-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CeafH0ZSRZN5OM4gscsUc8NwBUp6+CgsKanZv8F0DEeea5AlROeMEqfeoWF3ze19 Vr2UGSM0a5hWXCSC4e/pKw== 0001014736-05-000004.txt : 20050810 0001014736-05-000004.hdr.sgml : 20050810 20050810162716 ACCESSION NUMBER: 0001014736-05-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050810 DATE AS OF CHANGE: 20050810 EFFECTIVENESS DATE: 20050810 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST QUADRANT L P/CA CENTRAL INDEX KEY: 0001014736 IRS NUMBER: 954562891 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05582 FILM NUMBER: 051013821 BUSINESS ADDRESS: STREET 1: 800 E COLORADO BLVD STREET 2: SUIT 900 CITY: PASADENA STATE: CA ZIP: 91101 BUSINESS PHONE: 8187958220 MAIL ADDRESS: STREET 1: 800 EAST COLORADO BLVD SUITE 900 CITY: PASADENA STATE: CA ZIP: 91101 13F-HR 1 f13-063005.txt HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: June 30, 2005 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: First Quadrant, L.P. Address: 800 E. Colorado Blvd. Suite 900 Pasadena, CA 91101 13F File Number: 028-05582 The institutional 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: Joel Brouwer Title: Chief Financial Officer Phone: 626-683-4123 Signature, Place and Date of Signing: Joel Brouwer Pasadena, CA August 9, 2005 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Report for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 1,428 Form 13F Information Table Value Total: $5,953,929 (thousands) List of Other Included Managers: No. 13F File Number Name 01 028-04975 Affiliated Managers Group. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE 24/7 REAL MEDIA INC COM 901314203 735 179700 SH DEFINED 01 179700 0 0 3COM CORP COM 885535104 284 78200 SH DEFINED 01 78200 0 0 3M CO COM 88579Y101 1012 14003 SH DEFINED 01 2696 0 11307 7-ELEVEN INC COM 817826209 10034 331800 SH DEFINED 01 309100 0 22700 ABBOTT LABS COM 002824100 1318 26901 SH DEFINED 01 16492 0 10409 ABERCROMBIE AND FITCH CO COM 002896207 11890 173075 SH DEFINED 01 163200 0 9875 ABM INDS INC COM COM 000957100 1123 57600 SH DEFINED 01 0 0 57600 ACCENTURE LTD-CL A COM G1150G111 54 2385 SH DEFINED 01 1900 0 485 ACCREDITED HOME LENDERS COM 00437P107 827 18800 SH DEFINED 01 18800 0 0 ACE LTD COM G0070K103 4 100 SH DEFINED 01 0 0 100 ACTIVISION INC NEW COM NEW COM 004930202 2495 151023 SH DEFINED 01 146830 0 4193 ACTUANT CORP - CL A COM 00508X203 502 10480 SH DEFINED 01 0 0 10480 ACUITY BRANDS INC COM 00508Y102 344 13400 SH DEFINED 01 13400 0 0 ACXIOM CORPORATION COM 005125109 2710 129800 SH DEFINED 01 129800 0 0 ADE CORP MASS COM COM 00089C107 550 19600 SH DEFINED 01 19600 0 0 ADOBE SYS INC COM 00724F101 366 12800 SH DEFINED 01 9600 0 3200 ADTRAN INC COM 00738A106 7169 289900 SH DEFINED 01 289900 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 5965 150066 SH DEFINED 01 120258 0 29808 ADVANCED MICRO DEVICES COM 007903107 407 23500 SH DEFINED 01 800 0 22700 AEROFLEX INC COM 007768104 177 21100 SH DEFINED 01 21100 0 0 AEROPOSTALE INC COM 007865108 4943 147115 SH DEFINED 01 147050 0 65 AES CORP COM 00130H105 1069 65250 SH DEFINED 01 650 0 64600 AETNA INC-NEW COM 00817Y108 26644 321710 SH DEFINED 01 213400 0 108310 AFFILIATED COMPUTER SERVICES COM 008190100 3480 68100 SH DEFINED 01 42400 0 25700 AFLAC INC COM 001055102 189 4360 SH DEFINED 01 1800 0 2560 AFTERMARKET TECHNOLOGY CORP COM 008318107 342 19600 SH DEFINED 01 19600 0 0 AGCO CORP COM 001084102 1008 52700 SH DEFINED 01 52300 0 400 AGILENT TECHNOLOGIES INC COM 00846U101 106 4601 SH DEFINED 01 600 0 4001 AGL RES INC COM 001204106 158 4100 SH DEFINED 01 4100 0 0 AIR PRODS & CHEMS INC COM 009158106 31 520 SH DEFINED 01 200 0 320 AIRSPAN NETWORKS INC COM 00950H102 121 21800 SH DEFINED 01 21800 0 0 AIRTRAN HOLDINGS INC COM 00949P108 7014 759900 SH DEFINED 01 516800 0 243100 AK STL HLDG CORP COM 001547108 7 1100 SH DEFINED 01 1100 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 422 32130 SH DEFINED 01 32000 0 130 ALABAMA NATIONAL BANCORP COM 010317105 7 100 SH DEFINED 01 100 0 0 ALAMOSA HOLDINGS INC COM 011589108 1967 141500 SH DEFINED 01 23600 0 117900 ALASKA AIR GROUP INC COM 011659109 2326 78200 SH DEFINED 01 78200 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 59 4200 SH DEFINED 01 4200 0 0 ALBEMARLE CORP COM COM 012653101 1535 42100 SH DEFINED 01 42100 0 0 ALBERTO CULVER CO COM 013068101 2028 46800 SH DEFINED 01 0 0 46800 ALCOA INC COM 013817101 256 9800 SH DEFINED 01 3500 0 6300 ALDERWOODS GROUP INC COM 014383103 531 37000 SH DEFINED 01 37000 0 0 ALERIS INTERNATIONAL INC COM 014477103 47 2075 SH DEFINED 01 0 0 2075 ALEXANDRIA RL EST COM 015271109 7 100 SH DEFINED 01 0 0 100 ALKERMES INC COM 01642T108 480 36300 SH DEFINED 01 36300 0 0 ALLEGHANY CORP DEL COM COM 017175100 30 100 SH DEFINED 01 100 0 0 ALLEGHENY ENERGY INC COM 017361106 449 17800 SH DEFINED 01 16200 0 1600 ALLERGAN INC COM 018490102 206 2412 SH DEFINED 01 1312 0 1100 ALLIANCE IMAGING INC COM 018606202 141 13500 SH DEFINED 01 13500 0 0 ALLIANCE ONE INTERNATIONAL I COM 018772103 52 8600 SH DEFINED 01 8600 0 0 ALLIANT ENERGY CORP COM 018802108 2300 81700 SH DEFINED 01 68900 0 12800 ALLIANT TECHSYSTEMS INC COM 018804104 2909 41200 SH DEFINED 01 38600 0 2600 ALLIES CAPITAL CORP COM 01903Q108 1117 38369 SH DEFINED 01 0 0 38369 ALLMERICA FINANCIAL CORP COM 019754100 163 4400 SH DEFINED 01 3800 0 600 ALLSTATE CORP COM 020002101 45175 756059 SH DEFINED 01 742359 0 13700 ALLTEL CORP COM 020039103 1065 17100 SH DEFINED 01 2900 0 14200 ALPHARMA INC COM 020813101 2842 196400 SH DEFINED 01 125200 0 71200 ALTERA CORP COM 021441100 846 42750 SH DEFINED 01 4950 0 37800 ALTRIA GROUP INC COM 02209S103 86005 1330114 SH DEFINED 01 1228664 0 101450 AMAZON COM INC COM 023135106 1820 55000 SH DEFINED 01 8300 0 46700 AMBAC FINANCIAL GROUP INC COM 023139108 1531 21950 SH DEFINED 01 2100 0 19850 AMEGY BANCORP INC COM 02343R102 1074 48000 SH DEFINED 01 48000 0 0 AMERADA HESS CORP COM 023551104 40447 379745 SH DEFINED 01 375500 0 4245 AMERCO INC COM 023586100 54 1000 SH DEFINED 01 1000 0 0 AMERICA MOVIL - ADR SERIES L COM 02364W105 119 2000 SH DEFINED 01 0 0 2000 AMERICA SVC GROUP INC COM 02364L109 146 9200 SH DEFINED 01 9200 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 387 15300 SH DEFINED 01 14200 0 1100 AMERICAN EAGLE OUTFITTERS COM 02553E106 12014 392100 SH DEFINED 01 391900 0 200 AMERICAN ELEC PWR INC COM 025537101 15707 426000 SH DEFINED 01 423300 0 2700 AMERICAN EQUITY INVESTMENT L COM 025676206 5677 477900 SH DEFINED 01 477900 0 0 AMERICAN EXPRESS CO COM 025816109 1186 22274 SH DEFINED 01 5092 0 17182 AMERICAN FINANCIAL GROUP INC COM 025932104 2051 61200 SH DEFINED 01 61200 0 0 AMERICAN FINANCIAL REALTY TR COM 02607P305 18 1200 SH DEFINED 01 1200 0 0 AMERICAN GREETINGS CORP COM 026375105 27 1000 SH DEFINED 01 200 0 800 AMERICAN HOME MORTGAGE INVES COM 02660R107 9775 279600 SH DEFINED 01 256700 0 22900 AMERICAN INTL GROUP COM 026874107 5852 100718 SH DEFINED 01 10236 0 90482 AMERICAN MEDICAL SYS HLDGS COM 02744M108 37 1800 SH DEFINED 01 1800 0 0 AMERICAN PHARMACEUTICAL PART COM 02886P109 4979 120700 SH DEFINED 01 120700 0 0 AMERICAN STANDARD COMPANIES COM 029712106 956 22800 SH DEFINED 01 0 0 22800 AMERICAN STATES WATER CO COM 029899101 6 200 SH DEFINED 01 200 0 0 AMERICAN WOODMARK CORP COM 030506109 324 10800 SH DEFINED 01 10800 0 0 AMERICANWEST BANCORPORATION COM 03058P109 374 18765 SH DEFINED 01 18765 0 0 AMERICREDIT CORP COM 03060R101 819 32100 SH DEFINED 01 31900 0 200 AMERIGROUP CORP COM 03073T102 2629 65400 SH DEFINED 01 65400 0 0 AMERISOURCEBERGEN CORP COM 03073E105 12336 178400 SH DEFINED 01 176000 0 2400 AMERISTAR CASINOS INC COM 03070Q101 188 7200 SH DEFINED 01 7200 0 0 AMERITRADE HOLDING CORP NEW COM 03074K100 6731 361700 SH DEFINED 01 219000 0 142700 AMERN PWR CONVERSION COM 029066107 14 600 SH DEFINED 01 0 0 600 AMERON INTL INC COM COM 030710107 898 24000 SH DEFINED 01 0 0 24000 AMERUS GROUP CO COM 03072M108 8130 169200 SH DEFINED 01 169200 0 0 AMETEK INC COM 031100100 6545 156400 SH DEFINED 01 156400 0 0 AMGEN INC COM 031162100 25992 429896 SH DEFINED 01 297794 0 132102 AMPHENOL CORP COM 032095101 321 8000 SH DEFINED 01 8000 0 0 AMR CORP COM 001765106 21 1700 SH DEFINED 01 1400 0 300 AMSURG CORP COM 03232P405 39 1400 SH DEFINED 01 1400 0 0 AMVESCAP PLC - SPONSORED ADR COM 03235E100 189 15700 SH DEFINED 01 15700 0 0 ANADARKO PETE CORP COM 032511107 9345 113750 SH DEFINED 01 99250 0 14500 ANALOG DEVICES INC COM 032654105 174 4655 SH DEFINED 01 150 0 4505 ANALOGIC CORP COM 032657207 1177 23400 SH DEFINED 01 23400 0 0 ANCHOR BANCORP WIS INC COM COM 032839102 381 12600 SH DEFINED 01 12600 0 0 ANDREW CORP COM 034425108 151 11800 SH DEFINED 01 11500 0 300 ANDRX CORP-ANDRX GROUP COM COM 034553107 4292 211300 SH DEFINED 01 211100 0 200 ANHEUSER BUSCH COS INC COM 035229103 840 18370 SH DEFINED 01 2000 0 16370 ANIXTER INTL INC COM COM 035290105 2884 77600 SH DEFINED 01 77600 0 0 ANNALY MTG MGMT INC COM 035710409 26298 1466700 SH DEFINED 01 1418700 0 48000 ANSWERTHINK CONSULTING GROUP COM 036916104 9 2600 SH DEFINED 01 0 0 2600 ANTEON INTERNATIONAL CORP COM 03674E108 169 3700 SH DEFINED 01 3700 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 3774 383500 SH DEFINED 01 383500 0 0 AON CORP COM 037389103 416 16595 SH DEFINED 01 6295 0 10300 APACHE CORP COM 037411105 49091 759930 SH DEFINED 01 744620 0 15310 APARTMENT INC MGMT CO COM 03748R101 8 200 SH DEFINED 01 200 0 0 APOGEE ENTERPRISES INC COM COM 037598109 189 12300 SH DEFINED 01 12300 0 0 APOLLO GROUP INC COM 037604105 1338 17100 SH DEFINED 01 0 0 17100 APPLE COMPUTER INC COM 037833100 16551 449634 SH DEFINED 01 339200 0 110434 APPLERA CORP COM 038020202 38 3500 SH DEFINED 01 3500 0 0 APPLIED BIOSYSTEMS GROUP-APP COM 038020103 14359 730000 SH DEFINED 01 535300 0 194700 APPLIED MATLS INC COM 038222105 16817 1039364 SH DEFINED 01 704600 0 334764 APRIA HEALTHCARE GROUP INC COM 037933108 689 19900 SH DEFINED 01 19900 0 0 AQUA AMERICA INC COM 03836W103 886 29800 SH DEFINED 01 29800 0 0 AQUILA INC COM 03840P102 290 80200 SH DEFINED 01 80200 0 0 ARCHER DANIELS MIDLAND COM 039483102 30 1400 SH DEFINED 01 0 0 1400 ARCHSTONE-SMITH REALTY COM 039583109 8 200 SH DEFINED 01 200 0 0 ARDEN RLTY GROUP INC COM 039793104 14 400 SH DEFINED 01 400 0 0 ARGONAUT GROUP INC COM COM 040157109 166 7200 SH DEFINED 01 7200 0 0 ARGOSY GAMING COMPANY COM 040228108 1268 27200 SH DEFINED 01 27000 0 200 ARIBA INC COM 04033V203 1121 194200 SH DEFINED 01 194200 0 0 ARMOR HOLDINGS INC COM 042260109 50 1260 SH DEFINED 01 1200 0 60 ARRIS GROUP INC COM 04269Q100 57 6500 SH DEFINED 01 6500 0 0 ARROW ELECTRONICS INC COM 042735100 29626 1090800 SH DEFINED 01 977900 0 112900 ARVINMERITOR INC COM 043353101 3752 210900 SH DEFINED 01 210900 0 0 ASHLAND INC (ash - 7/1/05) COM 044204105 19027 264735 SH DEFINED 01 264535 0 200 ASIAINFO HOLDINGS INC COM 04518A104 13 2400 SH DEFINED 01 2400 0 0 ASK JEEVES INC COM 045174109 571 18900 SH DEFINED 01 18900 0 0 ASML HOLDING NV - NY REG SHS COM N07059111 761 48610 SH DEFINED 01 0 0 48610 ASPECT COMMUNICATIONS CORP COM 04523Q102 210 18700 SH DEFINED 01 18700 0 0 ASSOCIATED BANCORPORATION COM 045487105 654 19470 SH DEFINED 01 0 0 19470 ASSURANT INC COM 04621X108 10902 302000 SH DEFINED 01 255600 0 46400 ASTORIA FINL CORP COM COM 046265104 13570 476650 SH DEFINED 01 331450 0 145200 ASTRAZENECA PLC SPONSORED AD COM 046353108 1836 44500 SH DEFINED 01 44500 0 0 AT&T CORP COM 001957505 2887 151635 SH DEFINED 01 39300 0 112335 ATMEL CORP COM 049513104 73 30800 SH DEFINED 01 30800 0 0 AUTODESK INC COM 052769106 2767 80580 SH DEFINED 01 23400 0 57180 AUTOLIV INC COM 052800109 1608 36720 SH DEFINED 01 26290 0 10430 AUTOMATIC DATA PROCESS COM 053015103 1869 44523 SH DEFINED 01 3300 0 41223 AUTONATION INC COM 05329W102 9835 479292 SH DEFINED 01 377492 0 101800 AUTOZONE INC COM 053332102 1512 16355 SH DEFINED 01 4600 0 11755 AVALONBAY COMMUNITIES INC. COM 053484101 638 7900 SH DEFINED 01 600 0 7300 AVAYA INC COM 053499109 2 300 SH DEFINED 01 0 0 300 AVERY DENNISON CORP COM 053611109 265 5000 SH DEFINED 01 0 0 5000 AVI BIOPHARMA INC COM 002346104 8 3500 SH DEFINED 01 3500 0 0 AVNET INC COM 053807103 7899 350600 SH DEFINED 01 207700 0 142900 AVON PRODUCTS INC COM 054303102 178 4700 SH DEFINED 01 1600 0 3100 AVX CORP NEW COM COM 002444107 3200 264000 SH DEFINED 01 264000 0 0 AZTAR CORP COM 054802103 990 28900 SH DEFINED 01 28900 0 0 BAKER HUGHES INC COM 057224107 92 1800 SH DEFINED 01 800 0 1000 BALDOR ELEC CO COM COM 057741100 17 700 SH DEFINED 01 700 0 0 BALL CORP