13F-HR 1 f13-0904.txt ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Quarter Ended September 30, 2004 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Bear Steans Asset Management Inc. -------------------------------------------------------------------------------- Name of Institutional Investment Manager 383 Madison Avenue, New York, N.Y. 10179 -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-4205 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Marisol Perez Vice President (800) 436-4148 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Marisol Perez ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, 11/10/2004 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 848 Form 13F Information Table Value Total: $9,754,238 (thousands) List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: 13F File No.: Name: ------------- --------------------- ------------- --------------------- 1. 6. ------------- --------------------- ------------- --------------------- 2. 7. ------------- --------------------- ------------- --------------------- 3. 8. ------------- --------------------- ------------- --------------------- 4. 9. ------------- --------------------- ------------- --------------------- 5. 10. ------------- --------------------- ------------- --------------------- FORM 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ------ -------------- ------ ------ ------------------- ---------- -------- ----------------------- VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ Name Of Issuer Title Of Class Cusip Value(k) SH/P AMT S/P P/C INV DSC Managers 3M CO COMMON 88579Y101 9788 122396 SH SOLE 7-ELEVEN INC COMMON 817826209 229 11425 SH SOLE A T & T CORP COMMON 001957505 10576 738590 SH SOLE AAR CORP COMMON 000361105 2023 162525 SH SOLE AARON RENTS INC COMMON 002535201 362 16650 SH SOLE ABBOTT LABORATORIES COMMON 002824100 65804 1553449 SH SOLE ABBOTT LABS COMMON 002824100 5695 134451 SH SH ACE CASH EXPRESS INC COMMON 004403101 1627 62470 SH SOLE ADMINISTAFF INC COMMON 007094105 2936 250931 SH SOLE ADOBE SYS INC COM COMMON 00724F101 869 17570 SH SH ADOBE SYSTEMS INC COMMON 00724F101 425 8600 SH SOLE ADTRAN INC COMMON 00738A106 1508 66500 SH SOLE ADVANCED MICRO DEVICES COMMON 007903107 9465 728040 SH SOLE ADVANCED MICRO DEVICES INC COM COMMON 007903107 478 36796 SH SH ADVANTA CORP-CL B COMMON 007942204 2854 118000 SH SOLE AES CORP COMMON 00130H105 36847 3688420 SH SOLE AETNA INC-NEW COMMON 00817Y108 3607 36097 SH SOLE AFFILIATED COMPUTER SVCS-A COMMON 008190100 23610 424100 SH SOLE AFLAC INC COMMON 001055102 1090 27800 SH SOLE AGILYSYS INC COMMON 00847J105 1285 74315 SH SOLE AIRGATE PCS INC COMMON 009367301 4026 205421 SH SOLE AK STEEL HOLDING CORP COMMON 001547108 633 77499 SH SOLE ALAMOSA HOLDINGS INC COMMON 011589108 6942 908538 SH SOLE ALBERTO-CULVER CO COMMON 013068101 324 7445 SH SOLE ALBERTSON'S INC COMMON 013104104 9194 384206 SH SOLE ALDERWOOD GROUP INC COM COMMON 014383103 458 46601 SH SH ALDERWOODS GROUP INC COMMON 014383103 2887 293680 SH SOLE ALLEGHENY ENERGY INC COMMON 017361106 422 26436 SH SOLE ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1677 91876 SH SOLE ALLEGHENY TECHNOLOGIES INC COM COMMON 01741R102 638 34950 SH SH ALLIANCE GAMING CORP COMMON 01859P609 285 18900 SH SOLE ALLMERICA FINANCIAL CORP COMMON 019754100 4913 182788 SH SOLE ALLSTATE CORP COMMON 020002101 33631 700786 SH SOLE ALPHARMA INC CL A COMMON 020813101 1501 82056 SH SH ALPHARMA INC-CL A COMMON 020813101 2091 114314 SH SOLE ALTERA CORPORATION COMMON 021441100 3814 194888 SH SOLE ALTRIA GROUP INC COMMON 02209S103 155641 3308714 SH SOLE ALTRIA GROUP INC COM COMMON 02209S103 6357 135147 SH SH AMBAC FINANCIAL GROUP INC COMMON 023139108 30021 375500 SH SOLE AMCOL INTERNATIONAL CORP COMMON 02341W103 5206 272303 SH SOLE AMDOCS LTD COMMON G02602103 10915 500000 SH SOLE AMERADA HESS CORP COMMON 023551104 937 10528 SH SOLE AMERADA HESS CORP COMMON 023551104 1021 11476 SH SH AMERCO INC COMMON 023586100 5129 135252 SH SOLE AMEREN CORPORATION COMMON 023608102 6946 150500 SH SOLE AMERICA SERVICE GROUP INC COMMON 02364L109 2847 69730 SH SOLE AMERICA WEST HOLDINGS CORP-B COMMON 023657208 645 119380 SH SOLE AMERICAN EAGLE OUTFITTERS COMMON 02553E106 4953 134431 SH SOLE AMERICAN EQUITY INVT LIFE HL COMMON 025676206 826 87050 SH SOLE AMERICAN EXPRESS CO COMMON 025816109 1884 36607 SH SH AMERICAN EXPRESS COMPANY COMMON 025816109 156569 3042546 SH SOLE AMERICAN FINANCIAL GROUP INC COMMON 025932104 390 13029 SH SOLE AMERICAN INTERNATIONAL GROUP COMMON 026874107 177758 2614464 SH SOLE AMERICAN POWER CONVERSION COMMON 029066107 2659 152914 SH SOLE AMERIGROUP CORPORATION COMMON 03073T102 951 16900 SH SOLE AMERISOURCEBERGEN CORP COMMON 03073E105 3463 64455 SH SOLE AMERITRADE HLDG CORP NEW COM COMMON 03074K100 337 28100 SH SH AMGEN INC COMMON 031162100 30180 532459 SH SOLE AMGEN INC COM COMMON 031162100 201 3544 SH