-----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, FxHLx982iefK599b4jnBozPlwQ7y8E3wNZRauvgHxtyFs1FHbItZW8/VqhdbwzU1 RqXbLgwF+uDMVqwD+VOThw== 0000906344-08-000677.txt : 20080814 0000906344-08-000677.hdr.sgml : 20080814 20080814153541 ACCESSION NUMBER: 0000906344-08-000677 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALGERT COLDIRON INVESTORS LLC CENTRAL INDEX KEY: 0001275218 IRS NUMBER: 470881014 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10860 FILM NUMBER: 081018593 MAIL ADDRESS: STREET 1: 555 CALIFORNIA ST STE 2929 CITY: SAN FRANCISCO STATE: CA ZIP: 94104 13F-HR 1 alg13f2q.txt ALGERT COLDIRON INVESTORS, LLC - FORM 13F - 2QTR08 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, 2008 Check here if Amendment | |; Amendment Number: This Amendment (Check only one.): | | is a restatement. | | adds new holdings entries. Institutional Investment Manager Filing this Report: ALGERT COLDIRON INVESTORS, LLC 555 California Street, Suite 3325 San Francisco, CA 94104 13F File Number: 028-10860 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: Tom Esperance Title: Chief Financial Officer and Chief Compliance Officer Phone: (415) 675-7300 Signature, Place and Date of Signing: /s/ Tom Esperance San Francisco, CA August 13, 2008 - ------------------------------------------------------------------------ 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: 0 Form 13F Information Table Entry Total: 702 Form 13F Information Table Value Total (x1000): $372,806,000 List of Other Included Managers: None ALGERT COLDIRON INVESTORS, LLC FORM 13F INFORMATION TABLE - SECOND QUARTER 2008
TITLE SHARES/ OF VALUE PRINCIPAL SH/ PUT/ INVSMT OTH VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) AMOUNT PRN CALL DSCRTN MGRS SOLE SHARED NONE ============================================================================================================================ AAON INC NEW CMN COM 000360206 2,300,000 119,440 SH 119,440 AAR CORP CMN COM 000361105 401,000 29,650 SH 29,650 AEP INDUSTRIES INC CMN COM 001031103 20,000 1,160 SH 1,160 AFC ENTERPRISES INC CMN COM 00104Q107 845,000 105,766 SH 105,766 AGCO CORP CMN COM 001084102 2,085,000 39,780 SH 39,780 APAC CUSTOMER SERVICES INC CMN COM 00185E106 76,000 47,700 SH 47,700 AT&T INC CMN COM 00206R102 19,000 565 SH 565 AXT INC CMN COM 00246W103 69,000 16,500 SH 16,500 AZZ INC CMN COM 002474104 1,298,000 32,540 SH 32,540 AARON RENTS INC CMN COM 002535201 140,000 6,290 SH 6,290 ACME PACKET INC CMN COM 004764106 351,000 45,270 SH 45,270 ACTIVISION INC (NEW) CMN COM 004930202 2,522,000 74,025 SH 74,025 ADVANCED AUTO PARTS INC CMN COM 00751Y106 709,000 18,250 SH 18,250 ADVOCAT INC CMN COM 007586100 265,000 24,556 SH 24,556 AEROPOSTALE, INC. CMN COM 007865108 360,000 11,480 SH 11,480 ADVANTA CORP CL-B CMN CLASS B COM 007942204 44,000 6,950 SH 6,950 AETRIUM INC CMN COM 00817R103 160,000 53,600 SH 53,600 AFFILIATED COMPUTER SVCS CL A CMN CLASS A COM 008190100 134,000 2,500 SH 2,500 AGREE REALTY CORP CMN COM 008492100 73000 3,290 SH 3,290 AIR TRANSPORT SERVICES GROUP INC CMN COM 00922R105 304,000 304,420 SH 304,420 AIRGAS INC CMN COM 009363102 187,000 3,210 SH 3,210 AIRTRAN HOLDINGS INC CMN COM 00949P108 194,000 95,140 SH 95,140 ALBANY MOLECULAR RESEARCH CMN COM 012423109 282,000 21,240 SH 21,240 ALDILA INC CMN COM 014384200 97,000 16,797 SH 16,797 ALEXANDER & BALDWIN INC CMN COM 014482103 9,000 190 SH 190 ALLIANT ENERGY CORPORATION CMN COM 018802108 1,000 20 SH 20 ALLIED WASTE INDUSTRIES INC CMN COM 019589308 1,000 40 SH 40 ALLION HEALTHCARE INC CMN COM 019615103 682,000 120,030 SH 120,030 ALLSTATE CORPORATION COMMON STOCK COM 020002101 2,000 35 SH 35 ALMOST FAMILY INC CMN COM 020409108 305,000 11,460 SH 11,460 ALTERA CORP CMN COM 021441100 1,287,000 62,150 SH 62,150 ALTRIA GROUP, INC. CMN COM 02209S103 27,000 1,300 SH 1,300 AMAZON.COM INC CMN COM 023135106 52,000 705 SH 705 AMERICA SERVICE GROUP CMN COM 02364L109 161,000 17,620 SH 17,620 AMERICAN ECOLOGY CORP CMN COM 025533407 917,000 31,060 SH 31,060 AMERICAN EXPRESS CO. CMN COM 025816109 3,000 90 SH 90 AMER INTL GROUP INC CMN COM 026874107 3,000 100 SH 100 AMERICAN PAC CORP CMN COM 028740108 162,000 9,400 SH 9,400 AMERICAN SOFTWARE CL-A CMN CLASS A COM 029683109 418,000 74,137 SH 74,137 AMERICAN TOWER CORPORATION CMN CLASS A COM 029912201 1,000 10 SH 10 AMERON INTERNATIONAL CORP CMN COM 030710107 314,000 2,620 SH 2,620 AMERISOURCEBERGEN CORPORATION CMN COM 03073E105 1,002,000 25,050 SH 25,050 AMERIGROUP CORPORATION CMN COM 03073T102 504,000 24,230 SH 24,230 AMERIPRISE FINANCIAL, INC. CMN COM 03076C106 3,000 85 SH 85 AMKOR TECHNOLOGIES INC CMN COM 031652100 1,123,000 107,855 SH 107,855 AMREP CORP CMN COM 032159105 573,000 12,040 SH 12,040 ANADARKO PETROLEUM CORP CMN COM 032511107 198,000 2,640 SH 2,640 ANADIGICS INC. COMMON STOCK COM 032515108 275,000 27,950 SH 27,950 ANALOGIC CORP (NEW) CMN COM 