-----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, QlZiNxdiOIzuQIU8GuzW8iAvdaiofPko2Wyg8ZYlFk2KTXygJQERcSM9F3qVNjIa OaXtDHJ6Fru3o+l7M+sCvw== 0000762152-05-000001.txt : 20050216 0000762152-05-000001.hdr.sgml : 20050216 20050216090525 ACCESSION NUMBER: 0000762152-05-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050216 DATE AS OF CHANGE: 20050216 EFFECTIVENESS DATE: 20050216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN CENTRAL INDEX KEY: 0000762152 IRS NUMBER: 386000134 STATE OF INCORPORATION: MI FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01462 FILM NUMBER: 05619204 BUSINESS ADDRESS: STREET 1: MICHIGAN DEPT OF TREASURY STREET 2: BUREAU OF INVESMENTS PO BOX 15128 CITY: LANSING STATE: MI ZIP: 48901 BUSINESS PHONE: 517-373-3140 MAIL ADDRESS: STREET 1: MICHIGAN DEPT OF TREASURY STREET 2: BUREAU OF INVESTMENTS PO BOX 15128 CITY: LANSING STATE: MI ZIP: 48901 13F-HR 1 q4-2004.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Dec 31, 2004 Check here if Amendment[ ]; Amendment Number: This Amendment (Check only one):[ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: State Treasurer, State of Michigan Address: P.O. Box 15128 Lansing, MI 48901 13F File Number: 28-1462 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Vernon L. Johnson Title: Administrator Phone: 517-373-3157 Signature, Place, and Date of Signing: Vernon L. Johnson East Lansing, Michigan Feb 15, 2005 Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 948 Form 13F Information Table Value Total: $22,400,337.00 List of Other Included Managers: NONE 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 MANAGER Sole SHARED NONE - ------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ --- AFLAC INC COM * COMMON STOCK 001055102 12467 312916 SH Sole 312916 AGCO CORP COM * COMMON STOCK 001084102 1651 75400 SH Sole 75400 AGL RES INC COM * COMMON STOCK 001204106 2078 62520 SH Sole 62520 AES CORP COM * COMMON STOCK 00130H105 5485 401238 SH Sole 401238 AMB PROPERTY CORP COM REAL ESTATE INV 00163T109 2795 69200 SH Sole 69200 AT&T CORP COM NEW * COMMON STOCK 001957505 9382 492224 SH Sole 492224 ABBOTT LABS COM * COMMON STOCK 002824100 154775 3317787 SH Sole 3317787 ABERCROMBIE & FITCH CO CL A * COMMON STOCK 002896207 3472 73950 SH Sole 73950 ACTIVISION INC NEW COM NEW * COMMON STOCK 004930202 2345 116187 SH Sole 116187 ACUSPHERE INC COM COMMON STOCK 00511R870 204 33305 SH Sole 33305 ACXIOM CORP COM * COMMON STOCK 005125109 1894 72000 SH Sole 72000 ADESA INC COM COMMON STOCK 00686U104 1623 76490 SH Sole 76490 ADOBE SYS INC COM * COMMON STOCK 00724F101 24629 392557 SH Sole 392557 ADTRAN INC COM * COMMON STOCK 00738A106 1221 63800 SH Sole 63800 ADVANCE AUTO PARTS INC COM * COMMON STOCK 00751Y106 2621 60000 SH Sole 60000 AEROPOSTALE COM * COMMON STOCK 007865108 1368 46500 SH Sole 46500 ADVANCED MICRO DEVICES INC COM COMMON STOCK 007903107 5255 238648 SH Sole 238648 ADVENT SOFTWARE INC COM * COMMON STOCK 007974108 557 27200 SH Sole 27200 AETNA INC NEW COM * COMMON STOCK 00817Y108 11390 91302 SH Sole 91302 AFFILIATED COMPUTER SERVICES C COMMON STOCK 008190100 4786 79520 SH Sole 79520 AGILENT TECHNOLOGIES INC COM * COMMON STOCK 00846U101 7238 300318 SH Sole 300318 AIR PRODS & CHEMS INC COM * COMMON STOCK 009158106 69919 1206129 SH Sole 1206129 AIRGAS INC COM * COMMON STOCK 009363102 1660 62610 SH Sole 62610 AIRTRAN HLDGS INC COM * COMMON STOCK 00949P108 755 70600 SH Sole 70600 ALASKA AIR GROUP INC COM * COMMON STOCK 011659109 752 22460 SH Sole 22460 ALBEMARLE CORP COM * COMMON STOCK 012653101 1346 34760 SH Sole 34760 ALBERTO CULVER CO COM * COMMON STOCK 013068101 2734 56291 SH Sole 56291 ALBERTSONS INC COM * COMMON STOCK 013104104 5435 227603 SH Sole 227603 ALCAN INC COM * COMMON STOCK 013716105 46550 949217 SH Sole 949217 ALCOA INC COM * COMMON STOCK 013817101 62422 1986702 SH Sole 1986702 ALCATEL SPONSORED ADR * SPON ADR 013904305 188 12000 SH Sole 12000 ALEXANDER & BALDWIN INC COM * COMMON STOCK 014482103 1511 35620 SH Sole 35620 ALLEGHENY ENERGY INC COM * COMMON STOCK 017361106 1673 84858 SH Sole 84858 ALLEGHENY TECHNOLOGIES INC COM COMMON STOCK 01741R102 1281 59101 SH Sole 59101 ALLERGAN INC COM * COMMON STOCK 018490102 6582 81194 SH Sole 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STOCK 032095101 2715 73900 SH Sole 73900 AMSOUTH BANCORPORATION COM * COMMON STOCK 032165102 5688 219621 SH Sole 219621 ANADARKO PETE CORP COM * COMMON STOCK 032511107 9916 153005 SH Sole 153005 ANALOG DEVICES INC COM * COMMON