0001034549-11-000004.txt : 20110729
0001034549-11-000004.hdr.sgml : 20110729
20110728173853
ACCESSION NUMBER: 0001034549-11-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110729
DATE AS OF CHANGE: 20110728
EFFECTIVENESS DATE: 20110729
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC
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: 11994811
BUSINESS ADDRESS:
STREET 1: 445 HAMILTON AVENUE
STREET 2: 12TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10601
BUSINESS PHONE: 2127716100
MAIL ADDRESS:
STREET 1: 445 HAMILTON AVENUE
STREET 2: 12TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10601
FORMER COMPANY:
FORMER CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC/NY
DATE OF NAME CHANGE: 19990326
13F-HR
1
lettr116.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, 2011
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, July 28, 2011
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: 578
FORM 13F INFORMATION TABLE VALUE TOTAL: $604,276,257
Paradigm Asset Management Company, LLC
PORTFOLIO APPRAISAL
Form 13F Information Table
June 30, 2011
INVSTMT
TITLE OF CLASS DSCRETN - VOTING AUTHORITY -
NAME OF ISSUER (COM) CUSIP VALUE SHARES (SOLE) (SOLE) SHARE NONE
---------------------------------------- ----- ----- ----- ----- ----- -----
1 800 FLOWERS COM 68243Q106 80600 26000 SH 0 0 26000
3M CO COM 88579Y101 3281810 34600 SH 28900 0 5700
99 CENTS ONLY STORES COM 65440K106 1116236 55150 SH 44700 0 10450
AAR CORP. COM 000361105 307471 11350 SH 4750 0 6600
ABBOTT LABS COM 002824100 3846732 73104 SH 61104 0 12000
ACME PACKET INC COM 004764106 1371041 19550 SH 15200 0 4350
ACORDA THERAPEUTICS COM 00484M106 1203547 37250 SH 30150 0 7100
ACTUANT CORP COM 00508X203 1773463 66100 SH 53500 0 12600
ADTRAN INC. COM 00738A106 2537440 65550 SH 46200 0 19350
ADVANCED ENERGY INDUS. COM 007973100 1615068 109200 SH 88450 0 20750
ADVISORY BRD CO COM 00762W107 552754 9550 SH 7650 0 1900
AEROPOSTALE COM 007865108 70000 4000 SH 1700 0 2300
AEROVIRONMENT INC COM 008073108 569135 16100 SH 13000 0 3100
AFFILIATED MGRS GP COM 008252108 218117 2150 SH 0 0 2150
AFLAC INC. COM 001055102 2609412 55900 SH 46700 0 9200
AIR PROD & CHEM. COM 009158106 516132 5400 SH 4500 0 900
AIR TRANSPORT SERVICES COM 00922R105 58567 8550 SH 3600 0 4950
ALASKA AIRGROUP COM 011659109 667485 9750 SH 7800 0 1950
ALASKA COMMUNICATIONS COM 01167P101 637753 71900 SH 58200 0 13700
ALEXION PHARM. COM 015351109 268071 5700 SH 0 0 5700
ALIGN TECHNOLOGY INC COM 016255101 1961940 86050 SH 69650 0 16400
ALKERMES INC. COM 01642T108 2165970 116450 SH 90600 0 25850
ALLEGIANT TRAVEL CO COM 01748X102 353925 7150 SH 3000 0 4150
ALLIANT TECH SYS COM 018804104 427980 6000 SH 0 0 6000
ALLIED NEVADA GOLD CORP COM 019344100 394375 11150 SH 9000 0 2150
