UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, DC  20549

                              Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: June 30, 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:  Richard H. Briner
Title:  Compliance Officer
Phone:  (412) 288-8095

Signature, Place, and Date of Signing:
/s/Richard H. BrinerPittsburgh, PA             August 14, 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:  1176
Form 13F Information Table Value Total:   $19,261,188

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.










Column 1                       Column 2         Column 3  Column 4 Column 5            Column 6  Column 7     Column 8

NAME OF ISSUER                 TITLE OF           CUSIP    VALUE    SHRS OR  SH/ PUT/ INVESTMENT  OTHER     SOLE    SHARED  NONE
                               CLASS                      (X$1000)  PRN AMT  PRN CALL DISCRETION MANAGERS

                                                                                           
3M CO                          COM              88579Y101     2547     31539 SH        DEFINED         01     31266      0     273
3M CO                          COM              88579Y101     4039     50000 SH        DEFINED         21     50000      0       0
A C MOORE ARTS & CRAFTS INC    COM              00086T103     5937    364000 SH        DEFINED         09    364000      0       0
A D A M INC                    COM              00088U108     2240    360200 SH        DEFINED         09    360200      0       0
A D C TELECOMMUNICATIONS       COM NEW          000886309     3473    206000 SH        DEFINED         09    206000      0       0
AARON RENTS INC                COM              002535201     4312    160400 SH        DEFINED         09    160400      0       0
ABBOTT LABS                    COM              002824100      676     15500 SH        DEFINED         02     15500      0       0
ABIOMED INC                    COM              003654100    19648   1514900 SH        DEFINED         09   1514900      0       0
ABX AIR INC                    COM              00080S101    19847   3285980 SH        DEFINED         09   3285980      0       0
ACADIA PHARMACEUTICALS INC     COM              004225108     1437    170300 SH        DEFINED         09    170300      0       0
ACCELRYS INC                   COM              00430U103    13881   1946800 SH        DEFINED         09   1946800      0       0
ACCENTURE LTD BERMUDA          CL A             G1150G111      683     24100 SH        DEFINED         09     24100      0       0
ACCESS INTEGRATED TECHNLGS I   CL A             004329108    13080   1333300 SH        DEFINED         09   1333300      0       0
ACE LTD                        ORD              G0070K103     5581    115100 SH        DEFINED         01    115100      0       0
ACE LTD                        ORD              G0070K103     8975    177400 SH        DEFINED         02    177400      0       0
ACE LTD                        ORD              G0070K103   144552   2857326 SH        DEFINED         09   2857326      0       0
ACE LTD                        ORD              G0070K103      617     15600 SH        DEFINED         21     15600      0       0
ACTIONS SEMICONDUCTOR CO LTD   ADR              00507E107    14175   1350000 SH        DEFINED         09   1350000      0       0
ACUSPHERE INC                  COM              00511R870     4100   1195300 SH        DEFINED         09   1195300      0       0
ADEZA BIOMEDICAL CORP          COM              006864102     1866    133100 SH        DEFINED         09    133100      0       0
ADOBE SYS INC                  COM              00724F101     1524     62200 SH        DEFINED         01     62200      0       0
ADOBE SYS INC                  COM              00724F101     5622    185190 SH        DEFINED         09    185190      0       0
ADOBE SYS INC                  COM              00724F101      930     39200 SH        DEFINED         21     39200      0       0
ADSTAR INC                     COM              00737P104      140    143900 SH        DEFINED         09    143900      0       0
ADTRAN INC                     COM              00738A106     7851    350000 SH        DEFINED         09    350000      0       0
ADVANCE AMER CASH ADVANCE CT   COM              00739W107    48214   2748800 SH        DEFINED         09   2748800      0       0
ADVANCE AUTO PARTS INC         COM              00751Y106    38730   1340150 SH        DEFINED         09   1340150      0       0
ADVANCED ANALOGIC TECHNOLOGI   COM              00752J108     1886    180000 SH        DEFINED         09    180000      0       0
ADVANCED MICRO DEVICES INC     COM              007903107     3306    135400 SH        DEFINED         09    135400      0       0
AES CORP                       COM              00130H105     4830    261800 SH        DEFINED         09    261800      0       0
AFFILIATED MANAGERS GROUP      COM              008252108     9579    110245 SH        DEFINED         09    110245      0       0
AFLAC INC                      COM              001055102    34767    750100 SH        DEFINED         09    750100      0       0
AGERE SYS INC                  COM              00845V308    28180   1917000 SH        DEFINED         09   1917000      0       0
AGRIUM INC                     COM              008916108     5329    229500 SH        DEFINED         09    229500      0       0
AIR PRODS & CHEMS INC COM      COMMON           009158106       10       163 SH        DEFINED         01       163      0       0
AKZO NOBEL N V ADR SPONSORED   COMMON           010199305        6       106 SH        DEFINED         01       106      0       0
ALBERTO CULVER CO              COM              013068101     5208    106900 SH        DEFINED         09    106900      0       0
ALCAN INC                      COM              013716105     1347     28700 SH        DEFINED         01     28700      0       0
ALCAN INC                      COM              013716105     1488     31700 SH        DEFINED         02     31700      0       0
ALCAN INC                      COM              013716105    21006    447500 SH        DEFINED         09    447500      0       0
ALCATEL                        SPONSORED ADR    013904305      675     53500 SH        DEFINED         09     53500      0       0
ALCOA INC                      COM              013817101     5836    184491 SH        DEFINED         01    184198      0     293
ALCOA INC                      COM              013817101     6728    207900 SH        DEFINED         02    207900      0       0
ALCOA INC                      COM              013817101    65847   2034842 SH        DEFINED         09   2034842      0       0
ALCOA INC                      COM              013817101     2286     73600 SH        DEFINED         21     73600      0       0
ALKERMES INC                   COM              01642T108    45866   2424200 SH        DEFINED         09   2424200      0       0
ALLEGHANY CORP DEL             COM              017175100    28382    102700 SH        DEFINED         09    102700      0       0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      450      6500 SH        DEFINED         01      6500      0       0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     3940     56900 SH        DEFINED         09     56900      0       0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     2770     40000 SH        DEFINED         21     40000      0       0
ALLERGAN INC                   COM              018490102   196258   1829737 SH        DEFINED         09   1829737      0       0
ALLIANT TECHSYSTEMS INC        COM              018804104     4047     53000 SH        DEFINED         09     53000      0       0
ALLSTATE CORP                  COM              020002101     9457    177148 SH        DEFINED         01    176717      0     431
ALLSTATE CORP                  COM              020002101    15926    291000 SH        DEFINED         02    291000      0       0
ALLSTATE CORP                  COM              020002101   191859   3505560 SH        DEFINED         09   3505560      0       0
ALLSTATE CORP                  COM              020002101     3344     64200 SH        DEFINED         21     64200      0       0
ALLTEL CORP                    COM              020039103     1091     17100 SH        DEFINED         01     17100      0       0
ALLTEL CORP                    COM              020039103    50309    788179 SH        DEFINED         09    788179      0       0
ALNYLAM PHARMACEUTICALS INC    COM              02043Q107    18850   1250000 SH        DEFINED         09   1250000      0       0
ALTERA CORP                    COM              021441100      658     37500 SH        DEFINED         09     37500      0       0
ALTRIA GROUP INC               COM              02209S103     9319    129312 SH        DEFINED         01    129275      0      37
ALTRIA GROUP INC               COM              02209S103    19922    271300 SH        DEFINED         02    271300      0       0
ALTRIA GROUP INC               COM              02209S103   154315   2101530 SH        DEFINED         09   2101530      0       0
ALTRIA GROUP INC               COM              02209S103     2966     42100 SH        DEFINED         21     42100      0       0
ALTUS PHARMACEUTICALS INC      COM              02216N105     7096    384600 SH        DEFINED         09    384600      0       0
AMDOCS LTD                     ORD              G02602103    30923    844900 SH        DEFINED         09    844900      0       0
AMEREN CORP                    COM              023608102    38242    758418 SH        DEFINED         01    739989    950   17479
AMEREN CORP                    COM              023608102     5645    111791 SH        DEFINED         09    111791      0       0
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105     7969    239600 SH        DEFINED         21    239600      0       0
AMERICAN ELEC PWR INC          COM              025537101      860     25100 SH        DEFINED         01     25100      0       0
AMERICAN ELEC PWR INC          COM              025537101    29395    858240 SH        DEFINED         09    858240      0       0
AMERICAN INTL GROUP INC        COM              026874107     9428    159655 SH        DEFINED         01    159159      0     496
AMERICAN INTL GROUP INC        COM              026874107     5326     90200 SH        DEFINED         02     90200      0       0
AMERICAN INTL GROUP INC        COM              026874107   148848   2520709 SH        DEFINED         09   2520709      0       0
AMERICAN TOWER CORP            CL A             029912201     6937    222900 SH        DEFINED         09    222900      0       0
AMERISOURCEBERGEN CORP         COM              03073E105      176      4200 SH        DEFINED         01      4200      0       0
AMERISOURCEBERGEN CORP         COM              03073E105     7621    181800 SH        DEFINED         09    181800      0       0
AMGEN INC                      COM              031162100     6408     98236 SH        DEFINED         01     97875      0     361
AMGEN INC                      COM              031162100     3366     51600 SH        DEFINED         02     51600      0       0
AMGEN INC                      COM              031162100    67384   1033020 SH        DEFINED         09   1033020      0       0
AMGEN INC                      COM              031162100     3588     55000 SH        DEFINED         21     55000      0       0
AMSOUTH BANCORPORATION         COM              032165102    48278   1827777 SH        DEFINED         01   1781972   2225   43580
AMSOUTH BANCORPORATION         COM              032165102     7282    275300 SH        DEFINED         09    275300      0       0
AMVESCAP PLC                   SPONSORED ADR    03235E100     1150     62200 SH        DEFINED         21     62200      0       0
AMYLIN PHARMACEUTICALS INC     COM              032346108    12466    252500 SH        DEFINED         09    252500      0       0
ANADIGICS INC                  COM              032515108    16561   2464400 SH        DEFINED         09   2464400      0       0
ANADYS PHARMACEUTICALS INC     COM              03252Q408     5902   2021200 SH        DEFINED         09   2021200      0       0
ANALOG DEVICES INC             COM              032654105      858     26700 SH        DEFINED         09     26700      0       0
ANGLOGOLD ASHANTI LTD          SPONSORED ADR    035128206    27290    567125 SH        DEFINED         09    567125      0       0
ANIKA THERAPEUTICS INC         COM              035255108     5899    609400 SH        DEFINED         09    609400      0       0
ANSYS INC                      COM              03662Q105     6738    140900 SH        DEFINED         09    140900      0       0
AON CORP                       COM              037389103      593     17035 SH        DEFINED         01     17035      0       0
AON CORP                       COM              037389103     4874    139970 SH        DEFINED         09    139970      0       0
APACHE CORP                    COM              037411105     2737     40100 SH        DEFINED         01     40100      0       0
APACHE CORP                    COM              037411105     2826     41400 SH        DEFINED         02     41400      0       0
APACHE CORP                    COM              037411105    98027   1436300 SH        DEFINED         09   1436300      0       0
APPLE COMPUTER INC             COM              037833100      406      7100 SH        DEFINED         01      7100      0       0
APPLE COMPUTER INC             COM              037833100     1382     24200 SH        DEFINED         09     24200      0       0
APPLE COMPUTER INC             COM              037833100     4855     85000 SH        DEFINED         21     85000      0       0
APPLEBEES INTL INC             COM              037899101     2186    113750 SH        DEFINED         09    113750      0       0
APPLIED MATLS INC              COM              038222105     7113    447929 SH        DEFINED         01    446086      0    1843
APPLIED MATLS INC              COM              038222105     2395    147100 SH        DEFINED         02    147100      0       0
APPLIED MATLS INC              COM              038222105    71041   4363720 SH        DEFINED         09   4363720      0       0
APPLIED MATLS INC              COM              038222105     3228    206200 SH        DEFINED         21    206200      0       0
AQUANTIVE INC                  COM              03839G105     7754    306100 SH        DEFINED         09    306100      0       0
ARBITRON INC                   COM              03875Q108     4132    107800 SH        DEFINED         09    107800      0       0
ARCH CAP GROUP LTD             ORD              G0450A105     4644     78100 SH        DEFINED         09     78100      0       0
ARCH COAL INC                  COM              039380100     4949    116800 SH        DEFINED         09    116800      0       0
ARCHER DANIELS MIDLAND CO      COM              039483102      206      5000 SH        DEFINED         01      5000      0       0
ARCHER DANIELS MIDLAND CO      COM              039483102     5639    136600 SH        DEFINED         09    136600      0       0
ARCHER DANIELS MIDLAND CO      COM              039483102     2477     60000 SH        DEFINED         21     60000      0       0
ARENA PHARMACEUTICALS INC      COM              040047102    14034   1211900 SH        DEFINED         09   1211900      0       0
ARM HLDGS PLC                  SPONSORED ADR    042068106     3308    528429 SH        DEFINED         09    528429      0       0
ARTHROCARE CORP                COM              043136100    18455    439300 SH        DEFINED         09    439300      0       0
ASML HLDG NV                   N Y SHS          N07059111      356     17600 SH        DEFINED         09     17600      0       0
ASPECT MED SYS INC             COM              045235108     8814    505400 SH        DEFINED         09    505400      0       0
ASTRAZENECA PLC                SPONSORED ADR    046353108     3428     57300 SH        DEFINED         01     57300      0       0
ASTRAZENECA PLC                SPONSORED ADR    046353108     6311    105500 SH        DEFINED         02    105500      0       0
ASTRAZENECA PLC                SPONSORED ADR    046353108    59970   1002500 SH        DEFINED         09   1002500      0       0
ASYST TECHNOLOGY CORP          COM              04648X107      377     50000 SH        DEFINED         09     50000      0       0
AT&T INC                       COM              00206R102     8685    314909 SH        DEFINED         01    313973      0     936
AT&T INC                       COM              00206R102    21400    767299 SH        DEFINED         02    767299      0       0
AT&T INC                       COM              00206R102   173405   6217447 SH        DEFINED         09   6217447      0       0
ATI TECHNOLOGIES INC           COM              001941103      505     34600 SH        DEFINED         09     34600      0       0
ATI TECHNOLOGIES INC COM       COMMON           001941103        0        23 SH        DEFINED         01        23      0       0
ATS MED INC                    COM              002083103     1203    503200 SH        DEFINED         09    503200      0       0
AU OPTRONICS CORP              SPONSORED ADR    002255107      459     32200 SH        DEFINED         09     32200      0       0
AU OPTRONICS CORP              SPONSORED ADR    002255107     7927    556700 SH        DEFINED         21    556700      0       0
AUTODESK INC                   COM              052769106      169      4900 SH        DEFINED         01      4900      0       0
AUTODESK INC                   COM              052769106    74919   2174100 SH        DEFINED         09   2174100      0       0
AUTODESK INC                   COM              052769106     1723     50000 SH        DEFINED         21     50000      0       0
AUTOMATIC DATA PROCESSING IN   COM              053015103     1052     23200 SH        DEFINED         02     23200      0       0
AUTOMATIC DATA PROCESSING IN   COM              053015103     2921     64400 SH        DEFINED         09     64400      0       0
AUXILIUM PHARMACEUTICALS INC   COM              05334D107     8851   1137700 SH        DEFINED         09   1137700      0       0
AVAYA INC                      COM              053499109     5605    490800 SH        DEFINED         09    490800      0       0
