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: June 30, 2006

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 August 10, 2006

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: 2
Form 13F Information Table Entry Total: 2,403
Form 13F Information Table Value Total: $41,018,831,000

List of Other Included Managers:

No. 13F File Number Name
3 28-04217 Prudential Investment Management, Inc.
14 28-11173 Quantitative Management Associates

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 1552 70479 SH DEFINED 14 21201
49278
ABX AIR INC COM 00080S101 144 23900 SH DEFINED 14 23900
0
A D C TELECOMMUNICATIONS COM NEW 000886309 3455 205898 SH DEFINED 14 78015
127883
ABM INDS INC COM 000957100 1890 110504 SH DEFINED 14 47090
63414
AFLAC INC COM 001055102 40425 871786 SH DEFINED 14 339563
532223
AGCO CORP COM 001084102 3335 126714 SH DEFINED 14 118114
8600
AGL RES INC COM 001204106 6006 157560 SH DEFINED 14 114360
43200
AES CORP COM 00130H105 21226 1145473 SH DEFINED 14 447189
698284
AMB PROPERTY CORP COM 00163T109 2656 52540 SH DEFINED 03 2900
49640
AMB PROPERTY CORP COM 00163T109 2989 59139 SH DEFINED 14 54839 4300

AMR CORP COM 001765106 394 15500 SH DEFINED 14 15500
0
APAC CUSTOMER SERVICES INC COM 00185E106 21 10900 SH DEFINED 14 10900
0
A S V INC COM 001963107 730 32905 SH DEFINED 14 8705
24200
AT&T INC COM 00206R102 350069 12551772 SH DEFINED 14 5035428
7516344
ATMI INC COM 00207R101 2 90 SH DEFINED 10 90
0
ATMI INC COM 00207R101 2126 86368 SH DEFINED 14 30622
55746
ATC HEALTHCARE INC CL A 00209C102 35 85000 SH DEFINED 14 85000
0
AU OPTRONICS CORP SPONSORED ADR 002255107 128 9000 SH DEFINED 10 9000
0
AU OPTRONICS CORP SPONSORED ADR 002255107 1533 107621 SH DEFINED 14 0
107621
AARON RENTS INC COM 002535201 2454 92039 SH DEFINED 14 26967
65072
ABAXIS INC COM 002567105 313 14000 SH DEFINED 14 14000
0
ABBOTT LABS COM 002824100 162663 3729949 SH DEFINED 14 1269280
2460669
ABERCROMBIE & FITCH CO CL A 002896207 6533 117854 SH DEFINED 14 102104
15750
ACADIA RLTY TR COM SH BEN INT 004239109 1454 61474 SH DEFINED 14 18600
42874
ACCREDITED HOME LENDRS HLDG COM 00437P107 0 7 SH DEFINED 10 7
0
ACCREDITED HOME LENDRS HLDG COM 00437P107 4924 103000 SH DEFINED 14 51800 51200

ACE CASH EXPRESS INC COM 004403101 533 18200 SH DEFINED 14 18200
0
ACTIVISION INC NEW COM NEW 004930202 1926 167762 SH DEFINED 14 167562
200
ACTEL CORP COM 004934105 732 51036 SH DEFINED 14 16179
34857
ACTUANT CORP CL A NEW 00508X203 3686 73800 SH DEFINED 14 47100
26700
ACUITY BRANDS INC COM 00508Y102 12295 315974 SH DEFINED 14 152786
163188
ACXIOM CORP COM 005125109 1740 69617 SH DEFINED 14 61117
8500
ADAPTEC INC COM 00651F108 936 215674 SH DEFINED 14 56124
159550
ADESA INC COM 00686U104 2913 130998 SH DEFINED 14 105898 25100

ADMINISTAFF INC COM 007094105 2904 81092 SH DEFINED 14 33514
47578
ADOBE SYS INC COM 00724F101 30836 1015674 SH DEFINED 14 395752
619922
ADTRAN INC COM 00738A106 2 100 SH DEFINED 10 100
0
ADTRAN INC COM 00738A106 2591 115510 SH DEFINED 14 115510
0
ADVANCE AUTO PARTS INC COM 00751Y106 1991 66559 SH DEFINED 14 66299
260
ADVO INC COM 007585102 2161 87823 SH DEFINED 14 34594
53229
ADVANCED MEDICAL OPTICS INC COM 00763M108 4062 80349 SH DEFINED 14 61049
19300
AEROFLEX INC COM 007768104 1 85 SH DEFINED 10 85
0
AEROFLEX INC COM 007768104 1870 160485 SH DEFINED 14 42664
117821
AEROPOSTALE COM 007865108 3981 137811 SH DEFINED 14 123225
14586
ADVANCED MICRO DEVICES INC COM 007903107 19789 797630 SH DEFINED 14 313913
483717
ADVANTA CORP CL B 007942204 917 25500 SH DEFINED 14 24500
1000
ADVANCED ENERGY INDS COM 007973100 2621 197926 SH DEFINED 14 104105
93821
ADVENT SOFTWARE INC COM 007974108 1628 45129 SH DEFINED 14 33056
12073
AETNA INC NEW COM 00817Y108 48032 1202908 SH DEFINED 14 422459
780449
AFFILIATED COMPUTER SERVICES CL A 008190100 10165 196683 SH DEFINED 14 76225 120458

AFFILIATED MANAGERS GROUP COM 008252108 287 3300 SH DEFINED 14 3300
0
AFFYMETRIX INC COM 00826T108 3 100 SH DEFINED 10 100
0
AFFYMETRIX INC COM 00826T108 1076 40374 SH DEFINED 14 40374
0
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 406 37800 SH DEFINED 14 37800
0
AFTERMARKET TECHNOLOGY CORP COM 008318107 348 14000 SH DEFINED 14 14000
0
AGERE SYS INC COM 00845V308 222 15101 SH DEFINED 14 15098
3
AGILENT TECHNOLOGIES INC COM 00846U101 82665 2619298 SH DEFINED 14 758952
1860346
AGILE SOFTWARE CORP DEL COM 00846X105 2 280 SH DEFINED 10 280
0
AGILE SOFTWARE CORP DEL COM 00846X105 139 21900 SH DEFINED 14 21900
0
AGILYSYS INC COM 00847J105 1 66 SH DEFINED 10 66
0
AGILYSYS INC COM 00847J105 3921 217815 SH DEFINED 14 89200
128615
AIR PRODS & CHEMS INC COM 009158106 25152 397845 SH DEFINED 14 153714
244131
AIRGAS INC COM 009363102 2084 55934 SH DEFINED 14 51434
4500
AIRTRAN HLDGS INC COM 00949P108 798 55406 SH DEFINED 14 55406
0
AKAMAI TECHNOLOGIES INC COM 00971T101 443 12350 SH DEFINED 14 12300
50
ALASKA AIR GROUP INC COM 011659109 930 23713 SH DEFINED 14 23713
0
ALBANY INTL CORP CL A 012348108 3391 79987 SH DEFINED 14 27169
52818
ALBANY MOLECULAR RESH INC COM 012423109 222 20800 SH DEFINED 14 20800
0
ALBEMARLE CORP COM 012653101 1308 27485 SH DEFINED 14 27485
0
ALBERTO CULVER CO COM 013068101 6445 132295 SH DEFINED 14 50264
82031
ALCOA INC COM 013817101 100985 3120674 SH DEFINED 14 1171712
1948962
ALERIS INTL INC COM 014477103 2740 61264 SH DEFINED 14 17882
43382
ALEXANDER & BALDWIN INC COM 014482103 2714 61314 SH DEFINED 14 49914
11400
ALEXANDERS INC COM 014752109 279 1026 SH DEFINED 14 1026
0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 381 4300 SH DEFINED 03 0
4300
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 177 2000 SH DEFINED 14 2000
0
ALIGN TECHNOLOGY INC COM 016255101 794 107500 SH DEFINED 14 104100
3400
ALKERMES INC COM 01642T108 789 41700 SH DEFINED 14 41700
0
ALLEGHENY ENERGY INC COM 017361106 15294 412575 SH DEFINED 14 153010
259565
ALLEGHENY TECHNOLOGIES INC COM 01741R102 9860 140832 SH DEFINED 14 57601
83231
ALLERGAN INC COM 018490102 27791 259097 SH DEFINED 14 99766
159331
ALLETE INC COM NEW 018522300 2931 61891 SH DEFINED 14 19462 42429

ALLIANCE DATA SYSTEMS CORP COM 018581108 4467 75947 SH DEFINED 14 62881
13066
ALLIANCE ONE INTL INC COM 018772103 676 160633 SH DEFINED 14 42940
117693
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 33 12350 SH DEFINED 14 12350
0
ALLIANT ENERGY CORP COM 018802108 6996 203965 SH DEFINED 14 145583
58382
ALLIANT TECHSYSTEMS INC COM 018804104 5876 76428 SH DEFINED 14 51629
24799
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 6218 547389 SH DEFINED 14 237038
310351
ALLSTATE CORP COM 020002101 194694 3557347 SH DEFINED 14 1261925
2295422
ALLTEL CORP COM 020039103 87279 1367359 SH DEFINED 14 545770 821589

ALON USA ENERGY INC COM 020520102 1636 52000 SH DEFINED 14 36700
15300
ALPHARMA INC CL A 020813101 8263 343709 SH DEFINED 14 194142
149567
ALTERA CORP COM 021441100 11690 660480 SH DEFINED 14 252855
407625
ALTEON INC COM 02144G107 3 17200 SH DEFINED 14 17200
0
ALTIRIS INC COM 02148M100 2569 142398 SH DEFINED 14 74200
68198
ALTRIA GROUP INC COM 02209S103 392881 5350410 SH DEFINED 14 2008642
3341768
AMAZON COM INC COM 023135106 19582 506265 SH DEFINED 14 200015
306250
AMBAC FINL GROUP INC COM 023139108 23222 286336 SH DEFINED 14 162385 123951

AMCOL INTL CORP COM 02341W103 1137 43326 SH DEFINED 14 13391
29935
AMEDISYS INC COM 023436108 3 76 SH DEFINED 10 76
0
AMEDISYS INC COM 023436108 1190 31323 SH DEFINED 14 9700
21623
AMEREN CORP COM 023608102 17935 353668 SH DEFINED 14 137431
216237
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2279 133200 SH DEFINED 14 133200
0
AMERICAN ELEC PWR INC COM 025537101 105504 3080395 SH DEFINED 14 1061914
2018481
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 45658 1341309 SH DEFINED 14 256681
1084628
AMERICAN EXPRESS CO COM 025816109 124448 2338369 SH DEFINED 14 872609 1465760

AMERICAN FINL GROUP INC OHIO COM 025932104 8737 203228 SH DEFINED 14 92551
110677
AMERICAN FINL RLTY TR COM 02607P305 462 47700 SH DEFINED 03 0
47700
AMERICAN FINL RLTY TR COM 02607P305 1643 169700 SH DEFINED 14 27600
142100
AMERICAN GREETINGS CORP CL A 026375105 798 36315 SH DEFINED 14 36203
112
AMERICAN HOME MTG INVT CORP COM 02660R107 15070 408846 SH DEFINED 14 147246
261600
AMERICAN INTL GROUP INC COM 026874107 424179 7183382 SH DEFINED 14 2849881
4333501
AMERICAN ITALIAN PASTA CO CL A 027070101 275 33791 SH DEFINED 14 8894
24897
AMERICAN MED SYS HLDGS INC COM 02744M108 5 299 SH DEFINED 10 299
0
AMERICAN MED SYS HLDGS INC COM 02744M108 2253 135301 SH DEFINED 14 40982
94319
AMERICAN PHYSICIANS CAPITAL COM 028884104 857 16300 SH DEFINED 14 15600
700
AMERICAN PWR CONVERSION CORP COM 029066107 5327 271671 SH DEFINED 14 110836
160835
AMERICAN RAILCAR INDS INC COM 02916P103 2009 60665 SH DEFINED 14 33465
27200
AMERICAN SCIENCE & ENGR INC COM 029429107 209 3600 SH DEFINED 14 3600
0
AMERICAN STD COS INC DEL COM 029712106 13694 316467 SH DEFINED 14 124174
192293
AMERICAN STS WTR CO COM 029899101 3605 101124 SH DEFINED 14 53489
47635
AMERICAN TOWER CORP CL A 029912201 1033 33205 SH DEFINED 14 32555 650

AMERICAN WOODMARK CORP COM 030506109 4009 114400 SH DEFINED 14 46900
67500
AMERICREDIT CORP COM 03060R101 25320 906882 SH DEFINED 14 323078
583804
AMERISTAR CASINOS INC COM 03070Q101 1468 75500 SH DEFINED 14 64100
11400
AMERUS GROUP CO COM 03072M108 2407 42222 SH DEFINED 14 35136
7086
AMERISOURCEBERGEN CORP COM 03073E105 16101 384082 SH DEFINED 14 147130
236952
AMERIGROUP CORP COM 03073T102 3107 100088 SH DEFINED 14 30216
69872
AMERIPRISE FINL INC COM 03076C106 28948 648051 SH DEFINED 14 174849
473202
AMERIS BANCORP COM 03076K108 264 11420 SH DEFINED 14 9820 1600

AMETEK INC NEW COM 031100100 3595 75867 SH DEFINED 14 73267
2600
AMGEN INC COM 031162100 301916 4628484 SH DEFINED 14 1410697
3217787
AMKOR TECHNOLOGY INC COM 031652100 5453 576400 SH DEFINED 14 434300
142100
AMPHENOL CORP NEW CL A 032095101 3074 54933 SH DEFINED 14 54433
500
AMSOUTH BANCORPORATION COM 032165102 27940 1056319 SH DEFINED 14 502465
553854
AMSURG CORP COM 03232P405 2 94 SH DEFINED 10 94
0
AMSURG CORP COM 03232P405 1512 66443 SH DEFINED 14 20266
46177
AMYLIN PHARMACEUTICALS INC COM 032346108 1382 28000 SH DEFINED 14 27900 100

ANADARKO PETE CORP COM 032511107 79168 1660056 SH DEFINED 14 699748
960308
ANALOG DEVICES INC COM 032654105 53724 1671566 SH DEFINED 14 351946
1319620
ANALOGIC CORP COM PAR $0.05 032657207 6275 134631 SH DEFINED 14 42915
91716
ANAREN INC COM 032744104 555 27100 SH DEFINED 14 27100
0
ANCHOR BANCORP WIS INC COM 032839102 1094 36277 SH DEFINED 14 10493
25784
ANDREW CORP COM 034425108 3775 407670 SH DEFINED 14 259788
147882
ANGELICA CORP COM 034663104 288 17109 SH DEFINED 14 4462
12647
ANHEUSER BUSCH COS INC COM 035229103 9 200 SH DEFINED 10 200
0
ANHEUSER BUSCH COS INC COM 035229103 97717 2143394 SH DEFINED 14 757584
1385810
ANIXTER INTL INC COM 035290105 3090 65581 SH DEFINED 14 19658
45923
ANNALY MTG MGMT INC COM 035710409 583 45500 SH DEFINED 14 11200
34300
ANNTAYLOR STORES CORP COM 036115103 5649 132908 SH DEFINED 14 104658
28250
ANSOFT CORP COM 036384105 287 14000 SH DEFINED 14 14000
0
ANSYS INC COM 03662Q105 4246 88790 SH DEFINED 14 24329
64461
ANTHRACITE CAP INC COM 037023108 4219 346998 SH DEFINED 14 162500
184498
ANWORTH MORTGAGE ASSET CP COM 037347101 274 33000 SH DEFINED 14 33000
0
AO TATNEFT SPON ADR REG S 03737P306 3234 42000 SH DEFINED 14 9000
33000
AON CORP COM 037389103 27958 796744 SH DEFINED 14 443427
353317
APACHE CORP COM 037411105 90021 1318987 SH DEFINED 14 360577
958410
APARTMENT INVT & MGMT CO CL A 03748R101 6464 149142 SH DEFINED 14 59273
89869
APOGEE ENTERPRISES INC COM 037598109 766 51437 SH DEFINED 14 13716
37721
APOLLO GROUP INC CL A 037604105 12295 237953 SH DEFINED 14 96586
141367
APPLE COMPUTER INC COM 037833100 392 6860 SH DEFINED 10 6860
0
APPLE COMPUTER INC COM 037833100 85951 1504746 SH DEFINED 14 578332 926414

APPLEBEES INTL INC COM 037899101 16869 877661 SH DEFINED 14 304323
573338
APRIA HEALTHCARE GROUP INC COM 037933108 2847 150625 SH DEFINED 14 118525
32100
APPLERA CORP COM AP BIO GRP 038020103 12220 377736 SH DEFINED 14 129476
248260
APPLIED INDL TECHNOLOGIES IN COM 03820C105 7302 300361 SH DEFINED 14 119779
180582
APPLIED MATLS INC COM 038222105 155256 9536601 SH DEFINED 14 2550217
6986384
APPLIED MICRO CIRCUITS CORP COM 03822W109 0 100 SH DEFINED 10 100
0
APPLIED MICRO CIRCUITS CORP COM 03822W109 78 28436 SH DEFINED 14 28436
0
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 368 21488 SH DEFINED 14 5653 15835

APTARGROUP INC COM 038336103 3565 68061 SH DEFINED 14 20530
47531
AQUA AMERICA INC COM 03836W103 1869 82020 SH DEFINED 14 79020
3000
AQUILA INC COM 03840P102 924 219552 SH DEFINED 14 219552
0
ARAMARK CORP CL B 038521100 324 9796 SH DEFINED 14 9746
50
ARBITRON INC COM 03875Q108 2237 58350 SH DEFINED 14 17645
40705
ARBOR RLTY TR INC COM 038923108 2062 82300 SH DEFINED 14 50100
32200
ARCH CHEMICALS INC COM 03937R102 1596 44734 SH DEFINED 14 12368
32366
ARCH COAL INC COM 039380100 4236 99976 SH DEFINED 14 97876 2100

ARCHER DANIELS MIDLAND CO COM 039483102 83073 2012437 SH DEFINED 14 860357
1152080
ARCHSTONE SMITH TR COM 039583109 8780 172600 SH DEFINED 03 4900
167700
ARCHSTONE SMITH TR COM 039583109 18525 364156 SH DEFINED 14 143125
221031
ARCTIC CAT INC COM 039670104 876 44893 SH DEFINED 14 27660
17233
ARENA PHARMACEUTICALS INC COM 040047102 799 69041 SH DEFINED 14 69041
0
ARIBA INC COM NEW 04033V203 8332 1012358 SH DEFINED 14 385758
626600
ARKANSAS BEST CORP DEL COM 040790107 5 100 SH DEFINED 10 100
0
ARKANSAS BEST CORP DEL COM 040790107 7263 144657 SH DEFINED 14 77697 66960

ARMOR HOLDINGS INC COM 042260109 12448 227024 SH DEFINED 14 80577
146447
ARQULE INC COM 04269E107 368 65214 SH DEFINED 14 17364
47850
ARRIS GROUP INC COM 04269Q100 0 8 SH DEFINED 10 8
0
ARRIS GROUP INC COM 04269Q100 521 39700 SH DEFINED 14 39700
0
ARRAY BIOPHARMA INC COM 04269X105 853 99200 SH DEFINED 14 84400
14800
ARROW ELECTRS INC COM 042735100 7651 237605 SH DEFINED 14 170801
66804
ARROW FINL CORP COM 042744102 249 9070 SH DEFINED 14 9070
0
ARTHROCARE CORP COM 043136100 2488 59767 SH DEFINED 14 14986 44781

ARVINMERITOR INC COM 043353101 6936 403465 SH DEFINED 14 324691
78774
ASBURY AUTOMOTIVE GROUP INC COM 043436104 205 9800 SH DEFINED 14 9800
0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 939 74400 SH DEFINED 14 74400
0
ASHLAND INC NEW COM 044209104 8381 125941 SH DEFINED 14 49939
76002
ASHWORTH INC COM 04516H101 246 27296 SH DEFINED 14 7084
20212
ASPECT MED SYS INC COM 045235108 251 14400 SH DEFINED 14 14400
0
ASSOCIATED BANC CORP COM 045487105 1 18 SH DEFINED 10 18
0
ASSOCIATED BANC CORP COM 045487105 5329 169002 SH DEFINED 14 150537 18465

ASSURANT INC COM 04621X108 964 20200 SH DEFINED 14 9100
11100
ASTA FDG INC COM 046220109 2576 68900 SH DEFINED 14 56600
12300
ASTEC INDS INC COM 046224101 2084 61070 SH DEFINED 14 24460
36610
ASTORIA FINL CORP COM 046265104 1611 52813 SH DEFINED 14 52794
19
ASYST TECHNOLOGY CORP COM 04648X107 212 28170 SH DEFINED 14 28170
0
ATMEL CORP COM 049513104 2238 443135 SH DEFINED 14 406035
37100
ATMOS ENERGY CORP COM 049560105 6823 245256 SH DEFINED 14 52036
193220
ATWOOD OCEANICS INC COM 050095108 2745 56032 SH DEFINED 14 15844 40188

AUDIOVOX CORP CL A 050757103 478 36041 SH DEFINED 14 11284
24757
AURORA OIL & GAS CORP COM 052036100 66 16500 SH DEFINED 14 16500
0
AUTODESK INC COM 052769106 12980 376678 SH DEFINED 14 148112
228566
AUTOMATIC DATA PROCESSING IN COM 053015103 47309 1041592 SH DEFINED 14 394503
647089
AUTONATION INC COM 05329W102 14979 698637 SH DEFINED 14 423279
275358
AUTOZONE INC COM 053332102 14785 164639 SH DEFINED 14 99300
65339
AVALONBAY CMNTYS INC COM 053484101 2790 25220 SH DEFINED 03 600
24620
AVALONBAY CMNTYS INC COM 053484101 701 6339 SH DEFINED 14 6219 120

AVANEX CORP COM 05348W109 0 226 SH DEFINED 10 226
0
AVANEX CORP COM 05348W109 22 12700 SH DEFINED 14 12700
0
AVAYA INC COM 053499109 8415 736873 SH DEFINED 14 288315
448558
AVERY DENNISON CORP COM 053611109 11400 195199 SH DEFINED 14 75300
119899
AVID TECHNOLOGY INC COM 05367P100 2728 81862 SH DEFINED 14 24781
57081
AVISTA CORP COM 05379B107 3690 161633 SH DEFINED 14 84476
77157
AVNET INC COM 053807103 4160 207994 SH DEFINED 14 143994
64000
AVOCENT CORP COM 053893103 786 29949 SH DEFINED 14 29949
0
AVON PRODS INC COM 054303102 23751 766174 SH DEFINED 14 298747
467427
AXCELIS TECHNOLOGIES INC COM 054540109 1327 224920 SH DEFINED 14 81396
143524
AZTAR CORP COM 054802103 3616 69587 SH DEFINED 14 20861
48726
BB&T CORP COM 054937107 94499 2272162 SH DEFINED 14 910186
1361976
BISYS GROUP INC COM 055472104 1095 76579 SH DEFINED 14 76579
0
BJ SVCS CO COM 055482103 43276 1161472 SH DEFINED 14 292695
868777
BJS WHOLESALE CLUB INC COM 05548J106 3261 113832 SH DEFINED 14 81055
32777
BP PLC SPONSORED ADR 055622104 2630 37984 SH DEFINED 14 0 37984

BRE PROPERTIES INC CL A 05564E106 231 4200 SH DEFINED 14 4200
0
BMC SOFTWARE INC COM 055921100 22905 958382 SH DEFINED 14 266743
691639
BAKER HUGHES INC COM 057224107 49393 608444 SH DEFINED 14 232757
375687
BALDOR ELEC CO COM 057741100 2258 72170 SH DEFINED 14 26826
45344
BALL CORP COM 058498106 13519 364977 SH DEFINED 14 235001
129976
BALLY TOTAL FITNESS HLDG COR COM 05873K108 426 62774 SH DEFINED 14 16737
46037
BANCFIRST CORP COM 05945F103 541 12100 SH DEFINED 14 9900
2200
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1056 26186 SH DEFINED 14 2200 23986

BANCORPSOUTH INC COM 059692103 873 32025 SH DEFINED 14 32025
0
BANDAG INC COM 059815100 225 6136 SH DEFINED 14 6136
0
BANK OF AMERICA CORPORATION COM 060505104 708432 14728323 SH DEFINED 14 5852358
8875965
BANK OF GRANITE CORP COM 062401104 211 10125 SH DEFINED 14 10125
0
BANK HAWAII CORP COM 062540109 3742 75441 SH DEFINED 14 65041
10400
BANK MUTUAL CORP NEW COM 063750103 1 57 SH DEFINED 10 57
0
BANK MUTUAL CORP NEW COM 063750103 1459 118360 SH DEFINED 14 36260
82100
BANK NEW YORK INC COM 064057102 44213 1373086 SH DEFINED 14 528513 844573

BANKATLANTIC BANCORP CL A 065908501 1301 87739 SH DEFINED 14 26360
61379
BANKRATE INC COM 06646V108 0 2 SH DEFINED 10 2
0
BANKRATE INC COM 06646V108 742 20600 SH DEFINED 14 5500
15100
BANKUNITED FINL CORP CL A 06652B103 1934 64988 SH DEFINED 14 18725
46263
BANNER CORP COM 06652V109 358 9300 SH DEFINED 14 9300
0
BANTA CORP COM 066821109 4709 101635 SH DEFINED 14 84735
16900
BARD C R INC COM 067383109 39961 545462 SH DEFINED 14 136052
409410
BARNES & NOBLE INC COM 067774109 1195 32463 SH DEFINED 14 32463
0
BARNES GROUP INC COM 067806109 1494 74896 SH DEFINED 14 22648
52248
BARR PHARMACEUTICALS INC COM 068306109 7842 164435 SH DEFINED 14 66568
97867
BASIC ENERGY SVCS INC NEW COM 06985P100 2883 94300 SH DEFINED 14 53300
41000
BASSETT FURNITURE INDS INC COM 070203104 521 28167 SH DEFINED 14 11372
16795
BAUSCH & LOMB INC COM 071707103 4653 92806 SH DEFINED 14 34073
58733
BAXTER INTL INC COM 071813109 143934 3915514 SH DEFINED 14 1143227
2772287
BEA SYS INC COM 073325102 406 31000 SH DEFINED 14 30500
500
BEAR STEARNS COS INC COM 073902108 79822 569832 SH DEFINED 14 226819 343013

BEARINGPOINT INC COM 074002106 153 18530 SH DEFINED 14 18530
0
BEAZER HOMES USA INC COM 07556Q105 1598 34025 SH DEFINED 14 28325
5700
BECKMAN COULTER INC COM 075811109 2321 42885 SH DEFINED 14 38435
4450
BECTON DICKINSON & CO COM 075887109 132709 2170930 SH DEFINED 14 576092
1594838
BED BATH & BEYOND INC COM 075896100 22981 692824 SH DEFINED 14 240704
452120
BEL FUSE INC CL B 077347300 712 21690 SH DEFINED 14 5800
15890
BELDEN CDT INC COM 077454106 14149 428100 SH DEFINED 14 167415
260685
BELL MICROPRODUCTS INC COM 078137106 1 200 SH DEFINED 10 200
0
BELL MICROPRODUCTS INC COM 078137106 283 55746 SH DEFINED 14 14831
40915
BELLSOUTH CORP COM 079860102 166678 4604374 SH DEFINED 14 2101178
2503196
BELO CORP COM SER A 080555105 2660 170513 SH DEFINED 14 121813
48700
BEMIS INC COM 081437105 5751 187927 SH DEFINED 14 76472
111455
BENCHMARK ELECTRS INC COM 08160H101 3012 124884 SH DEFINED 14 38105
86779
BERKLEY W R CORP COM 084423102 7568 222444 SH DEFINED 14 176874
45570
BERKSHIRE HATHAWAY INC DEL CL A 084670108 9166 100 SH DEFINED 14 100
0
BEST BUY INC COM 086516101 64849 1182517 SH DEFINED 14 413859 768658

BIG LOTS INC COM 089302103 3474 204575 SH DEFINED 14 83881
120694
BIOMET INC COM 090613100 15 491 SH DEFINED 10 491
0
BIOMET INC COM 090613100 13168 420843 SH DEFINED 14 168909
251934
BIOGEN IDEC INC COM 09062X103 84189 1817547 SH DEFINED 14 501160
1316387
BIOMED REALTY TRUST INC COM 09063H107 3548 118500 SH DEFINED 03 3300
115200
BIOMED REALTY TRUST INC COM 09063H107 107 3588 SH DEFINED 14 3588
0
BIOLASE TECHNOLOGY INC COM 090911108 373 44734 SH DEFINED 14 13268
31466
BIOSITE INC COM 090945106 13479 295202 SH DEFINED 14 111036 184166

BLACK & DECKER CORP COM 091797100 19637 234447 SH DEFINED 14 143710
90737
BLACK BOX CORP DEL COM 091826107 5214 136028 SH DEFINED 14 49381
86647
BLACK HILLS CORP COM 092113109 4267 124287 SH DEFINED 14 107287
17000
BLACKBAUD INC COM 09227Q100 252 11100 SH DEFINED 14 11100
0
BLACKROCK INC CL A 09247X101 278 2000 SH DEFINED 14 2000
0
BLOCK H & R INC COM 093671105 21041 881845 SH DEFINED 14 492342
389503
BLOCKBUSTER INC CL A 093679108 79 15800 SH DEFINED 14 15800
0
BLUE COAT SYSTEMS INC COM NEW 09534T508 458 27160 SH DEFINED 14 7660 19500