ALLSCRIPTS MISYS HEALTHC COM 01988P108 360241 18550 SH 5500 0 13050
ALLSTATE CORP. COM 020002101 479321 15700 SH 13100 0 2600
ALTRA HOLDINGS INC COM 02208R106 208713 8700 SH 3650 0 5050
AMAZON COM COM 023135106 3353636 16400 SH 13700 0 2700
AMEDISYS INC COM 023436108 450047 16900 SH 13750 0 3150
AMER EXPRESS CO. COM 025816109 3174380 61400 SH 50900 0 10500
AMER. ELEC. PWR COM 025537101 497376 13200 SH 11000 0 2200
AMER. SUPERCONDUCTOR COM 030111108 287472 31800 SH 25650 0 6150
AMERICAN AXLE & MFG HL COM 024061103 34140 3000 SH 1250 0 1750
AMERICAN WTR WKS CO COM 030420103 347510 11800 SH 0 0 11800
AMERIGON INC COM 03070L300 72127 4150 SH 1750 0 2400
AMERIPRISE FINANCIAL COM 03076C106 3241616 56200 SH 46700 0 9500
AMERISOURCEBERGEN COM 03073E105 3009780 72700 SH 60700 0 12000
AMPHENOL CORP COM 032095101 356334 6600 SH 0 0 6600
ANALOGIC CORP. COM 032657207 283986 5400 SH 0 0 5400
ANDERSONS INC COM 034164103 154212 3650 SH 0 0 3650
ANIXTER INTL COM 035290105 2267298 34700 SH 28200 0 6500
ANNALY CAP MGMT INC COM 035710409 922746 51150 SH 22000 0 29150
ANSYS INC COM 03662Q105 401824 7350 SH 1400 0 5950
APOLLO COMMERCIAL REAL E COM 03762U105 110422 6850 SH 2900 0 3950
APPLE INC. COM 037833100 1141278 3400 SH 2900 0 500
APPLIED MICRO CIRCUIT COM 03822W406 732279 82650 SH 62850 0 19800
ARBITRON INC COM 03875Q108 2426071 58700 SH 47500 0 11200
ARES CAP CORP COM 04010L103 145433 9050 SH 3800 0 5250
ARTIO GLOBAL INVESTORS COM 04315B107 50285 4450 SH 1900 0 2550
ASCENA RETAIL GP COM 04351G101 1729740 50800 SH 41100 0 9700
ASPEN TECHNOLOGY COM 045327103 111670 6500 SH 2800 0 3700
ASSURANT INC COM 04621X108 1617642 44600 SH 29600 0 15000
ATMEL CORP. COM 049513104 341197 24250 SH 0 0 24250
ATMI INC COM 00207R101 918328 44950 SH 36450 0 8500
ATMOS ENERGY COM 049560105 136325 4100 SH 1750 0 2350
AUXILIUM PHARM COM 05334D107 71540 3650 SH 1550 0 2100
AVERY DENNISON CORP. COM 053611109 3588727 92900 SH 68500 0 24400
AVID TECHNOLOGY INC COM 05367P100 117750 6250 SH 2650 0 3600
AVIS BUDGET GP COM 053774105 1925188 112650 SH 87300 0 25350
AXCELIS TECH COM 054540109 146616 89400 SH 37650 0 51750
B & G FOODS INC COM 05508R106 743351 36050 SH 29300 0 6750
BALL CORP. COM 058498106 1903770 49500 SH 41400 0 8100
BANK HAWAII CORP COM 062540109 60476 1300 SH 0 0 1300
BARD C R INC. COM 067383109 142818 1300 SH 0 0 1300
BAXTER INTL INC. COM 071813109 3867912 64800 SH 54100 0 10700
BB&T CORPORATION COM 054937107 442860 16500 SH 13800 0 2700
BE AEROSPACE INC. COM 073302101 85701 2100 SH 2100 0 0
BEAZER HOMES USA COM 07556Q105 40002 11800 SH 5000 0 6800
BECTON DICKINSON & CO COM 075887109 620424 7200 SH 6000 0 1200
BIO RAD LABS INC [A] COM 090572207 519216 4350 SH 1150 0 3200
BIO-REFERENCE LABS INC COM 09057G602 186010 8900 SH 3800 0 5100
BIOCRYST PHARMACEUTICAL COM 09058V103 350294 91700 SH 68800 0 22900
