Form: 13F-HR

Quarterly report filed by institutional managers, Holdings

13F-HR: Quarterly report filed by institutional managers, Holdings

Published on

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2005

Check here if Amendment No
Amendment Number: 0
This Amendment (choose one):

Institutional Investment Manager Filing this Report:

Name: Prudential Financial, Inc.
Address: 751 Broad Street
Newark, New Jersey 07102-3777

Form 13F File Number: 28-10077

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: Frank P. Adamo
Title: Second Vice President
Phone: 973-802-5632

Signature, Place, and Date of Signing:
/s/ Frank P. Adamo Newark, New Jersey May 11, 2005

Report Type (Check only one.): 13F Holdings Report

List of Other Managers Reporting for this Manager:

I am signing this report as required by the Securities Exchange Act of 1934.

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 2,645
Form 13F Information Table Value Total: $35,281,255,000

List of Other Included Managers:

No. 13F File Number Name
3 28-04217 Prudential Investment Management, Inc.
9 28-06737 Prudential Investment Management Services, LLC
13 28-01085 Prudential Equity Group, Inc.
14 28-11173 Quantitative Management Associates (QMA)

Jennison Associates, LLC., a wholly-owned subsidiary of Prudential, is
reporting with respect to securities over which it exercises investment
discretion.



FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY-
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE

AAR CORP COM 000361105 895 65800 SH DEFINED 14 21247
44553
A D C TELECOMMUNICATIONS COM 000886101 1 300 SH DEFINED 13 300
0
A D C TELECOMMUNICATIONS COM 000886101 3116 1565822 SH DEFINED 14 581623
984199
ADE CORP MASS COM 00089C107 382 17200 SH DEFINED 14 17200
0
ABM INDS INC COM 000957100 2512 130627 SH DEFINED 14 51290
79337
AFLAC INC COM 001055102 35902 963543 SH DEFINED 14 346365
617178
AGCO CORP COM 001084102 2563 140438 SH DEFINED 14 135440
4998
AGL RES INC COM 001204106 1836 52563 SH DEFINED 14 50363
2200
AES CORP COM 00130H105 20320 1240544 SH DEFINED 14 442521
798023
AK STL HLDG CORP COM 001547108 148 13373 SH DEFINED 14 13373
0
AMB PROPERTY CORP COM 00163T109 1145 30300 SH DEFINED 03 0
30300
AMB PROPERTY CORP COM 00163T109 1391 36789 SH DEFINED 14 36789
0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 926 33800 SH DEFINED 03 0
33800
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 211 7700 SH DEFINED 14 7700
0
AMR CORP COM 001765106 166 15500 SH DEFINED 14 15500
0
APAC CUSTOMER SERVICES INC COM 00185E106 14 10900 SH DEFINED 14 10900
0
AT&T CORP COM NEW 001957505 1 35 SH DEFINED 13 0
35
AT&T CORP COM NEW 001957505 82952 4424132 SH DEFINED 14 1601900 2822232

A S V INC COM 001963107 289 7300 SH DEFINED 14 7300
0
ATMI INC COM 00207R101 1864 74429 SH DEFINED 14 26933
47496
ATC HEALTHCARE INC CL A 00209C102 30 85000 SH DEFINED 14 85000
0
AU OPTRONICS CORP SPONSORED ADR 002255107 293 20000 SH DEFINED 14 0
20000
AARON RENTS INC COM 002535201 1767 88339 SH DEFINED 14 27117
61222
ABBOTT LABS CALL 002824100 38 20800 SH CALL DEFINED 13 208
0
ABBOTT LABS COM 002824100 192971 4139227 SH DEFINED 14 1547250
2591977
ABERCROMBIE & FITCH CO CL A 002896207 22642 395565 SH DEFINED 14 201890 193675

ACCREDITED HOME LENDRS HLDG COM 00437P107 1648 45500 SH DEFINED 14 45500
0
ACCREDO HEALTH INC COM 00437V104 4410 99302 SH DEFINED 14 30562
68740
ACE CASH EXPRESS INC COM 004403101 289 12700 SH DEFINED 14 12700
0
ACTIVISION INC NEW COM NEW 004930202 12 831 SH DEFINED 13 831
0
ACTIVISION INC NEW COM NEW 004930202 1220 82406 SH DEFINED 14 82406
0
ACTION PERFORMANCE COS INC COM 004933107 465 35155 SH DEFINED 14 9524
25631
ACTEL CORP COM 004934105 0 7 SH DEFINED 13 7
0
ACTEL CORP COM 004934105 857 55711 SH DEFINED 14 20979 34732

ACTIVCARD CORP COM 00506J107 167 26353 SH DEFINED 13 0
26353
ACTUANT CORP CL A NEW 00508X203 1168 26000 SH DEFINED 14 26000
0
ACUITY BRANDS INC COM 00508Y102 3157 116922 SH DEFINED 14 45986
70936
ACXIOM CORP COM 005125109 17 789 SH DEFINED 13 789
0
ACXIOM CORP COM 005125109 813 38866 SH DEFINED 14 38866
0
ADAPTEC INC COM 00651F108 1093 228277 SH DEFINED 14 74151
154126
ADESA INC COM 00686U104 1357 58100 SH DEFINED 14 55700
2400
ADMINISTAFF INC COM 007094105 1789 122555 SH DEFINED 14 59714 62841

ADOBE SYS INC COM 00724F101 30976 461153 SH DEFINED 14 165876
295277
ADTRAN INC COM 00738A106 2 87 SH DEFINED 13 87
0
ADTRAN INC COM 00738A106 1286 72909 SH DEFINED 14 69173
3736
ADVANCE AUTO PARTS INC COM 00751Y106 1675 33200 SH DEFINED 14 33200
0
ADVANCED MARKETING SVCS INC COM 00753T105 238 39588 SH DEFINED 14 15960
23628
ADVO INC COM 007585102 3494 93298 SH DEFINED 14 40894
52404
ADVANCED MEDICAL OPTICS INC COM 00763M108 33 900 SH DEFINED 13 900
0
ADVANCED MEDICAL OPTICS INC COM 00763M108 2875 79395 SH DEFINED 14 22906 56489

AEROFLEX INC COM 007768104 1374 147310 SH DEFINED 14 44264
103046
AEROGEN INC COM NEW 007779309 13 10000 SH DEFINED 13 0
10000
AEROPOSTALE COM 007865108 15633 477349 SH DEFINED 14 272200
205149
ADVANCED MICRO DEVICES INC COM 007903107 5 320 SH DEFINED 13 0
320
ADVANCED MICRO DEVICES INC COM 007903107 11178 693436 SH DEFINED 14 244428
449008
ADVANTA CORP CL B 007942204 3 124 SH DEFINED 13 124
0
ADVANTA CORP CL B 007942204 269 11700 SH DEFINED 14 11700
0
ADVANCED ENERGY INDS COM 007973100 0 50 SH DEFINED 13 50
0
ADVANCED ENERGY INDS COM 007973100 1071 110748 SH DEFINED 14 53252
57496
ADVENT SOFTWARE INC COM 007974108 49 2713 SH DEFINED 13 2713
0
ADVENT SOFTWARE INC COM 007974108 554 30488 SH DEFINED 14 27388
3100
AETNA INC NEW COM 00817Y108 82878 1105776 SH DEFINED 14 403714
702062
AFFILIATED COMPUTER SERVICES CL A 008190100 13042 244966 SH DEFINED 14 87428
157538
AFFILIATED MANAGERS GROUP COM 008252108 1929 31100 SH DEFINED 14 31100
0
AFFYMETRIX INC COM 00826T108 4 100 SH DEFINED 13 100
0
AFFYMETRIX INC COM 00826T108 205 4800 SH DEFINED 14 4800
0
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 1365 107900 SH DEFINED 14 62500
45400
AFTERMARKET TECHNOLOGY CORP COM 008318107 290 17605 SH DEFINED 14 17605
0
AGERE SYS INC CL A 00845V100 0 2 SH DEFINED 13 0
2
AGERE SYS INC CL A 00845V100 216 150982 SH DEFINED 14 150982
0
AGILENT TECHNOLOGIES INC COM 00846U101 19475 877266 SH DEFINED 14 315978
561288
AGILYSYS INC COM 00847J105 2 100 SH DEFINED 13 100
0
AGILYSYS INC COM 00847J105 5606 285155 SH DEFINED 14 112361
172794
AIR PRODS & CHEMS INC COM 009158106 27262 430744 SH DEFINED 14 153025 277719

AIRGAS INC COM 009363102 1091 45676 SH DEFINED 14 45676
0
AIRTRAN HLDGS INC COM 00949P108 341 37664 SH DEFINED 14 37664
0
AKAMAI TECHNOLOGIES INC COM 00971T101 22 1757 SH DEFINED 13 1683
74
AKAMAI TECHNOLOGIES INC COM 00971T101 157 12300 SH DEFINED 14 12300
0
ALAMOSA HLDGS INC COM 011589108 124 10620 SH DEFINED 14 10620
0
ALASKA AIR GROUP INC COM 011659109 641 21785 SH DEFINED 14 21785
0
ALBANY INTL CORP CL A 012348108 3324 107655 SH DEFINED 14 47569
60086
ALBEMARLE CORP COM 012653101 715 19674 SH DEFINED 14 19674
0
ALBERTO CULVER CO COM 013068101 8439 176325 SH DEFINED 14 61279
115046
ALBERTSONS INC COM 013104104 30977 1500106 SH DEFINED 14 592461
907645
ALCOA INC COM 013817101 12 400 SH DEFINED 13 0
400
ALCOA INC COM 013817101 57436 1889950 SH DEFINED 14 822967
1066983
ALDERWOODS GROUP INC COM 014383103 154 12400 SH DEFINED 14 12400
0
ALERIS INTL INC COM 014477103 100 4000 SH DEFINED 13 0
4000
ALERIS INTL INC COM 014477103 1288 51627 SH DEFINED 14 14082
37545
ALEXANDER & BALDWIN INC COM 014482103 867 21055 SH DEFINED 14 18655 2400

ALEXANDERS INC COM 014752109 290 1200 SH DEFINED 14 1200
0
ALFA CORP COM 015385107 228 15783 SH DEFINED 14 15783
0
ALKERMES INC COM 01642T108 816 78600 SH DEFINED 14 78600
0
ALLEGHENY ENERGY INC COM 017361106 5216 252458 SH DEFINED 14 93609
158849
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4246 176099 SH DEFINED 14 61106
114993
ALLERGAN INC COM 018490102 17672 254381 SH DEFINED 14 90850
163531
ALLETE INC COM NEW 018522300 2468 58966 SH DEFINED 14 17962
41004
ALLIANCE DATA SYSTEMS CORP COM 018581108 1224 30309 SH DEFINED 14 29409 900

ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1 254 SH DEFINED 13 254
0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 173 69448 SH DEFINED 14 27853
41595
ALLIANT ENERGY CORP COM 018802108 8288 309485 SH DEFINED 14 160958
148527
ALLIANT TECHSYSTEMS INC COM 018804104 1953 27340 SH DEFINED 14 25834
1506
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 4095 560202 SH DEFINED 14 200928
359274
ALLMERICA FINL CORP COM 019754100 2337 64994 SH DEFINED 14 51594
13400
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 2 107 SH DEFINED 13 107
0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 565 39500 SH DEFINED 14 39500
0
ALLSTATE CORP COM 020002101 133 2456 SH DEFINED 13 0
2456
ALLSTATE CORP COM 020002101 160772 2973947 SH DEFINED 14 1214380
1759567
ALLTEL CORP CALL 020039103 131 19300 SH CALL DEFINED 13 193
0
ALLTEL CORP COM 020039103 4 70 SH DEFINED 13 0
70
ALLTEL CORP COM 020039103 47819 871816 SH DEFINED 14 439905
431911
ALPHARMA INC CL A 020813101 2012 163284 SH DEFINED 14 93042
70242
ALTERA CORP COM 021441100 3 153 SH DEFINED 13 153
0
ALTERA CORP COM 021441100 14206 718199 SH DEFINED 14 253068 465131

ALTEON INC COM 02144G107 10 17200 SH DEFINED 14 17200
0
ALTIRIS INC COM 02148M100 21 868 SH DEFINED 13 868
0
ALTIRIS INC COM 02148M100 1108 46473 SH DEFINED 14 14500
31973
ALTRIA GROUP INC COM 02209S103 97 1490 SH DEFINED 13 0
1490
ALTRIA GROUP INC COM 02209S103 339920 5198343 SH DEFINED 14 2042085
3156258
AMAZON COM INC COM 023135106 906 26450 SH DEFINED 14 26300
150
AMBAC FINL GROUP INC COM 023139108 20390 272772 SH DEFINED 14 139700
133072
AMCOL INTL CORP COM 02341W103 920 49043 SH DEFINED 14 13335 35708

AMEDISYS INC COM 023436108 883 29198 SH DEFINED 14 8100
21098
AMERADA HESS CORP COM 023551104 33155 344607 SH DEFINED 14 186353
158254
AMEREN CORP COM 023608102 18410 375634 SH DEFINED 14 133125
242509
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 635 12300 SH DEFINED 14 11500
800
AMERICA WEST HLDG CORP CL B 023657208 56 10268 SH DEFINED 14 10268
0
AMCORE FINL INC COM 023912108 334 11837 SH DEFINED 14 11837
0
AMERICAN ELEC PWR INC COM 025537101 74449 2185828 SH DEFINED 14 854534
1331294
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9459 320093 SH DEFINED 14 158493 161600

AMERICAN EXPRESS CO COM 025816109 150 2920 SH DEFINED 13 0
2920
AMERICAN EXPRESS CO COM 025816109 179912 3502282 SH DEFINED 14 1261045
2241237
AMERICAN FINL GROUP INC OHIO COM 025932104 15179 492834 SH DEFINED 14 199719
293115
AMERICAN GREETINGS CORP CL A 026375105 1230 48267 SH DEFINED 14 47586
681
AMERICAN HEALTHWAYS INC COM 02649V104 0 5 SH DEFINED 13 5
0
AMERICAN HEALTHWAYS INC COM 02649V104 2654 80368 SH DEFINED 14 33223
47145
AMERICAN HOME MTG INVT CORP COM 02660R107 3332 116346 SH DEFINED 14 60946
55400
AMERICAN INTL GROUP INC COM 026874107 166 3004 SH DEFINED 13 0 3004

AMERICAN INTL GROUP INC COM 026874107 387222 6988304 SH DEFINED 14 2548457
4439847
AMERICAN ITALIAN PASTA CO CL A 027070101 955 34863 SH DEFINED 14 9494
25369
AMERICAN MED SYS HLDGS INC COM 02744M108 5704 331990 SH DEFINED 14 141482
190508
AMERICAN PHYSICIANS CAPITAL COM 028884104 435 12700 SH DEFINED 14 12700
0
AMERICAN PWR CONVERSION CORP COM 029066107 0 11 SH DEFINED 13 11
0
AMERICAN PWR CONVERSION CORP COM 029066107 9663 369510 SH DEFINED 14 135972
233538
AMERICAN STD COS INC DEL COM 029712106 17666 380071 SH DEFINED 14 137772
242299
AMERICAN STS WTR CO COM 029899101 1634 64588 SH DEFINED 14 28120 36468

AMERICAN TOWER CORP CL A 029912201 372 20400 SH DEFINED 14 20400
0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 1 70 SH DEFINED 13 70
0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 198 19800 SH DEFINED 14 19800
0
AMERICAN WOODMARK CORP COM 030506109 635 17500 SH DEFINED 14 11900
5600
AMERICREDIT CORP COM 03060R101 2382 101630 SH DEFINED 14 97330
4300
AMERISTAR CASINOS INC COM 03070Q101 1004 18366 SH DEFINED 14 18366
0
AMERUS GROUP CO COM 03072M108 3867 81831 SH DEFINED 14 73648
8183
AMERISOURCEBERGEN CORP COM 03073E105 20662 360662 SH DEFINED 14 187975 172687

AMERIGROUP CORP COM 03073T102 3692 100977 SH DEFINED 14 30716
70261
AMERITRADE HLDG CORP NEW COM 03074K100 11 1079 SH DEFINED 13 1079
0
AMERITRADE HLDG CORP NEW COM 03074K100 3779 370100 SH DEFINED 14 29500
340600
AMETEK INC NEW COM 031100100 2254 55993 SH DEFINED 14 54793
1200
AMGEN INC COM 031162100 71 1228 SH DEFINED 13 0
1228
AMGEN INC COM 031162100 156963 2696488 SH DEFINED 14 961251
1735237
AMKOR TECHNOLOGY INC COM 031652100 19 5010 SH DEFINED 13 5010
0
AMKOR TECHNOLOGY INC COM 031652100 66 17174 SH DEFINED 14 17174
0
AMPHENOL CORP NEW CL A 032095101 6575 177503 SH DEFINED 14 84956
92547
AMSOUTH BANCORPORATION COM 032165102 25964 1000543 SH DEFINED 14 466324
534219
AMSURG CORP COM 03232P405 8706 344094 SH DEFINED 14 140367
203727
AMYLIN PHARMACEUTICALS INC COM 032346108 35 2000 SH DEFINED 13 2000
0
AMYLIN PHARMACEUTICALS INC COM 032346108 164 9400 SH DEFINED 14 9400
0
ANADARKO PETE CORP COM 032511107 102648 1348863 SH DEFINED 14 520389
828474
ANALOG DEVICES INC COM 032654105 25877 716013 SH DEFINED 14 256365
459648
ANALOGIC CORP COM PAR $0.05 032657207 1116 25794 SH DEFINED 14 8415 17379

ANAREN INC COM 032744104 273 22500 SH DEFINED 14 22500
0
ANCHOR BANCORP WIS INC COM 032839102 1422 50591 SH DEFINED 14 21734
28857
ANDREW CORP COM 034425108 1 60 SH DEFINED 13 60
0
ANDREW CORP COM 034425108 5304 452924 SH DEFINED 14 256288
196636
ANGELICA CORP COM 034663104 479 17109 SH DEFINED 14 4662
12447
ANHEUSER BUSCH COS INC COM 035229103 543 11465 SH DEFINED 13 0
11465
ANHEUSER BUSCH COS INC COM 035229103 124919 2635987 SH DEFINED 14 966635
1669352
ANIXTER INTL INC COM 035290105 2489 68856 SH DEFINED 14 21158 47698

ANNALY MTG MGMT INC COM 035710409 210 11200 SH DEFINED 14 11200
0
ANNTAYLOR STORES CORP CALL 036115103 14 10000 SH CALL DEFINED 13 100
0
ANNTAYLOR STORES CORP COM 036115103 835 32611 SH DEFINED 14 32611
0
ANSOFT CORP COM 036384105 513 19000 SH DEFINED 14 16500
2500
ANSYS INC COM 03662Q105 3631 106138 SH DEFINED 14 44129
62009
ANTEON INTL CORP COM 03674E108 502 12900 SH DEFINED 14 12900
0
ANTHRACITE CAP INC COM 037023108 988 88700 SH DEFINED 14 59100
29600
ANTIGENICS INC DEL COM 037032109 14 2067 SH DEFINED 13 77 1990

ANTIGENICS INC DEL COM 037032109 57 8500 SH DEFINED 14 8500
0
ANWORTH MORTGAGE ASSET CP COM 037347101 456 47800 SH DEFINED 14 47800
0
AO TATNEFT SPON ADR REG S 03737P306 1178 36800 SH DEFINED 14 11000
25800
AON CORP COM 037389103 19545 855720 SH DEFINED 14 473330
382390
APACHE CORP COM 037411105 90341 1475433 SH DEFINED 14 507104
968329
APARTMENT INVT & MGMT CO CL A 03748R101 6696 180008 SH DEFINED 14 65389
114619
APOGEE ENTERPRISES INC COM 037598109 843 59012 SH DEFINED 14 21216
37796
APOLLO GROUP INC CL A 037604105 93045 1256350 SH DEFINED 14 398747 857603

APOLLO INVT CORP COM 03761U106 827 49300 SH DEFINED 14 49300
0
APPLE COMPUTER INC COM 037833100 18 420 SH DEFINED 13 0
420
APPLE COMPUTER INC COM 037833100 64225 1541286 SH DEFINED 14 548919
992367
APPLEBEES INTL INC COM 037899101 1015 36813 SH DEFINED 14 36813
0
APRIA HEALTHCARE GROUP INC COM 037933108 4409 137346 SH DEFINED 14 92446
44900
APPLERA CORP COM AP BIO GRP 038020103 15008 760284 SH DEFINED 14 258676
501608
APPLERA CORP COM CE GEN GRP 038020202 718 70000 SH DEFINED 14 70000
0
APPLICA INC COM 03815A106 214 42356 SH DEFINED 14 11496 30860

APPLIED INDL TECHNOLOGIES IN COM 03820C105 2803 103054 SH DEFINED 14 47653
55401
APPLIED MATLS INC COM 038222105 65 4000 SH DEFINED 13 0
4000
APPLIED MATLS INC COM 038222105 52509 3231353 SH DEFINED 14 1154975
2076378
APPLIED MICRO CIRCUITS CORP COM 03822W109 1976 602324 SH DEFINED 14 211774
390550
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 0 18 SH DEFINED 13 18
0
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 490 21388 SH DEFINED 14 5753
15635
APTARGROUP INC COM 038336103 3686 70909 SH DEFINED 14 21730
49179
AQUA AMERICA INC COM 03836W103 1954 80216 SH DEFINED 14 67145 13071

AQUILA INC COM 03840P102 648 169279 SH DEFINED 14 169279
0
ARAMARK CORP CL B 038521100 256 9746 SH DEFINED 14 9746
0
ARBITRON INC COM 03875Q108 2659 61976 SH DEFINED 14 18845
43131
ARBOR RLTY TR INC COM 038923108 527 21300 SH DEFINED 14 18400
2900
ARCH CHEMICALS INC COM 03937R102 1376 48346 SH DEFINED 14 15925
32421
ARCH COAL INC COM 039380100 1189 27651 SH DEFINED 14 27651
0
ARCHER DANIELS MIDLAND CO COM 039483102 61 2500 SH DEFINED 13 0
2500
ARCHER DANIELS MIDLAND CO COM 039483102 37850 1539865 SH DEFINED 14 684388 855477

ARCHSTONE SMITH TR COM 039583109 2132 62500 SH DEFINED 03 0
62500
ARCHSTONE SMITH TR COM 039583109 12272 359786 SH DEFINED 14 129336
230450
ARCTIC CAT INC COM 039670104 1257 46456 SH DEFINED 14 22460
23996
ARDEN RLTY INC COM 039793104 1811 53500 SH DEFINED 03 0
53500
ARDEN RLTY INC COM 039793104 179 5300 SH DEFINED 14 5300
0
ARGONAUT GROUP INC COM 040157109 251 11818 SH DEFINED 14 11818
0
ARGOSY GAMING CO CALL 040228108 3 2000 SH CALL DEFINED 13 20
0
ARGOSY GAMING CO COM 040228108 3007 65483 SH DEFINED 14 20689 44794

ARKANSAS BEST CORP DEL COM 040790107 4255 112632 SH DEFINED 14 60497
52135
ARMOR HOLDINGS INC COM 042260109 16898 455584 SH DEFINED 14 196377
259207
ARQULE INC COM 04269E107 278 59189 SH DEFINED 14 16064
43125
ARRAY BIOPHARMA INC COM 04269X105 0 47 SH DEFINED 13 47
0
ARRAY BIOPHARMA INC COM 04269X105 212 30200 SH DEFINED 14 30200
0
ARROW ELECTRS INC COM 042735100 2819 111191 SH DEFINED 14 105991
5200
ARTESYN TECHNOLOGIES INC COM 043127109 9 1003 SH DEFINED 13 1003
0
ARTESYN TECHNOLOGIES INC COM 043127109 894 102622 SH DEFINED 14 48388 54234

ARTHROCARE CORP COM 043136100 1360 47731 SH DEFINED 14 15175
32556
ARVINMERITOR INC COM 043353101 1250 80776 SH DEFINED 14 78876
1900
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 475 25611 SH DEFINED 14 25611
0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 249 24400 SH DEFINED 14 24400
0
ASHLAND INC COM 044204105 8925 132274 SH DEFINED 14 48639
83635
ASHWORTH INC COM 04516H101 294 25771 SH DEFINED 14 6884
18887
ASPECT MED SYS INC COM 045235108 501 23200 SH DEFINED 14 23200
0
ASPECT COMMUNICATIONS CORP COM 04523Q102 1476 141800 SH DEFINED 14 98100 43700

ASSOCIATED BANC CORP COM 045487105 31 1005 SH DEFINED 13 1005
0
ASSOCIATED BANC CORP COM 045487105 4351 139329 SH DEFINED 14 122564
16765
ASSOCIATED ESTATES RLTY CORP COM 045604105 175 17600 SH DEFINED 14 12000
5600
ASSURANT INC COM 04621X108 998 29600 SH DEFINED 14 12200
17400
ASTEC INDS INC COM 046224101 785 35622 SH DEFINED 14 10239
25383
ASTORIA FINL CORP COM 046265104 3906 154389 SH DEFINED 14 123120
31269
ATMEL CORP COM 049513104 613 207886 SH DEFINED 14 207886
0
ATMOS ENERGY CORP COM 049560105 7334 271630 SH DEFINED 14 130636 140994

ATWOOD OCEANICS INC COM 050095108 1796 26988 SH DEFINED 14 8294
18694
AUDIOVOX CORP CL A 050757103 535 42004 SH DEFINED 14 13084
28920
AUTODESK INC COM 052769106 6 200 SH DEFINED 13 200
0
AUTODESK INC COM 052769106 13070 439180 SH DEFINED 14 157432
281748
AUTOMATIC DATA PROCESSING IN COM 053015103 50285 1118686 SH DEFINED 14 400240
718446
AUTONATION INC COM 05329W102 20511 1082970 SH DEFINED 14 580565
502405
AUTOZONE INC COM 053332102 20748 242099 SH DEFINED 14 116807
125292
AVALONBAY CMNTYS INC COM 053484101 1371 20500 SH DEFINED 03 0 20500

AVALONBAY CMNTYS INC COM 053484101 421 6289 SH DEFINED 14 6219
70
AVANEX CORP COM 05348W109 17 12700 SH DEFINED 14 12700
0
AVAYA INC COM 053499109 0 2 SH DEFINED 13 0
2
AVAYA INC COM 053499109 15406 1319022 SH DEFINED 14 394824
924198
AVERY DENNISON CORP COM 053611109 12551 202659 SH DEFINED 14 73900
128759
AVID TECHNOLOGY INC COM 05367P100 11 200 SH DEFINED 13 200
0
AVID TECHNOLOGY INC COM 05367P100 3675 67901 SH DEFINED 14 20944
46957
AVISTA CORP COM 05379B107 2654 151683 SH DEFINED 14 70176 81507

AVNET INC COM 053807103 1026 55703 SH DEFINED 14 55703
0
AVOCENT CORP COM 053893103 555 21628 SH DEFINED 14 21628
0
AVON PRODS INC COM 054303102 75 1750 SH DEFINED 13 0
1750
AVON PRODS INC COM 054303102 48408 1127347 SH DEFINED 14 380947
746400
AXCELIS TECHNOLOGIES INC COM 054540109 1 100 SH DEFINED 13 100
0
AXCELIS TECHNOLOGIES INC COM 054540109 2037 278996 SH DEFINED 14 130396
148600
AZTAR CORP COM 054802103 2135 74760 SH DEFINED 14 21061
53699
BB&T CORP COM 054937107 86801 2221098 SH DEFINED 14 811370 1409728

BEI TECHNOLOGIES INC COM 05538P104 1263 52673 SH DEFINED 14 24709
27964
BISYS GROUP INC COM 055472104 1038 66202 SH DEFINED 14 66191
11
BJ SVCS CO COM 055482103 22 420 SH DEFINED 13 0
420
BJ SVCS CO COM 055482103 15802 304579 SH DEFINED 14 110407
194172
BJS WHOLESALE CLUB INC COM 05548J106 2691 86626 SH DEFINED 14 81034
5592
BP PLC SPONSORED ADR 055622104 266 4255 SH DEFINED 13 0
4255
BMC SOFTWARE INC COM 055921100 6350 423327 SH DEFINED 14 152055
271272
BAKER HUGHES INC COM 057224107 28898 649534 SH DEFINED 14 231084 418450

BALDOR ELEC CO COM 057741100 2439 94491 SH DEFINED 14 41284
53207
BALL CORP COM 058498106 24588 592761 SH DEFINED 14 215461
377300
BALLY TOTAL FITNESS HLDG COR COM 05873K108 226 64800 SH DEFINED 14 17737
47063
BANCFIRST CORP COM 05945F103 214 3105 SH DEFINED 14 3105
0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 665 20086 SH DEFINED 14 3000
17086
BANCORPSOUTH INC CALL 059692103 3 4000 SH CALL DEFINED 13 40
0
BANCORPSOUTH INC COM 059692103 19 900 SH DEFINED 13 900
0
BANCORPSOUTH INC COM 059692103 620 30025 SH DEFINED 14 30025
0
BANCORPSOUTH INC PUT 059692103 7 3000 SH PUT DEFINED 13 30
0
BANDAG INC COM 059815100 335 7121 SH DEFINED 14 7121
0
BANK OF AMERICA CORPORATION COM 060505104 27 620 SH DEFINED 13 0
620
BANK OF AMERICA CORPORATION COM 060505104 593370 13455100 SH DEFINED 14 5604528
7850572
BANK OF GRANITE CORP COM 062401104 196 10575 SH DEFINED 14 10575
0
BANK HAWAII CORP COM 062540109 1945 42981 SH DEFINED 14 42081
900
BANK MUTUAL CORP NEW COM 063750103 181 15301 SH DEFINED 14 15301
0
BANK OF THE OZARKS INC COM 063904106 305 9600 SH DEFINED 14 9600
0
BANK NEW YORK INC COM 064057102 10 350 SH DEFINED 13 0
350
BANK NEW YORK INC COM 064057102 43149 1485337 SH DEFINED 14 531956
953381
BANKATLANTIC BANCORP CL A 065908501 1858 106789 SH DEFINED 14 33960
72829
BANKUNITED FINL CORP CL A 06652B103 1823 67862 SH DEFINED 14 28124
39738
BANTA CORP COM 066821109 2799 65398 SH DEFINED 14 55498
9900
BARD C R INC COM 067383109 22435 329534 SH DEFINED 14 119186
210348
BARNES & NOBLE INC COM 067774109 1537 44578 SH DEFINED 14 44578
0
BARNES GROUP INC COM 067806109 1279 47092 SH DEFINED 14 15018 32074

BARR PHARMACEUTICALS INC COM 068306109 3690 75565 SH DEFINED 14 63559
12006
BASSETT FURNITURE INDS INC COM 070203104 590 29936 SH DEFINED 14 13172
16764
BAUSCH & LOMB INC COM 071707103 23862 325540 SH DEFINED 14 111070
214470
BAXTER INTL INC COM 071813109 49 1440 SH DEFINED 13 0
1440
BAXTER INTL INC COM 071813109 54096 1592004 SH DEFINED 14 656159
935845
BE AEROSPACE INC COM 073302101 1134 94500 SH DEFINED 14 94500
0
BEA SYS INC COM 073325102 3 331 SH DEFINED 13 91
240
BEA SYS INC COM 073325102 340 42600 SH DEFINED 14 36700 5900

BEAR STEARNS COS INC COM 073902108 58666 587250 SH DEFINED 14 238591
348659
BEARINGPOINT INC COM 074002106 18 2000 SH DEFINED 13 0
2000
BEARINGPOINT INC COM 074002106 163 18530 SH DEFINED 14 18530
0
BEAZER HOMES USA INC COM 07556Q105 269 5400 SH DEFINED 14 5400
0
BEBE STORES INC COM 075571109 285 8395 SH DEFINED 14 8395
0
BECKMAN COULTER INC COM 075811109 3979 59881 SH DEFINED 14 55381
4500
BECTON DICKINSON & CO COM 075887109 89689 1535247 SH DEFINED 14 525897
1009350
BED BATH & BEYOND INC COM 075896100 34122 933817 SH DEFINED 14 297964 635853