SH AMKOR TECHNOLOGY INC COMMON 031652100 138 37779 SH SOLE AMKOR TECHNOLOGY INC COM COMMON 031652100 175 47947 SH SH AMSOUTH BANCORPORATION COMMON 032165102 10348 424111 SH SOLE ANADARKO PETROLEUM CORP COMMON 032511107 51598 777542 SH SOLE ANALOG DEVICES COMMON 032654105 5661 145981 SH SOLE ANDRX GROUP COMMON 034553107 5839 261124 SH SOLE ANGLOGOLD ASHANTI LIMITED-SPON COMMON 035128206 3201 82300 SH SOLE ANHEUSER-BUSCH COS INC COMMON 035229103 5913 118376 SH SOLE ANIXTER INTERNATIONAL INC COMMON 035290105 2746 78253 SH SOLE ANNTAYLOR STORES CORP COMMON 036115103 328 14000 SH SOLE APACHE CORP COMMON 037411105 33723 672983 SH SOLE APOLLO GROUP INC CL A COMMON 037604105 999 13620 SH SH APOLLO GROUP INC-CL A COMMON 037604105 4178 56940 SH SOLE APPLE COMPUTER INC COMMON 037833100 2821 72804 SH SOLE APPLE COMPUTER INC COMMON 037833100 3340 86197 SH SH APPLIED INDUSTRIAL TECH INC COMMON 03820C105 1843 51573 SH SOLE APPLIED MATERIALS INC COMMON 038222105 22267 1350308 SH SOLE ARCH CAPITAL GROUP LTD COMMON G0450A105 1097 28170 SH SOLE ARCH WIRELESS INC-CL A COMMON 039392709 311 10826 SH SOLE ARCHER-DANIELS-MIDLAND CO COMMON 039483102 778 45884 SH SOLE ARMOR HOLDINGS INC COMMON 042260109 3933 94529 SH SOLE ARTESYN TECHNOLOGIES INC COMMON 043127109 1539 154190 SH SOLE ARVINMENTOR, INC COMMON 043353101 736 39254 SH SH ARVINMERITOR INC COMMON 043353101 922 49153 SH SOLE ASBURY AUTOMOTIVE GROUP COMMON 043436104 219 16245 SH SOLE AT&T CORP COM NEW COMMON 001957505 3353 234177 SH SH ATMEL CORP COMMON 049513104 149 41090 SH SOLE ATMOS ENERGY CORP COMMON 049560105 864 34300 SH SOLE AUDIOVOX CORP -CL A COMMON 050757103 1002 59504 SH SOLE AUTODESK INC COMMON 052769106 3090 63556 SH SOLE AUTODESK INC COM COMMON 052769106 4025 82770 SH SH AUTOLIV INC COMMON 052800109 425 10501 SH SOLE AUTOMATIC DATA PROCESSING COMMON 053015103 4111 99500 SH SOLE AUTONATION INC COMMON 05329W102 9202 538773 SH SOLE AUTOZONE INC COMMON 053332102 8579 111052 SH SOLE AVAYA INC COMMON 053499109 1303 93490 SH SOLE AVAYA INC COM COMMON 053499109 345 24744 SH SH AVISTA CORP COMMON 05379B107 867 47900 SH SOLE AVNET INC COMMON 053807103 1080 63100 SH SOLE AVON PRODS INC COM COMMON 054303102 1051 24054 SH SH AVON PRODUCTS INC COMMON 054303102 1725 39481 SH SOLE AZTAR CORP COMMON 054802103 242 9150 SH SOLE B P AMOCO ADS COMMON 055622104 1427 24802 SH SH BANCO ITAU HOLDING FIN-ADR COMMON 059602201 683 12313 SH SOLE BANK OF AMERICA CORP COMMON 060505104 309518 7143256 SH SOLE BANKRATE INC COMMON 06646V108 9990 888800 SH SOLE BARNES & NOBLE INC COM COMMON 067774109 905 24464 SH SH BARR PHARMACEUTICALS INC COMMON 068306109 1984 47880 SH SOLE BB&T CORPORATION COMMON 054937107 7122 179437 SH SOLE BBVA BANCO FRANCES SA-ADR COMMON 07329M100 1446 216150 SH SOLE BCE INC COMMON 05534B109 3286 151800 SH SOLE BE AEROSPACE INC COMMON 073302101 3749 412023 SH SOLE BEAZER HOMES USA INC COMMON 07556Q105 216 2020 SH SOLE BEBE STORES INC COMMON 075571109 232 11000 SH SOLE BECTON DICKINSON & CO COMMON 075887109 234 4514 SH SOLE BED BATH & BEYOND INC COMMON 075896100 3415 92012 SH SOLE BELL MICROPRODUCTS INC COMMON 078137106 888 114430 SH SOLE BELLSOUTH CORP COMMON 079860102 119111 4392022 SH SOLE BENCHMARK ELECTRS INC COM COMMON 08160H101 648 21736 SH SH BERRY PETROLEUM CO-CL A COMMON 085789105 1808 49212 SH SOLE BEST BUY COMPANY INC COMMON 086516101 32200 593666 SH SOLE BEST BUY INC COM COMMON 086516101 441 8123 SH SH BEVERLY ENTERPRISES INC COMMON 087851309 5280 697588 SH SOLE BFC FINL CORP CL A COMMON 055384200 614 55774 SH SH BHP BILLITON LTD-SPON ADR COMMON 088606108 4633 223310 SH SOLE BIG 5 SPORTING GOODS CORP COMMON 08915P101 320 14039 SH SOLE BIOGEN IDEC INC COMMON 09062X103 1747 28557 SH SH BIOGEN IDEC INC COMMON 09062X103 549 8967 SH SOLE BIOMET INC COMMON 090613100 526 11217 SH SOLE BIOSITE INC COMMON 090945106 2232 45584 SH SOLE BIOSITE INC COM COMMON 090945106 730 14911 SH SH BJ SERVICES CO COMMON 055482103 509 9726 SH SOLE BJ'S WHOLESALE CLUB INC COMMON 05548J106 960 35123 SH SOLE BLACK & DECKER CORP COMMON 091797100 32774 423228 SH SOLE BLOCK H & R INC COMMON 093671105 3685 74560 SH SOLE BLUEGREEN CORP COMMON 096231105 3522 316429 SH SOLE BMC SOFTWARE INC COMMON 055921100 262 16561 SH SOLE BOEING CO COM COMMON 097023105 271 5257 SH SH BON-TON STORES INC/THE COMMON 09776J101 4078 334501 SH SOLE BORGWARNER INC COMMON 099724106 10922 252300 SH SOLE BOSTON BEER COMPANY INC-CL A COMMON 100557107 1408 55858 SH SOLE BOSTON SCIENTIFIC CORP COMMON 101137107 20857 524977 SH SOLE BP PLC -SPONS ADR COMMON 055622104 430 7476 SH SOLE BRIGHTPOINT INC COMMON 109473405 1246 72403 SH SOLE BRISTOL-MYERS SQUIBB CO COMMON 110122108 10019 423278 SH SOLE BRITISH AWYS PLC ADR INTERIM S COMMON 110419306 247 6577 SH SH BROOKFIELD HOMES CORP COMMON 112723101 1752 66483 SH SOLE BROOKSTONE INC COMMON 114537103 3347 177195 SH SOLE BRUNSWICK CORP COMMON 117043109 424 9285 SH SOLE BRUSH