BLUE NILE INC COM 09578R103 685 21300 SH DEFINED 14 21300
0
BLUELINX HLDGS INC COM 09624H109 822 63100 SH DEFINED 14 59500
3600
BLYTH INC COM 09643P108 304 16499 SH DEFINED 14 16499
0
BOB EVANS FARMS INC COM 096761101 1628 54263 SH DEFINED 14 52563
1700
BOEING CO COM 097023105 121173 1479339 SH DEFINED 14 558238
921101
BOOTS & COOTS/INTL WELL CTRL COM NEW 099469504 2288 1606935 SH DEFINED 03 1606935
0
BORDERS GROUP INC COM 099709107 1895 97526 SH DEFINED 14 93226
4300
BORG WARNER INC COM 099724106 2247 35114 SH DEFINED 14 35114
0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 0 9 SH DEFINED 10 9
0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1879 67340 SH DEFINED 14 19701
47639
BOSTON PROPERTIES INC COM 101121101 8859 98000 SH DEFINED 03 0
98000
BOSTON PROPERTIES INC COM 101121101 13337 147528 SH DEFINED 14 58111
89417
BOSTON SCIENTIFIC CORP COM 101137107 782 46432 SH DEFINED 10 46432
0
BOSTON SCIENTIFIC CORP COM 101137107 97557 5793142 SH DEFINED 14 1640948
4152194
BOWATER INC COM 102183100 766 33689 SH DEFINED 14 33689
0
BOWNE & CO INC COM 103043105 1813 126760 SH DEFINED 14 66790 59970

BOYD GAMING CORP COM 103304101 3963 98189 SH DEFINED 14 79589
18600
BOYKIN LODGING CO COM 103430104 174 16000 SH DEFINED 03 0
16000
BRADLEY PHARMACEUTICALS INC COM 104576103 300 29432 SH DEFINED 14 7406
22026
BRADY CORP CL A 104674106 4846 131532 SH DEFINED 14 46428
85104
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2104 65400 SH DEFINED 03 2000
63400
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 229 7129 SH DEFINED 14 7129
0
BRIGGS & STRATTON CORP COM 109043109 3146 101109 SH DEFINED 14 29276
71833
BRIGHAM EXPLORATION CO COM 109178103 44 5556 SH DEFINED 10 5556
0
BRIGHAM EXPLORATION CO COM 109178103 100 12700 SH DEFINED 14 12700
0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 2065 54800 SH DEFINED 14 36100
18700
BRIGHTPOINT INC COM NEW 109473405 1523 112824 SH DEFINED 14 44950
67874
BRINKER INTL INC COM 109641100 40604 1118559 SH DEFINED 14 301002
817557
BRINKS CO COM 109696104 1701 30356 SH DEFINED 14 30356
0
BRISTOL MYERS SQUIBB CO COM 110122108 106831 4156848 SH DEFINED 14 1971001
2185847
BRISTOL WEST HLDGS INC COM 11037M105 181 11300 SH DEFINED 14 8900
2400
BRISTOW GROUP INC COM 110394103 1607 45334 SH DEFINED 14 13690 31644

BROADCOM CORP CL A 111320107 6 200 SH DEFINED 10 200
0
BROADCOM CORP CL A 111320107 23414 779181 SH DEFINED 14 299742
479439
BROCADE COMMUNICATIONS SYS I COM 111621108 1008 164100 SH DEFINED 14 164100
0
BRONCO DRILLING CO INC COM 112211107 309 14800 SH DEFINED 14 14800
0
BROOKFIELD PPTYS CORP COM 112900105 293 9100 SH DEFINED 14 9100
0
BROOKLINE BANCORP INC DEL COM 11373M107 1635 118761 SH DEFINED 14 35567
83194
BROOKS AUTOMATION INC COM 114340102 1765 149591 SH DEFINED 14 44506
105085
BROWN & BROWN INC COM 115236101 1985 67948 SH DEFINED 14 67898 50

BROWN FORMAN CORP CL B 115637209 9768 134825 SH DEFINED 14 55590
79235
BROWN SHOE INC NEW COM 115736100 4394 128928 SH DEFINED 14 60541
68387
BRUNSWICK CORP COM 117043109 13020 391570 SH DEFINED 14 260256
131314
BRUSH ENGINEERED MATLS INC COM 117421107 716 35636 SH DEFINED 14 9466
26170
BUCKEYE TECHNOLOGIES INC COM 118255108 761 99646 SH DEFINED 14 54574
45072
BUCKLE INC COM 118440106 603 14400 SH DEFINED 14 12400
2000
BUFFALO WILD WINGS INC COM 119848109 1226 32000 SH DEFINED 14 31000
1000
BUILDERS FIRSTSOURCE INC COM 12008R107 3580 175832 SH DEFINED 14 74432 101400

BUILDING MATLS HLDG CORP COM 120113105 26942 966710 SH DEFINED 14 345750
620960
BURLINGTON NORTHN SANTA FE C COM 12189T104 76424 964346 SH DEFINED 14 348377
615969
C&D TECHNOLOGIES INC COM 124661109 387 51502 SH DEFINED 14 17047
34455
CBL & ASSOC PPTYS INC COM 124830100 210 5400 SH DEFINED 14 5400
0
CBS CORP NEW CL A 124857103 315 11650 SH DEFINED 14 0
11650
CBS CORP NEW CL B 124857202 127590 4716813 SH DEFINED 14 1370310
3346503
CBRL GROUP INC COM 12489V106 4998 147339 SH DEFINED 14 106339
41000
CB RICHARD ELLIS GROUP INC CL A 12497T101 1228 49300 SH DEFINED 14 13200 36100

C COR INC COM 125010108 768 99501 SH DEFINED 14 34693
64808
C D I CORP COM 125071100 670 23091 SH DEFINED 14 6151
16940
C D W CORP COM 12512N105 26 483 SH DEFINED 10 483
0
C D W CORP COM 12512N105 6697 122552 SH DEFINED 14 69280
53272
CEC ENTMT INC COM 125137109 6298 196086 SH DEFINED 14 97403
98683
CF INDS HLDGS INC COM 125269100 1476 103500 SH DEFINED 14 66500
37000
CH ENERGY GROUP INC COM 12541M102 1301 27102 SH DEFINED 14 8793
18309
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 9313 179296 SH DEFINED 14 163396 15900

CIGNA CORP COM 125509109 98088 995719 SH DEFINED 14 287885
707834
CIT GROUP INC COM 125581108 61693 1179817 SH DEFINED 14 299896
879921
CLECO CORP NEW COM 12561W105 2319 99759 SH DEFINED 14 31727
68032
CMS ENERGY CORP COM 125896100 12331 952911 SH DEFINED 14 358673
594238
CPI CORP COM 125902106 314 10237 SH DEFINED 14 2747
7490
CSK AUTO CORP COM 125965103 1970 164600 SH DEFINED 14 145700
18900
CNA FINL CORP COM 126117100 5354 162444 SH DEFINED 14 12642
149802
CNS INC COM 126136100 3652 149069 SH DEFINED 14 73500 75569

CNET NETWORKS INC COM 12613R104 96 12028 SH DEFINED 14 12028
0
CSG SYS INTL INC COM 126349109 4652 188018 SH DEFINED 14 167710
20308
CSX CORP COM 126408103 34632 491648 SH DEFINED 14 246629
245019
CT COMMUNICATIONS INC COM NEW 126426402 332 14500 SH DEFINED 14 14500
0
CTS CORP COM 126501105 1209 81201 SH DEFINED 14 28786
52415
CVB FINL CORP COM 126600105 498 31813 SH DEFINED 14 31813
0
CVS CORP COM 126650100 46050 1500014 SH DEFINED 14 596604
903410
CA INC COM 12673P105 16834 819175 SH DEFINED 14 318706 500469

CABLEVISION SYS CORP CL A NY CABLVS 12686C109 358 16650 SH DEFINED 14 16400
250
CABOT CORP COM 127055101 1308 37894 SH DEFINED 14 37894
0
CABOT OIL & GAS CORP COM 127097103 4720 96336 SH DEFINED 14 28480
67856
CABOT MICROELECTRONICS CORP COM 12709P103 2115 69787 SH DEFINED 14 63272
6515
CACI INTL INC CL A 127190304 3662 59089 SH DEFINED 14 17748
41341
CADENCE DESIGN SYSTEM INC COM 127387108 25699 1501093 SH DEFINED 14 562661
938432
CALAMOS ASSET MGMT INC CL A 12811R104 1168 40300 SH DEFINED 14 40300
0
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 1006 36600 SH DEFINED 14 36600
0
CALIFORNIA WTR SVC GROUP COM 130788102 1265 35400 SH DEFINED 14 28700
6700
CALLAWAY GOLF CO COM 131193104 1224 94218 SH DEFINED 14 79069
15149
CAMBREX CORP COM 132011107 1239 59500 SH DEFINED 14 22323
37177
CAMDEN PPTY TR SH BEN INT 133131102 4688 63740 SH DEFINED 03 2400
61340
CAMDEN PPTY TR SH BEN INT 133131102 345 4686 SH DEFINED 14 4656
30
CAMERON INTERNATIONAL CORP COM 13342B105 3338 69886 SH DEFINED 14 69806
80
CAMPBELL SOUP CO COM 134429109 16013 431506 SH DEFINED 14 130381
301125
CANDELA CORP COM 136907102 948 59800 SH DEFINED 14 52500 7300

CAPITAL CORP OF THE WEST COM NEW 140065202 216 6740 SH DEFINED 14 6340
400
CAPITAL LEASE FDG INC COM 140288101 227 19880 SH DEFINED 03 19880
0
CAPITAL LEASE FDG INC COM 140288101 926 81200 SH DEFINED 14 41800
39400
CAPITAL ONE FINL CORP COM 14040H105 92172 1078669 SH DEFINED 14 421504
657165
CAPITAL TRUST INC MD CL A NEW 14052H506 777 21800 SH DEFINED 14 19400
2400
CAPITALSOURCE INC COM 14055X102 1368 58298 SH DEFINED 03 58298
0
CAPITALSOURCE INC COM 14055X102 204 8716 SH DEFINED 14 8716
0
CAPITOL BANCORP LTD COM 14056D105 479 12300 SH DEFINED 14 11300 1000

CAPTARIS INC COM 14071N104 241 51900 SH DEFINED 14 13757
38143
CARBO CERAMICS INC COM 140781105 1918 39047 SH DEFINED 14 12044
27003
CARAUSTAR INDS INC COM 140909102 1712 190267 SH DEFINED 14 84247
106020
CARDINAL FINL CORP COM 14149F109 413 35500 SH DEFINED 14 30200
5300
CARDINAL HEALTH INC COM 14149Y108 56052 871326 SH DEFINED 14 335433
535893
CAREER EDUCATION CORP COM 141665109 3829 128092 SH DEFINED 14 114608
13484
CAREMARK RX INC COM 141705103 38524 772339 SH DEFINED 14 302229
470110
CARLISLE COS INC COM 142339100 6282 79735 SH DEFINED 14 47031 32704

CARMAX INC COM 143130102 2330 64787 SH DEFINED 14 64693
94
CARMIKE CINEMAS INC COM 143436400 601 28500 SH DEFINED 14 28500
0
CARNIVAL CORP PAIRED CTF 143658300 30479 742125 SH DEFINED 14 289109
453016
CARPENTER TECHNOLOGY CORP COM 144285103 5195 46668 SH DEFINED 14 13252
33416
CARRAMERICA RLTY CORP COM 144418100 205 4600 SH DEFINED 14 4600
0
CARREKER CORP COM 144433109 0 5 SH DEFINED 10 5
0
CARREKER CORP COM 144433109 284 40596 SH DEFINED 14 10759
29837
CARTER INC COM 146229109 4390 166100 SH DEFINED 14 129600 36500

CASCADE BANCORP COM 147154108 387 13572 SH DEFINED 14 13572
0
CASCADE CORP COM 147195101 629 15900 SH DEFINED 14 15900
0
CASCADE NAT GAS CORP COM 147339105 460 21793 SH DEFINED 14 6319
15474
CASEYS GEN STORES INC COM 147528103 4233 169259 SH DEFINED 14 63879
105380
CASH AMER INTL INC COM 14754D100 2123 65861 SH DEFINED 14 16778
49083
CASTLE A M & CO COM 148411101 611 18957 SH DEFINED 14 5089
13868
CATALINA MARKETING CORP COM 148867104 762 26773 SH DEFINED 14 26773
0
CATAPULT COMMUNICATIONS CORP COM 149016107 206 18896 SH DEFINED 14 4996 13900

CATERPILLAR INC DEL COM 149123101 107643 1445259 SH DEFINED 14 545992
899267
CATHAY GENERAL BANCORP COM 149150104 1119 30760 SH DEFINED 14 30760
0
CATO CORP NEW CL A 149205106 2607 100832 SH DEFINED 14 32161
68671
CBEYOND COMMUNICATIONS INC COM 149847105 273 12500 SH DEFINED 14 10200
2300
CEDAR SHOPPING CTRS INC COM NEW 150602209 340 23100 SH DEFINED 14 13300
9800
CELGENE CORP COM 151020104 94 1985 SH DEFINED 10 1985
0
CELGENE CORP COM 151020104 1285 27100 SH DEFINED 14 26600
500
CENDANT CORP COM 151313103 71759 4405074 SH DEFINED 14 1739054 2666020

CENTENE CORP DEL COM 15135B101 1971 83750 SH DEFINED 14 25558
58192
CENTER FINL CORP CALIF COM 15146E102 421 17800 SH DEFINED 14 17800
0
CENTERPOINT ENERGY INC COM 15189T107 7398 592787 SH DEFINED 14 235122
357665
CENTEX CORP COM 152312104 17247 342471 SH DEFINED 14 198732
143739
CENTRACORE PROPERTIES TR COM 15235H107 401 16200 SH DEFINED 14 16200
0
CENTRAL PAC FINL CORP COM 154760102 4677 120855 SH DEFINED 14 53800
67055
CENTRAL PKG CORP COM 154785109 1063 66431 SH DEFINED 14 30618
35813
CENTRAL VT PUB SVC CORP COM 155771108 433 23455 SH DEFINED 14 8570 14885

CENTURY ALUM CO COM 156431108 4055 113618 SH DEFINED 14 60298
53320
CENTURYTEL INC COM 156700106 35750 962307 SH DEFINED 14 424506
537801
CEPHALON INC COM 156708109 2231 37114 SH DEFINED 14 36564
550
CEPHEID COM 15670R107 182 18700 SH DEFINED 14 18700
0
CERADYNE INC COM 156710105 7679 155153 SH DEFINED 14 96100
59053
CERIDIAN CORP NEW COM 156779100 2141 89028 SH DEFINED 14 88828
200
CERNER CORP COM 156782104 2 52 SH DEFINED 10 52
0
CERNER CORP COM 156782104 18299 493108 SH DEFINED 14 117526 375582

CHAMPION ENTERPRISES INC COM 158496109 5324 482281 SH DEFINED 14 238945
243336
CHAPARRAL STL CO DEL COM 159423102 5026 69792 SH DEFINED 14 30766
39026
CHARLES RIV LABS INTL INC COM 159864107 3467 94196 SH DEFINED 14 77996
16200
CHARTERMAC SH BEN INT 160908109 2137 114200 SH DEFINED 14 78200
36000
CHARLOTTE RUSSE HLDG INC COM 161048103 701 29300 SH DEFINED 14 29300
0
CHARMING SHOPPES INC COM 161133103 6 500 SH DEFINED 10 500
0
CHARMING SHOPPES INC COM 161133103 110 9700 SH DEFINED 14 9700
0
CHARTER COMMUNICATIONS INC D CL A 16117M107 32 28400 SH DEFINED 14 28400
0
CHATTEM INC COM 162456107 23949 788559 SH DEFINED 14 241200
547359
CHECKFREE CORP NEW COM 162813109 7240 146085 SH DEFINED 14 101838
44247
CHECKPOINT SYS INC COM 162825103 3105 139797 SH DEFINED 14 55732
84065
CHEESECAKE FACTORY INC COM 163072101 0 5 SH DEFINED 10 5
0
CHEESECAKE FACTORY INC COM 163072101 1330 49341 SH DEFINED 14 49341
0
CHEMED CORP NEW COM 16359R103 6855 125718 SH DEFINED 14 69978
55740
CHEMICAL FINL CORP COM 163731102 367 11979 SH DEFINED 14 11979
0
CHEMTURA CORP COM 163893100 2144 230305 SH DEFINED 14 211005 19300

CHESAPEAKE CORP COM 165159104 769 46847 SH DEFINED 14 20084
26763
CHESAPEAKE ENERGY CORP COM 165167107 103467 3420381 SH DEFINED 14 874819
2545562
CHEVRON CORP NEW COM 166764100 529897 8538456 SH DEFINED 14 3233886
5304570
CHICAGO MERCANTILE HLDGS INC CL A 167760107 1267 2579 SH DEFINED 14 2519
60
CHICOS FAS INC COM 168615102 4863 180252 SH DEFINED 14 150302
29950
CHILDRENS PL RETAIL STORES I COM 168905107 2858 47435 SH DEFINED 14 12670
34765
CHIPOTLE MEXICAN GRILL INC CL A 169656105 969 15900 SH DEFINED 14 15900
0
CHIQUITA BRANDS INTL INC COM 170032809 34476 2501881 SH DEFINED 14 772900 1728981

CHITTENDEN CORP COM 170228100 2516 97321 SH DEFINED 14 32195
65126
CHOICEPOINT INC COM 170388102 2901 69463 SH DEFINED 14 56663
12800
CHRISTOPHER & BANKS CORP COM 171046105 2025 69558 SH DEFINED 14 20673
48885
CHUBB CORP COM 171232101 53249 1067121 SH DEFINED 14 504331
562790
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 2059 111500 SH DEFINED 14 0
111500
CHURCH & DWIGHT INC COM 171340102 1736 48062 SH DEFINED 14 42712
5350
CIBER INC COM 17163B102 899 136346 SH DEFINED 14 52470
83876
CIENA CORP COM 171779101 0 100 SH DEFINED 10 100
0
CIENA CORP COM 171779101 4556 1014675 SH DEFINED 14 380756
633919
CIMAREX ENERGY CO COM 171798101 11789 274165 SH DEFINED 14 106161
168004
CINCINNATI BELL INC NEW COM 171871106 598 145805 SH DEFINED 14 145805
0
CINCINNATI FINL CORP COM 172062101 5 100 SH DEFINED 10 100
0
CINCINNATI FINL CORP COM 172062101 14071 302081 SH DEFINED 14 114157
187924
CIRCUIT CITY STORE INC COM 172737108 7415 268449 SH DEFINED 14 105362
163087
CIRCOR INTL INC COM 17273K109 338 11100 SH DEFINED 14 11100
0
CIRRUS LOGIC INC COM 172755100 1639 201300 SH DEFINED 14 177900 23400

CISCO SYS INC COM 17275R102 1 46 SH DEFINED 10 46
0
CISCO SYS INC COM 17275R102 326164 16700685 SH DEFINED 14 5626373
11074312
CITADEL BROADCASTING CORP COM 17285T106 385 43300 SH DEFINED 14 43300
0
CINTAS CORP COM 172908105 9845 245874 SH DEFINED 14 96017
149857
CITIGROUP INC COM 172967101 846040 17534517 SH DEFINED 14 6723823
10810694
CITIZENS BKG CORP MICH COM 174420109 1847 75650 SH DEFINED 14 61150
14500
CITIZENS COMMUNICATIONS CO COM 17453B101 8868 679517 SH DEFINED 14 237298
442219
CITRIX SYS INC COM 177376100 12400 308929 SH DEFINED 14 120799 188130

CITY HLDG CO COM 177835105 1008 27900 SH DEFINED 14 24700
3200
CITY NATL CORP COM 178566105 2131 32777 SH DEFINED 14 29677
3100
CLAIRES STORES INC COM 179584107 2512 98631 SH DEFINED 14 94716
3915
CLARCOR INC COM 179895107 3002 99968 SH DEFINED 14 29974
69994
CLEAR CHANNEL COMMUNICATIONS COM 184502102 26971 877377 SH DEFINED 14 339874
537503
CLEVELAND CLIFFS INC COM 185896107 11866 149652 SH DEFINED 14 46114
103538
CLICK COMMERCE INC COM NEW 18681D208 194 9700 SH DEFINED 10 9700
0
CLICK COMMERCE INC COM NEW 18681D208 22 1080 SH DEFINED 14 1080
0
CLOROX CO DEL COM 189054109 16473 268064 SH DEFINED 14 105152
162912
COACH INC COM 189754104 107552 3597053 SH DEFINED 14 910213
2686840
COACH INC PUT 189754104 9 4000 SH PUT DEFINED 10 40
0
COACHMEN INDS INC COM 189873102 296 25760 SH DEFINED 14 6778
18982
COBIZ INC COM 190897108 422 18750 SH DEFINED 14 18750
0
COCA COLA BOTTLING CO CONS COM 191098102 213 4200 SH DEFINED 14 4200
0
COCA COLA CO COM 191216100 350118 8138489 SH DEFINED 14 2419573
5718916
COCA COLA ENTERPRISES INC COM 191219104 45189 2218416 SH DEFINED 14 812254 1406162

COEUR D ALENE MINES CORP IDA COM 192108108 88 18300 SH DEFINED 14 18300
0
COGNEX CORP COM 192422103 2367 90805 SH DEFINED 14 27878
62927
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 37 543 SH DEFINED 10 543
0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7385 109551 SH DEFINED 14 104085
5466
COHERENT INC COM 192479103 8234 244040 SH DEFINED 14 62458
181582
COHU INC COM 192576106 798 45472 SH DEFINED 14 15010
30462
COINSTAR INC COM 19259P300 1306 54569 SH DEFINED 14 16922
37647
COLGATE PALMOLIVE CO COM 194162103 54608 912255 SH DEFINED 14 353272 558983

COLONIAL BANCGROUP INC COM 195493309 6180 240648 SH DEFINED 14 206236
34412
COLONIAL PPTYS TR COM SH BEN INT 195872106 3942 79800 SH DEFINED 03 1700
78100
COLONIAL PPTYS TR COM SH BEN INT 195872106 8675 175606 SH DEFINED 14 69871
105735
COLUMBIA BKG SYS INC COM 197236102 1 22 SH DEFINED 10 22
0
COLUMBIA BKG SYS INC COM 197236102 859 22971 SH DEFINED 14 22971
0
COMCAST CORP NEW CL A 20030N101 7 228 SH DEFINED 10 228
0
COMCAST CORP NEW CL A 20030N101 239088 7302628 SH DEFINED 14 2756298
4546330
COMERICA INC COM 200340107 58872 1132375 SH DEFINED 14 353066 779309

COMMERCE BANCORP INC NJ COM 200519106 9958 276140 SH DEFINED 14 104220
171920
COMMERCE BANCSHARES INC COM 200525103 315 6302 SH DEFINED 14 6302
0
COMMERCE GROUP INC MASS COM 200641108 289 9800 SH DEFINED 14 9800
0
COMMERCIAL METALS CO COM 201723103 3917 152397 SH DEFINED 14 96597
55800
COMMERCIAL VEH GROUP INC COM 202608105 476 23000 SH DEFINED 14 23000
0
COMMONWEALTH TEL ENTERPRISES COM 203349105 2609 78678 SH DEFINED 14 41787
36891
COMMSCOPE INC COM 203372107 1441 45878 SH DEFINED 14 45266
612
COMMUNITY BK SYS INC COM 203607106 2430 120495 SH DEFINED 14 65130 55365

COMMUNITY BKS INC MILLERSBUR COM 203628102 396 15218 SH DEFINED 14 14818
400
COMMUNITY HEALTH SYS INC NEW COM 203668108 2284 62159 SH DEFINED 14 60159
2000
COMMUNITY TR BANCORP INC COM 204149108 556 15926 SH DEFINED 14 15526
400
COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 772 112800 SH DEFINED 14 0
112800
COMPASS BANCSHARES INC COM 20449H109 12661 225759 SH DEFINED 14 88912
136847
COMPUCREDIT CORP COM 20478N100 742 19300 SH DEFINED 14 19300
0
COMPUTER PROGRAMS & SYS INC COM 205306103 1055 26400 SH DEFINED 14 26400
0
COMPUTER SCIENCES CORP COM 205363104 28866 516580 SH DEFINED 14 282569 234011

COMPUWARE CORP COM 205638109 4672 694154 SH DEFINED 14 266200
427954
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1154 39131 SH DEFINED 14 11700
27431
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 0 5 SH DEFINED 10 5
0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 5785 292618 SH DEFINED 14 119148
173470
CONAGRA FOODS INC COM 205887102 30664 1386877 SH DEFINED 14 750425
636452
CON-WAY INC COM 205944101 7436 127255 SH DEFINED 14 70455
56800
CONEXANT SYSTEMS INC COM 207142100 99 42072 SH DEFINED 14 42072
0
CONMED CORP COM 207410101 1648 79593 SH DEFINED 14 41628 37965

CONNETICS CORP COM 208192104 1221 103859 SH DEFINED 14 45585
58274
CONNS INC COM 208242107 268 10100 SH DEFINED 14 10100
0
CONOCOPHILLIPS COM 20825C104 66 1000 SH DEFINED 10 1000
0
CONOCOPHILLIPS COM 20825C104 402006 6134682 SH DEFINED 14 2448561
3686121
CONSECO INC COM NEW 208464883 284 12429 SH DEFINED 14 12429
0
CONSOL ENERGY INC COM 20854P109 12687 271840 SH DEFINED 14 102600
169240
CONSOLIDATED EDISON INC COM 209115104 30077 677569 SH DEFINED 14 376750
300819
CONSOLIDATED GRAPHICS INC COM 209341106 2467 47386 SH DEFINED 14 19442 27944

CONSOLIDATED TOMOKA LD CO COM 210226106 259 4700 SH DEFINED 14 4700
0
CONSTELLATION BRANDS INC CL A 21036P108 8654 329804 SH DEFINED 14 132923
196881
CONSTELLATION ENERGY GROUP I COM 210371100 18007 330274 SH DEFINED 14 124961
205313
CONVERGYS CORP COM 212485106 15723 796929 SH DEFINED 14 570367
226562
COOPER COS INC COM NEW 216648402 3896 86985 SH DEFINED 14 26139
60846
COOPER TIRE & RUBR CO COM 216831107 3793 340517 SH DEFINED 14 296932
43585
COPART INC COM 217204106 0 5 SH DEFINED 10 5
0
COPART INC COM 217204106 1033 42094 SH DEFINED 14 42062 32

CORINTHIAN COLLEGES INC COM 218868107 6143 427803 SH DEFINED 14 290326
137477
CORN PRODS INTL INC COM 219023108 4993 171408 SH DEFINED 14 43248
128160
CORNING INC COM 219350105 69404 2869112 SH DEFINED 14 1141218
1727894
CORPORATE EXECUTIVE BRD CO COM 21988R102 5623 55901 SH DEFINED 14 48821
7080
CORUS BANKSHARES INC COM 220873103 3804 145296 SH DEFINED 14 128096
17200
COST PLUS INC CALIF COM 221485105 596 40514 SH DEFINED 14 10754
29760
COSTCO WHSL CORP NEW COM 22160K105 59291 1037819 SH DEFINED 14 372349
665470
COUNTRYWIDE FINANCIAL CORP COM 222372104 119471 3137376 SH DEFINED 14 1258580 1878796

COVAD COMMUNICATIONS GROUP I COM 222814204 42 21025 SH DEFINED 14 21025
0
COVANCE INC COM 222816100 2369 38696 SH DEFINED 14 38646
50
COVANSYS CORP COM 22281W103 464 36904 SH DEFINED 14 35104
1800
COVENTRY HEALTH CARE INC COM 222862104 47275 860483 SH DEFINED 14 234719
625764
COX RADIO INC CL A 224051102 193 13400 SH DEFINED 14 13400
0
CRANE CO COM 224399105 2055 51563 SH DEFINED 14 47530
4033
CREDENCE SYS CORP COM 225302108 0 100 SH DEFINED 10 100
0
CREDENCE SYS CORP COM 225302108 258 73772 SH DEFINED 14 73772
0
CREE INC COM 225447101 1143 47841 SH DEFINED 14 47841
0
CROSS CTRY HEALTHCARE INC COM 227483104 709 38971 SH DEFINED 14 10787
28184
CROWN CASTLE INTL CORP COM 228227104 8146 238600 SH DEFINED 14 22500
216100
CROWN HOLDINGS INC COM 228368106 274 17600 SH DEFINED 14 16500
1100
CRYOLIFE INC COM 228903100 234 43269 SH DEFINED 14 13511
29758
CUBIC CORP COM 229669106 560 28368 SH DEFINED 14 7501
20867
CULLEN FROST BANKERS INC COM 229899109 1731 30273 SH DEFINED 14 30273
0
CUMMINS INC COM 231021106 76020 621844 SH DEFINED 14 142869 478975

CUMULUS MEDIA INC CL A 231082108 1 100 SH DEFINED 10 100
0
CUMULUS MEDIA INC CL A 231082108 2480 232400 SH DEFINED 14 76000
156400
CURTISS WRIGHT CORP COM 231561101 2611 83834 SH DEFINED 14 24618
59216
CYBERONICS INC COM 23251P102 900 42518 SH DEFINED 14 12914
29604
CYMER INC COM 232572107 4822 103796 SH DEFINED 14 35182
68614
CYPRESS SEMICONDUCTOR CORP COM 232806109 1202 86229 SH DEFINED 14 85429
800
CYTEC INDS INC COM 232820100 1336 24841 SH DEFINED 14 24826
15
CYTYC CORP COM 232946103 1830 72186 SH DEFINED 14 71406 780

