13F-HR 1 f13-0905.txt 13F FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Quarter Ended September 30, 2005 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 Farley Vice President (800) 436-4148 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Marisol Farley ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, 11/14/2005 ------------------------------------------ (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: 899 Form 13F Information Table Value Total: $12,454,699 (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 ---------------------------------------------------------------------------------------------------------------------------------- ***POSCO COMMON 693483109 2,404 42,509 SH SOLE 0 0 42509 0 21ST CENTURY INSURANCE GROUP COMMON 90130N103 1,187 74,450 SH SOLE 0 74450 0 0 3M CO COMMON 88579Y101 1,289 17,562 SH SOLE 0 2860 14702 0 7-ELEVEN INC COMMON 817826209 234 6,568 SH SOLE 0 6103 465 0 A E S CORP COM COMMON 00130H105 1,884 114,651 SH SOLE 0 0 114651 0 A T & T CORP COMMON 001957505 279 14,124 SH SOLE 0 4214 9910 0 AAR CORP COMMON 000361105 5,225 304,156 SH SOLE 0 186879 3977 113300 ABBOTT LABORATORIES COMMON 002824100 4,210 99,296 SH SOLE 0 42755 56541 0 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 876 17,580 SH SOLE 0 9753 7827 0 ABN AMRO HOLDING NV-SP ADR COMMON 000937102 1,682 70,100 SH SH 0 0 70100 0 ABX AIR INC COMMON 00080S101 3,244 395,616 SH SH 0 18516 377100 0 ACCO BRANDS CORP COMMON 00081T108 2,213 78,418 SH SOLE 0 77085 1333 0 ACCREDITED HOME LENDERS COMMON 00437P107 854 24,300 SH SOLE 0 24300 0 0 ADOBE SYS INC COM COMMON 00724F101 1,552 52,000 SH SH 0 0 52000 0 ADTRAN INC COMMON 00738A106 3,788 120,230 SH SOLE 0 111000 9230 0 ADVANCE AUTO PARTS COMMON 00751Y106 1,251 32,345 SH SOLE 0 20345 12000 0 ADVANCED MICRO DEVICES COMMON 007903107 62,236 2,469,673 SH SH 0 2051662 418011 0 ADVANCED MICRO DEVICES INC COM COMMON 007903107 1,303 51,715 SH SOLE 0 0 51715 0 ADVANCED NEUROMODULATION SYS COMMON 00757T101 1,938 40,829 SH SOLE 0 37329 0 3500 ADVANCED NEUROMODULATION SYSCO COMMON 00757T101 924 19,477 SH SH 0 0 19477 0 AES CORP COMMON 00130H105 34,244 2,084,251 SH SH 0 314251 1770000 0 AETNA INC-NEW COMMON 00817Y108 14,999 174,125 SH SH 0 42592 131533 0 AETNA U S HEALTHCARE INC COM COMMON 00817Y108 5,069 58,851 SH SOLE 0 0 58851 0 AFFILIATED MANAGERS GROUP COMMON 008252108 31,655 437,100 SH SH 0 37100 400000 0 AFFYMETRIX INC COMMON 00826T108 1,607 34,763 SH SOLE 0 14291 20472 0 AGCO CORP COMMON 001084102 1,028 56,524 SH SOLE 0 53757 2767 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 4,295 131,154 SH SOLE 0 130727 427 0 AGILYSYS INC COMMON 00847J105 2,073 123,059 SH SOLE 0 11724 2835 108500 AGRIUM INC COMMON 008916108 1,764 80,292 SH SOLE 0 68775 3617 7900 AK STEEL HOLDING CORP COMMON 001547108 4,941 576,557 SH SOLE 0 164619 411938 0 ALAMOSA HOLDINGS INC COMMON 011589108 193 11,309 SH SOLE 0 4758 6551 0 ALASKA AIR GROUP INC COMMON 011659109 1,762 60,659 SH SOLE 0 35113 25546 0 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 8,040 702,825 SH SH 0 111725 591100 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 1,256 103,092 SH SOLE 0 91652 340 11100 ALBERTO-CULVER CO COMMON 013068101 212 4,734 SH SOLE 0 3666 1068 0 ALBERTSON'S INC COMMON 013104104 12,628 492,336 SH SOLE 0 415320 77016 0 ALCON INC COMMON H01301102 3,584 28,023 SH SOLE 0 15929 10594 1500 ALERIS INTERNATIONAL INC COMMON 014477103 3,857 140,528 SH SH 0 41128 99400 0 ALLEGHENY ENERGY INC COMMON 017361106 4,343 141,384 SH SOLE 0 11030 130354 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 27,887 900,167 SH SH 0 167 900000 0 ALLIANCE IMAGING INC COMMON 018606202 5,151 602,468 SH SH 0 44368 558100 0 ALLIED IRISH BANKS-SPONS ADR COMMON 019228402 1,956 45,800 SH SH 0 0 45800 0 ALLOY INC COMMON 019855105 363 75,000 SH SOLE 0 75000 0 0 ALLSCRIPTS HEALTHCARE SOLUT COMMON 01988P108 2,469 137,021 SH SOLE 0 117662 8859 10500 ALLSTATE CORP COMMON 020002101 6,141 111,077 SH SH 0 777 110300 0 ALLTEL CORP COMMON 020039103 9,419 144,670 SH SH 0 46170 98500 0 ALPHARMA INC-CL A COMMON 020813101 3,757 151,074 SH SOLE 0 34090 116984 0 ALTRIA GROUP INC COMMON 02209S103 80,210 1,088,183 SH SH 0 704858 282455 100870 AMERADA HESS CORP COMMON 023551104 1,292 9,393 SH SOLE 0 4704 4689 0 AMERCO INC COMMON 023586100 12,142 208,660 SH SH 0 81860 90200 36600 AMERCO INC COM COMMON 023586100 295 5,066 SH SOLE 0 0 5066 0 AMEREN CORPORATION COMMON 023608102 8,453 158,035 SH SOLE 0 158035 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 6,780 199,893 SH SH 0 123293 76600 0 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1,772 75,300 SH SOLE 0 63291 12009 0 AMERICAN EXPRESS COMPANY COMMON 025816109 77,928 1,356,697 SH SH 0 1014482 78625 263590 AMERICAN INTERNATIONAL GROUP COMMON 026874107 210,249 3,393,294 SH SH 0 2544545 219433 629316 AMERICAN PHYSICIANS CAP INC COMMON 028884104 6,954 141,550 SH SH 0 8050 80200 53300 AMERICAN RETIREMENT CORP COMMON 028913101 24,152 1,282,612 SH SH 0 162112 1120500 0 AMERICAN RETIREMENT CORP COM COMMON 028913101 466 24,758 SH SOLE 0 0 24758 0 AMERICAN STANDARD COMPANIES COMMON 029712106 19,622 421,525 SH SOLE 0 421525 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 14,401 186,305 SH SH 0 85005 101300 0 AMERISTAR CASINOS INC COMMON 03070Q101 2,949 141,494 SH SH 0 7494 134000 0 AMERUS GROUP CO COMMON 03072M108 1,259 21,950 SH SOLE 0 21950 0 0 AMGEN INC COMMON 031162100 30,747 385,930 SH SH 0 42309 343621 0 AMKOR TECHNOLOGY INC COMMON 031652100 59 13,426 SH SOLE 0 480 12946 0 AMR CORP/DEL COMMON 001765106 1,959 175,184 SH SOLE 0 148781 13403 13000 AMSOUTH BANCORPORATION COMMON 032165102 6,464 255,889 SH SOLE 0 253133 2756 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 2,512 72,200 SH SOLE 0 72200 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 10,724 111,994 SH SH 0 2919 109075 0 ANALOG DEVICES COMMON 032654105 8,702 234,300 SH SOLE 0 234300 0 0 ANDERSONS INC/THE COMMON 034164103 879 30,015 SH SOLE 0 30015 0 0 ANHEU BUSCH COS COMMON 035229103 3,728 86,628 SH SOLE 0 0 86628 0 ANHEUSER-BUSCH COS INC COMMON 035229103 139,565 3,242,677 SH SH 0 2250727 420350 571600 ANIXTER INTERNATIONAL INC COMMON 035290105 1,782 44,206 SH SOLE 0 29816 14390 0 ANNTAYLOR STORES CORP COMMON 036115103 12,367 465,800 SH SOLE 0 465800 0 0 APACHE CORP COMMON 037411105 28,597 380,173 SH SH 0 173 380000 0 APPLE COMPUTER INC COMMON 037833100 24,600 458,875 SH SH 0 28141 430734 0 APPLIED INDL TECHNLGIES INC CO COMMON 03820C105 476 13,273 SH SOLE 0 0 13273 0 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 16,869 470,162 SH SH 0 141112 270550 58500 APPLIED MATERIALS INC COMMON 038222105 4,907 289,333 SH SOLE 0 155022 134311 0 APRIA HEALTHCARE GROUP INC COM COMMON 037933108 766 23,992 SH SH 0 0 23992 0 ARCH CAPITAL GROUP LTD COMMON G0450A105 740 14,924 SH SOLE 0 143 14781 0 ARCH COAL INC COMMON 039380100 3,782 56,039 SH SOLE 0 33963 19176 2900 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 334 13,572 SH SOLE 0 6017 7555 0 ARVINMERITOR INC COMMON 043353101 1,378 82,412 SH SOLE 0 3272 79140 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 1,499 88,058 SH SOLE 0 83340 4718 0 ASTEC INDS INC COM COMMON 046224101 302 10,634 SH SH 0 0 10634 0 ASTEC INDUSTRIES INC COMMON 046224101 5,023 176,916 SH SOLE 0 170616 0 6300 ASTRAZENECA PLC -SPONS ADR COMMON 046353108 25,905 550,000 SH SH 0 0 550000 0 ATLAS AMERICA INC COMMON 049167109 3,450 70,640 SH SOLE 0 69651 989 0 ATMI INC COMMON 00207R101 208 6,685 SH SOLE 0 1922 4763 0 AUST & NZ BNKG GRP-SPON ADR COMMON 052528304 2,238 24,400 SH SH 0 0 24400 0 AUTODESK INC COMMON 052769106 2,742 59,053 SH SOLE 0 54653 0 4400 AUTODESK INC COM COMMON 052769106 3,257 70,137 SH SH 0 0 70137 0 AUTOLIV INC COMMON 052800109 10,055 231,140 SH SH 0 140 231000 0 AUTOMATIC DATA PROCESSING COMMON 053015103 3,725 86,550 SH SOLE 0 63150 0 23400 AUTOZONE INC COMMON 053332102 15,592 187,292 SH SH 0 19192 168100 0 AVIALL INC COMMON 05366B102 10,006 296,213 SH SH 0 135613 99100 61500 AVNET INC COM COMMON 053807103 1,203 49,220 SH SH 0 0 49220 0 B P AMOCO ADS COMMON 055622104 5,989 84,537 SH SH 0 0 84537 0 BADGER METER INC COMMON 056525108 2,491 63,320 SH SOLE 0 18902 1818 42600 BAKER (MICHAEL) CORP COMMON 057149106 3,213 123,356 SH SH 0 23156 100200 0 BAKER HUGHES INC COMMON 057224107 10,233 171,463 SH SH 0 345 171118 0 BAKER HUGHES INC COM COMMON 057224107 452 7,572 SH SOLE 0 0 7572 0 BALL CORP COMMON 058498106 1,837 50,000 SH SOLE 0 50000 0 0 BANCO BILBAO VIZCAYA-SP ADR COMMON 05946K101 1,981 112,950 SH SH 0 0 112950 0 BANCO BRADESCO-SPONSORED ADR COMMON 059460303 3,704 75,719 SH SOLE 0 64437 11282 0 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 3,644 42,843 SH SOLE 0 27678 15165 0 BANCO SANTANDER CEN-SPON ADR COMMON 05964H105 2,039 154,800 SH SH 0 0 154800 0 BANCOLOMBIA S.A.