-----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, ODurrpNgd/jYFcml5ZYsgnF+S1yRHwuaupDd9XjwB22mFMACJak6kScYpF8ppZAL gU+yQkhbpq+L4+0PLLbDOg== 0001062592-06-000044.txt : 20061120 0001062592-06-000044.hdr.sgml : 20061120 20061120145319 ACCESSION NUMBER: 0001062592-06-000044 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061120 DATE AS OF CHANGE: 20061120 EFFECTIVENESS DATE: 20061120 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: 061229543 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 bsam20060913f.txt FORM 13F-HR ---------------------------- OMB APPROVAL OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended SEPTEMBER 30, 2006 If amended report check here: [_] Amendment Number: This Amendment (Check only one.) [_] is a restatement. [_] adds new holding entries. Bear Steans Asset Management Inc. - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 383 Madison Avenue, New York, N.Y. 10179 - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 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: Jana Budagov 212-272-0872 - -------------------------------------------------------------------------------- Name (Title) (Phone) /S/ Jana Budagov ---------------------------------------- (Manual signature of Person Duly Authorized to Submit This Report) New York, 11/14/06 ---------------------------------------- (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: Form 13F Information Table Entry Total: 1,003 Form 13F Information Table Value Total: $ 15,633,151 (thousands) List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). (If there are no entries in this list, state "NONE" and omit the column headings and list entries .) 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: 13F File No.: Name: ------------- --------------------- ------------- --------------------- 1. 6. ------------- --------------------- ------------- --------------------- 2. 7. ------------- --------------------- ------------- --------------------- 3. 8. ------------- --------------------- ------------- --------------------- 4. 9. ------------- --------------------- ------------- --------------------- 5. 10. ------------- --------------------- ------------- --------------------- FORM 13F INFORMATION TABLE
Name Of Issuer Title Of Class Cusip Value(k)SH/P AMT S/P P/C INV DSC ManagersSole Shared None 21ST CENTURY INSURANCE GROUP COMMON 90130N103 1290 86253SH SH 82268 3985 0 24/7 REAL MEDIA INC COMMON 901314203 6969 815999SH SH 16000 800000 -1 3M CO COMMON 88579Y101 162863 2188430SH SH 1741281 134379 312770 99 CENTS ONLY STORES COMMON 65440K106 219 18500SH SOLE 18500 0 0 A.D.A.M. INC COMMON 00088U108 154 22000SH SOLE 22000 0 0 AAR CORP COMMON 000361105 5827 244421SH SH 218764 21130 4527 ABB LTD-SPON ADR COMMON 000375204 10213 774912SH SH 542732 212064 20116 ABBOTT LABORATORIES COMMON 002824100 9541 196488SH SH 97280 99102 106 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 32754 471429SH SH 64771 406658 0 ABM INDUSTRIES INC COMMON 000957100 1438 76639SH SOLE 76639 0 0 ABN AMRO HOLDING NV-SP ADR COMMON 000937102 