DJO INCORPORATED COM 23325G104 1629 44537 SH DEFINED 14 13763
30774
DPL INC COM 233293109 1987 74145 SH DEFINED 14 74145
0
DRS TECHNOLOGIES INC COM 23330X100 2319 49310 SH DEFINED 14 45110
4200
D R HORTON INC COM 23331A109 11645 479621 SH DEFINED 14 190386
289235
DST SYS INC DEL COM 233326107 9436 158594 SH DEFINED 14 98694
59900
DSP GROUP INC COM 23332B106 1717 69108 SH DEFINED 14 17987
51121
DTE ENERGY CO COM 233331107 38231 938408 SH DEFINED 14 366872
571536
DTS INC COM 23335C101 323 16600 SH DEFINED 14 16000 600

DADE BEHRING HLDGS INC COM 23342J206 316 7600 SH DEFINED 14 7600
0
DAKTRONICS INC COM 234264109 1777 61562 SH DEFINED 14 19104
42458
DANAHER CORP DEL COM 235851102 27889 433604 SH DEFINED 14 166310
267294
DARDEN RESTAURANTS INC COM 237194105 50066 1270712 SH DEFINED 14 355493
915219
DATASCOPE CORP COM 238113104 784 25290 SH DEFINED 14 8232
17058
DAVITA INC COM 23918K108 426 8580 SH DEFINED 14 8460
120
DB COMMODITY INDEX TRACKING UNIT BEN INT 240225102 7590 300000 SH DEFINED 10 300000
0
DEAN FOODS CO NEW COM 242370104 10955 299490 SH DEFINED 14 89619 209871

DECKERS OUTDOOR CORP COM 243537107 2942 76300 SH DEFINED 14 47700
28600
DEERE & CO COM 244199105 53420 648228 SH DEFINED 14 319935
328293
DEL MONTE FOODS CO COM 24522P103 1188 105761 SH DEFINED 14 17793
87968
DELL INC COM 24702R101 1 37 SH DEFINED 10 37
0
DELL INC COM 24702R101 162079 6626293 SH DEFINED 14 2123719
4502574
DELPHI FINL GROUP INC CL A 247131105 3007 84329 SH DEFINED 14 25230
59099
DELTA & PINE LD CO COM 247357106 2136 72637 SH DEFINED 14 23312
49325
DELTIC TIMBER CORP COM 247850100 1524 27031 SH DEFINED 14 9609 17422

DENBURY RES INC COM NEW 247916208 2294 72450 SH DEFINED 14 72350
100
DELUXE CORP COM 248019101 4153 194358 SH DEFINED 14 179658
14700
DENDRITE INTL INC COM 248239105 786 85118 SH DEFINED 14 26165
58953
DENTSPLY INTL INC NEW COM 249030107 2930 48350 SH DEFINED 14 48240
110
DEVELOPERS DIVERSIFIED RLTY COM 251591103 5388 103260 SH DEFINED 03 3500
99760
DEVELOPERS DIVERSIFIED RLTY COM 251591103 4663 89363 SH DEFINED 14 84913
4450
DEVON ENERGY CORP NEW COM 25179M103 133960 2217513 SH DEFINED 14 794242
1423271
DEVRY INC DEL COM 251893103 830 37769 SH DEFINED 14 37769
0
DIAGNOSTIC PRODS CORP COM 252450101 2710 46595 SH DEFINED 14 14592
32003
DIAMOND OFFSHORE DRILLING IN COM 25271C102 402 4842 SH DEFINED 14 4717
125
DIAMONDROCK HOSPITALITY CO COM 252784301 1619 109300 SH DEFINED 03 4500
104800
DIAMONDROCK HOSPITALITY CO COM 252784301 1237 83500 SH DEFINED 14 50100
33400
DIAMONDCLUSTER INTL INC COM 25278P106 1212 153000 SH DEFINED 14 107900
45100
DIEBOLD INC COM 253651103 1700 41854 SH DEFINED 14 41854
0
DIGENE CORP COM 253752109 4273 110300 SH DEFINED 14 87200
23100
DIGI INTL INC COM 253798102 772 61595 SH DEFINED 14 25477 36118

DIGITAL INSIGHT CORP COM 25385P106 2202 66357 SH DEFINED 14 19656
46701
DIGITAL RIV INC COM 25388B104 10 238 SH DEFINED 10 238
0
DIGITAL RIV INC COM 25388B104 10574 261800 SH DEFINED 14 101300
160500
DIME CMNTY BANCSHARES COM 253922108 825 59369 SH DEFINED 14 13106
46263
DILLARDS INC CL A 254067101 3582 112726 SH DEFINED 14 40429
72297
DIODES INC COM 254543101 1529 37617 SH DEFINED 14 11717
25900
DIONEX CORP COM 254546104 4 70 SH DEFINED 10 70
0
DIONEX CORP COM 254546104 2089 38672 SH DEFINED 14 11621 27051

DIRECT GEN CORP COM 25456W204 0 13 SH DEFINED 10 13
0
DIRECT GEN CORP COM 25456W204 349 20600 SH DEFINED 14 20600
0
DIRECTED ELECTRONICS INC COM 254575103 291 22200 SH DEFINED 14 22200
0
DIRECTV GROUP INC COM 25459L106 70364 4264503 SH DEFINED 14 890502
3374001
DISNEY WALT CO COM DISNEY 254687106 115514 3863336 SH DEFINED 14 1484747
2378589
DISCOVERY HOLDING CO CL A COM 25468Y107 326 22273 SH DEFINED 14 22003
270
DITECH NETWORKS INC COM 25500T108 819 93950 SH DEFINED 14 49600
44350
DR REDDYS LABS LTD ADR 256135203 1241 44800 SH DEFINED 14 9000 35800

DOLLAR GEN CORP COM 256669102 8273 591740 SH DEFINED 14 212835
378905
DOLLAR TREE STORES INC COM 256747106 4738 178795 SH DEFINED 14 116406
62389
DOMINION RES INC VA NEW COM 25746U109 58488 782036 SH DEFINED 14 380416
401620
DOMINOS PIZZA INC COM 25754A201 591 23893 SH DEFINED 14 23893
0
DONALDSON INC COM 257651109 1632 48319 SH DEFINED 14 47819
500
DONNELLEY R R & SONS CO COM 257867101 37794 1182901 SH DEFINED 14 304601
878300
DOVER CORP COM 260003108 23664 478730 SH DEFINED 14 149878
328852
DOVER DOWNS GAMING & ENTMT I COM 260095104 4556 231955 SH DEFINED 14 87455 144500

DOW CHEM CO COM 260543103 157049 4023805 SH DEFINED 14 1423880
2599925
DOW JONES & CO INC COM 260561105 3678 107232 SH DEFINED 14 41538
65694
DOWNEY FINL CORP COM 261018105 3997 57372 SH DEFINED 14 12952
44420
DRDGOLD LTD SPONSORED ADR 26152H103 137 100000 SH DEFINED 10 100000
0
DRESS BARN INC COM 261570105 4016 158436 SH DEFINED 14 70862
87574
DREW INDS INC COM NEW 26168L205 887 28125 SH DEFINED 14 7488
20637
DRIL-QUIP INC COM 262037104 1378 16710 SH DEFINED 14 5622
11088
DU PONT E I DE NEMOURS & CO COM 263534109 72192 1735376 SH DEFINED 14 640588 1094788

DUKE REALTY CORP COM NEW 264411505 428 12168 SH DEFINED 03 1100
11068
DUKE REALTY CORP COM NEW 264411505 1236 35166 SH DEFINED 14 11616
23550
DUKE ENERGY CORP NEW COM 26441C105 110053 3747112 SH DEFINED 14 1707867
2039245
DUN & BRADSTREET CORP DEL NE COM 26483E100 2806 40276 SH DEFINED 14 40176
100
DUQUESNE LT HLDGS INC COM 266233105 938 57027 SH DEFINED 14 57027
0
DYCOM INDS INC COM 267475101 538 24560 SH DEFINED 14 24560
0
DYNEGY INC NEW CL A 26816Q101 3267 597273 SH DEFINED 14 231481
365792
EGL INC COM 268484102 17541 349430 SH DEFINED 14 129359 220071

E M C CORP MASS COM 268648102 65079 5932483 SH DEFINED 14 1764759
4167724
ENSCO INTL INC COM 26874Q100 8968 194878 SH DEFINED 14 158728
36150
EOG RES INC COM 26875P101 29994 432568 SH DEFINED 14 167194
265374
EPIQ SYS INC COM 26882D109 419 25159 SH DEFINED 14 6593
18566
ESS TECHNOLOGY INC COM 269151106 153 70614 SH DEFINED 14 23589
47025
E TRADE FINANCIAL CORP COM 269246104 16709 732205 SH DEFINED 14 281808
450397
EAGLE MATERIALS INC COM 26969P108 57283 1205963 SH DEFINED 14 415476
790487
EARTHLINK INC COM 270321102 3218 371545 SH DEFINED 14 329945 41600

EAST WEST BANCORP INC COM 27579R104 8 200 SH DEFINED 10 200
0
EAST WEST BANCORP INC COM 27579R104 4935 129334 SH DEFINED 14 34670
94664
EASTGROUP PPTY INC COM 277276101 2022 43325 SH DEFINED 14 13000
30325
EASTMAN CHEM CO COM 277432100 28169 521647 SH DEFINED 14 230506
291141
EASTMAN KODAK CO COM 277461109 18173 755625 SH DEFINED 14 458144
297481
EATON CORP COM 278058102 42190 559553 SH DEFINED 14 120679
438874
EATON VANCE CORP COM NON VTG 278265103 2990 119800 SH DEFINED 14 113600
6200
EBAY INC COM 278642103 59721 2038956 SH DEFINED 14 780884 1258072

ECHELON CORP COM 27874N105 175 23300 SH DEFINED 14 23300
0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 10249 332660 SH DEFINED 14 51800
280860
ECOLAB INC COM 278865100 13213 325604 SH DEFINED 14 126002
199602
ECOLLEGE COM COM 27887E100 499 23600 SH DEFINED 14 23600
0
EDISON INTL COM 281020107 55872 1432621 SH DEFINED 14 460962
971659
EDO CORP COM 281347104 731 29757 SH DEFINED 14 9674
20083
EDWARDS AG INC COM 281760108 8644 158253 SH DEFINED 14 111853
46400
EDWARDS LIFESCIENCES CORP COM 28176E108 4158 91520 SH DEFINED 14 83322 8198

EFUNDS CORP COM 28224R101 3844 174335 SH DEFINED 14 84698
89637
EL PASO CORP COM 28336L109 18141 1209394 SH DEFINED 14 471753
737641
EL PASO ELEC CO COM NEW 283677854 3108 154148 SH DEFINED 14 61629
92519
ELECTRO SCIENTIFIC INDS COM 285229100 960 53378 SH DEFINED 14 14272
39106
ELECTRONIC ARTS INC COM 285512109 21945 509876 SH DEFINED 14 199916
309960
ELECTRONIC DATA SYS NEW COM 285661104 26513 1096955 SH DEFINED 14 545461
551494
ELECTRONICS FOR IMAGING INC COM 286082102 301 14400 SH DEFINED 14 14400
0
ELKCORP COM 287456107 924 33776 SH DEFINED 14 9136 24640

EMBARQ CORP COM 29078E105 120 2933 SH DEFINED 03 0
2933
EMBARQ CORP COM 29078E105 12743 310875 SH DEFINED 14 103416
207459
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 236 17600 SH DEFINED 14 2561
15039
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 735 49700 SH DEFINED 14 10047
39653
EMDEON CORP COM 290849108 36748 2961161 SH DEFINED 14 674426
2286735
EMCOR GROUP INC COM 29084Q100 3420 70264 SH DEFINED 14 25662
44602
EMERSON ELEC CO COM 291011104 159 1900 SH DEFINED 10 1900
0
EMERSON ELEC CO COM 291011104 161662 1928912 SH DEFINED 14 513441 1415471

EMMIS COMMUNICATIONS CORP CL A 291525103 356 22760 SH DEFINED 14 22760
0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 607 23000 SH DEFINED 14 5000
18000
ENCORE CAP GROUP INC COM 292554102 0 14 SH DEFINED 10 14
0
ENCORE CAP GROUP INC COM 292554102 169 13800 SH DEFINED 14 13000
800
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 315 9546 SH DEFINED 14 9546
0
ENERGEN CORP COM 29265N108 8112 211206 SH DEFINED 14 51178
160028
ENERGY EAST CORP COM 29266M109 9196 384296 SH DEFINED 14 209496
174800
ENERGIZER HLDGS INC COM 29266R108 17410 294577 SH DEFINED 14 91715 202862

ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 263 5900 SH DEFINED 14 5900
0
ENERSIS S A SPONSORED ADR 29274F104 248 22000 SH DEFINED 14 3000
19000
ENNIS INC COM 293389102 673 34200 SH DEFINED 14 34200
0
ENPRO INDS INC COM 29355X107 3150 93737 SH DEFINED 14 46900
46837
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3023 115539 SH DEFINED 14 111239
4300
ENTERGY CORP NEW COM 29364G103 36602 518438 SH DEFINED 14 283820
234618
ENTERPRISE PRODS PARTNERS L COM 293792107 511 20533 SH DEFINED 14 20533
0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 5135 119271 SH DEFINED 14 48805 70466

ENTRUST INC COM 293848107 44 12800 SH DEFINED 14 12800
0
ENZON PHARMACEUTICALS INC COM 293904108 2593 343900 SH DEFINED 14 229900
114000
ENZO BIOCHEM INC COM 294100102 818 54275 SH DEFINED 14 16588
37687
EPICOR SOFTWARE CORP COM 29426L108 1062 100900 SH DEFINED 14 26900
74000
EQUIFAX INC COM 294429105 7978 234981 SH DEFINED 14 92285
142696
EQUITABLE RES INC COM 294549100 2423 72316 SH DEFINED 14 72226
90
EQUITY INNS INC COM 294703103 1194 72100 SH DEFINED 14 72100
0
EQUITY OFFICE PROPERTIES TRU COM 294741103 6191 169580 SH DEFINED 03 5100 164480

EQUITY OFFICE PROPERTIES TRU COM 294741103 22909 627468 SH DEFINED 14 244401
383067
EQUITY RESIDENTIAL SH BEN INT 29476L107 8329 186200 SH DEFINED 03 6900
179300
EQUITY RESIDENTIAL SH BEN INT 29476L107 22295 498433 SH DEFINED 14 196241
302192
ERESEARCHTECHNOLOGY INC COM 29481V108 0 1 SH DEFINED 10 1
0
ERESEARCHTECHNOLOGY INC COM 29481V108 206 22675 SH DEFINED 14 4275
18400
ERIE INDTY CO CL A 29530P102 221 4248 SH DEFINED 14 4248
0
ESSEX PPTY TR INC COM 297178105 4960 44417 SH DEFINED 14 13409
31008
ESTERLINE TECHNOLOGIES CORP COM 297425100 2033 49333 SH DEFINED 14 14933 34400

ETHAN ALLEN INTERIORS INC COM 297602104 2368 64791 SH DEFINED 14 19114
45677
EXAR CORP COM 300645108 3743 282078 SH DEFINED 14 148120
133958
EXELON CORP COM 30161N101 81995 1442804 SH DEFINED 14 705675
737129
EXPEDIA INC DEL COM 30212P105 349 23296 SH DEFINED 14 23041
255
EXPEDITORS INTL WASH INC COM 302130109 9063 161805 SH DEFINED 14 153565
8240
EXPRESS SCRIPTS INC COM 302182100 17760 250642 SH DEFINED 14 96197
154445
EXPRESSJET HOLDINGS INC CL A 30218U108 100 14500 SH DEFINED 14 14500
0
EXTREME NETWORKS INC COM 30226D106 43 10350 SH DEFINED 14 10350
0
EXXON MOBIL CORP COM 30231G102 1258693 20516591 SH DEFINED 14 7816927
12699664
FEI CO COM 30241L109 1 65 SH DEFINED 10 65
0
FEI CO COM 30241L109 1095 49131 SH DEFINED 14 15204
33927
FLIR SYS INC COM 302445101 1 37 SH DEFINED 10 37
0
FLIR SYS INC COM 302445101 3100 134570 SH DEFINED 14 41212
93358
F M C CORP COM NEW 302491303 3794 58853 SH DEFINED 14 52308
6545
FMC TECHNOLOGIES INC COM 30249U101 2823 41852 SH DEFINED 14 41772
80
FNB CORP PA COM 302520101 164 10396 SH DEFINED 14 10396
0
FPIC INS GROUP INC COM 302563101 415 10700 SH DEFINED 14 10700
0
FPL GROUP INC COM 302571104 65371 1579782 SH DEFINED 14 440521
1139261
FACTSET RESH SYS INC COM 303075105 4364 92271 SH DEFINED 14 32025
60246
FAIR ISAAC CORP COM 303250104 3283 90410 SH DEFINED 14 76911
13499
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 8038 442399 SH DEFINED 14 360499
81900
FAIRPOINT COMMUNICATIONS INC COM 305560104 865 60100 SH DEFINED 14 57800
2300
FAMILY DLR STORES INC COM 307000109 8392 342967 SH DEFINED 14 107904
235063
FASTENAL CO COM 311900104 4 100 SH DEFINED 10 100
0
FASTENAL CO COM 311900104 3099 76917 SH DEFINED 14 76579
338
FEDERAL AGRIC MTG CORP CL C 313148306 349 12600 SH DEFINED 14 12600
0
FEDERAL HOME LN MTG CORP COM 313400301 124290 2180148 SH DEFINED 14 667659
1512489
FEDERAL NATL MTG ASSN COM 313586109 96857 2013661 SH DEFINED 14 800726
1212935
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 311 4440 SH DEFINED 14 4400
40
FEDERAL SIGNAL CORP COM 313855108 444 29441 SH DEFINED 14 29441
0
FEDERATED DEPT STORES INC DE COM 31410H101 79395 2168664 SH DEFINED 14 909760
1258904
FEDERATED INVS INC PA CL B 314211103 4627 148291 SH DEFINED 14 58537 89754

FEDEX CORP COM 31428X106 139096 1190280 SH DEFINED 14 362538
827742
FELCOR LODGING TR INC COM 31430F101 2604 119800 SH DEFINED 03 3500
116300
FELCOR LODGING TR INC COM 31430F101 3535 162626 SH DEFINED 14 90826
71800
FERRO CORP COM 315405100 412 25902 SH DEFINED 14 25902
0
F5 NETWORKS INC COM 315616102 26 479 SH DEFINED 10 479
0
F5 NETWORKS INC COM 315616102 1315 24581 SH DEFINED 14 24581
0
FIDELITY BANKSHARES INC NEW COM 31604Q107 1348 41907 SH DEFINED 14 11607
30300
FIDELITY NATL INFORMATION SV COM 31620M106 3012 85084 SH DEFINED 14 73684 11400

FIDELITY NATL FINL INC COM 316326107 4807 123406 SH DEFINED 14 119654
3752
FIELDSTONE INVT CORP COM 31659U300 1 71 SH DEFINED 10 71
0
FIELDSTONE INVT CORP COM 31659U300 2763 301600 SH DEFINED 14 159400
142200
FIFTH THIRD BANCORP COM 316773100 40062 1078379 SH DEFINED 14 417572
660807
FILENET CORP COM 316869106 2544 95527 SH DEFINED 14 25534
69993
FINANCIAL FED CORP COM 317492106 2247 80800 SH DEFINED 14 34372
46428
FINISAR COM 31787A101 0 44 SH DEFINED 10 44
0
FINISAR COM 31787A101 58 17700 SH DEFINED 14 17700
0
FINISH LINE INC CL A 317923100 1681 142061 SH DEFINED 14 73100
68961
FIRST AMERN CORP CALIF COM 318522307 5000 119753 SH DEFINED 14 105360
14393
FIRST BANCORP P R COM 318672102 3606 387760 SH DEFINED 14 108746
279014
FIRST BUSEY CORP COM 319383105 213 10401 SH DEFINED 14 10401
0
FIRST CASH FINL SVCS INC COM 31942D107 523 26500 SH DEFINED 14 26500
0
FIRST CHARTER CORP COM 319439105 383 15600 SH DEFINED 14 15600
0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 935 4662 SH DEFINED 14 4162
500
FIRST COMWLTH FINL CORP PA COM 319829107 2015 158628 SH DEFINED 14 63328 95300

FIRST CMNTY BANCSHARES INC N COM 31983A103 225 6806 SH DEFINED 14 6806
0
FIRST CMNTY BANCORP CALIF COM 31983B101 768 13000 SH DEFINED 14 12700
300
FIRST DATA CORP COM 319963104 60444 1338151 SH DEFINED 14 521615
816536
FIRST FINL BANKSHARES COM 32020R109 289 7917 SH DEFINED 14 7917
0
FIRST FINL CORP IND COM 320218100 246 8200 SH DEFINED 14 8200
0
FIRST HORIZON NATL CORP COM 320517105 9114 228130 SH DEFINED 14 88712
139418
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 76 2000 SH DEFINED 03 0
2000
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 4245 111900 SH DEFINED 14 84600 27300

FIRST IND CORP COM 32054R108 636 24450 SH DEFINED 14 6750
17700
FIRST MARBLEHEAD CORP COM 320771108 278 4800 SH DEFINED 14 4800
0
FIRST MERCHANTS CORP COM 320817109 651 26759 SH DEFINED 14 24059
2700
FIRST MIDWEST BANCORP DEL COM 320867104 4011 108169 SH DEFINED 14 30327
77842
FIRST NIAGARA FINL GP INC COM 33582V108 3051 217623 SH DEFINED 14 179823
37800
FIRST PL FINL CORP COM 33610T109 209 9100 SH DEFINED 14 9100
0
FIRST REP BK SAN FRANCISCO COM 336158100 2458 53662 SH DEFINED 14 16046
37616
FIRST ST BANCORPORATION COM 336453105 226 9500 SH DEFINED 14 9500
0
1ST SOURCE CORP COM 336901103 305 9020 SH DEFINED 14 8520
500
FISERV INC COM 337738108 104047 2293795 SH DEFINED 14 541601
1752194
FIRSTFED FINL CORP COM 337907109 10505 182162 SH DEFINED 14 83194
98968
FIRSTMERIT CORP COM 337915102 1531 73103 SH DEFINED 14 67203
5900
FLAGSTAR BANCORP INC COM 337930101 2104 131805 SH DEFINED 14 76560
55245
FIRSTENERGY CORP COM 337932107 57939 1068795 SH DEFINED 14 482274
586521
FISHER SCIENTIFIC INTL INC COM NEW 338032204 15971 218632 SH DEFINED 14 85007
133625
FLEETWOOD ENTERPRISES INC COM 339099103 1900 252041 SH DEFINED 14 138272 113769

FLORIDA ROCK INDS INC COM 341140101 5437 109468 SH DEFINED 14 59662
49806
FLUOR CORP NEW COM 343412102 14172 154714 SH DEFINED 14 60692
94022
FLOWERS FOODS INC COM 343498101 3001 106773 SH DEFINED 14 32077
74696
FLOWSERVE CORP COM 34354P105 1968 34584 SH DEFINED 14 34584
0
FLUSHING FINL CORP COM 343873105 216 12050 SH DEFINED 14 12050
0
FOOT LOCKER INC COM 344849104 2369 96716 SH DEFINED 14 96416
300
FORD MTR CO DEL COM PAR $0.01 345370860 41369 5969505 SH DEFINED 14 2291727
3677778
FOREST CITY ENTERPRISES INC CL A 345550107 283 5676 SH DEFINED 14 5676
0
FOREST LABS INC COM 345838106 22819 589637 SH DEFINED 14 223901
365736
FOREST OIL CORP COM PAR $0.01 346091705 2162 65196 SH DEFINED 14 52296
12900
FORGENT NETWORKS INC COM 34629U103 15 21726 SH DEFINED 14 21726
0
FORRESTER RESH INC COM 346563109 459 16400 SH DEFINED 14 16400
0
FORTUNE BRANDS INC COM 349631101 17475 246096 SH DEFINED 14 96993
149103
FORWARD AIR CORP COM 349853101 4647 114095 SH DEFINED 14 62233
51862
FOSSIL INC COM 349882100 6018 334141 SH DEFINED 14 128968
205173
FOUNDRY NETWORKS INC COM 35063R100 2263 212300 SH DEFINED 14 189100 23200

4 KIDS ENTMT INC COM 350865101 389 23984 SH DEFINED 14 6369
17615
FRANKLIN BK CORP DEL COM 352451108 1289 63824 SH DEFINED 14 29987
33837
FRANKLIN RES INC COM 354613101 24127 278795 SH DEFINED 14 107224
171571
FREDS INC CL A 356108100 1064 79725 SH DEFINED 14 25786
53939
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 24565 443336 SH DEFINED 14 127114
316222
FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 572 19450 SH DEFINED 14 0
19450
FREESCALE SEMICONDUCTOR INC CL B 35687M206 50516 1718215 SH DEFINED 14 497754
1220461
FREIGHTCAR AMER INC COM 357023100 255 4600 SH DEFINED 14 4600
0
FREMONT GEN CORP COM 357288109 2842 152042 SH DEFINED 14 40313
111729
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 2095 190936 SH DEFINED 14 19836
171100
FRONTIER AIRLINES HOLDINGS I COM 359059102 486 67346 SH DEFINED 14 17988
49358
FRONTIER OIL CORP COM 35914P105 8899 274652 SH DEFINED 14 80296
194356
FULLER H B CO COM 359694106 2367 57531 SH DEFINED 14 17776
39755
FULTON FINL CORP PA COM 360271100 221 13863 SH DEFINED 14 13863
0
FURNITURE BRANDS INTL INC COM 360921100 1360 65250 SH DEFINED 14 60650
4600
G & K SVCS INC CL A 361268105 1427 41020 SH DEFINED 14 12312 28708

GATX CORP COM 361448103 1432 34070 SH DEFINED 14 34070
0
GALLAGHER ARTHUR J & CO COM 363576109 1507 59644 SH DEFINED 14 59644
0
GAMESTOP CORP NEW CL A 36467W109 1560 37134 SH DEFINED 14 37134
0
GANNETT INC COM 364730101 108836 1945937 SH DEFINED 14 641328
1304609
GAP INC DEL COM 364760108 23595 1356029 SH DEFINED 14 387956
968073
GARDNER DENVER INC COM 365558105 5045 131036 SH DEFINED 14 32080
98956
GARTNER INC COM 366651107 1437 101170 SH DEFINED 14 70370
30800
GATEWAY INC COM 367626108 495 287702 SH DEFINED 14 101331 186371

GEN-PROBE INC NEW COM 36866T103 2870 52949 SH DEFINED 14 45949
7000
GEMSTAR-TV GUIDE INTL INC COM 36866W106 78 22200 SH DEFINED 14 22200
0
GENCORP INC COM 368682100 1751 109202 SH DEFINED 14 28130
81072
GENENTECH INC COM NEW 368710406 33772 412865 SH DEFINED 14 40247
372618
GENERAL COMMUNICATION INC CL A 369385109 1145 92909 SH DEFINED 14 30019
62890
GENERAL DYNAMICS CORP COM 369550108 68807 1051135 SH DEFINED 14 444363
606772
GENERAL ELECTRIC CO COM 369604103 1007144 30556564 SH DEFINED 14 9887368
20669196
GENERAL GROWTH PPTYS INC COM 370021107 8012 177800 SH DEFINED 03 5100 172700

GENERAL GROWTH PPTYS INC COM 370021107 1649 36600 SH DEFINED 14 17400
19200
GENERAL MLS INC COM 370334104 53641 1038352 SH DEFINED 14 314879
723473
GENERAL MTRS CORP COM 370442105 31293 1140415 SH DEFINED 14 511368
629047
GENESCO INC COM 371532102 2963 87495 SH DEFINED 14 36913
50582
GENESIS HEALTHCARE CORP COM 37184D101 3411 72000 SH DEFINED 14 40800
31200
GENTEX CORP COM 371901109 1365 97302 SH DEFINED 14 96802
500
GENLYTE GROUP INC COM 372302109 2450 33828 SH DEFINED 14 25028
8800
GENTEK INC COM NEW 37245X203 688 25637 SH DEFINED 03 25637
0
GENUINE PARTS CO COM 372460105 12843 308802 SH DEFINED 14 119066
189736
GENTIVA HEALTH SERVICES INC COM 37247A102 2 100 SH DEFINED 10 100
0
GENTIVA HEALTH SERVICES INC COM 37247A102 849 53069 SH DEFINED 14 16781
36288
GENWORTH FINL INC COM CL A 37247D106 35734 1025662 SH DEFINED 14 302725
722937
GENZYME CORP COM 372917104 37 610 SH DEFINED 10 610
0
GENZYME CORP COM 372917104 27107 444015 SH DEFINED 14 170765
273250
GEORGIA GULF CORP COM PAR $0.01 373200203 3849 153828 SH DEFINED 14 72999
80829
GERBER SCIENTIFIC INC COM 373730100 571 43904 SH DEFINED 14 11028 32876

GETTY IMAGES INC COM 374276103 270 4250 SH DEFINED 14 4200
50
GEVITY HR INC COM 374393106 1373 51710 SH DEFINED 14 16273
35437
GIANT INDS INC COM 374508109 2882 43300 SH DEFINED 14 39400
3900
GILEAD SCIENCES INC COM 375558103 47790 807806 SH DEFINED 14 313599
494207
GLACIER BANCORP INC NEW COM 37637Q105 1790 61169 SH DEFINED 14 17500
43669
GLAMIS GOLD LTD COM 376775102 500 13202 SH DEFINED 14 13202
0
GLATFELTER COM 377316104 471 29423 SH DEFINED 14 29423
0
GLENBOROUGH RLTY TR INC COM 37803P105 2871 133300 SH DEFINED 03 2000 131300

