13F-HR 1 q1200813f.txt FORM 13F FIRST QUARTER 2008 ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended March 31, 2008 If amended report check here: | | Amendment Number: This Amendment (Check only one): | | is a restatement | | adds new holding entries. Pioneer Investment Management, Inc. -------------------------------------------------------------------------------- Name of Institutional Investment Manager 60 State Street Boston MA 02109 -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 028-04037 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: Jean Bradley Director of Compliance 617-422-4524 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Jean Bradley ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) Boston, MA May 1, 2008 ------------------------------------------ (Place and Date of Signing) Report Type: [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F File Number: Name: ----------------------------------------------------------------------------- 28-6668 OakRidge Investments, LLC 28-01889 L Roy Papp and Associates, LLP 28-11905 Cullen Capital Management, LLC 28-04547 ING Investments LLC Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 807 Form 13F Information Table Value Total: $27,090,389 (thousands) List of Other Included Managers: No. 13F File Number: Name ---- ---------------- ---- 01 28-03308 Travelers Asset Management International Company LLC 02 28-11542 Travelers Investment Adviser Inc. 03 28-06538 AEW Capital Management LP
VALUE SHARES/ SH/ PUT/ INVSTMT --------VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D 3M COMPANY COMMSTCK 88579Y101 319 4026 SH DEFINED 1 4026 0 0 D 3M COMPANY COMMSTCK 88579Y101 254003 3209139 SH SOLE 3209139 0 0 D ABBOTT LABORATORIES COMMSTCK 002824100 524 9497 SH DEFINED 1 9497 0 0 D ABBOTT LABORATORIES COMMSTCK 002824100 146298 2652728 SH SOLE 2652728 0 0 D ABERCROMBIE & FITCH CO COMMSTCK 002896207 57901 791642 SH SOLE 791642 0 0 D ACTUANT CORP CL A COMMSTCK 00508X203 9012 298300 SH SOLE 298300 0 0 D ACUITY BRANDS INC COMMSTCK 00508Y102 8169 190200 SH SOLE 190200 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 277 7789 SH DEFINED 1 7789 0 0 D ADOBE SYSTEMS INC COMMSTCK 00724F101 63365 1780410 SH SOLE 1780410 0 0 D ADVANCED ENERGY INDUSTRIES COMMSTCK 007973100 3750 282800 SH SOLE 282800 0 0 D AEROPOSTALE INC COMMSTCK 007865108 3733 137700 SH SOLE 137700 0 0 D AETNA INC COMMSTCK 00817Y108 43342 1029750 SH SOLE 1029750 0 0 D AFLAC INC COMMSTCK 001055102 4027 62000 SH SOLE 62000 0 0 D AGCO CORP COMMSTCK 001084102 3186 53200 SH SOLE 53200 0 0 D AGL RESOURCES INC COMMSTCK 001204106 16658 485367 SH SOLE 485367 0 0 D AGNICO EAGLE MINES LTD COMMFORN 008474108 46354 684600 SH SOLE 684600 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 292 3172 SH DEFINED 1 3172 0 0 D AIR PRODS & CHEMS INC COMMSTCK 009158106 114562 1245244 SH SOLE 1245244 0 0 D AK STEEL HLDG CO COMMSTCK 001547108 6857 126000 SH SOLE 126000 0 0 D AKAMAI TECHNOLOGIES COMMSTCK 00971T101 24101 855850 SH SOLE 855850 0 0 D ALCOA INC COMMSTCK 013817101 632 17534 SH DEFINED 1 17534 0 0 D ALCOA INC COMMSTCK 013817101 205048 5686287 SH SOLE 5686287 0 0 D ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 6671 112500 SH SOLE 112500 0 0 D ALIGN TECHNOLOGY INC COMMSTCK 016255101 905 81500 SH SOLE 81500 0 0 D ALKERMES INC COMMSTCK 01642T108 7205 606500 SH SOLE 606500 0 0 D ALLERGAN INC COMMSTCK 018490102 2426 43015 SH SOLE 43015 0 0 D ALLIANT ENERGY CORP COMMSTCK 018802108 4509 128800 SH SOLE 128800 0 0 D ALLIANT TECHSYSTEMS INC COMMSTCK 018804104 1336 12900 SH SOLE 12900 0 0 D ALON USA ENERGY INC COMMSTCK 020520102 3113 204700 SH SOLE 204700 0 0 D ALTRIA GROUP INC COMMSTCK 02209S103 60877 2742194 SH SOLE 2742194 0 0 D AMAG PHARMACEUTICALS INC COMMSTCK 00163U106 5865 145061 SH SOLE 145061 0 0 D AMB PROPERTY CORP COMMSTCK 00163T109 6471 118900 SH DEFINED 3 118900 0 0 D AMDOCS LTD COMMFORN G02602103 4038 142400 SH SOLE 142400 0 0 D AMEDISYS INC COMMSTCK 023436108 7719 196200 SH SOLE 196200 0 0 D AMERICA MOVIL ADR SERIES L COMMSTCK 02364W105 27934 438601 SH SOLE 438601 0 0 D AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 48760 1171281 SH SOLE 1171281 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 308 7048 SH DEFINED 1 7048 0 0 D AMERICAN EXPRESS CO COMMSTCK 025816109 79872 1826903 SH SOLE 1826903 0 0 D AMERICAN INTL GROUP INC COMMSTCK 026874107 122927 2842250 SH SOLE 2842250 0 0 D AMERICAN REPROGRAPHICS CO. COMMSTCK 029263100 7792 525100 SH SOLE 525100 0 0 D AMERISAFE INC COMMSTCK 03071H100 4401 348200 SH SOLE 348200 0 0 D AMETEK, INC. COMMSTCK 031100100 803 18285 SH SOLE 18285 0 0 D AMPHENOL CORP CL A COMMSTCK 032095101 1303 34970 SH SOLE 34970 0 0 D AMR CORP COMMSTCK 001765106 1155 128100 SH SOLE 128100 0 0 D AMSURG CORP COMMSTCK 03232P405 4499 190000 SH SOLE 190000 0 0 D ANGLO AMERICAN PLC-U COMMSTCK 03485P201 16548 555849 SH SOLE 555849 0 0 D ANHEUSER-BUSCH COMPANIES I COMMSTCK 035229103 28693 604700 SH SOLE 604700 0 0 D ANIXTER INTERNATIONA INC COMMSTCK 035290105 4476 69900 SH SOLE 69900 0 0 D ANNALY CAPITAL MANAGEMENT COMMSTCK 035710409 66023 4309603 SH SOLE 4309603 0 0 D ANSYS INC COMMSTCK 03662Q105 3476 100700 SH SOLE 100700 0 0 D AON CORP COMMSTCK 037389103 59918 1490489 SH SOLE 1490489 0 0 D APACHE CORP COMMSTCK 037411105 863 7146 SH DEFINED 1 7146 0 0 D APACHE CORP COMMSTCK 037411105 377630 3125555 SH SOLE 3125555 0 0 D APARTMENT INVT & MGNT CO C COMMSTCK 03748R101 4666 130311 SH DEFINED 3 130311 0 0 D APOGEE ENTERPRISES INC. COMMSTCK 037598109 1287 83600 SH SOLE 83600 0 0 D APPLE INC. COMMSTCK 037833100 59238 412810 SH SOLE 412810 0 0 D APPLERA CORP CELERA GENOMI COMMSTCK 038020202 4951 336800 SH SOLE 336800 0 0 D APPLIED INDUST TECHNOLOGIE COMMSTCK 03820C105 4869 162900 SH SOLE 162900 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 302 15469 SH DEFINED 1 15469 0 0 D APPLIED MATERIALS INC COMMSTCK 038222105 154503 7919172 SH SOLE 7919172 0 0 D APRIA HEALTHCARE GROUP INC COMMSTCK 037933108 4096 207400 SH SOLE 207400 0 0 D ARCHER -DANIELS MIDLAND CO COMMSTCK 039483102 5544 134700 SH SOLE 134700 0 0 D ARROW ELECTRONICS INC COMMSTCK 042735100 9792 291000 SH SOLE 291000 0 0 D ASHFORD HOSPITALITLY TRUST COMMSTCK 044103109 1424 250700 SH DEFINED 3 250700 0 0 D ASPEN TECHNOLOGY INC COMMSTCK 045327103 4673 366500 SH SOLE 366500 0 0 D ASTEC INDUSTRIES INC COMMSTCK 046224101 1965 50700 SH SOLE 50700 0 0 D AT&T CORP COMMSTCK 00206R102 966 25214 SH DEFINED 1 25214 0 0 D AT&T CORP COMMSTCK 00206R102 332597 8684006 SH SOLE 8684006 0 0 D ATLAS AIR WORLDWIDE HOLDIN COMMSTCK 049164205 8151 148200 SH SOLE 148200 0 0 D ATMOS ENERGY CORP COMMSTCK 049560105 11330 444312 SH SOLE 444312 0 0 D ATP OIL & GAS CORPORATIONS COMMSTCK 00208J108 2798 85500 SH SOLE 85500 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 276 6510 SH DEFINED 1 6510 0 0 D AUTOMATIC DATA PROCESSING, COMMSTCK 053015103 66653 1572365 SH SOLE 1572365 0 0 D AVALONBAY COMMUNITIES INC COMMSTCK 053484101 8397 87000 SH DEFINED 3 87000 0 0 D AVERY DENNISON CORP COMMSTCK 053611109 49697 1009085 SH SOLE 1009085 0 0 D AVNET INC COMMSTCK 053807103 4402 134500 SH SOLE 134500 0 0 D B & G FOODS INC. CLASS A COMMSTCK 05508R106 5860 532758 SH SOLE 532758 0 0 D BALL CORP COMMSTCK 058498106 67048 1459471 SH SOLE 1459471 0 0 D BANCO BILBAO VIZ SP ADR DEPRECPT 05946K101 58 2653 SH DEFINED 1 2653 0 0 D BANCO BILBAO VIZ SP ADR DEPRECPT 05946K101 13517 614666 SH SOLE 614666 0 0 D BANCO BRADESCO SPON ADR DEPRECPT 059460303 7392 266272 SH SOLE 266272 0 0 D BANK OF AMERICA