Managing Director, Corporate Counsel

0000314949-15-000030.txt : 20150206 0000314949-15-000030.hdr.sgml : 20150206 20150206133455 ACCESSION NUMBER: 0000314949-15-000030 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20150206 DATE AS OF CHANGE: 20150206 EFFECTIVENESS DATE: 20150206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GLENMEDE TRUST CO NA CENTRAL INDEX KEY: 0000314949 IRS NUMBER: 000000000 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00126 FILM NUMBER: 15583558 BUSINESS ADDRESS: STREET 1: ONE LIBERTY PLACE-SUITE 1200 STREET 2: 1650 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19103 MAIL ADDRESS: STREET 1: ONE LIBERTY PLACE-SUITE 1200 STREET 2: 1650 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19103 FORMER COMPANY: FORMER CONFORMED NAME: GLENMEDE TRUST CO DATE OF NAME CHANGE: 19920929 13F-HR/A 1 primary_doc.xml 13F-HR/A LIVE false false false 0000314949 XXXXXXXX 12-31-2007 12-31-2007 true 1 NEW HOLDINGS GLENMEDE TRUST CO NA

ONE LIBERTY PLACE-SUITE 1200 1650 MARKET STREET PHILADELPHIA PA 19103

13F HOLDINGS REPORT 028-00126 Y Reflects mutual fund positions which had been excluded inadvertently from prior report due to undetected system reporting error. James R Belanger Managing Director, Corporate Counsel 215-419-6138 James R Belanger Philadelphia PA 02-06-2015 1 493 721176 1 Glenmede Investment Management LP INFORMATION TABLE 2 amendment.xml 3M CO COMMON 88579Y101 1317 16900 SH SOLE 1 16900 0 0 ABAXIS INC COMMON 002567105 237 12320 SH SOLE 1 12320 0 0 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 1016 14595 SH SOLE 1 14595 0 0 ACCENTURE LIMITED COMMON G1150G111 1764 47775 SH SOLE 1 47775 0 0 ACTUANT CORP-CL A COMMON 00508X203 158 3335 SH SOLE 1 3335 0 0 ADAMS RESPIRATORY THERA INC COMMON 00635P107 286 7025 SH SOLE 1 7025 0 0 ADC TELECOMMUNICATION COMMON 000886309 2459 169256 SH SOLE 1 169256 0 0 ADMINISTAFF INC COMMON 007094105 441 10333 SH SOLE 1 10333 0 0 ADOBE SYS INCORP COMMON 00724F101 995 24200 SH SOLE 1 24200 0 0 ADVANCED ENERGY INDUSTRIES COMMON 007973100 500 26536 SH SOLE 1 26536 0 0 AEROFLEX INC COMMON 007768104 177 15150 SH SOLE 1 15150 0 0 AEROPOSTALE INC COMMON 007865108 352 11420 SH SOLE 1 11420 0 0 AETNA INC NEW COMMON 00817Y108 1877 43475 SH SOLE 1 43475 0 0 AIR PRODUCTS & CHEMICALS INC. COMMON 009158106 1280 18220 SH SOLE 1 18220 0 0 ABX AIR INC COMMON 00922R105 227 32900 SH SOLE 1 32900 0 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 367 34835 SH SOLE 1 34835 0 0 ALCOA INC COMMON 013817101 1265 42168 SH SOLE 1 42168 0 0 ALCON INC COMMON H01301102 499 4470 SH SOLE 1 4470 0 0 ALLSTATE CORP. COMMON 020002101 337 5190 SH SOLE 1 5190 0 0 ALON USA ENERGY INC COMMON 020520102 120 4580 SH SOLE 1 4580 0 0 ALTERA CORPORATION COMMON 021441100 1864 94740 SH SOLE 1 94740 0 0 ALTIRIS INC COMMON 02148M100 241 9505 SH SOLE 1 9505 0 0 ALTRIA GROUP INC COMMON 02209S103 1680 19581 SH SOLE 1 19581 0 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 1438 16145 SH SOLE 1 16145 0 0 AMEDISYS INC COMMON 023436108 3381 102864 SH SOLE 1 102864 0 0 AMERICAN CAPITAL STRATEGIES COMMON 02503Y103 1266 27370 SH SOLE 1 27370 0 0 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 2757 88367 SH SOLE 1 88367 0 0 AMERICAN FINANCIAL GROUP INC COMMON 025932104 180 5040 SH SOLE 1 5040 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874784 3288 45890 SH SOLE 1 45890 0 0 AMERICAN WOODMARK COMMON 030506109 396 9485 SH SOLE 1 9485 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 29 650 SH SOLE 1 650 0 0 AMERISTAR CASINOS INC COMMON 03070Q101 2475 80543 SH SOLE 1 80543 0 0 AMGEN COMMON 031162100 2967 43440 SH SOLE 1 43440 0 0 AMN HEALTHCARE SERVICES COMMON 001744101 278 10130 SH SOLE 1 10130 0 0 AMPHENOL CORP-CL A COMMON 032095101 23 380 SH SOLE 1 380 0 0 ANADARKO PETROLEUM CORP. COMMON 032511107 630 14480 SH SOLE 1 14480 0 0 ANALOG DEVICES INC. COMMON 032654105 1001 30460 SH SOLE 1 30460 0 0 ANDERSONS INC/THE COMMON 034164103 1302 30730 SH SOLE 1 30730 0 0 ANDREW CORP. COMMON 034425108 171 16805 SH SOLE 1 16805 0 0 ANN TAYLOR COMMON 035623107 144 4410 SH SOLE 1 4410 0 0 WELLPOINT INC. COMMON 036752103 974 12385 SH SOLE 1 12385 0 0 APPLE INC. COMMON 037833100 1585 18685 SH SOLE 1 18685 0 0 APPLERA CORP-APPLIED COMMON 038149100 1385 37765 SH SOLE 1 37765 0 0 APPLIED INDUSTRIAL TECHNOLOGY COMMON 03820C105 2466 93765 SH SOLE 1 93765 0 0 APTARGROUP INC. COMMON 038336103 2685 45480 SH SOLE 1 45480 0 