GLENBOROUGH RLTY TR INC COM 37803P105 1639 76078 SH DEFINED 14 21839
54239
GLIMCHER RLTY TR SH BEN INT 379302102 201 8100 SH DEFINED 14 8100
0
GLOBAL IMAGING SYSTEMS COM 37934A100 2152 53342 SH DEFINED 14 13598
39744
GLOBAL PMTS INC COM 37940X102 9009 185564 SH DEFINED 14 41740
143824
GOLDCORP INC NEW COM 380956409 293 9700 SH DEFINED 10 9700
0
GOLDCORP INC NEW PUT 380956409 21 8000 SH PUT DEFINED 10 80
0
GOLDEN WEST FINL CORP DEL COM 381317106 42641 574672 SH DEFINED 14 295453
279219
GOLDMAN SACHS GROUP INC COM 38141G104 311001 2067412 SH DEFINED 14 679023 1388389

GOODRICH CORP COM 382388106 9046 224525 SH DEFINED 14 85377
139148
GOODYEAR TIRE & RUBR CO COM 382550101 3548 321352 SH DEFINED 14 123203
198149
GOOGLE INC CL A 38259P508 162068 386493 SH DEFINED 14 146359
240134
GRACO INC COM 384109104 3067 66707 SH DEFINED 14 57307
9400
GRAINGER W W INC COM 384802104 10058 135301 SH DEFINED 14 52575
82726
GRAMERCY CAP CORP COM 384871109 448 17300 SH DEFINED 14 7300
10000
GRANITE CONSTR INC COM 387328107 18946 418501 SH DEFINED 14 238014
180487
GRANT PRIDECO INC COM 38821G101 7239 161766 SH DEFINED 14 150644 11122

GRAY TELEVISION INC COM 389375106 116 20036 SH DEFINED 14 20036
0
GREAT ATLANTIC & PAC TEA INC COM 390064103 895 39379 SH DEFINED 14 12926
26453
GREAT SOUTHN BANCORP INC COM 390905107 488 16000 SH DEFINED 14 12900
3100
GREAT PLAINS ENERGY INC COM 391164100 2485 89534 SH DEFINED 14 80334
9200
GREATBATCH INC COM 39153L106 2534 107376 SH DEFINED 14 61222
46154
GREATER BAY BANCORP COM 391648102 884 30473 SH DEFINED 14 30473
0
GREEN MOUNTAIN PWR CORP COM 393154109 330 9722 SH DEFINED 14 2586
7136
GREENBRIER COS INC COM 393657101 252 7700 SH DEFINED 14 7700
0
GREENHILL & CO INC COM 395259104 17705 291400 SH DEFINED 14 118100
173300
GREIF INC CL A 397624107 390 5200 SH DEFINED 14 5000
200
GREY WOLF INC COM 397888108 2150 279200 SH DEFINED 14 229100
50100
GRIFFON CORP COM 398433102 4164 159536 SH DEFINED 14 74947
84589
GROUP 1 AUTOMOTIVE INC COM 398905109 3380 59991 SH DEFINED 14 23350
36641
GTECH HLDGS CORP COM 400518106 2672 76836 SH DEFINED 14 76686
150
GUITAR CTR MGMT INC COM 402040109 2250 50594 SH DEFINED 14 15092
35502
GULFMARK OFFSHORE INC COM 402629109 961 37200 SH DEFINED 14 36700 500

GYMBOREE CORP COM 403777105 2177 62635 SH DEFINED 14 18512
44123
H & E EQUIPMENT SERVICES INC COM 404030108 4588 155800 SH DEFINED 14 60400
95400
HCA INC COM 404119109 113931 2640338 SH DEFINED 14 796440
1843898
HCC INS HLDGS INC COM 404132102 3421 116218 SH DEFINED 14 101918
14300
HDFC BANK LTD ADR REPS 3 SHS 40415F101 593 11200 SH DEFINED 14 2400
8800
HNI CORP COM 404251100 7025 154916 SH DEFINED 14 80493
74423
HRPT PPTYS TR COM SH BEN INT 40426W101 835 72200 SH DEFINED 14 18000
54200
HAEMONETICS CORP COM 405024100 3993 85858 SH DEFINED 14 36538 49320

HAIN CELESTIAL GROUP INC COM 405217100 1951 75024 SH DEFINED 14 21702
53322
HALLIBURTON CO COM 406216101 67860 914438 SH DEFINED 14 352948
561490
HANCOCK FABRICS INC COM 409900107 117 35152 SH DEFINED 14 9348
25804
HANMI FINL CORP COM 410495105 3755 193172 SH DEFINED 14 101472
91700
HANOVER COMPRESSOR CO COM 410768105 1012 54845 SH DEFINED 14 54845
0
HANOVER INS GROUP INC COM 410867105 4421 94720 SH DEFINED 14 68620
26100
HANSEN NAT CORP COM 411310105 5260 28300 SH DEFINED 14 8200
20100
HARBOR FLA BANCSHARES INC COM 411901101 1444 38400 SH DEFINED 14 11400 27000

HARLAND JOHN H CO COM 412693103 7040 161839 SH DEFINED 14 81630
80209
HARLEY DAVIDSON INC COM 412822108 39506 728223 SH DEFINED 14 308259
419964
HARLEYSVILLE NATL CORP PA COM 412850109 279 13150 SH DEFINED 14 13150
0
HARMAN INTL INDS INC COM 413086109 9281 108715 SH DEFINED 14 43509
65206
HARMONIC INC COM 413160102 647 144776 SH DEFINED 14 44614
100162
HARRAHS ENTMT INC COM 413619107 22929 322122 SH DEFINED 14 125549
196573
HARRIS CORP DEL COM 413875105 6 139 SH DEFINED 10 139
0
HARRIS CORP DEL COM 413875105 18661 449660 SH DEFINED 14 155767 293893

HARSCO CORP COM 415864107 4279 55263 SH DEFINED 14 54313
950
HARTE-HANKS INC COM 416196103 2304 90358 SH DEFINED 14 78706
11652
HARTFORD FINL SVCS GROUP INC COM 416515104 114189 1349750 SH DEFINED 14 521594
828156
HARTMARX CORP COM 417119104 62 10250 SH DEFINED 14 10250
0
HARVEST NATURAL RESOURCES IN COM 41754V103 2481 183240 SH DEFINED 14 138700
44540
HASBRO INC COM 418056107 5516 305583 SH DEFINED 14 123339
182244
HAVERTY FURNITURE INC COM 419596101 832 52998 SH DEFINED 14 15974
37024
HAWAIIAN ELEC INDUSTRIES COM 419870100 1488 53299 SH DEFINED 14 53299
0
HEALTHCARE SVCS GRP INC COM 421906108 1414 67481 SH DEFINED 14 21600
45881
HEALTH CARE PPTY INVS INC COM 421915109 139 5200 SH DEFINED 03 1300
3900
HEALTH CARE PPTY INVS INC COM 421915109 1009 37750 SH DEFINED 14 12400
25350
HEALTH MGMT ASSOC INC NEW CL A 421933102 8838 448422 SH DEFINED 14 174895
273527
HEADWATERS INC COM 42210P102 2036 80469 SH DEFINED 14 23401
57068
HEALTHEXTRAS INC COM 422211102 290 9600 SH DEFINED 14 9600
0
HEALTH NET INC COM 42222G108 40866 904716 SH DEFINED 14 272298
632418
HEALTHWAYS INC COM 422245100 4532 86093 SH DEFINED 14 32323 53770

HEALTHSPRING INC COM 42224N101 251 13400 SH DEFINED 14 13400
0
HEARTLAND EXPRESS INC COM 422347104 2063 115329 SH DEFINED 14 34266
81063
HEARTLAND PMT SYS INC COM 42235N108 305 10945 SH DEFINED 14 8945
2000
HEIDRICK & STRUGGLES INTL IN COM 422819102 1217 35958 SH DEFINED 14 11043
24915
HEINZ H J CO COM 423074103 26034 636226 SH DEFINED 14 256284
379942
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13267 328724 SH DEFINED 14 168570
160154
HELMERICH & PAYNE INC COM 423452101 21993 364971 SH DEFINED 14 102235
262736
HENRY JACK & ASSOC INC COM 426281101 957 48172 SH DEFINED 14 48172
0
HERCULES INC COM 427056106 2995 196523 SH DEFINED 14 74754
121769
HERITAGE PPTY INVT TR INC COM 42725M107 356 10200 SH DEFINED 03 0
10200
HERITAGE PPTY INVT TR INC COM 42725M107 84 2400 SH DEFINED 14 2400
0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 94 10100 SH DEFINED 14 7100
3000
HERSHEY CO COM 427866108 17533 314158 SH DEFINED 14 119316
194842
HESS CORP COM 42809H107 57309 1084366 SH DEFINED 14 422544
661822
HEWLETT PACKARD CO COM 428236103 340824 10758333 SH DEFINED 14 3622693
7135640
HI-TECH PHARMACAL INC COM 42840B101 297 17900 SH DEFINED 14 17900
0
HIBBETT SPORTING GOODS INC COM 428565105 1924 80501 SH DEFINED 14 31007
49494
HIGH YIELD INCOME FD INC COM 429904105 52 11000 SH DEFINED 03 11000
0
HIGHLAND HOSPITALITY CORP COM 430141101 767 54450 SH DEFINED 14 51150
3300
HIGHWOODS PPTYS INC COM 431284108 2998 82873 SH DEFINED 14 75273
7600
HILB ROGAL & HOBBS CO COM 431294107 2610 69887 SH DEFINED 14 21034
48853
HILLENBRAND INDS INC COM 431573104 3975 81964 SH DEFINED 14 70598
11366
HILTON HOTELS CORP COM 432848109 15609 551951 SH DEFINED 14 220514
331437
HITTITE MICROWAVE CORP COM 43365Y104 1258 34800 SH DEFINED 14 25400 9400

HOLLY CORP COM PAR $0.01 435758305 2593 53800 SH DEFINED 14 48200
5600
HOLOGIC INC COM 436440101 5773 116957 SH DEFINED 14 36494
80463
HOME DEPOT INC COM 437076102 299606 8371231 SH DEFINED 14 2516182
5855049
HOME PROPERTIES INC COM 437306103 3572 64340 SH DEFINED 03 2500
61840
HOME PROPERTIES INC COM 437306103 144 2600 SH DEFINED 14 2600
0
HONEYWELL INTL INC COM 438516106 144100 3575678 SH DEFINED 14 1389085
2186593
HOOPER HOLMES INC COM 439104100 388 127232 SH DEFINED 14 37813
89419
HORACE MANN EDUCATORS CORP N COM 440327104 9349 551554 SH DEFINED 14 225149 326405

HORMEL FOODS CORP COM 440452100 5632 151283 SH DEFINED 14 85483
65800
HORNBECK OFFSHORE SVCS INC N COM 440543106 401 11300 SH DEFINED 14 11300
0
HOSPIRA INC COM 441060100 12728 296700 SH DEFINED 14 112090
184610
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 15366 349853 SH DEFINED 14 137266
212587
HOST HOTELS & RESORTS INC COM 44107P104 12654 578580 SH DEFINED 03 15900
562680
HOST HOTELS & RESORTS INC COM 44107P104 883 40357 SH DEFINED 14 39791
566
HOT TOPIC INC COM 441339108 933 81238 SH DEFINED 14 21624
59614
HOVNANIAN ENTERPRISES INC CL A 442487203 672 21836 SH DEFINED 14 21836
0
HUB GROUP INC CL A 443320106 1903 81374 SH DEFINED 14 23600
57774
HUBBELL INC CL B 443510201 3353 70463 SH DEFINED 14 63563
6900
HUDSON CITY BANCORP COM 443683107 568 42601 SH DEFINED 14 42001
600
HUMANA INC COM 444859102 16124 300260 SH DEFINED 14 116907
183353
HUMAN GENOME SCIENCES INC COM 444903108 2736 255700 SH DEFINED 14 245000
10700
HUNT J B TRANS SVCS INC COM 445658107 2 100 SH DEFINED 10 100
0
HUNT J B TRANS SVCS INC COM 445658107 3792 152238 SH DEFINED 14 133227
19011
HUNTINGTON BANCSHARES INC COM 446150104 1 28 SH DEFINED 10 28
0
HUNTINGTON BANCSHARES INC COM 446150104 21112 895323 SH DEFINED 14 466209
429114
HURON CONSULTING GROUP INC COM 447462102 200 5700 SH DEFINED 14 5700
0
HUTCHINSON TECHNOLOGY INC COM 448407106 5 228 SH DEFINED 10 228
0
HUTCHINSON TECHNOLOGY INC COM 448407106 1027 47208 SH DEFINED 14 12598
34610
HYDRIL COM 448774109 2981 37962 SH DEFINED 14 11283
26679
HYPERCOM CORP COM 44913M105 1251 133800 SH DEFINED 14 91000
42800
HYPERION SOLUTIONS CORP COM 44914M104 3851 139519 SH DEFINED 14 33788
105731
IAC INTERACTIVECORP COM NEW 44919P300 12592 475344 SH DEFINED 14 30641 444703

IBT BANCORP INC COM 44923F108 524 12875 SH DEFINED 14 0
12875
ICU MED INC COM 44930G107 3178 75242 SH DEFINED 14 33689
41553
IHOP CORP COM 449623107 2301 47861 SH DEFINED 14 17200
30661
IMS HEALTH INC COM 449934108 10013 368957 SH DEFINED 14 146701
222256
ISTAR FINL INC COM 45031U101 365 9660 SH DEFINED 03 2100
7560
ISTAR FINL INC COM 45031U101 2371 62815 SH DEFINED 14 12785
50030
ITLA CAP CORP COM 450565106 300 5700 SH DEFINED 14 5700
0
ITT EDUCATIONAL SERVICES INC COM 45068B109 11528 175168 SH DEFINED 14 81468 93700

ITT INDS INC IND COM 450911102 16263 328546 SH DEFINED 14 126574
201972
ICICI BK LTD ADR 45104G104 848 35850 SH DEFINED 14 7900
27950
IDACORP INC COM 451107106 1960 57173 SH DEFINED 14 55873
1300
IDEX CORP COM 45167R104 5071 107426 SH DEFINED 14 30400
77026
IDEXX LABS INC COM 45168D104 15 200 SH DEFINED 10 200
0
IDEXX LABS INC COM 45168D104 8958 119233 SH DEFINED 14 26969
92264
IKON OFFICE SOLUTIONS INC COM 451713101 3839 304716 SH DEFINED 14 188516
116200
IDENTIX INC COM 451906101 78 11400 SH DEFINED 14 11400
0
ILLINOIS TOOL WKS INC COM 452308109 950 20000 SH DEFINED 10 20000
0
ILLINOIS TOOL WKS INC COM 452308109 77686 1635499 SH DEFINED 14 576546
1058953
ILLINOIS TOOL WKS INC PUT 452308109 35 20000 SH PUT DEFINED 10 200
0
IMATION CORP COM 45245A107 2048 49879 SH DEFINED 14 46679
3200
IMAX CORP COM 45245E109 128 14000 SH DEFINED 10 14000
0
IMCLONE SYS INC COM 45245W109 1270 32871 SH DEFINED 14 6771
26100
IMERGENT INC COM 45247Q100 143 11000 SH DEFINED 10 11000
0
IMERGENT INC PUT 45247Q100 8 11000 SH PUT DEFINED 10 110
0
IMMUCOR INC COM 452526106 10003 520179 SH DEFINED 14 271546
248633
IMPAC MTG HLDGS INC COM 45254P102 125 11200 SH DEFINED 14 11200
0
INDEPENDENT BANK CORP MASS COM 453836108 593 18273 SH DEFINED 14 15973
2300
INDEPENDENT BANK CORP MICH COM 453838104 1890 71868 SH DEFINED 14 41768
30100
INDYMAC BANCORP INC COM 456607100 2862 62183 SH DEFINED 14 56283
5900
INFOCROSSING INC COM 45664X109 306 26500 SH DEFINED 14 22400
4100
INFINITY PPTY & CAS CORP COM 45665Q103 2 58 SH DEFINED 10 58
0
INFINITY PPTY & CAS CORP COM 45665Q103 2407 58700 SH DEFINED 14 30800 27900

INFORMATICA CORP COM 45666Q102 8 593 SH DEFINED 10 593
0
INFORMATICA CORP COM 45666Q102 16192 1230400 SH DEFINED 14 529400
701000
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 8 109 SH DEFINED 10 109
0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 8330 111100 SH DEFINED 14 24100
87000
INFOSPACE INC COM NEW 45678T201 0 13 SH DEFINED 10 13
0
INFOSPACE INC COM NEW 45678T201 1226 54099 SH DEFINED 14 16649
37450
INGRAM MICRO INC CL A 457153104 2904 160149 SH DEFINED 14 140649
19500
INLAND REAL ESTATE CORP COM NEW 457461200 775 52100 SH DEFINED 14 42700 9400

INPUT/OUTPUT INC COM 457652105 1306 139568 SH DEFINED 14 44299
95269
INSIGHT ENTERPRISES INC COM 45765U103 2 100 SH DEFINED 10 100
0
INSIGHT ENTERPRISES INC COM 45765U103 3078 161582 SH DEFINED 14 71251
90331
INSITUFORM TECHNOLOGIES INC CL A 457667103 1150 50013 SH DEFINED 14 13318
36695
INNOSPEC INC COM 45768S105 224 8800 SH DEFINED 14 8800
0
INNKEEPERS USA TR COM 4576J0104 679 39300 SH DEFINED 14 39300
0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1465 37760 SH DEFINED 14 13860
23900
INTEGRATED DEVICE TECHNOLOGY COM 458118106 6 388 SH DEFINED 10 388
0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2319 163537 SH DEFINED 14 146437
17100
INTEL CORP COM 458140100 347 18261 SH DEFINED 10 18261
0
INTEL CORP COM 458140100 257508 13553051 SH DEFINED 14 4740694
8812357
INTEL CORP PUT 458140100 95 19600 SH PUT DEFINED 10 196
0
INTEGRA BK CORP COM 45814P105 448 20600 SH DEFINED 14 18300
2300
INTER TEL INC COM 458372109 1186 56311 SH DEFINED 14 22430
33881
INTERFACE INC CL A 458665106 1061 90574 SH DEFINED 14 24101
66473
INTERMAGNETICS GEN CORP COM 458771102 2007 74384 SH DEFINED 14 21910 52474

INTERMUNE INC COM 45884X103 205 13300 SH DEFINED 10 13300
0
INTERMUNE INC PUT 45884X103 21 13200 SH PUT DEFINED 10 132
0
INTERNAP NETWORK SVCS CORP COM 45885A102 13 12800 SH DEFINED 14 12800
0
INTERNATIONAL BUSINESS MACHS COM 459200101 453130 5898595 SH DEFINED 14 1834859
4063736
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4908 139274 SH DEFINED 14 53891
85383
INTERNATIONAL GAME TECHNOLOG COM 459902102 21275 572059 SH DEFINED 14 223824
348235
INTL PAPER CO COM 460146103 34328 1062789 SH DEFINED 14 522718
540071
INTERNATIONAL RECTIFIER CORP COM 460254105 1713 43754 SH DEFINED 14 43754
0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2172 46912 SH DEFINED 14 40312
6600
INTERNET CAP GROUP INC COM NEW 46059C205 0 1 SH DEFINED 10 1
0
INTERNET CAP GROUP INC COM NEW 46059C205 369 41025 SH DEFINED 14 41025
0
INTERNET SEC SYS INC COM 46060X107 4220 223868 SH DEFINED 14 152030
71838
INTERPUBLIC GROUP COS INC COM 460690100 5415 648534 SH DEFINED 14 251102
397432
INTERSIL CORP CL A 46069S109 5527 237720 SH DEFINED 14 199800
37920
INTEVAC INC COM 461148108 295 13600 SH DEFINED 14 13600
0
INTERWOVEN INC COM NEW 46114T508 3 400 SH DEFINED 10 400
0
INTERWOVEN INC COM NEW 46114T508 1662 193743 SH DEFINED 14 121979
71764
INTUIT COM 461202103 59182 977573 SH DEFINED 14 265143
712430
INVACARE CORP COM 461203101 2264 91015 SH DEFINED 14 28707
62308
INTUITIVE SURGICAL INC COM NEW 46120E602 4801 40701 SH DEFINED 14 33401
7300
INVERNESS MED INNOVATIONS IN COM 46126P106 878 31100 SH DEFINED 14 21100
10000
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 4069 84956 SH DEFINED 14 25388
59568
INVESTORS REAL ESTATE TR SH BEN INT 461730103 278 30800 SH DEFINED 14 30800
0
INVITROGEN CORP COM 46185R100 3767 57011 SH DEFINED 14 49661 7350

INVESTORS FINL SERVICES CORP COM 461915100 3154 71827 SH DEFINED 14 62377
9450
IONATRON INC COM 462070103 573 90200 SH DEFINED 10 90200
0
IONATRON INC COM 462070103 35 5500 SH DEFINED 14 5500
0
IONATRON INC PUT 462070103 684 90200 SH PUT DEFINED 10 902
0
IOWA TELECOMM SERVICES INC COM 462594201 2163 114300 SH DEFINED 14 76600
37700
IROBOT CORP COM 462726100 1120 45000 SH DEFINED 10 45000
0
IROBOT CORP PUT 462726100 59 45000 SH PUT DEFINED 10 450
0
IRON MTN INC COM 462846106 371 9916 SH DEFINED 14 9866 50

IRWIN FINL CORP COM 464119106 2336 120499 SH DEFINED 14 55689
64810
ISHARES TR S&P 500 INDEX 464287200 1357 10642 SH DEFINED 10 10642
0
ISHARES TR S&P 500 INDEX 464287200 383 3005 SH DEFINED 14 2405
600
ISHARES TR MSCI EMERG MKT 464287234 27222 289900 SH DEFINED 14 48400
241500
ISHARES TR MSCI EAFE IDX 464287465 1110 16980 SH DEFINED 10 16980
0
ISHARES TR MSCI EAFE IDX 464287465 11894 181900 SH DEFINED 14 73600
108300
ISHARES TR S&P MIDCAP 400 464287507 4347 56900 SH DEFINED 14 56900
0
ISHARES TR RUSSELL1000VAL 464287598 912 12470 SH DEFINED 10 12470
0
ISHARES TR RUSSELL1000VAL 464287598 344 4700 SH DEFINED 14 0
4700
ISHARES TR RUSSELL1000GRW 464287614 790 15628 SH DEFINED 10 15628
0
ISHARES TR RUSL 2000 VALU 464287630 425 5869 SH DEFINED 10 5869
0
ISHARES TR RUSL 2000 GROW 464287648 420 5708 SH DEFINED 10 5708
0
ISHARES TR S&P SMLCAP 600 464287804 9988 160844 SH DEFINED 14 75850
84994
ITRON INC COM 465741106 29 481 SH DEFINED 10 481
0
ITRON INC COM 465741106 11548 194863 SH DEFINED 14 96403
98460
J & J SNACK FOODS CORP COM 466032109 946 28111 SH DEFINED 14 7347 20764

JDS UNIPHASE CORP COM 46612J101 6416 2515969 SH DEFINED 14 1000233
1515736
JDA SOFTWARE GROUP INC COM 46612K108 754 53722 SH DEFINED 14 14334
39388
JER INVT TR INC COM 46614H301 1877 120726 SH DEFINED 14 40800
79926
JLG INDS INC COM 466210101 5987 266072 SH DEFINED 14 82382
183690
JP MORGAN CHASE & CO COM 46625H100 514999 12261878 SH DEFINED 14 4696548
7565330
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 20943 670822 SH DEFINED 14 230950
439872
JABIL CIRCUIT INC COM 466313103 8290 322078 SH DEFINED 14 124817
197261
JACK IN THE BOX INC COM 466367109 9363 238840 SH DEFINED 14 107753 131087

JACKSON HEWITT TAX SVCS INC COM 468202106 1182 37700 SH DEFINED 14 37700
0
JACOBS ENGR GROUP INC DEL COM 469814107 4079 51202 SH DEFINED 14 44302
6900
JAKKS PAC INC COM 47012E106 4676 232734 SH DEFINED 14 123406
109328
JANUS CAP GROUP INC COM 47102X105 6446 360099 SH DEFINED 14 143816
216283
JARDEN CORP COM 471109108 8151 267700 SH DEFINED 14 167300
100400
JEFFERIES GROUP INC NEW COM 472319102 2052 70568 SH DEFINED 14 69368
1200
JETBLUE AWYS CORP COM 477143101 1 100 SH DEFINED 10 100
0
JETBLUE AWYS CORP COM 477143101 1205 96148 SH DEFINED 14 96148
0
JO-ANN STORES INC COM 47758P307 665 44314 SH DEFINED 14 11790
32524
JOHNSON & JOHNSON COM 478160104 536073 8946474 SH DEFINED 14 2850275
6096199
JOHNSON CTLS INC COM 478366107 40087 491981 SH DEFINED 14 275786
216195
JONES APPAREL GROUP INC COM 480074103 21639 680475 SH DEFINED 14 323597
356878
JONES LANG LASALLE INC COM 48020Q107 20337 232285 SH DEFINED 14 61300
170985
JOS A BANK CLOTHIERS INC COM 480838101 687 28850 SH DEFINED 14 7675
21175
JOURNAL COMMUNICATIONS INC CL A 481130102 1397 124300 SH DEFINED 14 77000
47300
JOURNAL REGISTER CO COM 481138105 1012 113000 SH DEFINED 14 93700 19300

JOY GLOBAL INC COM 481165108 4210 82219 SH DEFINED 14 79899
2320
JUNIPER NETWORKS INC COM 48203R104 2 111 SH DEFINED 10 111
0
JUNIPER NETWORKS INC COM 48203R104 13863 865329 SH DEFINED 14 332100
533229
K & F INDS HLDGS INC COM 482241106 986 55600 SH DEFINED 14 34800
20800
KLA-TENCOR CORP COM 482480100 13000 309588 SH DEFINED 14 121051
188537
K-SWISS INC CL A 482686102 3896 145907 SH DEFINED 14 81927
63980
K2 INC COM 482732104 1925 175952 SH DEFINED 14 91512
84440
K V PHARMACEUTICAL CO CL A 482740206 265 14200 SH DEFINED 14 14200
0
KAMAN CORP COM 483548103 2 100 SH DEFINED 10 100
0
KAMAN CORP COM 483548103 1028 56505 SH DEFINED 14 20852
35653
KANSAS CITY SOUTHERN COM NEW 485170302 3809 145093 SH DEFINED 14 43052
102041
KAYDON CORP COM 486587108 2152 57684 SH DEFINED 14 16091
41593
KEANE INC COM 486665102 1875 150000 SH DEFINED 14 72750
77250
KB HOME COM 48666K109 12215 266417 SH DEFINED 14 161923
104494
KEITHLEY INSTRS INC COM 487584104 358 28131 SH DEFINED 14 8751
19380
KELLOGG CO COM 487836108 23506 486760 SH DEFINED 14 167736 319024

KELLWOOD CO COM 488044108 1683 57498 SH DEFINED 14 14936
42562
KELLY SVCS INC CL A 488152208 537 19758 SH DEFINED 14 15158
4600
KEMET CORP COM 488360108 483 52438 SH DEFINED 14 52399
39
KENDLE INTERNATIONAL INC COM 48880L107 879 22600 SH DEFINED 14 6100
16500
KENNAMETAL INC COM 489170100 5914 95008 SH DEFINED 14 87673
7335
KENSEY NASH CORP COM 490057106 6 199 SH DEFINED 10 199
0
KENSEY NASH CORP COM 490057106 560 18983 SH DEFINED 14 5407
13576
KERR MCGEE CORP COM 492386107 40737 586572 SH DEFINED 14 324652 261920

KEYCORP NEW COM 493267108 83166 2330885 SH DEFINED 14 643319
1687566
KEYSPAN CORP COM 49337W100 11327 280361 SH DEFINED 14 107135
173226
KFORCE INC COM 493732101 753 48600 SH DEFINED 14 47000
1600
KIMBALL INTL INC CL B 494274103 903 45800 SH DEFINED 14 36700
9100
KILROY RLTY CORP COM 49427F108 4420 61173 SH DEFINED 14 18221
42952
KIMBERLY CLARK CORP COM 494368103 145790 2362884 SH DEFINED 14 579037
1783847
KIMCO REALTY CORP COM 49446R109 9298 254800 SH DEFINED 03 7900
246900
KIMCO REALTY CORP COM 49446R109 12641 346423 SH DEFINED 14 132115 214308

KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 515 11200 SH DEFINED 14 11200
0
KINDER MORGAN INC KANS COM 49455P101 17812 178315 SH DEFINED 14 70559
107756
KINDRED HEALTHCARE INC COM 494580103 2296 88300 SH DEFINED 14 75600
12700
KINETIC CONCEPTS INC COM NEW 49460W208 201 4548 SH DEFINED 14 4548
0
KING PHARMACEUTICALS INC COM 495582108 46921 2760032 SH DEFINED 14 1240921
1519111
KIRBY CORP COM 497266106 4794 130160 SH DEFINED 14 32808
97352
KITE RLTY GROUP TR COM 49803T102 1045 67000 SH DEFINED 03 0
67000
KITE RLTY GROUP TR COM 49803T102 644 41300 SH DEFINED 14 40700 600

