-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, D45kMP01k3bxJwILXKAtJvomUTuwQix/ayuwvnWRhY9UZPDBMupsMNajKV3itTCY WFEljDemikNbKSmZaA3fzw== 0000728889-06-000438.txt : 20060515 0000728889-06-000438.hdr.sgml : 20060515 20060512181628 ACCESSION NUMBER: 0000728889-06-000438 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060303 FILED AS OF DATE: 20060515 DATE AS OF CHANGE: 20060512 EFFECTIVENESS DATE: 20060515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER FUNDS INC CENTRAL INDEX KEY: 0000728889 IRS NUMBER: 000000000 STATE OF INCORPORATION: CO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00203 FILM NUMBER: 06836498 BUSINESS ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY STREET 2: N/A CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 BUSINESS PHONE: 303-768-3200 MAIL ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY STREET 2: N/A CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 FORMER COMPANY: FORMER CONFORMED NAME: OPPENHEIMER MANAGEMENT CORP DATE OF NAME CHANGE: 19940131 13F-HR 1 form13f0306ofi.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Mar 31, 2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 28-203 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: Steve McCandless Title: Corporate Compliance Analyst Phone: (303) 768-2958 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Steve McCandless Centennial, CO May 03, 2006 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None AAR CORP COMMON STOCK 000361105 5822 204434 DEFINED 02 03 204434 ABX AIR INC - W/I COMMON STOCK 00080S101 1735 254700 SOLE 254700 ACCO BRANDS CORP COMMON STOCK 00081T108 1 25 DEFINED 03 25 A D C TELECOMMUNICATIONS NEW COMMON STOCK 000886309 7 293 DEFINED 03 293 ADC TELECOMM CV CONVERTIBLE BONDS 000886AB7 3326 3000000 SOLE 3000000 ADE CORP/MA COMMON STOCK 00089C107 5665 185000 SOLE 185000 AFC ENTERPRISES INC COMMON STOCK 00104Q107 58 4200 DEFINED 02 4200 AFLAC INC COMMON STOCK 001055102 63947 1416935 DEFINED 02 03 1416935 AGCO CORP COMMON STOCK 001084102 10644 513200 SOLE 513200 AES CORPORATION COMMON STOCK 00130H105 295988 17349795 DEFINED 02 03 17349795 AK STEEL HLDG CORP COMMON STOCK 001547108 27383 1825500 DEFINED 02 1825500 AMB PROPERTY CORP COMMON STOCK 00163T109 576 10600 DEFINED 02 10600 AMICAS INC COMMON STOCK 001712108 888 188200 SOLE 188200 AMN HEALTHCARE SVCS COMMON STOCK 001744101 3596 192100 SOLE 192100 AMR CORPORATION - DEL COMMON STOCK 001765106 189829 7017690 SOLE 7017690 ATI TECHNOLOGIES INC COMMON STOCK 001941103 102029 5938848 DEFINED 03 5938848 AT&T INC COMMON STOCK 00206R102 125043 4624374 DEFINED 02 03 4624374 ATMI INC COMMON STOCK 00207R101 13007 430680 SOLE 430680 ATP OIL & GAS CORPORATION COMMON STOCK 00208J108 1480 33700 SOLE 33700 AVX CORP COMMON STOCK 002444107 2986 168700 SOLE 168700 AARON RENTS INC COMMON STOCK 002535201 285 10505 DEFINED 02 03 10505 ABBOTT LABORATORIES COMMON STOCK 002824100 51792 1219495 DEFINED 02 03 1219495 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 12 200 SOLE 200 ABGENIX INC COMMON STOCK 00339B107 15701 697800 SOLE 697800 ACADIA PHARMACEUTICALS COMMON STOCK 004225108 468 29290 SOLE 29290 ACADIA REALTY TRUST COMMON STOCK 004239109 358 15200 SOLE 15200 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 14167 276800 SOLE 276800 ACCURIDE CORP COMMON STOCK 004398103 394 34300 SOLE 34300 ACE CASH EXPRESS INC. COMMON STOCK 004403101 441 17700 SOLE 17700 ACTIVISION INC COMMON STOCK 004930202 65591 4756435 DEFINED 03 4756435 ACTUATE CORPORATION COMMON STOCK 00508B102 218 51200 SOLE 51200 ACTUANT CORP-CL A COMMON STOCK 00508X203 57646 941617 DEFINED 03 941617 ACUITY BRANDS INC COMMON STOCK 00508Y102 14655 366380 DEFINED 03 366380 ACXIOM CORPORATION COMMON STOCK 005125109 4326 167400 SOLE 167400 ADAMS RESPIRATORY THERA COMMON STOCK 00635P107 13982 351580 SOLE 351580 ADESA INC COMMON STOCK 00686U104 519 19400 SOLE 19400 ADMINISTAFF INC COMMON STOCK 007094105 17819 327800 SOLE 327800 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 391199 11202721 DEFINED 02 03 11202721 ADTRAN INC COMMON STOCK 00738A106 11732 448134 DEFINED 02 448134 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 12 300 SOLE 300 ADVANCED DIGITAL INFO COMMON STOCK 007525108 3667 417690 SOLE 417690 ADVO INC. COMMON STOCK 007585102 7050 220311 DEFINED 03 220311 AEROFLEX INC COMMON STOCK 007768104 11440 833215 DEFINED 03 833215 AEROPOSTALE INC COMMON STOCK 007865108 4165 138100 SOLE 138100 ADVANCED MICRO DEVICES COMMON STOCK 007903107 1001050 30188479 DEFINED 02 03 30188479 AEGON NV COMMON STOCK 007924103 1 37 DEFINED 03 37 ADVANTA CORP-CL B COMMON STOCK 007942204 7828 212300 SOLE 212300 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 4399 311300 SOLE 311300 ADVENT SOFTWARE INC COMMON STOCK 007974108 2890 101700 SOLE 101700 AES TRUST III 6.75% CV CONV PREF STOCK 00808N202 8515 182500 SOLE 182500 AETNA INC-NEW COMMON STOCK 00817Y108 82488 1678632 DEFINED 02 03 1678632 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 138609 2323313 DEFINED 03 2323313 AFFILIATED MANAGERS GR COMMON STOCK 008252108 47977 450023 DEFINED 03 450023 AFFYMETRIX, INC. COMMON STOCK 00826T108 84822 2575842 SOLE 2575842 AFFIRMATIVE INSURANCE HLD COMMON STOCK 008272106 584 44204 SOLE 44204 AFTERMARKET TECHNOLOGY COMMON STOCK 008318107 3618 160000 SOLE 160000 AGERE SYSTEMS INC COMMON STOCK 00845V308 20 1325 DEFINED 03 1325 AGERE SYSTEMS CV CONVERTIBLE BONDS 00845VAA8 22775 23005000 DEFINED 03 23005000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 105418 2807400 SOLE 2807400 AGNICO-EAGLE MINES LTD COMMON STOCK 008474108 18288 600600 SOLE 600600 AGILYSYS INC COMMON STOCK 00847J105 3753 249205 DEFINED 02 03 249205 AGREE REALTY CORP COMMON STOCK 008492100 2013 62700 SOLE 62700 AGRIUM INC COMMON STOCK 008916108 9980 395100 SOLE 395100 AIR METHODS CORP COMMON STOCK 009128307 381 12900 SOLE 12900 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 3081 45865 DEFINED 02 03 45865 AIRGAS INC COMMON STOCK 009363102 3104 79400 SOLE 79400 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 3019 166700 SOLE 166700 AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 27146 825370 SOLE 825370 ALASKA AIR GROUP INC COMMON STOCK 011659109 14577 411210 DEFINED 02 03 411210 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 3064 252615 DEFINED 02 03 252615 ALBANY INTL CORP CL A COMMON STOCK 012348108 12478 327600 SOLE 327600 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 2568 252800 SOLE 252800 ALBERMARLE CORP. COMMON STOCK 012653101 1138 25100 SOLE 25100 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 67 1510 DEFINED 02 03 1510 ALBERTSON'S INC COMMON STOCK 013104104 11565 450500 DEFINED 02 450500 ALCOA INC COMMON STOCK 013817101 27022 884264 DEFINED 02 03 884264 ALDERWOODS GROUP INC COMMON STOCK 014383103 2433 135900 SOLE 135900 ALERIS INTERNATIONAL INC COMMON STOCK 014477103 7090 147500 DEFINED 02 147500 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 28609 600022 DEFINED 03 600022 ALEXANDRIA R E EQUITIES I COMMON STOCK 015271109 1554 16300 DEFINED 02 16300 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 118 3330 DEFINED 02 03 3330 ALFA CORP COMMON STOCK 015385107 927 54070 DEFINED 02 03 54070 ALKERMES INC COMMON STOCK 01642T108 27768 1259336 SOLE 1259336 ***ALLEGHANY CORP COMMON STOCK 017175100 1742 6018 SOLE 6018 ALLEGHENY ENERGY INC COMMON STOCK 017361106 5 141 DEFINED 03 141 ALLEGHENY TECH., INC. COMMON STOCK 01741R102 4120 67347 DEFINED 03 67347 ALLERGAN INCORPORATED COMMON STOCK 018490102 54598 503207 SOLE 503207 ALLERGAN INC CV CONVERTIBLE BONDS 018490AE2 4974 4003000 DEFINED 03 4003000 ALLETE INC COMMON STOCK 018522300 1365 29300 SOLE 29300 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 61986 1325334 DEFINED 03 1325334 ALLIANT ENERGY CORP COMMON STOCK 018802108 2841 90300 DEFINED 02 03 90300 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 12556 162700 SOLE 162700 ALLIANT TECHSYS CV CONVERTIBLE BONDS 018804AH7 6448 6005000 DEFINED 03 6005000 Allianz AG ADR AMER DEP RECEIPT 018805101 1779 106633 DEFINED 02 03 106633 ALLIED CAP CORP NEW COMMON STOCK 01903Q108 5 175 DEFINED 03 175 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 3301 269675 DEFINED 03 269675 ALLSCRIPTS HEALTHCARE COMMON STOCK 01988P108 3028 165400 SOLE 165400 ALLSTATE CORPORATION COMMON STOCK 020002101 103182 1980089 DEFINED 02 03 1980089 ALLTEL CORP COMMON STOCK 020039103 10574 163311 DEFINED 02 03 163311 ALNYLAM PHARMACEUTICALS COMMON STOCK 02043Q107 802 45600 SOLE 45600 ALON USA ENERGY COMMON STOCK 020520102 803 32600 SOLE 32600 ALPHARMA INC COMMON STOCK 020813101 16229 605100 DEFINED 02 03 605100 ALTERA CORPORATION COMMON STOCK 021441100 120048 5816280 DEFINED 02 5816280 ALTIRIS INC COMMON STOCK 02148M100 2731 124100 SOLE 124100 ALTRIA GROUP INC COMMON STOCK 02209S103 947386 13369833 DEFINED 02 03 13369833 AMAZON.COM INC COMMON STOCK 023135106 69828 1912571 DEFINED 03 1912571 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 204540 2569606 DEFINED 03 2569606 AMBASSADORS GROUP INC COMMON STOCK 023177108 2215 87200 SOLE 87200 AMCOL INT'L CORP COMMON STOCK 02341W103 397 13800 SOLE 13800 AMDOCS LIMITED CONVERTIBLE BONDS 02342TAD1 3985 4000000 SOLE 4000000 AMERADA HESS CORP. COMMON STOCK 023551104 92537 649835 DEFINED 02 03 649835 AMERADA HESS 7.0% CV CONV PREF STOCK 023551401 11174 93310 DEFINED 03 93310 AMERCO COMMON STOCK 023586100 6423 64900 SOLE 64900 AMEREN CORP COMMON STOCK 023608102 3 54 DEFINED 03 54 AMERICA MOVIL-ADR SER L AMER DEP RECEIPT 02364W105 131424 3836080 DEFINED 03 3836080 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 266 15500 SOLE 15500 AMERICAN CAP STRATEGIES LTD COMMON STOCK 024937104 3472 98738 DEFINED 02 03 98738 AMERICAN COMMERCIAL LINES COMMON STOCK 025195207 2459 52100 SOLE 52100 AMERICAN ELEC POWER COMMON STOCK 025537101 5621 165215 DEFINED 02 03 165215 AMERICAN EAGLE OUTFITTERS IN COMMON STOCK 02553E106 13952 467240 DEFINED 03 467240 AMERICAN EQUITY INVT LIFE COMMON STOCK 025676206 4833 337000 SOLE 337000 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 230523 4386735 DEFINED 02 03 4386735 AMERICAN EXPRESS CONVERTIBLE BONDS 025816AS8 5 5000 DEFINED 03 5000 AMERICAN FINL GROUP INC COMMON STOCK 025932104 4106 98700 DEFINED 02 98700 AMER GREETINGS CORP COMMON STOCK 026375105 12896 596426 DEFINED 02 03 596426 AMERICAN HOME MTG INVT CORP COMMON STOCK 02660R107 277 8880 DEFINED 02 03 8880 AMERICAN INTERNTL GP COMMON STOCK 026874107 790876 11966649 DEFINED 02 03 11966649 AMERICAN PHYSICIANS INC COMMON STOCK 028884104 4056 84500 DEFINED 02 84500 AMERICAN RETIREMENT CORP COMMON STOCK 028913101 153 6000 DEFINED 02 6000 AMERICAN RAILCAR INDSTRY COMMON STOCK 02916P103 3840 109500 SOLE 109500 AMERICAN SCIENCE & ENGN COMMON STOCK 029429107 2232 23900 SOLE 23900 AMERICAN STANDARD COS INC COMMON STOCK 029712106 484 11282 DEFINED 03 11282 AMERICAN TOWER CORP COMMON STOCK 029912201 150294 4956930 SOLE 4956930 AMERICAN TOWER CV CONVERTIBLE BONDS 029912AR3 7912 5004000 DEFINED 03 5004000 AMERICAN SUPERCONDUCTOR COMMON STOCK 030111108 11435 1007494 SOLE 1007494 AMERICREDIT CORP COMMON STOCK 03060R101 22147 720700 SOLE 720700 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 4977 193000 SOLE 193000 AMERON INTL CORP COMMON STOCK 030710107 461 6300 SOLE 6300 AMERUS GROUP CO COMMON STOCK 03072M108 21048 349404 DEFINED 02 349404 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 37818 783458 DEFINED 02 03 783458 AMERIGROUP CORP COMMON STOCK 03073T102 4 200 SOLE 200 AMERIPRISE FINANCIAL W/I COMMON STOCK 03076C106 35876 796189 DEFINED 02 03 796189 AMETEK INC COMMON STOCK 031100100 41607 925430 DEFINED 03 925430 AMGEN INCORPORATED COMMON STOCK 031162100 732399 10067339 DEFINED 02 03 10067339 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 3613 418120 DEFINED 02 03 418120 AMPHENOL CORP. CL A COMMON STOCK 032095101 31700 607525 DEFINED 03 607525 AMSOUTH BANCORPORATION COMMON STOCK 032165102 13 489 DEFINED 03 489 AMYLIN PHARMACEUTICALS COMMON STOCK 032346108 6302 128740 DEFINED 02 03 128740 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 100937 999285 DEFINED 02 03 999285 ANADIGICS INC COMMON STOCK 032515108 1436 181800 SOLE 181800 ANADYS PHARMACEUTICALS COMMON STOCK 03252Q408 640 39700 SOLE 39700 ANALOG DEVICES INC. COMMON STOCK 032654105 71293 1861916 DEFINED 03 1861916 ANALOGIC CORP COMMON STOCK 032657207 7123 107600 SOLE 107600 ANAREN MICROWAVE INC COMMON STOCK 032744104 1935 99400 SOLE 99400 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 730 24100 SOLE 24100 ANDERSONS INC COMMON STOCK 034164103 1236 15800 SOLE 15800 ANDREW CORP COMMON STOCK 034425108 4385 357100 SOLE 357100 ANDRX CORP COMMON STOCK 034553107 14847 625400 SOLE 625400 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 1557 105168 DEFINED 03 105168 ANGLOGOLD ASHANTI ADR AMER DEP RECEIPT 035128206 1 18 DEFINED 03 18 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 603 14105 DEFINED 02 03 14105 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 492 40300 SOLE 40300 ANIXTER INTL INC COMMON STOCK 035290105 10530 220390 DEFINED 02 03 220390 ANNTAYLOR STORES CORP COMMON STOCK 036115103 9510 258500 SOLE 258500 ANSOFT CORP COMMON STOCK 036384105 4314 103473 SOLE 103473 ANSYS, INC. COMMON STOCK 03662Q105 7868 145298 SOLE 145298 ANTEON INTL CORP COMMON STOCK 03674E108 153 2800 SOLE 2800 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 10980 1000000 SOLE 1000000 AON CORP COMMON STOCK 037389103 63404 1527450 SOLE 1527450 APACHE CORPORATION COMMON STOCK 037411105 220794 3370397 DEFINED 02 03 3370397 APOGEE ENTERPRISES INC COMMON STOCK 037598109 1418 84000 SOLE 84000 APOLLO GROUP INC -CL A COMMON STOCK 037604105 379122 7219990 SOLE 7219990 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 25456 1429300 SOLE 1429300 APPLE COMPUTER INC COMMON STOCK 037833100 240382 3832625 DEFINED 02 03 3832625 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 5107 208040 DEFINED 03 208040 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 18966 698832 SOLE 698832 APPLIED FILM CORP COMMON STOCK 038197109 37 1921 DEFINED 03 1921 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 12391 277815 DEFINED 02 03 277815 APPLIED MATERIALS INC. COMMON STOCK 038222105 107827 6158029 DEFINED 02 03 6158029 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 5074 1246725 DEFINED 02 03 1246725 APTARGROUP INC. COMMON STOCK 038336103 2127 38500 SOLE 38500 AQUANTIVE INC COMMON STOCK 03839G105 23866 1013850 SOLE 1013850 ARAMARK CORP CL B COMMON STOCK 038521100 9 300 SOLE 300 ARBITRON INC COMMON STOCK 03875Q108 707 20900 DEFINED 02 20900 ARCH CHEMICALS INC COMMON STOCK 03937R102 511 16810 DEFINED 02 03 16810 ARCH COAL INC COMMON STOCK 039380100 8 100 SOLE 100 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 7064 209949 DEFINED 03 209949 ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 17594 360750 SOLE 360750 ARCTIC CAT INC COMMON STOCK 039670104 137 5700 SOLE 5700 ARDEN GROUP INC COMMON STOCK 039762109 1087 11698 SOLE 11698 ARDEN REALITY INC COMMON STOCK 039793104 1494 33100 SOLE 33100 ARENA PHARMACEUTICALS COMMON STOCK 040047102 47887 2644248 SOLE 2644248 ARGONAUT GROUP INC COMMON STOCK 040157109 11319 318400 SOLE 318400 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 24 3600 DEFINED 02 3600 ARIBA INC COMMON STOCK 04033V203 1732 177100 DEFINED 02 03 177100 ARKANSAS BEST CORP COMMON STOCK 040790107 12057 308215 DEFINED 02 03 308215 ARMOR HOLDINGS INC COMMON STOCK 042260109 7875 135100 DEFINED 02 135100 ARQULE INC COMMON STOCK 04269E107 492 85800 SOLE 85800 ARRIS GROUP INC COMMON STOCK 04269Q100 4640 337192 SOLE 337192 ARRAY BIOPHARMA COMMON STOCK 04269X105 976 106800 SOLE 106800 ARROW ELECTRONICS INC COMMON STOCK 042735100 16563 513275 SOLE 513275 ARROW INTL INC COMMON STOCK 042764100 3 105 DEFINED 03 105 ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 303 94500 SOLE 94500 ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 983 89800 SOLE 89800 ARTHROCARE CORP COMMON STOCK 043136100 10725 224280 SOLE 224280 ARVINMERITOR INC COMMON STOCK 043353101 9264 621300 SOLE 621300 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 1812 91900 DEFINED 02 91900 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 126 10134 DEFINED 03 10134 ASHLAND INC COMMON STOCK 044209104 7241 101872 SOLE 101872 ASIAINFO HOLDINGS INC COMMON STOCK 04518A104 488 97500 SOLE 97500 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 9028 329000 DEFINED 02 329000 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 5783 457128 DEFINED 02 03 457128 ASPREVA PHARMACEUTICALS COMMON STOCK 04538T109 3694 148430 SOLE 148430 ASSET ACCEPTANCE CAPITAL COMMON STOCK 04543P100 2936 150800 SOLE 150800 ASSOCIATED ESTATES REALTY COMMON STOCK 045604105 289 25700 SOLE 25700 ASSURANT INC COMMON STOCK 04621X108 768 15600 SOLE 15600 ASTA FUNDING INC COMMON STOCK 046220109 4199 126252 DEFINED 02 03 126252 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 6889 191905 DEFINED 02 03 191905 ASTORIA FINL CORP COMMON STOCK 046265104 15570 502900 SOLE 502900 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 2911 279595 DEFINED 03 279595 ATHEROGENICS INC COMMON STOCK 047439104 35544 2177971 SOLE 2177971 ATHEROS COMMUNICATIONS COMMON STOCK 04743P108 9602 366630 SOLE 366630 ATLAS AMERICA INC COMMON STOCK 049167109 3588 75052 SOLE 75052 ATMEL CORP COMMON STOCK 049513104 2647 560955 DEFINED 02 03 560955 ATMOS ENERGY CORP COMMON STOCK 049560105 645 24500 SOLE 24500 ATWOOD OCEANICS INC COMMON STOCK 050095108 16 155 DEFINED 03 155 AUDIOVOX CORP -CL A COMMON STOCK 050757103 109 9100 SOLE 9100 AUTODESK INC. COMMON STOCK 052769106 156082 4051984 DEFINED 02 03 4051984 AUTOLIV INC COMMON STOCK 052800109 43233 764100 SOLE 764100 AUTOMATIC DATA PROC COMMON STOCK 053015103 381029 8341271 DEFINED 02 03 8341271 AUTONATION INC. COMMON STOCK 05329W102 16215 752400 DEFINED 02 752400 AUTOZONE INC COMMON STOCK 053332102 129 1297 DEFINED 03 1297 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 12937 118575 DEFINED 02 118575 AVAYA INC COMMON STOCK 053499109 27700 2451289 DEFINED 03 2451289 AVERY-DENNISON CORP COMMON STOCK 053611109 27 452 DEFINED 02 03 452 AVIALL COMMON STOCK 05366B102 708 18600 SOLE 18600 AVISTA CORP COMMON STOCK 05379B107 5191 251400 SOLE 251400 AVNET INCORPORATED COMMON STOCK 053807103 7540 297077 SOLE 297077 AVOCENT CORP COMMON STOCK 053893103 10517 331346 DEFINED 02 331346 AVON PRODUCTS INC COMMON STOCK 054303102 156643 5025433 DEFINED 02 03 5025433 AXA Spon ADR AMER DEP RECEIPT 054536107 1860 53229 DEFINED 02 03 53229 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 1856 316700 SOLE 316700 AZTAR CORP COMMON STOCK 054802103 8948 213100 SOLE 213100 BB&T CORPORATION COMMON STOCK 054937107 45082 1150052 DEFINED 02 03 1150052 B&G FOODS INC. COMMON STOCK 05508R205 12618 875000 SOLE 875000 BELL CANADA ENTERPRISES COMMON STOCK 05534B109 346 12310 SOLE 12310 BG PLC ADR FNL INSTLLM AMER DEP RECEIPT 055434203 141 2242 DEFINED 03 2242 THE BISYS GROUP INC COMMON STOCK 055472104 34146 2533090 DEFINED 03 2533090 BJ SERVICES CO COMMON STOCK 055482103 37908 1095613 DEFINED 03 1095613 BJS WHSL CLUB INC COMMON STOCK 05548J106 2689 85330 DEFINED 03 85330 The BOC Group PLC AMER DEP RECEIPT 055617609 949 17712 DEFINED 02 03 17712 BP PLC - ADR AMER DEP RECEIPT 055622104 603455 8753346 DEFINED 02 03 8753346 BRE PROPERTIES -CL A COMMON STOCK 05564E106 8932 159500 SOLE 159500 BMC SOFTWARE INC. COMMON STOCK 055921100 21258 981420 DEFINED 02 03 981420 BADGER METER INC COMMON STOCK 056525108 91 1600 SOLE 1600 BAKER (MICHAEL) CORP COMMON STOCK 057149106 1739 61400 SOLE 61400 BAKER HUGHES INC COMMON STOCK 057224107 33 474 DEFINED 02 03 474 BALDOR ELECTRIC COMMON STOCK 057741100 1494 44100 DEFINED 02 44100 BALDWIN & LYONS -CL B COMMON STOCK 057755209 42 1600 SOLE 1600 BALL CORP COMMON STOCK 058498106 3316 75638 DEFINED 02 03 75638 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 305 32500 SOLE 32500 BALLY TECHNOLOGIES INC COMMON STOCK 05874B107 544 31980 DEFINED 03 31980 BANCFIRST CORP COMMON STOCK 05945F103 90 2075 DEFINED 02 03 2075 BANCO BILBAO VIZCAYA-SP AMER DEP RECEIPT 05946K101 1868 89569 DEFINED 02 03 89569 BANCO ITAU HLDG FINANCIERA S AMER DEP RECEIPT 059602201 46 1545 DEFINED 03 1545 BANCORPSOUTH INC COMMON STOCK 059692103 353 14700 SOLE 14700 BANK OF AMERICA CORP. COMMON STOCK 060505104 671991 14756059 DEFINED 02 03 14756059 BANK OF HAWAII CORP COMMON STOCK 062540109 1940 36400 SOLE 36400 BANK MUTUAL CORP COMMON STOCK 063750103 801 67630 SOLE 67630 BANK OF N Y CO COMMON STOCK 064057102 60857 1688590 DEFINED 02 03 1688590 BANKRATE INC COMMON STOCK 06646V108 1908 43800 SOLE 43800 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 3700 136830 DEFINED 02 03 136830 BANTA CORP COMMON STOCK 066821109 6700 128900 SOLE 128900 C R BARD, INCORPORATED COMMON STOCK 067383109 95571 1409406 DEFINED 02 03 1409406 Barclays PLC Spon ADR AMER DEP RECEIPT 06738E204 1673 35741 DEFINED 02 