-----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, H1x1S4yfASd+1W3HH08CR8u/g0l7bPdrGqre/xFFbpSEFD+NYcJhUKpbAMzNOAKm E+sP87AZ70OPsBDqYUEdNg== 0001047469-06-014401.txt : 20061121 0001047469-06-014401.hdr.sgml : 20061121 20061121090437 ACCESSION NUMBER: 0001047469-06-014401 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061121 DATE AS OF CHANGE: 20061121 EFFECTIVENESS DATE: 20061121 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP CENTRAL INDEX KEY: 0001086619 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-04731 FILM NUMBER: 061231571 BUSINESS ADDRESS: STREET 1: TWO PORTLAND SQUARE CITY: PORTLAND STATE: ME ZIP: 04101 13F-HR/A 1 a2174797z13f-hra.txt 13F-HR/A 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 Check here if Amendment |x|; Amendment Number: 1 This Amendment (Check only one): |_| is a restatement. |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Schroder Investment Management Group Address: 31 Gresham Street London, EC2V 7QA United Kingdom Form 13F File Number: 2804731 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person signing this Report on Behalf of Reporting Manager: Name: Stephen M. DeTore Title: Chief Compliance Officer Phone (212) 641-3888 Signature, Place, and Date of Signature /s/ Stephen M. Detore New York, NY 11/20/2006 - ------------------------------------- -------------------------- ---------- [City, State] [Date] Report Type (Check only one): |X| 13F HOLDING REPORT. (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 Form 13F Information Table Entry Total: 2,849 Form 13F Information Table Value Total: $13,177,616.975 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) No. Form 13F File Number Name 1 28-1732 Schroder Investment Management North America Inc. 2 Schroder Investment Management North America Ltd. 3 Schroder Investment Management International Ltd. 4 Schroder Investment Management (Hong Kong) Ltd. 5 Schroder Investment Management (Japan) Ltd. 6 Schroder Investment Management (Singapore) Ltd. 7 Schroder & Co Limited FORM 13F US DOLLAR DENOMINATED HOLDINGS - SIM GROUP SEPTEMBER 30, 2006
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- 3M CO COM * COM 88579Y101 285,177 3,832 3,832 3M CO COM * COM 88579Y101 6,320,639 84,932 84,932 3M CO COM * COM 88579Y101 8,429,479 113,269 113,269 3M CO COM * COM 88579Y101 29,768 400 400 AARON RENTS INC COM COM 002535201 6,415,281 279,168 279,168 AARON RENTS INC COM COM 002535201 67,377 2,932 2,932 ABBOTT LABS COM * COM 002824100 12,940,366 266,482 266,482 ABBOTT LABS COM * COM 002824100 7,153,811 147,319 147,319 ABBOTT LABS COM * COM 002824100 21,948,634 451,990 451,990 ABBOTT LABS COM * COM 002824100 2,570,281 52,930 52,930 ABBOTT LABS COM * COM 002824100 3,098,128 63,800 63,800 ABBOTT LABS COM * COM 002824100 1,132,856 23,329 23,329 ABERCROMBIE & FITCH CO CL A * COM 002896207 20,844 300 300 ABERCROMBIE & FITCH CO CL A * COM 002896207 4,169 60 60 ABITIBI-CONSOLIDATED INC COM * COM 003924107 44,571 17,900 17,900 ABITIBI-CONSOLIDATED INC COM * COM 003924107 27,639 11,100 11,100 ABM INDS INC COM * COM 000957100 11,183,155 596,117 596,117 ABM INDS INC COM * COM 000957100 91,605 4,883 4,883 ACCENTURE LTD BERMUDA CL A * COM G1150G111 3,719,171 117,287 117,287 ACCENTURE LTD BERMUDA CL A * COM G1150G111 3,192,087 100,665 100,665 ACCENTURE LTD BERMUDA CL A * COM G1150G111 49,690 1,567 1,567 ACCO BRANDS CORP COM * COM 00081T108 7,657,440 344,000 344,000 ACCO BRANDS CORP COM * COM 00081T108 64,554 2,900 2,900 ACCREDITED HOME LENDRS HLDG COM * COM 00437P107 35,760 995 995 ACCREDITED HOME LENDRS HLDG COM * COM 00437P107 371,727 10,343 10,343 ACCREDITED HOME LENDRS HLDG COM * COM 00437P107 914,925 25,457 25,457 ACE LTD ORD * COM G0070K103 11,180,080 204,277 204,277 ACE LTD ORD * COM G0070K103 4,296,305 78,500 78,500 ACE LTD ORD * COM G0070K103 7,239,630 132,279 132,279 ACE LTD ORD * COM G0070K103 700,544 12,800 12,800 ACE LTD ORD * COM G0070K103 106,012 1,937 1,937 ACTIVISION INC NEW COM NEW * COM 004930202 3,154,390 208,900 208,900 ACTIVISION INC NEW COM NEW * COM 004930202 31,710 2,100 2,100 ACTUANT CORP CL A NEW COM 00508X203 20,906,129 417,288 417,288 ACTUANT CORP CL A NEW COM 00508X203 170,941 3,412 3,412 ACUSPHERE INC COM * COM 00511R870 2,061,837 571,146 571,146 ACXIOM CORP COM * COM 005125109 34,524 1,400 1,400 ADAMS RESPIRATORY THERAPEUTI COM * COM 00635P107 7,392,827 202,045 202,045 ADAMS RESPIRATORY THERAPEUTI COM * COM 00635P107 56,897 1,555 1,555 ADOBE SYS INC COM * COM 00724F101 1,023,145 27,313 27,313 ADOBE SYS INC COM * COM 00724F101 700,502 18,700 18,700 ADOBE SYS INC COM * COM 00724F101 922,190 24,618 24,618 ADOLOR CORP COM * COM 00724X102 1,449,415 104,500 104,500 ADTRAN INC COM * COM 00738A106 38,144 1,600 1,600 ADVANCE AMER CASH ADVANCE CT COM * COM 00739W107 246,582 17,100 17,100 ADVANCE AMER CASH ADVANCE CT COM * COM 00739W107 82,194 5,700 5,700 ADVANCE AUTO PARTS INC COM * COM 00751Y106 902,556 27,400 27,400 ADVANCE AUTO PARTS INC COM * COM 00751Y106 876,204 26,600 26,600 ADVANCED ANALOGIC TECHNOLOGI COM * COM 00752J108 13,857,754 2,524,181 2,524,181 ADVANCED ANALOGIC TECHNOLOGI COM * COM 00752J108 111,002 20,219 20,219 ADVANCED MEDICAL OPTICS INC COM * COM 00763M108 3,393,390 85,800 85,800 ADVANCED MEDICAL OPTICS INC COM * COM 00763M108 35,595 900 900 ADVANCED MICRO DEVICES INC COM * COM 007903107 575,899 23,175 23,175 ADVANCED MICRO DEVICES INC COM * COM 007903107 224,271 9,025 9,025 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR COM 00756M404 1,929 413 413 ADVANTA CORP CL B * COM 007942204 36,789 997 997 ADVANTA CORP CL B * COM 007942204 804,974 21,815 21,815 ADVANTA CORP CL B * COM 007942204 925,637 25,085 25,085 AEGON N V ORD AMER REG * COM 007924103 540,576 28,800 28,800 AETNA INC NEW COM * COM 00817Y108 123,080 3,112 3,112 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ 3M CO COM * 1 3,832 3M CO COM * 2 84,932 3M CO COM * 3 113,269 3M CO COM * 7 400 AARON RENTS INC COM 1 279,168 AARON RENTS INC COM 3 2,932 ABBOTT LABS COM * 1 266,482 ABBOTT LABS COM * 2 147,319 ABBOTT LABS COM * 3 451,990 ABBOTT LABS COM * 4 52,930 ABBOTT LABS COM * 5 63,800 ABBOTT LABS COM * 7 23,329 ABERCROMBIE & FITCH CO CL A * 3 300 ABERCROMBIE & FITCH CO CL A * 7 60 ABITIBI-CONSOLIDATED INC COM * 3 17,900 ABITIBI-CONSOLIDATED INC COM * 5 11,100 ABM INDS INC COM * 1 596,117 ABM INDS INC COM * 3 4,883 ACCENTURE LTD BERMUDA CL A * 2 117,287 ACCENTURE LTD BERMUDA CL A * 3 100,665 ACCENTURE LTD BERMUDA CL A * 7 1,567 ACCO BRANDS CORP COM * 1 344,000 ACCO BRANDS CORP COM * 3 2,900 ACCREDITED HOME LENDRS HLDG COM * 1 995 ACCREDITED HOME LENDRS HLDG COM * 2 10,343 ACCREDITED HOME LENDRS HLDG COM * 3 25,457 ACE LTD ORD * 1 204,277 ACE LTD ORD * 2 78,500 ACE LTD ORD * 3 132,279 ACE LTD ORD * 4 12,800 ACE LTD ORD * 7 1,937 ACTIVISION INC NEW COM NEW * 1 208,900 ACTIVISION INC NEW COM NEW * 3 2,100 ACTUANT CORP CL A NEW 1 417,288 ACTUANT CORP CL A NEW 3 3,412 ACUSPHERE INC COM * 3 571,146 ACXIOM CORP COM * 3 1,400 ADAMS RESPIRATORY THERAPEUTI COM * 1 202,045 ADAMS RESPIRATORY THERAPEUTI COM * 3 1,555 ADOBE SYS INC COM * 1 27,313 ADOBE SYS INC COM * 2 18,700 ADOBE SYS INC COM * 3 24,618 ADOLOR CORP COM * 3 104,500 ADTRAN INC COM * 3 1,600 ADVANCE AMER CASH ADVANCE CT COM * 2 17,100 ADVANCE AMER CASH ADVANCE CT COM * 3 5,700 ADVANCE AUTO PARTS INC COM * 2 27,400 ADVANCE AUTO PARTS INC COM * 3 26,600 ADVANCED ANALOGIC TECHNOLOGI COM * 1 2,524,181 ADVANCED ANALOGIC TECHNOLOGI COM * 3 20,219 ADVANCED MEDICAL OPTICS INC COM * 1 85,800 ADVANCED MEDICAL OPTICS INC COM * 3 900 ADVANCED MICRO DEVICES INC COM * 2 23,175 ADVANCED MICRO DEVICES INC COM * 3 9,025 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 3 413 ADVANTA CORP CL B * 1 997 ADVANTA CORP CL B * 2 21,815 ADVANTA CORP CL B * 3 25,085 AEGON N V ORD AMER REG * 3 28,800 AETNA INC NEW COM * 1 3,112
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- AETNA INC NEW COM * COM 00817Y108 1,571,282 39,729 39,729 AFFIRMATIVE INS HLDGS INC COM COM 008272106 13,185 900 900 AFFIRMATIVE INS HLDGS INC COM COM 008272106 13,185 900 900 AFLAC INC COM * COM 001055102 137,280 3,000 3,000 AFLAC INC COM * COM 001055102 4,909,453 107,287 107,287 AFLAC INC COM * COM 001055102 6,315,475 138,013 138,013 AGERE SYS INC COM * COM 00845V308 29,860 2,000 2,000 AGERE SYS INC COM * COM 00845V308 194 13 13 AGL RES INC COM * COM 001204106 120,450 3,300 3,300 AGL RES INC COM * COM 001204106 120,450 3,300 3,300 AGNICO EAGLE MINES LTD COM * COM 008474108 9,259,275 297,248 297,248 AGNICO EAGLE MINES LTD COM * COM 008474108 29,624 951 951 AGRIUM INC COM * COM 008916108 4,601,574 169,300 169,300 AIR PRODS & CHEMS INC COM * COM 009158106 4,258,498 64,163 64,163 AIR PRODS & CHEMS INC COM * COM 009158106 2,803,336 42,238 42,238 AIRGAS INC COM * COM 009363102 26,568,420 734,543 734,543 AIRGAS INC COM * COM 009363102 240,784 6,657 6,657 AKAMAI TECHNOLOGIES INC COM * COM 00971T101 734,853 14,700 14,700 AKAMAI TECHNOLOGIES INC COM * COM 00971T101 384,923 7,700 7,700 AKZO NOBEL NV SPONSORED ADR * COM 010199305 89,099 1,449 1,449 ALASKA COMMUNICATIONS SYS GR COM COM 01167P101 175,164 13,200 13,200 ALBANY INTL CORP CL A COM 012348108 17,637,826 554,300 554,300 ALBANY INTL CORP CL A COM 012348108 152,736 4,800 4,800 ALBEMARLE CORP COM * COM 012653101 3,178,305 58,500 58,500 ALBEMARLE CORP COM * COM 012653101 43,464 800 800 ALCATEL SPONSORED ADR * COM 013904305 599,463 49,217 49,217 ALCATEL SPONSORED ADR * COM 013904305 349,164 28,667 28,667 ALCOA INC COM * COM 013817101 64,492 2,300 2,300 ALCON INC COM SHS * COM H01301102 987,219 8,622 8,622 ALEXANDRIA REAL ESTATE EQ IN COM * COM 015271109 11,631 124 124 ALEXANDRIA REAL ESTATE EQ IN COM * COM 015271109 608,668 6,489 6,489 ALEXION PHARMACEUTICALS INC COM * COM 015351109 2,803,350 82,500 82,500 ALLEGHENY TECHNOLOGIES INC COM * COM 01741R102 889,317 14,300 14,300 ALLEGHENY TECHNOLOGIES INC COM * COM 01741R102 180,351 2,900 2,900 ALLERGAN INC COM * COM 018490102 213,959 1,900 1,900 ALLIANCE ONE INTL INC COM * COM 018772103 176,300 43,000 43,000 ALLIANCE ONE INTL INC COM * COM 018772103 16,810 4,100 4,100 ALLIANCE RES PARTNER L P UT LTD PART * COM 01877R108 13,928 400 400 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * COM 01881G106 1,366,002 19,800 19,800 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * COM 01881G106 620,910 9,000 9,000 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * COM 01881G106 524,324 7,600 7,600 ALLIANT ENERGY CORP COM * COM 018802108 377,559 10,567 10,567 ALLIANT ENERGY CORP COM * COM 018802108 100,044 2,800 2,800 ALLIANT TECHSYSTEMS INC COM * COM 018804104 1,329,465 16,401 16,401 ALLIANT TECHSYSTEMS INC COM * COM 018804104 1,227,248 15,140 15,140 ALLIED CAP CORP NEW COM * COM 01903Q108 1,743,117 57,700 57,700 ALLIED WASTE INDS INC COM PAR$.01NEW * COM 019589308 54,096 4,800 4,800 ALLIED WASTE INDS INC COM PAR$.01NEW * COM 019589308 802,424 71,200 71,200 ALLIED WASTE INDS INC COM PAR$.01NEW * COM 019589308 1,681,484 149,200 149,200 ALLSTATE CORP COM * COM 020002101 269,864 4,302 4,302 ALLSTATE CORP COM * COM 020002101 2,583,661 41,187 41,187 ALLSTATE CORP COM * COM 020002101 3,132,673 49,939 49,939 ALLTEL CORP COM * COM 020039103 99,123 1,786 1,786 ALLTEL CORP COM * COM 020039103 3,694,635 66,570 66,570 ALLTEL CORP COM * COM 020039103 61,050 1,100 1,100 ALTERA CORP COM * COM 021441100 62,033 3,375 3,375 ALTERA CORP COM * COM 021441100 33,084 1,800 1,800 ALTERA CORP COM * COM 021441100 2,267,945 123,392 123,392 ALTIRIS INC COM * COM 02148M100 13,358,722 633,415 633,415 ALTIRIS INC COM * COM 02148M100 176,840 8,385 8,385 ALTRIA GROUP INC COM * COM 02209S103 16,876,136 220,459 220,459 ALTRIA GROUP INC COM * COM 02209S103 13,580,965 177,413 177,413 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ AETNA INC NEW COM * 3 39,729 AFFIRMATIVE INS HLDGS INC COM 3 900 AFFIRMATIVE INS HLDGS INC COM 5 900 AFLAC INC COM * 1 3,000 AFLAC INC COM * 2 107,287 AFLAC INC COM * 3 138,013 AGERE SYS INC COM * 3 2,000 AGERE SYS INC COM * 4 13 AGL RES INC COM * 3 3,300 AGL RES INC COM * 5 3,300 AGNICO EAGLE MINES LTD COM * 1 297,248 AGNICO EAGLE MINES LTD COM * 3 951 AGRIUM INC COM * 3 169,300 AIR PRODS & CHEMS INC COM * 2 64,163 AIR PRODS & CHEMS INC COM * 3 42,238 AIRGAS INC COM * 1 734,543 AIRGAS INC COM * 3 6,657 AKAMAI TECHNOLOGIES INC COM * 2 14,700 AKAMAI TECHNOLOGIES INC COM * 3 7,700 AKZO NOBEL NV SPONSORED ADR * 2 1,449 ALASKA COMMUNICATIONS SYS GR COM 3 13,200 ALBANY INTL CORP CL A 1 554,300 ALBANY INTL CORP CL A 3 4,800 ALBEMARLE CORP COM * 1 58,500 ALBEMARLE CORP COM * 3 800 ALCATEL SPONSORED ADR * 1 49,217 ALCATEL SPONSORED ADR * 3 28,667 ALCOA INC COM * 3 2,300 ALCON INC COM SHS * 3 8,622 ALEXANDRIA REAL ESTATE EQ IN COM * 2 124 ALEXANDRIA REAL ESTATE EQ IN COM * 3 6,489 ALEXION PHARMACEUTICALS INC COM * 3 82,500 ALLEGHENY TECHNOLOGIES INC COM * 2 14,300 ALLEGHENY TECHNOLOGIES INC COM * 3 2,900 ALLERGAN INC COM * 3 1,900 ALLIANCE ONE INTL INC COM * 3 43,000 ALLIANCE ONE INTL INC COM * 5 4,100 ALLIANCE RES PARTNER L P UT LTD PART * 3 400 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * 1 19,800 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * 2 9,000 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * 3 7,600 ALLIANT ENERGY CORP COM * 3 10,567 ALLIANT ENERGY CORP COM * 5 2,800 ALLIANT TECHSYSTEMS INC COM * 2 16,401 ALLIANT TECHSYSTEMS INC COM * 3 15,140 ALLIED CAP CORP NEW COM * 3 57,700 ALLIED WASTE INDS INC COM PAR$.01NEW * 1 4,800 ALLIED WASTE INDS INC COM PAR$.01NEW * 2 71,200 ALLIED WASTE INDS INC COM PAR$.01NEW * 3 149,200 ALLSTATE CORP COM * 1 4,302 ALLSTATE CORP COM * 2 41,187 ALLSTATE CORP COM * 3 49,939 ALLTEL CORP COM * 1 1,786 ALLTEL CORP COM * 3 66,570 ALLTEL CORP COM * 5 1,100 ALTERA CORP COM * 1 3,375 ALTERA CORP COM * 2 1,800 ALTERA CORP COM * 3 123,392 ALTIRIS INC COM * 1 633,415 ALTIRIS INC COM * 3 8,385 ALTRIA GROUP INC COM * 1 220,459 ALTRIA GROUP INC COM * 2 177,413
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- ALTRIA GROUP INC COM * COM 02209S103 34,183,479 446,551 446,551 ALTRIA GROUP INC COM * COM 02209S103 1,260,013 16,460 16,460 ALTRIA GROUP INC COM * COM 02209S103 3,742,530 48,890 48,890 ALTRIA GROUP INC COM * COM 02209S103 444,296 5,804 5,804 AMAZON COM INC COM * COM 023135106 95,602 5,227 5,227 AMAZON COM INC COM * COM 023135106 210,335 11,500 11,500 AMBAC FINL GROUP INC COM * COM 023139108 2,192,875 26,500 26,500 AMBAC FINL GROUP INC COM * COM 023139108 868,875 10,500 10,500 AMDOCS LTD ORD * COM G02602103 3,900,600 98,500 98,500 AMDOCS LTD ORD * COM G02602103 35,640 900 900 AMERCO COM COM 023586100 224,971 3,034 3,034 AMERCO COM COM 023586100 158,088 2,132 2,132 AMEREN CORP COM * COM 023608102 480,389 9,100 9,100 AMEREN CORP COM * COM 023608102 73,906 1,400 1,400 AMERICA MOVIL S A DE C V SPON ADR L SHS * COM 02364W105 362,204 9,200 9,200 AMERICA MOVIL S A DE C V SPON ADR L SHS * COM 02364W105 203,076,523 5,158,154 5,158,154 AMERICA MOVIL S A DE C V SPON ADR L SHS * COM 02364W105 155,505,870 3,949,857 3,949,857 AMERICAN AXLE & MFG HLDGS IN COM * COM 024061103 548,100 32,840 32,840 AMERICAN CAPITAL STRATEGIES COM * COM 024937104 1,615,389 40,927 40,927 AMERICAN CAPITAL STRATEGIES COM * COM 024937104 98,675 2,500 2,500 AMERICAN ELEC PWR INC COM * COM 025537101 3,848,564 105,817 105,817 AMERICAN ELEC PWR INC COM * COM 025537101 4,818,407 132,483 132,483 AMERICAN EXPRESS CO COM * COM 025816109 170,651 3,043 3,043 AMERICAN EXPRESS CO COM * COM 025816109 3,803,514 67,823 67,823 AMERICAN EXPRESS CO COM * COM 025816109 4,966,333 88,558 88,558 AMERICAN EXPRESS CO COM * COM 025816109 633,704 11,300 11,300 AMERICAN FINL GROUP INC OHIO COM * COM 025932104 33,461 713 713 AMERICAN FINL GROUP INC OHIO COM * COM 025932104 276,887 5,900 5,900 AMERICAN FINL GROUP INC OHIO COM * COM 025932104 2,506,954 53,419 53,419 AMERICAN FINL RLTY TR COM COM 02607P305 947,372 84,890 84,890 AMERICAN HOME MTG INVT CORP COM * COM 02660R107 1,620,374 46,469 46,469 AMERICAN HOME MTG INVT CORP COM * COM 02660R107 73,227 2,100 2,100 AMERICAN INTL GROUP INC COM * COM 026874107 439,569 6,634 6,634 AMERICAN INTL GROUP INC COM * COM 026874107 11,678,126 176,247 176,247 AMERICAN INTL GROUP INC COM * COM 026874107 18,935,982 285,783 285,783 AMERICAN INTL GROUP INC COM * COM 026874107 99,390 1,500 1,500 AMERICAN ITALIAN PASTA CO CL A * COM 027070101 80,912 10,400 10,400 AMERICAN LD LEASE INC COM COM 027118108 11,875 500 500 AMERICAN LD LEASE INC COM COM 027118108 11,875 500 500 AMERICAN MTG ACCEP CO SH BEN INT COM 027568104 48,681 2,700 2,700 AMERICAN MTG ACCEP CO SH BEN INT COM 027568104 18,030 1,000 1,000 AMERICAN NATL INS CO COM COM 028591105 104,310 900 900 AMERICAN NATL INS CO COM COM 028591105 11,590 100 100 AMERICREDIT CORP COM * COM 03060R101 24,865 995 995 AMERICREDIT CORP COM * COM 03060R101 407,337 16,300 16,300 AMERISOURCEBERGEN CORP COM * COM 03073E105 102,966 2,278 2,278 AMERISOURCEBERGEN CORP COM * COM 03073E105 1,702,774 37,672 37,672 AMERISOURCEBERGEN CORP COM * COM 03073E105 2,649,443 58,616 58,616 AMERISTAR CASINOS INC COM * COM 03070Q101 239,765 11,044 11,044 AMERISTAR CASINOS INC COM * COM 03070Q101 234,685 10,810 10,810 AMGEN INC COM * COM 031162100 6,295,999 88,019 88,019 AMGEN INC COM * COM 031162100 5,357,311 74,896 74,896 AMGEN INC COM * COM 031162100 17,280,146 241,579 241,579 AMGEN INC COM * COM 031162100 507,863 7,100 7,100 AMGEN INC COM * COM 031162100 725,815 10,147 10,147 AMPHENOL CORP NEW CL A * COM 032095101 1,833,128 29,600 29,600 AMPHENOL CORP NEW CL A * COM 032095101 1,694,219 27,357 27,357 AMR CORP COM * COM 001765106 18,512 800 800 AMREP CORP NEW COM COM 032159105 19,548 400 400 AMREP CORP NEW COM COM 032159105 19,548 400 400 AMSOUTH BANCORPORATION COM * COM 032165102 75,504 2,600 2,600 AMYLIN PHARMACEUTICALS INC COM * COM 032346108 735,969 16,700 16,700 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ ALTRIA GROUP INC COM * 3 446,551 ALTRIA GROUP INC COM * 4 16,460 ALTRIA GROUP INC COM * 5 48,890 ALTRIA GROUP INC COM * 7 5,804 AMAZON COM INC COM * 3 5,227 AMAZON COM INC COM * 7 11,500 AMBAC FINL GROUP INC COM * 2 26,500 AMBAC FINL GROUP INC COM * 3 10,500 AMDOCS LTD ORD * 1 98,500 AMDOCS LTD ORD * 3 900 AMERCO COM 2 3,034 AMERCO COM 3 2,132 AMEREN CORP COM * 3 9,100 AMEREN CORP COM * 5 1,400 AMERICA MOVIL S A DE C V SPON ADR L SHS * 1 9,200 AMERICA MOVIL S A DE C V SPON ADR L SHS * 2 5,158,154 AMERICA MOVIL S A DE C V SPON ADR L SHS * 3 3,949,857 AMERICAN AXLE & MFG HLDGS IN COM * 3 32,840 AMERICAN CAPITAL STRATEGIES COM * 3 40,927 AMERICAN CAPITAL STRATEGIES COM * 5 2,500 AMERICAN ELEC PWR INC COM * 2 105,817 AMERICAN ELEC PWR INC COM * 3 132,483 AMERICAN EXPRESS CO COM * 1 3,043 AMERICAN EXPRESS CO COM * 2 67,823 AMERICAN EXPRESS CO COM * 3 88,558 AMERICAN EXPRESS CO COM * 7 11,300 AMERICAN FINL GROUP INC OHIO COM * 1 713 AMERICAN FINL GROUP INC OHIO COM * 2 5,900 AMERICAN FINL GROUP INC OHIO COM * 3 53,419 AMERICAN FINL RLTY TR COM 3 84,890 AMERICAN HOME MTG INVT CORP COM * 3 46,469 AMERICAN HOME MTG INVT CORP COM * 5 2,100 AMERICAN INTL GROUP INC COM * 1 6,634 AMERICAN INTL GROUP INC COM * 2 176,247 AMERICAN INTL GROUP INC COM * 3 285,783 AMERICAN INTL GROUP INC COM * 7 1,500 AMERICAN ITALIAN PASTA CO CL A * 3 10,400 AMERICAN LD LEASE INC COM 3 500 AMERICAN LD LEASE INC COM 5 500 AMERICAN MTG ACCEP CO SH BEN INT 3 2,700 AMERICAN MTG ACCEP CO SH BEN INT 5 1,000 AMERICAN NATL INS CO COM 3 900 AMERICAN NATL INS CO COM 5 100 AMERICREDIT CORP COM * 1 995 AMERICREDIT CORP COM * 3 16,300 AMERISOURCEBERGEN CORP COM * 1 2,278 AMERISOURCEBERGEN CORP COM * 2 37,672 AMERISOURCEBERGEN CORP COM * 3 58,616 AMERISTAR CASINOS INC COM * 2 11,044 AMERISTAR CASINOS INC COM * 3 10,810 AMGEN INC COM * 1 88,019 AMGEN INC COM * 2 74,896 AMGEN INC COM * 3 241,579 AMGEN INC COM * 4 7,100 AMGEN INC COM * 7 10,147 AMPHENOL CORP NEW CL A * 1 29,600 AMPHENOL CORP NEW CL A * 3 27,357 AMR CORP COM * 2 800 AMREP CORP NEW COM 3 400 AMREP CORP NEW COM 5 400 AMSOUTH BANCORPORATION COM * 3 2,600 AMYLIN PHARMACEUTICALS INC COM * 1 16,700
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- AMYLIN PHARMACEUTICALS INC COM * COM 032346108 8,814 200 200 ANADARKO PETE CORP COM * COM 032511107 236,682 5,400 5,400 ANADARKO PETE CORP COM * COM 032511107 4,819,678 109,963 109,963 ANADARKO PETE CORP COM * COM 032511107 8,444,200 192,658 192,658 ANALOG DEVICES INC COM * COM 032654105 99,926 3,400 3,400 ANALOG DEVICES INC COM * COM 032654105 1,652,570 56,229 56,229 ANALOG DEVICES INC COM * COM 032654105 1,774,539 60,379 60,379 ANDERSONS INC COM * COM 034164103 13,660 400 400 ANGIOTECH PHARMACEUTICALS IN COM * COM 034918102 9,453,523 1,071,828 1,071,828 ANGIOTECH PHARMACEUTICALS IN COM * COM 034918102 99,772 11,312 11,312 ANGLOGOLD ASHANTI LTD SPONSORED ADR * COM 035128206 26,418 700 700 ANHEUSER BUSCH COS INC COM * COM 035229103 3,546,384 74,645 74,645 ANHEUSER BUSCH COS INC COM * COM 035229103 3,398,058 71,523 71,523 ANIXTER INTL INC COM * COM 035290105 875,285 15,500 15,500 ANIXTER INTL INC COM * COM 035290105 1,293,163 22,900 22,900 ANNALY CAP MGMT INC COM * COM 035710409 12,924,425 983,594 983,594 ANNALY CAP MGMT INC COM * COM 035710409 1,366,521 103,997 103,997 ANNALY CAP MGMT INC COM * COM 035710409 73,584 5,600 5,600 ANORMED INC COM COM 035910108 1,390,096 109,889 109,889 ANTHRACITE CAP INC COM * COM 037023108 172,324 13,400 13,400 ANTHRACITE CAP INC COM * COM 037023108 33,436 2,600 2,600 AO TATNEFT SPON ADR REG S DELETED COM 03737P306 2,791,860 31,000 31,000 APACHE CORP COM * COM 037411105 13,891,866 219,808 219,808 APACHE CORP COM * COM 037411105 12,640 200 200 APACHE CORP COM * COM 037411105 11,609,271 183,691 183,691 APACHE CORP COM * COM 037411105 2,534,320 40,100 40,100 APACHE CORP COM * COM 037411105 2,881,920 45,600 45,600 APACHE CORP COM * COM 037411105 748,730 11,847 11,847 APARTMENT INVT & MGMT CO CL A * COM 03748R101 54,410 1,000 1,000 APEX SILVER MINES LTD ORD * COM G04074103 9,996 600 600 APOLLO GROUP INC CL A * COM 037604105 2,511,240 51,000 51,000 APOLLO GROUP INC CL A * COM 037604105 1,743,096 35,400 35,400 APOLLO INVT CORP COM * COM 03761U106 28,659,115 1,397,324 1,397,324 APOLLO INVT CORP COM * COM 03761U106 816,872 39,828 39,828 APOLLO INVT CORP COM * COM 03761U106 82,040 4,000 4,000 APPLE COMPUTER INC COM * COM 037833100 83,369 1,083 1,083 APPLE COMPUTER INC COM * COM 037833100 4,129,438 53,643 53,643 APPLE COMPUTER INC COM * COM 037833100 6,795,025 88,270 88,270 APPLERA CORP COM AP BIO GRP * COM 038020103 85,987 2,597 2,597 APPLERA CORP COM AP BIO GRP * COM 038020103 1,783,603 53,869 53,869 APPLERA CORP COM AP BIO GRP * COM 038020103 3,303,087 99,761 99,761 APPLIED MATLS INC COM * COM 038222105 183,186 10,332 10,332 APPLIED MATLS INC COM * COM 038222105 4,291,192 242,030 242,030 APPLIED MATLS INC COM * COM 038222105 6,868,176 387,376 387,376 APRIA HEALTHCARE GROUP INC COM * COM 037933108 720,510 36,500 36,500 AQUA AMERICA INC COM * COM 03836W103 30,716 1,400 1,400 AQUANTIVE INC COM * COM 03839G105 351,938 14,900 14,900 AQUANTIVE INC COM * COM 03839G105 30,706 1,300 1,300 ARACRUZ CELULOSE S A SPON ADR PFD B COM 038496204 19,046,979 382,700 382,700 ARACRUZ CELULOSE S A SPON ADR PFD B COM 038496204 19,248,946 386,758 386,758 ARACRUZ CELULOSE S A SPON ADR PFD B COM 038496204 298,620 6,000 6,000 ARADIGM CORP COM NEW COM 038505301 384,779 229,035 229,035 ARAMARK CORP CL B * COM 038521100 1,268,396 38,600 38,600 ARAMARK CORP CL B * COM 038521100 345,030 10,500 10,500 ARCH CAP GROUP LTD ORD * COM G0450A105 1,426,366 22,466 22,466 ARCH CAP GROUP LTD ORD * COM G0450A105 1,698,484 26,752 26,752 ARCH CHEMICALS INC COM COM 03937R102 39,830 1,400 1,400 ARCHER DANIELS MIDLAND CO COM * COM 039483102 217,848 5,751 5,751 ARCHER DANIELS MIDLAND CO COM * COM 039483102 5,219,826 137,799 137,799 ARCHER DANIELS MIDLAND CO COM * COM 039483102 8,102,191 213,891 213,891 ARCTIC CAT INC COM * COM 039670104 16,600 1,000 1,000 ARCTIC CAT INC COM * COM 039670104 16,600 1,000 1,000 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ AMYLIN PHARMACEUTICALS INC COM * 3 200 ANADARKO PETE CORP COM * 1 5,400 ANADARKO PETE CORP COM * 2 109,963 ANADARKO PETE CORP COM * 3 192,658 ANALOG DEVICES INC COM * 1 3,400 ANALOG DEVICES INC COM * 2 56,229 ANALOG DEVICES INC COM * 3 60,379 ANDERSONS INC COM * 3 400 ANGIOTECH PHARMACEUTICALS IN COM * 1 1,071,828 ANGIOTECH PHARMACEUTICALS IN COM * 3 11,312 ANGLOGOLD ASHANTI LTD SPONSORED ADR * 4 700 ANHEUSER BUSCH COS INC COM * 2 74,645 ANHEUSER BUSCH COS INC COM * 3 71,523 ANIXTER INTL INC COM * 2 15,500 ANIXTER INTL INC COM * 3 22,900 ANNALY CAP MGMT INC COM * 1 983,594 ANNALY CAP MGMT INC COM * 3 103,997 ANNALY CAP MGMT INC COM * 5 5,600 ANORMED INC COM 3 109,889 ANTHRACITE CAP INC COM * 3 13,400 ANTHRACITE CAP INC COM * 5 2,600 AO TATNEFT SPON ADR REG S DELETED 3 31,000 APACHE CORP COM * 1 219,808 APACHE CORP COM * 2 200 APACHE CORP COM * 3 183,691 APACHE CORP COM * 4 40,100 APACHE CORP COM * 5 45,600 APACHE CORP COM * 7 11,847 APARTMENT INVT & MGMT CO CL A * 3 1,000 APEX SILVER MINES LTD ORD * 4 600 APOLLO GROUP INC CL A * 2 51,000 APOLLO GROUP INC CL A * 3 35,400 APOLLO INVT CORP COM * 1 1,397,324 APOLLO INVT CORP COM * 3 39,828 APOLLO INVT CORP COM * 5 4,000 APPLE COMPUTER INC COM * 1 1,083 APPLE COMPUTER INC COM * 2 53,643 APPLE COMPUTER INC COM * 3 88,270 APPLERA CORP COM AP BIO GRP * 1 2,597 APPLERA CORP COM AP BIO GRP * 2 53,869 APPLERA CORP COM AP BIO GRP * 3 99,761 APPLIED MATLS INC COM * 1 10,332 APPLIED MATLS INC COM * 2 242,030 APPLIED MATLS INC COM * 3 387,376 APRIA HEALTHCARE GROUP INC COM * 3 36,500 AQUA AMERICA INC COM * 3 1,400 AQUANTIVE INC COM * 2 14,900 AQUANTIVE INC COM * 3 1,300 ARACRUZ CELULOSE S A SPON ADR PFD B 2 382,700 ARACRUZ CELULOSE S A SPON ADR PFD B 3 386,758 ARACRUZ CELULOSE S A SPON ADR PFD B 5 6,000 ARADIGM CORP COM NEW 3 229,035 ARAMARK CORP CL B * 2 38,600 ARAMARK CORP CL B * 3 10,500 ARCH CAP GROUP LTD ORD * 2 22,466 ARCH CAP GROUP LTD ORD * 3 26,752 ARCH CHEMICALS INC COM 3 1,400 ARCHER DANIELS MIDLAND CO COM * 1 5,751 ARCHER DANIELS MIDLAND CO COM * 2 137,799 ARCHER DANIELS MIDLAND CO COM * 3 213,891 ARCTIC CAT INC COM * 3 1,000 ARCTIC CAT INC COM * 5 1,000
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- ARGONAUT GROUP INC COM COM 040157109 17,635,590 568,340 568,340 ARGONAUT GROUP INC COM COM 040157109 138,394 4,460 4,460 ARKANSAS BEST CORP DEL COM * COM 040790107 43,030 1,000 1,000 ARKANSAS BEST CORP DEL COM * COM 040790107 998,296 23,200 23,200 ARKANSAS BEST CORP DEL COM * COM 040790107 1,070,802 24,885 24,885 ARM HLDGS PLC SPONSORED ADR * COM 042068106 1,201,254 183,118 183,118 ARM HLDGS PLC SPONSORED ADR * COM 042068106 619,513 94,438 94,438 ARRAY BIOPHARMA INC COM * COM 04269X105 8,056,129 945,555 945,555 ARRAY BIOPHARMA INC COM * COM 04269X105 63,431 7,445 7,445 ARROW ELECTRS INC COM * COM 042735100 672,529 24,518 24,518 ARROW ELECTRS INC COM * COM 042735100 1,563,455 56,998 56,998 ARVINMERITOR INC COM * COM 043353101 175,152 12,300 12,300 ASA BERMUDA LIMITED COM * COM G3156P103 34,200 600 600 ASHFORD HOSPITALITY TR INC COM SHS COM 044103109 104,984 8,800 8,800 ASHFORD HOSPITALITY TR INC COM SHS COM 044103109 32,211 2,700 2,700 ASHLAND INC NEW COM * COM 044209104 3,169,866 49,700 49,700 ASHLAND INC NEW COM * COM 044209104 25,512 400 400 ASML HLDG NV N Y SHS * COM N07059111 1,217,055 52,279 52,279 ASML HLDG NV N Y SHS * COM N07059111 705,687 30,313 30,313 ASSURANT INC COM * COM 04621X108 1,414,564 26,485 26,485 ASSURANT INC COM * COM 04621X108 299,096 5,600 5,600 ASTRAZENECA PLC SPONSORED ADR * COM 046353108 92,750 1,484 1,484 AT&T INC COM * COM 00206R102 16,945,526 520,440 520,440 AT&T INC COM * COM 00206R102 8,674,505 266,416 266,416 AT&T INC COM * COM 00206R102 16,869,824 518,115 518,115 AT&T INC COM * COM 00206R102 1,187,463 36,470 36,470 AT&T INC COM * COM 00206R102 177,940 5,465 5,465 ATMOS ENERGY CORP COM COM 049560105 1,558,430 54,586 54,586 ATMOS ENERGY CORP COM COM 049560105 82,795 2,900 2,900 AU OPTRONICS CORP SPONSORED ADR * COM 002255107 50,573 3,549 3,549 AU OPTRONICS CORP SPONSORED ADR * COM 002255107 888,915 62,380 62,380 AU OPTRONICS CORP SPONSORED ADR * COM 002255107 4,264,854 299,288 299,288 AU OPTRONICS CORP SPONSORED ADR * COM 002255107 1,277,755 89,667 89,667 AU OPTRONICS CORP SPONSORED ADR * COM 002255107 91,001 6,386 6,386 AUTOLIV INC COM * COM 052800109 16,533 300 300 AUTOLIV INC COM * COM 052800109 121,242 2,200 2,200 AUTOLIV INC COM * COM 052800109 121,242 2,200 2,200 AUTOMATIC DATA PROCESSING IN COM * COM 053015103 71,010 1,500 1,500 AUTOZONE INC COM * COM 053332102 51,650 500 500 AUXILIUM PHARMACEUTICALS INC COM COM 05334D107 1,185,376 117,132 117,132 AVAYA INC COM * COM 053499109 25,168 2,200 2,200 AVAYA INC COM * COM 053499109 437,214 38,218 38,218 AVERY DENNISON CORP COM * COM 053611109 72,204 1,200 1,200 AVERY DENNISON CORP COM * COM 053611109 2,762,465 45,911 45,911 AVERY DENNISON CORP COM * COM 053611109 3,562,726 59,211 59,211 AVIS BUDGET GROUP COM * ADDED COM 053774105 1,774 97 97 AVIS BUDGET GROUP COM * ADDED COM 053774105 71,861 3,929 3,929 AVISTA CORP COM * COM 05379B107 66,304 2,800 2,800 AVISTA CORP COM * COM 05379B107 1,027,712 43,400 43,400 AVISTA CORP COM * COM 05379B107 1,330,816 56,200 56,200 AVNET INC COM * COM 053807103 39,240 2,000 2,000 AVNET INC COM * COM 053807103 902,520 46,000 46,000 AVNET INC COM * COM 053807103 1,260,899 64,266 64,266 AVNET INC COM * COM 053807103 103,986 5,300 5,300 AXA SPONSORED ADR * COM 054536107 69,944 1,895 1,895 AXIS CAPITAL HOLDINGS SHS * COM G0692U109 756,242 21,800 21,800 AXIS CAPITAL HOLDINGS SHS * COM G0692U109 1,768,357 50,976 50,976 BAKER HUGHES INC COM * COM 057224107 1,562,803 22,915 22,915 BALDWIN & LYONS INC CL B COM 057755209 264,361 10,915 10,915 BALDWIN & LYONS INC CL B COM 057755209 12,110 500 500 BALL CORP COM * COM 058498106 1,383,390 34,200 34,200 BALL CORP COM * COM 058498106 121,350 3,000 3,000 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ ARGONAUT GROUP INC COM 1 568,340 ARGONAUT GROUP INC COM 3 4,460 ARKANSAS BEST CORP DEL COM * 1 1,000 ARKANSAS BEST CORP DEL COM * 2 23,200 ARKANSAS BEST CORP DEL COM * 3 24,885 ARM HLDGS PLC SPONSORED ADR * 1 183,118 ARM HLDGS PLC SPONSORED ADR * 3 94,438 ARRAY BIOPHARMA INC COM * 1 945,555 ARRAY BIOPHARMA INC COM * 3 7,445 ARROW ELECTRS INC COM * 2 24,518 ARROW ELECTRS INC COM * 3 56,998 ARVINMERITOR INC COM * 3 12,300 ASA BERMUDA LIMITED COM * 4 600 ASHFORD HOSPITALITY TR INC COM SHS 3 8,800 ASHFORD HOSPITALITY TR INC COM SHS 5 2,700 ASHLAND INC NEW COM * 1 49,700 ASHLAND INC NEW COM * 3 400 ASML HLDG NV N Y SHS * 1 52,279 ASML HLDG NV N Y SHS * 3 30,313 ASSURANT INC COM * 2 26,485 ASSURANT INC COM * 3 5,600 ASTRAZENECA PLC SPONSORED ADR * 2 1,484 AT&T INC COM * 1 520,440 AT&T INC COM * 2 266,416 AT&T INC COM * 3 518,115 AT&T INC COM * 4 36,470 AT&T INC COM * 7 5,465 ATMOS ENERGY CORP COM 3 54,586 ATMOS ENERGY CORP COM 5 2,900 AU OPTRONICS CORP SPONSORED ADR * 1 3,549 AU OPTRONICS CORP SPONSORED ADR * 2 62,380 AU OPTRONICS CORP SPONSORED ADR * 3 299,288 AU OPTRONICS CORP SPONSORED ADR * 5 89,667 AU OPTRONICS CORP SPONSORED ADR * 7 6,386 AUTOLIV INC COM * 2 300 AUTOLIV INC COM * 3 2,200 AUTOLIV INC COM * 5 2,200 AUTOMATIC DATA PROCESSING IN COM * 2 1,500 AUTOZONE INC COM * 3 500 AUXILIUM PHARMACEUTICALS INC COM 3 117,132 AVAYA INC COM * 2 2,200 AVAYA INC COM * 3 38,218 AVERY DENNISON CORP COM * 1 1,200 AVERY DENNISON CORP COM * 2 45,911 AVERY DENNISON CORP COM * 3 59,211 AVIS BUDGET GROUP COM * ADDED 2 97 AVIS BUDGET GROUP COM * ADDED 3 3,929 AVISTA CORP COM * 1 2,800 AVISTA CORP COM * 2 43,400 AVISTA CORP COM * 3 56,200 AVNET INC COM * 1 2,000 AVNET INC COM * 2 46,000 AVNET INC COM * 3 64,266 AVNET INC COM * 5 5,300 AXA SPONSORED ADR * 2 1,895 AXIS CAPITAL HOLDINGS SHS * 2 21,800 AXIS CAPITAL HOLDINGS SHS * 3 50,976 BAKER HUGHES INC COM * 3 22,915 BALDWIN & LYONS INC CL B 3 10,915 BALDWIN & LYONS INC CL B 5 500 BALL CORP COM * 2 34,200 BALL CORP COM * 3 3,000
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- BANCO BRADESCO S A SP ADR PFD NEW * COM 059460303 140,070 4,200 4,200 BANCO BRADESCO S A SP ADR PFD NEW * COM 059460303 87,621,255 2,627,324 2,627,324 BANCO BRADESCO S A SP ADR PFD NEW * COM 059460303 145,616,772 4,366,320 4,366,320 BANCO BRADESCO S A SP ADR PFD NEW * COM 059460303 5,011,605 150,273 150,273 BANCO DE CHILE SPONSORED ADR COM 059520106 282,948 6,761 6,761 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * COM 059602201 14,500,740 483,358 483,358 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * COM 059602201 21,382,230 712,741 712,741 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * COM 059602201 216,000 7,200 7,200 BANCO MACRO SA SPON ADR B COM 05961W105 10,218,350 477,493 477,493 BANCO MACRO SA SPON ADR B COM 05961W105 7,242,209 338,421 338,421 BANCO MACRO SA SPON ADR B COM 05961W105 702,155 32,811 32,811 BANCO SANTANDER CHILE NEW SP ADR REP COM COM 05965X109 153,850 3,400 3,400 BANCOLOMBIA S A SPON ADR PREF * COM 05968L102 32,361,558 1,131,523 1,131,523 BANCOLOMBIA S A SPON ADR PREF * COM 05968L102 15,590,947 545,138 545,138 BANK HAWAII CORP COM * COM 062540109 34,881,662 724,287 724,287 BANK HAWAII CORP COM * COM 062540109 265,506 5,513 5,513 BANK MONTREAL QUE COM * COM 063671101 6,809,115 111,900 111,900 BANK NEW YORK INC COM * COM 064057102 364,800 10,346 10,346 BANK NEW YORK INC COM * COM 064057102 3,798,912 107,740 107,740 BANK NEW YORK INC COM * COM 064057102 8,493,253 240,875 240,875 BANK NEW YORK INC COM * COM 064057102 1,089,534 30,900 30,900 BANK NEW YORK INC COM * COM 064057102 1,844,803 52,320 52,320 BANK NEW YORK INC COM * COM 064057102 188,606 5,349 5,349 BANK NOVA SCOTIA HALIFAX COM * COM 064149107 1,240,988 28,700 28,700 BANK OF AMERICA CORPORATION COM * COM 060505104 30,136,661 562,566 562,566 BANK OF AMERICA CORPORATION COM * COM 060505104 19,582,353 365,547 365,547 BANK OF AMERICA CORPORATION COM * COM 060505104 42,134,626 786,534 786,534 BANK OF AMERICA CORPORATION COM * COM 060505104 3,297,234 61,550 61,550 BANK OF AMERICA CORPORATION COM * COM 060505104 3,215,271 60,020 60,020 BANK OF AMERICA CORPORATION COM * COM 060505104 400,221 7,471 7,471 BARCLAYS PLC ADR COM 06738E204 91,995 1,812 1,812 BARNES GROUP INC COM COM 067806109 31,608 1,800 1,800 BARNES GROUP INC COM COM 067806109 31,608 1,800 1,800 BARR PHARMACEUTICALS INC COM * COM 068306109 3,209,684 61,796 61,796 BARR PHARMACEUTICALS INC COM * COM 068306109 3,451,413 66,450 66,450 BARRETT BILL CORP COM * COM 06846N104 447,090 18,204 18,204 BARRICK GOLD CORP COM * COM 067901108 670,530 21,700 21,700 BARRICK GOLD CORP COM * COM 067901108 40,170 1,300 1,300 BASSETT FURNITURE INDS INC COM COM 070203104 64,960 4,000 4,000 BASSETT FURNITURE INDS INC COM COM 070203104 16,240 1,000 1,000 BAUSCH & LOMB INC COM * COM 071707103 857,223 17,100 17,100 BAUSCH & LOMB INC COM * COM 071707103 10,026 200 200 BAXTER INTL INC COM * COM 071813109 8,831,287 194,265 194,265 BAXTER INTL INC COM * COM 071813109 2,056,656 45,241 45,241 BAXTER INTL INC COM * COM 071813109 13,172,217 289,754 289,754 BAXTER INTL INC COM * COM 071813109 651,442 14,330 14,330 BAXTER INTL INC COM * COM 071813109 2,278,910 50,130 50,130 BAXTER INTL INC COM * COM 071813109 837,055 18,413 18,413 BAYTEX ENERGY TR TRUST UNIT COM 073176109 20,621 981 981 BB&T CORP COM * COM 054937107 166,364 3,800 3,800 BB&T CORP COM * COM 054937107 5,668,591 129,479 129,479 BB&T CORP COM * COM 054937107 9,475,130 216,426 216,426 BCE INC COM NEW * ADDED COM 05534B760 7,471,828 275,815 275,815 BCE INC COM NEW * ADDED COM 05534B760 94,815 3,500 3,500 BEA SYS INC COM * COM 073325102 200,640 13,200 13,200 BEAR STEARNS COS INC COM * COM 073902108 28,020 200 200 BEAR STEARNS COS INC COM * COM 073902108 1,399,739 9,991 9,991 BEAZER HOMES USA INC COM * COM 07556Q105 283,743 7,268 7,268 BEAZER HOMES USA INC COM * COM 07556Q105 364,321 9,332 9,332 BECKMAN COULTER INC COM * COM 075811109 18,419 320 320 BECTON DICKINSON & CO COM * COM 075887109 225,367 3,189 3,189 BECTON DICKINSON & CO COM * COM 075887109 5,282,724 74,752 74,752 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ BANCO BRADESCO S A SP ADR PFD NEW * 1 4,200 BANCO BRADESCO S A SP ADR PFD NEW * 2 2,627,324 BANCO BRADESCO S A SP ADR PFD NEW * 3 4,366,320 BANCO BRADESCO S A SP ADR PFD NEW * 5 150,273 BANCO DE CHILE SPONSORED ADR 3 6,761 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * 2 483,358 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * 3 712,741 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD * 5 7,200 BANCO MACRO SA SPON ADR B 2 477,493 BANCO MACRO SA SPON ADR B 3 338,421 BANCO MACRO SA SPON ADR B 5 32,811 BANCO SANTANDER CHILE NEW SP ADR REP COM 3 3,400 BANCOLOMBIA S A SPON ADR PREF * 2 1,131,523 BANCOLOMBIA S A SPON ADR PREF * 3 545,138 BANK HAWAII CORP COM * 1 724,287 BANK HAWAII CORP COM * 3 5,513 BANK MONTREAL QUE COM * 3 111,900 BANK NEW YORK INC COM * 1 10,346 BANK NEW YORK INC COM * 2 107,740 BANK NEW YORK INC COM * 3 240,875 BANK NEW YORK INC COM * 4 30,900 BANK NEW YORK INC COM * 5 52,320 BANK NEW YORK INC COM * 7 5,349 BANK NOVA SCOTIA HALIFAX COM * 3 28,700 BANK OF AMERICA CORPORATION COM * 1 562,566 BANK OF AMERICA CORPORATION COM * 2 365,547 BANK OF AMERICA CORPORATION COM * 3 786,534 BANK OF AMERICA CORPORATION COM * 4 61,550 BANK OF AMERICA CORPORATION COM * 5 60,020 BANK OF AMERICA CORPORATION COM * 7 7,471 BARCLAYS PLC ADR 2 1,812 BARNES GROUP INC COM 3 1,800 BARNES GROUP INC COM 5 1,800 BARR PHARMACEUTICALS INC COM * 1 61,796 BARR PHARMACEUTICALS INC COM * 3 66,450 BARRETT BILL CORP COM * 3 18,204 BARRICK GOLD CORP COM * 3 21,700 BARRICK GOLD CORP COM * 4 1,300 BASSETT FURNITURE INDS INC COM 3 4,000 BASSETT FURNITURE INDS INC COM 5 1,000 BAUSCH & LOMB INC COM * 1 17,100 BAUSCH & LOMB INC COM * 3 200 BAXTER INTL INC COM * 1 194,265 BAXTER INTL INC COM * 2 45,241 BAXTER INTL INC COM * 3 289,754 BAXTER INTL INC COM * 4 14,330 BAXTER INTL INC COM * 5 50,130 BAXTER INTL INC COM * 7 18,413 BAYTEX ENERGY TR TRUST UNIT 1 981 BB&T CORP COM * 1 3,800 BB&T CORP COM * 2 129,479 BB&T CORP COM * 3 216,426 BCE INC COM NEW * ADDED 3 275,815 BCE INC COM NEW * ADDED 5 3,500 BEA SYS INC COM * 3 13,200 BEAR STEARNS COS INC COM * 2 200 BEAR STEARNS COS INC COM * 3 9,991 BEAZER HOMES USA INC COM * 2 7,268 BEAZER HOMES USA INC COM * 3 9,332 BECKMAN COULTER INC COM * 3 320 BECTON DICKINSON & CO COM * 1 3,189 BECTON DICKINSON & CO COM * 2 74,752