BEDFORD PPTY INVS INC COM PAR $0.02 076446301 52 2400 SH DEFINED 03 0
2400
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 284 13000 SH DEFINED 14 13000
0
BEL FUSE INC CL B 077347300 878 28990 SH DEFINED 14 13600
15390
BELDEN CDT INC COM 077454106 2499 112500 SH DEFINED 14 47665
64835
BELL MICROPRODUCTS INC COM 078137106 521 69715 SH DEFINED 14 14631
55084
BELLSOUTH CORP COM 079860102 141980 5400545 SH DEFINED 14 2272649
3127896
BELO CORP COM SER A 080555105 1516 62781 SH DEFINED 14 62481
300
BEMIS INC COM 081437105 6098 195957 SH DEFINED 14 73586 122371

BENCHMARK ELECTRS INC COM 08160H101 2638 82873 SH DEFINED 14 25770
57103
BERKLEY W R CORP COM 084423102 3489 70349 SH DEFINED 14 65681
4668
BERKSHIRE HATHAWAY INC DEL CL A 084670108 11310 130 SH DEFINED 14 130
0
BEST BUY INC COM 086516101 31893 590503 SH DEFINED 14 211517
378986
BEVERLY ENTERPRISES INC COM NEW 087851309 490 39552 SH DEFINED 14 39552
0
BIG LOTS INC COM 089302103 2720 226263 SH DEFINED 14 80087
146176
BIO RAD LABS INC CL A 090572207 745 15300 SH DEFINED 14 8500
6800
BIOMET INC COM 090613100 15 426 SH DEFINED 13 426
0
BIOMET INC COM 090613100 17986 495491 SH DEFINED 14 174425
321066
BIOGEN IDEC INC COM 09062X103 5 151 SH DEFINED 13 151
0
BIOGEN IDEC INC COM 09062X103 22063 639320 SH DEFINED 14 227599
411721
BIOLASE TECHNOLOGY INC COM 090911108 0 2 SH DEFINED 13 2
0
BIOLASE TECHNOLOGY INC COM 090911108 847 99609 SH DEFINED 14 45068
54541
BIOSITE INC COM 090945106 9 181 SH DEFINED 13 181
0
BIOSITE INC COM 090945106 5987 115071 SH DEFINED 14 45336
69735
BLACK & DECKER CORP COM 091797100 20468 259118 SH DEFINED 14 155411 103707

BLACK BOX CORP DEL COM 091826107 0 3 SH DEFINED 13 3
0
BLACK BOX CORP DEL COM 091826107 4110 109876 SH DEFINED 14 46981
62895
BLACKBOARD INC COM 091935502 377 21600 SH DEFINED 14 21600
0
BLACK HILLS CORP COM 092113109 466 14083 SH DEFINED 14 14083
0
BLOCK H & R INC COM 093671105 21656 428149 SH DEFINED 14 225039
203110
BLOCKBUSTER INC CL A 093679108 140 15800 SH DEFINED 14 15800
0
BLUE COAT SYSTEMS INC COM NEW 09534T508 916 38960 SH DEFINED 14 38960
0
BLUE NILE INC COM 09578R103 434 15700 SH DEFINED 14 15700
0
BLYTH INC COM 09643P108 1455 45712 SH DEFINED 14 44212
1500
BOB EVANS FARMS INC COM 096761101 1578 67274 SH DEFINED 14 65274
2000
BOEING CO COM 097023105 99814 1707383 SH DEFINED 14 679855
1027528
BONE CARE INTL INC COM 098072101 5546 213800 SH DEFINED 14 110900
102900
BORDERS GROUP INC COM 099709107 1908 71660 SH DEFINED 14 67060
4600
BORG WARNER INC COM 099724106 2809 57699 SH DEFINED 14 50599
7100
BORLAND SOFTWARE CORP COM 099849101 265 32600 SH DEFINED 14 32600
0
BOSTON COMMUNICATIONS GROUP COM 100582105 914 128383 SH DEFINED 14 59742 68641

BOSTON PRIVATE FINL HLDGS IN COM 101119105 1340 56415 SH DEFINED 14 18301
38114
BOSTON PROPERTIES INC COM 101121101 182903 3036735 SH DEFINED 14 3036685
50
BOSTON SCIENTIFIC CORP COM 101137107 6 210 SH DEFINED 13 0
210
BOSTON SCIENTIFIC CORP COM 101137107 44558 1521280 SH DEFINED 14 544847
976433
BOWATER INC COM 102183100 13 340 SH DEFINED 13 0
340
BOWATER INC COM 102183100 973 25825 SH DEFINED 14 25825
0
BOWNE & CO INC COM 103043105 1104 73408 SH DEFINED 14 22690
50718
BOYD GAMING CORP COM 103304101 1889 36218 SH DEFINED 14 36218
0
BOYKIN LODGING CO COM 103430104 247 25900 SH DEFINED 14 10100
15800
BRADLEY PHARMACEUTICALS INC COM 104576103 629 65807 SH DEFINED 14 45306
20501
BRADY CORP CL A 104674106 3158 97622 SH DEFINED 14 26928
70694
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 341 12000 SH DEFINED 14 12000
0
BRIGGS & STRATTON CORP COM 109043109 4043 111029 SH DEFINED 14 30776
80253
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 1019 30200 SH DEFINED 14 30200
0
BRIGHTPOINT INC COM NEW 109473405 1884 100600 SH DEFINED 14 70700
29900
BRINKER INTL INC COM 109641100 14942 412535 SH DEFINED 14 192418 220117

BRINKS CO COM 109696104 1542 44578 SH DEFINED 14 41778
2800
BRISTOL MYERS SQUIBB CO COM 110122108 309 12121 SH DEFINED 13 0
12121
BRISTOL MYERS SQUIBB CO COM 110122108 128943 5064537 SH DEFINED 14 2276249
2788288
BRISTOL WEST HLDGS INC COM 11037M105 267 17200 SH DEFINED 14 15700
1500
BROADCOM CORP CL A 111320107 12 394 SH DEFINED 13 394
0
BROADCOM CORP CL A 111320107 17075 570697 SH DEFINED 14 202312
368385
BROCADE COMMUNICATIONS SYS I COM 111621108 6 931 SH DEFINED 13 931
0
BROCADE COMMUNICATIONS SYS I COM 111621108 758 128000 SH DEFINED 14 128000
0
BROOKLINE BANCORP INC DEL COM 11373M107 1848 124029 SH DEFINED 14 38896
85133
BROOKS AUTOMATION INC COM 114340102 3 186 SH DEFINED 13 186
0
BROOKS AUTOMATION INC COM 114340102 1398 92067 SH DEFINED 14 27202
64865
BROOKTROUT INC COM 114580103 372 33086 SH DEFINED 14 6386
26700
BROWN & BROWN INC COM 115236101 1874 40656 SH DEFINED 14 40056
600
BROWN FORMAN CORP CL B 115637209 9626 175824 SH DEFINED 14 61689
114135
BROWN SHOE INC NEW COM 115736100 2553 74492 SH DEFINED 14 32094
42398
BRUNSWICK CORP COM 117043109 8948 190997 SH DEFINED 14 66466 124531

BRUSH ENGINEERED MATLS INC COM 117421107 702 36911 SH DEFINED 14 10366
26545
BUCKEYE TECHNOLOGIES INC COM 118255108 1090 100972 SH DEFINED 14 44074
56898
BUFFALO WILD WINGS INC COM 119848109 462 12200 SH DEFINED 14 12200
0
BUILDING MATLS HLDG CORP COM 120113105 2089 46968 SH DEFINED 14 20175
26793
BURLINGTON COAT FACTORY COM 121579106 2339 81493 SH DEFINED 14 31665
49828
BURLINGTON NORTHN SANTA FE C COM 12189T104 53633 994488 SH DEFINED 14 533501
460987
BURLINGTON RES INC COM 122014103 51081 1020194 SH DEFINED 14 541346
478848
C&D TECHNOLOGIES INC COM 124661109 528 52565 SH DEFINED 14 17547 35018

CBRL GROUP INC COM 12489V106 7147 173057 SH DEFINED 14 127190
45867
CB RICHARD ELLIS GROUP INC CL A 12497T101 210 6000 SH DEFINED 14 6000
0
C COR INC COM 125010108 1 100 SH DEFINED 13 100
0
C COR INC COM 125010108 573 94187 SH DEFINED 14 28340
65847
C D I CORP COM 125071100 717 32404 SH DEFINED 14 10901
21503
C D W CORP COM 12512N105 3 46 SH DEFINED 13 46
0
C D W CORP COM 12512N105 1804 31820 SH DEFINED 14 31790
30
CEC ENTMT INC COM 125137109 19088 521542 SH DEFINED 14 215453 306089

CH ENERGY GROUP INC COM 12541M102 1665 36435 SH DEFINED 14 14593
21842
C H ROBINSON WORLDWIDE INC COM 12541W100 2829 54901 SH DEFINED 14 53701
1200
CIGNA CORP COM 125509109 32549 364487 SH DEFINED 14 159382
205105
CIT GROUP INC COM 125581108 37314 981960 SH DEFINED 14 301609
680351
CKE RESTAURANTS INC COM 12561E105 174 10998 SH DEFINED 14 10998
0
CLECO CORP NEW COM 12561W105 2618 122909 SH DEFINED 14 48127
74782
CMGI INC COM 125750109 80 39186 SH DEFINED 14 39186
0
CMS ENERGY CORP COM 125896100 6337 485994 SH DEFINED 14 225163 260831

CPI CORP COM 125902106 232 15346 SH DEFINED 14 4710
10636
CNA FINL CORP COM 126117100 287 10242 SH DEFINED 14 4142
6100
CNF INC COM 12612W104 4446 95027 SH DEFINED 14 59022
36005
CNET NETWORKS INC COM 12613R104 114 12028 SH DEFINED 14 12028
0
CSG SYS INTL INC COM 126349109 392 24061 SH DEFINED 14 23505
556
CSX CORP COM 126408103 24112 578913 SH DEFINED 14 314329
264584
CTS CORP COM 126501105 1145 88067 SH DEFINED 14 31086
56981
CUNO INC COM 126583103 2 30 SH DEFINED 13 0 30

CUNO INC COM 126583103 1753 34115 SH DEFINED 14 10308
23807
CVB FINL CORP COM 126600105 244 13471 SH DEFINED 14 13471
0
CVS CORP COM 126650100 40420 768144 SH DEFINED 14 273697
494447
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 570 20327 SH DEFINED 14 20127
200
CABOT CORP COM 127055101 1404 41995 SH DEFINED 14 40095
1900
CABOT OIL & GAS CORP COM 127097103 3551 64391 SH DEFINED 14 19587
44804
CABOT MICROELECTRONICS CORP COM 12709P103 3059 97471 SH DEFINED 14 85477
11994
CACI INTL INC CL A 127190304 3294 59639 SH DEFINED 14 18148 41491

CADENCE DESIGN SYSTEM INC COM 127387108 1818 121580 SH DEFINED 14 121330
250
CAESARS ENTMT INC COM 127687101 5020 253666 SH DEFINED 14 253056
610
CAL DIVE INTL INC COM 127914109 6957 153573 SH DEFINED 14 81935
71638
CALAMOS ASSET MGMT INC CL A 12811R104 5 200 SH DEFINED 13 200
0
CALAMOS ASSET MGMT INC CL A 12811R104 302 11204 SH DEFINED 14 11204
0
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 520 22200 SH DEFINED 14 22200
0
CALIFORNIA WTR SVC GROUP COM 130788102 327 9800 SH DEFINED 14 9800
0
CALLAWAY GOLF CO COM 131193104 414 32353 SH DEFINED 14 32353
0
CALLISTO PHARMACEUTICALS NEW COM 1312EM104 61 40580 SH DEFINED 13 0
40580
CALPINE CORP COM 131347106 2633 940251 SH DEFINED 14 339831
600420
CAMBREX CORP COM 132011107 1106 51948 SH DEFINED 14 15898
36050
CAMDEN PPTY TR SH BEN INT 133131102 992 21100 SH DEFINED 03 0
21100
CAMDEN PPTY TR SH BEN INT 133131102 209 4453 SH DEFINED 14 4453
0
CAMPBELL SOUP CO COM 134429109 102 3500 SH DEFINED 13 0
3500
CAMPBELL SOUP CO COM 134429109 21236 731776 SH DEFINED 14 246800
484976
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 3 94 SH DEFINED 13 94
0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 2901 87589 SH DEFINED 14 28076
59513
CAPITAL LEASE FDG INC COM 140288101 267 24200 SH DEFINED 14 23300
900
CAPITAL ONE FINL CORP COM 14040H105 47201 631281 SH DEFINED 14 260518
370763
CAPITALSOURCE INC COM 14055X102 3997 173800 SH DEFINED 14 62400
111400
CAPITOL BANCORP LTD COM 14056D105 278 9200 SH DEFINED 14 9200
0
CAPSTEAD MTG CORP COM NO PAR 14067E506 181 21179 SH DEFINED 14 21179
0
CAPTARIS INC COM 14071N104 233 57542 SH DEFINED 14 15657
41885
CARBO CERAMICS INC COM 140781105 3987 56840 SH DEFINED 14 28196 28644

CARAUSTAR INDS INC COM 140909102 1328 102930 SH DEFINED 14 45047
57883
CARDINAL HEALTH INC COM 14149Y108 89 1600 SH DEFINED 13 0
1600
CARDINAL HEALTH INC COM 14149Y108 47156 845086 SH DEFINED 14 298755
546331
CAREER EDUCATION CORP COM 141665109 3 100 SH DEFINED 13 100
0
CAREER EDUCATION CORP COM 141665109 5684 165912 SH DEFINED 14 101834
64078
CAREMARK RX INC COM 141705103 102487 2576347 SH DEFINED 14 863764
1712583
CARLISLE COS INC COM 142339100 1968 28205 SH DEFINED 14 25205
3000
CARMAX INC COM 143130102 1791 56870 SH DEFINED 14 56476 394

CARMIKE CINEMAS INC COM 143436400 336 9000 SH DEFINED 14 9000
0
CARNIVAL CORP PAIRED CTF 143658300 58346 1126155 SH DEFINED 14 384922
741233
CARPENTER TECHNOLOGY CORP COM 144285103 2908 48943 SH DEFINED 14 15352
33591
CARRAMERICA RLTY CORP COM 144418100 1536 48700 SH DEFINED 03 0
48700
CARRAMERICA RLTY CORP COM 144418100 1066 33800 SH DEFINED 14 33500
300
CARREKER CORP COM 144433109 245 43755 SH DEFINED 14 11859
31896
CASCADE CORP COM 147195101 396 11300 SH DEFINED 14 11300
0
CASCADE NAT GAS CORP COM 147339105 475 23814 SH DEFINED 14 8277 15537

CASEYS GEN STORES INC COM 147528103 1893 105368 SH DEFINED 14 35979
69389
CASH AMER INTL INC COM 14754D100 1274 58110 SH DEFINED 14 17682
40428
CASTLE A M & CO COM 148411101 308 24457 SH DEFINED 14 6589
17868
CATALINA MARKETING CORP COM 148867104 2434 93981 SH DEFINED 14 92481
1500
CATAPULT COMMUNICATIONS CORP COM 149016107 455 21296 SH DEFINED 14 5696
15600
CATELLUS DEV CORP NEW COM 149113102 653 24500 SH DEFINED 03 0
24500
CATELLUS DEV CORP NEW COM 149113102 237 8892 SH DEFINED 14 8892
0
CATERPILLAR INC DEL COM 149123101 73699 805987 SH DEFINED 14 278259 527728

CATHAY GENERAL BANCORP COM 149150104 461 14650 SH DEFINED 14 14650
0
CATO CORP NEW CL A 149205106 1543 47848 SH DEFINED 14 11574
36274
CELGENE CORP COM 151020104 538 15800 SH DEFINED 14 15800
0
CENDANT CORP COM 151313103 49961 2432374 SH DEFINED 14 1141546
1290828
CENTENE CORP DEL COM 15135B101 5653 188500 SH DEFINED 14 56658
131842
CENTER FINL CORP CALIF COM 15146E102 5 291 SH DEFINED 13 291
0
CENTER FINL CORP CALIF COM 15146E102 215 12200 SH DEFINED 14 12200
0
CENTERPOINT ENERGY INC COM 15189T107 6933 576302 SH DEFINED 14 204077 372225

CENTEX CORP COM 152312104 21951 383281 SH DEFINED 14 229342
153939
CENTRAL GARDEN & PET CO COM 153527106 263 6000 SH DEFINED 14 6000
0
CENTRAL PAC FINL CORP COM 154760102 427 12700 SH DEFINED 14 12700
0
CENTRAL PKG CORP COM 154785109 1148 66794 SH DEFINED 14 23318
43476
CENTRAL VT PUB SVC CORP COM 155771108 738 32837 SH DEFINED 14 14852
17985
CENTURY ALUM CO COM 156431108 4230 139797 SH DEFINED 14 62302
77495
CENTURYTEL INC COM 156700106 20863 635299 SH DEFINED 14 314994
320305
CEPHALON INC COM 156708109 1392 29735 SH DEFINED 14 28822 913

CERADYNE INC COM 156710105 1092 48822 SH DEFINED 14 15100
33722
CERIDIAN CORP NEW COM 156779100 1157 67860 SH DEFINED 14 67760
100
CERNER CORP COM 156782104 5485 104460 SH DEFINED 14 45363
59097
CERTEGY INC COM 156880106 2014 58166 SH DEFINED 14 51066
7100
CHAMPION ENTERPRISES INC COM 158496109 1358 144503 SH DEFINED 14 44245
100258
CHARLES RIVER ASSOCIATES COM 159852102 2300 46600 SH DEFINED 14 31100
15500
CHARLES RIV LABS INTL INC COM 159864107 3260 69313 SH DEFINED 14 64113
5200
CHARTERMAC SH BEN INT 160908109 2258 105000 SH DEFINED 14 74000 31000

CHARTER COMMUNICATIONS INC D CL A 16117M107 45 28400 SH DEFINED 14 28400
0
CHATTEM INC COM 162456107 1503 33800 SH DEFINED 14 27400
6400
CHECKFREE CORP NEW COM 162813109 21 511 SH DEFINED 13 511
0
CHECKFREE CORP NEW COM 162813109 2617 64210 SH DEFINED 14 61410
2800
CHECKPOINT SYS INC COM 162825103 1859 110105 SH DEFINED 14 42690
67415
CHEESECAKE FACTORY INC COM 163072101 1238 34923 SH DEFINED 14 34923
0
CHEMED CORP NEW COM 16359R103 2042 26694 SH DEFINED 14 8589
18105
CHEMICAL FINL CORP COM 163731102 312 9599 SH DEFINED 14 9599
0
CHESAPEAKE CORP COM 165159104 1079 51310 SH DEFINED 14 20684
30626
CHESAPEAKE ENERGY CORP COM 165167107 44 2000 SH DEFINED 13 2000
0
CHESAPEAKE ENERGY CORP COM 165167107 837 38132 SH DEFINED 14 24032
14100
CHEVRONTEXACO CORP COM 166764100 56 960 SH DEFINED 13 0
960
CHEVRONTEXACO CORP COM 166764100 403437 6918836 SH DEFINED 14 2880005
4038831
CHICAGO MERCANTILE HLDGS INC CL A 167760107 469 2419 SH DEFINED 14 2419
0
CHICOS FAS INC COM 168615102 3635 128630 SH DEFINED 14 124530
4100
CHILDRENS PL RETAIL STORES I COM 168905107 1934 40510 SH DEFINED 14 11770 28740

CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 574 35000 SH DEFINED 14 0
35000
CHIQUITA BRANDS INTL INC COM 170032809 5425 202577 SH DEFINED 14 102200
100377
CHIRON CORP COM 170040109 22 625 SH DEFINED 13 0
625
CHIRON CORP COM 170040109 10580 301776 SH DEFINED 14 106110
195666
CHITTENDEN CORP COM 170228100 2524 96811 SH DEFINED 14 32795
64016
CHOICEPOINT INC COM 170388102 1589 39623 SH DEFINED 14 39523
100
CHRISTOPHER & BANKS CORP COM 171046105 1230 69894 SH DEFINED 14 20559
49335
CHUBB CORP COM 171232101 58962 743806 SH DEFINED 14 296773 447033

CHURCH & DWIGHT INC COM 171340102 1016 28644 SH DEFINED 14 28644
0
CIBER INC COM 17163B102 850 116856 SH DEFINED 14 35770
81086
CIENA CORP COM 171779101 0 106 SH DEFINED 13 106
0
CIENA CORP COM 171779101 1756 1020871 SH DEFINED 14 359774
661097
CIMAREX ENERGY CO COM 171798101 5076 130143 SH DEFINED 14 56488
73655
CINCINNATI BELL INC NEW COM 171871106 433 101796 SH DEFINED 14 101796
0
CINCINNATI FINL CORP COM 172062101 0 10 SH DEFINED 13 10
0
CINCINNATI FINL CORP COM 172062101 13643 312833 SH DEFINED 14 114839 197994

CINERGY CORP COM 172474108 23289 574745 SH DEFINED 14 341900
232845
CIRCUIT CITY STORE INC COM 172737108 5964 371608 SH DEFINED 14 135785
235823
CISCO SYS INC COM 17275R102 285 15911 SH DEFINED 13 176
15735
CISCO SYS INC COM 17275R102 374972 20959862 SH DEFINED 14 7292147
13667715
CINTAS CORP COM 172908105 12115 293280 SH DEFINED 14 111806
181474
CITIGROUP INC COM 172967101 153 3404 SH DEFINED 13 0
3404
CITIGROUP INC COM 172967101 707172 15735914 SH DEFINED 14 6470889
9265025
CITIZENS BKG CORP MICH COM 174420109 1 49 SH DEFINED 13 49
0
CITIZENS BKG CORP MICH COM 174420109 222 7550 SH DEFINED 14 7550
0
CITIZENS COMMUNICATIONS CO COM 17453B101 8050 622122 SH DEFINED 14 227989
394133
CITIZENS INC CL A 174740100 69 12052 SH DEFINED 14 12052
0
CITRIX SYS INC COM 177376100 3 116 SH DEFINED 13 116
0
CITRIX SYS INC COM 177376100 16735 702551 SH DEFINED 14 287614
414937
CITY HLDG CO COM 177835105 473 16000 SH DEFINED 14 15100
900
CITY NATL CORP COM 178566105 1973 28255 SH DEFINED 14 27355
900
CLAIRES STORES INC COM 179584107 1527 66280 SH DEFINED 14 60625 5655

CLARCOR INC COM 179895107 2669 51359 SH DEFINED 14 15937
35422
CLEAR CHANNEL COMMUNICATIONS COM 184502102 54503 1581168 SH DEFINED 14 649614
931554
CLEVELAND CLIFFS INC COM 185896107 3689 50627 SH DEFINED 14 14014
36613
CLOROX CO DEL COM 189054109 58 920 SH DEFINED 13 0
920
CLOROX CO DEL COM 189054109 18939 300670 SH DEFINED 14 111382
189288
COACH INC COM 189754104 11 200 SH DEFINED 13 0
200
COACH INC COM 189754104 58527 1033491 SH DEFINED 14 304014
729477
COACHMEN INDS INC COM 189873102 479 35229 SH DEFINED 14 14678 20551

COBIZ INC COM 190897108 410 21150 SH DEFINED 14 21150
0
COCA COLA CO COM 191216100 271060 6504922 SH DEFINED 14 2262037
4242885
COCA COLA ENTERPRISES INC COM 191219104 17647 859997 SH DEFINED 14 279045
580952
COEUR D ALENE MINES CORP IDA COM 192108108 75 20400 SH DEFINED 14 20400
0
COGNEX CORP COM 192422103 8 329 SH DEFINED 13 329
0
COGNEX CORP COM 192422103 2203 88531 SH DEFINED 14 27778
60753
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14 300 SH DEFINED 13 300
0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5425 117418 SH DEFINED 14 110100 7318

COHERENT INC COM 192479103 3049 90313 SH DEFINED 14 43658
46655
COHU INC COM 192576106 651 40845 SH DEFINED 14 11010
29835
COINSTAR INC COM 19259P300 1254 59144 SH DEFINED 14 24322
34822
COLE KENNETH PRODTNS INC CL A 193294105 405 13900 SH DEFINED 14 13900
0
COLGATE PALMOLIVE CO COM 194162103 2069 39665 SH DEFINED 13 0
39665
COLGATE PALMOLIVE CO COM 194162103 60007 1150228 SH DEFINED 14 384696
765532
COLLINS & AIKMAN CORP NEW COM NEW 194830204 15 12600 SH DEFINED 14 12600
0
COLONIAL BANCGROUP INC COM 195493309 3579 174407 SH DEFINED 14 138847 35560

COLONIAL PPTYS TR COM SH BEN INT 195872106 3996 104028 SH DEFINED 14 45445
58583
COLUMBIA BKG SYS INC COM 197236102 384 16171 SH DEFINED 14 16171
0
COMCAST CORP NEW CL A 20030N101 77 2278 SH DEFINED 13 767
1511
COMCAST CORP NEW CL A 20030N101 162074 4797919 SH DEFINED 14 1899836
2898083
COMERICA INC COM 200340107 52145 946709 SH DEFINED 14 384969
561740
COMMERCE BANCORP INC NJ COM 200519106 5183 159622 SH DEFINED 14 116228
43394
COMMERCE BANCSHARES INC COM 200525103 0 3 SH DEFINED 13 3
0
COMMERCE BANCSHARES INC COM 200525103 362 7502 SH DEFINED 14 7502
0
COMMERCE GROUP INC MASS COM 200641108 477 7700 SH DEFINED 14 7700
0
COMMERCIAL FEDERAL CORPORATI COM 201647104 3307 119614 SH DEFINED 14 49546
70068
COMMERCIAL METALS CO COM 201723103 6157 181682 SH DEFINED 14 77146
104536
COMMERCIAL NET LEASE RLTY IN COM 202218103 2698 146260 SH DEFINED 14 68434
77826
COMMONWEALTH TEL ENTERPRISES COM 203349105 1998 42378 SH DEFINED 14 13087
29291
COMMSCOPE INC COM 203372107 1014 67779 SH DEFINED 14 65489
2290
COMMUNITY BK SYS INC COM 203607106 1797 78458 SH DEFINED 14 33130
45328
COMMUNITY BKS INC MILLERSBUR COM 203628102 217 8694 SH DEFINED 14 8694
0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1712 49045 SH DEFINED 14 48445
600
COMMUNITY TR BANCORP INC COM 204149108 280 9726 SH DEFINED 14 9726
0
COMPASS BANCSHARES INC COM 20449H109 7 158 SH DEFINED 13 158
0
COMPASS BANCSHARES INC COM 20449H109 10695 235564 SH DEFINED 14 82834
152730
COMPUCREDIT CORP COM 20478N100 1 54 SH DEFINED 13 54
0
COMPUCREDIT CORP COM 20478N100 1004 37700 SH DEFINED 14 31000
6700
COMPUTER ASSOC INTL INC COM 204912109 28671 1057988 SH DEFINED 14 377963
680025
COMPUTER SCIENCES CORP COM 205363104 29963 653496 SH DEFINED 14 296575 356921

COMPUWARE CORP COM 205638109 5363 744817 SH DEFINED 14 265319
479498
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 505 9700 SH DEFINED 14 9700
0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1 36 SH DEFINED 13 36
0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 9320 369548 SH DEFINED 14 133334
236214
CONAGRA FOODS INC COM 205887102 36109 1336372 SH DEFINED 14 703413
632959
CONCORD COMMUNICATIONS INC COM 206186108 380 37559 SH DEFINED 14 12289
25270
CONEXANT SYSTEMS INC COM 207142100 18 12300 SH DEFINED 13 12300
0
CONEXANT SYSTEMS INC COM 207142100 63 42072 SH DEFINED 14 42072
0
CONMED CORP COM 207410101 3227 107143 SH DEFINED 14 50628
56515
CONNETICS CORP COM 208192104 2 80 SH DEFINED 13 80
0
CONNETICS CORP COM 208192104 1808 71500 SH DEFINED 14 21900
49600
CONOCOPHILLIPS COM 20825C104 343 3185 SH DEFINED 13 0
3185
CONOCOPHILLIPS COM 20825C104 299780 2779858 SH DEFINED 14 1129672
1650186
CONSECO INC COM NEW 208464883 850 41622 SH DEFINED 03 0
41622
CONSECO INC COM NEW 208464883 254 12429 SH DEFINED 14 12429
0
CONSOL ENERGY INC COM 20854P109 367 7800 SH DEFINED 14 7800
0
CONSOLIDATED EDISON INC COM 209115104 38662 916605 SH DEFINED 14 417262
499343
CONSOLIDATED GRAPHICS INC COM 209341106 1909 36286 SH DEFINED 14 13742
22544
CONSTELLATION BRANDS INC CL A 21036P108 2548 48187 SH DEFINED 14 47887
300
CONSTELLATION ENERGY GROUP I COM 210371100 19764 382285 SH DEFINED 14 144150
238135
CONVERGYS CORP COM 212485106 12257 820934 SH DEFINED 14 511883
309051
COOPER CAMERON CORP COM 216640102 1412 24683 SH DEFINED 14 24683
0
COOPER COS INC COM NEW 216648402 6317 86655 SH DEFINED 14 25939
60716
COOPER TIRE & RUBR CO COM 216831107 7807 425209 SH DEFINED 14 340524 84685

COPART INC COM 217204106 856 36335 SH DEFINED 14 36303
32
CORINTHIAN COLLEGES INC COM 218868107 875 55638 SH DEFINED 14 54038
1600
CORIXA CORP COM 21887F100 31 10000 SH DEFINED 14 10000
0
CORN PRODS INTL INC COM 219023108 4340 166992 SH DEFINED 14 50148
116844
CORNERSTONE RLTY INCOME TR I COM 21922V102 370 37300 SH DEFINED 14 37300
0
CORNING INC COM 219350105 31323 2814316 SH DEFINED 14 962998
1851318
CORPORATE EXECUTIVE BRD CO COM 21988R102 224 3500 SH DEFINED 14 3500
0
CORRECTIONAL PPTYS TR COM 22025E104 240 9500 SH DEFINED 14 9500
0
COST PLUS INC CALIF COM 221485105 1115 41476 SH DEFINED 14 11341
30135
COSTCO WHSL CORP NEW COM 22160K105 0 10 SH DEFINED 13 10
0
COSTCO WHSL CORP NEW COM 22160K105 42202 955234 SH DEFINED 14 323176
632058
COUNTRYWIDE FINANCIAL CORP COM 222372104 96329 2967622 SH DEFINED 14 1260809
1706813
COVANCE INC COM 222816100 1377 28913 SH DEFINED 14 28913
0
COVENTRY HEALTH CARE INC COM 222862104 6601 96881 SH DEFINED 14 80724
16157
CRANE CO COM 224399105 3177 110356 SH DEFINED 14 109600
756
CREDENCE SYS CORP COM 225302108 1 100 SH DEFINED 13 100
0
CREDENCE SYS CORP COM 225302108 295 37336 SH DEFINED 14 37336
0
CREE INC COM 225447101 23 1061 SH DEFINED 13 1061
0
CREE INC COM 225447101 755 34726 SH DEFINED 14 33988
738
CROMPTON CORP COM 227116100 5842 400164 SH DEFINED 14 278075
122089
CROSS CTRY HEALTHCARE INC COM 227483104 842 50257 SH DEFINED 14 13998
36259
CROWN CASTLE INTL CORP COM 228227104 6658 414600 SH DEFINED 14 104400
310200
CROWN HOLDINGS INC COM 228368106 207 13300 SH DEFINED 14 13300
0
CRT PROPERTIES INC COM 22876P109 1622 74463 SH DEFINED 14 31300 43163

CRYOLIFE INC COM 228903100 268 43333 SH DEFINED 14 12611
30722
CUBIC CORP COM 229669106 997 52637 SH DEFINED 14 22101
30536
CULLEN FROST BANKERS INC COM 229899109 1035 22916 SH DEFINED 14 22916
0
CUMMINS INC COM 231021106 15296 217430 SH DEFINED 14 75069
142361
CURAGEN CORP COM 23126R101 17 4094 SH DEFINED 13 4094
0
CURAGEN CORP COM 23126R101 113 27100 SH DEFINED 14 27100
0
CURATIVE HEALTH SRVCS INC COM 23126W100 91 26872 SH DEFINED 14 9054
17818
CURTISS WRIGHT CORP COM 231561101 3271 57380 SH DEFINED 14 20409 36971