1691 57887SH SH 2190 55697 0 ACCO BRANDS CORP COMMON 00081T108 1298 58342SH SH 58101 241 0 ACCURIDE CORP COMMON 004398103 2175 197581SH SH 127637 69944 0 ACERGY SA COMMON 00443E104 2711 158844SH SH 122042 36802 0 ACR GROUP INC COMMON 00087B101 99 18253SH SOLE 18253 0 0 ACUITY BRANDS INC COMMON 00508Y102 6843 150722SH SH 25582 125140 0 ADAPTEC INC COMMON 00651F108 297 67423SH SH 28000 39423 0 ADMINISTAFF INC COMMON 007094105 2096 62195SH SH 58949 2946 300 ADOBE SYSTEMS INC COMMON 00724F101 24217 646647SH SH 0 646225 422 ADVANCE AUTO PARTS COMMON 00751Y106 573 17397SH SH 14501 2896 0 ADVANCED ENVIRONMENTAL REC-A COMMON 007947104 65 28861SH SOLE 28861 0 0 ADVANCED MICRO DEVICES COMMON 007903107 18780 755711SH SH 4137 750882 692 ADVANCIS PHARMACEUTICAL COMMON 00764L109 11957 1999450SH SOLE 0 0 1999450 AEGON N.V.-AMERICAN REG SHR COMMON 007924103 1236 65837SH SH 1308 64529 0 AEP INDUSTRIES INC COMMON 001031103 33756 804676SH SH 279755 489205 35716 AES CORP COMMON 00130H105 2151 105509SH SH 75560 13094 16855 AETNA INC-NEW COMMON 00817Y108 32735 827665SH SH 716757 109685 1223 AFFILIATED MANAGERS GROUP COMMON 008252108 31361 313260SH SH 43105 270155 0 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 184 10334SH SOLE 10334 0 0 AGCO CORP COMMON 001084102 2238 88275SH SH 56201 31783 291 AGILENT TECHNOLOGIES INC COMMON 00846U101 81835 2503355SH SH 1309197 1187022 7136 AGILYSYS INC COMMON 00847J105 1380 98229SH SH 91134 7095 0 AGNICO-EAGLE MINES LTD COMMON 008474108 6102 196034SH SH 170144 14013 11877 AIR FRANCE-KLM-ADR COMMON 009119108 612 20167SH SH 682 19485 0 AIR METHODS CORP COMMON 009128307 4444 188303SH SH 174590 12066 1647 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 8213 123747SH SH 123300 447 0 AIRCASTLE LTD COMMON G0129K104 407 14000SH SOLE 14000 0 0 AK STEEL HOLDING CORP COMMON 001547108 6628 545948SH SH 395183 145309 5456 AKAMAI TECHNOLOGIES COMMON 00971T101 3929 78600SH SH 78315 285 0 ALASKA AIR GROUP INC COMMON 011659109 1016 26707SH SH 10669 16038 0 ALASKA COMM SYSTEMS GROUP COMMON 01167P101 1609 121193SH SH 120621 572 0 ALCAN ALUMINIUM LTD COMMON 013716105 2183 54753SH SH 12683 41561 509 ALCOA INC COMMON 013817101 17585 627139SH SH 3839 623300 0 ALERIS INTERNATIONAL INC COMMON 014477103 25987 514187SH SH 190111 320783 3293 ALFACELL CORP COMMON 015404106 21 15000SH SOLE 15000 0 0 ALLEGHENY ENERGY INC COMMON 017361106 1643 40894SH SH 34073 6585 236 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 51264 824312SH SH 335472 477329 11511 ALLERGAN INC COMMON 018490102 21730 192964SH SH 64 192900 0 ALLIANCE IMAGING INC COMMON 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032515108 6113 853852SH SH 339125 502697 12030 ANDERSONS INC/THE COMMON 034164103 12839 375971SH SH 200370 171093 4508 ANGLO AMERICAN PLC-UNSP ADR COMMON 03485P102 3196 151453SH SH 8490 140000 2963 ANGLOGOLD ASHANTI LIMITED-SPON COMMON 035128206 1148 30413SH SH 582 29831 0 ANHEUSER-BUSCH COS INC COMMON 035229103 103281 2173880SH SH 1384867 339004 450009 ANIXTER INTERNATIONAL INC COMMON 035290105 11367 201304SH SH 15639 184850 815 