UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2006 Check here if Amendment No Amendment Number: 0 This Amendment (choose one): Institutional Investment Manager Filing this Report: Name: Prudential Financial, Inc. Address: 751 Broad Street Newark, New Jersey 07102-3777 Form 13F File Number: 28-10077 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: Frank P. Adamo Title: Second Vice President Phone: 973-802-5632 Signature, Place, and Date of Signing: /s/ Frank P. Adamo Newark, New Jersey February 9, 2006 Report Type (Check only one.): 13F Holdings Report List of Other Managers Reporting for this Manager: I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 2,361 Form 13F Information Table Value Total: $44,769,368,000 List of Other Included Managers: No. 13F File Number Name 3 28-04217 Prudential Investment Management, Inc. 14 28-11173 Quantitative Management Associates 15 Prudential Bache Securities, LLC Effective February 1, 2006 Pru Global Securities, LLC changed its name to Prudential Bache Securities, LLC. Jennison Associates, LLC., a wholly-owned subsidiary of Prudential, is reporting with respect to securities over which it exercises investment discretion. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE AAR CORP COM 000361105 1983 67921 SH DEFINED 14 19501 48420 ABB LTD SPONSORED ADR 000375204 0 44074 SH DEFINED 14 0 44074 ABX AIR INC COM 00080S101 166 23900 SH DEFINED 14 23900 0 A D C TELECOMMUNICATIONS COM NEW 000886309 2738 188471 SH DEFINED 14 54815 133656 ABN AMRO HLDG NV SPONSORED ADR 000937102 0 28798 SH DEFINED 14 0 28798 ABM INDS INC COM 000957100 2542 111913 SH DEFINED 14 43052 68861 AFLAC INC COM 001055102 38188 830178 SH DEFINED 14 315987 514191 AGCO CORP COM 001084102 1626 52560 SH DEFINED 14 52560 0 AGL RES INC COM 001204106 6116 157183 SH DEFINED 14 113683 43500 AES CORP COM 00130H105 24571 1114859 SH DEFINED 14 421389 693470 AES CORP COM 00130H105 238 10800 SH DEFINED 15 10800 0 AMB PROPERTY CORP COM 00163T109 2276 38840 SH DEFINED 03 1200 37640 AMB PROPERTY CORP COM 00163T109 3328 56782 SH 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CORP COM 486587108 3335 83919 SH DEFINED 14 35091 48828 KEANE INC COM 486665102 1056 88625 SH DEFINED 14 29924 58701 KB HOME COM 48666K109 13893 270922 SH DEFINED 14 164023 106899 KEITHLEY INSTRS INC COM 487584104 353 26808 SH DEFINED 14 8351 18457 KELLOGG CO COM 487836108 23953 478489 SH DEFINED 14 156307 322182 KELLWOOD CO COM 488044108 2033 62520 SH DEFINED 14 14436 48084 KELLY SVCS INC CL A 488152208 319 11034 SH DEFINED 14 11034 0 KEMET CORP COM 488360108 532 72894 SH DEFINED 14 72894 0 KENDLE INTERNATIONAL INC COM 48880L107 691 21972 SH DEFINED 14 5800 16172 KENNAMETAL INC COM 489170100 5582 94854 SH DEFINED 14 50654 44200 KENSEY NASH CORP COM 490057106 681 21418 SH DEFINED 14 6007 15411 KEYCORP NEW COM 493267108 86748 2281039 SH DEFINED 14 607987 1673052 KEYSPAN CORP COM 49337W100 11454 278146 SH DEFINED 14 105635 172511 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 995 29275 SH DEFINED 14 7800 21475 KFORCE INC COM 493732101 2 200 SH DEFINED 10 200 0 KFORCE INC COM 493732101 129 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3929 230469 SH DEFINED 14 112263 118206 KOHLS CORP COM 500255104 155123 2266893 SH DEFINED 14 561442 1705451 KOMAG INC COM NEW 500453204 1 31 SH DEFINED 10 31 0 KOMAG INC COM NEW 500453204 4302 113562 SH DEFINED 14 54000 59562 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 0 280491 SH DEFINED 14 0 280491 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 481 13753 SH DEFINED 14 0 