-----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, SlX76uQ5FI5Enj3kfT9KiwEc04Cpk3IjCzq6bmG+BKY3JV7Hy1alqfjiFpjFP2s+ TO43TU2Gln5y7ruVq4OxyQ== 0000727770-06-000002.txt : 20060207 0000727770-06-000002.hdr.sgml : 20060207 20060207133946 ACCESSION NUMBER: 0000727770-06-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060207 DATE AS OF CHANGE: 20060207 EFFECTIVENESS DATE: 20060207 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: 06584818 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 dmbt4q05.txt 13F FILING - DMBT 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: 12-31-2005 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: CINDY LINDENBERG SENIOR COMPLIANCE OFFICER PHONE: 215 255 2152 SIGNATURE, PLACE AND DATE OF SIGNING /s/CINDY LINDENBERG, PHILADELPHIA PA DATE: 02-07-2006 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: 1,266 FORM 13F INFORMATION TABLE VALUE TOTAL: $37,623,395 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 ADC TELECOMMUNICATIONS COMMON 000886309 9986 447117 SHS ****SOLE 446743 0 374 D AFLAC COMMON 001055102 227 4900 SHS ****SOLE 4900 0 0 D AGCO COMMON 001084102 482 29100 SHS ****SOLE 29100 0 0 D AK STEEL HOLDING COMMON 001547108 359 45150 SHS ****SOLE 45150 0 0 D AMB PROPERTY REIT 00163T109 46356 942770 SHS ****SOLE 942770 0 0 D AMR COMMON 001765106 176 7935 SHS ****SOLE 7935 0 0 D ASV COMMON 001963107 786 31482 SHS ****SOLE 31482 0 0 D A T & T COMMON 00206R102 121559 4963615 SHS ****SOLE 4935432 3100 25083 D ATP OIL & GAS COMMON 00208J108 607 16389 SHS ****SOLE 16389 0 0 D AAMES INVESTMENTS REIT 00253G108 547 84700 SHS ****SOLE 84700 0 0 D ABBOTT LABS COMMON 002824100 116339 2950514 SHS ****SOLE 2935184 1519 13811 D ABERCROMBIE & FITCH CLASS A COMMON 002896207 1610 24700 SHS ****SOLE 24700 0 0 D ACTIVISION COMMON 004930202 11451 833400 SHS ****SOLE 833400 0 0 D ACUITY BRANDS COMMON 00508Y102 1770 55650 SHS ****SOLE 55650 0 0 D ACXIOM COMMON 005125109 18396 799819 SHS ****SOLE 799618 158 43 D ADAMS RESPIRATORY THERAPEUTICS COMMON 00635P107 707 17400 SHS ****SOLE 17400 0 0 D ADEZA BIOMEDICAL COMMON 006864102 548 26055 SHS ****SOLE 26055 0 0 D ADMINISTAFF COMMON 007094105 549 13050 SHS ****SOLE 13050 0 0 D A.F.P. 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NY SHS NYSHRS 167250109 328 13000 SHS ****SOLE 13000 0 0 D CHICAGO MERCANTILE EXCHANGE COMMON 167760107 437684 1192489 SHS ****SOLE 1119363 69626 3500 D CHICO'S FAS COMMON 168615102 12030 273850 SHS ****SOLE 273850 0 0 D CHILDREN'S PLACE COMMON 168905107 665 13450 SHS ****SOLE 13450 0 0 D CHIQUITA BRANDS INTERNATIONAL COMMON 170032809 440 22000 SHS ****SOLE 22000 0 0 D CHRISTOPHER & BANKS COMMON 171046105 149 7950 SHS ****SOLE 7950 0 0 D CHUBB COMMON 171232101 129224 1323337 SHS ****SOLE 1314954 888 7495 D CHUNGHWA TELECOM - ADR ADR 17133Q205 41816 2278778 SHS ****SOLE 2278778 0 0 D CIMAREX ENERGY COMMON 171798101 65 1500 SHS ****SOLE 1500 0 0 D CINERGY COMMON 172474108 102 2400 SHS ****SOLE 2400 0 0 D CIRCUIT CITY STORES COMMON 172737108 161 7120 SHS ****SOLE 7120 0 0 D CISCO SYSTEMS COMMON 17275R102 74522 4352920 SHS ****SOLE 4352765 155 0 D CITIGROUP COMMON 172967101 192875 3974355 SHS ****SOLE 3974355 0 0 D CITRIX SYSTEMS COMMON 177376100 671 23341 SHS ****SOLE 22737 76 528 D CITY HOLDING CO COMMON 177835105 661 18400 SHS ****SOLE 18400 0 0 D CITY NATIONAL COMMON 178566105 57631 795571 SHS ****SOLE 789884 245 5442 D CLAIRE'S STORES COMMON 179584107 159 5450 SHS ****SOLE 5450 0 0 D CLARK COMMON 181457102 404 30500 SHS ****SOLE 30500 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 5238 166565 SHS ****SOLE 166565 0 0 D CLOROX COMMON 189054109 2557 44950 SHS ****SOLE 44950 0 0 D COACH COMMON 189754104 197720 5930411 SHS ****SOLE 5904922 1131 24358 D COCA COLA COMMON 191216100 4242 105245 SHS ****SOLE 105245 0 0 D KENNETH COLE PRODUCTIONS-A COMMON 193294105 9457 370863 SHS ****SOLE 370737 118 8 D COLES MYER - ADR ADR 193870409 76400 1283158 SHS ****SOLE 1267386 6919 8853 D COLGATE-PALMOLIVE COMMON 194162103 71 1300 SHS ****SOLE 1300 0 0 D COLONIAL BANCGROUP COMMON 195493309 31082 1304867 SHS ****SOLE 1304550 248 69 D COMCAST - CLASS A COMMON 20030N101 5552 213975 SHS ****SOLE 213975 0 0 D COMCAST - SPECIAL CLASS A COMMON 20030N200 2893 112625 SHS ****SOLE 112625 0 0 D COMERICA COMMON 200340107 6 100 SHS ****SOLE 100 0 0 D COMMERCIAL CAPITAL BANCORP COMMON 20162L105 564 32950 SHS ****SOLE 32950 0 0 D COMMERCIAL METALS COMPANY COMMON 201723103 751 20000 SHS ****SOLE 20000 0 0 D COMMSCOPE COMMON 203372107 16774 833295 SHS ****SOLE 832983 265 47 D COMMUNITY HEALTH SYSTEMS COMMON 203668108 127 3320 SHS ****SOLE 3320 0 0 D CIA VALE DO RIO DOCE - ADR ADR 204412100 27559 760259 SHS ****SOLE 760259 0 0 D CIA VALE DO RIO DOCE - ADR ADR 204412209 62 1500 SHS ****SOLE 1500 0 0 D CIA SANEAMENTO BASICO - ADR ADR 20441A102 13 797 SHS ****SOLE 797 0 0 D COMPASS BANCSHARES COMMON 20449H109 9237 191288 SHS ****SOLE 191228 48 12 D COMPUCREDIT COMMON 20478N100 469 12200 SHS ****SOLE 12200 0 0 D COMPUTER ASSOCIATES INTL COMMON 204912109 7 265 SHS ****SOLE 0 0 265 D COMPUWARE COMMON 205638109 137 15325 SHS ****SOLE 15325 0 0 D COMSTOCK HOMEBUILDING - A COMMON 205684103 205 14500 SHS ****SOLE 14500 0 0 D COMTECH TELECOMMUNICATIONS COMMON 205826209 282 9239 SHS ****SOLE 9239 0 0 D CONAGRA COMMON 205887102 101547 5007245 SHS ****SOLE 4983281 2620 21344 D CONCEPTUS COMMON 206016107 11317 896786 SHS ****SOLE 896786 0 0 D CONCUR TECHNOLOGIES COMMON 206708109 380 29500 SHS ****SOLE 29500 0 0 D CONN'S COMMON 208242107 514 13950 SHS ****SOLE 13950 0 0 D CONOCOPHILLIPS COMMON 20825C104 128681 2211775 SHS ****SOLE 2199287 1291 11197 D CONOR MEDSYSTEMS COMMON 208264101 8040 415496 SHS ****SOLE 415496 0 0 D CONSECO COMMON 208464883 489 21100 SHS ****SOLE 21100 0 0 D CONSTELLATION BRANDS COMMON 21036P108 18430 702615 SHS ****SOLE 702389 183 43 D COOPER CAMERON COMMON 216640102 5121 123700 SHS ****SOLE 123700 0 0 D CORNING COMMON 219350105 2884 146700 SHS ****SOLE 146700 0 0 D CORPORATE EXECUTIVE BOARD COMMON 21988R102 160 1780 SHS ****SOLE 1780 0 0 D COSI COMMON 22122P101 3694 445100 SHS ****SOLE 445100 0 0 D COSTCO WHOLESALE COMMON 22160K105 136 2750 SHS ****SOLE 2750 0 0 D COUNTRYWIDE FINANCIAL COMMON 222372104 10203 298428 SHS ****SOLE 298428 0 0 D COVENTRY HEALTH CARE COMMON 222862104 384 6742 SHS ****SOLE 6742 0 0 D CRANE COMMON 224399105 18163 514957 SHS ****SOLE 514722 207 28 D CRESCENT REAL ESTATE EQUITIE REIT 225756105 3457 174400 SHS ****SOLE 174400 0 0 D CRESCENT REAL 6.75% CNV PFD CONVPF 225756204 1339 62600 SHS ****SOLE 62600 0 0 D CROWN CASTLE COMMON 228227104 2145 79700 SHS ****SOLE 79700 0 0 D CROWN HOLDINGS COMMON 228368106 21434 1097501 SHS ****SOLE 1097247 198 56 D CTRIP.COM INTERNATIONAL - ADR ADR 22943F100 290 5017 SHS ****SOLE 5017 0 0 D CUMMINS ENGINE COMMON 231021106 3659 40775 SHS ****SOLE 40775 0 0 D CYMER COMMON 232572107 53357 1502573 SHS ****SOLE 1493986 528 8059 D CYTEC INDUSTRIES COMMON 232820100 1862 39100 SHS ****SOLE 39100 0 0 D CYTYC COMMON 232946103 57399 2033291 SHS ****SOLE 2021166 467 11658 D DRS TECHNOLOGIES COMMON 23330X100 542 10550 SHS ****SOLE 10550 0 0 D D.R. HORTON COMMON 23331A109 8289 232000 SHS ****SOLE 232000 0 0 D DST SYSTEMS COMMON 233326107 3060 51075 SHS ****SOLE 51075 0 0 D DTE ENERGY COMMON 233331107 30 700 SHS ****SOLE 700 0 0 D DSW - CL A COMMON 23334L102 30693 1170592 SHS ****SOLE 1161428 369 8795 D DADE BEHRING HOLDINGS COMMON 23342J206 10823 264671 SHS ****SOLE 264434 29 208 D DANAHER COMMON 235851102 4267 76500 SHS ****SOLE 76500 0 0 D DARDEN RESTAURANTS COMMON 237194105 175 4510 SHS ****SOLE 4510 0 0 D DEAN FOODS COMMON 242370104 60 1600 SHS ****SOLE 1600 0 0 D DEERE AND CO COMMON 244199105 6375 93605 SHS ****SOLE 93605 0 0 D DEL MONTE FOODS CO. COMMON 24522P103 18020 1727692 SHS ****SOLE 1727085 543 64 D DELL COMMON 24702R101 11905 397165 SHS ****SOLE 397165 0 0 D DELPHI FINANCIAL GROUP-CL A COMMON 247131105 59025 1282862 SHS ****SOLE 1280042 138 2682 D DELTA APPAREL COMMON 247368103 467 30000 SHS ****SOLE 30000 0 0 D DESARROLLADORA HOMEX - ADR ADR 25030W100 382 12458 SHS ****SOLE 12458 0 0 D DEVELOPERS DIVERS REALTY REIT 251591103 42856 911450 SHS ****SOLE 911450 0 0 D DEVON ENERGY COMMON 25179M103 1925 30775 SHS ****SOLE 30775 0 0 D DIAGNOSTIC PRODUCTS COMMON 252450101 11810 243256 SHS ****SOLE 243205 48 3 D DIAMONDBACK HOSPITALITY REIT 252784301 226 18900 SHS ****SOLE 18900 0 0 D DIGENE COMMON 253752109 49144 1684757 SHS ****SOLE 1675201 405 9151 D DIGITAL RIVER COMMON 25388B104 401 13475 SHS ****SOLE 13475 0 0 D DIGITAS COMMON 25388K104 367 29300 SHS ****SOLE 29300 0 0 D DIME COMMUNITY BANCSHARES COMMON 253922108 334 22850 SHS ****SOLE 22850 0 0 D DIONEX COMMON 254546104 437 8900 SHS ****SOLE 8900 0 0 D DIRECT GENERAL COMMON 25456W204 580 34300 SHS ****SOLE 34300 0 0 D WALT DISNEY COMMON 254687106 70580 2944505 SHS ****SOLE 2944505 0 0 D DISCOVERY HOLDING CO COMMON 25468Y107 643 42470 SHS ****SOLE 42470 0 0 D DOBSON COMMUNICATIONS - CL A COMMON 256069105 1186 158100 SHS ****SOLE 158100 0 0 D DOLLAR TREE STORES COMMON 256747106 16637 694972 SHS ****SOLE 694729 204 39 D DOMINION RESOURCES - VIRGINIA COMMON 25746U109 44252 573211 SHS ****SOLE 573211 0 0 D DONALDSON CO COMMON 257651109 922 29000 SHS ****SOLE 29000 0 0 D DONNELLEY AND SONS COMMON 257867101 342 10000 SHS ****SOLE 10000 0 0 D DOW CHEMICAL COMMON 260543103 73304 1672850 SHS ****SOLE 1672850 0 0 D DOWNEY FINANCIAL COMMON 261018105 851 12435 SHS ****SOLE 12435 0 0 D DRIL-QUIP COMMON 262037104 420 8900 SHS ****SOLE 8900 0 0 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 169167 3980381 SHS ****SOLE 3962225 1895 16261 D DUKE REALTY REIT 264411505 6303 188700 SHS ****SOLE 188700 0 0 D DUN & BRADSTREET COMMON 26483E100 14329 213990 SHS ****SOLE 213797 22 171 D EMC COMMON 268648102 5944 436450 SHS ****SOLE 436450 0 0 D ENSCO INTERNATIONAL COMMON 26874Q100 3113 70200 SHS ****SOLE 70200 0 0 D EOG RESOURCES COMMON 26875P101 5018 68390 SHS ****SOLE 68390 0 0 D E*TRADE GROUP COMMON 269246104 912 43700 SHS ****SOLE 43700 0 0 D EARTHLINK COMMON 270321102 459 41350 SHS ****SOLE 41350 0 0 D EATON COMMON 278058102 34 500 SHS ****SOLE 500 0 0 D EBAY COMMON 278642103 436067 10101248 SHS ****SOLE 9520311 548937 32000 D ECOLAB COMMON 278865100 281 7750 SHS ****SOLE 7750 0 0 D EDISON INTERNATIONAL COMMON 281020107 4719 108200 SHS ****SOLE 108200 0 0 D EDO COMMON 281347104 484 17900 SHS ****SOLE 17900 0 0 D EDUCATION REALTY TRUST REIT 28140H104 7048 546803 SHS ****SOLE 546554 249 0 D EDWARDS LIFESCIENCES COMMON 28176E108 250 6000 SHS ****SOLE 6000 0 0 D EL PASO ELECTRIC COMPANY COMMON 283677854 15238 724248 SHS ****SOLE 724068 140 40 D EL PASO ENERGY 4.75% CNV PFD CONVPF 283678209 1143 34600 SHS ****SOLE 34600 0 0 D ELECTRONICS ARTS COMMON 285512109 874 16700 SHS ****SOLE 16700 0 0 D ELECTRONIC DATA SYSTEMS COMMON 285661104 3632 151100 SHS ****SOLE 151100 0 0 D ELKCORP COMMON 287456107 707 21000 SHS ****SOLE 21000 0 0 D EMBRATEL PARTICIPACOES - ADR ADR 29081N209 31 2125 SHS ****SOLE 2125 0 0 D EMERSON ELECTRIC COMMON 291011104 935 12515 SHS ****SOLE 12515 0 0 D EMULEX COMMON 292475209 15297 772989 SHS ****SOLE 772710 236 43 D ENCANA COMMON 292505104 201 4450 SHS ****SOLE 4450 0 0 D ENCYSIVE PHARMACEUTICALS COMMON 29256X107 52684 6677338 SHS ****SOLE 6629736 2232 45370 D ENDESA - ADR ADR 29258N107 92489 3555907 SHS ****SOLE 3505716 19476 30715 D ENDO PHARMACEUTICALS HOLDINGS COMMON 29264F205 1696 56051 SHS ****SOLE 55998 53 0 D ENERGY EAST COMMON 29266M109 32 1400 SHS ****SOLE 1400 0 0 D ENERGIZER HOLDINGS COMMON 29266R108 103 2065 SHS ****SOLE 2065 0 0 D ENERGY PARTNERS LTD COMMON 29270U105 17899 821469 SHS ****SOLE 821156 268 45 D ENGLEHARD COMMON 292845104 1744 57850 SHS ****SOLE 57850 0 0 D ENTEGRIS COMMON 29362U104 12763 1354833 SHS ****SOLE 1354560 266 7 D ENTERGY COMMON 29364G103 1173 17090 SHS ****SOLE 17090 0 0 D ENTRAVISION COMMUNICATIONS COMMON 29382R107 854 120000 SHS ****SOLE 120000 0 0 D EQUITY INNS REIT 294703103 514 37900 SHS ****SOLE 37900 0 0 D EQUITY LIFESTYLE PROPERTIES REIT 29472R108 22748 511200 SHS ****SOLE 511200 0 0 D EQUITY OFFICE PROPERTIES TRUST REIT 294741103 85220 2809746 SHS ****SOLE 2809746 0 0 D ESCO TECHNOLOGIES COMMON 296315104 17066 383600 SHS ****SOLE 383600 0 0 D ESSEX COMMON 296744105 244 14300 SHS ****SOLE 14300 0 0 D ESSEX PROPERTY TRUST REIT 297178105 47704 517400 SHS ****SOLE 517400 0 0 D EURONET WORLDWIDE COMMON 298736109 26848 965757 SHS ****SOLE 965757 0 0 D EXELON COMMON 30161N101 27979 526514 SHS ****SOLE 526514 0 0 D EXELIXIS COMMON 30161Q104 28213 2995030 SHS ****SOLE 2970135 1004 23891 D EXPEDITORS INTERNATIONAL COMMON 302130109 430494 6384268 SHS ****SOLE 6024605 341407 18256 D EXPRESS SCRIPTS-CL A COMMON 302182100 9404 112225 SHS ****SOLE 112065 62 98 D EXPRESSJET HOLDINGS COMMON 30218U108 256 31650 SHS ****SOLE 31650 0 0 D EXXON MOBIL COMMON 30231G102 218515 3890229 SHS ****SOLE 3877139 1347 11743 D FBL FINANCIAL GROUP - CLASS A COMMON 30239F106 463 14100 SHS ****SOLE 14100 0 0 D FMC COMMON 302491303 1398 26300 SHS ****SOLE 26300 0 0 D FMC TECHNOLOGIES COMMON 30249U101 901 21000 SHS ****SOLE 21000 0 0 D FPL GROUP COMMON 302571104 34474 829490 SHS ****SOLE 829490 0 0 D FAIR ISAAC & COMPANY COMMON 303250104 155 3505 SHS ****SOLE 3505 0 0 D FAIRCHILD SEMICONDUCTOR - CL A COMMON 303726103 15769 932498 SHS ****SOLE 918157 579 13762 D FAIRMONT HOTELS & RESORTS COMMON 305204109 81 1900 SHS ****SOLE 1900 0 0 D FAIRPOINT COMMUNICATIONS COMMON 305560104 7332 707632 SHS ****SOLE 707504 128 0 D FARO TECHNOLOGIES COMMON 311642102 3400 170000 SHS ****SOLE 170000 0 0 D FREDDIE MAC COMMON 313400301 7811 119525 SHS ****SOLE 119525 0 0 D FEDERAL NATIONAL MORTGAGE COMMON 313586109 6306 129200 SHS ****SOLE 129200 0 0 D FEDERAL REALTY INVS TRUST REIT 313747206 51929 856200 SHS ****SOLE 856200 0 0 D FEDERAL SIGNAL COMMON 313855108 4559 303735 SHS ****SOLE 303660 69 6 D FEDERATED DEPARTMENT STORES COMMON 31410H101 5599 84405 SHS ****SOLE 84405 0 0 D FEDEX COMMON 31428X106 14811 143253 SHS ****SOLE 143253 0 0 D FERRO COMMON 315405100 398 21200 SHS ****SOLE 21200 0 0 D F5 NETWORKS COMMON 315616102 79592 1391713 SHS ****SOLE 1386490 236 4987 D FIELDSTONE INVESTMENT REIT 31659U300 754 63600 SHS ****SOLE 63600 0 0 D FILENET COMMON 316869106 521 20150 SHS ****SOLE 20150 0 0 D FINANCIAL FEDERAL COMMON 317492106 961 21609 SHS ****SOLE 21370 239 0 D THE FINISH LINE - CLASS A COMMON 317923100 523 30000 SHS ****SOLE 30000 0 0 D FIRST CASH FINANCIAL COMMON 31942D107 18114 621184 SHS ****SOLE 621184 0 0 D FIRST DATA COMMON 319963104 430156 10014676 SHS ****SOLE 9415622 567054 32000 D FIRST HORIZON NATIONAL COMMON 320517105 4 100 SHS ****SOLE 100 0 0 D FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 45581 2642393 SHS ****SOLE 2622268 1002 19123 D FIRST INDUSTRIAL REALTY REIT 32054K103 424 11000 SHS ****SOLE 11000 0 0 D FIRST MARBLEHEAD COMMON 320771108 506 15400 SHS ****SOLE 15400 0 0 D FIRST POTOMAC REALTY TRUST REIT 33610F109 13492 507200 SHS ****SOLE 507200 0 0 D FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 465 19350 SHS ****SOLE 19350 0 0 D FIRST REPUBLIC BANK COMMON 336158100 22264 601571 SHS ****SOLE 601419 120 32 D FISERV COMMON 337738108 147 3400 SHS ****SOLE 3400 0 0 D FIRSTFED FINANCIAL COMMON 337907109 545 10000 SHS ****SOLE 10000 0 0 D FLAGSTAR BANCORP COMMON 337930101 398 27650 SHS ****SOLE 27650 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 87803 1419393 SHS ****SOLE 1412407 294 6692 D FLORIDA EAST COAST - CL A COMMON 340632108 136 3200 SHS ****SOLE 3200 0 0 D FLORIDA ROCK INDS COMMON 341140101 368 7500 SHS ****SOLE 7500 0 0 D FLUOR COMMON 343412102 211 2725 SHS ****SOLE 2725 0 0 D FLOWERS FOODS COMMON 343498101 857 31100 SHS ****SOLE 31100 0 0 D FLOWSERVE COMMON 34354P105 3111 78650 SHS ****SOLE 78650 0 0 D FOCUS MEDIA HOLDING - ADR ADR 34415V109 1175 34800 SHS ****SOLE 34800 0 0 D FOOT LOCKER COMMON 344849104 2005 85000 SHS ****SOLE 85000 0 0 D FOREST CITY ENTERPRISES-CL A COMMON 345550107 216 5700 SHS ****SOLE 5700 0 0 D FOREST LABORATORIES COMMON 345838106 24 600 SHS ****SOLE 600 0 0 D FOREST OIL COMMON 346091705 286 6275 SHS ****SOLE 6275 0 0 D FORMFACTOR COMMON 346375108 11652 476921 SHS ****SOLE 468404 302 8215 D FORTUNE BRANDS COMMON 349631101 4592 58855 SHS ****SOLE 58855 0 0 D FOUNDATION COAL HOLDINGS COMMON 35039W100 1516 39900 SHS ****SOLE 39900 0 0 D FOUNDRY NETWORKS COMMON 35063R100 6115 442789 SHS ****SOLE 413036 1186 28567 D 4KIDS ENTERTAINMENT COMMON 350865101 351 22350 SHS ****SOLE 22350 0 0 D FOUR SEASON HOTELS COMMON 35100E104 956 19215 SHS ****SOLE 19215 0 0 D FRANKLIN RESOURCES COMMON 354613101 2606 27720 SHS ****SOLE 27720 0 0 D FREEPORT MCMORAN COPPER - B COMMON 35671D857 4557 84700 SHS ****SOLE 84700 0 0 D FREESCALE SEMICONDUCTOR-B COMMON 35687M206 74 2951 SHS ****SOLE 2951 0 0 D FRIEDMAN BILLINGS RAMSEY - A COMMON 358434108 2700 272760 SHS ****SOLE 272760 0 0 D FRONTIER FINANCIAL COMMON 35907K105 685 21400 SHS ****SOLE 21400 0 0 D FULLER (H.B.) COMMON 359694106 16750 522289 SHS ****SOLE 522157 103 29 D FURNITURE BRANDS INTERNATIONAL COMMON 360921100 12339 552569 SHS ****SOLE 552486 83 0 D GANNETT COMMON 364730101 194 3200 SHS ****SOLE 3200 0 0 D GAP COMMON 364760108 119635 6781999 SHS ****SOLE 6741980 4179 35840 D GEN-PROBE COMMON 36866T103 422 8650 SHS ****SOLE 8650 0 0 D GEMSTAR-TV GUIDE INTERNATIONAL COMMON 36866W106 626 240000 SHS ****SOLE 240000 0 0 D GENENTECH COMMON 368710406 609675 6599423 SHS ****SOLE 6211118 368305 20000 D GENERAL DYNAMICS COMMON 369550108 5374 47120 SHS ****SOLE 47120 0 0 D GENERAL ELECTRIC COMMON 369604103 126244 3601815 SHS ****SOLE 3601815 0 0 D GENERAL GROWTH PROPERTIES REIT 370021107 75701 1611006 SHS ****SOLE 1611006 0 0 D GENERAL MILLS COMMON 370334104 113 2300 SHS ****SOLE 2300 0 0 D GENERAL MOTORS COMMON 370442105 2431 125200 SHS ****SOLE 125200 0 0 D GENTEX COMMON 371901109 2129 109168 SHS ****SOLE 108582 586 0 D GENLYTE GROUP COMMON 372302109 1872 34950 SHS ****SOLE 34950 0 0 D GENUINE PARTS COMMON 372460105 35 800 SHS ****SOLE 800 0 0 D GENWORTH FINANCIAL - CL A COMMON 37247D106 1048 30300 SHS ****SOLE 30300 0 0 D GENZYME - GENERAL DIVISION COMMON 372917104 3159 44627 SHS ****SOLE 