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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	March 31, 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 	May 15, 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:	 2,498
Form 13F Information Table Value Total:	 $42,313,300,000

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     3035   106579 SH       DEFINED 14             44801
61778
 ABX AIR INC                       COM            00080S101      163    23900 SH       DEFINED 14             23900
0
 A D C TELECOMMUNICATIONS          COM NEW        000886309     5283   206446 SH       DEFINED 14             77715
128731
 ABM INDS INC                      COM            000957100     2026   105704 SH       DEFINED 14             41990
63714
 AFLAC INC                         COM            001055102    39853   883067 SH       DEFINED 14            338220
544847
 AGCO CORP                         COM            001084102     3983   192051 SH       DEFINED 14            178551
13500
 AGL RES INC                       COM            001204106     3673   101886 SH       DEFINED 14             89886
12000
 AES CORP                          COM            00130H105    19680  1153600 SH       DEFINED 14            451246
702354
 AMB PROPERTY CORP                 COM            00163T109     3991    73540 SH       DEFINED 03              2900
70640
 AMB PROPERTY CORP                 COM            00163T109     2842    52362 SH       DEFINED 14             52362
0
 AMR CORP                          COM            001765106        3      100 SH       DEFINED 13               100
0
 AMR CORP                          COM            001765106      419    15500 SH       DEFINED 14             15500
0
 AMR CORP                          PUT            001765106       50    50000 SH PUT   DEFINED 13               500
0
 APAC CUSTOMER SERVICES INC        COM            00185E106       24    10900 SH       DEFINED 14             10900
0
 A S V INC                         COM            001963107     1363    42305 SH       DEFINED 14             18205
24100
 AT&T INC                          COM            00206R102    17535   648500 SH       DEFINED 10            648500
0
 AT&T INC                          COM            00206R102   377073 13945022 SH       DEFINED 14           5315665
8629357
 ATMI INC                          COM            00207R101     2240    74168 SH       DEFINED 14             21322    52846

 ATC HEALTHCARE INC                CL A           00209C102       35    85000 SH       DEFINED 14             85000
0
 AU OPTRONICS CORP                 SPONSORED ADR  002255107     3990   267621 SH       DEFINED 14                 0
267621
 AARON RENTS INC                   COM            002535201     2343    86239 SH       DEFINED 14             25167
61072
 ABAXIS INC                        COM            002567105      735    32400 SH       DEFINED 14             29000
3400
 ABBOTT LABS                       COM            002824100   205684  4843049 SH       DEFINED 14           1588240
3254809
 ABERCROMBIE & FITCH CO            CL A           002896207     6090   104459 SH       DEFINED 14             96109
8350
 ACADIA RLTY TR                    COM SH BEN INT 004239109     1443    61274 SH       DEFINED 14             18500
42774
 ACCREDITED HOME LENDRS HLDG       COM            00437P107      456     8900 SH       DEFINED 14              8900
0
 ACE CASH EXPRESS INC              COM            004403101      446    17900 SH       DEFINED 14             17900
0
 ACTIVISION INC NEW                COM NEW        004930202       15     1083 SH       DEFINED 13              1083
0
 ACTIVISION INC NEW                COM NEW        004930202     2247   162972 SH       DEFINED 14            162972
0
 ACTEL CORP                        COM            004934105      804    50436 SH       DEFINED 14             15979
34457
 ACTUANT CORP                      CL A NEW       00508X203     2969    48500 SH       DEFINED 14             40900
7600
 ACUITY BRANDS INC                 COM            00508Y102     8387   209674 SH       DEFINED 14            105786
103888
 ACXIOM CORP                       COM            005125109        2       89 SH       DEFINED 13                89
0
 ACXIOM CORP                       COM            005125109     2014    77924 SH       DEFINED 14             76724     1200

 ADAMS RESPIRATORY THERAPEUTI      COM            00635P107       21      537 SH       DEFINED 13               537
0
 ADAMS RESPIRATORY THERAPEUTI      COM            00635P107     1388    34900 SH       DEFINED 14             30600
4300
 ADAPTEC INC                       COM            00651F108        1      100 SH       DEFINED 13               100
0
 ADAPTEC INC                       COM            00651F108     1195   216174 SH       DEFINED 14             55824
160350
 ADESA INC                         COM            00686U104     1819    68026 SH       DEFINED 14             66526
1500
 ADMINISTAFF INC                   COM            007094105     6697   123192 SH       DEFINED 14             65714
57478
 ADOBE SYS INC                     COM            00724F101       11      315 SH       DEFINED 13               315
0
 ADOBE SYS INC                     COM            00724F101    38279  1096200 SH       DEFINED 14            425303   670897

 ADTRAN INC                        COM            00738A106     7889   301457 SH       DEFINED 14            247712
53745
 ADVANCE AUTO PARTS INC            COM            00751Y106     2712    65135 SH       DEFINED 14             64925
210
 ADVANCED ANALOGIC TECHNOLOGI      COM            00752J108        2      179 SH       DEFINED 13               179
0
 ADVANCED ANALOGIC TECHNOLOGI      COM            00752J108      125    11000 SH       DEFINED 14              9200
1800
 ADVO INC                          COM            007585102     3194    99823 SH       DEFINED 14             37694
62129
 ADVANCED MEDICAL OPTICS INC       COM            00763M108     1845    39558 SH       DEFINED 14             39558
0
 AEROFLEX INC                      COM            007768104        1       67 SH       DEFINED 13                67
0
 AEROFLEX INC                      COM            007768104     2083   151685 SH       DEFINED 14             42364   109321

 AEROPOSTALE                       COM            007865108    29370   973794 SH       DEFINED 14            394427
579367
 ADVANCED MICRO DEVICES INC        COM            007903107    31899   961974 SH       DEFINED 14            314689
647285
 ADVANTA CORP                      CL B           007942204      822    22300 SH       DEFINED 14             21300
1000
 ADVANCED ENERGY INDS              COM            007973100      782    55326 SH       DEFINED 14             14305
41021
 ADVENT SOFTWARE INC               COM            007974108      960    33771 SH       DEFINED 14             30356
3415
 AETNA INC NEW                     COM            00817Y108    73442  1494542 SH       DEFINED 14            575824
918718
 AFFILIATED COMPUTER SERVICES      CL A           008190100    11145   186803 SH       DEFINED 14             75112
111691
 AFFILIATED MANAGERS GROUP         COM            008252108      352     3300 SH       DEFINED 14              3300
0
 AFFYMETRIX INC                    COM            00826T108     1297    39376 SH       DEFINED 14             39376
0
 AFFIRMATIVE INS HLDGS INC         COM            008272106      180    13618 SH       DEFINED 14             10700
2918
 AFFORDABLE RESIDENTIAL CMTYS      COM            008273104      397    37800 SH       DEFINED 14             37800
0
 AFTERMARKET TECHNOLOGY CORP       COM            008318107      511    22600 SH       DEFINED 14             22600
0
 AGERE SYS INC                     COM            00845V308      227    15101 SH       DEFINED 14             15098
3
 AGILENT TECHNOLOGIES INC          COM            00846U101    66540  1772048 SH       DEFINED 14            523635
1248413
 AGILYSYS INC                      COM            00847J105     3496   232115 SH       DEFINED 14             97500
134615
 AIR PRODS & CHEMS INC             COM            009158106    27045   402514 SH       DEFINED 14            152803   249711

 AIRGAS INC                        COM            009363102     1600    40934 SH       DEFINED 14             40934
0
 AIRTRAN HLDGS INC                 COM            00949P108      967    53409 SH       DEFINED 14             53409
0
 AKAMAI TECHNOLOGIES INC           COM            00971T101        0       11 SH       DEFINED 13                11
0
 AKAMAI TECHNOLOGIES INC           COM            00971T101      405    12300 SH       DEFINED 14             12300
0
 ALASKA AIR GROUP INC              COM            011659109      681    19215 SH       DEFINED 14             19215
0
 ALBANY INTL CORP                  CL A           012348108     2319    60887 SH       DEFINED 14             17769
43118
 ALBEMARLE CORP                    COM            012653101     1047    23085 SH       DEFINED 14             23085
0
 ALBERTO CULVER CO                 COM            013068101     9393   212356 SH       DEFINED 14             67364   144992

 ALBERTSONS INC                    COM            013104104    24023   935840 SH       DEFINED 14            480808
455032
 ALCOA INC                         COM            013817101    55579  1818681 SH       DEFINED 14            821871
996810
 ALERIS INTL INC                   COM            014477103     2931    60964 SH       DEFINED 14             17682
43282
 ALEXANDER & BALDWIN INC           COM            014482103     2082    43657 SH       DEFINED 14             41227
2430
 ALEXANDERS INC                    COM            014752109      297     1026 SH       DEFINED 14              1026
0
 ALEXANDRIA REAL ESTATE EQ IN      COM            015271109     1420    14900 SH       DEFINED 03                 0
14900
 ALEXANDRIA REAL ESTATE EQ IN      COM            015271109      191     2000 SH       DEFINED 14              2000
0
 ALIGN TECHNOLOGY INC              COM            016255101      713    77700 SH       DEFINED 14             75100     2600

 ALKERMES INC                      COM            01642T108        2      100 SH       DEFINED 13               100
0
 ALKERMES INC                      COM            01642T108     3949   179100 SH       DEFINED 14            170900
8200
 ALLEGHENY ENERGY INC              COM            017361106     9722   287203 SH       DEFINED 14            110500
176703
 ALLEGHENY TECHNOLOGIES INC        COM            01741R102     8123   132777 SH       DEFINED 14             51191
81586
 ALLERGAN INC                      COM            018490102    89546   825305 SH       DEFINED 14            227795
597510
 ALLETE INC                        COM NEW        018522300     2907    62391 SH       DEFINED 14             19462
42929
 ALLIANCE DATA SYSTEMS CORP        COM            018581108     5212   111449 SH       DEFINED 14             75783
35666
 ALLIANCE ONE INTL INC             COM            018772103      782   160933 SH       DEFINED 14             42640   118293

 ALLIANCE SEMICONDUCTOR CORP       COM            01877H100       34    12350 SH       DEFINED 14             12350
0
 ALLIANT ENERGY CORP               COM            018802108    26172   831649 SH       DEFINED 14            347638
484011
 ALLIANT TECHSYSTEMS INC           COM            018804104     5444    70551 SH       DEFINED 14             51552
18999
 ALLIED CAP CORP NEW               COM            01903Q108      306    10000 SH       DEFINED 10             10000
0
 ALLIED CAP CORP NEW               COM            01903Q108        6      200 SH       DEFINED 14                 0
200
 ALLIED WASTE INDS INC             COM PAR$.01NEW 019589308     4929   402660 SH       DEFINED 14            140209
262451
 ALLSTATE CORP                     COM            020002101     1429    27431 SH       DEFINED 13             27431
0
 ALLSTATE CORP                     COM            020002101   183509  3521574 SH       DEFINED 14           1259290  2262284

 ALLTEL CORP                       COM            020039103    58500   903472 SH       DEFINED 14            430243
473229
 ALON USA ENERGY INC               COM            020520102     1285    52200 SH       DEFINED 14             36900
15300
 ALPHARMA INC                      CL A           020813101     9320   347509 SH       DEFINED 14            185142
162367
 ALTERA CORP                       COM            021441100        2      100 SH       DEFINED 13               100
0
 ALTERA CORP                       COM            021441100    36757  1780885 SH       DEFINED 14            477220
1303665
 ALTEON INC                        COM            02144G107        4    17200 SH       DEFINED 14             17200
0
 ALTIRIS INC                       COM            02148M100      997    45298 SH       DEFINED 14             13800
31498
 ALTRIA GROUP INC                  COM            02209S103     1205    17000 SH       DEFINED 10             17000
0
 ALTRIA GROUP INC                  COM            02209S103   374610  5286620 SH       DEFINED 14           1981164
3305456
 AMAZON COM INC                    COM            023135106      219     6000 SH       DEFINED 13              6000
0
 AMAZON COM INC                    COM            023135106    19007   520600 SH       DEFINED 14            199900
320700
 AMBAC FINL GROUP INC              COM            023139108    22902   287712 SH       DEFINED 14            161485
126227
 AMCOL INTL CORP                   COM            02341W103     1245    43226 SH       DEFINED 14             13291
29935
 AMEDISYS INC                      COM            023436108     1064    30623 SH       DEFINED 14              9200
21423
 AMERADA HESS CORP                 COM            023551104       71      500 SH       DEFINED 10               500
0
 AMERADA HESS CORP                 COM            023551104    32981   231609 SH       DEFINED 14            135538    96071

 AMEREN CORP                       COM            023608102    18345   368222 SH       DEFINED 14            138818
229404
 AMERICAN AXLE & MFG HLDGS IN      COM            024061103     1879   109700 SH       DEFINED 14            109700
0
 AMERICAN ELEC PWR INC             COM            025537101    96717  2842952 SH       DEFINED 14            909296
1933656
 AMERICAN EAGLE OUTFITTERS NE      COM            02553E106    77366  2590958 SH       DEFINED 14            670884
1920074
 AMERICAN EXPRESS CO               COM            025816109    13621   259200 SH       DEFINED 10            259200
0
 AMERICAN EXPRESS CO               COM            025816109   124975  2378209 SH       DEFINED 14            880758
1497451
 AMERICAN FINL GROUP INC OHIO      COM            025932104    23680   569090 SH       DEFINED 14            178965
390125
 AMERICAN FINL RLTY TR             COM            02607P305     1403   120400 SH       DEFINED 03                 0   120400

 AMERICAN FINL RLTY TR             COM            02607P305     1913   164200 SH       DEFINED 14             27600
136600
 AMERICAN GREETINGS CORP           CL A           026375105      838    38755 SH       DEFINED 14             38406
349
 AMERICAN HOME MTG INVT CORP       COM            02660R107    12389   396946 SH       DEFINED 14            149046
247900
 AMERICAN INTL GROUP INC           COM            026874107      991    15000 SH       DEFINED 10             15000
0
 AMERICAN INTL GROUP INC           COM            026874107   458911  6943733 SH       DEFINED 14           2589254
4354479
 AMERICAN ITALIAN PASTA CO         CL A           027070101      265    42291 SH       DEFINED 14             17294
24997
 AMERICAN MED SYS HLDGS INC        COM            02744M108     3029   134601 SH       DEFINED 14             39982
94619
 AMERICAN PHYSICIANS CAPITAL       COM            028884104      662    13800 SH       DEFINED 14             13800
0
 AMERICAN PWR CONVERSION CORP      COM            029066107     6339   274287 SH       DEFINED 14            110823
163464
 AMERICAN SCIENCE & ENGR INC       COM            029429107     2382    25500 SH       DEFINED 14             23600
1900
 AMERICAN STD COS INC DEL          COM            029712106    14078   328473 SH       DEFINED 14            124065
204408
 AMERICAN STS WTR CO               COM            029899101     3087    82624 SH       DEFINED 14             38389
44235
 AMERICAN TOWER CORP               CL A           029912201      999    32955 SH       DEFINED 14             32555
400
 AMERICAN WOODMARK CORP            COM            030506109      593    16700 SH       DEFINED 14             16700
0
 AMERICANWEST BANCORPORATION       COM            03058P109      241     9090 SH       DEFINED 14              9090
0
 AMERICREDIT CORP                  COM            03060R101     9190   299064 SH       DEFINED 14            177781   121283

 AMERISTAR CASINOS INC             COM            03070Q101     1947    75500 SH       DEFINED 14             64100
11400
 AMERON INTL INC                   COM            030710107      432     5900 SH       DEFINED 13              5900
0
 AMERUS GROUP CO                   COM            03072M108     2141    35543 SH       DEFINED 14             34436
1107
 AMERISOURCEBERGEN CORP            COM            03073E105    18264   378370 SH       DEFINED 14            146120
232250
 AMERIGROUP CORP                   COM            03073T102     2093    99488 SH       DEFINED 14             29416
70072
 AMERIPRISE FINL INC               COM            03076C106    31599   701256 SH       DEFINED 14            196338
504918
 AMETEK INC NEW                    COM            031100100     3317    73781 SH       DEFINED 14             71981
1800
 AMGEN INC                         COM            031162100   201739  2773049 SH       DEFINED 14            948234  1824815

 AMKOR TECHNOLOGY INC              COM            031652100     1011   117000 SH       DEFINED 14            117000
0
 AMPHENOL CORP NEW                 CL A           032095101     2758    52859 SH       DEFINED 14             52759
100
 AMSOUTH BANCORPORATION            COM            032165102    28828  1065739 SH       DEFINED 14            508976
556763
 AMSURG CORP                       COM            03232P405     1360    59943 SH       DEFINED 14             17266
42677
 AMYLIN PHARMACEUTICALS INC        COM            032346108       32      653 SH       DEFINED 13               653
0
 AMYLIN PHARMACEUTICALS INC        COM            032346108      930    19000 SH       DEFINED 14             19000
0
 ANADARKO PETE CORP                COM            032511107    78057   772766 SH       DEFINED 14            343958
428808
 ANALOG DEVICES INC                COM            032654105    55843  1458410 SH       DEFINED 14            463825   994585

 ANALOGIC CORP                     COM PAR $0.05  032657207        1       18 SH       DEFINED 13                18
0
 ANALOGIC CORP                     COM PAR $0.05  032657207     2140    32331 SH       DEFINED 14              9815
22516
 ANAREN INC                        COM            032744104      372    19100 SH       DEFINED 14             19100
0
 ANCHOR BANCORP WIS INC            COM            032839102     1093    36077 SH       DEFINED 14             10293
25784
 ANDREW CORP                       COM            034425108     4971   404789 SH       DEFINED 14            255773
149016
 ANGELICA CORP                     COM            034663104      349    17009 SH       DEFINED 14              4462
12547
 ANHEUSER BUSCH COS INC            COM            035229103   109246  2554262 SH       DEFINED 14            795395
1758867
 ANIXTER INTL INC                  COM            035290105     3114    65181 SH       DEFINED 14             19358    45823

 ANNALY MTG MGMT INC               COM            035710409     2609   214900 SH       DEFINED 14             37700
177200
 ANNTAYLOR STORES CORP             COM            036115103     3227    87721 SH       DEFINED 14             78271
9450
 ANSOFT CORP                       COM            036384105      246     5900 SH       DEFINED 14              5900
0
 ANSYS INC                         COM            03662Q105     4196    77490 SH       DEFINED 14             20029
57461
 ANTEON INTL CORP                  COM            03674E108     1081    19816 SH       DEFINED 14             19816
0
 ANTHRACITE CAP INC                COM            037023108     3968   361408 SH       DEFINED 14            168100
193308
 ANTIGENICS INC DEL                COM            037032109       41    14800 SH       DEFINED 10             14800
0
 ANTIGENICS INC DEL                COM            037032109       23     8500 SH       DEFINED 14              8500
0
 ANWORTH MORTGAGE ASSET CP         COM            037347101      248    31500 SH       DEFINED 14             31500
0
 AO TATNEFT                        SPON ADR REG S 03737P306     3706    36000 SH       DEFINED 14              7000
29000
 AON CORP                          COM            037389103    33834   815070 SH       DEFINED 14            459003
356067
 APACHE CORP                       COM            037411105    91552  1397526 SH       DEFINED 14            423457
974069
 APARTMENT INVT & MGMT CO          CL A           03748R101     7370   157142 SH       DEFINED 14             58873
98269
 APOGEE ENTERPRISES INC            COM            037598109      870    51537 SH       DEFINED 14             13816
37721
 APOLLO GROUP INC                  CL A           037604105    13449   256117 SH       DEFINED 14             99275
156842
 APPLE COMPUTER INC                COM            037833100        0        4 SH       DEFINED 13                 4
0
 APPLE COMPUTER INC                COM            037833100    96245  1534519 SH       DEFINED 14            578800
955719
 APPLEBEES INTL INC                COM            037899101     2188    89142 SH       DEFINED 14             75642
13500
 APRIA HEALTHCARE GROUP INC        COM            037933108     2715   118138 SH       DEFINED 14             89038
29100
 APPLERA CORP                      COM AP BIO GRP 038020103    13081   481979 SH       DEFINED 14            163267
318712
 APPLERA CORP                      COM CE GEN GRP 038020202      174    14900 SH       DEFINED 14             14900
0
 APPLIED INDL TECHNOLOGIES IN      COM            03820C105     8074   181041 SH       DEFINED 14             80553
100488
 APPLIED MATLS INC                 COM            038222105   161597  9228861 SH       DEFINED 14           2566264
6662597
 APPLIED MICRO CIRCUITS CORP       COM            03822W109     2327   571684 SH       DEFINED 14            236342   335342

 APPLIED SIGNAL TECHNOLOGY IN      COM            038237103      426    21488 SH       DEFINED 14              5653
15835
 APTARGROUP INC                    COM            038336103     3843    69561 SH       DEFINED 14             20530
49031
 AQUA AMERICA INC                  COM            03836W103     2148    77222 SH       DEFINED 14             76888
334
 AQUILA INC                        COM            03840P102      849   212751 SH       DEFINED 14            212751
0
 ARAMARK CORP                      CL B           038521100      400    13546 SH       DEFINED 14             13546
0
 ARBITRON INC                      COM            03875Q108     2034    60150 SH       DEFINED 14             17945
42205
 ARBOR RLTY TR INC                 COM            038923108     1833    67900 SH       DEFINED 14             40800
27100
 ARCH CHEMICALS INC                COM            03937R102     1343    44191 SH       DEFINED 14             11725    32466

 ARCH COAL INC                     COM            039380100        8      100 SH       DEFINED 13               100
0
 ARCH COAL INC                     COM            039380100     3196    42091 SH       DEFINED 14             42091
0
 ARCHER DANIELS MIDLAND CO         COM            039483102    49967  1484889 SH       DEFINED 14            702018
782871
 ARCHSTONE SMITH TR                COM            039583109     8174   167600 SH       DEFINED 03              4900
162700
 ARCHSTONE SMITH TR                COM            039583109    17964   368342 SH       DEFINED 14            145505
222837
 ARCTIC CAT INC                    COM            039670104      998    41493 SH       DEFINED 14             24160
17333
 ARDEN RLTY INC                    COM            039793104      239     5300 SH       DEFINED 14              5300
0
 ARENA PHARMACEUTICALS INC         COM            040047102      954    52700 SH       DEFINED 14             51900      800

 ARIBA INC                         COM NEW        04033V203        4      400 SH       DEFINED 13               400
0
 ARIBA INC                         COM NEW        04033V203      117    11958 SH       DEFINED 14              7758
4200
 ARKANSAS BEST CORP DEL            COM            040790107     7462   190757 SH       DEFINED 14            111797
78960
 ARMOR HOLDINGS INC                COM            042260109    15168   260224 SH       DEFINED 14            114977
145247
 ARQULE INC                        COM            04269E107      375    65314 SH       DEFINED 14             17264
48050
 ARRAY BIOPHARMA INC               COM            04269X105        0       11 SH       DEFINED 13                11
0
 ARRAY BIOPHARMA INC               COM            04269X105      655    71700 SH       DEFINED 14             55000
16700
 ARROW ELECTRS INC                 COM            042735100     6183   191617 SH       DEFINED 14            160513    31104

 ARTESYN TECHNOLOGIES INC          COM            043127109        0        7 SH       DEFINED 13                 7
0
 ARTESYN TECHNOLOGIES INC          COM            043127109      815    74472 SH       DEFINED 14             19688
54784
 ARTHROCARE CORP                   COM            043136100     2299    48067 SH       DEFINED 14             13986
34081
 ARVINMERITOR INC                  COM            043353101     4903   328846 SH       DEFINED 14            282010
46836
 ASHFORD HOSPITALITY TR INC        COM SHS        044103109     2277   183627 SH       DEFINED 14             91500
92127
 ASHLAND INC NEW                   COM            044209104     9295   130774 SH       DEFINED 14             49839
80935
 ASHWORTH INC                      COM            04516H101      269    27096 SH       DEFINED 14              6884
20212
 ASSOCIATED BANC CORP              COM            045487105     5317   156478 SH       DEFINED 14            150163     6315

 ASSURANT INC                      COM            04621X108    14270   289747 SH       DEFINED 14             22900
266847
 ASTA FDG INC                      COM            046220109     2312    69500 SH       DEFINED 14             56200
13300
 ASTEC INDS INC                    COM            046224101     2623    73070 SH       DEFINED 14             37260
35810
 ASTORIA FINL CORP                 COM            046265104     3016    97431 SH       DEFINED 14             94062
3369
 ATMEL CORP                        COM            049513104     3034   642827 SH       DEFINED 14            612927
29900
 ATMOS ENERGY CORP                 COM            049560105     6710   254856 SH       DEFINED 14             52336
202520
 ATWOOD OCEANICS INC               COM            050095108     2916    28866 SH       DEFINED 14              7872
20994
 AUDIBLE INC                       COM NEW        05069A302      904    86000 SH       DEFINED 10             86000
0
 AUDIBLE INC                       COM NEW        05069A302        0       11 SH       DEFINED 13                11
0
 AUDIBLE INC                       PUT            05069A302      206    86000 SH PUT   DEFINED 10               860
0
 AUDIOVOX CORP                     CL A           050757103        1       96 SH       DEFINED 13                96
0
 AUDIOVOX CORP                     CL A           050757103      435    36441 SH       DEFINED 14             11384
25057
 AUTODESK INC                      COM            052769106        3       71 SH       DEFINED 13                71
0
 AUTODESK INC                      COM            052769106    15190   394346 SH       DEFINED 14            157501
236845
 AUTOMATIC DATA PROCESSING IN      COM            053015103    57521  1259220 SH       DEFINED 14            473576
785644
 AUTONATION INC                    COM            05329W102    18270   847797 SH       DEFINED 14            499733   348064

 AUTOZONE INC                      COM            053332102    16506   165569 SH       DEFINED 14            101100
64469
 AVALONBAY CMNTYS INC              COM            053484101     2752    25220 SH       DEFINED 03               600
24620
 AVALONBAY CMNTYS INC              COM            053484101      686     6289 SH       DEFINED 14              6219
70
 AVANEX CORP                       COM            05348W109       41    12700 SH       DEFINED 14             12700
0
 AVAYA INC                         COM            053499109     9123   807358 SH       DEFINED 14            302775
504583
 AVERY DENNISON CORP               COM            053611109    11409   195099 SH       DEFINED 14             75100
119999
 AVID TECHNOLOGY INC               COM            05367P100        3       73 SH       DEFINED 13                73
0
 AVID TECHNOLOGY INC               COM            05367P100     3558    81862 SH       DEFINED 14             24581    57281

 AVISTA CORP                       COM            05379B107     3327   161133 SH       DEFINED 14             84076
77057
 AVNET INC                         COM            053807103     3083   121463 SH       DEFINED 14            118363
3100
 AVOCENT CORP                      COM            053893103     3775   118949 SH       DEFINED 14            118049
900
 AVON PRODS INC                    COM            054303102    24208   776641 SH       DEFINED 14            296704
479937
 AXCELIS TECHNOLOGIES INC          COM            054540109        1      100 SH       DEFINED 13               100
0
 AXCELIS TECHNOLOGIES INC          COM            054540109     2075   354020 SH       DEFINED 14            139096
214924
 AZTAR CORP                        COM            054802103     3926    93487 SH       DEFINED 14             30761
62726
 BB&T CORP                         COM            054937107    89218  2275971 SH       DEFINED 14            909806  1366165

 BISYS GROUP INC                   COM            055472104     1011    74979 SH       DEFINED 14             74979
0
 BJ SVCS CO                        COM            055482103    27351   790481 SH       DEFINED 14            227684
562797
 BJS WHOLESALE CLUB INC            COM            05548J106     2133    67703 SH       DEFINED 14             64262
3441
 BP PLC                            SPONSORED ADR  055622104       83     1200 SH       DEFINED 13              1200
0
 BP PLC                            SPONSORED ADR  055622104     2619    37984 SH       DEFINED 14                 0
37984
 BRE PROPERTIES INC                CL A           05564E106      235     4200 SH       DEFINED 14              4200
0
 BMC SOFTWARE INC                  COM            055921100    16977   783818 SH       DEFINED 14            242833
540985
 BAKER HUGHES INC                  COM            057224107    43055   629454 SH       DEFINED 14            236646   392808

 BALDOR ELEC CO                    COM            057741100     2576    76070 SH       DEFINED 14             27026
49044
 BALL CORP                         COM            058498106    46966  1071556 SH       DEFINED 14            294729
776827
 BALLY TOTAL FITNESS HLDG COR      COM            05873K108      589    62874 SH       DEFINED 14             16637
46237
 BANCFIRST CORP                    COM            05945F103      480    11000 SH       DEFINED 14              8800
2200
 BANCO SANTANDER CHILE NEW         SP ADR REP COM 05965X109     1142    26186 SH       DEFINED 14              2200
23986
 BANCORPSOUTH INC                  COM            059692103     1148    47825 SH       DEFINED 14             47825
0
 BANDAG INC                        COM            059815100      249     5936 SH       DEFINED 14              5936
0
 BANK OF AMERICA CORPORATION       COM            060505104    17833   391600 SH       DEFINED 10            391600
0
 BANK OF AMERICA CORPORATION       COM            060505104   713030 15657228 SH       DEFINED 14           6140929
9516299
 BANK HAWAII CORP                  COM            062540109     3527    66153 SH       DEFINED 14             63953
2200
 BANK NEW YORK INC                 COM            064057102    50398  1398401 SH       DEFINED 14            529772
868629
 BANKATLANTIC BANCORP              CL A           065908501     1251    86939 SH       DEFINED 14             25960
60979
 BANKRATE INC                      COM            06646V108      658    15100 SH       DEFINED 14             15100
0
 BANKUNITED FINL CORP              CL A           06652B103     2001    73988 SH       DEFINED 14             20925
53063
 BANNER CORP                       COM            06652V109      306     9000 SH       DEFINED 14              9000
0
 BANTA CORP                        COM            066821109     2923    56235 SH       DEFINED 14             55035     1200

 BARD C R INC                      COM            067383109    36408   536914 SH       DEFINED 14            137670
399244
 BARNES & NOBLE INC                COM            067774109     1938    41907 SH       DEFINED 14             41275
632
 BARNES GROUP INC                  COM            067806109     1555    38398 SH       DEFINED 14             11224
27174
 BARR PHARMACEUTICALS INC          COM            068306109    10050   159568 SH       DEFINED 14             61268
98300
 BASSETT FURNITURE INDS INC        COM            070203104      594    29767 SH       DEFINED 14             12872
16895
 BAUSCH & LOMB INC                 COM            071707103    13633   214019 SH       DEFINED 14             59163
154856
 BAXTER INTL INC                   COM            071813109   149671  3856502 SH       DEFINED 14           1140491
2716011
 BEA SYS INC                       COM            073325102       43     3278 SH       DEFINED 13              3278
0
 BEA SYS INC                       COM            073325102      488    37200 SH       DEFINED 14             36700
500
 BEAR STEARNS COS INC              COM            073902108    73621   530791 SH       DEFINED 14            223019
307772
 BEARINGPOINT INC                  COM            074002106      157    18530 SH       DEFINED 14             18530
0
 BEAZER HOMES USA INC              COM            07556Q105     1894    28832 SH       DEFINED 14             27932
900
 BECKMAN COULTER INC               COM            075811109     2063    37811 SH       DEFINED 14             37161
650
 BECTON DICKINSON & CO             COM            075887109   128249  2082636 SH       DEFINED 14            569975
1512661
 BED BATH & BEYOND INC             COM            075896100    18808   489794 SH       DEFINED 14            189975
299819
 BEDFORD PPTY INVS INC             COM PAR $0.02  076446301      248     9200 SH       DEFINED 14              9200
0
 BEL FUSE INC                      CL B           077347300      756    21590 SH       DEFINED 14              5700
15890
 BELDEN CDT INC                    COM            077454106     5735   210600 SH       DEFINED 14            100515
110085
 BELL MICROPRODUCTS INC            COM            078137106      339    55046 SH       DEFINED 14             14531
40515
 BELLSOUTH CORP                    COM            079860102   163352  4714350 SH       DEFINED 14           2158101
2556249
 BELO CORP                         COM SER A      080555105     2230   112178 SH       DEFINED 14             87018
25160
 BEMIS INC                         COM            081437105     6061   191916 SH       DEFINED 14             76361
115555
 BENCHMARK ELECTRS INC             COM            08160H101     3188    83123 SH       DEFINED 14             25270
57853
 BENTLEY PHARMACEUTICALS INC       COM            082657107      150    11400 SH       DEFINED 14             11400
0
 BERKLEY W R CORP                  COM            084423102     6637   114321 SH       DEFINED 14            109807
4514
 BERKSHIRE HATHAWAY INC DEL        CL A           084670108     9035      100 SH       DEFINED 14               100
0
 BEST BUY INC                      COM            086516101    40921   731641 SH       DEFINED 14            280338
451303
 BIG LOTS INC                      COM            089302103     3002   215030 SH       DEFINED 14             83569
131461
 BIOMET INC                        COM            090613100    16029   451263 SH       DEFINED 14            174198
277065
 BIOGEN IDEC INC                   COM            09062X103    71421  1516360 SH       DEFINED 14            371742
1144618
 BIOMED REALTY TRUST INC           COM            09063H107     3512   118500 SH       DEFINED 03              3300
115200
 BIOMED REALTY TRUST INC           COM            09063H107      106     3588 SH       DEFINED 14              3588
0
 BIOLASE TECHNOLOGY INC            COM            090911108      452    47334 SH       DEFINED 14             11268
36066
 BIOSITE INC                       COM            090945106     3282    63202 SH       DEFINED 14             31836
31366
 BLACK & DECKER CORP               COM            091797100    20683   238034 SH       DEFINED 14            146197
91837
 BLACK BOX CORP DEL                COM            091826107     6700   139428 SH       DEFINED 14             50181
89247
 BLACK HILLS CORP                  COM            092113109     1747    51387 SH       DEFINED 14             48387
3000
 BLACKBAUD INC                     COM            09227Q100      237    11200 SH       DEFINED 14             11200
0
 BLACKROCK INC                     CL A           09247X101      280     2000 SH       DEFINED 14              2000
0
 BLOCK H & R INC                   COM            093671105    19121   883167 SH       DEFINED 14            493524   389643