13753 KOPIN CORP COM 500600101 435 121839 SH DEFINED 14 32436 89403 KOPPERS HOLDINGS INC COM 50060P106 566 21700 SH DEFINED 14 21700 0 KORN FERRY INTL COM NEW 500643200 1022 44497 SH DEFINED 14 44497 0 KRAFT FOODS INC CL A 50075N104 8238 230754 SH DEFINED 14 12500 218254 KROGER CO COM 501044101 97606 4230865 SH DEFINED 14 1311746 2919119 KRONOS INC COM 501052104 6330 172299 SH DEFINED 14 51979 120320 KUBOTA CORP ADR 501173207 0 19094 SH DEFINED 14 0 19094 KULICKE & SOFFA INDS INC COM 501242101 17 2000 SH DEFINED 10 2000 0 KULICKE & SOFFA INDS INC COM 501242101 1658 197351 SH DEFINED 14 117334 80017 KYOCERA CORP ADR 501556203 0 20496 SH DEFINED 14 0 20496 KYPHON INC COM 501577100 436 10800 SH DEFINED 14 10800 0 LCA-VISION INC COM PAR $.001 501803308 0 13 SH DEFINED 10 13 0 LCA-VISION INC COM PAR $.001 501803308 1736 50518 SH DEFINED 14 19200 31318 LKQ CORP COM 501889208 0 20 SH DEFINED 10 20 0 LKQ CORP COM 501889208 1988 86451 SH DEFINED 14 26000 60451 LSI LOGIC CORP COM 502161102 6290 698941 SH DEFINED 14 258729 440212 LTC PPTYS INC COM 502175102 1466 53692 SH DEFINED 14 26200 27492 L-3 COMMUNICATIONS HLDGS INC COM 502424104 72766 889779 SH DEFINED 14 279513 610266 LA Z BOY INC COM 505336107 1095 92225 SH DEFINED 14 24534 67691 LABOR READY INC COM NEW 505401208 0 10 SH DEFINED 10 10 0 LABOR READY INC COM NEW 505401208 3865 210859 SH DEFINED 14 128273 82586 LABORATORY CORP AMER HLDGS COM NEW 50540R409 25616 348666 SH DEFINED 14 81211 267455 LABRANCHE & CO INC COM 505447102 932 94778 SH DEFINED 14 25200 69578 LACLEDE GROUP INC COM 505597104 2317 66144 SH DEFINED 14 34963 31181 LAFARGE COPPEE S 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59671 SH DEFINED 14 59671 0 LAUDER ESTEE COS INC CL A 518439104 10469 256458 SH DEFINED 14 78470 177988 LAUREATE EDUCATION INC COM 518613104 2066 42484 SH DEFINED 14 36984 5500 LAWSON PRODS INC COM 520776105 441 9614 SH DEFINED 14 4094 5520 LEAR CORP COM 521865105 1149 38917 SH DEFINED 14 38817 100 LEE ENTERPRISES INC COM 523768109 2503 80600 SH DEFINED 14 72300 8300 LEGGETT & PLATT INC COM 524660107 15574 651620 SH DEFINED 14 380428 271192 LEGG MASON INC COM 524901105 20869 219563 SH DEFINED 14 82950 136613 LEHMAN BROS HLDGS INC COM 524908100 238045 3047171 SH DEFINED 14 938395 2108776 LENNAR CORP CL A 526057104 19256 367063 SH DEFINED 14 208441 158622 LENNOX INTL INC COM 526107107 4305 140649 SH DEFINED 14 31083 109566 LENOX GROUP INC COM 526262100 161 25192 SH DEFINED 14 6645 18547 LEUCADIA NATL CORP COM 527288104 3043 107918 SH DEFINED 14 98468 9450 LEVEL 3 COMMUNICATIONS INC COM 52729N100 309 55200 SH DEFINED 14 55200 0 LEXINGTON CORP PPTYS TR COM 529043101 5211 232429 SH DEFINED 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548429 SH DEFINED 14 221114 327315 LINCOLN ELEC HLDGS INC COM 533900106 2215 36667 SH DEFINED 14 33067 3600 LINCOLN NATL CORP IND COM 534187109 45773 689354 SH DEFINED 14 358342 331012 LINSAY CORPORATION COM 535555106 939 28760 SH DEFINED 14 11879 16881 LINEAR TECHNOLOGY CORP COM 535678106 1 36 SH DEFINED 10 36 0 LINEAR TECHNOLOGY CORP COM 535678106 14823 488876 SH DEFINED 14 188211 300665 LIQUIDITY SERVICES INC COM 53635B107 1 31 SH DEFINED 10 31 0 LIQUIDITY SERVICES INC COM 53635B107 451 26200 SH DEFINED 14 8900 17300 LITHIA MTRS INC CL A 536797103 1113 38700 SH DEFINED 14 36200 2500 LITTELFUSE INC COM 537008104 1576 49439 SH DEFINED 14 14199 35240 LIVE NATION INC COM 538034109 2763 123360 SH DEFINED 14 37072 86288 LIZ CLAIBORNE INC COM 539320101 37757 868775 SH DEFINED 14 394067 474708 LO-JACK CORP COM 539451104 2459 143983 SH DEFINED 14 