BIOMED REALTY TRUST COM 09063H107 635882 33050 SH 26800 0 6250
BLUE COAT SYSTEMS INC COM 09534T508 78696 3600 SH 1500 0 2100
BLUE NILE INC COM 09578R103 285870 6500 SH 5200 0 1300
BORG-WARNER Inc. COM 099724106 302962 3750 SH 0 0 3750
BOSTON PROPERTIES INC COM 101121101 3428968 32300 SH 26700 0 5600
BOTTOMLINE TECH COM 101388106 181618 7350 SH 3100 0 4250
BRIGGS & STRATTON COM 109043109 83412 4200 SH 1800 0 2400
BRIGHAM EXPLORATION COM 109178103 3570649 119300 SH 85700 0 33600
BRIGHTPOINT INC COM 109473405 47038 5800 SH 2450 0 3350
BRINK'S CO COM 109696104 73083 2450 SH 0 0 2450
BROOKS AUTOMATION INC COM 114340102 1440579 132650 SH 107500 0 25150
BRUKER CORP COM 116794108 1072972 52700 SH 42700 0 10000
CA INC. COM 12673P105 2269154 99350 SH 67500 0 31850
CACI INTL INC COM 127190304 82004 1300 SH 0 0 1300
CALLAWAY GOLF COM 131193104 64066 10300 SH 4300 0 6000
CAMERON INT'L COM 13342B105 382204 7600 SH 6300 0 1300
CAPELLA EDUCATION COMP COM 139594105 347355 8300 SH 6800 0 1500
CAPITAL ONE FINL COM 14040H105 214430 4150 SH 0 0 4150
CARBO CERAMICS COM 140781105 2590905 15900 SH 12850 0 3050
CARDINAL FINL CORP COM 14149F109 183960 16800 SH 7100 0 9700
CARLISLE COS. COM 142339100 73845 1500 SH 0 0 1500
CARRIZO OIL & CO INC COM 144577103 1373575 32900 SH 24100 0 8800
CARTER INC COM 146229109 1496474 48650 SH 39400 0 9250
CASH AMER INTL INC COM 14754D100 2549173 44050 SH 27200 0 16850
CATALYST HEALTH SOLUTION COM 14888B103 206534 3700 SH 1500 0 2200
CATERPILLAR TRACTOR COM 149123101 2736022 25700 SH 21500 0 4200
CATHAY GENERAL BANCORP COM 149150104 358941 21900 SH 9200 0 12700
CAVIUM INC COM 14964U108 2090140 47950 SH 38850 0 9100
CBS CORP. COM 124857202 3706549 130100 SH 108600 0 21500
CELANESE CORP COM 150870103 303867 5700 SH 0 0 5700
CENTURY ALUM CO. COM 156431108 607220 38800 SH 27500 0 11300
CENTURYLINK INC. COM 156700106 3835796 94875 SH 70400 0 24475
CEPHALON INC. COM 156708109 111860 1400 SH 0 0 1400
CERNER CORP COM 156782104 91665 1500 SH 0 0 1500
CF INDUSTRIES HLDGS COM 125269100 43634 308 SH 71 0 237
CHARLES RIV LABS INTL. COM 159864107 380077 9350 SH 0 0 9350
CHART INDS INC COM 16115Q308 421044 7800 SH 3300 0 4500
CHEESECAKE FACTORY COM 163072101 903456 28800 SH 23300 0 5500
CHEMED CORP COM 16359R103 1366092 20850 SH 16950 0 3900
CHUBB CORP. COM 171232101 441400 7050 SH 0 0 7050
CHURCH & DWIGHT COM 171340102 344590 8500 SH 0 0 8500
CIGNA CORP. COM 125509109 4458981 86700 SH 72500 0 14200
CINCINNATI FINL COM 172062101 420192 14400 SH 12000 0 2400
CISCO SYSTEMS COM 17275R102 2324329 148900 SH 124400 0 24500
CITY NATL CORP COM 178566105 189875 3500 SH 0 0 3500
CLARCOR INC. COM 179895107 1408944 29800 SH 24100 0 5700
CLEAN HARBORS INC COM 184496107 1553912 15050 SH 10500 0 4550