44627 0 0 D GERBER SCIENTIFIC COMMON 373730100 239 25000 SHS ****SOLE 25000 0 0 D GERDAU - ADR ADR 373737105 195 11684 SHS ****SOLE 11684 0 0 D GERON COMMON 374163103 412 47900 SHS ****SOLE 47900 0 0 D GETTY IMAGES COMMON 374276103 68112 762988 SHS ****SOLE 755564 327 7097 D GIANT INDUSTRIES COMMON 374508109 333 6400 SHS ****SOLE 6400 0 0 D GIBRALTAR INDUSTRIES COMMON 374689107 15644 681959 SHS ****SOLE 681716 206 37 D GILEAD SCIENCES COMMON 375558103 5830 110815 SHS ****SOLE 110815 0 0 D GLAXOSMITHKLINE - ADR ADR 37733W105 332143 6579693 SHS ****SOLE 6496382 34290 49021 D GLENAYRE TECHNOLOGIES COMMON 377899109 282 86823 SHS ****SOLE 86823 0 0 D GLIMCHER REALTY TRUST REIT 379302102 469 19300 SHS ****SOLE 19300 0 0 D GLOBAL PAYMENT COMMON 37940X102 901 19328 SHS ****SOLE 19134 194 0 D GOLDEN WEST FINANCIAL COMMON 381317106 337 5100 SHS ****SOLE 5100 0 0 D GOLDMAN SACHS GROUP COMMON 38141G104 15357 120248 SHS ****SOLE 120248 0 0 D GOLF GALAXY COMMON 381639103 2398 125200 SHS ****SOLE 125200 0 0 D GOODRICH COMMON 382388106 33001 802937 SHS ****SOLE 802937 0 0 D GOODYEAR TIRE & RUBBER COMMON 382550101 158 9115 SHS ****SOLE 9115 0 0 D GOOGLE - CL A COMMON 38259P508 9358 22557 SHS ****SOLE 22557 0 0 D GOVERNMENT PROPERTIES TRUST REIT 38374W107 43 4600 SHS ****SOLE 4600 0 0 D GRACO COMMON 384109104 18780 514809 SHS ****SOLE 514254 265 290 D GRAFTECH INTERNATIONAL COMMON 384313102 187 30000 SHS ****SOLE 30000 0 0 D GRAINGER (W.W.) COMMON 384802104 1328 18680 SHS ****SOLE 18680 0 0 D GRAMERCY CAPITAL REIT 384871109 6265 275000 SHS ****SOLE 275000 0 0 D GRANT PRIDECO COMMON 38821G101 6727 152475 SHS ****SOLE 152475 0 0 D GRAY TELEVISION - CL B COMMON 389375106 240 24400 SHS ****SOLE 24400 0 0 D GREAT WOLF RESORTS COMMON 391523107 12181 1181500 SHS ****SOLE 1181500 0 0 D GREATER BAY BANCORP COMMON 391648102 19569 763817 SHS ****SOLE 763540 231 46 D GREEN MOUNTAIN COFFEE ROASTERS COMMON 393122106 1022 25169 SHS ****SOLE 25169 0 0 D GREY WOLF COMMON 397888108 20227 2616721 SHS ****SOLE 2615939 638 144 D GRIFFON COMMON 398433102 14484 608334 SHS ****SOLE 608034 265 35 D GROUP 1 AUTOMOTIVE COMMON 398905109 264 8400 SHS ****SOLE 8400 0 0 D GRUPO TELEVISA - ADR ADR 40049J206 35396 439700 SHS ****SOLE 439700 0 0 D GTECH HOLDINGS COMMON 400518106 21466 676298 SHS ****SOLE 676035 263 0 D GRUPO AEROPORTUARIO SUR - ADR ADR 40051E202 12428 384300 SHS ****SOLE 384300 0 0 D GUITAR CENTER COMMON 402040109 29444 588772 SHS ****SOLE 588772 0 0 D HCA COMMON 404119109 6746 133585 SHS ****SOLE 133585 0 0 D HCC INSURANCE HOLDINGS COMMON 404132102 2841 95741 SHS ****SOLE 91879 153 3709 D HNI COMMON 404251100 18 325 SHS ****SOLE 325 0 0 D HALLIBURTON COMMON 406216101 2575 41567 SHS ****SOLE 41567 0 0 D HANOVER INSURANCE COMMON 410867105 39021 934202 SHS ****SOLE 928683 201 5318 D HARLEYSVILLE GROUP COMMON 412824104 11370 429058 SHS ****SOLE 428751 284 23 D HARMAN INTERNATIONAL COMMON 413086109 1566 16000 SHS ****SOLE 16000 0 0 D HARSCO COMMON 415864107 21314 315704 SHS ****SOLE 315605 83 16 D HARTFORD FIN'L SERVICES GROUP COMMON 416515104 126552 1473426 SHS ****SOLE 1463716 994 8716 D HASBRO COMMON 418056107 940 46600 SHS ****SOLE 46600 0 0 D HEALTHCARE SERVICES GROUP COMMON 421906108 480 23175 SHS ****SOLE 23175 0 0 D HEALTHEXTRAS COMMON 422211102 474 18900 SHS ****SOLE 18900 0 0 D HEARST-ARGYLE TELEVISION COMMON 422317107 4 150 SHS ****SOLE 150 0 0 D HEARTLAND EXPRESS COMMON 422347104 1116 55000 SHS ****SOLE 55000 0 0 D HEINZ H J COMMON 423074103 1893 56125 SHS ****SOLE 56125 0 0 D HELMERICH & PAYNE COMMON 423452101 123 1985 SHS ****SOLE 1985 0 0 D HENRY (JACK) & ASSOCIATES COMMON 426281101 22223 1164415 SHS ****SOLE 1148453 636 15326 D HERCULES COMMON 427056106 1243 110000 SHS ****SOLE 110000 0 0 D HERSHA HOSPITALITY TRUST REIT 427825104 16514 1832900 SHS ****SOLE 1832900 0 0 D HERSHEY COMPANY COMMON 427866108 28 500 SHS ****SOLE 500 0 0 D HEWLETT PACKARD COMMON 428236103 132582 4630868 SHS ****SOLE 4599169 3199 28500 D HIBBETT SPORTING GOODS COMMON 428565105 45004 1580208 SHS ****SOLE 1580208 0 0 D HIGHLAND HOSPITALITY REIT 430141101 12901 1167517 SHS ****SOLE 1167077 417 23 D HITACHI LTD -ADR ADR 433578507 170518 2529935 SHS ****SOLE 2497947 13254 18734 D HOLLY COMMON 435758305 698 11850 SHS ****SOLE 11850 0 0 D HOME DEPOT COMMON 437076102 17924 442796 SHS ****SOLE 442796 0 0 D HOME PROPERTIES OF NY REIT 437306103 467 11450 SHS ****SOLE 11450 0 0 D HONEYWELL INTERNATIONAL COMMON 438516106 37262 1000321 SHS ****SOLE 1000321 0 0 D HOST MARRIOTT REIT 44107P104 26494 1398094 SHS ****SOLE 1397018 69 1007 D HOUSEVALUES COMMON 44183Y102 10862 833200 SHS ****SOLE 833200 0 0 D HOVNANIAN ENTERPRISES-A COMMON 442487203 4006 80700 SHS ****SOLE 80700 0 0 D HUB GROUP COMMON 443320106 613 17350 SHS ****SOLE 17350 0 0 D HUDSON UNITED BANCORP COMMON 444165104 4 100 SHS ****SOLE 100 0 0 D HUGHES SUPPLY COMMON 444482103 876 24425 SHS ****SOLE 24425 0 0 D HUMANA COMMON 444859102 686 12635 SHS ****SOLE 12635 0 0 D HUNT (JB) TRANSPRT SVCS COMMON 445658107 58320 2575966 SHS ****SOLE 2564008 474 11484 D HUNTINGTON BANCSHARES COMMON 446150104 113163 4764732 SHS ****SOLE 4737963 3140 23629 D HUTCHINSON TECHNOLOGY COMMON 448407106 28376 997400 SHS ****SOLE 997400 0 0 D HYDRIL COMMON 448774109 52346 836208 SHS ****SOLE 831394 175 4639 D HYPERION SOLUTIONS COMMON 44914M104 4621 128995 SHS ****SOLE 123788 128 5079 D IAC/INTERACTIVECORP COMMON 44919P300 82 2900 SHS ****SOLE 2900 0 0 D ICU MEDICAL COMMON 44930G107 490 12500 SHS ****SOLE 12500 0 0 D IHOP COMMON 449623107 20735 442013 SHS ****SOLE 441762 251 0 D ITT EDUCATIONAL SERVICES COMMON 45068B109 591 10000 SHS ****SOLE 10000 0 0 D IXIA COMMON 45071R109 14824 1002067 SHS ****SOLE 1002067 0 0 D ITT INDUSTRIES COMMON 450911102 5727 55700 SHS ****SOLE 55700 0 0 D ICICI BANK LIMITED - ADR ADR 45104G104 19 650 SHS ****SOLE 650 0 0 D IDEXX LABORATORIES COMMON 45168D104 256 3550 SHS ****SOLE 3550 0 0 D IKON OFFICE SOLUTIONS COMMON 451713101 504 48400 SHS ****SOLE 48400 0 0 D ILLINOIS TOOL WORKS COMMON 452308109 2041 23195 SHS ****SOLE 23195 0 0 D IMMUCOR COMMON 452526106 15202 650773 SHS ****SOLE 650773 0 0 D IMMUNOGEN COMMON 45253H101 323 62950 SHS ****SOLE 62950 0 0 D INAMED COMMON 453235103 110 1250 SHS ****SOLE 1250 0 0 D INDEPENDENT BANK -MASS COMMON 453836108 5644 197846 SHS ****SOLE 197806 30 10 D INDEPENDENT BANK CORP - MICH COMMON 453838104 369 13565 SHS ****SOLE 13565 0 0 D INFINITY PROPERTY & CASUALTY COMMON 45665Q103 15370 413056 SHS ****SOLE 412945 87 24 D INFORMATICA COMMON 45666Q102 73799 6149917 SHS ****SOLE 6129186 910 19821 D INFOUSA COMMON 456818301 334 30600 SHS ****SOLE 30600 0 0 D ING GROEP NV - ADR ADR 456837103 356231 10230626 SHS ****SOLE 10098699 53422 78505 D INGRAM MICRO - CLASS A COMMON 457153104 22493 1128609 SHS ****SOLE 1128084 463 62 D INPUT/OUTPUT COMMON 457652105 11786 1676600 SHS ****SOLE 1676600 0 0 D INSIGHT ENTERPRISES COMMON 45765U103 14212 724753 SHS ****SOLE 724563 149 41 D INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 8752 451870 SHS ****SOLE 451725 113 32 D INNOVATIVE SOLUTIONS & SUPPORT COMMON 45769N105 350 27350 SHS ****SOLE 27350 0 0 D INPHONIC COMMON 45772G105 2461 283192 SHS ****SOLE 283192 0 0 D INTEGRATED DEVICE TECH COMMON 458118106 5517 418595 SHS ****SOLE 392138 1073 25384 D INTEL COMMON 458140100 84436 3382841 SHS ****SOLE 3382841 0 0 D INTERCONTINENTAL HOTELS - ADR ADR 45857P103 264 18303 SHS ****SOLE 17981 322 0 D INTERMAGNETICS GENERAL COMMON 458771102 893 28000 SHS ****SOLE 28000 0 0 D INTL BUSINESS MACHINES COMMON 459200101 125545 1527320 SHS ****SOLE 1518732 898 7690 D INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 410653 13357405 SHS ****SOLE 12629579 689826 38000 D INTERNATIONAL PAPER COMMON 460146103 39916 1187620 SHS ****SOLE 1187620 0 0 D INTERNATIONAL RECTIFIER COMMON 460254105 12466 390775 SHS ****SOLE 390685 71 19 D INTERNATIONAL SPEEDWAY - CL A COMMON 460335201 742 15500 SHS ****SOLE 15500 0 0 D INTERNET SECURITY SYSTEMS COMMON 46060X107 391 18650 SHS ****SOLE 18650 0 0 D INTERSIL HOLDINGS COMMON 46069S109 11860 476705 SHS ****SOLE 476705 0 0 D INTRALASE COMMON 461169104 237 13315 SHS ****SOLE 13315 0 0 D INTUIT COMMON 461202103 418236 7855583 SHS ****SOLE 7386080 448503 21000 D INVITROGEN COMMON 46185R100 18020 270407 SHS ****SOLE 270155 25 227 D IPSCO COMMON 462622101 14909 179680 SHS ****SOLE 179615 54 11 D IPAYMENT COMMON 46262E105 316 7600 SHS ****SOLE 7600 0 0 D IVILLAGE COMMON 46588H105 171 21300 SHS ****SOLE 21300 0 0 D IXYS COMMON 46600W106 234 20000 SHS ****SOLE 20000 0 0 D JER INVESTORS TRUST REIT 46614H301 5933 350000 SHS ****SOLE 350000 0 0 D JLG INDUSTRIES COMMON 466210101 34 750 SHS ****SOLE 750 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 119492 3010620 SHS ****SOLE 3010620 0 0 D J2 GLOBAL COMMUNICATIONS COMMON 46626E205 481 11250 SHS ****SOLE 11250 0 0 D JABIL CIRCUIT COMMON 466313103 166 4480 SHS ****SOLE 4480 0 0 D JACKSON HEWITT TAX SERVICE COMMON 468202106 24041 867564 SHS ****SOLE 867186 378 0 D JACUZZI BRANDS COMMON 469865109 393 46800 SHS ****SOLE 46800 0 0 D JAMDAT MOBILE COMMON 47023T100 516 