 BLOCKBUSTER INC                   CL A           093679108       63    15800 SH       DEFINED 14             15800
0
 BLUE COAT SYSTEMS INC             COM NEW        09534T508      984    45260 SH       DEFINED 14             25160
20100
 BLUE NILE INC                     COM            09578R103     2615    74300 SH       DEFINED 14             67700
6600
 BLUELINX HLDGS INC                COM            09624H109      536    33500 SH       DEFINED 14             30600
2900
 BLYTH INC                         COM            09643P108      420    19999 SH       DEFINED 14             19999
0
 BOB EVANS FARMS INC               COM            096761101     1419    47777 SH       DEFINED 14             47177
600
 BOEING CO                         COM            097023105   120334  1544126 SH       DEFINED 14            566659
977467
 BOOTS & COOTS/INTL WELL CTRL      COM NEW        099469504     2605  1829635 SH       DEFINED 03           1829635
0
 BORDERS GROUP INC                 COM            099709107     2411    95528 SH       DEFINED 14             93128
2400
 BORG WARNER INC                   COM            099724106     2048    34117 SH       DEFINED 14             34117
0
 BOSTON PRIVATE FINL HLDGS IN      COM            101119105     2269    67140 SH       DEFINED 14             19501
47639
 BOSTON PROPERTIES INC             COM            101121101     5688    61000 SH       DEFINED 03                 0
61000
 BOSTON PROPERTIES INC             COM            101121101   289526  3104835 SH       DEFINED 14           3053285
51550
 BOSTON SCIENTIFIC CORP            COM            101137107   103406  4486169 SH       DEFINED 14           1203496
3282673
 BOWATER INC                       COM            102183100     1038    35091 SH       DEFINED 14             35091
0
 BOWNE & CO INC                    COM            103043105     1851   111060 SH       DEFINED 14             52890    58170

 BOYD GAMING CORP                  COM            103304101     8539   170989 SH       DEFINED 14             81389
89600
 BRADLEY PHARMACEUTICALS INC       COM            104576103      438    29432 SH       DEFINED 14              7306
22126
 BRADY CORP                        CL A           104674106     4294   114632 SH       DEFINED 14             32528
82104
 BRANDYWINE RLTY TR                SH BEN INT NEW 105368203     2077    65400 SH       DEFINED 03              2000
63400
 BRANDYWINE RLTY TR                SH BEN INT NEW 105368203     1379    43429 SH       DEFINED 14             43429
0
 BRIGGS & STRATTON CORP            COM            109043109     3626   102509 SH       DEFINED 14             29476
73033
 BRIGHAM EXPLORATION CO            COM            109178103      105    12000 SH       DEFINED 14             12000
0
 BRIGHT HORIZON FAMILY SOLUTI      COM            109195107      744    19200 SH       DEFINED 14             19200
0
 BRIGHTPOINT INC                   COM NEW        109473405     4449   143237 SH       DEFINED 14             85275
57962
 BRINKER INTL INC                  COM            109641100    20605   487695 SH       DEFINED 14            193202
294493
 BRINKS CO                         COM            109696104     1771    34890 SH       DEFINED 14             34890
0
 BRISTOL MYERS SQUIBB CO           COM            110122108   123402  5014313 SH       DEFINED 14           2084184
2930129
 BRISTOL WEST HLDGS INC            COM            11037M105      218    11300 SH       DEFINED 14              8900
2400
 BRISTOW GROUP INC                 COM            110394103     1398    45234 SH       DEFINED 14             13490
31744
 BROADCOM CORP                     CL A           111320107    33106   767059 SH       DEFINED 14            294022
473037
 BROCADE COMMUNICATIONS SYS I      COM            111621108       84    12500 SH       DEFINED 10             12500
0
 BROCADE COMMUNICATIONS SYS I      COM            111621108      157    23500 SH       DEFINED 14             23500
0
 BROOKDALE SR LIVING INC           COM            112463104      816    21605 SH       DEFINED 14             10200
11405
 BROOKFIELD PPTYS CORP             COM            112900105      311     9100 SH       DEFINED 14              9100
0
 BROOKLINE BANCORP INC DEL         COM            11373M107     1843   118961 SH       DEFINED 14             35367
83594
 BROOKS AUTOMATION INC             COM            114340102        0        4 SH       DEFINED 13                 4
0
 BROOKS AUTOMATION INC             COM            114340102     2146   150691 SH       DEFINED 14             44306
106385
 BROWN & BROWN INC                 COM            115236101     2206    66444 SH       DEFINED 14             66444
0
 BROWN FORMAN CORP                 CL B           115637209    10415   135309 SH       DEFINED 14             55274    80035

 BROWN SHOE INC NEW                COM            115736100     4462    85019 SH       DEFINED 14             40094
44925
 BRUNSWICK CORP                    COM            117043109    13323   342847 SH       DEFINED 14            218256
124591
 BRUSH ENGINEERED MATLS INC        COM            117421107      698    35336 SH       DEFINED 14              9266
26070
 BUCKEYE TECHNOLOGIES INC          COM            118255108      969   107046 SH       DEFINED 14             55574
51472
 BUCKLE INC                        COM            118440106      590    14400 SH       DEFINED 14             12400
2000
 BUFFALO WILD WINGS INC            COM            119848109     1297    31200 SH       DEFINED 14             30200
1000
 BUILD A BEAR WORKSHOP             COM            120076104     1247    40700 SH       DEFINED 14             40700
0
 BUILDERS FIRSTSOURCE INC          COM            12008R107      720    31700 SH       DEFINED 14             25400     6300

 BUILDING MATLS HLDG CORP          COM            120113105    19915   558010 SH       DEFINED 14            227850
330160
 BURLINGTON COAT FACTORY           COM            121579106     1813    39893 SH       DEFINED 14             15265
24628
 BURLINGTON NORTHN SANTA FE C      COM            12189T104       75      900 SH       DEFINED 13               900
0
 BURLINGTON NORTHN SANTA FE C      COM            12189T104    56483   677829 SH       DEFINED 14            257660
420169
 BURLINGTON RES INC                CALL           122014103        0     9900 SH CALL  DEFINED 13                99
0
 BURLINGTON RES INC                COM            122014103    82979   902832 SH       DEFINED 14            466415
436417
 C&D TECHNOLOGIES INC              COM            124661109      475    51402 SH       DEFINED 14             16947
34455
 CBL & ASSOC PPTYS INC             COM            124830100      229     5400 SH       DEFINED 14              5400
0
 CBS CORP NEW                      CL A           124857103      290    12050 SH       DEFINED 14                 0
12050
 CBS CORP NEW                      CL B           124857202    95942  4000903 SH       DEFINED 14           1247773
2753130
 CBRL GROUP INC                    COM            12489V106     2874    65441 SH       DEFINED 14             59241
6200
 CB RICHARD ELLIS GROUP INC        CL A           12497T101      355     4400 SH       DEFINED 14              4400
0
 C COR INC                         COM            125010108      775    88701 SH       DEFINED 14             23693
65008
 C D I CORP                        COM            125071100      661    22991 SH       DEFINED 14              6051
16940
 C D W CORP                        COM            12512N105       41      702 SH       DEFINED 13               702
0
 C D W CORP                        COM            12512N105     7368   125194 SH       DEFINED 14             63593    61601

 CEC ENTMT INC                     COM            125137109     7581   225486 SH       DEFINED 14            109853
115633
 CF INDS HLDGS INC                 COM            125269100     4465   262800 SH       DEFINED 14             79700
183100
 CH ENERGY GROUP INC               COM            12541M102     1301    27102 SH       DEFINED 14              8693
18409
 C H ROBINSON WORLDWIDE INC        COM NEW        12541W209     7290   148504 SH       DEFINED 14            144504
4000
 CIGNA CORP                        COM            125509109   126698   969976 SH       DEFINED 14            288275
681701
 CIT GROUP INC                     COM            125581108    57778  1079561 SH       DEFINED 14            280585
798976
 CLECO CORP NEW                    COM            12561W105     2319   103859 SH       DEFINED 14             31327
72532
 CMS ENERGY CORP                   COM            125896100        2      150 SH       DEFINED 13               150
0
 CMS ENERGY CORP                   COM            125896100     6368   491707 SH       DEFINED 14            209056
282651
 CPI CORP                          COM            125902106      201     9837 SH       DEFINED 14              2547
7290
 CSK AUTO CORP                     COM            125965103     1344    96900 SH       DEFINED 14             77500
19400
 CNA FINL CORP                     COM            126117100     6973   219003 SH       DEFINED 14             40542
178461
 CNF INC                           COM            12612W104     6451   129172 SH       DEFINED 14             77672
51500
 CNS INC                           COM            126136100     3692   171403 SH       DEFINED 14             86100
85303
 CNET NETWORKS INC                 COM            12613R104      142     9964 SH       DEFINED 13              9964
0
 CNET NETWORKS INC                 COM            12613R104      171    12028 SH       DEFINED 14             12028
0
 CNET NETWORKS INC                 PUT            12613R104        8    10000 SH PUT   DEFINED 13               100
0
 CSG SYS INTL INC                  COM            126349109     4723   203138 SH       DEFINED 14            174617
28521
 CSX CORP                          COM            126408103    29576   494574 SH       DEFINED 14            245614
248960
 CT COMMUNICATIONS INC             COM NEW        126426402      159    11700 SH       DEFINED 14             11700
0
 CTS CORP                          COM            126501105      977    73001 SH       DEFINED 14             20286
52715
 CVB FINL CORP                     COM            126600105      691    40413 SH       DEFINED 14             40413
0
 CVS CORP                          COM            126650100    42947  1437802 SH       DEFINED 14            551220
886582
 CA INC                            COM            12673P105    22808   838204 SH       DEFINED 14            317668   520536

 CABELAS INC                       COM            126804301      821    40000 SH       DEFINED 10             40000
0
 CABELAS INC                       COM            126804301      115     5600 SH       DEFINED 14              5600
0
 CABELAS INC                       PUT            126804301       46    40000 SH PUT   DEFINED 10               400
0
 CABLEVISION SYS CORP              CL A NY CABLVS 12686C109      445    16650 SH       DEFINED 14             16400
250
 CABOT CORP                        COM            127055101     1251    36806 SH       DEFINED 14             36806
0
 CABOT OIL & GAS CORP              COM            127097103     4603    96036 SH       DEFINED 14             28180
67856
 CABOT MICROELECTRONICS CORP       COM            12709P103     4118   110996 SH       DEFINED 14             88872
22124
 CACHE INC                         COM NEW        127150308      281    15300 SH       DEFINED 14             15300
0
 CACI INTL INC                     CL A           127190304     3852    58589 SH       DEFINED 14             17548
41041
 CADENCE DESIGN SYSTEM INC         COM            127387108    13207   714273 SH       DEFINED 14            349373
364900
 CALAMOS ASSET MGMT INC            CL A           12811R104     1877    50200 SH       DEFINED 14             50200
0
 CALIFORNIA WTR SVC GROUP          COM            130788102     1352    30000 SH       DEFINED 14             23300
6700
 CALLAWAY GOLF CO                  COM            131193104     1298    75469 SH       DEFINED 14             63769
11700
 CAMBREX CORP                      COM            132011107     1131    57900 SH       DEFINED 14             20823
37077
 CAMDEN PPTY TR                    SH BEN INT     133131102     5313    73740 SH       DEFINED 03              2400
71340
 CAMDEN PPTY TR                    SH BEN INT     133131102      335     4656 SH       DEFINED 14              4656
0
 CAMPBELL SOUP CO                  COM            134429109    14292   441103 SH       DEFINED 14            129673
311430
 CANDELA CORP                      COM            136907102      441    20400 SH       DEFINED 14             14900
5500
 CAPITAL CORP OF THE WEST          COM NEW        140065202      233     6340 SH       DEFINED 14              5940
400
 CAPITAL LEASE FDG INC             COM            140288101      220    19880 SH       DEFINED 03             19880
0
 CAPITAL LEASE FDG INC             COM            140288101     1056    95216 SH       DEFINED 14             45400
49816
 CAPITAL ONE FINL CORP             COM            14040H105    80199   996019 SH       DEFINED 14            371791
624228
 CAPITAL TRUST INC MD              CL A NEW       14052H506      523    16800 SH       DEFINED 14             15400
1400
 CAPITALSOURCE INC                 COM            14055X102     1374    55209 SH       DEFINED 03             55209
0
 CAPITALSOURCE INC                 COM            14055X102      483    19416 SH       DEFINED 14             10316
9100
 CAPITOL BANCORP LTD               COM            14056D105      575    12300 SH       DEFINED 14             11300
1000
 CAPTARIS INC                      COM            14071N104      242    52300 SH       DEFINED 14             13757
38543
 CARBO CERAMICS INC                COM            140781105     2228    39147 SH       DEFINED 14             12044
27103
 CARAUSTAR INDS INC                COM            140909102     1770   171967 SH       DEFINED 14             80847
91120
 CARDINAL FINL CORP                COM            14149F109      432    31900 SH       DEFINED 14             26600
5300
 CARDINAL HEALTH INC               COM            14149Y108      127     1700 SH       DEFINED 13              1700
0
 CARDINAL HEALTH INC               COM            14149Y108    57790   775496 SH       DEFINED 14            295212   480284

 CAREER EDUCATION CORP             COM            141665109    50630  1341896 SH       DEFINED 14            357808
984088
 CAREMARK RX INC                   COM            141705103    38900   790967 SH       DEFINED 14            303511
487456
 CARLISLE COS INC                  COM            142339100     3839    46931 SH       DEFINED 14             42531
4400
 CARMAX INC                        COM            143130102     2065    63194 SH       DEFINED 14             63100
94
 CARMIKE CINEMAS INC               COM            143436400      637    26400 SH       DEFINED 14             26400
0
 CARNIVAL CORP                     PAIRED CTF     143658300    37017   781440 SH       DEFINED 14            298572
482868
 CARPENTER TECHNOLOGY CORP         COM            144285103     4572    48368 SH       DEFINED 14             13152
35216
 CARRAMERICA RLTY CORP             COM            144418100      205     4600 SH       DEFINED 14              4600
0
 CARREKER CORP                     COM            144433109      255    39596 SH       DEFINED 14             10459
29137
 CARTER INC                        COM            146229109     4130    61200 SH       DEFINED 14             48800
12400
 CASCADE BANCORP                   COM            147154108      252     8525 SH       DEFINED 14              8525
0
 CASCADE CORP                      COM            147195101      803    15200 SH       DEFINED 14             15200
0
 CASCADE NAT GAS CORP              COM            147339105      502    25493 SH       DEFINED 14             10019
15474
 CASEYS GEN STORES INC             COM            147528103     4891   213859 SH       DEFINED 14             63779
150080
 CASH AMER INTL INC                COM            14754D100     1905    63461 SH       DEFINED 14             14478
48983
 CASTLE A M & CO                   COM            148411101      533    18057 SH       DEFINED 14              4789    13268

 CATALINA MARKETING CORP           COM            148867104     1970    85290 SH       DEFINED 14             79090
6200
 CATAPULT COMMUNICATIONS CORP      COM            149016107        3      226 SH       DEFINED 13               226
0
 CATAPULT COMMUNICATIONS CORP      COM            149016107      253    18996 SH       DEFINED 14              4996
14000
 CATERPILLAR INC DEL               COM            149123101    88185  1228031 SH       DEFINED 14            467370
760661
 CATHAY GENERAL BANCORP            COM            149150104     1162    30879 SH       DEFINED 14             30879
0
 CATO CORP NEW                     CL A           149205106     2344    98232 SH       DEFINED 14             30461
67771
 CBEYOND COMMUNICATIONS INC        COM            149847105      685    38800 SH       DEFINED 14             13200
25600
 CELGENE CORP                      COM            151020104        6      130 SH       DEFINED 13               130
0
 CELGENE CORP                      COM            151020104     1194    27000 SH       DEFINED 14             26600
400
 CENDANT CORP                      COM            151313103      280    16150 SH       DEFINED 13             16150
0
 CENDANT CORP                      COM            151313103    74618  4300765 SH       DEFINED 14           1671872
2628893
 CENTENE CORP DEL                  COM            15135B101     2428    83250 SH       DEFINED 14             24858
58392
 CENTER FINL CORP CALIF            COM            15146E102        0       14 SH       DEFINED 13                14
0
 CENTER FINL CORP CALIF            COM            15146E102      354    14600 SH       DEFINED 14             14600
0
 CENTERPOINT ENERGY INC            COM            15189T107     7395   619896 SH       DEFINED 14            234064
385832
 CENTEX CORP                       COM            152312104    21667   349521 SH       DEFINED 14            197832   151689

 CENTRACORE PROPERTIES TR          COM            15235H107      326    13000 SH       DEFINED 14             13000
0
 CENTRAL PAC FINL CORP             COM            154760102     4004   109055 SH       DEFINED 14             48400
60655
 CENTRAL PKG CORP                  COM            154785109      831    51931 SH       DEFINED 14             17018
34913
 CENTRAL VT PUB SVC CORP           COM            155771108      720    33955 SH       DEFINED 14             15970
17985
 CENTURY ALUM CO                   COM            156431108     4959   116818 SH       DEFINED 14             61298
55520
 CENTURYTEL INC                    COM            156700106    39905  1020075 SH       DEFINED 14            460394
559681
 CEPHALON INC                      COM            156708109     2125    35264 SH       DEFINED 14             35264
0
 CERADYNE INC                      COM            156710105     6964   139553 SH       DEFINED 14             89600    49953

 CERIDIAN CORP NEW                 COM            156779100     2192    86128 SH       DEFINED 14             85928
200
 CERNER CORP                       COM            156782104     6999   147494 SH       DEFINED 14             36126
111368
 CHAMPION ENTERPRISES INC          COM            158496109     5435   363281 SH       DEFINED 14            185445
177836
 CHAPARRAL STL CO DEL              COM            159423102     2986    45992 SH       DEFINED 14             13766
32226
 CHARLES RIV LABS INTL INC         COM            159864107     3138    64019 SH       DEFINED 14             61619
2400
 CHARTERMAC                        SH BEN INT     160908109     2385   117500 SH       DEFINED 14             78500
39000
 CHARTER COMMUNICATIONS INC D      CL A           16117M107       31    28400 SH       DEFINED 14             28400
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 CHATTEM INC                       COM            162456107     2097    55700 SH       DEFINED 14             46600     9100

 CHECKFREE CORP NEW                COM            162813109     5964   118090 SH       DEFINED 14             99543
18547
 CHECKPOINT SYS INC                COM            162825103     2817   104797 SH       DEFINED 14             37732
67065
 CHEESECAKE FACTORY INC            COM            163072101     1799    48041 SH       DEFINED 14             48041
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 CHEMED CORP NEW                   COM            16359R103     8495   143150 SH       DEFINED 14             71578
71572
 CHEMICAL FINL CORP                COM            163731102      306     9479 SH       DEFINED 14              9479
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 CHEMTURA CORP                     COM            163893100     2380   202005 SH       DEFINED 14            194005
8000
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26863
 CHESAPEAKE ENERGY CORP            COM            165167107    48444  1542320 SH       DEFINED 14            519100  1023220

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5328415
 CHICAGO MERCANTILE HLDGS INC      CL A           167760107     1024     2289 SH       DEFINED 14              2219
70
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1750
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34865
 CHIQUITA BRANDS INTL INC          COM            170032809    22175  1322303 SH       DEFINED 14            456000
866303
 CHIRON CORP                       COM            170040109     8432   184059 SH       DEFINED 14             75810
108249
 CHITTENDEN CORP                   COM            170228100     2831    97721 SH       DEFINED 14             32095    65626

 CHOICEPOINT INC                   COM            170388102     2545    56866 SH       DEFINED 14             55166
1700
 CHRISTOPHER & BANKS CORP          COM            171046105     1549    66758 SH       DEFINED 14             17673
49085
 CHUBB CORP                        COM            171232101    50455   528653 SH       DEFINED 14            247348
281305
 CHUNGHWA TELECOM CO LTD           SPONSORED ADR  17133Q205     2831   144500 SH       DEFINED 14                 0
144500
 CHURCH & DWIGHT INC               COM            171340102     1455    39419 SH       DEFINED 14             39419
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84376
 CIENA CORP                        COM            171779101     5280  1013423 SH       DEFINED 14            378174
635249
 CIMAREX ENERGY CO                 CALL           171798101       10     6500 SH CALL  DEFINED 13                65
0
 CIMAREX ENERGY CO                 COM            171798101    14097   325865 SH       DEFINED 14            165261
160604
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0
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0
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191878
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232309
 CIRCUIT CITY STORE INC            COM            172737108     7133   291369 SH       DEFINED 14            110454
180915
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0
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0
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75500
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13452835
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0
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0
 CINTAS CORP                       COM            172908105    10603   248780 SH       DEFINED 14             95606
153174
 CITIGROUP INC                     COM            172967101   827642 17523640 SH       DEFINED 14           6768699 10754941

 CITIZENS BKG CORP MICH            COM            174420109     2002    74550 SH       DEFINED 14             60750
13800
 CITIZENS COMMUNICATIONS CO        COM            17453B101     9166   690695 SH       DEFINED 14            269663
421032
 CITIZENS INC                      CL A           174740100       67    12896 SH       DEFINED 14             12896
0
 CITRIX SYS INC                    COM            177376100        4      113 SH       DEFINED 13               113
0
 CITRIX SYS INC                    COM            177376100    12276   323895 SH       DEFINED 14            123590
200305
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2100
 CITY NATL CORP                    COM            178566105     2387    31079 SH       DEFINED 14             30179
900
 CLAIRES STORES INC                COM            179584107     4057   111722 SH       DEFINED 14            104428     7294

 CLARCOR INC                       COM            179895107     3587   100768 SH       DEFINED 14             29774
70994
 CLEAR CHANNEL COMMUNICATIONS      COM            184502102    27722   955586 SH       DEFINED 14            361342
594244
 CLEVELAND CLIFFS INC              COM            185896107    26306   301952 SH       DEFINED 14             98114
203838
 CLOROX CO DEL                     COM            189054109    16705   279116 SH       DEFINED 14            106352
172764
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0
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2596565
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 COACHMEN INDS INC                 COM            189873102      302    26560 SH       DEFINED 14              7378    19182

 COBIZ INC                         COM            190897108      382    18550 SH       DEFINED 14             18550
0
 COCA COLA CO                      COM            191216100   337541  8061650 SH       DEFINED 14           2451934
5609716
 COCA COLA ENTERPRISES INC         COM            191219104    43512  2139209 SH       DEFINED 14            757417
1381792
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0
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1487
 COHERENT INC                      COM            192479103        5      148 SH       DEFINED 13               148
0
 COHERENT INC                      COM            192479103     2175    61940 SH       DEFINED 14             17958
43982
 COHU INC                          COM            192576106     1759    82872 SH       DEFINED 14             39310
43562
 COINSTAR INC                      COM            19259P300     1416    54669 SH       DEFINED 14             16922
37747
 COLGATE PALMOLIVE CO              COM            194162103    53646   939505 SH       DEFINED 14            356443
583062
 COLONIAL BANCGROUP INC            COM            195493309     5919   236774 SH       DEFINED 14            227862
8912
 COLONIAL PPTYS TR                 COM SH BEN INT 195872106     7730   154206 SH       DEFINED 14             67971    86235

 COLUMBIA BKG SYS INC              COM            197236102      695    20771 SH       DEFINED 14             20771
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0
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3485972
 COMERICA INC                      COM            200340107    65177  1124325 SH       DEFINED 14            364453
759872
 COMMERCE BANCORP INC NJ           COM            200519106     3781   103173 SH       DEFINED 14            102973
200
 COMMERCE BANCSHARES INC           COM            200525103      326     6302 SH       DEFINED 14              6302
0
 COMMERCE GROUP INC MASS           COM            200641108      354     6700 SH       DEFINED 14              4900
1800
 COMMERCIAL METALS CO              COM            201723103    12952   242132 SH       DEFINED 14            123846   118286

 COMMERCIAL NET LEASE RLTY IN      COM            202218103     3771   161842 SH       DEFINED 14             70034
91808
 COMMERCIAL VEH GROUP INC          COM            202608105      405    21100 SH       DEFINED 14             21100
0
 COMMONWEALTH TEL ENTERPRISES      COM            203349105     2648    76878 SH       DEFINED 14             39187
37691
 COMMSCOPE INC                     COM            203372107     1458    51077 SH       DEFINED 14             50068
1009
 COMMUNITY BK SYS INC              COM            203607106     2454   109895 SH       DEFINED 14             54230
55665
 COMMUNITY BKS INC MILLERSBUR      COM            203628102      288    10113 SH       DEFINED 14             10113
0
 COMMUNITY HEALTH SYS INC NEW      COM            203668108     4445   122959 SH       DEFINED 14            110859
12100
 COMMUNITY TR BANCORP INC          COM            204149108      489    14426 SH       DEFINED 14             14026      400

 COMPANIA DE TELECOMUNICS CHI      SPON ADR NEW   204449300      601    67200 SH       DEFINED 14                 0
67200
 COMPASS BANCSHARES INC            COM            20449H109    11326   223783 SH       DEFINED 14             87403
136380
 COMPUCREDIT CORP                  COM            20478N100      869    23600 SH       DEFINED 14             23600
0
 COMPUTER PROGRAMS & SYS INC       COM            205306103     1320    26400 SH       DEFINED 14             26400
0
 COMPUTER SCIENCES CORP            COM            205363104    31674   570182 SH       DEFINED 14            288960
281222
 COMPUWARE CORP                    COM            205638109        4      569 SH       DEFINED 13               569
0
 COMPUWARE CORP                    COM            205638109     5590   713984 SH       DEFINED 14            266286
447698
 COMTECH TELECOMMUNICATIONS C      COM NEW        205826209     1141    39131 SH       DEFINED 14             11600    27531

 COMVERSE TECHNOLOGY INC           COM PAR $0.10  205862402       42     1788 SH       DEFINED 13              1788
0
 COMVERSE TECHNOLOGY INC           COM PAR $0.10  205862402     7137   303295 SH       DEFINED 14            114225
189070
 CONAGRA FOODS INC                 COM            205887102    31113  1449809 SH       DEFINED 14            745990
703819
 CONEXANT SYSTEMS INC              COM            207142100        0       14 SH       DEFINED 13                14
0
 CONEXANT SYSTEMS INC              COM            207142100     1041   301772 SH       DEFINED 14            282072
19700
 CONMED CORP                       COM            207410101     1486    77593 SH       DEFINED 14             37928
39665
 CONNETICS CORP                    COM            208192104       69     4087 SH       DEFINED 13              4087
0
 CONNETICS CORP                    COM            208192104     1103    65159 SH       DEFINED 14             19585    45574

 CONOCOPHILLIPS                    COM            20825C104      512     8100 SH       DEFINED 13              8100
0
 CONOCOPHILLIPS                    COM            20825C104   371599  5884391 SH       DEFINED 14           2201187
3683204
 CONSECO INC                       COM NEW        208464883      308    12429 SH       DEFINED 14             12429
0
 CONSOL ENERGY INC                 COM            20854P109      595     8020 SH       DEFINED 14              7800
220
 CONSOLIDATED EDISON INC           COM            209115104    26924   618937 SH       DEFINED 14            331026
287911
 CONSOLIDATED GRAPHICS INC         COM            209341106     2459    47186 SH       DEFINED 14             18042
29144
 CONSOLIDATED TOMOKA LD CO         COM            210226106      292     4700 SH       DEFINED 14              4700
0
 CONSTELLATION BRANDS INC          CL A           21036P108     8397   335200 SH       DEFINED 14            132000   203200

 CONSTELLATION ENERGY GROUP I      COM            210371100    17956   328210 SH       DEFINED 14            124550
203660
 CONVERGYS CORP                    COM            212485106    14825   814095 SH       DEFINED 14            566167
247928
 COOPER CAMERON CORP               COM            216640102     3023    68589 SH       DEFINED 14             68509
80
 COOPER COS INC                    COM NEW        216648402     4657    86185 SH       DEFINED 14             25639
60546
 COOPER TIRE & RUBR CO             COM            216831107     5056   352585 SH       DEFINED 14            304500
48085
 COPART INC                        COM            217204106     1129    41113 SH       DEFINED 14             41081
32
 CORINTHIAN COLLEGES INC           COM            218868107     3816   265007 SH       DEFINED 14            189226
75781
 CORN PRODS INTL INC               COM            219023108     5151   174208 SH       DEFINED 14             46048   128160

 CORNING INC                       COM            219350105    74929  2784423 SH       DEFINED 14           1060098
1724325
 CORPORATE EXECUTIVE BRD CO        COM            21988R102        4       43 SH       DEFINED 13                43
0
 CORPORATE EXECUTIVE BRD CO        COM            21988R102    25722   254922 SH       DEFINED 14            101223
153699
 CORUS BANKSHARES INC              COM            220873103     3718    62548 SH       DEFINED 14             53948
8600
 CORVEL CORP                       COM            221006109      262    11900 SH       DEFINED 14              3400
8500
 COST PLUS INC CALIF               COM            221485105      694    40614 SH       DEFINED 14             10654
29960
 COSTCO WHSL CORP NEW              COM            22160K105    59381  1096394 SH       DEFINED 14            362326
734068
 COUNTRYWIDE FINANCIAL CORP        COM            222372104    91374  2489747 SH       DEFINED 14           1016245  1473502

 COVAD COMMUNICATIONS GROUP I      COM            222814204       41    21025 SH       DEFINED 14             21025
0
 COVANCE INC                       COM            222816100     2194    37353 SH       DEFINED 14             37353
0
 COVANSYS CORP                     COM            22281W103      528    30704 SH       DEFINED 14             28904
1800
 COVENANT TRANS INC                CL A           22284P105      273    18700 SH       DEFINED 14             18700
0
 COVENTRY HEALTH CARE INC          COM            222862104    15497   287086 SH       DEFINED 14            110506
176580
 CRANE CO                          COM            224399105     2026    49396 SH       DEFINED 14             46842
2554
 CREDENCE SYS CORP                 COM            225302108        0       43 SH       DEFINED 13                43
0
 CREDENCE SYS CORP                 COM            225302108      415    56495 SH       DEFINED 14             56495
0
 CREE INC                          COM            225447101     2532    77160 SH       DEFINED 14             74360
2800
 CRESCENT REAL ESTATE EQUITIE      COM            225756105      206     9785 SH       DEFINED 14              9000
785
 CROSS CTRY HEALTHCARE INC         COM            227483104      784    40471 SH       DEFINED 14             10087
30384
 CROWN CASTLE INTL CORP            COM            228227104    11300   398600 SH       DEFINED 14             44800
353800
 CROWN HOLDINGS INC                COM            228368106      312    17600 SH       DEFINED 14             16500
1100
 CRYOLIFE INC                      COM            228903100      179    40569 SH       DEFINED 14             10711
29858
 CUBIC CORP                        COM            229669106      686    28668 SH       DEFINED 14              7601
21067
 CULLEN FROST BANKERS INC          COM            229899109     1713    31873 SH       DEFINED 14             31873
0
 CUMMINS INC                       COM            231021106     8868    84374 SH       DEFINED 14             31669
52705
 CURTISS WRIGHT CORP               COM            231561101     2775    41917 SH       DEFINED 14             12309
29608
 CYBERONICS INC                    COM            23251P102     1080    41918 SH       DEFINED 14             12214
29704
 CYMER INC                         COM            232572107        5      104 SH       DEFINED 13               104
0
 CYMER INC                         COM            232572107     6105   134342 SH       DEFINED 14             63782
70560
 CYPRESS SEMICONDUCTOR CORP        COM            232806109     1375    81134 SH       DEFINED 14             81134
0
 CYTEC INDS INC                    COM            232820100     1443    24041 SH       DEFINED 14             24026
15
 CYTYC CORP                        COM            232946103     2002    71056 SH       DEFINED 14             69929     1127

 DJ ORTHOPEDICS INC                COM            23325G104     1723    43337 SH       DEFINED 14             13163
30174
 DPL INC                           COM            233293109     2022    74882 SH       DEFINED 14             74882
0
 DRS TECHNOLOGIES INC              COM            23330X100     3100    56496 SH       DEFINED 14             49496
7000
 D R HORTON INC                    COM            23331A109    16297   490580 SH       DEFINED 14            189751
300829
 DST SYS INC DEL                   COM            233326107     6779   117000 SH       DEFINED 14             92000
25000
 DSP GROUP INC                     COM            23332B106     3026   104308 SH       DEFINED 14             43787
60521
 DTE ENERGY CO                     COM            233331107    37328   931109 SH       DEFINED 14            350461
580648
 DADE BEHRING HLDGS INC            COM            23342J206        1       31 SH       DEFINED 13                31
0
 DADE BEHRING HLDGS INC            COM            23342J206     2756    77186 SH       DEFINED 14              7600
69586
 DAKTRONICS INC                    COM            234264109     1055    28902 SH       DEFINED 14              7573
21329
 DANAHER CORP DEL                  COM            235851102    27724   436262 SH       DEFINED 14            165989
270273
 DARDEN RESTAURANTS INC            COM            237194105    33933   827023 SH       DEFINED 14            318382
508641
 DATASCOPE CORP                    COM            238113104     1001    25390 SH       DEFINED 14              7732
17658
 DAVITA INC                        COM            23918K108      517     8580 SH       DEFINED 14              8460
120
 DB COMMODITY INDEX TRACKING       UNIT BEN INT   240225102     2394   100000 SH       DEFINED 10            100000
0
 DEAN FOODS CO NEW                 COM            242370104     5559   143165 SH       DEFINED 14             51151    92014