STOCK 032654105 43460 1177135 SH Sole 1177135 ANDREW CORP COM * COMMON STOCK 034425108 1355 99437 SH Sole 99437 ANHEUSER BUSCH COS INC COM * COMMON STOCK 035229103 87304 1720951 SH Sole 1720951 ANNTAYLOR STORES CORP COM * COMMON STOCK 036115103 1268 58900 SH Sole 58900 AON CORP COM * COMMON STOCK 037389103 4670 195740 SH Sole 195740 APACHE CORP COM * COMMON STOCK 037411105 10211 201922 SH Sole 201922 APARTMENT INVT & MGMT CO CL A CL A 03748R101 2258 58600 SH Sole 58600 APOLLO GROUP INC CL A * COMMON STOCK 037604105 9244 114537 SH Sole 114537 APPLE COMPUTER INC COM * COMMON STOCK 037833100 16011 248621 SH Sole 248621 APPLEBEES INTL INC COM * COMMON STOCK 037899101 1791 67700 SH Sole 67700 APRIA HEALTHCARE GROUP INC COM COMMON STOCK 037933108 1333 40450 SH Sole 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STOCK 046265104 2482 62100 SH Sole 62100 ATMEL CORP COM * COMMON STOCK 049513104 1562 398430 SH Sole 398430 AUTODESK INC COM * COMMON STOCK 052769106 5390 142028 SH Sole 142028 AUTOMATIC DATA PROCESSING IN C COMMON STOCK 053015103 57281 1291578 SH Sole 1291578 AUTONATION INC COM * COMMON STOCK 05329W102 3143 163600 SH Sole 163600 AUTOZONE INC COM * COMMON STOCK 053332102 4507 49358 SH Sole 49358 AVAYA INC COM * COMMON STOCK 053499109 4870 283162 SH Sole 283162 AVERY DENNISON CORP COM * COMMON STOCK 053611109 22592 376728 SH Sole 376728 AVNET INC COM * COMMON STOCK 053807103 1834 100540 SH Sole 100540 AVOCENT CORP COM * COMMON STOCK 053893103 1684 41550 SH Sole 41550 AVON PRODS INC COM * COMMON STOCK 054303102 26297 679508 SH Sole 679508 BB&T CORP COM * COMMON STOCK 054937107 14366 341635 SH Sole 341635 BISYS GROUP INC COM * COMMON STOCK 055472104 1652 100400 SH Sole 100400 BJ SVCS CO COM * COMMON STOCK 055482103 4649 99900 SH Sole 99900 BJS WHOLESALE CLUB INC COM * COMMON STOCK 05548J106 1690 58000 SH Sole 58000 BP PLC SPONSORED ADR * SPON ADR 055622104 362395 6205388 SH Sole 6205388 BMC SOFTWARE INC COM * COMMON STOCK 055921100 2553 137272 SH Sole 137272 BAKER HUGHES INC COM * COMMON STOCK 057224107 8855 207516 SH Sole 207516 BALL CORP COM * COMMON STOCK 058498106 3061 69600 SH Sole 69600 BANDAG INC COM * COMMON STOCK 059815100 807 16200 SH Sole 16200 BANK OF AMERICA CORPORATION CO COMMON STOCK 060505104 480050 10215994 SH Sole 10215994 BANK HAWAII CORP COM * COMMON STOCK 062540109 2242 44190 SH Sole 44190 BANK NEW YORK INC COM * COMMON STOCK 064057102 94748 2835073 SH Sole 2835073 BANKNORTH GROUP INC NEW COM * COMMON STOCK 06646R107 5373 146800 SH Sole 146800 BANTA CORP COM * COMMON STOCK 066821109 933 20845 SH Sole 20845 BARD C R INC COM * COMMON STOCK 067383109 4139 64694 SH Sole 64694 BARNES & NOBLE INC COM * COMMON STOCK 067774109 1888 58500 SH Sole 58500 BARR PHARMACEUTICALS INC COM * COMMON STOCK 068306109 3896 85550 SH Sole 85550 BAUSCH & LOMB INC 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SQUIBB CO COM * COMMON STOCK 110122108 102455 3999036 SH Sole 3999036 BROADCOM CORP CL A * COMMON STOCK 111320107 6569 203515 SH Sole 203515 BROWN & BROWN INC COM * COMMON STOCK 115236101 2513 57700 SH Sole 57700 BROWN FORMAN CORP CL B * COMMON STOCK 115637209 3667 75330 SH Sole 75330 BRUNSWICK CORP COM * COMMON STOCK 117043109 2947 59528 SH Sole 59528 BURLINGTON NORTHN SANTA FE C C COMMON STOCK 12189T104 10998 232477 SH Sole 232477 BURLINGTON RES INC COM * COMMON STOCK 122014103 10532 242110 SH Sole 242110 CBRL GROUP INC COM * COMMON STOCK 12489V106 1684 40247 SH Sole 40247 C D W CORP COM * COMMON STOCK 12512N105 4605 69400 SH Sole 69400 C H ROBINSON WORLDWIDE INC COM COMMON STOCK 12541W100 3953 71200 SH Sole 71200 CIGNA CORP COM * COMMON STOCK 125509109 6775 83063 SH Sole 83063 CIT GROUP INC COM * COMMON STOCK 125581108 71493 1560300 SH Sole 1560300 CMS ENERGY CORP COM * COMMON STOCK 125896100 33348 3191177 SH Sole 3191177 CNF INC COM * COMMON STOCK 12612W104 2162 43150 SH Sole 43150 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COMMON STOCK 172474108 4665 112064 SH Sole 112064 CIRCUIT CITY STORE INC COM * COMMON STOCK 172737108 1890 120841 SH Sole 120841 CISCO SYS INC COM * COMMON STOCK 17275R102 265647 13764075 SH Sole 13764075 CINTAS CORP COM * COMMON STOCK 172908105 4656 106154 SH Sole 106154 CITIGROUP INC COM * COMMON STOCK 172967101 769584 15973111 SH Sole 15973111 CITIZENS COMMUNICATIONS CO COM COMMON STOCK 17453B101 2861 207503 SH Sole 207503 CITRIX SYS INC COM * COMMON STOCK 177376100 2570 104753 SH Sole 104753 CITY NATL CORP COM * COMMON STOCK 178566105 2901 41059 SH Sole 41059 