ANNALY CAPITAL MANAGEMENT INC COMMON 035710409 265 20200SH SOLE 20200 0 0 AON CORP COMMON 037389103 24448 721829SH SH 28163 691560 2106 APPLE COMPUTER INC COMMON 037833100 9606 124702SH SH 16175 107926 601 APPLIED BIOSYSTEMS GROUP-APP COMMON 038020103 256 7744SH SOLE 7744 0 0 APPLIED MATERIALS INC COMMON 038222105 8949 504701SH SH 214131 290570 0 AQUILA INC COMMON 03840P102 157 36200SH SOLE 36200 0 0 ARCH CAPITAL GROUP LTD COMMON G0450A105 279 4401SH SH 4020 381 0 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 34725 916711SH SH 213420 698704 4587 ARCHSTONE-SMITH TRUST COMMON 039583109 308 5658SH SH 763 4895 0 ARGONAUT GROUP INC COMMON 040157109 1176 37887SH SH 35483 1942 462 ARIBA INC COMMON 04033V203 116 15602SH SH 1391 14211 0 ARMOR HOLDINGS INC COMMON 042260109 20312 354300SH SOLE 354300 0 0 ARROW ELECTRONICS INC COMMON 042735100 615 22409SH SOLE 22409 0 0 ARVINMERITOR INC COMMON 043353101 3809 267444SH SH 98888 168380 176 ASBURY AUTOMOTIVE GROUP COMMON 043436104 1491 72373SH SH 62767 9606 0 ASHFORD HOSPITALITY TRUST COMMON 044103109 131 11000SH SOLE 11000 0 0 ASM LITHOGRAPHY HOLDING NV COMMON N07059111 3492 150016SH SH 149701 315 0 ASPEN TECHNOLOGY INC COMMON 045327103 730 66824SH SH 65534 542 748 ASSURANT INC COMMON 04621X108 11934 223445SH SH 1515 221930 0 ASTEC INDUSTRIES INC COMMON 046224101 1298 51402SH SH 45834 4157 1411 ASTRAZENECA PLC -SPONS ADR COMMON 046353108 960 15350SH SH 7053 8297 0 ASYST TECHNOLOGIES INC COMMON 04648X107 2919 431856SH SH 420510 7697 3649 AT&T INC COMMON 00206R102 137950 4236783SH SH 2662490 963154 611139 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060505104 339564 6338693SH SH 4091769 987285 1259639 BANKUNITED FINANCIAL CORP-A COMMON 06652B103 1158 44400SH SOLE 44400 0 0 BARCLAYS PLC -SPONS ADR COMMON 06738E204 1799 35422SH SH 1330 34092 0 BARRETT BUSINESS SVCS INC COMMON 068463108 4495 209370SH SH 97937 110380 1053 BARRICK GOLD CORP COMMON 067901108 21383 696072SH SH 1970 693416 686 BB&T CORPORATION COMMON 054937107 8287 189292SH SH 111469 76041 1782 BBVA BANCO FRANCES SA-ADR COMMON 07329M100 1266 171145SH SOLE 171145 0 0 BE AEROSPACE INC COMMON 073302101 5319 252239SH SH 119728 131715 796 BEACON ROOFING SUPPLY INC COMMON 073685109 8006 395545SH SH 74908 319241 1396 BEBE STORES INC COMMON 075571109 370 14936SH SH 1083 13853 0 BELDEN CDT INC COMMON 077454106 27222 712065SH SH 273373 389945 48747 BELLSOUTH CORP COMMON 079860102 3366 78738SH SH 1731 73548 3459 BENCHMARK ELECTRONICS INC COMMON 08160H101 3236 120400SH SH 63626 56774 0 BENIHANA INC - CLASS A COMMON 082047200 2346 80885SH SH 75903 3438 1544 BERKLEY (WR) CORP COMMON 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101137107 2159 146000SH SOLE 146000 0 0 BP PLC -SPONS ADR COMMON 055622104 17185 262052SH SH 33749 227374 929 BRIGHTPOINT INC COMMON 109473405 17337 1219219SH SH 296625 918789 3805 BRINKER INTERNATIONAL INC COMMON 109641100 9108 227179SH SH 31018 192278 3883 BRISTOL-MYERS SQUIBB CO COMMON 110122108 14770 592691SH SH 307562 273804 11325 BRISTOW GROUP INC COMMON 110394103 543 15779SH SH 387 15198 