19410 SHS ****SOLE 19410 0 0 D JAMES RIVER COAL COMMON 470355207 407 10650 SHS ****SOLE 10650 0 0 D JAMESON INNS COMMON 470457102 5531 2572600 SHS ****SOLE 2572600 0 0 D JOHNSON AND JOHNSON COMMON 478160104 21981 365740 SHS ****SOLE 365740 0 0 D JOHNSON CONTROLS COMMON 478366107 136 1870 SHS ****SOLE 1870 0 0 D JONES APPAREL GROUP COMMON 480074103 1444 47000 SHS ****SOLE 47000 0 0 D JOS A BANK CLOTHIERS COMMON 480838101 525 12100 SHS ****SOLE 12100 0 0 D JOURNAL COMMUNICATIONS - CL A COMMON 481130102 301 21550 SHS ****SOLE 21550 0 0 D JOY GLOBAL COMMON 481165108 18066 451666 SHS ****SOLE 451245 53 368 D JUNIPER NETWORKS COMMON 48203R104 20846 934800 SHS ****SOLE 934800 0 0 D JUPTIERMEDIA COMMON 48207D101 305 20657 SHS ****SOLE 20657 0 0 D KKR FINANCIAL REIT 482476306 5086 212000 SHS ****SOLE 212000 0 0 D KMG AMERICA COMMON 482563103 395 43000 SHS ****SOLE 43000 0 0 D K-SWISS COMMON 482686102 15494 477615 SHS ****SOLE 477459 129 27 D KT CORP-SP ADR ADR 48268K101 35844 1663295 SHS ****SOLE 1663295 0 0 D KADANT COMMON 48282T104 356 19250 SHS ****SOLE 19250 0 0 D KANSAS CITY LIFE INS CO COMMON 484836101 361 7200 SHS ****SOLE 7200 0 0 D KAYDON COMMON 486587108 18371 571577 SHS ****SOLE 571446 102 29 D KB HOME COMMON 48666K109 42708 587776 SHS ****SOLE 587510 135 131 D KELLOGG COMPANY COMMON 487836108 5769 133475 SHS ****SOLE 133475 0 0 D KELLWOOD COMMON 488044108 12151 508847 SHS ****SOLE 508742 105 0 D KELLY SERVICES COMMON 488152208 1668 63600 SHS ****SOLE 63600 0 0 D KEMET COMMON 488360108 311 44050 SHS ****SOLE 44050 0 0 D KENNAMETAL COMMON 489170100 1684 33000 SHS ****SOLE 33000 0 0 D KENSEY NASH COMMON 490057106 371 16850 SHS ****SOLE 16850 0 0 D KERYX BIOPHARMACEUTICALS COMMON 492515101 12910 881800 SHS ****SOLE 881800 0 0 D KEYCORP COMMON 493267108 40 1200 SHS ****SOLE 1200 0 0 D KEYSPAN COMMON 49337W100 21 600 SHS ****SOLE 600 0 0 D KIMBERLY - CLARK COMMON 494368103 118342 1983929 SHS ****SOLE 1974321 1064 8544 D KINETIC CONCEPTS COMMON 49460W208 10768 270843 SHS ****SOLE 270670 43 130 D KIRBY COMMON 497266106 20946 401495 SHS ****SOLE 401391 81 23 D KITE REALTY GROUP TRUST REIT 49803T102 32970 2131200 SHS ****SOLE 2131200 0 0 D KNIGHT-RIDDER COMMON 499040103 50773 802100 SHS ****SOLE 802100 0 0 D KNIGHT TRANSPORTATION COMMON 499064103 18699 902012 SHS ****SOLE 902012 0 0 D KOHLS COMMON 500255104 10064 207075 SHS ****SOLE 207075 0 0 D KOOKMIN BANK - ADR ADR 50049M109 737 9860 SHS ****SOLE 9860 0 0 D KOS PHARMACEUTICALS COMMON 500648100 1009 19511 SHS ****SOLE 19511 0 0 D KRAFT FOODS - CL A COMMON 50075N104 1513 53750 SHS ****SOLE 53750 0 0 D KULICKE & SOFFA INDUSTRIES COMMON 501242101 382 43250 SHS ****SOLE 43250 0 0 D KYPHON COMMON 501577100 707 17319 SHS ****SOLE 17319 0 0 D LCA-VISION COMMON 501803308 727 15301 SHS ****SOLE 15301 0 0 D LHC GROUP COMMON 50187A107 198 11378 SHS ****SOLE 11378 0 0 D LSI LOGIC COMMON 502161102 143 17885 SHS ****SOLE 17885 0 0 D LABOR READY COMMON 505401208 510 24500 SHS ****SOLE 24500 0 0 D LAM RESEARCH COMMON 512807108 622 17434 SHS ****SOLE 17018 102 314 D LASALLE HOTEL PROPERTIES REIT 517942108 33650 916400 SHS ****SOLE 916400 0 0 D LASERSCOPE COMMON 518081104 155 6891 SHS ****SOLE 6891 0 0 D LAWSON PRODUCTS COMMON 520776105 426 11300 SHS ****SOLE 11300 0 0 D LEAR COMMON 521865105 475 16700 SHS ****SOLE 16700 0 0 D LECG COMMON 523234102 401 23077 SHS ****SOLE 23077 0 0 D LEGG MASON COMMON 524901105 1484 12400 SHS ****SOLE 12400 0 0 D LEHMAN BROTHERS HOLDINGS COMMON 524908100 31175 243236 SHS ****SOLE 243142 6 88 D LENNAR - CLASS A COMMON 526057104 4274 70050 SHS ****SOLE 70050 0 0 D LENOX GROUP COMMON 526262100 4229 319355 SHS ****SOLE 319268 69 18 D LEXMARK INTERNATIONAL COMMON 529771107 4426 98725 SHS ****SOLE 98725 0 0 D LIBERTY GLOBAL - CLASS A COMMON 530555101 135378 6025166 SHS ****SOLE 5550869 454297 20000 D LIBERTY GLOBAL - CLASS C COMMON 530555309 232152 10962302 SHS ****SOLE 10417111 517191 28000 D LIBERTY MEDIA - CLASS A COMMON 530718105 2799 355700 SHS ****SOLE 355700 0 0 D LIFECELL COMMON 531927101 803 42111 SHS ****SOLE 42111 0 0 D LIFE TIME FITNESS COMMON 53217R207 4312 113200 SHS ****SOLE 113200 0 0 D LIFEPOINT HOSPITALS COMMON 53219L109 366 9750 SHS ****SOLE 9750 0 0 D ELI LILLY COMMON 532457108 872 15415 SHS ****SOLE 15415 0 0 D LIMITED BRANDS COMMON 532716107 115798 5181098 SHS ****SOLE 5149249 3235 28614 D LINCARE HOLDINGS COMMON 532791100 675 16100 SHS ****SOLE 16100 0 0 D LINCOLN ELECTRIC HOLDINGS COMMON 533900106 16878 425558 SHS ****SOLE 425558 0 0 D LINEAR TECHNOLOGY COMMON 535678106 12736 353101 SHS ****SOLE 352771 0 330 D LIONS GATE ENTERTAINMENT COMMON 535919203 653 85000 SHS ****SOLE 85000 0 0 D LLOYDS TSB GROUP PLC- ADR ADR 539439109 271933 8045369 SHS ****SOLE 7945519 40116 59734 D LOCKHEED MARTIN COMMON 539830109 9132 143520 SHS ****SOLE 143520 0 0 D LODGIAN COMMON 54021P403 928 86500 SHS ****SOLE 86500 0 0 D LONE STAR STEAKHOUSE & SALOON COMMON 542307103 310 13050 SHS ****SOLE 13050 0 0 D LONGS DRUG STORES COMMON 543162101 326 8950 SHS ****SOLE 8950 0 0 D LONGVIEW FIBRE COMMON 543213102 1898 91200 SHS ****SOLE 91200 0 0 D LOWE'S COMPANIES COMMON 548661107 12975 194649 SHS ****SOLE 194649 0 0 D LUBRIZOL COMMON 549271104 3354 77225 SHS ****SOLE 77225 0 0 D LUCENT TECHNOLOGIES COMMON 549463107 2320 872200 SHS ****SOLE 872200 0 0 D LUFKIN INDUSTRIES COMMON 549764108 943 18900 SHS ****SOLE 18900 0 0 D LYONDELL CHEMICAL COMMON 552078107 2162 90750 SHS ****SOLE 90750 0 0 D MAF BANCORP COMMON 55261R108 17607 425496 SHS ****SOLE 425392 81 23 D MBNA COMMON 55262L100 45283 1667812 SHS ****SOLE 1667812 0 0 D MDC HOLDINGS COMMON 552676108 4705 75909 SHS ****SOLE 75909 0 0 D MGI PHARMA COMMON 552880106 91168 5312800 SHS ****SOLE 5296807 542 15451 D MGM MIRAGE COMMON 552953101 305709 8346366 SHS ****SOLE 7866773 456593 23000 D MI DEVELOPMENTS - CLASS A COMMON 55304X104 2180 63400 SHS ****SOLE 63400 0 0 D M/I HOMES COMMON 55305B101 416 10250 SHS ****SOLE 10250 0 0 D MSC INDUSTRIAL DIRECT - CL A COMMON 553530106 89127 2215984 SHS ****SOLE 2204250 511 11223 D MTC TECHNOLOGIES COMMON 55377A106 277 10100 SHS ****SOLE 10100 0 0 D MACDERMID COMMON 554273102 16364 586513 SHS ****SOLE 586353 128 32 D MACK-CALI REALTY REIT 554489104 129 2975 SHS ****SOLE 2975 0 0 D MAGNA ENTERTAINMENT - CL A COMMON 559211107 470 65800 SHS ****SOLE 65800 0 0 D MAGNA INTERNATIONAL - CLASS A COMMON 559222401 36 500 SHS ****SOLE 500 0 0 D MAGUIRE PROPERTIES REIT 559775101 392 12700 SHS ****SOLE 12700 0 0 D MAGYAR TELEKOM - ADR ADR 559776109 13 600 SHS ****SOLE 600 0 0 D MAHANAGAR TELE NIGAM - ADR ADR 559778402 14 2094 SHS ****SOLE 2094 0 0 D MAINSOURCE FINANCIAL GROUP COMMON 56062Y102 314 17576 SHS ****SOLE 17576 0 0 D MANOR CARE COMMON 564055101 31 775 SHS ****SOLE 775 0 0 D MANPOWER COMMON 56418H100 4022 86500 SHS ****SOLE 86500 0 0 D MANULIFE FINANCIAL COMMON 56501R106 7 125 SHS ****SOLE 125 0 0 D MARATHON OIL COMMON 565849106 46694 765850 SHS ****SOLE 765850 0 0 D MARCHEX COMMON 56624R108 12296 546727 SHS ****SOLE 546727 0 0 D MARCUS COMMON 566330106 45 1900 SHS ****SOLE 1900 0 0 D MARKEL COMMON 570535104 159 500 SHS ****SOLE 500 0 0 D MARSH & MC LENNAN COMMON 571748102 1648 51900 SHS ****SOLE 51900 0 0 D MARSHALL & ILSLEY COMMON 571834100 6 150 SHS ****SOLE 150 0 0 D MARRIOTT INTERNATIONAL-CL A COMMON 571903202 23521 351213 SHS ****SOLE 350011 869 333 D MARTEN TRANSPORT COMMON 573075108 4668 256200 SHS ****SOLE 256200 0 0 D MASCO COMMON 574599106 8027 265875 SHS ****SOLE 265875 0 0 D MATERIAL SCIENCES COMMON 576674105 381 27000 SHS ****SOLE 27000 0 0 D MATSUSHITA ELECTRIC - ADR ADR 576879209 236680 12212583 SHS ****SOLE 12056288 64027 92268 D MATTEL COMMON 577081102 104222 6588010 SHS ****SOLE 6552669 3498 31843 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2397 66150 SHS ****SOLE 66150 0 0 D MCAFEE COMMON 579064106 805 29665 SHS ****SOLE 29388 277 0 D MCCORMICK AND COMPANY COMMON 579780206 3 100 SHS ****SOLE 100 0 0 D MC DONALDS COMMON 580135101 59464 1763475 SHS ****SOLE 1763475 0 0 D MCGRATH RENTCORP COMMON 580589109 409 14700 SHS ****SOLE 14700 0 0 D THE MCGRAW-HILL COMPANIES COMMON 580645109 5 100 SHS ****SOLE 100 0 0 D MCKESSON COMMON 58155Q103 170 3290 SHS ****SOLE 3290 0 0 D MEADWESTVACO COMMON 583334107 4101 146300 SHS ****SOLE 146300 0 0 D MEDAREX COMMON 583916101 610 44050 SHS ****SOLE 44050 0 0 D MEDCO HEALTH SOLUTIONS COMMON 58405U102 18364 329100 SHS ****SOLE 329100 0 0 D MEDIACOM COMMUNICATIONS COMMON 58446K105 444 80900 SHS ****SOLE 80900 0 0 D MEDICAL PROPERTIES TRUST REIT 58463J304 8764 896100 SHS ****SOLE 896100 0 0 D MEDICIS PHARMACEUTICAL-CLASS A COMMON 584690309 4348 135664 SHS ****SOLE 125793 386 9485 D MEDTRONIC COMMON 585055106 16488 286406 SHS ****SOLE 286406 0 0 D MELLON FINANCIAL COMMON 58551A108 57823 1688249 SHS ****SOLE 1688249 0 0 D MENTOR/MINN COMMON 587188103 3486 75644 SHS ****SOLE 71697 211 3736 D MERCANTILE BANK COMMON 587376104 156 4063 SHS ****SOLE 4063 0 0 D MERCK & CO. COMMON 589331107 122934 3864655 SHS ****SOLE 3843162 2497 18996 D MERCURY COMPUTER SYSTEMS COMMON 589378108 612 29650 SHS ****SOLE 29650 0 0 D MERCURY