13F-HR 1 dec05_13f.txt STRS OHIO 13F 12/31/05 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2005 Check here if this is an Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [X] adds new holdings entries. Institutional Investment Manager Filing this report: Name: OTR - Nominee Name for The State Teachers Retirement Board of Ohio Address: 275 East Broad Street Columbus, Ohio 43215 13F File Number: 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 OTR - Nominee Name for The State Teachers Retirement Board of Ohio: Name: Stephen A. Mitchell Title: Deputy Executive Director, Investments Telephone: 614-227-4003 Signature, Place, and Date of Signing: /s/Stephen A. Mitchell Columbus, Ohio 1/24/2006 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT [ ] 13F NOTICE [X] 13F COMBINATION REPORT List of other managers reporting for this Manager: None 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: 0 Form 13F Information Table Entry Total: 2911 Form 13F Information Table Value Total: 27802953 List of Other Included Managers: No. 13F File Number Name None 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ---------- -------- -------- -------- D AAON INC COM 000360206 167 9300 SH SOLE 9300 0 0 D AAR CORPORATION COM 000361105 4651 194200 SH SOLE 194200 0 0 D ABX AIR INC COM 00080S101 483 61700 SH SOLE 61700 0 0 D ADC COMMUNICATIONS INC COM 000886309 306 13700 SH SOLE 13700 0 0 D ADE CORP MASS COM 00089C107 1238 51473 SH SOLE 51473 0 0 D ABM INDUSTRIES INC. COM 000957100 817 41800 SH SOLE 41800 0 0 D AFLAC INC COM 001055102 34119 735000 SH SOLE 735000 0 0 D AGCO CORP. 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COM 92931B106 7600 137400 SH SOLE 137400 0 0 D WSFS FINL CORP COM 929328102 704 11500 SH SOLE 11500 0 0 D WABASH NATIONAL CORP COM 929566107 3082 161800 SH SOLE 161800 0 0 D WABTEC COM 929740108 2714 100900 SH SOLE 100900 0 0 D WACHOVIA CORP.- NEW COM 929903102 180595 3416477 SH SOLE 3416477 0 0 D WADDELL & REED FINANCIAL-CL A COM 930059100 1204 57400 SH SOLE 57400 0 0 D WAL MART STORES INC COM 931142103 250823 5359471 SH SOLE 5359471 0 0 D WALGREEN CO. COM 931422109 65456 1478900 SH SOLE 1478900 0 0 D WALTER INDS INC COM 93317Q105 1909 38400 SH SOLE 38400 0 0 D WARNACO GROUP INC/THE COM 934390402 8600 321850 SH SOLE 321850 0 0 D WARWICK VALLEY TELEPHONE CO COM 936750108 148 7765 SH SOLE 7765 0 0 D WASHINGTON GROUP INTERNATIONAL COM 938862208 1457 27508 SH SOLE 27508 0 0 D WASHINGTON MUTUAL INC. COM 939322103 71769 1649858 SH SOLE 1649858 0 0 D WASHINGTON POST CL. B COM 939640108 306 400 SH SOLE 400 0 0 D WASHINGTON REAL ESTATE INV REIT 939653101 904 29800 SH SOLE 29800 0 0 D WASHINGTON TR BANCOR COM 940610108 327 12500 SH SOLE 12500 0 0 D WASTE CONNECTIONS INC COM 941053100 4737 137472 SH SOLE 137472 0 0 D WASTE INDUSTRIES USA INC COM 941057101 80 6200 SH SOLE 6200 0 0 D WASTE MANAGEMENT INC. COM 94106L109 24665 812700 SH SOLE 812700 0 0 D WASTE SERVICES INC COM 941075103 225 67500 SH SOLE 67500 0 0 D WATCHGUARD TECHNOLOGIES INC COM 941105108 