CLOROX CO. DEL. COM 189054109 856488 12700 SH 6100 0 6600
CLOUD PEAK ENERGY INC COM 18911Q102 293940 13800 SH 5850 0 7950
CME GROUP COM 12572Q105 801872 2750 SH 1400 0 1350
CMS ENERGY CORP. COM 125896100 3394556 172400 SH 144000 0 28400
CNO FINANCIAL GP COM 12621E103 1041747 131700 SH 106700 0 25000
COACH INC COM 189754104 354811 5550 SH 0 0 5550
COGENT COMM GROUP COM 19239V302 375921 22100 SH 17900 0 4200
COGNEX CORP. COM 192422103 1792651 50597 SH 40897 0 9700
COGNIZANT TECH. COM 192446102 469376 6400 SH 0 0 6400
COINSTAR INC COM 19259P300 1873449 34350 SH 26800 0 7550
COLGATE PALMOLIVE COM 194162103 1590862 18200 SH 15200 0 3000
COMCAST SPL CL A COM 20030N200 459158 18950 SH 0 0 18950
COMERICA INC COM 200340107 2941907 85100 SH 71100 0 14000
COMPUTER SCIENCES COM 205363104 379600 10000 SH 8300 0 1700
COMSTOCK RES INC COM 205768203 97886 3400 SH 1450 0 1950
COMTECH TELECOMM COM 205826209 851014 30350 SH 23300 0 7050
CONAGRA INC. COM 205887102 4023779 155900 SH 130200 0 25700
CONCUR TECHNOLOGIES COM 206708109 2621164 52350 SH 42450 0 9900
CONMED CORP COM 207410101 85440 3000 SH 1250 0 1750
CONSTANT CONTACT INC COM 210313102 79947 3150 SH 1300 0 1850
COOPER COMPANIES COM 216648402 1981000 25000 SH 19150 0 5850
COOPER TIRE & RUBR CO COM 216831107 1436754 72600 SH 56850 0 15750
COPART INC COM 217204106 79220 1700 SH 750 0 950
CORINTHIAN COLLEGES COM 218868107 393624 92400 SH 74800 0 17600
CROCS INC. COM 227046109 542037 21050 SH 17100 0 3950
CSG SYS INTL COM 126349109 579348 31350 SH 25450 0 5900
CUBIST PHARMACEUTICALS COM 229678107 1527775 42450 SH 34500 0 7950
CULLEN FROST BANKERS COM 229899109 423532 7450 SH 0 0 7450
CYBERONICS INC COM 23251P102 1213616 43421 SH 35271 0 8150
DAKTRONICS INC COM 234264109 366320 33950 SH 27600 0 6350
DANA HLDG COM 235825205 914085 49950 SH 40500 0 9450
DARLING INTL INC COM 237266101 53100 3000 SH 1250 0 1750
DAVITA INC COM 23918K108 112593 1300 SH 0 0 1300
DEALERTRACK HLDGS COM 242309102 1053405 45900 SH 37200 0 8700
DELL COMPUTER COM 24702R101 379242 22750 SH 0 0 22750
DELPHI FINL. GROUP COM 247131105 157734 5400 SH 2300 0 3100
DIAMOND FOODS INC COM 252603105 175582 2300 SH 950 0 1350
DIEBOLD INC COM 253651103 231024 7450 SH 0 0 7450
DIGITAL RIVER INC. COM 25388B104 1247808 38800 SH 31450 0 7350
DINEEQUITY INC COM 254423106 982676 18800 SH 15200 0 3600
DIRECTV GP COM 25490A101 559020 11000 SH 9200 0 1800
DISCOVER FINCL SERVICES COM 254709108 2605450 97400 SH 81300 0 16100
DISCOVERY COMMUNICATNS COM 25470F302 296055 8100 SH 0 0 8100
DONALDSON CO INC COM 257651109 303400 5000 SH 0 0 5000
DOVER CORP. COM 260003108 474600 7000 SH 5800 0 1200
DRIL-QUIP INC COM 262037104 790219 11650 SH 6700 0 4950
DTS INC COM 23335C101 214915 5300 SH 2200 0 3100
DYNEX CAP INC COM 26817Q506 45980 4750 SH 2000 0 2750