65100 78883 LOCKHEED MARTIN CORP COM 539830109 153681 1669175 SH DEFINED 14 418940 1250235 LODGENET ENTMT CORP COM 540211109 631 25200 SH DEFINED 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55261F104 16283 133292 SH DEFINED 14 49683 83609 MAF BANCORP INC COM 55261R108 2558 57237 SH DEFINED 14 15011 42226 MBIA INC COM 55262C100 27503 376450 SH DEFINED 14 212205 164245 M D C HLDGS INC COM 552676108 1148 20121 SH DEFINED 14 20121 0 MDU RES GROUP INC COM 552690109 4463 174060 SH DEFINED 14 157110 16950 MEMC ELECTR MATLS INC COM 552715104 42472 1085132 SH DEFINED 14 321124 764008 MFA MTG INVTS INC COM 55272X102 249 32400 SH DEFINED 14 32400 0 MGE ENERGY INC COM 55277P104 238 6500 SH DEFINED 14 6500 0 MGIC INVT CORP WIS COM 552848103 84298 1347900 SH DEFINED 14 428307 919593 MGI PHARMA INC COM 552880106 2799 152019 SH DEFINED 14 43869 108150 MGM MIRAGE COM 552953101 350 6110 SH DEFINED 14 5860 250 MGP INGREDIENTS INC COM 55302G103 1890 83600 SH DEFINED 14 69400 14200 M/I HOMES INC COM 55305B101 830 21737 SH DEFINED 14 5800 15937 MKS INSTRUMENT INC COM 55306N104 3942 174600 SH DEFINED 14 99500 75100 MIVA INC COM 55311R108 183 54193 SH DEFINED 14 17277 36916 MPS GROUP INC COM 553409103 838 59105 SH DEFINED 14 59105 0 MSC INDL DIRECT INC CL A 553530106 8741 223271 SH DEFINED 14 105371 117900 MTS SYS CORP COM 553777103 4446 115109 SH DEFINED 14 28100 87009 MACATAWA BK CORP COM 554225102 244 11498 SH DEFINED 14 11498 0 MACDERMID INC COM 554273102 2002 58707 SH DEFINED 14 14529 44178 MACERICH CO COM 554382101 3720 42969 SH DEFINED 14 41719 1250 MACK CALI RLTY CORP COM 554489104 3898 76432 SH DEFINED 14 69232 7200 MACROVISION CORP COM 555904101 1911 67613 SH DEFINED 14 57813 9800 MADDEN STEVEN LTD COM 556269108 8508 242450 SH DEFINED 14 113570 128880 MAGELLAN HEALTH SVCS INC COM NEW 559079207 493 11402 SH DEFINED 14 11402 0 MAGMA DESIGN AUTOMATION COM 559181102 432 48400 SH DEFINED 14 48400 0 MAGNETEK INC COM 559424106 297 52501 SH DEFINED 14 13899 38602 MAGUIRE PPTYS INC COM 559775101 6316 157900 SH DEFINED 03 5300 152600 MAGUIRE PPTYS INC COM 559775101 82 2044 SH DEFINED 14 2044 0 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 684 107500 SH DEFINED 14 25800 81700 MAIDENFORM BRANDS INC COM 560305104 335 18500 SH DEFINED 14 18500 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 246 14549 SH DEFINED 14 14549 0 MANHATTAN ASSOCS INC COM 562750109 3979 132293 SH DEFINED 14 61800 70493 MANITOWOC INC COM 563571108 8863 149129 SH DEFINED 14 34526 114603 MANNATECH INC COM 563771104 2 150 SH DEFINED 10 150 0 MANNATECH INC COM 563771104 459 31136 SH DEFINED 14 10536 20600 MANOR CARE INC NEW COM 564055101 8321 177352 SH DEFINED 14 72728 104624 MANPOWER INC COM 56418H100 7566 100974 SH DEFINED 14 88854 12120 MANTECH INTL CORP CL A 564563104 1210 32852 SH DEFINED 14 8802 24050 MANULIFE FINL CORP COM 56501R106 312 9245 SH DEFINED 14 0 9245 MAPINFO CORP COM 565105103 498 38136 SH DEFINED 14 10078 28058 MARATHON OIL CORP COM 565849106 139291 1505850 SH DEFINED 14 567908 937942 MARCUS CORP COM 566330106 975 38129 SH DEFINED 14 10082 28047 MARINEMAX INC COM 567908108 873 33682 SH DEFINED 14 9000 24682 MARINE PRODS CORP COM 568427108 150 12775 SH DEFINED 14 12775 0 MARKEL CORP COM 570535104 240 500 SH DEFINED 14 500 0 MARSH & MCLENNAN COS INC COM 571748102 27235 888296 SH DEFINED 14 330658 557638 MARSHALL & ILSLEY CORP COM 571834100 1826 37953 SH DEFINED 03 37953 0 MARSHALL & ILSLEY CORP COM 571834100 19937 414407 SH DEFINED 14 156356 258051 MARRIOTT INTL INC NEW CL A 571903202 26096 546851 SH DEFINED 14 208103 338748 MARTEK