CORP COMMSTCK 060505104 144792 3819360 SH SOLE 3819360 0 0 D BANK OF HAWAII CORP COMMSTCK 062540109 6928 139800 SH SOLE 139800 0 0 D BANK OF NEW YORK MELLON CO COMMSTCK 064058100 121 2900 SH DEFINED 1 2900 0 0 D BANK OF NEW YORK MELLON CO COMMSTCK 064058100 74761 1791543 SH SOLE 1791543 0 0 D BARE ESCENTUALS INC COMMSTCK 067511105 2663 113700 SH SOLE 113700 0 0 D BARNES GROUP INC COMMSTCK 067806109 4953 215800 SH SOLE 215800 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 351 7263 SH DEFINED 1 7263 0 0 D BARR PHARMACEUTICALS INC COMMSTCK 068306109 131267 2717173 SH SOLE 2717173 0 0 D BARRICK GOLD CORP COMMFORN 067901108 10858 249900 SH SOLE 249900 0 0 D BASIC ENERGY SERVICES, INC COMMSTCK 06985P100 4661 211100 SH SOLE 211100 0 0 D BASSETT FURNITURE INDUSTRI COMMSTCK 070203104 617 50000 SH SOLE 50000 0 0 D BE AEROSPACE INC COMMFORN 073302101 4460 127600 SH SOLE 127600 0 0 D BECKMAN COULTER INC COMMSTCK 075811109 1617 25050 SH SOLE 25050 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 849 9886 SH DEFINED 1 9886 0 0 D BECTON DICKINSON & CO COMMSTCK 075887109 184361 2147478 SH SOLE 2147478 0 0 D BELDEN INC COMMSTCK 077454106 4278 121110 SH SOLE 121110 0 0 D BENCHMARK ELECTR INC COMMSTCK 08160H101 4405 245400 SH SOLE 245400 0 0 D BERKSHIRE HATHAWAY INC -CL COMMSTCK 084670207 20589 4603 SH SOLE 4603 0 0 D BERRY PETROLEUM COMPANY COMMSTCK 085789105 4505 96900 SH SOLE 96900 0 0 D BEST BUY CO INC COMMSTCK 086516101 2154 51960 SH SOLE 51960 0 0 D BIG LOTS, INC COMMSTCK 089302103 9330 418400 SH SOLE 418400 0 0 D BIO-RAD LABORATORIES INC. COMMSTCK 090572207 30394 341700 SH SOLE 341700 0 0 D BIOMARIN PHARMACEUTICAL IN COMMSTCK 09061G101 17367 491023 SH SOLE 491023 0 0 D BIOMED PROPERTY TRUST, INC COMMSTCK 09063H107 2611 109300 SH DEFINED 3 109300 0 0 D BIOMED PROPERTY TRUST, INC COMMSTCK 09063H107 4074 170521 SH SOLE 170521 0 0 D BLUE COAT SYSTEM COMMSTCK 09534T508 998 45300 SH SOLE 45300 0 0 D BLUE NILE INC COMMSTCK 09578R103 2453 45300 SH SOLE 45300 0 0 D BMC SOFTWARE, INC COMMSTCK 055921100 4628 142300 SH SOLE 142300 0 0 D BOEING CO COMMSTCK 097023105 20798 279660 SH SOLE 279660 0 0 D BOK FINANCIAL CORPORATION COMMSTCK 05561Q201 6795 130100 SH SOLE 130100 0 0 D BORGWARNER INC COMMSTCK 099724106 18267 424519 SH SOLE 424519 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 13976 151800 SH DEFINED 3 151800 0 0 D BOSTON PROPERTIES, INC. COMMSTCK 101121101 16345 177525 SH SOLE 177525 0 0 D BRANDYWINE REALT TRUST COMMSTCK 105368203 2769 163259 SH SOLE 163259 0 0 D BRANDYWINE REALT TRUST COMMSTCK 105368203 3155 186000 SH DEFINED 3 186000 0 0 D BRISTOL MYERS SQUIBB CO COMMSTCK 110122108 304203 14281810 SH SOLE 14281810 0 0 D BROADCOM CORP COMMSTCK 111320107 35050 1818890 SH SOLE 1818890 0 0 D BROCADE COMM SYSTEMS COMMSTCK 111621306 6511 891900 SH SOLE 891900 0 0 D BROOKFIELD PROPERTIES CORP COMMSTCK 112900105 7434 385000 SH DEFINED 3 385000 0 0 D BUNGE LIMITED COMMSTCK G16962105 15977 183900 SH SOLE 183900 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 439 4759 SH DEFINED 1 4759 0 0 D BURLINGTON NORTHERN SANTA COMMSTCK 12189T104 112752 1222641 SH SOLE 1222641 0 0 D C. R. BARD, INC. COMMSTCK 067383109 559 5803 SH DEFINED 1 5803 0 0 D C. R. BARD, INC. COMMSTCK 067383109 127234 1319855 SH SOLE 1319855 0 0 D CADENCE DESIGN SYS INC COMMSTCK 127387108 5459 511100 SH SOLE 511100 0 0 D CAL-MAINE FOODS INC COMMSTCK 128030202 4667 139800 SH SOLE 139800 0 0 D CALPINE CORP COMMSTCK 131347104 309 16800 SH SOLE 16800 0 0 D CAMDEN PROPERTY TRUST COMMSTCK 133131102 6426 128000 SH DEFINED 3 128000 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 384 11304 SH DEFINED 1 11304 0 0 D CAMPBELL SOUP CO COMMSTCK 134429109 102794 3027813 SH SOLE 3027813 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 352 7282 SH DEFINED 1 7282 0 0 D CANADIAN NATL RAILWAY CO COMMFORN 136375102 87901 1819141 SH SOLE 1819141 0 0 D CANADIAN PACIFIC RAILWAY L COMMSTCK 13645T100 4783 74400 SH SOLE 74400 0 0 D CANON, INC. ADR DEPRECPT 138006309 556 11997 SH DEFINED 1 11997 0 0 D CANON, INC. ADR DEPRECPT 138006309 119995 2587776 SH SOLE 2587776 0 0 D CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 88977 1807750 SH SOLE 1807750 0 0 D CARDINAL FINL CORP COMMSTCK 14149F109 4872 549290 SH SOLE 549290 0 0 D CARDINAL HEALTH COMMSTCK 14149Y108 2644 50355 SH SOLE 50355 0 0 D CARDIOME PHARMA CORP COMMSTCK 14159U202 16372 1949014 SH SOLE 1949014 0 0 D CARNIVAL CORP COMMSTCK 143658300 2356 58194 SH SOLE 58194 0 0 D CARPENTER TECHNOLOGY COMMSTCK 144285103 3062 54700 SH SOLE 54700 0 0 D CASEY'S GENERAL STORES, IN COMMSTCK 147528103 3950 174800 SH SOLE 174800 0 0 D CATERPILLAR INC COMMSTCK 149123101 544 6947 SH DEFINED 1 6947 0 0 D CATERPILLAR INC COMMSTCK 149123101 119667 1528506 SH SOLE 1528506 0 0 D CBS CORP CLASS B COMMSTCK 124857202 35730 1618187 SH SOLE 1618187 0 0 D CEDAR FAIR L P DEP UNIT COMMSTCK 150185106 22554 970070 SH SOLE 970070 0 0 D CEDAR SHOPPING CENTERS INC COMMSTCK 150602209 1033 88400 SH DEFINED 3 88400 0 0 D CELGENE CORP COMMSTCK 151020104 2506 40885 SH SOLE 40885 0 0 D CEMEX SA SPONS ADR CPO DEPRECPT 151290889 9180 351450 SH SOLE 351450 0 0 D CHARLES RIVER LABORATORIES COMMSTCK 159864107 8806 149400 SH SOLE 149400 0 0 D CHARTER COMMUN INC 6.5%, 1 CNVRTBND 16117MAF4 1738 3951000 PRN SOLE 3951000 0 0 D CHATTEM INC COMMSTCK 162456107 3344 50400 SH SOLE 50400 0 0 D CHEMED CORP. COMMSTCK 16359R103 6971 165200 SH SOLE 165200 0 0 D CHEMTURA CORPORATION COMMSTCK 163893100 3150 429200 SH SOLE 429200 0 0 D CHEVRON CORPORATION COMMSTCK 166764100 1348 15788 SH DEFINED 1 15788 0 0 D CHEVRON CORPORATION COMMSTCK 166764100 582935 6829136 SH SOLE 6829136 0 0 D CHINA MOBILE (HONG KONG) L DEPRECPT 16941M109 10603 141352 SH SOLE 141352 0 0 D CHORDIANT SOFTWARE COMMSTCK 170404305 7639 1266800 SH SOLE 1266800 0 0 D CHUBB CORP COMMSTCK 171232101 909 18374 SH DEFINED 1 18374 0 0 D CHUBB CORP COMMSTCK 171232101 235641 4762353 SH SOLE 4762353 0 0 D CHURCH & DWIGHT CO, INC COMMSTCK 171340102 14500 267332 SH SOLE 267332 0 0 D CIA VALE DO RIO DOCE SP AD DEPRECPT 204412100 38270 1312851 SH SOLE 1312851 0 0 D CISCO SYSTEMS INC COMMSTCK 17275R102 276 11437 SH DEFINED 1 11437 0 0 D CISCO SYSTEMS INC COMMSTCK 17275R102 158962 6598669 SH SOLE 6598669 0 0 D CITIGROUP INC. COMMSTCK 172967101 54396 2539516 SH SOLE 2539516 0 0 D CITIZENS COMMUNICATION CO COMMSTCK 17453B101 19326 1842372 SH SOLE 1842372 0 0 D CITRIX SYSTEMS, INC. COMMSTCK 177376100 25389 865623 SH SOLE 865623 0 0 D CITY NATIONAL CORP COMMSTCK 178566105 5074 102595 SH SOLE 102595 0 0 D CLEVELAND-CLIFFS INC COMMSTCK 185896107 3834 32000 SH SOLE 32000 0 0 D CLOROX COMPANY COMMSTCK 189054109 107 1886 SH DEFINED 1 1886 0 0 D CLOROX COMPANY COMMSTCK 189054109 36898 651442 SH SOLE 651442 0 0 D CME GROUP INC COMMSTCK 12572Q105 29512 62911 SH SOLE 62911 0 0 D COACH INC COMMSTCK 189754104 266 8820 SH DEFINED 1 8820 0 0 D COACH INC COMMSTCK 189754104 57657 1912347 SH SOLE 1912347 0 0 D COCA-COLA COMPANY COMMSTCK 191216100 355 5831 SH DEFINED 1 5831 0 0 D COCA-COLA COMPANY COMMSTCK 191216100 172147 2828109 SH SOLE 2828109 0 0 D COLGATE PALMOLIVE CO. COMMSTCK 194162103 681 8736 SH DEFINED 1 8736 0 0 D COLGATE PALMOLIVE CO. COMMSTCK 194162103 185765 2384357 SH SOLE 2384357 0 0 D COLUMBIA SPORTSWEAR CO COMMSTCK 198516106 4152 94300 SH SOLE 94300 0 0 D COLUMBUS MCKINNON / NY COMMSTCK 199333105 3780 122000 SH SOLE 122000 0 0 D COMMERCIAL METALS CO COMMSTCK 201723103 4612 153900 SH SOLE 153900 0 0 D COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 12235 1234600 SH