-----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, QkQ2oZ1bJlhHWmsgiH/I7QSxsdG+5uaN6tpMXVZyfZLTR3U5p9r9mcK+vZJlnF7k FE3xmvr976nAeaHs7id8hg== 0001034549-05-000004.txt : 20050811 0001034549-05-000004.hdr.sgml : 20050811 20050811145717 ACCESSION NUMBER: 0001034549-05-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050811 DATE AS OF CHANGE: 20050811 EFFECTIVENESS DATE: 20050811 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: 051016665 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 lettr056.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, 2005 Institutional Investment Manager Filing this Report: Name: Paradigm Asset Management Company, LLC Address: 650 5th Avenue, 14th Floor New York, NY 10019 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, New York, NY, August 11, 2005 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: 760 FORM 13F INFORMATION TABLE VALUE TOTAL: $918,416,695 Paradigm Asset Management Company, LLC PORTFOLIO APPRAISAL Form 13F Information Table 30-Jun-05 INVSTMT TITLE OF CLASS DSCRETN - VOTING AUTHORITY - NAME OF ISSUER (COM) CUSIP VALUE SHARES (SOLE) (SOLE) SHARE NONE - ----------------------------------- ----- ----- ----- ----- ----- ----- ----- 3M CO COM 88579Y101 383190 5300 SH 5300 0 0 7-ELEVEN COM 817826209 87696 2900 SH 2900 0 0 A C MOORE ARTS & CRAFT COM 00086T103 1659525 52500 SH 49000 0 3500 A S V INC COM 001963107 2975636 73400 SH 69100 0 4300 AARON RENTS COM 002535201 1600427 64300 SH 60100 0 4200 ABBOTT LABS COM 002824100 318565 6500 SH 6500 0 0 ABGENIX INC COM 00339B107 97812 11400 SH 11400 0 0 ACTUANT CORP COM 00508X203 532134 11100 SH 11100 0 0 ACUITY BRANDS COM 00508Y102 12845 500 SH 500 0 0 ACXIOM CORP COM 005125109 2568240 123000 SH 116900 0 6100 ADOBE SYS INC. COM 00724F101 383374 13400 SH 13400 0 0 ADVANCED MICRO DEV COM 007903107 298248 17200 SH 17200 0 0 ADVANTA CORP CL B COM 007942204 2092288 74300 SH 70500 0 3800 ADVISORY BRD CO COM 00762W107 1551204 31800 SH 29300 0 2500 ADVO SYSTEM INC. COM 007585102 89180 2800 SH 2800 0 0 AEROFLEX INC COM 007768104 1913520 227800 SH 227800 0 0 AETNA LIFE & CAS COM 00817Y108 223614 2700 SH 2700 0 0 AFFILIATED MGRS GP COM 008252108 81996 1200 SH 1200 0 0 AFLAC INC. COM 001055102 597264 13800 SH 13800 0 0 AFTERMARKET TECH. COM 008318107 1694196 97200 SH 97200 0 0 AGERE SYS INC COM 00845V308 2918400 243200 SH 229400 0 13800 AGERE SYS INC COM 00950H102 76590 13800 SH 13800 0 0 AGILENT TECHNOLOGIES COM 00846U101 1864620 81000 SH 38400 0 42600 AGILYSYS INC COM 00847J105 155430 9900 SH 1600 0 8300 AGL RES INC COM 001204106 3254330 84200 SH 37200 0 47000 AIR PROD & CHEM. COM 009158106 78390 1300 SH 1300 0 0 AIRTRAN HLDGS INC COM 00949P108 1355887 146900 SH 131700 0 15200 ALASKA AIRGROUP COM 011659109 14875 500 SH 500 0 0 ALBANY INTL CL A COM 012348108 16055 500 SH 500 0 0 ALCOA INC. COM 013817101 1795131 68700 SH 33000 0 35700 ALEXION PHARM. COM 015351109 82944 3600 SH 3600 0 0 ALKERMES INC. COM 01642T108 2647966 200300 SH 192300 0 8000 ALLIED CAPITAL COM 01903Q108 314388 10800 SH 10800 0 0 ALLMERICA FINL COM 019754100 14836 400 SH 400 0 0 ALLSTATE CORP. COM 020002101 4313950 72200 SH 33700 0 38500 ALTRIA GROUP COM 02209S103 3258864 50400 SH 24400 0 26000 AMEDISYS INC COM 023436108 1857390 50500 SH 47000 0 3500 AMER PWR CONV. COM 029066107 1554581 65900 SH 23800 0 42100 AMER TEL & TELEG. COM 001957505 3209230 168552 SH 77211 0 91341 AMER. ELEC. PWR COM 025537101 346578 9400 SH 7200 0 2200 AMERADA HESS CORP. COM 023551104 3962172 37200 SH 17600 0 19600 AMERCO COM 023586100 1301265 24300 SH 22900 0 1400 AMERICA SVC GROUP COM 02364L109 69740 4400 SH 4400 0 0 AMERICAN FINL GP COM 025932104 512856 15300 SH 12400 0 2900 AMERICAN GREETING COM 026375105 15900 600 SH 600 0 0 AMERICAN INTL GROUP COM 026874107 2875950 49500 SH 23000 0 26500 AMERICAN PHYSICIANS COM 028884104 2689660 72400 SH 68800 0 3600 AMERICAN RETIREMENT CO COM 028913101 11696 800 SH 800 0 0 AMERICAN TOWER CORP. COM 029912201 2862924 136200 SH 136200 0 0 AMERIGROUP CORP COM 03073T102 1563780 38900 SH 36300 0 2600 AMERISOURCEBERGEN CORP COM 03073E105 373410 5400 SH 4600 0 800 AMERISTAR CASINOS INC COM 03070Q101 5218 200 SH 200 0 0 AMERUS GROUP COM 03072M108 3646995 75900 SH 31900 0 44000 AMETEK AEROSPACE COM 031100100 322245 7700 SH 7700 0 0 AMGEN INC. COM 031162100 665060 11000 SH 11000 0 0 AMYLIN PHARM. COM 032346108 1707888 81600 SH 77400 0 4200 ANADARKO PETE CORP. COM 032511107 65720 800 SH 800 0 0 ANGIODYNAMICS INC COM 03475V101 1432666 65900 SH 60300 0 5600 ANHEUSER BUSCH CO. COM 035229103 141825 3100 SH 3100 0 0 ANIXTER INTL COM 035290105 1773009 47700 SH 47700 0 0 ANSOFT CORP COM 036384105 1551072 64200 SH 59500 0 4700 ANSYS INC COM 03662Q105 2234628 62700 SH 59100 0 3600 ANWORTH MORTGAGE ASSET COM 037347101 14760 1500 SH 1500 0 0 APACHE CORP. COM 037411105 251294 3890 SH 3890 0 0 APPLE COMPUTER COM 037833100 272394 7400 SH 7400 0 0 APPLIED INDL TECH COM 03820C105 1890579 58550 SH 58550 0 0 APPLIED MATLS INC. COM 038222105 593806 36700 SH 36700 0 0 APRIA HEALTHCARE GP COM 037933108 17320 500 SH 500 0 0 ARCH CHEMICALS INC COM 03937R102 14976 600 SH 600 0 0 ARCH COAL INC COM 039380100 3388034 62200 SH 58400 0 3800 ARCHER DANIELS MID COM 039483102 53450 2500 SH 2500 0 0 ARCHSTONE-SMITH TR COM 039583109 4472196 115800 SH 46500 0 69300 ARKANSAS BEST CORP COM 040790107 1542785 48500 SH 45100 0 3400 ARTHROCARE CORP COM 043136100 129278 3700 SH 3700 0 0 ASPECT COMMUNICATIONS COM 04523Q102 1785570 159000 SH 159000 0 0 ASSURANT INC COM 04621X108 2306790 63900 SH 23400 0 40500 ASSURED GUARANTY LTD COM G0585R106 30368 1300 SH 