0 ARBITRON INC COMMON 03875Q108 187 4311 SH SOLE 1 4311 0 0 ARKANSAS BEST CO. COMMON 03937C105 140 3895 SH SOLE 1 3895 0 0 ARCHER DANIELS MIDLAND CO. COMMON 039483102 198 6220 SH SOLE 1 6220 0 0 ARRIS GROUP INC COMMON 04270V106 262 20957 SH SOLE 1 20957 0 0 ARROW ELECTRONICS INC COMMON 042735100 185 5895 SH SOLE 1 5895 0 0 ARTHROCARE CORP COMMON 043136100 165 4135 SH SOLE 1 4135 0 0 ASSURANT INC COMMON 04621X108 1838 33285 SH SOLE 1 33285 0 0 ASTA FUNDING INC COMMON 046220109 262 8635 SH SOLE 1 8635 0 0 AT&T INC COMMON 00206R102 2446 68438 SH SOLE 1 68438 0 0 AUTODESK INC COMMON 052769106 1048 25905 SH SOLE 1 25905 0 0 AUTOZONE INC COMMON 053332102 1798 15560 SH SOLE 1 15560 0 0 AVAYA INC COMMON 053499109 24 1760 SH SOLE 1 1760 0 0 AVIS BUDGET GROUP INC COMMON 053774105 8 377 SH SOLE 1 377 0 0 AVNET INC. COMMON 053807103 209 8200 SH SOLE 1 8200 0 0 AVOCENT CORPORATION COMMON 053893103 2490 73588 SH SOLE 1 73588 0 0 AVX CORP. COMMON 002444107 131 8900 SH SOLE 1 8900 0 0 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 485 14550 SH SOLE 1 14550 0 0 BE AEROSPACE INC. COMMON 073302101 2654 103380 SH SOLE 1 103380 0 0 BAKER HUGHES INC. COMMON 057224107 1257 16840 SH SOLE 1 16840 0 0 BANK OF AMERICA CORP COMMON 060505104 2378 44545 SH SOLE 1 44545 0 0 BANK OF NEW YORK COMMON 064057102 944 24000 SH SOLE 1 24000 0 0 BANKNORTH GROUP INC COMMON 06646R107 68 2675 SH SOLE 1 2675 0 0 BANKUNITED FINANCIAL CORP-A COMMON 06652B103 165 5930 SH SOLE 1 5930 0 0 BARCLAYS PLC ADR ADR 06738E204 510 8782 SH SOLE 1 8782 0 0 BASIC ENERGY SERVICES INC COMMON 06985P100 197 8018 SH SOLE 1 8018 0 0 BEA SYSTEMS INC COMMON 073325102 734 58425 SH SOLE 1 58425 0 0 BEAR STEARNS COS. INC. COMMON 073902108 1211 7440 SH SOLE 1 7440 0 0 BECTON DICKINSON & CO. COMMON 075887109 1496 21330 SH SOLE 1 21330 0 0 BENCHMARK ELECTRONICS COMMON 08160H101 2176 89349 SH SOLE 1 89349 0 0 BEST BUY CO. INC. COMMON 086516101 208 4245 SH SOLE 1 4245 0 0 BHP LIMITED - SPONS ADR ADR 088606108 939 23630 SH SOLE 1 23630 0 0 BIOGEN IDEC INC COMMON 09062X103 237 4825 SH SOLE 1 4825 0 0 BJ SERVICES CO. COMMON 055482103 3552 121155 SH SOLE 1 121155 0 0 BOEING CO. COMMON 097023105 1589 17892 SH SOLE 1 17892 0 0 BRADY W H CO CL A COMMON 104674106 2152 57731 SH SOLE 1 57731 0 0 BRIGHT HORIZONS FAMILY SOLUT COMMON 109194100 1962 50754 SH SOLE 1 50754 0 0 BRIGHTPOINT INC COMMON 109473405 2584 192193 SH SOLE 1 192193 0 0 BRINKER INTL. INC. COMMON 109641100 264 8775 SH SOLE 1 8775 0 0 BROWN SHOE COMPANY INC COMMON 115736100 280 5875 SH SOLE 1 5875 0 0 BUCYRUS INTERNATIONAL INC -A COMMON 118759109 2538 49052 SH SOLE 1 49052 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 187 2540 SH SOLE 1 2540 0 0 CALAMOS ASSET MANAGEMENT-A COMMON 12811R104 2114 78819 SH SOLE 1 78819 0 0 CAMDEN PROPERTY TRUST COMMON 133131102 118 1600 SH SOLE 1 1600 0 0 CAMERON INTERNATIONAL CORP COMMON 13342B105 1071 20200 SH SOLE 1 20200 0 0 CAPITAL ONE FINL CORP. COMMON 14040H105 894 11642 SH SOLE 1 11642 0 0 CAPITALSOURCE INC COMMON 14055X102 479 17550 SH SOLE 1 17550 0 0 CARPENTER TECHNOLOGY CORP. COMMON 144285103 2156 21037 SH SOLE 1 21037 0 0 CASH AMER INTL. INC. COMMON 14754D100 217 4645 SH SOLE 1 4645 0 0 CATERPILLAR INC. COMMON 149123101 485 7914 SH SOLE 1 7914 0 0 CBS CORP CL B COMMON 124857202 237 7630 SH SOLE 1 7630 0 0 CDW CORPORATION COMMON 12512N105 1914 27225 SH SOLE 1 27225 0 0 CEC ENTERTAINMENT INC COMMON 125137109 281 7000 SH SOLE 1 7000 0 0 CELADON GROUP INC. COMMON 150838100 242 14505 SH SOLE 1 14505 0 0 CENTENE CORP COMMON 15135B101 284 11565 SH SOLE 1 11565 0 0 CENTURYTEL INC COMMON 156700106 1263 28945 SH SOLE 1 28945 0 0 CERADYNE INC COMMON 156710105 468 8290 SH SOLE 1 8290 0 0 CH ROBINSON WORLDWIDE INC COMMON 12541W209 868 21235 SH SOLE 1 21235 0 0 CHARLOTTE RUSSE HOLDING INC COMMON 161048103 388 12637 SH SOLE 1 12637 0 0 CHESAPEAKE ENERGY CORP COMMON 165167107 159 5485 SH SOLE 1 5485 0 0 CHEVRON CORP COMMON 166764100 1807 24576 SH SOLE 1 24576 0 0 CHILDREN'S PLACE COMMON 168905107 2289 36050 SH SOLE 1 36050 0 0 CHIPOTLE MEXICAN GRILL-CL A COMMON 169656105 188 3306 SH SOLE 1 3306 0 0 CHUBB CORP. COMMON 171232101 1185 22415 SH SOLE 1 22415 0 0 CHURCH & DWIGHT INC DEL COM COMMON 171340102 1751 41075 SH SOLE 1 41075 0 0 CIGNA CORP. COMMON 125509109 1323 10060 SH SOLE 1 10060 0 0 CIRCUIT CITY STORES INC COMMON 172737108 133 7026 SH SOLE 1 7026 0 0 CISCO SYSTEMS COMMON 17275R102 3931 143851 SH SOLE 1 143851 0 0 