-SPONS ADR COMMON 05968L102 11,930 543,523 SH SH 0 74823 468700 0 BANK OF AMERICA COMMON 060505104 2,639 62,683 SH SOLE 0 0 62683 0 BANK OF AMERICA CORP COMMON 060505104 313,854 7,454,965 SH SH 0 5251881 954864 1248220 BANK OF IRELAND-SPONS ADR COMMON 46267Q103 1,705 26,850 SH SH 0 0 26850 0 BANKRATE INC COMMON 06646V108 21,121 770,000 SH SH 0 0 770000 0 BARCLAYS PLC -SPONS ADR COMMON 06738E204 1,743 42,750 SH SH 0 0 42750 0 BARR PHARMACEUTICALS INC COMMON 068306109 2,224 40,500 SH SOLE 0 40500 0 0 BB&T CORPORATION COMMON 054937107 5,579 142,861 SH SOLE 0 101246 41615 0 BE AEROSPACE INC COMMON 073302101 9,694 585,006 SH SH 0 123106 337200 124700 BE AEROSPACE INC COM COMMON 073302101 178 10,736 SH SOLE 0 0 10736 0 BEACON ROOFING SUPPLY INC COMMON 073685109 257 7,871 SH SOLE 0 7479 392 0 BEBE STORES INC COMMON 075571109 252 14,400 SH SOLE 0 14400 0 0 BED BATH & BEYOND INC COMMON 075896100 8,384 208,661 SH SH 0 1537 207124 0 BELDEN CDT INC COMMON 077454106 598 30,743 SH SOLE 0 2864 27879 0 BELL MICROPRODUCTS INC COMMON 078137106 1,639 163,357 SH SOLE 0 154002 9355 0 BELLSOUTH CORP COMMON 079860102 2,839 107,958 SH SOLE 0 0 107958 0 BELLSOUTH CORP COMMON 079860102 12,060 458,548 SH SH 0 252398 206150 0 BENCHMARK ELECTRONICS INC COMMON 08160H101 1,148 38,115 SH SOLE 0 37058 1057 0 BERKSHIRE HATHAWAY INC-CL B COMMON 084670207 131,099 48,004 SH SH 0 36628 3207 8169 BEVERLY ENTERPRISES INC COMMON 087851309 1,398 114,141 SH SOLE 0 113091 1050 0 BFC FINANCIAL CORPORATION-A COMMON 055384200 1,574 225,498 SH SOLE 0 225498 0 0 BFC FINL CORP CL A COMMON 055384200 1,489 213,371 SH SH 0 0 213371 0 BHP BILLITON LTD-SPON ADR COMMON 088606108 14,039 410,738 SH SH 0 23665 387073 0 BJ'S WHOLESALE CLUB INC COMMON 05548J106 448 16,115 SH SOLE 0 944 15171 0 BLACK & DECKER CORP COMMON 091797100 975 11,875 SH SOLE 0 11830 45 0 BLOCK H & R INC COMMON 093671105 50,904 2,122,770 SH SH 0 1282670 558900 281200 BLOUNT INTERNATIONAL INC COMMON 095180105 6,329 358,765 SH SH 0 28765 330000 0 BLUEGREEN CORP COMMON 096231105 6,221 352,439 SH SH 0 50039 302400 0 BLUELINX HOLDINGS INC COMMON 09624H109 1,825 135,748 SH SOLE 0 130200 5548 0 BOEING CO COMMON 097023105 9,607 141,384 SH SH 0 744 140640 0 BON-TON STORES INC/THE COMMON 09776J101 1,086 55,899 SH SOLE 0 55810 89 0 BOSTON SCIENTIFIC CORP COMMON 101137107 23,861 1,021,000 SH SH 0 101000 920000 0 BOYKIN LODGING COMPANY COMMON 103430104 6,038 486,135 SH SH 0 100335 242100 143700 BP PLC -SPONS ADR COMMON 055622104 1,027 14,502 SH SOLE 0 14502 0 0 BRASIL TELECOM SA-ADR COMMON 10553M101 1,427 99,566 SH SOLE 0 99100 466 0 BRIGHTPOINT INC COMMON 109473405 9,913 517,921 SH SH 0 379671 134050 4200 BRIGHTPOINT INC COM NEW COMMON 109473405 322 16,823 SH SOLE 0 0 16823 0 BRINKER INTERNATIONAL INC COMMON 109641100 7,672 204,268 SH SH 0 44468 159800 0 BRISTOL MYERS SQUIBB CO COMMON 110122108 3,161 131,361 SH SOLE 0 0 131361 0 BRISTOL WEST HOLDINGS INC COMMON 11037M105 1,266 69,350 SH SOLE 0 69350 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 13,444 558,789 SH SH 0 313489 245300 0 BRITISH AMERICAN TOB-SP ADR COMMON 110448107 2,208 52,150 SH SH 0 0 52150 0 BROOKFIELD HOMES CORP COMMON 112723101 5,166 93,031 SH SH 0 41531 50100 1400 BRUNSWICK CORP COMMON 117043109 202 5,343 SH SOLE 0 5343 0 0 BUILDERS FIRSTSOURCE INC COMMON 12008R107 4,935 221,000 SH SOLE 0 221000 0 0 BUILDING MATERIAL HOLDING CP COMMON 120113105 50,564 542,591 SH SH 0 162588 353603 26400 BUNGE LIMITED COMMON G16962105 3,360 63,850 SH SOLE 0 62849 1001 0 BURLINGTON COAT FACTORY WHSECO COMMON 121579106 1,279 33,631 SH SOLE 0 0 33631 0 BURLINGTON COAT FACTORY WRHS COMMON 121579106 11,857 311,696 SH SH 0 174696 81500 55500 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 40,372 675,123 SH SH 0 1185 673938 0 BURLINGTON RESOURCES INC COMMON 122014103 7,905 97,211 SH SOLE 0 13741 83470 0 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 262 8,983 SH SOLE 0 8804 179 0 CALPINE CORPORATION COMMON 131347106 302 116,561 SH SOLE 0 13151 103410 0 CANADIAN NAT RES LTD COM COMMON 136385101 3,140 69,477 SH SH 0 0 69477 0 CANADIAN NATL RAILWAY CO COMMON 136375102 10,478 147,601 SH SH 0 1592 146009 0 CANADIAN NATL RY CO COM COMMON 136375102 980 13,806 SH SOLE 0 0 13806 0 CANADIAN NATURAL RESOURCES LTD COMMON 136385101 2,470 54,668 SH SOLE 0 50668 0 4000 CAREMARK RX INC COMMON 141705103 341 6,833 SH SOLE 0 2050 4783 0 CARPENTER TECHNOLOGY COMMON 144285103 4,086 69,711 SH SH 0 18811 50900 0 CARPENTER TECHNOLOGY CORP COM COMMON 144285103 282 4,806 SH SOLE 0 0 4806 0 CASCADE CORP COMMON 147195101 3,342 68,624 SH SH 0 12324 56300 0 CASH AMERICA INTL INC COMMON 14754D100 1,098 52,900 SH SOLE 0 52900 0 0 CASTLE (A.M.) & CO COMMON 148411101 484 27,641 SH SOLE 0 25696 1945 0 CATERPILLAR INC COMMON 149123101 10,392 176,881 SH SH 0 2795 174086 0 CATERPILLAR INC COM COMMON 149123101 2,617 44,552 SH SOLE 0 0 44552 0 CAVCO INDUSTRIES INC COMMON 149568107 3,505 96,598 SH SH 0 22598 74000 0 CE FRANKLIN LTD COMMON 125151100 373 31,400 SH SOLE 0 31400 0 0 CELGENE CORP COMMON 151020104 2,754 50,700 SH SOLE 0 50700 0 0 CEMEX SA -SPONS ADR PART CER COMMON 151290889 383 7,325 SH SOLE 0 136 7189 0 CENTENE CORP COMMON 15135B101 6,257 249,980 SH SH 0 53080 195000 1900 CENTENNIAL COMMUNICATIONS CP COMMON 15133V208 2,428 162,129 SH SOLE 0 9363 152766 0 CENTRAL EURO DISTRIBUTION CP COMMON 153435102 3,807 89,380 SH SH 0 27980 61400 0 CENTRAL GARDEN & PET CO COMMON 153527106 1,862 41,159 SH SOLE 0 40200 959 0 CERNER CORP COMMON 156782104 1,863 21,431 SH SOLE 0 18936 195 2300 CHARMING SHOPPES COMMON 161133103 4,190 392,677 SH SOLE 0 200723 1754 190200 CHATTEM INC COMMON 162456107 11,310 318,600 SH SOLE 0 318600 0 0 CHEESECAKE FACTORY (THE) COMMON 163072101 5,986 191,600 SH SOLE 0 191600 0 0 CHEMED CORP COMMON 16359R103 6,911 159,456 SH SH 0 37156 73500 48800 CHEMED CORP NEW COM COMMON 16359R103 221 5,092 SH SOLE 0 0 5092 0 CHEMTURA CORP COMMON 163893100 3,518 283,244 SH SOLE 0 167959 104985 10300 CHESAPEAKE ENERGY CORP COMMON 165167107 1,046 27,353 SH SOLE 0 19056 8297 0 CHEVRON CORP COMMON 166764100 191,330 2,955,826 SH SH 0 2041327 404851 509648 CHEVRONTEXACO CORPORATION COMMON 166764100 1,163 17,973 SH SOLE 0 0 17973 0 CHICO'S FAS INC COMMON 168615102 1,709 46,447 SH SOLE 0 28802 17645 0 CHILDREN'S PLACE COMMON 168905107 6,553 183,856 SH SH 0 41956 98500 43400 CHILDRENS PL RETAIL STORES ICO COMMON 168905107 988 27,710 SH SOLE 0 0 27710 0 CHINA PETROLEUM & CHEM-ADR COMMON 16941R108 222 4,896 SH SOLE 0 122 4774 0 CHIPMOS TECHNOLOGIES BERMUDA COMMON G2110R106 2,170 314,096 SH SOLE 0 167655 146441 0 CHIQUITA BRANDS INTL COMMON 170032809 2,032 72,704 SH SOLE 0 9727 62977 0 CHURCH & DWIGHT CO INC COMMON 171340102 18,620 504,050 SH SOLE 0 504050 0 0 CIA ANONIMA TELEF DE VEN-ADR COMMON 204421101 437 31,133 SH SOLE 0 29500 1633 0 CIA PARANAENSE ENER-SP ADR P COMMON 20441B407 6,932 897,932 SH SH 0 454032 432600 11300 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 1,190 51,260 SH SOLE 0 4498 46762 0 CIA VALE DO RIO DOCE-ADR COMMON 204412209 318 7,266 SH SOLE 0 758 6508 0 CIBER INC COMMON 17163B102 1,053 141,700 SH SOLE 0 141700 0 0 CIGNA CORP COMMON 125509109 3,466 29,410 SH SOLE 0 0 29410 0 CIGNA CORP COMMON 125509109 27,847 236,276 SH SH 0 4162 232114 0 CIRRUS LOGIC INC COMMON 172755100 389 51,195 SH SOLE 0 25275 25920 0 CISCO SYSTEMS INC COMMON 17275R102 42,343 2,361,560 SH SH 0 306560 1986100 68900 CIT GROUP INC COMMON 125581108 206 4,567 SH SOLE 0 297 4270 0 CITIGROUP INC COMMON 172967101 374,860 8,235,049 SH SH 0 5762612 1045113 1427324 CITIGROUP INC COM COMMON 172967101 1,890 41,516 SH SOLE 0 0 41516 0 CLARK/BARDES HOLDINGS INC COMMON 181457102 1,234 73,300 SH SOLE 0 73300 0 0 CLEAN HARBORS INC COMMON 184496107 21,975 647,272 SH SH 0 242072 318300 86900 CLEAN HBRS INC COM COMMON 184496107 566 16,673 SH SOLE 0 0 16673 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 19,968 607,117 SH SH 0 146117 461000 0 CLEVELAND-CLIFFS