-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, I6Qran4QC3duqOKfSaIyFM3xexkdPfap5QGXzcI1H4+P9mLni9ZpeZ/OGS0CEVBl RIGA5VCFIZlGg+B31pErXQ== 0001062592-06-000018.txt : 20060515 0001062592-06-000018.hdr.sgml : 20060515 20060515150428 ACCESSION NUMBER: 0001062592-06-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060515 DATE AS OF CHANGE: 20060515 EFFECTIVENESS DATE: 20060515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BEAR STEARNS ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001062592 IRS NUMBER: 510265872 STATE OF INCORPORATION: NY FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-07164 FILM NUMBER: 06840098 BUSINESS ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 BUSINESS PHONE: 2122723146 MAIL ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 13F-HR 1 f13-2006q1.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Quarter Ended March 31, 2006 If amended report check here: | | Amendment Number: This Amendment (Check only one): | | is a restatement | | adds new holdings entries. Bear Steans Asset Management Inc. - -------------------------------------------------------------------------------- Name of Institutional Investment Manager Filing this Report 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, 05/15/2006 ------------------------------------------ (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: 861 Form 13F Information Table Value Total: $14,483,563 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
- ------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------- ------- ------- ------- ------------------ ------- ------- ---------------------------- TITLE OF VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - --------------------------- -------- --------- -------- -------- --- ---- ---------- -------- ------ ---------- ------- 24/7 REAL MEDIA INC COMMON 901314203 136 13,000 SH SOLE 13,000 0 0 3M CO COMMON 88579Y101 1,566 20,689 SH SOLE 5,601 15,088 0 A.D.A.M. INC COMMON 00088U108 155 22,000 SH SOLE 22,000 0 0 AAMES INVESTMENT CORP COMMON 00253G108 350 61,600 SH SOLE 61,600 0 0 AAR CORP COMMON 000361105 23,036 808,874 SH SH 466,489 244,907 97,478 ABB LTD-SPON ADR COMMON 000375204 2,648 210,938 SH SOLE 144,055 58,706 8,177 ABBOTT LABORATORIES COMMON 002824100 1,795 42,267 SH SOLE 41,236 1,031 0 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 26,310 451,296 SH SOLE 452 450,844 0 ACCO BRANDS CORP COMMON 00081T108 1,045 47,095 SH SOLE 46,273 822 0 ACCREDITED HOME LENDERS COMMON 00437P107 1,255 24,519 SH SOLE 24,519 0 0 ACE CASH EXPRESS INC COMMON 004403101 1,211 48,637 SH SOLE 48,637 0 0 ACUITY BRANDS INC COMMON 00508Y102 4,140 103,500 SH SOLE 103,500 0 0 ADAPTEC INC COMMON 00651F108 3,361 607,739 SH SH 469,072 109,367 29,300 ADMINISTAFF INC COMMON 007094105 9,748 179,319 SH SH 79,569 98,972 778 ADOBE SYSTEMS INC COMMON 00724F101 16,026 458,935 SH SH 5,948 452,619 368 ADTRAN INC COMMON 00738A106 3,667 140,064 SH SOLE 138,571 1,493 0 ADVANCE AUTO PARTS COMMON 00751Y106 382 9,172 SH SOLE 2,910 6,081 181 ADVANCED MEDICAL OPTICS COMMON 00763M108 7,346 157,500 SH SOLE 157,500 0 0 ADVANCED MICRO DEVICES COMMON 007903107 25,822 778,694 SH SH 108,042 665,472 5,180 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 8,163 2481389 SH SOLE 2481389 0 0 ADVANTA CORP-CL B COMMON 007942204 1,375 37,300 SH SOLE 37,300 0 0 AEP INDUSTRIES INC COMMON 001031103 6,699 203,337 SH SH 76,162 123,703 3,472 AES CORP COMMON 00130H105 32,335 1,895,334 SH SOLE 259,616 1,633,014 2,704 AETNA INC-NEW COMMON 00817Y108 14,733 299,815 SH SH 40,099 255,994 3,722 AFFILIATED MANAGERS GROUP COMMON 008252108 39,738 372,735 SH SOLE 42,625 330,110 0 AFFYMETRIX INC COMMON 00826T108 549 16,671 SH SOLE 2,105 14,566 0 AGCO CORP COMMON 001084102 655 31,575 SH SOLE 2,791 28,493 291 AGILENT TECHNOLOGIES INC COMMON 00846U101 38,220 1,017,828 SH SH 495,405 519,870 2,553 AGNICO-EAGLE MINES LTD COMMON 008474108 793 26,055 SH SH 15,066 10,767 222 AIR METHODS CORP COMMON 009128307 21,978 744,009 SH SH 414,830 215,756 113,423 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 27,826 414,140 SH SOLE 414,100 40 0 AK STEEL HOLDING CORP COMMON 001547108 8,533 568,842 SH SOLE 112,013 455,845 984 AKAMAI TECHNOLOGIES COMMON 00971T101 2,845 86,520 SH SOLE 86,300 220 0 ALASKA AIR GROUP INC COMMON 011659109 1,911 53,884 SH SOLE 39,821 14,063 0 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 1,427 117,601 SH SH 104,244 13,357 0 ALBERTSON'S INC COMMON 013104104 7,744 301,699 SH SOLE 238,356 44,750 18,593 ALCOA INC COMMON 013817101 3,340 109,300 SH SOLE 109,300 0 0 ALCON INC COMMON H01301102 832 7,983 SH SOLE 1,660 6,237 86 ALERIS INTERNATIONAL INC COMMON 014477103 41,110 855,204 SH SH 282,621 509,543 63,040 ALFACELL CORP COMMON 015404106 80 21,500 SH SOLE 21,500 0 0 ALLEGHENY ENERGY INC COMMON 017361106 3,347 98,888 SH SOLE 7,721 90,790 377 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 45,750 747,783 SH SH 138,986 607,072 1,725 ALLERGAN INC COMMON 018490102 16,167 149,009 SH SH 75 148,934 0 ALLIANCEBERNSTEIN HOLDING LP COMMON 01881G106 824 12,439 SH SOLE 5,813 6,517 109 ALLSTATE CORP COMMON 020002101 18,992 364,457 SH SOLE 35,890 328,567 0 ALON USA ENERGY INC COMMON 020520102 1,589 64,529 SH SOLE 61,946 2,583 0 ALPHARMA INC-CL A COMMON 020813101 6,981 260,318 SH SH 147,078 110,703 2,537 ALTRIA GROUP INC COMMON 02209S103 12,922 182,351 SH SH 110,623 68,631 3,097 AMDOCS LTD COMMON G02602103 3,364 93,290 SH SOLE 93,050 240 0 AMERADA HESS CORP COMMON 023551104 255 1,790 SH SOLE 27 1,352 411 AMERCO INC COMMON 023586100 25,369 256,341 SH SH 92,179 133,191 30,971 AMEREN CORPORATION COMMON 023608102 8,097 162,535 SH SOLE 162,535 0 0 AMERICAN COMMERCIAL LINES COMMON 025195207 12,384 262,364 SH SOLE 262,364 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 4,991 369,720 SH SH 67,329 302,160 231 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 280 9,381 SH SOLE 8,786 595 0 AMERICAN EQUITY INVT LIFE HL COMMON 025676206 1,305 90,971 SH SOLE 90,971 0 0 AMERICAN EXPRESS COMPANY COMMON 025816109 589 11,220 SH SOLE 10,540 45 635 AMERICAN INTERNATIONAL GROUP COMMON 026874107 219,513 3,321,434 SH SH 2,434,899 202,003 684,532 AMERICAN RETIREMENT CORP COMMON 028913101 22,138 864,088 SH SH 128,697 734,276 1,115 AMERISOURCEBERGEN CORP COMMON 03073E105 31,487 652,300 SH SOLE 192,681 447,398 12,221 AMERON INTERNATIONAL CORP COMMON 030710107 14,160 193,363 SH SH 72,199 80,878 40,286 AMGEN INC COMMON 031162100 2,177 29,929 SH SH 3,232 26,431 266 AMKOR TECHNOLOGY INC COMMON 031652100 1,628 188,445 SH SH 97,332 91,113 0 AMR CORP/DEL COMMON 001765106 11,364 420,135 SH SH 303,456 99,502 17,177 AMSOUTH BANCORPORATION COMMON 032165102 4,053 149,833 SH SOLE 149,833 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 23,685 483,860 SH SOLE 83,650 400,210 0 ANADARKO PETROLEUM CORP COMMON 032511107 20,950 207,402 SH SOLE 6,256 200,873 273 ANADIGICS INC COMMON 032515108 6,301 797,593 SH SH 392,736 377,257 27,600 ANDERSONS INC/THE COMMON 034164103 24,858 317,756 SH SH 172,117 96,863 48,776 ANGLOGOLD ASHANTI LIMITED-SPOCOMMON 035128206 1,620 29,947 SH SOLE 582 29,365 0 ANHEUSER-BUSCH COS INC COMMON 035229103 145,377 3,399,027 SH SH 2,144,029 619,408 635,590 ANIXTER INTERNATIONAL INC COMMON 035290105 7,754 162,286 SH SH 38,614 122,960 712 AON CORP COMMON 037389103 20,993 505,729 SH SOLE 12,693 492,051 985 APPLE COMPUTER INC COMMON 037833100 26,935 429,438 SH SH 72,356 353,095 3,987 APPLEBEE'S INTL INC COMMON 037899101 11,192 455,900 SH SOLE 455,900 0 0 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 5,865 131,516 SH SH 32,246 98,598 672 APPLIED MATERIALS INC COMMON 038222105 5,357 305,962 SH SH 183,973 121,422 567 ARCH COAL INC COMMON 039380100 4,106 54,068 SH SH 35,213 18,075 780 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 1,574 46,774 SH SOLE 22,825 23,067 882 ARGONAUT GROUP INC COMMON 040157109 9,508 267,463 SH SH 189,946 14,455 63,062 ARIBA INC COMMON 04033V203 493 50,388 SH SOLE 28,494 21,894 0 ARMOR HOLDINGS INC COMMON 042260109 17,598 301,900 SH SOLE 301,900 0 0 ARRIS GROUP INC COMMON 04269Q100 151 11,000 SH SOLE 11,000 0 0 ARTISTDIRECT, INC COMMON 04315D400 1,238 275113 SH SOLE 275113 0 0 ARVINMERITOR INC