BIOSCIENCES CORP COM 572901106 390 16703 SH DEFINED 14 16703 0 MARTIN MARIETTA MATLS INC COM 573284106 2743 26395 SH DEFINED 14 26295 100 MARVEL ENTERTAINMENT INC COM 57383T103 6165 229100 SH DEFINED 14 129600 99500 MASCO CORP COM 574599106 28961 969575 SH DEFINED 14 501758 467817 MASSEY ENERGY CORP COM 576206106 4028 173395 SH DEFINED 14 46113 127282 MASTEC INC COM 576323109 2394 207463 SH DEFINED 14 126900 80563 MASTERCARD INC CL A 57636Q104 1054 10700 SH DEFINED 14 3000 7700 MATERIAL SCIENCES CORP COM 576674105 301 23264 SH DEFINED 14 5961 17303 MATRIA HEALTHCARE INC COM NEW 576817209 2 70 SH DEFINED 10 70 0 MATRIA HEALTHCARE INC COM NEW 576817209 4661 162225 SH DEFINED 14 98940 63285 MATSUSHITA ELEC INDL ADR 576879209 0 168068 SH DEFINED 14 0 168068 MATTEL INC COM 577081102 28357 1251428 SH DEFINED 14 687673 563755 MAXIM INTEGRATED PRODS INC COM 57772K101 15105 493319 SH DEFINED 14 190099 303220 MAXIMUS INC COM 577933104 1254 40735 SH DEFINED 14 12066 28669 MBT FINL CORP COM 578877102 178 11600 SH DEFINED 14 11600 0 MCAFEE INC COM 579064106 2616 92170 SH DEFINED 14 92170 0 MCCORMICK & CO INC COM NON VTG 579780206 8711 225916 SH DEFINED 14 86073 139843 MCDATA CORP CL A 580031201 0 73 SH DEFINED 10 73 0 MCDATA CORP CL A 580031201 516 92885 SH DEFINED 14 92885 0 MCDERMOTT INTL INC COM 580037109 308 6050 SH DEFINED 14 6050 0 MCDONALDS CORP COM 580135101 230123 5191127 SH DEFINED 14 1947579 3243548 MCG CAPITAL CORP COM 58047P107 2792 137400 SH DEFINED 14 117900 19500 MCGRAW HILL COS INC COM 580645109 63638 935585 SH DEFINED 14 324536 611049 MCKESSON CORP COM 58155Q103 25171 496473 SH DEFINED 14 187688 308785 MEADWESTVACO CORP COM 583334107 12265 408030 SH DEFINED 14 213415 194615 MEDCO HEALTH SOLUTIONS INC COM 58405U102 91755 1716966 SH DEFINED 14 437101 1279865 MEDIA GEN INC CL A 584404107 2721 73208 SH DEFINED 14 58508 14700 MEDICINES CO COM 584688105 742 23400 SH DEFINED 14 23400 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 3481 99093 SH DEFINED 14 87993 11100 MEDIMMUNE INC COM 584699102 3 100 SH DEFINED 10 100 0 MEDIMMUNE INC COM 584699102 16346 504972 SH DEFINED 14 156404 348568 MEDIFAST INC COM 58470H101 380 30200 SH DEFINED 14 30200 0 MEDTRONIC INC COM 585055106 126057 2355774 SH DEFINED 14 812257 1543517 MELLON FINL CORP COM 58551A108 29998 711696 SH DEFINED 14 261162 450534 MENS WEARHOUSE INC COM 587118100 6889 180056 SH DEFINED 14 38721 141335 MENTOR CORP MINN COM 587188103 25300 517692 SH DEFINED 14 158246 359446 MENTOR GRAPHICS CORP COM 587200106 886 49165 SH DEFINED 14 49165 0 MERCANTILE BANK CORP COM 587376104 318 8440 SH DEFINED 14 8440 0 MERCANTILE BANKSHARES CORP COM 587405101 3404 72749 SH DEFINED 14 72529 220 MERCK & CO INC COM 589331107 366461 8405068 SH DEFINED 14 2948555 5456513 MERCURY COMPUTER SYS COM 589378108 530 39639 SH DEFINED 14 10504 29135 MERCURY GENL CORP NEW COM 589400100 1060 20108 SH DEFINED 14 20108 0 MEREDITH CORP COM 589433101 3825 67876 SH DEFINED 14 26131 41745 MERIDIAN BIOSCIENCE INC COM 589584101 1432 58381 SH DEFINED 14 20383 37998 MERIT MED SYS INC COM 589889104 846 53401 SH DEFINED 14 17336 36065 MERITAGE HOMES CORP COM 59001A102 4828 101166 SH DEFINED 14 49946 51220 MERRILL LYNCH & CO INC COM 590188108 346596 3722832 SH DEFINED 14 1324599 2398233 MESA AIR GROUP INC COM 590479101 1789 208728 SH DEFINED 14 159463 49265 METAL MGMT INC COM NEW 591097209 965 25500 SH DEFINED 14 23800 1700 METHODE ELECTRS INC COM 591520200 1 108 SH DEFINED 10 108 0 METHODE ELECTRS INC COM 591520200 1631 150558 SH DEFINED 14 55532 95026 METLIFE INC COM 59156R108 95407 1616801 SH