SOLE 1234600 0 0 D COMMSCOPE INC COMMSTCK 203372107 13601 390500 SH SOLE 390500 0 0 D COMMVAULT SYSTEMS IN COMMSTCK 204166102 3553 286500 SH SOLE 286500 0 0 D COMPASS MINERALS INTERNATI COMMSTCK 20451N101 16313 276587 SH SOLE 276587 0 0 D COMPLETE PRODUCTION SERVIC COMMSTCK 20453E109 5295 230800 SH SOLE 230800 0 0 D COMPUTER SCIENCES CORP COMMSTCK 205363104 53591 1313833 SH SOLE 1313833 0 0 D COMTECH TELECOMMUNICATIONS COMMSTCK 205826209 3471 89000 SH SOLE 89000 0 0 D CONAGRA INC. COMMSTCK 205887102 2370 98957 SH SOLE 98957 0 0 D CONOCOPHILLIPS COMMSTCK 20825C104 131871 1730359 SH SOLE 1730359 0 0 D CONSOLIDATED EDISON INC COMMSTCK 209115104 3970 100000 SH SOLE 100000 0 0 D CONTINENTAL AIRLINE CL B COMMSTCK 210795308 1960 101900 SH SOLE 101900 0 0 D COOPER COMPANIES INC COMMSTCK 216648402 56294 1635022 SH SOLE 1635022 0 0 D COOPER INDUSTRIE LTD COMMSTCK G24182100 15567 387710 SH SOLE 387710 0 0 D CORN PRODUCTS INC. COMMSTCK 219023108 4394 118300 SH SOLE 118300 0 0 D CORNING INC COMMSTCK 219350105 148 6172 SH DEFINED 1 6172 0 0 D CORNING INC COMMSTCK 219350105 131114 5454008 SH SOLE 5454008 0 0 D CORPORATE EXECUTIVE COMMSTCK 21988R102 2311 57100 SH SOLE 57100 0 0 D CORPORATE OFFICE PROPERTIE COMMSTCK 22002T108 3512 104500 SH DEFINED 3 104500 0 0 D COSTAR GROUP INC. COMMSTCK 22160N109 5805 135000 SH SOLE 135000 0 0 D CRANE CO COMMSTCK 224399105 51496 1276228 SH SOLE 1276228 0 0 D CROCS INC COMMSTCK 227046109 1562 89400 SH SOLE 89400 0 0 D CROWN CORK & SEAL CO INC COMMSTCK 228255105 855 33980 SH SOLE 33980 0 0 D CSX CORP COMMSTCK 126408103 55792 995035 SH SOLE 995035 0 0 D CTC MEDIA INC COMMSTCK 12642X106 7642 275400 SH SOLE 275400 0 0 D CUBIC CORPORATION COMMSTCK 229669106 4216 148300 SH SOLE 148300 0 0 D CUBIST PHARMACEUTICALS INC COMMSTCK 229678107 14312 776962 SH SOLE 776962 0 0 D CVS/CAREMARK CORP COMMSTCK 126650100 300 7417 SH DEFINED 1 7417 0 0 D CVS/CAREMARK CORP COMMSTCK 126650100 112482 2776645 SH SOLE 2776645 0 0 D CYNOSURE INC COMMSTCK 232577205 5331 250300 SH SOLE 250300 0 0 D D.R. HORTON INC COMMSTCK 23331A109 17945 1139348 SH SOLE 1139348 0 0 D DAIMLER AG -REG MISCEQTY D1668R123 4561 84285 SH SOLE 84285 0 0 D DANAHER CORP COMMSTCK 235851102 3009 39575 SH SOLE 39575 0 0 D DARDEN RESTAURANTS INC COMMSTCK 237194105 4329 133000 SH SOLE 133000 0 0 D DAVITA INC COMMSTCK 23918K108 3830 80200 SH SOLE 80200 0 0 D DCT INDUSTIRAL TRUST INC COMMSTCK 233153105 5179 520000 SH DEFINED 3 520000 0 0 D DECKERS OUTDOOR CORP COMMSTCK 243537107 2178 20200 SH SOLE 20200 0 0 D DEERE & CO COMMSTCK 244199105 809 10061 SH DEFINED 1 10061 0 0 D DEERE & CO COMMSTCK 244199105 178699 2221523 SH SOLE 2221523 0 0 D DELL INC COMMSTCK 24702R101 279 14028 SH DEFINED 1 14028 0 0 D DELL INC COMMSTCK 24702R101 117346 5890851 SH SOLE 5890851 0 0 D DELTA AIRLINES INC COMMSTCK 247361702 319 37133 SH SOLE 37133 0 0 D DELUXE CORP COMMSTCK 248019101 1053 54800 SH SOLE 54800 0 0 D DEVELOPERS DIVERS REALTY C COMMSTCK 251591103 8682 207300 SH DEFINED 3 207300 0 0 D DEVELOPERS DIVERS REALTY C COMMSTCK 251591103 16739 399690 SH SOLE 399690 0 0 D DEVON ENERGY CORPORATION COMMSTCK 25179M103 116037 1112215 SH SOLE 1112215 0 0 D DEVRY INC COMMSTCK 251893103 6724 160700 SH SOLE 160700 0 0 D DIAGEO PLC-SPONSORED ADR DEPRECPT 25243Q205 14410 177200 SH SOLE 177200 0 0 D DIAMOND OFFSHORE DRILLING COMMSTCK 25271C102 7301 62722 SH SOLE 62722 0 0 D DIGITAL REALTY TRUST COMMSTCK 253868103 1828 51500 SH DEFINED 3 51500 0 0 D DIGITAL RIVER INC. COMMSTCK 25388B104 3899 125900 SH SOLE 125900 0 0 D DISNEY WALT CO COMMSTCK 254687106 214 6821 SH DEFINED 1 6821 0 0 D DISNEY WALT CO COMMSTCK 254687106 125187 3989393 SH SOLE 3989393 0 0 D DIVX INC COMMSTCK 255413106 1980 282900 SH SOLE 282900 0 0 D DJ WILSHIRE REIT ETF ETIF 78464A607 7752 110700 SH SOLE 110700 0 0 D DOVER CORP COMMSTCK 260003108 5302 126900 SH SOLE 126900 0 0 D DOW CHEMICAL COMMSTCK 260543103 298 8094 SH DEFINED 1 8094 0 0 D DOW CHEMICAL COMMSTCK 260543103 118709 3221416 SH SOLE 3221416 0 0 D DREW INDUSTRIES INC COMMSTCK 26168L205 1296 53000 SH SOLE 53000 0 0 D DST SYSTEMS INC COMMSTCK 233326107 239 3633 SH DEFINED 1 3633 0 0 D DST SYSTEMS INC COMMSTCK 233326107 50561 769105 SH SOLE 769105 0 0 D DU PONT E I DE NEMOURS & C COMMSTCK 263534109 321 6858 SH DEFINED 1 6858 0 0 D DU PONT E I DE NEMOURS & C COMMSTCK 263534109 91176 1949862 SH SOLE 1949862 0 0 D DUKE ENERGY CORP COMMSTCK 26441C105 21573 1208587 SH SOLE 1208587 0 0 D DUN & BRADSTREET CORP COMMSTCK 26483E100 2718 33400 SH SOLE 33400 0 0 D DUPONT FABROS TECH COMMSTCK 26613Q106 1972 119600 SH DEFINED 3 119600 0 0 D ECOLAB INC. COMMSTCK 278865100 183 4208 SH DEFINED 1 4208 0 0 D ECOLAB INC. COMMSTCK 278865100 49765 1145859 SH SOLE 1145859 0 0 D EDISON INTERNATIONAL COMMSTCK 281020107 162685 3318755 SH SOLE 3318755 0 0 D EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 8857 198800 SH SOLE 198800 0 0 D EL PASO CORPORATION COMMSTCK 28336L109 107122 6437620 SH SOLE 6437620 0 0 D EL PASO ELECTRIC CO COMMSTCK 283677854 4312 201800 SH SOLE 201800 0 0 D ELECTRONIC ARTS INC. COMMSTCK 285512109 2805 56185 SH SOLE 56185 0 0 D EMBARQ CORP W/I COMMSTCK 29078E105 4975 124055 SH SOLE 124055 0 0 D EMC CORP MASS COMMSTCK 268648102 125 8703 SH DEFINED 1 8703 0 0 D EMC CORP MASS COMMSTCK 268648102 29304 2043548 SH SOLE 2043548 0 0 D EMERSON ELECTRI CO COMMSTCK 291011104 363 7045 SH DEFINED 1 7045 0 0 D EMERSON ELECTRI CO COMMSTCK 291011104 108561 2109624 SH SOLE 2109624 0 0 D EMPIRE DIST ELEC CO COMMSTCK 291641108 2803 138400 SH SOLE 138400 0 0 D ENCANA CORP COMMSTCK 292505104 309 4075 SH SOLE 4075 0 0 D ENDO PHARMACEUTICALS HOLDI COMMSTCK 29264F205 3577 149400 SH SOLE 149400 0 0 D ENERGEN CORP. COMMSTCK 29265N108 4592 73700 SH SOLE 73700 0 0 D ENSCO INTERNATIONAL INC COMMSTCK 26874Q100 17834 284800 SH SOLE 284800 0 0 D EPICOR SOFTWARE CORP COMMSTCK 29426L108 3760 335700 SH SOLE 335700 0 0 D EQUIFAX INC. COMMSTCK 294429105 60177 1745270 SH SOLE 1745270 0 0 D EQUITABLE RESOURCES INC COMMSTCK 294549100 33574 570022 SH SOLE 570022 0 0 D EQUITY RESIDENT PROPERTY T COMMSTCK 29476L107 14252 343500 SH DEFINED 3 343500 0 0 D EQUITY RESIDENT PROPERTY T COMMSTCK 29476L107 18418 443916 SH SOLE 443916 0 0 D ESCO TECHNOLOGIES INC COMMSTCK 296315104 14549 366300 SH SOLE 366300 0 0 D ESTEE LAUDER CO CL-A COMMSTCK 518439104 133 2901 SH DEFINED 1 2901 0 0 D ESTEE LAUDER CO CL-A COMMSTCK 518439104 103500 2257370 SH SOLE 2257370 0 0 D EXPEDIA INC CL A COMMSTCK 30212P105 47552 2172300 SH SOLE 2172300 0 0 D EXTRA SPACE STORAGE INC. COMMSTCK 30225T102 2833 175000 SH DEFINED 3 175000 0 0 D EXXON MOBIL CORP COMMSTCK 30231G102 673 7957 SH DEFINED 1 7957 0 0 D EXXON MOBIL CORP COMMSTCK 30231G102 164136 1940599 SH SOLE 1940599 0 0 D F5 NETWORKS INC COMMSTCK 315616102 28378 1561826 SH SOLE 1561826 0 0 D FAIRPOINT COMM, INC. COMMSTCK 305560104 442 49047 SH SOLE 49047 0 0 D FALCONSTOR SOFTWARE INC COMMSTCK 306137100 3315 435600 SH SOLE 435600 0 0 D FED NATL MTG ASSOC COMMSTCK 313586109 10494 398700 SH SOLE 398700 0 0 D FEDERAL REALTY INVESTMENT COMMSTCK 313747206 6977 89500 SH DEFINED 3 89500 0 0 D FEDERATED INVESTORS INC COMMSTCK 314211103 10808 276000 SH SOLE 276000 0 0 D FEDEX CORP COMMSTCK 31428X106 13270 143200 SH SOLE 143200 0 0 D FEI COMPANY COMMSTCK 30241L109 1161 53197 SH SOLE 53197 0 0 D FIRST INDUSTRIAL REALTY IN COMMSTCK 32054K103 3046 98600 SH SOLE 98600 0 0 D FIRST MARBLEHEAD CORP COMMSTCK 320771108 25693 3444067 SH SOLE 3444067 0 0 D FIRST POTOMAC REALTY TRUST COMMSTCK 33610F109 1760 114500 SH DEFINED 3 114500 0 0 D FIRST SOLAR INC