CLAIRES STORES INC COM * COMMON STOCK 179584107 1755 82610 SH Sole 82610 CLEAR CHANNEL COMMUNICATIONS C COMMON STOCK 184502102 11879 354691 SH Sole 354691 CLOROX CO DEL COM * COMMON STOCK 189054109 17325 293986 SH Sole 293986 COACH INC COM * COMMON STOCK 189754104 6591 116856 SH Sole 116856 COCA COLA CO COM * COMMON STOCK 191216100 210024 5045023 SH Sole 5045023 COCA COLA ENTERPRISES INC COM COMMON STOCK 191219104 6050 290154 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122251 SH Sole 122251 CONAGRA FOODS INC COM * COMMON STOCK 205887102 9368 318107 SH Sole 318107 CONOCOPHILLIPS COM * COMMON STOCK 20825C104 125472 1445034 SH Sole 1445034 CONSOLIDATED EDISON INC COM * COMMON STOCK 209115104 6546 149632 SH Sole 149632 CONSTELLATION BRANDS INC CL A COMMON STOCK 21036P108 4191 90100 SH Sole 90100 CONSTELLATION ENERGY GROUP I C COMMON STOCK 210371100 4752 108722 SH Sole 108722 CONVERGYS CORP COM * COMMON STOCK 212485106 1312 87546 SH Sole 87546 COOPER CAMERON CORP COM * COMMON STOCK 216640102 2467 45850 SH Sole 45850 COOPER TIRE & RUBR CO COM * COMMON STOCK 216831107 999 46352 SH Sole 46352 COORS ADOLPH CO CL B * COMMON STOCK 217016104 1754 23179 SH Sole 23179 COPART INC COM * COMMON STOCK 217204106 1977 75100 SH Sole 75100 CORILLIAN CORP COM * COMMON STOCK 218725109 1670 339386 SH Sole 339386 CORINTHIAN COLLEGES INC COM * COMMON STOCK 218868107 1423 75500 SH Sole 75500 CORNING INC COM * COMMON STOCK 219350105 10208 867264 SH Sole 867264 CORRECTIONS CORP AMER NEW COM COMMON STOCK 22025Y407 37 904 SH Sole 904 COSTCO WHSL CORP NEW COM * COMMON STOCK 22160K105 49450 1021479 SH Sole 1021479 COUNTRYWIDE FINANCIAL CORP COM COMMON STOCK 222372104 70123 1894704 SH Sole 1894704 COVANCE INC COM * COMMON STOCK 222816100 2021 52150 SH Sole 52150 COVENTRY HEALTH CARE INC COM * COMMON STOCK 222862104 3976 74900 SH Sole 74900 CRANE CO COM * COMMON STOCK 224399105 1319 45732 SH Sole 45732 CREDENCE SYS CORP COM * COMMON STOCK 225302108 728 79550 SH Sole 79550 CREE INC COM * COMMON STOCK 225447101 2473 61700 SH Sole 61700 CROMPTON CORP COM * COMMON STOCK 227116100 1130 95788 SH Sole 95788 CULLEN FROST BANKERS INC COM * COMMON STOCK 229899109 2114 43500 SH Sole 43500 CUMMINS INC COM * COMMON STOCK 231021106 2357 28125 SH Sole 28125 CURIS INC COM * COMMON STOCK 231269101 168 32134 SH Sole 32134 CYPRESS SEMICONDUCTOR CORP COM COMMON STOCK 232806109 1231 104950 SH Sole 104950 CYTEC INDS INC COM * COMMON STOCK 232820100 1699 33050 SH Sole 33050 CYTYC CORP COM * COMMON STOCK 232946103 2572 93300 SH Sole 93300 DPL INC COM * COMMON STOCK 233293109 2651 105593 SH Sole 105593 D R HORTON INC COM * COMMON STOCK 23331A109 7849 194725 SH Sole 194725 DST SYS INC DEL COM * COMMON STOCK 233326107 3643 69900 SH Sole 69900 DTE ENERGY CO COM * COMMON STOCK 233331107 4641 107615 SH Sole 107615 DANA CORP COM * COMMON STOCK 235811106 1606 92659 SH Sole 92659 DANAHER CORP DEL COM * COMMON STOCK 235851102 53117 925226 SH Sole 925226 DARDEN RESTAURANTS INC COM * COMMON STOCK 237194105 62519 2253742 SH Sole 2253742 DEAN FOODS CO NEW COM * COMMON STOCK 242370104 4101 124455 SH Sole 124455 DEERE & CO COM * COMMON STOCK 244199105 11418 153469 SH Sole 153469 DELL INC COM * COMMON STOCK 24702R101 238481 5659262 SH Sole 5659262 DELPHI CORP COM * COMMON STOCK 247126105 3131 347112 SH Sole 347112 DELTA AIR LINES INC DEL COM * COMMON STOCK 247361108 598 79990 SH Sole 79990 DELUXE CORP COM * COMMON STOCK 248019101 1559 41762 SH Sole 41762 DENTSPLY INTL INC NEW COM * 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JONES & CO INC COM * COMMON STOCK 260561105 2182 50662 SH Sole 50662 DU PONT E I DE NEMOURS & CO CO COMMON STOCK 263534109 170208 3470083 SH Sole 3470083 DUKE ENERGY CORP COM * COMMON STOCK 264399106 14986 591619 SH Sole 591619 DUQUESNE LT HLDGS INC COM * COMMON STOCK 266233105 1210 64200 SH Sole 64200 DYCOM INDS INC COM * COMMON STOCK 267475101 1238 40550 SH Sole 40550 DYNEGY INC NEW CL A * COMMON STOCK 26816Q101 1086 235078 SH Sole 235078 E M C CORP MASS COM * COMMON STOCK 268648102 72866 4900204 SH Sole 4900204 ENSCO INTL INC COM * COMMON STOCK 26874Q100 4003 126130 SH Sole 126130 EOG RES INC COM * COMMON STOCK 26875P101 5231 73298 SH Sole 73298 E TRADE FINANCIAL CORP COM * COMMON STOCK 269246104 3439 230060 SH Sole 230060 EASTMAN CHEM CO COM * COMMON STOCK 277432100 2783 48201 SH Sole 48201 EASTMAN KODAK CO COM * COMMON STOCK 277461109 5718 177297 SH Sole 177297 EATON CORP COM * COMMON STOCK 278058102 6796 93918 SH Sole 93918 EATON VANCE