13F-HR 1 f13-1205.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13f Cover Page Report for the Quarter Ended December 31, 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: Hiam Arfa Associate Director (800) 436-4148 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Hiam Arfa ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, 02/15/2006 ------------------------------------------ (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: 998 Form 13F Information Table Value Total: $12,395,880 (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 2,430 49,088 SH SOLE 0 0 49,088 0 24/7 REAL MEDIA INC COMMON 901314203 84 11,500 SH SOLE 0 11,500 0 0 3M CO COMMON 88579Y101 1,396 18,014 SH SOLE 0 3,213 14,801 0 A E S CORP COM COMMON 00130H105 1,745 110,200 SH SOLE 0 0 110,200 0 A T & T INC (NEW) COMMON 00206R102 13,424 548,127 SH SOLE 0 0 548,127 0 A.D.A.M. INC COMMON 00088U108 177 22,000 SH SOLE 0 22,000 0 0 AAR CORP COMMON 000361105 1,134 47,350 SH SOLE 0 43,230 4,120 0 AARON RENTS INC COMMON 002535201 207 9,825 SH SOLE 0 9,825 0 0 ABBOTT LABORATORIES COMMON 002824100 2,684 68,072 SH SOLE 0 38,343 29,729 0 ABERCROMBIE & FITCH CO CL A COMMON 002896207 362 5,564 SH SOLE 0 0 5,564 0 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 28,463 436,680 SH SH 0 56,680 380,000 0 ABN AMRO HOLDING NV-SP ADR COMMON 000937102 2,360 90,300 SH SH 0 0 90,300 0 ABX AIR INC COMMON 00080S101 99 12,590 SH SOLE 0 11,594 996 0 ACCO BRANDS CORP COMMON 00081T108 3,983 162,573 SH SOLE 0 82,060 2,013 78,500 ACCREDITED HOME LENDERS COMMON 00437P107 1,329 26,800 SH SOLE 0 26,800 0 0 ACE LTD COMMON G0070K103 331 6,200 SH SOLE 0 6,200 0 0 ADAPTEC INC COMMON 00651F108 131 22,500 SH SOLE 0 22,500 0 0 ADOBE SYSTEMS INC COMMON 00724F101 1,157 31,300 SH SOLE 0 2,356 28,944 0 ADTRAN INC COMMON 00738A106 4,137 139,096 SH SOLE 0 128,444 10,652 0 ADTRAN INC COM COMMON 00738A106 406 13,653 SH SH 0 0 13,653 0 ADVANCE AUTO PARTS COMMON 00751Y106 739 16,991 SH SOLE 0 6,001 10,990 0 ADVANCED MEDICAL OPTICS COMMON 00763M108 1,045 25,000 SH SOLE 0 25,000 0 0 ADVANCED MICRO DEVICES COMMON 007903107 77,437 2,530,630 SH SH 0 1,996,119 534,511 0 ADVANCED MICRO DEVICES INC COM COMMON 007903107 1,044 34,114 SH SOLE 0 0 34,114 0 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 3,327 2,428,549 SH SOLE 0 2,481,389 0 AEP INDUSTRIES INC COMMON 001031103 2,554 102,163 SH SH 0 33,563 68,600 0 AES CORP COMMON 00130H105 32,455 2,050,225 SH SH 0 309,928 1,739,947 350 AETNA INC-NEW COMMON 00817Y108 27,292 289,378 SH SH 0 34,045 255,333 0 AETNA U S HEALTHCARE INC COM COMMON 00817Y108 5,081 53,877 SH SOLE 0 0 53,877 0 AFFILIATED MANAGERS GROUP COMMON 008252108 29,877 372,300 SH SH 0 42,300 330,000 0 AFFYMETRIX INC COMMON 00826T108 995 20,839 SH SOLE 0 3,497 17,342 0 AGCO CORP COM COMMON 001084102 465 28,075 SH SH 0 0 28,075 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 1,301 39,069 SH SOLE 0 3,787 35,282 0 AGILYSYS INC COMMON 00847J105 231 12,679 SH SOLE 0 9,592 3,087 0 AGRIUM INC COMMON 008916108 1,766 80,292 SH SOLE 0 68,775 3,617 7,900 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 23,972 405,000 SH SOLE 0 405,000 0 0 AK STEEL HOLDING CORP COMMON 001547108 3,586 451,152 SH SOLE 0 40,048 411,104 0 ALASKA AIR GROUP INC COMMON 011659109 1,602 44,834 SH SOLE 0 32,881 11,953 0 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 2,057 202,483 SH SOLE 0 194,709 7,774 0 ALBANY MOLECULAR RESEARCH COMMON 012423109 1,260 103,674 SH SOLE 0 92,234 340 11,100 ALBERTSON'S INC COMMON 013104104 11,738 549,806 SH SOLE 0 476,551 73,255 0 ALCON INC COMMON H01301102 14,748 113,799 SH SH 0 16,705 95,594 1,500 ALCON INC COM SHS COMMON H01301102 1,452 11,202 SH SOLE 0 0 11,202 0 ALERIS INTERNATIONAL INC COMMON 014477103 21,084 653,961 SH SH 0 226,161 359,600 68,200 ALERIS INTL INC COM COMMON 014477103 207 6,415 SH SOLE 0 0 6,415 0 ALFACELL CORP COMMON 015404106 38 20,000 SH SOLE 0 20,000 0 0 ALLEGHENY ENERGY INC COMMON 017361106 3,453 109,112 SH SOLE 0 8,098 101,014 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 33,028 915,400 SH SH 0 95,400 820,000 0 ALLIED IRISH BANKS-SPONS ADR COMMON 019228402 2,530 58,900 SH SH 0 0 58,900 0 ALLSCRIPTS HEALTHCARE SOLUT COMMON 