1300 0 0 ASTORIA FINANCIAL COM 046265104 284700 10000 SH 10000 0 0 ATHEROGENICS INC COM 047439104 1442994 90300 SH 85300 0 5000 ATHEROS COMM. COM 04743P108 1202552 149200 SH 140600 0 8600 AUTO DATA PROCESS COM 053015103 281199 6700 SH 6700 0 0 AUTODESK INC. COM 052769106 333098 9700 SH 9700 0 0 AUTOLIV INC COM 052800109 2400240 54800 SH 24100 0 30700 AVERY DENNISON CORP. COM 053611109 503120 9500 SH 9500 0 0 AVID TECHNOLOGY INC COM 05367P100 1880784 35300 SH 35300 0 0 AVISTA CORP. COM 05379B107 16731 900 SH 900 0 0 AVOCENT CORP COM 053893103 99332 3800 SH 3800 0 0 B J SERVICES CO. COM 055482103 425088 8100 SH 8100 0 0 BAKER HUGHES INC. COM 057224107 4312788 84300 SH 42800 0 41500 BANK HAWAII CORP COM 062540109 3253075 64100 SH 24100 0 40000 BANK NEW YORK COM 064057102 2918292 101400 SH 37900 0 63500 BANK OF AMERICA COM 060505104 4785674 104926 SH 48130 0 56796 BARNES AND NOBLE COM 067774109 124160 3200 SH 3200 0 0 BAXTER INTL INC. COM 071813109 2211160 59600 SH 31600 0 28000 BEAR STEARNS COM 073902108 2411408 23200 SH 10100 0 13100 BEAZER HOMES USA COM 07556Q105 28575 500 SH 500 0 0 BEBE STORES INC COM 075571109 111174 4200 SH 4200 0 0 BECTON DICKINSON & CO COM 075887109 1846944 35200 SH 15400 0 19800 BEI TECHNOLOGIES INC COM 05538P104 1504752 56400 SH 56400 0 0 BEL FUSE INC B COM 077347300 18336 600 SH 600 0 0 BELLSOUTH CORP. COM 079860102 2021977 76100 SH 32800 0 43300 BENCHMARK ELECTRS INC. COM 08160H101 15210 500 SH 500 0 0 BERRY PETE CO COM 085789105 15864 300 SH 300 0 0 BEST BUY INC. COM 086516101 431865 6300 SH 6300 0 0 BIO RAD LABS INC [A] COM 090572207 1385514 23400 SH 23400 0 0 BIOGEN IDEC INC COM 09062X103 682110 19800 SH 17900 0 1900 BIOMET INC COM 090613100 228558 6600 SH 6600 0 0 BKF CAP GROUP INC COM 05548G102 15164 400 SH 400 0 0 BLACK & DECKER COM 091797100 368385 4100 SH 4100 0 0 BLOCK H & R COM 093671105 460965 7900 SH 7900 0 0 BLUEGREEN CORP COM 096231105 24374 1400 SH 1400 0 0 BOEING CO. COM 097023105 508200 7700 SH 6500 0 1200 BORDERS GROUP INC. COM 099709107 308782 12200 SH 12200 0 0 BOWATER INC. COM 102183100 2693184 83200 SH 36700 0 46500 BRADLEY PHARM. COM 104576103 3527075 328100 SH 328100 0 0 BRADY WH CO. COM 104674106 2281600 73600 SH 73600 0 0 BRE PROP INC COM 05564E106 108810 2600 SH 2600 0 0 BRIGHT HORIZON FAMILY COM 109195107 1807968 44400 SH 44400 0 0 BRIGHTPOINT INC COM 109473405 97636 4400 SH 600 0 3800 BRISTOL MYERS SQUIBB COM 110122108 2645382 105900 SH 48800 0 57100 BRISTOL WEST HDGS COM 11037M105 122610 6700 SH 1500 0 5200 BROOKFIELD HOMES CORP COM 112723101 27360 600 SH 600 0 0 BROWN SHOE INC. COM 115736100 15660 400 SH 400 0 0 BUILDING MATLS HLDG COM 120113105 1898546 27400 SH 26000 0 1400 BURLINGTON NORTHERN COM 12189T104 1883200 40000 SH 15000 0 25000 BURLINGTON RES. COM 122014103 4049092 73300 SH 30700 0 42600 CABOT OIL & GAS COM 127097103 2446350 70500 SH 67100 0 3400 CAL DIVE INTL COM 127914109 3524501 67300 SH 64600 0 2700 CALAMOS ASSET MGMT COM 12811R104 2348088 86200 SH 82200 0 4000 CANTEL MEDICAL CORP COM 138098108 657672 40200 SH 40200 0 0 CAPITAL AUTOMOTIVE COM 139733109 15264 400 SH 400 0 0 CAPITAL ONE FINL COM 14040H105 2720340 34000 SH 17600 0 16400 CARAUSTAR INDS COM 140909102 10500 1000 SH 1000 0 0 CARDINAL HEALTH INC COM 14149Y108 3356914 58300 SH 31700 0 26600 CAREMARK RX INC COM 141705103 525336 11800 SH 11800 0 0 CARPENTER TECH. COM 144285103 2590000 50000 SH 50000 0 0 CASCADE CORP COM 147195101 17300 400 SH 400 0 0 CASEYS GEN STORES COM 147528103 17838 900 SH 900 0 0 CATALINA MKTG COM 148867104 1595748 62800 SH 58600 0 4200 CATERPILLAR TRACTOR COM 149123101 276399 2900 SH 2900 0 0 CATHAY GENERAL BANCORP COM 149150104 16785 500 SH 500 0 0 CATO CORP CL A COM 149205106 20650 1000 SH 1000 0 0 CB RICHARD ELLIS GP COM 12497T101 1868436 42600 SH 38600 0 4000 CBL & ASSOC. PROP. COM 124830100 60298 1400 SH 1400 0 0 CEMEX S A COM 151290889 3508134 82700 SH 37200 0 45500 CENDANT CORP. COM 151313103 288573 12900 SH 12900 0 0 CENTRAL GARDEN COM 153527106 117888 2400 SH 2400 0 0 CENTURY ALUM CO. COM 156431108 83640 4100 SH 4100 0 0 CHARLES SCHWAB COM 808513105 2532360 224500 SH 107400 0 117100 CHESAPEAKE CORP. COM 165159104 12564 600 SH 600 0 0 CHEVRON CORP COM 166764100 7666967 137106 SH 60302 0 76804 CHICAGO MERCANTILE COM 167760107 325050 1100 SH 1100 0 0 CHILDRENS PL RETAIL ST COM 168905107 135343 2900 SH 2900 0 0 CHIQUITA BRANDS INTL COM 170032809 16476 600 SH 600 0 0 CIGNA CORP. COM 125509109 64218 600 SH 600 0 0 CINCINNATI FINL COM 172062101 417179 10545 SH 9046 0 1500 CINTAS CORP COM 172908105 401440 10400 SH 10400 0 0 CIRCOR INTL INC COM 17273K109 17269 700 SH 700 0 0 CIRCUIT CITY STORE COM 172737108 12103 700 SH 700 0 0 CISCO SYSTEMS COM 17275R102 517068 27100 SH 27100 0 0 CIT GROUP INC COM 125581108 2582497 60100 SH 29800 0 30300 CITIGROUP INC. COM 172967101 5265966 113908 SH 52786 0 61122 CITY NATL CORP COM 178566105 143420 2000 SH 2000 0 0 CKE RESTAURANTS INC COM 12561E105 1625856 116800 SH 116800 0 0 CMPTR ASSOC INTL COM 204912109 46716 1700 SH 1700 0 0 CMS ENERGY CORP. COM 125896100 18072 1200 SH 1200 0 0 CNS INC COM 126136100 121105 5300 SH 5300 0 0 COACH INC COM 189754104 315558 9400 SH 9400 0 0 COCA COLA COMPANY COM 191216100 379925 9100 SH 9100 0 0 COHERENT INC COM 192479103 2070575 57500 SH 57500 0 0 COLDWATER CREEK INC COM 193068103 2301684 92400 SH 87300 0 5100 COLONIAL PPTY TR COM 195872106 13200 300 SH 300 0 0 COMCAST CORP-Cl A COM 20030N101 3998889 130257 SH 63257 0 67000 COMERICA INC COM 200340107 462400 8000 SH 7200 0 800 COMMERCE BANCSHARES COM 200525103 1124143 22300 SH 19100 0 3200 COMMERCIAL CAP BANCORP