COMMON 043353101 411 27,553 SH SH 864 26,689 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 1,839 93,283 SH SOLE 87,344 5,939 0 ASPEN TECHNOLOGY INC COMMON 045327103 8,876 701,641 SH SH 434,524 23,369 243,748 ASTEC INDUSTRIES INC COMMON 046224101 15,129 421,434 SH SH 201,009 156,500 63,925 ASYST TECHNOLOGIES INC COMMON 04648X107 15,759 1,513,798 SH SH 996,325 511,464 6,009 AT&T INC COMMON 00206R102 133,023 4,919,515 SH SH 2,828,455 1,347,248 743,811 ATLAS AMERICA INC COMMON 049167109 1,860 38,885 SH SH 35,169 3,366 350 ATMEL CORP COMMON 049513104 5,883 1,246,352 SH SH 773,262 434,780 38,310 AUTODESK INC COMMON 052769106 707 18,344 SH SOLE 9,140 9,204 0 AUTOLIV INC COMMON 052800109 26,574 469,661 SH SOLE 68,422 399,772 1,467 AUTOMATIC DATA PROCESSING COMMON 053015103 3,319 72,650 SH SOLE 54,550 0 18,100 AUTONATION INC COMMON 05329W102 406 18,844 SH SOLE 14,983 0 3,861 AUTOZONE INC COMMON 053332102 6,150 61,694 SH SH 273 61,350 71 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 1,665 210,000 SH SOLE 210,000 0 0 AVIALL INC COMMON 05366B102 6,227 163,533 SH SH 59,300 103,543 690 AVISTA CORP COMMON 05379B107 2,200 106,565 SH SH 16,464 89,799 302 BADGER METER INC COMMON 056525108 362 6,352 SH SOLE 5,029 1,216 107 BAKER HUGHES INC COMMON 057224107 17,232 251,929 SH SOLE 22 251,777 130 BALL CORP COMMON 058498106 24,723 564,069 SH SOLE 563,069 1,000 0 BALLY TOTAL FITNESS HLDGS COMMON 05873K108 19,278 2,057,427 SH SH 1,084,447 656,809 316,171 BANCO BRADESCO-SPONSORED ADR COMMON 059460303 12,165 338,755 SH SOLE 232,524 87,210 19,021 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 11,544 387,778 SH SOLE 233,829 134,106 19,843 BANCOLOMBIA S.A.-SPONS ADR COMMON 05968L102 208 5,971 SH SOLE 5,385 586 0 BANK OF AMERICA CORP COMMON 060505104 354,517 7,784,731 SH SH 4,953,761 1,286,846 1,544,1 BANK OF NEW YORK CO INC COMMON 064057102 14,919 413,955 SH SOLE 413,900 55 0 BARR PHARMACEUTICALS INC COMMON 068306109 789 12,532 SH SOLE 6,414 6,118 0 BARRETT BUSINESS SVCS INC COMMON 068463108 6,779 251,082 SH SH 119,938 127,491 3,653 BARRICK GOLD CORP COMMON 067901108 1,514 55,563 SH SH 41,146 13,978 439 BB&T CORPORATION COMMON 054937107 6,366 162,403 SH SOLE 106,450 53,298 2,655 BE AEROSPACE INC COMMON 073302101 17,122 681,627 SH SH 158,497 420,134 102,996 BEACON ROOFING SUPPLY INC COMMON 073685109 25,549 628,672 SH SH 179,482 382,745 66,445 BELDEN CDT INC COMMON 077454106 2,223 81,641 SH SOLE 51,600 30,041 0 BELL MICROPRODUCTS INC COMMON 078137106 83 13,390 SH SOLE 4,000 9,390 0 BELLSOUTH CORP COMMON 079860102 4,277 123,418 SH SOLE 6,155 111,737 5,526 BENCHMARK ELECTRONICS INC COMMON 08160H101 1,408 37,220 SH SOLE 35,635 1,585 0 BENIHANA INC - CLASS A COMMON 082047200 9,550 308,869 SH SH 131,070 175,956 1,843 BERKLEY (WR) CORP COMMON 084423102 733 16,091 SH SOLE 4,510 10,405 1,176 BERKSHIRE HATHAWAY INC-CL B COMMON 084670207 125,450 41,650 SH SH 31,055 2,466 8,129 BEST BUY COMPANY INC COMMON 086516101 26,361 471,307 SH SOLE 468,554 2,621 132 BFC FINANCIAL CORPORATION-A COMMON 055384200 1,553 237,041 SH SH 22,100 214,628 313 BHP BILLITON LTD-SPON ADR COMMON 088606108 19,004 476,880 SH SOLE 309 476,366 205 BIOMET INC COMMON 090613100 712 20,055 SH SOLE 20,000 55 0 BJ SERVICES CO COMMON 055482103 15,145 437,713 SH SOLE 211 437,312 190 BJ'S WHOLESALE CLUB INC COMMON 05548J106 641 20,364 SH SH 1,090 19,274 0 BLOCK H & R INC COMMON 093671105 5,688 262,725 SH SH 33,989 163,800 64,936 BLUELINX HOLDINGS INC COMMON 09624H109 1,824 114,012 SH SOLE 106,010 8,002 0 BOEING CO COMMON 097023105 6,556 84,136 SH SOLE 8,604 75,392 140 BON-TON STORES INC/THE COMMON 09776J101 1,925 59,510 SH SH 57,696 1,489 325 BOSTON SCIENTIFIC CORP COMMON 101137107 30,539 1,324,910 SH SOLE 304,500 1,020,410 0 BOYKIN LODGING COMPANY COMMON 103430104 3,088 273,509 SH SOLE 28,188 244,586 735 BP PLC -SPONS ADR COMMON 055622104 14,015 203,293 SH SH 20,834 181,021 1,438 BRASIL TELECOM SA-ADR COMMON 10553M101 1,229 86,489 SH SOLE 86,023 466 0 BRASKEM SA-SPON ADR COMMON 105532105 1,195 80,148 SH SOLE 76,812 3,336 0 BRIGHTPOINT INC COMMON 109473405 67,192 2,163,305 SH SH 937,163 1,106,992 119,150 BRINKER INTERNATIONAL INC COMMON 109641100 11,124 263,297 SH SOLE 51,042 207,178 5,077 BRISTOL-MYERS SQUIBB CO COMMON 110122108 11,939 485,122 SH SOLE 283,916 191,655 9,551 BRISTOW GROUP INC COMMON 110394103 527 17,059 SH SOLE 387 16,478 194 BROADCOM CORP-CL A COMMON 111320107 24,214 561,033 SH SOLE 19,793 541,084 157 BROADWING CORP COMMON 11161E101 37,459 2,541,330 SH SH 612,373 1,925,025 3,932 BROOKFIELD HOMES CORP COMMON 112723101 8,347 160,951 SH SH 27,270 133,408 273 BUILDERS FIRSTSOURCE INC COMMON 12008R107 1,191 52,438 SH SOLE 52,438 0 0 BUILDING MATERIAL HOLDING CP COMMON 120113105 20,963 588,142 SH SH 176,265 409,549 2,328 BUNGE LIMITED COMMON G16962105 5,444 97,710 SH SOLE 89,847 1,149 6,713 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 22,678 272,152 SH SOLE 3,704 268,046 402 CACI INTERNATIONAL INC-CL A COMMON 127190304 1,468 22,325 SH SOLE 21,367 845 113 CAE INC COMMON 124765108 585 74,301 SH SH 72,421 1,880 0 CALAMP CORP COMMON 128126109 1,498 127,639 SH SOLE 127,639 0 0 CALIFORNIA PIZZA KITCHEN INC COMMON 13054D109 673 20,720 SH SOLE 20,541 179 0 CALLAWAY GOLF COMPANY COMMON 131193104 258 15,000 SH SOLE 15,000 0 0 CANADIAN NATL RAILWAY CO COMMON 136375102 19,264 425,442 SH SH 0 425,442 0 CANADIAN NATURAL RESOURCES LTCOMMON 136385101 35,379 638,718 SH SH 108,055 530,028 635 CARDINAL HEALTH INC COMMON 14149Y108 16,506 221,495 SH SOLE 219,700 1,795 0 CARPENTER TECHNOLOGY COMMON 144285103 1,865 19,732 SH SOLE 13,909 5,823 0 CASCADE CORP COMMON 147195101 8,436 159,619 SH SH 29,378 130,241 0 CASEY'S GENERAL STORES INC COMMON 147528103 980 42,865 SH SOLE 41,805 1,060 0 CASH AMERICA INTL INC COMMON 14754D100 1,451 48,337 SH SOLE 48,337 0 0 CASTLE (A.M.) & CO COMMON 148411101 32,444 1,099,808 SH SH 349,933 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22,229 78,319 2,106 CHEMTURA CORP COMMON 163893100 474 40,171 SH SOLE 15,161 25,010 0 CHESAPEAKE ENERGY CORP COMMON 165167107 1,124 35,805 SH SH 3,300 32,321 184 CHEVRON CORP COMMON 166764100 146,348 2,524,538 SH SH 1,770,221 238,970 515,347 CHICO'S FAS INC COMMON 168615102 18,419 453,214 SH SH 49,933 402,052 1,229 CHILDREN'S PLACE COMMON 168905107 6,664 115,107 SH SOLE 20,254 94,295 558 CHIQUITA BRANDS INTL COMMON 170032809 2,385 142,191 SH SOLE 81,992 59,859 340 CHUNGHWA TELECOM CO LTD-ADR COMMON 17133Q205 3,825 195,246 SH SOLE 5,497 180,307 9,442 CHURCH & DWIGHT CO INC COMMON 171340102 12,641 342,400 SH SOLE 342,400 0 0 CIA DE MINAS BUENAVENTUR-ADR COMMON 204448104 825 33,400 SH SOLE 33,400 0 0 CIA PARANAENSE ENER-SP ADR P COMMON 20441B407 31,517 3,209,407 SH SH 1,324,755 1,646,259 238,393 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 6,242 198,682 SH SOLE 6,827 183,071 8,784 CIENA CORP COMMON 171779101 5,804 1,113,987 SH SH 661,008 409,685 43,294 CIGNA CORP COMMON 125509109 46,870 358,826 SH SOLE 21,670 336,518 638 CINCINNATI FINANCIAL CORP COMMON 172062101 2,729 64,865 SH SOLE 63,564 1,242 59 CINTAS CORP COMMON 172908105 24,720 580,000 SH SH 0 580,000 0 CIRCUIT CITY STORES INC COMMON 172737108 376 15,362 SH SOLE 11,946 3,416 0 CIRRUS LOGIC INC COMMON 172755100 219 25,787 SH SOLE 1,841 23,946 0 CISCO SYSTEMS INC COMMON 17275R102 56,704 2,616,698 SH SOLE 359,621 2,205,177 51,900 CIT GROUP INC COMMON 125581108 45,958 858,715 SH SOLE 1,518 856,472 725 CITIGROUP INC COMMON 172967101 351,516 7,442,625 SH SH 4,864,656 1,194,798 1,383,1 CKE RESTAURANTS INC COMMON 12561E105 348 20,020 SH SOLE 16,056 3,964 0 CLEAN HARBORS INC COMMON 184496107 16,308 549,630 SH SH 96,915 451,144 1,571 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 20,485 706,133 SH SOLE 114,415 586,081 5,637 CLEVELAND-CLIFFS INC COMMON 185896107 13,404 153,866 SH SH 46,893 106,539 434 CLOROX COMPANY COMMON 189054109 26,005 434,502 SH SOLE 93,881 333,813 6,808 CNET NETWORKS INC COMMON 12613R104 28,619 2,014,000 SH SH 4,000 2,010,000 0 COACH INC COMMON 189754104 15,955 461,397 SH SOLE 456,467 4,534 396 COCA-COLA COMPANY COMMON 191216100 151,451 3,617,161 SH SH 2,420,543 478,165 718,453 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 