01988P108 1,765 131,737 SH SOLE 0 116,608 4,629 10,500 ALLSTATE CORP COMMON 020002101 16,849 311,615 SH SH 0 7,315 304,300 0 ALLTEL CORP COMMON 020039103 3,058 48,470 SH SOLE 0 48,470 0 0 ALPHARMA INC CL A COMMON 020813101 4,050 142,067 SH SH 0 0 142,067 0 ALPHARMA INC-CL A COMMON 020813101 1,545 54,177 SH SOLE 0 54,177 0 0 ALTRIA GROUP INC COMMON 02209S103 27,923 373,705 SH SH 0 235,037 107,998 30,670 AMDOCS LTD COMMON G02602103 15,125 550,000 SH SH 0 0 550,000 0 AMERADA HESS CORP COMMON 023551104 283 2,228 SH SOLE 0 371 1,857 0 AMERCO INC COMMON 023586100 8,593 119,274 SH SH 0 29,074 90,200 0 AMERCO INC COM COMMON 023586100 222 3,087 SH SOLE 0 0 3,087 0 AMEREN CORPORATION COMMON 023608102 8,492 165,735 SH SOLE 0 165,735 0 0 AMERICAN COMMERCIAL LINES COMMON 025195207 7,947 262,364 SH SOLE 0 262,364 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 8,586 474,901 SH SH 0 200,076 185,550 89,275 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 299 12,986 SH SOLE 0 11,386 1,600 0 AMERICAN EQUITY INVT LIFE HL COMMON 025676206 1,291 98,900 SH SOLE 0 98,900 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 16,341 317,541 SH SH 0 196,259 52,950 68,332 AMERICAN HEALTHWAYS INC COMMON 02649V104 215 4,750 SH SOLE 0 4,750 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874107 201,063 2,946,844 SH SH 0 2,107,772 203,818 635,254 AMERICAN PHYSICIANS CAP INC COMMON 028884104 292 6,387 SH SOLE 0 6,387 0 0 AMERICAN RETIREMENT CORP COMMON 028913101 26,781 1,065,694 SH SH 0 308,544 651,950 105,200 AMERICAN RETIREMENT CORP COM COMMON 028913101 676 26,906 SH SOLE 0 0 26,906 0 AMERISOURCEBERGEN CORP COMMON 03073E105 26,058 629,427 SH SH 0 188,423 441,004 0 AMGEN INC COMMON 031162100 43,182 547,576 SH SH 0 49,562 498,014 0 AMR CORP/DEL COMMON 001765106 4,975 223,816 SH SOLE 0 186,470 24,346 13,000 AMSOUTH BANCORPORATION COMMON 032165102 6,967 265,833 SH SOLE 0 265,833 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 3,315 83,040 SH SOLE 0 82,900 140 0 ANADARKO PETE CORP COM COMMON 032511107 2,216 23,390 SH SOLE 0 0 23,390 0 ANADARKO PETROLEUM CORP COMMON 032511107 17,614 185,897 SH SH 0 5,897 180,000 0 ANALOG DEVICES COMMON 032654105 897 25,000 SH SOLE 0 25,000 0 0 ANDERSONS INC/THE COMMON 034164103 6,845 158,897 SH SH 0 73,097 85,800 0 ANDREW CORP COMMON 034425108 1,161 108,200 SH SOLE 0 108,200 0 0 ANDRX GROUP COMMON 034553107 2,306 140,000 SH SOLE 0 140,000 0 0 ANHEUSER-BUSCH COS INC COMMON 035229103 131,585 3,062,976 SH SH 0 1,906,540 564,666 591,770 ANIXTER INTERNATIONAL INC COMMON 035290105 1,355 34,625 SH SOLE 0 34,625 0 0 ANIXTER INTL INC COM COMMON 035290105 1,856 47,441 SH SH 0 0 47,441 0 ANNTAYLOR STORES CORP COMMON 036115103 259 7,500 SH SOLE 0 7,500 0 0 ANTARES PHARMA INC COMMON 036642106 31 20,000 SH SOLE 0 20,000 0 0 AON CORP COMMON 037389103 1,079 30,022 SH SOLE 0 10,964 19,058 0 APPLE COMPUTER INC COMMON 037833100 35,682 496,345 SH SH 0 27,042 469,303 0 APPLEBEE'S INTL INC COMMON 037899101 637 28,200 SH SOLE 0 28,200 0 0 APPLIED INDL TECHNLGIES INC CO COMMON 03820C105 240 7,113 SH SOLE 0 0 7,113 0 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 4,071 120,830 SH SH 0 25,530 95,300 0 APPLIED MATERIALS INC COMMON 038222105 3,516 196,012 SH SOLE 0 61,509 134,503 0 APRIA HEALTHCARE GROUP INC COM COMMON 037933108 531 22,029 SH SH 0 0 22,029 0 ARCH CAPITAL GROUP LTD COMMON G0450A105 814 14,862 SH SOLE 0 49 14,813 0 ARCH COAL INC COMMON 039380100 5,549 69,791 SH SOLE 0 44,052 22,839 2,900 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 224 9,067 SH SOLE 0 2,631 6,436 0 ARGONAUT GROUP INC COMMON 040157109 5,693 173,729 SH SH 0 66,429 107,300 0 ARRIS GROUP INC COMMON 04269Q100 123 13,000 SH SOLE 0 13,000 0 0 ARTISTDIRECT INC COMMON 04315D400 880 275,113 SH SOLE 0 275,113 0 ARVINMERITOR INC COMMON 043353101 804 55,890 SH SOLE 0 1,077 54,813 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 1,561 94,895 SH SOLE 0 89,640 5,255 0 ASTEC INDUSTRIES INC COMMON 046224101 5,458 167,127 SH SOLE 0 82,670 9,257 75,200 AT&T INC COMMON 00206R102 90,297 3,687,108 SH SH 0 2,397,444 679,999 609,665 ATLAS AMERICA INC COMMON 049167109 1,163 19,314 SH SOLE 0 18,810 504 0 AUST & NZ BNKG GRP-SPON ADR COMMON 052528304 2,773 31,500 