INTERACTIVE COMMON 589405109 9453 340170 SHS ****SOLE 339750 31 389 D MEREDITH COMMON 589433101 12432 237517 SHS ****SOLE 237433 72 12 D MERGE TECHNOLOGIES COMMON 589981109 475 18988 SHS ****SOLE 18988 0 0 D MERITAGE HOMES COMMON 59001A102 469 7450 SHS ****SOLE 7450 0 0 D MERRILL LYNCH COMMON 590188108 135865 2005985 SHS ****SOLE 2005985 0 0 D METLIFE COMMON 59156R108 10679 217940 SHS ****SOLE 217940 0 0 D METROLOGIC INSTRUMENTS COMMON 591676101 674 35000 SHS ****SOLE 35000 0 0 D METTLER-TOLEDO INTERNATIONAL COMMON 592688105 78084 1414557 SHS ****SOLE 1408300 239 6018 D MICHAELS STORES COMMON 594087108 3893 110071 SHS ****SOLE 109709 38 324 D MICREL COMMON 594793101 139 12000 SHS ****SOLE 12000 0 0 D MICROSOFT COMMON 594918104 526361 20149414 SHS ****SOLE 19161643 937771 50000 D MICROCHIP TECHNOLOGY COMMON 595017104 10842 337262 SHS ****SOLE 337025 0 237 D MICROMUSE COMMON 595094103 36436 3684100 SHS ****SOLE 3684100 0 0 D MICROSEMI COMMON 595137100 68743 2485300 SHS ****SOLE 2485300 0 0 D MICRUS ENDOVASCULAR COMMON 59518V102 7191 826500 SHS ****SOLE 826500 0 0 D MIDDLESEX WATER COMMON 596680108 362 20883 SHS ****SOLE 20883 0 0 D MIDWEST BANC HOLDINGS COMMON 598251106 15631 702500 SHS ****SOLE 702500 0 0 D MILLEA HOLDINGS - ADR ADR 60032R106 216036 2511164 SHS ****SOLE 2478580 13043 19541 D MILLS REIT 601148109 26116 622700 SHS ****SOLE 622700 0 0 D MINE SAFETY APPLIANCES COMMON 602720104 11482 317100 SHS ****SOLE 317100 0 0 D MIPS TECHNOLOGIES COMMON 604567107 426 74950 SHS ****SOLE 74950 0 0 D MOBILE TELESYSTEMS - ADR ADR 607409109 27307 780200 SHS ****SOLE 780200 0 0 D MOBILE MINI COMMON 60740F105 1981 41800 SHS ****SOLE 41800 0 0 D MOMENTA PHARMACEUTICALS COMMON 60877T100 220 10000 SHS ****SOLE 10000 0 0 D MONSANTO COMMON 61166W101 2985 38500 SHS ****SOLE 38500 0 0 D MONSTER WORLDWIDE COMMON 611742107 81957 2007768 SHS ****SOLE 1992598 609 14561 D MOODY'S INVESTORS SERVICES COMMON 615369105 392595 6401166 SHS ****SOLE 5989215 389951 22000 D MORGAN STANLEY COMMON 617446448 256832 4526468 SHS ****SOLE 4512888 1507 12073 D MORTGAGEIT HOLDINGS REIT 61915Q108 19049 1394500 SHS ****SOLE 1394500 0 0 D MOTOROLA COMMON 620076109 10245 453516 SHS ****SOLE 453516 0 0 D MUELLER INDUSTRIES COMMON 624756102 11804 430491 SHS ****SOLE 430338 133 20 D MULTI-FINELINE ELECTRONIX COMMON 62541B101 776 16100 SHS ****SOLE 16100 0 0 D MURPHY OIL COMMON 626717102 2044 37850 SHS ****SOLE 37850 0 0 D MYOGEN COMMON 62856E104 4497 149100 SHS ****SOLE 149100 0 0 D N B T BANCORP COMMON 628778102 6234 288729 SHS ****SOLE 288675 41 13 D NCI BUILDING SYSTEMS COMMON 628852105 21559 507500 SHS ****SOLE 507500 0 0 D NCR COMMON 62886E108 124 3660 SHS ****SOLE 3660 0 0 D NS GROUP COMMON 628916108 694 16600 SHS ****SOLE 16600 0 0 D NII HOLDINGS-CL B COMMON 62913F201 9910 226877 SHS ****SOLE 226644 0 233 D NMS COMMUNICATIONS COMMON 629248105 3543 1015300 SHS ****SOLE 1015300 0 0 D NUCO2 COMMON 629428103 159 5700 SHS ****SOLE 5700 0 0 D NALCO HOLDING COMMON 62985Q101 525 29640 SHS ****SOLE 29640 0 0 D NASTECH PHARMACEUTICAL COMMON 631728409 18769 1275100 SHS ****SOLE 1275100 0 0 D NATL AUST BK 7.875% CNV PFD CONVPF 632525309 1576 40000 SHS ****SOLE 40000 0 0 D NATIONAL AUSTRALIA BANK - ADR ADR 632525408 328289 2764536 SHS ****SOLE 2729048 14543 20945 D NATIONAL GRID PLC - ADR ADR 636274300 175999 3614693 SHS ****SOLE 3568999 18004 27690 D NATIONAL OILWELL VARCO COMMON 637071101 28888 460731 SHS ****SOLE 460536 0 195 D NATIONAL SEMICONDUCTOR COMMON 637640103 67349 2592325 SHS ****SOLE 2592325 0 0 D NATIONWIDE HEALTH PROPERTIES REIT 638620104 487 22750 SHS ****SOLE 22750 0 0 D NAVISTAR INTERNATIONAL COMMON 63934E108 859 30000 SHS ****SOLE 30000 0 0 D NAVIGANT CONSULTING COMMON 63935N107 648 29500 SHS ****SOLE 29500 0 0 D NAVTEQ COMMON 63936L100 352789 8050030 SHS ****SOLE 7634871 395159 20000 D NDCHEALTH COMMON 639480102 121 6300 SHS ****SOLE 6300 0 0 D NEKTAR THERAPEUTICS COMMON 640268108 66186 4020986 SHS ****SOLE 3995192 958 24836 D NETFLIX.COM COMMON 64110L106 52693 1947257 SHS ****SOLE 1946980 277 0 D NETGEAR COMMON 64111Q104 9591 498209 SHS ****SOLE 497963 219 27 D NETWORK APPLIANCE COMMON 64120L104 9326 345391 SHS ****SOLE 345135 0 256 D NEUROCRINE BIOSCIENCES COMMON 64125C109 70255 1119959 SHS ****SOLE 1114031 234 5694 D NEW PLAN EXCEL REALTY TRUST REIT 648053106 118 5100 SHS ****SOLE 5100 0 0 D NEWELL RUBBERMAID COMMON 651229106 927 39000 SHS ****SOLE 39000 0 0 D NEWFIELD EXPLORATION COMMON 651290108 19210 383647 SHS ****SOLE 383436 189 22 D NEWMONT MINING COMMON 651639106 2528 47350 SHS ****SOLE 47350 0 0 D NEWPARK RESOURCES COMMON 651718504 16590 2174349 SHS ****SOLE 2173773 445 131 D NEWS CORP - CLASS A COMMON 65248E104 1858 119500 SHS ****SOLE 119500 0 0 D NICE SYSTEMS LTD COMMON 653656108 1060 22000 SHS ****SOLE 22000 0 0 D NIKE COMMON 654106103 49248 567433 SHS ****SOLE 567433 0 0 D NIPPON TELEGRAPH & TELE - ADR ADR 654624105 228311 10009261 SHS ****SOLE 9881187 51221 76853 D NOKIA - ADR ADR 654902204 8997 491625 SHS ****SOLE 491625 0 0 D NOBLE ENERGY COMMON 655044105 51 1275 SHS ****SOLE 1275 0 0 D NORDSON COMMON 655663102 1256 31000 SHS ****SOLE 31000 0 0 D NORDSTROM COMMON 655664100 26809 716806 SHS ****SOLE 716244 0 562 D NORFOLK SOUTHERN COMMON 655844108 763 17020 SHS ****SOLE 17020 0 0 D NORTH FORK BANCOPORATION COMMON 659424105 5774 211025 SHS ****SOLE 211025 0 0 D NORTHEAST UTILITIES COMMON 664397106 532 27000 SHS ****SOLE 27000 0 0 D NORTHERN TRUST COMMON 665859104 2436 47000 SHS ****SOLE 47000 0 0 D NORTHROP GRUMMAN COMMON 666807102 8795 146320 SHS ****SOLE 146320 0 0 D NOVELL COMMON 670006105 1779 201500 SHS ****SOLE 201500 0 0 D NOVEN PHARMACEUTICALS COMMON 670009109 439 29000 SHS ****SOLE 29000 0 0 D NOVELIS COMMON 67000X106 418 20000 SHS ****SOLE 20000 0 0 D NU SKIN ENTERPRISES - 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CL A COMMON 693419202 65 7100 SHS ****SOLE 7100 0 0 D PMI GROUP COMMON 69344M101 46388 1129498 SHS ****SOLE 1129498 0 0 D PNC FINANCIAL GROUP COMMON 693475105 46965 759575 SHS ****SOLE 759575 0 0 D POSCO - ADR ADR 693483109 86575 1748638 SHS ****SOLE 1729126 4107 15405 D PNM RESOURCES COMMON 69349H107 16990 693778 SHS ****SOLE 693615 129 34 D P.P.G. INDUSTRIES COMMON 693506107 3284 56720 SHS ****SOLE 56720 0 0 D PPL COMMON 69351T106 4031 137120 SHS ****SOLE 137120 0 0 D PRA INTERNATIONAL COMMON 69353C101 13822 491025 SHS ****SOLE 490846 152 27 D PACCAR COMMON 693718108 3953 57100 SHS ****SOLE 57100 0 0 D PACER INTERNATIONAL COMMON 69373H106 663 25450 SHS ****SOLE 25450 0 0 D PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 674 27050 SHS ****SOLE 27050 0 0 D PACKAGING CORP OF AMERICA COMMON 695156109 6401 278900 SHS ****SOLE 278900 0 0 D PACTIV COMMON 695257105 10454 475187 SHS ****SOLE 475057 101 29 D PALM COMMON 696643105 620 19500 SHS ****SOLE 19500 0 0 D PALOMAR MEDICAL TECHNOLOGIES COMMON 697529303 392 11200 SHS ****SOLE 11200 0 0 D PAPA JOHN'S INTERNATIONAL COMMON 698813102 427 7200 SHS ****SOLE 7200 0 0 D PAR PHARMACEUTICAL COMMON 69888P106 42507 1356324 SHS ****SOLE 1356214 87 23 D PARAMETRIC TECHNOLOGY COMMON 699173100 458 75000 SHS ****SOLE 75000 0 0 D PARLUX FRAGRANCES COMMON 701645103 290 9498 SHS ****SOLE 9498 0 0 D PATHMARK STORES COMMON 70322A101 551 55200 SHS ****SOLE 55200 0 0 D PATTERSON-UTI ENERGY COMMON 703481101 54 1650 SHS ****SOLE 1650 0 0 D PAXAR COMMON 704227107 37379 1904202 SHS ****SOLE 1891404 480 12318 D PAYCHEX COMMON 704326107 389697 10235421 SHS ****SOLE 9568460 636961 30000 D PEDIATRIX MEDICAL GROUP COMMON 705324101 21513 242898 SHS ****SOLE 242814 70 14 D PEETS COFFEE & TEA COMMON 705560100 19566 644674 SHS ****SOLE 644674 0 0 D PEGASUS SYSTEMS COMMON 705906105 422 47000 SHS ****SOLE 47000 0 0 D PENN VIRGINIA COMMON 707882106 428 7450 SHS ****SOLE 7450 0 0 D J. C. PENNEY COMMON 708160106 162 2915 SHS ****SOLE 2915 0 0 D PENN REAL ESTATE INVEST TST REIT 709102107 452 12100 SHS ****SOLE 12100 0 0 D PENTAIR COMMON 709631105 1156 33500 SHS ****SOLE 33500 0 0 D PEPSI BOTTLING GROUP COMMON 713409100 88 3080 SHS ****SOLE 3080 0 0 D PEPSICO COMMON 713448108 92711 1569251 SHS ****SOLE 1569251 0 0 D PERKINELMER COMMON 714046109 39 1675 SHS ****SOLE 1675 0 0 D PEROT SYSTEMS - CL A COMMON 714265105 7920 560100 SHS ****SOLE 560100 0 0 D PETCO ANIMAL SUPPLIES COMMON 716016209 468 21300 SHS ****SOLE 21300 0 0 D PETROHAWK ENERGY COMMON 716495106 189 14300 SHS ****SOLE 14300 0 0 D PETROLEO BRASILEIRO SA - ADR ADR 71654V101 56062 870936 SHS ****SOLE 870936 0 0 D PETROLEO BRASILIERO ADR ADR 71654V408 864 12117 SHS ****SOLE 12117 0 0 D PETRO GEO SERVICES - ADR ADR 716599105 1473 47544 SHS ****SOLE 47544 0 0 D PETSMART COMMON 716768106 1940 75600 SHS ****SOLE 75600 0 0 D PFIZER COMMON 717081103 263637 11305177 SHS ****SOLE 11279742 3163 22272 D PHARMION COMMON 71715B409 429 24150 SHS ****SOLE 24150 0 0 D PHOTRONICS COMMON 719405102 454 30150 SHS ****SOLE 30150 0 0 D PIONEER COMPANIES COMMON 723643300 1145 38200 SHS ****SOLE 38200 0 0 D PIONEER DRILLING COMPANY COMMON 723655106 342 19100 SHS ****SOLE 19100 0 0 D PIONEER NATURAL RESOURCES COMMON 723787107 149 2915 SHS ****SOLE 