AVERY DENNISON CORP            COM              053611109     4478     80800 SH        DEFINED         01     80800      0       0
AVERY DENNISON CORP            COM              053611109     6485    111700 SH        DEFINED         02    111700      0       0
AVERY DENNISON CORP            COM              053611109    60771   1046700 SH        DEFINED         09   1046700      0       0
AVERY DENNISON CORP            COM              053611109      549     12100 SH        DEFINED         21     12100      0       0
AVIALL INC NEW                 COM              05366B102    19935    419500 SH        DEFINED         09    419500      0       0
AVIGEN INC                     COM              053690103    16131   3114093 SH        DEFINED         09   3114093      0       0
AXIS CAPITAL HOLDINGS          SHS              G0692U109    57804   2020400 SH        DEFINED         09   2020400      0       0
B & G FOODS INC NEW            UNIT 99/99/9999  05508R205       39      2380 SH        DEFINED         01      2380      0       0
B & G FOODS INC NEW            UNIT 99/99/9999  05508R205     4743    292570 SH        DEFINED         02    292570      0       0
BANK NEW YORK INC              COM              064057102      461     18300 SH        DEFINED         01     18300      0       0
BANK NEW YORK INC              COM              064057102     5249    163000 SH        DEFINED         02    163000      0       0
BANK NEW YORK INC              COM              064057102    33565   1042400 SH        DEFINED         09   1042400      0       0
BANK NEW YORK INC              COM              064057102      327     13000 SH        DEFINED         21     13000      0       0
BANK OF AMERICA CORPORATION    COM              060505104     1521     40240 SH        DEFINED         01     40240      0       0
BANK OF AMERICA CORPORATION    COM              060505104    15051    312914 SH        DEFINED         02    312914      0       0
BANK OF AMERICA CORPORATION    COM              060505104    99040   2059035 SH        DEFINED         09   2059035      0       0
BANK OF AMERICA CORPORATION    COM              060505104     1072     28500 SH        DEFINED         21     28500      0       0
BARCLAYS PLC                   ADR              06738E204     4308     94100 SH        DEFINED         02     94100      0       0
BARCLAYS PLC                   ADR              06738E204     7384    161300 SH        DEFINED         09    161300      0       0
BARRICK GOLD CORP              COM              067901108    13565    458283 SH        DEFINED         09    458283      0       0
BASIN WTR INC                  COM              07011T306     1503    150000 SH        DEFINED         09    150000      0       0
BCE INC                        COM              05534B109    47542   2013494 SH        DEFINED         01   1964192   2509   46793
BCE INC                        COM              05534B109     1611     68100 SH        DEFINED         02     68100      0       0
BCE INC                        COM              05534B109    11527    487399 SH        DEFINED         09    487399      0       0
BEAR STEARNS COS INC           COM              073902108     5589     39900 SH        DEFINED         09     39900      0       0
BED BATH & BEYOND INC          COM              075896100      153      4600 SH        DEFINED         01      4600      0       0
BED BATH & BEYOND INC          COM              075896100    42338   1276400 SH        DEFINED         09   1276400      0       0
BELLSOUTH CORP                 COM              079860102     3330     92000 SH        DEFINED         01     92000      0       0
BELLSOUTH CORP                 COM              079860102     5231    144500 SH        DEFINED         02    144500      0       0
BELLSOUTH CORP                 COM              079860102    59846   1653200 SH        DEFINED         09   1653200      0       0
BHP BILLITON LTD               SPONSORED ADR    088606108    24830    576500 SH        DEFINED         09    576500      0       0
BIOENVISION INC                COM              09059N100    10122   1899100 SH        DEFINED         09   1899100      0       0
BIOMARIN PHARMACEUTICAL INC    COM              09061G101    34469   2398700 SH        DEFINED         09   2398700      0       0
BLACK HILLS CORP               COM              092113109      594     17300 SH        DEFINED         02     17300      0       0
BLACK HILLS CORP               COM              092113109       93      2700 SH        DEFINED         09      2700      0       0
BLACKBOARD INC                 COM              091935502    28899    997900 SH        DEFINED         09    997900      0       0
BLOCK H & R INC COM            COMMON           093671105        8       319 SH        DEFINED         01       319      0       0
BOOTS GROUP PLC UNSPON ADR     COMMON           099482101   29,718 2,088,058 SH        DEFINED         01 2,042,187  2,890  42,981
BOSTON SCIENTIFIC CORP         COM              101137107    24815   1473600 SH        DEFINED         09   1473600      0       0
BOYD GAMING CORP               COM              103304101      494     15100 SH        DEFINED         01     15100      0       0
BOYD GAMING CORP               COM              103304101      297      9400 SH        DEFINED         21      9400      0       0
BP PLC                         SPONSORED ADR    055622104     1230     22530 SH        DEFINED         01     22530      0       0
BP PLC                         SPONSORED ADR    055622104    24760    355700 SH        DEFINED         09    355700      0       0
BP PLC                         SPONSORED ADR    055622104      865     15900 SH        DEFINED         21     15900      0       0
BRANDYWINE RLTY TR SH BEN INT  COMMON           105368203   22,113   687,387 SH        DEFINED         01   672,113    943  14,331
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107     2341     46174 SH        DEFINED         09     46174      0       0
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      775     12200 SH        DEFINED         01     12200      0       0
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306     8421    132600 SH        DEFINED         09    132600      0       0
BROADCOM CORP                  CL A             111320107     7667    255150 SH        DEFINED         09    255150      0       0
BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   112585104    54417   1339650 SH        DEFINED         09   1339650      0       0
BROWN FORMAN CORP              CL B             115637209     6673     93400 SH        DEFINED         09     93400      0       0
BUFFALO WILD WINGS INC         COM              119848109    10922    285100 SH        DEFINED         09    285100      0       0
BUNGE LIMITED                  COM              G16962105     3533     70300 SH        DEFINED         09     70300      0       0
BURGER KING HLDGS INC          COM              121208201     9929    630400 SH        DEFINED         09    630400      0       0
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C H ROBINSON WORLDWIDE INC     COM NEW          12541W209    10761    201900 SH        DEFINED         09    201900      0       0
CABELAS INC                    COM              126804301     1947    101100 SH        DEFINED         09    101100      0       0
CABOT MICROELECTRONICS CORP    COM              12709P103     4832    159430 SH        DEFINED         09    159430      0       0
CADENCE DESIGN SYSTEM INC      COM              127387108     2790    177300 SH        DEFINED         01    177300      0       0
CADENCE DESIGN SYSTEM INC      COM              127387108     2097    122300 SH        DEFINED         02    122300      0       0
CADENCE DESIGN SYSTEM INC      COM              127387108    37293   2174500 SH        DEFINED         09   2174500      0       0
CADENCE DESIGN SYSTEM INC      COM              127387108      648     48300 SH        DEFINED         21     48300      0       0
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CAMBREX CORP                   COM              132011107     2485    119300 SH        DEFINED         09    119300      0       0
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CAPITAL ONE FINL CORP          COM              14040H105    87600   1025160 SH        DEFINED         09   1025160      0       0
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CARDINAL HEALTH INC            COM              14149Y108    26575    413100 SH        DEFINED         09    413100      0       0
CARTER INC                     COM              146229109     8468    320400 SH        DEFINED         09    320400      0       0
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CBS CORP NEW                   CL B             124857202      586     26844 SH        DEFINED         01     26844      0       0
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CELEBRATE EXPRESS INC          COM              15100A104     3545    272494 SH        DEFINED         09    272494      0       0
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CENDANT CORP                   COM              151313103      455     35493 SH        DEFINED         01     35493      0       0
CENDANT CORP                   COM              151313103     1034     63500 SH        DEFINED         02     63500      0       0
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CENDANT CORP                   COM              151313103      317     24900 SH        DEFINED         21     24900      0       0
CENTERPOINT ENERGY INC         COM              15189T107     1165     93200 SH        DEFINED         02     93200      0       0
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CENTURYTEL INC                 COM              156700106      932     25100 SH        DEFINED         09     25100      0       0
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CHARLES & COLVARD LTD          COM              159765106     7577    719558 SH        DEFINED         09    719558      0       0
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CHEVRON CORP NEW               COM              166764100     5914     95289 SH        DEFINED         01     94744      0     545
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CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  167250109      553     22900 SH        DEFINED         02     22900      0       0
CHINDEX INTERNATIONAL INC      COM              169467107     4423    559200 SH        DEFINED         09    559200      0       0
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CHOICE HOTELS INTL INC         COM              169905106     9248    152600 SH        DEFINED         09    152600      0       0
CHUBB CORP                     COM              171232101     6951    139300 SH        DEFINED         09    139300      0       0
CIPHERGEN BIOSYSTEMS INC       COM              17252Y104     1688   1520400 SH        DEFINED         09   1520400      0       0
CIRRUS LOGIC INC               COM              172755100    10707   1315400 SH        DEFINED         09   1315400      0       0
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CIT GROUP INC                  COM              125581108    11478    219500 SH        DEFINED         09    219500      0       0
CIT GROUP INC                  COM              125581108     1046     20000 SH        DEFINED         21     20000      0       0
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CITIGROUP INC                  COM              172967101    10767    230909 SH        DEFINED         01    230338      0     571
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CITIGROUP INC                  COM              172967101   225926   4683373 SH        DEFINED         09   4683373      0       0
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CITRIX SYS INC                 COM              177376100     8678    216200 SH        DEFINED         09    216200      0       0
CLAIRES STORES INC             COM              179584107     4944    193800 SH        DEFINED         09    193800      0       0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     1687     54500 SH        DEFINED         01     54500      0       0
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CMS ENERGY CORP                COM              125896100      786     60712 SH        DEFINED         09     60712      0       0
COCA COLA CO                   COM              191216100     1216     28260 SH        DEFINED         01     28260      0       0
COCA COLA CO                   COM              191216100     5593    130000 SH        DEFINED         02    130000      0       0
COCA COLA CO                   COM              191216100    67846   1577080 SH        DEFINED         09   1577080      0       0
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COGNOS INC                     COM              19244C109    15614    548830 SH        DEFINED         09    548830      0       0
COLGATE PALMOLIVE CO           COM              194162103      204      3400 SH        DEFINED         01      3400      0       0
COLGATE PALMOLIVE CO           COM              194162103     1174     19600 SH        DEFINED         02     19600      0       0
COLGATE PALMOLIVE CO           COM              194162103     8206    137000 SH        DEFINED         09    137000      0       0
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COMERICA INC                   COM              200340107    19831    382749 SH        DEFINED         01    373389    467    8893
COMERICA INC                   COM              200340107     2074     39900 SH        DEFINED         02     39900      0       0
COMERICA INC                   COM              200340107     6343    122000 SH        DEFINED         09    122000      0       0
COMMERCE BANCORP INC NJ        COM              200519106      876     31400 SH        DEFINED         01     31400      0       0
COMMERCE BANCORP INC NJ        COM              200519106    25886    725700 SH        DEFINED         09    725700      0       0
COMMERCE BANCORP INC NJ        COM              200519106      630     22600 SH        DEFINED         21     22600      0       0
COMMERCIAL VEH GROUP INC       COM              202608105     3892    188200 SH        DEFINED         09    188200      0       0
COMMSCOPE INC                  COM              203372107     6793    216200 SH        DEFINED         09    216200      0       0
COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     204412100    13422    652200 SH        DEFINED         21    652200      0       0
COMPLETE PRODUCTION SERVICES   COM              20453E109    25425   1075500 SH        DEFINED         09   1075500      0       0
COMPUTER SCIENCES CORP         COM              205363104      702     14500 SH        DEFINED         01     14500      0       0
COMPUTER SCIENCES CORP         COM              205363104     4826     99630 SH        DEFINED         09     99630      0       0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    48684   2462500 SH        DEFINED         09   2462500      0       0
CONCEPTUS INC                  COM              206016107    50158   3677300 SH        DEFINED         09   3677300      0       0
CONCORDE CAREER COLLEGES INC   COM NEW          20651H201     2133    111440 SH        DEFINED         09    111440      0       0
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CONSOL ENERGY INC              COM              20854P109     5705    122100 SH        DEFINED         09    122100      0       0
CONSOLIDATED COMM HLDGS INC    COM              209034107    11699    703500 SH        DEFINED         09    703500      0       0
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CONSOLIDATED WATER CO INC      ORD              G23773107     6357    258500 SH        DEFINED         09    258500      0       0
CONSTELLATION ENERGY GROUP I   COM              210371100      251      4600 SH        DEFINED         09      4600      0       0
CON-WAY INC                    COM              205944101   117876   2034800 SH        DEFINED         09   2034800      0       0
COPA HOLDINGS SA               CL A             P31076105     1441     63600 SH        DEFINED         21     63600      0       0
COPART INC                     COM              217204106    23455    955000 SH        DEFINED         09    955000      0       0
CORNING INC                    COM              219350105      839     34700 SH        DEFINED         09     34700      0       0
CORPORATE EXECUTIVE BRD CO     COM              21988R102     6232     62200 SH        DEFINED         09     62200      0       0
COST PLUS INC CALIF            COM              221485105     2263    154345 SH        DEFINED         09    154345      0       0
COSTAR GROUP INC               COM              22160N109    69812   1166839 SH        DEFINED         09   1166839      0       0
COVANCE INC                    COM              222816100     5522     90200 SH        DEFINED         09     90200      0       0
COVENTRY HEALTH CARE INC       COM              222862104     5324     96900 SH        DEFINED         09     96900      0       0
CPI INTERNATIONAL INC          COM              12618M100     3241    223500 SH        DEFINED         09    223500      0       0
CROWN CASTLE INTL CORP         COM              228227104     6324    183100 SH        DEFINED         09    183100      0       0
CSX CORP                       COM              126408103      211      3000 SH        DEFINED         01      3000      0       0
CSX CORP                       COM              126408103     3832     54400 SH        DEFINED         09     54400      0       0
CSX CORP                       COM              126408103     2113     30000 SH        DEFINED         21     30000      0       0
CTC MEDIA INC                  COM              12642X106     1826    100000 SH        DEFINED         09    100000      0       0
CTRIP COM INTL LTD             ADR              22943F100     5687    111400 SH        DEFINED         09    111400      0       0
CUBIST PHARMACEUTICALS INC     COM              229678107    94913   3769400 SH        DEFINED         09   3769400      0       0
CV THERAPEUTICS INC            COM              126667104    14544   1041100 SH        DEFINED         09   1041100      0       0
CVS CORP                       COM              126650100      193      6300 SH        DEFINED         01      6300      0       0
CVS CORP                       COM              126650100     5584    181900 SH        DEFINED         09    181900      0       0