ENGINEERED MATERIALS COMMON 117421107 2228 107563 SH SOLE BRUSH WELLMAN INC COM COMMON 117421107 836 40343 SH SH BUILDING MATERIAL HOLDING CP COMMON 120113105 2942 106892 SH SOLE BUILDING MATLS HLDG CORP COM COMMON 120113105 250 9097 SH SH BUNGE LIMITED COMMON G16962105 3918 98000 SH SOLE BURLINGTON NORTHERN SANTA FE COMMON 12189T104 18495 482762 SH SOLE BURLINGTON RESOURCES INC COMMON 122014103 3792 92937 SH SH BURLINGTON RESOURCES INC COMMON 122014103 482 11821 SH SOLE CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 2868 141433 SH SOLE CABOT OIL & GAS CORP -CL A COMMON 127097103 1854 41289 SH SOLE CAL DIVE INTERNATIONAL INC COMMON 127914109 2297 64491 SH SOLE CAL-MAINE FOODS INC COMMON 128030202 3635 331438 SH SOLE CALLAWAY GOLF COMPANY COMMON 131193104 4701 444800 SH SOLE CALPINE CORP COM COMMON 131347106 689 237739 SH SH CALPINE CORPORATION COMMON 131347106 692 238627 SH SOLE CANADIAN NATL RAILWAY CO COMMON 136375102 4120 84943 SH SOLE CAPITAL ONE FINANCIAL CORP COMMON 14040H105 5070 68600 SH SOLE CARAUSTAR INDUSTRIES INC COMMON 140909102 315 18823 SH SOLE CARDINAL HEALTH INC COMMON 14149Y108 1687 38536 SH SOLE CAREMARK RX INC COMMON 141705103 792 24678 SH SOLE CARPENTER TECHNOLOGY COMMON 144285103 7408 155182 SH SOLE CASH AMERICA INTL INC COMMON 14754D100 769 31446 SH SOLE CASUAL MALE RETAIL GROUP INC COMMON 148711104 686 130900 SH SOLE CATERPILLAR INC COMMON 149123101 3986 49545 SH SOLE CEMEX SA -SPONS ADR PART CER COMMON 151290889 1026 36441 SH SOLE CEMIG SA -SPONS ADR COMMON 204409601 1927 90700 SH SOLE CENDANT CORP COM COMMON 151313103 355 16426 SH SH CENTENNIAL COMMUNICATIONS CP COMMON 15133V208 166 28245 SH SOLE CENTEX CORP COMMON 152312104 538 10660 SH SOLE CENTRAL EURO DISTRIBUTION CP COMMON 153435102 1136 50838 SH SOLE CENTRAL PARKING CORP COMMON 154785109 359 27279 SH SOLE CENTURY ALUMINUM COMPANY COMMON 156431108 5596 201785 SH SOLE CENVEO INC COMMON 15670S105 51 14435 SH SOLE CERES GROUP INC COMMON 156772105 104 19028 SH SOLE CHAMPION ENTERPRISES INC COMMON 158496109 349 33945 SH SOLE CHARLOTTE RUSSE HOLDING INC COMMON 161048103 200 17416 SH SOLE CHARMING SHOPPES COMMON 161133103 222 31111 SH SOLE CHATTEM INC COMMON 162456107 2411 74765 SH SOLE CHATTEM INC COM COMMON 162456107 1095 33957 SH SH CHC HELICOPTER CORP-CL A COMMON 12541C203 3388 87079 SH SOLE CHEESECAKE FACTORY (THE) COMMON 163072101 13207 304300 SH SOLE CHEMED CORP COMMON 16359R103 234 4200 SH SOLE CHEVRON TEXACO CORP COMMON 166764100 138696 2585681 SH SOLE CHILDREN'S PLACE COMMON 168905107 254 10599 SH SOLE CHINA PETROLEUM & CHEM-ADR COMMON 16941R108 827 20147 SH SOLE CHIQUITA BRANDS INTL COMMON 170032809 948 54462 SH SOLE CHIQUITA BRANDS INTL INC COM COMMON 170032809 1290 74103 SH SH CHUNGHWA TELECOM CO LTD-ADR COMMON 17133Q205 1177 66831 SH SOLE CHURCH & DWIGHT CO INC COMMON 171340102 17463 622350 SH SOLE CIA ANONIMA TELEF DE VEN-ADR COMMON 204421101 953 42300 SH SOLE CIA PARANAENSE ENER-SP ADR P COMMON 20441B407 60 16698 SH SOLE CIA SANEAMENTO BASICO DE-ADR COMMON 20441A102 1345 114000 SH SOLE CIA VALE DO RIO DOCE-ADR COMMON 204412209 489 21759 SH SOLE CIBER INC COMMON 17163B102 708 94200 SH SOLE CIGNA CORP COMMON 125509109 354 5091 SH SOLE CINCINNATI BELL INC COMMON 171871106 713 204313 SH SOLE CIRCUIT CITY STORES INC COMMON 172737108 417 27169 SH SOLE CIRRUS LOGIC INC COMMON 172755100 152 31979 SH SOLE CISCO SYS INC COM COMMON 17275R102 1029 56870 SH SH CISCO SYSTEMS INC COMMON 17275R102 5884 325093 SH SOLE CITIGROUP INC COMMON 172967101 304541 6902551 SH SOLE CITIGROUP INC COM COMMON 172967101 3423 77581 SH SH CKE RESTAURANTS INC COMMON 12561E105 2478 224235 SH SOLE CLEVELAND-CLIFFS INC COMMON 185896107 505 6250 SH SOLE CLOROX COMPANY COMMON 189054109 6237 117021 SH SOLE CNET NETWORKS INC COMMON 12613R104 42109 4602117 SH SOLE CNF INC COMMON 12612W104 1471 35885 SH SOLE COACH INC COMMON 189754104 20849 491471 SH SOLE COCA COLA CO COMMON 191216100 4225 105485 SH SH COCA-COLA COMPANY COMMON 191216100 1503 37538 SH SOLE COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 271 8866 SH SOLE COLDWATER CREEK INC COMMON 193068103 4855 232624 SH SOLE COLGATE-PALMOLIVE CO COMMON 194162103 933 20640 SH SOLE COMCAST CORP-CL A COMMON 20030N101 104334 3694500 SH SOLE COMCAST CORP-SPECIAL CL A COMMON 20030N200 28400 1017200 SH SOLE COMERICA INC COMMON 200340107 11381 191752 SH SOLE COMMERCIAL METALS CO COMMON 201723103 1240 31206 SH SOLE COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 814 18700 SH SOLE COMPANHIA DE BEBIDAS-PR ADR COMMON 20441W203 625 27936 SH SOLE COMPASS MINERALS INTERNATION COMMON 20451N101 555 25000 SH SOLE CONAGRA FOODS INC COMMON 205887102 7705 299705 SH SOLE CONOCOPHILLIPS COMMON 20825C104 149713 1807029 SH SOLE CONSECO INC COMMON 208464883 792 44873 SH SOLE CONSOL ENERGY INC COMMON 20854P109 3852 110400 SH SOLE CONSOLIDATED EDISON INC COMMON 209115104 6647 158100 SH SOLE CONSOLIDATED GRAPHICS