SH SH 0 0 31,500 0 AUTODESK INC COMMON 052769106 14,075 327,703 SH SH 0 49,789 273,514 4,400 AUTODESK INC COM COMMON 052769106 2,114 49,223 SH SOLE 0 0 49,223 0 AUTOLIV INC COMMON 052800109 16,261 358,014 SH SH 0 8,614 349,400 0 AUTOMATIC DATA PROCESSING COMMON 053015103 3,485 75,950 SH SOLE 0 53,250 0 22,700 AUTONATION INC COMMON 05329W102 401 18,464 SH SOLE 0 18,464 0 0 AUTOZONE INC COMMON 053332102 7,511 81,861 SH SH 0 10,011 71,850 0 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 1,835 330,000 SH SOLE 0 330,000 0 0 AVIALL INC COMMON 05366B102 4,670 162,142 SH SH 0 63,042 99,100 0 AVID TECHNOLOGY INC COMMON 05367P100 301 5,500 SH SOLE 0 5,500 0 0 BADGER METER INC COMMON 056525108 716 18,244 SH SOLE 0 16,366 1,878 0 BAKER HUGHES INC COMMON 057224107 488 8,022 SH SOLE 0 130 7,892 0 BALL CORP COMMON 058498106 12,173 306,476 SH SOLE 0 306,476 0 0 BALLY TOTAL FITNESS HLDGS COMMON 05873K108 816 129,891 SH SOLE 0 124,931 4,960 0 BANCO BILBAO VIZCAYA-SP ADR COMMON 05946K101 2,594 145,350 SH SH 0 0 145,350 0 BANCO BRADESCO-SPONSORED ADR COMMON 059460303 6,131 210,341 SH SOLE 0 179,285 31,056 0 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 5,664 235,797 SH SOLE 0 183,924 51,873 0 BANCO SANTANDER CEN-SPON ADR COMMON 05964H105 2,631 199,500 SH SH 0 0 199,500 0 BANCOLOMBIA S.A.-SPONS ADR COMMON 05968L102 1,054 36,561 SH SOLE 0 35,374 1,187 0 BANK OF AMERICA COMMON 060505104 3,453 74,818 SH SOLE 0 0 74,818 0 BANK OF AMERICA CORP COMMON 060505104 324,453 7,030,386 SH SH 0 4,419,508 1,188,263 1,422,615 BANK OF IRELAND-SPONS ADR COMMON 46267Q103 2,198 34,550 SH SH 0 0 34,550 0 BANK OF NEW YORK CO INC COMMON 064057102 15,141 475,374 SH SOLE 0 475,000 374 0 BANKATLANTIC BANCORP INC-A COMMON 065908501 1,088 77,700 SH SOLE 0 77,700 0 0 BANKRATE INC COMMON 06646V108 2,326 78,800 SH SH 0 2,000 76,800 0 BARCLAYS PLC -SPONS ADR COMMON 06738E204 2,321 55,150 SH SH 0 0 55,150 0 BARRETT BUSINESS SVCS INC COMMON 068463108 12,434 497,543 SH SH 0 212,443 208,500 76,600 BARRICK GOLD CORP COMMON 067901108 253 9,071 SH SOLE 0 9,071 0 0 BB&T CORPORATION COMMON 054937107 6,442 153,719 SH SOLE 0 106,811 46,908 0 BBVA BANCO FRANCES SA-ADR COMMON 07329M100 1,060 148,250 SH SOLE 0 148,250 0 0 BE AEROSPACE INC COMMON 073302101 23,271 1,057,757 SH SH 0 337,557 607,900 112,300 BE AEROSPACE INC COM COMMON 073302101 355 16,143 SH SOLE 0 0 16,143 0 BEACON ROOFING SUPPLY INC COMMON 073685109 6,299 219,262 SH SH 0 38,712 178,300 2,250 BELDEN CDT INC COMMON 077454106 1,965 80,438 SH SOLE 0 53,214 27,224 0 BELL MICROPRODUCTS INC COMMON 078137106 1,508 197,209 SH SOLE 0 186,690 10,519 0 BELLSOUTH CORP COMMON 079860102 10,678 394,036 SH SOLE 0 266,237 127,799 0 BENCHMARK ELECTRONICS INC COMMON 08160H101 1,356 40,315 SH SOLE 0 39,258 1,057 0 BERKSHIRE HATHAWAY INC DEL CL COMMON 084670207 4,116 1,402 SH SOLE 0 0 1,402 0 BERKSHIRE HATHAWAY INC-CL B COMMON 084670207 117,411 39,997 SH SH 0 30,451 1,240 8,306 BEST BUY COMPANY INC COMMON 086516101 212 4,877 SH SOLE 0 4,086 791 0 BEVERLY ENTERPRISES INC COMMON 087851309 350 30,004 SH SOLE 0 29,291 713 0 BFC FINANCIAL CORPORATION-A COMMON 055384200 1,299 235,361 SH SOLE 0 26,663 208,698 0 BHP BILLITON LTD-SPON ADR COMMON 088606108 16,269 486,810 SH SH 0 2,933 483,877 0 BIOSANTE PHARMACEUTICALS INC COMMON 09065V203 55 15,000 SH SOLE 0 15,000 0 0 BJ SERVICES CO COMMON 055482103 327 8,916 SH SOLE 0 854 8,062 0 BJ'S WHOLESALE CLUB INC COMMON 05548J106 650 21,984 SH SOLE 0 2,140 19,844 0 BLACK & DECKER CORP COMMON 091797100 242 2,780 SH SOLE 0 2,780 0 0 BLOCK H & R INC COMMON 093671105 7,872 320,677 SH SH 0 92,177 163,800 64,700 BLOUNT INTERNATIONAL INC COMMON 095180105 385 24,111 SH SOLE 0 20,375 3,736 0 BLUEGREEN CORP COMMON 096231105 277 17,554 SH SOLE 0 17,163 391 0 BLUELINX HOLDINGS INC COMMON 09624H109 1,703 151,441 SH SOLE 0 145,100 6,341 0 BOEING CO COMMON 097023105 776 11,046 SH SOLE 0 284 10,762 0 BON-TON STORES INC/THE COMMON 09776J101 3,187 166,576 H SOLE 0 165,586 990 0 BOSTON SCIENTIFIC CORP COMMON 101137107 29,944 1,222,700 SH SH 0 202,700 1,020,000 0 BOYKIN LODGING COMPANY COMMON 103430104 3,301 270,137 SH SH 0 28,037 242,100 0 BP PLC -SPONS ADR COMMON 055622104 7,959 123,925 SH SOLE 0 15,225 108,700 0 