-----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, NTSSy9U3AN1McOaXi2U653ka4f3jmsYOpuI9u1imsetLncCIZsP7oWyOkAnNqSlu SjXHQymIcCWGbx/zAk11ew== 0000727770-05-000002.txt : 20050210 0000727770-05-000002.hdr.sgml : 20050210 20050210124542 ACCESSION NUMBER: 0000727770-05-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050210 DATE AS OF CHANGE: 20050210 EFFECTIVENESS DATE: 20050210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE MANAGEMENT CO INC/DE/ CENTRAL INDEX KEY: 0000727770 IRS NUMBER: 133465352 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05267 FILM NUMBER: 05591802 BUSINESS ADDRESS: STREET 1: ONE COMMERCE SQUARE STREET 2: 2005 MARKET ST CITY: PHILADELPHIA STATE: PA ZIP: 19103 BUSINESS PHONE: 2152552127 MAIL ADDRESS: STREET 1: ONE COMMERCE SQ STREET 2: 2005 MARKET SQUARE CITY: PHILADELPHIA STATE: PA ZIP: 19103 13F-HR 1 dmbt4q.txt DELAWARE MANAGEMENT BUSINESS TRUST 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13 F FORM 13-F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 12-31-2004 CHECK HERE IS AMENDMENT ( ): AMENDMENT NUMBER: THIS AMENDMENT (CHECK ONLY ONE): ( ) IS A RESTATEMENT ( ) ADDS NEW HOLDINGS ENTRIES INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT: NAME: DELAWARE MANAGEMENT BUSINESS TRUST ADDRESS: 2005 MARKET STREET PHILADELPHIA, PA 19103 FORM 13F FILE NUMBER 28-53 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: BRIAN L. MURRAY CHIEF COMPLIANCE OFFICER PHONE: 215 255 2369 SIGNATURE, PLACE AND DATE OF SIGNING /s/BRIAN L. MURRAY, PHILADELPHIA PA DATE: 02-10-2005 REPORT TYPE: (CHECK ONLY ONE) (x) 13F HOLDING 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 NO PORTION OF THE HOLDINGD FOR THIS REPORTING MANAGER ARE REPORTED IN THIS REPORT AND A PORTION ARE REPORTED BY OTHER REPORTING MANAGER(S).) (PAGE) FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 00 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,210 FORM 13F INFORMATION TABLE VALUE TOTAL: $23,362,086 LIST OF OTHER INCLUDED MANAGERS: NO. 13F FILE NUMBER NAME 28-53 DELAWARE MANAGEMENT BUSINESS TRUST FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE _______________________________________________________________________________________________________________________________ D AFLAC COMMON 001055102 564 14150 SHS ****SOLE 14150 0 0 D AGCO COMMON 001084102 514 23500 SHS ****SOLE 23500 0 0 D AK STEEL HOLDING COMMON 001547108 388 26800 SHS ****SOLE 26800 0 0 D AMB PROPERTY REIT 00163T109 27912 691070 SHS ****SOLE 691070 0 0 D ASV COMMON 001963107 290 6055 SHS ****SOLE 6055 0 0 D ABBOTT LABS COMMON 002824100 124062 2659416 SHS ****SOLE 2634937 214 24265 D ABERCROMBIE & FITCH CLASS A COMMON 002896207 1176 25050 SHS ****SOLE 25050 0 0 D ABGENIX COMMON 00339B107 17598 1701881 SHS ****SOLE 1687734 0 14147 D ABLE LABORATORIES COMMON 00371N407 114 4992 SHS ****SOLE 4992 0 0 D ACETO COMMON 004446100 362 19000 SHS ****SOLE 19000 0 0 D ACTIVISION COMMON 004930202 132 6550 SHS ****SOLE 6550 0 0 D ACUITY BRANDS COMMON 00508Y102 830 26100 SHS ****SOLE 26100 0 0 D ADMINISTAFF COMMON 007094105 347 27500 SHS ****SOLE 27500 0 0 D A.F.P. 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CL A COMMON 149205106 18035 625789 SHS ****SOLE 625657 83 49 D CEMEX - ADR ADR 151290889 6311 173340 SHS ****SOLE 173340 0 0 D CENDANT COMMON 151313103 6435 275250 SHS ****SOLE 275250 0 0 D CENTENE COMMON 15135B101 424 14950 SHS ****SOLE 14950 0 0 D CENTEX COMMON 152312104 473 7933 SHS ****SOLE 7797 0 136 D CENTRAL EUROPEAN DIST COMMON 153435102 633 21423 SHS ****SOLE 21423 0 0 D CENTRAL FREIGHT LINES COMMON 153491105 143 22700 SHS ****SOLE 22700 0 0 D CENTRAL PARKING COMMON 154785109 638 42100 SHS ****SOLE 42100 0 0 D CENTURY ALUMINUM COMMON 156431108 323 12300 SHS ****SOLE 12300 0 0 D CENTURYTEL COMMON 156700106 3554 100200 SHS ****SOLE 100200 0 0 D CERADYNE COMMON 156710105 708 12379 SHS ****SOLE 12379 0 0 D CERIDIAN - NEW COMMON 156779100 274 15000 SHS ****SOLE 15000 0 0 D CERTEGY COMMON 156880106 23269 654924 SHS ****SOLE 654575 0 349 D CHARLES RIVER ASSOCIATES COMMON 159852102 19176 410000 SHS ****SOLE 410000 0 0 D CHECKFREE COMMON 162813109 62346 1637254 SHS ****SOLE 1629135 0 8119 D CHECKPOINT SYSTEMS COMMON 162825103 10874 602442 SHS ****SOLE 602305 86 51 D CHEESECAKE FACTORY COMMON 163072101 95466 2940127 SHS ****SOLE 2927215 0 12912 D CHESAPEAKE COMMON 165159104 288 10600 SHS ****SOLE 10600 0 0 D CHESAPEAKE ENERGY COMMON 165167107 577 34969 SHS ****SOLE 34969 0 0 D CHEVRONTEXACO COMMON 166764100 174874 3330304 SHS ****SOLE 3310015 212 20077 D CHICAGO BRIDGE & IRON - NY SHS NYSHRS 167250109 580 14500 SHS ****SOLE 14500 0 0 D CHICAGO MERCANTILE EXCHANGE COMMON 167760107 2181 9536 SHS ****SOLE 9536 0 0 D CHICO'S FAS COMMON 168615102 239 5245 SHS ****SOLE 5245 0 0 D CHIQUITA BRANDS INTERNATIONAL COMMON 170032809 276 12500 SHS ****SOLE 12500 0 0 D CHRISTOPHER & BANKS COMMON 171046105 147 7950 SHS ****SOLE 7950 0 0 D CHUBB COMMON 171232101 2288 29750 SHS ****SOLE 29750 0 0 D CHUNGHWA TELECOM - ADR ADR 17133Q205 85939 4082613 SHS ****SOLE 4035488 371 46754 D CINERGY COMMON 172474108 483 11610 SHS ****SOLE 11610 0 0 D CISCO SYSTEMS COMMON 17275R102 143261 7418301 SHS ****SOLE 7417839 338 124 D CITIGROUP COMMON 172967101 291544 6051133 SHS ****SOLE 6050258 203 672 D CITRIX SYSTEMS COMMON 177376100 23034 939347 SHS ****SOLE 938812 0 535 D CITY HOLDING CO COMMON 177835105 225 6200 SHS ****SOLE 6200 0 0 D CITY NATIONAL COMMON 178566105 82769 1171541 SHS ****SOLE 1165679 0 5862 D CLAIRE'S STORES COMMON 179584107 1073 50500 SHS ****SOLE 50500 0 0 D CLARK COMMON 181457102 262 16900 SHS ****SOLE 16900 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 6454 192705 SHS ****SOLE 192705 0 0 D CLOROX COMMON 189054109 65121 1105053 SHS ****SOLE 1104912 88 53 D COACH COMMON 189754104 242290 4295923 SHS ****SOLE 4278789 0 17134 D COCA COLA COMMON 191216100 66904 1606875 SHS ****SOLE 1606710 111 54 D COCA-COLA ENTERPRISES COMMON 191219104 231 11100 SHS ****SOLE 11100 0 0 D COINSTAR COMMON 19259P300 376 14000 SHS ****SOLE 14000 0 0 D COLGATE-PALMOLIVE COMMON 194162103 92 1800 SHS ****SOLE 1800 0 0 D COLONIAL BANCGROUP COMMON 195493309 18462 869601 SHS ****SOLE 869392 132 77 D COMCAST - CLASS A COMMON 20030N101 5955 178925 SHS ****SOLE 178925 0 0 D COMCAST - SPECIAL CLASS A COMMON 20030N200 7806 237705 SHS ****SOLE 237705 0 0 D COMERICA COMMON 200340107 6 100 SHS ****SOLE 100 0 0 D COMMERCIAL FEDERAL COMMON 201647104 12596 423944 SHS ****SOLE 423856 56 32 D COMMERCIAL METALS COMPANY COMMON 201723103 76 1500 SHS ****SOLE 1500 0 0 D CIA VALE DO RIO DOCE - ADR ADR 204412100 9832 403300 SHS ****SOLE 403300 0 0 D CIA SANEAMENTO BASICO - ADR ADR 20441A102 3478 232300 SHS ****SOLE 232300 0 0 D COMPASS BANCSHARES COMMON 20449H109 12030 247175 SHS ****SOLE 247116 37 22 D COMPUCREDIT COMMON 20478N100 580 21200 SHS ****SOLE 21200 0 0 D COMPUTER ASSOCIATES INTL COMMON 204912109 845 27190 SHS ****SOLE 27190 0 0 D COMPUWARE COMMON 205638109 497 76800 SHS ****SOLE 76800 0 0 D CONAGRA COMMON 205887102 37217 1263753 SHS ****SOLE 1226344 118 37291 D CONCEPTUS COMMON 206016107 7224 890200 SHS ****SOLE 890200 0 0 D CONCORD COMMUNICATIONS COMMON 206186108 274 24700 SHS ****SOLE 24700 0 0 D CONNETICS CORP COMMON 208192104 302 12428 SHS ****SOLE 12428 0 0 D CONN'S COMMON 208242107 11937 709682 SHS ****SOLE 700740 0 8942 D CONOCOPHILLIPS COMMON 20825C104 45171 520220 SHS ****SOLE 507111 42 13067 D CONSECO COMMON 208464883 217 10900 SHS ****SOLE 10900 0 0 D CONSOLIDATED EDISON COMMON 209115104 759 17350 SHS ****SOLE 17350 0 0 D CONSTELLATION BRANDS COMMON 21036P108 18696 401980 SHS ****SOLE 401883 61 36 D CONTINENTAL AIRLINES - CLASS B COMMON 210795308 5397 398597 SHS ****SOLE 398498 62 37 D COOPER COMPANIES COMMON 216648402 1825 25850 SHS ****SOLE 25850 0 0 D ADOLPH COORS - CL B COMMON 217016104 4 50 SHS ****SOLE 50 0 0 D CORILLIAN COMMON 218725109 17755 3608700 SHS ****SOLE 3608700 0 0 D CORNING COMMON 219350105 7746 658150 SHS ****SOLE 658150 0 0 D CORUS BANKSHARES COMMON 220873103 446 9300 SHS ****SOLE 9300 0 0 D COST PLUS COMMON 221485105 51674 1608272 SHS ****SOLE 1596673 0 11599 D COSTCO WHOLESALE COMMON 22160K105 7 150 SHS ****SOLE 150 0 0 D COUNTRYWIDE FINANCIAL COMMON 222372104 13358 360939 SHS ****SOLE 360939 0 0 D COVENTRY HEALTH CARE COMMON 222862104 50436 950187 SHS ****SOLE 946237 0 3950 D CRANE COMMON 224399105 10631 368613 SHS ****SOLE 368523 57 33 D CRESCENT REAL 6.75% CNV PFD CONVPF 225756204 1395 62600 SHS ****SOLE 62600 0 0 D CROMPTON COMMON 227116100 581 49200 SHS ****SOLE 49200 0 0 D CROWN CASTLE COMMON 228227104 762 45800 SHS ****SOLE 45800 0 0 D CROWN HOLDINGS COMMON 228368106 11905 866413 SHS ****SOLE 866240 107 66 D CTI MOLECULAR IMAGING COMMON 22943D105 2183 153817 SHS ****SOLE 143431 0 10386 D CTRIP.COM INTERNATIONAL - ADR ADR 22943F100 318 6910 SHS ****SOLE 6910 0 0 D CULLEN/FROST BANKERS COMMON 229899109 115590 2378388 SHS ****SOLE 2366193 0 12195 D CUMMINS ENGINE COMMON 231021106 4814 57450 SHS ****SOLE 57450 0 0 D CUMULUS MEDIA COMMON 231082108 0 10 SHS ****SOLE 10 0 0 D CURAGEN CORP COMMON 23126R101 288 40200 SHS ****SOLE 40200 0 0 D CYMER COMMON 232572107 84957 2876008 SHS ****SOLE 2868396 0 7612 D CYTEC INDUSTRIES COMMON 232820100 1013 19700 SHS ****SOLE 19700 0 0 D DHB INDUSTRIES COMMON 23321E103 345 18122 SHS ****SOLE 18122 0 