CIT GROUP INC COMMON 125581108 1192 21375 SH SOLE 1 21375 0 0 CITIGROUP INC COMMON 172967424 4076 73179 SH SOLE 1 73179 0 0 CITY BANK LYNNWOOD WA COMMON 17770A109 1351 37740 SH SOLE 1 37740 0 0 CKE RESTAURANTS INC COMMON 12561E105 2608 141791 SH SOLE 1 141791 0 0 COACH INC COMMON 189754104 1838 42805 SH SOLE 1 42805 0 0 COCA COLA CO. COMMON 191216100 1819 37715 SH SOLE 1 37715 0 0 COHU INC COMMON 192576106 1660 82374 SH SOLE 1 82374 0 0 COLGATE PALMOLIVE CO. COMMON 194162103 1908 29250 SH SOLE 1 29250 0 0 COMCAST CORP-SPECIAL CL A COMMON 20030N200 58 1402 SH SOLE 1 1402 0 0 COMMSCOPE INC COMMON 203372107 2830 92860 SH SOLE 1 92860 0 0 COMPASS BANCSHARES COMMON 20449H109 65 1100 SH SOLE 1 1100 0 0 COMPUTER SCIENCES CORP. COMMON 205363104 221 4145 SH SOLE 1 4145 0 0 CONAGRA INC. COMMON 205887102 68 2525 SH SOLE 1 2525 0 0 CONOCOPHILLIPS COMMON 20825C104 2551 35469 SH SOLE 1 35469 0 0 CONSOLIDATED GRAPHIC INC COMMON 209341106 397 6735 SH SOLE 1 6735 0 0 CONSTELLATION ENERGY GROUP COMMON 210371100 1073 15590 SH SOLE 1 15590 0 0 CONVERGYS CORP COMMON 212485106 251 10560 SH SOLE 1 10560 0 0 COOPER INDUSTRIES LTD CL A COMMON G24182100 1002 11085 SH SOLE 1 11085 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 1631 30865 SH SOLE 1 30865 0 0 CRA INTERNATIONAL INC COMMON 12618T105 1797 34310 SH SOLE 1 34310 0 0 CRANE CO COMMON 224399105 2696 73589 SH SOLE 1 73589 0 0 CROCS INC COMMON 227046109 3143 72755 SH SOLE 1 72755 0 0 CSG SYSTEMS INTL INC COMMON 126349109 408 15283 SH SOLE 1 15283 0 0 CUMMINS INC COMMON 231021106 1968 16660 SH SOLE 1 16660 0 0 CVS CORP COMMON 126650100 2591 83855 SH SOLE 1 83855 0 0 CYMER INC COMMON 232572107 2155 49036 SH SOLE 1 49036 0 0 CYTEC INDS INC. COMMON 232820100 3173 56162 SH SOLE 1 56162 0 0 DANAHER CORP COMMON 235851102 374 5165 SH SOLE 1 5165 0 0 DARDEN RESTAURANTS INC. COMMON 237194105 1763 43909 SH SOLE 1 43909 0 0 DECKERS OUTDOOR CORP COMMON 243537107 315 5255 SH SOLE 1 5255 0 0 DELL INC COMMON 24702R101 1958 78060 SH SOLE 1 78060 0 0 DEUTSCHE BANK AG -REG COMMON D18190898 1333 10008 SH SOLE 1 10008 0 0 DEVON ENERGY CORP COMMON 25179M103 1088 16220 SH SOLE 1 16220 0 0 DIAGEO PLC SPONSORED ADR ADR 25243Q205 966 12186 SH SOLE 1 12186 0 0 DIEBOLD INC. COMMON 253651103 24 530 SH SOLE 1 530 0 0 DIGITAL INSIGHT COMMON 25385P106 2902 75417 SH SOLE 1 75417 0 0 DIGITAL RIVER INC COMMON 25388B104 3092 55427 SH SOLE 1 55427 0 0 DIODES INC COMMON 254543101 2894 81574 SH SOLE 1 81574 0 0 WALT DISNEY CO. COMMON 254687106 1945 56760 SH SOLE 1 56760 0 0 DJ ORTHOPEDICS INC COMMON 23325G104 2252 52607 SH SOLE 1 52607 0 0 DOLLAR TREE STORES INC COMMON 256747106 84 2805 SH SOLE 1 2805 0 0 DRESS BARN INC. COMMON 261570105 276 11838 SH SOLE 1 11838 0 0 DTE ENERGY CO COMMON 233331107 23 495 SH SOLE 1 495 0 0 E I DU PONT DE NEMOURS & CO. COMMON 263534109 21 450 SH SOLE 1 450 0 0 DUKE ENERGY CORP COMMON 26441C204 1383 41667 SH SOLE 1 41667 0 0 DUN & BRADSTREET CORP NEW COMMON 26483E100 1590 19210 SH SOLE 1 19210 0 0 EAGLE TEST SYSTEMS INC COMMON 270006109 136 9380 SH SOLE 1 9380 0 0 EASTMAN CHEMICAL CO. COMMON 277432100 42 725 SH SOLE 1 725 0 0 EATON CORP. COMMON 278058102 1388 18480 SH SOLE 1 18480 0 0 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 240 8730 SH SOLE 1 8730 0 0 EMBARQ CORP COMMON 29078E105 1219 23208 SH SOLE 1 23208 0 0 EMC CORP COMMON 268648102 1535 116330 SH SOLE 1 116330 0 0 EMERGENCY MEDICAL SERVICES -A COMMON 29100P102 1610 76770 SH SOLE 1 76770 0 0 EMERSON ELECTRIC CO. COMMON 291011104 2303 52253 SH SOLE 1 52253 0 0 ENERGEN CORP COMMON 29265N108 2633 56113 SH SOLE 1 56113 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 1526 21500 SH SOLE 1 21500 0 0 ENSCO INTERNATIONAL INC. COMMON 26874Q100 782 15630 SH SOLE 1 15630 0 0 ENTERGY CORP. NEW COMMON 29364G103 124 1350 SH SOLE 1 1350 0 0 ENTERTAINMENT PROPERTIES TR COMMON 26884U109 2557 43770 SH SOLE 1 43770 0 0 EQUITY INNS INC COMMON 294703103 2906 182128 SH SOLE 1 182128 0 0 EXPRESS SCRIPTS COMMON 302182100 615 8600 SH SOLE 1 8600 0 0 EXXON MOBIL CORPORATION COMMON 30231G102 5614 73264 SH SOLE 1 73264 0 0 FAMILY DOLLAR STORES INC COMMON 307000109 362 12360 SH SOLE 1 12360 0 0 FED HOME LOAN MTG CORP COMMON 313400301 486 7171 SH SOLE 1 7171 0 0 FED NAT'L MTG ASSN COMMON 313586109 20 350 SH SOLE 1 350 0 0 FEDEX CORPORATION COMMON 31428X106 1877 17285 SH SOLE 1 17285 0 0 FIRST CASH FINL SVCS INC COMMON 31942D107 365 14140 SH SOLE 1 14140 0 0 FIRST COMMUNITY