INC COMMON 209341106 2598 62004 SH SOLE CONSTELLATION BRANDS INC-A COMMON 21036P108 35407 930300 SH SOLE CONSTELLATION ENERGY GROUP COMMON 210371100 26693 670000 SH SOLE CONTINENTAL AIRLINES-CL B COMMON 210795308 630 73900 SH SOLE COPART INC COMMON 217204106 1611 85084 SH SOLE COPART INC COM COMMON 217204106 880 46468 SH SH CORNING INC COM COMMON 219350105 605 54626 SH SH COSTCO WHOLESALE CORP COMMON 22160K105 259 6231 SH SOLE COUNTRYWIDE CR INDS INC COM COMMON 222372104 4414 112061 SH SH COUNTRYWIDE FINANCIAL CORP COMMON 222372104 9895 251188 SH SOLE COVANSYS CORPORATION COMMON 22281W103 5032 436059 SH SOLE COVENTRY HEALTH CARE INC COMMON 222862104 27586 516891 SH SOLE CROWN HOLDINGS INC COMMON 228368106 13977 1355700 SH SOLE CSG SYSTEMS INTL INC COMMON 126349109 960 62284 SH SOLE CUMMINS INC COMMON 231021106 310 4208 SH SOLE CVS CORP COMMON 126650100 2302 54640 SH SOLE CYTYC CORPORATION COMMON 232946103 2316 95876 SH SOLE D R HORTON INC COM COMMON 23331A109 385 11632 SH SH DADE BEHRING HOLDINGS INC COMMON 23342J206 1025 18400 SH SOLE DAIMLERCHRYSLER AG COMMON D1668R123 6473 156292 SH SOLE DANA CORP COMMON 235811106 2000 113080 SH SOLE DARDEN RESTAURANTS INC COMMON 237194105 3137 134500 SH SOLE DARLING INTERNATIONAL INC COMMON 237266101 2392 554900 SH SOLE DAVITA INC COMMON 23918K108 485 15586 SH SOLE DEAN FOODS CO COMMON 242370104 1660 55300 SH SOLE DEL MONTE FOODS CO COMMON 24522P103 2081 198400 SH SOLE DELPHI CORP COMMON 247126105 2580 277782 SH SOLE DEUTSCHE BANK AG -REG COMMON D18190898 6365 88483 SH SOLE DEVON ENERGY CORPORATION COMMON 25179M103 2996 42190 SH SOLE DHB INDUSTRIES INC COMMON 23321E103 9616 677227 SH SOLE DIAGEO PLC-SPONSORED ADR COMMON 25243Q205 597 11826 SH SOLE DIAMOND OFFSHORE DRILLING COMMON 25271C102 20784 630000 SH SOLE DICK'S SPORTING GOODS INC COMMON 253393102 3557 99838 SH SOLE DILLARDS INC-CL A COMMON 254067101 713 36100 SH Call SOLE DIMON INC COMMON 254394109 926 157300 SH SOLE DOLLAR TREE STORES INC COMMON 256747106 674 25000 SH SOLE DONNELLEY (R.R.) & SONS CO COMMON 257867101 8684 277275 SH SOLE DOVER CORP COMMON 260003108 235 6039 SH SOLE DOW CHEMICAL COMMON 260543103 20548 454806 SH SOLE DR HORTON INC COMMON 23331A109 1607 48534 SH SOLE DREW INDUSTRIES INC COMMON 26168L205 2437 67983 SH SOLE DTE ENERGY COMPANY COMMON 233331107 6902 163600 SH SOLE DU PONT (E.I.) DE NEMOURS COMMON 263534109 12266 286591 SH SOLE DU PONT E I DE NEMOURS COMMON 263534109 3968 92712 SH SH DUKE ENERGY CORP COMMON 264399106 7341 320700 SH SOLE DUN & BRADSTREET CORP NEW COMMON 26483E100 1086 18500 SH SOLE DYNEGY INC-CL A COMMON 26816Q101 2926 586347 SH SOLE E*TRADE FINANCIAL CORPORATION COMMON 269246104 359 31461 SH SOLE EASTMAN KODAK COMMON 277461109 1998 62000 SH SH EASTMAN KODAK CO COMMON 277461109 365 11330 SH SOLE EATON CORP COMMON 278058102 32654 514975 SH SOLE EATON VANCE CORP COMMON 278265103 12117 300000 SH SOLE EBAY INC COMMON 278642103 420 4566 SH SOLE EBAY INC COM COMMON 278642103 3617 39345 SH SH ECI TELECOMMUNICATIONS LTD COMMON 268258100 3459 494805 SH SOLE EDISON INTERNATIONAL COMMON 281020107 290 10935 SH SOLE ELECTRONIC ARTS INC COM COMMON 285512109 711 15469 SH SH ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 130640 6737529 SH SOLE ELI LILLY AND COMPANY COMMON 532457108 4919 81918 SH SH EMC CORP/MASS COMMON 268648102 30286 2624422 SH SOLE EMCOR GROUP INC COMMON 29084Q100 989 26299 SH SOLE EMERSON ELECTRIC CO COMMON 291011104 2711 43800 SH SOLE ENCANA CORP COMMON 292505104 4251 91811 SH SOLE ENCORE WIRE CORP COMMON 292562105 175 13233 SH SOLE ENPRO INDUSTRIES INC COMMON 29355X107 10505 435169 SH SOLE ENSCO INTERNATIONAL INC COMMON 26874Q100 34631 1060000 SH SOLE EOG RESOURCES INC COMMON 26875P101 1889 28676 SH SOLE EQUITY OFFICE PROPERTIES TR COMMON 294741103 9756 358053 SH SOLE ERICSSON (LM) TEL-SP ADR COMMON 294821608 7003 224145 SH SOLE ERICSSON L M TEL CO ADR B SEK COMMON 294821608 3892 124580 SH SH ESPIRITO SANTO FINL GRP-ADR COMMON 29665F200 1011 44338 SH SOLE EXELON CORP COMMON 30161N101 4143 112900 SH SOLE EXXON MOBIL CORPORATION COMMON 30231G102 296410 6133054 SH SOLE EXXON MOBIL CORPORATION COMMON 30231G102 6735 139359 SH SH FAIRCHILD SEMICON INTL COMMON 303726103 2378 167800 SH SOLE FAIRFAX FINANCIAL HLDGS LTD COMMON 303901102 439 3517 SH SOLE FANNIE MAE COMMON 313586109 2322 36623 SH SOLE FEDERAL HOME LN MTGE CORP COMMON 313400301 620 9500 SH SOLE FEDERATED DEPARTMENT STORES COMMON 31410H101 22648 498529 SH SOLE FIFTH THIRD BANCORP COMMON 316773100 2658 53985 SH SOLE FIRST DATA CORP COMMON 319963104 87776 2017825 SH SOLE FIRST HORIZON NATL CORP COMMON 320517105 3571 82339 SH SOLE FISERV INC COMMON 337738108 23705 680000 SH SOLE FISHER SCIENTIFIC INTL COMMON 338032204 19061 326774 SH SOLE FLANDERS CORPORATION COMMON 338494107 3746 436131 SH SOLE FLEXTRONICS INTL LTD COMMON Y2573F102 3278 247396 SH SOLE FLEXTRONICS INTL LTD ORD COMMON Y2573F102 522 39407 SH