ASSIGNMENT INC. COM 682159108 1764962 164642 SH 92042 0 72600 ORACLE SYSTEMS COM 68389X105 758835 38500 SH 33400 0 5100 OUTDOOR CHANNEL HLDGS COM 690027206 853161 75702 SH 42002 0 33700 OWENS ILL INC COM 690768403 4284000 122400 SH 68100 0 54300 OXFORD INDS INC COM 691497309 190662 4300 SH 4300 0 0 PACCAR INC. COM 693718108 1914880 22000 SH 21700 0 300 PACKETEER INC COM 695210104 110902 14200 SH 14200 0 0 PACTIV CORP. COM 695257105 239175 7500 SH 7500 0 0 PALL CORP COM 696429307 2216718 48200 SH 28600 0 19600 PANTRY INC COM 698657103 3599626 78083 SH 43433 0 34650 PAPA JOHNS INTL INC COM 698813102 1869400 65000 SH 36100 0 28900 PARAMETRIC TECH COM 699173209 254998 11800 SH 11800 0 0 PAREXEL INTERNATIONAL COM 699462107 4634381 110185 SH 61485 0 48700 PARK ELECTROCHEMICAL COM 700416209 197260 7000 SH 7000 0 0 PARKER HANNIFIN COM 701094104 1067219 10900 SH 10700 0 200 PATTERSON DENTAL COM 703395103 26089 700 SH 700 0 0 PAYLESS SHOESOURCE COM 704379106 268175 8500 SH 8500 0 0 PEABODY ENERGY COM 704549104 333822 6900 SH 5500 0 1400 PENN VA CORP COM 707882106 502500 12500 SH 12500 0 0 PEPSI BOTTLING GROUP COM 713409100 626448 18600 SH 18600 0 0 PERINI CORP COM 713839108 1398146 22723 SH 12723 0 10000 PETROHAWK ENERY COM 716495106 211175 13315 SH 13315 0 0 PETSMARK INC. COM 716768106 19470 600 SH 600 0 0 PFIZER INC. COM 717081103 4039548 157980 SH 150480 0 7500 PG&E CORP COM 69331C108 833520 18400 SH 16900 0 1500 PHARMACEUTICAL PRODS COM 717124101 1282045 33500 SH 18800 0 14700 PHOENIX COS INC COM 71902E109 2453534 163460 SH 90760 0 72700 PINNACLE ENTMT COM 723456109 3037019 107887 SH 64487 0 43400 PINNACLE WEST CAP. COM 723484101 1036100 26000 SH 26000 0 0 PIPER JAFFRAY COS COM 724078100 273077 4900 SH 4900 0 0 PMC-SIERRA INC. COM 69344F106 3865 500 SH 500 0 0 PPL CORP COM 69351T106 1745267 37300 SH 32200 0 5100 PRAXAIR INC. COM 74005P104 395945 5500 SH 4400 0 1100 PRECISION CASTPARTS COM 740189105 1055832 8700 SH 8700 0 0 PRICELINE COM INC COM 741503403 2962281 43094 SH 24094 0 19000 PRINCIPAL FINANCIAL GP COM 74251V102 437175 7500 SH 7500 0 0 PROCTOR & GAMBLE COM 742718109 496985 8122 SH 7122 0 1000 PROLOGIS TR COM 743410102 1701310 29900 SH 25900 0 4000 PRUDENTIAL FINL INC COM 744320102 3510003 36100 SH 35900 0 200 PS BUSINESS PKS INC CA COM 69360J107 316850 5000 SH 5000 0 0 PUBLIC SVC ENTER. COM 744573106 2001384 22800 SH 19500 0 3300 QUALCOMM INC. COM 747525103 342781 7900 SH 6300 0 1600 QUALITY SYSTEMS COM 747582104 1499815 39500 SH 22300 0 17200 QUANTA SVCS INC COM 74762E102 2246056 73233 SH 44933 0 28300 QUESTAR CORP COM 748356102 755755 14300 SH 13300 0 1000 QWEST COMM INT'L COM 749121109 290030 29900 SH 20700 0 9200 RACKABLE SYS INC COM 750077109 1487699 120364 SH 67064 0 53300 RADIAN GROUP COM 750236101 43200 800 SH 500 0 300 RALCORP HLDGS INC COM 751028101 326045 6100 SH 6100 0 0 RAMBUS INC. COM 750917106 151032 8400 SH 7100 0 1300 RAMCO-GERSHENSON PPTYS COM 751452202 226359 6300 SH 6300 0 0 RBC BEARINGS INC COM 75524B104 994125 24100 SH 13300 0 10800 RCN CORP COM 749361200 172868 9200 SH 9200 0 0 RED HAT INC COM 756577102 3241338 145482 SH 82632 0 62850 RED ROBIN GOURMET