194 BRITISH AIRWAYS -SPONS ADR COMMON 110419306 1528 19100SH SH 11124 2852 5124 BRITISH AMERICAN TOB-SP ADR COMMON 110448107 23034 421014SH SH 821 420056 137 BROADCOM CORP-CL A COMMON 111320107 22027 725999SH SH 3315 722492 192 BROADWING CORP COMMON 11161E101 38598 3058506SH SH 466572 2588137 3797 BROCADE COMMUNICATIONS SYS COMMON 111621108 1566 221755SH SH 182948 38807 0 BROWN SHOE COMPANY INC COMMON 115736100 936 26127SH SH 17867 6788 1472 BRUSH ENGINEERED MATERIALS COMMON 117421107 17304 695814SH SH 339647 331812 24355 BSCH BANCO SANTANDER COMMON 05964H105 1741 110273SH SH 0 110273 0 BT GROUP 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CORP COMMON 831865209 4674 118534SH SH 100071 17725 738 SNAP-ON INC COMMON 833034101 302 6778SH SOLE 6778 0 0 SODEXHO ALLIANCE SA-SPON ADR COMMON 833792104 248 4482SH SH 344 4138 0 SONIC AUTOMOTIVE INC COMMON 83545G102 1505 65166SH SH 57670 7496 0 SONY CORP-SPONSORED ADR COMMON 835699307 847 20984SH SH 7076 13908 0 SOTHEBY'S COMMON 835898107 15311 474886SH SH 394313 63553 17020 SOUTHERN COPPER CORP COMMON 84265V105 43544 548544SH SH 189588 350825 8132 SOUTHWEST AIRLINES COMMON 844741108 280 16790SH SH 16678 112 0 SOUTHWEST GAS CORP COMMON 844895102 4338 130170SH SH 48197 81889 84 SOUTHWESTERN ENERGY CO COMMON 845467109 1005 33660SH SH 2548 30976 136 SPANSION INC-CLASS A COMMON 84649R101 5683 340900SH SOLE 340900 0 0 SPARTAN MOTORS INC COMMON 846819100 263 14036SH SH 13266 770 0 SPDR TRUST SERIES 1 COMMON 78462F103 15436 115556SH SOLE 112484 0 3072 SPECTRUM BRANDS INC COMMON 84762L105 9596 1137000SH SOLE 1137000 0 0 SPRINT NEXTEL CORPORATION COMMON 852061100 62719 3657117SH SH 2589502 207815 859800 ST JUDE MEDICAL INC COMMON 790849103 1346 38134SH SOLE 38134 0 0 ST. PAUL TRAVELERS COS INC COMMON 792860108 98215 2094588SH SH 1489540 134054 470994 STAGE STORES INC COMMON 85254C305 249 8500SH SOLE 8500 0 0 STANDARD PARKING CORP COMMON 853790103 12156 387387SH SH 364081 12394 10912 STARBUCKS CORP COMMON 855244109 28963 850601SH SH 21045 828933 623 STATOIL ASA-SPON ADR COMMON 85771P102 4147 174079SH SH 24891 146675 2513 STATS CHIPPAC LTD-ADR COMMON 85771T104 1303 216658SH SH 211073 5585 0 STERLING CONSTRUCTION CO COMMON 859241101 16049 800063SH SH 299997 496598 3468 STEVEN MADDEN LTD COMMON 556269108 32884 838024SH SH 485393 340172 12459 STEWART INFORMATION SERVICES COMMON 860372101 236 6798SH SH 65 6733 0 STRATEX NETWORKS INC COMMON 86279T109 123 27872SH SH 20782 7090 0 SUEZ-ADR COMMON 864686100 1678 37920SH SH 2588 35332 0 SUN HEALTHCARE GROUP INC COMMON 866933401 11761 1094962SH SH 405833 686723 2406 SUN MICROSYSTEMS INC COMMON 866810104 16471 3314010SH SOLE 3314010 0 0 SUNCOR ENERGY INC COMMON 867229106 3099 43010SH SH 7162 35748 100 SUNOCO INC COMMON 86764P109 12140 195214SH SH 79208 109177 6829 SUNOPTA INC COMMON 8676EP108 405 38263SH SH 36720 1543 0 SUNTRUST BANKS INC COMMON 867914103 5360 69355SH SH 57928 10943 484 SUPERIOR ESSEX INC COMMON 86815V105 23994 700547SH SH 252316 405749 42482 SUPERVALU INC COMMON 868536103 6741 227356SH SH 209558 326 17472 SWIFT TRANSPORTATION