03 35741 BARNES & NOBLE INC COMMON STOCK 067774109 20655 446601 DEFINED 02 446601 BARNES GROUP INC COMMON STOCK 067806109 3734 92200 SOLE 92200 BARRICK GOLD CORP COMMON STOCK 067901108 34080 1251074 DEFINED 02 03 1251074 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 1765 59221 DEFINED 03 59221 BAUSCH & LOMB INC COMMON STOCK 071707103 5753 90316 DEFINED 02 03 90316 BAXTER INTERNATIONAL COMMON STOCK 071813109 45679 1177011 DEFINED 02 03 1177011 BE AEROSPACE INC COMMON STOCK 073302101 29313 1166899 SOLE 1166899 BEA SYSTEMS INC COMMON STOCK 073325102 22322 1700100 SOLE 1700100 BEAR STEARNS COMMON STOCK 073902108 159472 1149763 DEFINED 02 03 1149763 BEARINGPOINT INC COMMON STOCK 074002106 3380 398100 SOLE 398100 BEAZER HOMES USA INC COMMON STOCK 07556Q105 1327 20200 DEFINED 02 20200 BEBE STORES INC COMMON STOCK 075571109 2077 112751 SOLE 112751 BECKMAN COULTER INC COMMON STOCK 075811109 19848 363707 DEFINED 03 363707 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 59813 971300 SOLE 971300 BED BATH & BEYOND INC. COMMON STOCK 075896100 15576 405600 DEFINED 03 405600 BELDEN CDT INC COMMON STOCK 077454106 9568 351359 SOLE 351359 BELL MICROPRODUCTS INC COMMON STOCK 078137106 659 106900 SOLE 106900 BELLSOUTH CORPORATION COMMON STOCK 079860102 108632 3135099 DEFINED 02 03 3135099 BELO CORP-CL A COMMON STOCK 080555105 1662 83600 DEFINED 02 83600 BENCHMARK ELECTRONICS COMMON STOCK 08160H101 56 1471 DEFINED 03 1471 BENTLEY PHARMACEUTICALS COMMON STOCK 082657107 340 25845 DEFINED 02 03 25845 BERKLEY W R CORP COMMON STOCK 084423102 10259 176698 DEFINED 02 03 176698 BERKSHIRE HATH- B COMMON STOCK 084670207 140163 46535 SOLE 46535 BERKSHIRE HILLS BANCORP COMMON STOCK 084680107 171 4900 SOLE 4900 BERRY PETROLEUM - CL A COMMON STOCK 085789105 7 100 SOLE 100 BEST BUY COMPANY INC. COMMON STOCK 086516101 375155 6707585 DEFINED 02 03 6707585 BEVERLY HILLS BANCORP INC COMMON STOCK 087866109 6002 566273 SOLE 566273 BHP Billiton Ltd ADR AMER DEP RECEIPT 088606108 2206 55342 DEFINED 02 03 55342 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 34 1712 DEFINED 03 1712 BIG LOTS INC COMMON STOCK 089302103 7853 562500 SOLE 562500 BIO-RAD LABS -CL A COMMON STOCK 090572207 29535 473700 SOLE 473700 BIOMET INC. COMMON STOCK 090613100 151134 4254890 SOLE 4254890 BIOMARIN PHARMACEUTICAL I COMMON STOCK 09061G101 2464 183591 SOLE 183591 BIOGEN IDEC INC COMMON STOCK 09062X103 277777 5897600 SOLE 5897600 BIOMED REALTY TRUST INC COMMON STOCK 09063H107 34483 1163390 DEFINED 03 1163390 BIOSITE INC COMMON STOCK 090945106 130807 2518918 SOLE 2518918 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 2780 31990 DEFINED 02 03 31990 BJ'S RESTAURANTS INC COMMON STOCK 09180C106 1679 62180 SOLE 62180 BLACK BOX CORP COMMON STOCK 091826107 3287 68400 SOLE 68400 BLACKBOARD INC COMMON STOCK 091935502 682 24000 SOLE 24000 BLACK HILLS CORP COMMON STOCK 092113109 459 13500 DEFINED 02 13500 BLACKBAUD INC COMMON STOCK 09227Q100 9900 467213 SOLE 467213 BLACKROCK INC CONVERTIBLE BONDS 09247XAB7 4 3000 DEFINED 03 3000 BLAIR CORP COMMON STOCK 092828102 504 12174 SOLE 12174 H & R BLOCK INCORPORATED COMMON STOCK 093671105 9 400 SOLE 400 BLOUNT INTL INC COMMON STOCK 095180105 1853 115021 DEFINED 03 115021 BLUE NILE INC COMMON STOCK 09578R103 3315 94200 SOLE 94200 BLUEGREEN CORP COMMON STOCK 096231105 2832 214220 DEFINED 02 03 214220 BLUELINX HOLDINGS INC COMMON STOCK 09624H109 944 59000 SOLE 59000 BOB EVANS FARMS COMMON STOCK 096761101 4344 146214 DEFINED 02 146214 BOEING CO. COMMON STOCK 097023105 354262 4545900 DEFINED 03 4545900 BON-TON STORES INC COMMON STOCK 09776J101 1627 50300 SOLE 50300 BORDERS GROUP COMMON STOCK 099709107 2554 101200 SOLE 101200 BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 847 14100 SOLE 14100 BOSTON BEER CO., INC COMMON STOCK 100557107 1454 55900 SOLE 55900 BOSTON PRIVATE FINL HOLD COMMON STOCK 101119105 27 800 DEFINED 02 800 BOSTON PROPERTIES COMMON STOCK 101121101 17925 192225 DEFINED 02 192225 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 224797 9752560 SOLE 9752560 BOTTOMLINE TECHNOLOGIES COMMON STOCK 101388106 10018 729660 SOLE 729660 BOWATER INC. COMMON STOCK 102183100 4277 144600 DEFINED 02 144600 BOWNE & CO. COMMON STOCK 103043105 610 36600 DEFINED 02 36600 BOYD GAMING CORP COMMON STOCK 103304101 18728 375000 SOLE 375000 BRADY CORP - CL A COMMON STOCK 104674106 648 17300 SOLE 17300 BRANDYWINE REALTY COMMON STOCK 105368203 2224 70006 DEFINED 02 70006 BRIGHAM EXPLORATION CO COMMON STOCK 109178103 981 112000 SOLE 112000 BRIGHT HORIZONS FAM SOL COMMON STOCK 109195107 1965 50730 DEFINED 03 50730 BRIGHTPOINT INC. COMMON STOCK 109473405 21541 693538 SOLE 693538 BRINKER INTL INC. COMMON STOCK 109641100 9062 214500 DEFINED 02 214500 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 44303 1800163 DEFINED 02 03 1800163 BRISTOL WEST HLD INC COMMON STOCK 11037M105 3900 202600 SOLE 202600 BROADCOM CORP COMMON STOCK 111320107 345191 7997924 DEFINED 02 03 7997924 BROADWING CORP COMMON STOCK 11161E101 4841 328400 DEFINED 02 328400 BROCADE COMM SYSTEMS COMMON STOCK 111621108 25182 3769788 SOLE 3769788 BROOKDALE SENIOR LIVING COMMON STOCK 112463104 121 3200 SOLE 3200 BROOKFIELD HOMES CORP COMMON STOCK 112723101 2 45 SOLE 45 BROOKS AUTOMATION INC COMMON STOCK 114340102 3091 217059 SOLE 217059 BROWN & BROWN INC COMMON STOCK 115236101 45315 1364935 DEFINED 03 1364935 BROWN-FORMAN CORP - CL B COMMON STOCK 115637209 2297 29844 DEFINED 03 29844 BROWN SHOE COMPANY INC COMMON STOCK 115736100 4644 88490 DEFINED 03 88490 BRUNSWICK CORP COMMON STOCK 117043109 9058 233105 DEFINED 02 03 233105 BRUSH ENGINEERED MATERIAL COMMON STOCK 117421107 810 41000 SOLE 41000 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 834 92100 SOLE 92100 BUCKLE INC COMMON STOCK 118440106 3977 97130 DEFINED 02 03 97130 BUCYRUS INTL INC COMMON STOCK 118759109 8928 185259 SOLE 185259 BUFFALO WILD WINGS INC COMMON STOCK 119848109 283 6800 SOLE 6800 BUILDERS FIRSTSOURCE INC COMMON STOCK 12008R107 9118 401500 SOLE 401500 BUILDING MATLS HLDG CORP COMMON STOCK 120113105 9435 264748 DEFINED 02 03 264748 BURLINGTON COAT FACTORY COMMON STOCK 121579106 5859 128900 SOLE 128900 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 78654 943879 DEFINED 02 03 943879 BURLINGTON RESOURCES INC. COMMON STOCK 122014103 323441 3519110 DEFINED 02 3519110 C&D TECHNOLOGIES INC COMMON STOCK 124661109 336 36310 DEFINED 03 36310 CBIZ INC COMMON STOCK 124805102 370 46200 SOLE 46200 CBL & ASSOCIATES PPTYS IN COMMON STOCK 124830100 6766 159400 DEFINED 02 159400 CBS CORP- CL B COMMON STOCK 124857202 50652 2112249 DEFINED 02 03 2112249 ***CBRL GROUP INC. COMMON STOCK 12489V106 7070 161000 SOLE 161000 CB RICHARD ELLIS GROUP COMMON STOCK 12497T101 37980 470633 DEFINED 03 470633 CDI CORP COMMON STOCK 125071100 95 3316 DEFINED 03 3316 CDW CORP COMMON STOCK 12512N105 32077 545058 DEFINED 03 545058 CF INDUSTRIES HOLDINGS COMMON STOCK 125269100 3563 209700 SOLE 209700 CH ENERGY GROUP INC COMMON STOCK 12541M102 3485 72600 SOLE 72600 C.H. ROBINSON WORLDWIDE COMMON STOCK 12541W209 66999 1364829 DEFINED 03 1364829 CIGNA CORP COMMON STOCK 125509109 86505 662269 DEFINED 03 662269 CIT GROUP INC COMMON STOCK 125581108 100803 1883457 DEFINED 02 03 1883457 CKE RESTAURANTS COMMON STOCK 12561E105 9347 537205 DEFINED 03 537205 CLECO CORP COMMON STOCK 12561W105 1788 80060 DEFINED 02 03 80060 CMS ENERGY CORP COMMON STOCK 125896100 102265 7896919 DEFINED 02 03 7896919 CMS ENERGY CV CONVERTIBLE BONDS 125896AW0 8068 7505000 DEFINED 03 7505000 CSS INDS INC COMMON STOCK 125906107 335 10242 SOLE 10242 CSK AUTO CORP COMMON STOCK 125965103 78601 5667000 SOLE 5667000 CNA FINANCIAL CORP COMMON STOCK 126117100 2190 68800 DEFINED 02 68800 CNA SURETY CORP COMMON STOCK 12612L108 1477 88240 DEFINED 02 03 88240 CNF TRANSPORTATION INC COMMON STOCK 12612W104 5 100 SOLE 100 CNOOC LTD AMER DEP RECEIPT 126132109 47 605 DEFINED 03 605 CNS INC COMMON STOCK 126136100 2787 129400 SOLE 129400 CRA INTERNATIONAL INC COMMON STOCK 12618T105 97 1960 DEFINED 02 03 1960 CRH PLC ADR AMER DEP RECEIPT 12626K203 144 4070 DEFINED 02 03 4070 CSG SYSTEMS INTL INC COMMON STOCK 126349109 12984 558200 SOLE 558200 CSX CORP COMMON STOCK 126408103 32417 542090 DEFINED 02 03 542090 CT COMMUNICATIONS INC COMMON STOCK 126426402 430 31675 DEFINED 03 31675 CTS CORP COMMON STOCK 126501105 985 73600 DEFINED 02 03 73600 CVS CORP COMMON STOCK 126650100 145301 4864430 DEFINED 02 03 4864430 CV THERAPEUTICS INC COMMON STOCK 126667104 123 5560 DEFINED 02 03 5560 CA INC COMMON STOCK 12673P105 66442 2441851 DEFINED 02 03 2441851 CABLEVISION NY GROUP COMMON STOCK 12686C109 36714 1375045 DEFINED 03 1375045 CABOT CORP COMMON STOCK 127055101 7 200 SOLE 200 CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 292 6095 DEFINED 02 03 6095 CACHE INC COMMON STOCK 127150308 330 18000 SOLE 18000 CACI INTERNATIONAL CL A COMMON STOCK 127190304 13104 199300 SOLE 199300 Cadbury Schweppes PLC ADR AMER DEP RECEIPT 127209302 1602 40056 DEFINED 02 03 40056 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 130333 7048854 DEFINED 03 7048854 CAESARS ENTERTAINMENT CV CONVERTIBLE BONDS 127687AB7 4723 3504000 DEFINED 03 3504000 CALAMOS ASSET MGMT- A COMMON STOCK 12811R104 527 14100 SOLE 14100 CALAMP CORP COMMON STOCK 128126109 1035 88200 SOLE 88200 CALIFORNIA PIZZA KITCHEN COMMON STOCK 13054D109 9466 291700 SOLE 291700 CALLAWAY GOLF CO. COMMON STOCK 131193104 6541 380310 SOLE 380310 CALLON PETROLUEM CO. COMMON STOCK 13123X102 4014 191000 DEFINED 02 191000 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 8583 119125 SOLE 119125 CAMECO CORP (US LEGEND) COMMON STOCK 13321L108 11344 315100 SOLE 315100 CAMPBELL SOUP CO COMMON STOCK 134429109 23012 710250 DEFINED 03 710250 CANADIAN NATURAL RESOURCE COMMON STOCK 136385101 2216 40000 SOLE 40000 CANDELA CORP COMMON STOCK 136907102 3002 139000 SOLE 139000 Canon Inc Spon ADR AMER DEP RECEIPT 138006309 1864 28222 DEFINED 02 03 28222 CANTEL MEDICAL CORP COMMON STOCK 138098108 5 300 SOLE 300 CAPITAL CORP OF THE WEST COMMON STOCK 140065202 245 6679 SOLE 6679 CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 272926 3389540 DEFINED 02 03 3389540 CAPITOL BANCORP LTD COMMON STOCK 14056D105 986 21100 DEFINED 02 21100 CAPITOL FED FINL COMMON STOCK 14057C106 4 130 DEFINED 03 130 CARAUSTAR INDUSTIRIES INC COMMON STOCK 140909102 1211 117700 SOLE 117700 CARDINAL HEALTH INC COMMON STOCK 14149Y108 106529 1429529 DEFINED 02 03 1429529 CAREER EDUCATION CORP COMMON STOCK 141665109 15371 407400 SOLE 407400 CAREMARK RX INC COMMON STOCK 141705103 178404 3627570 DEFINED 02 03 3627570 CARLISLE COS INC COMMON STOCK 142339100 210 2565 DEFINED 03 2565 CARNIVAL CORP COMMON STOCK 143658300 393375 8304295 DEFINED 03 8304295 CARNIVAL CORP CV CONVERTIBLE BONDS 143658AN2 8042 6505000 DEFINED 03 6505000 CARNIVAL PLC - ADR AMER DEP RECEIPT 14365C103 1498 30140 DEFINED 02 03 30140 CARPENTER TECHNOLOGY COMMON STOCK 144285103 26844 284000 DEFINED 02 284000 CARRAMERICA REALTY CORP COMMON STOCK 144418100 1178 26400 SOLE 26400 CARTER'S INC COMMON STOCK 146229109 7377 109300 SOLE 109300 CASCADE CORP COMMON STOCK 147195101 2008 38000 SOLE 38000 CASELLA WASTE INC A COMMON STOCK 147448104 84 5900 DEFINED 02 5900 CASEYS GEN STORES INC COMMON STOCK 147528103 10191 445605 DEFINED 02 03 445605 CASH AMERINTL INC COMMON STOCK 14754D100 1567 52194 DEFINED 03 52194 CASTLE (AM) & CO COMMON STOCK 148411101 1814 61500 SOLE 61500 CASUAL MALE RETAIL GROUP COMMON STOCK 148711104 1810 185819 DEFINED 02 03 185819 CATALINA MARKETING CORP COMMON STOCK 148867104 1414 61200 SOLE 61200 CATAPULT COMMUNICATIONS COMMON STOCK 149016107 1117 84000 SOLE 84000 CATERPILLAR INC COMMON STOCK 149123101 120556 1678815 DEFINED 02 03 1678815 CATO CORPORATION CL A COMMON STOCK 149205106 4851 203305 DEFINED 02 03 203305 CELADON GROUP INC. COMMON STOCK 150838100 3240 148000 SOLE 148000 CELANESE CORP COMMON STOCK 150870103 22809 1087692 DEFINED 03 1087692 CELANESE CRP 4.25% CV PFD CONV PREF STOCK 150870202 4580 150150 DEFINED 03 150150 CEMEX SA-ADR AMER DEP RECEIPT 151290889 151684 2323584 DEFINED 02 03 2323584 CENDANT CORPORATION COMMON STOCK 151313103 500247 28832682 DEFINED 03 28832682 CENTENNIAL COMMUNICATIONS COMMON STOCK 15133V208 1783 243280 DEFINED 02 03 243280 CENTENE CORP COMMON STOCK 15135B101 82 2800 DEFINED 02 2800 CENTER FINANCIAL CORP COMMON STOCK 15146E102 70 2900 SOLE 2900 CENTERPOINT ENERGY INC COM COMMON STOCK 15189T107 3624 303730 DEFINED 02 03 303730 CENTERPOINT ENERGY INC CONVERTIBLE BONDS 15189TAM9 5544 5000000 SOLE 5000000 CENTEX CORP COMMON STOCK 152312104 12854 207354 DEFINED 02 03 207354 CENTRACORE PROP REIT COMMON STOCK 15235H107 413 16500 SOLE 16500 CENTRAL EURO DIST. CP COMMON STOCK 153435102 2626 68290 SOLE 68290 CENTRAL PACIFIC FINANCIAL COMMON STOCK 154760102 565 15400 SOLE 15400 CENTRAL PARKING CORP COMMON STOCK 154785109 832 52000 SOLE 52000 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 12381 291670 SOLE 291670 CENTURYTEL INC. COMMON STOCK 156700106 19005 485801 DEFINED 02 03 485801 CEPHEID INC COMMON STOCK 15670R107 40325 4402340 DEFINED 02 4402340 CENVEO INC COMMON STOCK 15670S105 2341 141200 SOLE 141200 CERADYNE INC COMMON STOCK 156710105 20220 405200 DEFINED 02 405200 CERIDIAN CORP COMMON STOCK 156779100 13765 540857 SOLE 540857 CERNER CORPORATION COMMON STOCK 156782104 23196 488843 DEFINED 03 488843 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 7847 524510 DEFINED 02 03 524510 CHAPARRAL STEEL CO COMMON STOCK 159423102 3909 60215 SOLE 60215 CHARLES RIVER LAB COMMON STOCK 159864107 3735 76200 SOLE 76200 CHARTERMAC COMMON STOCK 160908109 2 90 DEFINED 03 90 CHARLOTTE RUSSE HOLDING COMMON STOCK 161048103 3525 164710 SOLE 164710 CHARMING SHOPPES COMMON STOCK 161133103 15712 1056600 SOLE 1056600 CHARTER COMMUN INC -A COMMON STOCK 16117M107 446 409500 SOLE 409500 CHARTER COMMUNICATION CV CONVERTIBLE BONDS 16117MAE7 2093 3000000 SOLE 3000000 CHATTEM INC COMMON STOCK 162456107 12425 330000 DEFINED 02 330000 CHECKERS DRIVE-IN RSTRANT COMMON STOCK 162809305 248 16700 SOLE 16700 CHECKFREE CORP COMMON STOCK 162813109 14200 281200 DEFINED 02 281200 CHECKPOINT SYS INC COMMON STOCK 162825103 4020 149505 DEFINED 02 03 149505 CHEESECAKE FACTORY (THE) COMMON STOCK 163072101 37134 991582 DEFINED 03 991582 CHEMED CORP COMMON STOCK 16359R103 22470 378680 DEFINED 02 03 378680 CHEMTURA CORP COMMON STOCK 163893100 29483 2502825 DEFINED 03 2502825 CHEROKEE INC COMMON STOCK 16444H102 1860 46200 SOLE 46200 CHESAPEAKE ENERGYCORP COMMON STOCK 165167107 18225 580238 DEFINED 02 03 580238 CHEVRON CORP COMMON STOCK 166764100 501699 8654464 DEFINED 02 03 8654464 CHICO'S FAS INC. COMMON STOCK 168615102 88950 2188730 DEFINED 03 2188730 CHILDREN'S PLACE COMMON STOCK 168905107 13497 233112 SOLE 233112 CHINA MOBILE HK LTD ADR AMER DEP RECEIPT 16941M109 136 5125 DEFINED 02 03 5125 CHIPOTLE MEXICAN GRILL COMMON STOCK 169656105 2397 43270 SOLE 43270 CHOICE HOTELS INTL INC COMMON STOCK 169905106 9728 212500 SOLE 212500 CHIQUITA BRANDS INTL COMMON STOCK 170032809 4565 272193 SOLE 272193 CHIRON CORP COMMON STOCK 170040109 0 10 DEFINED 03 10 CHITTENDEN CORPORATION COMMON STOCK 170228100 2625 90600 SOLE 90600 CHOICEPOINT INC COMMON STOCK 170388102 164922 3685400 DEFINED 02 3685400 CHORDIANT SOFTWARE INC COMMON STOCK 170404107 105 30200 SOLE 30200 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 4623 199201 SOLE 199201 CHUBB CORPORATION COMMON STOCK 171232101 97319 1019691 DEFINED 02 03 1019691 CIBER INC. COMMON STOCK 17163B102 1694 265500 DEFINED 02 265500 CIENA CORP COMMON STOCK 171779101 14196 2724763 DEFINED 02 03 2724763 CIMAREX ENERGY CO COMMON STOCK 171798101 3395 78500 DEFINED 02 78500 CINCINNATI BELL INC COMMON STOCK 171871106 5642 1248090 DEFINED 02 03 1248090 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 4 100 SOLE 100 CINERGY CORP COMMON STOCK 172474108 14191 312500 SOLE 312500 CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 15585 636636 DEFINED 02 03 636636 CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 1104 37800 SOLE 37800 CIRRUS LOGIC INC COMMON STOCK 172755100 6323 745600 SOLE 745600 CISCO COMMON STOCK 17275R102 1211202 55892996 DEFINED 02 03 55892996 CITADEL BROADCASTING CORP COMMON STOCK 17285T106 4279 385800 SOLE 385800 CITIGROUP INC. COMMON STOCK 172967101 1480506 31346739 DEFINED 02 03 31346739 CITI TRENDS INC COMMON STOCK 17306X102 10344 260170 SOLE 260170 CITIZENS COMMUNICATIONS COMMON STOCK 17453B101 24868 1874000 SOLE 1874000 CITIZENS FIRST BANCORP COMMON STOCK 17461R106 687 24300 SOLE 24300 CITRIX SYSTEMS COMMON STOCK 177376100 15096 398300 SOLE 398300 CITY HOLDING CO COMMON STOCK 177835105 2837 77100 SOLE 77100 CITY NATIONAL CORP COMMON STOCK 178566105 2404 31300 DEFINED 02 31300 CLAIRE'S STORES INC. COMMON STOCK 179584107 28155 775410 SOLE 775410 CLARCOR INC COMMON STOCK 179895107 1153 32400 SOLE 32400 CLARK INC COMMON STOCK 181457102 308 26100 SOLE 26100 CLEAN HARBORS INC. COMMON STOCK 184496107 5536 186570 SOLE 186570 CLEAR CHANNEL COMM. COMMON STOCK 184502102 97820 3371943 DEFINED 03 3371943 CLEAR CHANNEL OUTDOOR COMMON STOCK 18451C109 28141 1200050 DEFINED 03 1200050 CLEVELAND-CLIFFS INC COMMON STOCK 185896107 8721 100100 SOLE 100100 COACH INC COMMON STOCK 189754104 228395 6604831 DEFINED 02 03 6604831 COCA-COLA COMPANY COMMON STOCK 191216100 82715 1975523 DEFINED 02 03 1975523 COEUR D'ALENE MINES CORP COMMON STOCK 192108108 13670 2083800 SOLE 2083800 COGENT INC COMMON STOCK 19239Y108 7390 402950 SOLE 402950 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 239823 4031300 DEFINED 02 03 4031300 COGNOS INC COMMON STOCK 19244C109 2581 66350 SOLE 66350 COHERENT INC. COMMON STOCK 192479103 9336 265900 SOLE 265900 COHU INC COMMON STOCK 192576106 3102 146200 SOLE 146200 COINSTAR INC COMMON STOCK 19259P300 52 2000 SOLE 2000 COLDWATER CREEK INC COMMON STOCK 193068103 12439 447440 SOLE 447440 KENNETH COLE PROD-A COMMON STOCK 193294105 1656 59800 SOLE 59800 COLGATE-PALMOLIVE COMPANY COMMON STOCK 194162103 74779 1309620 DEFINED 02 03 1309620 COLLAGENEX PHARMACEUTICAL COMMON STOCK 19419B100 1787 120740 SOLE 120740 COLONIAL BANCGROUP COMMON STOCK 195493309 2858 114300 DEFINED 02 114300 COLONIAL PROPERTIES TR COMMON STOCK 195872106 2763 55114 DEFINED 03 55114 COLUMBIA BANKING SYSTEM COMMON STOCK 197236102 2258 67496 SOLE 67496 COLUMBIA EQUITY TRUST INC COMMON STOCK 197627102 3831 217900 SOLE 217900 COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 5712 107100 SOLE 107100 COLUMBUS MCKINNON CORP COMMON STOCK 199333105 3261 121100 SOLE 121100 COMFORT SYSTEMS COMMON STOCK 199908104 3213 238000 SOLE 238000 COMCAST CORP CL A COMMON STOCK 20030N101 77992 2981313 DEFINED 02 03 2981313 COMCAST CORP CL A SPCL COMMON STOCK 20030N200 234068 8961285 DEFINED 03 8961285 COMERICA INC. COMMON STOCK 200340107 13511 233085 DEFINED 02 03 233085 COMMERCE BANCORP INC COMMON STOCK 200519106 53963 1472410 DEFINED 03 1472410 COMMERCE BANCSHARES IN COMMON STOCK 200525103 2944 56980 SOLE 56980 COMMERCE GROUP INC COMMON STOCK 200641108 1865 35300 SOLE 35300 COMMERCIAL CAPITAL BANC COMMON STOCK 20162L105 32478 2309950 DEFINED 02 03 2309950 COMMERCIAL METALS CO COMMON STOCK 201723103 16260 303995 DEFINED 02 03 303995 COMML NET LEASE RLTY INC COMMON STOCK 202218103 1095 47000 SOLE 47000 COMMERCIAL VEHICLE GROUP COMMON STOCK 202608105 394 20500 SOLE 20500 COMMONWEALTH TELEPHONE COMMON STOCK 203349105 2370 68800 DEFINED 02 68800 COMMSCOPE INC COMMON STOCK 203372107 15124 529735 DEFINED 02 03 529735 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 4118 184400 SOLE 184400 COMMUNITY HEALTH SYSTEMS COMMON STOCK 203668108 1999 55300 DEFINED 02 55300 COMMUNITY TRUST BANCORP COMMON STOCK 204149108 995 29343 DEFINED 02 29343 BRASIL DIS PAO ACU - ADR AMER DEP RECEIPT 20440T201 168722 4002900 SOLE 4002900 CIA VALE DO RIO DOCE -ADR AMER DEP RECEIPT 204412100 148026 3424150 SOLE 3424150 CIA VALE DO RIO DOCE ADR AMER DEP RECEIPT 204412209 170 3490 DEFINED 02 03 3490 COMPAN DE BEBIDAS-CM ADR AMER DEP RECEIPT 20441W104 11658 310620 SOLE 310620 COMPANHIA BEBIDAS-PR ADR AMER DEP RECEIPT 20441W203 206060 4796556 SOLE 4796556 COMP ANON NAC TEL DE VENEZUE COMMON STOCK 204421101 25 1185 DEFINED 03 1185 COMP MINAS BUENAVENTURA AMER DEP RECEIPT 204448104 3217 130300 SOLE 130300 COMPASS MINERALS INTERNAT COMMON STOCK 20451N101 1569 62800 SOLE 62800 COMPUCREDIT CORP COMMON STOCK 20478N100 1988 53995 DEFINED 02 03 53995 COMPUTER PROG & SYS COMMON STOCK 205306103 3595 71900 DEFINED 02 71900 COMPUTER SCIENCES CORP COMMON STOCK 205363104 31063 559205 DEFINED 02 03 559205 COMPUWARE CORP COMMON STOCK 205638109 217584 27788462 DEFINED 03 27788462 COMPX INTERNATIONAL INC COMMON STOCK 20563P101 102 6300 SOLE 6300 COMSTOCK HOMEBUILDING A COMMON STOCK 205684103 49 4469 DEFINED 03 4469 COMSTOCK RESOURCES INC COMMON STOCK 205768203 14284 481100 SOLE 481100 COMTECH TELECOMMUN COMMON STOCK 205826209 6 200 SOLE 200 COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 38830 1650247 DEFINED 03 