032657207 530,000 8,410 SH 8,410 ANAREN INC CMN COM 032744104 221,000 20,943 SH 20,943 ANDERSONS INC CMN COM 034164103 752,000 18,470 SH 18,470 ANGIODYNAMICS, INC. CMN COM 03475V101 610,000 44,760 SH 44,760 ANGIOTECH PHARMACEUTICALS, INC CMN COM 034918102 15,000 4,920 SH 4,920 ANHEUSER BUSCH COS INC. CMN COM 035229103 4,000 60 SH 60 ANIXTER INTERNATIONAL INC CMN COM 035290105 1,333,000 22,415 SH 22,415 APACHE CORP. CMN COM 037411105 2,000 15 SH 15 APOGEE ENTERPRISES INC CMN COM 037598109 832,000 51,470 SH 51,470 APPLE, INC. CMN COM 037833100 13,000 75 SH 75 APPLIED SIGNAL TECHNOLOGY INC CMN COM 038237103 337,000 24,702 SH 24,702 ARCHER DANIELS MIDLAND CO CMN COM 039483102 484,000 14,340 SH 14,340 ARROW ELECTRONICS INC. CMN COM 042735100 4,014,000 130,655 SH 130,655 ARVINMERITOR INC CMN COM 043353101 2,000 180 SH 180 ASHLAND INC. CMN COM 044209104 13,000 270 SH 270 ASTRONICS CORP CMN COM 046433108 281,000 20,210 SH 20,210 AURIZON MINES LTD CMN COM 05155P106 313,000 63,810 SH 63,810 AUTOLIV, INC. CMN COM 052800109 15,000 330 SH 330 AVNET INC. CMN COM 053807103 2,767,000 101,425 SH 101,425 AXSYS TECHNOLOGIES INC CMN COM 054615109 391,000 7,520 SH 7,520 BJ'S WHOLESALE CLUB INC CMN COM 05548J106 1,606,000 41,495 SH 41,495 BAKER (MICHAEL) CORP CMN COM 057149106 337,000 15,390 SH 15,390 BALLY TECHNOLOGIES INC CMN COM 05874B107 324,000 9,600 SH 9,600 BANK OF AMERICA CORP CMN COM 060505104 10,000 420 SH 420 THE BANK OF NY MELLON CORP CMN COM 064058100 3,000 90 SH 90 BARRICK GOLD CORPORATION CMN COM 067901108 307,000 6,740 SH 6,740 BARRY R G CORP (OHIO) CMN COM 068798107 270,000 31,570 SH 31,570 BEACON ROOFING SUPPLY, INC. CMN COM 073685109 895,000 84,330 SH 84,330 BEST BUY CO INC CMN COM 086516101 2,480,000 62,635 SH 62,635 BIO IMAGING TECHNOLOGIES, INC. CMN COM 09056N103 255,000 34,505 SH 34,505 BIO-RAD LABORATORIES, INC CMN CLASS A COM 090572207 1,113,000 13,755 SH 13,755 BIOSPHERE MEDICAL INC CMN COM 09066V103 214,000 62,220 SH 62,220 BIOVAIL CORP CMN COM 09067J109 132,000 13,650 SH 13,650 BIOLASE TECHNOLOGY, INC. CMN COM 090911108 128,000 37,380 SH 37,380 BITSTREAM INC CMN CLASS A COM 091736108 387,000 59,037 SH 59,037 BLACK BOX CORP (DE) CMN COM 091826107 285,000 10,500 SH 10,500 BLACKROCK, INC. CMN COM 09247X101 2,000 10 SH 10 BLOCKBUSTER INC CLASS A COMMON STOCK COM 093679108 457,000 182,870 SH 182,870 BLUE COAT SYSTEMS, INC. CMN COM 09534T508 119,000 8,410 SH 8,410 BLUEGREEN CORPORATION CMN COM 096231105 1,046,000 172,820 SH 172,820 BOEING COMPANY CMN COM 097023105 17,000 260 SH 260 BON-TON STORES INC CMN COM 09776J101 143,000 27,390 SH 27,390 BOOKHAM, INC. CMN COM 09856E105 79,000 47,000 SH 47,000 BOOKS A MILLION INC CMN COM 098570104 636,000 83,010 SH 83,010 BORGWARNER INC. CMN COM 099724106 1,206,000 27,180 SH 27,180 BOSTON BEER INC CL A CMN CLASS A COM 100557107 1,731,000 42,540 SH 42,540 BOTTOMLINE TECHNOLOGIES INC CMN COM 101388106 70,000 7,170 SH 7,170 BRIGHAM EXPLORATION COMPANY CMN COM 109178103 191,000 12,090 SH 12,090 BRIGHTPOINT INC CMN COM 109473405 229,000 31,340 SH 31,340 BRINK'S COMPANY (THE) CMN COM 109696104 1,200,000 18,345 SH 18,345 BROCADE COMMUNICATIONS SYSTEMS, INC. CMN COM 111621306 399,000 48,480 SH 48,480 BRUKER CORPORATION CMN COM 116794108 216,000 16,790 SH 16,790 BRUNSWICK CORP. CMN COM 117043109 1,000 115 SH 115 BSQUARE CORPORATION CMN COM 11776U300 307,000 63,460 SH 63,460 BUCKEYE TECHNOLOGIES INC CMN COM 118255108 550,000 64,968 SH 64,968 BUILD-A-BEAR WORKSHOP, INC. CMN COM 120076104 314,000 43,140 SH 43,140 BURGER KING HOLDINGS, INC. CMN COM 121208201 484,000 18,060 SH 18,060 BURLINGTON NORTHERN SANTA FE CORP COM 12189T104 3,000 30 SH 30 CBS CORPORATION CMN CLASS B COM 124857202 1,000 55 SH 55 CEC ENTERTAINMENT INC CMN COM 125137109 79,000 2,830 SH 2,830 CF INDUSTRIES HOLDINGS, INC. CMN COM 125269100 947,000 6,200 SH 6,200 C.H. ROBINSON WORLDWIDE INC. CMN COM 12541W209 4,278,000 78,005 SH 78,005 CIT GROUP INC. CMN COM 125581108 1,000 100 SH 100 CPI CORPORATION CMN COM 125902106 322,000 17,180 SH 17,180 CSS INDUSTRIES CMN COM 125906107 711,000 29,360 SH 29,360 CSG SYSTEMS INTL INC CMN COM 126349109 223,000 20,260 SH 20,260 CTS CORPORATION CMN COM 126501105 1,075,000 106,963 SH 106,963 CVS CAREMARK CORPORATION CMN COM 126650100 2,406,000 60,800 SH 60,800 CALIPER LIFE SCIENCES INC CMN COM 130872104 134,000 51,860 SH 51,860 CALLON PETROLEUM CO CMN COM 13123X102 252,000 9,210 SH 9,210 CALLWAVE, INC. CMN COM 13126N101 23,000 8,800 SH 8,800 CAMECO CORPORATION CMN COM 13321L108 395,000 9,210 SH 9,210 CANADIAN NATIONAL RAILWAY CO. CMN COM 136375102 431,000 8,960 SH 8,960 CAPITAL CORP OF THE WEST CMN COM 140065202 70,000 18,320 SH 18,320 CAPITAL ONE FINANCIAL CORP CMN COM 14040H105 4,000 100 SH 100 CAPITAL SENIOR LIVING CORP CMN COM 140475104 397,000 52,650 SH 52,650 CAPSTONE TURBINE CORP CMN COM 14067D102 394,000 93,950 SH 93,950 CARMIKE CINEMAS INC CMN COM 143436400 