BURG COM 75689M101 1235322 30600 SH 16600 0 14000 REDDY ICE HLDGS COM 75734R105 2852000 100000 SH 55700 0 44300 REGIONS FINANCIAL CORP COM 7591EP100 1079060 32600 SH 25300 0 7300 RELIANT ENERGY INC COM 75952B105 444675 16500 SH 16500 0 0 REPUBLIC SVCS COM 760759100 61280 2000 SH 2000 0 0 REYNOLDS AMERICAN INC COM 761713106 2692760 41300 SH 39000 0 2300 ROBERT HALF INTL COM 770323103 200750 5500 SH 4400 0 1100 ROCK-TENN CO COM 772739207 1151436 36300 SH 20300 0 16000 ROCWELL COLLINS INC COM 774341101 784104 11100 SH 11100 0 0 ROFIN SINAR TECH COM 775043102 1883700 27300 SH 16800 0 10500 ROHM & HAAS CO COM 775371107 1175620 21500 SH 21500 0 0 ROPER INDS INC. COM 776696106 5710 100 SH 100 0 0 RR DONNELLEY & SONS COM 257867101 800584 18400 SH 12600 0 5800 RYDER SYS INC COM 783549108 586420 10900 SH 10900 0 0 SAFECO CORP. COM 786429100 1637438 26300 SH 23000 0 3300 SAFETY INS GROUP COM 78648T100 1462951 35337 SH 19537 0 15800 SAIA INC COM 78709Y105 1879822 68959 SH 37859 0 31100 SALESFORCE COM INC COM 79466L302 42860 1000 SH 1000 0 0 SANDERSON FARMS INC COM 800013104 207092 4600 SH 4600 0 0 SANDISK CORP. COM 80004C101 63622 1300 SH 1300 0 0 SANFILIPPO JOHN B & SO COM 800422107 1474297 134027 SH 73877 0 60150 SANMINA CORP. COM 800907107 382486 122200 SH 122200 0 0 SANOFI AVENTIS COM 80105N105 555726 13800 SH 13600 0 200 SAP AG - SPONSORED ADR COM 803054204 35749 700 SH 700 0 0 SAUER-DANFOSS INC COM 804137107 1877856 63100 SH 34900 0 28200 SCHEIN HENRY COM 806407102 331266 6200 SH 6200 0 0 SCHLUMBERGER LTD. COM 806857108 93434 1100 SH 1100 0 0 SCIELE PHARMA COM 808627103 334552 14200 SH 14200 0 0 SCIENTIFIC GAMES CORP COM 80874P109 2609821 74673 SH 41673 0 33000 SCRIPPS E W CO OHIO COM 811054204 260433 5700 SH 4600 0 1100 SEARS HLDGS COM 812350106 152550 900 SH 700 0 200 SELECTIVE INS GP IN COM 816300107 4651046 173030 SH 102930 0 70100 SEMPRA ENERGY COM 816851109 1113524 18800 SH 15700 0 3100 SHANDA INTERACTIVE ENT COM 81941Q203 1202800 38800 SH 21600 0 17200 SIGMA DESIGNS INC COM 826565103 1286393 49306 SH 27406 0 21900 SILGAN HOLDINGS INC COM 827048109 9153096 165577 SH 92327 0 73250 SIMON PPTY GP COM 828806109 1135088 12200 SH 9800 0 2400 SIRF TECHNOLOGY HLDGS COM 82967H101 1097851 52934 SH 29734 0 23200 SIRONA DENTAL SYSTEMS COM 82966C103 1403493 37100 SH 20700 0 16400 SL GREEN REALTY CORP. COM 78440X101 433615 3500 SH 2800 0 700 SMITH INTL INC. COM 832110100 52776 900 SH 900 0 0 SONY CORP COM 835699307 2630144 51200 SH 49900 0 1300 SOUTHERN COPPER CORP COM 84265V105 75408 800 SH 800 0 0 SOUTHWEST AIRLINES COM 844741108 301182 20200 SH 17200 0 3000 SOUTHWEST GAS CORP COM 844895102 284004 8400 SH 8400 0 0 SPARTAN STORES INC COM 846822104 1698156 51600 SH 28600 0 23000 SPARTECH CORP COM 847220209 2113857 79618 SH 47518 0 32100 SPECTRA ENERGY COM 847560109 613954 23650 SH 23650 0 0 SPRINT NEXTEL CORP COM 852061100 1831364 88429 SH 85329 0 3100 STANDARD MICROSYSTEMS COM 853626109 1682660 49000 SH 30800 0 18200 STANLEY WKS COM 854616109 461320 7600 SH 6500 0 1100 STARBUCKS CORP COM 855244109 338496 12900 SH 10300 0 2600 STARWOOD HTLS/RESORTS COM 85590A401 992636 14800 SH 11700 0 