19,479 327,432 SH SOLE 166 327,266 0 COLDWATER CREEK INC COMMON 193068103 531 19,107 SH SH 16,161 2,946 0 COLGATE-PALMOLIVE CO COMMON 194162103 13,845 242,478 SH SH 24,240 216,642 1,596 COLUMBUS MCKINNON CORP/NY COMMON 199333105 34,224 1,270,872 SH SH 422,353 758,457 90,062 COMCAST CORP-CL A COMMON 20030N101 155,038 5,926,510 SH SH 4,313,160 344,735 1,268,6 COMERICA INC COMMON 200340107 10,661 183,909 SH SOLE 144,691 37,231 1,987 COMFORT SYSTEMS USA INC COMMON 199908104 173 12,788 SH SOLE 9,100 3,688 0 COMMERCIAL METALS CO COMMON 201723103 8,038 150,273 SH SH 102,292 43,852 4,129 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 211 6,125 SH SOLE 247 5,878 0 COMMUNITY HEALTH SYSTEMS COMMON 203668108 17,840 493,500 SH SOLE 69,131 420,947 3,422 COMPANHIA DE BEBIDAS-PR ADR COMMON 20441W203 2,147 49,958 SH SOLE 2,173 45,778 2,007 CONAGRA FOODS INC COMMON 205887102 17,928 835,419 SH SOLE 394,989 430,814 9,616 CONEXANT SYSTEMS INC COMMON 207142100 3,657 1,059,781 SH SH 760,813 239,768 59,200 CONN'S INC COMMON 208242107 18,204 532,898 SH SH 153,877 325,416 53,605 CONOCOPHILLIPS COMMON 20825C104 7,012 111,037 SH SOLE 17,898 59,898 33,241 CONSOL ENERGY INC COMMON 20854P109 926 12,487 SH SOLE 9,241 2,807 439 CONSOLIDATED EDISON INC COMMON 209115104 8,102 186,256 SH SOLE 186,256 0 0 CONSTELLATION BRANDS INC-A COMMON 21036P108 34,671 1,384,087 SH SOLE 141,206 1,242,192 689 CONTINENTAL AIRLINES-CL B COMMON 210795308 17,058 634,141 SH SH 302,180 213,322 118,639 CORE-MARK HOLDING CO INC COMMON 218681104 712 18,609 SH SOLE 18,609 0 0 CORNING INC COMMON 219350105 6,679 248,185 SH SOLE 65,888 179,775 2,522 COSI INC COMMON 22122P101 149 13,600 SH SOLE 13,600 0 0 COVANTA HOLDING CORP COMMON 22282E102 2,312 138,689 SH SOLE 136,388 1,917 384 COVENTRY HEALTH CARE INC COMMON 222862104 12,726 235,754 SH SOLE 228,300 5,452 2,002 CROSSTEX ENERGY INC COMMON 22765Y104 772 9,980 SH SH 9,737 180 63 CRYOLIFE INC COMMON 228903100 1,770 402,200 SH SOLE 402,200 0 0 CSK AUTO CORP COMMON 125965103 1,082 78,011 SH SOLE 78,011 0 0 CTS CORP COMMON 126501105 1,358 101,479 SH SOLE 101,479 0 0 CYTEC INDUSTRIES INC COMMON 232820100 9,320 155,300 SH SOLE 155,300 0 0 DAIMLERCHRYSLER AG COMMON D1668R123 13,279 231,290 SH SOLE 162,801 60,995 7,494 DELIA*S INC COMMON 246911101 191 20,400 SH SOLE 20,400 0 0 DELL INC COMMON 24702R101 149,599 5,026,856 SH SH 3,674,785 271,265 1,080,8 DENNY'S CORPORATION COMMON 24869P104 27,050 5,682,791 SH SH 747,670 4,932,381 2,740 DEUTSCHE BANK AG -REG COMMON D18190898 23,656 207,077 SH SOLE 60,954 142,556 3,567 DEUTSCHE TELEKOM AG-SPON ADR COMMON 251566105 1,087 64,602 SH SOLE 23,939 40,076 587 DEVON ENERGY CORPORATION COMMON 25179M103 42,923 701,708 SH SH 103,035 590,321 8,352 DIAGEO PLC-SPONSORED ADR COMMON 25243Q205 2,311 36,437 SH SOLE 1,763 33,075 1,599 DIAMOND OFFSHORE DRILLING COMMON 25271C102 572 6,389 SH SOLE 4,500 1,889 0 DILLARDS INC CL A COMMON 254067101 5,417 208,032 SH SOLE 0 208,032 0 DILLARDS INC-CL A COMMON 254067101 1,639 62,951 SH CALL SOLE 61,619 0 1,332 DISCOVERY HOLDING CO-A W/I COMMON 25468Y107 277 18,462 SH SOLE 18,424 37 0 DISCOVERY LABORATORIES INC COMMON 254668106 3,042 415,000 SH SOLE 415,000 0 0 DOBSON COMMUNICATIONS CORP-A COMMON 256069105 10,417 1,298,853 SH SH 237,312 1,061,541 0 DOLLAR FINANCIAL CORP COMMON 256664103 1,648 92,702 SH SOLE 91,521 1,181 0 DOMINO'S PIZZA INC COMMON 25754A201 867 30,354 SH SOLE 24,009 2,969 3,376 DONEGAL GROUP INC-CL A COMMON 257701201 1,355 51,942 SH SOLE 51,942 0 0 DONNELLEY (R.R.) & SONS CO COMMON 257867101 11,511 351,827 SH SOLE 344,876 6,676 275 DOW CHEMICAL COMMON 260543103 621 15,309 SH SOLE 498 14,415 396 DOWNEY FINANCIAL CORP COMMON 261018105 1,367 20,315 SH SOLE 20,315 0 0 DR HORTON INC COMMON 23331A109 29,685 893,559 SH SOLE 635,150 71,699 186,710 DRESS BARN INC COMMON 261570105 31,197 795,835 SH SH 445,162 290,348 60,325 DREW INDUSTRIES INC COMMON 26168L205 17,858 502,351 SH SH 267,467 164,733 70,151 DRS TECHNOLOGIES INC COMMON 23330X100 3,755 68,440 SH SOLE 3,283 64,716 441 DU PONT (E.I.) DE NEMOURS COMMON 263534109 17,394 412,071 SH SH 342,684 65,875 3,512 DUQUESNE LIGHT HOLDINGS INC COMMON 266233105 1,130 68,500 SH SOLE 68,500 0 0 E*TRADE FINANCIAL CORPORATIONCOMMON 269246104 471 17,468 SH SOLE 14,891 1,954 623 EASTMAN CHEMICAL COMPANY COMMON 277432100 1,575 30,774 SH SOLE 1,192 28,234 1,348 EBAY INC COMMON 278642103 380 9,730 SH SOLE 2,560 7,170 0 ECHOSTAR COMMUNICATIONS - A COMMON 278762109 6,535 218,800 SH SH 60,300 158,400 100 EDWARDS LIFESCIENCES CP COMMON 28176E108 6,938 159,500 SH SOLE 159,500 0 0 EMC CORP/MASS COMMON 268648102 28,748 2,109,206 SH SOLE 217,800 1,890,950 456 EMCOR GROUP INC COMMON 29084Q100 21,481 432,552 SH SH 251,631 122,903 58,018 EMCORE CORP COMMON 290846104 8,279 810,285 SH SH 156,353 653,328 604 EMDEON CORP COMMON 290849108 4,027 372,812 SH SOLE 368,600 4,212 0 EMERSON ELECTRIC CO COMMON 291011104 21,897 261,830 SH SOLE 261,800 30 0 EMPIRE RESOURCES INC COMMON 29206E100 4,448 161,166 SH SH 156,001 4,559 606 ENCANA CORP COMMON 292505104 19,656 420,648 SH SOLE 21,831 398,370 447 ENCORE WIRE CORP COMMON 292562105 10,816 319,262 SH SH 164,321 153,359 1,582 ENGLOBAL CORP COMMON 293306106 24,420 1,671,436 SH SH 951,489 519,002 200,945 ENI SPA-SPONSORED ADR COMMON 26874R108 2,544 44,643 SH SOLE 575 41,946 2,123 ENSCO INTERNATIONAL INC COMMON 26874Q100 3,933 76,447 SH SH 57,570 17,572 1,305 ENZON INC COMMON 293904108 6,387 788,500 SH SOLE 788,500 0 0 EOG RESOURCES INC COMMON 26875P101 22,761 316,117 SH SH 14,935 300,730 452 ESCALA GROUP INC COMMON 29605W107 18,503 706,475 SH SH 404,313 215,215 86,947 EVERGREEN SOLAR INC COMMON 30033R108 169 11,000 SH SOLE 11,000 0 0 EXELON CORP COMMON 30161N101 2,058 38,900 SH SOLE 38,900 0 0 EXPEDIA INC COMMON 30212P105 3,182 157,000 SH SOLE 116,250 0 40,750 EXPRESS SCRIPTS INC-CL A COMMON 302182100 34,952 397,648 SH SH 114,181 276,410 7,057 EXXON MOBIL CORPORATION COMMON 30231G102 286,489 4,707,342 SH SH 2,966,052 876,228 865,062 EZCORP INC-CL A COMMON 302301106 16,414 556,019 SH SH 132,149 422,587 1,283 FAMILY DOLLAR STORES COMMON 307000109 1,831 68,825 SH SOLE 66,817 1,680 328 FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 1,295 37,579 SH SOLE 37,579 0 0 FEDERAL AGRIC MTG CORP-CL C COMMON 313148306 1,269 43,134 SH SOLE 43,134 0 0 FEDERAL HOME LN MTGE CORP COMMON 313400301 155,983 2,557,102 SH SH 1,894,665 138,040 524,397 FEDERATED DEPARTMENT STORES COMMON 31410H101 5,241 71,791 SH SH 6,608 65,000 183 FIDELITY NATIONAL FINL INC COMMON 316326107 2,788 78,469 SH SOLE 76,600 1,869 0 FIFTH THIRD BANCORP COMMON 316773100 6,535 166,016 SH SOLE 105,470 57,844 2,702 FINISAR CORPORATION COMMON 31787A101 109 22,000 SH SOLE 22,000 0 0 FIRST DATA CORP COMMON 319963104 29,420 628,365 SH SOLE 163,843 460,732 3,790 FIRST HORIZON NATL CORP COMMON 320517105 6,864 164,802 SH SOLE 164,752 50 0 FIRST REPUBLIC BANK COMMON 336158100 1,305 34,500 SH SOLE 34,500 0 0 FISERV INC COMMON 337738108 23,829 560,030 SH SOLE 0 560,030 0 FISHER SCIENTIFIC INTL COMMON 338032204 33,800 496,695 SH SOLE 46,575 450,120 0 FLANDERS CORPORATION COMMON 338494107 143 12,214 SH SOLE 11,435 0 779 FLOW INTL CORP COMMON 343468104 17,311 1,314,369 SH SH 204,397 1,108,307 1,665 FLOWERS FOODS INC COMMON 343498101 1,089 36,662 SH SOLE 35,151 1,511 0 FORD MOTOR COMPANY COMMON 345370860 19,400 2,437,214 SH SOLE 1,878,187 483,362 75,664 FOREST LABORATORIES INC COMMON 345838106 5,579 125,000 SH SOLE 125,000 0 0 FORTUNE BRANDS INC COMMON 349631101 24,761 307,100 SH SOLE 307,100 0 0 FOSTER WHEELER LTD COMMON G36535139 5,751 121,560 SH SH 37,653 81,506 2,401 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 6,687 162,537 SH SH 106,710 8,246 47,581 FPIC INSURANCE GROUP INC COMMON 302563101 1,360 35,977 SH SOLE 35,977 0 0 FRANKLIN RESOURCES INC COMMON 354613101 16,330 173,280 SH SOLE 84 173,115 81 FREEPORT-MCMORAN COPPER-B COMMON 35671D857 32,038 536,019 SH SOLE 145,072 390,453 494 FRONTIER OIL CORP COMMON 35914P105 23,120 389,565 SH SH 131,344 255,461 2,760 FUJI PHOTO FILM -UNSPON ADR COMMON 359586302 371 11,086 SH SOLE 0 10,217 869 GAMESTOP CORP-CL A COMMON 36467W109 1,484 31,488 SH SH 12,530 18,880 78 GANNETT CO COMMON 364730101 20,666 344,886 SH