719 194200 SH SOLE 194200 0 0 D WATER PIK TECHNOLOGIES INC COM 94113U100 670 31200 SH SOLE 31200 0 0 D WATERS CORPORATION COM 941848103 752 19900 SH SOLE 19900 0 0 D WATSCO INC. COM 942622200 1358 22700 SH SOLE 22700 0 0 D WATSON PHARMACEUTICALS INC. COM 942683103 9145 281300 SH SOLE 281300 0 0 D WATSON WYATT & CO HOLDINGS COM 942712100 1239 44400 SH SOLE 44400 0 0 D WATTS INDUSTRIES INC. CLASS A COM 942749102 803 26500 SH SOLE 26500 0 0 D WAUSAU-MOSINEE PAPER CORP. COM 943315101 6439 543400 SH SOLE 543400 0 0 D WAUWATOSA HOLDINGS INC COM 94348P108 128 11200 SH SOLE 11200 0 0 D WAVECOM SA-ADR COM 943531103 399 33800 SH SOLE 33800 0 0 D WEBEX COMMUNICATIONS INC COM 94767L109 4022 185962 SH SOLE 185962 0 0 D WEBSENSE INC COM 947684106 6886 104911 SH SOLE 104911 0 0 D WEBSIDESTORY INC COM 947685103 822 45316 SH SOLE 45316 0 0 D WEBMETHODS COM 94768C108 812 105300 SH SOLE 105300 0 0 D WEBMD HEALTH CORP CL A COM 94770V102 215 7400 SH SOLE 7400 0 0 D WEBSTER FINANCIAL CORPORATION COM 947890109 1670 35600 SH SOLE 35600 0 0 D WEIGHT WATCHERS INTL COM 948626106 7721 156200 SH SOLE 156200 0 0 D WEINGARTEN REALTY INVST REIT 948741103 7100 187774 SH SOLE 187774 0 0 D WEIS MKTS INC COM 948849104 646 15000 SH SOLE 15000 0 0 D WELLCARE HEALTH PLANS INC COM 94946T106 1009 24710 SH SOLE 24710 0 0 D WELLPOINT INC COM 94973V107 90388 1132828 SH SOLE 1132828 0 0 D WELLS FARGO COMPANY COM 949746101 159742 2542440 SH SOLE 2542440 0 0 D WENDY'S INTL COM 950590109 315 5700 SH SOLE 5700 0 0 D WERNER ENTERPRISES INC COM 950755108 33776 1714500 SH SOLE 1714500 0 0 D WESBANCO INC COM 950810101 730 24000 SH SOLE 24000 0 0 D WESCO INTL INC COM 95082P105 1449 33900 SH SOLE 33900 0 0 D WEST BANCORPORATION COM 95123P106 330 17640 SH SOLE 17640 0 0 D WEST COAST BANCORP O COM 952145100 415 15700 SH SOLE 15700 0 0 D WEST CORP. COM 952355105 4839 114811 SH SOLE 114811 0 0 D WEST MARINE INC COM 954235107 201 14400 SH SOLE 14400 0 0 D WEST PHARMACEUTICAL SERVICES COM 955306105 2731 109100 SH SOLE 109100 0 0 D WESTAMERICA BANCORPORATION COM 957090103 1842 34700 SH SOLE 34700 0 0 D WESTELL TECHNOLOGIES INC-A COM 957541105 656 145825 SH SOLE 145825 0 0 D WESTERN ALLIANCE BANCORP COM 957638109 122 4100 SH SOLE 4100 0 0 D WESTCORP INC COM 957907108 666 10000 SH SOLE 10000 0 0 D WESTERN DIGITAL CORP COM 958102105 1022 54918 SH SOLE 54918 0 0 D WESTERN GAS RESOURCES INC COM 958259103 476 10100 SH SOLE 10100 0 0 D WESTERN SIERRA BANCORP COM 959522103 255 7000 SH SOLE 7000 0 0 D WESTFIELD FINANCIAL COM 96008D101 110 4600 SH SOLE 4600 0 0 D WESTLAKE CHEMICAL CORP. COM 960413102 784 27200 SH SOLE 27200 0 0 D WESTWOOD ONE COM 961815107 5933 363963 SH SOLE 363963 0 0 D WEYCO GROUP INC COM 962149100 118 6200 SH SOLE 6200 0 0 D WEYERHAEUSER CO. COM 962166104 24897 375300 SH SOLE 375300 0 0 D WHEELING-PITTSBURGH CORP COM 963142302 84 9300 SH SOLE 9300 0 0 D WHIRLPOOL CORP COM 963320106 11969 142900 SH SOLE 142900 0 0 D WHITING PETROLEUM CORP COM 966387102 1874 46860 SH SOLE 46860 0 0 D WHOLE FOODS MARKET INC COM 966837106 