UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Waddell & Reed Financial, Inc.
Address: 6300 Lamar Avenue
Overland Park, KS 66202
Form 13F File Number: 28-7592
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Wendy J. Hills
Title: Secretary
Phone: (913) 236-2013
Signature, Place, and Date of Signing:
/s/ Wendy J. Hills Overland Park, Kansas August 9, 2006
The securities reported on herein are beneficially owned by (i) one or more
open-end investment companies or other managed accounts which are advised by
Waddell & Reed Investment Management Company ("WRIMCO") or Ivy Investment
Management Company ("IICO"), or (ii) by managed accounts advised by Austin,
Calvert & Flavin, Inc. ("ACF"), an investment advisor and wholly owned
subsidiary of WRIMCO. WRIMCO is an investment advisory subsidiary of Waddell &
Reed, Inc. ("WRI"). WRI is a broker-dealer and underwriting subsidiary of
Waddell & Reed Financial Services, Inc., a parent holding company ("WRFSI").
WRFSI is a subsidiary of Waddell & Reed Financial, Inc., a publicly traded
company ("WDR"). IICO is an investment advisory subsidiary of WDR. WDR, WRFSI
and WRI are deemed to have "investment discretion" over the securities due to
their control relationship with IICO, WRIMCO and/or ACF pursuant to Rule
13f-1(b) of the 1934 Securities Exchange Act, as amended.
Report Type (Check only one.):
/X/ 13F HOLDINGS 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: 5
Form 13F Information Table Entry Total: 970
Form 13F Information Table Value Total: $26,350,508 ($ 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.
No. Form 13F File Number Name
1 28-7594 Waddell & Reed Financial Services, Inc.
2 28-375 Waddell & Reed, Inc.
3 28-4466 Waddell & Reed Investment Management Company
4 28-3226 Austin, Calvert & Flavin, Inc.
5 28-10368 Ivy Investment Management Company
FORM 13F INFORMATION TABLE
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
AFLAC INC COM 001055102 10,519 226,950 SH DEFINED 5 226,950
AFLAC INC COM 001055102 4,681 100,990 SH DEFINED 1,2,3,4 100,990
AFLAC INC COM 001055102 106,288 2,293,165 SH DEFINED 1,2,3 2,293,165
AGCO CORP COM 001084102 10,469 397,750 SH DEFINED 5 397,750
AGCO CORP COM 001084102 37,597 1,428,450 SH DEFINED 1,2,3 1,428,450
AMR CORP COM 001765106 4,766 187,500 SH DEFINED 5 187,500
AMR CORP COM 001765106 66,187 2,603,750 SH DEFINED 1,2,3 2,603,750
A S V INC COM 001963107 34,866 1,513,918 SH DEFINED 1,2,3 1,513,918
AT&T INC COM 00206R102 8,322 298,400 SH DEFINED 5 298,400
AT&T INC COM 00206R102 8,316 298,160 SH DEFINED 1,2,3,4 298,160
AT&T INC COM 00206R102 124,120 4,450,350 SH DEFINED 1,2,3 4,450,350
ABBOTT LABS COM 002824100 1,751 40,155 SH DEFINED 1,2,3,4 40,155
ADOBE SYS INC COM 00724F101 13,164 432,825 SH DEFINED 5 432,825
ADOBE SYS INC COM 00724F101 160,803 5,286,970 SH DEFINED 1,2,3 5,286,970
ADTRAN INC COM 00738A106 10,256 457,150 SH DEFINED 5 457,150
ADTRAN INC COM 00738A106 22,818 1,017,050 SH DEFINED 1,2,3 1,017,050
ADVANCED MEDICAL
OPTICS INC COM 00763M108 8,812 173,800 SH DEFINED 5 173,800
ADVANCED MEDICAL
OPTICS INC COM 00763M108 23 444 SH DEFINED 1,2,3,4 444
ADVANCED MEDICAL
OPTICS INC COM 00763M108 73,109 1,442,000 SH DEFINED 1,2,3 1,442,000
ADVANCED MICRO
DEVICES INC COM 007903107 7,407 303,300 SH DEFINED 5 303,300
ADVANCED MICRO
DEVICES INC COM 007903107 138,030 5,652,350 SH DEFINED 1,2,3 5,652,350
AETNA INC NEW COM 00817Y108 2,232 55,900 SH DEFINED 5 55,900
AETNA INC NEW COM 00817Y108 10,837 271,400 SH DEFINED 1,2,3 271,400
AFFYMETRIX INC COM 00826T108 5,313 199,500 SH DEFINED 5 199,500
AFFYMETRIX INC COM 00826T108 44,102 1,656,100 SH DEFINED 1,2,3 1,656,100
AGNICO EAGLE
MINES LTD COM 008474108 16,581 501,232 SH DEFINED 5 501,232
AGNICO EAGLE
MINES LTD COM 008474108 36,826 1,113,247 SH DEFINED 1,2,3 1,113,247
AIR PRODS & CHEMS INC COM 009158106 21,294 333,137 SH DEFINED 5 333,137
AIR PRODS & CHEMS INC COM 009158106 230,556 3,606,950 SH DEFINED 1,2,3 3,606,950
AIRTRAN HLDGS INC COM 00949P108 9,659 650,000 SH DEFINED 1,2,3 650,000
ALBERTO CULVER CO COM 013068101 3,654 75,000 SH DEFINED 1,2,3 75,000
ALCOA INC COM 013817101 707 21,850 SH DEFINED 5 21,850
ALCOA INC COM 013817101 104 3,200 SH DEFINED 1,2,3,4 3,200
ALCOA INC COM 013817101 10,185 314,742 SH DEFINED 1,2,3 314,742
ALLEGHANY CORP DEL COM 017175100 249 900 SH DEFINED 1,2,3,4 900
ALLERGAN INC COM 018490102 16,308 152,045 SH DEFINED 5 152,045
ALLERGAN INC COM 018490102 215 2,000 SH DEFINED 1,2,3,4 2,000
ALLERGAN INC COM 018490102 152,567 1,422,405 SH DEFINED 1,2,3 1,422,405
ALLIANCE DATA
SYSTEMS CORP COM 018581108 27,742 471,650 SH DEFINED 5 471,650
ALLIANCE DATA
SYSTEMS CORP COM 018581108 236,648 4,023,250 SH DEFINED 1,2,3 4,023,250
ALLIANCEBERNSTEIN
HOLDING HP UNIT LTD PARTN 01881G106 1,853 30,300 SH DEFINED 5 30,300
ALLIANCEBERNSTEIN
HOLDING HP UNIT LTD PARTN 01881G106 9,726 159,070 SH DEFINED 1,2,3 159,070
ALLSCTIPTS
HEALTHCARE SOLUTI COM 01988P108 8,677 496,400 SH DEFINED 5 496,400
ALLSCTIPTS
HEALTHCARE SOLUTI COM 01988P108 60,945 3,486,550 SH DEFINED 1,2,3 3,486,550
ALLSTATE CORP COM 020002101 1,166 21,300 SH DEFINED 5 21,300
ALLSTATE CORP COM 020002101 6,120 111,827 SH DEFINED 1,2,3 111,827
1
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
ALLTEL CORP COM 020039103 3,409 53,400 SH DEFINED 5 53,400
ALLTEL CORP COM 020039103 28,545 447,200 SH DEFINED 1,2,3 447,200
ALPHA NATURAL
RESOURCES INC COM 02076X102 35 1,800 SH DEFINED 5 1,800
ALPHA NATURAL
RESOURCES INC COM 02076X102 965 49,200 SH DEFINED 1,2,3 49,200
ALTRIA GROUP INC COM 02209S103 10,666 145,250 SH DEFINED 5 145,250
ALTRIA GROUP INC COM 02209S103 12,089 164,637 SH DEFINED 1,2,3,4 164,637
ALTRIA GROUP INC COM 02209S103 114,351 1,557,275 SH DEFINED 1,2,3 1,557,275
AMERICA MOVIL
S A DE C V SPON ADR L SHS 02364W105 389 11,700 SH DEFINED 1,2,3,4 11,700
AMERICAN AXLE &
MFG HLDGS IN COM 024061103 1,957 114,400 SH DEFINED 5 114,400
AMERICAN AXLE &
MFG HLDGS IN COM 024061103 8,074 471,900 SH DEFINED 1,2,3 471,900
AMERICAN EXPRESS CO COM 025816109 947 17,800 SH DEFINED 5 17,800
AMERICAN EXPRESS CO COM 025816109 1,247 23,434 SH DEFINED 1,2,3,4 23,434
AMERICAN EXPRESS CO COM 025816109 11,714 220,100 SH DEFINED 1,2,3 220,100
AMERICAN INTL
GROUP INC COM 026874107 1,860 31,500 SH DEFINED 5 31,500
AMERICAN INTL
GROUP INC COM 026874107 844 14,296 SH DEFINED 1,2,3,4 14,296
AMERICAN INTL
GROUP INC COM 026874107 18,170 307,700 SH DEFINED 1,2,3 307,700
AMERICAN MED SYS
HLDGS INC COM 02744M108 6,420 386,058 SH DEFINED 5 386,058
AMERICAN MED SYS
HLDGS INC COM 02744M108 14,992 901,520 SH DEFINED 1,2,3 901,520
AMERICAN
REPROGRAPHICS CO COM 029263100 8,660 238,900 SH DEFINED 5 238,900
AMERICAN
REPROGRAPHICS CO COM 029263100 12,927 356,600 SH DEFINED 1,2,3 356,600
AMERISOURCE
BERGEN CORP COM 03073E105 1,518 36,200 SH DEFINED 5 36,200
AMERISOURCE
BERGEN CORP COM 03073E105 7,403 176,600 SH DEFINED 1,2,3 176,600
AMGEN INC COM 031162100 2,911 44,500 SH DEFINED 5 44,500
AMGEN INC COM 031162100 9,742 148,954 SH DEFINED 1,2,3,4 148,954
AMGEN INC COM 031162100 116,758 1,785,150 SH DEFINED 1,2,3 1,785,150
AMSURG CORP COM 03232P405 8,830 388,310 SH DEFINED 5 388,310
AMSURG CORP COM 03232P405 44,140 1,941,087 SH DEFINED 1,2,3 1,941,087
ANADARKO PETE CORP COM 032511107 4,662 97,750 SH DEFINED 5 97,750
ANADARKO PETE CORP COM 032511107 22,532 472,478 SH DEFINED 1,2,3 472,478
ANHEUSER BUSCH
COS INC COM 035229103 5,877 128,900 SH DEFINED 1,2,3 128,900
APACHE CORP COM 037411105 488 7,150 SH DEFINED 5 7,150
APACHE CORP COM 037411105 10 150 SH DEFINED 1,2,3,4 150
APACHE CORP COM 037411105 19,550 286,450 SH DEFINED 1,2,3 286,450
APPLE COMPUTER INC COM 037833100 15,017 262,400 SH DEFINED 5 262,400
APPLE COMPUTER INC COM 037833100 150,550 2,630,605 SH DEFINED 1,2,3 2,630,605
APPLIED MATLS INC COM 038222105 1,138 69,700 SH DEFINED 1,2,3 69,700
AQUANTIVE INC COM 03839G105 253 10,000 SH DEFINED 5 10,000
ARCH COAL INC COM 039380100 44 1,050 SH DEFINED 5 1,050
ARCH COAL INC COM 039380100 1,222 28,850 SH DEFINED 1,2,3 28,850
ARCHER DANIELS
MIDLAND CO COM 039483102 12,751 308,900 SH DEFINED 5 308,900
ARCHER DANIELS
MIDLAND CO COM 039483102 114,963 2,784,950 SH DEFINED 1,2,3 2,784,950
ARCHSTONE SMITH TR COM 039583109 841 16,537 SH DEFINED 1,2,3,4 16,537
ASPEN TECHNOLOGY INC COM 045327103 7,910 602,000 SH DEFINED 5 602,000
ASPEN TECHNOLOGY INC COM 045327103 67,017 5,100,200 SH DEFINED 1,2,3 5,100,200
ASSURANT INC COM 04621X108 3,015 62,300 SH DEFINED 5 62,300
ASSURANT INC COM 04621X108 14,501 299,600 SH DEFINED 1,2,3 299,600
2
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
ATWOOD OCEANICS INC COM 050095108 8,616 173,700 SH DEFINED 5 173,700
ATWOOD OCEANICS INC COM 050095108 12,861 259,300 SH DEFINED 1,2,3 259,300
AUTOMATIC DATA
PROCESSING INC COM 053015103 4,095 90,300 SH DEFINED 5 90,300
AUTOMATIC DATA
PROCESSING INC COM 053015103 101 2,220 SH DEFINED 1,2,3,4 2,220
AUTOMATIC DATA
PROCESSING INC COM 053015103 49,449 1,090,381 SH DEFINED 1,2,3 1,090,381
AVAYA INC COM 053499109 818 71,600 SH DEFINED 5 71,600