CO INC COMMON 870756103 1065 44881SH SH 34658 10043 180 SWS GROUP INC COMMON 78503N107 6549 263104SH SH 51294 211810 0 SYBASE INC COMMON 871130100 402 16595SH SOLE 16595 0 0 SYKES ENTERPRISES INC COMMON 871237103 39319 1932187SH SH 752823 1170454 8910 SYMANTEC CORP COMMON 871503108 406 19088SH SH 18107 981 0 SYNNEX CORP COMMON 87162W100 571 24809SH SH 20500 4309 0 SYNOVUS FINANCIAL CORP COMMON 87161C105 3034 103300SH SOLE 103300 0 0 SYSCO CORP COMMON 871829107 6924 206983SH SH 14611 191256 1116 T ROWE PRICE GROUP INC COMMON 74144T108 33154 692857SH SH 84280 608577 0 TAIWAN SEMICONDUCTOR-SP ADR COMMON 874039100 2318 241474SH SH 19334 214075 8065 TALISMAN ENERGY INC COMMON 87425E103 21388 1305740SH SH 4134 1301606 0 TATA MOTORS LTD-SPON ADR COMMON 876568502 688 37030SH SH 2958 34072 0 TATNEFT-SPONSORED ADR COMMON 03737P306 391 4596SH SH 3503 1093 0 TEAM INC COMMON 878155100 1287 51333SH SH 48939 1500 894 TECHNICAL OLYMPIC USA INC COMMON 878483106 1154 117394SH SOLE 117394 0 0 TECHNIP SA-ADR COMMON 878546209 454 7965SH SH 575 7390 0 TECHNITROL INC COMMON 878555101 24586 823640SH SH 402637 354990 66013 TEFRON LTD COMMON M87482101 6418 558135SH SH 517969 18440 21726 TELE NORTE LESTE PART-ADR COMMON 879246106 6523 475766SH SH 29612 429809 16345 TELECOM ARGENTINA SA-SP ADR COMMON 879273209 304 22103SH SOLE 22103 0 0 TELECOM ITALIA SPA-SPON ADR COMMON 87927Y102 1645 58066SH SH 1888 56178 0 TELEFONOS DE MEXICO-SP ADR L COMMON 879403780 27218 1064044SH SH 22189 1038421 3434 TELEMIG CELULAR PARTICIP-ADR COMMON 87944E105 544 14733SH SH 13200 1533 0 TELENOR ASA-ADS COMMON 87944W105 344 8824SH SH 4288 4536 0 TELETECH HOLDINGS INC COMMON 879939106 16382 1048095SH SH 520262 511408 16425 TELLABS INC COMMON 879664100 3374 307849SH SH 37049 269764 1036 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 8363 487113SH SH 422381 39158 25574 TENARIS SA-ADR COMMON 88031M109 2184 61732SH SH 61093 639 0 TENNECO AUTOMOTIVE INC COMMON 880349105 4289 183330SH SH 165694 17636 0 TEREX CORP COMMON 880779103 6977 154295SH SH 119230 32583 2482 TESORO CORP COMMON 881609101 8131 140249SH SH 118844 14058 7347 TETRA TECHNOLOGIES INC COMMON 88162F105 14702 608525SH SH 437389 153211 17925 TEXAS INSTRUMENTS INC COMMON 882508104 30647 921737SH SH 250748 649379 21610 TEXTRON INC COMMON 883203101 31297 357678SH SH 273100 84578 0 THE HERSHEY CO COMMON 427866108 4871 91132SH SH 9832 81300 0 THE WALT DISNEY CO. COMMON 254687106 12228 395607SH SH 46638 348797 172 THESTREET.COM INC COMMON 88368Q103 134 12553SH SOLE 12500 0 53 THIRD WAVE TECHNOLOGIES COMMON 88428W108 126 28100SH SOLE 28100 0 0 THOMAS & BETTS CORP COMMON 884315102 18107 379532SH SH 379400 132 0 TIDEWATER INC COMMON 886423102 1287 29122SH SH 26332 2080 710 TIM PARTICIPACOES SA -ADR COMMON 88706P106 812 29154SH SH 1116 28038 0 TIME WARNER INC COMMON 887317105 142745 7830217SH SH 5047442 1187052 1595723 TITAN INTERNATIONAL INC COMMON 88830M102 417 23082SH SH 20476 2606 0 TJX COMPANIES INC COMMON 872540109 110360 3937220SH SH 2648997 453958 834265 TNS INC COMMON 872960109 172 11400SH SOLE 11400 0 0 TNT