CORP COM NON VTG * COMMON STOCK 278265103 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6653 145680 SH Sole 145680 FIFTH THIRD BANCORP COM * COMMON STOCK 316773100 16414 347168 SH Sole 347168 FIRST AMERN CORP CALIF COM * COMMON STOCK 318522307 2628 74800 SH Sole 74800 FIRST DATA CORP COM * COMMON STOCK 319963104 87751 2062793 SH Sole 2062793 FIRST HORIZON NATL CORP COM * COMMON STOCK 320517105 3283 76160 SH Sole 76160 FIRST HEALTH GROUP CORP COM * COMMON STOCK 320960107 1435 76720 SH Sole 76720 FISERV INC COM * COMMON STOCK 337738108 4863 121005 SH Sole 121005 FIRSTMERIT CORP COM * COMMON STOCK 337915102 2006 70400 SH Sole 70400 FIRSTENERGY CORP COM * COMMON STOCK 337932107 8060 204010 SH Sole 204010 FISHER SCIENTIFIC INTL INC COM COMMON STOCK 338032204 4522 72488 SH Sole 72488 FLUOR CORP NEW COM * COMMON STOCK 343412102 2824 51812 SH Sole 51812 FLOWSERVE CORP COM * COMMON STOCK 34354P105 1271 46155 SH Sole 46155 FOOT LOCKER INC COM * COMMON STOCK 344849104 3498 129900 SH Sole 129900 FORD MTR CO DEL COM PAR $0.01 COMMON STOCK 345370860 34887 2383015 SH Sole 2383015 FOREST 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227 18436 SH Sole 18436 GATEWAY INC COM * COMMON STOCK 367626108 1383 230128 SH Sole 230128 GENERAL DYNAMICS CORP COM * COMMON STOCK 369550108 54756 523480 SH Sole 523480 GENERAL ELEC CO COM * COMMON STOCK 369604103 785237 21513335 SH Sole 21513335 GENERAL MLS INC COM * COMMON STOCK 370334104 44242 889992 SH Sole 889992 GENERAL MTRS CORP COM * COMMON STOCK 370442105 47254 1179586 SH Sole 1179586 GENTEX CORP COM * COMMON STOCK 371901109 133848 3615559 SH Sole 3615559 GENUINE PARTS CO COM * COMMON STOCK 372460105 4760 108032 SH Sole 108032 GENZYME CORP COM GENL DIV * COMMON STOCK 372917104 8902 153300 SH Sole 153300 GEORGIA PAC CORP COM * COMMON STOCK 373298108 5982 159614 SH Sole 159614 GILEAD SCIENCES INC COM * COMMON STOCK 375558103 9367 267700 SH Sole 267700 GILLETTE CO COM * COMMON STOCK 375766102 89638 2001742 SH Sole 2001742 GLATFELTER COM * COMMON STOCK 377316104 559 36600 SH Sole 36600 GLAXOSMITHKLINE PLC SPONSORED SPON ADR 37733W105 1156 24400 SH Sole 24400 GOLDEN WEST FINL CORP DEL COM COMMON STOCK 381317106 11632 189384 SH Sole 189384 GOLDMAN SACHS GROUP INC COM * COMMON STOCK 38141G104 122209 1174632 SH Sole 1174632 GOODRICH CORP COM * COMMON STOCK 382388106 2402 73583 SH Sole 73583 GOODYEAR TIRE & RUBR CO COM * COMMON STOCK 382550101 1589 108418 SH Sole 108418 GRACO INC COM * COMMON STOCK 384109104 2155 57700 SH Sole 57700 GRAINGER W W INC COM * COMMON STOCK 384802104 3715 55757 SH Sole 55757 GRANITE CONSTR INC COM * COMMON STOCK 387328107 924 34745 SH Sole 34745 GRANT PRIDECO INC COM * COMMON STOCK 38821G101 2067 103117 SH Sole 103117 GREAT LAKES CHEM CORP COM * COMMON STOCK 390568103 901 31619 SH Sole 31619 GREAT PLAINS ENERGY INC COM * COMMON STOCK 391164100 1880 62080 SH Sole 62080 GREATER BAY BANCORP COM * COMMON STOCK 391648102 1186 42550 SH Sole 42550 GTECH HLDGS CORP COM * COMMON STOCK 400518106 2509 96700 SH Sole 96700 GUIDANT CORP COM * COMMON STOCK 401698105 46175 640436 SH Sole 640436 HCA INC COM * COMMON STOCK 404119109 67415 1687063 SH Sole 1687063 HCC INS HLDGS INC COM * COMMON STOCK 404132102 1875 56600 SH Sole 56600 HNI CORP COM * COMMON STOCK 404251100 2018 46870 SH Sole 46870 HALLIBURTON CO COM * COMMON STOCK 406216101 33139 844528 SH Sole 844528 HANOVER COMPRESSOR CO COM * COMMON STOCK 410768105 921 65200 SH Sole 65200 HARLEY DAVIDSON INC COM * COMMON STOCK 412822108 11038 181688 SH Sole 181688 HARMAN INTL INDS INC COM * COMMON STOCK 413086109 7099 55900 SH Sole 55900 HARRAHS ENTMT INC COM * COMMON STOCK 413619107 4635 69289 SH Sole 69289 HARRIS CORP DEL COM * COMMON STOCK 413875105 3453 55880 SH Sole 55880 HARSCO CORP COM * COMMON STOCK 415864107 1921 34460 SH Sole 34460 HARTE-HANKS INC COM * COMMON STOCK 416196103 1850 71200 SH Sole 71200 HARTFORD FINL SVCS GROUP INC C COMMON STOCK 416515104 134029 1933759 SH Sole 1933759 HASBRO INC COM * COMMON STOCK 418056107 2121 109462 SH Sole 109462 HAWAIIAN ELEC INDUSTRIES COM * COMMON STOCK 419870100 1960 67240 SH Sole 67240 HEALTH MGMT ASSOC INC NEW CL A COMMON STOCK 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LABRANCHE & CO INC COM * COMMON STOCK 505447102 449 50150 SH Sole 50150 LAM RESEARCH CORP COM * COMMON STOCK 512807108 3290 113800 SH Sole 113800 LANCASTER COLONY CORP COM * COMMON STOCK 513847103 1257 29320 SH Sole 29320 LATTICE SEMICONDUCTOR CORP COM COMMON STOCK 518415104 540 94650 SH