SOLE 72,290 270,035 2,561 GAP INC COMMON 364760108 3,867 207,045 SH SOLE 206,600 445 0 GARDNER DENVER INC COMMON 365558105 405 6,218 SH SOLE 6,111 107 0 GATEWAY INC COMMON 367626108 1,155 527,139 SH SOLE 510,906 16,233 0 GEHL COMPANY COMMON 368483103 7,344 221,761 SH SH 46,478 174,622 661 GENENTECH INC COMMON 368710406 25,353 300,000 SH SH 0 300,000 0 GENERAL CABLE CORP COMMON 369300108 24,745 815,862 SH SH 442,928 264,943 107,991 GENERAL COMMUNICATION -CL A COMMON 369385109 1,351 111,768 SH SOLE 27,757 83,493 518 GENERAL ELECTRIC CO COMMON 369604103 296,750 8,532,206 SH SH 6,125,334 814,044 1,592,8 GENERAL MILLS INC COMMON 370334104 12,871 253,968 SH SOLE 15,613 237,326 1,029 GENERAL MOTORS CORP COMMON 370442105 35,704 1,678,622 SH SH 619,876 1,032,917 25,829 GENESCO INC COMMON 371532102 368 9,485 SH SOLE 7,642 1,581 262 GENESIS HEALTHCARE CORP COMMON 37184D101 5,014 114,127 SH SOLE 43,922 69,734 471 GENUINE PARTS CO COMMON 372460105 3,084 70,356 SH SOLE 62,276 8,080 0 GERDAU SA -SPON ADR COMMON 373737105 622 40,164 SH SOLE 1,316 37,587 1,261 GEVITY HR INC COMMON 374393106 7,361 300,949 SH SH 59,025 241,321 603 GIANT INDUSTRIES INC COMMON 374508109 32,664 469,715 SH SH 177,004 257,883 34,828 GILDAN ACTIVEWEAR INC-CL A COMMON 375916103 3,075 64,708 SH SH 53,255 7,853 3,600 GLAXOSMITHKLINE PLC-ADR COMMON 37733W105 1,211 23,148 SH SOLE 7,480 15,457 211 GLENAYRE TECHNOLOGIES INC COMMON 377899109 3,813 726,191 SH SH 711,211 7,249 7,731 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 1,351 35,578 SH SOLE 35,578 0 0 GLOBAL INDUSTRIES LTD COMMON 379336100 430 29,732 SH SOLE 2,923 26,809 0 GOLDEN TELECOM INC COMMON 38122G107 5,937 197,556 SH SOLE 51,355 145,682 519 GOLDMAN SACHS GROUP INC COMMON 38141G104 31,444 200,332 SH SH 25,292 171,537 3,503 GOODRICH CORP COMMON 382388106 4,701 107,800 SH SOLE 107,800 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 228 15,783 SH SOLE 10,811 4,517 455 GOOGLE INC-CL A COMMON 38259P508 8,114 20,805 SH SOLE 20,690 115 0 GRAINGER (W.W.) INC COMMON 384802104 30,880 409,825 SH SOLE 49,700 360,125 0 GRANITE CONSTRUCTION INC COMMON 387328107 11,165 229,364 SH SH 119,100 108,694 1,570 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 18,305 524,024 SH SH 142,604 376,959 4,461 GREENBRIER COMPANIES INC COMMON 393657101 477 11,916 SH SOLE 10,775 820 321 GREIF INC-CL A COMMON 397624107 414 6,040 SH SOLE 4,797 1,018 225 GREY WOLF INC COMMON 397888108 105 14,100 SH SOLE 14,100 0 0 GROUP 1 AUTOMOTIVE INC COMMON 398905109 4,013 84,407 SH SH 71,337 12,849 221 GRUPO FINANCIERO GALICIA-ADR COMMON 399909100 1,361 176,503 SH SOLE 176,503 0 0 GRUPO TMM SA-SP ADR A COMMON 40051D105 252 51,297 SH SH 37,237 9,361 4,699 GUESS? INC COMMON 401617105 11,363 290,546 SH SH 162,125 120,942 7,479 GYMBOREE CORP COMMON 403777105 2,501 96,049 SH SH 56,990 38,547 512 H.B. FULLER CO. COMMON 359694106 6,278 122,274 SH SH 8,094 113,514 666 HALLIBURTON CO COMMON 406216101 24,775 339,299 SH SH 59,859 278,303 1,137 HARLEY-DAVIDSON INC COMMON 412822108 15,919 306,845 SH SOLE 40,795 265,898 152 HARLEYSVILLE GROUP INC COMMON 412824104 1,375 46,312 SH SOLE 45,635 677 0 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 24,978 310,095 SH SH 95 310,000 0 HARTMARX CORP COMMON 417119104 121 13,630 SH SOLE 13,630 0 0 HCA - THE HEALTHCARE COMPANY COMMON 404119109 18,531 404,686 SH SOLE 44,038 358,731 1,917 HEALTHCARE SERVICES GROUP COMMON 421906108 4,024 188,347 SH SOLE 27,244 159,526 1,577 HEALTHEXTRAS INC COMMON 422211102 1,819 51,545 SH SH 30,877 17,892 2,776 HEINZ (H.J.) CO COMMON 423074103 13,645 359,832 SH SOLE 13,840 344,257 1,735 HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 885 23,358 SH SOLE 18,537 4,821 0 HELMERICH & PAYNE COMMON 423452101 1,833 26,256 SH SOLE 23,072 484 2,700 HEWLETT-PACKARD CO COMMON 428236103 129,476 3,935,468 SH SH 2,311,456 967,191 656,821 HOLLY CORP COMMON 435758305 18,494 249,503 SH SH 92,338 155,095 2,070 HOME DEPOT INC COMMON 437076102 286,964 6,784,044 SH SH 4,457,086 1,034,507 1,292,4 HONDA MOTOR CO LTD-SPONS ADR COMMON 438128308 1,858 60,000 SH SOLE 60,000 0 0 HORIZON HEALTH CORP COMMON 44041Y104 3,993 201,684 SH SOLE 27,256 173,476 952 HOVNANIAN ENTERPRISES-A COMMON 442487203 695 15,811 SH SOLE 10,265 5,113 433 HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 4,526 54,018 SH SOLE 2,250 49,702 2,066 HUB GROUP INC-CL A COMMON 443320106 16,039 351,893 SH SH 115,221 235,602 1,070 HUDSON HIGHLAND GROUP INC COMMON 443792106 7,123 376,091 SH SOLE 15,603 359,882 606 HUMANA INC COMMON 444859102 5,744 109,089 SH SOLE 88,104 14,952 6,033 IAC/INTERACTIVECORP COMMON 44919P300 17,352 588,778 SH SOLE 149,049 412,181 27,548 ICO INC COMMON 449293109 56 11,200 SH SOLE 11,200 0 0 ICONIX BRAND GROUP INC COMMON 451055107 6,613 454,500 SH SOLE 454,500 0 0 ILLINOIS TOOL WORKS COMMON 452308109 21,429 222,505 SH SOLE 29,343 193,095 67 IMATION CORP COMMON 45245A107 680 15,847 SH SOLE 13,750 495 1,602 IMAX CORP COMMON 45245E109 135 13,300 SH SOLE 13,300 0 0 IMPAC MORTGAGE HOLDINGS INC COMMON 45254P102 1,379 143,075 SH SOLE 4,495 138,580 0 IMPERIAL OIL LTD COMMON 453038408 1,997 18,567 SH SOLE 4,018 14,354 195 INDUS INTERNATIONAL INC COMMON 45578L100 336 92,115 SH SH 79,788 10,530 1,797 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 1,387 33,226 SH SOLE 33,226 0 0 ING GROEP N.V.-SPONSORED ADR COMMON 456837103 1,984 50,354 SH SOLE 944 47,763 1,647 INGERSOLL-RAND CO-CL A COMMON G4776G101 41,275 987,660 SH SOLE 94,106 892,988 566 INGRAM MICRO INC-CL A COMMON 457153104 28,956 1,447,798 SH SOLE 157,403 1,290,395 0 INSIGNIA FINANCIAL GROUP INC COMMON 45684P102 931 54,138 SH SOLE 53,577 130 431 INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 10,886 409,215 SH SH 230,529 177,104 1,582 INSPIRE PHARMACEUTICALS INC COMMON 457733103 785 150,000 SH SOLE 150,000 0 0 INTEL CORP COMMON 458140100 26,081 1,347,815 SH SOLE 213,071 1,091,103 43,641 INTERFACE INC-CL A COMMON 458665106 2,338 169,302 SH SH 157,014 9,601 2,687 INTERMAGNETICS GENERAL CORP COMMON 458771102 515 20,526 SH SOLE 8,729 11,797 0 INTERMEC INC COMMON 458786100 733 24,052 SH SOLE 18,821 4,262 969 INTERNATIONAL PAPER CO COMMON 460146103 645 18,638 SH SOLE 1,201 16,362 1,075 INTERNET INITIATIVE-SPON ADR COMMON 46059T109 135 14,155 SH SOLE 6,570 6,686 899 INTERTAPE POLYMER GROUP INC COMMON 460919103 1,271 147,800 SH SOLE 147,800 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 167,785 2,034,509 SH SH 1,285,330 386,106 363,073 INTRAWEST CORPORATION COMMON 460915200 1,299 37,992 SH SH 35,619 1,491 882 INVACARE CORP COMMON 461203101 793 25,549 SH SOLE 2,967 22,582 0 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 6,232 125,136 SH SH 70,221 53,258 1,657 INVITROGEN CORP COMMON 46185R100 29,356 418,605 SH SOLE 43,500 375,105 0 ISHARES FTSE/XINHUA CHINA 25 COMMON 464287184 1,991 26,805 SH SOLE 26,805 0 0 ISHARES MSCI AUSTRALIA INDEX COMMON 464286103 751 37,560 SH SOLE 37,560 0 0 ISHARES MSCI AUSTRIA INDEX COMMON 464286202 1,121 36,030 SH SOLE 36,030 0 0 ISHARES MSCI BELGIUM COMMON 464286301 1,101 51,990 SH SOLE 51,990 0 0 ISHARES MSCI BRAZIL COMMON 464286400 44,780 1,120,900 SH SOLE 1,120,900 0 0 ISHARES MSCI CANADA COMMON 464286509 2,500 105,790 SH SOLE 105,790 0 0 ISHARES MSCI EMERGING MKT IN COMMON 464287234 1,379 13,930 SH SOLE 13,930 0 0 ISHARES MSCI EMU COMMON 464286608 11,459 131,490 SH SOLE 131,490 0 0 ISHARES MSCI FRANCE INDEX FD COMMON 464286707 2,657 90,960 SH SOLE 90,960 0 0 ISHARES MSCI GERMANY INDEX COMMON 464286806 3,063 132,870 SH SOLE 132,870 0 0 ISHARES MSCI HONG KONG INDEX COMMON 464286871 5,059 375,000 SH SOLE 375,000 0 0 ISHARES MSCI ITALY INDEX FD COMMON 464286855 552 19,780 SH SOLE 19,780 0 0 ISHARES MSCI JAPAN INDEX FD COMMON 464286848 18,192 1,263,308 SH SOLE 1,263,308 0 0 ISHARES MSCI MALAYSIA COMMON 464286830 1,100 147,200 SH SOLE 147,200 0 0 ISHARES MSCI NETHERLANDS INX COMMON 464286814 1,325 58,540 SH SOLE 58,540 0 0 ISHARES MSCI SINGAPORE COMMON 464286673 170 19,400 SH SOLE 19,400 0 0 ISHARES MSCI SOUTH AFRICA IN COMMON 464286780 426 3,700 SH SOLE 3,700 0 0 ISHARES MSCI SOUTH KOREA IND COMMON 464286772 5,845 125,300 SH SOLE 125,300 0 0 ISHARES MSCI SPAIN INDEX FD COMMON 464286764 556 13,610 SH SOLE 13,610 