KNIGHT CAPITAL GROUP INC CL A 499005106 0 24 SH DEFINED 10 24
0
KNIGHT CAPITAL GROUP INC CL A 499005106 5288 347200 SH DEFINED 14 277400
69800
KNIGHT RIDDER INC COM 499040103 951 15854 SH DEFINED 14 15854
0
KNIGHT TRANSN INC COM 499064103 2576 127508 SH DEFINED 14 48613
78895
KOHLS CORP COM 500255104 41022 693876 SH DEFINED 14 242596
451280
KOMAG INC COM NEW 500453204 9866 213650 SH DEFINED 14 127100
86550
KOPIN CORP COM 500600101 2 611 SH DEFINED 10 611
0
KOPIN CORP COM 500600101 452 125910 SH DEFINED 14 33636 92274

KOPPERS HOLDINGS INC COM 50060P106 250 12500 SH DEFINED 14 12500
0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 360 19000 SH DEFINED 14 0
19000
KORN FERRY INTL COM NEW 500643200 912 46534 SH DEFINED 14 46454
80
KRAFT FOODS INC CL A 50075N104 10621 343727 SH DEFINED 14 51700
292027
KROGER CO COM 501044101 104284 4770518 SH DEFINED 14 1553131
3217387
KRONOS INC COM 501052104 2240 61854 SH DEFINED 14 18579
43275
KULICKE & SOFFA INDS INC COM 501242101 1481 199847 SH DEFINED 14 81634
118213
KYPHON INC COM 501577100 1906 49700 SH DEFINED 14 49700
0
LCA-VISION INC COM PAR $.001 501803308 3066 57945 SH DEFINED 14 29200
28745
LKQ CORP COM 501889208 1708 89900 SH DEFINED 14 27200
62700
LSI LOGIC CORP COM 502161102 6368 711484 SH DEFINED 14 275404
436080
LSI INDS INC COM 50216C108 646 38050 SH DEFINED 14 38050
0
LTC PPTYS INC COM 502175102 1207 54000 SH DEFINED 14 26400
27600
LTX CORP COM 502392103 0 47 SH DEFINED 10 47
0
LTX CORP COM 502392103 1060 151200 SH DEFINED 14 146800
4400
L-3 COMMUNICATIONS HLDGS INC COM 502424104 56578 750171 SH DEFINED 14 223362 526809

LA Z BOY INC COM 505336107 1381 95264 SH DEFINED 14 25434
69830
LABOR READY INC COM NEW 505401208 4225 186555 SH DEFINED 14 79673
106882
LABORATORY CORP AMER HLDGS COM NEW 50540R409 24522 394058 SH DEFINED 14 89911
304147
LABRANCHE & CO INC COM 505447102 1354 111800 SH DEFINED 14 29800
82000
LACLEDE GROUP INC COM 505597104 2163 62957 SH DEFINED 14 31063
31894
LAIDLAW INTL INC COM 50730R102 289 11400 SH DEFINED 14 11400
0
LAKELAND BANCORP INC COM 511637100 208 13287 SH DEFINED 14 11487
1800
LAM RESEARCH CORP COM 512807108 4201 89725 SH DEFINED 14 89525 200

LAMAR ADVERTISING CO CL A 512815101 396 7300 SH DEFINED 14 7200
100
LANCASTER COLONY CORP COM 513847103 601 15229 SH DEFINED 14 15229
0
LANCE INC COM 514606102 1344 58404 SH DEFINED 14 17518
40886
LANDAMERICA FINL GROUP INC COM 514936103 12743 197266 SH DEFINED 14 81365
115901
LANDRYS RESTAURANTS INC COM 51508L103 3031 93394 SH DEFINED 14 52746
40648
LANDSTAR SYS INC COM 515098101 5206 114247 SH DEFINED 14 34584
79663
LAS VEGAS SANDS CORP COM 517834107 646 8299 SH DEFINED 14 8169
130
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2727 58900 SH DEFINED 03 3100 55800

LASALLE HOTEL PPTYS COM SH BEN INT 517942108 116 2500 SH DEFINED 14 2500
0
LASERSCOPE COM 518081104 1160 37652 SH DEFINED 14 10427
27225
LATTICE SEMICONDUCTOR CORP COM 518415104 423 69645 SH DEFINED 14 69645
0
LAUDER ESTEE COS INC CL A 518439104 8655 223815 SH DEFINED 14 84700
139115
LAUREATE EDUCATION INC COM 518613104 4 100 SH DEFINED 10 100
0
LAUREATE EDUCATION INC COM 518613104 1341 30543 SH DEFINED 14 30543
0
LAWSON PRODS INC COM 520776105 526 13337 SH DEFINED 14 7134
6203
LAWSON SOFTWARE INC NEW COM 52078P102 1 92 SH DEFINED 10 92
0
LAWSON SOFTWARE INC NEW COM 52078P102 454 67800 SH DEFINED 14 57700
10100
LEAR CORP COM 521865105 969 41545 SH DEFINED 14 41495
50
LEE ENTERPRISES INC COM 523768109 1436 53293 SH DEFINED 14 39093
14200
LEGGETT & PLATT INC COM 524660107 9851 396279 SH DEFINED 14 128963
267316
LEGG MASON INC COM 524901105 21600 214686 SH DEFINED 14 81150
133536
LEHMAN BROS HLDGS INC COM 524908100 198635 3048882 SH DEFINED 14 1011071
2037811
LENNAR CORP CL A 526057104 15992 360430 SH DEFINED 14 212269
148161
LENNOX INTL INC COM 526107107 3911 147694 SH DEFINED 14 41021 106673

LENOX GROUP INC COM 526262100 186 25722 SH DEFINED 14 6745
18977
LEUCADIA NATL CORP COM 527288104 3371 115485 SH DEFINED 14 106185
9300
LEVEL 3 COMMUNICATIONS INC COM 52729N100 262 63900 SH DEFINED 14 63900
0
LEXICON GENETICS INC COM 528872104 47 10800 SH DEFINED 14 10800
0
LEXINGTON CORP PPTYS TR COM 529043101 4899 226808 SH DEFINED 14 111069
115739
LEXMARK INTL NEW CL A 529771107 37939 679550 SH DEFINED 14 159468
520082
LIBBEY INC COM 529898108 301 40955 SH DEFINED 14 21973
18982
LIBERTY GLOBAL INC COM SER A 530555101 2725 126729 SH DEFINED 03 0 126729

LIBERTY GLOBAL INC COM SER A 530555101 785 36494 SH DEFINED 14 36124
370
LIBERTY GLOBAL INC COM SER C 530555309 2644 128523 SH DEFINED 03 0
128523
LIBERTY GLOBAL INC COM SER C 530555309 8 370 SH DEFINED 14 0
370
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 5307 308022 SH DEFINED 14 56083
251939
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 5099 61621 SH DEFINED 14 11256
50365
LIBERTY PPTY TR SH BEN INT 531172104 5122 115880 SH DEFINED 03 2400
113480
LIBERTY PPTY TR SH BEN INT 531172104 3244 73395 SH DEFINED 14 70295
3100
LIFEPOINT HOSPITALS INC COM 53219L109 25 800 SH DEFINED 10 800
0
LIFEPOINT HOSPITALS INC COM 53219L109 1109 34973 SH DEFINED 14 34714
259
LILLY ELI & CO COM 532457108 246686 4463282 SH DEFINED 14 1154354
3308928
LIMITED BRANDS INC COM 532716107 19713 771553 SH DEFINED 14 394371
377182
LINCARE HLDGS INC COM 532791100 0 5 SH DEFINED 10 5
0
LINCARE HLDGS INC COM 532791100 14748 389752 SH DEFINED 14 155467
234285
LINCOLN ELEC HLDGS INC COM 533900106 1548 26100 SH DEFINED 14 26100
0
LINCOLN NATL CORP IND COM 534187109 42700 755613 SH DEFINED 14 409872
345741
LINDSAY MFG CO COM 535555106 939 34622 SH DEFINED 14 17479 17143

LINEAR TECHNOLOGY CORP COM 535678106 16790 501342 SH DEFINED 14 196740
304602
LIQUIDITY SERVICES INC COM 53635B107 254 16300 SH DEFINED 14 16300
0
LITHIA MTRS INC CL A 536797103 1037 34200 SH DEFINED 14 31700
2500
LITTELFUSE INC COM 537008104 1569 45646 SH DEFINED 14 15478
30168
LIVE NATION INC COM 538034109 2695 122510 SH DEFINED 14 36272
86238
LIZ CLAIBORNE INC COM 539320101 28337 764637 SH DEFINED 14 324567
440070
LO-JACK CORP COM 539451104 1173 62200 SH DEFINED 14 36800
25400
LOCKHEED MARTIN CORP COM 539830109 162320 2262618 SH DEFINED 14 624272 1638346

LOEWS CORP COM 540424108 46718 1317851 SH DEFINED 14 361671
956180
LOEWS CORP CAROLNA GP STK 540424207 376 7239 SH DEFINED 14 7239
0
LONE STAR STEAKHOUSE SALOON COM 542307103 920 35828 SH DEFINED 14 11324
24504
LONE STAR TECHNOLOGIES INC COM 542312103 3193 59357 SH DEFINED 14 17768
41589
LONGS DRUG STORES CORP COM 543162101 2562 56510 SH DEFINED 14 16596
39914
LONGVIEW FIBRE CO COM 543213102 611 32024 SH DEFINED 14 32024
0
LOUISIANA PAC CORP COM 546347105 21571 984989 SH DEFINED 14 511027
473962
LOWES COS INC COM 548661107 221929 3657969 SH DEFINED 14 1039406 2618563

LUBRIZOL CORP COM 549271104 2450 61240 SH DEFINED 14 50340
10900
LUBYS INC COM 549282101 118 11300 SH DEFINED 14 11300
0
LUCENT TECHNOLOGIES INC COM 549463107 19706 8043381 SH DEFINED 14 3110475
4932906
LUFKIN INDS INC COM 549764108 1688 28400 SH DEFINED 14 8400
20000
LUMINENT MTG CAP INC COM 550278303 969 104600 SH DEFINED 14 97100
7500
LUMINEX CORP DEL COM 55027E102 1235 71000 SH DEFINED 14 62800
8200
LYDALL INC DEL COM 550819106 273 29564 SH DEFINED 14 7749
21815
LYONDELL CHEMICAL CO COM 552078107 10381 453914 SH DEFINED 14 293614 160300

M & T BK CORP COM 55261F104 16203 137743 SH DEFINED 14 55413
82330
MAF BANCORP INC COM 55261R108 2688 62745 SH DEFINED 14 18211
44534
MBIA INC COM 55262C100 31957 550977 SH DEFINED 14 221734
329243
MB FINANCIAL INC NEW COM 55264U108 389 11000 SH DEFINED 14 11000
0
M D C HLDGS INC COM 552676108 1083 20461 SH DEFINED 14 20461
0
MDU RES GROUP INC COM 552690109 3650 99688 SH DEFINED 14 88588
11100
MEMC ELECTR MATLS INC COM 552715104 25412 677656 SH DEFINED 14 270732
406924
MFA MTG INVTS INC COM 55272X102 291 42300 SH DEFINED 14 42300
0
MGE ENERGY INC COM 55277P104 259 8300 SH DEFINED 14 8300
0
MGIC INVT CORP WIS COM 552848103 94687 1456725 SH DEFINED 14 472507
984218
MGI PHARMA INC COM 552880106 3232 150308 SH DEFINED 14 44769
105539
MGM MIRAGE COM 552953101 441 10810 SH DEFINED 14 10660
150
M/I HOMES INC COM 55305B101 2606 74300 SH DEFINED 14 47500
26800
MKS INSTRUMENT INC COM 55306N104 648 32200 SH DEFINED 14 30600
1600
MIVA INC COM 55311R108 226 55767 SH DEFINED 14 17777
37990
MPS GROUP INC COM 553409103 982 65731 SH DEFINED 14 65731
0
MRO SOFTWARE INC COM 55347W105 940 46767 SH DEFINED 14 13538
33229
MSC INDL DIRECT INC CL A 553530106 1527 32659 SH DEFINED 14 32646
13
MTS SYS CORP COM 553777103 1703 43724 SH DEFINED 14 10800
32924
MTC TECHNOLOGIES INC COM 55377A106 763 32300 SH DEFINED 14 20800
11500
MACDERMID INC COM 554273102 1982 68833 SH DEFINED 14 22929
45904
MACERICH CO COM 554382101 60 850 SH DEFINED 03 0
850
MACERICH CO COM 554382101 3217 45826 SH DEFINED 14 44456
1370
MACK CALI RLTY CORP COM 554489104 3843 83680 SH DEFINED 14 76080 7600

MACROVISION CORP COM 555904101 696 32319 SH DEFINED 14 32319
0
MADDEN STEVEN LTD COM 556269108 7105 239880 SH DEFINED 14 114500
125380
MAGELLAN HEALTH SVCS INC COM NEW 559079207 517 11402 SH DEFINED 14 11402
0
MAGMA DESIGN AUTOMATION COM 559181102 228 31000 SH DEFINED 14 31000
0
MAGNETEK INC COM 559424106 145 53606 SH DEFINED 14 14299
39307
MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 931 135500 SH DEFINED 14 28500
107000
MAINSOURCE FINANCIAL GP INC COM 56062Y102 281 16098 SH DEFINED 14 14198
1900
MANHATTAN ASSOCS INC COM 562750109 1703 83914 SH DEFINED 14 39400 44514

MANITOWOC INC COM 563571108 6540 146970 SH DEFINED 14 39726
107244
MANOR CARE INC NEW COM 564055101 5644 119683 SH DEFINED 14 52157
67526
MANPOWER INC COM 56418H100 4453 68929 SH DEFINED 14 67209
1720
MANTECH INTL CORP CL A 564563104 1500 48619 SH DEFINED 14 22048
26571
MAPINFO CORP COM 565105103 508 38948 SH DEFINED 14 10278
28670
MARATHON OIL CORP COM 565849106 91998 1104418 SH DEFINED 14 506534
597884
MARCUS CORP COM 566330106 834 39945 SH DEFINED 14 10582
29363
MARINEMAX INC COM 567908108 1061 40437 SH DEFINED 14 15400 25037

MARINE PRODS CORP COM 568427108 200 20575 SH DEFINED 14 20575
0
MARKEL CORP COM 570535104 244 700 SH DEFINED 14 700
0
MARSH & MCLENNAN COS INC COM 571748102 25325 941783 SH DEFINED 14 363732
578051
MARSHALL & ILSLEY CORP COM 571834100 1736 37953 SH DEFINED 03 37953
0
MARSHALL & ILSLEY CORP COM 571834100 17749 388040 SH DEFINED 14 148186
239854
MARRIOTT INTL INC NEW CL A 571903202 21869 573697 SH DEFINED 14 228032
345665
MARTEK BIOSCIENCES CORP COM 572901106 21 699 SH DEFINED 10 699
0
MARTEK BIOSCIENCES CORP COM 572901106 578 19627 SH DEFINED 14 19627
0
MARTIN MARIETTA MATLS INC COM 573284106 58245 639004 SH DEFINED 14 175561
463443
MASCO CORP COM 574599106 52556 1773160 SH DEFINED 14 759884
1013276
MASSEY ENERGY CORP COM 576206106 5686 157947 SH DEFINED 14 47113
110834
MASTEC INC COM 576323109 553 41850 SH DEFINED 14 36850
5000
MASTERCARD INC COM 57636Q104 230 4800 SH DEFINED 14 4800
0
MATERIAL SCIENCES CORP COM 576674105 213 23581 SH DEFINED 14 6261
17320
MATRIA HEALTHCARE INC COM NEW 576817209 3302 154140 SH DEFINED 14 63440
90700
MATTEL INC COM 577081102 21541 1304752 SH DEFINED 14 759734 545018

MAXIM INTEGRATED PRODS INC COM 57772K101 0 10 SH DEFINED 10 10
0
MAXIM INTEGRATED PRODS INC COM 57772K101 89516 2787788 SH DEFINED 14 730259
2057529
MAXYGEN INC COM 577776107 81 10800 SH DEFINED 14 10800
0
MAVERICK TUBE CORP COM 577914104 12970 205252 SH DEFINED 14 44253
160999
MAXIMUS INC COM 577933104 1026 44312 SH DEFINED 14 14766
29546
MBT FINL CORP COM 578877102 190 11900 SH DEFINED 14 11900
0
MCAFEE INC COM 579064106 15141 623846 SH DEFINED 14 261949
361897
MCCLATCHY CO CL A 579489105 1091 27196 SH DEFINED 14 9600 17596

MCCORMICK & CO INC COM NON VTG 579780206 7784 231728 SH DEFINED 14 91904
139824
MCDATA CORP CL A 580031201 395 96347 SH DEFINED 14 96347
0
MCDERMOTT INTL INC COM 580037109 386 8550 SH DEFINED 14 8550
0
MCDONALDS CORP COM 580135101 191050 5686009 SH DEFINED 14 2096055
3589954
MCG CAPITAL CORP COM 58047P107 1 65 SH DEFINED 10 65
0
MCG CAPITAL CORP COM 58047P107 2321 146000 SH DEFINED 14 117900
28100
MCGRAW HILL COS INC COM 580645109 45454 904919 SH DEFINED 14 356700
548219
MCKESSON CORP COM 58155Q103 25074 530550 SH DEFINED 14 207518 323032

MEADWESTVACO CORP COM 583334107 11801 422527 SH DEFINED 14 224445
198082
MEDCO HEALTH SOLUTIONS INC COM 58405U102 30006 523842 SH DEFINED 14 204754
319088
MEDIA GEN INC CL A 584404107 2992 71417 SH DEFINED 14 54617
16800
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 830 34598 SH DEFINED 14 34598
0
MEDIMMUNE INC COM 584699102 85 3139 SH DEFINED 10 3139
0
MEDIMMUNE INC COM 584699102 10852 400157 SH DEFINED 14 156336
243821
MEDTRONIC INC COM 585055106 107635 2294004 SH DEFINED 14 853412
1440592
MELLON FINL CORP COM 58551A108 25372 736930 SH DEFINED 14 285917 451013

MENS WEARHOUSE INC COM 587118100 10117 333887 SH DEFINED 14 65521
268366
MENTOR CORP MINN COM 587188103 3255 74828 SH DEFINED 14 22146
52682
MENTOR GRAPHICS CORP COM 587200106 2605 200725 SH DEFINED 14 135987
64738
MERCANTILE BANK CORP COM 587376104 356 8940 SH DEFINED 14 8940
0
MERCANTILE BANKSHARES CORP COM 587405101 3786 106130 SH DEFINED 14 103410
2720
MERCK & CO INC COM 589331107 2361 64800 SH DEFINED 10 64800
0
MERCK & CO INC COM 589331107 312817 8586795 SH DEFINED 14 3038690
5548105
MERCURY COMPUTER SYS COM 589378108 3 205 SH DEFINED 10 205
0
MERCURY COMPUTER SYS COM 589378108 592 38547 SH DEFINED 14 10204
28343
MERCURY GENL CORP NEW COM 589400100 1181 21076 SH DEFINED 14 21076
0
MEREDITH CORP COM 589433101 3686 74492 SH DEFINED 14 30831
43661
MERIDIAN BIOSCIENCE INC COM 589584101 214 8564 SH DEFINED 14 8564
0
MERIT MED SYS INC COM 589889104 751 54614 SH DEFINED 14 17836
36778
MERIDIAN GOLD INC COM 589975101 272 8600 SH DEFINED 14 8600
0
MERITAGE HOMES CORP COM 59001A102 3099 65590 SH DEFINED 14 19046
46544
MERRILL LYNCH & CO INC COM 590188108 248388 3570846 SH DEFINED 14 1377933 2192913

MESA AIR GROUP INC COM 590479101 2261 229572 SH DEFINED 14 168563
61009
METAL MGMT INC COM NEW 591097209 622 20316 SH DEFINED 14 15116
5200
METHODE ELECTRS INC COM 591520200 1205 114619 SH DEFINED 14 27832
86787
METLIFE INC COM 59156R108 92398 1804301 SH DEFINED 14 668946
1135355
MICHAELS STORES INC COM 594087108 3070 80792 SH DEFINED 14 80058
734
MICREL INC COM 594793101 16707 1669080 SH DEFINED 14 775508
893572
MICROS SYS INC COM 594901100 3259 74610 SH DEFINED 14 22114
52496
MICROSOFT CORP CALL 594918104 22 40000 SH CALL DEFINED 10 400
0
MICROSOFT CORP COM 594918104 698225 29966719 SH DEFINED 14 9065155
20901564
MICROSTRATEGY INC CL A NEW 594972408 15224 156111 SH DEFINED 14 76399
79712
MICROCHIP TECHNOLOGY INC COM 595017104 6 190 SH DEFINED 10 190
0
MICROCHIP TECHNOLOGY INC COM 595017104 5306 156119 SH DEFINED 14 150589
5530
MICRON TECHNOLOGY INC COM 595112103 721 47700 SH DEFINED 10 47700
0
MICRON TECHNOLOGY INC COM 595112103 17549 1160661 SH DEFINED 14 446942
713719
MICROSEMI CORP COM 595137100 0 2 SH DEFINED 10 2
0
MICROSEMI CORP COM 595137100 3382 138702 SH DEFINED 14 40198 98504

MID-STATE BANCSHARES COM 595440108 264 9423 SH DEFINED 14 9423
0
MIDAS GROUP INC COM 595626102 1276 69367 SH DEFINED 14 30010
39357
MIDDLEBY CORP COM 596278101 537 6200 SH DEFINED 14 6200
0
MILLENNIUM PHARMACEUTICALS I COM 599902103 7459 756536 SH DEFINED 14 541736
214800
MILLER HERMAN INC COM 600544100 34 1300 SH DEFINED 10 1300
0
MILLER HERMAN INC COM 600544100 31410 1218847 SH DEFINED 14 380678
838169
MILLIPORE CORP COM 601073109 5817 93333 SH DEFINED 14 37720
55613
MILLS CORP COM 601148109 562 20400 SH DEFINED 14 4200 16200

MINE SAFETY APPLIANCES CO COM 602720104 693 17233 SH DEFINED 14 17233
0
MINERALS TECHNOLOGIES INC COM 603158106 639 12293 SH DEFINED 14 12293
0
MIPS TECHNOLOGIES INC COM 604567107 118 19400 SH DEFINED 14 14500
4900
MIRANT CORP NEW COM 60467R100 4996 186425 SH DEFINED 03 9097
177328
MIRANT CORP NEW COM 60467R100 630 23500 SH DEFINED 14 23500
0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 898 30500 SH DEFINED 14 6500
24000
MOBILE MINI INC COM 60740F105 0 7 SH DEFINED 10 7
0
MOBILE MINI INC COM 60740F105 1980 67686 SH DEFINED 14 20028 47658

MODINE MFG CO COM 607828100 2767 118456 SH DEFINED 14 80001
38455
MOHAWK INDS INC COM 608190104 3325 46582 SH DEFINED 14 43882
2700
MOLECULAR DEVICES CORP COM 60851C107 1858 60800 SH DEFINED 14 48900
11900
MOLEX INC COM 608554101 8770 260943 SH DEFINED 14 100840
160103
MOLSON COORS BREWING CO CL B 60871R209 15185 221996 SH DEFINED 14 135381
86615
MONACO COACH CORP COM 60886R103 709 54174 SH DEFINED 14 16243
37931
MONEYGRAM INTL INC COM 60935Y109 1730 53619 SH DEFINED 14 53619
0
MONSANTO CO NEW COM 61166W101 39395 467927 SH DEFINED 14 181182 286745

MONSTER WORLDWIDE INC COM 611742107 9502 222734 SH DEFINED 14 85109
137625
MOODYS CORP COM 615369105 67919 1247139 SH DEFINED 14 352125
895014
MOOG INC CL A 615394202 2687 78521 SH DEFINED 14 23834
54687
MORGAN STANLEY COM NEW 617446448 302668 4788299 SH DEFINED 14 1641077
3147222
MORGANS HOTEL GROUP CO COM 61748W108 325 20900 SH DEFINED 14 20900
0
MOSAIC CO COM 61945A107 7562 483182 SH DEFINED 14 117595
365587
MOTOROLA INC COM 620076109 210991 10471042 SH DEFINED 14 3115548
7355494
MOVADO GROUP INC COM 624580106 310 13500 SH DEFINED 14 13500
0
MUELLER INDS INC COM 624756102 11074 335260 SH DEFINED 14 127651
207609
MULTIMEDIA GAMES INC COM 625453105 548 54112 SH DEFINED 14 13235
40877
MURPHY OIL CORP COM 626717102 16226 295125 SH DEFINED 14 116789
178336
MYERS INDS INC COM 628464109 1165 67795 SH DEFINED 14 22946
44849
MYLAN LABS INC COM 628530107 7164 348423 SH DEFINED 14 144649
203774
MYRIAD GENETICS INC COM 62855J104 333 13200 SH DEFINED 14 13200
0
NBT BANCORP INC COM 628778102 771 33194 SH DEFINED 14 30794
2400
NBTY INC COM 628782104 3256 136167 SH DEFINED 14 46397 89770

NCI BUILDING SYS INC COM 628852105 11868 223200 SH DEFINED 14 83200
140000
NCO GROUP INC COM 628858102 1659 62969 SH DEFINED 14 19278
43691
NCR CORP NEW COM 62886E108 11781 321521 SH DEFINED 14 123363
198158
NS GROUP INC COM 628916108 2868 52366 SH DEFINED 14 12566
39800
NII HLDGS INC CL B NEW 62913F201 16 286 SH DEFINED 10 286
0
NII HLDGS INC CL B NEW 62913F201 609 10800 SH DEFINED 14 10600
200
NRG ENERGY INC COM NEW 629377508 2900 60200 SH DEFINED 14 7200
53000
NTL INC DEL COM 62941W101 212 8521 SH DEFINED 03 0 8521

NTL INC DEL COM 62941W101 2 100 SH DEFINED 10 100
0
NTL INC DEL COM 62941W101 505 20837 SH DEFINED 14 20487
350
NVR INC COM 62944T105 5889 11719 SH DEFINED 14 3057
8662
NYSE GROUP INC COM 62949W103 276 4036 SH DEFINED 14 4036
0
NACCO INDS INC CL A 629579103 316 2300 SH DEFINED 14 2300
0
NAPSTER INC COM 630797108 255 82663 SH DEFINED 14 21984
60679
NARA BANCORP INC COM 63080P105 0 13 SH DEFINED 10 13
0
NARA BANCORP INC COM 63080P105 2216 118175 SH DEFINED 14 54050 64125

NASH FINCH CO COM 631158102 2057 96614 SH DEFINED 14 61693
34921
NATIONAL CITY CORP COM 635405103 92913 2567376 SH DEFINED 14 901397
1665979
NATIONAL HEALTHCARE CORP COM 635906100 222 4979 SH DEFINED 14 4979
0
NATIONAL FINL PARTNERS CORP COM 63607P208 820 18500 SH DEFINED 14 18500
0
NATIONAL FUEL GAS CO N J COM 636180101 5778 162757 SH DEFINED 14 133457
29300
NATIONAL HEALTH INVS INC COM 63633D104 624 23200 SH DEFINED 14 19000
4200
NATIONAL INSTRS CORP COM 636518102 975 35573 SH DEFINED 14 34946
627
NATIONAL OILWELL VARCO INC COM 637071101 25546 403449 SH DEFINED 14 141123 262326

NATIONAL PENN BANCSHARES INC COM 637138108 734 36974 SH DEFINED 14 31374
5600
NATIONAL PRESTO INDS INC COM 637215104 457 8733 SH DEFINED 14 2366
6367
NATIONAL RETAIL PROPERTIES I COM 637417106 3303 165542 SH DEFINED 14 71334
94208
NATIONAL SEMICONDUCTOR CORP COM 637640103 14539 611389 SH DEFINED 14 235304
376085
NATIONAL WESTN LIFE INS CO CL A 638522102 229 957 SH DEFINED 14 957
0
NATIONWIDE FINL SVCS INC CL A 638612101 397 9000 SH DEFINED 14 7500
1500
NATIONWIDE HEALTH PPTYS INC COM 638620104 1693 75200 SH DEFINED 03 3000
72200
NATIONWIDE HEALTH PPTYS INC COM 638620104 5112 227100 SH DEFINED 14 118400 108700

NAUTILUS INC COM 63910B102 990 63263 SH DEFINED 14 18960
44303
NAVISTAR INTL CORP NEW COM 63934E108 2826 112947 SH DEFINED 14 47159
65788
NAVIGANT CONSULTING INC COM 63935N107 712 31426 SH DEFINED 14 31426
0
NAVTEQ CORP COM 63936L100 349 7800 SH DEFINED 14 7800
0
NEENAH PAPER INC COM 640079109 851 28485 SH DEFINED 14 8534
19951
NEOWARE INC COM 64065P102 428 36300 SH DEFINED 14 9600
26700
NETBANK INC COM 640933107 195 29400 SH DEFINED 14 29400
0
NETGEAR INC COM 64111Q104 1330 61776 SH DEFINED 14 17051 44725