BRIGHTPOINT INC COMMON 109473405 24,934 899,173 SH SH 0 418,223 384,050 96,900 BRIGHTPOINT INC COM NEW COMMON 109473405 1,745 94,410 SH SOLE 0 0 94,410 0 BRINKER INTERNATIONAL INC COMMON 109641100 10,584 273,763 SH SH 0 70,252 203,511 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 11,084 482,307 SH SOLE 0 330,138 152,169 0 BRITISH AMERICAN TOB-SP ADR COMMON 110448107 3,024 67,150 SH SH 0 0 67,150 0 BRL/USD CUR 2.35 02/17/2006 CAL BRL06.AC1 504 0 SH Call SOLE 0 0 0 0 BROADCOM CORP-CL A COMMON 111320107 675 14,313 SH SOLE 0 1,785 12,528 0 BROADWING CORP COMMON 11161E101 11,610 1,919,000 SH SH 0 19,000 1,900,000 0 BROOKFIELD HOMES CORP COMMON 112723101 10,069 202,480 SH SH 0 81,888 91,698 28,894 BUILDING MATERIAL HOLDING CP COMMON 120113105 27,190 398,629 SH SH 0 156,457 216,522 25,650 BUNGE LIMITED COMMON G16962105 3,978 70,259 SH SOLE 0 69,110 1,149 0 BURLINGTON COAT FACTORY WHSECO COMMON 121579106 1,103 27,443 SH SOLE 0 0 27,443 0 BURLINGTON COAT FACTORY WRHS COMMON 121579106 12,837 319,237 SH SH 0 98,737 166,300 54,200 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 42,188 595,713 SH SH 0 675 595,038 0 BURLINGTON RESOURCES INC COMMON 122014103 822 9,530 SH SOLE 0 9,530 0 0 BURLINGTON RESOURCES INC COMMON 122014103 8,040 93,273 SH SH 0 0 93,273 0 CACI INTERNATIONAL INC-CL A COMMON 127190304 1,320 23,008 SH SOLE 0 22,163 845 0 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 420 13,129 SH SOLE 0 12,950 179 0 CANADIAN NATL RAILWAY CO COMMON 136375102 14,928 186,619 SH SH 0 210 186,409 0 CANADIAN NATURAL RESOURCES LTD COMMON 136385101 8,468 170,662 SH SOLE 0 63,316 103,346 4,000 CAREMARK RX INC COMMON 141705103 12,565 242,616 SH SH 0 1,988 240,628 0 CAREMARK RX INC COM COMMON 141705103 210 4,056 SH SOLE 0 0 4,056 0 CARNIVAL CORP COMMON 143658300 2,839 53,103 SH SOLE 0 53,103 0 0 CARPENTER TECHNOLOGY COMMON 144285103 778 11,029 SH SOLE 0 10,037 992 0 CASCADE CORP COMMON 147195101 5,839 124,464 SH SH 0 40,464 82,500 1,500 CASH AMERICA INTL INC COMMON 14754D100 1,173 50,600 SH SOLE 0 50,600 0 0 CASTLE (A.M.) & CO COMMON 148411101 15,277 699,518 SH SH 0 119,618 471,100 108,800 CATERPILLAR INC COMMON 149123101 13,044 225,796 SH SH 0 2,310 223,486 0 CATERPILLAR INC COM COMMON 149123101 1,863 32,250 SH SOLE 0 0 32,250 0 CAVCO INDUSTRIES INC COMMON 149568107 9,998 261,169 SH SH 0 55,219 203,900 2,050 CDW CORP COMMON 12512N105 7,599 132,000 SH SH 0 6,000 126,000 0 CE FRANKLIN LTD COMMON 125151100 15,432 1,111,005 SH SH 0 212,155 892,900 5,950 CELGENE CORP COMMON 151020104 3,764 58,100 SH SOLE 0 58,000 100 0 CEMEX SA -SPONS ADR PART CER COMMON 151290889 919 15,481 SH SOLE 0 11,021 4,460 0 CENTENE CORP COMMON 15135B101 3,666 139,452 SH SH 0 42,852 96,600 0 CENTENNIAL COMMUNICATIONS CP COMMON 15133V208 3,711 239,094 SH SOLE 0 82,382 156,712 0 CENTRAL EURO DISTRIBUTION CP COMMON 153435102 5,433 135,339 SH SH 0 36,439 97,200 1,700 CENTURY BUSINESS SERVICES COMMON 124805102 128 21,115 SH SOLE 0 18,859 2,256 0 CEPHEID INC COMMON 15670R107 110 12,500 SH SOLE 0 12,500 0 0 CERADYNE INC COMMON 156710105 3,348 76,442 SH SOLE 0 30,202 46,240 0 CERNER CORP COMMON 156782104 1,950 21,444 SH SOLE 0 18,936 208 2,300 CHAMPION ENTERPRISES INC COMMON 158496109 1,194 87,607 SH SOLE 0 46,454 41,153 0 CHARMING SHOPPES COMMON 161133103 2,551 193,299 SH SOLE 0 176,169 1,830 15,300 CHATTEM INC COMMON 162456107 12,045 331,000 SH SOLE 0 331,000 0 0 CHECKFREE CORP COMMON 162813109 817 17,804 SH SOLE 0 13,545 4,259 0 CHEESECAKE FACTORY (THE) COMMON 163072101 2,073 55,450 SH SOLE 0 55,450 0 0 CHEMED CORP COMMON 16359R103 8,552 172,134 SH SH 0 30,734 141,400 0 CHEMTURA CORP COMMON 163893100 2,488 195,913 SH SOLE 0 125,296 60,317 10,300 CHESAPEAKE ENERGY CORP COMMON 165167107 11,072 348,951 SH SH 0 3,631 345,320 0 CHESAPEAKE ENERGY CORP COM COMMON 165167107 1,110 34,974 SH SOLE 0 0 34,974 0 CHEVRON CORP COMMON 166764100 142,337 2,507,261 SH SH 0 1,742,696 242,903 521,662 CHEVRONTEXACO CORPORATION COMMON 166764100 872 15,358 SH SOLE 0 0 15,358 0 CHICO'S FAS INC COMMON 168615102 14,799 336,881 SH SH 0 19,864 317,017 0 CHICOS FAS INC COM COMMON 168615102 702 15,980 SH SOLE 0 0 15,980 0 CHILDRENS PL RETAIL STORES ICO COMMON 168905107 1,172 23,719 SH SOLE 