BANCORP /CA COMMON 31983B101 2105 40283 SH SOLE 1 40283 0 0 FIRST DATA CORP. COMMON 319963104 863 33825 SH SOLE 1 33825 0 0 FIRST FED FINANCIAL CORP COMMON 337907109 2815 42045 SH SOLE 1 42045 0 0 FIRST MARBLEHEAD CORP COMMON 320771108 2645 48402 SH SOLE 1 48402 0 0 FIRSTENERGY CORP COMMON 337932107 489 8125 SH SOLE 1 8125 0 0 FMC CORPORATION (NEW) COMMON 302491303 3621 47304 SH SOLE 1 47304 0 0 FOOT LOCKER INC COMMON 344849104 23 1085 SH SOLE 1 1085 0 0 FOREST LABORATORIES COMMON 345838106 2810 55540 SH SOLE 1 55540 0 0 FREEPORT MCMORAN COPPER GOLD COMMON 35671D857 459 8252 SH SOLE 1 8252 0 0 FREIGHTCAR AMERICA INC COMMON 357023100 604 10901 SH SOLE 1 10901 0 0 FRONTIER FINANCIAL CORP COMMON 35907K105 3072 105115 SH SOLE 1 105115 0 0 GALLAGHER ARTHUR J & CO COM COMMON 363576109 27 925 SH SOLE 1 925 0 0 GAMESTOP CORP CL A COMMON 36467W109 2228 40440 SH SOLE 1 40440 0 0 GARDNER DENVER INC COMMON 365558105 5361 143710 SH SOLE 1 143710 0 0 GENERAL CABLE CORP COMMON 369300108 370 8480 SH SOLE 1 8480 0 0 GENERAL COMMUNICATION -CL A COMMON 369385109 297 18915 SH SOLE 1 18915 0 0 GENERAL DYNAMICS CORP. COMMON 369550108 1194 16060 SH SOLE 1 16060 0 0 GENERAL ELECTRIC CO. COMMON 369604103 1580 42475 SH SOLE 1 42475 0 0 GENWORTH FINANCIAL INC-CL A COMMON 37247D106 950 27780 SH SOLE 1 27780 0 0 GFI GROUP INC COMMON 361652209 237 3809 SH SOLE 1 3809 0 0 GIANT INDUSTRIES INC COMMON 374508109 339 4535 SH SOLE 1 4535 0 0 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 2229 101592 SH SOLE 1 101592 0 0 GLOBAL INDUSTRIES INC COMMON 379336100 68 5235 SH SOLE 1 5235 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 3471 17415 SH SOLE 1 17415 0 0 GOOGLE INC-CL A COMMON 38259P508 1181 2565 SH SOLE 1 2565 0 0 W W GRAINGER INC COMMON 384802104 23 335 SH SOLE 1 335 0 0 GRANT PRIDECO INC COMMON 38821G101 538 13550 SH SOLE 1 13550 0 0 GREATBATCH INC COMMON 39153L106 375 13953 SH SOLE 1 13953 0 0 GREENBRIER COMPANIES INC COMMON 393657101 1841 61387 SH SOLE 1 61387 0 0 GREENHILL & CO INC COMMON 395259104 441 5989 SH SOLE 1 5989 0 0 GREY WOLF INC COMMON 397888108 2649 386277 SH SOLE 1 386277 0 0 GUESS? INC COMMON 401617105 232 3664 SH SOLE 1 3664 0 0 GYMBOREE CORP. COMMON 403777105 228 5980 SH SOLE 1 5980 0 0 HALLIBURTON CO. COMMON 406216101 331 10690 SH SOLE 1 10690 0 0 HARLEY DAVIDSON INC. COMMON 412822108 954 13550 SH SOLE 1 13550 0 0 HARRIS CORP. COMMON 413875105 559 12195 SH SOLE 1 12195 0 0 HARTFORD FINANCIAL SERVICES COMMON 416515104 3744 40135 SH SOLE 1 40135 0 0 HASBRO INC COMMON 418056107 249 9165 SH SOLE 1 9165 0 0 HEALTHCARE SERVICE GROUP COMMON 421906108 465 16062 SH SOLE 1 16062 0 0 HEALTHSPRING INC COMMON 42224N101 203 10000 SH SOLE 1 10000 0 0 HELMERICH & PAYNE INC. COMMON 423452101 171 7010 SH SOLE 1 7010 0 0 HESS CORPORATION COMMON 42809H107 3145 63455 SH SOLE 1 63455 0 0 HEWLETT PACKARD CORP. COMMON 428236103 4236 102854 SH SOLE 1 102854 0 0 HIGHLAND HOSPITALITY CORP COMMON 430141101 2271 159383 SH SOLE 1 159383 0 0 HOLLY CORP COMMON 436106108 2070 40279 SH SOLE 1 40279 0 0 HONEYWELL INTERNATIONAL INC COMMON 438516106 508 11234 SH SOLE 1 11234 0 0 HORMEL CO COMMON 440452100 539 14460 SH SOLE 1 14460 0 0 HOSPITALITY PROPERTIES TRUST COMMON 44106M102 1180 24830 SH SOLE 1 24830 0 0 HOST HOTELS & RESORTS COMMON 44107P104 581 23693 SH SOLE 1 23693 0 0 HUB GROUP INC-CL A COMMON 443320106 406 14750 SH SOLE 1 14750 0 0 HURON CONSULTING GROUP INC COMMON 447462102 1930 42580 SH SOLE 1 42580 0 0 ICOS CORP. COMMON 449295104 327 9679 SH SOLE 1 9679 0 0 ICU MEDICAL INC COMMON 44930G107 355 8749 SH SOLE 1 8749 0 0 IDEARC INC COMMON 451663108 2 97 SH SOLE 1 97 0 0 ILLUMINA INC COMMON 452327109 249 6335 SH SOLE 1 6335 0 0 IMCLONE SYSTEMS COMMON 45245W109 598 22350 SH SOLE 1 22350 0 0 IMS HEALTH INC COMMON 449934108 283 10310 SH SOLE 1 10310 0 0 INCO LTD COMMON 453258402 66 900 SH SOLE 1 900 0 0 INDYMAC MORTGAGE HOLDINGS INC COMMON 456607100 518 11480 SH SOLE 1 11480 0 0 INFORMATICA CORP COMMON 45666Q102 256 20995 SH SOLE 1 20995 0 0 INTEL CORP COMMON 458140100 993 49050 SH SOLE 1 49050 0 0 INTERDIGITAL COMMUNICATION COMMON 45867G101 2425 72290 SH SOLE 1 72290 0 0 INTERNATIONAL BUSINESS COMMON 459200101 4885 50284 SH SOLE 1 50284 0 0 INTERSIL CORP -CL A COMMON 46069S109 1139 47620 SH SOLE 1 47620 0 0 ISTAR FINANCIAL INC COMMON 45031U101 1325 27725 SH SOLE 1 27725 0 0 ITRON INC. COMMON 465741106 333 6440 SH SOLE 1 6440 0 0 J & J SNACK FOODS CORP COMMON 466032109 