2915 0 0 D PITNEY BOWES COMMON 724479100 33801 800025 SHS ****SOLE 800025 0 0 D PLANTRONICS COMMON 727493108 334 11800 SHS ****SOLE 11800 0 0 D PLEXUS COMMON 729132100 18981 834658 SHS ****SOLE 834453 153 52 D PLUM CREEK TIMBER COMMON 729251108 8699 241300 SHS ****SOLE 241300 0 0 D POLARIS INDUSTRIES COMMON 731068102 502 10000 SHS ****SOLE 10000 0 0 D POLO RALPH LAUREN COMMON 731572103 404 7200 SHS ****SOLE 7200 0 0 D POLYCOM COMMON 73172K104 68863 4500873 SHS ****SOLE 4480636 735 19502 D POLYMEDICA COMMON 731738100 336 10050 SHS ****SOLE 10050 0 0 D POLYONE COMMON 73179P106 9637 1498798 SHS ****SOLE 1497911 819 68 D POPULAR COMMON 733174106 3 150 SHS ****SOLE 150 0 0 D PORTFOLIO RECOVERY ASSOCIATES COMMON 73640Q105 22180 477600 SHS ****SOLE 477600 0 0 D POST PROPERTIES REIT 737464107 11010 275600 SHS ****SOLE 275600 0 0 D POWER INTEGRATIONS COMMON 739276103 481 20200 SHS ****SOLE 20200 0 0 D PRAXAIR COMMON 74005P104 403484 7627834 SHS ****SOLE 7168889 436945 22000 D PRECISION CASTPARTS COMMON 740189105 152 2940 SHS ****SOLE 2940 0 0 D PRENTISS PROPERTIES TRUST REIT 740706106 24794 609511 SHS ****SOLE 609393 92 26 D PRESIDENTIAL LIFE COMMON 740884101 406 21300 SHS ****SOLE 21300 0 0 D PRESTIGE BRANDS HOLDINGS COMMON 74112D101 313 25000 SHS ****SOLE 25000 0 0 D T ROWE PRICE GROUP COMMON 74144T108 7 100 SHS ****SOLE 100 0 0 D PRIDE INTERNATIONAL COMMON 74153Q102 984 32000 SHS ****SOLE 32000 0 0 D PROCTER & GAMBLE COMMON 742718109 500171 8650067 SHS ****SOLE 8242932 386660 20475 D PROGENICS PHARMACEUTICALS COMMON 743187106 39165 1565995 SHS ****SOLE 1556581 338 9076 D PROGRESS ENERGY COMMON 743263105 148992 3392356 SHS ****SOLE 3375685 1729 14942 D PROGRESS SOFTWARE COMMON 743312100 507 17850 SHS ****SOLE 17850 0 0 D PROGRESSIVE COMMON 743315103 47344 405416 SHS ****SOLE 405416 0 0 D PROLOGIS REIT 743410102 88734 1899263 SHS ****SOLE 1899263 0 0 D PROQUEST COMMON 74346P102 1200 43000 SHS ****SOLE 43000 0 0 D PROTEINDESIGN LABS COMMON 74369L103 118423 4166872 SHS ****SOLE 4146407 879 19586 D PROVIDENT BANKSHARES COMMON 743859100 22296 660230 SHS ****SOLE 660073 124 33 D PRUDENTIAL FINANCIAL COMMON 744320102 65134 889929 SHS ****SOLE 889929 0 0 D PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 1382 21270 SHS ****SOLE 21270 0 0 D PUGET ENERGY COMMON 745310102 34 1675 SHS ****SOLE 1675 0 0 D QAD COMMON 74727D108 5485 717924 SHS ****SOLE 717739 171 14 D QUALCOMM COMMON 747525103 654687 15215781 SHS ****SOLE 14308817 861964 45000 D QUALITY SYSTEMS COMMON 747582104 484 6300 SHS ****SOLE 6300 0 0 D QUANTA SERVICES COMMON 74762E102 659 50000 SHS ****SOLE 50000 0 0 D QUEST DIAGNOSTICS COMMON 74834L100 5778 112243 SHS ****SOLE 112243 0 0 D QUESTAR COMMON 748356102 70 925 SHS ****SOLE 925 0 0 D QUICKSILVER RESOURCES COMMON 74837R104 479 11400 SHS ****SOLE 11400 0 0 D QUIKSILVER COMMON 74838C106 462 33400 SHS ****SOLE 33400 0 0 D QUIDEL COMMON 74838J101 162 15100 SHS ****SOLE 15100 0 0 D QWEST COMMUNICATIONS INTL COMMON 749121109 3757 664900 SHS ****SOLE 664900 0 0 D RAIT INVESTMENT TRUST REIT 749227104 8981 346490 SHS ****SOLE 346490 0 0 D R.H. DONNELLEY COMMON 74955W307 481 7800 SHS ****SOLE 7800 0 0 D RLI COMMON 749607107 603 12100 SHS ****SOLE 12100 0 0 D RPM INTERNATIONAL COMMON 749685103 6 350 SHS ****SOLE 350 0 0 D RSA SECURITY COMMON 749719100 3678 328649 SHS ****SOLE 311756 605 16288 D RACKABLE SYSTEMS COMMON 750077109 9361 328700 SHS ****SOLE 328700 0 0 D RADISYS COMMON 750459109 539 31100 SHS ****SOLE 31100 0 0 D RAMCO-GERSHENSON PROPERTIES REIT 751452202 18178 682100 SHS ****SOLE 682100 0 0 D RAYMOND JAMES FINANCIAL COMMON 754730109 11 300 SHS ****SOLE 300 0 0 D RAYTHEON COMMON 755111507 177 4400 SHS ****SOLE 4400 0 0 D READERS DIGEST ASSN - CL A COMMON 755267101 766 50300 SHS ****SOLE 50300 0 0 D REALNETWORKS COMMON 75605L104 902 116277 SHS ****SOLE 115353 924 0 D RECKSON ASSOCIATES REALTY REIT 75621K106 76600 2128955 SHS ****SOLE 2128725 201 29 D RED HAT COMMON 756577102 171 6290 SHS ****SOLE 6290 0 0 D REDBACK NETWORKS COMMON 757209507 17363 1234900 SHS ****SOLE 1234900 0 0 D REED ELSEVIER NV - ADR ADR 758204101 176001 6299280 SHS ****SOLE 6218947 32036 48297 D REGAL BELOIT COMMON 758750103 4609 130200 SHS ****SOLE 130200 0 0 D REGAL ENTERTAINMENT GROUP -A COMMON 758766109 4726 248500 SHS ****SOLE 248500 0 0 D REGENCY CENTERS REIT 758849103 33790 573200 SHS ****SOLE 573200 0 0 D REHABCARE GROUP COMMON 759148109 8115 401730 SHS ****SOLE 401640 90 0 D REPUBLIC BANCORP COMMON 760282103 12444 1045746 SHS ****SOLE 1045083 608 55 D RES-CARE COMMON 760943100 651 37450 SHS ****SOLE 37450 0 0 D RESTORATION HARDWARE COMMON 760981100 316 52500 SHS ****SOLE 52500 0 0 D RESOURCES GLOBAL PROFESSIONALS COMMON 76122Q105 95837 3674341 SHS ****SOLE 3660080 630 13631 D REYNOLDS & REYNOLDS CLASS A COMMON 761695105 533 19000 SHS ****SOLE 19000 0 0 D RIGEL PHARMACEUTICALS COMMON 766559603 10122 1210747 SHS ****SOLE 1210747 0 0 D RIGHTNOW TECHNOLOGIES COMMON 76657R106 451 24434 SHS ****SOLE 24434 0 0 D RIO TINTO - ADR ADR 767204100 332993 1821724 SHS ****SOLE 1798305 9580 13839 D ROBERT HALF INTERNATIONAL COMMON 770323103 17016 449087 SHS ****SOLE 448775 0 312 D ROCKWOOD HOLDINGS COMMON 774415103 397 20100 SHS ****SOLE 20100 0 0 D ROFIN-SINAR TECHNOLOGIES COMMON 775043102 424 9750 SHS ****SOLE 9750 0 0 D ROGERS COMMUNICATIONS - CL B COMMON 775109200 1978 46800 SHS ****SOLE 46800 0 0 D ROGERS COMMON 775133101 184 4700 SHS ****SOLE 4700 0 0 D ROWAN COMPANIES COMMON 779382100 10283 288536 SHS ****SOLE 288296 0 240 D ROYAL DUTCH SHELL - ADR A ADR 780259206 242153 3938086 SHS ****SOLE 3886435 20505 31146 D RUTH'S CHRIS STEAK HOUSE COMMON 783332109 3300 182400 SHS ****SOLE 182400 0 0 D RYDER SYSTEM COMMON 783549108 6 150 SHS ****SOLE 150 0 0 D SEI COMMON 784117103 4 100 SHS ****SOLE 100 0 0 D SI INTERNATIONAL COMMON 78427V102 417 13650 SHS ****SOLE 13650 0 0 D SK TELECOM - ADR ADR 78440P108 28 1400 SHS ****SOLE 1400 0 0 D SL GREEN REALTY REIT 78440X101 47764 625270 SHS ****SOLE 625270 0 0 D SLM COMMON 78442P106 9650 175172 SHS ****SOLE 175172 0 0 D S & P 500 DEPOSITARY RECEIPT COMMON 78462F103 62 500 SHS ****SOLE 500 0 0 D SPX COMMON 784635104 870 19000 SHS ****SOLE 19000 0 0 D SSA GLOBAL TECHNOLOGIES COMMON 78465P108 1637 90000 SHS ****SOLE 90000 0 0 D SAFECO COMMON 786429100 1735 30700 SHS ****SOLE 30700 0 0 D SAFENET COMMON 78645R107 30406 943703 SHS ****SOLE 943703 0 0 D SAFEWAY COMMON 786514208 115190 4868531 SHS ****SOLE 4836205 3090 29236 D THE ST JOE COMPANY COMMON 790148100 2236 33266 SHS ****SOLE 33266 0 0 D ST JUDE MEDICAL COMMON 790849103 753 15000 SHS ****SOLE 15000 0 0 D ST MARY LAND & EXPLORATION COMMON 792228108 536 14550 SHS ****SOLE 14550 0 0 D ST. PAUL TRAVELERS COS COMMON 792860108 13480 301763 SHS ****SOLE 301763 0 0 D SALEM COMMUNICATIONS - CLASS A COMMON 794093104 787 45000 SHS ****SOLE 45000 0 0 D SALESFORCE.COM COMMON 79466L302 59281 1849638 SHS ****SOLE 1835713 613 13312 D SALIX PHARMACEUTICALS COMMON 795435106 400 22768 SHS ****SOLE 22768 0 0 D SANDISK COMMON 80004C101 567347 9042594 SHS ****SOLE 8462348 553246 27000 D SANMINA COMMON 800907107 14 3175 SHS ****SOLE 3175 0 0 D SARA LEE COMMON 803111103 6953 367910 SHS ****SOLE 367910 0 0 D SASOL - ADR ADR 803866300 149584 4197092 SHS ****SOLE 4141199 22279 33614 D SATYAM COMPUTER SERVICES - ADR ADR 804098101 13937 380898 SHS ****SOLE 380394 47 457 D SAXON CAPITAL COMMON 80556T106 4912 433500 SHS ****SOLE 433500 0 0 D SCHERING PLOUGH COMMON 806605101 4050 194250 SHS ****SOLE 194250 0 0 D SCHLUMBERGER LTD. COMMON 806857108 5635 58000 SHS ****SOLE 58000 0 0 D SCHOLASTIC COMMON 807066105 272 9550 SHS ****SOLE 9550 0 0 D SCHWAB (CHARLES) COMMON 808513105 4315 294160 SHS ****SOLE 294160 0 0 D SCOTTS MIRACLE GROCOMPANY COMMON 810186106 1253 27695 SHS ****SOLE 27695 0 0 D SCS TRANSPORTATION COMMON 81111T102 6796 319795 SHS ****SOLE 319573 207 15 D SEACHANGE INTERNATIONAL COMMON 811699107 73 9300 SHS ****SOLE 9300 0 0 D SEACOR SMIT COMMON 811904101 16657 244600 SHS ****SOLE 244600 0 0 D SEARS HOLDINGS COMMON 812350106 3732 32300 SHS ****SOLE 32300 0 0 D SECURE COMPUTING COMMON 813705100 13203 1076950 SHS ****SOLE 1076950 0 0 D SEMTECH COMMON 816850101 54068 2961000 SHS ****SOLE 2961000 0 0 D SEMPRA ENERGY COMMON 816851109 197 4400 SHS ****SOLE 4400 0 0 D SENIOR HOUSING PROPERTIES TRST REIT 81721M109 439 25950 SHS ****SOLE 25950 0 0 D SEPRACOR COMMON 817315104 1536 29773 SHS ****SOLE 29538 0 235 D SERACARE LIFE SCIENCES COMMON 81747Q100 4653 514100 SHS ****SOLE 514100 0 0 D SEROLOGICALS COMMON 817523103 1104 55950 SHS ****SOLE 55950 0 0 D SERVICE CORP INTERNATIONAL COMMON 817565104 13025 1592244 SHS ****SOLE 1591812 338 94 D SERVICEMASTER COMMON 81760N109 11113 929943 SHS ****SOLE 929320 623 0 D SHERWIN-WILLIAMS COMMON 824348106 762 16770 SHS ****SOLE 16770 0 0 D SHIRE PHARMACEUTICALS - ADR ADR 82481R106 7387 190425 SHS ****SOLE 190425 0 0 D SHUFFLE MASTER COMMON 825549108 400 15900 SHS ****SOLE 15900 0 0 D SHURGARD STORAGE CENTERS-A REIT 82567D104 465 8200 SHS ****SOLE 8200 0 0 D SIERRA HEALTH SERVICES COMMON 826322109 676 8450 SHS ****SOLE 8450 0 0 D