COMMSTCK 336433107 9569 41400 SH SOLE 41400 0 0 D FIRSTENERGY CORP COMMSTCK 337932107 48733 710193 SH SOLE 710193 0 0 D FISERV INC COMMSTCK 337738108 170 3528 SH DEFINED 1 3528 0 0 D FISERV INC COMMSTCK 337738108 37003 769455 SH SOLE 769455 0 0 D FOCUS MEDIA HOLDING LTD. COMMSTCK 34415V109 6686 190200 SH SOLE 190200 0 0 D FOMENTO ECONOMIC MEX-SP AD DEPRECPT 344419106 6167 147600 SH SOLE 147600 0 0 D FORD CAP TRUST 6.50%, 01/1 CNVRTPRF 345395206 2294 78234 SH SOLE 78234 0 0 D FORD MTR CO COMMSTCK 345370860 223 38971 SH DEFINED 1 38971 0 0 D FORD MTR CO COMMSTCK 345370860 47777 8352661 SH SOLE 8352661 0 0 D FORTUNE BRANDS, INC. COMMSTCK 349631101 14815 213169 SH SOLE 213169 0 0 D FOSSIL, INC. COMMSTCK 349882100 2914 95400 SH SOLE 95400 0 0 D FOUNDATION COAL HOLDINGS I COMMSTCK 35039W100 247 4900 SH SOLE 4900 0 0 D FOUNDRY NETWORKS INC COMMSTCK 35063R100 10952 945800 SH SOLE 945800 0 0 D FRANKLIN RESOURCES INC COMMSTCK 354613101 55860 575940 SH SOLE 575940 0 0 D FREDDIE MAC COMMSTCK 313400301 3292 130000 SH SOLE 130000 0 0 D FREEPORT-MCMORAN COPPER & COMMSTCK 35671D857 276 2872 SH DEFINED 1 2872 0 0 D FREEPORT-MCMORAN COPPER & COMMSTCK 35671D857 242200 2517144 SH SOLE 2517144 0 0 D FRESH DEL MONTE PRODUCE IN COMMSTCK G36738105 3928 107900 SH SOLE 107900 0 0 D FRONTIER OIL CORP COMMSTCK 35914P105 7092 260170 SH SOLE 260170 0 0 D GANNETT CO COMMSTCK 364730101 172 5920 SH DEFINED 1 5920 0 0 D GANNETT CO COMMSTCK 364730101 37855 1303094 SH SOLE 1303094 0 0 D GAP INC COMMSTCK 364760108 149338 7588299 SH SOLE 7588299 0 0 D GARDNER DENVER INC COMMSTCK 365558105 4419 119100 SH SOLE 119100 0 0 D GEN-PROBE INC COMMSTCK 36866T103 666 13820 SH SOLE 13820 0 0 D GENENTECH INC COMMSTCK 368710406 2631 32415 SH SOLE 32415 0 0 D GENERAL CABLE CORP COMMSTCK 369300108 27037 457706 SH SOLE 457706 0 0 D GENERAL DYNAMICS COMMSTCK 369550108 666 7984 SH DEFINED 1 7984 0 0 D GENERAL DYNAMICS COMMSTCK 369550108 161481 1936921 SH SOLE 1936921 0 0 D GENERAL ELECTRIC CO COMMSTCK 369604103 353 9550 SH DEFINED 1 9550 0 0 D GENERAL ELECTRIC CO COMMSTCK 369604103 193925 5239793 SH SOLE 5239793 0 0 D GENERAL GROWTH PROPERTIES COMMSTCK 370021107 4996 130900 SH DEFINED 3 130900 0 0 D GENERAL GROWTH PROPERTIES COMMSTCK 370021107 21321 558593 SH SOLE 558593 0 0 D GENERAL MILLS INC COMMSTCK 370334104 367 6129 SH DEFINED 1 6129 0 0 D GENERAL MILLS INC COMMSTCK 370334104 141314 2359955 SH SOLE 2359955 0 0 D GENUINE PARTS CO COMMSTCK 372460105 13949 346810 SH SOLE 346810 0 0 D GEOEYE INC COMMFORN 37250W108 2503 96300 SH SOLE 96300 0 0 D GFI GROUP INC. COMMSTCK 361652209 10790 188300 SH SOLE 188300 0 0 D GILEAD SCIENCES INC COMMSTCK 375558103 26532 514880 SH SOLE 514880 0 0 D GLAXOSMITHKLINE PLC ADR DEPRECPT 37733W105 9139 215400 SH SOLE 215400 0 0 D GLOBAL INDUSTRIES LTD COMMSTCK 379336100 4792 297800 SH SOLE 297800 0 0 D GOLD FIELDS LTD SPON ADR DEPRECPT 38059T106 27019 1953677 SH SOLE 1953677 0 0 D GOOGLE INC COMMSTCK 38259P508 44082 100080 SH SOLE 100080 0 0 D GORMAN RUPP CO COMMSTCK 383082104 33528 1019400 SH SOLE 1019400 0 0 D GRACO INC COMMSTCK 384109104 4141 114200 SH SOLE 114200 0 0 D GRAFTECH INTERNATION LTD COMMSTCK 384313102 5330 328800 SH SOLE 328800 0 0 D GRAINGER (W.W.) INC COMMSTCK 384802104 65084 852000 SH SOLE 852000 0 0 D GRANITE CONSTRUCTION INC COMMSTCK 387328107 4972 152000 SH SOLE 152000 0 0 D GREY WOLF INC COMMSTCK 397888108 1714 252800 SH SOLE 252800 0 0 D H.B. FULLER CO. COMMSTCK 359694106 4202 205900 SH SOLE 205900 0 0 D HANSEN NATURAL CORP COMMSTCK 411310105 7357 208400 SH SOLE 208400 0 0 D HARMAN INTERNATIONAL COMMSTCK 413086109 32533 747190 SH SOLE 747190 0 0 D HARMONIC INC COMMSTCK 413160102 3152 414800 SH SOLE 414800 0 0 D HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 498 6579 SH DEFINED 1 6579 0 0 D HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 96843 1278118 SH SOLE 1278118 0 0 D HASBRO INC COMMSTCK 418056107 3820 136900 SH SOLE 136900 0 0 D HCP INC COMMSTCK 40414L109 2688 79500 SH DEFINED 3 79500 0 0 D HEALTH MANAGEMENT ASSOCIAT COMMSTCK 421933102 2185 413100 SH SOLE 413100 0 0 D HEALTHCARE REALTY TRUST IN COMMSTCK 421946104 2916 111500 SH SOLE 111500 0 0 D HEIDRICK & STRUGGLES INTER COMMSTCK 422819102 4200 129100 SH SOLE 129100 0 0 D HEINZ H J CO COMMSTCK 423074103 452 9632 SH DEFINED 1 9632 0 0 D HEINZ H J CO COMMSTCK 423074103 128678 2739582 SH SOLE 2739582 0 0 D HELMERICH & PAYNE COMMSTCK 423452101 13128 280100 SH SOLE 280100 0 0 D HENRY SCHEIN INC COMMSTCK 806407102 2726 47485 SH SOLE 47485 0 0 D HERCULES INC COMMSTCK 427056106 4481 245000 SH SOLE 245000 0 0 D HERSHEY FOODS CORP COMMSTCK 427866108 441 11704 SH DEFINED 1 11704 0 0 D HERSHEY FOODS CORP COMMSTCK 427866108 109464 2905878 SH SOLE 2905878 0 0 D HESS CORPORATION COMMSTCK 42809H107 104964 1190335 SH SOLE 1190335 0 0 D HEWLETT-PACKARD CO COMMSTCK 428236103 738 16159 SH DEFINED 1 16159 0 0 D HEWLETT-PACKARD CO COMMSTCK 428236103 354795 7770368 SH SOLE 7770368 0 0 D HIGHWOODS PROPERTIES INC COMMSTCK 431284108 1439 46300 SH DEFINED 3 46300 0 0 D HIGHWOODS PROPERTIES INC COMMSTCK 431284108 3365 108300 SH SOLE 108300 0 0 D HNI CORP COMMSTCK 404251100 4138 153900 SH SOLE 153900 0 0 D HOLLY CORPORATION COMMSTCK 435758305 6212 143100 SH SOLE 143100 0 0 D HOLOGIC INC COMMSTCK 436440101 2247 40410 SH SOLE 40410 0 0 D HOME DEPOT INC COMMSTCK 437076102 37504 1340864 SH SOLE 1340864 0 0 D HOME PROPERTIES INC COMMSTCK 437306103 3474 72400 SH SOLE 72400 0 0 D HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 41704 739174 SH SOLE 739174 0 0 D HORSEHEAD HOLDING CO COMMSTCK 440694305 1534 132500 SH SOLE 132500 0 0 D HOSPITALITY PROP TRUST COMMSTCK 44106M102 1160 34100 SH DEFINED 3 34100 0 0 D HOSPITALITY PROP TRUST COMMSTCK 44106M102 1748 51391 SH SOLE 51391 0 0 D HOST HOTELS & RESORT INC COMMSTCK 44107P104 7890 495600 SH DEFINED 3 495600 0 0 D HRPT PROPERTIES TRUST COMMSTCK 40426W101 840 124855 SH SOLE 124855 0 0 D HRPT PROPERTIES TRUST COMMSTCK 40426W101 2221 330000 SH DEFINED 3 330000 0 0 D HSBC HOLDINGS PLC 6.2%, 12 PFDDOM 404280604 2609 120000 SH SOLE 120000 0 0 D HUBBELL INC CLASS B COMMSTCK 443510201 4255 97400 SH SOLE 97400 0 0 D HUDSON CITY BANCORP INC. COMMSTCK 443683107 12561 710466 SH SOLE 710466 0 0 D HUNT (JB) TRANSPRT SERVICE COMMSTCK 445658107 4454 141700 SH SOLE 141700 0 0 D IAMGOLD CORP COMMSTCK 450913108 7634 1041500 SH SOLE 1041500 0 0 D ICONIX BRAND GROUP COMMSTCK 451055107 7068 407400 SH SOLE 407400 0 0 D IDEARC INC COMMSTCK 451663108 1077 295935 SH SOLE 295935 0 0 D IDEX CORPORATION COMMSTCK 45167R104 1020 33240 SH SOLE 33240 0 0 D IMATION CORP COMMSTCK 45245A107 34025 1496245 SH SOLE 1496245 0 0 D IMCLONE SYSTEMS INC COMMSTCK 45245W109 3741 88200 SH SOLE 88200 0 0 D IMS HEALTH INC COMMSTCK 449934108 3462 164800 SH SOLE 164800 0 0 D INFINEON TECHNOLOGIE ADR DEPRECPT 45662N103 20759 2957183 SH SOLE 2957183 0 0 D INSIGHT ENTERPRISES INC COMMSTCK 45765U103 4557 260400 SH SOLE 260400 0 0 D INSULET CORP COMMSTCK 45784P101 14900 1034726 SH SOLE 1034726 0 0 D INTEL CORP COMMSTCK 458140100 517 24406 SH DEFINED 1 24406 0 0 D INTEL CORP COMMSTCK 458140100 226440 10691195 SH SOLE 10691195 0 0 D INTERACTIVE DATA CORP COMMSTCK 45840J107 8550 300300 SH SOLE 300300 0 0 D INTERCONTINENTAL EXCHANGE COMMSTCK 45865V100 55312 423849 SH SOLE 423849 0 0 D INTERDIGITAL INC COMMSTCK 45867G101 4564 230400 SH SOLE 230400 0 0 D INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 51410 446500 SH SOLE 446500 0 0 D INTERNATIONAL FLAVOR & FRA COMMSTCK 459506101 50020 1135537 SH SOLE 1135537 0 0 D INTERPUBLIC GROUP COS