0 0 23,719 0 CHILDREN'S PLACE COMMON 168905107 5,893 119,239 SH SH 0 20,739 98,500 0 CHIPMOS TECHNOLOGIES BERMUDA COMMON G2110R106 855 147,462 SH SOLE 0 655 146,807 0 CHIQUITA BRANDS INTL COMMON 170032809 1,352 67,533 SH 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PENNEY COM COMMON 708160106 389 7,002 SH SOLE 0 0 7,002 0 J.P. MORGAN CHASE COMMON 46625H100 3,061 77,114 SH SOLE 0 0 77,114 0 JARDEN CORP COMMON 471109108 754 25,000 SH SOLE 0 25,000 0 0 JEFFERSON PILOT CORP COM COMMON 475070108 1,304 22,907 SH SOLE 0 0 22,907 0 JEFFERSON-PILOT CORP COMMON 475070108 10,080 177,051 SH SH 0 84,450 92,601 0 JLG INDS INC COM COMMON 466210101 2,900 63,504 SH SOLE 0 0 63,504 0 JLG INDUSTRIES INC COMMON 466210101 25,650 561,775 SH SH 0 231,725 272,400 57,650 JOHNSON & JOHNSON COMMON 478160104 271,139 4,511,455 SH SH 0 2,907,722 693,947 909,786 JOHNSON & JOHNSON COMMON 478160104 3,625 60,317 SH SOLE 0 0 60,317 0 JONES APPAREL GROUP INC COMMON 480074103 10,325 336,114 SH SH 0 12,814 323,300 0 JONES LANG LASALLE INC COMMON 48020Q107 2,473 49,134 SH SOLE 0 48,338 796 0 JORGENSEN (EARLE M.) CO COMMON 480829100 1,133 122,800 SH SOLE 0 122,800 0 0 JOY GLOBAL INC COMMON 481165108 6,246 156,152 SH SOLE 0 103,468 46,234 6,450 JPMORGAN CHASE & CO COMMON 46625H100 202,698 5,107,028 SH SH 0 3,921,920 315,896 869,212 JPY/USD CUR 117 2/17/2006 PUT JPY05.BP4 344 0 SH Put SOLE 0 0 0 0 JUPITERMEDIA CORP COMMON 48207D101 500 33,837 SH SOLE 0 6,661 27,176 0 K&F INDUSTRIES HOLDINGS INC COMMON 482241106 1,690 110,000 SH SOLE 0 110,000 0 0 KAMAN CORP COMMON 483548103 5,808 294,967 SH SOLE 0 219,654 66,713 8,600 KB HOME COMMON 48666K109 5,818 80,064 SH SOLE 0 34,309 45,755 0 KELLY SERVICES INC -CL A COMMON 488152208 1,211 46,175 SH SOLE 0 39,008 7,167 0 KENDLE INTERNATIONAL INC COMMON 48880L107 10,094 392,139 SH SH 0 187,639 204,500 0 KENDLE INTL INC COM COMMON 48880L107 364 14,134 SH SOLE 0 0 14,134 0 KERR MCGEE CORP COM COMMON 492386107 3,102 34,142 SH SOLE 0 0 34,142 0 KERR-MCGEE CORP COMMON 492386107 24,638 271,164 SH SH 0 57,143 211,921 2,100 KEYCORP COMMON 493267108 11,780 357,739 SH SH 0 216,739 141,000 0 KEYCORP NEW COM COMMON 493267108 2,781 84,437 SH SOLE 0 0 84,437 0 KIMBERLY-CLARK CORP COMMON 494368103 25,612 429,375 SH SH 0 25,593 403,782 0 KINDRED HEALTHCARE INC COMMON 494580103 1,181 45,829 SH SOLE 0 45,829 0 0 KINDRED HEALTHCARE INC COM COMMON 494580103 1,481 57,496 SH SH 0 0 57,496 0 KING PHARMACEUTICALS INC COMMON 495582108 2,501 147,787 SH SOLE 0 59,988 87,799 0 KLA-TENCOR CORP COM COMMON 482480100 2,175 44,089 SH SH 0 0 44,089 0 KOHLS CORP COMMON 500255104 34,856 717,200 SH SH 0 167,200 550,000 0 KOOKMIN BANK-SPON ADR COMMON 50049M109 837 11,193 SH SOLE 0 6,507 4,686 0 KROGER CO COMMON 501044101 6,811 360,736 SH SOLE 0 345,038 15,698 0 KT CORP-SP ADR COMMON 48268K101 1,745 80,967 SH SOLE 0 3,194 77,773 0 KULICKE & SOFFA INDUSTRIES COMMON 501242101 1,223 138,422 SH SOLE 0 33,288 105,134 0 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 2,860 38,465 SH SOLE 0 38,400 65 0 LABARGE INC COMMON 502470107 5,123 356,499 SH SH 0 32,299 324,200 0 LABOR READY INC COMMON 505401208 4,573 219,655 SH SH 0 55,005 161,800 2,850 LADISH CO INC COMMON 505754200 17,954 803,314 SH SH 0 316,114 391,700 95,500 LADISH INC COM NEW COMMON 505754200 247 11,055 SH SOLE 0 0 11,055 0 LAMSON & SESSIONS CO COMMON 513696104 25,440 1,016,792 SH SH 0 494,842 403,200 118,750 LAMSON & SESSIONS CO COM COMMON 513696104 3,470 138,680 SH SOLE 0 0 138,680 0 LANDAMERICA FINANCIAL GROUP COMMON 514936103 337 5,400 SH SOLE 0 5,400 0 0 LAZARD LTD-CL A COMMON G54050102 1,206 37,800 SH SOLE 0 37,800 0 0 LA-Z-BOY INC COMMON 505336107 1,260 92,950 SH SOLE 0 92,950 0 0 LCA-VISION INC COMMON 501803308 4,361 91,796 SH SOLE 0 61,247 26,249 4,300 LEAR CORPORATION COMMON 521865105 879 30,907 SH SOLE 0 30,907 0 0 LEGG MASON INC COMMON 524901105 1,044 8,720 SH SOLE 0 690 8,030 0 LEHMAN BROTHERS HLDGS COM COMMON 524908100 3,266 25,481 SH SOLE 0 0 25,481 0 LEHMAN BROTHERS HOLDING INC COMMON 524908100 28,960 225,947 SH SH 0 43,066 182,881 0 LENNOX INTERNATIONAL INC COMMON 526107107 15,351 544,350 SH SH 0 201,750 269,000 73,600 LEUCADIA NATIONAL CORP COMMON 527288104 645 13,599 SH SOLE 