COM 058498106 741 20608 SH DEFINED 01 0 0 20608 BALLY TOTAL FITNESS HOLDINGS COM 05873K108 5 1400 SH DEFINED 01 1400 0 0 BANCORPSOUTH INC COM COM 059692103 1010 42780 SH DEFINED 01 0 0 42780 BANDAG INC COM 059815100 824 17900 SH DEFINED 01 17900 0 0 BANK NEW YORK INC COM 064057102 3531 122685 SH DEFINED 01 100650 0 22035 BANK OF AMERICA CORP COM 060505104 78260 1715841 SH DEFINED 01 1571280 0 144561 BANK OF HAWAII CORP COM 062540109 381 7500 SH DEFINED 01 0 0 7500 BANK OF THE OZARKS INC COM 063904106 250 7600 SH DEFINED 01 7600 0 0 BANKATLANTIC COM 065908501 625 33000 SH DEFINED 01 33000 0 0 BANKUNITED FINL CORP COM 06652B103 892 33000 SH DEFINED 01 33000 0 0 BARCLAYS PLC-SPONS ADR COM 06738E204 1801 45100 SH DEFINED 01 45100 0 0 BARD C R INC COM 067383109 1332 20025 SH DEFINED 01 19600 0 425 BARNES AND NOBLE INC COM 067774109 896 23100 SH DEFINED 01 23100 0 0 BARR PHARMACEUTICALS INC COM 068306109 758 15550 SH DEFINED 01 3500 0 12050 BAUSCH & LOMB INC COM 071707103 51 610 SH DEFINED 01 580 0 30 BAXTER INTL INC COM 071813109 2 51 SH DEFINED 01 0 0 51 BB&T CORP COM COM 054937107 2270 56804 SH DEFINED 01 0 0 56804 BEA SYSTEMS INC COM 073325102 104 11900 SH DEFINED 01 11500 0 400 BEAR STEARNS COS INC COM 073902108 71216 685169 SH DEFINED 01 639170 0 45999 BEAZER HOMES USA INC COM 07556Q105 6715 117500 SH DEFINED 01 116900 0 600 BECKMAN COULTER INC. COM 075811109 7698 121094 SH DEFINED 01 114294 0 6800 BECTON DICKINSON & CO COM 075887109 6559 125000 SH DEFINED 01 101800 0 23200 BED BATH AND BEYOND INC COM 075896100 204 4883 SH DEFINED 01 1750 0 3133 BEL FUSE INC [B] COM 077347300 229 7500 SH DEFINED 01 7500 0 0 BELDEN CDT INC COM 077454106 138 6500 SH DEFINED 01 1600 0 4900 BELLSOUTH CORP COM 079860102 2530 95209 SH DEFINED 01 4800 0 90409 BELO CORPORATION COM 080555105 3667 153000 SH DEFINED 01 153000 0 0 BEMIS INC COM 081437105 5 200 SH DEFINED 01 200 0 0 BENCHMARK ELECTRS INC COM COM 08160H101 399 13100 SH DEFINED 01 13100 0 0 BERKLEY W R CORP COM COM 084423102 32116 900100 SH DEFINED 01 874300 0 25800 BERKSHIRE HATHAWAY [B] COM 084670207 264 95 SH DEFINED 01 0 0 95 BEST BUY INC COM 086516101 4946 72152 SH DEFINED 01 1900 0 70252 BEVERLY ENTERPRISES INC COM 087851309 3 200 SH DEFINED 01 200 0 0 BHP BILLITON LTD-SPON ADR COM 088606108 30 1100 SH DEFINED 01 1100 0 0 BHP BILLITON PLC - ADR COM 05545E209 80 3100 SH DEFINED 01 3100 0 0 BIOGEN IDEC INC COM 09062X103 67 1935 SH DEFINED 01 800 0 1135 BIOMARIN PHARMACEUTICAL INC COM 09061G101 18 2400 SH DEFINED 01 2400 0 0 BIOMET INC COM 090613100 303 8741 SH DEFINED 01 8700 0 41 BISYS GROUP INC COM COM 055472104 1431 95800 SH DEFINED 01 22600 0 73200 BJ SVCS CO COM 055482103 1055 20100 SH DEFINED 01 0 0 20100 BJS WHOLESALE CLUB INC COM COM 05548J106 13 400 SH DEFINED 01 0 0 400 BLACK & DECKER CORP COM 091797100 54 600 SH DEFINED 01 0 0 600 BLACK HILLS CORP COM COM 092113109 1058 28700 SH DEFINED 01 28700 0 0 BLOCK H & R INC COM 093671105 10386 178000 SH DEFINED 01 114000 0 64000 BLOCKBUSTER INC - CL B COM 093679207 7 769 SH DEFINED 01 769 0 0 BLOCKBUSTER INC CLASS A COM 093679108 246 26932 SH DEFINED 01 26832 0 100 BLYTH INC COM 09643P108 757 27000 SH DEFINED 01 27000 0 0 BOB EVANS FARMS INC COM 096761101 432 18500 SH DEFINED 01 18500 0 0 BOEING CO COM 097023105 1300 19700 SH DEFINED 01 15200 0 4500 BOK FINL CORP COM 05561Q201 447 9700 SH DEFINED 01 9064 0 636 BONE CARE INTL INC COM 098072101 587 17800 SH DEFINED 01 0 0 17800 BORDERS GROUP INC. COM 099709107 19767 781000 SH DEFINED 01 605700 0 175300 BORG WARNER INC COM 099724106 4970 92600 SH DEFINED 01 92500 0 100 BOSTON BEER COMPANY INC - CL COM 100557107 680 30300 SH DEFINED 01 30300 0 0 BOSTON PROPERTIES INC COM 101121101 749 10700 SH DEFINED 01 1000 0 9700 BOSTON SCIENTIFIC CORPORATIO COM 101137107 3332 123409 SH DEFINED 01 120100 0 3309 BOWATER INC COM 102183100 100 3100 SH DEFINED 01 3000 0 100 BOYKIN LODGING CO COM 103430104 3 200 SH DEFINED 01 200 0 0 BP PLC COM 055622104 7373 118195 SH DEFINED 01 116966 0 1229 BRASCAN CORPORATION-A COM 10549P606 137 3600 SH DEFINED 01 0 0 3600 BRIGGS & STRATTON CORP COM 109043109 22505 650050 SH DEFINED 01 641750 0 8300 BRIGHTPOINT INC COM COM 109473405 1354 61000 SH DEFINED 01 61000 0 0 BRINK'S CO/THE COM 109696104 3442 95600 SH DEFINED 01 95600 0 0 BRINKER INTL INC COM 109641100 493 12300 SH DEFINED 01 0 0 12300 BRISTOL MYERS SQUIBB COM 110122108 27573 1103800 SH DEFINED 01 1018800 0 85000 BRITISH AMERICAN TOBACCO PLC COM 110448107 877 22600 SH DEFINED 01 22600 0 0 BRITISH AWYS PLC COM 110419306 70 1500 SH DEFINED 01 1500 0 0 BRITISH SKY BROADCASTING - S COM 111013108 428 11400 SH DEFINED 01 11400 0 0 BROADCOM CORP CL A COM 111320107 831 23400 SH DEFINED 01 1100 0 22300 BROOKFIELD HOMES CORP COM 112723101 606 13300 SH DEFINED 01 13300 0 0 BROWN FORMAN CORP-CL B COM 115637209 12 200 SH DEFINED 01 0 0 200 BRUNSWICK CORP COM 117043109 2 35 SH DEFINED 01 0 0 35 BRUSH WELLMAN INC COM COM 117421107 378 26500 SH DEFINED 01 26500 0 0 BT GROUP PLC - SPON ADR COM 05577E101 749 18000 SH DEFINED 01 18000 0 0 BUCKLE INC COM 118440106 186 4200 SH DEFINED 01 4200 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 56 2400 SH DEFINED 01 2400 0 0 BUNGE LIMITED COM G16962105 307 4850 SH DEFINED 01 4800 0 50 BURLINGTON COAT FACTRY COM 121579106 1548 36300 SH DEFINED 01 22900 0 13400 BURLINGTON NORTHERN SANTA FE COM 12189T104 37952 806119 SH DEFINED 01 746300 0 59819 BURLINGTON RES INC COM 122014103 707 12800 SH DEFINED 01 12000 0 800 CABLE & WIRELESS PLC COM 126830207 1100 138000 SH DEFINED 01 138000 0 0 CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 6 200 SH DEFINED 01 0 0 200 CABOT MICROELECTRONICS CORP COM 12709P103 9 300 SH DEFINED 01 300 0 0 CADBURY SCHWEPPES-SPONS ADR COM 127209302 29 750 SH DEFINED 01 750 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 339 24800 SH DEFINED 01 24800 0 0 CAL DIVE INTERNATIONAL COM 127914109 94 1800 SH DEFINED 01 1800 0 0 CALPINE CORP COM 131347106 32 9400 SH DEFINED 01 8400 0 1000 CAMDEN PROP TR COM 133131102 65 1200 SH DEFINED 01 1200 0 0 CAMPBELL SOUP CO COM 134429109 2049 66600 SH DEFINED 01 64400 0 2200 CAPITAL AUTOMOTIVE REIT COM 139733109 23 600 SH DEFINED 01 600 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 3081 38505 SH DEFINED 01 36850 0 1655 CARDINAL HEALTH INC COM 14149Y108 321 5575 SH DEFINED 01 3075 0 2500 CAREER EDUCATION CORP COM 141665109 765 20900 SH DEFINED 01 9100 0 11800 CAREMARK RX INC COM 141705103 3617 81243 SH DEFINED 01 37493 0 43750 CARNIVAL CORP. COM 143658300 455 8350 SH DEFINED 01 7500 0 850 CASCADE NAT GAS CORP COM 147339105 548 26750 SH DEFINED 01 0 0 26750 CASELLA WASTE SYSTEMS INC A COM 147448104 42 3500 SH DEFINED 01 3500 0 0 CATALINA MARKETING CP COM COM 148867104 399 15700 SH DEFINED 01 15700 0 0 CATELLUS DEVELOPMENT CORP COM 149113102 3067 93521 SH DEFINED 01 24041 0 69480 CATERPILLAR INC DEL COM 149123101 373 3910 SH DEFINED 01 1610 0 2300 CBRL GROUP INC COM 12489V106 3563 91700 SH DEFINED 01 89700 0 2000 CCC INFORMATION SERVICES GRO COM 12487Q109 323 13500 SH DEFINED 01 13500 0 0 CDW CORP COM 12512N105 552 9700 SH DEFINED 01 4400 0 5300 CELGENE CORP COM 151020104 993 24400 SH DEFINED 01 6000 0 18400 CENDENT CORP. COM 151313103 10778 481791 SH DEFINED 01 477671 0 4120 CENTEX CORP COM 152312104 15383 217670 SH DEFINED 01 136170 0 81500 CENTILLIUM COMMUNICATIONS IN COM 152319109 4 1700 SH DEFINED 01 1700 0 0 CENTRAL EURO DISTRIBUTION CO COM 153435102 37 1000 SH DEFINED 01 1000 0 0 CENTRAL GARDEN & PET CO COM COM 153527106 246 5000 SH DEFINED 01 5000 0 0 CENTURY ALUM CO COM 156431108 534 26155 SH DEFINED 01 26100 0 55 CENTURYTEL INC COM 156700106 77396 2234950 SH DEFINED 01 1983550 0 251400 CEPHALON INC COM 156708109 92 2300 SH DEFINED 01 2300 0 0 CERADYNE INC COM 156710105 563 23400 SH DEFINED 01 23400 0 0 CERNER CORPORATION COM 156782104 20 300 SH DEFINED 01 300 0 0 CERUS CORP COM 157085101 17 3800 SH DEFINED 01 3800 0 0 CH ROBINSON WORLDWIDE INC COM 12541W100 7630 131100 SH DEFINED 01 122900 0 8200 CHARLES RIV LABS INTL INC COM 159864107 1838 38100 SH DEFINED 01 38100 0 0 CHARMING SHOPPES INC COM 161133103 7524 806400 SH DEFINED 01 508300 0 298100 CHECKFREE CORP COM 162813109 392 11500 SH DEFINED 01 11500 0 0 CHESAPEAKE ENERGY CO COM 165167107 640 28090 SH DEFINED 01 27400 0 690 CHEVRON CORPORATION COM 166764100 50637 905519 SH DEFINED 01 881233 0 24286 CHICAGO BRIDGE & IRON-NY SH COM 167250109 704 30800 SH DEFINED 01 30400 0 400 CHICOS FAS INC COM 168615102 4902 142990 SH DEFINED 01 142900 0 90 CHILDREN'S PLACE COM 168905107 523 11200 SH DEFINED 01 600 0 10600 CHIQUITA BRANDS INTL COM 170032809 2985 108700 SH DEFINED 01 108700 0 0 CHIRON CORP COM 170040109 31 900 SH DEFINED 01 0 0 900 CHITTENDEN CORP COM COM 170228100 764 28087 SH DEFINED 01 0 0 28087 CHOICE HOTELS COM 169905106 223 3400 SH DEFINED 01 3400 0 0 CHOICEPOINT INC COM 170388102 1722 43000 SH DEFINED 01 0 0 43000 CHUBB CORP COM 171232101 3940 46026 SH DEFINED 01 45526 0 500 CHURCH & DWIGHT INC COM 171340102 14 382 SH DEFINED 01 0 0 382 CIENA CORP COM COM 171779101 6 3000 SH DEFINED 01 3000 0 0 CIGNA CORP COM 125509109 3886 36310 SH DEFINED 01 33810 0 2500 CIMAREX ENERGY CO COM 171798101 6592 169408 SH DEFINED 01 146293 0 23116 CINCINNATI BELL INC COM 171871106 1169 271900 SH DEFINED 01 271900 0 0 CINERGY CORP. COM 172474108 31 700 SH DEFINED 01 0 0 700 CIRCUIT CITY STORE INC COM 172737108 14263 824900 SH DEFINED 01 518200 0 306700 CIRCUIT CITY STORES CARMAX G COM 143130102 598 22444 SH DEFINED 01 0 0 22444 CISCO SYS INC COM 17275R102 12223 640614 SH DEFINED 01 323893 0 316721 CIT GROUP INC COM 125581108 2808 65355 SH DEFINED 01 40855 0 24500 CITADEL BROADCASTING CORP COM 17285T106 29 2500 SH DEFINED 01 0 0 2500 CITIGROUP INC COM 172967101 133526 2888306 SH DEFINED 01 2638705 0 249601 CITIZENS COMMUNICATIONS COMP COM 17453B101 1012 75261 SH DEFINED 01 4800 0 70461 CITRIX SYSTEMS INC COM 177376100 123 5700 SH DEFINED 01 5500 0 200 CITY HOLDING CO COM 177835105 197 5400 SH DEFINED 01 5400 0 0 CITY NATIONAL CORP. COM 178566105 344 4800 SH DEFINED 01 0 0 4800 CLAIRE'S STORES INC COM 179584107 7350 305600 SH DEFINED 01 305600 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1538 49728 SH DEFINED 01 47500 0 2228 CLEVELAND CLIFFS INC COM 185896107 208 3600 SH DEFINED 01 3600 0 0 CLOROX CO DEL COM 189054109 89 1600 SH DEFINED 01 0 0 1600 CMS ENERGY CORP COM 125896100 9 600 SH DEFINED 01 0 0 600 CNF INC COM 12612W104 3749 83500 SH DEFINED 01 50600 0 32900 COACH INC COM 189754104 1245 37100 SH DEFINED 01 300 0 36800 COACHMEN INDUSTRIES INC COM 189873102 464 37000 SH DEFINED 01 0 0 37000 COCA COLA CO COM 191216100 4209 100804 SH DEFINED 01 30000 0 70804 COCA COLA ENTERPRISES COM 191219104 15 700 SH DEFINED 01 0 0 700 COEUR D ALENE MINES CORPORAT COM 192108108 10 2800 SH DEFINED 01 0 0 2800 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 1225 26000 SH DEFINED 01 11400 0 14600 COHERENT INC COM 192479103 1592 44200 SH DEFINED 01 0 0 44200 COLGATE PALMOLIVE CO COM 194162103 804 16100 SH DEFINED 01 1400 0 14700 COLONIAL BANCGROUP INC COM COM 195493309 2091 94800 SH DEFINED 01 0 0 94800 COMCAST CORP CL A COM 20030N101 8402 273936 SH DEFINED 01 211597 0 62339 COMCAST CORP SPECIAL CL A COM 20030N200 3429 114481 SH DEFINED 01 72544 0 41937 COMMERCE BANCORP NJ COM COM 200519106 2636 86968 SH DEFINED 01 7400 0 79568 COMMERCE BANCSHARES INC COM 200525103 1715 34023 SH DEFINED 01 20758 0 13265 COMMERCE GROUP INC MA COM COM 200641108 1565 25200 SH DEFINED 01 15900 0 9300 COMMERCIAL CAPITAL BANCORP COM 20162L105 1293 77382 SH DEFINED 01 77382 0 0 COMMERCIAL FEDERAL CORP COM 201647104 434 12900 SH DEFINED 01 12900 0 0 COMMERCIAL METALS CO COM 201723103 15407 646800 SH DEFINED 01 432900 0 213900 COMMONWEALTH TELEPHONE ENTER COM 203349105 386 9200 SH DEFINED 01 0 0 9200 COMMSCOPE INC COM 203372107 409 23500 SH DEFINED 01 23500 0 0 COMMUNITY HEALTH SYSTEMS INC COM 203668108 5355 141700 SH DEFINED 01 80300 0 61400 COMPASS BANCHSHARES INC COM 20449H109 990 22000 SH DEFINED 01 0 0 22000 COMPASS MINERALS INTERNATION COM 20451N101 176 7500 SH DEFINED 01 7500 0 0 COMPUCREDIT CORP COM 20478N100 7086 206700 SH DEFINED 01 163200 0 43500 COMPUTER ASSOC INTL COM 204912109 1325 48230 SH DEFINED 01 9900 0 38330 COMPUTER SCIENCES CORP COM 205363104 17578 402249 SH DEFINED 01 400394 0 1855 COMPUWARE CORP COM 205638109 3 400 SH DEFINED 01 0 0 400 COMSTOCK RES INC COM NEW COM 205768203 5 200 SH DEFINED 01 200 0 0 COMTECH TELECOMMUNICATIONS C COM 205826209 110 3375 SH DEFINED 01 3375 0 0 