CYBEROPTICS CORP COM 232517102 247 19800 SH DEFINED 14 19800
0
CYBERONICS INC COM 23251P102 2040 46185 SH DEFINED 14 15106
31079
CYBEX INTL INC COM 23252E106 58 14500 SH DEFINED 14 14500
0
CYMER INC COM 232572107 0 4 SH DEFINED 13 4
0
CYMER INC COM 232572107 1963 73346 SH DEFINED 14 22282
51064
CYPRESS SEMICONDUCTOR CORP COM 232806109 716 56837 SH DEFINED 14 56837
0
CYTEC INDS INC COM 232820100 1484 27364 SH DEFINED 14 26449
915
CYTYC CORP COM 232946103 1199 52124 SH DEFINED 14 50951 1173

DJ ORTHOPEDICS INC COM 23325G104 1533 61200 SH DEFINED 14 32063
29137
DPL INC COM 233293109 1426 57043 SH DEFINED 14 57043
0
DRS TECHNOLOGIES INC COM 23330X100 5673 133479 SH DEFINED 14 62465
71014
D R HORTON INC COM 23331A109 7507 256722 SH DEFINED 14 238762
17960
DST SYS INC DEL COM 233326107 1994 43170 SH DEFINED 14 32666
10504
DSP GROUP INC COM 23332B106 3832 148763 SH DEFINED 14 65087
83676
DTE ENERGY CO COM 233331107 23069 507234 SH DEFINED 14 281777
225457
DADE BEHRING HLDGS INC COM 23342J206 2033 34500 SH DEFINED 14 6200 28300

DAKTRONICS INC COM 234264109 712 32901 SH DEFINED 14 8927
23974
DANA CORP COM 235811106 14091 1101745 SH DEFINED 14 547946
553799
DANAHER CORP DEL COM 235851102 31670 592967 SH DEFINED 14 202814
390153
DARDEN RESTAURANTS INC COM 237194105 44377 1446450 SH DEFINED 14 666089
780361
DATASCOPE CORP COM 238113104 1020 33353 SH DEFINED 14 14032
19321
DAVE & BUSTERS INC COM 23833N104 208 11100 SH DEFINED 14 11100
0
DAVITA INC COM 23918K108 421 10060 SH DEFINED 14 10060
0
DEAN FOODS CO NEW COM 242370104 6184 180291 SH DEFINED 14 101410 78881

DECKERS OUTDOOR CORP COM 243537107 4321 120900 SH DEFINED 14 76000
44900
DEERE & CO COM 244199105 219 3265 SH DEFINED 13 0
3265
DEERE & CO COM 244199105 84224 1254646 SH DEFINED 14 441746
812900
DEL MONTE FOODS CO COM 24522P103 2500 230390 SH DEFINED 14 21493
208897
DELL INC COM 24702R101 66 1711 SH DEFINED 13 31
1680
DELL INC COM 24702R101 213123 5547193 SH DEFINED 14 1953657
3593536
DELPHI CORP COM 247126105 6410 1430891 SH DEFINED 14 737613
693278
DELPHI FINL GROUP INC CL A 247131105 2693 62636 SH DEFINED 14 18320 44316

DELTA & PINE LD CO COM 247357106 2073 76763 SH DEFINED 14 23412
53351
DELTA AIR LINES INC DEL COM 247361108 1021 252050 SH DEFINED 14 89437
162613
DELTIC TIMBER CORP COM 247850100 1190 30431 SH DEFINED 14 13509
16922
DENBURY RES INC COM NEW 247916208 240 6800 SH DEFINED 14 6800
0
DELUXE CORP COM 248019101 5911 148300 SH DEFINED 14 148300
0
DENDRITE INTL INC COM 248239105 1187 84544 SH DEFINED 14 26865
57679
DENTSPLY INTL INC NEW COM 249030107 127 2328 SH DEFINED 13 2328
0
DENTSPLY INTL INC NEW COM 249030107 2829 51995 SH DEFINED 14 50195 1800

DEPARTMENT 56 INC COM 249509100 691 39577 SH DEFINED 14 15145
24432
DEVELOPERS DIVERSIFIED RLTY CALL 251591103 0 1000 SH CALL DEFINED 13 10
0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 2576 64800 SH DEFINED 03 0
64800
DEVELOPERS DIVERSIFIED RLTY COM 251591103 2340 58872 SH DEFINED 14 57372
1500
DEVON ENERGY CORP NEW COM 25179M103 96 2000 SH DEFINED 13 0
2000
DEVON ENERGY CORP NEW COM 25179M103 76889 1610250 SH DEFINED 14 664290
945960
DEVRY INC DEL COM 251893103 558 29482 SH DEFINED 14 29482
0
DIAGNOSTIC PRODS CORP COM 252450101 2549 52770 SH DEFINED 14 16492 36278

DIAMOND OFFSHORE DRILLING IN COM 25271C102 36461 730677 SH DEFINED 14 335417
395260
DIAMONDCLUSTER INTL INC COM 25278P106 1362 84600 SH DEFINED 14 61300
23300
DIEBOLD INC COM 253651103 148 2700 SH DEFINED 13 2700
0
DIEBOLD INC COM 253651103 1732 31583 SH DEFINED 14 31583
0
DIEBOLD INC PUT 253651103 13 5000 SH PUT DEFINED 13 50
0
DIGI INTL INC COM 253798102 1217 88670 SH DEFINED 14 41477
47193
DIGITAL INSIGHT CORP COM 25385P106 2 100 SH DEFINED 13 100
0
DIGITAL INSIGHT CORP COM 25385P106 1167 71183 SH DEFINED 14 21856 49327

DIGITAL RIV INC COM 25388B104 810 26000 SH DEFINED 13 0
26000
DIGITAL RIV INC COM 25388B104 399 12800 SH DEFINED 14 12800
0
DIME CMNTY BANCSHARES COM 253922108 1451 95480 SH DEFINED 14 25317
70163
DILLARDS INC CL A 254067101 4061 150981 SH DEFINED 14 54853
96128
DIMON INC COM 254394109 538 86112 SH DEFINED 14 23440
62672
DIODES INC COM 254543101 612 22550 SH DEFINED 14 22550
0
DIONEX CORP COM 254546104 3890 71369 SH DEFINED 14 32921
38448
DIRECTV GROUP INC COM 25459L106 1187 82331 SH DEFINED 14 81702 629

DISNEY WALT CO COM DISNEY 254687106 152 5300 SH DEFINED 13 0
5300
DISNEY WALT CO COM DISNEY 254687106 159475 5550827 SH DEFINED 14 1942380
3608447
DOLLAR GEN CORP COM 256669102 13268 605547 SH DEFINED 14 222879
382668
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 485 14800 SH DEFINED 14 14800
0
DOLLAR TREE STORES INC COM 256747106 1483 51617 SH DEFINED 14 51617
0
DOMINION RES INC VA NEW COM 25746U109 57036 766308 SH DEFINED 14 346425
419883
DOMINOS PIZZA INC COM 25754A201 207 11100 SH DEFINED 14 11100
0
DONALDSON INC COM 257651109 1078 33381 SH DEFINED 14 33381
0
DONNELLEY R R & SONS CO COM 257867101 15933 503900 SH DEFINED 14 225201
278699
DOUBLECLICK INC COM 258609304 208 26993 SH DEFINED 13 26993
0
DOUBLECLICK INC COM 258609304 101 13110 SH DEFINED 14 13110
0
DOVER CORP COM 260003108 14865 393369 SH DEFINED 14 140692
252677
DOW CHEM CO COM 260543103 188977 3790909 SH DEFINED 14 1347788
2443121
DOW JONES & CO INC COM 260561105 5310 142101 SH DEFINED 14 51407
90694
DOWNEY FINL CORP COM 261018105 4107 66747 SH DEFINED 14 23252
43495
DRESS BARN INC COM 261570105 1112 61043 SH DEFINED 14 13331 47712

DRIL-QUIP INC COM 262037104 827 26897 SH DEFINED 14 10354
16543
DSL NET INC COM 262506108 2 17500 SH DEFINED 14 17500
0
DU PONT E I DE NEMOURS & CO COM 263534109 97149 1895966 SH DEFINED 14 677749
1218217
DUKE ENERGY CORP COM 264399106 58306 2081610 SH DEFINED 14 905726
1175884
DUKE REALTY CORP COM NEW 264411505 2224 74500 SH DEFINED 03 0
74500
DUKE REALTY CORP COM NEW 264411505 489 16366 SH DEFINED 14 14216
2150
DUN & BRADSTREET CORP DEL NE COM 26483E100 7114 115770 SH DEFINED 14 68206
47564
DUPONT PHOTOMASKS INC COM 26613X101 949 35600 SH DEFINED 14 11716 23884

DUQUESNE LT HLDGS INC COM 266233105 685 38200 SH DEFINED 14 38200
0
DURATEK INC COM 26658Q102 353 17700 SH DEFINED 14 17100
600
DURECT CORP COM 266605104 40 10900 SH DEFINED 14 10900
0
DYCOM INDS INC COM 267475101 573 24939 SH DEFINED 14 24939
0
DYNEGY INC NEW CL A 26816Q101 2750 703395 SH DEFINED 14 262337
441058
ECI TELECOM LTD ORD 268258100 1 132 SH DEFINED 13 0
132
ECI TELECOM LTD ORD 268258100 457 63500 SH DEFINED 14 17000
46500
EGL INC COM 268484102 2090 91649 SH DEFINED 14 27815 63834

E M C CORP MASS COM 268648102 48 3870 SH DEFINED 13 0
3870
E M C CORP MASS COM 268648102 134268 10898389 SH DEFINED 14 3637355
7261034
ENSCO INTL INC COM 26874Q100 3962 105214 SH DEFINED 14 102664
2550
EOG RES INC COM 26875P101 22152 454491 SH DEFINED 14 162609
291882
E PIPHANY INC COM 26881V100 1 150 SH DEFINED 13 150
0
E PIPHANY INC COM 26881V100 59 16550 SH DEFINED 14 16550
0
EPIQ SYS INC COM 26882D109 546 42084 SH DEFINED 14 20343
21741
ESS TECHNOLOGY INC COM 269151106 387 73354 SH DEFINED 14 24689 48665

E TRADE FINANCIAL CORP COM 269246104 11225 935390 SH DEFINED 14 322432
612958
EAGLE MATERIALS INC COM 26969P108 1408 17392 SH DEFINED 14 14192
3200
EARTHLINK INC COM 270321102 9219 1024386 SH DEFINED 14 618745
405641
EAST WEST BANCORP INC COM 27579R104 6182 167452 SH DEFINED 14 84870
82582
EASTMAN CHEM CO COM 277432100 17607 298420 SH DEFINED 14 121295
177125
EASTMAN KODAK CO COM 277461109 39690 1219355 SH DEFINED 14 536756
682599
EATON CORP COM 278058102 46824 715964 SH DEFINED 14 213384
502580
EATON VANCE CORP COM NON VTG 278265103 1348 57506 SH DEFINED 14 57506
0
EBAY INC COM 278642103 86535 2322470 SH DEFINED 14 827392
1495078
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 16 534 SH DEFINED 13 534
0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 555 18960 SH DEFINED 14 18800
160
ECOLAB INC COM 278865100 14986 453430 SH DEFINED 14 158513
294917
EDISON INTL COM 281020107 21490 618947 SH DEFINED 14 223837
395110
EDO CORP COM 281347104 1244 41390 SH DEFINED 14 14344
27046
EDUCATION MGMT CORP COM 28139T101 3 97 SH DEFINED 13 97
0
EDUCATION MGMT CORP COM 28139T101 3041 108819 SH DEFINED 14 96035 12784

EDWARDS AG INC COM 281760108 3408 76070 SH DEFINED 14 66656
9414
EDWARDS LIFESCIENCES CORP COM 28176E108 2482 57427 SH DEFINED 14 53320
4107
EFUNDS CORP COM 28224R101 2915 130581 SH DEFINED 14 42118
88463
EL PASO CORP COM 28336L109 11 1000 SH DEFINED 13 0
1000
EL PASO CORP COM 28336L109 14900 1408323 SH DEFINED 14 620444
787879
EL PASO ELEC CO COM NEW 283677854 1795 94498 SH DEFINED 14 29029
65469
ELECTRO SCIENTIFIC INDS COM 285229100 1184 61053 SH DEFINED 14 19472
41581
ELECTRONIC ARTS INC COM 285512109 42 813 SH DEFINED 13 813
0
ELECTRONIC ARTS INC COM 285512109 29480 569324 SH DEFINED 14 204238
365086
ELECTRONIC DATA SYS NEW COM 285661104 24379 1179424 SH DEFINED 14 563319
616105
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 3806 88583 SH DEFINED 14 47921
40662
ELKCORP COM 287456107 2292 59594 SH DEFINED 14 26891
32703
EMCOR GROUP INC COM 29084Q100 1453 31027 SH DEFINED 14 9831
21196
EMERSON ELEC CO COM 291011104 103007 1586435 SH DEFINED 14 551068
1035367
EMMIS COMMUNICATIONS CORP CL A 291525103 479 24902 SH DEFINED 14 23402
1500
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 956 48000 SH DEFINED 14 14000 34000

EMULEX CORP COM NEW 292475209 701 37200 SH DEFINED 14 37200
0
ENCORE CAP GROUP INC COM 292554102 429 29476 SH DEFINED 13 29476
0
ENCORE WIRE CORP COM 292562105 337 33000 SH DEFINED 14 33000
0
ENERGEN CORP COM 29265N108 6420 96403 SH DEFINED 14 34189
62214
ENERGY EAST CORP COM 29266M109 3695 140908 SH DEFINED 14 127908
13000
ENERGIZER HLDGS INC COM 29266R108 16278 272201 SH DEFINED 14 131507
140694
ENERSIS S A SPONSORED ADR 29274F104 308 36700 SH DEFINED 14 7900
28800
ENGELHARD CORP COM 292845104 15900 529485 SH DEFINED 14 343653 185832

ENGINEERED SUPPORT SYS INC COM 292866100 3 54 SH DEFINED 13 54
0
ENGINEERED SUPPORT SYS INC COM 292866100 2959 55281 SH DEFINED 14 15941
39340
ENESCO GROUP INC COM 292973104 181 27159 SH DEFINED 14 7295
19864
ENNIS INC COM 293389102 335 19800 SH DEFINED 14 19800
0
ENPRO INDS INC COM 29355X107 402 14600 SH DEFINED 14 14600
0
ENTERASYS NETWORKS INC COM 293637104 23 16700 SH DEFINED 14 16700
0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3145 88538 SH DEFINED 14 50501
38037
ENTERGY CORP NEW COM 29364G103 40017 566333 SH DEFINED 14 297037 269296

ENTERPRISE PRODS PARTNERS L COM 293792107 448 17433 SH DEFINED 14 17433
0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 282 6800 SH DEFINED 03 0
6800
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 2085 50334 SH DEFINED 14 15405
34929
ENTRUST INC COM 293848107 48 12800 SH DEFINED 14 12800
0
ENZON PHARMACEUTICALS INC COM 293904108 650 63800 SH DEFINED 14 63800
0
ENZO BIOCHEM INC COM 294100102 870 60351 SH DEFINED 14 18738
41613
EQUIFAX INC COM 294429105 8155 265724 SH DEFINED 14 94913
170811
EQUITABLE RES INC COM 294549100 1605 27946 SH DEFINED 14 27946
0
EQUITY INNS INC COM 294703103 985 89300 SH DEFINED 03 0
89300
EQUITY INNS INC COM 294703103 694 62900 SH DEFINED 14 61200
1700
EQUITY OFFICE PROPERTIES TRU COM 294741103 3248 107800 SH DEFINED 03 0
107800
EQUITY OFFICE PROPERTIES TRU COM 294741103 26278 872151 SH DEFINED 14 288128
584023
EQUITY ONE COM 294752100 823 39950 SH DEFINED 03 0
39950
EQUITY ONE COM 294752100 387 18800 SH DEFINED 14 18800
0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2448 76000 SH DEFINED 03 0
76000
EQUITY RESIDENTIAL SH BEN INT 29476L107 17221 534663 SH DEFINED 14 190015 344648

ERESEARCHTECHNOLOGY INC COM 29481V108 214 18175 SH DEFINED 14 18175
0
ESSEX PPTY TR INC COM 297178105 3157 45692 SH DEFINED 14 13909
31783
ESTERLINE TECHNOLOGIES CORP COM 297425100 1728 50008 SH DEFINED 14 15333
34675
ETHAN ALLEN INTERIORS INC COM 297602104 3275 102354 SH DEFINED 14 48214
54140
EURONET WORLDWIDE INC COM 298736109 831 29100 SH DEFINED 14 29100
0
EXAR CORP COM 300645108 1115 83228 SH DEFINED 14 25520
57708
EXELON CORP COM 30161N101 77724 1693692 SH DEFINED 14 813142
880550
EXELIXIS INC COM 30161Q104 1 152 SH DEFINED 13 152
0
EXELIXIS INC COM 30161Q104 75 11000 SH DEFINED 14 11000
0
EXPEDITORS INTL WASH INC COM 302130109 4 80 SH DEFINED 13 80
0
EXPEDITORS INTL WASH INC COM 302130109 2634 49189 SH DEFINED 14 49139
50
EXPRESS SCRIPTS INC COM 302182100 64644 741413 SH DEFINED 14 258509
482904
EXPRESSJET HOLDINGS INC CL A 30218U108 945 82800 SH DEFINED 14 47400
35400
EXTREME NETWORKS INC COM 30226D106 2 300 SH DEFINED 13 300
0
EXTREME NETWORKS INC COM 30226D106 61 10350 SH DEFINED 14 10350
0
EXXON MOBIL CORP COM 30231G102 4092 68652 SH DEFINED 13 0 68652

EXXON MOBIL CORP COM 30231G102 1150302 19300368 SH DEFINED 14 7862287
11438081
FEI CO COM 30241L109 1343 58023 SH DEFINED 14 17821
40202
FLIR SYS INC COM 302445101 4215 139095 SH DEFINED 14 43212
95883
F M C CORP COM NEW 302491303 7765 145267 SH DEFINED 14 100745
44522
FMC TECHNOLOGIES INC COM 30249U101 1045 31501 SH DEFINED 14 31501
0
FPL GROUP INC COM 302571104 29097 724719 SH DEFINED 14 255331
469388
FACTSET RESH SYS INC COM 303075105 3364 101897 SH DEFINED 14 35125
66772
FAIR ISAAC CORP COM 303250104 3624 105219 SH DEFINED 14 89267 15952

FAIRCHILD SEMICONDUCTOR INTL COM 303726103 807 52626 SH DEFINED 14 52626
0
FAMILY DLR STORES INC COM 307000109 9544 314352 SH DEFINED 14 112428
201924
FASTENAL CO COM 311900104 2994 54142 SH DEFINED 14 50099
4043
FEDDERS CORP COM NEW 313135501 175 63070 SH DEFINED 14 25890
37180
FEDERAL HOME LN MTG CORP COM 313400301 348 5500 SH DEFINED 13 5500
0
FEDERAL HOME LN MTG CORP COM 313400301 114373 1809697 SH DEFINED 14 570533
1239164
FEDERAL NATL MTG ASSN COM 313586109 155320 2852517 SH DEFINED 14 1007960
1844557
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 803 16600 SH DEFINED 03 0 16600

FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 213 4400 SH DEFINED 14 4400
0
FEDERAL SIGNAL CORP COM 313855108 317 20923 SH DEFINED 14 20923
0
FEDERATED DEPT STORES INC DE COM 31410H101 46 730 SH DEFINED 13 0
730
FEDERATED DEPT STORES INC DE COM 31410H101 56107 881634 SH DEFINED 14 394255
487379
FEDERATED INVS INC PA CL B 314211103 5510 194624 SH DEFINED 14 69137
125487
FEDEX CORP COM 31428X106 124253 1322543 SH DEFINED 14 442352
880191
FELCOR LODGING TR INC COM 31430F101 986 79290 SH DEFINED 14 73590
5700
FERRO CORP COM 315405100 343 18241 SH DEFINED 14 18241
0
F5 NETWORKS INC COM 315616102 2747 54400 SH DEFINED 14 54400
0
FIDELITY NATL FINL INC CALL 316326107 49 21500 SH CALL DEFINED 13 215
0
FIDELITY NATL FINL INC COM 316326107 3000 91061 SH DEFINED 14 88884
2177
FIFTH THIRD BANCORP COM 316773100 44989 1046738 SH DEFINED 14 380787
665951
FILENET CORP COM 316869106 1895 83202 SH DEFINED 14 26134
57068
FINANCIAL FED CORP COM 317492106 1685 47642 SH DEFINED 14 21048
26594
FINDWHAT COM COM 317794105 2 193 SH DEFINED 13 193
0
FINDWHAT COM COM 317794105 588 56742 SH DEFINED 14 18277 38465

FINISAR COM 31787A101 0 164 SH DEFINED 13 164
0
FINISAR COM 31787A101 22 17700 SH DEFINED 14 17700
0
FINISH LINE INC CL A 317923100 2102 90800 SH DEFINED 14 27300
63500
FIRST AMERN CORP CALIF COM 318522307 6169 187269 SH DEFINED 14 106882
80387
FIRST BANCORP P R COM 318672102 4338 102680 SH DEFINED 14 37023
65657
FIRST CHARTER CORP COM 319439105 235 10400 SH DEFINED 14 10400
0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 575 3931 SH DEFINED 14 3931
0
FIRST COMWLTH FINL CORP PA COM 319829107 480 35028 SH DEFINED 14 35028
0
FIRST CMNTY BANCORP CALIF COM 31983B101 656 14800 SH DEFINED 14 14800
0
FIRST DATA CORP COM 319963104 74543 1896298 SH DEFINED 14 637937
1258361
FIRST FINL BANCORP OH COM 320209109 185 10120 SH DEFINED 14 10120
0
FIRST FINL BANKSHARES COM 32020R109 333 7463 SH DEFINED 14 7463
0
FIRST FINL HLDGS INC COM 320239106 206 7400 SH DEFINED 14 7400
0
FIRST HORIZON NATL CORP COM 320517105 9771 239549 SH DEFINED 14 84900
154649
FIRST HORIZON PHARMACEUTICAL COM 32051K106 13476 798346 SH DEFINED 14 362550
435796
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 662 17500 SH DEFINED 03 0 17500

FIRST INDUSTRIAL REALTY TRUS COM 32054K103 847 22400 SH DEFINED 14 22400
0
FIRST IND CORP COM 32054R108 225 9300 SH DEFINED 14 9300
0
FIRST MERCHANTS CORP COM 320817109 377 14559 SH DEFINED 14 14559
0
FIRST MIDWEST BANCORP DEL COM 320867104 162 4985 SH DEFINED 13 4985
0
FIRST MIDWEST BANCORP DEL COM 320867104 3461 106559 SH DEFINED 14 32927
73632
FIRST NIAGARA FINL GP INC COM 33582V108 5 350 SH DEFINED 13 350
0
FIRST NIAGARA FINL GP INC COM 33582V108 1218 92223 SH DEFINED 14 92223
0
FIRST REP BK SAN FRANCISCO COM 336158100 1708 52767 SH DEFINED 14 19296 33471

FISERV INC COM 337738108 14931 375162 SH DEFINED 14 133905
241257
FIRSTFED FINL CORP COM 337907109 2721 53337 SH DEFINED 14 20194
33143
FIRSTMERIT CORP COM 337915102 4 148 SH DEFINED 13 148
0
FIRSTMERIT CORP COM 337915102 1139 42560 SH DEFINED 14 42560
0
FLAGSTAR BANCORP INC COM 337930101 2039 104300 SH DEFINED 14 31605
72695
FIRSTENERGY CORP COM 337932107 51319 1223337 SH DEFINED 14 591527
631810
FISHER SCIENTIFIC INTL INC COM NEW 338032204 97 1700 SH DEFINED 13 1700
0
FISHER SCIENTIFIC INTL INC COM NEW 338032204 12411 218037 SH DEFINED 14 80610 137427

FLEETWOOD ENTERPRISES INC COM 339099103 955 109787 SH DEFINED 14 33068
76719
FLORIDA EAST COAST INDS COM 340632108 280 6600 SH DEFINED 14 6600
0
FLORIDA ROCK INDS INC COM 341140101 5282 89803 SH DEFINED 14 23250
66553
FLUOR CORP NEW COM 343412102 12707 229238 SH DEFINED 14 125684
103554
FLOWERS FOODS INC COM 343498101 2899 102766 SH DEFINED 14 35668
67098
FLOWSERVE CORP COM 34354P105 626 24212 SH DEFINED 14 24212
0
FLUSHING FINL CORP COM 343873105 234 12850 SH DEFINED 14 12850
0
FOOT LOCKER INC COM 344849104 2010 68599 SH DEFINED 14 68499 100

FORD MTR CO DEL COM PAR $0.01 345370860 97379 8594781 SH DEFINED 14 3168875
5425906
FOREST CITY ENTERPRISES INC CL A 345550107 319 5000 SH DEFINED 03 0
5000
FOREST CITY ENTERPRISES INC CL A 345550107 181 2838 SH DEFINED 14 2838
0
FOREST LABS INC COM 345838106 34940 945596 SH DEFINED 14 288312
657284
FOREST OIL CORP COM PAR $0.01 346091705 1544 38129 SH DEFINED 14 36032
2097
FORGENT NETWORKS INC COM 34629U103 46 21726 SH DEFINED 14 21726
0
FORTUNE BRANDS INC COM 349631101 22289 276432 SH DEFINED 14 99615
176817
FORWARD AIR CORP COM 349853101 2283 53627 SH DEFINED 14 23869 29758

FOSSIL INC COM 349882100 2856 110167 SH DEFINED 14 32568
77599
FOUNDRY NETWORKS INC COM 35063R100 128 12900 SH DEFINED 14 12900
0
4 KIDS ENTMT INC COM 350865101 1329 60128 SH DEFINED 14 35180
24948
FRANKLIN CAP CORP COM 35252P105 1175 71237 SH DEFINED 13 0
71237
FRANKLIN ELEC INC COM 353514102 302 8000 SH DEFINED 14 8000
0
FRANKLIN RES INC COM 354613101 27018 393565 SH DEFINED 14 138251
255314
FREDS INC CL A 356108100 1282 74675 SH DEFINED 14 20286
54389
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 6 145 SH DEFINED 13 0 145

FREEPORT-MCMORAN COPPER & GO CL B 35671D857 13520 341339 SH DEFINED 14 121827
219512
FREESCALE SEMICONDUCTOR INC CL B 35687M206 12790 741466 SH DEFINED 14 266755
474711
FREMONT GEN CORP COM 357288109 3128 142267 SH DEFINED 14 44213
98054
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1280 80636 SH DEFINED 14 12336
68300
FRONTIER AIRLINES INC NEW COM 359065109 768 73272 SH DEFINED 14 24088
49184
FRONTIER FINL CORP WASH COM 35907K105 338 8908 SH DEFINED 14 8908
0
FRONTIER OIL CORP COM 35914P105 2028 55926 SH DEFINED 14 17424
38502
FULLER H B CO COM 359694106 1673 57681 SH DEFINED 14 18076 39605

FULTON FINL CORP PA COM 360271100 230 10563 SH DEFINED 14 10563
0
FURNITURE BRANDS INTL INC COM 360921100 616 28245 SH DEFINED 14 28245
0
G & K SVCS INC CL A 361268105 1800 44679 SH DEFINED 14 14112
30567
GATX CORP COM 361448103 964 29055 SH DEFINED 14 29055
0
GEO GROUP INC COM 36159R103 220 7700 SH DEFINED 14 7700
0
GMH CMNTYS TR COM 36188G102 194 16600 SH DEFINED 14 16600
0
GABLES RESIDENTIAL TR SH BEN INT 362418105 1939 58218 SH DEFINED 14 17764
40454
GALLAGHER ARTHUR J & CO COM 363576109 1180 40962 SH DEFINED 14 40962
0
GAMESTOP CORP COM CL B 36466R200 3007 134843 SH DEFINED 14 54003
80840
GANNETT INC COM 364730101 102309 1293741 SH DEFINED 14 455531
838210
GAP INC DEL COM 364760108 95394 4367837 SH DEFINED 14 1462089
2905748
GARDNER DENVER INC COM 365558105 1613 40831 SH DEFINED 14 12140
28691
GARTNER INC COM 366651107 540 56390 SH DEFINED 14 56390
0
GATEWAY INC COM 367626108 2602 645677 SH DEFINED 14 247381
398296
GEN-PROBE INC NEW COM 36866T103 4 96 SH DEFINED 13 96
0
GEN-PROBE INC NEW COM 36866T103 976 21900 SH DEFINED 14 21900
0
GEMSTAR-TV GUIDE INTL INC COM 36866W106 97 22200 SH DEFINED 14 22200
0
GENCORP INC COM 368682100 2 100 SH DEFINED 13 100
0
GENCORP INC COM 368682100 2038 101881 SH DEFINED 14 31120
70761
GENENTECH INC COM NEW 368710406 9 160 SH DEFINED 13 0
160
GENENTECH INC COM NEW 368710406 2374 41930 SH DEFINED 14 41600
330
GENERAL CABLE CORP DEL NEW COM 369300108 135 11150 SH DEFINED 14 11150
0
GENERAL COMMUNICATION INC CL A 369385109 916 100374 SH DEFINED 14 27358
73016
GENERAL DYNAMICS CORP COM 369550108 112346 1049471 SH DEFINED 14 435169 614302

GENERAL ELEC CO COM 369604103 1029 28548 SH DEFINED 13 0
28548
GENERAL ELEC CO COM 369604103 1011697 28055935 SH DEFINED 14 9749552
18306383
GENERAL GROWTH PPTYS INC COM 370021107 3100 90900 SH DEFINED 03 0
90900
GENERAL GROWTH PPTYS INC COM 370021107 11350 332855 SH DEFINED 14 72600
260255
GENERAL MLS INC COM 370334104 37044 753699 SH DEFINED 14 270749
482950
GENERAL MTRS CORP COM 370442105 17 570 SH DEFINED 13 0
570
GENERAL MTRS CORP COM 370442105 36935 1256710 SH DEFINED 14 522290
734420
GENESCO INC COM 371532102 3898 137170 SH DEFINED 14 51313 85857

GENESIS HEALTHCARE CORP COM 37184D101 836 19495 SH DEFINED 14 19495
0
GENTEX CORP COM 371901109 4 136 SH DEFINED 13 136
0
GENTEX CORP COM 371901109 1114 34935 SH DEFINED 14 34935
0
GENLYTE GROUP INC COM 372302109 1067 11864 SH DEFINED 14 11864
0
GENTEK INC COM NEW 37245X203 2544 154232 SH DEFINED 03 105160
49072
GENUINE PARTS CO COM 372460105 14454 332351 SH DEFINED 14 118251
214100
GENTIVA HEALTH SERVICES INC COM 37247A102 2886 178391 SH DEFINED 14 76601
101790
GENWORTH FINL INC COM CL A 37247D106 8347 303300 SH DEFINED 14 82300 221000