EAGLE MATERIALS INC COM 26969P108 1138489 40850 SH 33050 0 7800
EAST WEST BANCORP COM 27579R104 463819 22950 SH 4900 0 18050
EASTMAN CHEM CO COM 277432100 2510922 24600 SH 20500 0 4100
EATON CORP. COM 278058102 5227320 101600 SH 84900 0 16700
EDISON INTERNATIONAL COM 281020107 3828500 98800 SH 82500 0 16300
EHEALTH INC COM 28238P109 51436 3850 SH 1650 0 2200
EL PASO ELEC CO. COM 283677854 185725 5750 SH 2400 0 3350
EL PASO ENERGY CORP. COM 28336L109 4290480 212400 SH 177400 0 35000
ELECTRO SCIENTIFIC INDS. COM 285229100 179490 9300 SH 3900 0 5400
ELI LILLY & CO. COM 532457108 544185 14500 SH 12100 0 2400
EMCOR GROUP INC COM 29084Q100 99654 3400 SH 1450 0 1950
EMERSON ELEC CO. COM 291011104 2851875 50700 SH 42400 0 8300
ENDO PHARMACEUTICALS COM 29264F205 526227 13100 SH 10900 0 2200
ENPRO INDS INC COM 29355X107 1321925 27500 SH 22300 0 5200
ENTEGRIS INC COM 29362U104 764566 75550 SH 47600 0 27950
ENTERGY CORP. COM 29364G103 351642 5150 SH 0 0 5150
ENTERTAINMENT PPTYS COM 29380T105 233500 5000 SH 2050 0 2950
ENTROPIC COMMUNICATION COM 29384R105 1637093 184150 SH 136600 0 47550
EOG RES INC. COM 26875P101 2300100 22000 SH 18400 0 3600
EQT CORP COM 26884L109 3576612 68100 SH 56900 0 11200
EQUITY LIFESTYLE PPTYS COM 29472R108 187320 3000 SH 1800 0 1200
EURONET WORLDWIDE INC COM 298736109 119427 7750 SH 3250 0 4500
EVERCORE PARTNERS CL A COM 29977A105 809676 24300 SH 17300 0 7000
EXIDE TECHNOLOGIES COM 302051206 1097104 143600 SH 116300 0 27300
EXXON MOBIL CORP. COM 30231G102 4687488 57600 SH 48100 0 9500
F M C CORP. COM 302491303 507518 5900 SH 4900 0 1000
F5 NETWORKS INC. COM 315616102 380362 3450 SH 0 0 3450
FARO TECHNOLOGIES INC COM 311642102 1265820 28900 SH 23400 0 5500
FEDERATED INVESTORS B COM 314211103 128736 5400 SH 2250 0 3150
FEI CO COM 30241L109 345619 9050 SH 2250 0 6800
FELCOR LODGING TRUST COM 31430F101 45038 8450 SH 3600 0 4850
FIFTH THIRD BANCORP COM 316773100 3030675 237700 SH 198500 0 39200
FINISAR CORP COM 31787A507 265041 14700 SH 12000 0 2700
FIRST AMERN FINL COM 31847R102 833362 53250 SH 43100 0 10150
FIRST ENERGY CORP COM 337932107 505517 11450 SH 0 0 11450
FIRST HORIZON NATL COM 320517105 372060 39000 SH 32600 0 6400
FLIR SYS INC COM 302445101 424746 12600 SH 0 0 12600
FMC TECHNOLOGIES COM 30249U101 273219 6100 SH 0 0 6100
FOOT LOCKER INC COM 344849104 172260 7250 SH 0 0 7250
FORD MOTOR CO. COM 345370860 2013340 146000 SH 114000 0 32000
FOREST LABS INC. COM 345838106 4531968 115200 SH 87500 0 27700
FOREST OIL CORP COM 346091705 259087 9700 SH 0 0 9700
FORTINET INC COM 34959E109 1288088 47200 SH 38000 0 9200
FORTUNE BRANDS COM 349631101 612192 9600 SH 8100 0 1500
FOSSIL INC COM 349882100 388476 3300 SH 1350 0 1950
FOSTER L B CO COM 350060109 90502 2750 SH 1150 0 1600
FRANKLIN RESOURCES COM 354613101 2888380 22000 SH 18400 0 3600