SIGMA-ALDRICH COMMON 826552101 21 325 SHS ****SOLE 325 0 0 D SIGNATURE BANK COMMON 82669G104 16856 600500 SHS ****SOLE 600500 0 0 D SILICON MOTION TECHNOLOGY-ADR ADR 82706C108 338 28200 SHS ****SOLE 28200 0 0 D SIMON PROPERTY GROUP REIT 828806109 111835 1459420 SHS ****SOLE 1459420 0 0 D SIRF TECHNOLOGY HOLDINGS COMMON 82967H101 13160 441600 SHS ****SOLE 441600 0 0 D SKYWEST COMMON 830879102 9537 355088 SHS ****SOLE 354945 123 20 D SKYWORKS SOLUTIONS COMMON 83088M102 471 92450 SHS ****SOLE 92450 0 0 D SKILLSOFT PLC - ADR COMMON 830928107 413 75000 SHS ****SOLE 75000 0 0 D A. O. SMITH COMMON 831865209 8187 233252 SHS ****SOLE 233184 54 14 D SMITH INTERNATIONAL COMMON 832110100 18635 502157 SHS ****SOLE 501710 0 447 D SMURFIT-STONE CONTAINER COMMON 832727101 735 51850 SHS ****SOLE 51850 0 0 D SOLECTRON COMMON 834182107 220 60000 SHS ****SOLE 60000 0 0 D SONIC COMMON 835451105 93092 3155665 SHS ****SOLE 3143271 489 11905 D SONOCO PRODUCTS COMMON 835495102 680 23125 SHS ****SOLE 23125 0 0 D SONY - ADR ADR 835699307 2259 55375 SHS ****SOLE 55375 0 0 D SOURCECORP COMMON 836167106 392 16350 SHS ****SOLE 16350 0 0 D SOUTH FINANCIAL GROUP COMMON 837841105 3 125 SHS ****SOLE 125 0 0 D SOUTHERN COMMON 842587107 233 6750 SHS ****SOLE 6750 0 0 D SOUTHERN COPPER COMMON 84265V105 24 362 SHS ****SOLE 362 0 0 D SOUTHERN UNION COMPANY COMMON 844030106 795 33654 SHS ****SOLE 33654 0 0 D SOUTHWEST AIRLINES COMMON 844741108 1230 74875 SHS ****SOLE 74875 0 0 D SOUTHWEST GAS COMMON 844895102 14854 562649 SHS ****SOLE 562501 115 33 D SOVEREIGN BANCORP COMMON 845905108 391 18083 SHS ****SOLE 17744 0 339 D SPANISH BROADCASTING SYSTEMS COMMON 846425882 186 36400 SHS ****SOLE 36400 0 0 D SPARTECH COMMON 847220209 14361 654301 SHS ****SOLE 654161 118 22 D SPEEDWAY MOTORSPORTS COMMON 847788106 236 6800 SHS ****SOLE 6800 0 0 D SPHERION COMMON 848420105 1318 131700 SHS ****SOLE 131700 0 0 D SPORTS AUTHORITY COMMON 84917U109 15465 496800 SHS ****SOLE 496697 85 18 D SPRINT NEXTEL COMMON 852061100 358075 15345279 SHS ****SOLE 14506691 798588 40000 D STAGE STORES COMMON 85254C305 12129 407294 SHS ****SOLE 407196 76 22 D STAMPS.COM COMMON 852857200 391 17012 SHS ****SOLE 17012 0 0 D STANDARD MOTOR PRODS COMMON 853666105 692 75000 SHS ****SOLE 75000 0 0 D STANLEY WORKS COMMON 854616109 793 16500 SHS ****SOLE 16500 0 0 D STAPLES COMMON 855030102 457994 20190887 SHS ****SOLE 18984363 1148700 57824 D STARBUCKS COMMON 855244109 16228 540754 SHS ****SOLE 540216 0 538 D STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 58885 922100 SHS ****SOLE 922100 0 0 D STATE STREET COMMON 857477103 2886 52060 SHS ****SOLE 52060 0 0 D STATION CASINOS COMMON 857689103 996 14692 SHS ****SOLE 14692 0 0 D STERLING BANCSHARES/TX COMMON 858907108 499 32350 SHS ****SOLE 32350 0 0 D STERIS COMMON 859152100 626 25000 SHS ****SOLE 25000 0 0 D STERLING FINANCIAL / SPOKANE COMMON 859319105 16048 642447 SHS ****SOLE 642130 283 34 D STIFEL FINANCIAL COMMON 860630102 485 12900 SHS ****SOLE 12900 0 0 D STORA ENSO OYJ - ADR ADR 86210M106 111474 8245096 SHS ****SOLE 8148190 46540 50366 D STRATEGIC HOTEL CAPITAL REIT 86272T106 34426 1672800 SHS ****SOLE 1672800 0 0 D STRAYER EDUCATION COMMON 863236105 24219 258472 SHS ****SOLE 258380 92 0 D STREETTRACKS GOLD TRUST CE 863307104 134 2600 SHS ****SOLE 2600 0 0 D STRIDE RITE COMMON 863314100 509 37550 SHS ****SOLE 37550 0 0 D STRYKER COMMON 863667101 1129 25400 SHS ****SOLE 25400 0 0 D SUNCOR ENERGY COMMON 867229106 73 1150 SHS ****SOLE 1150 0 0 D SUNOCO COMMON 86764P109 167 2130 SHS ****SOLE 2130 0 0 D SUNTERRA COMMON 86787D208 609 42800 SHS ****SOLE 42800 0 0 D SUNTRUST BANKS COMMON 867914103 5143 70689 SHS ****SOLE 70689 0 0 D SUPERTEX COMMON 868532102 221 5000 SHS ****SOLE 5000 0 0 D SUPERVALU COMMON 868536103 5 150 SHS ****SOLE 150 0 0 D SYBRON DENTAL SPECIALTIES COMMON 871142105 571 14350 SHS ****SOLE 14350 0 0 D SYMANTEC COMMON 871503108 4471 255495 SHS ****SOLE 255495 0 0 D SYMBOL TECHNOLOGIES COMMON 871508107 13356 1041799 SHS ****SOLE 1041564 184 51 D SYMMETRICOM COMMON 871543104 11358 1341000 SHS ****SOLE 1341000 0 0 D SYNOPSYS COMMON 871607107 17779 886275 SHS ****SOLE 885998 229 48 D SYNNEX COMMON 87162W100 9050 598919 SHS ****SOLE 598545 360 14 D SYSCO COMMON 871829107 1450 46700 SHS ****SOLE 46700 0 0 D TCF FINANCIAL COMMON 872275102 228 8400 SHS ****SOLE 8400 0 0 D TJX COMPANIES COMMON 872540109 974 41920 SHS ****SOLE 41920 0 0 D TXU COMMON 873168108 5475 109080 SHS ****SOLE 109080 0 0 D TAIWAN SEMICONDUCTORS - ADR ADR 874039100 66 6700 SHS ****SOLE 6700 0 0 D TALX COMMON 874918105 425 9288 SHS ****SOLE 9288 0 0 D TARGET COMMON 87612E106 8667 157676 SHS ****SOLE 157676 0 0 D TECH DATA COMMON 878237106 3 75 SHS ****SOLE 75 0 0 D TECHNE COMMON 878377100 1320 23521 SHS ****SOLE 23385 136 0 D TECHNITROL COMMON 878555101 16059 939151 SHS ****SOLE 938948 194 9 D TEJON RANCH CO COMMON 879080109 20 500 SHS ****SOLE 500 0 0 D TEKELEC COMMON 879101103 77111 5547571 SHS ****SOLE 5527292 1048 19231 D TELECOM NEW ZEALAND - ADR ADR 879278208 105403 3225315 SHS ****SOLE 3178660 17118 29537 D TELEFLEX COMMON 879369106 58 900 SHS ****SOLE 900 0 0 D TELEFONICA - ADR ADR 879382208 275481 6119078 SHS ****SOLE 6042819 31222 45037 D TELEFONOS DE MEXICO - ADR ADR 879403780 24296 984425 SHS ****SOLE 984425 0 0 D TELEMIG CELULAR PART - ADR ADR 87944E105 15 368 SHS ****SOLE 368 0 0 D TELIK COMMON 87959M109 66860 3935235 SHS ****SOLE 3916735 823 17677 D TELLABS COMMON 879664100 11808 1083240 SHS ****SOLE 1082449 0 791 D TELSTRA - ADR ADR 87969N204 203453 14197679 SHS ****SOLE 14014927 73123 109629 D TELUS - NON VTG COMMON 87971M202 978 24300 SHS ****SOLE 24300 0 0 D TEMPLE-INLAND COMMON 879868107 36 800 SHS ****SOLE 800 0 0 D TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 329 28600 SHS ****SOLE 28600 0 0 D TENET HEALTHCARE COMMON 88033G100 1968 256900 SHS ****SOLE 256900 0 0 D TESORO PETROLEUM COMMON 881609101 12555 203983 SHS ****SOLE 203921 59 3 D TEVA PHARMACEUTICAL - ADR ADR 881624209 69 1600 SHS ****SOLE 1600 0 0 D TESSERA TECHNOLOGIES COMMON 88164L100 10735 415298 SHS ****SOLE 415298 0 0 D TEXAS INDUSTRIES COMMON 882491103 13204 264926 SHS ****SOLE 264859 53 14 D TEXAS INSTRUMENTS COMMON 882508104 7429 231640 SHS ****SOLE 231640 0 0 D TEXAS ROADHOUSE COMMON 882681109 37263 2396336 SHS ****SOLE 2396336 0 0 D TEXTRON COMMON 883203101 5670 73650 SHS ****SOLE 73650 0 0 D THERMO ELECTRON COMMON 883556102 1537 51000 SHS ****SOLE 51000 0 0 D THOMAS & BETTS COMMON 884315102 101 2400 SHS ****SOLE 2400 0 0 D THOMAS PROPERTIES GROUP COMMON 884453101 248 19800 SHS ****SOLE 19800 0 0 D THOR INDUSTRIES COMMON 885160101 23914 596811 SHS ****SOLE 596560 215 36 D 3M COMMON 88579Y101 975 12575 SHS ****SOLE 12575 0 0 D TIBCO SOFTWARE COMMON 88632Q103 47957 6419900 SHS ****SOLE 6419900 0 0 D TIDEWATER COMMON 886423102 3134 70500 SHS ****SOLE 70500 0 0 D TIERONE COMMON 88650R108 625 21250 SHS ****SOLE 21250 0 0 D TIFFANY & CO COMMON 886547108 8439 220385 SHS ****SOLE 220385 0 0 D TIME WARNER COMMON 887317105 14090 807910 SHS ****SOLE 807910 0 0 D TIME WARNER TELECOM - CLASS A COMMON 887319101 1024 104000 SHS ****SOLE 104000 0 0 D TODCO - CL A COMMON 88889T107 12842 337402 SHS ****SOLE 337279 103 20 D TOLL BROTHERS COMMON 889478103 1479 42702 SHS ****SOLE 42702 0 0 D TOTAL S.A. - ADR ADR 89151E109 355913 2815770 SHS ****SOLE 2784033 12831 18906 D TOYOTA MOTOR - ADR ADR 892331307 364461 3483667 SHS ****SOLE 3439655 17853 26159 D TRACTOR SUPPLY COMMON 892356106 43073 813631 SHS ****SOLE 813631 0 0 D TRADESTATION GROUP COMMON 89267P105 454 36700 SHS ****SOLE 36700 0 0 D TRIAD HOSPITALS COMMON 89579K109 2 50 SHS ****SOLE 50 0 0 D TRIDENT MICROSYSTEMS COMMON 895919108 776 43100 SHS ****SOLE 43100 0 0 D TRIAD GUARANTY COMMON 895925105 15460 351434 SHS ****SOLE 351277 149 8 D TRIBUNE COMMON 896047107 3387 111940 SHS ****SOLE 111940 0 0 D TRUSTMARK COMMON 898402102 567 20650 SHS ****SOLE 20650 0 0 D TUESDAY MORNING COMMON 899035505 10206 487868 SHS ****SOLE 487494 374 0 D TURBOCHEF TECHNOLOGIES COMMON 900006206 456 31732 SHS ****SOLE 31732 0 0 D TYCO INTERNATIONAL COMMON 902124106 3214 111350 SHS ****SOLE 111350 0 0 D UCBH HOLDINGS COMMON 90262T308 11262 629842 SHS ****SOLE 629842 0 0 D UGI COMMON 902681105 4 200 SHS ****SOLE 200 0 0 D US BANCORP COMMON 902973304 10321 345300 SHS ****SOLE 345300 0 0 D URS COMMON 903236107 470 12500 SHS ****SOLE 12500 0 0 D USANA HEALTH SCIENCES COMMON 90328M107 300 7817 SHS ****SOLE 7817 0 0 D USG COMMON 903293405 546 8400 SHS ****SOLE 8400 0 0 D UBIQUITEL COMMON 903474302 442 44650 SHS ****SOLE 44650 0 0 D UNICA COMMON 904583101 3813 316400 SHS ****SOLE 316400 0 0 D UNIBANCO - GDR GDR 90458E107 218 3433 SHS ****SOLE 3433 0 0 D UNIFIRST COMMON 904708104 418 13450 SHS ****SOLE 13450 0 0 D UNILEVER - ADR ADR 904767704 196598 4900254 SHS ****SOLE 4837577 25779 36898 D UNILEVER NV - NY SHARES NYSHRS 904784709 3759 54760 SHS ****SOLE 54760 0 0 D UNION PACIFIC COMMON 907818108 131993 1639471 SHS ****SOLE 1628685 1163 9623 D UNITED AMERICA INDEMNITY-A COMMON 90933T109 1418 77230 SHS ****SOLE 77230 0 0 D UNITED DOMINION REALTY