UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                             Washington, DC 20549

                             Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower
                1001 Liberty Avenue
                Pittsburgh, PA  15222-3779

Form 13F File Number:  28-04375

      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:  David J. Brennen
Title:  Compliance Officer
Phone:  (412) 288-7052

Signature, Place, and Date of Signing:
/s/David J. Brennen                       Pittsburgh, PA    May 12, 2006

COVER PAGE ADDENDUM FOR FORM 13F

Federated Investors, Inc. ("Investors") is
affiliated with the institutional investment
managers listed on the summary page of this Form
13F in the manner described below.  By virtue of
Rule 13F-1(b) under the Securities Exchange Act of
1934, Investors is deemed to share investment
discretion over all investments reported herein.
This filing does not constitute an admission that
such investment discretion does in fact exist, but
is made solely to comply with applicable law.

The information set forth below is numbered to
correspond with the names of the other parties with
respect to which this schedule is filed as listed
at the bottom of the cover page hereof:

1.  Federated Investment Counseling ("FIC") is an
Investment Adviser to Federated International
Funds, PLC and certain private investment accounts,
consisting primarily of pension and retirement
plans.  FIC is a wholly-owned subsidiary of
Investors.  Investors exercises investment
discretion over certain investments as reported by
FIC.  FIC exercises investment discretion over the
investments identified with the number "1" under
Item 7 in the attached tables.  This filing is made
on behalf of FIC with respect to all investments
over which it exercises investment discretion.

2.  Federated Investment Management Company ("FIM")
is the Investment Adviser to certain Federated
Funds.  FIM is a wholly-owned subsidiary of
Investors.  Subject to guidelines established by
the Boards of Trustees or Directors of the
aforementioned Funds, FIM exercises investment
discretion over the investments identified with the
number "2" under Item 7 in the attached tables.
This filing is made on behalf of FIM with respect
to all investments over which it exercises
investment discretion.

4.  Passport Research Ltd. ("PR") is the Investment
Adviser to Edward D. Jones Money Market Fund.  PR
is 50.5% owned subsidiary of FIM.  FIM is a
wholly-owned subsidiary of Investors.  Subject to
guidelines established by the Boards of Trustees of
the aforementioned investment company, PR exercises
investment discretion over the investments
identified with the number "4" under Item 7 in the
attached tables.  This filing is made on behalf of
PR with respect to all investments over which it
exercises investment discretion.

8.  Federated Advisory Services Company ("FASC") is
an Investment Adviser that provides investment
advice and other services to related advisers.

9.  Federated Equity Management Company of
Pennsylvania ("FEMCOPA") is the Investment Adviser
to certain Federated Funds.  FEMCOPA is a
wholly-owned subsidiary of Investors.  Subject to
guidelines established by the Boards of Trustees or
Directors of the aforementioned Funds, FEMCOPA
exercises investment discretion over the
investments identified with the number "9" under
Item 7 in the attached tables.  This filing is made
on behalf of FEMCOPA with respect to all
investments over which it exercise investment
discretion.

21.  Federated Global Investment Management Corp.
("Global") is the Investment Adviser to certain
international Federated Funds and certain
international private investment accounts.  Global
is a wholly-owned subsidiary of Investors.  Subject
to guidelines established by the Board of Trustees
or Directors of the aforementioned Funds, Global
exercises investment discretion over the
investments identified with the number "21" under
Item 7 in the attached tables.  This filing is made
on behalf of Global with respect to all investments
over which it exercises investment discretion.

Report Type

[ X] 13F HOLDING REPORT.

[  ]  13F NOTICE.

[  ]  13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   6

Form 13F Information Table Entry Total:  1192
Form 13F Information Table Value Total:   $19,914,982

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of
all institutional investment managers with respect to which this report
is filed,
other than the manager filing this report.

No.      13F File Number      Name

01       28-01454       Federated Investment Counseling
02       28-04377       Federated Investment Management Company
04       28-02491       Passport Research, Ltd.
08       28-10899       Federated Advisory Services Company
09       28-10900       Federated Equity Management Company of Pennsylvania
21       28-04379       Federated Global Investment Management Corp.