533,000 90,720 SH 90,720 CARNIVAL CORPORATION CMN COM 143658300 1,000 40 SH 40 CARROLS RESTAURANT GROUP INC CMN COM 14574X104 53,000 10,140 SH 10,140 CASEY'S GENERAL STORES,INC CMN COM 147528103 2,022,000 87,250 SH 87,250 CATALYST SEMICONDUCTOR INC CMN COM 148881105 403,000 93,220 SH 93,220 CELADON GROUP INC CMN COM 150838100 387,000 38,770 SH 38,770 CENTRAL GARDEN & PET CO CMN COM 153527106 539,000 118,480 SH 118,480 CHEVRON CORPORATION CMN COM 166764100 7,000 70 SH 70 CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 1,896,000 47,602 SH 47,602 CMN SERIES CHINDEX INTERNATIONAL, INC. CMN COM 169467107 289,000 19,700 SH 19,700 CHIQUITA BRANDS INTL INC. CMN COM 170032809 1,055,000 69,560 SH 69,560 CHURCH & DWIGHT INC CMN COM 171340102 255,000 4,530 SH 4,530 CIBER INC CMN COM 17163B102 546,000 88,000 SH 88,000 CIMAREX ENERGY CO CMN COM 171798101 1,830,000 26,270 SH 26,270 CINCINNATI FINANCIAL CRP CMN COM 172062101 5,000 205 SH 205 CIRCOR INTERNATIONAL INC CMN COM 17273K109 837,000 17,094 SH 17,094 CITIGROUP INC. CMN COM 172967101 7,000 415 SH 415 CLEAN HARBORS INC CMN COM 184496107 1,384,000 19,475 SH 19,475 CLEAR CHANNEL COMMUNICATIONS CMN COM 184502102 1,000 40 SH 40 COCA-COLA ENTERPRISES INC CMN COM 191219104 290,000 16,790 SH 16,790 COGO GROUP, INC CMN COM 192448108 91,000 9,950 SH 9,950 COLUMBUS MCKINNON CORP CMN COM 199333105 255,000 10,607 SH 10,607 COMFORT SYSTEMS USA INC COMMON STOCK COM 199908104 632,000 47,030 SH 47,030 COMPLETE PRODUCTION SERVICES CMN COM 20453E109 937,000 25,740 SH 25,740 COMPUTER PROGRAMS & SYSTEMS CMN COM 205306103 736,000 42,450 SH 42,450 COMPUTER SCIENCES CORP CMN COM 205363104 2,128,000 45,435 SH 45,435 COMPUWARE CORP. CMN COM 205638109 1,296,000 135,850 SH 135,850 COMSYS IT PARTNERS INC CMN COM 20581E104 505,000 55,420 SH 55,420 CONAGRA INC CMN COM 205887102 2,000 100 SH 100 CONEXANT SYSTEMS INC CMN COM 207142100 369,000 767,950 SH 767,950 CONMED CORP CMN COM 207410101 1,169,000 44,024 SH 44,024 CONOCOPHILLIPS CMN COM 20825C104 12,000 130 SH 130 CONSTAR INTERNATIONAL INC. CMN COM 21036U107 42,000 16,750 SH 16,750 CONTINENTAL AIRLINES INC CLASS B COM 210795308 34,000 3,407 SH 3,407 CORE MARK HLDG CO INC CMN COM 218681104 217,000 8,300 SH 8,300 COSTCO WHOLESALE CORPORATION CMN COM 22160K105 3,749,000 53,445 SH 53,445 COUNTRYWIDE FINANCIAL CORP CMN COM 222372104 1,000 50 SH 50 CRYOLIFE INC CMN COM 228903100 828,000 72,390 SH 72,390 CUBIST PHARMACEUTICALS, INC. CMN COM 229678107 236,000 13,210 SH 13,210 CULP INC CMN COM 230215105 588,000 83,740 SH 83,740 CUMMINS INC COMMON STOCK COM 231021106 1,489,000 22,720 SH 22,720 CYPRESS BIOSCIENCE INC CMN COM 232674507 101,000 14,000 SH 14,000 D & E COMMUNICATIONS, INC CMN COM 232860106 316,000 35,510 SH 35,510 DDI CORP. CMN COM 233162502 220,000 36,601 SH 36,601 DARLING INTERNATIONAL INC CMN COM 237266101 713,000 43,180 SH 43,180 DATALINK CORP CMN COM 237934104 255,000 55,170 SH 55,170 DEAN FOODS COMPANY NEW CMN COM 242370104 1,510,000 76,940 SH 76,940 DECKERS OUTDOORS CORP CMN COM 243537107 939,000 6,745 SH 6,745 DEL MONTE FOODS COMPANY CMN COM 24522P103 6,000 880 SH 880 DELL INC CMN COM 24702R101 2,000 100 SH 100 DENNY'S CORPORATION CMN COM 24869P104 853,000 300,300 SH 300,300 DEPOMED, INC CMN COM 249908104 443,000 138,110 SH 138,110 DIALYSIS CORP OF AMERICA CMN COM 252529102 240,000 33,020 SH 33,020 DIAMOND MGMT & TECH CONSULTANTS INC CMN COM 25269L106 511,000 98,132 SH 98,132 DIGIRAD CORPORATION CMN COM 253827109 88,000 41,510 SH 41,510 DIGITAL REALTY TRUST, INC. CMN COM 253868103 2,000 40 SH 40 DIRECTV GROUP, INC (THE) CMN COM 25459L106 3,090,000 119,240 SH 119,240 DISH NETWORK CORPORATION CMN CLASS A COM 25470M109 53,000 1,810 SH 1,810 DOLBY LABORATORIES, INC. CMN CLASS A COM 25659T107 264,000 6,550 SH 6,550 DOUBLE-TAKE SOFTWARE, INC. CMN COM 258598101 149,000 10,860 SH 10,860 DOW CHEMICAL CO CMN COM 260543103 1,000 40 SH 40 DRESSER-RAND GROUP INC. CMN COM 261608103 2,148,000 54,935 SH 54,935 DRUGSTORE.COM INC CMN COM 262241102 122,000 64,160 SH 64,160 DUCOMMUN INC DEL CMN COM 264147109 1,401,000 61,000 SH 61,000 DUKE ENERGY CORPORATION CMN COM 26441C105 5,000 305 SH 305 DYNAMEX INC CMN COM 26784F103 1,555,000 58,001 SH 58,001 EFJOHNSON TECHNOLOGIES, INC. CMN COM 26843B101 174,000 99,310 SH 99,310 EMS TECHNOLOGIES INC CMN COM 26873N108 579,000 26,520 SH 26,520 EAGLE TEST SYSTEMS, INC. CMN COM 270006109 647,000 57,790 SH 57,790 EASTERN COMPANY CMN COM 276317104 154,000 10,030 SH 10,030 EBAY INC. CMN COM 278642103 2,000 80 SH 80 EINSTEIN NOAH RESTAURANT GROUP, INC CMN COM 28257U104 79,000 7,170 SH 7,170 8X8 INC CMN COM 282914100 165,000 144,370 SH 144,370 ELDORADO GOLD CORP (NEW) CMN COM 284902103 593,000 68,560 SH 68,560 ELECTRONIC DATA SYSTEMS CORP CMN COM 285661104 1,000 55 SH 55 ELIZABETH ARDEN INC CMN COM 28660G106 747,000 49,180 SH 49,180 PERRY ELLIS INTERNATIONAL CMN COM 288853104 1,201,000 56,615 SH 56,615 