CVS CORP                       COM              126650100     2456     80000 SH        DEFINED         21     80000      0       0
CYPRESS BIOSCIENCES INC        COM PAR $.02     232674507      623    101500 SH        DEFINED         09    101500      0       0
CYTOKINETICS INC               COM              23282W100    30255   4810000 SH        DEFINED         09   4810000      0       0
CYTYC CORP                     COM              232946103   132451   5222828 SH        DEFINED         09   5222828      0       0
DARDEN RESTAURANTS INC         COM              237194105     4917    124800 SH        DEFINED         09    124800      0       0
DAVITA INC                     COM              23918K108     5673    114150 SH        DEFINED         09    114150      0       0
DEAN FOODS CO NEW              COM              242370104    60858   1636400 SH        DEFINED         09   1636400      0       0
DEERE & CO                     COM              244199105     3849     46100 SH        DEFINED         01     46100      0       0
DEERE & CO                     COM              244199105     2505     30000 SH        DEFINED         02     30000      0       0
DEERE & CO                     COM              244199105    88074   1054900 SH        DEFINED         09   1054900      0       0
DEERE & CO                     COM              244199105     1670     20000 SH        DEFINED         21     20000      0       0
DELL INC                       COM              24702R101      161      6600 SH        DEFINED         01      6600      0       0
DELL INC                       COM              24702R101      845     34600 SH        DEFINED         09     34600      0       0
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DICKS SPORTING GOODS INC       COM              253393102    51883   1310172 SH        DEFINED         09   1310172      0       0
DIEBOLD INC                    COM              253651103     1129     27800 SH        DEFINED         02     27800      0       0
DIEBOLD INC                    COM              253651103     2795     68800 SH        DEFINED         09     68800      0       0
DIGENE CORP                    COM              253752109    23341    602500 SH        DEFINED         09    602500      0       0
DIGITAL MUSIC GROUP INC        COM              25388X106      550    100000 SH        DEFINED         09    100000      0       0
DISNEY WALT PRODTNS            COMMON           254687106       17       576 SH        DEFINED         01       576      0       0
DOLBY LABORATORIES INC         COM              25659T107     5734    246100 SH        DEFINED         09    246100      0       0
DOMINION RES INC VA NEW        COM              25746U109     1168     15619 SH        DEFINED         09     15619      0       0
DOV PHARMACEUTICAL INC         COM              259858108     2141   1009700 SH        DEFINED         09   1009700      0       0
DPL INC                        COM              233293109      831     31000 SH        DEFINED         02     31000      0       0
DPL INC                        COM              233293109      533     19900 SH        DEFINED         09     19900      0       0
DRESSER-RAND GROUP INC         COM              261608103    87944   3745500 SH        DEFINED         09   3745500      0       0
DRS TECHNOLOGIES INC           COM              23330X100    62929   1290851 SH        DEFINED         09   1290851      0       0
DST SYS INC DEL                COM              233326107    20319    341500 SH        DEFINED         09    341500      0       0
DSW INC                        CL A             23334L102     2324     63800 SH        DEFINED         09     63800      0       0
DTE ENERGY CO                  COM              233331107     1116     27400 SH        DEFINED         02     27400      0       0
DTE ENERGY CO                  COM              233331107     3739     91784 SH        DEFINED         09     91784      0       0
DU PONT E I DE NEMOURS & CO    COM              263534109     1076     27638 SH        DEFINED         01     27427      0     211
DU PONT E I DE NEMOURS & CO    COM              263534109     2203     52950 SH        DEFINED         02     52950      0       0
DU PONT E I DE NEMOURS & CO    COM              263534109    11477    275900 SH        DEFINED         09    275900      0       0
DUKE ENERGY CORP NEW           COM              26441C105    32028    912638 SH        DEFINED         01    890623   1157   20858
DUKE ENERGY CORP NEW           COM              26441C105     1742     59300 SH        DEFINED         02     59300      0       0
DUKE ENERGY CORP NEW           COM              26441C105     2829     96311 SH        DEFINED         09     96311      0       0
DUKE REALTY CORP               COM NEW          264411505      137      4911 SH        DEFINED         01      4911      0       0
DUKE REALTY CORP               COM NEW          264411505     3360     95602 SH        DEFINED         09     95602      0       0
DURECT CORP                    COM              266605104     1915    494800 SH        DEFINED         09    494800      0       0
DYAX CORP                      COM              26746E103    17820   6061100 SH        DEFINED         09   6061100      0       0
DYNAMEX INC                    COM              26784F103     6737    308900 SH        DEFINED         09    308900      0       0
DYNAVAX TECHNOLOGIES CORP      COM              268158102    27416   6606300 SH        DEFINED         09   6606300      0       0
DYNCORP INTL INC               CL A             26817C101    12456   1200000 SH        DEFINED         09   1200000      0       0
DYNEGY INC NEW                 CL A             26816Q101      509     93000 SH        DEFINED         09     93000      0       0
E M C CORP MASS                COM              268648102     4991    480993 SH        DEFINED         01    480321      0     672
E M C CORP MASS                COM              268648102     3504    319400 SH        DEFINED         02    319400      0       0
E M C CORP MASS                COM              268648102    87251   7953600 SH        DEFINED         09   7953600      0       0
E M C CORP MASS                COM              268648102      736     85800 SH        DEFINED         21     85800      0       0
E TRADE FINANCIAL CORP         COM              269246104     4635    203100 SH        DEFINED         09    203100      0       0
EATON CORP                     COM              278058102     1045     13863 SH        DEFINED         01     13863      0       0
EATON CORP                     COM              278058102    70249    931680 SH        DEFINED         09    931680      0       0
EBAY INC                       COM              278642103      217      7400 SH        DEFINED         01      7400      0       0
EBAY INC                       COM              278642103      896     30600 SH        DEFINED         09     30600      0       0
EBAY INC                       COM              278642103     1611     55000 SH        DEFINED         21     55000      0       0
ECOLLEGE COM                   COM              27887E100    40944   1936815 SH        DEFINED         09   1936815      0       0
EDISON INTL                    COM              281020107      543     17800 SH        DEFINED         01     17800      0       0
EDISON INTL                    COM              281020107     2059     52800 SH        DEFINED         02     52800      0       0
EDISON INTL                    COM              281020107    27733    711100 SH        DEFINED         09    711100      0       0
EDISON INTL                    COM              281020107     2901     77000 SH        DEFINED         21     77000      0       0
EDUCATE INC                    COM              28138P100    12839   1676100 SH        DEFINED         09   1676100      0       0
EGL INC                        COM              268484102    49603    988100 SH        DEFINED         09    988100      0       0
ELECTRONICS FOR IMAGING INC    COM              286082102      476     22800 SH        DEFINED         09     22800      0       0
EMBARQ CORP                    COM              29078E105      358      8740 SH        DEFINED         01      8740      0       0
EMBARQ CORP                    COM              29078E105     3832     93486 SH        DEFINED         09     93486      0       0
EMCORE CORP                    COM              290846104     4809    500900 SH        DEFINED         09    500900      0       0
EMERSON ELEC CO                COM              291011104     1254     18500 SH        DEFINED         01     18500      0       0
EMERSON ELEC CO                COM              291011104     2862     36700 SH        DEFINED         21     36700      0       0
ENBRIDGE INC                   COM              29250N105     8104    265100 SH        DEFINED         02    265100      0       0
ENBRIDGE INC                   COM              29250N105    20176    660000 SH        DEFINED         09    660000      0       0
ENCANA CORP                    COM              292505104     8022    152400 SH        DEFINED         09    152400      0       0
ENCORE ACQUISITION CO          COM              29255W100    10587    394600 SH        DEFINED         09    394600      0       0
ENCYSIVE PHARMACEUTICALS INC   COM              29256X107     1029    148500 SH        DEFINED         09    148500      0       0
ENDESA S A                     SPONSORED ADR    29258N107     1394     43400 SH        DEFINED         09     43400      0       0
ENDO PHARMACEUTICALS HLDGS I   COM              29264F205    76995   2334600 SH        DEFINED         09   2334600      0       0
ENDOLOGIX INC                  COM              29266S106    16163   4565850 SH        DEFINED         09   4565850      0       0
ENDURANCE SPECIALTY HLDGS LT   SHS              G30397106    47907   1497100 SH        DEFINED         09   1497100      0       0
ENDWAVE CORP                   COM NEW          29264A206     3562    286600 SH        DEFINED         09    286600      0       0
ENERGY EAST CORP               COM              29266M109     1091     45600 SH        DEFINED         02     45600      0       0
ENERGY EAST CORP               COM              29266M109     2989    124900 SH        DEFINED         09    124900      0       0
ENERGY PARTNERS LTD            COM              29270U105     5634    297300 SH        DEFINED         09    297300      0       0
ENTEGRIS INC                   COM              29362U104    13638   1431100 SH        DEFINED         09   1431100      0       0
ENTERGY CORP NEW               COM              29364G103     1139     20600 SH        DEFINED         01     20600      0       0
ENTERGY CORP NEW               COM              29364G103    29934    423100 SH        DEFINED         09    423100      0       0
ENTERGY CORP NEW               COM              29364G103      824     14900 SH        DEFINED         21     14900      0       0
EQUIFAX INC                    COM              294429105     5010    145900 SH        DEFINED         09    145900      0       0
EQUITABLE RES INC              COM              294549100     1051     31360 SH        DEFINED         02     31360      0       0
EQUITABLE RES INC              COM              294549100     2647     79000 SH        DEFINED         09     79000      0       0
ERICSSON L M TEL CO            ADR B SEK 10     294821608      773     23400 SH        DEFINED         09     23400      0       0
ESCHELON TELECOM INC           COM              296290109     1595    103100 SH        DEFINED         09    103100      0       0
EXELON CORP                    COM              30161N101      475     10700 SH        DEFINED         01     10700      0       0
EXELON CORP                    COM              30161N101     1620     28500 SH        DEFINED         02     28500      0       0
EXELON CORP                    COM              30161N101    37235    655200 SH        DEFINED         09    655200      0       0
EXELON CORP                    COM              30161N101      342      7700 SH        DEFINED         21      7700      0       0
EXPEDITORS INTL WASH INC       COM              302130109      280      5000 SH        DEFINED         01      5000      0       0
EXPEDITORS INTL WASH INC       COM              302130109   118355   2113100 SH        DEFINED         09   2113100      0       0
EXPEDITORS INTL WASH INC       COM              302130109     2520     45000 SH        DEFINED         21     45000      0       0
EXPEDITORS INTL WASH INC       COM              302130109    40327    720000 SH  P     DEFINED
EXPEDITORS INTL WASH INC       COM              302130109    56716   1012600 SH  P     DEFINED
EXPRESS SCRIPTS INC            COM              302182100     5711     79600 SH        DEFINED         09     79600      0       0
EXPRESS SCRIPTS INC            COM              302182100     1076     15000 SH        DEFINED         21     15000      0       0
EXXON MOBIL CORP               COM              30231G102    13486    229689 SH        DEFINED         01    229206      0     483
EXXON MOBIL CORP               COM              30231G102    28135    458600 SH        DEFINED         02    458600      0       0
EXXON MOBIL CORP               COM              30231G102   259277   4226199 SH        DEFINED         09   4226199      0       0
EXXON MOBIL CORP               COM              30231G102     1544     32200 SH        DEFINED         21     32200      0       0
FAMILY DLR STORES INC          COM              307000109      652     32000 SH        DEFINED         01     32000      0       0
FAMILY DLR STORES INC          COM              307000109     1104     45200 SH        DEFINED         02     45200      0       0
FAMILY DLR STORES INC          COM              307000109     9711    397500 SH        DEFINED         09    397500      0       0
FAMILY DLR STORES INC          COM              307000109      338     17700 SH        DEFINED         21     17700      0       0
FEDERAL HOME LN MTG CORP       COM              313400301     3603     67500 SH        DEFINED         01     67500      0       0
FEDERAL HOME LN MTG CORP       COM              313400301     7212    126500 SH        DEFINED         02    126500      0       0
FEDERAL HOME LN MTG CORP       COM              313400301   161514   2833080 SH        DEFINED         09   2833080      0       0
FEDERAL HOME LN MTG CORP       COM              313400301      628     14100 SH        DEFINED         21     14100      0       0
FEDERAL NATL MTG ASSN          COM              313586109     1785     37100 SH        DEFINED         01     37100      0       0
FEDERAL NATL MTG ASSN          COM              313586109     8576    178300 SH        DEFINED         02    178300      0       0
FEDERAL NATL MTG ASSN          COM              313586109    32940    684830 SH        DEFINED         09    684830      0       0
FEDEX CORP                     COM              31428X106      199      1700 SH        DEFINED         01      1700      0       0
FEDEX CORP                     COM              31428X106   141646   1212100 SH        DEFINED         09   1212100      0       0
FEDEX CORP                     COM              31428X106     1987     17000 SH        DEFINED         21     17000      0       0
FILENET CORP                   COM              316869106    25204    935908 SH        DEFINED         09    935908      0       0
FIRST HORIZON NATL CORP        COM              320517105    44790   1116115 SH        DEFINED         01   1088665   1377   26073
FIRST HORIZON NATL CORP        COM              320517105     1367     34000 SH        DEFINED         02     34000      0       0
FIRST HORIZON NATL CORP        COM              320517105     8940    222400 SH        DEFINED         09    222400      0       0
FIRST INDUSTRIAL REALTY TRUS   COM              32054K103    25049    661567 SH        DEFINED         01    645160    810   15597
FIRST INDUSTRIAL REALTY TRUS   COM              32054K103     4989    131485 SH        DEFINED         09    131485      0       0
FIRST MARBLEHEAD CORP          COM              320771108    60459   1061800 SH        DEFINED         09   1061800      0       0
FIRST POTOMAC RLTY TR          COM              33610F109     4775    160300 SH        DEFINED         09    160300      0       0
FIRSTENERGY CORP               COM              337932107     2120     39100 SH        DEFINED         01     39100      0       0
FIRSTENERGY CORP               COM              337932107     2954     54500 SH        DEFINED         02     54500      0       0
FIRSTENERGY CORP               COM              337932107    33155    611600 SH        DEFINED         09    611600      0       0
FISERV INC                     COM              337738108    28282    623500 SH        DEFINED         09    623500      0       0
FLEXTRONICS INTL LTD           ORD              Y2573F102      538     50700 SH        DEFINED         09     50700      0       0
FLUOR CORP NEW                 COM              343412102    24218    260600 SH        DEFINED         09    260600      0       0
FLUOR CORP NEW                 COM              343412102     2788     30000 SH        DEFINED         21     30000      0       0
FMC TECHNOLOGIES INC           COM              30249U101     6807    100900 SH        DEFINED         09    100900      0       0
FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   344419106    13780    164600 SH        DEFINED         21    164600      0       0
FOREST LABS INC                COM              345838106     4910    126900 SH        DEFINED         01    126900      0       0
FOREST LABS INC                COM              345838106     3401     87900 SH        DEFINED         02     87900      0       0
FOREST LABS INC                COM              345838106   101801   2631200 SH        DEFINED         09   2631200      0       0
FOREST LABS INC                COM              345838106     2708     70000 SH        DEFINED         21     70000      0       0
FORWARD AIR CORP               COM              349853101    83453   2048940 SH        DEFINED         09   2048940      0       0
FOSTER WHEELER LTD             SHS NEW          G36535139     6061    140304 SH        DEFINED         01    139736      0     568
FOSTER WHEELER LTD             SHS NEW          G36535139     3728     86300 SH        DEFINED         02     86300      0       0
FOSTER WHEELER LTD             SHS NEW          G36535139    52423   1213500 SH        DEFINED         09   1213500      0       0