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             Column 1           Column 2   Column 3    Column 4         Column 5        Column 6    Column 7   Column 8
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Name of issuer                  Title of    CUSIP      Value     Shrs or   SH/  Put/  Investment   Other     Voting Authority
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                                Class                 (x$1000)   prn amt   PRN  Call   discretion   manager  Sole    Shared   None
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3M CO COM                       COMMON     88579Y101      2,195    29,005    SH         DEFINED      01     28,732       0    273
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A C MOORE ARTS & CRAFTS INC     COM        00086T103       6698    364000    SH         DEFINED      09     364000       0       0
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A D A M INC                     COM        00088U108       1030    146100    SH         DEFINED      09     146100       0       0
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A D C TELECOMMUNICATIONS        COM        000886309       7459    291500    SH         DEFINED      09     291500       0       0
                                NEW
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ABBOTT LABS                     COM        002824100        658     15500    SH         DEFINED      02      15500       0       0
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ABBOTT LABS                     COM        002824100       2765     65100    SH         DEFINED      09      65100       0       0
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ABERCROMBIE & FITCH CO          CL         002896207       2041     35000    SH         DEFINED      21      35000       0       0
                                A
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ABGENIX INC                     COM        00339B107      26917   1196300    SH         DEFINED      09    1196300       0       0
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ABIOMED INC                     COM        003654100       9540    739500    SH         DEFINED      09     739500       0       0
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ABX AIR INC                     COM        00080S101      45568   6691380    SH         DEFINED      09    6691380       0       0
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ACADIA PHARMACEUTICALS INC      COM        004225108        785     49100    SH         DEFINED      09      49100       0       0
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ACCELRYS INC                    COM        00430U103       3554    488800    SH         DEFINED      09     488800       0       0
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ACCENTURE LTD BERMUDA           CL         G1150G111        674     22400    SH         DEFINED      09      22400       0       0
                                A
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ACCESS INTEGRATED TECHNLGS I    CL         004329108       8326    647900    SH         DEFINED      09     647900       0       0
                                A
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ACE LTD                         ORD        G0070K103       5137    102600    SH         DEFINED      01     102600       0       0
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ACE LTD                         ORD        G0070K103       6688    128600    SH         DEFINED      02     128600       0       0
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ACE LTD                         ORD        G0070K103     134416   2584426    SH         DEFINED      09    2584426       0       0
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ACE LTD                         ORD        G0070K103        670     15600    SH         DEFINED      21      15600       0       0
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ACTIONS SEMICONDUCTOR CO LTD    ADR        00507E107      13095   1350000    SH         DEFINED      09    1350000       0       0
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ACUSPHERE INC                   COM        00511R870       7997   1195300    SH         DEFINED      09    1195300       0       0
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ADEZA BIOMEDICAL CORP           COM        006864102       2812    133100    SH         DEFINED      09     133100       0       0
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ADOBE SYS INC                   COM        00724F101        175      5000    SH         DEFINED      01       5000       0       0
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ADOBE SYS INC                   COM        00724F101      41523   1189082    SH         DEFINED      09    1189082       0       0
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ADOBE SYS INC                   COM        00724F101       1746     50000    SH         DEFINED      21      50000       0       0
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ADSTAR INC                      COM        00737P104        253    129927    SH         DEFINED      09     129927       0       0
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ADTRAN INC                      COM        00738A106      22201    848000    SH         DEFINED      09     848000       0       0
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ADVANCE AMER CASH ADVANCE CT    COM        00739W107      39528   2748800    SH         DEFINED      09    2748800       0       0
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ADVANCE AUTO PARTS INC          COM        00751Y106         83      2000    SH         DEFINED      01       2000       0       0
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ADVANCE AUTO PARTS INC          COM        00751Y106     277820   6671950    SH         DEFINED      09    6671950       0       0
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ADVANCE AUTO PARTS INC          COM        00751Y106       1041     25000    SH         DEFINED      21      25000       0       0
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ADVANCED ANALOGIC TECHNOLOGI    COM        00752J108       2052    180000    SH         DEFINED      09     180000       0       0
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ADVANCED MICRO DEVICES INC      COM        007903107       4195    126500    SH         DEFINED      09     126500       0       0
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AFFILIATED MANAGERS GROUP       COM        008252108      11902    111645    SH         DEFINED      09     111645       0       0
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AFLAC INC                       COM        001055102      28075    622100    SH         DEFINED      09     622100       0       0
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AGERE SYS INC                   COM        00845V308      28832   1917000    SH         DEFINED      09    1917000       0       0
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AIR PRODS & CHEMS INC           COM        009158106       1102     16400    SH         DEFINED      02      16400       0       0
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AIR PRODS & CHEMS INC           COM        009158106       2882     42900    SH         DEFINED      09      42900       0       0
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AIR PRODS & CHEMS INC           COM        009158106        610     11000    SH         DEFINED      21      11000       0       0
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AIR PRODS & CHEMS INC           COM        009158106        872     15689    SH         DEFINED      01      15689       0       0
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AKZO NOBEL N V ADR SPONSORED    COMMON     010199305     35,916   680,874    SH         DEFINED      01    663,300     798  16,776
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ALBERTSONS INC                  COM        013104104       1450     56500    SH         DEFINED      02      56500       0       0
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ALCATEL                         SPONSORED  013904305        824     53500    SH         DEFINED      09      53500       0       0
                                ADR
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ALCOA INC                       COM        013817101       6564    214800    SH         DEFINED      02     214800       0       0
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ALCOA INC                       COM        013817101      72193   2362342    SH         DEFINED      09    2362342       0       0
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ALCOA INC                       COM        013817101       1351     46600    SH         DEFINED      21      46600       0       0
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ALCOA INC                       COM        013817101       5489    182924    SH         DEFINED      01     182631       0     293
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ALKERMES INC                    COM        01642T108      56574   2565700    SH         DEFINED      09    2565700       0       0
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ALLERGAN INC                    COM        018490102     205091   1890237    SH         DEFINED      09    1890237       0       0
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ALLIANT TECHSYSTEMS INC         COM        018804104       4167     54000    SH         DEFINED      09      54000       0       0
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ALLIED WASTE INDS INC           COM        019589308        179     14600    SH         DEFINED      01      14600       0       0
                                PAR$.01NEW
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ALLSTATE CORP                   COM        020002101      15211    291900    SH         DEFINED      02     291900       0       0
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ALLSTATE CORP                   COM        020002101     189152   3629860    SH         DEFINED      09    3629860       0       0
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ALLSTATE CORP                   COM        020002101       3216     64200    SH         DEFINED      21      64200       0       0
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ALLSTATE CORP                   COM        020002101       9135    178796    SH         DEFINED      01     178365       0     431
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ALLTEL CORP                     COM        020039103       1094     16900    SH         DEFINED      01      16900       0       0
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ALLTEL CORP                     COM        020039103       3264     50406    SH         DEFINED      02      50406       0       0
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ALLTEL CORP                     COM        020039103      60911    940703    SH         DEFINED      09     940703       0       0
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ALNYLAM PHARMACEUTICALS INC     COM        02043Q107      21988   1250000    SH         DEFINED      09    1250000       0       0
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ALTERA CORP                     COM        021441100       1220     59100    SH         DEFINED      09      59100       0       0
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ALTRIA GROUP INC                COM        02209S103      13456    189900    SH         DEFINED      02     189900       0       0
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ALTRIA GROUP INC                COM        02209S103     133481   1883730    SH         DEFINED      09    1883730       0       0
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ALTRIA GROUP INC                COM        02209S103       2887     42100    SH         DEFINED      21      42100       0       0
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ALTRIA GROUP INC                COM        02209S103       8056    115618    SH         DEFINED      01     115581       0      37
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ALTUS PHARMACEUTICALS INC       COM        02216N105       8434    384600    SH         DEFINED      09     384600       0       0
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AMDOCS LTD                      ORD        G02602103      30611    848900    SH         DEFINED      09     848900       0       0
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AMERADA HESS CORP               COM        023551104       1808     12700    SH         DEFINED      01      12700       0       0
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AMERADA HESS CORP               COM        023551104      16931    118900    SH         DEFINED      09     118900       0       0
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AMEREN CORP                     COM        023608102       4727     94891    SH         DEFINED      09      94891       0       0
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AMEREN CORP                     COM        023608102      36050    724427    SH         DEFINED      01     706898     878   16651
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AMERICAN ELEC PWR INC           COM        025537101       1345     43200    SH         DEFINED      01      43200       0       0
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AMERICAN ELEC PWR INC           COM        025537101       5686    167140    SH         DEFINED      09     167140       0       0
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AMERICAN ELEC PWR INC           COM        025537101        421     15000    SH         DEFINED      21      15000       0       0
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AMERICAN INTL GROUP INC         COM        026874107       5314     80400    SH         DEFINED      02      80400       0       0
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AMERICAN INTL GROUP INC         COM        026874107     169231   2560609    SH         DEFINED      09    2560609       0       0
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AMERICAN INTL GROUP INC         COM        026874107       8824    133511    SH         DEFINED      01     133228       0     283
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AMERICAN TOWER CORP             CL         029912201       6919    228200    SH         DEFINED      09     228200       0       0
                                A
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AMERISOURCEBERGEN CORP          COM        03073E105       1303     27000    SH         DEFINED      01      27000       0       0
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AMERISOURCEBERGEN CORP          COM        03073E105      42857    887860    SH         DEFINED      09     887860       0       0
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AMGEN INC                       COM        031162100       3230     44400    SH         DEFINED      02      44400       0       0
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AMGEN INC                       COM        031162100      62246    855620    SH         DEFINED      09     855620       0       0
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AMGEN INC                       COM        031162100       5456     75000    SH         DEFINED      21      75000       0       0
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AMGEN INC                       COM        031162100       6073     83466    SH         DEFINED      01      83105       0     361
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AMSOUTH BANCORPORATION          COM        032165102       4347    160700    SH         DEFINED      09     160700       0       0
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AMSOUTH BANCORPORATION          COM        032165102      47143   1744621    SH         DEFINED      01    1701032    2067   41522
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AMVESCAP PLC                    SPONSORED  03235E100       5643    299200    SH         DEFINED      09     299200       0       0
                                ADR
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AMVESCAP PLC                    SPONSORED  03235E100       1173     62200    SH         DEFINED      21      62200       0       0
                                ADR
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AMYLIN PHARMACEUTICALS INC      COM        032346108      12360    252500    SH         DEFINED      09     252500       0       0
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ANADIGICS INC                   COM        032515108      19469   2464400    SH         DEFINED      09    2464400       0       0
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ANADYS PHARMACEUTICALS INC      COM        03252Q408      10463    649500    SH         DEFINED      09     649500       0       0
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ANALOG DEVICES INC              COM        032654105       1398     36500    SH         DEFINED      09      36500       0       0
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ANIKA THERAPEUTICS INC          COM        035255108       7447    609400    SH         DEFINED      09     609400       0       0
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ANSYS INC                       COM        03662Q105       7798    144000    SH         DEFINED      09     144000       0       0
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AON CORP                        COM        037389103       9882    238070    SH         DEFINED      09     238070       0       0
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AON CORP                        COM        037389103       1251     30135    SH         DEFINED      01      30135       0       0
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APACHE CORP                     COM        037411105       1952     29800    SH         DEFINED      01      29800       0       0
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APACHE CORP                     COM        037411105       2188     33400    SH         DEFINED      02      33400       0       0
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APACHE CORP                     COM        037411105      80341   1226400    SH         DEFINED      09    1226400       0       0
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APPLE COMPUTER INC              COM        037833100        238      3800    SH         DEFINED      01       3800       0       0
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APPLE COMPUTER INC              COM        037833100        878     14000    SH         DEFINED      09      14000       0       0
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APPLE COMPUTER INC              COM        037833100       3763     60000    SH         DEFINED      21      60000       0       0
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APPLEBEES INTL INC              COM        037899101       2793    113750    SH         DEFINED      09     113750       0       0
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APPLIED MATLS INC               COM        038222105       2271    129700    SH         DEFINED      02     129700       0       0
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APPLIED MATLS INC               COM        038222105      39865   2276720    SH         DEFINED      09    2276720       0       0
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APPLIED MATLS INC               COM        038222105       3305    192700    SH         DEFINED      21     192700       0       0
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APPLIED MATLS INC               COM        038222105       6769    392056    SH         DEFINED      01     390213       0    1843
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AQUANTIVE INC                   COM        03839G105       8813    374400    SH         DEFINED      09     374400       0       0
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ARBITRON INC                    COM        03875Q108       3646    107800    SH         DEFINED      09     107800       0       0
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ARCH COAL INC                   COM        039380100       5703     75100    SH         DEFINED      09      75100       0       0
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ARCHER DANIELS MIDLAND CO       COM        039483102       4718    140200    SH         DEFINED      09     140200       0       0
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ARDEN RLTY INC COM              COMMON     039793104         10       213    SH         DEFINED      01        212       0       1
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ARENA PHARMACEUTICALS INC       COM        040047102      23385   1291300    SH         DEFINED      09    1291300       0       0
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ARM HLDGS PLC                   SPONSORED  042068106      10906   1582929    SH         DEFINED      09    1582929       0       0
                                ADR
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ARTHROCARE CORP                 COM        043136100      21007    439300    SH         DEFINED      09     439300       0       0
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ASML HLDG NV                    N Y        N07059111       4932    242100    SH         DEFINED      09     242100       0       0
                                SHS
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ASPECT MED SYS INC              COM        045235108      13868    505400    SH         DEFINED      09     505400       0       0
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ASTRAZENECA PLC                 SPONSORED  046353108       1622     32300    SH         DEFINED      01      32300       0       0
                                ADR
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ASTRAZENECA PLC                 SPONSORED  046353108       1823     36300    SH         DEFINED      02      36300       0       0
                                ADR
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ASTRAZENECA PLC                 SPONSORED  046353108      27390    545300    SH         DEFINED      09     545300       0       0
                                ADR
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ASYST TECHNOLOGY CORP           COM        04648X107        521     50000    SH         DEFINED      09      50000       0       0
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AT&T INC                        COM        00206R102      10224    380596    SH         DEFINED      01     379185       0    1411
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AT&T INC                        COM        00206R102      21116    780899    SH         DEFINED      02     780899       0       0
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AT&T INC                        COM        00206R102     203147   7512847    SH         DEFINED      09    7512847       0       0
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ATI TECHNOLOGIES INC            COM        001941103       7645    445000    SH         DEFINED      09     445000       0       0
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ATS MED INC                     COM        002083103       1248    503200    SH         DEFINED      09     503200       0       0
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AU OPTRONICS CORP               SPONSORED  002255107        480     32200    SH         DEFINED      09      32200       0       0
                                ADR
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AU OPTRONICS CORP               SPONSORED  002255107       5725    384000    SH         DEFINED      21     384000       0       0
                                ADR
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AUTODESK INC                    COM        052769106      59394   1541900    SH         DEFINED      09    1541900       0       0
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AUTOMATIC DATA PROCESSING IN    COM        053015103       1060     23200    SH         DEFINED      02      23200       0       0
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AUTOMATIC DATA PROCESSING IN    COM        053015103       2942     64400    SH         DEFINED      09      64400       0       0
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AUXILIUM PHARMACEUTICALS INC    COM        05334D107       9022   1137700    SH         DEFINED      09    1137700       0       0
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AVANIR PHARMACEUTICALS          CL A       05348P401       6827    466956    SH         DEFINED      09     466956       0       0
                                NEW
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AVAYA INC                       COM        053499109        846     74900    SH         DEFINED      09      74900       0       0
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AVERY DENNISON CORP             COM        053611109       4433     75800    SH         DEFINED      09      75800       0       0
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AVIALL INC NEW                  COM        05366B102      17220    452200    SH         DEFINED      09     452200       0       0
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AVIGEN INC                      COM        053690103      16100   3114093    SH         DEFINED      09    3114093       0       0
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AVNET INC                       COM        053807103       7614    300000    SH         DEFINED      09     300000       0       0
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AVON PRODS INC                  COM        054303102        206      6600    SH         DEFINED      01       6600       0       0
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AXIS CAPITAL HOLDINGS           SHS        G0692U109      60410   2020400    SH         DEFINED      09    2020400       0       0
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B & G FOODS INC NEW             UNIT       05508R205         34      2380    SH         DEFINED      01       2380       0       0
                                99/99/9999
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B & G FOODS INC NEW             UNIT       05508R205       4219    292570    SH         DEFINED      02     292570       0       0
                                99/99/9999
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BAA PLC ADR SPONSORED           COMMON     05518L206         22     1,497    SH         DEFINED      01      1,497       0       0
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BANK NEW YORK INC               COM        064057102       5875    163000    SH         DEFINED      02     163000       0       0
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BANK NEW YORK INC               COM        064057102       7925    219900    SH         DEFINED      09     219900       0       0
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BANK OF AMERICA CORPORATION     COM        060505104       4329    101974    SH         DEFINED      01     101383       0     591
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BANK OF AMERICA CORPORATION     COM        060505104      14250    312914    SH         DEFINED      02     312914       0       0
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BANK OF AMERICA CORPORATION     COM        060505104     111925   2457735    SH         DEFINED      09    2457735       0       0
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BANK OF AMERICA CORPORATION     COM        060505104       1071     28500    SH         DEFINED      21      28500       0       0
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BARCLAYS PLC                    ADR        06738E204       4404     94100    SH         DEFINED      02      94100       0       0
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BARCLAYS PLC                    ADR        06738E204       7591    162200    SH         DEFINED      09     162200       0       0
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BARRICK GOLD CORP               COM        067901108      37014   1358823    SH         DEFINED      09    1358823       0       0
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BCE INC                         COM        05534B109      46203   1922630    SH         DEFINED      01    1875726    2317   44587
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BCE INC                         COM        05534B109       2719    113000    SH         DEFINED      02     113000       0       0
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BCE INC                         COM        05534B109      13327    553899    SH         DEFINED      09     553899       0       0
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BEAR STEARNS COS INC            COM        073902108       5645     40700    SH         DEFINED      09      40700       0       0
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BED BATH & BEYOND INC           COM        075896100        250      6500    SH         DEFINED      01       6500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BED BATH & BEYOND INC           COM        075896100      51345   1337100    SH         DEFINED      09    1337100       0       0
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BED BATH & BEYOND INC           COM        075896100       2880     75000    SH         DEFINED      21      75000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP                  COM        079860102       4227    122000    SH         DEFINED      01     122000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP                  COM        079860102       8261    238400    SH         DEFINED      02     238400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BELLSOUTH CORP                  COM        079860102      87931   2537700    SH         DEFINED      09    2537700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BEST BUY INC                    COM        086516101        196      3500    SH         DEFINED      01       3500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BEST BUY INC                    COM        086516101       1958     35000    SH         DEFINED      21      35000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BHP BILLITON LTD                SPONSORED  088606108      22974    576500    SH         DEFINED      09     576500       0       0
                                ADR
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BIOENVISION INC                 COM        09059N100      10589   1485200    SH         DEFINED      09    1485200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BIOMARIN PHARMACEUTICAL INC     COM        09061G101      33892   2525500    SH         DEFINED      09    2525500       0       0
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BJ SVCS CO                      COM        055482103       4543    131300    SH         DEFINED      09     131300       0       0
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BLACK HILLS CORP                COM        092113109        588     17300    SH         DEFINED      02      17300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BLACK HILLS CORP                COM        092113109         92      2700    SH         DEFINED      09       2700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BLACKBOARD INC                  COM        091935502      26245    923800    SH         DEFINED      09     923800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BLOCK H & R INC                 COM        093671105       4375    202100    SH         DEFINED      09     202100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BLOCK H & R INC                 COM        093671105          8       370    SH         DEFINED      01        370       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC                COM        055921100        639     29500    SH         DEFINED      01      29500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE INC                COM        055921100       6066    280040    SH         DEFINED      09     280040       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BOOTS GROUP PLC UNSPON ADR      COMMON     099482101     24,854 1,991,536    SH         DEFINED      01  1,947,985   2,601  40,950