INC COMMON 185896107 13,782 158,222 SH SH 0 68959 89263 0 CLOROX COMPANY COMMON 189054109 10,259 184,712 SH SH 0 70912 113800 0 CMS ENERGY CORP COMMON 125896100 256 15,557 SH SOLE 0 282 15275 0 CNET NETWORKS INC COMMON 12613R104 37,318 2,750,000 SH SH 0 0 2750000 0 COACH INC COMMON 189754104 37,078 1,182,333 SH SH 0 878149 304184 0 COACH INC COM COMMON 189754104 870 27,745 SH SOLE 0 0 27745 0 COCA-COLA COMPANY COMMON 191216100 78,166 1,809,821 SH SH 0 1203335 303986 302500 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 643 13,782 SH SOLE 0 3919 9863 0 COLGATE PALMOLIVE CO COMMON 194162103 7,660 145,101 SH SH 0 0 145101 0 COLGATE-PALMOLIVE CO COMMON 194162103 855 16,195 SH SOLE 0 16195 0 0 COLLEGIATE FUNDING SERVICES COMMON 19458M108 1,129 76,200 SH SOLE 0 76200 0 0 COLUMBUS MCKINNON CORP N Y COM COMMON 199333105 924 39,064 SH SOLE 0 39064 0 COLUMBUS MCKINNON CORP/NY COMMON 199333105 10,663 450,657 SH SH 0 315857 124700 10100 COMCAST CORP-CL A COMMON 20030N101 67,025 2,281,286 SH SH 0 1697587 153499 430200 COMERICA INC COMMON 200340107 7,445 126,415 SH SOLE 0 117189 9226 0 COMFORT SYSTEMS USA INC COMMON 199908104 1,188 134,800 SH SOLE 0 134800 0 0 COMMERCIAL METALS CO COMMON 201723103 3,138 93,006 SH SOLE 0 93006 0 0 COMMERCIAL METALS CO COM COMMON 201723103 1,206 35,751 SH SH 0 0 35751 0 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 228 6,056 SH SOLE 0 247 5809 0 COMMUNITY HEALTH COM COMMON 203668108 971 25,010 SH SOLE 0 0 25010 0 COMMUNITY HEALTH SYSTEMS COMMON 203668108 9,588 247,054 SH SH 0 71954 175100 0 COMP PARANAENSE DE ENERGIA ADR COMMON 20441B407 290 37,540 SH SOLE 0 0 37540 0 COMPANHIA DE BEBIDAS-PR ADR COMMON 20441W203 731 19,657 SH SOLE 0 1476 18181 0 CONAGRA FOODS INC COMMON 205887102 22,314 901,581 SH SH 0 317581 584000 0 CONAGRA INC COMMON 205887102 2,803 113,255 SH SOLE 0 0 113255 0 CONN'S INC COMMON 208242107 3,479 125,517 SH SH 0 29017 96500 0 CONOCOPHILLIPS COMMON 20825C104 140,474 2,009,348 SH SH 0 1498388 136026 374934 CONSOL ENERGY INC COMMON 20854P109 4,093 53,659 SH SOLE 0 39972 10987 2700 CONSOLIDATED EDISON INC COMMON 209115104 8,878 182,856 SH SOLE 0 182856 0 0 CONSTELLATION BRANDS INC-A COMMON 21036P108 31,316 1,204,466 SH SH 0 104466 1100000 0 CONSTELLATION ENERGY GROUP COMMON 210371100 10,072 163,514 SH SH 0 366 163148 0 CORNING INC COMMON 219350105 13,326 689,374 SH SH 0 155131 524843 9400 CORNING INC COM COMMON 219350105 3,242 167,716 SH SOLE 0 0 167716 0 CP SHIPS LTD COMMON 22409V102 3,295 154,463 SH SH 0 33563 120900 0 CROWN HOLDINGS INC COMMON 228368106 4,286 268,884 SH SOLE 0 254890 13994 0 CVS CORP COMMON 126650100 9,774 336,906 SH SH 0 1439 335467 0 CYTYC CORPORATION COMMON 232946103 26,850 1,000,000 SH SH 0 0 1000000 0 DAIMLERCHRYSLER AG COMMON D1668R123 13,711 258,101 SH SOLE 0 204661 53440 0 DANA CORP COMMON 235811106 297 31,559 SH SOLE 0 1181 30378 0 DANKA BUSINESS SYS -SPON ADR COMMON 236277109 45 16,800 SH SOLE 0 16800 0 0 DARDEN RESTAURANTS INC COMMON 237194105 6,563 216,100 SH SH 0 0 216100 0 DAVITA INC COMMON 23918K108 767 16,643 SH SOLE 0 13167 3476 0 DELL INC COMMON 24702R101 22,969 671,600 SH SH 0 61600 610000 0 DELPHI CORP COMMON 247126105 306 110,837 SH SOLE 0 56927 53910 0 DENNY'S CORPORATION COMMON 24869P104 26,859 6,472,002 SH SH 0 1473102 4650000 348900 DENNYS CORP COM COMMON 24869P104 106 25,582 SH SOLE 0 0 25582 0 DEUTSCHE BANK AG -REG COMMON D18190898 6,894 73,712 SH SH 0 5512 68200 0 DEUTSCHE TELEKOM AG-SPON ADR COMMON 251566105 609 33,387 SH SOLE 0 21412 11975 0 DEVON ENERGY CORP NEW COMMON 25179M103 1,088 15,857 SH SOLE 0 0 15857 0 DEVON ENERGY CORPORATION COMMON 25179M103 60,029 874,554 SH SH 0 366554 500000 8000 DIAGEO PLC-SPONSORED ADR COMMON 25243Q205 1,861 32,081 SH SOLE 0 2131 29950 0 DIAMOND OFFSHORE DRILLING COMMON 25271C102 848 13,840 SH SOLE 0 258 13582 0 DICK'S SPORTING GOODS INC COMMON 253393102 331 11,000 SH SOLE 0 11000 0 0 DILLARDS INC CL A COMMON 254067101 1,993 95,462 SH SOLE 0 0 95462 0 DILLARDS INC-CL A COMMON 254067101 1,201 57,529 SH Call SOLE 0 57529 0 0 DISCOVERY HOLDING CO-A W/I COMMON 25468Y107 28,018 1,940,275 SH SH 0 1461464 140193 338617 DOBSON COMMUNICATIONS CORP CL COMMON 256069105 117 15,170 SH SOLE 0 0 15170 0 DOBSON COMMUNICATIONS CORP-A COMMON 256069105 4,740 617,135 SH SH 0 286635 330500 0 DOMINO'S PIZZA INC COMMON 25754A201 4,056 173,891 SH SOLE 0 91495 2596 79800 DONEGAL GROUP INC-CL A COMMON 257701201 1,016 46,801 SH SOLE 0 46801 0 0 DONNELLEY (R.R.) & SONS CO COMMON 257867101 5,643 152,236 SH SOLE 0 123104 29132 0 DOVER CORP COMMON 260003108 3,671 90,000 SH SOLE 0 90000 0 0 DOW CHEMICAL COMMON 260543103 2,216 53,160 SH SOLE 0 50602 2558 0 DR HORTON INC COMMON 23331A109 1,354 37,398 SH SOLE 0 10999 26399 0 DRS TECHNOLOGIES INC COMMON 23330X100 3,390 68,683 SH SH 0 3783 63600 1300 DU PONT (E.I.) DE NEMOURS COMMON 263534109 2,604 66,476 SH SOLE 0 51306 15170 0 EARTHLINK INC COMMON 270321102 1,374 128,439 SH SOLE 0 120200 8239 0 EASTMAN CHEMICAL COMPANY COMMON 277432100 3,005 63,981 SH SOLE 0 44058 19923 0 EBAY INC COMMON 278642103 6,509 157,987 SH SH 0 3263 154724 0 EBAY INC COM COMMON 278642103 1,424 34,561 SH SOLE 0 0 34561 0 ECHOSTAR COMMUNICATIONS - A COMMON 278762109 67,590 2,285,742 SH SH 0 1371647 553695 360400 EDISON INTERNATIONAL COMMON 281020107 694 14,670 SH SOLE 0 1413 13257 0 EL PASO CORPORATION COMMON 28336L109 462 33,267 SH SOLE 0 588 32679 0 ELECTRONIC ARTS INC COMMON 285512109 7,997 140,569 SH SH 0 552 140017 0 ELECTRONIC ARTS INC COM COMMON 285512109 554 9,740 SH SOLE 0 0 9740 0 ELECTRONICS BOUTIQUE HLDGS COMMON 286045109 4,848 77,149 SH SH 0 1449 75700 0 EMC CORP/MASS COMMON 268648102 28,206 2,179,756 SH SH 0 189756 1990000 0 EMCOR GROUP INC COMMON 29084Q100 1,680 28,346 SH SOLE 0 26820 1526 0 EMCORE CORP COMMON 290846104 3,232 528,044 SH SOLE 0 382448 109896 35700 ENCANA CORP COMMON 292505104 21,846 374,649 SH SH 0 14524 360125 0 ENCANA CORP COM COMMON 292505104 3,405 58,387 SH SOLE 0 0 58387 0 ENDESA -SPONSORED ADR COMMON 29258N107 2,259 84,400 SH SH 0 0 84400 0 ENERGIZER HOLDINGS INC COMMON 29266R108 559 9,860 SH SOLE 0 8522 1338 0 ENERGY CONVERSION DEVICES COMMON 292659109 832 18,520 SH SOLE 0 15077 3443 0 ENGLOBAL CORP COMMON 293306106 4,917 607,756 SH SH 0 296556 311200 0 ENI SPA-SPONSORED ADR COMMON 26874R108 2,318 15,653 SH SH 0 103 15550 0 ENPRO INDUSTRIES INC COMMON 29355X107 6,799 201,820 SH SH 0 10370 191450 0 EOG RESOURCES INC COMMON 26875P101 6,666 88,990 SH SOLE 0 18529 70461 0 EXELON CORP COMMON 30161N101 10,386 194,349 SH SH 0 332 194017 0 EXPEDIA INC COMMON 30212P105 5,288 266,951 SH SH 0 198851 0 68100 EXPRESS SCRIPTS INC-CL A COMMON 302182100 2,580 41,481 SH SOLE 0 34340 4041 3100 EXXON MOBIL CORPORATION COMMON 30231G102 328,979 5,177,514 SH SH 0 3448198 870158 859158 EXXON MOBIL CORPORATION COMMON 30231G102 7,769 122,272 SH SOLE 0 0 122272 0 EZCORP INC-CL A COMMON 302301106 2,970 184,933 SH SH 0 43733 141200 0 FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 1,146 38,250 SH SOLE 0 38250 0 0 FEDERAL HOME LN MTGE CORP COMMON 313400301 158,757 2,811,840 SH SH 0 2128650 173240 509950 FEDERATED DEPARTMENT STORES COMMON 31410H101 13,255 198,217 SH SH 0 23917 174300 0 FEDERATED DEPT STORES COM COMMON 31410H101 440 6,582 SH SOLE 0 0 6582 0 FIFTH THIRD BANCORP COMMON 316773100 7,999 217,765 SH SH 0 90065 127700 0 FIFTH THIRD BANCORP COM COMMON 316773100 830 22,604 SH SOLE 0 0 22604 0 FIRST DATA CORP COMMON 319963104 162,586 4,064,635 SH SH 0 2942758 390397 731480 FIRST HORIZON NATL CORP COMMON 320517105 5,763 158,552 SH SOLE 0 158552 0 0 FISERV INC COMMON 337738108 27,981 610,000 SH SH 0 0 610000 0 FISHER SCIENTIFIC INTL COMMON 338032204 42,355 682,600 SH SH 0 232600 450000 0 FLANDERS CORPORATION COMMON 338494107 320 26,334 SH SOLE 0 25534 800 0 FLEXTRONICS INTL LTD COMMON Y2573F102 25,459 1,981,272 SH SH 0 1272 1980000 0 FLOW INTL CORP COMMON 343468104 6,568 850,782 SH SH 0 496982 353800 0 FLOW INTL CORP COM COMMON 343468104 130 16,824 SH SOLE 0 0 16824 0 FORD MOTOR COMPANY COMMON 345370860 9,681 981,800 SH SOLE 0 835659 146141 0 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 8,651 225,000 SH SOLE 0 225000 0 0 FPIC INSURANCE GROUP INC COMMON 302563101 1,206 33,500 SH SOLE 0 33500 0 0 FRANKLIN RES INC COM COMMON 354613101 446 5,314 SH SOLE 0 0 5314 0 FRANKLIN RESOURCES INC COMMON 354613101 10,198 121,467 SH SH 0 507 120960 0 FREEPORT MCMORAN