13F-HR 1 f13-2006q2.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Quarter Ended June 30, 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, 08/14/2006 ------------------------------------------ (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: 952 Form 13F Information Table Value Total: $15,008,179 (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 --------------------------- -------- --------- -------- -------- --- ---- ---------- -------- ------ ---------- ------- 21ST CENTURY INSURANCE GROUP COMMON 90130N103 1,209 83,948 SH SH 83,100 848 0 24/7 REAL MEDIA INC COMMON 901314203 6,067 691,000 SH SH 16,000 675,000 0 3M CO COMMON 88579Y101 27,712 343,104 SH SH 334,409 8,695 0 A.D.A.M. INC COMMON 00088U108 137 22,000 SH SOLE 22,000 0 0 AAR CORP COMMON 000361105 12,965 583,192 SH SH 418,712 55,666 108,814 ABB LTD-SPON ADR COMMON 000375204 6,633 511,810 SH SH 314,578 177,774 19,458 ABBOTT LABORATORIES COMMON 002824100 6,652 152,529 SH SH 121,644 30,885 0 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 25,586 461,578 SH SH 51,388 410,190 0 ABM INDUSTRIES INC COMMON 000957100 1,328 77,637 SH SOLE 77,637 0 0 ABN AMRO HOLDING NV-SP ADR COMMON 000937102 1,390 50,803 SH SH 1,768 49,035 0 ACCO BRANDS CORP COMMON 00081T108 1,138 51,963 SH SH 51,365 598 0 ACCREDITED HOME LENDERS COMMON 00437P107 1,172 24,501 SH SH 23,859 642 0 ACCURIDE CORP COMMON 004398103 1,521 122,034 SH SH 119,032 3,002 0 ACE CASH EXPRESS INC COMMON 004403101 1,522 52,010 SH SH 50,981 1,029 0 ACERGY SA COMMON 00443E104 9,926 648,754 SH SH 121,869 526,885 0 ACUITY BRANDS INC COMMON 00508Y102 6,043 155,300 SH SOLE 155,300 0 0 ADAPTEC INC COMMON 00651F108 2,743 632,192 SH SH 468,590 110,402 53,200 ADMINISTAFF INC COMMON 007094105 7,677 214,401 SH SH 161,405 5,200 47,796 ADOBE SYSTEMS INC COMMON 00724F101 17,977 592,151 SH SH 5,948 585,835 368 ADTRAN INC COMMON 00738A106 2,942 131,150 SH SH 130,675 475 0 ADVANCE AUTO PARTS COMMON 00751Y106 228 7,878 SH SH 2,910 4,968 0 ADVANCED MICRO DEVICES COMMON 007903107 21,952 898,905 SH SH 81,042 808,850 9,013 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 7,001 2,357,300 SH SOLE 2,357,300 0 0 AEGON N.V.-AMERICAN REG SHR COMMON 007924103 927 54,341 SH SH 654 53,687 0 AEP INDUSTRIES INC COMMON 001031103 5,816 174,008 SH SH 58,614 114,115 1,279 AES CORP COMMON 00130H105 33,130 1,795,636 SH SH 214,886 1,580,750 0 AETNA INC-NEW COMMON 00817Y108 9,622 240,968 SH SH 25,604 214,141 1,223 AFFILIATED MANAGERS GROUP COMMON 008252108 27,192 312,955 SH SH 42,800 270,155 0 AGCO CORP COMMON 001084102 1,206 45,835 SH SH 14,999 30,545 291 AGILENT TECHNOLOGIES INC COMMON 00846U101 48,896 1,549,293 SH SH 871,360 671,066 6,867 AGNICO-EAGLE MINES LTD COMMON 008474108 852 25,769 SH SH 15,322 10,225 222 AIR FRANCE-KLM-ADR COMMON 009119108 331 14,138 SH SH 265 13,873 0 AIR METHODS CORP COMMON 009128307 13,744 525,008 SH SH 408,261 17,588 99,159 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 20,090 314,300 SH SOLE 314,300 0 0 AK STEEL HOLDING CORP COMMON 001547108 10,395 751,609 SH SH 391,648 354,043 5,918 AKAMAI TECHNOLOGIES COMMON 00971T101 3,380 93,395 SH SH 93,075 320 0 ALASKA AIR GROUP INC COMMON 011659109 623 15,807 SH SH 1,391 14,416 0 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 1,606 127,003 SH SH 123,742 3,261 0 ALCAN ALUMINIUM LTD COMMON 013716105 2,519 53,659 SH SH 12,647 40,325 687 ALCON INC COMMON H01301102 464 4,705 SH SH 697 3,922 86 ALERIS INTERNATIONAL INC COMMON 014477103 43,588 950,672 SH SH 301,963 592,580 56,129 ALFACELL CORP COMMON 015404106 61 21,500 SH SOLE 21,500 0 0 ALLEGHENY ENERGY INC COMMON 017361106 2,483 66,994 SH SH 35,423 30,741 830 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 46,645 673,672 SH SH 200,428 468,824 4,420 ALLIANCE IMAGING INC COMMON 018606202 2,588 404,312 SH SH 245,739 158,573 0 ALLIANCEBERNSTEIN HOLDING LP COMMON 01881G106 22,256 364,029 SH SH 2,047 361,753 229 ALLIED WASTE INDUSTRIES INC COMMON 019589308 731 64,407 SH SH 21,389 40,509 2,509 ALLSTATE CORP COMMON 020002101 43,978 803,542 SH SH 41,449 761,967 126 ALON USA ENERGY INC COMMON 020520102 1,587 50,452 SH SH 43,994 6,458 0 ALPHARMA INC-CL A COMMON 020813101 3,619 150,542 SH SH 74,592 75,588 362 ALTRIA GROUP INC COMMON 02209S103 35,341 481,299 SH SH 111,304 366,817 3,178 AMERCO INC COMMON 023586100 10,485 104,162 SH SH 27,797 75,607 758 AMEREN CORPORATION COMMON 023608102 8,336 165,075 SH SOLE 165,075 0 0 AMERICAN COMMERCIAL LINES COMMON 025195207 5,646 93,704 SH SOLE 93,704 0 0 AMERICAN DENTAL PARTNERS INC COMMON 025353103 7,376 483,319 SH SH 76,722 406,366 231 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 764 22,457 SH SH 16,341 6,116 0 AMERICAN FINANCIAL REALTY TR COMMON 02607P305 100 10,350 SH SOLE 10,350 0 0 AMERICAN INTERNATIONAL GROUP COMMON 026874107 240,461 4,072,176 SH SH 2,956,636 241,708 873,832 AMERICAN RETIREMENT CORP COMMON 028913101 31,004 946,100 SH SH 97,200 848,900 0 AMERICAN STANDARD COMPANIES COMMON 029712106 532 12,300 SH SOLE 12,300 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 27,711 661,049 SH SH 196,994 452,570 11,485 AMERON INTERNATIONAL CORP COMMON 030710107 8,306 123,946 SH SH 81,910 3,239 38,797 AMGEN INC COMMON 031162100 2,006 30,756 SH SH 4,115 26,375 266 AMKOR TECHNOLOGY INC COMMON 031652100 18,018 1,904,567 SH SH 1,038,901 853,673 11,993 AMPCO-PITTSBURGH CORP COMMON 032037103 18,750 654,452 SH SH 386,402 265,525 2,525 AMR CORP/DEL COMMON 001765106 35,135 1,382,203 SH SH 525,324 820,064 36,815 AMSOUTH BANCORPORATION COMMON 032165102 4,318 163,228 SH SH 153,694 9,107 427 AMYLIN PHARMACEUTICALS INC COMMON 032346108 23,941 484,932 SH SH 84,625 400,307 0 ANADARKO PETROLEUM CORP COMMON 032511107 19,563 410,206 SH SH 14,361 395,613 232 ANADIGICS INC COMMON 032515108 9,353 1,391,787 SH SH 778,237 558,741 54,809 ANALOG DEVICES COMMON 032654105 22,819 710,000 SH SH 0 710,000 0 ANDERSONS INC/THE COMMON 034164103 21,358 513,286 SH SH 327,911 130,338 55,037 ANDREW CORP COMMON 034425108 1,211 136,656 SH SH 132,953 3,703 0 ANGLO AMERICAN PLC-UNSP ADR COMMON 03485P102 1,826 89,339 SH SH 3,957 83,299 2,083 ANGLOGOLD ASHANTI LIMITED-SPOCOMMON 035128206 1,462 30,384 SH SH 582 29,802 0 ANHEUSER-BUSCH COS INC COMMON 035229103 137,707 3,020,578 SH SH 1,850,500 581,737 588,341 ANIXTER INTERNATIONAL INC COMMON 035290105 10,737 226,215 SH SH 45,273 180,230 712 ANNALY MORTGAGE MANAGEMENT COMMON 035710409 259 20,200 SH SOLE 20,200 0 0 AON CORP COMMON 037389103 23,477 674,252 SH SH 28,445 643,701 2,106 APPLE COMPUTER INC COMMON 037833100 9,451 165,421 SH SH 49,567 110,737 5,117 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 3,929 161,621 SH SH 16,116 145,105 400 APPLIED MATERIALS INC COMMON 038222105 27,305 1,677,136 SH SH 216,981 1,459,588 567 AQUILA INC COMMON 03840P102 152 36,200 SH SOLE 36,200 0 0 ARCH COAL INC COMMON 039380100 1,473 34,772 SH SH 23,355 11,301 116 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 11,232 272,068 SH SH 127,837 140,163 4,068 ARGONAUT GROUP INC COMMON 040157109 1,207 40,149 SH SH 37,629 2,058 462 ARIBA INC COMMON 04033V203 416 50,445 SH SH 27,876 22,569 0 ARMOR HOLDINGS INC COMMON 042260109 24,098 439,500 SH SOLE 439,500 0 0 ARTISTDIRECT, INC COMMON 04315D400 730 208,613 SH SOLE 208,613 0 0 ARVINMERITOR INC COMMON 043353101 2,124 123,590 SH SH 20,210 103,380 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 2,122 101,314 SH SH 91,441 9,873 0 ASPEN TECHNOLOGY INC COMMON 045327103 900 68,643 SH SH 67,353 542 748 ASTEC INDUSTRIES INC COMMON 046224101 2,063 60,481 SH SH 52,645 6,303 1,533 ASTRAZENECA PLC -SPONS ADR COMMON 046353108 682 11,400 SH SH 2,997 8,403 0 ASYST TECHNOLOGIES INC COMMON 04648X107 9,556 1,268,969 SH SH 978,095 21,137 269,737 AT&T INC COMMON 00206R102 163,298 5,855,059 SH SH 3,452,186 1,446,420 956,453 ATLAS AIR WORLDWIDE HOLDI COMMON 049164205 517 10,547 SH SH 9,719 614 214 ATLAS AMERICA INC COMMON 049167109 7,764 173,255 SH SH 53,584 118,807 864 ATMEL CORP COMMON 049513104 10,219 1,841,250 SH SH 1,080,232 682,714 78,304 AUTODESK INC COMMON 052769106 328 9,531 SH SH 2,581 6,950 0 AUTOLIV INC COMMON 052800109 