COMVERSE TECHNOLOGY COM PAR COM 205862402 61 2600 SH DEFINED 01 0 0 2600 CONAGRA FOODS INC COM 205887102 1307 56415 SH DEFINED 01 0 0 56415 CONEXANT SYSTEMS INC COM 207142100 528 327800 SH DEFINED 01 327800 0 0 CONNETICS CORP COM 208192104 53 3000 SH DEFINED 01 3000 0 0 CONOCOPHILLIPS COM 20825C104 96748 1682868 SH DEFINED 01 1607460 0 75408 CONSECO INC COM 208464883 2029 93000 SH DEFINED 01 85500 0 7500 CONSOLIDATED EDISON INC COM 209115104 19 400 SH DEFINED 01 400 0 0 CONSTELLATION BRANDS INC COM 21036P108 3685 124900 SH DEFINED 01 52700 0 72200 CONSTELLATION ENERGY GROUP COM 210371100 8850 153400 SH DEFINED 01 130600 0 22800 CONVERA CORPORATION COM 211919105 20 4000 SH DEFINED 01 4000 0 0 COOPER COS INC COM NEW COM 216648402 2988 49100 SH DEFINED 01 49100 0 0 COOPER INDS INC COM G24182100 866 13550 SH DEFINED 01 250 0 13300 COPART INC COM COM 217204106 717 30100 SH DEFINED 01 30100 0 0 CORILLIAN CORP COM 218725109 147 47400 SH DEFINED 01 47400 0 0 CORINTHIAN COLLEGES INC COM 218868107 8 600 SH DEFINED 01 0 0 600 CORIXA CORP COM 21887F100 7 1500 SH DEFINED 01 1500 0 0 CORN PRODUCTS INTERNATIONSL COM 219023108 689 29000 SH DEFINED 01 29000 0 0 CORNING INC COM 219350105 7236 435395 SH DEFINED 01 91895 0 343500 CORPORATE EXECUTIVE BRD CO COM 21988R102 345 4400 SH DEFINED 01 4400 0 0 CORUS BANKSHARES INC COM COM 220873103 916 16500 SH DEFINED 01 16500 0 0 COSTCO WHOLESALE CORP COM 22160K105 5079 113555 SH DEFINED 01 67600 0 45955 COUNTRYWIDE FINANCIAL CORP COM 222372104 44483 1152098 SH DEFINED 01 1021900 0 130198 COVENTRY HEALTH CARE INC COM 222862104 77134 1090229 SH DEFINED 01 1084429 0 5800 COX RADIO INC COM 224051102 1859 118000 SH DEFINED 01 118000 0 0 CROWN CASTLE INTL CORP COM 228227104 41 2041 SH DEFINED 01 0 0 2041 CROWN HOLDINGS INC COM 228368106 2637 185300 SH DEFINED 01 125700 0 59600 CSX CORP COM 126408103 4501 105515 SH DEFINED 01 165 0 105350 CTS CORP COM COM 126501105 660 53700 SH DEFINED 01 53700 0 0 CUBIC CORP COM 229669106 854 48150 SH DEFINED 01 0 0 48150 CULLEN FROST BANKERS COM COM 229899109 1701 35700 SH DEFINED 01 0 0 35700 CUMBERLAND TECHNOLOGIES INC COM 230800104 0 3000 SH DEFINED 01 0 0 3000 CUMMINS INC COM 231021106 38872 521000 SH DEFINED 01 516800 0 4200 CURTISS WRIGHT CORP COM 231561101 5255 97400 SH DEFINED 01 59200 0 38200 CVS CORP COM 126650100 961 33044 SH DEFINED 01 31644 0 1400 CYPRESS SEMICONDUCTOR CORP COM 232806109 14 1100 SH DEFINED 01 0 0 1100 CYTYC CORP COM 232946103 1807 81900 SH DEFINED 01 81900 0 0 DADE BEHRING HOLDINGS INC COM 23342J206 6527 100400 SH DEFINED 01 100400 0 0 DANA CORP COM 235811106 27 1800 SH DEFINED 01 800 0 1000 DANAHER CORP DEL COM 235851102 2432 46464 SH DEFINED 01 4178 0 42286 DARDEN RESTAURANTS INC COM 237194105 8637 261900 SH DEFINED 01 261600 0 300 DAVITA INC COM 23918K108 1859 40867 SH DEFINED 01 40800 0 67 DEAN FOODS CO COM 242370104 692 19650 SH DEFINED 01 4600 0 15050 DEERE & CO COM 244199105 46 700 SH DEFINED 01 700 0 0 DEL MONTE FOODS CO COM 24522P103 2835 263200 SH DEFINED 01 210500 0 52700 DELHAIZE GROUP COM 29759W101 14 234 SH DEFINED 01 0 0 234 DELL INC COM 24702R101 13121 332518 SH DEFINED 01 157400 0 175118 DELPHI CORP COM 247126105 2179 468500 SH DEFINED 01 0 0 468500 DELTA AIR LINES INC DEL COM 247361108 724 192600 SH DEFINED 01 9000 0 183600 DELTA AND PINE LAND COM 247357106 1927 76900 SH DEFINED 01 76900 0 0 DELUXE CORP COM 248019101 4706 115900 SH DEFINED 01 71300 0 44600 DENBURY RES INC COM 247916208 1380 34700 SH DEFINED 01 34700 0 0 DENTSPLY INTL INC NEW COM COM 249030107 6037 111800 SH DEFINED 01 104200 0 7600 DEVELOPERS DIVERS REALTY COR COM 251591103 46 1000 SH DEFINED 01 1000 0 0 DEVON ENERGY CORP COM COM 25179M103 43959 867381 SH DEFINED 01 774121 0 93260 DEX MEDIA INC COM 25212E100 8915 365200 SH DEFINED 01 231500 0 133700 DIAGEO PLC SPONSORED ADR COM 25243Q205 1823 30750 SH DEFINED 01 30750 0 0 DIAMOND CLUSTER INTL INC COM 25278P106 38 3400 SH DEFINED 01 3400 0 0 DIAMOND OFFSHORE DRILL COM COM 25271C102 21 400 SH DEFINED 01 0 0 400 DIEBOLD INC COM 253651103 1884 41755 SH DEFINED 01 32900 0 8855 DIGITAL INSIGHT CORP COM 25385P106 251 10500 SH DEFINED 01 10500 0 0 DIGITAS INC COM 25388K104 94 8225 SH DEFINED 01 8000 0 225 DIODES INC COM 254543101 368 11800 SH DEFINED 01 11800 0 0 DIRECTV GROUP INC COM 25459L106 2756 177820 SH DEFINED 01 19710 0 158110 DISNEY (WALT) CO. HOLDING CO COM 254687106 17243 684782 SH DEFINED 01 465842 0 218940 DOLLAR GEN CORP COM 256669102 100 4900 SH DEFINED 01 1100 0 3800 DOLLAR TREE STORES INC. COM 256747106 1894 78900 SH DEFINED 01 78700 0 200 DOMINION RES INC VA COM 25746U109 44 600 SH DEFINED 01 600 0 0 DONNELLEY R R & SONS COM 257867101 35 1000 SH DEFINED 01 0 0 1000 DORAL FINANCIAL CORP COM 25811P100 6011 363400 SH DEFINED 01 363000 0 400 DOUBLECLICK INC COM 258609304 1119 133400 SH DEFINED 01 87500 0 45900 DOW CHEM CO COM 260543103 436 9800 SH DEFINED 01 1700 0 8100 DOWNEY FINL CORP COM COM 261018105 271 3700 SH DEFINED 01 3700 0 0 DR HORTON INC COM 23331A109 8087 215033 SH DEFINED 01 178634 0 36399 DRIL-QUIP INC COM 262037104 12 400 SH DEFINED 01 400 0 0 DRS TECHNOLOGIES INC COM 23330X100 15 300 SH DEFINED 01 300 0 0 DSP GROUP INC COM 23332B106 41 1700 SH DEFINED 01 1700 0 0 DST SYS INC DEL COM COM 233326107 618 13200 SH DEFINED 01 3800 0 9400 DTE HOLDING INC COM 233331107 1090 23300 SH DEFINED 01 1600 0 21700 DU PONT E I DE NEMOURS COM 263534109 947 22019 SH DEFINED 01 13619 0 8400 DUKE POWER CO COM 264399106 147 4955 SH DEFINED 01 1900 0 3055 DUKE REALTY CORP COM 264411505 605 19100 SH DEFINED 01 1800 0 17300 DUN & BRADSTREET CORP NEW COM 26483E100 475 7700 SH DEFINED 01 0 0 7700 DYCON INDUSTRIES COM 267475101 19 970 SH DEFINED 01 970 0 0 E M C CORP MASS COM 268648102 2897 211300 SH DEFINED 01 51600 0 159700 E TRADE FINANCIAL CORP COM 269246104 1137 81300 SH DEFINED 01 41100 0 40200 EAGLE MATERIALS INC COM 26969P207 16 174 SH DEFINED 01 174 0 0 EARTHLINK INC COM 270321102 523 60400 SH DEFINED 01 60400 0 0 EAST WEST BANCORP INC COM 27579R104 20 600 SH DEFINED 01 600 0 0 EASTGROUP PROP COM 277276101 611 14521 SH DEFINED 01 0 0 14521 EASTMAN KODAK CO COM 277461109 56 2100 SH DEFINED 01 0 0 2100 EATON CORP COM 278058102 2256 37655 SH DEFINED 01 36555 0 1100 EBAY INC COM 278642103 1363 41300 SH DEFINED 01 19700 0 21600 ECHOSTAR COMM. CORP COM 278762109 1167 38700 SH DEFINED 01 15200 0 23500 ECOLAB INC COM 278865100 32 1000 SH DEFINED 01 1000 0 0 EDGE PETROLEUM CORP COM 279862106 59 3800 SH DEFINED 01 3800 0 0 EDISON INTERNATIONAL INC COM 281020107 3203 79000 SH DEFINED 01 75800 0 3200 EDO CORP COM 281347104 12 400 SH DEFINED 01 400 0 0 EDUCATION MGMT CORP COM 28139T101 2449 72600 SH DEFINED 01 72600 0 0 EDWARDS AG INC COM 281760108 18227 403700 SH DEFINED 01 317600 0 86100 EDWARDS LIFESIENCES CORP COM 28176E108 5051 117400 SH DEFINED 01 117400 0 0 EFUNDS CORP COM 28224R101 245 13600 SH DEFINED 01 13600 0 0 EGL INC COM 268484102 4905 241400 SH DEFINED 01 152200 0 89200 EL PASO CORP COM 28336L109 107 9300 SH DEFINED 01 9000 0 300 EL PASO ELECTRIC CO COM 283677854 151 7400 SH DEFINED 01 7400 0 0 ELECTRO SCIENTIFIC INDUSTRIE COM 285229100 250 14000 SH DEFINED 01 14000 0 0 ELECTRONIC ARTS INC COM 285512109 2750 48576 SH DEFINED 01 21386 0 27190 ELECTRONIC DATA SYSTEM COM 285661104 113 5855 SH DEFINED 01 0 0 5855 ELECTRONICS FOR IMAGING INC COM 286082102 38 1800 SH DEFINED 01 1800 0 0 ELIZABETH ARDEN INC COM 28660G106 615 26300 SH DEFINED 01 26300 0 0 ELKCORP COM 287456107 1625 56925 SH DEFINED 01 0 0 56925 EMERSON ELEC CO COM 291011104 854 13634 SH DEFINED 01 11534 0 2100 EMMIS COMMUNICTNS CORP CL A COM 291525103 14961 846700 SH DEFINED 01 533600 0 313100 ENCANA CORP COM 292505104 143 3600 SH DEFINED 01 1000 0 2600 ENCORE ACQUISITION CO COM 29255W100 574 14000 SH DEFINED 01 14000 0 0 ENCORE WIRE CORP COM COM 292562105 209 18000 SH DEFINED 01 18000 0 0 ENDESA - SPONSORED ADR COM 29258N107 28 1200 SH DEFINED 01 0 0 1200 ENERGIZER HOLDINGS INC COM 29266R108 1881 30253 SH DEFINED 01 20963 0 9290 ENERGY EAST CORP HOLDING CO. COM 29266M109 406 14000 SH DEFINED 01 0 0 14000 ENGELHARD CORP COM 292845104 423 14800 SH DEFINED 01 14800 0 0 ENGINEERED SUPPORT SYSTEMS COM 292866100 4923 137400 SH DEFINED 01 85200 0 52200 ENPRO INDUSTRIES INC COM 29355X107 973 33700 SH DEFINED 01 33700 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 618 17300 SH DEFINED 01 0 0 17300 ENTERGY CORPORATION COM 29364G103 1588 21015 SH DEFINED 01 2715 0 18300 ENTERPRISE PRODS PARTNERS L COM 293792107 141 5268 SH DEFINED 01 0 0 5268 ENTERTAINMENT PPTYS TR COM 29380T105 929 20200 SH DEFINED 01 19400 0 800 EOG RESOURCES INC. COM 26875P101 398 7000 SH DEFINED 01 7000 0 0 EON LABS INC COM 29412E100 10922 356450 SH DEFINED 01 340200 0 16250 EPICOR SOFTWARE CORP COM 29426L108 350 26500 SH DEFINED 01 26500 0 0 EPIQ SYS INC COM 26882D109 218 13300 SH DEFINED 01 13300 0 0 EQ OFFICE PROP COM 294741103 20 600 SH DEFINED 01 600 0 0 EQUITABLE RES INC COM 294549100 442 6500 SH DEFINED 01 0 0 6500 EQUITY LIFESTYLE PROPERTIES COM 29472R108 12 300 SH DEFINED 01 300 0 0 EQUITY RESIDENTIAL COM 29476L107 7 200 SH DEFINED 01 200 0 0 ERESEARCH TECHNOLOGY INC. COM 29481V108 376 28050 SH DEFINED 01 28050 0 0 ERICSSON (LM) TEL - SP ADR COM 294821608 43 1357 SH DEFINED 01 301 0 1056 ERIE INDTY CO CL A COM 29530P102 250 4600 SH DEFINED 01 4600 0 0 ESCO TECHNOLOGIES INC COM 296315104 1925 19100 SH DEFINED 01 19100 0 0 ESTEE LAUDER COM 518439104 513 13100 SH DEFINED 01 800 0 12300 ESTERLINE TECHNOLOGIES COM COM 297425100 100 2500 SH DEFINED 01 2500 0 0 EVEREST RE GROUP LTD COM G3223R108 3562 38300 SH DEFINED 01 38300 0 0 EW SCRIPPS CO - CL A COM 811054204 791 16200 SH DEFINED 01 600 0 15600 EXACT SCIENCES CORP COM 30063P105 5 2100 SH DEFINED 01 2100 0 0 EXELON CORP COM 30161N101 13841 269647 SH DEFINED 01 124323 0 145324 EXIDE TECHNOLOGIES COM 302051206 1224 252300 SH DEFINED 01 126600 0 125700 EXPEDITORS INTERNATIONAL WAS COM 302130109 3621 72700 SH DEFINED 01 4900 0 67800 EXPONENT INC COM 30214U102 277 9700 SH DEFINED 01 9700 0 0 EXPRESS SCRIPTS INC COMMON COM 302182100 830 16600 SH DEFINED 01 15800 0 800 EXPRESSJET HOLDINGS INC COM 30218U108 2702 317500 SH DEFINED 01 262900 0 54600 EXXON MOBIL CORP COM 30231G102 65790 1144777 SH DEFINED 01 863985 0 280792 F M C CORP COM 302491303 67 1200 SH DEFINED 01 1200 0 0 FACTSET RESEARCH SYSTEMS INC COM 303075105 1435 40050 SH DEFINED 01 40050 0 0 FAIR ISAAC & COMPANY INC COM 303250104 1106 30300 SH DEFINED 01 30300 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 27 1800 SH DEFINED 01 0 0 1800 FAMILY DLR STORES INC COM 307000109 37 1400 SH DEFINED 01 200 0 1200 FANNIE MAE COM 313586109 47362 810995 SH DEFINED 01 765719 0 45276 FASTENAL CO COM 311900104 447 7300 SH DEFINED 01 0 0 7300 FEDERAL HOME LN MTG CP COM 313400301 30544 468250 SH DEFINED 01 449250 0 19000 FEDERATED DEPARTMENT STORES COM 31410H101 42955 586171 SH DEFINED 01 551345 0 34826 FEDEX CORPORATION COM 31428X106 7409 91455 SH DEFINED 01 19300 0 72155 FEI CO COM 30241L109 5 210 SH DEFINED 01 210 0 0 FIDELITY NATL FINL INC COM COM 316326107 3882 108758 SH DEFINED 01 95100 0 13658 FIFTH THIRD BANCORP COM 316773100 234 5688 SH DEFINED 01 1888 0 3800 FINISH LINE INC CL A COM 317923100 276 14600 SH DEFINED 01 14600 0 0 FIRST ADVANTAGE CORP - CL A COM 31845F100 695 29715 SH DEFINED 01 29715 0 0 FIRST AMERICAN CORP COM 318522307 14764 367820 SH DEFINED 01 278200 0 89620 FIRST BANKCORP PUERTO RICO COM 318672102 3212 80000 SH DEFINED 01 46500 0 33500 FIRST COMMUNITY BANKCORP / C COM 31983B101 10 200 SH DEFINED 01 200 0 0 FIRST DATA CORPORATION COM 319963104 611 15224 SH DEFINED 01 3900 0 11324 FIRST HORIZON NATIONAL CORP COM 320517105 658 15600 SH DEFINED 01 0 0 15600 FIRST HORIZON PHARMACEUTICAL COM 32051K106 2 120 SH DEFINED 01 0 0 120 FIRST MIDWEST BANCORP INC COM 320867104 1357 38671 SH DEFINED 01 0 0 38671 FIRST REP BK SAN COM COM 336158100 344 9750 SH DEFINED 01 9750 0 0 FIRSTENERGY CORP COM 337932107 693 14411 SH DEFINED 01 13211 0 1200 FIRSTFED FINL CORP COM 337907109 5907 99086 SH DEFINED 01 48400 0 50686 FISHER SCIENTIFIC INTERNATIO COM 338032204 3500 53927 SH DEFINED 01 30480 0 23447 FLAGSTAR BANCORP INC COM 337930101 11051 583800 SH DEFINED 01 500500 0 83300 FLEXTRONICS INTL LTD COM Y2573F102 14 1085 SH DEFINED 01 385 0 700 FLORIDA EAST COAST IND COM COM 340632108 100 2300 SH DEFINED 01 2300 0 0 FLOWSERVE CORP COM 34354P105 770 25430 SH DEFINED 01 0 0 25430 FLYI INC COM 34407T104 215 286900 SH DEFINED 01 286900 0 0 FMC TECHNOLOGIES INC COM 30249U101 6 200 SH