COPPER&GOLDCL COMMON 35671D857 499 10,271 SH SH 0 0 10271 0 FRONTIER OIL CORP COMMON 35914P105 31,348 706,831 SH SH 0 325458 302173 79200 FROZEN FOOD EXPRESS INDS COMMON 359360104 382 36,392 SH SOLE 0 36392 0 0 FUJI PHOTO FILM -UNSPON ADR COMMON 359586302 483 14,572 SH SOLE 0 4919 9653 0 GAMESTOP CORP COMMON 36466R101 3,117 99,068 SH SOLE 0 61917 31851 5300 GANNETT CO COMMON 364730101 16,604 241,226 SH SH 0 48626 192600 0 GARMIN LTD COMMON G37260109 452 6,663 SH SOLE 0 307 6356 0 GEHL COMPANY COMMON 368483103 15,026 539,147 SH SH 0 167347 301600 70200 GENERAL CABLE CORP COMMON 369300108 5,660 336,930 SH SOLE 0 211030 0 125900 GENERAL CABLE CORP DEL NEW COM COMMON 369300108 3,254 193,714 SH SH 0 0 193714 0 GENERAL ELECTRIC CO COMMON 369604103 251,499 7,469,516 SH SH 0 5468757 676184 1324575 GENERAL MOTORS CORP COMMON 370442105 35,398 1,156,426 SH SH 0 459850 696576 0 GENESCO INC COMMON 371532102 11,892 319,337 SH SH 0 100237 167200 51900 GENESIS HEALTHCARE CORP COMMON 37184D101 6,555 162,571 SH SH 0 53271 65700 43600 GENUINE PARTS CO COMMON 372460105 2,986 69,600 SH SOLE 0 69600 0 0 GENUINE PARTS COM COMMON 372460105 4,320 100,698 SH SH 0 0 100698 0 GETTY IMAGES INC COMMON 374276103 232 2,706 SH SOLE 0 1958 748 0 GIANT INDS INC COM COMMON 374508109 526 8,986 SH SOLE 0 0 8986 0 GIANT INDUSTRIES INC COMMON 374508109 24,209 413,539 SH SH 0 150839 260900 1800 GILEAD SCIENCES INC COMMON 375558103 33,409 685,183 SH SH 0 63689 621494 0 GLAXOSMITHKLINE PLC-ADR COMMON 37733W105 1,848 36,042 SH SOLE 0 8215 27827 0 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 1,197 35,150 SH SOLE 0 35150 0 0 GLOBAL INDS LTD COM COMMON 379336100 435 29,482 SH SH 0 0 29482 0 GLOBAL INDUSTRIES LTD COMMON 379336100 178 12,080 SH SOLE 0 12080 0 0 GOLDEN TELECOM INC COMMON 38122G107 2,210 69,993 SH SOLE 0 7935 62058 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 441 3,631 SH SOLE 0 31 800 2800 GOODYEAR TIRE & RUBBER CO COMMON 382550101 472 30,285 SH SOLE 0 8986 21299 0 GOOGLE INC-CL A COMMON 38259P508 2,244 7,090 SH SOLE 0 7090 0 0 GRAINGER (W.W.) INC COMMON 384802104 29,774 473,200 SH SH 0 43200 430000 0 GRANITE CONSTRUCTION INC COMMON 387328107 2,752 71,955 SH SOLE 0 6890 1465 63600 GREAT AMERN FINL RES INC COMMON 389915109 1,135 56,750 SH SOLE 0 56750 0 0 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 14,753 520,197 SH SH 0 155097 291400 73700 GREAT ATLANTIC & PAC TEA INCCO COMMON 390064103 2,226 78,481 SH SOLE 0 0 78481 0 GREAT PLAINS ENERGY INC. COMMON 391164100 7,489 250,400 SH SOLE 0 250400 0 0 GREENBRIER COMPANIES INC COMMON 393657101 6,059 182,270 SH SH 0 16970 165300 0 GREIF INC-CL A COMMON 397624107 506 8,407 SH SOLE 0 7082 1325 0 GRUPO TMM SA-SP ADR A COMMON 40051D105 519 126,566 SH SOLE 0 121459 5107 0 GUESS? INC COMMON 401617105 2,659 124,085 SH SOLE 0 87510 28275 8300 HALLIBURTON CO COMMON 406216101 16,578 241,943 SH SH 0 26289 215654 0 HALLIBURTON CO COM COMMON 406216101 1,304 19,026 SH SOLE 0 0 19026 0 HANDLEMAN CO COMMON 410252100 1,074 85,000 SH SOLE 0 85000 0 0 HARLEYSVILLE GROUP INC COMMON 412824104 1,280 53,336 SH SOLE 0 52750 586 0 HARMAN INTERNATIONAL COMMON 413086109 220 2,149 SH SOLE 0 193 1956 0 HARTMARX CORP COMMON 417119104 293 44,735 SH SOLE 0 38335 0 6400 HCA - THE HEALTHCARE COMPANY COMMON 404119109 10,292 214,784 SH SH 0 55531 159253 0 HEALTHCARE SERVICES GROUP COMMON 421906108 6,427 333,883 SH SH 0 73783 153600 106500 HEINZ (H.J.) CO COMMON 423074103 4,810 131,653 SH SOLE 0 106084 25569 0 HEWLETT-PACKARD CO COMMON 428236103 164,110 5,620,222 SH SH 0 3801834 871398 946990 HEXCEL CORP COMMON 428291108 3,848 210,393 SH SH 0 14293 196100 0 HOLLY CORP COMMON 435758305 22,967 358,976 SH SH 0 149976 164500 44500 HOLLY CORP COM PAR $0.01 COMMON 435758305 1,321 20,650 SH SOLE 0 0 20650 0 HOME DEPOT INC COMMON 437076102 236,851 6,210,037 SH SH 0 4549444 512727 1147866 HORIZON HEALTH CORP COMMON 44041Y104 7,626 280,684 SH SH 0 65584 212300 2800 HOVNANIAN ENTERPRISES-A COMMON 442487203 1,899 37,077 SH SOLE 0 24271 12806 0 HSBC HOLDINGS PLC COMMON 404280406 2,704 33,288 SH SOLE 0 0 33288 0 HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 2,189 26,950 SH SH 0 2550 24400 0 HUB GROUP INC CL A COMMON 443320106 253 6,890 SH SOLE 0 0 6890 0 HUB GROUP INC-CL A COMMON 443320106 15,393 419,306 SH SH 0 87806 331500 0 HUDSON HIGHLAND GROUP INC COMMON 443792106 1,008 40,371 SH SOLE 0 39733 638 0 HUGHES SUPPLY INC COMMON 444482103 1,288 39,500 SH SOLE 0 39500 0 0 HUMANA INC COMMON 444859102 8,669 181,058 SH SOLE 0 119268 57990 3800 IAC/INTERACTIVECORP COMMON 44919P300 7,884 310,990 SH SH 0 241690 0 69300 II-VI INC COMMON 902104108 179 10,092 SH SOLE 0 466 9626 0 ILLINOIS TOOL WORKS COMMON 452308109 11,812 143,467 SH SH 0 667 142800 0 ILLUMINA INC COMMON 452327109 714 55,751 SH SOLE 0 3432 52319 0 IMPERIAL OIL LTD COMMON 453038408 3,817 33,175 SH SOLE 0 10563 22612 0 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 1,191 33,950 SH SOLE 0 33950 0 0 INFORMATICA CORP COMMON 45666Q102 263 21,894 SH SOLE 0 15004 6890 0 ING GROEP N V ADR SPONSORED COMMON 456837103 285 9,560 SH SOLE 0 0 9560 0 ING GROEP N.V.-SPONSORED ADR COMMON 456837103 2,018 67,733 SH SH 0 383 67350 0 INGERSOLL-RAND CO-CL A COMMON G4776G101 29,435 769,958 SH SH 0 69958 700000 0 INGRAM MICRO INC-CL A COMMON 457153104 971 52,391 SH SOLE 0 52391 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 1,030 55,350 SH SOLE 0 55350 0 0 INSTINET GROUP INCORPORATED COMMON 457750107 1,087 218,800 SH SOLE 0 218800 0 0 INTEL CORP COMMON 458140100 40,708 1,651,433 SH SH 0 416100 1180983 54350 INTERNATIONAL PAPER CO COMMON 460146103 2,315 77,694 SH SOLE 0 69768 7926 0 INTERNET INITIATIVE-SPON ADR COMMON 46059T109 730 77,575 SH SOLE 0 63350 5625 8600 INTL BUSINESS MACHINES CORP COMMON 459200101 227,897 2,840,904 SH SH 0 2061092 299698 480114 INTL RECTIFIER CORP COMMON 460254105 26,293 583,243 SH SH 0 3243 580000 0 INTRAWEST CORPORATION COMMON 460915200 960 35,190 SH SOLE 0 34886 304 0 INTUIT INC COMMON 461202103 4,647 103,700 SH SOLE 0 74600 0 29100 INVACARE CORP COMMON 461203101 1,121 26,901 SH SOLE 0 2967 23934 0 IPSCO INC COMMON 462622101 10,572 147,883 SH SH 0 2183 145700 0 ISHARES FTSE/XINHUA CHINA 25 COMMON 464287184 912 14,200 SH SOLE 0 14200 0 0 ISHARES MSCI AUSTRALIA INDEX COMMON 464286103 419 21,400 SH SOLE 0 21400 0 0 ISHARES MSCI AUSTRIA INDEX COMMON 464286202 540 20,000 SH SOLE 0 20000 0 0 ISHARES MSCI BRAZIL COMMON 464286400 9,689 290,800 SH SOLE 0 290800 0 0 ISHARES MSCI CANADA COMMON 464286509 634 29,400 SH SOLE 0 29400 0 0 ISHARES MSCI EAFE INDEX FUND COMMON 464287465 302 5,200 SH SOLE 0 5200 0 0 ISHARES MSCI EMERGING MKT IN COMMON 464287234 365 4,300 SH SOLE 0 4300 0 0 ISHARES MSCI FRANCE INDEX FD COMMON 464286707 732 28,200 SH SOLE 0 28200 0 0 ISHARES MSCI GERMANY INDEX COMMON 464286806 513 26,400 SH SOLE 0 26400 0 0 ISHARES MSCI ITALY INDEX FD COMMON 464286855 305 11,600 SH SOLE 0 11600 0 0 ISHARES MSCI JAPAN INDEX FD COMMON 464286848 3,026 248,200 SH SOLE 0 248200 0 0 ISHARES MSCI MALAYSIA COMMON 464286830 247 33,800 SH SOLE 0 33800 0 0 ISHARES MSCI MEXICO COMMON 464286822 835 25,500 SH SOLE 0 25500 0 0 ISHARES MSCI NETHERLANDS INX COMMON 464286814 252 13,000 SH SOLE 0 13000 0 0 ISHARES MSCI SINGAPORE COMMON 464286673 541 67,800 SH SOLE 0 67800 0 0 ISHARES MSCI SOUTH AFRICA IN COMMON 464286780 331 3,600 SH SOLE 0 3600 0 0 ISHARES MSCI SOUTH KOREA IND COMMON 464286772 2,829 71,700 SH SOLE 0 71700 0 0 ISHARES MSCI SPAIN INDEX FD COMMON 464286764 294 7,800 SH SOLE 0 7800 0 0 ISHARES MSCI SWITZERLAND IND COMMON 464286749 516 28,400 SH SOLE 0 28400 0 0 ISHARES MSCI TAIWAN INDEX FD COMMON 464286731 701 59,900 SH SOLE 0 59900 0 0 ISHARES MSCI UNITED KINGDOM COMMON 464286699 3,068 161,800 SH SOLE 0 161800 0 0 ITRON INC COMMON 465741106 3,141 68,787 SH SOLE 0 65187 0 3600 ITRON INC COM COMMON 465741106 3,053 66,865 SH SH 0 0 66865 0 ITT INDUSTRIES INC COMMON 450911102 1,465 12,900 SH SOLE 0 12900 0 0 IVILLAGE INC COMMON 46588H105 7,696 1,060,000 SH SH 0 0 1060000 0 J.C. PENNEY COM COMMON 708160106 437 9,205 SH SOLE 0 0 9205 0 J.P. MORGAN CHASE COMMON 46625H100 1,866 55,008 SH SOLE 0 0 55008 0 JACK IN THE BOX INC COMMON 466367109 2,285 76,392 SH SH 0 792 75600 0 JEFFERSON PILOT CORP COM COMMON 475070108 1,261 24,638 SH SOLE 0 0 24638 0 JEFFERSON-PILOT CORP COMMON 475070108 17,229 336,705 SH SH 0 81305 255400 0 JLG INDS INC COM COMMON 466210101 