Sole 94650 LAUREATE EDUCATION INC COM * COMMON STOCK 518613104 1776 40283 SH Sole 40283 LEAR CORP COM * COMMON STOCK 521865105 48390 793150 SH Sole 793150 LEE ENTERPRISES INC COM * COMMON STOCK 523768109 1737 37690 SH Sole 37690 LEGGETT & PLATT INC COM * COMMON STOCK 524660107 3355 118020 SH Sole 118020 LEGG MASON INC COM * COMMON STOCK 524901105 6163 84125 SH Sole 84125 LEHMAN BROS HLDGS INC COM * COMMON STOCK 524908100 14578 166648 SH Sole 166648 LENNAR CORP CL A * COMMON STOCK 526057104 7025 123936 SH Sole 123936 LENNAR CORP CL B * COMMON STOCK 526057302 307 5872 SH Sole 5872 LEUCADIA NATL CORP COM * COMMON STOCK 527288104 4162 59900 SH Sole 59900 LEXMARK INTL NEW CL A * COMMON STOCK 529771107 32427 381490 SH Sole 381490 LIBERTY PPTY TR SH BEN INT * SH BEN INT 531172104 3089 71500 SH Sole 71500 LIFEPOINT HOSPITALS INC COM * COMMON STOCK 53219L109 1125 32300 SH Sole 32300 LILLY ELI & CO COM * COMMON STOCK 532457108 133566 2353587 SH Sole 2353587 LIMITED BRANDS INC COM * COMMON STOCK 532716107 5787 251379 SH Sole 251379 LINCARE HLDGS INC COM * COMMON STOCK 532791100 3574 83800 SH Sole 83800 LINCOLN NATL CORP IND COM * COMMON STOCK 534187109 5040 107964 SH Sole 107964 LINEAR TECHNOLOGY CORP COM * COMMON STOCK 535678106 24250 625647 SH Sole 625647 LIZ CLAIBORNE INC COM * COMMON STOCK 539320101 2832 67098 SH Sole 67098 LOCKHEED MARTIN CORP COM * COMMON STOCK 539830109 15206 273732 SH Sole 273732 LOEWS CORP COM * COMMON STOCK 540424108 8064 114706 SH Sole 114706 LONGVIEW FIBRE CO COM * COMMON STOCK 543213102 773 42590 SH Sole 42590 LOUISIANA PAC CORP COM * COMMON STOCK 546347105 1821 68099 SH Sole 68099 LOWES COS INC COM * COMMON STOCK 548661107 75521 1311356 SH Sole 1311356 LUBRIZOL CORP COM * COMMON STOCK 549271104 2054 55730 SH Sole 55730 LUCENT TECHNOLOGIES INC COM * COMMON STOCK 549463107 28586 7602622 SH Sole 7602622 LYONDELL CHEMICAL CO COM * COMMON STOCK 552078107 5832 201650 SH Sole 201650 M & T BK CORP COM * COMMON STOCK 55261F104 7743 71800 SH Sole 71800 MBIA INC COM * COMMON STOCK 55262C100 5506 87006 SH Sole 87006 MBNA CORP COM * COMMON STOCK 55262L100 22274 790150 SH Sole 790150 MDU RES GROUP INC COM * COMMON STOCK 552690109 2630 98575 SH Sole 98575 MGIC INVT CORP WIS COM * COMMON STOCK 552848103 4121 59809 SH Sole 59809 MMO2 PLC ADR ADR 55309W101 276 11699 SH Sole 11699 MPS GROUP INC COM * COMMON STOCK 553409103 1050 85640 SH Sole 85640 MACK CALI RLTY CORP COM * COM 554489104 2338 50800 SH Sole 50800 MACROVISION CORP COM * COMMON STOCK 555904101 1069 41550 SH Sole 41550 MACROMEDIA INC COM * COMMON STOCK 556100105 1844 59250 SH Sole 59250 MANDALAY RESORT GROUP COM * COMMON STOCK 562567107 3968 56345 SH Sole 56345 MANOR CARE INC NEW COM * COMMON STOCK 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66062 SH Sole 66062 MERCK & CO INC COM * COMMON STOCK 589331107 97817 3043455 SH Sole 3043455 MERCURY INTERACTIVE CORP COM * COMMON STOCK 589405109 1886 41406 SH Sole 41406 MEREDITH CORP COM * COMMON STOCK 589433101 1675 30906 SH Sole 30906 MERRILL LYNCH & CO INC COM * COMMON STOCK 590188108 176770 2957496 SH Sole 2957496 METLIFE INC COM * COMMON STOCK 59156R108 57979 1431239 SH Sole 1431239 MICHAELS STORES INC COM * COMMON STOCK 594087108 3393 113200 SH Sole 113200 MICREL INC COM * COMMON STOCK 594793101 829 75200 SH Sole 75200 MICROSOFT CORP COM * COMMON STOCK 594918104 695522 26039742 SH Sole 26039742 MICROCHIP TECHNOLOGY INC COM * COMMON STOCK 595017104 4592 172230 SH Sole 172230 MICRON TECHNOLOGY INC COM * COMMON STOCK 595112103 4677 378738 SH Sole 378738 MILLENNIUM PHARMACEUTICALS I C COMMON STOCK 599902103 3096 255426 SH Sole 255426 MILLER HERMAN INC COM * COMMON STOCK 600544100 1631 59030 SH Sole 59030 MILLIPORE CORP COM * COMMON STOCK 601073109 25429 510511 SH Sole 510511 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CO COM * COMMON STOCK 730448107 2609 53800 SH Sole 53800 POLYCOM INC COM * COMMON STOCK 73172K104 1909 81850 SH Sole 81850 PORTUGAL TELECOM SGPS S A SPON SPON ADR 737273102 301 24479 SH Sole 24479 POTLATCH CORP COM * COMMON STOCK 737628107 1257 24855 SH Sole 24855 POWER-ONE INC COM * COMMON STOCK 739308104 463 51864 SH Sole 51864 POWERWAVE TECHNOLOGIES INC COM COMMON STOCK 739363109 739 87150 SH Sole 87150 PRAXAIR INC COM * COMMON STOCK 74005P104 28906 654726 SH Sole 654726 PRECISION CASTPARTS CORP COM * COMMON STOCK 740189105 3606 54910 SH Sole 54910 PRICE T ROWE GROUP INC COM * COMMON STOCK 74144T108 4928 79225 SH Sole 79225 PRIDE INTL INC DEL COM * COMMON STOCK 