INC COMMSTCK 460690100 79024 9396403 SH SOLE 9396403 0 0 D INTERPUBLIC GRP 4.25%, 3/1 CNVRTBND 460690AZ3 1063336 89034000 PRN SOLE 89034000 0 0 D INTERSIL CORPORATION COMMSTCK 46069S109 5409 210700 SH SOLE 210700 0 0 D INTL GAME TECHNOLOGY COMMSTCK 459902102 19992 497180 SH SOLE 497180 0 0 D INTUITIVE SURGICAL INC COMMSTCK 46120E602 3698 11400 SH SOLE 11400 0 0 D INVERNESS MEDICAL INNOVATI COMMSTCK 46126P106 10600 352170 SH SOLE 352170 0 0 D INVESCO LTD DEPRECPT G491BT108 77130 3166260 SH SOLE 3166260 0 0 D INVESTMENT TECHNOLOGY GROU COMMSTCK 46145F105 35165 761468 SH SOLE 761468 0 0 D IPC HOLDINGS LTD COMMFORN G4933P101 3538 126355 SH SOLE 126355 0 0 D IRON MOUNTAIN INC COMMSTCK 462846106 1420 53725 SH SOLE 53725 0 0 D ISHARES COHEN & STEERS REA ETIF 464287564 7940 98400 SH SOLE 98400 0 0 D ISHARES DOW JONES ETIF 464287739 7543 116100 SH SOLE 116100 0 0 D ISTAR FINANCIAL COMMSTCK 45031U101 1490 106200 SH DEFINED 3 106200 0 0 D ITRON INC COMMSTCK 465741106 25784 285760 SH SOLE 285760 0 0 D ITT CORP COMMSTCK 450911102 38878 750400 SH SOLE 750400 0 0 D ITT EDUCATIONAL SERVICES I COMMSTCK 45068B109 1842 40100 SH SOLE 40100 0 0 D J CREW GROUP INC COMMSTCK 46612H402 8534 193200 SH SOLE 193200 0 0 D J2 GLOBAL COMMUNICATION COMMSTCK 46626E205 7999 358400 SH SOLE 358400 0 0 D JABIL CIRCUIT INC. COMMSTCK 466313103 3556 375900 SH SOLE 375900 0 0 D JAKKS PACIFIC INC COMMSTCK 47012E106 3490 126600 SH SOLE 126600 0 0 D JANUS CAPITAL GROUP INC COMMSTCK 47102X105 265 11400 SH SOLE 11400 0 0 D JM SMUCKER CO THE COMMSTCK 832696405 6314 124752 SH SOLE 124752 0 0 D JOHNSON & JOHNSON COMMSTCK 478160104 18923 291705 SH SOLE 291705 0 0 D JOHNSON CONTROLS INC COMMSTCK 478366107 818 24208 SH DEFINED 1 24208 0 0 D JOHNSON CONTROLS INC COMMSTCK 478366107 215939 6388723 SH SOLE 6388723 0 0 D JP MORGAN CHASE & CO COMMSTCK 46625H100 129 3000 SH DEFINED 1 3000 0 0 D JP MORGAN CHASE & CO COMMSTCK 46625H100 144077 3354529 SH SOLE 3354529 0 0 D JUNIPER NETWORKS INC COMMSTCK 48203R104 18440 737586 SH SOLE 737586 0 0 D KBR INC COMMSTCK 48242W106 51407 1853841 SH SOLE 1853841 0 0 D KELLOGG CO COMMSTCK 487836108 210 4004 SH DEFINED 1 4004 0 0 D KELLOGG CO COMMSTCK 487836108 60119 1143817 SH SOLE 1143817 0 0 D KEY ENERGY SERVICES COMMSTCK 492914106 4636 345451 SH SOLE 345451 0 0 D KEYCORP COMMSTCK 493267108 18955 863532 SH SOLE 863532 0 0 D KILROY REALTY CORP COMMSTCK 49427F108 4228 86100 SH DEFINED 3 86100 0 0 D KIMBALL INTL INC CLASS B COMMSTCK 494274103 338 31486 SH SOLE 31486 0 0 D KIMBERLY CLARK CORP COMMSTCK 494368103 17093 264800 SH SOLE 264800 0 0 D KIMCO REALTY CORP COMMSTCK 49446R109 4696 119900 SH DEFINED 3 119900 0 0 D KIMCO REALTY CORP COMMSTCK 49446R109 14523 370769 SH SOLE 370769 0 0 D KINETIC CONCEPTS INC COMMSTCK 49460W208 7586 164100 SH SOLE 164100 0 0 D KITE REALTY GROUP TRUST COMMSTCK 49803T102 1459 104200 SH DEFINED 3 104200 0 0 D KNOLL INC. COMMSTCK 498904200 6992 605900 SH SOLE 605900 0 0 D KOOKMIN BANK ADR COMMSTCK 50049M109 3757 67037 SH SOLE 67037 0 0 D KRAFT FOODS INC COMMSTCK 50075N104 484 15612 SH DEFINED 1 15612 0 0 D KRAFT FOODS INC COMMSTCK 50075N104 153249 4941934 SH SOLE 4941934 0 0 D KROGER CO COMMSTCK 501044101 71202 2803240 SH SOLE 2803240 0 0 D KULICKE & SOFFA INDUSTRIES COMMSTCK 501242101 4395 919400 SH SOLE 919400 0 0 D L-3 COMMUNI HLDGS INC COMMSTCK 502424104 22130 202400 SH SOLE 202400 0 0 D L.B. FOSTER COMPANY COMMSTCK 350060109 8758 203400 SH SOLE 203400 0 0 D LADISH CO INC COMMSTCK 505754200 2444 67900 SH SOLE 67900 0 0 D LAZARD LTD - CL A COMMSTCK G54050102 84040 2199989 SH SOLE 2199989 0 0 D LCA-VISION INC COMMSTCK 501803308 7030 562400 SH SOLE 562400 0 0 D LEGG MASON INC. COMMSTCK 524901105 57580 1028576 SH SOLE 1028576 0 0 D LEHMAN BROS HOLDING INC COMMSTCK 524908100 61165 1625000 SH SOLE 1625000 0 0 D LENNOX INTERNATIONAL INC COMMSTCK 526107107 23918 664935 SH SOLE 664935 0 0 D LEXMARK INTL GROUP INC COMMSTCK 529771107 4215 137200 SH SOLE 137200 0 0 D LIBERTY ENTERTAI A W/I COMMSTCK 53071M500 6022 266000 SH SOLE 266000 0 0 D LIBERTY PROPERTY TRUST COMMSTCK 531172104 6658 214000 SH DEFINED 3 214000 0 0 D LIBERTY PROPERTY TRUST COMMSTCK 531172104 13487 433538 SH SOLE 433538 0 0 D LIFECELL CORPORATION COMMSTCK 531927101 3728 88700 SH SOLE 88700 0 0 D LILLY ELI & CO COMMSTCK 532457108 318 6166 SH DEFINED 1 6166 0 0 D LILLY ELI & CO COMMSTCK 532457108 148285 2874300 SH SOLE 2874300 0 0 D LIMITED BRANDS INC. COMMSTCK 532716107 456 26690 SH SOLE 26690 0 0 D LINCARE HOLDINGS INC COMMSTCK 532791100 3978 141500 SH SOLE 141500 0 0 D LINCOLN NAT'L CORP COMMSTCK 534187109 48511 932907 SH SOLE 932907 0 0 D LINEAR TECHNOLOGY CORP COMMSTCK 535678106 6991 227800 SH SOLE 227800 0 0 D LOEWS CORP CAROLINA GROUP COMMSTCK 540424207 127996 1764241 SH SOLE 1764241 0 0 D LOEWS CORPORATION COMMSTCK 540424108 17906 445190 SH SOLE 445190 0 0 D LOOPNET INC COMMSTCK 543524300 2826 222500 SH SOLE 222500 0 0 D LOWE'S COMPANIES INC. COMMSTCK 548661107 296 12898 SH DEFINED 1 12898 0 0 D LOWE'S COMPANIES INC. COMMSTCK 548661107 64212 2799109 SH SOLE 2799109 0 0 D MACERICH CO COMMSTCK 554382101 8060 114700 SH DEFINED 3 114700 0 0 D MACK-CALI REALTY CORP COMMSTCK 554489104 407 11400 SH SOLE 11400 0 0 D MACROVISION CORP COMMSTCK 555904101 17701 1311214 SH SOLE 1311214 0 0 D MACROVISION CORP., 2.625%, CNVRTBND 555904AB7 178958 4805000 PRN SOLE 4805000 0 0 D MANITOWOC CO INC COMMSTCK 563571108 1404 34400 SH SOLE 34400 0 0 D MARATHON OIL CORPORATION COMMSTCK 565849106 53192 1166482 SH SOLE 1166482 0 0 D MARKET VECTORS GOLD MINERS ETIF 57060U100 1908 39960 SH SOLE 39960 0 0 D MARRIOT INTL INC COMMSTCK 571903202 2196 63905 SH SOLE 63905 0 0 D MARSHALL & ILSLE CORP COMMSTCK 571837103 9075 391169 SH SOLE 391169 0 0 D MARTEK BIOSCIENCES C COMMSTCK 572901106 4063 132900 SH SOLE 132900 0 0 D MARVEL ENTERTAINMENT INC COMMSTCK 57383T103 3898 145500 SH SOLE 145500 0 0 D MASCO CORP COMMSTCK 574599106 7149 360494 SH SOLE 360494 0 0 D MASSEY ENERGY CO. COMMSTCK 576206106 768 21040 SH SOLE 21040 0 0 D MAX CAPITAL GROUP LT COMMSTCK G6052F103 4362 166566 SH SOLE 166566 0 0 D MCAFEE INC COMMSTCK 579064106 7303 220700 SH SOLE 220700 0 0 D MCDONALD'S CORP COMMSTCK 580135101 39622 710451 SH SOLE 710451 0 0 D MCGRAW HILL CO COMMSTCK 580645109 722 19536 SH DEFINED 1 19536 0 0 D MCGRAW HILL CO COMMSTCK 580645109 160115 4333289 SH SOLE 4333289 0 0 D MCKESSON CORPORATION COMMSTCK 58155Q103 1836 35058 SH SOLE 35058 0 0 D MCMORAN EXPL 6.00% DUE: 07 CNVRTBND 582411AB0 31729 25770000 PRN SOLE 25770000 0 0 D MDU RESOURCES GROUP INC COMMSTCK 552690109 3273 133300 SH SOLE 133300 0 0 D MEDICIS PHARMACEUTIC CL A COMMSTCK 584690309 3479 176700 SH SOLE 176700 0 0 D MEDTRONIC, INC. COMMSTCK 585055106 333 6879 SH DEFINED 1 6879 0 0 D MEDTRONIC, INC. COMMSTCK 585055106 116848 2415712 SH SOLE 2415712 0 0 D MEMC ELECTRONIC MATERIALS COMMSTCK 552715104 12145 171300 SH SOLE 171300 0 0 D MENS WEARHOUSE INC COMMSTCK 587118100 1482 63700 SH SOLE 63700 0 0 D MENTOR CORPORATION COMMSTCK 587188103 3279 127500 SH SOLE 127500 0 0 D MERCK & CO. INC. COMMSTCK 589331107 212 5586 SH DEFINED 1 5586 0 0 D MERCK & CO. INC. COMMSTCK 589331107 214626 5655503 SH SOLE 5655503 0 0 D MEREDITH CORP COMMSTCK 589433101 4070 106400 SH SOLE 106400 0 0 D MERRILL LYNCH CO INC COMMSTCK 590188108 9712 238400 SH SOLE 238400 0 0 D METLIFE INC COMMSTCK 59156R108 106746 1771430 SH SOLE 1771430 0 0 D MGM MIRAGE COMMSTCK 552953101 22399 381136 SH SOLE 381136 0 0 D MICROCHIP TECHNOLOGY INC COMMSTCK 595017104 20302 620274 SH SOLE 620274 0 0 D MICROSOFT CORP COMMSTCK 594918104 