COM 20162L105 11697 700 SH 700 0 0 COMMERCIAL METAL CO COM 201723103 104808 4400 SH 600 0 3800 COMMERCIAL NET LEASE R COM 202218103 22517 1100 SH 1100 0 0 COMMONWLTH TELE COM 203349105 1030986 24600 SH 24600 0 0 COMPANIA ANONIMA NACIO COM 204421101 126898 6700 SH 6700 0 0 COMPUCREDIT CORP COM 20478N100 99412 2900 SH 400 0 2500 COMPUTER SCIENCES COM 205363104 1402770 32100 SH 12100 0 20000 COMTECH TELECOMM COM 205826209 1859910 57000 SH 53800 0 3200 CONAGRA INC. COM 205887102 259392 11200 SH 9000 0 2200 CONMED CORP COM 207410101 126157 4100 SH 500 0 3600 CONOCOPHILLIPS COM 20825C104 6117510 106410 SH 51068 0 55342 CONSOLIDATED GRAPHICS COM 209341106 1463643 35900 SH 35900 0 0 CONSTELLATION ENERGY COM 210371100 1344177 23300 SH 8800 0 14500 CONVERGYS CORP. COM 212485106 304308 21400 SH 17500 0 3900 COOPER COMPANIES COM 216648402 517310 8500 SH 8500 0 0 CORNING INC COM 219350105 535164 32200 SH 32200 0 0 CORPORATE EXECUTIVE COM 21988R102 2663220 34000 SH 31900 0 2100 CORRECTIONS CORP AMER COM 22025Y407 15700 400 SH 400 0 0 COSTAR GROUP INC COM 22160N109 1499840 34400 SH 34400 0 0 COSTCO WHOLESALE COM 22160K105 2267811 50700 SH 23200 0 27500 COUNTRYWIDE FINANCIAL COM 222372104 3320460 86000 SH 36800 0 49200 CROMPTON CORP COM 227116100 2203155 155700 SH 148900 0 6800 CROWN CASTLE INTL COM 228227104 4053840 199500 SH 199500 0 0 CROWN HOLDINGS INC COM 228368106 1609413 113100 SH 113100 0 0 CRT PROPERTIES COM 22876P109 24570 900 SH 900 0 0 CSX CORP. COM 126408103 371142 8700 SH 7000 0 1700 CUTERA INC COM 232109108 1617020 93200 SH 93200 0 0 CVS CORP COM 126650100 2270367 78100 SH 48100 0 30000 D R HORTON INC. COM 23331A109 1835368 48800 SH 18300 0 30500 DADE BEHRING HLDGS COM 23342J206 2164833 33300 SH 31000 0 2300 DAKTRONICS INC COM 234264109 1382691 69100 SH 69100 0 0 DANA CORP. COM 235811106 69046 4600 SH 4600 0 0 DANAHER CORP COM 235851102 345444 6600 SH 6600 0 0 DAVE & BUSTERS INC COM 23833N104 11064 600 SH 600 0 0 DECKERS OUTDOOR CORP COM 243537107 1271820 51700 SH 49000 0 2700 DEERE & CO. COM 244199105 229215 3500 SH 3500 0 0 DELL COMPUTER COM 24702R101 430114 10900 SH 10900 0 0 DELUXE CORP COM 248019101 2602460 64100 SH 24000 0 40100 DEVON ENERGY (NEW) COM 25179M103 4915960 97000 SH 44200 0 52800 DIAGEO PLC COM 25243Q205 3059880 51600 SH 22900 0 28700 DIAMONDCLUSTER INT'L COM 25278P106 1479170 130900 SH 121800 0 9100 DIEBOLD INC COM 253651103 1984840 44000 SH 15800 0 28200 DIGI INTL INC COM 253798102 2012642 169700 SH 157600 0 12100 DIGITAL RIVER INC. COM 25388B104 1463675 46100 SH 43000 0 3100 DIGITAL RLTY TR COM 253868103 12166 700 SH 700 0 0 DIRECT GEN CORP COM 25456W204 102355 5500 SH 5500 0 0 DISNEY WALT PRODTNS COM 254687106 2127710 84500 SH 45200 0 39300 DOLLAR THRIFTY AUTO COM 256743105 22788 600 SH 600 0 0 DOMINION RESOURCES COM 25746U109 425662 5800 SH 4500 0 1300 DOVER CORP. COM 260003108 61846 1700 SH 1700 0 0 DOW CHEM CO. COM 260543103 2669618 59951 SH 24744 0 35207 DOWNEY FINL CORP COM 261018105 29280 400 SH 400 0 0 DRIL-QUIP INC COM 262037104 113139 3900 SH 3900 0 0 DRS TECHNOLOGIES INC COM 23330X100 20512 400 SH 400 0 0 DSP GROUP INC COM 23332B106 2616152 109600 SH 102100 0 7500 DUKE POWER CO COM 264399106 3508140 118000 SH 53100 0 64900 DUPONT DE NEMOURS COM 263534109 2868767 66700 SH 30700 0 36000 E M C CORP MASS COM 268648102 263232 19200 SH 19200 0 0 EAGLE MATERIALS INC COM 26969P108 6027609 65100 SH 63300 0 1800 EAST WEST BANCORP COM 27579R104 1138701 33900 SH 33900 0 0 EASTGROUP PROP COM 277276101 16844 400 SH 400 0 0 EASTMAN CHEM CO COM 277432100 237145 4300 SH 4300 0 0 EASTMAN KODAK CO. COM 277461109 260445 9700 SH 9700 0 0 EATON VANCE COM 278265103 19128 800 SH 800 0 0 EBAY INC. COM 278642103 303692 9200 SH 9200 0 0 EDISON INTERNATIONAL COM 281020107 3053415 75300 SH 34000 0 41300 EDUCATE INC COM 28138P100 91975 6500 SH 6500 0 0 EDUCATION MGMT CORP COM 28139T101 1983324 58800 SH 54500 0 4300 EDWARDS AG INC. COM 281760108 3612000 80000 SH 36600 0 43400 EL PASO ELEC CO. COM 283677854 14315 700 SH 700 0 0 ELECTRONIC DATA SYS COM 285661104 1757525 91300 SH 42700 0 48600 ELECTRONICS BOUTIQUE COM 286045109 31745 500 SH 500 0 0 ELI LILLY & CO. COM 532457108 311976 5600 SH 5600 0 0 ELIZABETH ARDEN INC COM 28660G106 1826759 78100 SH 78100 0 0 ELKCORP COM 287456107 1293315 45300 SH 45300 0 0 EMCOR GROUP INC COM 29084Q100 14670 300 SH 300 0 0 EMERSON ELEC CO. COM 291011104 1903952 30400 SH 11400 0 19000 EMULEX CORP COM 292475209 1740178 95300 SH 89000 0 6300 ENERGEN CORP COM 29265N108 52575 1500 SH 1500 0 0 ENERGIZER HLDGS INC COM 29266R108 2188384 35200 SH 16200 0 19000 ENGELHARD CORP COM 292845104 3226150 113000 SH 47700 0 65300 ENGINEERED SUPPORT SYS COM 292866100 16123 450 SH 450 0 0 ENTERGY CORP. COM 29364G103 1412785 18700 SH 7200 0 11500 EPICOR SOFTWARE CORP COM 29426L108 1176120 89100 SH 89100 0 0 EQUINIX INC COM 29444U502 95348 2200 SH 2200 0 0 EQUITY OFFICE PROP. COM 294741103 2525530 76300 SH 28300 0 48000 EQUITY RESIDENTIAL COM 29476L107 4274802 116100 SH 42000 0 74100 ESSEX CORP COM 296744105 77792 3400 SH 3400 0 0 EXELIXIS INC COM 30161Q104 92875 12500 SH 12500 0 0 EXELON CORP. COM 30161N101 92394 1800 SH 1800 0 0 EXXON MOBIL CORP. COM 30231G102 5459650 95000 SH 45000 0 50000 F5 NETWORKS INC. COM 315616102 1815168 38400 SH 35800 0 2600 FASTENAL CO COM 311900104 643125 10500 SH 10500 0 0 FED RLTY INV TR COM 313747206 182900 3100 SH 3100 0 0 FEDERAL HOME LN MTG. COM 313400301 39138 600 SH 600 0 0 FEDEX CORPORATION COM 31428X106 1036928 12800 SH 12800 0 0 FEDTD DEPT STORES COM 31410H101 2293664 31300 SH 14700 0 16600 FERRO CORP. COM 315405100 75468 3800 SH 3800 