DEFINED 01 0 0 200 FOOT LOCKER INC COM 344849104 4343 159565 SH DEFINED 01 142070 0 17495 FORD MOTOR CO COM 345370860 29707 2901093 SH DEFINED 01 2528893 0 372200 FOREST CITY ENTERPRISE CL A COM 345550107 838 11800 SH DEFINED 01 8350 0 3450 FOREST LABS INC COM 345838106 16146 415600 SH DEFINED 01 266800 0 148800 FOREST OIL CORP COM 346091705 2705 64400 SH DEFINED 01 64400 0 0 FORTUNE BRANDS INC COM 349631101 497 5600 SH DEFINED 01 0 0 5600 FORWARD AIR CORP COM 349853101 276 9750 SH DEFINED 01 9750 0 0 FOUNDRY NETWORKS INC COM 35063R100 16 1800 SH DEFINED 01 0 0 1800 FPL GROUP INC COM 302571104 126 3000 SH DEFINED 01 600 0 2400 FRANKLIN BANK CORP COM 352451108 56 3000 SH DEFINED 01 3000 0 0 FRANKLIN RES INC COM 354613101 146 1900 SH DEFINED 01 1600 0 300 FREEMONT GENERAL CORP. COM 357288109 27723 1139459 SH DEFINED 01 970859 0 168600 FREEPORT MCMORAN COPPER GOLD COM 35671D857 2 55 SH DEFINED 01 0 0 55 FREESCALE SEMICONDUCTOR - B COM 35687M206 1199 56607 SH DEFINED 01 42364 0 14243 FRESENIUS MEDICAL CARE AG AD COM 358029106 30 1049 SH DEFINED 01 1049 0 0 FRIEDMAN BILLINGS RAMSEY GRP COM 358434108 2767 193500 SH DEFINED 01 193500 0 0 FRONTIER OIL CORP COM 35914P105 6539 222800 SH DEFINED 01 0 0 222800 FTI CONSULTING INC COM 302941109 1181 56500 SH DEFINED 01 56500 0 0 FULTON FINL CORP PA COM COM 360271100 14 768 SH DEFINED 01 768 0 0 GALLAGHER ARTHUR J &CO COM COM 363576109 1416 52200 SH DEFINED 01 0 0 52200 GAMESTOP CORP COM 36466R101 209 6400 SH DEFINED 01 6400 0 0 GAMESTOP CORP - CL B COM 36466R200 260 8709 SH DEFINED 01 8709 0 0 GANDER MOUNTAIN CO COM 36471P108 296 26000 SH DEFINED 01 26000 0 0 GANNETT INC COM 364730101 676 9500 SH DEFINED 01 7100 0 2400 GAP INC DEL COM 364760108 576 29187 SH DEFINED 01 14000 0 15187 GATEWAY INC COM 367626108 1 200 SH DEFINED 01 0 0 200 GENCORP INC COM 368682100 73 3800 SH DEFINED 01 3800 0 0 GENENTECH INC COM 368710406 19085 237735 SH DEFINED 01 64200 0 173535 GENERAL CABLE CORP COM 369300108 56 3800 SH DEFINED 01 3800 0 0 GENERAL DYNAMICS CORP COM 369550108 22 200 SH DEFINED 01 0 0 200 GENERAL ELEC CO COM 369604103 74781 2158187 SH DEFINED 01 1760638 0 397549 GENERAL GROWTH PROPERTIES COM 370021107 964 23459 SH DEFINED 01 1900 0 21559 GENERAL MARITIME GROUP COM Y2692M103 34 800 SH DEFINED 01 800 0 0 GENERAL MLS INC COM 370334104 94 2000 SH DEFINED 01 600 0 1400 GENERAL MOTORS CORP COM 370442105 56 1647 SH DEFINED 01 947 0 700 GENESEE & WYO INC COM 371559105 501 18400 SH DEFINED 01 18400 0 0 GENLYTE GROUP INC COM 372302109 3192 65500 SH DEFINED 01 65500 0 0 GENTEX CORP. COM 371901109 1800 98900 SH DEFINED 01 0 0 98900 GENUINE PARTS CO COM 372460105 1150 27995 SH DEFINED 01 145 0 27850 GENWORTH FINANCIAL INC - CL COM 37247D106 9725 321700 SH DEFINED 01 321700 0 0 GENZYME CORP COM 372917104 2850 47428 SH DEFINED 01 46600 0 828 GEORGIA GULF CORP COM 373200203 14345 462000 SH DEFINED 01 291000 0 171000 GEORGIA PAC CORP COM 373298108 242 7600 SH DEFINED 01 6000 0 1600 GERON CORP COM 374163103 389 50300 SH DEFINED 01 0 0 50300 GETTY RLTY CORP NEW COM 374297109 247 8900 SH DEFINED 01 8900 0 0 GEVITY HR INC COM 374393106 34 1700 SH DEFINED 01 1700 0 0 GIANT INDUSTRIES INC COM 374508109 58 1600 SH DEFINED 01 1600 0 0 GIBRALTAR INDUSTRIES INC COM 374689107 1498 81150 SH DEFINED 01 81150 0 0 GILEAD SCIENCES INC COM 375558103 2604 59200 SH DEFINED 01 21600 0 37600 GILLETTE CO COM 375766102 741 14639 SH DEFINED 01 6039 0 8600 GLAXOSMITHKLINE PLC-ADR COM 37733W105 5917 121965 SH DEFINED 01 81875 0 40090 GLOBAL POWER EQUIPMENT INC COM 37941P108 8 1000 SH DEFINED 01 1000 0 0 GLOBALSANTAFE CORP COM G3930E101 35 864 SH DEFINED 01 0 0 864 GOLD KIST INC COM 380614107 99 4600 SH DEFINED 01 4600 0 0 GOLDEN TELECOM INC COM 38122G107 138 4500 SH DEFINED 01 4500 0 0 GOLDEN WEST FINL DEL COM 381317106 11017 171126 SH DEFINED 01 39816 0 131310 GOLDMAN SACHS GROUP INC COM 38141G104 13544 132755 SH DEFINED 01 124625 0 8130 GOODYEAR TIRE & RUBR COM 382550101 59 3955 SH DEFINED 01 0 0 3955 GOVERNMENT PROPERTIES TRUST COM 38374W107 4 400 SH DEFINED 01 400 0 0 GRACE W R & CO COM 38388F108 36 4600 SH DEFINED 01 4600 0 0 GRACO INC COM COM 384109104 2794 82012 SH DEFINED 01 0 0 82012 GREATER BAY BANCORP COM 391648102 2604 98900 SH DEFINED 01 98900 0 0 GREIF INC - CL A COM 397624107 1448 23700 SH DEFINED 01 15000 0 8700 GRIFFON CORP COM 398433102 3654 164600 SH DEFINED 01 164600 0 0 GTECH HOLDINGS CORP COM 400518106 898 30700 SH DEFINED 01 30700 0 0 GUIDANT CORP COM 401698105 565 8400 SH DEFINED 01 1700 0 6700 GUITAR CTR MGMT INC COM COM 402040109 3 45 SH DEFINED 01 0 0 45 GULF ISLAND FABRICATION INC COM 402307102 404 20300 SH DEFINED 01 20300 0 0 GYMBOREE CORPORATION COM 403777105 598 43800 SH DEFINED 01 43800 0 0 HALLIBURTON CO COM 406216101 29 600 SH DEFINED 01 0 0 600 HANCOCK HLDG CO COM COM 410120109 258 7500 SH DEFINED 01 7500 0 0 HANSEN NATURAL CORP COM 411310105 4 50 SH DEFINED 01 0 0 50 HARBOR FLA BANCSHARES COM COM 411901101 131 3500 SH DEFINED 01 3500 0 0 HARLAND JOHN H CO COM 412693103 410 10800 SH DEFINED 01 10800 0 0 HARLEY DAVIDSON INC COM 412822108 3679 74175 SH DEFINED 01 28575 0 45600 HARMAN INTERNATIONAL INDUSTR COM 413086109 3553 43668 SH DEFINED 01 36634 0 7034 HARMONIC INC COM 413160102 6 1300 SH DEFINED 01 1300 0 0 HARRAHS ENTERTAINMENT INC COM 413619107 2728 37857 SH DEFINED 01 30582 0 7275 HARRIS CORP DEL COM 413875105 11463 367300 SH DEFINED 01 353700 0 13600 HARRIS INTERACTIVE INC COM 414549105 222 45500 SH DEFINED 01 45500 0 0 HARTE HANKS COMMUNICATIONS I COM 416196103 1623 54600 SH DEFINED 01 54600 0 0 HARTFORD FINANCIAL SERVICES COM 416515104 47 625 SH DEFINED 01 0 0 625 HARVEST NATURAL RESOURCES IN COM 41754V103 1163 106400 SH DEFINED 01 106400 0 0 HAWAIIAN ELEC INDS COM 419870100 2686 100200 SH DEFINED 01 100200 0 0 HBOS PLC-SPON ADR COM 42205M106 991 21000 SH DEFINED 01 21000 0 0 HCA INC COM 404119109 937 16533 SH DEFINED 01 15013 0 1520 HEALTH CARE PROPERTY INVESTO COM 421915109 324 12000 SH DEFINED 01 200 0 11800 HEALTH MANAGEMENT ASSOCIATES COM 421933102 5 200 SH DEFINED 01 0 0 200 HEALTH NET INC COM 42222G108 294 7700 SH DEFINED 01 7200 0 500 HEALTHEXTRAS INC COM 422211102 353 17600 SH DEFINED 01 17600 0 0 HEALTHTRONICS SURGICAL SVCS COM 42222L107 216 16600 SH DEFINED 01 16600 0 0 HEARST ARGYLE TELEVISION INC COM 422317107 311 12700 SH DEFINED 01 12700 0 0 HEARTLAND EXPRESS INC COM 422347104 12 600 SH DEFINED 01 600 0 0 HEICO CORP COM 422806109 1679 71707 SH DEFINED 01 0 0 71707 HEICO CORP - CL A COM 422806208 1261 69951 SH DEFINED 01 0 0 69951 HEINZ H J CO COM 423074103 138 3900 SH DEFINED 01 500 0 3400 HELMERICH & PAYNE INC COM 423452101 47 1000 SH DEFINED 01 800 0 200 HENRY SCHEIN INC COM 806407102 12527 301700 SH DEFINED 01 301700 0 0 HERCULES INC COM 427056106 105 7400 SH DEFINED 01 7000 0 400 HERITAGE PROPERTY INVESTMENT COM 42725M107 7 200 SH DEFINED 01 200 0 0 HERLEY INDUSTRIES INC COM 427398102 7 400 SH DEFINED 01 400 0 0 HERSHEY FOODS CORP COM 427866108 435 7000 SH DEFINED 01 0 0 7000 HEWLETT PACKARD CO COM 428236103 54140 2302833 SH DEFINED 01 2197390 0 105443 HIBBETT SPORTING GOODS INC COM 428565105 2 50 SH DEFINED 01 0 0 50 HIBERNIA CORP CL A COM 428656102 883 26600 SH DEFINED 01 0 0 26600 HIGHLAND HOSPITALITY CORP COM 430141101 15 1400 SH DEFINED 01 1400 0 0 HIGHWOODS PROP COM 431284108 12 400 SH DEFINED 01 400 0 0 HILLENBRAND INDS INC COM 431573104 1153 22800 SH DEFINED 01 22800 0 0 HILTON HOTELS CORP COM 432848109 2950 123704 SH DEFINED 01 32095 0 91609 HNI CORP COM 404251100 10 200 SH DEFINED 01 200 0 0 HOLLY CORP COM 435758305 1647 35300 SH DEFINED 01 35300 0 0 HOME DEPOT INC COM 437076102 32715 840999 SH DEFINED 01 669428 0 171571 HONEYWELL INTERNATIONAL INC COM 438516106 671 18330 SH DEFINED 01 13475 0 4855 HORMEL GEO A & CO COM 440452100 1021 34800 SH DEFINED 01 34800 0 0 HOSPIRA INC COM 441060100 23973 614700 SH DEFINED 01 468840 0 145860 HOST MARRIOTT CORP COM 44107P104 494 28200 SH DEFINED 01 2600 0 25600 HOT TOPIC INC COM 441339108 620 32400 SH DEFINED 01 32400 0 0 HOUSTON EXPL CO COM 442120101 1363 25700 SH DEFINED 01 25700 0 0 HSBC HOLDINGS PLC SPONS ADR COM 404280406 5112 64180 SH DEFINED 01 62350 0 1830 HUDSON CITY BANCORP COM 443683107 695 60914 SH DEFINED 01 0 0 60914 HUDSON UNITED BANCORP COM 444165104 7 200 SH DEFINED 01 200 0 0 HUGHES SUPPLY INC COM COM 444482103 2696 95950 SH DEFINED 01 69400 0 26550 HUMAN GENOME SCIENCES COM 444903108 13 1100 SH DEFINED 01 1100 0 0 HUMANA INC COM 444859102 1911 48085 SH DEFINED 01 48085 0 0 HUNTINGTON BANCSHARES INC. COM 446150104 11 453 SH DEFINED 01 0 0 453 HUTCHINSON TECHNOLOGY COM 448407106 2380 61800 SH DEFINED 01 0 0 61800 HYDRIL CO COM 448774109 576 10600 SH DEFINED 01 10600 0 0 HYPERION SOLUTIONS CORP COM 44914M104 24 600 SH DEFINED 01 600 0 0 I SHARES S&P 500 INDEX FUND ETF 464287200 197 1650 SH DEFINED 01 1650 0 0 IAC/INTERACTIVE CORP COM 44919P102 1465 61000 SH DEFINED 01 29400 0 31600 ICOS CORP COM COM 449295104 246 11600 SH DEFINED 01 10500 0 1100 IDEX CORP COM COM 45167R104 15 400 SH DEFINED 01 400 0 0 IDEXX LABS CORP COM COM 45168D104 2956 47420 SH DEFINED 01 200 0 47220 IDT CORP COM 448947101 1 100 SH DEFINED 01 0 0 100 IHOP CORP COM 449623107 56 1300 SH DEFINED 01 1100 0 200 IKON OFFICE SOLUTIONS INC. COM 451713101 2405 252900 SH DEFINED 01 252900 0 0 ILLINOIS TOOL WKS INC COM 452308109 583 7323 SH DEFINED 01 1668 0 5655 IMAGISTICS INTERNATIONAL INC COM 45247T104 11 400 SH DEFINED 01 0 0 400 IMPAX LABORATORIES INC COM 45256B101 118 7500 SH DEFINED 01 7500 0 0 IMPERIAL TOBACCO GROUP - ADR COM 453142101 658 12100 SH DEFINED 01 12100 0 0 IMS HEALTH INC COM 449934108 67 2700 SH DEFINED 01 0 0 2700 INAMED CORP COM 453235103 5965 89030 SH DEFINED 01 89000 0 30 INCO LTD COM 453258402 57 1500 SH DEFINED 01 0 0 1500 INDEPENDENCE COMMUNITY BANK COM 453414104 2836 76800 SH DEFINED 01 76800 0 0 INDEVUS PHARMACEUTICALS INC COM 454072109 11 4400 SH DEFINED 01 4400 0 0 INDIGO NV COM N44495104 0 1100 SH DEFINED 01 1100 0 0 INDYMAC MORTGAGE HOLDINGS COM 456607100 13148 322800 SH DEFINED 01 303200 0 19600 INFINITY PROPERTY & CASUALTY COM 45665Q103 698 20000 SH DEFINED 01 20000 0 0 INFOCROSSING INC COM 45664X109 239 19200 SH DEFINED 01 19200 0 0 INFOCUS CORP COM 45665B106 201 48600 SH DEFINED 01 48600 0 0 INFOSPACE INC COM 45678T201 20 600 SH DEFINED 01 600 0 0 INGERSOLL RAND CO COM G4776G101 43 605 SH DEFINED 01 0 0 605 INGRAM MICRO INC COM 457153104 15341 979660 SH DEFINED 01 961760 0 17900 INTEGRATED ELECTRICAL SVC COM 45811E103 227 116400 SH DEFINED 01 116400 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 438 59100 SH DEFINED 01 59100 0 0 INTEL CORP COM 458140100 104712 4024272 SH DEFINED 01 3657490 0 366782 INTERGRAPH CORP COM 458683109 5827 169100 SH DEFINED 01 121200 0 47900 INTERLAND INC COM 458727203 8 4100 SH DEFINED 01 4100 0 0 INTERMAGNETICS GENERAL CORP COM 458771102 3196 103894 SH DEFINED 01 0 0 103894 INTERNATIONAL BANCSHARES COR COM 459044103 323 11431 SH DEFINED 01 11431 0 0 INTERNATIONAL BUSINESS MACHI COM 459200101 43862 591131 SH DEFINED 01 537220 0 53911 INTERNATIONAL FLAV&FRA COM 459506101 293 8100 SH DEFINED 01 0 0 8100 INTERNATIONAL PAPER CO COM 460146103 702 23245 SH DEFINED 01 0 0 23245 INTERNATIONAL POWER PLC ADR COM 46018M104 221 5900 SH DEFINED 01 5900 0 0 INTERNATL RECTIFIER CP COM 460254105 391 8200 SH DEFINED 01 8200 0 0 INTERPUBLIC GROUP COS IN COM 460690100 12 1000 SH DEFINED 01 0 0 1000 INTERSIL CORP COM 46069S109 1389 74000 SH DEFINED 01 72300 0 1700 INTERSTATE BAKERIES CORPORAT COM 46072H108 1067 152200 SH DEFINED 01 152200 0 0 INTERVIDEO INC COM 46114Y101 164 11400 SH DEFINED 01 11400 0 0 INTUIT INC COM 461202103 88 1955 SH DEFINED 01 1800 0 155 INTUITIVE SURGICAL INC COM 46120E602 471 10100 SH DEFINED 01 10100 0 0 INVACARE CORP COM 461203101 1189 26800 SH DEFINED 01 26800 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 4 200 SH DEFINED 01 0 0 200 INVESTORS FINANCIAL SERVICES COM 461915100 1716 45376 SH DEFINED 01 0 0 45376 IPASS INC COM 46261V108 1300 214500 SH DEFINED 01 81500 0 133000 IRON MOUNTAIN INC COM 462846106 400 12900 SH DEFINED 01 0 0 12900 ISHARES LEHMAN AGG BOND FUND ETF 464287226 689 6665 SH DEFINED 01 6665 0 0 ISTAR FINANCIAL INC COM 45031U101 449 10800 SH DEFINED 01 200 0 10600 ITLA CAP CORP COM 450565106 803 14900 SH DEFINED 01 14900 0 0 ITRON INC COM COM 465741106 1063 23800 SH DEFINED 01 23800 0 0 ITT EDUCATIONAL SVCS COM COM 45068B109 1816 34000 SH DEFINED 01 34000 0 0 IVAX CORP COM 465823102 438 20375 SH DEFINED 01 0 0 20375 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 