74153Q102 2336 113750 SH Sole 113750 PRINCIPAL FINANCIAL GROUP IN C COMMON STOCK 74251V102 7770 189800 SH Sole 189800 PROCTER & GAMBLE CO COM * COMMON STOCK 742718109 317307 5760830 SH Sole 5760830 PROGRESS ENERGY INC COM * COMMON STOCK 743263105 6913 152802 SH Sole 152802 PROGRESSIVE CORP OHIO COM * COMMON STOCK 743315103 10502 123787 SH Sole 123787 PROLOGIS SH BEN INT * SH BEN INT 743410102 4927 113700 SH Sole 113700 PROTECTIVE LIFE CORP COM * COMMON STOCK 743674103 2476 58000 SH Sole 58000 PROTEIN DESIGN LABS INC COM * COMMON STOCK 74369L103 1647 79700 SH Sole 79700 PROVIDIAN FINL CORP COM * COMMON STOCK 74406A102 2986 181314 SH Sole 181314 PRUDENTIAL FINL INC COM * COMMON STOCK 744320102 68898 1253600 SH Sole 1253600 PSYCHIATRIC SOLUTIONS INC COM COMMON STOCK 74439H108 2966 81114 SH Sole 81114 PUBLIC SVC ENTERPRISE GROUP CO COMMON STOCK 744573106 7610 147000 SH Sole 147000 PUGET ENERGY INC NEW COM * COMMON STOCK 745310102 2055 83210 SH Sole 83210 PULTE HOMES INC COM * COMMON STOCK 745867101 5032 78876 SH Sole 78876 QLOGIC CORP COM * COMMON STOCK 747277101 2102 57223 SH Sole 57223 QUALCOMM INC COM * COMMON STOCK 747525103 164850 3887978 SH Sole 3887978 QUEST DIAGNOSTICS INC COM * COMMON STOCK 74834L100 5981 62600 SH Sole 62600 QUESTAR CORP COM * COMMON STOCK 748356102 3588 70400 SH Sole 70400 QWEST COMMUNICATIONS INTL IN C COMMON STOCK 749121109 4987 1123094 SH Sole 1123094 RPM INTL INC COM * COMMON STOCK 749685103 1909 97118 SH Sole 97118 RSA SEC INC COM * COMMON STOCK 749719100 1165 58100 SH Sole 58100 RF MICRODEVICES INC COM * COMMON STOCK 749941100 1070 156400 SH Sole 156400 RADIAN GROUP INC COM * COMMON STOCK 750236101 4084 76700 SH Sole 76700 RADIOSHACK CORP COM * COMMON STOCK 750438103 3224 98041 SH Sole 98041 RAYMOND JAMES FINANCIAL INC CO COMMON STOCK 754730109 1907 61550 SH Sole 61550 RAYONIER INC COM * COM 754907103 2035 41604 SH Sole 41604 RAYTHEON CO COM NEW * COMMON STOCK 755111507 10857 279615 SH Sole 279615 READERS DIGEST ASSN INC COM * COMMON STOCK 755267101 1155 83050 SH Sole 83050 REEBOK INTL LTD COM * COMMON STOCK 758110100 1583 35974 SH Sole 35974 REGIS CORP MINN COM * COMMON STOCK 758932107 1708 37000 SH Sole 37000 REGIONS FINANCIAL CORP NEW COM COMMON STOCK 7591EP100 10230 287434 SH Sole 287434 RENAL CARE GROUP INC COM * COMMON STOCK 759930100 2024 56250 SH Sole 56250 RENT A CTR INC NEW COM * COMMON STOCK 76009N100 1677 63300 SH Sole 63300 REPUBLIC SVCS INC COM * COMMON STOCK 760759100 4223 125900 SH Sole 125900 RETEK INC COM * COMMON STOCK 76128Q109 288 46750 SH Sole 46750 REYNOLDS & REYNOLDS CO CL A * COMMON STOCK 761695105 1430 53960 SH Sole 53960 REYNOLDS AMERICAN INC COM * COMMON STOCK 761713106 7172 91250 SH Sole 91250 ROBERT HALF INTL INC COM * COMMON STOCK 770323103 3157 107266 SH Sole 107266 ROCKWELL AUTOMATION INC COM * COMMON STOCK 773903109 5646 113953 SH Sole 113953 ROCKWELL COLLINS INC COM * COMMON STOCK 774341101 4305 109153 SH Sole 109153 ROHM & HAAS CO COM * COMMON STOCK 775371107 6150 139038 SH Sole 139038 ROLLINS INC COM * COMMON STOCK 775711104 1002 38082 SH Sole 38082 ROSS STORES INC COM * COMMON STOCK 778296103 3554 123100 SH Sole 123100 ROWAN COS INC COM * COMMON STOCK 779382100 1717 66306 SH Sole 66306 ROYAL DUTCH PETE CO NY REG EUR NY REG 780257804 35117 612000 SH Sole 612000 RUBY TUESDAY INC COM * COMMON STOCK 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COMMON STOCK 923436109 7454 261085 SH Sole 261085 VERIZON COMMUNICATIONS COM * COMMON STOCK 92343V104 69375 1712535 SH Sole 1712535 VERTEX PHARMACEUTICALS INC COM COMMON STOCK 92532F100 708 67000 SH Sole 67000 VIACOM INC CL B * COMMON STOCK 925524308 98700 2712279 SH Sole 2712279 VISHAY INTERTECHNOLOGY INC COM COMMON STOCK 928298108 2083 138652 SH Sole 138652 VISTEON CORP COM * COMMON STOCK 92839U107 783 80096 SH Sole 80096 VISX INC DEL COM * COMMON STOCK 92844S105 1071 41410 SH Sole 41410 VIVENDI UNIVERSAL SPON ADR NEW SPON ADR 92851S204 385 12000 SH Sole 12000 VODAFONE GROUP PLC NEW SPONSOR SPON ADR 92857W100 6393 233506 SH Sole 233506 VULCAN MATLS CO COM * COMMON STOCK 929160109 3460 63356 SH Sole 63356 WGL HLDGS INC COM COMMON STOCK 92924F106 1253 40640 SH Sole 40640 YAHOO INC COM * COMMON STOCK 984332106 108810 2887742 SH Sole 2887742 YORK INTL CORP NEW COM * COMMON STOCK 986670107 1196 34640 SH Sole 34640 YUM BRANDS INC COM * COMMON STOCK 988498101 32822 695670 SH Sole 695670 ZEBRA TECHNOLOGIES CORP CL A * COMMON STOCK 989207105 3371 59900 SH Sole 59900 ZIMMER HLDGS INC COM * COMMON STOCK 