AVAYA INC COM 053499109 4,193 367,200 SH DEFINED 1,2,3 367,200
AVID TECHNOLOGY INC COM 05367P100 15,356 452,704 SH DEFINED 5 452,704
AVID TECHNOLOGY INC COM 05367P100 40,296 1,187,980 SH DEFINED 1,2,3 1,187,980
AVNET INC COM 053807103 5,479 273,700 SH DEFINED 1,2,3 273,700
B & G FOODS INC NEW UNIT
99/99/9999 05508R205 101 6,200 SH DEFINED 5 6,200
B & G FOODS INC NEW UNIT
99/99/9999 05508R205 206 12,700 SH DEFINED 1,2,3 12,700
BJ SVCS CO COM 055482103 3,007 80,700 SH DEFINED 5 80,700
BJ SVCS CO COM 055482103 9 250 SH DEFINED 1,2,3,4 250
BJ SVCS CO COM 055482103 25,446 682,923 SH DEFINED 1,2,3 682,923
BP AMOCO P L C SPONSORED ADR 055622104 2,207 31,700 SH DEFINED 5 31,700
BP AMOCO P L C SPONSORED ADR 055622104 2,588 37,180 SH DEFINED 1,2,3,4 37,180
BP AMOCO P L C SPONSORED ADR 055622104 22,909 329,098 SH DEFINED 1,2,3 329,098
BRE PROPERTIES INC CL A 05564E106 990 18,000 SH DEFINED 1,2,3,4 18,000
BAKER HUGHES INC COM 057224107 24,120 294,691 SH DEFINED 5 294,691
BAKER HUGHES INC COM 057224107 160 1,949 SH DEFINED 1,2,3,4 1,949
BAKER HUGHES INC COM 057224107 257,488 3,145,857 SH DEFINED 1,2,3 3,145,857
BANCO ITAU HLDG
FINANCIERA S SP ADR 500 PFD 059602201 595 20,400 SH DEFINED 1,2,3 20,400
BANK OF AMERICA
CORPORATION COM 060505104 10,755 223,588 SH DEFINED 5 223,588
BANK OF AMERICA
CORPORATION COM 060505104 972 20,200 SH DEFINED 1,2,3,4 20,200
BANK OF AMERICA
CORPORATION COM 060505104 73,101 1,519,769 SH DEFINED 1,2,3 1,519,769
BANKRATE INC COM 06646V108 6,159 163,400 SH DEFINED 1,2,3 163,400
BARD C R INC COM 067383109 3,894 53,150 SH DEFINED 5 53,150
BARD C R INC COM 067383109 40,068 546,925 SH DEFINED 1,2,3 546,925
BARRICK GOLD CORP COM 067901108 20,941 707,469 SH DEFINED 5 707,469
BARRICK GOLD CORP COM 067901108 409 13,828 SH DEFINED 1,2,3,4 13,828
BARRICK GOLD CORP COM 067901108 46,938 1,585,745 SH DEFINED 1,2,3 1,585,745
BARRETT BILL CORP COM 06846N104 31,711 1,070,948 SH DEFINED 1,2,3 1,070,948
BEAR STEARNS COS INC COM 073902108 2,311 16,500 SH DEFINED 5 16,500
BEAR STEARNS COS INC COM 073902108 19,324 137,950 SH DEFINED 1,2,3 137,950
BELLSOUTH CORP COM 079860102 815 22,500 SH DEFINED 5 22,500
BELLSOUTH CORP COM 079860102 1,229 33,950 SH DEFINED 1,2,3,4 33,950
BELLSOUTH CORP COM 079860102 4,277 118,149 SH DEFINED 1,2,3 118,149
BERKSHIRE HATHAWAY
INC DEL CL A 084670108 106,599 1,163 SH DEFINED 1,2,3 1,163
BERKSHIRE HATHAWAY
INC DEL CL B 084670207 4,917 1,616 SH DEFINED 5 1,616
BERKSHIRE HATHAWAY
INC DEL CL B 084670207 44,172 14,516 SH DEFINED 1,2,3 14,516
BEST BUY INC COM 086516101 12,713 231,824 SH DEFINED 5 231,824
BEST BUY INC COM 086516101 139,629 2,546,115 SH DEFINED 1,2,3 2,546,115
BHP BILLITON LTD SPONSORED ADR 088606108 997 23,150 SH DEFINED 1,2,3 23,150
BIOMET INC COM 090613100 3,324 106,175 SH DEFINED 5 106,175
BIOMET INC COM 090613100 35,428 1,131,700 SH DEFINED 1,2,3 1,131,700
3
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
BLACKBOARD INC COM 091935502 10,296 355,341 SH DEFINED 5 355,341
BLACKBOARD INC COM 091935502 70,293 2,426,000 SH DEFINED 1,2,3 2,426,000
BLACKBAUD INC COM 09227Q100 67,117 2,940,500 SH DEFINED 1,2,3 2,940,500
BOEING CO COM 097023105 41,375 505,129 SH DEFINED 5 505,129
BOEING CO COM 097023105 333,890 4,076,306 SH DEFINED 1,2,3 4,076,306
BOIS D ARC ENERGY INC COM 09738U103 165 10,000 SH DEFINED 1,2,3,4 10,000
BOSTON SCIENTIFIC CORP COM 101137107 3,090 183,500 SH DEFINED 5 183,500
BOSTON SCIENTIFIC CORP COM 101137107 5,125 304,342 SH DEFINED 1,2,3,4 304,342
BOSTON SCIENTIFIC CORP COM 101137107 12,098 718,400 SH DEFINED 1,2,3 718,400
BRADY CORP CL A 104674106 11,734 318,500 SH DEFINED 5 318,500
BRADY CORP CL A 104674106 17,565 476,800 SH DEFINED 1,2,3 476,800
BRIGHAM EXPLORATION
CO COM 109178103 486 61,400 SH DEFINED 1,2,3 61,400
BRISTOL MYERS SQUIBB
CO COM 110122108 737 28,500 SH DEFINED 1,2,3,4 28,500
BROADCOM CORP CL A 111320107 9,975 331,887 SH DEFINED 5 331,887
BROADCOM CORP CL A 111320107 86,947 2,892,920 SH DEFINED 1,2,3 2,892,920
BROWN FORMAN CORP CL B 115637209 3,119 43,500 SH DEFINED 5 43,500
BROWN FORMAN CORP CL B 115637209 32,877 458,600 SH DEFINED 1,2,3 458,600
BUCYRUS INTL INC NEW CL A 118759109 45 900 SH DEFINED 5 900
BUCYRUS INTL INC NEW CL A 118759109 29,484 583,900 SH DEFINED 1,2,3 583,900
BURGER KING HLDGS
INC COM 121208201 4,725 300,000 SH DEFINED 1,2,3 300,000
BURLINGTON NORTHN
SANTA FE CP COM 12189T104 555 7,000 SH DEFINED 5 7,000
BURLINGTON NORTHN
SANTA FE CP COM 12189T104 166 2,100 SH DEFINED 1,2,3,4 2,100
BURLINGTON NORTHN
SANTA FE CP COM 12189T104 10,306 130,050 SH DEFINED 1,2,3 130,050
C H ROBINSON
WORLDWIDE INC COM 12541W209 3,038 57,050 SH DEFINED 5 57,050
C H ROBINSON
WORLDWIDE INC COM 12541W209 31,793 597,000 SH DEFINED 1,2,3 597,000
CIT GROUP INC COM 125581108 2,065 39,500 SH DEFINED 5 39,500
CIT GROUP INC COM 125581108 4 75 SH DEFINED 1,2,3,4 75
CIT GROUP INC COM 125581108 9,951 190,300 SH DEFINED 1,2,3 190,300
CNOOC LTD SPONSORED ADR 126132109 20 250 SH DEFINED 5 250
CNOOC LTD SPONSORED ADR 126132109 514 6,400 SH DEFINED 1,2,3 6,400
CSX CORP COM 126408103 28,176 400,000 SH DEFINED 1,2,3 400,000
CVS CORP COM 126650100 169 5,500 SH DEFINED 5 5,500
CVS CORP COM 126650100 7 225 SH DEFINED 1,2,3,4 225
CVS CORP COM 126650100 9,210 300,000 SH DEFINED 1,2,3 300,000
CAMECO CORP COM 13321L108 42 1,050 SH DEFINED 5 1,050
CAMECO CORP COM 13321L108 1,127 28,200 SH DEFINED 1,2,3 28,200
CAMERON
INTERNATIONAL CORP COM 13342B105 7,123 149,100 SH DEFINED 5 149,100
CAMERON
INTERNATIONAL CORP COM 13342B105 24 500 SH DEFINED 1,2,3,4 500
CAMERON
INTERNATIONAL CORP COM 13342B105 19,048 398,750 SH DEFINED 1,2,3 398,750
CAMPBELL SOUP CO COM 134429109 10,491 282,700 SH DEFINED 5 282,700
CAMPBELL SOUP CO COM 134429109 418 11,275 SH DEFINED 1,2,3,4 11,275
CAMPBELL SOUP CO COM 134429109 90,395 2,435,874 SH DEFINED 1,2,3 2,435,874
CARNIVAL CORP COM 143658300 4,802 115,053 SH DEFINED 1,2,3,4 115,053
CATERPILLAR INC DEL COM 149123101 54,553 732,449 SH DEFINED 5 732,449
CATERPILLAR INC DEL COM 149123101 365,190 4,903,193 SH DEFINED 1,2,3 4,903,193
CBOT HLDGS INC COM 14984K106 2,571 21,500 SH DEFINED 5 21,500
4
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
CBOT HLDGS INC COM 14984K106 21,921 183,300 SH DEFINED 1,2,3 183,300
CEMEX S A SPON ADR 5 ORD 151290889 1,196 21,000 SH DEFINED 5 21,000
CEMEX S A SPON ADR 5 ORD 151290889 5,850 102,692 SH DEFINED 1,2,3 102,692
CENDANT CORP COM 151313103 2,137 131,200 SH DEFINED 5 131,200
CENDANT CORP COM 151313103 10,851 666,100 SH DEFINED 1,2,3 666,100
CERNER CORP COM 156782104 31,552 848,400 SH DEFINED 5 848,400
CERNER CORP COM 156782104 236,554 6,360,689 SH DEFINED 1,2,3 6,360,689
CHECKFREE CORP NEW COM 162813109 53,374 1,076,094 SH DEFINED 5 1,076,094
CHECKFREE CORP NEW COM 162813109 354,391 7,144,974 SH DEFINED 1,2,3 7,144,974
CHESAPEAKE ENERGY
CORP COM 165167107 2 66 SH DEFINED 5 66
CHESAPEAKE ENERGY
CORP COM 165167107 4,578 151,324 SH DEFINED 1,2,3 151,324
CHEVRONTEXACO CORP COM 166764100 5,002 80,600 SH DEFINED 5 80,600
CHEVRONTEXACO CORP COM 166764100 3,080 49,625 SH DEFINED 1,2,3,4 49,625
CHEVRONTEXACO CORP COM 166764100 136,215 2,194,900 SH DEFINED 1,2,3 2,194,900
CHICAGO BRIDGE &
IRON CO N Y REGISTRY
SH 167250109 44,228 1,831,398 SH DEFINED 1,2,3 1,831,398
CHICAGO MERCANTILE
HLDGS INC CL A 167760107 69,037 140,561 SH DEFINED 5 140,561
CHICAGO MERCANTILE
HLDGS INC CL A 167760107 358,950 730,836 SH DEFINED 1,2,3 730,836
CHICOS FAS INC COM 168615102 893 33,100 SH DEFINED 5 33,100
CHICOS FAS INC COM 168615102 14,875 551,350 SH DEFINED 1,2,3 551,350
CHINA GRENTECH CORP
LTD ADR 16938P107 2,876 270,000 SH DEFINED 5 270,000
CHUBB CORP COM 171232101 691 13,856 SH DEFINED 1,2,3,4 13,856
CHUNGHWA TELECOM CO
LTD SPONSORED ADR 17133Q205 3,454 187,000 SH DEFINED 5 187,000
CIMAREX ENERGY CO COM 171798101 1,625 37,800 SH DEFINED 1,2,3 37,800
CISCO SYS INC COM 17275R102 21,104 1,080,850 SH DEFINED 5 1,080,850
CISCO SYS INC COM 17275R102 10,390 532,155 SH DEFINED 1,2,3,4 532,155
CISCO SYS INC COM 17275R102 177,215 9,076,315 SH DEFINED 1,2,3 9,076,315
CITADEL
BROADCASTING CORP COM 17285T106 134 15,000 SH DEFINED 1,2,3 15,000
CINTAS CORP COM 172908105 3,301 82,950 SH DEFINED 5 82,950
CINTAS CORP COM 172908105 36,130 907,900 SH DEFINED 1,2,3 907,900
CITIGROUP INC COM 172967101 5,937 123,073 SH DEFINED 5 123,073
CITIGROUP INC COM 172967101 550 11,408 SH DEFINED 1,2,3,4 11,408
CITIGROUP INC COM 172967101 29,441 610,306 SH DEFINED 1,2,3 610,306
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 619 20,000 SH DEFINED 1,2,3,4 20,000
COCA COLA CO COM 191216100 1,347 31,300 SH DEFINED 1,2,3,4 31,300
COGENT INC COM 19239Y108 2,293 152,600 SH DEFINED 5 152,600
COGENT INC COM 19239Y108 19,208 1,278,400 SH DEFINED 1,2,3 1,278,400
COGNEX CORP COM 192422103 12,776 491,300 SH DEFINED 5 491,300
COGNEX CORP COM 192422103 27,695 1,065,000 SH DEFINED 1,2,3 1,065,000
COLGATE PALMOLIVE CO COM 194162103 50,003 834,768 SH DEFINED 5 834,768
COLGATE PALMOLIVE CO COM 194162103 18,731 312,712 SH DEFINED 1,2,3,4 312,712
COLGATE PALMOLIVE CO COM 194162103 298,244 4,979,035 SH DEFINED 1,2,3 4,979,035