DEFINED 14 593854 1022947 METSO CORP SPONSORED ADR 592671101 0 14696 SH DEFINED 14 0 14696 METTLER TOLEDO INTERNATIONAL COM 592688105 264 3350 SH DEFINED 14 2200 1150 MICREL INC COM 594793101 1 100 SH DEFINED 10 100 0 MICREL INC COM 594793101 4675 433677 SH DEFINED 14 353177 80500 MICROS SYS INC COM 594901100 2 31 SH DEFINED 10 31 0 MICROS SYS INC COM 594901100 3857 73187 SH DEFINED 14 21014 52173 MICROSOFT CORP COM 594918104 806216 26999880 SH DEFINED 14 8089932 18909948 MICROSTRATEGY INC CL A NEW 594972408 53552 469711 SH DEFINED 14 131799 337912 MICROCHIP TECHNOLOGY INC COM 595017104 1 31 SH DEFINED 10 31 0 MICROCHIP TECHNOLOGY INC COM 595017104 4916 150339 SH DEFINED 14 144809 5530 MICRON TECHNOLOGY INC COM 595112103 15930 1141122 SH DEFINED 14 420246 720876 MICROSEMI CORP COM 595137100 2617 133198 SH DEFINED 14 39498 93700 MID-AMER APT CMNTYS INC COM 59522J103 2626 45885 SH DEFINED 14 13600 32285 MIDAS GROUP INC COM 595626102 3968 172509 SH DEFINED 14 52910 119599 MIDDLEBY CORP COM 596278101 1183 11300 SH DEFINED 14 11300 0 MILLENNIUM PHARMACEUTICALS I COM 599902103 3496 320732 SH DEFINED 14 299832 20900 MILLER HERMAN INC COM 600544100 50513 1389234 SH DEFINED 14 470305 918929 MILLIPORE CORP COM 601073109 5064 76033 SH DEFINED 14 26520 49513 MILLS CORP COM 601148109 1164 58200 SH DEFINED 14 50300 7900 MINE SAFETY APPLIANCES CO COM 602720104 632 17237 SH DEFINED 14 17237 0 MINERALS TECHNOLOGIES INC COM 603158106 793 13487 SH DEFINED 14 13487 0 MIRANT CORP NEW COM 60467R100 287 9097 SH DEFINED 03 9097 0 MIRANT CORP NEW COM 60467R100 401 12691 SH DEFINED 14 12691 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 0 469934 SH DEFINED 14 0 469934 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1531 30500 SH DEFINED 14 6500 24000 MOBILE MINI INC COM 60740F105 0 18 SH DEFINED 10 18 0 MOBILE MINI INC COM 60740F105 1773 65830 SH DEFINED 14 18828 47002 MODINE MFG CO COM 607828100 2371 94713 SH DEFINED 14 70613 24100 MOHAWK INDS INC COM 608190104 5573 74441 SH DEFINED 14 59291 15150 MOLECULAR DEVICES 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RPC INC COM 749660106 324 19200 SH DEFINED 14 19200 0 RPM INTL INC COM 749685103 2615 125164 SH DEFINED 14 108464 16700 RTI INTL METALS INC COM 74973W107 3315 42386 SH DEFINED 14 12230 30156 RF MICRODEVICES INC COM 749941100 6 819 SH DEFINED 10 819 0 RF MICRODEVICES INC COM 749941100 787 115847 SH DEFINED 14 115847 0 RADIAN GROUP INC COM 750236101 36683 680452 SH DEFINED 14 172897 507555 RADIANT SYSTEMS INC COM 75025N102 615 58882 SH DEFINED 14 24800 34082 RADIO ONE INC CL D NON VTG 75040P405 944 140125 SH DEFINED 14 38700 101425 RADIOSHACK CORP COM 750438103 11266 671386 SH DEFINED 14 471947 199439 RADISYS CORP COM 750459109 694 41634 SH DEFINED 14 12998 28636 RALCORP HLDGS INC NEW COM 751028101 4227 83067 SH DEFINED 14 33981 49086 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 6514 170800 SH DEFINED 14 63700 107100 RANGE RES CORP COM 75281A109 216 7865 SH DEFINED 14 7665 200 RARE HOSPITALITY INTL INC COM 753820109 2072 62936 SH DEFINED 14 18023 44913 RAYMOND JAMES FINANCIAL INC COM 754730109 2748 90648 SH DEFINED 14 81148 9500 RAYONIER INC COM 754907103 1856 45213 SH DEFINED 14 45213 0 RAYTHEON CO COM NEW 755111507 85485 1619036 SH DEFINED 14 520035 1099001 READERS DIGEST ASSN INC COM 755267101 963 57673 SH DEFINED 14 57673 0 REALOGY CORP COM 75605E100 11291 372402 SH DEFINED 14 139222 233180 REALNETWORKS INC COM 75605L104 11748 1073858 SH DEFINED 14 506758 567100 RECKSON ASSOCS RLTY CORP COM 75621K106 218 4790 SH DEFINED 14 4600 190 RED HAT INC COM 756577102 