TRUST REIT 910197102 46074 1965600 SHS ****SOLE 1965600 0 0 D UNITED ONLINE COMMON 911268100 373 26200 SHS ****SOLE 26200 0 0 D UNITED PARCEL SERVICE - CL B COMMON 911312106 386923 5154510 SHS ****SOLE 4848661 291849 14000 D U-STORE-IT TRUST REIT 91274F104 31937 1517200 SHS ****SOLE 1517200 0 0 D UNITED STATES STEEL COMMON 912909108 6732 140050 SHS ****SOLE 140050 0 0 D UNITED STATIONERS COMMON 913004107 16570 341646 SHS ****SOLE 341454 174 18 D UNITED TECHNOLOGIES COMMON 913017109 40068 716655 SHS ****SOLE 716655 0 0 D UNITED THERAPEUTICS COMMON 91307C102 76467 1106298 SHS ****SOLE 1106259 39 0 D UNITEDHEALTH GROUP COMMON 91324P102 460856 7424758 SHS ****SOLE 6995278 409480 20000 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 623 15150 SHS ****SOLE 15150 0 0 D UNIVERSAL ELECTRONICS COMMON 913483103 282 16350 SHS ****SOLE 16350 0 0 D UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 16599 721705 SHS ****SOLE 721705 0 0 D UNIVISION COMMON 914906102 2209 75150 SHS ****SOLE 75150 0 0 D UNOVA COMMON 91529B106 473 14000 SHS ****SOLE 14000 0 0 D UNUMPROVIDENT COMMON 91529Y106 21477 944022 SHS ****SOLE 943395 56 571 D UPM-KYMMENE OYJ - ADR ADR 915436109 169429 8644364 SHS ****SOLE 8533247 42485 68632 D URBAN OUTFITTERS COMMON 917047102 64590 2551961 SHS ****SOLE 2551147 44 770 D VALASSIS COMMUNICATIONS COMMON 918866104 1369 47100 SHS ****SOLE 47100 0 0 D VALERO ENERGY COMMON 91913Y100 2552 49450 SHS ****SOLE 49450 0 0 D VALUECLICK COMMON 92046N102 984 54315 SHS ****SOLE 54315 0 0 D VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 635 14450 SHS ****SOLE 14450 0 0 D VARIAN MEDICAL SYSTEMS COMMON 92220P105 265 5260 SHS ****SOLE 5260 0 0 D VASCO DATA SECURITY INTL COMMON 92230Y104 341 34600 SHS ****SOLE 34600 0 0 D VENTAS REIT 92276F100 35981 1123700 SHS ****SOLE 1123700 0 0 D VENTIV HEALTH COMMON 922793104 417 17669 SHS ****SOLE 17669 0 0 D VERISIGN COMMON 92343E102 302 13790 SHS ****SOLE 13527 0 263 D VERITAS DGC COMMON 92343P107 7258 204503 SHS ****SOLE 204503 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 124947 4148304 SHS ****SOLE 4125954 2221 20129 D VERINT SYSTEMS COMMON 92343X100 446 12950 SHS ****SOLE 12950 0 0 D VIACOM CLASS B COMMON 925524308 94842 2909253 SHS ****SOLE 2909253 0 0 D VIASAT COMMON 92552V100 603 22550 SHS ****SOLE 22550 0 0 D VISHAY INTERTECHNOLOGY COMMON 928298108 44397 3226502 SHS ****SOLE 3208963 707 16832 D VITAL SIGNS COMMON 928469105 274 6400 SHS ****SOLE 6400 0 0 D VNUS MEDICAL TECHNOLOGIES COMMON 928566108 90 10777 SHS ****SOLE 10777 0 0 D VOLCOM COMMON 92864N101 415 12200 SHS ****SOLE 12200 0 0 D VORNADO REALTY TRUST REIT 929042109 75757 907600 SHS ****SOLE 907600 0 0 D VOTORANTIM CELULOSE PAPEL- ADR ADR 92906P106 42804 3482808 SHS ****SOLE 3482808 0 0 D VULCAN MATERIALS COMMON 929160109 7 100 SHS ****SOLE 100 0 0 D WCI COMMUNITIES COMMON 92923C104 10909 406300 SHS ****SOLE 406097 188 15 D W-H ENERGY SERVICES COMMON 92925E108 37575 1135895 SHS ****SOLE 1135694 156 45 D WABTEC COMMON 929740108 24778 921132 SHS ****SOLE 920897 184 51 D WACHOVIA COMMON 929903102 165893 3138345 SHS ****SOLE 3124895 1384 12066 D WADDELL AND REED FINANCIAL - A COMMON 930059100 45136 2152409 SHS ****SOLE 2140989 457 10963 D WAL MART STORES COMMON 931142103 413920 8852374 SHS ****SOLE 8467365 366009 19000 D WALGREEN COMMON 931422109 421564 9535157 SHS ****SOLE 8970622 539535 25000 D WALTER INDUSTRIES COMMON 93317Q105 23781 478302 SHS ****SOLE 478133 139 30 D WARNACO GROUP - CL A COMMON 934390402 21182 792729 SHS ****SOLE 792729 0 0 D WASHINGTON MUTUAL COMMON 939322103 117602 2703485 SHS ****SOLE 2686568 1776 15141 D WASTE CONNECTIONS COMMON 941053100 941 27300 SHS ****SOLE 27300 0 0 D WASTE MANAGEMENT COMMON 94106L109 127450 4199353 SHS ****SOLE 4174070 2557 22726 D WATSON PHARMACEUTICAL COMMON 942683103 4275 131500 SHS ****SOLE 131500 0 0 D WAUSAU PAPER COMMON 943315101 344 29000 SHS ****SOLE 29000 0 0 D WEBEX COMMUNICATIONS COMMON 94767L109 522 24150 SHS ****SOLE 24150 0 0 D WEBSENSE COMMON 947684106 114705 1747479 SHS ****SOLE 1740123 294 7062 D WEBSIDESTORY COMMON 947685103 379 20900 SHS ****SOLE 20900 0 0 D WEBSTER FINANCIAL COMMON 947890109 42469 905525 SHS ****SOLE 896155 378 8992 D WEIGHT WATCHERS INTERNATIONAL COMMON 948626106 272536 5519833 SHS ****SOLE 5211366 293467 15000 D WELLPOINT COMMON 94973V107 10652 133505 SHS ****SOLE 133505 0 0 D WELLS FARGO COMMON 949746101 13415 213510 SHS ****SOLE 213510 0 0 D WEST COAST BANCORP/OREGON COMMON 952145100 594 22450 SHS ****SOLE 22450 0 0 D WEST COMMON 952355105 94949 2252643 SHS ****SOLE 2240623 506 11514 D WEST PHARMACEUTICAL SVCS COMMON 955306105 512 20450 SHS ****SOLE 20450 0 0 D WESTERN DIGITAL COMMON 958102105 192 10305 SHS ****SOLE 10305 0 0 D WESTERN GAS RESOURCES COMMON 958259103 852 18100 SHS ****SOLE 18100 0 0 D WESTLAKE CHEMICAL COMMON 960413102 12584 436777 SHS ****SOLE 436646 102 29 D WEYERHAEUSER COMMON 962166104 323 4857 SHS ****SOLE 4857 0 0 D WHIRLPOOL COMMON 963320106 4 50 SHS ****SOLE 50 0 0 D WHITING PETROLEUM COMMON 966387102 27445 686128 SHS ****SOLE 685843 248 37 D WHITNEY HOLDING COMMON 966612103 34600 1255472 SHS ****SOLE 1255472 0 0 D WHOLE FOODS MARKET COMMON 966837106 150 1940 SHS ****SOLE 1940 0 0 D WILLIAMS-SONOMA COMMON 969904101 5615 130118 SHS ****SOLE 129812 35 271 D WIND RIVER SYSTEMS COMMON 973149107 47761 3233629 SHS ****SOLE 3211153 866 21610 D WINNEBAGO INDUSTRIES COMMON 974637100 59107 1776047 SHS ****SOLE 1766558 336 9153 D WISCONSIN ENERGY COMMON 976657106 189 4850 SHS ****SOLE 4850 0 0 D WITNESS SYSTEMS COMMON 977424100 6955 353600 SHS ****SOLE 353600 0 0 D WOLVERINE WORLD WIDE COMMON 978097103 16218 722065 SHS ****SOLE 721846 182 37 D WORLD ACCEPTANCE COMMON 981419104 242 8500 SHS ****SOLE 8500 0 0 D WORLD FUEL SERVICES COMMON 981475106 452 13400 SHS ****SOLE 13400 0 0 D WORTHINGTON INDUSTRIES COMMON 981811102 398 20700 SHS ****SOLE 20700 0 0 D WRIGLEY COMMON 982526105 183 2750 SHS ****SOLE 2750 0 0 D WYETH COMMON 983024100 271408 5891202 SHS ****SOLE 5874358 1893 14951 D WYNN RESORTS COMMON 983134107 76410 1393076 SHS ****SOLE 1384358 343 8375 D XM SATELLITE RADIO HOLD-CL A COMMON 983759101 352923 12952092 SHS ****SOLE 12241621 674471 36000 D XTO ENERGY COMMON 98385X106 15 333 SHS ****SOLE 333 0 0 D XILINX COMMON 983919101 1939 76900 SHS ****SOLE 76900 0 0 D XEROX COMMON 984121103 118750 8105815 SHS ****SOLE 8057135 4951 43729 D YAHOO! COMMON 984332106 4413 112625 SHS ****SOLE 112625 0 0 D YANKEE CANDLE COMMON 984757104 421 16450 SHS ****SOLE 16450 0 0 D YELLOW ROADWAY COMMON 985577105 13458 301688 SHS ****SOLE 301585 90 13 D YUM! BRANDS COMMON 988498101 4367 93148 SHS ****SOLE 93148 0 0 D ZALE COMMON 988858106 15488 615802 SHS ****SOLE 615625 168 9 D ZEBRA TECHNOLOGIES - CLASS A COMMON 989207105 857 20000 SHS ****SOLE 20000 0 0 D ZIMMER HOLDINGS COMMON 98956P102 381915 5669712 SHS ****SOLE 5398207 255505 16000 D ZIONS BANCORP COMMON 989701107 7441 98475 SHS ****SOLE 98475 0 0 D ZORAN COMMON 98975F101 203 12500 SHS ****SOLE 12500 0 0 D AMDOCS LIMITED COMMON G02602103 25220 917073 SHS ****SOLE 916564 40 469 D ASPEN INSURANCE HOLDINGS COMMON G05384105 27498 1161703 SHS ****SOLE 1156904 190 4609 D ACCENTURE LTD COMMON G1150G111 8311 287870 SHS ****SOLE 287870 0 0 D BUNGE LIMITED COMMON G16962105 13412 236927 SHS ****SOLE 236867 48 12 D COOPER INDUSTRIES COMMON G24182100 1922 26330 SHS ****SOLE 26330 0 0 D EVEREST RE GROUP COMMON G3223R108 3048 30375 SHS ****SOLE 30375 0 0 D FOSTER WHEELER COMMON G36535139 5428 147593 SHS ****SOLE 145707 0 1886 D GLOBAL CROSSING LTD COMMON G3921A175 85 5281 SHS ****SOLE 5281 0 0 D IPC HOLDINGS COMMON G4933P101 14440 527414 SHS ****SOLE 527414 0 0 D MARVELL TECHNOLOGY GROUP COMMON G5876H105 10360 184712 SHS ****SOLE 184426 0 286 D NABORS INDUSTRIES COMMON G6359F103 4231 55850 SHS ****SOLE 55850 0 0 D NOBLE COMMON G65422100 1483 21020 SHS ****SOLE 21020 0 0 D PARTNERRE COMMON G6852T105 74634 1136492 SHS ****SOLE 1129752 286 6454 D PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 16401 527890 SHS ****SOLE 527757 104 29 D UTI WORLDWIDE COMMON G87210103 85639 922441 SHS ****SOLE 916250 264 5927 D TOMMY HILFIGER COMMON G8915Z102 198 12200 SHS ****SOLE 12200 0 0 D UBS COMMON H8920M855 6128 64406 SHS ****SOLE 64406 0 0 D AUDIOCODES COMMON M15342104 417 37561 SHS ****SOLE 37561 0 0 D M-SYSTEMS FLASH DISK PIONEERS COMMON M7061C100 397 11975 SHS ****SOLE 11975 0 0 D ORCKIT COMMUNICATIONS COMMON M7531S206 464 19028 SHS ****SOLE 19028 0 0 D SYNERON MEDICAL COMMON M87245102 436 13718 SHS ****SOLE 13718 0 0 D ASM HOLDING N V NYSHRS N07059111 347 17297 SHS ****SOLE 16889 0 408 D BANCO LATINOAMERICANO EXPORT COMMON P16994132 18404 1005700 SHS ****SOLE 1005700 0 0 D KERZNER INTERNATIONAL COMMON P6065Y107 54892 798438 SHS ****SOLE 793750 186 4502 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 21739 482444 SHS ****SOLE 482182 36 226 D FLEXTRONICS INTERNATIONAL COMMON Y2573F102 475 45500 SHS ****SOLE 45500 0 0 S REPORT SUMMARY 1266 DATA RECORDS 37623395 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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