0 0 ISHARES MSCI SWITZERLAND IND COMMON 464286749 1,560 74,550 SH SOLE 74,550 0 0 ISHARES MSCI TAIWAN INDEX FD COMMON 464286731 11,486 902,250 SH SOLE 902,250 0 0 ISHARES MSCI UNITED KINGDOM COMMON 464286699 5,468 271,240 SH SOLE 271,240 0 0 ISIS PHARMACEUTICALS INC COMMON 464330109 2,072 230,019 SH SH 208,500 12,319 9,200 I-TRAX INC COMMON 45069D203 47 14,000 SH SOLE 14,000 0 0 ITRON INC COMMON 465741106 3,663 61,197 SH SH 8,741 52,239 217 JDS UNIPHASE CORP COMMON 46612J101 8,531 2,045,940 SH SH 1,163,500 822,879 59,561 JETBLUE AIRWAYS CORP COMMON 477143101 11,673 1,088,900 SH SOLE 1,088,900 0 0 JLG INDUSTRIES INC COMMON 466210101 36,923 1,199,190 SH SH 373,448 814,904 10,838 JOHNSON & JOHNSON COMMON 478160104 290,461 4,904,781 SH SH 3,441,248 435,583 1,027,9 JONES APPAREL GROUP INC COMMON 480074103 13,235 374,174 SH SH 15,774 358,400 0 JONES LANG LASALLE INC COMMON 48020Q107 932 12,179 SH SOLE 11,473 397 309 JOS A BANK CLOTHIERS INC COMMON 480838101 359 7,473 SH SOLE 7,076 240 157 JOY GLOBAL INC COMMON 481165108 15,064 252,017 SH SH 150,672 96,240 5,105 JPMORGAN CHASE & CO COMMON 46625H100 217,548 5,224,492 SH SH 3,938,039 431,834 854,619 JUPITERMEDIA CORP COMMON 48207D101 412 22,896 SH SOLE 15,684 5,446 1,766 K&F INDUSTRIES HOLDINGS INC COMMON 482241106 4,902 295,300 SH SOLE 295,300 0 0 KAMAN CORP COMMON 483548103 2,174 86,395 SH SH 46,098 38,251 2,046 KB HOME COMMON 48666K109 53,096 817,130 SH SOLE 423,708 274,342 119,080 KELLY SERVICES INC -CL A COMMON 488152208 1,502 55,279 SH SOLE 47,445 7,834 0 KENDLE INTERNATIONAL INC COMMON 48880L107 5,577 165,010 SH SH 49,008 115,517 485 KERR-MCGEE CORP COMMON 492386107 42,664 446,841 SH SOLE 79,604 363,277 3,960 KEYCORP COMMON 493267108 12,384 336,530 SH SOLE 114,618 218,011 3,901 KEYSTONE AUTOMOTIVE INDS INC COMMON 49338N109 8,071 191,209 SH SH 82,936 107,225 1,048 KIMBERLY-CLARK CORP COMMON 494368103 28,565 494,208 SH SOLE 35,299 457,178 1,731 KINDRED HEALTHCARE INC COMMON 494580103 7,342 291,904 SH SOLE 93,977 197,000 927 KING PHARMACEUTICALS INC COMMON 495582108 6,915 400,799 SH SH 284,693 102,732 13,374 KLA-TENCOR CORPORATION COMMON 482480100 1,682 34,779 SH SH 1,898 32,556 325 KNIGHT CAPITAL GROUP INC-A COMMON 499005106 3,968 284,806 SH SH 229,268 41,338 14,200 KOOKMIN BANK-SPON ADR COMMON 50049M109 2,364 27,638 SH SOLE 18,433 7,290 1,915 KOREA ELEC POWER CORP-SP ADR COMMON 500631106 761 35,230 SH SOLE 853 34,377 0 KRAFT FOODS INC-A COMMON 50075N104 201 6,624 SH SOLE 0 6,557 67 KROGER CO COMMON 501044101 8,339 409,587 SH SOLE 363,308 21,221 25,058 KULICKE & SOFFA INDUSTRIES COMMON 501242101 544 57,068 SH SH 42,364 13,071 1,633 LABARGE INC COMMON 502470107 4,350 290,929 SH SOLE 23,459 266,089 1,381 LABOR READY INC COMMON 505401208 7,012 292,748 SH SH 27,122 265,423 203 LADISH CO INC COMMON 505754200 32,691 1,128,437 SH SH 419,312 612,796 96,329 LAMSON & SESSIONS CO COMMON 513696104 41,733 1,499,588 SH SH 559,432 843,637 96,519 LA-Z-BOY INC COMMON 505336107 1,308 76,958 SH SOLE 76,958 0 0 LCA-VISION INC COMMON 501803308 3,355 66,953 SH SOLE 41,927 20,853 4,173 LEGG MASON INC COMMON 524901105 1,149 9,168 SH SOLE 512 8,510 146 LEGGETT & PLATT INC COMMON 524660107 213 8,718 SH SOLE 332 7,990 396 LEHMAN BROTHERS HOLDING INC COMMON 524908100 57,355 396,831 SH SOLE 44,268 351,581 982 LENNOX INTERNATIONAL INC COMMON 526107107 11,019 369,034 SH SH 106,393 259,862 2,779 LEUCADIA NATIONAL CORP COMMON 527288104 811 13,599 SH SOLE 13,599 0 0 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 2,270 438,210 SH SOLE 437,100 1,110 0 LEXMARK INTL GROUP INC-CL A COMMON 529771107 15,058 331,811 SH SOLE 101,563 225,326 4,922 LIBERTY GLOBAL INC-A COMMON 530555101 2,522 123,204 SH SOLE 123,204 0 0 LIBERTY GLOBAL INC-C W/I COMMON 530555309 2,433 123,204 SH SOLE 123,204 0 0 LIBERTY MEDIA CORP COMMON 530718105 98,366 11,981,323SH SH 8,729,358 735,107 2,516,8 LIFECELL CORPORATION COMMON 531927101 670 29,727 SH SOLE 14,293 15,434 0 LIFETIME BRANDS INC COMMON 53222Q103 7,524 266,896 SH SH 14,380 252,516 0 LILLY (ELI) & CO COMMON 532457108 14,822 268,020 SH SOLE 71,780 194,802 1,438 LIMITED BRANDS COMMON 532716107 24,736 1,011,291 SH SOLE 230,141 770,616 10,534 LINCOLN NATIONAL CORP COMMON 534187109 8,687 159,132 SH SOLE 50,437 108,523 172 LINEAR TECHNOLOGY CORP COMMON 535678106 372 10,597 SH SOLE 493 9,955 149 LITHIA MOTORS INC-CL A COMMON 536797103 1,422 40,982 SH SOLE 40,982 0 0 LIVEPERSON INC COMMON 538146101 116 16,000 SH SOLE 16,000 0 0 LKQ CORP COMMON 501889208 1,547 74,387 SH SH 50,225 18,930 5,232 LOEWS CORP - CAROLINA GROUP COMMON 540424207 867 18,360 SH SOLE 539 17,125 696 LONE STAR TECHNOLOGIES INC COMMON 542312103 12,276 221,550 SH SH 66,132 118,897 36,521 LONGS DRUG STORES CORP COMMON 543162101 7,053 152,403 SH SH 32,073 119,590 740 LONGVIEW FIBRE CO COMMON 543213102 491 19,021 SH SOLE 17,765 829 427 LSI INDUSTRIES INC COMMON 50216C108 7,735 453,981 SH SH 89,144 363,800 1,037 LSI LOGIC CORP COMMON 502161102 873 75,484 SH SOLE 25,564 49,657 263 LUBY'S INC COMMON 549282101 9,257 741,169 SH SH 401,672 336,323 3,174 LUCENT TECHNOLOGIES INC COMMON 549463107 76 25,000 SH SOLE 25,000 0 0 LUFKIN INDUSTRIES INC COMMON 549764108 19,491 351,569 SH SH 63,106 287,779 684 LYONDELL CHEMICAL COMPANY COMMON 552078107 9,819 493,397 SH SOLE 381,585 106,863 4,949 M & T BANK CORPORATION COMMON 55261F104 5,173 45,321 SH SH 0 45,100 221 M/I SCHOTTENSTEIN HOMES INC COMMON 55305B101 1,377 29,300 SH SOLE 29,300 0 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 7,497 185,248 SH SOLE 185,248 0 0 MANITOWOC COMPANY INC COMMON 563571108 13,132 174,821 SH SH 114,215 23,010 37,596 MANPOWER INC COMMON 56418H100 6,275 109,751 SH SOLE 98,853 2,471 8,427 MARATHON OIL CORP COMMON 565849106 3,425 44,970 SH SOLE 4,136 40,015 819 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 11,615 169,323 SH SOLE 29,235 139,771 317 MARSH & MCLENNAN COS COMMON 571748102 64,134 2,184,429 SH SOLE 1,606,336 127,594 450,499 MARTEN TRANSPORT LTD COMMON 573075108 3,663 202,476 SH SOLE 5,354 196,107 1,015 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 1,257 23,248 SH SOLE 13,156 9,933 159 MASCO CORP COMMON 574599106 4,437 136,578 SH SOLE 46,737 89,839 2 MASTEC INC COMMON 576323109 13,059 921,612 SH SH 153,189 767,637 786 MATSUSHITA ELEC IND-SPON ADR COMMON 576879209 234 10,545 SH SOLE 74 10,471 0 MATTEL INC COMMON 577081102 9,142 504,266 SH SOLE 243,186 260,116 964 MAVERICK TUBE CORP COMMON 577914104 4,983 94,045 SH SOLE 12,177 81,620 248 MCAFEE INC COMMON 579064106 790 32,426 SH SOLE 26,465 4,592 1,369 MCCORMICK & SCHMICK'S SEAFOO COMMON 579793100 10,711 420,552 SH SH 92,071 325,257 3,224 MCDERMOTT INTL INC COMMON 580037109 39,564 726,601 SH SH 434,907 284,872 6,822 MCKESSON CORP COMMON 58155Q103 3,059 58,678 SH SH 31,537 24,526 2,615 MDS INC COMMON 55269P302 2,249 125,000 SH SOLE 125,000 0 0 MEADWESTVACO CORP COMMON 583334107 4,112 150,568 SH SOLE 132,761 14,371 3,436 MERCK & CO. INC. COMMON 589331107 45,595 1,294,220 SH SH 316,568 968,484 9,168 MEREDITH CORP COMMON 589433101 5,066 90,800 SH SOLE 90,800 0 0 MERITAGE CORPORATION COMMON 59001A102 266 4,836 SH SOLE 4,127 709 0 MERRILL LYNCH & CO INC COMMON 590188108 119,114 1,512,370 SH SOLE 942,037 401,047 169,286 MESA AIR GROUP INC COMMON 590479101 8,066 705,150 SH SH 398,023 305,172 1,955 MICRON TECHNOLOGY INC COMMON 595112103 309 20,963 SH SOLE 398 20,565 0 MICROSOFT CORP COMMON 594918104 223,951 8,230,428 SH SH 5,230,868 1,539,392 1,460,1 MICROTEK MEDICAL HOLDINGS IN COMMON 59515B109 47 13,400 SH SOLE 13,400 0 0 MILLER INDUSTRIES INC/TENN COMMON 600551204 14,682 575,768 SH SH 277,650 195,255 102,863 MIRANT CORP COMMON 60467R100 11,654 466,148 SH SH 293,148 173,000 0 MIRANT CORP-W/I-CW11 COMMON 60467R118 6,089 596,991 SH SH 136,594 460,397 0 MITTAL STEEL CO-CL A NY REG COMMON 60684P101 2,387 63,227 SH SOLE 56,821 2,957 3,449 MONSANTO CO /NEW COMMON 61166W101 1,629 19,220 SH SH 1,151 17,975 94 MONSTER WORLDWIDE INC COMMON 611742107 1,461 29,293 SH SOLE 6,572 22,721 0 MOODY'S INVESTORS SERV-EX DI COMMON 615369105 18,611 260,434 SH SH 134 260,300 0 MORGAN STANLEY COMMON 617446448 135,863 2,162,717 SH SH 1,591,391 135,103 436,223 MORTGAGEIT HOLDINGS COMMON 61915Q108 894 82,594 SH SOLE 22,256 59,745 593 MOTOROLA INC COMMON 620076109 2,714 118,453 SH SOLE 68,062 41,007 9,384 MPS GROUP INC COMMON 553409103 1,650 107,861 SH SOLE 105,151 1,795 915 MURPHY OIL CORP COMMON 626717102 6,025 120,931 SH SOLE 120,000 574 357 MWI VETERINARY SUPPLY INC COMMON 55402X105 1,497 45,500 SH SOLE 45,500 0 0 NABORS INDUSTRIES LTD COMMON G6359F103 17,069 259,152 SH SH 14,561 244,528 63 NACCO INDUSTRIES-CL A COMMON 629579103 1,487 9,657 SH SOLE 9,657 0 0 NATCO GROUP INC-A COMMON 63227W203 21,732 801,908 SH SH 259,804 456,955 85,149 NATIONAL CITY CORP COMMON 635405103 16,820 481,949 SH SOLE 286,836 189,526 5,587 NATIONAL LAMPOON, INC. COMMON 636637100 108 41646 SH SOLE 41646 0 0 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1,046 37,555 SH SH 6,305 30,962 288 NATIONAL-OILWELL INC COMMON 637071101 15,184 236,799 SH SOLE 0 236,799 0 NAVIGATORS GROUP INC COMMON 638904102 1,467 29,574 SH SOLE 29,251 323 0 NAVISTAR INTERNATIONAL COMMON 63934E108 1,260 45,671 SH SOLE 44,735 936 0 NCI BUILDING SYSTEMS INC COMMON 628852105 1,238 20,713 SH SOLE 20,713 0 0 NESS TECHNOLOGIES INC COMMON 64104X108 1,467 116,500 SH SOLE 116,500 0 0 NETFLIX.COM INC COMMON 64110L106 8,312 286,754 SH SH 172,626 104,587 9,541 NETWORK APPLIANCE INC COMMON 64120L104 230 6,365 SH SOLE 3,076 3,289 0 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 243 9,372 SH SOLE 0 8,177 1,195 NEWELL RUBBERMAID INC COMMON 651229106 5,734 227,605 SH SOLE 162,140 62,400 3,065 NEWMARKET CORP COMMON 651587107 12,732 267,538 SH SH 128,957 137,319 1,262 NEWMONT MINING CORP COMMON 651639106 16,825 324,245 SH SOLE 696 323,302 247 NEWPORT CORP COMMON 651824104 220 11,686 SH SOLE 9,288 2,398 0 NEWS CORP - CL A COMMON 65248E104 214,046 12,886,626SH SH 9,412,640 747,004 2,726,9 NEXEN INC COMMON 65334H102 28,524 518,253 SH SH 67,442 448,833 1,978 NIKE INC -CL B COMMON 654106103 257 3,020 SH SOLE 3,000 20 0 NOBLE CORP COMMON G65422100 57,129 704,424 SH SOLE 65,100 639,156 168 NOKIA CORP-SPON ADR COMMON 654902204 255,206 12,316,859SH SH 8,966,930 766,604 2,583,3 NORDSTROM INC COMMON 655664100 17,006 434,041 SH SOLE 2,592 431,449 0 NORFOLK SOUTHERN CORP COMMON 655844108 1,064 19,682 SH SOLE 7,507 12,039 136 NORSK HYDRO AS-SPONS ADR COMMON 656531605 279 2,022 SH SOLE 580 1,442 0 NORTH FORK BANCORPORATION COMMON 659424105 1,430 49,594 SH SOLE 1,124 45,634 2,836 NOVA CHEMICALS CORP COMMON 66977W109 341 11,988 SH SOLE 11,300 227 461 NOVARTIS AG-ADR COMMON 66987V109 28,976 522,661 SH SOLE 62,320 460,341 0 NS GROUP INC COMMON 628916108 10,984 238,635 SH SH 18,502 219,847 286 NUCOR CORP COMMON 670346105 38,301 365,494 SH SH 44,420 320,102 972 NVIDIA CORP COMMON 67066G104 8,377 224,097 SH SH 164,612 54,022 5,463 NVR INC COMMON 62944T105 3,919 5,303 SH SOLE 4,882 292 129 OCCIDENTAL PETROLEUM CORP COMMON 674599105 50,115 540,904 SH SH 15,945 524,799 160 OFFICE DEPOT INC COMMON 676220106 1,033 27,738 SH SOLE 20,321 6,446 971 OFFICEMAX INC COMMON 67622P101 239 7,929 SH SOLE 7,806 0 123 OIL STATES INTERNATIONAL INC COMMON 678026105 25,892 702,644 SH SH 182,487 467,590 52,567 OM GROUP INC COMMON 670872100 4,017 174,644 SH SOLE 65,811 107,852 981 OMNI ENERGY SERVICES CORP COMMON 68210T208 51 11,300 SH SOLE 11,300 0 0 OMNICOM GROUP COMMON 681919106 376 4,515 SH SOLE 3,100 15 1,400 OMNIVISION TECHNOLOGIES COMMON 682128103 5,502 182,175 SH SH 112,167 63,008 7,000 ON ASSIGNMENT INC COMMON 682159108 19,873 1,809,893 SH SH 1,009,746 571,471 228,676 ON SEMICONDUCTOR CORPORATION COMMON 682189105 3,998 550,836 SH SH 192,355 49,886 308,595 ORACLE CORPORATION COMMON 68389X105 181,023 13,223,020SH SH 8,247,195 2,634,415 2,341,4 OREGON STEEL MILLS INC COMMON 686079104 24,130 471,547 SH SH 156,583 253,706 61,258 ORLEANS HOMEBUILDERS INC COMMON 686588104 1,960 96,756 SH SOLE 67,144 29,612 0 ORMAT TECHNOLOGIES INC COMMON 686688102 1,079 28,326 SH SOLE 28,326 0 0 OTTER TAIL CORP COMMON 689648103 3,337 116,324 SH SOLE 44,108 71,818 398 OWENS & MINOR INC COMMON 690732102 3,257 99,389 SH SH 46,305 52,875 209 OWENS-ILLINOIS INC COMMON 690768403 1,573 90,610 SH SOLE 85,063 3,997 1,550 PACKAGING CORP OF AMERICA COMMON 695156109 1,297 57,800 SH SOLE 57,800 0 0 PALM INC COMMON 696643105 4,500 194,330 SH SH 188,633 5,043 654 PANERA BREAD COMPANY-CL A COMMON 69840W108 287 3,817 SH SOLE 516 3,301 0 PANTRY INC COMMON 698657103 27,774 445,167 SH SH 203,465 201,866 39,836 PAPA JOHN'S INTL INC COMMON 698813102 14,527 442,785 SH SH 194,558 182,785 65,442 PAR TECHNOLOGY CORP/DEL COMMON 698884103 6,291 354,654 SH SOLE 11,712 342,566 376 PARKER DRILLING CO COMMON 701081101 5,131 553,485 SH SOLE 60,822 491,406 1,257 PARK-OHIO HOLDINGS CORP COMMON 700666100 1,275 63,922 SH SOLE 63,500 422 0 PARTNER COMMUNICATIONS-ADR COMMON 70211M109 379 50,170 SH SOLE 46,900 3,270 0 PATHMARK STORES INC COMMON 70322A101 305 29,182 SH SOLE 27,976 1,206 0 PAYLESS SHOESOURCE INC COMMON 704379106 14,920 651,794 SH SH 373,316 174,527 103,951 PEABODY ENERGY CORP COMMON 704549104 33,031 655,244 SH SH 138,520 510,747 5,977 PEMSTAR INC COMMON 706552106 43 20,600 SH SOLE 20,600 0 0 PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 48,354 800,433 SH SOLE 127,518 666,229 6,686 PEPSI BOTTLING GROUP INC COMMON 713409100 14,213 467,700 SH SH 0 467,700 0 PERDIGAO SA-ADR COMMON 71361V303 9,599 202,571 SH SH 80,997 93,751 27,823 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,436 46,040 SH SOLE 44,586 1,454 0 PEROT SYSTEMS CORP-CL A COMMON 714265105 3,132 201,292 SH SOLE 95,126 105,973 193 PERRIGO CO COMMON 714290103 1,713 105,000 SH SOLE 105,000 0 0 PERRY ELLIS INTERNATIONAL COMMON 288853104 209 9,247 SH SOLE 2,216 7,031 0 PETRO-CANADA COMMON 71644E102 1,253 26,321 SH SH 7,618 18,067 636 PETROCHINA CO LTD -ADR COMMON 71646E100 4,808 45,814 SH SOLE 2,285 41,528 2,001 PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 32,653 376,753 SH SH 69,308 300,215 7,230 PETROLEUM GEO-SERVICES-ADR COMMON 716599105 3,599 77,430 SH SH 60,789 15,938 703 PETSMART INC COMMON 716768106 36,113 1,283,310 SH SOLE 123,000 1,160,310 0 PFIZER INC COMMON 717081103 158,947 6,378,299 SH SH 3,913,345 1,344,909 1,120,0 PHARMACEUTICAL HOLDRs TRUST COMMON 71712A206 1,785 25,000 SH SOLE 25,000 0 0 PHARMION CORP COMMON 71715B409 3,334 185,000 SH SOLE 185,000 0 0 PHELPS DODGE CORP COMMON 717265102 28,280 351,172 SH SH 29,361 321,039 772 PHILLIPS-VAN HEUSEN COMMON 718592108 4,305 112,680 SH SOLE 14,415 97,805 460 PHOENIX COMPANIES INC COMMON 71902E109 5,666 347,566 SH SOLE 18,987 326,902 1,677 PIKE ELECTRIC CORP COMMON 721283109 1,786 85,000 SH SOLE 85,000 0 0 PIONEER COMPANIES INC COMMON 723643300 10,606 347,752 SH SH 60,442 285,005 2,305 PITNEY BOWES INC COMMON 724479100 2,724 63,456 SH SOLE 63,456 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 5,530 528,113 SH SH 311,369 58,240 158,504 PLEXUS CORP COMMON 729132100 36,784 979,075 SH SH 580,788 295,754 102,533 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,958 58,812 SH SOLE 41,842 16,244 726 POLYONE CORPORATION COMMON 73179P106 1,468 157,478 SH SOLE 154,384 3,094 0 POSCO-ADR COMMON 693483109 4,163 65,256 SH SOLE 3,181 59,159 2,916 POTASH CORP OF SASKATCHEWAN ICOMMON 73755L107 206 2,338 SH SOLE 500 1,706 132 PPG INDUSTRIES INC COMMON 693506107 337 5,309 SH SOLE 167 5,028 114 PREMIERE GLOBAL SERVICES INC COMMON 740585104 158 19,552 SH SOLE 1,433 18,119 0 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 5,159 105,713 SH SOLE 48,557 52,071 5,085 PROCTER & GAMBLE CO COMMON 742718109 222,085 3,854,298 SH SH 2,278,166 896,339 679,793 PROGRESS ENERGY INC COMMON 743263105 8,126 184,770 SH SOLE 184,770 0 0 PROGRESSIVE CORP COMMON 743315103 20,716 198,691 SH SOLE 20,433 176,971 1,287 PRUDENTIAL FINANCIAL INC COMMON 744320102 17,170 226,486 SH SOLE 438 225,947 101 PULTE HOMES INC COMMON 745867101 63,735 1,658,907 SH SH 881,435 518,152 259,320 PW EAGLE INC COMMON 69366Y108 21,127 759,974 SH SH 416,571 341,988 1,415 QLOGIC CORP COMMON 747277101 3,061 158,180 SH SOLE 21,082 136,751 347 QLT INC COMMON 746927102 4,714 613,000 SH SOLE 613,000 0 0 QUALCOMM INC COMMON 747525103 10,301 203,535 SH SOLE 167,085 36,320 130 QUANEX CORP COMMON 747620102 11,377 178,995 SH SH 47,740 130,973 282 QUANTA SERVICES INC COMMON 74762E102 31,782 1,983,886 SH SH 743,446 1,069,017 171,423 QUEBECOR WORLD INC COMMON 748203106 1,103 112,332 SH SOLE 112,332 0 0 QWEST COMMUNICATIONS INTL COMMON 749121109 5,784 850,690 SH SH 704,693 117,697 28,300 RADIOSHACK CORP COMMON 750438103 433 22,529 SH SOLE 19,457 0 3,072 RAILAMERICA INC COMMON 750753105 139 13,000 SH SOLE 13,000 0 0 RANGE RESOURCES CORP COMMON 75281A109 1,745 63,911 SH SOLE 56,300 511 7,100 RCN CORP COMMON 749361200 4,881 188,441 SH SOLE 188,441 0 0 REGAL ENTERTAINMENT GROUP-A COMMON 758766109 8,399 446,500 SH SOLE 446,500 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 7,781 221,250 SH SOLE 121,322 95,535 4,393 RELIANCE STEEL & ALUMINUM COMMON 759509102 7,931 84,445 SH SH 62,759 19,219 2,467 RELIANT ENERGY INC COMMON 75952B105 1,321 124,900 SH SOLE 124,900 0 0 RENOVIS INC COMMON 759885106 14,174 664,800 SH SH 4,800 660,000 0 RES-CARE INC COMMON 760943100 1,379 75,010 SH SOLE 68,702 6,308 0 RESOURCE AMERICA INC-CL A COMMON 761195205 355 17,785 SH SOLE 14,975 2,546 264 REYNOLDS AMERICAN INC COMMON 761713106 39,385 373,317 SH SOLE 83,479 287,068 2,770 RIO TINTO PLC-SPON ADR COMMON 767204100 1,601 7,731 SH SOLE 553 6,959 219 RITE AID CORP COMMON 767754104 6,076 1,518,873 SH SOLE 523,315 992,201 3,357 ROBERT HALF INTL INC COMMON 770323103 1,456 37,724 SH SH 24,543 11,685 1,496 ROCKWELL AUTOMATION INC COMMON 773903109 19,036 264,724 SH SH 136 264,487 101 ROWAN COMPANIES INC COMMON 779382100 21,422 487,320 SH SOLE 4,421 482,899 0 ROYAL DUTCH SHELL PLC-ADR A COMMON 780259206 6,065 97,409 SH SH 13,417 81,798 2,194 ROYAL DUTCH SHELL PLC-ADR B COMMON 780259107 3,164 48,559 SH SOLE 5,201 42,100 1,258 RUDDICK CORP COMMON 781258108 266 10,956 SH SOLE 862 10,094 0 RURAL/METRO CORP COMMON 781748108 1,158 147,034 SH SOLE 142,800 4,234 0 RUSH ENTERPRISES INC-CL A COMMON 781846209 1,313 74,687 SH SOLE 73,057 1,630 0 RUTH'S CHRIS STEAK HOUSE COMMON 783332109 202 8,500 SH SOLE 8,500 0 0 RYERSON INC COMMON 78375P107 21,222 793,020 SH SH 453,899 255,081 84,040 RYLAND GROUP INC COMMON 783764103 887 12,775 SH SOLE 9,473 2,751 551 S&P 500 OPTION DEC06 1500 CALCOMMON SPX5C1500 839 0 SH CALL SOLE 0 0 0 SAFECO CORP COMMON 786429100 17,671 351,946 SH SOLE 52,005 297,597 2,344 SAFETY INSURANCE GROUP INC COMMON 78648T100 3,398 74,418 SH SH 71,765 2,350 303 SAFEWAY INC COMMON 786514208 731 29,102 SH SOLE 14,133 13,630 1,339 SALIX PHARMACEUTICALS LTD COMMON 795435106 2,642 160,000 SH SOLE 160,000 0 0 SALON MEDIA GROUP, INC. COMMON 79550B103 161 644330 SH SOLE 644330 0 0 SANDISK CORP COMMON 80004C101 22,838 397,060 SH SH 54,710 340,696 1,654 SANOFI-SYNTHELABO SA-ADR COMMON 80105N105 3,364 70,900 SH SOLE 70,725 175 0 SARA LEE CORP COMMON 803111103 14,679 820,975 SH SOLE 469,345 341,924 9,706 SAVVIS, INC. COMMON 805423100 8,779 5852635 SH SOLE 5852635 0 0 SCANSOURCE INC COMMON 806037107 1,327 21,966 SH SOLE 21,966 0 0 SCHERING-PLOUGH CORP COMMON 806605101 2,127 112,000 SH SOLE 112,000 0 0 SCHLUMBERGER LTD COMMON 806857108 25,304 238,059 SH SH 3,947 233,918 194 SCHWAB (CHARLES) CORP COMMON 808513105 18,716 1,087,482 SH SOLE 1,454 1,086,028 0 SCS TRANSPORTATION INC COMMON 81111T102 1,352 46,437 SH SOLE 46,437 0 0 SEABOARD CORP COMMON 811543107 6,041 3,790 SH SH 647 3,128 15 SEABRIGHT INSURANCE HOLDINGS COMMON 811656107 1,362 78,211 SH SOLE 78,211 0 0 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 49,670 1,886,442 SH SOLE 824,553 1,055,100 6,789 SEARS HOLDINGS CORP COMMON 812350106 2,040 15,428 SH SOLE 12,679 1,975 774 SELECT COMFORT CORPORATION COMMON 81616X103 685 17,319 SH SH 10,847 3,674 2,798 SEQUA CORP-CL A COMMON 817320104 3,368 34,435 SH SH 25,626 8,440 369 SERONO SA -ADR COMMON 81752M101 871 50,000 SH SOLE 50,000 0 0 SHAW GROUP INC COMMON 820280105 10,529 346,340 SH SH 168,176 171,448 6,716 SHOE CARNIVAL INC COMMON 824889109 2,022 80,953 SH SH 74,664 5,104 1,185 SIERRA HEALTH SERVICES COMMON 826322109 579 14,236 SH SOLE 12,972 1,110 154 SIERRA PACIFIC RESOURCES COMMON 826428104 8,622 624,344 SH SOLE 52,988 569,883 1,473 SILICON STORAGE TECHNOLOGY COMMON 827057100 284 64,787 SH SOLE 1,093 63,694 0 SIX FLAGS INC COMMON 83001P109 17,547 1,723,701 SH SH 1,011,136 501,622 210,943 SK TELECOM CO LTD-ADR COMMON 78440P108 5,408 229,262 SH SOLE 10,684 208,323 10,255 SKYWEST INC COMMON 830879102 9,507 324,775 SH SH 63,004 261,583 188 SLM CORP COMMON 78442P106 14,963 288,075 SH SOLE 8,580 278,767 728 SMITH & WESSON HOLDING CORP COMMON 831756101 1,991 329,143 SH SOLE 324,106 5,037 0 SMITH (A.O.) CORP COMMON 831865209 21,065 398,968 SH SH 214,833 129,504 54,631 SMITHFIELD FOODS INC COMMON 832248108 499 17,011 SH SOLE 16,721 0 290 SONIC AUTOMOTIVE INC COMMON 83545G102 1,569 56,518 SH SOLE 52,891 3,627 0 SONY CORP-SPONSORED ADR COMMON 835699307 541 11,757 SH SOLE 366 10,819 572 SOURCECORP COMMON 836167106 241 9,979 SH SOLE 9,979 0 0 SOUTHERN COPPER CORP COMMON 84265V105 20,543 243,165 SH SOLE 160,791 76,915 5,459 SOUTHWESTERN ENERGY CO COMMON 845467109 7,846 243,756 SH SH 121,564 115,434 6,758 SPARTAN STORES INC COMMON 846822104 4,784 375,231 SH SOLE 51,520 322,077 1,634 SPDR TRUST SERIES 1 COMMON 78462F103 9,480 73,022 SH SOLE 69,500 0 3,522 SPHERION CORPORATION COMMON 848420105 1,366 131,362 SH SOLE 127,389 3,973 0 ST JUDE MEDICAL INC COMMON 790849103 12,862 313,704 SH SH 233 313,471 0 ST. PAUL TRAVELERS COS INC COMMON 792860108 96,274 2,303,777 SH SH 1,669,832 155,944 478,002 STANDARD-PACIFIC CORP COMMON 85375C101 323 9,608 SH SOLE 6,636 2,972 0 STARBUCKS CORP COMMON 855244109 23,700 629,650 SH SOLE 35,794 593,165 691 STATE AUTO FINANCIAL CORP COMMON 855707105 591 17,535 SH SOLE 15,253 582 1,700 STATOIL ASA-SPON ADR COMMON 85771P102 325 11,433 SH SOLE 3,315 8,118 0 STEIN MART INC COMMON 858375108 3,526 202,397 SH SH 77,797 124,600 0 STERLING CONSTRUCTION CO COMMON 859241101 7,062 325,578 SH SOLE 213 325,365 0 STEVEN MADDEN LTD COMMON 556269108 4,448 125,307 SH SH 119,843 5,161 303 STEWART & STEVENSON SERVICES COMMON 860342104 1,997 54,729 SH SOLE 50,125 4,604 0 STEWART INFORMATION SERVICES COMMON 860372101 1,383 29,363 SH SOLE 24,718 4,645 0 STRATEX NETWORKS INC COMMON 86279T109 169 27,314 SH SH 19,455 7,859 0 STRYKER CORP COMMON 863667101 16,023 361,361 SH SH 382 360,718 261 SUNCOM WIRELESS HOLDING-CL A COMMON 86722Q108 660 341,594 SH SOLE 14,774 326,820 0 SUNCOR ENERGY INC COMMON 867229106 3,254 42,255 SH SOLE 7,234 34,815 206 SUNOCO INC COMMON 86764P109 51,427 662,985 SH SH 153,043 499,646 10,296 SUNTRUST BANKS INC COMMON 867914103 4,626 63,584 SH SOLE 55,923 7,410 251 SUPERIOR ESSEX INC COMMON 86815V105 1,397 54,882 SH SOLE 49,942 4,940 0 SUPERVALU INC COMMON 868536103 6,889 223,525 SH SOLE 205,404 3,344 14,776 SWS GROUP INC COMMON 78503N107 1,472 56,291 SH SOLE 56,291 0 0 SYKES ENTERPRISES INC COMMON 871237103 17,476 1,232,375 SH SH 324,721 900,359 7,295 SYNNEX CORP COMMON 87162W100 463 24,955 SH SOLE 19,300 5,655 0 SYNOVUS FINANCIAL CORP COMMON 87161C105 2,723 100,500 SH SOLE 100,500 0 0 SYSCO CORP COMMON 871829107 3,541 110,473 SH SH 3,217 104,557 2,699 TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 17,150 1,704,700 SH SOLE 4,819 1,693,486 6,395 TALISMAN ENERGY INC COMMON 87425E103 26,596 500,118 SH SOLE 35,131 461,519 3,468 TARGET CORP COMMON 87612E106 25,075 482,113 SH SH 22,000 460,000 113 TARRAGON CORP COMMON 876287103 227 11,421 SH SOLE 11,421 0 0 TEAM INC COMMON 878155100 12,917 388,385 SH SH 216,897 169,854 1,634 TECHNICAL OLYMPIC USA INC COMMON 878483106 1,303 64,008 SH SOLE 63,184 824 0 TECHNITROL INC COMMON 878555101 1,450 60,491 SH SOLE 40,669 19,822 0 TELE NORTE LESTE PART-ADR COMMON 879246106 5,024 301,207 SH SOLE 14,500 273,691 13,016 TELEDYNE TECHNOLOGIES INC COMMON 879360105 4,033 113,294 SH SOLE 16,761 95,734 799 TELEFONICA SA -SPON ADR COMMON 879382208 357 7,600 SH SOLE 7,600 0 0 TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 17,620 783,801 SH SOLE 5,166 773,107 5,528 TELETECH HOLDINGS INC COMMON 879939106 1,979 178,129 SH SOLE 161,714 2,515 13,900 TELLABS INC COMMON 879664100 3,561 223,976 SH SH 39,458 184,022 496 TEMPLE-INLAND INC COMMON 879868107 21,295 478,000 SH SOLE 478,000 0 0 TENARIS SA-ADR COMMON 88031M109 708 3,920 SH SOLE 3,920 0 0 TENNECO AUTOMOTIVE INC COMMON 880349105 1,238 57,078 SH SOLE 56,989 89 0 TERADYNE INC COMMON 880770102 8,428 543,400 SH SOLE 543,400 0 0 TEREX CORP COMMON 880779103 6,106 77,052 SH SH 57,879 16,667 2,506 TESORO CORP COMMON 881609101 9,491 138,882 SH SH 117,705 12,608 8,569 TETRA TECHNOLOGIES INC COMMON 88162F105 3,159 67,158 SH SOLE 46,532 19,108 1,518 TEVA PHARMACEUTICAL-SP ADR COMMON 881624209 46,959 1,140,352 SH SOLE 85,553 1,054,799 0 TEXAS INSTRUMENTS INC COMMON 882508104 47,748 1,470,521 SH SH 240,963 1,203,803 25,755 TEXTRON INC COMMON 883203101 8,181 87,600 SH SOLE 87,600 0 0 THE HERSHEY CO COMMON 427866108 13,259 253,862 SH SOLE 8,626 245,041 195 THE MEN'S WEARHOUSE INC COMMON 587118100 5,997 166,850 SH SOLE 31,487 134,550 813 THE SPORTS AUTHORITY INC COMMON 84917U109 1,334 36,154 SH SOLE 2,076 34,078 0 THESTREET.COM INC COMMON 88368Q103 102 13,553 SH SOLE 13,500 0 53 THOMAS & BETTS CORP COMMON 884315102 33,224 646,634 SH SH 639,968 6,550 116 THORATEC CORP COMMON 885175307 729 37,812 SH SOLE 7,933 29,879 0 TIDEWATER INC COMMON 886423102 4,729 85,626 SH SH 71,954 10,064 3,608 TIME WARNER INC COMMON 887317105 99,777 5,942,687 SH SH 4,279,066 394,860 1,268,7 TITAN INTERNATIONAL INC COMMON 88830M102 561 32,503 SH SH 24,208 8,295 0 TITANIUM METALS CORPORATION COMMON 888339207 19,944 410,795 SH SOLE 62,391 346,872 1,532 TJX COMPANIES INC COMMON 872540109 155,539 6,266,662 SH SH 4,134,789 950,872 1,181,0 TOLL BROTHERS INC COMMON 889478103 2,389 68,993 SH SOLE 57,729 8,724 2,540 TOMMY HILFIGER CORP COMMON G8915Z102 8,633 524,164 SH SH 127,487 396,312 365 TOTAL SA-SPON ADR COMMON 89151E109 14,036 106,550 SH SOLE 9,918 95,504 1,128 TOYOTA MOTOR CORP -SPON ADR COMMON 892331307 19,800 181,819 SH SOLE 20,000 161,687 132 TRAMMELL CROW CO COMMON 89288R106 11,634 326,250 SH SH 47,420 277,544 1,286 TRANSMONTAIGNE INC COMMON 893934109 2,233 227,608 SH SOLE 215,428 11,643 537 TRANSOCEAN INC COMMON G90078109 19,089 237,710 SH SOLE 1,976 235,623 111 TRIAD HOSPITALS INC COMMON 89579K109 881 21,036 SH SOLE 15,114 5,559 363 TRIBUNE CO COMMON 896047107 4,015 146,367 SH SH 13,767 127,700 4,900 TRIMERIS INC COMMON 896263100 1,837 136,000 SH SOLE 136,000 0 0 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 2,625 141,750 SH SOLE 141,750 0 0 TWEETER HOME ENTERTAINMT GRP COMMON 901167106 1,225 156,250 SH SOLE 60,138 96,112 0 TXU CORPORATION COMMON 873168108 1,145 25,595 SH SH 1,698 23,756 141 TYSON FOODS INC-CL A COMMON 902494103 6,216 452,391 SH SOLE 417,491 6,370 28,530 U S CONCRETE INC COMMON 90333L102 11,479 793,869 SH SH 402,486 387,309 4,074 UBIQUITEL INC COMMON 903474302 1,521 150,545 SH SOLE 126,400 24,145 0 UBS AG-REGISTERED COMMON H8920M855 20,309 184,673 SH SOLE 5,708 178,825 140 ULTRAPAR PARTICPAC -SPON ADR COMMON 90400P101 6,096 343,223 SH SOLE 104,842 237,163 1,218 UNIBANCO-GDR COMMON 90458E107 5,703 77,165 SH SOLE 55,468 15,842 5,855 UNILEVER N V NY SHARES COMMON 904784709 14,777 213,469 SH SOLE 18,256 192,784 2,429 UNITED AMERICA INDEMNITY LTD.COMMON 90933T109 1,333 58,196 SH SOLE 58,196 0 0 UNITED AUTO GROUP INC COMMON 909440109 1,400 32,545 SH SOLE 31,625 920 0 UNITED INDUSTRIAL CORP COMMON 910671106 10,392 170,543 SH SH 69,943 100,262 338 UNITED ONLINE INC COMMON 911268100 157 12,209 SH SOLE 8,998 0 3,211 UNITED PARCEL SERVICE -CL B COMMON 911312106 17,572 221,360 SH SOLE 221,360 0 0 UNITED RENTALS INC COMMON 911363109 5,111 148,158 SH SH 117,177 25,281 5,700 UNITED RETAIL GROUP INC COMMON 911380103 14,577 778,308 SH SH 478,262 296,715 3,331 UNITED TECHNOLOGIES CORP COMMON 913017109 6,230 107,470 SH SOLE 65,540 330 41,600 UNITEDHEALTH GROUP INC COMMON 91324P102 2,054 36,758 SH SOLE 33,719 2,921 118 UNIVERSAL AMER FINANCIAL CRP COMMON 913377107 1,360 88,319 SH SOLE 83,935 3,335 1,049 UNIVISION COMMUNICATIONS-A COMMON 914906102 32,596 945,645 SH SOLE 105,375 840,270 0 URBAN OUTFITTERS INC COMMON 917047102 16,837 686,101 SH SOLE 685,800 301 0 US BANCORP COMMON 902973304 168,630 5,528,857 SH SH 3,605,951 971,258 951,648 USA TRUCK INC COMMON 902925106 10,634 431,915 SH SH 111,719 243,994 76,202 USEC INC COMMON 90333E108 1,280 106,179 SH SOLE 39,031 66,191 957 USG CORP COMMON 903293405 16,728 176,162 SH SH 68,268 105,080 2,814 UST INC COMMON 902911106 860 20,671 SH SOLE 16,567 4,104 0 VAIL RESORTS INC COMMON 91879Q109 6,085 159,212 SH SOLE 48,601 110,024 587 VALEANT PHARMACEUTICALS INTE COMMON 91911X104 4,755 300,000 SH SOLE 300,000 0 0 VALERO ENERGY CORP COMMON 91913Y100 19,846 331,975 SH SH 185,135 135,570 11,270 VALMONT INDUSTRIES COMMON 920253101 5,273 125,446 SH SH 121,266 3,904 276 VALUECLICK INC COMMON 92046N102 27,371 1,617,700 SH SH 7,700 1,610,000 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 2,635 46,922 SH SH 41,346 2,676 2,900 VERIZON COMMUNICATIONS COMMON 92343V104 127,133 3,732,605 SH SH 2,434,022 635,373 663,210 VIACOM INC-CLASS B COMMON 92553P201 3,445 88,810 SH SOLE 88,625 185 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 7,226 507,439 SH SOLE 489,829 17,610 0 VODAFONE GROUP PLC-SP ADR COMMON 92857W100 1,516 72,511 SH SOLE 1,416 69,133 1,962 VOLT INFO SCIENCES INC COMMON 928703107 283 9,277 SH SOLE 199 9,078 0 W.R. GRACE & CO COMMON 38388F108 4,691 352,766 SH SOLE 141,737 210,486 543 WABTEC CORP COMMON 929740108 524 16,084 SH SH 13,527 1,647 910 WACHOVIA CORP COMMON 929903102 165,630 2,955,036 SH SH 2,175,229 242,809 536,998 WAL-MART STORES INC COMMON 931142103 316,477 6,699,354 SH SH 4,988,077 399,770 1,311,5 WALTER INDUSTRIES INC COMMON 93317Q105 26,485 397,549 SH SH 106,653 287,280 3,616 WASHINGTON MUTUAL INC COMMON 939322103 44,945 1,054,546 SH SOLE 754,771 166,484 133,291 WASTE MANAGEMENT INC COMMON 94106L109 11,266 319,138 SH SH 15,738 303,400 0 WATSCO INC COMMON 942622200 28,603 402,564 SH SH 126,271 242,831 33,462 WATSON PHARMACEUTICALS INC COMMON 942683103 2,489 86,600 SH SOLE 86,600 0 0 WCI COMMUNITIES INC COMMON 92923C104 1,363 48,996 SH SOLE 48,878 118 0 WEATHERFORD INTL LTD COMMON G95089101 20,481 447,668 SH SOLE 19,337 428,331 0 WEBMETHODS INC COMMON 94768C108 138 16,400 SH SOLE 16,400 0 0 WEIS MARKETS INC COMMON 948849104 423 9,487 SH SOLE 0 8,686 801 WELLCARE HEALTH PLANS INC COMMON 94946T106 460 10,122 SH SOLE 8,201 1,670 251 WELLS FARGO & COMPANY COMMON 949746101 181,402 2,840,173 SH SH 2,061,677 195,607 582,889 WELLSPOINT INC COMMON 94973V107 30,261 390,806 SH SH 21,660 369,056 90 WESCO INTERNATIONAL INC COMMON 95082P105 486 7,145 SH SOLE 6,690 281 174 WESTERN DIGITAL CORP COMMON 958102105 8,063 414,943 SH SH 288,925 109,680 16,338 WET SEAL INC -CL A COMMON 961840105 3,414 513,437 SH SH 311,049 200,250 2,138 WEYERHAEUSER CO COMMON 962166104 268 3,694 SH SOLE 589 2,923 182 WGL HOLDINGS INC COMMON 92924F106 359 11,811 SH SOLE 31 10,798 982 WHIRLPOOL CORP COMMON 963320106 6,147 67,200 SH SH 0 67,200 0 WHOLE FOODS MARKET INC COMMON 966837106 14,412 216,910 SH SH 104 216,806 0 WILD OATS MARKETS INC COMMON 96808B107 754 37,120 SH SOLE 15,972 21,148 0 WILLIAM LYON HOMES INC COMMON 552074106 4,157 43,439 SH SOLE 326 43,113 0 WILLIAMS COS INC COMMON 969457100 1,383 64,640 SH SOLE 38,543 23,684 2,413 WILSONS THE LEATHER EXPERTS COMMON 972463103 146 37,334 SH SOLE 22,181 12,297 2,856 WIMM-BILL-DANN FOODS-ADR COMMON 97263M109 4,899 172,751 SH SH 71,752 15,079 85,920 WINTHROP REALTY TRUST COMMON 976391102 125 23,600 SH SOLE 23,600 0 0 WIRELESS FACILITIES INC COMMON 97653A103 47 11,785 SH SOLE 0 10,686 1,099 WORLD AIR HOLDINGS INC COMMON 98142V104 1,226 124,822 SH SH 99,123 24,355 1,344 WORLD FUEL SERVICES CORP COMMON 981475106 13,747 339,944 SH SH 120,601 218,586 757 WPP GROUP PLC-SPONSORED ADR COMMON 929309409 99,982 1,666,077 SH SH 1,221,140 101,217 343,720 WPS RESOURCES CORP COMMON 92931B106 373 7,565 SH SOLE 6,800 765 0 XILINX INC COMMON 983919101 33,708 1,323,925 SH SOLE 148,550 1,175,375 0 XTO ENERGY INC COMMON 98385X106 17,400 399,350 SH SOLE 1,409 397,577 364 XYRATEX LTD COMMON G98268108 1,995 63,330 SH SOLE 63,177 0 153 YAHOO INC COMMON 984332106 3,812 118,151 SH SOLE 91,029 27,122 0 ZENITH NATIONAL INSURANCE CP COMMON 989390109 262 5,447 SH SOLE 3,691 1,183 573 ZORAN CORP COMMON 98975F101 10,327 472,000 SH SOLE 472,000 0 0 ZYGO CORP COMMON 989855101 2,040 125,000 SH SH 106,901 7,899 10,200
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