1,672 45,682 SH SOLE 0 0 45682 0 JLG INDUSTRIES INC COMMON 466210101 18,892 516,307 SH SH 0 248707 192300 75300 JO-ANN STORES INC COMMON 47758P307 994 57,498 SH SOLE 0 48289 9209 0 JOHNSON & JOHNSON COMMON 478160104 250,792 3,963,209 SH SH 0 2609414 673045 680750 JOHNSON CONTROLS INC COMMON 478366107 8,145 131,263 SH SOLE 0 130551 712 0 JONES LANG LASALLE INC COMMON 48020Q107 2,068 44,905 SH SOLE 0 43992 913 0 JOS A BANK CLOTHIERS INC COMMON 480838101 236 5,446 SH SOLE 0 4827 619 0 JOY GLOBAL INC COMMON 481165108 5,017 99,426 SH SOLE 0 67667 27459 4300 JPMORGAN CHASE & CO COMMON 46625H100 205,805 6,065,587 SH SH 0 4783763 361758 920066 KAMAN CORP -CL A COMMON 483548103 2,372 116,001 SH SOLE 0 107401 0 8600 KAMAN CORP CL A COMMON 483548103 1,350 66,004 SH SH 0 0 66004 0 KB HOME COMMON 48666K109 5,980 81,684 SH SOLE 0 36170 45514 0 KEANE INC COMMON 486665102 1,021 89,300 SH SOLE 0 89300 0 0 KELLY SERVICES INC -CL A COMMON 488152208 1,233 40,233 SH SOLE 0 38750 1483 0 KENDLE INTERNATIONAL INC COMMON 48880L107 12,816 455,421 SH SH 0 230121 110500 114800 KENDLE INTL INC COM COMMON 48880L107 291 10,352 SH SOLE 0 0 10352 0 KERR MCGEE CORP COM COMMON 492386107 2,770 28,524 SH SOLE 0 0 28524 0 KERR-MCGEE CORP COMMON 492386107 11,683 120,311 SH SH 0 40880 77331 2100 KEYCORP COMMON 493267108 19,356 600,185 SH SH 0 206285 393900 0 KEYCORP NEW COM COMMON 493267108 2,521 78,164 SH SOLE 0 0 78164 0 KIMBERLY-CLARK CORP COMMON 494368103 20,501 344,375 SH SH 0 19121 325254 0 KINDRED HEALTHCARE INC COMMON 494580103 1,137 38,149 SH SOLE 0 38149 0 0 KINDRED HEALTHCARE INC COM COMMON 494580103 1,002 33,625 SH SH 0 0 33625 0 KING PHARMACEUTICALS INC COMMON 495582108 352 22,893 SH SOLE 0 197 22696 0 KLA-TENCOR CORPORATION COMMON 482480100 1,949 39,982 SH SOLE 0 2161 37821 0 KNIGHT RIDDER INC COMMON 499040103 3,442 58,650 SH SOLE 0 42150 0 16500 KOHLS CORP COMMON 500255104 23,984 477,963 SH SH 0 319200 158763 0 KROGER CO COMMON 501044101 6,323 307,111 SH SOLE 0 291499 15612 0 KT CORP-SP ADR COMMON 48268K101 2,345 104,209 SH SOLE 0 3652 100557 0 KULICKE & SOFFA INDUSTRIES COMMON 501242101 761 104,975 SH SOLE 0 7227 97748 0 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 2,420 30,600 SH SOLE 0 30600 0 0 LA-Z-BOY INC COMMON 505336107 1,021 77,400 SH SOLE 0 77400 0 0 LABARGE INC COMMON 502470107 5,259 407,030 SH SH 0 82830 324200 0 LABOR READY INC COMMON 505401208 7,046 274,714 SH SH 0 166614 108100 0 LADISH CO INC COMMON 505754200 3,537 202,829 SH SH 0 49329 153500 0 LAMSON & SESSIONS CO COMMON 513696104 9,273 506,167 SH SH 0 329467 164200 12500 LAMSON & SESSIONS CO COM COMMON 513696104 890 48,592 SH SOLE 0 0 48592 0 LAYNE CHRISTENSEN COMPANY COMMON 521050104 1,071 45,479 SH SOLE 0 44773 706 0 LCA-VISION INC COMMON 501803308 3,070 82,705 SH SOLE 0 52258 26147 4300 LEAR CORPORATION COMMON 521865105 1,086 31,970 SH SOLE 0 31970 0 0 LEGG MASON INC COMMON 524901105 585 5,335 SH SOLE 0 396 4939 0 LEHMAN BROTHERS HLDGS COM COMMON 524908100 1,727 14,824 SH SOLE 0 0 14824 0 LEHMAN BROTHERS HOLDING INC COMMON 524908100 32,108 275,653 SH SH 0 35653 240000 0 LENNOX INTERNATIONAL INC COMMON 526107107 262 9,545 SH SOLE 0 9074 471 0 LEUCADIA NATIONAL CORP COMMON 527288104 586 13,599 SH SOLE 0 13599 0 0 LIBERTY GLOBAL INC-A COMMON 530555101 4,961 183,200 SH SOLE 0 183200 0 0 LIBERTY GLOBAL INC-C W/I COMMON 530555309 4,720 183,300 SH SOLE 0 183300 0 0 LIBERTY MEDIA CORP COMMON 530718105 140,520 17,455,827 SH SH 0 129434151232610 3279802 LILLY (ELI) & CO COMMON 532457108 8,692 162,406 SH SOLE 0 14177 148229 0 LIMITED BRANDS COMMON 532716107 18,336 897,521 SH SH 0 241621 655900 0 LINCOLN NATIONAL CORP COMMON 534187109 12,100 232,608 SH SH 0 1308 231300 0 LINCOLN NATL CORP COM COMMON 534187109 1,090 20,956 SH SOLE 0 0 20956 0 LINEAR TECHNOLOGY CORP COM COMMON 535678106 716 19,038 SH SH 0 0 19038 0 LIONS GATE ENTERTAINMENT COR COMMON 535919203 121 12,628 SH SOLE 0 11834 794 0 LITHIA MOTORS INC-CL A COMMON 536797103 1,080 37,250 SH SOLE 0 37250 0 0 LKQ CORP COMMON 501889208 2,351 77,836 SH SOLE 0 7407 1029 69400 LLOYDS TSB GROUP PLC -SP ADR COMMON 539439109 1,733 52,150 SH SH 0 0 52150 0 LOCKHEED MARTIN CORPORATION COMMON 539830109 8,630 141,387 SH SH 0 94 141293 0 LONE STAR TECHNOLOGIES INC COMMON 542312103 12,550 225,764 SH SH 0 115364 109000 1400 LONE STAR TECHNOLOGIES INC COM COMMON 542312103 1,157 20,812 SH SOLE 0 0 20812 0 LONGS DRUG STORES CORP COMMON 543162101 13,122 305,949 SH SH 0 141349 114100 50500 LONGS DRUG STORES CORP COM COMMON 543162101 1,613 37,599 SH SOLE 0 0 37599 0 LONGVIEW FIBRE CO COMMON 543213102 596 30,557 SH SOLE 0 28407 2150 0 LOUISIANA-PACIFIC CORP COMMON 546347105 401 14,459 SH SOLE 0 1793 12666 0 LSI INDUSTRIES INC COMMON 50216C108 3,817 200,899 SH SH 0 41899 159000 0 LSI LOGIC CORP COMMON 502161102 720 73,058 SH SOLE 0 15633 57425 0 LUBY'S INC COMMON 549282101 5,969 457,052 SH SH 0 115852 196800 144400 LUFKIN INDUSTRIES INC COMMON 549764108 7,224 165,874 SH SH 0 71574 92500 1800 LYONDELL CHEMICAL COMPANY COMMON 552078107 5,514 192,644 SH SOLE 0 165998 26646 0 M & T BANK CORPORATION COMMON 55261F104 4,863 46,006 SH SH 0 906 45100 0 MACROMEDIA INC COMMON 556100105 242 5,945 SH SOLE 0 2084 3861 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 6,511 185,248 SH SOLE 0 185248 0 0 MANITOWOC COMPANY INC COMMON 563571108 27,638 550,000 SH SH 0 0 550000 0 MANPOWER INC COMMON 56418H100 2,661 59,956 SH SOLE 0 57659 2297 0 MARATHON OIL CORP COMMON 565849106 3,163 45,877 SH SOLE 0 6086 39791 0 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 8,039 127,600 SH SH 0 0 127600 0 MARSH & MCLENNAN COM COMMON 571748102 1,333 43,874 SH SOLE 0 0 43874 0 MARSH & MCLENNAN COS COMMON 571748102 162,455 5,345,683 SH SH 0 3969499 505440 870744 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 11,248 243,931 SH SH 0 3488 240443 0 MARVELL TECHNOLOGY GROUP ORD COMMON G5876H105 2,157 46,778 SH SOLE 0 0 46778 0 MASCO CORP COMMON 574599106 5,547 180,808 SH SH 0 10858 169950 0 MASTEC INC COMMON 576323109 6,186 567,540 SH SH 0 330640 236900 0 MATRIA HEALTHCARE INC COMMON 576817209 442 11,706 SH SOLE 0 11414 292 0 MATTEL INC COMMON 577081102 12,081 724,269 SH SH 0 10569 713700 0 MAVERICK TUBE CORP COMMON 577914104 4,698 156,576 SH SOLE 0 12153 144423 0 MAX RE CAPITAL LTD COMMON G6052F103 1,180 47,600 SH SOLE 0 47600 0 0 MBNA CORP COMMON 55262L100 11,001 446,475 SH SH 0 238100 115200 93175 MCAFEE INC COMMON 579064106 2,718 86,499 SH SOLE 0 61856 18743 5900 MCCORMICK & SCHMICK'S SEAFOO COMMON 579793100 1,048 49,610 SH SOLE 0 49610 0 0 MCDERMOTT INTL COM COMMON 580037109 1,188 32,440 SH SOLE 0 0 32440 0 MCDERMOTT INTL INC COMMON 580037109 16,288 444,916 SH SH 0 211816 230000 3100 MCI INC COMMON 552691107 13,033 513,736 SH SH 0 69136 444600 0 MCKESSON CORP COMMON 58155Q103 2,213 46,642 SH SOLE 0 46642 0 0 MCKESSON HBOC INC. COMMON 58155Q103 1,195 25,175 SH SH 0 0 25175 0 MEADWESTVACO CORP COMMON 583334107 2,811 101,764 SH SOLE 0 89065 12699 0 MEDCATH CORPORATION COMMON 58404W109 1,783 75,063 SH SOLE 0 73327 1736 0 MEDTRONIC INC COMMON 585055106 4,892 91,220 SH SOLE 0 90911 309 0 MEMC ELECTRONIC MATERIALS COMMON 552715104 3,332 146,200 SH SOLE 0 146200 0 0 MENS WEARHOUSE INC COM COMMON 587118100 968 36,252 SH SOLE 0 0 36252 0 MERCK & CO INC COMMON 589331107 10,307 378,808 SH SOLE 0 0 378808 0 MERCK & CO. INC. COMMON 589331107 19,952 733,242 SH SH 0 289742 443500 0 MERCURY INTERACTIVE CORP COM COMMON 589405109 552 13,950 SH SH 0 0 13950 0 MERITAGE CORPORATION COMMON 59001A102 914 11,927 SH SOLE 0 11093 834 0 MERRILL LYNCH & CO INC COMMON 590188108 107,144 1,746,437 SH SH 0 1306569 124217 315651 METALS USA INC COM NEW COMMON 591324207 2,748 134,317 SH SH 0 0 134317 0 METRIS COMPANIES INC COMMON 591598107 9,921 678,130 SH SH 0 70030 469400 138700 METRIS COS INC COM COMMON 591598107 197 13,472 SH SOLE 0 0 13472 0 MGM GRAND INC COM COMMON 552953101 2,275 51,971 SH SOLE 0 0 51971 0 MGM MIRAGE COMMON 552953101 11,518 263,153 SH SH 0 8553 254600 0 MICHAELS STORES INC COMMON 594087108 303 9,162 SH SOLE 0 2006 7156 0 MICREL INC COMMON 594793101 3,326 296,226 SH SOLE 0 274890 6536 14800 MICROS SYSTEMS INC COMMON 594901100 604 13,804 SH SOLE 0 11336 2468 0 MICROSOFT CORP COMMON 594918104 235,270 9,143,816 SH SH 0 6291218 1554731 1297867 MITTAL STEEL CO-CL A NY REG COMMON 60684P101 2,962 102,857 SH SOLE 0 99900 2957 0 MONSANTO CO /NEW COMMON 61166W101 