3100 STATE STREET COM 857477103 287280 4200 SH 3400 0 800 STATION CASINOS INC COM 857689103 425320 4900 SH 4200 0 700 STEELCASE INC. - CL A COM 858155203 1443185 78010 SH 43410 0 34600 STERICYCLE INC COM 858912108 2753052 61922 SH 34922 0 27000 STERLING FINL CORP COM 859319105 138912 4800 SH 4800 0 0 SUN HEALTHCARE GP COM 866933401 1373652 94800 SH 52500 0 42300 SUN MICROSYSTEMS COM 866810104 14728 2800 SH 2800 0 0 SUNOCO INC COM 86764P109 334656 4200 SH 4200 0 0 SUNRISE SENIOR LIVING COM 86768K106 1939515 48500 SH 26800 0 21700 SUNSTONE HOTEL INVS COM 867892101 394621 13900 SH 13900 0 0 SUNTRUST BANKS INC. COM 867914103 265794 3100 SH 2500 0 600 SUPERVALU INC. COM 868536103 759648 16400 SH 16400 0 0 SVB FINANCIAL GP COM 78486Q101 350526 6600 SH 6600 0 0 SWS GROUP COM 78503N107 2711234 125404 SH 70029 0 55375 SYMANTEC CORP. COM 871503108 234320 11600 SH 9300 0 2300 SYMBION INC COM 871507109 4170642 192107 SH 106757 0 85350 SYSCO COM 871829107 247425 7500 SH 6000 0 1500 T ROWE PRICE GP COM 74144T108 492955 9500 SH 8200 0 1300 TAKE-TWO INTERACTIVE COM 874054109 187718 9400 SH 9400 0 0 TARGET CORP. COM 87612E106 553320 8700 SH 7000 0 1700 TCF FINACIAL CORP. COM 872275102 920180 33100 SH 32900 0 200 TECHNITROL INC. COM 878555101 203557 7100 SH 7100 0 0 TECHWELL INC COM 87874D101 1979632 151117 SH 84717 0 66400 TELE. & DATA SYS COM 879433100 581901 9300 SH 9300 0 0 TELEFLEX INC COM 879369106 785088 9600 SH 9600 0 0 TELETECH HOLDINGS COM 879939106 1860699 57305 SH 36405 0 20900 TEREX CORP. NEW COM 880779103 447150 5500 SH 5500 0 0 TERRA INDS INC COM 880915103 3804230 149655 SH 82555 0 67100 TESORO PETE CORP COM 881609101 1737360 30400 SH 25400 0 5000 TETRA TECHNOLOGIES COM 88162F105 394800 14000 SH 14000 0 0 TEXAS INSTRS INC. COM 882508104 929461 24700 SH 19800 0 4900 TEXTRON INC. COM 883203101 242242 2200 SH 2000 0 200 THE9 LTD COM 88337K104 1022346 22100 SH 12100 0 10000 THERMO FISHER SCIENTIFI COM 883556102 1261968 24400 SH 24400 0 0 THOMAS & BETTS COM 884315102 1925600 33200 SH 18300 0 14900 THQ INC. COM 872443403 1834160 60097 SH 3599700% 02410000% TIDEWATER INC. COM 886423102 808032 11400 SH 11400 0 0 TIME WARNER INC. COM 887317105 3528408 167700 SH 162100 0 5600 TOWER GROUP COM 891777104 1815014 56897 SH 31447 0 25450 TRANSACTION SYS ARCH COM 893416107 4677258 138956 SH 77456 0 61500 TRANSOCEAN INC COM G90078109 402724 3800 SH 3100 0 700 TRAVELERS COMPANIES COM 89417E109 1059300 19800 SH 18700 0 1100 TRICO MARINE SERVICES COM 896106200 4848245 118597 SH 66047 0 52550 TRIUMPH GROUP COM 896818101 248786 3800 SH 3800 0 0 TRIZETTO GROUP INC COM 896882107 1969163 101713 SH 56513 0 45200 TRUMP ENTMT RESORTS COM 89816T103 1729661 137493 SH 81993 0 55500 TXU CORP. COM 873168108 531670 7900 SH 7900 0 0 UAP HLDG CORP COM 903441103 3021956 100264 SH 55964 0 44300 UNION PACIFIC CORP. COM 907818108 1761795 15300 SH 14400 0 900 UNIONBANCAL CORP. COM 908906100 1325340 22200 SH 19200 0 3000 UNITED HEALTHCARE COM 91324P102 501172 9800 SH 7800 0 2000 UNITED RENTALS COM 911363109 364448 11200 SH 11200 0 0 UNIVERSAL COMPRESSION COM 913431102 413079 5700 SH 5700 0 0 UNUMPROVIDENT COM 91529Y106 592697 