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- BECTON DICKINSON & CO COM * COM 075887109 9,522,641 134,748 134,748 BED BATH & BEYOND INC COM * COM 075896100 112,217 2,933 2,933 BELL MICROPRODUCTS INC COM * COM 078137106 249,686 48,109 48,109 BELLSOUTH CORP COM * COM 079860102 586,744 13,725 13,725 BELLSOUTH CORP COM * COM 079860102 8,386,909 196,185 196,185 BELLSOUTH CORP COM * COM 079860102 12,294,002 287,579 287,579 BEMIS INC COM * COM 081437105 88,722 2,700 2,700 BERKLEY W R CORP COM * COM 084423102 583,510 16,488 16,488 BERKLEY W R CORP COM * COM 084423102 2,558,697 72,300 72,300 BERKLEY W R CORP COM * COM 084423102 3,818,581 107,900 107,900 BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 2,203,400 23 23 BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 2,203,400 23 23 BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 4,981,600 52 52 BERKSHIRE HATHAWAY INC DEL CL B COM 084670207 95,220 30 30 BERKSHIRE HATHAWAY INC DEL CL B COM 084670207 25,392 8 8 BEST BUY INC COM * COM 086516101 133,900 2,500 2,500 BEST BUY INC COM * COM 086516101 1,445,531 26,989 26,989 BEST BUY INC COM * COM 086516101 4,606,696 86,010 86,010 BEVERLY HILLS BANCORP DEL COM COM 087866109 33,456 4,100 4,100 BG PLC ADR FIN INST N COM 055434203 106,210 1,742 1,742 BIG 5 SPORTING GOODS CORP COM COM 08915P101 335,160 14,700 14,700 BIG 5 SPORTING GOODS CORP COM COM 08915P101 214,320 9,400 9,400 BIOGEN IDEC INC COM * COM 09062X103 120,636 2,700 2,700 BIOGEN IDEC INC COM * COM 09062X103 2,314,424 51,800 51,800 BIOGEN IDEC INC COM * COM 09062X103 3,596,472 80,494 80,494 BIOMARIN PHARMACEUTICAL INC COM * COM 09061G101 8,154,914 573,079 573,079 BIOMARIN PHARMACEUTICAL INC COM * COM 09061G101 65,757 4,621 4,621 BIOMED REALTY TRUST INC COM COM 09063H107 154,734 5,100 5,100 BIOMET INC COM * COM 090613100 80,475 2,500 2,500 BIOMET INC COM * COM 090613100 10,204 317 317 BIOMET INC COM * COM 090613100 2,445,989 75,986 75,986 BIOSCRIP INC COM * COM 09069N108 106,262 35,186 35,186 BIOTECH HOLDRS TR DEPOSTRY RCPTS * COM 09067D201 5,208,149 28,175 28,175 BIOVAIL CORP COM * COM 09067J109 1,355,580 88,600 88,600 BJ SVCS CO COM * COM 055482103 106,751 3,543 3,543 BJ SVCS CO COM * COM 055482103 2,086,774 69,259 69,259 BJ SVCS CO COM * COM 055482103 3,130,477 103,899 103,899 BJS WHOLESALE CLUB INC COM * COM 05548J106 21,827 748 748 BLACK & DECKER CORP COM * COM 091797100 47,610 600 600 BLACK & DECKER CORP COM * COM 091797100 817,305 10,300 10,300 BLACK HILLS CORP COM * COM 092113109 57,137 1,700 1,700 BLACK HILLS CORP COM * COM 092113109 57,137 1,700 1,700 BLOCK H & R INC COM * COM 093671105 1,323,966 60,900 60,900 BLOCK H & R INC COM * COM 093671105 1,797,898 82,700 82,700 BLUEGREEN CORP COM * COM 096231105 589,283 51,376 51,376 BLUELINX HLDGS INC COM * COM 09624H109 175,168 18,400 18,400 BOEING CO COM * COM 097023105 64,342 816 816 BOEING CO COM * COM 097023105 3,205,410 40,652 40,652 BOEING CO COM * COM 097023105 4,064,402 51,546 51,546 BON-TON STORES INC COM COM 09776J101 23,792 800 800 BON-TON STORES INC COM COM 09776J101 677,210 22,771 22,771 BOOKHAM INC COM * COM 09856E105 322,000 100,000 100,000 BORDERS GROUP INC COM * COM 099709107 81,600 4,000 4,000 BORDERS GROUP INC COM * COM 099709107 81,600 4,000 4,000 BOSTON PROPERTIES INC COM * COM 101121101 2,956,144 28,606 28,606 BOSTON PROPERTIES INC COM * COM 101121101 3,815,830 36,925 36,925 BOSTON SCIENTIFIC CORP COM * COM 101137107 78,387 5,300 5,300 BOSTON SCIENTIFIC CORP COM * COM 101137107 2,074,726 140,279 140,279 BOSTON SCIENTIFIC CORP COM * COM 101137107 2,080,835 140,692 140,692 BOWATER INC COM * COM 102183100 34,969 1,700 1,700 BOWATER INC COM * COM 102183100 34,969 1,700 1,700 BP PLC SPONSORED ADR * COM 55622104 3,814,133 58,160 58,160 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ BECTON DICKINSON & CO COM * 3 134,748 BED BATH & BEYOND INC COM * 3 2,933 BELL MICROPRODUCTS INC COM * 3 48,109 BELLSOUTH CORP COM * 1 13,725 BELLSOUTH CORP COM * 2 196,185 BELLSOUTH CORP COM * 3 287,579 BEMIS INC COM * 3 2,700 BERKLEY W R CORP COM * 1 16,488 BERKLEY W R CORP COM * 2 72,300 BERKLEY W R CORP COM * 3 107,900 BERKSHIRE HATHAWAY INC DEL CL A 2 23 BERKSHIRE HATHAWAY INC DEL CL A 3 23 BERKSHIRE HATHAWAY INC DEL CL A 7 52 BERKSHIRE HATHAWAY INC DEL CL B 3 30 BERKSHIRE HATHAWAY INC DEL CL B 7 8 BEST BUY INC COM * 1 2,500 BEST BUY INC COM * 2 26,989 BEST BUY INC COM * 3 86,010 BEVERLY HILLS BANCORP DEL COM 3 4,100 BG PLC ADR FIN INST N 2 1,742 BIG 5 SPORTING GOODS CORP COM 2 14,700 BIG 5 SPORTING GOODS CORP COM 3 9,400 BIOGEN IDEC INC COM * 1 2,700 BIOGEN IDEC INC COM * 2 51,800 BIOGEN IDEC INC COM * 3 80,494 BIOMARIN PHARMACEUTICAL INC COM * 1 573,079 BIOMARIN PHARMACEUTICAL INC COM * 3 4,621 BIOMED REALTY TRUST INC COM 3 5,100 BIOMET INC COM * 1 2,500 BIOMET INC COM * 2 317 BIOMET INC COM * 3 75,986 BIOSCRIP INC COM * 3 35,186 BIOTECH HOLDRS TR DEPOSTRY RCPTS * 7 28,175 BIOVAIL CORP COM * 3 88,600 BJ SVCS CO COM * 1 3,543 BJ SVCS CO COM * 2 69,259 BJ SVCS CO COM * 3 103,899 BJS WHOLESALE CLUB INC COM * 2 748 BLACK & DECKER CORP COM * 1 600 BLACK & DECKER CORP COM * 3 10,300 BLACK HILLS CORP COM * 3 1,700 BLACK HILLS CORP COM * 5 1,700 BLOCK H & R INC COM * 2 60,900 BLOCK H & R INC COM * 3 82,700 BLUEGREEN CORP COM * 3 51,376 BLUELINX HLDGS INC COM * 3 18,400 BOEING CO COM * 1 816 BOEING CO COM * 2 40,652 BOEING CO COM * 3 51,546 BON-TON STORES INC COM 1 800 BON-TON STORES INC COM 3 22,771 BOOKHAM INC COM * 7 100,000 BORDERS GROUP INC COM * 3 4,000 BORDERS GROUP INC COM * 5 4,000 BOSTON PROPERTIES INC COM * 2 28,606 BOSTON PROPERTIES INC COM * 3 36,925 BOSTON SCIENTIFIC CORP COM * 1 5,300 BOSTON SCIENTIFIC CORP COM * 2 140,279 BOSTON SCIENTIFIC CORP COM * 3 140,692 BOWATER INC COM * 3 1,700 BOWATER INC COM * 5 1,700 BP PLC SPONSORED ADR * 3 58,160
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- BP PLC SPONSORED ADR * COM 55622104 52,071 794 794 BP PRUDHOE BAY RTY TR UNIT BEN INT * COM 055630107 80,850 1,100 1,100 BPI ENERGY HOLDINGS INC COM COM 055934103 142,355 192,371 192,371 BRANDYWINE RLTY TR SH BEN INT NEW COM 105368203 5,342,692 164,138 164,138 BRANDYWINE RLTY TR SH BEN INT NEW COM 105368203 271,272 8,334 8,334 BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 56,874 1,892 1,892 BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 2,023,489 67,315 67,315 BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 4,807,917 159,944 159,944 BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 254,789 8,476 8,476 BRASIL TELECOM SA SPONS ADR PFD COM 10553M101 468,066 43,100 43,100 BRASKEM S A SP ADR PFD A COM 105532105 12,590 1,000 1,000 BRASKEM S A SP ADR PFD A COM 105532105 240,469 19,100 19,100 BRIGGS & STRATTON CORP COM * COM 109043109 82,650 3,000 3,000 BRIGGS & STRATTON CORP COM * COM 109043109 82,650 3,000 3,000 BRIGHT HORIZON FAMILY SOLUTI COM * COM 109195107 11,889,169 284,907 284,907 BRIGHT HORIZON FAMILY SOLUTI COM * COM 109195107 95,687 2,293 2,293 BRIGHTPOINT INC COM NEW * COM 109473405 154,998 10,900 10,900 BRIGHTPOINT INC COM NEW * COM 109473405 73,375 5,160 5,160 BRINKER INTL INC COM * COM 109641100 64,144 1,600 1,600 BRINKER INTL INC COM * COM 109641100 1,810,785 45,168 45,168 BRINKER INTL INC COM * COM 109641100 1,681,054 41,932 41,932 BRISTOL MYERS SQUIBB CO COM * COM 110122108 278,880 11,191 11,191 BRISTOL MYERS SQUIBB CO COM * COM 110122108 7,177,907 288,038 288,038 BRISTOL MYERS SQUIBB CO COM * COM 110122108 10,947,979 439,325 439,325 BRISTOL MYERS SQUIBB CO COM * COM 110122108 36,383 1,460 1,460 BROADCOM CORP CL A * COM 111320107 1,553,711 51,210 51,210 BROADCOM CORP CL A * COM 111320107 529,008 17,436 17,436 BROADCOM CORP CL A * COM 111320107 2,372,103 78,184 78,184 BROOKFIELD ASSET MGMT INC CL A LTD VT SH * COM 112585104 1,214,304 27,300 27,300 BROOKFIELD HOMES CORP COM * COM 112723101 22,528 800 800 BROOKFIELD PPTYS CORP COM COM 112900105 81,420 2,300 2,300 BROWN FORMAN CORP CL B * COM 115637209 620,865 8,100 8,100 BROWN SHOE INC NEW COM * COM 115736100 50,176 1,400 1,400 BUILDING MATLS HLDG CORP COM * COM 120113105 341,513 13,125 13,125 BUNGE LIMITED COM * COM G16962105 1,599,420 27,600 27,600 BUNGE LIMITED COM * COM G16962105 1,825,425 31,500 31,500 BUNGE LIMITED COM * COM G16962105 2,920,680 50,400 50,400 BURLINGTON NORTHN SANTA FE C COM * COM 12189T104 44,064 600 600 C D W CORP COM * COM 12512N105 209,712 3,400 3,400 C H ROBINSON WORLDWIDE INC COM NEW * COM 12541W209 62,412 1,400 1,400 C H ROBINSON WORLDWIDE INC COM NEW * COM 12541W209 35,664 800 800 C H ROBINSON WORLDWIDE INC COM NEW * COM 12541W209 1,974,894 44,300 44,300 CAMECO CORP COM * COM 13321L108 241,956 6,600 6,600 CAMERON INTERNATIONAL CORP COM * COM 13342B105 3,024,206 62,600 62,600 CAMERON INTERNATIONAL CORP COM * COM 13342B105 38,648 800 800 CAMPBELL SOUP CO COM * COM 134429109 62,050 1,700 1,700 CAMPBELL SOUP CO COM * COM 134429109 1,171,650 32,100 32,100 CANADIAN NAT RES LTD COM * COM 136385101 6,177,646 134,736 134,736 CANADIAN NATL RY CO COM * COM 136375102 11,080,926 263,330 263,330 CANARGO ENERGY CORP COM COM 137225108 12,686 9,260 9,260 CANON INC ADR COM 138006309 1,439,125 27,522 27,522 CANON INC ADR COM 138006309 36,446 697 697 CANON INC ADR COM 138006309 779,435 14,906 14,906 CANWEST PETE CORP COM * ADDED COM 138748108 850,000 200,000 200,000 CAPITAL ONE FINL CORP COM * COM 14040H105 18,963,274 241,079 241,079 CAPITAL ONE FINL CORP COM * COM 14040H105 3,641,879 46,299 46,299 CAPITAL ONE FINL CORP COM * COM 14040H105 11,800,495 150,019 150,019 CAPITAL ONE FINL CORP COM * COM 14040H105 2,676,800 34,030 34,030 CAPITAL ONE FINL CORP COM * COM 14040H105 1,761,984 22,400 22,400 CAPITAL ONE FINL CORP COM * COM 14040H105 621,178 7,897 7,897 CAPITAL TRUST INC MD CL A NEW COM 14052H506 28,511 700 700 CAPITALSOURCE INC COM * COM 14055X102 1,068,303 41,375 41,375 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ BP PLC SPONSORED ADR * 7 794 BP PRUDHOE BAY RTY TR UNIT BEN INT * 3 1,100 BPI ENERGY HOLDINGS INC COM 7 192,371 BRANDYWINE RLTY TR SH BEN INT NEW 1 164,138 BRANDYWINE RLTY TR SH BEN INT NEW 3 8,334 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 1 1,892 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 2 67,315 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 3 159,944 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 5 8,476 BRASIL TELECOM SA SPONS ADR PFD 3 43,100 BRASKEM S A SP ADR PFD A 1 1,000 BRASKEM S A SP ADR PFD A 3 19,100 BRIGGS & STRATTON CORP COM * 3 3,000 BRIGGS & STRATTON CORP COM * 5 3,000 BRIGHT HORIZON FAMILY SOLUTI COM * 1 284,907 BRIGHT HORIZON FAMILY SOLUTI COM * 3 2,293 BRIGHTPOINT INC COM NEW * 2 10,900 BRIGHTPOINT INC COM NEW * 3 5,160 BRINKER INTL INC COM * 1 1,600 BRINKER INTL INC COM * 2 45,168 BRINKER INTL INC COM * 3 41,932 BRISTOL MYERS SQUIBB CO COM * 1 11,191 BRISTOL MYERS SQUIBB CO COM * 2 288,038 BRISTOL MYERS SQUIBB CO COM * 3 439,325 BRISTOL MYERS SQUIBB CO COM * 7 1,460 BROADCOM CORP CL A * 1 51,210 BROADCOM CORP CL A * 2 17,436 BROADCOM CORP CL A * 3 78,184 BROOKFIELD ASSET MGMT INC CL A LTD VT SH * 3 27,300 BROOKFIELD HOMES CORP COM * 3 800 BROOKFIELD PPTYS CORP COM 3 2,300 BROWN FORMAN CORP CL B * 3 8,100 BROWN SHOE INC NEW COM * 3 1,400 BUILDING MATLS HLDG CORP COM * 3 13,125 BUNGE LIMITED COM * 1 27,600 BUNGE LIMITED COM * 2 31,500 BUNGE LIMITED COM * 3 50,400 BURLINGTON NORTHN SANTA FE C COM * 3 600 C D W CORP COM * 3 3,400 C H ROBINSON WORLDWIDE INC COM NEW * 1 1,400 C H ROBINSON WORLDWIDE INC COM NEW * 2 800 C H ROBINSON WORLDWIDE INC COM NEW * 3 44,300 CAMECO CORP COM * 4 6,600 CAMERON INTERNATIONAL CORP COM * 1 62,600 CAMERON INTERNATIONAL CORP COM * 3 800 CAMPBELL SOUP CO COM * 1 1,700 CAMPBELL SOUP CO COM * 3 32,100 CANADIAN NAT RES LTD COM * 3 134,736 CANADIAN NATL RY CO COM * 3 263,330 CANARGO ENERGY CORP COM 7 9,260 CANON INC ADR 1 27,522 CANON INC ADR 2 697 CANON INC ADR 3 14,906 CANWEST PETE CORP COM * ADDED 7 200,000 CAPITAL ONE FINL CORP COM * 1 241,079 CAPITAL ONE FINL CORP COM * 2 46,299 CAPITAL ONE FINL CORP COM * 3 150,019 CAPITAL ONE FINL CORP COM * 4 34,030 CAPITAL ONE FINL CORP COM * 5 22,400 CAPITAL ONE FINL CORP COM * 7 7,897 CAPITAL TRUST INC MD CL A NEW 3 700 CAPITALSOURCE INC COM * 2 41,375
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- CAPITALSOURCE INC COM * COM 14055X102 1,285,087 49,771 49,771 CAPITALSOURCE INC COM * COM 14055X102 232 9 9 CARBO CERAMICS INC COM * COM 140781105 13,230,216 367,200 367,200 CARBO CERAMICS INC COM * COM 140781105 100,884 2,800 2,800 CARDINAL HEALTH INC COM * COM 14149Y108 269,271 4,096 4,096 CARDINAL HEALTH INC COM * COM 14149Y108 4,356,787 66,273 66,273 CARDINAL HEALTH INC COM * COM 14149Y108 10,220,598 155,470 155,470 CARDIOME PHARMA CORP COM NEW * COM 14159U202 500,395 43,212 43,212 CAREER EDUCATION CORP COM * COM 141665109 24,739 1,100 1,100 CAREMARK RX INC COM * COM 141705103 183,157 3,232 3,232 CAREMARK RX INC COM * COM 141705103 4,467,919 78,841 78,841 CAREMARK RX INC COM * COM 141705103 8,225,140 145,141 145,141 CARLISLE COS INC COM * COM 142339100 42,050 500 500 CARLISLE COS INC COM * COM 142339100 790,540 9,400 9,400 CARLISLE COS INC COM * COM 142339100 975,560 11,600 11,600 CARMIKE CINEMAS INC COM COM 143436400 479,734 27,924 27,924 CARMIKE CINEMAS INC COM COM 143436400 6,872 400 400 CARNIVAL CORP PAIRED CTF * COM 143658300 486,761 10,350 10,350 CASH AMER INTL INC COM * COM 14754D100 26,731 684 684 CASH AMER INTL INC COM * COM 14754D100 543,212 13,900 13,900 CASH AMER INTL INC COM * COM 14754D100 465,052 11,900 11,900 CATERPILLAR INC DEL COM * COM 149123101 292,020 4,438 4,438 CATERPILLAR INC DEL COM * COM 149123101 6,580,329 100,005 100,005 CATERPILLAR INC DEL COM * COM 149123101 10,807,255 164,244 164,244 CATO CORP NEW CL A * COM 149205106 297,976 13,600 13,600 CB RICHARD ELLIS GROUP INC CL A * COM 12497T101 96,309 3,915 3,915 CB RICHARD ELLIS GROUP INC CL A * COM 12497T101 1,868,493 75,955 75,955 CB RICHARD ELLIS GROUP INC CL A * COM 12497T101 9,597,813 390,155 390,155 CB RICHARD ELLIS GROUP INC CL A * COM 12497T101 2,196,780 89,300 89,300 CB RICHARD ELLIS GROUP INC CL A * COM 12497T101 131,290 5,337 5,337 CBL & ASSOC PPTYS INC COM COM 124830100 386,033 9,211 9,211 CBL & ASSOC PPTYS INC COM COM 124830100 67,056 1,600 1,600 CBOT HLDGS INC CL A * COM 14984K106 471,081 3,900 3,900 CBRL GROUP INC COM * COM 12489V106 760,084 18,800 18,800 CBRL GROUP INC COM * COM 12489V106 64,688 1,600 1,600 CBS CORP NEW CL B * COM 124857202 1,090,799 38,722 38,722 CBS CORP NEW CL B * COM 124857202 26,085 926 926 CDN IMPERIAL BK OF COMMERCE COM * COM 136069101 4,705,024 62,047 62,047 CDN IMPERIAL BK OF COMMERCE COM * COM 136069101 4,550 60 60 CEDAR FAIR L P DEPOSITRY UNIT COM 150185106 55,188 2,100 2,100 CEDAR FAIR L P DEPOSITRY UNIT COM 150185106 994,961 37,860 37,860 CEDAR SHOPPING CTRS INC COM NEW COM 150602209 196,934 12,179 12,179 CELGENE CORP COM * COM 151020104 60,620 1,400 1,400 CELGENE CORP COM * COM 151020104 2,290,310 52,894 52,894 CELGENE CORP COM * COM 151020104 3,198,138 73,860 73,860 CEMEX SAB DE CV SPON ADR 5 ORD * COM 151290889 32,216 1,071 1,071 CEMEX SAB DE CV SPON ADR 5 ORD * COM 151290889 37,791,790 1,256,376 1,256,376 CEMEX SAB DE CV SPON ADR 5 ORD * COM 151290889 6,558,132 218,023 218,023 CEMEX SAB DE CV SPON ADR 5 ORD * COM 151290889 691,509 22,989 22,989 CENTERPOINT ENERGY INC COM * COM 15189T107 2,241,424 156,524 156,524 CENTEX CORP COM * COM 152312104 36,834 700 700 CENTEX CORP COM * COM 152312104 1,230,571 23,386 23,386 CENTEX CORP COM * COM 152312104 1,793,237 34,079 34,079 CENTEX CORP COM * COM 152312104 110,502 2,100 2,100 CENTRAL EUROPE AND RUSSIA FD COM COM 153436100 125,145 2,700 2,700 CENTRAL EUROPEAN DIST CORP COM * COM 153435102 25,751 1,100 1,100 CENTRAL EUROPEAN DIST CORP COM * COM 153435102 2,125,628 90,800 90,800 CENTRAL EUROPEAN DIST CORP COM * COM 153435102 10,905,549 465,850 465,850 CENTRAL EUROPEAN DIST CORP COM * COM 153435102 786,576 33,600 33,600 CENTRAL GARDEN & PET CO COM * COM 153527106 20,114,768 416,800 416,800 CENTRAL GARDEN & PET CO COM * COM 153527106 168,910 3,500 3,500 CENTRAL VT PUB SVC CORP COM COM 155771108 192,357 8,700 8,700 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ CAPITALSOURCE INC COM * 3 49,771 CAPITALSOURCE INC COM * 7 9 CARBO CERAMICS INC COM * 1 367,200 CARBO CERAMICS INC COM * 3 2,800 CARDINAL HEALTH INC COM * 1 4,096 CARDINAL HEALTH INC COM * 2 66,273 CARDINAL HEALTH INC COM * 3 155,470 CARDIOME PHARMA CORP COM NEW * 3 43,212 CAREER EDUCATION CORP COM * 3 1,100 CAREMARK RX INC COM * 1 3,232 CAREMARK RX INC COM * 2 78,841 CAREMARK RX INC COM * 3 145,141 CARLISLE COS INC COM * 1 500 CARLISLE COS INC COM * 2 9,400 CARLISLE COS INC COM * 3 11,600 CARMIKE CINEMAS INC COM 3 27,924 CARMIKE CINEMAS INC COM 5 400 CARNIVAL CORP PAIRED CTF * 7 10,350 CASH AMER INTL INC COM * 1 684 CASH AMER INTL INC COM * 2 13,900 CASH AMER INTL INC COM * 3 11,900 CATERPILLAR INC DEL COM * 1 4,438 CATERPILLAR INC DEL COM * 2 100,005 CATERPILLAR INC DEL COM * 3 164,244 CATO CORP NEW CL A * 2 13,600 CB RICHARD ELLIS GROUP INC CL A * 1 3,915 CB RICHARD ELLIS GROUP INC CL A * 2 75,955 CB RICHARD ELLIS GROUP INC CL A * 3 390,155 CB RICHARD ELLIS GROUP INC CL A * 5 89,300 CB RICHARD ELLIS GROUP INC CL A * 7 5,337 CBL & ASSOC PPTYS INC COM 3 9,211 CBL & ASSOC PPTYS INC COM 5 1,600 CBOT HLDGS INC CL A * 2 3,900 CBRL GROUP INC COM * 2 18,800 CBRL GROUP INC COM * 3 1,600 CBS CORP NEW CL B * 3 38,722 CBS CORP NEW CL B * 7 926 CDN IMPERIAL BK OF COMMERCE COM * 3 62,047 CDN IMPERIAL BK OF COMMERCE COM * 7 60 CEDAR FAIR L P DEPOSITRY UNIT 2 2,100 CEDAR FAIR L P DEPOSITRY UNIT 3 37,860 CEDAR SHOPPING CTRS INC COM NEW 3 12,179 CELGENE CORP COM * 1 1,400 CELGENE CORP COM * 2 52,894 CELGENE CORP COM * 3 73,860 CEMEX SAB DE CV SPON ADR 5 ORD * 1 1,071 CEMEX SAB DE CV SPON ADR 5 ORD * 2 1,256,376 CEMEX SAB DE CV SPON ADR 5 ORD * 3 218,023 CEMEX SAB DE CV SPON ADR 5 ORD * 5 22,989 CENTERPOINT ENERGY INC COM * 3 156,524 CENTEX CORP COM * 1 700 CENTEX CORP COM * 2 23,386 CENTEX CORP COM * 3 34,079 CENTEX CORP COM * 5 2,100 CENTRAL EUROPE AND RUSSIA FD COM 7 2,700 CENTRAL EUROPEAN DIST CORP COM * 1 1,100 CENTRAL EUROPEAN DIST CORP COM * 2 90,800 CENTRAL EUROPEAN DIST CORP COM * 3 465,850 CENTRAL EUROPEAN DIST CORP COM * 5 33,600 CENTRAL GARDEN & PET CO COM * 1 416,800 CENTRAL GARDEN & PET CO COM * 3 3,500 CENTRAL VT PUB SVC CORP COM 3 8,700
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- CENTRAL VT PUB SVC CORP COM COM 155771108 15,477 700 700 CENTURYTEL INC COM * COM 156700106 85,251 2,149 2,149 CENTURYTEL INC COM * COM 156700106 1,480,207 37,313 37,313 CENTURYTEL INC COM * COM 156700106 3,169,435 79,895 79,895 CEPHEID COM * COM 15670R107 11,386,424 1,577,067 1,577,067 CEPHEID COM * COM 15670R107 86,878 12,033 12,033 CH ENERGY GROUP INC COM COM 12541M102 20,588 400 400 CH ENERGY GROUP INC COM COM 12541M102 20,588 400 400 CHARTER COMMUNICATIONS INC D CL A * COM 16117M107 39,520 26,000 26,000 CHARTERMAC SH BEN INT COM 160908109 563,670 28,240 28,240 CHECK POINT SOFTWARE TECH LT ORD * COM M22465104 43,674 2,289 2,289 CHECK POINT SOFTWARE TECH LT ORD * COM M22465104 906,605 47,516 47,516 CHECK POINT SOFTWARE TECH LT ORD * COM M22465104 2,891,746 151,559 151,559 CHECKFREE CORP NEW COM * COM 162813109 2,301,524 55,700 55,700 CHECKFREE CORP NEW COM * COM 162813109 16,528 400 400 CHEESECAKE FACTORY INC COM * COM 163072101 2,039,250 75,000 75,000 CHEESECAKE FACTORY INC COM * COM 163072101 21,752 800 800 CHEMED CORP NEW COM * COM 16359R103 11,587,792 359,200 359,200 CHEMED CORP NEW COM * COM 16359R103 96,780 3,000 3,000 CHESAPEAKE CORP COM * COM 165159104 666,574 46,581 46,581 CHESAPEAKE CORP COM * COM 165159104 17,172 1,200 1,200 CHESAPEAKE ENERGY CORP COM * COM 165167107 408,618 14,100 14,100 CHEVRON CORP NEW COM * COM 166764100 507,400 7,823 7,823 CHEVRON CORP NEW COM * COM 166764100 10,256,960 158,140 158,140 CHEVRON CORP NEW COM * COM 166764100 18,132,326 279,561 279,561 CHEVRON CORP NEW COM * COM 166764100 136,206 2,100 2,100 CHEVRON CORP NEW COM * COM 166764100 294,724 4,544 4,544 CHICAGO MERCANTILE HLDGS INC CL A * COM 167760107 94,215 197 197 CHICAGO MERCANTILE HLDGS INC CL A * COM 167760107 1,627,485 3,403 3,403 CHINA FD INC COM * COM 169373107 8,362,044 287,652 287,652 CHINA MOBILE LIMITED SPONSORED ADR * COM 16941M109 8,335,530 235,800 235,800 CHINA NETCOM GROUP CORP HK L SPONSORED ADR * COM 16940Q101 46,553 1,300 1,300 CHINA PETE & CHEM CORP SPON ADR H SHS * COM 16941R108 61,920 1,000 1,000 CHINA TELECOM CORP LTD SPON ADR H SHS * COM 169426103 46,995 1,300 1,300 CHINA YUCHAI INTL LTD COM * COM G21082105 35,154 6,200 6,200 CHIQUITA BRANDS INTL INC COM * COM 170032809 638,387 47,712 47,712 CHUBB CORP COM * COM 171232101 522,406 10,054 10,054 CHUBB CORP COM * COM 171232101 5,754,154 110,742 110,742 CHUBB CORP COM * COM 171232101 9,821,064 189,012 189,012 CHUNGHWA TELECOM CO LTD SPONSORED ADR * COM 17133Q205 57,625 3,329 3,329 CHUNGHWA TELECOM CO LTD SPONSORED ADR * COM 17133Q205 3,218,102 185,910 185,910 CHUNGHWA TELECOM CO LTD SPONSORED ADR * COM 17133Q205 11,985,167 692,384 692,384 CHUNGHWA TELECOM CO LTD SPONSORED ADR * COM 17133Q205 12,042,913 695,720 695,720 CHUNGHWA TELECOM CO LTD SPONSORED ADR * COM 17133Q205 7,884,497 455,488 455,488 CIMAREX ENERGY CO COM * COM 171798101 1,503,176 42,716 42,716 CIMAREX ENERGY CO COM * COM 171798101 56,304 1,600 1,600 CINCINNATI FINL CORP COM * COM 172062101 67,368 1,400 1,400 CINCINNATI FINL CORP COM * COM 172062101 4,237,014 88,051 88,051 CINCINNATI FINL CORP COM * COM 172062101 4,272,286 88,784 88,784 CISCO SYS INC COM * COM 17275R102 18,042,770 785,151 785,151 CISCO SYS INC COM * COM 17275R102 13,718,394 596,971 596,971 CISCO SYS INC COM * COM 17275R102 34,641,040 1,507,443 1,507,443 CISCO SYS INC COM * COM 17275R102 2,569,394 111,810 111,810 CISCO SYS INC COM * COM 17275R102 3,542,758 154,167 154,167 CISCO SYS INC COM * COM 17275R102 951,763 41,417 41,417 CIT GROUP INC COM * COM 125581108 2,973,627 61,148 61,148 CIT GROUP INC COM * COM 125581108 2,933,848 60,330 60,330 CIT GROUP INC COM * COM 125581108 102,123 2,100 2,100 CITADEL BROADCASTING CORP COM * COM 17285T106 370,360 39,400 39,400 CITIGROUP INC COM * COM 172967101 29,821,769 600,398 600,398 CITIGROUP INC COM * COM 172967101 25,007,901 503,481 503,481 CITIGROUP INC COM * COM 172967101 56,310,382 1,133,690 1,133,690 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ CENTRAL VT PUB SVC CORP COM 5 700 CENTURYTEL INC COM * 1 2,149 CENTURYTEL INC COM * 2 37,313 CENTURYTEL INC COM * 3 79,895 CEPHEID COM * 1 1,577,067 CEPHEID COM * 3 12,033 CH ENERGY GROUP INC COM 3 400 CH ENERGY GROUP INC COM 5 400 CHARTER COMMUNICATIONS INC D CL A * 3 26,000 CHARTERMAC SH BEN INT 3 28,240 CHECK POINT SOFTWARE TECH LT ORD * 1 2,289 CHECK POINT SOFTWARE TECH LT ORD * 2 47,516 CHECK POINT SOFTWARE TECH LT ORD * 3 151,559 CHECKFREE CORP NEW COM * 1 55,700 CHECKFREE CORP NEW COM * 3 400 CHEESECAKE FACTORY INC COM * 1 75,000 CHEESECAKE FACTORY INC COM * 3 800 CHEMED CORP NEW COM * 1 359,200 CHEMED CORP NEW COM * 3 3,000 CHESAPEAKE CORP COM * 3 46,581 CHESAPEAKE CORP COM * 5 1,200 CHESAPEAKE ENERGY CORP COM * 3 14,100 CHEVRON CORP NEW COM * 1 7,823 CHEVRON CORP NEW COM * 2 158,140 CHEVRON CORP NEW COM * 3 279,561 CHEVRON CORP NEW COM * 5 2,100 CHEVRON CORP NEW COM * 7 4,544 CHICAGO MERCANTILE HLDGS INC CL A * 2 197 CHICAGO MERCANTILE HLDGS INC CL A * 3 3,403 CHINA FD INC COM * 7 287,652 CHINA MOBILE LIMITED SPONSORED ADR * 3 235,800 CHINA NETCOM GROUP CORP HK L SPONSORED ADR * 4 1,300 CHINA PETE & CHEM CORP SPON ADR H SHS * 4 1,000 CHINA TELECOM CORP LTD SPON ADR H SHS * 3 1,300 CHINA YUCHAI INTL LTD COM * 3 6,200 CHIQUITA BRANDS INTL INC COM * 3 47,712 CHUBB CORP COM * 1 10,054 CHUBB CORP COM * 2 110,742 CHUBB CORP COM * 3 189,012 CHUNGHWA TELECOM CO LTD SPONSORED ADR * 1 3,329 CHUNGHWA TELECOM CO LTD SPONSORED ADR * 2 185,910 CHUNGHWA TELECOM CO LTD SPONSORED ADR * 3 692,384 CHUNGHWA TELECOM CO LTD SPONSORED ADR * 4 695,720 CHUNGHWA TELECOM CO LTD SPONSORED ADR * 6 455,488 CIMAREX ENERGY CO COM * 3 42,716 CIMAREX ENERGY CO COM * 4 1,600 CINCINNATI FINL CORP COM * 1 1,400 CINCINNATI FINL CORP COM * 2 88,051 CINCINNATI FINL CORP COM * 3 88,784 CISCO SYS INC COM * 1 785,151 CISCO SYS INC COM * 2 596,971 CISCO SYS INC COM * 3 1,507,443 CISCO SYS INC COM * 4 111,810 CISCO SYS INC COM * 5 154,167 CISCO SYS INC COM * 7 41,417 CIT GROUP INC COM * 2 61,148 CIT GROUP INC COM * 3 60,330 CIT GROUP INC COM * 5 2,100 CITADEL BROADCASTING CORP COM * 3 39,400 CITIGROUP INC COM * 1 600,398 CITIGROUP INC COM * 2 503,481 CITIGROUP INC COM * 3 1,133,690
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- CITIGROUP INC COM * COM 172967101 4,463,942 89,872 89,872 CITIGROUP INC COM * COM 172967101 4,653,582 93,690 93,690 CITIGROUP INC COM * COM 172967101 5,889,918 118,581 118,581 CITIZENS BKG CORP MICH COM COM 174420109 17,962 684 684 CITIZENS BKG CORP MICH COM COM 174420109 437,807 16,672 16,672 CITIZENS COMMUNICATIONS CO COM * COM 17453B101 2,067,446 147,254 147,254 CITIZENS COMMUNICATIONS CO COM * COM 17453B101 101,088 7,200 7,200 CITRIX SYS INC COM * COM 177376100 65,178 1,800 1,800 CKE RESTAURANTS INC COM * COM 12561E105 224,048 13,400 13,400 CKE RESTAURANTS INC COM * COM 12561E105 391,248 23,400 23,400 CLAIRES STORES INC COM * COM 179584107 30,409,127 1,042,837 1,042,837 CLAIRES STORES INC COM * COM 179584107 208,873 7,163 7,163 CLEAR CHANNEL COMMUNICATIONS COM * COM 184502102 12,121,760 420,165 420,165 CLEAR CHANNEL COMMUNICATIONS COM * COM 184502102 3,114,559 107,957 107,957 CLEAR CHANNEL COMMUNICATIONS COM * COM 184502102 9,107,628 315,689 315,689 CLEAR CHANNEL COMMUNICATIONS COM * COM 184502102 2,137,497 74,090 74,090 CLEAR CHANNEL COMMUNICATIONS COM * COM 184502102 1,496,738 51,880 51,880 CLEAR CHANNEL COMMUNICATIONS COM * COM 184502102 494,720 17,148 17,148 CLEAR CHANNEL OUTDOOR HLDGS CL A * COM 18451C109 16,724,756 819,841 819,841 CLEAR CHANNEL OUTDOOR HLDGS CL A * COM 18451C109 111,364 5,459 5,459 CLECO CORP NEW COM * COM 12561W105 75,720 3,000 3,000 CLECO CORP NEW COM * COM 12561W105 1,251,904 49,600 49,600 CLECO CORP NEW COM * COM 12561W105 2,700,680 107,000 107,000 CLECO CORP NEW COM * COM 12561W105 98,436 3,900 3,900 CNH GLOBAL N V SHS NEW * COM N20935206 11,605 500 500 CNH GLOBAL N V SHS NEW * COM N20935206 519,904 22,400 22,400 CNOOC LTD SPONSORED ADR * COM 126132109 2,624,301 31,508 31,508 CNOOC LTD SPONSORED ADR * COM 126132109 74,961 900 900 COACH INC COM * COM 189754104 17,622,501 512,282 512,282 COACH INC COM * COM 189754104 37,840 1,100 1,100 COACH INC COM * COM 189754104 2,992,250 86,984 86,984 COACH INC COM * COM 189754104 1,106,992 32,180 32,180 COACH INC COM * COM 189754104 679,538 19,754 19,754 COCA COLA BOTTLING CO CONS COM COM 191098102 204,534 3,300 3,300 COCA COLA CO COM * COM 191216100 241,451 5,404 5,404 COCA COLA CO COM * COM 191216100 11,052,670 247,374 247,374 COCA COLA CO COM * COM 191216100 18,652,247 417,463 417,463 COCA COLA CO COM * COM 191216100 117,508 2,630 2,630 COCA COLA ENTERPRISES INC COM * COM 191219104 31,245 1,500 1,500 COCA-COLA FEMSA S A DE C V SPON ADR REP L * COM 191241108 53,159 1,700 1,700 COEUR D ALENE MINES CORP IDA COM * COM 192108108 4,617,392 980,338 980,338 COEUR D ALENE MINES CORP IDA COM * COM 192108108 33,262 7,062 7,062 COEUR D ALENE MINES CORP IDA COM * COM 192108108 11,775 2,500 2,500 COGNIZANT TECHNOLOGY SOLUTIO CL A * COM 192446102 12,885,289 174,102 174,102 COGNIZANT TECHNOLOGY SOLUTIO CL A * COM 192446102 1,993,459 26,935 26,935 COGNIZANT TECHNOLOGY SOLUTIO CL A * COM 192446102 5,506,936 74,408 74,408 COGNIZANT TECHNOLOGY SOLUTIO CL A * COM 192446102 677,192 9,150 9,150 COGNIZANT TECHNOLOGY SOLUTIO CL A * COM 192446102 100,506 1,358 1,358 COGNOS INC COM * COM 19244C109 2,762,700 75,600 75,600 COGNOS INC COM * COM 19244C109 32,889 900 900 COLGATE PALMOLIVE CO COM * COM 194162103 141,153 2,273 2,273 COLGATE PALMOLIVE CO COM * COM 194162103 5,721,521 92,134 92,134 COLGATE PALMOLIVE CO COM * COM 194162103 16,490,717 265,551 265,551 COLGATE PALMOLIVE CO COM * COM 194162103 2,053,647 33,070 33,070 COLGATE PALMOLIVE CO COM * COM 194162103 3,121,767 50,270 50,270 COLGATE PALMOLIVE CO COM * COM 194162103 704,338 11,342 11,342 COLONIAL PPTYS TR COM SH BEN INT COM 195872106 667,141 13,954 13,954 COLONIAL PPTYS TR COM SH BEN INT COM 195872106 47,810 1,000 1,000 COMCAST CORP NEW CL A * COM 20030N101 13,138,319 356,052 356,052 COMCAST CORP NEW CL A * COM 20030N101 3,837,120 103,987 103,987 COMCAST CORP NEW CL A * COM 20030N101 6,042,633 163,757 163,757 COMCAST CORP NEW CL A * COM 20030N101 761,616 20,640 20,640 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ CITIGROUP INC COM * 4 89,872 CITIGROUP INC COM * 5 93,690 CITIGROUP INC COM * 7 118,581 CITIZENS BKG CORP MICH COM 1 684 CITIZENS BKG CORP MICH COM 3 16,672 CITIZENS COMMUNICATIONS CO COM * 3 147,254 CITIZENS COMMUNICATIONS CO COM * 5 7,200 CITRIX SYS INC COM * 3 1,800 CKE RESTAURANTS INC COM * 2 13,400 CKE RESTAURANTS INC COM * 3 23,400 CLAIRES STORES INC COM * 1 1,042,837 CLAIRES STORES INC COM * 3 7,163 CLEAR CHANNEL COMMUNICATIONS COM * 1 420,165 CLEAR CHANNEL COMMUNICATIONS COM * 2 107,957 CLEAR CHANNEL COMMUNICATIONS COM * 3 315,689 CLEAR CHANNEL COMMUNICATIONS COM * 4 74,090 CLEAR CHANNEL COMMUNICATIONS COM * 5 51,880 CLEAR CHANNEL COMMUNICATIONS COM * 7 17,148 CLEAR CHANNEL OUTDOOR HLDGS CL A * 1 819,841 CLEAR CHANNEL OUTDOOR HLDGS CL A * 3 5,459 CLECO CORP NEW COM * 1 3,000 CLECO CORP NEW COM * 2 49,600 CLECO CORP NEW COM * 3 107,000 CLECO CORP NEW COM * 5 3,900 CNH GLOBAL N V SHS NEW * 1 500 CNH GLOBAL N V SHS NEW * 3 22,400 CNOOC LTD SPONSORED ADR * 3 31,508 CNOOC LTD SPONSORED ADR * 5 900 COACH INC COM * 1 512,282 COACH INC COM * 2 1,100 COACH INC COM * 3 86,984 COACH INC COM * 4 32,180 COACH INC COM * 7 19,754 COCA COLA BOTTLING CO CONS COM 3 3,300 COCA COLA CO COM * 1 5,404 COCA COLA CO COM * 2 247,374 COCA COLA CO COM * 3 417,463 COCA COLA CO COM * 7 2,630 COCA COLA ENTERPRISES INC COM * 3 1,500 COCA-COLA FEMSA S A DE C V SPON ADR REP L * 3 1,700 COEUR D ALENE MINES CORP IDA COM * 1 980,338 COEUR D ALENE MINES CORP IDA COM * 3 7,062 COEUR D ALENE MINES CORP IDA COM * 4 2,500 COGNIZANT TECHNOLOGY SOLUTIO CL A * 1 174,102 COGNIZANT TECHNOLOGY SOLUTIO CL A * 2 26,935 COGNIZANT TECHNOLOGY SOLUTIO CL A * 3 74,408 COGNIZANT TECHNOLOGY SOLUTIO CL A * 4 9,150 COGNIZANT TECHNOLOGY SOLUTIO CL A * 7 1,358 COGNOS INC COM * 1 75,600 COGNOS INC COM * 3 900 COLGATE PALMOLIVE CO COM * 1 2,273 COLGATE PALMOLIVE CO COM * 2 92,134 COLGATE PALMOLIVE CO COM * 3 265,551 COLGATE PALMOLIVE CO COM * 4 33,070 COLGATE PALMOLIVE CO COM * 5 50,270 COLGATE PALMOLIVE CO COM * 7 11,342 COLONIAL PPTYS TR COM SH BEN INT 3 13,954 COLONIAL PPTYS TR COM SH BEN INT 5 1,000 COMCAST CORP NEW CL A * 1 356,052 COMCAST CORP NEW CL A * 2 103,987 COMCAST CORP NEW CL A * 3 163,757 COMCAST CORP NEW CL A * 4 20,640