-----------------------------------------------------------------------------------------------------------------------------------
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BOSTON SCIENTIFIC CORP          COM        101137107      38496   1670100    SH         DEFINED      09    1670100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BOYD GAMING CORP                COM        103304101        640     15100    SH         DEFINED      01      15100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BOYD GAMING CORP                COM        103304101       1386     29400    SH         DEFINED      21      29400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BP PLC                          SPONSORED  055622104       1285     22530    SH         DEFINED      01      22530       0       0
                                ADR
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BP PLC                          SPONSORED  055622104      30044    435800    SH         DEFINED      09     435800       0       0
                                ADR
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BP PLC                          SPONSORED  055622104        905     15900    SH         DEFINED      21      15900       0       0
                                ADR
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BRANDYWINE RLTY TR SH BEN INT   COMMON     105368203     20,782   654,357    SH         DEFINED      01    639,852     850  13,655
-----------------------------------------------------------------------------------------------------------------------------------
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BRITISH AMERN TOB PLC           SPONSORED  110448107       2244     46174    SH         DEFINED      09      46174       0       0
                                ADR
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-----------------------------------------------------------------------------------------------------------------------------------
BRITISH AWYS PLC                ADR 2ND    110419306        743     12100    SH         DEFINED      01      12100       0       0
                                INSTAL
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-----------------------------------------------------------------------------------------------------------------------------------
BRITISH AWYS PLC                ADR 2ND    110419306       8604    140200    SH         DEFINED      09     140200       0       0
                                INSTAL
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-----------------------------------------------------------------------------------------------------------------------------------
BROADCOM CORP                   CL         111320107       9821    227550    SH         DEFINED      09     227550       0       0
                                A
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BROADCOM CORP                   COM        111320107      23738    550000    SH         DEFINED
-----------------------------------------------------------------------------------------------------------------------------------
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BROCADE COMMUNICATIONS SYS I    COM        111621108       9009   1348700    SH         DEFINED      09    1348700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BROOKFIELD ASSET MGMT INC       CL A LTD V 112585104      46421    843100    SH         DEFINED      09     843100       0       0
                                SH
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BROWN FORMAN CORP               CL         115637209       5349     69500    SH         DEFINED      09      69500       0       0
                                B
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BUFFALO WILD WINGS INC          COM        119848109      13127    315700    SH         DEFINED      09     315700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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BUSINESS OBJECTS S A            SPONSORED  12328X107       4259    116780    SH         DEFINED      09     116780       0       0
                                ADR
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CABELAS INC                     COM        126804301       2075    101100    SH         DEFINED      09     101100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CABOT MICROELECTRONICS CORP     COM        12709P103       5915    159430    SH         DEFINED      09     159430       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC       COM        127387108       2396    141300    SH         DEFINED      01     141300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC       COM        127387108       1544     83500    SH         DEFINED      02      83500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC       COM        127387108      34419   1861500    SH         DEFINED      09    1861500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CADENCE DESIGN SYSTEM INC       COM        127387108        737     48300    SH         DEFINED      21      48300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CALAMOS ASSET MGMT INC          CL         12811R104      26662    712900    SH         DEFINED      09     712900       0       0
                                A
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-----------------------------------------------------------------------------------------------------------------------------------
CAMECO CORP                     COM        13321L108       5461    151700    SH         DEFINED      09     151700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL CORP           COM        14040H105       1514     18800    SH         DEFINED      01      18800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITAL ONE FINL CORP           COM        14040H105      87498   1086660    SH         DEFINED      09    1086660       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITOL FED FINL                COM        14057C106        891     27600    SH         DEFINED      02      27600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CAPITOL FED FINL                COM        14057C106        113      3500    SH         DEFINED      09       3500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CARDINAL HEALTH INC             COM        14149Y108       1513     20300    SH         DEFINED      09      20300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CAREMARK RX INC                 COM        141705103       5700    115900    SH         DEFINED      09     115900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CAREMARK RX INC                 COM        141705103       2511     51050    SH         DEFINED      21      51050       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CARNIVAL CORP                   PAIRED     143658300        540     11400    SH         DEFINED      02      11400       0       0
                                CTF
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CARRAMERICA RLTY CORP COM       COMMON     144418100         15       344    SH         DEFINED      01        344       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CARTER INC                      COM        146229109      17811    263900    SH         DEFINED      09     263900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CB RICHARD ELLIS GROUP INC      CL         12497T101     334760   4148200    SH         DEFINED      09    4148200       0       0
                                A
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-----------------------------------------------------------------------------------------------------------------------------------
CBS CORP NEW                    CL         124857202        530     22100    SH         DEFINED      02      22100       0       0
                                B
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CBS CORP NEW                    CL         124857202      20690    862800    SH         DEFINED      09     862800       0       0
                                B
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CBS CORP NEW                    CL         124857202        338     17100    SH         DEFINED      21      17100       0       0
                                B
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CBS CORP NEW                    CL         124857202       1174     53088    SH         DEFINED      01      52821       0     267
                                B
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-----------------------------------------------------------------------------------------------------------------------------------
CELANESE CORP DEL               COM SER    150870103        723     41800    SH         DEFINED      01      41800       0       0
                                A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CELANESE CORP DEL               COM SER    150870103        507     29300    SH         DEFINED      21      29300       0       0
                                A
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-----------------------------------------------------------------------------------------------------------------------------------
CELEBRATE EXPRESS INC           COM        15100A104       3433    272494    SH         DEFINED      09     272494       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CEMEX S A                       SPON ADR 5 151290889      30058    460441    SH         DEFINED      09     460441       0       0
                                ORD
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CENDANT CORP                    COM        151313103       1102     63500    SH         DEFINED      02      63500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CENDANT CORP                    COM        151313103       3031    174700    SH         DEFINED      09     174700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CENDANT CORP                    COM        151313103        356     24900    SH         DEFINED      21      24900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CENDANT CORP                    COM        151313103        510     35493    SH         DEFINED      01      35493       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTERPOINT ENERGY INC          COM        15189T107        542     45400    SH         DEFINED      02      45400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTERPOINT ENERGY INC          COM        15189T107       1061     88900    SH         DEFINED      09      88900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTEX CORP                     COM        152312104      50088    808000    SH         DEFINED      09     808000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CENTRAL EUROPEAN MEDIA ENTRP    CL A       G20045202     205843   3000188    SH         DEFINED      09    3000188       0       0
                                NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CENTURYTEL INC                  COM        156700106        982     25100    SH         DEFINED      09      25100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CERADYNE INC                    COM        156710105       6427    128800    SH         DEFINED      09     128800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CERIDIAN CORP NEW               COM        156779100       6622    260200    SH         DEFINED      09     260200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHARLES & COLVARD LTD           COM        159765106       4228    390400    SH         DEFINED      09     390400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHARLES RIV LABS INTL INC       COM        159864107      39613    808108    SH         DEFINED      09     808108       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHECK POINT SOFTWARE TECH LT    ORD        M22465104      26683   1332800    SH         DEFINED      09    1332800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHECK POINT SOFTWARE TECH LT    ORD        M22465104       7768    388000    SH         DEFINED      21     388000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHENIERE ENERGY INC             COM        16411R208       4317    106400    SH         DEFINED      09     106400       0       0
                                NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE ENERGY CORP          COM        165167107       4338    138100    SH         DEFINED      09     138100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEVRON CORP NEW                COM        166764100      12574    216900    SH         DEFINED      02     216900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEVRON CORP NEW                COM        166764100     148912   2568770    SH         DEFINED      09    2568770       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHEVRON CORP NEW                COM        166764100       5766     99479    SH         DEFINED      01      98934       0     545
-----------------------------------------------------------------------------------------------------------------------------------
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CHICAGO BRIDGE & IRON CO N V    N Y REGIST 167250109        550     22900    SH         DEFINED      02      22900       0       0
                                SH
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CHICAGO MERCANTILE HLDGS INC    CL         167760107       7205     16100    SH         DEFINED      09      16100       0       0
                                A
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-----------------------------------------------------------------------------------------------------------------------------------
CHICOS FAS INC                  COM        168615102        187      4600    SH         DEFINED      01       4600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHICOS FAS INC                  COM        168615102       4544    111800    SH         DEFINED      09     111800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHICOS FAS INC                  COM        168615102       2032     50000    SH         DEFINED      21      50000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHICOS FAS INC                  COM        168615102      48768   1200000    SH         DEFINED
-----------------------------------------------------------------------------------------------------------------------------------
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CHINDEX INTERNATIONAL INC       COM        169467107       5066    559200    SH         DEFINED      09     559200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHIPOTLE MEXICAN GRILL INC      CL         169656105      22156    400000    SH         DEFINED      09     400000       0       0
                                A
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CHOICE HOTELS INTL INC          COM        169905106       7155    156300    SH         DEFINED      09     156300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHUBB CORP                      COM        171232101        668      7000    SH         DEFINED      02       7000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CHUBB CORP                      COM        171232101       6919     72500    SH         DEFINED      09      72500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CIGNA CORP                      COM        125509109       6766     51800    SH         DEFINED      09      51800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CINCINNATI FINL CORP            COM        172062101       4221    100325    SH         DEFINED      09     100325       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CINERGY CORP                    COM        172474108         90      2400    SH         DEFINED      01       2400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CINERGY CORP                    COM        172474108       2705     59559    SH         DEFINED      09      59559       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CINTAS CORP                     COM        172908105       3448     80900    SH         DEFINED      09      80900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CIPHERGEN BIOSYSTEMS INC        COM        17252Y104       2417   1520400    SH         DEFINED      09    1520400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CIRRUS LOGIC INC                COM        172755100      22323   2632400    SH         DEFINED      09    2632400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                   COM        17275R102       2061     95100    SH         DEFINED      02      95100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                   COM        17275R102      32586   1503733    SH         DEFINED      09    1503733       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                   COM        17275R102       4181    197800    SH         DEFINED      21     197800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CISCO SYS INC                   COM        17275R102       6197    292603    SH         DEFINED      01     291123       0    1480
-----------------------------------------------------------------------------------------------------------------------------------
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CITI TRENDS INC                 COM        17306X102       8151    205016    SH         DEFINED      09     205016       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                   COM        172967101      19232    407200    SH         DEFINED      02     407200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                   COM        172967101     189405   4010273    SH         DEFINED      09    4010273       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                   COM        172967101        990     25400    SH         DEFINED      21      25400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CITIGROUP INC                   COM        172967101       8318    182304    SH         DEFINED      01     181733       0     571
-----------------------------------------------------------------------------------------------------------------------------------
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CITRIX SYS INC                  COM        177376100       8262    218000    SH         DEFINED      09     218000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CLAIRES STORES INC              COM        179584107       7218    198800    SH         DEFINED      09     198800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS    COM        184502102       1268     43700    SH         DEFINED      01      43700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS    COM        184502102       1622     55900    SH         DEFINED      02      55900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL COMMUNICATIONS    COM        184502102      19098    658320    SH         DEFINED      09     658320       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CLEAR CHANNEL OUTDOOR HLDGS     CL         18451C109      23424    998900    SH         DEFINED      09     998900       0       0
                                A
-----------------------------------------------------------------------------------------------------------------------------------
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CMS ENERGY CORP                 COM        125896100        786     60712    SH         DEFINED      09      60712       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CNF INC                         COM        12612W104     108040   2163400    SH         DEFINED      09    2163400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COACH INC                       COM        189754104        197      5700    SH         DEFINED      01       5700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COACH INC                       COM        189754104       2248     65000    SH         DEFINED      21      65000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COCA COLA CO                    COM        191216100       3052     72884    SH         DEFINED      01      72433       0     451
-----------------------------------------------------------------------------------------------------------------------------------
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COCA COLA CO                    COM        191216100       5443    130000    SH         DEFINED      02     130000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COCA COLA CO                    COM        191216100      67875   1621080    SH         DEFINED      09    1621080       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COGNIZANT TECHNOLOGY SOLUTIO    CL         192446102       7876    132400    SH         DEFINED      09     132400       0       0
                                A
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COGNOS INC                      COM        19244C109      21349    548830    SH         DEFINED      09     548830       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COLDWATER CREEK INC             COM        193068103       5532    198999    SH         DEFINED      09     198999       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COLGATE PALMOLIVE CO            COM        194162103        194      3400    SH         DEFINED      01       3400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COLGATE PALMOLIVE CO            COM        194162103       1119     19600    SH         DEFINED      02      19600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COLGATE PALMOLIVE CO            COM        194162103       9370    164100    SH         DEFINED      09     164100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COLGATE PALMOLIVE CO            COM        194162103       2284     40000    SH         DEFINED      21      40000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COLONIAL PPTYS TR               COM SH BEN 195872106       3599     71796    SH         DEFINED      09      71796       0       0
                                INT
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COLONIAL PPTYS TR               COM SH BEN 195872106      11906    238121    SH         DEFINED      01     230434     221    7466
                                INT
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COMERICA INC                    COM        200340107       2313     39900    SH         DEFINED      02      39900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COMERICA INC                    COM        200340107        290      5000    SH         DEFINED      09       5000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COMERICA INC                    COM        200340107      20705    357162    SH         DEFINED      01     348256     433    8473
-----------------------------------------------------------------------------------------------------------------------------------
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COMMERCIAL VEH GROUP INC        COM        202608105       3615    188200    SH         DEFINED      09     188200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COMMSCOPE INC                   COM        203372107       6341    222100    SH         DEFINED      09     222100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COMPANHIA VALE DO RIO DOCE      SPON ADR   204412100      14097    326100    SH         DEFINED      21     326100       0       0
                                PFD
-----------------------------------------------------------------------------------------------------------------------------------
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COMPUTER SCIENCES CORP          COM        205363104       1378     24800    SH         DEFINED      01      24800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COMPUTER SCIENCES CORP          COM        205363104      12734    229230    SH         DEFINED      09     229230       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COMVERSE TECHNOLOGY INC         COM PAR    205862402        649     27600    SH         DEFINED      01      27600       0       0
                                $0.10
-----------------------------------------------------------------------------------------------------------------------------------
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COMVERSE TECHNOLOGY INC         COM PAR    205862402        729     31000    SH         DEFINED      02      31000       0       0
                                $0.10
-----------------------------------------------------------------------------------------------------------------------------------
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COMVERSE TECHNOLOGY INC         COM PAR    205862402      66065   2807700    SH         DEFINED      09    2807700       0       0
                                $0.10
-----------------------------------------------------------------------------------------------------------------------------------
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CONCEPTUS INC                   COM        206016107      48209   3677300    SH         DEFINED      09    3677300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONCORDE CAREER COLLEGES INC    COM        20651H201       7063    428040    SH         DEFINED      09     428040       0       0
                                NEW
-----------------------------------------------------------------------------------------------------------------------------------
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CONOCOPHILLIPS                  COM        20825C104       4484     71000    SH         DEFINED      02      71000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONOCOPHILLIPS                  COM        20825C104      27331    432790    SH         DEFINED      09     432790       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONOCOPHILLIPS                  COM        20825C104       3953     62585    SH         DEFINED      01      62233       0     352
-----------------------------------------------------------------------------------------------------------------------------------
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CONSOL ENERGY INC               COM        20854P109       5710     77000    SH         DEFINED      09      77000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED COMM HLDGS INC     COM        209034107      11446    703500    SH         DEFINED      09     703500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED EDISON INC         COM        209115104       2097     48200    SH         DEFINED      02      48200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED EDISON INC         COM        209115104      33062    760038    SH         DEFINED      09     760038       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED EDISON INC         COM        209115104      18912    435408    SH         DEFINED      01     425223     452    9733
-----------------------------------------------------------------------------------------------------------------------------------
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CONSOLIDATED WATER CO INC       ORD        G23773107       6583    268800    SH         DEFINED      09     268800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CONSTELLATION ENERGY GROUP I    COM        210371100        252      4600    SH         DEFINED      09       4600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COOPER CAMERON CORP             COM        216640102       1234     28000    SH         DEFINED      01      28000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COOPER CAMERON CORP             COM        216640102       1406     31900    SH         DEFINED      02      31900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COOPER CAMERON CORP             COM        216640102      21679    491800    SH         DEFINED      09     491800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COOPER COS INC                  COM        216648402       5462    101100    SH         DEFINED      09     101100       0       0
                                NEW
-----------------------------------------------------------------------------------------------------------------------------------
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COPA HOLDINGS SA                CL         P31076105       1453     63600    SH         DEFINED      21      63600       0       0
                                A
-----------------------------------------------------------------------------------------------------------------------------------
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COPART INC                      COM        217204106      22342    813900    SH         DEFINED      09     813900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CORNING INC                     COM        219350105        934     34700    SH         DEFINED      09      34700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CORPORATE EXECUTIVE BRD CO      COM        21988R102       8425     83500    SH         DEFINED      09      83500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COST PLUS INC CALIF             COM        221485105       2639    154345    SH         DEFINED      09     154345       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COSTAR GROUP INC                COM        22160N109      44944    866139    SH         DEFINED      09     866139       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COVANCE INC                     COM        222816100       7843    133500    SH         DEFINED      09     133500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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COVENTRY HEALTH CARE INC        COM        222862104       7417    137400    SH         DEFINED      09     137400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CROCS INC                       COM        227046109        503     20000    SH         DEFINED      09      20000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CROWN CASTLE INTL CORP          COM        228227104       5301    187000    SH         DEFINED      09     187000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CRUCELL N V                     SPONSORED  228769105       6939    247100    SH         DEFINED      09     247100       0       0
                                ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
CTRIP COM INTL LTD              ADR        22943F100       8154     98600    SH         DEFINED      09      98600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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CUBIST PHARMACEUTICALS INC      COM        229678107      84991   3700100    SH         DEFINED      09    3700100       0       0
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CV THERAPEUTICS INC             COM        126667104      16679    755400    SH         DEFINED      09     755400       0       0
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CVS CORP                        COM        126650100        188      6300    SH         DEFINED      01       6300       0       0
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CVS CORP                        COM        126650100       5433    181900    SH         DEFINED      09     181900       0       0
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CVS CORP                        COM        126650100       2390     80000    SH         DEFINED      21      80000       0       0
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CYPRESS BIOSCIENCES INC         COM PAR    232674507        639    101500    SH         DEFINED      09     101500       0       0
                                $.02
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CYTOKINETICS INC                COM        23282W100      35065   4810000    SH         DEFINED      09    4810000       0       0
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CYTYC CORP                      COM        232946103     147960   5250528    SH         DEFINED      09    5250528       0       0
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DARDEN RESTAURANTS INC          COM        237194105       5264    128300    SH         DEFINED      09     128300       0       0
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DAVITA INC                      COM        23918K108       8896    147750    SH         DEFINED      09     147750       0       0
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DEALERTRACK HLDGS INC           COM        242309102       4315    202500    SH         DEFINED      09     202500       0       0
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DEAN FOODS CO NEW               COM        242370104      70605   1818300    SH         DEFINED      09    1818300       0       0
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DEERE & CO                      COM        244199105       4956     62700    SH         DEFINED      01      62700       0       0
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DEERE & CO                      COM        244199105       3628     45900    SH         DEFINED      02      45900       0       0
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DEERE & CO                      COM        244199105     107144   1355400    SH         DEFINED      09    1355400       0       0
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DEERE & CO                      COM        244199105       2372     30000    SH         DEFINED      21      30000       0       0
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DELL INC                        COM        24702R101       2856     99531    SH         DEFINED      01      98861       0     670
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DELL INC                        COM        24702R101       2321     78000    SH         DEFINED      09      78000       0       0
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DELL INC                        COM        24702R101       1851     64800    SH         DEFINED      21      64800       0       0
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DEVON ENERGY CORP NEW           COM        25179M103       1486     24300    SH         DEFINED      01      24300       0       0
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DEVON ENERGY CORP NEW           COM        25179M103       1670     27300    SH         DEFINED      02      27300       0       0
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DEVON ENERGY CORP NEW           COM        25179M103      25123    410700    SH         DEFINED      09     410700       0       0
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DEXCOM INC                      COM        252131107      17357    856300    SH         DEFINED      09     856300       0       0
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DIAGEO P L C                    SPON ADR   25243Q205       3926     61900    SH         DEFINED      01      61900       0       0
                                NEW
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DIAGEO P L C                    SPON ADR   25243Q205       4396     69300    SH         DEFINED      02      69300       0       0
                                NEW
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DIAGEO P L C                    SPON ADR   25243Q205      71384   1125400    SH         DEFINED      09    1125400       0       0
                                NEW
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DICKS SPORTING GOODS INC        COM        253393102      39367    992372    SH         DEFINED      09     992372       0       0
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DIGENE CORP                     COM        253752109      23558    602500    SH         DEFINED      09     602500       0       0
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DIGITAL MUSIC GROUP INC         COM        25388X106        937    100000    SH         DEFINED      09     100000       0       0
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DISNEY WALT PRODTNS             COMMON     254687106         16       576    SH         DEFINED      01        576       0       0
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DOLBY LABORATORIES INC          COM        25659T107       5240    250700    SH         DEFINED      09     250700       0       0
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DOLLAR GEN CORP                 COM        256669102        659     37300    SH         DEFINED      01      37300       0       0
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DOLLAR GEN CORP                 COM        256669102      19706   1115200    SH         DEFINED      09    1115200       0       0
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DOMINION RES INC VA NEW         COM        25746U109       1078     15619    SH         DEFINED      09      15619       0       0
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DPL INC                         COM        233293109        837     31000    SH         DEFINED      02      31000       0       0
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DPL INC                         COM        233293109        537     19900    SH         DEFINED      09      19900       0       0
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DRS TECHNOLOGIES INC            COM        23330X100      56371   1027351    SH         DEFINED      09    1027351       0       0
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DST SYS INC DEL                 COM        233326107      18048    311500    SH         DEFINED      09     311500       0       0
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DSW INC                         CL         23334L102       1998     63800    SH         DEFINED      09      63800       0       0
                                A
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DTE ENERGY CO                   COM        233331107        533     13300    SH         DEFINED      02      13300       0       0
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DTE ENERGY CO                   COM        233331107        553     13784    SH         DEFINED      09      13784       0       0
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DU PONT E I DE NEMOURS & CO     COM        263534109       2235     52950    SH         DEFINED      02      52950       0       0
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DU PONT E I DE NEMOURS & CO     COM        263534109      11646    275900    SH         DEFINED      09     275900       0       0
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DU PONT E I DE NEMOURS & CO     COM        263534109       1148     28462    SH         DEFINED      01      28251       0     211
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DUKE REALTY CORP                COM        264411505       3082     81202    SH         DEFINED      09      81202       0       0
                                NEW
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DUKE REALTY CORP                COM        264411505      33081    872424    SH         DEFINED      01     851479    1065   19880
                                NEW
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DURECT CORP                     COM        266605104       3147    494800    SH         DEFINED      09     494800       0       0
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DYAX CORP                       COM        26746E103      31750   5474200    SH         DEFINED      09    5474200       0       0
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DYNAMEX INC                     COM        26784F103       5968    308900    SH         DEFINED      09     308900       0       0
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DYNAVAX TECHNOLOGIES CORP       COM        268158102      39836   6606300    SH         DEFINED      09    6606300       0       0
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E M C CORP MASS                 COM        268648102       5367    414600    SH         DEFINED      01     414600       0       0
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E M C CORP MASS                 COM        268648102       4401    322900    SH         DEFINED      02     322900       0       0
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E M C CORP MASS                 COM        268648102      90099   6610380    SH         DEFINED      09    6610380       0       0
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E M C CORP MASS                 COM        268648102       3364    261800    SH         DEFINED      21     261800       0       0
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E TRADE FINANCIAL CORP          COM        269246104       8032    297700    SH         DEFINED      09     297700       0       0
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EATON CORP                      COM        278058102      71509    979980    SH         DEFINED      09     979980       0       0
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EATON CORP                      COM        278058102       1004     13763    SH         DEFINED      01      13763       0       0
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EBAY INC                        COM        278642103        180      4600    SH         DEFINED      01       4600       0       0
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EBAY INC                        COM        278642103       1195     30600    SH         DEFINED      09      30600       0       0
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EBAY INC                        COM        278642103       1953     50000    SH         DEFINED      21      50000       0       0
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ECOLLEGE COM                    COM        27887E100      36490   1936815    SH         DEFINED      09    1936815       0       0
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EDISON INTL                     COM        281020107       2174     52800    SH         DEFINED      02      52800       0       0
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EDISON INTL                     COM        281020107       1437     34900    SH         DEFINED      09      34900       0       0
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EDP ENERGIAS DE PORTUGAL S A    SPONSORED  268353109       1352     34500    SH         DEFINED      02      34500       0       0
                                ADR
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EDP ENERGIAS DE PORTUGAL S A    SPONSORED  268353109        172      4400    SH         DEFINED      09       4400       0       0
                                ADR
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EDUCATE INC                     COM        28138P100      11782   1382900    SH         DEFINED      09    1382900       0       0
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EGL INC                         COM        268484102      49073   1090500    SH         DEFINED      09    1090500       0       0
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ELECTRONIC DATA SYS NEW         COM        285661104       5921    220700    SH         DEFINED      09     220700       0       0
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ELECTRONICS FOR IMAGING INC     COM        286082102        638     22800    SH         DEFINED      09      22800       0       0
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EMCORE CORP                     COM        290846104      10354   1013100    SH         DEFINED      09    1013100       0       0
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EMERSON ELEC CO                 COM        291011104       1210     17300    SH         DEFINED      01      17300       0       0
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EMERSON ELEC CO                 COM        291011104       1727     22700    SH         DEFINED      21      22700       0       0
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EMS TECHNOLOGIES INC            COM        26873N108       2566    142300    SH         DEFINED      09     142300       0       0
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ENCANA CORP                     COM        292505104        182      3900    SH         DEFINED      01       3900       0       0
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ENCANA CORP                     COM        292505104       7122    152400    SH         DEFINED      09     152400       0       0
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ENCANA CORP                     COM        292505104       2337     50000    SH         DEFINED      21      50000       0       0
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ENDESA S A                      SPONSORED  29258N107       1395     43400    SH         DEFINED      09      43400       0       0
                                ADR
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ENDO PHARMACEUTICALS HLDGS I    COM        29264F205      71460   2178000    SH         DEFINED      09    2178000       0       0
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ENDOLOGIX INC                   COM        29266S106      12235   2575850    SH         DEFINED      09    2575850       0       0
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ENDURANCE SPECIALTY HLDGS LT    SHS        G30397106      48731   1497100    SH         DEFINED      09    1497100       0       0
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ENERGY EAST CORP                COM        29266M109        537     22100    SH         DEFINED      02      22100       0       0
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ENERGY EAST CORP                COM        29266M109        126      5200    SH         DEFINED      09       5200       0       0
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ENERGY PARTNERS LTD             COM        29270U105       5214    221100    SH         DEFINED      09     221100       0       0
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ENTEGRIS INC                    COM        29362U104      15227   1431100    SH         DEFINED      09    1431100       0       0
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ENTERGY CORP NEW                COM        29364G103        643     11300    SH         DEFINED      01      11300       0       0
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ENTERGY CORP NEW                COM        29364G103      35401    513500    SH         DEFINED      09     513500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ENTERGY CORP NEW                COM        29364G103        449      7900    SH         DEFINED      21       7900       0       0
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EOG RES INC                     COM        26875P101       4075     56600    SH         DEFINED      09      56600       0       0
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EQUIFAX INC                     COM        294429105       5586    150000    SH         DEFINED      09     150000       0       0
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EQUITABLE RES INC               COM        294549100       1145     31360    SH         DEFINED      02      31360       0       0
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EQUITABLE RES INC               COM        294549100       6827    187000    SH         DEFINED      09     187000       0       0
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EQUITY OFFICE PPTYS TR COM      COMMON     294741103         23       674    SH         DEFINED      01        674       0       0
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ERICSSON L M TEL CO             ADR B SEK  294821608        743     19700    SH         DEFINED      09      19700       0       0
                                10
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ESCHELON TELECOM INC            COM        296290109        551     35000    SH         DEFINED      09      35000       0       0
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EUROZINC MNG CORP               COM        298804105       4973   2861000    SH         DEFINED      21    2861000       0       0
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EXCO RESOURCES INC              COM        269279402       1598    127500    SH         DEFINED      09     127500       0       0
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EXELIXIS INC                    COM        30161Q104       6900    574500    SH         DEFINED      09     574500       0       0
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EXELON CORP                     COM        30161N101        467     10700    SH         DEFINED      01      10700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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EXELON CORP                     COM        30161N101       1508     28500    SH         DEFINED      02      28500       0       0
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EXELON CORP                     COM        30161N101      34951    660700    SH         DEFINED      09     660700       0       0
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EXELON CORP                     COM        30161N101        336      7700    SH         DEFINED      21       7700       0       0
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EXPEDITORS INTL WASH INC        COM        302130109         95      1100    SH         DEFINED      01       1100       0       0
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EXPEDITORS INTL WASH INC        COM        302130109      94010   1088200    SH         DEFINED      09    1088200       0       0
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EXPEDITORS INTL WASH INC        COM        302130109       1037     12000    SH         DEFINED      21      12000       0       0
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EXPRESS SCRIPTS INC             COM        302182100       8016     91200    SH         DEFINED      09      91200       0       0
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EXXON MOBIL CORP                COM        30231G102      27387    450000    SH         DEFINED      02     450000       0       0
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EXXON MOBIL CORP                COM        30231G102     263858   4335499    SH         DEFINED      09    4335499       0       0
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EXXON MOBIL CORP                COM        30231G102       1617     32200    SH         DEFINED      21      32200       0       0
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EXXON MOBIL CORP                COM        30231G102      13478    229365    SH         DEFINED      01     228882       0     483
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F5 NETWORKS INC                 COM        315616102      49438    682000    SH         DEFINED
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FAMILY DLR STORES INC           COM        307000109        536     24400    SH         DEFINED      01      24400       0       0
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FAMILY DLR STORES INC           COM        307000109        389     17700    SH         DEFINED      21      17700       0       0
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FASTENAL CO                     COM        311900104       9563    202000    SH         DEFINED      09     202000       0       0
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FEDERAL HOME LN MTG CORP        COM        313400301       3582     61100    SH         DEFINED      01      61100       0       0
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FEDERAL HOME LN MTG CORP        COM        313400301       6192    101500    SH         DEFINED      02     101500       0       0
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FEDERAL HOME LN MTG CORP        COM        313400301     175240   2872780    SH         DEFINED      09    2872780       0       0
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FEDERAL HOME LN MTG CORP        COM        313400301        483      9600    SH         DEFINED      21       9600       0       0
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FEDERAL NATL MTG ASSN           COM        313586109       2894     58300    SH         DEFINED      01      58300       0       0
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FEDERAL NATL MTG ASSN           COM        313586109       2066     40200    SH         DEFINED      02      40200       0       0
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FEDERAL NATL MTG ASSN           COM        313586109      59893   1165230    SH         DEFINED      09    1165230       0       0
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FEDERAL NATL MTG ASSN           COM        313586109       3171     63100    SH         DEFINED      21      63100       0       0
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FEDEX CORP                      COM        31428X106     114092   1010200    SH         DEFINED      09    1010200       0       0
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FILENET CORP                    COM        316869106      26337    974708    SH         DEFINED      09     974708       0       0
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FIRST HORIZON NATL CORP         COM        320517105       1416     34000    SH         DEFINED      02      34000       0       0
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FIRST HORIZON NATL CORP         COM        320517105       6456    155000    SH         DEFINED      09     155000       0       0
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FIRST HORIZON NATL CORP         COM        320517105      44323   1065559    SH         DEFINED      01    1039443    1275   24841
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FIRST INDUSTRIAL REALTY TRUS    COM        32054K103      26912    631365    SH         DEFINED      01     615752     752   14861
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FIRST INDUSTRIAL REALTY TRUS    COM        32054K103       4768    111685    SH         DEFINED      09     111685       0       0
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FIRST MARBLEHEAD CORP           COM        320771108      50248   1161800    SH         DEFINED      09    1161800       0       0
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FIRST POTOMAC RLTY TR           COM        33610F109       4528    160300    SH         DEFINED      09     160300       0       0
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FIRSTENERGY CORP                COM        337932107       3273     69000    SH         DEFINED      01      69000       0       0
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FIRSTENERGY CORP                COM        337932107       3682     75300    SH         DEFINED      02      75300       0       0
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FIRSTENERGY CORP                COM        337932107      47110    963400    SH         DEFINED      09     963400       0       0
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FIRSTENERGY CORP                COM        337932107        343      8500    SH         DEFINED      21       8500       0       0
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FISHER SCIENTIFIC INTL INC      COM        338032204       5390     79200    SH         DEFINED      09      79200       0       0
                                NEW
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FLEXTRONICS INTL LTD            ORD        Y2573F102        618     59700    SH         DEFINED      09      59700       0       0
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FLUOR CORP NEW                  COM        343412102      23681    276000    SH         DEFINED      09     276000       0       0
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FMC TECHNOLOGIES INC            COM        30249U101       5312    103700    SH         DEFINED      09     103700       0       0
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FOMENTO ECONOMICO MEXICANO S    SPON ADR   344419106      15087    164600    SH         DEFINED      21     164600       0       0
                                UNITS
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FOREST LABS INC                 COM        345838106       5182    116100    SH         DEFINED      01     116100       0       0
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FOREST LABS INC                 COM        345838106       3566     79900    SH         DEFINED      02      79900       0       0
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FOREST LABS INC                 COM        345838106     114498   2565500    SH         DEFINED      09    2565500       0       0
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FOREST LABS INC                 COM        345838106       3124     70000    SH         DEFINED      21      70000       0       0
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FORWARD AIR CORP                COM        349853101      68969   1849540    SH         DEFINED      09    1849540       0       0
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FOSTER WHEELER LTD              SHS        G36535139       3667     77500    SH         DEFINED      01      77500       0       0
                                NEW
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FOSTER WHEELER LTD              SHS        G36535139       4125     87200    SH         DEFINED      02      87200       0       0
                                NEW
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FOSTER WHEELER LTD              SHS        G36535139      61829   1306900    SH         DEFINED      09    1306900       0       0
                                NEW
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FOUNDRY NETWORKS INC            COM        35063R100       1662     91536    SH         DEFINED      09      91536       0       0
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FOXHOLLOW TECHNOLOGIES INC      COM        35166A103       3082    100900    SH         DEFINED      09     100900       0       0
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FPL GROUP INC                   COM        302571104       1855     46206    SH         DEFINED      09      46206       0       0
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FPL GROUP INC                   COM        302571104         21       514    SH         DEFINED      01        514       0       0
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FREEPORT-MCMORAN COPPER & GO    CL         35671D857       3843     64300    SH         DEFINED      09      64300       0       0
                                B
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FTI CONSULTING INC              COM        302941109       3703    129800    SH         DEFINED      09     129800       0       0
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FUJI PHOTO FILM LTD             ADR        359586302      14145    422000    SH         DEFINED      09     422000       0       0
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FUNDTECH LTD                    ORD        M47095100       4756    416100    SH         DEFINED      09     416100       0       0
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GALLAGHER ARTHUR J & CO         COM        363576109       1936     69600    SH         DEFINED      02      69600       0       0
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GALLAGHER ARTHUR J & CO         COM        363576109       5440    195600    SH         DEFINED      09     195600       0       0
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GANNETT INC                     COM        364730101       1654     27600    SH         DEFINED      01      27600       0       0
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GANNETT INC                     COM        364730101       3026     50500    SH         DEFINED      02      50500       0       0
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GANNETT INC                     COM        364730101     100896   1683850    SH         DEFINED      09    1683850       0       0
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GAP INC DEL                     COM        364760108        656     35133    SH         DEFINED      01      35133       0       0
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GAP INC DEL                     COM        364760108      37655   2015810    SH         DEFINED      09    2015810       0       0
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GATX CORP                       COM        361448103       5587    135300    SH         DEFINED      09     135300       0       0
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GENENTECH INC                   COM        368710406        330      3900    SH         DEFINED      01       3900       0       0
                                NEW
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GENENTECH INC                   COM        368710406       4462     52800    SH         DEFINED      21      52800       0       0
                                NEW
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GENERAL ELECTRIC CO             COM        369604103       4205    120914    SH         DEFINED      01     119872       0    1042
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GENERAL ELECTRIC CO             COM        369604103      10782    310000    SH         DEFINED      02     310000       0       0
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GENERAL ELECTRIC CO             COM        369604103      19372    557000    SH         DEFINED      09     557000       0       0
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GENTEX CORP                     COM        371901109       1486     85100    SH         DEFINED      09      85100       0       0
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GENWORTH FINL INC               COM CL     37247D106      33764   1010000    SH         DEFINED      09    1010000       0       0
                                A
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GETTY IMAGES INC                COM        374276103      32520    434300    SH         DEFINED      09     434300       0       0
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GILEAD SCIENCES INC             COM        375558103        131      2100    SH         DEFINED      01       2100       0       0
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GILEAD SCIENCES INC             COM        375558103       1556     25000    SH         DEFINED      21      25000       0       0
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GLAMIS GOLD LTD                 COM        376775102       1075     32900    SH         DEFINED      21      32900       0       0
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GLAXOSMITHKLINE PLC             SPONSORED  37733W105         94      1800    SH         DEFINED      01       1800       0       0
                                ADR
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GLAXOSMITHKLINE PLC             SPONSORED  37733W105       6460    123500    SH         DEFINED      02     123500       0       0
                                ADR
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GLAXOSMITHKLINE PLC             SPONSORED  37733W105      38636    738600    SH         DEFINED      09     738600       0       0
                                ADR
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GLAXOSMITHKLINE PLC             SPONSORED  37733W105       1046     20000    SH         DEFINED      21      20000       0       0
                                ADR
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GLOBAL IMAGING SYSTEMS          COM        37934A100       3821    100600    SH         DEFINED      09     100600       0       0
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GLOBAL PMTS INC                 COM        37940X102       6048    114100    SH         DEFINED      09     114100       0       0
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GLOBAL SIGNAL INC               COM        37944Q103       6755    137300    SH         DEFINED      09     137300       0       0
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GLOBALSANTAFE CORP              SHS        G3930E101       3451     56800    SH         DEFINED      01      56800       0       0
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GLOBALSANTAFE CORP              SHS        G3930E101       3621     59600    SH         DEFINED      02      59600       0       0