1650247 CONAGRA FOODS INC. COMMON STOCK 205887102 185040 8622592 DEFINED 02 03 8622592 CONCUR TECHNOLOGIES INC COMMON STOCK 206708109 11914 642960 SOLE 642960 CONEXANT SYSTEMS WI COMMON STOCK 207142100 8329 2414209 DEFINED 02 03 2414209 CONN'S INC. COMMON STOCK 208242107 2231 65300 SOLE 65300 CONOCOPHILLIPS COMMON STOCK 20825C104 602878 9546767 DEFINED 02 03 9546767 CONOR MEDSYSTEMS INC COMMON STOCK 208264101 45770 1556810 SOLE 1556810 CONSECO INC COMMON STOCK 208464883 10957 441436 DEFINED 03 441436 CONSOLIDATED COMMUNICATNS COMMON STOCK 209034107 17897 1100000 SOLE 1100000 CONSOLIDATED EDISON INC COMMON STOCK 209115104 20 455 DEFINED 03 455 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 1913 36700 DEFINED 02 36700 CONS TOMOKA LAND CO-FL COMMON STOCK 210226106 242 3900 SOLE 3900 CONSTELLATION BRANDS INC COMMON STOCK 21036P108 75150 2999995 DEFINED 02 03 2999995 CONSTELLATION ENERGY GRP COMMON STOCK 210371100 29816 544993 DEFINED 02 03 544993 CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 192217 7145629 DEFINED 02 03 7145629 CONVERGYS CORP COMMON STOCK 212485106 1298 71300 SOLE 71300 COOPER CAMERON CORP COMMON STOCK 216640102 1741 39500 SOLE 39500 COOPER COMPANIES INC COMMON STOCK 216648402 10236 189453 DEFINED 03 189453 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 867 60200 SOLE 60200 CORN PRODUCTS INTL INC COMMON STOCK 219023108 1011 34200 SOLE 34200 CORNING INC. COMMON STOCK 219350105 571898 21252249 DEFINED 03 21252249 CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 188662 1869787 DEFINED 03 1869787 CORPORATE OFFICE PROPERTY COMMON STOCK 22002T108 4880 106700 SOLE 106700 CORUS BANKSHARES INC COMMON STOCK 220873103 8574 144230 DEFINED 02 03 144230 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 91647 1692154 DEFINED 03 1692154 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 529167 14418702 DEFINED 02 03 14418702 COVAD COMM GROUP COMMON STOCK 222814204 928 480871 SOLE 480871 COVANCE INC COMMON STOCK 222816100 31763 540645 DEFINED 03 540645 COVANSYS CORP COMMON STOCK 22281W103 1063 61800 DEFINED 02 61800 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 117266 2172400 DEFINED 03 2172400 COX RADIO INC-CL A COMMON STOCK 224051102 2668 198800 SOLE 198800 CRANE CO COMMON STOCK 224399105 6147 149900 SOLE 149900 CREE INC COMMON STOCK 225447101 276679 8432753 DEFINED 03 8432753 CRESCENT R E EQUITIES INC COMMON STOCK 225756105 741 35205 DEFINED 03 35205 CROSS CNTRY HLTHCARE INC COMMON STOCK 227483104 1551 80100 SOLE 80100 CROWN CASTLE INTL CORP COMMON STOCK 228227104 47746 1684160 DEFINED 02 03 1684160 CROWN HOLDINGS INC COMMON STOCK 228368106 1163 65577 SOLE 65577 CTRIP.COM ADR AMER DEP RECEIPT 22943F100 4464 53980 SOLE 53980 CUBIC CORP COMMON STOCK 229669106 194 8100 SOLE 8100 CUBIST PHARMACEUTICALS COMMON STOCK 229678107 17439 759190 SOLE 759190 CULLEN/FROST BANKERS INC COMMON STOCK 229899109 10750 200000 SOLE 200000 CUMMINS INC COMMON STOCK 231021106 7161 68140 DEFINED 03 68140 CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 2618 232500 SOLE 232500 CURAGEN CORP COMMON STOCK 23126R101 87 17300 SOLE 17300 CURAGEN CORP CV CONVERTIBLE BONDS 23126RAC5 15800 16000000 SOLE 16000000 CUTERA INC COMMON STOCK 232109108 2747 101300 SOLE 101300 CYBERSOURCE CORP COMMON STOCK 23251J106 1347 120691 SOLE 120691 CYMER INC COMMON STOCK 232572107 20898 459900 SOLE 459900 CYNOSURE INC - CL A COMMON STOCK 232577205 390 21100 SOLE 21100 CYPRESS SEMICONDUCTOR CRP COMMON STOCK 232806109 12 700 SOLE 700 CYTEC INDUSTRIES INC COMMON STOCK 232820100 63 1050 DEFINED 03 1050 CYTYC CORP CV CONVERTIBLE BONDS 232946AB9 2208 2000000 SOLE 2000000 DHB INDUSTRIES INC COMMON STOCK 23321E103 123 25800 SOLE 25800 DJ ORTHOPEDICS INC COMMON STOCK 23325G104 7482 188200 DEFINED 02 188200 DPL INC COMMON STOCK 233293109 1255 46460 DEFINED 03 46460 DRS TECHNOLOGIES INC COMMON STOCK 23330X100 23750 432840 SOLE 432840 D.R. HORTON INC COMMON STOCK 23331A109 10812 325482 DEFINED 02 03 325482 DST SYSTEMS INC. COMMON STOCK 233326107 2434 42000 DEFINED 02 42000 DST SYSTEMS CV - B CONVERTIBLE BONDS 233326AD9 6286 5004000 DEFINED 03 5004000 DTE ENERGY CO COMMON STOCK 233331107 3410 85045 DEFINED 02 03 85045 DSW INC COMMON STOCK 23334L102 348 11100 SOLE 11100 DADE BEHRING HLDNGS INC COMMON STOCK 23342J206 2910 81500 SOLE 81500 DAKTRONICS INC COMMON STOCK 234264109 2451 67160 SOLE 67160 DANAHER CORP COMMON STOCK 235851102 149056 2345495 DEFINED 02 03 2345495 DANAHER CORP CV CONVERTIBLE BONDS 235851AF9 4656 5000000 SOLE 5000000 DARDEN RESTAURANTS INC COMMON STOCK 237194105 5290 128953 DEFINED 02 03 128953 DARLING INTERNATIONAL INC COMMON STOCK 237266101 791 169000 SOLE 169000 DATASCOPE CORP COMMON STOCK 238113104 519 13111 SOLE 13111 DAVITA INC COMMON STOCK 23918K108 11277 187300 SOLE 187300 DEAN FOODS CO COMMON STOCK 242370104 16098 414589 DEFINED 02 03 414589 DEB SHOPS INC COMMON STOCK 242728103 131 4400 SOLE 4400 DECKERS OUTDOOR CORP COMMON STOCK 243537107 924 22800 SOLE 22800 DECODE GENETICS INC COMMON STOCK 243586104 2645 305100 DEFINED 02 305100 DEERE & COMPANY COMMON STOCK 244199105 57376 725818 DEFINED 02 03 725818 DEL MONTE FOODS CO COMMON STOCK 24522P103 10217 861532 DEFINED 03 861532 DELL INC COMMON STOCK 24702R101 604207 20302643 DEFINED 02 03 20302643 DELPHI FINANCIAL GROUP A COMMON STOCK 247131105 12176 235818 DEFINED 03 235818 DELTA & PINE LAND CO COMMON STOCK 247357106 1770 58700 SOLE 58700 DELTA PETROLEUM CORP COMMON STOCK 247907207 2975 141519 SOLE 141519 DENBURY RESOURCES INC COMMON STOCK 247916208 6 200 SOLE 200 DELUXE CORPORATION COMMON STOCK 248019101 366 14000 SOLE 14000 DENNY'S CORPORATION COMMON STOCK 24869P104 3410 716310 DEFINED 03 716310 DENTSPLY INTL INC COMMON STOCK 249030107 2605 44800 SOLE 44800 DEPOMED INC COMMON STOCK 249908104 1017 155700 SOLE 155700 DEUTSCHE TELEKOM AG ADR SPON AMER DEP RECEIPT 251566105 47 2770 DEFINED 03 2770 DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 5157 94200 SOLE 94200 DEVON ENERGY CORP COMMON STOCK 25179M103 117752 1924999 DEFINED 02 03 1924999 DEVRY INC COMMON STOCK 251893103 1236 54300 SOLE 54300 DIAGEO PLC- ADR AMER DEP RECEIPT 25243Q205 87410 1378059 DEFINED 02 03 1378059 *DIAGNOSTICOS D- 144A ADR AMER DEP RECEIPT 25246T107 18165 234000 SOLE 234000 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 3589 40100 SOLE 40100 DIAMONDCLUSTER INTL INC COMMON STOCK 25278P106 989 92400 SOLE 92400 DIGENE CORP COMMON STOCK 253752109 1447 37000 SOLE 37000 DIGI INTERNATIONAL INC COMMON STOCK 253798102 1165 99809 SOLE 99809 DIGITAL INSIGHT COMMON STOCK 25385P106 11204 307800 SOLE 307800 DIGITAL RIVER INC COMMON STOCK 25388B104 19826 454610 SOLE 454610 DIGITAS INC COMMON STOCK 25388K104 14046 975400 SOLE 975400 DILLARDS INC- CL A COMMON STOCK 254067101 6440 247292 DEFINED 03 247292 DIME BANCORP WTS 1/02/10 WARRANTS UNIT 25429Q110 91 532900 SOLE 532900 DIODES INC COMMON STOCK 254543101 18435 444225 SOLE 444225 DIRECT GENERAL CORP COMMON STOCK 25456W204 3108 182700 SOLE 182700 DIRECTV GROUP INC COMMON STOCK 25459L106 8071 492100 DEFINED 02 492100 WALT DISNEY COMPANY COMMON STOCK 254687106 237685 8522210 DEFINED 02 03 8522210 WALT DISNEY COMPANY CV CONVERTIBLE BONDS 254687AU0 4320 4005000 DEFINED 03 4005000 DISCOVERY HOLDING CO-A COMMON STOCK 25468Y107 0 29 DEFINED 03 29 DITECH COMMUNICATIONS COMMON STOCK 25500M103 1430 136800 SOLE 136800 DOBSON COMM -CL A COMMON STOCK 256069105 23658 2949895 SOLE 2949895 DR REDDYS LABS LTD AMER DEP RECEIPT 256135203 30 940 DEFINED 03 940 DOLLAR GENERAL CORP. COMMON STOCK 256669102 5211 294900 SOLE 294900 DOLLAR TREE STORES COMMON STOCK 256747106 16740 605000 SOLE 605000 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 38599 559154 DEFINED 02 03 559154 DOMINO'S PIZZA INC COMMON STOCK 25754A201 12825 449200 SOLE 449200 DONALDSON CO INC COMMON STOCK 257651109 35396 1047505 DEFINED 03 1047505 ***DONEGAL GROUP INC COMMON STOCK 257701201 1978 75825 DEFINED 02 75825 DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 7162 218896 DEFINED 02 03 218896 DOT HILL SYSTEMS CORP COMMON STOCK 25848T109 650 91500 SOLE 91500 DOVER CORP COMMON STOCK 260003108 26 528 DEFINED 03 528 DOVER DOWNS GAMING COMMON STOCK 260095104 2915 133900 SOLE 133900 DOW CHEMICAL CO COMMON STOCK 260543103 168810 4157893 DEFINED 02 03 4157893 DOWNEY FINANCIAL CORP COMMON STOCK 261018105 3756 55800 DEFINED 02 55800 DRESS BARN INC COMMON STOCK 261570105 3246 67700 SOLE 67700 DRESSER-RAND GROUP INC COMMON STOCK 261608103 19881 800042 DEFINED 03 800042 DREW INDUSTRIES INC COMMON STOCK 26168L205 228 6400 SOLE 6400 DRIL-QUIP COMMON STOCK 262037104 1722 24300 SOLE 24300 DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 32736 775559 DEFINED 02 03 775559 DUKE ENERGY CORP COMMON STOCK 264399106 2355 80790 DEFINED 03 80790 DUN & BRADSTREET CORP COMMON STOCK 26483E100 13082 170600 SOLE 170600 DURECT CORPORATION COMMON STOCK 266605104 1704 268035 DEFINED 03 268035 DYNAMEX, INC. COMMON STOCK 26784F103 15 800 SOLE 800 DYNAMIC MATERIALS CORP COMMON STOCK 267888105 3153 88468 SOLE 88468 EGL INC COMMON STOCK 268484102 9542 212051 SOLE 212051 EMC CORPORATION MASS COMMON STOCK 268648102 342420 25122575 DEFINED 02 03 25122575 ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 1142 22200 DEFINED 02 22200 Eni SpA Spon ADR AMER DEP RECEIPT 26874R108 2541 44586 DEFINED 02 03 44586 EOG RESOURCES INC COMMON STOCK 26875P101 166995 2319380 DEFINED 03 2319380 E.On AG ADR AMER DEP RECEIPT 268780103 1797 49099 DEFINED 02 03 49099 EPIQ SYSTEMS INC COMMON STOCK 26882D109 1330 70000 SOLE 70000 E*TRADE FINANCIAL CORP COMMON STOCK 269246104 2534 93937 DEFINED 02 03 93937 EXCO RESOURCES INC COMMON STOCK 269279402 7399 590500 SOLE 590500 EAGLE MATERIALS INC COMMON STOCK 26969P108 2263 35501 DEFINED 02 35501 EAGLE MATERIALS INC COMMON STOCK 26969P207 697 10932 SOLE 10932 EARTHLINK INC COMMON STOCK 270321102 17468 1829100 DEFINED 02 1829100 EAST WEST BANCORP INC. COMMON STOCK 27579R104 8851 229605 DEFINED 03 229605 EASTGROUP PROPERTIES COMMON STOCK 277276101 1423 30000 SOLE 30000 EASTMAN CHEMICAL CO COMMON STOCK 277432100 2288 44694 DEFINED 02 03 44694 EATON CORP COMMON STOCK 278058102 255014 3494787 DEFINED 02 03 3494787 EATON VANCE CORP COMMON STOCK 278265103 977 35700 SOLE 35700 EBAY INC COMMON STOCK 278642103 689940 17663605 DEFINED 03 17663605 ECHELON CORP COMMON STOCK 27874N105 107 11300 DEFINED 02 11300 ECOLAB INCORPORATED COMMON STOCK 278865100 41634 1089911 DEFINED 03 1089911 ECOLLEGE.COM INC COMMON STOCK 27887E100 158 8400 SOLE 8400 EDGE PETROLEUM CORP COMMON STOCK 279862106 3742 149800 SOLE 149800 EDISON INTERNATIONAL COMMON STOCK 281020107 52553 1276165 DEFINED 02 03 1276165 EDWARDS LIFESCIENCE COMMON STOCK 28176E108 1449 33300 SOLE 33300 EL PASO CORPORATION COMMON STOCK 28336L109 28294 2348086 DEFINED 03 2348086 ELECTRO SCIENTIFIC COMMON STOCK 285229100 6110 276100 SOLE 276100 ELECTRONIC ARTS INC. COMMON STOCK 285512109 76707 1401810 DEFINED 03 1401810 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 10220 380900 DEFINED 02 380900 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 2819 100800 SOLE 100800 ELIZABETH ARDEN INC COMMON STOCK 28660G106 578 24800 SOLE 24800 ELKCORP COMMON STOCK 287456107 127 3767 DEFINED 03 3767 EMBRASA BRASILIERA DE ADR AMER DEP RECEIPT 29081M102 400766 10875593 DEFINED 03 10875593 EMCORE CORP COMMON STOCK 290846104 5524 540520 SOLE 540520 EMDEON CORP COMMON STOCK 290849108 1 120 DEFINED 03 120 EMCOR GROUP INC COMMON STOCK 29084Q100 11814 237900 DEFINED 02 237900 EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 221556 2649239 DEFINED 03 2649239 EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 3752 234500 SOLE 234500 EMMIS COMM A 6.25 CV NVT CONV PREF STOCK 291525202 16021 400000 SOLE 400000 EMULEX CORP COMMON STOCK 292475209 13706 802000 SOLE 802000 ENBRIDGE ENERGY MGMT COMMON STOCK 29250X103 31579 740246 SOLE 740246 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 2066 140115 DEFINED 02 03 140115 ENCORE ACQUISITION CO COMMON STOCK 29255W100 2412 77800 SOLE 77800 ENCORE WIRE CORP COMMON STOCK 292562105 5133 151500 DEFINED 02 151500 ENDO PHARMACEUTICALS HLDG COMMON STOCK 29264F205 11136 339400 SOLE 339400 ENERGY CONVERSION DEV COMMON STOCK 292659109 12524 254660 SOLE 254660 ENERGEN CORP COMMON STOCK 29265N108 2789 79665 DEFINED 02 03 79665 ENERGY EAST CORP COMMON STOCK 29266M109 5203 214119 DEFINED 02 214119 ENERGIZER HLDGS INC COMMON STOCK 29266R108 12051 227380 DEFINED 02 03 227380 ENERGY PARTNERS LTD COMMON STOCK 29270U105 19610 831645 DEFINED 02 03 831645 ENERSIS S.P.A ADR SPONSORED AMER DEP RECEIPT 29274F104 53 4470 DEFINED 03 4470 ENGELHARD CORP. COMMON STOCK 292845104 792 20000 SOLE 20000 ENESCO GROUP INC COMMON STOCK 292973104 19 9586 DEFINED 03 9586 ENNIS INC COMMON STOCK 293389102 601 30800 SOLE 30800 ENTEGRIS INC COMMON STOCK 29362U104 1636 153785 SOLE 153785 ENTERCOM COMM CORP COMMON STOCK 293639100 7354 263400 SOLE 263400 ENTERGY CORP COMMON STOCK 29364G103 478 6932 DEFINED 03 6932 ENTERTAINMENT PROPERTIES COMMON STOCK 29380T105 445 10600 DEFINED 02 10600 ENTRAVISION COMMUNICATION COMMON STOCK 29382R107 158 17200 DEFINED 02 17200 ENTRUST TECHNOLOGIES COMMON STOCK 293848107 893 198470 SOLE 198470 ENZON PHARMACEUTICALS CV CONVERTIBLE BONDS 293904AB4 21066 22500000 SOLE 22500000 EPLUS INC COMMON STOCK 294268107 172 12100 SOLE 12100 EPICOR SOFTWARE CORP COMMON STOCK 29426L108 1069 79600 SOLE 79600 EQUIFAX INC. COMMON STOCK 294429105 14368 385820 DEFINED 02 03 385820 EQUINIX INC COMMON STOCK 29444U502 1850 28800 SOLE 28800 EQUITY INNS COMMON STOCK 294703103 2884 178000 SOLE 178000 EQUITY LIFESTYLE PPTYS INC COMMON STOCK 29472R108 282 5670 DEFINED 02 03 5670 EQUITY OFFICE PROP. COMMON STOCK 294741103 15598 464487 DEFINED 02 464487 EQUITY ONE INC COMMON STOCK 294752100 1525 62100 SOLE 62100 EQUITY RESIDENTIAL COMMON STOCK 29476L107 15145 323682 SOLE 323682 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 199 13810 DEFINED 02 03 13810 ERICSSON (LM) TEL-SP ADR AMER DEP RECEIPT 294821608 99842 2646937 DEFINED 02 03 2646937 ERIE INDEMNITY CO-CL A COMMON STOCK 29530P102 516 9800 SOLE 9800 ESCALA GROUP INC COMMON STOCK 29605W107 626 23900 DEFINED 02 23900 ESCO TECH INC COMMON STOCK 296315104 1727 34100 SOLE 34100 ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 7746 181200 SOLE 181200 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 9773 232578 SOLE 232578 EURONET WORLDWIDE INC COMMON STOCK 298736109 8 200 SOLE 200 EXAR CORP COMMON STOCK 300645108 1972 138078 SOLE 138078 EXELON CORPORATION COMMON STOCK 30161N101 20561 388683 DEFINED 02 03 388683 EXPEDIA INC COMMON STOCK 30212P105 39050 1926500 SOLE 1926500 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 140383 1624992 DEFINED 03 1624992 EXPLORATION CO OF DE COMMON STOCK 302133202 192 17100 SOLE 17100 EXPONENT INC COMMON STOCK 30214U102 1978 62500 SOLE 62500 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 195050 2218993 DEFINED 02 03 2218993 EXPRESSJET HOLDINGS INC COMMON STOCK 30218U108 2139 287500 SOLE 287500 EXTREME NETWORKS INC COMMON STOCK 30226D106 3669 731013 DEFINED 02 03 731013 EZCORP INC - CL A COMMON STOCK 302301106 682 23100 SOLE 23100 EXXON MOBIL CORP COMMON STOCK 30231G102 1019114 16745218 DEFINED 02 03 16745218 FBL FINL GROUP INC -CL A COMMON STOCK 30239F106 196 5700 SOLE 5700 FEI COMPANY COMMON STOCK 30241L109 609 30700 DEFINED 02 30700 FMC CORPORATION COMMON STOCK 302491303 9266 149500 SOLE 149500 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 14635 285720 DEFINED 03 285720 FPIC INSURANCE GROUP COMMON STOCK 302563101 4049 107125 DEFINED 02 03 107125 FPL GROUP INC. COMMON STOCK 302571104 1458 36335 DEFINED 02 03 36335 FTI CONSULTING CV CONVERTIBLE BONDS 302941AB5 3461 3003000 DEFINED 03 3003000 FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 30720 692670 DEFINED 03 692670 FAIR ISAAC CORP COMMON STOCK 303250104 14576 367900 SOLE 367900 FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 1530 80205 DEFINED 02 03 80205 FAIRPOINT COM. COMMON STOCK 305560104 16048 1161200 SOLE 1161200 FALCONSTOR SOFTWARE COMMON STOCK 306137100 138 14600 SOLE 14600 FAMILY DOLLAR STORES COMMON STOCK 307000109 106622 4008347 DEFINED 03 4008347 FARGO ELECTRONICS COMMON STOCK 30744P102 1400 82800 SOLE 82800 FASTENAL CO. COMMON STOCK 311900104 135150 2854881 DEFINED 03 2854881 FED AGRICULTURAL MTG CORP COMMON STOCK 313148306 1565 53200 SOLE 53200 FREDDIE MAC COMMON STOCK 313400301 207882 3407913 DEFINED 02 03 3407913 FANNIE MAE COMMON STOCK 313586109 171686 3340171 DEFINED 02 03 3340171 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 1339 17800 SOLE 17800 FEDERAL SIGNAL CORP COMMON STOCK 313855108 536 29000 DEFINED 02 29000 FEDERATED DEPT STORES COMMON STOCK 31410H101 47655 652813 DEFINED 03 652813 FED INVESTORS - CL B COMMON STOCK 314211103 3144 80500 SOLE 80500 FEDEX CORPORATION COMMON STOCK 31428X106 7542 66785 DEFINED 02 03 66785 FERRO CORP COMMON STOCK 315405100 1072 53600 DEFINED 02 53600 F5 NETWORKS INC COMMON STOCK 315616102 48584 670220 SOLE 670220 FIDELITY NATIONAL TITLE COMMON STOCK 31620R105 1828 80288 SOLE 80288 FIDELITY NATIONAL FINL COMMON STOCK 316326107 58692 1651902 DEFINED 02 03 1651902 FIFTH THIRD BANCORP COMMON STOCK 316773100 18 460 DEFINED 03 460 FILENET CORPORATION COMMON STOCK 316869106 11373 420900 SOLE 420900 FINANCIAL FEDERAL CORP COMMON STOCK 317492106 738 25200 SOLE 25200 THE FINISH LINE- CL A COMMON STOCK 317923100 1207 73376 SOLE 73376 FIRST AMERICAN CORP/CA COMMON STOCK 318522307 2103 53700 DEFINED 02 53700 FIRST BANCORP P R COMMON STOCK 318672102 1290 104380 DEFINED 03 104380 FIRST CASH FINANCIAL SVCS COMMON STOCK 31942D107 210 10496 SOLE 10496 FIRST CITIZENS BANCSH -A COMMON STOCK 31946M103 2007 10400 SOLE 10400 FIRST COMMO FINL CORP COMMON STOCK 319829107 3101 211500 SOLE 211500 FIRST DATA CORP COMMON STOCK 319963104 161951 3459007 DEFINED 02 03 3459007 FIRST DEFIANCE FINL CORP COMMON STOCK 32006W106 361 13700 SOLE 13700 FIRST FINANCIAL HOLDINGS COMMON STOCK 320239106 640 20200 SOLE 20200 FIRST INDL RLTY TR INC COMMON STOCK 32054K103 10659 249670 DEFINED 02 03 249670 FIRST INDIANA CORP COMMON STOCK 32054R108 986 35325 SOLE 35325 FIRST MIDWEST BNCRP INC COMMON STOCK 320867104 1295 35400 SOLE 35400 FIRST NIAGARA FINANCIAL COMMON STOCK 33582V108 6009 409900 SOLE 409900 FIRST POTOMAC REALTY TRST COMMON STOCK 33610F109 4294 152000 SOLE 152000 FIRST PLACE FINANCIAL COMMON STOCK 33610T109 1931 77863 DEFINED 02 77863 FIRST REP BK SAN FRANCISCO COMMON STOCK 336158100 673 17800 DEFINED 02 17800 FIRST SECURITY GROUP INC COMMON STOCK 336312103 3377 305600 SOLE 305600 FIRST STATE BANCORP COMMON STOCK 336453105 680 25600 DEFINED 02 25600 FIRST SOUTH BANCORP INC COMMON STOCK 33646W100 144 3800 SOLE 3800 FISERV INC COMMON STOCK 337738108 13096 307784 DEFINED 03 307784 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 8134 136000 SOLE 136000 FIRSTMERIT CORP COMMON STOCK 337915102 2770 112340 DEFINED 02 112340 FIRSTENERGY CORP COMMON STOCK 337932107 18859 385666 DEFINED 02 03 385666 FISHER SCIENTIFIC INTL COMMON STOCK 338032204 148442 2181370 DEFINED 02 03 2181370 FISHER SCIENTIFC 3 1/4 CV CONVERTIBLE BONDS 338032AX3 5399 5005000 DEFINED 03 5005000 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 1671 149600 SOLE 149600 FLORIDA ROCK INDUSTRIES COMMON STOCK 341140101 6 100 SOLE 100 FLOW INTL CORP COMMON STOCK 343468104 333 25300 SOLE 25300 FLOWERS FOODS INC COMMON STOCK 343498101 12531 421925 SOLE 421925 FLOWSERVE CORP COMMON STOCK 34354P105 30092 515800 SOLE 515800 FOCUS MEDIA HOLDING-ADR AMER DEP RECEIPT 34415V109 12880 222000 SOLE 222000 FOMENTO ECONOMICO MEX ADR AMER DEP RECEIPT 344419106 54239 591740 SOLE 591740 FOOT LOCKER INC COMMON STOCK 344849104 28657 1200045 DEFINED 03 1200045 FORD MOTOR COMPANY COMMON STOCK 345370860 61089 7674421 DEFINED 02 03 7674421 FORD MOTOR CAP TRST CV CONV PREF STOCK 345395206 3007 100075 DEFINED 03 100075 FOREST LABS, INC COMMON STOCK 345838106 45361 1016389 DEFINED 03 1016389 FOREST OIL CORP COMMON STOCK 346091705 8521 229200 DEFINED 02 229200 FORRESTER RESEARCH INC. COMMON STOCK 346563109 1781 79800 SOLE 79800 FORTUNE BRANDS INC COMMON STOCK 349631101 2858 35445 DEFINED 02 03 35445 FORWARD AIR CORPORATION COMMON STOCK 349853101 5869 157400 SOLE 157400 FOUNDATION COAL HOLDINGS COMMON STOCK 35039W100 15296 371800 SOLE 371800 FOUNDRY NETWORKS INC COMMON STOCK 35063R100 9506 523460 SOLE 523460 FOUNTAIN PWR BOAT INDS INC COMMON STOCK 350755302 9 1387 DEFINED 03 1387 FOXHOLLOW TECHNOLOGIES COMMON STOCK 35166A103 3014 98670 SOLE 98670 FRANCE TELECOM AMER DEP RECEIPT 35177Q105 14 612 DEFINED 03 612 FRANKLIN BNK CORP/HOUSTON COMMON STOCK 352451108 54 2800 SOLE 2800 FRANKLIN ELECTRIC CO COMMON STOCK 353514102 388 7100 SOLE 7100 FRANKLIN RESOURCES COMMON STOCK 354613101 82696 877506 DEFINED 02 03 877506 FREDS INC COMMON STOCK 356108100 1053 79415 DEFINED 02 03 79415 FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 68839 1151740 DEFINED 02 1151740 