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- COMCAST CORP NEW CL A * COM 20030N101 120,848 3,275 3,275 COMCAST CORP NEW CL A SPL * COM 20030N200 47,853 1,300 1,300 COMCAST CORP NEW CL A SPL * COM 20030N200 1,634,364 44,400 44,400 COMCAST CORP NEW CL A SPL * COM 20030N200 2,484,675 67,500 67,500 COMERICA INC COM * COM 200340107 1,546,346 27,167 27,167 COMERICA INC COM * COM 200340107 1,439,450 25,289 25,289 COMMERCE GROUP INC MASS COM COM 200641108 44,835 1,492 1,492 COMMERCE GROUP INC MASS COM COM 200641108 207,105 6,892 6,892 COMMERCE GROUP INC MASS COM COM 200641108 995,617 33,132 33,132 COMMERCE GROUP INC MASS COM COM 200641108 81,135 2,700 2,700 COMMERCIAL METALS CO COM * COM 201723103 392,369 19,300 19,300 COMMERCIAL METALS CO COM * COM 201723103 1,103,919 54,300 54,300 COMMONWEALTH TEL ENTERPRISES COM * COM 203349105 522,838 12,681 12,681 COMMSCOPE INC COM * COM 203372107 519,188 15,800 15,800 COMMSCOPE INC COM * COM 203372107 545,476 16,600 16,600 COMMUNITY HEALTH SYS INC NEW COM * COM 203668108 15,027,997 402,356 402,356 COMMUNITY HEALTH SYS INC NEW COM * COM 203668108 1,778,943 47,629 47,629 COMMUNITY HEALTH SYS INC NEW COM * COM 203668108 1,609,412 43,090 43,090 COMMUNITY HEALTH SYS INC NEW COM * COM 203668108 378,878 10,144 10,144 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD * COM 20441W203 12,715,476 280,200 280,200 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD * COM 20441W203 16,553,353 364,772 364,772 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD * COM 20441W203 254,128 5,600 5,600 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR COM 20441A102 15,050 500 500 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR COM 20441A102 1,358,774 45,142 45,142 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR COM 20441A102 60,200 2,000 2,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 78,500 2,000 2,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 37,293,113 950,143 950,143 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 69,517,755 1,771,153 1,771,153 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 2,901,713 73,929 73,929 COMPANHIA SIDERURGICA NACION SPONSORED ADR * COM 20440W105 8,529 300 300 COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 187,007 10,103 10,103 COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 124,428,829 6,722,249 6,722,249 COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 161,959,261 8,749,825 8,749,825 COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 7,109,339 384,081 384,081 COMPANIA ANONIMA NACIONL TEL SPON ADR D * COM 204421101 9,500 500 500 COMPANIA ANONIMA NACIONL TEL SPON ADR D * COM 204421101 891,119 46,901 46,901 COMPANIA ANONIMA NACIONL TEL SPON ADR D * COM 204421101 32,300 1,700 1,700 COMPANIA ANONIMA NACIONL TEL SPON ADR D * COM 204421101 37,316 1,964 1,964 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * COM 204448104 13,500 500 500 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * COM 204448104 15,226,434 563,942 563,942 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * COM 204448104 8,793,036 325,668 325,668 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * COM 204448104 37,800 1,400 1,400 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * COM 204448104 523,800 19,400 19,400 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW * COM 204449300 494,363 69,924 69,924 COMPASS BANCSHARES INC COM * COM 20449H109 1,481,480 26,000 26,000 COMPASS BANCSHARES INC COM * COM 20449H109 22,792 400 400 COMPUTER SCIENCES CORP COM * COM 205363104 103,152 2,100 2,100 COMPUTER SCIENCES CORP COM * COM 205363104 2,509,393 51,087 51,087 COMPUTER SCIENCES CORP COM * COM 205363104 3,976,117 80,947 80,947 COMVERSE TECHNOLOGY INC COM PAR $0.10 * COM 205862402 40,757 1,901 1,901 COMVERSE TECHNOLOGY INC COM PAR $0.10 * COM 205862402 12,714 593 593 CONAGRA FOODS INC COM * COM 205887102 824,486 33,680 33,680 CONAGRA FOODS INC COM * COM 205887102 26,928 1,100 1,100 CONOCOPHILLIPS COM * COM 20825C104 10,600,745 178,074 178,074 CONOCOPHILLIPS COM * COM 20825C104 9,372,046 157,434 157,434 CONOCOPHILLIPS COM * COM 20825C104 16,609,644 279,013 279,013 CONOCOPHILLIPS COM * COM 20825C104 2,291,905 38,500 38,500 CONOCOPHILLIPS COM * COM 20825C104 136,919 2,300 2,300 CONOCOPHILLIPS COM * COM 20825C104 710,848 11,941 11,941 CONSECO INC COM NEW * COM 208464883 34,817,561 1,658,769 1,658,769 CONSECO INC COM NEW * COM 208464883 267,224 12,731 12,731 CONSOLIDATED COMM HLDGS INC COM COM 209034107 16,839 900 900 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ COMCAST CORP NEW CL A * 7 3,275 COMCAST CORP NEW CL A SPL * 1 1,300 COMCAST CORP NEW CL A SPL * 2 44,400 COMCAST CORP NEW CL A SPL * 3 67,500 COMERICA INC COM * 2 27,167 COMERICA INC COM * 3 25,289 COMMERCE GROUP INC MASS COM 1 1,492 COMMERCE GROUP INC MASS COM 2 6,892 COMMERCE GROUP INC MASS COM 3 33,132 COMMERCE GROUP INC MASS COM 5 2,700 COMMERCIAL METALS CO COM * 2 19,300 COMMERCIAL METALS CO COM * 3 54,300 COMMONWEALTH TEL ENTERPRISES COM * 3 12,681 COMMSCOPE INC COM * 2 15,800 COMMSCOPE INC COM * 3 16,600 COMMUNITY HEALTH SYS INC NEW COM * 1 402,356 COMMUNITY HEALTH SYS INC NEW COM * 3 47,629 COMMUNITY HEALTH SYS INC NEW COM * 4 43,090 COMMUNITY HEALTH SYS INC NEW COM * 7 10,144 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD * 2 280,200 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD * 3 364,772 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD * 5 5,600 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 1 500 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 3 45,142 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 5 2,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 1 2,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 2 950,143 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 3 1,771,153 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 5 73,929 COMPANHIA SIDERURGICA NACION SPONSORED ADR * 1 300 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 1 10,103 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 2 6,722,249 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 3 8,749,825 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 5 384,081 COMPANIA ANONIMA NACIONL TEL SPON ADR D * 1 500 COMPANIA ANONIMA NACIONL TEL SPON ADR D * 3 46,901 COMPANIA ANONIMA NACIONL TEL SPON ADR D * 5 1,700 COMPANIA ANONIMA NACIONL TEL SPON ADR D * 7 1,964 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * 1 500 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * 2 563,942 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * 3 325,668 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * 4 1,400 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR * 5 19,400 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW * 3 69,924 COMPASS BANCSHARES INC COM * 1 26,000 COMPASS BANCSHARES INC COM * 3 400 COMPUTER SCIENCES CORP COM * 1 2,100 COMPUTER SCIENCES CORP COM * 2 51,087 COMPUTER SCIENCES CORP COM * 3 80,947 COMVERSE TECHNOLOGY INC COM PAR $0.10 * 2 1,901 COMVERSE TECHNOLOGY INC COM PAR $0.10 * 3 593 CONAGRA FOODS INC COM * 3 33,680 CONAGRA FOODS INC COM * 5 1,100 CONOCOPHILLIPS COM * 1 178,074 CONOCOPHILLIPS COM * 2 157,434 CONOCOPHILLIPS COM * 3 279,013 CONOCOPHILLIPS COM * 4 38,500 CONOCOPHILLIPS COM * 5 2,300 CONOCOPHILLIPS COM * 7 11,941 CONSECO INC COM NEW * 1 1,658,769 CONSECO INC COM NEW * 3 12,731 CONSOLIDATED COMM HLDGS INC COM 3 900
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- CONSOLIDATED COMM HLDGS INC COM COM 209034107 16,839 900 900 CONSOLIDATED EDISON INC COM * COM 209115104 2,550,240 55,200 55,200 CONSOLIDATED EDISON INC COM * COM 209115104 2,903,069 62,837 62,837 CONSOLIDATED EDISON INC COM * COM 209115104 73,920 1,600 1,600 CONSTELLATION BRANDS INC CL A * COM 21036P108 13,291,208 461,821 461,821 CONSTELLATION BRANDS INC CL A * COM 21036P108 1,026,208 35,657 35,657 CONSTELLATION BRANDS INC CL A * COM 21036P108 1,141,703 39,670 39,670 CONSTELLATION BRANDS INC CL A * COM 21036P108 462,322 16,064 16,064 CONSTELLATION ENERGY GROUP I COM * COM 210371100 6,000,038 101,352 101,352 CONSTELLATION ENERGY GROUP I COM * COM 210371100 3,353,858 56,653 56,653 CONSTELLATION ENERGY GROUP I COM * COM 210371100 770,192 13,010 13,010 CONSTELLATION ENERGY GROUP I COM * COM 210371100 70,448 1,190 1,190 CONTINENTAL AIRLS INC CL B * COM 210795308 11,324 400 400 COOPER COS INC COM NEW * COM 216648402 21,870,800 408,800 408,800 COOPER COS INC COM NEW * COM 216648402 165,850 3,100 3,100 CORNING INC COM * COM 219350105 15,362,311 629,345 629,345 CORNING INC COM * COM 219350105 4,556,956 186,684 186,684 CORNING INC COM * COM 219350105 8,539,033 349,817 349,817 CORNING INC COM * COM 219350105 846,295 34,670 34,670 CORNING INC COM * COM 219350105 132,424 5,425 5,425 CORPORATE EXECUTIVE BRD CO COM * COM 21988R102 1,852,146 20,600 20,600 CORPORATE EXECUTIVE BRD CO COM * COM 21988R102 300,659 3,344 3,344 CORPORATE EXECUTIVE BRD CO COM * COM 21988R102 512,487 5,700 5,700 CORPORATE OFFICE PPTYS TR SH BEN INT COM 22002T108 31,332 700 700 CORRECTIONS CORP AMER NEW COM NEW * COM 22025Y407 1,606,738 37,150 37,150 CORRECTIONS CORP AMER NEW COM NEW * COM 22025Y407 12,975 300 300 CORUS BANKSHARES INC COM * COM 220873103 784,836 35,100 35,100 CORUS BANKSHARES INC COM * COM 220873103 315,276 14,100 14,100 COSTCO WHSL CORP NEW COM * COM 22160K105 243,531 4,902 4,902 COSTCO WHSL CORP NEW COM * COM 22160K105 5,338,513 107,458 107,458 COSTCO WHSL CORP NEW COM * COM 22160K105 9,240,530 186,001 186,001 COUNTRYWIDE FINANCIAL CORP COM * COM 222372104 911,040 26,000 26,000 COUNTRYWIDE FINANCIAL CORP COM * COM 222372104 1,965,744 56,100 56,100 COUSINS PPTYS INC COM COM 222795106 23,947 700 700 COVANCE INC COM * COM 222816100 33,190 500 500 COVENTRY HEALTH CARE INC COM * COM 222862104 1,458,428 28,308 28,308 COVENTRY HEALTH CARE INC COM * COM 222862104 1,355,337 26,307 26,307 COWEN GROUP INC COM * ADDED COM 223621103 6,983,277 441,700 441,700 COWEN GROUP INC COM * ADDED COM 223621103 52,173 3,300 3,300 CPFL ENERGIA S A SPONSORED ADR COM 126153105 20,631,684 536,864 536,864 CPFL ENERGIA S A SPONSORED ADR COM 126153105 16,455,111 428,184 428,184 CRAWFORD & CO CL B COM 224633107 10,185 1,500 1,500 CRAWFORD & CO CL B COM 224633107 10,185 1,500 1,500 CREDICORP LTD COM COM G2519Y108 16,792 400 400 CREDICORP LTD COM COM G2519Y108 18,815,436 448,200 448,200 CREDICORP LTD COM COM G2519Y108 10,629,336 253,200 253,200 CREDICORP LTD COM COM G2519Y108 495,364 11,800 11,800 CREDIT ACCEP CORP MICH COM COM 225310101 44,520 1,500 1,500 CRESCENT REAL ESTATE EQUITIE COM * COM 225756105 705,881 32,365 32,365 CRESUD S A C I F Y A SPONSORED ADR COM 226406106 47,600 3,500 3,500 CRYSTAL RIV CAP INC COM ADDED COM 229393301 7,934,784 346,800 346,800 CRYSTAL RIV CAP INC COM ADDED COM 229393301 59,488 2,600 2,600 CSG SYS INTL INC COM * COM 126349109 15,114,181 571,857 571,857 CSG SYS INTL INC COM * COM 126349109 98,927 3,743 3,743 CSS INDS INC COM COM 125906107 23,776 800 800 CSS INDS INC COM COM 125906107 23,776 800 800 CTC MEDIA INC COM COM 12642X106 4,901,206 219,785 219,785 CTC MEDIA INC COM COM 12642X106 142,207 6,377 6,377 CULLEN FROST BANKERS INC COM * COM 229899109 25,241,090 436,546 436,546 CULLEN FROST BANKERS INC COM * COM 229899109 202,775 3,507 3,507 CUMMINS INC COM * COM 231021106 88,946 746 746 CUMMINS INC COM * COM 231021106 2,250,228 18,873 18,873 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ CONSOLIDATED COMM HLDGS INC COM 5 900 CONSOLIDATED EDISON INC COM * 2 55,200 CONSOLIDATED EDISON INC COM * 3 62,837 CONSOLIDATED EDISON INC COM * 5 1,600 CONSTELLATION BRANDS INC CL A * 1 461,821 CONSTELLATION BRANDS INC CL A * 3 35,657 CONSTELLATION BRANDS INC CL A * 4 39,670 CONSTELLATION BRANDS INC CL A * 7 16,064 CONSTELLATION ENERGY GROUP I COM * 1 101,352 CONSTELLATION ENERGY GROUP I COM * 3 56,653 CONSTELLATION ENERGY GROUP I COM * 4 13,010 CONSTELLATION ENERGY GROUP I COM * 7 1,190 CONTINENTAL AIRLS INC CL B * 3 400 COOPER COS INC COM NEW * 1 408,800 COOPER COS INC COM NEW * 3 3,100 CORNING INC COM * 1 629,345 CORNING INC COM * 2 186,684 CORNING INC COM * 3 349,817 CORNING INC COM * 4 34,670 CORNING INC COM * 7 5,425 CORPORATE EXECUTIVE BRD CO COM * 1 20,600 CORPORATE EXECUTIVE BRD CO COM * 2 3,344 CORPORATE EXECUTIVE BRD CO COM * 3 5,700 CORPORATE OFFICE PPTYS TR SH BEN INT 1 700 CORRECTIONS CORP AMER NEW COM NEW * 1 37,150 CORRECTIONS CORP AMER NEW COM NEW * 3 300 CORUS BANKSHARES INC COM * 2 35,100 CORUS BANKSHARES INC COM * 3 14,100 COSTCO WHSL CORP NEW COM * 1 4,902 COSTCO WHSL CORP NEW COM * 2 107,458 COSTCO WHSL CORP NEW COM * 3 186,001 COUNTRYWIDE FINANCIAL CORP COM * 2 26,000 COUNTRYWIDE FINANCIAL CORP COM * 3 56,100 COUSINS PPTYS INC COM 3 700 COVANCE INC COM * 3 500 COVENTRY HEALTH CARE INC COM * 2 28,308 COVENTRY HEALTH CARE INC COM * 3 26,307 COWEN GROUP INC COM * ADDED 1 441,700 COWEN GROUP INC COM * ADDED 3 3,300 CPFL ENERGIA S A SPONSORED ADR 2 536,864 CPFL ENERGIA S A SPONSORED ADR 3 428,184 CRAWFORD & CO CL B 3 1,500 CRAWFORD & CO CL B 5 1,500 CREDICORP LTD COM 1 400 CREDICORP LTD COM 2 448,200 CREDICORP LTD COM 3 253,200 CREDICORP LTD COM 5 11,800 CREDIT ACCEP CORP MICH COM 3 1,500 CRESCENT REAL ESTATE EQUITIE COM * 3 32,365 CRESUD S A C I F Y A SPONSORED ADR 4 3,500 CRYSTAL RIV CAP INC COM ADDED 1 346,800 CRYSTAL RIV CAP INC COM ADDED 3 2,600 CSG SYS INTL INC COM * 1 571,857 CSG SYS INTL INC COM * 3 3,743 CSS INDS INC COM 3 800 CSS INDS INC COM 5 800 CTC MEDIA INC COM 3 219,785 CTC MEDIA INC COM 5 6,377 CULLEN FROST BANKERS INC COM * 1 436,546 CULLEN FROST BANKERS INC COM * 3 3,507 CUMMINS INC COM * 1 746 CUMMINS INC COM * 2 18,873
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- CUMMINS INC COM * COM 231021106 4,120,946 34,563 34,563 CUTTER & BUCK INC COM * COM 232217109 4,835 500 500 CUTTER & BUCK INC COM * COM 232217109 4,835 500 500 CVB FINL CORP COM COM 126600105 14,944,448 1,011,811 1,011,811 CVB FINL CORP COM COM 126600105 100,274 6,789 6,789 CVS CORP COM * COM 126650100 351,264 10,936 10,936 CYPRESS SEMICONDUCTOR CORP COM * COM 232806109 586,765 33,020 33,020 D R HORTON INC COM * COM 23331A109 47,182 1,970 1,970 D R HORTON INC COM * COM 23331A109 1,943,902 81,165 81,165 D R HORTON INC COM * COM 23331A109 2,379,456 99,351 99,351 D R HORTON INC COM * COM 23331A109 112,565 4,700 4,700 DANAHER CORP DEL COM * COM 235851102 89,271 1,300 1,300 DARDEN RESTAURANTS INC COM * COM 237194105 84,473 1,989 1,989 DARDEN RESTAURANTS INC COM * COM 237194105 2,537,328 59,744 59,744 DARDEN RESTAURANTS INC COM * COM 237194105 3,431,534 80,799 80,799 DAVITA INC COM * COM 23918K108 3,833,598 66,245 66,245 DAVITA INC COM * COM 23918K108 46,296 800 800 DEAN FOODS CO NEW COM * COM 242370104 2,595,659 61,772 61,772 DEAN FOODS CO NEW COM * COM 242370104 2,695,961 64,159 64,159 DEERE & CO COM * COM 244199105 211,537 2,521 2,521 DEERE & CO COM * COM 244199105 3,513,144 41,868 41,868 DEERE & CO COM * COM 244199105 7,383,241 87,990 87,990 DELL INC COM * COM 24702R101 234,750 10,278 10,278 DELL INC COM * COM 24702R101 6,450,381 282,416 282,416 DELL INC COM * COM 24702R101 8,923,816 390,710 390,710 DELL INC COM * COM 24702R101 10,278 450 450 DELUXE CORP COM * COM 248019101 592,754 34,664 34,664 DENBURY RES INC COM NEW * COM 247916208 17,638,884 610,342 610,342 DENBURY RES INC COM NEW * COM 247916208 152,014 5,260 5,260 DEUTSCHE BANK AG NAMEN ORD * COM D18190898 865,044,589 7,166,898 7,166,898 DEUTSCHE BANK AG NAMEN ORD * COM D18190898 8,806,272 72,960 72,960 DEUTSCHE BANK AG NAMEN ORD * COM D18190898 3,799,033 31,475 31,475 DEUTSCHE BANK AG NAMEN ORD * COM D18190898 1,485,455 12,307 12,307 DEUTSCHE TELEKOM AG SPONSORED ADR * COM 251566105 947,729 191,151 191,151 DEVELOPERS DIVERSIFIED RLTY COM * COM 251591103 33,456 600 600 DEVON ENERGY CORP NEW COM * COM 25179M103 230,813 3,655 3,655 DEVON ENERGY CORP NEW COM * COM 25179M103 3,688,276 58,405 58,405 DEVON ENERGY CORP NEW COM * COM 25179M103 5,663,103 89,677 89,677 DIALYSIS CORP AMER COM COM 252529102 7,144,119 535,140 535,140 DIALYSIS CORP AMER COM COM 252529102 55,536 4,160 4,160 DIAMOND MGMT & TECHNOLOGY CO COM * ADDED COM 25269L106 12,579,979 1,129,262 1,129,262 DIAMOND MGMT & TECHNOLOGY CO COM * ADDED COM 25269L106 112,937 10,138 10,138 DIANA SHIPPING INC COM * COM Y2066G104 14,663 1,100 1,100 DICKS SPORTING GOODS INC COM * COM 253393102 1,037,856 22,800 22,800 DICKS SPORTING GOODS INC COM * COM 253393102 264,016 5,800 5,800 DIGENE CORP COM * COM 253752109 11,030,693 255,636 255,636 DIGENE CORP COM * COM 253752109 84,747 1,964 1,964 DIGITAL RLTY TR INC COM COM 253868103 19,844,352 633,600 633,600 DIGITAL RLTY TR INC COM COM 253868103 28,188 900 900 DIGITAL RLTY TR INC COM COM 253868103 585,684 18,700 18,700 DILLARDS INC CL A * COM 254067101 58,914 1,800 1,800 DILLARDS INC CL A * COM 254067101 58,914 1,800 1,800 DIRECTV GROUP INC COM * COM 25459L106 131,856 6,700 6,700 DISCOVERY HOLDING CO CL A COM * COM 25468Y107 7,722 534 534 DISNEY WALT CO COM DISNEY * COM 254687106 254,297 8,227 8,227 DISNEY WALT CO COM DISNEY * COM 254687106 5,116,780 165,538 165,538 DISNEY WALT CO COM DISNEY * COM 254687106 8,793,648 284,492 284,492 DISNEY WALT CO COM DISNEY * COM 254687106 571,835 18,500 18,500 DIVERSA CORP COM * COM 255064107 7,288,311 908,767 908,767 DIVERSA CORP COM * COM 255064107 58,009 7,233 7,233 DJO INCORPORATED COM * COM 23325G104 14,712,542 354,263 354,263 DJO INCORPORATED COM * COM 23325G104 547,532 13,184 13,184 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ CUMMINS INC COM * 3 34,563 CUTTER & BUCK INC COM * 3 500 CUTTER & BUCK INC COM * 5 500 CVB FINL CORP COM 1 1,011,811 CVB FINL CORP COM 3 6,789 CVS CORP COM * 1 10,936 CYPRESS SEMICONDUCTOR CORP COM * 3 33,020 D R HORTON INC COM * 1 1,970 D R HORTON INC COM * 2 81,165 D R HORTON INC COM * 3 99,351 D R HORTON INC COM * 5 4,700 DANAHER CORP DEL COM * 3 1,300 DARDEN RESTAURANTS INC COM * 1 1,989 DARDEN RESTAURANTS INC COM * 2 59,744 DARDEN RESTAURANTS INC COM * 3 80,799 DAVITA INC COM * 1 66,245 DAVITA INC COM * 3 800 DEAN FOODS CO NEW COM * 2 61,772 DEAN FOODS CO NEW COM * 3 64,159 DEERE & CO COM * 1 2,521 DEERE & CO COM * 2 41,868 DEERE & CO COM * 3 87,990 DELL INC COM * 1 10,278 DELL INC COM * 2 282,416 DELL INC COM * 3 390,710 DELL INC COM * 4 450 DELUXE CORP COM * 3 34,664 DENBURY RES INC COM NEW * 1 610,342 DENBURY RES INC COM NEW * 3 5,260 DEUTSCHE BANK AG NAMEN ORD * 2 7,166,898 DEUTSCHE BANK AG NAMEN ORD * 4 72,960 DEUTSCHE BANK AG NAMEN ORD * 5 31,475 DEUTSCHE BANK AG NAMEN ORD * 7 12,307 DEUTSCHE TELEKOM AG SPONSORED ADR * 3 191,151 DEVELOPERS DIVERSIFIED RLTY COM * 3 600 DEVON ENERGY CORP NEW COM * 1 3,655 DEVON ENERGY CORP NEW COM * 2 58,405 DEVON ENERGY CORP NEW COM * 3 89,677 DIALYSIS CORP AMER COM 1 535,140 DIALYSIS CORP AMER COM 3 4,160 DIAMOND MGMT & TECHNOLOGY CO COM * ADDED 1 1,129,262 DIAMOND MGMT & TECHNOLOGY CO COM * ADDED 3 10,138 DIANA SHIPPING INC COM * 1 1,100 DICKS SPORTING GOODS INC COM * 2 22,800 DICKS SPORTING GOODS INC COM * 3 5,800 DIGENE CORP COM * 1 255,636 DIGENE CORP COM * 3 1,964 DIGITAL RLTY TR INC COM 1 633,600 DIGITAL RLTY TR INC COM 2 900 DIGITAL RLTY TR INC COM 3 18,700 DILLARDS INC CL A * 3 1,800 DILLARDS INC CL A * 5 1,800 DIRECTV GROUP INC COM * 3 6,700 DISCOVERY HOLDING CO CL A COM * 7 534 DISNEY WALT CO COM DISNEY * 1 8,227 DISNEY WALT CO COM DISNEY * 2 165,538 DISNEY WALT CO COM DISNEY * 3 284,492 DISNEY WALT CO COM DISNEY * 7 18,500 DIVERSA CORP COM * 1 908,767 DIVERSA CORP COM * 3 7,233 DJO INCORPORATED COM * 1 354,263 DJO INCORPORATED COM * 2 13,184
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- DJO INCORPORATED COM * COM 23325G104 218,822 5,269 5,269 DOLLAR GEN CORP COM * COM 256669102 665,730 48,843 48,843 DOLLAR GEN CORP COM * COM 256669102 1,050,560 77,077 77,077 DOLLAR THRIFTY AUTOMOTIVE GP COM * COM 256743105 40,113 900 900 DOLLAR THRIFTY AUTOMOTIVE GP COM * COM 256743105 566,039 12,700 12,700 DOLLAR THRIFTY AUTOMOTIVE GP COM * COM 256743105 886,943 19,900 19,900 DOLLAR TREE STORES INC COM * COM 256747106 1,213,632 39,200 39,200 DOLLAR TREE STORES INC COM * COM 256747106 1,659,332 53,596 53,596 DOMINION RES INC VA NEW COM * COM 25746U109 1,509,989 19,741 19,741 DOMINOS PIZZA INC COM * COM 25754A201 12,825 500 500 DONNELLEY R R & SONS CO COM * COM 257867101 431,776 13,100 13,100 DONNELLEY R R & SONS CO COM * COM 257867101 26,368 800 800 DORAL FINL CORP COM * COM 25811P100 1,097,822 166,589 166,589 DORCHESTER MINERALS LP COM UNIT COM 25820R105 386,842 15,023 15,023 DOVER CORP COM * COM 260003108 4,301,954 90,682 90,682 DOVER CORP COM * COM 260003108 37,952 800 800 DOW CHEM CO COM * COM 260543103 128,478 3,296 3,296 DOW CHEM CO COM * COM 260543103 5,445,194 139,692 139,692 DOW CHEM CO COM * COM 260543103 6,993,753 179,419 179,419 DOW JONES & CO INC COM * COM 260561105 974,840 29,065 29,065 DOW JONES & CO INC COM * COM 260561105 1,090,050 32,500 32,500 DREAMWORKS ANIMATION SKG INC CL A * COM 26153C103 968,999 38,900 38,900 DREAMWORKS ANIMATION SKG INC CL A * COM 26153C103 4,982 200 200 DRESS BARN INC COM * COM 261570105 34,912 1,600 1,600 DRESS BARN INC COM * COM 261570105 658,964 30,200 30,200 DRESS BARN INC COM * COM 261570105 1,047,360 48,000 48,000 DRESSER-RAND GROUP INC COM * COM 261608103 36,849,071 1,806,327 1,806,327 DRESSER-RAND GROUP INC COM * COM 261608103 270,769 13,273 13,273 DRS TECHNOLOGIES INC COM * COM 23330X100 13,415,555 307,203 307,203 DRS TECHNOLOGIES INC COM * COM 23330X100 126,512 2,897 2,897 DRYSHIPS INC SHS * COM Y2109Q101 8,040 600 600 DRYSHIPS INC SHS * COM Y2109Q101 469,000 35,000 35,000 DTE ENERGY CO COM * COM 233331107 1,540,021 37,100 37,100 DTE ENERGY CO COM * COM 233331107 3,263,890 78,629 78,629 DTE ENERGY CO COM * COM 233331107 74,718 1,800 1,800 DU PONT E I DE NEMOURS & CO COM * COM 263534109 38,128 890 890 DU PONT E I DE NEMOURS & CO COM * COM 263534109 7,498,671 175,039 175,039 DU PONT E I DE NEMOURS & CO COM * COM 263534109 967,327 22,580 22,580 DU PONT E I DE NEMOURS & CO COM * COM 263534109 2,390,472 55,800 55,800 DU PONT E I DE NEMOURS & CO COM * COM 263534109 501,871 11,715 11,715 DUKE ENERGY CORP NEW COM * COM 26441C105 4,999,036 165,531 165,531 DUKE ENERGY CORP NEW COM * COM 26441C105 6,506,016 215,431 215,431 DUKE ENERGY CORP NEW COM * COM 26441C105 11,505,052 380,962 380,962 DUN & BRADSTREET CORP DEL NE COM * COM 26483E100 2,909,612 38,800 38,800 DUN & BRADSTREET CORP DEL NE COM * COM 26483E100 127,483 1,700 1,700 DUN & BRADSTREET CORP DEL NE COM * COM 26483E100 5,624 75 75 DUQUESNE LT HLDGS INC COM * COM 266233105 1,348,322 68,582 68,582 E M C CORP MASS COM * COM 268648102 1,812,119 151,262 151,262 E M C CORP MASS COM * COM 268648102 677,086 56,518 56,518 E M C CORP MASS COM * COM 268648102 1,811,376 151,200 151,200 E TRADE FINANCIAL CORP COM * COM 269246104 7,674,612 320,845 320,845 E TRADE FINANCIAL CORP COM * COM 269246104 447,328 18,701 18,701 E TRADE FINANCIAL CORP COM * COM 269246104 655,886 27,420 27,420 E TRADE FINANCIAL CORP COM * COM 269246104 567,071 23,707 23,707 EAGLE MATERIALS INC COM * COM 26969P108 111,144 3,300 3,300 EARTHLINK INC COM * COM 270321102 14,029 1,927 1,927 EARTHLINK INC COM * COM 270321102 578,323 79,440 79,440 EARTHLINK INC COM * COM 270321102 889,325 122,160 122,160 EASTMAN CHEM CO COM * COM 277432100 1,149,978 21,288 21,288 EASTMAN CHEM CO COM * COM 277432100 81,030 1,500 1,500 EATON CORP COM * COM 278058102 2,106,810 30,600 30,600 EATON CORP COM * COM 278058102 419,985 6,100 6,100 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ DJO INCORPORATED COM * 3 5,269 DOLLAR GEN CORP COM * 2 48,843 DOLLAR GEN CORP COM * 3 77,077 DOLLAR THRIFTY AUTOMOTIVE GP COM * 1 900 DOLLAR THRIFTY AUTOMOTIVE GP COM * 2 12,700 DOLLAR THRIFTY AUTOMOTIVE GP COM * 3 19,900 DOLLAR TREE STORES INC COM * 2 39,200 DOLLAR TREE STORES INC COM * 3 53,596 DOMINION RES INC VA NEW COM * 3 19,741 DOMINOS PIZZA INC COM * 2 500 DONNELLEY R R & SONS CO COM * 3 13,100 DONNELLEY R R & SONS CO COM * 5 800 DORAL FINL CORP COM * 3 166,589 DORCHESTER MINERALS LP COM UNIT 3 15,023 DOVER CORP COM * 1 90,682 DOVER CORP COM * 3 800 DOW CHEM CO COM * 1 3,296 DOW CHEM CO COM * 2 139,692 DOW CHEM CO COM * 3 179,419 DOW JONES & CO INC COM * 2 29,065 DOW JONES & CO INC COM * 3 32,500 DREAMWORKS ANIMATION SKG INC CL A * 1 38,900 DREAMWORKS ANIMATION SKG INC CL A * 3 200 DRESS BARN INC COM * 1 1,600 DRESS BARN INC COM * 2 30,200 DRESS BARN INC COM * 3 48,000 DRESSER-RAND GROUP INC COM * 1 1,806,327 DRESSER-RAND GROUP INC COM * 3 13,273 DRS TECHNOLOGIES INC COM * 1 307,203 DRS TECHNOLOGIES INC COM * 3 2,897 DRYSHIPS INC SHS * 1 600 DRYSHIPS INC SHS * 3 35,000 DTE ENERGY CO COM * 2 37,100 DTE ENERGY CO COM * 3 78,629 DTE ENERGY CO COM * 5 1,800 DU PONT E I DE NEMOURS & CO COM * 2 890 DU PONT E I DE NEMOURS & CO COM * 3 175,039 DU PONT E I DE NEMOURS & CO COM * 4 22,580 DU PONT E I DE NEMOURS & CO COM * 5 55,800 DU PONT E I DE NEMOURS & CO COM * 7 11,715 DUKE ENERGY CORP NEW COM * 2 165,531 DUKE ENERGY CORP NEW COM * 3 215,431 DUKE ENERGY CORP NEW COM * 5 380,962 DUN & BRADSTREET CORP DEL NE COM * 1 38,800 DUN & BRADSTREET CORP DEL NE COM * 3 1,700 DUN & BRADSTREET CORP DEL NE COM * 7 75 DUQUESNE LT HLDGS INC COM * 3 68,582 E M C CORP MASS COM * 1 151,262 E M C CORP MASS COM * 2 56,518 E M C CORP MASS COM * 3 151,200 E TRADE FINANCIAL CORP COM * 1 320,845 E TRADE FINANCIAL CORP COM * 3 18,701 E TRADE FINANCIAL CORP COM * 4 27,420 E TRADE FINANCIAL CORP COM * 7 23,707 EAGLE MATERIALS INC COM * 3 3,300 EARTHLINK INC COM * 1 1,927 EARTHLINK INC COM * 2 79,440 EARTHLINK INC COM * 3 122,160 EASTMAN CHEM CO COM * 3 21,288 EASTMAN CHEM CO COM * 5 1,500 EATON CORP COM * 2 30,600 EATON CORP COM * 3 6,100
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- EBAY INC COM * COM 278642103 49,999 1,763 1,763 EBAY INC COM * COM 278642103 1,392,816 49,112 49,112 EBAY INC COM * COM 278642103 2,216,334 78,150 78,150 EBAY INC COM * COM 278642103 442,416 15,600 15,600 ECHOSTAR COMMUNICATIONS NEW CL A * COM 278762109 88,398 2,700 2,700 ECHOSTAR COMMUNICATIONS NEW CL A * COM 278762109 2,169,156 66,254 66,254 ECHOSTAR COMMUNICATIONS NEW CL A * COM 278762109 3,501,412 106,946 106,946 ECI TELECOM LTD ORD * COM 268258100 328,598 39,830 39,830 ECOLAB INC COM * COM 278865100 72,794 1,700 1,700 ECOLAB INC COM * COM 278865100 2,710,506 63,300 63,300 EDGE PETE CORP DEL COM * COM 279862106 187,247 11,369 11,369 EDISON INTL COM * COM 281020107 13,865,370 332,982 332,982 EDISON INTL COM * COM 281020107 798,697 19,181 19,181 EDISON INTL COM * COM 281020107 1,135,939 27,280 27,280 EDISON INTL COM * COM 281020107 404,699 9,719 9,719 EDUCATE INC COM * COM 28138P100 1,614,763 202,098 202,098 EDUCATE INC COM * COM 28138P100 38,783 4,854 4,854 ELAN PLC ADR * COM 284131208 192,816 12,360 12,360 ELECTRONIC ARTS INC COM * COM 285512109 12,540,268 224,575 224,575 ELECTRONIC ARTS INC COM * COM 285512109 1,629,802 29,187 29,187 ELECTRONIC ARTS INC COM * COM 285512109 1,627,178 29,140 29,140 ELECTRONIC ARTS INC COM * COM 285512109 101,573 1,819 1,819 ELECTRONIC DATA SYS NEW COM * COM 285661104 675,894 27,565 27,565 ELECTRONIC DATA SYS NEW COM * COM 285661104 1,294,411 52,790 52,790 ELECTRONIC DATA SYS NEW COM * COM 285661104 98,080 4,000 4,000 ELLIS PERRY INTL INC COM COM 288853104 92,640 3,000 3,000 EMBARQ CORP COM * COM 29078E105 15,188 314 314 EMBARQ CORP COM * COM 29078E105 977,316 20,205 20,205 EMBOTELLADORA ANDINA S A SPON ADR B COM 29081P303 1,407,180 99,800 99,800 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS * COM 29081M102 20,319,319 517,426 517,426 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS * COM 29081M102 9,671,416 246,280 246,280 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW COM 29081N209 11,088 700 700 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW COM 29081N209 527,472 33,300 33,300 EMC INS GROUP INC COM COM 268664109 20,188 700 700 EMC INS GROUP INC COM COM 268664109 20,188 700 700 EMCOR GROUP INC COM * COM 29084Q100 367,428 6,700 6,700 EMCOR GROUP INC COM * COM 29084Q100 564,852 10,300 10,300 EMERSON ELEC CO COM * COM 291011104 4,158,450 49,588 49,588 EMERSON ELEC CO COM * COM 291011104 4,100,083 48,892 48,892 EMPIRE DIST ELEC CO COM COM 291641108 22,380 1,000 1,000 EMPIRE DIST ELEC CO COM COM 291641108 22,380 1,000 1,000 EMULEX CORP COM NEW * COM 292475209 37,788,930 2,079,743 2,079,743 EMULEX CORP COM NEW * COM 292475209 286,305 15,757 15,757 ENBRIDGE ENERGY PARTNERS L P COM * COM 29250R106 678,234 14,570 14,570 ENCANA CORP COM * COM 292505104 3,701,136 79,061 79,061 ENCORE WIRE CORP COM * COM 292562105 24,703 700 700 ENDO PHARMACEUTICALS HLDGS I COM * COM 29264F205 1,686,904 51,825 51,825 ENDO PHARMACEUTICALS HLDGS I COM * COM 29264F205 19,530 600 600 ENDURANCE SPECIALTY HLDGS LT SHS * COM G30397106 26,194,654 742,900 742,900 ENDURANCE SPECIALTY HLDGS LT SHS * COM G30397106 1,672,911 47,445 47,445 ENDURANCE SPECIALTY HLDGS LT SHS * COM G30397106 42,312 1,200 1,200 ENERGY EAST CORP COM * COM 29266M109 2,041,082 86,049 86,049 ENERGY EAST CORP COM * COM 29266M109 97,252 4,100 4,100 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN COM 29273R109 27,798 600 600 ENERPLUS RES FD UNIT TR G NEW * COM 29274D604 69,532 1,377 1,377 ENERPLUS RES FD UNIT TR G NEW * COM 29274D604 449,103 8,894 8,894 ENERPLUS RES FD UNIT TR G NEW * COM 29274D604 809,082 16,023 16,023 ENERSIS S A SPONSORED ADR * COM 29274F104 47,520 3,600 3,600 ENERSIS S A SPONSORED ADR * COM 29274F104 11,353,267 860,096 860,096 ENERSIS S A SPONSORED ADR * COM 29274F104 5,083,980 385,150 385,150 ENERSIS S A SPONSORED ADR * COM 29274F104 748,440 56,700 56,700 ENTERGY CORP NEW COM * COM 29364G103 217,479 2,780 2,780 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ EBAY INC COM * 1 1,763 EBAY INC COM * 2 49,112 EBAY INC COM * 3 78,150 EBAY INC COM * 7 15,600 ECHOSTAR COMMUNICATIONS NEW CL A * 1 2,700 ECHOSTAR COMMUNICATIONS NEW CL A * 2 66,254 ECHOSTAR COMMUNICATIONS NEW CL A * 3 106,946 ECI TELECOM LTD ORD * 3 39,830 ECOLAB INC COM * 1 1,700 ECOLAB INC COM * 3 63,300 EDGE PETE CORP DEL COM * 3 11,369 EDISON INTL COM * 1 332,982 EDISON INTL COM * 3 19,181 EDISON INTL COM * 4 27,280 EDISON INTL COM * 7 9,719 EDUCATE INC COM * 1 202,098 EDUCATE INC COM * 3 4,854 ELAN PLC ADR * 7 12,360 ELECTRONIC ARTS INC COM * 1 224,575 ELECTRONIC ARTS INC COM * 3 29,187 ELECTRONIC ARTS INC COM * 4 29,140 ELECTRONIC ARTS INC COM * 7 1,819 ELECTRONIC DATA SYS NEW COM * 2 27,565 ELECTRONIC DATA SYS NEW COM * 3 52,790 ELECTRONIC DATA SYS NEW COM * 5 4,000 ELLIS PERRY INTL INC COM 3 3,000 EMBARQ CORP COM * 2 314 EMBARQ CORP COM * 3 20,205 EMBOTELLADORA ANDINA S A SPON ADR B 3 99,800 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS * 2 517,426 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS * 3 246,280 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 1 700 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 3 33,300 EMC INS GROUP INC COM 3 700 EMC INS GROUP INC COM 5 700 EMCOR GROUP INC COM * 2 6,700 EMCOR GROUP INC COM * 3 10,300 EMERSON ELEC CO COM * 2 49,588 EMERSON ELEC CO COM * 3 48,892 EMPIRE DIST ELEC CO COM 3 1,000 EMPIRE DIST ELEC CO COM 5 1,000 EMULEX CORP COM NEW * 1 2,079,743 EMULEX CORP COM NEW * 3 15,757 ENBRIDGE ENERGY PARTNERS L P COM * 3 14,570 ENCANA CORP COM * 3 79,061 ENCORE WIRE CORP COM * 3 700 ENDO PHARMACEUTICALS HLDGS I COM * 1 51,825 ENDO PHARMACEUTICALS HLDGS I COM * 3 600 ENDURANCE SPECIALTY HLDGS LT SHS * 1 742,900 ENDURANCE SPECIALTY HLDGS LT SHS * 3 47,445 ENDURANCE SPECIALTY HLDGS LT SHS * 5 1,200 ENERGY EAST CORP COM * 3 86,049 ENERGY EAST CORP COM * 5 4,100 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 3 600 ENERPLUS RES FD UNIT TR G NEW * 1 1,377 ENERPLUS RES FD UNIT TR G NEW * 2 8,894 ENERPLUS RES FD UNIT TR G NEW * 3 16,023 ENERSIS S A SPONSORED ADR * 1 3,600 ENERSIS S A SPONSORED ADR * 2 860,096 ENERSIS S A SPONSORED ADR * 3 385,150 ENERSIS S A SPONSORED ADR * 5 56,700 ENTERGY CORP NEW COM * 3 2,780
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- ENTERTAINMENT PPTYS TR COM SH BEN INT COM 29380T105 1,144,323 23,202 23,202 EOG RES INC COM * COM 26875P101 84,565 1,300 1,300 EOG RES INC COM * COM 26875P101 2,551,586 39,225 39,225 EOG RES INC COM * COM 26875P101 2,647,795 40,704 40,704 EOG RES INC COM * COM 26875P101 88,208 1,356 1,356 EPIQ SYS INC COM * COM 26882D109 17,652 1,200 1,200 EPIQ SYS INC COM * COM 26882D109 26,478 1,800 1,800 EQUITY OFFICE PROPERTIES TRU COM * COM 294741103 333,984 8,400 8,400 EQUITY ONE COM COM 294752100 540,428 22,546 22,546 ERICSSON L M TEL CO ADR B SEK 10 * COM 294821608 739,002 21,439 21,439 ERICSSON L M TEL CO ADR B SEK 10 * COM 294821608 654,620 18,991 18,991 ESCHELON TELECOM INC COM COM 296290109 18,952,345 1,115,500 1,115,500 ESCHELON TELECOM INC COM COM 296290109 149,512 8,800 8,800 EURONET WORLDWIDE INC COM * COM 298736109 11,636,111 473,976 473,976 EURONET WORLDWIDE INC COM * COM 298736109 96,334 3,924 3,924 EUROPE FD INC COM COM 29874M103 16,308 1,169 1,169 EXELON CORP COM * COM 30161N101 365,783 6,042 6,042 EXPEDIA INC DEL COM * COM 30212P105 78,400 5,000 5,000 EXPEDITORS INTL WASH INC COM * COM 302130109 601,117 13,484 13,484 EXPRESS SCRIPTS INC COM * COM 302182100 112,571 1,492 1,492 EXPRESS SCRIPTS INC COM * COM 302182100 37,725 500 500 EXPRESS SCRIPTS INC COM * COM 302182100 2,748,719 36,431 36,431 EXXON MOBIL CORP COM * COM 30231G102 19,297,557 287,594 287,594 EXXON MOBIL CORP COM * COM 30231G102 33,521,281 499,572 499,572 EXXON MOBIL CORP COM * COM 30231G102 57,009,032 849,613 849,613 EXXON MOBIL CORP COM * COM 30231G102 1,521,157 22,670 22,670 EXXON MOBIL CORP COM * COM 30231G102 399,245 5,950 5,950 F M C CORP COM NEW * COM 302491303 24,098,969 376,135 376,135 F M C CORP COM NEW * COM 302491303 672,735 10,500 10,500 F M C CORP COM NEW * COM 302491303 881,924 13,765 13,765 F5 NETWORKS INC COM * COM 315616102 27,867,680 518,758 518,758 F5 NETWORKS INC COM * COM 315616102 243,996 4,542 4,542 FACTSET RESH SYS INC COM * COM 303075105 1,126,824 23,200 23,200 FAIR ISAAC CORP COM * COM 303250104 52,295 1,430 1,430 FAIR ISAAC CORP COM * COM 303250104 1,316,813 36,008 36,008 FAIR ISAAC CORP COM * COM 303250104 1,759,310 48,108 48,108 FAIRFAX FINL HLDGS LTD SUB VTG * COM 303901102 737,812 5,652 5,652 FAIRPOINT COMMUNICATIONS INC COM * COM 305560104 27,840 1,600 1,600 FAIRPOINT COMMUNICATIONS INC COM * COM 305560104 27,840 1,600 1,600 FAMILY DLR STORES INC COM * COM 307000109 76,024 2,600 2,600 FAMILY DLR STORES INC COM * COM 307000109 1,037,377 35,478 35,478 FAMILY DLR STORES INC COM * COM 307000109 2,231,655 76,322 76,322 FEDERAL HOME LN MTG CORP COM * COM 313400301 291,852 4,400 4,400 FEDERAL HOME LN MTG CORP COM * COM 313400301 2,607,167 39,306 39,306 FEDERAL HOME LN MTG CORP COM * COM 313400301 9,697,977 146,208 146,208 FEDERAL HOME LN MTG CORP COM * COM 313400301 139,293 2,100 2,100 FEDERAL NATL MTG ASSN COM * COM 313586109 2,449,697 43,815 43,815 FEDERAL NATL MTG ASSN COM * COM 313586109 7,871,737 140,793 140,793 FEDERAL REALTY INVT TR SH BEN INT NEW COM 313747206 1,187,908 15,988 15,988 FEDERAL REALTY INVT TR SH BEN INT NEW COM 313747206 891,600 12,000 12,000 FEDERATED DEPT STORES INC DE COM * COM 31410H101 18,893,140 437,240 437,240 FEDERATED DEPT STORES INC DE COM * COM 31410H101 43,210 1,000 1,000 FEDERATED DEPT STORES INC DE COM * COM 31410H101 1,088,417 25,189 25,189 FEDERATED DEPT STORES INC DE COM * COM 31410H101 1,183,522 27,390 27,390 FEDERATED DEPT STORES INC DE COM * COM 31410H101 492,724 11,403 11,403 FEDEX CORP COM * COM 31428X106 211,817 1,949 1,949 FEDEX CORP COM * COM 31428X106 3,592,635 33,057 33,057 FEDEX CORP COM * COM 31428X106 6,730,878 61,933 61,933 FEI CO COM * COM 30241L109 16,476,355 780,500 780,500 FEI CO COM * COM 30241L109 135,104 6,400 6,400 FERRELLGAS PARTNERS L.P. UNIT LTD PART COM 315293100 25,069 1,100 1,100 FIDELITY NATL FINL INC COM * COM 316326107 687,696 35,001 35,001 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ ENTERTAINMENT PPTYS TR COM SH BEN INT 3 23,202 EOG RES INC COM * 1 1,300 EOG RES INC COM * 2 39,225 EOG RES INC COM * 3 40,704 EOG RES INC COM * 7 1,356 EPIQ SYS INC COM * 2 1,200 EPIQ SYS INC COM * 3 1,800 EQUITY OFFICE PROPERTIES TRU COM * 3 8,400 EQUITY ONE COM 3 22,546 ERICSSON L M TEL CO ADR B SEK 10 * 1 21,439 ERICSSON L M TEL CO ADR B SEK 10 * 3 18,991 ESCHELON TELECOM INC COM 1 1,115,500 ESCHELON TELECOM INC COM 3 8,800 EURONET WORLDWIDE INC COM * 1 473,976 EURONET WORLDWIDE INC COM * 3 3,924 EUROPE FD INC COM 7 1,169 EXELON CORP COM * 3 6,042 EXPEDIA INC DEL COM * 7 5,000 EXPEDITORS INTL WASH INC COM * 1 13,484 EXPRESS SCRIPTS INC COM * 1 1,492 EXPRESS SCRIPTS INC COM * 2 500 EXPRESS SCRIPTS INC COM * 3 36,431 EXXON MOBIL CORP COM * 1 287,594 EXXON MOBIL CORP COM * 2 499,572 EXXON MOBIL CORP COM * 3 849,613 EXXON MOBIL CORP COM * 4 22,670 EXXON MOBIL CORP COM * 7 5,950 F M C CORP COM NEW * 1 376,135 F M C CORP COM NEW * 2 10,500 F M C CORP COM NEW * 3 13,765 F5 NETWORKS INC COM * 1 518,758 F5 NETWORKS INC COM * 3 4,542 FACTSET RESH SYS INC COM * 3 23,200 FAIR ISAAC CORP COM * 1 1,430 FAIR ISAAC CORP COM * 2 36,008 FAIR ISAAC CORP COM * 3 48,108 FAIRFAX FINL HLDGS LTD SUB VTG * 3 5,652 FAIRPOINT COMMUNICATIONS INC COM * 3 1,600 FAIRPOINT COMMUNICATIONS INC COM * 5 1,600 FAMILY DLR STORES INC COM * 1 2,600 FAMILY DLR STORES INC COM * 2 35,478 FAMILY DLR STORES INC COM * 3 76,322 FEDERAL HOME LN MTG CORP COM * 1 4,400 FEDERAL HOME LN MTG CORP COM * 2 39,306 FEDERAL HOME LN MTG CORP COM * 3 146,208 FEDERAL HOME LN MTG CORP COM * 5 2,100 FEDERAL NATL MTG ASSN COM * 2 43,815 FEDERAL NATL MTG ASSN COM * 3 140,793 FEDERAL REALTY INVT TR SH BEN INT NEW 2 15,988 FEDERAL REALTY INVT TR SH BEN INT NEW 3 12,000 FEDERATED DEPT STORES INC DE COM * 1 437,240 FEDERATED DEPT STORES INC DE COM * 2 1,000 FEDERATED DEPT STORES INC DE COM * 3 25,189 FEDERATED DEPT STORES INC DE COM * 4 27,390 FEDERATED DEPT STORES INC DE COM * 7 11,403 FEDEX CORP COM * 1 1,949 FEDEX CORP COM * 2 33,057 FEDEX CORP COM * 3 61,933 FEI CO COM * 1 780,500 FEI CO COM * 3 6,400 FERRELLGAS PARTNERS L.P. UNIT LTD PART 3 1,100 FIDELITY NATL FINL INC COM * 3 35,001