2519 60851 SH SOLE 1 60851 0 0 JABIL CIRCUIT INC COMMON 466313103 134 5475 SH SOLE 1 5475 0 0 JOHNSON & JOHNSON COMMON 478160104 3642 55176 SH SOLE 1 55176 0 0 JOHNSON CONTROLS COMMON 478366107 288 3355 SH SOLE 1 3355 0 0 JONES LANG LASALLE INC COMMON 48020Q107 3880 42097 SH SOLE 1 42097 0 0 JOS A BANK CLOTHIERS INC COMMON 480838101 2394 81569 SH SOLE 1 81569 0 0 JPMORGAN CHASE & CO COMMON 46625H100 5173 107114 SH SOLE 1 107114 0 0 JUNIPER NETWORKS INC COMMON 48203R104 1055 55715 SH SOLE 1 55715 0 0 K-SWISS INC. CLASS A COMMON 482686102 178 5801 SH SOLE 1 5801 0 0 KELLOGG CO. COMMON 487836108 1744 34850 SH SOLE 1 34850 0 0 KELLWOOD CO. COMMON 488044108 9 280 SH SOLE 1 280 0 0 KENNAMETAL INC COMMON 489170100 12 220 SH SOLE 1 220 0 0 KEYCORP - NEW COMMON 493267108 230 6060 SH SOLE 1 6060 0 0 KFORCE INC COMMON 493732101 227 18679 SH SOLE 1 18679 0 0 KING PHARMACEUTICALS INC COMMON 495582108 1046 65750 SH SOLE 1 65750 0 0 KLA-TENCOR CORPORATION COMMON 482480100 541 10880 SH SOLE 1 10880 0 0 KNIGHT CAPITAL GROUP INC A COMMON 499005106 99 5210 SH SOLE 1 5210 0 0 KNOLL INC COMMON 498904200 226 10275 SH SOLE 1 10275 0 0 KOHL'S COMMON 500255104 1583 23135 SH SOLE 1 23135 0 0 KOMAG INC COMMON 500453204 304 8035 SH SOLE 1 8035 0 0 KONINKLIJKE PHILIPS COMMON 500472303 831 22115 SH SOLE 1 22115 0 0 KORN/FERRY INTERNATIONAL COMMON 500643200 2815 122620 SH SOLE 1 122620 0 0 KROGER CO. COMMON 501044101 2054 89044 SH SOLE 1 89044 0 0 LASALLE HOTEL PROPERTIES COMMON 517942108 2491 54339 SH SOLE 1 54339 0 0 LCA-VISION INC COMMON 501803308 2467 71802 SH SOLE 1 71802 0 0 LEHMAN BROTHERS HLDGS COMMON 524908100 1361 17425 SH SOLE 1 17425 0 0 LEXMARK INTL GROUP INC CL-A COMMON 529771107 222 3035 SH SOLE 1 3035 0 0 LIBERTY MEDIA HOLD-CAP SER A COMMON 53071M302 234 2390 SH SOLE 1 2390 0 0 LIFEPOINT HOSPITALS INC COMMON 53219L109 2241 66500 SH SOLE 1 66500 0 0 LIFETIME BRANDS INC COMMON 53222Q103 1323 80572 SH SOLE 1 80572 0 0 ELI LILLY & CO. COMMON 532457108 1588 30480 SH SOLE 1 30480 0 0 LINCOLN NATIONAL CORP IND COMMON 534187109 1077 16230 SH SOLE 1 16230 0 0 LITTLEFUSE COMMON 537008104 307 9638 SH SOLE 1 9638 0 0 LOCKHEED MARTIN CORP. COMMON 539830109 2730 29659 SH SOLE 1 29659 0 0 LOEWS CORP. COMMON 540424108 1007 24284 SH SOLE 1 24284 0 0 LOEWS GROUP - CAROLINA GROUP COMMON 540424207 1228 18985 SH SOLE 1 18985 0 0 LONGS DRUG STORES CORP COMMON 543162101 530 12525 SH SOLE 1 12525 0 0 LUFKIN INDUSTRIES INC COMMON 549764108 202 3483 SH SOLE 1 3483 0 0 LYONDELL PETROCHEMICAL CO COMMON 552078107 365 14298 SH SOLE 1 14298 0 0 MACK-CALI REALTY CORP COMMON 554489104 189 3725 SH SOLE 1 3725 0 0 FEDERATED DEPT STORES INC. COMMON 55616P104 165 4330 SH SOLE 1 4330 0 0 MAIDENFORM BRANDS INC COMMON 560305104 268 14815 SH SOLE 1 14815 0 0 MANOR CARE INC COMMON 564055101 420 8960 SH SOLE 1 8960 0 0 MANPOWER INC COMMON 56418H100 1392 18580 SH SOLE 1 18580 0 0 MARATHON OIL CORP COMMON 565849106 2645 28600 SH SOLE 1 28600 0 0 MARINEMAX INC COMMON 567908108 2817 108644 SH SOLE 1 108644 0 0 MARRIOTT INTERNATIONAL CL A COMMON 571903202 108 2265 SH SOLE 1 2265 0 0 MASCO CORP. COMMON 574599106 58 1975 SH SOLE 1 1975 0 0 MASTERCARD INC-CL A COMMON 57636Q104 255 2590 SH SOLE 1 2590 0 0 MATTEL INC. COMMON 577081102 253 11175 SH SOLE 1 11175 0 0 MAXIM INTEGRATED PROD INC COMMON 57772K101 230 7515 SH SOLE 1 7515 0 0 MBIA INC COMMON 55262C100 1197 16390 SH SOLE 1 16390 0 0 MCCORMICK & CO. INC. COMMON 579780206 1713 44450 SH SOLE 1 44450 0 0 MCDERMOTT INTERNATIONAL INC. COMMON 580037109 1535 30200 SH SOLE 1 30200 0 0 MCDONALDS CORP. COMMON 580135101 1061 23945 SH SOLE 1 23945 0 0 MCG CAPITAL CORP COMMON 58047P107 1238 60930 SH SOLE 1 60930 0 0 MCKESSON HBOC INC COMMON 58155Q103 1085 21414 SH SOLE 1 21414 0 0 MEDCATH CORPORATION COMMON 58404W109 412 15075 SH SOLE 1 15075 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 16 315 SH SOLE 1 315 0 0 MEDICAL PROPERTIES TRUST INC COMMON 58463J304 3243 212020 SH SOLE 1 212020 0 0 MEDICINES COMPANY COMMON 584688105 147 4640 SH SOLE 1 4640 0 0 PEDIATRIX MEDICAL GROUP INC COMMON 58502B106 2481 50747 SH SOLE 1 50747 0 0 MEDTRONIC INC. COMMON 585055106 1818 33975 SH SOLE 1 33975 0 0 MELLON FINANCIAL CORP COMMON 58551A108 1130 26810 SH SOLE 1 26810 0 0 MERCK & CO. INC. COMMON 58933Y105 2007 46035 SH SOLE 1 46035 0 0 MERRILL LYNCH & CO. INC. COMMON 590188108 5630 60481 SH SOLE 1 60481 0 0 METAL MANAGEMENT INC COMMON 591097209 23 620 SH SOLE 1 620 0 0 METLIFE INC COMMON 59156R108 632 10714 SH SOLE 1 10714 0 0 METTLER-TOLEDO INTERNATIONAL COMMON 592688105 2623 33268 SH SOLE 1 33268 0 0 MICROS SYSTEMS INC COMMON 594901100 2863 54337 SH SOLE 1 54337 0 0 MICROSOFT CORP. COMMON 594918104 1161 38900 SH SOLE 1 38900 0 0 MICROSTRATEGY INC. COMMON 594972408 442 3885 SH SOLE 1 3885 0 0 MIDDLEBY CORP COMMON 596278101 3179 30372 SH SOLE 1 30372 0 0 MOLECULAR DEVICES CORP COMMON 60851C107 257 12200 SH SOLE 1 12200 0 0 MOLEX INC. COMMON 608554101 23 750 SH SOLE 1 750 0 0 MOLINA HEALTHCARE INC COMMON 60855R100 282 8685 SH SOLE 1 8685 0 0 MORGAN STANLEY COMMON 617446448 1462 17955 SH SOLE 1 17955 0 0 MOTOROLA SOLUTIONS INC. COMMON 620076307 1785 86840 SH SOLE 1 86840 0 0 GENERAL MOTORS CORP. COMMON 62010A105 11 385 SH SOLE 1 385 0 0 MTS SYSTEMS CORP COMMON 553777103 2031 52605 SH SOLE 1 52605 0 0 MUELLER INDS INC. COMMON 624756102 165 5210 SH SOLE 1 5210 0 0 NAVIGATORS GROUP INC COMMON 638904102 244 5080 SH SOLE 1 5080 0 0 NAVISTAR INTERNATIONAL COMMON 63934E108 327 9810 SH SOLE 1 9810 0 0 NBTY INC COMMON 628782104 12 290 SH SOLE 1 290 0 0 NCI BUILDING SYSTEMS INC COMMON 628852105 301 5835 SH SOLE 1 5835 0 0 NETFLIX INC COMMON 64110L106 245 9490 SH SOLE 1 9490 0 0 NETGEAR INC COMMON 64111Q104 2674 101900 SH SOLE 1 101900 0 0 NEUROMETRIX INC COMMON 641255104 148 9975 SH SOLE 1 9975 0 0 NII HOLDINGS INC-CL B COMMON 62913F201 897 13924 SH SOLE 1 13924 0 0 NIKE INC CL B COMMON 654106103 1111 11225 SH SOLE 1 11225 0 0 NOKIA CORP SPONSORED ADR ADR 654902204 904 44525 SH SOLE 1 44525 0 0 NORDSON CORP. COMMON 655663102 301 6045 SH SOLE 1 6045 0 0 NORDSTROM INC. COMMON 655664100 2602 52746 SH SOLE 1 52746 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 227 3355 SH SOLE 1 3355 0 0 NOVARTIS AG ADR ADR 66987V109 2255 39275 SH SOLE 1 39275 0 0 NOVELLUS SYSTEMS INC COMMON 670008101 843 24515 SH SOLE 1 24515 0 0 NUCOR CORP. COMMON 670346105 1156 21150 SH SOLE 1 21150 0 0 NVR INC COMMON 62944T105 370 575 SH SOLE 1 575 0 0 OCEANEERING INTL INC COMMON 675232102 2992 75372 SH SOLE 1 75372 0 0 OFFICE DEPOT COMMON 676220106 911 23890 SH SOLE 1 23890 0 0 OIL STATES INTERNATIONAL INC COMMON 678026105 583 18094 SH SOLE 1 18094 0 0 OLD DOMINION FREIGHT LINE COMMON 679580100 303 12592 SH SOLE 1 12592 0 0 OLD REPUBLIC INTERNATIONAL COMMON 680223104 70 3046 SH SOLE 1 3046 0 0 OMI CORP COMMON Y6476W104 1781 84175 SH SOLE 1 84175 0 0 OMNICELL INC COMMON 68213N109 173 9288 SH SOLE 1 9288 0 0 OMNICOM GROUP COMMON 681919106 601 5755 SH SOLE 1 5755 0 0 OMNIVISION TECHNOLOGIES COMMON 682128103 1975 144715 SH SOLE 1 144715 0 0 ORACLE CORP COMMON 68389X105 3004 175275 SH SOLE 1 175275 0 0 PACCAR INC. COMMON 693718108 1128 17387 SH SOLE 1 17387 0 0 PACER INTERNATIONAL INC COMMON 69373H106 634 21303 SH SOLE 1 21303 0 0 PACKETEER INC COMMON 695210104 357 26255 SH SOLE 1 26255 0 0 PACTIV CORPORATION COMMON 695257105 37 1050 SH SOLE 1 1050 0 0 PALM INC COMMON 696643105 2577 182950 SH SOLE 1 182950 0 0 PALOMAR MEDICAL TECHNOLOGIES COMMON 697529303 284 5615 SH SOLE 1 5615 0 0 PANTRY INC COMMON 698657103 2243 47889 SH SOLE 1 47889 0 0 PAREXEL INTERNATIONAL CORP COMMON 699462107 255 8815 SH SOLE 1 8815 0 0 PARKER-HANNIFIN CORP. COMMON 701094104 1975 25690 SH SOLE 1 25690 0 0 J C PENNEY CO. INC. COMMON 708160106 1977 25556 SH SOLE 1 25556 0 0 PEOPLESUPPORT INC COMMON 712714302 1879 89311 SH SOLE 1 89311 0 0 PEPSI BOTTLING GROUP INC COMMON 713409100 727 23535 SH SOLE 1 23535 0 0 PEPSICO INC. COMMON 713448108 2154 34450 SH SOLE 1 34450 0 0 PETMED EXPRESS INC COMMON 716382106 2292 171715 SH SOLE 1 171715 0 0 PETROHAWK ENERGY CORP COMMON 716495106 2215 192669 SH SOLE 1 192669 0 0 PETROLEUM DEVELOPMENT CORP COMMON 716578109 0 2 SH SOLE 1 2 0 0 PFIZER INC. COMMON 717081103 2559 98822 SH SOLE 1 98822 0 0 PG&E CORP COMMON 69331C108 2113 44663 SH SOLE 1 44663 0 0 PHH CORPORATION-WHEN ISSUED COMMON 693320202 5 188 SH SOLE 1 188 0 0 PINNACLE WEST CAP CORP COMMON 723484101 60 1200 SH SOLE 1 1200 0 0 PIONEER DRILLING COMPANY COMMON 723655106 2859 215296 SH SOLE 1 215296 0 0 PLEXUS CORP COMMON 729132100 352 14755 SH SOLE 1 14755 0 0 PLUM CREEK TIMBER CO INC COMMON 729251108 34 875 SH SOLE 1 875 0 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 2095 28303 SH SOLE 1 28303 0 0 POLYCOM INC COMMON 73172K104 12 420 SH SOLE 1 420 0 0 PORTFOLIO RECOVERY ASSOCIATE COMMON 73640Q105 273 5850 SH SOLE 1 5850 0 0 POZEN INC COMMON 73941U102 281 16595 SH SOLE 1 16595 0 0 PREFERRED BANK/LOS ANGELES COMMON 740367107 1706 28404 SH SOLE 1 28404 0 0 PRICELINE.COM INC COMMON 741503403 382 8760 SH SOLE 1 8760 0 0 PROASSURANCE CORP COMMON 74267C106 138 2770 SH SOLE 1 2770 0 0 PROCTER & GAMBLE CO. COMMON 742718109 1220 18995 SH SOLE 1 18995 0 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 2279 26545 SH SOLE 1 26545 0 0 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 3879 103396 SH SOLE 1 103396 0 0 TECHNITROL INC COMMON 74586W106 125 5235 SH SOLE 1 5235 0 0 PHILLIPS VAN HEUSEN COMMON 693656100 386 7705 SH SOLE 1 7705 0 0 QUANEX CORP COMMON 747620102 378 10952 SH SOLE 1 10952 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 2456 46352 SH SOLE 1 46352 0 0 QUESTAR CORP. COMMON 748356102 911 10970 SH SOLE 1 10970 0 0 RACKABLE SYSTEMS INC COMMON 750077109 134 4345 SH SOLE 1 4345 0 0 POLO RALPH LAUREN CORP COMMON 751212101 197 2545 SH SOLE 1 2545 0 0 RARE HOSPITALITY INTL INC COMMON 753820109 2771 84151 SH SOLE 1 84151 0 0 RAYONIER INC. COMMON 754907103 173 4230 SH SOLE 1 4230 0 0 RAYTHEON COMPANY COMMON 755111507 902 17100 SH SOLE 1 17100 0 0 REALOGY CORP - COMMON 75605E100 28 943 SH SOLE 1 943 0 0 REGAL BELOIT CORP COMMON 758750103 199 3790 SH SOLE 1 3790 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 289 7730 SH SOLE 1 7730 0 0 RELIANCE STEEL & ALUMINUM COMMON 759509102 24 615 SH SOLE 1 615 0 0 REYNOLDS AMERICAN INC COMMON 761713106 546 8350 SH SOLE 1 8350 0 0 RF MICRO DEVICES INC COMMON 749941100 2687 395743 SH SOLE 1 395743 0 0 RIO TINTO PLC - SPON ADR ADR 767204100 484 2280 SH SOLE 1 2280 0 0 ROBERT HALF INTL INC COMMON 770323103 311 8400 SH SOLE 1 8400 0 0 ROCKWELL COLLINS COMMON 774341101 60 950 SH SOLE 1 950 0 0 ROHM & HAAS CO. COMMON 775371107 616 12051 SH SOLE 1 12051 0 0 ROSS STORES INC COMMON 778296103 23 800 SH SOLE 1 800 0 0 MACROVISION CORP COMMON 779376102 194 6872 SH SOLE 1 6872 0 0 RPC INCORPORATED COMMON 749660106 424 25154 SH SOLE 1 25154 0 0 RUTH'S CHRIS STEAK HOUSE COMMON 783332109 314 17218 SH SOLE 1 17218 0 0 SABRE GROUP HOLDINGS INC COMMON 785905100 258 8115 SH SOLE 1 8115 0 0 SAFECO CORP COMMON 786429100 505 8085 SH SOLE 1 8085 0 0 SAFEWAY STORES INC COMMON 786514208 1439 41660 SH SOLE 1 41660 0 0 SCHERING PLOUGH CORP. COMMON 806605101 197 8355 SH SOLE 1 8355 0 0 SCHNITZER STEEL INDS INC-A COMMON 806882106 20 520 SH SOLE 1 520 0 0 SCHOLASTIC CORP COMMON 807066105 135 3790 SH SOLE 1 3790 0 0 SCIELE PHARMA INC COMMON 808627103 3903 162644 SH SOLE 1 162644 0 0 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 497 18791 SH SOLE 1 18791 0 0 SEARS HOLDINGS CORP COMMON 812350106 1248 7435 SH SOLE 1 7435 0 0 SELECT COMFORT CORPORATION COMMON 81616X103 268 15438 SH SOLE 1 15438 0 0 SELECTIVE INSURANCE GROUP COMMON 816300107 3014 52617 SH SOLE 1 52617 0 0 SENIOR HOUSING PROP TRUST COMMON 81721M109 4032 164721 SH SOLE 1 164721 0 0 SHERWIN WILLIAMS CO. COMMON 824348106 1979 31130 SH SOLE 1 31130 0 0 SILICON IMAGE INC COMMON 82705T102 382 30058 SH SOLE 1 30058 0 0 SILICON LABORATORIES INC COMMON 826919102 818 23615 SH SOLE 1 23615 0 0 SLM CORP COMMON 78442P106 1063 21800 SH SOLE 1 21800 0 0 SMITH INTERNATIONAL INC. COMMON 832110100 2351 57250 SH SOLE 1 57250 0 0 SONIC AUTOMOTIVE INC COMMON 83545G102 2490 85747 SH SOLE 1 85747 0 0 SOUTHERN COPPER CORP COMMON 84265V105 1942 36050 SH SOLE 1 36050 0 0 SPARTAN STORES INC COMMON 847215100 132 6320 SH SOLE 1 6320 0 0 STAPLES INC. COMMON 855030102 667 25000 SH SOLE 1 25000 0 0 STEEL DYNAMICS INC COMMON 858119100 1253 38640 SH SOLE 1 38640 0 0 STEINER LEISURE LTD COMMON P8744Y102 2312 50833 SH SOLE 1 50833 0 0 STERICYCLE INC COMMON 858912108 2512 33282 SH SOLE 1 33282 0 0 STEVEN MADDEN LTD COMMON 556269108 257 7340 SH SOLE 1 7340 0 0 SUNOCO INC COMMON 86764P109 156 2510 SH SOLE 1 2510 0 0 SUNRISE ASSISTED LIVING INC COMMON 86768K106 2367 77070 SH SOLE 1 77070 0 0 SUNTRUST BANKS INC. COMMON 867914103 73 875 SH SOLE 1 875 0 0 SURMODICS INC COMMON 868873100 133 4276 SH SOLE 1 4276 0 0 SYKES ENTERPRISES INC COMMON 871237103 385 21870 SH SOLE 1 21870 0 0 SYNAPTICS INC COMMON 87157D109 372 12535 SH SOLE 1 12535 0 0 TALISMAN ENERGY COMMON 87425E103 53 3150 SH SOLE 1 3150 0 0 TANGER FACTORY OUTLET CENTER COMMON 875465106 294 7525 SH SOLE 1 7525 0 0 TARGET CORP COMMON 87612E106 197 3456 SH SOLE 1 3456 0 0 TD BANKNORTH INC COMMON 87235A101 42 1311 SH SOLE 1 1311 0 0 TEKTRONIX INC. COMMON 879131100 164 5645 SH SOLE 1 5645 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 330 8240 SH SOLE 1 8240 0 0 TEMPUR PEDIC INTERNATIONAL IN COMMON 88023U101 298 14589 SH SOLE 1 14589 0 0 TENNECO AUTOMOTIVE INC COMMON 880349105 2401 97128 SH SOLE 1 97128 0 0 TESORO PETE CORP. COMMON 881609101 178 2715 SH SOLE 1 2715 0 0 TEXAS INSTRUMENTS INC. COMMON 882508104 944 32790 SH SOLE 1 32790 0 0 THE PMI GROUP INC COMMON 69344M101 684 14515 SH SOLE 1 14515 0 0 ST PAUL TRAVELERS COMPANIES COMMON 89417E109 260 4855 SH SOLE 1 4855 0 0 THQ INC COMMON 872443403 148 4580 SH SOLE 1 4580 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 23 2540 SH SOLE 1 2540 0 0 TIDEWATER INC COMMON 886423102 1675 34645 SH SOLE 1 34645 0 0 TIME WARNER INC COMMON 887317303 171 7870 SH SOLE 1 7870 0 0 TJX COS INC COMMON 872540109 2767 97030 SH SOLE 1 97030 0 0 TRADESTATION GROUP INC COMMON 89267P105 216 15710 SH SOLE 1 15710 0 0 TRAVELZOO INC COMMON 89421Q106 255 8520 SH SOLE 1 8520 0 0 TRIMBLE NAVIGATION LTD COMMON 896239100 2220 43772 SH SOLE 1 43772 0 0 TRIMERIS INC COMMON 896263100 283 22320 SH SOLE 1 22320 0 0 TRUE RELIGION APPAREL INC COMMON 89784N104 1502 98161 SH SOLE 1 98161 0 0 LABOR READY INC COMMON 89785X101 295 16139 SH SOLE 1 16139 0 0 TTM TECHNOLOGIES COMMON 87305R109 154 13665 SH SOLE 1 13665 0 0 TWEEN BRANDS INC COMMON 901166108 263 6596 SH SOLE 1 6596 0 0 TXU CORPORATION COMMON 873168108 1310 24175 SH SOLE 1 24175 0 0 TYSON FOODS INC. CLASS A COMMON 902494103 45 2743 SH SOLE 1 2743 0 0 UMPQUA HOLDINGS CORP COMMON 904214103 2113 71805 SH SOLE 1 71805 0 0 UNION PACIFIC CORP. COMMON 907818108 36 400 SH SOLE 1 400 0 0 UNITED AMERICA INDEMNITY -A COMMON 90933T109 2573 101598 SH SOLE 1 101598 0 0 UNITED ONLINE INC COMMON 911268100 234 17640 SH SOLE 1 17640 0 0 UNITED PARCEL SERVICE - CL B COMMON 911312106 1529 20400 SH SOLE 1 20400 0 0 UNITED RENTALS INC COMMON 911363109 3074 120890 SH SOLE 1 120890 0 0 UNITED STATES STEEL CORP COMMON 912909108 244 3340 SH SOLE 1 3340 0 0 UNITED STATIONERS INC COMMON 913004107 111 2385 SH SOLE 1 2385 0 0 UNITED TECHNOLOGIES CORP. COMMON 913017109 4160 66545 SH SOLE 1 66545 0 0 UNITED THERAPEUTICS CORP COMMON 91307C102 257 4740 SH SOLE 1 4740 0 0 UNITEDHEALTH GROUP INC COMMON 91324P102 1132 21070 SH SOLE 1 21070 0 0 UNIVERSAL FOREST PRODUCTS COMMON 913543104 9 205 SH SOLE 1 205 0 0 U.S. XPRESS ENTERPRISES-A COMMON 90338N103 123 7470 SH SOLE 1 7470 0 0 UST INC. COMMON 902911106 889 15275 SH SOLE 1 15275 0 0 UTSTARCOM INC COMMON 918076100 180 20680 SH SOLE 1 20680 0 0 VALERO ENERGY CORP COMMON 91913Y100 1700 33245 SH SOLE 1 33245 0 0 VARIAN INC COMMON 922206107 183 4105 SH SOLE 1 4105 0 0 VCA ANTECH INC COMMON 918194101 2198 68296 SH SOLE 1 68296 0 0 VERIGY LTD COMMON Y93691106 63 3590 SH SOLE 1 3590 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 904 24283 SH SOLE 1 24283 0 0 VIACOM INC-CLASS B COMMON 92553P201 17 425 SH SOLE 1 425 0 0 VIROPHARMA INC COMMON 928241108 323 22114 SH SOLE 1 22114 0 0 VISHAY INTERTECHNOLOGY INC. COMMON 928298108 311 22975 SH SOLE 1 22975 0 0 VITAL IMAGES INC COMMON 92846N104 330 9505 SH SOLE 1 9505 0 0 W-H ENERGY SERVICES INC COMMON 92925E108 287 5900 SH SOLE 1 5900 0 0 WASTE MANAGEMENT COMMON 94106L109 1154 31410 SH SOLE 1 31410 0 0 WATSON WYATT & CO. HOLDINGS COMMON 942712100 3249 71963 SH SOLE 1 71963 0 0 WELLS FARGO CO COMMON 949746101 128 3615 SH SOLE 1 3615 0 0 WESCO INTERNATIONAL INC COMMON 95082P105 1650 28066 SH SOLE 1 28066 0 0 WEST PHARMACEUTICAL SERVICES COMMON 955306105 2780 54270 SH SOLE 1 54270 0 0 WESTERN DIGITAL CORP. COMMON 958102105 613 30005 SH SOLE 1 30005 0 0 WESTERN UNION COMPANY COMMON 959802109 7 325 SH SOLE 1 325 0 0 WRIGHT EXPRESS CORP COMMON 96208T104 2508 80490 SH SOLE 1 80490 0 0 WEYERHAEUSER CO. COMMON 962166104 56 800 SH SOLE 1 800 0 0 WHIRLPOOL CORP. COMMON 963320106 1012 12200 SH SOLE 1 12200 0 0 WISCONSIN ENERGY CORP. COMMON 976657106 53 1125 SH SOLE 1 1125 0 0 WOODWARD GOVERNOR CO COMMON 980745103 2291 57700 SH SOLE 1 57700 0 0 WORLD ACCEPTANCE CORP COMMON 981419104 214 4569 SH SOLE 1 4569 0 0 WYETH COMMON 983024100 5263 103372 SH SOLE 1 103372 0 0 WYNDHAM WORLDWIDE CORP COMMON 98310W108 24 755 SH SOLE 1 755 0 0 XEROX CORP. COMMON 984121103 1246 73530 SH SOLE 1 73530 0 0 XL CAPITAL LTD COMMON G98290102 970 13481 SH SOLE 1 13481 0 0 YANKEE CANDLE CO COMMON 984757104 344 10055 SH SOLE 1 10055 0 0 YUM BRANDS INC COMMON 988498101 1990 33850 SH SOLE 1 33850 0 0 ZOLL MEDICAL CORP COMMON 989922109 393 6755 SH SOLE 1 6755 0 0