9,919 158,069 SH SH 0 3743 154326 0 MONSANTO CO COM COMMON 61166W101 3,543 56,468 SH SOLE 0 0 56468 0 MOODY'S INVESTORS SERV-EX DI COMMON 615369105 10,207 199,819 SH SH 0 0 199819 0 MORGAN STANLEY COMMON 617446448 140,966 2,613,387 SH SH 0 1972610 176878 463899 MOTOROLA INC COMMON 620076109 55,236 2,500,502 SH SH 0 1161127 1220000 119375 MOTOROLA INC COM COMMON 620076109 798 36,130 SH SOLE 0 0 36130 0 MOVADO GROUP COMMON 624580106 230 12,300 SH SOLE 0 12300 0 0 MPS GROUP INC COMMON 553409103 1,151 97,550 SH SOLE 0 97550 0 0 N S GROUP INC COM COMMON 628916108 277 7,058 SH SOLE 0 0 7058 0 NABORS INDUSTRIES LTD COMMON G6359F103 668 9,298 SH SOLE 0 2041 7257 0 NACCO INDUSTRIES-CL A COMMON 629579103 1,133 9,900 SH SOLE 0 9900 0 0 NASH FINCH CO COMMON 631158102 1,570 37,227 SH SOLE 0 35230 1997 0 NATCO GROUP INC-A COMMON 63227W203 4,349 171,768 SH SH 0 49568 122200 0 NATIONAL AUSTRALIA BK-SP ADR COMMON 632525408 1,954 15,550 SH SH 0 0 15550 0 NATIONAL CITY CORP COMMON 635405103 9,130 273,049 SH SOLE 0 196209 76840 0 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1,987 75,558 SH SOLE 0 7906 67652 0 NATURES SUNSHINE PRODS INC COMMON 639027101 4,289 184,569 SH SH 0 23869 160700 0 NAVIGATORS GROUP INC COMMON 638904102 1,082 29,000 SH SOLE 0 29000 0 0 NCR CORPORATION COMMON 62886E108 699 21,881 SH SOLE 0 21734 147 0 NEC CORP -SPONSORED ADR COMMON 629050204 123 22,706 SH SOLE 0 6153 16553 0 NEIMAN MARCUS GROUP INC-CL A COMMON 640204202 411 4,107 SH SOLE 0 3790 317 0 NETFLIX.COM INC COMMON 64110L106 2,202 84,711 SH SOLE 0 33516 51195 0 NETWORK APPLIANCE INC COMMON 64120L104 996 41,956 SH SOLE 0 1267 40689 0 NEW DRAGON ASIA CORP COMMON 64378H102 45 21,000 SH SOLE 0 21000 0 0 NEW JERSEY RESOURCES CORP COMMON 646025106 1,545 33,584 SH SOLE 0 32050 1534 0 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 433 18,871 SH SOLE 0 6708 12163 0 NEWELL RUBBERMAID INC COMMON 651229106 7,420 327,597 SH SOLE 0 299608 27989 0 NEWS CORP - CL A COMMON 65248E104 259,046 16,616,128 SH SH 0 110862122797168 2732748 NEXEN INC COMMON 65334H102 6,781 142,267 SH SOLE 0 70943 66824 4500 NL INDUSTRIES COMMON 629156407 2,573 136,912 SH SH 0 1812 135100 0 NOBLE CORP COMMON G65422100 29,609 432,500 SH SH 0 52500 380000 0 NOBLE ENERGY INC COMMON 655044105 29,078 620,000 SH SH 0 0 620000 0 NOKIA CORP-SPON ADR COMMON 654902204 223,429 13,212,780 SH SH 0 9893300 844555 2474925 NORFOLK SOUTHERN COMMON 655844108 1,681 41,441 SH SH 0 0 41441 0 NORTHROP GRUMMAN CORP COMMON 666807102 5,631 103,600 SH SH 0 0 103600 0 NOVA CHEMICALS CORP COMMON 66977W109 281 7,632 SH SOLE 0 6936 696 0 NOVAMERICAN STEEL INC COMMON 669959108 5,806 155,446 SH SH 0 1346 154100 0 NOVARTIS AG-ADR COMMON 66987V109 3,444 67,519 SH SOLE 0 54114 13405 0 NS GROUP INC COMMON 628916108 11,482 292,543 SH SH 0 58243 232300 2000 NTL INC COMMON 62940M104 1,458 21,832 SH SOLE 0 21832 0 0 NUCOR CORP COMMON 670346105 5,235 88,750 SH SOLE 0 44826 43924 0 NVIDIA CORP COMMON 67066G104 509 14,861 SH SOLE 0 14861 0 0 NVIDIA CORP COM COMMON 67066G104 1,059 30,904 SH SH 0 0 30904 0 NVR INC COMMON 62944T105 12,912 14,591 SH SH 0 2791 11800 0 NVR INC COM COMMON 62944T105 256 289 SH SOLE 0 0 289 0 OCCIDENTAL PETROLEUM CORP COMMON 674599105 16,931 198,190 SH SOLE 0 182289 15901 0 OFFICE DEPOT INC COMMON 676220106 2,421 81,526 SH SOLE 0 66932 8394 6200 OFFICEMAX INC COMMON 67622P101 496 15,674 SH SOLE 0 15674 0 0 OIL STATES INTERNATIONAL INC COMMON 678026105 15,438 425,160 SH SH 0 149160 203700 72300 OIL STS INTL INC COM COMMON 678026105 304 8,360 SH SOLE 0 0 8360 0 OLYMPIC STEEL INC COMMON 68162K106 306 17,504 SH SOLE 0 15387 2117 0 OMI CORP - NEW COMMON Y6476W104 382 21,391 SH SOLE 0 1399 19992 0 OMNI ENERGY SERVICES CORP COMMON 68210T208 43 10,900 SH SOLE 0 10900 0 0 OMNICOM GROUP COMMON 681919106 293 3,500 SH SOLE 0 2100 0 1400 ON SEMICONDUCTOR CORPORATION COMMON 682189105 2,563 495,823 SH SH 0 15623 480200 0 OPTION CARE INC COMMON 683948103 3,785 258,572 SH SH 0 20172 238400 0 ORACLE CORPORATION COMMON 68389X105 148,084 11,951,959 SH SH 0 7377114 2707345 1867500 ORACLE SYSTEMS COMMON 68389X105 249 20,061 SH SOLE 0 0 20061 0 OREGON STEEL MILLS INC COMMON 686079104 1,859 66,606 SH SOLE 0 60527 6079 0 OTTER TAIL CORP COMMON 689648103 1,204 38,900 SH SOLE 0 38900 0 0 OWENS & MINOR INC COMMON 690732102 2,191 74,634 SH SOLE 0 53239 21395 0 OWENS-ILLINOIS INC COMMON 690768403 2,661 129,049 SH SOLE 0 124392 4657 0 PACCAR INC COMMON 693718108 367 5,416 SH SOLE 0 566 4850 0 PACER INTERNATIONAL INC COMMON 69373H106 999 37,890 SH SOLE 0 37526 364 0 PACIFICARE HEALTH SYSTEMS COMMON 695112102 1,636 20,511 SH SOLE 0 10594 9917 0 PANERA BREAD COMPANY-CL A COMMON 69840W108 820 16,027 SH SOLE 0 9692 6335 0 PANTRY INC COMMON 698657103 11,303 302,469 SH SH 0 121969 132000 48500 PAR TECHNOLOGY CORP/DEL COMMON 698884103 6,248 271,655 SH SH 0 95355 176300 0 PARK-OHIO HLDGS CORP COM COMMON 700666100 938 53,405 SH SOLE 0 0 53405 0 PARK-OHIO HOLDINGS CORP COMMON 700666100 4,317 245,862 SH SH 0 21862 224000 0 PARKER DRILLING CO COMMON 701081101 5,097 549,803 SH SH 0 61803 488000 0 PATHMARK STORES INC COMMON 70322A101 1,070 94,942 SH SOLE 0 30779 64163 0 PAXAR CORP COMMON 704227107 994 58,990 SH SOLE 0 58990 0 0 PAYLESS SHOESOURCE INC COMMON 704379106 4,063 233,516 SH SOLE 0 89072 45244 99200 PEABODY ENERGY CORP COMMON 704549104 12,012 142,398 SH SOLE 0 120675 19023 2700 PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 14,588 307,628 SH SH 0 37743 269885 0 PEOPLES ENERGY CORP COMMON 711030106 486 12,332 SH SOLE 0 4034 8298 0 PEPSI BOTTLING GROUP INC COMMON 713409100 13,608 476,650 SH SH 0 950 475700 0 PEPSICO INC COMMON 713448108 243 4,293 SH SOLE 0 3337 956 0 PEROT SYSTEMS CORP-CL A COMMON 714265105 2,614 184,765 SH SOLE 0 92788 91977 0 PERRY ELLIS INTERNATIONAL COMMON 288853104 1,186 54,548 SH SOLE 0 48266 6282 0 PETRO-CANADA COMMON 71644E102 669 16,043 SH SOLE 0 1894 14149 0 PETROBRAS BRASILEIRO ADR SPONS COMMON 71654V408 6,942 97,099 SH SOLE 0 0 97099 0 PETROCHINA CO LTD -ADR COMMON 71646E100 3,929 47,121 SH SOLE 0 3210 43911 0 PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 16,992 237,685 SH SH 0 20724 216961 0 PETROLEUM GEO-SERVICES-ADR COMMON 716599105 8,256 259,473 SH SH 0 160773 96000 2700 PETSMART INC COMMON 716768106 21,055 966,700 SH SH 0 106700 860000 0 PFIZER COMMON 717081103 8,570 343,199 SH SOLE 0 0 343199 0 PFIZER INC COMMON 717081103 138,363 5,541,184 SH SH 0 4041822 500839 998523 PHELPS DODGE CORP COMMON 717265102 5,052 38,886 SH SOLE 0 3987 34899 0 PHILLIPS-VAN HEUSEN COMMON 718592108 8,920 287,541 SH SH 0 130141 96100 61300 PHOENIX COMPANIES COM COMMON 71902E109 3,347 274,361 SH SH 0 0 274361 0 PHOENIX COMPANIES INC COMMON 71902E109 220 18,043 SH SOLE 0 18043 0 0 PHOTRONICS INC COMMON 719405102 245 12,614 SH SOLE 0 3406 9208 0 PINNACLE ENTERTAINMENT INC COMMON 723456109 3,227 176,069 SH SH 0 15269 160800 0 PIONEER COMPANIES INC COMMON 723643300 2,699 112,179 SH SOLE 0 28777 2002 81400 PITNEY BOWES INC COMMON 724479100 2,366 56,685 SH SOLE 0 56456 229 0 PLACER DOME INC COMMON 725906101 429 25,007 SH SOLE 0 2085 22922 0 PLAYTEX PRODUCTS INC COMMON 72813P100 1,622 147,500 SH SOLE 0 128495 19005 0 PLEXUS CORP COMMON 729132100 575 33,658 SH SOLE 0 23841 9817 0 PMA CAPITAL CORPORATION-CL A COMMON 693419202 5,077 578,239 SH SH 0 44039 534200 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 6,810 117,380 SH SOLE 0 77016 40364 0 POSCO-ADR COMMON 693483109 11,625 205,533 SH SH 0 5354 200179 0 POTASH CORP OF SASKATCHEWAN INC COMMON 73755L107 12,723 136,342 SH SH 0 26830 107912 1600 POTASH CORP SASK INC COM COMMON 73755L107 1,858 19,908 SH SOLE 0 0 19908 0 PRIMEDIA INC COMMON 74157K101 252 61,630 SH SOLE 0 61630 0 0 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 11,013 232,489 SH SH 0 17389 215100 0 PROCTER & GAMBLE COMMON 742718109 8,376 140,872 SH SOLE 0 0 140872 0 PROCTER & GAMBLE CO COMMON 742718109 282,725 4,754,865 SH SH 0 3129670 817365 807830 PROGRESS ENERGY INC COMMON 743263105 8,264 184,670 SH SOLE 0 184670 0 0 PROGRESSIVE CORP COMMON 743315103 8,398 80,155 SH SH 0 13455 66700 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 20,203 299,034 SH SH 0 1981 297053 0 PSS WORLD MEDICAL INC COMMON 69366A100 1,118 83,811 SH SOLE 0 81850 1961 0 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 5,355 98,749 SH SH 0 12749 86000 0 PULTE HOMES INC COMMON 745867101 14,143 329,521 