 DEERE & CO                        COM            244199105      514     6500 SH       DEFINED 13              6500
0
 DEERE & CO                        COM            244199105    56144   710229 SH       DEFINED 14            325924
384305
 DEL MONTE FOODS CO                COM            24522P103     1375   115961 SH       DEFINED 14             17793
98168
 DELL INC                          COM            24702R101        3      105 SH       DEFINED 13               105
0
 DELL INC                          COM            24702R101   199443  6701723 SH       DEFINED 14           2210505
4491218
 DELPHI FINL GROUP INC             CL A           247131105     2994    57986 SH       DEFINED 14             16820
41166
 DELTA & PINE LD CO                COM            247357106     2097    69537 SH       DEFINED 14             20912
48625
 DELTIC TIMBER CORP                COM            247850100     1717    28331 SH       DEFINED 14             10909    17422

 DENBURY RES INC                   COM NEW        247916208     2177    68750 SH       DEFINED 14             68750
0
 DELUXE CORP                       COM            248019101     4495   171758 SH       DEFINED 14            169858
1900
 DENDRITE INTL INC                 COM            248239105     1140    83518 SH       DEFINED 14             24565
58953
 DENTSPLY INTL INC NEW             COM            249030107       13      220 SH       DEFINED 13               220
0
 DENTSPLY INTL INC NEW             COM            249030107    16207   278714 SH       DEFINED 14            117574
161140
 DEVELOPERS DIVERSIFIED RLTY       COM            251591103     7674   140160 SH       DEFINED 03              4100
136060
 DEVELOPERS DIVERSIFIED RLTY       COM            251591103     4642    84789 SH       DEFINED 14             82839
1950
 DEVON ENERGY CORP NEW             COM            25179M103   137140  2241955 SH       DEFINED 14            816928  1425027

 DEVRY INC DEL                     COM            251893103      838    36782 SH       DEFINED 14             36782
0
 DIAGNOSTIC PRODS CORP             COM            252450101     2281    47895 SH       DEFINED 14             14292
33603
 DIAMOND OFFSHORE DRILLING IN      COM            25271C102     1580    17654 SH       DEFINED 14              5717
11937
 DIAMONDROCK HOSPITALITY CO        COM            252784301      416    30100 SH       DEFINED 14             21500
8600
 DIAMONDCLUSTER INTL INC           COM            25278P106     1323   123600 SH       DEFINED 14             95000
28600
 DIEBOLD INC                       COM            253651103     1721    41867 SH       DEFINED 14             41867
0
 DIGENE CORP                       COM            253752109        8      200 SH       DEFINED 13               200
0
 DIGENE CORP                       COM            253752109    11570   295918 SH       DEFINED 14            137300   158618

 DIGI INTL INC                     COM            253798102      445    38095 SH       DEFINED 14             10077
28018
 DIGITAL INSIGHT CORP              COM            25385P106       11      300 SH       DEFINED 13               300
0
 DIGITAL INSIGHT CORP              COM            25385P106    15404   423196 SH       DEFINED 14            154056
269140
 DIGITAS INC                       COM            25388K104     1778   123500 SH       DEFINED 14             53700
69800
 DIME CMNTY BANCSHARES             COM            253922108      878    61069 SH       DEFINED 14             13506
47563
 DILLARDS INC                      CL A           254067101     3410   130957 SH       DEFINED 14             40229
90728
 DIODES INC                        COM            254543101     1448    34900 SH       DEFINED 14              9200
25700
 DIONEX CORP                       COM            254546104     2396    38972 SH       DEFINED 14             11621    27351

 DIRECT GEN CORP                   COM            25456W204      587    34500 SH       DEFINED 14             31600
2900
 DIRECTV GROUP INC                 COM            25459L106     2012   122681 SH       DEFINED 14             70402
52279
 DISNEY WALT CO                    CALL           254687106       56    70100 SH CALL  DEFINED 13               701
0
 DISNEY WALT CO                    COM DISNEY     254687106     1425    51100 SH       DEFINED 10             51100
0
 DISNEY WALT CO                    COM DISNEY     254687106   103386  3706933 SH       DEFINED 14           1352086
2354847
 DISCOVERY HOLDING CO              CL A COM       25468Y107      334    22273 SH       DEFINED 14             22003
270
 DITECH COMMUNICATIONS CORP        COM            25500M103      657    62850 SH       DEFINED 14             18300
44550
 DR REDDYS LABS LTD                ADR            256135203     1501    47800 SH       DEFINED 14              9000    38800

 DOLLAR GEN CORP                   COM            256669102    48691  2755556 SH       DEFINED 14            690289
2065267
 DOLLAR TREE STORES INC            COM            256747106     4333   156610 SH       DEFINED 14            114321
42289
 DOMINION RES INC VA NEW           COM            25746U109    53673   777527 SH       DEFINED 14            373398
404129
 DONALDSON INC                     COM            257651109     1812    53631 SH       DEFINED 14             51131
2500
 DONNELLEY R R & SONS CO           COM            257867101    37600  1149151 SH       DEFINED 14            304185
844966
 DOVER CORP                        COM            260003108    23676   487553 SH       DEFINED 14            153268
334285
 DOW CHEM CO                       COM            260543103   174222  4291184 SH       DEFINED 14           1400636
2890548
 DOW JONES & CO INC                COM            260561105     4225   107501 SH       DEFINED 14             41307    66194

 DOWNEY FINL CORP                  COM            261018105     3841    57072 SH       DEFINED 14             12852
44220
 DRDGOLD LTD                       SPONSORED ADR  26152H103      155   100000 SH       DEFINED 10            100000
0
 DRESS BARN INC                    COM            261570105     3163    65968 SH       DEFINED 14             22031
43937
 DREW INDS INC                     COM NEW        26168L205      986    27725 SH       DEFINED 14              7388
20337
 DRIL-QUIP INC                     COM            262037104     1319    18610 SH       DEFINED 14              7622
10988
 DU PONT E I DE NEMOURS & CO       COM            263534109    70921  1680199 SH       DEFINED 14            636348
1043851
 DUKE ENERGY CORP                  COM            264399106   117067  4016019 SH       DEFINED 14           1438945
2577074
 DUKE REALTY CORP                  COM NEW        264411505     2893    76220 SH       DEFINED 03              2100    74120

 DUKE REALTY CORP                  COM NEW        264411505     1570    41366 SH       DEFINED 14             11616
29750
 DUN & BRADSTREET CORP DEL NE      COM            26483E100     3127    40778 SH       DEFINED 14             40678
100
 DUQUESNE LT HLDGS INC             COM            266233105     1120    67850 SH       DEFINED 14             67850
0
 DYCOM INDS INC                    COM            267475101      509    23966 SH       DEFINED 14             23966
0
 DYNEGY INC NEW                    CL A           26816Q101     2925   609432 SH       DEFINED 14            229390
380042
 EGL INC                           COM            268484102     3300    73330 SH       DEFINED 14             28759
44571
 E M C CORP MASS                   COM            268648102      450    33000 SH       DEFINED 10             33000
0
 E M C CORP MASS                   COM            268648102   173888 12757705 SH       DEFINED 14           3600761  9156944

 ENSCO INTL INC                    COM            26874Q100     8586   166881 SH       DEFINED 14            146231
20650
 EOG RES INC                       COM            26875P101    31506   437590 SH       DEFINED 14            166485
271105
 EPIQ SYS INC                      COM            26882D109      478    25159 SH       DEFINED 14              6593
18566
 ESS TECHNOLOGY INC                COM            269151106      239    72014 SH       DEFINED 14             23889
48125
 E TRADE FINANCIAL CORP            COM            269246104    19838   735280 SH       DEFINED 14            275985
459295
 EAGLE MATERIALS INC               COM            26969P108    63502   995958 SH       DEFINED 14            356776
639182
 EARTHLINK INC                     COM            270321102        4      376 SH       DEFINED 13               376
0
 EARTHLINK INC                     COM            270321102     4180   437745 SH       DEFINED 14            330945   106800

 EAST WEST BANCORP INC             COM            27579R104     5051   131034 SH       DEFINED 14             34170
96864
 EASTGROUP PPTY INC                COM            277276101     2098    44225 SH       DEFINED 14             12900
31325
 EASTMAN CHEM CO                   COM            277432100    35529   694190 SH       DEFINED 14            233195
460995
 EASTMAN KODAK CO                  COM            277461109    21828   767510 SH       DEFINED 14            457831
309679
 EATON CORP                        COM            278058102    61251   839402 SH       DEFINED 14            178669
660733
 EATON VANCE CORP                  COM NON VTG    278265103     3678   134323 SH       DEFINED 14            127523
6800
 EBAY INC                          COM            278642103    86739  2224065 SH       DEFINED 14            797225
1426840
 ECHELON CORP                      COM            27874N105      197    20900 SH       DEFINED 14             20900
0
 ECHOSTAR COMMUNICATIONS NEW       CL A           278762109      507    16960 SH       DEFINED 14             16700
260
 ECOLAB INC                        COM            278865100    12532   328070 SH       DEFINED 14            129491
198579
 ECOLLEGE COM                      COM            27887E100      544    28900 SH       DEFINED 14             28900
0
 EDISON INTL                       COM            281020107    46543  1130229 SH       DEFINED 14            382043
748186
 EDO CORP                          COM            281347104      912    29557 SH       DEFINED 14              9574
19983
 EDUCATION MGMT CORP               COM            28139T101     2641    63489 SH       DEFINED 14             60073
3416
 EDWARDS AG INC                    COM            281760108     8142   163302 SH       DEFINED 14            111566
51736
 EDWARDS LIFESCIENCES CORP         COM            28176E108     3657    84062 SH       DEFINED 14             82022     2040

 EFUNDS CORP                       COM            28224R101     4528   175235 SH       DEFINED 14             85798
89437
 EL PASO CORP                      COM            28336L109    14366  1192206 SH       DEFINED 14            460061
732145
 EL PASO ELEC CO                   COM NEW        283677854     1846    96948 SH       DEFINED 14             29829
67119
 ELECTRO RENT CORP                 COM            285218103      175    10300 SH       DEFINED 14             10300
0
 ELECTRO SCIENTIFIC INDS           COM            285229100        2      100 SH       DEFINED 13               100
0
 ELECTRO SCIENTIFIC INDS           COM            285229100     1206    54478 SH       DEFINED 14             14072
40406
 ELECTRONIC ARTS INC               COM            285512109    29716   543048 SH       DEFINED 14            206805
336243
 ELECTRONIC DATA SYS NEW           COM            285661104    29473  1098502 SH       DEFINED 14            539106   559396

 ELKCORP                           COM            287456107     1614    47826 SH       DEFINED 14             23186
24640
 EMBOTELLADORA ANDINA S A          SPON ADR A     29081P204      233    16800 SH       DEFINED 14              2424
14376
 EMBOTELLADORA ANDINA S A          SPON ADR B     29081P303      731    49500 SH       DEFINED 14             10000
39500
 EMDEON CORP                       COM            290849108      710    65743 SH       DEFINED 14             29126
36617
 EMCOR GROUP INC                   COM            29084Q100     3474    69964 SH       DEFINED 14             25562
44402
 EMERSON ELEC CO                   COM            291011104   154962  1852942 SH       DEFINED 14            542512
1310430
 EMMIS COMMUNICATIONS CORP         CL A           291525103      362    22627 SH       DEFINED 14             21960
667
 EMPRESA NACIONAL DE ELCTRCID      SPONSORED ADR  29244T101     1243    41200 SH       DEFINED 14              8000    33200

 EMULEX CORP                       COM NEW        292475209    13969   817404 SH       DEFINED 14            391800
425604
 ENCORE CAP GROUP INC              COM            292554102      858    58200 SH       DEFINED 14             40500
17700
 ENDO PHARMACEUTICALS HLDGS I      COM            29264F205        6      180 SH       DEFINED 13               180
0
 ENDO PHARMACEUTICALS HLDGS I      COM            29264F205      313     9546 SH       DEFINED 14              9546
0
 ENERGEN CORP                      COM            29265N108     8281   236606 SH       DEFINED 14             68078
168528
 ENERGY EAST CORP                  COM            29266M109     5432   223531 SH       DEFINED 14            189631
33900
 ENERGIZER HLDGS INC               COM            29266R108    21564   406859 SH       DEFINED 14            136629
270230
 ENERSIS S A                       SPONSORED ADR  29274F104      919    77500 SH       DEFINED 14               500    77000

 ENGELHARD CORP                    COM            292845104    13776   347785 SH       DEFINED 14            223853
123932
 ENNIS INC                         COM            293389102      626    32100 SH       DEFINED 14             32100
0
 ENPRO INDS INC                    COM            29355X107     3332    97137 SH       DEFINED 14             47200
49937
 ENTERCOM COMMUNICATIONS CORP      CL A           293639100     3257   116639 SH       DEFINED 14            113839
2800
 ENTERGY CORP NEW                  COM            29364G103    36561   530326 SH       DEFINED 14            284810
245516
 ENTERPRISE PRODS PARTNERS L       COM            293792107      507    20533 SH       DEFINED 14             20533
0
 ENTERTAINMENT PPTYS TR            COM SH BEN INT 29380T105     4398   104771 SH       DEFINED 14             37605
67166
 ENTRUST INC                       COM            293848107       58    12800 SH       DEFINED 14             12800
0
 ENZON PHARMACEUTICALS INC         COM            293904108     2038   251600 SH       DEFINED 14            165600
86000
 ENZO BIOCHEM INC                  COM            294100102      735    54475 SH       DEFINED 14             16588
37887
 EPICOR SOFTWARE CORP              COM            29426L108       10      727 SH       DEFINED 13               727
0
 EPICOR SOFTWARE CORP              COM            29426L108     1371   102100 SH       DEFINED 14             27000
75100
 EQUIFAX INC                       COM            294429105      626    16800 SH       DEFINED 13             16800
0
 EQUIFAX INC                       COM            294429105     8892   238781 SH       DEFINED 14             92085
146696
 EQUITABLE RES INC                 COM            294549100     2564    70228 SH       DEFINED 14             70138
90
 EQUITY INNS INC                   COM            294703103     1194    73700 SH       DEFINED 14             73700
0
 EQUITY OFFICE PROPERTIES TRU      COM            294741103     6668   198580 SH       DEFINED 03              6100
192480
 EQUITY OFFICE PROPERTIES TRU      COM            294741103    24401   726648 SH       DEFINED 14            280477
446171
 EQUITY RESIDENTIAL                SH BEN INT     29476L107     7599   162400 SH       DEFINED 03              4400
158000
 EQUITY RESIDENTIAL                SH BEN INT     29476L107    23649   505433 SH       DEFINED 14            195093
310340
 ERESEARCHTECHNOLOGY INC           COM            29481V108     1057    73475 SH       DEFINED 14             16175
57300
 ESSEX PPTY TR INC                 COM            297178105     4884    44917 SH       DEFINED 14             13209
31708
 ESTERLINE TECHNOLOGIES CORP       COM            297425100     2109    49333 SH       DEFINED 14             14833
34500
 ETHAN ALLEN INTERIORS INC         COM            297602104     2723    64791 SH       DEFINED 14             19014    45777

 EVERGREEN SOLAR INC               COM            30033R108      708    46000 SH       DEFINED 10             46000
0
 EVERGREEN SOLAR INC               PUT            30033R108      110    46000 SH PUT   DEFINED 10               460
0
 EXAR CORP                         COM            300645108     4828   338078 SH       DEFINED 14            153920
184158
 EXELON CORP                       COM            30161N101    79785  1508227 SH       DEFINED 14            747246
760981
 EXPEDIA INC DEL                   COM            30212P105      472    23296 SH       DEFINED 14             23041
255
 EXPEDITORS INTL WASH INC          COM            302130109     6437    74514 SH       DEFINED 14             73744
770
 EXPRESS SCRIPTS INC               COM            302182100    28937   329209 SH       DEFINED 14            124185
205024
 EXPRESSJET HOLDINGS INC           CL A           30218U108     1065   143143 SH       DEFINED 14            121000    22143

 EXTREME NETWORKS INC              COM            30226D106        1      194 SH       DEFINED 13               194
0
 EXTREME NETWORKS INC              COM            30226D106       52    10350 SH       DEFINED 14             10350
0
 EXXON MOBIL CORP                  COM            30231G102      505     8300 SH       DEFINED 10              8300
0
 EXXON MOBIL CORP                  COM            30231G102  1247308 20494713 SH       DEFINED 14           7892982
12601731
 FBL FINL GROUP INC                CL A           30239F106      210     6100 SH       DEFINED 14              6100
0
 FEI CO                            COM            30241L109      973    49031 SH       DEFINED 14             15004
34027
 FLIR SYS INC                      COM            302445101     3834   134970 SH       DEFINED 14             41112
93858
 F M C CORP                        COM NEW        302491303     3364    54279 SH       DEFINED 14             51408     2871

 FMC TECHNOLOGIES INC              COM            30249U101     2099    40975 SH       DEFINED 14             40975
0
 FPIC INS GROUP INC                COM            302563101      404    10700 SH       DEFINED 14             10700
0
 FPL GROUP INC                     COM            302571104    33852   843348 SH       DEFINED 14            334503
508845
 FACTSET RESH SYS INC              COM            303075105     3884    87571 SH       DEFINED 14             27325
60246
 FAIR ISAAC CORP                   COM            303250104     5346   134930 SH       DEFINED 14             96828
38102
 FAIRCHILD SEMICONDUCTOR INTL      COM            303726103     1772    92902 SH       DEFINED 14             92002
900
 FAIRPOINT COMMUNICATIONS INC      COM            305560104      496    35900 SH       DEFINED 14             35900
0
 FAMILY DLR STORES INC             COM            307000109     7738   290897 SH       DEFINED 14            111690   179207

 FARGO ELECTRONICS INC             COM            30744P102        1       48 SH       DEFINED 13                48
0
 FARGO ELECTRONICS INC             COM            30744P102      766    45300 SH       DEFINED 14             35300
10000
 FASTENAL CO                       COM            311900104    17711   374114 SH       DEFINED 14            168516
205598
 FEDERAL AGRIC MTG CORP            CL C           313148306      371    12600 SH       DEFINED 14             12600
0
 FEDERAL HOME LN MTG CORP          COM            313400301   129313  2119880 SH       DEFINED 14            657057
1462823
 FEDERAL NATL MTG ASSN             COM            313586109       82     1600 SH       DEFINED 13              1600
0
 FEDERAL NATL MTG ASSN             COM            313586109   106572  2073387 SH       DEFINED 14            813811
1259576
 FEDERAL REALTY INVT TR            SH BEN INT NEW 313747206      331     4400 SH       DEFINED 14              4400
0
 FEDERAL SIGNAL CORP               COM            313855108      532    28741 SH       DEFINED 14             28741
0
 FEDERATED DEPT STORES INC DE      COM            31410H101    49223   674286 SH       DEFINED 14            368566
305720
 FEDERATED INVS INC PA             CL B           314211103     6058   155124 SH       DEFINED 14             58237
96887
 FEDEX CORP                        COM            31428X106   140094  1240428 SH       DEFINED 14            390924
849504
 FELCOR LODGING TR INC             COM            31430F101     2079    98526 SH       DEFINED 14             80626
17900
 FERRO CORP                        COM            315405100      500    25008 SH       DEFINED 14             25008
0
 F5 NETWORKS INC                   COM            315616102       14      200 SH       DEFINED 13               200
0
 F5 NETWORKS INC                   COM            315616102     1738    23981 SH       DEFINED 14             23981
0
 FIDELITY BANKSHARES INC NEW       COM            31604Q107     1389    41300 SH       DEFINED 14             11000
30300
 FIDELITY NATL INFORMATION SV      COM            31620M106     2497    61587 SH       DEFINED 14             60587
1000
 FIDELITY NATL FINL INC            COM            316326107     7609   214161 SH       DEFINED 14            193962
20199
 FIELDSTONE INVT CORP              COM            31659U300     3700   313600 SH       DEFINED 14            157300
156300
 FIFTH THIRD BANCORP               COM            316773100    39010   991117 SH       DEFINED 14            371815
619302
 FILENET CORP                      COM            316869106     2554    94527 SH       DEFINED 14             25334
69193
 FINANCIAL FED CORP                COM            317492106     2297    78400 SH       DEFINED 14             32772
45628
 FINISAR                           COM            31787A101       87    17700 SH       DEFINED 14             17700
0
 FINISH LINE INC                   CL A           317923100     2934   178361 SH       DEFINED 14             83800
94561
 FIRST AMERN CORP CALIF            COM            318522307     4177   106657 SH       DEFINED 14            102972
3685
 FIRST BANCORP P R                 COM            318672102     5723   463060 SH       DEFINED 14            133846
329214
 FIRST BUSEY CORP                  COM            319383105      219    10401 SH       DEFINED 14             10401
0
 FIRST CASH FINL SVCS INC          COM            31942D107      864    43200 SH       DEFINED 14             43200
0
 FIRST CHARTER CORP                COM            319439105      385    15600 SH       DEFINED 14             15600
0
 FIRST CTZNS BANCSHARES INC N      CL A           31946M103     1054     5462 SH       DEFINED 14              4962
500
 FIRST COMWLTH FINL CORP PA        COM            319829107     2403   163928 SH       DEFINED 14             67528    96400

 FIRST CMNTY BANCORP CALIF         COM            31983B101      392     6800 SH       DEFINED 14              6800
0
 FIRST DATA CORP                   COM            319963104    63780  1362236 SH       DEFINED 14            524073
838163
 FIRST FINL BANKSHARES             COM            32020R109      284     7417 SH       DEFINED 14              7417
0
 FIRST FINL CORP IND               COM            320218100      244     8200 SH       DEFINED 14              8200
0
 FIRST HORIZON NATL CORP           COM            320517105     9635   231342 SH       DEFINED 14             88993
142349
 FIRST HORIZON PHARMACEUTICAL      COM            32051K106     1414    56100 SH       DEFINED 14             17700
38400
 FIRST INDUSTRIAL REALTY TRUS      COM            32054K103      213     5000 SH       DEFINED 03                 0
5000
 FIRST INDUSTRIAL REALTY TRUS      COM            32054K103     4751   111300 SH       DEFINED 14             81700    29600

 FIRST MARBLEHEAD CORP             COM            320771108     2163    50000 SH       DEFINED 10             50000
0
 FIRST MARBLEHEAD CORP             COM            320771108      329     7600 SH       DEFINED 14              7600
0
 FIRST MARBLEHEAD CORP             PUT            320771108      128    50000 SH PUT   DEFINED 10               500
0
 FIRST MERCHANTS CORP              COM            320817109      638    24059 SH       DEFINED 14             21359
2700
 FIRST MIDWEST BANCORP DEL         COM            320867104        2       62 SH       DEFINED 13                62
0
 FIRST MIDWEST BANCORP DEL         COM            320867104     5009   136969 SH       DEFINED 14             55627
81342
 FIRST NIAGARA FINL GP INC         COM            33582V108     2720   185523 SH       DEFINED 14            157723
27800
 FIRST PL FINL CORP                COM            33610T109      223     9000 SH       DEFINED 14              9000
0
 FIRST REP BK SAN FRANCISCO        COM            336158100     1969    52062 SH       DEFINED 14             15446
36616
 FIRST ST BANCORPORATION           COM            336453105      274    10300 SH       DEFINED 14             10300
0
 1ST SOURCE CORP                   COM            336901103      270     9020 SH       DEFINED 14              8520
500
 FISERV INC                        COM            337738108    96216  2261253 SH       DEFINED 14            548490
1712763
 FIRSTFED FINL CORP                COM            337907109     5650    94462 SH       DEFINED 14             50094
44368
 FIRSTMERIT CORP                   COM            337915102     1462    59306 SH       DEFINED 14             58406
900
 FLAGSTAR BANCORP INC              COM            337930101     1936   128205 SH       DEFINED 14             71960
56245
 FIRSTENERGY CORP                  COM            337932107    48686   995625 SH       DEFINED 14            433296   562329

 FISHER SCIENTIFIC INTL INC        COM NEW        338032204    15088   221720 SH       DEFINED 14             87495
134225
 FLEETWOOD ENTERPRISES INC         COM            339099103     3198   286341 SH       DEFINED 14            139572
146769
 FLORIDA ROCK INDS INC             COM            341140101     5337    94930 SH       DEFINED 14             54374
40556
 FLUOR CORP NEW                    COM            343412102    13489   157214 SH       DEFINED 14             60377
96837
 FLOWERS FOODS INC                 COM            343498101     3147   105973 SH       DEFINED 14             31677
74296
 FLOWSERVE CORP                    COM            34354P105     1971    33790 SH       DEFINED 14             33790
0
 FLUSHING FINL CORP                COM            343873105      210    12050 SH       DEFINED 14             12050
0
 FOOT LOCKER INC                   COM            344849104     2244    93971 SH       DEFINED 14             93771      200

 FORD MTR CO DEL                   COM PAR $0.01  345370860    48622  6108277 SH       DEFINED 14           2328675
3779602
 FOREST CITY ENTERPRISES INC       CL A           345550107      268     5676 SH       DEFINED 14              5676
0
 FOREST LABS INC                   COM            345838106    27579   617939 SH       DEFINED 14            222890
395049
 FOREST OIL CORP                   COM PAR $0.01  346091705     1748    47003 SH       DEFINED 14             46403
600
 FORGENT NETWORKS INC              COM            34629U103       37    21726 SH       DEFINED 14             21726
0
 FORRESTER RESH INC                COM            346563109      344    15400 SH       DEFINED 14             15400
0
 FORTUNE BRANDS INC                COM            349631101    20036   248496 SH       DEFINED 14             96293
152203
 FORWARD AIR CORP                  COM            349853101     4743   127195 SH       DEFINED 14             65433    61762

 FOSSIL INC                        COM            349882100     1745    93941 SH       DEFINED 14             26268
67673
 FOUNDRY NETWORKS INC              COM            35063R100     4186   230500 SH       DEFINED 14            190700
39800
 4 KIDS ENTMT INC                  COM            350865101      404    23484 SH       DEFINED 14              6169
17315
 FRANKLIN BK CORP DEL              COM            352451108     1206    62724 SH       DEFINED 14             29887
32837
 FRANKLIN RES INC                  COM            354613101    27594   292807 SH       DEFINED 14            104924
187883
 FREDS INC                         CL A           356108100      976    73625 SH       DEFINED 14             19486
54139
 FREEPORT-MCMORAN COPPER & GO      CL B           35671D857    37100   620719 SH       DEFINED 14            188005
432714
 FREESCALE SEMICONDUCTOR INC       COM CL A       35687M107        1       50 SH       DEFINED 13                50
0
 FREESCALE SEMICONDUCTOR INC       COM CL A       35687M107      540    19400 SH       DEFINED 14                 0
19400
 FREESCALE SEMICONDUCTOR INC       CL B           35687M206    45040  1621888 SH       DEFINED 14            462371
1159517
 FREMONT GEN CORP                  COM            357288109     3289   152542 SH       DEFINED 14             40313
112229
 FRIEDMAN BILLINGS RAMSEY GRO      CL A           358434108     4388   467836 SH       DEFINED 14             31236
436600
 FRONTIER AIRLINES INC NEW         COM            359065109      515    66946 SH       DEFINED 14             17788
49158
 FRONTIER FINL CORP WASH           COM            35907K105        0        9 SH       DEFINED 13                 9
0
 FRONTIER FINL CORP WASH           COM            35907K105      365    11050 SH       DEFINED 14             11050
0
 FRONTIER OIL CORP                 COM            35914P105     8162   137526 SH       DEFINED 14             40348    97178

 FULLER H B CO                     COM            359694106     2974    57931 SH       DEFINED 14             17576
40355
 FULTON FINL CORP PA               COM            360271100      227    13203 SH       DEFINED 14             13203
0
 FURNITURE BRANDS INTL INC         COM            360921100     1077    43956 SH       DEFINED 14             43956
0
 G & K SVCS INC                    CL A           361268105     1736    40820 SH       DEFINED 14             12112
28708
 GATX CORP                         COM            361448103     4512   109272 SH       DEFINED 14            100172
9100
 GALLAGHER ARTHUR J & CO           COM            363576109     1606    57763 SH       DEFINED 14             57763
0
 GAMESTOP CORP NEW                 CL A           36467W109     1652    35034 SH       DEFINED 14             35034
0
 GANNETT INC                       COM            364730101   112897  1884134 SH       DEFINED 14            626617  1257517

 GAP INC DEL                       COM            364760108    27180  1455054 SH       DEFINED 14            406118
1048936
 GARDNER DENVER INC                COM            365558105     5527    84768 SH       DEFINED 14             32840
51928
 GARTNER INC                       COM            366651107      414    29698 SH       DEFINED 14             29698
0
 GATEWAY INC                       COM            367626108      688   314330 SH       DEFINED 14            100744
213586
 GEN-PROBE INC NEW                 COM            36866T103     1690    30652 SH       DEFINED 14             30652
0
 GEMSTAR-TV GUIDE INTL INC         COM            36866W106       69    22200 SH       DEFINED 14             22200
0
 GENCORP INC                       COM            368682100     2221   108092 SH       DEFINED 14             26920
81172
 GENENTECH INC                     COM NEW        368710406    96849  1146005 SH       DEFINED 14            243100   902905

 GENERAL CABLE CORP DEL NEW        COM            369300108      740    24400 SH       DEFINED 14             24400
0
 GENERAL COMMUNICATION INC         CL A           369385109     1049    86770 SH       DEFINED 14             22980
63790
 GENERAL DYNAMICS CORP             COM            369550108   100173  1565699 SH       DEFINED 14            620688
945011
 GENERAL ELECTRIC CO               COM            369604103  1035479 29772259 SH       DEFINED 14           9723833
20048426
 GENERAL GROWTH PPTYS INC          COM            370021107     8542   174800 SH       DEFINED 03              5100
169700
 GENERAL GROWTH PPTYS INC          COM            370021107      982    20100 SH       DEFINED 14             17400
2700
 GENERAL MLS INC                   COM            370334104    39872   786732 SH       DEFINED 14            246762
539970
 GENERAL MTRS CORP                 COM            370442105    23908  1124003 SH       DEFINED 14            507837   616166

 GENESCO INC                       COM            371532102     3994   102695 SH       DEFINED 14             44313
58382
 GENESIS HEALTHCARE CORP           COM            37184D101     3019    68700 SH       DEFINED 14             39400
29300
 GENTEX CORP                       COM            371901109        0       20 SH       DEFINED 13                20
0
 GENTEX CORP                       COM            371901109     1867   106937 SH       DEFINED 14            106337
600
 GENLYTE GROUP INC                 COM            372302109     1651    24228 SH       DEFINED 14             24228
0
 GENTEK INC                        COM NEW        37245X203      533    25637 SH       DEFINED 03             25637
0
 GENUINE PARTS CO                  COM            372460105    13763   314018 SH       DEFINED 14            120651
193367
 GENTIVA HEALTH SERVICES INC       COM            37247A102      926    50869 SH       DEFINED 14             15481    35388

 GENWORTH FINL INC                 COM CL A       37247D106    24852   743398 SH       DEFINED 14            271700
471698
 GENZYME CORP                      COM            372917104    30491   453600 SH       DEFINED 14            174750
278850
 GEORGIA GULF CORP                 COM PAR $0.01  373200203     3850   148128 SH       DEFINED 14             67599
80529
 GERBER SCIENTIFIC INC             COM            373730100      454    43904 SH       DEFINED 14             10928
32976
 GETTY IMAGES INC                  COM            374276103      318     4250 SH       DEFINED 14              4200
50
 GEVITY HR INC                     COM            374393106     1212    49537 SH       DEFINED 14             12900
36637
 GIBRALTAR INDS INC                COM            374689107      239     8100 SH       DEFINED 14              2600
5500
 GILEAD SCIENCES INC               COM            375558103    52032   836252 SH       DEFINED 14            317984   518268

 GLACIER BANCORP INC NEW           COM            37637Q105     1884    60669 SH       DEFINED 14             16900
43769
 GLAMIS GOLD LTD                   COM            376775102      371    11350 SH       DEFINED 14             11350
0
 GLATFELTER                        COM            377316104      496    27059 SH       DEFINED 14             27059
0
 GLENBOROUGH RLTY TR INC           COM            37803P105     2247   103300 SH       DEFINED 03                 0
103300
 GLENBOROUGH RLTY TR INC           COM            37803P105     1824    83878 SH       DEFINED 14             25839
58039
 GLIMCHER RLTY TR                  SH BEN INT     379302102      733    25800 SH       DEFINED 14             25800
0
 GLOBAL IMAGING SYSTEMS            COM            37934A100     2288    60242 SH       DEFINED 14             15098
45144
 GLOBAL PMTS INC                   COM            37940X102     9741   183764 SH       DEFINED 14             41240   142524

 GOLD BANC CORP INC                COM            379907108     1367    74643 SH       DEFINED 14             22631
52012
 GOLD FIELDS LTD NEW               CALL           38059T106       66    24600 SH CALL  DEFINED 13               246
0
 GOLD FIELDS LTD NEW               PUT            38059T106       17    69400 SH PUT   DEFINED 13               694
0
 GOLD FIELDS LTD NEW               SPONSORED ADR  38059T106      332    15100 SH       DEFINED 13             15100
0
 GOLD KIST INC                     COM            380614107      499    39500 SH       DEFINED 14              7500
32000
 GOLDEN WEST FINL CORP DEL         COM            381317106    40497   596417 SH       DEFINED 14            299227
297190
 GOLDMAN SACHS GROUP INC           COM            38141G104   332516  2118478 SH       DEFINED 14            710437
1408041
 GOODRICH CORP                     COM            382388106     9609   220335 SH       DEFINED 14             85066   135269

