13F-HR/A 1 d13fhra.txt AMENDMENT #1 TO FORM 13F 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 2004 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: RBC Capital Markets Arbitrage Address: One Liberty Plaza 165 Broadway New York, NY 10006 Form 13F File Number: 28- --------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: David G. Serena Title: Director of Market Surveillance Phone: 212-858-6061 Signature, Place, and Date of Signing: /s/ David G. Serena ---------------------- New York, NY February 18, 2005 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- ------------------- --------------------------------- [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1244 Form 13F Information Table Value Total: 12,287,459 (thousands) List of Other Included Managers: NONE 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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ----- ----------------- ----------------------------------------- [Repeat as necessary.]

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COLE KENNETH PRODTNS INC CL A COMMON 193294105 107 3500 SH Defined Sole COLGATE PALMOLIVE CO COM COMMON 194162103 25708 501526 SH Defined Sole COLONIAL BANCGROUP INC COM COMMON 195493309 423 19700 SH Defined Sole COLONIAL PPTYS TR COM SH BEN INT COMMON 195872106 1921 48500 SH Defined Sole COMCAST CORP NEW CL A COMMON 20030N101 61953 1873958 SH Defined Sole COMERICA INC COM COMMON 200340107 10922 177394 SH Defined Sole COMMERCE BANCSHARES INC COM COMMON 200525103 64 1287 SH Defined Sole COMMERCIAL CAP BANCORP INC COM COMMON 20162L105 4 155 SH Defined Sole COMMERCIAL FEDERAL CORPORATI COM COMMON 201647104 374 12600 SH Defined Sole COMMERCIAL METALS CO COM COMMON 201723103 75 1500 SH Defined Sole COMMERCIAL NET LEASE RLTY IN COM COMMON 202218103 659 31800 SH Defined Sole COMMONWEALTH TEL ENTERPRISES COM COMMON 203349105 187 3788 SH Defined Sole COMMUNITY HEALTH SYS INC NEW COM COMMON 203668108 1081 38400 SH Defined Sole COMPASS BANCSHARES INC COM COMMON 20449H109 6005 124330 SH Defined Sole COMPUTER ASSOC INTL INC COM COMMON 204912109 19404 627350 SH Defined Sole COMPUTER SCIENCES CORP COM COMMON 205363104 11494 203569 SH Defined Sole COMPUWARE CORP COM COMMON 205638109 2645 411284 SH Defined Sole COMVERSE TECHNOLOGY INC COM PAR $0.10 COMMON 205862402 2628 108247 SH Defined Sole CONAGRA FOODS INC COM COMMON 205887102 17385 591312 SH Defined Sole CONMED CORP COM COMMON 207410101 130 4519 SH Defined Sole CONOCOPHILLIPS COM COMMON 20825C104 55585 640459 SH Defined Sole CONSOL ENERGY INC COM COMMON 20854P109 457 11300 SH Defined Sole CONSOLIDATED EDISON INC COM COMMON 209115104 12148 274910 SH Defined Sole CONSOLIDATED GRAPHICS INC COM COMMON 209341106 84 1800 SH Defined Sole CONSTELLATION BRANDS INC CL B COMMON 21036P207 9 200 SH Defined Sole CONSTELLATION ENERGY GROUP I COM COMMON 210371100 7535 171919 SH Defined Sole CONTINENTAL AIRLS INC CL B COMMON 210795308 18 1300 SH Defined Sole CONVERGYS CORP COM COMMON 212485106 2248 150175 SH Defined Sole COOPER TIRE & RUBR CO COM COMMON 216831107 1726 79325 SH Defined Sole COORS ADOLPH CO CL B COMMON 217016104 2987 39369 SH Defined Sole COPART INC COM COMMON 217204106 59 2242 SH Defined Sole CORN PRODS INTL INC COM COMMON 219023108 2268 42400 SH Defined Sole CORNING INC COM COMMON 219350105 17494 1487548 SH Defined Sole CORPORATE EXECUTIVE BRD CO COM COMMON 21988R102 241 3557 SH Defined Sole CORRECTIONAL PPTYS TR COM COMMON 22025E104 23 800 SH Defined Sole CORRECTIONS CORP AMER NEW COM NEW COMMON 22025Y407 383 9500 SH Defined Sole CORUS BANKSHARES INC COM COMMON 220873103 147 3056 SH Defined Sole COSTCO WHSL CORP NEW COM COMMON 22160K105 18498 381803 SH Defined Sole COTT CORP QUE COM COMMON 22163N106 997 40200 SH Defined Sole COUNTRYWIDE FINANCIAL CORP COM COMMON 222372104 21673 587992 SH Defined Sole COUSINS PPTYS INC COM COMMON 222795106 1820 59100 SH Defined Sole COVANCE INC COM COMMON 222816100 497 12900 SH Defined Sole CREDENCE SYS CORP COM COMMON 225302108 301 32922 SH Defined Sole CREDIT SUISSE GROUP SPONSORED ADR FOREIGN 225401108 1253 29700 SH Defined Sole CRESCENT REAL ESTATE EQUITIE COM COMMON 225756105 1806 98700 SH Defined Sole CROWN CASTLE INTL CORP COM COMMON 228227104 30 1800 SH Defined Sole CTI MOLECULAR IMAGING INC COM COMMON 22943D105 9 635 SH Defined Sole CUMMINS INC COM COMMON 231021106 4013 47881 SH Defined Sole CUMULUS MEDIA INC CL A COMMON 231082108 245 16238 SH Defined Sole CURTISS WRIGHT CORP CL B COMMON 231561408 22 400 SH Defined Sole CYBERONICS INC COM COMMON 23251P102 4 207 SH Defined Sole CYMER INC COM COMMON 232572107 279 9400 SH Defined Sole CYTYC CORP COM COMMON 232946103 238 8507 SH Defined Sole DJ ORTHOPEDICS INC COM COMMON 23325G104 4 200 SH Defined Sole DPL INC COM COMMON 233293109 1390 55500 SH Defined Sole DRS TECHNOLOGIES INC COM COMMON 23330X100 43 1000 SH Defined Sole DSP GROUP INC COM COMMON 23332B106 49 2185 SH Defined Sole DTE ENERGY CO COM COMMON 233331107 6027 139778 SH Defined Sole DANA CORP COM COMMON 235811106 2781 159654 SH Defined Sole DANAHER CORP DEL COM COMMON 235851102 20259 351722 SH Defined Sole DARDEN RESTAURANTS INC COM COMMON 237194105 5284 189808 SH Defined Sole DAVITA INC COM COMMON 23918K108 44 1100 SH Defined Sole DEAN FOODS CO NEW COM COMMON 242370104 875 26500 SH Defined Sole DEERE & CO COM COMMON 244199105 19521 262585 SH Defined Sole DELL INC COM COMMON 24702R101 79722 1899056 SH Defined Sole DELPHI CORP COM COMMON 247126105 5351 593849 SH Defined Sole DELPHI FINL GROUP INC CL A COMMON 247131105 716 15600 SH Defined Sole DELTA & PINE LD CO COM COMMON 247357106 342 12900 SH Defined Sole DELTA AIR LINES INC DEL COM COMMON 247361108 931 123935 SH Defined Sole DELUXE CORP COM COMMON 248019101 803 21300 SH Defined Sole

DENTSPLY INTL INC NEW COM COMMON 249030107 298 5283 SH Defined Sole DEUTSCHE TELEKOM AG SPONSORED ADR FOREIGN 251566105 279 12300 SH Defined Sole DEVON ENERGY CORP NEW COM COMMON 25179M103 15788 405542 SH Defined Sole DEX MEDIA INC COM COMMON 25212E100 193 7800 SH Defined Sole DIAGEO P L C SPON ADR NEW FOREIGN 25243Q205 1296 22500 SH Defined Sole DIAMONDS TR UNIT SER 1 COMMON 252787106 28081 260394 SH Defined Sole DICKS SPORTING GOODS INC COM COMMON 253393102 654 18600 SH Defined Sole DIME CMNTY BANCSHARES COM COMMON 253922108 59 3302 SH Defined Sole DILLARDS INC CL A COMMON 254067101 2294 86418 SH Defined Sole DIRECT GEN CORP COM COMMON 25456W204 1 42 SH Defined Sole DISNEY WALT CO COM DISNEY COMMON 254687106 52754 1892163 SH Defined Sole DOLLAR GEN CORP COM COMMON 256669102 7259 346349 SH Defined Sole DOLLAR TREE STORES INC COM COMMON 256747106 29 1013 SH Defined Sole DOMINION RES INC VA NEW COM COMMON 25746U109 19089 280016 SH Defined Sole DONNELLEY R R & SONS CO COM COMMON 257867101 9299 263726 SH Defined Sole DOVER CORP COM COMMON 260003108 9947 236837 SH Defined Sole DOW CHEM CO COM COMMON 260543103 46496 931784 SH Defined Sole DOW JONES & CO INC COM COMMON 260561105 3733 86261 SH Defined Sole DOWNEY FINL CORP COM COMMON 261018105 530 9300 SH Defined Sole DREYERS GRAND ICE CREAM HL I COM A CALL PUT COMMON 261877104 406 5061 SH Defined Sole DU PONT E I DE NEMOURS & CO COM COMMON 263534109 41716 852216 SH Defined Sole DUKE ENERGY CORP COM COMMON 264399106 20245 791132 SH Defined Sole DUKE REALTY CORP COM NEW COMMON 264411505 1314 37800 SH Defined Sole DUN & BRADSTREET CORP DEL NE COM COMMON 26483E100 721 12100 SH Defined Sole DUQUESNE LT HLDGS INC COM COMMON 266233105 528 27800 SH Defined Sole DYNAMEX INC COM COMMON 26784F103 63 3400 SH Defined Sole DYNEGY INC NEW CL A COMMON 26816Q101 1411 305451 SH Defined Sole EGL INC COM COMMON 268484102 290 9718 SH Defined Sole E M C CORP MASS COM COMMON 268648102 33590 2266521 SH Defined Sole EOG RES INC COM COMMON 26875P101 5647 79647 SH Defined Sole EPIQ SYS INC COM COMMON 26882D109 7 500 SH Defined Sole E TRADE FINANCIAL CORP COM COMMON 269246104 5674 378752 SH Defined Sole EARTHLINK INC COM COMMON 270321102 32 2717 SH Defined Sole EASTGROUP PPTY INC COM COMMON 277276101 108 2800 SH Defined Sole EASTMAN CHEM CO COM COMMON 277432100 4813 83590 SH Defined Sole EASTMAN KODAK CO COM COMMON 277461109 9601 295132 SH Defined Sole EATON CORP COM COMMON 278058102 11581 160226 SH Defined Sole EBAY INC COM COMMON 278642103 53840 456622 SH Defined Sole ECOLAB INC COM COMMON 278865100 10347 294378 SH Defined Sole EDISON INTL COM COMMON 281020107 8484 261603 SH Defined Sole EFUNDS CORP COM COMMON 28224R101 85 3600 SH Defined Sole EL PASO CORP COM COMMON 28336L109 5233 506060 SH Defined Sole ELECTRONIC ARTS INC COM COMMON 285512109 10742 170786 SH Defined Sole ELECTRONIC DATA SYS NEW COM COMMON 285661104 12542 542471 SH Defined Sole ELKCORP COM COMMON 287456107 48 1400 SH Defined Sole EMCOR GROUP INC COM COMMON 29084Q100 63 1400 SH Defined Sole EMERSON ELEC CO COM COMMON 291011104 31756 452178 SH Defined Sole EMMIS COMMUNICATIONS CORP CL A COMMON 291525103 213 11000 SH Defined Sole EMPIRE DIST ELEC CO COM COMMON 291641108 251 11000 SH Defined Sole EMULEX CORP COM NEW COMMON 292475209 3 200 SH Defined Sole ENDO PHARMACEUTICALS HLDGS I COM COMMON 29264F205 82 3901 SH Defined Sole ENERGY EAST CORP COM COMMON 29266M109 575 21400 SH Defined Sole ENERGIZER HLDGS INC COM COMMON 29266R108 64 1300 SH Defined Sole ENGELHARD CORP COM COMMON 292845104 3972 129031 SH Defined Sole ENGINEERED SUPPORT SYS INC COM COMMON 292866100 202 3401 SH Defined Sole ENTERCOM COMMUNICATIONS CORP CL A COMMON 293639100 332 9200 SH Defined Sole ENTERGY CORP NEW COM COMMON 29364G103 10566 155022 SH Defined Sole ENTRAVISION COMMUNICATIONS C CL A COMMON 29382R107 11 1300 SH Defined Sole EON LABS INC COM COMMON 29412E100 10 378 SH Defined Sole EQUIFAX INC COM COMMON 294429105 4253 151609 SH Defined Sole EQUITY INNS INC COM COMMON 294703103 133 11300 SH Defined Sole EQUITY LIFESTYLE PPTYS INC COM COMMON 29472R108 842 23600 SH Defined Sole EQUITY OFFICE PROPERTIES TRU COM COMMON 294741103 12079 407948 SH Defined Sole EQUITY RESIDENTIAL SH BEN INT COMMON 29476L107 10464 286129 SH Defined Sole ERIE INDTY CO CL A COMMON 29530P102 124 2372 SH Defined Sole ESSEX PPTY TR INC COM COMMON 297178105 1205 14600 SH Defined Sole ETHAN ALLEN INTERIORS INC COM COMMON 297602104 490 12200 SH Defined Sole EXELON CORP COM COMMON 30161N101 20397 459485 SH Defined Sole EXPRESS SCRIPTS INC COM COMMON 302182100 3704 48235 SH Defined Sole EXXON MOBIL CORP COM COMMON 30231G102 279654 5480196 SH Defined Sole