0 13,599 0 0 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 110 38,500 SH SOLE 0 38,500 0 0 LEXMARK INTL GROUP INC-CL A COMMON 529771107 9,736 217,172 SH SH 0 32,791 184,381 0 LIBERTY GLOBAL INC-A COMMON 530555101 4,323 192,120 SH SOLE 0 192,000 120 0 LIBERTY GLOBAL INC-C W/I COMMON 530555309 4,075 192,215 SH SOLE 0 192,100 115 0 LIBERTY MEDIA CORP COMMON 530718105 95,171 12,092,896 SH SH 0 8,691,119 792,667 2,609,110 LIFE TIME FITNESS INC COMMON 53217R207 209 5,500 SH SOLE 0 5,500 0 0 LIFETIME BRANDS INC COMMON 53222Q103 6,411 310,139 SH SH 0 151,189 156,200 2,750 LILLY (ELI) & CO COMMON 532457108 820 14,486 SH SOLE 0 14,486 0 0 LIMITED BRANDS COMMON 532716107 22,273 996,553 SH SH 0 245,303 751,250 0 LINCOLN NATIONAL CORP COMMON 534187109 5,516 104,025 SH SH 0 1,225 102,800 0 LINCOLN NATL CORP COM COMMON 534187109 936 17,649 SH SOLE 0 0 17,649 0 LINEAR TECHNOLOGY CORP COM COMMON 535678106 500 13,857 SH SH 0 0 13,857 0 LIONS GATE ENTERTAINMENT COR COMMON 535919203 155 20,220 SH SOLE 0 19,426 794 0 LITHIA MOTORS INC-CL A COMMON 536797103 1,308 41,600 SH SOLE 0 41,600 0 0 LIVEPERSON INC COMMON 538146101 90 16,000 SH SOLE 0 16,000 0 0 LKQ CORP COMMON 501889208 10,813 312,324 SH SH 0 143,824 104,300 64,200 LKQ CORP COM COMMON 501889208 210 6,057 SH SOLE 0 0 6,057 0 LLOYDS TSB GROUP PLC -SP ADR COMMON 539439109 2,270 67,150 SH SH 0 0 67,150 0 LONE STAR TECHNOLOGIES INC COMMON 542312103 8,172 158,179 SH SH 0 49,179 109,000 0 LONE STAR TECHNOLOGIES INC COM COMMON 542312103 1,049 20,299 SH SOLE 0 0 20,299 0 LONGS DRUG STORES CORP COMMON 543162101 6,723 184,752 SH SH 0 66,552 114,100 4,100 LONGS DRUG STORES CORP COM COMMON 543162101 1,219 33,511 SH SOLE 0 0 33,511 0 LONGVIEW FIBRE CO COMMON 543213102 542 26,032 SH SOLE 0 23,882 2,150 0 LSI INDUSTRIES INC COMMON 50216C108 10,243 654,076 SH SH 0 130,576 414,300 109,200 LSI LOGIC CORP COMMON 502161102 553 69,137 SH SOLE 0 13,126 56,011 0 LUBY'S INC COMMON 549282101 1,741 130,917 SH SOLE 0 124,340 6,577 0 LUCENT TECHNOLOGIES INC COMMON 549463107 133 50,000 SH SOLE 0 50,000 0 0 LUFKIN INDS INC COMMON 549764108 272 5,462 SH SOLE 0 0 5,462 0 LUFKIN INDUSTRIES INC COMMON 549764108 15,551 311,828 SH SH 0 84,928 225,200 1,700 LYONDELL CHEMICAL COMPANY COMMON 552078107 5,967 250,523 SH SOLE 0 212,401 38,122 0 M & T BANK CORPORATION COMMON 55261F104 4,942 45,321 SH SH 0 221 45,100 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 5,826 185,248 SH SOLE 0 185,248 0 0 MAGNETEK INC COMMON 559424106 48 14,700 SH SOLE 0 14,700 0 0 MANITOWOC COMPANY INC COMMON 563571108 15,156 301,800 SH SH 0 1,800 300,000 0 MANPOWER INC COMMON 56418H100 4,100 88,168 SH SOLE 0 85,697 2,471 0 MARATHON OIL CORP COMMON 565849106 2,774 45,506 SH SOLE 0 4,827 40,679 0 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 8,423 125,775 SH SH 0 5,775 120,000 0 MARSH & MCLENNAN COM COMMON 571748102 895 28,173 SH SOLE 0 0 28,173 0 MARSH & MCLENNAN COS COMMON 571748102 99,945 3,146,883 SH SH 0 2,372,639 139,700 634,544 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 19,277 343,692 SH SH 0 3,215 340,477 0 MASCO CORP COMMON 574599106 1,678 55,574 SH SH 0 373 55,201 0 MASTEC INC COMMON 576323109 7,864 751,134 SH SH 0 214,184 530,300 6,650 MATRIA HEALTHCARE INC COMMON 576817209 429 11,066 SH SOLE 0 10,774 292 0 MATTEL INC COMMON 577081102 4,060 256,664 SH SH 0 3,164 253,500 0 MAVERICK TUBE CORP COMMON 577914104 627 15,722 SH SOLE 0 15,722 0 0 MAVERICK TUBE CORP COM COMMON 577914104 5,167 129,631 SH SH 0 0 129,631 0 MAX RE CAPITAL LTD COMMON G6052F103 1,127 43,400 SH SOLE 0 43,400 0 0 MCAFEE INC COMMON 579064106 2,606 96,056 SH SOLE 0 71,821 18,335 5,900 MCCORMICK & SCHMICK'S SEAFOO COMMON 579793100 8,017 354,569 SH SH 0 153,869 197,200 3,500 MCDERMOTT INTL COM COMMON 580037109 2,615 58,624 SH SOLE 0 0 58,624 0 MCDERMOTT INTL INC COMMON 580037109 13,535 303,419 SH SH 0 73,419 230,000 0 MCKESSON CORP COMMON 58155Q103 961 18,632 SH SOLE 0 18,632 0 0 MCKESSON HBOC INC. COMMON 58155Q103 1,274 24,701 SH SH 0 0 24,701 0 MDS INC COMMON 55269P302 2,169 125,000 SH SOLE 0 125,000 0 0 MEADWESTVACO CORP COMMON 583334107 2,947 105,119 SH SOLE 0 92,534 12,585 0 MEDCATH CORPORATION COMMON 58404W109 474 25,555 SH SOLE 0 24,904 651 