310 9000 SH DEFINED 01 9000 0 0 JACK HENRY AND ASSOCIATED IN COM 426281101 3431 187400 SH DEFINED 01 187400 0 0 JACKSON HEWITT TAX SERVICE COM 468202106 9 400 SH DEFINED 01 400 0 0 JACOBS ENGR GROUP DEL COM 469814107 6 100 SH DEFINED 01 0 0 100 JACUZZI BRANDS INC COM 469865109 3353 312500 SH DEFINED 01 312500 0 0 JAKKS PAC INC COM 47012E106 692 36000 SH DEFINED 01 36000 0 0 JANUS CAPITAL GROUP INC COM 47102X105 262 17400 SH DEFINED 01 14800 0 2600 JAVIL CIRCUIT INC COM 466313103 436 14200 SH DEFINED 01 14200 0 0 JEFFERSON PILOT CORP COM 475070108 565 11215 SH DEFINED 01 115 0 11100 JETBLUE AIRWAYS CORP COM 477143101 65 3200 SH DEFINED 01 2400 0 800 JOHNSON & JOHNSON COM 478160104 67819 1043376 SH DEFINED 01 832626 0 210750 JOHNSON CTLS INC COM 478366107 225 4000 SH DEFINED 01 3600 0 400 JONES APPAREL GROUP INC COM 480074103 844 27200 SH DEFINED 01 13500 0 13700 JOURNAL COMMUNICATION INC-A COM 481130102 1403 83500 SH DEFINED 01 83500 0 0 JOURNAL REGISTER CO COM 481138105 2 100 SH DEFINED 01 100 0 0 JPMORGAN CHASE & CO COM 46625H100 7821 221437 SH DEFINED 01 183806 0 37631 JUNIPER NETWORKS INC COM 48203R104 2480 98482 SH DEFINED 01 66982 0 31500 K2 INC COM 482732104 329 25926 SH DEFINED 01 0 0 25926 KANSAS CITY SOUTHERN COM 485170302 1641 81300 SH DEFINED 01 39000 0 42300 KB HOME COM 48666K109 45174 592600 SH DEFINED 01 505200 0 87400 KCS ENERGY INC COM 482434206 438 25200 SH DEFINED 01 25200 0 0 KEANE INC COM 486665102 36 2600 SH DEFINED 01 2600 0 0 KELLOGG CO COM 487836108 516 11600 SH DEFINED 01 0 0 11600 KELLWOOD CO COM 488044108 3497 130000 SH DEFINED 01 130000 0 0 KERR MCGEE CORP COM 492386107 267 3494 SH DEFINED 01 2994 0 500 KEYCORP COM 493267108 40 1200 SH DEFINED 01 600 0 600 KIMBERLY CLARK CORP COM 494368103 31804 508130 SH DEFINED 01 498771 0 9359 KIMCO REALTY COM 49446R109 672 11400 SH DEFINED 01 200 0 11200 KINDER MORGAN ENERGY PARTNER COM 494550106 5 100 SH DEFINED 01 0 0 100 KINDRED HEALTHCARE INC COM 494580103 8782 221700 SH DEFINED 01 139300 0 82400 KING PHARMACEUTICALS INC COM 495582108 287 27500 SH DEFINED 01 26400 0 1100 KLA INSTRS CORP COM COM 482480100 166 3800 SH DEFINED 01 200 0 3600 KNBT BANCORP INC COM 482921103 3 200 SH DEFINED 01 200 0 0 KNIGHT CAPITAL GROUP INC - A COM 499005106 153 20100 SH DEFINED 01 20100 0 0 KNIGHT RIDDER INC COM 499040103 570 9285 SH DEFINED 01 200 0 9085 KOHLS CORP COM 500255104 565 10100 SH DEFINED 01 5100 0 5000 KOMAG INC COM 500453204 6712 236600 SH DEFINED 01 236600 0 0 KOPIN CORPORATION COM 500600101 7 1400 SH DEFINED 01 1400 0 0 KOS PHARMACEUTICALS COM COM 500648100 92 1400 SH DEFINED 01 1400 0 0 KOSAN BIOSCIENCES INC COM 50064W107 4 800 SH DEFINED 01 800 0 0 KRAFT FOODS INC - A COM 50075N104 4002 125800 SH DEFINED 01 124100 0 1700 KRISPY KREME DOUGHNUTS INC COM 501014104 593 85200 SH DEFINED 01 0 0 85200 KROGER CO COM 501044101 162 8500 SH DEFINED 01 0 0 8500 KRONOS INC COM 501052104 121 3000 SH DEFINED 01 3000 0 0 KYPHON INC COM 501577100 365 10500 SH DEFINED 01 10500 0 0 LA-Z-BOY INC COM 505336107 9 600 SH DEFINED 01 600 0 0 LABORATORY CORP OF AMERICA COM 50540R409 1225 24555 SH DEFINED 01 24000 0 555 LABRANCHE & CO INC COM 505447102 1639 260200 SH DEFINED 01 260200 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 0 655 SH DEFINED 01 655 0 0 LAFARGE NORTH AMERICA INC COM 505862102 718 11500 SH DEFINED 01 11500 0 0 LAIDLAW INTERNATIONAL COM 50730R102 8483 352000 SH DEFINED 01 221800 0 130200 LAM RESEARCH CORP COM 512807108 761 26300 SH DEFINED 01 25700 0 600 LAMAR ADVERTISING COM 512815101 346 8100 SH DEFINED 01 0 0 8100 LANCASTER COLONY CORP COM 513847103 1177 27400 SH DEFINED 01 27400 0 0 LANDAMERICA FINANCIAL GROUP COM 514936103 7018 118200 SH DEFINED 01 118200 0 0 LANDAUER INC COM COM 51476K103 706 13600 SH DEFINED 01 0 0 13600 LANDSTAR SYS INC COM COM 515098101 6341 210100 SH DEFINED 01 210100 0 0 LASERSCOPE COM 518081104 1 35 SH DEFINED 01 0 0 35 LATTICE SEMICONDUCTOR CORP. COM 518415104 30 6800 SH DEFINED 01 6800 0 0 LCA-VISION INC COM 501803308 5 100 SH DEFINED 01 100 0 0 LEAR SEATING CORP COM 521865105 4191 115200 SH DEFINED 01 100800 0 14400 LEGAL & EN GROUP - SPON ADR COM 52463H103 58 5430 SH DEFINED 01 5430 0 0 LEGG MASON INC. COM 524901105 10229 98250 SH DEFINED 01 88200 0 10050 LEHMAN BROTHERS HOLDINGS INC COM 524908100 13946 140469 SH DEFINED 01 67640 0 72829 LENNAR CORP COM 526057104 7024 110700 SH DEFINED 01 94900 0 15800 LEUCADIA NATIONAL CORPORATIO COM 527288104 1982 51300 SH DEFINED 01 300 0 51000 LEVEL 3 COMMUNICATION INC COM 52729N100 8 3900 SH DEFINED 01 3900 0 0 LEVITT CORP - CL A COM 52742P108 13 450 SH DEFINED 01 450 0 0 LEXMARK INTL GROUP INC COM 529771107 303 4675 SH DEFINED 01 4200 0 475 LIBERTY GLOBAL INC - A COM 530555101 443 9502 SH DEFINED 01 9235 0 267 LIBERTY MEDIA CORP COM 530718105 1424 139753 SH DEFINED 01 129453 0 10300 LIBERTY PROPERTY TRUST COM 531172104 381 8600 SH DEFINED 01 1400 0 7200 LIFEPOINT HOSPITALS INC COM 53219L109 12 232 SH DEFINED 01 232 0 0 LILLY ELI & CO COM 532457108 2052 36836 SH DEFINED 01 8156 0 28680 LIMITED BRANDS COM 532716107 35484 1656600 SH DEFINED 01 1585800 0 70800 LINCARE HOLDINGS INC COM 532791100 1362 33300 SH DEFINED 01 33300 0 0 LINEAR TECHNOLOGY CORP COM 535678106 128 3500 SH DEFINED 01 300 0 3200 LITHIA MTRS INC COM 536797103 329 11400 SH DEFINED 01 11400 0 0 LITTELFUSE INC COM COM 537008104 696 25000 SH DEFINED 01 25000 0 0 LIZ CLAIRBORNE INC COM 539320101 3455 86900 SH DEFINED 01 27500 0 59400 LLOYDS TSB GROUP PLC - SPONS COM 539439109 1229 36100 SH DEFINED 01 36100 0 0 LOCKHEED MARTIN CORP COM 539830109 20810 320790 SH DEFINED 01 282600 0 38190 LOEWS CORP COM 540424108 2178 28100 SH DEFINED 01 27900 0 200 LOEWS CORP - CAROLINA GROUP COM 540424207 13451 403700 SH DEFINED 01 378500 0 25200 LONE STAR TECHNOLOGY COM 542312103 36 800 SH DEFINED 01 800 0 0 LOUISIANA PAC CORP COM 546347105 24802 1009035 SH DEFINED 01 831900 0 177135 LOWES COS INC COM 548661107 1138 19555 SH DEFINED 01 1600 0 17955 LSB BANCSHARES INC COM 502158108 384 21397 SH DEFINED 01 0 0 21397 LSI INDS INC COM COM 50216C108 1973 141562 SH DEFINED 01 0 0 141562 LSI LOGIC CORP COM 502161102 816 96100 SH DEFINED 01 0 0 96100 LTX CORP COM 502392103 508 102600 SH DEFINED 01 0 0 102600 LUBRIZOL CORP COM 549271104 12620 300410 SH DEFINED 01 281210 0 19200 LUCENT TECHNOLOGIES COM COM 549463107 46 15800 SH DEFINED 01 14400 0 1400 LUCENT TECHNOLOGIES-CW07 EXP COM 549463131 1 869 SH DEFINED 01 0 0 869 LUMINENT MORTGAGE CAPITAL IN COM 550278303 152 14100 SH DEFINED 01 14100 0 0 LYON WILLIAM HOMES COM 552074106 340 3500 SH DEFINED 01 3500 0 0 LYONDELL CHEMICAL CO COM 552078107 14695 556208 SH DEFINED 01 556208 0 0 M & T BANK CORP COM 55261F104 4548 43250 SH DEFINED 01 31500 0 11750 M/I HOMES INC COM 55305B101 1877 34700 SH DEFINED 01 34700 0 0 MACDERMID INC COM 554273102 701 22500 SH DEFINED 01 0 0 22500 MACERICH COMPANY COM 554382101 40 600 SH DEFINED 01 600 0 0 MACK-CALI REALTY CORP COM 554489104 9 200 SH DEFINED 01 200 0 0 MAF BANCORP INC COM COM 55261R108 2276 53400 SH DEFINED 01 53400 0 0 MAGNA ENTMT CORP COM 559211107 6 1000 SH DEFINED 01 1000 0 0 MAGNA INTERNATIONAL CL A COM 559222401 1130 16070 SH DEFINED 01 70 0 16000 MANITOWOC INC COM COM 563571108 25 600 SH DEFINED 01 600 0 0 MANOR CARE INC COM 564055101 12 300 SH DEFINED 01 300 0 0 MANPOWER INC COM 56418H100 370 9300 SH DEFINED 01 0 0 9300 MARATHON OIL CORP COM 565849106 1568 29385 SH DEFINED 01 29185 0 200 MARRIOTT INTERNATIONAL INC. COM 571903202 3385 49614 SH DEFINED 01 11794 0 37820 MARSH & MCLENNAN COS COM 571748102 111 4000 SH DEFINED 01 1200 0 2800 MARSHALL & ILSLEY CORP COM COM 571834100 1200 27000 SH DEFINED 01 0 0 27000 MARTEK BIOSCIENCES CP COM COM 572901106 106 2800 SH DEFINED 01 2800 0 0 MARTEN TRANSPORT LTD COM 573075108 187 8900 SH DEFINED 01 8900 0 0 MARTIN MARIETTA MATLS COM COM 573284106 7 105 SH DEFINED 01 105 0 0 MASCO CORP COM 574599106 21225 668300 SH DEFINED 01 660700 0 7600 MATTEL INC COM 577081102 130 7100 SH DEFINED 01 6200 0 900 MATTHEWS INTERNATIONAL INC C COM 577128101 316 8100 SH DEFINED 01 8100 0 0 MATTSON TECHNOLOGY INC COM 577223100 158 22000 SH DEFINED 01 22000 0 0 MAVERICK TUBE CORP COM 577914104 488 16375 SH DEFINED 01 16300 0 75 MAXIM INTERGRATED PRODUCTS COM 57772K101 378 9900 SH DEFINED 01 0 0 9900 MAXTOR CORP COM 577729205 6 1100 SH DEFINED 01 0 0 1100 MAY DEPT STORES CO COM 577778103 144 3595 SH DEFINED 01 195 0 3400 MAYTAG CORP COM 578592107 16 1000 SH DEFINED 01 0 0 1000 MBIA INC COM 55262C100 1290 21750 SH DEFINED 01 300 0 21450 MBNA CORP COM 55262L100 22689 867310 SH DEFINED 01 859100 0 8210 MCAFEE INC COM 579064106 395 15100 SH DEFINED 01 14900 0 200 MCCORMICK & CO INC COM 579780206 556 17000 SH DEFINED 01 0 0 17000 MCDATA CORPORATION-A COM 580031201 6 1400 SH DEFINED 01 1400 0 0 MCDONALDS CORP COM 580135101 39061 1407621 SH DEFINED 01 1384321 0 23300 MCGRATH RENTCORP COM COM 580589109 1384 58400 SH DEFINED 01 0 0 58400 MCGRAW HILL INC COM 580645109 447 10108 SH DEFINED 01 7644 0 2464 MCKESSON HBOC INC COM 58155Q103 9 200 SH DEFINED 01 0 0 200 MDC HOLDINGS INC COM 552676108 6184 75190 SH DEFINED 01 75190 0 0 MDU RESOURCES GROUP INC COM 552690109 1359 48250 SH DEFINED 01 34600 0 13650 MEADWESTVACO CORP COM 583334107 59 2100 SH DEFINED 01 2000 0 100 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1323 24797 SH DEFINED 01 23528 0 1269 MEDIA GEN INC CL A COM 584404107 1114 17200 SH DEFINED 01 17200 0 0 MEDICINES CO COM 584688105 40 1700 SH DEFINED 01 1700 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 758 23900 SH DEFINED 01 23900 0 0 MEDIMMUNE INC COM 584699102 34 1255 SH DEFINED 01 0 0 1255 MEDTRONIC INC COM 585055106 2430 46915 SH DEFINED 01 16360 0 30555 MELLON FINANCIAL CORP COM 58551A108 2717 94700 SH DEFINED 01 90200 0 4500 MEMC ELECTR MATLS INC COM COM 552715104 38 2400 SH DEFINED 01 2000 0 400 MENTOR CORP MINN COM 587188103 2825 68100 SH DEFINED 01 6500 0 61600 MERCANTILE BANKSHARES COM COM 587405101 180 3500 SH DEFINED 01 3500 0 0 MERCK & CO INC COM 589331107 43545 1413800 SH DEFINED 01 1387100 0 26700 MERCURY GENL CORP NEW COM COM 589400100 6 110 SH DEFINED 01 110 0 0 MERCURY INTERACTIVE CP COM COM 589405109 1358 35400 SH DEFINED 01 0 0 35400 MEREDITH CORP COM 589433101 1344 27400 SH DEFINED 01 27400 0 0 MERIT MED SYS INC COM 589889104 746 48400 SH DEFINED 01 48400 0 0 MERIX CORP COM 590049102 253 43300 SH DEFINED 01 43300 0 0 MERRILL LYNCH & CO INC COM 590188108 82941 1507750 SH DEFINED 01 1305225 0 202525 MESA AIR GROUP INC COM 590479101 1140 169900 SH DEFINED 01 169900 0 0 METLIFE INC COM 59156R108 508 11315 SH DEFINED 01 2315 0 9000 METTLER-TOLEDO INTERNATIONAL COM 592688105 512 11000 SH DEFINED 01 11000 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 1516 203500 SH DEFINED 01 203500 0 0 MGI PHARMA INC COM 552880106 3341 153600 SH DEFINED 01 7000 0 146600 MGIC INVESTMENT CORPORATION COM 552848103 7187 110200 SH DEFINED 01 105700 0 4500 MGM MIRAGE COM 552953101 2090 52800 SH DEFINED 01 35200 0 17600 MI DEVELOPMENTS INC - CLASS COM 55304X104 440 13947 SH DEFINED 01 35 0 13912 MICHAEL STORES INC COM 594087108 530 12800 SH DEFINED 01 0 0 12800 MICROCHIP TECHNOLOGY COM 595017104 1518 51250 SH DEFINED 01 24300 0 26950 MICRON TECHNOLOGY INC COM 595112103 1432 140300 SH DEFINED 01 23700 0 116600 MICROS SYSTEMS INC COM 594901100 188 4200 SH DEFINED 01 4200 0 0 MICROSOFT CORP COM 594918104 48016 1932994 SH DEFINED 01 1558924 0 374070 MILLENNIUM PHARMACEUTC COM COM 599902103 3679 396850 SH DEFINED 01 283050 0 113800 MILLIPORE CORP COM 601073109 142 2500 SH DEFINED 01 2500 0 0 MILLS CORP COM 601148109 91 1500 SH DEFINED 01 1200 0 300 MISSION RESOURCES CORP COM 605109107 2 200 SH DEFINED 01 200 0 0 MITTAL STEEL CO - CL A NY RE COM 60684P101 0 0 SH DEFINED 01 0 0 0 MKS INSTRUMENTS INC COM 55306N104 27 1600 SH DEFINED 01 1600 0 0 MOBILITY ELECTRONICS COM 60741U101 296 32400 SH DEFINED 01 32400 0 0 MODINE MANUFACTURING COMPANY COM 607828100 277 8500 SH DEFINED 01 8500 0 0 MOHAWK INDS INC COM COM 608190104 536 6500 SH DEFINED 01 0 0 6500 MOLEX INC COM 608554101 3 100 SH DEFINED 01 0 0 100 MOLEX INC [A] COM 608554200 5 200 SH DEFINED 01 0 0 200 MOLSON COORS BREWING CO - B COM 60871R209 589 9500 SH DEFINED 01 9500 0 0 MONACO COACH CORP COM 60886R103 95 5500 SH DEFINED 01 5500 0 0 MONEYGRAM INTERNATIONAL INC COM 60935Y109 210 10975 SH DEFINED 01 1875 0 9100 MONSANTO CO NEW COM 61166W101 181 2881 SH DEFINED 01 0 0 2881 MOODY'S CORP COM 615369105 423 9400 SH DEFINED 01 1600 0 7800 MOOG INC COM 615394202 