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- FIDELITY NATL TITLE GROUP IN CL A * COM 31620R105 716,832 34,200 34,200 FIDELITY NATL TITLE GROUP IN CL A * COM 31620R105 23,056 1,100 1,100 FIFTH THIRD BANCORP COM * COM 316773100 3,570,800 93,771 93,771 FIFTH THIRD BANCORP COM * COM 316773100 5,662,458 148,699 148,699 FIFTH THIRD BANCORP COM * COM 316773100 133,280 3,500 3,500 FILENET CORP COM * COM 316869106 13,079,466 375,523 375,523 FILENET CORP COM * COM 316869106 103,689 2,977 2,977 FINISAR COM * COM 31787A101 13,940,652 3,840,400 3,840,400 FINISAR COM * COM 31787A101 106,722 29,400 29,400 FIRST AMERN CORP CALIF COM * COM 318522307 42,340 1,000 1,000 FIRST AMERN CORP CALIF COM * COM 318522307 42,340 1,000 1,000 FIRST DATA CORP COM * COM 319963104 97,815 4,277 4,277 FIRST DATA CORP COM * COM 319963104 2,697,654 117,956 117,956 FIRST DATA CORP COM * COM 319963104 3,655,015 159,817 159,817 FIRST HORIZON NATL CORP COM * COM 320517105 2,360,421 62,100 62,100 FIRST HORIZON NATL CORP COM * COM 320517105 117,831 3,100 3,100 FIRST INDUSTRIAL REALTY TRUS COM COM 32054K103 488,224 11,096 11,096 FIRST MARBLEHEAD CORP COM * COM 320771108 713,378 10,300 10,300 FIRST NIAGARA FINL GP INC COM COM 33582V108 58,831 4,024 4,024 FIRST NIAGARA FINL GP INC COM COM 33582V108 817,258 55,900 55,900 FIRSTENERGY CORP COM * COM 337932107 274,831 4,920 4,920 FISERV INC COM * COM 337738108 117,725 2,500 2,500 FISHER SCIENTIFIC INTL INC COM NEW * COM 338032204 281,664 3,600 3,600 FISHER SCIENTIFIC INTL INC COM NEW * COM 338032204 1,705,632 21,800 21,800 FISHER SCIENTIFIC INTL INC COM NEW * COM 338032204 3,012,240 38,500 38,500 FISHER SCIENTIFIC INTL INC COM NEW * COM 338032204 11,736 150 150 FLAGSTAR BANCORP INC COM * COM 337930101 203,700 14,000 14,000 FLEXTRONICS INTL LTD ORD * COM Y2573F102 1,278,940 101,182 101,182 FLOWERS FOODS INC COM * COM 343498101 21,731,942 808,480 808,480 FLOWERS FOODS INC COM * COM 343498101 167,194 6,220 6,220 FLUOR CORP NEW COM * COM 343412102 1,317,279 17,132 17,132 FLUOR CORP NEW COM * COM 343412102 130,713 1,700 1,700 FMC TECHNOLOGIES INC COM * COM 30249U101 18,817,178 350,413 350,413 FMC TECHNOLOGIES INC COM * COM 30249U101 208,732 3,887 3,887 FNB CORP PA COM COM 302520101 603,675 36,235 36,235 FNB CORP PA COM COM 302520101 88,298 5,300 5,300 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS * COM 344419106 14,210,241 146,588 146,588 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS * COM 344419106 8,224,002 84,836 84,836 FORD MTR CO DEL COM PAR $0.01 * COM 345370860 1,389,635 171,772 171,772 FORD MTR CO DEL COM PAR $0.01 * COM 345370860 2,940,222 363,439 363,439 FORD MTR CO DEL COM PAR $0.01 * COM 345370860 46,113 5,700 5,700 FORDING CDN COAL TR TR UNIT * COM 345425102 45,231 1,700 1,700 FOREST CITY ENTERPRISES INC CL A COM 345550107 21,720 400 400 FOREST CITY ENTERPRISES INC CL A COM 345550107 697,321 12,842 12,842 FOREST OIL CORP COM PAR $0.01 * COM 346091705 216,802 6,863 6,863 FOUNDRY NETWORKS INC COM * COM 35063R100 14,465 1,100 1,100 FOUNDRY NETWORKS INC COM * COM 35063R100 51,285 3,900 3,900 FPL GROUP INC COM * COM 302571104 54,000 1,200 1,200 FPL GROUP INC COM * COM 302571104 265,995 5,911 5,911 FRANKLIN RES INC COM * COM 354613101 50,972 482 482 FREEPORT-MCMORAN COPPER & GO CL B * COM 35671D857 1,194,622 22,430 22,430 FREESCALE SEMICONDUCTOR INC CL B * COM 35687M206 134,099 3,528 3,528 FREESCALE SEMICONDUCTOR INC CL B * COM 35687M206 949,186 24,972 24,972 FREESCALE SEMICONDUCTOR INC COM CL A * COM 35687M107 904,106 23,761 23,761 FREESCALE SEMICONDUCTOR INC COM CL A * COM 35687M107 519,611 13,656 13,656 FREMONT GEN CORP COM * COM 357288109 522,065 37,317 37,317 FRESH DEL MONTE PRODUCE INC ORD * COM G36738105 1,090,753 62,723 62,723 FRIEDMAN BILLINGS RAMSEY GRO CL A * COM 358434108 967,462 120,481 120,481 FRONTEER DEV GROUP INC COM * COM 35903Q106 107,471 20,000 20,000 FRONTLINE LTD SHS * COM G3682E127 41,599 1,050 1,050 FRONTLINE LTD SHS * COM G3682E127 41,599 1,050 1,050 FRONTLINE LTD SHS * COM G3682E127 39,618 1,000 1,000 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ FIDELITY NATL TITLE GROUP IN CL A * 3 34,200 FIDELITY NATL TITLE GROUP IN CL A * 5 1,100 FIFTH THIRD BANCORP COM * 2 93,771 FIFTH THIRD BANCORP COM * 3 148,699 FIFTH THIRD BANCORP COM * 5 3,500 FILENET CORP COM * 1 375,523 FILENET CORP COM * 3 2,977 FINISAR COM * 1 3,840,400 FINISAR COM * 3 29,400 FIRST AMERN CORP CALIF COM * 3 1,000 FIRST AMERN CORP CALIF COM * 5 1,000 FIRST DATA CORP COM * 1 4,277 FIRST DATA CORP COM * 2 117,956 FIRST DATA CORP COM * 3 159,817 FIRST HORIZON NATL CORP COM * 3 62,100 FIRST HORIZON NATL CORP COM * 5 3,100 FIRST INDUSTRIAL REALTY TRUS COM 3 11,096 FIRST MARBLEHEAD CORP COM * 3 10,300 FIRST NIAGARA FINL GP INC COM 1 4,024 FIRST NIAGARA FINL GP INC COM 3 55,900 FIRSTENERGY CORP COM * 1 4,920 FISERV INC COM * 3 2,500 FISHER SCIENTIFIC INTL INC COM NEW * 1 3,600 FISHER SCIENTIFIC INTL INC COM NEW * 2 21,800 FISHER SCIENTIFIC INTL INC COM NEW * 3 38,500 FISHER SCIENTIFIC INTL INC COM NEW * 4 150 FLAGSTAR BANCORP INC COM * 3 14,000 FLEXTRONICS INTL LTD ORD * 3 101,182 FLOWERS FOODS INC COM * 1 808,480 FLOWERS FOODS INC COM * 3 6,220 FLUOR CORP NEW COM * 1 17,132 FLUOR CORP NEW COM * 3 1,700 FMC TECHNOLOGIES INC COM * 1 350,413 FMC TECHNOLOGIES INC COM * 3 3,887 FNB CORP PA COM 3 36,235 FNB CORP PA COM 5 5,300 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS * 2 146,588 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS * 3 84,836 FORD MTR CO DEL COM PAR $0.01 * 2 171,772 FORD MTR CO DEL COM PAR $0.01 * 3 363,439 FORD MTR CO DEL COM PAR $0.01 * 5 5,700 FORDING CDN COAL TR TR UNIT * 3 1,700 FOREST CITY ENTERPRISES INC CL A 2 400 FOREST CITY ENTERPRISES INC CL A 3 12,842 FOREST OIL CORP COM PAR $0.01 * 3 6,863 FOUNDRY NETWORKS INC COM * 2 1,100 FOUNDRY NETWORKS INC COM * 3 3,900 FPL GROUP INC COM * 2 1,200 FPL GROUP INC COM * 3 5,911 FRANKLIN RES INC COM * 3 482 FREEPORT-MCMORAN COPPER & GO CL B * 3 22,430 FREESCALE SEMICONDUCTOR INC CL B * 2 3,528 FREESCALE SEMICONDUCTOR INC CL B * 3 24,972 FREESCALE SEMICONDUCTOR INC COM CL A * 1 23,761 FREESCALE SEMICONDUCTOR INC COM CL A * 3 13,656 FREMONT GEN CORP COM * 3 37,317 FRESH DEL MONTE PRODUCE INC ORD * 3 62,723 FRIEDMAN BILLINGS RAMSEY GRO CL A * 3 120,481 FRONTEER DEV GROUP INC COM * 4 20,000 FRONTLINE LTD SHS * 3 1,050 FRONTLINE LTD SHS * 5 1,050 FRONTLINE LTD SHS * 7 1,000
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- FUEL-TECH N V COM * COM 359523107 298,425 20,042 20,042 FURNITURE BRANDS INTL INC COM * COM 360921100 359,856 18,900 18,900 GANNETT INC COM * COM 364730101 219,307 3,859 3,859 GANNETT INC COM * COM 364730101 3,441,227 60,553 60,553 GANNETT INC COM * COM 364730101 5,308,206 93,405 93,405 GAP INC DEL COM * COM 364760108 341,100 18,000 18,000 GARMIN LTD ORD * COM G37260109 87,024 1,784 1,784 GARMIN LTD ORD * COM G37260109 2,782,411 57,040 57,040 GARMIN LTD ORD * COM G37260109 3,575,867 73,306 73,306 GARTNER INC COM * COM 366651107 25,844,881 1,469,294 1,469,294 GARTNER INC COM * COM 366651107 197,114 11,206 11,206 GEHL CO COM COM 368483103 363,324 13,567 13,567 GENENTECH INC COM NEW * COM 368710406 68,145 824 824 GENENTECH INC COM NEW * COM 368710406 1,611,161 19,482 19,482 GENENTECH INC COM NEW * COM 368710406 5,170,983 62,527 62,527 GENERAL CABLE CORP DEL NEW COM * COM 369300108 22,926 600 600 GENERAL CABLE CORP DEL NEW COM * COM 369300108 496,730 13,000 13,000 GENERAL CABLE CORP DEL NEW COM * COM 369300108 738,638 19,331 19,331 GENERAL DYNAMICS CORP COM * COM 369550108 241,815 3,374 3,374 GENERAL DYNAMICS CORP COM * COM 369550108 5,436,026 75,848 75,848 GENERAL DYNAMICS CORP COM * COM 369550108 9,014,796 125,782 125,782 GENERAL ELECTRIC CO COM * COM 369604103 19,169,877 543,056 543,056 GENERAL ELECTRIC CO COM * COM 369604103 28,918,290 819,215 819,215 GENERAL ELECTRIC CO COM * COM 369604103 52,420,712 1,485,006 1,485,006 GENERAL ELECTRIC CO COM * COM 369604103 1,377,759 39,030 39,030 GENERAL ELECTRIC CO COM * COM 369604103 9,573,219 271,196 271,196 GENERAL GROWTH PPTYS INC COM * COM 370021107 157,245 3,300 3,300 GENERAL GROWTH PPTYS INC COM * COM 370021107 2,696,990 56,600 56,600 GENERAL MARITIME CORP SHS * COM Y2692M103 1,545,029 42,237 42,237 GENERAL MARITIME CORP SHS * COM Y2692M103 73,160 2,000 2,000 GENERAL MLS INC COM * COM 370334104 62,260 1,100 1,100 GENERAL MLS INC COM * COM 370334104 3,243,746 57,310 57,310 GENERAL MTRS CORP COM * COM 370442105 1,341,908 40,346 40,346 GENERAL MTRS CORP COM * COM 370442105 66,520 2,000 2,000 GENLYTE GROUP INC COM COM 372302109 434,320 6,100 6,100 GEN-PROBE INC NEW COM * COM 36866T103 1,026,891 21,900 21,900 GEN-PROBE INC NEW COM * COM 36866T103 9,378 200 200 GENWORTH FINL INC COM CL A * COM 37247D106 4,996,417 142,714 142,714 GENWORTH FINL INC COM CL A * COM 37247D106 10,341,499 295,387 295,387 GENWORTH FINL INC COM CL A * COM 37247D106 1,438,211 41,080 41,080 GENWORTH FINL INC COM CL A * COM 37247D106 2,426,893 69,320 69,320 GENWORTH FINL INC COM CL A * COM 37247D106 139,935 3,997 3,997 GENZYME CORP COM * COM 372917104 20,241 300 300 GENZYME CORP COM * COM 372917104 155,181 2,300 2,300 GEO GROUP INC COM COM 36159R103 15,269,168 542,100 542,100 GEO GROUP INC COM COM 36159R103 129,567 4,600 4,600 GERDAU AMERISTEEL CORP COM * COM 37373P105 18,637 2,040 2,040 GERDAU AMERISTEEL CORP COM * COM 37373P105 293,647 32,142 32,142 GERDAU AMERISTEEL CORP COM * COM 37373P105 52,924 5,793 5,793 GERDAU S A SPONSORED ADR * COM 373737105 49,458 3,650 3,650 GERDAU S A SPONSORED ADR * COM 373737105 21,979,320 1,622,090 1,622,090 GERDAU S A SPONSORED ADR * COM 373737105 37,866,261 2,794,558 2,794,558 GERDAU S A SPONSORED ADR * COM 373737105 1,397,886 103,165 103,165 GEVITY HR INC COM * COM 374393106 7,605,627 333,873 333,873 GEVITY HR INC COM * COM 374393106 62,121 2,727 2,727 GILDAN ACTIVEWEAR INC COM COM 375916103 533,129 10,900 10,900 GILEAD SCIENCES INC COM * COM 375558103 204,660 2,976 2,976 GILEAD SCIENCES INC COM * COM 375558103 4,953,709 72,033 72,033 GILEAD SCIENCES INC COM * COM 375558103 13,981,491 203,308 203,308 GLADSTONE CAPITAL CORP COM COM 376535100 19,809 900 900 GLADSTONE CAPITAL CORP COM COM 376535100 19,809 900 900 GLADSTONE COML CORP COM COM 376536108 28,140 1,400 1,400 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ FUEL-TECH N V COM * 7 20,042 FURNITURE BRANDS INTL INC COM * 3 18,900 GANNETT INC COM * 1 3,859 GANNETT INC COM * 2 60,553 GANNETT INC COM * 3 93,405 GAP INC DEL COM * 3 18,000 GARMIN LTD ORD * 1 1,784 GARMIN LTD ORD * 2 57,040 GARMIN LTD ORD * 3 73,306 GARTNER INC COM * 1 1,469,294 GARTNER INC COM * 3 11,206 GEHL CO COM 3 13,567 GENENTECH INC COM NEW * 1 824 GENENTECH INC COM NEW * 2 19,482 GENENTECH INC COM NEW * 3 62,527 GENERAL CABLE CORP DEL NEW COM * 1 600 GENERAL CABLE CORP DEL NEW COM * 2 13,000 GENERAL CABLE CORP DEL NEW COM * 3 19,331 GENERAL DYNAMICS CORP COM * 1 3,374 GENERAL DYNAMICS CORP COM * 2 75,848 GENERAL DYNAMICS CORP COM * 3 125,782 GENERAL ELECTRIC CO COM * 1 543,056 GENERAL ELECTRIC CO COM * 2 819,215 GENERAL ELECTRIC CO COM * 3 1,485,006 GENERAL ELECTRIC CO COM * 4 39,030 GENERAL ELECTRIC CO COM * 7 271,196 GENERAL GROWTH PPTYS INC COM * 1 3,300 GENERAL GROWTH PPTYS INC COM * 3 56,600 GENERAL MARITIME CORP SHS * 3 42,237 GENERAL MARITIME CORP SHS * 5 2,000 GENERAL MLS INC COM * 2 1,100 GENERAL MLS INC COM * 3 57,310 GENERAL MTRS CORP COM * 3 40,346 GENERAL MTRS CORP COM * 5 2,000 GENLYTE GROUP INC COM 3 6,100 GEN-PROBE INC NEW COM * 1 21,900 GEN-PROBE INC NEW COM * 3 200 GENWORTH FINL INC COM CL A * 2 142,714 GENWORTH FINL INC COM CL A * 3 295,387 GENWORTH FINL INC COM CL A * 4 41,080 GENWORTH FINL INC COM CL A * 5 69,320 GENWORTH FINL INC COM CL A * 7 3,997 GENZYME CORP COM * 2 300 GENZYME CORP COM * 3 2,300 GEO GROUP INC COM 1 542,100 GEO GROUP INC COM 3 4,600 GERDAU AMERISTEEL CORP COM * 1 2,040 GERDAU AMERISTEEL CORP COM * 3 32,142 GERDAU AMERISTEEL CORP COM * 5 5,793 GERDAU S A SPONSORED ADR * 1 3,650 GERDAU S A SPONSORED ADR * 2 1,622,090 GERDAU S A SPONSORED ADR * 3 2,794,558 GERDAU S A SPONSORED ADR * 5 103,165 GEVITY HR INC COM * 1 333,873 GEVITY HR INC COM * 3 2,727 GILDAN ACTIVEWEAR INC COM 3 10,900 GILEAD SCIENCES INC COM * 1 2,976 GILEAD SCIENCES INC COM * 2 72,033 GILEAD SCIENCES INC COM * 3 203,308 GLADSTONE CAPITAL CORP COM 3 900 GLADSTONE CAPITAL CORP COM 5 900 GLADSTONE COML CORP COM 3 1,400
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- GLAMIS GOLD LTD COM * COM 376775102 19,775 500 500 GLAXOSMITHKLINE PLC SPONSORED ADR * COM 37733W105 692,184 51,268 51,268 GLENBOROUGH RLTY TR INC COM COM 37803P105 38,595 1,500 1,500 GLIMCHER RLTY TR SH BEN INT COM 379302102 52,038 2,100 2,100 GLIMCHER RLTY TR SH BEN INT COM 379302102 24,780 1,000 1,000 GLOBAL PMTS INC COM * COM 37940X102 488,511 11,100 11,100 GLOBALSANTAFE CORP SHS * COM G3930E101 843,881 16,881 16,881 GLOBALSANTAFE CORP SHS * COM G3930E101 1,448,910 28,984 28,984 GOLD FIELDS LTD NEW SPONSORED ADR * COM 38059T106 33,896 1,900 1,900 GOLDCORP INC NEW COM * COM 380956409 6,902,358 290,915 290,915 GOLDCORP INC NEW COM * COM 380956409 55,947 2,358 2,358 GOLDCORP INC NEW COM * COM 380956409 54,571 2,300 2,300 GOLDEN TELECOM INC COM * COM 38122G107 182,740 6,041 6,041 GOLDMAN SACHS GROUP INC COM * COM 38141G104 1,424,750 8,422 8,422 GOLDMAN SACHS GROUP INC COM * COM 38141G104 8,559,156 50,595 50,595 GOLDMAN SACHS GROUP INC COM * COM 38141G104 14,708,147 86,943 86,943 GOLDMAN SACHS GROUP INC COM * COM 38141G104 169 1 1 GOOGLE INC CL A * COM 38259P508 3,106,285 7,729 7,729 GOOGLE INC CL A * COM 38259P508 8,888,019 22,115 22,115 GOOGLE INC CL A * COM 38259P508 14,933,398 37,157 37,157 GRAINGER W W INC COM * COM 384802104 26,674 398 398 GRAINGER W W INC COM * COM 384802104 134,040 2,000 2,000 GRANT PRIDECO INC COM * COM 38821G101 676,934 17,800 17,800 GREAT ATLANTIC & PAC TEA INC COM * COM 390064103 354,145 14,707 14,707 GREAT PLAINS ENERGY INC COM * COM 391164100 259,482 8,365 8,365 GREAT PLAINS ENERGY INC COM * COM 391164100 1,681,067 54,193 54,193 GREAT PLAINS ENERGY INC COM * COM 391164100 99,264 3,200 3,200 GREATER CHINA FD INC COM COM 39167B102 58,131 3,066 3,066 GREENBRIER COS INC COM COM 393657101 226,278 7,800 7,800 GREY WOLF INC COM * COM 397888108 27,388 4,100 4,100 GROUPE DANONE SPONSORED ADR * COM 399449107 55,064 1,859 1,859 GROUPE DANONE SPONSORED ADR * COM 399449107 287,314 9,700 9,700 GRUMA S A DE CV SPON ADR CL B COM 400131306 25,410 2,100 2,100 GRUMA S A DE CV SPON ADR CL B COM 400131306 6,050 500 500 GRUPO TELEVISA SA DE CV SP ADR REP ORD * COM 40049J206 123,308 5,800 5,800 GRUPO TELEVISA SA DE CV SP ADR REP ORD * COM 40049J206 70,783,044 3,329,400 3,329,400 GRUPO TELEVISA SA DE CV SP ADR REP ORD * COM 40049J206 65,087,660 3,061,508 3,061,508 GRUPO TELEVISA SA DE CV SP ADR REP ORD * COM 40049J206 2,638,366 124,100 124,100 GTX INC DEL COM * COM 40052B108 2,702,700 292,500 292,500 H & E EQUIPMENT SERVICES INC COM * COM 404030108 13,485,816 552,924 552,924 H & E EQUIPMENT SERVICES INC COM * COM 404030108 107,950 4,426 4,426 HALLIBURTON CO COM * COM 406216101 109,646 3,854 3,854 HALLIBURTON CO COM * COM 406216101 3,646,380 128,168 128,168 HALLIBURTON CO COM * COM 406216101 5,351,786 188,112 188,112 HANCOCK FABRICS INC COM COM 409900107 142,639 49,700 49,700 HANDLEMAN CO DEL COM * COM 410252100 259,844 34,235 34,235 HANESBRANDS INC COM * ADDED COM 410345102 18,391 817 817 HANESBRANDS INC COM * ADDED COM 410345102 297,290 13,207 13,207 HANESBRANDS INC COM * ADDED COM 410345102 1,778 79 79 HANGER ORTHOPEDIC GROUP INC COM NEW * COM 41043F208 234,570 35,649 35,649 HANGER ORTHOPEDIC GROUP INC COM NEW * COM 41043F208 6,580 1,000 1,000 HANOVER COMPRESSOR CO COM * COM 410768105 21,515,051 1,180,848 1,180,848 HANOVER COMPRESSOR CO COM * COM 410768105 177,681 9,752 9,752 HARLAND JOHN H CO COM * COM 412693103 538,330 14,769 14,769 HARLAND JOHN H CO COM * COM 412693103 83,835 2,300 2,300 HARLEY DAVIDSON INC COM * COM 412822108 175,073 2,790 2,790 HARLEY DAVIDSON INC COM * COM 412822108 2,835,233 45,183 45,183 HARLEY DAVIDSON INC COM * COM 412822108 4,183,668 66,672 66,672 HARRAHS ENTMT INC COM * COM 413619107 93,002 1,400 1,400 HARRIS CORP DEL COM * COM 413875105 3,652,762 82,103 82,103 HARRIS CORP DEL COM * COM 413875105 1,627,133 36,573 36,573 HARRIS CORP DEL COM * COM 413875105 2,842,911 63,900 63,900 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ GLAMIS GOLD LTD COM * 4 500 GLAXOSMITHKLINE PLC SPONSORED ADR * 3 51,268 GLENBOROUGH RLTY TR INC COM 3 1,500 GLIMCHER RLTY TR SH BEN INT 3 2,100 GLIMCHER RLTY TR SH BEN INT 5 1,000 GLOBAL PMTS INC COM * 3 11,100 GLOBALSANTAFE CORP SHS * 2 16,881 GLOBALSANTAFE CORP SHS * 3 28,984 GOLD FIELDS LTD NEW SPONSORED ADR * 4 1,900 GOLDCORP INC NEW COM * 1 290,915 GOLDCORP INC NEW COM * 3 2,358 GOLDCORP INC NEW COM * 4 2,300 GOLDEN TELECOM INC COM * 3 6,041 GOLDMAN SACHS GROUP INC COM * 1 8,422 GOLDMAN SACHS GROUP INC COM * 2 50,595 GOLDMAN SACHS GROUP INC COM * 3 86,943 GOLDMAN SACHS GROUP INC COM * 7 1 GOOGLE INC CL A * 1 7,729 GOOGLE INC CL A * 2 22,115 GOOGLE INC CL A * 3 37,157 GRAINGER W W INC COM * 2 398 GRAINGER W W INC COM * 3 2,000 GRANT PRIDECO INC COM * 3 17,800 GREAT ATLANTIC & PAC TEA INC COM * 3 14,707 GREAT PLAINS ENERGY INC COM * 2 8,365 GREAT PLAINS ENERGY INC COM * 3 54,193 GREAT PLAINS ENERGY INC COM * 5 3,200 GREATER CHINA FD INC COM 4 3,066 GREENBRIER COS INC COM 3 7,800 GREY WOLF INC COM * 3 4,100 GROUPE DANONE SPONSORED ADR * 2 1,859 GROUPE DANONE SPONSORED ADR * 4 9,700 GRUMA S A DE CV SPON ADR CL B 3 2,100 GRUMA S A DE CV SPON ADR CL B 5 500 GRUPO TELEVISA SA DE CV SP ADR REP ORD * 1 5,800 GRUPO TELEVISA SA DE CV SP ADR REP ORD * 2 3,329,400 GRUPO TELEVISA SA DE CV SP ADR REP ORD * 3 3,061,508 GRUPO TELEVISA SA DE CV SP ADR REP ORD * 5 124,100 GTX INC DEL COM * 3 292,500 H & E EQUIPMENT SERVICES INC COM * 1 552,924 H & E EQUIPMENT SERVICES INC COM * 3 4,426 HALLIBURTON CO COM * 1 3,854 HALLIBURTON CO COM * 2 128,168 HALLIBURTON CO COM * 3 188,112 HANCOCK FABRICS INC COM 3 49,700 HANDLEMAN CO DEL COM * 3 34,235 HANESBRANDS INC COM * ADDED 1 817 HANESBRANDS INC COM * ADDED 3 13,207 HANESBRANDS INC COM * ADDED 7 79 HANGER ORTHOPEDIC GROUP INC COM NEW * 3 35,649 HANGER ORTHOPEDIC GROUP INC COM NEW * 5 1,000 HANOVER COMPRESSOR CO COM * 1 1,180,848 HANOVER COMPRESSOR CO COM * 3 9,752 HARLAND JOHN H CO COM * 2 14,769 HARLAND JOHN H CO COM * 3 2,300 HARLEY DAVIDSON INC COM * 1 2,790 HARLEY DAVIDSON INC COM * 2 45,183 HARLEY DAVIDSON INC COM * 3 66,672 HARRAHS ENTMT INC COM * 3 1,400 HARRIS CORP DEL COM * 1 82,103 HARRIS CORP DEL COM * 2 36,573 HARRIS CORP DEL COM * 3 63,900
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- HARTE-HANKS INC COM * COM 416196103 86,955 3,300 3,300 HARVEST ENERGY TR TRUST UNIT * COM 41752X101 280,800 10,313 10,313 HARVEST ENERGY TR TRUST UNIT * COM 41752X101 918,718 33,742 33,742 HAWAIIAN ELEC INDUSTRIES COM * COM 419870100 48,708 1,800 1,800 HAWAIIAN ELEC INDUSTRIES COM * COM 419870100 48,708 1,800 1,800 HCA INC COM * COM 404119109 8,023,958 160,833 160,833 HCA INC COM * COM 404119109 2,125,314 42,600 42,600 HCA INC COM * COM 404119109 2,768,396 55,490 55,490 HCA INC COM * COM 404119109 106,266 2,130 2,130 HCC INS HLDGS INC COM * COM 404132102 992,976 30,200 30,200 HDFC BANK LTD ADR REPS 3 SHS * COM 40415F101 495,726 8,120 8,120 HDFC BANK LTD ADR REPS 3 SHS * COM 40415F101 30,711,203 503,050 503,050 HEALTH CARE PPTY INVS INC COM * COM 421915109 1,158,724 37,318 37,318 HEALTH CARE REIT INC COM * COM 42217K106 24,178,843 604,320 604,320 HEALTH CARE REIT INC COM * COM 42217K106 1,636,649 40,906 40,906 HEALTHCARE RLTY TR COM COM 421946104 637,606 16,600 16,600 HEALTHTRONICS INC COM * COM 42222L107 63,977 10,369 10,369 HEIDRICK & STRUGGLES INTL IN COM * COM 422819102 24,012,000 667,000 667,000 HEIDRICK & STRUGGLES INTL IN COM * COM 422819102 194,400 5,400 5,400 HEINZ H J CO COM * COM 423074103 612,513 14,608 14,608 HEINZ H J CO COM * COM 423074103 29,351 700 700 HESS CORP COM * COM 42809H107 2,113,207 51,019 51,019 HESS CORP COM * COM 42809H107 4,490,549 108,415 108,415 HEWLETT PACKARD CO COM * COM 428236103 1,961,007 53,448 53,448 HEWLETT PACKARD CO COM * COM 428236103 7,445,538 202,931 202,931 HEWLETT PACKARD CO COM * COM 428236103 11,981,266 326,554 326,554 HICKORY TECH CORP COM COM 429060106 78,400 11,200 11,200 HICKORY TECH CORP COM COM 429060106 7,000 1,000 1,000 HIGHWOODS PPTYS INC COM * COM 431284108 178,496 4,797 4,797 HIMAX TECHNOLOGIES INC SPONSORED ADR * COM 43289P106 1,703,864 298,400 298,400 HOME DEPOT INC COM * COM 437076102 90,856 2,505 2,505 HOME DEPOT INC COM * COM 437076102 4,393,603 121,136 121,136 HOME DEPOT INC COM * COM 437076102 7,662,436 211,261 211,261 HONEYWELL INTL INC COM * COM 438516106 18,108,107 442,741 442,741 HONEYWELL INTL INC COM * COM 438516106 704,871 17,234 17,234 HONEYWELL INTL INC COM * COM 438516106 11,914,006 291,296 291,296 HONEYWELL INTL INC COM * COM 438516106 2,845,413 69,570 69,570 HONEYWELL INTL INC COM * COM 438516106 2,985,700 73,000 73,000 HONEYWELL INTL INC COM * COM 438516106 1,124,750 27,500 27,500 HOOKER FURNITURE CORP COM COM 439038100 10,262 700 700 HOOKER FURNITURE CORP COM COM 439038100 10,262 700 700 HORACE MANN EDUCATORS CORP N COM * COM 440327104 301,180 15,662 15,662 HORACE MANN EDUCATORS CORP N COM * COM 440327104 21,153 1,100 1,100 HORIZON LINES INC COM COM 44044K101 10,237,100 613,000 613,000 HORIZON LINES INC COM COM 44044K101 71,810 4,300 4,300 HOSPIRA INC COM * COM 441060100 52,009 1,359 1,359 HOSPIRA INC COM * COM 441060100 1,911,969 49,960 49,960 HOSPIRA INC COM * COM 441060100 1,976,110 51,636 51,636 HOSPIRA INC COM * COM 441060100 25,067 655 655 HOSPITALITY PPTYS TR COM SH BEN INT * COM 44106M102 2,007,038 42,522 42,522 HOUSTON EXPL CO COM * COM 442120101 5,515 100 100 HOVNANIAN ENTERPRISES INC CL A * COM 442487203 170,172 5,800 5,800 HRPT PPTYS TR COM SH BEN INT * COM 40426W101 860,400 72,000 72,000 HRPT PPTYS TR COM SH BEN INT * COM 40426W101 97,990 8,200 8,200 HSBC HLDGS PLC SPON ADR NEW * COM 404280406 1,304,010 29,234 29,234 HUB GROUP INC CL A COM 443320106 16,679,379 732,194 732,194 HUB GROUP INC CL A COM 443320106 124,379 5,460 5,460 HUBBELL INC CL A * COM 443510102 62,440 1,400 1,400 HUBBELL INC CL B * COM 443510201 12,494,907 260,854 260,854 HUBBELL INC CL B * COM 443510201 9,580 200 200 HUBBELL INC CL B * COM 443510201 1,473,260 30,757 30,757 HUBBELL INC CL B * COM 443510201 1,489,211 31,090 31,090 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ HARTE-HANKS INC COM * 3 3,300 HARVEST ENERGY TR TRUST UNIT * 3 10,313 HARVEST ENERGY TR TRUST UNIT * 7 33,742 HAWAIIAN ELEC INDUSTRIES COM * 3 1,800 HAWAIIAN ELEC INDUSTRIES COM * 5 1,800 HCA INC COM * 3 160,833 HCA INC COM * 4 42,600 HCA INC COM * 5 55,490 HCA INC COM * 7 2,130 HCC INS HLDGS INC COM * 3 30,200 HDFC BANK LTD ADR REPS 3 SHS * 4 8,120 HDFC BANK LTD ADR REPS 3 SHS * 6 503,050 HEALTH CARE PPTY INVS INC COM * 3 37,318 HEALTH CARE REIT INC COM * 1 604,320 HEALTH CARE REIT INC COM * 3 40,906 HEALTHCARE RLTY TR COM 3 16,600 HEALTHTRONICS INC COM * 3 10,369 HEIDRICK & STRUGGLES INTL IN COM * 1 667,000 HEIDRICK & STRUGGLES INTL IN COM * 3 5,400 HEINZ H J CO COM * 3 14,608 HEINZ H J CO COM * 7 700 HESS CORP COM * 2 51,019 HESS CORP COM * 3 108,415 HEWLETT PACKARD CO COM * 1 53,448 HEWLETT PACKARD CO COM * 2 202,931 HEWLETT PACKARD CO COM * 3 326,554 HICKORY TECH CORP COM 3 11,200 HICKORY TECH CORP COM 5 1,000 HIGHWOODS PPTYS INC COM * 3 4,797 HIMAX TECHNOLOGIES INC SPONSORED ADR * 4 298,400 HOME DEPOT INC COM * 1 2,505 HOME DEPOT INC COM * 2 121,136 HOME DEPOT INC COM * 3 211,261 HONEYWELL INTL INC COM * 1 442,741 HONEYWELL INTL INC COM * 2 17,234 HONEYWELL INTL INC COM * 3 291,296 HONEYWELL INTL INC COM * 4 69,570 HONEYWELL INTL INC COM * 5 73,000 HONEYWELL INTL INC COM * 7 27,500 HOOKER FURNITURE CORP COM 3 700 HOOKER FURNITURE CORP COM 5 700 HORACE MANN EDUCATORS CORP N COM * 3 15,662 HORACE MANN EDUCATORS CORP N COM * 5 1,100 HORIZON LINES INC COM 1 613,000 HORIZON LINES INC COM 3 4,300 HOSPIRA INC COM * 1 1,359 HOSPIRA INC COM * 2 49,960 HOSPIRA INC COM * 3 51,636 HOSPIRA INC COM * 7 655 HOSPITALITY PPTYS TR COM SH BEN INT * 3 42,522 HOUSTON EXPL CO COM * 3 100 HOVNANIAN ENTERPRISES INC CL A * 3 5,800 HRPT PPTYS TR COM SH BEN INT * 3 72,000 HRPT PPTYS TR COM SH BEN INT * 5 8,200 HSBC HLDGS PLC SPON ADR NEW * 3 29,234 HUB GROUP INC CL A 1 732,194 HUB GROUP INC CL A 3 5,460 HUBBELL INC CL A * 3 1,400 HUBBELL INC CL B * 1 260,854 HUBBELL INC CL B * 2 200 HUBBELL INC CL B * 3 30,757 HUBBELL INC CL B * 4 31,090
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- HUBBELL INC CL B * COM 443510201 108,350 2,262 2,262 HUMAN GENOME SCIENCES INC COM * COM 444903108 6,331,686 548,673 548,673 HUMAN GENOME SCIENCES INC COM * COM 444903108 47,626 4,127 4,127 HUMANA INC COM * COM 444859102 2,286,714 34,600 34,600 HUMANA INC COM * COM 444859102 4,480,902 67,800 67,800 HUNT J B TRANS SVCS INC COM * COM 445658107 1,276,794 61,473 61,473 HUNT J B TRANS SVCS INC COM * COM 445658107 451,685 21,747 21,747 HUNT J B TRANS SVCS INC COM * COM 445658107 944,350 45,467 45,467 HUNTINGTON BANCSHARES INC COM * COM 446150104 144,274 6,029 6,029 HUNTINGTON BANCSHARES INC COM * COM 446150104 151,716 6,340 6,340 HUNTINGTON BANCSHARES INC COM * COM 446150104 3,439,746 143,742 143,742 HUNTINGTON BANCSHARES INC COM * COM 446150104 124,436 5,200 5,200 HUNTSMAN CORP COM * COM 447011107 16,380 900 900 HUNTSMAN CORP COM * COM 447011107 442,260 24,300 24,300 HUNTSMAN CORP COM * COM 447011107 262,080 14,400 14,400 HUTCHINSON TECHNOLOGY INC COM * COM 448407106 213,177 10,132 10,132 HUTCHINSON TECHNOLOGY INC COM * COM 448407106 18,936 900 900 HYPERION SOLUTIONS CORP COM * COM 44914M104 48,272 1,400 1,400 IAC INTERACTIVECORP COM NEW * COM 44919P300 143,800 5,000 5,000 ICICI BK LTD ADR * COM 45104G104 12,123,479 394,773 394,773 ICICI BK LTD ADR * COM 45104G104 239,538 7,800 7,800 ICON PUB LTD CO SPONSORED ADR COM 45103T107 376,615 10,672 10,672 IDEX CORP COM * COM 45167R104 15,164,190 352,246 352,246 IDEX CORP COM * COM 45167R104 112,102 2,604 2,604 IDM PHARMA INC COM COM 449394105 68 22 22 II VI INC COM * COM 902104108 20,980,123 841,899 841,899 II VI INC COM * COM 902104108 176,957 7,101 7,101 ILLINOIS TOOL WKS INC COM * COM 452308109 8,980 200 200 ILLUMINA INC COM * COM 452327109 79,296 2,400 2,400 IMCLONE SYS INC COM * COM 45245W109 50,976 1,800 1,800 IMMUCOR INC COM * COM 452526106 15,673,778 699,410 699,410 IMMUCOR INC COM * COM 452526106 126,303 5,636 5,636 IMPAC MTG HLDGS INC COM * COM 45254P102 243,854 26,025 26,025 IMPERIAL OIL LTD COM NEW * COM 453038408 8,023,504 237,900 237,900 IMS HEALTH INC COM * COM 449934108 7,992 300 300 INCO LTD COM * COM 453258402 7,437,199 96,969 96,969 INDYMAC BANCORP INC COM * COM 456607100 1,142,437 27,756 27,756 INDYMAC BANCORP INC COM * COM 456607100 631,559 15,344 15,344 INFINEON TECHNOLOGIES AG SPONSORED ADR * COM 45662N103 704,051 59,514 59,514 INFINEON TECHNOLOGIES AG SPONSORED ADR * COM 45662N103 415,659 35,136 35,136 INFORMATICA CORP COM * COM 45666Q102 49,426,844 3,637,001 3,637,001 INFORMATICA CORP COM * COM 45666Q102 1,086,616 79,957 79,957 INFOSPACE INC COM NEW * COM 45678T201 18,440 1,000 1,000 INFOSPACE INC COM NEW * COM 45678T201 18,440 1,000 1,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * COM 456788108 1,143,277 23,953 23,953 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * COM 456788108 29,623,577 620,649 620,649 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * COM 456788108 1,476,289 30,930 30,930 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * COM 456788108 2,434,230 51,000 51,000 INFRASOURCE SVCS INC COM COM 45684P102 14,908,725 849,500 849,500 INFRASOURCE SVCS INC COM COM 45684P102 103,545 5,900 5,900 INGERSOLL-RAND COMPANY LTD CL A * COM G4776G101 7,596 200 200 INGERSOLL-RAND COMPANY LTD CL A * COM G4776G101 224,082 5,900 5,900 INGLES MKTS INC CL A COM 457030104 720,174 27,300 27,300 INGLES MKTS INC CL A COM 457030104 26,380 1,000 1,000 INGRAM MICRO INC CL A * COM 457153104 933,092 48,700 48,700 INLAND REAL ESTATE CORP COM NEW COM 457461200 134,904 7,700 7,700 INOVIO BIOMEDICAL CORP COM COM 45773H102 1,285 500 500 INTEGRATED DEVICE TECHNOLOGY COM * COM 458118106 27,746,880 1,726,626 1,726,626 INTEGRATED DEVICE TECHNOLOGY COM * COM 458118106 216,527 13,474 13,474 INTEL CORP COM * COM 458140100 18,676,881 907,967 907,967 INTEL CORP COM * COM 458140100 11,631,286 565,449 565,449 INTEL CORP COM * COM 458140100 33,419,873 1,624,690 1,624,690 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ HUBBELL INC CL B * 7 2,262 HUMAN GENOME SCIENCES INC COM * 1 548,673 HUMAN GENOME SCIENCES INC COM * 3 4,127 HUMANA INC COM * 2 34,600 HUMANA INC COM * 3 67,800 HUNT J B TRANS SVCS INC COM * 1 61,473 HUNT J B TRANS SVCS INC COM * 2 21,747 HUNT J B TRANS SVCS INC COM * 3 45,467 HUNTINGTON BANCSHARES INC COM * 1 6,029 HUNTINGTON BANCSHARES INC COM * 2 6,340 HUNTINGTON BANCSHARES INC COM * 3 143,742 HUNTINGTON BANCSHARES INC COM * 5 5,200 HUNTSMAN CORP COM * 1 900 HUNTSMAN CORP COM * 2 24,300 HUNTSMAN CORP COM * 3 14,400 HUTCHINSON TECHNOLOGY INC COM * 3 10,132 HUTCHINSON TECHNOLOGY INC COM * 5 900 HYPERION SOLUTIONS CORP COM * 3 1,400 IAC INTERACTIVECORP COM NEW * 7 5,000 ICICI BK LTD ADR * 3 394,773 ICICI BK LTD ADR * 5 7,800 ICON PUB LTD CO SPONSORED ADR 3 10,672 IDEX CORP COM * 1 352,246 IDEX CORP COM * 3 2,604 IDM PHARMA INC COM 3 22 II VI INC COM * 1 841,899 II VI INC COM * 3 7,101 ILLINOIS TOOL WKS INC COM * 2 200 ILLUMINA INC COM * 3 2,400 IMCLONE SYS INC COM * 3 1,800 IMMUCOR INC COM * 1 699,410 IMMUCOR INC COM * 3 5,636 IMPAC MTG HLDGS INC COM * 3 26,025 IMPERIAL OIL LTD COM NEW * 3 237,900 IMS HEALTH INC COM * 7 300 INCO LTD COM * 3 96,969 INDYMAC BANCORP INC COM * 2 27,756 INDYMAC BANCORP INC COM * 3 15,344 INFINEON TECHNOLOGIES AG SPONSORED ADR * 1 59,514 INFINEON TECHNOLOGIES AG SPONSORED ADR * 3 35,136 INFORMATICA CORP COM * 1 3,637,001 INFORMATICA CORP COM * 3 79,957 INFOSPACE INC COM NEW * 3 1,000 INFOSPACE INC COM NEW * 5 1,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * 1 23,953 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * 3 620,649 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * 5 30,930 INFOSYS TECHNOLOGIES LTD SPONSORED ADR * 6 51,000 INFRASOURCE SVCS INC COM 1 849,500 INFRASOURCE SVCS INC COM 3 5,900 INGERSOLL-RAND COMPANY LTD CL A * 2 200 INGERSOLL-RAND COMPANY LTD CL A * 3 5,900 INGLES MKTS INC CL A 3 27,300 INGLES MKTS INC CL A 5 1,000 INGRAM MICRO INC CL A * 3 48,700 INLAND REAL ESTATE CORP COM NEW 3 7,700 INOVIO BIOMEDICAL CORP COM 7 500 INTEGRATED DEVICE TECHNOLOGY COM * 1 1,726,626 INTEGRATED DEVICE TECHNOLOGY COM * 3 13,474 INTEL CORP COM * 1 907,967 INTEL CORP COM * 2 565,449 INTEL CORP COM * 3 1,624,690
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- INTEL CORP COM * COM 458140100 3,222,003 156,636 156,636 INTEL CORP COM * COM 458140100 3,267,545 158,850 158,850 INTEL CORP COM * COM 458140100 1,499,080 72,877 72,877 INTERACTIVE INTELLIGENCE INC COM COM 45839M103 913,529 79,025 79,025 INTERACTIVE INTELLIGENCE INC COM COM 45839M103 498,814 43,150 43,150 INTERDIGITAL COMMUNICATIONS COM * COM 45866A105 265,980 7,800 7,800 INTERDIGITAL COMMUNICATIONS COM * COM 45866A105 10,230 300 300 INTERMEC INC COM * COM 458786100 820,692 31,134 31,134 INTERMEC INC COM * COM 458786100 474,454 17,999 17,999 INTERNATIONAL BUSINESS MACHS COM * COM 459200101 13,850,892 169,037 169,037 INTERNATIONAL BUSINESS MACHS COM * COM 459200101 13,020,348 158,901 158,901 INTERNATIONAL BUSINESS MACHS COM * COM 459200101 24,524,806 299,302 299,302 INTERNATIONAL BUSINESS MACHS COM * COM 459200101 897,243 10,950 10,950 INTERNATIONAL BUSINESS MACHS COM * COM 459200101 653,635 7,977 7,977 INTERNATIONAL GAME TECHNOLOG COM * COM 459902102 149,400 3,600 3,600 INTERNATIONAL GAME TECHNOLOG COM * COM 459902102 3,531,650 85,100 85,100 INTERNATIONAL GAME TECHNOLOG COM * COM 459902102 6,299,700 151,800 151,800 INTERNATIONAL SPEEDWAY CORP CL A * COM 460335201 34,888 700 700 INTERNATIONAL SPEEDWAY CORP CL A * COM 460335201 44,856 900 900 INTERNET SEC SYS INC COM * COM 46060X107 19,432 700 700 INTERPOOL INC COM COM 46062R108 11,230 500 500 INTERPOOL INC COM COM 46062R108 11,230 500 500 INTERSIL CORP CL A * COM 46069S109 2,671,040 108,800 108,800 INTERSIL CORP CL A * COM 46069S109 27,005 1,100 1,100 INTL PAPER CO COM * COM 460146103 280,676 8,105 8,105 INTRAWEST CORPORATION COM NEW * COM 460915200 3,868,255 111,482 111,482 INTRAWEST CORPORATION COM NEW * COM 460915200 72,208 2,081 2,081 INTUIT COM * COM 461202103 96,270 3,000 3,000 INTUIT COM * COM 461202103 2,121,149 66,100 66,100 INTUIT COM * COM 461202103 3,693,559 115,100 115,100 INTUITIVE SURGICAL INC COM NEW * COM 46120E602 1,413,030 13,400 13,400 INVERNESS MED INNOVATIONS IN COM COM 46126P106 812,515 23,375 23,375 INVESTORS FINL SERVICES CORP COM * COM 461915100 43,080 1,000 1,000 INVESTORS REAL ESTATE TR SH BEN INT COM 461730103 57,584 5,900 5,900 INVITROGEN CORP COM * COM 46185R100 5,288,648 83,404 83,404 INVITROGEN CORP COM * COM 46185R100 50,728 800 800 IONA TECHNOLOGIES PLC SPONSORED ADR * COM 46206P109 15,381,293 3,418,065 3,418,065 IOWA TELECOMM SERVICES INC COM * COM 462594201 25,727 1,300 1,300 IOWA TELECOMM SERVICES INC COM * COM 462594201 25,727 1,300 1,300 IPSCO INC COM * COM 462622101 2,963,735 33,984 33,984 IPSCO INC COM * COM 462622101 8,721 100 100 ISHARES INC MSCI BRAZIL * COM 464286400 91,820,196 2,386,800 2,386,800 ISHARES INC MSCI BRAZIL * COM 464286400 1,881,183 48,900 48,900 ISHARES INC MSCI BRAZIL * COM 464286400 76,940 2,000 2,000 ISHARES INC MSCI JAPAN * COM 464286848 270,800 20,000 20,000 ISHARES INC MSCI MALAYSIA COM 464286830 24,512 3,200 3,200 ISHARES SILVER TRUST ISHARES COM 46428Q109 1,115,327 9,740 9,740 ISHARES SILVER TRUST ISHARES COM 46428Q109 455,406 3,977 3,977 ISHARES TR FTSE XNHUA IDX * COM 464287184 92,438,005 1,136,300 1,136,300 ISHARES TR FTSE XNHUA IDX * COM 464287184 1,692,080 20,800 20,800 ISHARES TR RUSSELL 2000 * COM 464287655 3,967,200 55,100 55,100 ISTAR FINL INC COM * COM 45031U101 7,988,719 191,576 191,576 ISTAR FINL INC COM * COM 45031U101 2,300,881 55,177 55,177 ISTAR FINL INC COM * COM 45031U101 231,435 5,550 5,550 ISTAR FINL INC COM * COM 45031U101 108,420 2,600 2,600 ISTAR FINL INC COM * COM 45031U101 88,779 2,129 2,129 ITC HLDGS CORP COM * COM 465685105 8,951,498 286,907 286,907 ITC HLDGS CORP COM * COM 465685105 52,822 1,693 1,693 ITT CORP NEW COM * COM 450911102 1,915,345 37,358 37,358 ITT CORP NEW COM * COM 450911102 20,508 400 400 JABIL CIRCUIT INC COM * COM 466313103 42,855 1,500 1,500 JABIL CIRCUIT INC COM * COM 466313103 939,953 32,900 32,900 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ INTEL CORP COM * 4 156,636 INTEL CORP COM * 5 158,850 INTEL CORP COM * 7 72,877 INTERACTIVE INTELLIGENCE INC COM 1 79,025 INTERACTIVE INTELLIGENCE INC COM 3 43,150 INTERDIGITAL COMMUNICATIONS COM * 2 7,800 INTERDIGITAL COMMUNICATIONS COM * 3 300 INTERMEC INC COM * 1 31,134 INTERMEC INC COM * 3 17,999 INTERNATIONAL BUSINESS MACHS COM * 1 169,037 INTERNATIONAL BUSINESS MACHS COM * 2 158,901 INTERNATIONAL BUSINESS MACHS COM * 3 299,302 INTERNATIONAL BUSINESS MACHS COM * 4 10,950 INTERNATIONAL BUSINESS MACHS COM * 7 7,977 INTERNATIONAL GAME TECHNOLOG COM * 1 3,600 INTERNATIONAL GAME TECHNOLOG COM * 2 85,100 INTERNATIONAL GAME TECHNOLOG COM * 3 151,800 INTERNATIONAL SPEEDWAY CORP CL A * 2 700 INTERNATIONAL SPEEDWAY CORP CL A * 3 900 INTERNET SEC SYS INC COM * 2 700 INTERPOOL INC COM 3 500 INTERPOOL INC COM 5 500 INTERSIL CORP CL A * 1 108,800 INTERSIL CORP CL A * 3 1,100 INTL PAPER CO COM * 3 8,105 INTRAWEST CORPORATION COM NEW * 1 111,482 INTRAWEST CORPORATION COM NEW * 3 2,081 INTUIT COM * 1 3,000 INTUIT COM * 2 66,100 INTUIT COM * 3 115,100 INTUITIVE SURGICAL INC COM NEW * 3 13,400 INVERNESS MED INNOVATIONS IN COM 3 23,375 INVESTORS FINL SERVICES CORP COM * 3 1,000 INVESTORS REAL ESTATE TR SH BEN INT 3 5,900 INVITROGEN CORP COM * 1 83,404 INVITROGEN CORP COM * 3 800 IONA TECHNOLOGIES PLC SPONSORED ADR * 3 3,418,065 IOWA TELECOMM SERVICES INC COM * 3 1,300 IOWA TELECOMM SERVICES INC COM * 5 1,300 IPSCO INC COM * 1 33,984 IPSCO INC COM * 3 100 ISHARES INC MSCI BRAZIL * 3 2,386,800 ISHARES INC MSCI BRAZIL * 5 48,900 ISHARES INC MSCI BRAZIL * 7 2,000 ISHARES INC MSCI JAPAN * 7 20,000 ISHARES INC MSCI MALAYSIA 4 3,200 ISHARES SILVER TRUST ISHARES 3 9,740 ISHARES SILVER TRUST ISHARES 7 3,977 ISHARES TR FTSE XNHUA IDX * 3 1,136,300 ISHARES TR FTSE XNHUA IDX * 5 20,800 ISHARES TR RUSSELL 2000 * 1 55,100 ISTAR FINL INC COM * 1 191,576 ISTAR FINL INC COM * 3 55,177 ISTAR FINL INC COM * 4 5,550 ISTAR FINL INC COM * 5 2,600 ISTAR FINL INC COM * 7 2,129 ITC HLDGS CORP COM * 1 286,907 ITC HLDGS CORP COM * 3 1,693 ITT CORP NEW COM * 1 37,358 ITT CORP NEW COM * 2 400 JABIL CIRCUIT INC COM * 1 1,500 JABIL CIRCUIT INC COM * 2 32,900