29,323 518,339 SH SH 110,101 404,072 4,166 AUTOMATIC DATA PROCESSING COMMON 053015103 3,095 68,250 SH SOLE 51,550 0 16,700 AUTONATION INC COMMON 05329W102 389 18,144 SH SOLE 14,770 0 3,374 AUTOZONE INC COMMON 053332102 5,417 61,412 SH SH 62 61,350 0 AVIALL INC COMMON 05366B102 6,520 137,205 SH SH 37,482 99,723 0 AVISTA CORP COMMON 05379B107 4,635 203,020 SH SH 75,186 127,532 302 AXA -SPONS ADR COMMON 054536107 1,315 40,136 SH SH 1,531 38,605 0 BADGER METER INC COMMON 056525108 335 12,408 SH SH 10,058 2,136 214 BAKER HUGHES INC COMMON 057224107 3,747 45,774 SH SH 15,004 30,640 130 BALL CORP COMMON 058498106 1,396 37,694 SH SH 36,543 1,000 151 BALLY TOTAL FITNESS HLDGS COMMON 05873K108 9,257 1,365,389 SH SH 1,036,051 34,868 294,470 BANCO BRADESCO-SPONSORED ADR COMMON 059460303 13,958 448,952 SH SH 269,683 159,931 19,338 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 12,551 430,425 SH SH 216,057 198,533 15,835 BANK OF AMERICA CORP COMMON 060505104 353,532 7,349,930 SH SH 4,551,610 1,271,319 1,527,0 BARCLAYS PLC -SPONS ADR COMMON 06738E204 1,440 31,465 SH SH 1,100 30,365 0 BARR PHARMACEUTICALS INC COMMON 068306109 588 12,323 SH SH 6,136 6,187 0 BARRETT BUSINESS SVCS INC COMMON 068463108 3,721 202,789 SH SH 90,768 110,968 1,053 BARRICK GOLD CORP COMMON 067901108 1,264 42,703 SH SH 28,983 13,104 616 BB&T CORPORATION COMMON 054937107 7,281 175,052 SH SH 108,756 63,114 3,182 BE AEROSPACE INC COMMON 073302101 12,221 534,631 SH SH 127,919 405,634 1,078 BEACON ROOFING SUPPLY INC COMMON 073685109 14,037 637,807 SH SH 126,753 506,649 4,405 BEBE STORES INC COMMON 075571109 401 26,000 SH SOLE 26,000 0 0 BELDEN CDT INC COMMON 077454106 2,233 67,579 SH SH 45,149 22,430 0 BELLSOUTH CORP COMMON 079860102 3,576 98,781 SH SH 4,174 90,168 4,439 BENCHMARK ELECTRONICS INC COMMON 08160H101 1,329 55,102 SH SH 51,251 3,851 0 BENIHANA INC - CLASS A COMMON 082047200 9,872 363,732 SH SH 279,899 7,421 76,412 BERKLEY (WR) CORP COMMON 084423102 909 26,612 SH SH 7,819 16,218 2,575 BERKSHIRE HATHAWAY INC-CL B COMMON 084670207 117,104 38,483 SH SH 28,073 2,352 8,058 BEST BUY COMPANY INC COMMON 086516101 47,219 861,022 SH SH 430,876 429,536 610 BFC FINANCIAL CORPORATION-A COMMON 055384200 1,919 276,925 SH SH 88,070 188,542 313 BHP BILLITON LTD-SPON ADR COMMON 088606108 27,061 628,296 SH SH 956 627,151 189 BJ SERVICES CO COMMON 055482103 21,169 568,160 SH SH 211 567,759 190 BJ'S WHOLESALE CLUB INC COMMON 05548J106 578 20,370 SH SH 1,049 19,321 0 BLOCK H & R INC COMMON 093671105 5,511 231,000 SH SH 2,500 163,800 64,700 BLUELINX HOLDINGS INC COMMON 09624H109 570 43,731 SH SH 34,500 9,231 0 BOEING CO COMMON 097023105 21,060 257,117 SH SH 166,609 90,368 140 BON-TON STORES INC/THE COMMON 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191216100 175,220 4,072,961 SH SH 2,672,565 561,352 839,044 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 28,967 429,957 SH SH 166 429,652 139 COLDWATER CREEK INC COMMON 193068103 517 19,346 SH SH 16,425 2,921 0 COLGATE-PALMOLIVE CO COMMON 194162103 13,515 225,627 SH SH 31,752 192,852 1,023 COLUMBUS MCKINNON CORP/NY COMMON 199333105 23,124 1,063,668 SH SH 309,607 664,358 89,703 COMCAST CORP-CL A COMMON 20030N101 141,772 4,330,234 SH SH 3,079,944 295,275 955,015 COMERICA INC COMMON 200340107 11,179 215,030 SH SH 150,386 61,552 3,092 COMMERCE GROUP INC COMMON 200641108 1,453 49,190 SH SH 47,502 1,688 0 COMMERCIAL METALS CO COMMON 201723103 11,260 438,102 SH SH 330,658 89,554 17,890 COMMSCOPE INC COMMON 203372107 2,806 89,330 SH SH 68,796 20,534 0 COMMUNITY HEALTH SYSTEMS COMMON 203668108 17,165 467,075 SH SH 41,228 425,847 0 COMPANHIA DE BEBIDAS-PR ADR COMMON 20441W203 1,731 41,964 SH SH 1,563 38,819 1,582 CONAGRA FOODS INC COMMON 205887102 18,281 826,792 SH SH 398,811 419,318 8,663 CONEXANT SYSTEMS INC COMMON 207142100 3,468 1,386,840 SH SH 905,930 373,910 107,000 CONN'S INC COMMON 208242107 13,010 490,004 SH SH 95,655 393,344 1,005 CONOCOPHILLIPS COMMON 20825C104 4,816 73,487 SH SH 7,014 34,512 31,961 CONSECO INC COMMON 208464883 206 8,900 SH SOLE 8,900 0 0 CONSOL ENERGY INC COMMON 20854P109 282 6,053 SH SH 1,548 4,505 0 CONSOLIDATED EDISON INC COMMON 209115104 8,408 189,202 SH SOLE 189,202 0 0 CONSTELLATION BRANDS INC-A COMMON 21036P108 33,514 1,340,540 SH SH 140,025 1,200,515 0 CONTINENTAL AIRLINES-CL B COMMON 210795308 8,257 277,091 SH SH 225,785 47,285 4,021 CONVERIUM HOLDING AG-ADR COMMON 21248N107 331 60,238 SH SH 816 59,422 0 COPANO ENERGY LLC COMMON 217202100 1,740 36,402 SH SH 36,261 141 0 CORE-MARK HOLDING CO INC COMMON 218681104 673 18,803 SH SH 18,609 194 0 CORNING INC COMMON 219350105 27,140 1,121,951 SH SH 31,136 1,089,620 1,195 COSI INC COMMON 22122P101 85 13,600 SH SOLE 13,600 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 250 4,383 SH SH 1,964 2,419 0 COVAD COMMUNICATIONS GROUP COMMON 222814204 592 294,537 SH SH 283,597 10,940 0 COVANTA HOLDING CORP COMMON 22282E102 257 14,599 SH SH 12,324 1,891 384 COVENANT TRANSPORT INC-CL A COMMON 22284P105 234 15,400 SH SOLE 15,400 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 3,103 56,496 SH SH 50,221 4,685 1,590 CPI CORP COMMON 125902106 1,014 33,017 SH SH 16,875 16,142 0 CROSSTEX ENERGY INC COMMON 22765Y104 10,361 108,971 SH SH 43,477 64,025 1,469 CRYOLIFE INC COMMON 228903100 1,416 262,200 SH SOLE 262,200 0 0 CSK AUTO CORP COMMON 125965103 1,443 120,523 SH SH 114,172 6,351 0 CSX CORP COMMON 126408103 30,334 430,643 SH SH 14,354 416,161 128 CT COMMUNICATIONS INC COMMON 126426402 1,974 86,300 SH SOLE 86,300 0 0 CTS CORP COMMON 126501105 1,380 92,620 SH SH 90,700 1,920 0 CUMMINS INC COMMON 231021106 360 2,946 SH SH 106 2,840 0 CVS CORP COMMON 126650100 43,506 1,417,120 SH SH 596,550 820,355 215 CYBEX INTERNATIONAL INC COMMON 23252E106 73 11,200 SH SOLE 11,200 0 0 CYMER INC COMMON 232572107 1,701 36,618 SH SH 26,712 9,472 434 CYTEC INDUSTRIES INC COMMON 232820100 8,033 149,700 SH SOLE 149,700 0 0 DAIMLERCHRYSLER AG COMMON D1668R123 9,801 198,550 SH SH 117,640 76,414 4,496 DATALINK CORP COMMON 237934104 57 11,000 SH SOLE 11,000 0 0 DAVITA INC COMMON 23918K108 204 4,100 SH SOLE 4,100 0 0 DDI CORP COMMON 233162502 150 18,300 SH SOLE 18,300 0 0 DEERFIELD TRIARC CAPITAL COR COMMON 244572301 138 10,600 SH SOLE 10,600 0 0 DELIA*S INC COMMON 246911101 174 21,500 SH SOLE 21,500 0 0 DELL INC COMMON 24702R101 168,596 6,906,379 SH SH 4,953,993 437,080 1,515,3 DELTA FINANCIAL CORP COMMON 247918105 2,110 214,273 SH SH 154,635 59,638 0 DENNY'S CORPORATION COMMON 24869P104 21,230 5,753,289 SH SH 141,405 5,610,203 1,681 DEUTSCHE BANK AG -REG COMMON D18190898 25,357 225,389 SH SH 66,716 155,168 3,505 DEUTSCHE TELEKOM AG-SPON ADR COMMON 251566105 2,092 130,412 SH SH 34,091 95,734 587 DEVON ENERGY CORPORATION COMMON 25179M103 18,239 301,914 SH SH 100,424 193,034 8,456 DIAGEO PLC-SPONSORED ADR COMMON 25243Q205 2,359 34,916 SH SH 2,528 30,776 1,612 DIAMOND OFFSHORE DRILLING COMMON 25271C102 1,990 23,703 SH SH 7,209 16,403 91 DILLARDS INC CL A COMMON 254067101 6,610 207,523 SH SH 0 207,523 0 DILLARDS INC-CL A COMMON 254067101 2,027 63,635 SH Call SOLE 62,303 0 1,332 DISCOVERY LABORATORIES INC COMMON 254668106 2,539 1,215,000 SH SOLE 1,215,000 0 0 DOBSON COMMUNICATIONS CORP-A COMMON 256069105 12,505 1,617,714 SH SH 266,363 1,351,351 0 DOLLAR FINANCIAL CORP COMMON 256664103 9,838 546,514 SH SH 237,782 306,774 1,958 DOMINO'S PIZZA INC COMMON 25754A201 334 13,516 SH SH 9,784 2,956 776 DONEGAL GROUP INC-CL A COMMON 257701201 1,361 70,134 SH SOLE 70,134 0 0 DONNELLEY (R.R.) & SONS CO COMMON 257867101 4,297 134,470 SH SH 126,761 7,597 112 DOW CHEMICAL COMMON 260543103 1,583 40,547 SH SH 4,661 34,381 1,505 DR HORTON INC COMMON 23331A109 35,054 1,471,668 SH SH 1,077,123 75,434 319,111 DRESS BARN INC COMMON 261570105 39,706 1,566,305 SH SH 949,928 491,756 124,621 DREW INDUSTRIES INC COMMON 26168L205 6,974 215,229 SH SH 134,796 5,639 74,794 DRS TECHNOLOGIES INC COMMON 23330X100 3,101 63,600 SH SH 0 63,600 0 DST SYSTEMS INC COMMON 233326107 643 10,800 SH SOLE 10,800 0 0 DU PONT (E.I.) DE NEMOURS COMMON 263534109 41,565 999,151 SH SH 818,713 172,906 7,532 DXP ENTERPRISES INC COMMON 