EMBARQ CORPORATION CMN COM 29078E105 1,000 10 SH 10 EMCOR GROUP INC. CMN COM 29084Q100 1,683,000 58,975 SH 58,975 EMULEX CORP. CMN COM 292475209 481,000 41,250 SH 41,250 ENCANA CORPORATION CMN COM 292505104 454,000 4,990 SH 4,990 ENDEAVOUR INTERNATIONAL CORP. CMN COM 29259G101 847,000 390,180 SH 390,180 ENERGEN CORP CMN COM 29265N108 218,000 2,800 SH 2,800 ENERSYS CMN COM 29275Y102 650,000 18,990 SH 18,990 ENGLOBAL CORPORATION CMN COM 293306106 380,000 26,720 SH 26,720 ENZO BIOCHEM INC CMN COM 294100102 146,000 13,040 SH 13,040 ERESEARCHTECHNOLOGY INC CMN COM 29481V108 409,000 23,430 SH 23,430 EXACTECH INC CMN COM 30064E109 1,298,000 50,500 SH 50,500 EXIDE TECHNOLOGIES CMN COM 302051206 923,000 55,100 SH 55,100 EXPONENT INC CMN COM 30214U102 1,337,000 42,570 SH 42,570 EXPRESS SCRIPTS COMMON CMN COM 302182100 1,946,000 31,030 SH 31,030 EXXON MOBIL CORPORATION CMN COM 30231G102 37,000 425 SH 425 FMC CORPORATION CMN COM 302491303 164,000 2,120 SH 2,120 FMC TECHNOLOGIES INC CMN COM 30249U101 2,870,000 37,310 SH 37,310 FIRST DEFIANCE FINANCIAL CORP. CMN COM 32006W106 69,000 4,340 SH 4,340 FIRST PLACE FINANCIAL/OHIO CMN COM 33610T109 165,000 17,560 SH 17,560 FIRST REGIONAL BANCORP CMN COM 33615C101 18,000 3,230 SH 3,230 FIRSTENERGY CORP CMN COM 337932107 2,000 25 SH 25 FIVE STAR QUALITY CARE INC CMN COM 33832D106 1,098,000 232,070 SH 232,070 FLUOR CORPORATION CMN COM 343412102 460,000 2,470 SH 2,470 FLOWSERVE CORPORATION CMN COM 34354P105 507,000 3,710 SH 3,710 FORD MOTOR COMPANY CMN COM 345370860 380,000 78,915 SH 78,915 FOREST LABORATORIES INC CMN COM 345838106 1,084,000 31,210 SH 31,210 FORRESTER RESEARCH INC. CMN COM 346563109 285,000 9,240 SH 9,240 FRANKLIN COVEY CO CMN COM 353469109 287,000 33,030 SH 33,030 FREDS INC CL A CMN CLASS A COM 356108100 286,000 25,480 SH 25,480 FURMANITE CORPORATION CMN COM 361086101 358,000 44,850 SH 44,850 GP STRATEGIES CORP CMN COM 36225V104 379,000 37,690 SH 37,690 GSI GROUP, INC. (THE) CMN COM 36229U102 209,000 26,870 SH 26,870 G-III APPAREL GROUP, LTD. CMN COM 36237H101 683,000 55,350 SH 55,350 GSI COMMERCE INC CMN COM 36238G102 57,000 4,180 SH 4,180 GAMETECH INTERNATIONAL INC CMN COM 36466D102 92,000 19,420 SH 19,420 GAMMON GOLD INC CMN COM 36467T106 191,000 17,580 SH 17,580 GAMESTOP CORP CMN CLASS A COM 36467W109 608,000 15,045 SH 15,045 GARDER DENVER INC CMN COM 365558105 2,099,000 36,954 SH 36,954 GASCO ENERGY, INC. CMN COM 367220100 492,000 118,640 SH 118,640 GENCORP INC CMN COM 368682100 682,000 95,230 SH 95,230 GENENTECH INC. CMN COM 368710406 5,000 60 SH 60 GENERAL ELECTRIC CO CMN COM 369604103 25,000 925 SH 925 GENERAL MOTORS CORPORATION CMN COM 370442105 1,000 30 SH 30 GENTIVA HEALTH SERVICES INC CMN COM 37247A102 668,000 35,082 SH 35,082 GEOEYE INC CMN COM 37250W108 227,000 12,840 SH 12,840 GILEAD SCIENCES CMN COM 375558103 246,000 4,650 SH 4,650 GLOBECOMM SYSTEMS INC CMN COM 37956X103 106,000 12,830 SH 12,830 GOLDCORP INC CMN COM 380956409 255,000 5,530 SH 5,530 GOLDEN STAR RESOURCES LTD CMN COM 38119T104 130,000 48,370 SH 48,370 GOLDMAN SACHS GROUP, INC.(THE) CMN COM 38141G104 6,000 35 SH 35 THE GOODYEAR TIRE & RUBBER COMPANY CMN COM 382550101 1,816,000 101,850 SH 101,850 GOOGLE, INC. CMN CLASS A COM 38259P508 11,000 20 SH 20 GORMAN-RUPP CO CMN COM 383082104 438,000 11,000 SH 11,000 GRAFTECH INTERNATIONAL LTD CMN COM 384313102 241,000 8,990 SH 8,990 GRAHAM CORP (DEL) CMN COM 384556106 337,000 4,552 SH 4,552 GREIF INC CMN CLASS A COM 397624107 4,000 70 SH 70 GUESS?, INC. CMN COM 401617105 1,216,000 32,475 SH 32,475 GYMBOREE CORP. CMN COM 403777105 1,105,000 27,580 SH 27,580 HACKETT GROUP INC (THE). CMN COM 404609109 276,000 48,040 SH 48,040 HANGER ORTHOPEDIC GROUP CMN COM 41043F208 1,615,000 97,940 SH 97,940 HARMAN INTL INDS INC (NEW) CMN COM 413086109 827,000 19,990 SH 19,990 HARMONIC INC CMN COM 413160102 1,270,000 133,500 SH 133,500 HARRIS CORP CMN COM 413875105 168,000 3,320 SH 3,320 HARVARD BIOSCIENCE INC CMN COM 416906105 306,000 65,710 SH 65,710 HASBRO INC CMN COM 418056107 16,000 440 SH 440 HASTINGS ENTERTAINMENT INC CMN COM 418365102 154,000 19,259 SH 19,259 HAUPPAUGE DIGITAL INC CMN COM 419131107 79,000 52,909 SH 52,909 HAWAIIAN HOLDINGS INC CMN COM 419879101 28,000 4,060 SH 4,060 HAWK CORPORATION CMN CLASS A COM 420089104 487,000 26,178 SH 26,178 HEALTH GRADES INC CMN COM 42218Q102 416,000 92,570 SH 92,570 HEALTHEXTRAS INC CMN COM 422211102 982,000 32,590 SH 32,590 HEALTHTRONICS INC. CMN COM 42222L107 403,000 123,145 SH 123,145 HEARTLAND PAYMENT SYSTEMS, INC. CMN COM 42235N108 1,869,000 79,215 SH 79,215 HEICO CORPORATION (NEW) CMN COM 422806109 497,000 15,280 SH 15,280 HELMERICH & PAYNE INC. CMN COM 423452101 364,000 5,050 SH 5,050 HESS CORPORATION CMN COM 42809H107 664,000 5,260 SH 5,260 HEWLETT-PACKARD CO. CMN COM 428236103 1,521,000 34,395 SH 34,395 HOOKER FURNITURE CORP CMN COM 439038100 748,000 43,160 SH 43,160 HOSPITALITY PROPERTIES TRUST CMN COM 44106M102 1,000 60 SH 60 HOST HOTELS & RESORTS INC CMN COM 44107P104 1,000 105 SH 105 HOUSTON WIRE & CABLE COMPANY CMN COM 44244K109 324,000 16,270 SH 16,270 HOVNANIAN K ENTERPRISES INC CMN CLASS A COM 442487203 198,000 36,110 SH 36,110 HURCO COMPANIES INC CMN COM 447324104 444,000 14,372 SH 14,372 HUTTIG BUILDING PRODUCTS INC CMN COM 448451104 140,000 77,076 SH 77,076 IAC/INTERACTIVECORP CMN COM 44919P300 1,000 20 SH 20 ICF INTERNATIONAL INC CMN COM 44925C103 271,000 16,300 SH 16,300 IMAX CORPORATION CMN COM 45245E109 105,000 15,390 SH 15,390 IMMUNOGEN INC. CMN COM 45253H101 189,000 61,720 SH 61,720 IMPERIAL OIL LTD COMMON (NEW) CMN COM 453038408 618,000 11,230 SH 11,230 INDUSTRIAL DISTRIBUTION GROUP INC COM 456061100 61,000 5,070 SH 5,070 INFOCUS CORP CMN COM 45665B106 74,000 49,000 SH 49,000 INGLES MARKETS INC CL-A CMN CLASS A COM 457030104 1,856,000 79,540 SH 79,540 INGRAM MICRO INC. CLASS A COMMON STOCK COM 457153104 1,068,000 60,175 SH 60,175 INSIGHT ENTERPRISES INC CMN COM 45765U103 950,000 80,950 SH 80,950 INNOSPEC CORPORTAION CMN COM 45768S105 568,000 30,170 SH 30,170 INSTEEL INDUSTRIES INC CMN COM 45774W108 1,279,000 69,860 SH 69,860 INTEGRAL SYSTEMS INC (MD) CMN COM 45810H107 641,000 16,570 SH 16,570 INTEGRATED DEVICE TECH INC CMN COM 458118106 34,000 3,410 SH 3,410 INTEGRATED SILICON SOLUTION COMMON STOCK COM 45812P107 993,000 178,590 SH 178,590 INTEL CORPORATION CMN COM 458140100 8,000 395 SH 395 INTER PARFUMS INC CMN COM 458334109 368,000 24,530 SH 24,530 INTERACTIVE INTELLIGENCE INC CMN COM 45839M103 552,000 47,410 SH 47,410 INTERFACE INC CL A CMN CLASS A COM 458665106 296,000 23,620 SH 23,620 INTL BUSINESS MACHINES CORP CMN COM 459200101 12,000 100 SH 100 INTERNATIONAL PAPER CO. CMN COM 460146103 1,000 15 SH 15 INTERSTATE HOTELS & RESRTS INC CMN COM 46088S106 120,000 46,300 SH 46,300 INTERVOICE INC CMN COM 461142101 63,000 10,970 SH 10,970 INVACARE CORP CMN COM 461203101 1,974,000 96,553 SH 96,553 INTUITIVE SURGICAL, INC. CMN COM 46120E602 1,146,000 4,255 SH 4,255 INX INC. CMN COM 46185W109 140,000 13,430 SH 13,430 IRWIN FINANCIAL CORP CMN COM 464119106 42,000 15,730 SH 15,730 ISOLAGEN INC CMN COM 46488N103 8,000 24,110 SH 24,110 ITERIS INC CMN COM 46564T107 142,000 56,020 SH 56,020 I2 TECHNOLOGIES INC CMN COM 465754208 1,027,000 82,620 SH 82,620 IXYS CORP CMN COM 46600W106 757,000 63,365 SH 63,365 JDA SOFTWARE GROUP INC CMN COM 46612K108 1,704,000 94,127 SH 94,127 JPMORGAN CHASE & CO CMN COM 46625H100 9,000 250 SH 250 JABIL CIRCUIT INC CMN COM 466313103 1,985,000 120,960 SH 120,960 JAKKS PACIFIC INC CMN COM 47012E106 490,000 22,430 SH 22,430 JO-ANN STORES, INC CMN COM 47758P307 955,000 41,450 SH 41,450 JOHNSON & JOHNSON CMN COM 478160104 16,000 250 SH 250 KSW, INC. CMN COM 48268R106 77,000 16,220 SH 16,220 K TRON INTL INC CMN COM 482730108 542,000 4,180 SH 4,180 KADANT INCORPORATED CMN COM 48282T104 297,000 13,151 SH 13,151 KEY TECHNOLOGY INC CMN COM 493143101 968,000 30,430 SH 30,430 KINDRED HEALTHCARE INC. 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CMN COM 502470107 22,000 1,730 SH 1,730 LA Z BOY CHAIR CO CMN COM 505336107 221,000 28,950 SH 28,950 LABRANCHE & COMPANY CMN COM 505447102 609,000 86,000 SH 86,000 LAKES ENTERTAINMENT INC CMN COM 51206P109 94,000 14,280 SH 14,280 LATTICE SEMICONDUCTOR CORP CMN COM 518415104 336,000 107,270 SH 107,270 LAWSON PRODUCTS INC CMN COM 520776105 137,000 5,540 SH 5,540 LAYNE CHRISTENSEN COMPANY (NAME CHANGED COM 521050104 875,000 19,977 SH 19,977 FROM LAYNE INC) LEAR CORPORATION CMN COM 521865105 30,000 2,120 SH 2,120 LECG CORP CMN COM 523234102 214,000 24,490 SH 24,490 LECROY CORP CMN COM 52324W109 127,000 14,200 SH 14,200 LEGG MASON INC CMN COM 524901105 1,000 15 SH 15 LENNOX INTERNATIONAL INC CMN COM 526107107 4,000 155 SH 155 LEXMARK INTERNATIONAL INC. CMN CLASS A COM 529771107 147,000 4,397 SH 4,397 ELI LILLY & CO CMN COM 532457108 3,000 70 SH 70 LO JACK CORP CMN COM 539451104 121,000 15,184 SH 15,184 LODGIAN INC CMN COM 54021P403 450,000 57,500 SH 57,500 LOEWS CORPORATION CMN COM 540424108 534,000 11,395 SH 11,395 LONG DRUG STORES CP (MARYLAND) CMN COM 543162101 887,000 21,060 SH 21,060 LOOKSMART LTD CMN COM 543442503 208,000 51,640 SH 51,640 LUNDIN MINING CORPORATION LTD. CMN COM 550372106 144,000 23,710 SH 23,710 LYDALL INC CMN COM 550819106 454,000 36,210 SH 36,210 M & F WORLDWIDE CORP CMN COM 552541104 1,343,000 34,170 SH 34,170 MDS INC CMN COM 55269P302 353,000 21,770 SH 21,770 MEMC ELECTRONIC MATERIAL COMMON STOCK COM 552715104 1,000 15 SH 15 M/I HOMES INC CMN COM 55305B101 809,000 51,430 SH 51,430 MPS GROUP INC CMN COM 553409103 1,681,000 158,099 SH 158,099 MAD CATZ INTERACTIVE INC CMN COM 556162105 55,000 92,490 SH 92,490 MACY'S INC. CMN COM 55616P104 1,000 25 SH 25 STEVEN MADDEN LTD CMN COM 556269108 219,000 11,930 SH 11,930 MAGMA DESIGN AUTOMATION INC CMN COM 559181102 277,000 45,660 SH 45,660 