SH FLIR SYS INC COM COMMON 302445101 746 12755 SH SH FLIR SYSTEMS INC COMMON 302445101 2084 35627 SH SOLE FMC TECHNOLOGIES INC COMMON 30249U101 965 28900 SH SOLE FOOT LOCKER INC COMMON 344849104 1250 52753 SH SOLE FORD MOTOR COMPANY COMMON 345370860 9724 692075 SH SOLE FOREST LABS INC COM COMMON 345838106 643 14299 SH SH FORTUNE BRANDS INC COMMON 349631101 20380 275076 SH SOLE FOUR SEASONS HOTELS INC COMMON 35100E104 304 4750 SH SOLE FOX ENTERTAINMENT GRP INC-A COMMON 35138T107 62319 2246550 SH SOLE FPIC INSURANCE GROUP INC COMMON 302563101 7647 295826 SH SOLE FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 212 8499 SH SOLE FREEPORT MCMORAN COPPER&GOLDCL COMMON 35671D857 1060 26180 SH SH FREEPORT-MCMORAN COPPER-B COMMON 35671D857 3674 90727 SH SOLE FRONTLINE LTD COMMON G3682E127 267 5670 SH SOLE GAYLORD ENTERTAINMENT CO COMMON 367905106 279 9000 SH SOLE GENENTECH INC COMMON 368710406 269 5140 SH SOLE GENERAL CABLE CORP COMMON 369300108 360 33825 SH SOLE GENERAL DYNAMICS CORP COMMON 369550108 61309 600480 SH SOLE GENERAL ELECTRIC COMMON 369604103 6275 186869 SH SH GENERAL ELECTRIC CO COMMON 369604103 248856 7410833 SH SOLE GENERAL MARITIME CORP COMMON Y2692M103 1573 45174 SH SOLE GENERAL MILLS INC COMMON 370334104 56639 1261443 SH SOLE GENERAL MOTORS COMMON 370442105 6667 156941 SH SH GENERAL MOTORS CORP COMMON 370442105 15509 365081 SH SOLE GENTIVA HEALTH SERVICES COMMON 37247A102 976 59635 SH SOLE GENUINE PARTS CO COMMON 372460105 4379 114091 SH SOLE GENUINE PARTS COM COMMON 372460105 6197 161457 SH SH GEORGIA GULF CORP COMMON 373200203 1623 36397 SH SOLE GEORGIA PAC CORP COM COMMON 373298108 1459 40591 SH SH GEORGIA-PACIFIC CORP COMMON 373298108 14614 406525 SH SOLE GETTY IMAGES INC COMMON 374276103 221 3984 SH SOLE GEVITY HR INC COMMON 374393106 3728 242345 SH SOLE GIANT INDUSTRIES INC COMMON 374508109 720 29626 SH SOLE GILEAD SCIENCES INC COMMON 375558103 2537 67865 SH SOLE GILEAD SCIENCES INC COM COMMON 375558103 687 18390 SH SH GILLETTE COMPANY COMMON 375766102 2523 60445 SH SOLE GLATFELTER (P.H.) CO COMMON 377316104 160 12900 SH SOLE GLAXOSMITHKLINE PLC-ADR COMMON 37733W105 687 15717 SH SOLE GMX RESOURCES INC COMMON 38011M108 137 20000 SH SOLE GOLDEN WEST FINANCIAL CORP COMMON 381317106 4112 37061 SH SOLE GOLDMAN SACHS GROUP INC COMMON 38141G104 336 3600 SH SOLE GOODRICH CORP COMMON 382388106 2395 76382 SH SOLE GOODYEAR TIRE & RUBBER CO COMMON 382550101 163 15182 SH SOLE GRAFTECH INTERNATIONAL LTD COMMON 384313102 3873 277641 SH SOLE GREIF INC-CL A COMMON 397624107 910 21600 SH SOLE GROUP 1 AUTOMOTIVE INC COMMON 398905109 788 28900 SH SOLE GRUPO FINANCIERO GALICIA-ADR COMMON 399909100 1545 234402 SH SOLE GUESS INC COM COMMON 401617105 1159 65080 SH SH GUESS? 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A COMMON 67018T105 2230 94867 SH SOLE NUCOR CORP COMMON 670346105 1687 18461 SH SOLE NUCOR CORP COM COMMON 670346105 583 12671 SH SH NVR INC COMMON 62944T105 5869 10650 SH SOLE OCCIDENTAL PETROLEUM CORP COMMON 674599105 30958 553511 SH SOLE ODYSSEY RE HOLDINGS CORP COMMON 67612W108 783 35300 SH SOLE OFFSHORE LOGISTICS COMMON 676255102 1728 50200 SH SOLE OIL STATES INTERNATIONAL INC COMMON 678026105 1008 53907 SH SOLE OIL STS INTL INC COM COMMON 678026105 226 12067 SH SH OLD DOMINION FREIGHT LINE COMMON 679580100 363 12604 SH SOLE OLIN CORP COMMON 680665205 4032 201619 SH SOLE OLYMPIC STEEL INC COMMON 68162K106 1092 57741 SH SOLE OM GROUP INC COMMON 670872100 1085 29658 SH SOLE OMI CORP - NEW COMMON Y6476W104 399 24868 SH SOLE OMNICOM GROUP COMMON 681919106 469 6414 SH SOLE ON SEMICONDUCTOR CORPORATION COMMON 682189105 105 33496 SH SOLE ONEOK INC NEW COM COMMON 682680103 881 33840 SH SH OPEN TEXT CORP COMMON 683715106 270 15612 SH SOLE OPENWAVE SYSTEMS INC COMMON 683718308 388 43950 SH SOLE ORBITAL SCIENCES CORP COMMON 685564106 3470 303794 SH SOLE OREGON STEEL MILLS INC COMMON 686079104 549 33024 SH SOLE ORLEANS HOMEBUILDERS INC COMMON 686588104 3942 175031 SH SOLE OWENS & MINOR INC COMMON 690732102 951 37443 SH SOLE OWENS ILLINOIS COM NEW COMMON 690768403 1558 97325 SH SH OWENS-ILLINOIS INC COMMON 690768403 18545 1159053 SH SOLE OXFORD INDUSTRIES INC COMMON 691497309 2746 73696 SH SOLE PACCAR INC COMMON 693718108 4790 69301 SH SOLE PACIFIC SUNWEAR OF CALIF COMMON 694873100 18054 857685 SH SOLE PACIFICARE HEALTH SYSTEMS COMMON 695112102 1271 34644 SH SOLE PACKAGING CORP OF AMERICA COMMON 695156109 20929 855300 SH SOLE PANTRY INC COMMON 698657103 6917 274821 SH SOLE PATHMARK STORES INC COMMON 70322A101 599 123669 SH SOLE PAXAR CORP COMMON 704227107 417 18382 SH SOLE PDI INC COMMON 69329V100 5633 208696 SH SOLE PEABODY ENERGY CORP COMMON 704549104 278 4671 SH SOLE PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 3312 93888 SH SOLE PEOPLES ENERGY CORP COMMON 711030106 447 10704 SH SOLE PEP BOYS-MANNY MOE & JACK COMMON 713278109 221 15730 SH SOLE PEPSI BOTTLING GROUP INC COMMON 