244 10629 SH DEFINED 14 10629 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 4 100 SH DEFINED 10 100 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 2080 58015 SH DEFINED 14 26000 32015 REDBACK NETWORKS INC COM NEW 757209507 2 86 SH DEFINED 10 86 0 REDBACK NETWORKS INC COM NEW 757209507 4337 173900 SH DEFINED 14 162200 11700 REED ELSEVIER N V SPONSORED ADR 758204101 0 16294 SH DEFINED 14 0 16294 REGAL BELOIT CORP COM 758750103 9306 177214 SH DEFINED 14 94704 82510 REGENCY CTRS CORP COM 758849103 11170 142900 SH DEFINED 03 5500 137400 REGENCY CTRS CORP COM 758849103 3174 40600 SH DEFINED 14 39420 1180 REGENERON PHARMACEUTICALS COM 75886F107 3620 180386 SH DEFINED 14 87234 93152 REGIS CORP MINN COM 758932107 1026 25949 SH DEFINED 14 25949 0 REHABCARE GROUP INC COM 759148109 471 31743 SH DEFINED 14 9082 22661 REGIONS FINANCIAL CORP NEW COM 7591EP100 108400 2898398 SH DEFINED 14 1083618 1814780 RELIANCE STEEL & ALUMINUM CO COM 759509102 3922 99590 SH DEFINED 14 75990 23600 RELIANT ENERGY INC COM 75952B105 1114 78418 SH DEFINED 10 78418 0 RELIANT ENERGY INC COM 75952B105 272 19145 SH DEFINED 14 16964 2181 RENT A CTR INC NEW COM 76009N100 9179 311041 SH DEFINED 14 230162 80879 REPUBLIC BANCORP KY CL A 760281204 254 10115 SH DEFINED 14 10115 0 REPUBLIC BANCORP INC COM 760282103 1981 147200 SH DEFINED 14 93338 53862 REPUBLIC SVCS INC COM 760759100 6567 161470 SH DEFINED 14 131380 30090 RES-CARE INC COM 760943100 568 31300 SH DEFINED 14 31300 0 RESMED INC COM 761152107 2180 44300 SH DEFINED 14 44300 0 RESOURCE AMERICA INC CL A 761195205 201 7600 SH DEFINED 14 7600 0 RESOURCE CAP CORP COM 76120W302 2078 122600 SH DEFINED 14 28400 94200 RESPIRONICS INC COM 761230101 5141 136194 SH DEFINED 14 39412 96782 REVLON INC CL A 761525500 24 18400 SH DEFINED 14 18400 0 REWARDS NETWORK INC COM 761557107 331 47612 SH DEFINED 14 12576 35036 REYNOLDS AMERICAN INC COM 761713106 76876 1174212 SH DEFINED 14 250598 923614 RIGEL PHARMACEUTICALS INC COM NEW 766559603 700 59000 SH DEFINED 14 57600 1400 RITE AID CORP COM 767754104 140 25770 SH DEFINED 14 25770 0 ROBBINS & MYERS INC COM 770196103 1936 42163 SH DEFINED 14 15215 26948 ROBERT HALF INTL INC COM 770323103 35790 964160 SH DEFINED 14 170036 794124 ROCK-TENN CO CL A 772739207 3884 143283 SH DEFINED 14 59484 83799 ROCKWELL AUTOMATION INC COM 773903109 43764 716505 SH DEFINED 14 203921 512584 ROCKWELL COLLINS INC COM 774341101 19383 306257 SH DEFINED 14 107630 198627 ROCKWOOD HLDGS INC COM 774415103 326 12900 SH DEFINED 14 1900 11000 ROFIN SINAR TECHNOLOGIES INC COM 775043102 302 5000 SH DEFINED 14 5000 0 ROGERS CORP COM 775133101 2213 37416 SH DEFINED 14 10936 26480 ROHM & HAAS CO COM 775371107 24385 477023 SH DEFINED 14 270272 206751 ROLLINS INC COM 775711104 1299 58759 SH DEFINED 14 52059 6700 ROPER INDS INC NEW COM 776696106 6248 124358 SH DEFINED 14 85158 39200 ROSS STORES INC COM 778296103 3 100 SH DEFINED 10 100 0 ROSS STORES INC COM 778296103 9947 339478 SH DEFINED 14 207348 132130 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 364 8000 SH DEFINED 14 1900 6100 ROWAN COS INC COM 779382100 4625 139319 SH DEFINED 14 51903 87416 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 0 63785 SH DEFINED 14 0 63785 RUBY TUESDAY INC COM 781182100 1155 42089 SH DEFINED 14 42089 0 RUDDICK CORP COM 781258108 1904 68617 SH DEFINED 14 64017 4600 RUDOLPH TECHNOLOGIES INC COM 781270103 711 44651 SH DEFINED 14 11895 32756 RUSH ENTERPRISES INC CL A 781846209 435 25700 SH DEFINED 14 25700 0 RUSS BERRIE & CO COM 782233100 317 20497 SH DEFINED 14 5430 15067 RYDER SYS INC COM 