FOUNDRY NETWORKS INC           COM              35063R100      976     91536 SH        DEFINED         09     91536      0       0
FOXHOLLOW TECHNOLOGIES INC     COM              35166A103     2757    100900 SH        DEFINED         09    100900      0       0
FPL GROUP INC                  COM              302571104       21       514 SH        DEFINED         01       514      0       0
FPL GROUP INC                  COM              302571104     1912     46206 SH        DEFINED         09     46206      0       0
FTI CONSULTING INC             COM              302941109     1049     39200 SH        DEFINED         09     39200      0       0
FUNDTECH LTD                   ORD              M47095100     4082    416100 SH        DEFINED         09    416100      0       0
GALLAGHER ARTHUR J & CO        COM              363576109     1764     69600 SH        DEFINED         02     69600      0       0
GALLAGHER ARTHUR J & CO        COM              363576109     9878    389800 SH        DEFINED         09    389800      0       0
GAMESTOP CORP NEW              CL A             36467W109     5065    120600 SH        DEFINED         09    120600      0       0
GANNETT INC                    COM              364730101     1672     29900 SH        DEFINED         01     29900      0       0
GANNETT INC                    COM              364730101    86398   1544750 SH        DEFINED         09   1544750      0       0
GAP INC DEL                    COM              364760108      618     35533 SH        DEFINED         01     35533      0       0
GAP INC DEL                    COM              364760108     1042     59900 SH        DEFINED         02     59900      0       0
GAP INC DEL                    COM              364760108    34590   1987910 SH        DEFINED         09   1987910      0       0
GATX CORP                      COM              361448103     5644    132800 SH        DEFINED         09    132800      0       0
GENENTECH INC                  COM NEW          368710406      319      3900 SH        DEFINED         01      3900      0       0
GENENTECH INC                  COM NEW          368710406     3681     45000 SH        DEFINED         21     45000      0       0
GENERAL ELECTRIC CO            COM              369604103     3205     97247 SH        DEFINED         01     96205      0    1042
GENERAL ELECTRIC CO            COM              369604103    10218    310000 SH        DEFINED         02    310000      0       0
GENERAL ELECTRIC CO            COM              369604103    18280    554600 SH        DEFINED         09    554600      0       0
GENERAL MLS INC                COM              370334104     3141     60800 SH        DEFINED         01     60800      0       0
GENERAL MLS INC                COM              370334104     3425     66300 SH        DEFINED         02     66300      0       0
GENERAL MLS INC                COM              370334104    63237   1224100 SH        DEFINED         09   1224100      0       0
GETTY IMAGES INC               COM              374276103     9152    144100 SH        DEFINED         09    144100      0       0
GILAT SATELLITE NETWORKS LTD   SHS NEW          M51474118     1654    212000 SH        DEFINED         09    212000      0       0
GILDAN ACTIVEWEAR INC          COM              375916103     3290     70000 SH        DEFINED         21     70000      0       0
GILEAD SCIENCES INC            COM              375558103      917     15500 SH        DEFINED         01     15500      0       0
GILEAD SCIENCES INC            COM              375558103      881     14900 SH        DEFINED         02     14900      0       0
GILEAD SCIENCES INC            COM              375558103    12406    209700 SH        DEFINED         09    209700      0       0
GILEAD SCIENCES INC            COM              375558103     1479     25000 SH        DEFINED         21     25000      0       0
GLAMIS GOLD LTD                COM              376775102     1246     32900 SH        DEFINED         21     32900      0       0
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105     6891    123500 SH        DEFINED         02    123500      0       0
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105    41141    737300 SH        DEFINED         09    737300      0       0
GLOBAL IMAGING SYSTEMS         COM              37934A100     4153    100600 SH        DEFINED         09    100600      0       0
GLOBAL PMTS INC                COM              37940X102     5413    111500 SH        DEFINED         09    111500      0       0
GLOBALSANTAFE CORP             SHS              G3930E101     2270     39300 SH        DEFINED         01     39300      0       0
GLOBALSANTAFE CORP             SHS              G3930E101     2281     39500 SH        DEFINED         02     39500      0       0
GLOBALSANTAFE CORP             SHS              G3930E101    32149    556700 SH        DEFINED         09    556700      0       0
GLOBALSANTAFE CORP             SHS              G3930E101     4250     73600 SH        DEFINED         21     73600      0       0
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106     7282    318000 SH        DEFINED         09    318000      0       0
GOLDCORP INC NEW               COM              380956409     7742    256200 SH        DEFINED         09    256200      0       0
GOLDMAN SACHS GROUP INC        COM              38141G104     1474      9800 SH        DEFINED         01      9800      0       0
GOLDMAN SACHS GROUP INC        COM              38141G104    13122     87230 SH        DEFINED         09     87230      0       0
GOLDMAN SACHS GROUP INC        COM              38141G104     4212     28000 SH        DEFINED         21     28000      0       0
GOLFSMITH INTL HOLDINGS INC    COM              38168Y103     1648    163200 SH        DEFINED         09    163200      0       0
GOODMAN GLOBAL INC             COM              38239A100      792     52200 SH        DEFINED         09     52200      0       0
GOODYEAR TIRE & RUBR CO        COM              382550101    23967   2159200 SH        DEFINED         09   2159200      0       0
GOOGLE INC                     CL A             38259P508      503      1200 SH        DEFINED         01      1200      0       0
GOOGLE INC                     CL A             38259P508     1048      2500 SH        DEFINED         09      2500      0       0
GOOGLE INC                     CL A             38259P508     5871     14000 SH        DEFINED         21     14000      0       0
GRAINGER W W INC               COM              384802104    33207    441400 SH        DEFINED         09    441400      0       0
GRANT PRIDECO INC              COM              38821G101     4350     97200 SH        DEFINED         09     97200      0       0
GREAT PLAINS ENERGY INC        COM              391164100      995     35700 SH        DEFINED         09     35700      0       0
GRUPO AEROPORTUARIO DEL PAC    SPON ADR B       400506101     1191     37400 SH        DEFINED         21     37400      0       0
GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E202     2627     78200 SH        DEFINED         21     78200      0       0
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     8983    465200 SH        DEFINED         21    465200      0       0
GTX INC DEL                    COM              40052B108    18200   2000000 SH        DEFINED         09   2000000      0       0
GYMBOREE CORP                  COM              403777105     3692    106200 SH        DEFINED         09    106200      0       0
HALLIBURTON CO                 COM              406216101     1780     23985 SH        DEFINED         01     23957      0      28
HALLIBURTON CO                 COM              406216101     2226     30000 SH        DEFINED         21     30000      0       0
HARRAHS ENTMT INC              COM              413619107     1780     25000 SH        DEFINED         21     25000      0       0
HARRIS CORP DEL                COM              413875105     5894    142000 SH        DEFINED         09    142000      0       0
HARTFORD FINL SVCS GROUP INC   COM              416515104     1112     13140 SH        DEFINED         01     13140      0       0
HARTFORD FINL SVCS GROUP INC   COM              416515104     9770    115480 SH        DEFINED         09    115480      0       0
HCA INC                        COM              404119109      651     19300 SH        DEFINED         01     19300      0       0
HCA INC                        COM              404119109     1122     26000 SH        DEFINED         02     26000      0       0
HCA INC                        COM              404119109     2770     64200 SH        DEFINED         09     64200      0       0
HCA INC                        COM              404119109      462     13700 SH        DEFINED         21     13700      0       0
HCC INS HLDGS INC              COM              404132102     4437    150700 SH        DEFINED         09    150700      0       0
HEALTH CARE PPTY INVS INC      COM              421915109    34600   1296647 SH        DEFINED         01   1264413   1584   30650
HEALTH CARE PPTY INVS INC      COM              421915109     7102    265584 SH        DEFINED         09    265584      0       0
HEALTH CARE REIT INC           COM              42217K106    25734    737606 SH        DEFINED         01    717046    788   19772
HEALTH CARE REIT INC           COM              42217K106     5694    162907 SH        DEFINED         09    162907      0       0
HEALTHCARE RLTY TR             COM              421946104    22914    721154 SH        DEFINED         01    704809    957   15388
HEALTHCARE RLTY TR             COM              421946104     1115     35000 SH        DEFINED         02     35000      0       0
HEALTHCARE RLTY TR             COM              421946104     8513    267291 SH        DEFINED         09    267291      0       0
HEINZ H J CO                   COM              423074103    19193    465635 SH        DEFINED         01    453268    538   11829
HEINZ H J CO                   COM              423074103     8458    205200 SH        DEFINED         09    205200      0       0
HELMERICH & PAYNE INC          COM              423452101     3519     58400 SH        DEFINED         09     58400      0       0
HESS CORP                      COM              42809H107     2035     38500 SH        DEFINED         01     38500      0       0
HESS CORP                      COM              42809H107    17837    337500 SH        DEFINED         09    337500      0       0
HEWLETT PACKARD CO             COM              428236103     1609     50793 SH        DEFINED         01     50793      0       0
HEWLETT PACKARD CO             COM              428236103    15865    500800 SH        DEFINED         09    500800      0       0
HIMAX TECHNOLOGIES INC         SPONSORED ADR    43289P106    17160   3000000 SH        DEFINED         09   3000000      0       0
HOME DEPOT INC                 COM              437076102       20       568 SH        DEFINED         01       568      0       0
HOME DEPOT INC                 COM              437076102     2137     59700 SH        DEFINED         02     59700      0       0
HOME DEPOT INC                 COM              437076102    33557    937600 SH        DEFINED         09    937600      0       0
HORIZON OFFSHORE INC           COM NEW          44043J204     2096    100000 SH        DEFINED         09    100000      0       0
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102    29986    684011 SH        DEFINED         01    668137    889   14985
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102      536     12200 SH        DEFINED         02     12200      0       0
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102    11113    253023 SH        DEFINED         09    253023      0       0
HOST HOTELS & RESORTS INC      COM              44107P104      783     35792 SH        DEFINED         09     35792      0       0
HOUSTON WIRE & CABLE CO        COM              44244K109     5160    300000 SH        DEFINED         09    300000      0       0
HRPT PPTYS TR                  COM SH BEN INT   40426W101    37141   3218815 SH        DEFINED         01   3138808   3923   76084
HRPT PPTYS TR                  COM SH BEN INT   40426W101     6541    565864 SH        DEFINED         09    565864      0       0
HUMAN GENOME SCIENCES INC      COM              444903108     5391    503800 SH        DEFINED         09    503800      0       0
HUMANA INC                     COM              444859102     6487    120800 SH        DEFINED         09    120800      0       0
HYPERION SOLUTIONS CORP        COM              44914M104    74216   2689000 SH        DEFINED         09   2689000      0       0
ICICI BK LTD                   ADR              45104G104    18920    800000 SH        DEFINED         09    800000      0       0
ICICI BK LTD                   ADR              45104G104     5766    243800 SH        DEFINED         21    243800      0       0
ICOS CORP                      COM              449295104     2505    113900 SH        DEFINED         09    113900      0       0
IDACORP INC                    COM              451107106      597     17400 SH        DEFINED         09     17400      0       0
IHS INC                        CL A             451734107    33686   1136900 SH        DEFINED         09   1136900      0       0
ILLINOIS TOOL WKS INC          COM              452308109      960     20200 SH        DEFINED         01     20200      0       0
ILLINOIS TOOL WKS INC          COM              452308109     8203    172700 SH        DEFINED         09    172700      0       0
ILLUMINA INC                   COM              452327109    88885   2996804 SH        DEFINED         09   2996804      0       0
IMMUNICON CORP DEL             COM              45260A107     4531    869600 SH        DEFINED         09    869600      0       0
IMPERIAL CHEM INDS PLC         ADR NEW          452704505      590     22100 SH        DEFINED         02     22100      0       0
INCYTE CORP                    COM              45337C102    17062   3709100 SH        DEFINED         09   3709100      0       0
INFOCROSSING INC               COM              45664X109    19273   1668633 SH        DEFINED         09   1668633      0       0
ING GROEP N V                  SPONSORED ADR    456837103     2721     69200 SH        DEFINED         09     69200      0       0
INNOVATIVE SOLUTIONS & SUPPO   COM              45769N105    36562   2600400 SH        DEFINED         09   2600400      0       0
INSTEEL INDUSTRIES INC         COM              45774W108      678     28000 SH        DEFINED         09     28000      0       0
INTEL CORP                     COM              458140100     2677    140912 SH        DEFINED         01    139537      0    1375
INTEL CORP                     COM              458140100      349     18400 SH        DEFINED         09     18400      0       0
INTERLINE BRANDS INC           COM              458743101    53455   2286375 SH        DEFINED         09   2286375      0       0
INTERNATIONAL BUSINESS MACHS   COM              459200101     2704     35200 SH        DEFINED         01     35200      0       0
INTERNATIONAL BUSINESS MACHS   COM              459200101     2604     33900 SH        DEFINED         02     33900      0       0
INTERNATIONAL BUSINESS MACHS   COM              459200101    64265    836568 SH        DEFINED         09    836568      0       0
INTERNATIONAL DISPLAYWORKS I   COM              459412102     3233    621800 SH        DEFINED         09    621800      0       0
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101     4500    127700 SH        DEFINED         02    127700      0       0
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101    12288    348700 SH        DEFINED         09    348700      0       0
INTERNATIONAL SECS EXCH INC    CL A             46031W204     4956    130177 SH        DEFINED         09    130177      0       0
INTERPUBLIC GROUP COS INC      COM              460690100      691     82700 SH        DEFINED         01     82700      0       0
INTERPUBLIC GROUP COS INC      COM              460690100     5397    646310 SH        DEFINED         09    646310      0       0
INTERSIL CORP                  CL A             46069S109     5336    229500 SH        DEFINED         09    229500      0       0
IPC HLDGS LTD                  ORD              G4933P101    59926   2430100 SH        DEFINED         09   2430100      0       0
IRON MTN INC                   COM              462846106    16828    450200 SH        DEFINED         09    450200      0       0
ISHARES INC                    MSCI JAPAN       464286848     5456    400000 SH        DEFINED         21    400000      0       0
ISHARES TR                     S&P 500 INDEX    464287200      269      2110 SH        DEFINED         09      2110      0       0
ISIS PHARMACEUTICALS INC       COM              464330109    23596   3900100 SH        DEFINED         09   3900100      0       0
ISTAR FINL INC                 COM              45031U101     3398     90000 SH        DEFINED         02     90000      0       0
ISTAR FINL INC                 COM              45031U101     8411    222800 SH        DEFINED         09    222800      0       0
J P MORGAN CHASE & CO COM      COMMON           46625H100       29       700 SH        DEFINED         01       700      0       0
JABIL CIRCUIT INC              COM              466313103     4938    192900 SH        DEFINED         09    192900      0       0
JACOBS ENGR GROUP INC DEL      COM              469814107     4117     51700 SH        DEFINED         09     51700      0       0
JAMES RIV GROUP INC            COM              470359100    14243    572000 SH        DEFINED         09    572000      0       0
JANUS CAP GROUP INC            COM              47102X105     1363     76120 SH        DEFINED         21     76120      0       0
JEFFERIES GROUP INC NEW        COM              472319102     4442    149900 SH        DEFINED         09    149900      0       0
JOHNSON & JOHNSON              COM              478160104     6577    109769 SH        DEFINED         01    109266      0     503
JOHNSON & JOHNSON              COM              478160104     6659    111125 SH        DEFINED         02    111125      0       0
JOHNSON & JOHNSON              COM              478160104    90923   1517410 SH        DEFINED         09   1517410      0       0
JOHNSON & JOHNSON              COM              478160104     5393     90000 SH        DEFINED         21     90000      0       0
JOHNSON CTLS INC COM           COMMON           478366107       17       206 SH        DEFINED         01       206      0       0
JONES APPAREL GROUP INC        COM              480074103     1024     32200 SH        DEFINED         01     32200      0       0
JONES APPAREL GROUP INC        COM              480074103     4470    140600 SH        DEFINED         02    140600      0       0
JONES APPAREL GROUP INC        COM              480074103    43355   1363800 SH        DEFINED         09   1363800      0       0
JOY GLOBAL INC                 COM              481165108      177      3400 SH        DEFINED         01      3400      0       0
JOY GLOBAL INC                 COM              481165108     8590    164900 SH        DEFINED         09    164900      0       0
JOY GLOBAL INC                 COM              481165108     1823     35000 SH        DEFINED         21     35000      0       0
JUPITERMEDIA CORP              COM              48207D101    33708   2592900 SH        DEFINED         09   2592900      0       0
K & F INDS HLDGS INC           COM              482241106     5762    325000 SH        DEFINED         09    325000      0       0
KANBAY INTL INC                COM              48369P207     5109    351400 SH        DEFINED         09    351400      0       0
KENEXA CORP                    COM              488879107    13947    437900 SH        DEFINED         09    437900      0       0
KEYCORP NEW                    COM              493267108    52662   1477447 SH        DEFINED         01   1442279   1890   33278
KEYCORP NEW                    COM              493267108     4892    137100 SH        DEFINED         09    137100      0       0
KEYSPAN CORP                   COM              49337W100      574     14208 SH        DEFINED         09     14208      0       0
KILROY RLTY CORP               COM              49427F108     2977     41200 SH        DEFINED         09     41200      0       0
KIMBERLY CLARK CORP            COM              494368103    36484    592638 SH        DEFINED         01    578041    728   13869
KIMBERLY CLARK CORP            COM              494368103     3424     55500 SH        DEFINED         02     55500      0       0
KIMBERLY CLARK CORP            COM              494368103    24766    401400 SH        DEFINED         09    401400      0       0
KINDER MORGAN INC KANS         COM              49455P101     1458     14600 SH        DEFINED         02     14600      0       0
KINETIC CONCEPTS INC           COM NEW          49460W208    47572   1077500 SH        DEFINED         09   1077500      0       0
KINGFISHER PLC SPON ADR PAR    COMMON           495724403   43,831 4,968,188 SH        DEFINED         01 4,849,609  6,385 112,194
KLA-TENCOR CORP                COM              482480100     1454     34970 SH        DEFINED         09     34970      0       0
KNOLOGY INC                    COM              499183804      484     52080 SH        DEFINED         09     52080      0       0
KOHLS CORP                     COM              500255104    68077   1151500 SH        DEFINED         09   1151500      0       0
KOMAG INC                      COM NEW          500453204    82265   1781400 SH        DEFINED         09   1781400      0       0
KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    500472303     1068     34300 SH        DEFINED         09     34300      0       0
KOREA ELECTRIC PWR             SPONSORED ADR    500631106      912     48100 SH        DEFINED         09     48100      0       0
KOS PHARMACEUTICALS INC        COM              500648100    34821    925600 SH        DEFINED         09    925600      0       0
KOSAN BIOSCIENCES INC          COM              50064W107    15978   3994400 SH        DEFINED         09   3994400      0       0
KRAFT FOODS INC                CL A             50075N104      188      7800 SH        DEFINED         01      7800      0       0
KRAFT FOODS INC                CL A             50075N104     4199    135900 SH        DEFINED         09    135900      0       0
KROGER CO                      COM              501044101     1049     48000 SH        DEFINED         01     48000      0       0
KROGER CO                      COM              501044101    10287    470600 SH        DEFINED         09    470600      0       0
KYPHON INC                     COM              501577100    53037   1382608 SH        DEFINED         09   1382608      0       0
LABOPHARM INC                  COM              504905100     9428   1193400 SH        DEFINED         09   1193400      0       0
LABRANCHE & CO INC             COM              505447102    34865   2879000 SH        DEFINED         09   2879000      0       0
LAM RESEARCH CORP              COM              512807108     6065    130100 SH        DEFINED         09    130100      0       0
LAM RESEARCH CORP              COM              512807108      932     20000 SH        DEFINED         21     20000      0       0
LAM RESEARCH CORP              COM              512807108    45318    970000 SH  P     DEFINED
LAMAR ADVERTISING CO           CL A             512815101    59233   1099750 SH        DEFINED         09   1099750      0       0
LANCE INC                      COM              514606102    10368    450400 SH        DEFINED         09    450400      0       0
LANDSTAR SYS INC               COM              515098101    80947   1713900 SH        DEFINED         09   1713900      0       0
LAS VEGAS SANDS CORP.          COM              517834107    52166    670000 SH  P     DEFINED
LECROY CORP                    COM              52324W109    15355   1070000 SH        DEFINED         09   1070000      0       0
LEGG MASON INC                 COM              524901105     2986     30000 SH        DEFINED         21     30000      0       0
LEXMARK INTL NEW               CL A             529771107    33509    600200 SH        DEFINED         09    600200      0       0
LIBERTY PPTY TR                SH BEN INT       531172104    28667    649673 SH        DEFINED         01    633348    786   15539
LIBERTY PPTY TR                SH BEN INT       531172104     6096    137922 SH        DEFINED         09    137922      0       0
LIFE TIME FITNESS INC          COM              53217R207     8111    175300 SH        DEFINED         09    175300      0       0
LILLY ELI & CO                 COM              532457108      221      4000 SH        DEFINED         01      4000      0       0
LINEAR TECHNOLOGY CORP         COM              535678106      981     29300 SH        DEFINED         09     29300      0       0
LIQUIDITY SERVICES INC         COM              53635B107      779     50000 SH        DEFINED         09     50000      0       0
LLOYDS TSB GROUP PLC           SPONSORED ADR    539439109     4389    111200 SH        DEFINED         02    111200      0       0
LLOYDS TSB GROUP PLC           SPONSORED ADR    539439109     7468    189200 SH        DEFINED         09    189200      0       0
LOCKHEED MARTIN CORP           COM              539830109     1838     25627 SH        DEFINED         01     25596      0      31
LOCKHEED MARTIN CORP           COM              539830109     3314     46200 SH        DEFINED         02     46200      0       0
LOCKHEED MARTIN CORP           COM              539830109    14427    201100 SH        DEFINED         09    201100      0       0
LOCKHEED MARTIN CORP           COM              539830109     1865     26000 SH        DEFINED         21     26000      0       0
LODGENET ENTMT CORP            COM              540211109    18972   1017271 SH        DEFINED         09   1017271      0       0
LOEWS CORP                     COM              540424108   167790   4196025 SH        DEFINED         09   4166496   1522   28007
LOEWS CORP                     CAROLNA GP STK   540424207      235      5780 SH        DEFINED         01      5780      0       0
LOEWS CORP                     CAROLNA GP STK   540424207     5949    115800 SH        DEFINED         02    115800      0       0
LOEWS CORP                     CAROLNA GP STK   540424207    39936    777422 SH        DEFINED         09    777422      0       0
LOOPNET INC                    COM              543524300    12506    672000 SH        DEFINED         09    672000      0       0
MACK CALI RLTY CORP COM        COMMON           554489104   36,304   790,583 SH        DEFINED         01   770,702    970  18,911
MAGELLAN HEALTH SVCS INC       COM NEW          559079207     5215    115100 SH        DEFINED         09    115100      0       0
MAGMA DESIGN AUTOMATION        COM              559181102    38103   5184042 SH        DEFINED         09   5184042      0       0
MAGNA ENTMT CORP               NOTE  7.250%12/1 559211AC1      119    125000 PRN       DEFINED         01    125000      0       0
MAGNA ENTMT CORP               NOTE  7.250%12/1 559211AC1     5268   5525000 PRN       DEFINED         02   5525000      0       0
MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR    559776109     1746     92200 SH        DEFINED         02     92200      0       0
MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR    559776109      559     29500 SH        DEFINED         09     29500      0       0
MARATHON OIL CORP              COM              565849106      951     11422 SH        DEFINED         01     11422      0       0
MARATHON OIL CORP              COM              565849106      575      6900 SH        DEFINED         02      6900      0       0
MARATHON OIL CORP              COM              565849106     7918     95060 SH        DEFINED         09     95060      0       0
MARKEL CORP                    COM              570535104    42716    123100 SH        DEFINED         09    123100      0       0
MARRIOTT INTL INC NEW          CL A             571903202      244      6400 SH        DEFINED         01      6400      0       0
MARRIOTT INTL INC NEW          CL A             571903202     2363     62000 SH        DEFINED         21     62000      0       0
MARTIN MARIETTA MATLS INC      COM              573284106     3637     39900 SH        DEFINED         09     39900      0       0
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105      177      4000 SH        DEFINED         01      4000      0       0
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105     1166     26300 SH        DEFINED         09     26300      0       0
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105     2660     60000 SH        DEFINED         21     60000      0       0
MASSEY ENERGY CORP             COM              576206106      616     17100 SH        DEFINED         01     17100      0       0
MASSEY ENERGY CORP             COM              576206106      691     19200 SH        DEFINED         02     19200      0       0
MASSEY ENERGY CORP             COM              576206106     9644    267900 SH        DEFINED         09    267900      0       0
MASTERCARD INC                 COM              57636Q104   120000   2500000 SH        DEFINED         09   2500000      0       0
MATTEL INC                     COM              577081102     1126     68200 SH        DEFINED         01     68200      0       0
MATTEL INC                     COM              577081102     2742    166100 SH        DEFINED         02    166100      0       0
MATTEL INC                     COM              577081102    57050   3455470 SH        DEFINED         09   3455470      0       0
MAXIM INTEGRATED PRODS INC     COM              57772K101     2222     69200 SH        DEFINED         02     69200      0       0
MAXIM INTEGRATED PRODS INC     COM              57772K101     7299    227300 SH        DEFINED         09    227300      0       0
MBIA INC                       COM              55262C100     2319     39600 SH        DEFINED         02     39600      0       0
MBIA INC                       COM              55262C100    78826   1346300 SH        DEFINED         09   1346300      0       0
MCAFEE INC                     COM              579064106      184      7600 SH        DEFINED         01      7600      0       0
MCAFEE INC                     COM              579064106      803     33100 SH        DEFINED         09     33100      0       0
MCAFEE INC                     COM              579064106     1820     75000 SH        DEFINED         21     75000      0       0
MCDONALDS CORP                 COM              580135101     7315    217712 SH        DEFINED         01    216885      0     827
MCDONALDS CORP                 COM              580135101     8802    261950 SH        DEFINED         02    261950      0       0
MCDONALDS CORP                 COM              580135101   155374   4624240 SH        DEFINED         09   4624240      0       0
MCDONALDS CORP                 COM              580135101      907     27000 SH        DEFINED         21     27000      0       0
MCKESSON CORP                  COM              58155Q103     4066     86004 SH        DEFINED         01     85529      0     475
MCKESSON CORP                  COM              58155Q103     2014     42600 SH        DEFINED         02     42600      0       0
MCKESSON CORP                  COM              58155Q103    35744    756000 SH        DEFINED         09    756000      0       0
MCMORAN EXPLORATION CO         COM              582411104     7897    448700 SH        DEFINED         09    448700      0       0
MEDAREX INC                    COM              583916101    24564   2556100 SH        DEFINED         09   2556100      0       0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102     4330     75600 SH        DEFINED         09     75600      0       0
MEDICINES CO                   COM              584688105    37395   1912800 SH        DEFINED         09   1912800      0       0
MEDIMMUNE INC                  COM              584699102     1322     48800 SH        DEFINED         01     48800      0       0
MEDIMMUNE INC                  COM              584699102     1466     54100 SH        DEFINED         02     54100      0       0
MEDIMMUNE INC                  COM              584699102    20669    762700 SH        DEFINED         09    762700      0       0
MEDTRONIC INC                  COM              585055106     1134     30900 SH        DEFINED         01     30900      0       0
MEDTRONIC INC                  COM              585055106      375      8000 SH        DEFINED         09      8000      0       0
MEDTRONIC INC                  COM              585055106      807     22000 SH        DEFINED         21     22000      0       0
MELLON FINL CORP               COM              58551A108       24       706 SH        DEFINED         01       706      0       0
MELLON FINL CORP               COM              58551A108     2754     80000 SH        DEFINED         02     80000      0       0
MELLON FINL CORP               COM              58551A108      217      6300 SH        DEFINED         09      6300      0       0
MEMC ELECTR MATLS INC          COM              552715104      199      5300 SH        DEFINED         01      5300      0       0
MEMC ELECTR MATLS INC          COM              552715104   240360   6409600 SH        DEFINED         09   6409600      0       0
MEMC ELECTR MATLS INC          COM              552715104     2063     55000 SH        DEFINED         21     55000      0       0
MENS WEARHOUSE INC             COM              587118100     5145    169800 SH        DEFINED         09    169800      0       0
MERCURY GENL CORP NEW          COM              589400100     1511     26800 SH        DEFINED         09     26800      0       0
MERIDIAN BIOSCIENCE INC        COM              589584101     2495    100000 SH        DEFINED         09    100000      0       0
MERIDIAN GOLD INC              COM              589975101      900     28400 SH        DEFINED         21     28400      0       0
MERITAGE HOMES CORP            COM              59001A102    11926    252400 SH        DEFINED         09    252400      0       0
MERRILL LYNCH & CO INC         COM              590188108     5548     79753 SH        DEFINED         01     79506      0     247
MERRILL LYNCH & CO INC         COM              590188108     2358     33900 SH        DEFINED         02     33900      0       0
MERRILL LYNCH & CO INC         COM              590188108   105654   1518890 SH        DEFINED         09   1518890      0       0
METABASIS THERAPEUTICS INC     COM              59101M105     7848   1028600 SH        DEFINED         09   1028600      0       0
METROPOLITAN HEALTH NETWORKS   COM              592142103      800    286800 SH        DEFINED         09    286800      0       0
MGM MIRAGE                     COM              552953101     4223    103500 SH        DEFINED         09    103500      0       0
MGM MIRAGE                     COM              552953101     1836     45000 SH        DEFINED         21     45000      0       0
MICROSEMI CORP                 COM              595137100    48804   2001800 SH        DEFINED         09   2001800      0       0
MICROSOFT CORP                 COM              594918104     4876    209276 SH        DEFINED         01    208147      0    1129
MICROSOFT CORP                 COM              594918104     2193     94100 SH        DEFINED         02     94100      0       0
MICROSOFT CORP                 COM              594918104    31978   1372459 SH        DEFINED         09   1372459      0       0
MICROSOFT CORP                 COM              594918104     3728    160000 SH        DEFINED         21    160000      0       0
MILLER HERMAN INC              COM              600544100      655     25400 SH        DEFINED         21     25400      0       0
MILLS CORP                     COM              601148109      516     19300 SH        DEFINED         02     19300      0       0
MILLS CORP                     COM              601148109     2592     96900 SH        DEFINED         09     96900      0       0
MKS INSTRUMENT INC             COM              55306N104     2595    129000 SH        DEFINED         09    129000      0       0
MOBILITY ELECTRONICS INC       COM              60741U101     6778    933600 SH        DEFINED         09    933600      0       0
MOMENTA PHARMACEUTICALS INC    COM              60877T100    15997   1258600 SH        DEFINED         09   1258600      0       0
MONOGRAM BIOSCIENCES INC       COM              60975U108    46397  23432900 SH        DEFINED         09  23432900      0       0
MONRO MUFFLER BRAKE INC        COM              610236101    16044    492743 SH        DEFINED         09    492743      0       0