NV-ADR COMMON 87260W101 246 6475SH SH 317 6158 0 TOTAL SA-SPON ADR COMMON 89151E109 19373 293793SH SH 35768 256514 1511 TOYOTA MOTOR CORP -SPON ADR COMMON 892331307 25822 237116SH SH 0 236965 151 TRAMMELL CROW CO COMMON 89288R106 320 8756SH SH 8467 289 0 TRANSOCEAN INC COMMON G90078109 317 4325SH SH 521 3703 101 TRIAD HOSPITALS INC COMMON 89579K109 1959 44500SH SOLE 44500 0 0 TRIBUNE CO COMMON 896047107 6671 203867SH SH 13767 185200 4900 TRIMERIS INC COMMON 896263100 110 12500SH SOLE 12500 0 0 TXU CORPORATION COMMON 873168108 13730 219607SH SH 126232 86974 6401 TYSON FOODS INC-CL A COMMON 902494103 9665 608632SH SH 569639 8412 30582 U.S. XPRESS ENTERPRISES-A COMMON 90338N103 4781 206504SH SH 200361 5909 234 UAL CORP COMMON 902549807 444 16711SH SOLE 15978 0 733 UAP HOLDING CORP COMMON 903441103 1330 62251SH SOLE 62251 0 0 UBS AG-REGISTERED COMMON H89231338 7622 128502SH SH 13350 115152 0 UIL HOLDINGS CORP COMMON 902748102 364 9711SH SH 660 9051 0 UNIBANCO-GDR COMMON 90458E107 13634 184244SH SH 119508 56412 8324 UNILEVER N V NY SHARES COMMON 904784709 17397 708924SH SH 94327 608267 6330 UNITED AMERICA INDEMNITY LTD. COMMON 90933T109 1482 65936SH SOLE 65936 0 0 UNITED AUTO GROUP INC COMMON 909440109 1506 64347SH SH 60707 3640 0 UNITED INDUSTRIAL CORP COMMON 910671106 9333 174454SH SH 66695 102487 5272 UNITED RENTALS INC COMMON 911363109 2936 126274SH SH 100844 23568 1862 UNITED RETAIL GROUP INC COMMON 911380103 4097 224303SH SH 210080 12241 1982 UNITED STATES STEEL CORP COMMON 912909108 4679 81132SH SH 64458 15635 1039 UNITED STATIONERS INC COMMON 913004107 1242 26700SH SOLE 26700 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 26255 414447SH SH 54252 360195 0 UNITEDHEALTH GROUP INC COMMON 91324P102 5961 121181SH SH 120603 578 0 UNIVERSAL FOREST PRODUCTS COMMON 913543104 1424 29028SH SH 28397 452 179 UNIVERSAL STAINLESS & ALLOY COMMON 913837100 229 10190SH SH 8776 1414 0 UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 12607 485482SH SH 283215 199226 3041 US BANCORP COMMON 902973304 165560 4983707SH SH 3168478 909402 905827 US LEC CORP-CL A COMMON 90331S109 92 13300SH SOLE 13300 0 0 USA TRUCK INC COMMON 902925106 2431 127640SH SH 34289 92504 847 USANA HEALTH SCIENCES INC COMMON 90328M107 312 7000SH SOLE 7000 0 0 USEC INC COMMON 90333E108 4886 506920SH SH 179033 327636 251 USG CORP COMMON 903293405 571 12120SH SH 7971 4031 118 UST INC COMMON 902911106 7966 145284SH SH 124007 13695 7582 VAIL RESORTS INC COMMON 91879Q109 1635 40861SH SOLE 40861 0 0 VALEANT PHARMACEUTICALS INTE COMMON 91911X104 2967 150000SH SOLE 150000 0 0 VALERO ENERGY CORP COMMON 91913Y100 5238 101771SH SH 58779 36535 6457 VALMONT INDUSTRIES COMMON 920253101 36449 697579SH SH 396760 264076 36743 VALUECLICK INC COMMON 92046N102 29256 1578000SH SH 8000 1570000 0 VEOLIA ENVIRONNEMENT-ADR COMMON 92334N103 1496 24768SH SH 839 23929 0 VERIZON COMMUNICATIONS COMMON 92343V104 100609 2709624SH SH 1697308 544652 467665 VF CORP COMMON 918204108 379 5196SH SH 726 4274 196 VIACOM INC-CLASS B COMMON 92553P201 100008 2689848SH SH 1922923 183175 583750 VIMPELCOM-SP