GENZYME CORP COM 372917104 2 30 SH DEFINED 13 30
0
GENZYME CORP COM 372917104 26935 470570 SH DEFINED 14 168279
302291
GEORGIA GULF CORP COM PAR $0.01 373200203 3544 77078 SH DEFINED 14 24099
52979
GEORGIA PAC CORP COM 373298108 57939 1632537 SH DEFINED 14 555614
1076923
GERBER SCIENTIFIC INC COM 373730100 309 42473 SH DEFINED 14 10828
31645
GETTY IMAGES INC COM 374276103 71 1000 SH DEFINED 13 0
1000
GETTY IMAGES INC COM 374276103 299 4200 SH DEFINED 14 4200
0
GILEAD SCIENCES INC COM 375558103 7 194 SH DEFINED 13 194
0
GILEAD SCIENCES INC COM 375558103 29589 826498 SH DEFINED 14 294333
532165
GILLETTE CO COM 375766102 35 690 SH DEFINED 13 0
690
GILLETTE CO COM 375766102 163532 3239534 SH DEFINED 14 1053121
2186413
GLAMIS GOLD LTD COM 376775102 177 11350 SH DEFINED 14 11350
0
GLATFELTER COM 377316104 506 34305 SH DEFINED 14 32161
2144
GLENBOROUGH RLTY TR INC COM 37803P105 2043 106841 SH DEFINED 14 45839
61002
GLIMCHER RLTY TR SH BEN INT 379302102 773 32600 SH DEFINED 14 32600
0
GLOBAL INDS LTD COM 379336100 0 42 SH DEFINED 13 42
0
GLOBAL INDS LTD COM 379336100 128 13600 SH DEFINED 14 13600
0
GLOBAL IMAGING SYSTEMS COM 37934A100 1891 53317 SH DEFINED 14 18598
34719
GLOBAL PMTS INC COM 37940X102 5047 78259 SH DEFINED 14 21620
56639
GLOBAL SIGNAL INC COM 37944Q103 240 8000 SH DEFINED 14 8000
0
GOLD BANC CORP INC COM 379907108 1 72 SH DEFINED 13 72
0
GOLD BANC CORP INC COM 379907108 1247 88890 SH DEFINED 14 33431
55459
GOLD KIST INC COM 380614107 477 30000 SH DEFINED 14 7800
22200
GOLDEN WEST FINL CORP DEL COM 381317106 47504 785182 SH DEFINED 14 407754 377428

GOLDMAN SACHS GROUP INC COM 38141G104 12 110 SH DEFINED 13 0
110
GOLDMAN SACHS GROUP INC COM 38141G104 187460 1704336 SH DEFINED 14 570010
1134326
GOODRICH CORP COM 382388106 14740 384962 SH DEFINED 14 239578
145384
GOODYEAR TIRE & RUBR CO COM 382550101 179 13400 SH DEFINED 13 13400
0
GOODYEAR TIRE & RUBR CO COM 382550101 4510 337816 SH DEFINED 14 121796
216020
GOODYS FAMILY CLOTHING INC COM 382588101 448 49696 SH DEFINED 14 13481
36215
GOOGLE INC CL A 38259P508 51 282 SH DEFINED 13 217
65
GOOGLE INC CL A 38259P508 1113 6164 SH DEFINED 14 6144 20

GOVERNMENT PPTYS TR INC COM 38374W107 113 11300 SH DEFINED 14 11300
0
GRACE W R & CO DEL NEW COM 38388F108 202 23700 SH DEFINED 14 23700
0
GRACO INC COM 384109104 2976 73733 SH DEFINED 14 67634
6099
GRAINGER W W INC COM 384802104 18742 300987 SH DEFINED 14 106071
194916
GRANITE CONSTR INC COM 387328107 786 29913 SH DEFINED 14 28413
1500
GRANT PRIDECO INC COM 38821G101 3371 139523 SH DEFINED 14 120401
19122
GRAY TELEVISION INC COM 389375106 362 25000 SH DEFINED 14 25000
0
GREAT ATLANTIC & PAC TEA INC COM 390064103 1003 67294 SH DEFINED 14 26478 40816

GREAT LAKES CHEM CORP COM 390568103 2953 91932 SH DEFINED 14 33198
58734
GREAT SOUTHN BANCORP INC COM 390905107 247 7600 SH DEFINED 14 7600
0
GREAT PLAINS ENERGY INC COM 391164100 1130 36939 SH DEFINED 14 36939
0
GREATER BAY BANCORP COM 391648102 533 21853 SH DEFINED 14 21853
0
GREEN MOUNTAIN PWR CORP COM 393154109 286 9746 SH DEFINED 14 2710
7036
GREENBRIER COS INC COM 393657101 425 12100 SH DEFINED 14 12100
0
GREIF INC CL A 397624107 307 4400 SH DEFINED 14 4400
0
GREY WOLF INC COM 397888108 107 16200 SH DEFINED 14 16200
0
GRIFFON CORP COM 398433102 2298 107311 SH DEFINED 14 41847
65464
GROUP 1 AUTOMOTIVE INC COM 398905109 1217 46266 SH DEFINED 14 14350
31916
GTECH HLDGS CORP COM 400518106 1251 53182 SH DEFINED 14 53082
100
GUIDANT CORP COM 401698105 52855 715228 SH DEFINED 14 262532
452696
GUILFORD PHARMACEUTICALS INC COM 401829106 121 52639 SH DEFINED 13 52639
0
GUITAR CTR MGMT INC COM 402040109 3227 58863 SH DEFINED 14 23892
34971
GYMBOREE CORP COM 403777105 737 58785 SH DEFINED 14 16012
42773
HCA INC COM 404119109 59688 1114207 SH DEFINED 14 451238 662969

HCC INS HLDGS INC COM 404132102 1543 42674 SH DEFINED 14 41474
1200
HDFC BANK LTD ADR REPS 3 SHS 40415F101 294 7000 SH DEFINED 14 2000
5000
HNI CORP COM 404251100 3149 70056 SH DEFINED 14 62984
7072
HMS HLDGS CORP COM 40425J101 90 12200 SH DEFINED 14 12200
0
HRPT PPTYS TR COM SH BEN INT 40426W101 911 76500 SH DEFINED 03 0
76500
HRPT PPTYS TR COM SH BEN INT 40426W101 198 16650 SH DEFINED 14 16650
0
HAEMONETICS CORP COM 405024100 4605 109233 SH DEFINED 14 51438
57795
HAGGAR CORP COM 405173105 238 11776 SH DEFINED 14 3120 8656

HAIN CELESTIAL GROUP INC COM 405217100 1249 66999 SH DEFINED 14 21102
45897
HALLIBURTON CO COM 406216101 9 200 SH DEFINED 13 0
200
HALLIBURTON CO COM 406216101 41381 956776 SH DEFINED 14 339273
617503
HANCOCK FABRICS INC COM 409900107 269 36121 SH DEFINED 14 9748
26373
HANCOCK HLDG CO COM 410120109 562 17300 SH DEFINED 14 17300
0
HANDLEMAN CO DEL COM 410252100 1844 97242 SH DEFINED 14 49742
47500
HANMI FINL CORP COM 410495105 443 26772 SH DEFINED 14 26772
0
HANOVER COMPRESSOR CO COM 410768105 408 33768 SH DEFINED 14 33768
0
HARLAND JOHN H CO COM 412693103 3830 111465 SH DEFINED 14 46430
65035
HARLEY DAVIDSON INC COM 412822108 32480 562320 SH DEFINED 14 200468
361852
HARLEYSVILLE NATL CORP PA COM 412850109 256 12048 SH DEFINED 14 12048
0
HARMAN INTL INDS INC COM 413086109 3727 42131 SH DEFINED 14 40911
1220
HARMONIC INC COM 413160102 1389 145285 SH DEFINED 14 45414
99871
HARRAHS ENTMT INC COM 413619107 58 900 SH DEFINED 13 900
0
HARRAHS ENTMT INC COM 413619107 13931 215716 SH DEFINED 14 76728
138988
HARRIS CORP DEL COM 413875105 8148 249564 SH DEFINED 14 133432 116132

HARSCO CORP COM 415864107 1794 30099 SH DEFINED 14 29199
900
HARTE-HANKS INC COM 416196103 2508 91001 SH DEFINED 14 80131
10870
HARTFORD FINL SVCS GROUP INC COM 416515104 58594 854641 SH DEFINED 14 367725
486916
HARTMARX CORP COM 417119104 98 10250 SH DEFINED 14 10250
0
HARVEST NATURAL RESOURCES IN COM 41754V103 1046 88000 SH DEFINED 14 77200
10800
HASBRO INC COM 418056107 6732 329190 SH DEFINED 14 117600
211590
HAVERTY FURNITURE INC COM 419596101 699 45831 SH DEFINED 14 14674
31157
HAWAIIAN ELEC INDUSTRIES COM 419870100 924 36204 SH DEFINED 14 36204
0
HAYES LEMMERZ INTL INC COM NEW 420781304 144 27600 SH DEFINED 14 27600
0
HEALTHCARE SVCS GRP INC COM 421906108 378 15600 SH DEFINED 14 15600
0
HEALTH CARE PPTY INVS INC COM 421915109 936 39900 SH DEFINED 03 0
39900
HEALTH CARE PPTY INVS INC COM 421915109 291 12400 SH DEFINED 14 12400
0
HEALTH MGMT ASSOC INC NEW CL A 421933102 12166 464691 SH DEFINED 14 166196
298495
HEALTHCARE RLTY TR COM 421946104 204 5600 SH DEFINED 14 5600
0
HEADWATERS INC COM 42210P102 1 37 SH DEFINED 13 37
0
HEADWATERS INC COM 42210P102 2584 78719 SH DEFINED 14 23401 55318

HEALTH NET INC COM 42222G108 3660 111897 SH DEFINED 14 82281
29616
HEARTLAND EXPRESS INC COM 422347104 2562 133761 SH DEFINED 14 49849
83912
HECLA MNG CO COM 422704106 61 11200 SH DEFINED 14 11200
0
HEIDRICK & STRUGGLES INTL IN COM 422819102 2313 62918 SH DEFINED 14 30140
32778
HEINZ H J CO COM 423074103 19 525 SH DEFINED 13 0
525
HEINZ H J CO COM 423074103 25012 678946 SH DEFINED 14 239496
439450
HELIX TECHNOLOGY CORP COM 423319102 1938 125297 SH DEFINED 14 64910
60387
HELMERICH & PAYNE INC COM 423452101 4901 123478 SH DEFINED 14 113419 10059

HENRY JACK & ASSOC INC COM 426281101 8 440 SH DEFINED 13 440
0
HENRY JACK & ASSOC INC COM 426281101 685 38066 SH DEFINED 14 36566
1500
HERCULES INC COM 427056106 3102 214055 SH DEFINED 14 76456
137599
HERITAGE PPTY INVT TR INC COM 42725M107 929 31300 SH DEFINED 14 31300
0
HERSHEY FOODS CORP COM 427866108 26123 432077 SH DEFINED 14 155627
276450
HEWLETT PACKARD CO COM 428236103 20 901 SH DEFINED 13 0
901
HEWLETT PACKARD CO COM 428236103 218028 9937475 SH DEFINED 14 3725291
6212184
HIBBETT SPORTING GOODS INC COM 428565105 6297 209617 SH DEFINED 14 79484 130133

HIBERNIA CORP CL A 428656102 2864 89486 SH DEFINED 14 88559
927
HIGH YIELD INCOME FD INC COM 429904105 56 11000 SH DEFINED 03 11000
0
HIGHLAND HOSPITALITY CORP COM 430141101 188 18200 SH DEFINED 14 18200
0
HIGHWOODS PPTYS INC COM 431284108 2803 104500 SH DEFINED 14 96363
8137
HILB ROGAL & HOBBS CO COM 431294107 2563 71597 SH DEFINED 14 21834
49763
HILLENBRAND INDS INC COM 431573104 3206 57795 SH DEFINED 14 55645
2150
HILTON HOTELS CORP COM 432848109 15908 711776 SH DEFINED 14 260447
451329
HOLLYWOOD ENTMT CORP COM 436141105 4 268 SH DEFINED 13 268
0
HOLLYWOOD ENTMT CORP COM 436141105 367 27853 SH DEFINED 14 27853
0
HOLOGIC INC COM 436440101 1579 49541 SH DEFINED 14 20697
28844
HOME DEPOT INC COM 437076102 26 675 SH DEFINED 13 0
675
HOME DEPOT INC COM 437076102 257910 6744503 SH DEFINED 14 2340558
4403945
HOME PROPERTIES INC COM 437306103 667 17200 SH DEFINED 03 0
17200
HOME PROPERTIES INC COM 437306103 101 2600 SH DEFINED 14 2600
0
HOMESTORE INC COM 437852106 0 166 SH DEFINED 13 166
0
HOMESTORE INC COM 437852106 22 10100 SH DEFINED 14 10100
0
HONEYWELL INTL INC CALL 438516106 11 5000 SH CALL DEFINED 13 50
0
HONEYWELL INTL INC COM 438516106 73703 1980727 SH DEFINED 14 930960
1049767
HOOPER HOLMES INC COM 439104100 490 128275 SH DEFINED 14 38413
89862
HORACE MANN EDUCATORS CORP N COM 440327104 341 19245 SH DEFINED 14 19245
0
HORMEL FOODS CORP COM 440452100 2685 86316 SH DEFINED 14 83216
3100
HORNBECK OFFSHORE SVCS INC N COM 440543106 366 14600 SH DEFINED 14 14600
0
HOSPIRA INC COM 441060100 15864 491604 SH DEFINED 14 159946
331658
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1777 44000 SH DEFINED 03 0 44000

HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2579 63864 SH DEFINED 14 60464
3400
HOST MARRIOTT CORP NEW COM 44107P104 475 28700 SH DEFINED 14 28500
200
HOT TOPIC INC COM 441339108 7685 351713 SH DEFINED 14 162249
189464
HOUSTON EXPL CO COM 442120101 3713 65200 SH DEFINED 14 51300
13900
HOVNANIAN ENTERPRISES INC CL A 442487203 1029 20182 SH DEFINED 14 20182
0
HUBBELL INC CL B 443510201 2857 55918 SH DEFINED 14 53509
2409
HUDSON CITY BANCORP COM 443683107 222 6086 SH DEFINED 14 6086
0
HUDSON UNITED BANCORP COM 444165104 3882 110120 SH DEFINED 14 29834 80286

HUGHES SUPPLY INC COM 444482103 5539 186197 SH DEFINED 14 44367
141830
HUMANA INC COM 444859102 30380 951143 SH DEFINED 14 536183
414960
HUMAN GENOME SCIENCES INC COM 444903108 111 12000 SH DEFINED 14 12000
0
HUNT J B TRANS SVCS INC COM 445658107 7023 160442 SH DEFINED 14 60082
100360
HUNTINGTON BANCSHARES INC COM 446150104 3 127 SH DEFINED 13 127
0
HUNTINGTON BANCSHARES INC COM 446150104 20340 851035 SH DEFINED 14 396909
454126
HUTCHINSON TECHNOLOGY INC COM 448407106 3 91 SH DEFINED 13 91
0
HUTCHINSON TECHNOLOGY INC COM 448407106 5895 169483 SH DEFINED 14 79298 90185

HYDRIL COM 448774109 3769 64525 SH DEFINED 14 26683
37842
HYPERION SOLUTIONS CORP COM 44914M104 3555 80596 SH DEFINED 14 25292
55304
IAC INTERACTIVECORP COM 44919P102 9 391 SH DEFINED 13 391
0
IAC INTERACTIVECORP COM 44919P102 1010 45346 SH DEFINED 14 45036
310
IBT BANCORP INC COM 44923F108 689 15475 SH DEFINED 14 0
15475
ICU MED INC COM 44930G107 2539 71517 SH DEFINED 14 34289
37228
IHOP CORP COM 449623107 1942 40724 SH DEFINED 14 12900
27824
IMS HEALTH INC COM 449934108 10710 439134 SH DEFINED 14 160337 278797

ISTAR FINL INC COM 45031U101 647 15700 SH DEFINED 03 0
15700
ISTAR FINL INC COM 45031U101 430 10435 SH DEFINED 14 10385
50
ITT EDUCATIONAL SERVICES INC COM 45068B109 3079 63484 SH DEFINED 14 53884
9600
IXIA COM 45071R109 2 100 SH DEFINED 13 100
0
IXIA COM 45071R109 818 46268 SH DEFINED 14 46268
0
IBERIABANK CORP COM 450828108 242 4300 SH DEFINED 14 4300
0
ITT INDS INC IND COM 450911102 15889 176075 SH DEFINED 14 63629
112446
ICICI BK LTD ADR 45104G104 1369 66050 SH DEFINED 14 19000 47050

IDACORP INC COM 451107106 1630 57459 SH DEFINED 14 55559
1900
IDEX CORP COM 45167R104 4733 117301 SH DEFINED 14 39000
78301
IDEXX LABS INC COM 45168D104 7909 146023 SH DEFINED 14 32569
113454
IKON OFFICE SOLUTIONS INC COM 451713101 30 3000 SH DEFINED 13 0
3000
IKON OFFICE SOLUTIONS INC COM 451713101 141 14216 SH DEFINED 14 14216
0
IDENTIX INC COM 451906101 6 1100 SH DEFINED 13 0
1100
IDENTIX INC COM 451906101 127 25200 SH DEFINED 14 25200
0
ILLINOIS TOOL WKS INC COM 452308109 36 400 SH DEFINED 13 0 400

ILLINOIS TOOL WKS INC COM 452308109 83870 936785 SH DEFINED 14 341918
594867
IMATION CORP COM 45245A107 2886 83036 SH DEFINED 14 81777
1259
IMCLONE SYS INC COM 45245W109 3 100 SH DEFINED 13 100
0
IMCLONE SYS INC COM 45245W109 230 6671 SH DEFINED 14 6671
0
IMAGISTICS INTERNATIONAL INC COM 45247T104 1157 33133 SH DEFINED 14 10665
22468
IMMUCOR INC COM 452526106 12 382 SH DEFINED 13 382
0
IMMUCOR INC COM 452526106 6877 227795 SH DEFINED 14 84906
142889
IMPAC MTG HLDGS INC COM 45254P102 681 35500 SH DEFINED 14 35500
0
INAMED CORP COM 453235103 1153 16505 SH DEFINED 14 16505
0
INDEPENDENCE CMNTY BK CORP COM 453414104 8 200 SH DEFINED 13 200
0
INDEPENDENCE CMNTY BK CORP COM 453414104 1433 36733 SH DEFINED 14 36733
0
INDEPENDENT BANK CORP MASS COM 453836108 376 12973 SH DEFINED 14 12973
0
INDEPENDENT BANK CORP MICH COM 453838104 3 100 SH DEFINED 13 100
0
INDEPENDENT BANK CORP MICH COM 453838104 407 14161 SH DEFINED 14 14161
0
INDYMAC BANCORP INC COM 456607100 2595 76324 SH DEFINED 14 55901
20423
INFINITY PPTY & CAS CORP COM 45665Q103 3873 123900 SH DEFINED 14 61100 62800

INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3745 50800 SH DEFINED 14 14500
36300
INFOSPACE INC COM NEW 45678T201 1133 27749 SH DEFINED 14 27749
0
ING GROUP N V SPONSORED ADR 456837103 8676 287005 SH DEFINED 13 0
287005
INGRAM MICRO INC CL A 457153104 218 13100 SH DEFINED 14 11200
1900
INPUT/OUTPUT INC COM 457652105 881 136653 SH DEFINED 14 42219
94434
INSIGHT ENTERPRISES INC COM 45765U103 1725 98232 SH DEFINED 14 29651
68581
INSITUFORM TECHNOLOGIES INC CL A 457667103 865 59588 SH DEFINED 14 21018
38570
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 3239 102000 SH DEFINED 14 59400 42600

INNKEEPERS USA TR COM 4576J0104 492 38100 SH DEFINED 14 38100
0
INSTINET GROUP INC COM 457750107 66 11300 SH DEFINED 14 11300
0
INSURANCE AUTO AUCTIONS INC COM 457875102 904 32459 SH DEFINED 14 13926
18533
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1753 49765 SH DEFINED 14 15832
33933
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1 83 SH DEFINED 13 83
0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3765 312981 SH DEFINED 14 287881
25100
INTEGRATED CIRCUIT SYS INC COM 45811K208 3 173 SH DEFINED 13 173
0
INTEGRATED CIRCUIT SYS INC COM 45811K208 602 31480 SH DEFINED 14 31480
0
INTEL CORP COM 458140100 140 6045 SH DEFINED 13 471
5574
INTEL CORP COM 458140100 470498 20253896 SH DEFINED 14 6871309
13382587
INTEGRA BK CORP COM 45814P105 287 12948 SH DEFINED 14 12948
0
INTELIDATA TECHNOLOGIES CORP COM 45814T107 4 14800 SH DEFINED 14 14800
0
INTELLISYNC CORP COM 458176104 40 11000 SH DEFINED 14 11000
0
INTER TEL INC COM 458372109 1982 80883 SH DEFINED 14 36202
44681
INTERFACE INC CL A 458665106 849 124524 SH DEFINED 14 54201
70323
INTERDIGITAL COMMUNICATIONS COM 45866A105 237 15500 SH DEFINED 14 15500
0
INTERMAGNETICS GEN CORP COM 458771102 1264 51920 SH DEFINED 14 16641
35279
INTERMUNE INC COM 45884X103 1 100 SH DEFINED 13 100
0
INTERMUNE INC COM 45884X103 3693 335700 SH DEFINED 14 168100
167600
INTERNAP NETWORK SVCS CORP COM 45885A102 8 12800 SH DEFINED 14 12800
0
INTERNATIONAL BUSINESS MACHS COM 459200101 405 4428 SH DEFINED 13 0
4428
INTERNATIONAL BUSINESS MACHS COM 459200101 479379 5245991 SH DEFINED 14 1881328
3364663
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6734 170474 SH DEFINED 14 61791
108683
INTERNATIONAL GAME TECHNOLOG COM 459902102 17151 643338 SH DEFINED 14 234554 408784

INTL PAPER CO COM 460146103 35 950 SH DEFINED 13 0
950
INTL PAPER CO COM 460146103 41315 1123003 SH DEFINED 14 523241
599762
INTERNATIONAL RECTIFIER CORP COM 460254105 2125 46706 SH DEFINED 14 44206
2500
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1556 28690 SH DEFINED 14 28690
0
INTERNATIONAL STL GROUP INC COM 460377104 849 21500 SH DEFINED 14 6600
14900
INTERNET CAP GROUP INC COM NEW 46059C205 255 36325 SH DEFINED 14 36325
0
INTERNET SEC SYS INC COM 46060X107 14707 803643 SH DEFINED 14 304730
498913
INTERPUBLIC GROUP COS INC COM 460690100 23 1844 SH DEFINED 13 0 1844

INTERPUBLIC GROUP COS INC COM 460690100 9872 803945 SH DEFINED 14 292796
511149
INTERSIL CORP CL A 46069S109 0 14 SH DEFINED 13 14
0
INTERSIL CORP CL A 46069S109 1135 65516 SH DEFINED 14 65516
0
INTERVOICE INC NEW COM 461142101 7 581 SH DEFINED 13 581
0
INTERVOICE INC NEW COM 461142101 649 57900 SH DEFINED 14 57900
0
INTERWOVEN INC COM NEW 46114T508 4 450 SH DEFINED 13 450
0
INTERWOVEN INC COM NEW 46114T508 412 52879 SH DEFINED 14 52879
0
INTRALASE CORP COM 461169104 1088 65000 SH DEFINED 14 27300 37700

INTRADO INC COM 46117A100 405 32938 SH DEFINED 14 8903
24035
INTUIT COM 461202103 55851 1276004 SH DEFINED 14 406049
869955
INVACARE CORP COM 461203101 4166 93341 SH DEFINED 14 36807
56534
INTUITIVE SURGICAL INC COM NEW 46120E602 3536 77763 SH DEFINED 14 48563
29200
INVERNESS MED INNOVATIONS IN COM 46126P106 228 9700 SH DEFINED 14 9700
0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1952 111529 SH DEFINED 14 38211
73318
INVESTORS REAL ESTATE TR SH BEN INT 461730103 216 23200 SH DEFINED 14 23200
0
INVITROGEN CORP COM 46185R100 46378 670202 SH DEFINED 14 285828 384374

INVESTORS FINL SERVICES CORP COM 461915100 4 85 SH DEFINED 13 85
0
INVESTORS FINL SERVICES CORP COM 461915100 3040 62161 SH DEFINED 14 55261
6900
IPAYMENT INC COM 46262E105 2587 61300 SH DEFINED 14 33500
27800
IRON MTN INC PA COM 462846106 285 9866 SH DEFINED 14 9866
0
IRWIN FINL CORP COM 464119106 1961 85175 SH DEFINED 14 38302
46873
ISHARES TR S&P 500 INDEX 464287200 1622 13768 SH DEFINED 10 13768
0
ISHARES TR S&P 500 INDEX 464287200 189 1600 SH DEFINED 14 0
1600
ISHARES TR MSCI EMERG MKT 464287234 5678 28000 SH DEFINED 14 1600 26400

ISHARES TR MSCI EAFE IDX 464287465 1856 11683 SH DEFINED 10 11683
0
ISHARES TR MSCI EAFE IDX 464287465 143 900 SH DEFINED 14 900
0
ISHARES TR S&P MIDCAP 400 464287507 4201 31950 SH DEFINED 14 31950
0
ISHARES TR RUSSELL1000VAL 464287598 1988 30215 SH DEFINED 10 30215
0
ISHARES TR RUSSELL1000GRW 464287614 1431 30537 SH DEFINED 10 30537
0
ISHARES TR RUSL 2000 VALU 464287630 1532 8316 SH DEFINED 10 8316
0
ISHARES TR RUSL 2000 GROW 464287648 1011 16160 SH DEFINED 10 16160
0
ISHARES TR S&P SMLCAP 600 464287804 26309 165623 SH DEFINED 14 47270 118353

ITRON INC COM 465741106 1210 40826 SH DEFINED 14 11103
29723
IVAX CORP CALL 465823102 16 13000 SH CALL DEFINED 13 130
0
IVAX CORP COM 465823102 1901 96157 SH DEFINED 14 96157
0
IXYS CORP COM 46600W106 273 23900 SH DEFINED 14 23900
0
J & J SNACK FOODS CORP COM 466032109 947 20221 SH DEFINED 14 7239
12982
JDS UNIPHASE CORP COM 46612J101 119 71034 SH DEFINED 13 54954
16080
JDS UNIPHASE CORP COM 46612J101 4570 2736400 SH DEFINED 14 938716
1797684
JDA SOFTWARE GROUP INC COM 46612K108 3 200 SH DEFINED 13 200
0
JDA SOFTWARE GROUP INC COM 46612K108 1547 110197 SH DEFINED 14 55734
54463
J JILL GROUP INC COM 466189107 492 35754 SH DEFINED 14 9648
26106
JLG INDS INC COM 466210101 2844 131986 SH DEFINED 14 53941
78045
JPMORGAN & CHASE & CO COM 46625H100 83 2389 SH DEFINED 13 0
2389
JPMORGAN & CHASE & CO COM 46625H100 346319 10009232 SH DEFINED 14 4328899
5680333
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 2297 66936 SH DEFINED 14 35075
31861
JABIL CIRCUIT INC COM 466313103 10360 363261 SH DEFINED 14 130706
232555
JACK IN THE BOX INC COM 466367109 7653 206290 SH DEFINED 14 78453 127837

JACOBS ENGR GROUP INC DEL COM 469814107 1333 25677 SH DEFINED 14 25677
0
JAKKS PAC INC COM 47012E106 8146 379409 SH DEFINED 14 160906
218503
JAMDAT MOBILE INC COM 47023T100 272 15800 SH DEFINED 14 15800
0
JANUS CAP GROUP INC COM 47102X105 10584 758679 SH DEFINED 14 473917
284762
JEFFERIES GROUP INC NEW COM 472319102 2748 72936 SH DEFINED 14 66000
6936
JEFFERSON PILOT CORP COM 475070108 21388 436042 SH DEFINED 14 268203
167839
JETBLUE AWYS CORP COM 477143101 840 44133 SH DEFINED 14 44133
0
JO-ANN STORES INC COM 47758P307 1337 47584 SH DEFINED 14 14175 33409

JOHNSON & JOHNSON COM 478160104 873 12995 SH DEFINED 13 0
12995
JOHNSON & JOHNSON COM 478160104 588159 8757575 SH DEFINED 14 3027952
5729623
JOHNSON CTLS INC COM 478366107 29660 531918 SH DEFINED 14 298405
233513
JONES APPAREL GROUP INC COM 480074103 39036 1165588 SH DEFINED 14 509310
656278
JONES LANG LASALLE INC COM 48020Q107 606 13000 SH DEFINED 14 13000
0
JOS A BANK CLOTHIERS INC COM 480838101 1244 42462 SH DEFINED 14 42462
0
JOURNAL COMMUNICATIONS INC CL A 481130102 374 22600 SH DEFINED 14 22600
0
JOURNAL REGISTER CO COM 481138105 658 39400 SH DEFINED 14 39400
0
JOY GLOBAL INC COM 481165108 2 58 SH DEFINED 13 58
0
JOY GLOBAL INC COM 481165108 411 11724 SH DEFINED 14 11724
0
JUNIPER NETWORKS INC COM 48203R104 37 1682 SH DEFINED 13 1682
0
JUNIPER NETWORKS INC COM 48203R104 1026 46500 SH DEFINED 14 46100
400
KCS ENERGY INC COM 482434206 160 10400 SH DEFINED 14 10400
0
KFX INC COM 48245L107 88 6600 SH DEFINED 13 6600
0
KFX INC COM 48245L107 68 5100 SH DEFINED 14 5100
0
KLA-TENCOR CORP COM 482480100 10 225 SH DEFINED 13 225
0
KLA-TENCOR CORP COM 482480100 17348 377050 SH DEFINED 14 134564
242486
K-SWISS INC CL A 482686102 2146 64976 SH DEFINED 14 20527
44449
K2 INC COM 482732104 1872 136142 SH DEFINED 14 68412
67730
KAMAN CORP CL A 483548103 723 58080 SH DEFINED 14 21352
36728
KANSAS CITY SOUTHERN COM NEW 485170302 2441 126718 SH DEFINED 14 38852
87866
KAYDON CORP COM 486587108 1806 57529 SH DEFINED 14 18491
39038
KEANE INC COM 486665102 1303 99986 SH DEFINED 14 98667
1319
KB HOME COM 48666K109 20108 171187 SH DEFINED 14 111254 59933

KEITHLEY INSTRS INC COM 487584104 840 52086 SH DEFINED 14 23351
28735
KELLOGG CO COM 487836108 91 2110 SH DEFINED 13 0
2110
KELLOGG CO COM 487836108 38255 884103 SH DEFINED 14 292676
591427
KELLWOOD CO COM 488044108 2924 101567 SH DEFINED 14 50636
50931
KELLY SVCS INC CL A 488152208 365 12677 SH DEFINED 14 12677
0
KEMET CORP COM 488360108 308 39683 SH DEFINED 14 39683
0
KENNAMETAL INC COM 489170100 10586 222920 SH DEFINED 14 133410
89510
KENSEY NASH CORP COM 490057106 1463 54038 SH DEFINED 14 29907 24131

KERR MCGEE CORP CALL 492386107 55 25000 SH CALL DEFINED 13 250
0
KERR MCGEE CORP COM 492386107 34279 437625 SH DEFINED 14 241040
196585
KEY ENERGY SVCS INC COM 492914106 148 12900 SH DEFINED 14 12900
0
KEYCORP NEW COM 493267108 57865 1783219 SH DEFINED 14 604756
1178463
KEYNOTE SYS INC COM 493308100 6 490 SH DEFINED 13 490
0
KEYNOTE SYS INC COM 493308100 281 23700 SH DEFINED 14 15900
7800
KEYSPAN CORP COM 49337W100 12291 315406 SH DEFINED 14 110871
204535
KIMBALL INTL INC CL B 494274103 262 18100 SH DEFINED 14 18100
0
KILROY RLTY CORP COM 49427F108 941 23000 SH DEFINED 03 0
23000
KILROY RLTY CORP COM 49427F108 2517 61523 SH DEFINED 14 17321
44202
KIMBERLY CLARK CORP COM 494368103 108 1650 SH DEFINED 13 0
1650
KIMBERLY CLARK CORP COM 494368103 130780 1989656 SH DEFINED 14 668445
1321211
KIMCO REALTY CORP COM 49446R109 2237 41500 SH DEFINED 03 0
41500
KIMCO REALTY CORP COM 49446R109 458 8500 SH DEFINED 14 8450
50
KINDER MORGAN INC KANS COM 49455P101 16859 222704 SH DEFINED 14 80471
142233
KINDRED HEALTHCARE INC COM 494580103 2787 79400 SH DEFINED 14 54800 24600