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 12,307 220,555 SH SH 0 893 219,662 0 MEDTRONIC INC COMMON 585055106 5,545 96,320 SH SOLE 0 96,011 309 0 MEMC ELECTRONIC MATERIALS COMMON 552715104 22,888 1,032,400 SH SH 0 312,400 720,000 0 MENS WEARHOUSE INC COM COMMON 587118100 882 29,970 SH SOLE 0 0 29,970 0 MERCK & CO. INC. COMMON 589331107 38,869 1,221,903 SH SH 0 366,498 855,405 0 MERCURY INTERACTIVE CORP COM COMMON 589405109 390 14,028 SH SH 0 0 14,028 0 MERITAGE CORPORATION COMMON 59001A102 761 12,101 SH SOLE 0 11,267 834 0 MERRILL LYNCH & CO INC COMMON 590188108 90,310 1,333,386 SH SH 0 965,860 83,892 283,634 MESA AIR GROUP INC COMMON 590479101 6,146 587,484 SH SOLE 0 387,504 23,280 176,700 MGM GRAND INC COM COMMON 552953101 1,909 52,066 SH SOLE 0 0 52,066 0 MICREL INC COMMON 594793101 2,053 176,997 SH SOLE 0 155,661 6,536 14,800 MICROSEMI CORP COMMON 595137100 202 7,300 SH SOLE 0 7,300 0 0 MICROSOFT CORP COMMON 594918104 200,511 7,667,693 SH SH 0 4,905,028 1,462,259 1,300,406 MIDLAND CO COMMON 597486109 1,060 29,400 SH SOLE 0 29,400 0 0 MILLER INDUSTRIES INC/TENN COMMON 600551204 3,699 182,329 SH SH 0 429 181,900 0 MITTAL STEEL CO-CL A NY REG COMMON 60684P101 2,748 104,342 SH SOLE 0 101,385 2,957 0 MONSANTO CO /NEW COMMON 61166W101 19,583 252,589 SH SH 0 3,121 249,468 0 MOODY'S INVESTORS SERV-EX DI COMMON 615369105 16,050 261,315 SH SH 0 5,996 255,319 0 MORGAN STANLEY COMMON 617446448 127,583 2,248,548 SH SH 0 1,623,497 160,887 464,164 MOTOROLA INC COMMON 620076109 61,895 2,739,914 SH SH 0 1,425,784 1,203,236 110,894 MOTOROLA INC COM COMMON 620076109 1,287 56,970 SH SOLE 0 0 56,970 0 MPS GROUP INC COMMON 553409103 1,475 107,892 SH SOLE 0 106,097 1,795 0 NABORS INDUSTRIES LTD COMMON G6359F103 908 11,993 SH SOLE 0 2,140 9,853 0 NACCO INDUSTRIES-CL A COMMON 629579103 1,142 9,750 SH SOLE 0 9,750 0 0 NATCO GROUP INC CL A COMMON 63227W203 220 10,754 SH SOLE 0 0 10,754 0 NATCO GROUP INC-A COMMON 63227W203 16,012 782,617 SH SH 0 245,667 445,900 91,050 NATIONAL AUSTRALIA BK-SP ADR COMMON 632525408 2,381 20,050 SH SH 0 0 20,050 0 NATIONAL CITY CORP COMMON 635405103 45,180 1,345,850 SH SH 0 999,924 140,926 205,000 NATIONAL CITY CORP COMMON 635405103 3,161 94,148 SH SOLE 0 0 94,148 0 NATIONAL LAMPOON INC COMMON 636637100 114 41,646 SH SOLE 0 41,646 0 NATIONAL SEMICONDUCTOR COM COMMON 637640103 1,776 68,355 SH SH 0 0 68,355 0 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3,133 120,581 SH SOLE 0 120,581 0 0 NATURES SUNSHINE PRODS INC COMMON 639027101 319 17,646 SH SOLE 0 17,246 400 0 NAVIGATORS GROUP INC COMMON 638904102 1,460 33,476 SH SOLE 0 33,268 208 0 NAVISTAR INTERNATIONAL COMMON 63934E108 1,183 41,339 SH SOLE 0 41,200 139 0 NCR CORPORATION COMMON 62886E108 500 14,727 SH SOLE 0 14,580 147 0 NEC CORP -SPONSORED ADR COMMON 629050204 128 20,627 SH SOLE 0 3,195 17,432 0 NETFLIX COM INC COM COMMON 64110L106 2,720 100,525 SH SH 0 0 100,525 0 NETFLIX.COM INC COMMON 64110L106 1,676 61,952 SH SOLE 0 61,952 0 0 NETWORK APPLIANCE INC COMMON 64120L104 1,109 41,098 SH SOLE 0 1,267 39,831 0 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 315 13,590 SH SOLE 0 3,457 10,133 0 NEWELL RUBBERMAID INC COMMON 651229106 8,661 364,218 SH SOLE 0 314,817 49,401 0 NEWPARK RESOURCES INC COMMON 651718504 442 57,949 SH SOLE 0 57,118 831 0 NEWS CORP - CL A COMMON 65248E104 236,779 15,227,001 SH SH 0 9,592,668 2,813,539 2,820,794 NEXEN INC COMMON 65334H102 3,995 83,886 SH SOLE 0 79,386 0 4,500 NEXEN INC COM COMMON 65334H102 5,461 114,663 SH SH 0 0 114,663 0 NIKE INC -CL B COMMON 654106103 434 5,000 SH SOLE 0 5,000 0 0 NOBLE CORP COMMON G65422100 35,726 506,468 SH SH 0 66,468 440,000 0 NOKIA CORP-SPON ADR COMMON 654902204 219,215 11,978,903 SH SH 0 8,603,740 790,073 2,585,090 NORDSTROM INC COMMON 655664100 358 9,571 SH SOLE 0 102 9,469 0 NORFOLK SOUTHERN COMMON 655844108 679 15,156 SH SOLE 0 0 15,156 0 NORFOLK SOUTHERN CORP COMMON 655844108 13,482 300,743 SH SH 0 899 299,844 0 NORTH FORK BANCORPORATION COMMON 659424105 341 12,480 SH SOLE 0 1,329 11,151 0 NOVA CHEMICALS CORP COMMON 66977W109 533 15,939 SH SOLE 0 15,712 227 0 NOVARTIS AG-ADR COMMON 66987V109 3,822 72,824 SH SOLE 0 61,945 10,879 0 NS GROUP INC COMMON 628916108 8,329 199,204 