0 0 FIDELITY NATL FINL COM 316326107 71380 2000 SH 2000 0 0 FILENET CORP. COM 316869106 80448 3200 SH 3200 0 0 FIRST CASH FINL SVCS COM 31942D107 1641216 76800 SH 71700 0 5100 FIRST DATA CORP. COM 319963104 329148 8200 SH 8200 0 0 FIRST ENERGY CORP COM 337932107 3714092 77200 SH 33900 0 43300 FIRSTFED FINL CORP COM 337907109 11922 200 SH 200 0 0 FISERV INC. COM 337738108 334542 7800 SH 7800 0 0 FISHER SCIENTIFIC INTL COM 338032204 397188 6120 SH 6120 0 0 FLAGSTAR BANCORP INC COM 337930101 15144 800 SH 800 0 0 FLORIDA EST COAST COM 340632108 1714680 39600 SH 39600 0 0 FLUOR CORP. COM 343412102 2856464 49600 SH 21900 0 27700 FOOT LOCKER INC COM 344849104 2392638 87900 SH 87900 0 0 FOREST LABS INC. COM 345838106 233100 6000 SH 6000 0 0 FOREST OIL CORP COM 346091705 21000 500 SH 500 0 0 FORTUNE BRANDS COM 349631101 2859360 32200 SH 14000 0 18200 FORWARD AIR CORP COM 349853101 1561917 55250 SH 51850 0 3400 FPL GROUP INC. COM 302571104 2250210 53500 SH 23100 0 30400 FRANKLIN RESOURCES COM 354613101 2501850 32500 SH 17300 0 15200 FREMONT GENERAL CORP COM 357288109 1579017 64900 SH 60800 0 4100 FRONTIER OIL CORP COM 35914P105 17610 600 SH 600 0 0 FRPT MCMORAN CPR OLD COM 35671D857 235872 6300 SH 6300 0 0 FUELCELL ENERGY INC COM 35952H106 1792876 175600 SH 164800 0 10800 G & K SVCS INC. COM 361268105 1524292 40400 SH 40400 0 0 GAMESTOP CORP COM 36466R101 2885022 88200 SH 83000 0 5200 GATX CORP. COM 361448103 89700 2600 SH 2600 0 0 GEN GROWTH PROP. COM 370021107 2617433 63700 SH 27700 0 36000 GENENTECH INC. COM 368710406 417456 5200 SH 5200 0 0 GENERAL DYNAMICS COM 369550108 251942 2300 SH 2300 0 0 GENERAL ELECTRIC CO. COM 369604103 800415 23100 SH 23100 0 0 GENERAL MARITIME COM Y2692M103 12720 300 SH 300 0 0 GENERAL MILLS INC. COM 370334104 2690425 57500 SH 25600 0 31900 GENERAL MOTORS CORP. COM 370442105 2288200 67300 SH 31300 0 36000 GENESCO INC. COM 371532102 2125257 57300 SH 57300 0 0 GENESIS HEALTHCARE CO COM 37184D101 4040244 87300 SH 82100 0 5200 GENLYTE GROUP INC COM 372302109 1793632 36800 SH 34800 0 2000 GENTIVA HEALTH COM 37247A102 103588 5800 SH 5800 0 0 GENUINE PARTS COM 372460105 3270764 79600 SH 35600 0 44000 GENWORTH FINL INC COM 37247D106 1892398 62600 SH 27600 0 35000 GENZYME CORP. COM 372917104 300450 5000 SH 5000 0 0 GEORGIA GULF CORP. COM 373200203 15525 500 SH 500 0 0 GEORGIA PACIFIC COM 373298108 44520 1400 SH 1400 0 0 GETTY IMAGES INC COM COM 374276103 237632 3200 SH 3200 0 0 GIANT INDS INC COM 374508109 2397600 66600 SH 63200 0 3400 GILLETTE CO. COM 375766102 384788 7600 SH 7600 0 0 GLACIER BANCORP COM 37637Q105 15678 600 SH 600 0 0 GLAXOSMITHKLINE PLC COM 37733W105 2260566 46600 SH 21100 0 25500 GLOBAL IMAGING SYSTEMS COM 37934A100 127440 4000 SH 4000 0 0 GOLDEN WEST FINL DEL COM 381317106 399156 6200 SH 5100 0 1100 GOOGLE INC (A) COM 38259P508 500055 1700 SH 1700 0 0 GREAT WOLF RESORTS COM 391523107 233016 11400 SH 11400 0 0 GREIF BROS CORP A COM 397624107 24440 400 SH 400 0 0 GREY WOLF INC COM 397888108 99294 13400 SH 13400 0 0 GUIDANT CORP. COM 401698105 410530 6100 SH 6100 0 0 HAEMONETICS CORP. COM 405024100 1739392 42800 SH 39900 0 2900 HALLIBURTON CO. COM 406216101 334740 7000 SH 7000 0 0 HARLAND JOHN H CO COM 412693103 15200 400 SH 400 0 0 HARLEY DAVIDSON INC COM 412822108 233120 4700 SH 4700 0 0 HARMAN INTL INDS INC COM 413086109 301032 3700 SH 3700 0 0 HARRAH'S ENTERTAINMENT COM 413619107 425213 5900 SH 5900 0 0 HARRIS CORP DEL COM 413875105 2287693 73300 SH 38900 0 34400 HARTFORD FINCL. SRV COM 416515104 306598 4100 SH 3500 0 600 HARVEST NATURAL RES COM 41754V103 12023 1100 SH 1100 0 0 HCA INC. COM 404119109 3796890 67000 SH 30700 0 36300 HCC INS HLDGS INC COM 404132102 530180 14000 SH 12100 0 1900 HCR MANOR CARE COM 564055101 1764012 44400 SH 44400 0 0 HEALTH MGMT ASSOC. COM 421933102 308924 11800 SH 11800 0 0 HEARTLAND EXPRESS INC COM 422347104 2417092 124400 SH 124400 0 0 HEIDRICK & STRUGGLES COM 422819102 1238800 47500 SH 47500 0 0 HEINZ H J CO. COM 423074103 85008 2400 SH 2400 0 0 HELIX TECHNOLOGY COM 423319102 1414320 106500 SH 106500 0 0 HEWLETT PACKARD COM 428236103 6817241 289972 SH 135213 0 154759 HIBERNIA CORP A COM 428656102 39816 1200 SH 1200 0 0 HILB ROGAL & HAMILTN COM 431294107 13760 400 SH 400 0 0 HOLLY CORP COM 435758305 18668 400 SH 400 0 0 HOLOGIC INC COM 436440101 2448600 61600 SH 57600 0 4000 HOME DEPOT INC. COM 437076102 85580 2200 SH 2200 0 0 HOME PPTYS N Y INC COM 437306103 17208 400 SH 400 0 0 HONEYWELL INT'L COM 438516106 3600729 98300 SH 46300 0 52000 HOSPITALITY PPTYS TR COM 44106M102 57291 1300 SH 1300 0 0 HOST MARRIOTT CORP COM 44107P104 1968750 112500 SH 42000 0 70500 HOUSTON EXPL CO COM 442120101 26525 500 SH 500 0 0 HOVNANIAN ENTERPRISES COM 442487203 32600 500 SH 500 0 0 HUB GROUP INC COM 443320106 1610715 64300 SH 61600 0 2700 HUDSON UNITED BANCORP COM 444165104 18050 500 SH 500 0 0 HUMAN GENOME SCIENCE COM 444903108 1588776 137200 SH 128800 0 8400 HUNTINGTON BANCSHARES COM 446150104 458660 19000 SH 15600 0 3400 HUTCHINSON TECH. COM 448407106 2152709 55900 SH 53200 0 2700 HYPERION SOLUTIONS COM 44914M104 1291704 32100 SH 29900 0 2200 Hubbell Inc B COM 443510201 44100 1000 SH 1000 0 0 ICOS CORP. COM 449295104 1462847 69100 SH 69100 0 0 ICU MED INC COM 44930G107 1659972 51600 SH 51600 0 0 IDEX CORP. COM 45167R104 328185 8500 SH 8500 0 0 ILLINOIS TOOL INC. COM 452308109 525888 6600 SH 6600 0 0 IMMUCOR INC COM 452526106 1406970 48600 SH 45500 0 3100 INCYTE GENOMICS COM 45337C102 1306305 182700 SH 170200 0 12500 INDYMAC BANCORP INC COM 456607100 5172710 127000 SH 123700 0 3300 INFINITY PPTY & CAS CO COM 45665Q103 1803296 51700 