 GOODYEAR TIRE & RUBR CO           COM            382550101     4673   322690 SH       DEFINED 14            122680
200010
 GOOGLE INC                        CL A           38259P508   105090   269461 SH       DEFINED 14             94513
174948
 GOVERNMENT PPTYS TR INC           COM            38374W107      274    28700 SH       DEFINED 14             27700
1000
 GRACO INC                         COM            384109104     2640    58109 SH       DEFINED 14             56309
1800
 GRAINGER W W INC                  COM            384802104    10389   137871 SH       DEFINED 14             52364
85507
 GRANITE CONSTR INC                COM            387328107     8811   180990 SH       DEFINED 14            153914
27076
 GRANT PRIDECO INC                 COM            38821G101     8065   188269 SH       DEFINED 14            159647
28622
 GRAY TELEVISION INC               COM            389375106      188    22436 SH       DEFINED 14             22436
0
 GREAT ATLANTIC & PAC TEA INC      COM            390064103     1372    39279 SH       DEFINED 14             12826
26453
 GREAT PLAINS ENERGY INC           COM            391164100     1555    55241 SH       DEFINED 14             53741
1500
 GREAT WOLF RESORTS INC            COM            391523107      278    24000 SH       DEFINED 14             23000
1000
 GREATBATCH INC                    COM            39153L106     2532   115576 SH       DEFINED 14             60522
55054
 GREATER BAY BANCORP               COM            391648102     1090    39292 SH       DEFINED 14             36692
2600
 GREEN MOUNTAIN PWR CORP           COM            393154109      275     9522 SH       DEFINED 14              2486
7036
 GREENBRIER COS INC                COM            393657101      240     6000 SH       DEFINED 14              6000
0
 GREENHILL & CO INC                COM            395259104     4376    66200 SH       DEFINED 14             33200    33000

 GREIF INC                         CL A           397624107      369     5400 SH       DEFINED 14              5200
200
 GREY WOLF INC                     COM            397888108     2134   286800 SH       DEFINED 14            236700
50100
 GRIFFON CORP                      COM            398433102     4470   179936 SH       DEFINED 14             86947
92989
 GROUP 1 AUTOMOTIVE INC            COM            398905109     2714    57091 SH       DEFINED 14             21150
35941
 GTECH HLDGS CORP                  COM            400518106     2542    74648 SH       DEFINED 14             74498
150
 GUIDANT CORP                      COM            401698105    18250   233797 SH       DEFINED 13            233797
0
 GUIDANT CORP                      COM            401698105    46379   594145 SH       DEFINED 14            228185
365960
 GUITAR CTR MGMT INC               COM            402040109     2413    50594 SH       DEFINED 14             14992    35602

 GULFMARK OFFSHORE INC             COM            402629109     1234    44400 SH       DEFINED 14             39700
4700
 GYMBOREE CORP                     COM            403777105     1592    61135 SH       DEFINED 14             15512
45623
 HCA INC                           COM            404119109   123678  2700988 SH       DEFINED 14            866111
1834877
 HCC INS HLDGS INC                 COM            404132102     2893    83141 SH       DEFINED 14             81341
1800
 HDFC BANK LTD                     ADR REPS 3 SHS 40415F101     1194    21900 SH       DEFINED 14              4200
17700
 HNI CORP                          COM            404251100     4319    73209 SH       DEFINED 14             67595
5614
 HRPT PPTYS TR                     COM SH BEN INT 40426W101      962    81900 SH       DEFINED 14             18000
63900
 HAEMONETICS CORP                  COM            405024100     5557   109458 SH       DEFINED 14             45138    64320

 HAIN CELESTIAL GROUP INC          COM            405217100     1954    74624 SH       DEFINED 14             21602
53022
 HALLIBURTON CO                    COM            406216101    68779   941921 SH       DEFINED 14            361223
580698
 HANCOCK FABRICS INC               COM            409900107      128    35152 SH       DEFINED 14              9248
25904
 HANDLEMAN CO DEL                  COM            410252100      186    19342 SH       DEFINED 14             19342
0
 HANMI FINL CORP                   COM            410495105        4      242 SH       DEFINED 13               242
0
 HANMI FINL CORP                   COM            410495105     3770   208772 SH       DEFINED 14            102572
106200
 HANOVER COMPRESSOR CO             COM            410768105      995    53445 SH       DEFINED 14             53445
0
 HANOVER INS GROUP INC             COM            410867105     2823    53854 SH       DEFINED 14             52354     1500

 HANSEN NAT CORP                   COM            411310105     3580    28400 SH       DEFINED 14              7900
20500
 HARBOR FLA BANCSHARES INC         COM            411901101     1458    38500 SH       DEFINED 14             11400
27100
 HARLAND JOHN H CO                 COM            412693103     6352   161639 SH       DEFINED 14             78530
83109
 HARLEY DAVIDSON INC               COM            412822108   114275  2202677 SH       DEFINED 14            562840
1639837
 HARLEYSVILLE NATL CORP PA         COM            412850109      299    13150 SH       DEFINED 14             13150
0
 HARMAN INTL INDS INC              COM            413086109    90902   817983 SH       DEFINED 14            210100
607883
 HARMONIC INC                      COM            413160102        1      100 SH       DEFINED 13               100
0
 HARMONIC INC                      COM            413160102      918   144076 SH       DEFINED 14             44114    99962

 HARRAHS ENTMT INC                 COM            413619107    25102   321986 SH       DEFINED 14            124142
197844
 HARRIS CORP DEL                   COM            413875105      164     3471 SH       DEFINED 13              3471
0
 HARRIS CORP DEL                   COM            413875105    20032   423593 SH       DEFINED 14            153479
270114
 HARSCO CORP                       COM            415864107     5073    61405 SH       DEFINED 14             54813
6592
 HARTE-HANKS INC                   COM            416196103     2332    85263 SH       DEFINED 14             77813
7450
 HARTFORD FINL SVCS GROUP INC      COM            416515104   122662  1522811 SH       DEFINED 14            577183
945628
 HARTMARX CORP                     COM            417119104       91    10250 SH       DEFINED 14             10250
0
 HARVEST NATURAL RESOURCES IN      COM            41754V103     1755   180560 SH       DEFINED 14            129600    50960

 HASBRO INC                        COM            418056107     6567   311231 SH       DEFINED 14            124120
187111
 HAVERTY FURNITURE INC             COM            419596101      591    41198 SH       DEFINED 14             10774
30424
 HAWAIIAN ELEC INDUSTRIES          COM            419870100     1281    47234 SH       DEFINED 14             47234
0
 HEALTHCARE SVCS GRP INC           COM            421906108     1260    58981 SH       DEFINED 14             13200
45781
 HEALTH CARE PPTY INVS INC         COM            421915109      779    27420 SH       DEFINED 03              2300
25120
 HEALTH CARE PPTY INVS INC         COM            421915109     1072    37750 SH       DEFINED 14             12400
25350
 HEALTH MGMT ASSOC INC NEW         CL A           421933102      373    17300 SH       DEFINED 13             17300
0
 HEALTH MGMT ASSOC INC NEW         CL A           421933102     9631   446491 SH       DEFINED 14            174564   271927

 HEADWATERS INC                    COM            42210P102     3214    80769 SH       DEFINED 14             23501
57268
 HEALTH NET INC                    COM            42222G108    42868   843534 SH       DEFINED 14            251121
592413
 HEALTHWAYS INC                    COM            422245100     3499    68693 SH       DEFINED 14             20523
48170
 HEARTLAND EXPRESS INC             COM            422347104     1892    86824 SH       DEFINED 14             25651
61173
 HEARTLAND PMT SYS INC             COM            42235N108      223     9000 SH       DEFINED 14              7000
2000
 HEICO CORP NEW                    COM            422806109      342    10800 SH       DEFINED 14             10800
0
 HEIDRICK & STRUGGLES INTL IN      COM            422819102     1319    36358 SH       DEFINED 14             11043
25315
 HEINZ H J CO                      COM            423074103    23230   612608 SH       DEFINED 14            232564   380044

 HELIX ENERGY SOLUTIONS GRP I      COM            42330P107        2       56 SH       DEFINED 13                56
0
 HELIX ENERGY SOLUTIONS GRP I      COM            42330P107    19508   514724 SH       DEFINED 14            237170
277554
 HELMERICH & PAYNE INC             COM            423452101    13440   192497 SH       DEFINED 14             83644
108853
 HENRY JACK & ASSOC INC            COM            426281101     1065    46579 SH       DEFINED 14             46579
0
 HERCULES INC                      COM            427056106     2942   213213 SH       DEFINED 14             82141
131072
 HERCULES OFFSHORE INC             COM            427093109     1119    32900 SH       DEFINED 14             25000
7900
 HERITAGE PPTY INVT TR INC         COM            42725M107     2736    69100 SH       DEFINED 03                 0
69100
 HERITAGE PPTY INVT TR INC         COM            42725M107      198     5000 SH       DEFINED 14              5000
0
 HERSHEY CO                        COM            427866108    17297   331164 SH       DEFINED 14            125905
205259
 HEWLETT PACKARD CO                COM            428236103     9877   300200 SH       DEFINED 10            300200
0
 HEWLETT PACKARD CO                COM            428236103   341749 10387511 SH       DEFINED 14           3635607
6751904
 HI-TECH PHARMACAL INC             COM            42840B101      457    16200 SH       DEFINED 14             16200
0
 HIBBETT SPORTING GOODS INC        COM            428565105     7062   214051 SH       DEFINED 14            108557
105494
 HIGH YIELD INCOME FD INC          COM            429904105       53    11000 SH       DEFINED 03             11000
0
 HIGHLAND HOSPITALITY CORP         COM            430141101      558    43900 SH       DEFINED 14             43900
0
 HIGHWOODS PPTYS INC               COM            431284108     2779    82375 SH       DEFINED 14             74475     7900

 HILB ROGAL & HOBBS CO             COM            431294107     2889    70087 SH       DEFINED 14             20934
49153
 HILLENBRAND INDS INC              COM            431573104     4080    74187 SH       DEFINED 14             67721
6466
 HILTON HOTELS CORP                COM            432848109    14767   580026 SH       DEFINED 14            222281
357745
 HITTITE MICROWAVE CORP            COM            43365Y104      887    26300 SH       DEFINED 14             16900
9400
 HOLLY CORP                        COM PAR $0.01  435758305     3424    46200 SH       DEFINED 14             43400
2800
 HOLOGIC INC                       COM            436440101     5073    91657 SH       DEFINED 14             26494
65163
 HOME DEPOT INC                    COM            437076102   354071  8370481 SH       DEFINED 14           2501139
5869342
 HOME PROPERTIES INC               COM            437306103     4310    84340 SH       DEFINED 03              2500    81840

 HOME PROPERTIES INC               COM            437306103      133     2600 SH       DEFINED 14              2600
0
 HOMESTORE INC                     COM            437852106       66    10100 SH       DEFINED 14             10100
0
 HONEYWELL INTL INC                COM            438516106      428    10000 SH       DEFINED 13             10000
0
 HONEYWELL INTL INC                COM            438516106    90741  2121606 SH       DEFINED 14            959646
1161960
 HOOPER HOLMES INC                 COM            439104100      352   121632 SH       DEFINED 14             32213
89419
 HORACE MANN EDUCATORS CORP N      COM            440327104      733    38983 SH       DEFINED 14             38883
100
 HORMEL FOODS CORP                 COM            440452100     3363    99495 SH       DEFINED 14             85095
14400
 HORNBECK OFFSHORE SVCS INC N      COM            440543106      408    11300 SH       DEFINED 14             11300
0
 HOSPIRA INC                       COM            441060100    12046   305283 SH       DEFINED 14            112181
193102
 HOSPITALITY PPTYS TR              COM SH BEN INT 44106M102    10628   243360 SH       DEFINED 14            116012
127348
 HOST MARRIOTT CORP NEW            COM            44107P104     9921   463580 SH       DEFINED 03             14900
448680
 HOST MARRIOTT CORP NEW            COM            44107P104      957    44700 SH       DEFINED 14             28500
16200
 HOT TOPIC INC                     COM            441339108     1201    82838 SH       DEFINED 14             21924
60914
 HOUSEVALUES INC                   COM            44183Y102      164    19900 SH       DEFINED 10             19900
0
 HOUSEVALUES INC                   PUT            44183Y102       37    19900 SH PUT   DEFINED 10               199
0
 HOVNANIAN ENTERPRISES INC         CL A           442487203      946    21536 SH       DEFINED 14             21536
0
 HUB GROUP INC                     CL A           443320106     1930    42337 SH       DEFINED 14             11900
30437
 HUBBELL INC                       CL B           443510201     3050    59491 SH       DEFINED 14             58291
1200
 HUDSON CITY BANCORP               COM            443683107      672    50601 SH       DEFINED 14             50001
600
 HUGHES SUPPLY INC                 COM            444482103     6126   131846 SH       DEFINED 14             38905
92941
 HUMANA INC                        COM            444859102    15914   302256 SH       DEFINED 14            116098
186158
 HUMAN GENOME SCIENCES INC         COM            444903108      263    24200 SH       DEFINED 14             24200
0
 HUNT J B TRANS SVCS INC           COM            445658107    11165   518344 SH       DEFINED 14            194995
323349
 HUNTINGTON BANCSHARES INC         COM            446150104    21026   871375 SH       DEFINED 14            465182   406193

 HUTCHINSON TECHNOLOGY INC         COM            448407106     1666    55208 SH       DEFINED 14             15698
39510
 HYDRIL                            COM            448774109     4253    54562 SH       DEFINED 14             17983
36579
 HYPERCOM CORP                     COM            44913M105     1142   122800 SH       DEFINED 14             79900
42900
 HYPERION SOLUTIONS CORP           COM            44914M104       11      330 SH       DEFINED 13               330
0
 HYPERION SOLUTIONS CORP           COM            44914M104     4659   142919 SH       DEFINED 14             33688
109231
 IAC INTERACTIVECORP               COM NEW        44919P300      911    30896 SH       DEFINED 14             19141
11755
 IBT BANCORP INC                   COM            44923F108      509    12875 SH       DEFINED 14                 0
12875
 ICU MED INC                       COM            44930G107     2582    71342 SH       DEFINED 14             30089    41253

 IHOP CORP                         COM            449623107     2021    42161 SH       DEFINED 14             13700
28461
 IMS HEALTH INC                    COM            449934108     9511   369056 SH       DEFINED 14            148972
220084
 ISTAR FINL INC                    COM            45031U101      370     9660 SH       DEFINED 03              2100
7560
 ISTAR FINL INC                    COM            45031U101      337     8815 SH       DEFINED 14              8685
130
 ITLA CAP CORP                     COM            450565106      246     5100 SH       DEFINED 14              5100
0
 ITT EDUCATIONAL SERVICES INC      COM            45068B109     2413    37668 SH       DEFINED 14             35868
1800
 ITT INDS INC IND                  COM            450911102    18875   335735 SH       DEFINED 14            130663
205072
 ICICI BK LTD                      ADR            45104G104     1272    45950 SH       DEFINED 14              8900    37050

 IDACORP INC                       COM            451107106     1768    54373 SH       DEFINED 14             53473
900
 IDEX CORP                         COM            45167R104     5578   106926 SH       DEFINED 14             30100
76826
 IDEXX LABS INC                    COM            45168D104     8961   103768 SH       DEFINED 14             27869
75899
 IDENTIX INC                       COM            451906101       91    11400 SH       DEFINED 14             11400
0
 ILLINOIS TOOL WKS INC             COM            452308109      915     9500 SH       DEFINED 13              9500
0
 ILLINOIS TOOL WKS INC             COM            452308109    88712   921113 SH       DEFINED 14            308396
612717
 ILLINOIS TOOL WKS INC             PUT            452308109       39    10000 SH PUT   DEFINED 13               100
0
 ILLUMINA INC                      COM            452327109      437    18400 SH       DEFINED 14             16600     1800

 IMATION CORP                      COM            45245A107     2501    58296 SH       DEFINED 14             57096
1200
 IMCLONE SYS INC                   COM            45245W109      227     6671 SH       DEFINED 14              6671
0
 IMMUCOR INC                       COM            452526106     5752   200495 SH       DEFINED 14             88806
111689
 IMPAC MTG HLDGS INC               COM            45254P102      108    11200 SH       DEFINED 14             11200
0
 INDEPENDENCE CMNTY BK CORP        COM            453414104     1930    46316 SH       DEFINED 14             45116
1200
 INDEPENDENT BANK CORP MASS        COM            453836108      587    18273 SH       DEFINED 14             15973
2300
 INDEPENDENT BANK CORP MICH        COM            453838104      744    26168 SH       DEFINED 14             25768
400
 INDYMAC BANCORP INC               COM            456607100     1887    46092 SH       DEFINED 14             45792      300

 INFINITY PPTY & CAS CORP          COM            45665Q103     2383    57100 SH       DEFINED 14             29000
28100
 INFORMATICA CORP                  COM            45666Q102        0       17 SH       DEFINED 13                17
0
 INFORMATICA CORP                  COM            45666Q102     6764   435000 SH       DEFINED 14            313400
121600
 INFOSYS TECHNOLOGIES LTD          SPONSORED ADR  456788108       39      500 SH       DEFINED 13               500
0
 INFOSYS TECHNOLOGIES LTD          SPONSORED ADR  456788108     9857   126600 SH       DEFINED 14             24800
101800
 INFOSPACE INC                     COM NEW        45678T201     1859    66499 SH       DEFINED 14             16549
49950
 INGRAM MICRO INC                  CL A           457153104     2821   141053 SH       DEFINED 14            136453
4600
 INLAND REAL ESTATE CORP           COM NEW        457461200      791    48500 SH       DEFINED 14             39100     9400

 INPUT/OUTPUT INC                  COM            457652105     1258   129600 SH       DEFINED 14             34331
95269
 INSIGHT ENTERPRISES INC           COM            45765U103       53     2423 SH       DEFINED 13              2423
0
 INSIGHT ENTERPRISES INC           COM            45765U103     3607   163882 SH       DEFINED 14             71051
92831
 INSITUFORM TECHNOLOGIES INC       CL A           457667103     1333    50113 SH       DEFINED 14             13218
36895
 INNOSPEC INC                      COM            45768S105      226     8800 SH       DEFINED 14              8800
0
 INNKEEPERS USA TR                 COM            4576J0104      480    28300 SH       DEFINED 14             28300
0
 INTEGRA LIFESCIENCES HLDGS C      COM NEW        457985208     1392    33960 SH       DEFINED 14             10360
23600
 INTEGRATED DEVICE TECHNOLOGY      COM            458118106     1812   121963 SH       DEFINED 14            121963
0
 INTEL CORP                        COM            458140100      342    17600 SH       DEFINED 13             17600
0
 INTEL CORP                        COM            458140100   312326 16049644 SH       DEFINED 14           5384628
10665016
 INTEL CORP                        PUT            458140100       26     8000 SH PUT   DEFINED 13                80
0
 INTEGRA BK CORP                   COM            45814P105      432    18900 SH       DEFINED 14             16600
2300
 INTER TEL INC                     COM            458372109     1968    91811 SH       DEFINED 14             38130
53681
 INTERFACE INC                     CL A           458665106     1229    88974 SH       DEFINED 14             23901
65073
 INTERDIGITAL COMMUNICATIONS       COM            45866A105     1721    70200 SH       DEFINED 14             70200
0
 INTERMAGNETICS GEN CORP           COM            458771102     1841    73484 SH       DEFINED 14             21110    52374

 INTERNAP NETWORK SVCS CORP        COM            45885A102       12    12800 SH       DEFINED 14             12800
0
 INTERNATIONAL BUSINESS MACHS      COM            459200101   492123  5967297 SH       DEFINED 14           1865592
4101705
 INTERNATIONAL FLAVORS&FRAGRA      COM            459506101     4893   142574 SH       DEFINED 14             53791
88783
 INTERNATIONAL GAME TECHNOLOG      COM            459902102    20813   590940 SH       DEFINED 14            234406
356534
 INTL PAPER CO                     COM            460146103    36909  1067667 SH       DEFINED 14            521498
546169
 INTERNATIONAL RECTIFIER CORP      COM            460254105     1755    42354 SH       DEFINED 14             42354
0
 INTERNATIONAL SPEEDWAY CORP       CL A           460335201     2057    40412 SH       DEFINED 14             38512
1900
 INTERNET CAP GROUP INC            COM NEW        46059C205      325    34525 SH       DEFINED 14             34525
0
 INTERNET SEC SYS INC              COM            46060X107     7347   306368 SH       DEFINED 14            176630
129738
 INTERPUBLIC GROUP COS INC         COM            460690100     6339   663080 SH       DEFINED 14            265520
397560
 INTERSIL CORP                     CL A           46069S109     6103   211017 SH       DEFINED 14            197217
13800
 INTEROIL CORP                     COM            460951106      329    25000 SH       DEFINED 10             25000
0
 INTEROIL CORP                     PUT            460951106       76    25000 SH PUT   DEFINED 10               250
0
 INTEVAC INC                       COM            461148108      319    11100 SH       DEFINED 14             11100
0
 INTERWOVEN INC                    COM NEW        46114T508     1245   138520 SH       DEFINED 14            114479
24041
 INTERVIDEO INC                    COM            46114Y101      118    10900 SH       DEFINED 14             10900
0
 INTRADO INC                       COM            46117A100     1942    74763 SH       DEFINED 14             34003
40760
 INTUIT                            COM            461202103       10      191 SH       DEFINED 13               191
0
 INTUIT                            COM            461202103    31902   599778 SH       DEFINED 14            199736
400042
 INVACARE CORP                     COM            461203101     3016    97115 SH       DEFINED 14             34107
63008
 INTUITIVE SURGICAL INC            COM NEW        46120E602     2502    21203 SH       DEFINED 14             21203
0
 INVESTMENT TECHNOLOGY GRP NE      COM            46145F105     4146    83256 SH       DEFINED 14             24788
58468
 INVESTORS BANCORP INC             COM            46146P102      220    15800 SH       DEFINED 14             15800
0
 INVESTORS REAL ESTATE TR          SH BEN INT     461730103      294    30800 SH       DEFINED 14             30800
0
 INVITROGEN CORP                   COM            46185R100     3991    56913 SH       DEFINED 14             48763
8150
 INVESTORS FINL SERVICES CORP      COM            461915100     2978    63536 SH       DEFINED 14             61186
2350
 IONATRON INC                      COM            462070103     1506   111500 SH       DEFINED 10            111500
0
 IONATRON INC                      COM            462070103       74     5500 SH       DEFINED 14              5500
0
 IONATRON INC                      PUT            462070103       51   111500 SH PUT   DEFINED 10              1115
0
 IOWA TELECOMM SERVICES INC        COM            462594201     2126   111400 SH       DEFINED 14             74500
36900
 IPAYMENT INC                      COM            46262E105     1567    36569 SH       DEFINED 14             18944
17625
 IRON MTN INC                      COM            462846106      402     9866 SH       DEFINED 14              9866
0
 IRWIN FINL CORP                   COM            464119106     2260   116899 SH       DEFINED 14             52989
63910
 ISHARES TR                        US TIPS BD FD  464287176     1469    14600 SH       DEFINED 14                 0
14600
 ISHARES TR                        S&P 500 INDEX  464287200     1624    12499 SH       DEFINED 10             12499
0
 ISHARES TR                        S&P 500 INDEX  464287200      326     2510 SH       DEFINED 14              1910
600
 ISHARES TR                        LEHMAN AGG BND 464287226     9254    93400 SH       DEFINED 14                 0
93400
 ISHARES TR                        MSCI EMERG MKT 464287234    13127   132600 SH       DEFINED 14             17200
115400
 ISHARES TR                        1-3 YR TRS BD  464287457     2320    29000 SH       DEFINED 14                 0
29000
 ISHARES TR                        MSCI EAFE IDX  464287465     1219    18773 SH       DEFINED 10             18773
0
 ISHARES TR                        MSCI EAFE IDX  464287465    18437   284000 SH       DEFINED 14              6800
277200
 ISHARES TR                        S&P MIDCAP 400 464287507     4432    55900 SH       DEFINED 14             55900
0
 ISHARES TR                        RUSSELL1000VAL 464287598     1161    15875 SH       DEFINED 10             15875
0
 ISHARES TR                        RUSSELL1000VAL 464287598      380     5200 SH       DEFINED 14                 0
5200
 ISHARES TR                        RUSSELL1000GRW 464287614     1014    19217 SH       DEFINED 10             19217
0
 ISHARES TR                        RUSL 2000 VALU 464287630      468     6257 SH       DEFINED 10              6257
0
 ISHARES TR                        RUSL 2000 GROW 464287648      460     5773 SH       DEFINED 10              5773
0
 ISHARES TR                        RUSSELL 3000   464287689     4466    59000 SH       DEFINED 14                 0    59000

 ISHARES TR                        S&P SMLCAP 600 464287804    10231   156844 SH       DEFINED 14             70450
86394
 ITRON INC                         COM            465741106        1        9 SH       DEFINED 13                 9
0
 ITRON INC                         COM            465741106     7778   129963 SH       DEFINED 14             69503
60460
 J & J SNACK FOODS CORP            COM            466032109      920    27386 SH       DEFINED 14              6622
20764
 JDS UNIPHASE CORP                 COM            46612J101    10865  2605634 SH       DEFINED 14           1018036
1587598
 JDA SOFTWARE GROUP INC            COM            46612K108        2      137 SH       DEFINED 13               137
0
 JDA SOFTWARE GROUP INC            COM            46612K108     1001    69322 SH       DEFINED 14             29634
39688
 J JILL GROUP INC                  COM            466189107     1304    54554 SH       DEFINED 14             19148    35406

 JLG INDS INC                      COM            466210101     9513   308972 SH       DEFINED 14            125582
183390
 JP MORGAN CHASE & CO              COM            46625H100      416    10000 SH       DEFINED 10             10000
0
 JP MORGAN CHASE & CO              COM            46625H100   493365 11848351 SH       DEFINED 14           4554440
7293911
 J2 GLOBAL COMMUNICATIONS INC      COM NEW        46626E205     2245    47761 SH       DEFINED 14             14175
33586
 JABIL CIRCUIT INC                 COM            466313103    25692   599445 SH       DEFINED 14            178106
421339
 JACK IN THE BOX INC               COM            466367109     9589   220440 SH       DEFINED 14             97153
123287
 JACKSON HEWITT TAX SVCS INC       COM            468202106     3205   101500 SH       DEFINED 14             67200
34300
 JACOBS ENGR GROUP INC DEL         COM            469814107       87     1000 SH       DEFINED 13              1000
0
 JACOBS ENGR GROUP INC DEL         COM            469814107     3765    43402 SH       DEFINED 14             42802
600
 JAKKS PAC INC                     COM            47012E106     7777   290834 SH       DEFINED 14            132106
158728
 JANUS CAP GROUP INC               COM            47102X105    11099   479013 SH       DEFINED 14            238705
240308
 JEFFERIES GROUP INC NEW           COM            472319102     3553    60734 SH       DEFINED 14             60134
600
 JEFFERSON PILOT CORP              COM            475070108    17651   315536 SH       DEFINED 14            169488
146048
 JETBLUE AWYS CORP                 COM            477143101     1004    93682 SH       DEFINED 14             93682
0
 JO-ANN STORES INC                 COM            47758P307      582    43214 SH       DEFINED 14             11390
31824
 JOHNSON & JOHNSON                 COM            478160104   611198 10320809 SH       DEFINED 14           3183717  7137092

 JOHNSON CTLS INC                  COM            478366107    38666   509226 SH       DEFINED 14            291777
217449
 JONES APPAREL GROUP INC           COM            480074103    30036   849191 SH       DEFINED 14            403483
445708
 JONES LANG LASALLE INC            COM            48020Q107      214     2800 SH       DEFINED 14              2800
0
 JORGENSEN EARLE M CO              COM            480829100      551    36400 SH       DEFINED 14             36400
0
 JOS A BANK CLOTHIERS INC          COM            480838101     1321    27550 SH       DEFINED 14              7275
20275
 JOURNAL COMMUNICATIONS INC        CL A           481130102     1532   123569 SH       DEFINED 14             72800
50769
 JOURNAL REGISTER CO               COM            481138105     1157    95000 SH       DEFINED 14             79300
15700
 JOY GLOBAL INC                    COM            481165108     4702    78666 SH       DEFINED 14             77316     1350

 JUNIPER NETWORKS INC              COM            48203R104      822    43000 SH       DEFINED 14             42400
600
 K & F INDS HLDGS INC              COM            482241106     1134    68300 SH       DEFINED 14             45800
22500
 KLA-TENCOR CORP                   COM            482480100    16472   340610 SH       DEFINED 14            133340
207270
 K-SWISS INC                       CL A           482686102     4618   153207 SH       DEFINED 14             83627
69580
 K2 INC                            COM            482732104     1086    86552 SH       DEFINED 14             22912
63640
 K V PHARMACEUTICAL CO             CL A           482740206      835    34600 SH       DEFINED 14             33800
800
 KAMAN CORP                        COM            483548103     1419    56405 SH       DEFINED 14             20752
35653
 KANSAS CITY SOUTHERN              COM NEW        485170302     3500   141693 SH       DEFINED 14             41952    99741

 KAYDON CORP                       COM            486587108     2328    57684 SH       DEFINED 14             15991
41693
 KEANE INC                         COM            486665102     2729   173300 SH       DEFINED 14             87350
85950
 KB HOME                           COM            48666K109    16349   251598 SH       DEFINED 14            148008
103590
 KEITHLEY INSTRS INC               COM            487584104      432    28131 SH       DEFINED 14              8651
19480
 KELLOGG CO                        COM            487836108    22346   507410 SH       DEFINED 14            170823
336587
 KELLWOOD CO                       COM            488044108     1952    62198 SH       DEFINED 14             17236
44962
 KELLY SVCS INC                    CL A           488152208      328    12092 SH       DEFINED 14             12092
0
 KEMET CORP                        COM            488360108      421    44427 SH       DEFINED 14             44427
0
 KENNAMETAL INC                    COM            489170100     8122   132835 SH       DEFINED 14            126575
6260
 KENSEY NASH CORP                  COM            490057106      526    18383 SH       DEFINED 14              4807
13576
 KERR MCGEE CORP                   COM            492386107    28656   300121 SH       DEFINED 14            164076
136045
 KEYCORP NEW                       COM            493267108    84094  2285162 SH       DEFINED 14            657394
1627768
 KEYSPAN CORP                      COM            49337W100    21727   531603 SH       DEFINED 14            322835
208768
 KFORCE INC                        COM            493732101      620    48600 SH       DEFINED 14             47000
1600
 KIMBALL INTL INC                  CL B           494274103      677    45000 SH       DEFINED 14             34900
10100
 KILROY RLTY CORP                  COM            49427F108     4440    57473 SH       DEFINED 14             17021    40452

 KIMBERLY CLARK CORP               COM            494368103   152466  2637816 SH       DEFINED 14            750302
1887514
 KIMCO REALTY CORP                 COM            49446R109    11656   286800 SH       DEFINED 03              7900
278900
 KIMCO REALTY CORP                 COM            49446R109     6954   171100 SH       DEFINED 14             56400
114700
 KINDER MORGAN INC KANS            COM            49455P101    17136   186283 SH       DEFINED 14             71559
114724
 KINDRED HEALTHCARE INC            CALL           494580103       61    30000 SH CALL  DEFINED 13               300
0
 KINDRED HEALTHCARE INC            COM            494580103     4429   176101 SH       DEFINED 14             87000
89101
 KINETIC CONCEPTS INC              COM NEW        49460W208     3761    91348 SH       DEFINED 14              4548
86800
 KING PHARMACEUTICALS INC          COM            495582108    42743  2477852 SH       DEFINED 14           1203804  1274048

 KIRBY CORP                        COM            497266106     6670    97930 SH       DEFINED 14             47304
50626
 KITE RLTY GROUP TR                COM            49803T102      689    43200 SH       DEFINED 14             38000
5200
 KNIGHT CAPITAL GROUP INC          CL A           499005106     5700   409200 SH       DEFINED 14            330700
78500
 KNIGHT RIDDER INC                 COM            499040103     7879   124647 SH       DEFINED 14             48654
75993
 KNIGHT TRANSN INC                 COM            499064103     3048   154308 SH       DEFINED 14             48413
105895
 KOHLS CORP                        COM            500255104    31754   599013 SH       DEFINED 14            227305
371708
 KOMAG INC                         COM NEW        500453204     8537   179350 SH       DEFINED 14            124400
54950
 KOOKMIN BK NEW                    SPONSORED ADR  50049M109      402     4700 SH       DEFINED 14                 0     4700

 KOPIN CORP                        COM            500600101      747   149110 SH       DEFINED 14             55636
93474
 KOREA ELECTRIC PWR                SPONSORED ADR  500631106      518    24000 SH       DEFINED 14                 0
24000
 KORN FERRY INTL                   COM NEW        500643200     1214    59562 SH       DEFINED 14             59382
180
 KRAFT FOODS INC                   CL A           50075N104     2617    86327 SH       DEFINED 14             20100
66227
 KROGER CO                         COM            501044101    99528  4888416 SH       DEFINED 14           1531605
3356811
 KRONOS INC                        COM            501052104        8      213 SH       DEFINED 13               213
0
 KRONOS INC                        COM            501052104     3814   102004 SH       DEFINED 14             32979
69025
 KULICKE & SOFFA INDS INC          COM            501242101     2303   241447 SH       DEFINED 14             79634   161813