98956P102 40859 509967 SH Sole 509967 ZIONS BANCORPORATION COM * COMMON STOCK 989701107 3774 55470 SH Sole 55470 DAIMLERCHRYSLER AG ORD * COMMON STOCK D1668R123 480 10000 SH Sole 10000 ACE LTD ORD * COMMON STOCK G0070K103 7515 175800 SH Sole 175800 COOPER INDS LTD CL A * COMMON STOCK G24182100 3855 56789 SH Sole 56789 EVEREST RE GROUP LTD COM * COMMON STOCK G3223R108 4193 46820 SH Sole 46820 INGERSOLL-RAND COMPANY LTD CL COMMON STOCK G4776G101 38331 477352 SH Sole 477352 NABORS INDUSTRIES LTD SHS * COMMON STOCK G6359F103 4742 92458 SH Sole 92458 NOBLE CORPORATION SHS * COMMON STOCK G65422100 4166 83746 SH Sole 83746 TRANSOCEAN INC ORD * COMMON STOCK G90078109 8430 198862 SH Sole 198862 WEATHERFORD INTERNATIONAL LT C COMMON STOCK G95089101 5818 113417 SH Sole 113417 XL CAP LTD CL A * COMMON STOCK G98255105 6662 85800 SH Sole 85800 HELLENIC TELECOM ORGANIZATN SP SPON ADR 423325307 196 22250 SH Sole 22250 HELMERICH & PAYNE INC COM * COMMON STOCK 423452101 1431 42040 SH Sole 42040 HENRY JACK & ASSOC INC COM * COMMON STOCK 426281101 1504 75550 SH Sole 75550 HERCULES INC COM * COMMON STOCK 427056106 1029 69270 SH Sole 69270 HERSHEY FOODS CORP COM * COMMON STOCK 427866108 48753 877802 SH Sole 877802 HEWLETT PACKARD CO COM * COMMON STOCK 428236103 146208 6972264 SH Sole 6972264 HIBERNIA CORP CL A * COMMON STOCK 428656102 3819 129420 SH Sole 129420 HIGHWOODS PPTYS INC COM * COM 431284108 1241 44800 SH Sole 44800 HILLENBRAND INDS INC COM * COMMON STOCK 431573104 2869 51650 SH Sole 51650 HILTON HOTELS CORP COM * COMMON STOCK 432848109 5430 238793 SH Sole 238793 HOME DEPOT INC COM * COMMON STOCK 437076102 180564 4224711 SH Sole 4224711 HONEYWELL INTL INC COM * COMMON STOCK 438516106 18837 531973 SH Sole 531973 HORACE MANN EDUCATORS CORP N C COMMON STOCK 440327104 682 35750 SH Sole 35750 HORMEL FOODS CORP COM * COMMON STOCK 440452100 3630 115790 SH Sole 115790 HOSPIRA INC COM * COMMON STOCK 441060100 12166 363158 SH Sole 363158 HOSPITALITY PPTYS TR COM SH BE COM SH BEN INT 44106M102 2581 56100 SH Sole 56100 HOVNANIAN ENTERPRISES INC CL A COMMON STOCK 442487203 2526 51000 SH Sole 51000 HUBBELL INC CL B * COMMON STOCK 443510201 2658 50814 SH Sole 50814 HUMANA INC COM * COMMON STOCK 444859102 2927 98582 SH Sole 98582 HUNT J B TRANS SVCS INC COM * COMMON STOCK 445658107 3040 67780 SH Sole 67780 HUNTINGTON BANCSHARES INC COM COMMON STOCK 446150104 3541 142916 SH Sole 142916 IMS HEALTH INC COM * COMMON STOCK 449934108 3328 143407 SH Sole 143407 ITT EDUCATIONAL SERVICES INC C COMMON STOCK 45068B109 1821 38300 SH Sole 38300 ITT INDS INC IND COM * COMMON STOCK 450911102 4821 57086 SH Sole 57086 IDACORP INC COM * COMMON STOCK 451107106 1063 34780 SH Sole 34780 ILLINOIS TOOL WKS INC COM * COMMON STOCK 452308109 57412 619464 SH Sole 619464 IMATION CORP COM * COMMON STOCK 45245A107 905 28420 SH Sole 28420 INAMED CORP COM * COMMON STOCK 453235103 1891 29900 SH Sole 29900 INDEPENDENCE CMNTY BK CORP COM COMMON STOCK 453414104 3010 70700 SH Sole 70700 INDYMAC BANCORP INC COM * COMMON STOCK 456607100 1783 51750 SH Sole 51750 INTEGRATED DEVICE TECHNOLOGY C COMMON STOCK 458118106 1031 89150 SH Sole 89150 INTEGRATED CIRCUIT SYS INC COM COMMON STOCK 45811K208 1228 58700 SH Sole 58700 INTEL CORP COM * COMMON STOCK 458140100 320046 13683012 SH Sole 13683012 INTERNATIONAL BUSINESS MACHS C COMMON STOCK 459200101 332955 3377515 SH Sole 3377515 INTERNATIONAL FLAVORS&FRAGRA C COMMON STOCK 459506101 2497 58277 SH Sole 58277 INTERNATIONAL GAME TECHNOLOG C COMMON STOCK 459902102 7326 213100 SH Sole 213100 INTL PAPER CO COM * COMMON STOCK 460146103 12638 300899 SH Sole 300899 INTERNATIONAL RECTIFIER CORP C COMMON STOCK 460254105 2485 55750 SH Sole 55750 INTERNATIONAL SPEEDWAY CORP CL COMMON STOCK 460335201 2347 44450 SH Sole 44450 INTERPUBLIC GROUP COS INC COM COMMON STOCK 460690100 3505 261559 SH Sole 261559 MITSUBISHI TOKYO FINL GROUP SP SPON ADR 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COMMON STOCK 636180101 1955 68980 SH Sole 68980 NATIONAL INSTRS CORP COM * COMMON STOCK 636518102 1800 66050 SH Sole 66050 NATIONAL-OILWELL INC COM * COMMON STOCK 637071101 2532 71750 SH Sole 71750 NATIONAL SEMICONDUCTOR CORP CO COMMON STOCK 637640103 3976 221526 SH Sole 221526 NEENAH PAPER INC COM * ADDED COMMON STOCK 640079109 272 8348 SH Sole 8348 NEIMAN MARCUS GROUP INC CL A * COMMON STOCK 640204202 2203 30800 SH Sole 30800 NEIMAN MARCUS GROUP INC CL B * COMMON STOCK 640204301 722 10812 SH Sole 10812 NETWORK APPLIANCE INC COM * COMMON STOCK 64120L104 7371 