FRONTIER COMMUNICATIONS COM 35906A108 632688 78400 SH 40000 0 38400
FRPT MCMORAN CPR COM 35671D857 2401660 45400 SH 36100 0 9300
FTI CONSULTING INC. COM 302941109 324387 8550 SH 0 0 8550
G-III APPAREL GROUP LT COM 36237H101 219075 6350 SH 2650 0 3700
GAP INC. DEL COM 364760108 1659770 91700 SH 76600 0 15100
GARTNER GP INC. COM 366651107 201450 5000 SH 2100 0 2900
GAYLORD ENTMT CO COM 367905106 123000 4100 SH 1800 0 2300
GENERAL DYNAMICS COM 369550108 484380 6500 SH 0 0 6500
GENERAL MILLS INC. COM 370334104 348007 9350 SH 0 0 9350
GENESEE & WYO INC COM 371559105 1589144 27100 SH 18100 0 9000
GENTEX CORP. COM 371901109 399036 13200 SH 3500 0 9700
GENWORTH FINL INC COM 37247D106 718572 69900 SH 58400 0 11500
GEO GROUP INC COM 36159R103 1239014 53800 SH 43700 0 10100
GEOEYE INC COM 37250W108 1176230 31450 SH 25550 0 5900
GILEAD SCIENCES INC. COM 375558103 3292095 79500 SH 66400 0 13100
GLOBE SPECIALTY METALS COM 37954N206 153577 6850 SH 2900 0 3950
GOODRICH B F CO. COM 382388106 2836350 29700 SH 24800 0 4900
GOODRICH PETE CORP COM 382410405 105857 5750 SH 2400 0 3350
GOOGLE INC (A) COM 38259P508 2582538 5100 SH 4300 0 800
GRACE W R - NEW COM 38388F108 1234291 27050 SH 21850 0 5200
GRAFTECH INTL LTD COM 384313102 1565857 77250 SH 62550 0 14700
GRAND CANYON ED INC COM 38526M106 255949 18050 SH 14700 0 3350
GRANITE CONSTRUCTION COM 387328107 41701 1700 SH 750 0 950
GREATBATCH TECH COM 39153L106 230652 8600 SH 3650 0 4950
GROUP 1 AUTOMOTIVE INC COM 398905109 1787212 43400 SH 30900 0 12500
GULFMARK OFFSHORE INC COM 402629208 92799 2100 SH 950 0 1150
GULFPORT ENERGY CORP COM 402635304 276117 9300 SH 3900 0 5400
HAEMONETICS CORP. COM 405024100 96555 1500 SH 700 0 800
HAIN FOOD GROUP INC COM 405217100 81732 2450 SH 1050 0 1400
HALLIBURTON CO. COM 406216101 3371100 66100 SH 54600 0 11500
HARMONIC LIGHTWAVES COM 413160102 477180 66000 SH 53500 0 12500
HARRIS CORP DEL COM 413875105 184746 4100 SH 0 0 4100
HARTFORD FINCL. SRV COM 416515104 2876967 109100 SH 91100 0 18000
HATTERAS FINL CORP COM 41902R103 76221 2700 SH 1100 0 1600
HAYNES INTERNATIONAL COM 420877201 61930 1000 SH 450 0 550
HCC INS HLDGS INC COM 404132102 444150 14100 SH 0 0 14100
HEALTH CARE REIT INC COM 42217K106 338173 6450 SH 0 0 6450
HEALTHCARE REALTY COM 421946104 117591 5700 SH 2350 0 3350
HEALTHSOUTH CORP COM 421924309 870187 33150 SH 26900 0 6250
HECLA MNG CO COM 422704106 38834 5050 SH 2150 0 2900
HEINZ H J CO. COM 423074103 490176 9200 SH 7700 0 1500
HENRY JACK & ASSOC COM 426281101 1790096 59650 SH 48300 0 11350
HEWLETT PACKARD COM 428236103 1736280 47700 SH 39400 0 8300
HEXCEL CORP NEW COM 428291108 1358274 62050 SH 50300 0 11750
HMS HLDGS COM 40425J101 764856 9950 SH 1550 0 8400
HOME DEPOT INC. COM 437076102 2180444 60200 SH 50200 0 10000