407 14358 SH DEFINED 1 14358 0 0 D MICROSOFT CORP COMMSTCK 594918104 177184 6243280 SH SOLE 6243280 0 0 D MICROSTRATEGY INC COMMSTCK 594972408 7991 108000 SH SOLE 108000 0 0 D MILLER (HERMAN) INC COMMSTCK 600544100 6865 279400 SH SOLE 279400 0 0 D MINAS BUENAVENTU SPON ADR DEPRECPT 204448104 12159 177500 SH SOLE 177500 0 0 D MINE SAFETY APPLIANC COMPA COMMSTCK 602720104 12898 313146 SH SOLE 313146 0 0 D MIRANT CORPORATION COMMSTCK 60467R100 7257 199435 SH SOLE 199435 0 0 D MKS INSTRUMENTS INC COMMSTCK 55306N104 2979 139200 SH SOLE 139200 0 0 D MOBILE TELESYSTEMS ADR DEPRECPT 607409109 13264 174868 SH SOLE 174868 0 0 D MOLEX INC. COMMSTCK 608554101 4641 200400 SH SOLE 200400 0 0 D MOLSON COORS BRE CO-B COMMSTCK 60871R209 41136 782502 SH SOLE 782502 0 0 D MONARCH CASINO & RESORT IN COMMSTCK 609027107 3480 196500 SH SOLE 196500 0 0 D MORGAN STANLEY GROUP INC COMMSTCK 617446448 68029 1488600 SH SOLE 1488600 0 0 D MORNINGSTAR INC COMMSTCK 617700109 3681 60000 SH SOLE 60000 0 0 D MOTOROLA INC COMMSTCK 620076109 264 28417 SH DEFINED 1 28417 0 0 D MOTOROLA INC COMMSTCK 620076109 56424 6067129 SH SOLE 6067129 0 0 D MOVADO GROUP COMMSTCK 624580106 2487 127600 SH SOLE 127600 0 0 D MYRIAD GENETICS INC COMMSTCK 62855J104 1164 28900 SH SOLE 28900 0 0 D NASDAQ OMX GROUP COMMSTCK 631103108 4415 114200 SH SOLE 114200 0 0 D NATIONAL CITY CORP COMMSTCK 635405103 126 12691 SH DEFINED 1 12691 0 0 D NATIONAL CITY CORP COMMSTCK 635405103 27272 2740919 SH SOLE 2740919 0 0 D NATIONAL INSTRUMENTS CORP. COMMSTCK 636518102 3098 118500 SH SOLE 118500 0 0 D NATIONAL SEMICONDUCTOR COR COMMSTCK 637640103 20858 1138546 SH SOLE 1138546 0 0 D NATIONAL-OILWELL VARCO INC COMMSTCK 637071101 6512 111548 SH SOLE 111548 0 0 D NATIONWIDE HEALTH PROPERTI COMMSTCK 638620104 4718 139800 SH SOLE 139800 0 0 D NATIONWIDE HEALTH PROPERTI COMMSTCK 638620104 7628 226000 SH DEFINED 3 226000 0 0 D NBTY INC COMMSTCK 628782104 3303 110300 SH SOLE 110300 0 0 D NCR CORP COMMSTCK 62886E108 61582 2697415 SH SOLE 2697415 0 0 D NET 1 TECHNOLOGIES COMMSTCK 64107N206 3128 138700 SH SOLE 138700 0 0 D NETGEAR, INC. COMMSTCK 64111Q104 7308 366300 SH SOLE 366300 0 0 D NETWORK APPLIANCE INC COMMSTCK 64120L104 13306 663650 SH SOLE 663650 0 0 D NEW YORK COMNTY BANCORP IN COMMSTCK 649445103 286 15747 SH SOLE 15747 0 0 D NEW YORK TIMES CO COMMSTCK 650111107 23413 1240090 SH SOLE 1240090 0 0 D NEWMONT MNG CORP COMMSTCK 651639106 87073 1922142 SH SOLE 1922142 0 0 D NEWS CORP INC CL A W COMMSTCK 65248E104 20308 1083088 SH SOLE 1083088 0 0 D NIKE INC COMMSTCK 654106103 6956 102300 SH SOLE 102300 0 0 D NOBLE AFFILIATES INC COMMSTCK 655044105 11277 154900 SH SOLE 154900 0 0 D NOKIA CORP Spon. ADR DEPRECPT 654902204 742 23303 SH DEFINED 1 23303 0 0 D NOKIA CORP Spon. ADR DEPRECPT 654902204 298230 9369456 SH SOLE 9369456 0 0 D NORDSTROM INC COMMSTCK 655664100 337 10327 SH DEFINED 1 10327 0 0 D NORDSTROM INC COMMSTCK 655664100 74598 2288296 SH SOLE 2288296 0 0 D NORFOLK SOUTHERN CORP COMMSTCK 655844108 1031 18976 SH DEFINED 1 18976 0 0 D NORFOLK SOUTHERN CORP COMMSTCK 655844108 231786 4267051 SH SOLE 4267051 0 0 D NORILSK NICKEL SPON ADR COMMSTCK 46626D108 8473 301000 SH SOLE 301000 0 0 D NORTHERN TRUST CORP COMMSTCK 665859104 8253 124161 SH SOLE 124161 0 0 D NORTHROP GRUMMAN CORP COMMSTCK 666807102 83840 1077500 SH SOLE 1077500 0 0 D NORTHWEST AIRLIN COMMSTCK 667280408 11637 1294430 SH SOLE 1294430 0 0 D NOVARTIS AG SPON ADR DEPRECPT 66987V109 2572 50200 SH SOLE 50200 0 0 D NOVELL INC COMMSTCK 670006105 3742 594900 SH SOLE 594900 0 0 D NRG ENERGY INC COMMSTCK 629377508 65407 1677529 SH SOLE 1677529 0 0 D NSTAR COMMSTCK 67019E107 77042 2531767 SH SOLE 2531767 0 0 D NUANCE COMM INC COMMSTCK 67020Y100 4427 254300 SH SOLE 254300 0 0 D NUCOR CORP COMMSTCK 670346105 28899 426613 SH SOLE 426613 0 0 D NVIDIA CORP COMMSTCK 67066G104 1434 72461 SH SOLE 72461 0 0 D NYMEX HOLDINGS INC COMMSTCK 62948N104 7631 84200 SH SOLE 84200 0 0 D ODYSSEY RE HOLDINGS CORP COMMSTCK 67612W108 4586 124800 SH SOLE 124800 0 0 D OGE ENERGY CORP COMMSTCK 670837103 2893 92800 SH SOLE 92800 0 0 D OIL STATES INTERNATIONAL I COMMSTCK 678026105 4508 100600 SH SOLE 100600 0 0 D OLIN CORP COMMSTCK 680665205 7828 396140 SH SOLE 396140 0 0 D OMEGA HEALTHCARE INV COMMSTCK 681936100 4170 240200 SH DEFINED 3 240200 0 0 D OMNICARE INC COMMSTCK 681904108 63981 3523164 SH SOLE 3523164 0 0 D OMNICELL INC COMMSTCK 68213N109 4764 237000 SH SOLE 237000 0 0 D OMNIVISION TECH INC COMMSTCK 682128103 9448 561700 SH SOLE 561700 0 0 D OMRIX BIOPHARMACEUTICALS I COMMSTCK 681989109 1075 76800 SH SOLE 76800 0 0 D ON SEMICONDUCTOR SGC HOLDI COMMSTCK 682189105 6807 1198400 SH SOLE 1198400 0 0 D OPTIONSXPRESS HOLDINGS INC COMMSTCK 684010101 6899 333100 SH SOLE 333100 0 0 D ORACLE CORPORATION COMMSTCK 68389X105 91665 4686351 SH SOLE 4686351 0 0 D OSHKOSH TRUCK CORP COMMSTCK 688239201 7361 202900 SH SOLE 202900 0 0 D PACCAR INC COMMSTCK 693718108 842 18720 SH DEFINED 1 18720 0 0 D PACCAR INC COMMSTCK 693718108 221822 4929371 SH SOLE 4929371 0 0 D PAETEC HOLDING CORP COMMSTCK 695459107 11998 1801501 SH SOLE 1801501 0 0 D PALL CORP COMMSTCK 696429307 532 15160 SH SOLE 15160 0 0 D PARAMETRIC TECH CORP COMMSTCK 699173209 4834 302500 SH SOLE 302500 0 0 D PAREXEL INTERNAT CORP COMMSTCK 699462107 5207 199500 SH SOLE 199500 0 0 D PARKER HANNIFIN CORP COMMSTCK 701094104 164 2361 SH DEFINED 1 2361 0 0 D PARKER HANNIFIN CORP COMMSTCK 701094104 46146 666183 SH SOLE 666183 0 0 D PATTERSON-UTI ENERGY INC COMMSTCK 703481101 8668 331100 SH SOLE 331100 0 0 D PDL BIOPHARMA INC COMMSTCK 69329Y104 424 40000 SH SOLE 40000 0 0 D PEDIATRIX MEDIC GROUP INC COMMSTCK 705324101 3700 54900 SH SOLE 54900 0 0 D PENNEY J C INC COMMSTCK 708160106 329 8720 SH DEFINED 1 8720 0 0 D PENNEY J C INC COMMSTCK 708160106 110102 2919697 SH SOLE 2919697 0 0 D PEOPLE'S BANK COMMSTCK 712704105 34403 1987476 SH SOLE 1987476 0 0 D PEPSICO COMMSTCK 713448108 712 9861 SH DEFINED 1 9861 0 0 D PEPSICO COMMSTCK 713448108 197765 2739134 SH SOLE 2739134 0 0 D PERINI CORP COMMSTCK 713839108 8090 223300 SH SOLE 223300 0 0 D PERKINELMER INC. COMMSTCK 714046109 5140 211945 SH SOLE 211945 0 0 D PETROBRAS BRASIL ADR DEPRECPT 71654V101 39730 469122 SH SOLE 469122 0 0 D PETROLEO BRASILERIRS.A. - DEPRECPT 71654V408 19227 188300 SH SOLE 188300 0 0 D PFIZER INC COMMSTCK 717081103 368 17579 SH DEFINED 1 17579 0 0 D PFIZER INC COMMSTCK 717081103 119490 5709040 SH SOLE 5709040 0 0 D PG & E CORPORATION COMMSTCK 69331C108 24092 654315 SH SOLE 654315 0 0 D PHARMACEUTICAL PRODUCT DEV COMMSTCK 717124101 564 13450 SH SOLE 13450 0 0 D PHILLIPS VAN HEUSEN COMMSTCK 718592108 3944 104000 SH SOLE 104000 0 0 D PINNACLE ENTERTAIN INC. COMMSTCK 723456109 451 35260 SH SOLE 35260 0 0 D PITNEY BOWES INC COMMSTCK 724479100 19906 568430 SH SOLE 568430 0 0 D PLAINS EXPLORATION & PROD COMMSTCK 726505100 6730 126650 SH SOLE 126650 0 0 D PLANTRONICS INC. COMMSTCK 727493108 4571 236700 SH SOLE 236700 0 0 D PLATINUM UNDERWRITER HOLDI COMMSTCK G7127P100 4574 140900 SH SOLE 140900 0 0 D PLUM CREEK TIMBER CO COMMSTCK 729251108 17026 418327 SH SOLE 418327 0 0 D PNC BANK CORP COMMSTCK 693475105 93479 1425635 SH SOLE 1425635 0 0 D POLARIS INDUSTRIES INC COMMSTCK 731068102 5602 136600 SH SOLE 136600 0 0 D POLYCOM INC COMMSTCK 73172K104 4361 193500 SH SOLE 193500 0 0 D POLYMET MINING CORP COMMSTCK 731916102 10945 3463640 SH SOLE 3463640 0 0 D PPL CORPORATION COMMSTCK 69351T106 19611 427078 SH SOLE 427078 0 0 D PRAXAIR INC COMMSTCK 74005P104 159 1893 SH DEFINED 1 1893 0 0 D PRAXAIR INC COMMSTCK 74005P104 