NETLOGIC MICROSYSTEMS INC COM 64118B100 432 13400 SH DEFINED 14 13400
0
NETWORK EQUIP TECHNOLOGIES COM 641208103 144 45745 SH DEFINED 14 12133
33612
NETWORK APPLIANCE INC COM 64120L104 23201 657266 SH DEFINED 14 252630
404636
NEUROMETRIX INC COM 641255104 12 400 SH DEFINED 10 400
0
NEUROMETRIX INC COM 641255104 1605 52700 SH DEFINED 14 46100
6600
NEUROCRINE BIOSCIENCES INC COM 64125C109 649 61200 SH DEFINED 14 60200
1000
NEUROCHEM INC COM 64125K101 112 10600 SH DEFINED 10 10600
0
NEUROCHEM INC PUT 64125K101 50 10600 SH PUT DEFINED 10 106
0
NEW CENTURY FINANCIAL CORP M COM 6435EV108 11184 244465 SH DEFINED 14 64272
180193
NEW JERSEY RES COM 646025106 2975 63589 SH DEFINED 14 24673
38916
NEW PLAN EXCEL RLTY TR INC COM 648053106 107 4320 SH DEFINED 03 0
4320
NEW PLAN EXCEL RLTY TR INC COM 648053106 3132 126836 SH DEFINED 14 113036
13800
NEW YORK CMNTY BANCORP INC COM 649445103 2871 174023 SH DEFINED 14 169057
4966
NEW YORK TIMES CO CL A 650111107 6521 267797 SH DEFINED 14 103257
164540
NEWALLIANCE BANCSHARES INC COM 650203102 142 10100 SH DEFINED 14 10100
0
NEWCASTLE INVT CORP COM 65105M108 4084 161300 SH DEFINED 14 92400 68900

NEWELL RUBBERMAID INC COM 651229106 20063 776737 SH DEFINED 14 483619
293118
NEWFIELD EXPL CO COM 651290108 8224 168051 SH DEFINED 14 136758
31293
NEWMONT MINING CORP COM 651639106 54362 1027050 SH DEFINED 14 358790
668260
NEWPORT CORP COM 651824104 697 43232 SH DEFINED 14 41765
1467
NEWS CORP CL A 65248E104 80744 4209778 SH DEFINED 14 1634385
2575393
NEWTEK BUSINESS SVCS INC COM 652526104 21 12600 SH DEFINED 03 12600
0
NICOR INC COM 654086107 9023 216701 SH DEFINED 14 167142
49559
NIKE INC CL B 654106103 25737 317736 SH DEFINED 14 123764 193972

NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 249 13900 SH DEFINED 14 13900
0
99 CENTS ONLY STORES COM 65440K106 290 27715 SH DEFINED 14 27715
0
NISOURCE INC COM 65473P105 19394 885161 SH DEFINED 14 555061
330100
NOBLE ENERGY INC COM 655044105 10012 213653 SH DEFINED 14 192786
20867
NOBLE INTL LTD COM 655053106 201 14050 SH DEFINED 14 14050
0
NORDSON CORP COM 655663102 1214 24934 SH DEFINED 14 24934
0
NORDSTROM INC COM 655664100 15409 422154 SH DEFINED 14 151115
271039
NORFOLK SOUTHERN CORP COM 655844108 38543 733174 SH DEFINED 14 281954 451220

NORTEL NETWORKS CORP NEW NOTE4.250% 9/ 656568AB8 7926 8410000PRN DEFINED 03 0
0
NORTH FORK BANCORPORATION NY COM 659424105 29339 964156 SH DEFINED 14 317346
646810
NORTHEAST UTILS COM 664397106 1879 92256 SH DEFINED 14 92256
0
NORTHERN TR CORP COM 665859104 47 847 SH DEFINED 10 847
0
NORTHERN TR CORP COM 665859104 18115 327584 SH DEFINED 14 128661
198923
NORTHROP GRUMMAN CORP COM 666807102 149391 2332044 SH DEFINED 14 708829
1623215
NORTHSTAR RLTY FIN CORP COM 66704R100 166 13800 SH DEFINED 14 13800
0
NORTHWEST NAT GAS CO COM 667655104 3809 102865 SH DEFINED 14 53831 49034

NOVATEL WIRELESS INC COM NEW 66987M604 522 54145 SH DEFINED 14 14400
39745
NOVASTAR FINL INC COM 669947400 588 18600 SH DEFINED 10 18600
0
NOVASTAR FINL INC COM 669947400 74 2347 SH DEFINED 14 2347
0
NOVELL INC COM 670006105 3918 590008 SH DEFINED 14 227673
362335
NOVELLUS SYS INC COM 670008101 6602 265050 SH DEFINED 14 93080
171970
NOVEN PHARMACEUTICALS INC COM 670009109 839 46862 SH DEFINED 14 14899
31963
NSTAR COM 67019E107 2794 97703 SH DEFINED 14 83803
13900
NUANCE COMMUNICATIONS INC COM 67020Y100 124 12700 SH DEFINED 14 12700
0
NUCOR CORP COM 670346105 30047 553866 SH DEFINED 14 208528
345338
NVIDIA CORP COM 67066G104 12960 603052 SH DEFINED 14 231091
371961
O CHARLEYS INC COM 670823103 1356 79747 SH DEFINED 14 35373
44374
OGE ENERGY CORP COM 670837103 1905 54925 SH DEFINED 14 54925
0
OM GROUP INC COM 670872100 16784 544042 SH DEFINED 14 153543
390499
NUVEEN INVTS INC CL A 67090F106 322 7491 SH DEFINED 14 6026
1465
OSI RESTAURANT PARTNERS INC COM 67104A101 1437 41527 SH DEFINED 14 41527
0
OCCIDENTAL PETE CORP DEL COM 674599105 114462 1116154 SH DEFINED 14 554240 561914

OCEANEERING INTL INC COM 675232102 5326 123224 SH DEFINED 14 31790
91434
ODYSSEY HEALTHCARE INC COM 67611V101 2780 158202 SH DEFINED 14 89145
69057
OFFICE DEPOT INC COM 676220106 19822 521630 SH DEFINED 14 202640
318990
OFFICEMAX INC DEL COM 67622P101 4906 121597 SH DEFINED 14 46244
75353
OHIO CAS CORP COM 677240103 3574 120219 SH DEFINED 14 113219
7000
OIL STS INTL INC COM 678026105 2371 69169 SH DEFINED 14 30069
39100
OLD DOMINION FGHT LINES INC COM 679580100 3725 99100 SH DEFINED 14 52725
46375
OLD NATL BANCORP IND COM 680033107 1534 76793 SH DEFINED 14 70493 6300

OLD REP INTL CORP COM 680223104 6675 313079 SH DEFINED 14 272486
40593
OLD SECOND BANCORP INC ILL COM 680277100 394 12714 SH DEFINED 14 12714
0
OLIN CORP COM PAR $1 680665205 4756 265249 SH DEFINED 14 224449
40800
OMNICARE INC COM 681904108 3521 74257 SH DEFINED 14 73827
430
OMNICOM GROUP INC COM 681919106 27766 311658 SH DEFINED 14 118001
193657
OMEGA HEALTHCARE INVS INC COM 681936100 317 24000 SH DEFINED 14 24000
0
OMEGA FINL CORP COM 682092101 227 7250 SH DEFINED 14 7250
0
OMNIVISION TECHNOLOGIES INC COM 682128103 2 100 SH DEFINED 10 100
0
OMNIVISION TECHNOLOGIES INC COM 682128103 3024 143200 SH DEFINED 14 143200
0
OMNOVA SOLUTIONS INC COM 682129101 434 76355 SH DEFINED 14 20406
55949
ON ASSIGNMENT INC COM 682159108 526 57199 SH DEFINED 14 21961
35238
ON SEMICONDUCTOR CORP COM 682189105 2 350 SH DEFINED 10 350
0
ON SEMICONDUCTOR CORP COM 682189105 75 12700 SH DEFINED 14 12700
0
ONEOK INC NEW COM 682680103 5089 149508 SH DEFINED 14 143108
6400
ONLINE RES CORP COM 68273G101 1113 107600 SH DEFINED 14 37800
69800
ON2 TECHNOLOGIES INC COM 68338A107 7 10100 SH DEFINED 14 10100
0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1682 36700 SH DEFINED 14 8000
28700
OPEN SOLUTIONS INC COM 68371P102 3 100 SH DEFINED 10 100
0
OPEN SOLUTIONS INC COM 68371P102 980 37400 SH DEFINED 14 10000
27400
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 364 19871 SH DEFINED 14 19071
800
ORACLE CORP COM 68389X105 3 200 SH DEFINED 10 200
0
ORACLE CORP COM 68389X105 146982 10143656 SH DEFINED 14 3813052
6330604
OREGON STL MLS INC COM 686079104 207 4200 SH DEFINED 14 4200
0
O REILLY AUTOMOTIVE INC COM 686091109 2205 69804 SH DEFINED 14 69804
0
ORIENTAL FINL GROUP INC COM 68618W100 829 64988 SH DEFINED 14 47688
17300
OSHKOSH TRUCK CORP COM 688239201 7257 152172 SH DEFINED 14 89772
62400
OSTEOTECH INC COM 688582105 143 35319 SH DEFINED 14 12023
23296
OVERSEAS SHIPHOLDING GROUP I COM 690368105 3221 54462 SH DEFINED 14 50862
3600
OWENS & MINOR INC NEW COM 690732102 2272 79433 SH DEFINED 14 23508
55925
OWENS ILL INC COM NEW 690768403 216 12865 SH DEFINED 14 12665
200
OXFORD INDS INC COM 691497309 1337 33915 SH DEFINED 14 13987
19928
P A M TRANSN SVCS INC COM 693149106 491 17000 SH DEFINED 14 12800 4200

PC-TEL INC COM 69325Q105 1 100 SH DEFINED 10 100
0
PC-TEL INC COM 69325Q105 397 46430 SH DEFINED 14 10743
35687
PDL BIOPHARMA INC COM 69329Y104 1 78 SH DEFINED 10 78
0
PDL BIOPHARMA INC COM 69329Y104 1312 71272 SH DEFINED 14 71272
0
PG&E CORP COM 69331C108 23381 595402 SH DEFINED 14 230935
364467
P F CHANGS CHINA BISTRO INC COM 69333Y108 1932 51016 SH DEFINED 14 15214
35802
PMC-SIERRA INC COM 69344F106 2776 295358 SH DEFINED 14 111391
183967
PMI GROUP INC COM 69344M101 8277 186241 SH DEFINED 14 123758 62483

PNC FINL SVCS GROUP INC COM 693475105 68071 970081 SH DEFINED 14 443800
526281
PNM RES INC COM 69349H107 2282 91441 SH DEFINED 14 78541
12900
PPG INDS INC COM 693506107 29079 445246 SH DEFINED 14 251738
193508
PPL CORP COM 69351T106 24335 753417 SH DEFINED 14 291941
461476
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 6 14200 SH DEFINED 14 14200
0
PACCAR INC COM 693718108 99972 1213553 SH DEFINED 14 273140
940413
PACER INTL INC TENN COM 69373H106 2828 86809 SH DEFINED 14 78109
8700
PACIFIC CAP BANCORP NEW COM 69404P101 834 26784 SH DEFINED 14 23984 2800

PACIFIC SUNWEAR CALIF INC COM 694873100 7859 438289 SH DEFINED 14 349014
89275
PACKAGING CORP AMER COM 695156109 817 37087 SH DEFINED 14 37087
0
PACKETEER INC COM 695210104 2774 244600 SH DEFINED 14 157500
87100
PACTIV CORP COM 695257105 8380 338576 SH DEFINED 14 99236
239340
PAIN THERAPEUTICS INC COM 69562K100 3 300 SH DEFINED 10 300
0
PAIN THERAPEUTICS INC COM 69562K100 280 33500 SH DEFINED 14 33500
0
PALL CORP COM 696429307 5345 190908 SH DEFINED 14 82318
108590
PALM INC NEW COM 696643105 4 277 SH DEFINED 10 277
0
PALM INC NEW COM 696643105 3040 188800 SH DEFINED 14 130000
58800
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 3115 68260 SH DEFINED 14 64060
4200
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 222 3204 SH DEFINED 14 3204
0
PANERA BREAD CO CL A 69840W108 4940 73465 SH DEFINED 14 18158
55307
PANTRY INC COM 698657103 236 4100 SH DEFINED 14 4100
0
PAPA JOHNS INTL INC COM 698813102 1596 48074 SH DEFINED 14 13986
34088
PAR PHARMACEUTICAL COS INC COM 69888P106 386 21026 SH DEFINED 14 21026
0
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 3718 292549 SH DEFINED 14 144496 148053

PAREXEL INTL CORP COM 699462107 1775 61538 SH DEFINED 14 19574
41964
PARK ELECTROCHEMICAL CORP COM 700416209 1593 61850 SH DEFINED 14 23848
38002
PARK NATL CORP COM 700658107 384 3890 SH DEFINED 14 3890
0
PARKER DRILLING CO COM 701081101 4927 686200 SH DEFINED 14 338700
347500
PARKER HANNIFIN CORP COM 701094104 41746 537969 SH DEFINED 14 162946
375023
PARKWAY PPTYS INC COM 70159Q104 2525 55500 SH DEFINED 03 1500
54000
PARKWAY PPTYS INC COM 70159Q104 3516 77275 SH DEFINED 14 34402
42873
PATHMARK STORES INC NEW *W EXP 09/10/2070322A119 6 17625 SH DEFINED 03 17625
0
PATTERSON COMPANIES INC COM 703395103 7505 214860 SH DEFINED 14 94163
120697
PATTERSON UTI ENERGY INC COM 703481101 16055 567111 SH DEFINED 14 292281
274830
PAXAR CORP COM 704227107 3151 153176 SH DEFINED 14 65125
88051
PAYCHEX INC COM 704326107 24646 632265 SH DEFINED 14 227159
405106
PAYLESS SHOESOURCE INC COM 704379106 1234 46257 SH DEFINED 14 41932
4325
PEABODY ENERGY CORP COM 704549104 16457 298565 SH DEFINED 14 268980
29585
PEDIATRIX MED GROUP COM 705324101 6625 146250 SH DEFINED 14 56336
89914
PEETS COFFEE & TEA INC COM 705560100 1009 33425 SH DEFINED 14 11400 22025

PENFORD CORP COM 707051108 277 16362 SH DEFINED 14 4319
12043
PENN VA CORP COM 707882106 2504 36055 SH DEFINED 14 10800
25255
PENNEY J C INC COM 708160106 93216 1380777 SH DEFINED 14 209747
1171030
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2387 59133 SH DEFINED 14 47833
11300
PENTAIR INC COM 709631105 2418 70711 SH DEFINED 14 69411
1300
PENWEST PHARMACEUTICALS CO COM 709754105 207 9500 SH DEFINED 14 9500
0
PEOPLES BANCORP INC COM 709789101 444 14885 SH DEFINED 14 13285
1600
PEOPLES ENERGY CORP COM 711030106 6955 192433 SH DEFINED 14 140999 51434

PEP BOYS MANNY MOE & JACK COM 713278109 1228 104756 SH DEFINED 14 31462
73294
PEPCO HOLDINGS INC COM 713291102 6297 267042 SH DEFINED 14 230042
37000
PEPSI BOTTLING GROUP INC COM 713409100 51803 1611280 SH DEFINED 14 405620
1205660
PEPSIAMERICAS INC COM 71343P200 3934 179617 SH DEFINED 14 95505
84112
PEPSICO INC COM 713448108 301864 5027716 SH DEFINED 14 1620142
3407574
PER-SE TECHNOLOGIES INC COM NEW 713569309 2085 82811 SH DEFINED 14 38049
44762
PERFORMANCE FOOD GROUP CO COM 713755106 3795 124924 SH DEFINED 14 54446
70478
PERICOM SEMICONDUCTOR CORP COM 713831105 1 88 SH DEFINED 10 88
0
PERICOM SEMICONDUCTOR CORP COM 713831105 515 62048 SH DEFINED 14 26560
35488
PERINI CORP COM 713839108 979 43500 SH DEFINED 14 34500
9000
PERKINELMER INC COM 714046109 9661 462246 SH DEFINED 14 161289
300957
PEROT SYS CORP CL A 714265105 536 37000 SH DEFINED 14 37000
0
PERRIGO CO COM 714290103 2 103 SH DEFINED 10 103
0
PERRIGO CO COM 714290103 898 55807 SH DEFINED 14 55807
0
PETMED EXPRESS INC COM 716382106 513 44100 SH DEFINED 14 11700
32400
PETROHAWK ENERGY CORP COM 716495106 166 13200 SH DEFINED 14 13200
0
PETROLEUM DEV CORP COM 716578109 1229 32595 SH DEFINED 14 9662
22933
PETROQUEST ENERGY INC COM 716748108 314 25600 SH DEFINED 14 25600
0
PETSMART INC COM 716768106 29902 1168066 SH DEFINED 14 320269
847797
PFIZER INC COM 717081103 196 8351 SH DEFINED 10 8351
0
PFIZER INC COM 717081103 555807 23681582 SH DEFINED 14 9574712
14106870
PHARMACEUTICAL PROD DEV INC COM 717124101 1 35 SH DEFINED 10 35
0
PHARMACEUTICAL PROD DEV INC COM 717124101 2177 61596 SH DEFINED 14 61596
0
PHARMION CORP COM 71715B409 30 1744 SH DEFINED 10 1744
0
PHARMION CORP COM 71715B409 578 33959 SH DEFINED 14 33959
0
PHELPS DODGE CORP COM 717265102 123122 1498559 SH DEFINED 14 413125
1085434
PHILADELPHIA CONS HLDG CORP COM 717528103 3478 113507 SH DEFINED 14 33226
80281
PHILLIPS VAN HEUSEN CORP COM 718592108 4298 114467 SH DEFINED 14 27928
86539
PHOENIX TECHNOLOGY LTD COM 719153108 224 46631 SH DEFINED 14 12435
34196
PHOTON DYNAMICS INC COM 719364101 1360 108629 SH DEFINED 14 45577
63052
PHOTRONICS INC COM 719405102 2 156 SH DEFINED 10 156
0
PHOTRONICS INC COM 719405102 2542 171757 SH DEFINED 14 55626 116131

PIEDMONT NAT GAS INC COM 720186105 3613 143549 SH DEFINED 14 41902
101647
PIER 1 IMPORTS INC COM 720279108 321 45690 SH DEFINED 14 45690
0
PILGRIMS PRIDE CORP COM 721467108 1204 45139 SH DEFINED 14 6239
38900
PINNACLE ENTMT INC COM 723456109 7830 255478 SH DEFINED 14 134588
120890
PINNACLE FINL PARTNERS INC COM 72346Q104 201 6600 SH DEFINED 14 2100
4500
PINNACLE WEST CAP CORP COM 723484101 20121 504164 SH DEFINED 14 152915
351249
PIONEER DRILLING CO COM 723655106 845 54700 SH DEFINED 14 54700
0
PIONEER NAT RES CO COM 723787107 3703 79390 SH DEFINED 14 79160 230

PIPER JAFFRAY COS COM 724078100 3503 57669 SH DEFINED 14 11901
45768
PITNEY BOWES INC COM 724479100 21665 524567 SH DEFINED 14 158156
366411
PLACER SIERRA BANCSHARES COM 726079106 252 10882 SH DEFINED 14 10382
500
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 227 5200 SH DEFINED 14 5200
0
PLAINS EXPL& PRODTN CO COM 726505100 3424 84450 SH DEFINED 14 69081
15369
PLANAR SYS INC COM 726900103 0 6 SH DEFINED 10 6
0
PLANAR SYS INC COM 726900103 399 33539 SH DEFINED 14 7465
26074
PLANTRONICS INC NEW COM 727493108 1285 57866 SH DEFINED 14 52366 5500

PLAYTEX PRODS INC COM 72813P100 1287 121900 SH DEFINED 14 36000
85900
PLEXUS CORP COM 729132100 3 90 SH DEFINED 10 90
0
PLEXUS CORP COM 729132100 5677 165957 SH DEFINED 14 150054
15903
PLUM CREEK TIMBER CO INC COM 729251108 11195 315357 SH DEFINED 14 120549
194808
POGO PRODUCING CO COM 730448107 6313 136952 SH DEFINED 14 101170
35782
POLARIS INDS INC COM 731068102 4514 99014 SH DEFINED 14 27458
71556
POLO RALPH LAUREN CORP CL A 731572103 2046 37432 SH DEFINED 14 37382
50
POLYCOM INC COM 73172K104 10568 482107 SH DEFINED 14 357739 124368

POLYMEDICA CORP COM 731738100 8537 237416 SH DEFINED 14 93987
143429
POLYONE CORP COM 73179P106 4052 461508 SH DEFINED 14 170690
290818
POOL CORPORATION COM 73278L105 9 200 SH DEFINED 10 200
0
POOL CORPORATION COM 73278L105 5458 125098 SH DEFINED 14 30896
94202
POPE & TALBOT INC COM 732827100 186 29930 SH DEFINED 14 7921
22009
POPULAR INC COM 733174106 8252 429776 SH DEFINED 14 117676
312100
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 3204 70100 SH DEFINED 14 38400
31700
POSSIS MEDICAL INC COM 737407106 292 33140 SH DEFINED 14 9984 23156

POST PPTYS INC COM 737464107 2473 54540 SH DEFINED 03 2800
51740
POST PPTYS INC COM 737464107 199 4400 SH DEFINED 14 4400
0
POTLATCH CORP NEW COM 737630103 897 23275 SH DEFINED 14 23275
0
POWER INTEGRATIONS INC COM 739276103 964 55166 SH DEFINED 14 15272
39894
POWER-ONE INC COM 739308104 67 10300 SH DEFINED 14 10300
0
POWERWAVE TECHNOLOGIES INC COM 739363109 692 75849 SH DEFINED 14 68649
7200
PRAXAIR INC COM 74005P104 34609 640910 SH DEFINED 14 295468
345442
PRE PAID LEGAL SVCS INC COM 740065107 1939 56206 SH DEFINED 14 30737 25469

PRECISION CASTPARTS CORP COM 740189105 8106 139718 SH DEFINED 14 130045
9673
PRECISION CASTPARTS CORP PUT 740189105 11 20000 SH PUT DEFINED 10 200
0
PREMIERE GLOBAL SVCS INC COM 740585104 612 81001 SH DEFINED 14 74401
6600
PREMIUM STD FARMS INC COM 74060C105 9555 588736 SH DEFINED 03 0
588736
PRESIDENTIAL LIFE CORP COM 740884101 1703 69264 SH DEFINED 14 29722
39542
PRICE T ROWE GROUP INC COM 74144T108 17292 463729 SH DEFINED 14 181706
282023
PRICELINE COM INC COM NEW 741503403 432 14466 SH DEFINED 14 14466
0
PRIDE INTL INC DEL COM 74153Q102 3876 124149 SH DEFINED 14 120449 3700

PRINCIPAL FINANCIAL GROUP IN COM 74251V102 27082 492485 SH DEFINED 14 189701
302784
PROASSURANCE CORP COM 74267C106 2897 60119 SH DEFINED 14 17948
42171
PROCTER & GAMBLE CO COM 742718109 475542 8552908 SH DEFINED 14 2872635
5680273
PRIVATEBANCORP INC COM 742962103 2268 54781 SH DEFINED 14 23078
31703
PROGRESS ENERGY INC COM 743263105 28642 671251 SH DEFINED 14 384109
287142
PROGRESS SOFTWARE CORP COM 743312100 2653 113327 SH DEFINED 14 39804
73523
PROGRESSIVE CORP OHIO COM 743315103 42910 1652279 SH DEFINED 14 783494
868785
PROLIANCE INTL INC COM 74340R104 50 10889 SH DEFINED 14 10889
0
PROLOGIS SH BEN INT 743410102 12402 237943 SH DEFINED 03 7700
230243
PROLOGIS SH BEN INT 743410102 22048 423032 SH DEFINED 14 163962
259070
PROQUEST COMPANY COM 74346P102 553 45000 SH DEFINED 14 43700
1300
PROSPERITY BANCSHARES INC COM 743606105 1658 50425 SH DEFINED 14 14700
35725
PROTECTIVE LIFE CORP COM 743674103 2585 55438 SH DEFINED 14 53638
1800
PROVIDENT BANKSHARES CORP COM 743859100 4020 110467 SH DEFINED 14 52752
57715
PROVIDENT FINL SVCS INC COM 74386T105 604 33631 SH DEFINED 14 33631
0
PRUDENTIAL FINL INC COM 744320102 74832 960367 SH DEFINED 14 403303 557064

PUBLIC SVC ENTERPRISE GROUP COM 744573106 38280 578951 SH DEFINED 14 306381
272570
PUBLIC STORAGE INC COM 74460D109 5308 69940 SH DEFINED 03 1900
68040
PUBLIC STORAGE INC COM 74460D109 10227 134739 SH DEFINED 14 55509
79230
PUGET ENERGY INC NEW COM 745310102 2589 121261 SH DEFINED 14 115761
5500
PULTE HOMES INC COM 745867101 18163 619698 SH DEFINED 14 370027
249671
QLOGIC CORP COM 747277101 40650 2357875 SH DEFINED 14 506431
1851444
QAD INC COM 74727D108 102 13200 SH DEFINED 14 13200
0
QUAKER CHEM CORP COM 747316107 325 17930 SH DEFINED 14 4680 13250

QUALCOMM INC COM 747525103 268249 6694501 SH DEFINED 14 2049317
4645184
QUALITY SYS INC COM 747582104 1200 32600 SH DEFINED 14 10200
22400
QUANEX CORP COM 747620102 24818 576232 SH DEFINED 14 183172
393060
QUANTA SVCS INC COM 74762E102 1191 72478 SH DEFINED 14 72478
0
QUEST DIAGNOSTICS INC COM 74834L100 45117 752958 SH DEFINED 14 187775
565183
QUESTAR CORP COM 748356102 11071 137546 SH DEFINED 14 89496
48050
QUICKSILVER RESOURCES INC COM 74837R104 1465 39965 SH DEFINED 14 39965
0
QUIKSILVER INC COM 74838C106 2725 223703 SH DEFINED 14 66612 157091

QWEST COMMUNICATIONS INTL IN COM 749121109 21911 2745678 SH DEFINED 14 1068564
1677114
R & G FINANCIAL CORP CL B 749136107 581 67692 SH DEFINED 14 60292
7400
RC2 CORP COM 749388104 1519 39166 SH DEFINED 14 10966
28200
R H DONNELLEY CORP COM NEW 74955W307 265 4928 SH DEFINED 14 4928
0
RLI CORP COM 749607107 1997 41579 SH DEFINED 14 12646
28933
RPC INC COM 749660106 1899 78200 SH DEFINED 14 70000
8200
RPM INTL INC COM 749685103 1917 106505 SH DEFINED 14 95705
10800
RSA SEC INC COM 749719100 1026 44840 SH DEFINED 14 44840
0
RTI INTL METALS INC COM 74973W107 2470 43833 SH DEFINED 14 13030
30803
RF MICRODEVICES INC COM 749941100 1 100 SH DEFINED 10 100
0
RF MICRODEVICES INC COM 749941100 705 119521 SH DEFINED 14 115421
4100
RADIAN GROUP INC COM 750236101 11724 189771 SH DEFINED 14 116221
73550
RADIANT SYSTEMS INC COM 75025N102 1678 158746 SH DEFINED 14 79100
79646
RADIO ONE INC CL A 75040P108 84 11200 SH DEFINED 14 11200
0
RADIO ONE INC CL D NON VTG 75040P405 1940 262100 SH DEFINED 14 124800
137300
RADIOSHACK CORP COM 750438103 9317 665501 SH DEFINED 14 480782 184719

RADISYS CORP COM 750459109 910 41449 SH DEFINED 14 12998
28451
RAILAMERICA INC COM 750753105 214 20500 SH DEFINED 14 17700
2800
RALCORP HLDGS INC NEW COM 751028101 2917 68582 SH DEFINED 14 20181
48401
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 7912 293788 SH DEFINED 14 94500
199288
RANGE RES CORP COM 75281A109 256 9410 SH DEFINED 14 9310
100
RARE HOSPITALITY INTL INC COM 753820109 2316 80519 SH DEFINED 14 34723
45796
RAYMOND JAMES FINANCIAL INC COM 754730109 2899 97394 SH DEFINED 14 87894
9500
RAYONIER INC COM 754907103 1831 48287 SH DEFINED 14 48287
0
RAYTHEON CO COM NEW 755111507 75047 1683792 SH DEFINED 14 556501
1127291
READERS DIGEST ASSN INC COM 755267101 1346 96408 SH DEFINED 14 94908
1500
REALNETWORKS INC COM 75605L104 2572 240358 SH DEFINED 14 171458
68900
RECKSON ASSOCS RLTY CORP COM 75621K106 2926 70700 SH DEFINED 03 0
70700
RECKSON ASSOCS RLTY CORP COM 75621K106 298 7200 SH DEFINED 14 7200
0
RED HAT INC COM 756577102 9 378 SH DEFINED 10 378
0
RED HAT INC COM 756577102 318 13600 SH DEFINED 14 13600
0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1142 26840 SH DEFINED 14 7200 19640

REDBACK NETWORKS INC COM NEW 757209507 22 1179 SH DEFINED 10 1179
0
REDBACK NETWORKS INC COM NEW 757209507 1056 57588 SH DEFINED 14 57588
0
REGAL BELOIT CORP COM 758750103 6555 148473 SH DEFINED 14 78504
69969
REGENCY CTRS CORP COM 758849103 4953 79700 SH DEFINED 03 3300
76400
REGENCY CTRS CORP COM 758849103 2632 42357 SH DEFINED 14 41307
1050
REGENERON PHARMACEUTICALS COM 75886F107 1121 87439 SH DEFINED 14 27434
60005
REGIS CORP MINN COM 758932107 1007 28029 SH DEFINED 14 28029
0
REHABCARE GROUP INC COM 759148109 563 32384 SH DEFINED 14 9482 22902