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- JABIL CIRCUIT INC COM * COM 466313103 1,562,779 54,700 54,700 JACK IN THE BOX INC COM * COM 466367109 52,180 1,000 1,000 JACK IN THE BOX INC COM * COM 466367109 584,416 11,200 11,200 JACK IN THE BOX INC COM * COM 466367109 1,257,538 24,100 24,100 JACOBS ENGR GROUP INC DEL COM * COM 469814107 2,443,671 32,700 32,700 JACOBS ENGR GROUP INC DEL COM * COM 469814107 22,419 300 300 JANUS CAP GROUP INC COM * COM 47102X105 59,160 3,000 3,000 JOHNSON & JOHNSON COM * COM 478160104 19,039,564 293,187 293,187 JOHNSON & JOHNSON COM * COM 478160104 15,151,411 233,314 233,314 JOHNSON & JOHNSON COM * COM 478160104 53,371,394 821,857 821,857 JOHNSON & JOHNSON COM * COM 478160104 2,914,507 44,880 44,880 JOHNSON & JOHNSON COM * COM 478160104 4,019,786 61,900 61,900 JOHNSON & JOHNSON COM * COM 478160104 1,441,928 22,204 22,204 JOHNSON CTLS INC COM * COM 478366107 152,017 2,119 2,119 JOHNSON CTLS INC COM * COM 478366107 3,490,151 48,650 48,650 JOHNSON CTLS INC COM * COM 478366107 5,980,246 83,360 83,360 JONES LANG LASALLE INC COM COM 48020Q107 76,248 892 892 JONES LANG LASALLE INC COM COM 48020Q107 1,010,459 11,821 11,821 JONES LANG LASALLE INC COM COM 48020Q107 2,357,453 27,579 27,579 JP MORGAN CHASE & CO COM * COM 46625H100 520,739 11,089 11,089 JP MORGAN CHASE & CO COM * COM 46625H100 15,768,135 335,778 335,778 JP MORGAN CHASE & CO COM * COM 46625H100 23,454,501 499,457 499,457 JP MORGAN CHASE & CO COM * COM 46625H100 1,545,501 32,911 32,911 JUNIPER NETWORKS INC COM * COM 48203R104 22,464 1,300 1,300 JUNIPER NETWORKS INC COM * COM 48203R104 634,452 36,716 36,716 K SEA TRANSN PARTNERS LP COM COM 48268Y101 54,480 1,600 1,600 KANBAY INTL INC COM COM 48369P207 8,760,493 426,094 426,094 KANBAY INTL INC COM COM 48369P207 67,971 3,306 3,306 KANSAS CITY SOUTHERN COM NEW * COM 485170302 17,276,361 632,602 632,602 KANSAS CITY SOUTHERN COM NEW * COM 485170302 131,033 4,798 4,798 KB HOME COM * COM 48666K109 553,413 12,635 12,635 KB HOME COM * COM 48666K109 2,240,195 51,146 51,146 KELLOGG CO COM * COM 487836108 1,923,258 38,838 38,838 KELLOGG CO COM * COM 487836108 1,796,982 36,288 36,288 KELLOGG CO COM * COM 487836108 648,712 13,100 13,100 KENNAMETAL INC COM * COM 489170100 28,098 496 496 KEYCORP NEW COM * COM 493267108 149,760 4,000 4,000 KEYCORP NEW COM * COM 493267108 3,379,260 90,258 90,258 KEYCORP NEW COM * COM 493267108 5,177,952 138,300 138,300 KEYSPAN CORP COM * COM 49337W100 71,584 1,740 1,740 KEYSPAN CORP COM * COM 49337W100 3,754,766 91,268 91,268 KEYSPAN CORP COM * COM 49337W100 6,821,506 165,812 165,812 KFX INC COM * COM 48245L107 16,307 1,524 1,524 KIMBALL INTL INC CL B COM 494274103 724,985 37,564 37,564 KIMBERLY CLARK CORP COM * COM 494368103 1,648,445 25,221 25,221 KIMCO REALTY CORP COM * COM 49446R109 85,740 2,000 2,000 KIMCO REALTY CORP COM * COM 49446R109 1,714,800 40,000 40,000 KIMCO REALTY CORP COM * COM 49446R109 1,830,549 42,700 42,700 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER * COM 494550106 1,315,259 29,974 29,974 KINDER MORGAN INC KANS COM * COM 49455P101 125,820 1,200 1,200 KINDER MORGAN INC KANS COM * COM 49455P101 1,602,737 15,286 15,286 KINDRED HEALTHCARE INC COM * COM 494580103 1,649,926 55,497 55,497 KINDRED HEALTHCARE INC COM * COM 494580103 50,541 1,700 1,700 KINGSWAY FINL SVCS INC COM * COM 496904103 144,032 6,300 6,300 KLA-TENCOR CORP COM * COM 482480100 797,925 17,943 17,943 KLA-TENCOR CORP COM * COM 482480100 1,842,792 41,439 41,439 KLA-TENCOR CORP COM * COM 482480100 3,481,912 78,298 78,298 KNIGHT TRANSN INC COM * COM 499064103 230,520 13,600 13,600 KNIGHTSBRIDGE TANKERS LTD ORD * COM G5299G106 453,435 17,575 17,575 KNIGHTSBRIDGE TANKERS LTD ORD * COM G5299G106 18,060 700 700 KOMAG INC COM NEW * COM 500453204 632,808 19,800 19,800 KOMAG INC COM NEW * COM 500453204 607,240 19,000 19,000 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ JABIL CIRCUIT INC COM * 3 54,700 JACK IN THE BOX INC COM * 1 1,000 JACK IN THE BOX INC COM * 2 11,200 JACK IN THE BOX INC COM * 3 24,100 JACOBS ENGR GROUP INC DEL COM * 1 32,700 JACOBS ENGR GROUP INC DEL COM * 3 300 JANUS CAP GROUP INC COM * 4 3,000 JOHNSON & JOHNSON COM * 1 293,187 JOHNSON & JOHNSON COM * 2 233,314 JOHNSON & JOHNSON COM * 3 821,857 JOHNSON & JOHNSON COM * 4 44,880 JOHNSON & JOHNSON COM * 5 61,900 JOHNSON & JOHNSON COM * 7 22,204 JOHNSON CTLS INC COM * 1 2,119 JOHNSON CTLS INC COM * 2 48,650 JOHNSON CTLS INC COM * 3 83,360 JONES LANG LASALLE INC COM 1 892 JONES LANG LASALLE INC COM 2 11,821 JONES LANG LASALLE INC COM 3 27,579 JP MORGAN CHASE & CO COM * 1 11,089 JP MORGAN CHASE & CO COM * 2 335,778 JP MORGAN CHASE & CO COM * 3 499,457 JP MORGAN CHASE & CO COM * 7 32,911 JUNIPER NETWORKS INC COM * 2 1,300 JUNIPER NETWORKS INC COM * 3 36,716 K SEA TRANSN PARTNERS LP COM 3 1,600 KANBAY INTL INC COM 1 426,094 KANBAY INTL INC COM 3 3,306 KANSAS CITY SOUTHERN COM NEW * 1 632,602 KANSAS CITY SOUTHERN COM NEW * 3 4,798 KB HOME COM * 2 12,635 KB HOME COM * 3 51,146 KELLOGG CO COM * 2 38,838 KELLOGG CO COM * 3 36,288 KELLOGG CO COM * 7 13,100 KENNAMETAL INC COM * 7 496 KEYCORP NEW COM * 1 4,000 KEYCORP NEW COM * 2 90,258 KEYCORP NEW COM * 3 138,300 KEYSPAN CORP COM * 1 1,740 KEYSPAN CORP COM * 2 91,268 KEYSPAN CORP COM * 3 165,812 KFX INC COM * 7 1,524 KIMBALL INTL INC CL B 3 37,564 KIMBERLY CLARK CORP COM * 3 25,221 KIMCO REALTY CORP COM * 1 2,000 KIMCO REALTY CORP COM * 2 40,000 KIMCO REALTY CORP COM * 3 42,700 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER * 3 29,974 KINDER MORGAN INC KANS COM * 1 1,200 KINDER MORGAN INC KANS COM * 3 15,286 KINDRED HEALTHCARE INC COM * 3 55,497 KINDRED HEALTHCARE INC COM * 5 1,700 KINGSWAY FINL SVCS INC COM * 3 6,300 KLA-TENCOR CORP COM * 1 17,943 KLA-TENCOR CORP COM * 2 41,439 KLA-TENCOR CORP COM * 3 78,298 KNIGHT TRANSN INC COM * 3 13,600 KNIGHTSBRIDGE TANKERS LTD ORD * 3 17,575 KNIGHTSBRIDGE TANKERS LTD ORD * 5 700 KOMAG INC COM NEW * 2 19,800 KOMAG INC COM NEW * 3 19,000
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 421,362 5,400 5,400 KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 312,120 4,000 4,000 KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 16,378,887 209,905 209,905 KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 1,154,844 14,800 14,800 KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 10,187,597 130,560 130,560 KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 2,053,750 26,320 26,320 KOOKMIN BK NEW SPONSORED ADR * COM 50049M109 295,890 3,792 3,792 KOPPERS HOLDINGS INC COM COM 50060P106 15,343,885 808,850 808,850 KOPPERS HOLDINGS INC COM COM 50060P106 118,563 6,250 6,250 KOREA ELECTRIC PWR SPONSORED ADR * COM 500631106 625,600 32,000 32,000 KRAFT FOODS INC CL A * COM 50075N104 49,924 1,400 1,400 KRAFT FOODS INC CL A * COM 50075N104 82,018 2,300 2,300 KROGER CO COM * COM 501044101 779,378 33,681 33,681 KT CORP SPONSORED ADR * COM 48268K101 21,470 1,000 1,000 KT CORP SPONSORED ADR * COM 48268K101 1,898,850 88,442 88,442 L-3 COMMUNICATIONS HLDGS INC COM * COM 502424104 274,155 3,500 3,500 LA Z BOY INC COM * COM 505336107 20,186 1,446 1,446 LA Z BOY INC COM * COM 505336107 20,186 1,446 1,446 LABOR READY INC COM NEW * COM 505401208 20,709 1,300 1,300 LABOR READY INC COM NEW * COM 505401208 331,344 20,800 20,800 LABORATORY CORP AMER HLDGS COM NEW * COM 50540R409 360,635 5,500 5,500 LACLEDE GROUP INC COM COM 505597104 160,400 5,000 5,000 LACLEDE GROUP INC COM COM 505597104 28,872 900 900 LAIDLAW INTL INC COM * COM 50730R102 5,531,701 202,404 202,404 LAIDLAW INTL INC COM * COM 50730R102 43,619 1,596 1,596 LAMAR ADVERTISING CO CL A * COM 512815101 2,520,952 47,200 47,200 LAMAR ADVERTISING CO CL A * COM 512815101 26,705 500 500 LAMSON & SESSIONS CO COM * COM 513696104 11,910 500 500 LANDAMERICA FINL GROUP INC COM * COM 514936103 1,637,776 24,894 24,894 LANDAMERICA FINL GROUP INC COM * COM 514936103 72,369 1,100 1,100 LAUDER ESTEE COS INC CL A * COM 518439104 16,316,913 404,585 404,585 LAUDER ESTEE COS INC CL A * COM 518439104 9,399,632 233,068 233,068 LAUDER ESTEE COS INC CL A * COM 518439104 2,914,649 72,270 72,270 LAUDER ESTEE COS INC CL A * COM 518439104 2,231,459 55,330 55,330 LAUDER ESTEE COS INC CL A * COM 518439104 1,115,245 27,653 27,653 LEAR CORP COM * COM 521865105 459,333 22,190 22,190 LEAR CORP COM * COM 521865105 22,770 1,100 1,100 LEGG MASON INC COM * COM 524901105 11,779,439 116,790 116,790 LEGG MASON INC COM * COM 524901105 80,688 800 800 LEGG MASON INC COM * COM 524901105 690,185 6,843 6,843 LEGG MASON INC COM * COM 524901105 921,860 9,140 9,140 LEGG MASON INC COM * COM 524901105 350,489 3,475 3,475 LEHMAN BROS HLDGS INC COM * COM 524908100 249,499 3,378 3,378 LEHMAN BROS HLDGS INC COM * COM 524908100 7,762,317 105,095 105,095 LEHMAN BROS HLDGS INC COM * COM 524908100 10,372,160 140,430 140,430 LEHMAN BROS HLDGS INC COM * COM 524908100 73,860 1,000 1,000 LENNAR CORP CL A * COM 526057104 73,124 1,616 1,616 LENNAR CORP CL A * COM 526057104 2,093,491 46,265 46,265 LENNAR CORP CL A * COM 526057104 4,008,517 88,586 88,586 LENNAR CORP CL A * COM 526057104 104,075 2,300 2,300 LEUCADIA NATL CORP COM * COM 527288104 52,340 2,000 2,000 LEXICON GENETICS INC COM * COM 528872104 6,142,789 1,629,387 1,629,387 LEXICON GENETICS INC COM * COM 528872104 50,190 13,313 13,313 LEXINGTON CORP PPTYS TR COM COM 529043101 590,922 27,900 27,900 LEXINGTON CORP PPTYS TR COM COM 529043101 57,186 2,700 2,700 LEXINGTON CORP PPTYS TR COM COM 529043101 410,892 19,400 19,400 LEXMARK INTL NEW CL A * COM 529771107 203,540 3,530 3,530 LEXMARK INTL NEW CL A * COM 529771107 483,018 8,377 8,377 LEXMARK INTL NEW CL A * COM 529771107 5,766 100 100 LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 77,973 4,700 4,700 LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 74,585,023 4,495,782 4,495,782 LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 26,031,999 1,569,138 1,569,138 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ KOOKMIN BK NEW SPONSORED ADR * 1 5,400 KOOKMIN BK NEW SPONSORED ADR * 2 4,000 KOOKMIN BK NEW SPONSORED ADR * 3 209,905 KOOKMIN BK NEW SPONSORED ADR * 4 14,800 KOOKMIN BK NEW SPONSORED ADR * 5 130,560 KOOKMIN BK NEW SPONSORED ADR * 6 26,320 KOOKMIN BK NEW SPONSORED ADR * 7 3,792 KOPPERS HOLDINGS INC COM 1 808,850 KOPPERS HOLDINGS INC COM 3 6,250 KOREA ELECTRIC PWR SPONSORED ADR * 3 32,000 KRAFT FOODS INC CL A * 2 1,400 KRAFT FOODS INC CL A * 3 2,300 KROGER CO COM * 3 33,681 KT CORP SPONSORED ADR * 1 1,000 KT CORP SPONSORED ADR * 3 88,442 L-3 COMMUNICATIONS HLDGS INC COM * 3 3,500 LA Z BOY INC COM * 3 1,446 LA Z BOY INC COM * 5 1,446 LABOR READY INC COM NEW * 1 1,300 LABOR READY INC COM NEW * 3 20,800 LABORATORY CORP AMER HLDGS COM NEW * 3 5,500 LACLEDE GROUP INC COM 3 5,000 LACLEDE GROUP INC COM 5 900 LAIDLAW INTL INC COM * 1 202,404 LAIDLAW INTL INC COM * 3 1,596 LAMAR ADVERTISING CO CL A * 1 47,200 LAMAR ADVERTISING CO CL A * 3 500 LAMSON & SESSIONS CO COM * 1 500 LANDAMERICA FINL GROUP INC COM * 3 24,894 LANDAMERICA FINL GROUP INC COM * 5 1,100 LAUDER ESTEE COS INC CL A * 1 404,585 LAUDER ESTEE COS INC CL A * 3 233,068 LAUDER ESTEE COS INC CL A * 4 72,270 LAUDER ESTEE COS INC CL A * 5 55,330 LAUDER ESTEE COS INC CL A * 7 27,653 LEAR CORP COM * 3 22,190 LEAR CORP COM * 5 1,100 LEGG MASON INC COM * 1 116,790 LEGG MASON INC COM * 2 800 LEGG MASON INC COM * 3 6,843 LEGG MASON INC COM * 4 9,140 LEGG MASON INC COM * 7 3,475 LEHMAN BROS HLDGS INC COM * 1 3,378 LEHMAN BROS HLDGS INC COM * 2 105,095 LEHMAN BROS HLDGS INC COM * 3 140,430 LEHMAN BROS HLDGS INC COM * 7 1,000 LENNAR CORP CL A * 1 1,616 LENNAR CORP CL A * 2 46,265 LENNAR CORP CL A * 3 88,586 LENNAR CORP CL A * 5 2,300 LEUCADIA NATL CORP COM * 4 2,000 LEXICON GENETICS INC COM * 1 1,629,387 LEXICON GENETICS INC COM * 3 13,313 LEXINGTON CORP PPTYS TR COM 3 27,900 LEXINGTON CORP PPTYS TR COM 5 2,700 LEXINGTON CORP PPTYS TR COM 7 19,400 LEXMARK INTL NEW CL A * 2 3,530 LEXMARK INTL NEW CL A * 3 8,377 LEXMARK INTL NEW CL A * 4 100 LG PHILIP LCD CO LTD SPONS ADR REP * 1 4,700 LG PHILIP LCD CO LTD SPONS ADR REP * 2 4,495,782 LG PHILIP LCD CO LTD SPONS ADR REP * 3 1,569,138
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 1,660,178 100,071 100,071 LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 2,457,112 148,108 148,108 LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 69,151,483 4,168,263 4,168,263 LG PHILIP LCD CO LTD SPONS ADR REP * COM 50186V102 99,540 6,000 6,000 LIBBEY INC COM COM 529898108 195,825 17,500 17,500 LIBBEY INC COM COM 529898108 5,595 500 500 LIBERTY GLOBAL INC COM SER A * COM 530555101 129 5 5 LIBERTY GLOBAL INC COM SER C * COM 530555309 62,650 2,500 2,500 LIBERTY GLOBAL INC COM SER C * COM 530555309 125 5 5 LIBERTY MEDIA HLDG CORP CAP COM SER A * COM 53071M302 97,777 1,170 1,170 LIBERTY MEDIA HLDG CORP CAP COM SER A * COM 53071M302 22,146 265 265 LIBERTY MEDIA HLDG CORP INT COM SER A * COM 53071M104 119,264 5,852 5,852 LIBERTY MEDIA HLDG CORP INT COM SER A * COM 53071M104 27,044 1,327 1,327 LIBERTY PPTY TR SH BEN INT * COM 531172104 38,232 800 800 LILLY ELI & CO COM * COM 532457108 334,761 5,873 5,873 LILLY ELI & CO COM * COM 532457108 4,014,795 70,435 70,435 LILLY ELI & CO COM * COM 532457108 14,642,160 256,880 256,880 LIMITED BRANDS INC COM * COM 532716107 121,854 4,600 4,600 LIMITED BRANDS INC COM * COM 532716107 2,590,563 97,794 97,794 LIMITED BRANDS INC COM * COM 532716107 4,860,915 183,500 183,500 LINEAR TECHNOLOGY CORP COM * COM 535678106 104,221 3,349 3,349 LINEAR TECHNOLOGY CORP COM * COM 535678106 1,770,666 56,898 56,898 LINEAR TECHNOLOGY CORP COM * COM 535678106 3,480,679 111,847 111,847 LIONBRIDGE TECHNOLOGIES INC COM * COM 536252109 2,940,556 385,394 385,394 LIONBRIDGE TECHNOLOGIES INC COM * COM 536252109 33,175 4,348 4,348 LIVE NATION INC COM * COM 538034109 5,861 287 287 LIVE NATION INC COM * COM 538034109 16,356 801 801 LIVE NATION INC COM * COM 538034109 61 3 3 LOCKHEED MARTIN CORP COM * COM 539830109 287,699 3,343 3,343 LOCKHEED MARTIN CORP COM * COM 539830109 6,498,649 75,513 75,513 LOCKHEED MARTIN CORP COM * COM 539830109 10,553,452 122,629 122,629 LOEWS CORP CAROLNA GP STK * COM 540424207 1,251,814 22,600 22,600 LOEWS CORP CAROLNA GP STK * COM 540424207 2,791,656 50,400 50,400 LONE STAR TECHNOLOGIES INC COM * COM 542312103 578,528 11,958 11,958 LONE STAR TECHNOLOGIES INC COM * COM 542312103 568,078 11,742 11,742 LOUISIANA PAC CORP COM * COM 546347105 46,925 2,500 2,500 LOUISIANA PAC CORP COM * COM 546347105 724,372 38,592 38,592 LOUISIANA PAC CORP COM * COM 546347105 2,681,839 142,879 142,879 LOWES COS INC COM * COM 548661107 216,343 7,710 7,710 LOWES COS INC COM * COM 548661107 2,137,863 76,189 76,189 LOWES COS INC COM * COM 548661107 6,591,126 234,894 234,894 LTC PPTYS INC COM COM 502175102 26,675 1,100 1,100 LTC PPTYS INC COM COM 502175102 26,675 1,100 1,100 LUBRIZOL CORP COM * COM 549271104 3,292,560 72,000 72,000 LUBRIZOL CORP COM * COM 549271104 68,595 1,500 1,500 LUBRIZOL CORP COM * COM 549271104 36,584 800 800 LUCENT TECHNOLOGIES INC COM * COM 549463107 24,804 10,600 10,600 LUCENT TECHNOLOGIES INC COM * COM 549463107 68,520 29,282 29,282 LUCENT TECHNOLOGIES INC COM * COM 549463107 3,276 1,400 1,400 LUMINENT MTG CAP INC COM COM 550278303 173,500 16,861 16,861 LUMINENT MTG CAP INC COM COM 550278303 20,580 2,000 2,000 LYONDELL CHEMICAL CO COM * COM 552078107 1,080,128 42,575 42,575 LYONDELL CHEMICAL CO COM * COM 552078107 2,701,321 106,477 106,477 LYONDELL CHEMICAL CO COM * COM 552078107 45,666 1,800 1,800 M D C HLDGS INC COM * COM 552676108 1,003,320 21,600 21,600 M/I HOMES INC COM COM 55305B101 197,925 5,599 5,599 MACK CALI RLTY CORP COM * COM 554489104 361,978 6,988 6,988 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP * COM 559080106 758,701 20,561 20,561 MAGNA INTL INC CL A * COM 559222401 5,655,593 77,429 77,429 MAGNA INTL INC CL A * COM 559222401 58,434 800 800 MAGUIRE PPTYS INC COM COM 559775101 69,258 1,700 1,700 MAGUIRE PPTYS INC COM COM 559775101 1,280,336 31,427 31,427 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ LG PHILIP LCD CO LTD SPONS ADR REP * 4 100,071 LG PHILIP LCD CO LTD SPONS ADR REP * 5 148,108 LG PHILIP LCD CO LTD SPONS ADR REP * 6 4,168,263 LG PHILIP LCD CO LTD SPONS ADR REP * 7 6,000 LIBBEY INC COM 3 17,500 LIBBEY INC COM 5 500 LIBERTY GLOBAL INC COM SER A * 7 5 LIBERTY GLOBAL INC COM SER C * 3 2,500 LIBERTY GLOBAL INC COM SER C * 7 5 LIBERTY MEDIA HLDG CORP CAP COM SER A * 1 1,170 LIBERTY MEDIA HLDG CORP CAP COM SER A * 7 265 LIBERTY MEDIA HLDG CORP INT COM SER A * 1 5,852 LIBERTY MEDIA HLDG CORP INT COM SER A * 7 1,327 LIBERTY PPTY TR SH BEN INT * 3 800 LILLY ELI & CO COM * 1 5,873 LILLY ELI & CO COM * 2 70,435 LILLY ELI & CO COM * 3 256,880 LIMITED BRANDS INC COM * 1 4,600 LIMITED BRANDS INC COM * 2 97,794 LIMITED BRANDS INC COM * 3 183,500 LINEAR TECHNOLOGY CORP COM * 1 3,349 LINEAR TECHNOLOGY CORP COM * 2 56,898 LINEAR TECHNOLOGY CORP COM * 3 111,847 LIONBRIDGE TECHNOLOGIES INC COM * 1 385,394 LIONBRIDGE TECHNOLOGIES INC COM * 3 4,348 LIVE NATION INC COM * 2 287 LIVE NATION INC COM * 3 801 LIVE NATION INC COM * 7 3 LOCKHEED MARTIN CORP COM * 1 3,343 LOCKHEED MARTIN CORP COM * 2 75,513 LOCKHEED MARTIN CORP COM * 3 122,629 LOEWS CORP CAROLNA GP STK * 2 22,600 LOEWS CORP CAROLNA GP STK * 3 50,400 LONE STAR TECHNOLOGIES INC COM * 2 11,958 LONE STAR TECHNOLOGIES INC COM * 3 11,742 LOUISIANA PAC CORP COM * 1 2,500 LOUISIANA PAC CORP COM * 2 38,592 LOUISIANA PAC CORP COM * 3 142,879 LOWES COS INC COM * 1 7,710 LOWES COS INC COM * 2 76,189 LOWES COS INC COM * 3 234,894 LTC PPTYS INC COM 3 1,100 LTC PPTYS INC COM 5 1,100 LUBRIZOL CORP COM * 1 72,000 LUBRIZOL CORP COM * 3 1,500 LUBRIZOL CORP COM * 5 800 LUCENT TECHNOLOGIES INC COM * 2 10,600 LUCENT TECHNOLOGIES INC COM * 3 29,282 LUCENT TECHNOLOGIES INC COM * 7 1,400 LUMINENT MTG CAP INC COM 3 16,861 LUMINENT MTG CAP INC COM 5 2,000 LYONDELL CHEMICAL CO COM * 2 42,575 LYONDELL CHEMICAL CO COM * 3 106,477 LYONDELL CHEMICAL CO COM * 5 1,800 M D C HLDGS INC COM * 3 21,600 M/I HOMES INC COM 3 5,599 MACK CALI RLTY CORP COM * 3 6,988 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP * 3 20,561 MAGNA INTL INC CL A * 3 77,429 MAGNA INTL INC CL A * 5 800 MAGUIRE PPTYS INC COM 1 1,700 MAGUIRE PPTYS INC COM 2 31,427
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- MAGUIRE PPTYS INC COM COM 559775101 3,896,659 95,647 95,647 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR COM 559776109 16,000 800 800 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 COM 559778402 400,053 60,249 60,249 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 COM 559778402 26,560 4,000 4,000 MANITOWOC INC COM * COM 563571108 14,762,291 329,589 329,589 MANITOWOC INC COM * COM 563571108 116,947 2,611 2,611 MANOR CARE INC NEW COM * COM 564055101 2,342,144 44,800 44,800 MANOR CARE INC NEW COM * COM 564055101 1,228,580 23,500 23,500 MANPOWER INC COM * COM 56418H100 949,440 15,496 15,496 MANPOWER INC COM * COM 56418H100 1,618,815 26,421 26,421 MANTECH INTL CORP CL A * COM 564563104 9,351,733 283,300 283,300 MANTECH INTL CORP CL A * COM 564563104 66,020 2,000 2,000 MANULIFE FINL CORP COM * COM 56501R106 2,358,956 72,800 72,800 MAPINFO CORP COM * COM 565105103 12,298,889 958,604 958,604 MAPINFO CORP COM * COM 565105103 89,759 6,996 6,996 MARATHON OIL CORP COM * COM 565849106 205,938 2,678 2,678 MARATHON OIL CORP COM * COM 565849106 5,587,785 72,663 72,663 MARATHON OIL CORP COM * COM 565849106 10,383,499 135,026 135,026 MARATHON OIL CORP COM * COM 565849106 61,520 800 800 MARRIOTT INTL INC NEW CL A * COM 571903202 475,272 12,300 12,300 MARSH & MCLENNAN COS INC COM * COM 571748102 556,891 19,783 19,783 MARTEN TRANS LTD COM COM 573075108 29,053 1,700 1,700 MARTEN TRANS LTD COM COM 573075108 442,631 25,900 25,900 MARTEN TRANS LTD COM COM 573075108 753,669 44,100 44,100 MARVELL TECHNOLOGY GROUP LTD ORD * COM G5876H105 686,531 35,443 35,443 MASCO CORP COM * COM 574599106 1,964,314 71,638 71,638 MASCO CORP COM * COM 574599106 1,660,967 60,575 60,575 MASCO CORP COM * COM 574599106 16,452 600 600 MASSEY ENERGY CORP COM * COM 576206106 33,504 1,600 1,600 MATTEL INC COM * COM 577081102 76,830 3,900 3,900 MATTEL INC COM * COM 577081102 2,205,494 111,954 111,954 MAX RE CAPITAL LTD HAMILTON SHS * COM G6052F103 43,636,054 1,900,525 1,900,525 MAX RE CAPITAL LTD HAMILTON SHS * COM G6052F103 552,142 24,048 24,048 MAXIM INTEGRATED PRODS INC COM * COM 57772K101 75,788 2,699 2,699 MAXIM INTEGRATED PRODS INC COM * COM 57772K101 1,579,472 56,249 56,249 MAXIM INTEGRATED PRODS INC COM * COM 57772K101 2,322,384 82,706 82,706 MCCLATCHY CO CL A * COM 579489105 15,104 358 358 MCCORMICK & CO INC COM NON VTG * COM 579780206 49,374 1,300 1,300 MCDONALDS CORP COM * COM 580135101 246,456 6,300 6,300 MCDONALDS CORP COM * COM 580135101 1,816,694 46,439 46,439 MCDONALDS CORP COM * COM 580135101 7,238,960 185,045 185,045 MCG CAPITAL CORP COM * COM 58047P107 382,122 23,400 23,400 MCG CAPITAL CORP COM * COM 58047P107 27,761 1,700 1,700 MCGRAW HILL COS INC COM * COM 580645109 1,366,432 23,547 23,547 MCGRAW HILL COS INC COM * COM 580645109 3,234,012 55,730 55,730 MCGRAW HILL COS INC COM * COM 580645109 232,120 4,000 4,000 MCKESSON CORP COM * COM 58155Q103 3,184,288 60,400 60,400 MCKESSON CORP COM * COM 58155Q103 8,392,813 159,196 159,196 MEADWESTVACO CORP COM * COM 583334107 45,067 1,700 1,700 MEADWESTVACO CORP COM * COM 583334107 45,067 1,700 1,700 MECHEL OAO SPONSORED ADR COM 583840103 390,816 19,252 19,252 MEDCATH CORP COM COM 58404W109 165,495 5,500 5,500 MEDCO HEALTH SOLUTIONS INC COM * COM 58405U102 2,885 48 48 MEDCO HEALTH SOLUTIONS INC COM * COM 58405U102 20,377 339 339 MEDICINES CO COM * COM 584688105 2,797,440 124,000 124,000 MEDICIS PHARMACEUTICAL CORP CL A NEW * COM 584690309 35,906,041 1,109,924 1,109,924 MEDICIS PHARMACEUTICAL CORP CL A NEW * COM 584690309 303,249 9,374 9,374 MEDICIS PHARMACEUTICAL CORP CL A NEW * COM 584690309 32,350 1,000 1,000 MEDIMMUNE INC COM * COM 584699102 2,675,278 91,400 91,400 MEDTRONIC INC COM * COM 585055106 11,506,671 247,775 247,775 MEDTRONIC INC COM * COM 585055106 6,650,069 143,197 143,197 MEDTRONIC INC COM * COM 585055106 12,245,021 263,674 263,674 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ MAGUIRE PPTYS INC COM 3 95,647 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 3 800 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 3 60,249 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 5 4,000 MANITOWOC INC COM * 1 329,589 MANITOWOC INC COM * 3 2,611 MANOR CARE INC NEW COM * 2 44,800 MANOR CARE INC NEW COM * 3 23,500 MANPOWER INC COM * 2 15,496 MANPOWER INC COM * 3 26,421 MANTECH INTL CORP CL A * 1 283,300 MANTECH INTL CORP CL A * 3 2,000 MANULIFE FINL CORP COM * 3 72,800 MAPINFO CORP COM * 1 958,604 MAPINFO CORP COM * 3 6,996 MARATHON OIL CORP COM * 1 2,678 MARATHON OIL CORP COM * 2 72,663 MARATHON OIL CORP COM * 3 135,026 MARATHON OIL CORP COM * 4 800 MARRIOTT INTL INC NEW CL A * 7 12,300 MARSH & MCLENNAN COS INC COM * 3 19,783 MARTEN TRANS LTD COM 1 1,700 MARTEN TRANS LTD COM 2 25,900 MARTEN TRANS LTD COM 3 44,100 MARVELL TECHNOLOGY GROUP LTD ORD * 3 35,443 MASCO CORP COM * 2 71,638 MASCO CORP COM * 3 60,575 MASCO CORP COM * 7 600 MASSEY ENERGY CORP COM * 4 1,600 MATTEL INC COM * 1 3,900 MATTEL INC COM * 3 111,954 MAX RE CAPITAL LTD HAMILTON SHS * 1 1,900,525 MAX RE CAPITAL LTD HAMILTON SHS * 3 24,048 MAXIM INTEGRATED PRODS INC COM * 1 2,699 MAXIM INTEGRATED PRODS INC COM * 2 56,249 MAXIM INTEGRATED PRODS INC COM * 3 82,706 MCCLATCHY CO CL A * 3 358 MCCORMICK & CO INC COM NON VTG * 3 1,300 MCDONALDS CORP COM * 1 6,300 MCDONALDS CORP COM * 2 46,439 MCDONALDS CORP COM * 3 185,045 MCG CAPITAL CORP COM * 3 23,400 MCG CAPITAL CORP COM * 5 1,700 MCGRAW HILL COS INC COM * 2 23,547 MCGRAW HILL COS INC COM * 3 55,730 MCGRAW HILL COS INC COM * 7 4,000 MCKESSON CORP COM * 2 60,400 MCKESSON CORP COM * 3 159,196 MEADWESTVACO CORP COM * 3 1,700 MEADWESTVACO CORP COM * 5 1,700 MECHEL OAO SPONSORED ADR 3 19,252 MEDCATH CORP COM 3 5,500 MEDCO HEALTH SOLUTIONS INC COM * 4 48 MEDCO HEALTH SOLUTIONS INC COM * 7 339 MEDICINES CO COM * 3 124,000 MEDICIS PHARMACEUTICAL CORP CL A NEW * 1 1,109,924 MEDICIS PHARMACEUTICAL CORP CL A NEW * 3 9,374 MEDICIS PHARMACEUTICAL CORP CL A NEW * 4 1,000 MEDIMMUNE INC COM * 3 91,400 MEDTRONIC INC COM * 1 247,775 MEDTRONIC INC COM * 2 143,197 MEDTRONIC INC COM * 3 263,674
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- MEDTRONIC INC COM * COM 585055106 1,284,530 27,660 27,660 MEDTRONIC INC COM * COM 585055106 133,840 2,882 2,882 MELLON FINL CORP COM * COM 58551A108 933,904 23,885 23,885 MELLON FINL CORP COM * COM 58551A108 991,928 25,369 25,369 MERCHANTS BANCSHARES COM COM 588448100 4,736 200 200 MERCHANTS BANCSHARES COM COM 588448100 4,736 200 200 MERCK & CO INC COM * COM 589331107 491,655 11,734 11,734 MERCK & CO INC COM * COM 589331107 10,893,791 259,995 259,995 MERCK & CO INC COM * COM 589331107 16,876,440 402,779 402,779 MERCK & CO INC COM * COM 589331107 79,610 1,900 1,900 MERCURY GENL CORP NEW COM * COM 589400100 648,303 13,068 13,068 MERCURY GENL CORP NEW COM * COM 589400100 541,642 10,918 10,918 MEREDITH CORP COM * COM 589433101 44,397 900 900 MEREDITH CORP COM * COM 589433101 994,838 20,167 20,167 MEREDITH CORP COM * COM 589433101 1,652,555 33,500 33,500 MERIDIAN BIOSCIENCE INC COM * COM 589584101 204,537 8,700 8,700 MERIDIAN RESOURCE CORP COM * COM 58977Q109 55,362 18,092 18,092 MERRILL LYNCH & CO INC COM * COM 590188108 457,039 5,843 5,843 MERRILL LYNCH & CO INC COM * COM 590188108 3,775,601 48,269 48,269 MERRILL LYNCH & CO INC COM * COM 590188108 9,626,770 123,073 123,073 MERRILL LYNCH & CO INC COM * COM 590188108 2,911,348 37,220 37,220 MERRILL LYNCH & CO INC COM * COM 590188108 110,681 1,415 1,415 MESA AIR GROUP INC COM * COM 590479101 14,744 1,900 1,900 MESA AIR GROUP INC COM * COM 590479101 661,028 85,184 85,184 METHANEX CORP COM * COM 59151K108 973,801 39,937 39,937 METHODE ELECTRS INC COM * COM 591520200 17,118 1,800 1,800 METHODE ELECTRS INC COM * COM 591520200 17,118 1,800 1,800 METLIFE INC COM * COM 59156R108 348,639 6,151 6,151 METLIFE INC COM * COM 59156R108 7,325,607 129,245 129,245 METLIFE INC COM * COM 59156R108 12,613,737 222,543 222,543 MFA MTG INVTS INC COM * COM 55272X102 244,963 32,881 32,881 MFA MTG INVTS INC COM * COM 55272X102 30,545 4,100 4,100 MGI PHARMA INC COM * COM 552880106 3,176,725 184,586 184,586 MGI PHARMA INC COM * COM 552880106 18,983 1,103 1,103 MGIC INVT CORP WIS COM * COM 552848103 2,213,972 36,918 36,918 MGIC INVT CORP WIS COM * COM 552848103 3,177,331 52,982 52,982 MICROCHIP TECHNOLOGY INC COM * COM 595017104 86,659 2,673 2,673 MICROCHIP TECHNOLOGY INC COM * COM 595017104 1,868,235 57,626 57,626 MICROCHIP TECHNOLOGY INC COM * COM 595017104 2,492,255 76,874 76,874 MICROMET INC COM COM 59509C105 5,096,371 1,908,753 1,908,753 MICROSOFT CORP COM * COM 594918104 25,480,081 931,630 931,630 MICROSOFT CORP COM * COM 594918104 25,851,111 945,196 945,196 MICROSOFT CORP COM * COM 594918104 59,588,183 2,178,727 2,178,727 MICROSOFT CORP COM * COM 594918104 3,276,804 119,810 119,810 MICROSOFT CORP COM * COM 594918104 4,528,613 165,580 165,580 MICROSOFT CORP COM * COM 594918104 2,096,569 76,657 76,657 MICROSTRATEGY INC CL A NEW * COM 594972408 30,244 297 297 MICROSTRATEGY INC CL A NEW * COM 594972408 562,305 5,522 5,522 MICROSTRATEGY INC CL A NEW * COM 594972408 904,047 8,878 8,878 MILLS CORP COM * COM 601148109 241,911 14,477 14,477 MIPS TECHNOLOGIES INC COM * COM 604567107 8,821,919 1,306,951 1,306,951 MIPS TECHNOLOGIES INC COM * COM 604567107 84,031 12,449 12,449 MISSION WEST PPTYS INC COM COM 605203108 9,120 800 800 MISSION WEST PPTYS INC COM COM 605203108 9,120 800 800 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR * COM 606822104 106,861 8,342 8,342 MITSUI & CO LTD ADR COM 606827202 76,173 300 300 MOBILE MINI INC COM * COM 60740F105 11,551,506 406,600 406,600 MOBILE MINI INC COM * COM 60740F105 88,071 3,100 3,100 MOBILE TELESYSTEMS OJSC SPONSORED ADR * COM 607409109 143,526 3,800 3,800 MOBILE TELESYSTEMS OJSC SPONSORED ADR * COM 607409109 9,487,069 251,180 251,180 MOBILE TELESYSTEMS OJSC SPONSORED ADR * COM 607409109 105,226,993 2,785,994 2,785,994 MOBILE TELESYSTEMS OJSC SPONSORED ADR * COM 607409109 5,850,573 154,900 154,900 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ MEDTRONIC INC COM * 4 27,660 MEDTRONIC INC COM * 7 2,882 MELLON FINL CORP COM * 2 23,885 MELLON FINL CORP COM * 3 25,369 MERCHANTS BANCSHARES COM 3 200 MERCHANTS BANCSHARES COM 5 200 MERCK & CO INC COM * 1 11,734 MERCK & CO INC COM * 2 259,995 MERCK & CO INC COM * 3 402,779 MERCK & CO INC COM * 7 1,900 MERCURY GENL CORP NEW COM * 2 13,068 MERCURY GENL CORP NEW COM * 3 10,918 MEREDITH CORP COM * 1 900 MEREDITH CORP COM * 2 20,167 MEREDITH CORP COM * 3 33,500 MERIDIAN BIOSCIENCE INC COM * 3 8,700 MERIDIAN RESOURCE CORP COM * 3 18,092 MERRILL LYNCH & CO INC COM * 1 5,843 MERRILL LYNCH & CO INC COM * 2 48,269 MERRILL LYNCH & CO INC COM * 3 123,073 MERRILL LYNCH & CO INC COM * 5 37,220 MERRILL LYNCH & CO INC COM * 7 1,415 MESA AIR GROUP INC COM * 2 1,900 MESA AIR GROUP INC COM * 3 85,184 METHANEX CORP COM * 3 39,937 METHODE ELECTRS INC COM * 3 1,800 METHODE ELECTRS INC COM * 5 1,800 METLIFE INC COM * 1 6,151 METLIFE INC COM * 2 129,245 METLIFE INC COM * 3 222,543 MFA MTG INVTS INC COM * 3 32,881 MFA MTG INVTS INC COM * 5 4,100 MGI PHARMA INC COM * 3 184,586 MGI PHARMA INC COM * 7 1,103 MGIC INVT CORP WIS COM * 2 36,918 MGIC INVT CORP WIS COM * 3 52,982 MICROCHIP TECHNOLOGY INC COM * 1 2,673 MICROCHIP TECHNOLOGY INC COM * 2 57,626 MICROCHIP TECHNOLOGY INC COM * 3 76,874 MICROMET INC COM 3 1,908,753 MICROSOFT CORP COM * 1 931,630 MICROSOFT CORP COM * 2 945,196 MICROSOFT CORP COM * 3 2,178,727 MICROSOFT CORP COM * 4 119,810 MICROSOFT CORP COM * 5 165,580 MICROSOFT CORP COM * 7 76,657 MICROSTRATEGY INC CL A NEW * 1 297 MICROSTRATEGY INC CL A NEW * 2 5,522 MICROSTRATEGY INC CL A NEW * 3 8,878 MILLS CORP COM * 3 14,477 MIPS TECHNOLOGIES INC COM * 1 1,306,951 MIPS TECHNOLOGIES INC COM * 3 12,449 MISSION WEST PPTYS INC COM 3 800 MISSION WEST PPTYS INC COM 5 800 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR * 2 8,342 MITSUI & CO LTD ADR 2 300 MOBILE MINI INC COM * 1 406,600 MOBILE MINI INC COM * 3 3,100 MOBILE TELESYSTEMS OJSC SPONSORED ADR * 1 3,800 MOBILE TELESYSTEMS OJSC SPONSORED ADR * 2 251,180 MOBILE TELESYSTEMS OJSC SPONSORED ADR * 3 2,785,994 MOBILE TELESYSTEMS OJSC SPONSORED ADR * 5 154,900
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- MOLINA HEALTHCARE INC COM * COM 60855R100 212,160 6,000 6,000 MOLINA HEALTHCARE INC COM * COM 60855R100 10,608 300 300 MOLSON COORS BREWING CO CL B * COM 60871R209 199,810 2,900 2,900 MOLSON COORS BREWING CO CL B * COM 60871R209 55,120 800 800 MONSANTO CO NEW COM * COM 61166W101 6,436,186 136,911 136,911 MONSANTO CO NEW COM * COM 61166W101 384,730 8,184 8,184 MONSANTO CO NEW COM * COM 61166W101 533,093 11,340 11,340 MONSANTO CO NEW COM * COM 61166W101 72,677 1,546 1,546 MONTPELIER RE HOLDINGS LTD SHS * COM G62185106 44,597 2,300 2,300 MOODYS CORP COM * COM 615369105 39,228 600 600 MOODYS CORP COM * COM 615369105 1,196,454 18,300 18,300 MORGAN STANLEY COM NEW * COM 617446448 80,201 1,100 1,100 MORGAN STANLEY COM NEW * COM 617446448 8,136,610 111,598 111,598 MORGAN STANLEY COM NEW * COM 617446448 13,016,768 178,532 178,532 MORGAN STANLEY COM NEW * COM 617446448 1,037,801 14,234 14,234 MORGAN STANLEY INDIA INVS FD COM COM 61745C105 123,436 2,666 2,666 MORTGAGEIT HLDGS INC COM COM 61915Q108 28,160 2,000 2,000 MOTOROLA INC COM * COM 620076109 1,009,400 40,376 40,376 MOTOROLA INC COM * COM 620076109 6,348,450 253,938 253,938 MOTOROLA INC COM * COM 620076109 10,913,325 436,533 436,533 MSC INDL DIRECT INC CL A * COM 553530106 635,544 15,600 15,600 MTC TECHNOLOGIES INC COM COM 55377A106 17,618,916 732,900 732,900 MTC TECHNOLOGIES INC COM COM 55377A106 151,452 6,300 6,300 MUELLER INDS INC COM * COM 624756102 432,591 12,300 12,300 MUELLER INDS INC COM * COM 624756102 291,911 8,300 8,300 MYOGEN INC COM * COM 62856E104 3,227,360 92,000 92,000 NABORS INDUSTRIES LTD SHS * COM G6359F103 13,728,822 461,473 461,473 NABORS INDUSTRIES LTD SHS * COM G6359F103 1,746,861 58,718 58,718 NABORS INDUSTRIES LTD SHS * COM G6359F103 14,751,448 495,847 495,847 NABORS INDUSTRIES LTD SHS * COM G6359F103 1,945,055 65,380 65,380 NABORS INDUSTRIES LTD SHS * COM G6359F103 3,519,425 118,300 118,300 NABORS INDUSTRIES LTD SHS * COM G6359F103 910,350 30,600 30,600 NALCO HOLDING COMPANY COM * COM 62985Q101 57,412 3,100 3,100 NASDAQ 100 TR UNIT SER 1 * COM 631100104 42,439 1,044 1,044 NASH FINCH CO COM * COM 631158102 733,877 31,189 31,189 NATIONAL BK GREECE S A SPONSORED ADR COM 633643408 590,573 67,804 67,804 NATIONAL CITY CORP COM * COM 635405103 135,420 3,700 3,700 NATIONAL CITY CORP COM * COM 635405103 2,770,620 75,700 75,700 NATIONAL CITY CORP COM * COM 635405103 5,968,435 163,072 163,072 NATIONAL CITY CORP COM * COM 635405103 135,420 3,700 3,700 NATIONAL OILWELL VARCO INC COM * COM 637071101 13,389,507 228,685 228,685 NATIONAL OILWELL VARCO INC COM * COM 637071101 9,676,734 165,273 165,273 NATIONAL OILWELL VARCO INC COM * COM 637071101 1,747,132 29,840 29,840 NATIONAL OILWELL VARCO INC COM * COM 637071101 3,808,678 65,050 65,050 NATIONAL OILWELL VARCO INC COM * COM 637071101 695,867 11,885 11,885 NATIONAL RETAIL PROPERTIES I COM COM 637417106 19,148,400 886,500 886,500 NATIONAL RETAIL PROPERTIES I COM COM 637417106 1,084,493 50,208 50,208 NATIONAL SEMICONDUCTOR CORP COM * COM 637640103 77,508 3,294 3,294 NATIONAL SEMICONDUCTOR CORP COM * COM 637640103 1,630,370 69,289 69,289 NATIONAL SEMICONDUCTOR CORP COM * COM 637640103 2,128,006 90,438 90,438 NATIONWIDE FINL SVCS INC CL A * COM 638612101 81,770 1,700 1,700 NATIONWIDE FINL SVCS INC CL A * COM 638612101 1,267,772 26,357 26,357 NATIONWIDE FINL SVCS INC CL A * COM 638612101 4,696,147 97,633 97,633 NATIONWIDE FINL SVCS INC CL A * COM 638612101 101,010 2,100 2,100 NATIONWIDE HEALTH PPTYS INC COM COM 638620104 931,194 34,824 34,824 NAVTEQ CORP COM * COM 63936L100 321,153 12,300 12,300 NCR CORP NEW COM * COM 62886E108 311,892 7,900 7,900 NEC CORP ADR COM 629050204 5,450 1,000 1,000 NEKTAR THERAPEUTICS COM * COM 640268108 285,765 19,831 19,831 NEKTAR THERAPEUTICS COM * COM 640268108 8,646 600 600 NETWORK APPLIANCE INC COM * COM 64120L104 17,817,539 481,425 481,425 NETWORK APPLIANCE INC COM * COM 64120L104 2,235,404 60,400 60,400 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ MOLINA HEALTHCARE INC COM * 2 6,000 MOLINA HEALTHCARE INC COM * 3 300 MOLSON COORS BREWING CO CL B * 3 2,900 MOLSON COORS BREWING CO CL B * 5 800 MONSANTO CO NEW COM * 1 136,911 MONSANTO CO NEW COM * 3 8,184 MONSANTO CO NEW COM * 4 11,340 MONSANTO CO NEW COM * 7 1,546 MONTPELIER RE HOLDINGS LTD SHS * 3 2,300 MOODYS CORP COM * 2 600 MOODYS CORP COM * 3 18,300 MORGAN STANLEY COM NEW * 1 1,100 MORGAN STANLEY COM NEW * 2 111,598 MORGAN STANLEY COM NEW * 3 178,532 MORGAN STANLEY COM NEW * 7 14,234 MORGAN STANLEY INDIA INVS FD COM 7 2,666 MORTGAGEIT HLDGS INC COM 3 2,000 MOTOROLA INC COM * 1 40,376 MOTOROLA INC COM * 2 253,938 MOTOROLA INC COM * 3 436,533 MSC INDL DIRECT INC CL A * 3 15,600 MTC TECHNOLOGIES INC COM 1 732,900 MTC TECHNOLOGIES INC COM 3 6,300 MUELLER INDS INC COM * 2 12,300 MUELLER INDS INC COM * 3 8,300 MYOGEN INC COM * 3 92,000 NABORS INDUSTRIES LTD SHS * 1 461,473 NABORS INDUSTRIES LTD SHS * 2 58,718 NABORS INDUSTRIES LTD SHS * 3 495,847 NABORS INDUSTRIES LTD SHS * 4 65,380 NABORS INDUSTRIES LTD SHS * 5 118,300 NABORS INDUSTRIES LTD SHS * 7 30,600 NALCO HOLDING COMPANY COM * 3 3,100 NASDAQ 100 TR UNIT SER 1 * 7 1,044 NASH FINCH CO COM * 3 31,189 NATIONAL BK GREECE S A SPONSORED ADR 2 67,804 NATIONAL CITY CORP COM * 1 3,700 NATIONAL CITY CORP COM * 2 75,700 NATIONAL CITY CORP COM * 3 163,072 NATIONAL CITY CORP COM * 5 3,700 NATIONAL OILWELL VARCO INC COM * 1 228,685 NATIONAL OILWELL VARCO INC COM * 3 165,273 NATIONAL OILWELL VARCO INC COM * 4 29,840 NATIONAL OILWELL VARCO INC COM * 5 65,050 NATIONAL OILWELL VARCO INC COM * 7 11,885 NATIONAL RETAIL PROPERTIES I COM 1 886,500 NATIONAL RETAIL PROPERTIES I COM 3 50,208 NATIONAL SEMICONDUCTOR CORP COM * 1 3,294 NATIONAL SEMICONDUCTOR CORP COM * 2 69,289 NATIONAL SEMICONDUCTOR CORP COM * 3 90,438 NATIONWIDE FINL SVCS INC CL A * 1 1,700 NATIONWIDE FINL SVCS INC CL A * 2 26,357 NATIONWIDE FINL SVCS INC CL A * 3 97,633 NATIONWIDE FINL SVCS INC CL A * 5 2,100 NATIONWIDE HEALTH PPTYS INC COM 3 34,824 NAVTEQ CORP COM * 3 12,300 NCR CORP NEW COM * 3 7,900 NEC CORP ADR 7 1,000 NEKTAR THERAPEUTICS COM * 3 19,831 NEKTAR THERAPEUTICS COM * 4 600 NETWORK APPLIANCE INC COM * 1 481,425 NETWORK APPLIANCE INC COM * 2 60,400