0 D DRS TECHNOLOGIES COMMON 23330X100 431 10100 SHS ****SOLE 10100 0 0 D D.R. HORTON COMMON 23331A109 1476 36625 SHS ****SOLE 36625 0 0 D DST SYSTEMS COMMON 233326107 6508 124875 SHS ****SOLE 124875 0 0 D DSP GROUP COMMON 23332B106 181 8100 SHS ****SOLE 8100 0 0 D DANAHER COMMON 235851102 1820 31700 SHS ****SOLE 31700 0 0 D DARDEN RESTAURANTS COMMON 237194105 7 250 SHS ****SOLE 250 0 0 D DATASTREAM SYSTEMS COMMON 238124101 6699 966730 SHS ****SOLE 966514 136 80 D DECKERS OUTDOOR COMMON 243537107 250 5311 SHS ****SOLE 5311 0 0 D DEERE AND CO COMMON 244199105 2042 27445 SHS ****SOLE 27445 0 0 D DEL MONTE FOODS CO. COMMON 24522P103 417 37800 SHS ****SOLE 37800 0 0 D DELAWARE INVTS AZ MUNI INCOME CE 246100101 104 6730 SHS ****SOLE 0 0 6730 D DELAWARE INVTS CO INS MUNI CE 246101109 344 19340 SHS ****SOLE 0 0 19340 D DELL COMMON 24702R101 24233 575065 SHS ****SOLE 575065 0 0 D DELPHI FINANCIAL GROUP-CL A COMMON 247131105 44053 954553 SHS ****SOLE 951656 0 2897 D DELTA APPAREL COMMON 247368103 364 15000 SHS ****SOLE 15000 0 0 D DELTA FINANCIAL COMMON 247918105 309 30000 SHS ****SOLE 30000 0 0 D DELUXE COMMON 248019101 1769 47400 SHS ****SOLE 47400 0 0 D DEPARTMENT 56 COMMON 249509100 4563 274058 SHS ****SOLE 273998 38 22 D DESARROLLADORA HOMEX - ADR ADR 25030W100 296 12499 SHS ****SOLE 12499 0 0 D DESIGN WITHIN REACH COMMON 250557105 3374 231900 SHS ****SOLE 231900 0 0 D DEVELOPERS DIVERS REALTY REIT 251591103 41459 934400 SHS ****SOLE 934400 0 0 D DEVON ENERGY COMMON 25179M103 4060 104320 SHS ****SOLE 104320 0 0 D DIAGNOSTIC PRODUCTS COMMON 252450101 440 8000 SHS ****SOLE 8000 0 0 D DIEBOLD COMMON 253651103 2669 47900 SHS ****SOLE 47900 0 0 D DIGENE COMMON 253752109 63181 2416108 SHS ****SOLE 2406871 0 9237 D DIGITAL INSIGHT COMMON 25385P106 24236 1317158 SHS ****SOLE 1317158 0 0 D DIGITAL RIVER COMMON 25388B104 719 17277 SHS ****SOLE 17277 0 0 D DIGITAS COMMON 25388K104 265 27800 SHS ****SOLE 27800 0 0 D DIME COMMUNITY BANCSHARES COMMON 253922108 364 20300 SHS ****SOLE 20300 0 0 D DIONEX COMMON 254546104 402 7100 SHS ****SOLE 7100 0 0 D DIRECTV GROUP COMMON 25459L106 1651 98600 SHS ****SOLE 98600 0 0 D WALT DISNEY COMMON 254687106 10447 375780 SHS ****SOLE 375780 0 0 D DITECH COMMUNICATIONS COMMON 25500M103 121 8100 SHS ****SOLE 8100 0 0 D DOLLAR GENERAL COMMON 256669102 6626 319000 SHS ****SOLE 319000 0 0 D DOMINION RESOURCES - VIRGINIA COMMON 25746U109 69283 1022776 SHS ****SOLE 1022640 101 35 D DONNELLEY AND SONS COMMON 257867101 167 4725 SHS ****SOLE 4725 0 0 D DOW CHEMICAL COMMON 260543103 156255 3156032 SHS ****SOLE 3155843 114 75 D DOWNEY FINANCIAL COMMON 261018105 89435 1569031 SHS ****SOLE 1562989 0 6042 D DRAXIS HEALTH COMMON 26150J101 247 49897 SHS ****SOLE 49897 0 0 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 29608 603630 SHS ****SOLE 603630 0 0 D DUKE ENERGY COMMON 264399106 2804 110700 SHS ****SOLE 110700 0 0 D DUKE REALTY REIT 264411505 51193 1499490 SHS ****SOLE 1499490 0 0 D DUN & BRADSTREET COMMON 26483E100 9247 155025 SHS ****SOLE 154911 0 114 D DYAX COMMON 26746E103 7336 1016100 SHS ****SOLE 1016100 0 0 D DYCOM INDUSTRIES COMMON 267475101 504 16500 SHS ****SOLE 16500 0 0 D EMC COMMON 268648102 26956 1812750 SHS ****SOLE 1812750 0 0 D EMS TECHNOLOGIES COMMON 26873N108 116 7000 SHS ****SOLE 7000 0 0 D ENSCO INTERNATIONAL COMMON 26874Q100 3658 115250 SHS ****SOLE 115250 0 0 D EOG RESOURCES COMMON 26875P101 1184 16585 SHS ****SOLE 16585 0 0 D E.PIPHANY COMMON 26881V100 106 21900 SHS ****SOLE 21900 0 0 D E*TRADE GROUP COMMON 269246104 529 35415 SHS ****SOLE 34811 0 604 D EAGLE HOSPITALITY PROPERTIES REIT 26959T102 8455 820900 SHS ****SOLE 820900 0 0 D EARTHLINK COMMON 270321102 452 39200 SHS ****SOLE 39200 0 0 D EATON COMMON 278058102 17808 246100 SHS ****SOLE 246100 0 0 D EATON VANCE COMMON 278265103 35187 674727 SHS ****SOLE 674292 0 435 D EBAY COMMON 278642103 12090 103967 SHS ****SOLE 103967 0 0 D ECHOSTAR COMMUNICATIONS - A COMMON 278762109 907 27300 SHS ****SOLE 27300 0 0 D ECOLAB COMMON 278865100 1958 55725 SHS ****SOLE 55725 0 0 D EDISON INTERNATIONAL COMMON 281020107 4155 129710 SHS ****SOLE 129710 0 0 D EDWARDS (A.G.) COMMON 281760108 648 15000 SHS ****SOLE 15000 0 0 D EDWARDS LIFESCIENCES COMMON 28176E108 248 6000 SHS ****SOLE 6000 0 0 D EL PASO ELECTRIC COMPANY COMMON 283677854 10321 544922 SHS ****SOLE 544800 77 45 D ELAN PLC - ADR ADR 284131208 501 18400 SHS ****SOLE 18400 0 0 D ELECTRONICS ARTS COMMON 285512109 9699 157246 SHS ****SOLE 157246 0 0 D ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 16313 379906 SHS ****SOLE 379833 46 27 D ELECTRONICS FOR IMAGING COMMON 286082102 211 12100 SHS ****SOLE 12100 0 0 D ELKCORP COMMON 287456107 294 8600 SHS ****SOLE 8600 0 0 D EMERSON ELECTRIC COMMON 291011104 66732 951951 SHS ****SOLE 951951 0 0 D EMMIS BROADCASTING - CL A COMMON 291525103 286 14900 SHS ****SOLE 14900 0 0 D ENCYSIVE PHARMACEUTICALS COMMON 29256X107 20913 2106000 SHS ****SOLE 2106000 0 0 D ENDESA - ADR ADR 29258N107 59064 2538220 SHS ****SOLE 2504735 339 33146 D ENDO PHARMACEUTICALS HOLDINGS COMMON 29264F205 7502 356929 SHS ****SOLE 356574 0 355 D ENERGY EAST COMMON 29266M109 37538 1406977 SHS ****SOLE 1365715 130 41132 D ENERGIZER HOLDINGS COMMON 29266R108 319 6415 SHS ****SOLE 6415 0 0 D ENERGY PARTNERS LTD COMMON 29270U105 17737 875024 SHS ****SOLE 874825 125 74 D ENGLEHARD COMMON 292845104 728 23750 SHS ****SOLE 23750 0 0 D ENGINEERED SUPPORT SYSTEMS COMMON 292866100 18856 318400 SHS ****SOLE 318400 0 0 D ENTEGRIS COMMON 29362U104 10323 1037477 SHS ****SOLE 1037243 147 87 D ENTERGY COMMON 29364G103 1969 29130 SHS ****SOLE 29130 0 0 D ENZO BIOCHEM COMMON 294100102 233 11960 SHS ****SOLE 11960 0 0 D EQUIFAX COMMON 294429105 645 22940 SHS ****SOLE 22940 0 0 D EQUITY INNS REIT 294703103 423 36000 SHS ****SOLE 36000 0 0 D EQUITY OFFICE PROPERTIES TRUST REIT 294741103 91049 3126696 SHS ****SOLE 3126696 0 0 D EQUITY RESIDENTIAL PROPERTIES REIT 29476L107 46813 1293900 SHS ****SOLE 1293900 0 0 D ERESEARCH TECHNOLOGY COMMON 29481V108 238 15010 SHS ****SOLE 15010 0 0 D ERICSSON (LM) TEL-SP ADR ADR 294821608 1890 60005 SHS ****SOLE 60005 0 0 D ESCO TECHNOLOGIES COMMON 296315104 1035 13500 SHS ****SOLE 13500 0 0 D EURONET WORLDWIDE COMMON 298736109 419 16120 SHS ****SOLE 16120 0 0 D EXELON COMMON 30161N101 40854 927014 SHS ****SOLE 927014 0 0 D EXELIXIS COMMON 30161Q104 31809 3348344 SHS ****SOLE 3322520 0 25824 D EXPEDITORS INTERNATIONAL COMMON 302130109 14617 261567 SHS ****SOLE 261310 0 257 D EXPRESS SCRIPTS-CL A COMMON 302182100 21065 275566 SHS ****SOLE 275430 0 136 D EXPRESSJET HOLDINGS COMMON 30218U108 386 30000 SHS ****SOLE 30000 0 0 D EXXON MOBIL COMMON 30231G102 250555 4887922 SHS ****SOLE 4866074 279 21569 D FBL FINANCIAL GROUP - CLASS A COMMON 30239F106 380 13300 SHS ****SOLE 13300 0 0 D FMC COMMON 302491303 555 11500 SHS ****SOLE 11500 0 0 D FMC TECHNOLOGIES COMMON 30249U101 11693 363124 SHS ****SOLE 363035 56 33 D FPL GROUP COMMON 302571104 101318 1355416 SHS ****SOLE 1340715 72 14629 D FACTSET RESEARCH SYSTEMS COMMON 303075105 438 7500 SHS ****SOLE 7500 0 0 D FAMILY DOLLAR STORES COMMON 307000109 422 13500 SHS ****SOLE 13500 0 0 D FREDDIE MAC COMMON 313400301 13402 181845 SHS ****SOLE 181845 0 0 D FEDERAL NATIONAL MORTGAGE COMMON 313586109 6594 92600 SHS ****SOLE 92600 0 0 D FEDERAL REALTY INVS TRUST REIT 313747206 43742 846900 SHS ****SOLE 846900 0 0 D FEDERAL SIGNAL COMMON 313855108 4605 260779 SHS ****SOLE 260719 38 22 D FEDERATED DEPARTMENT STORES COMMON 31410H101 78951 1366175 SHS ****SOLE 1366175 0 0 D FEDERATED INVESTORS - CLASS B COMMON 314211103 8354 274800 SHS ****SOLE 274800 0 0 D FEDEX COMMON 31428X106 9917 100693 SHS ****SOLE 100693 0 0 D FERRO COMMON 315405100 267 11500 SHS ****SOLE 11500 0 0 D FILENET COMMON 316869106 299 11600 SHS ****SOLE 11600 0 0 D FINANCIAL FEDERAL COMMON 317492106 541 13800 SHS ****SOLE 13800 0 0 D THE FINISH LINE - CLASS A COMMON 317923100 474 25900 SHS ****SOLE 25900 0 0 D FIRST CASH FINANCIAL COMMON 31942D107 19394 726100 SHS ****SOLE 726100 0 0 D FIRST DATA COMMON 319963104 24595 578166 SHS ****SOLE 578008 94 64 D FIRST HORIZON NATIONAL COMMON 320517105 4 100 SHS ****SOLE 100 0 0 D FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 12161 531300 SHS ****SOLE 531300 0 0 D FIRST INDUSTRIAL REALTY REIT 32054K103 420 10300 SHS ****SOLE 10300 0 0 D FIRST HEALTH GROUP COMMON 320960107 470 25100 SHS ****SOLE 25100 0 0 D FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 20602 1476828 SHS ****SOLE 1476828 0 0 D FIRST POTOMAC REALTY TRUST REIT 33610F109 11138 488500 SHS ****SOLE 488500 0 0 D FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 405 18100 SHS ****SOLE 18100 0 0 D FIRST REPUBLIC BANK COMMON 336158100 16220 306029 SHS ****SOLE 305963 41 25 D FISERV COMMON 337738108 2845 70796 SHS ****SOLE 70613 0 183 D FIRSTFED FINANCIAL COMMON 337907109 337 6500 SHS ****SOLE 6500 0 0 D FLAGSTAR BANCORP COMMON 337930101 371 16400 SHS ****SOLE 16400 0 0 D FIRSTENERGY COMMON 337932107 1050 26570 SHS ****SOLE 26570 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 99427 1593893 SHS ****SOLE 1586716 0 7177 D FLORIDA ROCK INDS COMMON 341140101 298 5000 SHS ****SOLE 5000 0 0 D FLUOR COMMON 343412102 458 8400 SHS ****SOLE 8400 0 0 D FLOWSERVE COMMON 34354P105 705 25600 SHS ****SOLE 25600 0 0 D FLYI COMMON 34407T104 82 46300 SHS ****SOLE 