783549108 21466 420415 SH DEFINED 14 227103 193312 RYERSON INC COM 78375P107 1973 78637 SH DEFINED 14 34446 44191 RYLAND GROUP INC COM 783764103 1697 31070 SH DEFINED 14 27170 3900 S & T BANCORP INC COM 783859101 236 6800 SH DEFINED 14 6800 0 SCPIE HLDGS INC COM 78402P104 473 18076 SH DEFINED 14 4808 13268 SEI INVESTMENTS CO COM 784117103 5654 94932 SH DEFINED 14 85532 9400 SI INTL INC COM 78427V102 1133 34956 SH DEFINED 03 34956 0 SJW CORP COM 784305104 430 11100 SH DEFINED 14 11100 0 SL GREEN RLTY CORP COM 78440X101 10606 79880 SH DEFINED 03 2600 77280 SL GREEN RLTY CORP COM 78440X101 299 2255 SH DEFINED 14 2125 130 SLM CORP COM 78442P106 47526 974483 SH DEFINED 14 279781 694702 SPDR TR UNIT SER 1 78462F103 14702 103816 SH DEFINED 10 103816 0 SPDR TR UNIT SER 1 78462F103 11873 83798 SH DEFINED 14 26020 57778 SPSS INC COM 78462K102 1066 35465 SH DEFINED 14 9489 25976 SPX CORP COM 784635104 4718 77142 SH DEFINED 14 69682 7460 SRA INTL INC CL A 78464R105 642 24018 SH DEFINED 14 24018 0 SVB FINL GROUP COM 78486Q101 2592 55600 SH DEFINED 14 55300 300 SWS GROUP INC COM 78503N107 1971 55221 SH DEFINED 14 25527 29694 SABRE HLDGS CORP CL A 785905100 9613 301454 SH DEFINED 14 86968 214486 SAFECO CORP COM 786429100 59827 956473 SH DEFINED 14 222248 734225 SAFEGUARD SCIENTIFICS INC COM 786449108 25 10200 SH DEFINED 14 10200 0 SAFETY INS GROUP INC COM 78648T100 2685 52944 SH DEFINED 14 22900 30044 SAFEWAY INC COM NEW 786514208 112808 3264130 SH DEFINED 14 944581 2319549 SAIA INC COM 78709Y105 733 31600 SH DEFINED 14 31600 0 ST JOE CO COM 790148100 230 4300 SH DEFINED 14 4200 100 ST JUDE MED INC COM 790849103 21648 592135 SH DEFINED 14 225794 366341 ST MARY LD & EXPL CO COM 792228108 4151 112668 SH DEFINED 14 29992 82676 ST PAUL TRAVELERS INC COM 792860108 198923 3705031 SH DEFINED 14 1252543 2452488 SAKS INC COM 79377W108 1408 79025 SH DEFINED 14 79025 0 SANDERSON FARMS INC COM 800013104 1149 37929 SH DEFINED 14 16485 21444 SANDISK CORP COM 80004C101 14787 343653 SH DEFINED 14 127010 216643 SANDY SPRING BANCORP INC COM 800363103 284 7450 SH DEFINED 14 7450 0 SANMINA SCI CORP COM 800907107 0 20 SH DEFINED 10 20 0 SANMINA SCI CORP COM 800907107 3259 944626 SH DEFINED 14 350214 594412 SANOFI AVENTIS SPONSORED ADR 80105N105 763 16781 SH DEFINED 14 0 16781 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 516 9715 SH DEFINED 14 0 9715 SARA LEE CORP COM 803111103 30719 1803816 SH DEFINED 14 925866 877950 SATYAM COMPUTER SERVICES LTD ADR 804098101 7758 323100 SH DEFINED 14 69000 254100 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1978 176427 SH DEFINED 14 85319 91108 SCANA CORP NEW COM 80589M102 5279 129954 SH DEFINED 14 111594 18360 SCANSOURCE INC COM 806037107 1408 46305 SH DEFINED 14 12354 33951 SCHAWK INC CL A 806373106 369 18900 SH DEFINED 14 17300 1600 SCHEIN HENRY INC COM 806407102 3386 69123 SH DEFINED 14 66123 3000 SCHERING PLOUGH CORP COM 806605101 67818 2868787 SH DEFINED 14 1270128 1598659 SCHLUMBERGER LTD COM 806857108 209320 3314123 SH DEFINED 14 1142903 2171220 SCHNITZER STL INDS CL A 806882106 538 13550 SH DEFINED 14 13550 0 SCHOLASTIC CORP COM 807066105 2269 63311 SH DEFINED 14 60811 2500 SCHOOL SPECIALTY INC COM 807863105 3310 88280 SH DEFINED 14 41914 46366 SCHULMAN A INC COM 808194104 961 43212 SH DEFINED 14 11390 31822 SCHWAB CHARLES CORP NEW COM 808513105 35719 1846886 SH DEFINED 14 652904 1193982 SCHWEITZER-MAUDUIT INTL INC COM 808541106 835 32069 SH DEFINED 14 7499 24570 SCIELE PHARMA INC COM 808627103 4494 187230 SH DEFINED 14 124300 62930 SCIENTIFIC GAMES CORP CL A 80874P109 1170 38694 SH DEFINED 