233377407 6,069 195,341 SH SH 72,940 121,907 494 DYNAMIC MATERIALS CORP COMMON 267888105 2,465 73,088 SH SH 57,570 14,119 1,399 EAGLE MATERIALS INC COMMON 26969P108 1,661 34,953 SH SH 25,928 8,204 821 EASTMAN CHEMICAL COMPANY COMMON 277432100 1,856 34,366 SH SH 1,505 31,133 1,728 EBAY INC COMMON 278642103 278 9,476 SH SH 2,560 6,916 0 ECHOSTAR COMMUNICATIONS - A COMMON 278762109 4,883 158,500 SH SH 0 158,400 100 EDWARDS LIFESCIENCES CP COMMON 28176E108 2,944 64,800 SH SOLE 64,800 0 0 EGL INC COMMON 268484102 18,098 360,504 SH SH 184,283 120,370 55,851 EMC CORP/MASS COMMON 268648102 24,013 2,188,987 SH SH 297,506 1,891,025 456 EMC INS GROUP INC COMMON 268664109 360 12,511 SH SH 9,600 2,561 350 EMCOR GROUP INC COMMON 29084Q100 24,167 496,536 SH SH 318,199 124,911 53,426 EMCORE CORP COMMON 290846104 11,486 1,196,467 SH SH 120,719 1,075,144 604 EMDEON CORP COMMON 290849108 5,025 404,896 SH SH 403,027 1,869 0 EMERSON ELECTRIC CO COMMON 291011104 22,143 264,200 SH SOLE 264,200 0 0 EMPIRE RESOURCES INC COMMON 29206E100 1,179 89,140 SH SH 86,365 2,539 236 EMS TECHNOLOGIES INC COMMON 26873N108 1,223 68,064 SH SH 66,900 1,164 0 ENCANA CORP COMMON 292505104 20,939 397,781 SH SH 14,400 383,100 281 ENCORE CAPITAL GROUP INC COMMON 292554102 1,638 133,562 SH SH 133,036 526 0 ENCORE WIRE CORP COMMON 292562105 21,309 592,917 SH SH 362,841 160,390 69,686 ENDESA -SPONSORED ADR COMMON 29258N107 1,382 43,027 SH SH 1,784 41,243 0 ENEL SPA -SPON ADR COMMON 29265W108 1,488 34,585 SH SH 1,236 33,349 0 ENERGIAS DE PORTUGAL-SP ADR COMMON 268353109 529 13,461 SH SH 156 13,305 0 ENGLOBAL CORP COMMON 293306106 3,862 495,796 SH SH 465,406 27,257 3,133 ENI SPA-SPONSORED ADR COMMON 26874R108 3,565 60,669 SH SH 1,513 57,442 1,714 ENSCO INTERNATIONAL INC COMMON 26874Q100 2,985 64,855 SH SH 52,250 11,757 848 ENZON INC COMMON 293904108 5,945 788,500 SH SOLE 788,500 0 0 EOG RESOURCES INC COMMON 26875P101 4,177 60,235 SH SH 10,790 49,116 329 EPICOR SOFTWARE CORP COMMON 29426L108 120 11,400 SH SOLE 11,400 0 0 EVERGREEN SOLAR INC COMMON 30033R108 148 11,400 SH SOLE 11,400 0 0 EXPEDIA INC COMMON 30212P105 2,415 161,300 SH SOLE 118,700 0 42,600 EXPEDITORS INTL WASH INC COMMON 302130109 3,111 55,545 SH SH 20,117 35,428 0 EXPRESS SCRIPTS INC-CL A COMMON 302182100 13,782 192,111 SH SH 100,715 83,098 8,298 EXTREME NETWORKS INC COMMON 30226D106 129 31,000 SH SOLE 31,000 0 0 EXXON MOBIL CORPORATION COMMON 30231G102 228,646 3,726,915 SH SH 2,211,027 840,983 674,905 EZCORP INC-CL A COMMON 302301106 41,535 1,102,025 SH SH 326,819 771,040 4,166 FAIRPOINT COMMUNICATIONS INC COMMON 305560104 2,204 153,065 SH SH 24,078 128,987 0 FAMILY DOLLAR STORES COMMON 307000109 1,779 72,830 SH SH 70,570 1,680 580 FBL FINANCIAL GROUP INC-CL A COMMON 30239F106 1,426 44,002 SH SH 43,704 298 0 FEDERAL HOME LN MTGE CORP COMMON 313400301 138,588 2,430,940 SH SH 1,768,135 133,008 529,797 FEDERATED DEPARTMENT STORES COMMON 31410H101 5,432 148,414 SH SH 18,000 130,236 178 FEDEX CORPORATION COMMON 31428X106 220 1,885 SH SH 840 1,045 0 FIAT SPA-SPONS ADR COMMON 315621888 373 28,056 SH SH 811 27,245 0 FIDELITY NATIONAL FINL INC COMMON 316326107 3,040 78,059 SH SH 77,800 259 0 FIFTH THIRD BANCORP COMMON 316773100 7,148 193,460 SH SH 108,960 80,795 3,705 FINISAR CORPORATION COMMON 31787A101 128 39,000 SH SOLE 39,000 0 0 FIRST DATA CORP COMMON 319963104 23,854 529,620 SH SH 63,502 465,392 726 FIRST HORIZON NATL CORP COMMON 320517105 6,729 167,396 SH SOLE 167,396 0 0 FIRSTFED FINANCIAL CORP COMMON 337907109 1,211 21,000 SH SOLE 21,000 0 0 FISERV INC COMMON 337738108 25,402 560,000 SH SH 0 560,000 0 FISHER SCIENTIFIC INTL COMMON 338032204 34,132 467,245 SH SH 47,075 420,170 0 FLOW INTL CORP COMMON 343468104 23,512 1,671,111 SH SH 246,282 1,423,164 1,665 FLOWERS FOODS INC COMMON 343498101 1,175 41,019 SH SH 39,508 1,511 0 FLUOR CORP (NEW) COMMON 343412102 435 4,678 SH SH 44 4,634 0 FORD MOTOR COMPANY COMMON 345370860 19,061 2,750,456 SH SH 1,994,013 662,882 93,560 FOSTER (LB) CO -CL A COMMON 350060109 13,731 565,765 SH SH 325,268 238,472 2,025 FOSTER WHEELER LTD COMMON G36535139 3,974 91,968 SH SH 18,310 72,957 701 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 2,411 51,367 SH SH 49,156 1,190 1,021 FPIC INSURANCE GROUP INC COMMON 302563101 1,369 35,339 SH SOLE 35,339 0 0 FRANCE TELECOM SA-SPONS ADR COMMON 35177Q105 459 20,992 SH SH 484 20,508 0 FREEPORT-MCMORAN COPPER-B COMMON 35671D857 38,100 687,610 SH SH 157,210 529,772 628 FREIGHTCAR AMERICA INC COMMON 357023100 12,144 218,766 SH SH 97,154 84,421 37,191 FRESENIUS MEDICAL CARE-ADR COMMON 358029106 705 18,466 SH SH 1,085 17,381 0 FRONTIER OIL CORP COMMON 35914P105 21,994 678,840 SH SH 237,091 436,971 4,778 GAMESTOP CORP-CL A COMMON 36467W109 1,053 25,070 SH SH 10,641 14,351 78 GANNETT CO COMMON 364730101 18,929 338,456 SH SH 64,466 272,735 1,255 GAP INC COMMON 364760108 3,434 197,376 SH SH 194,017 640 2,719 GARDNER DENVER INC COMMON 365558105 9,598 249,293 SH SH 99,259 148,667 1,367 GARMIN LTD COMMON G37260109 1,363 12,924 SH SH 9,983 2,849 92 GATEWAY INC COMMON 367626108 128 67,479 SH SH 15,467 52,012 0 GEHL COMPANY COMMON 368483103 9,165 358,979 SH SH 115,876 173,945 69,158 GENENTECH INC COMMON 368710406 26,176 320,000 SH SH 0 320,000 0 GENERAL CABLE CORP COMMON 369300108 19,537 558,217 SH SH 312,092 230,785 15,340 GENERAL COMMUNICATION -CL A COMMON 369385109 3,928 318,848 SH SH 144,079 174,251 518 GENERAL DYNAMICS CORP COMMON 369550108 248 3,783 SH SOLE 3,783 0 0 GENERAL ELECTRIC CO COMMON 369604103 271,711 8,243,645 SH SH 5,736,418 843,639 1,663,5 GENERAL MILLS INC COMMON 370334104 13,467 260,695 SH SH 18,497 241,191 1,007 GENERAL MOTORS CORP COMMON 370442105 49,560 1,663,658 SH SH 673,757 963,416 26,486 GENESCO INC COMMON 371532102 321 9,489 SH SH 7,655 1,572 262 GENESIS HEALTHCARE CORP COMMON 37184D101 3,446 72,751 SH SH 4,262 68,489 0 GENITOPE CORP COMMON 37229P507 4,052 641,200 SH SH 5,000 636,200 0 GENTEK INC COMMON 37245X203 2,138 79,648 SH SH 77,838 901 909 GENTIVA HEALTH SERVICES COMMON 37247A102 1,296 80,806 SH SH 78,200 2,606 0 GENUINE PARTS CO COMMON 372460105 3,013 72,303 SH SH 63,791 8,512 0 GENZYME CORP - GENL DIVISION COMMON 372917104 30,927 506,574 SH SH 55,665 450,909 0 GERDAU SA -SPON ADR COMMON 373737105 1,276 85,613 SH SH 5,408 76,483 3,722 GEVITY HR INC COMMON 374393106 10,470 394,316 SH SH 67,577 326,136 603 GIANT INDUSTRIES INC COMMON 374508109 41,400 622,092 SH SH 203,759 381,227 37,106 GILDAN ACTIVEWEAR INC-CL A COMMON 375916103 3,162 67,273 SH SH 52,704 8,069 6,500 GLAXOSMITHKLINE PLC-ADR COMMON 37733W105 2,365 42,367 SH SH 12,451 29,705 211 GLENAYRE TECHNOLOGIES INC COMMON 377899109 104 39,367 SH SH 35,843 2,622 902 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 1,454 35,209 SH SH 34,001 1,208 0 GLOBAL INDUSTRIES LTD COMMON 379336100 2,010 120,310 SH SH 93,650 25,804 856 GLOBALSANTAFE CORP COMMON G3930E101 493 8,541 SH SH 753 7,654 134 GOLDEN TELECOM INC COMMON 38122G107 4,148 163,622 SH SH 53,050 110,053 519 GOLDMAN SACHS GROUP INC COMMON 38141G104 64,926 431,603 SH SH 191,850 235,677 4,076 GOODRICH CORP COMMON 382388106 1,575 39,100 SH SOLE 39,100 0 0 GOOGLE INC-CL A COMMON 38259P508 7,695 18,353 SH SH 18,328 25 0 GRAINGER (W.W.) INC COMMON 384802104 30,129 400,480 SH SH 50,300 350,180 0 GRANITE CONSTRUCTION INC COMMON 387328107 3,093 68,313 SH SH 65,184 2,362 767 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 13,000 572,174 SH SH 144,382 425,807 1,985 GREAT WOLF RESORTS INC COMMON 391523107 139 11,600 SH SOLE 11,600 0 0 GROUP 1 AUTOMOTIVE INC COMMON 398905109 29,100 516,505 SH SH 316,111 149,076 51,318 GRUPO FINANCIERO GALICIA-ADR COMMON 399909100 1,280 204,796 SH SH 196,512 8,284 0 GRUPO SIMEC-SPON ADR COMMON 400491106 1,942 250,889 SH SH 211,490 34,348 5,051 GRUPO TMM SA-SP ADR A COMMON 40051D105 497 122,209 SH SH 79,641 41,828 740 GUESS? INC COMMON 401617105 13,372 320,283 SH SH 187,736 121,589 10,958 GYMBOREE CORP COMMON 403777105 15,055 433,111 SH SH 284,024 62,831 86,256 H.B. FULLER CO. COMMON 359694106 3,807 87,366 SH SH 72,292 13,117 1,957 HALLIBURTON CO COMMON 406216101 29,135 401,493 SH SH 50,773 