46300 0 0 D FOOT LOCKER COMMON 344849104 943 35000 SHS ****SOLE 35000 0 0 D FORD MOTOR COMMON 345370860 89 6100 SHS ****SOLE 6100 0 0 D FOREST LABORATORIES COMMON 345838106 2542 56665 SHS ****SOLE 56665 0 0 D FOREST OIL COMMON 346091705 747 23550 SHS ****SOLE 23550 0 0 D FORTUNE BRANDS COMMON 349631101 8114 105130 SHS ****SOLE 105130 0 0 D FOUNDRY NETWORKS COMMON 35063R100 44480 3379948 SHS ****SOLE 3361061 0 18887 D FOUR SEASON HOTELS COMMON 35100E104 116179 1420460 SHS ****SOLE 1416077 0 4383 D FRANCE TELECOM SA - ADR ADR 35177Q105 879 26560 SHS ****SOLE 26560 0 0 D FRANKLIN RESOURCES COMMON 354613101 396 5690 SHS ****SOLE 5690 0 0 D FREEPORT MCMORAN COPPER - B COMMON 35671D857 2456 64250 SHS ****SOLE 64250 0 0 D FRIEDMAN BILLINGS RAMSEY - A COMMON 358434108 5097 262860 SHS ****SOLE 262860 0 0 D FRONTIER FINANCIAL COMMON 35907K105 398 10300 SHS ****SOLE 10300 0 0 D FULLER (H.B.) COMMON 359694106 10125 355166 SHS ****SOLE 355091 47 28 D FURNITURE BRANDS INTERNATIONAL COMMON 360921100 9374 374222 SHS ****SOLE 374150 45 27 D GAMESTOP COMMON 36466R101 349 15600 SHS ****SOLE 15600 0 0 D GANNETT COMMON 364730101 4 50 SHS ****SOLE 50 0 0 D GAP COMMON 364760108 6597 312355 SHS ****SOLE 312355 0 0 D GEHL COMMON 368483103 133 5714 SHS ****SOLE 5714 0 0 D GEN-PROBE COMMON 36866T103 371 8200 SHS ****SOLE 8200 0 0 D GENENTECH COMMON 368710406 10631 195278 SHS ****SOLE 195278 0 0 D GENERAL DYNAMICS COMMON 369550108 788 7530 SHS ****SOLE 7530 0 0 D GENERAL ELECTRIC COMMON 369604103 298511 8178365 SHS ****SOLE 8177761 479 125 D GENERAL GROWTH PROPERTIES REIT 370021107 70579 1951848 SHS ****SOLE 1951848 0 0 D GENERAL MILLS COMMON 370334104 88738 1785117 SHS ****SOLE 1784941 119 57 D GENERAL MOTORS COMMON 370442105 71697 1789737 SHS ****SOLE 1789737 0 0 D GENESIS HEALTHCARE COMMON 37184D101 8447 241127 SHS ****SOLE 241076 32 19 D GENTEX COMMON 371901109 76493 2066244 SHS ****SOLE 2054472 0 11772 D GENLYTE GROUP COMMON 372302109 1002 11700 SHS ****SOLE 11700 0 0 D GENZYME - GENERAL DIVISION COMMON 372917104 7350 126571 SHS ****SOLE 126422 0 149 D GERON CORP COMMON 374163103 128 16000 SHS ****SOLE 16000 0 0 D GETTY IMAGES COMMON 374276103 104589 1519088 SHS ****SOLE 1511383 0 7705 D GEVITY HR COMMON 374393106 8843 430100 SHS ****SOLE 430100 0 0 D GIANT INDUSTRIES COMMON 374508109 167 6300 SHS ****SOLE 6300 0 0 D GIBRALTAR INDUSTRIES INC COMMON 374689107 12834 543356 SHS ****SOLE 543241 72 43 D GILEAD SCIENCES COMMON 375558103 16302 465906 SHS ****SOLE 465696 0 210 D GILLETTE COMMON 375766102 7854 175400 SHS ****SOLE 175400 0 0 D GLADSTONE CAPITAL CORP CE 376535100 4776 201500 SHS ****SOLE 201500 0 0 D GLAXOSMITHKLINE - ADR ADR 37733W105 319934 6751102 SHS ****SOLE 6696531 280 54291 D GLIMCHER REALTY TRUST REIT 379302102 382 13800 SHS ****SOLE 13800 0 0 D GOLDEN STAR RESOURCES COMMON 38119T104 5297 1320999 SHS ****SOLE 1320722 174 103 D GOLDEN WEST FINANCIAL COMMON 381317106 163 2660 SHS ****SOLE 2660 0 0 D GOLDMAN SACHS GROUP COMMON 38141G104 13867 133288 SHS ****SOLE 133200 62 26 D GOODRICH COMMON 382388106 68529 2099537 SHS ****SOLE 2099287 169 81 D GOODY'S FAMILY CLOTHING COMMON 382588101 227 24800 SHS ****SOLE 24800 0 0 D GOOGLE - CL A COMMON 38259P508 425 2200 SHS ****SOLE 2200 0 0 D GRAFTECH INTERNATIONAL COMMON 384313102 246 26000 SHS ****SOLE 26000 0 0 D GRAINGER (W.W.) COMMON 384802104 7 100 SHS ****SOLE 100 0 0 D GRAY TELEVISION - CL B COMMON 389375106 29670 1914218 SHS ****SOLE 1905642 0 8576 D GREAT PLAINS ENERGY COMMON 391164100 245 8100 SHS ****SOLE 8100 0 0 D GREATER BAY BANCORP COMMON 391648102 14107 505991 SHS ****SOLE 505878 71 42 D GREEN MOUNTAIN COFFEE ROASTERS COMMON 393122106 1589 63274 SHS ****SOLE 63274 0 0 D GREENFIELD ONLINE COMMON 395150105 301 13669 SHS ****SOLE 13669 0 0 D GREENHILL & CO COMMON 395259104 1711 59600 SHS ****SOLE 59600 0 0 D GREY WOLF COMMON 397888108 10969 2081589 SHS ****SOLE 2081130 288 171 D GRIFFON COMMON 398433102 20269 750700 SHS ****SOLE 750526 110 64 D GROUP 1 AUTOMOTIVE COMMON 398905109 239 7600 SHS ****SOLE 7600 0 0 D GRUPO TELEVISA - ADR ADR 40049J206 952 15730 SHS ****SOLE 15730 0 0 D GTECH HOLDINGS COMMON 400518106 3 100 SHS ****SOLE 100 0 0 D GRUPO AEROPORTUARIO SUR - ADR ADR 40051E202 8965 327800 SHS ****SOLE 327800 0 0 D GUIDANT COMMON 401698105 11848 164325 SHS ****SOLE 164325 0 0 D GUITAR CENTER COMMON 402040109 17272 327800 SHS ****SOLE 327800 0 0 D HCA COMMON 404119109 40962 1025083 SHS ****SOLE 1025083 0 0 D HCC INSURANCE HOLDINGS COMMON 404132102 3833 115723 SHS ****SOLE 109664 0 6059 D HRPT PROPERTIES TRUST REIT 40426W101 309 24100 SHS ****SOLE 24100 0 0 D HANSEN NATURAL COMMON 411310105 441 12099 SHS ****SOLE 12099 0 0 D HARLAND (JOHN H.) COMPANY COMMON 412693103 635 17600 SHS ****SOLE 17600 0 0 D HARLEY-DAVIDSON COMMON 412822108 4443 73135 SHS ****SOLE 73135 0 0 D HARLEYSVILLE GROUP COMMON 412824104 8188 343050 SHS ****SOLE 342978 45 27 D HARSCO COMMON 415864107 15746 282493 SHS ****SOLE 282439 34 20 D HARTFORD FIN'L SERVICES GROUP COMMON 416515104 41422 597637 SHS ****SOLE 581301 52 16284 D HASBRO COMMON 418056107 292 15080 SHS ****SOLE 15080 0 0 D HAYES LEMMERZ INTERNATIONAL COMMON 420781304 230 26000 SHS ****SOLE 26000 0 0 D HEALTHCARE SERVICES GROUP COMMON 421906108 340 16300 SHS ****SOLE 16300 0 0 D HEALTHEXTRAS COMMON 422211102 190 11677 SHS ****SOLE 11677 0 0 D HEALTH NET COMMON 42222G108 72 2500 SHS ****SOLE 2500 0 0 D HEARST-ARGYLE TELEVISION COMMON 422317107 4 150 SHS ****SOLE 150 0 0 D HEINZ H J COMMON 423074103 1219 31270 SHS ****SOLE 31270 0 0 D HENRY (JACK) & ASSOCIATES COMMON 426281101 91247 4582973 SHS ****SOLE 4560281 0 22692 D HERCULES COMMON 427056106 416 28000 SHS ****SOLE 28000 0 0 D HERITAGE PROPERTY INVESTMENT REIT 42725M107 108 3350 SHS ****SOLE 3350 0 0 D HERLEY INDUSTRIES COMMON 427398102 8452 415542 SHS ****SOLE 415458 53 31 D HERSHA HOSPITALITY TRUST REIT 427825104 21701 1895300 SHS ****SOLE 1895300 0 0 D HEWLETT PACKARD COMMON 428236103 42798 2040934 SHS ****SOLE 1984480 256 56198 D HEXCEL COMMON 428291108 725 50000 SHS ****SOLE 50000 0 0 D HI/FN COMMON 428358105 0 31 SHS ****SOLE 31 0 0 D HIBBETT SPORTING GOODS COMMON 428565105 20404 766787 SHS ****SOLE 766787 0 0 D HIGHLAND HOSPITALITY REIT 430141101 8683 772522 SHS ****SOLE 772358 103 61 D HILLENBRAND INDUSTRIES COMMON 431573104 6 100 SHS ****SOLE 100 0 0 D HILTON HOTELS COMMON 432848109 489 21520 SHS ****SOLE 21520 0 0 D HITACHI LTD -ADR ADR 433578507 114568 1650116 SHS ****SOLE 1628985 51 21080 D HOLLY COMMON 435758305 435 15600 SHS ****SOLE 15600 0 0 D HOME DEPOT COMMON 437076102 21566 504567 SHS ****SOLE 504356 117 94 D HOME PROPERTIES OF NY REIT 437306103 32654 759400 SHS ****SOLE 759400 0 0 D HONDA MOTOR - ADR ADR 438128308 2204 84580 SHS ****SOLE 84580 0 0 D HONEYWELL INTERNATIONAL COMMON 438516106 58041 1639128 SHS ****SOLE 1638625 182 321 D HOST MARRIOTT REIT 44107P104 23618 1365176 SHS ****SOLE 1364143 0 1033 D HUB GROUP COMMON 443320106 512 9800 SHS ****SOLE 9800 0 0 D HUB INTERNATIONAL COMMON 44332P101 5735 311500 SHS ****SOLE 311500 0 0 D HUDSON UNITED BANCORP COMMON 444165104 4 100 SHS ****SOLE 100 0 0 D HUGHES SUPPLY COMMON 444482103 1600 49450 SHS ****SOLE 49450 0 0 D HUNT (JB) TRANSPRT SVCS COMMON 445658107 86945 1938552 SHS ****SOLE 1932341 0 6211 D HUNTINGTON BANCSHARES COMMON 446150104 35163 1420407 SHS ****SOLE 1379681 127 40599 D IAC/INTERACTIVECORP COMMON 44919P102 5233 189450 SHS ****SOLE 189450 0 0 D IHOP COMMON 449623107 486 11600 SHS ****SOLE 11600 0 0 D ITT EDUCATIONAL SERVICES COMMON 45068B109 195 4100 SHS ****SOLE 4100 0 0 D IXIA COMMON 45071R109 310 18413 SHS ****SOLE 18413 0 0 D ITT INDUSTRIES COMMON 450911102 9602 113700 SHS ****SOLE 113700 0 0 D ICICI BANK LIMITED - ADR ADR 45104G104 502 24931 SHS ****SOLE 24931 0 0 D IDEXX LABORATORIES COMMON 45168D104 1256 23000 SHS ****SOLE 23000 0 0 D IKON OFFICE SOLUTIONS COMMON 451713101 210 18200 SHS ****SOLE 18200 0 0 D IDENTIX COMMON 451906101 5825 789300 SHS ****SOLE 789300 0 0 D ILLINOIS TOOL WORKS COMMON 452308109 273 2950 SHS ****SOLE 2950 0 0 D IMATION COMMON 45245A107 493 15500 SHS ****SOLE 15500 0 0 D IMMUCOR COMMON 452526106 23587 1003274 SHS ****SOLE 1003274 0 0 D IMMUNOGEN COMMON 45253H101 379 42900 SHS ****SOLE 42900 0 0 D INAMED CORP COMMON 453235103 2015 31850 SHS ****SOLE 31850 0 0 D INDEPENDENT BANK CORP - MICH COMMON 453838104 280 9400 SHS ****SOLE 9400 0 0 D INFOCROSSING COMMON 45664X109 115 6764 SHS ****SOLE 6764 0 0 D INFOUSA COMMON 456818301 325 29000 SHS ****SOLE 29000 0 0 D ING GROEP NV - ADR ADR 456837103 202583 6696960 SHS ****SOLE 6611349 480 85131 D INKINE PHARMACEUTICAL COMMON 457214104 149 27520 SHS ****SOLE 27520 0 0 D INSIGHT ENTERPRISES COMMON 45765U103 11518 561262 SHS ****SOLE 561147 72 43 D INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 7382 325624 SHS ****SOLE 325525 62 37 D INNOVATIVE SOLUTIONS & SUPPORT COMMON 45769N105 70 2112 SHS ****SOLE 2112 0 0 D INSPIRE PHARMACEUTICALS COMMON 457733103 61404 3661536 SHS ****SOLE 3649668 0 11868 D INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 46851 2239537 SHS ****SOLE 2228072 0 11465 D INTEL COMMON 458140100 144231 6166320 SHS ****SOLE 6165971 262 87 D INTERCONTINENTAL HOTELS - ADR ADR 458573201 104672 8294154 SHS ****SOLE 8174782 854 118518 D INTERNATIONAL BANCSHARES CRP COMMON 459044103 305 7750 SHS ****SOLE 7750 0 0 D