SH 49200 0 2500 INFOSPACE INC COM 45678T201 1383060 42000 SH 39000 0 3000 INGRAM MICRO INC COM 457153104 12528 800 SH 800 0 0 INNKEEPERS USA TRUST COM 4576J0104 16434 1100 SH 1100 0 0 INNOVATIVE SOLUTIONS COM 45769N105 1369656 40800 SH 40800 0 0 INSIGHT ENTERPRISES COM 45765U103 2208701 109450 SH 109450 0 0 INT'L BUSINESS MACH. COM 459200101 2485700 33500 SH 15500 0 18000 INTEL CORP. COM 458140100 1027790 39500 SH 34700 0 4800 INTER TEL INC COM 458372109 1994992 107200 SH 100500 0 6700 INTERACTIVECORP - OLD COM 44919P102 228190 9500 SH 9500 0 0 INTERDIGITAL COMM COM 45866A105 73500 4200 SH 4200 0 0 INTERNET SECURITY SYS COM 46060X107 12174 600 SH 600 0 0 INTERWOVEN INC COM 46114T508 11295 1500 SH 1500 0 0 INTUITIVE SURGICAL INC COM 46120E602 2178088 46700 SH 43700 0 3000 INVESTMENT TECH. COM 46145F105 2177672 103600 SH 103600 0 0 IOWA TELECOMM SVCS COM 462594201 18750 1000 SH 1000 0 0 ISTAR FINL INC COM 45031U101 95657 2300 SH 2300 0 0 ITLA CAP CORP COM 450565106 113190 2100 SH 300 0 1800 ITT INDUSTRIES COM 450911102 370994 3800 SH 3800 0 0 IXIA COM 45071R109 95256 4900 SH 700 0 4200 IXYS CORP COM 46600W106 1718616 121200 SH 112200 0 9000 J P MORGAN CHASE COM 46625H100 3904060 110534 SH 51502 0 59032 JACK IN THE BOX COM 466367109 1956672 51600 SH 18000 0 33600 JACUZZI BRANDS INC COM 469865109 150220 14000 SH 2000 0 12000 JAKKS PAC INC COM 47012E106 3384802 176200 SH 176200 0 0 JANUS CAPITAL GROUP COM 47102X105 2004832 133300 SH 61300 0 72000 JLG INDS INC COM 466210101 24732 900 SH 900 0 0 JOHNSON & JOHNSON COM 478160104 806000 12400 SH 10500 0 1900 JOHNSON CTLS INC. COM 478366107 67596 1200 SH 1200 0 0 KANBAY INTL INC COM 48369P207 1700896 73600 SH 68500 0 5100 KAYDON CORP. COM 486587108 13925 500 SH 500 0 0 KCS ENERGY INC COM 482434206 12159 700 SH 700 0 0 KELLOGG CO COM 487836108 39996 900 SH 900 0 0 KENSEY NASH CORP COM 490057106 1521072 50300 SH 50300 0 0 KIMBERLY CLARK CORP. COM 494368103 2453528 39200 SH 17100 0 22100 KLA INSTRUMENT CORP COM 482480100 227136 5200 SH 5200 0 0 KOHLS COM 500255104 251595 4500 SH 4500 0 0 KOMAG INC COM 500453204 17022 600 SH 600 0 0 KOS PHARMACEUTICALS COM 500648100 91700 1400 SH 1400 0 0 KRAFT FOODS INC COM 50075N104 1819532 57200 SH 27100 0 30100 KRONOS INC COM 501052104 496797 12300 SH 9800 0 2500 KYPHON INC COM 501577100 1889097 54300 SH 50400 0 3900 L3 COMMUNICATIONS HLD COM 502424104 275688 3600 SH 3600 0 0 LA QUINTA CORP COM 50419U202 2266257 242900 SH 230200 0 12700 LAIDLAW INT'L COM 50730R102 16870 700 SH 700 0 0 LAMAR ADVERTISING COM 512815101 111202 2600 SH 2600 0 0 LANDAMERICA FINL COM 514936103 2760705 46500 SH 45000 0 1500 LANDRYS RESTAURANTS COM 51508L103 18054 600 SH 600 0 0 LCA-VISION INC COM 501803308 1643472 33900 SH 31900 0 2000 LEXINGTON CORP PPTYS COM 529043101 17017 700 SH 700 0 0 LIBERTY CORP. COM 530370105 14724 400 SH 400 0 0 LIBERTY MEDIA A COM 530718105 478930 47000 SH 47000 0 0 LIFECELL CORP COM 531927101 67983 4300 SH 4300 0 0 LIFECORE BIOMEDICAL COM 532187101 82908 7600 SH 7600 0 0 LINCOLN ELEC HLDGS COM 533900106 99450 3000 SH 3000 0 0 LINCOLN NAT'L CORP. COM 534187109 70380 1500 SH 1500 0 0 LIONS GATE ENTMNT CORP COM 535919203 1679562 163700 SH 163700 0 0 LOCKHEED MARTIN COM 539830109 3100786 47800 SH 20800 0 27000 LOEWS CORP. COM 540424108 5626500 72600 SH 34800 0 37800 LONE STAR TECH COM 542312103 2147600 47200 SH 44700 0 2500 LOWES COS INC. COM 548661107 366786 6300 SH 6300 0 0 LTC PROP COM 502175102 20700 1000 SH 1000 0 0 LUBRIZOL CORP. COM 549271104 16804 400 SH 400 0 0 M & T BANK CORP. COM 55261F104 2103200 20000 SH 9000 0 11000 M D C HLDGS INC. COM 552676108 24592 299 SH 299 0 0 MACROVISION CORP COM 555904101 1259986 55900 SH 55900 0 0 MAF BANCORP COM 55261R108 21315 500 SH 500 0 0 MANITOWOC INC COM 563571108 16408 400 SH 400 0 0 MARATHON OIL COM 565849106 101403 1900 SH 1900 0 0 MARRIOTT INTL NEW-A COM 571903202 1664568 24400 SH 8900 0 15500 MARVEL ENTERPRISES INC COM 57383M108 2676004 135700 SH 135700 0 0 MASCO CORP. COM 574599106 2013584 63400 SH 28100 0 35300 MATTEL INC. COM 577081102 345870 18900 SH 15300 0 3600 MAXIM INTERGRATED COM 57772K101 252252 6600 SH 6600 0 0 MAXIMUS INC. COM 577933104 14116 400 SH 400 0 0 MAY DEPT STORES CO. COM 577778103 3991904 99400 SH 46200 0 53200 MBNA CORP COM 55262L100 282528 10800 SH 10800 0 0 MCCORMICK & CO NON VTG COM 579780206 555560 17000 SH 17000 0 0 MCDERMOTT INT'L COM 580037109 2261700 107700 SH 107700 0 0 MCDONALDS CORP. COM 580135101 1565100 56400 SH 28900 0 27500 MCGRATH RENTCORP COM 580589109 14220 600 SH 600 0 0 MCGRAW HILL INC. COM 580645109 256650 5800 SH 5800 0 0 MEADWESTVACO CORP COM 583334107 294420 10500 SH 10500 0 0 MEDIA GEN COM 584404107 103616 1600 SH 1600 0 0 MEDICINES CO COM 584688105 1901395 81500 SH 81500 0 0 MEDICIS PHARM. COM 584690309 22211 700 SH 700 0 0 MEDTRONIC INC. COM 585055106 300382 5800 SH 5800 0 0 MEMC ELECTR MATLS INC COM 552715104 2742403 173900 SH 173900 0 0 MEN'S WEARHOUSE COM 587118100 2568478 74600 SH 69800 0 4800 MERCANTILE BANKSHARES COM 587405101 340098 6600 SH 6600 0 0 MERCK & CO. INC. COM 589331107 2562560 83200 SH 39400 0 43800 MERIT MED SYS INC COM 589889104 1331424 86400 SH 86400 0 0 MERITAGE CORP COM 59001A102 151050 1900 SH 1900 0 0 METLIFE INC COM 59156R108 67410 1500 SH 1500 0 0 MICROCHIP TECH COM 595017104 242884 8200 SH 8200 0 0 MICRON TECHNOLOGY COM 595112103 364497 35700 SH 35700 0 0 MICROS SYS. INC. COM 594901100 22375 500 SH 500 0 0 MICROSEMI CORP COM 595137100 75200 4000 SH 4000 0 0 MICROSOFT CORP. COM 594918104 5288436 212900 SH 117100 0 95800 MICROSTRATEGY INC COM 594972408 1288872 24300 SH 22900 0 1400 MILLS