KINETIC CONCEPTS INC COM NEW 49460W208 239 4008 SH DEFINED 14 4008
0
KING PHARMACEUTICALS INC COM 495582108 9215 1108878 SH DEFINED 14 815846
293032
KIRBY CORP COM 497266106 2034 48405 SH DEFINED 14 15804
32601
KITE RLTY GROUP TR COM 49803T102 167 11600 SH DEFINED 14 11600
0
KNIGHT RIDDER INC COM 499040103 20487 304634 SH DEFINED 14 79363
225271
KNIGHT TRADING GROUP INC COM 499063105 2349 243700 SH DEFINED 14 243700
0
KNIGHT TRANSN INC COM 499064103 5292 214502 SH DEFINED 14 77279
137223
KOHLS CORP COM 500255104 103 2000 SH DEFINED 13 2000
0
KOHLS CORP COM 500255104 32115 622014 SH DEFINED 14 221342
400672
KOOKMIN BK NEW SPONSORED ADR 50049M109 223 5000 SH DEFINED 14 0
5000
KOPIN CORP COM 500600101 0 100 SH DEFINED 13 100
0
KOPIN CORP COM 500600101 408 132899 SH DEFINED 14 36236
96663
KOREA ELECTRIC PWR SPONSORED ADR 500631106 269 20000 SH DEFINED 14 0
20000
KORN FERRY INTL COM NEW 500643200 1709 89800 SH DEFINED 14 75100
14700
KRAFT FOODS INC CL A 50075N104 3302 99900 SH DEFINED 14 29400
70500
KRISPY KREME DOUGHNUTS INC COM 501014104 205 26897 SH DEFINED 14 26897
0
KROGER CO COM 501044101 38405 2395843 SH DEFINED 14 930488
1465355
KRONOS INC COM 501052104 3802 74392 SH DEFINED 14 20754
53638
KULICKE & SOFFA INDS INC COM 501242101 648 102972 SH DEFINED 14 31934
71038
KYPHON INC COM 501577100 516 20500 SH DEFINED 14 20500
0
LCA-VISION INC COM PAR $.001 501803308 1198 35977 SH DEFINED 14 11169
24808
LSI LOGIC CORP COM 502161102 4192 749965 SH DEFINED 14 268545
481420
LSI INDS INC COM 50216C108 285 25350 SH DEFINED 14 19750
5600
LTC PPTYS INC COM 502175102 354 20400 SH DEFINED 14 20400
0
LTX CORP COM 502392103 1 200 SH DEFINED 13 200
0
LTX CORP COM 502392103 95 21302 SH DEFINED 14 21302
0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 19108 269057 SH DEFINED 14 92612
176445
LA QUINTA CORP PAIRED CTF 50419U202 200 23500 SH DEFINED 14 23500
0
LA Z BOY INC COM 505336107 2258 162089 SH DEFINED 14 71834
90255
LABOR READY INC COM NEW 505401208 1969 105591 SH DEFINED 14 46820
58771
LABONE INC NEW COM 50540L105 1135 32920 SH DEFINED 14 9180
23740
LABORATORY CORP AMER HLDGS COM NEW 50540R409 12654 262521 SH DEFINED 14 96900 165621

LABRANCHE & CO INC COM 505447102 726 78066 SH DEFINED 14 78066
0
LACLEDE GROUP INC COM 505597104 1669 57157 SH DEFINED 14 26063
31094
LAIDLAW INTL INC COM 50730R102 212 10200 SH DEFINED 14 10200
0
LAM RESEARCH CORP COM 512807108 5 183 SH DEFINED 13 183
0
LAM RESEARCH CORP COM 512807108 1750 60649 SH DEFINED 14 60649
0
LAMAR ADVERTISING CO CL A 512815101 8 205 SH DEFINED 13 205
0
LAMAR ADVERTISING CO CL A 512815101 363 9000 SH DEFINED 14 9000
0
LANCASTER COLONY CORP COM 513847103 834 19592 SH DEFINED 14 19592
0
LANCE INC COM 514606102 925 57549 SH DEFINED 14 18418
39131
LANDAMERICA FINL GROUP INC COM 514936103 10157 203021 SH DEFINED 14 73065
129956
LANDRYS RESTAURANTS INC COM 51508L103 3302 114194 SH DEFINED 14 60946
53248
LANDSTAR SYS INC COM 515098101 3955 120772 SH DEFINED 14 36884
83888
LATTICE SEMICONDUCTOR CORP COM 518415104 1 200 SH DEFINED 13 200
0
LATTICE SEMICONDUCTOR CORP COM 518415104 265 49324 SH DEFINED 14 49324
0
LAUDER ESTEE COS INC CL A 518439104 6 130 SH DEFINED 13 0
130
LAUDER ESTEE COS INC CL A 518439104 1487 33049 SH DEFINED 14 12100 20949

LAUREATE EDUCATION INC COM 518613104 0 1 SH DEFINED 13 1
0
LAUREATE EDUCATION INC COM 518613104 954 22299 SH DEFINED 14 22299
0
LAWSON PRODS INC COM 520776105 839 17937 SH DEFINED 14 8134
9803
LEAR CORP COM 521865105 2079 46874 SH DEFINED 14 42024
4850
LEE ENTERPRISES INC COM 523768109 1184 27275 SH DEFINED 14 27275
0
LEGGETT & PLATT INC COM 524660107 10548 365233 SH DEFINED 14 129963
235270
LEGG MASON INC COM 524901105 4948 63316 SH DEFINED 14 62366
950
LEHMAN BROS HLDGS INC COM 524908100 69 730 SH DEFINED 13 0 730

LEHMAN BROS HLDGS INC COM 524908100 121534 1290720 SH DEFINED 14 517527
773193
LENNAR CORP CL A 526057104 6940 122444 SH DEFINED 14 96910
25534
LENNOX INTL INC COM 526107107 3736 170420 SH DEFINED 14 67621
102799
LEUCADIA NATL CORP COM 527288104 1494 43480 SH DEFINED 14 42580
900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1 608 SH DEFINED 13 608
0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 142 68700 SH DEFINED 14 68400
300
LEVITT CORP CL A 52742P108 210 8175 SH DEFINED 14 8175
0
LEXICON GENETICS INC COM 528872104 67 13100 SH DEFINED 14 13100
0
LEXINGTON CORP PPTYS TR COM 529043101 3535 161133 SH DEFINED 14 72069
89064
LEXMARK INTL NEW CL A 529771107 36899 461412 SH DEFINED 14 122686
338726
LIBBEY INC COM 529898108 584 27788 SH DEFINED 14 8773
19015
LIBERTY MEDIA CORP NEW COM SER A 530718105 41503 4002223 SH DEFINED 14 1799834
2202389
LIBERTY MEDIA INTL INC COM SER A 530719103 671 15346 SH DEFINED 14 15226
120
LIBERTY PPTY TR SH BEN INT 531172104 1894 48500 SH DEFINED 03 0
48500
LIBERTY PPTY TR SH BEN INT 531172104 1964 50295 SH DEFINED 14 48995
1300
LIFECELL CORP COM 531927101 107 12000 SH DEFINED 14 12000
0
LIFEPOINT HOSPITALS INC COM 53219L109 5339 121794 SH DEFINED 14 97722
24072
LIGAND PHARMACEUTICALS INC CL B 53220K207 693 120900 SH DEFINED 14 120900
0
LILLY ELI & CO COM 532457108 57 1090 SH DEFINED 13 0
1090
LILLY ELI & CO COM 532457108 115671 2220180 SH DEFINED 14 786595
1433585
LIMITED BRANDS INC COM 532716107 53193 2189008 SH DEFINED 14 769071
1419937
LINCARE HLDGS INC COM 532791100 2017 45605 SH DEFINED 14 45555
50
LINCOLN NATL CORP IND COM 534187109 22524 498974 SH DEFINED 14 277347
221627
LINDSAY MFG CO COM 535555106 423 22191 SH DEFINED 14 5979 16212

LINEAR TECHNOLOGY CORP COM 535678106 12 308 SH DEFINED 13 308
0
LINEAR TECHNOLOGY CORP COM 535678106 76653 2000866 SH DEFINED 14 586217
1414649
LINENS N THINGS INC COM 535679104 2451 98705 SH DEFINED 14 35085
63620
LITHIA MTRS INC CL A 536797103 435 17000 SH DEFINED 14 17000
0
LITTELFUSE INC COM 537008104 1278 44621 SH DEFINED 14 13878
30743
LIZ CLAIBORNE INC COM 539320101 28589 712416 SH DEFINED 14 371581
340835
LOCKHEED MARTIN CORP COM 539830109 133009 2178327 SH DEFINED 14 824001
1354326
LOEWS CORP COM 540424108 33844 460216 SH DEFINED 14 136055 324161

LONE STAR STEAKHOUSE SALOON COM 542307103 1662 57491 SH DEFINED 14 26224
31267
LONE STAR TECHNOLOGIES INC COM 542312103 2832 71820 SH DEFINED 14 24868
46952
LONGS DRUG STORES CORP COM 543162101 2325 67936 SH DEFINED 14 20696
47240
LONGVIEW FIBRE CO COM 543213102 432 23021 SH DEFINED 14 23021
0
LOUISIANA PAC CORP COM 546347105 22606 899215 SH DEFINED 14 333644
565571
LOWES COS INC COM 548661107 86431 1513938 SH DEFINED 14 528773
985165
LUBRIZOL CORP COM 549271104 1191 29305 SH DEFINED 14 29305
0
LUCENT TECHNOLOGIES INC COM 549463107 2 710 SH DEFINED 13 0 710

LUCENT TECHNOLOGIES INC COM 549463107 24439 8886825 SH DEFINED 14 3463823
5423002
LUMINENT MTG CAP INC COM 550278303 712 64800 SH DEFINED 14 62200
2600
LYDALL INC DEL COM 550819106 349 31472 SH DEFINED 14 8249
23223
LYON WILLIAM HOMES COM 552074106 1074 14000 SH DEFINED 14 10700
3300
LYONDELL CHEMICAL CO COM 552078107 7 240 SH DEFINED 13 0
240
LYONDELL CHEMICAL CO COM 552078107 6191 221746 SH DEFINED 14 192046
29700
M & T BK CORP COM 55261F104 20816 203960 SH DEFINED 14 73640
130320
MAF BANCORP INC COM 55261R108 2879 69305 SH DEFINED 14 20296 49009

MBIA INC COM 55262C100 22280 426166 SH DEFINED 14 250423
175743
MBNA CORP COM 55262L100 75588 3078942 SH DEFINED 14 1167801
1911141
M D C HLDGS INC COM 552676108 5925 85073 SH DEFINED 14 22721
62352
MDU RES GROUP INC COM 552690109 2568 92993 SH DEFINED 14 90043
2950
MCI INC COM 552691107 2 82 SH DEFINED 13 82
0
MCI INC COM 552691107 566 22700 SH DEFINED 14 22700
0
MCI INC PUT 552691107 0 100 SH PUT DEFINED 13 1
0
MEMC ELECTR MATLS INC COM 552715104 1046 77800 SH DEFINED 14 16400 61400

MFA MTG INVTS INC COM 55272X102 307 40400 SH DEFINED 14 40400
0
MGE ENERGY INC COM 55277P104 282 8500 SH DEFINED 14 8500
0
MGIC INVT CORP WIS COM 552848103 36422 590600 SH DEFINED 14 285212
305388
MGI PHARMA INC COM 552880106 3586 141897 SH DEFINED 14 43169
98728
MGM MIRAGE COM 552953101 377 5330 SH DEFINED 14 5330
0
M/I HOMES INC COM 55305B101 445 9100 SH DEFINED 14 9100
0
MPS GROUP INC COM 553409103 2864 272472 SH DEFINED 14 224011
48461
MRO SOFTWARE INC COM 55347W105 939 66942 SH DEFINED 14 31638 35304

MTS SYS CORP COM 553777103 3370 116087 SH DEFINED 14 52400
63687
MTC TECHNOLOGIES INC COM 55377A106 257 7900 SH DEFINED 14 7900
0
MACDERMID INC COM 554273102 3336 102656 SH DEFINED 14 39219
63437
MACERICH CO COM 554382101 1060 19900 SH DEFINED 03 0
19900
MACERICH CO COM 554382101 282 5287 SH DEFINED 14 5287
0
MACK CALI RLTY CORP COM 554489104 2041 48200 SH DEFINED 03 0
48200
MACK CALI RLTY CORP COM 554489104 1964 46365 SH DEFINED 14 45465
900
MACROVISION CORP COM 555904101 7 297 SH DEFINED 13 297
0
MACROVISION CORP COM 555904101 552 24228 SH DEFINED 14 22528
1700
MACROMEDIA INC COM 556100105 54 1600 SH DEFINED 13 1600
0
MACROMEDIA INC COM 556100105 1075 32104 SH DEFINED 14 32104
0
MAGMA DESIGN AUTOMATION COM 559181102 357 30100 SH DEFINED 14 30100
0
MAGNETEK INC COM 559424106 289 54145 SH DEFINED 14 14699
39446
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 2543 157850 SH DEFINED 14 139450
18400
MAGUIRE PPTYS INC COM 559775101 310 13000 SH DEFINED 03 0
13000
MAGUIRE PPTYS INC COM 559775101 653 27344 SH DEFINED 14 27344
0
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 354 15015 SH DEFINED 14 5015
10000
MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 309 48800 SH DEFINED 14 15800
33000
MANDALAY RESORT GROUP COM 562567107 2104 29846 SH DEFINED 14 29635
211
MANHATTAN ASSOCS INC COM 562750109 2 100 SH DEFINED 13 100
0
MANHATTAN ASSOCS INC COM 562750109 1218 59777 SH DEFINED 14 18300
41477
MANITOWOC INC COM 563571108 2366 58585 SH DEFINED 14 17763
40822
MANOR CARE INC NEW COM 564055101 18331 504164 SH DEFINED 14 175948
328216
MANPOWER INC COM 56418H100 4 100 SH DEFINED 13 0 100

MANPOWER INC COM 56418H100 2531 58164 SH DEFINED 14 56594
1570
MANTECH INTL CORP CL A 564563104 1538 66679 SH DEFINED 14 29511
37168
MAPICS INC COM 564910107 131 10325 SH DEFINED 14 10325
0
MAPINFO CORP COM 565105103 464 38523 SH DEFINED 14 10378
28145
MARATHON OIL CORP COM 565849106 46913 999847 SH DEFINED 14 553711
446136
MARCUS CORP COM 566330106 1111 54199 SH DEFINED 14 16236
37963
MARINE PRODS CORP COM 568427108 320 19025 SH DEFINED 14 16325
2700
MARKEL CORP COM 570535104 311 900 SH DEFINED 14 900
0
MARSH & MCLENNAN COS INC COM 571748102 262 8600 SH DEFINED 13 0
8600
MARSH & MCLENNAN COS INC COM 571748102 30549 1004245 SH DEFINED 14 358051
646194
MARSHALL & ILSLEY CORP COM 571834100 17067 408800 SH DEFINED 14 147417
261383
MARRIOTT INTL INC NEW CL A 571903202 94 1400 SH DEFINED 13 1400
0
MARRIOTT INTL INC NEW CL A 571903202 27188 406635 SH DEFINED 14 146174
260461
MARTEK BIOSCIENCES CORP COM 572901106 99 1700 SH DEFINED 13 1700
0
MARTEK BIOSCIENCES CORP COM 572901106 802 13786 SH DEFINED 14 13786
0
MARTEK BIOSCIENCES CORP PUT 572901106 19 4000 SH PUT DEFINED 13 40
0
MARTIN MARIETTA MATLS INC COM 573284106 3721 66538 SH DEFINED 14 43338
23200
MARVEL ENTERPRISES INC COM 57383M108 10 500 SH DEFINED 13 0
500
MARVEL ENTERPRISES INC COM 57383M108 22488 1124400 SH DEFINED 14 363300
761100
MASCO CORP COM 574599106 75836 2187366 SH DEFINED 14 956886
1230480
MASSEY ENERGY CORP COM 576206106 6052 151147 SH DEFINED 14 46013
105134
MATERIAL SCIENCES CORP COM 576674105 339 25231 SH DEFINED 14 6761
18470
MATTEL INC COM 577081102 17110 801395 SH DEFINED 14 279282
522113
MATTHEWS INTL CORP CL A 577128101 609 18600 SH DEFINED 14 18600
0
MAXTOR CORP COM NEW 577729205 114 21500 SH DEFINED 14 21500
0
MAXIM INTEGRATED PRODS INC COM 57772K101 6 138 SH DEFINED 13 138
0
MAXIM INTEGRATED PRODS INC COM 57772K101 25741 629819 SH DEFINED 14 224896
404923
MAXYGEN INC COM 577776107 112 13100 SH DEFINED 14 13100
0
MAY DEPT STORES CO CALL 577778103 223 70900 SH CALL DEFINED 13 709
0
MAY DEPT STORES CO COM 577778103 29428 794912 SH DEFINED 14 437911
357001
MAVERICK TUBE CORP COM 577914104 3046 93696 SH DEFINED 14 30453
63243
MAXIMUS INC COM 577933104 1714 51187 SH DEFINED 14 20066 31121

MAYTAG CORP COM 578592107 6454 461957 SH DEFINED 14 364426
97531
MCAFEE INC COM 579064106 3775 167321 SH DEFINED 14 146521
20800
MCCORMICK & CO INC COM NON VTG 579780206 8803 255686 SH DEFINED 14 93810
161876
MCDATA CORP CL A 580031201 2 415 SH DEFINED 13 415
0
MCDATA CORP CL A 580031201 223 59227 SH DEFINED 14 59227
0
MCDONALDS CORP COM 580135101 173313 5565598 SH DEFINED 14 2226155
3339443
MCGRAW HILL COS INC COM 580645109 31755 363956 SH DEFINED 14 130204
233752
MCKESSON CORP COM 58155Q103 28957 767072 SH DEFINED 14 405317 361755

MCMORAN EXPLORATION CO COM 582411104 356 17725 SH DEFINED 14 17725
0
MEADE INSTRUMENTS CORP COM 583062104 93 31803 SH DEFINED 14 8664
23139
MEADWESTVACO CORP COM 583334107 16053 504490 SH DEFINED 14 248989
255501
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3 53 SH DEFINED 13 0
53
MEDCO HEALTH SOLUTIONS INC COM 58405U102 26683 538285 SH DEFINED 14 192473
345812
MEDIA GEN INC CL A 584404107 1441 23295 SH DEFINED 14 21495
1800
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 0 42 SH DEFINED 13 42
0
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 67 10300 SH DEFINED 14 10300
0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 32112 1071104 SH DEFINED 14 347329
723775
MEDIMMUNE INC COM 584699102 74 3107 SH DEFINED 13 3107
0
MEDIMMUNE INC COM 584699102 11148 468200 SH DEFINED 14 166549
301651
MEDTRONIC INC COM 585055106 283 5550 SH DEFINED 13 5000
550
MEDTRONIC INC COM 585055106 130283 2557073 SH DEFINED 14 925609
1631464
MEDTRONIC INC PUT 585055106 18 10000 SH PUT DEFINED 13 100
0
MELLON FINL CORP COM 58551A108 23067 808229 SH DEFINED 14 293148
515081
MENS WEARHOUSE INC COM 587118100 5204 123288 SH DEFINED 14 63281 60007

MENTOR CORP MINN COM 587188103 4269 133003 SH DEFINED 14 50146
82857
MENTOR GRAPHICS CORP COM 587200106 452 32981 SH DEFINED 14 32728
253
MERCANTILE BANK CORP COM 587376104 205 5015 SH DEFINED 14 5015
0
MERCANTILE BANKSHARES CORP COM 587405101 2663 52361 SH DEFINED 14 51379
982
MERCK & CO INC COM 589331107 879 27155 SH DEFINED 13 0
27155
MERCK & CO INC COM 589331107 261125 8066876 SH DEFINED 14 3131801
4935075
MERCURY COMPUTER SYS COM 589378108 3 98 SH DEFINED 13 98
0
MERCURY COMPUTER SYS COM 589378108 1821 66022 SH DEFINED 14 29204 36818

MERCURY INTERACTIVE CORP COM 589405109 9741 205592 SH DEFINED 14 76607
128985
MEREDITH CORP COM 589433101 7957 170206 SH DEFINED 14 49412
120794
MERISTAR HOSPITALITY CORP COM 58984Y103 137 19500 SH DEFINED 14 19500
0
MERIT MED SYS INC COM 589889104 1 67 SH DEFINED 13 67
0
MERIT MED SYS INC COM 589889104 1262 105277 SH DEFINED 14 35136
70141
MERITAGE HOMES CORP COM 59001A102 4759 80765 SH DEFINED 14 41746
39019
MERRILL LYNCH & CO INC COM 590188108 116 2045 SH DEFINED 13 0
2045
MERRILL LYNCH & CO INC COM 590188108 202960 3585860 SH DEFINED 14 1452011 2133849

MESA AIR GROUP INC COM 590479101 2148 306834 SH DEFINED 14 121362
185472
METAL MGMT INC COM NEW 591097209 917 35700 SH DEFINED 14 35700
0
METHODE ELECTRS INC COM 591520200 1 77 SH DEFINED 13 77
0
METHODE ELECTRS INC COM 591520200 1173 96894 SH DEFINED 14 33932
62962
METLIFE INC COM 59156R108 66 1700 SH DEFINED 13 0
1700
METLIFE INC COM 59156R108 84520 2161642 SH DEFINED 14 705580
1456062
MICHAELS STORES INC COM 594087108 5314 146399 SH DEFINED 14 120131
26268
MICREL INC COM 594793101 2122 230119 SH DEFINED 14 194703 35416

MICROS SYS INC COM 594901100 2953 80436 SH DEFINED 14 28114
52322
MICROSOFT CORP COM 594918104 567 23445 SH DEFINED 13 9500
13945
MICROSOFT CORP COM 594918104 753951 31193684 SH DEFINED 14 10683615
20510069
MICROSTRATEGY INC CL A NEW 594972408 993 18290 SH DEFINED 14 18290
0
MICROCHIP TECHNOLOGY INC COM 595017104 1 51 SH DEFINED 13 51
0
MICROCHIP TECHNOLOGY INC COM 595017104 4403 169267 SH DEFINED 14 153517
15750
MICRON TECHNOLOGY INC COM 595112103 11787 1139975 SH DEFINED 14 421132
718843
MICROSEMI CORP COM 595137100 2393 146927 SH DEFINED 14 40298 106629

MICROTEK MEDICAL HLDGS INC COM 59515B109 72 20000 SH DEFINED 14 20000
0
MID-AMER APT CMNTYS INC COM 59522J103 201 5500 SH DEFINED 14 5500
0
MID-STATE BANCSHARES COM 595440108 237 8923 SH DEFINED 14 8923
0
MIDAS GROUP INC COM 595626102 648 28367 SH DEFINED 14 7910
20457
MIDDLEBY CORP COM 596278101 1314 26600 SH DEFINED 14 21400
5200
MILACRON INC COM 598709103 264 86678 SH DEFINED 14 26977
59701
MILLENNIUM PHARMACEUTICALS I COM 599902103 1162 138000 SH DEFINED 14 137800
200
MILLER HERMAN INC COM 600544100 6425 213327 SH DEFINED 14 111923 101404

MILLIPORE CORP COM 601073109 4298 99027 SH DEFINED 14 36739
62288
MILLS CORP COM 601148109 857 16200 SH DEFINED 03 0
16200
MILLS CORP COM 601148109 222 4200 SH DEFINED 14 4200
0
MINERALS TECHNOLOGIES INC COM 603158106 590 8974 SH DEFINED 14 8974
0
MISSION WEST PPTYS INC COM 605203108 108 10200 SH DEFINED 14 10200
0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 929 26400 SH DEFINED 14 7600
18800
MOBILE MINI INC COM 60740F105 1758 43493 SH DEFINED 14 20164
23329
MODINE MFG CO COM 607828100 465 15840 SH DEFINED 14 15840
0
MOHAWK INDS INC COM 608190104 4158 49325 SH DEFINED 14 47751
1574
MOLEX INC COM 608554101 8803 333967 SH DEFINED 14 121247
212720
MOLINA HEALTHCARE INC COM 60855R100 2979 64637 SH DEFINED 14 31237
33400
MOLSON COORS BREWING CO CL B 60871R209 17543 227331 SH DEFINED 14 133181
94150
MONACO COACH CORP COM 60886R103 950 58837 SH DEFINED 14 18243
40594
MONEYGRAM INTL INC COM 60935Y109 716 37893 SH DEFINED 14 37893
0
MONSANTO CO NEW COM 61166W101 32785 508301 SH DEFINED 14 182114
326187
MONSTER WORLDWIDE INC COM 611742107 82 2911 SH DEFINED 13 2911
0
MONSTER WORLDWIDE INC COM 611742107 6979 248805 SH DEFINED 14 81700
167105
MOODYS CORP COM 615369105 113 1400 SH DEFINED 13 0
1400
MOODYS CORP COM 615369105 27060 334658 SH DEFINED 14 105959
228699
MOOG INC CL A 615394202 2501 55323 SH DEFINED 14 20656
34667
MORGAN STANLEY COM NEW 617446448 39 674 SH DEFINED 13 0
674
MORGAN STANLEY COM NEW 617446448 229733 4012796 SH DEFINED 14 1635199
2377597
MORTGAGEIT HLDGS INC COM 61915Q108 270 16900 SH DEFINED 14 16900
0
MOSAIC CO COM 61945A107 5255 308020 SH DEFINED 14 170895 137125

MOTIVE INC COM 61980V107 169 16900 SH DEFINED 14 16900
0
MOTOROLA INC COM 620076109 147178 9831517 SH DEFINED 14 3243000
6588517
MOVIE GALLERY INC COM 624581104 3 100 SH DEFINED 13 100
0
MOVIE GALLERY INC COM 624581104 2752 95968 SH DEFINED 14 41519
54449
MUELLER INDS INC COM 624756102 4840 171950 SH DEFINED 14 86451
85499
MULTI FINELINE ELECTRONIX IN COM 62541B101 307 17400 SH DEFINED 14 17400
0
MULTIMEDIA GAMES INC COM 625453105 1 147 SH DEFINED 13 147
0
MULTIMEDIA GAMES INC COM 625453105 412 53067 SH DEFINED 14 14335 38732

MURPHY OIL CORP COM 626717102 4936 49997 SH DEFINED 14 48797
1200
MYERS INDS INC COM 628464109 1267 89800 SH DEFINED 14 41656
48144
MYKROLIS CORP COM 62852P103 262 18318 SH DEFINED 14 18318
0
MYLAN LABS INC COM 628530107 8384 473124 SH DEFINED 14 176666
296458
NBT BANCORP INC COM 628778102 0 22 SH DEFINED 13 22
0
NBT BANCORP INC COM 628778102 365 16294 SH DEFINED 14 16294
0
NBTY INC COM 628782104 3972 158292 SH DEFINED 14 37597
120695
NCO GROUP INC COM 628858102 5 233 SH DEFINED 13 233
0
NCO GROUP INC COM 628858102 1360 69545 SH DEFINED 14 25304
44241
NCR CORP NEW COM 62886E108 12976 384602 SH DEFINED 14 137087
247515
NII HLDGS INC CL B NEW 62913F201 115 2000 SH DEFINED 13 2000
0
NII HLDGS INC CL B NEW 62913F201 162 2817 SH DEFINED 14 2817
0
NIC INC COM 62914B100 84 17600 SH DEFINED 14 17600
0
NRG ENERGY INC COM NEW 629377508 586 17170 SH DEFINED 03 17170
0
NRG ENERGY INC COM NEW 629377508 307 9000 SH DEFINED 14 9000
0
NTL INC DEL COM 62940M104 1744 27388 SH DEFINED 03 0 27388

NTL INC DEL COM 62940M104 401 6305 SH DEFINED 14 6235
70
NVR INC COM 62944T105 10366 13205 SH DEFINED 14 3657
9548
NACCO INDS INC CL A 629579103 265 2600 SH DEFINED 14 2600
0
NAPSTER INC COM 630797108 529 81189 SH DEFINED 14 22084
59105
NARA BANCORP INC COM 63080P105 1040 74000 SH DEFINED 14 41800
32200
NASDAQ 100 TR UNIT SER 1 631100104 552 15105 SH DEFINED 13 10000
5105
NASDAQ 100 TR UNIT SER 1 631100104 20 558 SH DEFINED 14 0
558
NASH FINCH CO COM 631158102 2180 57389 SH DEFINED 14 34993 22396

NATIONAL CITY CORP COM 635405103 71965 2148222 SH DEFINED 14 905025
1243197
NATIONAL FINL PARTNERS CORP COM 63607P208 1043 26200 SH DEFINED 14 26200
0
NATIONAL FUEL GAS CO N J COM 636180101 1871 65455 SH DEFINED 14 64255
1200
NATIONAL HEALTH INVS INC COM 63633D104 582 22400 SH DEFINED 14 15500
6900
NATIONAL INSTRS CORP COM 636518102 3 100 SH DEFINED 13 100
0
NATIONAL INSTRS CORP COM 636518102 759 28046 SH DEFINED 14 28046
0
NATIONAL OILWELL VARCO INC COM 637071101 13309 284990 SH DEFINED 14 100038
184952
NATIONAL PENN BANCSHARES INC COM 637138108 301 12232 SH DEFINED 14 12232
0
NATIONAL PRESTO INDS INC COM 637215104 560 13896 SH DEFINED 14 5866
8030
NATIONAL SEMICONDUCTOR CORP COM 637640103 15545 754235 SH DEFINED 14 277607
476628
NATIONWIDE FINL SVCS INC CL A 638612101 696 19400 SH DEFINED 14 7300
12100
NATIONWIDE HEALTH PPTYS INC COM 638620104 804 39800 SH DEFINED 14 39800
0
NAVIGATORS GROUP INC COM 638904102 219 6600 SH DEFINED 14 6600
0
NATURES SUNSHINE PRODUCTS IN COM 639027101 559 32542 SH DEFINED 14 13895
18647
NAUTILUS INC COM 63910B102 1450 61043 SH DEFINED 14 17890
43153
NAVISTAR INTL CORP NEW COM 63934E108 8336 229024 SH DEFINED 14 83074 145950

NAVIGANT INTL INC COM 63935R108 270 19800 SH DEFINED 14 19800
0
NAVTEQ CORP COM 63936L100 221 5100 SH DEFINED 14 5100
0
NDCHEALTH CORP COM 639480102 1159 72512 SH DEFINED 14 22818
49694
NEENAH PAPER INC COM 640079109 2 50 SH DEFINED 13 0
50
NEENAH PAPER INC COM 640079109 1003 29843 SH DEFINED 14 9034
20809
NEIGHBORCARE INC COM 64015Y104 170 5811 SH DEFINED 13 5811
0
NEIGHBORCARE INC COM 64015Y104 143 4900 SH DEFINED 14 4900
0
NEIGHBORCARE INC PUT 64015Y104 6 22200 SH PUT DEFINED 13 222
0
NEIMAN MARCUS GROUP INC CL A 640204202 3797 41495 SH DEFINED 14 39435
2060
NELSON THOMAS INC COM 640376109 1016 42978 SH DEFINED 14 23113
19865
NETBANK INC COM 640933107 79 9300 SH DEFINED 13 0
9300
NETBANK INC COM 640933107 300 35400 SH DEFINED 14 35400
0
NETGEAR INC COM 64111Q104 1236 81900 SH DEFINED 14 81900
0
NETIQ CORP COM 64115P102 1246 108987 SH DEFINED 14 99287
9700
NETWORK EQUIP TECHNOLOGIES COM 641208103 266 47300 SH DEFINED 14 12833
34467
NETWORK APPLIANCE INC COM 64120L104 11 410 SH DEFINED 13 150 260