COMMUNITY HEALTH
SYS INC NEW COM 203668108 6,102 166,046 SH DEFINED 1,2,3,4 166,046
COMPANIA VALE DO
RIO DOCE SPONSORED ADR 204412209 12,000 499,157 SH DEFINED 5 499,157
COMPANIA VALE DO
RIO DOCE SPONSORED ADR 204412209 41,597 1,730,329 SH DEFINED 1,2,3 1,730,329
COMPLETE PRODUCTION
SERVICES COM 20453E109 759 32,100 SH DEFINED 5 32,100
COMPLETE PRODUCTION
SERVICES COM 20453E109 9,315 394,050 SH DEFINED 1,2,3 394,050
5
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
COMTECH
TELECOMMUNICATIONS C COM NEW 205826209 1,808 61,700 SH DEFINED 5 61,700
COMTECH
TELECOMMUNICATIONS C COM NEW 205826209 15,004 512,000 SH DEFINED 1,2,3 512,000
CONOCOPHILLIPS COM 20825C104 7,030 107,276 SH DEFINED 5 107,276
CONOCOPHILLIPS COM 20825C104 1,451 22,142 SH DEFINED 1,2,3,4 22,142
CONOCOPHILLIPS COM 20825C104 138,299 2,110,463 SH DEFINED 1,2,3 2,110,463
CORNING INC COM 219350105 5,351 221,200 SH DEFINED 5 221,200
CORNING INC COM 219350105 83,936 3,469,850 SH DEFINED 1,2,3 3,469,850
CORPORATE EXECUTIVE
BRD CO COM 21988R102 50,058 499,411 SH DEFINED 1,2,3 499,411
COSTAR GROUP INC COM 22160N109 23,002 384,900 SH DEFINED 5 384,900
COSTAR GROUP INC COM 22160N109 64,861 1,085,350 SH DEFINED 1,2,3 1,085,350
CREE INC COM 225447101 18,751 789,183 SH DEFINED 1,2,3 789,183
CULLEN FROST
BANKERS INC COM 229899109 3,160 55,156 SH DEFINED 1,2,3,4 55,156
CYBERONICS INC COM 23251P102 6,976 327,600 SH DEFINED 1,2,3 327,600
CYPRESS
SEMICONDUCTOR CORP COM 232806109 4,637 318,900 SH DEFINED 5 318,900
CYPRESS
SEMICONDUCTOR CORP COM 232806109 38,461 2,645,200 SH DEFINED 1,2,3 2,645,200
CYTYC CORP COM 232946103 1,347 53,150 SH DEFINED 5 53,150
CYTYC CORP COM 232946103 13,886 548,000 SH DEFINED 1,2,3 548,000
DRS TECHNOLOGIES INC COM 23330X100 14,459 296,600 SH DEFINED 5 296,600
DRS TECHNOLOGIES INC COM 23330X100 32,375 664,100 SH DEFINED 1,2,3 664,100
DAVITA INC COM 23918K108 2,386 48,000 SH DEFINED 5 48,000
DAVITA INC COM 23918K108 43,363 872,500 SH DEFINED 1,2,3 872,500
DEERE & CO COM 244199105 9,222 110,461 SH DEFINED 5 110,461
DEERE & CO COM 244199105 138 1,650 SH DEFINED 1,2,3,4 1,650
DEERE & CO COM 244199105 114,405 1,370,282 SH DEFINED 1,2,3 1,370,282
DELTA PETE CORP COM NEW 247907207 5,374 314,900 SH DEFINED 1,2,3 314,900
DENDRITE INTL INC COM 248239105 15,715 1,722,201 SH DEFINED 1,2,3 1,722,201
DENTSPLY INTL INC NEW COM 249030107 10,041 165,675 SH DEFINED 5 165,675
DENTSPLY INTL INC NEW COM 249030107 92,137 1,520,283 SH DEFINED 1,2,3 1,520,283
DEVON ENERGY CORP NEW COM 25179M103 2,809 46,500 SH DEFINED 5 46,500
DEVON ENERGY CORP NEW COM 25179M103 1,720 28,473 SH DEFINED 1,2,3,4 28,473
DEVON ENERGY CORP NEW COM 25179M103 15,510 256,750 SH DEFINED 1,2,3 256,750
DIAGEO P L C SPON ADR NEW 25243Q205 3,617 53,550 SH DEFINED 5 53,550
DIAGEO P L C SPON ADR NEW 25243Q205 18,197 269,389 SH DEFINED 1,2,3 269,389
DIAMOND OFFSHORE
DRILLING INC COM 25271C102 92 1,100 SH DEFINED 5 1,100
DIAMOND OFFSHORE
DRILLING INC COM 25271C102 1,586 18,900 SH DEFINED 1,2,3 18,900
DIGITAS INC COM 25388K104 6,899 593,700 SH DEFINED 5 593,700
DIGITAS INC COM 25388K104 19,107 1,644,350 SH DEFINED 1,2,3 1,644,350
DISNEY WALT CO COM DISNEY 254687106 102 3,400 SH DEFINED 1,2,3,4 3,400
DISNEY WALT CO COM DISNEY 254687106 11,250 375,000 SH DEFINED 1,2,3 375,000
DOLLAR GEN CORP COM 256669102 1,594 114,050 SH DEFINED 5 114,050
DOLLAR GEN CORP COM 256669102 7,847 561,300 SH DEFINED 1,2,3 561,300
DOMINION RES INC
VA NEW COM 25746U109 2,491 33,300 SH DEFINED 5 33,300
DOMINION RES INC
VA NEW COM 25746U109 10,042 134,270 SH DEFINED 1,2,3,4 134,270
DOMINION RES INC
VA NEW COM 25746U109 61,845 826,909 SH DEFINED 1,2,3 826,909
DOVER CORP COM 260003108 12,964 262,272 SH DEFINED 1,2,3,4 262,272
DRESSER-RAND GROUP INC COM 261608103 94 4,000 SH DEFINED 5 4,000
6
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
DRESSER-RAND GROUP INC COM 261608103 2,465 105,000 SH DEFINED 1,2,3 105,000
DRIL-QUIP INC COM 262037104 12,960 157,200 SH DEFINED 5 157,200
DRIL-QUIP INC COM 262037104 28,697 348,100 SH DEFINED 1,2,3 348,100
DU PONT E I DE
NEMOURS & CO COM 263534109 2,486 59,750 SH DEFINED 5 59,750
DU PONT E I DE
NEMOURS & CO COM 263534109 441 10,600 SH DEFINED 1,2,3,4 10,600
DU PONT E I DE
NEMOURS & CO COM 263534109 23,588 567,031 SH DEFINED 1,2,3 567,031
DUKE REALTY CORP COM NEW 264411505 1,849 52,600 SH DEFINED 5 52,600
DUKE REALTY CORP COM NEW 264411505 8,928 254,000 SH DEFINED 1,2,3 254,000
DUKE ENERGY CORP
CORP NEW COM 26441C105 707 24,086 SH DEFINED 1,2,3,4 24,086
ENSCO INTL INC COM 26874Q100 60 1,300 SH DEFINED 5 1,300
ENSCO INTL INC COM 26874Q100 46 1,000 SH DEFINED 1,2,3,4 1,000
ENSCO INTL INC COM 26874Q100 8,521 185,150 SH DEFINED 1,2,3 185,150
EOG RES INC COM 26875P101 80 1,150 SH DEFINED 5 1,150
EOG RES INC COM 26875P101 2,167 31,250 SH DEFINED 1,2,3 31,250
EPIQ SYS INC COM 26882D109 15,285 919,702 SH DEFINED 1,2,3 919,702
EXCO RESOURCES INC COM 269279402 243 21,300 SH DEFINED 5 21,300
EXCO RESOURCES INC COM 269279402 13,503 1,184,500 SH DEFINED 1,2,3 1,184,500
EBAY INC COM 278642103 2,612 89,200 SH DEFINED 5 89,200
EBAY INC COM 278642103 29,542 1,008,950 SH DEFINED 1,2,3 1,008,950
ELAN PLC ADR 284131208 247 14,800 SH DEFINED 5 14,800
ELAN PLC ADR 284131208 3,432 205,500 SH DEFINED 1,2,3 205,500
ELECTRONIC ARTS INC COM 285512109 6,958 161,850 SH DEFINED 5 161,850
ELECTRONIC ARTS INC COM 285512109 86,639 2,015,325 SH DEFINED 1,2,3 2,015,325
EMAGEON INC COM 29076V109 9,552 654,500 SH DEFINED 5 654,500
EMAGEON INC COM 29076V109 23,692 1,623,300 SH DEFINED 1,2,3 1,623,300
EMBARQ CORP COM 29078E105 129 3,140 SH DEFINED 5 3,140
EMBARQ CORP COM 29078E105 3 68 SH DEFINED 1,2,3,4 68
EMBARQ CORP COM 29078E105 652 15,900 SH DEFINED 1,2,3 15,900
EMERSON ELEC CO COM 291011104 11,042 131,750 SH DEFINED 5 131,750
EMERSON ELEC CO COM 291011104 369 4,400 SH DEFINED 1,2,3,4 4,400
EMERSON ELEC CO COM 291011104 131,458 1,568,524 SH DEFINED 1,2,3 1,568,524
ENCANA CORP COM 292505104 50 950 SH DEFINED 5 950
ENCANA CORP COM 292505104 8,570 162,800 SH DEFINED 1,2,3 162,800
ENBRIDGE INC COM 29250N105 984 32,200 SH DEFINED 5 32,200
ENBRIDGE INC COM 29250N105 6,810 222,768 SH DEFINED 1,2,3 222,768
ENCORE MED CORP COM 29256E109 325 67,500 SH DEFINED 1,2,3 67,500
ENCYSIVE
PHARMACEUTICALS INC COM 29256X107 69 10,000 SH DEFINED 1,2,3,4 10,000
ENDEAVOUR INTL CORP COM 29259G101 239 100,000 SH DEFINED 1,2,3,4 100,000
ENERGY CONVERSIOPN
DEVICES IN COM 292659109 5,750 157,600 SH DEFINED 5 157,600
ENERGY CONVERSIOPN
DEVICES IN COM 292659109 13,445 368,500 SH DEFINED 1,2,3 368,500
ENERGY EAST CORP COM 29266M109 1,819 76,000 SH DEFINED 5 76,000
ENERGY EAST CORP COM 29266M109 8,749 365,600 SH DEFINED 1,2,3 365,600
ENTERGY CORP NEW COM 29364G103 74 1,050 SH DEFINED 5 1,050
ENTERGY CORP NEW COM 29364G103 2,664 37,650 SH DEFINED 1,2,3 37,650
EQUITABLE RES INC COM 294549100 33,500 1,000,000 SH DEFINED 1,2,3 1,000,000
EQUITY LIFESTYLE
PPTYS INC COM 29472R108 877 20,000 SH DEFINED 1,2,3,4 20,000
7
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
ERICSSON LM TEL CO ADR B SEK 10 294821608 1,142 34,600 SH DEFINED 5 34,600
ERICSSON LM TEL CO ADR B SEK 10 294821608 5 150 SH DEFINED 1,2,3,4 150
ESCO TECHNOLOGIES INC COM 296315104 8,199 153,400 SH DEFINED 5 153,400
ESCO TECHNOLOGIES INC COM 296315104 68,047 1,273,100 SH DEFINED 1,2,3 1,273,100
EURONET WORLDWIDE INC COM 298736109 19,601 514,466 SH DEFINED 5 514,466
EURONET WORLDWIDE INC COM 298736109 131,013 3,438,653 SH DEFINED 1,2,3 3,438,653
EVERGREEN SOLAR INC COM 30033R108 4,564 351,450 SH DEFINED 5 351,450
EVERGREEN SOLAR INC COM 30033R108 7,645 588,750 SH DEFINED 1,2,3 588,750
EXELON CORP COM 30161N101 5,970 105,050 SH DEFINED 5 105,050
EXELON CORP COM 30161N101 10,728 188,774 SH DEFINED 1,2,3,4 188,774
EXELON CORP COM 30161N101 42,861 754,200 SH DEFINED 1,2,3 754,200
EXPEDITORS INT'L
WASH INC COM 302130109 25,454 454,650 SH DEFINED 5 454,650
EXPEDITORS INT'L
WASH INC COM 302130109 208,713 3,728,016 SH DEFINED 1,2,3 3,728,016
EXXON MOBIL CORP COM 30231G102 28,053 457,256 SH DEFINED 5 457,256
EXXON MOBIL CORP COM 30231G102 28,734 468,369 SH DEFINED 1,2,3,4 468,369
EXXON MOBIL CORP COM 30231G102 343,676 5,601,889 SH DEFINED 1,2,3 5,601,889
FLIR SYS INC COM 302445101 11,932 520,700 SH DEFINED 5 520,700
FLIR SYS INC COM 302445101 28,357 1,237,500 SH DEFINED 1,2,3 1,237,500
FACTSET RESH SYS INC COM 303075105 29,076 614,725 SH DEFINED 5 614,725
FACTSET RESH SYS INC COM 303075105 111,940 2,366,586 SH DEFINED 1,2,3 2,366,586
FALCONBRIDGE LTD
NEW 2005 COM 306104100 2,082 39,400 SH DEFINED 5 39,400
FALCONBRIDGE LTD
NEW 2005 COM 306104100 10,332 195,500 SH DEFINED 1,2,3 195,500
FAMILY DLR STORES INC COM 307000109 1,761 72,100 SH DEFINED 5 72,100
FAMILY DLR STORES INC COM 307000109 8,607 352,300 SH DEFINED 1,2,3 352,300
FASTENAL CO COM 311900104 3,634 90,150 SH DEFINED 5 90,150
FASTENAL CO COM 311900104 37,130 921,000 SH DEFINED 1,2,3 921,000
FEDERAL HOME LN
MTG CORP COM 313400301 3,375 59,200 SH DEFINED 5 59,200
FEDERAL HOME LN