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GLOBALSANTAFE CORP              SHS        G3930E101      54657    899700    SH         DEFINED      09     899700       0       0
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GLOBALSANTAFE CORP              SHS        G3930E101       5686     93600    SH         DEFINED      21      93600       0       0
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GOLDMAN SACHS GROUP INC         COM        38141G104       1224      7800    SH         DEFINED      01       7800       0       0
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GOLDMAN SACHS GROUP INC         COM        38141G104      11651     74230    SH         DEFINED      09      74230       0       0
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GOODYEAR TIRE & RUBR CO         COM        382550101      31265   2159200    SH         DEFINED      09    2159200       0       0
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GOOGLE INC                      CL         38259P508        468      1200    SH         DEFINED      01       1200       0       0
                                A
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GOOGLE INC                      CL         38259P508        975      2500    SH         DEFINED      09       2500       0       0
                                A
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GOOGLE INC                      CL         38259P508       5460     14000    SH         DEFINED      21      14000       0       0
                                A
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GRAINGER W W INC                COM        384802104      33259    441400    SH         DEFINED      09     441400       0       0
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GRANT PRIDECO INC               COM        38821G101       4905    114500    SH         DEFINED      09     114500       0       0
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GREAT PLAINS ENERGY INC         COM        391164100       1005     35700    SH         DEFINED      09      35700       0       0
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GREENFIELD ONLINE INC           COM        395150105       1499    250200    SH         DEFINED      09     250200       0       0
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GRUPO AEROPORTUARIO DEL PAC     SPON ADR   400506101       2077     65000    SH         DEFINED      21      65000       0       0
                                B
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GRUPO AEROPORTUARIO DEL SURE    SPON ADR S 40051E202       2610     78200    SH         DEFINED      21      78200       0       0
                                B
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GRUPO TELEVISA SA DE CV         SP ADR REP 40049J206       7681    386000    SH         DEFINED      21     386000       0       0
                                ORD
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GTX INC DEL                     COM        40052B108      21840   2000000    SH         DEFINED      09    2000000       0       0
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HALLIBURTON CO                  COM        406216101       2191     30000    SH         DEFINED      21      30000       0       0
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HALLIBURTON CO                  COM        406216101       1893     25923    SH         DEFINED      01      25895       0      28
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HARLEY DAVIDSON INC             COM        412822108      14900    287200    SH         DEFINED      09     287200       0       0
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HARRIS CORP DEL                 COM        413875105       5821    123100    SH         DEFINED      09     123100       0       0
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HARTFORD FINL SVCS GROUP INC    COM        416515104       6265     77780    SH         DEFINED      09      77780       0       0
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HARTFORD FINL SVCS GROUP INC    COM        416515104        680      8440    SH         DEFINED      01       8440       0       0
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HASBRO INC                      COM        418056107        703     33300    SH         DEFINED      02      33300       0       0
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HASBRO INC                      COM        418056107       2830    134100    SH         DEFINED      09     134100       0       0
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HCA INC                         COM        404119109       1819     43100    SH         DEFINED      01      43100       0       0
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HCA INC                         COM        404119109       9585    209330    SH         DEFINED      09     209330       0       0
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HCA INC                         COM        404119109        518     13700    SH         DEFINED      21      13700       0       0
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HCC INS HLDGS INC               COM        404132102       3703    106400    SH         DEFINED      09     106400       0       0
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HEALTH CARE PPTY INVS INC       COM        421915109       4132    145484    SH         DEFINED      09     145484       0       0
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HEALTH CARE PPTY INVS INC       COM        421915109      35018   1234314    SH         DEFINED      01    1203639    1470   29205
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HEALTH CARE REIT INC            COM        42217K106       3986    104607    SH         DEFINED      09     104607       0       0
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HEALTH CARE REIT INC            COM        42217K106      11327    298244    SH         DEFINED      01     288658     275    9311
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HEALTH MGMT ASSOC INC NEW       CL         421933102       2940    136300    SH         DEFINED      09     136300       0       0
                                A
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HEALTH NET INC                  COM        42222G108       4792     94300    SH         DEFINED      09      94300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HEALTHCARE RLTY TR              COM        421946104       3648     97591    SH         DEFINED      09      97591       0       0
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HEALTHCARE RLTY TR              COM        421946104      25653    687045    SH         DEFINED      01     671507     868   14670
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HEINZ H J CO                    COM        423074103       5362    141400    SH         DEFINED      09     141400       0       0
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HEINZ H J CO                    COM        423074103      42171   1113367    SH         DEFINED      01    1085122    1301   26944
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HELMERICH & PAYNE INC           COM        423452101       6612     94700    SH         DEFINED      09      94700       0       0
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HERITAGE PPTY INVT TR INC       COM        42725M107       1323     33427    SH         DEFINED      09      33427       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HEWLETT PACKARD CO              COM        428236103       1276     38793    SH         DEFINED      01      38793       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HEWLETT PACKARD CO              COM        428236103      37289   1133400    SH         DEFINED      09    1133400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                  COM        437076102      21074    498200    SH         DEFINED      09     498200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                  COM        437076102       3807     90000    SH         DEFINED      21      90000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HOME DEPOT INC                  COM        437076102       4052     95792    SH         DEFINED      01      94964       0     828
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HOMESTORE INC                   COM        437852106       9950   1516800    SH         DEFINED      09    1516800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HOSPITALITY PPTYS TR            COM SH BEN 44106M102        533     12200    SH         DEFINED      02      12200       0       0
                                INT
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HOSPITALITY PPTYS TR            COM SH BEN 44106M102       7141    163523    SH         DEFINED      09     163523       0       0
                                INT
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
HOSPITALITY PPTYS TR            COM SH BEN 44106M102      28407    651378    SH         DEFINED      01     636293     813   14272
                                INT
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HOUSTON EXPL CO                 COM        442120101      42302    802700    SH         DEFINED      09     802700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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HRPT PPTYS TR                   COM SH BEN 40426W101       4265    363264    SH         DEFINED      09     363264       0       0
                                INT
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HRPT PPTYS TR                   COM SH BEN 40426W101      35952   3066563    SH         DEFINED      01    2990423    3641   72499
                                INT
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HUMAN GENOME SCIENCES INC       COM        444903108       5476    503800    SH         DEFINED      09     503800       0       0
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HUMANA INC                      COM        444859102       6523    123900    SH         DEFINED      09     123900       0       0
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HUMMINGBIRD INC                 COM        44544R101       1427     60100    SH         DEFINED      09      60100       0       0
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HYPERION SOLUTIONS CORP         COM        44914M104      60921   1868750    SH         DEFINED      09    1868750       0       0
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ICICI BK LTD                    ADR        45104G104      22144    800000    SH         DEFINED      09     800000       0       0
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ICOS CORP                       COM        449295104       2511    113900    SH         DEFINED      09     113900       0       0
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IDACORP INC                     COM        451107106        566     17400    SH         DEFINED      09      17400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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IDEX CORP                       COM        45167R104       3949     75700    SH         DEFINED      09      75700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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IHS INC                         CL         451734107      31094   1136900    SH         DEFINED      09    1136900       0       0
                                A
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ILLINOIS TOOL WKS INC           COM        452308109        963     10000    SH         DEFINED      01      10000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ILLINOIS TOOL WKS INC           COM        452308109      29991    311400    SH         DEFINED      09     311400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ILLUMINA INC                    COM        452327109      65714   2766904    SH         DEFINED      09    2766904       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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IMATION CORP                    COM        45245A107       4012     93500    SH         DEFINED      09      93500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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IMMUNICON CORP DEL              COM        45260A107       3504    869600    SH         DEFINED      09     869600       0       0
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IMPERIAL CHEM INDS PLC          ADR        452704505        531     22100    SH         DEFINED      02      22100       0       0
                                NEW
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INCYTE CORP                     COM        45337C102      11328   1881700    SH         DEFINED      09    1881700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INDIA FD INC                    COM        454089103       3608     71452    SH         DEFINED      21      71452       0       0
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INFOCROSSING INC                COM        45664X109      20107   1668633    SH         DEFINED      09    1668633       0       0
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ING GROEP N V                   SPONSORED  456837103       2726     69200    SH         DEFINED      09      69200       0       0
                                ADR
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INHIBITEX INC                   COM        45719T103       1090    150100    SH         DEFINED      09     150100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INNOVATIVE SOLUTIONS & SUPPO    COM        45769N105      33810   2600800    SH         DEFINED      09    2600800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INSTEEL INDUSTRIES INC          COM        45774W108        795     14000    SH         DEFINED      09      14000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                      COM        458140100        917     47400    SH         DEFINED      02      47400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                      COM        458140100      54966   2840600    SH         DEFINED      09    2840600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                      COM        458140100       1838     95000    SH         DEFINED      21      95000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTEL CORP                      COM        458140100       4207    216601    SH         DEFINED      01     215226       0    1375
-----------------------------------------------------------------------------------------------------------------------------------
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INTERLINE BRANDS INC            COM        458743101      57685   2286375    SH         DEFINED      09    2286375       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS    COM        459200101       2903     35200    SH         DEFINED      01      35200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS    COM        459200101       2837     34400    SH         DEFINED      02      34400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS    COM        459200101      74220    899968    SH         DEFINED      09     899968       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL BUSINESS MACHS    COM        459200101       3711     45000    SH         DEFINED      21      45000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL DISPLAYWORKS I    COM        459412102       4073    621800    SH         DEFINED      09     621800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL FLAVORS&FRAGRA    COM        459506101       4383    127700    SH         DEFINED      02     127700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL FLAVORS&FRAGRA    COM        459506101      11967    348700    SH         DEFINED      09     348700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL SECS EXCH INC     CL         46031W204       5553    133318    SH         DEFINED      09     133318       0       0
                                A
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INTERPUBLIC GROUP COS INC       COM        460690100       1001    104700    SH         DEFINED      01     104700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERPUBLIC GROUP COS INC       COM        460690100       9507    994410    SH         DEFINED      09     994410       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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INTERSIL CORP                   CL         46069S109       6782    234500    SH         DEFINED      09     234500       0       0
                                A
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INTUIT                          COM        461202103        628     11800    SH         DEFINED      09      11800       0       0
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IPC HLDGS LTD                   ORD        G4933P101      68164   2430100    SH         DEFINED      09    2430100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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IRON MTN INC                    COM        462846106      12352    303200    SH         DEFINED      09     303200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ISHARES INC                     MSCI S     464286772       2672     57267    SH         DEFINED      21      57267       0       0
                                KOREA
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ISHARES INC                     MSCI       464286848       5760    400000    SH         DEFINED      21     400000       0       0
                                JAPAN
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ISIS PHARMACEUTICALS INC        COM        464330109      36868   4091900    SH         DEFINED      09    4091900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ISTAR FINL INC                  COM        45031U101       1106     28900    SH         DEFINED      02      28900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JABIL CIRCUIT INC               COM        466313103       8662    202100    SH         DEFINED      09     202100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JACOBS ENGR GROUP INC DEL       COM        469814107       5881     67800    SH         DEFINED      09      67800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JAMES RIV GROUP INC             COM        470359100      14717    546700    SH         DEFINED      09     546700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JANUS CAP GROUP INC             COM        47102X105       1764     76120    SH         DEFINED      21      76120       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JDS UNIPHASE CORP               COM        46612J101      11629   2788700    SH         DEFINED
-----------------------------------------------------------------------------------------------------------------------------------
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JOHNSON & JOHNSON               COM        478160104       6742    113849    SH         DEFINED      01     113346       0     503
-----------------------------------------------------------------------------------------------------------------------------------
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JOHNSON & JOHNSON               COM        478160104       6616    111725    SH         DEFINED      02     111725       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JOHNSON & JOHNSON               COM        478160104      93888   1585410    SH         DEFINED      09    1585410       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JOHNSON & JOHNSON               COM        478160104       5330     90000    SH         DEFINED      21      90000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JOHNSON CTLS INC COM            COMMON     478366107         16       206    SH         DEFINED      01        206       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JONES APPAREL GROUP INC         COM        480074103       1210     34200    SH         DEFINED      01      34200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JONES APPAREL GROUP INC         COM        480074103       1188     33600    SH         DEFINED      02      33600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JONES APPAREL GROUP INC         COM        480074103      37648   1064400    SH         DEFINED      09    1064400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JOY GLOBAL INC                  COM        481165108       7866    131600    SH         DEFINED      09     131600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JP MORGAN CHASE & CO            COM        46625H100       4460    107098    SH         DEFINED      01     106411       0     687
-----------------------------------------------------------------------------------------------------------------------------------
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JP MORGAN CHASE & CO            COM        46625H100       5043    121100    SH         DEFINED      02     121100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JP MORGAN CHASE & CO            COM        46625H100      32879    789605    SH         DEFINED      09     789605       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JUNIPER NETWORKS INC            COM        48203R104        845     44200    SH         DEFINED      09      44200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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JUPITERMEDIA CORP               COM        48207D101      17236    958600    SH         DEFINED      09     958600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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K & F INDS HLDGS INC            COM        482241106       5395    325000    SH         DEFINED      09     325000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KANBAY INTL INC                 COM        48369P207       5362    351400    SH         DEFINED      09     351400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KANSAS CITY SOUTHERN            COM        485170302      22657    917300    SH         DEFINED      09     917300       0       0
                                NEW
-----------------------------------------------------------------------------------------------------------------------------------
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KENEXA CORP                     COM        488879107      14333    466100    SH         DEFINED      09     466100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KEYCORP NEW                     COM        493267108       4284    116400    SH         DEFINED      09     116400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KEYCORP NEW                     COM        493267108      51829   1409441    SH         DEFINED      01    1376009    1733   31699
-----------------------------------------------------------------------------------------------------------------------------------
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KEYSPAN CORP                    COM        49337W100        838     20508    SH         DEFINED      09      20508       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KFX INC                         COM        48245L107       6585    361800    SH         DEFINED      09     361800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KILROY RLTY CORP                COM        49427F108       3260     42200    SH         DEFINED      09      42200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KIMBERLY CLARK CORP             COM        494368103       3208     55500    SH         DEFINED      02      55500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KIMBERLY CLARK CORP             COM        494368103      23201    401400    SH         DEFINED      09     401400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KINDER MORGAN INC KANS          COM        49455P101       7736     84100    SH         DEFINED      02      84100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KINDER MORGAN INC KANS          COM        49455P101      66923    727500    SH         DEFINED      09     727500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KINETIC CONCEPTS INC            COM        49460W208      47448   1152500    SH         DEFINED      09    1152500       0       0
                                NEW
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KINGFISHER PLC SPON ADR PAR     COMMON     495724403     39,233 4,722,140    SH         DEFINED      01  4,609,408   5,854 106,878
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KINROSS GOLD CORP               COM NO     496902404        106      9700    SH         DEFINED      01       9700       0       0
                                PAR
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KINROSS GOLD CORP               COM NO     496902404       1093    100000    SH         DEFINED      21     100000       0       0
                                PAR
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KLA-TENCOR CORP                 COM        482480100       1517     31370    SH         DEFINED      09      31370       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KNOLOGY INC                     COM        499183804       6065    888000    SH         DEFINED      09     888000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KOHLS CORP                      COM        500255104        223      4200    SH         DEFINED      01       4200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KOHLS CORP                      COM        500255104      64264   1212300    SH         DEFINED      09    1212300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KOHLS CORP                      COM        500255104       1855     35000    SH         DEFINED      21      35000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KOMAG INC                       COM        500453204      75984   1596300    SH         DEFINED      09    1596300       0       0
                                NEW
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KONINKLIJKE PHILIPS ELECTRS     NY REG SH  500472303        888     26400    SH         DEFINED      09      26400       0       0
                                NEW
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KOREA ELECTRIC PWR              SPONSORED  500631106       1302     60300    SH         DEFINED      09      60300       0       0
                                ADR
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KOS PHARMACEUTICALS INC         COM        500648100      43624    913200    SH         DEFINED      09     913200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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KOSAN BIOSCIENCES INC           COM        50064W107      23527   3994400    SH         DEFINED      09    3994400       0       0
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KRAFT FOODS INC                 CL         50075N104        173      6900    SH         DEFINED      01       6900       0       0
                                A
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KRAFT FOODS INC                 CL         50075N104        864     28500    SH         DEFINED      02      28500       0       0
                                A
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KRAFT FOODS INC                 CL         50075N104      10108    333500    SH         DEFINED      09     333500       0       0
                                A
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KYPHON INC                      COM        501577100      25694    690708    SH         DEFINED      09     690708       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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L-3 COMMUNICATIONS HLDGS INC    COM        502424104       4444     51800    SH         DEFINED      09      51800       0       0
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LABRANCHE & CO INC              COM        505447102      45517   2879000    SH         DEFINED      09    2879000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LAM RESEARCH CORP               COM        512807108       5736    133400    SH         DEFINED      09     133400       0       0
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LAMAR ADVERTISING CO            CL         512815101      57869   1099750    SH         DEFINED      09    1099750       0       0
                                A
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LANCE INC                       COM        514606102      11174    496600    SH         DEFINED      09     496600       0       0
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LANDSTAR SYS INC                COM        515098101      63427   1437600    SH         DEFINED      09    1437600       0       0
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LECROY CORP                     COM        52324W109      16746   1070000    SH         DEFINED      09    1070000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LEGG MASON INC                  COM        524901105       7745     61800    SH         DEFINED      09      61800       0       0
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LEXMARK INTL NEW                CL         529771107      15134    333500    SH         DEFINED      09     333500       0       0
                                A
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LIBERTY PPTY TR                 SH BEN     531172104       4071     86322    SH         DEFINED      09      86322       0       0
                                INT
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LIBERTY PPTY TR                 SH BEN     531172104      29197    619873    SH         DEFINED      01     604334     731   14808
                                INT
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LIFE TIME FITNESS INC           COM        53217R207       7866    167900    SH         DEFINED      09     167900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LILLY ELI & CO                  COM        532457108        221      4000    SH         DEFINED      01       4000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LILLY ELI & CO                  COM        532457108       2212     40000    SH         DEFINED      21      40000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LINEAR TECHNOLOGY CORP          COM        535678106       1386     42400    SH         DEFINED      01      42400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LINEAR TECHNOLOGY CORP          COM        535678106       1024     29200    SH         DEFINED      02      29200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LINEAR TECHNOLOGY CORP          COM        535678106      17614    502100    SH         DEFINED      09     502100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LINEAR TECHNOLOGY CORP          COM        535678106        339     11700    SH         DEFINED      21      11700       0       0
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LIQUIDITY SERVICES INC          COM        53635B107        613     50000    SH         DEFINED      09      50000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LLOYDS TSB GROUP PLC            SPONSORED  539439109       4280    111200    SH         DEFINED      02     111200       0       0
                                ADR
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LLOYDS TSB GROUP PLC            SPONSORED  539439109       7282    189200    SH         DEFINED      09     189200       0       0
                                ADR
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LOCKHEED MARTIN CORP            COM        539830109        962     12800    SH         DEFINED      02      12800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LOCKHEED MARTIN CORP            COM        539830109      14898    198300    SH         DEFINED      09     198300       0       0
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LOCKHEED MARTIN CORP            COM        539830109       1901     25306    SH         DEFINED      01      25275       0      31
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LODGENET ENTMT CORP             COM        540211109      14417    925371    SH         DEFINED      09     925371       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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LOEWS CORP                      CAROLNA GP 540424207      10674    225800    SH         DEFINED      02     225800       0       0