MONSTER WORLDWIDE INC          COM              611742107     9291    217786 SH        DEFINED         09    217786      0       0
MONTPELIER RE HOLDINGS LTD     SHS              G62185106    34580   2000000 SH        DEFINED         09   2000000      0       0
MORGAN STANLEY                 COM NEW          617446448     9430    155599 SH        DEFINED         01    155143      0     456
MORGAN STANLEY                 COM NEW          617446448    10746    170000 SH        DEFINED         02    170000      0       0
MORGAN STANLEY                 COM NEW          617446448   198933   3147182 SH        DEFINED         09   3147182      0       0
MORGAN STANLEY                 COM NEW          617446448     4645     78095 SH        DEFINED         21     78095      0       0
MORGANS HOTEL GROUP CO         COM              61748W108     4495    288900 SH        DEFINED         09    288900      0       0
MOTOROLA INC                   COM              620076109     2022    109536 SH        DEFINED         01    109536      0       0
MOTOROLA INC                   COM              620076109    11119    551820 SH        DEFINED         09    551820      0       0
MOTOROLA INC                   COM              620076109     3097    160300 SH        DEFINED         21    160300      0       0
NATIONAL CITY CORP             COM              635405103    54097   1496951 SH        DEFINED         01   1460603   1876   34472
NATIONAL CITY CORP             COM              635405103     5533    152876 SH        DEFINED         09    152876      0       0
NATIONAL FUEL GAS CO N J       COM              636180101      467     13300 SH        DEFINED         09     13300      0       0
NATIONWIDE FINL SVCS INC       CL A             638612101      868     19700 SH        DEFINED         01     19700      0       0
NATIONWIDE FINL SVCS INC       CL A             638612101     2222     50400 SH        DEFINED         02     50400      0       0
NATIONWIDE FINL SVCS INC       CL A             638612101    41555    942720 SH        DEFINED         09    942720      0       0
NATIONWIDE HEALTH PPTYS INC    COM              638620104    24297   1081460 SH        DEFINED         01   1057407   1458   22595
NATIONWIDE HEALTH PPTYS INC    COM              638620104     5961    264807 SH        DEFINED         09    264807      0       0
NAVTEQ CORP                    COM              63936L100    70438   1576500 SH        DEFINED         09   1576500      0       0
NEKTAR THERAPEUTICS            COM              640268108    63743   3475600 SH        DEFINED         09   3475600      0       0
NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N206     2459     89900 SH        DEFINED         21     89900      0       0
NETFLIX COM INC                COM              64110L106     6030    221600 SH        DEFINED         09    221600      0       0
NETWORK APPLIANCE INC          COM              64120L104      928     26300 SH        DEFINED         09     26300      0       0
NEUROCHEM INC                  COM              64125K101    14039   1333200 SH        DEFINED         09   1333200      0       0
NEUROCRINE BIOSCIENCES INC     COM              64125C109    26706   2519400 SH        DEFINED         09   2519400      0       0
NEUROMETRIX INC                COM              641255104     2243     73645 SH        DEFINED         09     73645      0       0
NEWFIELD EXPL CO               COM              651290108     6362    130000 SH        DEFINED         09    130000      0       0
NEWMONT MINING CORP            COM              651639106    41841    790500 SH        DEFINED         09    790500      0       0
NEWMONT MINING CORP            COM              651639106     1059     20000 SH        DEFINED         21     20000      0       0
NEWS CORP                      CL A             65248E104      221     11500 SH        DEFINED         01     11500      0       0
NEWS CORP                      CL B             65248E203      823     52014 SH        DEFINED         01     52014      0       0
NEWS CORP                      CL B             65248E203      576     36500 SH        DEFINED         21     36500      0       0
NEXTEL COMMUNICATIONS INC      NOTE  5.250% 1/1 65332VAY9     4861   5000000 PRN       DEFINED         01   5000000      0       0
NEXTEST SYS CORP               COM              653339101     2594    160000 SH        DEFINED         09    160000      0       0
NIC INC                        COM              62914B100    22073   3052934 SH        DEFINED         09   3052934      0       0
NICOR INC                      COM              654086107    27267    658002 SH        DEFINED         01    644492    948   12562
NICOR INC                      COM              654086107     5835    140591 SH        DEFINED         09    140591      0       0
NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N105     7443    414900 SH        DEFINED         09    414900      0       0
NII HLDGS INC                  CL B NEW         62913F201    11823    209700 SH        DEFINED         09    209700      0       0
NIKE INC                       CL B             654106103     4071     51900 SH        DEFINED         01     51900      0       0
NIKE INC                       CL B             654106103     5273     65100 SH        DEFINED         02     65100      0       0
NIKE INC                       CL B             654106103    55427    684288 SH        DEFINED         09    684288      0       0
NIKE INC                       CL B             654106103     2772     35400 SH        DEFINED         21     35400      0       0
NISOURCE INC                   COM              65473P105    27201   1247407 SH        DEFINED         01   1219743   1431   26233
NISOURCE INC                   COM              65473P105    14010    641479 SH        DEFINED         09    641479      0       0
NMT MED INC                    COM              629294109     7076    706900 SH        DEFINED         09    706900      0       0
NOBLE CORPORATION              SHS              G65422100     3848     51700 SH        DEFINED         09     51700      0       0
NOKIA CORP                     SPONSORED ADR    654902204     1813     89500 SH        DEFINED         09     89500      0       0
NORDSTROM INC                  COM              655664100     5570    152600 SH        DEFINED         09    152600      0       0
NORDSTROM INC                  COM              655664100     1095     30000 SH        DEFINED         21     30000      0       0
NORFOLK SOUTHERN CORP          COM              655844108     7270    136600 SH        DEFINED         09    136600      0       0
NORSK HYDRO A S                SPONSORED ADR    656531605      708     26500 SH        DEFINED         02     26500      0       0
NORTH FORK BANCORPORATION NY   COM              659424105     1134     37600 SH        DEFINED         02     37600      0       0
NORTHEAST UTILS                COM              664397106     1949     94300 SH        DEFINED         02     94300      0       0
NORTHEAST UTILS                COM              664397106     7832    378900 SH        DEFINED         09    378900      0       0
NORTHFIELD LABS INC            COM              666135108     9514    962000 SH        DEFINED         09    962000      0       0
NORTHROP GRUMMAN CORP          COM              666807102     5636     87980 SH        DEFINED         01     87980      0       0
NORTHROP GRUMMAN CORP          COM              666807102     9551    149100 SH        DEFINED         02    149100      0       0
NORTHROP GRUMMAN CORP          COM              666807102   149717   2337138 SH        DEFINED         09   2337138      0       0
NOVARTIS A G                   SPONSORED ADR    66987V109     3036     56300 SH        DEFINED         01     56300      0       0
NOVARTIS A G                   SPONSORED ADR    66987V109     3375     62600 SH        DEFINED         02     62600      0       0
NOVARTIS A G                   SPONSORED ADR    66987V109    64456   1195400 SH        DEFINED         09   1195400      0       0
NSTAR                          COM              67019E107     1052     36800 SH        DEFINED         09     36800      0       0
NTELOS HLDGS CORP              COM              67020Q107    14069    973650 SH        DEFINED         09    973650      0       0
NTL INC DEL                    COM              62941W101       95      3809 SH        DEFINED         01      3809      0       0
NTL INC DEL                    COM              62941W101     2817    113144 SH        DEFINED         02    113144      0       0
NTL INC DEL                    COM              62941W101     6357    255300 SH        DEFINED         21    255300      0       0
NTT DOCOMO INC                 SPONS ADR        62942M201     1130     77100 SH        DEFINED         02     77100      0       0
NTT DOCOMO INC                 SPONS ADR        62942M201     2800    191000 SH        DEFINED         09    191000      0       0
NUCO2 INC                      COM              629428103    42854   1782600 SH        DEFINED         09   1782600      0       0
NUVEEN INVTS INC               CL A             67090F106   108744   2526000 SH        DEFINED         09   2526000      0       0
NXSTAGE MEDICAL INC            COM              67072V103    22043   2525000 SH        DEFINED         09   2525000      0       0
NYSE GROUP INC                 COM              62949W103    46224    675000 SH        DEFINED         09    675000      0       0
O REILLY AUTOMOTIVE INC        COM              686091109     3727    119500 SH        DEFINED         09    119500      0       0
OCCIDENTAL PETE CORP DEL       COM              674599105      595      5800 SH        DEFINED         02      5800      0       0
OCCIDENTAL PETE CORP DEL       COM              674599105    11065    107900 SH        DEFINED         09    107900      0       0
OFFICE DEPOT INC               COM              676220106     7364    193800 SH        DEFINED         09    193800      0       0
OFFICE DEPOT INC               COM              676220106    39771   1046600 SH  P     DEFINED
OFFICE DEPOT INC               COM              676220106     8440    222100 SH  P     DEFINED
OGE ENERGY CORP                COM              670837103    33085    945994 SH        DEFINED         01    915410    808   29776
OGE ENERGY CORP                COM              670837103     4882    139360 SH        DEFINED         09    139360      0       0
OMNICARE INC                   COM              681904108     4154     87600 SH        DEFINED         09     87600      0       0
ON SEMICONDUCTOR CORP          COM              682189105    15876   2700000 SH        DEFINED         09   2700000      0       0
ONEOK INC NEW                  COM              682680103     3062     89951 SH        DEFINED         02     89951      0       0
ONEOK INC NEW                  COM              682680103      301      8846 SH        DEFINED         09      8846      0       0
ONLINE RES CORP                COM              68273G101    24540   2373318 SH        DEFINED         09   2373318      0       0
ONVIA INC                      COM NEW          68338T403     4130    780700 SH        DEFINED         09    780700      0       0
OPTIONSXPRESS HLDGS INC        COM              684010101     1166     50000 SH        DEFINED         09     50000      0       0
ORACLE CORP                    COM              68389X105     3689    254579 SH        DEFINED         01    252947      0    1632
ORACLE CORP                    COM              68389X105     1252     86400 SH        DEFINED         02     86400      0       0
ORACLE CORP                    COM              68389X105    62538   4315941 SH        DEFINED         09   4315941      0       0
OREGON STL MLS INC             COM              686079104     4169     82300 SH        DEFINED         09     82300      0       0
ORIENT-EXPRESS HOTELS LTD      CL A             G67743107    49171   1265999 SH        DEFINED         09   1265999      0       0
ORTHOFIX INTL N V              COM              N6748L102    17079    447915 SH        DEFINED         09    447915      0       0
OSI PHARMACEUTICALS INC        COM              671040103    46678   1416200 SH        DEFINED         09   1416200      0       0
P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    715684106      645     20100 SH        DEFINED         09     20100      0       0
PACKAGING CORP AMER            COM              695156109    40416   1838912 SH        DEFINED         01   1794124   2294   42494
PACKAGING CORP AMER            COM              695156109     8395    381233 SH        DEFINED         09    381233      0       0
PARTNERRE LTD                  COM              G6852T105     3504     54700 SH        DEFINED         02     54700      0       0
PARTNERRE LTD                  COM              G6852T105     8736    136400 SH        DEFINED         09    136400      0       0
PATTERSON COMPANIES INC        COM              703395103     7052    201900 SH        DEFINED         09    201900      0       0
PAYCHEX INC                    COM              704326107      951     24400 SH        DEFINED         09     24400      0       0
PAYLESS SHOESOURCE INC         COM              704379106     4975    183100 SH        DEFINED         09    183100      0       0
PC MALL INC                    COM              69323K100     1485    233900 SH        DEFINED         09    233900      0       0
PEABODY ENERGY CORP            COM              704549104      134      2400 SH        DEFINED         01      2400      0       0
PEABODY ENERGY CORP            COM              704549104     5625    100900 SH        DEFINED         09    100900      0       0
PEABODY ENERGY CORP            COM              704549104     2788     50000 SH        DEFINED         21     50000      0       0
PENNEY J C INC                 COM              708160106     7797    115500 SH        DEFINED         09    115500      0       0
PENSON WORLDWIDE INC           COM              709600100     9213    535300 SH        DEFINED         09    535300      0       0
PENWEST PHARMACEUTICALS CO     COM              709754105    11168    511600 SH        DEFINED         09    511600      0       0
PEOPLES ENERGY CORP            COM              711030106    28934    807859 SH        DEFINED         01    789639   1073   17147
PEOPLES ENERGY CORP            COM              711030106     7784    216767 SH        DEFINED         09    216767      0       0
PEPCO HOLDINGS INC             COM              713291102    29010   1231696 SH        DEFINED         01   1191789   1058   38849
PEPCO HOLDINGS INC             COM              713291102      561     23800 SH        DEFINED         02     23800      0       0
PEPCO HOLDINGS INC             COM              713291102     5220    221358 SH        DEFINED         09    221358      0       0
PEPSIAMERICAS INC              COM              71343P200     4254    192400 SH        DEFINED         09    192400      0       0
PEPSICO INC                    COM              713448108     5353     89155 SH        DEFINED         01     88775      0     380
PEPSICO INC                    COM              713448108     3572     59500 SH        DEFINED         02     59500      0       0
PEPSICO INC                    COM              713448108    55425    923142 SH        DEFINED         09    923142      0       0
PEPSICO INC                    COM              713448108     4203     70000 SH        DEFINED         21     70000      0       0
PERVASIVE SOFTWARE INC         COM              715710109     1824    453624 SH        DEFINED         09    453624      0       0
PETCO ANIMAL SUPPLIES          COM NEW          716016209    26841   1313800 SH        DEFINED         09   1313800      0       0
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408      938     10500 SH        DEFINED         21     10500      0       0
PETSMART INC                   COM              716768106   155172   6061400 SH        DEFINED         09   6061400      0       0
PFIZER INC                     COM              717081103     5771    248781 SH        DEFINED         01    248644      0     137
PFIZER INC                     COM              717081103    10669    454600 SH        DEFINED         02    454600      0       0
PFIZER INC                     COM              717081103    92843   3955821 SH        DEFINED         09   3955821      0       0
PFSWEB INC                     COM              717098107      285    282340 SH        DEFINED         09    282340      0       0
PHARMACYCLICS INC              COM              716933106    10366   2685400 SH        DEFINED         09   2685400      0       0
PHARMION CORP                  COM              71715B409     8600    505000 SH        DEFINED         09    505000      0       0
PHILADELPHIA CONS HLDG CORP    COM              717528103    69041   2274072 SH        DEFINED         09   2274072      0       0
PINNACLE WEST CAP CORP         COM              723484101    41697   1045817 SH        DEFINED         01   1022093   1289   22435
PINNACLE WEST CAP CORP         COM              723484101     2243     56200 SH        DEFINED         02     56200      0       0
PINNACLE WEST CAP CORP         COM              723484101    15007    376032 SH        DEFINED         09    376032      0       0
PIONEER NAT RES CO             COM              723787107     7440    160300 SH        DEFINED         09    160300      0       0
PNC FINL SVCS GROUP INC        COM              693475105    31500    449505 SH        DEFINED         01    439124    556    9825
PNC FINL SVCS GROUP INC        COM              693475105     3380     48167 SH        DEFINED         09     48167      0       0
PNM RES INC                    COM              69349H107      564     22600 SH        DEFINED         02     22600      0       0
POGO PRODUCING CO              COM              730448107    84192   1826300 SH        DEFINED         09   1826300      0       0
POINT THERAPEUTICS INC         COM              730694106    10438   4208696 SH        DEFINED         09   4208696      0       0
POLO RALPH LAUREN CORP         CL A             731572103     5830    106200 SH        DEFINED         09    106200      0       0
PORTUGAL TELECOM SGPS S A      SPONSORED ADR    737273102      230     19100 SH        DEFINED         09     19100      0       0
POWERDSINE LTD                 SHS              M41415106    13005   1798800 SH        DEFINED         09   1798800      0       0