CORP. COM 601148109 316108 5200 SH 5200 0 0 MIPS TECHNOLOGIES COM 604567107 1191600 165500 SH 165500 0 0 MOBILE MINI INC COM 60740F105 999920 29000 SH 29000 0 0 MOLEX INC COM 608554101 270816 10400 SH 10400 0 0 MOLINA HEALTHCARE COM 60855R100 13278 300 SH 300 0 0 MONARCH CASINO & RESORT COM 609027107 2316404 105100 SH 105100 0 0 MONSANTO CO COM 61166W101 2709697 43100 SH 22100 0 21000 MONSTER WORLDWIDE INC COM 611742107 86040 3000 SH 3000 0 0 MOOG INC. CL A COM 615394202 14170 450 SH 450 0 0 MORGAN STANLEY COM 617446448 3179682 60600 SH 27200 0 33400 MOTOROLA INC. COM 620076109 2596572 142200 SH 75500 0 66700 MULTIMEDIA GAMES INC COM 625453105 11010 1000 SH 1000 0 0 MURPHY OIL CORP. COM 626717102 3562086 68200 SH 30300 0 37900 NASDAQ STOCK MKT COM 631103108 20746 1100 SH 1100 0 0 NASH FINCH CO COM 631158102 172678 4700 SH 700 0 4000 NATL CITY CORP. COM 635405103 337788 9900 SH 9900 0 0 NAVIGANT CONSULTING COM 63935N107 1043706 59100 SH 59100 0 0 NAVIGATORS GROUP INC COM 638904102 13828 400 SH 400 0 0 NCR CORPORATION COM 62886E108 1864872 53100 SH 25100 0 28000 NDCHEALTH CORP. COM 639480102 1468149 81700 SH 81700 0 0 NEIMAN MARCUS GRP A COM 640204202 552444 5700 SH 4500 0 1200 NEW CENTURY FINANCIAL COM 6435EV108 118335 2300 SH 2300 0 0 NEW PLAN EXCEL RLTY TR. COM 648053106 103246 3800 SH 3800 0 0 NEWELL RUBBERMAID COM 651229106 2929936 122900 SH 58100 0 64800 NEWFIELD EXPLORATION COM 651290108 103714 2600 SH 600 0 2000 NEWMONT MINING COM 651639106 2739906 70200 SH 32400 0 37800 NEXTEL COMM. COM 65332V103 1945062 60200 SH 27100 0 33100 NEXTEL PARTNERS INC COM 65333F107 1940607 77100 SH 71700 0 5400 NICE SYS LTD COM 653656108 78940 2000 SH 2000 0 0 NIKE INC B COM 654106103 69280 800 SH 800 0 0 NISOURCE INC. COM 65473P105 2042698 82600 SH 29500 0 53100 NOBLE DRILLING COM G65422100 227587 3700 SH 3700 0 0 NOBLE ENERGY INC COM 655044105 257210 3400 SH 3400 0 0 NORDSTROM INC. COM 655664100 394226 5800 SH 5800 0 0 NORTH FORK BANCORP COM 659424105 2205065 78500 SH 38400 0 40100 NORTHEAST UTILITIES COM 664397106 294126 14100 SH 14100 0 0 NORTHERN TRUST CO. COM 665859104 410310 9000 SH 9000 0 0 NORTHROP GRUMMAN COM 666807102 2768025 50100 SH 21100 0 29000 NOVARTIS A G COM 66987V109 227712 4800 SH 4800 0 0 NUCOR CORP COM 670346105 2148702 47100 SH 20800 0 26300 NVR INC. COM 62944T105 243000 300 SH 300 0 0 NY TIMES CO. COM 650111107 2529380 81200 SH 34900 0 46300 OCCIDENTAL PETRO. COM 674599105 715449 9300 SH 7700 0 1600 OHIO CAS CORP COM 677240103 2322737 96100 SH 91500 0 4600 OLD REP INTL CORP. COM 680223104 384408 15200 SH 15200 0 0 OM GROUP INC COM 670872100 278997 11300 SH 11300 0 0 OMEGA HEALTHCARE COM 681936100 20576 1600 SH 1600 0 0 ON SEMICONDUCTOR CORP COM 682189105 2235140 485900 SH 485900 0 0 OPSWARE INC COM 68383A101 109056 21300 SH 21300 0 0 ORACLE SYSTEMS COM 68389X105 262680 19900 SH 19900 0 0 OREGON STEEL MILLS INC. COM 686079104 10326 600 SH 600 0 0 ORIENTAL FINL GROUP COM 68618W100 1542023 101050 SH 101050 0 0 OVERNITE CORP COM 690322102 21490 500 SH 500 0 0 OVERSEAS SHPHLDG COM 690368105 35790 600 SH 600 0 0 OWENS & MINOR COM 690732102 16175 500 SH 500 0 0 PACER INTL INC TENN COM 69373H106 80623 3700 SH 3700 0 0 PACIFIC CAP BANCORP COM 69404P101 22200 600 SH 600 0 0 PACIFICARE HEALTH SYS COM 695112102 28580 400 SH 400 0 0 PACKETEER INC COM 695210104 108570 7700 SH 7700 0 0 PACTIV CORP. COM 695257105 267592 12400 SH 12400 0 0 PAN PACIFIC RETAIL PPT COM 69806L104 311986 4700 SH 4000 0 700 PANTRY INC COM 698657103 1634406 42200 SH 42200 0 0 PAPA JOHNS INTL INC COM 698813102 1666749 41700 SH 14800 0 26900 PARKER HANNIFIN COM 701094104 477477 7700 SH 5900 0 1800 PATTERSON DENTAL COM 703395103 599431 13300 SH 13300 0 0 PEDIATRIX MEDICAL COM 705324101 14708 200 SH 200 0 0 PEETS COFFEE & TEA INC COM 705560100 2891000 87500 SH 82900 0 4600 PENN NATL GAMING INC COM 707569109 3051400 83600 SH 83600 0 0 PENN VA CORP COM 707882106 22335 500 SH 500 0 0 PEPCO HOLDINGS COM 713291102 490770 20500 SH 17400 0 3100 PER-SE TECH. COM 713569309 90386 4300 SH 4300 0 0 PERINI CORP COM 713839108 14778 900 SH 900 0 0 PERKINELMER INC. COM 714046109 1468530 77700 SH 77700 0 0 PERRIGO CO COM 714290103 9758 700 SH 700 0 0 PETROLEUM DEV CORP COM 716578109 2334605 73300 SH 69700 0 3600 PFIZER INC. COM 717081103 4659310 168938 SH 99201 0 69737 PHELPS DODGE CORP. COM 717265102 4171750 45100 SH 22500 0 22600 PHILLIPS VAN HEUSEN CO COM 718592108 1833909 56100 SH 53100 0 3000 PHOTOTRONICS INC. COM 719405102 366438 15700 SH 11900 0 3800 PILGRIMS PRIDE COM 721467108 13652 400 SH 400 0 0 PINNACLE AIRL CORP COM 723443107 95349 11100 SH 11100 0 0 PINNACLE WEST CAP. COM 723484101 2720340 61200 SH 25700 0 35500 PITNEY BOWES INC. COM 724479100 4119830 94600 SH 45600 0 49000 PLAINS EXPLORATION & PRO COM 726505100 21318 600 SH 600 0 0 PNM RES INC COM 69349H107 357244 12400 SH 10100 0 2300 POGO PRODUCING CO COM 730448107 5503520 106000 SH 46600 0 59400 POLYCOM INC. COM 73172K104 1599843 107300 SH 100500 0 6800 POTLATCH CORP COM 737628107 120359 2300 SH 300 0 2000 PRAXAIR INC. COM 74005P104 307560 6600 SH 6600 0 0 PROLOGIS TR COM 743410102 1589480 39500 SH 15000 0 24500 PROTECTIVE LIFE CORP. COM 743674103 88662 2100 SH 2100 0 0 PROVIDE COMM INC COM 74373W103 1383919 64100 SH 60100 0 4000 PRUDENTIAL FINL INC COM 744320102 755090 11500 SH 10600 0 900 PS BUSINESS PKS INC CA COM 69360J107 26670 600 SH 600 0 0 PSYCHIATRIC SOLUTIONS COM 74439H108 1953271 40100 SH 37400 0 2700 QLT INC. COM 746927102 1201426 115300 SH 115300 0 0 QUALCOMM INC. COM 747525103 914377 27700 SH 27700 0 0 QUANEX CORP. COM 747620102 21204 400 SH 400 0 0 QUESTAR