675 21450 SH DEFINED 01 21450 0 0 MORGAN STANLEY COM 617446448 8636 164580 SH DEFINED 01 153780 0 10800 MOTOROLA INC COM 620076109 78671 4308353 SH DEFINED 01 3920844 0 387509 MOVIE GALLERY INC COM 624581104 961 36370 SH DEFINED 01 36370 0 0 MPS GROUP INC COM 553409103 514 54600 SH DEFINED 01 35800 0 18800 MTS SYS CORP COM COM 553777103 84 2500 SH DEFINED 01 2500 0 0 MURPHY OIL CORP COM 626717102 1818 34800 SH DEFINED 01 0 0 34800 MYLAN LABS INC COM 628530107 1363 70850 SH DEFINED 01 7000 0 63850 NABORS INDUSTRIES LTD COM G6359F103 1637 27000 SH DEFINED 01 0 0 27000 NAPSTER INC COM 630797108 11 2600 SH DEFINED 01 2600 0 0 NASB FINL INC COM 628968109 303 6900 SH DEFINED 01 6900 0 0 NASH FINCH CO COM 631158102 1631 44400 SH DEFINED 01 44400 0 0 NATIONAL CITY CORP COM 635405103 12007 351902 SH DEFINED 01 322524 0 29378 NATIONAL FUEL GAS N J COM 636180101 8630 298500 SH DEFINED 01 285500 0 13000 NATIONAL GRID GROUP-SPON ADR COM 636274102 971 19900 SH DEFINED 01 19900 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 1727 81479 SH DEFINED 01 31080 0 50399 NATIONAL OILWELL VARCO INC COM 637071101 2988 62855 SH DEFINED 01 0 0 62855 NATIONAL PENN BANCSHARES INC COM 637138108 312 12500 SH DEFINED 01 12500 0 0 NATIONAL SEMICONDUCTOR COM 637640103 33 1500 SH DEFINED 01 700 0 800 NATIONWIDE FINL SVCS CL A COM 638612101 10748 283300 SH DEFINED 01 283300 0 0 NAVIGATORS GROUP INC COM 638904102 107 3100 SH DEFINED 01 3100 0 0 NAVISTAR INTERNATIONAL CORP COM 63934E108 32 1000 SH DEFINED 01 0 0 1000 NCI BUILDING SYSTEMS INC COM 628852105 1069 32600 SH DEFINED 01 32600 0 0 NCR Corp COM 62886E108 43968 1251950 SH DEFINED 01 1180804 0 71146 NDCHEALTH CORP COM 639480102 314 17500 SH DEFINED 01 17500 0 0 NEENAH PAPER INC COM 640079109 353 11383 SH DEFINED 01 10350 0 1033 NEIMAN MARCUS GROUP INC COM 640204202 8050 83055 SH DEFINED 01 83000 0 55 NEOPHARM INC COM 640919106 3 300 SH DEFINED 01 300 0 0 NESTLE SA-SPONS ADR FOR REG COM 641069406 38 600 SH DEFINED 01 0 0 600 NETFLIX INC COM 64110L106 948 57800 SH DEFINED 01 57500 0 300 NETGEAR INC COM 64111Q104 2282 122700 SH DEFINED 01 45700 0 77000 NETIQ CORP COM 64115P102 477 42100 SH DEFINED 01 42100 0 0 NEW CENTURY FINANCIAL CORP COM 6435EV108 16454 319800 SH DEFINED 01 229400 0 90400 NEW JERSEY RES COM COM 646025106 24 500 SH DEFINED 01 0 0 500 NEW PLAN EXCEL COM 648053106 348 12800 SH DEFINED 01 600 0 12200 NEW YORK COMMUNITY BANCORP I COM 649445103 5138 283552 SH DEFINED 01 264764 0 18788 NEW YORK TIMES CO CLASS A COM 650111107 50 1600 SH DEFINED 01 0 0 1600 NEWFIELD EXPL CO COM COM 651290108 6063 152000 SH DEFINED 01 99600 0 52400 NEWMONT MNG CORP COM 651639106 20 500 SH DEFINED 01 0 0 500 NEWPORT CORP COM 651824104 1759 126900 SH DEFINED 01 0 0 126900 NEWS CORP - CL B COM 65248E203 1288 76366 SH DEFINED 01 74966 0 1400 NEWS CORP INC - CL A COM 65248E104 26259 1622934 SH DEFINED 01 1106040 0 516894 NEXTEL COMMUNICATIONS INC COM 65332V103 4768 147574 SH DEFINED 01 75419 0 72155 NII HOLDINGS INC - CL B COM 62913F201 480 7500 SH DEFINED 01 7500 0 0 NIKE INC COM 654106103 442 5100 SH DEFINED 01 1800 0 3300 NISOURCE INC COM 65473P105 15134 611988 SH DEFINED 01 456088 0 155900 NOBLE CORP COM G65422100 25 400 SH DEFINED 01 0 0 400 NOBLE ENERGY INC COM 655044105 1552 20510 SH DEFINED 01 13110 0 7400 NOKIA CORP-SPON ADR COM 654902204 53 3200 SH DEFINED 01 0 0 3200 NORDIC AMER TANKER SHIPPING COM G65773106 2 55 SH DEFINED 01 0 0 55 NORFOLK SOUTHERN CORP COM 655844108 10683 345060 SH DEFINED 01 332860 0 12200 NORTH FORK BANCORP NY COM 659424105 1828 65090 SH DEFINED 01 1180 0 63910 NORTHEAST UTILS COM 664397106 363 17400 SH DEFINED 01 0 0 17400 NORTHERN TR CORP COM 665859104 1655 36300 SH DEFINED 01 1300 0 35000 NORTHROP GRUMMAN CORP COM 666807102 63032 1140856 SH DEFINED 01 1082700 0 58156 NOVASTAR FINL INC COM 669947400 2271 58000 SH DEFINED 01 39200 0 18800 NOVELL INC COM 670006105 2253 363400 SH DEFINED 01 230400 0 133000 NOVELLUS SYS INC COM 670008101 1050 42500 SH DEFINED 01 0 0 42500 NRG ENERGY INC COM 629377508 23 600 SH DEFINED 01 600 0 0 NSTAR BEN INT COM 67019E107 401 13000 SH DEFINED 01 0 0 13000 NTL INC COM 62940M104 151 2200 SH DEFINED 01 2200 0 0 NUCOR CORP COM 670346105 15643 342900 SH DEFINED 01 219700 0 123200 NUVEEN MUNI ADVANTAGE FUND ETF 67062H106 2042 130300 SH DEFINED 01 130300 0 0 NUVEEN MUNICIPAL VALUE FUND ETF 670928100 69 7200 SH DEFINED 01 7200 0 0 NUVEEN PREMIUM INC MUNI FUND ETF 67062T100 145 10100 SH DEFINED 01 10100 0 0 NVIDIA CORP COM 67066G104 53 2000 SH DEFINED 01 1400 0 600 NVR INC COM COM 62944T105 5022 6200 SH DEFINED 01 5500 0 700 OCCIDENTAL PETROLEUM CORP DE COM 674599105 1018 13235 SH DEFINED 01 4070 0 9165 OCEANEERING INTL INC COM 675232102 39 1000 SH DEFINED 01 1000 0 0 OCTEL CORP COM 675727101 9 500 SH DEFINED 01 500 0 0 OCWEN FINL CORP COM COM 675746101 275 40700 SH DEFINED 01 40700 0 0 ODYSSEY RE HOLDINGS CORP COM 67612W108 286 11600 SH DEFINED 01 10400 0 1200 OFFICE DEPOT INC COM 676220106 1753 76768 SH DEFINED 01 35968 0 40800 OFFSHORE LOGISTICS INC COM 676255102 860 26200 SH DEFINED 01 0 0 26200 OGE ENERGY CORP. COM 670837103 12007 414900 SH DEFINED 01 260800 0 154100 OHIO CAS CORP COM 677240103 6567 271700 SH DEFINED 01 271700 0 0 OIL STATES INTERNATIONAL INC COM 678026105 1928 76600 SH DEFINED 01 76600 0 0 OLD REP INTL CORP COM 680223104 607 24000 SH DEFINED 01 0 0 24000 OM GROUP INC COM 670872100 259 10500 SH DEFINED 01 9500 0 1000 OMNICELL INC COM 68213N109 155 17600 SH DEFINED 01 17600 0 0 OMNICOM GROUP INC COM 681919106 430 5384 SH DEFINED 01 1784 0 3600 OMNIVISION TECHNOLOGIES COM 682128103 4622 340100 SH DEFINED 01 186200 0 153900 ONEOK INC COM 682680103 32539 996600 SH DEFINED 01 839300 0 157300 OPTION CARE INC COM 683948103 1426 101100 SH DEFINED 01 101100 0 0 ORACLE SYSTEMS COM 68389X105 4177 316415 SH DEFINED 01 272156 0 44259 ORBITAL SCIENCES CORP COM 685564106 302 30500 SH DEFINED 01 30500 0 0 OREGON STL MLS INC COM 686079104 470 27300 SH DEFINED 01 27300 0 0 ORTHOLOGIC CORP COM 68750J107 162 41900 SH DEFINED 01 41900 0 0 OSHKOSH TRUCK CORP COM 688239201 11 140 SH DEFINED 01 140 0 0 OSI PHARMACEUTICALS INC COM 671040103 90 2200 SH DEFINED 01 2200 0 0 OSI SYSTEMS INC COM 671044105 384 24300 SH DEFINED 01 24300 0 0 OUTBACK STEAKHOUSE INC COM 689899102 5157 114000 SH DEFINED 01 106500 0 7500 OVERLAND STORAGE INC COM 690310107 262 27500 SH DEFINED 01 27500 0 0 OVERSEAS SHIPHOLDNG GP COM 690368105 6649 111465 SH DEFINED 01 111400 0 65 OWENS & MINOR INC COM 690732102 1872 57880 SH DEFINED 01 0 0 57880 OWENS ILLINOIS INC COM 690768403 2410 96200 SH DEFINED 01 4500 0 91700 OXFORD INDS INC COM COM 691497309 2 35 SH DEFINED 01 0 0 35 PACCAR INC COM 693718108 18 262 SH DEFINED 01 200 0 62 PACIFIC GAS & ELEC CO COM 69331C108 10106 269209 SH DEFINED 01 133800 0 135409 PACIFIC SUNWEAR OF CALIFORNI COM 694873100 255 11100 SH DEFINED 01 11100 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 6924 96900 SH DEFINED 01 96600 0 300 PACKAGING CORP AMER COM 695156109 17 800 SH DEFINED 01 0 0 800 PACTIV CORPORATION COM 695257105 26 1200 SH DEFINED 01 0 0 1200 PALMONE INC COM 69713P107 286 9600 SH DEFINED 01 9600 0 0 PALMSOURCE INC COM 697154102 5 600 SH DEFINED 01 600 0 0 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 80 1200 SH DEFINED 01 1200 0 0 PANTRY INC COM 698657103 3873 100000 SH DEFINED 01 77400 0 22600 PARK ELECTROCHEMICAL COM COM 700416209 847 33600 SH DEFINED 01 0 0 33600 PARKER HANNIFIN CORP COM 701094104 11682 188390 SH DEFINED 01 117790 0 70600 PATTERSON COMPANIES INC COM 703395103 5084 112800 SH DEFINED 01 22200 0 90600 PATTERSON-UTI ENERGY INC COM 703481101 245 8800 SH DEFINED 01 8000 0 800 PAXSON COMMUNICATIONS CORP COM 704231109 4 7400 SH DEFINED 01 7400 0 0 PAYCHEX INC COM 704326107 16 500 SH DEFINED 01 0 0 500 PDI INC COM 69329V100 237 19200 SH DEFINED 01 19200 0 0 PENN NATL GAMING INC COM COM 707569109 2077 56900 SH DEFINED 01 56900 0 0 PENNEY J C INC COM 708160106 18490 351660 SH DEFINED 01 244560 0 107100 PENNFED FINL SVCS INC COM 708167101 280 16600 SH DEFINED 01 16600 0 0 PENTAIR INC COM 709631105 6700 156500 SH DEFINED 01 156400 0 100 PEPCO HOLDINGS INC COM 713291102 13904 580800 SH DEFINED 01 468600 0 112200 PEPSI BOTTLING GROUP INC COM 713409100 784 27400 SH DEFINED 01 600 0 26800 PEPSIAMERICAS INC COM 71343P200 4175 162700 SH DEFINED 01 136300 0 26400 PEPSICO INC COM 713448108 2353 43627 SH DEFINED 01 13331 0 30296 PERFORMANCE FOOD GROUP CO COM 713755106 27 900 SH DEFINED 01 900 0 0 PERICOM SEMICONDUCTOR CORP COM 713831105 276 33900 SH DEFINED 01 33900 0 0 PERRIGO COMPANY COM 714290103 2098 150500 SH DEFINED 01 150500 0 0 PERRY ELLIS INTERNATIONAL COM 288853104 1438 61500 SH DEFINED 01 61500 0 0 PETCO ANIMAL SUPPLIES INC COM 716016209 56 1900 SH DEFINED 01 1900 0 0 PETROLEUM DEV CORP COM 716578109 8 240 SH DEFINED 01 200 0 40 PETSMART INC COM 716768106 965 31800 SH DEFINED 01 14500 0 17300 PFIZER INC COM 717081103 102329 3710277 SH DEFINED 01 3336673 0 373604 PHELPS DODGE CORP COM 717265102 52806 570880 SH DEFINED 01 570050 0 830 PHH CORP COM 693320202 99 3843 SH DEFINED 01 3368 0 475 PHILADELPHIA CONS HLDG CORP COM 717528103 17 200 SH DEFINED 01 200 0 0 PILGRIM'S PRIDE CORP COM 721467108 15824 463650 SH DEFINED 01 408300 0 55350 PINNACLE AIRL CORP COM 723443107 240 27900 SH DEFINED 01 27900 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 186 9500 SH DEFINED 01 9500 0 0 PINNACLE WEST CAP CORP COM 723484101 276 6200 SH DEFINED 01 6200 0 0 PIONEER NATURAL RESOURCES COM 723787107 5580 132600 SH DEFINED 01 30450 0 102150 PIPER JAFFRAY COS COM 724078100 18 600 SH DEFINED 01 600 0 0 PITNEY BOWES INC COM 724479100 2972 68241 SH DEFINED 01 44041 0 24200 PIXAR COM 725811103 1351 27000 SH DEFINED 01 16600 0 10400 PLAINS EXPLORATION & PRODUCT COM 726505100 1972 55507 SH DEFINED 01 55507 0 0 PLANAR SYSTEMS INC COM 726900103 237 32200 SH DEFINED 01 32200 0 0 PLUM CREEK TIMBER CO INC COM 729251108 133 3659 SH DEFINED 01 0 0 3659 PMC-SIERRA INC COM COM 69344F106 63 6700 SH DEFINED 01 3400 0 3300 PNC FINL SERVICES GROUP COM 693475105 158 2900 SH DEFINED 01 300 0 2600 POGO PRODUCING COMPANY COM 730448107 1142 22000 SH DEFINED 01 13800 0 8200 POPULAR INC COM 733174106 3685 146300 SH DEFINED 01 112500 0 33800 POST PROPERTIES INC COM 737464107 29 800 SH DEFINED 01 800 0 0 POTLATCH CORP COM 737628107 837 16000 SH DEFINED 01 16000 0 0 PPG INDS INC COM 693506107 94 1500 SH DEFINED 01 0 0 1500 PPL CORPORATION COM 69351T106 4301 72435 SH DEFINED 01 72235 0 200 PRECISION CASTPARTS CORP COM 740189105 1082 13884 SH DEFINED 01 0 0 13884 PREMCOR INC COM 74045Q104 749 10100 SH DEFINED 01 9900 0 200 PREMIERE GLOBAL SERVICES INC COM 740585104 497 44000 SH DEFINED 01 44000 0 0 PRESIDENTIAL LIFE CORP COM COM 740884101 684 40000 SH DEFINED 01 0 0 40000 PRICE COMMUNICATIONS CORP COM 741437305 374 21600 SH DEFINED 01 21600 0 0 PRINCETON REVIEW INC COM 742352107 20 3500 SH DEFINED 01 3500 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 1487 35500 SH DEFINED 01 100 0 35400 PRIVATEBANCORP INC COM 742962103 425 12000 SH DEFINED 01 12000 0 0 PROCTER & GAMBLE CO COM 742718109 13192 250085 SH DEFINED 01 144755 0 105330 PROGRESS ENERGY INC COM 743263105 18 400 SH DEFINED 01 0 0 400 PROGRESS ENERGY INC-CONTINGE COM 743263AA3 0 8400 SH DEFINED 01 0 0 8400 PROGRESSIVE CORP OHIO COM 743315103 119 1200 SH DEFINED 01 900 0 300 PROLOGIS COM 743410102 652 16200 SH DEFINED 01 1000 0 15200 PROTECTIVE LIFE CORP COM 743674103 3192 75600 SH DEFINED 01 75600 0 0 PROTEIN DESIGN LABS INC COM 74369L103 119 5900 SH DEFINED 01 5500 0 400 PROVIDIAN CORPORATION COM 74406A102 13390 759500 SH DEFINED 01 498400 0 261100 PRUDENTIAL CORPORATION PLC A COM 74435K204 657 36600 SH DEFINED 01 36600 0 0 PRUDENTIAL FINANCIAL INC. COM 744320102 1931 29409 SH DEFINED 01 0 0 29409 PSS WORLD MEDICAL INC COM 69366A100 2 185 SH DEFINED 01 0 0 185 PUBLIC SERVICE CO NEW MEXICO COM 69349H107 8098 281100 SH DEFINED 01 281100 0 0 PUBLIC STORAGE COM 74460D109 829 13100 SH DEFINED 01 1000 0 12100 PUBLIC SVC ENTERPRISE COM 744573106 12 200 SH DEFINED 01 0 0 200 PUGET ENERGY INC COM 745310102 2831 121100 SH DEFINED 01 121100 0 0 PULTE HOMES INC COM 745867101 4103 48704 SH DEFINED 01 17454 0 31250 QLOGIC CORP COM 747277101 71 2297 SH DEFINED 01 1200 0 1097 QUALCOMM INC COM 747525103 4945 149813 SH DEFINED 01 130203 0 19610 QUANEX CORP COM 747620102 2147 40500 SH DEFINED 01 15000 0 25500 QUANTUM CORP-DLT & STORAGE COM 747906204 10 3200 SH DEFINED 01 3200 0 0 QUEST DIAGNOSTICS INC. COM 74834L100 3729 70000 SH DEFINED 01 17000 0 53000 QUESTAR CORP COM 748356102 639 9700 SH DEFINED 01 0 0 9700 QUIXOTE CORP COM 749056107 1079 55000 SH DEFINED 01 0 0 55000 QWEST COMMUNICATIONS ITL INT COM 749121109 11 3000 SH DEFINED 01 0 0 3000 R & G FINANCIAL CORP CL B COM 749136107 8481 479400 SH DEFINED 01 324600 0 154800 R.H. DONNELLEY CORP COM 74955W307 9 151 SH DEFINED 01 151 0 0 RADIAN GROUP INC COM 750236101 16473 348850 SH DEFINED 01 294350 0 54500 RADIOSHACK CORPORATION COM 750438103 14 600 SH DEFINED 01 600 0 0 RADISYS CORP COM COM 750459109 244 15100 SH DEFINED 01 15100 0 0 RAILAMERICA INC COM 750753105 4 300 SH DEFINED 01 300 0 0 RALCORP HOLDINGS COM 751028101 1852 45000 SH DEFINED 01 44800 0 200 RANGE RES CORP COM 75281A109 1367 50800 SH DEFINED 01 50800 0 0 RARE HOSPITALITY INTL. INC COM 753820109 708 23250 SH DEFINED 01 23250 0 0 RAYMOND JAMES FINL INC COM COM 754730109 955 33800 SH DEFINED 01 33800 0 0 RAYONIER INC (REIT) COM 754907103 1449 27320 SH DEFINED 01 5491 0 21829 RAYTHEON COMPANY COM 755111507 21094 539200 SH DEFINED 01 533900 0 5300 READERS DIGEST ASSN COM 755267101 2543 154100 SH DEFINED 01 154100 0 0 REALNETWORKS INC COM 75605L104 6 1200 SH DEFINED 01 1200 0 0 REALTY INCOME CORP COM 756109104 1027 41000 SH DEFINED 01 41000 0 0 REDWOOD TR INC COM 758075402 2420 46900 SH DEFINED 01 46900 0 0 REGAL ENTERTAINMENT GROUP-A COM 758766109 2283 120900 SH DEFINED 01 120900 0 0 REGENCY CENTERS CORP COM 758849103 80 1400 SH DEFINED 01 1400 0 0 REGIONS FINANCIAL CORP COM 7591EP100 20 600 SH DEFINED 01 0 0 600 REGIS CORP COM 758932107 1743 44600 SH DEFINED 01 44600 0 0 RELIANCE STEEL & ALUM COM COM 759509102 1 25 SH DEFINED 01 0 0 25 REMINGTON OIL & GAS CORP COM 759594302 157 4400 SH DEFINED 01 4400 0 0 RENAISSANCE RE HLDGS LTD COM G7496G103 15 300 SH DEFINED 01 300 0 0 RENAL CARE GROUP INC COM 759930100 1088 23600 SH DEFINED 01 23600 0 0 RENT A CENTER INC. COM 76009N100 778 33400 SH DEFINED 01 33400 0 0 REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 363 25100 SH DEFINED 01 25100 0 0 REPUBLIC SVCS INC COM 760759100 19843 551030 SH DEFINED 01 378030 0 173000 RESEARCH IN MOTION COM 760975102 4 54 SH DEFINED 01 0 0 54 RESMED INC COM 761152107 502 7600 SH DEFINED 01 7600 0 0 RESPIRONICS INC COM COM 761230101 5352 148200 SH DEFINED 01 148200 0 0 REUTERS GROUP PLC - SPONS AD COM 76132M102 13 300 SH DEFINED 01 300 0 0 REYNOLDS & REYNOLDS COMPANY COM 761695105 11359 420220 SH DEFINED 01 285620 0 134600 RIO TINTO PLC - SPONS ADR COM 767204100 1879 15415 SH DEFINED 01 15300 0 115 RITE AID CORP COM 767754104 29 6900 SH DEFINED 01 6900 0 0 ROANOKE ELECTRIC STEEL INC COM 769841107 551 33337 SH DEFINED 01 0 0 33337 ROBERT HALF INTERNATIONAL IN COM 770323103 7637 305850 SH DEFINED 01 39650 0 266200 ROPER INDS INC NEW COM COM 776696106 799 11200 SH DEFINED 01 11200 0 0 ROSS STORES INC COM 778296103 5279 182600 SH DEFINED 01 163000 0 19600 ROYAL BANK OF CANADA COM 780087102 3 43 SH DEFINED 01 0 0 43 ROYAL DUTCH PETE CO COM 780257804 1110 17100 SH DEFINED 01 16600 0 500 ROYAL GOLD INC COM 780287108 12 600 SH DEFINED 01 600 0 0 RPM INTERNATIONAL INC COM 749685103 1317 72100 SH DEFINED 01 62800 0 9300 RUBY TUESDAY INC COM 781182100 1590 61400 SH DEFINED 01 61400 0 0 RUDDICK CORP COM COM 781258108 4634 181500 SH DEFINED 01 181500 0 0 RYAN'S RESTAURANT GROUP INC COM 783520109 6 400 SH DEFINED 01 400 0 0 RYDER SYS INC COM 783549108 2851 77900 SH DEFINED 01 50600 0 27300 RYLAND GROUP INC COM 783764103 281 3700 SH DEFINED 01 3700 0 0 SABRE GROUP HOLDINGS INC COM 785905100 28365 1421800 SH DEFINED 01 1179700 0 242100 SAFECO CORP COM 786429100 11495 211545 SH DEFINED 01 135600 0 75945 SAFEWAY INC COM 786514208 4731 209450 SH DEFINED 01 202350 0 7100 SAKS INC. COM 79377W108 19 1000 SH DEFINED 01 1000 0 0 SANDERSON FARMS INC COM 800013104 7922 174345 SH DEFINED 01 160700 0 13645 SANDISK CORP COM 80004C101 83 3500 SH DEFINED 01 3500 0 0 SANMINA-SCI CORP COM 800907107 513 93800 SH DEFINED 01 92800 0 1000 SARA LEE CORP COM 803111103 26389 1332100 SH DEFINED 01 1132100 0 200000 SAVIENT PHARMACEUTICALS INC. COM 80517Q100 17 3800 SH DEFINED 01 3800 0 0 SBC COMMUNICATIONS INC. COM 78387G103 4321 181917 SH DEFINED 01 42464 0 139453 SCANA CORP COM 80589M102 547 12800 SH DEFINED 01 0 0 12800 SCANSOURCE INC COM 806037107 258 6000 SH DEFINED 01 6000 0 0 SCHERING PLOUGH CORP COM 806605101 332 17430 SH DEFINED 01 11775 0 5655 SCHLUMBERGER LTD COM 806857108 2143 28225 SH DEFINED 01 3503 0 24722 SCHOLASTIC CORP COM 807066105 2217 57500 SH DEFINED 01 57500 0 0 SCHWAB CHARLES CORP NEW COM 808513105 134 11905 SH DEFINED 01 1905 0 10000 SCIENTIFIC GAMES CORP - A COM 80874P109 6 225 SH DEFINED 01 0 0 225 SCOTTISH PWR PLC COM 81013T705 21 600 SH DEFINED 01 600 0 0 SCP POOL CORP COM 784028102 2 60 SH DEFINED 01 0 0 60 SEALED AIR CORP COM 81211K100 20 400 SH DEFINED 01 0 0 400 SEARS HOLDINGS CORP COM 812350106 458 3059 SH DEFINED 01 2859 0 200 SEI INVESTMENTS CO COM 784117103 803 21500 SH DEFINED 01 21500 0 0 SEMPRA ENERGY COM 816851109 2701 65380 SH DEFINED 01 62490 0 2890 SEMTECH CORP COM 816850101 2 100 SH DEFINED 01 0 0 100 SENSIENT TECHNOLOGIES CORP COM 81725T100 1123 54500 SH DEFINED 01 54500 0 0 SEPRACOR INC COM 817315104 2670 44500 SH DEFINED 01 44500 0 0 SEQUA CORPORATION CLASS A COM 817320104 26 400 SH DEFINED 01 400 0 0 SERVICE CORP INTL COM 817565104 16363 2040300 SH DEFINED 01 1285000 0 755300 SERVICEMASTER CORP COM 81760N109 976 72800 SH DEFINED 01 72800 0 0 SHAW COMMUNICATIONS INC COM 82028K200 1036 49900 SH DEFINED 01 26900 0 23000 SHELL TRANS & TRAD NY SH COM 822703609 2340 40300 SH DEFINED 01 40300 0 0 SHERWIN WILLIAMS CO COM 824348106 9613 204150 SH DEFINED 01 203050 0 1100 SHURGARD STORAGE COM 82567D104 9 200 SH DEFINED 01 200 0 0 SI International Inc. COM 78427V102 36 1200 SH DEFINED 01 1200 0 0 SIEBEL SYS INC COM COM 826170102 36 4000 SH DEFINED 01 1000 0 3000 SIERRA HEALTH INC COM 826322109 1526 21350 SH DEFINED 01 21300 0 50 SIERRA PACIFIC RESOURCES COM 826428104 691 55500 SH DEFINED 01 55500 0 0 SIGMA ALDRICH CORP COM 826552101 6 100 SH DEFINED 01 0 0 100 SILGAN HOLDINGS INC COM 827048109 1839 32700 SH DEFINED 01 32700 0 0 SILICON LABORATORIES INC COM 826919102 100 3800 SH DEFINED 01 3800 0 0 SIMON PROPERTY GROUP INC COM 828806109 1305 18000 SH DEFINED 01 1200 0 16800 SIRNA THERAPEUTICS INC COM 829669100 6 3600 SH DEFINED 01 3600 0 0 SIRVA INC COM 82967Y104 778 91400 SH DEFINED 01 16800 0 74600 SIX FLAGS INC COM 83001P109 41 8800 SH DEFINED 01 8800 0 0 SKYWEST INC COM 830879102 640 35200 SH DEFINED 01 35200 0 0 SL GREEN REALTY CORP COM 78440X101 65 1000 SH DEFINED 01 1000 0 0 SLM CORP COM 78442P106 605 11900 SH DEFINED 01 9800 0 2100 SMART & FINAL INC COM 831683107 283 23100 SH DEFINED 01 23100 0 0 SMITH A O COM COM 831865209 1357 50800 SH DEFINED 01 45200 0 5600 SMITH INTL INC COM 832110100 792 12435 SH DEFINED 01 0 0 12435 SMITHFIELD FOODS INC COM COM 832248108 8465 310400 SH DEFINED 01 233600 0 76800 SONIC AUTOMOTIVE INC COM 83545G102 2715 127700 SH DEFINED 01 80500 0 47200 SONOCO CO COM 835495102 5 200 SH DEFINED 01 200 0 0 SONY CORP COM 835699307 8 225 SH DEFINED 01 0 0 225 SOUTH JERSEY INDS INC COM COM 838518108 592 9690 SH DEFINED 01 0 0 9690 SOUTHERN CO COM 842587107 1297 37400 SH DEFINED 01 36200 0 1200 SOUTHERN PERU COPPER CORP COM 843611104 38620 901500 SH DEFINED 01 900400 0 1100 SOUTHERN UN CO NEW COM COM 844030106 13 527 SH DEFINED 01 0 0 527 SOUTHWEST AIRLS CO COM 844741108 318 22800 SH DEFINED 01 2200 0 20600 SOVEREIGN BANCORP INC COM 845905108 22175 992600 SH DEFINED 01 813500 0 179100 SPATIALIGHT INC COM 847248101 255 45000 SH DEFINED 01 45000 0 0 SPDR TRUST SERIES 1 ETF 78462F103 137 1150 SH DEFINED 01 150 0 1000 SPECTRASITE INC COM 84761M104 424 5700 SH DEFINED 01 5700 0 0 SPECTRUM BRANDS INC COM 84762L105 3 80 SH DEFINED 01 0 0 80 SPEEDWAY MOTORSPORTS INC COM 847788106 11 290 SH DEFINED 01 290 0 0 SPINNAKER EXPL CO COM 84855W109 1594 44900 SH DEFINED 01 9600 0 35300 SPRINT CORP COM 852061100 5848 233061 SH DEFINED 01 66402 0 166659 SPX CORP COM 784635104 19661 427600 SH DEFINED 01 358500 0 69100 ST JOE COMPANY COM 790148100 652 8000 SH DEFINED 01 0 0 8000 ST JUDE MEDICAL INC COM 790849103 781 17900 SH DEFINED 01 16900 0 1000 ST PAUL TRAVELERS COS INC COM 792860108 4762 120475 SH DEFINED 01 53161 0 67314 ST. MARY LAND & EXPLORATION COM 792228108 617 21300 SH DEFINED 01 21300 0 0 STAGE STORES INC. COM 85254C305 288 6600 SH DEFINED 01 6600 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 1129 48300 SH DEFINED 01 0 0 48300 STANDARD PAC CORP DEL L P COM 85375C101 37546 426900 SH DEFINED 01 364100 0 62800 STANLEY FURNITURE CO INC COM 854305208 660 26880 SH DEFINED 01 0 0 26880 STAPLES INC COM 855030102 2212 103921 SH DEFINED 01 95700 0 8221 STARBUCKS CORP COM 855244109 346 6700 SH DEFINED 01 300 0 6400 STATE STREET CORP COM 857477103 154 3200 SH DEFINED 01 1500 0 1700 STEEL DYNAMICS INC COM COM 858119100 940 35795 SH DEFINED 01 35700 0 95 STERIS CORP COM 859152100 5345 207400 SH DEFINED 01 207300 0 100 STERLING BANCORP N Y COM 859158107 1792 83925 SH DEFINED 01 0 0 83925 STERLING FINL CORP WASH COM 859319105 1084 28977 SH DEFINED 01 28977 0 0 STEWART INFO SVCS COM 860372101 3410 81200 SH DEFINED 01 81200 0 0 STILLWATER MINING COMPANY COM 86074Q102 199 26800 SH DEFINED 01 26800 0 0 STONE ENERGY CORP COM 861642106 5672 116000 SH DEFINED 01 41600 0 74400 STORAGE TECHNOLOGY CORP COM 862111200 1804 49700 SH DEFINED 01 34800 0 14900 STRYKER CORP COM 863667101 1338 28140 SH DEFINED 01 21500 0 6640 SUFFOLK BANCORP COM 864739107 1027 31800 SH DEFINED 01 0 0 31800 SUN MICROSYSTEMS INC COM 866810104 215 57600 SH DEFINED 01 57300 0 300 SUNGARD DATA SYSTEMS COM 867363103 93 2650 SH DEFINED 01 1800 0 850 SUNSTONE HOTEL INVESTORS INC COM 867892101 19 800 SH DEFINED 01 800 0 0 SUNTRUST BKS INC COM 867914103 2281 31571 SH DEFINED 01 400 0 31171 SUPERIOR ENERGY SVCS INC COM 868157108 602 33800 SH DEFINED 01 33800 0 0 SUPERVALUE INC COM 868536103 18177 557400 SH DEFINED 01 493100 0 64300 SURMODICS INCS COM 868873100 9 200 SH DEFINED 01 200 0 0 SWIFT ENERGY CO COM COM 870738101 532 14850 SH DEFINED 01 14800 0 50 SWIFT TRANSPORTATION CO INC. COM 870756103 1053 45200 SH DEFINED 01 45200 0 0 SYBASE INC COM 871130100 103 5600 SH DEFINED 01 5600 0 0 SYBRON DENTAL SPECIALTIES IN COM 871142105 1873 49800 SH DEFINED 01 49800 0 0 SYCAMORE NETWORKS INC COM 871206108 40 11500 SH DEFINED 01 11500 0 0 SYMANTEC CORP COM 871503108 1791 82400 SH DEFINED 01 7000 0 75400 SYNNEX CORP COM 87162W100 46 2600 SH DEFINED 01 2600 0 0 SYNOPSYS INC COM 871607107 20 1200 SH DEFINED 01 400 0 800 SYSCO CORP COM 871829107 358 9900 SH DEFINED 01 2000 0 7900 T ROWE PRICE GROUP INC COM 74144T108 6 100 SH DEFINED 01 100 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 430 16900 SH DEFINED 01 16900 0 0 TALBOTS INCORPORATED COM 874161102 266 8200 SH DEFINED 01 8200 0 0 TALK AMERICA HLDGS INC COM 87426R202 115 11500 SH DEFINED 01 11500 0 0 TALX CORP COM 874918105 87 3000 SH DEFINED 01 3000 0 0 TARGET CORP COM 87612E106 14258 262050 SH DEFINED 01 153383 0 108667 TBC CORP COM 872183108 716 26400 SH DEFINED 01 26400 0 0 TECH DATA CORP COM 878237106 2987 81600 SH DEFINED 01 81500 0 100 TECHNICAL OLYMPIC USA INC COM 878483106 514 21186 SH DEFINED 01 21186 0 0 TECHNITROL INC COM COM 878555101 1153 81600 SH DEFINED 01 0 0 81600 TECO ENERGY INC COM 872375100 90 4772 SH DEFINED 01 4472 0 300 TEL OFFSHORE TRUST COM 872382106 9 867 SH DEFINED 01 57 0 810 TELEFLEX INC COM 879369106 11108 187100 SH DEFINED 01 161700 0 25400 TELEFONICA DE ESPANA COM 879382208 61 1251 SH DEFINED 01 0 0 1251 TELEFONOS DE MEXICO COM 879403780 76 4000 SH DEFINED 01 0 0 4000 TELEPHONE & DATA - SPECIAL S COM 879433860 457 11920 SH DEFINED 01 8900 0 3020 TELEPHONE AND DATASYSTEMS IN COM 879433100 491 12020 SH DEFINED 01 8900 0 3120 TELLABS INC COM 879664100 624 71756 SH DEFINED 01 43400 0 28356 TEMPLE INLAND INC COM 879868107 33 900 SH DEFINED 01 900 0 0 TEMPUR-PEDIC INTERNATIONAL I COM 88023U101 1985 89500 SH DEFINED 01 56900 0 32600 TENNECO AUTOMOTIVE INC COM 880349105 17 1000 SH DEFINED 01 1000 0 0 TEPPCO PARTNERS L P COM 872384102 344 8300 SH DEFINED 01 0 0 8300 TERADYNE INC COM 880770102 22 1800 SH DEFINED 01 0 0 1800 TERAYON COMMUNICATIONS SYS COM 880775101 235 76000 SH DEFINED 01 76000 0 0 TEREX CORP COM 880779103 51 1300 SH DEFINED 01 1300 0 0 TESCO PLC-SPONSORED ADR COM 881575302 5 300 SH DEFINED 01 300 0 0 TESORO CORP COM 881609101 21737 467260 SH DEFINED 01 340200 0 127060 TETRA TECHNOLOGIES INC COM 88162F105 1462 45900 