22700 SH 22700 0 0 URBAN OUTFITTERS COM 917047102 2588631 107725 SH 60025 0 47700 URS CORP NEW COM 903236107 208765 4300 SH 4300 0 0 US BANCORP COM 902973304 3159905 95900 SH 84400 0 11500 USX-US STEEL GROUP COM 912909108 489375 4500 SH 3700 0 800 V F CORP. COM 918204108 1135592 12400 SH 11700 0 700 VALERO ENERGY NEW COM 91913Y100 856776 11600 SH 10900 0 700 VALUECLICK INC COM 92046N102 2849135 96712 SH 53712 0 43000 VARIAN SEMICONDUCTOR E COM 922207105 2562638 63970 SH 38870 0 25100 VENTANA MEDICAL SYSTEMS COM 92276H106 2441732 31600 SH 15200 0 16400 VERIFONE HLDGS COM 92342Y109 1719318 48775 SH 27225 0 21550 VERINT SYS INC COM 92343X100 3685168 117737 SH 65437 0 52300 VERISIGN INC. COM 92343E102 44422 1400 SH 1400 0 0 VERIZON COMM. COM 92343V104 5236824 127200 SH 113600 0 13600 VERTEX PHARMACEUTIC COM 92532F100 1746444 61150 SH 36450 0 24700 VIROPHARMA INC COM 928241108 187680 13600 SH 13600 0 0 VODAFONE GP PLC COM 92857W209 1358652 40400 SH 40400 0 0 VORNADO RLTY TR COM 929042109 790848 7200 SH 5000 0 2200 W-H ENERGY SERVICES COM 92925E108 5671389 91607 SH 51157 0 40450 WACHOVIA CORP COM 929903102 1558820 30416 SH 29516 0 900 WAL MART STORES INC. COM 931142103 1039176 21600 SH 21600 0 0 WALGREEN COM 931422109 248178 5700 SH 4600 0 1100 WARNACO GROUP COM 934390402 4972536 126399 SH 70249 0 56150 WASHINGTON GROUP INTL COM 938862208 8397289 104953 SH 65853 0 39100 WASHINGTON MUTUAL COM 939322103 1385800 32500 SH 25100 0 7400 WATSCO INC. COM 942622200 4472931 82223 SH 45773 0 36450 WEBSTER FINANCIAL COM 947890109 379763 8900 SH 8900 0 0 WELLCARE HEALTH PLANS COM 94946T106 5624924 62147 SH 34747 0 27400 WELLPT HEALTH NTWK COM 94973V107 191592 2400 SH 2400 0 0 WELLS FARGO (NEW) COM 949746101 552169 15700 SH 15700 0 0 WEST PHARMACEUTICAL COM 955306105 414920 8800 SH 8800 0 0 WEYERHAEUSER CO. COM 962166104 292041 3700 SH 3000 0 700 WHIRLPOOL CORP COM 963320106 2546480 22900 SH 20600 0 2300 WHOLE FOODS MARKET COM 966837106 45960 1200 SH 1200 0 0 WILD OATS MKT. INC. COM 96808B107 769284 45900 SH 21700 0 24200 WILLIAMS COS. COM 969457100 1309068 41400 SH 34000 0 7400 WILLIAMS SCOTSMAN INTL COM 96950G102 5526920 232126 SH 131826 0 100300 WILLIAMS SONOMA INC COM 969904101 6316 200 SH 200 0 0 WINDSTREAM CORP COM 97381W104 759313 51444 SH 35444 0 16000 WINNEBAGO INDS INC COM 974637100 2114310 71623 SH 39523 0 32100 WMS INDS INC COM 929297109 3678322 127454 SH 70954 0 56500 WRIGHT EXPRESS CORP COM 98233Q105 2107605 61500 SH 34300 0 27200 WYETH COM 983024100 2884202 50300 SH 50300 0 0 WYNDHAM WORLDWIDE COM 98310W108 699818 19300 SH 19300 0 0 XCEL ENERGY INC COM 98389B100 638664 31200 SH 31200 0 0 XEROX CORP. COM 984121103 1241856 67200 SH 67200 0 0 XM SATELLITE RADIO HLD COM 983759101 27071 2300 SH 2300 0 0 XTO ENERGY COM 98385X106 0 0 SH 0 0 0 YAHOO INC. COM 984332106 282152 10400 SH 8300 0 2100 YUM! BRANDS INC. COM 988498101 111248 3400 SH 3400 0 0 ZEBRA TECHNOLOGIES COM 989207105 54236 1400 SH 1400 0 0 ZENITH NATL INS CORP COM 989390109 320212 6800 SH 6800 0 0 ZORAN CORP COM 98975F101 4363710 217750 SH 125350 0 92400 CASH AND EQUIVALENTS 14317417
-----END PRIVACY-ENHANCED MESSAGE-----