MAGNA INTERNATIONAL INC CMN CLASS A COM 559222401 162,000 2,730 SH 2,730 MAGNETEK INC CMN COM 559424106 40,000 9,560 SH 9,560 MAIDENFORM BRANDS, INC. CMN COM 560305104 578,000 42,820 SH 42,820 MANHATTAN ASSOCIATES INC CMN COM 562750109 811,000 34,190 SH 34,190 MANPOWER INC CMN COM 56418H100 2,877,000 49,395 SH 49,395 MANTECH INTERNATIONAL CORP CMN CLASS A COM 564563104 2,982,000 61,970 SH 61,970 MARTEN TRANSPORT LTD CMN COM 573075108 116,000 7,290 SH 7,290 MARTHA STEWART LIVING OMNIMEDIA INC CL-A COM 573083102 723,000 97,720 SH 97,720 CLASS A MATRIX SERVICE COMPANY CMN COM 576853105 961,000 41,680 SH 41,680 MAXIMUS INC CMN COM 577933104 646,000 18,540 SH 18,540 MCDERMOTT INTL CMN COM 580037109 120,000 1,940 SH 1,940 MCKESSON CORPORATION CMN COM 58155Q103 1,606,000 28,720 SH 28,720 MCMORAN EXPLORATION INC CMN COM 582411104 760,000 27,620 SH 27,620 MEDALLION FINANCIAL CORP MUTUAL FUND COM 583928106 355,000 37,650 SH 37,650 MEDCATH CORP CMN COM 58404W109 159,000 8,844 SH 8,844 MEDCO HEALTH SOLUTIONS, INC. CMN COM 58405U102 1,955,000 41,430 SH 41,430 MEDICINES CO (THE) CMN COM 584688105 332,000 16,740 SH 16,740 MEDICIS PHARMACEUTICAL CORP CL-A (NEW) COM 584690309 357,000 17,190 SH 17,190 CLASS A MEDIFAST, INC. CMN COM 58470H101 615,000 116,960 SH 116,960 MERCANTILE BANK CORP CMN COM 587376104 50,000 6,970 SH 6,970 MERCER INTERNATIONAL INC CMN COM 588056101 130,000 17,388 SH 17,388 MERCK & CO.INC. CMN COM 589331107 18,000 490 SH 490 MERIT MEDICAL SYS INC CMN COM 589889104 567,000 38,565 SH 38,565 MERITAGE HOMES CORPORATION CMN COM 59001A102 1,047,000 69,020 SH 69,020 MERRILL LYNCH & CO., INC. CMN COM 590188108 3,000 90 SH 90 MET-PRO CORPORATION CMN COM 590876306 248,000 18,610 SH 18,610 METHANEX CORPORATION CMN COM 59151K108 375,000 13,400 SH 13,400 METLIFE INC CMN COM 59156R108 3,000 60 SH 60 METRO HEALTH NETWORKS INC CMN COM 592142103 157,000 87,510 SH 87,510 MICROS SYSTEMS, INC. CMN COM 594901100 458,000 15,030 SH 15,030 MICROSOFT CORPORATION CMN COM 594918104 2,945,000 107,055 SH 107,055 MICROVISION INC (WASH) CMN COM 594960106 301,000 109,437 SH 109,437 MICROSTRATEGY INC CMN CLASS A COM 594972408 355,000 5,477 SH 5,477 MIDAS INC CMN COM 595626102 111,000 8,240 SH 8,240 MIDDLEBY CORP CMN COM 596278101 353,000 8,050 SH 8,050 MILLER HERMAN INC. CMN COM 600544100 132,000 5,310 SH 5,310 MILLER INDS INC CMN COM 600551204 420,000 42,130 SH 42,130 MINDSPEED TECHNOLOGIES, INC. CMN COM 602682106 811,000 921,030 SH 921,030 MOLINA HEALTHCARE INC CMN COM 60855R100 380,000 15,620 SH 15,620 MOLSON COORS BREWING CO CMN CLASS B COM 60871R209 2,377,000 43,745 SH 43,745 MONOLITHIC POWER SYSTEMS, INC. CMN COM 609839105 83,000 3,819 SH 3,819 MONSANTO COMPANY CMN COM 61166W101 873,000 6,905 SH 6,905 MORGAN STANLEY CMN COM 617446448 7,000 195 SH 195 MORTONS RESTAURANT GROUP, INC CMN COM 619430101 787,000 114,450 SH 114,450 MOVADO GROUP INC CMN COM 624580106 1,023,000 51,650 SH 51,650 NBTY, INC CMN COM 628782104 141,000 4,400 SH 4,400 NCI BUILDING SYSTEMS INC CMN COM 628852105 835,000 22,740 SH 22,740 NMS COMMUNICATIONS CORP CMN COM 629248105 24,000 21,388 SH 21,388 NN INC CMN COM 629337106 1,426,000 102,330 SH 102,330 NPS PHARMACEUTICALS INC CMN COM 62936P103 682,000 153,344 SH 153,344 NVE CORP CMN COM 629445206 333,000 10,530 SH 10,530 N V R INC CMN COM 62944T105 700,000 1,400 SH 1,400 NACCO INDS INC CL-A (COM) CMN CLASS A COM 629579103 409,000 5,507 SH 5,507 NAPSTER, INC. CMN COM 630797108 148,000 104,169 SH 104,169 NATIONAL OILWELL VARCO, INC. COMMON STOCK COM 637071101 3,000 30 SH 30 CMN NATUS MEDICAL INC DEL CMN COM 639050103 81,000 3,890 SH 3,890 NAUTILUS INC CMN COM 63910B102 100,000 19,710 SH 19,710 NAVARRE CORP CMN COM 639208107 143,000 86,925 SH 86,925 NESS TECHNOLOGIES, INC. CMN COM 64104X108 456,000 45,050 SH 45,050 NETFLIX COM INC CMN COM 64110L106 133,000 5,090 SH 5,090 NETSCOUT SYSTEMS INC CMN COM 64115T104 257,000 24,070 SH 24,070 NETWORK ENGINES INC CMN COM 64121A107 195,000 166,780 SH 166,780 NEUROBIOLOGICAL TECHNOLOGIES, INC CMN COM 64124W304 56,000 39,339 SH 39,339 NEXEN INC. CMN COM 65334H102 802,000 20,180 SH 20,180 NIKE CLASS-B CMN CLASS B COM 654106103 2,000 35 SH 35 NOBLE INTERNATIONAL LTD CMN COM 655053106 186,000 41,550 SH 41,550 NORTEL NETWORKS CORPORATION CMN COM 656568508 76,000 9,210 SH 9,210 NORTH AMERN GALVANZNG & CTNGS CMN COM 65686Y109 569,000 64,727 SH 64,727 NORTH AMERICAN PALLADIUM LTD CMN COM 656912102 168,000 30,590 SH 30,590 NORTHGATE MINERALS CORP CMN COM 666416102 206,000 74,990 SH 74,990 NORTHROP GRUMMAN CORP CMN COM 666807102 23,000 345 SH 345 NOVAMED INC CMN COM 66986W108 19,000 4,910 SH 4,910 NOVATEL WIRELESS INC CMN COM 66987M604 203,000 18,200 SH 18,200 NVIDIA CORP CMN COM 67066G104 519,000 27,734 SH 27,734 O'CHARLEYS INC CMN COM 670823103 1,040,000 103,341 SH 103,341 OM GROUP INC CMN COM 670872100 208,000 6,350 SH 6,350 OSI SYSTEMS INC CMN COM 671044105 802,000 