14 38694 0 SCOR SPONSORED ADR 80917Q106 0 198967 SH DEFINED 14 0 198967 SCOTTISH PWR PLC SP ADR FNL NEW 81013T804 0 28903 SH DEFINED 14 0 28903 SCOTTS MIRACLE GRO CO CL A 810186106 1375 26631 SH DEFINED 14 26631 0 SCRIPPS E W CO OHIO CL A 811054204 6929 138748 SH DEFINED 14 53980 84768 SEABOARD CORP COM 811543107 388 220 SH DEFINED 14 220 0 SEABRIGHT INSURANCE HLDGS IN COM 811656107 2509 139300 SH DEFINED 14 27800 111500 SEACOR HOLDINGS INC COM 811904101 6445 65009 SH DEFINED 14 14097 50912 SEALED AIR CORP NEW COM 81211K100 9074 139767 SH DEFINED 14 50074 89693 SEARS HLDGS CORP COM 812350106 24592 146444 SH DEFINED 14 54897 91547 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 35532 600000 SH DEFINED 15 600000 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 14004 400000 SH DEFINED 15 400000 0 SECURE COMPUTING CORP COM 813705100 791 120616 SH DEFINED 14 35600 85016 SELECT COMFORT CORP COM 81616X103 3742 215191 SH DEFINED 14 87229 127962 SELECTIVE INS GROUP INC COM 816300107 1 21 SH DEFINED 10 21 0 SELECTIVE INS GROUP INC COM 816300107 3698 64557 SH DEFINED 14 17553 47004 SEMTECH CORP COM 816850101 548 41927 SH DEFINED 14 41927 0 SEMPRA ENERGY COM 816851109 75078 1339724 SH DEFINED 14 500846 838878 SENIOR HSG PPTYS TR SH BEN INT 81721M109 5367 219252 SH DEFINED 14 112993 106259 SENSIENT TECHNOLOGIES CORP COM 81725T100 1851 75247 SH DEFINED 14 66947 8300 SEPRACOR INC 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SILGAN HOLDINGS INC COM 827048109 1994 45400 SH DEFINED 14 44400 1000 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1604 204017 SH DEFINED 14 0 204017 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 469 14937 SH DEFINED 14 14337 600 SIMON PPTY GROUP INC NEW COM 828806109 33674 332450 SH DEFINED 03 11000 321450 SIMON PPTY GROUP INC NEW COM 828806109 37718 372374 SH DEFINED 14 137332 235042 SIMPSON MANUFACTURING CO INC COM 829073105 2144 67743 SH DEFINED 14 19530 48213 SIRIUS SATELLITE RADIO INC COM 82966U103 258 72800 SH DEFINED 14 70800 2000 SIRF TECHNOLOGY HLDGS INC COM 82967H101 1 37 SH DEFINED 10 37 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 3736 146400 SH DEFINED 14 121800 24600 SKECHERS U S A INC CL A 830566105 1489 44691 SH DEFINED 14 11900 32791 SKY FINL GROUP INC COM 83080P103 826 28959 SH DEFINED 14 6459 22500 SKYLINE CORP COM 830830105 765 19016 SH DEFINED 14 10022 8994 SKYWEST INC COM 830879102 3035 118954 SH DEFINED 14 34732 84222 SKYWORKS SOLUTIONS INC COM 83088M102 5 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AUTOMOTIVE INC CL A 83545G102 4006 137946 SH DEFINED 14 74000 63946 SONIC SOLUTIONS COM 835460106 759 46545 SH DEFINED 14 12278 34267 SONICWALL INC COM 835470105 11091 1317193 SH DEFINED 14 493093 824100 SONOCO PRODS CO COM 835495102 2809 73814 SH DEFINED 14 72814 1000 SONY CORP ADR NEW 835699307 0 20265 SH DEFINED 14 0 20265 SOTHEBYS COM 835898107 1004 32370 SH DEFINED 14 32370 0 SONUS NETWORKS INC COM 835916107 86 13100 SH DEFINED 14 13100 0 SOURCE INTERLINK COS INC COM NEW 836151209 383 46900 SH DEFINED 14 46900 0 SOUTH FINL GROUP INC COM 837841105 4457 167623 SH DEFINED 14 41291 126332 SOUTH JERSEY INDS INC COM 838518108 2463 73714 SH DEFINED 14 28600 45114 SOUTHERN CO COM 842587107 61946 1680577 SH DEFINED 14 841713 838864 SOUTHERN COPPER CORP COM 84265V105 531 9854 SH DEFINED 14 5254 4600 SOUTHERN UN CO NEW COM 844030106 8175 292493 SH DEFINED 14 62367 230126 SOUTHWEST AIRLS CO COM 844741108 36433 2378132 SH DEFINED 14 675601 1702531 SOUTHWEST BANCORP INC OKLA COM 844767103 552 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