FEI CO COM COMMON 30241L109 226 10615 SH Defined Sole F M C CORP COM NEW COMMON 302491303 77 1600 SH Defined Sole FNB CORP PA COM COMMON 302520101 512 25100 SH Defined Sole FPL GROUP INC COM COMMON 302571104 11255 149049 SH Defined Sole FACTSET RESH SYS INC COM COMMON 303075105 88 1500 SH Defined Sole FAMILY DLR STORES INC COM COMMON 307000109 5443 177241 SH Defined Sole FEDERAL HOME LN MTG CORP COM COMMON 313400301 51223 697951 SH Defined Sole FEDERAL NATL MTG ASSN COM COMMON 313586109 70249 984842 SH Defined Sole FEDERATED DEPT STORES INC DE COM COMMON 31410H101 10270 177803 SH Defined Sole FEDERATED INVS INC PA CL B COMMON 314211103 4817 157151 SH Defined Sole FEDEX CORP COM COMMON 31428X106 31446 317796 SH Defined Sole FIFTH THIRD BANCORP COM COMMON 316773100 26783 568643 SH Defined Sole FILENET CORP COM COMMON 316869106 278 10702 SH Defined Sole FINISH LINE INC CL A COMMON 317923100 192 10445 SH Defined Sole FIRST BANCORP P R COM COMMON 318672102 618 9900 SH Defined Sole FIRST CMNTY BANCORP CALIF COM COMMON 31983B101 137 3207 SH Defined Sole FIRST DATA CORP COM COMMON 319963104 37684 895534 SH Defined Sole FIRST HORIZON NATL CORP COM COMMON 320517105 5349 124388 SH Defined Sole FIRST INDUSTRIAL REALTY TRUS COM COMMON 32054K103 454 11100 SH Defined Sole FIRST MIDWEST BANCORP DEL COM COMMON 320867104 368 10092 SH Defined Sole FIRST HEALTH GROUP CORP COM COMMON 320960107 7 367 SH Defined Sole FIRST NIAGARA FINL GP INC COM COMMON 33582V108 170 12012 SH Defined Sole FIRST REP BK SAN FRANCISCO COM COMMON 336158100 311 5800 SH Defined Sole FISERV INC COM COMMON 337738108 3454 85783 SH Defined Sole FIRSTFED FINL CORP COM COMMON 337907109 166 3200 SH Defined Sole FIRSTENERGY CORP COM COMMON 337932107 10936 275962 SH Defined Sole FISHER SCIENTIFIC INTL INC COM NEW COMMON 338032204 7684 123193 SH Defined Sole FLORIDA EAST COAST INDS COM COMMON 340632108 193 4200 SH Defined Sole FLUOR CORP NEW COM COMMON 343412102 4801 88452 SH Defined Sole FORD MTR CO DEL COM PAR $0.01 COMMON 345370860 26921 1819010 SH Defined Sole FOREST LABS INC COM COMMON 345838106 16431 361111 SH Defined Sole FOREST OIL CORP COM PAR $0.01 COMMON 346091705 1288 40900 SH Defined Sole FORTUNE BRANDS INC COM COMMON 349631101 13317 174310 SH Defined Sole FORWARD AIR CORP COM COMMON 349853101 101 2249 SH Defined Sole FOSSIL INC COM COMMON 349882100 378 14907 SH Defined Sole FOUNDRY NETWORKS INC COM COMMON 35063R100 27 2025 SH Defined Sole 4 KIDS ENTMT INC COM COMMON 350865101 15 700 SH Defined Sole FRANCE TELECOM SPONSORED ADR FOREIGN 35177Q105 234 7000 SH Defined Sole FRANKLIN RES INC COM COMMON 354613101 18277 259881 SH Defined Sole FREEPORT-MCMORAN COPPER & GO CL B COMMON 35671D857 7200 188484 SH Defined Sole FREESCALE SEMICONDUCTOR INC CL B COMMON 35687M206 4166 231421 SH Defined Sole FRIEDMAN BILLINGS RAMSEY GRO CL A COMMON 358434108 297 15100 SH Defined Sole FRONTIER OIL CORP COM COMMON 35914P105 37 1400 SH Defined Sole FULLER H B CO COM COMMON 359694106 410 14400 SH Defined Sole FULTON FINL CORP PA COM COMMON 360271100 0 10 SH Defined Sole G & K SVCS INC CL A COMMON 361268105 26 613 SH Defined Sole GATX CORP COM COMMON 361448103 285 9700 SH Defined Sole GABELLI ASSET MGMT INC CL A COMMON 36239Y102 542 11100 SH Defined Sole GABLES RESIDENTIAL TR SH BEN INT COMMON 362418105 2045 56700 SH Defined Sole GAMESTOP CORP CL A COMMON 36466R101 18 800 SH Defined Sole GANNETT INC COM COMMON 364730101 21992 269346 SH Defined Sole GAP INC DEL COM COMMON 364760108 19817 923006 SH Defined Sole GARTNER INC CL B COMMON 366651206 11 900 SH Defined Sole GATEWAY INC COM COMMON 367626108 2390 397008 SH Defined Sole GENERAL DYNAMICS CORP COM COMMON 369550108 21754 207315 SH Defined Sole GENERAL ELEC CO COM COMMON 369604103 362967 9917132 SH Defined Sole GENERAL MLS INC COM COMMON 370334104 19147 384324 SH Defined Sole GENERAL MTRS CORP COM COMMON 370442105 18335 456428 SH Defined Sole GENESEE & WYO INC CL A COMMON 371559105 330 11800 SH Defined Sole GENESIS HEALTHCARE CORP COM COMMON 37184D101 46 1304 SH Defined Sole GENTEX CORP COM COMMON 371901109 1 19 SH Defined Sole GENUINE PARTS CO COM COMMON 372460105 8117 184227 SH Defined Sole GENZYME CORP COM GENL DIV COMMON 372917104 6494 112038 SH Defined Sole GEORGIA GULF CORP COM PAR $0.01 COMMON 373200203 70 1400 SH Defined Sole GEORGIA PAC CORP COM COMMON 373298108 10302 272533 SH Defined Sole GETTY RLTY CORP NEW COM COMMON 374297109 131 4600 SH Defined Sole GILEAD SCIENCES INC COM COMMON 375558103 8068 229468 SH Defined Sole GILLETTE CO COM COMMON 375766102 42712 952124 SH Defined Sole GLACIER BANCORP INC NEW COM COMMON 37637Q105 15 435 SH Defined Sole GLAXOSMITHKLINE PLC SPONSORED ADR FOREIGN 37733W105 441 9300 SH Defined Sole