CORP COM 748356102 329500 5000 SH 4100 0 900 QUIKSILVER INC. COM 74838C106 2032656 127200 SH 119500 0 7700 QWEST COMM INT'L COM 749121109 302365 81500 SH 67900 0 13600 R & G FINANCIAL CORP COM 749136107 111447 6300 SH 6300 0 0 R H DONNELLEY CORP COM 74955W307 1946172 31400 SH 30000 0 1400 RARE HOSPITALITY INTL COM 753820109 2870274 94200 SH 89300 0 4900 RAYONIER INC COM COM 754907103 3728009 70300 SH 26300 0 44000 RED ROBIN GOURMET BURG COM 75689M101 2448210 39500 SH 37300 0 2200 REGAL BELOIT CORP. COM 758750103 309096 10600 SH 10600 0 0 REGIONS FINANCIAL CORP COM 7591EP100 2303840 68000 SH 25500 0 42500 REINSURANCE GRP OF AMER COM 759351109 106973 2300 SH 2300 0 0 RELIANCE STEEL & ALUM COM 759509102 103796 2800 SH 2800 0 0 RENT A CENTER COM 76009N100 11645 500 SH 500 0 0 REPUBLIC BANCORP INC COM 760282103 23502 1570 SH 1570 0 0 REPUBLIC SVCS COM 760759100 3806257 105700 SH 47700 0 58000 RESPIRONICS INC COM 761230101 36110 1000 SH 1000 0 0 REYNOLDS & REYNOLDS COM 761695105 51357 1900 SH 1900 0 0 REYNOLDS AMERICAN INC COM 761713106 291560 3700 SH 3700 0 0 ROFIN SINAR TECH COM 775043102 1318560 40200 SH 40200 0 0 ROHM & HAAS CO COM 775371107 2261392 48800 SH 21500 0 27300 ROYAL DUTCH PETE. COM 780257804 3102220 47800 SH 22800 0 25000 RYDER SYS INC COM 783549108 2708400 74000 SH 32800 0 41200 RYLAND GROUP INC. COM 783764103 485568 6400 SH 4200 0 2200 SAFECO CORP. COM 786429100 4483050 82500 SH 36000 0 46500 SAFETY INS GROUP COM 78648T100 104656 3100 SH 3100 0 0 SAFEWAY INC. COM 786514208 1499976 66400 SH 24000 0 42400 SALEM COMMUNICATIONS COM 794093104 75392 3800 SH 3800 0 0 SALESFORCE COM INC COM 79466L302 800768 39100 SH 33500 0 5600 SALIX PHARMACEUTICALS COM 795435106 114790 6500 SH 6500 0 0 SANFILIPPO JOHN B & SO COM 800422107 1964712 85200 SH 85200 0 0 SANMINA CORP. COM 800907107 1474165 269500 SH 100500 0 169000 SAPIENT COM 803062108 1777113 224100 SH 224100 0 0 SAXON CAP INC COM 80556T106 1993776 116800 SH 116800 0 0 SBA COMMUNICATIONS COM 78388J106 106650 7900 SH 7900 0 0 SCANSOURCE INC COM 806037107 85880 2000 SH 2000 0 0 SCHEIN HENRY COM 806407102 16608 400 SH 400 0 0 SCHERING PLOUGH COM 806605101 3162054 165900 SH 74800 0 91100 SCHNITZER STL INDS COM 806882106 16590 700 SH 700 0 0 SCRIPPS E W CO OHIO COM 811054204 297680 6100 SH 6100 0 0 SEACOR HOLDINGS INC COM 811904101 1440320 22400 SH 22400 0 0 SELECT COMFORT CORP COM 81616X103 1362948 63600 SH 58100 0 5500 SELECTIVE INS GP IN COM 816300107 2086055 42100 SH 42100 0 0 SEMTECH CORP. COM 816850101 1455210 87400 SH 87400 0 0 SEPRACOR INC. COM 817315104 228038 3800 SH 3800 0 0 SERENA SOFTWARE INC COM 817492101 1530490 79300 SH 74000 0 5300 SHERWIN WILLIAMS COM 824348106 47090 1000 SH 1000 0 0 SHUFFLE MASTER INC COM 825549108 16818 600 SH 600 0 0 SIERRA HEALTH SRVCS. COM 826322109 2186676 30600 SH 29100 0 1500 SIERRA PAC RES NEW COM 826428104 11205 900 SH 900 0 0 SIGMATEL INC COM 82661W107 1134276 66100 SH 61000 0 5100 SILGAN HOLDINGS INC COM 827048109 3346280 59500 SH 57300 0 2200 SKECHERS U S A INC COM 830566105 115506 8100 SH 8100 0 0 SKYWEST INC COM 830879102 2574288 141600 SH 141600 0 0 SL GREEN REALTY CORP. COM 78440X101 25800 400 SH 400 0 0 SNAP-ON INC. COM 833034101 2692550 78500 SH 37500 0 41000 SONIC AUTOMOTIVE INC COM 83545G102 21260 1000 SH 1000 0 0 SONY CORP COM 835699307 4115580 119500 SH 60700 0 58800 SOVRAN SELF STORAGE IN COM 84610H108 22730 500 SH 500 0 0 SPEEDWAY MOTORSPORTS COM 847788106 157208 4300 SH 500 0 3800 SPRINT CORP. (FONE GP) COM 852061100 3429803 136700 SH 68500 0 68200 ST PAUL TRAVELERS COS COM 792860108 4024154 101800 SH 45700 0 56100 STAMPS.COM INC. COM 852857200 1081875 57700 SH 57700 0 0 STANCORP FINL GROUP COM 852891100 1631154 21300 SH 21300 0 0 STANDARD PAC CORP. COM 85375C101 167105 1900 SH 300 0 1600 STANLEY FURNITURE COM 854305208 152272 6200 SH 6200 0 0 STARBUCKS CORP COM 855244109 433944 8400 SH 8400 0 0 STARWOOD HTLS/RESORTS WW COM 85590A203 304564 5200 SH 5200 0 0 STATE STREET COM 857477103 236425 4900 SH 4900 0 0 STEIN MART INC COM 858375108 2113239 96100 SH 96100 0 0 STEINER LEISURE LTD COM P8744Y102 1612545 43500 SH 43500 0 0 STERIS CORP COM 859152100 15462 600 SH 600 0 0 STERLING FINL CORP COM 859319105 14960 400 SH 400 0 0 STEWART & STEVENSON SVC COM 860342104 1538614 67900 SH 67900 0 0 STEWART INFO SVCS COM 860372101 1986600 47300 SH 47300 0 0 STONE ENERGY COM 861642106 19560 400 SH 400 0 0 STRATASYS INC COM 862685104 1751648 53600 SH 53600 0 0 STRAYER EDUC INC. COM 863236105 86260 1000 SH 1000 0 0 SUN HYDRAULICS COM 866942105 1713969 47100 SH 47100 0 0 SUNOCO INC COM 86764P109 363776 3200 SH 3200 0 0 SUNRISE SENIOR LIVING COM 86768K106 16194 300 SH 300 0 0 SUNSTONE HOTEL INVS COM 867892101 14556 600 SH 600 0 0 SUNTRUST BANKS INC. COM 867914103 5201280 72000 SH 31600 0 40400 SUPERIOR INDS INTL COM 868168105 14220 600 SH 600 0 0 SUPERVALU INC. COM 868536103 2253351 69100 SH 25900 0 43200 SYBASE INC. COM 871130100 20185 1100 SH 1100 0 0 SYMANTEC CORP. COM 871503108 295664 13600 SH 13600 0 0 SYMBION INC COM 871507109 1786365 74900 SH 68800 0 6100 SYNOPSYS INC. COM 871607107 13336 800 SH 800 0 0 SYSCO COM 871829107 332948 9200 SH 9200 0 0 T ROWE PRICE GP COM 74144T108 2935940 46900 SH 22000 0 24900 TAKE-TWO INTERACTIVE COM 874054109 2063995 81100 SH 81100 0 0 TANGER FACTORY COM 875465106 4001798 148600 SH 142300 0 6300 TARGET CORP. COM 87612E106 418957 7700 SH 7700 0 0 TAUBMAN CTRS INC COM 876664103 88634 2600 SH 500 0 2100 TCF FINACIAL CORP. COM 872275102 2554356 98700 SH 45700 0 53000 TELE. & DATA SPECIAL SHS COM 879433860 42174 1100 SH 1100 0 0 TEMPLE INLAND INC COM 879868107 