                                STK
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LOEWS CORP                      CAROLNA GP 540424207      39840    842822    SH         DEFINED      09     842822       0       0
                                STK
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LOEWS CORP                      CAROLNA GP 540424207      54476   1153295    SH         DEFINED      01    1125250    1412   26633
                                STK
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LUCENT TECHNOLOGIES INC         COM        549463107        478    156600    SH         DEFINED      09     156600       0       0
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M SYS FLASH DISK PIONEERS LT    ORD        M7061C100      12930    500000    SH         DEFINED      09     500000       0       0
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MACK CALI RLTY CORP COM         COMMON     554489104     36,036   750,749    SH         DEFINED      01    731,825     900  18,024
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MAGELLAN HEALTH SVCS INC        COM        559079207       8090    199900    SH         DEFINED      09     199900       0       0
                                NEW
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MAGMA DESIGN AUTOMATION         COM        559181102      44842   5184042    SH         DEFINED      09    5184042       0       0
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MAGNA ENTMT CORP                NOTE       559211AC1        222    225000    SH         DEFINED      01     225000       0       0
                                7.250%12/1
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MAGNA ENTMT CORP                NOTE       559211AC1       5448   5525000    SH         DEFINED      02    5525000       0       0
                                7.250%12/1
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MAGYAR TELEKOM TELECOMMUNS P    SPONSORED  559776109       2469    113300    SH         DEFINED      02     113300       0       0
                                ADR
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MAGYAR TELEKOM TELECOMMUNS P    SPONSORED  559776109        643     29500    SH         DEFINED      09      29500       0       0
                                ADR
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MARATHON OIL CORP               COM        565849106       2605     34200    SH         DEFINED      02      34200       0       0
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MARATHON OIL CORP               COM        565849106      21385    280760    SH         DEFINED      09     280760       0       0
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MARATHON OIL CORP               COM        565849106      18321    240535    SH         DEFINED      01     235031     268    5236
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MARKEL CORP                     COM        570535104      41568    123100    SH         DEFINED      09     123100       0       0
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MARRIOTT INTL INC NEW           CL         571903202        123      1800    SH         DEFINED      01       1800       0       0
                                A
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MARRIOTT INTL INC NEW           CL         571903202       2127     31000    SH         DEFINED      21      31000       0       0
                                A
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MARVELL TECHNOLOGY GROUP LTD    ORD        G5876H105        216      4000    SH         DEFINED      01       4000       0       0
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MARVELL TECHNOLOGY GROUP LTD    ORD        G5876H105       4663     86200    SH         DEFINED      09      86200       0       0
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MARVELL TECHNOLOGY GROUP LTD    ORD        G5876H105       2164     40000    SH         DEFINED      21      40000       0       0
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MASTEC INC                      COM        576323109       4139    292100    SH         DEFINED      09     292100       0       0
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MATTEL INC                      COM        577081102       1229     67800    SH         DEFINED      01      67800       0       0
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MATTEL INC                      COM        577081102       3011    166100    SH         DEFINED      02     166100       0       0
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MATTEL INC                      COM        577081102      66544   3670370    SH         DEFINED      09    3670370       0       0
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MAXIM INTEGRATED PRODS INC      COM        57772K101       2240     60300    SH         DEFINED      09      60300       0       0
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MBIA INC                        COM        55262C100       1118     18600    SH         DEFINED      02      18600       0       0
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MBIA INC                        COM        55262C100      75024   1247700    SH         DEFINED      09    1247700       0       0
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MCAFEE INC                      COM        579064106        805     33100    SH         DEFINED      09      33100       0       0
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MCDONALDS CORP                  COM        580135101       7678    223472    SH         DEFINED      01     222645       0     827
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MCDONALDS CORP                  COM        580135101       8557    249050    SH         DEFINED      02     249050       0       0
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MCDONALDS CORP                  COM        580135101     168901   4915640    SH         DEFINED      09    4915640       0       0
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MCDONALDS CORP                  COM        580135101        928     27000    SH         DEFINED      21      27000       0       0
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MCKESSON CORP                   COM        58155Q103       1736     33300    SH         DEFINED      02      33300       0       0
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MCKESSON CORP                   COM        58155Q103      39342    754690    SH         DEFINED      09     754690       0       0
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MCKESSON CORP                   COM        58155Q103       4347     83389    SH         DEFINED      01      83021       0     368
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MEDAREX INC                     COM        583916101       8050    608900    SH         DEFINED      09     608900       0       0
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MEDCO HEALTH SOLUTIONS INC      COM        58405U102       4469     78100    SH         DEFINED      09      78100       0       0
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MEDICINES CO                    COM        584688105      39139   1902700    SH         DEFINED      09    1902700       0       0
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MEDIMMUNE INC                   COM        584699102       1789     48900    SH         DEFINED      01      48900       0       0
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MEDIMMUNE INC                   COM        584699102       1840     50300    SH         DEFINED      02      50300       0       0
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MEDIMMUNE INC                   COM        584699102      27640    755600    SH         DEFINED      09     755600       0       0
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MEDIMMUNE INC                   COM        584699102       3036     83000    SH         DEFINED      21      83000       0       0
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MEDTRONIC INC                   COM        585055106       1644     37800    SH         DEFINED      01      37800       0       0
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MEDTRONIC INC                   COM        585055106        406      8000    SH         DEFINED      09       8000       0       0
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MEDTRONIC INC                   COM        585055106       5286    108000    SH         DEFINED      21     108000       0       0
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MELLON FINL CORP                COM        58551A108       2848     80000    SH         DEFINED      02      80000       0       0
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MELLON FINL CORP                COM        58551A108        224      6300    SH         DEFINED      09       6300       0       0
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MELLON FINL CORP                COM        58551A108         25       706    SH         DEFINED      01        706       0       0
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MEMC ELECTR MATLS INC           COM        552715104        196      5300    SH         DEFINED      01       5300       0       0
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MEMC ELECTR MATLS INC           COM        552715104     207782   5627900    SH         DEFINED      09    5627900       0       0
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MEMC ELECTR MATLS INC           COM        552715104       2031     55000    SH         DEFINED      21      55000       0       0
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MENS WEARHOUSE INC              COM        587118100       6272    174500    SH         DEFINED      09     174500       0       0
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MERCANTILE BANKSHARES CORP      COM        587405101       2797     72749    SH         DEFINED      09      72749       0       0
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MERCURY GENL CORP NEW           COM        589400100       1471     26800    SH         DEFINED      09      26800       0       0
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MERIDIAN BIOSCIENCE INC         COM        589584101       2698    100000    SH         DEFINED      09     100000       0       0
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MERIDIAN GOLD INC               COM        589975101       7021    236800    SH         DEFINED      09     236800       0       0
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MERIDIAN GOLD INC               COM        589975101        827     27900    SH         DEFINED      21      27900       0       0
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MERITAGE HOMES CORP             COM        59001A102       7453    135600    SH         DEFINED      09     135600       0       0
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MERRILL LYNCH & CO INC          COM        590188108       5694     72300    SH         DEFINED      02      72300       0       0
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MERRILL LYNCH & CO INC          COM        590188108     169160   2147790    SH         DEFINED      09    2147790       0       0
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MERRILL LYNCH & CO INC          COM        590188108       2238     30200    SH         DEFINED      21      30200       0       0
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MERRILL LYNCH & CO INC          COM        590188108      10240    132533    SH         DEFINED      01     132286       0     247
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METABASIS THERAPEUTICS INC      COM        59101M105       9350   1028600    SH         DEFINED      09    1028600       0       0
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MGM MIRAGE                      COM        552953101        203      4700    SH         DEFINED      01       4700       0       0
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MGM MIRAGE                      COM        552953101       4585    106400    SH         DEFINED      09     106400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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MGM MIRAGE                      COM        552953101       2370     55000    SH         DEFINED      21      55000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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MICROSEMI CORP                  COM        595137100      57748   1983800    SH         DEFINED      09    1983800       0       0
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MICROSOFT CORP                  COM        594918104       3559    130800    SH         DEFINED      02     130800       0       0
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MICROSOFT CORP                  COM        594918104     101375   3725659    SH         DEFINED      09    3725659       0       0
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MICROSOFT CORP                  COM        594918104       7891    290000    SH         DEFINED      21     290000       0       0
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MICROSOFT CORP                  COM        594918104       7101    260976    SH         DEFINED      01     259847       0    1129
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MILLER HERMAN INC               COM        600544100        823     25400    SH         DEFINED      21      25400       0       0
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MKS INSTRUMENT INC              COM        55306N104       3022    129000    SH         DEFINED      09     129000       0       0
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MOBILITY ELECTRONICS INC        COM        60741U101       7777    933600    SH         DEFINED      09     933600       0       0
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MOMENTA PHARMACEUTICALS INC     COM        60877T100      19646    999300    SH         DEFINED      09     999300       0       0
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MONOGRAM BIOSCIENCES INC        COM        60975U108      11166   6068400    SH         DEFINED      09    6068400       0       0
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MONRO MUFFLER BRAKE INC         COM        610236101      20462    550929    SH         DEFINED      09     550929       0       0
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MONSTER WORLDWIDE INC           COM        611742107      10969    219986    SH         DEFINED      09     219986       0       0
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MOODYS CORP                     COM        615369105       8682    121500    SH         DEFINED      09     121500       0       0
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MORGAN STANLEY                  COM        617446448      10070    160300    SH         DEFINED      02     160300       0       0
                                NEW
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MORGAN STANLEY                  COM        617446448     254169   4045982    SH         DEFINED      09    4045982       0       0
                                NEW
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MORGAN STANLEY                  COM        617446448       4674     78095    SH         DEFINED      21      78095       0       0
                                NEW
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MORGAN STANLEY                  COM        617446448      11532    188711    SH         DEFINED      01     188255       0     456
                                NEW
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MORGANS HOTEL GROUP CO          COM        61748W108       9314    527400    SH         DEFINED      09     527400       0       0
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MOTIVE INC                      COM        61980V107       1161    297700    SH         DEFINED      09     297700       0       0
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MOTOROLA INC                    COM        620076109      11673    509520    SH         DEFINED      09     509520       0       0
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MOTOROLA INC                    COM        620076109       2062     90000    SH         DEFINED      21      90000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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MOTOROLA INC                    COM        620076109       1218     53136    SH         DEFINED      01      53136       0       0
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NABORS INDUSTRIES LTD           SHS        G6359F103        873     12200    SH         DEFINED      01      12200       0       0
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NABORS INDUSTRIES LTD           SHS        G6359F103        966     13500    SH         DEFINED      02      13500       0       0
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NABORS INDUSTRIES LTD           SHS        G6359F103      14824    207100    SH         DEFINED      09     207100       0       0
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NATIONAL CITY CORP              COM        635405103      49667   1424286    SH         DEFINED      01    1389724    1730   32832
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NATIONAL CITY CORP              COM        635405103       4529    129776    SH         DEFINED      09     129776       0       0
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NATIONAL FUEL GAS CO N J        COM        636180101        651     19900    SH         DEFINED      09      19900       0       0
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NATIONAL GRID PLC               SPON ADR   636274300        859     17300    SH         DEFINED      02      17300       0       0
                                NEW
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NATIONAL GRID PLC               SPON ADR   636274300       6568    132334    SH         DEFINED      09     132334       0       0
                                NEW
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NATIONWIDE FINL SVCS INC        CL         638612101        839     19500    SH         DEFINED      01      19500       0       0
                                A
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NATIONWIDE FINL SVCS INC        CL         638612101       4194     97500    SH         DEFINED      02      97500       0       0
                                A
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NATIONWIDE FINL SVCS INC        CL         638612101      42010    976520    SH         DEFINED      09     976520       0       0
                                A
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NATIONWIDE HEALTH PPTYS INC     COM        638620104       3526    164007    SH         DEFINED      09     164007       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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NATIONWIDE HEALTH PPTYS INC     COM        638620104      22164   1032347    SH         DEFINED      01    1009504    1320   21523
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NAVTEQ CORP                     COM        63936L100      79850   1576500    SH         DEFINED      09    1576500       0       0
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NEKTAR THERAPEUTICS             COM        640268108      77126   3784400    SH         DEFINED      09    3784400       0       0
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NET 1 UEPS TECHNOLOGIES INC     COM        64107N206       2544     89900    SH         DEFINED      21      89900       0       0
                                NEW
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NETFLIX COM INC                 COM        64110L106       6572    226700    SH         DEFINED      09     226700       0       0
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NETIQ CORP                      COM        64115P102      12333   1106100    SH         DEFINED      09    1106100       0       0
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NETWORK APPLIANCE INC           COM        64120L104       1290     35800    SH         DEFINED      09      35800       0       0
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NEUROCHEM INC                   COM        64125K101      18691   1333200    SH         DEFINED      09    1333200       0       0
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NEUROCRINE BIOSCIENCES INC      COM        64125C109      37188    576200    SH         DEFINED      09     576200       0       0
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NEUROMETRIX INC                 COM        641255104       2868     73645    SH         DEFINED      09      73645       0       0
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NEUSTAR INC                     CL         64126X201       8175    263700    SH         DEFINED      09     263700       0       0
                                A
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NEW YORK & CO INC               COM        649295102       6584    440700    SH         DEFINED      09     440700       0       0
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NEWELL RUBBERMAID INC           COM        651229106       2895    114910    SH         DEFINED      02     114910       0       0
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NEWELL RUBBERMAID INC           COM        651229106        103      4100    SH         DEFINED      09       4100       0       0
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NEWFIELD EXPL CO                COM        651290108       5447    130000    SH         DEFINED      09     130000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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NEWMONT MINING CORP             COM        651639106         99      1900    SH         DEFINED      01       1900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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NEWMONT MINING CORP             COM        651639106      52326   1008400    SH         DEFINED      09    1008400       0       0
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NEWMONT MINING CORP             COM        651639106       1038     20000    SH         DEFINED      21      20000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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NEWS CORP                       CL         65248E104        369     22200    SH         DEFINED      01      22200       0       0
                                A
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NEWS CORP                       CL         65248E104      21359   1285900    SH         DEFINED      09    1285900       0       0
                                A
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NEWS CORP                       CL         65248E203        529     36500    SH         DEFINED      21      36500       0       0
                                B
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NEWS CORP                       CL         65248E203        755     52014    SH         DEFINED      01      52014       0       0
                                B
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NEXTEL COMMUNICATIONS INC       NOTE  5.25 65332VAY9       5035   5000000    SH         DEFINED      01    5000000       0       0
                                1/1
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NIC INC                         COM        62914B100      22259   3631134    SH         DEFINED      09    3631134       0       0
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NICOR INC                       COM        654086107       3544     89591    SH         DEFINED      09      89591       0       0
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NICOR INC                       COM        654086107      24919    630591    SH         DEFINED      01     617776     844   11971
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NIGHTHAWK RADIOLOGY HLDGS IN    COM        65411N105       9912    414900    SH         DEFINED      09     414900       0       0
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NII HLDGS INC                   CL B       62913F201      12649    214500    SH         DEFINED      09     214500       0       0
                                NEW
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NIKE INC                        CL         654106103       3752     45400    SH         DEFINED      01      45400       0       0
                                B
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NIKE INC                        CL         654106103       3421     40200    SH         DEFINED      02      40200       0       0
                                B
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NIKE INC                        CL         654106103      51195    601588    SH         DEFINED      09     601588       0       0
                                B
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NIKE INC                        CL         654106103       2932     35400    SH         DEFINED      21      35400       0       0
                                B
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NISOURCE INC                    COM        65473P105      12506    618479    SH         DEFINED      09     618479       0       0
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NISOURCE INC                    COM        65473P105      24312   1203726    SH         DEFINED      01    1177382    1311   25033
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NMT MED INC                     COM        629294109      11438    706900    SH         DEFINED      09     706900       0       0
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NOKIA CORP                      SPONSORED  654902204       4753    229400    SH         DEFINED      02     229400       0       0
                                ADR
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NOKIA CORP                      SPONSORED  654902204      55463   2676800    SH         DEFINED      09    2676800       0       0
                                ADR
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NORDSTROM INC                   COM        655664100       6108    155900    SH         DEFINED      09     155900       0       0
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NORDSTROM INC                   COM        655664100       1175     30000    SH         DEFINED      21      30000       0       0
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NORFOLK SOUTHERN CORP           COM        655844108       7543    139500    SH         DEFINED      09     139500       0       0
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NORSK HYDRO A S                 SPONSORED  656531605       1259      9100    SH         DEFINED      02       9100       0       0
                                ADR
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NORTEL NETWORKS CORP NEW        COM        656568102        485    159000    SH         DEFINED      09     159000       0       0
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NORTH FORK BANCORPORATION NY    COM        659424105       1084     37600    SH         DEFINED      02      37600       0       0
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NORTHEAST UTILS                 COM        664397106       1842     94300    SH         DEFINED      02      94300       0       0
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NORTHEAST UTILS                 COM        664397106       7833    401100    SH         DEFINED      09     401100       0       0
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NORTHFIELD LABS INC             COM        666135108       9620    962000    SH         DEFINED      09     962000       0       0
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NORTHROP GRUMMAN CORP           COM        666807102       5400     79080    SH         DEFINED      01      79080       0       0
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NORTHROP GRUMMAN CORP           COM        666807102       5941     87000    SH         DEFINED      02      87000       0       0
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NORTHROP GRUMMAN CORP           COM        666807102     144670   2118472    SH         DEFINED      09    2118472       0       0
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NOVARTIS A G                    SPONSORED  66987V109       3155     56900    SH         DEFINED      01      56900       0       0
                                ADR
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NOVARTIS A G                    SPONSORED  66987V109       3515     63400    SH         DEFINED      02      63400       0       0
                                ADR
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NOVARTIS A G                    SPONSORED  66987V109      70121   1264800    SH         DEFINED      09    1264800       0       0
                                ADR
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NSTAR                           COM        67019E107       1053     36800    SH         DEFINED      09      36800       0       0
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NTELOS HLDGS CORP               COM        67020Q107      13460    960750    SH         DEFINED      09     960750       0       0
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NTL INC NEW                     COM        62941W101        111      3809    SH         DEFINED      01       3809       0       0
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NTL INC NEW                     COM        62941W101       3294    113144    SH         DEFINED      02     113144       0       0
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NTL INC NEW                     COM        62941W101       7432    255300    SH         DEFINED      21     255300       0       0
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NUCO2 INC                       COM        629428103      53676   1691100    SH         DEFINED      09    1691100       0       0
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NUVEEN INVTS INC                CL         67090F106     121627   2526000    SH         DEFINED      09    2526000       0       0
                                A
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NVIDIA CORP                     COM        67066G104       9333    163000    SH         DEFINED      09     163000       0       0
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NXSTAGE MEDICAL INC             COM        67072V103      25660   2000000    SH         DEFINED      09    2000000       0       0
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O REILLY AUTOMOTIVE INC         COM        686091109       6438    176100    SH         DEFINED      09     176100       0       0
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OCCIDENTAL PETE CORP DEL        COM        674599105       1093     11800    SH         DEFINED      02      11800       0       0
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OCCIDENTAL PETE CORP DEL        COM        674599105       2928     31600    SH         DEFINED      09      31600       0       0
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OFFICE DEPOT INC                COM        676220106       7385    198300    SH         DEFINED      09     198300       0       0
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OGE ENERGY CORP                 COM        670837103       3696    127460    SH         DEFINED      09     127460       0       0
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OGE ENERGY CORP                 COM        670837103      25994    897403    SH         DEFINED      01     868194     836   28373
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ONEOK INC NEW                   COM        682680103       2901     89951    SH         DEFINED      02      89951       0       0
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ONEOK INC NEW                   COM        682680103        285      8846    SH         DEFINED      09       8846       0       0