37,450 SH 37,450 OCEANEERING INTL INC CMN COM 675232102 50,000 650 SH 650 OIL-DRI CORPORATION OF AMERICA CMN COM 677864100 498,000 27,758 SH 27,758 OMEGA HEALTHCARE INVESTORS INC CMN COM 681936100 2,000 125 SH 125 OMNI ENERGY SERVICES CMN COM 68210T208 507,000 79,110 SH 79,110 OMNIVISION TECHNOLOGIES INC CMN COM 682128103 1,212,000 100,240 SH 100,240 ON-ASSIGNMENT INC CMN COM 682159108 288,000 35,920 SH 35,920 OPEN TEXT CORP CMN COM 683715106 406,000 12,640 SH 12,640 OPLINK COMMUNICATIONS INC CMN COM 68375Q403 67,000 7,020 SH 7,020 ORACLE CORPORATION CMN COM 68389X105 7,000 320 SH 320 ORBITAL SCIENCES CORP CMN COM 685564106 622,000 26,400 SH 26,400 ORLEANS HOMEBUILDERS INC CMN COM 686588104 112,000 30,570 SH 30,570 OSTEOTECH INC CMN COM 688582105 772,000 135,650 SH 135,650 OVERHILL FARMS INC CMN COM 690212105 325,000 46,790 SH 46,790 OVERSTOCK.COM INC DEL CMN COM 690370101 472,000 18,170 SH 18,170 OWENS & MINOR INC (NEW) CMN COM 690732102 23,000 500 SH 500 OWENS CORNING CMN COM 690742101 1,293,000 56,830 SH 56,830 PC CONNECTION INC. CMN COM 69318J100 861,000 92,500 SH 92,500 PC MALL INC CMN COM 69323K100 49,000 3,610 SH 3,610 PGT INC CMN COM 69336V101 88,000 25,680 SH 25,680 PRG-SCHULTZ INTERNATIONAL, INC CMN CLASS COM 69357C503 715,000 75,950 SH 75,950 PS BUSINESS PARKS, INC. CMN COM 69360J107 1,000 15 SH 15 PSS WORLD MEDICAL INC CMN COM 69366A100 1,768,000 108,440 SH 108,440 PAPA JOHN'S INTERNATIONAL INC. CMN COM 698813102 128,000 4,810 SH 4,810 PARAMETRIC TECHNOLOGY CORP CMN CLASS . COM 699173209 349,000 20,950 SH 20,950 PARKER-HANNIFIN CORP. CMN COM 701094104 126,000 1,760 SH 1,760 PARLUX FRAGRANCES CMN COM 701645103 53,000 10,530 SH 10,530 PEERLESS SYSTEMS CORP CMN COM 705536100 55,000 30,051 SH 30,051 PEGASYSTEMS INC CMN COM 705573103 752,000 55,870 SH 55,870 PENSKE AUTOMOTIVE GROUP, INC. CMN COM 70959W103 861,000 58,400 SH 58,400 PEOPLES BANCORP INC CMN COM 709789101 29,000 1,510 SH 1,510 PEOPLESUPPORT, INC. CMN COM 712714302 873,000 102,660 SH 102,660 PEPCO HOLDINGS INC CMN COM 713291102 12,000 485 SH 485 PERCEPTRON INC CMN COM 71361F100 317,000 36,200 SH 36,200 PERINI CORPORATION CMN COM 713839108 990,000 29,955 SH 29,955 PERKINELMER INC CMN COM 714046109 1,063,000 38,165 SH 38,165 PEROT SYSTEMS CORP CL-A CMN CLASS A COM 714265105 1,077,000 71,740 SH 71,740 PETMED EXPRESS, INC. CMN COM 716382106 334,000 27,250 SH 27,250 PETRO-CANADA (CDN SHARES) CMN COM 71644E102 728,000 13,050 SH 13,050 PETROLEUM DEV CORP CMN COM 716578109 379,000 5,700 SH 5,700 PETROQUEST ENERGY, INC. CMN COM 716748108 257,000 9,540 SH 9,540 PFIZER INC. CMN COM 717081103 11,000 640 SH 640 PFSWEB INC CMN COM 717098206 52,000 10,923 SH 10,923 PHILIP MORRIS INTL INC CMN COM 718172109 9,000 190 SH 190 PHILLIPS-VAN HEUSEN CORP CMN COM 718592108 119,000 3,260 SH 3,260 PHOENIX TECHNOLOGY LTD CMN COM 719153108 1,530,000 139,060 SH 139,060 PHYSICIANS FORMULA HOLDINGS, INC. CMN COM 719427106 345,000 36,860 SH 36,860 PLEXUS CORP CMN COM 729132100 167,000 6,030 SH 6,030 POLARIS INDS INC CMN COM 731068102 6,000 140 SH 140 POLYONE CORP CMN COM 73179P106 86,000 12,310 SH 12,310 POTASH CORP. OF SASKATCHEWAN CMN COM 73755L107 165,000 720 SH 720 POWER INTEGRATIONS INC CMN COM 739276103 1,706,000 53,985 SH 53,985 POWERWAVE TECHNOLOGIES INC CMN COM 739363109 526,000 123,840 SH 123,840 POZEN INC CMN COM 73941U102 179,000 16,470 SH 16,470 PRE PAID LEGAL SERVICES INC CMN COM 740065107 106,000 2,600 SH 2,600 PRICESMART INC CMN COM 741511109 1,000 15 SH 15 PROCTER & GAMBLE COMPANY (THE) CMN COM 742718109 6,000 100 SH 100 PROLOGIS CMN COM 743410102 1,000 15 SH 15 PRUDENTIAL FINANCIAL INC CMN COM 744320102 2,000 35 SH 35 PUBLIC-SVC ENTERPRISE GROUP HOLDING CO COM 744573106 2,000 45 SH 45 PUBLIC STORAGE CMN COM 74460D109 1,000 15 SH 15 PULTE HOMES, INC. CMN COM 745867101 828,000 85,940 SH 85,940 QAD INC CMN COM 74727D108 176,000 26,050 SH 26,050 QUIDEL CORP CMN COM 74838J101 868,000 52,500 SH 52,500 RCM TECHNOLOGIES INC CMN COM 749360400 205,000 48,100 SH 48,100 RCN CORPORATION CMN COM 749361200 134,000 12,386 SH 12,386 RACKABLE SYSTEMS, INC. CMN COM 750077109 187,000 13,920 SH 13,920 RADISYS CORP CMN COM 750459109 224,000 24,700 SH 24,700 RED LION HOTELS CORPORATION CMN COM 756764106 810,000 101,690 SH 101,690 REGIONS FINANCIAL CORPORATION CMN COM 7591EP100 3,000 250 SH 250 RELIANT ENERGY, INC. CMN COM 75952B105 555,000 26,100 SH 26,100 REPUBLIC BANCORP INC CL-A CMN CLASS A COM 760281204 91,000 3,680 SH 3,680 REVLON CLASS A COMMON STOCK COM 761525500 659,000 775,769 SH 775,769 REX STORES CORP CMN COM 761624105 152,000 13,170 SH 13,170 RIMAGE CORP CMN COM 766721104 797,000 64,340 SH 64,340 RITCHIE BROS. AUCTIONEERS INC CMN COM 767744105 172,000 6,350 SH 6,350 RIVERBED TECHNOLOGIES INC. CMN COM 768573107 298,000 21,710 SH 21,710 ROBBINS & MYERS INC CMN COM 770196103 2,691,000 53,960 SH 53,960 ROBERT HALF INTL INC CMN COM 770323103 1,004,000 