349,446 1,274 HANSEN NATURAL CORP COMMON 411310105 434 8,967 SH SH 51 8,916 0 HANSON PLC-SPONSORED ADR COMMON 411349103 641 10,539 SH SH 611 9,928 0 HARLEY-DAVIDSON INC COMMON 412822108 17,281 314,819 SH SH 44,896 269,798 125 HARLEYSVILLE GROUP INC COMMON 412824104 1,541 48,577 SH SH 46,561 2,016 0 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 26,332 311,255 SH SH 1,255 310,000 0 HCA - THE HEALTHCARE COMPANY COMMON 404119109 15,123 350,480 SH SH 22,311 328,169 0 HEALTHCARE SERVICES GROUP COMMON 421906108 3,505 167,277 SH SH 10,957 155,879 441 HEALTHEXTRAS INC COMMON 422211102 1,205 39,897 SH SH 22,141 17,380 376 HEINZ (H.J.) CO COMMON 423074103 15,155 367,660 SH SH 18,633 347,696 1,331 HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 944 23,409 SH SH 18,546 4,863 0 HELMERICH & PAYNE COMMON 423452101 4,256 96,015 SH SH 77,511 12,836 5,668 HESS CORP COMMON 42809H107 343 6,487 SH SH 81 6,226 180 HEWLETT-PACKARD CO COMMON 428236103 133,450 4,212,424 SH SH 2,018,122 1,550,449 643,853 HEXCEL CORP COMMON 428291108 224 14,304 SH SH 13,000 1,304 0 HOLLY CORP COMMON 435758305 19,837 411,560 SH SH 119,704 290,764 1,092 HOME DEPOT INC COMMON 437076102 232,890 6,507,137 SH SH 4,646,604 418,682 1,441,8 HONEYWELL INTERNATIONAL INC COMMON 438516106 2,304 57,186 SH SH 13,063 44,123 0 HORIZON HEALTH CORP COMMON 44041Y104 3,635 174,109 SH SH 3,009 171,100 0 HORIZON OFFSHORE INC COMMON 44043J204 1,391 66,378 SH SH 65,690 345 343 HOT TOPIC INC COMMON 441339108 132 11,500 SH SOLE 11,500 0 0 HOVNANIAN ENTERPRISES-A COMMON 442487203 1,186 39,430 SH SOLE 39,430 0 0 HSBC HOLDINGS PLC-SPONS ADR COMMON 404280406 6,306 71,381 SH SH 3,407 65,459 2,515 HUB GROUP INC-CL A COMMON 443320106 20,609 840,154 SH SH 250,872 586,412 2,870 HUMANA INC COMMON 444859102 3,448 64,214 SH SH 51,619 10,985 1,610 I2 TECHNOLOGIES INC COMMON 465754208 2,291 180,766 SH SH 177,564 3,202 0 IAC/INTERACTIVECORP COMMON 44919P300 15,618 589,594 SH SH 144,455 419,681 25,458 ICO INC COMMON 449293109 68 13,900 SH SOLE 13,900 0 0 ICT GROUP INC COMMON 44929Y101 16,171 659,238 SH SH 350,470 206,235 102,533 ILLINOIS TOOL WORKS COMMON 452308109 25,852 544,250 SH SH 153,650 390,600 0 IMATION CORP COMMON 45245A107 1,628 39,653 SH SH 38,939 512 202 IMAX CORP COMMON 45245E109 125 13,700 SH SOLE 13,700 0 0 IMPAC MORTGAGE HOLDINGS INC COMMON 45254P102 1,621 145,016 SH SH 4,495 140,521 0 IMPCO TECHNOLOGIES INC COMMON 45255W106 14,678 1,375,662 SH SH 712,374 660,027 3,261 IMPERIAL OIL LTD COMMON 453038408 1,025 28,080 SH SH 2,745 24,978 357 INDUS INTERNATIONAL INC COMMON 45578L100 84 29,260 SH SOLE 27,463 0 1,797 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 1,396 34,039 SH SH 32,626 1,413 0 ING GROEP N.V.-SPONSORED ADR COMMON 456837103 3,856 98,061 SH SH 3,954 91,624 2,483 INGERSOLL-RAND CO-CL A COMMON G4776G101 42,647 996,874 SH SH 98,270 898,038 566 INSIGNIA FINANCIAL GROUP INC COMMON 45684P102 2,012 110,491 SH SH 104,446 4,692 1,353 INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 2,857 124,806 SH SH 118,080 2,979 3,747 INSPIRE PHARMACEUTICALS INC COMMON 457733103 917 197,300 SH SOLE 197,300 0 0 INTEGRATED ELECTRICAL SERVIC COMMON 45811E301 1,598 82,853 SH SOLE 82,853 0 0 INTEL CORP COMMON 458140100 27,774 1,463,918 SH SH 258,674 1,159,847 45,397 INTERFACE INC-CL A COMMON 458665106 9,721 849,016 SH SH 620,795 34,417 193,804 INTERMAGNETICS GENERAL CORP COMMON 458771102 555 20,570 SH SH 8,781 11,789 0 INTERNATIONAL COAL GROUP INC COMMON 45928H106 152 21,200 SH SOLE 21,200 0 0 INTERNATIONAL PAPER CO COMMON 460146103 690 21,387 SH SH 4,443 15,948 996 INTERSTATE HOTELS & RESORTS COMMON 46088S106 2,243 241,538 SH SH 238,815 1,942 781 INTERVIDEO INC COMMON 46114Y101 111 11,400 SH SOLE 11,400 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 165,464 2,153,913 SH SH 1,337,155 413,078 403,680 INTL GAME TECHNOLOGY COMMON 459902102 215 5,682 SH SH 108 5,574 0 INTRAWEST CORPORATION COMMON 460915200 1,753 55,021 SH SH 51,848 653 2,520 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 8,503 167,186 SH SH 107,947 57,967 1,272 INVITROGEN CORP COMMON 46185R100 29,773 450,635 SH SH 50,450 400,185 0 ISHARES FTSE/XINHUA CHINA 25 COMMON 464287184 2,120 27,610 SH SOLE 27,610 0 0 ISHARES LEHMAN 20+ YR TREAS COMMON 464287432 100,332 1,189,900 SH SOLE 1,189,900 0 0 ISHARES LEHMAN TRES INF PR S COMMON 464287176 40,406 405,800 SH SOLE 405,800 0 0 ISHARES MSCI AUSTRALIA INDEX COMMON 464286103 960 46,287 SH SOLE 46,287 0 0 ISHARES MSCI AUSTRIA INDEX COMMON 464286202 4,027 130,960 SH SOLE 130,960 0 0 ISHARES MSCI BELGIUM COMMON 464286301 3,870 179,512 SH SOLE 179,512 0 0 ISHARES MSCI BRAZIL COMMON 464286400 55,447 1,417,347 SH SOLE 1,417,347 0 0 ISHARES MSCI CANADA COMMON 464286509 3,781 159,179 SH SOLE 159,179 0 0 ISHARES MSCI EAFE INDEX FUND COMMON 464287465 22,900 350,200 SH SOLE 350,200 0 0 ISHARES MSCI EMU COMMON 464286608 20,427 231,550 SH SOLE 231,550 0 0 ISHARES MSCI FRANCE INDEX FD COMMON 464286707 6,134 204,296 SH SOLE 204,296 0 0 ISHARES MSCI GERMANY INDEX COMMON 464286806 9,156 399,285 SH SOLE 399,285 0 0 ISHARES MSCI HONG KONG INDEX COMMON 464286871 5,070 375,000 SH SOLE 375,000 0 0 ISHARES MSCI ITALY INDEX FD COMMON 464286855 700 23,925 SH SOLE 23,925 0 0 ISHARES MSCI JAPAN INDEX FD COMMON 464286848 19,058 1,397,192 SH SOLE 1,397,192 0 0 ISHARES MSCI MALAYSIA COMMON 464286830 426 58,400 SH SOLE 58,400 0 0 ISHARES MSCI MEXICO COMMON 464286822 203 5,500 SH SOLE 5,500 0 0 ISHARES MSCI NETHERLANDS INX COMMON 464286814 4,969 220,342 SH SOLE 220,342 0 0 ISHARES MSCI SOUTH AFRICA IN COMMON 464286780 628 6,400 SH SOLE 6,400 0 0 ISHARES MSCI SOUTH KOREA IND COMMON 464286772 7,650 169,058 SH SOLE 169,058 0 0 ISHARES MSCI SPAIN INDEX FD COMMON 464286764 715 16,896 SH SOLE 16,896 0 0 ISHARES MSCI SWITZERLAND IND COMMON 464286749 1,251 58,829 SH SOLE 58,829 0 0 ISHARES MSCI TAIWAN INDEX FD COMMON 464286731 26,644 2,078,300 SH SOLE 2,078,300 0 0 ISHARES MSCI UNITED KINGDOM COMMON 464286699 8,245 391,722 SH SOLE 391,722 0 0 ISHARES RUSSELL 1000 INDEX COMMON 464287622 41,004 593,400 SH SOLE 593,400 0 0 ITLA CAPITAL CORPORATION COMMON 450565106 1,473 28,020 SH SOLE 28,020 0 0 ITRON INC COMMON 465741106 984 16,606 SH SH 1,707 14,845 54 ITT CORP COMMON 450911102 35,921 725,676 SH SOLE 725,676 0 0 JDS UNIPHASE CORP COMMON 46612J101 5,010 1,980,191 SH SH 1,038,940 834,490 106,761 JLG INDUSTRIES INC COMMON 466210101 28,334 1,259,323 SH SH 324,745 922,406 12,172 JOHNSON & JOHNSON COMMON 478160104 292,503 4,881,563 SH SH 3,316,880 478,183 1,086,5 JONES APPAREL GROUP INC COMMON 480074103 12,217 384,292 SH SH 19,592 364,700 0 JOY GLOBAL INC COMMON 481165108 13,487 258,914 SH SH 151,681 100,321 6,912 JPMORGAN CHASE & CO COMMON 46625H100 203,894 4,854,604 SH SH 3,620,131 410,252 824,222 K&F INDUSTRIES HOLDINGS INC COMMON 482241106 8,379 472,600 SH SOLE 472,600 0 0 KAMAN CORP COMMON 483548103 1,016 55,835 SH SH 24,115 28,487 3,233 KB HOME COMMON 48666K109 46,261 1,008,977 SH SH 723,048 68,758 217,171 KELLY SERVICES INC -CL A COMMON 488152208 1,715 63,104 SH SH 50,898 12,206 0 KENDLE INTERNATIONAL INC COMMON 48880L107 6,016 163,809 SH SH 57,045 106,279 485 KERR-MCGEE CORP COMMON 492386107 75,824 1,093,342 SH SH 206,608 876,497 10,237 KEYCORP COMMON 493267108 12,299 344,700 SH SH 116,260 224,328 4,112 KEYSTONE AUTOMOTIVE INDS INC COMMON 49338N109 8,647 204,807 SH SH 137,266 2,830 64,711 KIMBALL INTERNATIONAL -CL B COMMON 494274103 1,290 65,445 SH SH 43,924 21,521 0 KIMBERLY-CLARK CORP COMMON 494368103 34,144 553,389 SH SH 53,134 498,641 1,614 KINDER MORGAN INC COMMON 49455P101 20,884 209,065 SH SH 203,870 4,905 290 KINDRED HEALTHCARE INC COMMON 494580103 9,640 370,777 SH SH 96,815 273,035 927 KING PHARMACEUTICALS INC COMMON 495582108 4,283 251,927 SH SH 162,416 72,319 17,192 KLA-TENCOR CORPORATION COMMON 482480100 1,303 31,342 SH SH 1,805 29,212 325 KNIGHT CAPITAL GROUP INC-A COMMON 499005106 8,639 567,175 SH SH 438,290 101,219 27,666 KNOLOGY INC COMMON 499183804 4,938 530,920 SH SH 500,371 25,440 5,109 KOOKMIN BANK-SPON ADR COMMON 50049M109 2,581 31,068 SH SH 19,725 9,428 1,915 KOREA ELEC POWER CORP-SP ADR