INTL BUSINESS MACHINES COMMON 459200101 57096 579180 SHS ****SOLE 567282 57 11841 D INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 1652 48050 SHS ****SOLE 48050 0 0 D INTERNATIONAL PAPER COMMON 460146103 104630 2491179 SHS ****SOLE 2490853 258 68 D INTERNATIONAL RECTIFIER COMMON 460254105 12653 283888 SHS ****SOLE 283826 39 23 D INTERNATIONAL SPEEDWAY - CL A COMMON 460335201 581 11000 SHS ****SOLE 11000 0 0 D INTERNET SECURITY SYSTEMS COMMON 46060X107 395 17000 SHS ****SOLE 17000 0 0 D INTERSECTIONS COMMON 460981301 12248 710000 SHS ****SOLE 710000 0 0 D INTERWOVEN COMMON 46114T508 6356 584200 SHS ****SOLE 584200 0 0 D INTUIT COMMON 461202103 69850 1587120 SHS ****SOLE 1586878 183 59 D INVITROGEN COMMON 46185R100 32517 484395 SHS ****SOLE 484168 0 227 D INVESTORS FINANCIAL SERVICES COMMON 461915100 3229 64600 SHS ****SOLE 64600 0 0 D IPAYMENT COMMON 46262E105 17337 350100 SHS ****SOLE 350100 0 0 D IRWIN FINANCIAL COMMON 464119106 301 10600 SHS ****SOLE 10600 0 0 D RUSSELL 1000 VALUE INDEX I-SHS COMMON 464287598 1478 22266 SHS ****SOLE 22016 0 250 D ISOLAGEN COMMON 46488N103 8132 1033300 SHS ****SOLE 1033300 0 0 D IVILLAGE COMMON 46588H105 11441 1851300 SHS ****SOLE 1851300 0 0 D IXYS CORPORATION COMMON 46600W106 206 20000 SHS ****SOLE 20000 0 0 D JDA SOFTWARE GROUP COMMON 46612K108 117 8600 SHS ****SOLE 8600 0 0 D JLG INDUSTRIES COMMON 466210101 50 2559 SHS ****SOLE 2559 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 243622 6245125 SHS ****SOLE 6243932 250 943 D J2 GLOBAL COMMUNICATIONS COMMON 46626E205 366 10600 SHS ****SOLE 10600 0 0 D JACOBS ENGINEERING GROUP COMMON 469814107 8700 182046 SHS ****SOLE 182004 26 16 D JACUZZI BRANDS COMMON 469865109 386 44400 SHS ****SOLE 44400 0 0 D JAMESON INNS COMMON 470457102 2460 1248600 SHS ****SOLE 1248600 0 0 D JO-ANN STORES COMMON 47758P307 6777 246103 SHS ****SOLE 246052 32 19 D JOHNSON AND JOHNSON COMMON 478160104 32059 505500 SHS ****SOLE 505500 0 0 D JOHNSON CONTROLS COMMON 478366107 6190 97575 SHS ****SOLE 97575 0 0 D JONES APPAREL GROUP COMMON 480074103 603 16500 SHS ****SOLE 16500 0 0 D JOURNAL COMMUNICATIONS - CL A COMMON 481130102 369 20400 SHS ****SOLE 20400 0 0 D JUNIPER NETWORKS COMMON 48203R104 6374 234425 SHS ****SOLE 234425 0 0 D K-SWISS COMMON 482686102 16874 579488 SHS ****SOLE 579363 78 47 D KT CORP-SP ADR ADR 48268K101 22235 1019494 SHS ****SOLE 1019494 0 0 D KADANT COMMON 48282T104 215 10500 SHS ****SOLE 10500 0 0 D KANSAS CITY LIFE INS CO COMMON 484836101 317 6700 SHS ****SOLE 6700 0 0 D KAYDON COMMON 486587108 14805 448380 SHS ****SOLE 448289 57 34 D KEANE COMMON 486665102 148 10100 SHS ****SOLE 10100 0 0 D KB HOME COMMON 48666K109 28636 274289 SHS ****SOLE 274249 25 15 D KELLOGG COMPANY COMMON 487836108 8439 188965 SHS ****SOLE 188965 0 0 D KELLWOOD COMMON 488044108 13975 405060 SHS ****SOLE 404985 47 28 D KELLY SERVICES COMMON 488152208 640 21200 SHS ****SOLE 21200 0 0 D KEMET COMMON 488360108 208 23200 SHS ****SOLE 23200 0 0 D KENNAMETAL COMMON 489170100 597 12000 SHS ****SOLE 12000 0 0 D KENSEY NASH CORP COMMON 490057106 418 12104 SHS ****SOLE 12104 0 0 D KERR-MCGEE COMMON 492386107 72981 1262862 SHS ****SOLE 1262702 105 55 D KEYCORP COMMON 493267108 7 200 SHS ****SOLE 200 0 0 D KEYSPAN COMMON 49337W100 187 4750 SHS ****SOLE 4750 0 0 D KIMBERLY - CLARK COMMON 494368103 44381 674385 SHS ****SOLE 659343 71 14971 D KINDRED HEALTHCARE COMMON 494580103 11712 391054 SHS ****SOLE 390974 50 30 D KIRBY COMMON 497266106 13807 311100 SHS ****SOLE 311036 40 24 D KITE REALTY GROUP TRUST REIT 49803T102 24844 1625900 SHS ****SOLE 1625900 0 0 D KMART HOLDINGS COMMON 498780105 2251 22750 SHS ****SOLE 22750 0 0 D KNIGHT-RIDDER COMMON 499040103 65161 973425 SHS ****SOLE 973425 0 0 D KNIGHT TRANSPORTATION COMMON 499064103 15765 635675 SHS ****SOLE 635675 0 0 D KOHLS COMMON 500255104 5870 119385 SHS ****SOLE 119385 0 0 D PHILIPS ELECTRONICS - NY SHARE NYSHRS 500472303 3 100 SHS ****SOLE 100 0 0 D KOOKMIN BANK - ADR ADR 50049M109 140 3570 SHS ****SOLE 3570 0 0 D KOS PHARMACEUTICALS INC COMMON 500648100 540 14339 SHS ****SOLE 14339 0 0 D KRAFT FOODS - CL A COMMON 50075N104 1079 30300 SHS ****SOLE 30300 0 0 D KULICKE & SOFFA INDUSTRIES COMMON 501242101 326 37800 SHS ****SOLE 37800 0 0 D KYPHON COMMON 501577100 244 9477 SHS ****SOLE 9477 0 0 D LCA-VISION COMMON 501803308 633 27054 SHS ****SOLE 27054 0 0 D LNR PROPERTY COMMON 501940100 686 10900 SHS ****SOLE 10900 0 0 D LA QUINTA - PAIRED COMMON 50419U202 297 32700 SHS ****SOLE 32700 0 0 D LABOR READY COMMON 505401208 503 29700 SHS ****SOLE 29700 0 0 D LAM RESEARCH COMMON 512807108 24994 864532 SHS ****SOLE 863859 0 673 D LANCASTER COLONY COMMON 513847103 262 6100 SHS ****SOLE 6100 0 0 D LASALLE HOTEL PROPERTIES REIT 517942108 35048 1101100 SHS ****SOLE 1101100 0 0 D LASERSCOPE COMMON 518081104 294 8178 SHS ****SOLE 8178 0 0 D LAWSON PRODUCTS COMMON 520776105 534 10600 SHS ****SOLE 10600 0 0 D LEGG MASON COMMON 524901105 11 150 SHS ****SOLE 150 0 0 D LEHMAN BROTHERS HOLDINGS COMMON 524908100 27151 310370 SHS ****SOLE 310281 0 89 D LENNAR - CLASS A COMMON 526057104 1321 23306 SHS ****SOLE 23306 0 0 D LEXMARK INTERNATIONAL COMMON 529771107 9 100 SHS ****SOLE 100 0 0 D LIBERTY MEDIA - CLASS A COMMON 530718105 1924 175200 SHS ****SOLE 175200 0 0 D LIBERTY PROPERTY TRUST REIT 531172104 32033 741505 SHS ****SOLE 741505 0 0 D LIFECELL COMMON 531927101 108 10597 SHS ****SOLE 10597 0 0 D LIFEPOINT HOSPITALS COMMON 53219L109 324 9300 SHS ****SOLE 9300 0 0 D LIGAND PHARMACEUTICALS-CL B COMMON 53220K207 150 12900 SHS ****SOLE 12900 0 0 D ELI LILLY COMMON 532457108 3202 56425 SHS ****SOLE 56425 0 0 D LIMITED BRANDS COMMON 532716107 37780 1641201 SHS ****SOLE 1592155 589 48457 D LIN TV - CL A COMMON 532774106 70885 3711252 SHS ****SOLE 3697589 0 13663 D LINCARE HOLDINGS COMMON 532791100 154 3600 SHS ****SOLE 3600 0 0 D LINCOLN ELECTRIC HOLDINGS COMMON 533900106 332 9600 SHS ****SOLE 9600 0 0 D LINEAR TECHNOLOGY COMMON 535678106 19700 508254 SHS ****SOLE 507920 0 334 D LIONBRIDGE TECHNOLOGIES COMMON 536252109 5401 803700 SHS ****SOLE 803700 0 0 D LLOYDS TSB GROUP PLC- ADR ADR 539439109 193842 5268876 SHS ****SOLE 5201356 470 67050 D LOCKHEED MARTIN COMMON 539830109 2556 46016 SHS ****SOLE 46016 0 0 D LODGIAN COMMON 54021P403 268 21800 SHS ****SOLE 21800 0 0 D LONE STAR STEAKHOUSE & SALOON COMMON 542307103 339 12100 SHS ****SOLE 12100 0 0 D LONGS DRUG STORES COMMON 543162101 221 8000 SHS ****SOLE 8000 0 0 D LONGVIEW FIBRE COMMON 543213102 653 36000 SHS ****SOLE 36000 0 0 D LOUISIANA-PACIFIC COMMON 546347105 11647 435534 SHS ****SOLE 435442 58 34 D LOWE'S COMPANIES COMMON 548661107 5256 91274 SHS ****SOLE 91274 0 0 D LUBRIZOL COMMON 549271104 2913 79025 SHS ****SOLE 79025 0 0 D MAF BANCORP COMMON 55261R108 13230 295187 SHS ****SOLE 295123 40 24 D MBNA COMMON 55262L100 187374 6646837 SHS ****SOLE 6646311 384 142 D MDC HOLDINGS COMMON 552676108 2426 28060 SHS ****SOLE 28060 0 0 D MCI COMMON 552691107 1031 51163 SHS ****SOLE 51163 0 0 D MFA MORTGAGE INVESTMENTS COMMON 55272X102 255 28900 SHS ****SOLE 28900 0 0 D MGI PHARMA INC COMMON 552880106 90415 3227952 SHS ****SOLE 3214949 0 13003 D MGM GRAND COMMON 552953101 7559 103917 SHS ****SOLE 103917 0 0 D MI DEVELOPMENTS - CLASS A COMMON 55304X104 950 31500 SHS ****SOLE 31500 0 0 D M/I HOMES COMMON 55305B101 816 14800 SHS ****SOLE 14800 0 0 D MSC INDUSTRIAL DIRECT - CL A COMMON 553530106 95117 2643605 SHS ****SOLE 2631545 0 12060 D MTC TECHNOLOGIES COMMON 55377A106 628 18717 SHS ****SOLE 18717 0 0 D MACDERMID COMMON 554273102 16770 464532 SHS ****SOLE 464433 62 37 D MACK-CALI REALTY REIT 554489104 137 2975 SHS ****SOLE 2975 0 0 D MACROVISION COMMON 555904101 260 10100 SHS ****SOLE 10100 0 0 D MAGELLAN MIDSTREAM PARTNERS LTDPART 559080106 282 4800 SHS ****SOLE 4800 0 0 D MAGNA ENTERTAINMENT - CL A COMMON 559211107 279 46400 SHS ****SOLE 46400 0 0 D MAGNA INTERNATIONAL - CLASS A COMMON 559222401 1571 19025 SHS ****SOLE 19025 0 0 D MAGNUM HUNTER RESOURCES - WTO5 WAR 55972F138 28 84920 SHS ****SOLE 84920 0 0 D MAGNUM HUNTER RESOURCES COMMON 55972F203 15210 1179095 SHS ****SOLE 1178800 185 110 D MAGUIRE PROPERTIES REIT 559775101 332 12100 SHS ****SOLE 12100 0 0 D MAINSOURCE FINANCIAL GROUP COMMON 56062Y102 394 16492 SHS ****SOLE 16492 0 0 D MANDALAY RESORTS GROUP COMMON 562567107 4 50 SHS ****SOLE 50 0 0 D MANHATTAN ASSOCIATES COMMON 562750109 11546 483500 SHS ****SOLE 483500 0 0 D MANPOWER COMMON 56418H100 24414 505469 SHS ****SOLE 505110 0 359 D MAPICS COMMON 564910107 310 29400 SHS ****SOLE 29400 0 0 D MANULIFE FINANCIAL COMMON 56501R106 6 125 SHS ****SOLE 125 0 0 D MARATHON OIL COMMON 565849106 29862 794000 SHS ****SOLE 794000 0 0 D MARKEL COMMON 570535104 182 500 SHS ****SOLE 500 0 0 D MARSH & MC LENNAN COMMON 571748102 1559 47400 SHS ****SOLE 47400 0 0 D MARSHALL & ILSLEY COMMON 571834100 37539 849309 SHS ****SOLE 824307 80 24922 D MARRIOTT INTERNATIONAL-CL A COMMON 571903202 52860 839312 SHS ****SOLE 838972 0 340 D MARTEK BIOSCIENCES COMMON 572901106 32968 643902 SHS ****SOLE 640577 0 3325 D MARTEN TRANSPORT COMMON 573075108 14657 644850 SHS ****SOLE 644850 0 0 D MASCO COMMON 574599106 6813 186515 SHS ****SOLE 186515 0 0 D MATERIAL SCIENCES COMMON 576674105 450 25000 SHS ****SOLE 25000 0 0 D MATRIXONE COMMON 57685P304 13570 2071700 SHS ****SOLE 2071700 0 0 D MATSUSHITA ELECTRIC - ADR ADR 