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ONLINE RES CORP                 COM        68273G101      31889   2453018    SH         DEFINED      09    2453018       0       0
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ONVIA INC                       COM        68338T403       4684    780700    SH         DEFINED      09     780700       0       0
                                NEW
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ONYX PHARMACEUTICALS INC        COM        683399109       5297    201700    SH         DEFINED      09     201700       0       0
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ORACLE CORP                     COM        68389X105       3255    237800    SH         DEFINED      02     237800       0       0
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ORACLE CORP                     COM        68389X105      92686   6770341    SH         DEFINED      09    6770341       0       0
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ORACLE CORP                     COM        68389X105       7753    580400    SH         DEFINED      21     580400       0       0
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ORACLE CORP                     COM        68389X105       5690    435146    SH         DEFINED      01     434307       0     839
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ORIENT-EXPRESS HOTELS LTD       CL         G67743107      52549   1339499    SH         DEFINED      09    1339499       0       0
                                A
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ORTHOFIX INTL N V               COM        N6748L102      17836    447915    SH         DEFINED      09     447915       0       0
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OSI PHARMACEUTICALS INC         COM        671040103      38189   1189700    SH         DEFINED      09    1189700       0       0
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P T TELEKOMUNIKASI INDONESIA    SPONSORED  715684106        609     20100    SH         DEFINED      09      20100       0       0
                                ADR
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PACKAGING CORP AMER             COM        695156109       6165    274733    SH         DEFINED      09     274733       0       0
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PACKAGING CORP AMER             COM        695156109      39339   1755561    SH         DEFINED      01    1712954    2118   40489
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PACTIV CORP                     COM        695257105       3595    146500    SH         DEFINED      09     146500       0       0
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PARTNERRE LTD                   COM        G6852T105       1751     28200    SH         DEFINED      02      28200       0       0
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PARTNERRE LTD                   COM        G6852T105       5290     85200    SH         DEFINED      09      85200       0       0
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PATTERSON COMPANIES INC         COM        703395103       7107    201900    SH         DEFINED      09     201900       0       0
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PAYCHEX INC                     COM        704326107        208      5000    SH         DEFINED      01       5000       0       0
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PAYCHEX INC                     COM        704326107       1196     28700    SH         DEFINED      02      28700       0       0
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PAYCHEX INC                     COM        704326107       4816    115600    SH         DEFINED      09     115600       0       0
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PAYCHEX INC                     COM        704326107       2500     60000    SH         DEFINED      21      60000       0       0
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PAYLESS SHOESOURCE INC          COM        704379106       4283    187100    SH         DEFINED      09     187100       0       0
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PC MALL INC                     COM        69323K100       1492    233900    SH         DEFINED      09     233900       0       0
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PEABODY ENERGY CORP             COM        704549104        121      2400    SH         DEFINED      01       2400       0       0
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PEABODY ENERGY CORP             COM        704549104       4265     84600    SH         DEFINED      09      84600       0       0
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PEABODY ENERGY CORP             COM        704549104       2521     50000    SH         DEFINED      21      50000       0       0
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PEARSON PLC                     SPONSORED  705015105       4807    347100    SH         DEFINED      02     347100       0       0
                                ADR
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PEARSON PLC                     SPONSORED  705015105      13342    963300    SH         DEFINED      09     963300       0       0
                                ADR
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PENNEY J C INC                  COM        708160106       4742     78500    SH         DEFINED      09      78500       0       0
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PENWEST PHARMACEUTICALS CO      COM        709754105      10047    463200    SH         DEFINED      09     463200       0       0
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PEOPLES ENERGY CORP             COM        711030106       6660    186867    SH         DEFINED      09     186867       0       0
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PEOPLES ENERGY CORP             COM        711030106      27468    772211    SH         DEFINED      01     754899     973   16339
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PEPCO HOLDINGS INC              COM        713291102      26605   1168403    SH         DEFINED      01    1130283    1096   37024
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PEPCO HOLDINGS INC              COM        713291102        542     23800    SH         DEFINED      02      23800       0       0
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PEPCO HOLDINGS INC              COM        713291102       3046    133658    SH         DEFINED      09     133658       0       0
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PEPSIAMERICAS INC               COM        71343P200       4817    197000    SH         DEFINED      09     197000       0       0
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PEPSICO INC                     COM        713448108       4462     77209    SH         DEFINED      01      76829       0     380
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PEPSICO INC                     COM        713448108       2687     46500    SH         DEFINED      02      46500       0       0
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PEPSICO INC                     COM        713448108      46292    801042    SH         DEFINED      09     801042       0       0
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PEPSICO INC                     COM        713448108       3190     55200    SH         DEFINED      21      55200       0       0
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PERVASIVE SOFTWARE INC          COM        715710109       1869    453624    SH         DEFINED      09     453624       0       0
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PETCO ANIMAL SUPPLIES           COM        716016209      33441   1418800    SH         DEFINED      09    1418800       0       0
                                NEW
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PETSMART INC                    COM        716768106     214444   7620600    SH         DEFINED      09    7620600       0       0
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PFIZER INC                      COM        717081103       8341    343831    SH         DEFINED      01     343694       0     137
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PFIZER INC                      COM        717081103      13307    534000    SH         DEFINED      02     534000       0       0
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PFIZER INC                      COM        717081103     131294   5268621    SH         DEFINED      09    5268621       0       0
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PFIZER INC                      COM        717081103       3373    140300    SH         DEFINED      21     140300       0       0
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PFSWEB INC                      COM        717098107        347    282340    SH         DEFINED      09     282340       0       0
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PHARMACYCLICS INC               COM        716933106      12353   2685400    SH         DEFINED      09    2685400       0       0
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PHELPS DODGE CORP               COM        717265102       5863     72800    SH         DEFINED      09      72800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PHILADELPHIA CONS HLDG CORP     COM        717528103      77637   2274072    SH         DEFINED      09    2274072       0       0
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PINNACLE WEST CAP CORP          COM        723484101       4156    106300    SH         DEFINED      02     106300       0       0
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PINNACLE WEST CAP CORP          COM        723484101      12865    329032    SH         DEFINED      09     329032       0       0
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PINNACLE WEST CAP CORP          COM        723484101      38853    994429    SH         DEFINED      01     971972    1179   21278
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PNC FINL SVCS GROUP INC         COM        693475105      29054    432065    SH         DEFINED      01     421502     516   10047
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PNC FINL SVCS GROUP INC         COM        693475105       3242     48167    SH         DEFINED      09      48167       0       0
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PNM RES INC                     COM        69349H107        551     22600    SH         DEFINED      02      22600       0       0
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POINT THERAPEUTICS INC          COM        730694106      14562   4208696    SH         DEFINED      09    4208696       0       0
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POLO RALPH LAUREN CORP          CL         731572103       4164     68700    SH         DEFINED      09      68700       0       0
                                A
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PORTUGAL TELECOM SGPS S A       SPONSORED  737273102        233     19100    SH         DEFINED      09      19100       0       0
                                ADR
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POTASH CORP SASK INC            COM        73755L107       5523     62700    SH         DEFINED      09      62700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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POWERDSINE LTD                  SHS        M41415106      12412   1798800    SH         DEFINED      09    1798800       0       0
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POWERWAVE TECHNOLOGIES INC      COM        739363109       5629    417300    SH         DEFINED      09     417300       0       0
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PPG INDS INC                    COM        693506107       4156     65600    SH         DEFINED      02      65600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PPG INDS INC                    COM        693506107      79358   1252690    SH         DEFINED      09    1252690       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PPG INDS INC                    COM        693506107       3116     49181    SH         DEFINED      01      49181       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PPL CORP                        COM        69351T106        258      8780    SH         DEFINED      09       8780       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PRECISION CASTPARTS CORP        COM        740189105       8619    145100    SH         DEFINED      09     145100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PRICE T ROWE GROUP INC          COM        74144T108       6327     80900    SH         DEFINED      09      80900       0       0
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PRINCIPAL FINANCIAL GROUP IN    COM        74251V102       4670     95700    SH         DEFINED      09      95700       0       0
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PROCTER & GAMBLE CO             COM        742718109       2305     40000    SH         DEFINED      21      40000       0       0
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PROCTER & GAMBLE CO             COM        742718109       3117     54086    SH         DEFINED      01      53560       0     526
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PROGENICS PHARMACEUTICALS IN    COM        743187106      35232   1330000    SH         DEFINED      09    1330000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PROGRESS ENERGY INC             COM        743263105        708     16100    SH         DEFINED      02      16100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PROGRESS ENERGY INC             COM        743263105       7877    179100    SH         DEFINED      09     179100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PROGRESS ENERGY INC             COM        743263105      32102    730933    SH         DEFINED      01     714371     921   15641
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PSYCHIATRIC SOLUTIONS INC       COM        74439H108      15664    472800    SH         DEFINED      09     472800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PUBLIC SVC ENTERPRISES          COMMON     744573106         19       290    SH         DEFINED      01        290       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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PUGET ENERGY INC NEW            COM        745310102        248     11700    SH         DEFINED      09      11700       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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QC HLDGS INC                    COM        74729T101       8404    665400    SH         DEFINED      09     665400       0       0
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QUALCOMM INC                    COM        747525103        223      4400    SH         DEFINED      01       4400       0       0
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QUALCOMM INC                    COM        747525103       8690    171700    SH         DEFINED      09     171700       0       0
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QUALCOMM INC                    COM        747525103       2531     50000    SH         DEFINED      21      50000       0       0
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QUALITY DISTR INC FLA           COM        74756M102      15779   1211000    SH         DEFINED      09    1211000       0       0
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QUEST SOFTWARE INC              COM        74834T103      36433   2181600    SH         DEFINED      09    2181600       0       0
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REDBACK NETWORKS INC            COM        757209507       6490    299200    SH         DEFINED      09     299200       0       0
                                NEW
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REGAL BELOIT CORP               COM        758750103       4265    100900    SH         DEFINED      09     100900       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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REGENERON PHARMACEUTICALS       COM        75886F107      15325    921500    SH         DEFINED      09     921500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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REGIONS FINANCIAL CORP NEW      COM        7591EP100        654     18600    SH         DEFINED      02      18600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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RENAISSANCERE HOLDINGS LTD      COM        G7496G103        968     22200    SH         DEFINED      02      22200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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RENAISSANCERE HOLDINGS LTD      COM        G7496G103       2844     65200    SH         DEFINED      09      65200       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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RESEARCH IN MOTION LTD          COM        760975102        866     10200    SH         DEFINED      09      10200       0       0
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REYNOLDS AMERICAN INC           COM        761713106      54364    515701    SH         DEFINED      01     502857     615   12229
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REYNOLDS AMERICAN INC           COM        761713106      11329    107383    SH         DEFINED      09     107383       0       0
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RIO TINTO PLC                   SPONSORED  767204100       1677      8100    SH         DEFINED      02       8100       0       0
                                ADR
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RITA MED SYS INC DEL            COM        76774E103       1730    438087    SH         DEFINED      09     438087       0       0
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ROCKWELL AUTOMATION INC         COM        773903109       6501     90400    SH         DEFINED      09      90400       0       0
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ROHM & HAAS CO                  COM        775371107       1016     20800    SH         DEFINED      02      20800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ROHM & HAAS CO                  COM        775371107       6695    137000    SH         DEFINED      09     137000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ROPER INDS INC NEW              COM        776696106       2694     55400    SH         DEFINED      09      55400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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ROYAL DUTCH SHELL PLC           SPONS ADR  780259206       8953    143800    SH         DEFINED      02     143800       0       0
                                A
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ROYAL DUTCH SHELL PLC           SPONS ADR  780259206      56193    902555    SH         DEFINED      09     902555       0       0
                                A
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RPM INTL INC                    COM        749685103       2262    126100    SH         DEFINED      09     126100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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RUBIOS RESTAURANTS INC          COM        78116B102       2106    222100    SH         DEFINED      09     222100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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RYANAIR HLDGS PLC               SPONSORED  783513104      41441    757600    SH         DEFINED      09     757600       0       0
                                ADR
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RYDER SYS INC                   COM        783549108      66919   1494400    SH         DEFINED      09    1494400       0       0
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S1 CORPORATION                  COM        78463B101       9187   1822800    SH         DEFINED      09    1822800       0       0
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SAFEWAY INC                     COM        786514208      32613   1298300    SH         DEFINED      09    1298300       0       0
                                NEW
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SAIFUN SEMICONDUCTORS LTD       ORD        M8233P102       4665    150000    SH         DEFINED      09     150000       0       0
                                SHS
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SANGAMO BIOSCIENCES INC         COM        800677106        600    100900    SH         DEFINED      09     100900       0       0
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SANTOS LIMITED                  SPONSORED  803021609      10198    313700    SH         DEFINED      09     313700       0       0
                                ADR
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SAP AKTIENGESELLSCHAFT          SPONSORED  803054204       1309     24100    SH         DEFINED      09      24100       0       0
                                ADR
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SARA LEE CORP                   COM        803111103       2543    142200    SH         DEFINED      02     142200       0       0
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SARA LEE CORP                   COM        803111103       6008    336000    SH         DEFINED      09     336000       0       0
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SATYAM COMPUTER SERVICES LTD    ADR        804098101      21941    501400    SH         DEFINED      09     501400       0       0
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SCANA CORP NEW                  COM        80589M102        542     13800    SH         DEFINED      02      13800       0       0
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SCHEIN HENRY INC                COM        806407102       5547    115900    SH         DEFINED      09     115900       0       0
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SCHNITZER STL INDS              CL         806882106      10417    243100    SH         DEFINED      09     243100       0       0
                                A
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SCOTTISH PWR PLC                SPON ADR   81013T705       2907     72142    SH         DEFINED      09      72142       0       0
                                FINAL
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SCOTTISH PWR PLC                SPON ADR   81013T705      45133   1120203    SH         DEFINED      01    1092393    1348   26462
                                FINAL
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SEAGATE TECHNOLOGY              SHS        G7945J104      68769   2611800    SH         DEFINED      09    2611800       0       0
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SEMPRA ENERGY                   COM        816851109        498     10728    SH         DEFINED      09      10728       0       0
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SENIOR HSG PPTYS TR             SH BEN     81721M109        554     30600    SH         DEFINED      02      30600       0       0
                                INT
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SENIOR HSG PPTYS TR             SH BEN     81721M109       6267    346234    SH         DEFINED      09     346234       0       0
                                INT
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SENIOR HSG PPTYS TR             SH BEN     81721M109      19520   1080150    SH         DEFINED      01    1054672    1323   24155
                                INT
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SEPRACOR INC                    COM        817315104      22213    455100    SH         DEFINED      09     455100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SHIRE PLC                       SPONSORED  82481R106       5948    142827    SH         DEFINED      01     142827       0       0
                                ADR
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SHIRE PLC                       SPONSORED  82481R106       3026     65100    SH         DEFINED      02      65100       0       0
                                ADR
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SHIRE PLC                       SPONSORED  82481R106      68006   1462800    SH         DEFINED      09    1462800       0       0
                                ADR
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SHIRE PLC                       SPONSORED  82481R106       6390    145882    SH         DEFINED      21     145882       0       0
                                ADR
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SI INTL INC                     COM        78427V102       7821    222500    SH         DEFINED      09     222500       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SIERRA HEALTH SVCS INC          COM        826322109       5812    142800    SH         DEFINED      09     142800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SILICON IMAGE INC               COM        82705T102      21927   2126800    SH         DEFINED      09    2126800       0       0
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SIMPSON MANUFACTURING CO INC    COM        829073105      52939   1222620    SH         DEFINED      09    1222620       0       0
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SMITHFIELD FOODS INC            COM        832248108       3054    108900    SH         DEFINED      01     108900       0       0
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SMITHFIELD FOODS INC            COM        832248108       1086     37000    SH         DEFINED      02      37000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SMITHFIELD FOODS INC            COM        832248108      76442   2605400    SH         DEFINED      09    2605400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SMITHFIELD FOODS INC            COM        832248108        475     19600    SH         DEFINED      21      19600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SNAP ON INC                     COM        833034101       5783    151700    SH         DEFINED      09     151700       0       0
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SOHU COM INC                    COM        83408W103       2341     87700    SH         DEFINED      09      87700       0       0
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SOMAXON PHARMACEUTICALS INC     COM        834453102       8075    504400    SH         DEFINED      09     504400       0       0
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SONOCO PRODS CO                 COM        835495102       3763    111100    SH         DEFINED      09     111100       0       0
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SOUTHERN CO                     COM        842587107       2364     72138    SH         DEFINED      09      72138       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SOUTHERN CO                     COM        842587107      16829    514113    SH         DEFINED      01     497393     480   16240
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SOUTHERN COPPER CORP            COM        84265V105       2238     26495    SH         DEFINED      02      26495       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SOUTHERN COPPER CORP            COM        84265V105        145      1711    SH         DEFINED      09       1711       0       0
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SOUTHWESTERN ENERGY CO          COM        845467109       5820    180800    SH         DEFINED      09     180800       0       0
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SPANSION INC                    COM CL     84649R101      56165   3794900    SH         DEFINED      09    3794900       0       0
                                A
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SPECTRUM PHARMACEUTICALS INC    COM        84763A108       2458    524000    SH         DEFINED      09     524000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SPRINT NEXTEL CORP              COM        852061100        899     34800    SH         DEFINED      01      34800       0       0
                                FON
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SPRINT NEXTEL CORP              COM        852061100      34386   1330735    SH         DEFINED      09    1330735       0       0
                                FON
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SSA GLOBAL TECHNOLOGIES INC     COM        78465P108      16070   1002500    SH         DEFINED      09    1002500       0       0
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ST JOE CO                       COM        790148100      63487   1010300    SH         DEFINED      09    1010300       0       0
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STAAR SURGICAL CO               COM PAR    852312305       3935    438700    SH         DEFINED      09     438700       0       0
                                $0.01
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STAMPS COM INC                  COM        852857200       3565    101100    SH         DEFINED      09     101100       0       0
                                NEW
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STARWOOD HOTELS&RESORTS WRLD    PAIRED     85590A203       4071     60100    SH         DEFINED      09      60100       0       0
                                CTF
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STEREOTAXIS INC                 COM        85916J102       8197    650000    SH         DEFINED      09     650000       0       0
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SUEZ                            SPONSORED  864686100        363      9200    SH         DEFINED      09       9200       0       0
                                ADR
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SUN LIFE FINL INC               COM        866796105       2826     66400    SH         DEFINED      02      66400       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SUN LIFE FINL INC               COM        866796105      20654    485300    SH         DEFINED      09     485300       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SUN LIFE FINL INC               COM        866796105       2414     56714    SH         DEFINED      21      56714       0       0
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SUNRISE SENIOR LIVING INC       COM        86768K106       5312    136300    SH         DEFINED      09     136300       0       0
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SUPERTEX INC                    COM        868532102      28490    757300    SH         DEFINED      09     757300       0       0
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SUPERVALU INC                   COM        868536103       1082     35100    SH         DEFINED      01      35100       0       0
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SUPERVALU INC                   COM        868536103      40730   1321530    SH         DEFINED      09    1321530       0       0
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SUPPORTSOFT INC                 COM        868587106        906    204600    SH         DEFINED      09     204600       0       0
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SYBASE INC                      COM        871130100       6516    308500    SH         DEFINED      09     308500       0       0
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SYMANTEC CORP                   COM        871503108        195     11600    SH         DEFINED      01      11600       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMANTEC CORP                   COM        871503108       1817    107982    SH         DEFINED      09     107982       0       0
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SYMANTEC CORP                   COM        871503108       2020    120000    SH         DEFINED      21     120000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SYMBION INC DEL                 COM        871507109       4580    202200    SH         DEFINED      09     202200       0       0
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SYMBOL TECHNOLOGIES INC         COM        871508107      11756   1111200    SH         DEFINED      09    1111200       0       0