SH DEFINED 01 45900 0 0 TEVA PHARMACEUTICAL-SP ADR COM 881624209 140 4480 SH DEFINED 01 0 0 4480 TEXAS INDUSTRIES COM 882491103 377 6700 SH DEFINED 01 6700 0 0 TEXAS INSTRUMENTS INC COM 882508104 3150 112215 SH DEFINED 01 34100 0 78115 TEXTRON INC COM 883203101 197 2600 SH DEFINED 01 0 0 2600 THE PMI GROUP INC COM 69344M101 44151 1132650 SH DEFINED 01 1065150 0 67500 THE STEAK N SHAKE CO COM 857873103 93 5000 SH DEFINED 01 5000 0 0 THERMO ELECTRON CORP COM 883556102 768 28600 SH DEFINED 01 28600 0 0 THERMOGENESIS CORP COM 883623209 168 38700 SH DEFINED 01 38700 0 0 THOMAS & BETTS CORP COM 884315102 34 1200 SH DEFINED 01 1200 0 0 THOMAS INDS INC COM 884425109 965 24150 SH DEFINED 01 0 0 24150 THOR INDUSTRIES INC COM 885160101 19 600 SH DEFINED 01 600 0 0 THORNBURG MTG COM 885218107 11186 384000 SH DEFINED 01 384000 0 0 THQ INC COM 872443403 10 330 SH DEFINED 01 330 0 0 TIBCO SOFTWARE INC COM 88632Q103 12 1900 SH DEFINED 01 1900 0 0 TIDEWATER INC COM 886423102 4662 122300 SH DEFINED 01 122100 0 200 TIER ONE CORPORATION COM 88650R108 255 9400 SH DEFINED 01 9400 0 0 TIFFANY & CO NEW COM 886547108 16 500 SH DEFINED 01 400 0 100 TIM HELLAS TELECOMM SA - ADR COM 88706Q104 2 120 SH DEFINED 01 0 0 120 TIME WARNER INC COM 887317105 33526 2006356 SH DEFINED 01 1735147 0 271209 TITAN CORP COM 888266103 3134 137800 SH DEFINED 01 137800 0 0 TIVO INC COM 888706108 134 20000 SH DEFINED 01 20000 0 0 TJX COS INC NEW COM 872540109 137 5609 SH DEFINED 01 1100 0 4509 TOLL BROTHERS COM 889478103 223 2200 SH DEFINED 01 0 0 2200 TOO INC COM 890333107 685 29300 SH DEFINED 01 29300 0 0 TORCHMARK CORP COM 891027104 167 3200 SH DEFINED 01 1000 0 2200 TORO CO COM 891092108 11247 291300 SH DEFINED 01 183600 0 107700 TORONTO-DOMINION BANK COM 891160509 2206 49454 SH DEFINED 01 0 0 49454 TOYS R US COM 892335100 93 3500 SH DEFINED 01 2500 0 1000 TRANSATLANTIC HLDGS COM 893521104 237 4250 SH DEFINED 01 4250 0 0 TRANSOCEAN INC COM G90078109 2218 41100 SH DEFINED 01 37200 0 3900 TRAVELZOO INC COM 89421Q106 174 5300 SH DEFINED 01 5300 0 0 TREEHOUSE FOODS INC COM 89469A104 112 3930 SH DEFINED 01 920 0 3010 TRIAD GTY INC COM COM 895925105 947 18800 SH DEFINED 01 18800 0 0 TRIAD HOSPITALS INC COM 89579K109 7422 135832 SH DEFINED 01 135832 0 0 TRIBUNE CO NEW COM 896047107 1706 48500 SH DEFINED 01 3500 0 45000 TRIPATH IMAGING INC COM 896942109 348 40700 SH DEFINED 01 40700 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 725 217600 SH DEFINED 01 217600 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 28 800 SH DEFINED 01 800 0 0 TRIZEC PROPERTIES INC COM 89687P107 86 4200 SH DEFINED 01 4200 0 0 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 2 100 SH DEFINED 01 0 0 100 TSAKOS ENERGY NAVIGATION LTD COM G9108L108 2 45 SH DEFINED 01 0 0 45 TXU CORPORATION COM 873168108 55484 667756 SH DEFINED 01 645900 0 21856 TYCO INTERNATIONAL LTD COM 902124106 2131 72969 SH DEFINED 01 51500 0 21469 TYLER TECHNOLOGIES COM 902252105 244 32300 SH DEFINED 01 32300 0 0 TYSON FOODS INC COM 902494103 21059 1183100 SH DEFINED 01 922200 0 260900 UGI CORP COM 902681105 6735 241400 SH DEFINED 01 241400 0 0 UICI COM 902737105 2325 78100 SH DEFINED 01 78100 0 0 ULTRA PETROLEUM CORP COM 903914109 2 70 SH DEFINED 01 0 0 70 UMPQUA HOLDINGS CORP COM 904214103 14 600 SH DEFINED 01 600 0 0 UNIFI INC COM 904677101 24 5700 SH DEFINED 01 5700 0 0 UNIFIRST CORP MASS COM 904708104 1001 24700 SH DEFINED 01 0 0 24700 UNILEVER N VN - NY SHARES COM 904784709 19 300 SH DEFINED 01 0 0 300 UNILEVER PLC - SPONSORED ADR COM 904767704 218 5600 SH DEFINED 01 5600 0 0 UNION BANKSHARES CORP COM 905399101 251 6500 SH DEFINED 01 6500 0 0 UNION PAC CORP COM 907818108 1400 21603 SH DEFINED 01 20203 0 1400 UNIONBANCAL CORPORATION COM 908906100 4374 65355 SH DEFINED 01 45600 0 19755 UNIT CORP COM 909218109 79 1800 SH DEFINED 01 1800 0 0 UNITED AMERICA INDEMNITY LTD COM 90933T109 153 8918 SH DEFINED 01 8918 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 968 88500 SH DEFINED 01 88500 0 0 UNITED ONLINE INC COM 911268100 1791 165100 SH DEFINED 01 68400 0 96700 UNITED PARCEL SERVICE INC COM 911312106 509 7360 SH DEFINED 01 713 0 6647 UNITED RENTALS INC COM 911363109 2156 106700 SH DEFINED 01 106700 0 0 UNITED STATES CELLULAR COM COM 911684108 1318 26400 SH DEFINED 01 26400 0 0 UNITED STATES STEEL CORP COM 912909108 33 970 SH DEFINED 01 370 0 600 UNITED STATIONERS INC COM 913004107 21 430 SH DEFINED 01 430 0 0 UNITED TECHNOLOGIES CORP COM 913017109 25484 496282 SH DEFINED 01 480284 0 15998 UNITED UTILITIES PLC-SP ADR COM 91311Q105 17 700 SH DEFINED 01 700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 98917 1897133 SH DEFINED 01 1698017 0 199116 UNIVERSAL AMERN FINL CORP COM 913377107 769 34000 SH DEFINED 01 34000 0 0 UNIVERSAL CORP VA COM 913456109 700 16000 SH DEFINED 01 16000 0 0 UNIVERSAL HEALTH SVCS COM 913903100 1449 23300 SH DEFINED 01 23100 0 200 UNIVISION COMMUNICATIONS A COM 914906102 8 300 SH DEFINED 01 0 0 300 UNUMPROVIDENT COM 91529Y106 37 2000 SH DEFINED 01 1000 0 1000 UNVL COMPRESSION HLDGS COM 913431102 1482 40900 SH DEFINED 01 40900 0 0 URBAN OUTFITTERS INC COM 917047102 1966 34680 SH DEFINED 01 34600 0 80 URS CORP COM 903236107 512 13700 SH DEFINED 01 13700 0 0 US BANCORP COM 902973304 2233 76464 SH DEFINED 01 20878 0 55586 USG CORP COM 903293405 332 7800 SH DEFINED 01 7800 0 0 UST INC COM 902911106 114 2500 SH DEFINED 01 0 0 2500 UTSTARCOM INC COM 918076100 2251 300500 SH DEFINED 01 299800 0 700 V F CORP COM 918204108 3925 68600 SH DEFINED 01 30400 0 38200 VALASSIS COMMUNICATION COM 918866104 15 400 SH DEFINED 01 0 0 400 VALEANT PHARMACEUTICALS INT' COM 91911X104 559 31726 SH DEFINED 01 0 0 31726 VALERO ENERGY CORP COM 91913Y100 15753 199130 SH DEFINED 01 135000 0 64130 VALMONT INDUSTRIES INC COM 920253101 1153 44700 SH DEFINED 01 2500 0 42200 VALSPAR CORP COM 920355104 3431 71050 SH DEFINED 01 71050 0 0 VARIAN ASSOCIATES INC COM 92220P105 5592 149800 SH DEFINED 01 89800 0 60000 VCA ANTECH INC COM 918194101 1 50 SH DEFINED 01 0 0 50 VECTOR GROUP LTD COM 92240M108 51 2730 SH DEFINED 01 2730 0 0 VECTREN CORPORATION COM 92240G101 2862 99600 SH DEFINED 01 99600 0 0 VENTAS INC. COM 92276F100 69 2280 SH DEFINED 01 0 0 2280 VENTIV HEALTH INC COM 922793104 1 70 SH DEFINED 01 0 0 70 VERISIGN INC COM 92343E102 6028 209600 SH DEFINED 01 96200 0 113400 VERITAS DGC INC COM COM 92343P107 155 5600 SH DEFINED 01 5600 0 0 VERITAS SOFTWARE CORP COM 923436109 937 38400 SH DEFINED 01 800 0 37600 VERIZON COMMUNICATIONS COM 92343V104 27674 800975 SH DEFINED 01 744011 0 56964 VERTEX PHARMACEUTICALS INC COM 92532F100 54 3200 SH DEFINED 01 3200 0 0 VIACOM INC COM 925524100 52 1600 SH DEFINED 01 0 0 1600 VIACOM INC-CL B COM 925524308 3010 94012 SH DEFINED 01 20097 0 73915 VICAL INC COM 925602104 7 1400 SH DEFINED 01 1400 0 0 VIMPELCOM - SP ADR COM 68370R109 2 48 SH DEFINED 01 0 0 48 VISHAY INTERTECHNOLOGY COM 928298108 4756 400700 SH DEFINED 01 400400 0 300 VITESSE SEMICONDUCTOR CORP COM 928497106 31 14800 SH DEFINED 01 14800 0 0 VODAFONE GROUP PLC SP ADR COM 92857W100 4565 187700 SH DEFINED 01 186500 0 1200 VORNADO REALTY TST COM 929042109 804 10000 SH DEFINED 01 700 0 9300 VULCAN MATLS CO COM 929160109 8 125 SH DEFINED 01 125 0 0 W HOLDING COMPANY INC COM 929251106 6395 625750 SH DEFINED 01 526350 0 99400 W-H ENERGY SERVICES INC COM 92925E108 738 29600 SH DEFINED 01 29600 0 0 WABASH NATIONAL CORPORATION COM 929566107 1 60 SH DEFINED 01 0 0 60 WACHOVIA CORP COM 929903102 71724 1446040 SH DEFINED 01 1331599 0 114441 WAL MART STORES INC COM 931142103 10251 212683 SH DEFINED 01 116500 0 96183 WALGREEN CO COM 931422109 1252 27225 SH DEFINED 01 9500 0 17725 WALTER INDS INC COM COM 93317Q105 4 100 SH DEFINED 01 100 0 0 WARNACO GROUP INC COM 934390402 825 35500 SH DEFINED 01 35500 0 0 WASHINGTON GROUP INTL INC COM 938862208 2 45 SH DEFINED 01 0 0 45 WASHINGTON MUTUAL COM 939322103 55071 1353438 SH DEFINED 01 1254363 0 99075 WASHINGTON POST CO COM 939640108 3591 4300 SH DEFINED 01 3400 0 900 WASTE MANAGEMENT INC COM 94106L109 3115 109925 SH DEFINED 01 15700 0 94225 WATERS CORP COM 941848103 4 100 SH DEFINED 01 100 0 0 WATSON PHARMACEUTICALS INC COM 942683103 15791 534200 SH DEFINED 01 403900 0 130300 WAUSAU PAPER CORP COM 943315101 502 41886 SH DEFINED 01 0 0 41886 WCI COMMUNITIES INC COM 92923C104 756 23600 SH DEFINED 01 23600 0 0 WD-40 CO COM 929236107 288 10300 SH DEFINED 01 9700 0 600 WEBMD CORPORATION COM 94769M105 1201 116900 SH DEFINED 01 116900 0 0 WEBMETHODS INC COM 94768C108 19 3400 SH DEFINED 01 3400 0 0 WEBSTER FINANCIAL CORP COM 947890109 1337 28625 SH DEFINED 01 28625 0 0 WEINGARTEN REALTY INVESTORS COM 948741103 359 9150 SH DEFINED 01 300 0 8850 WELLCHOICE INC COM 949475107 945 13600 SH DEFINED 01 13600 0 0 WELLPOINT INC COM 94973V107 11357 163080 SH DEFINED 01 78440 0 84640 WELLS FARGO & CO DEL COM 949746101 5125 83222 SH DEFINED 01 62520 0 20702 WENDYS INTL INC COM 950590109 7 145 SH DEFINED 01 0 0 145 WESCO FINL CORP COM 950817106 828 2300 SH DEFINED 01 0 0 2300 WESCO INTERNATIONAL INC COM 95082P105 665 21200 SH DEFINED 01 21200 0 0 WEST CORP COM 952355105 741 19300 SH DEFINED 01 19300 0 0 WESTAR ENERGY INC. COM 95709T100 1848 76900 SH DEFINED 01 76900 0 0 WESTCORP COM 957907108 13430 256200 SH DEFINED 01 184600 0 71600 WESTELL TECHNOLOGIES INC COM 957541105 179 30000 SH DEFINED 01 30000 0 0 WESTERN GAS RESOURCES INC COM 958259103 154 4400 SH DEFINED 01 4400 0 0 WESTERN WIRELESS CP CLA COM 95988E204 20511 484900 SH DEFINED 01 415600 0 69300 WESTLAKE CHEMICAL CORP COM 960413102 201 8200 SH DEFINED 01 8200 0 0 WET SEAL INC COM 961840105 10 1400 SH DEFINED 01 1400 0 0 WEYERHAEUSER CO COM 962166104 140 2200 SH DEFINED 01 600 0 1600 WFS FINANCIAL INC COM 92923B106 482 9500 SH DEFINED 01 9500 0 0 WGL HOLDINGS INC COM 92924F106 128 3800 SH DEFINED 01 3800 0 0 WHEELING PITTSBURGH CO COM 963142302 860 55900 SH DEFINED 01 55900 0 0 WHIRLPOOL CORP COM 963320106 1407 20075 SH DEFINED 01 75 0 20000 WHITING PETROLEUM CORP COM 966387102 4 100 SH DEFINED 01 100 0 0 WHOLE FOODS MKT INC COM COM 966837106 4280 36207 SH DEFINED 01 0 0 36207 WILLIAMS COS INC DEL COM 969457100 5790 304750 SH DEFINED 01 218050 0 86700 WILLIAMS SONOMA INC COM 969904101 932 23550 SH DEFINED 01 4850 0 18700 WILLIS GROUP HOLDINGS LTD COM G96655108 11 350 SH DEFINED 01 350 0 0 WILMINGTON TRUST CORP COM 971807102 317 8800 SH DEFINED 01 0 0 8800 WILSHIRE BANCORP INC COM 97186T108 198 13800 SH DEFINED 01 13800 0 0 WISCONSIN ENERGY CORP COM 976657106 530 13600 SH DEFINED 01 0 0 13600 WMS INDS INC COM 929297109 500 14800 SH DEFINED 01 0 0 14800 WOLVERINE WORLD WIDE INC COM 978097103 1823 75937 SH DEFINED 01 0 0 75937 WOODHEAD INDUSTRIES INC COM 979438108 601 47700 SH DEFINED 01 0 0 47700 WORLD ACCEP CORP DEL COM 981419104 607 20200 SH DEFINED 01 20200 0 0 WORTHINGTON INDS INC COM 981811102 1471 93100 SH DEFINED 01 93000 0 100 WPP GROUP PLC-SPONSORED ADR COM 929309300 1118 21900 SH DEFINED 01 21900 0 0 WRIGHT EXPRESS CORP COM 98233Q105 11 600 SH DEFINED 01 600 0 0 WRIGLEY WM JR CO COM 982526105 110 1600 SH DEFINED 01 0 0 1600 WSFS FINL CORP COM COM 929328102 2205 40300 SH DEFINED 01 40300 0 0 WYETH COM 983024100 12007 269810 SH DEFINED 01 164530 0 105280 X-RITE INC COM 983857103 801 69600 SH DEFINED 01 0 0 69600 XCEL ENERGY INC COM 98389B100 343 17576 SH DEFINED 01 16776 0 800 XEROX CORP COM 984121103 34809 2524242 SH DEFINED 01 2120042 0 404200 XILINX INC COM 983919101 35 1355 SH DEFINED 01 0 0 1355 XL CAPITAL LTD COM G98255105 7 100 SH DEFINED 01 0 0 100 XM SATELLITE RADIO HLDGS INC COM 983759101 276 8200 SH DEFINED 01 8100 0 100 XTO ENERGY INC COM 98385X106 914 26896 SH DEFINED 01 0 0 26896 YAHOO INC COM 984332106 22659 653928 SH DEFINED 01 481618 0 172310 YANKEE CANDLE INC COM 984757104 39 1200 SH DEFINED 01 1200 0 0 YARDVILLE NATL BANCORP COM 985021104 554 15500 SH DEFINED 01 15500 0 0 YELLOW CORPORATION COM 985577105 16530 325400 SH DEFINED 01 242000 0 83400 YORK INTERNATIONAL CORP COM 986670107 4378 115200 SH DEFINED 01 115200 0 0 YOUNG BROADCASTING INC. CL A COM 987434107 3 800 SH DEFINED 01 800 0 0 YUM! BRANDS INC COM 988498101 7432 142695 SH DEFINED 01 40795 0 101900 ZEBRA TECHNOLOGIES CP CL A COM 989207105 1766 40320 SH DEFINED 01 720 0 39600 ZHONE TECHNOLOGIES INC COM 98950P108 9 2600 SH DEFINED 01 2600 0 0 ZIMMER HOLDINGS INC COM 98956P102 1878 24660 SH DEFINED 01 23300 0 1360 ZIONS BANCORPORATION COM 989701107 37 500 SH DEFINED 01 0 0 500 ZORAN CORP COM COM 98975F101 1112 83700 SH DEFINED 01 83700 0 0
-----END PRIVACY-ENHANCED MESSAGE-----