713409100 6515 239930 SH SOLE PERFORMANCE FOOD GROUP CO COMMON 713755106 768 32400 SH SOLE PERINI CORP COMMON 713839108 1209 84819 SH SOLE PERRIGO CO COMMON 714290103 308 14965 SH SOLE PETROBRAS BRASILEIRO ADR SPONS COMMON 71654V408 1648 46747 SH SH PETROCHINA CO LTD -ADR COMMON 71646E100 1373 25539 SH SOLE PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 4758 134965 SH SOLE PETROLEUM DEVELOPMENT CORP COMMON 716578109 1926 43967 SH SOLE PETSMART INC COMMON 716768106 905 31904 SH SOLE PFIZER COMMON 717081103 4913 160553 SH SH PFIZER INC COMMON 717081103 171004 5588343 SH SOLE PHELPS DODGE COM COMMON 717265102 2309 25092 SH SH PHELPS DODGE CORP COMMON 717265102 6554 71219 SH SOLE PHILIPS ELECTRONICS-NY SHR COMMON 500472303 2856 124652 SH SOLE PILGRIMS PRIDE CORP COMMON 721467108 8034 296670 SH SOLE PITNEY BOWES INC COMMON 724479100 65812 1492354 SH SOLE PIXELWORKS INC COMMON 72581M107 210 21060 SH SOLE PLACER DOME INC COMMON 725906101 4190 210722 SH SOLE PLAINS EXPLORATION & PROD COCO COMMON 726505100 397 16654 SH SH PLAINS EXPLORATION & PRODUCT COMMON 726505100 2579 108099 SH SOLE PNC FINANCIAL SERVICES GROUP COMMON 693475105 9594 177333 SH SOLE POSCO-ADR COMMON 693483109 353 9333 SH SOLE POTASH CORP OF SASKATCHEWAN COMMON 73755L107 1790 27894 SH SOLE PPG INDUSTRIES INC COMMON 693506107 2307 37649 SH SOLE PRINCIPAL FINANCIAL GROUP COMMON 74251V102 3616 100521 SH SOLE PRIORITY HEALTHCARE CORP-B COMMON 74264T102 731 36300 SH SOLE PROCTER & GAMBLE COMMON 742718109 2813 51977 SH SH PROCTER & GAMBLE CO COMMON 742718109 30420 562079 SH SOLE PROVIDIAN FINANCIAL CORP COMMON 74406A102 252 16203 SH SOLE PRUDENTIAL FINANCIAL INC COMMON 744320102 6443 136968 SH SOLE PSS WORLD MEDICAL INC COMMON 69366A100 839 83600 SH SOLE PULTE HOMES INC COMMON 745867101 1319 21489 SH SOLE QUALCOMM INC COMMON 747525103 37219 953368 SH SOLE QUALCOMM INC COM COMMON 747525103 5299 135721 SH SH RADIOSHACK CORP COMMON 750438103 3006 104960 SH SOLE RAYOVAC CORP COMMON 755081106 28899 1096752 SH SOLE REGIONS FINANCIAL CORP COMMON 7591EP100 11372 343959 SH SOLE RELIANCE STEEL & ALUMINUM COMMON 759509102 2700 68009 SH SOLE RENT-WAY INC COMMON 76009U104 3189 465615 SH SOLE RES-CARE INC COMMON 760943100 4488 378770 SH SOLE RESEARCH IN MOTION COMMON 760975102 740 9696 SH SOLE RETAIL VENTURES INC COMMON 76128Y102 4165 552284 SH SOLE REUTERS GROUP PLC ADR SPONSORE COMMON 76132M102 865 25424 SH SH REUTERS GROUP PLC-SPONS ADR COMMON 76132M102 217 6361 SH SOLE REYNOLDS AMERICAN INC COMMON 761713106 335 4926 SH SOLE RITE AID CORP COMMON 767754104 2265 643383 SH SOLE ROCK-TENN COMPANY -CL A COMMON 772739207 888 56400 SH SOLE ROFIN-SINAR TECHNOLOGIES INC COMMON 775043102 3235 110125 SH SOLE ROGERS CORP COMMON 775133101 498 11736 SH SOLE ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 389 8924 SH SOLE ROYAL CARIBBEAN CRUISES LTD CO COMMON V7780T103 928 21281 SH SH ROYAL DUTCH PETE NY REG SHS 1. COMMON 780257804 6504 126055 SH SH ROYAL DUTCH PETRO-NY SHARES COMMON 780257804 1276 24720 SH SOLE RYERSON TULL INC COMMON 78375P107 963 56071 SH SOLE SAFETY INSURANCE GROUP INC COMMON 78648T100 1018 45832 SH SOLE SAKS INCORPORATED COMMON 79377W108 800 66392 SH SOLE SANDERSON FARMS INC COMMON 800013104 2817 84210 SH SOLE SANDISK CORP COMMON 80004C101 2213 76006 SH SOLE SANMINA-SCI CORP COMMON 800907107 143 20317 SH SOLE SAPIENT CORP COM COMMON 803062108 668 87519 SH SH SARA LEE CORP COMMON 803111103 2968 129871 SH SOLE SAUCONY INC - CL A COMMON 804120103 381 15300 SH SOLE SAUER-DANFOSS INC COMMON 804137107 246 14433 SH SOLE SBA COMMUNICATIONS CORP COMMON 78388J106 173 24759 SH SOLE SBC COMMUNICATIONS COM COMMON 78387G103 7487 288528 SH SH SBC COMMUNICATIONS INC COMMON 78387G103 14078 542493 SH SOLE SBS BROADCASTING SA COMMON L8137F102 1782 52950 SH SOLE SCANSOURCE INC COMMON 806037107 3160 49526 SH SOLE SCIENTIFIC GAMES CORP-A COMMON 80874P109 5718 299350 SH SOLE SCP POOL CORP COMMON 784028102 2338 87438 SH SOLE SCS TRANSPORTATION INC COMMON 81111T102 1849 97642 SH SOLE SEA CONTAINERS LTD-CL A COMMON 811371707 1259 82673 SH SOLE SEABOARD CORP DEL COM COMMON 811543107 787 1343 SH SH SEABULK INTL INC COM COMMON 81169P101 451 43604 SH SH SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 934 69100 SH SOLE SEARS ROEBUCK & CO COMMON 812387108 11320 284066 SH SOLE SEARS ROEBUCK & CO COMMON 812387108 616 15455 SH SH SELECT MEDICAL CORP COMMON 816196109 1739 129425 SH SOLE SELECTIVE INSURANCE GROUP COMMON 816300107 201 5401 SH SOLE SEQUA CORP CL A COMMON 817320104 233 4466 SH SH SERVICE CORP INTERNATIONAL COMMON 817565104 270 43415 SH SOLE SHELL TRANSPORT-NY REG SHRS COMMON 822703609 2467 55428 SH SOLE SHERWIN-WILLIAMS CO COMMON 824348106 5882 133802 SH SOLE SHILOH INDUSTRIES INC COMMON 824543102 350 25199 SH SOLE SHOPKO STORES INC COMMON 824911101 1130 64896 SH SOLE SIERRA HEALTH SERVICES COMMON 826322109 6536 136377 SH SOLE SILGAN HOLDINGS COM COMMON 827048109 