FREESCALE SEMI-COND B COMMON STOCK 35687M206 65430 2356136 DEFINED 03 2356136 FREIGHTCAR AMERICA INC COMMON STOCK 357023100 3326 52300 SOLE 52300 FREMONT GENERAL CORP COMMON STOCK 357288109 5047 234058 DEFINED 02 03 234058 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 235 25100 SOLE 25100 FRONTIER AIRLINES INC COMMON STOCK 359065109 863 112100 SOLE 112100 FRONTIER OIL CORP COMMON STOCK 35914P105 6227 104930 DEFINED 02 03 104930 FUJI PHOTO FILM LTD AMER DEP RECEIPT 359586302 2 45 DEFINED 03 45 FULLER H B CO COMMON STOCK 359694106 13551 263945 DEFINED 02 03 263945 FURNITURE BRANDS INTL COMMON STOCK 360921100 13630 556100 SOLE 556100 GAMCO INVESTORS INC COMMON STOCK 361438104 1155 28900 SOLE 28900 GATX CORP COMMON STOCK 361448103 4003 96940 DEFINED 02 03 96940 GB&T BANCSHARES INC COMMON STOCK 361462104 18 816 DEFINED 03 816 THE GEO GROUP INC COMMON STOCK 36159R103 787 23600 SOLE 23600 ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 11 400 SOLE 400 GANNETT CO COMMON STOCK 364730101 61874 1032620 DEFINED 02 03 1032620 GAP INC COMMON STOCK 364760108 60660 3247300 SOLE 3247300 GARDNER DENVER INC COMMON STOCK 365558105 9906 151925 DEFINED 03 151925 GATEWAY INC. COMMON STOCK 367626108 100 45565 DEFINED 02 03 45565 GEHL CO COMMON STOCK 368483103 1 22 DEFINED 03 22 GEN-PROBE INC COMMON STOCK 36866T103 83354 1512235 DEFINED 03 1512235 GENCORP INC COMMON STOCK 368682100 119 5800 DEFINED 02 03 5800 GENENTECH INC COMMON STOCK 368710406 302620 3580884 DEFINED 02 03 3580884 GENERAL CABLE CORP COMMON STOCK 369300108 14451 476455 DEFINED 03 476455 GENERAL COMMUNICATION -A COMMON STOCK 369385109 337 27900 SOLE 27900 GENERAL DYNAMICS CORP COMMON STOCK 369550108 225680 3527350 DEFINED 02 03 3527350 GENERAL ELECTRIC CO. COMMON STOCK 369604103 902395 25945782 DEFINED 02 03 25945782 GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 12155 248729 DEFINED 02 248729 GENERAL MILLS INCORPORATE COMMON STOCK 370334104 34968 689969 DEFINED 03 689969 GENERAL MOTORS COMMON STOCK 370442105 1229 57800 DEFINED 02 03 57800 GENERAL MOTORS CV CONV PREF STOCK 370442741 30178 1300200 DEFINED 03 1300200 GENESCO INC COMMON STOCK 371532102 10699 275125 DEFINED 02 03 275125 GENESIS MICROCHIP INC COMMON STOCK 37184C103 2554 149900 SOLE 149900 GENESIS HEALTHCARE CORP COMMON STOCK 37184D101 8490 193228 SOLE 193228 GENTEX CORPORATION COMMON STOCK 371901109 5876 336540 SOLE 336540 GENLYTE GROUP INC COMMON STOCK 372302109 8027 117799 DEFINED 02 117799 GENUINE PARTS COMMON STOCK 372460105 5654 129004 DEFINED 02 03 129004 GENWORTH FINANCIAL INC COMMON STOCK 37247D106 359896 10765669 DEFINED 02 03 10765669 GENZYME CORP COMMON STOCK 372917104 181238 2696210 DEFINED 02 03 2696210 GERDAU S A AMER DEP RECEIPT 373737105 40 1755 DEFINED 03 1755 GETTY IMAGES INC COMMON STOCK 374276103 55387 739675 DEFINED 03 739675 GEVITY HR INC COMMON STOCK 374393106 1539 62940 DEFINED 02 03 62940 GIANT INDUSTRIES INC COMMON STOCK 374508109 14865 213765 DEFINED 02 03 213765 GIBRALTAR IND COMMON STOCK 374689107 1306 44355 DEFINED 02 03 44355 GILEAD SCIENCES INC COMMON STOCK 375558103 402706 6472291 DEFINED 03 6472291 GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 767 13880 SOLE 13880 GLACIER BANCORP INC NEW COMMON STOCK 37637Q105 11 370 DEFINED 03 370 GLAMIS GOLD LTD COMMON STOCK 376775102 36837 1127200 SOLE 1127200 GLATFELTER COMMON STOCK 377316104 519 28300 SOLE 28300 GLAXOSMITHKLINE PLC ADR AMER DEP RECEIPT 37733W105 30895 590627 DEFINED 02 03 590627 GLENBOROUGH REALTY TRST COMMON STOCK 37803P105 222 10200 SOLE 10200 GLIMCHER REALTY TRUST COMMON STOCK 379302102 1559 54885 DEFINED 02 03 54885 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 5240 361648 SOLE 361648 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 63368 1195400 DEFINED 03 1195400 GLOBAL SIGNAL INC COMMON STOCK 37944Q103 2 40 DEFINED 03 40 GLOBIX CORP COMMON STOCK 37957F200 696 252290 SOLE 252290 GMX RESOURCES INC COMMON STOCK 38011M108 4015 107200 SOLE 107200 GOLD FIELDS LTD ADR AMER DEP RECEIPT 38059T106 14287 650000 SOLE 650000 GOLD KIST HOLDINGS INC COMMON STOCK 380614107 3108 245900 SOLE 245900 GOLDCORP INC COMMON STOCK 380956409 36855 1260000 SOLE 1260000 GOLDEN STAR RESOURCES LTD COMMON STOCK 38119T104 7283 2283000 SOLE 2283000 GOLDEN TELECOM INC COMMON STOCK 38122G107 1147 38170 DEFINED 02 03 38170 GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 21786 320845 DEFINED 03 320845 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 425895 2713401 DEFINED 02 03 2713401 GOODRICH CORP COMMON STOCK 382388106 40567 930230 DEFINED 03 930230 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 9289 641531 SOLE 641531 GOOGLE INC-CL A COMMON STOCK 38259P508 366632 940084 DEFINED 03 940084 W.R. GRACE & CO. COMMON STOCK 38388F108 2056 154600 SOLE 154600 W.W. GRAINGER INC. COMMON STOCK 384802104 3167 42030 DEFINED 02 03 42030 GRAMERCY CAPITAL CORP COMMON STOCK 384871109 1518 60900 SOLE 60900 GRANITE CONSTRUCTION COMMON STOCK 387328107 10865 223200 DEFINED 02 223200 GRANT PRIDECO INC. COMMON STOCK 38821G101 1294 30200 SOLE 30200 GRAY TELEVISION INC COMMON STOCK 389375106 40 4800 DEFINED 02 4800 GREAT AMERN FINL RESOURCE COMMON STOCK 389915109 633 32100 SOLE 32100 GREAT ATLANTIC & PAC COMMON STOCK 390064103 4426 126700 SOLE 126700 GREATBATCH INC COMMON STOCK 39153L106 596 27200 DEFINED 02 27200 GREATER BAY BANCORP COMMON STOCK 391648102 7132 257100 SOLE 257100 GREEN MOUNTAIN PWR COMMON STOCK 393154109 165 5700 SOLE 5700 GREENE CNTY BANCSHARES COMMON STOCK 394361208 643 22000 SOLE 22000 GREENHILL & CO INC COMMON STOCK 395259104 1554 23500 SOLE 23500 GREIF, INC COMMON STOCK 397624107 6610 96600 DEFINED 02 96600 GREY WOLF INC COMMON STOCK 397888108 15669 2106012 DEFINED 03 2106012 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 8524 179300 SOLE 179300 GROUPE DANONE AMER DEP RECEIPT 399449107 14 532 DEFINED 03 532 GRUPO TELEVISA SA SPONS AMER DEP RECEIPT 40049J206 307120 15433190 DEFINED 02 03 15433190 GRUPO AEROPORTUARIO ADR COMMON STOCK 400506101 14378 450000 SOLE 450000 GUESS? INC COMMON STOCK 401617105 12041 307875 DEFINED 02 03 307875 GUIDANT CORP COMMON STOCK 401698105 43100 552139 DEFINED 03 552139 GULFMARK OFFSHORE INC COMMON STOCK 402629109 1218 43800 SOLE 43800 GYMBOREE CORP COMMON STOCK 403777105 17522 672889 SOLE 672889 H & E EQUIPMENT SERVICES COMMON STOCK 404030108 2050 70400 SOLE 70400 HCA INC COMMON STOCK 404119109 74372 1624180 DEFINED 03 1624180 HCC INSURANCE HLDS INC. COMMON STOCK 404132102 3740 107458 DEFINED 02 107458 HNI CORP COMMON STOCK 404251100 8980 152200 SOLE 152200 HRPT PROPERTIES TRUST COMMON STOCK 40426W101 674 57400 SOLE 57400 HSBC HOLDINGS PLC - ADR AMER DEP RECEIPT 404280406 2614 31195 DEFINED 02 03 31195 HAEMONETICS CORP COMMON STOCK 405024100 2183 43000 SOLE 43000 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 5327 203400 SOLE 203400 HALLIBURTON COMPANY COMMON STOCK 406216101 216670 2967272 DEFINED 02 03 2967272 HANCOCK FABRICS INC COMMON STOCK 409900107 22 5935 DEFINED 03 5935 HANCOCK HLDG CO COMMON STOCK 410120109 368 7900 SOLE 7900 HANMI FINANCIAL CORP COMMON STOCK 410495105 60 3300 DEFINED 02 3300 HANOVER INSURANCE GROUP COMMON STOCK 410867105 4178 79700 SOLE 79700 HANSEN NATURAL CORP COMMON STOCK 411310105 6371 50540 SOLE 50540 HARBOR FLORIDA BANCSHARES COMMON STOCK 411901101 1295 34200 SOLE 34200 HARLAND (JOHN H.) CO COMMON STOCK 412693103 1030 26200 SOLE 26200 HARLEY DAVIDSON INC. COMMON STOCK 412822108 55229 1064557 DEFINED 03 1064557 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 1150 38736 DEFINED 02 03 38736 HARMAN INTERNATIONAL COMMON STOCK 413086109 67838 610435 DEFINED 03 610435 HARMONIC INC COMMON STOCK 413160102 448 70400 SOLE 70400 HARMONY GOLD MNG - ADR AMER DEP RECEIPT 413216300 21705 1366830 SOLE 1366830 HARRIS & HARRIS GROUP INC COMMON STOCK 413833104 6859 491660 SOLE 491660 HARRIS INTERACTIVE INC COMMON STOCK 414549105 69 12200 SOLE 12200 HARSCO CORP COMMON STOCK 415864107 2873 34770 DEFINED 02 03 34770 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 357489 4438101 DEFINED 02 03 4438101 HARTMARX CORP COMMON STOCK 417119104 48 5300 DEFINED 02 5300 HARVEST NATURAL RESOURCES COMMON STOCK 41754V103 215 22100 SOLE 22100 HASBRO INCORPORATED COMMON STOCK 418056107 13401 635100 SOLE 635100 HAWAIIAN ELEC INDUSTRIES COMMON STOCK 419870100 8 282 DEFINED 03 282 HEALTHCARE SERVICE GRP COMMON STOCK 421906108 2312 108219 DEFINED 02 03 108219 HEALTH MGMT ASSOC INC A COMMON STOCK 421933102 10685 495349 DEFINED 02 03 495349 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 1581 42300 SOLE 42300 HEADWATERS INC COMMON STOCK 42210P102 294 7400 SOLE 7400 HEALTH CARE REIT INC COMMON STOCK 42217K106 1627 42715 DEFINED 03 42715 HEALTHEXTRAS INC COMMON STOCK 422211102 11 300 SOLE 300 HEALTH NET INC COMMON STOCK 42222G108 19022 374300 DEFINED 02 374300 HEALTHWAYS INC COMMON STOCK 422245100 14312 280950 DEFINED 02 03 280950 HEALTHSPRING INC COMMON STOCK 42224N101 1613 86700 SOLE 86700 HEARTLAND EXPRESS INC COMMON STOCK 422347104 1586 72800 SOLE 72800 HECLA MINING COMMON STOCK 422704106 4627 700000 SOLE 700000 HEIDRICK & STRUGGLES COMMON STOCK 422819102 2960 81583 DEFINED 03 81583 H.J. HEINZ COMPANY COMMON STOCK 423074103 19098 503647 DEFINED 03 503647 HELIX ENERGY COMMON STOCK 42330P107 8 200 SOLE 200 HELMERICH & PAYNE COMMON STOCK 423452101 2217 31760 DEFINED 03 31760 HENRY (JACK) & ASSOC COMMON STOCK 426281101 2319 101400 SOLE 101400 HERCULES, INC. COMMON STOCK 427056106 167 12096 DEFINED 02 03 12096 HERCULES OFFSHORE INC COMMON STOCK 427093109 3824 112442 SOLE 112442 HERITAGE PROPERTY INVEST COMMON STOCK 42725M107 1805 45600 SOLE 45600 HERSHEY CO/THE COMMON STOCK 427866108 1485 28444 DEFINED 02 03 28444 HEWITT ASSOCIATES INC COMMON STOCK 42822Q100 1035 34800 SOLE 34800 HEWLETT-PACKARD CO. COMMON STOCK 428236103 255985 7780706 DEFINED 02 03 7780706 HEXCEL CORP NEW COMMON STOCK 428291108 1 50 DEFINED 03 50 HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 1717 60900 SOLE 60900 HIBBETT SPORTING GOODS COMMON STOCK 428565105 20519 621987 SOLE 621987 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 1413 41900 SOLE 41900 HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 3116 75600 SOLE 75600 HILLENBRAND INDUSTRIES COMMON STOCK 431573104 2101 38200 SOLE 38200 HILTON HOTELS CORPORATION COMMON STOCK 432848109 25463 1000100 SOLE 1000100 HILTON HOTELS CORP CV CONVERTIBLE BONDS 432848AZ2 6100 5005000 DEFINED 03 5005000 HITTITE MICROWAVE CORP COMMON STOCK 43365Y104 5303 157310 SOLE 157310 HOLLY CORP COMMON STOCK 435758305 6556 88460 DEFINED 02 03 88460 HOLOGIC INC COMMON STOCK 436440101 28386 512846 DEFINED 02 03 512846 HOME DEPOT INC COMMON STOCK 437076102 168920 3993377 DEFINED 02 03 3993377 HOMESTORE.COM INC COMMON STOCK 437852106 6189 943423 SOLE 943423 HONEYWELL INTL INC COMMON STOCK 438516106 248311 5805716 DEFINED 02 03 5805716 HORACE MANN EDUCATORS COMMON STOCK 440327104 8444 449100 DEFINED 02 03 449100 HORIZON FINANCIAL CORP COMMON STOCK 44041F105 23 900 SOLE 900 HORIZON LINES INC COMMON STOCK 44044K101 15528 1198180 DEFINED 03 1198180 HORMEL FOODS CORP COMMON STOCK 440452100 75 2200 DEFINED 02 2200 HORNBECK OFFSHORE SRVCES COMMON STOCK 440543106 2565 71100 SOLE 71100 HOSPIRA INC COMMON STOCK 441060100 28 712 DEFINED 03 712 HOSPITALITY PROPERTIES TR COMMON STOCK 44106M102 5817 133200 DEFINED 02 133200 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 22651 1058438 DEFINED 02 03 1058438 HOUSTON EXPLORATION CO COMMON STOCK 442120101 6340 120300 SOLE 120300 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 4 100 SOLE 100 HUANENG PWR INTL INC AMER DEP RECEIPT 443304100 28 1005 DEFINED 03 1005 HUB GROUP INC -CL A COMMON STOCK 443320106 20754 455325 SOLE 455325 HUBBELL, INC. COMMON STOCK 443510201 0 3 DEFINED 03 3 HUMANA INC. COMMON STOCK 444859102 25041 475600 DEFINED 02 03 475600 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 10222 940410 DEFINED 02 03 940410 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 43088 2000415 DEFINED 03 2000415 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 101483 3363705 DEFINED 03 3363705 HYDRIL CO COMMON STOCK 448774109 19222 246600 SOLE 246600 IDT CORP -B COMMON STOCK 448947309 88896 8030327 DEFINED 03 8030327 HYPERCOM CORP COMMON STOCK 44913M105 1941 208700 DEFINED 02 208700 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 20775 637270 SOLE 637270 IAC/INTERACTIVECORP COMMON STOCK 44919P300 6370 216124 DEFINED 02 03 216124 ICOS CORPORATION COMMON STOCK 449295104 7 300 SOLE 300 IHOP CORPORATION COMMON STOCK 449623107 6434 134200 SOLE 134200 IMS HEALTH INC COMMON STOCK 449934108 1768 68600 SOLE 68600 ITLA CAPITAL CORPORATION COMMON STOCK 450565106 453 9400 SOLE 9400 ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 2498 39000 SOLE 39000 IXIA COMMON STOCK 45071R109 1577 110600 SOLE 110600 ITT INDUSTRIES INC. COMMON STOCK 450911102 5425 96500 SOLE 96500 ***IAMGOLD CORP COMMON STOCK 450913108 38478 4458663 SOLE 4458663 ICICI BANK SPON ADR AMER DEP RECEIPT 45104G104 200973 7260600 DEFINED 03 7260600 ICONIX BRAND GROUP INC COMMON STOCK 451055107 393 27000 SOLE 27000 IDEX CORP COMMON STOCK 45167R104 18261 350025 DEFINED 03 350025 IDEXX LABORATORIES INC. COMMON STOCK 45168D104 14829 171710 DEFINED 03 171710 IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 5931 416200 SOLE 416200 IHS INC - CLASS A COMMON STOCK 451734107 900 32900 SOLE 32900 IKANOS COMMUNICATIONS INC COMMON STOCK 45173E105 1766 89600 SOLE 89600 ILLINOIS TOOL WORKS COMMON STOCK 452308109 85640 889212 DEFINED 02 03 889212 ILLUMINA INC COMMON STOCK 452327109 115 4800 DEFINED 02 4800 IMATION CORPORATION COMMON STOCK 45245A107 12126 282600 DEFINED 02 282600 IMCLONE SYSTEMS COMMON STOCK 45245W109 50852 1494780 SOLE 1494780 IMMUCOR INC COMMON STOCK 452526106 602 21000 DEFINED 02 21000 IMMUNOGEN INC COMMON STOCK 45253H101 31 7180 DEFINED 03 7180 IMPERIAL TOBACCO GROUP PLC AMER DEP RECEIPT 453142101 8 130 DEFINED 03 130 INCO LTD. COMMON STOCK 453258402 71467 1432500 SOLE 1432500 INCO LTD CV CONVERTIBLE BONDS 453258AT2 4801 3003000 DEFINED 03 3003000 INCYTE CORP COMMON STOCK 45337C102 103 17225 DEFINED 02 03 17225 INDEPENDENCE HOLDING CO COMMON STOCK 453440307 127 5500 SOLE 5500 INDEPENDENT BANK CORP COMMON STOCK 453838104 2784 97817 DEFINED 02 03 97817 INDEVUS PHARMACEUTICALS COMMON STOCK 454072109 197 31700 SOLE 31700 INDYMAC BANCORP INC COMMON STOCK 456607100 5073 123940 DEFINED 02 03 123940 INFINITY PROP & CASUALTY COMMON STOCK 45665Q103 12535 300300 SOLE 300300 INFORMATICA CORP COMMON STOCK 45666Q102 26516 1705180 DEFINED 02 03 1705180 INFOSYS TECHNOLOGIES ADR AMER DEP RECEIPT 456788108 1254 16100 SOLE 16100 INFOSPACE INC COMMON STOCK 45678T201 11694 418400 SOLE 418400 INFOUSA INC COMMON STOCK 456818301 3285 253068 SOLE 253068 Ing Groep NV Spon ADR AMER DEP RECEIPT 456837103 2050 52035 DEFINED 02 03 52035 INGLES MARKETS INC -CL A COMMON STOCK 457030104 233 13100 SOLE 13100 INGRAM MICRO INC CL A COMMON STOCK 457153104 14001 700050 DEFINED 03 700050 INHIBITEX INC COMMON STOCK 45719T103 5618 773835 DEFINED 03 773835 INLAND REAL ESTATE CORP COMMON STOCK 457461200 163 10000 SOLE 10000 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 8201 372600 SOLE 372600 INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 2083 78300 SOLE 78300 INNOVATIVE SOLUTIONS SUP COMMON STOCK 45769N105 64 4900 DEFINED 02 4900 INNKEEPERS USA TR COMMON STOCK 4576J0104 6767 399200 DEFINED 02 399200 INTEGRA LIFESCIENCES CORP COMMON STOCK 457985208 4479 109300 SOLE 109300 INTEGRAL SYSTEMS INC/MD COMMON STOCK 45810H107 92 3400 SOLE 3400 INTEL CORPORATION COMMON STOCK 458140100 280822 14512231 DEFINED 02 03 14512231 INTER PARFUMS INC COMMON STOCK 458334109 442 22200 SOLE 22200 INTER-TEL INC COMMON STOCK 458372109 180 8400 SOLE 8400 INTERACTIVE DATA CORP COMMON STOCK 45840J107 200 8500 SOLE 8500 INTERFACE INC-CL A COMMON STOCK 458665106 4485 324794 DEFINED 03 324794 INTERDIGITAL COMM CORP COMMON STOCK 45866A105 826 33700 SOLE 33700 INTERGRAPH CORP COMMON STOCK 458683109 9627 231110 DEFINED 02 03 231110 INTERLINE BRANDS INC COMMON STOCK 458743101 174 6900 SOLE 6900 INTERMAGNETICS GENERAL CO COMMON STOCK 458771102 8702 347400 SOLE 347400 INTERMEC INC COMMON STOCK 458786100 6721 220300 SOLE 220300 INTERMUNE INC COMMON STOCK 45884X103 74 4000 DEFINED 02 4000 INTL BUSINESS MAC CORP COMMON STOCK 459200101 520295 6308893 DEFINED 02 03 6308893 INTERNATIONAL COAL GROUP COMMON STOCK 45928H106 29759 3055310 DEFINED 03 3055310 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 7 200 SOLE 200 INTL GAME TECHNOLOGY COMMON STOCK 459902102 192446 5464115 DEFINED 03 5464115 INTL PAPER CO COMMON STOCK 460146103 5035 145662 DEFINED 02 03 145662 INTL RECTIFIER CORP. COMMON STOCK 460254105 165794 4001790 SOLE 4001790 INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 16635 693700 SOLE 693700 INTERSIL CORP COMMON STOCK 46069S109 19278 666600 SOLE 666600 INTERTAPE POLYMER GROUP I COMMON STOCK 460919103 88 10178 DEFINED 03 10178 INTERVOICE-BRITE INC COMMON STOCK 461142101 2046 237600 SOLE 237600 INTEVAC INC COMMON STOCK 461148108 4697 163200 SOLE 163200 INTERWOVEN INC COMMON STOCK 46114T508 162 18000 DEFINED 02 18000 INTERVIDEO INC COMMON STOCK 46114Y101 181 16700 SOLE 16700 INTRADO INC COMMON STOCK 46117A100 4635 178400 SOLE 178400 INTUIT INC COMMON STOCK 461202103 266324 5007021 DEFINED 03 5007021 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 13755 116560 DEFINED 02 03 116560 INVERNESS MEDICAL INNO COMMON STOCK 46126P106 80 2774 DEFINED 03 2774 INVESTMENT TECH GROUP COMMON STOCK 46145F105 8805 176800 SOLE 176800 INVESTOOLS INC COMMON STOCK 46145P103 2032 247790 SOLE 247790 INVESTORS REIT COMMON STOCK 461730103 268 28043 DEFINED 02 28043 INVITROGEN CORP COMMON STOCK 46185R100 57488 819730 SOLE 819730 INVITROGEN CORP CV CONVERTIBLE BONDS 46185RAK6 6125 7000000 SOLE 7000000 IOWA TELECOMM SERV COMMON STOCK 462594201 1462 76600 SOLE 76600 IPASS INC COMMON STOCK 46261V108 1636 204200 SOLE 204200 IRIS INTERNATIONAL INC COMMON STOCK 46270W105 3191 204170 DEFINED 02 204170 IRON MOUNTAIN INC COMMON STOCK 462846106 8 200 SOLE 200 ISHARES TR COMMON STOCK 464287200 9 66 DEFINED 03 66 ISHARES RUSSEL MIDCAP VAL MUTUAL FUNDS CLOSED END 464287473 1 10 DEFINED 03 10 ISHARES RUSSELL 2000 MUTUAL FUNDS OPEN END 464287655 2660 35000 SOLE 35000 ISIS PHARMACEUTICALS CO COMMON STOCK 464330109 796 88400 SOLE 88400 ISLE OF CAPRI CASINOS COMMON STOCK 464592104 1 20 DEFINED 03 20 ITRON, INC. COMMON STOCK 465741106 6530 109100 SOLE 109100 I2 TECHNOLOGIES INC COMMON STOCK 465754208 464 27000 SOLE 27000 IVANHOE MINES LTD COMMON STOCK 46579N103 1 54 DEFINED 03 54 IXYS CORPORATION COMMON STOCK 46600W106 1025 111170 DEFINED 02 03 111170 J&J SNACK FOODS CORP COMMON STOCK 466032109 3243 96546 SOLE 96546 JDS UNIPHASE CORP COMMON STOCK 46612J101 51 12245 DEFINED 02 03 12245 JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 3472 240460 DEFINED 03 240460 JLG INDUSTRIES INC. COMMON STOCK 466210101 6823 221600 SOLE 221600 JPMORGAN CHASE & CO COMMON STOCK 46625H100 625008 15009793 DEFINED 02 03 15009793 J2 GLOBAL COMMUNICATIONS COMMON STOCK 46626E205 24998 531880 SOLE 531880 JABIL CIRCUIT INC COMMON STOCK 466313103 22473 524331 DEFINED 02 03 524331 JACK IN THE BOX, INC. COMMON STOCK 466367109 15430 354700 DEFINED 02 354700 JACKSON HEWITT TAX SERV COMMON STOCK 468202106 14205 449800 SOLE 449800 JACUZZI BRANDS INC COMMON STOCK 469865109 541 55000 SOLE 55000 JAKKS PACIFIC INC COMMON STOCK 47012E106 5733 214400 SOLE 214400 JAMES RIVER GROUP INC COMMON STOCK 470359100 382 14200 SOLE 14200 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 14799 638700 SOLE 638700 JEFFERIES GROUP INC (NEW) COMMON STOCK 472319102 4294 73400 SOLE 73400 JEFFERSON-PILOT COMMON STOCK 475070108 2929 52363 DEFINED 02 03 52363 JOHNSON & JOHNSON COMMON STOCK 478160104 433542 7320873 DEFINED 02 03 7320873 JOHNSON CONTROLS COMMON STOCK 478366107 46574 613391 DEFINED 02 03 613391 JONES APPAREL GROUP COMMON STOCK 480074103 9044 255713 DEFINED 03 255713 JONES LANG LASALLE INC COMMON STOCK 48020Q107 1737 22700 SOLE 22700 JORGENSEN (EARLE M.) CO COMMON STOCK 480829100 1427 94200 SOLE 94200 JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 1105 23050 DEFINED 02 23050 JOURNAL COMMUNICATIONS COMMON STOCK 481130102 471 38000 SOLE 38000 JOY GLOBAL INC COMMON STOCK 481165108 16261 272075 DEFINED 03 272075 JUNIPER NETWORKS INC COMMON STOCK 48203R104 178838 9353430 SOLE 9353430 K&F INDUSTRIES HOLDINGS COMMON STOCK 482241106 254 15300 SOLE 15300 KCS ENERGY INC COMMON STOCK 482434206 14973 575900 SOLE 575900 KLA-TENCOR CORPORATION COMMON STOCK 482480100 43837 906455 DEFINED 03 906455 K-SWISS INC - CL A COMMON STOCK 482686102 6202 205755 DEFINED 03 205755 KT CORP AMER DEP RECEIPT 48268K101 1 67 DEFINED 03 67 KBNT BANCORP INC COMMON STOCK 482921103 647 39600 SOLE 39600 KAMAN CORP COMMON STOCK 483548103 3564 141660 DEFINED 02 03 141660 KAYDON CORP COMMON STOCK 486587108 6316 156500 SOLE 156500 