1300 16800 SH SOLE 16800 0 0 D WILEY JOHN & SONS IN COM 968223206 19233 492660 SH SOLE 492660 0 0 D WILLBROS GROUP INC COM 969199108 386 26750 SH SOLE 26750 0 0 D WILLIAMS COS. INC. COM 969457100 20579 888168 SH SOLE 888168 0 0 D CLAYTON WILLIAMS ENERGY INC COM 969490101 250 6000 SH SOLE 6000 0 0 D WILLIAMS SCOTSMAN INTL COM 96950G102 490 28300 SH SOLE 28300 0 0 D WILLIAMS-SONOMA INC COM 969904101 5855 135700 SH SOLE 135700 0 0 D WILMINGTON TRUST CO, DELAWARE COM 971807102 179 4600 SH SOLE 4600 0 0 D WILSHIRE BANCORP INC COM 97186T108 280 16300 SH SOLE 16300 0 0 D WILSONS THE LEATHER COM 972463103 73 20000 SH SOLE 20000 0 0 D WIND RIVER SYSTEMS COM 973149107 1682 113900 SH SOLE 113900 0 0 D WINNEBAGO INDUSTRIES COM 974637100 1175 35300 SH SOLE 35300 0 0 D WINSTON HOTELS INC REIT 97563A102 1298 131100 SH SOLE 131100 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 878 16000 SH SOLE 16000 0 0 D WISCONSIN ENERGY CORP. COM 976657106 852 21800 SH SOLE 21800 0 0 D WITNESS SYS INC COM 977424100 561 28500 SH SOLE 28500 0 0 D WOLVERINE WORLD WIDE COM 978097103 1374 61175 SH SOLE 61175 0 0 D WOODWARD GOVERNOR CO. COM 980745103 3399 39520 SH SOLE 39520 0 0 D WORLD ACCEP CORP DEL COM 981419104 573 20113 SH SOLE 20113 0 0 D WORLD AIR HOLDINGS INC COM 98142V104 545 56700 SH SOLE 56700 0 0 D WORLD FUEL SVCS CORP COM 981475106 1544 45780 SH SOLE 45780 0 0 D WORLD WRESTLING ENTM COM 98156Q108 317 21600 SH SOLE 21600 0 0 D WORLDSPACE INC-CLASS A COM 981579105 183 12600 SH SOLE 12600 0 0 D WORTHINGTON INDS COM 981811102 1725 89800 SH SOLE 89800 0 0 D WPT ENTERPRISES INC COM 98211W108 36 6100 SH SOLE 6100 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 477 21700 SH SOLE 21700 0 0 D WRIGHT MEDICAL GROUP INC COM 98235T107 1442 70700 SH SOLE 70700 0 0 D WRIGLEY WM JR CO COM 982526105 15991 240500 SH SOLE 240500 0 0 D WYETH COM 983024100 121321 2633402 SH SOLE 2633402 0 0 D WYNN RESORTS LTD COM 983134107 55 1000 SH SOLE 1000 0 0 D XM SATELLITE RADIO HOLD-CL A COM 983759101 18430 675600 SH SOLE 675600 0 0 D X-RITE INC COM 983857103 7246 724553 SH SOLE 724553 0 0 D XTO ENERGY INC. COM 98385X106 9211 209633 SH SOLE 209633 0 0 D XCEL ENERGY INC COM 98389B100 16983 920000 SH SOLE 920000 0 0 D XILINX INC COM 983919101 280 11100 SH SOLE 11100 0 0 D XENOPORT INC COM 98411C100 95 5300 SH SOLE 5300 0 0 D XEROX CORP COM 984121103 36991 2525000 SH SOLE 2525000 0 0 D YELLOW ROADWAY CORP COM 984249102 7169 160700 SH SOLE 160700 0 0 D YAHOO INC COM 984332106 54570 1392800 SH SOLE 1392800 0 0 D YANKEE CANDLE CO COM 984757104 1229 48000 SH SOLE 48000 0 0 D YARDVILLE NATL BANCO COM 985021104 312 9000 SH SOLE 9000 0 0 D YOUNG INNOVATIONS IN COM 987520103 470 13800 SH SOLE 13800 0 0 D YUM| BRANDS, INC. COM 988498101 22417 478176 SH SOLE 478176 0 0 D ZALE CORP. COM 988858106 1785 70994 SH SOLE 70994 0 0 D ZEBRA TECHNOLOGIES CORP CL-A COM 989207105 2483 57940 SH SOLE 57940 0 0 D ZENITH NATIONAL INSURANCE CP COM 989390109 1589 34450 SH SOLE 34450 0 0 D ZHONE TECHNOLOGIES INC COM 98950P108 247 116300 