221885 SH Sole 221885 NEW PLAN EXCEL RLTY TR INC COM COM 648053106 2319 85650 SH Sole 85650 NEW YORK CMNTY BANCORP INC COM COMMON STOCK 649445103 4554 221370 SH Sole 221370 NEW YORK TIMES CO CL A * COMMON STOCK 650111107 3662 89757 SH Sole 89757 NEWELL RUBBERMAID INC COM * COMMON STOCK 651229106 4112 169973 SH Sole 169973 NEWFIELD EXPL CO COM * COMMON STOCK 651290108 3071 52000 SH Sole 52000 NEWMONT MINING CORP COM * COMMON STOCK 651639106 12194 274580 SH Sole 274580 NEWPORT CORP COM * COMMON STOCK 651824104 505 35850 SH Sole 35850 NEXTEL COMMUNICATIONS INC CL A COMMON STOCK 65332V103 20618 687279 SH Sole 687279 NICOR INC COM * COMMON STOCK 654086107 1008 27298 SH Sole 27298 NIKE INC CL B * COMMON STOCK 654106103 39906 440027 SH Sole 440027 99 CENTS ONLY STORES COM * COMMON STOCK 65440K106 938 58066 SH Sole 58066 NISOURCE INC COM * COMMON STOCK 65473P105 3810 167264 SH Sole 167264 NOKIA CORP SPONSORED ADR * SPON ADR 654902204 18931 1198600 SH Sole 1198600 NOBLE ENERGY INC COM * COMMON STOCK 655044105 3025 49060 SH Sole 49060 NORDSON CORP COM * COMMON STOCK 655663102 1213 30280 SH Sole 30280 NORDSTROM INC COM * COMMON STOCK 655664100 4049 86638 SH Sole 86638 NORFOLK SOUTHERN CORP COM * COMMON STOCK 655844108 8865 244951 SH Sole 244951 NORSK HYDRO A S SPONSORED ADR SPON ADR 656531605 1082 13750 SH Sole 13750 NORTH FORK BANCORPORATION NY C COMMON STOCK 659424105 29073 1007716 SH Sole 1007716 NORTHEAST UTILS COM * COMMON STOCK 664397106 2019 107130 SH Sole 107130 NORTHERN TR CORP COM * COMMON STOCK 665859104 6587 135593 SH Sole 135593 NORTHROP GRUMMAN CORP COM * COMMON STOCK 666807102 44588 820243 SH Sole 820243 NOVARTIS A G SPONSORED ADR * SPON ADR 66987V109 11462 226800 SH Sole 226800 NOVELL INC COM * COMMON STOCK 670006105 1569 232433 SH Sole 232433 NOVELLUS SYS INC COM * COMMON STOCK 670008101 2410 86427 SH Sole 86427 NOVO-NORDISK A S ADR * ADR 670100205 1451 26750 SH Sole 26750 NUCOR CORP COM * COMMON STOCK 670346105 5149 98376 SH Sole 98376 NVIDIA CORP COM * COMMON STOCK 67066G104 2422 102800 SH Sole 102800 OGE ENERGY CORP COM * COMMON STOCK 670837103 1969 74260 SH Sole 74260 OCCIDENTAL PETE CORP DEL COM * COMMON STOCK 674599105 14246 244099 SH Sole 244099 OFFICE DEPOT INC COM * COMMON STOCK 676220106 3355 193239 SH Sole 193239 OFFICEMAX INC DEL COM * ADDED COMMON STOCK 67622P101 1815 57842 SH Sole 57842 OHIO CAS CORP COM * COMMON STOCK 677240103 1199 51650 SH Sole 51650 OLD REP INTL CORP COM * COMMON STOCK 680223104 3850 152162 SH Sole 152162 OLIN CORP COM PAR $1 * COMMON STOCK 680665205 1290 58590 SH Sole 58590 OMNICARE INC COM * COMMON STOCK 681904108 3010 86930 SH Sole 86930 OMNICOM GROUP INC COM * COMMON STOCK 681919106 9715 115217 SH Sole 115217 ONEOK INC NEW COM * COMMON STOCK 682680103 2452 86284 SH Sole 86284 ORACLE CORP COM * COMMON STOCK 68389X105 150125 10942053 SH Sole 10942053 O REILLY AUTOMOTIVE INC COM * COMMON STOCK 686091109 2077 46100 SH Sole 46100 OUTBACK STEAKHOUSE INC COM * COMMON STOCK 689899102 2819 61580 SH Sole 61580 OVERSEAS SHIPHOLDING GROUP I C COMMON STOCK 690368105 1812 32830 SH Sole 32830 PG&E CORP COM * COMMON STOCK 69331C108 8297 249304 SH Sole 249304 PMC-SIERRA INC COM * COMMON STOCK 69344F106 1240 110200 SH Sole 110200 PMI GROUP INC COM * COMMON STOCK 69344M101 3318 79480 SH Sole 79480 PNC FINL SVCS GROUP INC COM * COMMON STOCK 693475105 10041 174809 SH Sole 174809 PNM RES INC COM * COMMON STOCK 69349H107 1275 50434 SH Sole 50434 PPG INDS INC COM * COMMON STOCK 693506107 7245 106292 SH Sole 106292 PPL CORP COM * COMMON STOCK 69351T106 6230 116932 SH Sole 116932 PACCAR INC COM * COMMON STOCK 693718108 19459 241790 SH Sole 241790 PACIFIC SUNWEAR CALIF INC COM COMMON STOCK 694873100 1378 61900 SH Sole 61900 PACIFICARE HEALTH SYS DEL COM COMMON STOCK 695112102 3973 70298 SH Sole 70298 PACKAGING CORP AMER COM * COMMON STOCK 695156109 2103 89300 SH Sole 89300 PACTIV CORP COM * COMMON STOCK 695257105 2321 91780 SH Sole 91780 PALL CORP COM * COMMON STOCK 696429307 2219 76666 SH Sole 76666 PAR PHARMACEUTICAL COS INC COM COMMON STOCK 69888P106 1171 28300 SH Sole 28300 PARAMETRIC TECHNOLOGY CORP COM COMMON STOCK 699173100 980 166401 SH Sole 166401 PARKER HANNIFIN CORP COM * COMMON STOCK 701094104 5600 73932 SH Sole 73932 PATTERSON COMPANIES INC COM * COMMON STOCK 703395103 4968 114500 SH Sole 114500 WPS RESOURCES CORP COM * COMMON STOCK 92931B106 1559 31200 SH Sole 31200 A D C TELECOMMUNICATIONS COM * COMMON STOCK 000886101 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