GLENBOROUGH RLTY TR INC COM COMMON 37803P105 302 14300 SH Defined Sole GLOBAL PMTS INC COM COMMON 37940X102 1355 23100 SH Defined Sole GLOBAL SIGNAL INC COM COMMON 37944Q103 216 7900 SH Defined Sole GOLD BANC CORP INC COM COMMON 379907108 239 16433 SH Defined Sole GOLDEN WEST FINL CORP DEL COM COMMON 381317106 19168 312132 SH Defined Sole GOLDMAN SACHS GROUP INC COM COMMON 38141G104 47158 449464 SH Defined Sole GOODRICH CORP COM COMMON 382388106 4097 125490 SH Defined Sole GOODYEAR TIRE & RUBR CO COM COMMON 382550101 2768 185894 SH Defined Sole GRACO INC COM COMMON 384109104 923 24600 SH Defined Sole GRAFTECH INTL LTD COM COMMON 384313102 5 500 SH Defined Sole GRAINGER W W INC COM COMMON 384802104 7021 106021 SH Defined Sole GRANT PRIDECO INC COM COMMON 38821G101 980 49000 SH Defined Sole GREAT ATLANTIC & PAC TEA INC COM COMMON 390064103 17 1700 SH Defined Sole GREAT LAKES CHEM CORP COM COMMON 390568103 2404 83784 SH Defined Sole GREAT PLAINS ENERGY INC COM COMMON 391164100 320 10500 SH Defined Sole GREATER BAY BANCORP COM COMMON 391648102 295 10552 SH Defined Sole GRUPO TELEVISA SA DE CV SP ADR REP ORD FOREIGN 40049J206 900 14900 SH Defined Sole GUESS INC COM COMMON 401617105 6 500 SH Defined Sole GUIDANT CORP COM COMMON 401698105 24068 334231 SH Defined Sole HCA INC COM COMMON 404119109 17694 441676 SH Defined Sole HSBC HLDGS PLC SPON ADR NEW FOREIGN 404280406 1631 19100 SH Defined Sole HAEMONETICS CORP COM COMMON 405024100 120 3300 SH Defined Sole HALLIBURTON CO COM COMMON 406216101 12632 321682 SH Defined Sole HANCOCK HLDG CO COM COMMON 410120109 60 1773 SH Defined Sole HANDLEMAN CO DEL COM COMMON 410252100 231 10600 SH Defined Sole HANMI FINL CORP COM COMMON 410495105 13 352 SH Defined Sole HANOVER COMPRESSOR CO COM COMMON 410768105 41 2900 SH Defined Sole HARBOR FLA BANCSHARES INC COM COMMON 411901101 125 3590 SH Defined Sole HARLAND JOHN H CO COM COMMON 412693103 333 9300 SH Defined Sole HARLEY DAVIDSON INC COM COMMON 412822108 18956 310344 SH Defined Sole HARRAHS ENTMT INC COM COMMON 413619107 7057 106123 SH Defined Sole HARRIS CORP DEL COM COMMON 413875105 736 11900 SH Defined Sole HARTE-HANKS INC COM COMMON 416196103 76 2900 SH Defined Sole HARTFORD FINL SVCS GROUP INC COM COMMON 416515104 18317 265466 SH Defined Sole HASBRO INC COM COMMON 418056107 3857 198006 SH Defined Sole HAVERTY FURNITURE INC COM COMMON 419596101 30 1700 SH Defined Sole HEALTH MGMT ASSOC INC NEW CL A COMMON 421933102 5860 255683 SH Defined Sole HEALTHCARE RLTY TR COM COMMON 421946104 1665 41000 SH Defined Sole HEADWATERS INC COM COMMON 42210P102 185 6410 SH Defined Sole HEALTH NET INC COM COMMON 42222G108 363 12500 SH Defined Sole HEARST-ARGYLE TELEVISION INC COM COMMON 422317107 521 19800 SH Defined Sole HEINZ H J CO COM COMMON 423074103 12802 330287 SH Defined Sole HERCULES INC COM COMMON 427056106 1774 118954 SH Defined Sole HERITAGE PPTY INVT TR INC COM COMMON 42725M107 1581 48900 SH Defined Sole HERSHEY FOODS CORP COM COMMON 427866108 14982 270965 SH Defined Sole HEWLETT PACKARD CO COM COMMON 428236103 58744 2780126 SH Defined Sole HEXCEL CORP NEW COM COMMON 428291108 4 300 SH Defined Sole HIBERNIA CORP CL A COMMON 428656102 773 26100 SH Defined Sole HILB ROGAL & HOBBS CO COM COMMON 431294107 421 11600 SH Defined Sole HILLENBRAND INDS INC COM COMMON 431573104 221 3900 SH Defined Sole HILTON HOTELS CORP COM COMMON 432848109 11119 488095 SH Defined Sole HOLLINGER INTL INC CL A COMMON 435569108 585 37300 SH Defined Sole HOME DEPOT INC COM COMMON 437076102 86280 2010257 SH Defined Sole HONEYWELL INTL INC COM COMMON 438516106 25835 729810 SH Defined Sole HORACE MANN EDUCATORS CORP N COM COMMON 440327104 367 19100 SH Defined Sole HORMEL FOODS CORP COM COMMON 440452100 1756 57300 SH Defined Sole HOSPIRA INC COM COMMON 441060100 5192 154754 SH Defined Sole HOVNANIAN ENTERPRISES INC CL A COMMON 442487203 59 1200 SH Defined Sole HUBBELL INC CL A COMMON 443510102 67 1400 SH Defined Sole HUDSON CITY BANCORP COM COMMON 443683107 520 14129 SH Defined Sole HUDSON UNITED BANCORP COM COMMON 444165104 1066 27100 SH Defined Sole HUGHES SUPPLY INC COM COMMON 444482103 467 14500 SH Defined Sole HUGOTON RTY TR TEX UNIT BEN INT COMMON 444717102 634 24400 SH Defined Sole HUMANA INC COM COMMON 444859102 4996 167217 SH Defined Sole HUMAN GENOME SCIENCES INC COM COMMON 444903108 15 1274 SH Defined Sole HUNTINGTON BANCSHARES INC COM COMMON 446150104 5810 234480 SH Defined Sole HYPERION SOLUTIONS CORP COM COMMON 44914M104 148 3200 SH Defined Sole ICOS CORP COM COMMON 449295104 37 1300 SH Defined Sole IDX SYS CORP COM COMMON 449491109 69 1979 SH Defined Sole IHOP CORP COM COMMON 449623107 821 19500 SH Defined Sole

IMS HEALTH INC COM COMMON 449934108 5799 248017 SH Defined Sole ISTAR FINL INC COM COMMON 45031U101 369 8200 SH Defined Sole ITT EDUCATIONAL SERVICES INC COM COMMON 45068B109 19 400 SH Defined Sole ITT INDS INC IND COM COMMON 450911102 9798 116283 SH Defined Sole IDACORP INC COM COMMON 451107106 469 15200 SH Defined Sole IDEX CORP COM COMMON 45167R104 1151 28600 SH Defined Sole ILLINOIS TOOL WKS INC COM COMMON 452308109 32393 348691 SH Defined Sole IMATION CORP COM COMMON 45245A107 104 3300 SH Defined Sole IMAGISTICS INTERNATIONAL INC COM COMMON 45247T104 204 6100 SH Defined Sole IMPAC MTG HLDGS INC COM COMMON 45254P102 144 6300 SH Defined Sole INCO LTD COM COMMON 453258402 237 6500 SH Defined Sole INDEPENDENCE CMNTY BK CORP COM COMMON 453414104 97 2308 SH Defined Sole INDYMAC BANCORP INC COM COMMON 456607100 162 4700 SH Defined Sole INFINITY PPTY & CAS CORP COM COMMON 45665Q103 56 1567 SH Defined Sole ING GROUP N V SPONSORED ADR FOREIGN 456837103 1383 46100 SH Defined Sole INGRAM MICRO INC CL A COMMON 457153104 63 3100 SH Defined Sole INSIGHT ENTERPRISES INC COM COMMON 45765U103 35 1697 SH Defined Sole INNKEEPERS USA TR COM COMMON 4576J0104 90 6400 SH Defined Sole INTEGRATED DEVICE TECHNOLOGY COM COMMON 458118106 28 2430 SH Defined Sole INTEL CORP COM COMMON 458140100 111127 4779649 SH Defined Sole INTERNATIONAL BANCSHARES COR COM COMMON 459044103 16 402 SH Defined Sole INTERNATIONAL BUSINESS MACHS COM COMMON 459200101 146102 1486286 SH Defined Sole INTERNATIONAL FLAVORS&FRAGRA COM COMMON 459506101 4286 99554 SH Defined Sole INTERNATIONAL GAME TECHNOLOG COM COMMON 459902102 12734 369960 SH Defined Sole INTL PAPER CO COM COMMON 460146103 19512 464342 SH Defined Sole INTERNET SEC SYS INC COM COMMON 46060X107 5 202 SH Defined Sole INTERPUBLIC GROUP COS INC COM COMMON 460690100 6001 447134 SH Defined Sole INTUIT COM COMMON 461202103 3646 82097 SH Defined Sole INVACARE CORP COM COMMON 461203101 820 17800 SH Defined Sole IRON MTN INC PA COM COMMON 462846106 908 29600 SH Defined Sole ISHARES TR RUSSELL 1000 COMMON 464287622 2358 36083 SH Defined Sole ISLE OF CAPRI CASINOS INC COM COMMON 464592104 22 844 SH Defined Sole IVAX CORP COM COMMON 465823102 636 39900 SH Defined Sole JDS UNIPHASE CORP COM COMMON 46612J101 2293 721102 SH Defined Sole JPMORGAN & CHASE & CO COM COMMON 46625H100 122321 3130005 SH Defined Sole JABIL CIRCUIT INC COM COMMON 466313103 5410 213151 SH Defined Sole JACUZZI BRANDS INC COM COMMON 469865109 56 6300 SH Defined Sole JANUS CAP GROUP INC COM COMMON 47102X105 5350 319960 SH Defined Sole JEFFERIES GROUP INC NEW COM COMMON 472319102 681 16900 SH Defined Sole JEFFERSON PILOT CORP COM COMMON 475070108 8089 155805 SH Defined Sole JO-ANN STORES INC COM COMMON 47758P307 84 3100 SH Defined Sole JOHNSON & JOHNSON COM COMMON 478160104 161107 2535116 SH Defined Sole JOHNSON CTLS INC COM COMMON 478366107 13357 209256 SH Defined Sole JONES APPAREL GROUP INC COM COMMON 480074103 5322 145771 SH Defined Sole JONES LANG LASALLE INC COM COMMON 48020Q107 96 2600 SH Defined Sole JOURNAL COMMUNICATIONS INC CL A COMMON 481130102 31 1700 SH Defined Sole JUNIPER NETWORKS INC COM COMMON 48203R104 82 3000 SH Defined Sole KLA-TENCOR CORP COM COMMON 482480100 4546 98323 SH Defined Sole K2 INC COM COMMON 482732104 555 35600 SH Defined Sole KAYDON CORP COM COMMON 486587108 187 5600 SH Defined Sole KEANE INC COM COMMON 486665102 126 8500 SH Defined Sole KB HOME COM COMMON 48666K109 5998 57895 SH Defined Sole KELLOGG CO COM COMMON 487836108 22485 505387 SH Defined Sole KELLWOOD CO COM COMMON 488044108 935 27400 SH Defined Sole KENNAMETAL INC COM COMMON 489170100 684 13600 SH Defined Sole KERR MCGEE CORP COM COMMON 492386107 6695 115337 SH Defined Sole KEY ENERGY SVCS INC COM COMMON 492914106 19 1600 SH Defined Sole KEYCORP NEW COM COMMON 493267108 13936 412055 SH Defined Sole KEYSPAN CORP COM COMMON 49337W100 5112 128841 SH Defined Sole KIMBERLY CLARK CORP COM COMMON 494368103 33978 514507 SH Defined Sole KINDER MORGAN ENERGY PARTNER UT LTD PARTNER XXXX 494550106 1718 38600 SH Defined Sole KINDER MORGAN INC KANS COM COMMON 49455P101 7976 109910 SH Defined Sole KINDER MORGAN MANAGEMENT LLC SHS COMMON 49455U100 896 22000 SH Defined Sole KING PHARMACEUTICALS INC COM COMMON 495582108 2782 226767 SH Defined Sole KINROSS GOLD CORP COM NO PAR COMMON 496902404 23 3300 SH Defined Sole KNIGHT RIDDER INC COM COMMON 499040103 6135 91451 SH Defined Sole KNIGHT TRADING GROUP INC COM COMMON 499063105 8 762 SH Defined Sole KNIGHT TRANSN INC COM COMMON 499064103 46 1836 SH Defined Sole KOHLS CORP COM COMMON 500255104 17589 361164 SH Defined Sole KOMAG INC COM NEW COMMON 500453204 3 144 SH Defined Sole

KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW XXXX 500472303 1603 60600 SH Defined Sole KOOKMIN BK NEW SPONSORED ADR FOREIGN 50049M109 39 1000 SH Defined Sole KOREA ELECTRIC PWR SPONSORED ADR FOREIGN 500631106 865 65400 SH Defined Sole KORN FERRY INTL COM NEW COMMON 500643200 415 19800 SH Defined Sole KOS PHARMACEUTICALS INC COM COMMON 500648100 345 9176 SH Defined Sole KROGER CO COM COMMON 501044101 13708 796502 SH Defined Sole LCA-VISION INC COM PAR $0.00 COMMON 501803308 10 443 SH Defined Sole LKQ CORP COM COMMON 501889208 8 393 SH Defined Sole LSI LOGIC CORP COM COMMON 502161102 2205 403798 SH Defined Sole L-3 COMMUNICATIONS HLDGS INC COM COMMON 502424104 8910 121476 SH Defined Sole LABOR READY INC COM NEW COMMON 505401208 15 900 SH Defined Sole LABORATORY CORP AMER HLDGS COM NEW COMMON 50540R409 7245 145168 SH Defined Sole LAFARGE NORTH AMERICA INC COM COMMON 505862102 1196 23200 SH Defined Sole LAM RESEARCH CORP COM COMMON 512807108 231 8026 SH Defined Sole LANCASTER COLONY CORP COM COMMON 513847103 206 4800 SH Defined Sole LANCE INC COM COMMON 514606102 3 142 SH Defined Sole LANDSTAR SYS INC COM COMMON 515098101 357 4870 SH Defined Sole LAUDER ESTEE COS INC CL A COMMON 518439104 2577 56400 SH Defined Sole LEAR CORP COM COMMON 521865105 85 1400 SH Defined Sole LEAPFROG ENTERPRISES INC CL A COMMON 52186N106 5 400 SH Defined Sole LEE ENTERPRISES INC COM COMMON 523768109 709 15300 SH Defined Sole LEGGETT & PLATT INC COM COMMON 524660107 6181 220992 SH Defined Sole LEGG MASON INC COM COMMON 524901105 335 4600 SH Defined Sole LEHMAN BROS HLDGS INC COM COMMON 524908100 23641 269874 SH Defined Sole LENNAR CORP CL A COMMON 526057104 1249 22100 SH Defined Sole LENNAR CORP CL B COMMON 526057302 197 3800 SH Defined Sole LEXMARK INTL NEW CL A COMMON 529771107 12429 146260 SH Defined Sole LIBERTY CORP S C COM COMMON 530370105 137 3100 SH Defined Sole LIBERTY MEDIA CORP NEW COM SER A COMMON 530718105 171 15600 SH Defined Sole LIBERTY MEDIA INTL INC COM SER A COMMON 530719103 236 5100 SH Defined Sole LIBERTY PPTY TR SH BEN INT COMMON 531172104 1425 33300 SH Defined Sole LIFEPOINT HOSPITALS INC COM COMMON 53219L109 473 13470 SH Defined Sole LILLY ELI & CO COM COMMON 532457108 65507 1139254 SH Defined Sole LIMITED BRANDS INC COM COMMON 532716107 8912 387315 SH Defined Sole LINCOLN ELEC HLDGS INC COM COMMON 533900106 167 4740 SH Defined Sole LINCOLN NATL CORP IND COM COMMON 534187109 10987 234123 SH Defined Sole LINEAR TECHNOLOGY CORP COM COMMON 535678106 4523 117060 SH Defined Sole LIZ CLAIBORNE INC COM COMMON 539320101 5554 131900 SH Defined Sole LLOYDS TSB GROUP PLC SPONSORED ADR FOREIGN 539439109 361 9800 SH Defined Sole LOCKHEED MARTIN CORP COM COMMON 539830109 28561 513685 SH Defined Sole LOEWS CORP COM COMMON 540424108 13626 192918 SH Defined Sole LOEWS CORP CAROLNA GP STK COMMON 540424207 383 13100 SH Defined Sole LONGS DRUG STORES CORP COM COMMON 543162101 28 1000 SH Defined Sole LOUISIANA PAC CORP COM COMMON 546347105 3104 116922 SH Defined Sole LOWES COS INC COM COMMON 548661107 46743 812779 SH Defined Sole LUCENT TECHNOLOGIES INC COM COMMON 549463107 15683 4182066 SH Defined Sole LUXOTTICA GROUP S P A SPONSORED ADR FOREIGN 55068R202 20 1000 SH Defined Sole LYONDELL CHEMICAL CO COM COMMON 552078107 110 3800 SH Defined Sole M & T BK CORP COM COMMON 55261F104 12631 117343 SH Defined Sole MBIA INC COM COMMON 55262C100 9047 142334 SH Defined Sole MBNA CORP COM COMMON 55262L100 36389 1293598 SH Defined Sole MDU RES GROUP INC COM COMMON 552690109 2242 83100 SH Defined Sole MGIC INVT CORP WIS COM COMMON 552848103 7792 112904 SH Defined Sole MSC INDL DIRECT INC CL A COMMON 553530106 295 8200 SH Defined Sole MTS SYS CORP COM COMMON 553777103 4 113 SH Defined Sole MACERICH CO COM COMMON 554382101 1687 26900 SH Defined Sole MACK CALI RLTY CORP COM COMMON 554489104 1263 27000 SH Defined Sole MACROVISION CORP COM COMMON 555904101 8 300 SH Defined Sole MAGELLAN HEALTH SVCS INC COM NEW COMMON 559079207 60 1734 SH Defined Sole MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP COMMON 559080106 158 2700 SH Defined Sole MAGMA DESIGN AUTOMATION COM COMMON 559181102 323 25601 SH Defined Sole MAGNUM HUNTER RES INC COM PAR $0.00 COMMON 55972F203 363 28100 SH Defined Sole MAGUIRE PPTYS INC COM COMMON 559775101 62 2300 SH Defined Sole MANHATTAN ASSOCS INC COM COMMON 562750109 224 9200 SH Defined Sole MANITOWOC INC COM COMMON 563571108 141 3700 SH Defined Sole MANOR CARE INC NEW COM COMMON 564055101 4158 117491 SH Defined Sole MANPOWER INC COM COMMON 56418H100 1710 35300 SH Defined Sole MANTECH INTL CORP CL A COMMON 564563104 29 1215 SH Defined Sole MARATHON OIL CORP COM COMMON 565849106 13159 351568 SH Defined Sole MARINEMAX INC COM COMMON 567908108 27 900 SH Defined Sole

MARSH & MCLENNAN COS INC COM COMMON 571748102 17360 533983 SH Defined Sole MARSHALL & ILSLEY CORP COM COMMON 571834100 10024 226234 SH Defined Sole MARRIOTT INTL INC NEW CL A COMMON 571903202 15796 250022 SH Defined Sole MARTIN MARIETTA MATLS INC COM COMMON 573284106 771 14400 SH Defined Sole MASCO CORP COM COMMON 574599106 18517 503172 SH Defined Sole MATSUSHITA ELEC INDL ADR FOREIGN 576879209 131 8300 SH Defined Sole MATTEL INC COM COMMON 577081102 8535 438364 SH Defined Sole MAXIM INTEGRATED PRODS INC COM COMMON 57772K101 4793 113900 SH Defined Sole MAY DEPT STORES CO COM COMMON 577778103 8158 275245 SH Defined Sole MAYTAG CORP COM COMMON 578592107 1779 83873 SH Defined Sole MCAFEE INC COM COMMON 579064106 26 900 SH Defined Sole MCCORMICK & CO INC COM VTG COMMON 579780107 4 100 SH Defined Sole MCCORMICK & CO INC COM NON VTG COMMON 579780206 5556 144165 SH Defined Sole MCDONALDS CORP COM COMMON 580135101 38886 1200933 SH Defined Sole MCG CAPITAL CORP COM COMMON 58047P107 62 3655 SH Defined Sole MCGRAW HILL COS INC COM COMMON 580645109 18414 200459 SH Defined Sole MCKESSON CORP COM COMMON 58155Q103 9886 312639 SH Defined Sole MEADWESTVACO CORP COM COMMON 583334107 7261 213811 SH Defined Sole MEASUREMENT SPECIALTIES INC COM COMMON 583421102 13 500 SH Defined Sole MEDCO HEALTH SOLUTIONS INC COM COMMON 58405U102 11188 268811 SH Defined Sole MEDIA GEN INC CL A COMMON 584404107 1074 16600 SH Defined Sole MEDICIS PHARMACEUTICAL CORP CL A NEW COMMON 584690309 1133 32200 SH Defined Sole MEDIMMUNE INC COM COMMON 584699102 2598 94911 SH Defined Sole MEDTRONIC INC COM COMMON 585055106 56725 1136764 SH Defined Sole MELLON FINL CORP COM COMMON 58551A108 14573 466480 SH Defined Sole MENS WEARHOUSE INC COM COMMON 587118100 238 7300 SH Defined Sole MERCK & CO INC COM COMMON 589331107 59772 1855135 SH Defined Sole MERCURY COMPUTER SYS COM COMMON 589378108 78 2641 SH Defined Sole MERCURY INTERACTIVE CORP COM COMMON 589405109 2066 45778 SH Defined Sole MEREDITH CORP COM COMMON 589433101 5023 92491 SH Defined Sole MERIDIAN RESOURCE CORP COM COMMON 58977Q109 23 3800 SH Defined Sole MERRILL LYNCH & CO INC COM COMMON 590188108 50742 845707 SH Defined Sole METLIFE INC COM COMMON 59156R108 34163 839794 SH Defined Sole METTLER TOLEDO INTERNATIONAL COM COMMON 592688105 67 1300 SH Defined Sole MICROS SYS INC COM COMMON 594901100 212 2839 SH Defined Sole MICROSOFT CORP COM COMMON 594918104 224717 8400623 SH Defined Sole MICROCHIP TECHNOLOGY INC COM COMMON 595017104 174 6628 SH Defined Sole MICRON TECHNOLOGY INC COM COMMON 595112103 7829 637022 SH Defined Sole MID-AMER APT CMNTYS INC COM COMMON 59522J103 4 100 SH Defined Sole MIDDLEBY CORP COM COMMON 596278101 35 700 SH Defined Sole MIDWAY GAMES INC COM COMMON 598148104 9 900 SH Defined Sole MILLENNIUM PHARMACEUTICALS I COM COMMON 599902103 33 2703 SH Defined Sole MILLIPORE CORP COM COMMON 601073109 2688 53415 SH Defined Sole MOHAWK INDS INC COM COMMON 608190104 1656 18100 SH Defined Sole MOLEX INC COM COMMON 608554101 4500 150297 SH Defined Sole MONACO COACH CORP COM COMMON 60886R103 14 700 SH Defined Sole MONSANTO CO NEW COM COMMON 61166W101 15680 279003 SH Defined Sole MONSTER WORLDWIDE INC COM COMMON 611742107 4195 125862 SH Defined Sole MOODYS CORP COM COMMON 615369105 13048 149630 SH Defined Sole MORGAN STANLEY COM NEW COMMON 617446448 55182 998772 SH Defined Sole MOTOROLA INC COM COMMON 620076109 44090 2567838 SH Defined Sole MOVIE GALLERY INC COM COMMON 624581104 11 550 SH Defined Sole MUNICIPAL MTG & EQUITY L L C GROWTH SHS COMMON 62624B101 144 5300 SH Defined Sole MURPHY OIL CORP COM COMMON 626717102 1482 18400 SH Defined Sole MYLAN LABS INC COM COMMON 628530107 5874 333949 SH Defined Sole NBTY INC COM COMMON 628782104 19 800 SH Defined Sole NCI BUILDING SYS INC COM COMMON 628852105 30 800 SH Defined Sole NCO GROUP INC COM COMMON 628858102 10 383 SH Defined Sole NCR CORP NEW COM COMMON 62886E108 6793 98305 SH Defined Sole NPS PHARMACEUTICALS INC COM COMMON 62936P103 26 1415 SH Defined Sole NVR INC COM COMMON 62944T105 4 5 SH Defined Sole NACCO INDS INC CL A COMMON 629579103 191 1800 SH Defined Sole NAM TAI ELECTRS INC COM PAR $0.02 COMMON 629865205 44 2300 SH Defined Sole NARA BANCORP INC COM COMMON 63080P105 2 100 SH Defined Sole NASDAQ 100 TR UNIT SER 1 COMMON 631100104 275145 6885514 SH Defined Sole NATIONAL CITY CORP COM COMMON 635405103 29477 783958 SH Defined Sole NATIONAL FUEL GAS CO N J COM COMMON 636180101 1350 47800 SH Defined Sole NATIONAL HEALTH INVS INC COM COMMON 63633D104 68 2300 SH Defined Sole NATIONAL INSTRS CORP COM COMMON 636518102 389 14160 SH Defined Sole NATIONAL SEMICONDUCTOR CORP COM COMMON 637640103 5940 334447 SH Defined Sole

NATIONWIDE FINL SVCS INC CL A COMMON 638612101 522 13600 SH Defined Sole NATURAL RESOURCE PARTNERS L COM UNIT L P COMMON 63900P103 11 200 SH Defined Sole NAVISTAR INTL CORP NEW COM COMMON 63934E108 3234 73715 SH Defined Sole NEENAH PAPER INC COM COMMON 640079109 677 20499 SH Defined Sole NEIMAN MARCUS GROUP INC CL A COMMON 640204202 423 5900 SH Defined Sole NEIMAN MARCUS GROUP INC CL B COMMON 640204301 108 1600 SH Defined Sole NETIQ CORP COM COMMON 64115P102 13 1024 SH Defined Sole NETWORK APPLIANCE INC COM COMMON 64120L104 6842 207976 SH Defined Sole NEW CENTURY FINANCIAL CORP M COM COMMON 6435EV108 45 700 SH Defined Sole NEW JERSEY RES COM COMMON 646025106 647 14900 SH Defined Sole NEW PLAN EXCEL RLTY TR INC COM COMMON 648053106 532 19400 SH Defined Sole NEW YORK TIMES CO CL A COMMON 650111107 6223 153013 SH Defined Sole NEWELL RUBBERMAID INC COM COMMON 651229106 6954 290346 SH Defined Sole NEWFIELD EXPL CO COM COMMON 651290108 855 14500 SH Defined Sole NEWMONT MINING CORP COM COMMON 651639106 20877 468734 SH Defined Sole NEWS CORP CL A COMMON 65248E104 51431 2757705 SH Defined Sole NEXTEL COMMUNICATIONS INC CL A COMMON 65332V103 11007 365810 SH Defined Sole NEXEN INC COM COMMON 65334H102 409 10100 SH Defined Sole NICOR INC COM COMMON 654086107 1315 35486 SH Defined Sole NIKE INC CL B COMMON 654106103 29956 329264 SH Defined Sole 99 CENTS ONLY STORES COM COMMON 65440K106 10 600 SH Defined Sole NIPPON TELEG & TEL CORP SPONSORED ADR FOREIGN 654624105 306 13800 SH Defined Sole NISOURCE INC COM COMMON 65473P105 4925 216968 SH Defined Sole NOBLE ENERGY INC COM COMMON 655044105 67 1100 SH Defined Sole NORANDA INC COM COMMON 655422103 393 22600 SH Defined Sole NORDSON CORP COM COMMON 655663102 170 4199 SH Defined Sole NORDSTROM INC COM COMMON 655664100 6938 147773 SH Defined Sole NORFOLK SOUTHERN CORP COM COMMON 655844108 16555 454927 SH Defined Sole NORTH FORK BANCORPORATION NY COM COMMON 659424105 13698 476775 SH Defined Sole NORTHERN BORDER PARTNERS L P UNIT LTD PARTN COMMON 664785102 856 17900 SH Defined Sole NORTHERN TR CORP COM COMMON 665859104 11650 239173 SH Defined Sole NORTHROP GRUMMAN CORP COM COMMON 666807102 22624 413154 SH Defined Sole NORTHWEST BANCORP INC PA COM COMMON 667328108 99 4008 SH Defined Sole NOVASTAR FINL INC COM COMMON 669947400 539 10900 SH Defined Sole NOVELL INC COM COMMON 670006105 2690 398536 SH Defined Sole NOVELLUS SYS INC COM COMMON 670008101 2932 105952 SH Defined Sole NOVEN PHARMACEUTICALS INC COM COMMON 670009109 23 1333 SH Defined Sole NUCOR CORP COM COMMON 670346105 8799 171250 SH Defined Sole NVIDIA CORP COM COMMON 67066G104 4013 175638 SH Defined Sole OGE ENERGY CORP COM COMMON 670837103 1338 50300 SH Defined Sole OAKLEY INC COM COMMON 673662102 246 19000 SH Defined Sole OCCIDENTAL PETE CORP DEL COM COMMON 674599105 18953 324702 SH Defined Sole OCEANEERING INTL INC COM COMMON 675232102 1068 28800 SH Defined Sole OFFICE DEPOT INC COM COMMON 676220106 5768 331709 SH Defined Sole OFFICEMAX INC DEL COM COMMON 67622P101 4525 143876 SH Defined Sole OFFSHORE LOGISTICS INC COM COMMON 676255102 640 19500 SH Defined Sole OIL SVC HOLDRS TR DEPOSTRY RCPT XXXX 678002106 11291 132680 SH Defined Sole OIL STS INTL INC COM COMMON 678026105 154 8000 SH Defined Sole OLD NATL BANCORP IND COM COMMON 680033107 526 20500 SH Defined Sole OLIN CORP COM PAR $1 COMMON 680665205 233 10600 SH Defined Sole OMNICOM GROUP INC COM COMMON 681919106 16591 196574 SH Defined Sole OMNIVISION TECHNOLOGIES INC COM COMMON 682128103 24 1300 SH Defined Sole ONEOK INC NEW COM COMMON 682680103 634 22300 SH Defined Sole OPEN TEXT CORP COM COMMON 683715106 0 12 SH Defined Sole ORACLE CORP COM COMMON 68389X105 53072 3826392 SH Defined Sole ORBITAL SCIENCES CORP COM COMMON 685564106 1 100 SH Defined Sole O REILLY AUTOMOTIVE INC COM COMMON 686091109 232 5168 SH Defined Sole OVERSEAS SHIPHOLDING GROUP I COM COMMON 690368105 869 15800 SH Defined Sole OWENS & MINOR INC NEW COM COMMON 690732102 883 30900 SH Defined Sole OXFORD INDS INC COM COMMON 691497309 797 19200 SH Defined Sole PG&E CORP COM COMMON 69331C108 10792 323802 SH Defined Sole PFF BANCORP INC COM COMMON 69331W104 166 3600 SH Defined Sole P F CHANGS CHINA BISTRO INC COM COMMON 69333Y108 283 4972 SH Defined Sole PMC-SIERRA INC COM COMMON 69344F106 2150 190129 SH Defined Sole PNC FINL SVCS GROUP INC COM COMMON 693475105 16333 285987 SH Defined Sole POSCO SPONSORED ADR FOREIGN 693483109 48 1100 SH Defined Sole PNM RES INC COM COMMON 69349H107 1365 53600 SH Defined Sole PPG INDS INC COM COMMON 693506107 13778 202289 SH Defined Sole PPL CORP COM COMMON 69351T106 8113 151675 SH Defined Sole PS BUSINESS PKS INC CALIF COM COMMON 69360J107 458 10100 SH Defined Sole

PSS WORLD MED INC COM COMMON 69366A100 7 563 SH Defined Sole PACCAR INC COM COMMON 693718108 6995 87504 SH Defined Sole PACIFIC SUNWEAR CALIF INC COM COMMON 694873100 756 33427 SH Defined Sole PACTIV CORP COM COMMON 695257105 3957 156969 SH Defined Sole PALL CORP COM COMMON 696429307 4840 167113 SH Defined Sole PALMONE INC COM COMMON 69713P107 5 152 SH Defined Sole PANERA BREAD CO CL A COMMON 69840W108 140 3441 SH Defined Sole PANTRY INC COM COMMON 698657103 7 220 SH Defined Sole PAPA JOHNS INTL INC COM COMMON 698813102 136 3925 SH Defined Sole PAR PHARMACEUTICAL COS INC COM COMMON 69888P106 210 5000 SH Defined Sole PARAMETRIC TECHNOLOGY CORP COM COMMON 699173100 1690 285488 SH Defined Sole PARK NATL CORP COM COMMON 700658107 108 800 SH Defined Sole PARKER HANNIFIN CORP COM COMMON 701094104 10811 143662 SH Defined Sole PARKWAY PPTYS INC COM COMMON 70159Q104 513 10200 SH Defined Sole PATTERSON UTI ENERGY INC COM COMMON 703481101 0 3 SH Defined Sole PAXAR CORP COM COMMON 704227107 870 39600 SH Defined Sole PAYCHEX INC COM COMMON 704326107 9709 288359 SH Defined Sole PAYLESS SHOESOURCE INC COM COMMON 704379106 404 32600 SH Defined Sole PEDIATRIX MED GROUP COM COMMON 705324101 230 3600 SH Defined Sole PENN VA CORP COM COMMON 707882106 570 14200 SH Defined Sole PENN VA RESOURCES PARTNERS L COM COMMON 707884102 10 200 SH Defined Sole PENNEY J C INC COM COMMON 708160106 12458 301563 SH Defined Sole PENNSYLVANIA RL ESTATE INVT SH BEN INT COMMON 709102107 235 5400 SH Defined Sole PEOPLES BK BRIDGEPORT CONN COM COMMON 710198102 104 2691 SH Defined Sole PEOPLES ENERGY CORP COM COMMON 711030106 1334 30145 SH Defined Sole PEOPLESOFT INC COM COMMON 712713106 2 73 SH Defined Sole PEPSI BOTTLING GROUP INC COM COMMON 713409100 7198 263672 SH Defined Sole PEPSICO INC COM COMMON 713448108 83271 1593694 SH Defined Sole PERFORMANCE FOOD GROUP CO COM COMMON 713755106 184 6846 SH Defined Sole PERKINELMER INC COM COMMON 714046109 3517 155771 SH Defined Sole PEROT SYS CORP CL A COMMON 714265105 444 27900 SH Defined Sole PERRIGO CO COM COMMON 714290103 34 1975 SH Defined Sole P T TELEKOMUNIKASI INDONESIA SPONSORED ADR FOREIGN 715684106 362 17400 SH Defined Sole PETCO ANIMAL SUPPLIES COM NEW COMMON 716016209 123 3161 SH Defined Sole PETRO-CDA COM COMMON 71644E102 761 15000 SH Defined Sole PETROCHINA CO LTD SPONSORED ADR FOREIGN 71646E100 645 12000 SH Defined Sole PETROKAZAKHSTAN INC COM COMMON 71649P102 621 17000 SH Defined Sole PETROLEUM DEV CORP COM COMMON 716578109 16 428 SH Defined Sole PETSMART INC COM COMMON 716768106 16 451 SH Defined Sole PFIZER INC COM COMMON 717081103 181391 6715696 SH Defined Sole PHARMACEUTICAL PROD DEV INC COM COMMON 717124101 86 2100 SH Defined Sole PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT FOREIGN 71712A206 47437 650000 SH Defined Sole PHELPS DODGE CORP COM COMMON 717265102 10135 103105 SH Defined Sole PHILADELPHIA CONS HLDG CORP COM COMMON 717528103 13 202 SH Defined Sole PHOENIX COS INC NEW COM COMMON 71902E109 50 4000 SH Defined Sole PIEDMONT NAT GAS INC COM COMMON 720186105 973 41900 SH Defined Sole PILGRIMS PRIDE CORP COM COMMON 721467108 80 2600 SH Defined Sole PINNACLE WEST CAP CORP COM COMMON 723484101 4426 99079 SH Defined Sole PITNEY BOWES INC COM COMMON 724479100 11325 243284 SH Defined Sole PIXAR COM COMMON 725811103 958 11284 SH Defined Sole PLACER DOME INC COM COMMON 725906101 238 12700 SH Defined Sole PLAINS EXPL& PRODTN CO COM COMMON 726505100 130 5000 SH Defined Sole PLEXUS CORP COM COMMON 729132100 22 1685 SH Defined Sole PLUM CREEK TIMBER CO INC COM COMMON 729251108 7847 201820 SH Defined Sole POGO PRODUCING CO COM COMMON 730448107 373 7700 SH Defined Sole POWER INTEGRATIONS INC COM COMMON 739276103 3 135 SH Defined Sole POWER-ONE INC COM COMMON 739308104 803 89376 SH Defined Sole PRAXAIR INC COM COMMON 74005P104 17411 392135 SH Defined Sole PRECISION CASTPARTS CORP COM COMMON 740189105 862 13100 SH Defined Sole PREMCOR INC COM COMMON 74045Q104 1352 32400 SH Defined Sole PRENTISS PPTYS TR SH BEN INT COMMON 740706106 944 24700 SH Defined Sole PRICE T ROWE GROUP INC COM COMMON 74144T108 9395 151050 SH Defined Sole PRINCIPAL FINANCIAL GROUP IN COM COMMON 74251V102 12739 310562 SH Defined Sole PRIORITY HEALTHCARE CORP CL B COMMON 74264T102 104 4777 SH Defined Sole PROASSURANCE CORP COM COMMON 74267C106 371 9500 SH Defined Sole PROCTER & GAMBLE CO COM COMMON 742718109 132008 2380671 SH Defined Sole PRIVATEBANCORP INC COM COMMON 742962103 65 2014 SH Defined Sole PROGRESS ENERGY INC COM COMMON 743263105 10397 229104 SH Defined Sole PROGRESSIVE CORP OHIO COM COMMON 743315103 19471 228801 SH Defined Sole PROLOGIS SH BEN INT COMMON 743410102 7975 185988 SH Defined Sole

PROQUEST COMPANY COM COMMON 74346P102 171 5700 SH Defined Sole PROSPERITY BANCSHARES INC COM COMMON 743606105 23 782 SH Defined Sole PROTECTIVE LIFE CORP COM COMMON 743674103 812 19000 SH Defined Sole PROVIDENT FINL SVCS INC COM COMMON 74386T105 81 4200 SH Defined Sole PROVIDIAN FINL CORP COM COMMON 74406A102 4957 299694 SH Defined Sole PRUDENTIAL FINL INC COM COMMON 744320102 28610 519331 SH Defined Sole PUBLIC SVC ENTERPRISE GROUP COM COMMON 744573106 9990 190985 SH Defined Sole PULTE HOMES INC COM COMMON 745867101 8567 135025 SH Defined Sole QLT INC COM COMMON 746927102 11 669 SH Defined Sole QLOGIC CORP COM COMMON 747277101 1828 51071 SH Defined Sole QUALCOMM INC COM COMMON 747525103 32296 755629 SH Defined Sole QUANEX CORP COM COMMON 747620102 328 4900 SH Defined Sole QUANTA SVCS INC COM COMMON 74762E102 17 2100 SH Defined Sole QUEST DIAGNOSTICS INC COM COMMON 74834L100 10206 106186 SH Defined Sole QUIKSILVER INC COM COMMON 74838C106 265 8900 SH Defined Sole QWEST COMMUNICATIONS INTL IN COM COMMON 749121109 8534 1917854 SH Defined Sole RAIT INVT TR COM COMMON 749227104 498 17800 SH Defined Sole R H DONNELLEY CORP COM NEW COMMON 74955W307 292 5000 SH Defined Sole RLI CORP COM COMMON 749607107 167 4000 SH Defined Sole RSA SEC INC COM COMMON 749719100 539 26414 SH Defined Sole RADIAN GROUP INC COM COMMON 750236101 590 11200 SH Defined Sole RADIOSHACK CORP COM COMMON 750438103 4901 149472 SH Defined Sole RAE SYS INC COM COMMON 75061P102 12 1600 SH Defined Sole RAMBUS INC DEL COM COMMON 750917106 723 31541 SH Defined Sole RALCORP HLDGS INC NEW COM COMMON 751028101 1041 24900 SH Defined Sole RAYMOND JAMES FINANCIAL INC COM COMMON 754730109 275 8900 SH Defined Sole RAYOVAC CORP COM COMMON 755081106 99 3300 SH Defined Sole RAYTHEON CO COM NEW COMMON 755111507 16596 428074 SH Defined Sole READERS DIGEST ASSN INC COM COMMON 755267101 1048 75400 SH Defined Sole REALTY INCOME CORP COM COMMON 756109104 746 14700 SH Defined Sole RECKSON ASSOCS RLTY CORP COM COMMON 75621K106 1043 31600 SH Defined Sole REEBOK INTL LTD COM COMMON 758110100 2662 61273 SH Defined Sole REGIONS FINANCIAL CORP NEW COM COMMON 7591EP100 16889 476004 SH Defined Sole RELIANCE STEEL & ALUMINUM CO COM COMMON 759509102 713 18400 SH Defined Sole REMINGTON OIL & GAS CORP COM COMMON 759594302 118 4300 SH Defined Sole REPUBLIC BANCORP INC COM COMMON 760282103 441 28801 SH Defined Sole RESMED INC COM COMMON 761152107 494 9700 SH Defined Sole RESOURCES CONNECTION INC COM COMMON 76122Q105 94 1718 SH Defined Sole RESPIRONICS INC COM COMMON 761230101 421 7715 SH Defined Sole RETAIL HOLDRS TR DEP RCPT XXXX 76127U101 1827 18500 SH Defined Sole REUTERS GROUP PLC SPONSORED ADR FOREIGN 76132M102 367 8426 SH Defined Sole REYNOLDS AMERICAN INC COM COMMON 761713106 12502 158012 SH Defined Sole ROBERT HALF INTL INC COM COMMON 770323103 5410 182965 SH Defined Sole ROCK-TENN CO CL A COMMON 772739207 193 12700 SH Defined Sole ROCKWELL AUTOMATION INC COM COMMON 773903109 8590 174417 SH Defined Sole ROCKWELL COLLINS INC COM COMMON 774341101 7486 189384 SH Defined Sole ROFIN SINAR TECHNOLOGIES INC COM COMMON 775043102 4 98 SH Defined Sole ROHM & HAAS CO COM COMMON 775371107 10711 241290 SH Defined Sole ROPER INDS INC NEW COM COMMON 776696106 803 13200 SH Defined Sole ROWAN COS INC COM COMMON 779382100 826 32034 SH Defined Sole ROYAL DUTCH PETE CO NY REG EUR 0.56 XXXX 780257804 798 13900 SH Defined Sole RUDDICK CORP COM COMMON 781258108 327 14900 SH Defined Sole RYANS RESTAURANT GROUP INC COM COMMON 783520109 105 6824 SH Defined Sole RYDER SYS INC COM COMMON 783549108 4745 99378 SH Defined Sole SBC COMMUNICATIONS INC COM COMMON 78387G103 78516 3047999 SH Defined Sole SCP POOL CORP COM COMMON 784028102 12 390 SH Defined Sole SEI INVESTMENTS CO COM COMMON 784117103 498 11846 SH Defined Sole SLM CORP COM COMMON 78442P106 23342 434834 SH Defined Sole SPDR TR UNIT SER 1 COMMON 78462F103 803333 6631989 SH Defined Sole SPX CORP COM COMMON 784635104 1860 46200 SH Defined Sole SABRE HLDGS CORP CL A COMMON 785905100 3412 154655 SH Defined Sole SAFECO CORP COM COMMON 786429100 6641 128435 SH Defined Sole SAFEWAY INC COM NEW COMMON 786514208 9342 471563 SH Defined Sole ST JUDE MED INC COM COMMON 790849103 15836 375002 SH Defined Sole ST PAUL TRAVELERS INC COM COMMON 792860108 26315 707401 SH Defined Sole SANMINA SCI CORP COM COMMON 800907107 2344 277755 SH Defined Sole SANOFI AVENTIS SPONSORED ADR FOREIGN 80105N105 659 16300 SH Defined Sole SAP AKTIENGESELLSCHAFT SPONSORED ADR FOREIGN 803054204 1346 30400 SH Defined Sole SARA LEE CORP COM COMMON 803111103 23082 952636 SH Defined Sole SCHEIN HENRY INC COM COMMON 806407102 529 7597 SH Defined Sole

SCHERING A G SPONSORED ADR FOREIGN 806585204 306 4100 SH Defined Sole SCHERING PLOUGH CORP COM COMMON 806605101 30372 1455317 SH Defined Sole SCHLUMBERGER LTD COM COMMON 806857108 31226 466410 SH Defined Sole SCHULMAN A INC COM COMMON 808194104 14 670 SH Defined Sole SCHWAB CHARLES CORP NEW COM COMMON 808513105 16688 1414259 SH Defined Sole SCIENTIFIC ATLANTA INC COM COMMON 808655104 5338 161522 SH Defined Sole SCOTTISH PWR PLC SPON ADR FINAL FOREIGN 81013T705 115 3700 SH Defined Sole SEALED AIR CORP NEW COM COMMON 81211K100 4721 88248 SH Defined Sole SEARS ROEBUCK & CO COM COMMON 812387108 10000 194670 SH Defined Sole SELECT SECTOR SPDR TR SBI HEALTHCARE XXXX 81369Y209 7902 260698 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-ENERGY XXXX 81369Y506 137387 3792083 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-FINL XXXX 81369Y605 100075 3277935 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-TECH XXXX 81369Y803 1640 77548 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-UTILS XXXX 81369Y886 84255 3010193 SH Defined Sole SELECTIVE INS GROUP INC COM COMMON 816300107 396 8841 SH Defined Sole SEMICONDUCTOR HLDRS TR DEP RCPT XXXX 816636203 3512 105697 SH Defined Sole SEMPRA ENERGY COM COMMON 816851109 7124 193533 SH Defined Sole SENIOR HSG PPTYS TR SH BEN INT COMMON 81721M109 1656 88000 SH Defined Sole SERONO S A SPONSORED ADR FOREIGN 81752M101 637 38600 SH Defined Sole SHELL TRANS & TRADING PLC ADR NY SHS NEW FOREIGN 822703609 325 6300 SH Defined Sole SHERWIN WILLIAMS CO COM COMMON 824348106 8019 178680 SH Defined Sole SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR FOREIGN 82481R106 28 888 SH Defined Sole SIEBEL SYS INC COM COMMON 826170102 2548 245035 SH Defined Sole SIEMENS A G SPONSORED ADR FOREIGN 826197501 2693 31800 SH Defined Sole SIERRA HEALTH SVCS INC COM COMMON 826322109 2744 49400 SH Defined Sole SIGMA ALDRICH CORP COM COMMON 826552101 2650 43584 SH Defined Sole SIMON PPTY GROUP INC NEW COM COMMON 828806109 16475 253464 SH Defined Sole SIRVA INC COM COMMON 82967Y104 169 8800 SH Defined Sole SKYWEST INC COM COMMON 830879102 8 386 SH Defined Sole SMITH & NEPHEW PLC SPDN ADR NEW FOREIGN 83175M205 308 5900 SH Defined Sole SMITH A O COM COMMON 831865209 15 500 SH Defined Sole SMITH INTL INC COM COMMON 832110100 3722 68500 SH Defined Sole SMITHFIELD FOODS INC COM COMMON 832248108 495 16600 SH Defined Sole SMUCKER J M CO COM NEW COMMON 832696405 14 300 SH Defined Sole SMURFIT-STONE CONTAINER CORP COM COMMON 832727101 14 766 SH Defined Sole SNAP ON INC COM COMMON 833034101 2080 60545 SH Defined Sole SOHU COM INC COM COMMON 83408W103 9 500 SH Defined Sole SOLECTRON CORP COM COMMON 834182107 5444 1027079 SH Defined Sole SONOCO PRODS CO COM COMMON 835495102 125 4200 SH Defined Sole SOUTHERN CO COM COMMON 842587107 17945 529027 SH Defined Sole SOUTHERN PERU COPPER CORP COM COMMON 843611104 207 4400 SH Defined Sole SOUTHERN UN CO NEW COM COMMON 844030106 549 22900 SH Defined Sole SOUTHWEST AIRLS CO COM COMMON 844741108 13470 823348 SH Defined Sole SOUTHWEST BANCORPORATION TEX COM COMMON 84476R109 393 16918 SH Defined Sole SOUTHWEST GAS CORP COM COMMON 844895102 327 12800 SH Defined Sole SOUTHWESTERN ENERGY CO COM COMMON 845467109 356 7000 SH Defined Sole SOVEREIGN BANCORP INC COM COMMON 845905108 7915 350085 SH Defined Sole SOVRAN SELF STORAGE INC COM COMMON 84610H108 331 7800 SH Defined Sole SPORTS AUTH INC NEW COM COMMON 84917U109 662 25400 SH Defined Sole SPRINT CORP COM FON COMMON 852061100 38626 1551851 SH Defined Sole STAGE STORES INC COM NEW COMMON 85254C305 209 5080 SH Defined Sole STANCORP FINL GROUP INC COM COMMON 852891100 512 6200 SH Defined Sole STANLEY WKS COM COMMON 854616109 5241 107077 SH Defined Sole STAPLES INC COM COMMON 855030102 12080 361126 SH Defined Sole STARBUCKS CORP COM COMMON 855244109 9407 150177 SH Defined Sole STARTEK INC COM COMMON 85569C107 90 3200 SH Defined Sole STATE AUTO FINL CORP COM COMMON 855707105 212 8162 SH Defined Sole STARWOOD HOTELS&RESORTS WRLD PAIRED CTF XXXX 85590A203 12672 218595 SH Defined Sole STATE STR CORP COM COMMON 857477103 16553 337755 SH Defined Sole STATION CASINOS INC COM COMMON 857689103 1730 31600 SH Defined Sole STATOIL ASA SPONSORED ADR FOREIGN 85771P102 239 15000 SH Defined Sole STEELCASE INC CL A COMMON 858155203 162 11800 SH Defined Sole STERIS CORP COM COMMON 859152100 390 16500 SH Defined Sole STERLING FINL CORP WASH COM COMMON 859319105 124 3152 SH Defined Sole STEWART INFORMATION SVCS COR COM COMMON 860372101 101 2400 SH Defined Sole STMICROELECTRONICS N V NY REGISTRY XXXX 861012102 127 6600 SH Defined Sole STONE ENERGY CORP COM COMMON 861642106 86 1900 SH Defined Sole STRYKER CORP COM COMMON 863667101 20336 421903 SH Defined Sole SUN MICROSYSTEMS INC COM COMMON 866810104 15307 2829313 SH Defined Sole SUNGARD DATA SYS INC COM COMMON 867363103 8946 316448 SH Defined Sole

SUNOCO INC COM COMMON 86764P109 5080 62458 SH Defined Sole SUNTRUST BKS INC COM COMMON 867914103 27777 375369 SH Defined Sole SUPERVALU INC COM COMMON 868536103 4900 142112 SH Defined Sole SUSQUEHANNA BANCSHARES INC P COM COMMON 869099101 533 21211 SH Defined Sole SWIFT ENERGY CO COM COMMON 870738101 28 1000 SH Defined Sole SWIFT TRANSN CO COM COMMON 870756103 232 10663 SH Defined Sole SYBRON DENTAL SPECIALTIES IN COM COMMON 871142105 447 12700 SH Defined Sole SYMANTEC CORP COM COMMON 871503108 8392 329862 SH Defined Sole SYMBOL TECHNOLOGIES INC COM COMMON 871508107 4381 254124 SH Defined Sole SYMYX TECHNOLOGIES COM COMMON 87155S108 54 1791 SH Defined Sole SYNGENTA AG SPONSORED ADR FOREIGN 87160A100 85 4000 SH Defined Sole SYNOVUS FINL CORP COM COMMON 87161C105 8979 313630 SH Defined Sole SYSCO CORP COM COMMON 871829107 25585 675237 SH Defined Sole TBC CORP NEW COM COMMON 872183108 21 754 SH Defined Sole TECO ENERGY INC COM COMMON 872375100 2474 160513 SH Defined Sole TEPPCO PARTNERS L P UT LTD PARTNER XXXX 872384102 106 2700 SH Defined Sole THQ INC COM NEW COMMON 872443403 248 10741 SH Defined Sole TJX COS INC NEW COM COMMON 872540109 12778 507073 SH Defined Sole TRW AUTOMOTIVE HLDGS CORP COM COMMON 87264S106 66 3200 SH Defined Sole TTM TECHNOLOGIES INC COM COMMON 87305R109 5 417 SH Defined Sole TXU CORP COM COMMON 873168108 12514 193000 SH Defined Sole TALBOTS INC COM COMMON 874161102 54 2000 SH Defined Sole TANGER FACTORY OUTLET CTRS I COM COMMON 875465106 373 14100 SH Defined Sole TARGET CORP COM COMMON 87612E106 49889 957571 SH Defined Sole TECH DATA CORP COM COMMON 878237106 468 10355 SH Defined Sole TECHNE CORP COM COMMON 878377100 164 4196 SH Defined Sole TECUMSEH PRODS CO CL A COMMON 878895200 23 492 SH Defined Sole TEKTRONIX INC COM COMMON 879131100 3036 99710 SH Defined Sole TELECOM CORP NEW ZEALAND LTD SPONSORED ADR FOREIGN 879278208 211 6000 SH Defined Sole TELECOMUNICACOES BRASILEIRAS SPONSORED ADR FOREIGN 879287308 3 100 SH Defined Sole TELEDYNE TECHNOLOGIES INC COM COMMON 879360105 27 900 SH Defined Sole TELEPHONE & DATA SYS INC COM COMMON 879433100 46 600 SH Defined Sole TELIK INC COM COMMON 87959M109 124 6449 SH Defined Sole TELLABS INC COM COMMON 879664100 3203 370736 SH Defined Sole TEMPLE INLAND INC COM COMMON 879868107 4019 58976 SH Defined Sole TENET HEALTHCARE CORP COM COMMON 88033G100 5346 490923 SH Defined Sole TENNECO AUTOMOTIVE INC COM COMMON 880349105 3 200 SH Defined Sole TERADYNE INC COM COMMON 880770102 3465 201714 SH Defined Sole TESORO CORP COM COMMON 881609101 38 1200 SH Defined Sole TEVA PHARMACEUTICAL INDS LTD ADR FOREIGN 881624209 63 2123 SH Defined Sole TETRA TECHNOLOGIES INC DEL COM COMMON 88162F105 354 12600 SH Defined Sole TEXAS INDS INC COM COMMON 882491103 878 14100 SH Defined Sole TEXAS INSTRS INC COM COMMON 882508104 39552 1617679 SH Defined Sole TEXAS REGL BANCSHARES INC CL A VTG COMMON 882673106 338 10462 SH Defined Sole TEXTRON INC COM COMMON 883203101 12121 164914 SH Defined Sole THERMO ELECTRON CORP COM COMMON 883556102 6929 228819 SH Defined Sole THOMAS & BETTS CORP COM COMMON 884315102 648 21303 SH Defined Sole THOMSON CORP COM COMMON 884903105 189 5400 SH Defined Sole THOR INDS INC COM COMMON 885160101 115 3100 SH Defined Sole 3M CO COM COMMON 88579Y101 53701 648954 SH Defined Sole TIFFANY & CO NEW COM COMMON 886547108 4938 153252 SH Defined Sole TIMBERLAND CO CL A COMMON 887100105 1930 30400 SH Defined Sole TIME WARNER INC COM COMMON 887317105 84134 4334574 SH Defined Sole TOLL BROTHERS INC COM COMMON 889478103 1283 19000 SH Defined Sole TORCHMARK CORP COM COMMON 891027104 6987 122265 SH Defined Sole TOTAL S A SPONSORED ADR FOREIGN 89151E109 1781 16200 SH Defined Sole TOTAL SYS SVCS INC COM COMMON 891906109 148 6000 SH Defined Sole TOYOTA MOTOR CORP SP ADR REP2COM FOREIGN 892331307 411 5100 SH Defined Sole TOYS R US INC COM COMMON 892335100 4230 204371 SH Defined Sole TRANSACTION SYS ARCHITECTS CL A COMMON 893416107 51 2552 SH Defined Sole TRIAD HOSPITALS INC COM COMMON 89579K109 191 5100 SH Defined Sole TRIBUNE CO NEW COM COMMON 896047107 15338 363626 SH Defined Sole TRINITY INDS INC COM COMMON 896522109 194 5700 SH Defined Sole TRUSTCO BK CORP N Y COM COMMON 898349105 108 7787 SH Defined Sole TRUSTMARK CORP COM COMMON 898402102 31 1009 SH Defined Sole TUPPERWARE CORP COM COMMON 899896104 575 28000 SH Defined Sole 21ST CENTY INS GROUP COM COMMON 90130N103 81 5900 SH Defined Sole TYCO INTL LTD NEW COM COMMON 902124106 68440 1903229 SH Defined Sole UCBH HOLDINGS INC COM COMMON 90262T308 110 2389 SH Defined Sole UGI CORP NEW COM COMMON 902681105 1097 26800 SH Defined Sole

UIL HLDG CORP COM COMMON 902748102 170 3300 SH Defined Sole UMB FINL CORP COM COMMON 902788108 236 4130 SH Defined Sole UST INC COM COMMON 902911106 8415 174403 SH Defined Sole US BANCORP DEL COM NEW COMMON 902973304 52534 1686477 SH Defined Sole U S G CORP COM NEW COMMON 903293405 12 300 SH Defined Sole ULTRA PETROLEUM CORP COM COMMON 903914109 416 8600 SH Defined Sole UNILEVER N V N Y SHS NEW COMMON 904784709 655 9800 SH Defined Sole UNION PAC CORP COM COMMON 907818108 19306 287423 SH Defined Sole UNISYS CORP COM COMMON 909214108 3225 318319 SH Defined Sole UNITED BANKSHARES INC WEST V COM COMMON 909907107 429 11255 SH Defined Sole UNITED ONLINE INC COM COMMON 911268100 4 300 SH Defined Sole UNITED PARCEL SERVICE INC CL B COMMON 911312106 102546 1199091 SH Defined Sole UNITED STATES CELLULAR CORP COM COMMON 911684108 201 4515 SH Defined Sole UNITED STATES STL CORP NEW COM COMMON 912909108 6157 123047 SH Defined Sole UNITED TECHNOLOGIES CORP COM COMMON 913017109 41095 396060 SH Defined Sole UNITEDHEALTH GROUP INC COM COMMON 91324P102 60276 686123 SH Defined Sole UNITRIN INC COM COMMON 913275103 783 17100 SH Defined Sole UNIVERSAL COMPRESSION HLDGS COM COMMON 913431102 1325 38000 SH Defined Sole UNIVERSAL CORP VA COM COMMON 913456109 405 8400 SH Defined Sole UNIVERSAL HLTH SVCS INC CL B COMMON 913903100 308 6900 SH Defined Sole UNIVERSAL TECHNICAL INST INC COM COMMON 913915104 12 300 SH Defined Sole UNIVISION COMMUNICATIONS INC CL A COMMON 914906102 10128 345205 SH Defined Sole UNOCAL CORP COM COMMON 915289102 10938 254321 SH Defined Sole UNUMPROVIDENT CORP COM COMMON 91529Y106 5460 300973 SH Defined Sole URBAN OUTFITTERS INC COM COMMON 917047102 718 15903 SH Defined Sole USF CORP COM COMMON 91729Q101 1 18 SH Defined Sole V F CORP COM COMMON 918204108 6458 117086 SH Defined Sole VAIL RESORTS INC COM COMMON 91879Q109 338 15000 SH Defined Sole VALASSIS COMMUNICATIONS INC COM COMMON 918866104 239 6800 SH Defined Sole VALERO L P COM UT LTD PRT COMMON 91913W104 18 300 SH Defined Sole VALERO ENERGY CORP NEW COM COMMON 91913Y100 11141 249303 SH Defined Sole VALLEY NATL BANCORP COM COMMON 919794107 681 24700 SH Defined Sole VALSPAR CORP COM COMMON 920355104 121 2400 SH Defined Sole VARIAN SEMICONDUCTOR EQUIPMN COM COMMON 922207105 58 1569 SH Defined Sole VARIAN MED SYS INC COM COMMON 92220P105 160 3700 SH Defined Sole VENTAS INC COM COMMON 92276F100 1219 44300 SH Defined Sole VERITAS SOFTWARE CO COM COMMON 923436109 6565 233120 SH Defined Sole VERIZON COMMUNICATIONS COM COMMON 92343V104 105415 2584960 SH Defined Sole VERINT SYS INC COM COMMON 92343X100 15 402 SH Defined Sole VIACOM INC CL B COMMON 925524308 59042 1613179 SH Defined Sole VICURON PHARMACEUTICALS INC COM COMMON 926471103 24 1369 SH Defined Sole VINTAGE PETE INC COM COMMON 927460105 200 9000 SH Defined Sole VISTEON CORP COM COMMON 92839U107 1341 137840 SH Defined Sole VIVENDI UNIVERSAL SPON ADR NEW FOREIGN 92851S204 1923 59900 SH Defined Sole VODAFONE GROUP PLC NEW SPONSORED ADR FOREIGN 92857W100 150 5500 SH Defined Sole VOLVO AKTIEBOLAGET ADR B FOREIGN 928856400 326 8210 SH Defined Sole VULCAN MATLS CO COM COMMON 929160109 8232 150413 SH Defined Sole WGL HLDGS INC COM COMMON 92924F106 675 21700 SH Defined Sole WPS RESOURCES CORP COM COMMON 92931B106 105 2100 SH Defined Sole WACHOVIA CORP 2ND NEW COM COMMON 929903102 90260 1714338 SH Defined Sole WAL MART STORES INC COM COMMON 931142103 208167 3923240 SH Defined Sole WALGREEN CO COM COMMON 931422109 41912 1080491 SH Defined Sole WASHINGTON MUT INC COM COMMON 939322103 37353 883895 SH Defined Sole WASTE CONNECTIONS INC COM COMMON 941053100 1915 56400 SH Defined Sole WASTE MGMT INC DEL COM COMMON 94106L109 20355 674438 SH Defined Sole WATERS CORP COM COMMON 941848103 6792 143969 SH Defined Sole WATSON PHARMACEUTICALS INC COM COMMON 942683103 3602 108371 SH Defined Sole WATSON WYATT & CO HLDGS CL A COMMON 942712100 371 13600 SH Defined Sole WEIGHT WATCHERS INTL INC NEW COM COMMON 948626106 608 14600 SH Defined Sole WELLPOINT INC COM COMMON 94973V107 35699 309997 SH Defined Sole WELLS FARGO & CO NEW COM COMMON 949746101 99535 1600246 SH Defined Sole WENDYS INTL INC COM COMMON 950590109 4736 120162 SH Defined Sole WESCO FINL CORP COM COMMON 950817106 0 1 SH Defined Sole WEST CORP COM COMMON 952355105 124 3688 SH Defined Sole WESTAMERICA BANCORPORATION COM COMMON 957090103 311 5334 SH Defined Sole WESTAR ENERGY INC COM COMMON 95709T100 130 5700 SH Defined Sole WESTERN DIGITAL CORP COM COMMON 958102105 9 800 SH Defined Sole WESTERN GAS RES INC COM COMMON 958259103 592 20400 SH Defined Sole WEYERHAEUSER CO COM COMMON 962166104 17239 256078 SH Defined Sole WHIRLPOOL CORP COM COMMON 963320106 4853 70076 SH Defined Sole

WHITNEY HLDG CORP COM COMMON 966612103 160 3576 SH Defined Sole WILEY JOHN & SONS INC CL A COMMON 968223206 170 4900 SH Defined Sole WILLIAMS COS INC DEL COM COMMON 969457100 7048 438052 SH Defined Sole WILLIAMS SONOMA INC COM COMMON 969904101 602 17000 SH Defined Sole WILMINGTON TRUST CORP COM COMMON 971807102 874 24200 SH Defined Sole WINNEBAGO INDS INC COM COMMON 974637100 86 2200 SH Defined Sole WINTRUST FINANCIAL CORP COM COMMON 97650W108 709 12528 SH Defined Sole WISCONSIN ENERGY CORP COM COMMON 976657106 2302 68000 SH Defined Sole WOODWARD GOVERNOR CO COM COMMON 980745103 10 142 SH Defined Sole WORTHINGTON INDS INC COM COMMON 981811102 377 19200 SH Defined Sole WRIGLEY WM JR CO COM COMMON 982526105 18168 264184 SH Defined Sole WYETH COM COMMON 983024100 57820 1350926 SH Defined Sole XTO ENERGY INC COM COMMON 98385X106 8127 231195 SH Defined Sole XCEL ENERGY INC COM COMMON 98389B100 6726 368332 SH Defined Sole XILINX INC COM COMMON 983919101 4007 135366 SH Defined Sole XEROX CORP COM COMMON 984121103 15382 902174 SH Defined Sole YAHOO INC COM COMMON 984332106 42607 1124800 SH Defined Sole YELLOW ROADWAY CORP COM COMMON 985577105 311 5566 SH Defined Sole YORK INTL CORP NEW COM COMMON 986670107 388 11200 SH Defined Sole YUM BRANDS INC COM COMMON 988498101 14571 308905 SH Defined Sole ZALE CORP NEW COM COMMON 988858106 852 28400 SH Defined Sole ZIMMER HLDGS INC COM COMMON 98956P102 22198 274420 SH Defined Sole ZIONS BANCORPORATION COM COMMON 989701107 6215 90841 SH Defined Sole DAIMLERCHRYSLER AG ORD FOREIGN D1668R123 154 3200 SH Defined Sole DEUTSCHE BANK AG NAMEN ORD FOREIGN D18190898 1659 18600 SH Defined Sole ACE LTD ORD FOREIGN G0070K103 12268 287785 SH Defined Sole AMDOCS LTD ORD FOREIGN G02602103 5 200 SH Defined Sole ARCH CAP GROUP LTD ORD FOREIGN G0450A105 400 10395 SH Defined Sole ASPEN INSURANCE HOLDINGS LTD SHS COMMON G05384105 61 2500 SH Defined Sole AXIS CAPITAL HOLDINGS SHS COMMON G0692U109 329 12100 SH Defined Sole ACCENTURE LTD BERMUDA CL A COMMON G1150G111 164 6100 SH Defined Sole COOPER INDS LTD CL A COMMON G24182100 7067 104188 SH Defined Sole ENDURANCE SPECIALTY HLDGS LT SHS COMMON G30397106 360 10600 SH Defined Sole FRONTLINE LTD ORD FOREIGN G3682E127 462 10300 SH Defined Sole INGERSOLL-RAND COMPANY LTD CL A COMMON G4776G101 14624 181659 SH Defined Sole IPC HLDGS LTD ORD FOREIGN G4933P101 347 7994 SH Defined Sole KNIGHTSBRIDGE TANKERS LTD ORD FOREIGN G5299G106 123 3691 SH Defined Sole NABORS INDUSTRIES LTD SHS COMMON G6359F103 4871 95182 SH Defined Sole NOBLE CORPORATION SHS COMMON G65422100 3781 76446 SH Defined Sole PARTNERRE LTD COM COMMON G6852T105 261 4200 SH Defined Sole SEAGATE TECHNOLOGY SHS COMMON G7945J104 117 6800 SH Defined Sole STEWART W P & CO LTD COM COMMON G84922106 35 1500 SH Defined Sole UTI WORLDWIDE INC ORD FOREIGN G87210103 336 5077 SH Defined Sole TRANSOCEAN INC ORD FOREIGN G90078109 9425 222647 SH Defined Sole TSAKOS ENERGY NAVIGATION LTD SHS COMMON G9108L108 399 11300 SH Defined Sole WEATHERFORD INTERNATIONAL LT COM COMMON G95089101 1557 30200 SH Defined Sole WILLIS GROUP HOLDINGS LTD SHS COMMON G96655108 149 3600 SH Defined Sole XL CAP LTD CL A COMMON G98255105 12560 161569 SH Defined Sole UBS AG NAMEN AKT XXXX H8920M855 2207 26300 SH Defined Sole CORE LABORATORIES N V COM COMMON N22717107 300 12800 SH Defined Sole FLEXTRONICS INTL LTD ORD FOREIGN Y2573F102 6 400 SH Defined Sole GENERAL MARITIME CORP SHS COMMON Y2692M103 297 7500 SH Defined Sole OMI CORP NEW COM COMMON Y6476W104 67 4000 SH Defined Sole TEEKAY SHIPPING MARSHALL ISL COM COMMON Y8564W103 854 20300 SH Defined Sole 12287459

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