MTG CORP COM 313400301 16,601 291,200 SH DEFINED 1,2,3 291,200
FEDERAL NATL MTG ASSN COM 313586109 3,011 62,600 SH DEFINED 5 62,600
FEDERAL NATL MTG ASSN COM 313586109 14,844 308,600 SH DEFINED 1,2,3 308,600
FEDERATED DEPT
STORES INC DE COM 31410H101 493 13,462 SH DEFINED 5 13,462
FEDERATED DEPT
STORES INC DE COM 31410H101 2,593 70,853 SH DEFINED 1,2,3 70,853
FINANCIAL FED CORP COM 317492106 10,023 360,400 SH DEFINED 5 360,400
FINANCIAL FED CORP COM 317492106 62,069 2,231,904 SH DEFINED 1,2,3 2,231,904
FLUOR CORP NEW COM 343412102 15,740 169,370 SH DEFINED 5 169,370
FLUOR CORP NEW COM 343412102 7,220 77,690 SH DEFINED 1,2,3,4 77,690
FLUOR CORP NEW COM 343412102 135,349 1,456,464 SH DEFINED 1,2,3 1,456,464
FOREST OIL CORP COM PAR $0.01 346091705 3,893 117,400 SH DEFINED 1,2,3 117,400
FORMFACTOR INC COM 346375108 8,000 179,100 SH DEFINED 1,2,3 179,100
FOUNDATION COAL
HLDGS INC COM 35039W100 45 950 SH DEFINED 5 950
FOUNDATION COAL
HLDGS INC COM 35039W100 14,372 306,250 SH DEFINED 1,2,3 306,250
FOUNDRY NETWORKS INC COM 35063R100 9,090 851,550 SH DEFINED 1,2,3 851,550
FOXHOLLOW
TECHNOLOGIES INC COM 35166A103 12,242 448,023 SH DEFINED 5 448,023
FOXHOLLOW
TECHNOLOGIES INC COM 35166A103 32,768 1,199,201 SH DEFINED 1,2,3 1,199,201
FRANKLIN RES INC COM 354613101 7,082 81,575 SH DEFINED 5 81,575
FRANKLIN RES INC COM 354613101 54,010 622,163 SH DEFINED 1,2,3 622,163
8
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
FREEPORT-MCMORAN
COPPER & GOLD CL B 35671D857 1,125 20,300 SH DEFINED 5 20,300
FREEPORT-MCMORAN
COPPER & GOLD CL B 35671D857 5,912 106,689 SH DEFINED 1,2,3 106,689
GAIAM INC CL A 36268Q103 665 46,922 SH DEFINED 5 46,922
GAIAM INC CL A 36268Q103 998 70,400 SH DEFINED 1,2,3 70,400
GARDNER DENVER INC COM 365558105 6,668 173,200 SH DEFINED 1,2,3 173,200
GAYLORD ENTMT CO NEW COM 367905106 39,682 909,300 SH DEFINED 1,2,3 909,300
GEN-PROBE INC NEW COM 36866T103 1,320 24,450 SH DEFINED 5 24,450
GEN-PROBE INC NEW COM 36866T103 13,599 251,950 SH DEFINED 1,2,3 251,950
GENENTECH INC COM NEW 368710406 34,459 421,254 SH DEFINED 5 421,254
GENENTECH INC COM NEW 368710406 238,174 2,911,658 SH DEFINED 1,2,3 2,911,658
GENERAL CABLE CORP
DEL NEW COM 369300108 11,263 321,800 SH DEFINED 5 321,800
GENERAL CABLE CORP
DEL NEW COM 369300108 28,830 823,700 SH DEFINED 1,2,3 823,700
GENERAL DYNAMICS
CORP COM 369550108 34,599 528,550 SH DEFINED 5 528,550
GENERAL DYNAMICS
CORP COM 369550108 11,848 180,995 SH DEFINED 1,2,3,4 180,995
GENERAL DYNAMICS
CORP COM 369550108 382,219 5,838,976 SH DEFINED 1,2,3 5,838,976
GENERAL ELEC CO COM 369604103 33,877 1,027,831 SH DEFINED 5 1,027,831
GENERAL ELEC CO COM 369604103 26,928 816,989 SH DEFINED 1,2,3,4 816,989
GENERAL ELEC CO COM 369604103 428,068 12,987,507 SH DEFINED 1,2,3 12,987,507
GENERAL MLS INC COM 370334104 2,371 45,900 SH DEFINED 5 45,900
GENERAL MLS INC COM 370334104 77 1,500 SH DEFINED 1,2,3,4 1,500
GENERAL MLS INC COM 370334104 11,474 222,100 SH DEFINED 1,2,3 222,100
GENTEX CORP COM 371901109 18,286 1,306,610 SH DEFINED 1,2,3 1,306,610
GENUINE PARTS CO COM 372460105 771 18,500 SH DEFINED 5 18,500
GENUINE PARTS CO COM 372460105 4,050 97,220 SH DEFINED 1,2,3 97,220
GENWORTH FINL INC COM CL A 37247D106 2,258 64,800 SH DEFINED 5 64,800
GENWORTH FINL INC COM CL A 37247D106 10,985 315,300 SH DEFINED 1,2,3 315,300
GENZYME CORP COM GENL DIV 372917104 9,132 149,600 SH DEFINED 5 149,600
GENZYME CORP COM GENL DIV 372917104 75,732 1,240,700 SH DEFINED 1,2,3 1,240,700
GETTY IMAGES INC COM 374276103 13,366 210,450 SH DEFINED 5 210,450
GETTY IMAGES INC COM 374276103 90,424 1,423,782 SH DEFINED 1,2,3 1,423,782
GILEAD SCIENCES INC COM 375558103 43,566 736,282 SH DEFINED 5 736,282
GILEAD SCIENCES INC COM 375558103 288,034 4,867,913 SH DEFINED 1,2,3 4,867,913
GLOBAL CASH ACCESS
HLDGS INC COM 378967103 3,292 210,600 SH DEFINED 5 210,600
GLOBAL CASH ACCESS
HLDGS INC COM 378967103 27,945 1,787,900 SH DEFINED 1,2,3 1,787,900
GLOBAL INDS LTD COM 379336100 1,251 77,600 SH DEFINED 1,2,3 77,600
GLOBAL PAYMENTS INC COM 37940X102 2,957 60,900 SH DEFINED 5 60,900
GLOBAL PAYMENTS INC COM 37940X102 25,613 527,550 SH DEFINED 1,2,3 527,550
GOL LINHAS AEREAS
INTLG S A SP ADR REP PFD 38045R107 1,065 30,000 SH DEFINED 5 30,000
GOL LINHAS AEREAS
INTLG S A SP ADR REP PFD 38045R107 6,923 195,000 SH DEFINED 1,2,3 195,000
GOLDMAN SACHS
GROUP INC COM 38141G104 21,359 141,985 SH DEFINED 5 141,985
GOLDMAN SACHS
GROUP INC COM 38141G104 26 175 SH DEFINED 1,2,3,4 175
GOLDMAN SACHS
GROUP INC COM 38141G104 140,653 935,004 SH DEFINED 1,2,3 935,004
GOODRICH CORP COM 382388106 802 19,900 SH DEFINED 5 19,900
GOODRICH CORP COM 382388106 4,213 104,556 SH DEFINED 1,2,3 104,556
GOODMAN GLOBAL INC COM 38239A100 2,606 171,700 SH DEFINED 1,2,3 171,700
GOOGLE INC CL A 38259P508 49,430 117,880 SH DEFINED 5 117,880
9
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
GOOGLE INC CL A 38259P508 288,400 687,772 SH DEFINED 1,2,3 687,772
GRANT PRIDECO INC COM 38821G101 944 21,100 SH DEFINED 5 21,100
GRANT PRIDECO INC COM 38821G101 6,834 152,712 SH DEFINED 1,2,3 152,712
GUITAR CTR MGMT INC COM 402040109 9,362 210,700 SH DEFINED 5 210,700
GUITAR CTR MGMT INC COM 402040109 22,182 499,200 SH DEFINED 1,2,3 499,200
HALLIBURTON CO COM 406216101 63 850 SH DEFINED 5 850
HALLIBURTON CO COM 406216101 11,264 151,790 SH DEFINED 1,2,3,4 151,790
HALLIBURTON CO COM 406216101 1,729 23,300 SH DEFINED 1,2,3 23,300
HARLEY DAVIDSON INC COM 412822108 1,147 20,900 SH DEFINED 5 20,900
HARLEY DAVIDSON INC COM 412822108 11,733 213,750 SH DEFINED 1,2,3 213,750
HARMAN INTL INDS INC COM 413086109 3,918 45,892 SH DEFINED 5 45,892
HARMAN INTL INDS INC COM 413086109 48,386 566,783 SH DEFINED 1,2,3 566,783
HARRAHS ENTMT INC COM 413619107 1,139 16,000 SH DEFINED 5 16,000
HARRAHS ENTMT INC COM 413619107 5,979 83,993 SH DEFINED 1,2,3 83,993
HARTFOLD FINL SVCS
GROUP INC COM 416515104 144 1,700 SH DEFINED 1,2,3,4 1,700
HARTFOLD FINL SVCS
GROUP INC COM 416515104 16,920 200,000 SH DEFINED 1,2,3 200,000
HEALTH MGMT ASSOC
INC NEW CL A 421933102 1,523 77,250 SH DEFINED 5 77,250
HEALTH MGMT ASSOC
INC NEW CL A 421933102 16,250 824,450 SH DEFINED 1,2,3 824,450
HEADWATERS INC COM 42210P102 5,657 221,315 SH DEFINED 5 221,315
HEADWATERS INC COM 42210P102 25,760 1,007,825 SH DEFINED 1,2,3 1,007,825
HEALTH NET INC COM 42222G108 23,714 525,000 SH DEFINED 1,2,3 525,000
HEALTHWAYS INC COM 422245100 64,860 1,233,315 SH DEFINED 1,2,3 1,233,315
HERSHEY FOODS CORP COM 427866108 2,131 38,700 SH DEFINED 5 38,700
HERSHEY FOODS CORP COM 427866108 22,108 401,450 SH DEFINED 1,2,3 401,450
HESS CORP COM 42809H107 45 850 SH DEFINED 5 850
HESS CORP COM 42809H107 1,205 22,800 SH DEFINED 1,2,3 22,800
HEWLETT PACKARD CO COM 428236103 11,259 355,400 SH DEFINED 5 355,400
HEWLETT PACKARD CO COM 428236103 117,753 3,716,950 SH DEFINED 1,2,3 3,716,950
HILTON HOTELS CORP COM 432848109 226 8,000 SH DEFINED 5 8,000
HILTON HOTELS CORP COM 432848109 21,917 775,000 SH DEFINED 1,2,3 775,000
HIMAX TECHNOLOGIES
INC SPONSORED ADR 43289P106 7,657 1,330,550 SH DEFINED 5 1,330,550
HIMAX TECHNOLOGIES
INC SPONSORED ADR 43289P106 32,131 5,583,200 SH DEFINED 1,2,3 5,583,200
HOLOGIC INC COM 436440101 11,772 238,300 SH DEFINED 5 238,300
HOLOGIC INC COM 436440101 27,595 558,600 SH DEFINED 1,2,3 558,600
HOME DEPOT INC COM 437076102 9 250 SH DEFINED 1,2,3,4 250
HOME DEPOT INC COM 437076102 1,802 50,350 SH DEFINED 1,2,3 50,350
HONEYWELL INTL INC COM 438516106 6,965 172,821 SH DEFINED 1,2,3,4 172,821
HOST HOTELS &
RESORTS INC COM 44107P104 450 20,571 SH DEFINED 5 20,571
HOST HOTELS &
RESORTS INC COM 44107P104 2,363 108,045 SH DEFINED 1,2,3 108,045
HUGOTON RTY TR TEX UNIT BEN INT 444717102 61 2,051 SH DEFINED 5 2,051
HUGOTON RTY TR TEX UNIT BEN INT 444717102 24 810 SH DEFINED 1,2,3,4 810
HUGOTON RTY TR TEX UNIT BEN INT 444717102 647 21,800 SH DEFINED 1,2,3 21,800
HUNT J B TRANS
SVCS INC COM 445658107 51,418 2,064,582 SH DEFINED 1,2,3 2,064,582
HYDRIL COM 448774109 10,874 138,800 SH DEFINED 5 138,800
HYDRIL COM 448774109 22,493 287,100 SH DEFINED 1,2,3 287,100
HYDROGENICS CORP COM 448882100 24 9,700 SH DEFINED 5 9,700
10
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
HYDROGENICS CORP COM 448882100 642 263,450 SH DEFINED 1,2,3 263,450
ICOS CORP COM 449295104 1,070 48,700 SH DEFINED 5 48,700
ICOS CORP COM 449295104 11,651 530,200 SH DEFINED 1,2,3 530,200
ITT EDUCATIONAL
SERVICES INC COM 45068B109 76,287 1,159,202 SH DEFINED 1,2,3 1,159,202
ICICI BK LTD ADR 45104G104 3,548 150,000 SH DEFINED 5 150,000
IDEX CORP COM 45167R104 2,928 62,025 SH DEFINED 5 62,025
IDEX CORP COM 45167R104 30,154 638,850 SH DEFINED 1,2,3 638,850
ILLINOIS TOOL WKS INC COM 452308109 1,856 39,080 SH DEFINED 5 39,080
ILLINOIS TOOL WKS INC COM 452308109 9,358 197,000 SH DEFINED 1,2,3 197,000
INCO LTD COM 453258402 10,164 154,231 SH DEFINED 5 154,231
INCO LTD COM 453258402 21,962 333,256 SH DEFINED 1,2,3 333,256
INTERMAGNETICS
GEN CORP COM 458771102 4,854 180,100 SH DEFINED 5 180,100
INTERMAGNETICS
GEN CORP COM 458771102 7,271 269,800 SH DEFINED 1,2,3 269,800