41,890 SH 41,890 ROCKY BRANDS, INC. CMN COM 774515100 110,000 22,760 SH 22,760 ROCKY MOUNTAIN CHOCOLATE FACTORY INC COM 774678403 43,000 4,450 SH 4,450 ROSETTA RESOURCES INC CMN COM 777779307 183,000 6,430 SH 6,430 ROSS STORES,INC CMN COM 778296103 2,773,000 78,080 SH 78,080 RUDDICK CORP CMN COM 781258108 265,000 7,720 SH 7,720 RURAL/METRO CORP CMN COM 781748108 84,000 41,750 SH 41,750 RUSH ENTERPRISES INC CMN CLASS B COM 781846308 563,000 51,840 SH 51,840 RUSS BERRIE AND COMPANY INC CMN COM 782233100 185,000 23,150 SH 23,150 SAIC, INC. CMN COM 78390X101 4,053,000 194,780 SH 194,780 SPX CORPORATION CMN COM 784635104 1,016,000 7,710 SH 7,710 S1 CORPORATION CMN COM 78463B101 198,000 26,180 SH 26,180 SRA INTERNATIONAL, INC. CMN CLASS A COM 78464R105 182,000 8,090 SH 8,090 SM&A CMN COM 78465D105 240,000 50,508 SH 50,508 SXC HEALTH SOLUTIONS CORPORATI*ON CMN COM 78505P100 96,000 7,000 SH 7,000 SALESFORCE.COM, INC CMN COM 79466L302 1,105,000 16,190 SH 16,190 SANMINA-SCI CORP CMN COM 800907107 910,000 711,285 SH 711,285 SANTARUS INC CMN COM 802817304 419,000 208,510 SH 208,510 SAPIENT CORP. CMN COM 803062108 661,000 102,960 SH 102,960 SATCON TECHNOLOGY CORP CMN COM 803893106 309,000 108,760 SH 108,760 HENRY SCHEIN INC COMMON STOCK COM 806407102 3,780,000 73,305 SH 73,305 SCHIFF NUTRITION INTL INC CMN COM 806693107 51,000 9,177 SH 9,177 SCHOLASTIC CORPORATION CMN COM 807066105 2,103,000 73,365 SH 73,365 SEABORD CORP. MASS. CMN COM 811543107 129,000 83 SH 83 SEACHANGE INTERNATIONAL INC CMN COM 811699107 78,000 10,900 SH 10,900 SEMTECH CORP CMN COM 816850101 530,000 37,680 SH 37,680 SENIOR HOUSING PROPERTIES TR CMN COM 81721M109 7,000 340 SH 340 SERVICE CORP INTERNATL CMN COM 817565104 1,157,000 117,345 SH 117,345 SHAW GROUP INC CMN COM 820280105 1,587,000 25,685 SH 25,685 SIERRA WIRELESS INC CMN COM 826516106 156,000 10,710 SH 10,710 SIFCO INDUSTRIES INC CMN COM 826546103 110,000 10,900 SH 10,900 SIGMA DESIGNS INC CMN COM 826565103 317,000 22,820 SH 22,820 SILICON IMAGE INC CMN COM 82705T102 1,434,000 197,860 SH 197,860 SILVERLEAF RESORTS INC CMN COM 828395103 139,000 61,920 SH 61,920 SIMON PROPERTY GROUP INC CMN COM 828806109 1,000 15 SH 15 SIRIUS SATELLITE RADIO INC CMN COM 82966U103 193,000 100,350 SH 100,350 SKECHERS USA INC CL-A CMN CLASS A COM 830566105 1,472,000 74,481 SH 74,481 J.M. SMUCKER CO. CMN COM 832696405 9,000 220 SH 220 SNAP-ON INC CMN COM 833034101 4,000 85 SH 85 SOAPSTONE NETWORKS INC CMN COM 833570104 58,000 15,150 SH 15,150 SOHU.COM INC CMN COM 83408W103 185,000 2,630 SH 2,630 SOMANETICS CORP (NEW) CMN COM 834445405 138,000 6,490 SH 6,490 THE SOUTHERN CO. CMN COM 842587107 2,000 65 SH 65 SOUTHWESTERN ENERGY CO. CMN COM 845467109 686,000 14,410 SH 14,410 SPARTAN STORES INC CMN COM 846822104 1,305,000 56,720 SH 56,720 SPECTRUM CONTROL INC CMN COM 847615101 252,000 30,750 SH 30,750 SPHERION CORP CMN COM 848420105 474,000 102,500 SH 102,500 SPORT SUPPLY GROUP INC CMN COM 84916A104 368,000 35,880 SH 35,880 SPRINT NEXTEL CORPORATION CMN COM 852061100 3,000 265 SH 265 STANCORP FINANCIAL CORP, INC. CMN COM 852891100 102,000 2,180 SH 2,180 STANDARD MICROSYSTEMS CMN COM 853626109 110,000 4,050 SH 4,050 STANDARD PACIFIC CORP NEW CMN COM 85375C101 143,000 42,360 SH 42,360 STANDARD REGISTER CO CMN COM 853887107 67,000 7,090 SH 7,090 STANLEY INC. CMN COM 854532108 343,000 10,220 SH 10,220 L S STARRETT CO CL-A COM CMN CLASS A COM 855668109 878,000 36,910 SH 36,910 STEELCASE INC. CLASS A COMMON STOCK COM 858155203 7,000 655 SH 655 STONE ENERGY CORP CMN COM 861642106 1,363,000 20,680 SH 20,680 STONERIDGE, INC. CMN COM 86183P102 1,662,000 97,440 SH 97,440 SUMTOTAL SYSTEMS INC CMN COM 866615107 145,000 31,050 SH 31,050 SUN MICROSYSTEMS, INC. CMN COM 866810203 383,000 35,240 SH 35,240 SUN HEALTHCARE GROUP INC CMN COM 866933401 454,000 33,930 SH 33,930 SUN HYDRAULICS INC CMN COM 866942105 333,000 10,330 SH 10,330 SUPERIOR ENERGY SERVICES INC CMN COM 868157108 988,000 17,920 SH 17,920 SUPERVALU INC CMN COM 868536103 9,000 290 SH 290 SYKES ENTERPRISES INC CMN COM 871237103 790,000 41,870 SH 41,870 SYNALLOY CORP. CMN COM 871565107 251,000 16,260 SH 16,260 SYNCHRONOSS TECHNOLOGIES INC. CMN COM 87157B103 186,000 20,560 SH 20,560 SYNOVIS LIFE TECHNOLOGIES INC CMN COM 87162G105 1,139,000 60,470 SH 60,470 SYSCO CORPORATION CMN COM 871829107 23,000 825 SH 825 SYSTEMAX INC CMN COM 871851101 838,000 47,498 SH 47,498 TESSCO TECHNOLOGIES INC CMN COM 872386107 557,000 40,700 SH 40,700 TGC INDUSTRIES INC CMN COM 872417308 363,000 40,740 SH 40,740 TJX COMPANIES INC (NEW) CMN COM 872540109 1,546,000 49,125 SH 49,125 TNS, INC. CMN COM 872960109 554,000 23,130 SH 23,130 TALISMAN ENERGY INC. CMN COM 87425E103 181,000 8,170 SH 8,170 TECH DATA CORP CMN COM 878237106 2,128,000 62,790 SH 62,790 TECHTEAM GLOBAL INC CMN COM 878311109 108,000 10,140 SH 10,140 TECHWELL, INC. 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