COMMON 500631106 795 41,912 SH SH 853 40,244 815 KRAFT FOODS INC-A COMMON 50075N104 205 6,645 SH SH 191 6,387 67 KROGER CO COMMON 501044101 9,581 438,281 SH SH 392,068 21,851 24,362 KUBOTA CORP-SPONS ADR COMMON 501173207 1,029 21,591 SH SH 741 20,850 0 KUHLMAN COMPANY INC COMMON 501197107 181 323,500 SH SOLE 323,500 0 0 LABARGE INC COMMON 502470107 3,487 262,746 SH SH 1,170 261,300 276 LABOR READY INC COMMON 505401208 8,719 384,919 SH SH 28,571 356,145 203 LADISH CO INC COMMON 505754200 27,477 733,306 SH SH 226,755 504,032 2,519 LAM RESEARCH CORP COMMON 512807108 3,656 78,435 SH SH 78,150 285 0 LAMSON & SESSIONS CO COMMON 513696104 29,749 1,048,971 SH SH 306,300 727,532 15,139 LAYNE CHRISTENSEN COMPANY COMMON 521050104 1,148 40,503 SH SH 37,645 2,858 0 LA-Z-BOY INC COMMON 505336107 1,200 85,728 SH SOLE 85,728 0 0 LCA-VISION INC COMMON 501803308 2,604 49,211 SH SH 32,699 10,449 6,063 LEAP WIRELESS INTL INC COMMON 521863308 221 4,660 SH SOLE 4,660 0 0 LEAPFROG ENTERPRISES INC COMMON 52186N106 116 11,440 SH SOLE 11,440 0 0 LEGG MASON INC COMMON 524901105 886 8,909 SH SH 512 8,251 146 LEGGETT & PLATT INC COMMON 524660107 222 8,907 SH SH 332 8,179 396 LEHMAN BROTHERS HOLDING INC COMMON 524908100 65,396 1,003,783 SH SH 226,077 777,163 543 LENNOX INTERNATIONAL INC COMMON 526107107 11,161 421,528 SH SH 83,724 337,225 579 LEUCADIA NATIONAL CORP COMMON 527288104 794 27,198 SH SOLE 27,198 0 0 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 22,676 5,107,365 SH SH 784,575 4,322,790 0 LEXMARK INTL GROUP INC-CL A COMMON 529771107 21,542 385,861 SH SH 150,345 228,426 7,090 LIBERTY GLOBAL INC-A COMMON 530555101 2,649 123,204 SH SOLE 123,204 0 0 LIBERTY GLOBAL INC-C W/I COMMON 530555309 2,534 123,204 SH SOLE 123,204 0 0 LIFECELL CORPORATION COMMON 531927101 1,210 39,122 SH SH 22,837 16,285 0 LIFETIME BRANDS INC COMMON 53222Q103 8,205 378,634 SH SH 34,961 343,673 0 LILLY (ELI) & CO COMMON 532457108 17,162 310,510 SH SH 135,302 174,186 1,022 LIMITED BRANDS COMMON 532716107 23,805 930,217 SH SH 145,504 779,716 4,997 LINCOLN NATIONAL CORP COMMON 534187109 8,746 154,954 SH SH 51,524 103,430 0 LITHIA MOTORS INC-CL A COMMON 536797103 1,353 44,623 SH SH 42,783 1,840 0 LIVEPERSON INC COMMON 538146101 78 16,000 SH SOLE 16,000 0 0 LKQ CORP COMMON 501889208 1,352 71,101 SH SH 60,287 8,982 1,832 LLOYDS TSB GROUP PLC -SP ADR COMMON 539439109 1,525 38,630 SH SH 1,373 37,257 0 LOEWS CORP - CAROLINA GROUP COMMON 540424207 2,053 39,952 SH SH 3,784 35,034 1,134 LONE STAR TECHNOLOGIES INC COMMON 542312103 8,275 153,170 SH SH 38,691 114,393 86 LONGS DRUG STORES CORP COMMON 543162101 4,614 101,139 SH SH 7,460 93,459 220 LORAL SPACE & COMMUNICATIONS COMMON 543881106 1,303 45,940 SH SOLE 45,940 0 0 LSI INDUSTRIES INC COMMON 50216C108 10,197 600,114 SH SH 101,998 497,079 1,037 LSI LOGIC CORP COMMON 502161102 432 48,319 SH SH 4,206 43,850 263 LUBY'S INC COMMON 549282101 1,745 167,329 SH SH 160,632 4,800 1,897 LUCENT TECHNOLOGIES INC COMMON 549463107 98 40,601 SH SOLE 40,601 0 0 LUFKIN INDUSTRIES INC COMMON 549764108 22,726 382,396 SH SH 48,371 334,025 0 LYONDELL CHEMICAL COMPANY COMMON 552078107 13,121 579,046 SH SH 435,470 137,485 6,091 M & T BANK CORPORATION COMMON 55261F104 5,318 45,100 SH SH 0 45,100 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 3,974 87,703 SH SOLE 87,703 0 0 MAIDENFORM BRANDS INC COMMON 560305104 148 12,000 SH SOLE 12,000 0 0 MANITOWOC COMPANY INC COMMON 563571108 11,690 262,717 SH SH 189,720 62,614 10,383 MANPOWER INC COMMON 56418H100 6,862 106,231 SH SH 92,251 8,153 5,827 MARATHON OIL CORP COMMON 565849106 4,459 53,524 SH SH 4,913 48,081 530 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 13,386 351,151 SH SH 65,093 285,246 812 MARSH & MCLENNAN COS COMMON 571748102 361 13,416 SH SH 13,000 316 100 MASCO CORP COMMON 574599106 4,714 159,067 SH SH 66,657 89,839 2,571 MASTEC INC COMMON 576323109 18,643 1,411,237 SH SH 408,470 996,551 6,216 MATRIX SERVICE CO COMMON 576853105 11,214 980,273 SH SH 494,939 481,191 4,143 MATSUSHITA ELEC IND-SPON ADR COMMON 576879209 21,953 1,038,919 SH SH 74 1,038,482 363 MATTEL INC COMMON 577081102 8,587 520,118 SH SH 255,674 263,596 848 MAVERICK TUBE CORP COMMON 577914104 11,325 179,218 SH SH 10,963 167,749 506 MCCORMICK & SCHMICK'S SEAFOO COMMON 579793100 12,481 524,429 SH SH 83,858 440,147 424 MCDERMOTT INTL INC COMMON 580037109 40,860 898,600 SH SH 457,495 428,577 12,528 MCGRAW-HILL COMPANIES INC COMMON 580645109 20,802 414,143 SH SH 0 414,000 143 MCKESSON CORP COMMON 58155Q103 4,226 89,368 SH SH 71,279 13,447 4,642 MDC PARTNERS INC-A COMMON 552697104 149 18,200 SH SOLE 18,200 0 0 MDS INC COMMON 55269P302 2,918 160,000 SH SOLE 160,000 0 0 MEADOWBROOK INSURANCE GROUP COMMON 58319P108 1,875 225,352 SH SH 216,696 8,656 0 MEADWESTVACO CORP COMMON 583334107 6,757 241,956 SH SH 210,386 22,036 9,534 MEDICAL STAFFING NETWORK HOL COMMON 58463F104 95 19,000 SH SOLE 19,000 0 0 MERCK & CO. INC. COMMON 589331107 53,159 1,459,202 SH SH 407,314 1,042,203 9,685 MEREDITH CORP COMMON 589433101 9,660 195,000 SH SOLE 195,000 0 0 MERIX CORP COMMON 590049102 147 13,416 SH SOLE 13,416 0 0 MERRILL LYNCH & CO INC COMMON 590188108 95,020 1,366,018 SH SH 829,168 364,457 172,393 MESA AIR GROUP INC COMMON 590479101 9,189 932,918 SH SH 364,977 565,986 1,955 METSO CORP -SPON ADR COMMON 592671101 1,455 40,234 SH SH 1,364 38,870 0 MGP INGREDIENTS INC COMMON 55302G103 2,179 93,805 SH SH 91,698 1,102 1,005 MICRON TECHNOLOGY INC COMMON 595112103 320 21,243 SH SH 398 20,845 0 MICROSOFT CORP COMMON 594918104 291,666 12,517,808SH SH 8,181,326 1,935,514 2,400,9 MILLER INDUSTRIES INC/TENN COMMON 600551204 8,404 406,014 SH SH 297,902 8,136 99,976 MIRANT CORP COMMON 60467R100 24,985 932,235 SH SH 709,863 222,372 0 MIRANT CORP-W/I-CW11 COMMON 60467R118 7,075 700,481 SH SH 128,684 571,797 0 MITSUI & CO LTD-SPONS ADR COMMON 606827202 846 2,996 SH SH 17 2,979 0 MOBILE TELESYSTEMS-SP ADR COMMON 607409109 1,008 34,221 SH SH 22,034 11,908 279 MONSTER WORLDWIDE INC COMMON 611742107 1,247 29,238 SH SH 5,953 23,285 0 MONTEREY GOURMET FOODS INC COMMON 612570101 61 10,400 SH SOLE 10,400 0 0 MOODY'S INVESTORS SERV-EX DI COMMON 615369105 18,573 341,034 SH SH 134 340,900 0 MORGAN STANLEY COMMON 617446448 150,829 2,386,158 SH SH 1,736,372 141,113 508,673 MORTGAGEIT HOLDINGS COMMON 61915Q108 2,203 182,662 SH SH 23,464 158,605 593 MOTOROLA INC COMMON 620076109 1,054 52,324 SH SH 8,090 41,559 2,675 MPS GROUP INC COMMON 553409103 1,490 98,948 SH SH 98,326 622 0 MWI VETERINARY SUPPLY INC COMMON 55402X105 1,537 42,188 SH SH 41,210 978 0 NABI BIOPHARMACEUTICALS COMMON 629519109 189 32,850 SH SOLE 32,850 0 0 NABORS INDUSTRIES LTD COMMON G6359F103 2,124 62,867 SH SH 19,232 43,509 126 NASH FINCH CO COMMON 631158102 1,037 48,722 SH SH 22,264 26,458 0 NATCO GROUP INC-A COMMON 63227W203 46,518 1,157,162 SH SH 360,579 710,998 85,585 NATIONAL AUSTRALIA BK-SP ADR COMMON 632525408 1,222 9,375 SH SH 388 8,987 0 NATIONAL BEVERAGE CORP COMMON 635017106 5,157 359,397 SH SH 170,651 13,383 175,363 NATIONAL CITY CORP COMMON 635405103 17,026 470,445 SH SH 256,428 207,275 6,742 NATIONAL LAMPOON, INC. COMMON 636637100 58 41,730 SH SOLE 41,730 0 0 NATIONAL-OILWELL INC COMMON 637071101 19,418 306,669 SH SH 0 306,669 0 NAVISITE INC COMMON 63935M208 83 18,400 SH SOLE 18,400 0 0 NCI BUILDING SYSTEMS INC COMMON 628852105 6,974 131,154 SH SH 41,666 89,095 393 NESS TECHNOLOGIES INC COMMON 64104X108 1,198 111,485 SH SOLE 111,485 0 0 NETFLIX.COM INC COMMON 64110L106 6,380 234,456 SH SH 126,827 94,331 13,298 NETWORK APPLIANCE INC COMMON 64120L104 424 12,005 SH SH 3,443 8,562 0 NEW JERSEY RESOURCES CORP COMMON 646025106 2,052 43,863 SH SH 40,425 3,438 0 NEWELL RUBBERMAID INC COMMON 651229106 5,968 231,026 SH SH 164,576 63,177 3,273 NEWMARKET CORP COMMON 651587107 22,575 460,155 SH SH 289,086 118,285 52,784 NEWMONT MINING CORP COMMON 651639106 21,936 414,439 SH SH 696 413,496 247 NEWPARK RESOURCES INC COMMON 651718504 72 11,729 SH SH 10,361 1,368 0 NEWPORT CORP COMMON 651824104 189 11,686 SH SH 9,288 2,398 0 NEWS CORP - CL A COMMON 65248E104 188,520 9,829,018 SH SH 7,052,355 595,717 2,180,9 NEXEN