SH SH 0 10664 318857 0 QUALCOMM INC COMMON 747525103 41,312 923,168 SH SH 0 65592 857576 0 QUANEX CORP COMMON 747620102 6,343 95,782 SH SOLE 0 87612 8170 0 QUANTA SERVICES INC COMMON 74762E102 10,816 847,683 SH SH 0 100183 550000 197500 QUANTA SVCS INC COM COMMON 74762E102 211 16,553 SH SOLE 0 0 16553 0 QUANTUM CORP COMMON 747906204 1,198 387,600 SH SOLE 0 387600 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 8,307 164,369 SH SH 0 110 164259 0 RCN CORP COMMON 749361200 3,999 188,441 SH SOLE 0 188441 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 8,985 288,740 SH SOLE 0 203223 85517 0 RELIANT ENERGY INC COMMON 75952B105 999 64,703 SH SOLE 0 64703 0 0 RENOVIS INC COMMON 759885106 10,689 790,000 SH SH 0 0 790000 0 RESOURCE AMERICA INC-CL A COMMON 761195205 5,183 292,374 SH SOLE 0 174553 5721 112100 REVLON INC-CL A COMMON 761525500 102 31,712 SH SOLE 0 29032 2680 0 REYNOLDS AMERICAN INC COMMON 761713106 19,731 237,659 SH SH 0 100609 137050 0 RIO TINTO PLC-SPON ADR COMMON 767204100 918 5,586 SH SOLE 0 618 4968 0 RITE AID CORP COMMON 767754104 95 24,418 SH SOLE 0 24418 0 0 RITE AID CORP COM COMMON 767754104 3,052 786,649 SH SH 0 0 786649 0 ROCKWELL AUTOMATION INC COMMON 773903109 11,139 210,573 SH SH 0 31954 178619 0 ROCKWELL AUTOMATION INC COM COMMON 773903109 756 14,297 SH SOLE 0 0 14297 0 ROSS STORES INC COMMON 778296103 237 10,000 SH SOLE 0 10000 0 0 ROSTELECOM-SPONSORED ADR COMMON 778529107 1,262 84,266 SH SOLE 0 82000 2266 0 ROYAL DUTCH SHELL PLC SPON ADR COMMON 780259107 5,046 73,275 SH SOLE 0 0 73275 0 ROYAL DUTCH SHELL PLC SPONS AD COMMON 780259206 10,761 163,939 SH SOLE 0 0 163939 0 ROYAL DUTCH SHELL PLC-ADR A COMMON 780259206 3,872 58,991 SH SH 0 24191 34800 0 ROYAL DUTCH SHELL PLC-ADR B COMMON 780259107 2,977 43,219 SH SH 0 13101 30118 0 RUDDICK CORP COMMON 781258108 255 11,039 SH SOLE 0 862 10177 0 RURAL/METRO CORP COMMON 781748108 3,433 387,943 SH SH 0 104543 283400 0 RUSH ENTERPRISES INC-CL A COMMON 781846209 1,056 69,127 SH SOLE 0 68800 327 0 RYERSON TULL INC COMMON 78375P107 2,256 105,908 SH SOLE 0 81508 24400 0 RYLAND GROUP INC COMMON 783764103 1,338 19,551 SH SOLE 0 13252 6299 0 S&P 500 OPTION DEC06 1500 CALL COMMON SPX5C1500 213 - SH Call SOLE 0 0 0 0 S&P 500 OPTION DEC06 900 PUT COMMON SPX5P0900 467 - SH Put SOLE 0 0 0 0 SAFECO CORP COMMON 786429100 20,611 386,127 SH SH 0 92827 293300 0 SAFETY INSURANCE GROUP INC COMMON 78648T100 4,148 116,544 SH SOLE 0 58005 2139 56400 SAFEWAY INC COMMON 786514208 1,281 50,014 SH SOLE 0 41238 8776 0 SANOFI-SYNTHELABO SA-ADR COMMON 80105N105 26,629 640,900 SH SH 0 60900 580000 0 SANPAOLO IMI SPA-SPON ADR COMMON 799175104 2,095 67,350 SH SH 0 0 67350 0 SARA LEE CORP COMMON 803111103 5,124 270,408 SH SOLE 0 181232 89176 0 SBC COMMUNICATIONS COM COMMON 78387G103 11,514 480,358 SH SOLE 0 0 480358 0 SBC COMMUNICATIONS INC COMMON 78387G103 19,234 802,425 SH SH 0 383025 419400 0 SCIENTIFIC-ATLANTA INC COMMON 808655104 7,438 198,300 SH SOLE 0 198300 0 0 SCOR-SPONSORED ADR COMMON 80917Q106 64 31,303 SH SOLE 0 15200 16103 0 SEABOARD CORP COMMON 811543107 16,475 11,999 SH SH 0 1309 10690 0 SEABOARD CORP DEL COM COMMON 811543107 314 229 SH SOLE 0 0 229 0 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 906 57,166 SH SOLE 0 26808 30358 0 SEARS HOLDINGS CORP COMMON 812350106 4,832 38,837 SH SOLE 0 36640 2197 0 SEQUA CORP-CL A COMMON 817320104 535 9,066 SH SOLE 0 722 8344 0 SHANDA INTERACTIVE ENTER-ADS COMMON 81941Q203 17,042 630,000 SH SH 0 0 630000 0 SHAW GROUP INC COMMON 820280105 7,285 295,414 SH SH 0 122284 173130 0 SHOE CARNIVAL INC COMMON 824889109 2,438 153,210 SH SOLE 0 67830 1980 83400 SIERRA HEALTH SERVICES COMMON 826322109 5,362 77,860 SH SH 0 26760 50200 900 SIERRA PACIFIC RESOURCES COMMON 826428104 12,688 854,399 SH SH 0 173251 675948 5200 SILGAN HOLDINGS INC COMMON 827048109 214 6,436 SH SOLE 0 2682 3754 0 SILICON STORAGE TECHNOLOGY COMMON 827057100 553 102,746 SH SOLE 0 1897 100849 0 SIMON PROPERTY GROUP INC COMMON 828806109 223 3,016 SH SOLE 0 2119 897 0 SK TELECOM CO LTD-ADR COMMON 78440P108 2,229 102,058 SH SOLE 0 10039 92019 0 SKYWEST INC COMMON 830879102 4,684 174,632 SH SH 0 67532 107100 0 SLM CORP COMMON 78442P106 24,233 451,762 SH SH 0 5469 446293 0 SMITHFIELD FOODS INC COMMON 832248108 539 18,150 SH SOLE 0 15292 2858 0 SOUTHWEST GAS CORP COMMON 844895102 1,698 62,002 SH SOLE 0 1618 60384 0 SOUTHWESTERN ENERGY CO COMMON 845467109 11,543 157,270 SH SOLE 0 67265 86705 3300 SPARTAN STORES INC COMMON 846822104 6,133 595,393 SH SH 0 208793 382100 4500 SPARTAN STORES INC COM COMMON 846822104 169 16,397 SH SOLE 0 0 16397 0 SPDR TRUST SERIES 1 COMMON 78462F103 541 4,397 SH SOLE 0 875 0 3522 ST. PAUL TRAVELERS COS INC COMMON 792860108 129,313 2,881,963 SH SH 0 2147840 197554 536569 STANDARD-PACIFIC CORP COMMON 85375C101 441 10,630 SH SOLE 0 7128 3502 0 STARBUCKS CORP COMMON 855244109 7,069 141,098 SH SH 0 1937 139161 0 STARBUCKS CORP COM COMMON 855244109 596 23,808 SH SOLE 0 0 23808 0 STARWOOD HOTELS & RESORTS COMMON 85590A203 8,158 142,697 SH SH 0 872 141825 0 STATOIL ASA-SPON ADR COMMON 85771P102 2,959 119,850 SH SH 0 0 119850 0 STEEL TECHNOLOGIES INC COMMON 858147101 1,410 54,379 SH SOLE 0 53801 578 0 STEIN MART INC COMMON 858375108 2,680 132,032 SH SH 0 7432 124600 0 STEINER LEISURE LTD COMMON P8744Y102 3,882 114,288 SH SH 0 4788 109500 0 STEPAN CO COMMON 858586100 1,081 43,142 SH SOLE 0 41900 1242 0 STERLING CONSTRUCTION CO COMMON 859241101 604 23,306 SH SOLE 0 22841 465 0 STEWART & STEVENSON SERVICES COMMON 860342104 608 25,478 SH SOLE 0 20823 4655 0 STOLT OFFSHORE S A ADR SPON RE COMMON 861567105 359 31,011 SH SOLE 0 0 31011 0 STOLT OFFSHORE SA -ADR COMMON 861567105 9,534 823,347 SH SH 0 210347 605900 7100 STOLT-NIELSEN S.A.-SPON ADR COMMON 861565109 8,836 219,863 SH SH 0 16563 203300 0 STORA ENSO OYJ-SPONS ADR COMMON 86210M106 1,758 127,150 SH SH 0 0 127150 0 STRYKER CORP COMMON 863667101 8,508 172,117 SH SH 0 1478 170639 0 SUNCOM WIRELESS HOLDING-CL A COMMON 86722Q108 607 176,389 SH SOLE 0 11202 165187 0 SUNCOR ENERGY INC COMMON 867229106 1,605 26,526 SH SOLE 0 2282 24244 0 SUNOCO INC COMMON 86764P109 33,606 429,750 SH SH 0 98150 331600 0 SUNOCO INC COM COMMON 86764P109 2,228 28,491 SH SOLE 0 0 28491 0 SUNTRUST BANKS INC COMMON 867914103 443 6,377 SH SOLE 0 397 5980 0 SUPERVALU INC COMMON 868536103 5,186 166,649 SH SOLE 0 163558 3091 0 SWS GROUP INC COMMON 78503N107 1,074 65,500 SH SOLE 0 65500 0 0 SYKES ENTERPRISES INC COMMON 871237103 8,075 678,598 SH SH 0 447198 231400 0 SYMANTEC CORP COM COMMON 871503108 745 32,885 SH SH 0 0 32885 0 SYNNEX CORP COMMON 87162W100 1,153 68,478 SH SOLE 0 64200 4278 0 SYSCO CORP COMMON 871829107 656 20,917 SH SOLE 0 10075 10842 0 SYSTEMAX INC COMMON 871851101 1,168 165,891 SH SOLE 0 163750 2141 0 TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 384 46,757 SH SOLE 0 4388 42369 0 TALISMAN ENERGY INC COMMON 87425E103 7,925 162,273 SH SH 0 3513 158760 0 TARGET CORP COMMON 87612E106 7,276 140,113 SH SOLE 0 140113 0 0 TARRAGON CORP COMMON 876287103 359 19,334 SH SOLE 0 19334 0 0 TBC CORP COMMON 872183108 1,395 40,450 SH SOLE 0 40450 0 0 TELE NORTE LESTE PART-ADR COMMON 879246106 3,710 224,451 SH SOLE 0 15672 208779 0 TELECOM NEW ZEALAND-SP ADR COMMON 879278208 1,766 52,550 SH SH 0 0 52550 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 6,293 182,575 SH SH 0 31875 93000 57700 TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 2,004 94,194 SH SOLE 0 6112 88082 0 TELESYSTEM INTL WIRELESS INC COMMON 879946606 97 112,199 SH SOLE 0 6292 105907 0 TELETECH HOLDINGS INC COMMON 879939106 355 35,450 SH SOLE 0 28485 6965 0 TELEWEST GLOBAL INC COMMON 87956T107 5,378 234,326 SH SOLE 0 234326 0 0 TEMPLE-INLAND INC COMMON 879868107 27,545 674,300 SH SOLE 0 674300 0 0 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 2,419 204,300 SH SOLE 0 204300 0 0 TENARIS SA-ADR COMMON 88031M109 427 3,100 SH SOLE 0 3100 0 0 TERADYNE INC COMMON 880770102 12,128 735,000 SH SOLE 0 735000 0 0 TERRA INDUSTRIES INC COMMON 880915103 131 19,622 SH SOLE 0 7628 11994 0 TESORO CORP COMMON 881609101 6,350 94,439 SH SOLE 0 73373 17666 3400 TETRA TECHNOLOGIES INC COMMON 88162F105 2,848 91,221 SH SOLE 0 70590 13881 6750 TEVA PHARMACEUTICAL-SP ADR COMMON 881624209 29,476 882,000 SH SH 0 72000 810000 0 TEXAS INDUSTRIES INC COMMON 882491103 4,786 87,985 SH SH 0 10585 49600 27800 TEXAS INSTRUMENTS COM COMMON 882508104 4,905 144,704 