SH SH 0 50,604 148,600 0 NTL INC COMMON 62940M104 1,486 21,832 SH SOLE 0 21,832 0 0 NUCOR CORP COMMON 670346105 2,199 32,957 SH SOLE 0 32,957 0 0 NUCOR CORP COM COMMON 670346105 3,965 59,431 SH SH 0 0 59,431 0 NVIDIA CORP COMMON 67066G104 1,175 32,152 SH SOLE 0 32,152 0 0 NVIDIA CORP COM COMMON 67066G104 1,229 33,626 SH SH 0 0 33,626 0 NVR INC COMMON 62944T105 1,529 2,178 SH SOLE 0 1,919 259 0 OCCIDENTAL PETE COM COMMON 674599105 1,191 14,904 SH SOLE 0 0 14,904 0 OCCIDENTAL PETROLEUM CORP COMMON 674599105 25,641 320,994 SH SH 0 994 320,000 0 OFFICE DEPOT INC COMMON 676220106 2,820 89,835 SH SOLE 0 74,102 9,533 6,200 OFFICEMAX INC COMMON 67622P101 279 10,991 SH SOLE 0 10,991 0 0 OFFSHORE LOGISTICS COMMON 676255102 502 17,200 SH SOLE 0 581 16,619 0 OIL STATES INTERNATIONAL INC COMMON 678026105 11,934 376,691 SH SH 0 93,441 281,200 2,050 OIL STS INTL INC COM COMMON 678026105 578 18,236 SH SOLE 0 0 18,236 0 OLYMPIC STEEL INC COMMON 68162K106 289 11,645 SH SOLE 0 10,543 1,102 0 OM GROUP INC COMMON 670872100 2,567 136,803 SH SOLE 0 84,955 51,848 0 OMNICOM GROUP COMMON 681919106 357 4,200 SH SOLE 0 2,800 0 1,400 ON ASSIGNMENT INC COMMON 682159108 10,562 968,123 SH SH 0 521,223 446,900 0 ON ASSIGNMENT INC COM COMMON 682159108 2,082 190,800 SH SOLE 0 0 190,800 0 OPTION CARE INC COMMON 683948103 221 16,560 SH SOLE 0 16,560 0 0 ORACLE CORPORATION COMMON 68389X105 133,451 10,929,636 SH SH 0 7,860,826 703,575 2,365,235 ORACLE SYSTEMS COMMON 68389X105 244 19,989 SH SOLE 0 0 19,989 0 OREGON STEEL MILLS INC COMMON 686079104 14,621 496,976 SH SH 0 149,176 269,500 78,300 OREGON STEEL MILLS INC COM COMMON 686079104 208 7,076 SH SOLE 0 0 7,076 0 ORLEANS HOMEBUILDERS INC COMMON 686588104 1,051 57,250 SH SOLE 0 57,250 0 0 ORMAT TECHNOLOGIES INC COMMON 686688102 1,338 51,200 SH SOLE 0 51,200 0 0 OTTER TAIL CORP COMMON 689648103 1,569 54,129 SH SOLE 0 37,403 16,726 0 OWENS & MINOR INC COMMON 690732102 2,963 107,612 SH SOLE 0 54,982 52,630 0 OWENS-ILLINOIS INC COMMON 690768403 2,615 124,310 SH SOLE 0 120,313 3,997 0 PALM INC COMMON 696643105 1,334 41,950 SH SOLE 0 41,950 0 0 PANERA BREAD COMPANY-CL A COMMON 69840W108 319 4,854 SH SOLE 0 516 4,338 0 PANTRY INC COMMON 698657103 15,173 322,903 SH SH 0 118,703 204,200 0 PANTRY INC COM COMMON 698657103 280 5,960 SH SOLE 0 0 5,960 0 PAPA JOHNS INTL COM COMMON 698813102 287 4,844 SH SOLE 0 0 4,844 0 PAPA JOHN'S INTL INC COMMON 698813102 5,544 93,480 SH SH 0 30,280 63,200 0 PAR TECHNOLOGY CORP/DEL COMMON 698884103 7,613 274,236 SH SH 0 47,136 227,100 0 PARKER DRILLING CO COMMON 701081101 5,948 549,231 SH SH 0 61,231 488,000 0 PARK-OHIO HOLDINGS CORP COMMON 700666100 522 37,011 SH SOLE 0 13,540 23,471 0 PATHMARK STORES INC COMMON 70322A101 905 90,521 SH SOLE 0 29,701 60,820 0 PATTERSON-UTI ENERGY INC COMMON 703481101 7,096 215,360 SH SOLE 0 215,360 0 0 PAYLESS SHOESOURCE INC COMMON 704379106 10,941 435,882 SH SH 0 219,682 216,200 0 PAYLESS SHOESOURCE INC COM COMMON 704379106 1,310 52,183 SH SOLE 0 0 52,183 0 PEABODY ENERGY CORP COMMON 704549104 24,439 296,513 SH SH 0 98,256 195,557 2,700 PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 21,485 386,414 SH SH 0 73,065 313,349 0 PEOPLES ENERGY CORP COMMON 711030106 221 6,292 SH SOLE 0 1,798 4,494 0 PEPSI BOTTLING GROUP INC COMMON 713409100 12,203 426,517 SH SH 0 217 426,300 0 PERDIGAO SA-ADR COMMON 71361V303 5,407 79,147 SH SH 0 28,247 50,900 0 PERINI CORP COMMON 713839108 221 9,146 SH SOLE 0 7,024 2,122 0 PEROT SYSTEMS CORP-CL A COMMON 714265105 2,859 202,170 SH SOLE 0 97,954 104,216 0 PERRIGO CO COMMON 714290103 1,566 105,000 SH SOLE 0 105,000 0 0 PERRY ELLIS INTERNATIONAL COMMON 288853104 1,186 62,397 SH SOLE 0 55,766 6,631 0 PETRO-CANADA COMMON 71644E102 657 16,383 SH SOLE 0 2,164 14,219 0 PETROCHINA CO LTD -ADR COMMON 71646E100 4,248 51,826 SH SOLE 0 4,186 47,640 0 PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 30,199 423,730 SH SH 0 35,652 388,078 0 PETROLEUM GEO-SERVICES-ADR COMMON 716599105 3,242 104,591 SH SOLE 0 100,404 4,187 0 PETSMART INC COMMON 716768106 32,901 1,282,200 SH SH 0 122,200 1,160,000 0 PFIZER INC COMMON 717081103 128,311 5,502,152 SH SH 0 3,395,397 1,071,007 1,035,748 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