 KYPHON INC                        COM            501577100     2035    54700 SH       DEFINED 14             54700
0
 LCA-VISION INC                    COM PAR $.001  501803308     1992    39745 SH       DEFINED 14             11700
28045
 LKQ CORP                          COM            501889208     1862    89500 SH       DEFINED 14             26900
62600
 LSI LOGIC CORP                    COM            502161102     8245   713209 SH       DEFINED 14            273381
439828
 LSI INDS INC                      COM            50216C108      648    38050 SH       DEFINED 14             38050
0
 LTC PPTYS INC                     COM            502175102     1258    54100 SH       DEFINED 14             26400
27700
 L-3 COMMUNICATIONS HLDGS INC      COM            502424104    18579   216562 SH       DEFINED 14             82685
133877
 LA Z BOY INC                      COM            505336107     1653    97264 SH       DEFINED 14             25334    71930

 LABOR READY INC                   COM NEW        505401208     2530   105655 SH       DEFINED 14             30873
74782
 LABORATORY CORP AMER HLDGS        COM NEW        50540R409    26793   458155 SH       DEFINED 14             97000
361155
 LABRANCHE & CO INC                COM            505447102      266    16800 SH       DEFINED 10             16800
0
 LABRANCHE & CO INC                COM            505447102     1817   114900 SH       DEFINED 14             29600
85300
 LABRANCHE & CO INC                PUT            505447102       17    16800 SH PUT   DEFINED 10               168
0
 LACLEDE GROUP INC                 COM            505597104     2022    58757 SH       DEFINED 14             26763
31994
 LAFARGE NORTH AMERICA INC         COM            505862102     2460    29280 SH       DEFINED 14              2700
26580
 LAIDLAW INTL INC                  COM            50730R102      384    14100 SH       DEFINED 14             14100
0
 LAKELAND BANCORP INC              COM            511637100      205    13187 SH       DEFINED 14             11387
1800
 LAM RESEARCH CORP                 COM            512807108     5299   123225 SH       DEFINED 14            119625
3600
 LAMAR ADVERTISING CO              CL A           512815101      384     7300 SH       DEFINED 14              7200
100
 LANCASTER COLONY CORP             COM            513847103      635    15129 SH       DEFINED 14             15129
0
 LANCE INC                         COM            514606102     1251    55604 SH       DEFINED 14             14718
40886
 LANDAMERICA FINL GROUP INC        COM            514936103    14843   218766 SH       DEFINED 14             88865
129901
 LANDRYS RESTAURANTS INC           COM            51508L103     3275    92694 SH       DEFINED 14             52546
40148
 LANDSTAR SYS INC                  COM            515098101     5054   114547 SH       DEFINED 14             34384    80163

 LAS VEGAS SANDS CORP              COM            517834107      588    10369 SH       DEFINED 14             10369
0
 LASALLE HOTEL PPTYS               COM SH BEN INT 517942108     3030    73900 SH       DEFINED 03              3100
70800
 LASALLE HOTEL PPTYS               COM SH BEN INT 517942108      103     2500 SH       DEFINED 14              2500
0
 LASERSCOPE                        COM            518081104      874    36952 SH       DEFINED 14              9727
27225
 LATTICE SEMICONDUCTOR CORP        COM            518415104      451    67752 SH       DEFINED 14             67752
0
 LAUDER ESTEE COS INC              CL A           518439104     7526   202369 SH       DEFINED 14             81700
120669
 LAUREATE EDUCATION INC            COM            518613104        0        1 SH       DEFINED 13                 1
0
 LAUREATE EDUCATION INC            COM            518613104     1550    29045 SH       DEFINED 14             29045
0
 LAWSON PRODS INC                  COM            520776105      550    13437 SH       DEFINED 14              7234
6203
 LAWSON SOFTWARE INC               COM            520780107        5      600 SH       DEFINED 13               600
0
 LAWSON SOFTWARE INC               COM            520780107      322    42000 SH       DEFINED 14             31900
10100
 LEAR CORP                         COM            521865105     1383    78000 SH       DEFINED 10             78000
0
 LEAR CORP                         COM            521865105     2597   146495 SH       DEFINED 14            140895
5600
 LEAR CORP                         PUT            521865105      406    78000 SH PUT   DEFINED 10               780
0
 LECROY CORP                       COM            52324W109      300    19200 SH       DEFINED 14             19200
0
 LEE ENTERPRISES INC               COM            523768109     1442    43327 SH       DEFINED 14             34327     9000

 LEGGETT & PLATT INC               COM            524660107     8445   346541 SH       DEFINED 14            128543
217998
 LEGG MASON INC                    COM            524901105    12725   101535 SH       DEFINED 14             98885
2650
 LEHMAN BROS HLDGS INC             COM            524908100   209158  1447160 SH       DEFINED 14            495171
951989
 LENNAR CORP                       CL A           526057104    21324   353158 SH       DEFINED 14            199850
153308
 LENNOX INTL INC                   COM            526107107     5058   169394 SH       DEFINED 14             63321
106073
 LENOX GROUP INC                   COM            526262100      336    25622 SH       DEFINED 14              6745
18877
 LEUCADIA NATL CORP                COM            527288104     3153    52853 SH       DEFINED 14             51953
900
 LEVEL 3 COMMUNICATIONS INC        COM            52729N100      354    68400 SH       DEFINED 14             68400
0
 LEXAR MEDIA INC                   COM            52886P104        2      233 SH       DEFINED 13               233
0
 LEXAR MEDIA INC                   COM            52886P104       88    10300 SH       DEFINED 14             10300
0
 LEXICON GENETICS INC              COM            528872104       60    10800 SH       DEFINED 14             10800
0
 LEXINGTON CORP PPTYS TR           COM            529043101     5119   245508 SH       DEFINED 14            110769
134739
 LEXMARK INTL NEW                  CL A           529771107    22846   503437 SH       DEFINED 14            100759
402678
 LIBBEY INC                        COM            529898108      182    25755 SH       DEFINED 14              6773
18982
 LIBERTY GLOBAL INC                COM SER A      530555101     2857   139549 SH       DEFINED 03                 0
139549
 LIBERTY GLOBAL INC                COM SER A      530555101      753    36797 SH       DEFINED 14             36427      370

 LIBERTY GLOBAL INC                COM SER C      530555309     2756   139549 SH       DEFINED 03                 0
139549
 LIBERTY GLOBAL INC                COM SER C      530555309        7      370 SH       DEFINED 14                 0
370
 LIBERTY MEDIA CORP NEW            COM SER A      530718105     9026  1099386 SH       DEFINED 14            225134
874252
 LIBERTY PPTY TR                   SH BEN INT     531172104     6361   134880 SH       DEFINED 03              2400
132480
 LIBERTY PPTY TR                   SH BEN INT     531172104     3285    69663 SH       DEFINED 14             68363
1300
 LIFEPOINT HOSPITALS INC           COM            53219L109     1054    33886 SH       DEFINED 14             33314
572
 LILLY ELI & CO                    COM            532457108   188615  3410763 SH       DEFINED 14           1162515
2248248
 LIMITED BRANDS INC                COM            532716107    19649   803307 SH       DEFINED 14            398844   404463

 LINCARE HLDGS INC                 COM            532791100     2697    69221 SH       DEFINED 14             68074
1147
 LINCOLN ELEC HLDGS INC            COM            533900106      508     9400 SH       DEFINED 14              9400
0
 LINCOLN NATL CORP IND             COM            534187109    26058   477347 SH       DEFINED 14            257225
220122
 LINDSAY MFG CO                    COM            535555106      938    34622 SH       DEFINED 14             17379
17243
 LINEAR TECHNOLOGY CORP            COM            535678106    21912   624617 SH       DEFINED 14            212325
412292
 LITHIA MTRS INC                   CL A           536797103     1065    30700 SH       DEFINED 14             28200
2500
 LITTELFUSE INC                    COM            537008104     1493    43746 SH       DEFINED 14             13378
30368
 LIVE NATION INC                   COM            538034109     2571   129610 SH       DEFINED 14             37872    91738

 LIZ CLAIBORNE INC                 COM            539320101    30322   739920 SH       DEFINED 14            316552
423368
 LO-JACK CORP                      COM            539451104      571    23800 SH       DEFINED 14             18200
5600
 LOCKHEED MARTIN CORP              COM            539830109   178600  2377207 SH       DEFINED 14            704053
1673154
 LOEWS CORP                        COM            540424108    47828   472604 SH       DEFINED 14            122248
350356
 LOEWS CORP                        CAROLNA GP STK 540424207      288     6098 SH       DEFINED 14              6098
0
 LONE STAR STEAKHOUSE SALOON       COM            542307103     1013    35628 SH       DEFINED 14             11224
24404
 LONE STAR TECHNOLOGIES INC        COM            542312103     3289    59357 SH       DEFINED 14             17668
41689
 LONGS DRUG STORES CORP            COM            543162101     2597    56110 SH       DEFINED 14             16396    39714

 LONGVIEW FIBRE CO                 COM            543213102      807    31233 SH       DEFINED 14             31233
0
 LOUISIANA PAC CORP                COM            546347105    22795   838055 SH       DEFINED 14            272310
565745
 LOWES COS INC                     COM            548661107   208741  3239305 SH       DEFINED 14            943102
2296203
 LUBRIZOL CORP                     COM            549271104     1926    44940 SH       DEFINED 14             44940
0
 LUCENT TECHNOLOGIES INC           COM            549463107    24914  8168519 SH       DEFINED 14           3096723
5071796
 LUFKIN INDS INC                   COM            549764108     1652    29800 SH       DEFINED 14              8400
21400
 LUMINENT MTG CAP INC              COM            550278303      706    87100 SH       DEFINED 14             79600
7500
 LUMINEX CORP DEL                  COM            55027E102     1068    71900 SH       DEFINED 14             59700    12200

 LYDALL INC DEL                    COM            550819106      286    29664 SH       DEFINED 14              7749
21915
 LYONDELL CHEMICAL CO              COM            552078107    13692   688025 SH       DEFINED 14            332425
355600
 M & T BK CORP                     COM            55261F104    16302   142826 SH       DEFINED 14             54213
88613
 MAF BANCORP INC                   COM            55261R108     2803    64045 SH       DEFINED 14             18511
45534
 MBIA INC                          COM            55262C100    33117   550749 SH       DEFINED 14            220423
330326
 MB FINANCIAL INC NEW              COM            55264U108      308     8700 SH       DEFINED 14              8700
0
 M D C HLDGS INC                   COM            552676108     1557    24209 SH       DEFINED 14             20861
3348
 MDU RES GROUP INC                 COM            552690109     2863    85589 SH       DEFINED 14             82639     2950

 MEMC ELECTR MATLS INC             COM            552715104     6112   165534 SH       DEFINED 14            161834
3700
 MFA MTG INVTS INC                 COM            55272X102      206    32400 SH       DEFINED 14             32400
0
 MGE ENERGY INC                    COM            55277P104      275     8300 SH       DEFINED 14              8300
0
 MGIC INVT CORP WIS                COM            552848103    66585   999323 SH       DEFINED 14            340990
658333
 MGI PHARMA INC                    COM            552880106     2772   158408 SH       DEFINED 14             44069
114339
 MGM MIRAGE                        COM            552953101      466    10810 SH       DEFINED 14             10660
150
 M/I HOMES INC                     COM            55305B101     2909    61900 SH       DEFINED 14             31100
30800
 MIVA INC                          COM            55311R108        1      300 SH       DEFINED 13               300
0
 MIVA INC                          COM            55311R108      226    55367 SH       DEFINED 14             17577
37790
 MPS GROUP INC                     COM            553409103     1197    78235 SH       DEFINED 14             74535
3700
 MRO SOFTWARE INC                  COM            55347W105      738    46267 SH       DEFINED 14             13338
32929
 MSC INDL DIRECT INC               CL A           553530106     1899    35161 SH       DEFINED 14             34248
913
 MTS SYS CORP                      COM            553777103     1913    45724 SH       DEFINED 14             11200
34524
 MACATAWA BK CORP                  COM            554225102      271     7138 SH       DEFINED 14              7138
0
 MACDERMID INC                     COM            554273102     2210    68733 SH       DEFINED 14             22829
45904
 MACERICH CO                       COM            554382101      125     1690 SH       DEFINED 03                 0     1690

 MACERICH CO                       COM            554382101     3257    44043 SH       DEFINED 14             43373
670
 MACK CALI RLTY CORP               COM            554489104     2970    61885 SH       DEFINED 14             60985
900
 MACROVISION CORP                  COM            555904101      694    31353 SH       DEFINED 14             31353
0
 MADDEN STEVEN LTD                 COM            556269108     5814   163773 SH       DEFINED 14             68900
94873
 MAGELLAN HEALTH SVCS INC          COM NEW        559079207      296     7302 SH       DEFINED 14              7302
0
 MAGMA DESIGN AUTOMATION           COM            559181102      477    55200 SH       DEFINED 14             55200
0
 MAGNETEK INC                      COM            559424106      213    53606 SH       DEFINED 14             14099
39507
 MAHANAGAR TEL NIGAM LTD           SPONS ADR 2001 559778402     1216   146500 SH       DEFINED 14             28500   118000

 MAINSOURCE FINANCIAL GP INC       COM            56062Y102      268    14198 SH       DEFINED 14             12298
1900
 MANHATTAN ASSOCS INC              COM            562750109        1       31 SH       DEFINED 13                31
0
 MANHATTAN ASSOCS INC              COM            562750109     1626    73914 SH       DEFINED 14             28700
45214
 MANITOWOC INC                     COM            563571108     6612    72535 SH       DEFINED 14             21263
51272
 MANOR CARE INC NEW                COM            564055101     6409   144512 SH       DEFINED 14             55941
88571
 MANPOWER INC                      COM            56418H100     4288    74984 SH       DEFINED 14             73264
1720
 MANTECH INTL CORP                 CL A           564563104     1564    47073 SH       DEFINED 14             20602
26471
 MAPINFO CORP                      COM            565105103      539    38448 SH       DEFINED 14             10078    28370

 MARATHON OIL CORP                 COM            565849106   113372  1488408 SH       DEFINED 14            571857
916551
 MARCUS CORP                       COM            566330106      813    40745 SH       DEFINED 14             10682
30063
 MARINEMAX INC                     COM            567908108     1168    34837 SH       DEFINED 14             10200
24637
 MARINE PRODS CORP                 COM            568427108      220    19975 SH       DEFINED 14             19975
0
 MARKEL CORP                       COM            570535104      236      700 SH       DEFINED 14               700
0
 MARSH & MCLENNAN COS INC          COM            571748102    28184   959950 SH       DEFINED 14            369208
590742
 MARSHALL & ILSLEY CORP            COM            571834100     1654    37953 SH       DEFINED 03             37953
0
 MARSHALL & ILSLEY CORP            COM            571834100    17292   396791 SH       DEFINED 14            143086   253705

 MARRIOTT INTL INC NEW             CL A           571903202    26364   384322 SH       DEFINED 14            113350
270972
 MARTEK BIOSCIENCES CORP           COM            572901106     2462    75000 SH       DEFINED 10             75000
0
 MARTEK BIOSCIENCES CORP           COM            572901106      631    19227 SH       DEFINED 14             19227
0
 MARTEK BIOSCIENCES CORP           PUT            572901106      313    75000 SH PUT   DEFINED 10               750
0
 MARTEN TRANS LTD                  COM            573075108      263    14550 SH       DEFINED 14             14550
0
 MARTHA STEWART LIVING OMNIME      CL A           573083102     1095    65000 SH       DEFINED 10             65000
0
 MARTHA STEWART LIVING OMNIME      CL A           573083102       35     2100 SH       DEFINED 14              2100
0
 MARTHA STEWART LIVING OMNIME      PUT            573083102      239    65000 SH PUT   DEFINED 10               650
0
 MARTIN MARIETTA MATLS INC         COM            573284106    35490   331586 SH       DEFINED 14            114069
217517
 MASCO CORP                        COM            574599106    53856  1657622 SH       DEFINED 14            735854
921768
 MASSEY ENERGY CORP                COM            576206106     5369   148847 SH       DEFINED 14             44313
104534
 MATERIAL SCIENCES CORP            COM            576674105      284    23481 SH       DEFINED 14              6161
17320
 MATRIA HEALTHCARE INC             COM NEW        576817209     2636    69440 SH       DEFINED 14             38640
30800
 MATTEL INC                        COM            577081102    23467  1294399 SH       DEFINED 14            683041
611358
 MAXTOR CORP                       COM NEW        577729205      206    21500 SH       DEFINED 14             21500
0
 MAXIM INTEGRATED PRODS INC        COM            57772K101       10      260 SH       DEFINED 13               260
0
 MAXIM INTEGRATED PRODS INC        COM            57772K101    21647   582686 SH       DEFINED 14            223348
359338
 MAXYGEN INC                       COM            577776107      120    14500 SH       DEFINED 14             14500
0
 MAVERICK TUBE CORP                COM            577914104     7284   137452 SH       DEFINED 14             54553
82899
 MAXIMUS INC                       COM            577933104     1436    39912 SH       DEFINED 14             11166
28746
 MAYTAG CORP                       COM            578592107     9400   440671 SH       DEFINED 14            351412
89259
 MCAFEE INC                        COM            579064106     3204   131681 SH       DEFINED 14            125620
6061
 MCCORMICK & CO INC                COM NON VTG    579780206     7973   235478 SH       DEFINED 14             91590
143888
 MCDATA CORP                       CL A           580031201        0       50 SH       DEFINED 13                50
0
 MCDATA CORP                       CL A           580031201      421    91049 SH       DEFINED 14             91049
0
 MCDERMOTT INTL INC                COM            580037109      245     4500 SH       DEFINED 14              4500
0
 MCDONALDS CORP                    COM            580135101      223     6500 SH       DEFINED 10              6500
0
 MCDONALDS CORP                    COM            580135101   185121  5387677 SH       DEFINED 14           2027869
3359808
 MCG CAPITAL CORP                  COM            58047P107     2265   160500 SH       DEFINED 14            126300
34200
 MCGRAW HILL COS INC               COM            580645109    37399   649065 SH       DEFINED 14            249575
399490
 MCKESSON CORP                     COM            58155Q103    27809   533446 SH       DEFINED 14            206900
326546
 MCMORAN EXPLORATION CO            COM            582411104      821    46000 SH       DEFINED 10             46000
0
 MCMORAN EXPLORATION CO            PUT            582411104       47    46000 SH PUT   DEFINED 10               460
0
 MEADWESTVACO CORP                 COM            583334107    12183   446094 SH       DEFINED 14            235132
210962
 MEDCO HEALTH SOLUTIONS INC        COM            58405U102    30381   530947 SH       DEFINED 14            205935
325012
 MEDIA GEN INC                     CL A           584404107     3227    69217 SH       DEFINED 14             48317
20900
 MEDICIS PHARMACEUTICAL CORP       CL A NEW       584690309     1275    39100 SH       DEFINED 14             33800
5300
 MEDIMMUNE INC                     COM            584699102    15169   414679 SH       DEFINED 14            160025
254654
 MEDTRONIC INC                     COM            585055106   146137  2879555 SH       DEFINED 14            999353
1880202
 MELLON FINL CORP                  COM            58551A108    26953   757112 SH       DEFINED 14            288086   469026

 MENS WEARHOUSE INC                COM            587118100     7836   218042 SH       DEFINED 14             54121
163921
 MENTOR CORP MINN                  COM            587188103     3381    74628 SH       DEFINED 14             21646
52982
 MENTOR GRAPHICS CORP              COM            587200106        1       78 SH       DEFINED 13                78
0
 MENTOR GRAPHICS CORP              COM            587200106      733    66318 SH       DEFINED 14             66094
224
 MERCANTILE BANK CORP              COM            587376104      298     7615 SH       DEFINED 14              7615
0
 MERCANTILE BANKSHARES CORP        COM            587405101     3972   103312 SH       DEFINED 14            101592
1720
 MERCK & CO INC                    COM            589331107   293621  8334399 SH       DEFINED 14           2969638
5364761
 MERCURY COMPUTER SYS              COM            589378108      628    38747 SH       DEFINED 14             10204    28543

 MERCURY GENL CORP NEW             COM            589400100     1141    20776 SH       DEFINED 14             20776
0
 MEREDITH CORP                     COM            589433101     4158    74522 SH       DEFINED 14             30612
43910
 MERISTAR HOSPITALITY CORP         COM            58984Y103      936    90200 SH       DEFINED 14             70000
20200
 MERIT MED SYS INC                 COM            589889104        1       75 SH       DEFINED 13                75
0
 MERIT MED SYS INC                 COM            589889104      642    53414 SH       DEFINED 14             16636
36778
 MERIDIAN GOLD INC                 COM            589975101      255     8600 SH       DEFINED 14              8600
0
 MERITAGE HOMES CORP               COM            59001A102     3149    57290 SH       DEFINED 14             13246
44044
 MERRILL LYNCH & CO INC            COM            590188108   291884  3705988 SH       DEFINED 14           1401791  2304197

 MESA AIR GROUP INC                COM            590479101     3162   276372 SH       DEFINED 14            192563
83809
 METAL MGMT INC                    COM NEW        591097209      674    21300 SH       DEFINED 14             16100
5200
 METHODE ELECTRS INC               COM            591520200        1       54 SH       DEFINED 13                54
0
 METHODE ELECTRS INC               COM            591520200     1118   102619 SH       DEFINED 14             24832
77787
 METLIFE INC                       COM            59156R108    91416  1889926 SH       DEFINED 14            674708
1215218
 MICHAELS STORES INC               COM            594087108     2977    79209 SH       DEFINED 14             78975
234
 MICREL INC                        COM            594793101    21102  1423906 SH       DEFINED 14            643025
780881
 MICROS SYS INC                    COM            594901100     3465    75210 SH       DEFINED 14             22114    53096

 MICROSOFT CORP                    COM            594918104      816    30000 SH       DEFINED 10             30000
0
 MICROSOFT CORP                    COM            594918104      824    30281 SH       DEFINED 13             30281
0
 MICROSOFT CORP                    COM            594918104   829317 30478389 SH       DEFINED 14           9387420
21090969
 MICROSOFT CORP                    PUT            594918104       32    40000 SH PUT   DEFINED 13               400
0
 MICROSTRATEGY INC                 CL A NEW       594972408    14384   136611 SH       DEFINED 14             71799
64812
 MICROCHIP TECHNOLOGY INC          COM            595017104        4      110 SH       DEFINED 13               110
0
 MICROCHIP TECHNOLOGY INC          COM            595017104     8167   224987 SH       DEFINED 14            208957
16030
 MICRON TECHNOLOGY INC             COM            595112103      746    50700 SH       DEFINED 10             50700
0
 MICRON TECHNOLOGY INC             COM            595112103    21690  1473539 SH       DEFINED 14            626585
846954
 MICROSEMI CORP                    COM            595137100        6      200 SH       DEFINED 13               200
0
 MICROSEMI CORP                    COM            595137100     3749   128802 SH       DEFINED 14             37398
91404
 MID-STATE BANCSHARES              COM            595440108      277     9423 SH       DEFINED 14              9423
0
 MIDAS GROUP INC                   COM            595626102      518    23667 SH       DEFINED 14              6610
17057
 MIDDLEBY CORP                     COM            596278101     1013    12100 SH       DEFINED 14             10800
1300
 MILLENNIUM PHARMACEUTICALS I      COM            599902103     4628   457779 SH       DEFINED 14            372879
84900
 MILLER HERMAN INC                 COM            600544100    27587   851450 SH       DEFINED 14            289980   561470

 MILLIPORE CORP                    COM            601073109     6947    95083 SH       DEFINED 14             37420
57663
 MINE SAFETY APPLIANCES CO         COM            602720104      707    16837 SH       DEFINED 14             16837
0
 MINERALS TECHNOLOGIES INC         COM            603158106      701    11993 SH       DEFINED 14             11993
0
 MIPS TECHNOLOGIES INC             COM            604567107        0       11 SH       DEFINED 13                11
0
 MIPS TECHNOLOGIES INC             COM            604567107      188    25200 SH       DEFINED 14             15600
9600
 MIRANT CORP NEW                   COM            60467R100     4948   197924 SH       DEFINED 03              9096
188828
 MIRANT CORP NEW                   COM            60467R100      588    23500 SH       DEFINED 14             23500
0
 MOBILE TELESYSTEMS OJSC           SPONSORED ADR  607409109     1142    34500 SH       DEFINED 14              7500    27000

 MOBILE MINI INC                   COM            60740F105     1963    63486 SH       DEFINED 14             16828
46658
 MODINE MFG CO                     COM            607828100      693    23501 SH       DEFINED 14             22101
1400
 MOHAWK INDS INC                   COM            608190104     3308    40984 SH       DEFINED 14             40284
700
 MOLECULAR DEVICES CORP            COM            60851C107     2562    77260 SH       DEFINED 14             52700
24560
 MOLEX INC                         COM            608554101        1       39 SH       DEFINED 13                39
0
 MOLEX INC                         COM            608554101     8802   265128 SH       DEFINED 14            103725
161403
 MOLSON COORS BREWING CO           CL B           60871R209    14189   206776 SH       DEFINED 14            134581
72195
 MONACO COACH CORP                 COM            60886R103      726    54174 SH       DEFINED 14             16143    38031

 MONEYGRAM INTL INC                COM            60935Y109     1653    53821 SH       DEFINED 14             52921
900
 MONSANTO CO NEW                   COM            61166W101    40165   473921 SH       DEFINED 14            180471
293450
 MONSTER WORLDWIDE INC             COM            611742107        5      100 SH       DEFINED 13               100
0
 MONSTER WORLDWIDE INC             COM            611742107    11395   228536 SH       DEFINED 14             84400
144136
 MOODYS CORP                       COM            615369105    93930  1314448 SH       DEFINED 14            416097
898351
 MOOG INC                          CL A           615394202     2773    78121 SH       DEFINED 14             23834
54287
 MORGAN STANLEY                    COM NEW        617446448       75     1200 SH       DEFINED 13              1200
0
 MORGAN STANLEY                    COM NEW        617446448   291116  4634128 SH       DEFINED 14           1665637  2968491

 MOSAIC CO                         COM            61945A107     6226   433892 SH       DEFINED 14             99995
333897
 MOTOROLA INC                      COM            620076109      671    29300 SH       DEFINED 10             29300
0
 MOTOROLA INC                      COM            620076109   257156 11224624 SH       DEFINED 14           3165586
8059038
 MOVADO GROUP INC                  COM            624580106      349    15100 SH       DEFINED 14             15100
0
 MUELLER INDS INC                  COM            624756102     6744   188960 SH       DEFINED 14             85051
103909
 MULTI FINELINE ELECTRONIX IN      COM            62541B101     1369    23400 SH       DEFINED 14             20600
2800
 MULTIMEDIA GAMES INC              COM            625453105     1296    87112 SH       DEFINED 14             41235
45877
 MURPHY OIL CORP                   COM            626717102    14925   299580 SH       DEFINED 14            116180   183400

 MYERS INDS INC                    COM            628464109     1081    67595 SH       DEFINED 14             22746
44849
 MYLAN LABS INC                    COM            628530107     8382   358209 SH       DEFINED 14            143035
215174
 MYRIAD GENETICS INC               COM            62855J104      344    13200 SH       DEFINED 14             13200
0
 NBT BANCORP INC                   COM            628778102      662    28494 SH       DEFINED 14             26694
1800
 NBTY INC                          COM            628782104     2708   120267 SH       DEFINED 14             33297
86970
 NCI BUILDING SYS INC              COM            628852105      430     7200 SH       DEFINED 13              7200
0
 NCI BUILDING SYS INC              COM            628852105    12462   208500 SH       DEFINED 14             83200
125300
 NCO GROUP INC                     COM            628858102     1437    60495 SH       DEFINED 14             15704    44791

 NCR CORP NEW                      COM            62886E108    13934   333435 SH       DEFINED 14            125063
208372
 NS GROUP INC                      COM            628916108     2466    53566 SH       DEFINED 14             12466
41100
 NII HLDGS INC                     CL B NEW       62913F201        1       13 SH       DEFINED 13                13
0
 NII HLDGS INC                     CL B NEW       62913F201      637    10800 SH       DEFINED 14             10600
200
 NRG ENERGY INC                    COM NEW        629377508    12105   267700 SH       DEFINED 14            104300
163400
 NTL INC NEW                       COM            62941W101     1262    43342 SH       DEFINED 03                 0
43342
 NTL INC NEW                       COM            62941W101      607    20837 SH       DEFINED 14             20487
350
 NVR INC                           COM            62944T105     8586    11619 SH       DEFINED 14              3057     8562

 NYSE GROUP INC                    COM            62949W103     4795    60500 SH       DEFINED 10             60500
0
 NYSE GROUP INC                    COM            62949W103      166     2100 SH       DEFINED 14              2100
0
 NYSE GROUP INC                    PUT            62949W103      819    60500 SH PUT   DEFINED 10               605
0
 NACCO INDS INC                    CL A           629579103      354     2300 SH       DEFINED 14              2300
0
 NAPSTER INC                       COM            630797108      273    80963 SH       DEFINED 14             21384
59579
 NARA BANCORP INC                  COM            63080P105     1863   106175 SH       DEFINED 14             51950
54225
 NASDAQ STOCK MARKET INC           COM            631103108      228     5700 SH       DEFINED 14              5700
0
 NASH FINCH CO                     COM            631158102     2787    93214 SH       DEFINED 14             55893    37321

 NATIONAL CITY CORP                COM            635405103    91346  2617360 SH       DEFINED 14            909075
1708285
 NATIONAL FINL PARTNERS CORP       COM            63607P208     1673    29600 SH       DEFINED 14             29600
0
 NATIONAL FUEL GAS CO N J          COM            636180101     5332   162963 SH       DEFINED 14            132463
30500
 NATIONAL HEALTH INVS INC          COM            63633D104      617    24300 SH       DEFINED 14             19000
5300
 NATIONAL INSTRS CORP              COM            636518102     1421    43576 SH       DEFINED 14             40374
3202
 NATIONAL OILWELL VARCO INC        COM            637071101    19761   308190 SH       DEFINED 14            117916
190274
 NATIONAL PENN BANCSHARES INC      COM            637138108      355    16674 SH       DEFINED 14             16674
0
 NATIONAL PRESTO INDS INC          COM            637215104      429     8733 SH       DEFINED 14              2366     6367

 NATIONAL SEMICONDUCTOR CORP       COM            637640103   100397  3606200 SH       DEFINED 14            869884
2736316
 NATIONAL WESTN LIFE INS CO        CL A           638522102      209      900 SH       DEFINED 14               900
0
 NATIONWIDE FINL SVCS INC          CL A           638612101      456    10600 SH       DEFINED 14              7500
3100
 NATIONWIDE HEALTH PPTYS INC       COM            638620104      955    44400 SH       DEFINED 14             44400
0
 NATURES SUNSHINE PRODUCTS IN      COM            639027101      322    25742 SH       DEFINED 14              9070
16672
 NAUTILUS INC                      COM            63910B102      179    12000 SH       DEFINED 10             12000
0
 NAUTILUS INC                      COM            63910B102      964    64463 SH       DEFINED 14             19160
45303
 NAUTILUS INC                      PUT            63910B102       34    12000 SH PUT   DEFINED 10               120
0
 NAVISTAR INTL CORP NEW            COM            63934E108     4013   145511 SH       DEFINED 14             46959
98552
 NAVIGANT CONSULTING INC           COM            63935N107      635    29728 SH       DEFINED 14             29728
0
 NAVTEQ CORP                       COM            63936L100      395     7800 SH       DEFINED 14              7800
0
 NEENAH PAPER INC                  COM            640079109      966    29485 SH       DEFINED 14              8534
20951
 NELSON THOMAS INC                 COM            640376109      653    22334 SH       DEFINED 14              7469
14865
 NEOWARE INC                       COM            64065P102     1078    36400 SH       DEFINED 14              9600
26800
 NEOPHARM INC                      COM            640919106        7      876 SH       DEFINED 13               876
0
 NEOPHARM INC                      COM            640919106      264    31600 SH       DEFINED 14             31600
0
 NETBANK INC                       COM            640933107      261    36100 SH       DEFINED 14             36100
0
 NETFLIX COM INC                   COM            64110L106      290    10000 SH       DEFINED 10             10000
0
 NETFLIX COM INC                   COM            64110L106       81     2800 SH       DEFINED 14              2800
0
 NETFLIX COM INC                   PUT            64110L106       34    10000 SH PUT   DEFINED 10               100
0
 NETGEAR INC                       COM            64111Q104        1       32 SH       DEFINED 13                32
0
 NETGEAR INC                       COM            64111Q104     1156    60825 SH       DEFINED 14             16100
44725
 NETLOGIC MICROSYSTEMS INC         COM            64118B100       17      403 SH       DEFINED 13               403
0
 NETLOGIC MICROSYSTEMS INC         COM            64118B100     3783    91809 SH       DEFINED 14             75200    16609

 NETWORK EQUIP TECHNOLOGIES        COM            641208103      181    45645 SH       DEFINED 14             12033
33612
 NETWORK APPLIANCE INC             COM            64120L104    24737   686567 SH       DEFINED 14            259110
427457
 NEUROMETRIX INC                   COM            641255104     4073   104600 SH       DEFINED 14             54600
50000
 NEUROCRINE BIOSCIENCES INC        COM            64125C109    39382   610200 SH       DEFINED 14            221100
389100
 NEW CENTURY FINANCIAL CORP M      COM            6435EV108     7665   166565 SH       DEFINED 14             34772
131793
 NEW JERSEY RES                    COM            646025106     2570    56789 SH       DEFINED 14             17573
39216
 NEW PLAN EXCEL RLTY TR INC        COM            648053106      112     4320 SH       DEFINED 03                 0
4320
 NEW PLAN EXCEL RLTY TR INC        COM            648053106     2898   111704 SH       DEFINED 14            104704     7000