576879209 125942 7846849 SHS ****SOLE 7745242 668 100939 D MATTEL COMMON 577081102 37656 1932039 SHS ****SOLE 1873296 189 58554 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 629 14850 SHS ****SOLE 14850 0 0 D MAVERICK TUBE COMMON 577914104 203 6700 SHS ****SOLE 6700 0 0 D MAXIMUS INCORPORATED COMMON 577933104 373 12000 SHS ****SOLE 12000 0 0 D MAYTAG COMMON 578592107 717 34000 SHS ****SOLE 34000 0 0 D MCCORMICK AND COMPANY COMMON 579780206 4 100 SHS ****SOLE 100 0 0 D MC DONALDS COMMON 580135101 26701 832860 SHS ****SOLE 832860 0 0 D MCGRATH RENTCORP COMMON 580589109 301 6900 SHS ****SOLE 6900 0 0 D THE MCGRAW-HILL COMPANIES COMMON 580645109 5 50 SHS ****SOLE 50 0 0 D MEDAREX COMMON 583916101 282 26200 SHS ****SOLE 26200 0 0 D MEDIA GENERAL - CL A COMMON 584404107 298 4600 SHS ****SOLE 4600 0 0 D MEDIACOM COMMUNICATIONS COMMON 58446K105 47261 7561897 SHS ****SOLE 7549032 0 12865 D MEDICIS PHARMACEUTICAL-CLASS A COMMON 584690309 84748 2413790 SHS ****SOLE 2403564 0 10226 D MEDIMMUNE COMMON 584699102 4177 154075 SHS ****SOLE 154075 0 0 D MEDTRONIC COMMON 585055106 10920 219858 SHS ****SOLE 219858 0 0 D MELLON FINANCIAL COMMON 58551A108 149295 4798951 SHS ****SOLE 4798581 265 105 D MENTOR/MINN COMMON 587188103 24737 733175 SHS ****SOLE 726611 0 6564 D MERCHANTS BANCSHARES COMMON 588448100 299 10300 SHS ****SOLE 10300 0 0 D MERCK & CO. COMMON 589331107 40245 1252166 SHS ****SOLE 1233912 102 18152 D MERCURY COMPUTER SYSTEMS COMMON 589378108 335 11300 SHS ****SOLE 11300 0 0 D MERCURY INTERACTIVE COMMON 589405109 45338 995347 SHS ****SOLE 994958 0 389 D MERIDIAN GOLD COMMON 589975101 12080 636792 SHS ****SOLE 636661 82 49 D MERGE TECHNOLOGIES COMMON 589981109 323 14502 SHS ****SOLE 14502 0 0 D MERITAGE HOMES COMMON 59001A102 654 5800 SHS ****SOLE 5800 0 0 D MERIX COMMON 590049102 6554 568900 SHS ****SOLE 568900 0 0 D MERRILL LYNCH COMMON 590188108 104898 1755023 SHS ****SOLE 1755023 0 0 D METLIFE COMMON 59156R108 6327 156180 SHS ****SOLE 156180 0 0 D METRIS COMPANIES COMMON 591598107 402 31500 SHS ****SOLE 31500 0 0 D METRO-GOLDWYN-MAYER COMMON 591610100 2 200 SHS ****SOLE 200 0 0 D METTLER-TOLEDO INTERNATIONAL COMMON 592688105 78917 1538036 SHS ****SOLE 1528990 0 9046 D MICHAELS STORES COMMON 594087108 8374 279400 SHS ****SOLE 279400 0 0 D MICREL COMMON 594793101 50512 4583693 SHS ****SOLE 4560373 0 23320 D MICROSOFT COMMON 594918104 82893 3103216 SHS ****SOLE 3103216 0 0 D MICROSEMI CORP COMMON 595137100 392 22600 SHS ****SOLE 22600 0 0 D MIDDLESEX WATER COMMON 596680108 201 10633 SHS ****SOLE 10633 0 0 D MILLEA HOLDINGS - ADR ADR 60032R106 121652 1630521 SHS ****SOLE 1609407 51 21063 D MILLS REIT 601148109 42332 663925 SHS ****SOLE 663925 0 0 D MITCHELLS & BUTLERS - ADR ADR 60668M207 40589 6273415 SHS ****SOLE 6204206 675 68534 D MOBILITY ELECTRONICS COMMON 60741U101 243 28354 SHS ****SOLE 28354 0 0 D MOLINA HEALTHCARE COMMON 60855R100 325 7000 SHS ****SOLE 7000 0 0 D MONACO COACH COMMON 60886R103 416 20200 SHS ****SOLE 20200 0 0 D MONSANTO COMMON 61166W101 3056 55021 SHS ****SOLE 55021 0 0 D MONSTER WORLDWIDE COMMON 611742107 78894 2345244 SHS ****SOLE 2330032 0 15212 D MORGAN STANLEY COMMON 617446448 267074 4810417 SHS ****SOLE 4791521 234 18662 D MORTGAGEIT HOLDINGS REIT 61915Q108 7047 392600 SHS ****SOLE 392600 0 0 D MOSAIC COMMON 61945A107 317 19400 SHS ****SOLE 19400 0 0 D MOTOROLA COMMON 620076109 7234 420566 SHS ****SOLE 420566 0 0 D MUELLER INDUSTRIES COMMON 624756102 7358 228510 SHS ****SOLE 228458 33 19 D NCO GROUP COMMON 628858102 346 13400 SHS ****SOLE 13400 0 0 D NN COMMON 629337106 281 21300 SHS ****SOLE 21300 0 0 D NTL COMMON 62940M104 1355 18570 SHS ****SOLE 18570 0 0 D NATL AUST BK 7.875% CNV PFD CONVPF 632525309 1518 40000 SHS ****SOLE 40000 0 0 D NATIONAL AUSTRALIA BANK - ADR ADR 632525408 196491 1753139 SHS ****SOLE 1730554 150 22435 D NATIONAL CITY COMMON 635405103 102 2725 SHS ****SOLE 2725 0 0 D NATIONAL FINANCIAL PARTNERS COMMON 63607P208 13580 350000 SHS ****SOLE 350000 0 0 D NATIONAL GRID GROUP - ADR ADR 636274102 106274 2214511 SHS ****SOLE 2185952 234 28325 D NATIONAL HEALTH INVESTORS REIT 63633D104 455 15600 SHS ****SOLE 15600 0 0 D NATIONAL OILWELL VARCO COMMON 637071101 4232 119925 SHS ****SOLE 119925 0 0 D NATIONAL SEMICONDUCTOR COMMON 637640103 104624 5828625 SHS ****SOLE 5828625 0 0 D NATIONWIDE FIN'L SERVICES-CL A COMMON 638612101 2387 62450 SHS ****SOLE 62450 0 0 D NATIONWIDE HEALTH PROPERTIES REIT 638620104 18696 787200 SHS ****SOLE 787200 0 0 D NAVISTAR INTERNATIONAL COMMON 63934E108 572 13000 SHS ****SOLE 13000 0 0 D NAVIGANT CONSULTING COMMON 63935N107 10640 400000 SHS ****SOLE 400000 0 0 D NAVTEQ COMMON 63936L100 59069 1274130 SHS ****SOLE 1274130 0 0 D NDCHEALTH COMMON 639480102 117 6300 SHS ****SOLE 6300 0 0 D NEIMAN-MARCUS GROUP COMMON 640204202 11 150 SHS ****SOLE 150 0 0 D NEKTAR THERAPEUTICS COMMON 640268108 116690 5765319 SHS ****SOLE 5737632 0 27687 D NETBANK COMMON 640933107 237 22800 SHS ****SOLE 22800 0 0 D NETGEAR COMMON 64111Q104 19204 1055825 SHS ****SOLE 1055614 132 79 D NETWORK APPLIANCE COMMON 64120L104 25255 760241 SHS ****SOLE 759682 0 559 D NEUROCRINE BIOSCIENCES COMMON 64125C109 58097 1178436 SHS ****SOLE 1172307 0 6129 D NEW PLAN EXCEL REALTY TRUST REIT 648053106 95 3500 SHS ****SOLE 3500 0 0 D NEW YORK TIMES COMMON 650111107 63452 1555200 SHS ****SOLE 1555200 0 0 D NEWALLIANCE BANCSHARES COMMON 650203102 9188 600500 SHS ****SOLE 600500 0 0 D NEWELL RUBBERMAID COMMON 651229106 532 22000 SHS ****SOLE 22000 0 0 D NEWFIELD EXPLORATION COMMON 651290108 17640 298728 SHS ****SOLE 298663 41 24 D NEWMARKET COMMON 651587107 213 10700 SHS ****SOLE 10700 0 0 D NEWMONT MINING COMMON 651639106 1351 30410 SHS ****SOLE 30410 0 0 D NEWPARK RESOURCES COMMON 651718504 9769 1896860 SHS ****SOLE 1896443 262 155 D NEWS CORP CLASS A - ADR ADR 65248E104 2834 151890 SHS ****SOLE 151890 0 0 D NEWS CORP CLASS B - ADR ADR 65248E203 384 20000 SHS ****SOLE 20000 0 0 D NEXTEL COMMUNICATIONS COMMON 65332V103 9524 317450 SHS ****SOLE 317450 0 0 D NIKE COMMON 654106103 89111 982592 SHS ****SOLE 982525 27 40 D NIKU COMMON 654113703 4365 216600 SHS ****SOLE 216600 0 0 D NIPPON TELEGRAPH & TELE - ADR ADR 654624105 113798 5046490 SHS ****SOLE 4980390 0 66100 D NOKIA - ADR ADR 654902204 5659 361125 SHS ****SOLE 361125 0 0 D NOBLE ENERGY COMMON 655044105 399 6475 SHS ****SOLE 6475 0 0 D NORDSTROM COMMON 655664100 35439 758372 SHS ****SOLE 757987 0 385 D NORFOLK SOUTHERN COMMON 655844108 2061 56950 SHS ****SOLE 56950 0 0 D NORTH FORK BANCOPORATION COMMON 659424105 3912 135600 SHS ****SOLE 135600 0 0 D NORTHEAST UTILITIES COMMON 664397106 509 27000 SHS ****SOLE 27000 0 0 D NORTHERN TRUST COMMON 665859104 5354 110200 SHS ****SOLE 110200 0 0 D NORTHROP GRUMMAN COMMON 666807102 7881 144979 SHS ****SOLE 144979 0 0 D NOVELL COMMON 670006105 340 50400 SHS ****SOLE 50400 0 0 D NOVEN PHARMACEUTICALS COMMON 670009109 186 10900 SHS ****SOLE 10900 0 0 D NU SKIN ENTERPRISES - CL A COMMON 67018T105 401 15800 SHS ****SOLE 15800 0 0 D NSTAR COMMON 67019E107 220 4050 SHS ****SOLE 4050 0 0 D NUCOR COMMON 670346105 398 7600 SHS ****SOLE 7600 0 0 D NUVEEN PREMIUM MUNI FUND 2 CE 67063W102 199 14105 SHS ****SOLE 0 0 14105 D NUVEEN INSD PREM MUNI II CE 6706D8104 716 54240 SHS ****SOLE 0 0 54240 D NUVEEN PREMIUM MUNI FUND 4 CE 6706K4105 281 23049 SHS ****SOLE 0 0 23049 D OAKLEY COMMON 673662102 6404 502288 SHS ****SOLE 502176 70 42 D OCCIDENTAL PETROLEUM COMMON 674599105 3556 60932 SHS ****SOLE 60796 93 43 D OCEANEERING INTERNATIONAL COMMON 675232102 440 11800 SHS ****SOLE 11800 0 0 D OCTEL COMMON 675727101 171 8200 SHS ****SOLE 8200 0 0 D OCULAR SCIENCES COMMON 675744106 6953 141877 SHS ****SOLE 141846 19 12 D OFFICE DEPOT COMMON 676220106 4 250 SHS ****SOLE 250 0 0 D OFFSHORE LOGISTICS COMMON 676255102 370 11400 SHS ****SOLE 11400 0 0 D OIL STATES INTERNATIONAL INC COMMON 678026105 301 15600 SHS ****SOLE 15600 0 0 D OLD DOMINION FREIGHT COMMON 679580100 11049 317500 SHS ****SOLE 317500 0 0 D OLD REPUBLIC INTERNATIONAL COMMON 680223104 1987 78550 SHS ****SOLE 78550 0 0 D OMNICOM GROUP COMMON 681919106 156 1850 SHS ****SOLE 1850 0 0 D OMNIVISION TECHNOLOGIES COMMON 682128103 228 12400 SHS ****SOLE 12400 0 0 D ONEOK COMMON 682680103 3206 112800 SHS ****SOLE 112800 0 0 D OPSWARE COMMON 68383A101 44535 6067408 SHS ****SOLE 6040079 0 27329 D ORACLE COMMON 68389X105 87724 6393889 SHS ****SOLE 6393020 686 183 D ORBITAL SCIENCES COMMON 685564106 387 32700 SHS ****SOLE 32700 0 0 D OSHKOSH TRUCK COMMON 688239201 294 4300 SHS ****SOLE 4300 0 0 D OTTER TAIL POWER COMMON 689648103 10598 415114 SHS ****SOLE 415022 58 34 D OVERLAND STORAGE COMMON 690310107 10241 613632 SHS ****SOLE 613489 90 53 D OVERNITE COMMON 690322102 1005 27000 SHS ****SOLE 27000 0 0 D OVERSEAS SHIPHOLDING GROUP COMMON 690368105 403 7300 SHS ****SOLE 7300 0 0 D OWENS & MINOR COMMON 690732102 14201 504119 SHS ****SOLE 504008 70 41 D PFF BANCORP COMMON 69331W104 461 9960 SHS ****SOLE 9960 0 0 D P.F.CHANG'S CHINA BISTRO COMMON 69333Y108 7594 134763 SHS ****SOLE 134763 0 0 D PMC-SIERRA COMMON 69344F106 18401 1635649 SHS ****SOLE 1634413 0 1236 D PMI GROUP COMMON 69344M101 98659 2363091 SHS ****SOLE 2362874 141 76 D PNC FINANCIAL GROUP COMMON 693475105 4589 79895 SHS ****SOLE 79895 0 0 D POSCO - ADR ADR 693483109 139021 3121947 SHS ****SOLE 3091246 198 30503 D PNM