KEANE INC COMMON STOCK 486665102 2070 131430 DEFINED 02 03 131430 KB HOME COMMON STOCK 48666K109 8952 137771 DEFINED 02 03 137771 KEITHLEY INSTRUMENTS INC COMMON STOCK 487584104 777 50600 SOLE 50600 KELLOGG COMPANY COMMON STOCK 487836108 3100 70388 DEFINED 03 70388 KELLWOOD COMPANY COMMON STOCK 488044108 1187 37800 DEFINED 02 37800 KEMET CORP COMMON STOCK 488360108 414 43700 SOLE 43700 KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 2731 80800 SOLE 80800 KENEXA CORP COMMON STOCK 488879107 10666 346870 SOLE 346870 KENNAMETAL INC COMMON STOCK 489170100 859 14052 DEFINED 02 03 14052 KERR-MCGEE CORP COMMON STOCK 492386107 61136 640292 DEFINED 03 640292 KEY ENERGY SVCS INC COMMON STOCK 492914106 0 20 DEFINED 03 20 KEYCORP COMMON STOCK 493267108 32885 893600 DEFINED 02 893600 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 204 17800 SOLE 17800 KEYSTONE AUTOMOTIVE INDS COMMON STOCK 49338N109 3173 75170 SOLE 75170 KFORCE INC COMMON STOCK 493732101 674 52900 SOLE 52900 KIMBALL INTERNATIONAL -B COMMON STOCK 494274103 773 51400 SOLE 51400 KILROY REALTY CORP COMMON STOCK 49427F108 8732 113025 SOLE 113025 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 17674 305768 DEFINED 02 03 305768 KIMCO REALTY CORP COMMON STOCK 49446R109 17282 425250 SOLE 425250 KINDER MORGAN, INC. COMMON STOCK 49455P101 156656 1702970 DEFINED 02 03 1702970 ***KINDER MORGAN MGMT LLC COMMON STOCK 49455U100 232930 5293867 SOLE 5293867 KINETIC CONCEPTS INC COMMON STOCK 49460W208 4586 111400 SOLE 111400 KING PHARMACEUTICALS INC COMMON STOCK 495582108 21969 1273536 DEFINED 02 03 1273536 KINROSS GOLD CORP COMMON STOCK 496902404 26329 2408890 SOLE 2408890 KIRBY CORP. COMMON STOCK 497266106 3671 53900 SOLE 53900 KNOLL INC COMMON STOCK 498904200 2254 105700 SOLE 105700 KNIGHT CAP GRP-A COMMON STOCK 499005106 10541 756729 SOLE 756729 KNIGHT TRANSPORTATION INC COMMON STOCK 499064103 6107 309200 SOLE 309200 THE KNOT INC COMMON STOCK 499184109 121 6700 SOLE 6700 KOHLS CORPORATION COMMON STOCK 500255104 166575 3142340 SOLE 3142340 KOMAG INC COMMON STOCK 500453204 19392 407390 SOLE 407390 Koninklijke Philips ADR AMER DEP RECEIPT 500472303 1683 50007 DEFINED 02 03 50007 KOOKMIN BANK ADR AMER DEP RECEIPT 50049M109 69254 809800 SOLE 809800 KOPIN CORP COMMON STOCK 500600101 3233 645400 SOLE 645400 KOPPERS HOLDINGS INC COMMON STOCK 50060P106 5 230 DEFINED 03 230 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 4945 242525 DEFINED 03 242525 KOS PHARMACEUTICALS INC COMMON STOCK 500648100 10476 219300 SOLE 219300 KOSAN BIOSCIENCES INC COMMON STOCK 50064W107 17983 3053088 SOLE 3053088 KRAFT FOODS INC-A COMMON STOCK 50075N104 1895 62525 DEFINED 02 03 62525 KROGER COMPANY COMMON STOCK 501044101 77777 3820100 DEFINED 02 3820100 KRONOS INC COMMON STOCK 501052104 245 6555 DEFINED 02 03 6555 KULICKE & SOFFA IND. COMMON STOCK 501242101 3473 363974 DEFINED 03 363974 KYOCERA CORP ADR AMER DEP RECEIPT 501556203 1644 18666 DEFINED 02 03 18666 LCA-VISION INC COMMON STOCK 501803308 5586 111486 DEFINED 02 111486 LHC GROUP LLC COMMON STOCK 50187A107 510 31900 SOLE 31900 LKQ CORP COMMON STOCK 501889208 5003 240400 SOLE 240400 LSI LOGIC CORPORATION COMMON STOCK 502161102 22073 1909424 DEFINED 03 1909424 LSI INDS INC OHIO COMMON STOCK 50216C108 2628 154195 DEFINED 02 03 154195 LTC PROPERTIES INC COMMON STOCK 502175102 547 23500 SOLE 23500 LTX CORP COMMON STOCK 502392103 2429 449729 SOLE 449729 L-3 COMMUNICATIONS HLDING COMMON STOCK 502424104 37751 440035 DEFINED 03 440035 LABARGE INC COMMON STOCK 502470107 1078 72100 SOLE 72100 LA-Z-BOY INC COMMON STOCK 505336107 8046 473300 SOLE 473300 LABOR READY INC COMMON STOCK 505401208 6802 284010 DEFINED 02 03 284010 LAB CORP. OF AMERICA COMMON STOCK 50540R409 15111 258400 SOLE 258400 LABRANCHE & COMPANY COMMON STOCK 505447102 7401 468100 SOLE 468100 LACLEDE GROUP INC COMMON STOCK 505597104 609 17700 SOLE 17700 LADISH COMPANY INC COMMON STOCK 505754200 1449 50000 SOLE 50000 LAFARGE S.A.-ADR AMER DEP RECEIPT 505861401 1693 59488 DEFINED 02 03 59488 LAIDLAW INTERNATIONAL COMMON STOCK 50730R102 5172 190140 SOLE 190140 LAM RESEARCH CORPORATION COMMON STOCK 512807108 19631 456525 SOLE 456525 LAMAR ADVERTISING CO COMMON STOCK 512815101 7456 141700 SOLE 141700 LAMAR ADVERTISING CONVERTIBLE BONDS 512815AG6 3484 3000000 SOLE 3000000 LAMSON & SESSIONS CO COMMON STOCK 513696104 877 31500 SOLE 31500 LANCE, INC. COMMON STOCK 514606102 360 16000 SOLE 16000 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 12715 187400 SOLE 187400 LANDRY'S RESTAURANTS INC COMMON STOCK 51508L103 1328 37600 SOLE 37600 LANDSTAR SYSTEM INC COMMON STOCK 515098101 13287 301157 SOLE 301157 LAS VEGAS SANDS CORP COMMON STOCK 517834107 76236 1345500 SOLE 1345500 ESTEE LAUDER CL A COMMON STOCK 518439104 4 100 SOLE 100 LAUREATE EDUCATION INC COMMON STOCK 518613104 1686 31600 DEFINED 02 31600 LAWSON SOFTWARE COMMON STOCK 520780107 8637 1126000 DEFINED 02 1126000 LEAP WIRELESS INTL INC COMMON STOCK 521863308 2765 63435 SOLE 63435 LEAR CORP. COMMON STOCK 521865105 2324 131040 DEFINED 02 131040 LEAPFROG ENTERPRISES INC COMMON STOCK 52186N106 208 19600 DEFINED 02 19600 LEGGETT & PLATT INC COMMON STOCK 524660107 1451 59535 DEFINED 02 03 59535 LEGG MASON INC COMMON STOCK 524901105 235960 1882706 DEFINED 02 03 1882706 LEHMAN BROTHERS HLDNGS IN COMMON STOCK 524908100 213674 1478401 DEFINED 02 03 1478401 LENNAR CORP (CLASS A) COMMON STOCK 526057104 15942 264022 DEFINED 02 03 264022 LENNOX INTERNATIONAL INC COMMON STOCK 526107107 5257 176030 DEFINED 02 03 176030 LEXINGTON CORPORATE PPTYS TR COMMON STOCK 529043101 2246 107695 DEFINED 02 03 107695 LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 11962 263606 DEFINED 03 263606 LIBERTY GLOBAL INC-A COMMON STOCK 530555101 229857 11228958 DEFINED 02 03 11228958 LIBERTY GLOBAL-SERIES C COMMON STOCK 530555309 317340 16067866 DEFINED 02 03 16067866 LIBERTY MEDIA GROUP CV CONVERTIBLE BONDS 530715AG6 43050 70000000 SOLE 70000000 LIBERTY MEDIA (VIA/B) CONVERTIBLE BONDS 530715AR2 107231 142500000 SOLE 142500000 LIBERTY MEDIA CORP COMMON STOCK 530718105 125376 15271162 DEFINED 03 15271162 LIBERTY MEDIA CV (TWX) CONVERTIBLE BONDS 530718AF2 58876 56006000 DEFINED 03 56006000 LIBERTY PPTY TR COMMON STOCK 531172104 2 35 DEFINED 03 35 LIFECELL CORPORATION COMMON STOCK 531927101 9717 430905 DEFINED 02 03 430905 LIFE TIME FITNESS COMMON STOCK 53217R207 21049 449290 SOLE 449290 LIGHTBRIDGE INC COMMON STOCK 532226107 405 36500 SOLE 36500 LIFETIME BRANDS INC COMMON STOCK 53222Q103 180 6400 DEFINED 02 6400 LIHIR GOLD LTD AMER DEP RECEIPT 532349107 0 13 DEFINED 03 13 LILLY (ELI) & CO COMMON STOCK 532457108 3233 58465 DEFINED 02 03 58465 LIMITED BRANDS INC COMMON STOCK 532716107 356 14538 DEFINED 02 03 14538 LINCARE HOLDINGS INC. COMMON STOCK 532791100 3063 78630 DEFINED 03 78630 LINCARE HOLDINGS CV CONVERTIBLE BONDS 532791AB6 5803 6005000 DEFINED 03 6005000 LINCOLN ELECTRIC HLDGS IN COMMON STOCK 533900106 3612 66910 DEFINED 02 66910 LINCOLN NATIONAL CORP. COMMON STOCK 534187109 8677 158945 DEFINED 02 03 158945 LINDSAY MANUFACTURING CO COMMON STOCK 535555106 138 5100 SOLE 5100 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 198345 5654077 DEFINED 02 03 5654077 LINKTONE LTD-ADR AMER DEP RECEIPT 535925101 156 23800 SOLE 23800 LITHIA MOTORS INC -CL A COMMON STOCK 536797103 2925 84300 SOLE 84300 LIVE NATION COMMON STOCK 538034109 3615 182185 SOLE 182185 LIZ CLAIBORNE COMMON STOCK 539320101 1917 46785 DEFINED 02 03 46785 LOCKHEED MARTIN CORP COMMON STOCK 539830109 375066 4992220 DEFINED 02 4992220 LOCKHEED MARTIN CV CONVERTIBLE BONDS 539830AP4 6979 6005000 DEFINED 03 6005000 LOEWS CORPORATION COMMON STOCK 540424108 16374 161800 SOLE 161800 LOEWS CORP - CAROLINA GRP COMMON STOCK 540424207 58653 1240800 SOLE 1240800 LONE STAR STEAKHOUSE COMMON STOCK 542307103 674 23700 SOLE 23700 LONE STAR TECHNOLOGIES COMMON STOCK 542312103 18465 333255 DEFINED 02 03 333255 LONGS DRUG STORES INC COMMON STOCK 543162101 9564 206663 SOLE 206663 LONGVIEW FIBRE CO REIT COMMON STOCK 543213102 5008 193800 SOLE 193800 ***LORAL SPACE & COMM LTD COMMON STOCK 543881106 7407 258531 SOLE 258531 LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 14566 535503 DEFINED 02 535503 LOWE'S COS., INC COMMON STOCK 548661107 298860 4637810 DEFINED 03 4637810 LOWES COMPANIES CV CONVERTIBLE BONDS 548661CG0 4495 4000000 SOLE 4000000 LUBRIZOL CORPORATION COMMON STOCK 549271104 3638 84900 DEFINED 02 84900 LUBYS INC COMMON STOCK 549282101 3052 244380 DEFINED 02 03 244380 LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 55643 18243503 DEFINED 03 18243503 LUCENT TECHNOLOGIES CV CONVERTIBLE BONDS 549463AG2 21325 20000000 SOLE 20000000 LUFKIN INDUSTRIES INC COMMON STOCK 549764108 1106 19935 DEFINED 02 03 19935 LUMINEX CORP COMMON STOCK 55027E102 21 1400 DEFINED 02 1400 LYONDELL CHEMICAL CO COMMON STOCK 552078107 2189 110000 DEFINED 02 110000 M&F WORLDWIDE CORP COMMON STOCK 552541104 380 26600 SOLE 26600 M & T BANK CORP COMMON STOCK 55261F104 26769 234525 DEFINED 03 234525 MAF BANCORP INC COMMON STOCK 55261R108 4032 92100 DEFINED 02 92100 MBIA INC COMMON STOCK 55262C100 24620 409455 DEFINED 02 03 409455 M D C HLDGS INC COMMON STOCK 552676108 23 367 DEFINED 02 03 367 MDU RESOURCES GROUP INC COMMON STOCK 552690109 3455 103300 DEFINED 02 103300 MEMC ELECTRONIC MATERIAL COMMON STOCK 552715104 1661 45000 SOLE 45000 MGIC INVESTMENT CORP COMMON STOCK 552848103 18748 281381 DEFINED 03 281381 MGI PHARMA INC COMMON STOCK 552880106 11069 632500 DEFINED 02 632500 MGM MIRAGE COMMON STOCK 552953101 4 100 SOLE 100 MGP INGREDIENTS INC COMMON STOCK 55302G103 86 5300 SOLE 5300 MHI HOSPITALITY CORP REIT COMMON STOCK 55302L102 263 28315 SOLE 28315 MKS INTRUMENTS INC COMMON STOCK 55306N104 3657 156100 SOLE 156100 MPS GROUP INC COMMON STOCK 553409103 14859 971200 SOLE 971200 MRO SOFTWARE INC COMMON STOCK 55347W105 3203 200700 SOLE 200700 MSC INDUST DIRECT COMMON STOCK 553530106 4910 90900 SOLE 90900 MTR GAMING GROUP INC COMMON STOCK 553769100 1087 105500 SOLE 105500 MTS SYSTEMS CORP COMMON STOCK 553777103 4396 105095 DEFINED 02 03 105095 MACATAWA BANK CORP COMMON STOCK 554225102 266 7028 DEFINED 02 7028 MACDERMID INC COMMON STOCK 554273102 241 7500 DEFINED 02 7500 MACERICH CO COMMON STOCK 554382101 9030 122100 DEFINED 02 122100 MACK CALI REALTY CORP COMMON STOCK 554489104 7938 165375 SOLE 165375 MACROVISION CORP COMMON STOCK 555904101 4293 193800 SOLE 193800 MACQUARIE INFRASTRUCTURE COMMON STOCK 55607X108 280 8600 SOLE 8600 MADDEN STEVEN LTD COMMON STOCK 556269108 5040 141965 DEFINED 02 03 141965 MAGELLAN HEALTH SER INC COMMON STOCK 559079207 18259 451180 DEFINED 03 451180 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 1645 190200 DEFINED 02 190200 MAGNA INTL INC COMMON STOCK 559222401 1 11 DEFINED 03 11 MAGUIRE PROPERTIES INC COMMON STOCK 559775101 1062 29100 SOLE 29100 MAINSOURCE FINANCIAL GRP COMMON STOCK 56062Y102 521 27563 SOLE 27563 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 3476 158000 SOLE 158000 MANITOWOC COMPANY COMMON STOCK 563571108 12968 142264 DEFINED 02 03 142264 MANNATECH INC COMMON STOCK 563771104 673 38727 SOLE 38727 MANOR CARE INC. COMMON STOCK 564055101 48148 1085654 DEFINED 03 1085654 MANPOWER INC. COMMON STOCK 56418H100 47998 839420 DEFINED 03 839420 MANTECH INTERNATIONAL COMMON STOCK 564563104 2518 75800 SOLE 75800 MAPINFO CORPORATION COMMON STOCK 565105103 956 68200 SOLE 68200 MARATHON OIL CORP COMMON STOCK 565849106 78383 1029056 DEFINED 02 03 1029056 MARINER ENERGY COMMON STOCK 56845T305 1066 51979 SOLE 51979 MARITRANS INC COMMON STOCK 570363101 1720 70400 SOLE 70400 MARSH & MCLENNAN COMMON STOCK 571748102 29979 1021100 SOLE 1021100 MARSHALL & ILSLEY CORP COMMON STOCK 571834100 27169 623430 DEFINED 02 03 623430 MARRIOTT INTL -A COMMON STOCK 571903202 11452 166943 DEFINED 03 166943 ***MARSHALL EDWARDS INC COMMON STOCK 572322303 19541 3501990 SOLE 3501990 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 1146 34900 SOLE 34900 MARTIN MARIETTA MATLS INC COMMON STOCK 573284106 2050 19155 DEFINED 03 19155 MARVEL ENTERTAINMENT INC COMMON STOCK 57383T103 40241 2000060 DEFINED 03 2000060 MASCO CORP COMMON STOCK 574599106 51140 1574022 DEFINED 03 1574022 MASTEC INC COMMON STOCK 576323109 4353 307200 SOLE 307200 MATRIA HEALTHCARE INC COMMON STOCK 576817209 4208 110849 DEFINED 02 03 110849 MATRIX SERVICE CO. COMMON STOCK 576853105 301 26200 SOLE 26200 MATRIXX INITIATIVES INC COMMON STOCK 57685L105 249 10700 SOLE 10700 MATSUSHITA ELEC INDL LTD AMER DEP RECEIPT 576879209 1 37 DEFINED 03 37 MATTHEWS INTL CP CL A COMMON STOCK 577128101 48 1244 DEFINED 02 1244 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 3868 322300 SOLE 322300 MAXTOR CORP COMMON STOCK 577729205 7138 746651 DEFINED 03 746651 MAXIM INTERGATED PRODUCTS COMMON STOCK 57772K101 39759 1070230 DEFINED 02 03 1070230 MAVERICK TUBE CORP COMMON STOCK 577914104 10201 192500 SOLE 192500 MAXIMUS INC COMMON STOCK 577933104 8826 245300 SOLE 245300 MCAFEE INC COMMON STOCK 579064106 180689 7426605 DEFINED 03 7426605 MCCORMICK & SCHMICK'S SF COMMON STOCK 579793100 3039 119300 SOLE 119300 MCDONALD'S CORPORATION COMMON STOCK 580135101 65081 1894085 DEFINED 02 03 1894085 MCGRATH RENT CORP COMMON STOCK 580589109 879 29248 DEFINED 02 03 29248 MCGRAW-HILL COMPANIES COMMON STOCK 580645109 42489 737395 DEFINED 02 03 737395 MCKESSON CORPORATION COMMON STOCK 58155Q103 102529 1966796 DEFINED 02 03 1966796 MEADWESTVACO CORP COMMON STOCK 583334107 16800 615145 DEFINED 02 03 615145 MEDAREX INC COMMON STOCK 583916101 2324 175800 DEFINED 02 175800 MEDALLION FINANCIAL CORP COMMON STOCK 583928106 554 40900 SOLE 40900 MEDCATH CORP COMMON STOCK 58404W109 1900 99390 DEFINED 03 99390 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 142538 2491036 DEFINED 02 03 2491036 MEDIA GENERAL -CL A COMMON STOCK 584404107 2265 48592 DEFINED 02 48592 MEDIACOM COMMUNICTNS CORP COMMON STOCK 58446K105 878 152700 DEFINED 02 152700 MEDICAL ACTION INDUSTRIES COMMON STOCK 58449L100 98 4100 SOLE 4100 MEDICINES CO COMMON STOCK 584688105 10799 525000 SOLE 525000 MEDICIS PHARM CL A COMMON STOCK 584690309 4854 148900 SOLE 148900 MEDIMMUNE INC. COMMON STOCK 584699102 186802 5106669 DEFINED 03 5106669 MEDICIS PHARM CV CONVERTIBLE BONDS 58470KAA2 3545 3004000 DEFINED 03 3004000 MEDTRONIC, INCORPORATED COMMON STOCK 585055106 467007 9202130 DEFINED 02 03 9202130 MELLON FINANCIAL CORP COMMON STOCK 58551A108 38017 1067900 SOLE 1067900 THE MEN'S WEARHOUSE COMMON STOCK 587118100 19048 530005 DEFINED 03 530005 MENTOR CORPORATION COMMON STOCK 587188103 12265 270680 DEFINED 02 03 270680 MENTOR GRAPHICS CORP COMMON STOCK 587200106 1766 159800 SOLE 159800 MERCANTILE BANK CORP COMMON STOCK 587376104 219 5600 DEFINED 02 5600 MERCK & COMPANY COMMON STOCK 589331107 164808 4678060 DEFINED 02 03 4678060 MERCURY COMPUTER SYS INC COMMON STOCK 589378108 15 908 DEFINED 03 908 MERCURY GENERAL CORP COMMON STOCK 589400100 2898 52785 DEFINED 02 52785 MEREDITH CORPORATION COMMON STOCK 589433101 4441 79600 SOLE 79600 MERIDIAN BIOSCIENCE INC COMMON STOCK 589584101 8675 321540 SOLE 321540 MERIDIAN RESOURCE CORP COMMON STOCK 58977Q109 1055 260400 SOLE 260400 MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 26 2530 DEFINED 03 2530 MERIDIAN GOLD INC COMMON STOCK 589975101 17577 592800 SOLE 592800 MERITAGE HOMES CORP. COMMON STOCK 59001A102 11 200 SOLE 200 MERRILL LYNCH COMMON STOCK 590188108 218454 2773667 DEFINED 02 03 2773667 MERRILL LYNCH & CO CV CONVERTIBLE BONDS 590188W46 6946 6005000 DEFINED 03 6005000 MESA AIR GROUP INC COMMON STOCK 590479101 5258 459600 DEFINED 02 459600 MESTEK INC COMMON STOCK 590829107 53 4200 SOLE 4200 METAL MANAGEMENT INC COMMON STOCK 591097209 4691 148200 SOLE 148200 METLIFE INC COMMON STOCK 59156R108 82288 1701215 DEFINED 02 03 1701215 METTLER TOLEDO COMMON STOCK 592688105 9160 151800 SOLE 151800 MICHAELS STORES INC. COMMON STOCK 594087108 105340 2803090 SOLE 2803090 MICREL INC. COMMON STOCK 594793101 14928 1007265 DEFINED 02 03 1007265 MICROS SYSTEMS COMMON STOCK 594901100 38870 843714 DEFINED 02 03 843714 MICROSOFT CORPORATION COMMON STOCK 594918104 1755537 64518062 DEFINED 02 03 64518062 MICROSTRATEGY WTS 6/07 WARRANTS UNIT 594972119 3 17632 SOLE 17632 MICROSTRATEGY INC CL A COMMON STOCK 594972408 19443 184659 SOLE 184659 MICROCHIP TECHNOLOGY COMMON STOCK 595017104 166865 4596814 DEFINED 02 03 4596814 MICRON TECHNOLOGY INC. COMMON STOCK 595112103 13 908 DEFINED 03 908 MICROSEMI CORP COMMON STOCK 595137100 31231 1072860 SOLE 1072860 MICROTUNE INC. COMMON STOCK 59514P109 43 8200 SOLE 8200 MID-AMERICA APT CMNTYS IN COMMON STOCK 59522J103 2137 39045 DEFINED 03 39045 MIDAS INC COMMON STOCK 595626102 1268 58000 SOLE 58000 MIDDLEBY CORP COMMON STOCK 596278101 5216 62300 SOLE 62300 MIDLAND CO COMMON STOCK 597486109 455 12993 DEFINED 02 03 12993 HERMAN MILLER INC COMMON STOCK 600544100 4123 127200 SOLE 127200 MILLER INDUSTRIES INC COMMON STOCK 600551204 1303 51100 SOLE 51100 MILLIPORE CORP COMMON STOCK 601073109 8883 121578 DEFINED 03 121578 MILLS CORP COMMON STOCK 601148109 15 540 DEFINED 03 540 MINDSPEED TECH - W/I COMMON STOCK 602682106 369 92800 SOLE 92800 MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 834 111800 SOLE 111800 MIRANT CORP COMMON STOCK 60467R100 40355 1614214 DEFINED 03 1614214 Mitsui & Co ADR AMER DEP RECEIPT 606827202 2401 8299 DEFINED 02 03 8299 MOBILE MINI INC COMMON STOCK 60740F105 7065 228500 SOLE 228500 MODINE MFG CO COMMON STOCK 607828100 7372 249900 SOLE 249900 MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 2355 29166 DEFINED 02 03 29166 MOLECULAR DEVICES CORP COMMON STOCK 60851C107 1413 42600 DEFINED 02 42600 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 418 12500 SOLE 12500 MOLSON COORS BREWING COMMON STOCK 60871R209 13724 200000 SOLE 200000 MONACO COACH CORP COMMON STOCK 60886R103 603 45000 SOLE 45000 MONARCH CASINO&RESORT INC COMMON STOCK 609027107 2192 77200 DEFINED 02 77200 MONEYGRAM INT INC COMMON STOCK 60935Y109 7084 230600 SOLE 230600 MONSANTO CO COMMON STOCK 61166W101 376123 4438037 DEFINED 02 03 4438037 MOODY'S CORPORATION COMMON STOCK 615369105 21326 298427 DEFINED 03 298427 MORGAN STANLEY COMMON STOCK 617446448 467111 7435708 DEFINED 02 03 7435708 MORTON'S RESTAURANT GROUP COMMON STOCK 619430101 826 47500 SOLE 47500 MOSAIC CO/THE COMMON STOCK 61945A107 20091 1400085 DEFINED 03 1400085 MOTOROLA INC. COMMON STOCK 620076109 781438 34109035 DEFINED 02 03 34109035 MOVADO GROUP INC COMMON STOCK 624580106 1002 43392 DEFINED 03 43392 MOVIE GALLERY INC COMMON STOCK 624581104 5 1700 DEFINED 03 1700 MUELLER INDS INC COMMON STOCK 624756102 5071 142070 DEFINED 02 03 142070 MULTI-FINELINE ELECTRONIX COMMON STOCK 62541B101 12226 209030 SOLE 209030 MULTIMEDIA GAMES INC COMMON STOCK 625453105 1760 118300 SOLE 118300 MURPHY OIL CORP COMMON STOCK 626717102 55329 1110575 DEFINED 03 1110575 MYERS INDUSTRIES INC COMMON STOCK 628464109 2080 130100 SOLE 130100 MYLAN LABS COMMON STOCK 628530107 6227 266100 DEFINED 03 266100 MYRIAD GENETICS INC COMMON STOCK 62855J104 1312 50300 SOLE 50300 MYOGEN INC COMMON STOCK 62856E104 11166 308200 SOLE 308200 NCI BUILDING SYSTEMS INC COMMON STOCK 628852105 6945 116200 SOLE 116200 NCR CORPORATION COMMON STOCK 62886E108 20497 490490 DEFINED 02 03 490490 NCI INC-CL A COMMON STOCK 62886K104 1886 134700 SOLE 134700 NS GROUP INCORPORATED COMMON STOCK 628916108 16433 357000 SOLE 357000 NASB FINANCIAL INC COMMON STOCK 628968109 132 3866 SOLE 3866 NII HOLDINGS INC COMMON STOCK 62913F201 4499 76300 SOLE 76300 NN INC COMMON STOCK 629337106 5 400 SOLE 400 NRG ENERGY INC COMMON STOCK 629377508 29394 650025 DEFINED 03 650025 NRG ENERGY 5.75% CV PFD CONV PREF STOCK 629377870 2388 10000 SOLE 10000 NTL INC COMMON STOCK 62941W101 39233 1347756 SOLE 1347756 NVR INC COMMON STOCK 62944T105 1330 1800 SOLE 1800 NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 20 3500 DEFINED 02 3500 NACCO INDUSTRIES CL A COMMON STOCK 629579103 9453 61400 SOLE 61400 NARA BANCORP INC COMMON STOCK 63080P105 380 21695 DEFINED 02 03 21695 NASDAQ STOCK MARKET INC COMMON STOCK 631103108 7770 194060 SOLE 194060 NASH FINCH CO COMMON STOCK 631158102 245 8200 DEFINED 02 8200 NATCO GROUP INC - A COMMON STOCK 63227W203 295 10900 SOLE 10900 NATIONAL BANKSHARES INC COMMON STOCK 634865109 80 1600 SOLE 1600 NATIONAL BEVERAGE CORP COMMON STOCK 635017106 60 5200 SOLE 5200 NATIONAL CITY CORP COMMON STOCK 635405103 54441 1559900 SOLE 1559900 NATIONAL HEALTHCARE CORP COMMON STOCK 635906100 681 17000 SOLE 17000 NATIONAL FIN PARTNERS COMMON STOCK 63607P208 20884 369500 SOLE 369500 NATIONAL FUEL GAS CO COMMON STOCK 636180101 2905 88800 DEFINED 02 88800 NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 3249 99600 SOLE 99600 NATL OILWELL VARCO INC COMMON STOCK 637071101 73678 1149066 DEFINED 02 03 1149066 NATIONAL PENN BANCSHARES INC COMMON STOCK 637138108 219 10295 DEFINED 03 10295 NATL. SEMICONDUCTOR CORP. COMMON STOCK 637640103 23710 851639 DEFINED 02 03 851639 NATL WSTN LIFE INS CO A COMMON STOCK 638522102 1115 