 NEW YORK CMNTY BANCORP INC        COM            649445103     2714   154908 SH       DEFINED 14            151642
3266
 NEW YORK TIMES CO                 CL A           650111107       63     2500 SH       DEFINED 13              2500
0
 NEW YORK TIMES CO                 CL A           650111107     6804   268811 SH       DEFINED 14            102938
165873
 NEWALLIANCE BANCSHARES INC        COM            650203102      146    10100 SH       DEFINED 14             10100
0
 NEWCASTLE INVT CORP               COM            65105M108     3124   130600 SH       DEFINED 14             80700
49900
 NEWELL RUBBERMAID INC             COM            651229106    20213   802425 SH       DEFINED 14            500774
301651
 NEWFIELD EXPL CO                  COM            651290108    10577   252440 SH       DEFINED 14            145284
107156
 NEWMARKET CORP                    COM            651587107      583    12260 SH       DEFINED 14             12260
0
 NEWMONT MINING CORP               COM            651639106      628    12100 SH       DEFINED 10             12100
0
 NEWMONT MINING CORP               COM            651639106    42121   811727 SH       DEFINED 14            306466
505261
 NEWPARK RES INC                   COM PAR $.01NEW651718504      116    14100 SH       DEFINED 14             14100
0
 NEWPORT CORP                      COM            651824104      912    48343 SH       DEFINED 14             45884
2459
 NEWS CORP                         CL A           65248E104    75889  4568858 SH       DEFINED 14           1719484
2849374
 NEWTEK BUSINESS SVCS INC          COM            652526104       27    12600 SH       DEFINED 03             12600
0
 NEXTEL PARTNERS INC               CL A           65333F107      337    11900 SH       DEFINED 14             11900
0
 NICOR INC                         COM            654086107     8680   219401 SH       DEFINED 14            167042    52359

 NIKE INC                          CALL           654106103       74    21000 SH CALL  DEFINED 13               210
0
 NIKE INC                          CL B           654106103    28063   329763 SH       DEFINED 14            126055
203708
 99 CENTS ONLY STORES              COM            65440K106      332    24505 SH       DEFINED 14             24505
0
 NISOURCE INC                      COM            65473P105    17376   859340 SH       DEFINED 14            486042
373298
 NITROMED INC                      COM            654798503      215    25600 SH       DEFINED 10             25600
0
 NITROMED INC                      PUT            654798503      182    25600 SH PUT   DEFINED 10               256
0
 NOBLE ENERGY INC                  COM            655044105     8595   195686 SH       DEFINED 14            188492
7194
 NOBLE INTL LTD                    COM            655053106      231    13650 SH       DEFINED 14             13650
0
 NORDSON CORP                      COM            655663102     1363    27334 SH       DEFINED 14             25834
1500
 NORDSTROM INC                     COM            655664100    16329   416774 SH       DEFINED 14            154105
262669
 NORFOLK SOUTHERN CORP             COM            655844108    40116   741930 SH       DEFINED 14            280434
461496
 NORTEL NETWORKS CORP NEW          NOTE4.250% 9/  656568AB8     7937  8410000PRN       DEFINED 03                 0
0
 NORTH FORK BANCORPORATION NY      COM            659424105    46881  1626104 SH       DEFINED 14            538784
1087320
 NORTHEAST UTILS                   COM            664397106     2474   126667 SH       DEFINED 14            122067
4600
 NORTHERN TR CORP                  COM            665859104        7      138 SH       DEFINED 13               138
0
 NORTHERN TR CORP                  COM            665859104    18513   352628 SH       DEFINED 14            128250   224378

 NORTHROP GRUMMAN CORP             COM            666807102   160429  2349224 SH       DEFINED 14            709811
1639413
 NORTHWEST NAT GAS CO              COM            667655104     3541    99765 SH       DEFINED 14             53131
46634
 NOVATEL WIRELESS INC              COM NEW        66987M604      484    54045 SH       DEFINED 14             14300
39745
 NOVASTAR FINL INC                 COM            669947400     1578    47200 SH       DEFINED 10             47200
0
 NOVASTAR FINL INC                 COM            669947400       78     2347 SH       DEFINED 14              2347
0
 NOVASTAR FINL INC                 PUT            669947400       82    47200 SH PUT   DEFINED 10               472
0
 NOVELL INC                        COM            670006105        0       33 SH       DEFINED 13                33
0
 NOVELL INC                        COM            670006105     5091   662891 SH       DEFINED 14            269128   393763

 NOVELLUS SYS INC                  COM            670008101    13269   552887 SH       DEFINED 14            134965
417922
 NOVEN PHARMACEUTICALS INC         COM            670009109      842    46762 SH       DEFINED 14             14799
31963
 NSTAR                             COM            67019E107     2155    75337 SH       DEFINED 14             75337
0
 NUANCE COMMUNICATIONS INC         COM            67020Y100      150    12700 SH       DEFINED 14             12700
0
 NUCOR CORP                        COM            670346105    32399   309184 SH       DEFINED 14            106164
203020
 NVIDIA CORP                       COM            67066G104    18302   319622 SH       DEFINED 14            115885
203737
 NUTRI SYS INC NEW                 COM            67069D108     1236    26000 SH       DEFINED 10             26000
0
 NUTRI SYS INC NEW                 COM            67069D108      100     2100 SH       DEFINED 14              2100
0
 NUTRI SYS INC NEW                 PUT            67069D108      159    26000 SH PUT   DEFINED 10               260
0
 O CHARLEYS INC                    COM            670823103      972    52647 SH       DEFINED 14             11173
41474
 OGE ENERGY CORP                   COM            670837103     1538    53029 SH       DEFINED 14             52729
300
 OM GROUP INC                      COM            670872100     1248    54257 SH       DEFINED 14             14458
39799
 NUVEEN INVTS INC                  CL A           67090F106      837    17391 SH       DEFINED 14              6026
11365
 OSI PHARMACEUTICALS INC           COM            671040103        3       85 SH       DEFINED 13                85
0
 OSI PHARMACEUTICALS INC           COM            671040103      628    19572 SH       DEFINED 14             18672
900
 OCCIDENTAL PETE CORP DEL          COM            674599105   114363  1234359 SH       DEFINED 14            589887   644472

 OCEANEERING INTL INC              COM            675232102     4017    70112 SH       DEFINED 14             22995
47117
 OCEANFIRST FINL CORP              COM            675234108      205     8350 SH       DEFINED 14              8350
0
 ODYSSEY HEALTHCARE INC            COM            67611V101     2773   161102 SH       DEFINED 14             88245
72857
 OFFICE DEPOT INC                  COM            676220106    20443   548962 SH       DEFINED 14            209220
339742
 OFFICEMAX INC DEL                 COM            67622P101       30     1000 SH       DEFINED 13              1000
0
 OFFICEMAX INC DEL                 COM            67622P101     3819   126597 SH       DEFINED 14             45944
80653
 OHIO CAS CORP                     COM            677240103     3646   115028 SH       DEFINED 14            110428
4600
 OIL STS INTL INC                  COM            678026105    12111   328669 SH       DEFINED 14             62569   266100

 OLD DOMINION FGHT LINES INC       COM            679580100     2908   107900 SH       DEFINED 14             58525
49375
 OLD NATL BANCORP IND              COM            680033107     1300    60093 SH       DEFINED 14             54793
5300
 OLD REP INTL CORP                 COM            680223104     5223   239352 SH       DEFINED 14            232154
7198
 OLD SECOND BANCORP INC ILL        COM            680277100      368    11214 SH       DEFINED 14             11214
0
 OLIN CORP                         COM PAR $1     680665205     4944   230257 SH       DEFINED 14            210257
20000
 OMNICARE INC                      COM            681904108     4079    74174 SH       DEFINED 14             73044
1130
 OMNICOM GROUP INC                 COM            681919106      100     1200 SH       DEFINED 13              1200
0
 OMNICOM GROUP INC                 COM            681919106    28685   344559 SH       DEFINED 14            123590   220969

 OMEGA HEALTHCARE INVS INC         COM            681936100      336    24000 SH       DEFINED 14             24000
0
 OMEGA FINL CORP                   COM            682092101      201     5950 SH       DEFINED 14              5950
0
 OMNIVISION TECHNOLOGIES INC       COM            682128103     3506   116100 SH       DEFINED 14            114800
1300
 OMNOVA SOLUTIONS INC              COM            682129101      466    76155 SH       DEFINED 14             20106
56049
 ON ASSIGNMENT INC                 COM            682159108      519    47299 SH       DEFINED 14             12461
34838
 ON SEMICONDUCTOR CORP             COM            682189105       92    12700 SH       DEFINED 14             12700
0
 ONEOK INC NEW                     COM            682680103    14316   443915 SH       DEFINED 14            206115
237800
 ON2 TECHNOLOGIES INC              COM            68338A107        8    10100 SH       DEFINED 14             10100
0
 OPEN JT STK CO-VIMPEL COMMUN      SPONSORED ADR  68370R109     1725    40100 SH       DEFINED 14              8000
32100
 OPEN SOLUTIONS INC                COM            68371P102     1005    36800 SH       DEFINED 14              9800
27000
 OPTEUM INC                        CL A           68384A100      162    18900 SH       DEFINED 14             18900
0
 ORACLE CORP                       COM            68389X105      698    51000 SH       DEFINED 10             51000
0
 ORACLE CORP                       COM            68389X105   172151 12574935 SH       DEFINED 14           4019172
8555763
 ORASURE TECHNOLOGIES INC          COM            68554V108     1062   103100 SH       DEFINED 14            103100
0
 OREGON STL MLS INC                COM            686079104      261     5100 SH       DEFINED 14              5100
0
 O REILLY AUTOMOTIVE INC           COM            686091109     2478    67768 SH       DEFINED 14             67704       64

 ORIENTAL FINL GROUP INC           COM            68618W100      939    64988 SH       DEFINED 14             47688
17300
 OSHKOSH TRUCK CORP                COM            688239201    10230   164358 SH       DEFINED 14             43046
121312
 OSTEOTECH INC                     COM            688582105      138    31519 SH       DEFINED 14              8223
23296
 OUTBACK STEAKHOUSE INC            COM            689899102     1780    40444 SH       DEFINED 14             40444
0
 OVERSEAS SHIPHOLDING GROUP I      COM            690368105     2767    57739 SH       DEFINED 14             53179
4560
 OWENS & MINOR INC NEW             COM            690732102     2587    78933 SH       DEFINED 14             22908
56025
 OWENS ILL INC                     COM NEW        690768403      256    14765 SH       DEFINED 14             12665
2100
 OXFORD INDS INC                   COM            691497309     1739    34015 SH       DEFINED 14             13987    20028

 P A M TRANSN SVCS INC             COM            693149106      271    11000 SH       DEFINED 14              8900
2100
 PC-TEL INC                        COM            69325Q105      417    43830 SH       DEFINED 14             10443
33387
 PDL BIOPHARMA INC                 COM            69329Y104     5612   171106 SH       DEFINED 14            137806
33300
 PG&E CORP                         COM            69331C108    23646   607867 SH       DEFINED 14            229713
378154
 P F CHANGS CHINA BISTRO INC       COM            69333Y108     2520    51116 SH       DEFINED 14             15114
36002
 PMC-SIERRA INC                    COM            69344F106     3768   306569 SH       DEFINED 14            118771
187798
 PMI GROUP INC                     COM            69344M101     8672   188848 SH       DEFINED 14            122365
66483
 PNC FINL SVCS GROUP INC           COM            693475105    54944   816282 SH       DEFINED 14            391791   424491

 PNM RES INC                       COM            69349H107     2202    90249 SH       DEFINED 14             78649
11600
 PPG INDS INC                      COM            693506107    30753   485452 SH       DEFINED 14            251631
233821
 PPL CORP                          COM            69351T106    20264   689236 SH       DEFINED 14            260366
428870
 PRG-SCHULTZ INTERNATIONAL IN      COM            69357C107        9    14200 SH       DEFINED 14             14200
0
 PACCAR INC                        COM            693718108   111256  1578551 SH       DEFINED 14            400340
1178211
 PACER INTL INC TENN               COM            69373H106     2951    90309 SH       DEFINED 14             78109
12200
 PACIFIC CAP BANCORP NEW           COM            69404P101      582    17184 SH       DEFINED 14             17184
0
 PACIFIC SUNWEAR CALIF INC         COM            694873100    10348   466961 SH       DEFINED 14            325348   141613

 PACKAGING CORP AMER               COM            695156109      810    36115 SH       DEFINED 14             36115
0
 PACKETEER INC                     COM            695210104        2      176 SH       DEFINED 13               176
0
 PACKETEER INC                     COM            695210104      615    53000 SH       DEFINED 14             45600
7400
 PACTIV CORP                       COM            695257105     8565   349013 SH       DEFINED 14            102521
246492
 PAIN THERAPEUTICS INC             COM            69562K100      542    49900 SH       DEFINED 14             47100
2800
 PALL CORP                         COM            696429307     6343   203380 SH       DEFINED 14             81907
121473
 PALM INC NEW                      COM            696643105      343    14800 SH       DEFINED 14             14800
0
 PALOMAR MED TECHNOLOGIES INC      COM NEW        697529303     7970   238255 SH       DEFINED 14             99900   138355

 PAN PACIFIC RETAIL PPTYS INC      COM            69806L104      227     3204 SH       DEFINED 14              3204
0
 PANERA BREAD CO                   CL A           69840W108     4568    60765 SH       DEFINED 14             18158
42607
 PAPA JOHNS INTL INC               COM            698813102     1643    50074 SH       DEFINED 14             14186
35888
 PAR PHARMACEUTICAL COS INC        COM            69888P106      565    20051 SH       DEFINED 14             20051
0
 PARAMETRIC TECHNOLOGY CORP        COM NEW        699173209     4701   287849 SH       DEFINED 14            138996
148853
 PAREXEL INTL CORP                 COM            699462107        1       54 SH       DEFINED 13                54
0
 PAREXEL INTL CORP                 COM            699462107     1560    59010 SH       DEFINED 14             16046
42964
 PARK ELECTROCHEMICAL CORP         COM            700416209     1825    61850 SH       DEFINED 14             23748    38102

 PARK NATL CORP                    COM            700658107      361     3390 SH       DEFINED 14              3390
0
 PARKER DRILLING CO                COM            701081101     7410   799400 SH       DEFINED 14            395600
403800
 PARKER HANNIFIN CORP              COM            701094104    23486   291358 SH       DEFINED 14            105836
185522
 PARKWAY PPTYS INC                 COM            70159Q104     1546    35400 SH       DEFINED 03              1500
33900
 PARKWAY PPTYS INC                 COM            70159Q104     2410    55175 SH       DEFINED 14             26102
29073
 PARLUX FRAGRANCES INC             COM            701645103     8908   276217 SH       DEFINED 14            111100
165117
 PARTNERS TR FINL GROUP INC N      COM            70213F102      125    10500 SH       DEFINED 14             10500
0
 PATHMARK STORES INC NEW           *W EXP 09/10/2070322A119        5    17625 SH       DEFINED 03             17625
0
 PATTERSON COMPANIES INC           COM            703395103     7681   218202 SH       DEFINED 14             93348
124854
 PATTERSON UTI ENERGY INC          COM            703481101        0       14 SH       DEFINED 13                14
0
 PATTERSON UTI ENERGY INC          COM            703481101     8989   281243 SH       DEFINED 14            197363
83880
 PAXAR CORP                        COM            704227107     3064   156576 SH       DEFINED 14             64825
91751
 PAXSON COMMUNICATIONS CORP        COM            704231109       17    18000 SH       DEFINED 14             18000
0
 PAYCHEX INC                       COM            704326107       10      232 SH       DEFINED 13               232
0
 PAYCHEX INC                       COM            704326107    26964   647243 SH       DEFINED 14            231340
415903
 PAYLESS SHOESOURCE INC            COM            704379106      966    42191 SH       DEFINED 14             41136     1055

 PEABODY ENERGY CORP               COM            704549104      958    19000 SH       DEFINED 13             19000
0
 PEABODY ENERGY CORP               COM            704549104    13210   262050 SH       DEFINED 14            253590
8460
 PEABODY ENERGY CORP               PUT            704549104        4    10000 SH PUT   DEFINED 13               100
0
 PEDIATRIX MED GROUP               COM            705324101     9019    87875 SH       DEFINED 14             42318
45557
 PEETS COFFEE & TEA INC            COM            705560100      835    27825 SH       DEFINED 14              6800
21025
 PEGASUS SOLUTIONS INC             COM            705906105      996   105808 SH       DEFINED 14             51452
54356
 PENFORD CORP                      COM            707051108      261    16262 SH       DEFINED 14              4219
12043
 PENN NATL GAMING INC              COM            707569109      215     5100 SH       DEFINED 14              5100
0
 PENN VA CORP                      COM            707882106     2603    36655 SH       DEFINED 14             10800
25855
 PENNEY J C INC                    COM            708160106   142905  2365579 SH       DEFINED 14            587437
1778142
 PENNSYLVANIA RL ESTATE INVT       SH BEN INT     709102107     2223    50533 SH       DEFINED 14             47833
2700
 PENTAIR INC                       COM            709631105     2834    69545 SH       DEFINED 14             67945
1600
 PENWEST PHARMACEUTICALS CO        COM            709754105      408    18800 SH       DEFINED 14             18800
0
 PEOPLES BANCORP INC               COM            709789101      360    11985 SH       DEFINED 14             11485
500
 PEOPLES ENERGY CORP               COM            711030106     6883   193133 SH       DEFINED 14            140699
52434
 PEP BOYS MANNY MOE & JACK         COM            713278109     1584   104856 SH       DEFINED 14             31362    73494

 PEPCO HOLDINGS INC                COM            713291102     5345   234534 SH       DEFINED 14            223824
10710
 PEPSI BOTTLING GROUP INC          COM            713409100    64555  2124214 SH       DEFINED 14            561005
1563209
 PEPSIAMERICAS INC                 COM            71343P200     3724   152326 SH       DEFINED 14             93314
59012
 PEPSICO INC                       COM            713448108      144     2500 SH       DEFINED 13              2500
0
 PEPSICO INC                       COM            713448108   292674  5064440 SH       DEFINED 14           1625765
3438675
 PER-SE TECHNOLOGIES INC           COM NEW        713569309        2       75 SH       DEFINED 13                75
0
 PER-SE TECHNOLOGIES INC           COM NEW        713569309     2424    90911 SH       DEFINED 14             46349
44562
 PERFORMANCE FOOD GROUP CO         COM            713755106     3790   121524 SH       DEFINED 14             49146    72378

 PERICOM SEMICONDUCTOR CORP        COM            713831105      645    65448 SH       DEFINED 14             29960
35488
 PERINI CORP                       COM            713839108      203     6700 SH       DEFINED 14              6100
600
 PERKINELMER INC                   COM            714046109     6555   279297 SH       DEFINED 14            114089
165208
 PEROT SYS CORP                    CL A           714265105      576    37000 SH       DEFINED 14             37000
0
 PERRIGO CO                        COM            714290103      808    49511 SH       DEFINED 14             49511
0
 PETROHAWK ENERGY CORP             COM            716495106      181    13200 SH       DEFINED 14             13200
0
 PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR  71654V101      567     7100 SH       DEFINED 14                 0
7100
 PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR  71654V408     1456    16800 SH       DEFINED 10                 0    16800

 PETROLEUM DEV CORP                COM            716578109     1479    32595 SH       DEFINED 14              9662
22933
 PETROQUEST ENERGY INC             COM            716748108      490    48600 SH       DEFINED 14             40600
8000
 PETSMART INC                      COM            716768106    24902   884929 SH       DEFINED 14            315486
569443
 PFIZER INC                        COM            717081103   588412 23612037 SH       DEFINED 14           9505770
14106267
 PHARMACEUTICAL PROD DEV INC       COM            717124101     2070    59800 SH       DEFINED 14             59800
0
 PHARMION CORP                     COM            71715B409      670    37159 SH       DEFINED 14             37159
0
 PHELPS DODGE CORP                 COM            717265102   114483  1421620 SH       DEFINED 14            406518
1015102
 PHILADELPHIA CONS HLDG CORP       COM            717528103     3858   113007 SH       DEFINED 14             32926    80081

 PHILLIPS VAN HEUSEN CORP          COM            718592108     2712    70967 SH       DEFINED 14             20928
50039
 PHOENIX COS INC NEW               COM            71902E109      504    30900 SH       DEFINED 14             30900
0
 PHOENIX TECHNOLOGY LTD            COM            719153108      313    46131 SH       DEFINED 14             12135
33996
 PHOTON DYNAMICS INC               COM            719364101        1       40 SH       DEFINED 13                40
0
 PHOTON DYNAMICS INC               COM            719364101     1516    80829 SH       DEFINED 14             29777
51052
 PHOTRONICS INC                    COM            719405102     2725   145257 SH       DEFINED 14             45126
100131
 PIEDMONT NAT GAS INC              COM            720186105     3530   147149 SH       DEFINED 14             42202
104947
 PIER 1 IMPORTS INC                COM            720279108      609    52424 SH       DEFINED 14             52424
0
 PIKE ELEC CORP                    COM            721283109      830    39500 SH       DEFINED 14             35000
4500
 PILGRIMS PRIDE CORP               COM            721467108    34269  1581415 SH       DEFINED 14            412039
1169376
 PINNACLE ENTMT INC                COM            723456109     3411   121078 SH       DEFINED 14             41988
79090
 PINNACLE FINL PARTNERS INC        COM            72346Q104      329    12000 SH       DEFINED 14              4600
7400
 PINNACLE WEST CAP CORP            COM            723484101    19351   494913 SH       DEFINED 14            145200
349713
 PIONEER NAT RES CO                COM            723787107     4206    95047 SH       DEFINED 14             91967
3080
 PIPER JAFFRAY COS                 COM            724078100     6351   115472 SH       DEFINED 14             58701
56771
 PITNEY BOWES INC                  COM            724479100    22249   518253 SH       DEFINED 14            162341   355912

 PIXAR                             COM            725811103        6      100 SH       DEFINED 13               100
0
 PIXAR                             COM            725811103      287     4482 SH       DEFINED 14              4482
0
 PLAINS ALL AMERN PIPELINE L       UNIT LTD PARTN 726503105      234     5200 SH       DEFINED 14              5200
0
 PLAINS EXPL& PRODTN CO            COM            726505100     2699    69850 SH       DEFINED 14             67581
2269
 PLANAR SYS INC                    COM            726900103      557    32939 SH       DEFINED 14              7165
25774
 PLANTRONICS INC NEW               COM            727493108     2284    64464 SH       DEFINED 14             60966
3498
 PLAYBOY ENTERPRISES INC           CL B           728117300      281    19800 SH       DEFINED 14             19800
0
 PLAYTEX PRODS INC                 COM            72813P100     1277   122000 SH       DEFINED 14             35900    86100

 PLEXUS CORP                       COM            729132100     6235   165959 SH       DEFINED 14            149956
16003
 PLUM CREEK TIMBER CO INC          COM            729251108    12348   334353 SH       DEFINED 14            127134
207219
 POGO PRODUCING CO                 COM            730448107     5324   105954 SH       DEFINED 14             86672
19282
 POLARIS INDS INC                  COM            731068102     5981   109614 SH       DEFINED 14             27458
82156
 POLO RALPH LAUREN CORP            CL A           731572103     2231    36810 SH       DEFINED 14             36510
300
 POLYCOM INC                       COM            73172K104     1512    69748 SH       DEFINED 14             68748
1000
 POLYMEDICA CORP                   COM            731738100    12343   291388 SH       DEFINED 14            107187
184201
 POLYONE CORP                      COM            73179P106     2412   258808 SH       DEFINED 14             98190   160618

 POPE & TALBOT INC                 COM            732827100      204    29930 SH       DEFINED 14              7821
22109
 POPULAR INC                       COM            733174106     6881   331476 SH       DEFINED 14             83576
247900
 PORTFOLIO RECOVERY ASSOCS IN      COM            73640Q105     3189    68100 SH       DEFINED 14             36000
32100
 POSSIS MEDICAL INC                COM            737407106      320    31540 SH       DEFINED 14              8284
23256
 POST PPTYS INC                    COM            737464107      959    21540 SH       DEFINED 03              2800
18740
 POST PPTYS INC                    COM            737464107      196     4400 SH       DEFINED 14              4400
0
 POTLATCH CORP NEW                 COM            737630103      947    22100 SH       DEFINED 14             22100
0
 POWER INTEGRATIONS INC            COM            739276103     2812   113466 SH       DEFINED 14             59872    53594

 POWER-ONE INC                     COM            739308104       74    10300 SH       DEFINED 14             10300
0
 POWERWAVE TECHNOLOGIES INC        COM            739363109      867    64283 SH       DEFINED 14             64283
0
 PRAXAIR INC                       COM            74005P104    35765   648507 SH       DEFINED 14            294648
353859
 PRE PAID LEGAL SVCS INC           COM            740065107     1884    53106 SH       DEFINED 14             27137
25969
 PRECISION CASTPARTS CORP          COM            740189105     8015   134931 SH       DEFINED 14            128045
6886
 PREMIERE GLOBAL SVCS INC          COM            740585104     1634   203000 SH       DEFINED 14             68400
134600
 PREMIUM STD FARMS INC             COM            74060C105    13776   784981 SH       DEFINED 03                 0
784981
 PRESIDENTIAL LIFE CORP            COM            740884101     1760    69264 SH       DEFINED 14             29622    39642

 PRICE T ROWE GROUP INC            COM            74144T108    18527   236882 SH       DEFINED 14             90290
146592
 PRICELINE COM INC                 COM NEW        741503403      682    27466 SH       DEFINED 14             27466
0
 PRIDE INTL INC DEL                COM            74153Q102     3891   124805 SH       DEFINED 14            122605
2200
 PRINCIPAL FINANCIAL GROUP IN      COM            74251V102    25912   530980 SH       DEFINED 14            195591
335389
 PROASSURANCE CORP                 COM            74267C106     3126    60119 SH       DEFINED 14             17848
42271
 PROCTER & GAMBLE CO               COM            742718109   513516  8910572 SH       DEFINED 14           2930239
5980333
 PRIVATEBANCORP INC                COM            742962103     2252    54281 SH       DEFINED 14             23178
31103
 PROGRESS ENERGY INC               COM            743263105    24150   549113 SH       DEFINED 14            177486   371627

 PROGRESS SOFTWARE CORP            COM            743312100     2290    78727 SH       DEFINED 14             22704
56023
 PROGRESSIVE CORP OHIO             COM            743315103    37446   359164 SH       DEFINED 14            134485
224679
 PROLIANCE INTL INC                COM            74340R104       60    10889 SH       DEFINED 14             10889
0
 PROLOGIS                          SH BEN INT     743410102    13425   250943 SH       DEFINED 03              7700
243243
 PROLOGIS                          SH BEN INT     743410102    22280   416444 SH       DEFINED 14            158252
258192
 PROQUEST COMPANY                  COM            74346P102      663    31000 SH       DEFINED 14             29700
1300
 PROSPERITY BANCSHARES INC         COM            743606105        2       50 SH       DEFINED 13                50
0
 PROSPERITY BANCSHARES INC         COM            743606105     1538    50925 SH       DEFINED 14             14600    36325

 PROTECTIVE LIFE CORP              COM            743674103     2648    53242 SH       DEFINED 14             52342
900
 PROVIDENT BANKSHARES CORP         COM            743859100     4019   110267 SH       DEFINED 14             52652
57615
 PROVIDENT FINL SVCS INC           COM            74386T105      609    33631 SH       DEFINED 14             33631
0
 PRUDENTIAL FINL INC               COM            744320102    73006   963014 SH       DEFINED 14            407085
555929
 PUBLIC SVC ENTERPRISE GROUP       COM            744573106    37926   592222 SH       DEFINED 14            316271
275951
 PUBLIC STORAGE INC                COM            74460D109     2594    31940 SH       DEFINED 03              1400
30540
 PUBLIC STORAGE INC                COM            74460D109    11324   139410 SH       DEFINED 14             55300
84110
 PUGET ENERGY INC NEW              COM            745310102     2484   117261 SH       DEFINED 14            113861     3400

 PULTE HOMES INC                   COM            745867101    40358  1050451 SH       DEFINED 14            438200
612251
 QLOGIC CORP                       COM            747277101        2      122 SH       DEFINED 13               122
0
 QLOGIC CORP                       COM            747277101    39481  2040345 SH       DEFINED 14            442418
1597927
 QAD INC                           COM            74727D108       99    13200 SH       DEFINED 14             13200
0
 QUAKER CHEM CORP                  COM            747316107      390    17930 SH       DEFINED 14              4680
13250
 QUALCOMM INC                      COM            747525103      967    19100 SH       DEFINED 10             19100
0
 QUALCOMM INC                      COM            747525103   310086  6126969 SH       DEFINED 14           1834937
4292032
 QUALITY SYS INC                   COM            747582104     1082    32700 SH       DEFINED 14             10200    22500

 QUANEX CORP                       COM            747620102    24251   363972 SH       DEFINED 14            129781
234191
 QUANTA SVCS INC                   COM            74762E102     1132    70633 SH       DEFINED 14             70633
0
 QUEST DIAGNOSTICS INC             COM            74834L100    40005   779826 SH       DEFINED 14            188964
590862
 QUESTAR CORP                      COM            748356102     5045    72014 SH       DEFINED 14             70064
1950
 QUICKSILVER RESOURCES INC         COM            74837R104     1495    38667 SH       DEFINED 14             38667
0
 QUIKSILVER INC                    COM            74838C106     3160   228003 SH       DEFINED 14             67412
160591
 QWEST COMMUNICATIONS INTL IN      COM            749121109    19087  2806918 SH       DEFINED 14           1061855
1745063
 R & G FINANCIAL CORP              CL B           749136107      846    66792 SH       DEFINED 14             59392     7400

 R H DONNELLEY CORP                COM NEW        74955W307      287     4928 SH       DEFINED 14              4928
0
 RLI CORP                          COM            749607107     2400    41879 SH       DEFINED 14             12646
29233
 RPM INTL INC                      COM            749685103     1446    80612 SH       DEFINED 14             78412
2200
 RSA SEC INC                       COM            749719100      745    41508 SH       DEFINED 14             41508
0
 RTI INTL METALS INC               COM            74973W107     2432    44333 SH       DEFINED 14             13030
31303
 RF MICRODEVICES INC               COM            749941100        1      100 SH       DEFINED 13               100
0
 RF MICRODEVICES INC               COM            749941100     1001   115772 SH       DEFINED 14            112372
3400
 RADIAN GROUP INC                  COM            750236101    10935   181494 SH       DEFINED 14            112644    68850

 RADIANT SYSTEMS INC               COM            75025N102     1925   142346 SH       DEFINED 14             64500
77846
 RADIO ONE INC                     CL A           75040P108       84    11200 SH       DEFINED 14             11200
0
 RADIO ONE INC                     CL D NON VTG   75040P405      727    97400 SH       DEFINED 14             83100
14300
 RADIOSHACK CORP                   COM            750438103    11463   596077 SH       DEFINED 14            420761
175316
 RADISYS CORP                      COM            750459109      811    40849 SH       DEFINED 14             12798
28051
 RAMBUS INC DEL                    COM            750917106      295     7500 SH       DEFINED 14              7500
0
 RALCORP HLDGS INC NEW             COM            751028101     2400    63082 SH       DEFINED 14             16681
46401
 RAMCO-GERSHENSON PPTYS TR         COM SH BEN INT 751452202     5384   177874 SH       DEFINED 14             72800   105074

 RANGE RES CORP                    COM            75281A109      254     9310 SH       DEFINED 14              9310
0
 RARE HOSPITALITY INTL INC         COM            753820109     4832   138719 SH       DEFINED 14             71223
67496
 RAYMOND JAMES FINANCIAL INC       COM            754730109     2651    89694 SH       DEFINED 14             86094
3600
 RAYONIER INC                      COM            754907103     2157    47321 SH       DEFINED 14             47321
0
 RAYTHEON CO                       COM NEW        755111507    71883  1568118 SH       DEFINED 14            668674
899444
 READERS DIGEST ASSN INC           COM            755267101     1523   103276 SH       DEFINED 14            101276
2000
 REALNETWORKS INC                  COM            75605L104     5642   683858 SH       DEFINED 14            357858
326000
 RECKSON ASSOCS RLTY CORP          COM            75621K106     3331    72700 SH       DEFINED 03                 0    72700

 RECKSON ASSOCS RLTY CORP          COM            75621K106      330     7200 SH       DEFINED 14              7200
0
 RED HAT INC                       COM            756577102      381    13600 SH       DEFINED 14             13600
0
 RED ROBIN GOURMET BURGERS IN      COM            75689M101     1272    26940 SH       DEFINED 14              7200
19740
 REGAL BELOIT CORP                 COM            758750103     5921   140073 SH       DEFINED 14             69304
70769
 REGENCY CTRS CORP                 COM            758849103     7438   110700 SH       DEFINED 03              3300
107400
 REGENCY CTRS CORP                 COM            758849103     2688    40007 SH       DEFINED 14             40007
0
 REGENERON PHARMACEUTICALS         COM            75886F107       29     1754 SH       DEFINED 13              1754
0
 REGENERON PHARMACEUTICALS         COM            75886F107     1454    87439 SH       DEFINED 14             27234    60205

 REGIS CORP MINN                   COM            758932107      939    27237 SH       DEFINED 14             27237
0
 REHABCARE GROUP INC               COM            759148109      748    39684 SH       DEFINED 14             14482
25202
 REGIONS FINANCIAL CORP NEW        COM            7591EP100    43286  1230769 SH       DEFINED 14            591052
639717
 REINSURANCE GROUP AMER INC        COM            759351109      238     5034 SH       DEFINED 14              3034
2000
 RELIANCE STEEL & ALUMINUM CO      COM            759509102    39989   425772 SH       DEFINED 14            155596
270176
 RELIANT ENERGY INC                COM            75952B105      284    26863 SH       DEFINED 14             26064
799
 REMINGTON OIL & GAS CORP          COM            759594302     1964    45447 SH       DEFINED 14             13426
32021
 RENASANT CORP                     COM            75970E107      238     6450 SH       DEFINED 14              5850      600