INTERLASE CORP COM 461169104 14,766 881,000 SH DEFINED 5 881,000
INTERLASE CORP COM 461169104 49,893 2,976,900 SH DEFINED 1,2,3 2,976,900
IOWA TELECOMM
SERVICES INC COM 462594201 1,036 54,750 SH DEFINED 5 54,750
IOWA TELECOMM
SERVICES INC COM 462594201 5,443 287,700 SH DEFINED 1,2,3 287,700
ISHARES INC MSCI PAC J IDX 464286665 3,219 30,000 SH DEFINED 5 30,000
ISHARES INC MSCI TAIWAN 464286731 3,200 250,000 SH DEFINED 5 250,000
ISHARES INC MSCI S KOREA 464286772 2,532 56,190 SH DEFINED 5 56,190
ISHARES TR RUSL 2000 GROW 464287648 24,214 329,400 SH DEFINED 1,2,3 329,400
J P MORGAN CHASE & CO COM 46625H100 15,938 379,488 SH DEFINED 5 379,488
J P MORGAN CHASE & CO COM 46625H100 10,662 253,866 SH DEFINED 1,2,3,4 253,866
J P MORGAN CHASE & CO COM 46625H100 122,827 2,924,455 SH DEFINED 1,2,3 2,924,455
JACOBS ENGR GROUP
INC DEL COM 469814107 9,518 119,510 SH DEFINED 5 119,510
JACOBS ENGR GROUP
INC DEL COM 469814107 22,030 276,623 SH DEFINED 1,2,3 276,623
JOHNSON & JOHNSON COM 478160104 16,674 278,275 SH DEFINED 5 278,275
JOHNSON & JOHNSON COM 478160104 12,452 207,814 SH DEFINED 1,2,3,4 207,814
JOHNSON & JOHNSON COM 478160104 201,328 3,359,951 SH DEFINED 1,2,3 3,359,951
JUNIPER NETWORKS INC COM 48203R104 6,334 395,850 SH DEFINED 5 395,850
JUNIPER NETWORKS INC COM 48203R104 10,150 634,345 SH DEFINED 1,2,3,4 634,345
JUNIPER NETWORKS INC COM 48203R104 66,915 4,182,175 SH DEFINED 1,2,3 4,182,175
KFX INC COM 48245L107 1,427 93,400 SH DEFINED 1,2,3 93,400
KANSAS CITY SOUTHN
INDS INC COM NEW 485170302 3,388 122,300 SH DEFINED 5 122,300
KANSAS CITY SOUTHN
INDS INC COM NEW 485170302 85,995 3,104,520 SH DEFINED 1,2,3 3,104,520
KELLOGG CO COM 487836108 1,397 28,850 SH DEFINED 5 28,850
KELLOGG CO COM 487836108 61,421 1,268,250 SH DEFINED 1,2,3 1,268,250
KINDER MORGAN INC KANS COM 49455P101 1,538 15,400 SH DEFINED 5 15,400
KINDER MORGAN INC KANS COM 49455P101 9,915 99,264 SH DEFINED 1,2,3 99,264
KIRBY CORP COM 497266106 237 6,000 SH DEFINED 1,2,3,4 6,000
KOHLS CORP COM 500255104 7,328 123,950 SH DEFINED 5 123,950
KOHLS CORP COM 500255104 4 75 SH DEFINED 1,2,3,4 75
KOHLS CORP COM 500255104 97,666 1,652,000 SH DEFINED 1,2,3 1,652,000
KRONOS INC COM 501052104 7,056 195,500 SH DEFINED 5 195,500
KRONOS INC COM 501052104 17,913 496,350 SH DEFINED 1,2,3 496,350
KYPHON INC COM 501577100 1,671 43,500 SH DEFINED 5 43,500
11
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
KYPHON INC COM 501577100 56,859 1,480,500 SH DEFINED 1,2,3 1,480,500
LKQ CORP COM 501889208 9,077 477,500 SH DEFINED 5 477,500
LKQ CORP COM 501889208 56,265 2,959,752 SH DEFINED 1,2,3 2,959,752
L-3 COMMUNICATIONS
HDGS INC COM 502424104 6,079 80,600 SH DEFINED 5 80,600
L-3 COMMUNICATIONS
HDGS INC COM 502424104 87,974 1,166,450 SH DEFINED 1,2,3 1,166,450
LABORATORY CORP
AMER HLDGS COM NEW 50540R409 3,286 52,800 SH DEFINED 5 52,800
LABORATORY CORP
AMER HLDGS COM NEW 50540R409 33,648 540,700 SH DEFINED 1,2,3 540,700
LAM RESEARCH CORP COM 512807108 3,538 75,800 SH DEFINED 5 75,800
LAM RESEARCH CORP COM 512807108 38,374 822,150 SH DEFINED 1,2,3 822,150
LAMAR ADVERTISING CO CL A 512815101 2,644 49,050 SH DEFINED 5 49,050
LAMAR ADVERTISING CO CL A 512815101 27,198 504,650 SH DEFINED 1,2,3 504,650
LAS VEGAS SANDS CORP COM 517834107 76,784 986,174 SH DEFINED 5 986,174
LAS VEGAS SANDS CORP COM 517834107 13,001 166,980 SH DEFINED 1,2,3,4 166,980
LAS VEGAS SANDS CORP COM 517834107 464,097 5,960,663 SH DEFINED 1,2,3 5,960,663
LAWSON SOFTWARE INC NEW COM 52078P102 2,543 374,200 SH DEFINED 5 374,200
LAWSON SOFTWARE INC NEW COM 52078P102 21,608 3,180,000 SH DEFINED 1,2,3 3,180,000
LEGG MASON INC COM 524901105 38,296 384,810 SH DEFINED 5 384,810
LEGG MASON INC COM 524901105 11,954 120,120 SH DEFINED 1,2,3,4 120,120
LEGG MASON INC COM 524901105 229,416 2,305,223 SH DEFINED 1,2,3 2,305,223
LILLY ELI & CO COM 532457108 9,744 176,295 SH DEFINED 1,2,3,4 176,295
LINCOLN EDL SVCS CORP COM 533535100 3,050 180,300 SH DEFINED 1,2,3 180,300
LINEAR TECHNOLOGY CORP COM 535678106 1,145 34,200 SH DEFINED 5 34,200
LINEAR TECHNOLOGY CORP COM 535678106 29,591 883,700 SH DEFINED 1,2,3 883,700
LOCKHEED MARTIN CORP COM 539830109 1,750 24,400 SH DEFINED 5 24,400
LOCKHEED MARTIN CORP COM 539830109 8,795 122,600 SH DEFINED 1,2,3 122,600
LOEWS CORP CAROLINA GRP
STK 540424207 1,937 37,700 SH DEFINED 5 37,700
LOEWS CORP CAROLINA GRP
STK 540424207 21,505 418,633 SH DEFINED 1,2,3 418,633
LONGS DRUG STORES CORP COM 543162101 1,364 29,900 SH DEFINED 5 29,900
LONGS DRUG STORES CORP COM 543162101 13,871 304,050 SH DEFINED 1,2,3 304,050
LOOPNET INC COM 543524300 2,873 157,916 SH DEFINED 1,2,3 157,916
MARATHON OIL CORP COM 565849106 583 7,000 SH DEFINED 5 7,000
MARATHON OIL CORP COM 565849106 4,579 54,975 SH DEFINED 1,2,3 54,975
MARINER ENERGY INC COM 56845T305 113 6,150 SH DEFINED 5 6,150
MARINER ENERGY INC COM 56845T305 1,857 101,080 SH DEFINED 1,2,3 101,080
MARSH & MCLENNAN
COS INC COM 571748102 5,621 209,050 SH DEFINED 5 209,050
MARSH & MCLENNAN
COS INC COM 571748102 5,282 196,425 SH DEFINED 1,2,3,4 196,425
MARSH & MCLENNAN
COS INC COM 571748102 67,721 2,518,464 SH DEFINED 1,2,3 2,518,464
MARRIOTT INTL INC NEW CL A 571903202 6,540 171,556 SH DEFINED 5 171,556
MARRIOTT INTL INC NEW CL A 571903202 93,986 2,465,530 SH DEFINED 1,2,3 2,465,530
MARTEK BIOSCIENCES CORP COM 572901106 13,072 452,077 SH DEFINED 5 452,077
MARTEK BIOSCIENCES CORP COM 572901106 29,284 1,012,763 SH DEFINED 1,2,3 1,012,763
MASCO CORP COM 574599106 1,589 53,600 SH DEFINED 5 53,600
MASCO CORP COM 574599106 8,035 271,100 SH DEFINED 1,2,3 271,100
MASSEY ENERGY CORP COM 576206106 38 1,050 SH DEFINED 5 1,050
MASSEY ENERGY CORP COM 576206106 14 375 SH DEFINED 1,2,3,4 375
MASSEY ENERGY CORP COM 576206106 1,015 28,200 SH DEFINED 1,2,3 28,200
12
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
MAXIM INTEGRATED
PRODS INC COM 57772K101 1,196 37,200 SH DEFINED 5 37,200
MAXIM INTEGRATED
PRODS INC COM 57772K101 21,975 683,625 SH DEFINED 1,2,3 683,625
MCDONALDS CORP COM 580135101 3,182 94,700 SH DEFINED 5 94,700
MCDONALDS CORP COM 580135101 27,985 832,900 SH DEFINED 1,2,3 832,900
MEDIMMUNE INC COM 584699102 163 6,000 SH DEFINED 5 6,000
MEDIMMUNE INC COM 584699102 7,454 275,000 SH DEFINED 1,2,3 275,000
MEDTRONIC INC COM 585055106 18,151 386,856 SH DEFINED 5 386,856
MEDTRONIC INC COM 585055106 11,963 254,961 SH DEFINED 1,2,3,4 254,961
MEDTRONIC INC COM 585055106 188,316 4,013,553 SH DEFINED 1,2,3 4,013,553
MELLON FINL CORP COM 58551A108 473 13,750 SH DEFINED 5 13,750
MELLON FINL CORP COM 58551A108 10,825 314,407 SH DEFINED 1,2,3,4 314,407
MELLON FINL CORP COM 58551A108 2,487 72,247 SH DEFINED 1,2,3 72,247
MEREDITH CORP COM 589433101 3,480 70,250 SH DEFINED 5 70,250
MEREDITH CORP COM 589433101 34,859 703,650 SH DEFINED 1,2,3 703,650
MERRILL LYNCH & CO INC COM 590188108 7,916 113,800 SH DEFINED 5 113,800
MERRILL LYNCH & CO INC COM 590188108 11,014 158,332 SH DEFINED 1,2,3,4 158,332
MERRILL LYNCH & CO INC COM 590188108 24,082 346,200 SH DEFINED 1,2,3 346,200
MICROS SYS INC COM 594901100 15,588 357,000 SH DEFINED 5 357,000
MICROS SYS INC COM 594901100 40,346 924,000 SH DEFINED 1,2,3 924,000
MICROSOFT CORP COM 594918104 1,789 76,758 SH DEFINED 5 76,758
MICROSOFT CORP COM 594918104 5,786 248,272 SH DEFINED 1,2,3,4 248,272
MICROSOFT CORP COM 594918104 56,011 2,403,400 SH DEFINED 1,2,3 2,403,400
MICROSTRATEGY INC CL A NEW 594972408 36,648 376,686 SH DEFINED 1,2,3 376,686
MICROCHIP
TECHNOLOGY INC COM 595017104 24,523 729,740 SH DEFINED 5 729,740
MICROCHIP
TECHNOLOGY INC COM 595017104 211,682 6,299,109 SH DEFINED 1,2,3 6,299,109
MICRON TECHNOLOGY INC COM 595112103 2,950 195,900 SH DEFINED 5 195,900
MICRON TECHNOLOGY INC COM 595112103 25,162 1,670,800 SH DEFINED 1,2,3 1,670,800
MICROSEMI CORP COM 595137100 5,312 218,250 SH DEFINED 5 218,250
MICROSEMI CORP COM 595137100 7,937 326,100 SH DEFINED 1,2,3 326,100
MIRANT CORP NEW COM 60467R100 992 37,000 SH DEFINED 5 37,000
MIRANT CORP NEW COM 60467R100 11,575 431,900 SH DEFINED 1,2,3 431,900
MOBILE MINI INC COM 60740F105 25,985 889,300 SH DEFINED 1,2,3 889,300
MOLEX INC COM 608554101 373 11,100 SH DEFINED 5 11,100
MOLEX INC COM 608554101 9,472 282,000 SH DEFINED 1,2,3 282,000
MOLEX INC CL A 608554200 1,802 62,650 SH DEFINED 5 62,650
MOLEX INC CL A 608554200 18,265 635,200 SH DEFINED 1,2,3 635,200
MOLSON COORS BREWING CO CL B 60871R209 1,697 25,000 SH DEFINED 5 25,000
MOLSON COORS BREWING CO CL B 60871R209 8,553 126,000 SH DEFINED 1,2,3 126,000
MONSANTO CO NEW COM 61166W101 34,332 407,795 SH DEFINED 5 407,795
MONSANTO CO NEW COM 61166W101 229,796 2,729,489 SH DEFINED 1,2,3 2,729,489
MORGAN STANLEY DEAN
WITTER&CO COM NEW 617446448 1,890 29,900 SH DEFINED 5 29,900
MORGAN STANLEY DEAN
WITTER&CO COM NEW 617446448 14 225 SH DEFINED 1,2,3,4 225
MORGAN STANLEY DEAN
WITTER&CO COM NEW 617446448 9,298 147,100 SH DEFINED 1,2,3 147,100
MOSAIC CO COM 61945A107 287 18,350 SH DEFINED 1,2,3 18,350
MURPHY OIL CORP COM 626717102 3,419 61,200 SH DEFINED 1,2,3,4 61,200
NRG ENERGY INC COM NEW 629377508 2,674 55,500 SH DEFINED 5 55,500
13