NETWORK APPLIANCE INC COM 64120L104 51236 1852332 SH DEFINED 14 541434
1310898
NEW CENTURY FINANCIAL CORP M COM 6435EV108 17623 376389 SH DEFINED 14 143422
232967
NEW JERSEY RES COM 646025106 2764 63502 SH DEFINED 14 26523
36979
NEW PLAN EXCEL RLTY TR INC COM 648053106 824 32800 SH DEFINED 03 0
32800
NEW PLAN EXCEL RLTY TR INC COM 648053106 2538 101085 SH DEFINED 14 85385
15700
NEW YORK CMNTY BANCORP INC COM 649445103 3497 192561 SH DEFINED 14 154595
37966
NEW YORK TIMES CO CL A 650111107 10361 283232 SH DEFINED 14 99147
184085
NEWALLIANCE BANCSHARES INC COM 650203102 141 10100 SH DEFINED 14 10100
0
NEWCASTLE INVT CORP COM 65105M108 959 32400 SH DEFINED 14 32400
0
NEWELL RUBBERMAID INC COM 651229106 17687 806152 SH DEFINED 14 474205
331947
NEWFIELD EXPL CO COM 651290108 3584 48267 SH DEFINED 14 42314
5953
NEWMARKET CORP COM 651587107 258 13860 SH DEFINED 14 13860
0
NEWMONT MINING CORP COM 651639106 237 5610 SH DEFINED 13 0
5610
NEWMONT MINING CORP COM 651639106 35699 844951 SH DEFINED 14 301514
543437
NEWPARK RES INC COM PAR $.01NEW651718504 223 37900 SH DEFINED 14 37900
0
NEWPORT CORP COM 651824104 256 17647 SH DEFINED 14 17647
0
NEWS CORP CL A 65248E104 92070 5441464 SH DEFINED 14 1941838
3499626
NEWTEK BUSINESS SVCS INC COM 652526104 47 12600 SH DEFINED 03 12600
0
NEXTEL COMMUNICATIONS INC CL A 65332V103 1421 50000 SH DEFINED 03 0
50000
NEXTEL COMMUNICATIONS INC CL A 65332V103 3 100 SH DEFINED 13 100
0
NEXTEL COMMUNICATIONS INC CL A 65332V103 62333 2193271 SH DEFINED 14 770287
1422984
NICOR INC COM 654086107 8589 231577 SH DEFINED 14 174751
56826
NIKE INC CL B 654106103 47520 570400 SH DEFINED 14 203769
366631
99 CENTS ONLY STORES COM 65440K106 342 25998 SH DEFINED 14 25398 600

NISOURCE INC COM 65473P105 32156 1410972 SH DEFINED 14 714965
696007
NOBLE ENERGY INC COM 655044105 5 80 SH DEFINED 13 80
0
NOBLE ENERGY INC COM 655044105 5673 83400 SH DEFINED 14 63438
19962
NOBLE INTL LTD COM 655053106 252 11100 SH DEFINED 14 11100
0
NORDSON CORP COM 655663102 744 20206 SH DEFINED 14 20206
0
NORDSTROM INC COM 655664100 15587 281451 SH DEFINED 14 91843
189608
NORFOLK SOUTHERN CORP COM 655844108 29691 801370 SH DEFINED 14 273487
527883
NORTEL NETWORKS CORP NEW NOTE4.250% 9/ 656568AB8 8297 8970000PRN DEFINED 03 0
0
NORTH FORK BANCORPORATION NY COM 659424105 78144 2817001 SH DEFINED 14 912246
1904755
NORTHEAST UTILS COM 664397106 2455 127394 SH DEFINED 14 118494
8900
NORTHERN TR CORP COM 665859104 217 5000 SH DEFINED 13 0
5000
NORTHERN TR CORP COM 665859104 17683 407074 SH DEFINED 14 147072
260002
NORTHROP GRUMMAN CORP COM 666807102 112471 2083562 SH DEFINED 14 752552
1331010
NORTHWEST NAT GAS CO COM 667655104 2624 72540 SH DEFINED 14 31731
40809
NOVATEL WIRELESS INC COM NEW 66987M604 776 72200 SH DEFINED 14 72200
0
NOVASTAR FINL INC COM 669947400 466 12947 SH DEFINED 14 12947
0
NOVELL INC COM 670006105 4260 714751 SH DEFINED 14 264059
450692
NOVELLUS SYS INC COM 670008101 3 104 SH DEFINED 13 104
0
NOVELLUS SYS INC COM 670008101 7562 282897 SH DEFINED 14 98389
184508
NOVEN PHARMACEUTICALS INC COM 670009109 1415 83437 SH DEFINED 14 51099
32338
NU SKIN ENTERPRISES INC CL A 67018T105 12010 533536 SH DEFINED 14 219236
314300
NSTAR COM 67019E107 1472 27108 SH DEFINED 14 25608
1500
NUCOR CORP COM 670346105 88686 1540750 SH DEFINED 14 520664
1020086
NVIDIA CORP COM 67066G104 7547 317625 SH DEFINED 14 111709 205916

NYFIX INC COM 670712108 337 62355 SH DEFINED 14 19846
42509
O CHARLEYS INC COM 670823103 2 100 SH DEFINED 13 100
0
O CHARLEYS INC COM 670823103 1096 50410 SH DEFINED 14 20873
29537
OGE ENERGY CORP COM 670837103 1344 49873 SH DEFINED 14 49873
0
OCA INC COM 67083Q101 403 94919 SH DEFINED 14 30994
63925
OM GROUP INC COM 670872100 3170 104220 SH DEFINED 14 47646
56574
OCCIDENTAL PETE CORP DEL COM 674599105 14 200 SH DEFINED 13 0
200
OCCIDENTAL PETE CORP DEL COM 674599105 100549 1412799 SH DEFINED 14 695152 717647

OCEANEERING INTL INC COM 675232102 1927 51375 SH DEFINED 14 15895
35480
ODYSSEY HEALTHCARE INC COM 67611V101 1353 115060 SH DEFINED 14 57745
57315
ODYSSEY RE HLDGS CORP COM 67612W108 761 30400 SH DEFINED 14 5600
24800
OFFICE DEPOT INC COM 676220106 21200 955807 SH DEFINED 14 571044
384763
OFFICEMAX INC DEL COM 67622P101 5731 171079 SH DEFINED 14 63369
107710
OFFSHORE LOGISTICS INC COM 676255102 1703 51111 SH DEFINED 14 15692
35419
OHIO CAS CORP COM 677240103 1 58 SH DEFINED 13 58
0
OHIO CAS CORP COM 677240103 2244 97654 SH DEFINED 14 93171 4483

OLD DOMINION FGHT LINES INC COM 679580100 310 9950 SH DEFINED 14 9950
0
OLD NATL BANCORP IND COM 680033107 280 13793 SH DEFINED 14 13793
0
OLD REP INTL CORP COM 680223104 4109 176438 SH DEFINED 14 165619
10819
OLD SECOND BANCORP INC ILL COM 680277100 245 8114 SH DEFINED 14 8114
0
OLIN CORP COM PAR $1 680665205 5789 259606 SH DEFINED 14 163160
96446
OMNICARE INC COM 681904108 1688 47614 SH DEFINED 14 47564
50
OMNICOM GROUP INC COM 681919106 23 259 SH DEFINED 13 0
259
OMNICOM GROUP INC COM 681919106 31602 357002 SH DEFINED 14 127518 229484

OMEGA HEALTHCARE INVS INC COM 681936100 306 27900 SH DEFINED 14 27900
0
OMNOVA SOLUTIONS INC COM 682129101 460 85621 SH DEFINED 14 29406
56215
ON ASSIGNMENT INC COM 682159108 244 47874 SH DEFINED 14 12961
34913
ON SEMICONDUCTOR CORP COM 682189105 0 20 SH DEFINED 13 20
0
ON SEMICONDUCTOR CORP COM 682189105 81 20600 SH DEFINED 14 20600
0
ONEOK INC NEW COM 682680103 4360 141462 SH DEFINED 14 105762
35700
ON2 TECHNOLOGIES INC COM 68338A107 6 10100 SH DEFINED 14 10100
0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 864 25100 SH DEFINED 14 7500 17600

OPLINK COMMUNICATIONS INC COM 68375Q106 24 15200 SH DEFINED 14 15200
0
ORACLE CORP COM 68389X105 35 2770 SH DEFINED 13 205
2565
ORACLE CORP COM 68389X105 215621 17277361 SH DEFINED 14 5736466
11540895
OPTION CARE INC COM 683948103 387 18800 SH DEFINED 14 18800
0
ORASURE TECHNOLOGIES INC COM 68554V108 211 28700 SH DEFINED 14 28700
0
OREGON STL MLS INC COM 686079104 1263 54900 SH DEFINED 14 40100
14800
O REILLY AUTOMOTIVE INC COM 686091109 1172 23656 SH DEFINED 14 23624
32
ORIENTAL FINL GROUP INC COM 68618W100 630 26888 SH DEFINED 14 26888
0
OSHKOSH B GOSH INC CL A 688222207 891 29225 SH DEFINED 14 12988
16237
OSHKOSH TRUCK CORP COM 688239201 5958 72663 SH DEFINED 14 22223
50440
OSTEOTECH INC COM 688582105 131 34688 SH DEFINED 14 11023
23665
OTTER TAIL CORP COM 689648103 240 9600 SH DEFINED 14 9600
0
OUTBACK STEAKHOUSE INC COM 689899102 1875 40950 SH DEFINED 14 36950
4000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 11786 187345 SH DEFINED 14 112338
75007
OVERSTOCK COM INC DEL COM 690370101 17389 404500 SH DEFINED 14 134200
270300
OWENS & MINOR INC NEW COM 690732102 2384 87823 SH DEFINED 14 29308 58515

OWENS ILL INC COM NEW 690768403 268 10665 SH DEFINED 14 10665
0
OXFORD INDS INC COM 691497309 1136 31060 SH DEFINED 14 9687
21373
PC-TEL INC COM 69325Q105 274 37230 SH DEFINED 14 10043
27187
PDI INC COM 69329V100 1544 75300 SH DEFINED 14 39500
35800
PG&E CORP COM 69331C108 24552 719991 SH DEFINED 14 260475
459516
PFF BANCORP INC COM 69331W104 365 13220 SH DEFINED 14 13220
0
P F CHANGS CHINA BISTRO INC COM 69333Y108 1 22 SH DEFINED 13 22
0
P F CHANGS CHINA BISTRO INC COM 69333Y108 3073 51391 SH DEFINED 14 15614 35777

PMC-SIERRA INC COM 69344F106 2855 324398 SH DEFINED 14 107387
217011
PMI GROUP INC COM 69344M101 2668 70194 SH DEFINED 14 67344
2850
PNC FINL SVCS GROUP INC COM 693475105 56440 1096343 SH DEFINED 14 493233
603110
POSCO SPONSORED ADR 693483109 10 200 SH DEFINED 13 0
200
POSCO SPONSORED ADR 693483109 271 5500 SH DEFINED 14 0
5500
PNM RES INC COM 69349H107 1619 60669 SH DEFINED 14 60669
0
PPG INDS INC COM 693506107 32954 460767 SH DEFINED 14 233146
227621
PPL CORP COM 69351T106 29612 548467 SH DEFINED 14 168565 379902

PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 477 95219 SH DEFINED 14 36236
58983
PS BUSINESS PKS INC CALIF COM 69360J107 657 16300 SH DEFINED 14 16300
0
PACCAR INC COM 693718108 63550 877888 SH DEFINED 14 260855
617033
PACER INTL INC TENN COM 69373H106 927 38809 SH DEFINED 14 34609
4200
PACIFIC CAP BANCORP NEW COM 69404P101 1081 36284 SH DEFINED 14 36284
0
PACIFIC SUNWEAR CALIF INC COM 694873100 41855 1495891 SH DEFINED 14 622103
873788
PACIFICARE HEALTH SYS DEL COM 695112102 85 1500 SH DEFINED 13 1500
0
PACIFICARE HEALTH SYS DEL COM 695112102 5321 93485 SH DEFINED 14 78508 14977

PACKAGING CORP AMER COM 695156109 855 35193 SH DEFINED 14 35193
0
PACKETEER INC COM 695210104 1448 94100 SH DEFINED 14 75200
18900
PACTIV CORP COM 695257105 9494 406592 SH DEFINED 14 114507
292085
PALL CORP COM 696429307 6566 242108 SH DEFINED 14 87314
154794
PALMONE INC COM 69713P107 24 946 SH DEFINED 13 925
21
PALMONE INC COM 69713P107 3353 132100 SH DEFINED 14 132100
0
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 2891 107200 SH DEFINED 14 57100
50100
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 641 11300 SH DEFINED 03 0 11300

PAN PACIFIC RETAIL PPTYS INC COM 69806L104 244 4304 SH DEFINED 14 4304
0
PANERA BREAD CO CL A 69840W108 3411 60340 SH DEFINED 14 18458
41882
PANTRY INC COM 698657103 643 20747 SH DEFINED 14 20747
0
PAPA JOHNS INTL INC COM 698813102 3 100 SH DEFINED 13 100
0
PAPA JOHNS INTL INC COM 698813102 1770 50987 SH DEFINED 14 23993
26994
PAR PHARMACEUTICAL COS INC COM 69888P106 507 15160 SH DEFINED 14 15160
0
PARAMETRIC TECHNOLOGY CORP COM 699173100 3011 538614 SH DEFINED 14 186599
352015
PAREXEL INTL CORP COM 699462107 1327 56473 SH DEFINED 14 17746 38727

PARK ELECTROCHEMICAL CORP COM 700416209 848 41845 SH DEFINED 14 14948
26897
PARK NATL CORP COM 700658107 224 1990 SH DEFINED 14 1990
0
PARKER HANNIFIN CORP COM 701094104 16856 276690 SH DEFINED 14 87758
188932
PARKWAY PPTYS INC COM 70159Q104 2104 45048 SH DEFINED 14 21800
23248
PARTNERS TR FINL GROUP INC N COM 70213F102 171 16146 SH DEFINED 14 16146
0
PATINA OIL & GAS CORP COM 703224105 5724 143088 SH DEFINED 14 44633
98455
PATHMARK STORES INC NEW *W EXP 09/10/2070322A119 3 17625 SH DEFINED 03 17625
0
PATTERSON COMPANIES INC COM 703395103 4023 80546 SH DEFINED 14 79129 1417

PATTERSON UTI ENERGY INC COM 703481101 1880 75157 SH DEFINED 14 73657
1500
PAXAR CORP COM 704227107 2957 138551 SH DEFINED 14 58425
80126
PAXSON COMMUNICATIONS CORP COM 704231109 12 18000 SH DEFINED 14 18000
0
PAYCHEX INC COM 704326107 23074 703062 SH DEFINED 14 247790
455272
PAYLESS SHOESOURCE INC COM 704379106 1392 88134 SH DEFINED 14 73149
14985
PEABODY ENERGY CORP COM 704549104 2634 56810 SH DEFINED 14 56210
600
PEC SOLUTIONS INC COM 705107100 274 21800 SH DEFINED 14 21800
0
PEDIATRIX MED GROUP COM 705324101 8289 120850 SH DEFINED 14 46918 73932

PEETS COFFEE & TEA INC COM 705560100 1006 40800 SH DEFINED 14 23900
16900
PEGASYSTEMS INC COM 705573103 80 14932 SH DEFINED 13 14932
0
PEGASYSTEMS INC COM 705573103 27 5000 SH DEFINED 14 5000
0
PEGASUS SOLUTIONS INC COM 705906105 3 233 SH DEFINED 13 233
0
PEGASUS SOLUTIONS INC COM 705906105 1864 157683 SH DEFINED 14 67252
90431
PENFORD CORP COM 707051108 272 16544 SH DEFINED 14 4419
12125
PENN NATL GAMING INC COM 707569109 646 22000 SH DEFINED 14 22000
0
PENN VA CORP COM 707882106 1689 36800 SH DEFINED 14 11200 25600

PENNEY J C INC COM 708160106 105898 2039641 SH DEFINED 14 646746
1392895
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1356 33633 SH DEFINED 14 33633
0
PENTAIR INC COM 709631105 2527 64797 SH DEFINED 14 63297
1500
PEOPLES BANCORP INC COM 709789101 212 7885 SH DEFINED 14 7885
0
PEOPLES BK BRIDGEPORT CONN COM 710198102 390 9525 SH DEFINED 14 9525
0
PEOPLES ENERGY CORP COM 711030106 8915 212656 SH DEFINED 14 164599
48057
PEP BOYS MANNY MOE & JACK COM 713278109 1986 112995 SH DEFINED 14 33962
79033
PEPCO HOLDINGS INC COM 713291102 3512 167301 SH DEFINED 14 155551 11750

PEPSI BOTTLING GROUP INC COM 713409100 48408 1738180 SH DEFINED 14 562912
1175268
PEPSIAMERICAS INC COM 71343P200 3044 134312 SH DEFINED 14 124512
9800
PEPSICO INC COM 713448108 6 110 SH DEFINED 13 0
110
PEPSICO INC COM 713448108 197953 3732857 SH DEFINED 14 1333566
2399291
PER-SE TECHNOLOGIES INC COM NEW 713569309 472 30733 SH DEFINED 14 30733
0
PERFORMANCE FOOD GROUP CO COM 713755106 2587 93474 SH DEFINED 14 28846
64628
PERICOM SEMICONDUCTOR CORP COM 713831105 554 64698 SH DEFINED 14 28060
36638
PERINI CORP COM 713839108 211 15300 SH DEFINED 14 15300
0
PERKINELMER INC COM 714046109 29156 1413267 SH DEFINED 14 454244
959023
PEROT SYS CORP CL A 714265105 984 73200 SH DEFINED 14 70100
3100
PERRIGO CO COM 714290103 1 77 SH DEFINED 13 77
0
PERRIGO CO COM 714290103 743 38791 SH DEFINED 14 37736
1055
PETCO ANIMAL SUPPLIES COM NEW 716016209 283 7700 SH DEFINED 14 5000
2700
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4334 98100 SH DEFINED 10 0
98100
PETROLEUM DEV CORP COM 716578109 1248 33107 SH DEFINED 14 8629
24478
PETSMART INC COM 716768106 1894 65894 SH DEFINED 14 65789 105

PFIZER INC COM 717081103 438 16655 SH DEFINED 13 2610
14045
PFIZER INC COM 717081103 594925 22646573 SH DEFINED 14 7769919
14876654
PHARMACEUTICAL PROD DEV INC COM 717124101 1 23 SH DEFINED 13 23
0
PHARMACEUTICAL PROD DEV INC COM 717124101 5148 106263 SH DEFINED 14 33306
72957
PHELPS DODGE CORP COM 717265102 102 1000 SH DEFINED 13 0
1000
PHELPS DODGE CORP COM 717265102 29834 293271 SH DEFINED 14 106471
186800
PHILADELPHIA CONS HLDG CORP COM 717528103 4021 51869 SH DEFINED 14 21642
30227
PHILLIPS VAN HEUSEN CORP COM 718592108 1506 56530 SH DEFINED 14 15428 41102

PHOENIX COS INC NEW COM 71902E109 469 36700 SH DEFINED 14 36700
0
PHOENIX TECHNOLOGY LTD COM 719153108 595 62506 SH DEFINED 14 12735
49771
PHOTON DYNAMICS INC COM 719364101 647 33929 SH DEFINED 14 10577
23352
PHOTRONICS INC COM 719405102 1534 84732 SH DEFINED 14 38126
46606
PIEDMONT NAT GAS INC COM 720186105 3531 153249 SH DEFINED 14 47402
105847
PIER 1 IMPORTS INC COM 720279108 697 38239 SH DEFINED 14 38239
0
PILGRIMS PRIDE CORP COM 721467108 23198 649448 SH DEFINED 14 214339
435109
PINNACLE AIRL CORP COM 723443107 0 42 SH DEFINED 13 42
0
PINNACLE AIRL CORP COM 723443107 410 38600 SH DEFINED 14 38600
0
PINNACLE ENTMT INC COM 723456109 1447 86659 SH DEFINED 14 28819
57840
PINNACLE SYS INC COM 723481107 1 100 SH DEFINED 13 100
0
PINNACLE SYS INC COM 723481107 785 140397 SH DEFINED 14 43927
96470
PINNACLE WEST CAP CORP COM 723484101 14427 339373 SH DEFINED 14 112000
227373
PIONEER NAT RES CO COM 723787107 2715 63561 SH DEFINED 14 63481
80
PIPER JAFFRAY COS COM 724078100 2021 55240 SH DEFINED 14 22706
32534
PITNEY BOWES INC COM 724479100 19965 442492 SH DEFINED 14 158663 283829

PIXAR COM 725811103 6 57 SH DEFINED 13 0
57
PIXAR COM 725811103 219 2241 SH DEFINED 14 2241
0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 202 5200 SH DEFINED 14 5200
0
PLAINS EXPL& PRODTN CO COM 726505100 1182 33854 SH DEFINED 14 33689
165
PLANAR SYS INC COM 726900103 1 88 SH DEFINED 13 88
0
PLANAR SYS INC COM 726900103 251 27808 SH DEFINED 14 7565
20243
PLANTRONICS INC NEW COM 727493108 1600 42005 SH DEFINED 14 39433
2572
PLEXUS CORP COM 729132100 221 19186 SH DEFINED 14 19186
0
PLUM CREEK TIMBER CO INC COM 729251108 12600 352946 SH DEFINED 14 126449
226497
POGO PRODUCING CO COM 730448107 8645 175575 SH DEFINED 14 78944
96631
POLARIS INDS INC COM 731068102 6798 96800 SH DEFINED 14 26758
70042
POLYCOM INC COM 73172K104 4 260 SH DEFINED 13 260
0
POLYCOM INC COM 73172K104 7724 455671 SH DEFINED 14 190014
265657
POLYMEDICA CORP COM 731738100 1765 55578 SH DEFINED 14 17239
38339
POLYONE CORP COM 73179P106 2476 278808 SH DEFINED 14 123190
155618
POPE & TALBOT INC COM 732827100 649 36893 SH DEFINED 14 12721 24172

POPULAR INC COM 733174106 4669 191976 SH DEFINED 14 56776
135200
PORTALPLAYER INC COM 736187204 3214 140800 SH DEFINED 14 76000
64800
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 572 16800 SH DEFINED 14 16800
0
POSSIS MEDICAL INC COM 737407106 344 41040 SH DEFINED 14 16984
24056
POST PPTYS INC COM 737464107 649 20900 SH DEFINED 03 0
20900
POST PPTYS INC COM 737464107 137 4400 SH DEFINED 14 4400
0
POTLATCH CORP COM 737628107 601 12778 SH DEFINED 14 12778
0
POWER INTEGRATIONS INC COM 739276103 1 70 SH DEFINED 13 70
0
POWER INTEGRATIONS INC COM 739276103 1302 62329 SH DEFINED 14 19472
42857
POWER-ONE INC COM 739308104 50 10300 SH DEFINED 14 10300
0
POWERWAVE TECHNOLOGIES INC COM 739363109 1 100 SH DEFINED 13 100
0
POWERWAVE TECHNOLOGIES INC COM 739363109 321 41463 SH DEFINED 14 41463
0
PRAXAIR INC COM 74005P104 8 170 SH DEFINED 13 0
170
PRAXAIR INC COM 74005P104 36260 757632 SH DEFINED 14 359186
398446
PRE PAID LEGAL SVCS INC COM 740065107 2037 60182 SH DEFINED 14 27813
32369
PRECISION CASTPARTS CORP COM 740189105 3719 48288 SH DEFINED 14 47688 600

PREMCOR INC COM 74045Q104 585 9800 SH DEFINED 14 9800
0
PREMIERE GLOBAL SVCS INC COM 740585104 784 69300 SH DEFINED 14 44100
25200
PRENTISS PPTYS TR SH BEN INT 740706106 1138 33300 SH DEFINED 14 33300
0
PRESIDENTIAL LIFE CORP COM 740884101 1203 73882 SH DEFINED 14 28385
45497
PRICE T ROWE GROUP INC COM 74144T108 14282 240523 SH DEFINED 14 86021
154502
PRICELINE COM INC COM NEW 741503403 2247 89166 SH DEFINED 14 64066
25100
PRIDE INTL INC DEL COM 74153Q102 3714 149528 SH DEFINED 14 142228
7300
PRIMEDIA INC COM 74157K101 88 20200 SH DEFINED 14 20200
0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 38087 989521 SH DEFINED 14 271212
718309
PRIORITY HEALTHCARE CORP CL B 74264T102 1560 72125 SH DEFINED 14 22230
49895
PROASSURANCE CORP COM 74267C106 2290 57969 SH DEFINED 14 17648
40321
PROCTER & GAMBLE CO CALL 742718109 144 16000 SH CALL DEFINED 13 160
0
PROCTER & GAMBLE CO COM 742718109 620 11690 SH DEFINED 13 0
11690
PROCTER & GAMBLE CO COM 742718109 421666 7955970 SH DEFINED 14 2713896
5242074
PRIVATEBANCORP INC COM 742962103 3 100 SH DEFINED 13 100
0
PRIVATEBANCORP INC COM 742962103 2417 76944 SH DEFINED 14 40578 36366

PROGRESS ENERGY INC COM 743263105 29327 699084 SH DEFINED 14 268117
430967
PROGRESS SOFTWARE CORP COM 743312100 1 23 SH DEFINED 13 23
0
PROGRESS SOFTWARE CORP COM 743312100 2810 107177 SH DEFINED 14 47304
59873
PROGRESSIVE CORP OHIO COM 743315103 34664 377769 SH DEFINED 14 133112
244657
PROLOGIS SH BEN INT 743410102 2838 76500 SH DEFINED 03 0
76500
PROLOGIS SH BEN INT 743410102 13049 351714 SH DEFINED 14 125724
225990
PROTECTIVE LIFE CORP COM 743674103 1591 40481 SH DEFINED 14 39581
900
PROTEIN DESIGN LABS INC COM 74369L103 687 42953 SH DEFINED 14 42953
0
PROVIDENT BANCORP INC DEL COM 74383A109 9 736 SH DEFINED 13 736
0
PROVIDENT BANCORP INC DEL COM 74383A109 129 10552 SH DEFINED 14 10552
0
PROVIDENT BANKSHARES CORP COM 743859100 13 403 SH DEFINED 13 403
0
PROVIDENT BANKSHARES CORP COM 743859100 3080 93442 SH DEFINED 14 37452
55990
PROVIDENT FINL SVCS INC COM 74386T105 262 15331 SH DEFINED 14 15331
0
PROVINCE HEALTHCARE CO COM 743977100 2424 100633 SH DEFINED 14 31878
68755
PROVIDIAN FINL CORP COM 74406A102 19594 1141843 SH DEFINED 14 421762
720081
PRUDENTIAL FINL INC COM 744320102 51629 899462 SH DEFINED 14 450642 448820

PUBLIC SVC ENTERPRISE GROUP COM 744573106 32962 606029 SH DEFINED 14 319902
286127
PUBLIC STORAGE INC COM 74460D109 1014 17800 SH DEFINED 03 0
17800
PUBLIC STORAGE INC COM 74460D109 453 7950 SH DEFINED 14 7900
50
PUGET ENERGY INC NEW COM 745310102 2380 107995 SH DEFINED 14 96895
11100
PULTE HOMES INC COM 745867101 26764 363494 SH DEFINED 14 212960
150534
QLOGIC CORP COM 747277101 3 80 SH DEFINED 13 80
0
QLOGIC CORP COM 747277101 7529 185892 SH DEFINED 14 66624
119268
QAD INC COM 74727D108 83 10000 SH DEFINED 14 10000
0
QUAKER CHEM CORP COM 747316107 458 22280 SH DEFINED 14 8930
13350
QUALCOMM INC COM 747525103 183 5000 SH DEFINED 13 0
5000
QUALCOMM INC COM 747525103 127795 3488806 SH DEFINED 14 1232024
2256782
QUANEX CORP COM 747620102 7129 133703 SH DEFINED 14 73181
60522
QUANTA SVCS INC COM 74762E102 338 44356 SH DEFINED 14 44356
0
QUEST DIAGNOSTICS INC COM 74834L100 43825 416863 SH DEFINED 14 109501
307362
QUESTAR CORP COM 748356102 2191 36972 SH DEFINED 14 36972
0
QUICKSILVER RESOURCES INC COM 74837R104 208 4270 SH DEFINED 14 4270
0
QUIKSILVER INC COM 74838C106 5874 202346 SH DEFINED 14 101056
101290
QWEST COMMUNICATIONS INTL IN COM 749121109 12315 3328273 SH DEFINED 14 1202271
2126002
R & G FINANCIAL CORP CL B 749136107 1074 34450 SH DEFINED 14 29950
4500
RAIT INVT TR COM 749227104 346 12900 SH DEFINED 14 12900
0
R H DONNELLEY CORP COM NEW 74955W307 982 16900 SH DEFINED 14 16900
0
RLI CORP COM 749607107 1908 46034 SH DEFINED 14 14046
31988
RPM INTL INC COM 749685103 4058 221971 SH DEFINED 14 139852
82119
RSA SEC INC COM 749719100 8 500 SH DEFINED 13 500
0
RSA SEC INC COM 749719100 468 29555 SH DEFINED 14 29555
0
RTI INTL METALS INC COM 74973W107 964 41208 SH DEFINED 14 11230
29978
RF MICRODEVICES INC COM 749941100 1 100 SH DEFINED 13 100
0
RF MICRODEVICES INC COM 749941100 423 81092 SH DEFINED 14 81092
0
RADIAN GROUP INC COM 750236101 6509 136345 SH DEFINED 14 94957
41388
RADIANT SYSTEMS INC COM 75025N102 441 45009 SH DEFINED 14 12200
32809
RADIO ONE INC CL A 75040P108 164 11200 SH DEFINED 14 11200
0
RADIOSHACK CORP COM 750438103 12476 509244 SH DEFINED 14 313778 195466

RADISYS CORP COM 750459109 570 40249 SH DEFINED 14 12798
27451
RAILAMERICA INC COM 750753105 218 17500 SH DEFINED 14 17500
0
RAMBUS INC DEL COM 750917106 3 200 SH DEFINED 13 200
0
RAMBUS INC DEL COM 750917106 151 10000 SH DEFINED 14 10000
0
RALCORP HLDGS INC NEW COM 751028101 3554 75057 SH DEFINED 14 19381
55676
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 643 23700 SH DEFINED 03 0
23700
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 432 15900 SH DEFINED 14 15900
0
RANDGOLD RES LTD ADR 752344309 379 30680 SH DEFINED 13 100 30580

RARE HOSPITALITY INTL INC COM 753820109 2112 68382 SH DEFINED 14 20923
47459
RAYMOND JAMES FINANCIAL INC COM 754730109 1620 53454 SH DEFINED 14 50654
2800
RAYONIER INC COM 754907103 1107 22349 SH DEFINED 14 22349
0
RAYOVAC CORP COM 755081106 4672 112314 SH DEFINED 14 53230
59084
RAYTHEON CO COM NEW 755111507 60786 1570706 SH DEFINED 14 671422
899284
READERS DIGEST ASSN INC COM 755267101 1068 61692 SH DEFINED 14 59592
2100
REALNETWORKS INC COM 75605L104 85 14700 SH DEFINED 14 14700
0
RECKSON ASSOCS RLTY CORP COM 75621K106 221 7200 SH DEFINED 14 7200
0
RED HAT INC COM 756577102 3 230 SH DEFINED 13 0
230
RED HAT INC COM 756577102 183 16800 SH DEFINED 14 16800
0
RED ROBIN GOURMET BURGERS IN COM 75689M101 596 11700 SH DEFINED 14 11700
0
REDBACK NETWORKS INC COM NEW 757209507 66 10988 SH DEFINED 14 10988
0
REEBOK INTL LTD COM 758110100 26960 608578 SH DEFINED 14 332235
276343
REGAL BELOIT CORP COM 758750103 2140 74336 SH DEFINED 14 28004
46332
REGENCY CTRS CORP COM 758849103 867 18200 SH DEFINED 03 0
18200
REGENCY CTRS CORP COM 758849103 295 6200 SH DEFINED 14 6200
0
REGENT COMMUNICATIONS INC DE COM 758865109 65 12100 SH DEFINED 14 12100
0
REGENERON PHARMACEUTICALS COM 75886F107 1 134 SH DEFINED 13 134
0
REGENERON PHARMACEUTICALS COM 75886F107 583 114073 SH DEFINED 14 48118
65955
REGIS CORP MINN COM 758932107 823 20101 SH DEFINED 14 20101
0
REHABCARE GROUP INC COM 759148109 904 31484 SH DEFINED 14 8782
22702
REGIONS FINANCIAL CORP NEW COM 7591EP100 37909 1170026 SH DEFINED 14 606895
563131
RELIANCE STEEL & ALUMINUM CO COM 759509102 12529 313135 SH DEFINED 14 138796
174339
RELIANT ENERGY INC COM 75952B105 298 26219 SH DEFINED 14 26064 155