POWERWAVE TECHNOLOGIES INC     COM              739363109     3792    415800 SH        DEFINED         09    415800      0       0
PPG INDS INC                   COM              693506107      995     15081 SH        DEFINED         01     15081      0       0
PPG INDS INC                   COM              693506107     1789     27100 SH        DEFINED         02     27100      0       0
PPG INDS INC                   COM              693506107    39243    594590 SH        DEFINED         09    594590      0       0
PPL CORP                       COM              69351T106      284      8780 SH        DEFINED         09      8780      0       0
PRAXAIR INC                    COM              74005P104     1188     22000 SH        DEFINED         01     22000      0       0
PRAXAIR INC                    COM              74005P104     1291     23900 SH        DEFINED         02     23900      0       0
PRAXAIR INC                    COM              74005P104    18333    339500 SH        DEFINED         09    339500      0       0
PRAXAIR INC                    COM              74005P104     1782     33000 SH        DEFINED         21     33000      0       0
PRECISION CASTPARTS CORP       COM              740189105     6119    102400 SH        DEFINED         09    102400      0       0
PRICE T ROWE GROUP INC         COM              74144T108     6019    159200 SH        DEFINED         09    159200      0       0
PROCTER & GAMBLE CO            COM              742718109     3134     56369 SH        DEFINED         01     55843      0     526
PROCTER & GAMBLE CO            COM              742718109     2230     40100 SH        DEFINED         02     40100      0       0
PROCTER & GAMBLE CO            COM              742718109     5627    101200 SH        DEFINED         09    101200      0       0
PROGENICS PHARMACEUTICALS IN   COM              743187106    31280   1300100 SH        DEFINED         09   1300100      0       0
PROGRESS ENERGY INC            COM              743263105    32708    764367 SH        DEFINED         01    746944   1010   16413
PROGRESS ENERGY INC            COM              743263105     1265     29500 SH        DEFINED         02     29500      0       0
PROGRESS ENERGY INC            COM              743263105     8625    201200 SH        DEFINED         09    201200      0       0
PSYCHIATRIC SOLUTIONS INC      COM              74439H108    13550    472800 SH        DEFINED         09    472800      0       0
PUBLIC SVC ENTERPRISES         COMMON           744573106       19       290 SH        DEFINED         01       290      0       0
PUGET ENERGY INC NEW           COM              745310102      466     21700 SH        DEFINED         09     21700      0       0
QC HLDGS INC                   COM              74729T101     8684    642803 SH        DEFINED         09    642803      0       0
QUALCOMM INC                   COM              747525103      176      4400 SH        DEFINED         01      4400      0       0
QUALCOMM INC                   COM              747525103      777     19400 SH        DEFINED         09     19400      0       0
QUALCOMM INC                   COM              747525103     4007    100000 SH        DEFINED         21    100000      0       0
QUALITY DISTR INC FLA          COM              74756M102    14722   1108600 SH        DEFINED         09   1108600      0       0
QUEST SOFTWARE INC             COM              74834T103    29196   2079500 SH        DEFINED         09   2079500      0       0
RAYMOND JAMES FINANCIAL INC    COM              754730109     4698    155200 SH        DEFINED         09    155200      0       0
REDBACK NETWORKS INC           COM NEW          757209507     3949    215300 SH        DEFINED         09    215300      0       0
REGAL BELOIT CORP              COM              758750103     2795     63300 SH        DEFINED         09     63300      0       0
REGAL ENTMT GROUP              CL A             758766109     1179     58000 SH        DEFINED         02     58000      0       0
REGAL ENTMT GROUP              CL A             758766109     2940    144700 SH        DEFINED         09    144700      0       0
REGENERON PHARMACEUTICALS      COM              75886F107    12517    976400 SH        DEFINED         09    976400      0       0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103     1076     22200 SH        DEFINED         02     22200      0       0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103     3160     65200 SH        DEFINED         09     65200      0       0
RESEARCH IN MOTION LTD         COM              760975102      712     10200 SH        DEFINED         09     10200      0       0
REYNOLDS AMERICAN INC          COM              761713106    61915    537556 SH        DEFINED         01    524031    661   12864
REYNOLDS AMERICAN INC          COM              761713106    16394    142183 SH        DEFINED         09    142183      0       0
RIO TINTO PLC                  SPONSORED ADR    767204100     1699      8100 SH        DEFINED         02      8100      0       0
RITA MED SYS INC DEL           COM              76774E103     1516    438087 SH        DEFINED         09    438087      0       0
ROCKWELL AUTOMATION INC        COM              773903109     6402     88900 SH        DEFINED         09     88900      0       0
ROHM & HAAS CO                 COM              775371107     3403     67900 SH        DEFINED         02     67900      0       0
ROHM & HAAS CO                 COM              775371107    11392    227300 SH        DEFINED         09    227300      0       0
ROPER INDS INC NEW             COM              776696106     2590     55400 SH        DEFINED         09     55400      0       0
ROYAL DUTCH SHELL PLC          SPONS ADR A      780259206     8734    130400 SH        DEFINED         02    130400      0       0
ROYAL DUTCH SHELL PLC          SPONS ADR A      780259206    56473    843130 SH        DEFINED         09    843130      0       0
RUBIOS RESTAURANTS INC         COM              78116B102     1888    222100 SH        DEFINED         09    222100      0       0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    41259    782600 SH        DEFINED         09    782600      0       0
RYDER SYS INC                  COM              783549108   113997   1951000 SH        DEFINED         09   1951000      0       0
S1 CORPORATION                 COM              78463B101     8749   1822800 SH        DEFINED         09   1822800      0       0
SAIFUN SEMICONDUCTORS LTD      ORD SHS          M8233P102     5730    200000 SH        DEFINED         09    200000      0       0
SANGAMO BIOSCIENCES INC        COM              800677106      595    100900 SH        DEFINED         09    100900      0       0
SANTOS LIMITED                 SPONSORED ADR    803021609    11331    313700 SH        DEFINED         09    313700      0       0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     1633     31100 SH        DEFINED         01     31100      0       0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     1817     34600 SH        DEFINED         02     34600      0       0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204    27142    516800 SH        DEFINED         09    516800      0       0
SATYAM COMPUTER SERVICES LTD   ADR              804098101     7695    232200 SH        DEFINED         21    232200      0       0
SCANA CORP NEW                 COM              80589M102     1100     28500 SH        DEFINED         02     28500      0       0
SCANA CORP NEW                 COM              80589M102     2874     74500 SH        DEFINED         09     74500      0       0
SCHEIN HENRY INC               COM              806407102     5271    112800 SH        DEFINED         09    112800      0       0
SCHLUMBERGER LTD               COM              806857108     1302     20000 SH        DEFINED         21     20000      0       0
SCHNITZER STL INDS             CL A             806882106    20930    589900 SH        DEFINED         09    589900      0       0
SCOTTISH PWR PLC               SP ADR FNL NEW   81013T804    39952    926092 SH        DEFINED         01    903119   1085   21888
SCOTTISH PWR PLC               SP ADR FNL NEW   81013T804     2470     57255 SH        DEFINED         09     57255      0       0
SEAGATE TECHNOLOGY             SHS              G7945J104    58746   2594800 SH        DEFINED         09   2594800      0       0
SEMITOOL INC                   COM              816909105     1660    184000 SH        DEFINED         09    184000      0       0
SEMPRA ENERGY                  COM              816851109      488     10728 SH        DEFINED         09     10728      0       0
SENIOR HSG PPTYS TR            SH BEN INT       81721M109    20254   1133968 SH        DEFINED         01   1107174   1443   25351
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     1164     65000 SH        DEFINED         02     65000      0       0
SENIOR HSG PPTYS TR            SH BEN INT       81721M109    11395    636234 SH        DEFINED         09    636234      0       0
SEPRACOR INC                   COM              817315104    33667    589200 SH        DEFINED         09    589200      0       0
SERVICEMASTER CO               COM              81760N109    15406   1491400 SH        DEFINED         09   1491400      0       0
SHIRE PLC                      SPONSORED ADR    82481R106     5375    137627 SH        DEFINED         01    137627      0       0
SHIRE PLC                      SPONSORED ADR    82481R106     3140     71000 SH        DEFINED         02     71000      0       0
SHIRE PLC                      SPONSORED ADR    82481R106    50524   1142300 SH        DEFINED         09   1142300      0       0
SHIRE PLC                      SPONSORED ADR    82481R106     5987    145882 SH        DEFINED         21    145882      0       0
SI INTL INC                    COM              78427V102    12954    422500 SH        DEFINED         09    422500      0       0
SILICON IMAGE INC              COM              82705T102    32341   3000100 SH        DEFINED         09   3000100      0       0
SIMPSON MANUFACTURING CO INC   COM              829073105    44616   1237620 SH        DEFINED         09   1237620      0       0
SMITHFIELD FOODS INC           COM              832248108     2023     76200 SH        DEFINED         01     76200      0       0
SMITHFIELD FOODS INC           COM              832248108    54272   1882500 SH        DEFINED         09   1882500      0       0
SMITHFIELD FOODS INC           COM              832248108      442     19600 SH        DEFINED         21     19600      0       0
SNAP ON INC                    COM              833034101     6006    148600 SH        DEFINED         09    148600      0       0
SOHU COM INC                   COM              83408W103     2262     87700 SH        DEFINED         09     87700      0       0
SOLEXA INC                     COM              83420X105     8588   1010300 SH        DEFINED         09   1010300      0       0
SOMAXON PHARMACEUTICALS INC    COM              834453102    16864   1080348 SH        DEFINED         09   1080348      0       0
SONIC SOLUTIONS                COM              835460106     4125    250000 SH        DEFINED         09    250000      0       0
SONUS PHARMACEUTICALS INC      COM              835692104     7621   1530400 SH        DEFINED         09   1530400      0       0
SOUTHERN CO                    COM              842587107    17471    546915 SH        DEFINED         01    529402    464   17049
SOUTHERN CO                    COM              842587107     2910     90800 SH        DEFINED         02     90800      0       0
SOUTHERN CO                    COM              842587107     9559    298238 SH        DEFINED         09    298238      0       0
SOUTHWESTERN ENERGY CO         COM              845467109     3630    116500 SH        DEFINED         09    116500      0       0
SPANSION INC                   COM CL A         84649R101    68461   4294900 SH        DEFINED         09   4294900      0       0
SPECTRUM PHARMACEUTICALS INC   COM              84763A108     2044    524000 SH        DEFINED         09    524000      0       0
SPRINT NEXTEL CORP             COM FON          852061100      794     39700 SH        DEFINED         01     39700      0       0
SPRINT NEXTEL CORP             COM FON          852061100     8251    412735 SH        DEFINED         09    412735      0       0
ST JOE CO                      COM              790148100    47019   1010300 SH        DEFINED         09   1010300      0       0
ST JUDE MED INC                COM              790849103     4194    129370 SH        DEFINED         01    128747      0     623
ST JUDE MED INC                COM              790849103     2438     75200 SH        DEFINED         02     75200      0       0
ST JUDE MED INC                COM              790849103    39740   1225800 SH        DEFINED         09   1225800      0       0
ST MARY LD & EXPL CO           COM              792228108    11069    275000 SH        DEFINED         09    275000      0       0
STAAR SURGICAL CO              COM PAR $0.01    852312305     7820   1010300 SH        DEFINED         09   1010300      0       0
STARWOOD HOTELS&RESORTS WRLD   COM              85590A401     3524     58400 SH        DEFINED         09     58400      0       0
STATE STR CORP                 COM              857477103     4676     80500 SH        DEFINED         09     80500      0       0
STEEL DYNAMICS INC             COM              858119100      408      6200 SH        DEFINED         01      6200      0       0
STEEL DYNAMICS INC             COM              858119100     4398     66900 SH        DEFINED         09     66900      0       0
STEREOTAXIS INC                COM              85916J102     7014    650000 SH        DEFINED         09    650000      0       0
SUEZ                           SPONSORED ADR    864686100      384      9200 SH        DEFINED         09      9200      0       0
SUN LIFE FINL INC              COM              866796105     2651     66400 SH        DEFINED         02     66400      0       0
SUN LIFE FINL INC              COM              866796105    19378    485300 SH        DEFINED         09    485300      0       0
SUN LIFE FINL INC              COM              866796105     2265     56714 SH        DEFINED         21     56714      0       0
SUNPOWER CORP                  COM CL A         867652109    11993    428000 SH        DEFINED         09    428000      0       0
SUNRISE SENIOR LIVING INC      COM              86768K106     5284    191100 SH        DEFINED         09    191100      0       0
SUPERTEX INC                   COM              868532102    30247    757300 SH        DEFINED         09    757300      0       0
SUPERVALU INC                  COM              868536103     1087     35400 SH        DEFINED         01     35400      0       0
SUPERVALU INC                  COM              868536103      316     10283 SH        DEFINED         02     10283      0       0
SUPERVALU INC                  COM              868536103    40028   1303830 SH        DEFINED         09   1303830      0       0
SUPPORTSOFT INC                COM              868587106      806    204600 SH        DEFINED         09    204600      0       0
SYMANTEC CORP                  COM              871503108      270     17400 SH        DEFINED         01     17400      0       0
SYMANTEC CORP                  COM              871503108     1422     91482 SH        DEFINED         09     91482      0       0
SYMANTEC CORP                  COM              871503108     2642    170000 SH        DEFINED         21    170000      0       0
SYMBION INC DEL                COM              871507109     4198    202200 SH        DEFINED         09    202200      0       0
SYMBOL TECHNOLOGIES INC        COM              871508107    28499   2641200 SH        DEFINED         09   2641200      0       0
SYNIVERSE HLDGS INC            COM              87163F106    11732    798100 SH        DEFINED         09    798100      0       0
SYNOPSYS INC                   COM              871607107      494     26300 SH        DEFINED         09     26300      0       0
SYNTAX BRILLIAN CORP           COM              87163L103     3115   1298100 SH        DEFINED         09   1298100      0       0
SYNTROLEUM CORP                COM              871630109     2895    476900 SH        DEFINED         09    476900      0       0
TALEO CORP                     CL A             87424N104     2948    250000 SH        DEFINED         09    250000      0       0
TARGET CORP                    COM              87612E106     3023     65300 SH        DEFINED         01     65300      0       0
TARGET CORP                    COM              87612E106     2390     48900 SH        DEFINED         02     48900      0       0
TARGET CORP                    COM              87612E106    33629    688139 SH        DEFINED         09    688139      0       0
TARGET CORP                    COM              87612E106     4582     96200 SH        DEFINED         21     96200      0       0
TELECOM CORP NEW ZEALAND LTDAD COMMON           879278208   28,818 1,448,851 SH        DEFINED         01 1,413,757  1,855  33,239
TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y102     1175     42088 SH        DEFINED         09     42088      0       0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      262     12600 SH        DEFINED         02     12600      0       0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    12706    610000 SH        DEFINED         09    610000      0       0
TELIK INC                      COM              87959M109    16683   1011100 SH        DEFINED         09   1011100      0       0
TELLABS INC                    COM              879664100      552     41500 SH        DEFINED         09     41500      0       0
TELSTRA CORP LTD               SPON ADR FINAL   87969N204     4173    304600 SH        DEFINED         09    304600      0       0
TENET HEALTHCARE CORP          COM              88033G100      105     15000 SH        DEFINED         01     15000      0       0
TESORO CORP                    COM              881609101     6417     86300 SH        DEFINED         09     86300      0       0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     3194    101100 SH        DEFINED         09    101100      0       0
TEXAS ROADHOUSE INC            CL A             882681109    15187   1123300 SH        DEFINED         09   1123300      0       0