83042 985891 SH SOLE 985891 0 0 D PRECISION CASTPARTS CORP COMMSTCK 740189105 2032 19910 SH SOLE 19910 0 0 D PRICELINE.COM INC COMMSTCK 741503403 8484 70200 SH SOLE 70200 0 0 D PROCTER & GAMBLE CO COMMSTCK 742718109 14722 210106 SH SOLE 210106 0 0 D PROGRESS SOFTWARE CORP COMMSTCK 743312100 8746 292300 SH SOLE 292300 0 0 D PROGRESSIVE CORP COMMSTCK 743315103 52142 3244699 SH SOLE 3244699 0 0 D PROLOGIS COMMSTCK 743410102 7770 132000 SH DEFINED 3 132000 0 0 D PROLOGIS COMMSTCK 743410102 29670 504070 SH SOLE 504070 0 0 D PROSPERITY BANCSHARE INC COMMSTCK 743606105 7245 252800 SH SOLE 252800 0 0 D PS BUSINESS PARKS INC COMMSTCK 69360J107 2180 42000 SH DEFINED 3 42000 0 0 D PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 189 4700 SH DEFINED 1 4700 0 0 D PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 179640 4469764 SH SOLE 4469764 0 0 D PUBLIC STORAGE INC COMMSTCK 74460D109 13071 147500 SH DEFINED 3 147500 0 0 D PUBLIC STORAGE INC COMMSTCK 74460D109 28362 320040 SH SOLE 320040 0 0 D QLOGIC CORP COMMSTCK 747277101 3810 248200 SH SOLE 248200 0 0 D QUALCOMM INC COMMSTCK 747525103 12270 299260 SH SOLE 299260 0 0 D QUEST SOFTWARE INC COMMSTCK 74834T103 3389 259300 SH SOLE 259300 0 0 D QUESTAR CORP COMMSTCK 748356102 152299 2692705 SH SOLE 2692705 0 0 D RADIOSHACK CORP COMMSTCK 750438103 7350 452300 SH SOLE 452300 0 0 D RAYTHEON CO CLASS B COMMSTCK 755111507 23965 370925 SH SOLE 370925 0 0 D REALTY INCOME CORP. COMMSTCK 756109104 4171 162800 SH SOLE 162800 0 0 D REED ELSEVIER NV SPONS ADR COMMSTCK 758204200 825 21601 SH DEFINED 1 21601 0 0 D REED ELSEVIER NV SPONS ADR COMMSTCK 758204200 3207 83964 SH SOLE 83964 0 0 D REED ELSEVIER PLC SPONS AD COMMSTCK 758205207 1466 28746 SH SOLE 28746 0 0 D REGAL BELOIT CORP COMMSTCK 758750103 3381 92300 SH SOLE 92300 0 0 D REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 14130 732504 SH SOLE 732504 0 0 D REGENCY CENTERS CORP COMMSTCK 758849103 7894 121900 SH DEFINED 3 121900 0 0 D REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 65801 3331691 SH SOLE 3331691 0 0 D RELIANCE STEEL & ALUMINUM COMMSTCK 759509102 4717 78800 SH SOLE 78800 0 0 D REPUBLIC SERVICE COMMSTCK 760759100 23595 806934 SH SOLE 806934 0 0 D RESEARCH IN MOTION COMMSTCK 760975102 25768 229600 SH SOLE 229600 0 0 D REYNOLDS AMERICAN INC COMMSTCK 761713106 125404 2124413 SH SOLE 2124413 0 0 D RIO TINTO PLC SPONS ADR DEPRECPT 767204100 1045 2538 SH DEFINED 1 2538 0 0 D RIO TINTO PLC SPONS ADR DEPRECPT 767204100 11170 27123 SH SOLE 27123 0 0 D ROBERT HALF INTL INC COMMSTCK 770323103 2337 90800 SH SOLE 90800 0 0 D ROCK-TENN COMPANY COMMSTCK 772739207 5137 171400 SH SOLE 171400 0 0 D ROCKWELL INTERNATIONAL COR COMMSTCK 773903109 192 3348 SH DEFINED 1 3348 0 0 D ROCKWELL INTERNATIONAL COR COMMSTCK 773903109 88184 1535779 SH SOLE 1535779 0 0 D ROPER INDUSTRIES 1.4813%, CNVRTBND 776696AA4 510347 52757000 PRN SOLE 52757000 0 0 D ROSS STORES INC COMMSTCK 778296103 9784 326575 SH SOLE 326575 0 0 D ROYAL BK OF SCOT GRP 6.75% PFDDOM 780097754 3981 170579 SH SOLE 170579 0 0 D ROYAL DUTCH SHELL PLC - AD COMMSTCK 780259206 7452 108028 SH SOLE 108028 0 0 D RPM INC OHIO COMMSTCK 749685103 1003 47908 SH SOLE 47908 0 0 D RR DONNELLEY & SONS CO COMMSTCK 257867101 5077 167496 SH SOLE 167496 0 0 D SAFECO CORP COMMSTCK 786429100 186 4232 SH DEFINED 1 4232 0 0 D SAFECO CORP COMMSTCK 786429100 70762 1612618 SH SOLE 1612618 0 0 D SAFEWAY INC COMMSTCK 786514208 47950 1633721 SH SOLE 1633721 0 0 D SALIX PHARMACEUTICALS LTD COMMSTCK 795435106 5732 912800 SH SOLE 912800 0 0 D SANDERSON FARMS INC COMMSTCK 800013104 4918 129400 SH SOLE 129400 0 0 D SANDRIDGE ENERGY INC COMMSTCK 80007P307 7548 192793 SH SOLE 192793 0 0 D SASOL LTD - SPON ADR DEPRECPT 803866300 8333 172200 SH SOLE 172200 0 0 D SCHERING PLOUGH CORP COMMSTCK 806605101 352 24454 SH DEFINED 1 24454 0 0 D SCHERING PLOUGH CORP COMMSTCK 806605101 222578 15446045 SH SOLE 15446045 0 0 D SCHLUMBERGER LTD COMMSTCK 806857108 3752 43125 SH SOLE 43125 0 0 D SCHWAB CHARLES CORP COMMSTCK 808513105 2392 127025 SH SOLE 127025 0 0 D SCIELE PHARMA INC COMMSTCK 808627103 3245 166400 SH SOLE 166400 0 0 D SCIENTIFIC GAMES CORP COMMSTCK 80874P109 550 26052 SH SOLE 26052 0 0 D SEARS HOLDINGS CORPORATION COMMSTCK 812350106 21842 213951 SH SOLE 213951 0 0 D SEMPRA ENERGY COMMSTCK 816851109 48760 915170 SH SOLE 915170 0 0 D SEPRACOR INC COMMSTCK 817315104 7597 389200 SH SOLE 389200 0 0 D SHAW GROUP INC COMMSTCK 820280105 896 19000 SH SOLE 19000 0 0 D SHIRE PHARMACEUTICAL ADR COMMSTCK 82481R106 1869 32247 SH SOLE 32247 0 0 D SHUFFLE MASTER 1.25%, 4/15 CNVRTBND 825549AB4 419091 28900000 PRN SOLE 28900000 0 0 D SIMON PROPERTY GROUP INC COMMSTCK 828806109 21211 228300 SH DEFINED 3 228300 0 0 D SIMON PROPERTY GROUP INC COMMSTCK 828806109 37483 403437 SH SOLE 403437 0 0 D SIX FLAGS INC 4.5%, 5/15/1 CNVRTBND 83001PAJ8 294 553000 PRN SOLE 553000 0 0 D SNAP-ON INC COMMSTCK 833034101 8136 160000 SH SOLE 160000 0 0 D SONIC AUTOMOTIVE 5.25% 05/ CNVRTBND 83545GAE2 625835 44706000 PRN SOLE 44706000 0 0 D SONICWALL INC COMMSTCK 835470105 1422 174000 SH SOLE 174000 0 0 D SOTHEBY'S HOLDINGS I COMMSTCK 835898107 2452 84800 SH SOLE 84800 0 0 D SOUTHERN COMPANY COMMSTCK 842587107 273 7660 SH DEFINED 1 7660 0 0 D SOUTHERN COMPANY COMMSTCK 842587107 69921 1963534 SH SOLE 1963534 0 0 D SOUTHERN UNION COMPANY COMMSTCK 844030106 9085 390400 SH SOLE 390400 0 0 D SOUTHWESTERN ENERGY CO COMMSTCK 845467109 15751 467520 SH SOLE 467520 0 0 D SPECTRA ENERGY CORP COMMSTCK 847560109 17903 786966 SH SOLE 786966 0 0 D SPSS INC. COMMSTCK 78462K102 5841 150614 SH SOLE 150614 0 0 D SPX CORP COMMSTCK 784635104 32093 305935 SH SOLE 305935 0 0 D ST JUDE MEDICAL INC COMMSTCK 790849103 417 9658 SH DEFINED 1 9658 0 0 D ST JUDE MEDICAL INC COMMSTCK 790849103 91082 2108872 SH SOLE 2108872 0 0 D ST. MARY LAND & EXPL CO. COMMSTCK 792228108 4216 109500 SH SOLE 109500 0 0 D STANLEY WKS COMMSTCK 854616109 3310 69500 SH SOLE 69500 0 0 D STAPLES INC COMMSTCK 855030102 138 6251 SH DEFINED 1 6251 0 0 D STAPLES INC COMMSTCK 855030102 35591 1609718 SH SOLE 1609718 0 0 D STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 6112 118100 SH DEFINED 3 118100 0 0 D STEEL DYNAMICS INC COMMSTCK 858119100 7421 224600 SH SOLE 224600 0 0 D STERLING BANCSHA INC/TX COMMSTCK 858907108 7210 725322 SH SOLE 725322 0 0 D STONE ENERGY CORPORATION COMMSTCK 861642106 4609 88100 SH SOLE 88100 0 0 D STRYKER CORP COMMSTCK 863667101 30573 469994 SH SOLE 469994 0 0 D SUN HEALTHCARE GROUP COMMSTCK 866933401 4004 304700 SH SOLE 304700 0 0 D SUN MICROSYSTEMS INC COMMSTCK 866810203 267 17206 SH DEFINED 1 17206 0 0 D SUN MICROSYSTEMS INC COMMSTCK 866810203 127558 8213621 SH SOLE 8213621 0 0 D SUNCOR ENERGY INC COMMFORN 867229106 12646 131250 SH SOLE 131250 0 0 D SUNTECH POWER HOLDINGS ADR DEPRECPT 86800C104 10047 247700 SH SOLE 247700 0 0 D SUNTRUST BANKS INC COMMSTCK 867914103 406 7372 SH DEFINED 1 7372 0 0 D SUNTRUST BANKS INC COMMSTCK 867914103 170693 3095625 SH SOLE 3095625 0 0 D SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 3645 92000 SH SOLE 92000 0 0 D SUPERIOR ESSEX INC. COMMSTCK 86815V105 3507 124700 SH SOLE 124700 0 0 D SWIFT ENERGY CO COMMSTCK 870738101 2097 46600 SH SOLE 46600 0 0 D SYBASE INC COMMSTCK 871130100 4464 169747 SH SOLE 169747 0 0 D SYNAPTICS INC COMMSTCK 87157D109 2639 110500 SH SOLE 110500 0 0 D SYNOPSYS INC COMMSTCK 871607107 8205 361300 SH SOLE 361300 0 0 D SYSCO CORP COMMSTCK 871829107 323 11144 SH DEFINED 1 11144 0 0 D SYSCO CORP COMMSTCK 871829107 69306 2388198 SH SOLE 2388198 0 0 D T ROWE