INC COMMON 65334H102 31,656 559,880 SH SH 23,827 535,379 674 NOBLE CORP COMMON G65422100 1,668 22,404 SH SH 17,574 4,326 504 NOKIA CORP-SPON ADR COMMON 654902204 226,128 11,161,318SH SH 8,004,444 696,549 2,460,3 NORDSTROM INC COMMON 655664100 1,093 29,957 SH SH 17,592 12,365 0 NORFOLK SOUTHERN CORP COMMON 655844108 24,759 465,238 SH SH 7,936 457,015 287 NORSK HYDRO AS-SPONS ADR COMMON 656531605 4,046 151,501 SH SH 40,692 110,525 284 NORTH FORK BANCORPORATION COMMON 659424105 1,465 48,553 SH SH 1,121 44,973 2,459 NOVA CHEMICALS CORP COMMON 66977W109 615 21,372 SH SOLE 21,372 0 0 NOVARTIS AG-ADR COMMON 66987V109 28,315 525,124 SH SH 64,843 460,281 0 NS GROUP INC COMMON 628916108 16,434 298,364 SH SH 10,577 287,671 116 NTL INC COMMON 62941W101 3,037 121,949 SH SOLE 121,949 0 0 NUCOR CORP COMMON 670346105 59,614 1,098,868 SH SH 173,567 923,376 1,925 NVIDIA CORP COMMON 67066G104 21,897 1,028,495 SH SH 167,128 847,443 13,924 NVR INC COMMON 62944T105 3,660 7,452 SH SH 7,016 176 260 OCCIDENTAL PETROLEUM CORP COMMON 674599105 77,838 759,026 SH SH 154,123 604,657 246 OFFICE DEPOT INC COMMON 676220106 28,475 749,332 SH SH 50,376 697,767 1,189 OIL STATES INTERNATIONAL INC COMMON 678026105 21,470 626,295 SH SH 94,272 530,578 1,445 OLD DOMINION FREIGHT LINE COMMON 679580100 1,923 51,163 SH SH 50,750 220 193 OLIN CORP COMMON 680665205 183 10,200 SH SOLE 10,200 0 0 OM GROUP INC COMMON 670872100 10,377 336,349 SH SH 154,502 178,410 3,437 OMNIVISION TECHNOLOGIES COMMON 682128103 6,264 296,576 SH SH 191,834 90,185 14,557 OMNOVA SOLUTIONS INC COMMON 682129101 1,395 245,621 SH SH 239,271 6,350 0 ON ASSIGNMENT INC COMMON 682159108 12,988 1,413,359 SH SH 703,160 470,992 239,207 ON SEMICONDUCTOR CORPORATION COMMON 682189105 553 94,120 SH SH 90,350 3,075 695 ONEOK INC COMMON 682680103 256 7,514 SH SOLE 7,514 0 0 OPNET TECHNOLOGIES INC COMMON 683757108 137 10,600 SH SOLE 10,600 0 0 ORACLE CORPORATION COMMON 68389X105 172,261 11,888,335SH SH 6,971,834 2,715,291 2,201,2 OREGON STEEL MILLS INC COMMON 686079104 18,553 366,229 SH SH 42,518 322,853 858 ORLEANS HOMEBUILDERS INC COMMON 686588104 1,552 95,512 SH SH 66,009 29,503 0 OTTER TAIL CORP COMMON 689648103 1,972 72,146 SH SH 1,426 70,322 398 OWENS & MINOR INC COMMON 690732102 2,951 103,208 SH SH 48,163 54,836 209 OWENS-ILLINOIS INC COMMON 690768403 11,472 684,500 SH SOLE 684,500 0 0 P.A.M. TRANSPORTATION SVCS COMMON 693149106 1,481 51,239 SH SH 50,639 342 258 PACCAR INC COMMON 693718108 857 10,405 SH SH 3,291 7,114 0 PACER INTERNATIONAL INC COMMON 69373H106 212 6,515 SH SH 5,978 364 173 PANTRY INC COMMON 698657103 18,939 329,117 SH SH 172,719 114,337 42,061 PAPA JOHN'S INTL INC COMMON 698813102 4,013 120,868 SH SH 105,453 13,642 1,773 PAR TECHNOLOGY CORP/DEL COMMON 698884103 1,648 128,996 SH SH 2,428 126,568 0 PARKER DRILLING CO COMMON 701081101 3,504 488,000 SH SH 0 488,000 0 PARK-OHIO HOLDINGS CORP COMMON 700666100 1,244 72,057 SH SH 66,502 5,555 0 PAYLESS SHOESOURCE INC COMMON 704379106 8,596 316,389 SH SH 169,865 130,591 15,933 PEABODY ENERGY CORP COMMON 704549104 42,093 755,029 SH SH 93,714 659,250 2,065 PEMSTAR INC COMMON 706552106 81 23,700 SH SOLE 23,700 0 0 PENNEY (JC) CO INC (HLDG CO) COMMON 708160106 37,463 554,919 SH SH 179,763 366,619 8,538 PEPSI BOTTLING GROUP INC COMMON 713409100 15,443 480,341 SH SH 6,141 474,200 0 PEPSICO INC COMMON 713448108 505 8,413 SH SOLE 8,413 0 0 PERDIGAO SA-ADR COMMON 71361V303 2,363 123,079 SH SH 116,391 5,725 963 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,308 43,064 SH SH 42,100 964 0 PERICOM SEMICONDUCTOR CORP COMMON 713831105 87 10,500 SH SOLE 10,500 0 0 PEROT SYSTEMS CORP-CL A COMMON 714265105 2,042 141,015 SH SH 96,748 44,074 193 PERRIGO CO COMMON 714290103 1,691 105,000 SH SOLE 105,000 0 0 PERRY ELLIS INTERNATIONAL COMMON 288853104 1,566 61,876 SH SH 59,549 2,327 0 PETROBRAS ENERGIA-SPON ADR COMMON 71646M102 333 29,717 SH SOLE 29,717 0 0 PETRO-CANADA COMMON 71644E102 1,716 36,202 SH SH 9,380 25,800 1,022 PETROCHINA CO LTD -ADR COMMON 71646E100 5,880 54,461 SH SH 2,324 50,172 1,965 PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 39,786 445,482 SH SH 67,204 369,639 8,639 PETROLEUM GEO-SERVICES-ADR COMMON 716599105 4,443 70,790 SH SH 61,229 9,402 159 PETSMART INC COMMON 716768106 28,554 1,115,390 SH SH 124,950 990,440 0 PFIZER INC COMMON 717081103 149,545 6,371,716 SH SH 3,776,428 1,461,989 1,133,2 PHARMION CORP COMMON 71715B409 3,203 188,100 SH SOLE 188,100 0 0 PHELPS DODGE CORP COMMON 717265102 35,661 434,045 SH SH 18,187 415,312 546 PHI INC-NON VOTING COMMON 69336T205 1,314 39,585 SH SH 8,669 30,916 0 PHILLIPS-VAN HEUSEN COMMON 718592108 5,410 141,755 SH SH 43,851 97,614 290 PHOENIX COMPANIES INC COMMON 71902E109 3,780 268,448 SH SH 9,202 257,569 1,677 PHOTRONICS INC COMMON 719405102 231 15,633 SH SH 10,092 5,541 0 PIONEER COMPANIES INC COMMON 723643300 10,869 398,422 SH SH 18,766 379,451 205 PIPER JAFFRAY COS COMMON 724078100 12,907 210,859 SH SH 127,285 82,800 774 PITNEY BOWES INC COMMON 724479100 2,663 64,472 SH SOLE 64,472 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 2,298 220,267 SH SH 206,938 11,478 1,851 PLEXUS CORP COMMON 729132100 30,469 890,660 SH SH 487,242 320,771 82,647 PMC SIERRA INC COMMON 69344F106 2,151 228,789 SH SH 191,396 34,431 2,962 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,911 55,748 SH SH 43,021 12,091 636 POLYONE CORPORATION COMMON 73179P106 1,381 157,312 SH SH 151,124 6,188 0 POSCO-ADR COMMON 693483109 4,147 61,991 SH SH 2,711 56,846 2,434 PPG INDUSTRIES INC COMMON 693506107 345 5,230 SH SH 178 4,938 114 PRECISION CASTPARTS CORP COMMON 740189105 3,392 56,770 SH SH 56,550 220 0 PREMIERE GLOBAL SERVICES INC COMMON 740585104 345 45,743 SH SH 20,133 25,610 0 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 5,959 107,085 SH SH 50,317 52,071 4,697 PROCTER & GAMBLE CO COMMON 742718109 254,798 4,582,693 SH SH 2,915,444 881,757 785,492 PROGRESS ENERGY INC COMMON 743263105 8,048 187,720 SH SOLE 187,720 0 0 PROGRESSIVE CORP COMMON 743315103 20,350 791,485 SH SH 73,821 714,784 2,880 PSS WORLD MEDICAL INC COMMON 69366A100 1,750 99,149 SH SH 94,814 315 4,020 PULTE HOMES INC COMMON 745867101 35,142 1,220,637 SH SH 859,359 96,516 264,762 PW EAGLE INC COMMON 69366Y108 30,461 1,007,276 SH SH 580,115 335,843 91,318 QIAO XING UNIVERSAL TELE INC COMMON G7303A109 237 24,235 SH SH 22,923 593 719 QLOGIC CORP COMMON 747277101 3,808 220,887 SH SH 28,609 191,508 770 QLT INC COMMON 746927102 4,340 613,000 SH SOLE 613,000 0 0 QUALCOMM INC COMMON 747525103 4,337 108,221 SH SH 78,551 29,540 130 QUALITY DISTRIBUTION INC COMMON 74756M102 416 31,321 SH SH 29,673 1,648 0 QUANEX CORP COMMON 747620102 12,581 292,113 SH SH 46,951 244,926 236 QUANTA SERVICES INC COMMON 74762E102 45,065 2,600,373 SH SH 906,079 1,529,577 164,717 QWEST COMMUNICATIONS INTL COMMON 749121109 9,972 1,232,693 SH SH 877,548 283,224 71,921 RADIOSHACK CORP COMMON 750438103 311 22,223 SH SOLE 19,215 0 3,008 RANGE RESOURCES CORP COMMON 75281A109 2,857 105,089 SH SH 89,384 1,368 14,337 RCN CORP COMMON 749361200 4,698 188,441 SH SOLE 188,441 0 0 REALNETWORKS INC COMMON 75605L104 342 32,007 SH SH 22,846 9,161 0 REGAL BELOIT COMMON 758750103 7,835 177,456 SH SH 62,320 114,232 904 REGAL ENTERTAINMENT GROUP-A COMMON 758766109 9,215 453,500 SH SOLE 453,500 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 8,108 244,799 SH SH 123,916 115,284 5,599 RELIANCE STEEL & ALUMINUM COMMON 759509102 7,019 84,621 SH SH 64,369 16,303 3,949 RENOVIS INC COMMON 759885106 10,178 664,800 SH SH 4,800 660,000 0 RES-CARE INC COMMON 760943100 1,528 76,365 SH SH 66,576 9,789 0 RESOURCE AMERICA INC-CL A COMMON 761195205 339 17,792 SH SH 15,000 2,528 264 REYNOLDS AMERICAN INC COMMON 761713106 49,550 429,749 SH SH 87,130 339,509 3,110 RHODIA SA-SPONSORED ADR COMMON 762397107 103 52,114 SH SH 15,241 36,873 0 RIGEL PHARMACEUTICALS INC COMMON 766559603 632 65,000 SH SOLE 65,000 0 0 RIO TINTO PLC-SPON ADR COMMON 767204100 1,780 8,487 SH SH 480 7,702 305 RITE AID CORP COMMON 767754104 3,959 933,557 SH SH 22,292 907,908 3,357 ROBERT HALF INTL INC COMMON 770323103 287 6,835 SH SH 5,069 