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
NRG ENERGY INC COM NEW 629377508 37,015 768,256 SH DEFINED 1,2,3 768,256
NYSE GROUP INC COM 62949W103 27,540 402,157 SH DEFINED 5 402,157
NYSE GROUP INC COM 62949W103 116,958 1,707,912 SH DEFINED 1,2,3 1,707,912
NASDAQ STOCK MARKET
INC COM 631103108 1,243 43,550 SH DEFINED 1,2,3 43,550
NATIONAL CITY CORP COM 635405103 3,232 89,300 SH DEFINED 5 89,300
NATIONAL CITY CORP COM 635405103 16,101 444,900 SH DEFINED 1,2,3 444,900
NATIONAL OILWELL
VARCO INC COM 637071101 1,292 20,400 SH DEFINED 5 20,400
NATIONAL OILWELL
VARCO INC COM 637071101 9,436 149,024 SH DEFINED 1,2,3 149,024
NATURAL RESOURCE
PARTNERS L COM UNIT L P 63900P103 3,523 65,000 SH DEFINED 1,2,3,4 65,000
NAUTILUS GROUP INC COM 63910B102 10,450 665,200 SH DEFINED 5 665,200
NAUTILUS GROUP INC COM 63910B102 21,284 1,354,800 SH DEFINED 1,2,3 1,354,800
NELNET INC CL A 64031N108 13,369 329,700 SH DEFINED 5 329,700
NELNET INC CL A 64031N108 35,206 868,200 SH DEFINED 1,2,3 868,200
NETEASE COM INC SPONSORED ADR 64110W102 2,046 91,280 SH DEFINED 5 91,280
NETWORK APPLIANCE INC COM 64120L104 3,230 91,500 SH DEFINED 5 91,500
NETWORK APPLIANCE INC COM 64120L104 33,301 943,250 SH DEFINED 1,2,3 943,250
NEUROMETRIX INC COM 641255104 7,870 258,300 SH DEFINED 5 258,300
NEWFIELD EXPL CO COM 651290108 17,173 350,900 SH DEFINED 5 350,900
NEWFIELD EXPL CO COM 651290108 5,993 122,464 SH DEFINED 1,2,3,4 122,464
NEWFIELD EXPL CO COM 651290108 91,539 1,870,434 SH DEFINED 1,2,3 1,870,434
NEWMONT MINING CORP COM 651639106 22,133 418,154 SH DEFINED 5 418,154
NEWMONT MINING CORP COM 651639106 55,515 1,048,846 SH DEFINED 1,2,3 1,048,846
NEWS CORP CL A 65248E104 3,042 158,600 SH DEFINED 5 158,600
NEWS CORP CL A 65248E104 24,518 1,278,300 SH DEFINED 1,2,3 1,278,300
NEXTEST SYS CORP COM 653339101 1,067 64,000 SH DEFINED 5 64,000
NEXTEST SYS CORP COM 653339101 8,857 531,300 SH DEFINED 1,2,3 531,300
NISOURCE INC COM 65473P105 463 21,200 SH DEFINED 5 21,200
NISOURCE INC COM 65473P105 11 500 SH DEFINED 1,2,3,4 500
NISOURCE INC COM 65473P105 2,431 111,318 SH DEFINED 1,2,3 111,318
NOKIA CORP SPONSORED ADR 654902204 2,767 136,580 SH DEFINED 5 136,580
NOKIA CORP SPONSORED ADR 654902204 13,823 682,300 SH DEFINED 1,2,3 682,300
NOBLE ENERGY INC COM 655044105 14,967 319,400 SH DEFINED 5 319,400
NOBLE ENERGY INC COM 655044105 154,654 3,300,350 SH DEFINED 1,2,3 3,300,350
NORDSON CORP COM 655663102 5,489 111,100 SH DEFINED 5 111,100
NORDSON CORP COM 655663102 20,370 412,300 SH DEFINED 1,2,3 412,300
NORDSTROM INC COM 655664100 1,104 30,250 SH DEFINED 5 30,250
NORDSTROM INC COM 655664100 11,392 312,100 SH DEFINED 1,2,3 312,100
NORFOLK SOUTHERN CORP COM 655844108 21,033 395,200 SH DEFINED 1,2,3 395,200
NORTHERN TR CORP COM 665859104 4,232 76,500 SH DEFINED 5 76,500
NORTHERN TR CORP COM 665859104 7,196 130,100 SH DEFINED 1,2,3,4 130,100
NORTHERN TR CORP COM 665859104 46,224 835,650 SH DEFINED 1,2,3 835,650
NOVARTIS A G SPONSORED ADR 66987V109 868 16,100 SH DEFINED 5 16,100
NOVARTIS A G SPONSORED ADR 66987V109 17,163 318,300 SH DEFINED 1,2,3 318,300
NOVELLUS SYS INC COM 670008101 5,912 239,299 SH DEFINED 1,2,3,4 239,299
NUVELO INC COM NEW 67072M301 1,793 108,000 SH DEFINED 5 108,000
NUVELO INC COM NEW 67072M301 15,011 904,300 SH DEFINED 1,2,3 904,300
14
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
OCCIDENTAL PETE
CORP DEL COM 674599105 87 850 SH DEFINED 5 850
OCCIDENTAL PETE
CORP DEL COM 674599105 2,348 22,900 SH DEFINED 1,2,3 22,900
OMNICOM GROUP INC COM 681919106 4,897 54,971 SH DEFINED 1,2,3,4 54,971
OMNICOM GROUP INC COM 681919106 13,364 150,000 SH DEFINED 1,2,3 150,000
OPEN JT STK
CO-VIMPEL COMMUN SPONSORED ADR 68370R109 2,608 56,926 SH DEFINED 5 56,926
OPEN JT STK
CO-VIMPEL COMMUN SPONSORED ADR 68370R109 6,422 140,161 SH DEFINED 1,2,3 140,161
ORACLE CORP COM 68389X105 4,115 282,500 SH DEFINED 5 282,500
ORACLE CORP COM 68389X105 34,153 2,344,900 SH DEFINED 1,2,3 2,344,900
ORASURE
TECHNOLOGIES INC COM 68554V108 8,220 863,900 SH DEFINED 5 863,900
ORASURE
TECHNOLOGIES INC COM 68554V108 12,270 1,289,500 SH DEFINED 1,2,3 1,289,500
O REILLY
AUTOMOTIVE INC COM 686091109 6,195 198,700 SH DEFINED 5 198,700
O REILLY
AUTOMOTIVE INC COM 686091109 63,657 2,041,592 SH DEFINED 1,2,3 2,041,592
P F CHANGS CHINA
BISTRO INC COM 69333Y108 8,699 228,900 SH DEFINED 5 228,900
P F CHANGS CHINA
BISTRO INC COM 69333Y108 29,148 766,950 SH DEFINED 1,2,3 766,950
PNC FINL SVCS
GROUP INC COM 693475105 6,803 96,955 SH DEFINED 1,2,3,4 96,955
PPL CORP COM 69351T106 1,954 60,500 SH DEFINED 5 60,500
PPL CORP COM 69351T106 388 12,000 SH DEFINED 1,2,3,4 12,000
PPL CORP COM 69351T106 9,477 293,400 SH DEFINED 1,2,3 293,400
PSS WORLD MED INC COM 69366A100 10,135 573,100 SH DEFINED 5 573,100
PSS WORLD MED INC COM 69366A100 58,877 3,329,200 SH DEFINED 1,2,3 3,329,200
PAN AMERICAN SILVER
CORP COM 697900108 7,497 416,481 SH DEFINED 5 416,481
PAN AMERICAN SILVER
CORP COM 697900108 20,065 1,114,720 SH DEFINED 1,2,3 1,114,720
PANERA BREAD CO CL A 69840W108 10,316 153,300 SH DEFINED 5 153,300
PANERA BREAD CO CL A 69840W108 78,823 1,171,300 SH DEFINED 1,2,3 1,171,300
PATTERSON UTI
ENERGY INC COM 703481101 769 27,100 SH DEFINED 5 27,100
PATTERSON UTI
ENERGY INC COM 703481101 44,011 1,551,578 SH DEFINED 1,2,3 1,551,578
PAYCHEX INC COM 704326107 24,048 616,150 SH DEFINED 5 616,150
PAYCHEX INC COM 704326107 218,162 5,589,587 SH DEFINED 1,2,3 5,589,587
PEABODY ENERGY CORP COM 704549104 89 1,600 SH DEFINED 5 1,600
PEABODY ENERGY CORP COM 704549104 2,428 43,550 SH DEFINED 1,2,3 43,550
PENNEY J C INC COM 708160106 2,248 33,300 SH DEFINED 5 33,300
PENNEY J C INC COM 708160106 11,348 168,100 SH DEFINED 1,2,3 168,100
PEPSICO INC COM 713448108 27,787 462,816 SH DEFINED 5 462,816
PEPSICO INC COM 713448108 20,031 333,635 SH DEFINED 1,2,3,4 333,635
PEPSICO INC COM 713448108 321,504 5,354,830 SH DEFINED 1,2,3 5,354,830
PETROCHINA CO LTD SPONSORED ADR 71646E100 22 200 SH DEFINED 5 200
PETROCHINA CO LTD SPONSORED ADR 71646E100 572 5,300 SH DEFINED 1,2,3 5,300
PETROLEO BRASILEIRO
SA PETRO SPONSORED ADR 71654V408 1,313 14,700 SH DEFINED 5 14,700
PETROLEO BRASILEIRO
SA PETRO SPONSORED ADR 71654V408 6,989 78,250 SH DEFINED 1,2,3 78,250
PFIZER INC COM 717081103 4,397 187,350 SH DEFINED 5 187,350
PFIZER INC COM 717081103 4,054 172,751 SH DEFINED 1,2,3,4 172,751
PFIZER INC COM 717081103 21,750 926,701 SH DEFINED 1,2,3 926,701
PHELPS DODGE CORP COM 717265102 559 6,800 SH DEFINED 5 6,800
PHELPS DODGE CORP COM 717265102 46,190 562,200 SH DEFINED 1,2,3 562,200
PHOTON DYNAMICS INC COM 719364101 2,501 200,000 SH DEFINED 1,2,3 200,000
PINNACLE ENTMT INC COM 723456109 215 7,000 SH DEFINED 5 7,000
15
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
PINNACLE ENTMT INC COM 723456109 3,540 115,500 SH DEFINED 1,2,3 115,500
PITNEY BOWES INC COM 724479100 900 21,800 SH DEFINED 5 21,800
PITNEY BOWES INC COM 724479100 10,858 262,900 SH DEFINED 1,2,3 262,900
PLANTRONICS INC NEW COM 727493108 6,852 308,500 SH DEFINED 5 308,500
PLANTRONICS INC NEW COM 727493108 16,431 739,800 SH DEFINED 1,2,3 739,800
PLUG POWER INC COM 72919P103 1,503 316,400 SH DEFINED 5 316,400
PLUG POWER INC COM 72919P103 12,578 2,647,900 SH DEFINED 1,2,3 2,647,900
PRECISION CASTPARTS
CORP COM 740189105 657 11,000 SH DEFINED 5 11,000
PRECISION CASTPARTS
CORP COM 740189105 25,577 428,000 SH DEFINED 1,2,3 428,000
PROCTER & GAMBLE CO COM 742718109 14,115 253,875 SH DEFINED 5 253,875
PROCTER & GAMBLE CO COM 742718109 12,370 222,479 SH DEFINED 1,2,3,4 222,479
PROCTER & GAMBLE CO COM 742718109 127,163 2,287,111 SH DEFINED 1,2,3 2,287,111
PROGRESS ENERGY INC COM 743263105 211 4,918 SH DEFINED 1,2,3,4 4,918
PROLOGIS TR SH BEN INT 743410102 967 18,550 SH DEFINED 5 18,550
PROLOGIS TR SH BEN INT 743410102 2,803 53,788 SH DEFINED 1,2,3,4 53,788
PROLOGIS TR SH BEN INT 743410102 5,077 97,405 SH DEFINED 1,2,3 97,405
PRUDENTIAL FINL INC COM 744320102 1,430 18,398 SH DEFINED 5 18,398
PRUDENTIAL FINL INC COM 744320102 67,818 872,821 SH DEFINED 1,2,3 872,821
QUALCOMM INC COM 747525103 8,461 211,075 SH DEFINED 5 211,075
QUALCOMM INC COM 747525103 10,204 254,570 SH DEFINED 1,2,3,4 254,570
QUALCOMM INC COM 747525103 82,385 2,055,246 SH DEFINED 1,2,3 2,055,246
QUICKSILVER
RESOURCES INC COM 74837R104 1,414 38,400 SH DEFINED 1,2,3 38,400
QUIKSILVER INC COM 74838C106 9,196 755,000 SH DEFINED 5 755,000
QUIKSILVER INC COM 74838C106 13,729 1,127,200 SH DEFINED 1,2,3 1,127,200
RADIATION THERAPY
SVCS INC COM 750323206 875 32,500 SH DEFINED 5 32,500
RADIATION THERAPY
SVCS INC COM 750323206 7,418 275,600 SH DEFINED 1,2,3 275,600
RANGE RES CORP COM 75281A109 3,499 128,700 SH DEFINED 5 128,700
RANGE RES CORP COM 75281A109 5,234 192,500 SH DEFINED 1,2,3 192,500
REDDY ICE HLDGS INC COM 75734R105 975 47,900 SH DEFINED 1,2,3 47,900
RELIANT ENERGY INC COM 75952B105 1,864 155,577 SH DEFINED 1,2,3,4 155,577
REPUBLIC SVCS INC COM 760759100 678 16,800 SH DEFINED 5 16,800
REPUBLIC SVCS INC COM 760759100 6,945 172,150 SH DEFINED 1,2,3 172,150
RESEARCH IN
MOTION LTD COM 760975102 8,367 119,950 SH DEFINED 5 119,950
RESEARCH IN
MOTION LTD COM 760975102 71,298 1,022,200 SH DEFINED 1,2,3 1,022,200
RESMED INC COM 761152107 8,592 183,000 SH DEFINED 5 183,000
RESMED INC COM 761152107 24,846 529,200 SH DEFINED 1,2,3 529,200
RESOURCES
CONNECTION INC COM 76122Q105 13,051 521,718 SH DEFINED 5 521,718
RESOURCES
CONNECTION INC COM 76122Q105 30,070 1,202,082 SH DEFINED 1,2,3 1,202,082
REYNOLDS
AMERICAN INC COM 761713106 1,274 11,050 SH DEFINED 5 11,050
REYNOLDS
AMERICAN INC COM 761713106 6,694 58,055 SH DEFINED 1,2,3 58,055
ROBERT HALF INTL INC COM 770323103 12,962 308,610 SH DEFINED 5 308,610
ROBERT HALF INTL INC COM 770323103 103,585 2,466,304 SH DEFINED 1,2,3 2,466,304
ROCKWELL AUTOMATION
INC COM 773903109 10,528 146,200 SH DEFINED 5 146,200
ROCKWELL AUTOMATION
INC COM 773903109 127,357 1,768,600 SH DEFINED 1,2,3 1,768,600
ROCKWELL COLLINS INC COM 774341101 19,555 350,000 SH DEFINED 1,2,3 350,000
ROWAN COS INC COM 779382100 36 1,000 SH DEFINED 1,2,3,4 1,000
16
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
ROWAN COS INC COM 779382100 6,239 175,300 SH DEFINED 1,2,3 175,300
SLM CORP COM 78442P106 62,629 1,183,465 SH DEFINED 5 1,183,465
SLM CORP COM 78442P106 17,065 322,465 SH DEFINED 1,2,3,4 322,465
SLM CORP COM 78442P106 529,151 9,999,082 SH DEFINED 1,2,3 9,999,082
ST JUDE MED INC COM 790849103 259 8,000 SH DEFINED 5 8,000
ST JUDE MED INC COM 790849103 24,315 750,000 SH DEFINED 1,2,3 750,000
ST PAUL TRAVELERS
INC COM 792860108 4,023 90,237 SH DEFINED 5 90,237
ST PAUL TRAVELERS
INC COM 792860108 1 16 SH DEFINED 1,2,3,4 16
ST PAUL TRAVELERS
INC COM 792860108 42,269 948,160 SH DEFINED 1,2,3 948,160
SANDISK CORP COM 80004C101 4,049 79,300 SH DEFINED 5 79,300
SANDISK CORP COM 80004C101 29,153 570,900 SH DEFINED 1,2,3 570,900
SAP
AKTIENGESELLSCHAFT SPONSORED ADR 803054204 31,143 592,972 SH DEFINED 5 592,972
SAP
AKTIENGESELLSCHAFT SPONSORED ADR 803054204 292,350 5,566,447 SH DEFINED 1,2,3 5,566,447
SATYAM COMPUTER
SERVICES LTD ADR 804098101 6,946 209,600 SH DEFINED 5 209,600
SATYAM COMPUTER
SERVICES LTD ADR 804098101 58,853 1,775,900 SH DEFINED 1,2,3 1,775,900
SCHEIN HENRY INC COM 806407102 4,128 88,350 SH DEFINED 5 88,350
SCHEIN HENRY INC COM 806407102 64,252 1,375,250 SH DEFINED 1,2,3 1,375,250
SCHLUMBERGER LTD COM 806857108 49,741 763,951 SH DEFINED 5 763,951
SCHLUMBERGER LTD COM 806857108 5,384 82,690 SH DEFINED 1,2,3,4 82,690
SCHLUMBERGER LTD COM 806857108 482,552 7,411,327 SH DEFINED 1,2,3 7,411,327
SCIENTIFIC GAMES
CORP CL A 80874P109 22,830 641,100 SH DEFINED 5 641,100
SCIENTIFIC GAMES
CORP CL A 80874P109 88,624 2,488,750 SH DEFINED 1,2,3 2,488,750
SCOTTS MIRACLE GRO
CO CL A 810186106 8,887 210,000 SH DEFINED 1,2,3 210,000
SHANDA INTERACTIVE
ENTMT LTD SPONSORED ADR 81941Q203 1,294 100,000 SH DEFINED 5 100,000
SHAW GROUP INC COM 820280105 32 1,150 SH DEFINED 5 1,150
SHAW GROUP INC COM 820280105 874 31,450 SH DEFINED 1,2,3 31,450
SHUFFLE MASTER INC COM 825549108 12,387 378,400 SH DEFINED 5 378,400
SHUFFLE MASTER INC COM 825549108 74,718 2,282,500 SH DEFINED 1,2,3 2,282,500
SILICON
LABORATORIES INC COM 826919102 1,133 33,150 SH DEFINED 1,2,3 33,150
SIMON PPTY GROUP
INC NEW COM 828806109 1,223 14,750 SH DEFINED 5 14,750
SIMON PPTY GROUP
INC NEW COM 828806109 6,432 77,546 SH DEFINED 1,2,3 77,546
SIRF TECHNOLOGY
HLDGS INC COM 82967H101 1,677 52,100 SH DEFINED 5 52,100
SIRF TECHNOLOGY
HLDGS INC COM 82967H101 14,266 443,100 SH DEFINED 1,2,3 443,100
SMITH INTL INC COM 832110100 52,844 1,188,309 SH DEFINED 5 1,188,309
SMITH INTL INC COM 832110100 44 1,000 SH DEFINED 1,2,3,4 1,000
SMITH INTL INC COM 832110100 370,175 8,324,144 SH DEFINED 1,2,3 8,324,144
SMUCKER J M CO COM NEW 832696405 2,356 52,700 SH DEFINED 1,2,3 52,700
SONIC SOLUTIONS COM 835460106 1,914 116,326 SH DEFINED 5 116,326
SONIC SOLUTIONS COM 835460106 2,847 173,000 SH DEFINED 1,2,3 173,000
SOTHEBYS HLDGS INC CL A 835898107 21,181 806,900 SH DEFINED 1,2,3 806,900
SOUTHERN CO COM 842587107 924 28,825 SH DEFINED 1,2,3,4 28,825
SOUTHWEST AIRLS CO COM 844741108 2,813 171,850 SH DEFINED 5 171,850
SOUTHWEST AIRLS CO COM 844741108 236 14,392 SH DEFINED 1,2,3,4 14,392
SOUTHWEST AIRLS CO COM 844741108 69,665 4,255,650 SH DEFINED 1,2,3 4,255,650
SPRINT NEXTEL CORP COM FON 852061100 1,255 62,800 SH DEFINED 5 62,800
SPRINT NEXTEL CORP COM FON 852061100 11,503 575,451 SH DEFINED 1,2,3,4 575,451
17
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
SPRINT NEXTEL CORP COM FON 852061100 6,357 318,000 SH DEFINED 1,2,3 318,000
STAMPS COM INC COM NEW 852857200 20,923 751,000 SH DEFINED 1,2,3 751,000
STARBUCKS CORP COM 855244109 11,604 306,625 SH DEFINED 5 306,625
STARBUCKS CORP COM 855244109 96,869 2,559,620 SH DEFINED 1,2,3 2,559,620
STARWOOD
HOTELS&RESORTS WRLD COM 85590A401 2,697 44,700 SH DEFINED 5 44,700
STARWOOD
HOTELS&RESORTS WRLD COM 85590A401 38,035 630,341 SH DEFINED 1,2,3 630,341
STATE STR CORP COM 857477103 5,126 88,236 SH DEFINED 1,2,3,4 88,236
STATOIL ASA SPONSORED ADR 85771P102 36 1,250 SH DEFINED 5 1,250
STATOIL ASA SPONSORED ADR 85771P102 980 34,350 SH DEFINED 1,2,3 34,350
STERICYCLE INC COM 858912108 3,010 46,250 SH DEFINED 5 46,250
STERICYCLE INC COM 858912108 33,803 519,360 SH DEFINED 1,2,3 519,360
STRAYER ED INC COM 863236105 9,377 96,850 SH DEFINED 5 96,850
STRAYER ED INC COM 863236105 23,445 242,161 SH DEFINED 1,2,3 242,161
STREETTRACKS GOLD TR GOLD SHS 863307104 8,564 139,892 SH DEFINED 5 139,892
STREETTRACKS GOLD TR GOLD SHS 863307104 20,797 339,707 SH DEFINED 1,2,3 339,707
STRYKER CORP COM 863667101 253 6,000 SH DEFINED 1,2,3,4 6,000
STRYKER CORP COM 863667101 7,230 171,700 SH DEFINED 1,2,3 171,700
SUN MICROSYSTEMS INC COM 866810104 1,222 295,450 SH DEFINED 5 295,450
SUN MICROSYSTEMS INC COM 866810104 12,501 3,023,250 SH DEFINED 1,2,3 3,023,250
SUNCOR ENERGY INC COM 867229106 41 500 SH DEFINED 5 500
SUNCOR ENERGY INC COM 867229106 1,134 14,000 SH DEFINED 1,2,3 14,000
SUNOCO INC COM 86764P109 55 800 SH DEFINED 5 800
SUNOCO INC COM 86764P109 1,479 21,350 SH DEFINED 1,2,3 21,350
SUNPOWER CORP COM CL A 867652109 25 900 SH DEFINED 5 900
SUNPOWER CORP COM CL A 867652109 1,848 66,250 SH DEFINED 1,2,3 66,250
SUNTECH PWR HLDGS
CO LTD ADR 86800C104 1,427 50,500 SH DEFINED 5 50,500
SUNTECH PWR HLDGS
CO LTD ADR 86800C104 1,838 65,050 SH DEFINED 1,2,3 65,050
SYMBOL TECHNOLOGIES INC COM 871508107 12,078 1,119,360 SH DEFINED 5 1,119,360
SYMBOL TECHNOLOGIES INC COM 871508107 102,522 9,501,583 SH DEFINED 1,2,3 9,501,583
SYMMETRY MED INC COM 871546206 5,154 334,700 SH DEFINED 5 334,700
SYMMETRY MED INC COM 871546206 7,651 496,800 SH DEFINED 1,2,3 496,800
SYNCHRONOSS
TECHNOLOGIES INC COM 87157B103 3,515 405,000 SH DEFINED 1,2,3 405,000
SYNAPTICS INC COM 87157D109 3,775 176,300 SH DEFINED 5 176,300
SYNAPTICS INC COM 87157D109 33,915 1,584,050 SH DEFINED 1,2,3 1,584,050
SYNOVUS FINL CORP COM 87161C105 3,319 123,950 SH DEFINED 5 123,950
SYNOVUS FINL CORP COM 87161C105 34,325 1,281,750 SH DEFINED 1,2,3 1,281,750
TD AMERITRADE HLDG
CORP COM 87236Y108 1,837 124,100 SH DEFINED 5 124,100
TD AMERITRADE HLDG
CORP COM 87236Y108 25,594 1,729,350 SH DEFINED 1,2,3 1,729,350
TXU CORP COM 873168108 717 12,000 SH DEFINED 1,2,3,4 12,000
TAKE-TWO INTERACTIVE
SOFTWARE COM 874054109 26,838 2,458,859 SH DEFINED 1,2,3 2,458,859
TALISMAN ENERGY INC COM 87425E103 77 4,400 SH DEFINED 5 4,400
TALISMAN ENERGY INC COM 87425E103 2,102 120,250 SH DEFINED 1,2,3 120,250
TARGET CORP COM 87612E106 1,251 25,600 SH DEFINED 5 25,600
TARGET CORP COM 87612E106 15,135 309,700 SH DEFINED 1,2,3 309,700
TECHNIP NEW SPONSORED ADR 878546209 36 650 SH DEFINED 5 650
TECHNIP NEW SPONSORED ADR 878546209 1,769 32,100 SH DEFINED 1,2,3 32,100
18
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
TECHNOLOGY INVT CAP
CORP COM 878717305 777 53,581 SH DEFINED 5 53,581
TECHNOLOGY INVT CAP
CORP COM 878717305 6,661 459,194 SH DEFINED 1,2,3 459,194
TENARIS S A SPONSORED ADR 88031M109 2,834 70,000 SH DEFINED 5 70,000
TENARIS S A SPONSORED ADR 88031M109 12,281 303,300 SH DEFINED 1,2,3 303,300
TENET HEALTHCARE CORP COM 88033G100 419 60,000 SH DEFINED 5 60,000
TENET HEALTHCARE CORP COM 88033G100 349 50,000 SH DEFINED 1,2,3 50,000
TEVA PHARMACEUTICAL
INDS LTD ADR 881624209 410 13,000 SH DEFINED 5 13,000
TEVA PHARMACEUTICAL
INDS LTD ADR 881624209 7 225 SH DEFINED 1,2,3,4 225
TEVA PHARMACEUTICAL
INDS LTD ADR 881624209 18,156 575,000 SH DEFINED 1,2,3 575,000
TETRA TECH INC NEW COM 88162G103 11,733 659,000 SH DEFINED 5 659,000
TETRA TECH INC NEW COM 88162G103 24,726 1,388,700 SH DEFINED 1,2,3 1,388,700
TEXAS INSTRS INC COM 882508104 436 14,400 SH DEFINED 5 14,400
TEXAS INSTRS INC COM 882508104 6,511 214,953 SH DEFINED 1,2,3 214,953
3M CO COM 88579Y101 917 11,350 SH DEFINED 5 11,350
3M CO COM 88579Y101 13,776 170,558 SH DEFINED 1,2,3 170,558
TIFFANY & CO NEW COM 886547108 1,336 40,450 SH DEFINED 1,2,3 40,450
TIME WARNER INC COM 887317105 9,179 530,599 SH DEFINED 1,2,3,4 530,599
TODCO CL A 88889T107 69 1,700 SH DEFINED 5 1,700
TODCO CL A 88889T107 1,883 46,100 SH DEFINED 1,2,3 46,100
TOTAL S A SPONSORED ADR 89151E109 20 300 SH DEFINED 5 300