RESOURCES COMMON 69349H107 12782 505383 SHS ****SOLE 505271 70 42 D P.P.G. INDUSTRIES COMMON 693506107 3474 50970 SHS ****SOLE 50970 0 0 D PPL COMMON 69351T106 2913 54670 SHS ****SOLE 54670 0 0 D PACCAR COMMON 693718108 5090 63250 SHS ****SOLE 63250 0 0 D PACER INTERNATIONAL COMMON 69373H106 508 23900 SHS ****SOLE 23900 0 0 D PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 375 16850 SHS ****SOLE 16850 0 0 D PACIFICARE HEALTH SYSTEMS COMMON 695112102 1133 20040 SHS ****SOLE 20040 0 0 D PACTIV COMMON 695257105 12851 508163 SHS ****SOLE 508045 74 44 D PAIN THERAPEUTICS COMMON 69562K100 14182 1967000 SHS ****SOLE 1967000 0 0 D PALMONE COMMON 69713P107 62314 1975108 SHS ****SOLE 1964653 0 10455 D PAPA JOHN'S INTERNATIONAL COMMON 698813102 255 7400 SHS ****SOLE 7400 0 0 D PAR PHARMACEUTICAL COMMON 69888P106 20955 506400 SHS ****SOLE 506400 0 0 D PARKER HANNIFIN COMMON 701094104 1248 16480 SHS ****SOLE 16480 0 0 D PARTY CITY COMMON 702145103 224 17300 SHS ****SOLE 17300 0 0 D PATHMARK STORES COMMON 70322A101 260 44700 SHS ****SOLE 44700 0 0 D PATTERSON-UTI ENERGY COMMON 703481101 195 10050 SHS ****SOLE 10050 0 0 D PAXAR COMMON 704227107 40446 1824390 SHS ****SOLE 1816781 0 7609 D PAYCHEX COMMON 704326107 341 10000 SHS ****SOLE 10000 0 0 D PEETS COFFEE & TEA COMMON 705560100 26244 991474 SHS ****SOLE 991474 0 0 D PEGASUS SYSTEMS INCORPORATED COMMON 705906105 592 47000 SHS ****SOLE 47000 0 0 D PENN-AMERICA GROUP COMMON 707247102 294 19500 SHS ****SOLE 19500 0 0 D PENN NATIONAL GAMING COMMON 707569109 509 8400 SHS ****SOLE 8400 0 0 D PENTAIR COMMON 709631105 558 12800 SHS ****SOLE 12800 0 0 D PEPSI BOTTLING GROUP COMMON 713409100 214 7925 SHS ****SOLE 7925 0 0 D PEPSICO COMMON 713448108 140744 2696239 SHS ****SOLE 2696120 66 53 D PERICOM SEMICONDUCTOR CORP COMMON 713831105 462 49000 SHS ****SOLE 49000 0 0 D PERKINELMER COMMON 714046109 290 12900 SHS ****SOLE 12900 0 0 D PETCO ANIMAL SUPPLIES COMMON 716016209 644 16300 SHS ****SOLE 16300 0 0 D PETROLEO BRASILEIRO SA - ADR ADR 71654V101 19821 547400 SHS ****SOLE 547400 0 0 D PETROLEO BRASILIERO ADR ADR 71654V408 316 7932 SHS ****SOLE 7932 0 0 D PETROLEUM DEVELOPMENT COMMON 716578109 93 2418 SHS ****SOLE 2418 0 0 D PETSMART COMMON 716768106 151800 4272440 SHS ****SOLE 4255615 0 16825 D PFIZER COMMON 717081103 219531 8164047 SHS ****SOLE 8123386 295 40366 D PHILLIPS - VAN HEUSEN COMMON 718592108 7739 286617 SHS ****SOLE 286552 41 24 D PHOTRONICS COMMON 719405102 351 21300 SHS ****SOLE 21300 0 0 D PIER 1 IMPORTS COMMON 720279108 14503 736211 SHS ****SOLE 736059 95 57 D PIPER JAFFRAY COMMON 724078100 432 9000 SHS ****SOLE 9000 0 0 D PITNEY BOWES COMMON 724479100 48040 1038025 SHS ****SOLE 1038025 0 0 D PIXELWORKS COMMON 72581M107 210 18500 SHS ****SOLE 18500 0 0 D PLANTRONICS COMMON 727493108 290 7000 SHS ****SOLE 7000 0 0 D PLAYBOY ENTERPRISES COMMON 728117300 1475 120000 SHS ****SOLE 120000 0 0 D PLEXUS COMMON 729132100 9018 693166 SHS ****SOLE 693009 99 58 D POLYMEDICA COMMON 731738100 358 9600 SHS ****SOLE 9600 0 0 D POLYONE COMMON 73179P106 10946 1208157 SHS ****SOLE 1207898 163 96 D POPE & TALBOT COMMON 732827100 359 21000 SHS ****SOLE 21000 0 0 D POPULAR COMMON 733174106 4 150 SHS ****SOLE 150 0 0 D PORTFOLIO RECOVERY ASSOCIATES COMMON 73640Q105 370 8975 SHS ****SOLE 8975 0 0 D POWER INTEGRATIONS COMMON 739276103 47262 2389420 SHS ****SOLE 2383280 0 6140 D POZEN COMMON 73941U102 9442 1298700 SHS ****SOLE 1298700 0 0 D PRAXAIR COMMON 74005P104 634 14355 SHS ****SOLE 14355 0 0 D PRENTISS PROPERTIES TRUST REIT 740706106 69830 1828013 SHS ****SOLE 1827943 44 26 D PRESIDENTIAL LIFE COMMON 740884101 249 14700 SHS ****SOLE 14700 0 0 D T ROWE PRICE GROUP COMMON 74144T108 6 100 SHS ****SOLE 100 0 0 D PRICELINE.COM COMMON 741503403 708 30000 SHS ****SOLE 30000 0 0 D PRIDE INTERNATIONAL COMMON 74153Q102 555 27000 SHS ****SOLE 27000 0 0 D PRIORITY HEALTHCARE - CLASS B COMMON 74264T102 353 16200 SHS ****SOLE 16200 0 0 D PROCTER & GAMBLE COMMON 742718109 98045 1780052 SHS ****SOLE 1779957 40 55 D PROGRESS SOFTWARE COMMON 743312100 390 16700 SHS ****SOLE 16700 0 0 D PROLOGIS REIT 743410102 69759 1609940 SHS ****SOLE 1609940 0 0 D PROQUEST COMMON 74346P102 297 10000 SHS ****SOLE 10000 0 0 D PROTEINDESIGN LABS COMMON 74369L103 150039 7262301 SHS ****SOLE 7235513 0 26788 D PROVIDENT BANKSHARES COMMON 743859100 15398 423386 SHS ****SOLE 423294 58 34 D PRUDENTIAL FINANCIAL COMMON 744320102 116946 2127835 SHS ****SOLE 2127733 43 59 D PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 3525 68090 SHS ****SOLE 68090 0 0 D PUGET ENERGY COMMON 745310102 225 9125 SHS ****SOLE 9125 0 0 D QAD INCORPORATED COMMON 74727D108 5294 593541 SHS ****SOLE 593430 70 41 D QUALCOMM COMMON 747525103 12274 289482 SHS ****SOLE 289482 0 0 D QUALITY SYSTEMS COMMON 747582104 281 4700 SHS ****SOLE 4700 0 0 D QUEST DIAGNOSTICS COMMON 74834L100 5660 59234 SHS ****SOLE 59234 0 0 D QUESTAR COMMON 748356102 403 7900 SHS ****SOLE 7900 0 0 D QUICKSILVER RESOURCES COMMON 74837R104 611 16600 SHS ****SOLE 16600 0 0 D RAIT INVESTMENT TRUST REIT 749227104 6931 247800 SHS ****SOLE 247800 0 0 D R.H. DONNELLEY COMMON 74955W307 248 4200 SHS ****SOLE 4200 0 0 D RLI COMMON 749607107 470 11300 SHS ****SOLE 11300 0 0 D RPM INTERNATIONAL COMMON 749685103 7 350 SHS ****SOLE 350 0 0 D RSA SECURITY COMMON 749719100 289 14400 SHS ****SOLE 14400 0 0 D RF MICRO DEVICES COMMON 749941100 205 30000 SHS ****SOLE 30000 0 0 D RADIAN GROUP COMMON 750236101 13997 262900 SHS ****SOLE 262900 0 0 D RADIO ONE - CLASS D COMMON 75040P405 2 150 SHS ****SOLE 150 0 0 D RADIOSHACK COMMON 750438103 76468 2325675 SHS ****SOLE 2325675 0 0 D RADISYS COMMON 750459109 260 13300 SHS ****SOLE 13300 0 0 D RALCORP HOLDINGS COMMON 751028101 302 7200 SHS ****SOLE 7200 0 0 D RAMCO-GERSHENSON PROPERTIES REIT 751452202 35204 1091600 SHS ****SOLE 1091600 0 0 D RARE HOSPITALITY INTL COMMON 753820109 11479 360300 SHS ****SOLE 360300 0 0 D RAYMOND JAMES FINANCIAL COMMON 754730109 317 10225 SHS ****SOLE 10225 0 0 D RAYTHEON COMMON 755111507 981 25260 SHS ****SOLE 25260 0 0 D READERS DIGEST ASSN - CL A COMMON 755267101 139 10000 SHS ****SOLE 10000 0 0 D RECKSON ASSOCIATES REALTY REIT 75621K106 66059 2013385 SHS ****SOLE 2013305 50 30 D RED HAT COMMON 756577102 29632 2219601 SHS ****SOLE 2218661 0 940 D REEBOK INTERNATIONAL COMMON 758110100 10209 232035 SHS ****SOLE 231986 31 18 D REED ELSEVIER NV - ADR ADR 758204101 114461 4169810 SHS ****SOLE 4115090 388 54332 D REGAL ENTERTAINMENT GROUP -A COMMON 758766109 3 150 SHS ****SOLE 150 0 0 D REGENCY CENTERS REIT 758849103 35578 642200 SHS ****SOLE 642200 0 0 D REHABCARE GROUP COMMON 759148109 8675 309926 SHS ****SOLE 309864 39 23 D REPUBLIC BANCORP COMMON 760282103 9485 620752 SHS ****SOLE 620624 81 47 D RES-CARE INCORPORATED COMMON 760943100 542 35600 SHS ****SOLE 35600 0 0 D RESEARCH IN MOTION COMMON 760975102 899 10913 SHS ****SOLE 10913 0 0 D RESOURCES GLOBAL PROFESSIONALS COMMON 76122Q105 108251 1993214 SHS ****SOLE 1985834 0 7380 D REYNOLDS & REYNOLDS CLASS A COMMON 761695105 504 19000 SHS ****SOLE 19000 0 0 D RIGEL PHARMACEUTICALS COMMON 766559603 13219 541300 SHS ****SOLE 541300 0 0 D RIGHTNOW TECHNOLOGIES COMMON 76657R106 321 19877 SHS ****SOLE 19877 0 0 D RIO TINTO - ADR ADR 767204100 143427 1203145 SHS ****SOLE 1187614 103 15428 D ROBERT HALF INTERNATIONAL COMMON 770323103 16794 570649 SHS ****SOLE 570314 0 335 D ROCKWELL AUTOMATION COMMON 773903109 4754 95950 SHS ****SOLE 95950 0 0 D ROFIN-SINAR TECHNOLOGIES COMMON 775043102 365 8600 SHS ****SOLE 8600 0 0 D ROGERS COMMON 775133101 203 4700 SHS ****SOLE 4700 0 0 D ROYAL DUTCH PETROLEUM-NY SHRS NYSHRS 780257804 151504 2640361 SHS ****SOLE 2606565 222 33574 D RUDDICK COMMON 781258108 408 18800 SHS ****SOLE 18800 0 0 D RUDOLPH TECHNOLOGIES COMMON 781270103 184 10735 SHS ****SOLE 10735 0 0 D RYDER SYSTEM COMMON 783549108 7 150 SHS ****SOLE 150 0 0 D SBC COMMUNICATIONS COMMON 78387G103 40656 1577656 SHS ****SOLE 1539376 228 38052 D SEI COMMON 784117103 4 100 SHS ****SOLE 100 0 0 D SFBC INTERNATIONAL COMMON 784121105 602 15232 SHS ****SOLE 15232 0 0 D SL GREEN REALTY REIT 78440X101 38581 637170 SHS ****SOLE 637170 0 0 D SLM COMMON 78442P106 12157 227693 SHS ****SOLE 227693 0 0 D SPX COMMON 784635104 521 13000 SHS ****SOLE 13000 0 0 D S1 COMMON 78463B101 227 25000 SHS ****SOLE 25000 0 0 D SAFENET COMMON 78645R107 6447 175465 SHS ****SOLE 175465 0 0 D THE ST JOE COMPANY COMMON 790148100 15552 242229 SHS ****SOLE 242169 38 22 D ST JUDE MEDICAL COMMON 790849103 1856 44274 SHS ****SOLE 44274 0 0 D ST. PAUL TRAVELERS COS COMMON 792860108 1298 35023 SHS ****SOLE 35023 0 0 D SAKS COMMON 79377W108 1138 78400 SHS ****SOLE 78400 0 0 D SALIX PHARMACEUTICALS COMMON 795435106 109 6212 SHS ****SOLE 6212 0 0 D SANDERSON FARMS COMMON 800013104 340 7850 SHS ****SOLE 7850 0 0 D SANDISK COMMON 80004C101 4181 167435 SHS ****SOLE 167435 0 0 D SANMINA COMMON 800907107 2746 324200 SHS ****SOLE 324200 0 0 D SANOFI-SYNTHELABO - ADR ADR 80105N105 997 24890 SHS ****SOLE 24890 0 0 D SAP - ADR ADR 803054204 8608 194700 SHS ****SOLE 194700 0 0 D SARA LEE COMMON 803111103 1257 52065 SHS ****SOLE 52065 0 0 D SASOL - ADR ADR 803866300 133126 6140518 SHS ****SOLE 6060705 493 79320 D SCHERING PLOUGH COMMON 806605101 2384 114180 SHS ****SOLE 114180 0 0 D SCHLUMBERGER LTD. COMMON 806857108 5633 84130 SHS ****SOLE 84130 0 0 D SCHOLASTIC COMMON 807066105 333 9000 SHS ****SOLE 9000 0 0 D SCHWAB (CHARLES) COMMON 808513105 5280 441450 SHS ****SOLE 441450 0 0 D SCOTTS COMMON 810186106 176 2400 SHS ****SOLE 2400 0 0 D E.W. SCRIPPS COMMON 811054204 575 11920 SHS ****SOLE 11920 0 0 D SCS TRANSPORTATION COMMON 81111T102 4604 196995 SHS ****SOLE 196960 22 13 D SEACHANGE INTERNATIONAL COMMON 811699107 215 12300 SHS ****SOLE 12300 0 0 D SELECT MEDICAL COMMON 816196109 246 14000 SHS ****SOLE 14000 0 0 D SEMPRA ENERGY COMMON 816851109 180 4900 SHS ****SOLE 4900 0 0 D SENIOR HOUSING PROPERTIES TRST REIT 81721M109 286 15100 SHS ****SOLE 15100 0 0 D SENOMYX COMMON 81724Q107 6446 778500 SHS ****SOLE 778500 0 0 D SEROLOGICALS COMMON 817523103 263 11900 SHS ****SOLE 11900 0 0 D SERVICE CORP INTERNATIONAL COMMON 817565104 9448 1268283 SHS ****SOLE 1267983 188 112 D SHOPKO STORES COMMON 824911101 8471 453467 SHS ****SOLE 453376 57 34 D SHURGARD STORAGE CENTERS-A REIT 82567D104 339 7700 SHS ****SOLE 7700 0 0 D SIERRA HEALTH SERVICES COMMON 826322109 535 9700 SHS ****SOLE 9700 0 0 D SIERRA PACIFIC RESOURCES COMMON 826428104 245 23300 SHS ****SOLE 23300 0 0 D SIERRA WIRELESS COMMON 826516106 226 12809 SHS ****SOLE 12809 0 0 D SIGMA-ALDRICH COMMON 826552101 434 7175 SHS ****SOLE 7175 0 0 D SIGMATEL COMMON 82661W107 856 24099 SHS ****SOLE 24099 0 0 D SILICON IMAGE COMMON 82705T102 1057 64246 SHS ****SOLE 64246 0 0 D SILICON VALLEY BANCSHARES COMMON 827064106 18672 416600 SHS ****SOLE 416600 0 0 D SIMON PROPERTY GROUP REIT 828806109 99043 1531520 SHS ****SOLE 1531520 0 0 D SINCLAIR BROADCASTING GROUP COMMON 829226109 237 25700 SHS ****SOLE 25700 0 0 D SIRVA COMMON 82967Y104 52720 2742992 SHS ****SOLE 2730168 0 12824 D SKYWEST COMMON 830879102 5542 276296 SHS ****SOLE 276231 41 24 D SKYWORKS SOLUTIONS COMMON 83088M102 100522 10659803 SHS ****SOLE 10610883 0 48920 D SKILLSOFT PLC - ADR COMMON 830928107 424 75000 SHS ****SOLE 75000 0 0 D SMART & FINAL COMMON 831683107 178 12400 SHS ****SOLE 12400 0 0 D A. O. SMITH COMMON 831865209 5723 191163 SHS ****SOLE 191115 30 18 D SMITH INTERNATIONAL COMMON 832110100 5 100 SHS ****SOLE 100 0 0 D SMURFIT-STONE CONTAINER COMMON 832727101 415 22240 SHS ****SOLE 22240 0 0 D SNAP-ON COMMON 833034101 3 100 SHS ****SOLE 100 0 0 D SOHU.COM COMMON 83408W103 110 6227 SHS ****SOLE 6227 0 0 D SOLECTRON COMMON 834182107 272 50968 SHS ****SOLE 50968 0 0 D SONIC COMMON 835451105 93200 3055735 SHS ****SOLE 3042879 0 12856 D SONOCO PRODUCTS COMMON 835495102 448 15100 SHS ****SOLE 15100 0 0 D SONY - ADR ADR 835699307 148 3800 SHS ****SOLE 3800 0 0 D SOURCECORP COMMON 836167106 279 14600 SHS ****SOLE 14600 0 0 D SOUTH FINANCIAL GROUP COMMON 837841105 120 3700 SHS ****SOLE 3700 0 0 D SOUTHERN UNION COMPANY COMMON 844030106 673 28085 SHS ****SOLE 28085 0 0 D SOUTHWEST AIRLINES COMMON 844741108 115 7075 SHS ****SOLE 7075 0 0 D SOUTHWEST GAS COMMON 844895102 11103 437132 SHS ****SOLE 437046 54 32 D SOVEREIGN BANCORP COMMON 845905108 65206 2891638 SHS ****SOLE 2890842 0 796 D SPANISH BROADCASTING SYSTEMS COMMON 846425882 384 36400 SHS ****SOLE 36400 0 0 D SPARTECH COMMON 847220209 10385 383320 SHS ****SOLE 383239 51 30 D SPECTRASITE COMMON 84761M104 20 340 SHS ****SOLE 340 0 0 D SPHERION COMMON 848420105 497 59200 SHS ****SOLE 59200 0 0 D SPORTS AUTHORITY COMMON 84917U109 7246 281404 SHS ****SOLE 281351 33 20 D SPRINT COMMON 852061100 3512 141330 SHS ****SOLE 141330 0 0 D STANDARD PACIFIC COMMON 85375C101 346 5400 SHS ****SOLE 5400 0 0 D STANDARD PARKING COMMON 853790103 4325 282400 SHS ****SOLE 282400 0 0 D STANLEY WORKS COMMON 854616109 343 7000 SHS ****SOLE 7000 0 0 D STAPLES COMMON 855030102 48956 1452280 SHS ****SOLE 1451718 0 562 D STARBUCKS COMMON 855244109 22646 363153 SHS ****SOLE 362710 0 443 D STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 86882 1487702 SHS ****SOLE 1487027 135 540 D STATE STREET COMMON 857477103 2130 43360 SHS ****SOLE 43360 0 0 D STERLING BANCSHARES/TX COMMON 858907108 435 30500 SHS ****SOLE 30500 0 0 D STERIS COMMON 859152100 500 21100 SHS ****SOLE 21100 0 0 D STERLING FINANCIAL / SPOKANE COMMON 859319105 9808 249816 SHS ****SOLE 249762 34 20 D STEWART ENTERPRISES COMMON 860370105 182 26100 SHS ****SOLE 26100 0 0 D STONE ENERGY COMMON 861642106 257 5700 SHS ****SOLE 5700 0 0 D STONERIDGE INCORPORATED COMMON 86183P102 177 11700 SHS ****SOLE 11700 0 0 D STORAGE TECHNOLOGY COMMON 862111200 18474 584453 SHS ****SOLE 584353 63 37 D STRIDE RITE COMMON 863314100 277 24800 SHS ****SOLE 24800 0 0 D STRYKER COMMON 863667101 458 9500 SHS ****SOLE 9500 0 0 D SUN COMMUNITIES REIT 866674104 19244 478100 SHS ****SOLE 478100 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 1361 48040 SHS ****SOLE 48040 0 0 D SUNSET FINANCIAL COMMON 867708109 9360 899100 SHS ****SOLE 899100 0 0 D SUNTERRA COMMON 86787D208 14 1000 SHS ****SOLE 1000 0 0 D SUNTRUST BANKS COMMON 867914103 2412 32649 SHS ****SOLE 32649 0 0 D SUPERVALU COMMON 868536103 5 150 SHS ****SOLE 150 0 0 D SUPPORTSOFT COMMON 868587106 6386 958800 SHS ****SOLE 958800 0 0 D SYBRON DENTAL SPECIALTIES COMMON 871142105 474 13400 SHS ****SOLE 13400 0 0 D SYMANTEC COMMON 871503108 2326 90294 SHS ****SOLE 90294 0 0 D SYMBOL TECHNOLOGIES COMMON 871508107 13521 781537 SHS ****SOLE 781375 102 60 D SYMMETRICOM COMMON 871543104 243 25000 SHS ****SOLE 25000 0 0 D SYNAPTICS COMMON 87157D109 713 23313 SHS ****SOLE 23313 0 0 D SYNNEX COMMON 87162W100 11520 478808 SHS ****SOLE 478708 63 37 D SYSCO COMMON 871829107 725 19000 SHS ****SOLE 19000 0 0 D TCF FINANCIAL COMMON 872275102 270 8400 SHS ****SOLE 8400 0 0 D TJX COMPANIES COMMON 872540109 883 35150 SHS ****SOLE 35150 0 0 D TTM TECHNOLOGIES COMMON 87305R109 10231 867000 SHS ****SOLE 867000 0 0 D TXU COMMON 873168108 3910 60560 SHS ****SOLE 60560 0 0 D TAIWAN SEMICONDUCTORS - ADR ADR 874039100 367 43243 SHS ****SOLE 43243 0 0 D TAKE-TWO INTERACTIVE SOFTWRE COMMON 874054109 30730 883298 SHS ****SOLE 883247 32 19 D TARGET COMMON 87612E106 6288 121100 SHS ****SOLE 121051 49 0 D TEAM COMMON 878155100 233 15000 SHS ****SOLE 15000 0 0 D TECH DATA COMMON 878237106 9604 211540 SHS ****SOLE 211495 28 17 D TECHNE COMMON 878377100 280 7200 SHS ****SOLE 7200 0 0 D TECHNITROL COMMON 878555101 13089 719207 SHS ****SOLE 719062 91 54 D TECUMSEH PRODUCTS - CLASS A COMMON 878895200 292 6100 SHS ****SOLE 6100 0 0 D TEKELEC COMMON 879101103 47888 2342871 SHS ****SOLE 2327863 0 15008 D TEKTRONIX COMMON 879131100 60 2000 SHS ****SOLE 2000 0 0 D TELECOM NEW ZEALAND - ADR ADR 879278208 106455 3002106 SHS ****SOLE 2964172 208 37726 D TELEFLEX COMMON 879369106 395 7600 SHS ****SOLE 7600 0 0 D TELEFONICA - ADR ADR 879382208 166639 2949363 SHS ****SOLE 2910464 267 38632 D TELEFONOS DE MEXICO - ADR ADR 879403780 25617 668500 SHS ****SOLE 668500 0 0 D TELIK INC COMMON 87959M109 54076 2825299 SHS ****SOLE 2812645 0 12654 D TELSTRA - ADR ADR 87969N204 75040 3920575 SHS ****SOLE 3869655 423 50497 D TELUS - NON VTG COMMON 87971M202 257 8900 SHS ****SOLE 8900 0 0 D TEMPLE-INLAND COMMON 879868107 550 8040 SHS ****SOLE 8040 0 0 D TENARIS - ADR ADR 88031M109 8768 179300 SHS ****SOLE 179300 0 0 D TENET HEALTHCARE COMMON 88033G100 76563 6972953 SHS ****SOLE 6972287 488 178 D TEREX COMMON 880779103 558 11700 SHS ****SOLE 11700 0 0 D TEVA PHARMACEUTICAL - ADR ADR 881624209 6047 202500 SHS ****SOLE 202500 0 0 D TESSERA TECHNOLOGIES COMMON 88164L100 17269 464098 SHS ****SOLE 464098 0 0 D TEXAS INDUSTRIES COMMON 882491103 20045 321341 SHS ****SOLE 321272 43 26 D TEXAS INSTRUMENTS COMMON 882508104 10154 412454 SHS ****SOLE 412361 93 0 D TEXTRON COMMON 883203101 2299 31150 SHS ****SOLE 31150 0 0 D THERMO ELECTRON COMMON 883556102 242 8000 SHS ****SOLE 8000 0 0 D THIRD WAVE TECHNOLOGIES COMMON 88428W108 177 20536 SHS ****SOLE 20536 0 0 D THOMAS INDUSTRIES COMMON 884425109 112 2800 SHS ****SOLE 2800 0 0 D THOR INDUSTRIES COMMON 885160101 15017 405336 SHS ****SOLE 405245 57 34 D 3COM COMMON 885535104 292 70000 SHS ****SOLE 70000 0 0 D 3M COMMON 88579Y101 6555 79875 SHS ****SOLE 79875 0 0 D TIDEWATER COMMON 886423102 5 150 SHS ****SOLE 150 0 0 D TIERONE COMMON 88650R108 487 19600 SHS ****SOLE 19600 0 0 D TIFFANY & CO COMMON 886547108 503 15739 SHS ****SOLE 15739 0 0 D TIME WARNER COMMON 887317105 18798 966800 SHS ****SOLE 966800 0 0 D TORO COMMON 891092108 496 6100 SHS ****SOLE 6100 0 0 D TOTAL S.A. - ADR ADR 89151E109 178090 1621365 SHS ****SOLE 1600261 203 20901 D TOYOTA MOTOR - ADR ADR 892331307 159865 1952674 SHS ****SOLE 1928403 171 24100 D TRACTOR SUPPLY COMMON 892356106 8502 228500 SHS ****SOLE 228500 0 0 D TRANSKARYOTIC THERAPIES COMMON 893735100 14373 566100 SHS ****SOLE 566100 0 0 D TREX COMPANY COMMON 89531P105 221 4206 SHS ****SOLE 4206 0 0 D TRIAD GUARANTY COMMON 895925105 248 4100 SHS ****SOLE 4100 0 0 D TRIBUNE COMMON 896047107 970 23020 SHS ****SOLE 23020 0 0 D TRUSTMARK COMMON 898402102 435 14000 SHS ****SOLE 14000 0 0 D TUESDAY MORNING COMMON 899035505 923 30155 SHS ****SOLE 30155 0 0 D TYCO INTERNATIONAL COMMON 902124106 19039 532715 SHS ****SOLE 532715 0 0 D TYSON FOOD - CLASS A COMMON 902494103 2797 152000 SHS ****SOLE 152000 0 0 D UCBH HOLDINGS COMMON 90262T308 1807 39435 SHS ****SOLE 39435 0 0 D UGI COMMON 902681105 454 11100 SHS ****SOLE 11100 0 0 D US BANCORP COMMON 902973304 98853 3156228 SHS ****SOLE 3156228 0 0 D USANA HEALTH SCIENCES COMMON 90328M107 371 10849 SHS ****SOLE 