2392460 64400 SH 27200 0 37200 TEREX CORP. NEW COM 880779103 27580 700 SH 700 0 0 TESORO PETE CORP COM 881609101 4703172 101100 SH 73000 0 28100 TETRA TECHNOLOGIES COM 88162F105 15925 500 SH 500 0 0 TEVA PHARMACEUTICAL COM 881624209 323856 10400 SH 10400 0 0 TEXAS CAPITAL BANCSHAR COM 88224Q107 126336 6400 SH 6400 0 0 TEXAS INSTRS INC. COM 882508104 704557 25100 SH 25100 0 0 TEXTRON INC. COM 883203101 1683870 22200 SH 11200 0 11000 THOMAS & BETTS COM 884315102 79072 2800 SH 2800 0 0 THQ INC. COM 872443403 2271352 77600 SH 77600 0 0 TIER TECHNOLOGIES COM 88650Q100 11802 1400 SH 1400 0 0 TIME WARNER INC. COM 887317105 3908469 233900 SH 125400 0 108500 TIMKEN CO COM 887389104 13860 600 SH 600 0 0 TITAN INTL INC ILL COM 88830M102 12582 900 SH 900 0 0 TIVO INC COM 888706108 1812284 271300 SH 271300 0 0 TORO CO DELA COM 891092108 1150578 29800 SH 29800 0 0 TRAMMELL CROW COM 89288R106 14544 600 SH 600 0 0 TRANSACTION SYS ARCH COM 893416107 1657599 67300 SH 62400 0 4900 TRANSOCEAN INC COM G90078109 485730 9000 SH 9000 0 0 TRIAD HOSPITAL COM 89579K109 1939720 35500 SH 32700 0 2800 TRIBUNE CO. NEWS COM 896047107 77396 2200 SH 2200 0 0 TRIPATH IMAGING INC COM 896942109 107856 12600 SH 12600 0 0 TRUSTREET PROPERTIES COM 898404108 18271 1100 SH 1100 0 0 TXU CORP. COM 873168108 3157420 38000 SH 17400 0 20600 U S G CORP. COM 903293405 3391500 79800 SH 79800 0 0 U S I HLDGS COM 90333H101 1809640 140500 SH 140500 0 0 UBIQUITEL INC COM 903474302 91392 11200 SH 11200 0 0 UGI CORP COM 902681105 1498230 53700 SH 50500 0 3200 UICI COM 902737105 2283359 76700 SH 76700 0 0 UNION PACIFIC CORP. COM 907818108 4237920 65400 SH 30100 0 35300 UNIONBANCAL CORP. COM 908906100 368060 5500 SH 4300 0 1200 UNITED AMER INDEMNITY COM 90933T109 12033 700 SH 700 0 0 UNITED AUTO GROUP INC COM 909440109 11920 400 SH 400 0 0 UNITED DOMINION REALTY COM 910197102 3831165 159300 SH 72200 0 87100 UNITED HEALTHCARE COM 91324P102 338910 6500 SH 6500 0 0 UNITED ONLINE INC COM 911268100 1231475 113500 SH 113500 0 0 UNITED PARCEL SERVICE COM 911312106 318136 4600 SH 4000 0 600 UNITED RENTALS COM 911363109 22231 1100 SH 1100 0 0 UNITED SURGICAL PARTNE COM 913016309 1781136 34200 SH 32300 0 1900 UNITRIN INC COM 913275103 117840 2400 SH 2400 0 0 UNIVERSAL COMPRESSION COM 913431102 2783232 76800 SH 73500 0 3300 UNIVERSAL ELECTRS INC COM 913483103 1738632 104800 SH 104800 0 0 UNIVERSAL TECH INST COM 913915104 89640 2700 SH 2700 0 0 UNOCAL CORP. COM 915289102 2979290 45800 SH 22100 0 23700 UNUMPROVIDENT COM 91529Y106 1778872 97100 SH 36200 0 60900 URS CORP NEW COM 903236107 18675 500 SH 500 0 0 US BANCORP COM 902973304 3512760 120300 SH 52700 0 67600 V F CORP. COM 918204108 2843834 49700 SH 18700 0 31000 VAIL RESORTS INC COM 91879Q109 146120 5200 SH 5200 0 0 VALERO ENERGY NEW COM 91913Y100 2515698 31800 SH 14300 0 17500 VALUECLICK INC COM 92046N102 2890152 234400 SH 217800 0 16600 VARIAN SEMICONDUCTOR E COM 922207105 66600 1800 SH 1800 0 0 VENTIV HEALTH INC. COM 922793104 1879800 97500 SH 91600 0 5900 VERINT SYS INC COM 92343X100 2125776 66100 SH 61600 0 4500 VERITAS DGC INC COM 92343P107 13870 500 SH 500 0 0 VERIZON COMM. COM 92343V104 4184074 121102 SH 54286 0 66816 VERTEX PHARMACEUTIC COM 92532F100 1504705 89300 SH 89300 0 0 VIACOM CL B COM 925524308 555066 17335 SH 17335 0 0 VINEYARD NATL BANCORP COM 927426106 2250228 71300 SH 71300 0 0 VINTAGE PETE COM 927460105 2446741 80300 SH 77100 0 3200 VISTEON CORP. COM 92839U107 1026909 170300 SH 170300 0 0 VODAFONE GP PLC COM 92857W100 369664 15200 SH 15200 0 0 WABTEC CORP COM 929740108 10740 500 SH 500 0 0 WACHOVIA CORP COM 929903102 2261760 45600 SH 19400 0 26200 WAL MART STORES INC. COM 931142103 236180 4900 SH 4900 0 0 WALGREEN COM 931422109 298935 6500 SH 6500 0 0 WARNACO GROUP COM 934390402 1304325 56100 SH 56100 0 0 WASHINGTON GROUP INTL COM 938862208 3021192 59100 SH 59100 0 0 WASTE CONNECTIONS INC COM 941053100 82038 2200 SH 2200 0 0 WASTE MGMT INC DEL. COM 94106L109 2624284 92600 SH 43100 0 49500 WATTS INDUSTRIES COM 942749102 16745 500 SH 500 0 0 WEBSENSE INC COM 947684106 19220 400 SH 400 0 0 WEBSTER FINANCIAL COM 947890109 18676 400 SH 400 0 0 WELLCARE HEALTH PLANS COM 94946T106 1612154 45400 SH 45400 0 0 WELLPT HEALTH NTWK COM 94973V107 389984 5600 SH 4700 0 900 WELLS FARGO (NEW) COM 949746101 2142984 34800 SH 14000 0 20800 WESCO INTL INC COM 95082P105 1336788 42600 SH 42600 0 0 WEST CORP COM 952355105 1516800 39500 SH 39500 0 0 WESTAR ENERGY COM 95709T100 2578419 107300 SH 49800 0 57500 WESTCORP INC COM 957907108 115324 2200 SH 500 0 1700 WESTLAKE CHEM CORP COM 960413102 85750 3500 SH 700 0 2800 WEYERHAEUSER CO. COM 962166104 2316860 36400 SH 15000 0 21400 WHIRLPOOL CORP COM 963320106 2986686 42600 SH 19200 0 23400 WHITING PETE CORP COM 966387102 2026098 55800 SH 52700 0 3100 WINTRUST FINANCIAL COM 97650W108 2298165 43900 SH 40800 0 3100 WITNESS SYS INC COM 977424100 1691744 92800 SH 88400 0 4400 WOLVERINE WW. COM 978097103 15606 650 SH 650 0 0 WORLD ACCEP CORP COM 981419104 111185 3700 SH 500 0 3200 WYETH COM 983024100 3328600 74800 SH 33700 0 41100 XCEL ENERGY INC COM 98389B100 1854400 95000 SH 35500 0 59500 XEROX CORP. COM 984121103 2828329 205100 SH 95100 0 110000 XM SATELLITE RADIO HLD COM 983759101 339966 10100 SH 10100 0 0 XTO ENERGY COM 98385X106 359477 10575 SH 10575 0 0 YAHOO INC. COM 984332106 377685 10900 SH 10900 0 0 YELLOW ROADWAY CORP COM 985577105 155295 3057 SH 557 0 2500 ZEBRA TECHNOLOGIES COM 989207105 227708 5200 SH 5200 0 0 ISHARES RUSSELL 2000 GRO COM 464287648 -10243140 -158000 SH -158000 0 0 CASH AND EQUIVALENTS 22753810
-----END PRIVACY-ENHANCED MESSAGE-----