TOTAL S A SPONSORED ADR 89151E109 537 8,200 SH DEFINED 1,2,3 8,200
TRIAD HOSPITALS INC COM 89579K109 16,422 414,900 SH DEFINED 5 414,900
TRIAD HOSPITALS INC COM 89579K109 157,453 3,978,100 SH DEFINED 1,2,3 3,978,100
TRIMBLE NAVIGATION LTD COM 896239100 13,188 295,200 SH DEFINED 5 295,200
TRIMBLE NAVIGATION LTD COM 896239100 34,610 774,700 SH DEFINED 1,2,3 774,700
TYCO INTL LTD NEW COM 902124106 682 24,800 SH DEFINED 1,2,3,4 24,800
US BANCORP DEL COM NEW 902973304 283 9,175 SH DEFINED 1,2,3,4 9,175
ULTRA PETE CORP COM 903914109 296 5,000 SH DEFINED 1,2,3,4 5,000
ULTRA PETE CORP COM 903914109 10,102 170,440 SH DEFINED 1,2,3 170,440
UNION PAC CORP COM 907818108 22,438 241,375 SH DEFINED 5 241,375
UNION PAC CORP COM 907818108 1,759 18,926 SH DEFINED 1,2,3,4 18,926
UNION PAC CORP COM 907818108 177,477 1,909,179 SH DEFINED 1,2,3 1,909,179
UNITED NAT FOODS INC COM 911163103 9,026 273,500 SH DEFINED 5 273,500
UNITED NAT FOODS INC COM 911163103 44,992 1,363,400 SH DEFINED 1,2,3 1,363,400
UNITED PARCEL
SERVICE INC CL B 911312106 16,088 195,408 SH DEFINED 5 195,408
UNITED PARCEL
SERVICE INC CL B 911312106 120,711 1,466,179 SH DEFINED 1,2,3 1,466,179
UNITED STATES STL
CORP NEW COM 912909108 5,259 75,000 SH DEFINED 1,2,3 75,000
UNITED TECHNOLOGIES
CORP COM 913017109 15,603 246,032 SH DEFINED 5 246,032
UNITED TECHNOLOGIES
CORP COM 913017109 203,760 3,212,870 SH DEFINED 1,2,3 3,212,870
UNITEDHEALTH GROUP INC COM 91324P102 7,492 167,300 SH DEFINED 5 167,300
UNITEDHEALTH GROUP INC COM 91324P102 11 250 SH DEFINED 1,2,3,4 250
UNITEDHEALTH GROUP INC COM 91324P102 84,898 1,895,900 SH DEFINED 1,2,3 1,895,900
UNUMPROVIDENT CORP COM 91529Y106 6,556 361,600 SH DEFINED 5 361,600
UNUMPROVIDENT CORP COM 91529Y106 32,210 1,776,600 SH DEFINED 1,2,3 1,776,600
VAIL RESORTS INC COM 91879Q109 39,235 1,057,547 SH DEFINED 1,2,3 1,057,547
VALERO ENERGY CORP NEW COM 91913Y100 120 1,800 SH DEFINED 5 1,800
19
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
VALERO ENERGY CORP NEW COM 91913Y100 3,256 48,950 SH DEFINED 1,2,3 48,950
VERASUN ENERGY CORP COM 92336G106 1,546 58,900 SH DEFINED 5 58,900
VERASUN ENERGY CORP COM 92336G106 13,965 532,200 SH DEFINED 1,2,3 532,200
VERIFONE HLDGS INC COM 92342Y109 18,834 617,900 SH DEFINED 5 617,900
VERIFONE HLDGS INC COM 92342Y109 90,108 2,956,300 SH DEFINED 1,2,3 2,956,300
VERIZON COMMUNICATIONS COM 92343V104 1,875 56,000 SH DEFINED 5 56,000
VERIZON COMMUNICATIONS COM 92343V104 526 15,714 SH DEFINED 1,2,3,4 15,714
VERIZON COMMUNICATIONS COM 92343V104 9,277 277,000 SH DEFINED 1,2,3 277,000
VERTRUE INC COM 92534N101 404 9,400 SH DEFINED 5 9,400
VERTRUE INC COM 92534N101 17,997 419,012 SH DEFINED 1,2,3 419,012
VISICU INC COM 92831L204 18,063 1,012,200 SH DEFINED 1,2,3 1,012,200
VOLCANO CORPORATION COM 928645100 999 110,400 SH DEFINED 5 110,400
VOLCANO CORPORATION COM 928645100 8,503 939,600 SH DEFINED 1,2,3 939,600
VOLCOM INC COM 92864N101 10,250 320,200 SH DEFINED 5 320,200
VOLCOM INC COM 92864N101 25,000 781,000 SH DEFINED 1,2,3 781,000
VOLTERRA SEMICONDUCTOR
CORP COM 928708106 3,764 245,000 SH DEFINED 5 245,000
VOLTERRA SEMICONDUCTOR
CORP COM 928708106 39,889 2,596,077 SH DEFINED 1,2,3 2,596,077
WACHOVIA CORP 2ND NEW COM 929903102 2,512 46,450 SH DEFINED 5 46,450
WACHOVIA CORP 2ND NEW COM 929903102 12,217 225,900 SH DEFINED 1,2,3 225,900
WAL MART STORES INC COM 931142103 737 15,300 SH DEFINED 5 15,300
WAL MART STORES INC COM 931142103 8,960 186,000 SH DEFINED 1,2,3 186,000
WALGREEN CO COM 931422109 35,454 790,689 SH DEFINED 5 790,689
WALGREEN CO COM 931422109 223,874 4,992,732 SH DEFINED 1,2,3 4,992,732
WARRIOR ENERGY SVC CRP COM 936258102 26 1,050 SH DEFINED 5 1,050
WARRIOR ENERGY SVC CRP COM 936258102 702 28,700 SH DEFINED 1,2,3 28,700
WASTE MGMT INC DEL COM 94106L109 1,694 47,200 SH DEFINED 5 47,200
WASTE MGMT INC DEL COM 94106L109 6,939 193,400 SH DEFINED 1,2,3 193,400
WELLCARE HEALTH
PLANS INC COM 94946T106 27,973 570,300 SH DEFINED 5 570,300
WELLCARE HEALTH
PLANS INC COM 94946T106 180,269 3,675,200 SH DEFINED 1,2,3 3,675,200
WELLPOINT INC COM 94973V107 9,227 126,800 SH DEFINED 5 126,800
WELLPOINT INC COM 94973V107 102,009 1,401,800 SH DEFINED 1,2,3 1,401,800
WELLS FARGO & CO NEW COM 949746101 3,414 50,900 SH DEFINED 5 50,900
WELLS FARGO & CO NEW COM 949746101 1,441 21,480 SH DEFINED 1,2,3,4 21,480
WELLS FARGO & CO NEW COM 949746101 22,846 340,583 SH DEFINED 1,2,3 340,583
WEST CORP COM 952355105 10,956 228,300 SH DEFINED 5 228,300
WEST CORP COM 952355105 24,365 507,700 SH DEFINED 1,2,3 507,700
WESTERN GAS RES INC COM 958259103 7,397 123,600 SH DEFINED 1,2,3 123,600
WEYERHAEUSER CO COM 962166104 657 10,550 SH DEFINED 1,2,3 10,550
WHITNEY HLDG CORP COM 966612103 1,104 31,218 SH DEFINED 1,2,3,4 31,218
WILLIAMS COS INC DEL COM 969457100 224 9,600 SH DEFINED 5 9,600
WILLIAMS COS INC DEL COM 969457100 3,864 165,400 SH DEFINED 1,2,3 165,400
WYETH COM 983024100 835 18,800 SH DEFINED 5 18,800
WYETH COM 983024100 2,299 51,765 SH DEFINED 1,2,3,4 51,765
WYETH COM 983024100 4,277 96,300 SH DEFINED 1,2,3 96,300
XTO ENERGY CORP COM 98385X106 1,524 34,416 SH DEFINED 5 34,416
XTO ENERGY CORP COM 98385X106 7,352 166,083 SH DEFINED 1,2,3,4 166,083
20
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
XTO ENERGY CORP COM 98385X106 26,902 607,683 SH DEFINED 1,2,3 607,683
XILINX INC COM 983919101 3,064 134,900 SH DEFINED 5 134,900
XILINX INC COM 983919101 7,540 331,945 SH DEFINED 1,2,3,4 331,945
XILINX INC COM 983919101 34,347 1,512,100 SH DEFINED 1,2,3 1,512,100
XEROX CORP COM 984121103 6,440 463,000 SH DEFINED 5 463,000
XEROX CORP COM 984121103 8,343 599,800 SH DEFINED 1,2,3 599,800
YAHOO INC COM 984332106 494 15,000 SH DEFINED 5 15,000
YAHOO INC COM 984332106 1,298 39,400 SH DEFINED 1,2,3 39,400
YUM BRANDS INC COM 988498101 1,201 23,900 SH DEFINED 5 23,900
YUM BRANDS INC COM 988498101 101 2,000 SH DEFINED 1,2,3,4 2,000
YUM BRANDS INC COM 988498101 36,084 717,800 SH DEFINED 1,2,3 717,800
ZIMMER HLDGS INC COM 98956P102 1,934 34,100 SH DEFINED 5 34,100
ZIMMER HLDGS INC COM 98956P102 8,283 146,035 SH DEFINED 1,2,3,4 146,035
ZIMMER HLDGS INC COM 98956P102 21,712 382,800 SH DEFINED 1,2,3 382,800
ZUMIEZ INC COM 989817101 29,640 790,300 SH DEFINED 1,2,3 790,300
TELVENT GIT SA SHS E90215109 2,005 157,200 SH DEFINED 5 157,200
TELVENT GIT SA SHS E90215109 16,627 1,303,600 SH DEFINED 1,2,3 1,303,600
ACE LTD ORD G0070K103 3,374 66,700 SH DEFINED 5 66,700
ACE LTD ORD G0070K103 107,868 2,132,200 SH DEFINED 1,2,3 2,132,200
AXIS CAPITAL HOLDINGS SHS G0692U109 1,559 54,500 SH DEFINED 5 54,500
AXIS CAPITAL HOLDINGS SHS G0692U109 19,739 689,950 SH DEFINED 1,2,3 689,950
EVEREST RE GROUP LTD COM G3223R108 3,052 35,250 SH DEFINED 5 35,250
EVEREST RE GROUP LTD COM G3223R108 22,054 254,750 SH DEFINED 1,2,3 254,750
GLOBALSANTAFE CORP SHS G3930E101 58 1,000 SH DEFINED 1,2,3,4 1,000
GLOBALSANTAFE CORP SHS G3930E101 7,219 125,000 SH DEFINED 1,2,3 125,000
INGERSOLL-RAND
COMPANY LTD CL A G4776G101 928 21,700 SH DEFINED 5 21,700
INGERSOLL-RAND
COMPANY LTD CL A G4776G101 11,260 263,200 SH DEFINED 1,2,3 263,200
MARVELL TECHNOLOGY
GROUP LTD ORD G5876H105 876 19,800 SH DEFINED 1,2,3 19,800
NABORS INDUSTRIES LTD SHS G6359F103 2,507 74,200 SH DEFINED 5 74,200
NABORS INDUSTRIES LTD SHS G6359F103 47,708 1,411,900 SH DEFINED 1,2,3 1,411,900
PRIMUS GUARANTY LTD SHS G72457107 3,219 290,000 SH DEFINED 1,2,3 290,000
UTI WORLDWIDE INC ORD G87210103 10,351 408,400 SH DEFINED 5 408,400
UTI WORLDWIDE INC ORD G87210103 39,095 1,542,500 SH DEFINED 1,2,3 1,542,500
TRANSOCEAN INC ORD G90078109 15,990 199,083 SH DEFINED 5 199,083
TRANSOCEAN INC ORD G90078109 118,604 1,476,647 SH DEFINED 1,2,3 1,476,647
VISTAPRINT LIMITED SHS G93762204 8,119 303,100 SH DEFINED 1,2,3 303,100
WEATHERFORD
INTERNATIONAL LT COM G95089101 19,763 398,289 SH DEFINED 5 398,289
WEATHERFORD
INTERNATIONAL LT COM G95089101 10,002 201,582 SH DEFINED 1,2,3,4 201,582
WEATHERFORD
INTERNATIONAL LT COM G95089101 165,632 3,338,012 SH DEFINED 1,2,3 3,338,012
ALCON INC COM SHS H01301102 4,282 43,455 SH DEFINED 5 43,455
ALCON INC COM SHS H01301102 39,497 400,780 SH DEFINED 1,2,3 400,780
UBS AG NAMEN AKT H8920M855 10,830 98,720 SH DEFINED 1,2,3,4 98,720
SAIFUN
SEMICONDUCTORS
LTD ORD SHS M8233P102 3,295 115,100 SH DEFINED 5 115,100
SAIFUN
SEMICONDUCTORS
LTD ORD SHS M8233P102 27,915 975,200 SH DEFINED 1,2,3 975,200
SCOPUS VIDEO
NETWORKS LTD SHS M8260H106 152 26,500 SH DEFINED 1,2,3 26,500
ASML HLDG N V N Y SHS N07059111 3,677 181,900 SH DEFINED 5 181,900
21
6/30/06
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING
FAIR SHARES/ MANAGERS AUTHORITY
TITLE OF CUSIP MARKET PRINCIPAL PUT/ INVESTMENT SEE (SHARES)
NAME OF ISSUE CLASS NUMBER VALUE AMOUNT SH/PRN CALL DISCRETION INSTR V (A) SOLE (B) SHARED (C) NONE
ASML HLDG N V N Y SHS N07059111 30,783 1,522,800 SH DEFINED 1,2,3 1,522,800
ASE TEST LTD ORD Y02516105 2,727 300,000 SH DEFINED 5 300,000
QUINTANA MARITIME LTD SHS Y7169G109 1,099 134,000 SH DEFINED 1,2,3,4 134,000
========== =========== ===========
26,350,508 627,883,769 627,883,769
22