REGIONS FINANCIAL CORP NEW COM 7591EP100 51127 1543704 SH DEFINED 14 684607
859097
RELIANCE STEEL & ALUMINUM CO COM 759509102 35067 422744 SH DEFINED 14 171394
251350
RELIANT ENERGY INC COM 75952B105 329 27463 SH DEFINED 14 26064
1399
REMINGTON OIL & GAS CORP COM 759594302 2003 45547 SH DEFINED 14 13526
32021
RENASANT CORP COM 75970E107 260 6450 SH DEFINED 14 5850
600
RENT A CTR INC NEW COM 76009N100 8181 329071 SH DEFINED 14 217370
111701
REPUBLIC BANCORP INC COM 760282103 4894 395028 SH DEFINED 14 175312
219716
REPUBLIC PROPERTY TR COM 760737106 312 31500 SH DEFINED 10 31500
0
REPUBLIC SVCS INC COM 760759100 5692 141109 SH DEFINED 14 127389
13720
RES-CARE INC COM 760943100 484 24200 SH DEFINED 14 24200
0
RESMED INC COM 761152107 6848 145851 SH DEFINED 14 43348
102503
RESPIRONICS INC COM 761230101 5449 159242 SH DEFINED 14 42512
116730
REVLON INC CL A 761525500 25 18400 SH DEFINED 14 18400
0
REWARDS NETWORK INC COM 761557107 330 40376 SH DEFINED 14 10276
30100
REYNOLDS & REYNOLDS CO CL A 761695105 1545 50746 SH DEFINED 14 50146
600
REYNOLDS AMERICAN INC COM 761713106 47389 411010 SH DEFINED 14 98299 312711

RIGEL PHARMACEUTICALS INC COM NEW 766559603 808 83000 SH DEFINED 14 70800
12200
RITE AID CORP COM 767754104 146 34670 SH DEFINED 14 34670
0
ROBBINS & MYERS INC COM 770196103 900 34411 SH DEFINED 14 12715
21696
ROBERT HALF INTL INC COM 770323103 12986 309119 SH DEFINED 14 119667
189452
ROCK-TENN CO CL A 772739207 1824 114354 SH DEFINED 14 50484
63870
ROCKWELL AUTOMATION INC COM 773903109 32038 441357 SH DEFINED 14 119121
322236
ROCKWELL COLLINS INC COM 774341101 17486 314728 SH DEFINED 14 117530
197198
ROCKWOOD HLDGS INC COM 774415103 246 10700 SH DEFINED 14 3300 7400

ROFIN SINAR TECHNOLOGIES INC COM 775043102 338 5887 SH DEFINED 14 5887
0
ROGERS CORP COM 775133101 2176 38628 SH DEFINED 14 11836
26792
ROHM & HAAS CO COM 775371107 19011 379308 SH DEFINED 14 197799
181509
ROLLINS INC COM 775711104 1416 72121 SH DEFINED 14 56871
15250
ROPER INDS INC NEW COM 776696106 4986 106072 SH DEFINED 14 88672
17400
ROSS STORES INC COM 778296103 4020 143321 SH DEFINED 14 132491
10830
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 400 13800 SH DEFINED 14 3300
10500
ROWAN COS INC COM 779382100 6138 173103 SH DEFINED 14 70830 102273

ROYAL GOLD INC COM 780287108 1182 42494 SH DEFINED 10 42494
0
ROYAL GOLD INC COM 780287108 78 2800 SH DEFINED 14 2800
0
ROYAL GOLD INC PUT 780287108 406 41000 SH PUT DEFINED 10 410
0
RUBY TUESDAY INC COM 781182100 913 37249 SH DEFINED 14 37249
0
RUDDICK CORP COM 781258108 1767 72092 SH DEFINED 14 65787
6305
RUDOLPH TECHNOLOGIES INC COM 781270103 1 100 SH DEFINED 10 100
0
RUDOLPH TECHNOLOGIES INC COM 781270103 684 47443 SH DEFINED 14 15295
32148
RUSH ENTERPRISES INC CL A 781846209 302 16600 SH DEFINED 14 16600
0
RUSS BERRIE & CO COM 782233100 261 21751 SH DEFINED 14 5730
16021
RUSSELL CORP COM 782352108 1362 75180 SH DEFINED 14 21433
53747
RYANS RESTAURANT GROUP INC COM 783520109 2170 182211 SH DEFINED 14 98653
83558
RYDER SYS INC COM 783549108 24666 421210 SH DEFINED 14 215803
205407
RYERSON INC COM 78375P107 1378 50846 SH DEFINED 14 15646
35200
RYLAND GROUP INC COM 783764103 2288 51421 SH DEFINED 14 38921
12500
SCPIE HLDGS INC COM 78402P104 430 18476 SH DEFINED 14 4908
13568
SEI INVESTMENTS CO COM 784117103 5771 122141 SH DEFINED 14 104541 17600

SFBC INTL INC COM 784121105 941 62099 SH DEFINED 14 32820
29279
SI INTL INC COM 78427V102 1072 34956 SH DEFINED 03 34956
0
SI INTL INC COM 78427V102 117 3800 SH DEFINED 14 3800
0
SJW CORP COM 784305104 294 11568 SH DEFINED 14 11568
0
SL GREEN RLTY CORP COM 78440X101 3161 28880 SH DEFINED 03 1600
27280
SL GREEN RLTY CORP COM 78440X101 365 3330 SH DEFINED 14 3300
30
SLM CORP COM 78442P106 38700 731290 SH DEFINED 14 283950
447340
SPDR TR UNIT SER 1 78462F103 992 7800 SH DEFINED 10 7800
0
SPDR TR UNIT SER 1 78462F103 8171 64220 SH DEFINED 14 24420
39800
SPSS INC COM 78462K102 1924 59873 SH DEFINED 14 29489
30384
SPX CORP COM 784635104 4530 80214 SH DEFINED 14 72754
7460
SRA INTL INC CL A 78464R105 613 22497 SH DEFINED 14 22497
0
SVB FINL GROUP COM 78486Q101 2049 45080 SH DEFINED 14 45080
0
SWS GROUP INC COM 78503N107 1167 48369 SH DEFINED 14 18327
30042
SABRE HLDGS CORP CL A 785905100 15370 698639 SH DEFINED 14 177626
521013
SAFECO CORP COM 786429100 21113 374685 SH DEFINED 14 109048 265637

SAFEGUARD SCIENTIFICS INC COM 786449108 24 10200 SH DEFINED 14 10200
0
SAFETY INS GROUP INC COM 78648T100 2591 54488 SH DEFINED 14 24788
29700
SAFEWAY INC COM NEW 786514208 76108 2927245 SH DEFINED 14 965337
1961908
ST JOE CO COM 790148100 648 13920 SH DEFINED 03 0
13920
ST JOE CO COM 790148100 298 6400 SH DEFINED 14 6300
100
ST JUDE MED INC COM 790849103 20840 642814 SH DEFINED 14 251557
391257
ST MARY LD & EXPL CO COM 792228108 4621 120945 SH DEFINED 14 33392
87553
ST PAUL TRAVELERS INC COM 792860108 178931 4013699 SH DEFINED 14 1294338 2719361

SAKS INC COM 79377W108 1357 84280 SH DEFINED 14 84280
0
SANDERSON FARMS INC COM 800013104 797 28462 SH DEFINED 14 9206
19256
SANDISK CORP COM 80004C101 0 4 SH DEFINED 10 4
0
SANDISK CORP COM 80004C101 16200 309330 SH DEFINED 14 118110
191220
SANDY SPRING BANCORP INC COM 800363103 373 10350 SH DEFINED 14 10250
100
SANMINA SCI CORP COM 800907107 1 194 SH DEFINED 10 194
0
SANMINA SCI CORP COM 800907107 4502 970301 SH DEFINED 14 379028
591273
SANTANDER BANCORP COM 802809103 315 12795 SH DEFINED 14 12795
0
SARA LEE CORP COM 803111103 36388 2271418 SH DEFINED 14 1021357
1250061
SATYAM COMPUTER SERVICES LTD ADR 804098101 3042 91800 SH DEFINED 14 19800
72000
SAVIENT PHARMACEUTICALS INC COM 80517Q100 1 100 SH DEFINED 10 100
0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 647 123331 SH DEFINED 14 39855
83476
SAXON CAP INC NEW COM 80556T106 1567 137000 SH DEFINED 14 99300
37700
SCANA CORP NEW COM 80589M102 4848 126049 SH DEFINED 14 107789
18260
SCANSOURCE INC COM 806037107 1 20 SH DEFINED 10 20
0
SCANSOURCE INC COM 806037107 1449 49424 SH DEFINED 14 14754 34670

SCHEIN HENRY INC COM 806407102 6 121 SH DEFINED 10 121
0
SCHEIN HENRY INC COM 806407102 3381 72352 SH DEFINED 14 69352
3000
SCHERING PLOUGH CORP COM 806605101 59266 3114354 SH DEFINED 14 1411285
1703069
SCHLUMBERGER LTD COM 806857108 280583 4309362 SH DEFINED 14 1422968
2886394
SCHNITZER STL INDS CL A 806882106 1002 28250 SH DEFINED 14 28250
0
SCHOLASTIC CORP COM 807066105 2402 92483 SH DEFINED 14 80683
11800
SCHOOL SPECIALTY INC COM 807863105 1371 43060 SH DEFINED 14 12086
30974
SCHULMAN A INC COM 808194104 1399 61595 SH DEFINED 14 17390 44205

SCHWAB CHARLES CORP NEW COM 808513105 3 200 SH DEFINED 10 200
0
SCHWAB CHARLES CORP NEW COM 808513105 30403 1902574 SH DEFINED 14 705938
1196636
SCHWEITZER-MAUDUIT INTL INC COM 808541106 778 34825 SH DEFINED 14 9799
25026
SCIENTIFIC GAMES CORP CL A 80874P109 1433 40466 SH DEFINED 14 40466
0
SCOTTS MIRACLE GRO CO CL A 810186106 1432 33840 SH DEFINED 14 32940
900
SCRIPPS E W CO OHIO CL A 811054204 6054 140308 SH DEFINED 14 55008
85300
SCS TRANSN INC COM 81111T102 622 22600 SH DEFINED 14 22600
0
SEABOARD CORP COM 811543107 319 249 SH DEFINED 14 249
0
SEACOR HOLDINGS INC COM 811904101 9379 114236 SH DEFINED 14 40797
73439
SEALED AIR CORP NEW COM 81211K100 7551 145121 SH DEFINED 14 56874
88247
SEARS HLDGS CORP COM 812350106 47801 307796 SH DEFINED 14 152397
155399
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 19260 600000 SH DEFINED 10 600000
0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 68064 1200000 SH DEFINED 10 1200000
0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 50700 1500000 SH DEFINED 10 1500000
0
SECURE COMPUTING CORP COM 813705100 930 111566 SH DEFINED 14 31400
80166
SELECT COMFORT CORP COM 81616X103 17347 755196 SH DEFINED 14 254429 500767

SELECTIVE INS GROUP INC COM 816300107 3612 64643 SH DEFINED 14 18253
46390
SEMTECH CORP COM 816850101 6211 429834 SH DEFINED 14 353946
75888
SEMPRA ENERGY COM 816851109 69108 1519524 SH DEFINED 14 566976
952548
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2180 121693 SH DEFINED 14 110793
10900
SENSIENT TECHNOLOGIES CORP COM 81725T100 2591 123908 SH DEFINED 14 108635
15273
SEPRACOR INC COM 817315104 18 321 SH DEFINED 10 321
0
SEPRACOR INC COM 817315104 17054 296689 SH DEFINED 14 157581
139108
SEQUA CORPORATION CL A 817320104 308 3777 SH DEFINED 14 3777
0
SERVICE CORP INTL COM 817565104 206 25250 SH DEFINED 14 25250
0
SERVICEMASTER CO COM 81760N109 277 26833 SH DEFINED 14 26533
300
SHAW GROUP INC COM 820280105 5901 212279 SH DEFINED 14 81114
131165
SHERWIN WILLIAMS CO COM 824348106 27199 572850 SH DEFINED 14 271039
301811
SHOE CARNIVAL INC COM 824889109 313 13100 SH DEFINED 14 12500
600
SHUFFLE MASTER INC COM 825549108 2209 67390 SH DEFINED 14 20461
46929
SHURGARD STORAGE CTRS INC COM 82567D104 5646 91744 SH DEFINED 14 27807
63937
SIERRA HEALTH SVCS INC COM 826322109 13937 309510 SH DEFINED 14 77984 231526

SIERRA PAC RES NEW COM 826428104 1685 120378 SH DEFINED 14 120378
0
SIGMA ALDRICH CORP COM 826552101 7860 108208 SH DEFINED 14 40793
67415
SIGNATURE BK NEW YORK N Y COM 82669G104 0 13 SH DEFINED 10 13
0
SIGNATURE BK NEW YORK N Y COM 82669G104 236 7300 SH DEFINED 14 7300
0
SILICON LABORATORIES INC COM 826919102 963 27818 SH DEFINED 14 27818
0
SILGAN HOLDINGS INC COM 827048109 1393 37636 SH DEFINED 14 36636
1000
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 909 152000 SH DEFINED 14 0
152000
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 342 11800 SH DEFINED 14 11800
0
SIMON PPTY GROUP INC NEW COM 828806109 14378 173350 SH DEFINED 03 5400
167950
SIMON PPTY GROUP INC NEW COM 828806109 27502 331594 SH DEFINED 14 130862
200732
SIMPSON MANUFACTURING CO INC COM 829073105 2703 74986 SH DEFINED 14 24030
50956
SINCLAIR BROADCAST GROUP INC CL A 829226109 115 13400 SH DEFINED 14 13400
0
SIRIUS SATELLITE RADIO INC COM 82966U103 471 99100 SH DEFINED 14 97500
1600
SIRF TECHNOLOGY HLDGS INC COM 82967H101 1888 58600 SH DEFINED 14 54200
4400
SITEL CORP COM 82980K107 61 15500 SH DEFINED 14 15500
0
SKECHERS U S A INC CL A 830566105 1222 50700 SH DEFINED 14 15900 34800

SKY FINL GROUP INC COM 83080P103 245 10359 SH DEFINED 14 9259
1100
SKYLINE CORP COM 830830105 798 18665 SH DEFINED 14 9422
9243
SKYWEST INC COM 830879102 3026 123061 SH DEFINED 14 37032
86029
SKYWORKS SOLUTIONS INC COM 83088M102 1 157 SH DEFINED 10 157
0
SKYWORKS SOLUTIONS INC COM 83088M102 1702 308982 SH DEFINED 14 92310
216672
SMART & FINAL INC COM 831683107 219 13000 SH DEFINED 14 11700
1300
SMITH & WOLLENSKY RESTAURANT COM 831758107 423 93239 SH DEFINED 03 93239
0
SMITH A O COM 831865209 4971 107222 SH DEFINED 14 64657 42565

SMITH INTL INC COM 832110100 13703 308132 SH DEFINED 14 226482
81650
SMITHFIELD FOODS INC COM 832248108 7550 260425 SH DEFINED 14 117319
143106
SMUCKER J M CO COM NEW 832696405 2672 59044 SH DEFINED 14 49224
9820
SMURFIT-STONE CONTAINER CORP COM 832727101 243 22186 SH DEFINED 14 21886
300
SNAP ON INC COM 833034101 9855 246179 SH DEFINED 14 192586
53593
SOLECTRON CORP COM 834182107 5937 1730894 SH DEFINED 14 674065
1056829
SOMANETICS CORP COM NEW 834445405 456 23900 SH DEFINED 14 23900
0
SONIC CORP COM 835451105 21211 1020242 SH DEFINED 14 192535 827707

SONIC AUTOMOTIVE INC CL A 83545G102 2813 126825 SH DEFINED 14 61200
65625
SONIC SOLUTIONS COM 835460106 756 46534 SH DEFINED 14 12378
34156
SONICWALL INC COM 835470105 1297 144300 SH DEFINED 14 82400
61900
SONOCO PRODS CO COM 835495102 1883 59498 SH DEFINED 14 59498
0
SOTHEBYS HLDGS INC CL A 835898107 767 29429 SH DEFINED 14 29429
0
SONUS NETWORKS INC COM 835916107 104 21500 SH DEFINED 14 21500
0
SOURCECORP COM 836167106 1092 44069 SH DEFINED 14 19688
24381
SOUTH FINL GROUP INC COM 837841105 4318 162514 SH DEFINED 14 42291 120223

SOUTH JERSEY INDS INC COM 838518108 1967 71823 SH DEFINED 14 27800
44023
SOUTHERN CO COM 842587107 55451 1732835 SH DEFINED 14 884594
848241
SOUTHERN COPPER CORP COM 84265V105 715 8027 SH DEFINED 14 3927
4100
SOUTHERN UN CO NEW COM 844030106 8904 329063 SH DEFINED 14 62567
266496
SOUTHWEST AIRLS CO COM 844741108 20046 1240500 SH DEFINED 14 486826
753674
SOUTHWEST BANCORP INC OKLA COM 844767103 0 7 SH DEFINED 10 7
0
SOUTHWEST BANCORP INC OKLA COM 844767103 497 19500 SH DEFINED 14 17700
1800
SOUTHWEST GAS CORP COM 844895102 4284 136698 SH DEFINED 14 70538 66160

SOUTHWESTERN ENERGY CO COM 845467109 5435 174422 SH DEFINED 14 153422
21000
SOVEREIGN BANCORP INC COM 845905108 13421 653722 SH DEFINED 14 258189
395533
SOVRAN SELF STORAGE INC COM 84610H108 1102 21700 SH DEFINED 03 0
21700
SOVRAN SELF STORAGE INC COM 84610H108 1753 34513 SH DEFINED 14 10205
24308
SPARTECH CORP COM NEW 847220209 1223 54100 SH DEFINED 14 42200
11900
SPECTRUM BRANDS INC COM 84762L105 959 72739 SH DEFINED 14 21730
51009
SPEEDWAY MOTORSPORTS INC COM 847788106 332 8800 SH DEFINED 14 4900
3900
SPHERION CORP COM 848420105 5167 566579 SH DEFINED 14 214802 351777

SPIRIT FIN CORP COM 848568309 5192 461127 SH DEFINED 14 210227
250900
SPRINT NEXTEL CORP COM FON 852061100 1173 58675 SH DEFINED 03 0
58675
SPRINT NEXTEL CORP COM FON 852061100 125141 6260169 SH DEFINED 14 2501160
3759009
STAGE STORES INC COM NEW 85254C305 9 285 SH DEFINED 03 0
285
STAGE STORES INC COM NEW 85254C305 1895 57428 SH DEFINED 14 18900
38528
STAMPS COM INC COM NEW 852857200 1853 66600 SH DEFINED 14 40100
26500
STANCORP FINL GROUP INC COM 852891100 1724 33864 SH DEFINED 14 33864
0
STANDARD MICROSYSTEMS CORP COM 853626109 920 42997 SH DEFINED 14 13141 29856

STANDARD MTR PRODS INC COM 853666105 180 21531 SH DEFINED 14 5639
15892
STANDARD PAC CORP NEW COM 85375C101 4272 162431 SH DEFINED 14 39370
123061
STANDARD REGISTER CO COM 853887107 337 28508 SH DEFINED 14 11319
17189
STANDEX INTL CORP COM 854231107 881 29021 SH DEFINED 14 13969
15052
STANLEY WKS COM 854616109 13646 289101 SH DEFINED 14 215203
73898
STAPLES INC COM 855030102 31045 1276513 SH DEFINED 14 502646
773867
STARBUCKS CORP COM 855244109 88850 2353026 SH DEFINED 14 642824
1710202
STARTEK INC COM 85569C107 303 21990 SH DEFINED 14 6716 15274

STATE AUTO FINL CORP COM 855707105 241 7400 SH DEFINED 14 7400
0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 22735 377587 SH DEFINED 14 146052
231535
STATE STR CORP COM 857477103 34336 586935 SH DEFINED 14 227346
359589
STATION CASINOS INC COM 857689103 300 4400 SH DEFINED 14 4300
100
STEAK N SHAKE CO COM 857873103 787 51995 SH DEFINED 14 13717
38278
STEEL DYNAMICS INC COM 858119100 4117 65891 SH DEFINED 14 56291
9600
STEEL TECHNOLOGIES INC COM 858147101 50 2675 SH DEFINED 10 2675
0
STEEL TECHNOLOGIES INC COM 858147101 385 20414 SH DEFINED 14 5365 15049

STEIN MART INC COM 858375108 1416 95665 SH DEFINED 14 44440
51225
STERLING BANCSHARES INC COM 858907108 1633 88554 SH DEFINED 14 26866
61688
STERICYCLE INC COM 858912108 3007 46187 SH DEFINED 14 40229
5958
STERIS CORP COM 859152100 3505 153331 SH DEFINED 14 134631
18700
STERLING BANCORP COM 859158107 955 48958 SH DEFINED 14 23658
25300
STERLING FINL CORP COM 859317109 245 11198 SH DEFINED 14 10598
600
STERLING FINL CORP WASH COM 859319105 2573 84329 SH DEFINED 14 22988
61341
STEWART INFORMATION SVCS COR COM 860372101 3618 99647 SH DEFINED 14 45046 54601

STONE ENERGY CORP COM 861642106 4742 101862 SH DEFINED 14 54617
47245
STRATEX NETWORKS INC COM 86279T109 76 18900 SH DEFINED 14 18900
0
STREETTRACKS SER TR SPDR HOMEBUILD 86330E745 10194 300000 SH DEFINED 10 300000
0
STRIDE RITE CORP COM 863314100 890 67473 SH DEFINED 14 17939
49534
STRYKER CORP COM 863667101 21327 506451 SH DEFINED 14 198321
308130
STURM RUGER & CO INC COM 864159108 247 39491 SH DEFINED 14 10475
29016
SUFFOLK BANCORP COM 864739107 265 8100 SH DEFINED 14 8100
0
SUN BANCORP INC COM 86663B102 394 24266 SH DEFINED 14 19331 4935

SUN COMMUNITIES INC COM 866674104 241 7394 SH DEFINED 14 7394
0
SUN MICROSYSTEMS INC COM 866810104 417 100765 SH DEFINED 10 100765
0
SUN MICROSYSTEMS INC COM 866810104 24908 6016440 SH DEFINED 14 2335318
3681122
SUNOCO INC COM 86764P109 69 1000 SH DEFINED 10 1000
0
SUNOCO INC COM 86764P109 16353 236011 SH DEFINED 14 90934
145077
SUNRISE SENIOR LIVING INC COM 86768K106 2281 82480 SH DEFINED 14 25338
57142
SUNSTONE HOTEL INVS INC NEW COM 867892101 2203 75800 SH DEFINED 03 3300
72500
SUNSTONE HOTEL INVS INC NEW COM 867892101 494 17000 SH DEFINED 14 17000
0
SUNTRUST BKS INC COM 867914103 97698 1281112 SH DEFINED 14 515082
766030
SUPERIOR ENERGY SVCS INC COM 868157108 892 26300 SH DEFINED 14 16000
10300
SUPERIOR ESSEX INC COM 86815V105 335 11200 SH DEFINED 14 5600
5600
SUPERIOR INDS INTL INC COM 868168105 789 42098 SH DEFINED 14 11200
30898
SUPERIOR WELL SVCS INC COM 86837X105 304 12200 SH DEFINED 14 12200
0
SUPERTEX INC COM 868532102 1729 43287 SH DEFINED 14 23472
19815
SUPERVALU INC COM 868536103 55039 1792811 SH DEFINED 14 721291
1071520
SURMODICS INC COM 868873100 6 161 SH DEFINED 10 161
0
SURMODICS INC COM 868873100 2141 59280 SH DEFINED 14 27261
32019
SUSQUEHANNA BANCSHARES INC P COM 869099101 4836 202334 SH DEFINED 14 89623
112711
SWIFT ENERGY CO COM 870738101 8866 206513 SH DEFINED 14 123381
83132
SWIFT TRANSN CO COM 870756103 3005 94217 SH DEFINED 14 75674
18543
SYBASE INC COM 871130100 5234 253834 SH DEFINED 14 140511
113323
SYCAMORE NETWORKS INC COM 871206108 103 25400 SH DEFINED 14 25400
0
SYKES ENTERPRISES INC COM 871237103 1236 76500 SH DEFINED 14 71300
5200
SYMANTEC CORP COM 871503108 37 2391 SH DEFINED 10 2391
0
SYMANTEC CORP COM 871503108 28786 1852352 SH DEFINED 14 710803
1141549
SYMBOL TECHNOLOGIES INC COM 871508107 4673 438766 SH DEFINED 14 166229
272537
SYMMETRICOM INC COM 871543104 598 84619 SH DEFINED 14 22561
62058
SYNAPTICS INC COM 87157D109 1142 53354 SH DEFINED 14 19560
33794
SYNOPSYS INC COM 871607107 37375 1991214 SH DEFINED 14 507888
1483326
SYNOVUS FINL CORP COM 87161C105 14894 561393 SH DEFINED 14 215406
345987
SYNNEX CORP COM 87162W100 303 16000 SH DEFINED 14 16000
0
SYNIVERSE HLDGS INC COM 87163F106 387 26300 SH DEFINED 14 21800 4500

SYSCO CORP COM 871829107 34601 1132236 SH DEFINED 14 428266
703970
TCF FINL CORP COM 872275102 4194 158635 SH DEFINED 14 148585
10050
TD BANKNORTH INC COM 87235A101 858 29395 SH DEFINED 14 9246
20149
TD AMERITRADE HLDG CORP COM 87236Y108 366 24700 SH DEFINED 14 24700
0
TECO ENERGY INC COM 872375100 5276 355291 SH DEFINED 14 141318
213973
TEPPCO PARTNERS L P UT LTD PARTNER 872384102 215 6100 SH DEFINED 14 6100
0
THQ INC COM NEW 872443403 2747 125074 SH DEFINED 14 38114
86960
TJX COS INC NEW COM 872540109 18731 819383 SH DEFINED 14 312781 506602

TTM TECHNOLOGIESINC COM 87305R109 1 58 SH DEFINED 10 58
0
TTM TECHNOLOGIESINC COM 87305R109 527 36403 SH DEFINED 14 36403
0
TXU CORP COM 873168108 151667 2536669 SH DEFINED 14 680813
1855856
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 19524 2157302 SH DEFINED 14 30272
2127030
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1 100 SH DEFINED 10 100
0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1532 139508 SH DEFINED 14 41561
97947
TALK AMERICA HLDGS INC COM NEW 87426R202 133 21566 SH DEFINED 14 21566
0
TALX CORP COM 874918105 1998 91359 SH DEFINED 14 32289 59070

TARGET CORP COM 87612E106 103564 2119167 SH DEFINED 14 672372
1446795
TATA MTRS LTD SPONSORED ADR 876568502 5453 316100 SH DEFINED 14 66500
249600
TAUBMAN CTRS INC COM 876664103 2699 66000 SH DEFINED 03 2000
64000
TAUBMAN CTRS INC COM 876664103 152 3709 SH DEFINED 14 3709
0
TAYLOR CAP GROUP INC COM 876851106 257 6300 SH DEFINED 14 6300
0
TECH DATA CORP COM 878237106 20428 533224 SH DEFINED 14 126715
406509
TECHNE CORP COM 878377100 5375 105554 SH DEFINED 14 61052
44502
TECHNITROL INC COM 878555101 4920 212525 SH DEFINED 14 89859 122666

TECUMSEH PRODS CO CL A 878895200 221 11533 SH DEFINED 14 11533
0
TEKTRONIX INC COM 879131100 4057 137910 SH DEFINED 14 53484
84426
TELEDYNE TECHNOLOGIES INC COM 879360105 4106 125337 SH DEFINED 14 59828
65509
TELEFLEX INC COM 879369106 2930 54237 SH DEFINED 14 45237
9000
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 2587 124200 SH DEFINED 10 0
124200
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 521 25000 SH DEFINED 14 0
25000
TELEPHONE & DATA SYS INC COM 879433100 3484 84143 SH DEFINED 14 79773
4370
TELLABS INC COM 879664100 133 9962 SH DEFINED 10 9962
0
TELLABS INC COM 879664100 10151 762689 SH DEFINED 14 292716
469973
TELUS CORP NON-VTG SHS 87971M202 2821 69857 SH DEFINED 03 26991
42866
TEMPLE INLAND INC COM 879868107 41724 973259 SH DEFINED 14 302532
670727
TELETECH HOLDINGS INC COM 879939106 1057 83500 SH DEFINED 14 83500
0
TEMPUR PEDIC INTL INC COM 88023U101 1140 84377 SH DEFINED 03 84377
0
TEMPUR PEDIC INTL INC COM 88023U101 9060 670600 SH DEFINED 14 34900
635700
TENARIS S A SPONSORED ADR 88031M109 3292 81300 SH DEFINED 14 18300
63000
TENET HEALTHCARE CORP COM 88033G100 8441 1187167 SH DEFINED 14 714040 473127

TERADYNE INC COM 880770102 10611 761741 SH DEFINED 14 231251
530490
TEREX CORP NEW COM 880779103 678 7000 SH DEFINED 14 6900
100
TESORO CORP COM 881609101 400 5400 SH DEFINED 14 5300
100
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 443 14020 SH DEFINED 14 14020
0
TETRA TECHNOLOGIES INC DEL COM 88162F105 3950 137066 SH DEFINED 14 40550
96516
TETRA TECH INC NEW COM 88162G103 8 426 SH DEFINED 10 426
0
TETRA TECH INC NEW COM 88162G103 1955 110185 SH DEFINED 14 32647
77538
TEXAS INDS INC COM 882491103 2521 47422 SH DEFINED 14 14466 32956