10849 0 0 D USG COMMON 903293405 673 16700 SHS ****SOLE 16700 0 0 D ULTICOM COMMON 903844108 234 14609 SHS ****SOLE 14609 0 0 D UNIBANCO - GDR GDR 90458E107 380 11989 SHS ****SOLE 11989 0 0 D UNIFIRST COMMON 904708104 257 9100 SHS ****SOLE 9100 0 0 D UNION PACIFIC COMMON 907818108 42038 625091 SHS ****SOLE 607578 55 17458 D UNISYS COMMON 909214108 362 35600 SHS ****SOLE 35600 0 0 D UNITED DEFENSE INDUSTRIES COMMON 91018B104 12847 271879 SHS ****SOLE 271820 37 22 D UNITED DOMINION REALTY TRUST REIT 910197102 47616 1920000 SHS ****SOLE 1920000 0 0 D UNITED NATIONAL GROUP - A COMMON 91103X102 387 20800 SHS ****SOLE 20800 0 0 D UNITED ONLINE COMMON 911268100 198 17200 SHS ****SOLE 17200 0 0 D UNITED PARCEL SERVICE - CL B COMMON 911312106 7887 92290 SHS ****SOLE 92290 0 0 D UNITED RENTALS COMMON 911363109 32325 1710300 SHS ****SOLE 1710300 0 0 D UNITED STATES STEEL COMMON 912909108 124 2426 SHS ****SOLE 2426 0 0 D UNITED STATIONERS COMMON 913004107 12673 274299 SHS ****SOLE 274240 37 22 D UNITED TECHNOLOGIES COMMON 913017109 7322 70850 SHS ****SOLE 70832 18 0 D UNITED THERAPEUTICS COMMON 91307C102 105433 2335173 SHS ****SOLE 2335173 0 0 D UNITEDHEALTH GROUP COMMON 91324P102 20807 236357 SHS ****SOLE 236357 0 0 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 223 6400 SHS ****SOLE 6400 0 0 D UNIVERSAL ELECTRONICS COMMON 913483103 275 15600 SHS ****SOLE 15600 0 0 D UNIVERSAL TECHNICAL INSTITUTE COMMON 913915104 198 5200 SHS ****SOLE 5200 0 0 D UNIVISION COMMON 914906102 411 14050 SHS ****SOLE 14050 0 0 D UNOCAL COMMON 915289102 1469 33970 SHS ****SOLE 33970 0 0 D UNOVA COMMON 91529B106 1062 42000 SHS ****SOLE 42000 0 0 D UNUMPROVIDENT COMMON 91529Y106 7128 397310 SHS ****SOLE 396919 0 391 D UPM-KYMMENE OYJ - ADR ADR 915436109 127600 5716830 SHS ****SOLE 5642160 464 74206 D URBAN OUTFITTERS COMMON 917047102 29162 656800 SHS ****SOLE 656800 0 0 D VALASSIS COMMUNICATIONS COMMON 918866104 791 22600 SHS ****SOLE 22600 0 0 D VALERO ENERGY COMMON 91913Y100 1182 26040 SHS ****SOLE 26040 0 0 D VALUECLICK COMMON 92046N102 506 37934 SHS ****SOLE 37934 0 0 D VARCO INTERNATIONAL COMMON 922122106 6 200 SHS ****SOLE 200 0 0 D VARIAN COMMON 922206107 12356 301300 SHS ****SOLE 301300 0 0 D VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 1767 47928 SHS ****SOLE 44057 0 3871 D VARIAN MEDICAL SYSTEMS COMMON 92220P105 1872 43300 SHS ****SOLE 43300 0 0 D VEECO INSTRUMENTS COMMON 922417100 239 11336 SHS ****SOLE 11336 0 0 D VENTIV HEALTH COMMON 922793104 375 18473 SHS ****SOLE 18473 0 0 D VERITAS DGC COMMON 92343P107 635 28354 SHS ****SOLE 28354 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 43812 1081508 SHS ****SOLE 1056243 128 25137 D VESTA INSURANCE GROUP COMMON 925391104 193 52500 SHS ****SOLE 52500 0 0 D VIACOM CLASS B COMMON 925524308 121628 3342350 SHS ****SOLE 3342062 216 72 D VIASAT INC COMMON 92552V100 512 21089 SHS ****SOLE 21089 0 0 D VITAL SIGNS COMMON 928469105 237 6100 SHS ****SOLE 6100 0 0 D VODAFONE GROUP PLC - ADR ADR 92857W100 322 11750 SHS ****SOLE 11750 0 0 D VORNADO REALTY TRUST REIT 929042109 86628 1137900 SHS ****SOLE 1137900 0 0 D VOTORANTIM CELULOSE PAPEL- ADR ADR 92906P106 24814 1531700 SHS ****SOLE 1531700 0 0 D VULCAN MATERIALS COMMON 929160109 5 100 SHS ****SOLE 100 0 0 D WCI COMMUNITIES COMMON 92923C104 8358 284264 SHS ****SOLE 284213 32 19 D W-H ENERGY SERVICES COMMON 92925E108 14934 667910 SHS ****SOLE 667773 86 51 D WABTEC COMMON 929740108 14196 665829 SHS ****SOLE 665684 91 54 D WACHOVIA COMMON 929903102 37470 712367 SHS ****SOLE 691181 67 21119 D WAL MART STORES COMMON 931142103 18882 357475 SHS ****SOLE 357475 0 0 D WALGREEN COMMON 931422109 1052 27425 SHS ****SOLE 27425 0 0 D WALTER INDUSTRIES COMMON 93317Q105 17605 521938 SHS ****SOLE 521803 85 50 D WARNACO GROUP - CL A COMMON 934390402 1449 67100 SHS ****SOLE 67100 0 0 D WASHINGTON GROUP INTERNATIONAL COMMON 938862208 450 10900 SHS ****SOLE 10900 0 0 D WASHINGTON MUTUAL COMMON 939322103 39085 924432 SHS ****SOLE 898811 81 25540 D WASTE MANAGEMENT COMMON 94106L109 5503 183800 SHS ****SOLE 183800 0 0 D WATSCO COMMON 942622200 458 13000 SHS ****SOLE 13000 0 0 D WAUSAU-MOSINEE PAPER COMMON 943315101 8800 492694 SHS ****SOLE 492577 74 43 D WEBEX COMMUNICATIONS COMMON 94767L109 378 15900 SHS ****SOLE 15900 0 0 D WEBSTER FINANCIAL COMMON 947890109 50098 989305 SHS ****SOLE 982377 0 6928 D WELLPOINT COMMON 94973V107 44855 390045 SHS ****SOLE 389869 0 176 D WELLS FARGO COMMON 949746101 68441 1101225 SHS ****SOLE 1101063 117 45 D WEST COAST BANCORP/OREGON COMMON 952145100 460 18100 SHS ****SOLE 18100 0 0 D WEST COMMON 952355105 56253 1698977 SHS ****SOLE 1690140 0 8837 D WEST PHARMACEUTICAL SVCS COMMON 955306105 486 19400 SHS ****SOLE 19400 0 0 D WESTAR ENERGY COMMON 95709T100 254 11100 SHS ****SOLE 11100 0 0 D WESTCORP COMMON 957907108 61344 1335600 SHS ****SOLE 1335600 0 0 D WESTERN GAS RESOURCES COMMON 958259103 527 18000 SHS ****SOLE 18000 0 0 D WESTERN WIRELESS - CLASS A COMMON 95988E204 240 8200 SHS ****SOLE 8200 0 0 D WESTLAKE CHEMICAL COMMON 960413102 14340 429330 SHS ****SOLE 429239 57 34 D WESTWOOD ONE COMMON 961815107 66102 2454596 SHS ****SOLE 2454394 128 74 D WEYERHAEUSER COMMON 962166104 101865 1515390 SHS ****SOLE 1499734 50 15606 D WHIRLPOOL COMMON 963320106 3 50 SHS ****SOLE 50 0 0 D WHITING PETROLEUM COMMON 966387102 17521 579202 SHS ****SOLE 579073 81 48 D WILLIAMS-SONOMA COMMON 969904101 26924 768373 SHS ****SOLE 767914 0 459 D WIND RIVER SYSTEMS COMMON 973149107 209 15400 SHS ****SOLE 15400 0 0 D WISCONSIN ENERGY COMMON 976657106 189 5600 SHS ****SOLE 5600 0 0 D WOLVERINE WORLD WIDE COMMON 978097103 12117 385644 SHS ****SOLE 385569 47 28 D WORLD ACCEPTANCE COMMON 981419104 3219 117000 SHS ****SOLE 117000 0 0 D WORLD COLOR PRESS CNV CONVBD 981443AA2 309 300000 PRN ****SOLE 300000 0 0 D WORLD FUEL SERVICES COMMON 981475106 523 10500 SHS ****SOLE 10500 0 0 D WORTHINGTON INDUSTRIES COMMON 981811102 354 18100 SHS ****SOLE 18100 0 0 D WRIGHT MEDICAL GROUP COMMON 98235T107 302 10600 SHS ****SOLE 10600 0 0 D WRIGLEY COMMON 982526105 287 4150 SHS ****SOLE 4150 0 0 D WYETH COMMON 983024100 193676 4547460 SHS ****SOLE 4520300 283 26877 D WYNN RESORTS COMMON 983134107 118743 1774403 SHS ****SOLE 1765376 0 9027 D XM SATELLITE RADIO HOLD-CL A COMMON 983759101 26796 712274 SHS ****SOLE 711869 0 405 D XTO ENERGY COMMON 98385X106 9 250 SHS ****SOLE 250 0 0 D XILINX COMMON 983919101 706 23800 SHS ****SOLE 23800 0 0 D XEROX COMMON 984121103 41081 2415138 SHS ****SOLE 2340164 244 74730 D YAHOO! COMMON 984332106 1790 47500 SHS ****SOLE 47500 0 0 D YANKEE CANDLE COMMON 984757104 305 9200 SHS ****SOLE 9200 0 0 D YELLOW ROADWAY COMMON 985577105 12348 221647 SHS ****SOLE 221601 29 17 D YORK INTERNATIONAL COMMON 986670107 498 14425 SHS ****SOLE 14425 0 0 D YUM! BRANDS COMMON 988498101 7934 168175 SHS ****SOLE 168175 0 0 D ZIMMER HOLDINGS COMMON 98956P102 7047 87957 SHS ****SOLE 87957 0 0 D ZIONS BANCORPORATION COMMON 989701107 1534 22550 SHS ****SOLE 22550 0 0 D ACE LTD COMMON G0070K103 543 12700 SHS ****SOLE 12700 0 0 D AMDOCS LIMITED COMMON G02602103 11482 437422 SHS ****SOLE 437115 0 307 D ACCENTURE LTD COMMON G1150G111 18663 691240 SHS ****SOLE 691240 0 0 D BUNGE LIMITED COMMON G16962105 11311 198394 SHS ****SOLE 198351 27 16 D COOPER INDUSTRIES COMMON G24182100 665 9790 SHS ****SOLE 9790 0 0 D EVEREST RE GROUP COMMON G3223R108 4131 46125 SHS ****SOLE 46125 0 0 D GLOBAL CROSSING LTD COMMON G3921A175 96 5281 SHS ****SOLE 5281 0 0 D GLOBALSANTAFE COMMON G3930E101 250 7560 SHS ****SOLE 7560 0 0 D INGERSOLL-RAND - CLASS A COMMON G4776G101 854 10630 SHS ****SOLE 10630 0 0 D IPC HOLDINGS COMMON G4933P101 41245 947937 SHS ****SOLE 947937 0 0 D MONTPELIER RE HOLDINGS COMMON G62185106 577 15000 SHS ****SOLE 15000 0 0 D NABORS INDUSTRIES COMMON G6359F103 4705 91725 SHS ****SOLE 91725 0 0 D NOBLE COMMON G65422100 23471 471870 SHS ****SOLE 471698 100 72 D O2MICRO INTERNATIONAL COMMON G6797E106 20745 1813400 SHS ****SOLE 1813400 0 0 D PARTNERRE COMMON G6852T105 170288 2749242 SHS ****SOLE 2739927 0 9315 D PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 11771 378514 SHS ****SOLE 378433 51 30 D PXRE GROUP LTD COMMON G73018106 2773 110000 SHS ****SOLE 110000 0 0 D UTI WORLDWIDE COMMON G87210103 79917 1174910 SHS ****SOLE 1166284 0 8626 D TRANSOCEAN COMMON G90078109 789 18615 SHS ****SOLE 18615 0 0 D WEATHERFORD INTERNATIONAL COMMON G95089101 5 100 SHS ****SOLE 100 0 0 D XL CAPITAL LIMITED - CLASS A COMMON G98255105 893 11495 SHS ****SOLE 11385 70 40 D ALVARION LIMITED COMMON M0861T100 215 16172 SHS ****SOLE 16172 0 0 D AUDIOCODES COMMON M15342104 298 17929 SHS ****SOLE 17929 0 0 D CHECK POINT COMMON M22465104 5971 242434 SHS ****SOLE 242140 0 294 D RADVISION COMMON M81869105 211 15628 SHS ****SOLE 15628 0 0 D ASM HOLDING N V NYSHRS N07059111 26317 1654024 SHS ****SOLE 1653198 0 826 D BANCO LATINOAMERICANO EXPORT COMMON P16994132 18283 916900 SHS ****SOLE 916900 0 0 D KERZNER INTERNATIONAL COMMON P6065Y107 46613 776244 SHS ****SOLE 771398 0 4846 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 56201 1032340 SHS ****SOLE 1031950 0 390 D STELMAR SHIPPING LIMITED COMMON V8726M103 501 10500 SHS ****SOLE 10500 0 0 S REPORT SUMMARY 1210 DATA RECORDS 23362086 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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