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- NETWORK APPLIANCE INC COM * COM 64120L104 3,770,283 101,872 101,872 NETWORK APPLIANCE INC COM * COM 64120L104 1,040,351 28,110 28,110 NETWORK APPLIANCE INC COM * COM 64120L104 402,632 10,879 10,879 NEW CENTURY FINANCIAL CORP M COM * COM 6435EV108 1,358,003 34,546 34,546 NEW RIV PHARMACEUTICALS INC COM * COM 648468205 1,852,560 72,000 72,000 NEW YORK CMNTY BANCORP INC COM * COM 649445103 1,930,874 117,880 117,880 NEWCASTLE INVT CORP COM COM 65105M108 1,376,229 50,209 50,209 NEWCASTLE INVT CORP COM COM 65105M108 49,338 1,800 1,800 NEWELL RUBBERMAID INC COM * COM 651229106 1,407,561 49,702 49,702 NEWELL RUBBERMAID INC COM * COM 651229106 9,912 350 350 NEWFIELD EXPL CO COM * COM 651290108 153,197 3,975 3,975 NEWMONT MINING CORP COM * COM 651639106 994,066 23,253 23,253 NEWMONT MINING CORP COM * COM 651639106 1,579,228 36,941 36,941 NEWMONT MINING CORP COM * COM 651639106 29,925 700 700 NEWMONT MINING CORP COM * COM 651639106 161,467 3,777 3,777 NEWS CORP CL A * COM 65248E104 43,230 2,200 2,200 NEWS CORP CL A * COM 65248E104 3,555,373 180,935 180,935 NEWS CORP CL A * COM 65248E104 2,982,595 151,786 151,786 NEWS CORP CL B * COM 65248E203 17,046,101 825,877 825,877 NEWS CORP CL B * COM 65248E203 815,280 39,500 39,500 NEWS CORP CL B * COM 65248E203 10,416,925 504,696 504,696 NEWS CORP CL B * COM 65248E203 2,911,685 141,070 141,070 NEWS CORP CL B * COM 65248E203 2,947,598 142,810 142,810 NEWS CORP CL B * COM 65248E203 630,593 30,552 30,552 NEXEN INC COM * COM 65334H102 1,858,542 34,558 34,558 NICOR INC COM * COM 654086107 81,244 1,900 1,900 NICOR INC COM * COM 654086107 586,240 13,710 13,710 NICOR INC COM * COM 654086107 1,436,308 33,590 33,590 NII HLDGS INC CL B NEW * COM 62913F201 1,895,196 30,489 30,489 NII HLDGS INC CL B NEW * COM 62913F201 1,383,433 22,256 22,256 NII HLDGS INC CL B NEW * COM 62913F201 2,980,199 47,944 47,944 NIKE INC CL B * COM 654106103 150,093 1,713 1,713 NIKE INC CL B * COM 654106103 2,623,606 29,943 29,943 NIKE INC CL B * COM 654106103 4,756,627 54,287 54,287 NISOURCE INC COM * COM 65473P105 694,528 31,947 31,947 NISOURCE INC COM * COM 65473P105 2,065,909 95,028 95,028 NISOURCE INC COM * COM 65473P105 76,090 3,500 3,500 NN INC COM COM 629337106 13,013 1,100 1,100 NN INC COM COM 629337106 13,013 1,100 1,100 NOBLE CORPORATION SHS * COM G65422100 1,480,633 23,070 23,070 NOBLE CORPORATION SHS * COM G65422100 25,672 400 400 NOBLE ENERGY INC COM * COM 655044105 1,768,892 38,800 38,800 NOBLE ENERGY INC COM * COM 655044105 2,659,538 58,336 58,336 NOBLE ENERGY INC COM * COM 655044105 2,364,480 51,864 51,864 NOKIA CORP SPONSORED ADR * COM 654902204 2,354,629 119,585 119,585 NOKIA CORP SPONSORED ADR * COM 654902204 1,361,485 69,146 69,146 NOKIA CORP SPONSORED ADR * COM 654902204 11,263 572 572 NORDIC AMERICAN TANKER SHIPP COM * COM G65773106 1,155,882 33,215 33,215 NORDIC AMERICAN TANKER SHIPP COM * COM G65773106 17,400 500 500 NORDSTROM INC COM * COM 655664100 50,760 1,200 1,200 NORDSTROM INC COM * COM 655664100 2,043,682 48,314 48,314 NORFOLK SOUTHERN CORP COM * COM 655844108 656,345 14,900 14,900 NORFOLK SOUTHERN CORP COM * COM 655844108 57,265 1,300 1,300 NORTH AMERN PALLADIUM LTD COM * COM 656912102 58,326 8,000 8,000 NORTH FORK BANCORPORATION NY COM * COM 659424105 547,024 19,100 19,100 NORTHEAST UTILS COM * COM 664397106 1,047,848 45,030 45,030 NORTHEAST UTILS COM * COM 664397106 97,734 4,200 4,200 NORTHROP GRUMMAN CORP COM * COM 666807102 876,674 12,879 12,879 NORTHROP GRUMMAN CORP COM * COM 666807102 1,208,855 17,759 17,759 NORTHROP GRUMMAN CORP COM * COM 666807102 50,372 740 740 NORTHSTAR RLTY FIN CORP COM COM 66704R100 21,590 1,700 1,700 NORTHSTAR RLTY FIN CORP COM COM 66704R100 331,470 26,100 26,100 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ NETWORK APPLIANCE INC COM * 3 101,872 NETWORK APPLIANCE INC COM * 4 28,110 NETWORK APPLIANCE INC COM * 7 10,879 NEW CENTURY FINANCIAL CORP M COM * 3 34,546 NEW RIV PHARMACEUTICALS INC COM * 3 72,000 NEW YORK CMNTY BANCORP INC COM * 3 117,880 NEWCASTLE INVT CORP COM 3 50,209 NEWCASTLE INVT CORP COM 5 1,800 NEWELL RUBBERMAID INC COM * 3 49,702 NEWELL RUBBERMAID INC COM * 7 350 NEWFIELD EXPL CO COM * 3 3,975 NEWMONT MINING CORP COM * 2 23,253 NEWMONT MINING CORP COM * 3 36,941 NEWMONT MINING CORP COM * 4 700 NEWMONT MINING CORP COM * 7 3,777 NEWS CORP CL A * 1 2,200 NEWS CORP CL A * 2 180,935 NEWS CORP CL A * 3 151,786 NEWS CORP CL B * 1 825,877 NEWS CORP CL B * 2 39,500 NEWS CORP CL B * 3 504,696 NEWS CORP CL B * 4 141,070 NEWS CORP CL B * 5 142,810 NEWS CORP CL B * 7 30,552 NEXEN INC COM * 3 34,558 NICOR INC COM * 1 1,900 NICOR INC COM * 2 13,710 NICOR INC COM * 3 33,590 NII HLDGS INC CL B NEW * 1 30,489 NII HLDGS INC CL B NEW * 2 22,256 NII HLDGS INC CL B NEW * 3 47,944 NIKE INC CL B * 1 1,713 NIKE INC CL B * 2 29,943 NIKE INC CL B * 3 54,287 NISOURCE INC COM * 2 31,947 NISOURCE INC COM * 3 95,028 NISOURCE INC COM * 5 3,500 NN INC COM 3 1,100 NN INC COM 5 1,100 NOBLE CORPORATION SHS * 1 23,070 NOBLE CORPORATION SHS * 3 400 NOBLE ENERGY INC COM * 1 38,800 NOBLE ENERGY INC COM * 2 58,336 NOBLE ENERGY INC COM * 3 51,864 NOKIA CORP SPONSORED ADR * 1 119,585 NOKIA CORP SPONSORED ADR * 3 69,146 NOKIA CORP SPONSORED ADR * 7 572 NORDIC AMERICAN TANKER SHIPP COM * 3 33,215 NORDIC AMERICAN TANKER SHIPP COM * 5 500 NORDSTROM INC COM * 2 1,200 NORDSTROM INC COM * 3 48,314 NORFOLK SOUTHERN CORP COM * 2 14,900 NORFOLK SOUTHERN CORP COM * 3 1,300 NORTH AMERN PALLADIUM LTD COM * 4 8,000 NORTH FORK BANCORPORATION NY COM * 3 19,100 NORTHEAST UTILS COM * 3 45,030 NORTHEAST UTILS COM * 5 4,200 NORTHROP GRUMMAN CORP COM * 2 12,879 NORTHROP GRUMMAN CORP COM * 3 17,759 NORTHROP GRUMMAN CORP COM * 7 740 NORTHSTAR RLTY FIN CORP COM 1 1,700 NORTHSTAR RLTY FIN CORP COM 2 26,100
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- NORTHSTAR RLTY FIN CORP COM COM 66704R100 450,850 35,500 35,500 NORTHWESTERN CORP COM NEW COM 668074305 80,454 2,300 2,300 NORTHWESTERN CORP COM NEW COM 668074305 80,454 2,300 2,300 NOVA CHEMICALS CORP COM * COM 66977W109 79,751,973 2,586,991 2,586,991 NOVA CHEMICALS CORP COM * COM 66977W109 56,477 1,832 1,832 NOVA CHEMICALS CORP COM * COM 66977W109 21,790,121 706,827 706,827 NOVA CHEMICALS CORP COM * COM 66977W109 1,973,922 64,030 64,030 NOVA CHEMICALS CORP COM * COM 66977W109 155,034 5,029 5,029 NOVARTIS A G SPONSORED ADR * COM 66987V109 105,309 1,802 1,802 NOVEN PHARMACEUTICALS INC COM * COM 670009109 4,230,648 175,400 175,400 NS GROUP INC COM * COM 628916108 60,161 932 932 NS GROUP INC COM * COM 628916108 222,891 3,453 3,453 NS GROUP INC COM * COM 628916108 613,225 9,500 9,500 NUCOR CORP COM * COM 670346105 121,448 2,454 2,454 NUCOR CORP COM * COM 670346105 3,282,672 66,330 66,330 NUCOR CORP COM * COM 670346105 5,411,929 109,354 109,354 NUVEEN INVTS INC CL A * COM 67090F106 768,450 15,000 15,000 NUVELO INC COM NEW * COM 67072M301 12,995,854 712,492 712,492 NUVELO INC COM NEW * COM 67072M301 3,281,522 179,908 179,908 NVR INC COM COM 62944T105 53,500 100 100 OCCIDENTAL PETE CORP DEL COM * COM 674599105 217,361 4,518 4,518 OCCIDENTAL PETE CORP DEL COM * COM 674599105 5,222,533 108,554 108,554 OCCIDENTAL PETE CORP DEL COM * COM 674599105 5,776,471 120,068 120,068 OCWEN FINL CORP COM NEW * COM 675746309 247,340 16,600 16,600 OCWEN FINL CORP COM NEW * COM 675746309 11,920 800 800 ODYSSEY RE HLDGS CORP COM * COM 67612W108 84,450 2,500 2,500 OFFICE DEPOT INC COM * COM 676220106 10,033,977 252,745 252,745 OFFICE DEPOT INC COM * COM 676220106 2,586,217 65,144 65,144 OFFICE DEPOT INC COM * COM 676220106 1,911,079 48,138 48,138 OFFICE DEPOT INC COM * COM 676220106 772,562 19,460 19,460 OFFICE DEPOT INC COM * COM 676220106 97,821 2,464 2,464 OGE ENERGY CORP COM * COM 670837103 1,499,721 41,532 41,532 OGE ENERGY CORP COM * COM 670837103 4,144,056 114,762 114,762 OGE ENERGY CORP COM * COM 670837103 119,163 3,300 3,300 OIL STS INTL INC COM * COM 678026105 522,500 19,000 19,000 OIL STS INTL INC COM * COM 678026105 132,000 4,800 4,800 OLD REP INTL CORP COM * COM 680223104 933,069 42,125 42,125 OLIN CORP COM PAR $1 * COM 680665205 15,360 1,000 1,000 OLIN CORP COM PAR $1 * COM 680665205 1,472,625 95,874 95,874 OLYMPIC STEEL INC COM * COM 68162K106 119,328 4,800 4,800 OMEGA HEALTHCARE INVS INC COM COM 681936100 24,016 1,600 1,600 OMEGA HEALTHCARE INVS INC COM COM 681936100 24,016 1,600 1,600 OMI CORP NEW COM * COM Y6476W104 499,330 23,000 23,000 OMI CORP NEW COM * COM Y6476W104 597,025 27,500 27,500 OMI CORP NEW COM * COM Y6476W104 80,327 3,700 3,700 OMNICARE INC COM * COM 681904108 955,348 22,171 22,171 OMNICOM GROUP INC COM * COM 681919106 170,446 1,821 1,821 OMNICOM GROUP INC COM * COM 681919106 3,520,296 37,610 37,610 OMNICOM GROUP INC COM * COM 681919106 13,160,534 140,604 140,604 OMNICOM GROUP INC COM * COM 681919106 1,617,408 17,280 17,280 OMNICOM GROUP INC COM * COM 681919106 2,611,440 27,900 27,900 OMNICOM GROUP INC COM * COM 681919106 175,968 1,880 1,880 ONEOK INC NEW COM * COM 682680103 93,039 2,462 2,462 ONEOK INC NEW COM * COM 682680103 2,155,731 57,045 57,045 ONEOK INC NEW COM * COM 682680103 4,808,929 127,254 127,254 ONEOK PARTNERS LP UNIT LTD PARTN * COM 68268N103 191,025 3,396 3,396 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * COM 68370R109 54,531 900 900 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * COM 68370R109 3,841,406 63,400 63,400 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * COM 68370R109 50,174,579 828,100 828,100 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * COM 68370R109 1,799,523 29,700 29,700 OPEN SOLUTIONS INC COM COM 68371P102 486,889 16,900 16,900 OPEN SOLUTIONS INC COM COM 68371P102 253,528 8,800 8,800 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ NORTHSTAR RLTY FIN CORP COM 3 35,500 NORTHWESTERN CORP COM NEW 3 2,300 NORTHWESTERN CORP COM NEW 5 2,300 NOVA CHEMICALS CORP COM * 1 2,586,991 NOVA CHEMICALS CORP COM * 2 1,832 NOVA CHEMICALS CORP COM * 3 706,827 NOVA CHEMICALS CORP COM * 5 64,030 NOVA CHEMICALS CORP COM * 7 5,029 NOVARTIS A G SPONSORED ADR * 2 1,802 NOVEN PHARMACEUTICALS INC COM * 3 175,400 NS GROUP INC COM * 1 932 NS GROUP INC COM * 2 3,453 NS GROUP INC COM * 3 9,500 NUCOR CORP COM * 1 2,454 NUCOR CORP COM * 2 66,330 NUCOR CORP COM * 3 109,354 NUVEEN INVTS INC CL A * 3 15,000 NUVELO INC COM NEW * 1 712,492 NUVELO INC COM NEW * 3 179,908 NVR INC COM 3 100 OCCIDENTAL PETE CORP DEL COM * 1 4,518 OCCIDENTAL PETE CORP DEL COM * 2 108,554 OCCIDENTAL PETE CORP DEL COM * 3 120,068 OCWEN FINL CORP COM NEW * 2 16,600 OCWEN FINL CORP COM NEW * 3 800 ODYSSEY RE HLDGS CORP COM * 3 2,500 OFFICE DEPOT INC COM * 1 252,745 OFFICE DEPOT INC COM * 2 65,144 OFFICE DEPOT INC COM * 3 48,138 OFFICE DEPOT INC COM * 4 19,460 OFFICE DEPOT INC COM * 7 2,464 OGE ENERGY CORP COM * 2 41,532 OGE ENERGY CORP COM * 3 114,762 OGE ENERGY CORP COM * 5 3,300 OIL STS INTL INC COM * 2 19,000 OIL STS INTL INC COM * 3 4,800 OLD REP INTL CORP COM * 3 42,125 OLIN CORP COM PAR $1 * 2 1,000 OLIN CORP COM PAR $1 * 3 95,874 OLYMPIC STEEL INC COM * 3 4,800 OMEGA HEALTHCARE INVS INC COM 3 1,600 OMEGA HEALTHCARE INVS INC COM 5 1,600 OMI CORP NEW COM * 2 23,000 OMI CORP NEW COM * 3 27,500 OMI CORP NEW COM * 5 3,700 OMNICARE INC COM * 3 22,171 OMNICOM GROUP INC COM * 1 1,821 OMNICOM GROUP INC COM * 2 37,610 OMNICOM GROUP INC COM * 3 140,604 OMNICOM GROUP INC COM * 4 17,280 OMNICOM GROUP INC COM * 5 27,900 OMNICOM GROUP INC COM * 7 1,880 ONEOK INC NEW COM * 1 2,462 ONEOK INC NEW COM * 2 57,045 ONEOK INC NEW COM * 3 127,254 ONEOK PARTNERS LP UNIT LTD PARTN * 3 3,396 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * 1 900 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * 2 63,400 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * 3 828,100 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR * 5 29,700 OPEN SOLUTIONS INC COM 2 16,900 OPEN SOLUTIONS INC COM 3 8,800
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- OPTEUM INC CL A COM 68384A100 69,230 8,600 8,600 OPTEUM INC CL A COM 68384A100 9,660 1,200 1,200 ORACLE CORP COM * COM 68389X105 12,605,884 710,591 710,591 ORACLE CORP COM * COM 68389X105 6,666,000 375,761 375,761 ORACLE CORP COM * COM 68389X105 14,451,377 814,621 814,621 ORACLE CORP COM * COM 68389X105 1,974,994 111,330 111,330 ORACLE CORP COM * COM 68389X105 545,966 30,776 30,776 ORBOTECH LTD ORD * COM M75253100 221,026 9,326 9,326 ORCKIT COMMUNICATIONS LTD SHS NEW * COM M7531S206 34,086 3,900 3,900 ORIENTAL FINL GROUP INC COM * COM 68618W100 371,189 31,140 31,140 ORIENTAL FINL GROUP INC COM * COM 68618W100 22,648 1,900 1,900 ORIENT-EXPRESS HOTELS LTD CL A COM G67743107 13,781,483 368,686 368,686 ORIENT-EXPRESS HOTELS LTD CL A COM G67743107 123,130 3,294 3,294 ORIX CORP SPONSORED ADR COM 686330101 103,161 747 747 ORMAT TECHNOLOGIES INC COM COM 686688102 4,715,508 144,117 144,117 ORMAT TECHNOLOGIES INC COM COM 686688102 41,980 1,283 1,283 OSI PHARMACEUTICALS INC COM * COM 671040103 2,889,810 77,000 77,000 OTTER TAIL CORP COM * COM 689648103 881,703 30,154 30,154 OVERSEAS SHIPHOLDING GROUP I COM * COM 690368105 598,304 9,686 9,686 OVERSEAS SHIPHOLDING GROUP I COM * COM 690368105 692,380 11,209 11,209 OWENS & MINOR INC NEW COM * COM 690732102 46,046 1,400 1,400 P F CHANGS CHINA BISTRO INC COM * COM 69333Y108 17,704,634 510,073 510,073 P F CHANGS CHINA BISTRO INC COM * COM 69333Y108 125,893 3,627 3,627 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR * COM 715684106 317,015 8,767 8,767 PACCAR INC COM * COM 693718108 119,742 2,100 2,100 PACCAR INC COM * COM 693718108 3,243,298 56,880 56,880 PACCAR INC COM * COM 693718108 6,167,796 108,169 108,169 PACER INTL INC TENN COM * COM 69373H106 34,506 1,243 1,243 PACER INTL INC TENN COM * COM 69373H106 283,263 10,204 10,204 PACER INTL INC TENN COM * COM 69373H106 344,113 12,396 12,396 PACTIV CORP COM * COM 695257105 2,869,056 100,952 100,952 PACTIV CORP COM * COM 695257105 17,052 600 600 PALOMAR MED TECHNOLOGIES INC COM NEW * COM 697529303 12,660 300 300 PAN AMERICAN SILVER CORP COM * COM 697900108 866,462 44,300 44,300 PAN AMERICAN SILVER CORP COM * COM 697900108 13,691 700 700 PAN PACIFIC RETAIL PPTYS INC COM COM 69806L104 134,119 1,932 1,932 PANTRY INC COM * COM 698657103 452,820 8,033 8,033 PANTRY INC COM * COM 698657103 347,634 6,167 6,167 PARAMETRIC TECHNOLOGY CORP COM NEW * COM 699173209 35,099,000 2,010,252 2,010,252 PARAMETRIC TECHNOLOGY CORP COM NEW * COM 699173209 278,085 15,927 15,927 PARKER DRILLING CO COM * COM 701081101 36,108 5,100 5,100 PARKER HANNIFIN CORP COM * COM 701094104 93,276 1,200 1,200 PARKER HANNIFIN CORP COM * COM 701094104 1,714,957 22,063 22,063 PARKER HANNIFIN CORP COM * COM 701094104 8,356,053 107,501 107,501 PARKER HANNIFIN CORP COM * COM 701094104 1,519,622 19,550 19,550 PARKER HANNIFIN CORP COM * COM 701094104 1,881,843 24,210 24,210 PARKER HANNIFIN CORP COM * COM 701094104 385,152 4,955 4,955 PARKWAY PPTYS INC COM COM 70159Q104 23,245 500 500 PARKWAY PPTYS INC COM COM 70159Q104 23,245 500 500 PARTNERRE LTD COM * COM G6852T105 2,079,129 30,770 30,770 PARTNERRE LTD COM * COM G6852T105 87,841 1,300 1,300 PARTNERS TR FINL GROUP INC N COM COM 70213F102 19,278 1,800 1,800 PARTNERS TR FINL GROUP INC N COM COM 70213F102 244,188 22,800 22,800 PATTERSON UTI ENERGY INC COM * COM 703481101 45,144 1,900 1,900 PATTERSON UTI ENERGY INC COM * COM 703481101 1,214,136 51,100 51,100 PATTERSON UTI ENERGY INC COM * COM 703481101 1,062,072 44,700 44,700 PAYCHEX INC COM * COM 704326107 71,600 1,943 1,943 PAYCHEX INC COM * COM 704326107 3,011,087 81,712 81,712 PAYCHEX INC COM * COM 704326107 3,393,443 92,088 92,088 PAYCHEX INC COM * COM 704326107 92,125 2,500 2,500 PENFORD CORP COM COM 707051108 7,570 500 500 PENFORD CORP COM COM 707051108 7,570 500 500 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ OPTEUM INC CL A 3 8,600 OPTEUM INC CL A 5 1,200 ORACLE CORP COM * 1 710,591 ORACLE CORP COM * 2 375,761 ORACLE CORP COM * 3 814,621 ORACLE CORP COM * 4 111,330 ORACLE CORP COM * 7 30,776 ORBOTECH LTD ORD * 3 9,326 ORCKIT COMMUNICATIONS LTD SHS NEW * 3 3,900 ORIENTAL FINL GROUP INC COM * 3 31,140 ORIENTAL FINL GROUP INC COM * 5 1,900 ORIENT-EXPRESS HOTELS LTD CL A 1 368,686 ORIENT-EXPRESS HOTELS LTD CL A 3 3,294 ORIX CORP SPONSORED ADR 2 747 ORMAT TECHNOLOGIES INC COM 1 144,117 ORMAT TECHNOLOGIES INC COM 3 1,283 OSI PHARMACEUTICALS INC COM * 3 77,000 OTTER TAIL CORP COM * 3 30,154 OVERSEAS SHIPHOLDING GROUP I COM * 2 9,686 OVERSEAS SHIPHOLDING GROUP I COM * 3 11,209 OWENS & MINOR INC NEW COM * 3 1,400 P F CHANGS CHINA BISTRO INC COM * 1 510,073 P F CHANGS CHINA BISTRO INC COM * 3 3,627 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR * 3 8,767 PACCAR INC COM * 1 2,100 PACCAR INC COM * 2 56,880 PACCAR INC COM * 3 108,169 PACER INTL INC TENN COM * 1 1,243 PACER INTL INC TENN COM * 2 10,204 PACER INTL INC TENN COM * 3 12,396 PACTIV CORP COM * 1 100,952 PACTIV CORP COM * 3 600 PALOMAR MED TECHNOLOGIES INC COM NEW * 3 300 PAN AMERICAN SILVER CORP COM * 1 44,300 PAN AMERICAN SILVER CORP COM * 4 700 PAN PACIFIC RETAIL PPTYS INC COM 3 1,932 PANTRY INC COM * 2 8,033 PANTRY INC COM * 3 6,167 PARAMETRIC TECHNOLOGY CORP COM NEW * 1 2,010,252 PARAMETRIC TECHNOLOGY CORP COM NEW * 3 15,927 PARKER DRILLING CO COM * 3 5,100 PARKER HANNIFIN CORP COM * 1 1,200 PARKER HANNIFIN CORP COM * 2 22,063 PARKER HANNIFIN CORP COM * 3 107,501 PARKER HANNIFIN CORP COM * 4 19,550 PARKER HANNIFIN CORP COM * 5 24,210 PARKER HANNIFIN CORP COM * 7 4,955 PARKWAY PPTYS INC COM 3 500 PARKWAY PPTYS INC COM 5 500 PARTNERRE LTD COM * 3 30,770 PARTNERRE LTD COM * 5 1,300 PARTNERS TR FINL GROUP INC N COM 1 1,800 PARTNERS TR FINL GROUP INC N COM 3 22,800 PATTERSON UTI ENERGY INC COM * 1 1,900 PATTERSON UTI ENERGY INC COM * 2 51,100 PATTERSON UTI ENERGY INC COM * 3 44,700 PAYCHEX INC COM * 1 1,943 PAYCHEX INC COM * 2 81,712 PAYCHEX INC COM * 3 92,088 PAYCHEX INC COM * 7 2,500 PENFORD CORP COM 3 500 PENFORD CORP COM 5 500
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- PENGROWTH ENERGY TR TR UNIT NEW ADDED COM 706902509 695,745 35,461 35,461 PENN VA RESOURCES PARTNERS L COM COM 707884102 290,763 12,100 12,100 PENN WEST ENERGY TR TR UNIT * ADDED COM 707885109 2,402,019 65,248 65,248 PENNEY J C INC COM * COM 708160106 109,424 1,600 1,600 PENNEY J C INC COM * COM 708160106 2,726,231 39,863 39,863 PENNEY J C INC COM * COM 708160106 4,089,722 59,800 59,800 PENNSYLVANIA RL ESTATE INVT SH BEN INT COM 709102107 732,204 17,200 17,200 PENNSYLVANIA RL ESTATE INVT SH BEN INT COM 709102107 80,883 1,900 1,900 PEOPLES ENERGY CORP COM * COM 711030106 1,364,377 33,564 33,564 PEPCO HOLDINGS INC COM * COM 713291102 1,528,366 63,234 63,234 PEPCO HOLDINGS INC COM * COM 713291102 99,097 4,100 4,100 PEPSI BOTTLING GROUP INC COM * COM 713409100 150,059 4,227 4,227 PEPSI BOTTLING GROUP INC COM * COM 713409100 3,293,903 92,786 92,786 PEPSI BOTTLING GROUP INC COM * COM 713409100 4,509,139 127,018 127,018 PEPSICO INC COM * COM 713448108 6,351,821 97,331 97,331 PEPSICO INC COM * COM 713448108 10,505,359 160,977 160,977 PEPSICO INC COM * COM 713448108 18,491,421 283,350 283,350 PEPSICO INC COM * COM 713448108 674,854 10,341 10,341 PERINI CORP COM COM 713839108 21,697,682 1,039,161 1,039,161 PERINI CORP COM COM 713839108 165,766 7,939 7,939 PEROT SYS CORP CL A * COM 714265105 16,725,767 1,212,891 1,212,891 PEROT SYS CORP CL A * COM 714265105 155,951 11,309 11,309 PERRIGO CO COM * COM 714290103 7,012,004 413,200 413,200 PERRIGO CO COM * COM 714290103 54,304 3,200 3,200 PETCO ANIMAL SUPPLIES COM NEW * COM 716016209 1,289,495 45,040 45,040 PETCO ANIMAL SUPPLIES COM NEW * COM 716016209 22,904 800 800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS COM 71646M102 285,132 28,315 28,315 PETRO-CDA COM * COM 71644E102 9,348,792 230,760 230,760 PETROCHINA CO LTD SPONSORED ADR * COM 71646E100 4,785,904 44,458 44,458 PETROCHINA CO LTD SPONSORED ADR * COM 71646E100 53,825 500 500 PETROHAWK ENERGY CORP COM * COM 716495106 13,728 1,320 1,320 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * COM 71654V408 213,447,527 2,546,195 2,546,195 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * COM 71654V408 28,154,306 335,850 335,850 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * COM 71654V101 528,129 6,300 6,300 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * COM 71654V101 291,392,409 3,475,992 3,475,992 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * COM 71654V101 383,943,747 4,580,028 4,580,028 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * COM 71654V101 18,518,047 220,900 220,900 PFIZER INC COM * COM 717081103 21,994,371 775,542 775,542 PFIZER INC COM * COM 717081103 21,669,933 764,102 764,102 PFIZER INC COM * COM 717081103 51,137,958 1,803,172 1,803,172 PFIZER INC COM * COM 717081103 2,397,016 84,521 84,521 PFIZER INC COM * COM 717081103 3,811,868 134,410 134,410 PFIZER INC COM * COM 717081103 956,441 33,725 33,725 PG&E CORP COM * COM 69331C108 2,374,050 57,000 57,000 PG&E CORP COM * COM 69331C108 1,850,010 44,418 44,418 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT * COM 71712A206 1,205,100 15,450 15,450 PHELPS DODGE CORP COM * COM 717265102 168,553 1,990 1,990 PHELPS DODGE CORP COM * COM 717265102 3,821,918 45,123 45,123 PHELPS DODGE CORP COM * COM 717265102 5,798,223 68,456 68,456 PHELPS DODGE CORP COM * COM 717265102 76,230 900 900 PHI INC COM NON VTG COM 69336T205 39,611 1,300 1,300 PHILADELPHIA CONS HLDG CORP COM COM 717528103 95,376 2,400 2,400 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR * COM 718252604 56,628 1,300 1,300 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR * COM 718252604 688,248 15,800 15,800 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR * COM 718252604 78,408 1,800 1,800 PHOENIX COS INC NEW COM * COM 71902E109 744,800 53,200 53,200 PHOENIX COS INC NEW COM * COM 71902E109 67,200 4,800 4,800 PIER 1 IMPORTS INC COM * COM 720279108 218,890 29,500 29,500 PILGRIMS PRIDE CORP COM * COM 721467108 393,840 14,400 14,400 PILGRIMS PRIDE CORP COM * COM 721467108 54,700 2,000 2,000 PINNACLE ENTMT INC COM * COM 723456109 8,002,221 284,574 284,574 PINNACLE ENTMT INC COM * COM 723456109 54,159 1,926 1,926 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ PENGROWTH ENERGY TR TR UNIT NEW ADDED 3 35,461 PENN VA RESOURCES PARTNERS L COM 3 12,100 PENN WEST ENERGY TR TR UNIT * ADDED 3 65,248 PENNEY J C INC COM * 1 1,600 PENNEY J C INC COM * 2 39,863 PENNEY J C INC COM * 3 59,800 PENNSYLVANIA RL ESTATE INVT SH BEN INT 3 17,200 PENNSYLVANIA RL ESTATE INVT SH BEN INT 5 1,900 PEOPLES ENERGY CORP COM * 3 33,564 PEPCO HOLDINGS INC COM * 3 63,234 PEPCO HOLDINGS INC COM * 5 4,100 PEPSI BOTTLING GROUP INC COM * 1 4,227 PEPSI BOTTLING GROUP INC COM * 2 92,786 PEPSI BOTTLING GROUP INC COM * 3 127,018 PEPSICO INC COM * 1 97,331 PEPSICO INC COM * 2 160,977 PEPSICO INC COM * 3 283,350 PEPSICO INC COM * 7 10,341 PERINI CORP COM 1 1,039,161 PERINI CORP COM 3 7,939 PEROT SYS CORP CL A * 1 1,212,891 PEROT SYS CORP CL A * 3 11,309 PERRIGO CO COM * 1 413,200 PERRIGO CO COM * 3 3,200 PETCO ANIMAL SUPPLIES COM NEW * 1 45,040 PETCO ANIMAL SUPPLIES COM NEW * 3 800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 3 28,315 PETRO-CDA COM * 3 230,760 PETROCHINA CO LTD SPONSORED ADR * 3 44,458 PETROCHINA CO LTD SPONSORED ADR * 7 500 PETROHAWK ENERGY CORP COM * 2 1,320 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * 2 2,546,195 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * 3 335,850 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * 1 6,300 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * 2 3,475,992 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * 3 4,580,028 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR * 5 220,900 PFIZER INC COM * 1 775,542 PFIZER INC COM * 2 764,102 PFIZER INC COM * 3 1,803,172 PFIZER INC COM * 4 84,521 PFIZER INC COM * 5 134,410 PFIZER INC COM * 7 33,725 PG&E CORP COM * 2 57,000 PG&E CORP COM * 3 44,418 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT * 7 15,450 PHELPS DODGE CORP COM * 1 1,990 PHELPS DODGE CORP COM * 2 45,123 PHELPS DODGE CORP COM * 3 68,456 PHELPS DODGE CORP COM * 5 900 PHI INC COM NON VTG 3 1,300 PHILADELPHIA CONS HLDG CORP COM 3 2,400 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR * 1 1,300 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR * 3 15,800 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR * 7 1,800 PHOENIX COS INC NEW COM * 3 53,200 PHOENIX COS INC NEW COM * 5 4,800 PIER 1 IMPORTS INC COM * 3 29,500 PILGRIMS PRIDE CORP COM * 3 14,400 PILGRIMS PRIDE CORP COM * 5 2,000 PINNACLE ENTMT INC COM * 1 284,574 PINNACLE ENTMT INC COM * 3 1,926
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- PINNACLE WEST CAP CORP COM * COM 723484101 1,245,182 27,640 27,640 PINNACLE WEST CAP CORP COM * COM 723484101 99,110 2,200 2,200 PIONEER NAT RES CO COM * COM 723787107 35,208 900 900 PIONEER NAT RES CO COM * COM 723787107 309,048 7,900 7,900 PITNEY BOWES INC COM * COM 724479100 66,555 1,500 1,500 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * COM 726503105 69,225 1,500 1,500 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * COM 726503105 1,949,099 42,234 42,234 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * COM 726503105 5,701,602 123,545 123,545 PLANTRONICS INC NEW COM * COM 727493108 23,964 1,367 1,367 PLANTRONICS INC NEW COM * COM 727493108 499,798 28,511 28,511 PLANTRONICS INC NEW COM * COM 727493108 743,079 42,389 42,389 PLATINUM UNDERWRITER HLDGS L COM * COM G7127P100 737,145 23,910 23,910 PMC COML TR SH BEN INT COM 693434102 21,000 1,500 1,500 PMC COML TR SH BEN INT COM 693434102 8,400 600 600 PMI GROUP INC COM * COM 69344M101 48,191 1,100 1,100 PNM RES INC COM * COM 69349H107 28,106,099 1,019,445 1,019,445 PNM RES INC COM * COM 69349H107 262,053 9,505 9,505 PNM RES INC COM * COM 69349H107 46,869 1,700 1,700 POGO PRODUCING CO COM * COM 730448107 2,013,757 49,176 49,176 POLARIS INDS INC COM * COM 731068102 354,960 8,626 8,626 POLARIS INDS INC COM * COM 731068102 135,672 3,297 3,297 POLYMEDICA CORP COM * COM 731738100 16,005,203 373,866 373,866 POLYMEDICA CORP COM * COM 731738100 129,886 3,034 3,034 POMEROY IT SOLUTIONS INC COM * COM 731822102 52,352 6,400 6,400 POOL CORPORATION COM * COM 73278L105 23,100 600 600 POPULAR INC COM * COM 733174106 30,210 1,554 1,554 POPULAR INC COM * COM 733174106 527,718 27,146 27,146 POPULAR INC COM * COM 733174106 1,643,010 84,517 84,517 POPULAR INC COM * COM 733174106 134,136 6,900 6,900 POSCO SPONSORED ADR * COM 693483109 131,613 2,027 2,027 POSCO SPONSORED ADR * COM 693483109 4,131,171 63,625 63,625 POSCO SPONSORED ADR * COM 693483109 1,139,781 17,554 17,554 POSCO SPONSORED ADR * COM 693483109 64,930 1,000 1,000 POTLATCH CORP NEW COM * COM 737630103 44,520 1,200 1,200 POWERSHARES ETF TRUST WATER RESOURCE * COM 73935X575 74,066 4,380 4,380 POZEN INC COM * COM 73941U102 1,976,582 153,700 153,700 PPG INDS INC COM * COM 693506107 630,552 9,400 9,400 PPG INDS INC COM * COM 693506107 2,983,517 44,477 44,477 PPG INDS INC COM * COM 693506107 20,124 300 300 PRAXAIR INC COM * COM 74005P104 130,152 2,200 2,200 PRAXAIR INC COM * COM 74005P104 2,592,569 43,823 43,823 PRAXAIR INC COM * COM 74005P104 5,078,531 85,844 85,844 PRECISION DRILLING TR TR UNIT * COM 740215108 1,256,799 40,673 40,673 PRICE T ROWE GROUP INC COM * COM 74144T108 124,410 2,600 2,600 PRICE T ROWE GROUP INC COM * COM 74144T108 3,085,464 64,482 64,482 PRICE T ROWE GROUP INC COM * COM 74144T108 4,874,862 101,878 101,878 PROCTER & GAMBLE CO COM * COM 742718109 23,399,433 377,532 377,532 PROCTER & GAMBLE CO COM * COM 742718109 21,304,571 343,733 343,733 PROCTER & GAMBLE CO COM * COM 742718109 34,895,794 563,017 563,017 PROCTER & GAMBLE CO COM * COM 742718109 1,462,728 23,600 23,600 PROCTER & GAMBLE CO COM * COM 742718109 783,737 12,645 12,645 PROGENICS PHARMACEUTICALS IN COM * COM 743187106 5,252,694 223,900 223,900 PROGRESS ENERGY INC COM * COM 743263105 207,069 4,563 4,563 PROGRESS ENERGY INC COM * COM 743263105 2,182,007 48,083 48,083 PROGRESS ENERGY INC COM * COM 743263105 8,545,417 188,308 188,308 PROGRESS ENERGY INC COM * COM 743263105 77,146 1,700 1,700 PROGRESS SOFTWARE CORP COM * COM 743312100 46,800 1,800 1,800 PROGRESSIVE CORP OHIO COM * COM 743315103 1,069,650 43,588 43,588 PROGRESSIVE CORP OHIO COM * COM 743315103 557,156 22,704 22,704 PROLOGIS SH BEN INT * COM 743410102 2,158,009 37,820 37,820 PROQUEST COMPANY COM * COM 74346P102 14,569 1,119 1,119 PROQUEST COMPANY COM * COM 74346P102 1,302 100 100 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ PINNACLE WEST CAP CORP COM * 3 27,640 PINNACLE WEST CAP CORP COM * 5 2,200 PIONEER NAT RES CO COM * 2 900 PIONEER NAT RES CO COM * 3 7,900 PITNEY BOWES INC COM * 3 1,500 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * 1 1,500 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * 2 42,234 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * 3 123,545 PLANTRONICS INC NEW COM * 1 1,367 PLANTRONICS INC NEW COM * 2 28,511 PLANTRONICS INC NEW COM * 3 42,389 PLATINUM UNDERWRITER HLDGS L COM * 3 23,910 PMC COML TR SH BEN INT 3 1,500 PMC COML TR SH BEN INT 5 600 PMI GROUP INC COM * 3 1,100 PNM RES INC COM * 1 1,019,445 PNM RES INC COM * 3 9,505 PNM RES INC COM * 5 1,700 POGO PRODUCING CO COM * 3 49,176 POLARIS INDS INC COM * 2 8,626 POLARIS INDS INC COM * 3 3,297 POLYMEDICA CORP COM * 1 373,866 POLYMEDICA CORP COM * 3 3,034 POMEROY IT SOLUTIONS INC COM * 3 6,400 POOL CORPORATION COM * 1 600 POPULAR INC COM * 1 1,554 POPULAR INC COM * 2 27,146 POPULAR INC COM * 3 84,517 POPULAR INC COM * 5 6,900 POSCO SPONSORED ADR * 1 2,027 POSCO SPONSORED ADR * 3 63,625 POSCO SPONSORED ADR * 5 17,554 POSCO SPONSORED ADR * 7 1,000 POTLATCH CORP NEW COM * 3 1,200 POWERSHARES ETF TRUST WATER RESOURCE * 7 4,380 POZEN INC COM * 3 153,700 PPG INDS INC COM * 2 9,400 PPG INDS INC COM * 3 44,477 PPG INDS INC COM * 7 300 PRAXAIR INC COM * 1 2,200 PRAXAIR INC COM * 2 43,823 PRAXAIR INC COM * 3 85,844 PRECISION DRILLING TR TR UNIT * 3 40,673 PRICE T ROWE GROUP INC COM * 1 2,600 PRICE T ROWE GROUP INC COM * 2 64,482 PRICE T ROWE GROUP INC COM * 3 101,878 PROCTER & GAMBLE CO COM * 1 377,532 PROCTER & GAMBLE CO COM * 2 343,733 PROCTER & GAMBLE CO COM * 3 563,017 PROCTER & GAMBLE CO COM * 4 23,600 PROCTER & GAMBLE CO COM * 7 12,645 PROGENICS PHARMACEUTICALS IN COM * 3 223,900 PROGRESS ENERGY INC COM * 1 4,563 PROGRESS ENERGY INC COM * 2 48,083 PROGRESS ENERGY INC COM * 3 188,308 PROGRESS ENERGY INC COM * 5 1,700 PROGRESS SOFTWARE CORP COM * 3 1,800 PROGRESSIVE CORP OHIO COM * 2 43,588 PROGRESSIVE CORP OHIO COM * 3 22,704 PROLOGIS SH BEN INT * 3 37,820 PROQUEST COMPANY COM * 1 1,119 PROQUEST COMPANY COM * 2 100
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- PROQUEST COMPANY COM * COM 74346P102 152,334 11,700 11,700 PROVIDENT ENERGY TR TR UNIT * COM 74386K104 16,407 1,400 1,400 PRUDENTIAL FINL INC COM * COM 744320102 17,533,688 229,950 229,950 PRUDENTIAL FINL INC COM * COM 744320102 2,060,199 27,019 27,019 PRUDENTIAL FINL INC COM * COM 744320102 1,093,425 14,340 14,340 PRUDENTIAL FINL INC COM * COM 744320102 505,690 6,632 6,632 PSS WORLD MED INC COM * COM 69366A100 51,974 2,600 2,600 PSS WORLD MED INC COM * COM 69366A100 511,744 25,600 25,600 PSS WORLD MED INC COM * COM 69366A100 1,097,451 54,900 54,900 PSYCHIATRIC SOLUTIONS INC COM * COM 74439H108 12,711,002 372,866 372,866 PSYCHIATRIC SOLUTIONS INC COM * COM 74439H108 103,429 3,034 3,034 PT INDOSAT TBK SPONSORED ADR * COM 744383100 10,904 400 400 PT INDOSAT TBK SPONSORED ADR * COM 744383100 2,726 100 100 PUBLIC STORAGE INC COM * COM 74460D109 124,342 1,446 1,446 PUBLIC STORAGE INC COM * COM 74460D109 4,118,921 47,900 47,900 PUBLIC STORAGE INC COM * COM 74460D109 5,183,907 60,285 60,285 PUGET ENERGY INC NEW COM * COM 745310102 1,031,533 45,382 45,382 PUGET ENERGY INC NEW COM * COM 745310102 56,825 2,500 2,500 PULTE HOMES INC COM * COM 745867101 111,510 3,500 3,500 PULTE HOMES INC COM * COM 745867101 111,510 3,500 3,500 PXRE GROUP LTD COM * COM G73018106 90,640 22,000 22,000 QLOGIC CORP COM * COM 747277101 1,757,700 93,000 93,000 QLOGIC CORP COM * COM 747277101 11,340 600 600 QLOGIC CORP COM * COM 747277101 364,846 19,304 19,304 QUAKER CHEM CORP COM COM 747316107 31,120 1,600 1,600 QUALCOMM INC COM * COM 747525103 1,862,647 51,242 51,242 QUALCOMM INC COM * COM 747525103 6,496,327 178,716 178,716 QUALCOMM INC COM * COM 747525103 11,412,192 313,953 313,953 QUALCOMM INC COM * COM 747525103 399,850 11,000 11,000 QUEBECOR WORLD INC COM NON-VTG * COM 748203106 741,846 70,746 70,746 QUEBECOR WORLD INC COM NON-VTG * COM 748203106 15,729 1,500 1,500 QUEST DIAGNOSTICS INC COM * COM 74834L100 353,138 5,774 5,774 QUEST DIAGNOSTICS INC COM * COM 74834L100 2,437,654 39,857 39,857 QUEST DIAGNOSTICS INC COM * COM 74834L100 4,678,557 76,497 76,497 QUEST SOFTWARE INC COM * COM 74834T103 14,280 1,000 1,000 QUICKSILVER RESOURCES INC COM * COM 74837R104 12,848,969 402,789 402,789 QUICKSILVER RESOURCES INC COM * COM 74837R104 9,808,740 307,484 307,484 QUICKSILVER RESOURCES INC COM * COM 74837R104 1,972,058 61,820 61,820 QUICKSILVER RESOURCES INC COM * COM 74837R104 2,976,270 93,300 93,300 QUICKSILVER RESOURCES INC COM * COM 74837R104 888,415 27,850 27,850 QUINENCO S A SPONSORED ADR COM 748718103 58,898 4,900 4,900 QWEST COMMUNICATIONS INTL IN COM * COM 749121109 2,191,336 251,300 251,300 QWEST COMMUNICATIONS INTL IN COM * COM 749121109 181,376 20,800 20,800 R & G FINANCIAL CORP CL B * COM 749136107 91,635 12,300 12,300 R H DONNELLEY CORP COM NEW * COM 74955W307 74,060 1,400 1,400 RADIAN GROUP INC COM * COM 750236101 60,000 1,000 1,000 RADIOSHACK CORP COM * COM 750438103 379,592 19,668 19,668 RADVISION LTD ORD * COM M81869105 30,773 1,865 1,865 RAIT INVT TR COM COM 749227104 28,850 1,000 1,000 RAIT INVT TR COM COM 749227104 28,850 1,000 1,000 RALCORP HLDGS INC NEW COM * COM 751028101 12,408,277 257,273 257,273 RALCORP HLDGS INC NEW COM * COM 751028101 102,585 2,127 2,127 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM 751452202 25,560 800 800 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM 751452202 25,560 800 800 RANGE RES CORP COM * COM 75281A109 2,693,108 106,700 106,700 RANGE RES CORP COM * COM 75281A109 37,860 1,500 1,500 RANGE RES CORP COM * COM 75281A109 1,761,601 69,794 69,794 RARE HOSPITALITY INTL INC COM * COM 753820109 19,811,804 648,292 648,292 RARE HOSPITALITY INTL INC COM * COM 753820109 122,484 4,008 4,008 RAYONIER INC COM * COM 754907103 676,620 17,900 17,900 REALNETWORKS INC COM * COM 75605L104 33,952 3,200 3,200 REALNETWORKS INC COM * COM 75605L104 635,539 59,900 59,900 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ PROQUEST COMPANY COM * 3 11,700 PROVIDENT ENERGY TR TR UNIT * 3 1,400 PRUDENTIAL FINL INC COM * 1 229,950 PRUDENTIAL FINL INC COM * 3 27,019 PRUDENTIAL FINL INC COM * 4 14,340 PRUDENTIAL FINL INC COM * 7 6,632 PSS WORLD MED INC COM * 1 2,600 PSS WORLD MED INC COM * 2 25,600 PSS WORLD MED INC COM * 3 54,900 PSYCHIATRIC SOLUTIONS INC COM * 1 372,866 PSYCHIATRIC SOLUTIONS INC COM * 3 3,034 PT INDOSAT TBK SPONSORED ADR * 1 400 PT INDOSAT TBK SPONSORED ADR * 7 100 PUBLIC STORAGE INC COM * 1 1,446 PUBLIC STORAGE INC COM * 2 47,900 PUBLIC STORAGE INC COM * 3 60,285 PUGET ENERGY INC NEW COM * 3 45,382 PUGET ENERGY INC NEW COM * 5 2,500 PULTE HOMES INC COM * 3 3,500 PULTE HOMES INC COM * 5 3,500 PXRE GROUP LTD COM * 3 22,000 QLOGIC CORP COM * 1 93,000 QLOGIC CORP COM * 2 600 QLOGIC CORP COM * 3 19,304 QUAKER CHEM CORP COM 3 1,600 QUALCOMM INC COM * 1 51,242 QUALCOMM INC COM * 2 178,716 QUALCOMM INC COM * 3 313,953 QUALCOMM INC COM * 7 11,000 QUEBECOR WORLD INC COM NON-VTG * 3 70,746 QUEBECOR WORLD INC COM NON-VTG * 5 1,500 QUEST DIAGNOSTICS INC COM * 1 5,774 QUEST DIAGNOSTICS INC COM * 2 39,857 QUEST DIAGNOSTICS INC COM * 3 76,497 QUEST SOFTWARE INC COM * 2 1,000 QUICKSILVER RESOURCES INC COM * 1 402,789 QUICKSILVER RESOURCES INC COM * 3 307,484 QUICKSILVER RESOURCES INC COM * 4 61,820 QUICKSILVER RESOURCES INC COM * 5 93,300 QUICKSILVER RESOURCES INC COM * 7 27,850 QUINENCO S A SPONSORED ADR 7 4,900 QWEST COMMUNICATIONS INTL IN COM * 2 251,300 QWEST COMMUNICATIONS INTL IN COM * 3 20,800 R & G FINANCIAL CORP CL B * 3 12,300 R H DONNELLEY CORP COM NEW * 3 1,400 RADIAN GROUP INC COM * 3 1,000 RADIOSHACK CORP COM * 3 19,668 RADVISION LTD ORD * 3 1,865 RAIT INVT TR COM 3 1,000 RAIT INVT TR COM 5 1,000 RALCORP HLDGS INC NEW COM * 1 257,273 RALCORP HLDGS INC NEW COM * 3 2,127 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 3 800 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 5 800 RANGE RES CORP COM * 1 106,700 RANGE RES CORP COM * 2 1,500 RANGE RES CORP COM * 3 69,794 RARE HOSPITALITY INTL INC COM * 1 648,292 RARE HOSPITALITY INTL INC COM * 3 4,008 RAYONIER INC COM * 3 17,900 REALNETWORKS INC COM * 1 3,200 REALNETWORKS INC COM * 2 59,900