REMINGTON OIL & GAS CORP COM 759594302 1605 50910 SH DEFINED 14 16426
34484
RENAL CARE GROUP INC COM 759930100 1941 51155 SH DEFINED 14 48321
2834
RENT A CTR INC NEW COM 76009N100 3 100 SH DEFINED 13 100
0
RENT A CTR INC NEW COM 76009N100 3571 130750 SH DEFINED 14 88646
42104
REPUBLIC BANCORP INC COM 760282103 1 75 SH DEFINED 13 75
0
REPUBLIC BANCORP INC COM 760282103 2861 211299 SH DEFINED 14 92950
118349
REPUBLIC SVCS INC COM 760759100 2930 87519 SH DEFINED 14 82833
4686
RESMED INC COM 761152107 3908 69285 SH DEFINED 14 21924 47361

RESOURCES CONNECTION INC COM 76122Q105 5821 278100 SH DEFINED 14 163300
114800
RESPIRONICS INC COM 761230101 6098 104647 SH DEFINED 14 21956
82691
RETEK INC CALL 76128Q109 19 15000 SH CALL DEFINED 13 150
0
RETEK INC COM 76128Q109 301 26870 SH DEFINED 14 26870
0
REVLON INC CL A 761525500 93 32200 SH DEFINED 14 32200
0
REWARDS NETWORK INC COM 761557107 192 46128 SH DEFINED 14 17799
28329
REYNOLDS & REYNOLDS CO CL A 761695105 2045 75573 SH DEFINED 14 71473
4100
REYNOLDS AMERICAN INC COM 761713106 32284 400592 SH DEFINED 14 134212 266380

RIGGS NATL CORP WASH DC COM 766570105 1 50 SH DEFINED 13 50
0
RIGGS NATL CORP WASH DC COM 766570105 1011 52968 SH DEFINED 14 16681
36287
RITE AID CORP COM 767754104 202 50970 SH DEFINED 14 50970
0
ROBBINS & MYERS INC COM 770196103 614 27880 SH DEFINED 14 10015
17865
ROBERT HALF INTL INC COM 770323103 12165 451226 SH DEFINED 14 136274
314952
ROCK-TENN CO CL A 772739207 1250 93960 SH DEFINED 14 38164
55796
ROCKWELL AUTOMATION INC COM 773903109 19393 342385 SH DEFINED 14 122653
219732
ROCKWELL COLLINS INC COM 774341101 19234 404170 SH DEFINED 14 188234 215936

ROGERS CORP COM 775133101 1340 33503 SH DEFINED 14 10336
23167
ROHM & HAAS CO COM 775371107 25106 523033 SH DEFINED 14 264415
258618
ROLLINS INC COM 775711104 776 41714 SH DEFINED 14 41264
450
ROPER INDS INC NEW COM 776696106 6093 93027 SH DEFINED 14 25627
67400
ROSS STORES INC COM 778296103 1901 65249 SH DEFINED 14 65199
50
ROWAN COS INC COM 779382100 11254 375999 SH DEFINED 14 231831
144168
RUBY TUESDAY INC COM 781182100 1679 69106 SH DEFINED 14 58761
10345
RUDDICK CORP COM 781258108 908 39211 SH DEFINED 14 38643 568

RUDOLPH TECHNOLOGIES INC COM 781270103 3 183 SH DEFINED 13 183
0
RUDOLPH TECHNOLOGIES INC COM 781270103 484 32143 SH DEFINED 14 11295
20848
RUSS BERRIE & CO COM 782233100 613 32014 SH DEFINED 14 8730
23284
RUSSELL CORP COM 782352108 1732 95806 SH DEFINED 14 35733
60073
RYANS RESTAURANT GROUP INC COM 783520109 2034 140009 SH DEFINED 14 62753
77256
RYDER SYS INC COM 783549108 15821 379396 SH DEFINED 14 237110
142286
RYERSON TULL INC NEW COM 78375P107 1125 88821 SH DEFINED 14 54246
34575
RYLAND GROUP INC COM 783764103 1676 27024 SH DEFINED 14 25524 1500

S & T BANCORP INC COM 783859101 8 230 SH DEFINED 13 230
0
S & T BANCORP INC COM 783859101 212 6000 SH DEFINED 14 6000
0
SBC COMMUNICATIONS INC COM 78387G103 197420 8333461 SH DEFINED 14 3715189
4618272
SBS TECHNOLOGIES INC COM 78387P103 329 29488 SH DEFINED 14 8043
21445
SCP POOL CORP COM 784028102 7111 223190 SH DEFINED 14 93976
129214
SCPIE HLDGS INC COM 78402P104 213 19320 SH DEFINED 14 5652
13668
SEI INVESTMENTS CO COM 784117103 1 40 SH DEFINED 13 40
0
SEI INVESTMENTS CO COM 784117103 2955 81733 SH DEFINED 14 78333 3400

SFBC INTL INC COM 784121105 4611 130848 SH DEFINED 14 46700
84148
SI INTL INC COM 78427V102 577 20874 SH DEFINED 03 20874
0
SI INTL INC COM 78427V102 160 5800 SH DEFINED 14 5800
0
SL GREEN RLTY CORP COM 78440X101 663 11800 SH DEFINED 03 0
11800
SL GREEN RLTY CORP COM 78440X101 186 3300 SH DEFINED 14 3300
0
SLM CORP COM 78442P106 67879 1361943 SH DEFINED 14 467870
894073
SPDR TR UNIT SER 1 78462F103 214 1810 SH DEFINED 13 0
1810
SPDR TR UNIT SER 1 78462F103 9605 81430 SH DEFINED 14 18520 62910

SPSS INC COM 78462K102 594 34148 SH DEFINED 14 11289
22859
SPX CORP CALL 784635104 20 40800 SH CALL DEFINED 13 408
0
SPX CORP COM 784635104 1937 44762 SH DEFINED 14 42822
1940
S1 CORPORATION COM 78463B101 163 23500 SH DEFINED 14 23500
0
SWS GROUP INC COM 78503N107 806 50306 SH DEFINED 14 19001
31305
SABRE HLDGS CORP CL A 785905100 32593 1489604 SH DEFINED 14 573020
916584
SAFECO CORP COM 786429100 16958 348133 SH DEFINED 14 132244
215889
SAFEGUARD SCIENTIFICS INC COM 786449108 14 10200 SH DEFINED 14 10200
0
SAFEWAY INC COM NEW 786514208 36033 1944564 SH DEFINED 14 756548
1188016
SAGA COMMUNICATIONS CL A 786598102 165 10275 SH DEFINED 14 10275
0
ST JOE CO COM 790148100 1036 15400 SH DEFINED 03 0
15400
ST JOE CO COM 790148100 67 1000 SH DEFINED 13 1000
0
ST JOE CO COM 790148100 424 6300 SH DEFINED 14 6300
0
ST JUDE MED INC COM 790849103 30021 833913 SH DEFINED 14 276862
557051
ST MARY LD & EXPL CO COM 792228108 2902 57985 SH DEFINED 14 18196
39789
ST PAUL TRAVELERS INC COM 792860108 54035 1471133 SH DEFINED 14 648177 822956

SAKS INC COM 79377W108 1172 64954 SH DEFINED 14 61254
3700
SANDERSON FARMS INC COM 800013104 4757 110101 SH DEFINED 14 45120
64981
SANDISK CORP COM 80004C101 2591 93185 SH DEFINED 14 91021
2164
SANMINA SCI CORP COM 800907107 5797 1110499 SH DEFINED 14 360568
749931
SAPIENT CORP COM 803062108 82 11200 SH DEFINED 14 11200
0
SARA LEE CORP COM 803111103 48175 2173976 SH DEFINED 14 997629
1176347
SATYAM COMPUTER SERVICES LTD ADR 804098101 1023 43800 SH DEFINED 14 13000
30800
SAUL CTRS INC COM 804395101 246 7700 SH DEFINED 14 7700
0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 334 124081 SH DEFINED 14 40555
83526
SAVVIS COMMUNICATIONS CORP COM 805423100 8 13200 SH DEFINED 14 13200
0
SCANA CORP NEW COM 80589M102 3645 95366 SH DEFINED 14 89246
6120
SCANSOURCE INC COM 806037107 2654 51212 SH DEFINED 14 26127
25085
SCHEIN HENRY INC COM 806407102 1774 49510 SH DEFINED 14 47610
1900
SCHERING PLOUGH CORP COM 806605101 704 38765 SH DEFINED 13 0
38765
SCHERING PLOUGH CORP COM 806605101 58463 3221103 SH DEFINED 14 1421027
1800076
SCHLUMBERGER LTD COM 806857108 164998 2341063 SH DEFINED 14 771737 1569326

SCHNITZER STL INDS CALL 806882106 4 4000 SH CALL DEFINED 13 40
0
SCHNITZER STL INDS CL A 806882106 1327 39350 SH DEFINED 14 39350
0
SCHOLASTIC CORP COM 807066105 2942 79741 SH DEFINED 14 58447
21294
SCHOOL SPECIALTY INC COM 807863105 1759 44908 SH DEFINED 14 13359
31549
SCHULMAN A INC COM 808194104 41 2353 SH DEFINED 13 2353
0
SCHULMAN A INC COM 808194104 1332 76445 SH DEFINED 14 29590
46855
SCHWAB CHARLES CORP NEW COM 808513105 24881 2367353 SH DEFINED 14 869831
1497522
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1036 30894 SH DEFINED 14 9999 20895

SCIENTIFIC ATLANTA INC COM 808655104 27449 972683 SH DEFINED 14 266971
705712
SCOTTS CO CL A 810186106 895 12747 SH DEFINED 14 12747
0
SCRIPPS E W CO OHIO CL A 811054204 15 300 SH DEFINED 13 0
300
SCRIPPS E W CO OHIO CL A 811054204 366 7508 SH DEFINED 14 7508
0
SEABOARD CORP COM 811543107 236 220 SH DEFINED 14 220
0
SEACOR HOLDINGS INC COM 811904101 4173 65456 SH DEFINED 14 31947
33509
SEALED AIR CORP NEW COM 81211K100 8411 161932 SH DEFINED 14 57874
104058
SEEBEYOND TECHNOLOGIES CORP COM 815704101 1 367 SH DEFINED 13 367
0
SEEBEYOND TECHNOLOGIES CORP COM 815704101 70 22000 SH DEFINED 14 22000
0
SELECT COMFORT CORP COM 81616X103 10001 489295 SH DEFINED 14 201353
287942
SELECTIVE INS GROUP INC COM 816300107 3453 74688 SH DEFINED 14 29753
44935
SEMTECH CORP COM 816850101 928 51929 SH DEFINED 14 43129
8800
SEMPRA ENERGY COM 816851109 50406 1265212 SH DEFINED 14 531738
733474
SENIOR HSG PPTYS TR SH BEN INT 81721M109 519 31100 SH DEFINED 03 0
31100
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1002 60093 SH DEFINED 14 60093
0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2041 94687 SH DEFINED 14 84528 10159

SEPRACOR INC COM 817315104 9 164 SH DEFINED 13 164
0
SEPRACOR INC COM 817315104 2646 46090 SH DEFINED 14 46090
0
SEQUA CORPORATION CL A 817320104 245 4721 SH DEFINED 14 4721
0
SERENA SOFTWARE INC COM 817492101 10 428 SH DEFINED 13 0
428
SERENA SOFTWARE INC COM 817492101 2369 99690 SH DEFINED 14 51363
48327
SERVICE CORP INTL COM 817565104 309 41250 SH DEFINED 14 32450
8800
SERVICEMASTER CO COM 81760N109 362 26833 SH DEFINED 14 26533
300
SHAW GROUP INC COM 820280105 2768 126964 SH DEFINED 14 38374 88590

SHERWIN WILLIAMS CO COM 824348106 21553 489957 SH DEFINED 14 298643
191314
SHOPKO STORES INC COM 824911101 2490 112039 SH DEFINED 14 49298
62741
SHUFFLE MASTER INC COM 825549108 2052 70840 SH DEFINED 14 21761
49079
SHURGARD STORAGE CTRS INC COM 82567D104 3803 92794 SH DEFINED 14 28507
64287
SIEBEL SYS INC COM 826170102 3 285 SH DEFINED 13 100
185
SIEBEL SYS INC COM 826170102 8798 963670 SH DEFINED 14 347081
616589
SIERRA HEALTH SVCS INC COM 826322109 10302 161376 SH DEFINED 14 76192
85184
SIERRA PAC RES NEW COM 826428104 2233 207710 SH DEFINED 14 196310 11400

SIGMA ALDRICH CORP COM 826552101 1 20 SH DEFINED 13 20
0
SIGMA ALDRICH CORP COM 826552101 8130 132728 SH DEFINED 14 47400
85328
SIGMATEL INC COM 82661W107 100 2675 SH DEFINED 13 2675
0
SIGMATEL INC COM 82661W107 21140 564800 SH DEFINED 14 217800
347000
SILICON LABORATORIES INC COM 826919102 1580 53182 SH DEFINED 14 44282
8900
SILGAN HOLDINGS INC COM 827048109 643 9900 SH DEFINED 14 9900
0
SILICON GRAPHICS INC COM 827056102 32 26900 SH DEFINED 14 26900
0
SILICON VY BANCSHARES COM 827064106 2073 47049 SH DEFINED 14 46449 600

SILICONIX INC COM NEW 827079203 243 6900 SH DEFINED 14 6900
0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 283 11400 SH DEFINED 14 11400
0
SIMON PPTY GROUP INC NEW COM 828806109 3429 56600 SH DEFINED 03 0
56600
SIMON PPTY GROUP INC NEW COM 828806109 28823 475787 SH DEFINED 14 155075
320712
SIMPSON MANUFACTURING CO INC COM 829073105 2687 86961 SH DEFINED 14 26030
60931
SIRIUS SATELLITE RADIO INC COM 82966U103 626 111300 SH DEFINED 14 111300
0
SITEL CORP COM 82980K107 30 15500 SH DEFINED 14 15500
0
SIX FLAGS INC COM 83001P109 178 43100 SH DEFINED 14 43100
0
SKY FINL GROUP INC COM 83080P103 238 8859 SH DEFINED 14 8859
0
SKYLINE CORP COM 830830105 749 19465 SH DEFINED 14 8922
10543
SKYWEST INC COM 830879102 5551 298587 SH DEFINED 14 121132
177455
SKYWORKS SOLUTIONS INC COM 83088M102 4435 698470 SH DEFINED 14 402910
295560
SMART & FINAL INC COM 831683107 1099 90414 SH DEFINED 14 36200
54214
SMITH & WOLLENSKY RESTAURANT COM 831758107 498 93239 SH DEFINED 03 93239
0
SMITH A O COM 831865209 2650 91790 SH DEFINED 14 38957
52833
SMITH INTL INC COM 832110100 4062 64757 SH DEFINED 14 59957 4800

SMITHFIELD FOODS INC COM 832248108 13631 432037 SH DEFINED 14 232224
199813
SMUCKER J M CO COM NEW 832696405 1356 26949 SH DEFINED 14 26941
8
SMURFIT-STONE CONTAINER CORP COM 832727101 8 494 SH DEFINED 13 0
494
SMURFIT-STONE CONTAINER CORP COM 832727101 342 22086 SH DEFINED 14 21886
200
SNAP ON INC COM 833034101 10071 316806 SH DEFINED 14 247586
69220
SOLECTRON CORP COM 834182107 6487 1869409 SH DEFINED 14 661690
1207719
SOMERA COMMUNICATION COM 834458101 19 11800 SH DEFINED 14 11800
0
SONIC CORP COM 835451105 5 163 SH DEFINED 13 163
0
SONIC CORP COM 835451105 4000 119775 SH DEFINED 14 36590
83185
SONIC AUTOMOTIVE INC CL A 83545G102 1767 77800 SH DEFINED 14 25700
52100
SONIC SOLUTIONS COM 835460106 643 42697 SH DEFINED 14 11578
31119
SONOCO PRODS CO COM 835495102 2190 75921 SH DEFINED 14 73121
2800
SONY CORP ADR NEW 835699307 360 9000 SH DEFINED 13 9000
0
SONY CORP CALL 835699307 48 10000 SH CALL DEFINED 13 100
0
SONY CORP PUT 835699307 18 10000 SH PUT DEFINED 13 100
0
SOTHEBYS HLDGS INC CL A 835898107 360 21221 SH DEFINED 14 21221
0
SONUS NETWORKS INC COM 835916107 0 60 SH DEFINED 13 60
0
SONUS NETWORKS INC COM 835916107 91 21500 SH DEFINED 14 21500
0
SOURCE INTERLINK COS INC COM NEW 836151209 396 35200 SH DEFINED 14 32000
3200
SOURCECORP COM 836167106 1242 61669 SH DEFINED 14 23588
38081
SOUTH FINL GROUP INC COM 837841105 59 1935 SH DEFINED 13 0
1935
SOUTH FINL GROUP INC COM 837841105 4535 148501 SH DEFINED 14 42191
106310
SOUTHERN CO COM 842587107 56873 1786768 SH DEFINED 14 811275
975493
SOUTHERN PERU COPPER CORP COM 843611104 1026 18496 SH DEFINED 14 7196 11300

SOUTHERN UN CO NEW COM 844030106 6175 245906 SH DEFINED 14 96570
149336
SOUTHWEST AIRLS CO COM 844741108 58 4100 SH DEFINED 13 4100
0
SOUTHWEST AIRLS CO COM 844741108 20735 1456126 SH DEFINED 14 525969
930157
SOUTHWEST BANCORPORATION TEX COM 84476R109 375 20427 SH DEFINED 13 20427
0
SOUTHWEST BANCORPORATION TEX COM 84476R109 2604 141910 SH DEFINED 14 45087
96823
SOUTHWEST GAS CORP COM 844895102 2785 115264 SH DEFINED 14 50138
65126
SOUTHWESTERN ENERGY CO COM 845467109 4133 72811 SH DEFINED 14 22351
50460
SOVEREIGN BANCORP INC COM 845905108 15626 705124 SH DEFINED 14 252433 452691

SOVRAN SELF STORAGE INC COM 84610H108 317 8000 SH DEFINED 03 0
8000
SOVRAN SELF STORAGE INC COM 84610H108 1245 31413 SH DEFINED 14 9605
21808
SPANISH BROADCASTING SYS INC CL A 846425882 36 3481 SH DEFINED 13 3481
0
SPANISH BROADCASTING SYS INC CL A 846425882 236 23000 SH DEFINED 14 23000
0
SPARTECH CORP COM NEW 847220209 324 16300 SH DEFINED 14 16300
0
SPECTRALINK CORP COM 847580107 881 62400 SH DEFINED 14 47700
14700
SPECTRASITE INC COM 84761M104 412 7100 SH DEFINED 14 5600
1500
SPHERION CORP COM 848420105 1076 143625 SH DEFINED 14 59339 84286

SPINNAKER EXPL CO COM 84855W109 2176 61231 SH DEFINED 14 19011
42220
SPRINT CORP COM FON 852061100 70748 3109798 SH DEFINED 14 1300134
1809664
SS&C TECHNOLOGIES INC COM 85227Q100 377 16550 SH DEFINED 14 16550
0
STAGE STORES INC COM NEW 85254C305 1376 35848 SH DEFINED 14 10800
25048
STAMPS COM INC COM NEW 852857200 649 39100 SH DEFINED 14 39100
0
STANCORP FINL GROUP INC COM 852891100 1097 12941 SH DEFINED 14 12941
0
STANDARD MICROSYSTEMS CORP COM 853626109 654 37672 SH DEFINED 14 11941
25731
STANDARD MTR PRODS INC COM 853666105 534 45631 SH DEFINED 14 23339 22292

STANDARD PAC CORP NEW COM 85375C101 11658 161496 SH DEFINED 14 26335
135161
STANDARD REGISTER CO COM 853887107 729 57883 SH DEFINED 14 21619
36264
STANDEX INTL CORP COM 854231107 818 29954 SH DEFINED 14 13869
16085
STANLEY WKS COM 854616109 14883 328757 SH DEFINED 14 232788
95969
STAPLES INC COM 855030102 31145 990924 SH DEFINED 14 337875
653049
STARBUCKS CORP COM 855244109 0 1 SH DEFINED 13 1
0
STARBUCKS CORP COM 855244109 51970 1005996 SH DEFINED 14 374452
631544
STARTEK INC COM 85569C107 423 25159 SH DEFINED 14 7616 17543

STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1315 21900 SH DEFINED 03 0
21900
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 23274 387708 SH DEFINED 14 140560
247148
STATE STR CORP COM 857477103 27788 635592 SH DEFINED 14 229263
406329
STATION CASINOS INC COM 857689103 16 240 SH DEFINED 13 0
240
STATION CASINOS INC COM 857689103 290 4300 SH DEFINED 14 4300
0
STEAK N SHAKE CO COM 857873103 1095 56580 SH DEFINED 14 18433
38147
STEEL DYNAMICS INC COM 858119100 8645 250947 SH DEFINED 14 154109
96838
STEEL TECHNOLOGIES INC COM 858147101 566 23614 SH DEFINED 14 6865 16749

STEIN MART INC COM 858375108 1533 68128 SH DEFINED 14 21140
46988
STERLING BANCSHARES INC COM 858907108 1331 93730 SH DEFINED 14 31416
62314
STERICYCLE INC COM 858912108 2 42 SH DEFINED 13 42
0
STERICYCLE INC COM 858912108 892 20191 SH DEFINED 14 20191
0
STERIS CORP COM 859152100 843 33371 SH DEFINED 14 33371
0
STERLING BANCORP COM 859158107 259 10662 SH DEFINED 13 0
10662
STERLING BANCORP COM 859158107 196 8084 SH DEFINED 14 8084
0
STERLING FINL CORP WASH COM 859319105 1642 45997 SH DEFINED 14 14503 31494

STEWART & STEVENSON SVCS INC COM 860342104 11 500 SH DEFINED 13 0
500
STEWART & STEVENSON SVCS INC COM 860342104 1441 62971 SH DEFINED 14 17705
45266
STEWART ENTERPRISES INC CL A 860370105 222 36100 SH DEFINED 14 36100
0
STEWART INFORMATION SVCS COR COM 860372101 2160 57578 SH DEFINED 14 21077
36501
STONE ENERGY CORP COM 861642106 5373 110625 SH DEFINED 14 59417
51208
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 7240 235060 SH DEFINED 14 133625
101435
STRATEX NETWORKS INC COM 86279T109 1 453 SH DEFINED 13 453
0
STRATEX NETWORKS INC COM 86279T109 35 18900 SH DEFINED 14 18900
0
STRAYER ED INC COM 863236105 2164 19100 SH DEFINED 14 14000
5100
STRIDE RITE CORP COM 863314100 1179 88623 SH DEFINED 14 38739
49884
STRYKER CORP COM 863667101 33002 739782 SH DEFINED 14 261439
478343
STURM RUGER & CO INC COM 864159108 421 60791 SH DEFINED 14 27375
33416
SUFFOLK BANCORP COM 864739107 225 6800 SH DEFINED 14 6800
0
SUN COMMUNITIES INC COM 866674104 258 7200 SH DEFINED 03 0
7200
SUN COMMUNITIES INC COM 866674104 200 5594 SH DEFINED 14 5594
0
SUN MICROSYSTEMS INC COM 866810104 2 542 SH DEFINED 13 542
0
SUN MICROSYSTEMS INC COM 866810104 26026 6442003 SH DEFINED 14 2311670
4130333
SUNGARD DATA SYS INC COM 867363103 224 6500 SH DEFINED 13 6500
0
SUNGARD DATA SYS INC COM 867363103 19066 552651 SH DEFINED 14 197322
355329
SUNOCO INC COM 86764P109 13818 133479 SH DEFINED 14 48239
85240
SUNRISE SENIOR LIVING INC COM 86768K106 2159 44428 SH DEFINED 14 11894
32534
SUNSTONE HOTEL INVS INC NEW COM 867892101 435 20275 SH DEFINED 14 20275
0
SUNTRUST BKS INC COM 867914103 78049 1082964 SH DEFINED 14 497495
585469
SUPERIOR INDS INTL INC COM 868168105 1291 48873 SH DEFINED 14 15000 33873

SUPERTEX INC COM 868532102 600 32762 SH DEFINED 14 14772
17990
SUPERVALU INC COM 868536103 29058 871314 SH DEFINED 14 488912
382402
SUREWEST COMMUNICATIONS COM 868733106 286 12393 SH DEFINED 14 12393
0
SURMODICS INC COM 868873100 2819 88345 SH DEFINED 14 44351
43994
SUSQUEHANNA BANCSHARES INC P COM 869099101 2 100 SH DEFINED 13 100
0
SUSQUEHANNA BANCSHARES INC P COM 869099101 3095 126960 SH DEFINED 14 58023
68937
SWIFT ENERGY CO COM 870738101 4060 142754 SH DEFINED 14 72381
70373
SWIFT TRANSN CO COM 870756103 16949 765549 SH DEFINED 14 393449 372100

SYBASE INC COM 871130100 2828 153196 SH DEFINED 14 129596
23600
SYBRON DENTAL SPECIALTIES IN COM 871142105 5268 146752 SH DEFINED 14 60521
86231
SYCAMORE NETWORKS INC COM 871206108 1 200 SH DEFINED 13 200
0
SYCAMORE NETWORKS INC COM 871206108 134 37600 SH DEFINED 14 37600
0
SYKES ENTERPRISES INC COM 871237103 88 12800 SH DEFINED 14 12800
0
SYMANTEC CORP COM 871503108 6 260 SH DEFINED 13 100
160
SYMANTEC CORP COM 871503108 28147 1319609 SH DEFINED 14 469873
849736
SYMBION INC DEL COM 871507109 265 12400 SH DEFINED 14 12400
0
SYMBOL TECHNOLOGIES INC COM 871508107 6576 453827 SH DEFINED 14 166333
287494
SYMMETRICOM INC COM 871543104 970 87458 SH DEFINED 14 23761
63697
SYNAPTICS INC COM 87157D109 1 49 SH DEFINED 13 49
0
SYNAPTICS INC COM 87157D109 1207 52029 SH DEFINED 14 15760
36269
SYNOPSYS INC COM 871607107 3134 173133 SH DEFINED 14 148446
24687
SYNOVUS FINL CORP COM 87161C105 16062 576532 SH DEFINED 14 206535
369997
SYSCO CORP COM 871829107 101 2810 SH DEFINED 13 0
2810
SYSCO CORP COM 871829107 43419 1212812 SH DEFINED 14 434427 778385

TBC CORP NEW COM 872183108 1687 60557 SH DEFINED 14 27350
33207
TCF FINL CORP COM 872275102 2570 94645 SH DEFINED 14 90795
3850
TD BANKNORTH INC COM 87235A101 539 17267 SH DEFINED 14 15942
1325
TECO ENERGY INC COM 872375100 5929 378108 SH DEFINED 14 133315
244793
TEPPCO PARTNERS L P UT LTD PARTNER 872384102 256 6100 SH DEFINED 14 6100
0
THQ INC COM NEW 872443403 18 650 SH DEFINED 13 0
650
THQ INC COM NEW 872443403 2638 93733 SH DEFINED 14 28493
65240
TJX COS INC NEW COM 872540109 22232 902626 SH DEFINED 14 325210 577416

TXU CORP COM 873168108 19 237 SH DEFINED 13 0
237
TXU CORP COM 873168108 116190 1459124 SH DEFINED 14 554909
904215
TAIWAN GREATER CHINA FD SH BEN INT 874037104 61 12413 SH DEFINED 13 0
12413
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7336 865109 SH DEFINED 14 120021
745088
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5 136 SH DEFINED 13 136
0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3576 91447 SH DEFINED 14 27774
63673
TALK AMERICA HLDGS INC COM NEW 87426R202 80 12466 SH DEFINED 14 12466
0
TALX CORP COM 874918105 1414 77839 SH DEFINED 14 33746 44093

TARGET CORP COM 87612E106 79 1588 SH DEFINED 13 0
1588
TARGET CORP COM 87612E106 85609 1711491 SH DEFINED 14 607367
1104124
TATA MTRS LTD SPONSORED ADR 876568502 475 49000 SH DEFINED 14 29000
20000
TAUBMAN CTRS INC COM 876664103 921 33209 SH DEFINED 14 33209
0
TECH DATA CORP COM 878237106 4 106 SH DEFINED 13 106
0
TECH DATA CORP COM 878237106 9829 265228 SH DEFINED 14 143032
122196
TECHNE CORP COM 878377100 4621 115000 SH DEFINED 14 73300
41700
TECHNITROL INC COM 878555101 1351 90551 SH DEFINED 14 30059 60492

TECUMSEH PRODS CO CL A 878895200 944 23838 SH DEFINED 14 23838
0
TEKTRONIX INC COM 879131100 4115 167766 SH DEFINED 14 61184
106582
TELEDYNE TECHNOLOGIES INC COM 879360105 2585 82600 SH DEFINED 14 26928
55672
TELEFLEX INC COM 879369106 3546 69291 SH DEFINED 14 26732
42559
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 3343 96800 SH DEFINED 10 0
96800
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 708 20500 SH DEFINED 14 15500
5000
TELEPHONE & DATA SYS INC COM 879433100 2120 25981 SH DEFINED 14 25961
20
TELEWEST GLOBAL INC CALL 87956T107 33 15000 SH CALL DEFINED 13 150
0
TELEWEST GLOBAL INC COM 87956T107 3373 189591 SH DEFINED 03 0
189591
TELEWEST GLOBAL INC COM 87956T107 6 330 SH DEFINED 13 0
330
TELLABS INC COM 879664100 6233 853903 SH DEFINED 14 314721
539182
TEMPLE INLAND INC CALL 879868107 0 20000 SH CALL DEFINED 13 200
0
TEMPLE INLAND INC COM 879868107 11231 154800 SH DEFINED 14 86556
68244
TELETECH HOLDINGS INC COM 879939106 251 19400 SH DEFINED 14 19400
0
TEMPUR PEDIC INTL INC COM 88023U101 1574 84377 SH DEFINED 03 84377
0
TEMPUR PEDIC INTL INC COM 88023U101 774 41500 SH DEFINED 14 41500
0
TENET HEALTHCARE CORP COM 88033G100 14785 1282302 SH DEFINED 14 712996
569306
TENNECO AUTOMOTIVE INC COM 880349105 176 14113 SH DEFINED 14 14113
0
TERADYNE INC COM 880770102 19 1312 SH DEFINED 13 1312
0
TERADYNE INC COM 880770102 5239 358824 SH DEFINED 14 133760
225064
TEREX CORP NEW COM 880779103 1663 38400 SH DEFINED 14 38400
0
TERRA INDS INC COM 880915103 1002 129100 SH DEFINED 14 122700
6400
TERREMARK WORLDWIDE INC COM 881448104 22 33800 SH DEFINED 14 33800
0
TESORO CORP COM 881609101 4281 115633 SH DEFINED 14 113900 1733

TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6 190 SH DEFINED 13 190
0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1126 36320 SH DEFINED 14 36320
0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1299 45676 SH DEFINED 14 14734
30942
TETRA TECH INC NEW COM 88162G103 1441 114211 SH DEFINED 14 36147
78064
TESSERA TECHNOLOGIES INC COM 88164L100 96 2228 SH DEFINED 13 2228
0
TESSERA TECHNOLOGIES INC COM 88164L100 658 15227 SH DEFINED 14 15227
0
TEXAS INDS INC COM 882491103 4266 79367 SH DEFINED 14 38966
40401
TEXAS INSTRS INC COM 882508104 93 3640 SH DEFINED 13 0 3640

TEXAS INSTRS INC COM 882508104 84017 3296065 SH DEFINED 14 1180308
2115757
TEXTRON INC COM 883203101 24893 333594 SH DEFINED 14 167055
166539
THERAGENICS CORP COM 883375107 204 59201 SH DEFINED 14 17850
41351
THERMO ELECTRON CORP COM 883556102 41374 1635996 SH DEFINED 14 509170
1126826
THIRD WAVE TECHNOLOGIES INC COM 88428W108 1 102 SH DEFINED 13 102
0
THIRD WAVE TECHNOLOGIES INC COM 88428W108 110 19100 SH DEFINED 14 17700
1400
THOMAS & BETTS CORP COM 884315102 2260 69965 SH DEFINED 14 68165
1800
THOMAS INDS INC COM 884425109 1244 31380 SH DEFINED 14 10823 20557