4800 SOLE 4800 NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 3287 76400 DEFINED 02 76400 NATIONWIDE HEALTH PPTYS I COMMON STOCK 638620104 1918 89200 DEFINED 02 89200 NAVIGATORS GROUP INC COMMON STOCK 638904102 3849 77600 SOLE 77600 NATURES SUNSHINE PRODS COMMON STOCK 639027101 919 73500 SOLE 73500 NATUS MEDICAL INC COMMON STOCK 639050103 914 44600 SOLE 44600 NAVISTAR INTL CP COMMON STOCK 63934E108 954 34600 SOLE 34600 NAVIGANT CONSULTING, INC. COMMON STOCK 63935N107 15 700 SOLE 700 NAVIGANT INTERNATIONAL COMMON STOCK 63935R108 491 40000 SOLE 40000 NAVTEQ CORP COMMON STOCK 63936L100 87703 1731568 DEFINED 03 1731568 NEENAH PAPER INC WI COMMON STOCK 640079109 815 24904 DEFINED 03 24904 NEKTAR THERAPEUTICS COMMON STOCK 640268108 265059 13005860 SOLE 13005860 NELNET INC-CL A COMMON STOCK 64031N108 2074 49800 SOLE 49800 NEOPHARM INC COMMON STOCK 640919106 961 114881 DEFINED 02 114881 NET 1 UEPS TECHNOLOGIES COMMON STOCK 64107N206 708 25000 SOLE 25000 NETFLIX.COM INC COMMON STOCK 64110L106 11402 393320 DEFINED 02 03 393320 NETGEAR INC COMMON STOCK 64111Q104 3321 174700 SOLE 174700 NETIQ CORP COMMON STOCK 64115P102 1379 123700 SOLE 123700 NETLOGIC MICRO INC COMMON STOCK 64118B100 11929 289470 SOLE 289470 NETWORK APPLIANCE INC COMMON STOCK 64120L104 96236 2671019 DEFINED 03 2671019 NEUROMETRIX INC COMMON STOCK 641255104 11911 305890 SOLE 305890 NEUROCRINE BIOSCIENCES COMMON STOCK 64125C109 6 100 SOLE 100 NEUSTAR INC-CLASS A COMMON STOCK 64126X201 67158 2166390 DEFINED 03 2166390 NEW CENTY FINL CORP MD COMMON STOCK 6435EV108 2605 56595 DEFINED 02 03 56595 NEW JERSEY RESOURCES COMMON STOCK 646025106 1149 25400 SOLE 25400 NEW RIVER PHARMACEUTICALS COMMON STOCK 648468205 488 14700 SOLE 14700 NEW YORK TIMES CO COMMON STOCK 650111107 16 600 DEFINED 02 600 NEWALLIANCE BANCSHARES COMMON STOCK 650203102 19906 1379470 DEFINED 03 1379470 NEWCASTLE INVEST CORP COMMON STOCK 65105M108 14179 592740 DEFINED 02 03 592740 NEWELL RUBBERMAID INC COMMON STOCK 651229106 2302 91370 DEFINED 02 03 91370 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 2757 65800 DEFINED 02 65800 NEWMARKET CORP COMMON STOCK 651587107 1652 34700 DEFINED 02 34700 NEWMONT MINING CORP COMMON STOCK 651639106 11660 224705 DEFINED 02 224705 NEWPORT CORP COMMON STOCK 651824104 2248 119200 SOLE 119200 NEWS CORP CL A COMMON STOCK 65248E104 139810 8417238 DEFINED 02 03 8417238 NEWS CORP COMMON STOCK 65248E203 6 325 DEFINED 03 325 NICOR INC COMMON STOCK 654086107 593 15000 SOLE 15000 NIKE INCORPORATED CL. B COMMON STOCK 654106103 42338 497514 DEFINED 02 03 497514 NIGHTHAWK RADIOLOGY HLDGS COMMON STOCK 65411N105 665 27849 SOLE 27849 NINETOWNS DGTL WRLD ADR AMER DEP RECEIPT 654407105 16050 3000000 SOLE 3000000 99 CENTS ONLY STORES COMMON STOCK 65440K106 4520 333370 SOLE 333370 Nippon Tele & Tele ADR AMER DEP RECEIPT 654624105 1195 55474 DEFINED 02 03 55474 NISOURCE INC COMMON STOCK 65473P105 6495 321238 DEFINED 02 03 321238 NOKIA CORP-SPON ADR AMER DEP RECEIPT 654902204 92480 4463322 DEFINED 03 4463322 Nomura Holdings, Inc AMER DEP RECEIPT 65535H208 2564 115650 DEFINED 02 03 115650 NORDSON CORP COMMON STOCK 655663102 6862 137626 SOLE 137626 NORDSTROM INC. COMMON STOCK 655664100 62602 1597828 DEFINED 02 03 1597828 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 78076 1443990 DEFINED 02 03 1443990 NORTEL NETWORKS CORP NEW COMMON STOCK 656568102 6 2000 DEFINED 03 2000 NORTEL NTWORKS CV CONVERTIBLE BONDS 656568AB8 18982 20007000 DEFINED 03 20007000 NORTH FORK BANCORPORATION COMMON STOCK 659424105 3534 122554 DEFINED 02 03 122554 NORTH PITTSBURGH SYSTEMS COMMON STOCK 661562108 1295 55500 SOLE 55500 NORTHEAST UTILS COMMON STOCK 664397106 1151 58965 DEFINED 02 03 58965 NORTHERN TRUST CORP COMMON STOCK 665859104 339456 6465820 DEFINED 02 6465820 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 248987 3646030 DEFINED 02 3646030 NORTHSTAR REALTY FINANCE COMMON STOCK 66704R100 30485 2783995 DEFINED 03 2783995 NOVA CHEMICALS CORP COMMON STOCK 66977W109 428 15000 SOLE 15000 NOVAMED EYECARE INC COMMON STOCK 66986W108 160 22600 SOLE 22600 NOVAGOLD RESOURCES INC COMMON STOCK 66987E206 9001 588300 SOLE 588300 NOVARTIS AG ADR AMER DEP RECEIPT 66987V109 58504 1055278 DEFINED 02 03 1055278 NOVAVAX INC COMMON STOCK 670002104 48322 6055416 SOLE 6055416 NOVELL INCORPORATED COMMON STOCK 670006105 289016 37632337 DEFINED 03 37632337 NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 12515 521471 DEFINED 03 521471 NU SKIN ASIA PACIFIC INC COMMON STOCK 67018T105 5 300 SOLE 300 NSTAR COMMON STOCK 67019E107 83 2900 DEFINED 02 2900 NUCOR CORP COMMON STOCK 670346105 93901 896087 DEFINED 02 03 896087 NVIDIA CORP COMMON STOCK 67066G104 30947 540462 DEFINED 03 540462 NUTRI/SYSTEM INC COMMON STOCK 67069D108 13948 293510 SOLE 293510 NUVELO INC COMMON STOCK 67072M301 11634 652840 SOLE 652840 O CHARLEYS INC COMMON STOCK 670823103 615 33300 SOLE 33300 OGE ENERGY CORP COMMON STOCK 670837103 702 24200 SOLE 24200 OAKLEY INC COMMON STOCK 673662102 116610 6851330 SOLE 6851330 OCCIDENTAL PETRO CORP COMMON STOCK 674599105 247846 2675074 DEFINED 02 03 2675074 OCEANEERING INTL INC. COMMON STOCK 675232102 4933 86080 DEFINED 02 86080 OCEANFIRST FINANCIAL CORP COMMON STOCK 675234108 86 3500 DEFINED 02 3500 OCWEN FINANCIAL COMMON STOCK 675746101 677 66300 DEFINED 02 66300 ODYSSEY HEALTHCARE INC COMMON STOCK 67611V101 3671 213300 SOLE 213300 ODYSSEY RE HOLDINGS CORP COMMON STOCK 67612W108 3455 159220 DEFINED 02 159220 OFFICE DEPOT INC COMMON STOCK 676220106 42450 1139912 DEFINED 02 03 1139912 OFFICEMAX INC DEL COMMON STOCK 67622P101 0 12 DEFINED 03 12 OHIO CASUALTY CORP COMMON STOCK 677240103 15954 503300 DEFINED 02 503300 OIL STATES INTL INC COMMON STOCK 678026105 3932 106700 DEFINED 02 106700 OLD REPUBLIC INTL COMMON STOCK 680223104 8593 393825 DEFINED 02 393825 OLD SECOND BANCORP INC COMMON STOCK 680277100 42 1275 DEFINED 03 1275 OLIN CORP. COMMON STOCK 680665205 3197 148890 DEFINED 03 148890 OLYMPIC STL INC COMMON STOCK 68162K106 2094 69400 SOLE 69400 OMNICARE INC. COMMON STOCK 681904108 39852 724720 DEFINED 02 03 724720 OMNICARE INC CV CONVERTIBLE BONDS 681904AL2 5788 6005000 DEFINED 03 6005000 OMNICOM GROUP COMMON STOCK 681919106 50171 602653 DEFINED 02 03 602653 OMEGA HEALTHCARE INVESTOR COMMON STOCK 681936100 213 15200 SOLE 15200 OMNIVISION TECHNOLOGIES COMMON STOCK 682128103 21279 704588 SOLE 704588 OMNOVA SOLUTIONS INC COMMON STOCK 682129101 83 13600 SOLE 13600 ON ASSIGNMENT INC COMMON STOCK 682159108 1325 120700 SOLE 120700 ON SEMICONDUCTOR CORP COMMON STOCK 682189105 11522 1587021 DEFINED 02 03 1587021 ONEOK INC COMMON STOCK 682680103 7210 223570 DEFINED 02 03 223570 ONLINE RESOURCES & COMM COMMON STOCK 68273G101 1343 103300 SOLE 103300 OPEN JT STK CO-VIMPEL COMMUN AMER DEP RECEIPT 68370R109 13 305 DEFINED 03 305 OPEN TEXT CORP COMMON STOCK 683715106 1518 92400 SOLE 92400 OPENWAVE SYSTEMS INC COMMON STOCK 683718308 20345 942787 SOLE 942787 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 246 14200 SOLE 14200 ORACLE CORPORATION COMMON STOCK 68389X105 101836 7438764 DEFINED 03 7438764 OPTION CARE INC. COMMON STOCK 683948103 10 690 DEFINED 03 690 OPTIONSXPRESS HOLDINGS COMMON STOCK 684010101 2351 80860 SOLE 80860 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 2071 201037 SOLE 201037 ORBITAL SCIENCES CORP COMMON STOCK 685564106 96069 6072630 DEFINED 03 6072630 OREGON STEEL MILLS INC. COMMON STOCK 686079104 2047 40000 SOLE 40000 O'REILLY AUTOMOTIVE INC. COMMON STOCK 686091109 74886 2048329 DEFINED 03 2048329 ORLEANS HOMEBUILDERS INC COMMON STOCK 686588104 77 3800 DEFINED 02 3800 ORMAT TECHNOLOGIES INC COMMON STOCK 686688102 2134 56000 SOLE 56000 OSHKOSH TRUCK CORP COMMON STOCK 688239201 164943 2650116 DEFINED 03 2650116 OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 11345 236700 SOLE 236700 OWENS & MINOR INC NEW COMMON STOCK 690732102 4842 147750 DEFINED 02 03 147750 OWENS-ILLINOIS INC. COMMON STOCK 690768403 3580 206110 DEFINED 02 206110 OXFORD INDUSTRIES INC COMMON STOCK 691497309 3870 75685 DEFINED 02 03 75685 PC CONNECTION COMMON STOCK 69318J100 271 47100 SOLE 47100 PDF SOLUTIONS INC COMMON STOCK 693282105 2836 149900 SOLE 149900 PDL BIOPHARMA INC COMMON STOCK 69329Y104 153841 4690275 DEFINED 03 4690275 PG & E CORPORATION COMMON STOCK 69331C108 137167 3526135 DEFINED 02 03 3526135 PFF BANCORP COMMON STOCK 69331W104 3544 105130 SOLE 105130 PHH CORPORATION COMMON STOCK 693320202 15118 566220 SOLE 566220 PICO HOLDINGS INC COMMON STOCK 693366205 5851 177900 SOLE 177900 PMC-SIERRA INC COMMON STOCK 69344F106 107 8726 DEFINED 03 8726 THE PMI GROUP INC COMMON STOCK 69344M101 64904 1413430 DEFINED 03 1413430 PNC FINANCIAL SERVICES COMMON STOCK 693475105 27238 404661 DEFINED 02 03 404661 POSCO ADR SPONSORED AMER DEP RECEIPT 693483109 44 685 DEFINED 03 685 PPG INDUSTRIES, INC. COMMON STOCK 693506107 38127 601837 DEFINED 03 601837 PPL CORP COMMON STOCK 69351T106 600 20415 DEFINED 02 03 20415 PS BUSINESS PARKS COMMON STOCK 69360J107 1236 22100 SOLE 22100 PSS WORLD MEDICAL INC COMMON STOCK 69366A100 2051 106338 DEFINED 03 106338 PW EAGLE INC COMMON STOCK 69366Y108 2121 76300 SOLE 76300 PACER INTERNATIONAL INC COMMON STOCK 69373H106 21651 662505 SOLE 662505 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 4802 141909 SOLE 141909 PACIFIC SUNWEAR OF CALIF COMMON STOCK 694873100 3601 162540 DEFINED 02 162540 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 12262 546445 DEFINED 02 03 546445 PACKETEER INC COMMON STOCK 695210104 4518 389500 SOLE 389500 PACTIV CORP COMMON STOCK 695257105 1950 79456 DEFINED 02 03 79456 PAIN THERAPEUTICS INC COMMON STOCK 69562K100 1153 106100 SOLE 106100 PALM HARBOR HOMES INC COMMON STOCK 696639103 582 27185 DEFINED 02 03 27185 PALM INC COMMON STOCK 696643105 221466 9562428 DEFINED 03 9562428 PAN AMERICAN SILVER CORP COMMON STOCK 697900108 13462 530000 SOLE 530000 PAN PAC RETAIL PPTYS INC COMMON STOCK 69806L104 1780 25100 SOLE 25100 PANAMSAT HOLDING CORP COMMON STOCK 69831Y105 9305 374900 SOLE 374900 PANERA BREAD COMPANY CL A COMMON STOCK 69840W108 52350 696328 DEFINED 03 696328 PANTRY INC COMMON STOCK 698657103 14246 228325 DEFINED 02 03 228325 PAPA JOHN'S INTL INC. COMMON STOCK 698813102 1647 50200 DEFINED 02 50200 PAR PHARMACEUTICAL COS COMMON STOCK 69888P106 2 56 DEFINED 03 56 PARAMETRIC TECH CORP COMMON STOCK 699173209 12787 783025 DEFINED 02 03 783025 PAREXEL INTERNATIONAL COMMON STOCK 699462107 411 15530 DEFINED 03 15530 PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 4744 160800 SOLE 160800 PARKER DRILLING CO COMMON STOCK 701081101 6250 674200 SOLE 674200 PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 8603 106724 DEFINED 03 106724 PARKWAY PROPERTIES INC COMMON STOCK 70159Q104 407 9310 DEFINED 02 03 9310 PARLUX FRAGRANCES INC COMMON STOCK 701645103 3673 113900 SOLE 113900 PATHMARK STORES COMMON STOCK 70322A101 1633 156076 SOLE 156076 PATHMARK STORES WTS 9/10 WARRANTS UNIT 70322A119 75 240854 SOLE 240854 PATTERSON COMPANIES INC COMMON STOCK 703395103 10973 311738 DEFINED 03 311738 PATTERSON-UTI ENERGY COMMON STOCK 703481101 4540 142060 DEFINED 02 03 142060 PAXAR CORP COMMON STOCK 704227107 81 4147 DEFINED 03 4147 PAYLESS SHOESOURCE INC COMMON STOCK 704379106 12509 546483 SOLE 546483 PEABODY ENERGY CORP COMMON STOCK 704549104 27742 550321 DEFINED 03 550321 **PEDIATRIX MED GROUP INC COMMON STOCK 705324101 24059 234400 SOLE 234400 PENN NATL GAMING INC COMMON STOCK 707569109 4 105 DEFINED 03 105 J C PENNY CO (HOLDING CO) COMMON STOCK 708160106 188178 3115022 DEFINED 02 03 3115022 PENN REAL ESTATE INV TST COMMON STOCK 709102107 2539 57700 DEFINED 02 57700 PENWEST PHARMACEUTICALS COMMON STOCK 709754105 12 560 DEFINED 03 560 PEOPLES ENERGY CORP COMMON STOCK 711030106 322 9045 DEFINED 02 03 9045 PEPCO HOLDINGS INC COMMON STOCK 713291102 4907 215300 DEFINED 02 215300 PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 15500 510025 DEFINED 03 510025 PEPSIAMERICAS INC COMMON STOCK 71343P200 1786 73055 DEFINED 02 03 73055 PEPSI-COLA INCORPORATED COMMON STOCK 713448108 286142 4951433 DEFINED 02 03 4951433 PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 8730 327438 DEFINED 02 327438 PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 11172 358200 DEFINED 02 358200 PERFORMANCE TECH INC COMMON STOCK 71376K102 756 100800 SOLE 100800 PERICOM SEMICONDUCTOR CORP COMMON STOCK 713831105 29 2930 DEFINED 03 2930 PERINI CORP COMMON STOCK 713839108 489 16100 SOLE 16100 PERKINELMER INC COMMON STOCK 714046109 78314 3336783 DEFINED 02 03 3336783 PEROT SYSTEMS CORP - CL A COMMON STOCK 714265105 6744 433400 SOLE 433400 PT TELEKOMUNIKIASI INDONESIA COMMON STOCK 715684106 52 1700 DEFINED 03 1700 PETCO ANIMAL SUPPLIES COMMON STOCK 716016209 150 6400 DEFINED 02 6400 PETMED EXPRESS INC COMMON STOCK 716382106 1637 92100 SOLE 92100 PETROHAWK ENERGY CORP COMMON STOCK 716495106 3174 231710 SOLE 231710 PETROLEO BRASILEIRO ADR AMER DEP RECEIPT 71654V101 16449 206000 SOLE 206000 PETROLEO BRASILEIRO SA AMER DEP RECEIPT 71654V408 183171 2113422 DEFINED 02 03 2113422 PETROLEUM DEVELOPMENT COMMON STOCK 716578109 9 200 SOLE 200 PETROQUEST ENERGY INC COMMON STOCK 716748108 4235 419700 SOLE 419700 PFIZER, INC. COMMON STOCK 717081103 1160302 46561075 DEFINED 02 03 46561075 PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 24 700 SOLE 700 PHARMION CORP COMMON STOCK 71715B409 2128 118100 SOLE 118100 PHASE FORWARD INC COMMON STOCK 71721R406 785 70500 SOLE 70500 PHELPS DODGE CORP. COMMON STOCK 717265102 144140 1789887 DEFINED 03 1789887 PHILADELPHIA CONS HLDG COMMON STOCK 717528103 2324 68082 DEFINED 02 03 68082 PHILLIPS-VAN HEUSEN COMMON STOCK 718592108 11242 294200 DEFINED 02 294200 PHOENIX COMPANIES INC COMMON STOCK 71902E109 15325 940150 DEFINED 02 03 940150 PHOTON DYNAMICS INC COMMON STOCK 719364101 242 12900 SOLE 12900 PHOTRONICs INC COMMON STOCK 719405102 6982 372200 DEFINED 02 372200 PILGRIMS PRIDE CORP CL B COMMON STOCK 721467108 4559 210400 SOLE 210400 PINNACLE ENTMT INC COMMON STOCK 723456109 366 13000 DEFINED 02 03 13000 PINNACLE FINANCIAL PRTNRS COMMON STOCK 72346Q104 5 200 SOLE 200 PINNACLE WEST CAPITAL COMMON STOCK 723484101 2273 58117 DEFINED 02 03 58117 PIONEER COMPANIES COMMON STOCK 723643300 3657 119900 SOLE 119900 PIPER JAFFRAY COS-W/I COMMON STOCK 724078100 8613 156600 SOLE 156600 PITNEY BOWES COMMON STOCK 724479100 9385 218586 DEFINED 02 03 218586 PLACER SIERRA BANCSHARES COMMON STOCK 726079106 94 3300 SOLE 3300 PLAINS EXPLORATION & PR COMMON STOCK 726505100 6190 160200 SOLE 160200 PLANAR SYSTEMS INC. COMMON STOCK 726900103 176 10400 SOLE 10400 PLAYBOY ENTERPRISES -CL COMMON STOCK 728117300 2082 146600 SOLE 146600 PLAYTEX PRODUCTS INC COMMON STOCK 72813P100 2183 208547 SOLE 208547 PLEXUS CORP COMMON STOCK 729132100 19292 513495 DEFINED 02 03 513495 PLUG POWER INC COMMON STOCK 72919P103 4 800 SOLE 800 POGO PRODUCING COMMON STOCK 730448107 5347 106400 SOLE 106400 POLO RALPH LAUREN CORP COMMON STOCK 731572103 177987 2936594 DEFINED 03 2936594 POLYCOM INC COMMON STOCK 73172K104 20078 926100 SOLE 926100 POLYMEDICA CORP COMMON STOCK 731738100 148 3503 DEFINED 03 3503 POLYONE CORP COMMON STOCK 73179P106 4878 523400 DEFINED 02 523400 PORTALPLAYER INC COMMON STOCK 736187204 1439 64740 SOLE 64740 PORTFOLIO RECOVERY ASSOC COMMON STOCK 73640Q105 3489 74500 SOLE 74500 POST PPTYS INC COMMON STOCK 737464107 668 15000 SOLE 15000 POWER INTEGRATIONS INC COMMON STOCK 739276103 989 39900 SOLE 39900 POWER-ONE INC COMMON STOCK 739308104 1770 245900 SOLE 245900 POWERWAVE TECHNOLOGIES COMMON STOCK 739363109 1816 134600 SOLE 134600 PRAXAIR INC. COMMON STOCK 74005P104 330109 5985658 DEFINED 02 03 5985658 PREPAID LEGAL COMMON STOCK 740065107 1983 55900 SOLE 55900 PRECISION CASTPARTS CORP COMMON STOCK 740189105 20499 345100 SOLE 345100 PREFORMED LINE PRODUCTS COMMON STOCK 740444104 228 6736 SOLE 6736 PREMIERE GLOBAL SRVCS COMMON STOCK 740585104 174 21655 DEFINED 02 03 21655 PREMIUM STANDARD FARMS COMMON STOCK 74060C105 1055 60100 SOLE 60100 PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 943 37100 SOLE 37100 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 39862 509680 SOLE 509680 PRICELINE.COM INC COMMON STOCK 741503403 201 8120 DEFINED 02 03 8120 PRIDE INTERNATIONAL COMMON STOCK 74153Q102 12513 401330 DEFINED 02 03 401330 PRIDE INTL INC CV CONVERTIBLE BONDS 74153QAD4 26700 20000000 SOLE 20000000 PRINCETON REVIEW INC COMMON STOCK 742352107 2 265 DEFINED 03 265 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 78456 1607700 DEFINED 02 1607700 PROASSURANCE CORP COMMON STOCK 74267C106 4667 89745 DEFINED 03 89745 PROCENTURY CORP COMMON STOCK 74268T108 1893 138800 SOLE 138800 PROCTER AND GAMBLE CO COMMON STOCK 742718109 614853 10670842 DEFINED 02 03 10670842 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 1695 64000 SOLE 64000 PROGRESS ENERGY INC COMMON STOCK 743263105 14858 337834 DEFINED 02 03 337834 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 2185 75100 SOLE 75100 PROGRESSIVE CORP COMMON STOCK 743315103 46955 450362 DEFINED 03 450362 PROLOGIS COMMON STOCK 743410102 24083 450147 DEFINED 03 450147 PROSPERITY BANCSHARES COMMON STOCK 743606105 2468 81700 SOLE 81700 PROTECTIVE LIFE CORP COMMON STOCK 743674103 4830 97100 SOLE 97100 PROVIDENT BANKSHRS CORP COMMON STOCK 743859100 6271 172035 SOLE 172035 PROVIDENT FIN HLDGS COMMON STOCK 743868101 223 6850 DEFINED 02 6850 PROVIDENT FINANCIAL SVC COMMON STOCK 74386T105 2025 111900 SOLE 111900 PRUDENTIAL FINANCIAL COMMON STOCK 744320102 245560 3239154 DEFINED 02 03 3239154 PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 21295 642780 SOLE 642780 PUBLIC SVC ENTERPRISES COMMON STOCK 744573106 1 8 DEFINED 03 8 PUBLIC STORAGE INC COMMON STOCK 74460D109 15115 186073 SOLE 186073 PULTE HOMES INC COMMON STOCK 745867101 1882 48960 DEFINED 02 03 48960 QLOGIC CORP COMMON STOCK 747277101 13856 716028 DEFINED 03 716028 QUALCOMM INC. COMMON STOCK 747525103 576971 11400324 DEFINED 02 03 11400324 QUANEX CORP COMMON STOCK 747620102 20442 306800 SOLE 306800 QUANTA SERVICES INC COMMON STOCK 74762E102 16690 1041800 SOLE 1041800 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 327989 6393540 SOLE 6393540 QUEST SOFTWARE INC COMMON STOCK 74834T103 2712 162400 SOLE 162400 QUESTAR CORP COMMON STOCK 748356102 1765 25200 DEFINED 02 25200 QUICKSILVER INC COMMON STOCK 74838C106 29107 2100075 DEFINED 03 2100075 QUIDEL CORP COMMON STOCK 74838J101 7089 550810 SOLE 550810 QWEST COMMUNICATIONS COMMON STOCK 749121109 59927 8812812 SOLE 8812812 RAIT INVESTMENT TRUST COMMON STOCK 749227104 765 27100 DEFINED 02 27100 RC2 CORP COMMON STOCK 749388104 2138 53700 SOLE 53700 RH DONNELLEY CORP COMMON STOCK 74955W307 3680 63200 SOLE 63200 RLI CORP COMMON STOCK 749607107 9191 160400 DEFINED 02 160400 RPC INC COMMON STOCK 749660106 1129 49425 DEFINED 02 49425 RPM INC OHIO COMMON STOCK 749685103 10 515 DEFINED 03 515 RSA SECURITY INC. COMMON STOCK 749719100 8294 462297 SOLE 462297 RTI INTERNATIONAL METALS COMMON STOCK 74973W107 7701 140400 SOLE 140400 RACKABLE SYSTEMS INC COMMON STOCK 750077109 15108 285870 SOLE 285870 RADIAN GROUP INC COMMON STOCK 750236101 19455 322900 DEFINED 02 322900 RADIANT SYSTEMS INC COMMON STOCK 75025N102 1996 147600 SOLE 147600 RADIATION THERAPY COMMON STOCK 750323206 8815 345550 SOLE 345550 RADIOSHACK CORP COMMON STOCK 750438103 4784 248800 SOLE 248800 RADISYS CORP COMMON STOCK 750459109 3343 168421 SOLE 168421 RAILAMERICA INC COMMON STOCK 750753105 28 2580 DEFINED 03 2580 RAMCO-GERSHENSON PROPERTY COMMON STOCK 751452202 1211 40000 DEFINED 02 40000 RANDGOLD RSRCS LTD ADR AMER DEP RECEIPT 752344309 19079 1050000 SOLE 1050000 RANGE RESOURCES CORP COMMON STOCK 75281A109 31682 1160090 DEFINED 03 1160090 RARE HOSPITALITY INTL COMMON STOCK 753820109 380 10900 SOLE 10900 RAVEN INDUSTRIES INC COMMON STOCK 754212108 223 5700 SOLE 5700 RAYMOND JAMES FINANCIAL COMMON STOCK 754730109 5809 196500 SOLE 196500 RAYTHEON COMPANY COMMON STOCK 755111507 327712 7149030 DEFINED 03 7149030 RBC BEARINGS INC COMMON STOCK 75524B104 152 7400 SOLE 7400 READERS DIGEST ASSOC CL A COMMON STOCK 755267101 7138 483900 DEFINED 02 483900 REALNETWORKS INC COMMON STOCK 75605L104 4523 548213 SOLE 548213 REALTY INCOME CORP COMMON STOCK 756109104 496 20500 SOLE 20500 RED HAT INC COMMON STOCK 756577102 27528 983850 SOLE 983850 RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 14 300 DEFINED 03 300 REDBACK NETWORKS INC COMMON STOCK 757209507 35609 1641730 SOLE 1641730 REDDY ICE HOLDINGS INC COMMON STOCK 75734R105 155 7000 SOLE 7000 REDWOOD TRUST INC COMMON STOCK 758075402 6531 150765 DEFINED 02 03 150765 REGAL BELOIT COMMON STOCK 758750103 26606 629430 DEFINED 03 629430 REGAL ENT GROUP COMMON STOCK 758766109 2586 137500 SOLE 137500 REGENCY CENTERS CORP COMMON STOCK 758849103 9039 134525 SOLE 134525 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 3128 188100 DEFINED 02 188100 REGIS CORPORATION COMMON STOCK 758932107 1065 30897 SOLE 30897 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 24831 706022 DEFINED 