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- REALNETWORKS INC COM * COM 75605L104 923,070 87,000 87,000 REALTY INCOME CORP COM COM 756109104 451,600 18,276 18,276 REDDY ICE HLDGS INC COM COM 75734R105 16,940 700 700 REDDY ICE HLDGS INC COM COM 75734R105 16,940 700 700 REDWOOD TR INC COM * COM 758075402 861,579 17,105 17,105 REGAL ENTMT GROUP CL A * COM 758766109 305,228 15,400 15,400 REGAL ENTMT GROUP CL A * COM 758766109 101,082 5,100 5,100 REGIONS FINANCIAL CORP NEW COM * COM 7591EP100 106,765 2,902 2,902 REGIONS FINANCIAL CORP NEW COM * COM 7591EP100 3,766,229 102,371 102,371 REGIONS FINANCIAL CORP NEW COM * COM 7591EP100 3,293,220 89,514 89,514 REGIS CORP MINN COM * COM 758932107 14,546,604 405,763 405,763 REGIS CORP MINN COM * COM 758932107 101,706 2,837 2,837 REINSURANCE GROUP AMER INC COM * COM 759351109 53,173,827 1,023,952 1,023,952 REINSURANCE GROUP AMER INC COM * COM 759351109 1,308,636 25,200 25,200 REINSURANCE GROUP AMER INC COM * COM 759351109 1,414,365 27,236 27,236 RENAISSANCERE HOLDINGS LTD COM * COM G7496G103 2,602,080 46,800 46,800 RENAISSANCERE HOLDINGS LTD COM * COM G7496G103 27,800 500 500 RENT A CTR INC NEW COM * COM 76009N100 16,308,672 556,800 556,800 RENT A CTR INC NEW COM * COM 76009N100 934,351 31,900 31,900 RENT A CTR INC NEW COM * COM 76009N100 1,367,843 46,700 46,700 REPUBLIC AWYS HLDGS INC COM COM 760276105 22,163,057 1,428,032 1,428,032 REPUBLIC AWYS HLDGS INC COM COM 760276105 157,807 10,168 10,168 RESEARCH IN MOTION LTD COM * COM 760975102 1,815,184 17,599 17,599 RESEARCH IN MOTION LTD COM * COM 760975102 113,455 1,100 1,100 REYNOLDS AMERICAN INC COM * COM 761713106 24,788 400 400 REYNOLDS AMERICAN INC COM * COM 761713106 788,444 12,723 12,723 RIGHTNOW TECHNOLOGIES INC COM * COM 76657R106 35,481,155 2,272,976 2,272,976 RIGHTNOW TECHNOLOGIES INC COM * COM 76657R106 270,428 17,324 17,324 RIO TINTO PLC SPONSORED ADR * COM 767204100 93,488 493 493 RITCHIE BROS AUCTIONEERS COM COM 767744105 15,714,041 291,896 291,896 RITCHIE BROS AUCTIONEERS COM COM 767744105 129,418 2,404 2,404 ROCK-TENN CO CL A COM 772739207 305,514 15,430 15,430 ROCK-TENN CO CL A COM 772739207 21,780 1,100 1,100 ROCKWELL AUTOMATION INC COM * COM 773903109 108,996 1,876 1,876 ROCKWELL AUTOMATION INC COM * COM 773903109 2,312,380 39,800 39,800 ROCKWELL AUTOMATION INC COM * COM 773903109 4,204,929 72,374 72,374 ROCKWELL COLLINS INC COM * COM 774341101 54,840 1,000 1,000 ROCKWELL COLLINS INC COM * COM 774341101 608,724 11,100 11,100 ROCKWELL COLLINS INC COM * COM 774341101 164,520 3,000 3,000 ROFIN SINAR TECHNOLOGIES INC COM * COM 775043102 19,867,901 326,936 326,936 ROFIN SINAR TECHNOLOGIES INC COM * COM 775043102 149,737 2,464 2,464 ROGERS COMMUNICATIONS INC CL B * COM 775109200 2,985,635 54,200 54,200 ROHM & HAAS CO COM * COM 775371107 108,905 2,300 2,300 ROHM & HAAS CO COM * COM 775371107 214,827 4,537 4,537 ROHM & HAAS CO COM * COM 775371107 3,701,018 78,163 78,163 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR COM 778529107 1,087,242 36,121 36,121 ROYAL BK CDA MONTREAL QUE COM * COM 780087102 4,015,167 90,100 90,100 ROYAL BK CDA MONTREAL QUE COM * COM 780087102 273,976 6,148 6,148 ROYAL CARIBBEAN CRUISES LTD COM * COM V7780T103 1,364,094 35,148 35,148 ROYAL CARIBBEAN CRUISES LTD COM * COM V7780T103 960,625 24,752 24,752 RUDDICK CORP COM COM 781258108 91,105 3,500 3,500 RUDDICK CORP COM COM 781258108 91,105 3,500 3,500 RYDER SYS INC COM * COM 783549108 62,016 1,200 1,200 RYDER SYS INC COM * COM 783549108 1,033,600 20,000 20,000 RYDER SYS INC COM * COM 783549108 3,269,845 63,271 63,271 RYDER SYS INC COM * COM 783549108 108,528 2,100 2,100 RYERSON INC COM * COM 78375P107 177,834 8,124 8,124 SADIA S A SP ADR PFD 30 COM 786326108 13,835 500 500 SADIA S A SP ADR PFD 30 COM 786326108 546,704 19,758 19,758 SADIA S A SP ADR PFD 30 COM 786326108 47,039 1,700 1,700 SAFECO CORP COM * COM 786429100 29,465 500 500 SAFETY INS GROUP INC COM COM 78648T100 306,558 6,300 6,300 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ REALNETWORKS INC COM * 3 87,000 REALTY INCOME CORP COM 3 18,276 REDDY ICE HLDGS INC COM 3 700 REDDY ICE HLDGS INC COM 5 700 REDWOOD TR INC COM * 3 17,105 REGAL ENTMT GROUP CL A * 2 15,400 REGAL ENTMT GROUP CL A * 3 5,100 REGIONS FINANCIAL CORP NEW COM * 1 2,902 REGIONS FINANCIAL CORP NEW COM * 2 102,371 REGIONS FINANCIAL CORP NEW COM * 3 89,514 REGIS CORP MINN COM * 1 405,763 REGIS CORP MINN COM * 3 2,837 REINSURANCE GROUP AMER INC COM * 1 1,023,952 REINSURANCE GROUP AMER INC COM * 2 25,200 REINSURANCE GROUP AMER INC COM * 3 27,236 RENAISSANCERE HOLDINGS LTD COM * 1 46,800 RENAISSANCERE HOLDINGS LTD COM * 3 500 RENT A CTR INC NEW COM * 1 556,800 RENT A CTR INC NEW COM * 2 31,900 RENT A CTR INC NEW COM * 3 46,700 REPUBLIC AWYS HLDGS INC COM 1 1,428,032 REPUBLIC AWYS HLDGS INC COM 3 10,168 RESEARCH IN MOTION LTD COM * 3 17,599 RESEARCH IN MOTION LTD COM * 4 1,100 REYNOLDS AMERICAN INC COM * 2 400 REYNOLDS AMERICAN INC COM * 3 12,723 RIGHTNOW TECHNOLOGIES INC COM * 1 2,272,976 RIGHTNOW TECHNOLOGIES INC COM * 3 17,324 RIO TINTO PLC SPONSORED ADR * 2 493 RITCHIE BROS AUCTIONEERS COM 1 291,896 RITCHIE BROS AUCTIONEERS COM 3 2,404 ROCK-TENN CO CL A 3 15,430 ROCK-TENN CO CL A 5 1,100 ROCKWELL AUTOMATION INC COM * 1 1,876 ROCKWELL AUTOMATION INC COM * 2 39,800 ROCKWELL AUTOMATION INC COM * 3 72,374 ROCKWELL COLLINS INC COM * 1 1,000 ROCKWELL COLLINS INC COM * 2 11,100 ROCKWELL COLLINS INC COM * 3 3,000 ROFIN SINAR TECHNOLOGIES INC COM * 1 326,936 ROFIN SINAR TECHNOLOGIES INC COM * 3 2,464 ROGERS COMMUNICATIONS INC CL B * 3 54,200 ROHM & HAAS CO COM * 1 2,300 ROHM & HAAS CO COM * 2 4,537 ROHM & HAAS CO COM * 3 78,163 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 3 36,121 ROYAL BK CDA MONTREAL QUE COM * 3 90,100 ROYAL BK CDA MONTREAL QUE COM * 7 6,148 ROYAL CARIBBEAN CRUISES LTD COM * 2 35,148 ROYAL CARIBBEAN CRUISES LTD COM * 3 24,752 RUDDICK CORP COM 3 3,500 RUDDICK CORP COM 5 3,500 RYDER SYS INC COM * 1 1,200 RYDER SYS INC COM * 2 20,000 RYDER SYS INC COM * 3 63,271 RYDER SYS INC COM * 5 2,100 RYERSON INC COM * 3 8,124 SADIA S A SP ADR PFD 30 1 500 SADIA S A SP ADR PFD 30 3 19,758 SADIA S A SP ADR PFD 30 5 1,700 SAFECO CORP COM * 3 500 SAFETY INS GROUP INC COM 2 6,300
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- SAFEWAY INC COM NEW * COM 786514208 133,540 4,400 4,400 SAFEWAY INC COM NEW * COM 786514208 2,100,220 69,200 69,200 SAIA INC COM ADDED COM 78709Y105 39,120 1,200 1,200 SAIA INC COM ADDED COM 78709Y105 398,698 12,230 12,230 SAIA INC COM ADDED COM 78709Y105 937,902 28,770 28,770 SAKS INC COM * COM 79377W108 98,496 5,700 5,700 SALIX PHARMACEUTICALS INC COM * COM 795435106 21,162,089 1,560,626 1,560,626 SALIX PHARMACEUTICALS INC COM * COM 795435106 162,367 11,974 11,974 SAN PAOLO-IMI S P A SPONSORED ADR COM 799175104 87,099 2,062 2,062 SANDERSON FARMS INC COM * COM 800013104 16,180 500 500 SANDERSON FARMS INC COM * COM 800013104 16,180 500 500 SANDISK CORP COM * COM 80004C101 662,397 12,372 12,372 SANDISK CORP COM * COM 80004C101 524,906 9,804 9,804 SANDISK CORP COM * COM 80004C101 31,053 580 580 SANMINA SCI CORP COM * COM 800907107 270,028 72,200 72,200 SANMINA SCI CORP COM * COM 800907107 64,328 17,200 17,200 SANOFI AVENTIS SPONSORED ADR * COM 80105N105 65,593 1,475 1,475 SAP AKTIENGESELLSCHAFT SPONSORED ADR * COM 803054204 67,667 1,367 1,367 SARA LEE CORP COM * COM 803111103 105,146 6,543 6,543 SARA LEE CORP COM * COM 803111103 1,713,689 106,639 106,639 SARA LEE CORP COM * COM 803111103 3,316,109 206,354 206,354 SARA LEE CORP COM * COM 803111103 99,634 6,200 6,200 SARA LEE CORP COM * COM 803111103 10,221 636 636 SATYAM COMPUTER SERVICES LTD ADR * COM 804098101 39,116 2,022 2,022 SATYAM COMPUTER SERVICES LTD ADR * COM 804098101 15,420,886 797,151 797,151 SATYAM COMPUTER SERVICES LTD ADR * COM 804098101 303,717 15,700 15,700 SATYAM COMPUTER SERVICES LTD ADR * COM 804098101 586,154 30,300 30,300 SATYAM COMPUTER SERVICES LTD ADR * COM 804098101 11,663,874 602,940 602,940 SATYAM COMPUTER SERVICES LTD ADR * COM 804098101 29,018 1,500 1,500 SAXON CAP INC NEW COM * COM 80556T106 449,280 32,000 32,000 SBA COMMUNICATIONS CORP COM * COM 78388J106 11,465,123 471,234 471,234 SBA COMMUNICATIONS CORP COM * COM 78388J106 89,194 3,666 3,666 SCANA CORP NEW COM * COM 80589M102 871,443 21,640 21,640 SCANA CORP NEW COM * COM 80589M102 64,432 1,600 1,600 SCANSOURCE INC COM * COM 806037107 42,462 1,400 1,400 SCHERING PLOUGH CORP COM * COM 806605101 19,859 899 899 SCHLUMBERGER LTD COM * COM 806857108 231,372 3,730 3,730 SCHLUMBERGER LTD COM * COM 806857108 4,479,993 72,223 72,223 SCHLUMBERGER LTD COM * COM 806857108 5,995,200 96,650 96,650 SCHLUMBERGER LTD COM * COM 806857108 99,248 1,600 1,600 SCHLUMBERGER LTD COM * COM 806857108 74,436 1,200 1,200 SCHNITZER STL INDS CL A * COM 806882106 15,091,512 478,488 478,488 SCHNITZER STL INDS CL A * COM 806882106 123,384 3,912 3,912 SCHULMAN A INC COM * COM 808194104 376,160 16,000 16,000 SCHULMAN A INC COM * COM 808194104 75,232 3,200 3,200 SCHULMAN A INC COM * COM 808194104 23,510 1,000 1,000 SCHWAB CHARLES CORP NEW COM * COM 808513105 14,041 784 784 SCHWAB CHARLES CORP NEW COM * COM 808513105 463,869 25,900 25,900 SCHWEITZER-MAUDUIT INTL INC COM * COM 808541106 176,514 9,300 9,300 SCIELE PHARMA INC COM * ADDED COM 808627103 24,925,094 1,322,988 1,322,988 SCIELE PHARMA INC COM * ADDED COM 808627103 199,930 10,612 10,612 SCIENTIFIC GAMES CORP CL A * COM 80874P109 61,691,141 1,939,973 1,939,973 SCIENTIFIC GAMES CORP CL A * COM 80874P109 499,451 15,706 15,706 SCOTTISH RE GROUP LIMITED SHS * ADDED COM G73537410 342,503 31,509 31,509 SCRIPPS E W CO OHIO CL A * COM 811054204 43,137 900 900 SCRIPPS E W CO OHIO CL A * COM 811054204 853,154 17,800 17,800 SEA CONTAINERS LTD CL A * COM 811371707 46,800 40,000 40,000 SEABOARD CORP COM COM 811543107 25,305 21 21 SEABOARD CORP COM COM 811543107 378,370 314 314 SEACOR HOLDINGS INC COM * COM 811904101 345,923 4,193 4,193 SEACOR HOLDINGS INC COM * COM 811904101 329,093 3,989 3,989 SEAGATE TECHNOLOGY SHS * COM G7945J104 1,282,650 55,550 55,550 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ SAFEWAY INC COM NEW * 2 4,400 SAFEWAY INC COM NEW * 3 69,200 SAIA INC COM ADDED 1 1,200 SAIA INC COM ADDED 2 12,230 SAIA INC COM ADDED 3 28,770 SAKS INC COM * 1 5,700 SALIX PHARMACEUTICALS INC COM * 1 1,560,626 SALIX PHARMACEUTICALS INC COM * 3 11,974 SAN PAOLO-IMI S P A SPONSORED ADR 2 2,062 SANDERSON FARMS INC COM * 3 500 SANDERSON FARMS INC COM * 5 500 SANDISK CORP COM * 1 12,372 SANDISK CORP COM * 3 9,804 SANDISK CORP COM * 4 580 SANMINA SCI CORP COM * 3 72,200 SANMINA SCI CORP COM * 5 17,200 SANOFI AVENTIS SPONSORED ADR * 2 1,475 SAP AKTIENGESELLSCHAFT SPONSORED ADR * 2 1,367 SARA LEE CORP COM * 1 6,543 SARA LEE CORP COM * 2 106,639 SARA LEE CORP COM * 3 206,354 SARA LEE CORP COM * 5 6,200 SARA LEE CORP COM * 7 636 SATYAM COMPUTER SERVICES LTD ADR * 2 2,022 SATYAM COMPUTER SERVICES LTD ADR * 3 797,151 SATYAM COMPUTER SERVICES LTD ADR * 4 15,700 SATYAM COMPUTER SERVICES LTD ADR * 5 30,300 SATYAM COMPUTER SERVICES LTD ADR * 6 602,940 SATYAM COMPUTER SERVICES LTD ADR * 7 1,500 SAXON CAP INC NEW COM * 3 32,000 SBA COMMUNICATIONS CORP COM * 1 471,234 SBA COMMUNICATIONS CORP COM * 3 3,666 SCANA CORP NEW COM * 3 21,640 SCANA CORP NEW COM * 5 1,600 SCANSOURCE INC COM * 3 1,400 SCHERING PLOUGH CORP COM * 3 899 SCHLUMBERGER LTD COM * 1 3,730 SCHLUMBERGER LTD COM * 2 72,223 SCHLUMBERGER LTD COM * 3 96,650 SCHLUMBERGER LTD COM * 4 1,600 SCHLUMBERGER LTD COM * 7 1,200 SCHNITZER STL INDS CL A * 1 478,488 SCHNITZER STL INDS CL A * 3 3,912 SCHULMAN A INC COM * 2 16,000 SCHULMAN A INC COM * 3 3,200 SCHULMAN A INC COM * 5 1,000 SCHWAB CHARLES CORP NEW COM * 3 784 SCHWAB CHARLES CORP NEW COM * 7 25,900 SCHWEITZER-MAUDUIT INTL INC COM * 3 9,300 SCIELE PHARMA INC COM * ADDED 1 1,322,988 SCIELE PHARMA INC COM * ADDED 3 10,612 SCIENTIFIC GAMES CORP CL A * 1 1,939,973 SCIENTIFIC GAMES CORP CL A * 3 15,706 SCOTTISH RE GROUP LIMITED SHS * ADDED 3 31,509 SCRIPPS E W CO OHIO CL A * 1 900 SCRIPPS E W CO OHIO CL A * 3 17,800 SEA CONTAINERS LTD CL A * 7 40,000 SEABOARD CORP COM 1 21 SEABOARD CORP COM 3 314 SEACOR HOLDINGS INC COM * 2 4,193 SEACOR HOLDINGS INC COM * 3 3,989 SEAGATE TECHNOLOGY SHS * 1 55,550
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- SEAGATE TECHNOLOGY SHS * COM G7945J104 41,562 1,800 1,800 SEAGATE TECHNOLOGY SHS * COM G7945J104 3,471,189 150,333 150,333 SEARS HLDGS CORP COM * COM 812350106 426,843 2,700 2,700 SEARS HLDGS CORP COM * COM 812350106 126,472 800 800 SELECT COMFORT CORP COM * COM 81616X103 341,328 15,600 15,600 SELECT COMFORT CORP COM * COM 81616X103 255,996 11,700 11,700 SELECTIVE INS GROUP INC COM * COM 816300107 587,022 11,158 11,158 SELECTIVE INS GROUP INC COM * COM 816300107 324,867 6,175 6,175 SEMPRA ENERGY COM * COM 816851109 70,350 1,400 1,400 SEMPRA ENERGY COM * COM 816851109 85,425 1,700 1,700 SENIOR HSG PPTYS TR SH BEN INT COM 81721M109 894,146 41,900 41,900 SENOMYX INC COM * COM 81724Q107 14,832,557 965,033 965,033 SENOMYX INC COM * COM 81724Q107 117,842 7,667 7,667 SENSIENT TECHNOLOGIES CORP COM * COM 81725T100 17,613 900 900 SENSIENT TECHNOLOGIES CORP COM * COM 81725T100 17,613 900 900 SEPRACOR INC COM * COM 817315104 15,016 310 310 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR * COM 81941Q203 150,000 10,000 10,000 SHAW COMMUNICATIONS INC CL B CONV * COM 82028K200 6,142,363 203,889 203,889 SHAW GROUP INC COM * COM 820280105 13,240,764 560,100 560,100 SHAW GROUP INC COM * COM 820280105 101,652 4,300 4,300 SHERWIN WILLIAMS CO COM * COM 824348106 89,248 1,600 1,600 SHERWIN WILLIAMS CO COM * COM 824348106 2,557,457 45,849 45,849 SHERWIN WILLIAMS CO COM * COM 824348106 2,897,827 51,951 51,951 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 116,740 1,300 1,300 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 3,563,264 39,680 39,680 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 1,649,806 18,372 18,372 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 3,563,264 39,680 39,680 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 627,702 6,990 6,990 SHIP FINANCE INTERNATIONAL L SHS * COM G81075106 1,463,804 73,558 73,558 SHIP FINANCE INTERNATIONAL L SHS * COM G81075106 67,660 3,400 3,400 SHIP FINANCE INTERNATIONAL L SHS * COM G81075106 2,985 150 150 SIERRA HEALTH SVCS INC COM * COM 826322109 45,408 1,200 1,200 SIERRA HEALTH SVCS INC COM * COM 826322109 22,704 600 600 SIERRA PAC RES NEW COM * COM 826428104 1,706,460 119,000 119,000 SIGNET GROUP PLC SP ADR REP 10 COM 82668L872 51,613 2,485 2,485 SILGAN HOLDINGS INC COM COM 827048109 58,180 1,549 1,549 SILGAN HOLDINGS INC COM COM 827048109 771,295 20,535 20,535 SILGAN HOLDINGS INC COM COM 827048109 1,582,403 42,130 42,130 SILICON IMAGE INC COM * COM 82705T102 24,511 1,927 1,927 SILICON IMAGE INC COM * COM 82705T102 503,712 39,600 39,600 SILICON IMAGE INC COM * COM 82705T102 244,224 19,200 19,200 SILICON MOTION TECHNOLOGY CO SPONSORED ADR COM 82706C108 1,050,401 63,163 63,163 SILICON MOTION TECHNOLOGY CO SPONSORED ADR COM 82706C108 586,058 35,241 35,241 SILICONWARE PRECISION INDS L SPONSD ADR SPL * COM 827084864 1,246,745 209,537 209,537 SILICONWARE PRECISION INDS L SPONSD ADR SPL * COM 827084864 760,630 127,837 127,837 SILICONWARE PRECISION INDS L SPONSD ADR SPL * COM 827084864 73,048 12,277 12,277 SIMON PPTY GROUP INC NEW COM * COM 828806109 117,806 1,300 1,300 SIMON PPTY GROUP INC NEW COM * COM 828806109 1,324,955 14,621 14,621 SIMON PPTY GROUP INC NEW COM * COM 828806109 4,088,140 45,113 45,113 SINA CORP ORD * COM G81477104 459,968 18,289 18,289 SINCLAIR BROADCAST GROUP INC CL A * COM 829226109 422,008 53,759 53,759 SK TELECOM LTD SPONSORED ADR * COM 78440P108 28,356 1,200 1,200 SK TELECOM LTD SPONSORED ADR * COM 78440P108 1,880,853 79,596 79,596 SK TELECOM LTD SPONSORED ADR * COM 78440P108 89,794 3,800 3,800 SKY FINL GROUP INC COM COM 83080P103 47,310 1,900 1,900 SKYWEST INC COM * COM 830879102 404,580 16,500 16,500 SKYWEST INC COM * COM 830879102 257,460 10,500 10,500 SLM CORP COM * COM 78442P106 11,554,478 222,287 222,287 SLM CORP COM * COM 78442P106 6,205,476 119,382 119,382 SLM CORP COM * COM 78442P106 2,847,984 54,790 54,790 SLM CORP COM * COM 78442P106 2,702,960 52,000 52,000 SLM CORP COM * COM 78442P106 234,118 4,504 4,504 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ SEAGATE TECHNOLOGY SHS * 2 1,800 SEAGATE TECHNOLOGY SHS * 3 150,333 SEARS HLDGS CORP COM * 2 2,700 SEARS HLDGS CORP COM * 3 800 SELECT COMFORT CORP COM * 2 15,600 SELECT COMFORT CORP COM * 3 11,700 SELECTIVE INS GROUP INC COM * 2 11,158 SELECTIVE INS GROUP INC COM * 3 6,175 SEMPRA ENERGY COM * 2 1,400 SEMPRA ENERGY COM * 3 1,700 SENIOR HSG PPTYS TR SH BEN INT 3 41,900 SENOMYX INC COM * 1 965,033 SENOMYX INC COM * 3 7,667 SENSIENT TECHNOLOGIES CORP COM * 3 900 SENSIENT TECHNOLOGIES CORP COM * 5 900 SEPRACOR INC COM * 3 310 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR * 7 10,000 SHAW COMMUNICATIONS INC CL B CONV * 3 203,889 SHAW GROUP INC COM * 1 560,100 SHAW GROUP INC COM * 3 4,300 SHERWIN WILLIAMS CO COM * 1 1,600 SHERWIN WILLIAMS CO COM * 2 45,849 SHERWIN WILLIAMS CO COM * 3 51,951 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 1 1,300 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 3 39,680 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 4 18,372 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 5 39,680 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 6 6,990 SHIP FINANCE INTERNATIONAL L SHS * 3 73,558 SHIP FINANCE INTERNATIONAL L SHS * 5 3,400 SHIP FINANCE INTERNATIONAL L SHS * 7 150 SIERRA HEALTH SVCS INC COM * 1 1,200 SIERRA HEALTH SVCS INC COM * 3 600 SIERRA PAC RES NEW COM * 1 119,000 SIGNET GROUP PLC SP ADR REP 10 2 2,485 SILGAN HOLDINGS INC COM 1 1,549 SILGAN HOLDINGS INC COM 2 20,535 SILGAN HOLDINGS INC COM 3 42,130 SILICON IMAGE INC COM * 1 1,927 SILICON IMAGE INC COM * 2 39,600 SILICON IMAGE INC COM * 3 19,200 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 1 63,163 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 3 35,241 SILICONWARE PRECISION INDS L SPONSD ADR SPL * 4 209,537 SILICONWARE PRECISION INDS L SPONSD ADR SPL * 6 127,837 SILICONWARE PRECISION INDS L SPONSD ADR SPL * 7 12,277 SIMON PPTY GROUP INC NEW COM * 1 1,300 SIMON PPTY GROUP INC NEW COM * 2 14,621 SIMON PPTY GROUP INC NEW COM * 3 45,113 SINA CORP ORD * 3 18,289 SINCLAIR BROADCAST GROUP INC CL A * 3 53,759 SK TELECOM LTD SPONSORED ADR * 1 1,200 SK TELECOM LTD SPONSORED ADR * 3 79,596 SK TELECOM LTD SPONSORED ADR * 5 3,800 SKY FINL GROUP INC COM 3 1,900 SKYWEST INC COM * 2 16,500 SKYWEST INC COM * 3 10,500 SLM CORP COM * 1 222,287 SLM CORP COM * 3 119,382 SLM CORP COM * 4 54,790 SLM CORP COM * 5 52,000 SLM CORP COM * 7 4,504
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- SMITH INTL INC COM * COM 832110100 1,912,685 49,296 49,296 SMITH INTL INC COM * COM 832110100 2,795,036 72,037 72,037 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B COM 833635105 69,060 600 600 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B COM 833635105 22,694,267 197,170 197,170 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B COM 833635105 16,917,974 146,985 146,985 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B COM 833635105 1,323,650 11,500 11,500 SOLEXA INC COM * COM 83420X105 1,081,861 122,660 122,660 SONIC AUTOMOTIVE INC CL A * COM 83545G102 792,957 34,342 34,342 SONICWALL INC COM * COM 835470105 12,410,405 1,136,484 1,136,484 SONICWALL INC COM * COM 835470105 95,179 8,716 8,716 SONUS PHARMACEUTICALS INC COM * COM 835692104 2,180,850 465,000 465,000 SONY CORP ADR NEW * COM 835699307 40,360 1,000 1,000 SOUTHERN CO COM * COM 842587107 3,205,642 93,025 93,025 SOUTHERN CO COM * COM 842587107 2,793,845 81,075 81,075 SOUTHERN COPPER CORP COM * COM 84265V105 46,250 1,000 1,000 SOUTHERN COPPER CORP COM * COM 84265V105 12,399,625 268,100 268,100 SOUTHERN COPPER CORP COM * COM 84265V105 8,464,583 183,018 183,018 SOUTHERN COPPER CORP COM * COM 84265V105 370,000 8,000 8,000 SOUTHERN UN CO NEW COM * COM 844030106 19,941,610 755,078 755,078 SOUTHERN UN CO NEW COM * COM 844030106 154,287 5,842 5,842 SOUTHWEST GAS CORP COM COM 844895102 1,037,185 31,128 31,128 SOUTHWESTERN ENERGY CO COM * COM 845467109 817,811 27,379 27,379 SOVRAN SELF STORAGE INC COM COM 84610H108 61,105 1,100 1,100 SPDR TR UNIT SER 1 * COM 78462F103 5,282,421 39,545 39,545 SPECTRALINK CORP COM * COM 847580107 4,926 600 600 SPECTRALINK CORP COM * COM 847580107 62,297 7,588 7,588 SPEEDWAY MOTORSPORTS INC COM * COM 847788106 36,410 1,000 1,000 SPRINT NEXTEL CORP COM FON * COM 852061100 200,432 11,687 11,687 SPRINT NEXTEL CORP COM FON * COM 852061100 4,088,594 238,402 238,402 SPRINT NEXTEL CORP COM FON * COM 852061100 7,933,316 462,584 462,584 SRA INTL INC CL A * COM 78464R105 9,637,236 320,600 320,600 SRA INTL INC CL A * COM 78464R105 93,186 3,100 3,100 ST JUDE MED INC COM * COM 790849103 1,877,993 53,216 53,216 ST JUDE MED INC COM * COM 790849103 1,877,216 53,194 53,194 ST MARY LD & EXPL CO COM * COM 792228108 13,341,295 363,424 363,424 ST MARY LD & EXPL CO COM * COM 792228108 112,920 3,076 3,076 ST PAUL TRAVELERS INC COM * COM 792860108 18,165,186 387,400 387,400 ST PAUL TRAVELERS INC COM * COM 792860108 1,812,205 38,648 38,648 ST PAUL TRAVELERS INC COM * COM 792860108 12,638,871 269,543 269,543 ST PAUL TRAVELERS INC COM * COM 792860108 3,807,468 81,200 81,200 ST PAUL TRAVELERS INC COM * COM 792860108 3,461,420 73,820 73,820 ST PAUL TRAVELERS INC COM * COM 792860108 854,898 18,232 18,232 STANDARD MTR PRODS INC COM COM 853666105 87,527 7,300 7,300 STANDARD MTR PRODS INC COM COM 853666105 9,592 800 800 STANDARD PAC CORP NEW COM * COM 85375C101 535,800 22,800 22,800 STANDARD PARKING CORP COM COM 853790103 14,691,300 468,174 468,174 STANDARD PARKING CORP COM COM 853790103 132,612 4,226 4,226 STANDARD REGISTER CO COM COM 853887107 634,220 48,047 48,047 STANDARD REGISTER CO COM COM 853887107 21,120 1,600 1,600 STANDEX INTL CORP COM COM 854231107 22,304 800 800 STANDEX INTL CORP COM COM 854231107 22,304 800 800 STAPLES INC COM * COM 855030102 18,491 760 760 STAPLES INC COM * COM 855030102 402,662 16,550 16,550 STAR GAS PARTNERS L P UNIT LTD PARTNR COM 85512C105 98,355 39,500 39,500 STARBUCKS CORP COM * COM 855244109 166,845 4,900 4,900 STARBUCKS CORP COM * COM 855244109 3,622,920 106,400 106,400 STARBUCKS CORP COM * COM 855244109 6,248,175 183,500 183,500 STARTEK INC COM * COM 85569C107 474,109 38,020 38,020 STARTEK INC COM * COM 85569C107 12,470 1,000 1,000 STATE STR CORP COM * COM 857477103 349,440 5,600 5,600 STEEL TECHNOLOGIES INC COM * COM 858147101 15,704 800 800 STEEL TECHNOLOGIES INC COM * COM 858147101 15,704 800 800 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ SMITH INTL INC COM * 2 49,296 SMITH INTL INC COM * 3 72,037 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 1 600 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 2 197,170 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 3 146,985 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 5 11,500 SOLEXA INC COM * 3 122,660 SONIC AUTOMOTIVE INC CL A * 3 34,342 SONICWALL INC COM * 1 1,136,484 SONICWALL INC COM * 3 8,716 SONUS PHARMACEUTICALS INC COM * 3 465,000 SONY CORP ADR NEW * 7 1,000 SOUTHERN CO COM * 2 93,025 SOUTHERN CO COM * 3 81,075 SOUTHERN COPPER CORP COM * 1 1,000 SOUTHERN COPPER CORP COM * 2 268,100 SOUTHERN COPPER CORP COM * 3 183,018 SOUTHERN COPPER CORP COM * 5 8,000 SOUTHERN UN CO NEW COM * 1 755,078 SOUTHERN UN CO NEW COM * 3 5,842 SOUTHWEST GAS CORP COM 3 31,128 SOUTHWESTERN ENERGY CO COM * 3 27,379 SOVRAN SELF STORAGE INC COM 3 1,100 SPDR TR UNIT SER 1 * 7 39,545 SPECTRALINK CORP COM * 2 600 SPECTRALINK CORP COM * 3 7,588 SPEEDWAY MOTORSPORTS INC COM * 3 1,000 SPRINT NEXTEL CORP COM FON * 1 11,687 SPRINT NEXTEL CORP COM FON * 2 238,402 SPRINT NEXTEL CORP COM FON * 3 462,584 SRA INTL INC CL A * 1 320,600 SRA INTL INC CL A * 3 3,100 ST JUDE MED INC COM * 2 53,216 ST JUDE MED INC COM * 3 53,194 ST MARY LD & EXPL CO COM * 1 363,424 ST MARY LD & EXPL CO COM * 3 3,076 ST PAUL TRAVELERS INC COM * 1 387,400 ST PAUL TRAVELERS INC COM * 2 38,648 ST PAUL TRAVELERS INC COM * 3 269,543 ST PAUL TRAVELERS INC COM * 4 81,200 ST PAUL TRAVELERS INC COM * 5 73,820 ST PAUL TRAVELERS INC COM * 7 18,232 STANDARD MTR PRODS INC COM 3 7,300 STANDARD MTR PRODS INC COM 5 800 STANDARD PAC CORP NEW COM * 3 22,800 STANDARD PARKING CORP COM 1 468,174 STANDARD PARKING CORP COM 3 4,226 STANDARD REGISTER CO COM 3 48,047 STANDARD REGISTER CO COM 5 1,600 STANDEX INTL CORP COM 3 800 STANDEX INTL CORP COM 5 800 STAPLES INC COM * 2 760 STAPLES INC COM * 3 16,550 STAR GAS PARTNERS L P UNIT LTD PARTNR 3 39,500 STARBUCKS CORP COM * 1 4,900 STARBUCKS CORP COM * 2 106,400 STARBUCKS CORP COM * 3 183,500 STARTEK INC COM * 3 38,020 STARTEK INC COM * 5 1,000 STATE STR CORP COM * 3 5,600 STEEL TECHNOLOGIES INC COM * 3 800 STEEL TECHNOLOGIES INC COM * 5 800
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- STEPAN CO COM COM 858586100 23,384 800 800 STEPAN CO COM COM 858586100 107,128 3,665 3,665 STEPAN CO COM COM 858586100 14,615 500 500 STEWART INFORMATION SVCS COR COM COM 860372101 429,166 12,343 12,343 STEWART W P & CO LTD COM COM G84922106 28,658 2,300 2,300 STONE ENERGY CORP COM * COM 861642106 640,313 15,818 15,818 STRATEGIC HOTELS & RESORTS I COM COM 86272T106 65,604 3,300 3,300 STRATEGIC HOTELS & RESORTS I COM COM 86272T106 65,604 3,300 3,300 STREETTRACKS GOLD TR GOLD SHS COM 863307104 1,754,365 29,500 29,500 STREETTRACKS GOLD TR GOLD SHS COM 863307104 481,707 8,100 8,100 STREETTRACKS SER TR DJ WLSH REIT COM 86330E604 40,245,285 489,900 489,900 STREETTRACKS SER TR DJ WLSH REIT COM 86330E604 612,839 7,460 7,460 STRYKER CORP COM * COM 863667101 2,411,909 48,637 48,637 STRYKER CORP COM * COM 863667101 1,570,614 31,672 31,672 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN COM 864482104 318,492 9,434 9,434 SUEZ SPONSORED ADR COM 864686100 100,448 2,270 2,270 SUN COMMUNITIES INC COM COM 866674104 19,176 600 600 SUN COMMUNITIES INC COM COM 866674104 19,176 600 600 SUN MICROSYSTEMS INC COM * COM 866810104 7,124,154 1,439,223 1,439,223 SUN MICROSYSTEMS INC COM * COM 866810104 7,756,452 1,566,960 1,566,960 SUN MICROSYSTEMS INC COM * COM 866810104 1,088,555 219,910 219,910 SUN MICROSYSTEMS INC COM * COM 866810104 2,089,247 422,070 422,070 SUN MICROSYSTEMS INC COM * COM 866810104 359,657 72,658 72,658 SUNCOR ENERGY INC COM * COM 867229106 186,175,268 2,579,383 2,579,383 SUNCOR ENERGY INC COM * COM 867229106 422,315 5,851 5,851 SUNESIS PHARMACEUTICALS INC COM COM 867328502 2,780,136 549,434 549,434 SUNOCO INC COM * COM 86764P109 901,755 14,500 14,500 SUNOCO INC COM * COM 86764P109 74,628 1,200 1,200 SUNOCO LOGISTICS PRTNRS L P COM UNITS COM 86764L108 26,856 600 600 SUNOCO LOGISTICS PRTNRS L P COM UNITS COM 86764L108 115,078 2,571 2,571 SUNOCO LOGISTICS PRTNRS L P COM UNITS COM 86764L108 2,411,087 53,867 53,867 SUNSTONE HOTEL INVS INC NEW COM COM 867892101 166,432 5,600 5,600 SUNTRUST BKS INC COM * COM 867914103 247,682 3,205 3,205 SUNTRUST BKS INC COM * COM 867914103 5,915,552 76,547 76,547 SUNTRUST BKS INC COM * COM 867914103 9,106,443 117,837 117,837 SUPERIOR ENERGY SVCS INC COM * COM 868157108 12,490,254 475,638 475,638 SUPERIOR ENERGY SVCS INC COM * COM 868157108 88,286 3,362 3,362 SUPERIOR ESSEX INC COM COM 86815V105 339,075 9,900 9,900 SUPERIOR ESSEX INC COM COM 86815V105 30,825 900 900 SUPERIOR INDS INTL INC COM * COM 868168105 334,121 19,900 19,900 SUPERVALU INC COM * COM 868536103 2,065,389 69,659 69,659 SUPERVALU INC COM * COM 868536103 13,580 458 458 SVB FINL GROUP COM * COM 78486Q101 14,566,880 326,319 326,319 SVB FINL GROUP COM * COM 78486Q101 120,528 2,700 2,700 SWIFT TRANSN CO COM * COM 870756103 792,628 33,416 33,416 SWIFT TRANSN CO COM * COM 870756103 812,576 34,257 34,257 SYMANTEC CORP COM * COM 871503108 1,521,520 71,500 71,500 SYMANTEC CORP COM * COM 871503108 1,282,865 60,285 60,285 SYMBION INC DEL COM COM 871507109 15,691,686 854,667 854,667 SYMBION INC DEL COM COM 871507109 121,782 6,633 6,633 SYNOPSYS INC COM * COM 871607107 29,028 1,472 1,472 SYPRIS SOLUTIONS INC COM COM 871655106 5,845 700 700 SYPRIS SOLUTIONS INC COM COM 871655106 5,845 700 700 SYSCO CORP COM * COM 871829107 141,293 4,224 4,224 SYSCO CORP COM * COM 871829107 2,877,670 86,029 86,029 SYSCO CORP COM * COM 871829107 5,086,842 152,073 152,073 TAIWAN FD INC COM COM 874036106 3,995,610 237,269 237,269 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 1,608,854 167,589 167,589 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 2,714,237 282,733 282,733 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 21,241,334 2,212,639 2,212,639 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 3,642,490 379,426 379,426 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 8,915,760 928,725 928,725 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ STEPAN CO COM 2 800 STEPAN CO COM 3 3,665 STEPAN CO COM 5 500 STEWART INFORMATION SVCS COR COM 3 12,343 STEWART W P & CO LTD COM 3 2,300 STONE ENERGY CORP COM * 3 15,818 STRATEGIC HOTELS & RESORTS I COM 3 3,300 STRATEGIC HOTELS & RESORTS I COM 5 3,300 STREETTRACKS GOLD TR GOLD SHS 3 29,500 STREETTRACKS GOLD TR GOLD SHS 6 8,100 STREETTRACKS SER TR DJ WLSH REIT 4 489,900 STREETTRACKS SER TR DJ WLSH REIT 6 7,460 STRYKER CORP COM * 2 48,637 STRYKER CORP COM * 3 31,672 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 3 9,434 SUEZ SPONSORED ADR 2 2,270 SUN COMMUNITIES INC COM 3 600 SUN COMMUNITIES INC COM 5 600 SUN MICROSYSTEMS INC COM * 1 1,439,223 SUN MICROSYSTEMS INC COM * 3 1,566,960 SUN MICROSYSTEMS INC COM * 4 219,910 SUN MICROSYSTEMS INC COM * 5 422,070 SUN MICROSYSTEMS INC COM * 7 72,658 SUNCOR ENERGY INC COM * 2 2,579,383 SUNCOR ENERGY INC COM * 7 5,851 SUNESIS PHARMACEUTICALS INC COM 3 549,434 SUNOCO INC COM * 2 14,500 SUNOCO INC COM * 3 1,200 SUNOCO LOGISTICS PRTNRS L P COM UNITS 1 600 SUNOCO LOGISTICS PRTNRS L P COM UNITS 2 2,571 SUNOCO LOGISTICS PRTNRS L P COM UNITS 3 53,867 SUNSTONE HOTEL INVS INC NEW COM 3 5,600 SUNTRUST BKS INC COM * 1 3,205 SUNTRUST BKS INC COM * 2 76,547 SUNTRUST BKS INC COM * 3 117,837 SUPERIOR ENERGY SVCS INC COM * 1 475,638 SUPERIOR ENERGY SVCS INC COM * 3 3,362 SUPERIOR ESSEX INC COM 2 9,900 SUPERIOR ESSEX INC COM 3 900 SUPERIOR INDS INTL INC COM * 3 19,900 SUPERVALU INC COM * 3 69,659 SUPERVALU INC COM * 7 458 SVB FINL GROUP COM * 1 326,319 SVB FINL GROUP COM * 3 2,700 SWIFT TRANSN CO COM * 2 33,416 SWIFT TRANSN CO COM * 3 34,257 SYMANTEC CORP COM * 2 71,500 SYMANTEC CORP COM * 3 60,285 SYMBION INC DEL COM 1 854,667 SYMBION INC DEL COM 3 6,633 SYNOPSYS INC COM * 3 1,472 SYPRIS SOLUTIONS INC COM 3 700 SYPRIS SOLUTIONS INC COM 5 700 SYSCO CORP COM * 1 4,224 SYSCO CORP COM * 2 86,029 SYSCO CORP COM * 3 152,073 TAIWAN FD INC COM 7 237,269 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 1 167,589 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 2 282,733 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 3 2,212,639 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 4 379,426 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 5 928,725