THOR INDS INC COM 885160101 3230 107985 SH DEFINED 14 98363
9622
THORATEC CORP COM NEW 885175307 4144 339100 SH DEFINED 14 174200
164900
THORNBURG MTG INC COM 885218107 533 19000 SH DEFINED 14 7700
11300
3COM CORP COM 885535104 870 244376 SH DEFINED 14 233876
10500
3M CO COM 88579Y101 355 4146 SH DEFINED 13 0
4146
3M CO COM 88579Y101 166777 1946281 SH DEFINED 14 651207
1295074
TIBCO SOFTWARE INC COM 88632Q103 16 2082 SH DEFINED 13 0
2082
TIBCO SOFTWARE INC COM 88632Q103 139 18600 SH DEFINED 14 18600
0
TIDEWATER INC COM 886423102 5868 151008 SH DEFINED 14 78547
72461
TIER TECHNOLOGIES INC CL B 88650Q100 0 43 SH DEFINED 13 43
0
TIER TECHNOLOGIES INC CL B 88650Q100 184 24900 SH DEFINED 14 24900
0
TIERONE CORP COM 88650R108 1 53 SH DEFINED 13 53
0
TIERONE CORP COM 88650R108 409 17400 SH DEFINED 14 17400
0
TIFFANY & CO NEW COM 886547108 9127 264384 SH DEFINED 14 97565
166819
TIMBERLAND CO CL A 887100105 8352 117746 SH DEFINED 14 51368
66378
TIME WARNER INC COM 887317105 16 930 SH DEFINED 13 0 930

TIME WARNER INC COM 887317105 265053 15102735 SH DEFINED 14 4976408
10126327
TIME WARNER TELECOM INC CL A 887319101 1 261 SH DEFINED 13 261
0
TIME WARNER TELECOM INC CL A 887319101 40 10100 SH DEFINED 14 10100
0
TIMKEN CO COM 887389104 5471 200116 SH DEFINED 14 56620
143496
TITAN CORP COM 888266103 685 37723 SH DEFINED 14 37723
0
TODCO CL A 88889T107 9434 365100 SH DEFINED 14 157600
207500
TOLL BROTHERS INC COM 889478103 5361 67991 SH DEFINED 14 49991
18000
TOLLGRADE COMMUNICATIONS INC COM 889542106 192 27872 SH DEFINED 14 9051 18821

TOMPKINSTRUSTCO INC COM 890110109 224 5269 SH DEFINED 14 5269
0
TOO INC COM 890333107 2247 91090 SH DEFINED 14 38095
52995
TOOTSIE ROLL INDS INC COM 890516107 519 17307 SH DEFINED 14 17307
0
TORCHMARK CORP COM 891027104 19820 379697 SH DEFINED 14 246390
133307
TORO CO COM 891092108 6628 74896 SH DEFINED 14 37968
36928
TOYS R US INC COM 892335100 14541 564487 SH DEFINED 14 303050
261437
TRACTOR SUPPLY CO COM 892356106 2 36 SH DEFINED 13 36
0
TRACTOR SUPPLY CO COM 892356106 3095 70901 SH DEFINED 14 22148 48753

TRANS WORLD ENTMT CORP COM 89336Q100 218 14800 SH DEFINED 14 14800
0
TRANSACTION SYS ARCHITECTS COM 893416107 3 115 SH DEFINED 13 115
0
TRANSACTION SYS ARCHITECTS COM 893416107 349 15054 SH DEFINED 14 15054
0
TRANSMETA CORP DEL COM 89376R109 0 100 SH DEFINED 13 100
0
TRANSMETA CORP DEL COM 89376R109 12 12700 SH DEFINED 14 12700
0
TRANSPRO INC COM 893885103 65 10065 SH DEFINED 14 10065
0
TRAVELZOO INC COM 89421Q106 15 300 SH DEFINED 13 300
0
TRAVELZOO INC COM 89421Q106 199 4000 SH DEFINED 14 4000
0
TREDEGAR CORP COM 894650100 1343 79675 SH DEFINED 14 31582
48093
TRIAD HOSPITALS INC COM 89579K109 1799 35907 SH DEFINED 14 35907
0
TRIDENT MICROSYSTEMS INC COM 895919108 407 23000 SH DEFINED 14 23000
0
TRIARC COS INC CL B SER 1 895927309 1504 108749 SH DEFINED 14 33081
75668
TRIBUNE CO NEW COM 896047107 30008 752643 SH DEFINED 14 236124
516519
TRIMBLE NAVIGATION LTD COM 896239100 1 27 SH DEFINED 13 27
0
TRIMBLE NAVIGATION LTD COM 896239100 4353 128762 SH DEFINED 14 45709
83053
TRINITY INDS INC COM 896522109 559 19829 SH DEFINED 14 19720 109

TRIQUINT SEMICONDUCTOR INC COM 89674K103 209 61773 SH DEFINED 14 61773
0
TRIUMPH GROUP INC NEW COM 896818101 1174 30148 SH DEFINED 14 8165
21983
TRUSTCO BK CORP N Y COM 898349105 1976 171956 SH DEFINED 14 69218
102738
TRUSTMARK CORP COM 898402102 1143 39400 SH DEFINED 14 39400
0
TRUSTREET PPTYS INC COM 898404108 283 18415 SH DEFINED 14 18415
0
TUPPERWARE CORP COM 899896104 542 26600 SH DEFINED 14 26600
0
TYCO INTL GROUP S A DBCV3.125% 1/ 902118BE7 3165 2000000PRN DEFINED 03 0
0
TYCO INTL LTD NEW COM 902124106 199530 5903245 SH DEFINED 14 2050734 3852511

TYSON FOODS INC CL A 902494103 10918 654570 SH DEFINED 14 301837
352733
UCBH HOLDINGS INC COM 90262T308 55 1378 SH DEFINED 13 1378
0
UCBH HOLDINGS INC COM 90262T308 5142 128863 SH DEFINED 14 43757
85106
UGI CORP NEW COM 902681105 5345 117677 SH DEFINED 14 32740
84937
UICI COM 902737105 2352 96981 SH DEFINED 14 37218
59763
UIL HLDG CORP COM 902748102 1389 27421 SH DEFINED 14 8585
18836
U S B HLDG INC COM 902910108 222 10025 SH DEFINED 14 10025
0
UST INC COM 902911106 22700 439078 SH DEFINED 14 256080 182998

US BANCORP DEL COM NEW 902973304 209676 7275368 SH DEFINED 14 2840637
4434731
URS CORP NEW COM 903236107 2721 94654 SH DEFINED 14 37109
57545
USANA HEALTH SCIENCES INC COM 90328M107 7857 166106 SH DEFINED 14 95606
70500
U S G CORP COM NEW 903293405 1492 45000 SH DEFINED 14 45000
0
U S I HLDGS COM 90333H101 179 15200 SH DEFINED 14 15200
0
USA MOBILITY INC COM 90341G103 1685 51999 SH DEFINED 03 0
51999
UBIQUITEL INC COM 903474302 4019 599800 SH DEFINED 14 292300
307500
ULTICOM INC COM 903844108 262 23500 SH DEFINED 14 23500
0
ULTRA PETROLEUM CORP COM 903914109 332 6534 SH DEFINED 14 6534
0
ULTRATECH INC COM 904034105 658 45056 SH DEFINED 14 12210
32846
UMPQUA HLDGS CORP COM 904214103 14 617 SH DEFINED 13 617
0
UMPQUA HLDGS CORP COM 904214103 2982 127690 SH DEFINED 14 60615
67075
UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 223 6500 SH DEFINED 14 3900
2600
UNIFIRST CORP MASS COM 904708104 235 5900 SH DEFINED 14 5900
0
UNION PAC CORP COM 907818108 44054 632057 SH DEFINED 14 316878
315179
UNIONBANCAL CORP COM 908906100 1117 18233 SH DEFINED 14 5233 13000

UNISOURCE ENERGY CORP COM 909205106 2105 67954 SH DEFINED 14 20612
47342
UNISYS CORP COM 909214108 171 24199 SH DEFINED 03 24199
0
UNISYS CORP COM 909214108 6153 871470 SH DEFINED 14 468686
402784
UNIT CORP COM 909218109 7016 155333 SH DEFINED 14 71329
84004
UNITED AMER INDEMNITY LTD CL A 90933T109 5 259 SH DEFINED 13 259
0
UNITED AMER INDEMNITY LTD CL A 90933T109 185 9800 SH DEFINED 14 2200
7600
UNITED CMNTY FINL CORP OHIO COM 909839102 214 19300 SH DEFINED 14 19300
0
UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 211 8911 SH DEFINED 14 8911
0
UNITED BANKSHARES INC WEST V COM 909907107 3046 91919 SH DEFINED 14 28482
63437
UNITED DEFENSE INDS INC COM 91018B104 377 5138 SH DEFINED 14 5138
0
UNITED DOMINION REALTY TR IN COM 910197102 755 36200 SH DEFINED 03 0
36200
UNITED DOMINION REALTY TR IN COM 910197102 1244 59592 SH DEFINED 14 59592
0
UNITED FIRE & CAS CO COM 910331107 396 11700 SH DEFINED 14 11700
0
UNITED INDL CORP COM 910671106 800 27000 SH DEFINED 14 27000
0
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 131 39000 SH DEFINED 13 0
39000
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1108 328761 SH DEFINED 14 90077 238684

UNITED NAT FOODS INC COM 911163103 2164 75574 SH DEFINED 14 22878
52696
UNITED ONLINE INC COM 911268100 0 32 SH DEFINED 13 32
0
UNITED ONLINE INC COM 911268100 858 81934 SH DEFINED 14 81934
0
UNITED PARCEL SERVICE INC CL B 911312106 364 5000 SH DEFINED 13 5000
0
UNITED PARCEL SERVICE INC CL B 911312106 174360 2397035 SH DEFINED 14 825534
1571501
UNITED PARCEL SERVICE INC PUT 911312106 12 5000 SH PUT DEFINED 13 50
0
UNITED RENTALS INC COM 911363109 131 6500 SH DEFINED 13 6500
0
UNITED RENTALS INC COM 911363109 1979 97936 SH DEFINED 14 91536 6400

UNITED RENTALS INC PUT 911363109 1 5000 SH PUT DEFINED 13 50
0
U STORE IT TR COM 91274F104 327 18800 SH DEFINED 03 0
18800
U STORE IT TR COM 91274F104 56 3200 SH DEFINED 14 3200
0
UNITED STATES STL CORP NEW COM 912909108 55348 1088461 SH DEFINED 14 326547
761914
UNITED STATIONERS INC COM 913004107 2 40 SH DEFINED 13 40
0
UNITED STATIONERS INC COM 913004107 4284 94685 SH DEFINED 14 38839
55846
UNITED SURGICAL PARTNERS INT COM 913016309 5197 113550 SH DEFINED 14 45578
67972
UNITED TECHNOLOGIES CORP COM 913017109 125172 1231285 SH DEFINED 14 472205 759080

UNITED THERAPEUTICS CORP DEL COM 91307C102 16386 358600 SH DEFINED 14 186300
172300
UNITEDGLOBALCOM CL A 913247508 6184 653701 SH DEFINED 03 0
653701
UNITEDGLOBALCOM CL A 913247508 5 554 SH DEFINED 13 554
0
UNITEDGLOBALCOM CL A 913247508 332 35044 SH DEFINED 14 35044
0
UNITEDHEALTH GROUP INC COM 91324P102 14 150 SH DEFINED 13 0
150
UNITEDHEALTH GROUP INC COM 91324P102 118456 1241935 SH DEFINED 14 448327
793608
UNITRIN INC COM 913275103 2802 61727 SH DEFINED 14 51727
10000
UNIVERSAL COMPRESSION HLDGS COM 913431102 5058 133558 SH DEFINED 14 63158 70400

UNIVERSAL CORP VA COM 913456109 511 11167 SH DEFINED 14 11167
0
UNIVERSAL ELECTRS INC COM 913483103 525 31129 SH DEFINED 14 22600
8529
UNIVERSAL FST PRODS INC COM 913543104 2237 57578 SH DEFINED 14 22931
34647
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 316 11200 SH DEFINED 14 11200
0
UNIVERSAL HLTH SVCS INC CL B 913903100 1395 26624 SH DEFINED 14 26613
11
UNIVERSAL TECHNICAL INST INC COM 913915104 431 11700 SH DEFINED 14 11700
0
UNIVISION COMMUNICATIONS INC CL A 914906102 16109 581760 SH DEFINED 14 210504
371256
UNOCAL CORP COM 915289102 308 5000 SH DEFINED 13 5000
0
UNOCAL CORP COM 915289102 40356 654176 SH DEFINED 14 327307
326869
UNOCAL CORP PUT 915289102 4 38700 SH PUT DEFINED 13 387
0
UNOVA INC COM 91529B106 2288 110800 SH DEFINED 13 110800
0
UNOVA INC COM 91529B106 141 6840 SH DEFINED 14 6840
0
UNUMPROVIDENT CORP COM 91529Y106 29329 1723197 SH DEFINED 14 702935
1020262
URBAN OUTFITTERS INC COM 917047102 3993 83247 SH DEFINED 14 68347
14900
URSTADT BIDDLE PPTYS INS CL A 917286205 218 14300 SH DEFINED 14 14300
0
USF CORP COM 91729Q101 2685 55641 SH DEFINED 14 16970 38671

UTSTARCOM INC COM 918076100 4 400 SH DEFINED 13 400
0
UTSTARCOM INC COM 918076100 507 46289 SH DEFINED 14 46289
0
VCA ANTECH INC COM 918194101 697 34456 SH DEFINED 14 34456
0
V F CORP COM 918204108 31918 539705 SH DEFINED 14 299193
240512
VALASSIS COMMUNICATIONS INC COM 918866104 2040 58348 SH DEFINED 14 57248
1100
VALHI INC NEW COM 918905100 288 14650 SH DEFINED 14 14650
0
VALEANT PHARMACEUTICALS INTL COM 91911X104 1171 52015 SH DEFINED 14 50515
1500
VALERO ENERGY CORP NEW COM 91913Y100 36088 492532 SH DEFINED 14 175631 316901

VALLEY NATL BANCORP COM 919794107 225 8713 SH DEFINED 14 8713
0
VALMONT INDS INC COM 920253101 971 43496 SH DEFINED 14 14339
29157
VALSPAR CORP COM 920355104 1082 23256 SH DEFINED 14 23256
0
VARIAN INC COM 922206107 77 2026 SH DEFINED 13 2026
0
VARIAN INC COM 922206107 576 15204 SH DEFINED 14 15204
0
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2755 72489 SH DEFINED 14 21922
50567
VARIAN MED SYS INC COM 92220P105 20950 611141 SH DEFINED 14 277114
334027
VECTREN CORP COM 92240G101 1158 43458 SH DEFINED 14 42558 900

VEECO INSTRS INC DEL COM 922417100 834 55426 SH DEFINED 14 16829
38597
VENTAS INC COM 92276F100 819 32800 SH DEFINED 03 0
32800
VENTAS INC COM 92276F100 237 9479 SH DEFINED 14 9479
0
VENTANA MED SYS INC COM 92276H106 7552 201600 SH DEFINED 14 110600
91000
VERITAS SOFTWARE CO COM 923436109 3 125 SH DEFINED 13 0
125
VERITAS SOFTWARE CO COM 923436109 18725 806429 SH DEFINED 14 290224
516205
VERITY INC COM 92343C106 1260 133303 SH DEFINED 14 61722
71581
VERISIGN INC COM 92343E102 660 23007 SH DEFINED 14 22807 200

VERITAS DGC INC COM 92343P107 1990 66437 SH DEFINED 14 20287
46150
VERIZON COMMUNICATIONS COM 92343V104 327546 9226644 SH DEFINED 14 3745628
5481016
VERTEX PHARMACEUTICALS INC COM 92532F100 0 33 SH DEFINED 13 33
0
VERTEX PHARMACEUTICALS INC COM 92532F100 322 34432 SH DEFINED 14 34432
0
VERTRUE INC COM 92534N101 1378 38874 SH DEFINED 14 16605
22269
VIACOM INC CL B 925524308 151029 4336165 SH DEFINED 14 1454959
2881206
VIAD CORP COM NEW 92552R406 1183 43968 SH DEFINED 14 13385
30583
VIASAT INC COM 92552V100 1 76 SH DEFINED 13 76
0
VIASAT INC COM 92552V100 917 49075 SH DEFINED 14 15729
33346
VIASYS HEALTHCARE INC COM NEW 92553Q209 1635 85677 SH DEFINED 14 41764
43913
VICOR CORP COM 925815102 663 63485 SH DEFINED 14 21101
42384
VIGNETTE CORP COM 926734104 28 21744 SH DEFINED 14 21744
0
VINTAGE PETE INC COM 927460105 4363 138685 SH DEFINED 14 42016
96669
VISHAY INTERTECHNOLOGY INC COM 928298108 923 74276 SH DEFINED 14 74276
0
VISTEON CORP COM 92839U107 1447 253394 SH DEFINED 14 92422
160972
VISTACARE INC CL A 92839Y109 327 16100 SH DEFINED 14 16100
0
VISX INC DEL COM 92844S105 519 22152 SH DEFINED 14 22102
50
VITAL SIGNS INC COM 928469105 1229 30817 SH DEFINED 14 12291
18526
VITESSE SEMICONDUCTOR CORP COM 928497106 45 17075 SH DEFINED 14 17075
0
VIVUS INC COM 928551100 35 11700 SH DEFINED 14 11700
0
VOLT INFORMATION SCIENCES IN COM 928703107 711 29433 SH DEFINED 14 10677
18756
VORNADO RLTY TR SH BEN INT 929042109 2889 41700 SH DEFINED 03 0
41700
VORNADO RLTY TR SH BEN INT 929042109 787 11360 SH DEFINED 14 11300
60
VULCAN MATLS CO COM 929160109 10959 192842 SH DEFINED 14 69231 123611

WD-40 CO COM 929236107 1451 44664 SH DEFINED 14 14481
30183
WGL HLDGS INC COM 92924F106 1036 33457 SH DEFINED 14 33457
0
W HLDG CO INC COM 929251106 125 12438 SH DEFINED 14 12438
0
W-H ENERGY SVCS INC COM 92925E108 2665 111386 SH DEFINED 14 51302
60084
WJ COMMUNICATIONS INC COM 929284107 41 17300 SH DEFINED 14 17300
0
WMS INDS INC COM 929297109 1470 52203 SH DEFINED 14 16057
36146
WPS RESOURCES CORP COM 92931B106 4017 75914 SH DEFINED 14 41354
34560
WABASH NATL CORP COM 929566107 3732 152961 SH DEFINED 14 77988 74973

WACHOVIA CORP 2ND NEW COM 929903102 240032 4714835 SH DEFINED 14 2058834
2656001
WADDELL & REED FINL INC CL A 930059100 732 37098 SH DEFINED 14 37098
0
WAL MART STORES INC COM 931142103 208 4150 SH DEFINED 13 0
4150
WAL MART STORES INC COM 931142103 515066 10278707 SH DEFINED 14 3536417
6742290
WALGREEN CO COM 931422109 22 500 SH DEFINED 13 0
500
WALGREEN CO COM 931422109 86667 1951083 SH DEFINED 14 698936
1252147
WALTER INDS INC COM 93317Q105 195 4594 SH DEFINED 03 0
4594
WALTER INDS INC COM 93317Q105 7893 185491 SH DEFINED 14 107891 77600

WASHINGTON FED INC COM 938824109 1012 43334 SH DEFINED 14 41133
2201
WASHINGTON MUT INC CALL 939322103 10 10000 SH CALL DEFINED 13 100
0
WASHINGTON MUT INC COM 939322103 87974 2227192 SH DEFINED 14 1059532
1167660
WASHINGTON POST CO CL B 939640108 8735 9771 SH DEFINED 14 7032
2739
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 236 8200 SH DEFINED 14 8200
0
WASHINGTON TR BANCORP COM 940610108 206 7500 SH DEFINED 14 7500
0
WASTE CONNECTIONS INC COM 941053100 3283 94469 SH DEFINED 14 28524
65945
WASTE MGMT INC DEL COM 94106L109 31574 1094420 SH DEFINED 14 393176 701244

WATERS CORP COM 941848103 11435 319497 SH DEFINED 14 101400
218097
WATSCO INC COM 942622200 2162 51362 SH DEFINED 14 15374
35988
WATSON PHARMACEUTICALS INC COM 942683103 6451 209910 SH DEFINED 14 73710
136200
WATSON WYATT & CO HLDGS CL A 942712100 2225 81800 SH DEFINED 14 34670
47130
WATTS WATER TECHNOLOGIES INC CL A 942749102 1858 56967 SH DEFINED 14 17212
39755
WAUSAU-MOSINEE PAPER CORP COM 943315101 1544 109164 SH DEFINED 14 33061
76103
WAVE SYSTEMS CORP CL A 943526103 12 12200 SH DEFINED 14 12200
0
WEBEX COMMUNICATIONS INC COM 94767L109 2263 104828 SH DEFINED 14 39591 65237

WEBSENSE INC COM 947684106 2545 47304 SH DEFINED 14 14424
32880
WEBMD CORP COM 94769M105 91 10700 SH DEFINED 13 10700
0
WEBMD CORP COM 94769M105 231 27150 SH DEFINED 14 27150
0
WEBSTER FINL CORP CONN COM 947890109 1210 26645 SH DEFINED 14 26549
96
WEINGARTEN RLTY INVS SH BEN INT 948741103 1349 39100 SH DEFINED 03 0
39100
WEINGARTEN RLTY INVS SH BEN INT 948741103 1853 53700 SH DEFINED 14 51900
1800
WEIS MKTS INC COM 948849104 232 6300 SH DEFINED 14 6300
0
WELLMAN INC COM 949702104 3068 212145 SH DEFINED 14 85848 126297

WELLPOINT INC CALL 94973V107 119 36000 SH CALL DEFINED 13 360
0
WELLPOINT INC COM 94973V107 120183 958776 SH DEFINED 14 326323
632453
WELLS FARGO & CO NEW COM 949746101 153 2560 SH DEFINED 13 0
2560
WELLS FARGO & CO NEW COM 949746101 286484 4790707 SH DEFINED 14 2067731
2722976
WELLS GARDNER ELECTRS CORP COM 949765101 85 17726 SH DEFINED 14 17726
0
WENDYS INTL INC COM 950590109 8428 215870 SH DEFINED 14 76584
139286
WERNER ENTERPRISES INC COM 950755108 1115 57382 SH DEFINED 14 57382
0
WESBANCO INC COM 950810101 330 11978 SH DEFINED 14 11978
0
WEST COAST BANCORP ORE NEW COM 952145100 248 10400 SH DEFINED 14 10400
0
WEST PHARMACEUTICAL SVSC INC COM 955306105 413 17300 SH DEFINED 14 17300
0
WESTAMERICA BANCORPORATION COM 957090103 756 14601 SH DEFINED 14 14601
0
WESTAR ENERGY INC COM 95709T100 1533 70826 SH DEFINED 14 64026
6800
WESTERN DIGITAL CORP COM 958102105 6862 538200 SH DEFINED 14 141800
396400
WESTERN GAS RES INC COM 958259103 966 28055 SH DEFINED 14 28055
0
WESTERN WIRELESS CORP CL A 95988E204 307 8100 SH DEFINED 14 8100
0
WESTLAKE CHEM CORP COM 960413102 716 22137 SH DEFINED 14 22137
0
WESTWOOD ONE INC COM 961815107 766 37622 SH DEFINED 14 37622
0
WEYERHAEUSER CO COM 962166104 56311 822057 SH DEFINED 14 295569
526488
WHIRLPOOL CORP COM 963320106 15637 230878 SH DEFINED 14 149380
81498
WHITNEY HLDG CORP COM 966612103 3748 84215 SH DEFINED 14 26170
58045
WHOLE FOODS MKT INC COM 966837106 4748 46491 SH DEFINED 14 40018
6473
WILD OATS MARKETS INC COM 96808B107 557 52400 SH DEFINED 14 52400
0
WILLIAMS COS INC DEL COM 969457100 122 6500 SH DEFINED 13 5500
1000
WILLIAMS COS INC DEL COM 969457100 20155 1071505 SH DEFINED 14 379399 692106

WILLIAMS SONOMA INC COM 969904101 1820 49518 SH DEFINED 14 49518
0
WILMINGTON TRUST CORP COM 971807102 1569 44691 SH DEFINED 14 42891
1800
WILSHIRE BANCORP INC COM 97186T108 433 33200 SH DEFINED 14 33200
0
WILSON GREATBATCH TECHNOLOGI COM 972232102 798 43731 SH DEFINED 14 14222
29509
WIND RIVER SYSTEMS INC COM 973149107 2 100 SH DEFINED 13 100
0
WIND RIVER SYSTEMS INC COM 973149107 2298 152389 SH DEFINED 14 150796
1593
WINNEBAGO INDS INC COM 974637100 4820 152527 SH DEFINED 14 64297
88230
WINSTON HOTELS INC COM 97563A102 233 19900 SH DEFINED 14 19900
0
WINTRUST FINANCIAL CORP COM 97650W108 1 28 SH DEFINED 13 0
28
WINTRUST FINANCIAL CORP COM 97650W108 3403 72261 SH DEFINED 14 30686
41575
WIPRO LTD SPON ADR 1 SH 97651M109 1786 87500 SH DEFINED 14 29000
58500
WISCONSIN ENERGY CORP COM 976657106 3172 89353 SH DEFINED 14 87803
1550
WITNESS SYS INC COM 977424100 165 9414 SH DEFINED 13 114
9300
WITNESS SYS INC COM 977424100 634 36100 SH DEFINED 14 36100
0
WOLVERINE TUBE INC COM 978093102 252 28207 SH DEFINED 14 7669
20538
WOLVERINE WORLD WIDE INC COM 978097103 5239 244457 SH DEFINED 14 116790 127667

WOODWARD GOVERNOR CO COM 980745103 2220 30962 SH DEFINED 14 11759
19203
WORLD ACCEP CORP DEL COM 981419104 5 192 SH DEFINED 13 192
0
WORLD ACCEP CORP DEL COM 981419104 1543 60456 SH DEFINED 14 26614
33842
WORTHINGTON INDS INC COM 981811102 672 34837 SH DEFINED 14 34137
700
WRIGLEY WM JR CO COM 982526105 65 990 SH DEFINED 13 990
0
WRIGLEY WM JR CO COM 982526105 24686 376490 SH DEFINED 14 135712
240778
WYETH COM 983024100 675 16000 SH DEFINED 13 0
16000
WYETH COM 983024100 182001 4314855 SH DEFINED 14 1412348 2902507

WYNN RESORTS LTD COM 983134107 418 6165 SH DEFINED 14 6165
0
XM SATELLITE RADIO HLDGS INC CL A 983759101 15 489 SH DEFINED 13 489
0
XM SATELLITE RADIO HLDGS INC CL A 983759101 562 17850 SH DEFINED 14 17700
150
X-RITE INC COM 983857103 905 60155 SH DEFINED 14 25274
34881
XTO ENERGY INC COM 98385X106 21392 651397 SH DEFINED 14 233301
418096
XCEL ENERGY INC COM 98389B100 28668 1668664 SH DEFINED 14 581417
1087247
XILINX INC COM 983919101 7 223 SH DEFINED 13 223
0
XILINX INC COM 983919101 18767 642041 SH DEFINED 14 228364 413677

XEROX CORP COM 984121103 71717 4733811 SH DEFINED 14 1591159
3142652
XEROX CORP PFD CONV SER C 984121509 6550 50000 SH DEFINED 03 0
50000
YAHOO INC COM 984332106 147810 4360163 SH DEFINED 14 1588184
2771979
YANKEE CANDLE INC COM 984757104 1366 43100 SH DEFINED 14 41500
1600
YELLOW ROADWAY CORP COM 985577105 2572 43933 SH DEFINED 14 30333
13600
YORK INTL CORP NEW COM 986670107 765 19532 SH DEFINED 14 19532
0
YUM BRANDS INC COM 988498101 42677 823725 SH DEFINED 14 385024
438701
ZALE CORP NEW COM 988858106 3668 123402 SH DEFINED 14 52051 71351

ZEBRA TECHNOLOGIES CORP CL A 989207105 2 33 SH DEFINED 13 33
0
ZEBRA TECHNOLOGIES CORP CL A 989207105 5025 105815 SH DEFINED 14 80915
24900
ZENITH NATL INS CORP COM 989390109 2703 52117 SH DEFINED 14 21954
30163
ZIMMER HLDGS INC COM 98956P102 821 10550 SH DEFINED 13 9750
800
ZIMMER HLDGS INC COM 98956P102 36910 474358 SH DEFINED 14 169357
305001
ZIONS BANCORPORATION COM 989701107 18966 274787 SH DEFINED 14 151750
123037
ZIX CORP COM 98974P100 0 100 SH DEFINED 13 100
0
ZIX CORP COM 98974P100 209 56013 SH DEFINED 14 15204 40809

ZYGO CORP COM 989855101 178 13700 SH DEFINED 14 13700
0
ACE LTD ORD G0070K103 31866 772127 SH DEFINED 14 362991
409136
BUNGE LIMITED COM G16962105 517 9600 SH DEFINED 14 9600
0
COOPER INDS LTD CL A G24182100 43374 606462 SH DEFINED 14 235076
371386
EVEREST RE GROUP LTD COM G3223R108 5567 65415 SH DEFINED 14 39403
26012
GLOBALSANTAFE CORP SHS G3930E101 1627 43926 SH DEFINED 14 17077
26849
INGERSOLL-RAND COMPANY LTD CL A G4776G101 60441 758832 SH DEFINED 14 315174
443658
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 124 3246 SH DEFINED 13 3246
0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1097 28606 SH DEFINED 14 0
28606
NABORS INDUSTRIES LTD SHS G6359F103 16924 286164 SH DEFINED 14 101162
185002
NOBLE CORPORATION SHS G65422100 14497 257914 SH DEFINED 14 92749
165165
RENAISSANCERE HOLDINGS LTD COM G7496G103 269 5750 SH DEFINED 14 0
5750
SEAGATE TECHNOLOGY SHS G7945J104 368 18806 SH DEFINED 14 18806
0
TRANSOCEAN INC ORD G90078109 108 2100 SH DEFINED 13 2100
0
TRANSOCEAN INC ORD G90078109 85432 1660161 SH DEFINED 14 546821
1113340
WEATHERFORD INTERNATIONAL LT COM G95089101 7316 126261 SH DEFINED 14 111546 14715

WHITE MTNS INS GROUP LTD COM G9618E107 431 708 SH DEFINED 14 708
0
XL CAP LTD CL A G98255105 19765 273114 SH DEFINED 14 82668
190446
XOMA LTD ORD G9825R107 1 1200 SH DEFINED 13 0
1200
XOMA LTD ORD G9825R107 11 11100 SH DEFINED 14 11100
0
AUDIOCODES LTD ORD M15342104 54 4815 SH DEFINED 13 4815
0
AUDIOCODES LTD ORD M15342104 197 17500 SH DEFINED 14 4500
13000
CHECK POINT SOFTWARE TECH LT ORD M22465104 107 4920 SH DEFINED 13 4600
320
CHECK POINT SOFTWARE TECH LT ORD M22465104 1855 85320 SH DEFINED 14 25320 60000

LIPMAN ELECTRONIC ENGINEERIN ORD M6772H101 789 27400 SH DEFINED 14 6900
20500
M SYS FLASH DISK PIONEERS LT ORD M7061C100 5 224 SH DEFINED 13 224
0
M SYS FLASH DISK PIONEERS LT ORD M7061C100 727 33000 SH DEFINED 14 10000
23000
ORBOTECH LTD ORD M75253100 1 56 SH DEFINED 13 56
0
ORBOTECH LTD ORD M75253100 620 28300 SH DEFINED 14 8300
20000
RADWARE LTD ORD M81873107 347 14800 SH DEFINED 14 3600
11200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 152 3400 SH DEFINED 13 3400
0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 393 8800 SH DEFINED 14 8800
0
FLEXTRONICS INTL LTD ORD Y2573F102 12 1001 SH DEFINED 13 1001
0
FLEXTRONICS INTL LTD ORD Y2573F102 477 39600 SH DEFINED 14 0
39600
GENERAL MARITIME CORP SHS Y2692M103 228 4700 SH DEFINED 14 4700
0