HONEYWELL INT'L COM 438516106 3223819 54100 SH 45100 0 9000
HORSEHEAD HLDG COM 440694305 156510 11750 SH 4950 0 6800
HOSPIRA INC COM 441060100 2694183 47550 SH 35600 0 11950
HUDSON CITY BANCORP COM 443683107 131040 16000 SH 0 0 16000
HUMAN GENOME SCIENCE COM 444903108 58896 2400 SH 1000 0 1400
HUNTINGTON BANCSHARES COM 446150104 407376 62100 SH 51900 0 10200
HUNTSMAN CORP COM 447011107 177190 9400 SH 0 0 9400
IAC INTERACTIVE CORP COM 44919P508 276732 7250 SH 0 0 7250
ICF INTL INC. COM 44925C103 944136 37200 SH 28200 0 9000
ICONIX BRAND GROUP COM 451055107 605000 25000 SH 18800 0 6200
IDEX CORP. COM 45167R104 398895 8700 SH 0 0 8700
INCYTE GENOMICS COM 45337C102 3315447 175050 SH 139550 0 35500
INFORMATICA CORP COM 45666Q102 531713 9100 SH 1500 0 7600
INT'L BUSINESS MACH. COM 459200101 3276605 19100 SH 15900 0 3200
INT'L PAPER CO. COM 460146103 3232488 108400 SH 90500 0 17900
INTERCONTINENTALEXCH COM 45865V100 3105279 24900 SH 20800 0 4100
INTERGRYS ENERGY GP COM 45822P105 116640 2250 SH 0 0 2250
INTERMUNE INC COM 45884X103 1376640 38400 SH 31100 0 7300
INTL SPEEDWAY CORP COM 460335201 311089 10950 SH 0 0 10950
INTREPID POTASH INC COM 46121Y102 450125 13850 SH 3250 0 10600
INTUITIVE SURGICAL INC COM 46120E602 186055 500 SH 0 0 500
INVESTMENT TECH. COM 46145F105 121273 8650 SH 3600 0 5050
IPC THE HOSPITALIST CO COM 44984A105 245416 5300 SH 2200 0 3100
ISIS PHARMACEUTICALS COM 464330109 782722 85450 SH 64700 0 20750
ISLE OF CAPRI CASINOS COM 464592104 299130 33800 SH 27400 0 6400
J.C. PENNEY INC. COM 708160106 438658 12700 SH 10600 0 2100
J2 GLOBAL COMM COM 46626E205 1263292 44750 SH 30800 0 13950
JAKKS PAC INC COM 47012E106 107698 5850 SH 2500 0 3350
JAMES RIVER COAL CO COM 470355207 593370 28500 SH 23200 0 5300
JM SMUCKER CO COM 832696405 4173624 54600 SH 45600 0 9000
JOHNSON CTLS INC. COM 478366107 3161994 75900 SH 63400 0 12500
JOY GLOBAL INC COM 481165108 295244 3100 SH 0 0 3100
KANSAS CITY SOUTHERN COM 485170302 264018 4450 SH 0 0 4450
KAYDON CORP. COM 486587108 1048692 28100 SH 22800 0 5300
KELLOGG CO COM 487836108 1604280 29000 SH 16900 0 12100
KENDLE INTERNATIONAL COM 48880L107 102544 6800 SH 2850 0 3950
KENEXA CORP COM 488879107 142681 5950 SH 2500 0 3450
KENSEY NASH CORP COM 490057106 755638 29950 SH 24250 0 5700
KEYCORP COM 493267108 3193088 383324 SH 307600 0 75724
KIMBERLY CLARK CORP. COM 494368103 3388968 50916 SH 37800 0 13116
KINDRED HEALTHCARE INC COM 494580103 171330 7980 SH 6451 0 1529
KNIGHT CAPITAL GROUP COM 499005106 63916 5800 SH 2450 0 3350
KNIGHT TRANSPORTATION COM 499064103 838456 49350 SH 37300 0 12050
LANDEC CORP COM 514766104 115830 17550 SH 7400 0 10150
LANDSTAR SYS INC. COM 515098101 111552 2400 SH 1000 0 1400
LASALLE HOTEL PPTYS COM 517942108 287106 10900 SH 4650 0 6250
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