 RENAL CARE GROUP INC              COM            759930100     2015    42031 SH       DEFINED 14             42031
0
 RENT A CTR INC NEW                COM            76009N100     4014   156877 SH       DEFINED 14            127098
29779
 REPUBLIC BANCORP INC              COM            760282103     4507   374328 SH       DEFINED 14            161112
213216
 REPUBLIC SVCS INC                 COM            760759100     5462   128482 SH       DEFINED 14            124557
3925
 RES-CARE INC                      COM            760943100      380    20700 SH       DEFINED 14             20700
0
 RESMED INC                        COM            761152107     6379   145051 SH       DEFINED 14             42748
102303
 RESOURCES CONNECTION INC          COM            76122Q105     1400    56200 SH       DEFINED 14             56200
0
 RESPIRONICS INC                   COM            761230101     6270   161142 SH       DEFINED 14             41912   119230

 REVLON INC                        CL A           761525500       58    18400 SH       DEFINED 14             18400
0
 REWARDS NETWORK INC               COM            761557107      318    39976 SH       DEFINED 14             10076
29900
 REYNOLDS & REYNOLDS CO            CL A           761695105     2021    71174 SH       DEFINED 14             70274
900
 REYNOLDS AMERICAN INC             COM            761713106    45800   434120 SH       DEFINED 14            107790
326330
 RITE AID CORP                     COM            767754104      139    34670 SH       DEFINED 14             34670
0
 ROBBINS & MYERS INC               COM            770196103      473    21911 SH       DEFINED 14              5615
16296
 ROBERT HALF INTL INC              COM            770323103    12265   317658 SH       DEFINED 14            121756
195902
 ROCK-TENN CO                      CL A           772739207     1677   111854 SH       DEFINED 14             49584    62270

 ROCKWELL AUTOMATION INC           COM            773903109    87147  1211883 SH       DEFINED 14            324912
886971
 ROCKWELL COLLINS INC              COM            774341101    22544   400074 SH       DEFINED 14            123119
276955
 ROCKWOOD HLDGS INC                COM            774415103      246    10700 SH       DEFINED 14              3300
7400
 ROFIN SINAR TECHNOLOGIES INC      COM            775043102      227     4200 SH       DEFINED 14              4200
0
 ROGERS CORP                       COM            775133101     1865    34228 SH       DEFINED 14              9636
24592
 ROHM & HAAS CO                    COM            775371107    20997   429642 SH       DEFINED 14            217888
211754
 ROLLINS INC                       COM            775711104     1227    60621 SH       DEFINED 14             46271
14350
 ROPER INDS INC NEW                COM            776696106     3672    75500 SH       DEFINED 14             51400    24100

 ROSS STORES INC                   COM            778296103     4065   139277 SH       DEFINED 14            131347
7930
 ROSTELECOM OPEN JT STK LNG D      SPONSORED ADR  778529107      404    21000 SH       DEFINED 14              3500
17500
 ROWAN COS INC                     COM            779382100    17842   405880 SH       DEFINED 14             77615
328265
 ROYAL DUTCH SHELL PLC             SPONS ADR A    780259206      461     7400 SH       DEFINED 13              7400
0
 RUBY TUESDAY INC                  COM            781182100     2610    81366 SH       DEFINED 14             69566
11800
 RUDDICK CORP                      COM            781258108     1517    62390 SH       DEFINED 14             61405
985
 RUDOLPH TECHNOLOGIES INC          COM            781270103        1       32 SH       DEFINED 13                32
0
 RUDOLPH TECHNOLOGIES INC          COM            781270103      805    47243 SH       DEFINED 14             15095    32148

 RUSH ENTERPRISES INC              CL A           781846209      190    10800 SH       DEFINED 14             10800
0
 RUSS BERRIE & CO                  COM            782233100      332    21851 SH       DEFINED 14              5730
16121
 RUSSELL CORP                      COM            782352108     2244   162580 SH       DEFINED 14             64433
98147
 RUTHS CHRIS STEAK HSE INC         COM            783332109      855    35900 SH       DEFINED 14             26100
9800
 RYANS RESTAURANT GROUP INC        COM            783520109     2194   151311 SH       DEFINED 14             67453
83858
 RYDER SYS INC                     COM            783549108    14472   323179 SH       DEFINED 14            211703
111476
 RYERSON INC                       COM            78375P107     1323    49446 SH       DEFINED 14             15146
34300
 RYLAND GROUP INC                  COM            783764103     2544    36655 SH       DEFINED 14             35155     1500

 SBS TECHNOLOGIES INC              COM            78387P103      483    29838 SH       DEFINED 14              7443
22395
 SCP POOL CORP                     COM            784028102     5854   124798 SH       DEFINED 14             30596
94202
 SCPIE HLDGS INC                   COM            78402P104      453    18476 SH       DEFINED 14              4908
13568
 SEI INVESTMENTS CO                COM            784117103     5799   143075 SH       DEFINED 14            112775
30300
 SFBC INTL INC                     COM            784121105      846    34699 SH       DEFINED 14              8920
25779
 SI INTL INC                       COM            78427V102     1229    34956 SH       DEFINED 03             34956
0
 SI INTL INC                       COM            78427V102      137     3900 SH       DEFINED 14              3900
0
 SJW CORP                          COM            784305104      308    11468 SH       DEFINED 14             11468
0
 SL GREEN RLTY CORP                COM            78440X101     5469    53880 SH       DEFINED 03              1600
52280
 SL GREEN RLTY CORP                COM            78440X101      335     3300 SH       DEFINED 14              3300
0
 SLM CORP                          COM            78442P106    41270   794563 SH       DEFINED 14            302527
492036
 SPDR TR                           UNIT SER 1     78462F103     7361    56699 SH       DEFINED 14             24120
32579
 SPSS INC                          COM            78462K102        3       99 SH       DEFINED 13                99
0
 SPSS INC                          COM            78462K102     1737    54873 SH       DEFINED 14             26689
28184
 SPX CORP                          COM            784635104     4415    82648 SH       DEFINED 14             79688
2960
 SRA INTL INC                      CL A           78464R105      824    21831 SH       DEFINED 14             21831
0
 SVB FINL GROUP                    COM            78486Q101     2360    44480 SH       DEFINED 14             44480
0
 SWS GROUP INC                     COM            78503N107     1291    49369 SH       DEFINED 14             19427
29942
 SABRE HLDGS CORP                  CL A           785905100    16426   698073 SH       DEFINED 14            177211
520862
 SAFECO CORP                       COM            786429100    20813   414524 SH       DEFINED 14            118635
295889
 SAFEGUARD SCIENTIFICS INC         COM            786449108       25    10200 SH       DEFINED 14             10200
0
 SAFETY INS GROUP INC              COM            78648T100      794    17400 SH       DEFINED 14             17400
0
 SAFEWAY INC                       COM NEW        786514208    60362  2402950 SH       DEFINED 14            857104
1545846
 SAGA COMMUNICATIONS               CL A           786598102      124    12775 SH       DEFINED 14             12775
0
 ST JOE CO                         COM            790148100      938    14920 SH       DEFINED 03                 0
14920
 ST JOE CO                         COM            790148100      402     6400 SH       DEFINED 14              6300
100
 ST JUDE MED INC                   COM            790849103    28960   706344 SH       DEFINED 14            255535
450809
 ST MARY LD & EXPL CO              COM            792228108     5134   125745 SH       DEFINED 14             38592
87153
 ST PAUL TRAVELERS INC             COM            792860108   168697  4036784 SH       DEFINED 14           1312209
2724575
 SAKS INC                          COM            79377W108     1609    83382 SH       DEFINED 14             83382
0
 SALESFORCE COM INC                COM            79466L302      145     4000 SH       DEFINED 13              4000
0
 SALESFORCE COM INC                COM            79466L302      222     6100 SH       DEFINED 14              6100
0
 SALESFORCE COM INC                PUT            79466L302       50     9700 SH PUT   DEFINED 13                97
0
 SANDERSON FARMS INC               COM            800013104     2675   119441 SH       DEFINED 14             67485
51956
 SANDISK CORP                      COM            80004C101     7984   138798 SH       DEFINED 14            136078
2720
 SANDY SPRING BANCORP INC          COM            800363103      393    10350 SH       DEFINED 14             10250
100
 SANMINA SCI CORP                  COM            800907107     4059   990041 SH       DEFINED 14            377675
612366
 SANTANDER BANCORP                 COM            802809103      315    12395 SH       DEFINED 14             12395
0
 SARA LEE CORP                     COM            803111103    37924  2121036 SH       DEFINED 14           1021989
1099047
 SATYAM COMPUTER SERVICES LTD      ADR            804098101     5194   118700 SH       DEFINED 14             22700    96000

 SAVIENT PHARMACEUTICALS INC       COM            80517Q100      653   122431 SH       DEFINED 14             39355
83076
 SAVVIS INC                        COM            805423100       20    13200 SH       DEFINED 14             13200
0
 SAXON CAP INC NEW                 COM            80556T106     1609   154100 SH       DEFINED 14            107400
46700
 SCANA CORP NEW                    COM            80589M102     3893    99217 SH       DEFINED 14             96557
2660
 SCANSOURCE INC                    COM            806037107        0        2 SH       DEFINED 13                 2
0
 SCANSOURCE INC                    COM            806037107     1994    33012 SH       DEFINED 14              9227
23785
 SCHEIN HENRY INC                  COM            806407102     3305    69064 SH       DEFINED 14             67264
1800
 SCHERING PLOUGH CORP              COM            806605101    57050  3004229 SH       DEFINED 14           1364311  1639918

 SCHLUMBERGER LTD                  COM            806857108   275178  2174116 SH       DEFINED 14            717460
1456656
 SCHNITZER STL INDS                CL A           806882106     1219    28450 SH       DEFINED 14             28450
0
 SCHOLASTIC CORP                   COM            807066105     3483   130143 SH       DEFINED 14            109443
20700
 SCHOOL SPECIALTY INC              COM            807863105     1531    44388 SH       DEFINED 14             13214
31174
 SCHULMAN A INC                    COM            808194104     1490    60195 SH       DEFINED 14             17990
42205
 SCHWAB CHARLES CORP NEW           COM            808513105    36603  2126819 SH       DEFINED 14            759286
1367533
 SCHWEITZER-MAUDUIT INTL INC       COM            808541106      802    33425 SH       DEFINED 14              9699
23726
 SCIENTIFIC GAMES CORP             CL A           80874P109      211     6000 SH       DEFINED 14              6000
0
 SCOTTS MIRACLE GRO CO             CL A           810186106     1466    32040 SH       DEFINED 14             32040
0
 SCRIPPS E W CO OHIO               CL A           811054204     5710   127708 SH       DEFINED 14             52108
75600
 SCS TRANSN INC                    COM            81111T102      809    27800 SH       DEFINED 14             24200
3600
 SEABOARD CORP                     COM            811543107      510      320 SH       DEFINED 14               320
0
 SEACOR HOLDINGS INC               COM            811904101     3789    47836 SH       DEFINED 14             16697
31139
 SEALED AIR CORP NEW               COM            81211K100     8531   147421 SH       DEFINED 14             56574
90847
 SEARS HLDGS CORP                  COM            812350106    48538   368187 SH       DEFINED 14            128987
239200
 SELECT SECTOR SPDR TR             PUT            81369Y100       13    10000 SH PUT   DEFINED 10               100
0
 SELECT SECTOR SPDR TR             SBI MATERIALS  81369Y100    19410   600000 SH       DEFINED 10            600000
0
 SECURE COMPUTING CORP             COM            813705100        3      244 SH       DEFINED 13               244
0
 SECURE COMPUTING CORP             COM            813705100     1421   123166 SH       DEFINED 14             31000
92166
 SELECT COMFORT CORP               COM            81616X103    42926  1085352 SH       DEFINED 14            386753
698599
 SELECTIVE INS GROUP INC           COM            816300107     3521    66443 SH       DEFINED 14             18653
47790
 SEMTECH CORP                      COM            816850101     4673   261192 SH       DEFINED 14            246414
14778
 SEMPRA ENERGY                     COM            816851109    44913   966707 SH       DEFINED 14            425660
541047
 SENIOR HSG PPTYS TR               SH BEN INT     81721M109     2128   117593 SH       DEFINED 14            106693    10900

 SENSIENT TECHNOLOGIES CORP        COM            81725T100     2380   131844 SH       DEFINED 14            108269
23575
 SEPRACOR INC                      COM            817315104        1       25 SH       DEFINED 13                25
0
 SEPRACOR INC                      COM            817315104     4288    87849 SH       DEFINED 14             80249
7600
 SEQUA CORPORATION                 CL A           817320104      488     4990 SH       DEFINED 14              4990
0
 SEROLOGICALS CORP                 COM            817523103        1       35 SH       DEFINED 13                35
0
 SEROLOGICALS CORP                 COM            817523103      462    18900 SH       DEFINED 14             18900
0
 SERVICE CORP INTL                 COM            817565104      197    25250 SH       DEFINED 14             25250
0
 SERVICEMASTER CO                  COM            81760N109      352    26833 SH       DEFINED 14             26533      300

 SHAW GROUP INC                    COM            820280105     5256   172879 SH       DEFINED 14             51214
121665
 SHERWIN WILLIAMS CO               COM            824348106    22671   458562 SH       DEFINED 14            258628
199934
 SHOE CARNIVAL INC                 COM            824889109      227     9100 SH       DEFINED 14              8500
600
 SHUFFLE MASTER INC                COM            825549108     2409    67390 SH       DEFINED 14             20261
47129
 SHURGARD STORAGE CTRS INC         COM            82567D104     6086    91344 SH       DEFINED 14             27607
63737
 SIERRA HEALTH SVCS INC            COM            826322109     5833   143310 SH       DEFINED 14             32284
111026
 SIERRA PAC RES NEW                COM            826428104     1624   117614 SH       DEFINED 14            117614
0
 SIGMA ALDRICH CORP                COM            826552101     8035   122136 SH       DEFINED 14             47793    74343

 SILICON LABORATORIES INC          COM            826919102        4       75 SH       DEFINED 13                75
0
 SILICON LABORATORIES INC          COM            826919102     5954   108352 SH       DEFINED 14             98952
9400
 SILGAN HOLDINGS INC               COM            827048109     1446    36000 SH       DEFINED 14             35000
1000
 SILICON IMAGE INC                 COM            82705T102        1       97 SH       DEFINED 13                97
0
 SILICON IMAGE INC                 COM            82705T102     1266   122800 SH       DEFINED 14            122800
0
 SIMMONS 1ST NATL CORP             CL A $1 PAR    828730200      315    10600 SH       DEFINED 14             10600
0
 SIMON PPTY GROUP INC NEW          COM            828806109    14417   171350 SH       DEFINED 03              4900
166450
 SIMON PPTY GROUP INC NEW          COM            828806109    28775   341989 SH       DEFINED 14            131451   210538

 SIMPSON MANUFACTURING CO INC      COM            829073105     3429    79186 SH       DEFINED 14             25530
53656
 SINCLAIR BROADCAST GROUP INC      CL A           829226109      121    14900 SH       DEFINED 14             14900
0
 SIRIUS SATELLITE RADIO INC        COM            82966U103      502    99100 SH       DEFINED 14             97500
1600
 SIRF TECHNOLOGY HLDGS INC         COM            82967H101     4805   135500 SH       DEFINED 14            113600
21900
 SITEL CORP                        COM            82980K107       65    15500 SH       DEFINED 14             15500
0
 SIX FLAGS INC                     COM            83001P109      357    35100 SH       DEFINED 14             35100
0
 SKECHERS U S A INC                CL A           830566105      207     8300 SH       DEFINED 14              8300
0
 SKY FINL GROUP INC                COM            83080P103      264     9959 SH       DEFINED 14              8859     1100

 SKYLINE CORP                      COM            830830105      727    17565 SH       DEFINED 14              8322
9243
 SKYWEST INC                       COM            830879102     5039   172161 SH       DEFINED 14             73432
98729
 SKYWORKS SOLUTIONS INC            COM            83088M102     2092   308082 SH       DEFINED 14             91410
216672
 SMART & FINAL INC                 COM            831683107      757    46200 SH       DEFINED 14             18800
27400
 SMITH & WOLLENSKY RESTAURANT      COM            831758107      536    93239 SH       DEFINED 03             93239
0
 SMITH A O                         COM            831865209     4463    84522 SH       DEFINED 14             37457
47065
 SMITH INTL INC                    COM            832110100    10953   281134 SH       DEFINED 14            222484
58650
 SMITHFIELD FOODS INC              COM            832248108    14681   500363 SH       DEFINED 14            216887   283476

 SMUCKER J M CO                    COM NEW        832696405     1885    47478 SH       DEFINED 14             45958
1520
 SMURFIT-STONE CONTAINER CORP      COM            832727101      301    22186 SH       DEFINED 14             21886
300
 SNAP ON INC                       COM            833034101     9400   246579 SH       DEFINED 14            192486
54093
 SOLECTRON CORP                    COM            834182107     6983  1745720 SH       DEFINED 14            671690
1074030
 SOMANETICS CORP                   COM NEW        834445405      720    32600 SH       DEFINED 14             32600
0
 SOMERA COMMUNICATION              COM            834458101        5    11800 SH       DEFINED 14             11800
0
 SONIC CORP                        COM            835451105     6309   179586 SH       DEFINED 14             45090
134496
 SONIC AUTOMOTIVE INC              CL A           83545G102     1986    71525 SH       DEFINED 14             23000    48525

 SONIC SOLUTIONS                   COM            835460106      899    49634 SH       DEFINED 14             12378
37256
 SONOCO PRODS CO                   COM            835495102     3534   104332 SH       DEFINED 14             99432
4900
 SOTHEBYS HLDGS INC                CL A           835898107     1383    47629 SH       DEFINED 14             45329
2300
 SONUS NETWORKS INC                COM            835916107        1       95 SH       DEFINED 13                95
0
 SONUS NETWORKS INC                COM            835916107      118    21500 SH       DEFINED 14             21500
0
 SOURCECORP                        COM            836167106     1195    49569 SH       DEFINED 14             19688
29881
 SOUTH FINL GROUP INC              COM            837841105        1       50 SH       DEFINED 13                50
0
 SOUTH FINL GROUP INC              COM            837841105     4255   162714 SH       DEFINED 14             41891   120823

 SOUTH JERSEY INDS INC             COM            838518108     1582    58023 SH       DEFINED 14             16400
41623
 SOUTHERN CO                       COM            842587107    55416  1691046 SH       DEFINED 14            823852
867194
 SOUTHERN COPPER CORP              COM            84265V105      627     7427 SH       DEFINED 14              3827
3600
 SOUTHERN UN CO NEW                COM            844030106    15058   606435 SH       DEFINED 14            141067
465368
 SOUTHWEST AIRLS CO                COM            844741108    22791  1266855 SH       DEFINED 14            479956
786899
 SOUTHWEST BANCORP INC OKLA        COM            844767103      465    20900 SH       DEFINED 14             19100
1800
 SOUTHWEST GAS CORP                COM            844895102     3301   118098 SH       DEFINED 14             57238
60860
 SOUTHWESTERN ENERGY CO            COM            845467109     3175    98624 SH       DEFINED 14             98624
0
 SOVEREIGN BANCORP INC             COM            845905108      285    13000 SH       DEFINED 13             13000
0
 SOVEREIGN BANCORP INC             COM            845905108    16493   752773 SH       DEFINED 14            283568
469205
 SOVRAN SELF STORAGE INC           COM            84610H108     1198    21700 SH       DEFINED 03                 0
21700
 SOVRAN SELF STORAGE INC           COM            84610H108     1773    32113 SH       DEFINED 14              9405
22708
 SPARTECH CORP                     COM NEW        847220209      871    36300 SH       DEFINED 14             26600
9700
 SPECTRALINK CORP                  COM            847580107      740    59000 SH       DEFINED 14             53700
5300
 SPECTRUM BRANDS INC               COM            84762L105     1573    72439 SH       DEFINED 14             21430
51009
 SPEEDWAY MOTORSPORTS INC          COM            847788106      336     8800 SH       DEFINED 14              4900     3900

 SPHERION CORP                     COM            848420105     5584   536879 SH       DEFINED 14            211802
325077
 SPIRIT FIN CORP                   COM            848568309      657    53827 SH       DEFINED 14             47027
6800
 SPORTS AUTH INC NEW               COM            84917U109    10836   293669 SH       DEFINED 03            293669
0
 SPORTS AUTH INC NEW               COM            84917U109      189     5120 SH       DEFINED 14              5120
0
 SPRINT NEXTEL CORP                CALL           852061100       44    40000 SH CALL  DEFINED 13               400
0
 SPRINT NEXTEL CORP                COM FON        852061100     1516    58675 SH       DEFINED 03                 0
58675
 SPRINT NEXTEL CORP                COM FON        852061100   160513  6211817 SH       DEFINED 14           2520765
3691052
 STAGE STORES INC                  COM NEW        85254C305        2       67 SH       DEFINED 03                 0       67

 STAGE STORES INC                  COM NEW        85254C305     1923    64628 SH       DEFINED 14             21100
43528
 STAMPS COM INC                    COM NEW        852857200     1682    47700 SH       DEFINED 14             47700
0
 STANCORP FINL GROUP INC           COM            852891100     1843    34064 SH       DEFINED 14             34064
0
 STANDARD MICROSYSTEMS CORP        COM            853626109     1260    48497 SH       DEFINED 14             14441
34056
 STANDARD MTR PRODS INC            COM            853666105      192    21631 SH       DEFINED 14              5639
15992
 STANDARD PAC CORP NEW             COM            85375C101     6218   184938 SH       DEFINED 14             40270
144668
 STANDARD REGISTER CO              COM            853887107      440    28408 SH       DEFINED 14             11219
17189
 STANDEX INTL CORP                 COM            854231107      922    29121 SH       DEFINED 14             13969    15152

 STANLEY WKS                       COM            854616109    15136   298786 SH       DEFINED 14            216188
82598
 STAPLES INC                       COM            855030102        1       50 SH       DEFINED 13                50
0
 STAPLES INC                       COM            855030102    32926  1290208 SH       DEFINED 14            500984
789224
 STARBUCKS CORP                    COM            855244109      301     8000 SH       DEFINED 13              8000
0
 STARBUCKS CORP                    COM            855244109   128532  3415690 SH       DEFINED 14           1025482
2390208
 STARTEK INC                       COM            85569C107      530    22490 SH       DEFINED 14              6716
15774
 STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF     85590A203    25048   369818 SH       DEFINED 14            139536
230282
 STATE STR CORP                    COM            857477103    36478   603638 SH       DEFINED 14            228436   375202

 STATION CASINOS INC               COM            857689103      341     4300 SH       DEFINED 14              4300
0
 STEAK N SHAKE CO                  COM            857873103     1108    52495 SH       DEFINED 14             13617
38878
 STEEL DYNAMICS INC                COM            858119100     4563    80425 SH       DEFINED 14             74625
5800
 STEEL TECHNOLOGIES INC            COM            858147101        0        7 SH       DEFINED 13                 7
0
 STEEL TECHNOLOGIES INC            COM            858147101      501    20614 SH       DEFINED 14              5465
15149
 STEELCASE INC                     CL A           858155203      212    11800 SH       DEFINED 14             11800
0
 STEIN MART INC                    COM            858375108      966    55465 SH       DEFINED 14             13640
41825
 STERLING BANCSHARES INC           COM            858907108     1604    88854 SH       DEFINED 14             26666    62188

 STERICYCLE INC                    COM            858912108     2947    43583 SH       DEFINED 14             41129
2454
 STERIS CORP                       COM            859152100     3897   157899 SH       DEFINED 14            142399
15500
 STERLING BANCORP                  COM            859158107      312    15158 SH       DEFINED 14             15158
0
 STERLING FINL CORP WASH           COM            859319105        1       30 SH       DEFINED 13                30
0
 STERLING FINL CORP WASH           COM            859319105     2379    82029 SH       DEFINED 14             22688
59341
 STEWART & STEVENSON SVCS INC      COM            860342104     2343    64216 SH       DEFINED 14             14305
49911
 STEWART INFORMATION SVCS COR      COM            860372101     4131    87747 SH       DEFINED 14             38946
48801
 STONE ENERGY CORP                 COM            861642106     7302   165462 SH       DEFINED 14            106317    59145

 STRATEX NETWORKS INC              COM            86279T109      116    18900 SH       DEFINED 14             18900
0
 STRIDE RITE CORP                  COM            863314100      981    67773 SH       DEFINED 14             17939
49834
 STRYKER CORP                      COM            863667101    23849   537860 SH       DEFINED 14            205512
332348
 STURM RUGER & CO INC              COM            864159108      317    39691 SH       DEFINED 14             10475
29216
 SUFFOLK BANCORP                   COM            864739107      246     7100 SH       DEFINED 14              7100
0
 SUN BANCORP INC                   COM            86663B102      451    23111 SH       DEFINED 14             18411
4700
 SUN MICROSYSTEMS INC              COM            866810104       95    18600 SH       DEFINED 10             18600
0
 SUN MICROSYSTEMS INC              COM            866810104    31019  6046619 SH       DEFINED 14           2319377  3727242

 SUNCOR ENERGY INC                 CALL           867229106       32     5000 SH CALL  DEFINED 13                50
0
 SUNCOR ENERGY INC                 COM            867229106      578     7500 SH       DEFINED 13              7500
0
 SUNCOR ENERGY INC                 PUT            867229106        5     6000 SH PUT   DEFINED 13                60
0
 SUNOCO INC                        COM            86764P109    19046   245536 SH       DEFINED 14             93834
151702
 SUNPOWER CORP                     COM CL A       867652109      382    10000 SH       DEFINED 10             10000
0
 SUNPOWER CORP                     COM CL A       867652109      282     7400 SH       DEFINED 14              7400
0
 SUNRISE SENIOR LIVING INC         COM            86768K106     3526    90480 SH       DEFINED 14             24438
66042
 SUNSTONE HOTEL INVS INC NEW       COM            867892101     1906    65800 SH       DEFINED 03              3300    62500

 SUNSTONE HOTEL INVS INC NEW       COM            867892101      730    25200 SH       DEFINED 14             25200
0
 SUNTRUST BKS INC                  COM            867914103    94204  1294716 SH       DEFINED 14            520656
774060
 SUPERIOR ESSEX INC                COM            86815V105      285    11200 SH       DEFINED 14              5600
5600
 SUPERIOR INDS INTL INC            COM            868168105      817    42198 SH       DEFINED 14             11200
30998
 SUPERTEX INC                      COM            868532102      827    21987 SH       DEFINED 14              5772
16215
 SUPERVALU INC                     COM            868536103    46745  1516721 SH       DEFINED 14            609405
907316
 SUREWEST COMMUNICATIONS           COM            868733106      301    12493 SH       DEFINED 14             12493
0
 SURMODICS INC                     COM            868873100     3160    89380 SH       DEFINED 14             45761    43619

 SUSQUEHANNA BANCSHARES INC P      COM            869099101     4219   163734 SH       DEFINED 14             71323
92411
 SWIFT ENERGY CO                   COM            870738101     6788   181213 SH       DEFINED 14            103581
77632
 SWIFT TRANSN CO                   COM            870756103     3678   169251 SH       DEFINED 14            112908
56343
 SYBASE INC                        COM            871130100     4946   234207 SH       DEFINED 14            138579
95628
 SYBRON DENTAL SPECIALTIES IN      COM            871142105     7899   191526 SH       DEFINED 14             90721
100805
 SYCAMORE NETWORKS INC             COM            871206108      119    25400 SH       DEFINED 14             25400
0
 SYKES ENTERPRISES INC             COM            871237103        0       30 SH       DEFINED 13                30
0
 SYKES ENTERPRISES INC             COM            871237103      951    67100 SH       DEFINED 14             61900     5200

 SYMANTEC CORP                     COM            871503108        1       66 SH       DEFINED 13                66
0
 SYMANTEC CORP                     COM            871503108    31840  1891860 SH       DEFINED 14            716626
1175234
 SYMBION INC DEL                   COM            871507109      417    18400 SH       DEFINED 14             18400
0
 SYMBOL TECHNOLOGIES INC           COM            871508107     4807   454368 SH       DEFINED 14            174198
280170
 SYMMETRICOM INC                   COM            871543104     1096   128219 SH       DEFINED 14             32361
95858
 SYNAPTICS INC                     COM            87157D109        0        2 SH       DEFINED 13                 2
0
 SYNAPTICS INC                     COM            87157D109    14920   678504 SH       DEFINED 14            235460
443044
 SYNOPSYS INC                      COM            871607107        2       83 SH       DEFINED 13                83
0
 SYNOPSYS INC                      COM            871607107    21199   948510 SH       DEFINED 14            297390
651120
 SYNOVUS FINL CORP                 COM            87161C105    15246   562784 SH       DEFINED 14            212689
350095
 SYNNEX CORP                       COM            87162W100      264    14200 SH       DEFINED 14             14200
0
 SYNIVERSE HLDGS INC               COM            87163F106      455    28800 SH       DEFINED 14             21800
7000
 SYSCO CORP                        COM            871829107    37965  1184540 SH       DEFINED 14            426829
757711
 TCF FINL CORP                     COM            872275102     3930   152603 SH       DEFINED 14            146353
6250
 TD BANKNORTH INC                  COM            87235A101     9675   329650 SH       DEFINED 14             74846
254804
 TD AMERITRADE HLDG CORP           COM            87236Y108      515    24700 SH       DEFINED 14             24700
0
 TECO ENERGY INC                   COM            872375100     7204   446872 SH       DEFINED 14            175299
271573
 TEPPCO PARTNERS L P               UT LTD PARTNER 872384102      221     6100 SH       DEFINED 14              6100
0
 THQ INC                           COM NEW        872443403     3217   124274 SH       DEFINED 14             37614
86660
 TJX COS INC NEW                   COM            872540109    21030   847315 SH       DEFINED 14            325744
521571
 TXU CORP                          COM            873168108   133470  2981899 SH       DEFINED 14            779688
2202211
 TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR  874039100    24054  2391041 SH       DEFINED 14             69071
2321970
 TAKE-TWO INTERACTIVE SOFTWAR      COM            874054109     2573   137908 SH       DEFINED 14             40761
97147
 TALBOTS INC                       COM            874161102      857    31900 SH       DEFINED 14             23000     8900

 TALX CORP                         COM            874918105     2394    84059 SH       DEFINED 14             21289
62770
 TARGET CORP                       COM            87612E106    82673  1589552 SH       DEFINED 14            598577
990975
 TATA MTRS LTD                     SPONSORED ADR  876568502     4816   231100 SH       DEFINED 14             51000
180100
 TECH DATA CORP                    COM            878237106        1       31 SH       DEFINED 13                31
0
 TECH DATA CORP                    COM            878237106    31736   859824 SH       DEFINED 14            219249
640575
 TECHNE CORP                       COM            878377100     5975    99354 SH       DEFINED 14             62352
37002
 TECHNICAL OLYMPIC USA INC         COM            878483106      714    35100 SH       DEFINED 14             35100
0
 TECHNITROL INC                    COM            878555101     2859   119225 SH       DEFINED 14             34059    85166

 TECUMSEH PRODS CO                 CL A           878895200      276    11233 SH       DEFINED 14             11233
0
 TEKTRONIX INC                     COM            879131100     4875   136510 SH       DEFINED 14             52684
83826
 TELEDYNE TECHNOLOGIES INC         COM            879360105     4409   123837 SH       DEFINED 14             59528
64309
 TELEFLEX INC                      COM            879369106     2326    32471 SH       DEFINED 14             31571
900
 TELEFONOS DE MEXICO S A           SPON ADR ORD L 879403780     3143   139800 SH       DEFINED 10                 0
139800
 TELEFONOS DE MEXICO S A           SPON ADR ORD L 879403780       81     3600 SH       DEFINED 14                 0
3600
 TELEPHONE & DATA SYS INC          COM            879433100     3144    79711 SH       DEFINED 14             78141
1570
 TELLABS INC                       COM            879664100        3      167 SH       DEFINED 13               167
0
 TELLABS INC                       COM            879664100    12807   805462 SH       DEFINED 14            306667
498795
 TELUS CORP                        NON-VTG SHS    87971M202     2703    69857 SH       DEFINED 03             26991
42866
 TEMPLE INLAND INC                 COM            879868107     8834   198300 SH       DEFINED 14             79512
118788
 TELETECH HOLDINGS INC             COM            879939106      589    53000 SH       DEFINED 14             53000
0
 TEMPUR PEDIC INTL INC             COM            88023U101     1194    84377 SH       DEFINED 03             84377
0
 TEMPUR PEDIC INTL INC             COM            88023U101      524    37000 SH       DEFINED 10             37000
0
 TEMPUR PEDIC INTL INC             COM            88023U101    14994  1059612 SH       DEFINED 14            238300
821312
 TEMPUR PEDIC INTL INC             PUT            88023U101       50    37000 SH PUT   DEFINED 10               370
0
 TENARIS S A                       SPONSORED ADR  88031M109     1915    10600 SH       DEFINED 14              2500
8100
 TENET HEALTHCARE CORP             COM            88033G100     8954  1213344 SH       DEFINED 14            710856
502488
 TERADYNE INC                      COM            880770102     5153   332215 SH       DEFINED 14            140734
191481
 TEREX CORP NEW                    COM            880779103      547     6900 SH       DEFINED 14              6900
0
 TESORO CORP                       COM            881609101      362     5300 SH       DEFINED 14              5300
0
 TEVA PHARMACEUTICAL INDS LTD      ADR            881624209      882    21420 SH       DEFINED 14             21420
0
 TETRA TECHNOLOGIES INC DEL        COM            88162F105     3141    66783 SH       DEFINED 14             19625
47158
 TETRA TECH INC NEW                COM            88162G103        1       44 SH       DEFINED 13                44
0
 TETRA TECH INC NEW                COM            88162G103     2140   112085 SH       DEFINED 14             32347
79738
 TEXAS INDS INC                    COM            882491103     2766    45722 SH       DEFINED 14             13966
31756
 TEXAS INSTRS INC                  COM            882508104      325    10000 SH       DEFINED 10             10000
0
 TEXAS INSTRS INC                  COM            882508104   220689  6796712 SH       DEFINED 14           1977051
4819661
 TEXAS REGL BANCSHARES INC         CL A VTG       882673106      844    28635 SH       DEFINED 14             28635
0
 TEXTRON INC                       COM            883203101    28087   300746 SH       DEFINED 14            157341
143405
 THERAGENICS CORP                  COM            883375107      187    59180 SH       DEFINED 14             15650
43530
 THERMO ELECTRON CORP              COM            883556102    11810   318416 SH       DEFINED 14            118352   200064