1,766 0 ROCK-TENN COMPANY -CL A COMMON 772739207 1,577 98,843 SH SH 90,143 8,700 0 ROCKWELL AUTOMATION INC COMMON 773903109 252 3,502 SH SOLE 3,502 0 0 ROSTELECOM-SPONSORED ADR COMMON 778529107 207 7,130 SH SH 230 6,900 0 ROWAN COMPANIES INC COMMON 779382100 23,690 665,625 SH SH 21,483 643,955 187 ROYAL & SUN ALLIANCE INS-ADR COMMON 78004V202 1,231 98,255 SH SH 4,356 93,899 0 ROYAL DUTCH SHELL PLC-ADR A COMMON 780259206 4,546 67,872 SH SH 11,197 56,205 470 ROYAL DUTCH SHELL PLC-ADR B COMMON 780259107 1,072 15,336 SH SH 719 14,494 123 RSA SECURITY INC COMMON 749719100 853 31,466 SH SH 23,039 8,427 0 RURAL/METRO CORP COMMON 781748108 87 12,396 SH SH 8,814 3,582 0 RUSH ENTERPRISES INC-CL A COMMON 781846209 1,424 78,357 SH SH 72,869 5,488 0 RYAN'S FAMILY STK HOUSES INC COMMON 783520109 130 10,900 SH SOLE 10,900 0 0 RYDER SYSTEM INC COMMON 783549108 410 7,017 SH SH 3,176 2,998 843 RYERSON INC COMMON 78375P107 11,172 413,781 SH SH 297,356 102,932 13,493 RYLAND GROUP INC COMMON 783764103 432 9,933 SH SH 8,064 1,869 0 SAFECO CORP COMMON 786429100 18,783 333,321 SH SH 32,224 301,097 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 1,235 571,610 SH SH 524,097 35,640 11,873 SAFETY INSURANCE GROUP INC COMMON 78648T100 3,346 70,357 SH SH 68,394 1,825 138 SAFEWAY INC COMMON 786514208 944 36,284 SH SH 21,253 13,675 1,356 SAKS INCORPORATED COMMON 79377W108 210 13,000 SH SOLE 13,000 0 0 SALON MEDIA GROUP, INC. COMMON 79550B103 116 644,330 SH SOLE 644,330 0 0 SANDISK CORP COMMON 80004C101 7,153 140,311 SH SH 22,609 117,042 660 SANMINA-SCI CORP COMMON 800907107 167 36,200 SH SOLE 36,200 0 0 SAP AG-SPONSORED ADR COMMON 803054204 22,376 426,049 SH SH 0 425,900 149 SARA LEE CORP COMMON 803111103 14,634 913,444 SH SH 493,317 407,414 12,713 SAUER-DANFOSS INC COMMON 804137107 2,418 95,139 SH SH 75,783 18,698 658 SAVVIS INC COMMON 805423308 18,576 627,340 SH SH 322,782 204,948 99,610 SAVVIS, INC. COMMON 805423100 107,874 4,004,604 SH SOLE 4,004,604 0 0 SCANSOURCE INC COMMON 806037107 1,424 48,582 SH SH 46,538 2,044 0 SCHERING-PLOUGH CORP COMMON 806605101 2,131 112,000 SH SOLE 112,000 0 0 SCHLUMBERGER LTD COMMON 806857108 35,638 547,345 SH SH 15,397 531,426 522 SCHWAB (CHARLES) CORP COMMON 808513105 22,712 1,421,259 SH SH 1,454 1,419,328 477 SEABOARD CORP COMMON 811543107 3,917 3,060 SH SH 49 3,011 0 SEABRIGHT INSURANCE HOLDINGS COMMON 811656107 1,448 89,912 SH SOLE 89,912 0 0 SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 26,134 1,154,325 SH SH 112,635 1,029,293 12,397 SEARS HOLDINGS CORP COMMON 812350106 3,022 19,517 SH SH 7,298 12,219 0 SELECT COMFORT CORPORATION COMMON 81616X103 4,840 210,676 SH SH 160,469 46,880 3,327 SEMCO ENERGY INC COMMON 78412D109 215 38,600 SH SOLE 38,600 0 0 SEQUA CORP-CL A COMMON 817320104 3,036 37,243 SH SH 31,196 5,104 943 SFBC INTERNATIONAL INC COMMON 784121105 3,032 200,000 SH SOLE 200,000 0 0 SGL CARBON AG-SPONSORED ADR COMMON 784188203 416 62,494 SH SH 1,633 60,861 0 SHAW GROUP INC COMMON 820280105 10,087 362,876 SH SH 189,971 163,505 9,400 SHOE CARNIVAL INC COMMON 824889109 483 20,257 SH SH 17,060 2,012 1,185 SIERRA PACIFIC RESOURCES COMMON 826428104 6,498 464,134 SH SH 19,199 443,900 1,035 SILICON LABORATORIES INC COMMON 826919102 673 19,156 SH SH 9,787 9,369 0 SILVERLEAF RESORTS INC COMMON 828395103 65 17,700 SH SOLE 17,700 0 0 SIRVA INC COMMON 82967Y104 296 45,800 SH SOLE 45,800 0 0 SITEL CORP COMMON 82980K107 12,406 3,164,774 SH SH 1,992,236 1,161,603 10,935 SIX FLAGS INC COMMON 83001P109 2,202 391,685 SH SH 375,114 6,377 10,194 SK TELECOM CO LTD-ADR COMMON 78440P108 5,893 251,643 SH SH 11,907 228,822 10,914 SKECHERS USA INC -CL A COMMON 830566105 15,809 655,686 SH SH 371,617 280,992 3,077 SKYWEST INC COMMON 830879102 10,601 427,450 SH SH 74,317 352,945 188 SLM CORP COMMON 78442P106 15,427 291,513 SH SH 10,113 281,400 0 SMITH & WESSON HOLDING CORP COMMON 831756101 5,663 688,932 SH SH 668,729 20,203 0 SMITH (A.O.) CORP COMMON 831865209 8,816 190,169 SH SH 150,856 30,159 9,154 SMITHFIELD FOODS INC COMMON 832248108 478 16,569 SH SOLE 16,279 0 290 SONIC AUTOMOTIVE INC COMMON 83545G102 1,306 58,872 SH SH 51,625 7,247 0 SONY CORP-SPONSORED ADR COMMON 835699307 943 21,395 SH SH 7,076 14,319 0 SOTHEBY'S COMMON 835898107 4,397 167,489 SH SH 134,514 30,503 2,472 SOUTHERN COPPER CORP COMMON 84265V105 25,909 290,687 SH SH 188,223 94,749 7,716 SOUTHWEST GAS CORP COMMON 844895102 1,938 61,829 SH SH 10,842 50,987 0 SOUTHWESTERN ENERGY CO COMMON 845467109 5,445 174,755 SH SH 76,024 89,212 9,519 SPARTAN STORES INC COMMON 846822104 6,345 433,746 SH SH 118,526 315,220 0 SPDR TRUST SERIES 1 COMMON 78462F103 757 5,947 SH SOLE 2,425 0 3,522 ST JUDE MEDICAL INC COMMON 790849103 1,239 38,233 SH SOLE 38,233 0 0 ST. PAUL TRAVELERS COS INC COMMON 792860108 97,410 2,185,078 SH SH 1,554,864 148,353 481,862 STANDARD PARKING CORP COMMON 853790103 4,313 159,266 SH SH 152,666 4,881 1,719 STAPLES INC COMMON 855030102 298 12,259 SH SOLE 12,259 0 0 STARBUCKS CORP COMMON 855244109 30,795 815,529 SH SH 40,420 774,438 671 STATOIL ASA-SPON ADR COMMON 85771P102 2,802 98,263 SH SH 13,199 83,992 1,072 STEIN MART INC COMMON 858375108 1,845 124,670 SH SH 70 124,600 0 STEPAN CO COMMON 858586100 1,492 47,246 SH SH 43,500 3,746 0 STERLING CONSTRUCTION CO COMMON 859241101 30,070 1,089,485 SH SH 366,240 623,151 100,094 STEVEN MADDEN LTD COMMON 556269108 11,499 388,204 SH SH 329,958 52,735 5,511 STEWART INFORMATION SERVICES COMMON 860372101 313 8,625 SH SH 783 7,842 0 STRATEX NETWORKS INC COMMON 86279T109 94 27,872 SH SH 20,782 7,090 0 SUEZ-ADR COMMON 864686100 1,394 33,372 SH SH 2,317 31,055 0 SUN HEALTHCARE GROUP INC COMMON 866933401 144 16,600 SH SOLE 16,600 0 0 SUNCOR ENERGY INC COMMON 867229106 5,423 66,937 SH SH 9,160 57,471 306 SUNOCO INC COMMON 86764P109 29,077 419,654 SH SH 113,506 299,446 6,702 SUNOPTA INC COMMON 8676EP108 6,021 648,754 SH SH 383,803 11,851 253,100 SUNTRUST BANKS INC COMMON 867914103 5,223 68,501 SH SH 57,301 10,640 560 SUPERIOR ESSEX INC COMMON 86815V105 9,675 323,232 SH SH 139,953 181,917 1,362 SUPERVALU INC COMMON 868536103 9,180 299,017 SH SH 276,908 4,354 17,755 SWIFT TRANSPORTATION CO INC COMMON 870756103 1,414 44,527 SH SH 36,364 8,163 0 SWS GROUP INC COMMON 78503N107 1,288 53,390 SH SH 53,073 317 0 SYKES ENTERPRISES INC COMMON 871237103 29,046 1,797,454 SH SH 386,438 1,405,703 5,313 SYNNEX CORP COMMON 87162W100 638 33,652 SH SH 26,800 6,852 0 SYNOVUS FINANCIAL CORP COMMON 87161C105 2,734 102,100 SH SOLE 102,100 0 0 SYSCO CORP COMMON 871829107 5,379 176,032 SH SH 9,565 165,449 1,018 TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 1,212 131,976 SH SH 6,721 118,051 7,204 TALISMAN ENERGY INC COMMON 87425E103 30,250 1,730,584 SH SH 87,243 1,624,837 18,504 TARGET CORP COMMON 87612E106 24,074 492,618 SH SOLE 492,505 0 113 TATA MOTORS LTD-SPON ADR COMMON 876568502 624 36,172 SH SH 2,658 33,514 0 TATNEFT-SPONSORED ADR COMMON 03737P306 254 3,303 SH SOLE 3,303 0 0 TEAM INC COMMON 878155100 1,374 54,867 SH SH 52,588 1,256 1,023 TECHNIP SA-ADR COMMON 878546209 445 8,065 SH SH 575 7,490 0 TECHNITROL INC COMMON 878555101 1,360 58,714 SH SH 38,649 20,065 0 TEFRON LTD COMMON M87482101 549 47,814 SH SH 45,728 572 1,514 TELE NORTE LESTE PART-ADR COMMON 879246106 4,752 372,677 SH SH 19,065 337,780 15,832 TELECOM ARGENTINA SA-SP ADR COMMON 879273209 302 26,057 SH SOLE 26,057 0 0 TELECOM ITALIA SPA-SPON ADR COMMON 87927Y102 1,441 51,604 SH SH 1,888 49,716 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 3,281 100,169 SH SH 6,026 94,014 129 TELEFONICA SA -SPON ADR COMMON 879382208 487 9,800 SH SOLE 9,800 0 0 TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 20,863 1,001,591 SH SH 6,009 990,672 4,910 TELEMIG CELULAR PARTICIP-ADR COMMON 87944E105 543 15,345 SH SH 12,600 2,745 0 TELETECH HOLDINGS INC COMMON 879939106 2,113 166,962 SH SH 138,331 3,431 25,200 TELLABS INC COMMON 879664100 4,292 322,432 SH SH 48,826 272,570 1,036 TEMPLE-INLAND INC COMMON 879868107 25,915 604,500 SH SOLE 604,500 0 0 TENARIS SA-ADR COMMON 88031M109 3,003 74,165 SH SH 73,565 600 0 TENNECO AUTOMOTIVE INC COMMON 880349105 9,154 352,060 SH SH 234,828 20,411 