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 2,125,891 221,447 221,447 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * COM 874039100 81,974 8,539 8,539 TAKE-TWO INTERACTIVE SOFTWAR COM * COM 874054109 12,834 900 900 TAKE-TWO INTERACTIVE SOFTWAR COM * COM 874054109 457,390 32,075 32,075 TALISMAN ENERGY INC COM * COM 87425E103 765,062 46,600 46,600 TALK AMERICA HLDGS INC COM NEW * COM 87426R202 294,415 30,991 30,991 TAM SA SP ADR REP PFD COM 87484D103 370,040 11,600 11,600 TANOX INC COM * COM 87588Q109 2,572,623 217,650 217,650 TARGET CORP COM * COM 87612E106 20,162,438 364,931 364,931 TARGET CORP COM * COM 87612E106 7,064,210 127,859 127,859 TARGET CORP COM * COM 87612E106 11,453,933 207,311 207,311 TARGET CORP COM * COM 87612E106 1,327,768 24,032 24,032 TARGET CORP COM * COM 87612E106 1,180,693 21,370 21,370 TD AMERITRADE HLDG CORP COM * COM 87236Y108 44,618 2,367 2,367 TD AMERITRADE HLDG CORP COM * COM 87236Y108 1,646,001 87,321 87,321 TD AMERITRADE HLDG CORP COM * COM 87236Y108 2,229,559 118,279 118,279 TECH DATA CORP COM * COM 878237106 365,300 10,000 10,000 TECHNE CORP COM * COM 878377100 1,083,318 21,300 21,300 TECHNE CORP COM * COM 878377100 10,172 200 200 TECHNICAL OLYMPIC USA INC COM * COM 878483106 487,696 49,613 49,613 TECHNOLOGY INVT CAP CORP COM COM 878717305 7,533,865 514,960 514,960 TECHNOLOGY INVT CAP CORP COM COM 878717305 54,965 3,757 3,757 TECK COMINCO LTD CL B * ADDED COM 878742204 5,245,527 83,254 83,254 TECK COMINCO LTD CL B * ADDED COM 878742204 107,111 1,700 1,700 TEEKAY SHIPPING MARSHALL ISL COM * COM Y8564W103 53,443 1,300 1,300 TEEKAY SHIPPING MARSHALL ISL COM * COM Y8564W103 32,888 800 800 TEKTRONIX INC COM * COM 879131100 19,380,207 669,900 669,900 TEKTRONIX INC COM * COM 879131100 156,222 5,400 5,400 TELE NORTE LESTE PART S A SPON ADR PFD * COM 879246106 13,710 1,000 1,000 TELE NORTE LESTE PART S A SPON ADR PFD * COM 879246106 1,528,665 111,500 111,500 TELECOM ARGENTINA S A SPON ADR REP B * COM 879273209 123,750 9,000 9,000 TELECOM ARGENTINA S A SPON ADR REP B * COM 879273209 32,877,501 2,391,091 2,391,091 TELECOM ARGENTINA S A SPON ADR REP B * COM 879273209 26,785,729 1,948,053 1,948,053 TELECOM ARGENTINA S A SPON ADR REP B * COM 879273209 2,742,108 199,426 199,426 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR * COM 879287308 34,453 1,328 1,328 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD COM 87929A102 194,184 8,700 8,700 TELEFONICA S A SPONSORED ADR * COM 879382208 10,414 201 201 TELEFONOS DE MEXICO S A SPON ADR ORD L * COM 879403780 13,934,910 544,758 544,758 TELEFONOS DE MEXICO S A SPON ADR ORD L * COM 879403780 7,875,008 307,858 307,858 TELEFONOS DE MEXICO S A SPON ADR ORD L * COM 879403780 38,370 1,500 1,500 TELEMIG CELULAR PART S A SPON ADR PFD COM 87944E105 401,546 10,882 10,882 TELEMIG CELULAR PART S A SPON ADR PFD COM 87944E105 18,450 500 500 TELEPHONE & DATA SYS INC COM * COM 879433100 429,420 10,200 10,200 TELEPHONE & DATA SYS INC COM * COM 879433100 1,308,300 31,076 31,076 TELEPHONE & DATA SYS INC COM * COM 879433100 79,990 1,900 1,900 TELUS CORP NON-VTG SHS COM 87971M202 2,949,581 52,348 52,348 TENARIS S A SPONSORED ADR * COM 88031M109 226,432 6,400 6,400 TENARIS S A SPONSORED ADR * COM 88031M109 62,089,777 1,754,940 1,754,940 TENARIS S A SPONSORED ADR * COM 88031M109 50,642,897 1,431,399 1,431,399 TENARIS S A SPONSORED ADR * COM 88031M109 4,967,352 140,400 140,400 TENET HEALTHCARE CORP COM * COM 88033G100 677,248 83,200 83,200 TENNECO INC COM * COM 880349105 163,730 7,000 7,000 TEPPCO PARTNERS L P UT LTD PARTNER COM 872384102 1,197,035 32,213 32,213 TESORO CORP COM * COM 881609101 17,394 300 300 TESORO CORP COM * COM 881609101 1,969,349 33,966 33,966 TEVA PHARMACEUTICAL INDS LTD ADR * COM 881624209 156,814 4,600 4,600 TEVA PHARMACEUTICAL INDS LTD ADR * COM 881624209 11,098,818 325,574 325,574 TEVA PHARMACEUTICAL INDS LTD ADR * COM 881624209 28,839,390 845,978 845,978 TEVA PHARMACEUTICAL INDS LTD ADR * COM 881624209 3,852,170 113,000 113,000 TEVA PHARMACEUTICAL INDS LTD ADR * COM 881624209 13,636 400 400 TEXAS INSTRS INC COM * COM 882508104 11,652,496 350,451 350,451 TEXAS INSTRS INC COM * COM 882508104 5,093,401 153,185 153,185 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 6 221,447 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR * 7 8,539 TAKE-TWO INTERACTIVE SOFTWAR COM * 2 900 TAKE-TWO INTERACTIVE SOFTWAR COM * 3 32,075 TALISMAN ENERGY INC COM * 3 46,600 TALK AMERICA HLDGS INC COM NEW * 3 30,991 TAM SA SP ADR REP PFD 3 11,600 TANOX INC COM * 3 217,650 TARGET CORP COM * 1 364,931 TARGET CORP COM * 2 127,859 TARGET CORP COM * 3 207,311 TARGET CORP COM * 4 24,032 TARGET CORP COM * 7 21,370 TD AMERITRADE HLDG CORP COM * 1 2,367 TD AMERITRADE HLDG CORP COM * 2 87,321 TD AMERITRADE HLDG CORP COM * 3 118,279 TECH DATA CORP COM * 3 10,000 TECHNE CORP COM * 1 21,300 TECHNE CORP COM * 3 200 TECHNICAL OLYMPIC USA INC COM * 3 49,613 TECHNOLOGY INVT CAP CORP COM 1 514,960 TECHNOLOGY INVT CAP CORP COM 3 3,757 TECK COMINCO LTD CL B * ADDED 3 83,254 TECK COMINCO LTD CL B * ADDED 4 1,700 TEEKAY SHIPPING MARSHALL ISL COM * 3 1,300 TEEKAY SHIPPING MARSHALL ISL COM * 5 800 TEKTRONIX INC COM * 1 669,900 TEKTRONIX INC COM * 3 5,400 TELE NORTE LESTE PART S A SPON ADR PFD * 1 1,000 TELE NORTE LESTE PART S A SPON ADR PFD * 3 111,500 TELECOM ARGENTINA S A SPON ADR REP B * 1 9,000 TELECOM ARGENTINA S A SPON ADR REP B * 2 2,391,091 TELECOM ARGENTINA S A SPON ADR REP B * 3 1,948,053 TELECOM ARGENTINA S A SPON ADR REP B * 5 199,426 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR * 7 1,328 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 3 8,700 TELEFONICA S A SPONSORED ADR * 7 201 TELEFONOS DE MEXICO S A SPON ADR ORD L * 2 544,758 TELEFONOS DE MEXICO S A SPON ADR ORD L * 3 307,858 TELEFONOS DE MEXICO S A SPON ADR ORD L * 5 1,500 TELEMIG CELULAR PART S A SPON ADR PFD 3 10,882 TELEMIG CELULAR PART S A SPON ADR PFD 5 500 TELEPHONE & DATA SYS INC COM * 2 10,200 TELEPHONE & DATA SYS INC COM * 3 31,076 TELEPHONE & DATA SYS INC COM * 5 1,900 TELUS CORP NON-VTG SHS 3 52,348 TENARIS S A SPONSORED ADR * 1 6,400 TENARIS S A SPONSORED ADR * 2 1,754,940 TENARIS S A SPONSORED ADR * 3 1,431,399 TENARIS S A SPONSORED ADR * 5 140,400 TENET HEALTHCARE CORP COM * 3 83,200 TENNECO INC COM * 3 7,000 TEPPCO PARTNERS L P UT LTD PARTNER 3 32,213 TESORO CORP COM * 2 300 TESORO CORP COM * 3 33,966 TEVA PHARMACEUTICAL INDS LTD ADR * 1 4,600 TEVA PHARMACEUTICAL INDS LTD ADR * 2 325,574 TEVA PHARMACEUTICAL INDS LTD ADR * 3 845,978 TEVA PHARMACEUTICAL INDS LTD ADR * 5 113,000 TEVA PHARMACEUTICAL INDS LTD ADR * 7 400 TEXAS INSTRS INC COM * 1 350,451 TEXAS INSTRS INC COM * 2 153,185
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- TEXAS INSTRS INC COM * COM 882508104 9,946,571 299,145 299,145 TEXAS INSTRS INC COM * COM 882508104 602,490 18,120 18,120 TEXAS INSTRS INC COM * COM 882508104 88,678 2,667 2,667 TEXTRON INC COM * COM 883203101 15,849,750 181,140 181,140 TEXTRON INC COM * COM 883203101 2,345,000 26,800 26,800 TEXTRON INC COM * COM 883203101 10,185,088 116,401 116,401 TEXTRON INC COM * COM 883203101 2,837,625 32,430 32,430 TEXTRON INC COM * COM 883203101 1,960,875 22,410 22,410 TEXTRON INC COM * COM 883203101 495,863 5,667 5,667 THERMO ELECTRON CORP COM * COM 883556102 4,168,075 105,977 105,977 THERMO ELECTRON CORP COM * COM 883556102 35,397 900 900 THIRD WAVE TECHNOLOGIES INC COM * COM 88428W108 19,954 4,454 4,454 THOMSON CORP COM * COM 884903105 5,141,463 126,937 126,937 THOR INDS INC COM * COM 885160101 20,791 505 505 THOR INDS INC COM * COM 885160101 523,600 12,718 12,718 THORNBURG MTG INC COM * COM 885218107 1,494,121 58,662 58,662 THORNBURG MTG INC COM * COM 885218107 66,222 2,600 2,600 THQ INC COM NEW * COM 872443403 23,883,375 818,765 818,765 THQ INC COM NEW * COM 872443403 298,555 10,235 10,235 TIBCO SOFTWARE INC COM * COM 88632Q103 1,591,085 177,181 177,181 TIBCO SOFTWARE INC COM * COM 88632Q103 958,364 106,722 106,722 TIBCO SOFTWARE INC COM * COM 88632Q103 8,980 1,000 1,000 TIMBERLAND CO CL A * COM 887100105 83,433 2,900 2,900 TIME WARNER INC COM * COM 887317105 799,914 43,879 43,879 TIME WARNER INC COM * COM 887317105 6,291,446 345,115 345,115 TIME WARNER INC COM * COM 887317105 10,902,306 598,042 598,042 TIME WARNER INC COM * COM 887317105 54,690 3,000 3,000 TIME WARNER INC COM * COM 887317105 459,396 25,200 25,200 TIME WARNER TELECOM INC CL A * COM 887319101 17,504,408 920,800 920,800 TIME WARNER TELECOM INC CL A * COM 887319101 140,674 7,400 7,400 TIMKEN CO COM * COM 887389104 476,480 16,000 16,000 TIMKEN CO COM * COM 887389104 95,296 3,200 3,200 TITANIUM METALS CORP COM NEW * COM 888339207 50,560 2,000 2,000 TJX COS INC NEW COM * COM 872540109 291,876 10,413 10,413 TJX COS INC NEW COM * COM 872540109 2,517,290 89,807 89,807 TJX COS INC NEW COM * COM 872540109 4,958,311 176,893 176,893 TOLL BROTHERS INC COM * COM 889478103 148,824 5,300 5,300 TORONTO DOMINION BK ONT COM NEW * COM 891160509 11,036,122 184,600 184,600 TORONTO DOMINION BK ONT COM NEW * COM 891160509 113,829 1,904 1,904 TOTAL S A SPONSORED ADR * COM 89151E109 86,909 1,318 1,318 TOYOTA MOTOR CORP SP ADR REP2COM * COM 892331307 90,060 827 827 TOYOTA MOTOR CORP SP ADR REP2COM * COM 892331307 108,900 1,000 1,000 TRANS WORLD ENTMT CORP COM * COM 89336Q100 49,086 8,100 8,100 TRANSACTION SYS ARCHITECTS COM * COM 893416107 350,064 10,200 10,200 TRANSACTION SYS ARCHITECTS COM * COM 893416107 82,368 2,400 2,400 TRANSALTA CORP COM * COM 89346D107 23,485 1,100 1,100 TRANSCANADA CORP COM * COM 89353D107 2,618,026 82,749 82,749 TRANSOCEAN INC ORD * COM G90078109 1,471,264 20,091 20,091 TRIAD GTY INC COM COM 895925105 394,777 7,715 7,715 TRIAD GTY INC COM COM 895925105 424,711 8,300 8,300 TRIAD HOSPITALS INC COM * COM 89579K109 1,680,889 38,176 38,176 TRIBUNE CO NEW COM * COM 896047107 100,189 3,062 3,062 TRIBUNE CO NEW COM * COM 896047107 1,961,989 59,963 59,963 TRIBUNE CO NEW COM * COM 896047107 2,386,924 72,950 72,950 TRW AUTOMOTIVE HLDGS CORP COM * COM 87264S106 271,991 11,300 11,300 TSAKOS ENERGY NAVIGATION LTD SHS * COM G9108L108 597,818 13,404 13,404 TUESDAY MORNING CORP COM NEW * COM 899035505 500,360 36,049 36,049 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW * COM 900111204 17,642,942 1,326,537 1,326,537 TXU CORP COM * COM 873168108 437,640 7,000 7,000 TYCO INTL LTD NEW COM * COM 902124106 77,084 2,754 2,754 TYCO INTL LTD NEW COM * COM 902124106 2,901,275 103,654 103,654 TYCO INTL LTD NEW COM * COM 902124106 4,735,880 169,199 169,199 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ TEXAS INSTRS INC COM * 3 299,145 TEXAS INSTRS INC COM * 4 18,120 TEXAS INSTRS INC COM * 7 2,667 TEXTRON INC COM * 1 181,140 TEXTRON INC COM * 2 26,800 TEXTRON INC COM * 3 116,401 TEXTRON INC COM * 4 32,430 TEXTRON INC COM * 5 22,410 TEXTRON INC COM * 7 5,667 THERMO ELECTRON CORP COM * 1 105,977 THERMO ELECTRON CORP COM * 3 900 THIRD WAVE TECHNOLOGIES INC COM * 7 4,454 THOMSON CORP COM * 3 126,937 THOR INDS INC COM * 1 505 THOR INDS INC COM * 3 12,718 THORNBURG MTG INC COM * 3 58,662 THORNBURG MTG INC COM * 5 2,600 THQ INC COM NEW * 1 818,765 THQ INC COM NEW * 3 10,235 TIBCO SOFTWARE INC COM * 1 177,181 TIBCO SOFTWARE INC COM * 3 106,722 TIBCO SOFTWARE INC COM * 7 1,000 TIMBERLAND CO CL A * 3 2,900 TIME WARNER INC COM * 1 43,879 TIME WARNER INC COM * 2 345,115 TIME WARNER INC COM * 3 598,042 TIME WARNER INC COM * 4 3,000 TIME WARNER INC COM * 7 25,200 TIME WARNER TELECOM INC CL A * 1 920,800 TIME WARNER TELECOM INC CL A * 3 7,400 TIMKEN CO COM * 3 16,000 TIMKEN CO COM * 5 3,200 TITANIUM METALS CORP COM NEW * 3 2,000 TJX COS INC NEW COM * 1 10,413 TJX COS INC NEW COM * 2 89,807 TJX COS INC NEW COM * 3 176,893 TOLL BROTHERS INC COM * 3 5,300 TORONTO DOMINION BK ONT COM NEW * 3 184,600 TORONTO DOMINION BK ONT COM NEW * 7 1,904 TOTAL S A SPONSORED ADR * 2 1,318 TOYOTA MOTOR CORP SP ADR REP2COM * 2 827 TOYOTA MOTOR CORP SP ADR REP2COM * 7 1,000 TRANS WORLD ENTMT CORP COM * 3 8,100 TRANSACTION SYS ARCHITECTS COM * 2 10,200 TRANSACTION SYS ARCHITECTS COM * 3 2,400 TRANSALTA CORP COM * 3 1,100 TRANSCANADA CORP COM * 3 82,749 TRANSOCEAN INC ORD * 3 20,091 TRIAD GTY INC COM 2 7,715 TRIAD GTY INC COM 3 8,300 TRIAD HOSPITALS INC COM * 3 38,176 TRIBUNE CO NEW COM * 1 3,062 TRIBUNE CO NEW COM * 2 59,963 TRIBUNE CO NEW COM * 3 72,950 TRW AUTOMOTIVE HLDGS CORP COM * 3 11,300 TSAKOS ENERGY NAVIGATION LTD SHS * 3 13,404 TUESDAY MORNING CORP COM NEW * 3 36,049 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW * 3 1,326,537 TXU CORP COM * 3 7,000 TYCO INTL LTD NEW COM * 1 2,754 TYCO INTL LTD NEW COM * 2 103,654 TYCO INTL LTD NEW COM * 3 169,199
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- TYCO INTL LTD NEW COM * COM 902124106 406,051 14,507 14,507 TYSON FOODS INC CL A * COM 902494103 1,489,623 93,805 93,805 TYSON FOODS INC CL A * COM 902494103 79,400 5,000 5,000 UBS AG NAMEN AKT * DELETED COM H8920M855 1,352,174 23,097 23,097 UBS AG SHS NEW * ADDED COM H89231338 329,826,606 5,450,076 5,450,076 UBS AG SHS NEW * ADDED COM H89231338 1,462,715 24,170 24,170 UBS AG SHS NEW * ADDED COM H89231338 187,424 3,097 3,097 UBS AG SHS NEW * ADDED COM H89231338 789,031 13,038 13,038 UGI CORP NEW COM * COM 902681105 31,785 1,300 1,300 UIL HLDG CORP COM COM 902748102 467,475 12,466 12,466 UIL HLDG CORP COM COM 902748102 30,000 800 800 ULTICOM INC COM * COM 903844108 78,231 7,515 7,515 ULTRA PETROLEUM CORP COM * COM 903914109 12,271,899 255,080 255,080 ULTRA PETROLEUM CORP COM * COM 903914109 1,433,678 29,800 29,800 ULTRA PETROLEUM CORP COM * COM 903914109 2,100,627 43,663 43,663 ULTRA PETROLEUM CORP COM * COM 903914109 1,185,430 24,640 24,640 ULTRA PETROLEUM CORP COM * COM 903914109 129,560 2,693 2,693 ULTRATECH INC COM * COM 904034105 17,259,723 1,295,775 1,295,775 ULTRATECH INC COM * COM 904034105 150,849 11,325 11,325 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * COM 90458E107 125,800 1,700 1,700 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * COM 90458E107 57,753,152 780,448 780,448 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * COM 90458E107 55,651,034 752,041 752,041 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * COM 90458E107 4,136,600 55,900 55,900 UNITED AMER INDEMNITY LTD CL A COM 90933T109 141,561 6,300 6,300 UNITED AUTO GROUP INC COM * COM 909440109 430,560 18,400 18,400 UNITED DOMINION REALTY TR IN COM * COM 910197102 1,866,420 61,802 61,802 UNITED DOMINION REALTY TR IN COM * COM 910197102 20,778 688 688 UNITED MICROELECTRONICS CORP SPONSORED ADR * COM 910873207 176,774 57,394 57,394 UNITED MICROELECTRONICS CORP SPONSORED ADR * COM 910873207 2,872,205 932,534 932,534 UNITED MICROELECTRONICS CORP SPONSORED ADR * COM 910873207 6,775,017 2,199,681 2,199,681 UNITED MICROELECTRONICS CORP SPONSORED ADR * COM 910873207 435,247 141,314 141,314 UNITED MICROELECTRONICS CORP SPONSORED ADR * COM 910873207 2,085,902 677,241 677,241 UNITED ONLINE INC COM * COM 911268100 246,998 20,279 20,279 UNITED ONLINE INC COM * COM 911268100 539,830 44,321 44,321 UNITED PARCEL SERVICE INC CL B * COM 911312106 266,466 3,704 3,704 UNITED PARCEL SERVICE INC CL B * COM 911312106 6,004,472 83,465 83,465 UNITED PARCEL SERVICE INC CL B * COM 911312106 10,498,996 145,941 145,941 UNITED STATES STL CORP NEW COM * COM 912909108 894,040 15,500 15,500 UNITED SURGICAL PARTNERS INT COM * COM 913016309 27,526,737 1,108,608 1,108,608 UNITED SURGICAL PARTNERS INT COM * COM 913016309 212,073 8,541 8,541 UNITED TECHNOLOGIES CORP COM * COM 913017109 15,030,421 237,260 237,260 UNITED TECHNOLOGIES CORP COM * COM 913017109 8,884,141 140,239 140,239 UNITED TECHNOLOGIES CORP COM * COM 913017109 22,283,679 351,755 351,755 UNITED TECHNOLOGIES CORP COM * COM 913017109 2,547,304 40,210 40,210 UNITED TECHNOLOGIES CORP COM * COM 913017109 3,325,875 52,500 52,500 UNITED TECHNOLOGIES CORP COM * COM 913017109 518,646 8,187 8,187 UNITEDHEALTH GROUP INC COM * COM 91324P102 571,606 11,618 11,618 UNITEDHEALTH GROUP INC COM * COM 91324P102 8,709,433 177,021 177,021 UNITEDHEALTH GROUP INC COM * COM 91324P102 16,836,142 342,198 342,198 UNITIL CORP COM COM 913259107 4,854 200 200 UNITIL CORP COM COM 913259107 4,854 200 200 UNITRIN INC COM * COM 913275103 44,170 1,000 1,000 UNITRIN INC COM * COM 913275103 44,170 1,000 1,000 UNIVERSAL COMPRESSION HLDGS COM * COM 913431102 267,250 5,000 5,000 UNIVERSAL CORP VA COM * COM 913456109 639,092 17,495 17,495 UNIVERSAL CORP VA COM * COM 913456109 21,918 600 600 UNIVERSAL FST PRODS INC COM * COM 913543104 33,746 688 688 UNIVERSAL FST PRODS INC COM * COM 913543104 619,747 12,635 12,635 UNIVERSAL FST PRODS INC COM * COM 913543104 1,296,392 26,430 26,430 UNUMPROVIDENT CORP COM * COM 91529Y106 1,229,345 63,401 63,401 UNUMPROVIDENT CORP COM * COM 91529Y106 48,475 2,500 2,500 US BANCORP DEL COM NEW * COM 902973304 516,505 15,548 15,548 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ TYCO INTL LTD NEW COM * 7 14,507 TYSON FOODS INC CL A * 3 93,805 TYSON FOODS INC CL A * 5 5,000 UBS AG NAMEN AKT * DELETED 3 23,097 UBS AG SHS NEW * ADDED 3 5,450,076 UBS AG SHS NEW * ADDED 4 24,170 UBS AG SHS NEW * ADDED 5 3,097 UBS AG SHS NEW * ADDED 7 13,038 UGI CORP NEW COM * 3 1,300 UIL HLDG CORP COM 3 12,466 UIL HLDG CORP COM 5 800 ULTICOM INC COM * 3 7,515 ULTRA PETROLEUM CORP COM * 1 255,080 ULTRA PETROLEUM CORP COM * 2 29,800 ULTRA PETROLEUM CORP COM * 3 43,663 ULTRA PETROLEUM CORP COM * 4 24,640 ULTRA PETROLEUM CORP COM * 7 2,693 ULTRATECH INC COM * 1 1,295,775 ULTRATECH INC COM * 3 11,325 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * 1 1,700 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * 2 780,448 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * 3 752,041 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT * 5 55,900 UNITED AMER INDEMNITY LTD CL A 3 6,300 UNITED AUTO GROUP INC COM * 3 18,400 UNITED DOMINION REALTY TR IN COM * 1 61,802 UNITED DOMINION REALTY TR IN COM * 3 688 UNITED MICROELECTRONICS CORP SPONSORED ADR * 1 57,394 UNITED MICROELECTRONICS CORP SPONSORED ADR * 2 932,534 UNITED MICROELECTRONICS CORP SPONSORED ADR * 3 2,199,681 UNITED MICROELECTRONICS CORP SPONSORED ADR * 4 141,314 UNITED MICROELECTRONICS CORP SPONSORED ADR * 5 677,241 UNITED ONLINE INC COM * 2 20,279 UNITED ONLINE INC COM * 3 44,321 UNITED PARCEL SERVICE INC CL B * 1 3,704 UNITED PARCEL SERVICE INC CL B * 2 83,465 UNITED PARCEL SERVICE INC CL B * 3 145,941 UNITED STATES STL CORP NEW COM * 3 15,500 UNITED SURGICAL PARTNERS INT COM * 1 1,108,608 UNITED SURGICAL PARTNERS INT COM * 3 8,541 UNITED TECHNOLOGIES CORP COM * 1 237,260 UNITED TECHNOLOGIES CORP COM * 2 140,239 UNITED TECHNOLOGIES CORP COM * 3 351,755 UNITED TECHNOLOGIES CORP COM * 4 40,210 UNITED TECHNOLOGIES CORP COM * 5 52,500 UNITED TECHNOLOGIES CORP COM * 7 8,187 UNITEDHEALTH GROUP INC COM * 1 11,618 UNITEDHEALTH GROUP INC COM * 2 177,021 UNITEDHEALTH GROUP INC COM * 3 342,198 UNITIL CORP COM 3 200 UNITIL CORP COM 5 200 UNITRIN INC COM * 3 1,000 UNITRIN INC COM * 5 1,000 UNIVERSAL COMPRESSION HLDGS COM * 2 5,000 UNIVERSAL CORP VA COM * 3 17,495 UNIVERSAL CORP VA COM * 5 600 UNIVERSAL FST PRODS INC COM * 1 688 UNIVERSAL FST PRODS INC COM * 2 12,635 UNIVERSAL FST PRODS INC COM * 3 26,430 UNUMPROVIDENT CORP COM * 3 63,401 UNUMPROVIDENT CORP COM * 5 2,500 US BANCORP DEL COM NEW * 1 15,548
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- US BANCORP DEL COM NEW * COM 902973304 2,392,139 72,009 72,009 US BANCORP DEL COM NEW * COM 902973304 9,745,120 293,351 293,351 US BANCORP DEL COM NEW * COM 902973304 13,952 420 420 USA MOBILITY INC COM COM 90341G103 609,600 26,690 26,690 USA MOBILITY INC COM COM 90341G103 22,840 1,000 1,000 USEC INC COM * COM 90333E108 19,280 2,000 2,000 UST INC COM * COM 902911106 1,573,621 28,700 28,700 UST INC COM * COM 902911106 137,075 2,500 2,500 V F CORP COM * COM 918204108 2,478,112 33,970 33,970 V F CORP COM * COM 918204108 1,283,920 17,600 17,600 VALENCE TECHNOLOGY INC COM * COM 918914102 3,152 1,650 1,650 VALERO ENERGY CORP NEW COM * COM 91913Y100 235,784 4,581 4,581 VALERO ENERGY CORP NEW COM * COM 91913Y100 4,576,404 88,914 88,914 VALERO ENERGY CORP NEW COM * COM 91913Y100 9,516,957 184,903 184,903 VALERO L P COM UT LTD PRT COM 91913W104 280,000 5,600 5,600 VALUECLICK INC COM * COM 92046N102 25,332,778 1,366,385 1,366,385 VALUECLICK INC COM * COM 92046N102 193,094 10,415 10,415 VARIAN MED SYS INC COM * COM 92220P105 90,763 1,700 1,700 VECTOR GROUP LTD COM * COM 92240M108 289,284 17,835 17,835 VECTREN CORP COM COM 92240G101 83,235 3,100 3,100 VECTREN CORP COM COM 92240G101 83,235 3,100 3,100 VEECO INSTRS INC DEL COM * COM 922417100 13,056,374 647,959 647,959 VEECO INSTRS INC DEL COM * COM 922417100 101,576 5,041 5,041 VERISIGN INC COM * COM 92343E102 7,237,236 358,279 358,279 VERISIGN INC COM * COM 92343E102 556,672 27,558 27,558 VERIZON COMMUNICATIONS COM * COM 92343V104 691,992 18,637 18,637 VERIZON COMMUNICATIONS COM * COM 92343V104 12,398,747 333,928 333,928 VERIZON COMMUNICATIONS COM * COM 92343V104 23,676,836 637,674 637,674 VERIZON COMMUNICATIONS COM * COM 92343V104 115,103 3,100 3,100 VERIZON COMMUNICATIONS COM * COM 92343V104 90,597 2,440 2,440 VIACOM INC NEW CL B * COM 92553P201 8,972,947 241,338 241,338 VIACOM INC NEW CL B * COM 92553P201 762,190 20,500 20,500 VIACOM INC NEW CL B * COM 92553P201 1,224,932 32,946 32,946 VIACOM INC NEW CL B * COM 92553P201 648,791 17,450 17,450 VIACOM INC NEW CL B * COM 92553P201 142,176 3,824 3,824 VIAD CORP COM NEW * COM 92552R406 11,961,498 337,800 337,800 VIAD CORP COM NEW * COM 92552R406 99,148 2,800 2,800 VILLAGE SUPER MKT INC CL A NEW COM 927107409 6,690 100 100 VILLAGE SUPER MKT INC CL A NEW COM 927107409 6,690 100 100 VINA CONCHA Y TORO S A SPONSORED ADR COM 927191106 1,626,112 54,385 54,385 VIVO PARTICIPACOES S A SPON ADR PFD COM 92855S101 499,512 160,100 160,100 VODAFONE GROUP PLC NEW SPONS ADR NEW * ADDED COM 92857W209 74,615 3,264 3,264 VOLTERRA SEMICONDUCTOR CORP COM * COM 928708106 30,990,083 1,907,082 1,907,082 VOLTERRA SEMICONDUCTOR CORP COM * COM 928708106 248,918 15,318 15,318 VORNADO RLTY TR SH BEN INT * COM 929042109 4,765,480 43,720 43,720 VORNADO RLTY TR SH BEN INT * COM 929042109 3,322,320 30,480 30,480 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR * COM 92906P106 172,788 10,200 10,200 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR * COM 92906P106 44,044 2,600 2,600 W & T OFFSHORE INC COM * COM 92922P106 25,413 870 870 W & T OFFSHORE INC COM * COM 92922P106 154,813 5,300 5,300 W HLDG CO INC COM * COM 929251106 109,335 18,500 18,500 WABTEC CORP COM * COM 929740108 2,230,086 82,200 82,200 WABTEC CORP COM * COM 929740108 18,991 700 700 WACHOVIA CORP 2ND NEW COM * COM 929903102 22,971,019 411,667 411,667 WACHOVIA CORP 2ND NEW COM * COM 929903102 10,062,358 180,329 180,329 WACHOVIA CORP 2ND NEW COM * COM 929903102 18,934,391 339,326 339,326 WACHOVIA CORP 2ND NEW COM * COM 929903102 1,464,750 26,250 26,250 WACHOVIA CORP 2ND NEW COM * COM 929903102 2,580,750 46,250 46,250 WACHOVIA CORP 2ND NEW COM * COM 929903102 599,962 10,752 10,752 WAL MART STORES INC COM * COM 931142103 15,103,214 306,229 306,229 WAL MART STORES INC COM * COM 931142103 16,759,084 339,803 339,803 WAL MART STORES INC COM * COM 931142103 25,050,220 507,912 507,912 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ US BANCORP DEL COM NEW * 2 72,009 US BANCORP DEL COM NEW * 3 293,351 US BANCORP DEL COM NEW * 4 420 USA MOBILITY INC COM 3 26,690 USA MOBILITY INC COM 5 1,000 USEC INC COM * 7 2,000 UST INC COM * 2 28,700 UST INC COM * 3 2,500 V F CORP COM * 2 33,970 V F CORP COM * 3 17,600 VALENCE TECHNOLOGY INC COM * 7 1,650 VALERO ENERGY CORP NEW COM * 1 4,581 VALERO ENERGY CORP NEW COM * 2 88,914 VALERO ENERGY CORP NEW COM * 3 184,903 VALERO L P COM UT LTD PRT 3 5,600 VALUECLICK INC COM * 1 1,366,385 VALUECLICK INC COM * 3 10,415 VARIAN MED SYS INC COM * 3 1,700 VECTOR GROUP LTD COM * 3 17,835 VECTREN CORP COM 3 3,100 VECTREN CORP COM 5 3,100 VEECO INSTRS INC DEL COM * 1 647,959 VEECO INSTRS INC DEL COM * 3 5,041 VERISIGN INC COM * 1 358,279 VERISIGN INC COM * 3 27,558 VERIZON COMMUNICATIONS COM * 1 18,637 VERIZON COMMUNICATIONS COM * 2 333,928 VERIZON COMMUNICATIONS COM * 3 637,674 VERIZON COMMUNICATIONS COM * 5 3,100 VERIZON COMMUNICATIONS COM * 7 2,440 VIACOM INC NEW CL B * 1 241,338 VIACOM INC NEW CL B * 2 20,500 VIACOM INC NEW CL B * 3 32,946 VIACOM INC NEW CL B * 4 17,450 VIACOM INC NEW CL B * 7 3,824 VIAD CORP COM NEW * 1 337,800 VIAD CORP COM NEW * 3 2,800 VILLAGE SUPER MKT INC CL A NEW 3 100 VILLAGE SUPER MKT INC CL A NEW 5 100 VINA CONCHA Y TORO S A SPONSORED ADR 3 54,385 VIVO PARTICIPACOES S A SPON ADR PFD 3 160,100 VODAFONE GROUP PLC NEW SPONS ADR NEW * ADDED 2 3,264 VOLTERRA SEMICONDUCTOR CORP COM * 1 1,907,082 VOLTERRA SEMICONDUCTOR CORP COM * 3 15,318 VORNADO RLTY TR SH BEN INT * 2 43,720 VORNADO RLTY TR SH BEN INT * 3 30,480 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR * 3 10,200 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR * 5 2,600 W & T OFFSHORE INC COM * 1 870 W & T OFFSHORE INC COM * 3 5,300 W HLDG CO INC COM * 3 18,500 WABTEC CORP COM * 1 82,200 WABTEC CORP COM * 3 700 WACHOVIA CORP 2ND NEW COM * 1 411,667 WACHOVIA CORP 2ND NEW COM * 2 180,329 WACHOVIA CORP 2ND NEW COM * 3 339,326 WACHOVIA CORP 2ND NEW COM * 4 26,250 WACHOVIA CORP 2ND NEW COM * 5 46,250 WACHOVIA CORP 2ND NEW COM * 7 10,752 WAL MART STORES INC COM * 1 306,229 WAL MART STORES INC COM * 2 339,803 WAL MART STORES INC COM * 3 507,912
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- WAL MART STORES INC COM * COM 931142103 1,037,693 21,040 21,040 WAL MART STORES INC COM * COM 931142103 174,987 3,548 3,548 WALGREEN CO COM * COM 931422109 231,272 5,210 5,210 WALGREEN CO COM * COM 931422109 2,934,090 66,098 66,098 WALGREEN CO COM * COM 931422109 1,660,408 37,405 37,405 WARNER MUSIC GROUP CORP COM * COM 934550104 410,010 15,800 15,800 WASHINGTON MUT INC COM * COM 939322103 272,296 6,264 6,264 WASHINGTON MUT INC COM * COM 939322103 6,781,711 156,009 156,009 WASHINGTON MUT INC COM * COM 939322103 9,441,075 217,186 217,186 WASTE CONNECTIONS INC COM * COM 941053100 23,641,851 623,631 623,631 WASTE CONNECTIONS INC COM * COM 941053100 177,002 4,669 4,669 WASTE MGMT INC DEL COM * COM 94106L109 177,531 4,840 4,840 WASTE MGMT INC DEL COM * COM 94106L109 2,439,477 66,507 66,507 WASTE MGMT INC DEL COM * COM 94106L109 5,567,987 151,799 151,799 WATSCO INC COM * COM 942622200 124,227 2,700 2,700 WATSON WYATT WORLDWIDE INC CL A * COM 942712100 31,726,872 775,339 775,339 WATSON WYATT WORLDWIDE INC CL A * COM 942712100 256,200 6,261 6,261 WATSON WYATT WORLDWIDE INC CL A * COM 942712100 65,472 1,600 1,600 WCI CMNTYS INC COM * COM 92923C104 286,905 16,451 16,451 WEATHERFORD INTERNATIONAL LT COM * COM G95089101 84,191 2,018 2,018 WEATHERFORD INTERNATIONAL LT COM * COM G95089101 1,822,163 43,676 43,676 WEATHERFORD INTERNATIONAL LT COM * COM G95089101 3,244,147 77,760 77,760 WEIS MKTS INC COM COM 948849104 107,460 2,700 2,700 WEIS MKTS INC COM COM 948849104 63,680 1,600 1,600 WELLMAN INC COM * COM 949702104 204,655 51,292 51,292 WELLMAN INC COM * COM 949702104 8,778 2,200 2,200 WELLPOINT INC COM * COM 94973V107 13,903,441 180,447 180,447 WELLPOINT INC COM * COM 94973V107 1,397,918 18,143 18,143 WELLPOINT INC COM * COM 94973V107 5,526,642 71,728 71,728 WELLPOINT INC COM * COM 94973V107 878,370 11,400 11,400 WELLPOINT INC COM * COM 94973V107 401,739 5,214 5,214 WELLS FARGO & CO NEW COM * COM 949746101 13,564,244 374,910 374,910 WELLS FARGO & CO NEW COM * COM 949746101 12,287,777 339,629 339,629 WELLS FARGO & CO NEW COM * COM 949746101 20,199,222 558,298 558,298 WELLS FARGO & CO NEW COM * COM 949746101 944,298 26,100 26,100 WELLS FARGO & CO NEW COM * COM 949746101 223,629 6,181 6,181 WERNER ENTERPRISES INC COM * COM 950755108 517,799 27,675 27,675 WESCO INTL INC COM * COM 95082P105 38,126 657 657 WESCO INTL INC COM * COM 95082P105 764,603 13,176 13,176 WESCO INTL INC COM * COM 95082P105 1,349,604 23,257 23,257 WEST CORP COM * COM 952355105 207,690 4,300 4,300 WESTAMERICA BANCORPORATION COM * COM 957090103 31,331,606 620,305 620,305 WESTAMERICA BANCORPORATION COM * COM 957090103 247,246 4,895 4,895 WESTAR ENERGY INC COM * COM 95709T100 962,758 40,951 40,951 WESTAR ENERGY INC COM * COM 95709T100 79,934 3,400 3,400 WESTELL TECHNOLOGIES INC CL A * COM 957541105 32,604 15,600 15,600 WESTELL TECHNOLOGIES INC CL A * COM 957541105 6,688 3,200 3,200 WESTERN DIGITAL CORP COM * COM 958102105 37,123 2,051 2,051 WESTERN DIGITAL CORP COM * COM 958102105 653,410 36,100 36,100 WESTERN DIGITAL CORP COM * COM 958102105 1,257,950 69,500 69,500 WESTLAKE CHEM CORP COM COM 960413102 14,879,400 464,836 464,836 WESTLAKE CHEM CORP COM COM 960413102 534,183 16,688 16,688 WESTLAKE CHEM CORP COM COM 960413102 632,646 19,764 19,764 WESTWOOD ONE INC COM * COM 961815107 351,048 49,583 49,583 WEYERHAEUSER CO COM * COM 962166104 1,371,381 22,288 22,288 WEYERHAEUSER CO COM * COM 962166104 67,683 1,100 1,100 WGL HLDGS INC COM COM 92924F106 693,742 22,136 22,136 WGL HLDGS INC COM COM 92924F106 56,412 1,800 1,800 WHIRLPOOL CORP COM * COM 963320106 130,455 1,551 1,551 WHIRLPOOL CORP COM * COM 963320106 2,540,543 30,205 30,205 WHIRLPOOL CORP COM * COM 963320106 4,453,036 52,943 52,943 WHOLE FOODS MKT INC COM * COM 966837106 59,430 1,000 1,000 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ WAL MART STORES INC COM * 4 21,040 WAL MART STORES INC COM * 7 3,548 WALGREEN CO COM * 1 5,210 WALGREEN CO COM * 2 66,098 WALGREEN CO COM * 3 37,405 WARNER MUSIC GROUP CORP COM * 3 15,800 WASHINGTON MUT INC COM * 1 6,264 WASHINGTON MUT INC COM * 2 156,009 WASHINGTON MUT INC COM * 3 217,186 WASTE CONNECTIONS INC COM * 1 623,631 WASTE CONNECTIONS INC COM * 3 4,669 WASTE MGMT INC DEL COM * 1 4,840 WASTE MGMT INC DEL COM * 2 66,507 WASTE MGMT INC DEL COM * 3 151,799 WATSCO INC COM * 3 2,700 WATSON WYATT WORLDWIDE INC CL A * 1 775,339 WATSON WYATT WORLDWIDE INC CL A * 3 6,261 WATSON WYATT WORLDWIDE INC CL A * 4 1,600 WCI CMNTYS INC COM * 3 16,451 WEATHERFORD INTERNATIONAL LT COM * 1 2,018 WEATHERFORD INTERNATIONAL LT COM * 2 43,676 WEATHERFORD INTERNATIONAL LT COM * 3 77,760 WEIS MKTS INC COM 3 2,700 WEIS MKTS INC COM 5 1,600 WELLMAN INC COM * 3 51,292 WELLMAN INC COM * 5 2,200 WELLPOINT INC COM * 1 180,447 WELLPOINT INC COM * 2 18,143 WELLPOINT INC COM * 3 71,728 WELLPOINT INC COM * 4 11,400 WELLPOINT INC COM * 7 5,214 WELLS FARGO & CO NEW COM * 1 374,910 WELLS FARGO & CO NEW COM * 2 339,629 WELLS FARGO & CO NEW COM * 3 558,298 WELLS FARGO & CO NEW COM * 4 26,100 WELLS FARGO & CO NEW COM * 7 6,181 WERNER ENTERPRISES INC COM * 3 27,675 WESCO INTL INC COM * 1 657 WESCO INTL INC COM * 2 13,176 WESCO INTL INC COM * 3 23,257 WEST CORP COM * 3 4,300 WESTAMERICA BANCORPORATION COM * 1 620,305 WESTAMERICA BANCORPORATION COM * 3 4,895 WESTAR ENERGY INC COM * 3 40,951 WESTAR ENERGY INC COM * 5 3,400 WESTELL TECHNOLOGIES INC CL A * 3 15,600 WESTELL TECHNOLOGIES INC CL A * 5 3,200 WESTERN DIGITAL CORP COM * 1 2,051 WESTERN DIGITAL CORP COM * 2 36,100 WESTERN DIGITAL CORP COM * 3 69,500 WESTLAKE CHEM CORP COM 1 464,836 WESTLAKE CHEM CORP COM 2 16,688 WESTLAKE CHEM CORP COM 3 19,764 WESTWOOD ONE INC COM * 3 49,583 WEYERHAEUSER CO COM * 3 22,288 WEYERHAEUSER CO COM * 5 1,100 WGL HLDGS INC COM 3 22,136 WGL HLDGS INC COM 5 1,800 WHIRLPOOL CORP COM * 1 1,551 WHIRLPOOL CORP COM * 2 30,205 WHIRLPOOL CORP COM * 3 52,943 WHOLE FOODS MKT INC COM * 2 1,000
ITEM 6 - INVESTMENT DISCRETION ------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER NAME OF ISSUE CLASS TITLE CUSIP MARKET VALUE SHARES A B C - ----------------------------------------------------------------------------------------------------------------------------------- WHOLE FOODS MKT INC COM * COM 966837106 74,050 1,246 1,246 WILLBROS GROUP INC COM * COM 969199108 14,286,036 914,599 914,599 WILLBROS GROUP INC COM * COM 969199108 135,425 8,670 8,670 WILLIAMS COS INC DEL COM * COM 969457100 40,579 1,700 1,700 WILLIAMS COS INC DEL COM * COM 969457100 1,350,350 56,571 56,571 WILLIAMS SONOMA INC COM * COM 969904101 320,661 9,900 9,900 WILLIS GROUP HOLDINGS LTD SHS * COM G96655108 2,629,600 69,200 69,200 WILLIS GROUP HOLDINGS LTD SHS * COM G96655108 22,800 600 600 WILMINGTON TRUST CORP COM * COM 971807102 124,740 2,800 2,800 WINDSTREAM CORP COM * ADDED COM 97381W104 24,349 1,846 1,846 WINDSTREAM CORP COM * ADDED COM 97381W104 758,808 57,529 57,529 WINDSTREAM CORP COM * ADDED COM 97381W104 3,300,191 250,204 250,204 WINSTON HOTELS INC COM COM 97563A102 27,104 2,200 2,200 WINSTON HOTELS INC COM COM 97563A102 27,104 2,200 2,200 WIPRO LTD SPON ADR 1 SH * COM 97651M109 185,500 14,000 14,000 WOLVERINE WORLD WIDE INC COM * COM 978097103 28,310 1,000 1,000 WORTHINGTON INDS INC COM * COM 981811102 875,502 51,319 51,319 WORTHINGTON INDS INC COM * COM 981811102 40,944 2,400 2,400 WPP GROUP PLC SPON ADR 0905 * COM 929309409 89,015 1,442 1,442 WPS RESOURCES CORP COM * COM 92931B106 1,767,622 35,616 35,616 WPS RESOURCES CORP COM * COM 92931B106 1,828,369 36,840 36,840 WPS RESOURCES CORP COM * COM 92931B106 54,593 1,100 1,100 WRIGLEY WM JR CO COM * COM 982526105 183,549 3,985 3,985 WRIGLEY WM JR CO COM * COM 982526105 17,273 375 375 WRIGLEY WM JR CO COM * COM 982526105 324,723 7,050 7,050 WYETH COM * COM 983024100 9,233,408 181,617 181,617 WYETH COM * COM 983024100 8,801,116 173,114 173,114 WYETH COM * COM 983024100 27,899,975 548,780 548,780 WYETH COM * COM 983024100 2,347,283 46,170 46,170 WYETH COM * COM 983024100 2,728,583 53,670 53,670 WYETH COM * COM 983024100 2,386,226 46,936 46,936 WYNDHAM WORLDWIDE CORP COM * ADDED COM 98310W108 195,426 6,987 6,987 XCEL ENERGY INC COM * COM 98389B100 80,535 3,900 3,900 XCEL ENERGY INC COM * COM 98389B100 1,086,748 52,627 52,627 XCEL ENERGY INC COM * COM 98389B100 6,178,625 299,207 299,207 XCEL ENERGY INC COM * COM 98389B100 94,990 4,600 4,600 XERIUM TECHNOLOGIES INC COM COM 98416J100 7,278,563 656,910 656,910 XERIUM TECHNOLOGIES INC COM COM 98416J100 95,177 8,590 8,590 XERIUM TECHNOLOGIES INC COM COM 98416J100 18,836 1,700 1,700 XEROX CORP COM * COM 984121103 42,245 2,715 2,715 XILINX INC COM * COM 983919101 65,850 3,000 3,000 XILINX INC COM * COM 983919101 1,209,445 55,100 55,100 XL CAP LTD CL A * COM G98255105 1,243,539 18,101 18,101 XL CAP LTD CL A * COM G98255105 27,480 400 400 XL CAP LTD CL A * COM G98255105 38,609 562 562 XTO ENERGY INC COM * COM 98385X106 1,580,591 37,517 37,517 YAHOO INC COM * COM 984332106 12,073,500 477,591 477,591 YAHOO INC COM * COM 984332106 1,113,660 44,053 44,053 YAHOO INC COM * COM 984332106 3,474,079 137,424 137,424 YAHOO INC COM * COM 984332106 1,236,950 48,930 48,930 YAHOO INC COM * COM 984332106 96,190 3,805 3,805 YRC WORLDWIDE INC COM * COM 984249102 672,091 18,145 18,145 YUM BRANDS INC COM * COM 988498101 325,417 6,252 6,252 YUM BRANDS INC COM * COM 988498101 2,196,510 42,200 42,200 YUM BRANDS INC COM * COM 988498101 2,303,473 44,255 44,255 ZARLINK SEMICONDUCTOR INC COM * COM 989139100 285,509 130,000 130,000 ZENITH NATL INS CORP COM COM 989390109 63,226 1,585 1,585 ZENITH NATL INS CORP COM COM 989390109 673,144 16,875 16,875 ZENITH NATL INS CORP COM COM 989390109 1,144,803 28,699 28,699 ZENITH NATL INS CORP COM COM 989390109 79,780 2,000 2,000 ZIMMER HLDGS INC COM * COM 98956P102 2,052,203 30,403 30,403 ITEM 8 - VOTING AUTHORITY ------------------------- ITEM 1 ITEM 7 SOLE SHARED NONE NAME OF ISSUE MANAGERS A B C - ------------------------------------------------------------------------------------ WHOLE FOODS MKT INC COM * 3 1,246 WILLBROS GROUP INC COM * 1 914,599 WILLBROS GROUP INC COM * 3 8,670 WILLIAMS COS INC DEL COM * 2 1,700 WILLIAMS COS INC DEL COM * 3 56,571 WILLIAMS SONOMA INC COM * 7 9,900 WILLIS GROUP HOLDINGS LTD SHS * 1 69,200 WILLIS GROUP HOLDINGS LTD SHS * 3 600 WILMINGTON TRUST CORP COM * 7 2,800 WINDSTREAM CORP COM * ADDED 1 1,846 WINDSTREAM CORP COM * ADDED 2 57,529 WINDSTREAM CORP COM * ADDED 3 250,204 WINSTON HOTELS INC COM 3 2,200 WINSTON HOTELS INC COM 5 2,200 WIPRO LTD SPON ADR 1 SH * 3 14,000 WOLVERINE WORLD WIDE INC COM * 3 1,000 WORTHINGTON INDS INC COM * 3 51,319 WORTHINGTON INDS INC COM * 5 2,400 WPP GROUP PLC SPON ADR 0905 * 2 1,442 WPS RESOURCES CORP COM * 2 35,616 WPS RESOURCES CORP COM * 3 36,840 WPS RESOURCES CORP COM * 5 1,100 WRIGLEY WM JR CO COM * 2 3,985 WRIGLEY WM JR CO COM * 3 375 WRIGLEY WM JR CO COM * 7 7,050 WYETH COM * 1 181,617 WYETH COM * 2 173,114 WYETH COM * 3 548,780 WYETH COM * 4 46,170 WYETH COM * 5 53,670 WYETH COM * 7 46,936 WYNDHAM WORLDWIDE CORP COM * ADDED 3 6,987 XCEL ENERGY INC COM * 1 3,900 XCEL ENERGY INC COM * 2 52,627 XCEL ENERGY INC COM * 3 299,207 XCEL ENERGY INC COM * 5 4,600 XERIUM TECHNOLOGIES INC COM 1 656,910 XERIUM TECHNOLOGIES INC COM 3 8,590 XERIUM TECHNOLOGIES INC COM 5 1,700 XEROX CORP COM * 3 2,715 XILINX INC COM * 1 3,000 XILINX INC COM * 3 55,100 XL CAP LTD CL A * 3 18,101 XL CAP LTD CL A * 5 400 XL CAP LTD CL A * 7 562 XTO ENERGY INC COM * 3 37,517 YAHOO INC COM * 1 477,591 YAHOO INC COM * 2 44,053 YAHOO INC COM * 3 137,424 YAHOO INC COM * 4 48,930 YAHOO INC COM * 7 3,805 YRC WORLDWIDE INC COM * 3 18,145 YUM BRANDS INC COM * 1 6,252 YUM BRANDS INC COM * 2 42,200 YUM BRANDS INC COM * 3 44,255 ZARLINK SEMICONDUCTOR INC COM * 7 130,000 ZENITH NATL INS CORP COM 1 1,585 ZENITH NATL INS CORP COM 2 16,875 ZENITH NATL INS CORP COM 3 28,699 ZENITH NATL INS CORP COM 5 2,000 ZIMMER HLDGS INC COM * 3 30,403
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