SH SOLE 0 0 144704 0 TEXAS INSTRUMENTS INC COMMON 882508104 19,202 566,424 SH SH 0 228961 298863 38600 THE BOMBAY COMPANY INC COMMON 097924104 53 12,000 SH SOLE 0 12000 0 0 THE HERSHEY CO COMMON 427866108 14,314 254,200 SH SH 0 1300 252900 0 THE MEN'S WEARHOUSE INC COMMON 587118100 8,580 321,337 SH SH 0 124887 139100 57350 THE SPORTS AUTHORITY INC COMMON 84917U109 1,188 40,326 SH SOLE 0 35347 4979 0 THE ST JOE COMPANY COMMON 790148100 259 4,154 SH SOLE 0 3048 1106 0 THOMAS & BETTS CORP COMMON 884315102 17,959 521,900 SH SOLE 0 521900 0 0 THORATEC CORP COMMON 885175307 1,501 84,558 SH SOLE 0 25082 59476 0 TIBCO SOFTWARE INC COMMON 88632Q103 181 21,684 SH SOLE 0 462 21222 0 TIM PARTICIPACOES SA -ADR COMMON 88706P106 1,731 93,158 SH SOLE 0 88390 4768 0 TIME WARNER INC COMMON 887317105 149,131 8,234,719 SH SH 0 4957320 2032649 1244750 TITAN INTERNATIONAL INC COMMON 88830M102 6,319 460,219 SH SH 0 53019 407200 0 TITANIUM METALS CORP COM NEW COMMON 888339207 262 6,620 SH SOLE 0 0 6620 0 TITANIUM METALS CORPORATION COMMON 888339207 10,500 265,413 SH SH 0 53813 211600 0 TJX COMPANIES INC COMMON 872540109 190,048 9,279,711 SH SH 0 6736250 802391 1741070 TOLL BROTHERS INC COMMON 889478103 5,756 128,856 SH SOLE 0 95531 33325 0 TOMMY HILFIGER CORP COMMON G8915Z102 2,053 118,334 SH SOLE 0 107450 684 10200 TOO INC COMMON 890333107 1,411 51,414 SH SOLE 0 39615 11799 0 TORO CO COMMON 891092108 410 11,145 SH SOLE 0 10955 190 0 TOTAL SA-SPON ADR COMMON 89151E109 13,748 101,217 SH SH 0 8154 93063 0 TRAMMELL CROW CO COMMON 89288R106 8,776 355,589 SH SH 0 221189 131700 2700 TRANS WORLD ENTERTAINMENT CP COMMON 89336Q100 106 13,385 SH SOLE 0 13385 0 0 TRANSMONTAIGNE INC COMMON 893934109 5,143 643,667 SH SOLE 0 453499 17468 172700 TRANSOCEAN INC COMMON G90078109 12,617 205,783 SH SH 0 5146 200637 0 TRANSOCEAN SEDCO FOREX INC COM COMMON G90078109 3,824 62,365 SH SOLE 0 0 62365 0 TRIAD HOSPITALS INC COMMON 89579K109 449 9,913 SH SOLE 0 2808 7105 0 TRIBUNE CO COMMON 896047107 5,114 150,897 SH SH 0 17697 127700 5500 TXU CORPORATION COMMON 873168108 23,431 207,570 SH SH 0 11496 196074 0 TYCO INTERNATIONAL LTD COMMON 902124106 2,468 88,600 SH SOLE 0 88600 0 0 TYSON FOODS INC-CL A COMMON 902494103 4,772 264,412 SH SOLE 0 258525 5887 0 UAP HOLDING CORP COMMON 903441103 1,117 61,700 SH SOLE 0 61700 0 0 UBS AG ORD COMMON H8920M855 273 3,194 SH SOLE 0 0 3194 0 UBS AG-REGISTERED COMMON H8920M855 15,993 187,051 SH SH 0 1451 185600 0 UICI COMMON 902737105 273 7,578 SH SOLE 0 4714 2864 0 ULTRAPAR PARTICPAC -SPON ADR COMMON 90400P101 5,417 314,230 SH SH 0 23830 286700 3700 UNIBANCO-GDR COMMON 90458E107 289 5,500 SH SOLE 0 3887 1613 0 UNIFI INC COMMON 904677101 693 207,470 SH SOLE 0 206020 1450 0 UNILEVER N V NY SHARES COMMON 904784709 12,530 175,370 SH SOLE 0 14431 160939 0 UNILEVER PLC-SPONSORED ADR COMMON 904767704 2,120 50,211 SH SH 0 111 50100 0 UNITED AMERICA INDEMNITY LTD. COMMON 90933T109 1,083 59,200 SH SOLE 0 59200 0 0 UNITED AUTO GROUP INC COMMON 909440109 1,112 33,645 SH SOLE 0 32250 1395 0 UNITED FIRE & CASUALTY CO COMMON 910331107 209 4,632 SH SOLE 0 4632 0 0 UNITED INDL CORP COM COMMON 910671106 366 10,224 SH SOLE 0 0 10224 0 UNITED INDUSTRIAL CORP COMMON 910671106 2,878 80,496 SH SH 0 3396 77100 0 UNITED STATES STEEL COM COMMON 912909108 787 18,575 SH SOLE 0 0 18575 0 UNITED STATES STEEL CORP COMMON 912909108 7,358 173,747 SH SH 0 5701 168046 0 UNITED STATIONERS INC COMMON 913004107 1,144 23,900 SH SOLE 0 23900 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 119,474 2,304,655 SH SH 0 1961371 88281 255003 UNITEDHEALTH GROUP COM COMMON 91324P102 531 9,457 SH SOLE 0 0 9457 0 UNITEDHEALTH GROUP INC COMMON 91324P102 10,668 189,814 SH SH 0 2216 187598 0 UNIVERSAL AMER FINANCIAL CRP COMMON 913377107 3,381 148,692 SH SOLE 0 143534 5158 0 UNIVERSAL CORP-VA COMMON 913456109 1,019 26,250 SH SOLE 0 26250 0 0 UNIVERSAL FOREST PRODUCTS COMMON 913543104 4,782 83,427 SH SH 0 36227 47200 0 UPM-KYMMENE OYJ-SPONS ADR COMMON 915436109 1,757 87,350 SH SH 0 0 87350 0 URBAN OUTFITTERS COM COMMON 917047102 803 27,308 SH SH 0 0 27308 0 URBAN OUTFITTERS INC COMMON 917047102 3,904 132,776 SH SOLE 0 132776 0 0 US BANCORP COMMON 902973304 165,063 5,878,292 SH SH 0 4110167 839800 928325 US BANCORP COMMON 902973304 2,488 88,599 SH SOLE 0 0 88599 0 USA MOBILITY INC COMMON 90341G103 2,635 97,668 SH SH 0 8536 89132 0 USA TRUCK INC COMMON 902925106 12,909 510,226 SH SH 0 190926 239200 80100 USEC INC COMMON 90333E108 1,287 115,298 SH SOLE 0 47727 67571 0 USG CORP COMMON 903293405 21,467 312,386 SH SH 0 46886 263900 1600 USG CORP COM NEW COMMON 903293405 2,941 42,803 SH SOLE 0 0 42803 0 UST INC COMMON 902911106 7,172 171,342 SH SH 0 1205 170137 0 UST INC COM COMMON 902911106 1,170 27,953 SH SOLE 0 0 27953 0 VAIL RESORTS INC COMMON 91879Q109 3,624 126,035 SH SH 0 18535 107500 0 VALERO ENERGY CORP COMMON 91913Y100 28,055 248,141 SH SOLE 0 149857 96284 2000 VALUECLICK INC COMMON 92046N102 38,453 2,250,000 SH SH 0 0 2250000 0 VERISIGN INC COMMON 92343E102 646 30,216 SH SOLE 0 878 29338 0 VERIZON COMMUNICATIONS COMMON 92343V104 17,557 537,061 SH SOLE 0 256551 280510 0 VIACOM INC-CL B COMMON 925524308 111,511 3,378,090 SH SH 0 2507193 239612 631285 VINTAGE PETROLEUM INC COMMON 927460105 474 10,389 SH SOLE 0 3593 6796 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 241 20,133 SH SOLE 0 2729 17404 0 VOLVO AB-SPONSORED ADR COMMON 928856400 2,261 51,742 SH SH 0 1642 50100 0 W.R. GRACE & CO COMMON 38388F108 3,827 427,594 SH SH 0 23294 404300 0 WACHOVIA CORP COMMON 929903102 164,569 3,458,047 SH SH 0 2608635 303212 546200 WACHOVIA GROUP COM COMMON 929903102 1,711 35,946 SH SOLE 0 0 35946 0 WAL-MART STORES INC COMMON 931142103 317,746 7,251,178 SH SH 0 5562181 419397 1269600 WALTER INDUSTRIES INC COMMON 93317Q105 17,897 365,848 SH SH 0 134422 187426 44000 WASHINGTON MUTUAL COM COMMON 939322103 3,166 80,727 SH SOLE 0 0 80727 0 WASHINGTON MUTUAL INC COMMON 939322103 17,027 434,143 SH SH 0 228943 205200 0 WASTE MANAGEMENT INC COMMON 94106L109 8,111 283,488 SH SH 0 86788 196700 0 WATSCO INC COMMON 942622200 457 8,598 SH SOLE 0 7394 1204 0 WEBMD CORPORATION COMMON 94769M105 3,435 310,063 SH SOLE 0 297594 12469 0 WEIS MARKETS INC COMMON 948849104 537 13,409 SH SOLE 0 4638 8771 0 WELLCARE HEALTH PLANS INC COMMON 94946T106 5,823 157,167 SH SOLE 0 102364 3003 51800 WELLCHOICE INC COMMON 949475107 929 12,242 SH SOLE 0 10052 2190 0 WELLMAN INC COMMON 949702104 252 39,880 SH SOLE 0 35894 3986 0 WELLS FARGO COMMON 949746101 1,170 19,973 SH SOLE 0 0 19973 0 WELLS FARGO & COMPANY COMMON 949746101 187,807 3,206,528 SH SH 0 2397679 219492 589357 WELLSPOINT INC COMMON 94973V107 31,140 410,707 SH SH 0 11515 399192 0 WESCO INTERNATIONAL INC COMMON 95082P105 8,867 261,797 SH SH 0 58397 201300 2100 WESCO INTL INC COM COMMON 95082P105 204 6,021 SH SOLE 0 0 6021 0 WESTERN DIGITAL CORP COMMON 958102105 2,174 168,139 SH SOLE 0 92836 75303 0 WESTMORELAND COAL CO COMMON 960878106 209 7,549 SH SOLE 0 7549 0 0 WESTPAC BANKING CORP-SP ADR COMMON 961214301 1,973 24,400 SH SH 0 0 24400 0 WET SEAL INC -CL A COMMON 961840105 2,819 626,512 SH SOLE 0 346264 245148 35100 WGL HOLDINGS INC COMMON 92924F106 517 16,117 SH SOLE 0 5773 10344 0 WHIRLPOOL CORP COMMON 963320106 15,977 210,859 SH SH 0 13859 197000 0 WILD OATS MARKETS INC COMMON 96808B107 261 20,285 SH SOLE 0 13944 6341 0 WILLIAM LYON HOMES INC COMMON 552074106 3,357 21,630 SH SH 0 5430 16200 0 WILLIAMS COS INC COMMON 969457100 2,804 111,908 SH SOLE 0 73435 38473 0 WILSONS LEATHER EXPERTS INC CO COMMON 972463103 122 20,043 SH SOLE 0 0 20043 0 WILSONS THE LEATHER EXPERTS COMMON 972463103 4,501 737,845 SH SH 0 212845 515400 9600 WORLD AIR HLDGS INC COM COMMON 98142V104 238 22,455 SH SOLE 0 0 22455 0 WORLD AIR HOLDINGS INC COMMON 98142V104 10,287 970,472 SH SH 0 534672 268200 167600 WORLD FUEL SERVICES CORP COMMON 981475106 4,733 145,869 SH SH 0 64069 81800 0 WPP GROUP PLC-SPONSORED ADR COMMON 929309300 122,625 2,398,775 SH SH 0 1780160 165915 452700 XILINX INC COMMON 983919101 3,025 108,600 SH SOLE 0 108600 0 0 XTO ENERGY INC COMMON 98385X106 40,381 891,010 SH SH 0 3236 887774 0 XTO ENERGY INC COM COMMON 98385X106 1,258 27,769 SH SOLE 0 0 27769 0 YAHOO INC COMMON 984332106 10,632 314,183 SH SH 0 81356 232827 0 YAHOO INC COM COMMON 984332106 2,357 69,649 SH SOLE 0 0 69649 0 YORK INTERNATIONAL CORP COMMON 986670107 528 9,422 SH SOLE 0 803 8619 0