96,821 TERADYNE INC COMMON 880770102 7,249 520,400 SH SOLE 520,400 0 0 TEREX CORP COMMON 880779103 11,659 154,613 SH SH 126,092 22,974 5,547 TESORO CORP COMMON 881609101 10,564 142,064 SH SH 118,401 16,482 7,181 TETRA TECHNOLOGIES INC COMMON 88162F105 10,965 361,774 SH SH 222,159 136,902 2,713 TEXAS INSTRUMENTS INC COMMON 882508104 41,667 1,375,583 SH SH 246,729 1,105,332 23,522 THE HERSHEY CO COMMON 427866108 14,135 256,683 SH SH 9,682 247,000 1 THE MEN'S WEARHOUSE INC COMMON 587118100 3,768 124,374 SH SH 8,589 115,634 151 THE WALT DISNEY CO. COMMON 254687106 3,788 126,256 SH SH 32,928 93,328 0 THESTREET.COM INC COMMON 88368Q103 161 12,553 SH SOLE 12,500 0 53 THOMAS & BETTS CORP COMMON 884315102 27,306 532,275 SH SH 528,355 3,804 116 TIDEWATER INC COMMON 886423102 4,802 97,606 SH SH 82,437 8,459 6,710 TIM PARTICIPACOES SA -ADR COMMON 88706P106 865 31,405 SH SH 1,116 30,289 0 TIME WARNER INC COMMON 887317105 96,983 5,605,930 SH SH 3,956,691 374,428 1,274,8 TITAN INTERNATIONAL INC COMMON 88830M102 357 19,093 SH SH 16,487 2,606 0 TITANIUM METALS CORPORATION COMMON 888339207 23,447 682,000 SH SH 0 682,000 0 TJX COMPANIES INC COMMON 872540109 144,792 6,333,886 SH SH 4,110,233 946,422 1,277,2 TOLL BROTHERS INC COMMON 889478103 761 29,782 SH SH 25,349 4,433 0 TOTAL SA-SPON ADR COMMON 89151E109 16,179 246,930 SH SH 31,661 214,389 880 TOYOTA MOTOR CORP -SPON ADR COMMON 892331307 22,227 212,520 SH SH 0 212,388 132 TRACTOR SUPPLY COMPANY COMMON 892356106 276 5,000 SH SOLE 5,000 0 0 TRAMMELL CROW CO COMMON 89288R106 6,720 191,088 SH SH 57,064 133,664 360 TRANSMONTAIGNE INC COMMON 893934109 140 12,478 SH SH 3,579 8,899 0 TRANSOCEAN INC COMMON G90078109 453 5,647 SH SH 539 5,007 101 TRIAD HOSPITALS INC COMMON 89579K109 1,761 44,500 SH SOLE 44,500 0 0 TRIBUNE CO COMMON 896047107 4,774 147,219 SH SH 14,619 127,700 4,900 TRIMERIS INC COMMON 896263100 144 12,500 SH SOLE 12,500 0 0 TRUMP ENTERTAINMENT RESORTS COMMON 89816T103 5,337 264,902 SH SH 11,971 252,931 0 TURKCELL ILETISIM HIZMET-ADR COMMON 900111204 172 14,470 SH SOLE 14,470 0 0 TWEETER HOME ENTERTAINMT GRP COMMON 901167106 1,136 159,972 SH SH 61,191 98,781 0 TXU CORPORATION COMMON 873168108 2,808 46,960 SH SH 8,273 38,684 3 TYSON FOODS INC-CL A COMMON 902494103 7,953 535,261 SH SH 498,684 6,370 30,208 U S CONCRETE INC COMMON 90333L102 15,745 1,424,845 SH SH 789,030 443,895 191,920 UAL CORP COMMON 902549807 208 6,711 SH SOLE 5,978 0 733 UAP HOLDING CORP COMMON 903441103 1,419 65,050 SH SOLE 65,050 0 0 ULTRAPAR PARTICPAC -SPON ADR COMMON 90400P101 3,722 236,634 SH SH 0 236,634 0 UNIBANCO-GDR COMMON 90458E107 8,414 126,732 SH SH 83,007 35,644 8,081 UNILEVER N V NY SHARES COMMON 904784709 16,539 733,467 SH SH 93,144 633,446 6,877 UNITED AMERICA INDEMNITY LTD.COMMON 90933T109 1,291 61,965 SH SOLE 61,965 0 0 UNITED INDUSTRIAL CORP COMMON 910671106 9,811 216,822 SH SH 156,996 19,065 40,761 UNITED RENTALS INC COMMON 911363109 8,267 258,517 SH SH 199,282 46,835 12,400 UNITED RETAIL GROUP INC COMMON 911380103 10,466 674,805 SH SH 508,238 19,927 146,640 UNITED STATES STEEL CORP COMMON 912909108 4,601 65,620 SH SH 52,603 11,949 1,068 UNITED TECHNOLOGIES CORP COMMON 913017109 13,993 220,632 SH SH 180,047 185 40,400 UNITEDHEALTH GROUP INC COMMON 91324P102 2,116 47,255 SH SH 46,902 353 0 UNIVERSAL FOREST PRODUCTS COMMON 913543104 2,008 32,025 SH SH 30,388 1,458 179 UNIVERSAL STAINLESS & ALLOY COMMON 913837100 4,551 155,494 SH SH 151,465 4,029 0 UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 11,080 324,632 SH SH 145,048 178,075 1,509 US BANCORP COMMON 902973304 171,892 5,566,445 SH SH 3,570,583 988,877 1,006,9 US LEC CORP-CL A COMMON 90331S109 65 20,000 SH SOLE 20,000 0 0 USA TRUCK INC COMMON 902925106 5,095 285,926 SH SH 56,273 228,451 1,202 USANA HEALTH SCIENCES INC COMMON 90328M107 322 8,500 SH SOLE 8,500 0 0 USEC INC COMMON 90333E108 1,919 161,930 SH SH 36,074 125,541 315 USG CORP COMMON 903293405 11,930 163,588 SH SH 58,654 100,962 3,972 VAIL RESORTS INC COMMON 91879Q109 5,269 142,020 SH SH 34,520 107,500 0 VALEANT PHARMACEUTICALS INTE COMMON 91911X104 5,076 300,000 SH SOLE 300,000 0 0 VALERO ENERGY CORP COMMON 91913Y100 13,184 198,196 SH SH 120,816 70,545 6,835 VALMONT INDUSTRIES COMMON 920253101 17,931 385,695 SH SH 222,784 111,487 51,424 VALUECLICK INC COMMON 92046N102 24,222 1,578,000 SH SH 8,000 1,570,000 0 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 2,300 48,569 SH SH 40,839 2,430 5,300 VEOLIA ENVIRONNEMENT-ADR COMMON 92334N103 1,277 24,693 SH SH 839 23,854 0 VERIZON COMMUNICATIONS COMMON 92343V104 120,486 3,597,667 SH SH 2,338,755 596,573 662,340 VF CORP COMMON 918204108 240 3,527 SH SH 425 2,971 131 VIACOM INC-CLASS B COMMON 92553P201 2,793 77,945 SH SH 77,675 270 0 VIMPELCOM-SP ADR COMMON 68370R109 401 8,749 SH SOLE 8,749 0 0 VISTEON CORP COMMON 92839U107 82 11,365 SH SH 10,058 1,307 0 VODAFONE GROUP PLC-SP ADR COMMON 92857W100 2,906 136,434 SH SH 5,564 127,733 3,137 VOLT INFO SCIENCES INC COMMON 928703107 3,915 84,012 SH SH 46,396 37,077 539 W.R. GRACE & CO COMMON 38388F108 4,522 386,529 SH SH 80,793 305,193 543 WABTEC CORP COMMON 929740108 225 6,009 SH SH 5,369 363 277 WACHOVIA CORP COMMON 929903102 177,926 3,290,066 SH SH 2,401,515 255,088 633,463 WAL-MART STORES INC COMMON 931142103 314,941 6,538,114 SH SH 4,411,762 882,086 1,244,2 WALTER INDUSTRIES INC COMMON 93317Q105 24,154 418,989 SH SH 89,026 324,087 5,876 WARNACO GROUP INC/THE COMMON 934390402 360 19,280 SH SOLE 19,280 0 0 WARRIOR ENERGY SERVICE CORP COMMON 936258102 1,224 50,292 SH SH 50,100 192 0 WASHINGTON GROUP INTL INC COMMON 938862208 622 11,663 SH SH 11,500 163 0 WASHINGTON MUTUAL INC COMMON 939322103 49,805 1,092,701 SH SH 747,647 180,840 164,214 WASTE MANAGEMENT INC COMMON 94106L109 11,953 333,118 SH SH 19,603 313,515 0 WATSCO INC COMMON 942622200 15,546 259,885 SH SH 47,135 211,979 771 WCI COMMUNITIES INC COMMON 92923C104 1,136 56,406 SH SH 56,288 118 0 WEATHERFORD INTL LTD COMMON G95089101 33,573 676,602 SH SH 56,618 619,634 350 WEBEX COMMUNICATIONS INC COMMON 94767L109 289 8,130 SH SH 5,206 2,924 0 WEBMETHODS INC COMMON 94768C108 162 16,400 SH SOLE 16,400 0 0 WELLCARE HEALTH PLANS INC COMMON 94946T106 593 12,092 SH SH 10,339 1,502 251 WELLPOINT INC COMMON 94973V107 114,735 1,576,682 SH SH 1,235,650 341,032 0 WELLS FARGO & COMPANY COMMON 949746101 170,553 2,542,525 SH SH 1,818,432 175,395 548,698 WESCO INTERNATIONAL INC COMMON 95082P105 361 5,227 SH SH 4,927 300 0 WESTERN DIGITAL CORP COMMON 958102105 11,716 591,404 SH SH 469,223 95,955 26,226 WET SEAL INC -CL A COMMON 961840105 1,919 393,378 SH SH 220,396 158,684 14,298 WEYERHAEUSER CO COMMON 962166104 393 6,319 SH SH 1,991 4,223 105 WHIRLPOOL CORP COMMON 963320106 5,554 67,200 SH SH 0 67,200 0 WHOLE FOODS MARKET INC COMMON 966837106 18,276 282,736 SH SH 104 282,506 126 WILD OATS MARKETS INC COMMON 96808B107 835 42,636 SH SH 19,814 22,822 0 WILLIAMS COS INC COMMON 969457100 751 32,176 SH SH 17,775 13,245 1,156 WILLIAMS SCOTSMAN INTL INC COMMON 96950G102 6,639 304,000 SH SOLE 304,000 0 0 WIMM-BILL-DANN FOODS-ADR COMMON 97263M109 15,319 391,277 SH SH 207,633 181,108 2,536 WINTHROP REALTY TRUST COMMON 976391102 152 25,566 SH SOLE 25,566 0 0 WIRELESS FACILITIES INC COMMON 97653A103 36 13,152 SH SH 0 12,053 1,099 WOODHEAD INDUSTRIES INC COMMON 979438108 1,448 75,665 SH SOLE 75,665 0 0 WORLD FUEL SERVICES CORP COMMON 981475106 27,439 600,546 SH SH 193,421 405,357 1,768 WPP GROUP PLC-SPONSORED ADR COMMON 929309409 506 8,400 SH SOLE 6,900 0 1,500 WRIGLEY (WM.) JR CO COMMON 982526105 2,307 50,854 SH SH 10,291 40,563 0 XERIUM TECHNOLOGIES INC COMMON 98416J100 137 14,500 SH SOLE 14,500 0 0 XILINX INC COMMON 983919101 30,036 1,326,115 SH SH 150,450 1,175,540 125 XTO ENERGY INC COMMON 98385X106 1,167 26,344 SH SH 3,690 22,465 189 XYRATEX LTD COMMON G98268108 1,171 44,263 SH SH 43,192 918 153 YAHOO INC COMMON 984332106 35,156 1,065,328 SH SH 113,857 951,471 0 ZIMMER HOLDINGS INC COMMON 98956P102 12,500 220,393 SH SH 220,000 393 0 ZORAN CORP COMMON 98975F101 10,127 416,076 SH SH 412,340 3,736 0 ZYGO CORP COMMON 989855101 2,183 133,215 SH SH 108,951 5,764 18,500