02 706022 REINSURANCE GROUP AMER IN COMMON STOCK 759351109 12049 254800 SOLE 254800 RELIANCE STEEL & ALUMINU COMMON STOCK 759509102 33313 354700 SOLE 354700 RELIANT ENERGY INC. COMMON STOCK 75952B105 82184 7767936 DEFINED 03 7767936 RELIANT ENERGY INC CV CONVERTIBLE BONDS 75952BAD7 3945 3100000 SOLE 3100000 REMINGTON OIL&GAS CP COMMON STOCK 759594302 16709 386600 SOLE 386600 RENOVIS INC COMMON STOCK 759885106 64698 3034600 SOLE 3034600 RENT-A-CENTER INC. COMMON STOCK 76009N100 2833 110700 SOLE 110700 RENT-WAY INC COMMON STOCK 76009U104 451 62500 SOLE 62500 Repsol SA AMER DEP RECEIPT 76026T205 617 21648 DEFINED 02 03 21648 REPUBLIC AIRWAYS HLD INC COMMON STOCK 760276105 686 46300 SOLE 46300 REP BANCORP INC CL A COMMON STOCK 760281204 819 40323 SOLE 40323 REPUBLIC BANCORP INC COMMON STOCK 760282103 195 16247 DEFINED 02 16247 REPUBLIC COMPANIES GROUP COMMON STOCK 760349100 5052 291000 SOLE 291000 REPUBLIC SERVICES INC COMMON STOCK 760759100 2772 65200 DEFINED 02 65200 RES-CARE INC COMMON STOCK 760943100 1467 79800 SOLE 79800 RESMED INC COMMON STOCK 761152107 39023 887280 DEFINED 03 887280 RESOURCE AMERICA INC-A COMMON STOCK 761195205 490 24600 SOLE 24600 RESOURCES CONNECTION INC COMMON STOCK 76122Q105 11060 444000 SOLE 444000 RESPIRONICS INC COMMON STOCK 761230101 57 1465 DEFINED 03 1465 RETAIL VENTURES INC COMMON STOCK 76128Y102 2502 170700 SOLE 170700 REYNOLDS & REYNOLDS CO A COMMON STOCK 761695105 6978 245700 SOLE 245700 REYNOLDS AMERICAN INC COMMON STOCK 761713106 72269 685010 SOLE 685010 RIGEL PHARMACEUTICALS COMMON STOCK 766559603 23171 2016630 SOLE 2016630 RIO TINTO PLC AMER DEP RECEIPT 767204100 25 123 DEFINED 03 123 RITE AID CORP COMMON STOCK 767754104 60466 15116470 SOLE 15116470 ROBBINS & MYERS INC COMMON STOCK 770196103 149 6900 DEFINED 02 6900 ROBERT HALF INTL INC COMMON STOCK 770323103 9544 247200 SOLE 247200 ROCK TENN COMPANY - A COMMON STOCK 772739207 1668 111300 SOLE 111300 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 98046 1363462 DEFINED 03 1363462 ROCKWELL COLLINS COMMON STOCK 774341101 66721 1184045 DEFINED 02 03 1184045 ROCKWOOD HOLDINGS INC COMMON STOCK 774415103 523 22700 SOLE 22700 ROFIN-SINAR TECHNOLOGIES COMMON STOCK 775043102 6436 118900 SOLE 118900 ROGERS CORPORATION COMMON STOCK 775133101 1280 23500 SOLE 23500 ROHM & HAAS CO COMMON STOCK 775371107 38963 797286 DEFINED 02 03 797286 ROLLINS INC COMMON STOCK 775711104 485 23950 DEFINED 02 23950 ROPER INDUSTRIES INC COMMON STOCK 776696106 11757 241766 DEFINED 03 241766 ROSS STORES, INC. COMMON STOCK 778296103 4501 154200 SOLE 154200 ROWAN COMPANIES INC. COMMON STOCK 779382100 12 270 DEFINED 03 270 ROYAL GOLD INC COMMON STOCK 780287108 17371 480000 SOLE 480000 RUBY TUESDAY INC COMMON STOCK 781182100 3 80 DEFINED 03 80 RUDDICK CORP COMMON STOCK 781258108 1456 59900 SOLE 59900 RURAL/METRO CORP COMMON STOCK 781748108 671 85199 SOLE 85199 RUSH ENTERPRISES INC-CL A COMMON STOCK 781846209 243 13800 SOLE 13800 RUSSELL CORP COMMON STOCK 782352108 297 21500 SOLE 21500 RUTH'S CHRIS STEAK HOUSE COMMON STOCK 783332109 721 30300 SOLE 30300 RYDER SYSTEMS INC COMMON STOCK 783549108 7093 158410 DEFINED 02 03 158410 RYERSON INC COMMON STOCK 78375P107 4699 175600 SOLE 175600 RYLAND GROUP INC COMMON STOCK 783764103 5599 80675 DEFINED 02 03 80675 SBA COMMUNICATIONS CORP COMMON STOCK 78388J106 36899 1576245 DEFINED 03 1576245 SCP POOL CORP COMMON STOCK 784028102 90 1920 DEFINED 03 1920 SEI INVESTMENTS COMPANY COMMON STOCK 784117103 1860 45900 SOLE 45900 SI INTERNATIONAL INC COMMON STOCK 78427V102 309 8800 SOLE 8800 SK TELECOM CO LTD ADR AMER DEP RECEIPT 78440P108 348373 14767816 DEFINED 03 14767816 SL GREEN REALTY CORP COMMON STOCK 78440X101 19571 192826 DEFINED 03 192826 SLM CORP COMMON STOCK 78442P106 11 226 DEFINED 03 226 SPDR TRUST SERIES 1 MUTUAL FUNDS OPEN END 78462F103 6 49 DEFINED 03 49 SPSS INC. COMMON STOCK 78462K102 3646 115155 DEFINED 02 03 115155 SPX CORPORATION COMMON STOCK 784635104 18355 343600 SOLE 343600 SRA INTERNATL INC CL A COMMON STOCK 78464R105 41566 1101674 DEFINED 03 1101674 SSA GLOBAL TECHNOLOGIES COMMON STOCK 78465P108 221 13800 SOLE 13800 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 2653 50000 SOLE 50000 SWS GROUP INC COMMON STOCK 78503N107 2625 100400 SOLE 100400 SABRE HOLDINGS INC COMMON STOCK 785905100 13500 573728 DEFINED 03 573728 SAFECO CORPORATION COMMON STOCK 786429100 11694 232902 DEFINED 02 03 232902 SAFETY INS GROUP INC COMMON STOCK 78648T100 4283 93800 SOLE 93800 SAFEWAY INC. COMMON STOCK 786514208 73062 2908500 DEFINED 02 2908500 ST JUDE MEDICAL INC. COMMON STOCK 790849103 5823 142031 DEFINED 02 03 142031 ST MARY LAND & EXPLOR COMMON STOCK 792228108 1670 40900 DEFINED 02 40900 ST. PAUL TRAVELERS COS. COMMON STOCK 792860108 99624 2383913 DEFINED 02 03 2383913 SAKS INCORPORATED COMMON STOCK 79377W108 97654 5059810 SOLE 5059810 SALEM COMMUNICATIONS-CL A COMMON STOCK 794093104 43 2891 DEFINED 03 2891 SALIX PHARMACEUTICALS INC COMMON STOCK 795435106 387 23400 DEFINED 02 23400 SANDERS MORRIS HARRIS GRP COMMON STOCK 80000Q104 480 29900 SOLE 29900 SANDISK CORP COMMON STOCK 80004C101 47 805 DEFINED 02 03 805 SANMINA-SCI CORPORATION COMMON STOCK 800907107 13274 3237516 SOLE 3237516 SANOFI-AVENTIS ADR AMER DEP RECEIPT 80105N105 584747 12323450 DEFINED 02 03 12323450 SANTARUS INC COMMON STOCK 802817304 405 54200 SOLE 54200 SAP AG-SPONSORED ADR AMER DEP RECEIPT 803054204 237910 4379790 SOLE 4379790 SARA LEE CORPORATION COMMON STOCK 803111103 42069 2352844 DEFINED 02 03 2352844 SAUER-DANFOSS INC. COMMON STOCK 804137107 2245 97800 DEFINED 02 97800 SCANA CORP COMMON STOCK 80589M102 7059 179880 DEFINED 02 03 179880 SCANSOURCE INC COMMON STOCK 806037107 1984 32840 DEFINED 02 03 32840 HENRY SCHEIN INC. COMMON STOCK 806407102 11549 241300 SOLE 241300 SCHERING A G AMER DEP RECEIPT 806585204 96 920 DEFINED 03 920 SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 13570 714565 DEFINED 02 03 714565 SCHERING-PLOUGH 6% CV CONV PREF STOCK 806605606 5082 100070 DEFINED 03 100070 SCHLUMBERGER, LTD. COMMON STOCK 806857108 282005 2228058 DEFINED 02 03 2228058 SCHLUMBERGER LIMITED CV CONVERTIBLE BONDS 806857AD0 6558 4005000 DEFINED 03 4005000 SCHOLASTIC CORP COMMON STOCK 807066105 3861 144265 SOLE 144265 SCHULMAN (A.) INC COMMON STOCK 808194104 2443 98700 DEFINED 02 98700 CHARLES SCHWAB CORP. COMMON STOCK 808513105 62245 3616772 DEFINED 03 3616772 SCIENTIFIC GAMES CORP - A COMMON STOCK 80874P109 67437 1919635 DEFINED 03 1919635 SCIENTIFIC GAMES CORP CV CONVERTIBLE BONDS 80874PAD1 6419 5005000 DEFINED 03 5005000 SCOTTISH PWR PLC AMER DEP RECEIPT 81013T705 61 1508 DEFINED 03 1508 SCOTTS MIRACLE-GRO/THE COMMON STOCK 810186106 8900 194500 SOLE 194500 SCS TRANSPORTATION INC COMMON STOCK 81111T102 2861 98299 SOLE 98299 SEABOARD CORP COMMON STOCK 811543107 6695 4200 SOLE 4200 SEABRIGHT INSURANCE HLDGS COMMON STOCK 811656107 193 11100 SOLE 11100 SEALED AIR CORP- NEW COMMON STOCK 81211K100 15249 263500 DEFINED 02 263500 AMEX BASIC INDUSTRIES SPD MUTUAL FUNDS OPEN END 81369Y100 1132 35000 SOLE 35000 HEALTH CARE SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y209 320 10000 SOLE 10000 AMEX ENERGY SELECT SPDR MUTUAL FUNDS OPEN END 81369Y506 8814 162230 SOLE 162230 FINANCIAL SELECT SECTOR MUTUAL FUNDS OPEN END 81369Y605 8763 269220 SOLE 269220 TECHNOLOGY SELECT SPDR MUTUAL FUNDS OPEN END 81369Y803 1108 50000 SOLE 50000 UTILITIES SELECT SPDR MUTUAL FUNDS OPEN END 81369Y886 8346 270360 SOLE 270360 SECURE COMPUTING CORP COMMON STOCK 813705100 2586 224100 SOLE 224100 SELECT COMFORT CORP COMMON STOCK 81616X103 10048 254062 SOLE 254062 SELECTIVE INS GROUP INC COMMON STOCK 816300107 13731 259066 DEFINED 02 03 259066 SEMPRA ENERGY COMMON STOCK 816851109 79771 1716967 DEFINED 03 1716967 SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 8647 477730 DEFINED 02 477730 SEPRACOR COMMON STOCK 817315104 610 12500 SOLE 12500 SEQUA CORP -CL A COMMON STOCK 817320104 557 5700 SOLE 5700 SERVICE CORP INT'L COMMON STOCK 817565104 4802 615700 SOLE 615700 SERVICEMASTER COMPANY COMMON STOCK 81760N109 1639 124900 DEFINED 02 124900 SHAW GROUP INC COMMON STOCK 820280105 7 215 DEFINED 03 215 SHILOH INDUSTRIES INC COMMON STOCK 824543102 691 35900 SOLE 35900 SHOE CARNIVAL INC COMMON STOCK 824889109 1884 75400 DEFINED 02 75400 SIEMENS AG ADR AMER DEP RECEIPT 826197501 1870 20067 DEFINED 02 03 20067 SIERRA HEALTH SERVICES COMMON STOCK 826322109 18886 464040 DEFINED 02 03 464040 SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 1670 120900 DEFINED 02 120900 SIGNATURE BANK COMMON STOCK 82669G104 671 20600 SOLE 20600 SILICON LABORATORIES INC COMMON STOCK 826919102 12600 229300 SOLE 229300 SILGAN HLDGS INC COMMON STOCK 827048109 11830 294500 DEFINED 02 03 294500 SILICON IMAGE INC COMMON STOCK 82705T102 5931 575300 SOLE 575300 SIMON PROPERTY GROUP COMMON STOCK 828806109 22028 261802 DEFINED 03 261802 SIMON PROPERTY 6.0% CV CONV PREF STOCK 828806802 8405 121880 DEFINED 03 121880 SIMPLETECH INC COMMON STOCK 828823104 53 14100 SOLE 14100 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 4031 494600 SOLE 494600 ***SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 222054 43711503 SOLE 43711503 SIRF TECHNOLOGY HLDNGS COMMON STOCK 82967H101 14316 404280 SOLE 404280 SIRVA INC COMMON STOCK 82967Y104 2457 288100 SOLE 288100 SITEL CORPORATION COMMON STOCK 82980K107 104 24800 SOLE 24800 SIX FLAGS INC COMMON STOCK 83001P109 8340 819300 SOLE 819300 SKECHERS USA INC -CL A COMMON STOCK 830566105 8185 328300 DEFINED 03 328300 SKY FINANCIAL GROUP INC COMMON STOCK 83080P103 2900 109442 DEFINED 02 109442 SKYWEST INCORPORATED COMMON STOCK 830879102 15610 533300 SOLE 533300 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 1206 177661 DEFINED 03 177661 SKYWORKS SOLUTIONS CV CONVERTIBLE BONDS 83088MAB8 4015 4000000 SOLE 4000000 SMART & FINAL COMMON STOCK 831683107 96 5830 DEFINED 03 5830 Smith & Nephew PLC ADR AMER DEP RECEIPT 83175M205 743 16655 DEFINED 02 03 16655 SMITH (A.O.) CORP COMMON STOCK 831865209 7180 136000 DEFINED 02 136000 SMITH INTL, INC. COMMON STOCK 832110100 198821 5103192 DEFINED 02 03 5103192 JM SMUCKER CO COMMON STOCK 832696405 2616 65900 DEFINED 02 65900 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 6398 471500 SOLE 471500 SNAP-ON INC COMMON STOCK 833034101 6846 179584 DEFINED 03 179584 SOLECTRON CORPORATION COMMON STOCK 834182107 18139 4534712 DEFINED 02 4534712 SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 8939 322000 SOLE 322000 SONIC SOLUTIONS INC. COMMON STOCK 835460106 51 2800 SOLE 2800 SONICWALL INC COMMON STOCK 835470105 4338 611800 SOLE 611800 SONOCO PRODUCTS COMMON STOCK 835495102 2428 71680 DEFINED 02 03 71680 Sony Corp American Shrs AMER DEP RECEIPT 835699307 1613 35013 DEFINED 02 03 35013 SOTHEBYS HOLDINGS INC. COMMON STOCK 835898107 1586 54600 SOLE 54600 SONUS NETWORKS INC COMMON STOCK 835916107 3 460 DEFINED 03 460 SOURCE INFORMATION MGMT COMMON STOCK 836151209 0 42 DEFINED 03 42 SOURCECORP COMMON STOCK 836167106 2481 102900 DEFINED 02 102900 SOUTHERN CO COMMON STOCK 842587107 2386 72830 DEFINED 02 03 72830 SOUTHERN COPPER CORP COMMON STOCK 84265V105 6209 73500 SOLE 73500 SOUTHERN UNION CO COMMON STOCK 844030106 29734 1197545 DEFINED 02 03 1197545 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 22042 1225242 DEFINED 02 03 1225242 SOUTHWEST BANCORP INC COMMON STOCK 844767103 47 2100 SOLE 2100 SOUTHWEST GAS CORP COMMON STOCK 844895102 1308 46800 SOLE 46800 SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 994 18000 SOLE 18000 SPARTAN STORES INC COMMON STOCK 846822104 761 59700 SOLE 59700 SPARTECH CORP COMMON STOCK 847220209 1929 80359 DEFINED 02 03 80359 SPECTRANETICS CORP COMMON STOCK 84760C107 1338 113230 SOLE 113230 SPECTRUM BRANDS INC COMMON STOCK 84762L105 575 26455 DEFINED 03 26455 SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 225 5900 DEFINED 02 5900 SPHERION CORP COMMON STOCK 848420105 4930 474065 DEFINED 02 03 474065 SPIRIT FINANCE CORP COMMON STOCK 848568309 2079 170400 SOLE 170400 SPORTSMAN'S GUIDE INC COMMON STOCK 848907200 389 14700 SOLE 14700 THE SPORTS AUTHORITY INC COMMON STOCK 84917U109 15420 417883 DEFINED 03 417883 SPRINT NEXTEL CORP COMMON STOCK 852061100 447080 17301838 DEFINED 02 03 17301838 STAGE STORES INC COMMON STOCK 85254C305 9077 305137 DEFINED 02 305137 STAKTEK HLDINGS INC COMMON STOCK 85256P106 53 8600 SOLE 8600 STAMPS.COM INC COMMON STOCK 852857200 1129 32020 DEFINED 02 03 32020 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 15654 289300 SOLE 289300 STANDARD MICROSYSTEMS COMMON STOCK 853626109 5079 195500 SOLE 195500 STANDARD PACIFIC CORP COMMON STOCK 85375C101 13 400 SOLE 400 STANDARD REGISTER CO COMMON STOCK 853887107 1592 102720 DEFINED 02 03 102720 STANLEY FURNITURE CO INC COMMON STOCK 854305208 3323 113600 DEFINED 02 113600 STANLEY WORKS COMMON STOCK 854616109 2652 52330 DEFINED 03 52330 STAPLES INC. COMMON STOCK 855030102 352525 13813691 DEFINED 02 03 13813691 STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 1 407 SOLE 407 STARBUCKS CORP COMMON STOCK 855244109 322189 8559752 DEFINED 03 8559752 STARTEK INC COMMON STOCK 85569C107 1263 53600 SOLE 53600 STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 5549 164627 DEFINED 02 164627 STATE BANCORP INC COMMON STOCK 855716106 122 7981 SOLE 7981 STARWOOD HOTELS & RESORT COMMON STOCK 85590A203 35559 525015 DEFINED 03 525015 STATE STREET CORP COMMON STOCK 857477103 45919 759874 DEFINED 03 759874 STEEL DYNAMICS INC COMMON STOCK 858119100 34815 613690 SOLE 613690 STEEL TECHNOLOGIES INC COMMON STOCK 858147101 1103 45400 SOLE 45400 STEELCASE INC COMMON STOCK 858155203 405 22500 SOLE 22500 STEIN MART INC COMMON STOCK 858375108 3752 215379 DEFINED 03 215379 STEINWAY MUSICAL INST COMMON STOCK 858495104 1901 58995 DEFINED 03 58995 STELLENT INC COMMON STOCK 85856W105 205 17300 SOLE 17300 STEPAN CO COMMON STOCK 858586100 561 19000 SOLE 19000 STERLING BANCSHARES INC COMMON STOCK 858907108 1164 64529 DEFINED 02 64529 STERICYCLE INC COMMON STOCK 858912108 49726 735367 DEFINED 03 735367 STERIS CORP COMMON STOCK 859152100 1923 77905 DEFINED 03 77905 STERLING FINL CORP COMMON STOCK 859319105 9059 312398 DEFINED 02 03 312398 STEWART & STEVENSON SERVI COMMON STOCK 860342104 4321 118430 DEFINED 03 118430 STEWART ENTERPRISES COMMON STOCK 860370105 1577 276100 SOLE 276100 STEWART INFO SVCS COMMON STOCK 860372101 7975 169400 SOLE 169400 STIFEL FINANCIAL CORP COMMON STOCK 860630102 869 19900 SOLE 19900 STILLWATER MINING COMPANY COMMON STOCK 86074Q102 4194 254800 SOLE 254800 STONE ENERGY CORP. COMMON STOCK 861642106 4082 92500 SOLE 92500 STRATEGIC HOTELS & RESORT COMMON STOCK 86272T106 8913 382875 SOLE 382875 STRATEX NETWORKS INC COMMON STOCK 86279T109 800 130000 SOLE 130000 STRATUS PROPERTIES INC COMMON STOCK 863167201 506 20666 SOLE 20666 STRIDE RITE COMMON STOCK 863314100 2689 185727 DEFINED 03 185727 STRYKER CORPORATION COMMON STOCK 863667101 3122 70397 DEFINED 03 70397 STUDENT LOAN CORP COMMON STOCK 863902102 3775 16200 SOLE 16200 SUN BANCORP INC NJ COMMON STOCK 86663B102 14 700 DEFINED 03 700 SUN MICROSYSTEMS INC. COMMON STOCK 866810104 257 50000 SOLE 50000 SUN HYDRAULICS CORP COMMON STOCK 866942105 1043 48800 DEFINED 02 48800 SUNCOR ENERGY INC COMMON STOCK 867229106 1 10 DEFINED 03 10 SUNOCO INC COMMON STOCK 86764P109 63868 823360 DEFINED 02 03 823360 SUNRISE SENIOR LIVING COMMON STOCK 86768K106 4513 115800 SOLE 115800 SUNTERRA CORP COMMON STOCK 86787D208 2876 201400 SOLE 201400 SUNSTONE INVESTORS INC COMMON STOCK 867892101 9383 323900 SOLE 323900 SUNTRUST BANKS,INC. COMMON STOCK 867914103 56564 777400 DEFINED 02 777400 SUPERGEN INC COMMON STOCK 868059106 145 25512 DEFINED 02 03 25512 SUPERIOR ENERGY SERV COMMON STOCK 868157108 5133 191600 SOLE 191600 SUPERIOR ESSEX COMMON STOCK 86815V105 2354 92540 SOLE 92540 SUPERIOR WELL SERVICES COMMON STOCK 86837X105 2507 86250 SOLE 86250 SUPERTEX INC COMMON STOCK 868532102 16162 429610 SOLE 429610 SUPERVALU INC. COMMON STOCK 868536103 15123 490676 SOLE 490676 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 910 35300 SOLE 35300 SWIFT ENERGY CO COMMON STOCK 870738101 13463 359400 DEFINED 02 359400 SWIFT TRANSPORTATION CO COMMON STOCK 870756103 9143 420754 DEFINED 03 420754 SYBASE INCORPORATED COMMON STOCK 871130100 7122 337200 DEFINED 02 337200 SYBRON DENTAL SPCLTIES COMMON STOCK 871142105 251 6100 DEFINED 02 6100 SYCAMORE NETWORKS INC COMMON STOCK 871206108 4639 987120 DEFINED 02 03 987120 SYKES ENTERPRISES INC COMMON STOCK 871237103 4616 325500 DEFINED 02 325500 SYMANTEC CORP. COMMON STOCK 871503108 65324 3881386 DEFINED 02 03 3881386 SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 51 4809 SOLE 4809 SYMMETRICOM INC COMMON STOCK 871543104 803 93900 SOLE 93900 SYMS CORP COMMON STOCK 871551107 126 8400 SOLE 8400 SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 46564 1678595 SOLE 1678595 SYNAPTICS INC COMMON STOCK 87157D109 567 25800 SOLE 25800 SYNOPSYS INC COMMON STOCK 871607107 365298 16344406 DEFINED 02 03 16344406 SYNOVUS FIN CORP COMMON STOCK 87161C105 165 6100 DEFINED 02 6100 SYNTEL INC COMMON STOCK 87162H103 64 3420 DEFINED 03 3420 SYNNEX CORP COMMON STOCK 87162W100 278 15000 SOLE 15000 SYNIVERSE HLD INC COMMON STOCK 87163F106 1315 83200 SOLE 83200 SYSCO CORP COMMON STOCK 871829107 102315 3192345 DEFINED 02 03 3192345 TCF FINANCIAL CORP COMMON STOCK 872275102 11541 448200 SOLE 448200 TD AMERITRADE HOLDING CO COMMON STOCK 87236Y108 28506 1365900 SOLE 1365900 TECO ENERGY INC COMMON STOCK 872375100 4015 249065 DEFINED 02 03 249065 THQ INC COMMON STOCK 872443403 1659 64079 SOLE 64079 TJX COMPANIES, INC. COMMON STOCK 872540109 41261 1662407 DEFINED 02 03 1662407 TRW AUTOMOTIVE HOLD CORP COMMON STOCK 87264S106 4958 212800 SOLE 212800 TNS INC COMMON STOCK 872960109 1010 47700 SOLE 47700 TXU CORPORATION COMMON STOCK 873168108 60682 1355710 DEFINED 02 03 1355710 TAIWAN SEMICNDUCTR ADR AMER DEP RECEIPT 874039100 236315 23490562 SOLE 23490562 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 281981 15111536 DEFINED 03 15111536 TALBOTS INC. COMMON STOCK 874161102 11242 418400 DEFINED 02 418400 TALK AMERICA HOLDINGS COMMON STOCK 87426R202 1049 122900 DEFINED 02 122900 TALX CORP COMMON STOCK 874918105 6203 217800 SOLE 217800 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 7119 206900 SOLE 206900 TARGET CORP COMMON STOCK 87612E106 204898 3939613 DEFINED 02 03 3939613 TASEKO MINES LTD COMMON STOCK 876511106 3505 1557700 SOLE 1557700 TAUBMAN CENTERS, INC REIT COMMON STOCK 876664103 36 855 DEFINED 02 03 855 TAYLOR CAPITAL GROUP INC COMMON STOCK 876851106 721 18400 DEFINED 02 18400 TEAM INC COMMON STOCK 878155100 156 4700 SOLE 4700 TECH DATA CORPORATION COMMON STOCK 878237106 10155 275142 SOLE 275142 TECHNE CORP COMMON STOCK 878377100 12365 205600 SOLE 205600 TECHNIP S A AMER DEP RECEIPT 878546209 7 100 DEFINED 03 100 TECHNITROL INC COMMON STOCK 878555101 1242 51800 DEFINED 02 51800 TECUMSEH PRODS CO COMMON STOCK 878895200 119 4865 DEFINED 02 03 4865 TEKELEC COMMON STOCK 879101103 2157 156000 SOLE 156000 TEKTRONIX INC COMMON STOCK 879131100 3789 106100 SOLE 106100 Telecom Italia Spa-Spon ADR AMER DEP RECEIPT 87927Y102 624 21350 DEFINED 02 03 21350 TELEDYNE TECH INC COMMON STOCK 879360105 5761 161800 DEFINED 02 161800 TELEFLEX INC COMMON STOCK 879369106 9820 137100 SOLE 137100 Telefonica SA Spon ADR AMER DEP RECEIPT 879382208 978 20809 DEFINED 02 03 20809 TELEFONOS DE MEXICO S A AMER DEP RECEIPT 879403780 42 1890 DEFINED 03 1890 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 3057 77500 DEFINED 02 77500 TELIK INC COMMON STOCK 87959M109 175571 9068760 SOLE 9068760 TELLABS INC COMMON STOCK 879664100 6250 393138 DEFINED 02 03 393138 TELSTRA CORP-ADR AMER DEP RECEIPT 87969N204 639 47666 DEFINED 02 03 47666 TEMPLE INLAND INC COMMON STOCK 879868107 12039 270225 DEFINED 02 03 270225 TELETECH HOLDINGS INC COMMON STOCK 879939106 6725 605267 SOLE 605267 TENNANT COMPANY COMMON STOCK 880345103 2056 39300 SOLE 39300 TENNECO INC COMMON STOCK 880349105 13341 615100 DEFINED 02 615100 TERADYNE INCORPORATED COMMON STOCK 880770102 2 121 DEFINED 03 121 TEREX CORP COMMON STOCK 880779103 17916 226100 SOLE 226100 TESORO CORP. COMMON STOCK 881609101 23206 339565 DEFINED 02 03 339565 TEVA PHARM ADR AMER DEP RECEIPT 881624209 181355 4403955 DEFINED 03 4403955 TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 9441 200700 SOLE 200700 TETRA TECH INC COMMON STOCK 88162G103 12988 680367 SOLE 680367 TEVA PHARM FIN CV SER A CONVERTIBLE BONDS 88164RAA5 5774 5004000 DEFINED 03 5004000 TEXAS INDUSTRIES COMMON STOCK 882491103 44867 741717 DEFINED 03 741717 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 298755 9200961 DEFINED 02 03 9200961 TEXAS RGNL BANCSHRS A COMMON STOCK 882673106 4207 142670 SOLE 142670 TEXAS ROADHOUSE INC CL A COMMON STOCK 882681109 8195 479500 SOLE 479500 TEXTRON INC COMMON STOCK 883203101 2815 30147 DEFINED 02 03 30147 THERAVANCE INC COMMON STOCK 88338T104 58403 2082850 SOLE 2082850 THERMO ELECTRON COMMON STOCK 883556102 34895 940835 DEFINED 03 940835 THIRD WAVE TECHNOLOGIES COMMON STOCK 88428W108 465 148600 SOLE 148600 THOMAS & BETTS CORP COMMON STOCK 884315102 5323 103600 SOLE 103600 THOMAS WEISEL PARTNERS COMMON STOCK 884481102 1467 67000 SOLE 67000 THOR INDUSTRIES INC COMMON STOCK 885160101 2748 51500 SOLE 51500 THORATEC CORPORATION COMMON STOCK 885175307 11023 572029 SOLE 572029 THORNBURG MORTGAGE INC COMMON STOCK 885218107 1637 60500 DEFINED 02 60500 3M COMPANY COMMON STOCK 88579Y101 319207 4217293 DEFINED 02 03 4217293 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 6902 825600 SOLE 825600 TIDEWATER INCORPORATED COMMON STOCK 886423102 8820 159700 DEFINED 02 159700 TIERONE CORP COMMON STOCK 88650R108 3320 97800 DEFINED 02 97800 TIFFANY & CO COMMON STOCK 886547108 60087 1600610 SOLE 1600610 TIMBERLAND COMPANY CL A COMMON STOCK 887100105 11895 347500 SOLE 347500 TIME WARNER INC COMMON STOCK 887317105 135900 8094066 DEFINED 02 03 8094066 TIME WARNER TELECOM -CL A COMMON STOCK 887319101 6639 369900 DEFINED 02 369900 TITAN INTERNATIONAL INC COMMON STOCK 88830M102 1847 107000 SOLE 107000 TIVO INC COMMON STOCK 888706108 4264 589700 DEFINED 02 589700 TODCO COMMON STOCK 88889T107 3 75 DEFINED 03 75 TOLL BROTHERS INC COMMON STOCK 889478103 119963 3464150 DEFINED 03 3464150 TOO INC COMMON STOCK 890333107 16888 491642 SOLE 491642 TORCHMARK CORPORATION COMMON STOCK 891027104 6185 108310 DEFINED 02 03 108310 TORO CO COMMON STOCK 891092108 5897 123500 SOLE 123500 TORONTO-DOMINION BANK COMMON STOCK 891160509 1262 19389 SOLE 19389 TORTOISE ENERGY CAP CORP COMMON STOCK 89147U100 10683 470000 SOLE 470000 TOTAL FINA ELF SA ADR AMER DEP RECEIPT 89151E109 165077 1253142 DEFINED 02 03 1253142 TOWER GROUP INC COMMON STOCK 891777104 7579 328100 SOLE 328100 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 857 43000 SOLE 43000 TOWN & COUNTRY TRUST COMMON STOCK 892081100 495 12200 SOLE 12200 Toyota Motor Spon ADR AMER DEP RECEIPT 892331307 2153 19764 DEFINED 02 03 19764 TRACTOR SUPPLY CO COMMON STOCK 892356106 38918 586641 DEFINED 03 586641 TRADESTATION GROUP INC COMMON STOCK 89267P105 224 16230 DEFINED 02 03 16230 TRAFFIC.COM INC COMMON STOCK 892717109 1287 154110 SOLE 154110 TRAMMELL CROW COMPANY COMMON STOCK 89288R106 13628 382170 DEFINED 02 382170 TRANS WORLD ENTERTAINMENT COMMON STOCK 89336Q100 454 81500 SOLE 81500 TRANSACTION SYST ARCH COMMON STOCK 893416107 11789 377731 SOLE 377731 TRANSATLANTIC HOLDINGS IN COMMON STOCK 893521104 240 4100 SOLE 4100 TRANSPORTADORA DE GAS DEL SU COMMON STOCK 893870204 20 4040 DEFINED 03 4040 TRANSMONTAIGNE INC COMMON STOCK 893934109 424 43263 SOLE 43263 TRAVELERS PPTY CV CONV PREF STOCK 89420G307 44981 1875000 SOLE 1875000 TREDEGAR CORPORATION COMMON STOCK 894650100 169 10600 DEFINED 02 10600 TRIAD HOSPS INC COMMON STOCK 89579K109 41911 1000275 DEFINED 03 1000275 TRICO BANCSHARES COMMON STOCK 896095106 29 1013 DEFINED 03 1013 TRICO MARINE SERVICES INC COMMON STOCK 896106200 436 13500 SOLE 13500 TRINITY INDUSTRIES COMMON STOCK 896522109 60 1100 DEFINED 02 1100 TRIQUINT SEMICONDUCTOR INC COMMON STOCK 89674K103 5416 1100960 DEFINED 02 03 1100960 TRIUMPH GROUP INC COMMON STOCK 896818101 2666 60225 DEFINED 02 03 60225 TRIZEC PROPERTIES INC COMMON STOCK 89687P107 589 22900 DEFINED 02 22900 TRIZETTO GROUP INC COMMON STOCK 896882107 6427 365350 DEFINED 02 03 365350 TRIPATH IMAGING INC COMMON STOCK 896942109 75 10700 DEFINED 02 10700 TRONOX INC - CL A COMMON STOCK 897051108 4800 283000 SOLE 283000 TUESDAY MORNING CORP COMMON STOCK 899035505 4161 180200 SOLE 180200 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 3819 185465 DEFINED 02 03 185465 TURKCELL ILETISIM HIZMETLERI AMER DEP RECEIPT 900111204 35 2122 DEFINED 03 2122 24/7 REAL MEDIA INC COMMON STOCK 901314203 2869 274300 SOLE 274300 TYCO INTL LTD COMMON STOCK 902124106 46423 1727049 DEFINED 03 1727049 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 586 53245 DEFINED 02 03 53245 TYSON FOODS CL: A COMMON STOCK 902494103 38 2800 DEFINED 02 2800 UCBH HOLDINGS INC COMMON STOCK 90262T308 58 3054 DEFINED 03 3054 UGI CORP. COMMON STOCK 902681105 4510 214059 DEFINED 02 214059 UICI COMMON STOCK 902737105 6732 182000 SOLE 182000 UIL HOLDINGS CORP COMMON STOCK 902748102 277 5300 SOLE 5300 UMB FINANCIAL CORP COMMON STOCK 902788108 246 3500 DEFINED 02 3500 UST, INC. COMMON STOCK 902911106 5462 131302 DEFINED 02 03 131302 USA TRUCK INC COMMON STOCK 902925106 1962 79700 SOLE 79700 US BANCORP COMMON STOCK 902973304 227075 7445092 DEFINED 02 03 7445092 URS CORP COMMON STOCK 903236107 20970 521000 DEFINED 02 521000 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 1174 28160 DEFINED 03 28160 USG CORP COMMON STOCK 903293405 28750 302763 SOLE 302763 USEC INC COMMON STOCK 90333E108 4948 410600 SOLE 410600 US CONCRETE INC COMMON STOCK 90333L102 6369 440460 SOLE 440460 U.S. PHYSICAL THERAPY INC COMMON STOCK 90337L108 1206 70500 SOLE 70500 US XPRESS ENTERPRISES COMMON STOCK 90338N103 634 32580 DEFINED 02 32580 USA MOBILITY INC COMMON STOCK 90341G103 134 4700 SOLE 4700 UAP HOLDING CORP COMMON STOCK 903441103 10342 481033 SOLE 481033 UBIQUITEL INC COMMON STOCK 903474302 8782 869590 DEFINED 02 03 869590 ULTICOM INC COMMON STOCK 903844108 12 1100 SOLE 1100 ULTIMATE SOFTWARE GROUP COMMON STOCK 90385D107 8635 334030 SOLE 334030 ULTRA CLEAN HOLDINGS COMMON STOCK 90385V107 44 5900 SOLE 5900 UMPQUA HLDGS CORP COMMON STOCK 904214103 302 10600 SOLE 10600 UNDER ARMOUR INC - CL A COMMON STOCK 904311107 2331 71940 SOLE 71940 UNIFIRST CORP COMMON STOCK 904708104 611 18400 SOLE 18400 UNILEVER PLC AMER DEP RECEIPT 904767704 95 2325 DEFINED 03 2325 UNIBLANKEVER N V COMMON STOCK 904784709 1 19 DEFINED 03 19 UNION BANKSHARES CORP COMMON STOCK 905399101 544 11900 SOLE 11900 UNIONBANCAL CORP COMMON STOCK 908906100 17757 253100 SOLE 253100 UNISOURCE ENERGY CORP COMMON STOCK 909205106 497 16310 DEFINED 02 03 16310 UNISYS CORPORATION COMMON STOCK 909214108 3723 540400 DEFINED 02 540400 UNIT CORP COMMON STOCK 909218109 1974 35400 DEFINED 02 35400 UNITED AMERICA INDEMNITY COMMON STOCK 90933T109 288 12563 SOLE 12563 UNITED AUTO GROUP INC COMMON STOCK 909440109 13846 322000 SOLE 322000 UNITED BANKSHARES INC/WV COMMON STOCK 909907107 199 5200 SOLE 5200 UNITED CAPITAL CORP COMMON STOCK 909912107 40 1600 SOLE 1600 UNITED DOMINION REALTY TR COMMON STOCK 910197102 882 30900 SOLE 30900 UNITED FIRE & CAS CO COMMON STOCK 910331107 3050 92710 DEFINED 03 92710 UNITED INDUSTRIAL CORP COMMON STOCK 910671106 554 9100 DEFINED 02 9100 UNITED NATURAL FOODS INC COMMON STOCK 911163103 431 12320 DEFINED 02 03 12320 UNITED ONLINE INC COMMON STOCK 911268100 16199 1259650 SOLE 1259650 UNITED PANAM FINANCIAL COMMON STOCK 911301109 7571 245000 SOLE 245000 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 8770 110493 DEFINED 02 03 110493 UNITED RENTALS INC COMMON STOCK 911363109 20834 603889 SOLE 603889 U-STORE-IT TRUST REIT COMMON STOCK 91274F104 10756 533800 SOLE 533800 US STEEL CORP COMMON STOCK 912909108 30738 506556 SOLE 506556 UNITED STATIONERS INC COMMON STOCK 913004107 10238 192800 SOLE 192800 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 1937 54709 DEFINED 02 54709 UNITED TECH CORP. COMMON STOCK 913017109 638780 11019153 DEFINED 02 03 11019153 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 59 885 DEFINED 02 03 885 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 314181 5624427 DEFINED 02 03 5624427 UNITRIN INC. COMMON STOCK 913275103 7385 158800 DEFINED 02 158800 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 1259 81740 DEFINED 02 03 81740 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 12384 244400 DEFINED 02 244400 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 9346 147205 DEFINED 02 03 147205 UNIVERSAL TRUCKLOAD COMMON STOCK 91388P105 978 39054 SOLE 39054 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 1204 23700 SOLE 23700 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 34 1000 SOLE 1000 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 25289 1234790 DEFINED 02 03 1234790 URBAN OUTFITTERS INC COMMON STOCK 917047102 141791 5777960 DEFINED 03 5777960 UTSTARCOM INC COMMON STOCK 918076100 18 2935 DEFINED 03 2935 VCA ANTECH INC COMMON STOCK 918194101 3 100 SOLE 100 VF CORPORATION COMMON STOCK 918204108 6 100 SOLE 100 VAALCO ENERGY INC COMMON STOCK 91851C201 403 60200 SOLE 60200 VAIL RESORTS INC COMMON STOCK 91879Q109 6455 168905 DEFINED 02 03 168905 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 406 13800 DEFINED 02 13800 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 5 300 SOLE 300 VALERO ENERGY CORP COMMON STOCK 91913Y100 92205 1542416 DEFINED 02 03 1542416 VALMONT INDUSTRIES COMMON STOCK 920253101 2271 54040 DEFINED 02 03 54040 VALOR COMMUNICATIONS COMMON STOCK 920255106 5652 429500 SOLE 429500 VALSPAR CORP COMMON STOCK 920355104 1717 61600 DEFINED 02 61600 VALUECLICK INC COMMON STOCK 92046N102 20304 1200004 SOLE 1200004 VALUEVISION MEDIA INC A COMMON STOCK 92047K107 32977 2580330 DEFINED 03 2580330 VARIAN INC. COMMON STOCK 922206107 8438 204900 SOLE 204900 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 29353 1045330 DEFINED 03 1045330 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 232163 4133957 DEFINED 03 4133957 VECTOR GROUP LTD COMMON STOCK 92240M108 5135 269395 SOLE 269395 VEECO INSTRUMENTS INC COMMON STOCK 922417100 2734 117100 DEFINED 02 117100 VENTAS INC COMMON STOCK 92276F100 7724 232800 SOLE 232800 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 8349 199870 DEFINED 02 199870 VENTIV HEALTH INC COMMON STOCK 922793104 13 400 DEFINED 03 400 VERIFONE HOLDINGS INC COMMON STOCK 92342Y109 1402 46300 SOLE 46300 VERISIGN INC COMMON STOCK 92343E102 99604 4151900 DEFINED 02 03 4151900 VERITAS DGC INC COMMON STOCK 92343P107 19376 426870 DEFINED 02 03 426870 VERIZON COMMUNICATION COMMON STOCK 92343V104 192039 5638268 DEFINED 02 03 5638268 VERINT SYSTEMS INC COMMON STOCK 92343X100 2062 58300 SOLE 58300 VERTRUE INC COMMON STOCK 92534N101 702 16800 SOLE 16800 VIAD CORP COMMON STOCK 92552R406 2969 86600 SOLE 86600 VIASAT INC COMMON STOCK 92552V100 2919 101900 SOLE 101900 VIACOM INC- CLASS B COMMON STOCK 92553P201 92741 2390215 DEFINED 02 03 2390215 VICOR CORP COMMON STOCK 925815102 2054 104100 SOLE 104100 VIGNETTE CORPORATION COMMON STOCK 926734401 3881 263175 DEFINED 02 03 263175 VINEYARD NATL BANKCORP CO COMMON STOCK 927426106 59 2000 DEFINED 02 2000 VIRGINIA COMMERCE BANCORP COMMON STOCK 92778Q109 133 3700 SOLE 3700 VIROPHARMA INC COMMON STOCK 928241108 17 1300 SOLE 1300 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 3 225 DEFINED 03 225 VITAL SIGNS INC COMMON STOCK 928469105 1000 18210 DEFINED 02 03 18210 VITAL IMAGES INC COMMON STOCK 92846N104 3634 106610 DEFINED 02 106610 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 19 5280 DEFINED 03 5280 VIVENDI UNIVERSAL COMMON STOCK 92851S204 8 247 DEFINED 03 247 VODAFONE GROUP PLC ADR AMER DEP RECEIPT 92857W100 4877 233340 DEFINED 02 03 233340 VOLCOM INC COMMON STOCK 92864N101 18940 533060 SOLE 533060 VOLT INFO SCIENCES INC COMMON STOCK 928703107 898 29400 SOLE 29400 VORNADO REALTY TRUST COMMON STOCK 929042109 20685 215472 DEFINED 02 215472 VULCAN MATERIALS CO COMMON STOCK 929160109 1683 19428 DEFINED 02 03 19428 WD-40 CO COMMON STOCK 929236107 136 4400 SOLE 4400 WCI COMMUNITIES INC COMMON STOCK 92923C104 6810 244800 DEFINED 02 03 244800 W HOLDING COMPANY INC COMMON STOCK 929251106 948 120573 DEFINED 02 03 120573 W-H ENERGY SERVICES INC COMMON STOCK 92925E108 14410 323900 SOLE 323900 WPP GROUP PLC - ADR AMER DEP RECEIPT 929309409 10776 179588 DEFINED 02 03 179588 WSFS FINANCIAL CORP COMMON STOCK 929328102 3594 57200 DEFINED 02 57200 WABASH NATIONAL CORP COMMON STOCK 929566107 10 500 SOLE 500 WABTEC COMMON STOCK 929740108 8050 246950 DEFINED 03 246950 WACHOVIA CORP COMMON STOCK 929903102 492008 8778027 DEFINED 02 03 8778027 WAL-MART STORES INC. COMMON STOCK 931142103 452623 9581350 DEFINED 02 03 9581350 WALGREEN COMPANY COMMON STOCK 931422109 10361 240232 DEFINED 03 240232 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 4038 60615 DEFINED 02 03 60615 WARNACO GROUP INC COMMON STOCK 934390402 26870 1119600 SOLE 1119600 WASHINGTON GROUP INTL INC COMMON STOCK 938862208 2459 42840 SOLE 42840 WASHINGTON MUTUAL INC COMMON STOCK 939322103 100048 2347442 DEFINED 02 03 2347442 WASTE MANAGEMENT INC COMMON STOCK 94106L109 40904 1158742 DEFINED 02 03 1158742 WATERS CORP COMMON STOCK 941848103 8857 205269 DEFINED 03 205269 WATSCO INC COMMON STOCK 942622200 5606 78900 SOLE 78900 WATSON PHARMACEUTICLS INC COMMON STOCK 942683103 11009 383035 DEFINED 02 383035 WATTS WATER TECHNOLOGIES COMMON STOCK 942749102 90 2482 DEFINED 03 2482 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 3862 114700 SOLE 114700 WEBSENSE INC COMMON STOCK 947684106 14888 539800 SOLE 539800 WEBMETHODS INC COMMON STOCK 94768C108 4101 487100 SOLE 487100 WEBMD HEALTH CORP COMMON STOCK 94770V102 400 9600 SOLE 9600 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 979 20200 SOLE 20200 WEINGARTEN REALTY INVST COMMON STOCK 948741103 2028 49775 DEFINED 02 49775 WEIS MARKETS INC COMMON STOCK 948849104 1408 31600 SOLE 31600 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 31881 701600 SOLE 701600 WELLPOINT INC COMMON STOCK 94973V107 150412 1942555 DEFINED 03 1942555 WELLS FARGO & COMPANY COMMON STOCK 949746101 567636 8887378 DEFINED 02 03 8887378 WENDY'S INTERNATIONAL COMMON STOCK 950590109 16 263 DEFINED 03 263 WERNER ENTERPRISES INC COMMON STOCK 950755108 15 800 SOLE 800 WESCO INTL INC COMMON STOCK 95082P105 4787 70375 DEFINED 02 03 70375 WEST CORPORATION COMMON STOCK 952355105 1273 28500 SOLE 28500 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 372 10700 SOLE 10700 WESTERN DIGITAL CORP. COMMON STOCK 958102105 41776 2150092 SOLE 2150092 WESTERN REFINING INC COMMON STOCK 959319104 1280 59200 SOLE 59200 WESTERN SIERRA BANCORP COMMON STOCK 959522103 35 779 DEFINED 03 779 WESTLAKE CHEMICAL CORP COMMON STOCK 960413102 2916 84400 SOLE 84400 Westpac Banking Spon ADR AMER DEP RECEIPT 961214301 1705 20065 DEFINED 02 03 20065 WESTWOOD ONE INC COMMON STOCK 961815107 2848 258000 SOLE 258000 WET SEAL INC CL A COMMON STOCK 961840105 2361 355000 SOLE 355000 WEYERHAEUSER CO COMMON STOCK 962166104 63049 870477 DEFINED 02 03 870477 WHIRLPOOL CORP COMMON STOCK 963320106 3256 35590 DEFINED 03 35590 WHITING PETROLEUM CORP COMMON STOCK 966387102 12268 299300 SOLE 299300 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 45206 680403 DEFINED 03 680403 WILD OATS MARKETS INC COMMON STOCK 96808B107 861 42375 DEFINED 03 42375 WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 10133 267710 SOLE 267710 WILLIAMS COMPANIES INC COMMON STOCK 969457100 6427 300481 DEFINED 03 300481 CLAYTON WILLIAMS ENERGY COMMON STOCK 969490101 376 9200 SOLE 9200 WILLIAMS SCOTSMAN INTL COMMON STOCK 96950G102 7142 285100 SOLE 285100 WILLIAMS-SONOMA INC COMMON STOCK 969904101 54899 1294777 DEFINED 02 03 1294777 WILMINGTON TRUST CORP COMMON STOCK 971807102 2290 52826 DEFINED 02 03 52826 WILSHIRE BANKCORP INC COMMON STOCK 97186T108 257 13800 SOLE 13800 WILSONS LEATHER EXPERTS COMMON STOCK 972463103 140 35800 SOLE 35800 WIND RIVER SYSTEMS COMMON STOCK 973149107 4128 331565 DEFINED 02 03 331565 WINDROSE MEDICAL PROP COMMON STOCK 973491103 5488 363900 SOLE 363900 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 910 30000 SOLE 30000 WIRELESS FACILITIES INC COMMON STOCK 97653A103 17 4300 SOLE 4300 WISCONSIN ENERGY CORP COMMON STOCK 976657106 26091 652441 DEFINED 02 03 652441 WITNESS SYSTEMS INC COMMON STOCK 977424100 371 14600 SOLE 14600 WOLVERIN WORLD WIDE INC COMMON STOCK 978097103 9177 414700 SOLE 414700 WOODWARD GOVERNOR CO COMMON STOCK 980745103 7871 236726 DEFINED 02 03 236726 WORLD ACCEPTANCE CORP COMMON STOCK 981419104 430 15700 DEFINED 02 15700 WORLD AIR HOLDINGS INC COMMON STOCK 98142V104 676 68800 SOLE 68800 WORLD WRESTLING FED ENT COMMON STOCK 98156Q108 3123 184800 SOLE 184800 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 8377 417587 SOLE 417587 WM. WRIGLEY JR. CO COMMON STOCK 982526105 1351 21109 DEFINED 02 03 21109 WYETH COMMON STOCK 983024100 224246 4621723 DEFINED 02 03 4621723 WYETH CV CONVERTIBLE BONDS 983024AD2 5355 5005000 DEFINED 03 5005000 XM SATELLITE RADIO COMMON STOCK 983759101 113181 5082220 SOLE 5082220 XM SATELLITE CV CONVERTIBLE BONDS 983759AC5 17482 20750000 SOLE 20750000 XTO ENERGY INC COMMON STOCK 98385X106 192630 4421150 DEFINED 03 4421150 XCEL ENERGY INC COMMON STOCK 98389B100 4 200 SOLE 200 XILINX INCORPORATED COMMON STOCK 983919101 3 100 SOLE 100 XEROX CORP. COMMON STOCK 984121103 67618 4448538 DEFINED 03 4448538 XEROX CORP 6.25% CV CONV PREF STOCK 984121509 5011 40000 SOLE 40000 YRC WORLDWIDE COMMON STOCK 984249102 4 100 SOLE 100 YAHOO! INC COMMON STOCK 984332106 425628 13193679 DEFINED 02 03 13193679 YAHOO! INC CV CONVERTIBLE BONDS 984332AB2 1608 1002000 DEFINED 03 1002000 YANKEE CANDLE INC COMMON STOCK 984757104 141 5125 DEFINED 02 03 5125 YUM! BRANDS INC COMMON STOCK 988498101 42706 874045 DEFINED 02 03 874045 ZALE CORP COMMON STOCK 988858106 6938 247500 DEFINED 02 247500 ZEBRA TECH CORP CL A COMMON STOCK 989207105 8112 181400 SOLE 181400 ZENITH NATL INS CORP COMMON STOCK 989390109 16441 341597 DEFINED 02 03 341597 ZIMMER HLDGS INC COMMON STOCK 98956P102 75 1109 DEFINED 03 1109 ZIONS BANCORPORATION COMMON STOCK 989701107 58226 703815 DEFINED 03 703815 ZORAN CORP COMMON STOCK 98975F101 14222 650000 SOLE 650000 ZUMIEZ INC COMMON STOCK 989817101 1875 30690 SOLE 30690 ZYGO CORP COMMON STOCK 989855101 3448 211300 SOLE 211300 ZOLL MEDICAL CORP COMMON STOCK 989922109 108 4100 SOLE 4100 Deutsche Bank AG ADR AMER DEP RECEIPT D18190898 1868 16347 DEFINED 02 03 16347 ACE LTD COMMON STOCK G0070K103 211344 4063528 DEFINED 03 4063528 AMDOCS LTD COMMON STOCK G02602103 188789 5235410 DEFINED 03 5235410 ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 7541 130600 SOLE 130600 ASPEN INS HLDING LTD COMMON STOCK G05384105 89 3600 SOLE 3600 BUNGE LIMITED COMMON STOCK G16962105 38998 700025 DEFINED 03 700025 CENTRAL EURO MEDIA ENT-A COMMON STOCK G20045202 19654 286460 SOLE 286460 COOPER INDUSTRIES LTD - A COMMON STOCK G24182100 28244 325015 DEFINED 03 325015 EVEREST RE GROUP LTD COMMON STOCK G3223R108 286147 3064649 DEFINED 03 3064649 FOSTER WHEELER LTD COMMON STOCK G36535139 32933 696125 DEFINED 03 696125 GLOBAL SANTA FE CORP COMMON STOCK G3930E101 254647 4191724 DEFINED 03 4191724 HERBALIFE LTD COMMON STOCK G4412G101 10452 309510 SOLE 309510 INGERSOLL RAND CO-CL A COMMON STOCK G4776G101 54707 1309095 DEFINED 02 03 1309095 LAZARD LTD-CL A COMMON STOCK G54050102 1814 41000 SOLE 41000 MARVELL TECHNOLOGY COMMON STOCK G5876H105 56477 1043930 SOLE 1043930 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 465 6495 DEFINED 03 6495 NOBLE CORP COMMON STOCK G65422100 26101 321832 DEFINED 03 321832 ORIENT EXPRESS HOTEL COMMON STOCK G67743107 12375 315440 SOLE 315440 PARTNERRE HOLDINGS LTD COMMON STOCK G6852T105 7532 121300 SOLE 121300 PLATINUM UNDERWRITES HLDG COMMON STOCK G7127P100 118576 4074771 DEFINED 03 4074771 SCOTTISH RE GROUP LTD COMMON STOCK G7885T104 17 700 DEFINED 03 700 SHIP FINANCE INTERNATIONAL L COMMON STOCK G81075106 0 1 DEFINED 03 1 UTI WORLDWIDE COMMON STOCK G87210103 43892 1388990 SOLE 1388990 TOMMY HILFIGER CORP COMMON STOCK G8915Z102 7496 455180 DEFINED 03 455180 TRANSOCEAN INC COMMON STOCK G90078109 601639 7492380 DEFINED 02 03 7492380 TSAKOS ENERGY NAVIGATION COMMON STOCK G9108L108 10187 259994 SOLE 259994 VISTAPRINT LTD COMMON STOCK G93762204 8993 301280 SOLE 301280 WEATHERFORD INTL LTD COMMON STOCK G95089101 19 413 DEFINED 03 413 XL CAPITAL LIMITED COMMON STOCK G98255105 90069 1404906 DEFINED 03 1404906 ALCON INC COMMON STOCK H01301102 54153 519400 SOLE 519400 UBS AG-REG COMMON STOCK H8920M855 399532 3633099 DEFINED 02 03 3633099 CHECK POINT SOFTWARE COMMON STOCK M22465104 7493 374300 SOLE 374300 M-SYSTEMS FLASH DISK PIO COMMON STOCK M7061C100 1358 52500 SOLE 52500 SYNERON MEDICAL LTD COMMON STOCK M87245102 12520 428610 SOLE 428610 ASM INTL N.V. COMMON STOCK N07045102 16976 845400 SOLE 845400 BANCO LATINOAMERICANO COMMON STOCK P16994132 84355 4959115 SOLE 4959115 STEINER LEISURE LTD COMMON STOCK P8744Y102 3892 96100 SOLE 96100 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 306872 7303000 SOLE 7303000 DOUBLE HULL TANKERS INC COMMON STOCK Y21110104 21098 1592275 DEFINED 03 1592275 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 11703 1130733 DEFINED 03 1130733 GENERAL MARITIME CORP COMMON STOCK Y2692M103 7211 216300 SOLE 216300 OMI CORP COMMON STOCK Y6476W104 9075 503600 SOLE 503600
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,356 Form 13F Information Table Value Total: $83,996,394 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state 'NONE' and omit the column headings and list entries.] No. 13F File Number Name 02 028-10234 Oppenheimer Institutional Asset Management 03 028-10231 Oppenheimer Private Investments -----END PRIVACY-ENHANCED MESSAGE-----