PRICE GROUP INC COMMSTCK 74144T108 342 6848 SH DEFINED 1 6848 0 0 D T ROWE PRICE GROUP INC COMMSTCK 74144T108 80917 1618342 SH SOLE 1618342 0 0 D TAIWAN SEMI MFG CO SPON AD DEPRECPT 874039100 19879 1935675 SH SOLE 1935675 0 0 D TARGET CORP COMMSTCK 87612E106 717 14157 SH DEFINED 1 14157 0 0 D TARGET CORP COMMSTCK 87612E106 181185 3575086 SH SOLE 3575086 0 0 D TAUBMAN CENTERS INC COMMSTCK 876664103 4220 81000 SH DEFINED 3 81000 0 0 D TECK COMINCO LTD CL B COMMSTCK 878742204 197 4820 SH DEFINED 1 4820 0 0 D TECK COMINCO LTD CL B COMMSTCK 878742204 63532 1551066 SH SOLE 1551066 0 0 D TELEDYNE TECHNOLOGIE COMMSTCK 879360105 8714 185400 SH SOLE 185400 0 0 D TEMPUR-PEDIC INTL COMMSTCK 88023U101 4755 432300 SH SOLE 432300 0 0 D TENARIS S.A. ADR DEPRECPT 88031M109 8813 176800 SH SOLE 176800 0 0 D TENNECO INC. COMMSTCK 880349105 5884 210602 SH SOLE 210602 0 0 D TERADATA CORP COMMSTCK 88076W103 50994 2311585 SH SOLE 2311585 0 0 D TERRA INDUSTRIES INC COMMSTCK 880915103 6616 186200 SH SOLE 186200 0 0 D TESORO PETROLEUM CORP COMMSTCK 881609101 69311 2310354 SH SOLE 2310354 0 0 D TESSERA TECHNOLOGIES INC. COMMSTCK 88164L100 2704 130000 SH SOLE 130000 0 0 D TEVA PHARMAC SP ADR DEPRECPT 881624209 215 4659 SH DEFINED 1 4659 0 0 D TEVA PHARMAC SP ADR DEPRECPT 881624209 174164 3770599 SH SOLE 3770599 0 0 D TEXAS CAPITAL BANCSHARES, COMMSTCK 88224Q107 3699 219119 SH SOLE 219119 0 0 D TEXAS INDUSTRIES INC COMMSTCK 882491103 29969 498564 SH SOLE 498564 0 0 D TEXAS INSTRUMENTS INC COMMSTCK 882508104 580 20510 SH DEFINED 1 20510 0 0 D TEXAS INSTRUMENTS INC COMMSTCK 882508104 135361 4788159 SH SOLE 4788159 0 0 D THE ANDERSONS INC COMMSTCK 034164103 4564 102300 SH SOLE 102300 0 0 D THE TORO COMPANY COMMSTCK 891092108 7243 175000 SH SOLE 175000 0 0 D THE TRAVELERS CO INC COMMSTCK 89417E109 48031 1003784 SH SOLE 1003784 0 0 D THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 74305 1307261 SH SOLE 1307261 0 0 D THOR INDUSTRIES INC COMMSTCK 885160101 4430 148800 SH SOLE 148800 0 0 D THORATEC CORP COMMSTCK 885175307 30950 2165823 SH SOLE 2165823 0 0 D TIME WARNER CABLE-A COMMSTCK 88732J108 226 9064 SH SOLE 9064 0 0 D TIME WARNER TELECOM CL A COMMSTCK 887319101 21983 1419149 SH SOLE 1419149 0 0 D TIMKEN CO COMMSTCK 887389104 12905 434223 SH SOLE 434223 0 0 D TJX COMPANIES INC COMMSTCK 872540109 68197 2062216 SH SOLE 2062216 0 0 D TRANSOCEAN SEDCO FOREX INC COMMSTCK G90073100 6329 46812 SH SOLE 46812 0 0 D TRICO MARINE SERVICE INC COMMSTCK 896106200 4049 103900 SH SOLE 103900 0 0 D TRIDENT MICROSYSTEMS COMMSTCK 895919108 3724 723200 SH SOLE 723200 0 0 D TRUEBLUE INC COMMSTCK 89785X101 8362 622200 SH SOLE 622200 0 0 D TRUSTCO BANK CORP NY COMMSTCK 898349105 1980 222700 SH SOLE 222700 0 0 D TUPPERWARE BRANDS CORPORAT COMMSTCK 899896104 7608 196700 SH SOLE 196700 0 0 D TYCO ELECTRONICS LIMITED COMMSTCK G9144P105 12232 356400 SH SOLE 356400 0 0 D UAL CORPORATION COMMSTCK 902549807 12 539 SH DEFINED 2 539 0 0 D UAL CORPORATION COMMSTCK 902549807 1137 52800 SH SOLE 52800 0 0 D UBS AG MISCEQTY H89231338 3752 129787 SH SOLE 129787 0 0 D UDR INC COMMSTCK 902653104 2067 84300 SH DEFINED 3 84300 0 0 D UGI CORP COMMSTCK 902681105 4281 171800 SH SOLE 171800 0 0 D UNIBANCO SA GDR DEPRECPT 90458E107 9373 80357 SH SOLE 80357 0 0 D UNILEVER NV- NY SHARES COMMFORN 904784709 20268 600900 SH SOLE 600900 0 0 D UNITED ONLINE, INC COMMSTCK 911268100 4752 450000 SH SOLE 450000 0 0 D UNITED PARCEL SERVICE COMMSTCK 911312106 36075 494036 SH SOLE 494036 0 0 D UNITED STATIONERS INC. COMMSTCK 913004107 4050 84900 SH SOLE 84900 0 0 D UNITED TECHNOLOG CORP COMMSTCK 913017109 710 10312 SH DEFINED 1 10312 0 0 D UNITED TECHNOLOG CORP COMMSTCK 913017109 295933 4300105 SH SOLE 4300105 0 0 D UNITED THERAPEUTICS CORP COMMSTCK 91307C102 8341 96200 SH SOLE 96200 0 0 D UNUM GROUP COMMSTCK 91529Y106 259628 11795925 SH SOLE 11795925 0 0 D US BANCORP COMMSTCK 902973304 508 15686 SH DEFINED 1 15686 0 0 D US BANCORP COMMSTCK 902973304 142941 4417221 SH SOLE 4417221 0 0 D USANA HEALTH SCIENCES INC COMMSTCK 90328M107 5880 266900 SH SOLE 266900 0 0 D VALERO ENERGY CORP COMMSTCK 91913Y100 10848 220890 SH SOLE 220890 0 0 D VALSPAR CORP COMMSTCK 920355104 22025 1110131 SH SOLE 1110131 0 0 D VARIAN INC COMMSTCK 922206107 3817 65900 SH SOLE 65900 0 0 D VARIAN SEMICONDUCTOR EQUIP COMMSTCK 922207105 1773 63000 SH SOLE 63000 0 0 D VCA ANTECH INC COMMSTCK 918194101 3988 145800 SH SOLE 145800 0 0 D VERIZON COMMUNICATIONS COMMSTCK 92343V104 232 6363 SH DEFINED 1 6363 0 0 D VERIZON COMMUNICATIONS COMMSTCK 92343V104 263225 7221543 SH SOLE 7221543 0 0 D VF CORP COMMSTCK 918204108 19232 248125 SH SOLE 248125 0 0 D VIACOM, INC. CLASS B COMMSTCK 92553P201 60930 1537856 SH SOLE 1537856 0 0 D VIMPEL COMMUNIC S P ADR DEPRECPT 68370R109 7505 251100 SH SOLE 251100 0 0 D VIROPHARMA INC COMMSTCK 928241108 7140 798700 SH SOLE 798700 0 0 D VISHAY INTERTECH 3.625%, 0 CNVRTBND 928298AF5 142534 9600000 PRN SOLE 9600000 0 0 D VORNADO REALTY TRUST COMMSTCK 929042109 10690 124000 SH DEFINED 3 124000 0 0 D WACHOVIA CORP COMMSTCK 929903102 129 4772 SH DEFINED 1 4772 0 0 D WACHOVIA CORP COMMSTCK 929903102 95181 3525206 SH SOLE 3525206 0 0 D WADDELL & REED FINANCIAL I COMMSTCK 930059100 3740 116400 SH SOLE 116400 0 0 D WAL-MART STORES INC COMMSTCK 931142103 110896 2105082 SH SOLE 2105082 0 0 D WALGREEN CO COMMSTCK 931422109 665 17469 SH DEFINED 1 17469 0 0 D WALGREEN CO COMMSTCK 931422109 151088 3966610 SH SOLE 3966610 0 0 D WASTE MANAGEMENT INC COMMSTCK 94106L109 66773 1989674 SH SOLE 1989674 0 0 D WEATHERFORD INTERNATIONAL COMMSTCK G95089101 419 5783 SH DEFINED 1 5783 0 0 D WEATHERFORD INTERNATIONAL COMMSTCK G95089101 220317 3040112 SH SOLE 3040112 0 0 D WELLPOINT INC COMMSTCK 94973V107 1946 44092 SH SOLE 44092 0 0 D WELLS FARGO CO COMMSTCK 949746101 454 15592 SH DEFINED 1 15592 0 0 D WELLS FARGO CO COMMSTCK 949746101 146513 5034800 SH SOLE 5034800 0 0 D WEST PHARMACEUTICALS COMMSTCK 955306105 4268 96500 SH SOLE 96500 0 0 D WESTAMERICA BANCORP COMMSTCK 957090103 413 7850 SH SOLE 7850 0 0 D WESTERN REFINING INC COMMSTCK 959319104 3087 229200 SH SOLE 229200 0 0 D WESTERN UNION CO COMMSTCK 959802109 7832 368220 SH SOLE 368220 0 0 D WEYERHAEUSER CO COMMSTCK 962166104 20197 310529 SH SOLE 310529 0 0 D WHITNEY HOLDING WTNY COMMSTCK 966612103 18399 742205 SH SOLE 742205 0 0 D WILEY JOHN & SONS CL A COMMSTCK 968223206 152743 3847426 SH SOLE 3847426 0 0 D WILLIAMS PARTNERS LP COMMSTCK 96950F104 961 30500 SH SOLE 30500 0 0 D WIMM-BILL-DANN FOODS SPON DEPRECPT 97263M109 10609 103520 SH SOLE 103520 0 0 D WINDSTREAM CORPORATION COMMSTCK 97381W104 65 5444 SH DEFINED 1 5444 0 0 D WINDSTREAM CORPORATION COMMSTCK 97381W104 52884 4425431 SH SOLE 4425431 0 0 D WINN-DIXIE STORES INC COMMSTCK 974280307 11722 652647 SH SOLE 652647 0 0 D WOLVERINE WORLD WIDE INC COMMSTCK 978097103 9260 319200 SH SOLE 319200 0 0 D WRIGLEY (WM) JR CO COMMSTCK 982526105 20079 319531 SH SOLE 319531 0 0 D XENOPORT INC COMMSTCK 98411C100 2744 67800 SH SOLE 67800 0 0 D XEROX CORP COMMSTCK 984121103 53173 3551984 SH SOLE 3551984 0 0 D XTO ENERGY, INC. COMMSTCK 98385X106 35247 569780 SH SOLE 569780 0 0 D YAHOO INC COMMSTCK 984332106 22908 791843 SH SOLE 791843 0 0 D YUM BRANDS INC COMMSTCK 988498101 15671 421161 SH SOLE 421161 0 0 D ZIMMER HOLDINGS INC COMMSTCK 98956P102 425 5454 SH DEFINED 1 5454 0 0 D ZIMMER HOLDINGS INC COMMSTCK 98956P102 121466 1560051 SH SOLE 1560051 0 0 D ZIONS BANCORPORATION COMMSTCK 989701107 223 4894 SH DEFINED 1 4894 0 0 D ZIONS BANCORPORATION COMMSTCK 989701107 97118 2132120 SH SOLE 2132120 0 0