SH SOLE 116300 0 0 D ZIMMER HOLDINGS INC COM 98956P102 18944 280900 SH SOLE 280900 0 0 D ZIONS BANCORPORATION COM 989701107 22138 292980 SH SOLE 292980 0 0 D ZORAN CORP COM 98975F101 11272 695386 SH SOLE 695386 0 0 D ZUMIEZ INC COM 989817101 601 13900 SH SOLE 13900 0 0 D ZYMOGENETICS INC COM 98985T109 80 4710 SH SOLE 4710 0 0 D ZOLL MEDICAL CORP COM 989922109 254 10100 SH SOLE 10100 0 0 D SHIP FINANCE INTER COM B019MJ8 45 2660 SH SOLE 2660 0 0 D TELEWEST GLOBAL IN COM B01VP28 6964 292370 SH SOLE 292370 0 0 D LG PHILIPS LCD CO LT USD 5000. COM B01VZS4 87 4052 SH SOLE 4052 0 0 D CPFL ENERGIA S A A COM B0315D7 1917 55000 SH SOLE 55000 0 0 D ROYAL DUTCH SHELL PLC EUR 0.07 COM B03MM73 8466 131200 SH SOLE 131200 0 0 D SUBMARINO S A NPV GDR COM B06YX39 4606 129600 SH SOLE 129600 0 0 D CONTAX PARTICIPACOES S A NPV A COM B0FWGP7 107 96000 SH SOLE 96000 0 0 D ACE LTD COM G0070K103 1761 32948 SH SOLE 32948 0 0 D ARCH CAPITAL GROUP LTD COM G0450A105 2325 42465 SH SOLE 42465 0 0 D ASPEN INSURANCE HOLDINGS LTD COM G05384105 1043 44075 SH SOLE 44075 0 0 D AXIS CAPITAL HOLDINGS LIMITED COM G0692U109 656 20987 SH SOLE 20987 0 0 D ACCENTURE LTD - CL A COM G1150G111 3766 130462 SH SOLE 130462 0 0 D BUNGE LIMITED COM G16962105 1563 27617 SH SOLE 27617 0 0 D EVEREST RE GROUP LTD. COM G3223R108 1756 17500 SH SOLE 17500 0 0 D GLOBAL SANTAFE CORP. COM G3930E101 3519 73088 SH SOLE 73088 0 0 D INGERSOLL-RAND CO-A COM G4776G101 8171 202405 SH SOLE 202405 0 0 D LAZARD LTD CL. A COM G54050102 6061 190000 SH SOLE 190000 0 0 D ORIENT EXPRESS HOTELS LTD -A COM G67743107 1027 32570 SH SOLE 32570 0 0 D PARTNERRE LTD COM G6852T105 1787 27213 SH SOLE 27213 0 0 D PRIMUS GUARANTY LTD COM G72457107 704 53950 SH SOLE 53950 0 0 D RENAISSANCERE HOLDINGS LTD COM G7496G103 3354 76038 SH SOLE 76038 0 0 D SCOTTISH ANNUITY & LIFE HLDG COM G7885T104 22095 900000 SH SOLE 900000 0 0 D SEAGATE TECHNOLOGY COM G7945J104 678 33902 SH SOLE 33902 0 0 D UTI WORLDWIDE INC COM G87210103 8101 87254 SH SOLE 87254 0 0 D TRANSOCEAN SEDCO FOREX INC. COM G90078109 3851 55253 SH SOLE 55253 0 0 D VISTAPRINT LTD COM G93762204 911 40025 SH SOLE 40025 0 0 D GOLAR LNG LTD COM G9456A100 1307 98646 SH SOLE 98646 0 0 D XL CAPITAL LTD - CLASS A COM G98255105 38443 570544 SH SOLE 570544 0 0 D ALCON INC COM H01301102 1585 12231 SH SOLE 12231 0 0 D POWERDSINE LTD COM M41415106 139 20200 SH SOLE 20200 0 0 D RADWARE LTD COM M81873107 436 24000 SH SOLE 24000 0 0 D TARO PHARMACEUTICAL INDUS COM M8737E108 4191 300000 SH SOLE 300000 0 0 D ASM LITHOGRAPHY HOLD - NY REG COM N07059111 14056 700000 SH SOLE 700000 0 0 D CNH GLOBAL N.V. COM N20935206 962 51900 SH SOLE 51900 0 0 D CORE LABORATORIES N.V. COM N22717107 409 10945 SH SOLE 10945 0 0 D EXCEL MARITIME CARRIERS LTD COM V3267N107 547 47800 SH SOLE 47800 0 0 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2684 59573 SH SOLE 59573 0 0 D TEEKAY SHIPPING CORP COM Y8564W103 330 8282 SH SOLE 8282 0 0 S REPORT SUMMARY 2911 DATA RECORDS 27802953 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED