13F-HR 1 d13fhr.txt 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 [ ]; Amendment Number: ---------- This Amendment (Check only one.): [ ] 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 14, 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: 3499 Form 13F Information Table Value Total: 3,336,647 (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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CAPITAL AUTOMOTIVE REIT COM SH BEN INT COMMON 139733109 -1331 -37827 SH Defined Sole CAPITAL ONE FINL CORP COM COMMON 14040H105 20143 240401 SH Defined Sole CAPITAL TRUST INC MD CL A NEW COMMON 14052H506 37 1200 SH Defined Sole CAPITALSOURCE INC COM COMMON 14055X102 -78 -3104 SH Defined Sole CAPITOL FED FINL COM COMMON 14057C106 -257 -7158 SH Defined Sole CARBO CERAMICS INC COM COMMON 140781105 1153 16800 SH Defined Sole CARDINAL HEALTH INC COM COMMON 14149Y108 26091 445616 SH Defined Sole CAREER EDUCATION CORP COM COMMON 141665109 -2067 -51280 SH Defined Sole CAREMARK RX INC COM COMMON 141705103 18738 473176 SH Defined Sole CARLISLE COS INC COM COMMON 142339100 -547 -8403 SH Defined Sole CARMAX INC COM COMMON 143130102 62 1993 SH Defined Sole CARMIKE CINEMAS INC COM COMMON 143436400 30 832 SH Defined Sole CARNIVAL CORP PAIRED CTF COMMON 143658300 11357 195370 SH Defined Sole CARPENTER TECHNOLOGY CORP COM COMMON 144285103 361 6400 SH Defined Sole CARRAMERICA RLTY CORP COM COMMON 144418100 1599 48200 SH Defined Sole CARTER INC COM COMMON 146229109 215 6500 SH Defined Sole CASCADE CORP COM COMMON 147195101 8 200 SH Defined Sole CASEYS GEN STORES INC COM COMMON 147528103 8 460 SH Defined Sole CASH AMER INTL INC COM COMMON 14754D100 -516 -17500 SH Defined Sole CATALINA MARKETING CORP COM COMMON 148867104 27 900 SH Defined Sole CATELLUS DEV CORP NEW COM COMMON 149113102 2072 67593 SH Defined Sole CATERPILLAR INC DEL COM COMMON 149123101 26267 269293 SH Defined Sole CATHAY GENERAL BANCORP COM COMMON 149150104 350 9219 SH Defined Sole CEDAR FAIR L P DEPOSITRY UNIT FOREIGN 150185106 -319 -9700 SH Defined Sole CELESTICA INC SUB VTG SHS COMMON 15101Q108 36 2600 SH Defined Sole CELGENE CORP COM COMMON 151020104 248 9273 SH Defined Sole CEMEX S A SPON ADR 5 ORD FOREIGN 151290889 -1068 -29300 SH Defined Sole CENDANT CORP COM COMMON 151313103 25731 1107176 SH Defined Sole CENTENE CORP DEL COM COMMON 15135B101 108 3700 SH Defined Sole CENTERPOINT PPTYS TR COM COMMON 151895109 349 7196 SH Defined Sole CENTERPOINT ENERGY INC COM COMMON 15189T107 2774 247445 SH Defined Sole CENTEX CORP COM COMMON 152312104 7841 131784 SH Defined Sole CENTRAL EUROPEAN DIST CORP COM COMMON 153435102 -13 -466 SH Defined Sole CENTRAL GARDEN & PET CO COM COMMON 153527106 -147 -3598 SH Defined Sole CENTRAL PKG CORP COM COMMON 154785109 21 1400 SH Defined Sole CENTURY ALUM CO COM COMMON 156431108 23 900 SH Defined Sole CENTURYTEL INC COM COMMON 156700106 5082 145827 SH Defined Sole CEPHALON INC COM COMMON 156708109 -8 -171 SH Defined Sole CERADYNE INC COM COMMON 156710105 -156 -2740 SH Defined Sole CERIDIAN CORP NEW COM COMMON 156779100 -1173 -64410 SH Defined Sole CERNER CORP COM COMMON 156782104 114 2149 SH Defined Sole CERTEGY INC COM COMMON 156880106 -1261 -35604 SH Defined Sole CHAMPION ENTERPRISES INC COM COMMON 158496109 12 1000 SH Defined Sole CHARLES RIV LABS INTL INC COM COMMON 159864107 65 1396 SH Defined Sole CHARTERMAC SH BEN INT COMMON 160908109 -256 -10400 SH Defined Sole CHARMING SHOPPES INC COM COMMON 161133103 2 175 SH Defined Sole CHATTEM INC COM COMMON 162456107 23 700 SH Defined Sole CHECKFREE CORP NEW COM COMMON 162813109 -985 -25669 SH Defined Sole CHECKPOINT SYS INC COM COMMON 162825103 547 30400 SH Defined Sole CHEESECAKE FACTORY INC COM COMMON 163072101 210 6458 SH Defined Sole CHEMED CORP NEW COM COMMON 16359R103 -276 -4100 SH Defined Sole CHESAPEAKE ENERGY CORP COM COMMON 165167107 1347 82281 SH Defined Sole CHEVRONTEXACO CORP COM COMMON 166764100 35600 677829 SH Defined Sole CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH COMMON 167250109 -60 -1500 SH Defined Sole CHICAGO MERCANTILE HLDGS INC CL A COMMON 167760107 -433 -1902 SH Defined Sole CHICOS FAS INC COM COMMON 168615102 622 13594 SH Defined Sole CHILDRENS PL RETAIL STORES I COM COMMON 168905107 -129 -3500 SH Defined Sole CHINA MOBILE HONG KONG LTD SPONSORED ADR FOREIGN 16941M109 -228 -13400 SH Defined Sole CHINA PETE & CHEM CORP SPON ADR H SHS FOREIGN 16941R108 57 1400 SH Defined Sole CHINA TELECOM CORP LTD SPON ADR H SHS FOREIGN 169426103 103 2800 SH Defined Sole CHOICE HOTELS INTL INC COM COMMON 169905106 87 1499 SH Defined Sole CHIQUITA BRANDS INTL INC COM COMMON 170032809 -730 -32900 SH Defined Sole CHIRON CORP COM COMMON 170040109 1920 58195 SH Defined Sole CHITTENDEN CORP COM COMMON 170228100 1134 39100 SH Defined Sole CHOICEPOINT INC COM COMMON 170388102 -1684 -36606 SH Defined Sole CHRISTOPHER & BANKS CORP COM COMMON 171046105 -34 -1900 SH Defined Sole CHUBB CORP COM COMMON 171232101 15292 198807 SH Defined Sole CHURCH & DWIGHT INC COM COMMON 171340102 -641 -19204 SH Defined Sole CIBER INC COM COMMON 17163B102 -6 -700 SH Defined Sole CIENA CORP COM COMMON 171779101 1984 606639 SH Defined Sole

CIMAREX ENERGY CO COM COMMON 171798101 -26 -700 SH Defined Sole CINCINNATI FINL CORP COM COMMON 172062101 8028 181417 SH Defined Sole CINERGY CORP COM COMMON 172474108 5289 126321 SH Defined Sole CIRCUIT CITY STORE INC COM COMMON 172737108 3277 206491 SH Defined Sole CIRCOR INTL INC COM COMMON 17273K109 -40 -1800 SH Defined Sole CISCO SYS INC COM COMMON 17275R102 25784 1329631 SH Defined Sole CITADEL BROADCASTING CORP COM COMMON 17285T106 -92 -5704 SH Defined Sole CINTAS CORP COM COMMON 172908105 2957 67327 SH Defined Sole CITIGROUP INC COM COMMON 172967101 86996 1811287 SH Defined Sole CITIZENS BKG CORP MICH COM COMMON 174420109 359 10425 SH Defined Sole CITIZENS COMMUNICATIONS CO COM COMMON 17453B101 4239 305436 SH Defined Sole CITRIX SYS INC COM COMMON 177376100 1988 80115 SH Defined Sole CITY NATL CORP COM COMMON 178566105 14 198 SH Defined Sole CLAIRES STORES INC COM COMMON 179584107 -338 -16006 SH Defined Sole CLARCOR INC COM COMMON 179895107 -808 -14800 SH Defined Sole CLARK INC COM COMMON 181457102 14 900 SH Defined Sole CLEAR CHANNEL COMMUNICATIONS COM COMMON 184502102 10985 324714 SH Defined Sole CLOROX CO DEL COM COMMON 189054109 -2006 -33930 SH Defined Sole COACH INC COM COMMON 189754104 11054 194608 SH Defined Sole COCA COLA CO COM COMMON 191216100 19573 469939 SH Defined Sole COCA COLA ENTERPRISES INC COM COMMON 191219104 10673 514871 SH Defined Sole COGNEX CORP COM COMMON 192422103 0 -49 SH Defined Sole COGNIZANT TECHNOLOGY SOLUTIO CL A COMMON 192446102 -3258 -76963 SH Defined Sole COHERENT INC COM COMMON 192479103 199 6511 SH Defined Sole COLE KENNETH PRODTNS INC CL A COMMON 193294105 107 3500 SH Defined Sole COLGATE PALMOLIVE CO COM COMMON 194162103 17425 339926 SH Defined Sole COLONIAL BANCGROUP INC COM COMMON 195493309 423 19691 SH Defined Sole COLONIAL PPTYS TR COM SH BEN INT COMMON 195872106 1921 48500 SH Defined Sole COLUMBIA SPORTSWEAR CO COM COMMON 198516106 -192 -3260 SH Defined Sole COMCAST CORP NEW CL A COMMON 20030N101 15387 465420 SH Defined Sole COMERICA INC COM COMMON 200340107 3534 57394 SH Defined Sole COMMERCE BANCORP INC NJ COM COMMON 200519106 -192 -3005 SH Defined Sole COMMERCE BANCSHARES INC COM COMMON 200525103 64 1287 SH Defined Sole COMMERCE GROUP INC MASS COM COMMON 200641108 -633 -10300 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 COMMSCOPE INC COM COMMON 203372107 -29 -1600 SH Defined Sole COMMUNITY BK SYS INC COM COMMON 203607106 -422 -15100 SH Defined Sole COMMUNITY HEALTH SYS INC NEW COM COMMON 203668108 1080 38396 SH Defined Sole COMPANHIA VALE DO RIO DOCE SPON ADR PFD FOREIGN 204412100 -123 -5200 SH Defined Sole COMPANHIA VALE DO RIO DOCE SPONSORED ADR FOREIGN 204412209 -1029 -36000 SH Defined Sole COMPASS BANCSHARES INC COM COMMON 20449H109 5234 108372 SH Defined Sole COMPASS MINERALS INTL INC COM COMMON 20451N101 -57 -2400 SH Defined Sole COMPUCREDIT CORP COM COMMON 20478N100 -80 -2972 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 COMSTOCK RES INC COM NEW COMMON 205768203 -224 -10400 SH Defined Sole COMVERSE TECHNOLOGY INC COM PAR $0.10 COMMON 205862402 2628 108247 SH Defined Sole CONAGRA FOODS INC COM COMMON 205887102 11505 391312 SH Defined Sole CONEXANT SYSTEMS INC COM COMMON 207142100 0 -95 SH Defined Sole CONMED CORP COM COMMON 207410101 130 4519 SH Defined Sole CONOCOPHILLIPS COM COMMON 20825C104 4379 50459 SH Defined Sole CONSECO INC COM NEW COMMON 208464883 -215 -10711 SH Defined Sole CONSOL ENERGY INC COM COMMON 20854P109 457 11294 SH Defined Sole CONSOLIDATED EDISON INC COM COMMON 209115104 7729 174910 SH Defined Sole CONSOLIDATED GRAPHICS INC COM COMMON 209341106 84 1800 SH Defined Sole CONSTELLATION BRANDS INC CL A COMMON 21036P108 -1111 -23806 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 1973 131775 SH Defined Sole COOPER CAMERON CORP COM COMMON 216640102 -1661 -30711 SH Defined Sole COOPER COS INC COM NEW COMMON 216648402 -176 -2502 SH Defined Sole COOPER TIRE & RUBR CO COM COMMON 216831107 1619 74425 SH Defined Sole COORS ADOLPH CO CL B COMMON 217016104 1227 16169 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 CORPORATE OFFICE PPTYS TR SH BEN INT COMMON 22002T108 -122 -4300 SH Defined Sole CORRECTIONAL PPTYS TR COM COMMON 2.2E+108 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 COST PLUS INC CALIF COM COMMON 221485105 -73 -2301 SH Defined Sole COSTCO WHSL CORP NEW COM COMMON 22160K105 18498 381803 SH Defined Sole COSTAR GROUP INC COM COMMON 22160N109 -219 -4775 SH Defined Sole COTT CORP QUE COM COMMON 22163N106 997 40200 SH Defined Sole COUNTRYWIDE FINANCIAL CORP COM COMMON 222372104 20969 568892 SH Defined Sole COUSINS PPTYS INC COM COMMON 222795106 1820 59100 SH Defined Sole COVANCE INC COM COMMON 222816100 497 12896 SH Defined Sole COVENTRY HEALTH CARE INC COM COMMON 222862104 -738 -13806 SH Defined Sole COX COMMUNICATIONS INC NEW CL A DELETED COMMON 224044107 0 -16 SH Defined Sole COX RADIO INC CL A COMMON 224051102 -141 -8603 SH Defined Sole CP SHIPS LTD COM COMMON 22409V102 -554 -39000 SH Defined Sole CRANE CO COM COMMON 224399105 -612 -21203 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 98695 SH Defined Sole CROMPTON CORP COM COMMON 227116100 -37 -3300 SH Defined Sole CROSS CTRY HEALTHCARE INC COM COMMON 227483104 -88 -4793 SH Defined Sole CROWN CASTLE INTL CORP COM COMMON 228227104 30 1786 SH Defined Sole CROWN HOLDINGS INC COM COMMON 228368106 -71 -5200 SH Defined Sole CRT PROPERTIES INC COM COMMON 22876P109 -394 -16500 SH Defined Sole CTI MOLECULAR IMAGING INC COM COMMON 22943D105 9 635 SH Defined Sole CUBIC CORP COM COMMON 229669106 -24 -1000 SH Defined Sole CULLEN FROST BANKERS INC COM COMMON 229899109 -1050 -21603 SH Defined Sole CUMMINS INC COM COMMON 231021106 3368 40181 SH Defined Sole CUMULUS MEDIA INC CL A COMMON 231082108 245 16238 SH Defined Sole CURTISS WRIGHT CORP COM COMMON 231561101 -181 -3200 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 CYPRESS SEMICONDUCTOR CORP COM COMMON 232806109 -991 -85208 SH Defined Sole CYTEC INDS INC COM COMMON 232820100 -350 -6800 SH Defined Sole CYTYC CORP COM COMMON 232946103 238 8507 SH Defined Sole DHB INDS INC COM COMMON 2.33E+107 -12 -700 SH Defined Sole DJ ORTHOPEDICS INC COM COMMON 23325G104 4 200 SH Defined Sole DPL INC COM COMMON 233293109 1390 55491 SH Defined Sole DRS TECHNOLOGIES INC COM COMMON 23330X100 43 1000 SH Defined Sole D R HORTON INC COM COMMON 23331A109 -20 -516 SH Defined Sole DST SYS INC DEL COM COMMON 233326107 -1936 -37106 SH Defined Sole DSP GROUP INC COM COMMON 23332B106 49 2185 SH Defined Sole DTE ENERGY CO COM COMMON 233331107 5087 117978 SH Defined Sole DADE BEHRING HLDGS INC COM COMMON 23342J206 -269 -4816 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 DAVE & BUSTERS INC COM COMMON 23833N104 -5 -300 SH Defined Sole DAVITA INC COM COMMON 23918K108 43 1093 SH Defined Sole DEAN FOODS CO NEW COM COMMON 242370104 874 26489 SH Defined Sole DECKERS OUTDOOR CORP COM COMMON 243537107 -4 -100 SH Defined Sole DEERE & CO COM COMMON 244199105 5396 72585 SH Defined Sole DEL MONTE FOODS CO COM COMMON 24522P103 -654 -60213 SH Defined Sole DELL INC COM COMMON 24702R101 20838 496056 SH Defined Sole DELPHI CORP COM COMMON 247126105 4677 519049 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 DENBURY RES INC COM NEW COMMON 247916208 -362 -13200 SH Defined Sole DELUXE CORP COM COMMON 248019101 803 21297 SH Defined Sole DENDRITE INTL INC COM COMMON 248239105 -214 -10902 SH Defined Sole DENTSPLY INTL INC NEW COM COMMON 249030107 -1855 -32872 SH Defined Sole DEUTSCHE TELEKOM AG SPONSORED ADR FOREIGN 251566105 279 12300 SH Defined Sole DEVELOPERS DIVERSIFIED RLTY COM COMMON 251591103 -305 -6907 SH Defined Sole DEVON ENERGY CORP NEW COM COMMON 25179M103 15788 405542 SH Defined Sole DEVRY INC DEL COM COMMON 251893103 -37 -2204 SH Defined Sole

DEX MEDIA INC COM COMMON 2.52E+104 193 7797 SH Defined Sole DIAGEO P L C SPON ADR NEW FOREIGN 25243Q205 1296 22500 SH Defined Sole DIAGNOSTIC PRODS CORP COM COMMON 252450101 -339 -6100 SH Defined Sole DIAMOND OFFSHORE DRILLING IN COM COMMON 25271C102 -2084 -52099 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 DIEBOLD INC COM COMMON 253651103 -1003 -17905 SH Defined Sole DIME CMNTY BANCSHARES COM COMMON 253922108 59 3302 SH Defined Sole DILLARDS INC CL A COMMON 254067101 2259 85118 SH Defined Sole DIONEX CORP COM COMMON 254546104 -57 -1003 SH Defined Sole DIRECT GEN CORP COM COMMON 25456W204 1 42 SH Defined Sole DIRECTV GROUP INC COM COMMON 25459L106 -304 -18214 SH Defined Sole DISNEY WALT CO COM DISNEY COMMON 254687106 13917 499163 SH Defined Sole DOLLAR GEN CORP COM COMMON 256669102 6375 304149 SH Defined Sole DOLLAR THRIFTY AUTOMOTIVE GP COM COMMON 256743105 -429 -14300 SH Defined Sole DOLLAR TREE STORES INC COM COMMON 256747106 -1523 -52547 SH Defined Sole DOMINION RES INC VA NEW COM COMMON 25746U109 19089 280016 SH Defined Sole DONALDSON INC COM COMMON 257651109 -1069 -32705 SH Defined Sole DONNELLEY R R & SONS CO COM COMMON 257867101 9299 263726 SH Defined Sole DORAL FINL CORP COM COMMON 25811P100 -521 -10706 SH Defined Sole DOVER CORP COM COMMON 260003108 9947 236837 SH Defined Sole DOW CHEM CO COM COMMON 260543103 16307 326784 SH Defined Sole DOW JONES & CO INC COM COMMON 260561105 2815 65061 SH Defined Sole DOWNEY FINL CORP COM COMMON 261018105 530 9300 SH Defined Sole DREAMWORKS ANIMATION SKG INC CL A COMMON 26153C103 0 -2 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 8812 180016 SH Defined Sole DUKE ENERGY CORP COM COMMON 264399106 20245 791132 SH Defined Sole DUKE REALTY CORP COM NEW COMMON 264411505 1313 37790 SH Defined Sole DUN & BRADSTREET CORP DEL NE COM COMMON 2.65E+104 720 12095 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 33542 2263321 SH Defined Sole ENSCO INTL INC COM COMMON 26874Q100 -1742 -55205 SH Defined Sole ENI S P A SPONSORED ADR FOREIGN 26874R108 -1061 -8400 SH Defined Sole EOG RES INC COM COMMON 26875P101 4747 66947 SH Defined Sole E ON AG SPONSORED ADR FOREIGN 268780103 -500 -5500 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 EAGLE MATERIALS INC COM COMMON 26969P108 -779 -9100 SH Defined Sole EAGLE MATERIALS INC CL B COMMON 26969P207 -156 -1900 SH Defined Sole EARTHLINK INC COM COMMON 270321102 32 2717 SH Defined Sole EAST WEST BANCORP INC COM COMMON 27579R104 -40 -971 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 10793 149326 SH Defined Sole EATON VANCE CORP COM NON VTG COMMON 278265103 -135 -2605 SH Defined Sole EBAY INC COM COMMON 278642103 15918 134622 SH Defined Sole ECHOSTAR COMMUNICATIONS NEW CL A COMMON 278762109 -3645 -109760 SH Defined Sole ECLIPSYS CORP COM COMMON 278856109 -89 -4359 SH Defined Sole ECOLAB INC COM COMMON 278865100 10347 294378 SH Defined Sole EDISON INTL COM COMMON 281020107 2932 90403 SH Defined Sole EDO CORP COM COMMON 281347104 -40 -1300 SH Defined Sole EDWARDS AG INC COM COMMON 281760108 -34 -805 SH Defined Sole EDWARDS LIFESCIENCES CORP COM COMMON 2.82E+112 -635 -15204 SH Defined Sole EFUNDS CORP COM COMMON 28224R101 85 3600 SH Defined Sole EL PASO CORP COM COMMON 28336L109 5233 506060 SH Defined Sole EL PASO ELEC CO COM NEW COMMON 283677854 -633 -33400 SH Defined Sole ELECTRO SCIENTIFIC INDS COM COMMON 285229100 -115 -5847 SH Defined Sole ELECTRONIC ARTS INC COM COMMON 285512109 9811 155965 SH Defined Sole ELECTRONIC DATA SYS NEW COM COMMON 285661104 12445 538271 SH Defined Sole ELECTRONICS BOUTIQUE HLDGS C COM COMMON 286045109 0 -21 SH Defined Sole ELIZABETH ARDEN INC COM COMMON 28660G106 -8 -381 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 ENCANA CORP COM COMMON 292505104 -1726 -30400 SH Defined Sole ENBRIDGE ENERGY PARTNERS L P COM COMMON 29250R106 -842 -16400 SH Defined Sole ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI COMMON 29250X103 -132 -2700 SH Defined Sole ENCORE ACQUISITION CO COM COMMON 29255W100 -95 -2800 SH Defined Sole ENDESA S A SPONSORED ADR FOREIGN 29258N107 -288 -12400 SH Defined Sole ENDO PHARMACEUTICALS HLDGS I COM COMMON 29264F205 82 3901 SH Defined Sole ENERGEN CORP COM COMMON 29265N108 -999 -17000 SH Defined Sole ENERGY EAST CORP COM COMMON 29266M109 574 21390 SH Defined Sole ENERGIZER HLDGS INC COM COMMON 29266R108 64 1295 SH Defined Sole ENERGY PARTNERS LTD COM COMMON 29270U105 -169 -8400 SH Defined Sole ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN COMMON 29273R109 -1230 -21000 SH Defined Sole ENERPLUS RES FD UNIT TR G NEW COMMON 29274D604 -71 -2000 SH Defined Sole ENGELHARD CORP COM COMMON 292845104 2857 92831 SH Defined Sole ENGINEERED SUPPORT SYS INC COM COMMON 292866100 202 3401 SH Defined Sole ENTEGRIS INC COM COMMON 29362U104 -198 -20075 SH Defined Sole ENTERCOM COMMUNICATIONS CORP CL A COMMON 293639100 332 9197 SH Defined Sole ENTERGY CORP NEW COM COMMON 29364G103 -304 -4478 SH Defined Sole ENTERPRISE PRODS PARTNERS L COM COMMON 293792107 -3343 -129600 SH Defined Sole ENTERTAINMENT PPTYS TR COM SH BEN INT COMMON 29380T105 -815 -18200 SH Defined Sole ENTRAVISION COMMUNICATIONS C CL A COMMON 29382R107 11 1300 SH Defined Sole ENZON PHARMACEUTICALS INC COM COMMON 293904108 -54 -3979 SH Defined Sole EON LABS INC COM COMMON 2.94E+104 10 378 SH Defined Sole EQUIFAX INC COM COMMON 294429105 4253 151609 SH Defined Sole EQUITABLE RES INC COM COMMON 294549100 -558 -9205 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 2826 95448 SH Defined Sole EQUITY ONE COM COMMON 294752100 -827 -34900 SH Defined Sole EQUITY RESIDENTIAL SH BEN INT COMMON 29476L107 1383 37829 SH Defined Sole ERESEARCHTECHNOLOGY INC COM COMMON 29481V108 -302 -18634 SH Defined Sole ERICSSON L M TEL CO ADR B SEK 10 FOREIGN 294821608 -2728 -85608 SH Defined Sole ERIE INDTY CO CL A COMMON 29530P102 124 2372 SH Defined Sole ESCO TECHNOLOGIES INC COM COMMON 296315104 -395 -5100 SH Defined Sole ESPEED INC CL A COMMON 296643109 -43 -3530 SH Defined Sole ESSEX PPTY TR INC COM COMMON 297178105 1205 14600 SH Defined Sole ESTERLINE TECHNOLOGIES CORP COM COMMON 297425100 -341 -10400 SH Defined Sole ETHAN ALLEN INTERIORS INC COM COMMON 297602104 490 12200 SH Defined Sole EURONET WORLDWIDE INC COM COMMON 298736109 -79 -3064 SH Defined Sole EXAR CORP COM COMMON 300645108 -86 -6128 SH Defined Sole EXELON CORP COM COMMON 30161N101 -9 -215 SH Defined Sole EXPEDITORS INTL WASH INC COM COMMON 302130109 -3726 -66968 SH Defined Sole EXPRESS SCRIPTS INC COM COMMON 302182100 3704 48235 SH Defined Sole EXPRESSJET HOLDINGS INC CL A COMMON 30218U108 -7 -600 SH Defined Sole EXXON MOBIL CORP COM COMMON 30231G102 203109 3980196 SH Defined Sole FEI CO COM COMMON 30241L109 226 10615 SH Defined Sole FLIR SYS INC COM COMMON 302445101 -177 -2820 SH Defined Sole F M C CORP COM NEW COMMON 302491303 77 1600 SH Defined Sole FMC TECHNOLOGIES INC COM COMMON 30249U101 -698 -21704 SH Defined Sole FNB CORP PA COM COMMON 302520101 512 25100 SH Defined Sole FPL GROUP INC COM COMMON 302571104 -652 -8651 SH Defined Sole FTI CONSULTING INC COM COMMON 302941109 -523 -25000 SH Defined Sole FACTSET RESH SYS INC COM COMMON 303075105 88 1500 SH Defined Sole FAIR ISAAC CORP COM COMMON 303250104 -95 -2605 SH Defined Sole FAIRCHILD SEMICONDUCTOR INTL COM COMMON 303726103 -42 -2608 SH Defined Sole FAIRMONT HOTELS RESORTS INC COM COMMON 305204109 -1062 -30800 SH Defined Sole FAMILY DLR STORES INC COM COMMON 307000109 3926 127841 SH Defined Sole FASTENAL CO COM COMMON 311900104 -2275 -36905 SH Defined Sole FEDERAL HOME LN MTG CORP COM COMMON 313400301 15284 208251 SH Defined Sole FEDERAL NATL MTG ASSN COM COMMON 313586109 70249 984842 SH Defined Sole FEDERAL REALTY INVT TR SH BEN INT NEW COMMON 313747206 -130 -2503 SH Defined Sole FEDERAL SIGNAL CORP COM COMMON 313855108 -310 -17600 SH Defined Sole FEDERATED DEPT STORES INC DE COM COMMON 31410H101 9184 159003 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 FELCOR LODGING TR INC COM COMMON 31430F101 -700 -48000 SH Defined Sole FERRELLGAS PARTNERS L.P. UNIT LTD PART COMMON 315293100 -292 -14400 SH Defined Sole FERRO CORP COM COMMON 315405100 -1197 -51100 SH Defined Sole FIDELITY NATL FINL INC COM COMMON 316326107 -820 -18011 SH Defined Sole

FIFTH THIRD BANCORP COM COMMON 316773100 7748 164320 SH Defined Sole FILENET CORP COM COMMON 316869106 278 10702 SH Defined Sole FINANCIAL FED CORP COM COMMON 317492106 -133 -3400 SH Defined Sole FINISH LINE INC CL A COMMON 317923100 192 10445 SH Defined Sole FIRST AMERN CORP CALIF COM COMMON 318522307 -422 -12105 SH Defined Sole FIRST BANCORP P R COM COMMON 318672102 618 9900 SH Defined Sole FIRST CASH FINL SVCS INC COM COMMON 31942D107 -4 -200 SH Defined Sole FIRST COMWLTH FINL CORP PA COM COMMON 319829107 -11 -800 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 3074 71488 SH Defined Sole FIRST INDUSTRIAL REALTY TRUS COM COMMON 32054K103 454 11100 SH Defined Sole FIRST MARBLEHEAD CORP COM COMMON 320771108 -10 -201 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 2381 59136 SH Defined Sole FIRSTFED FINL CORP COM COMMON 337907109 166 3200 SH Defined Sole FIRSTMERIT CORP COM COMMON 337915102 -823 -28687 SH Defined Sole FLAGSTAR BANCORP INC COM COMMON 337930101 -553 -24600 SH Defined Sole FIRSTENERGY CORP COM COMMON 337932107 5586 140962 SH Defined Sole FISHER SCIENTIFIC INTL INC COM NEW COMMON 338032204 6099 97793 SH Defined Sole FLEETWOOD ENTERPRISES INC COM COMMON 339099103 -126 -9500 SH Defined Sole FLORIDA EAST COAST INDS COM COMMON 340632108 193 4200 SH Defined Sole FLORIDA ROCK INDS INC COM COMMON 341140101 -673 -11402 SH Defined Sole FLUOR CORP NEW COM COMMON 343412102 4682 86252 SH Defined Sole FLOWERS FOODS INC COM COMMON 343498101 -81 -2600 SH Defined Sole FLOWSERVE CORP COM COMMON 34354P105 -159 -5800 SH Defined Sole FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS FOREIGN 344419106 -1052 -19900 SH Defined Sole FOOT LOCKER INC COM COMMON 344849104 -681 -25311 SH Defined Sole FORD MTR CO DEL COM PAR $0.01 COMMON 345370860 26921 1819010 SH Defined Sole FOREST CITY ENTERPRISES INC CL A COMMON 345550107 -400 -6903 SH Defined Sole FOREST LABS INC COM COMMON 345838106 14902 327511 SH Defined Sole FOREST OIL CORP COM PAR $0.01 COMMON 346091705 1288 40900 SH Defined Sole FORMFACTOR INC COM COMMON 346375108 -80 -2920 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 FOUR SEASONS HOTEL INC LTD VTG SH COMMON 3.51E+108 -914 -11100 SH Defined Sole FOX ENTMT GROUP INC CL A COMMON 35138T107 -2666 -84513 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 FREDS INC CL A COMMON 356108100 -1 -109 SH Defined Sole FREEPORT-MCMORAN COPPER & GO CL B COMMON 35671D857 7024 183884 SH Defined Sole FREESCALE SEMICONDUCTOR INC CL B COMMON 35687M206 4166 231421 SH Defined Sole FREMONT GEN CORP COM COMMON 357288109 -120 -4904 SH Defined Sole FRIEDMAN BILLINGS RAMSEY GRO CL A COMMON 358434108 296 15091 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 -616 -26258 SH Defined Sole FURNITURE BRANDS INTL INC COM COMMON 360921100 -1666 -65800 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 GALLAGHER ARTHUR J & CO COM COMMON 363576109 -139 -4306 SH Defined Sole GAMESTOP CORP CL A COMMON 36466R101 18 800 SH Defined Sole GAMESTOP CORP COM CL B COMMON 36466R200 0 -1 SH Defined Sole GANNETT INC COM COMMON 364730101 20522 251346 SH Defined Sole GAP INC DEL COM COMMON 364760108 18331 853806 SH Defined Sole GARDNER DENVER INC COM COMMON 365558105 -463 -12700 SH Defined Sole GARTNER INC COM COMMON 366651107 -36 -2900 SH Defined Sole GARTNER INC CL B COMMON 366651206 11 900 SH Defined Sole GATEWAY INC COM COMMON 367626108 2390 397008 SH Defined Sole GAYLORD ENTMT CO NEW COM COMMON 367905106 -303 -7300 SH Defined Sole GEN-PROBE INC NEW COM COMMON 36866T103 -47 -1053 SH Defined Sole GEMSTAR-TV GUIDE INTL INC COM COMMON 36866W106 0 -61 SH Defined Sole

GENCORP INC COM COMMON 368682100 -94 -5100 SH Defined Sole GENENTECH INC COM NEW COMMON 368710406 -2992 -54717 SH Defined Sole GENERAL CABLE CORP DEL NEW COM COMMON 369300108 -27 -2000 SH Defined Sole GENERAL COMMUNICATION INC CL A COMMON 369385109 -40 -3709 SH Defined Sole GENERAL DYNAMICS CORP COM COMMON 369550108 7273 69315 SH Defined Sole GENERAL ELEC CO COM COMMON 369604103 10509 287132 SH Defined Sole GENERAL GROWTH PPTYS INC COM COMMON 370021107 -156 -4315 SH Defined Sole GENERAL MLS INC COM COMMON 370334104 1650 33124 SH Defined Sole GENERAL MTRS CORP COM COMMON 370442105 18335 456428 SH Defined Sole GENESCO INC COM COMMON 371532102 -27 -900 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 -375 -10014 SH Defined Sole GENLYTE GROUP INC COM COMMON 372302109 -350 -4073 SH Defined Sole GENUINE PARTS CO COM COMMON 372460105 8011 181827 SH Defined Sole GENWORTH FINL INC COM CL A COMMON 37247D106 -284 -10510 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 9659 255533 SH Defined Sole GETTY IMAGES INC COM COMMON 374276103 -27 -403 SH Defined Sole GETTY RLTY CORP NEW COM COMMON 374297109 131 4600 SH Defined Sole GEVITY HR INC COM COMMON 374393106 -93 -4559 SH Defined Sole GIBRALTAR INDS INC COM COMMON 374689107 -11 -520 SH Defined Sole GILEAD SCIENCES INC COM COMMON 375558103 8068 229468 SH Defined Sole GILLETTE CO COM COMMON 375766102 15796 352124 SH Defined Sole GLACIER BANCORP INC NEW COM COMMON 37637Q105 15 435 SH Defined Sole GLAMIS GOLD LTD COM COMMON 376775102 -8 -500 SH Defined Sole GLATFELTER COM COMMON 377316104 -259 -16800 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 GLIMCHER RLTY TR SH BEN INT COMMON 379302102 -215 -7700 SH Defined Sole GLOBAL IMAGING SYSTEMS COM COMMON 37934A100 -329 -8286 SH Defined Sole GLOBAL PMTS INC COM COMMON 37940X102 1355 23098 SH Defined Sole GLOBAL POWER EQUIPMENT INC COM COMMON 37941P108 -32 -3400 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 GOLDCORP INC NEW COM COMMON 380956409 -83 -5600 SH Defined Sole GOLDEN WEST FINL CORP DEL COM COMMON 381317106 19168 312132 SH Defined Sole GOLDMAN SACHS GROUP INC COM COMMON 38141G104 4665 44464 SH Defined Sole GOODRICH CORP COM COMMON 382388106 3066 93890 SH Defined Sole GOODRICH PETE CORP COM NEW COMMON 382410405 -87 -5400 SH Defined Sole GOODYEAR TIRE & RUBR CO COM COMMON 382550101 2768 185894 SH Defined Sole GRACO INC COM COMMON 384109104 922 24595 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 GRANITE CONSTR INC COM COMMON 387328107 -7 -300 SH Defined Sole GRANT PRIDECO INC COM COMMON 38821G101 741 37051 SH Defined Sole GRAY TELEVISION INC COM COMMON 389375106 -219 -14300 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 10495 SH Defined Sole GREATER BAY BANCORP COM COMMON 391648102 295 10552 SH Defined Sole GREENBRIER COS INC COM COMMON 393657101 -16 -500 SH Defined Sole GRIFFON CORP COM COMMON 398433102 -318 -11800 SH Defined Sole GROUP 1 AUTOMOTIVE INC COM COMMON 398905109 -351 -11200 SH Defined Sole GRUPO TELEVISA SA DE CV SP ADR REP ORD FOREIGN 40049J206 900 14900 SH Defined Sole GTECH HLDGS CORP COM COMMON 400518106 -103 -4008 SH Defined Sole GUESS INC COM COMMON 401617105 6 500 SH Defined Sole GUIDANT CORP COM COMMON 401698105 24068 334231 SH Defined Sole GUITAR CTR MGMT INC COM COMMON 402040109 -79 -1511 SH Defined Sole HCA INC COM COMMON 404119109 468 11676 SH Defined Sole HCC INS HLDGS INC COM COMMON 404132102 -433 -13004 SH Defined Sole HNI CORP COM COMMON 404251100 -553 -13004 SH Defined Sole HRPT PPTYS TR COM SH BEN INT COMMON 40426W101 -972 -75112 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 HAIN CELESTIAL GROUP INC COM COMMON 405217100 -136 -6623 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 -52 -3734 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 18699 306144 SH Defined Sole HARMAN INTL INDS INC COM COMMON 413086109 0 -5 SH Defined Sole HARRAHS ENTMT INC COM COMMON 413619107 3506 52723 SH Defined Sole HARRIS CORP DEL COM COMMON 413875105 736 11896 SH Defined Sole HARSCO CORP COM COMMON 415864107 -435 -7802 SH Defined Sole HARTE-HANKS INC COM COMMON 416196103 76 2896 SH Defined Sole HARTFORD FINL SVCS GROUP INC COM COMMON 416515104 18276 264866 SH Defined Sole HARVEST NATURAL RESOURCES IN COM COMMON 41754V103 -25 -1500 SH Defined Sole HASBRO INC COM COMMON 418056107 3857 198006 SH Defined Sole HAVERTY FURNITURE INC COM COMMON 419596101 30 1700 SH Defined Sole HAWAIIAN ELEC INDUSTRIES COM COMMON 419870100 -143 -4905 SH Defined Sole HEALTH CARE PPTY INVS INC COM COMMON 421915109 -49 -1809 SH Defined Sole HEALTH MGMT ASSOC INC NEW CL A COMMON 421933102 5782 252283 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 CARE REIT INC COM COMMON 42217K106 -111 -3003 SH Defined Sole HEALTH NET INC COM COMMON 42222G108 362 12492 SH Defined Sole HEARST-ARGYLE TELEVISION INC COM COMMON 422317107 520 19798 SH Defined Sole HEARTLAND EXPRESS INC COM COMMON 422347104 -337 -14835 SH Defined Sole HEIDRICK & STRUGGLES INTL IN COM COMMON 422819102 -129 -3726 SH Defined Sole HEINZ H J CO COM COMMON 423074103 3868 99787 SH Defined Sole HELMERICH & PAYNE INC COM COMMON 423452101 -850 -25000 SH Defined Sole HENRY JACK & ASSOC INC COM COMMON 426281101 -168 -8456 SH Defined Sole HERCULES INC COM COMMON 427056106 1653 110854 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 HEWITT ASSOCS INC COM COMMON 42822Q100 -578 -18002 SH Defined Sole HEWLETT PACKARD CO COM COMMON 428236103 25168 1191126 SH Defined Sole HEXCEL CORP NEW COM COMMON 428291108 4 300 SH Defined Sole HIBBETT SPORTING GOODS INC COM COMMON 428565105 -140 -5246 SH Defined Sole HIBERNIA CORP CL A COMMON 428656102 772 26089 SH Defined Sole HIGHLAND HOSPITALITY CORP COM COMMON 430141101 -142 -12700 SH Defined Sole HIGHWOODS PPTYS INC COM COMMON 431284108 -670 -24000 SH Defined Sole HILB ROGAL & HOBBS CO COM COMMON 431294107 421 11600 SH Defined Sole HILLENBRAND INDS INC COM COMMON 431573104 220 3896 SH Defined Sole HILTON HOTELS CORP COM COMMON 432848109 11119 488095 SH Defined Sole HITACHI LIMITED ADR 10 COM COMMON 433578507 -406 -5900 SH Defined Sole HOLLINGER INTL INC CL A COMMON 435569108 585 37300 SH Defined Sole HOME DEPOT INC COM COMMON 437076102 22029 513257 SH Defined Sole HOME PROPERTIES INC COM COMMON 437306103 -463 -10800 SH Defined Sole HONDA MOTOR LTD AMERN SHS COMMON 438128308 -371 -14400 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 57295 SH Defined Sole HOSPIRA INC COM COMMON 441060100 5192 154754 SH Defined Sole HOSPITALITY PPTYS TR COM SH BEN INT COMMON 44106M102 -829 -17805 SH Defined Sole HOST MARRIOTT CORP NEW COM COMMON 44107P104 -1372 -79825 SH Defined Sole HOT TOPIC INC COM COMMON 441339108 -431 -24754 SH Defined Sole HOUSTON EXPL CO COM COMMON 442120101 -21 -400 SH Defined Sole HOVNANIAN ENTERPRISES INC CL A COMMON 442487203 59 1198 SH Defined Sole HUB GROUP INC CL A COMMON 443320106 -34 -667 SH Defined Sole HUBBELL INC CL A COMMON 443510102 67 1400 SH Defined Sole HUBBELL INC CL B COMMON 443510201 -1028 -19804 SH Defined Sole HUDSON CITY BANCORP COM COMMON 443683107 520 14129 SH Defined Sole HUDSON UNITED BANCORP COM COMMON 444165104 1066 27097 SH Defined Sole HUGHES SUPPLY INC COM COMMON 444482103 467 14496 SH Defined Sole HUGOTON RTY TR TEX UNIT BEN INT COMMON 444717102 634 24400 SH Defined Sole HUMANA INC COM COMMON 444859102 2221 74317 SH Defined Sole HUMAN GENOME SCIENCES INC COM COMMON 444903108 -37 -3226 SH Defined Sole HUNT J B TRANS SVCS INC COM COMMON 445658107 -740 -16587 SH Defined Sole HUNTINGTON BANCSHARES INC COM COMMON 446150104 5155 208032 SH Defined Sole HUTCHINSON TECHNOLOGY INC COM COMMON 448407106 0 -31 SH Defined Sole HYDRIL COM COMMON 448774109 -65 -1445 SH Defined Sole IDT CORP COM COMMON 448947101 -124 -8600 SH Defined Sole IDT CORP CL B COMMON 448947309 0 -4 SH Defined Sole HYPERCOM CORP COM COMMON 44913M105 -13 -2400 SH Defined Sole

HYPERION SOLUTIONS CORP COM COMMON 44914M104 148 3200 SH Defined Sole IAC INTERACTIVECORP COM COMMON 44919P102 -9730 -352713 SH Defined Sole ICOS CORP COM COMMON 449295104 -29 -1039 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 8192 SH Defined Sole ITT EDUCATIONAL SERVICES INC COM COMMON 45068B109 19 397 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 IDEXX LABS INC COM COMMON 45168D104 -30 -569 SH Defined Sole IKON OFFICE SOLUTIONS INC COM COMMON 451713101 -22 -2008 SH Defined Sole ILLINOIS TOOL WKS INC COM COMMON 452308109 28677 308691 SH Defined Sole IMATION CORP COM COMMON 45245A107 104 3300 SH Defined Sole IMCLONE SYS INC COM COMMON 45245W109 -27 -600 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 IMPAX LABORATORIES INC COM COMMON 45256B101 -11 -770 SH Defined Sole IMPERIAL OIL LTD COM NEW COMMON 453038408 -532 -9000 SH Defined Sole INAMED CORP COM COMMON 453235103 -1025 -16193 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 4696 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 3092 SH Defined Sole INPUT/OUTPUT INC COM COMMON 457652105 -14 -1700 SH Defined Sole INSIGHT ENTERPRISES INC COM COMMON 45765U103 35 1697 SH Defined Sole INSIGHT COMMUNICATIONS INC CL A COMMON 45768V108 -6 -773 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 INTERACTIVE DATA CORP COM COMMON 45840J107 -117 -5400 SH Defined Sole INTERGRAPH CORP COM COMMON 458683109 -346 -12735 SH Defined Sole INTERNATIONAL BANCSHARES COR COM COMMON 459044103 15 378 SH Defined Sole INTERNATIONAL BUSINESS MACHS COM COMMON 459200101 33716 342986 SH Defined Sole INTERNATIONAL FLAVORS&FRAGRA COM COMMON 459506101 3412 79254 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 INTERNATIONAL RECTIFIER CORP COM COMMON 460254105 -30 -704 SH Defined Sole INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 -229 -4331 SH Defined Sole INTERNATIONAL STL GROUP INC COM COMMON 460377104 0 -1 SH Defined Sole INTERNET SEC SYS INC COM COMMON 46060X107 5 202 SH Defined Sole INTERPUBLIC GROUP COS INC COM COMMON 460690100 5975 445234 SH Defined Sole INTERSIL CORP CL A COMMON 46069S109 -1240 -75062 SH Defined Sole INTRAWEST CORPORATION COM NEW COMMON 460915200 -145 -6400 SH Defined Sole INTUIT COM COMMON 461202103 3646 82097 SH Defined Sole INVACARE CORP COM COMMON 461203101 820 17800 SH Defined Sole INTUITIVE SURGICAL INC COM NEW COMMON 46120E602 -183 -4612 SH Defined Sole INVESTMENT TECHNOLOGY GRP NE COM COMMON 46145F105 -93 -4700 SH Defined Sole INVITROGEN CORP COM COMMON 46185R100 -1670 -24638 SH Defined Sole INVESTORS FINL SERVICES CORP COM COMMON 461915100 -362 -7281 SH Defined Sole IONICS INC COM COMMON 462218108 -224 -5200 SH Defined Sole IPSCO INC COM COMMON 462622101 -33 -700 SH Defined Sole IPAYMENT INC COM COMMON 4.63E+109 -207 -4151 SH Defined Sole IRON MTN INC PA COM COMMON 462846106 907 29592 SH Defined Sole IRWIN FINL CORP COM COMMON 464119106 -312 -11000 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 392 24603 SH Defined Sole JDS UNIPHASE CORP COM COMMON 46612J101 2293 721102 SH Defined Sole JLG INDS INC COM COMMON 466210101 -94 -4800 SH Defined Sole JPMORGAN & CHASE & CO COM COMMON 46625H100 33492 857005 SH Defined Sole J2 GLOBAL COMMUNICATIONS INC COM NEW COMMON 4.66E+209 -44 -1286 SH Defined Sole JABIL CIRCUIT INC COM COMMON 466313103 5410 213151 SH Defined Sole JACK IN THE BOX INC COM COMMON 466367109 -364 -9800 SH Defined Sole JACOBS ENGR GROUP INC DEL COM COMMON 469814107 -239 -5004 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

JARDEN CORP COM COMMON 471109108 -121 -2800 SH Defined Sole JEFFERIES GROUP INC NEW COM COMMON 472319102 681 16897 SH Defined Sole JEFFERSON PILOT CORP COM COMMON 475070108 5753 110805 SH Defined Sole JETBLUE AWYS CORP COM COMMON 477143101 -3 -150 SH Defined Sole JO-ANN STORES INC COM COMMON 47758P307 84 3100 SH Defined Sole JOHNSON & JOHNSON COM COMMON 478160104 37661 592616 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 JOURNAL REGISTER CO COM COMMON 481138105 -826 -43000 SH Defined Sole JUNIPER NETWORKS INC COM COMMON 48203R104 -4636 -170674 SH Defined Sole KCS ENERGY INC COM COMMON 482434206 -101 -7100 SH Defined Sole KLA-TENCOR CORP COM COMMON 482480100 4546 98323 SH Defined Sole K-SWISS INC CL A COMMON 482686102 -53 -1810 SH Defined Sole KT CORP SPONSORED ADR FOREIGN 48268K101 -25 -1200 SH Defined Sole K2 INC COM COMMON 482732104 555 35600 SH Defined Sole K V PHARMACEUTICAL CO CL B CONV COMMON 482740107 -19 -900 SH Defined Sole K V PHARMACEUTICAL CO CL A COMMON 482740206 -284 -12900 SH Defined Sole KANEB PIPE LINE PARTNERS L P SR PREF UNIT COMMON 484169107 -23 -400 SH Defined Sole KANSAS CITY SOUTHERN COM NEW COMMON 485170302 -361 -20400 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 KEMET CORP COM COMMON 488360108 -2 -300 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 13168 389355 SH Defined Sole KEYSPAN CORP COM COMMON 49337W100 65 1641 SH Defined Sole KILROY RLTY CORP COM COMMON 49427F108 -1156 -27100 SH Defined Sole KIMBERLY CLARK CORP COM COMMON 494368103 8823 133607 SH Defined Sole KIMCO REALTY CORP COM COMMON 49446R109 -180 -3107 SH Defined Sole KINDER MORGAN ENERGY PARTNER UT LTD PARTNER COMMON 494550106 1718 38600 SH Defined Sole KINDER MORGAN INC KANS COM COMMON 49455P101 5843 80510 SH Defined Sole KINDER MORGAN MANAGEMENT LLC SHS COMMON 49455U100 896 22000 SH Defined Sole KINDRED HEALTHCARE INC COM COMMON 494580103 -38 -1300 SH Defined Sole KINETIC CONCEPTS INC COM NEW COMMON 49460W208 -253 -3301 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 KIRBY CORP COM COMMON 497266106 -708 -15900 SH Defined Sole KMART HLDG CORPORATION COM COMMON 498780105 -4554 -45843 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 17404 357364 SH Defined Sole KOMAG INC COM NEW COMMON 500453204 3 144 SH Defined Sole KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW COMMON 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 KRAFT FOODS INC CL A COMMON 50075N104 -10 -319 SH Defined Sole KRISPY KREME DOUGHNUTS INC COM COMMON 501014104 -89 -7300 SH Defined Sole KROGER CO COM COMMON 501044101 13708 796502 SH Defined Sole KRONOS INC COM COMMON 501052104 -52 -1035 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 LTX CORP COM COMMON 502392103 -60 -7995 SH Defined Sole L-3 COMMUNICATIONS HLDGS INC COM COMMON 502424104 8551 116576 SH Defined Sole LA QUINTA CORP PAIRED CTF COMMON 50419U202 -8 -1000 SH Defined Sole LA Z BOY INC COM COMMON 505336107 -244 -15800 SH Defined Sole LABOR READY INC COM NEW COMMON 505401208 15 900 SH Defined Sole LABONE INC NEW COM COMMON 50540L105 -80 -2540 SH Defined Sole LABORATORY CORP AMER HLDGS COM NEW COMMON 50540R409 6881 137868 SH Defined Sole LABRANCHE & CO INC COM COMMON 505447102 -19 -2200 SH Defined Sole LACLEDE GROUP INC COM COMMON 505597104 -155 -5000 SH Defined Sole

LAFARGE NORTH AMERICA INC COM COMMON 505862102 1196 23198 SH Defined Sole LAIDLAW INTL INC COM COMMON 50730R102 -335 -15800 SH Defined Sole LAM RESEARCH CORP COM COMMON 512807108 -1757 -61254 SH Defined Sole LAMAR ADVERTISING CO CL A COMMON 512815101 -1877 -43814 SH Defined Sole LANCASTER COLONY CORP COM COMMON 513847103 206 4800 SH Defined Sole LANCE INC COM COMMON 514606102 3 142 SH Defined Sole LANDAMERICA FINL GROUP INC COM COMMON 514936103 -162 -3000 SH Defined Sole LANDRYS RESTAURANTS INC COM COMMON 51508L103 -28 -1000 SH Defined Sole LANDSTAR SYS INC COM COMMON 515098101 357 4870 SH Defined Sole LASALLE HOTEL PPTYS COM SH BEN INT COMMON 517942108 -226 -7100 SH Defined Sole LAUDER ESTEE COS INC CL A COMMON 518439104 2577 56393 SH Defined Sole LAUREATE EDUCATION INC COM COMMON 518613104 -288 -6491 SH Defined Sole LEAR CORP COM COMMON 521865105 85 1395 SH Defined Sole LEAPFROG ENTERPRISES INC CL A COMMON 52186N106 5 400 SH Defined Sole LEE ENTERPRISES INC COM COMMON 523768109 709 15296 SH Defined Sole LEGGETT & PLATT INC COM COMMON 524660107 6181 220992 SH Defined Sole LEGG MASON INC COM COMMON 524901105 334 4593 SH Defined Sole LEHMAN BROS HLDGS INC COM COMMON 524908100 23641 269874 SH Defined Sole LENNAR CORP CL A COMMON 526057104 1248 22090 SH Defined Sole LENNAR CORP CL B COMMON 526057302 197 3800 SH Defined Sole LENNOX INTL INC COM COMMON 526107107 -209 -10400 SH Defined Sole LEUCADIA NATL CORP COM COMMON 527288104 -1434 -20503 SH Defined Sole LEVEL 3 COMMUNICATIONS INC COM COMMON 52729N100 -1135 -334131 SH Defined Sole LEVITT CORP CL A COMMON 52742P108 -54 -1800 SH Defined Sole LEXINGTON CORP PPTYS TR COM COMMON 529043101 -306 -13600 SH Defined Sole LEXMARK INTL NEW CL A COMMON 529771107 12429 146260 SH Defined Sole LIBBEY INC COM COMMON 529898108 -32 -1500 SH Defined Sole LIBERTY CORP S C COM COMMON 530370105 137 3100 SH Defined Sole LIBERTY MEDIA CORP NEW COM SER A COMMON 530718105 169 15411 SH Defined Sole LIBERTY MEDIA INTL INC COM SER A COMMON 530719103 -3790 -81850 SH Defined Sole LIBERTY PPTY TR SH BEN INT COMMON 531172104 1425 33294 SH Defined Sole LIFEPOINT HOSPITALS INC COM COMMON 53219L109 473 13470 SH Defined Sole LIGAND PHARMACEUTICALS INC CL B COMMON 53220K207 -10 -909 SH Defined Sole LILLY ELI & CO COM COMMON 532457108 23820 414254 SH Defined Sole LIMITED BRANDS INC COM COMMON 532716107 3160 137315 SH Defined Sole LIN TV CORP CL A COMMON 532774106 -5 -300 SH Defined Sole LINCARE HLDGS INC COM COMMON 532791100 -2195 -51896 SH Defined Sole LINCOLN ELEC HLDGS INC COM COMMON 533900106 167 4740 SH Defined Sole LINCOLN NATL CORP IND COM COMMON 534187109 5825 124123 SH Defined Sole LINEAR TECHNOLOGY CORP COM COMMON 535678106 3544 91732 SH Defined Sole LINENS N THINGS INC COM COMMON 535679104 -59 -2400 SH Defined Sole LIONS GATE ENTMNT CORP COM NEW COMMON 535919203 -1 -200 SH Defined Sole LITHIA MTRS INC CL A COMMON 536797103 -10 -400 SH Defined Sole LITTELFUSE INC COM COMMON 537008104 -39 -1167 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 13096 SH Defined Sole LONE STAR STEAKHOUSE SALOON COM COMMON 542307103 -84 -3029 SH Defined Sole LONE STAR TECHNOLOGIES INC COM COMMON 542312103 -497 -15300 SH Defined Sole LONGS DRUG STORES CORP COM COMMON 543162101 28 1000 SH Defined Sole LONGVIEW FIBRE CO COM COMMON 543213102 -37 -2100 SH Defined Sole LOUISIANA PAC CORP COM COMMON 546347105 3104 116922 SH Defined Sole LOWES COS INC COM COMMON 548661107 45328 788179 SH Defined Sole LUBRIZOL CORP COM COMMON 549271104 -1246 -33604 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 3786 SH Defined Sole M & T BK CORP COM COMMON 55261F104 12297 114243 SH Defined Sole MAF BANCORP INC COM COMMON 55261R108 -146 -3320 SH Defined Sole MBIA INC COM COMMON 55262C100 8659 136234 SH Defined Sole MBNA CORP COM COMMON 55262L100 33596 1194298 SH Defined Sole MB FINANCIAL INC NEW COM COMMON 55264U108 -171 -4064 SH Defined Sole M D C HLDGS INC COM COMMON 552676108 -281 -3302 SH Defined Sole MDU RES GROUP INC COM COMMON 552690109 2242 83092 SH Defined Sole MCI INC COM COMMON 552691107 -3419 -170050 SH Defined Sole MEMC ELECTR MATLS INC COM COMMON 552715104 0 -105 SH Defined Sole MGIC INVT CORP WIS COM COMMON 552848103 7792 112904 SH Defined Sole MGI PHARMA INC COM COMMON 552880106 -14 -545 SH Defined Sole

MGM MIRAGE COM COMMON 552953101 -4749 -65004 SH Defined Sole MKS INSTRUMENT INC COM COMMON 55306N104 -15 -869 SH Defined Sole MPS GROUP INC COM COMMON 553409103 -32 -2700 SH Defined Sole MSC INDL DIRECT INC CL A COMMON 553530106 294 8198 SH Defined Sole MSC SOFTWARE CORP COM COMMON 553531104 -35 -3500 SH Defined Sole MTS SYS CORP COM COMMON 553777103 4 113 SH Defined Sole MACDERMID INC COM COMMON 554273102 -511 -14300 SH Defined Sole MACERICH CO COM COMMON 554382101 1687 26896 SH Defined Sole MACK CALI RLTY CORP COM COMMON 554489104 1263 26996 SH Defined Sole MACROVISION CORP COM COMMON 555904101 8 300 SH Defined Sole MACROMEDIA INC COM COMMON 556100105 -195 -6291 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 MAGNA ENTMT CORP CL A COMMON 559211107 -7 -1384 SH Defined Sole MAGNA INTL INC CL A COMMON 559222401 -48 -600 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 MANDALAY RESORT GROUP COM COMMON 562567107 0 -5 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 35294 SH Defined Sole MANTECH INTL CORP CL A COMMON 564563104 29 1215 SH Defined Sole MANULIFE FINL CORP COM COMMON 56501R106 -966 -20900 SH Defined Sole MARATHON OIL CORP COM COMMON 565849106 3053 81568 SH Defined Sole MARINEMAX INC COM COMMON 567908108 27 900 SH Defined Sole MARKEL CORP COM COMMON 570535104 -1427 -4001 SH Defined Sole MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN COMMON 570759100 -120 -2500 SH Defined Sole MARSH & MCLENNAN COS INC COM COMMON 571748102 8237 253383 SH Defined Sole MARSHALL & ILSLEY CORP COM COMMON 571834100 8850 199734 SH Defined Sole MARRIOTT INTL INC NEW CL A COMMON 571903202 15796 250022 SH Defined Sole MARTEK BIOSCIENCES CORP COM COMMON 572901106 -206 -4015 SH Defined Sole MARTIN MARIETTA MATLS INC COM COMMON 573284106 770 14397 SH Defined Sole MARVEL ENTERPRISES INC COM COMMON 57383M108 -17 -905 SH Defined Sole MASCO CORP COM COMMON 574599106 5821 158172 SH Defined Sole MASONITE INTL CORP COM COMMON 575384102 -68 -2000 SH Defined Sole MASSEY ENERGY CORP COM COMMON 576206106 -370 -10805 SH Defined Sole MATSUSHITA ELEC INDL ADR FOREIGN 576879209 131 8300 SH Defined Sole MATTEL INC COM COMMON 577081102 8321 427364 SH Defined Sole MATTHEWS INTL CORP CL A COMMON 577128101 -54 -1478 SH Defined Sole MAXTOR CORP COM NEW COMMON 577729205 0 -18 SH Defined Sole MAXIM INTEGRATED PRODS INC COM COMMON 57772K101 4786 113741 SH Defined Sole MAY DEPT STORES CO COM COMMON 577778103 6567 221545 SH Defined Sole MAVERICK TUBE CORP COM COMMON 577914104 -117 -3900 SH Defined Sole MAXIMUS INC COM COMMON 577933104 -320 -10200 SH Defined Sole MAYTAG CORP COM COMMON 578592107 1605 75673 SH Defined Sole MCAFEE INC COM COMMON 579064106 26 889 SH Defined Sole MCCLATCHY CO CL A COMMON 579489105 -42 -602 SH Defined Sole MCCORMICK & CO INC COM VTG COMMON 579780107 4 100 SH Defined Sole MCCORMICK & CO INC COM NON VTG COMMON 579780206 4697 121865 SH Defined Sole MCDERMOTT INTL INC COM COMMON 580037109 -41 -2300 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 17891 194759 SH Defined Sole MCKESSON CORP COM COMMON 58155Q103 9886 312639 SH Defined Sole MEADWESTVACO CORP COM COMMON 583334107 6918 203711 SH Defined Sole MEASUREMENT SPECIALTIES INC COM COMMON 583421102 13 500 SH Defined Sole MEDCO HEALTH SOLUTIONS INC COM COMMON 58405U102 11146 267811 SH Defined Sole MEDIA GEN INC CL A COMMON 584404107 1074 16598 SH Defined Sole MEDICINES CO COM COMMON 584688105 -58 -2060 SH Defined Sole MEDICIS PHARMACEUTICAL CORP CL A NEW COMMON 584690309 1133 32196 SH Defined Sole MEDIMMUNE INC COM COMMON 584699102 2598 94911 SH Defined Sole MEDTRONIC INC COM COMMON 585055106 56340 1129064 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 MENTOR CORP MINN COM COMMON 587188103 -730 -21600 SH Defined Sole MENTOR GRAPHICS CORP COM COMMON 587200106 -773 -50765 SH Defined Sole MERCANTILE BANKSHARES CORP COM COMMON 587405101 -372 -7106 SH Defined Sole MERCK & CO INC COM COMMON 589331107 37840 1174435 SH Defined Sole

MERCURY COMPUTER SYS COM COMMON 589378108 78 2641 SH Defined Sole MERCURY GENL CORP NEW COM COMMON 589400100 -244 -4102 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 MERISTAR HOSPITALITY CORP COM COMMON 58984Y103 -44 -5300 SH Defined Sole MERIT MED SYS INC COM COMMON 589889104 -22 -1505 SH Defined Sole MERIDIAN GOLD INC COM COMMON 589975101 -39 -2100 SH Defined Sole MERITAGE HOMES CORP COM COMMON 59001A102 -157 -1400 SH Defined Sole MERRILL LYNCH & CO INC COM COMMON 590188108 50742 845707 SH Defined Sole METHANEX CORP COM COMMON 59151K108 -31 -1780 SH Defined Sole METLIFE INC COM COMMON 59156R108 34163 839794 SH Defined Sole METRIS COS INC COM COMMON 591598107 -20 -1600 SH Defined Sole METRO GOLDWYN MAYER INC COM COMMON 591610100 0 -4 SH Defined Sole METTLER TOLEDO INTERNATIONAL COM COMMON 592688105 67 1297 SH Defined Sole MICHAELS STORES INC COM COMMON 594087108 -659 -21909 SH Defined Sole MICREL INC COM COMMON 594793101 -1 -223 SH Defined Sole MICROS SYS INC COM COMMON 594901100 212 2839 SH Defined Sole MICROSOFT CORP COM COMMON 594918104 63086 2360623 SH Defined Sole MICROCHIP TECHNOLOGY INC COM COMMON 595017104 -2044 -77848 SH Defined Sole MICRON TECHNOLOGY INC COM COMMON 595112103 7806 635122 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 -2080 -169315 SH Defined Sole MILLEA HOLDINGS INC ADR FOREIGN 60032R106 -64 -880 SH Defined Sole MILLER HERMAN INC COM COMMON 600544100 0 -39 SH Defined Sole MILLIPORE CORP COM COMMON 601073109 2688 53415 SH Defined Sole MILLS CORP COM COMMON 601148109 -2899 -45904 SH Defined Sole MINDSPEED TECHNOLOGIES INC COM COMMON 602682106 0 -205 SH Defined Sole MINE SAFETY APPLIANCES CO COM COMMON 602720104 -40 -800 SH Defined Sole MINERALS TECHNOLOGIES INC COM COMMON 603158106 -1189 -17700 SH Defined Sole MODINE MFG CO COM COMMON 607828100 -317 -9400 SH Defined Sole MOHAWK INDS INC COM COMMON 608190104 1656 18096 SH Defined Sole MOLEX INC COM COMMON 608554101 4280 142937 SH Defined Sole MOLEX INC CL A COMMON 608554200 -138 -5203 SH Defined Sole MOLINA HEALTHCARE INC COM COMMON 60855R100 -89 -1900 SH Defined Sole MONACO COACH CORP COM COMMON 60886R103 14 700 SH Defined Sole MONEYGRAM INTL INC COM COMMON 60935Y109 0 -6 SH Defined Sole MONSANTO CO NEW COM COMMON 61166W101 1990 35403 SH Defined Sole MONSTER WORLDWIDE INC COM COMMON 611742107 4028 120862 SH Defined Sole MOODYS CORP COM COMMON 615369105 11251 129030 SH Defined Sole MOOG INC CL A COMMON 615394202 -486 -10700 SH Defined Sole MORGAN STANLEY COM NEW COMMON 617446448 9048 163772 SH Defined Sole MOTOROLA INC COM COMMON 620076109 11175 650838 SH Defined Sole MOVADO GROUP INC COM COMMON 624580106 -23 -1300 SH Defined Sole MOVIE GALLERY INC COM COMMON 624581104 11 550 SH Defined Sole MUELLER INDS INC COM COMMON 624756102 -345 -10700 SH Defined Sole MULTIMEDIA GAMES INC COM COMMON 625453105 -49 -3176 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 18394 SH Defined Sole MYKROLIS CORP COM COMMON 62852P103 -738 -52900 SH Defined Sole MYLAN LABS INC COM COMMON 628530107 5874 333949 SH Defined Sole NBTY INC COM COMMON 628782104 19 796 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 6.29E+112 5293 76605 SH Defined Sole NPS PHARMACEUTICALS INC COM COMMON 62936P103 26 1415 SH Defined Sole NRG ENERGY INC COM NEW COMMON 629377508 -484 -13505 SH Defined Sole NTL INC DEL COM COMMON 62940M104 -3442 -47068 SH Defined Sole NTT DOCOMO INC SPONS ADR FOREIGN 62942M201 -115 -6300 SH Defined Sole NVR INC COM COMMON 62944T105 -1143 -1495 SH Defined Sole NACCO INDS INC CL A COMMON 629579103 191 1800 SH Defined Sole NALCO HOLDING COMPANY COM COMMON 62985Q101 0 -3 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 -7913 -196266 SH Defined Sole NASH FINCH CO COM COMMON 631158102 -7 -200 SH Defined Sole NATIONAL CITY CORP COM COMMON 635405103 525 13958 SH Defined Sole NATIONAL FINL PARTNERS CORP COM COMMON 63607P208 -258 -6600 SH Defined Sole

NATIONAL FUEL GAS CO N J COM COMMON 636180101 1350 47795 SH Defined Sole NATIONAL GRID TRANSCO PLC SPONSORED ADR FOREIGN 636274102 -37 -800 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-OILWELL INC COM COMMON 637071101 -733 -20794 SH Defined Sole NATIONAL SEMICONDUCTOR CORP COM COMMON 637640103 5940 334447 SH Defined Sole NATIONWIDE FINL SVCS INC CL A COMMON 638612101 522 13596 SH Defined Sole NATIONWIDE HEALTH PPTYS INC COM COMMON 638620104 -153 -6500 SH Defined Sole NATURAL RESOURCE PARTNERS L COM UNIT L P COMMON 63900P103 11 200 SH Defined Sole NAUTILUS GROUP INC COM COMMON 63910B102 -67 -2800 SH Defined Sole NAVISTAR INTL CORP NEW COM COMMON 6.39E+112 3208 73115 SH Defined Sole NAVIGANT CONSULTING INC COM COMMON 63935N107 -377 -14200 SH Defined Sole NAVTEQ CORP COM COMMON 63936L100 0 -2 SH Defined Sole NDCHEALTH CORP COM COMMON 639480102 -8 -500 SH Defined Sole NEENAH PAPER INC COM COMMON 640079109 635 19206 SH Defined Sole NEIMAN MARCUS GROUP INC CL A COMMON 640204202 423 5897 SH Defined Sole NEIMAN MARCUS GROUP INC CL B COMMON 640204301 108 1600 SH Defined Sole NELNET INC CL A COMMON 64031N108 -18 -700 SH Defined Sole NETIQ CORP COM COMMON 64115P102 13 1024 SH Defined Sole NETWORK APPLIANCE INC COM COMMON 64120L104 6842 207976 SH Defined Sole NEUROCRINE BIOSCIENCES INC COM COMMON 64125C109 -157 -3202 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 19393 SH Defined Sole NEW YORK CMNTY BANCORP INC COM COMMON 649445103 -47 -2319 SH Defined Sole NEW YORK TIMES CO CL A COMMON 650111107 2205 54213 SH Defined Sole NEWALLIANCE BANCSHARES INC COM COMMON 650203102 -285 -18606 SH Defined Sole NEWCASTLE INVT CORP COM COMMON 65105M108 -501 -15800 SH Defined Sole NEWELL RUBBERMAID INC COM COMMON 651229106 -17 -754 SH Defined Sole NEWFIELD EXPL CO COM COMMON 651290108 855 14495 SH Defined Sole NEWMONT MINING CORP COM COMMON 651639106 19849 445634 SH Defined Sole NEWPORT CORP COM COMMON 651824104 -154 -11024 SH Defined Sole NEWS CORP CL A COMMON 6.52E+108 12708 681405 SH Defined Sole NEWS CORP CL B COMMON 6.52E+207 -1557 -81400 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 133 3586 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 2126 93668 SH Defined Sole NISSAN MOTORS SPONSORED ADR FOREIGN 654744408 -381 -17688 SH Defined Sole NOBLE ENERGY INC COM COMMON 655044105 67 1096 SH Defined Sole NOMURA HLDGS INC SPONSORED ADR FOREIGN 65535H208 -124 -8700 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 6478 137973 SH Defined Sole NORFOLK SOUTHERN CORP COM COMMON 655844108 16555 454927 SH Defined Sole NORSK HYDRO A S SPONSORED ADR FOREIGN 656531605 -291 -3700 SH Defined Sole NORTH FORK BANCORPORATION NY COM COMMON 659424105 264 9175 SH Defined Sole NORTHEAST UTILS COM COMMON 664397106 -552 -29609 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 NORTHWEST NAT GAS CO COM COMMON 667655104 -223 -6600 SH Defined Sole NOVA CHEMICALS CORP COM COMMON 66977W109 -51 -1100 SH Defined Sole NOVARTIS A G SPONSORED ADR FOREIGN 66987V109 -601 -11900 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 NU SKIN ENTERPRISES INC CL A COMMON 67018T105 -2 -100 SH Defined Sole NSTAR COM COMMON 6.7E+111 -1712 -31503 SH Defined Sole NUCOR CORP COM COMMON 670346105 8799 171250 SH Defined Sole NVIDIA CORP COM COMMON 67066G104 4006 175338 SH Defined Sole O CHARLEYS INC COM COMMON 670823103 -58 -3028 SH Defined Sole OGE ENERGY CORP COM COMMON 670837103 1338 50294 SH Defined Sole OM GROUP INC COM COMMON 670872100 -261 -8000 SH Defined Sole NUVEEN INVTS INC CL A COMMON 67090F106 -323 -8301 SH Defined Sole

OSI PHARMACEUTICALS INC COM COMMON 671040103 -57 -780 SH Defined Sole OAKLEY INC COM COMMON 673662102 246 19000 SH Defined Sole OCCIDENTAL PETE CORP DEL COM COMMON 674599105 18544 317702 SH Defined Sole OCEANEERING INTL INC COM COMMON 675232102 1068 28800 SH Defined Sole ODYSSEY HEALTHCARE INC COM COMMON 67611V101 -492 -35329 SH Defined Sole ODYSSEY RE HLDGS CORP COM COMMON 67612W108 -314 -12500 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 OHIO CAS CORP COM COMMON 677240103 -280 -11987 SH Defined Sole OIL SVC HOLDRS TR DEPOSTRY RCPT COMMON 678002106 11291 132680 SH Defined Sole OIL STS INTL INC COM COMMON 678026105 154 8000 SH Defined Sole OLD DOMINION FGHT LINES INC COM COMMON 679580100 -207 -6001 SH Defined Sole OLD NATL BANCORP IND COM COMMON 680033107 526 20500 SH Defined Sole OLD REP INTL CORP COM COMMON 680223104 -417 -16613 SH Defined Sole OLIN CORP COM PAR $1 COMMON 680665205 233 10600 SH Defined Sole OMNICARE INC COM COMMON 681904108 -706 -20307 SH Defined Sole OMNICOM GROUP INC COM COMMON 681919106 4302 50974 SH Defined Sole OMNIVISION TECHNOLOGIES INC COM COMMON 682128103 24 1300 SH Defined Sole ONEOK INC NEW COM COMMON 682680103 634 22293 SH Defined Sole ONYX PHARMACEUTICALS INC COM COMMON 683399109 -6 -200 SH Defined Sole OPEN TEXT CORP COM COMMON 683715106 0 12 SH Defined Sole ORACLE CORP COM COMMON 68389X105 14305 1031392 SH Defined Sole ORBITAL SCIENCES CORP COM COMMON 685564106 1 100 SH Defined Sole OREGON STL MLS INC COM COMMON 686079104 -13 -700 SH Defined Sole O REILLY AUTOMOTIVE INC COM COMMON 686091109 232 5163 SH Defined Sole ORIENTAL FINL GROUP INC COM COMMON 68618W100 -56 -2030 SH Defined Sole OSHKOSH TRUCK CORP COM COMMON 688239201 -6 -102 SH Defined Sole OUTBACK STEAKHOUSE INC COM COMMON 689899102 -799 -17604 SH Defined Sole OVERNITE CORP COM COMMON 690322102 -62 -1688 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 OWENS ILL INC COM NEW COMMON 690768403 -33 -1508 SH Defined Sole OXFORD INDS INC COM COMMON 691497309 797 19200 SH Defined Sole PG&E CORP COM COMMON 69331C108 10379 311402 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 PMI GROUP INC COM COMMON 69344M101 -195 -4707 SH Defined Sole PNC FINL SVCS GROUP INC COM COMMON 693475105 696 12187 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 2582 48275 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 PACER INTL INC TENN COM COMMON 69373H106 -208 -9681 SH Defined Sole PACIFIC CAP BANCORP NEW COM COMMON 69404P101 -141 -4164 SH Defined Sole PACIFIC SUNWEAR CALIF INC COM COMMON 694873100 756 33427 SH Defined Sole PACIFICARE HEALTH SYS DEL COM COMMON 695112102 -608 -10706 SH Defined Sole PACKAGING CORP AMER COM COMMON 695156109 -65 -2804 SH Defined Sole PACTIV CORP COM COMMON 695257105 3612 143269 SH Defined Sole PALL CORP COM COMMON 696429307 4840 167113 SH Defined Sole PALMONE INC COM COMMON 69713P107 2 79 SH Defined Sole PALMSOURCE INC COM COMMON 697154102 0 -22 SH Defined Sole PAN PACIFIC RETAIL PPTYS INC COM COMMON 69806L104 -1638 -26502 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 PATINA OIL & GAS CORP COM COMMON 703224105 -644 -17305 SH Defined Sole PATTERSON COMPANIES INC COM COMMON 703395103 -3355 -76544 SH Defined Sole PATTERSON UTI ENERGY INC COM COMMON 703481101 -44 -2339 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 PEABODY ENERGY CORP COM COMMON 704549104 -613 -7705 SH Defined Sole PEDIATRIX MED GROUP COM COMMON 705324101 230 3600 SH Defined Sole PENGROWTH ENERGY TR TRUST UNIT A COMMON 706902301 -450 -21600 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 3365 81463 SH Defined Sole PENNSYLVANIA RL ESTATE INVT SH BEN INT COMMON 709102107 235 5400 SH Defined Sole PENTAIR INC COM COMMON 709631105 -2170 -49607 SH Defined Sole PEOPLES BK BRIDGEPORT CONN COM COMMON 710198102 104 2691 SH Defined Sole PEOPLES ENERGY CORP COM COMMON 711030106 1201 27145 SH Defined Sole PEOPLESOFT INC COM COMMON 712713106 2 73 SH Defined Sole PEP BOYS MANNY MOE & JACK COM COMMON 713278109 -800 -47400 SH Defined Sole PEPCO HOLDINGS INC COM COMMON 713291102 -451 -21013 SH Defined Sole PEPSI BOTTLING GROUP INC COM COMMON 713409100 5568 203972 SH Defined Sole PEPSIAMERICAS INC COM COMMON 71343P200 -450 -21105 SH Defined Sole PEPSICO INC COM COMMON 713448108 29495 564494 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 7.16E+106 761 15000 SH Defined Sole PETROCHINA CO LTD SPONSORED ADR FOREIGN 7.16E+104 645 12000 SH Defined Sole PETROFUND ENERGY TRUST TR UNIT COMMON 71648W108 -37 -2900 SH Defined Sole PETROKAZAKHSTAN INC COM COMMON 71649P102 621 17000 SH Defined Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR FOREIGN 71654V101 -392 -10800 SH Defined Sole PETROLEO BRASILEIRO SA PETRO SPONSORED ADR FOREIGN 71654V408 -1108 -27700 SH Defined Sole PETROLEUM DEV CORP COM COMMON 716578109 16 428 SH Defined Sole PETSMART INC COM COMMON 716768106 -2510 -70705 SH Defined Sole PFIZER INC COM COMMON 717081103 65248 2415696 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 PHILLIPS VAN HEUSEN CORP COM COMMON 718592108 -96 -3600 SH Defined Sole PHOENIX COS INC NEW COM COMMON 7.19E+113 50 4000 SH Defined Sole PHOTRONICS INC COM COMMON 719405102 -407 -24761 SH Defined Sole PIEDMONT NAT GAS INC COM COMMON 720186105 973 41900 SH Defined Sole PIER 1 IMPORTS INC COM COMMON 720279108 -577 -29206 SH Defined Sole PILGRIMS PRIDE CORP COM COMMON 721467108 80 2599 SH Defined Sole PINNACLE ENTMT INC COM COMMON 723456109 -13 -700 SH Defined Sole PINNACLE WEST CAP CORP COM COMMON 723484101 4426 99079 SH Defined Sole PIONEER NAT RES CO COM COMMON 723787107 -658 -18810 SH Defined Sole PIPER JAFFRAY COS COM COMMON 724078100 -149 -3100 SH Defined Sole PITNEY BOWES INC COM COMMON 724479100 10082 216584 SH Defined Sole PIXAR COM COMMON 725811103 -1471 -17328 SH Defined Sole PLACER DOME INC COM COMMON 725906101 238 12700 SH Defined Sole PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN COMMON 726503105 -749 -20100 SH Defined Sole PLAINS EXPL& PRODTN CO COM COMMON 726505100 130 5000 SH Defined Sole PLANTRONICS INC NEW COM COMMON 727493108 -24 -603 SH Defined Sole PLEXUS CORP COM COMMON 729132100 22 1685 SH Defined Sole PLUM CREEK TIMBER CO INC COM COMMON 729251108 5164 132820 SH Defined Sole POGO PRODUCING CO COM COMMON 730448107 373 7696 SH Defined Sole POLARIS INDS INC COM COMMON 731068102 -82 -1203 SH Defined Sole POLO RALPH LAUREN CORP CL A COMMON 731572103 -1244 -29803 SH Defined Sole POLYCOM INC COM COMMON 73172K104 -24 -1066 SH Defined Sole POLYMEDICA CORP COM COMMON 731738100 -58 -1558 SH Defined Sole POLYONE CORP COM COMMON 73179P106 -7 -900 SH Defined Sole POPE & TALBOT INC COM COMMON 732827100 -18 -1100 SH Defined Sole POPULAR INC COM COMMON 733174106 -570 -19829 SH Defined Sole PORTFOLIO RECOVERY ASSOCS IN COM COMMON 73640Q105 -46 -1126 SH Defined Sole POST PPTYS INC COM COMMON 737464107 -912 -26100 SH Defined Sole POTASH CORP SASK INC COM COMMON 73755L107 -1117 -13500 SH Defined Sole POTLATCH CORP COM COMMON 737628107 -50 -1000 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 13095 SH Defined Sole

PRECISION DRILLING CORP COM COMMON 74022D100 -172 -2800 SH Defined Sole PREMCOR INC COM COMMON 74045Q104 1352 32397 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 PRIDE INTL INC DEL COM COMMON 74153Q102 -490 -24508 SH Defined Sole PRINCIPAL FINANCIAL GROUP IN COM COMMON 74251V102 12333 300662 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 5859 129104 SH Defined Sole PROGRESSIVE CORP OHIO COM COMMON 743315103 19471 228801 SH Defined Sole PROLOGIS SH BEN INT COMMON 743410102 5038 117488 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 18995 SH Defined Sole PROTEIN DESIGN LABS INC COM COMMON 74369L103 -25 -1266 SH Defined Sole PROVIDENT BANKSHARES CORP COM COMMON 743859100 -3 -102 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 -5732 -104069 SH Defined Sole PSYCHIATRIC SOLUTIONS INC COM COMMON 74439H108 -29 -800 SH Defined Sole PUBLIC SVC ENTERPRISE GROUP COM COMMON 744573106 1412 26985 SH Defined Sole PUBLIC STORAGE INC COM COMMON 74460D109 -2601 -45705 SH Defined Sole PUGET ENERGY INC NEW COM COMMON 745310102 -712 -28907 SH Defined Sole PULITZER INC COM COMMON 745769109 -83 -1300 SH Defined Sole PULTE HOMES INC COM COMMON 745867101 8567 135025 SH Defined Sole QLT INC COM COMMON 746927102 -34 -2131 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 7.48E+106 17 2100 SH Defined Sole QUEST DIAGNOSTICS INC COM COMMON 74834L100 10206 106186 SH Defined Sole QUEST SOFTWARE INC COM COMMON 74834T103 -59 -3701 SH Defined Sole QUESTAR CORP COM COMMON 748356102 -737 -14506 SH Defined Sole QUICKSILVER RESOURCES INC COM COMMON 74837R104 -152 -4100 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 R & G FINANCIAL CORP CL B COMMON 749136107 -442 -11400 SH Defined Sole RAIT INVT TR COM COMMON 749227104 498 17800 SH Defined Sole RC2 CORP COM COMMON 749388104 -6 -230 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 RPM INTL INC COM COMMON 749685103 -705 -35608 SH Defined Sole RSA SEC INC COM COMMON 749719100 539 26414 SH Defined Sole RADIAN GROUP INC COM COMMON 750236101 590 11193 SH Defined Sole RADIO ONE INC CL D NON VTG COMMON 75040P405 -289 -17820 SH Defined Sole RADIOSHACK CORP COM COMMON 750438103 4350 132672 SH Defined Sole RAE SYS INC COM COMMON 75061P102 12 1600 SH Defined Sole RAILAMERICA INC COM COMMON 750753105 -47 -3600 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 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COMMON 751452202 -44 -1400 SH Defined Sole RANGE RES CORP COM COMMON 75281A109 -130 -6500 SH Defined Sole RARE HOSPITALITY INTL INC COM COMMON 753820109 -85 -2660 SH Defined Sole RAYMOND JAMES FINANCIAL INC COM COMMON 754730109 275 8896 SH Defined Sole RAYONIER INC COM COMMON 754907103 -1004 -20403 SH Defined Sole RAYOVAC CORP COM COMMON 755081106 99 3300 SH Defined Sole RAYTHEON CO COM NEW COMMON 755111507 11657 300674 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 31595 SH Defined Sole REDWOOD TR INC COM COMMON 758075402 -1043 -16800 SH Defined Sole REEBOK INTL LTD COM COMMON 758110100 1354 31173 SH Defined Sole REGAL BELOIT CORP COM COMMON 758750103 -327 -11400 SH Defined Sole REGAL ENTMT GROUP CL A COMMON 758766109 -514 -24802 SH Defined Sole REGENCY CTRS CORP COM COMMON 758849103 -87 -1605 SH Defined Sole REGIS CORP MINN COM COMMON 758932107 -60 -1303 SH Defined Sole REHABCARE GROUP INC COM COMMON 759148109 -28 -1000 SH Defined Sole REGIONS FINANCIAL CORP NEW COM COMMON 7591EP100 8019 226004 SH Defined Sole

REINSURANCE GROUP AMER INC COM COMMON 759351109 -52 -1102 SH Defined Sole RELIANCE STEEL & ALUMINUM CO COM COMMON 759509102 713 18400 SH Defined Sole RELIANT ENERGY INC COM COMMON 75952B105 -40 -3021 SH Defined Sole REMINGTON OIL & GAS CORP COM COMMON 759594302 118 4300 SH Defined Sole RENAL CARE GROUP INC COM COMMON 759930100 -28 -804 SH Defined Sole RENT A CTR INC NEW COM COMMON 76009N100 -71 -2729 SH Defined Sole REPSOL YPF S A SPONSORED ADR FOREIGN 76026T205 -1266 -48600 SH Defined Sole REPUBLIC BANCORP INC COM COMMON 760282103 441 28801 SH Defined Sole REPUBLIC SVCS INC COM COMMON 760759100 -1164 -34711 SH Defined Sole RESEARCH IN MOTION LTD COM COMMON 760975102 -7669 -92502 SH Defined Sole RESMED INC COM COMMON 761152107 494 9698 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 COMMON 76127U101 1827 18500 SH Defined Sole REUTERS GROUP PLC SPONSORED ADR FOREIGN 76132M102 367 8426 SH Defined Sole REYNOLDS & REYNOLDS CO CL A COMMON 761695105 -548 -20704 SH Defined Sole REYNOLDS AMERICAN INC COM COMMON 761713106 9179 116012 SH Defined Sole RIO TINTO PLC SPONSORED ADR FOREIGN 767204100 -450 -3800 SH Defined Sole RITE AID CORP COM COMMON 767754104 0 -30 SH Defined Sole ROBBINS & MYERS INC COM COMMON 770196103 -38 -1600 SH Defined Sole ROBERT HALF INTL INC COM COMMON 770323103 4831 163365 SH Defined Sole ROCK-TENN CO CL A COMMON 772739207 193 12700 SH Defined Sole ROCKWELL AUTOMATION INC COM COMMON 773903109 7349 149217 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 ROGERS CORP COM COMMON 775133101 -25 -600 SH Defined Sole ROHM & HAAS CO COM COMMON 775371107 6494 146290 SH Defined Sole ROLLINS INC COM COMMON 775711104 -193 -7200 SH Defined Sole ROPER INDS INC NEW COM COMMON 776696106 803 13198 SH Defined Sole ROSS STORES INC COM COMMON 778296103 -2254 -78462 SH Defined Sole ROWAN COS INC COM COMMON 779382100 770 29834 SH Defined Sole ROYAL DUTCH PETE CO NY REG EUR 0.56 FOREIGN 780257804 798 13900 SH Defined Sole RUBY TUESDAY INC COM COMMON 781182100 -375 -14404 SH Defined Sole RUDDICK CORP COM COMMON 781258108 327 14900 SH Defined Sole RUSSELL CORP COM COMMON 782352108 -669 -34400 SH Defined Sole RYANAIR HLDGS PLC SPONSORED ADR FOREIGN 783513104 -1 -43 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 RYLAND GROUP INC COM COMMON 783764103 -595 -10403 SH Defined Sole S & T BANCORP INC COM COMMON 783859101 -55 -1478 SH Defined Sole SBC COMMUNICATIONS INC COM COMMON 78387G103 24771 961599 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 SL GREEN RLTY CORP COM COMMON 78440X101 -785 -13202 SH Defined Sole SLM CORP COM COMMON 78442P106 21286 396534 SH Defined Sole SPDR TR UNIT SER 1 COMMON 78462F103 278851 2302083 SH Defined Sole SPX CORP COM COMMON 784635104 1860 46195 SH Defined Sole SRA INTL INC CL A COMMON 78464R105 -463 -7100 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 SAFENET INC COM COMMON 78645R107 -336 -9000 SH Defined Sole SAFEWAY INC COM NEW COMMON 786514208 6626 334463 SH Defined Sole ST JOE CO COM COMMON 790148100 -689 -10804 SH Defined Sole ST JUDE MED INC COM COMMON 790849103 14130 334602 SH Defined Sole ST MARY LD & EXPL CO COM COMMON 792228108 -86 -2100 SH Defined Sole ST PAUL TRAVELERS INC COM COMMON 792860108 11063 297401 SH Defined Sole SAKS INC COM COMMON 79377W108 -619 -42709 SH Defined Sole SALIX PHARMACEUTICALS INC COM COMMON 795435106 -71 -4095 SH Defined Sole SAN JUAN BASIN RTY TR UNIT BEN INT COMMON 798241105 -199 -6800 SH Defined Sole SANDISK CORP COM COMMON 80004C101 -1935 -76509 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 SAUL CTRS INC COM COMMON 804395101 -26 -700 SH Defined Sole SCANA CORP NEW COM COMMON 80589M102 -693 -17508 SH Defined Sole SCANSOURCE INC COM COMMON 806037107 -7 -125 SH Defined Sole SCHEIN HENRY INC COM COMMON 806407102 526 7559 SH Defined Sole SCHERING A G SPONSORED ADR FOREIGN 806585204 306 4100 SH Defined Sole SCHERING PLOUGH CORP COM COMMON 806605101 27138 1300317 SH Defined Sole

SCHLUMBERGER LTD COM COMMON 806857108 28334 423210 SH Defined Sole SCHOLASTIC CORP COM COMMON 807066105 -510 -13770 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 5031 152222 SH Defined Sole SCIENTIFIC GAMES CORP CL A COMMON 80874P109 -11 -500 SH Defined Sole SCOTTISH PWR PLC SPON ADR FINAL FOREIGN 81013T705 115 3700 SH Defined Sole SCOTTS CO CL A COMMON 810186106 -883 -12001 SH Defined Sole SCRIPPS E W CO OHIO CL A COMMON 811054204 -3536 -72905 SH Defined Sole SEACOR HOLDINGS INC COM COMMON 811904101 -181 -3400 SH Defined Sole SEALED AIR CORP NEW COM COMMON 81211K100 4721 88248 SH Defined Sole SEARS ROEBUCK & CO COM COMMON 812387108 9990 194470 SH Defined Sole SELECT SECTOR SPDR TR SBI HEALTHCARE COMMON 81369Y209 7902 260698 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-ENERGY COMMON 81369Y506 137387 3792083 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-FINL COMMON 81369Y605 100075 3277935 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-TECH COMMON 81369Y803 1640 77548 SH Defined Sole SELECT SECTOR SPDR TR SBI INT-UTILS COMMON 81369Y886 84255 3010193 SH Defined Sole SELECT COMFORT CORP COM COMMON 81616X103 -4 -286 SH Defined Sole SELECTIVE INS GROUP INC COM COMMON 816300107 396 8841 SH Defined Sole SEMICONDUCTOR HLDRS TR DEP RCPT COMMON 816636203 3512 105697 SH Defined Sole SEMTECH CORP COM COMMON 816850101 -73 -3404 SH Defined Sole SEMPRA ENERGY COM COMMON 816851109 4363 118533 SH Defined Sole SENIOR HSG PPTYS TR SH BEN INT COMMON 81721M109 1656 88000 SH Defined Sole SENSIENT TECHNOLOGIES CORP COM COMMON 81725T100 -313 -13000 SH Defined Sole SEPRACOR INC COM COMMON 817315104 -840 -14184 SH Defined Sole SERENA SOFTWARE INC COM COMMON 817492101 -75 -3475 SH Defined Sole SERONO S A SPONSORED ADR FOREIGN 81752M101 637 38600 SH Defined Sole SERVICE CORP INTL COM COMMON 817565104 0 -24 SH Defined Sole SERVICEMASTER CO COM COMMON 81760N109 -678 -49620 SH Defined Sole 7-ELEVEN INC COM NEW COMMON 817826209 -15 -701 SH Defined Sole SHAW GROUP INC COM COMMON 820280105 -54 -3100 SH Defined Sole SHAW COMMUNICATIONS INC CL B CONV COMMON 82028K200 -171 -9400 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 -91 -2912 SH Defined Sole SHUFFLE MASTER INC COM COMMON 825549108 -139 -2960 SH Defined Sole SHURGARD STORAGE CTRS INC COM COMMON 82567D104 -1606 -35903 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 SIERRA PAC RES NEW COM COMMON 826428104 -12 -1200 SH Defined Sole SIGMA ALDRICH CORP COM COMMON 826552101 2650 43584 SH Defined Sole SILICON LABORATORIES INC COM COMMON 826919102 -252 -7200 SH Defined Sole SILGAN HOLDINGS INC COM COMMON 827048109 -48 -802 SH Defined Sole SILICON VY BANCSHARES COM COMMON 827064106 -95 -2140 SH Defined Sole SIMON PPTY GROUP INC NEW COM COMMON 828806109 16475 253464 SH Defined Sole SIMPSON MANUFACTURING CO INC COM COMMON 829073105 -412 -11900 SH Defined Sole SINCLAIR BROADCAST GROUP INC CL A COMMON 829226109 -138 -15090 SH Defined Sole SIRIUS SATELLITE RADIO INC COM COMMON 82966U103 -5032 -672852 SH Defined Sole SIRVA INC COM COMMON 82967Y104 169 8799 SH Defined Sole SKECHERS U S A INC CL A COMMON 830566105 -48 -3800 SH Defined Sole SKY FINL GROUP INC COM COMMON 83080P103 -342 -11942 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 3145 57879 SH Defined Sole SMITHFIELD FOODS INC COM COMMON 832248108 495 16594 SH Defined Sole SMUCKER J M CO COM NEW COMMON 832696405 14 296 SH Defined Sole SMURFIT-STONE CONTAINER CORP COM COMMON 832727101 -2297 -121989 SH Defined Sole SNAP ON INC COM COMMON 833034101 1544 44945 SH Defined Sole SOHU COM INC COM COMMON 83408W103 9 500 SH Defined Sole SOLA INTL INC COM COMMON 834092108 -241 -8800 SH Defined Sole SOLECTRON CORP COM COMMON 834182107 5444 1027079 SH Defined Sole SONIC CORP COM COMMON 835451105 -266 -8700 SH Defined Sole SONIC AUTOMOTIVE INC CL A COMMON 83545G102 -768 -30500 SH Defined Sole SONOCO PRODS CO COM COMMON 835495102 125 4193 SH Defined Sole SONY CORP ADR NEW FOREIGN 835699307 -296 -7700 SH Defined Sole SOUTH FINL GROUP INC COM COMMON 837841105 -195 -6045 SH Defined Sole SOUTH JERSEY INDS INC COM COMMON 838518108 -274 -5200 SH Defined Sole SOUTHERN CO COM COMMON 842587107 2681 79027 SH Defined Sole

SOUTHERN PERU COPPER CORP COM COMMON 843611104 207 4399 SH Defined Sole SOUTHERN UN CO NEW COM COMMON 844030106 549 22900 SH Defined Sole SOUTHWEST AIRLS CO COM COMMON 844741108 13313 813748 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 7361 325585 SH Defined Sole SOVRAN SELF STORAGE INC COM COMMON 84610H108 331 7800 SH Defined Sole SPARTECH CORP COM NEW COMMON 847220209 -452 -16700 SH Defined Sole SPECTRASITE INC COM COMMON 84761M104 -57 -1003 SH Defined Sole SPEEDWAY MOTORSPORTS INC COM COMMON 847788106 -18 -500 SH Defined Sole SPINNAKER EXPL CO COM COMMON 84855W109 -148 -4300 SH Defined Sole SPORTS AUTH INC NEW COM COMMON 84917U109 662 25400 SH Defined Sole SPRINT CORP COM FON COMMON 852061100 9499 381651 SH Defined Sole STAGE STORES INC COM NEW COMMON 85254C305 209 5080 SH Defined Sole STANCORP FINL GROUP INC COM COMMON 852891100 512 6198 SH Defined Sole STANDARD PAC CORP NEW COM COMMON 85375C101 -421 -6602 SH Defined Sole STANLEY WKS COM COMMON 854616109 5241 107077 SH Defined Sole STAPLES INC COM COMMON 855030102 11718 350331 SH Defined Sole STARBUCKS CORP COM COMMON 855244109 8233 131433 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 COMMON 85590A203 7037 121395 SH Defined Sole STATE STR CORP COM COMMON 857477103 -2393 -48845 SH Defined Sole STATION CASINOS INC COM COMMON 857689103 1730 31597 SH Defined Sole STATOIL ASA SPONSORED ADR FOREIGN 85771P102 239 15000 SH Defined Sole STEAK N SHAKE CO COM COMMON 857873103 -35 -1800 SH Defined Sole STEEL DYNAMICS INC COM COMMON 858119100 -164 -4395 SH Defined Sole STEELCASE INC CL A COMMON 858155203 162 11797 SH Defined Sole STEIN MART INC COM COMMON 858375108 -6 -400 SH Defined Sole STERLING BANCSHARES INC COM COMMON 858907108 -160 -11129 SH Defined Sole STERICYCLE INC COM COMMON 858912108 -535 -11573 SH Defined Sole STERIS CORP COM COMMON 859152100 390 16500 SH Defined Sole STERLING BANCORP COM COMMON 859158107 -65 -2400 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 COMMON 861012102 127 6600 SH Defined Sole STONE ENERGY CORP COM COMMON 861642106 86 1900 SH Defined Sole STORAGE TECHNOLOGY CORP COM PAR $0.10 COMMON 862111200 -69 -2208 SH Defined Sole STRYKER CORP COM COMMON 863667101 19434 403203 SH Defined Sole STUDENT LN CORP COM COMMON 863902102 -354 -1900 SH Defined Sole SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN COMMON 864482104 -34 -1000 SH Defined Sole SUN COMMUNITIES INC COM COMMON 866674104 -871 -21500 SH Defined Sole SUN LIFE FINL INC COM COMMON 866796105 -278 -8300 SH Defined Sole SUN MICROSYSTEMS INC COM COMMON 866810104 15307 2829313 SH Defined Sole SUNCOR ENERGY INC COM COMMON 867229106 -1490 -42200 SH Defined Sole SUNGARD DATA SYS INC COM COMMON 867363103 8946 316448 SH Defined Sole SUNOCO LOGISTICS PRTNRS L P COM UNITS COMMON 86764L108 -42 -1000 SH Defined Sole SUNOCO INC COM COMMON 86764P109 5080 62458 SH Defined Sole SUNRISE SENIOR LIVING INC COM COMMON 86768K106 -31 -700 SH Defined Sole SUNTRUST BKS INC COM COMMON 867914103 25757 348069 SH Defined Sole SUPERIOR INDS INTL INC COM COMMON 868168105 -268 -9200 SH Defined Sole SUPERVALU INC COM COMMON 868536103 4883 141612 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 SYBASE INC COM COMMON 871130100 -393 -19807 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 4097 237624 SH Defined Sole SYMYX TECHNOLOGIES COM COMMON 87155S108 54 1791 SH Defined Sole SYNOPSYS INC COM COMMON 871607107 -1745 -90426 SH Defined Sole SYNGENTA AG SPONSORED ADR FOREIGN 87160A100 85 4000 SH Defined Sole SYNOVUS FINL CORP COM COMMON 87161C105 7966 278230 SH Defined Sole SYNNEX CORP COM COMMON 87162W100 -8 -400 SH Defined Sole SYSCO CORP COM COMMON 871829107 16730 441537 SH Defined Sole TBC CORP NEW COM COMMON 872183108 21 754 SH Defined Sole TCF FINL CORP COM COMMON 872275102 -279 -8710 SH Defined Sole TECO ENERGY INC COM COMMON 872375100 1439 93413 SH Defined Sole TEPPCO PARTNERS L P UT LTD PARTNER COMMON 872384102 106 2700 SH Defined Sole

THQ INC COM NEW COMMON 872443403 248 10741 SH Defined Sole TJX COS INC NEW COM COMMON 872540109 9747 386773 SH Defined Sole TRW AUTOMOTIVE HLDGS CORP COM COMMON 87264S106 66 3199 SH Defined Sole TTM TECHNOLOGIES INC COM COMMON 87305R109 5 417 SH Defined Sole TXU CORP COM COMMON 873168108 3346 51600 SH Defined Sole TAKE-TWO INTERACTIVE SOFTWAR COM COMMON 874054109 -141 -4077 SH Defined Sole TALBOTS INC COM COMMON 874161102 54 1999 SH Defined Sole TALISMAN ENERGY INC COM COMMON 8.74E+107 -2210 -82300 SH Defined Sole TANGER FACTORY OUTLET CTRS I COM COMMON 875465106 373 14100 SH Defined Sole TANOX INC COM COMMON 87588Q109 -2 -200 SH Defined Sole TARGET CORP COM COMMON 8.76E+110 13263 254571 SH Defined Sole TECH DATA CORP COM COMMON 878237106 468 10355 SH Defined Sole TECHNE CORP COM COMMON 878377100 164 4196 SH Defined Sole TECHNITROL INC COM COMMON 878555101 -141 -7800 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 TELECOM ITALIA S P A NEW SPON ADR ORD FOREIGN 87927Y102 -11 -300 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 TELEFLEX INC COM COMMON 879369106 -337 -6503 SH Defined Sole TELEFONICA S A SPONSORED ADR FOREIGN 879382208 -84 -1500 SH Defined Sole TELEFONOS DE MEXICO S A SPON ADR ORD L FOREIGN 879403780 -1706 -44300 SH Defined Sole TELEPHONE & DATA SYS INC COM COMMON 879433100 42 548 SH Defined Sole TELIK INC COM COMMON 87959M109 124 6449 SH Defined Sole TELLABS INC COM COMMON 879664100 3180 368082 SH Defined Sole TEMPLE INLAND INC COM COMMON 879868107 2315 33976 SH Defined Sole TEMPUR PEDIC INTL INC COM COMMON 88023U101 -92 -4400 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 3301 192114 SH Defined Sole TEREX CORP NEW COM COMMON 880779103 -27 -600 SH Defined Sole TESORO CORP COM COMMON 881609101 38 1200 SH Defined Sole TEVA PHARMACEUTICAL INDS LTD ADR FOREIGN 881624209 -6678 -223899 SH Defined Sole TETRA TECHNOLOGIES INC DEL COM COMMON 88162F105 354 12600 SH Defined Sole TETRA TECH INC NEW COM COMMON 88162G103 -40 -2445 SH Defined Sole TEXAS CAPITAL BANCSHARES INC COM COMMON 88224Q107 -63 -2901 SH Defined Sole TEXAS GENCO HLDGS INC COM DELETED COMMON 882443104 0 -2 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 5506 74914 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 THOMAS INDS INC COM COMMON 884425109 -222 -5600 SH Defined Sole THOMSON CORP COM COMMON 884903105 189 5400 SH Defined Sole THOR INDS INC COM COMMON 885160101 115 3100 SH Defined Sole THORATEC CORP COM NEW COMMON 885175307 -27 -2649 SH Defined Sole THORNBURG MTG INC COM COMMON 885218107 -1561 -53906 SH Defined Sole 3M CO COM COMMON 88579Y101 9496 114754 SH Defined Sole TIDEWATER INC COM COMMON 886423102 -3911 -109138 SH Defined Sole TIFFANY & CO NEW COM COMMON 886547108 4864 150952 SH Defined Sole TIMBERLAND CO CL A COMMON 887100105 1930 30399 SH Defined Sole TIME WARNER INC COM COMMON 887317105 20231 1042274 SH Defined Sole TIMKEN CO COM COMMON 887389104 -407 -15704 SH Defined Sole TODCO CL A COMMON 88889T107 -215 -11700 SH Defined Sole TOLL BROTHERS INC COM COMMON 889478103 1283 18997 SH Defined Sole TOOTSIE ROLL INDS INC COM COMMON 890516107 -313 -9101 SH Defined Sole TORCHMARK CORP COM COMMON 891027104 6987 122265 SH Defined Sole TORO CO COM COMMON 891092108 -130 -1600 SH Defined Sole TORONTO DOMINION BK ONT COM NEW COMMON 891160509 -57 -1400 SH Defined Sole TOTAL S A SPONSORED ADR FOREIGN 8.92E+113 1781 16200 SH Defined Sole TOTAL SYS SVCS INC COM COMMON 891906109 148 5998 SH Defined Sole TOYOTA MOTOR CORP SP ADR REP2COM FOREIGN 892331307 411 5100 SH Defined Sole TOYS R US INC COM COMMON 892335100 4102 198171 SH Defined Sole TRACTOR SUPPLY CO COM COMMON 892356106 -387 -10502 SH Defined Sole TRAMMELL CROW CO COM COMMON 89288R106 -60 -3300 SH Defined Sole TRANSACTION SYS ARCHITECTS CL A COMMON 893416107 51 2552 SH Defined Sole TRANSATLANTIC HLDGS INC COM COMMON 893521104 -364 -5901 SH Defined Sole TRANSCANADA CORP COM COMMON 89353D107 -206 -8400 SH Defined Sole

TRANSKARYOTIC THERAPIES INC COM COMMON 893735100 -55 -2189 SH Defined Sole TREDEGAR CORP COM COMMON 894650100 -80 -4000 SH Defined Sole TREX INC COM COMMON 89531P105 -110 -2100 SH Defined Sole TRIAD HOSPITALS INC COM COMMON 89579K109 190 5095 SH Defined Sole TRIAD GTY INC COM COMMON 895925105 -5 -100 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 TRIUMPH GROUP INC NEW COM COMMON 896818101 -30 -800 SH Defined Sole TRIZEC PROPERTIES INC COM COMMON 89687P107 -1850 -99006 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 TUESDAY MORNING CORP COM NEW COMMON 899035505 -16 -546 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 68145 1895029 SH Defined Sole TYSON FOODS INC CL A COMMON 902494103 -494 -27115 SH Defined Sole UCBH HOLDINGS INC COM COMMON 90262T308 110 2389 SH Defined Sole UGI CORP NEW COM COMMON 902681105 1097 26797 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 1858 38503 SH Defined Sole US BANCORP DEL COM NEW COMMON 902973304 2507 80477 SH Defined Sole URS CORP NEW COM COMMON 903236107 -138 -4400 SH Defined Sole USANA HEALTH SCIENCES INC COM COMMON 90328M107 -18 -530 SH Defined Sole U S G CORP COM NEW COMMON 903293405 12 300 SH Defined Sole U S I HLDGS COM COMMON 90333H101 -105 -9171 SH Defined Sole ULTRA PETROLEUM CORP COM COMMON 903914109 416 8600 SH Defined Sole UMPQUA HLDGS CORP COM COMMON 904214103 -34 -1368 SH Defined Sole UNILEVER PLC SPON ADR NEW FOREIGN 904767704 -925 -23300 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 UNIONBANCAL CORP COM COMMON 908906100 -543 -8404 SH Defined Sole UNISYS CORP COM COMMON 909214108 3202 316119 SH Defined Sole UNIT CORP COM COMMON 909218109 -576 -15200 SH Defined Sole UNITED AUTO GROUP INC COM COMMON 909440109 -415 -13800 SH Defined Sole UNITED BANKSHARES INC WEST V COM COMMON 909907107 429 11255 SH Defined Sole UNITED DEFENSE INDS INC COM COMMON 91018B104 -467 -9803 SH Defined Sole UNITED DOMINION REALTY TR IN COM COMMON 910197102 -2679 -108809 SH Defined Sole UNITED NAT FOODS INC COM COMMON 911163103 -174 -5616 SH Defined Sole UNITED ONLINE INC COM COMMON 911268100 4 300 SH Defined Sole UNITED PARCEL SERVICE INC CL B COMMON 911312106 52688 616091 SH Defined Sole UNITED RENTALS INC COM COMMON 911363109 -452 -24000 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 STATIONERS INC COM COMMON 913004107 -229 -4954 SH Defined Sole UNITED SURGICAL PARTNERS INT COM COMMON 913016309 -280 -6596 SH Defined Sole UNITED TECHNOLOGIES CORP COM COMMON 913017109 8712 83960 SH Defined Sole UNITEDHEALTH GROUP INC COM COMMON 91324P102 13645 155323 SH Defined Sole UNITRIN INC COM COMMON 913275103 783 17097 SH Defined Sole UNIVERSAL AMERN FINL CORP COM COMMON 913377107 -14 -946 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 6897 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 4702 109321 SH Defined Sole UNOVA INC COM COMMON 91529B106 -90 -3600 SH Defined Sole UNUMPROVIDENT CORP COM COMMON 91529Y106 -1139 -62827 SH Defined Sole URBAN OUTFITTERS INC COM COMMON 917047102 718 15903 SH Defined Sole USF CORP COM COMMON 91729Q101 1 18 SH Defined Sole UTSTARCOM INC COM COMMON 918076100 -30 -1379 SH Defined Sole V F CORP COM COMMON 918204108 5030 91186 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 VALEANT PHARMACEUTICALS INTL COM COMMON 91911X104 -482 -18300 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 24693 SH Defined Sole VALSPAR CORP COM COMMON 920355104 120 2397 SH Defined Sole VARCO INTL INC DEL COM COMMON 922122106 0 -7 SH Defined Sole

VARIAN INC COM COMMON 922206107 -148 -3638 SH Defined Sole VARIAN SEMICONDUCTOR EQUIPMN COM COMMON 922207105 58 1569 SH Defined Sole VARIAN MED SYS INC COM COMMON 92220P105 160 3691 SH Defined Sole VECTREN CORP COM COMMON 92240G101 -1101 -40705 SH Defined Sole VEECO INSTRS INC DEL COM COMMON 922417100 -572 -27711 SH Defined Sole VENTAS INC COM COMMON 92276F100 1219 44294 SH Defined Sole VENTANA MED SYS INC COM COMMON 92276H106 -165 -2590 SH Defined Sole VERITAS SOFTWARE CO COM COMMON 923436109 6441 228720 SH Defined Sole VERISIGN INC COM COMMON 9.23E+106 -4357 -129140 SH Defined Sole VERITAS DGC INC COM COMMON 92343P107 -37 -1700 SH Defined Sole VERIZON COMMUNICATIONS COM COMMON 92343V104 34050 834960 SH Defined Sole VERINT SYS INC COM COMMON 92343X100 15 402 SH Defined Sole VIACOM INC CL A COMMON 925524100 -744 -20000 SH Defined Sole VIACOM INC CL B COMMON 925524308 13333 364279 SH Defined Sole VIAD CORP COM NEW COMMON 92552R406 0 -1 SH Defined Sole VIASYS HEALTHCARE INC COM NEW COMMON 92553Q209 -219 -11500 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 VISHAY INTERTECHNOLOGY INC COM COMMON 928298108 -88 -5910 SH Defined Sole VISTEON CORP COM COMMON 92839U107 1339 137640 SH Defined Sole VITESSE SEMICONDUCTOR CORP COM COMMON 928497106 -10 -3139 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 VORNADO RLTY TR SH BEN INT COMMON 929042109 -2971 -38907 SH Defined Sole VULCAN MATLS CO COM COMMON 929160109 8232 150413 SH Defined Sole WCI CMNTYS INC COM COMMON 92923C104 -63 -2200 SH Defined Sole WGL HLDGS INC COM COMMON 92924F106 675 21700 SH Defined Sole W HLDG CO INC COM COMMON 929251106 -249 -10833 SH Defined Sole W-H ENERGY SVCS INC COM COMMON 9.29E+112 -57 -2600 SH Defined Sole WMS INDS INC COM COMMON 929297109 -410 -12300 SH Defined Sole W P CAREY & CO LLC COM COMMON 92930Y107 -150 -4300 SH Defined Sole WPS RESOURCES CORP COM COMMON 92931B106 105 2098 SH Defined Sole WABASH NATL CORP COM COMMON 929566107 -32 -1200 SH Defined Sole WABTEC CORP COM COMMON 929740108 -663 -30900 SH Defined Sole WACHOVIA CORP 2ND NEW COM COMMON 929903102 21815 414338 SH Defined Sole WADDELL & REED FINL INC CL A COMMON 930059100 -361 -15005 SH Defined Sole WAL MART STORES INC COM COMMON 931142103 51428 969240 SH Defined Sole WALGREEN CO COM COMMON 931422109 10764 277491 SH Defined Sole WALTER INDS INC COM COMMON 93317Q105 -691 -20600 SH Defined Sole WARNACO GROUP INC COM NEW COMMON 934390402 -96 -4486 SH Defined Sole WASHINGTON FED INC COM COMMON 938824109 -500 -18906 SH Defined Sole WASHINGTON MUT INC COM COMMON 939322103 36918 873595 SH Defined Sole WASHINGTON POST CO CL B COMMON 939640108 -2087 -2100 SH Defined Sole WASHINGTON REAL ESTATE INVT SH BEN INT COMMON 939653101 -372 -11000 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 WATSCO INC COM COMMON 942622200 -428 -12300 SH Defined Sole WATSON PHARMACEUTICALS INC COM COMMON 942683103 3532 106271 SH Defined Sole WATSON WYATT & CO HLDGS CL A COMMON 942712100 371 13600 SH Defined Sole WATTS WATER TECHNOLOGIES INC CL A COMMON 942749102 -453 -14400 SH Defined Sole WAUSAU-MOSINEE PAPER CORP COM COMMON 943315101 -457 -25300 SH Defined Sole WEBSTER FINL CORP CONN COM COMMON 947890109 -414 -8203 SH Defined Sole WEIGHT WATCHERS INTL INC NEW COM COMMON 948626106 608 14598 SH Defined Sole WEINGARTEN RLTY INVS SH BEN INT COMMON 948741103 -1180 -29105 SH Defined Sole WELLCHOICE INC COM COMMON 949475107 -415 -7801 SH Defined Sole WELLPOINT INC COM COMMON 94973V107 35216 305797 SH Defined Sole WELLS FARGO & CO NEW COM COMMON 949746101 31115 500246 SH Defined Sole WENDYS INTL INC COM COMMON 950590109 905 22962 SH Defined Sole WERNER ENTERPRISES INC COM COMMON 950755108 -72 -3162 SH Defined Sole WESCO FINL CORP COM COMMON 950817106 0 1 SH Defined Sole WESCO INTL INC COM COMMON 95082P105 -62 -2100 SH Defined Sole WEST CORP COM COMMON 952355105 124 3688 SH Defined Sole WEST MARINE INC COM COMMON 954235107 -9 -395 SH Defined Sole WEST PHARMACEUTICAL SVSC INC COM COMMON 955306105 -242 -9800 SH Defined Sole WESTAMERICA BANCORPORATION COM COMMON 957090103 311 5334 SH Defined Sole WESTAR ENERGY INC COM COMMON 95709T100 130 5694 SH Defined Sole WESTCORP INC COM COMMON 957907108 -206 -4501 SH Defined Sole WESTERN DIGITAL CORP COM COMMON 958102105 8 785 SH Defined Sole

WESTERN GAS RES INC COM COMMON 958259103 592 20397 SH Defined Sole WESTWOOD ONE INC COM COMMON 961815107 -600 -22305 SH Defined Sole WEYERHAEUSER CO COM COMMON 962166104 2092 31078 SH Defined Sole WHIRLPOOL CORP COM COMMON 963320106 4153 59976 SH Defined Sole WHITNEY HLDG CORP COM COMMON 966612103 160 3576 SH Defined Sole WHOLE FOODS MKT INC COM COMMON 966837106 -3138 -32727 SH Defined Sole WILEY JOHN & SONS INC CL A COMMON 968223206 170 4897 SH Defined Sole WILLIAMS COS INC DEL COM COMMON 969457100 7048 438052 SH Defined Sole WILLIAMS SONOMA INC COM COMMON 969904101 602 16994 SH Defined Sole WILMINGTON TRUST CORP COM COMMON 971807102 874 24196 SH Defined Sole WILSON GREATBATCH TECHNOLOGI COM COMMON 972232102 -83 -3700 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 WIRELESS FACILITIES INC COM COMMON 97653A103 -150 -15600 SH Defined Sole WISCONSIN ENERGY CORP COM COMMON 976657106 2302 67992 SH Defined Sole WOLVERINE WORLD WIDE INC COM COMMON 978097103 -205 -6600 SH Defined Sole WOODWARD GOVERNOR CO COM COMMON 980745103 10 142 SH Defined Sole WORLD WRESTLING ENTMT INC CL A COMMON 98156Q108 -22 -1900 SH Defined Sole WORTHINGTON INDS INC COM COMMON 981811102 377 19196 SH Defined Sole WRIGHT MED GROUP INC COM COMMON 98235T107 -11 -413 SH Defined Sole WRIGLEY WM JR CO COM COMMON 982526105 18168 264184 SH Defined Sole WYETH COM COMMON 983024100 27860 650926 SH Defined Sole WYNN RESORTS LTD COM COMMON 983134107 -3527 -52432 SH Defined Sole XM SATELLITE RADIO HLDGS INC CL A COMMON 983759101 -3873 -103939 SH Defined Sole XTO ENERGY INC COM COMMON 98385X106 7385 210095 SH Defined Sole XCEL ENERGY INC COM COMMON 98389B100 3713 203332 SH Defined Sole XILINX INC COM COMMON 983919101 4007 135366 SH Defined Sole XEROX CORP COM COMMON 984121103 15333 899274 SH Defined Sole YAHOO INC COM COMMON 984332106 11743 309800 SH Defined Sole YANKEE CANDLE INC COM COMMON 984757104 -194 -5900 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 14397 305205 SH Defined Sole ZALE CORP NEW COM COMMON 988858106 852 28400 SH Defined Sole ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 0 -25 SH Defined Sole ZENITH NATL INS CORP COM COMMON 989390109 -160 -3200 SH Defined Sole ZIMMER HLDGS INC COM COMMON 98956P102 22198 274420 SH Defined Sole ZIONS BANCORPORATION COM COMMON 989701107 5814 84983 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 11509 269985 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 BUNGE LIMITED COM COMMON G16962105 -724 -12700 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 EVEREST RE GROUP LTD COM COMMON G3223R108 -197 -2200 SH Defined Sole FRESH DEL MONTE PRODUCE INC ORD FOREIGN G36738105 -63 -2200 SH Defined Sole FRONTLINE LTD ORD FOREIGN G3682E127 462 10300 SH Defined Sole GARMIN LTD ORD FOREIGN G37260109 -2983 -49301 SH Defined Sole GLOBALSANTAFE CORP SHS COMMON G3930E101 -1441 -43902 SH Defined Sole HELEN OF TROY CORP LTD COM COMMON G4388N106 -563 -16588 SH Defined Sole INGERSOLL-RAND COMPANY LTD CL A COMMON G4776G101 10768 133759 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 MARVELL TECHNOLOGY GROUP LTD ORD FOREIGN G5876H105 -4491 -126792 SH Defined Sole MAX RE CAPITAL LTD HAMILTON SHS COMMON G6052F103 -38 -1859 SH Defined Sole MONTPELIER RE HOLDINGS LTD SHS COMMON G62185106 -46 -1200 SH Defined Sole NABORS INDUSTRIES LTD SHS COMMON G6359F103 4871 95182 SH Defined Sole NOBLE CORPORATION SHS COMMON G65422100 972 19646 SH Defined Sole PARTNERRE LTD COM COMMON G6852T105 261 4200 SH Defined Sole PLATINUM UNDERWRITER HLDGS L COM COMMON G7127P100 -98 -3200 SH Defined Sole PXRE GROUP LTD COM COMMON G73018106 -152 -6100 SH Defined Sole RENAISSANCERE HOLDINGS LTD COM COMMON G7496G103 -426 -8200 SH Defined Sole SCOTTISH RE GROUP LTD ORD FOREIGN G7885T104 -1030 -39900 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 HILFIGER TOMMY CORP ORD FOREIGN G8915Z102 -81 -7200 SH Defined Sole TRANSOCEAN INC ORD FOREIGN G90078109 6373 150547 SH Defined Sole TSAKOS ENERGY NAVIGATION LTD SHS COMMON G9108L108 399 11300 SH Defined Sole WEATHERFORD INTERNATIONAL LT COM COMMON G95089101 942 18259 SH Defined Sole WHITE MTNS INS GROUP LTD COM COMMON G9618E107 -910 -1400 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 ALCON INC COM SHS COMMON H01301102 -304 -3800 SH Defined Sole UBS AG NAMEN AKT FOREIGN H8920M855 2207 26300 SH Defined Sole MILLICOM INTL CELLULAR S A SHS NEW COMMON L6388F110 -10 -500 SH Defined Sole SBS BROADCASTING SA ORD FOREIGN L8137F102 -79 -2000 SH Defined Sole CHECK POINT SOFTWARE TECH LT ORD FOREIGN M22465104 -3118 -127479 SH Defined Sole ORBOTECH LTD ORD FOREIGN M75253100 -57 -2742 SH Defined Sole TARO PHARMACEUTICAL INDS LTD ORD FOREIGN M8737E108 -446 -12992 SH Defined Sole ASML HLDG NV N Y SHS COMMON N07059111 -487 -30690 SH Defined Sole CNH GLOBAL N V SHS NEW COMMON N20935206 -1 -100 SH Defined Sole CORE LABORATORIES N V COM COMMON N22717107 300 12800 SH Defined Sole BANCO LATINOAMERICANO DE EXP CL E COMMON P16994132 -52 -2700 SH Defined Sole KERZNER INTERNATIONAL LTD SHS COMMON P6065Y107 -84 -1400 SH Defined Sole ROYAL CARIBBEAN CRUISES LTD COM COMMON V7780T103 -208 -3800 SH Defined Sole FLEXTRONICS INTL LTD ORD FOREIGN Y2573F102 -4113 -298301 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 6638459

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