1013 21887 SH SH SILGAN HOLDINGS INC COMMON 827048109 2116 45690 SH SOLE SIMON PROPERTY GROUP INC COMMON 828806109 267 4985 SH SOLE SINOPEC BEJING YANHUA PE-ADR COMMON 82935N107 2068 101108 SH SOLE SKECHERS USA INC -CL A COMMON 830566105 874 60135 SH SOLE SLM CORP COMMON 78442P106 4270 95744 SH SOLE SMART & FINAL INC COMMON 831683107 4236 252694 SH SOLE SONIC AUTOMOTIVE INC COMMON 83545G102 897 44754 SH SOLE SOURCE INFORMATION MGMT CO COMMON 836151209 1277 131428 SH SOLE SOUTHERN UNION COMPANY COMMON 844030106 899 43870 SH SOLE SOUTHWEST GAS CORP COMMON 844895102 1299 54272 SH SOLE SOUTHWESTERN ENERGY CO COMMON 845467109 2018 48054 SH SOLE SOUTHWESTERN ENERGY CO COM COMMON 845467109 525 12512 SH SH SOVEREIGN BANCORP INC COMMON 845905108 3434 157378 SH SOLE SPDR TRUST SERIES 1 COMMON 78462F103 481 4308 SH SOLE SPRINT CORP (FON GROUP) COMMON 852061100 5813 288775 SH SOLE SPX CORP COMMON 784635104 4118 116314 SH SOLE ST. PAUL TRAVELERS COS INC COMMON 792860108 105630 3195096 SH SOLE STANDARD MOTOR PRODS COMMON 853666105 337 22312 SH SOLE STAPLES INC COMMON 855030102 4525 151718 SH SOLE STARBUCKS CORP COMMON 855244109 6023 132510 SH SOLE STARWOOD HOTELS & RESORTS COMMON 85590A203 1456 31362 SH SOLE STATION CASINOS INC COMMON 857689103 2480 50583 SH SOLE STEIN MART INC COMMON 858375108 4112 270142 SH SOLE STEINWAY MUSICAL INSTRUMENTS COMMON 858495104 2101 77226 SH SOLE STEWART ENTERPRISES INC-CL A COMMON 860370105 900 129301 SH SOLE STEWART INFO SERVICES COM COMMON 860372101 2090 53049 SH SH STEWART INFORMATION SERVICES COMMON 860372101 1389 35263 SH SOLE STILLWATER MINING CO COMMON 86074Q102 590 38021 SH SOLE STILLWATER MNG CO COM COMMON 86074Q102 751 48432 SH SH STRYKER CORP COMMON 863667101 4366 90815 SH SOLE SUNOCO INC COMMON 86764P109 1528 20654 SH SOLE SUNRISE ASSISTED LIVING INC COMMON 86768K106 805 22904 SH SOLE SUPERVALU INC COMMON 868536103 3294 119578 SH SOLE SYMANTEC CORP COMMON 871503108 6279 114417 SH SOLE SYMANTEC CORP COM COMMON 871503108 4396 80093 SH SH SYNNEX CORP COMMON 87162W100 1061 59984 SH SOLE SYNOVUS FINANCIAL CORP COMMON 87161C105 3485 133259 SH SOLE SYSCO CORP COMMON 871829107 341 11388 SH SOLE TALISMAN ENERGY INC COMMON 87425E103 3042 117459 SH SOLE TALK AMERICA HLDGS COM NEW COMMON 87426R202 136 26043 SH SH TARGET CORP COMMON 87612E106 8676 191721 SH SOLE TBC CORP COMMON 872180104 481 21511 SH SOLE TELECOM ARGENTINA SA-SP ADR COMMON 879273209 1890 173120 SH SOLE TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 556 17244 SH SOLE TELEMIG CELULAR PARTICIP-ADR COMMON 87944E105 871 30600 SH SOLE TELESYSTEM INTL WIRELESS INC COMMON 879946606 5877 621217 SH SOLE TELESYSTEM INTL WIRELESS INCCO COMMON 879946606 1251 132231 SH SH TELEWEST GLOBAL INC COMMON 87956T107 2723 234327 SH SOLE TEMPLE-INLAND INC COMMON 879868107 9878 147100 SH SOLE TENNECO AUTOMOTIVE COM COMMON 880349105 1636 124889 SH SH TENNECO AUTOMOTIVE INC COMMON 880349105 3008 229683 SH SOLE TEREX CORP COMMON 880779103 659 15178 SH SOLE TERRA INDUSTRIES INC COMMON 880915103 10875 1255840 SH SOLE TESORO PETROLEUM CORP COMMON 881609101 22594 765097 SH SOLE TEVA PHARMACEUTICAL-SP ADR COMMON 881624209 25691 990000 SH SOLE TEXAS INDUSTRIES INC COMMON 882491103 358 6964 SH SOLE TEXAS INSTRUMENTS INC COMMON 882508104 60408 2838740 SH SOLE TEXTRON INC COMMON 883203101 203 3163 SH SOLE THE FINISH LINE-CL A COMMON 317923100 3288 106355 SH SOLE THE ST JOE COMPANY COMMON 790148100 400 8384 SH SOLE THOMAS & BETTS CORP COMMON 884315102 286 10659 SH SOLE THOMAS NELSON INC COMMON 640376109 2186 111800 SH SOLE TIBCO SOFTWARE INC COMMON 88632Q103 375 44034 SH SOLE TIME WARNER INC COMMON 887317105 72220 4474606 SH SOLE TIMKEN CO COMMON 887389104 806 32722 SH SOLE TITAN INTERNATIONAL INC COMMON 88830M102 597 62189 SH SOLE TITANIUM METALS CORPORATION COMMON 888339207 5512 234943 SH SOLE TJX COMPANIES INC COMMON 872540109 186576 8465351 SH SOLE TORCHMARK CORP COMMON 891027104 63342 1191076 SH SOLE TOTAL SA-SPON ADR COMMON 89151E109 569 5577 SH SOLE TOYS "R" US INC COMMON 892335100 952 53650 SH SOLE TRANS WORLD ENTERTAINMENT CP COMMON 89336Q100 4267 436758 SH SOLE TRANSACTION SYS ARCHITECTS CL COMMON 893416107 476 25595 SH SH TRANSACTION SYSTEMS ARCHIT-A COMMON 893416107 384 20690 SH SOLE TRANSOCEAN INC COMMON G90078109 753 21063 SH SOLE TREX COMPANY INC COMMON 89531P105 228 5149 SH SOLE TRIBUNE CO COMMON 896047107 1022 24842 SH SOLE TXU CORP COM COMMON 873168108 3414 71226 SH SH TXU CORPORATION COMMON 873168108 4166 86933 SH SOLE TYCO INTERNATIONAL LTD COMMON 902124106 88947 2901083 SH SOLE TYSON FOODS INC-CL A COMMON 902494103 1353 84423 SH SOLE UBIQUITEL INC COMMON 903474302 6320 1580061 SH SOLE UBS AG-REGISTERED COMMON H8920M855 7906 112412 SH SOLE UGI CORP COMMON 902681105 1094 29342 SH SOLE UIL HOLDINGS CORP COMMON 902748102 885 18000 SH SOLE UNILEVER N V NY SHARES COMMON 904784709 940 16265 SH SOLE UNILEVER N V NEW YORK SHS N COMMON 