 THOMAS & BETTS CORP               COM            884315102    16234   315956 SH       DEFINED 14            113592
202364
 THOR INDS INC                     COM            885160101     6519   122172 SH       DEFINED 14            109250
12922
 THORNBURG MTG INC                 COM            885218107    22427   828804 SH       DEFINED 14            177100
651704
 3COM CORP                         COM            885535104        0       50 SH       DEFINED 13                50
0
 3COM CORP                         COM            885535104     1875   366258 SH       DEFINED 14            355858
10400
 3M CO                             COM            88579Y101   230779  3048996 SH       DEFINED 14            871945
2177051
 TIBCO SOFTWARE INC                COM            88632Q103        3      400 SH       DEFINED 13               400
0
 TIBCO SOFTWARE INC                COM            88632Q103     1792   214400 SH       DEFINED 14            214400
0
 TIDEWATER INC                     COM            886423102    51435   931282 SH       DEFINED 14            215128
716154
 TIERONE CORP                      COM            88650R108      428    12600 SH       DEFINED 14             12600
0
 TIFFANY & CO NEW                  COM            886547108     9142   243531 SH       DEFINED 14             95141
148390
 TIMBERLAND CO                     CL A           887100105     1113    32520 SH       DEFINED 14             32520
0
 TIME WARNER INC                   COM            887317105      853    50800 SH       DEFINED 10             50800
0
 TIME WARNER INC                   COM            887317105   186650 11116739 SH       DEFINED 14           3754838
7361901
 TIMKEN CO                         COM            887389104     1595    49433 SH       DEFINED 14             49433
0
 TODCO                             CL A           88889T107     2652    67300 SH       DEFINED 14             61300     6000

 TOLL BROTHERS INC                 COM            889478103     3164    91365 SH       DEFINED 14             87865
3500
 TOLLGRADE COMMUNICATIONS INC      COM            889542106      447    30072 SH       DEFINED 14              8451
21621
 TOMPKINSTRUSTCO INC               COM            890110109      259     5369 SH       DEFINED 14              5369
0
 TOO INC                           COM            890333107     3985   116015 SH       DEFINED 14             52495
63520
 TOOTSIE ROLL INDS INC             COM            890516107      450    15386 SH       DEFINED 14             15386
0
 TORCHMARK CORP                    COM            891027104    18824   329669 SH       DEFINED 14            202974
126695
 TORO CO                           COM            891092108     5302   111043 SH       DEFINED 14             26336
84707
 TRACTOR SUPPLY CO                 COM            892356106     4309    64951 SH       DEFINED 14             19148    45803

 TRANSACTION SYS ARCHITECTS        COM            893416107      966    30939 SH       DEFINED 14             30323
616
 TRANSMETA CORP DEL                COM            89376R109        0      100 SH       DEFINED 13               100
0
 TRANSMETA CORP DEL                COM            89376R109       26    12700 SH       DEFINED 14             12700
0
 TREDEGAR CORP                     COM            894650100     1460    91782 SH       DEFINED 14             41079
50703
 TREEHOUSE FOODS INC               COM            89469A104     1705    64211 SH       DEFINED 14             18601
45610
 TRIAD HOSPITALS INC               COM            89579K109     2157    51491 SH       DEFINED 14             51391
100
 TRIAD GTY INC                     COM            895925105      431     9200 SH       DEFINED 14              6200
3000
 TRIARC COS INC                    CL B SER 1     895927309     1837   105099 SH       DEFINED 14             31381    73718

 TRIBUNE CO NEW                    COM            896047107    31000  1130153 SH       DEFINED 14            268432
861721
 TRICO BANCSHARES                  COM            896095106      215     7600 SH       DEFINED 14              7600
0
 TRIMBLE NAVIGATION LTD            COM            896239100     4864   107962 SH       DEFINED 14             31159
76803
 TRINITY INDS INC                  COM            896522109     1566    28794 SH       DEFINED 14             28693
101
 TRIQUINT SEMICONDUCTOR INC        COM            89674K103        1      150 SH       DEFINED 13               150
0
 TRIQUINT SEMICONDUCTOR INC        COM            89674K103      419    85252 SH       DEFINED 14             85252
0
 TRIUMPH GROUP INC NEW             COM            896818101     1399    31615 SH       DEFINED 14              7865
23750
 TRIZEC PROPERTIES INC             COM            89687P107     3944   153300 SH       DEFINED 03              4400   148900

 TRIZEC PROPERTIES INC             COM            89687P107      208     8100 SH       DEFINED 14              8100
0
 TRIZETTO GROUP INC                COM            896882107     9161   520804 SH       DEFINED 14            223104
297700
 TRIPATH IMAGING INC               COM            896942109      211    30300 SH       DEFINED 14             30300
0
 TRUSTCO BK CORP N Y               COM            898349105     1876   154171 SH       DEFINED 14             48158
106013
 TRUSTMARK CORP                    COM            898402102     1800    56900 SH       DEFINED 14             56600
300
 TRUSTREET PPTYS INC               COM            898404108      273    17940 SH       DEFINED 03              5300
12640
 TRUSTREET PPTYS INC               COM            898404108      726    47800 SH       DEFINED 14             47800
0
 TUESDAY MORNING CORP              COM NEW        899035505     1166    50500 SH       DEFINED 14             15000    35500

 TUPPERWARE BRANDS CORP            COM            899896104      643    31219 SH       DEFINED 14             31219
0
 TYCO INTL LTD NEW                 COM            902124106   125080  4653268 SH       DEFINED 14           1756282
2896986
 TYSON FOODS INC                   CL A           902494103    12706   924712 SH       DEFINED 14            585747
338965
 UAL CORP                          COM NEW        902549807      268     6700 SH       DEFINED 14              6700
0
 UCBH HOLDINGS INC                 COM            90262T308        1       32 SH       DEFINED 13                32
0
 UCBH HOLDINGS INC                 COM            90262T308     3466   183206 SH       DEFINED 14             54914
128292
 UGI CORP NEW                      COM            902681105     5231   248270 SH       DEFINED 14             58872
189398
 UICI                              COM            902737105     4177   112913 SH       DEFINED 14             54276    58637

 UIL HLDG CORP                     COM            902748102     1337    25546 SH       DEFINED 14              7985
17561
 UST INC                           COM            902911106    17973   432034 SH       DEFINED 14            262755
169279
 US BANCORP DEL                    COM NEW        902973304   241552  7919724 SH       DEFINED 14           2874446
5045278
 URS CORP NEW                      COM            903236107     6722   167004 SH       DEFINED 14             83909
83095
 USANA HEALTH SCIENCES INC         COM            90328M107        4      100 SH       DEFINED 13               100
0
 USANA HEALTH SCIENCES INC         COM            90328M107     1162    27854 SH       DEFINED 14             10229
17625
 U S G CORP                        COM NEW        903293405      570     6000 SH       DEFINED 10              6000
0
 U S G CORP                        COM NEW        903293405     3039    32000 SH       DEFINED 14              5700    26300

 U S PHYSICAL THERAPY INC          COM            90337L108      272    15900 SH       DEFINED 14             14600
1300
 U S XPRESS ENTERPRISES INC        CL A           90338N103        0       10 SH       DEFINED 13                10
0
 U S XPRESS ENTERPRISES INC        CL A           90338N103     1417    72800 SH       DEFINED 14             42600
30200
 UAP HLDG CORP                     COM            903441103      391    18200 SH       DEFINED 14             14100
4100
 UBIQUITEL INC                     COM            903474302      499    49400 SH       DEFINED 14             49400
0
 ULTRA PETROLEUM CORP              COM            903914109      766    12298 SH       DEFINED 14             11968
330
 ULTRATECH INC                     COM            904034105        2      100 SH       DEFINED 13               100
0
 ULTRATECH INC                     COM            904034105     1468    59975 SH       DEFINED 14             27410    32565

 UMPQUA HLDGS CORP                 COM            904214103     3065   107540 SH       DEFINED 14             40715
66825
 UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT 90458E107      325     4400 SH       DEFINED 14              2800
1600
 UNIFIRST CORP MASS                COM            904708104      312     9400 SH       DEFINED 14              9400
0
 UNION BANKSHARES CORP             COM            905399101      256     5600 SH       DEFINED 14              5500
100
 UNION PAC CORP                    COM            907818108    56549   605778 SH       DEFINED 14            302056
303722
 UNIONBANCAL CORP                  COM            908906100     1570    22372 SH       DEFINED 14              5233
17139
 UNISOURCE ENERGY CORP             COM            909205106     2055    67379 SH       DEFINED 14             19912
47467
 UNISYS CORP                       COM            909214108     5546   804893 SH       DEFINED 14            459049   345844

 UNIT CORP                         COM            909218109    42727   766399 SH       DEFINED 14            181629
584770
 UNITED CMNTY FINL CORP OHIO       COM            909839102      239    19700 SH       DEFINED 14             19700
0
 UNITED BANKSHARES INC WEST V      COM            909907107     3896   101793 SH       DEFINED 14             34682
67111
 UNITED DOMINION REALTY TR IN      COM            910197102     6354   222620 SH       DEFINED 03              6700
215920
 UNITED DOMINION REALTY TR IN      COM            910197102     2839    99460 SH       DEFINED 14             97560
1900
 UNITED FIRE & CAS CO              COM            910331107     1114    33855 SH       DEFINED 14              9600
24255
 UNITED INDL CORP                  COM            910671106     4021    66000 SH       DEFINED 14             50200
15800
 UNITED MICROELECTRONICS CORP      SPONSORED ADR  910873207     5447  1597439 SH       DEFINED 14                 0  1597439

 UNITED NAT FOODS INC              COM            911163103     2826    80824 SH       DEFINED 14             23778
57046
 UNITED ONLINE INC                 COM            911268100     2806   218194 SH       DEFINED 14            162334
55860
 UNITED PARCEL SERVICE INC         CL B           911312106   307089  3868596 SH       DEFINED 14           1207856
2660740
 UNITED RENTALS INC                COM            911363109     1949    56494 SH       DEFINED 14             55594
900
 U STORE IT TR                     COM            91274F104     1014    50300 SH       DEFINED 03              3200
47100
 U STORE IT TR                     COM            91274F104       42     2100 SH       DEFINED 14              2100
0
 UNITED STATES STL CORP NEW        COM            912909108      152     2500 SH       DEFINED 13              2500
0
 UNITED STATES STL CORP NEW        COM            912909108    12654   208534 SH       DEFINED 14             77723   130811

 UNITED STATIONERS INC             COM            913004107     5322   100222 SH       DEFINED 14             36139
64083
 UNITED SURGICAL PARTNERS INT      COM            913016309     5280   149097 SH       DEFINED 14             58066
91031
 UNITED TECHNOLOGIES CORP          COM            913017109   218936  3776704 SH       DEFINED 14           1262182
2514522
 UNITED THERAPEUTICS CORP DEL      COM            91307C102     4567    68900 SH       DEFINED 14             63900
5000
 UNITEDHEALTH GROUP INC            COM            91324P102   157223  2814592 SH       DEFINED 14           1022697
1791895
 UNITRIN INC                       COM            913275103     2281    49049 SH       DEFINED 14             48449
600
 UNIVERSAL CORP VA                 COM            913456109      981    26674 SH       DEFINED 14             24174
2500
 UNIVERSAL ELECTRS INC             COM            913483103      198    11200 SH       DEFINED 14             11200
0
 UNIVERSAL FST PRODS INC           COM            913543104     3329    52441 SH       DEFINED 14             22739
29702
 UNIVERSAL HEALTH RLTY INCM T      SH BEN INT     91359E105      402    11000 SH       DEFINED 14             11000
0
 UNIVERSAL HLTH SVCS INC           CL B           913903100     5832   114828 SH       DEFINED 14             88554
26274
 UNIVERSAL TECHNICAL INST INC      COM            913915104     1348    44800 SH       DEFINED 14             13600
31200
 UNIVISION COMMUNICATIONS INC      CL A           914906102   103935  3015217 SH       DEFINED 14            752581
2262636
 UNUMPROVIDENT CORP                COM            91529Y106    11161   544993 SH       DEFINED 14            205519
339474
 URBAN OUTFITTERS INC              COM            917047102     1870    76204 SH       DEFINED 14             73104
3100
 URSTADT BIDDLE PPTYS INS          CL A           917286205      241    13400 SH       DEFINED 14             13400
0
 UTSTARCOM INC                     COM            918076100      400    63595 SH       DEFINED 14             63595
0
 VCA ANTECH INC                    COM            918194101     4906   172263 SH       DEFINED 14            133655
38608
 V F CORP                          COM            918204108    24351   427956 SH       DEFINED 14            207993
219963
 VALASSIS COMMUNICATIONS INC       COM            918866104     1600    54494 SH       DEFINED 14             53594
900
 VALEANT PHARMACEUTICALS INTL      COM            91911X104     1187    74881 SH       DEFINED 14             72681
2200
 VALERO ENERGY CORP NEW            COM            91913Y100       60     1000 SH       DEFINED 10              1000
0
 VALERO ENERGY CORP NEW            COM            91913Y100    69327  1159702 SH       DEFINED 14            427538
732164
 VALLEY NATL BANCORP               COM            919794107      245     9548 SH       DEFINED 14              9548
0
 VALMONT INDS INC                  COM            920253101     1324    31491 SH       DEFINED 14              9189
22302
 VALOR COMMUNICATIONS GROUP I      COM            920255106     2074   157600 SH       DEFINED 14            111100
46500
 VALSPAR CORP                      COM            920355104     2998   107559 SH       DEFINED 14             85859
21700
 VARIAN INC                        COM            922206107       16      400 SH       DEFINED 13               400
0
 VARIAN INC                        COM            922206107     6414   155766 SH       DEFINED 14             97848
57918
 VARIAN SEMICONDUCTOR EQUIPMN      COM            922207105        1       51 SH       DEFINED 13                51
0
 VARIAN SEMICONDUCTOR EQUIPMN      COM            922207105     3637   129509 SH       DEFINED 14             32583
96926
 VARIAN MED SYS INC                COM            92220P105     4999    89010 SH       DEFINED 14             87860     1150

 VECTREN CORP                      COM            92240G101     1630    61780 SH       DEFINED 14             60580
1200
 VEECO INSTRS INC DEL              COM            922417100     1155    49477 SH       DEFINED 14             13049
36428
 VENTAS INC                        COM            92276F100     2035    61320 SH       DEFINED 03              1900
59420
 VENTAS INC                        COM            92276F100      278     8379 SH       DEFINED 14              8379
0
 VENTANA MED SYS INC               COM            92276H106     4085    97800 SH       DEFINED 14             49200
48600
 VENTIV HEALTH INC                 COM            922793104     1771    53300 SH       DEFINED 14             15800
37500
 VANGUARD INDEX FDS                REIT VIPERS    922908553      842    12400 SH       DEFINED 14                 0
12400
 VERISIGN INC                      COM            92343E102     9077   378357 SH       DEFINED 14            144107   234250

 VERITAS DGC INC                   COM            92343P107     5938   130811 SH       DEFINED 14             51487
79324
 VERIZON COMMUNICATIONS            COM            92343V104   349368 10257416 SH       DEFINED 14           3960282
6297134
 VERINT SYS INC                    COM            92343X100      522    14749 SH       DEFINED 14             14749
0
 VERTEX PHARMACEUTICALS INC        COM            92532F100     2166    59210 SH       DEFINED 14             59210
0
 VERTRUE INC                       COM            92534N101     1320    31574 SH       DEFINED 14             12705
18869
 VIAD CORP                         COM NEW        92552R406     1515    44193 SH       DEFINED 14             12985
31208
 VIASAT INC                        COM            92552V100     1203    42000 SH       DEFINED 14             11129
30871
 VIACOM INC NEW                    CL B           92553P201    98195  2530797 SH       DEFINED 14            988623  1542174

 VIASYS HEALTHCARE INC             COM NEW        92553Q209     1890    62832 SH       DEFINED 14             18264
44568
 VICOR CORP                        COM            925815102      871    44170 SH       DEFINED 14             16431
27739
 VIGNETTE CORP                     COM NEW        926734401      798    54100 SH       DEFINED 14             43700
10400
 VIISAGE TECHNOLOGY INC            COM NEW        92675K205      473    27000 SH       DEFINED 10             27000
0
 VIISAGE TECHNOLOGY INC            PUT            92675K205       92    27000 SH PUT   DEFINED 10               270
0
 VIRGINIA COMM BANCORP INC         COM            92778Q109      278     7731 SH       DEFINED 14              6931
800
 VISHAY INTERTECHNOLOGY INC        COM            928298108     5116   359290 SH       DEFINED 14            273954
85336
 VISTEON CORP                      COM            92839U107       70    15306 SH       DEFINED 14             15306
0
 VITAL SIGNS INC                   COM            928469105     1386    25231 SH       DEFINED 14             12238
12993
 VITESSE SEMICONDUCTOR CORP        COM            928497106        0      100 SH       DEFINED 13               100
0
 VITESSE SEMICONDUCTOR CORP        COM            928497106       61    17075 SH       DEFINED 14             17075
0
 VODAFONE GROUP PLC NEW            SPONSORED ADR  92857W100      783    37488 SH       DEFINED 14                 0
37488
 VOLT INFORMATION SCIENCES IN      COM            928703107      880    28788 SH       DEFINED 14             14877
13911
 VORNADO RLTY TR                   SH BEN INT     929042109    12849   133840 SH       DEFINED 03              4300
129540
 VORNADO RLTY TR                   SH BEN INT     929042109    19532   203460 SH       DEFINED 14             79400
124060
 VULCAN MATLS CO                   COM            929160109    41803   482438 SH       DEFINED 14            113824   368614

 W & T OFFSHORE INC                COM            92922P106      278     6900 SH       DEFINED 14              6900
0
 WD-40 CO                          COM            929236107     1086    35192 SH       DEFINED 14              8081
27111
 WCI CMNTYS INC                    COM            92923C104     2754    99000 SH       DEFINED 14             86400
12600
 WGL HLDGS INC                     COM            92924F106      881    28960 SH       DEFINED 14             28960
0
 W HLDG CO INC                     COM            929251106      535    67938 SH       DEFINED 14             47538
20400
 W-H ENERGY SVCS INC               COM            92925E108     4598   103341 SH       DEFINED 14             46002
57339
 WJ COMMUNICATIONS INC             COM            929284107       44    17300 SH       DEFINED 14             17300
0
 WMS INDS INC                      COM            929297109     1265    42028 SH       DEFINED 14             11157    30871

 WPS RESOURCES CORP                COM            92931B106     1747    35499 SH       DEFINED 14             33999
1500
 WSFS FINL CORP                    COM            929328102      220     3500 SH       DEFINED 14              3500
0
 WABASH NATL CORP                  COM            929566107     1860    94186 SH       DEFINED 14             44288
49898
 WACHOVIA CORP 2ND NEW             COM            929903102   289989  5173752 SH       DEFINED 14           2055909
3117843
 WADDELL & REED FINL INC           CL A           930059100     1212    52454 SH       DEFINED 14             52454
0
 WAL MART STORES INC               COM            931142103   336996  7133708 SH       DEFINED 14           2499475
4634233
 WALGREEN CO                       COM            931422109    78379  1817274 SH       DEFINED 14            692703
1124571
 WALTER INDS INC                   COM            93317Q105      219     3291 SH       DEFINED 14              3291
0
 WASHINGTON FED INC                COM            938824109     1312    54207 SH       DEFINED 14             53906
301
 WASHINGTON GROUP INTL INC         COM NEW        938862208      258     4500 SH       DEFINED 14              4500
0
 WASHINGTON MUT INC                COM            939322103    95394  2238240 SH       DEFINED 14           1090726
1147514
 WASHINGTON POST CO                CL B           939640108     4222     5435 SH       DEFINED 14              5427
8
 WASHINGTON TR BANCORP             COM            940610108      222     7900 SH       DEFINED 14              7900
0
 WASTE CONNECTIONS INC             COM            941053100     4069   102219 SH       DEFINED 14             32224
69995
 WASTE MGMT INC DEL                COM            94106L109    35493  1005471 SH       DEFINED 14            382406
623065
 WATERS CORP                       COM            941848103    76404  1770650 SH       DEFINED 14            394893  1375757

 WATSCO INC                        COM            942622200     7296   102687 SH       DEFINED 14             46974
55713
 WATSON PHARMACEUTICALS INC        COM            942683103     5491   191073 SH       DEFINED 14             72803
118270
 WATSON WYATT WORLDWIDE INC        CL A           942712100     2650    81350 SH       DEFINED 14             23970
57380
 WATTS WATER TECHNOLOGIES INC      CL A           942749102     1711    47092 SH       DEFINED 14             12412
34680
 WAUSAU PAPER CORP                 COM            943315101     1341    94639 SH       DEFINED 14             24961
69678
 WAVE SYSTEMS CORP                 CL A           943526103        7    12200 SH       DEFINED 14             12200
0
 WEBEX COMMUNICATIONS INC          COM            94767L109        3      100 SH       DEFINED 13               100
0
 WEBEX COMMUNICATIONS INC          COM            94767L109     2254    66948 SH       DEFINED 14             19774    47174

 WEBSENSE INC                      COM            947684106        6      200 SH       DEFINED 13               200
0
 WEBSENSE INC                      COM            947684106     7939   287858 SH       DEFINED 14             90148
197710
 WEBMETHODS INC                    COM            94768C108       85    10100 SH       DEFINED 14             10100
0
 WEBSTER FINL CORP CONN            COM            947890109     1570    32403 SH       DEFINED 14             32307
96
 WEINGARTEN RLTY INVS              SH BEN INT     948741103     6135   150560 SH       DEFINED 03              4700
145860
 WEINGARTEN RLTY INVS              SH BEN INT     948741103     4907   120416 SH       DEFINED 14            103716
16700
 WEIS MKTS INC                     COM            948849104      530    11900 SH       DEFINED 14             11000
900
 WELLCARE HEALTH PLANS INC         COM            94946T106     1958    43089 SH       DEFINED 14             39189     3900

 WELLMAN INC                       COM            949702104      398    62576 SH       DEFINED 14             31648
30928
 WELLPOINT INC                     COM            94973V107   147006  1898560 SH       DEFINED 14            643511
1255049
 WELLS FARGO & CO NEW              COM            949746101   342321  5359658 SH       DEFINED 14           2109874
3249784
 WENDYS INTL INC                   COM            950590109    11681   188226 SH       DEFINED 14             74971
113255
 WERNER ENTERPRISES INC            COM            950755108     1426    77612 SH       DEFINED 14             73612
4000
 WESBANCO INC                      COM            950810101      426    12978 SH       DEFINED 14             12978
0
 WESCO INTL INC                    COM            95082P105      238     3500 SH       DEFINED 14              3500
0
 WEST COAST BANCORP ORE NEW        COM            952145100      377    13500 SH       DEFINED 14             12400     1100

 WEST PHARMACEUTICAL SVSC INC      COM            955306105     1222    35201 SH       DEFINED 14             31618
3583
 WESTAMERICA BANCORPORATION        COM            957090103      985    18971 SH       DEFINED 14             18971
0
 WESTAR ENERGY INC                 COM            95709T100     6507   312709 SH       DEFINED 14            175909
136800
 WESTERN DIGITAL CORP              COM            958102105    16702   859618 SH       DEFINED 14            409071
450547
 WESTERN GAS RES INC               COM            958259103     1692    35062 SH       DEFINED 14             35062
0
 WESTLAKE CHEM CORP                COM            960413102      936    27100 SH       DEFINED 14             27100
0
 WESTWOOD ONE INC                  COM            961815107      436    39530 SH       DEFINED 14             39530
0
 WEYERHAEUSER CO                   CALL           962166104       68    20000 SH CALL  DEFINED 13               200
0
 WEYERHAEUSER CO                   COM            962166104    49114   678085 SH       DEFINED 14            347292
330793
 WHEELING PITTSBURGH CORP          COM NEW        963142302      231    12600 SH       DEFINED 14                 0
12600
 WHIRLPOOL CORP                    COM            963320106    20850   227948 SH       DEFINED 14            144380
83568
 WHITING PETE CORP NEW             COM            966387102      808    19700 SH       DEFINED 14             19700
0
 WHITNEY HLDG CORP                 COM            966612103     4537   127946 SH       DEFINED 14             37554
90392
 WHOLE FOODS MKT INC               COM            966837106    23682   356442 SH       DEFINED 14             95600
260842
 WILD OATS MARKETS INC             COM            96808B107      781    38400 SH       DEFINED 14             38400
0
 WILLIAMS COS INC DEL              COM            969457100    22134  1034797 SH       DEFINED 14            390481   644316

 WILLIAMS SONOMA INC               COM            969904101     2935    69212 SH       DEFINED 14             67572
1640
 WILMINGTON TRUST CORP             COM            971807102     3120    71964 SH       DEFINED 14             69164
2800
 WILSHIRE BANCORP INC              COM            97186T108      405    21800 SH       DEFINED 14             21800
0
 WIND RIVER SYSTEMS INC            COM            973149107        3      262 SH       DEFINED 13               262
0
 WIND RIVER SYSTEMS INC            COM            973149107     3270   262665 SH       DEFINED 14            237428
25237
 WINNEBAGO INDS INC                COM            974637100     2062    67964 SH       DEFINED 14             18897
49067
 WINSTON HOTELS INC                COM            97563A102      391    34400 SH       DEFINED 14             31600
2800
 WINTRUST FINANCIAL CORP           COM            97650W108        6      100 SH       DEFINED 13               100
0
 WINTRUST FINANCIAL CORP           COM            97650W108     4230    72716 SH       DEFINED 14             31286
41430
 WIPRO LTD                         SPON ADR 1 SH  97651M109     2830   190300 SH       DEFINED 14             36500
153800
 WISCONSIN ENERGY CORP             COM            976657106     2748    68729 SH       DEFINED 14             68629
100
 WOLVERINE TUBE INC                COM            978093102      111    27507 SH       DEFINED 14              7169
20338
 WOLVERINE WORLD WIDE INC          COM            978097103     2558   115581 SH       DEFINED 14             33040
82541
 WOODWARD GOVERNOR CO              COM            980745103     3125    93997 SH       DEFINED 14             37977
56020
 WORLD ACCEP CORP DEL              COM            981419104     2380    86854 SH       DEFINED 14             35512
51342
 WORLD FUEL SVCS CORP              COM            981475106     2133    52745 SH       DEFINED 14             15600    37145

 WORTHINGTON INDS INC              COM            981811102      856    42671 SH       DEFINED 14             42671
0
 WRIGLEY WM JR CO                  COM            982526105    20412   318944 SH       DEFINED 14            122379
196565
 WYETH                             COM            983024100   244578  5040775 SH       DEFINED 14           1767616
3273159
 WYNN RESORTS LTD                  COM            983134107      475     6185 SH       DEFINED 14              6165
20
 XM SATELLITE RADIO HLDGS INC      CL A           983759101      415    18650 SH       DEFINED 14             18300
350
 X-RITE INC                        COM            983857103      523    39400 SH       DEFINED 14             14374
25026
 XTO ENERGY INC                    COM            98385X106    30674   704016 SH       DEFINED 14            249670
454346
 XCEL ENERGY INC                   COM            98389B100    21404  1179264 SH       DEFINED 14            706364   472900

 XILINX INC                        COM            983919101        2       69 SH       DEFINED 13                69
0
 XILINX INC                        COM            983919101    61438  2413110 SH       DEFINED 14            591941
1821169
 XEROX CORP                        COM            984121103    82315  5415442 SH       DEFINED 14           1543768
3871674
 XEROX CORP                        PFD CONV SER C 984121509     6264    50000 SH       DEFINED 03                 0
50000
 YRC WORLDWIDE INC                 COM            984249102     2095    55052 SH       DEFINED 14             53252
1800
 YAHOO INC                         COM            984332106    73251  2270649 SH       DEFINED 14            867440
1403209
 YANKEE CANDLE INC                 COM            984757104      397    14500 SH       DEFINED 14             14500
0
 YUM BRANDS INC                    COM            988498101    96692  1978954 SH       DEFINED 14            564350  1414604

 ZALE CORP NEW                     COM            988858106     3182   113537 SH       DEFINED 14             42151
71386
 ZEBRA TECHNOLOGIES CORP           CL A           989207105        3       62 SH       DEFINED 13                62
0
 ZEBRA TECHNOLOGIES CORP           CL A           989207105     2151    48100 SH       DEFINED 14             47500
600
 ZENITH NATL INS CORP              COM            989390109     3884    80691 SH       DEFINED 14             20266
60425
 ZHONE TECHNOLOGIES INC NEW        COM            98950P108       32    12095 SH       DEFINED 14             12095
0
 ZIMMER HLDGS INC                  COM            98956P102    29406   435006 SH       DEFINED 14            168335
266671
 ZIONS BANCORPORATION              COM            989701107    22909   276915 SH       DEFINED 14            157990
118925
 ZORAN CORP                        COM            98975F101     7946   363145 SH       DEFINED 14            218000   145145

 ZOLTEK COS INC                    COM            98975W104     1250    54700 SH       DEFINED 10             54700
0
 ZOLTEK COS INC                    PUT            98975W104       14    55000 SH PUT   DEFINED 10               550
0
 ACE LTD                           ORD            G0070K103    62334  1198505 SH       DEFINED 14            514641
683864
 AXIS CAPITAL HOLDINGS             SHS            G0692U109      317    10600 SH       DEFINED 14              9900
700
 ACCENTURE LTD BERMUDA             CL A           G1150G111     1561    51900 SH       DEFINED 14             44900
7000
 BUNGE LIMITED                     COM            G16962105     1914    34360 SH       DEFINED 14              9600
24760
 COOPER INDS LTD                   CL A           G24182100    36715   422498 SH       DEFINED 14            121191
301307
 EVEREST RE GROUP LTD              COM            G3223R108     5108    54711 SH       DEFINED 14             52779     1932

 FOSTER WHEELER LTD                SHS NEW        G36535139       49     1040 SH       DEFINED 13              1040
0
 FOSTER WHEELER LTD                SHS NEW        G36535139      248     5252 SH       DEFINED 14              5252
0
 GARMIN LTD                        ORD            G37260109      349     4400 SH       DEFINED 14              4400
0
 GLOBALSANTAFE CORP                SHS            G3930E101     1174    19326 SH       DEFINED 14             19077
249
 INGERSOLL-RAND COMPANY LTD        CL A           G4776G101   128904  3084558 SH       DEFINED 14            952930
2131628
 MARVELL TECHNOLOGY GROUP LTD      ORD            G5876H105        0        7 SH       DEFINED 13                 7
0
 MARVELL TECHNOLOGY GROUP LTD      ORD            G5876H105     3930    72645 SH       DEFINED 14             17000
55645
 NABORS INDUSTRIES LTD             SHS            G6359F103    56331   786961 SH       DEFINED 14            265935   521026

 NOBLE CORPORATION                 SHS            G65422100    19628   242022 SH       DEFINED 14             93622
148400
 PARTNERRE LTD                     COM            G6852T105      270     4350 SH       DEFINED 14              4200
150
 QUANTA CAPITAL HLDGS LTD          SHS            G7313F106       74    24603 SH       DEFINED 13             24603
0
 RENAISSANCERE HOLDINGS LTD        COM            G7496G103      362     8300 SH       DEFINED 14              5500
2800
 SEAGATE TECHNOLOGY                SHS            G7945J104     1475    56006 SH       DEFINED 14             33806
22200
 TRANSOCEAN INC                    ORD            G90078109    48103   599037 SH       DEFINED 14            224576
374461
 WEATHERFORD INTERNATIONAL LT      COM            G95089101    27417   599286 SH       DEFINED 14            230224
369062
 WHITE MTNS INS GROUP LTD          COM            G9618E107      421      708 SH       DEFINED 14               708
0
 XL CAP LTD                        CL A           G98255105    20342   317295 SH       DEFINED 14            122040
195255
 XOMA LTD                          ORD            G9825R107       25    11100 SH       DEFINED 14             11100
0
 CHECK POINT SOFTWARE TECH LT      ORD            M22465104     3095   154620 SH       DEFINED 14             30020
124600
 M SYS FLASH DISK PIONEERS LT      ORD            M7061C100      763    29500 SH       DEFINED 14              6000
23500
 ORBOTECH LTD                      ORD            M75253100        1       22 SH       DEFINED 13                22
0
 ORBOTECH LTD                      ORD            M75253100     1453    59000 SH       DEFINED 14             11500
47500
 ROYAL CARIBBEAN CRUISES LTD       COM            V7780T103      590    14050 SH       DEFINED 14             10000
4050
 OMI CORP NEW                      COM            Y6476W104      492    27300 SH       DEFINED 14              7900    19400