TEXAS INSTRS INC COM 882508104 228914 7557413 SH DEFINED 14 2136476
5420937
TEXAS REGL BANCSHARES INC CL A VTG 882673106 1064 28161 SH DEFINED 14 28131
30
TEXTRON INC COM 883203101 47458 514836 SH DEFINED 14 184655
330181
THERAGENICS CORP COM 883375107 216 63380 SH DEFINED 14 20150
43230
THERMO ELECTRON CORP COM 883556102 10331 288325 SH DEFINED 14 110372
177953
THOMAS & BETTS CORP COM 884315102 14471 282089 SH DEFINED 14 106458
175631
THOR INDS INC COM 885160101 6761 139538 SH DEFINED 14 117916
21622
THORNBURG MTG INC COM 885218107 7309 262268 SH DEFINED 14 8800 253468

3COM CORP COM 885535104 2 429 SH DEFINED 10 429
0
3COM CORP COM 885535104 1530 298749 SH DEFINED 14 290449
8300
3M CO COM 88579Y101 141170 1747806 SH DEFINED 14 596974
1150832
TIBCO SOFTWARE INC COM 88632Q103 2 300 SH DEFINED 10 300
0
TIBCO SOFTWARE INC COM 88632Q103 2329 330300 SH DEFINED 14 321400
8900
TIDEWATER INC COM 886423102 11991 243716 SH DEFINED 14 116894
126822
TIERONE CORP COM 88650R108 426 12600 SH DEFINED 14 12600
0
TIFFANY & CO NEW COM 886547108 7929 240131 SH DEFINED 14 98641 141490

TIMBERLAND CO CL A 887100105 875 32286 SH DEFINED 14 32286
0
TIME WARNER INC COM 887317105 196764 11373615 SH DEFINED 14 3682242
7691373
TIMKEN CO COM 887389104 2704 80799 SH DEFINED 14 64499
16300
TITANIUM METALS CORP COM NEW 888339207 203 5900 SH DEFINED 14 5900
0
TODCO CL A 88889T107 347 8500 SH DEFINED 14 5800
2700
TOLL BROTHERS INC COM 889478103 2099 82097 SH DEFINED 14 76297
5800
TOLLGRADE COMMUNICATIONS INC COM 889542106 256 26372 SH DEFINED 14 8551
17821
TOMPKINSTRUSTCO INC COM 890110109 246 5715 SH DEFINED 14 5715
0
TOO INC COM 890333107 4412 114915 SH DEFINED 14 52395
62520
TOOTSIE ROLL INDS INC COM 890516107 456 15652 SH DEFINED 14 15652
0
TORCHMARK CORP COM 891027104 19128 317265 SH DEFINED 14 200874
116391
TORO CO COM 891092108 5059 108443 SH DEFINED 14 26136
82307
TRACTOR SUPPLY CO COM 892356106 3551 65751 SH DEFINED 14 19448
46303
TRADESTATION GROUP INC COM 89267P105 538 42500 SH DEFINED 14 11300
31200
TRAMMELL CROW CO COM 89288R106 904 25700 SH DEFINED 14 25700
0
TRANSACTION SYS ARCHITECTS COM 893416107 1839 44118 SH DEFINED 14 40389 3729

TRANSMETA CORP DEL COM 89376R109 0 100 SH DEFINED 10 100
0
TRANSMETA CORP DEL COM 89376R109 21 12700 SH DEFINED 14 12700
0
TREDEGAR CORP COM 894650100 1480 93582 SH DEFINED 14 42979
50603
TREEHOUSE FOODS INC COM 89469A104 1412 59113 SH DEFINED 14 15363
43750
TRIAD HOSPITALS INC COM 89579K109 234 6000 SH DEFINED 10 6000
0
TRIAD HOSPITALS INC COM 89579K109 2098 53823 SH DEFINED 14 53723
100
TRIAD HOSPITALS INC PUT 89579K109 10 6000 SH PUT DEFINED 10 60
0
TRIAD GTY INC COM 895925105 785 16052 SH DEFINED 14 13052 3000

TRIARC COS INC CL B SER 1 895927309 1876 119899 SH DEFINED 14 35481
84418
TRIBUNE CO NEW COM 896047107 36080 1112541 SH DEFINED 14 229052
883489
TRICO BANCSHARES COM 896095106 263 9600 SH DEFINED 14 9600
0
TRIMBLE NAVIGATION LTD COM 896239100 4 91 SH DEFINED 10 91
0
TRIMBLE NAVIGATION LTD COM 896239100 4614 108262 SH DEFINED 14 31459
76803
TRIMERIS INC COM 896263100 225 19600 SH DEFINED 14 10900
8700
TRINITY INDS INC COM 896522109 5442 142754 SH DEFINED 14 122371
20383
TRIQUINT SEMICONDUCTOR INC COM 89674K103 380 87050 SH DEFINED 14 87050
0
TRIUMPH GROUP INC NEW COM 896818101 1478 31215 SH DEFINED 14 7965
23250
TRIZEC PROPERTIES INC COM 89687P107 232 8100 SH DEFINED 14 8100
0
TRIZETTO GROUP INC COM 896882107 2886 195104 SH DEFINED 14 126504
68600
TRIPATH IMAGING INC COM 896942109 185 27900 SH DEFINED 14 27900
0
TRONOX INC COM CL B 897051207 979 76152 SH DEFINED 14 20343
55809
TRUSTCO BK CORP N Y COM 898349105 1654 150071 SH DEFINED 14 46858
103213
TRUSTMARK CORP COM 898402102 1638 52900 SH DEFINED 14 52600
300
TRUSTREET PPTYS INC COM 898404108 139 10570 SH DEFINED 03 5300 5270

TRUSTREET PPTYS INC COM 898404108 667 50600 SH DEFINED 14 50600
0
TUESDAY MORNING CORP COM NEW 899035505 673 50200 SH DEFINED 14 15000
35200
TUPPERWARE BRANDS CORP COM 899896104 731 36885 SH DEFINED 14 36885
0
TYCO INTL LTD NEW COM 902124106 134407 4887522 SH DEFINED 14 1927634
2959888
TYSON FOODS INC CL A 902494103 13800 929261 SH DEFINED 14 646071
283190
UAL CORP COM NEW 902549807 3 100 SH DEFINED 10 100
0
UAL CORP COM NEW 902549807 201 6700 SH DEFINED 14 6700
0
UCBH HOLDINGS INC COM 90262T308 3034 183406 SH DEFINED 14 55814 127592

UGI CORP NEW COM 902681105 5716 232170 SH DEFINED 14 59372
172798
UIL HLDG CORP COM 902748102 1438 25546 SH DEFINED 14 7985
17561
U S B HLDG INC COM 902910108 248 11001 SH DEFINED 14 11001
0
UST INC COM 902911106 20076 444248 SH DEFINED 14 277369
166879
US BANCORP DEL COM NEW 902973304 233097 7548485 SH DEFINED 14 2819469
4729016
URS CORP NEW COM 903236107 5049 120204 SH DEFINED 14 46309
73895
USANA HEALTH SCIENCES INC COM 90328M107 1507 39754 SH DEFINED 14 20529
19225
U S G CORP COM NEW 903293405 1140 16000 SH DEFINED 14 4700 11300

USEC INC COM 90333E108 152 12800 SH DEFINED 14 12800
0
U S XPRESS ENTERPRISES INC CL A 90338N103 973 36000 SH DEFINED 14 24900
11100
U S AIRWAYS GROUP INC COM 90341W108 210 4361 SH DEFINED 14 4361
0
UBIQUITEL INC COM 903474302 227 22000 SH DEFINED 14 22000
0
ULTRA PETROLEUM CORP COM 903914109 719 12298 SH DEFINED 14 11968
330
ULTRATECH INC COM 904034105 1709 108575 SH DEFINED 14 43610
64965
UMPQUA HLDGS CORP COM 904214103 3542 138082 SH DEFINED 14 54057
84025
UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 206 3100 SH DEFINED 14 3100
0
UNIFIRST CORP MASS COM 904708104 297 8600 SH DEFINED 14 8600
0
UNION BANKSHARES CORP COM 905399101 289 6700 SH DEFINED 14 6600
100
UNION PAC CORP COM 907818108 51142 558684 SH DEFINED 14 255479
303205
UNIONBANCAL CORP COM 908906100 1415 21940 SH DEFINED 14 5233
16707
UNISOURCE ENERGY CORP COM 909205106 2102 67479 SH DEFINED 14 20112
47367
UNISYS CORP COM 909214108 4838 791849 SH DEFINED 14 448104
343745
UNIT CORP COM 909218109 32135 564858 SH DEFINED 14 112629
452229
UNITED AUTO GROUP INC COM 909440109 3495 163683 SH DEFINED 14 115283 48400

UNITED CMNTY FINL CORP OHIO COM 909839102 239 19900 SH DEFINED 14 19900
0
UNITED BANKSHARES INC WEST V COM 909907107 3743 102193 SH DEFINED 14 35982
66211
UNITED DOMINION REALTY TR IN COM 910197102 5675 202620 SH DEFINED 03 4700
197920
UNITED DOMINION REALTY TR IN COM 910197102 2844 101542 SH DEFINED 14 99292
2250
UNITED FIRE & CAS CO COM 910331107 1122 37255 SH DEFINED 14 10900
26355
UNITED INDL CORP COM 910671106 937 20700 SH DEFINED 14 20700
0
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 4391 1411739 SH DEFINED 14 0
1411739
UNITED NAT FOODS INC COM 911163103 2675 81024 SH DEFINED 14 23978 57046

UNITED ONLINE INC COM 911268100 1680 140034 SH DEFINED 14 53334
86700
UNITED PARCEL SERVICE INC CL B 911312106 263 3200 SH DEFINED 10 3200
0
UNITED PARCEL SERVICE INC CL B 911312106 316118 3839646 SH DEFINED 14 1194730
2644916
UNITED RENTALS INC COM 911363109 1770 58160 SH DEFINED 14 57160
1000
UNITED STATES OIL FUND LP UNITS 91232N108 20955 300000 SH DEFINED 10 300000
0
U STORE IT TR COM 91274F104 4481 237600 SH DEFINED 03 4200
233400
U STORE IT TR COM 91274F104 40 2100 SH DEFINED 14 2100
0
UNITED STATES STL CORP NEW COM 912909108 48918 697627 SH DEFINED 14 257436 440191

UNITED STATIONERS INC COM 913004107 5 92 SH DEFINED 10 92
0
UNITED STATIONERS INC COM 913004107 6206 125822 SH DEFINED 14 50939
74883
UNITED SURGICAL PARTNERS INT COM 913016309 3852 128097 SH DEFINED 14 51266
76831
UNITED TECHNOLOGIES CORP COM 913017109 146548 2310758 SH DEFINED 14 842743
1468015
UNITED THERAPEUTICS CORP DEL COM 91307C102 58 1011 SH DEFINED 10 1011
0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2634 45600 SH DEFINED 14 40600
5000
UNITEDHEALTH GROUP INC COM 91324P102 111399 2487700 SH DEFINED 14 941799
1545901
UNITRIN INC COM 913275103 1840 42215 SH DEFINED 14 41715 500

UNIVERSAL CORP VA COM 913456109 1095 29429 SH DEFINED 14 26440
2989
UNIVERSAL FST PRODS INC COM 913543104 3296 52541 SH DEFINED 14 22839
29702
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 345 11000 SH DEFINED 14 11000
0
UNIVERSAL HLTH SVCS INC CL B 913903100 5263 104718 SH DEFINED 14 89154
15564
UNIVERSAL TECHNICAL INST INC COM 913915104 1005 44900 SH DEFINED 14 13700
31200
UNIVISION COMMUNICATIONS INC CL A 914906102 84 2500 SH DEFINED 10 2500
0
UNIVISION COMMUNICATIONS INC CL A 914906102 83708 2498735 SH DEFINED 14 631695
1867040
UNUMPROVIDENT CORP COM 91529Y106 9775 540372 SH DEFINED 14 206352 334020

URBAN OUTFITTERS INC COM 917047102 1197 68436 SH DEFINED 14 68436
0
URSTADT BIDDLE PPTYS INS CL A 917286205 218 13400 SH DEFINED 14 13400
0
UTSTARCOM INC COM 918076100 507 65061 SH DEFINED 14 65061
0
VCA ANTECH INC COM 918194101 19 590 SH DEFINED 10 590
0
VCA ANTECH INC COM 918194101 5167 164129 SH DEFINED 14 135721
28408
V F CORP COM 918204108 24701 366422 SH DEFINED 14 197670
168752
VALASSIS COMMUNICATIONS INC COM 918866104 1037 43960 SH DEFINED 14 43960
0
VALEANT PHARMACEUTICALS INTL COM 91911X104 2142 121413 SH DEFINED 14 84313 37100

VALERO ENERGY CORP NEW COM 91913Y100 78125 1174452 SH DEFINED 14 478203
696249
VALLEY NATL BANCORP COM 919794107 247 9625 SH DEFINED 14 9625
0
VALMONT INDS INC COM 920253101 1511 32491 SH DEFINED 14 9489
23002
VALOR COMMUNICATIONS GROUP I COM 920255106 1793 156600 SH DEFINED 14 123900
32700
VALSPAR CORP COM 920355104 3114 117025 SH DEFINED 14 87025
30000
VARIAN INC COM 922206107 4 100 SH DEFINED 10 100
0
VARIAN INC COM 922206107 1223 30114 SH DEFINED 14 30114
0
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 4145 127109 SH DEFINED 14 32783 94326

VARIAN MED SYS INC COM 92220P105 4093 86442 SH DEFINED 14 84992
1450
VECTREN CORP COM 92240G101 1339 49112 SH DEFINED 14 49112
0
VEECO INSTRS INC DEL COM 922417100 1182 49577 SH DEFINED 14 13249
36328
VENTAS INC COM 92276F100 3748 110620 SH DEFINED 03 2900
107720
VENTAS INC COM 92276F100 284 8379 SH DEFINED 14 8379
0
VENTANA MED SYS INC COM 92276H106 1 31 SH DEFINED 10 31
0
VENTANA MED SYS INC COM 92276H106 1170 24800 SH DEFINED 14 24100
700
VERISIGN INC COM 92343E102 30537 1317965 SH DEFINED 14 399422 918543

VERITAS DGC INC COM 92343P107 4024 78011 SH DEFINED 14 20787
57224
VERIZON COMMUNICATIONS COM 92343V104 351646 10500040 SH DEFINED 14 4071967
6428073
VERTEX PHARMACEUTICALS INC COM 92532F100 2442 66526 SH DEFINED 14 66476
50
VERTRUE INC COM 92534N101 1212 28174 SH DEFINED 14 9505
18669
VIAD CORP COM NEW 92552R406 1365 43793 SH DEFINED 14 12985
30808
VIASAT INC COM 92552V100 1096 42400 SH DEFINED 14 11329
31071
VIACOM INC NEW CL B 92553P201 4 117 SH DEFINED 10 117
0
VIACOM INC NEW CL B 92553P201 75640 2110499 SH DEFINED 14 813382 1297117

VIASYS HEALTHCARE INC COM NEW 92553Q209 1614 63032 SH DEFINED 14 19264
43768
VICOR CORP COM 925815102 964 58170 SH DEFINED 14 29731
28439
VIGNETTE CORP COM NEW 926734401 2 112 SH DEFINED 10 112
0
VIGNETTE CORP COM NEW 926734401 4629 317461 SH DEFINED 14 110500
206961
VIISAGE TECHNOLOGY INC COM NEW 92675K205 409 27000 SH DEFINED 10 27000
0
VIRGINIA COMM BANCORP INC COM 92778Q109 376 15713 SH DEFINED 14 14513
1200
VISHAY INTERTECHNOLOGY INC COM 928298108 29419 1870246 SH DEFINED 14 636252
1233994
VISTEON CORP COM 92839U107 106 15306 SH DEFINED 14 15306
0
VITAL SIGNS INC COM 928469105 1284 25931 SH DEFINED 14 12638
13293
VITAL IMAGES INC COM 92846N104 207 8400 SH DEFINED 14 8400
0
VITESSE SEMICONDUCTOR CORP COM 928497106 23 17075 SH DEFINED 14 17075
0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 796 37371 SH DEFINED 14 0
37371
VOLT INFORMATION SCIENCES IN COM 928703107 1556 33388 SH DEFINED 14 19377
14011
VORNADO RLTY TR SH BEN INT 929042109 11593 118840 SH DEFINED 03 3800
115040
VORNADO RLTY TR SH BEN INT 929042109 19740 202360 SH DEFINED 14 79700
122660
VULCAN MATLS CO COM 929160109 31482 403616 SH DEFINED 14 81424 322192

WD-40 CO COM 929236107 1188 35392 SH DEFINED 14 8281
27111
WGL HLDGS INC COM 92924F106 1535 53026 SH DEFINED 14 46026
7000
W HLDG CO INC COM 929251106 423 63538 SH DEFINED 14 47538
16000
W-H ENERGY SVCS INC COM 92925E108 6112 120241 SH DEFINED 14 59002
61239
WJ COMMUNICATIONS INC COM 929284107 26 17300 SH DEFINED 14 17300
0
WMS INDS INC COM 929297109 1161 42660 SH DEFINED 14 11989
30671
WPS RESOURCES CORP COM 92931B106 2956 60065 SH DEFINED 14 46865
13200
WSFS FINL CORP COM 929328102 215 3500 SH DEFINED 14 3500
0
WABASH NATL CORP COM 929566107 1504 97886 SH DEFINED 14 49388
48498
WACHOVIA CORP 2ND NEW COM 929903102 86 1595 SH DEFINED 10 1595
0
WACHOVIA CORP 2ND NEW COM 929903102 277426 5129922 SH DEFINED 14 2024817
3105105
WADDELL & REED FINL INC CL A 930059100 1118 54286 SH DEFINED 14 54086
200
WAL MART STORES INC COM 931142103 343314 7127127 SH DEFINED 14 2513540
4613587
WALGREEN CO COM 931422109 79881 1781475 SH DEFINED 14 687204
1094271
WASHINGTON FED INC COM 938824109 53 2277 SH DEFINED 10 2277
0
WASHINGTON FED INC COM 938824109 1734 74573 SH DEFINED 14 60872 13701

WASHINGTON MUT INC COM 939322103 98614 2153153 SH DEFINED 14 1066713
1086440
WASHINGTON POST CO CL B 939640108 4317 5535 SH DEFINED 14 5527
8
WASHINGTON TR BANCORP COM 940610108 319 11500 SH DEFINED 14 11500
0
WASTE CONNECTIONS INC COM 941053100 3593 98719 SH DEFINED 14 31524
67195
WASTE MGMT INC DEL COM 94106L109 35328 984615 SH DEFINED 14 379145
605470
WATERS CORP COM 941848103 84082 1893743 SH DEFINED 14 414908
1478835
WATSCO INC COM 942622200 5072 84787 SH DEFINED 14 34274
50513
WATSON PHARMACEUTICALS INC COM 942683103 4337 186314 SH DEFINED 14 73018 113296

WATSON WYATT WORLDWIDE INC CL A 942712100 2862 81450 SH DEFINED 14 24270
57180
WATTS WATER TECHNOLOGIES INC CL A 942749102 1567 47664 SH DEFINED 14 13284
34380
WAUSAU PAPER CORP COM 943315101 1183 94039 SH DEFINED 14 25061
68978
WAVE SYSTEMS CORP CL A 943526103 8 12200 SH DEFINED 14 12200
0
WEBEX COMMUNICATIONS INC COM 94767L109 2404 68148 SH DEFINED 14 20174
47974
WEBSENSE INC COM 947684106 31433 1530354 SH DEFINED 14 538448
991906
WEBSTER FINL CORP CONN COM 947890109 2080 43773 SH DEFINED 14 40473
3300
WEINGARTEN RLTY INVS SH BEN INT 948741103 4538 118560 SH DEFINED 03 4700 113860

WEINGARTEN RLTY INVS SH BEN INT 948741103 4972 129882 SH DEFINED 14 105182
24700
WEIS MKTS INC COM 948849104 424 10300 SH DEFINED 14 9400
900
WELLCARE HEALTH PLANS INC COM 94946T106 451 9189 SH DEFINED 14 5289
3900
WELLMAN INC COM 949702104 131 31676 SH DEFINED 14 8348
23328
WELLPOINT INC COM 94973V107 139322 1914559 SH DEFINED 14 669038
1245521
WELLS FARGO & CO NEW COM 949746101 304995 4546738 SH DEFINED 14 1956632
2590106
WENDYS INTL INC COM 950590109 10771 186539 SH DEFINED 14 72784
113755
WERNER ENTERPRISES INC COM 950755108 2059 101578 SH DEFINED 14 83278 18300

WESBANCO INC COM 950810101 464 14978 SH DEFINED 14 14978
0
WESCO INTL INC COM 95082P105 860 13400 SH DEFINED 14 7100
6300
WEST COAST BANCORP ORE NEW COM 952145100 442 15000 SH DEFINED 14 13900
1100
WEST PHARMACEUTICAL SVSC INC COM 955306105 1934 53301 SH DEFINED 14 43918
9383
WESTAMERICA BANCORPORATION COM 957090103 947 19337 SH DEFINED 14 19337
0
WESTAR ENERGY INC COM 95709T100 5350 240241 SH DEFINED 14 153841
86400
WESTERN DIGITAL CORP COM 958102105 19388 978691 SH DEFINED 14 392369
586322
WESTERN GAS RES INC COM 958259103 2192 36628 SH DEFINED 14 36628
0
WESTERN REFNG INC COM 959319104 552 25600 SH DEFINED 14 25600
0
WESTLAKE CHEM CORP COM 960413102 1636 54900 SH DEFINED 14 37700
17200
WESTWOOD ONE INC COM 961815107 591 76909 SH DEFINED 14 50496
26413
WEYERHAEUSER CO COM 962166104 39808 643198 SH DEFINED 14 320606
322592
WHEELING PITTSBURGH CORP COM NEW 963142302 4243 213300 SH DEFINED 14 62600
150700
WHIRLPOOL CORP COM 963320106 21290 258344 SH DEFINED 14 171205
87139
WHITING PETE CORP NEW COM 966387102 808 19300 SH DEFINED 14 19300
0
WHITNEY HLDG CORP COM 966612103 4560 130346 SH DEFINED 14 38854 91492

WHOLE FOODS MKT INC COM 966837106 17965 277930 SH DEFINED 14 95500
182430
WILLIAMS COS INC DEL COM 969457100 24149 1033797 SH DEFINED 14 393838
639959
WILLIAMS SONOMA INC COM 969904101 2467 72444 SH DEFINED 14 69704
2740
WILMINGTON TRUST CORP COM 971807102 3169 75130 SH DEFINED 14 70830
4300
WILSHIRE BANCORP INC COM 97186T108 964 53510 SH DEFINED 14 33010
20500
WIND RIVER SYSTEMS INC COM 973149107 519 58294 SH DEFINED 14 58294
0
WINNEBAGO INDS INC COM 974637100 1946 62864 SH DEFINED 14 18897
43967
WINSTON HOTELS INC COM 97563A102 485 39600 SH DEFINED 14 36800 2800

WINTRUST FINANCIAL CORP COM 97650W108 3530 69416 SH DEFINED 14 27286
42130
WIPRO LTD SPON ADR 1 SH 97651M109 1261 98300 SH DEFINED 14 20800
77500
WISCONSIN ENERGY CORP COM 976657106 2852 70761 SH DEFINED 14 70161
600
WOLVERINE TUBE INC COM 978093102 102 27707 SH DEFINED 14 7369
20338
WOLVERINE WORLD WIDE INC COM 978097103 2742 116081 SH DEFINED 14 32740
83341
WOODWARD GOVERNOR CO COM 980745103 2846 93297 SH DEFINED 14 39777
53520
WORLD ACCEP CORP DEL COM 981419104 2982 83954 SH DEFINED 14 35712
48242
WORLD FUEL SVCS CORP COM 981475106 2462 53045 SH DEFINED 14 15800 37245

WORTHINGTON INDS INC COM 981811102 918 43837 SH DEFINED 14 43837
0
WRIGLEY WM JR CO COM 982526105 0 6 SH DEFINED 10 6
0
WRIGLEY WM JR CO COM 982526105 16797 370307 SH DEFINED 14 143115
227192
WYETH COM 983024100 252744 5691152 SH DEFINED 14 1936865
3754287
WYNN RESORTS LTD COM 983134107 457 6235 SH DEFINED 14 6165
70
XM SATELLITE RADIO HLDGS INC CL A 983759101 270 18650 SH DEFINED 14 18300
350
X-RITE INC COM 983857103 421 39500 SH DEFINED 14 14474
25026
XTO ENERGY INC COM 98385X106 34766 785316 SH DEFINED 14 295893 489423

XCEL ENERGY INC COM 98389B100 23233 1213196 SH DEFINED 14 702409
510787
XILINX INC COM 983919101 56299 2485597 SH DEFINED 14 615368
1870229
XEROX CORP COM 984121103 74482 5354547 SH DEFINED 14 1514637
3839910
XEROX CORP PFD CONV SER C 984121509 5626 50000 SH DEFINED 03 0
50000
YRC WORLDWIDE INC COM 984249102 5747 135618 SH DEFINED 14 84118
51500
YAHOO INC CALL 984332106 10 4000 SH CALL DEFINED 10 40
0
YAHOO INC COM 984332106 72239 2189071 SH DEFINED 14 852542
1336529
YANKEE CANDLE INC COM 984757104 373 14900 SH DEFINED 14 14900
0
YUM BRANDS INC COM 988498101 99353 1976383 SH DEFINED 14 501377
1475006
ZALE CORP NEW COM 988858106 2754 114337 SH DEFINED 14 42951
71386
ZEBRA TECHNOLOGIES CORP CL A 989207105 1500 44066 SH DEFINED 14 44066
0
ZENITH NATL INS CORP COM 989390109 3229 80791 SH DEFINED 14 21066
59725
ZHONE TECHNOLOGIES INC NEW COM 98950P108 25 12095 SH DEFINED 14 12095
0
ZIMMER HLDGS INC COM 98956P102 24145 425693 SH DEFINED 14 167147
258546
ZIONS BANCORPORATION COM 989701107 21708 277419 SH DEFINED 14 159090
118329
ZORAN CORP COM 98975F101 1378 56600 SH DEFINED 14 56600
0
ZUMIEZ INC COM 989817101 264 7037 SH DEFINED 14 7037
0
ZOLL MED CORP COM 989922109 416 12700 SH DEFINED 14 12500
200
ACE LTD ORD G0070K103 57242 1131489 SH DEFINED 14 496159
635330
AXIS CAPITAL HOLDINGS SHS G0692U109 429 15000 SH DEFINED 14 11000
4000
ACCENTURE LTD BERMUDA CL A G1150G111 1461 52000 SH DEFINED 14 44900
7100
BUNGE LIMITED COM G16962105 1866 37760 SH DEFINED 14 9600
28160
CHINA YUCHAI INTL LTD COM G21082105 168 23000 SH DEFINED 10 23000
0
CHINA YUCHAI INTL LTD PUT G21082105 67 23000 SH PUT DEFINED 10 230
0
COOPER INDS LTD CL A G24182100 19302 208762 SH DEFINED 14 62687
146075
EVEREST RE GROUP LTD COM G3223R108 4389 50699 SH DEFINED 14 47679
3020
FOSTER WHEELER LTD SHS NEW G36535139 227 5252 SH DEFINED 14 5252
0
GARMIN LTD ORD G37260109 478 4440 SH DEFINED 14 4400
40
GLOBALSANTAFE CORP SHS G3930E101 1120 19401 SH DEFINED 14 19077
324
INGERSOLL-RAND COMPANY LTD CL A G4776G101 129909 3036673 SH DEFINED 14 936650
2100023
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2971 67030 SH DEFINED 14 18000
49030
NABORS INDUSTRIES LTD SHS G6359F103 80771 2390391 SH DEFINED 14 660899 1729492

NOBLE CORPORATION SHS G65422100 17513 235324 SH DEFINED 14 91633
143691
PARTNERRE LTD COM G6852T105 420 6550 SH DEFINED 14 4200
2350
RENAISSANCERE HOLDINGS LTD COM G7496G103 402 8300 SH DEFINED 14 5500
2800
SEAGATE TECHNOLOGY SHS G7945J104 906 40000 SH DEFINED 10 40000
0
SEAGATE TECHNOLOGY SHS G7945J104 1215 53661 SH DEFINED 14 41761
11900
TRANSOCEAN INC CALL G90078109 12 5000 SH CALL DEFINED 10 50
0
TRANSOCEAN INC ORD G90078109 125404 1561307 SH DEFINED 14 489402
1071905
WEATHERFORD INTERNATIONAL LT COM G95089101 30864 621998 SH DEFINED 14 237945 384053

WHITE MTNS INS GROUP LTD COM G9618E107 344 708 SH DEFINED 14 708
0
XL CAP LTD CL A G98255105 19756 322288 SH DEFINED 14 123252
199036
XOMA LTD ORD G9825R107 19 11100 SH DEFINED 14 11100
0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2517 143020 SH DEFINED 14 31020
112000
ORBOTECH LTD ORD M75253100 1726 75990 SH DEFINED 14 17500
58490
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 537 14050 SH DEFINED 14 10000
4050
DRYSHIPS INC PUT Y2109Q101 24 14000 SH PUT DEFINED 10 140
0
DRYSHIPS INC SHS Y2109Q101 152 14100 SH DEFINED 10 14100
0
OMI CORP NEW COM Y6476W104 708 32700 SH DEFINED 14 13300
19400