904784709 5003 86560 SH SH UNITED AUTO GROUP INC COMMON 909440109 827 32964 SH SOLE UNITED INDL CORP COM COMMON 910671106 513 15596 SH SH UNITED INDUSTRIAL CORP COMMON 910671106 1880 57150 SH SOLE UNITED NATURAL FOODS INC COMMON 911163103 2395 90030 SH SOLE UNITED STATES STEEL CORP COMMON 912909108 2128 56579 SH SOLE UNITED TECHNOLOGIES CORP COMMON 913017109 133998 1434978 SH SOLE UNITEDGLOBALCOM INC -CL A COMMON 913247508 4271 571711 SH SOLE UNITEDHEALTH GROUP INC COMMON 91324P102 1026 13914 SH SOLE UNITRIN INC COMMON 913275103 220 5289 SH SOLE UNIVERSAL FOREST PRODUCTS COMMON 913543104 889 26000 SH SOLE UNIVERSAL HEALTH SERVICES-B COMMON 913903100 1723 39600 SH SOLE URBAN OUTFITTERS INC COMMON 917047102 4178 121461 SH SOLE URS CORP COMMON 903236107 888 33300 SH SOLE US BANCORP COMMON 902973304 159004 5501855 SH SOLE USEC INC COM COMMON 90333E108 752 72531 SH SH USG CORP COMMON 903293405 1256 68884 SH SOLE USG CORP COM NEW COMMON 903293405 2786 152828 SH SH VALEANT PHARMACEUTICALS INTE COMMON 91911X104 248 10300 SH SOLE VALERO ENERGY CORP COMMON 91913Y100 8726 138089 SH SOLE VENTIV HEALTH INC COMMON 922793104 4026 237527 SH SOLE VERIZON COMMUNICATIONS COMMON 92343V104 4186 106285 SH SH VERIZON COMMUNICATIONS COMMON 92343V104 72847 1849845 SH SOLE VIACOM INC-CL B COMMON 925524308 18726 558000 SH SOLE VIDESH SANCHAR NIGAM-ADR COMMON 92659G600 888 118220 SH SOLE VISHAY INTERTECHNOLOGY INC COMMON 928298108 774 60000 SH SOLE VITRAN CORP INC COMMON 92850E107 488 32826 SH SOLE VOLT INFO SCIENCES INC COMMON 928703107 1268 44047 SH SOLE VOLVO AB-SPONSORED ADR COMMON 928856400 6173 175150 SH SOLE VOLVO ASTOCKTIEBOLAGET ADR B COMMON 928856400 435 12360 SH SH W-H ENERGY SERVICES INC COMMON 92925E108 977 47052 SH SOLE WABASH NATIONAL CORP COMMON 929566107 5229 190354 SH SOLE WACHOVIA CORP COMMON 929903102 10927 232741 SH SOLE WAL-MART STORES INC COMMON 931142103 2508 47147 SH SOLE WALGREEN CO COMMON 931422109 205 5728 SH SOLE WASHINGTON GROUP INTL INC COMMON 938862208 2235 64550 SH SOLE WASHINGTON MUTUAL INC COMMON 939322103 18726 479157 SH SOLE WASTE MANAGEMENT INC COMMON 94106L109 2679 97993 SH SOLE WATERS CORPORATION COMMON 941848103 443 10042 SH SOLE WATSON PHARMACEUTICALS INC COMMON 942683103 6923 235000 SH SOLE WEBMD CORPORATION COMMON 94769M105 7664 1101100 SH SOLE WEIS MARKETS INC COMMON 948849104 441 13003 SH SOLE WELLPOINT HEALTH NETWORKS COMMON 94973H108 1766 16800 SH SOLE WELLS FARGO & COMPANY COMMON 949746101 189612 3179811 SH SOLE WENDY'S INTERNATIONAL INC COMMON 950590109 28671 853300 SH SOLE WESCO INTERNATIONAL INC COMMON 95082P105 6667 274931 SH SOLE WESTAR ENERGY INC COMMON 95709T100 5691 281765 SH SOLE WESTERN DIGITAL CORP COMMON 958102105 975 110899 SH SOLE WESTERN GAS RESOURCES INC COMMON 958259103 738 25793 SH SOLE WESTERN WIRELESS CORP-CL A COMMON 95988E204 2285 88883 SH SOLE WGL HOLDINGS INC COMMON 92924F106 455 16080 SH SOLE WHOLE FOODS MARKET INC COMMON 966837106 328 3822 SH SOLE WILD OATS MARKETS INC COMMON 96808B107 3062 354400 SH SOLE WILLIAM LYON HOMES INC COMMON 552074106 3652 41081 SH SOLE WILLIAMS COS INC COMMON 969457100 995 82191 SH SOLE WILTEL COMM GRP - EQUITY STAKE COMMON 972CSR991 438 21374 SH SOLE WIND RIVER SYSTEMS INC COMMON 973149107 288 23623 SH SOLE WIRELESS FACILITIES INC COMMON 97653A103 813 116700 SH SOLE WORLD FUEL SERVICES CORP COMMON 981475106 2591 72382 SH SOLE WPP GROUP PLC-SPONSORED ADR COMMON 929309300 91264 1958030 SH SOLE WPS RESOURCES CORP COMMON 92931B106 883 19632 SH SOLE WYNN RESORTS LTD COMMON 983134107 300 5800 SH SOLE XEROX CORP COMMON 984121103 4064 288644 SH SOLE XILINX INC COMMON 983919101 24135 893877 SH SOLE XTO ENERGY INC COMMON 98385X106 499 15374 SH SOLE YAHOO INC COM COMMON 984332106 4242 125101 SH SH YAHOO! INC COMMON 984332106 6316 186248 SH SOLE YELLOW ROADWAY CORP COMMON 985577105 923 19699 SH SOLE YUM! BRANDS INC COMMON 988498101 3348 82320 SH SOLE ZIMMER HLDGS INC COM COMMON 98956P102 929 11751 SH SH ZIMMER HOLDINGS INC COMMON 98956P102 4448 56276 SH SOLE ZYGO CORP COMMON 989855101 102 10084 SH SOLE Name Of Issuer Sole Shared None 3M CO 120900 1496 0 7-ELEVEN INC 7535 3890 0 A T & T CORP 738590 0 0 AAR CORP 128679 33846 0 AARON RENTS INC 16650 0 0 ABBOTT LABORATORIES 1289049 1110 263290 ABBOTT LABS 0 134451 0 ACE CASH EXPRESS INC 62470 0 0 ADMINISTAFF INC 250931 0 0 ADOBE SYS INC COM 0 17570 0 ADOBE SYSTEMS INC 8600 0 0 ADTRAN INC 66500 0 0 ADVANCED MICRO DEVICES 728040 0 0 ADVANCED MICRO DEVICES INC COM 0 36796 0 ADVANTA CORP-CL B 118000 0 0 AES CORP 3687046 1374 0 AETNA INC-NEW 23849 10948 1300 AFFILIATED COMPUTER SVCS-A 424100 0 0 AFLAC INC 27800 0 0 AGILYSYS INC 69561 4754 0 AIRGATE PCS INC 203337 2084 0 AK STEEL HOLDING CORP 18237 59262 0 ALAMOSA HOLDINGS INC 864751 43787 0 ALBERTO-CULVER CO 4995 2450 0 ALBERTSON'S INC 354304 29902 0 ALDERWOOD GROUP INC COM 0 46601 0 ALDERWOODS 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