TEXTRON INC                    COM              883203101      295      3200 SH        DEFINED         01      3200      0       0
TEXTRON INC                    COM              883203101     2950     32000 SH        DEFINED         21     32000      0       0
THERAVANCE INC                 COM              88338T104     2517    110000 SH        DEFINED         09    110000      0       0
THERMO ELECTRON CORP           COM              883556102     6012    165900 SH        DEFINED         09    165900      0       0
THERMOGENESIS CORP             COM NEW          883623209     4120   1000000 SH        DEFINED         09   1000000      0       0
THRESHOLD PHARMACEUTICAL INC   COM              885807107     7068   2019400 SH        DEFINED         09   2019400      0       0
TIDEWATER INC                  COM              886423102     3788     77000 SH        DEFINED         09     77000      0       0
TIDEWATER INC                  COM              886423102     1850     37600 SH        DEFINED         21     37600      0       0
TIME WARNER TELECOM INC        CL A             887319101    47979   3230900 SH        DEFINED         09   3230900      0       0
TNS INC                        COM              872960109    34532   1669000 SH        DEFINED         09   1669000      0       0
TNT N V                        SPONSORED ADR    87260W101     2109     58900 SH        DEFINED         02     58900      0       0
TNT N V                        SPONSORED ADR    87260W101     9881    276000 SH        DEFINED         09    276000      0       0
TORO CO                        COM              891092108     5394    115500 SH        DEFINED         09    115500      0       0
TOTAL S A                      SPONSORED ADR    89151E109     4403     67200 SH        DEFINED         02     67200      0       0
TOTAL S A                      SPONSORED ADR    89151E109    74346   1134700 SH        DEFINED         09   1134700      0       0
TRANSDIGM GROUP INC            COM              893641100    28728   1199500 SH        DEFINED         09   1199500      0       0
TRANSOCEAN INC                 ORD              G90078109     3709     50000 SH        DEFINED         01     50000      0       0
TRANSOCEAN INC                 ORD              G90078109     2626     32700 SH        DEFINED         02     32700      0       0
TRANSOCEAN INC                 ORD              G90078109    37116    462100 SH        DEFINED         09    462100      0       0
TRANSOCEAN INC                 ORD              G90078109    21234    267100 SH        DEFINED         21    267100      0       0
TXU CORP                       COM              873168108     2039     34100 SH        DEFINED         01     34100      0       0
TXU CORP                       COM              873168108     2218     37100 SH        DEFINED         02     37100      0       0
TXU CORP                       COM              873168108    32075    536464 SH        DEFINED         09    536464      0       0
TYCO INTL LTD NEW              COM              902124106     1484     53977 SH        DEFINED         01     53977      0       0
TYCO INTL LTD NEW              COM              902124106     1606     58400 SH        DEFINED         02     58400      0       0
TYCO INTL LTD NEW              COM              902124106    10323    375391 SH        DEFINED         09    375391      0       0
UBS AG                         NAMEN AKT        H8920M855     2424     22100 SH        DEFINED         02     22100      0       0
UBS AG                         NAMEN AKT        H8920M855     5452     49700 SH        DEFINED         09     49700      0       0
ULTRATECH INC                  COM              904034105    22884   1453900 SH        DEFINED         09   1453900      0       0
UNILEVER PLC                   SPON ADR NEW     904767704    40267   1786485 SH        DEFINED         01   1740451   2139   43895
UNILEVER PLC                   SPON ADR NEW     904767704     7071    313720 SH        DEFINED         02    313720      0       0
UNILEVER PLC                   SPON ADR NEW     904767704    14864    659443 SH        DEFINED         09    659443      0       0
UNISYS CORP                    COM              909214108      672    107000 SH        DEFINED         01    107000      0       0
UNISYS CORP                    COM              909214108     6907   1099900 SH        DEFINED         09   1099900      0       0
UNITED PARCEL SERVICE INC      CL B             911312106    83170   1010200 SH        DEFINED         09   1010200      0       0
UNITED STATES STL CORP NEW     COM              912909108      996     16300 SH        DEFINED         01     16300      0       0
UNITED STATES STL CORP NEW     COM              912909108    45873    654200 SH        DEFINED         09    654200      0       0
UNITED STATES STL CORP NEW     COM              912909108     1290     19900 SH        DEFINED         21     19900      0       0
UNITED SURGICAL PARTNERS INT   COM              913016309    81913   2724074 SH        DEFINED         09   2724074      0       0
UNITED TECHNOLOGIES CORP       COM              913017109     8484    140075 SH        DEFINED         01    139763      0     312
UNITED TECHNOLOGIES CORP       COM              913017109     5296     83500 SH        DEFINED         02     83500      0       0
UNITED TECHNOLOGIES CORP       COM              913017109   127500   2010400 SH        DEFINED         09   2010400      0       0
UNITED TECHNOLOGIES CORP       COM              913017109     3548     60400 SH        DEFINED         21     60400      0       0
UNITED UTILS PLC               SPONSORED ADR    91311Q105    35921   1514997 SH        DEFINED         01   1479531   1990   33476
UNITED UTILS PLC               SPONSORED ADR    91311Q105      479     20200 SH        DEFINED         02     20200      0       0
UNITED UTILS PLC               SPONSORED ADR    91311Q105     6985    294585 SH        DEFINED         09    294585      0       0
UNITEDHEALTH GROUP INC         COM              91324P102    31664    707100 SH        DEFINED         09    707100      0       0
UPM KYMMENE CORP               SPONSORED ADR    915436109    30110   1401132 SH        DEFINED         01   1365791   1718   33623
UPM KYMMENE CORP               SPONSORED ADR    915436109     1943     90400 SH        DEFINED         02     90400      0       0
UPM KYMMENE CORP               SPONSORED ADR    915436109     2386    111048 SH        DEFINED         09    111048      0       0
URS CORP NEW                   COM              903236107     3902     92900 SH        DEFINED         09     92900      0       0
US BANCORP DEL                 COM NEW          902973304     2428     81375 SH        DEFINED         01     81375      0       0
US BANCORP DEL                 COM NEW          902973304     3350    108500 SH        DEFINED         02    108500      0       0
US BANCORP DEL                 COM NEW          902973304    24298    786850 SH        DEFINED         09    786850      0       0
UST INC                        COM              902911106    32231    714852 SH        DEFINED         01    697645    908   16299
UST INC                        COM              902911106     8278    183187 SH        DEFINED         09    183187      0       0
UTI WORLDWIDE INC              ORD              G87210103     4688    185800 SH        DEFINED         09    185800      0       0
VALERA PHARMACEUTICALS INC     COM              91914F100     2517    300049 SH        DEFINED         09    300049      0       0
VALUECLICK INC                 COM              92046N102    36536   2380168 SH        DEFINED         09   2380168      0       0
VASCO DATA SEC INTL INC        COM              92230Y104      637     76300 SH        DEFINED         09     76300      0       0
VCA ANTECH INC                 COM              918194101    11137    348800 SH        DEFINED         09    348800      0       0
VECTREN CORP                   COM              92240G101     1150     42200 SH        DEFINED         02     42200      0       0
VECTREN CORP                   COM              92240G101     2981    109400 SH        DEFINED         09    109400      0       0
VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N103      497      9600 SH        DEFINED         09      9600      0       0
VERASUN ENERGY CORP            COM              92336G106    22532    858700 SH        DEFINED         09    858700      0       0
VERIZON COMMUNICATIONS         COM              92343V104     3677    111683 SH        DEFINED         01    110828      0     855
VERIZON COMMUNICATIONS         COM              92343V104     2421     72300 SH        DEFINED         02     72300      0       0
VERIZON COMMUNICATIONS         COM              92343V104    71961   2148730 SH        DEFINED         09   2148730      0       0
VIACOM INC NEW CL B            COMMON           92553P201      869    24,255 SH        DEFINED         01    23,988      0     267
VICAL INC                      COM              925602104    14868   2678900 SH        DEFINED         09   2678900      0       0
VICOR CORP                     COM              925815102     9041    545644 SH        DEFINED         09    545644      0       0
VIMICRO INTL CORP              ADR              92718N109     3755    297800 SH        DEFINED         09    297800      0       0
VISHAY INTERTECHNOLOGY INC     COM              928298108     4851    308400 SH        DEFINED         09    308400      0       0
VISICU INC                     COM              92831L204     2206    125000 SH        DEFINED         09    125000      0       0
VIVENDI                        SPON ADR NEW     92851S204     1142     32700 SH        DEFINED         02     32700      0       0
VIVENDI                        SPON ADR NEW     92851S204     2831     81100 SH        DEFINED         09     81100      0       0
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     3365    158000 SH        DEFINED         02    158000      0       0
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    10079    473200 SH        DEFINED         09    473200      0       0
VOLCOM INC                     COM              92864N101    23231    726200 SH        DEFINED         09    726200      0       0
WACHOVIA CORP 2ND NEW          COM              929903102     2647     48942 SH        DEFINED         01     48409      0     533
WACHOVIA CORP 2ND NEW          COM              929903102     5549    102600 SH        DEFINED         02    102600      0       0
WACHOVIA CORP 2ND NEW          COM              929903102    67692   1251700 SH        DEFINED         09   1251700      0       0
WAL MART STORES INC            COM              931142103     2965     64203 SH        DEFINED         01     63650      0     553
WAL MART STORES INC            COM              931142103      324      8600 SH        DEFINED         21      8600      0       0
WASHINGTON MUT INC             COM              939322103      189      5300 SH        DEFINED         01      5300      0       0
WASHINGTON MUT INC             COM              939322103     2272     49850 SH        DEFINED         02     49850      0       0
WASHINGTON MUT INC             COM              939322103    10998    241283 SH        DEFINED         09    241283      0       0
WASHINGTON POST CO             CL B             939640108    25584     32800 SH        DEFINED         09     32800      0       0
WASTE MGMT INC DEL             COM              94106L109     1256     35011 SH        DEFINED         01     34687      0     324
WASTE MGMT INC DEL             COM              94106L109     1403     39100 SH        DEFINED         02     39100      0       0
WASTE MGMT INC DEL             COM              94106L109    31492    877700 SH        DEFINED         09    877700      0       0
WASTE MGMT INC DEL             COM              94106L109     1794     50000 SH        DEFINED         21     50000      0       0
WEATHERFORD INTERNATIONAL LT   COM              G95089101     6218    125317 SH        DEFINED         01    124777      0     540
WEATHERFORD INTERNATIONAL LT   COM              G95089101     2913     58700 SH        DEFINED         02     58700      0       0
WEATHERFORD INTERNATIONAL LT   COM              G95089101    50419   1016100 SH        DEFINED         09   1016100      0       0
WEATHERFORD INTERNATIONAL LT   COM              G95089101     1737     35000 SH        DEFINED         21     35000      0       0
WEBMD HEALTH CORP              CL A             94770V102    11584    244900 SH        DEFINED         09    244900      0       0
WEBSIDESTORY INC               COM              947685103     3549    290900 SH        DEFINED         09    290900      0       0
WELLS FARGO & CO NEW           COM              949746101     2233     33291 SH        DEFINED         01     33291      0       0
WELLS FARGO & CO NEW           COM              949746101     5816     86700 SH        DEFINED         02     86700      0       0
WELLS FARGO & CO NEW           COM              949746101   123565   1842060 SH        DEFINED         09   1842060      0       0
WENDYS INTL INC                COM              950590109      519      8900 SH        DEFINED         01      8900      0       0
WENDYS INTL INC                COM              950590109      571      9800 SH        DEFINED         02      9800      0       0
WENDYS INTL INC                COM              950590109    14584    250200 SH        DEFINED         09    250200      0       0
WESCO INTL INC                 COM              95082P105     9481    137400 SH        DEFINED         09    137400      0       0
WESTERN DIGITAL CORP           COM              958102105      131      6600 SH        DEFINED         01      6600      0       0
WESTERN DIGITAL CORP           COM              958102105     1387     70000 SH        DEFINED         21     70000      0       0
WESTERN GAS RES INC            COM              958259103     5799     96900 SH        DEFINED         09     96900      0       0
WHITE MTNS INS GROUP LTD       COM              G9618E107    65453    134400 SH        DEFINED         09    134400      0       0
WHOLE FOODS MKT INC            COM              966837106      181      2800 SH        DEFINED         01      2800      0       0
WHOLE FOODS MKT INC            COM              966837106    32979    510200 SH        DEFINED         09    510200      0       0
WHOLE FOODS MKT INC            COM              966837106     1616     25000 SH        DEFINED         21     25000      0       0
WILLIAMS SONOMA INC            COM              969904101    29232    858500 SH        DEFINED         09    858500      0       0
WILLIS GROUP HOLDINGS LTD      SHS              G96655108    65734   2047800 SH        DEFINED         09   2047800      0       0
WINNEBAGO INDS INC             COM              974637100     6208    200000 SH        DEFINED         09    200000      0       0
WPS RESOURCES CORP             COM              92931B106      233      4700 SH        DEFINED         09      4700      0       0
WRIGLEY WM JR CO               COM              982526105      191      4200 SH        DEFINED         01      4200      0       0
WRIGLEY WM JR CO               COM              982526105     1361     30000 SH        DEFINED         21     30000      0       0
WYETH                          COM              983024100     8018    186522 SH        DEFINED         01    185782      0     740
WYETH                          COM              983024100    12937    291300 SH        DEFINED         02    291300      0       0
WYETH                          COM              983024100   103128   2322176 SH        DEFINED         09   2322176      0       0
WYETH                          COM              983024100     3130     74800 SH        DEFINED         21     74800      0       0
XCEL ENERGY INC                COM              98389B100       88      5900 SH        DEFINED         01      5900      0       0
XCEL ENERGY INC                COM              98389B100     4352    226910 SH        DEFINED         09    226910      0       0
XEROX CORP                     COM              984121103     3202    230200 SH        DEFINED         01    230200      0       0
XEROX CORP                     COM              984121103     2395    172200 SH        DEFINED         02    172200      0       0
XEROX CORP                     COM              984121103    83698   6017100 SH        DEFINED         09   6017100      0       0
XILINX INC                     COM              983919101      439     19400 SH        DEFINED         09     19400      0       0
XL CAP LTD                     CL A             G98255105      760     12400 SH        DEFINED         02     12400      0       0
XL CAP LTD                     CL A             G98255105    18549    302600 SH        DEFINED         09    302600      0       0
XL CAP LTD                     CL A             G98255105     2066     33700 SH        DEFINED         21     33700      0       0
XTO ENERGY INC                 COM              98385X106     3205     72400 SH        DEFINED         01     72400      0       0
XTO ENERGY INC                 COM              98385X106     3559     80400 SH        DEFINED         02     80400      0       0
XTO ENERGY INC                 COM              98385X106    50109   1131900 SH        DEFINED         09   1131900      0       0
XYRATEX LTD                    COM              G98268108    13545    512100 SH        DEFINED         09    512100      0       0
YAHOO INC                      COM              984332106      502     15200 SH        DEFINED         01     15200      0       0
YAHOO INC                      COM              984332106     1007     30500 SH        DEFINED         09     30500      0       0
YAHOO INC                      COM              984332106     4950    150000 SH        DEFINED         21    150000      0       0
ZIMMER HLDGS INC               COM              98956P102      501     11300 SH        DEFINED         01     11300      0       0
ZIMMER HLDGS INC               COM              98956P102      364      8200 SH        DEFINED         21      8200      0       0
ZIONS BANCORPORATION           COM              989701107     6796     87200 SH        DEFINED         09     87200      0       0
ZOLL MED CORP                  COM              989922109     4275    130500 SH        DEFINED         09    130500      0       0
ZUMIEZ INC                     COM              989817101     2630     70000 SH        DEFINED         09     70000      0       0