ADR COMMON 68370R109 351 5793SH SOLE 5793 0 0 VISTEON CORP COMMON 92839U107 4659 571565SH SH 386091 179613 5861 VODAFONE GROUP PLC-SP ADR COMMON 92857W209 2716 118815SH SH 4786 111412 2618 VOLT INFO SCIENCES INC COMMON 928703107 12250 344592SH SH 239206 94917 10469 VOLVO AB-SPONSORED ADR COMMON 928856400 1898 31790SH SH 14321 17469 0 W.R. GRACE & CO COMMON 38388F108 7995 602891SH SH 201167 401181 543 WABTEC CORP COMMON 929740108 830 30602SH SH 23714 6571 317 WACHOVIA CORP COMMON 929903102 205565 3683961SH SH 2790613 261342 632006 WAL-MART STORES INC COMMON 931142103 309482 6274978SH SH 4561794 370944 1342240 WALTER INDUSTRIES INC COMMON 93317Q105 8085 189413SH SH 41943 146713 757 WARNACO GROUP INC/THE COMMON 934390402 234 12080SH SOLE 12080 0 0 WASHINGTON GROUP INTL INC COMMON 938862208 742 12600SH SOLE 12600 0 0 WASHINGTON MUTUAL INC COMMON 939322103 47712 1097577SH SH 733832 202784 160961 WASTE INDUSTRIES USA INC COMMON 941057101 18235 674581SH SH 311947 306141 56493 WASTE MANAGEMENT INC COMMON 94106L109 6642 181061SH SH 21020 160041 0 WATSCO INC COMMON 942622200 9457 205541SH SH 38452 166324 765 WATSON WYATT WORLDWIDE INC. COMMON 942712100 201 4914SH SOLE 4914 0 0 WCI COMMUNITIES INC COMMON 92923C104 1580 90573SH SOLE 90573 0 0 WEATHERFORD INTL LTD COMMON G95089101 29961 718154SH SH 42666 674874 614 WEBEX COMMUNICATIONS INC COMMON 94767L109 503 12885SH SH 9961 2924 0 WEBMETHODS INC COMMON 94768C108 115 15000SH SOLE 15000 0 0 WELLPOINT INC COMMON 94973V107 31915 414213SH SH 74053 340160 0 WELLS FARGO & COMPANY COMMON 949746101 128663 3556182SH SH 2552701 244138 759343 WESTERN DIGITAL CORP COMMON 958102105 5912 326604SH SH 267657 46332 12615 WESTERN REFINING INC COMMON 959319104 1220 52517SH SH 51039 1478 0 WET SEAL INC -CL A COMMON 961840105 832 135553SH SH 132996 882 1675 WEYERHAEUSER CO COMMON 962166104 1547 25143SH SH 4439 20387 317 WHOLE FOODS MARKET INC COMMON 966837106 18791 316194SH SH 342 315606 246 WILD OATS MARKETS INC COMMON 96808B107 1727 106822SH SH 76770 29747 305 WILLIAMS COS INC COMMON 969457100 14853 622242SH SH 614738 6693 811 WILLIAMS SCOTSMAN INTL INC COMMON 96950G102 7472 349800SH SOLE 349800 0 0 WILLIAMS-SONOMA INC COMMON 969904101 1634 50446SH SOLE 50446 0 0 WIMM-BILL-DANN FOODS-ADR COMMON 97263M109 25520 573216SH SH 259834 283733 29649 WINTHROP REALTY TRUST COMMON 976391102 165 25566SH SOLE 25566 0 0 WORLD FUEL SERVICES CORP COMMON 981475106 25719 635815SH SH 269642 363321 2852 WRIGLEY (WM.) JR CO COMMON 982526105 4709 102217SH SH 12422 89679 116 WYETH COMMON 983024100 1835 36099SH SOLE 36099 0 0 XILINX INC COMMON 983919101 29032 1322605SH SH 151940 1170540 125 XL CAPITAL LTD -CLASS A COMMON G98255105 61346 892968SH SH 649570 54743 188655 XTO ENERGY INC COMMON 98385X106 6279 149036SH SH 106556 42480 0 XYRATEX LTD COMMON G98268108 289 15158SH SH 14411 594 153 YAHOO INC COMMON 984332106 27232 1077219SH SH 125713 951506 0 YUM! BRANDS INC COMMON 988498101 6100 117200SH SH 0 117200 0 ZORAN CORP COMMON 98975F101 12958 805841SH SH 802140 3701 0
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