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SYNIVERSE HLDGS INC             COM        87163F106      12610    798100    SH         DEFINED      09     798100       0       0
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SYNOPSYS INC                    COM        871607107       5925    265100    SH         DEFINED      09     265100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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SYNTAX BRILLIAN CORP            COM        87163L103       5738   1298100    SH         DEFINED      09    1298100       0       0
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TALEO CORP                      CL         87424N104       3263    250000    SH         DEFINED      09     250000       0       0
                                A
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TARGET CORP                     COM        87612E106       1623     31200    SH         DEFINED      01      31200       0       0
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TARGET CORP                     COM        87612E106       1670     32100    SH         DEFINED      02      32100       0       0
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TARGET CORP                     COM        87612E106      25851    497039    SH         DEFINED      09     497039       0       0
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TARGET CORP                     COM        87612E106       1300     25000    SH         DEFINED      21      25000       0       0
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TELECOM CORP NEW ZEALAND LTDAD  COMMON     879278208     37,656 1,378,339    SH         DEFINED      01  1,344,966   1,705  31,668
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TELECOM ITALIA S P A NEW        SPON ADR   87927Y102        925     31688    SH         DEFINED      09      31688       0       0
                                ORD
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TELEFONOS DE MEXICO S A         SPON ADR O 879403780        283     12600    SH         DEFINED      02      12600       0       0
                                L
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TELEFONOS DE MEXICO S A         SPON ADR O 879403780      13713    610000    SH         DEFINED      09     610000       0       0
                                L
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TELIK INC                       COM        87959M109      19575   1011100    SH         DEFINED      09    1011100       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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TELSTRA CORP LTD                SPON ADR   87969N204       4483    334300    SH         DEFINED      02     334300       0       0
                                FINAL
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TELSTRA CORP LTD                SPON ADR   87969N204      18904   1409700    SH         DEFINED      09    1409700       0       0
                                FINAL
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TENET HEALTHCARE CORP           COM        88033G100        111     15000    SH         DEFINED      01      15000       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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TESORO CORP                     COM        881609101       8119    118800    SH         DEFINED      09     118800       0       0
-----------------------------------------------------------------------------------------------------------------------------------
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TEXAS INSTRS INC                COM        882508104        364     11200    SH         DEFINED      09      11200       0       0
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TEXAS ROADHOUSE INC             CL         882681109      20076   1174700    SH         DEFINED      09    1174700       0       0
                                A
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TEXTRON INC                     COM        883203101         93      1000    SH         DEFINED      01       1000       0       0
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TEXTRON INC                     COM        883203101       1027     11000    SH         DEFINED      21      11000       0       0
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THERAVANCE INC                  COM        88338T104       3084    110000    SH         DEFINED      09     110000       0       0
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THERMOGENESIS CORP              COM        883623209       4050   1000000    SH         DEFINED      09    1000000       0       0
                                NEW
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THRESHOLD PHARMACEUTICAL INC    COM        885807107      30271   2019400    SH         DEFINED      09    2019400       0       0
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TIDEWATER INC                   COM        886423102       4374     79200    SH         DEFINED      09      79200       0       0
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TIDEWATER INC                   COM        886423102       2077     37600    SH         DEFINED      21      37600       0       0
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TIME WARNER INC                 COM        887317105       1721    102500    SH         DEFINED      01     102500       0       0
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TIME WARNER INC                 COM        887317105      14362    855370    SH         DEFINED      09     855370       0       0
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TIME WARNER TELECOM INC         CL         887319101      67794   3776800    SH         DEFINED      09    3776800       0       0
                                A
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TNS INC                         COM        872960109      35349   1669000    SH         DEFINED      09    1669000       0       0
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TNT N V                         SPONSORED  87260W101       2034     58900    SH         DEFINED      02      58900       0       0
                                ADR
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TNT N V                         SPONSORED  87260W101       9530    276000    SH         DEFINED      09     276000       0       0
                                ADR
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TOLL BROTHERS INC               COM        889478103       6992    201900    SH         DEFINED      09     201900       0       0
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TORO CO                         COM        891092108       5668    118700    SH         DEFINED      09     118700       0       0
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TOTAL S A                       SPONSORED  89151E109       4426     33600    SH         DEFINED      02      33600       0       0
                                ADR
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TOTAL S A                       SPONSORED  89151E109      81027    615100    SH         DEFINED      09     615100       0       0
                                ADR
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TRACTOR SUPPLY CO               COM        892356106       5367     80900    SH         DEFINED      09      80900       0       0
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TRAMMELL CROW CO                COM        89288R106       3898    109300    SH         DEFINED      09     109300       0       0
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TRANSDIGM GROUP INC             COM        893641100      30887   1199500    SH         DEFINED      09    1199500       0       0
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TRANSOCEAN INC                  ORD        G90078109       6162     79800    SH         DEFINED      01      79800       0       0
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TRANSOCEAN INC                  ORD        G90078109       5364     66800    SH         DEFINED      02      66800       0       0
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TRANSOCEAN INC                  ORD        G90078109      80324   1000300    SH         DEFINED      09    1000300       0       0
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TRANSOCEAN INC                  ORD        G90078109      21915    275100    SH         DEFINED      21     275100       0       0
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TUPPERWARE BRANDS CORP          COM        899896104        529     25700    SH         DEFINED      02      25700       0       0
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TXU CORP                        COM        873168108        486     10864    SH         DEFINED      09      10864       0       0
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TYCO INTL LTD NEW               COM        902124106       1570     58400    SH         DEFINED      02      58400       0       0
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TYCO INTL LTD NEW               COM        902124106      10168    378282    SH         DEFINED      09     378282       0       0
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TYCO INTL LTD NEW               COM        902124106       1443     53677    SH         DEFINED      01      53677       0       0
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TYSON FOODS INC                 CL         902494103        872     63500    SH         DEFINED      01      63500       0       0
                                A
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TYSON FOODS INC                 CL         902494103       7530    548050    SH         DEFINED      09     548050       0       0
                                A
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UBS AG                          NAMEN      H8920M855       2430     22100    SH         DEFINED      02      22100       0       0
                                AKT
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UBS AG                          NAMEN      H8920M855      13174    119800    SH         DEFINED      09     119800       0       0
                                AKT
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ULTRA PETROLEUM CORP            COM        903914109       6966    111800    SH         DEFINED      09     111800       0       0
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ULTRATECH INC                   COM        904034105      35591   1453900    SH         DEFINED      09    1453900       0       0
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UNILEVER PLC                    SPON ADR   904767704       4497    109500    SH         DEFINED      02     109500       0       0
                                NEW
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UNILEVER PLC                    SPON ADR   904767704       5381    131024    SH         DEFINED      09     131024       0       0
                                NEW
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UNION PAC CORP                  COM        907818108        784      8400    SH         DEFINED      02       8400       0       0
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UNION PAC CORP                  COM        907818108        121      1300    SH         DEFINED      09       1300       0       0
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UNISYS CORP                     COM        909214108        606     87900    SH         DEFINED      01      87900       0       0
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UNISYS CORP                     COM        909214108       6532    948000    SH         DEFINED      09     948000       0       0
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UNITED PARCEL SERVICE INC       CL         911312106       2802     35300    SH         DEFINED      01      35300       0       0
                                B
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UNITED PARCEL SERVICE INC       CL         911312106       3151     39700    SH         DEFINED      02      39700       0       0
                                B
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UNITED PARCEL SERVICE INC       CL         911312106     130413   1642900    SH         DEFINED      09    1642900       0       0
                                B
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UNITED STATES STL CORP NEW      COM        912909108        200      3300    SH         DEFINED      01       3300       0       0
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UNITED STATES STL CORP NEW      COM        912909108      47440    781800    SH         DEFINED      09     781800       0       0
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UNITED STATES STL CORP NEW      COM        912909108       1820     30000    SH         DEFINED      21      30000       0       0
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UNITED SURGICAL PARTNERS INT    COM        913016309      96459   2724074    SH         DEFINED      09    2724074       0       0
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UNITED TECHNOLOGIES CORP        COM        913017109       5893    106700    SH         DEFINED      01     106700       0       0
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UNITED TECHNOLOGIES CORP        COM        913017109       4904     84600    SH         DEFINED      02      84600       0       0
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UNITED TECHNOLOGIES CORP        COM        913017109     121215   2091000    SH         DEFINED      09    2091000       0       0
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UNITED TECHNOLOGIES CORP        COM        913017109       3295     60400    SH         DEFINED      21      60400       0       0
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UNITED UTILS PLC                SPONSORED  91311Q105        490     20200    SH         DEFINED      02      20200       0       0
                                ADR
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UNITED UTILS PLC                SPONSORED  91311Q105       6062    249985    SH         DEFINED      09     249985       0       0
                                ADR
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UNITED UTILS PLC                SPONSORED  91311Q105      35134   1448816    SH         DEFINED      01    1415105    1815   31896
                                ADR
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UNITEDHEALTH GROUP INC          COM        91324P102        268      4800    SH         DEFINED      01       4800       0       0
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UNITEDHEALTH GROUP INC          COM        91324P102      28215    505100    SH         DEFINED      09     505100       0       0
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UNITEDHEALTH GROUP INC          COM        91324P102       3106     55600    SH         DEFINED      21      55600       0       0
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UPM KYMMENE CORP                SPONSORED  915436109       4493    190400    SH         DEFINED      02     190400       0       0
                                ADR
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UPM KYMMENE CORP                SPONSORED  915436109       2583    109448    SH         DEFINED      09     109448       0       0
                                ADR
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UPM KYMMENE CORP                SPONSORED  915436109      31566   1337537    SH         DEFINED      01    1303906    1594   32037
                                ADR
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URBAN OUTFITTERS INC            COM        917047102         88      3600    SH         DEFINED      01       3600       0       0
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URBAN OUTFITTERS INC            COM        917047102        982     40000    SH         DEFINED      21      40000       0       0
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URS CORP NEW                    COM        903236107       3812     94700    SH         DEFINED      09      94700       0       0
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US BANCORP DEL                  COM        902973304       6731    220700    SH         DEFINED      02     220700       0       0
                                NEW
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US BANCORP DEL                  COM        902973304      35748   1172050    SH         DEFINED      09    1172050       0       0
                                NEW
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US BANCORP DEL                  COM        902973304       2304     77075    SH         DEFINED      01      77075       0       0
                                NEW
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UST INC                         COM        902911106       5412    130087    SH         DEFINED      09     130087       0       0
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UST INC                         COM        902911106      28473    685612    SH         DEFINED      01     669276     838   15498
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UTI WORLDWIDE INC               ORD        G87210103       5600    177200    SH         DEFINED      09     177200       0       0
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VALERA PHARMACEUTICALS INC      COM        91914F100       2347    231200    SH         DEFINED      09     231200       0       0
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VALERO ENERGY CORP NEW          COM        91913Y100         96      1600    SH         DEFINED      01       1600       0       0
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VALERO ENERGY CORP NEW          COM        91913Y100       1196     20000    SH         DEFINED      21      20000       0       0
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VALUECLICK INC                  COM        92046N102      39000   2304968    SH         DEFINED      09    2304968       0       0
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VASOGEN INC                     COM        92232F103       2126   1007800    SH         DEFINED      09    1007800       0       0
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VCA ANTECH INC                  COM        918194101       9934    348800    SH         DEFINED      09     348800       0       0
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VECTREN CORP                    COM        92240G101        818     31000    SH         DEFINED      02      31000       0       0
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VECTREN CORP                    COM        92240G101       1356     51400    SH         DEFINED      09      51400       0       0
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VEOLIA ENVIRONNEMENT            SPONSORED  92334N103        533      9600    SH         DEFINED      09       9600       0       0
                                ADR
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VERIZON COMMUNICATIONS          COM        92343V104       2463     72300    SH         DEFINED      02      72300       0       0
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VERIZON COMMUNICATIONS          COM        92343V104      89683   2633080    SH         DEFINED      09    2633080       0       0
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VERIZON COMMUNICATIONS          COM        92343V104       4635    137406    SH         DEFINED      01     136551       0     855
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VIACOM INC NEW CL B             COMMON     92553P201      1,023    26,375    SH         DEFINED      01     26,108       0     267
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VICAL INC                       COM        925602104      16556   2678900    SH         DEFINED      09    2678900       0       0
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VICOR CORP                      COM        925815102      21337   1081444    SH         DEFINED      09    1081444       0       0
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VIMICRO INTL CORP               ADR        92718N109       5360    297800    SH         DEFINED      09     297800       0       0
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VODAFONE GROUP PLC NEW          SPONSORED  92857W100       2429    116200    SH         DEFINED      02     116200       0       0
                                ADR
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VODAFONE GROUP PLC NEW          SPONSORED  92857W100       5534    264800    SH         DEFINED      09     264800       0       0
                                ADR
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VOLCOM INC                      COM        92864N101      27596    776700    SH         DEFINED      09     776700       0       0
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WACHOVIA CORP 2ND NEW           COM        929903102       4888     87200    SH         DEFINED      02      87200       0       0
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WACHOVIA CORP 2ND NEW           COM        929903102      83055   1481800    SH         DEFINED      09    1481800       0       0
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WACHOVIA CORP 2ND NEW           COM        929903102       2981     53186    SH         DEFINED      01      52653       0     533
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WAL MART STORES INC             COM        931142103       3708     83116    SH         DEFINED      01      82563       0     553
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WAL MART STORES INC             COM        931142103        733     18800    SH         DEFINED      21      18800       0       0
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WASHINGTON MUT INC              COM        939322103        605     17200    SH         DEFINED      01      17200       0       0
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WASHINGTON MUT INC              COM        939322103       2125     49850    SH         DEFINED      02      49850       0       0
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WASHINGTON MUT INC              COM        939322103       9580    224783    SH         DEFINED      09     224783       0       0
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WASHINGTON MUT INC              COM        939322103        317      9000    SH         DEFINED      21       9000       0       0
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WASHINGTON POST CO              CL         939640108      25866     33300    SH         DEFINED      09      33300       0       0
                                B
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WASTE MGMT INC DEL              COM        94106L109       1380     39100    SH         DEFINED      02      39100       0       0
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WASTE MGMT INC DEL              COM        94106L109      21858    619200    SH         DEFINED      09     619200       0       0
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WASTE MGMT INC DEL              COM        94106L109       1144     32400    SH         DEFINED      01      32076       0     324
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WEATHERFORD INTERNATIONAL LT    COM        G95089101       4566     99800    SH         DEFINED      01      99800       0       0
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WEATHERFORD INTERNATIONAL LT    COM        G95089101       4053     88600    SH         DEFINED      02      88600       0       0
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WEATHERFORD INTERNATIONAL LT    COM        G95089101      69869   1527200    SH         DEFINED      09    1527200       0       0
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WEBMD HEALTH CORP               CL         94770V102      10856    260700    SH         DEFINED      09     260700       0       0
                                A
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WEBSIDESTORY INC                COM        947685103       2957    172000    SH         DEFINED      09     172000       0       0
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WELLS FARGO & CO NEW            COM        949746101       6432    100700    SH         DEFINED      02     100700       0       0
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WELLS FARGO & CO NEW            COM        949746101     133166   2084960    SH         DEFINED      09    2084960       0       0
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WELLS FARGO & CO NEW            COM        949746101        706     13400    SH         DEFINED      21      13400       0       0
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WELLS FARGO & CO NEW            COM        949746101       5623     91296    SH         DEFINED      01      90902       0     394
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WENDYS INTL INC                 COM        950590109       2023     32600    SH         DEFINED      01      32600       0       0
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WENDYS INTL INC                 COM        950590109       2141     34500    SH         DEFINED      02      34500       0       0
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WENDYS INTL INC                 COM        950590109      40153    647000    SH         DEFINED      09     647000       0       0
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WENDYS INTL INC                 COM        950590109        931     15000    SH         DEFINED      21      15000       0       0
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WESCO INTL INC                  COM        95082P105       9406    138300    SH         DEFINED      09     138300       0       0
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WESTERN DIGITAL CORP            COM        958102105        128      6600    SH         DEFINED      01       6600       0       0
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WESTERN DIGITAL CORP            COM        958102105       1360     70000    SH         DEFINED      21      70000       0       0
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WHITE MTNS INS GROUP LTD        COM        G9618E107      79901    134400    SH         DEFINED      09     134400       0       0
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WHOLE FOODS MKT INC             COM        966837106        206      3100    SH         DEFINED      01       3100       0       0
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WHOLE FOODS MKT INC             COM        966837106      33898    510200    SH         DEFINED      09     510200       0       0
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WHOLE FOODS MKT INC             COM        966837106       2325     35000    SH         DEFINED      21      35000       0       0
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WILLIAMS SONOMA INC             COM        969904101      38550    909200    SH         DEFINED      09     909200       0       0
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WILLIS GROUP HOLDINGS LTD       SHS        G96655108      81200   2370100    SH         DEFINED      09    2370100       0       0
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WPS RESOURCES CORP              COM        92931B106        231      4700    SH         DEFINED      09       4700       0       0
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WYETH                           COM        983024100       9123    192818    SH         DEFINED      01     192078       0     740
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WYETH                           COM        983024100      11407    235100    SH         DEFINED      02     235100       0       0
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WYETH                           COM        983024100     113628   2341876    SH         DEFINED      09    2341876       0       0
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WYETH                           COM        983024100       3461     74800    SH         DEFINED      21      74800       0       0
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XCEL ENERGY INC                 COM        98389B100         78      5200    SH         DEFINED      01       5200       0       0
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XCEL ENERGY INC                 COM        98389B100       2285    125910    SH         DEFINED      09     125910       0       0
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XEROX CORP                      COM        984121103       3297    216900    SH         DEFINED      01     216900       0       0
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XEROX CORP                      COM        984121103       2646    174100    SH         DEFINED      02     174100       0       0
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XEROX CORP                      COM        984121103      93392   6144200    SH         DEFINED      09    6144200       0       0
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XILINX INC                      COM        983919101       1298     51000    SH         DEFINED      09      51000       0       0
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XL CAP LTD                      CL         G98255105        333      5200    SH         DEFINED      01       5200       0       0
                                A
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XL CAP LTD                      CL         G98255105        795     12400    SH         DEFINED      02      12400       0       0
                                A
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XL CAP LTD                      CL         G98255105      23253    362700    SH         DEFINED      09     362700       0       0
                                A
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XL CAP LTD                      CL         G98255105       3443     53700    SH         DEFINED      21      53700       0       0
                                A
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XTO ENERGY INC                  COM        98385X106       2771     63600    SH         DEFINED      01      63600       0       0
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XTO ENERGY INC                  COM        98385X106       3120     71600    SH         DEFINED      02      71600       0       0
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XTO ENERGY INC                  COM        98385X106      46729   1072500    SH         DEFINED      09    1072500       0       0
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XYRATEX LTD                     COM        G98268108      16131    512100    SH         DEFINED      09     512100       0       0
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YAHOO INC                       COM        984332106        394     12200    SH         DEFINED      01      12200       0       0
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YAHOO INC                       COM        984332106        984     30500    SH         DEFINED      09      30500       0       0
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YAHOO INC                       COM        984332106       4033    125000    SH         DEFINED      21     125000       0       0
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ZIMMER HLDGS INC                COM        98956P102        799     13800    SH         DEFINED      01      13800       0       0
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ZIMMER HLDGS INC                COM        98956P102       3161     48200    SH         DEFINED      21      48200       0       0
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ZOLL MED CORP                   COM        989922109       3437    130500    SH         DEFINED      09     130500       0       0
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ZUMIEZ INC                      COM        989817101       2139     35000    SH         DEFINED      09      35000       0       0
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