13F-HR 1 q4-2005.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, 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: 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 9, 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: 912 Form 13F Information Table Value Total: 22,889,908.00 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 ------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ --- ADC TELECOMMUNICATIONS INC COMMON 000886309 3367 150708 SH Sole 150708 AFLAC INC COMMON 001055102 46421 1000016 SH Sole 1000016 AGCO CORP COMMON 001084102 1213 73200 SH Sole 73200 AGL RES INC COMMON 001204106 2187 62820 SH Sole 62820 AES CORP COMMON 00130H105 13808 872238 SH Sole 872238 AMB PPTY CORP COM 00163T109 3398 69100 SH Sole 69100 AT+T INC COMMON 00206R102 158873 6487252 SH Sole 6487252 ABBOTT LABS COMMON 002824100 117887 2989787 SH Sole 2989787 ABERCROMBIE AND FITCH CO CL A 002896207 4618 70850 SH Sole 70850 ACTIVISION INC NEW COMMON 004930202 3043 221465 SH Sole 221465 ACXIOM CORP COMMON 005125109 1410 61300 SH Sole 61300 ADESA INC COMMON 00686U104 1770 72490 SH Sole 72490 ADOBE SYS INC COMMON 00724F101 31121 842021 SH Sole 842021 ADTRAN INC COMMON 00738A106 1630 54800 SH Sole 54800 ADVANCE AUTO PARTS COMMON 00751Y106 3805 87550 SH Sole 87550 ADVANCED MED OPTICS INC COMMON 00763M108 2258 54010 SH Sole 54010 AEROPOSTALE COMMON 007865108 1157 44000 SH Sole 44000 ADVANCED MICRO DEVICES INC COMMON 007903107 15868 518548 SH Sole 518548 ADVENT SOFTWARE INC COMMON 007974108 376 13000 SH Sole 13000 AETNA INC COMMON 00817Y108 35385 375204 SH Sole 375204 AFFILIATED COMPUTER SVCS INC CL A 008190100 9571 161720 SH Sole 161720 AFFYMETRIX INC COMMON 00826T108 2569 53800 SH Sole 53800 AGILENT TECHNOLOGIES INC COMMON 00846U101 31048 932653 SH Sole 932653 AIR PRODS + CHEMS INC COMMON 009158106 87360 1475929 SH Sole 1475929 AIRGAS INC COMMON 009363102 1784 54210 SH Sole 54210 AIRTRAN HOLDINGS INC COMMON 00949P108 1138 71000 SH Sole 71000 ALASKA AIR GROUP INC COMMON 011659109 963 26960 SH Sole 26960 ALBEMARLE CORP COMMON 012653101 1187 30960 SH Sole 30960 ALBERTO CULVER CO COMMON 013068101 4465 97591 SH Sole 97591 ALBERTSONS INC COMMON 013104104 10175 476603 SH Sole 476603 ALCOA INC COMMON 013817101 48368 1635702 SH Sole 1635702 ALEXANDER + BALDWIN INC COMMON 014482103 1927 35520 SH Sole 35520 ALLEGHENY ENERGY INC COMMON 017361106 6664 210558 SH Sole 210558 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 4070 112801 SH Sole 112801 ALLERGAN INC COMMON 018490102 8280 76694 SH Sole 76694 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1976 55500 SH Sole 55500 ALLIANT ENERGY CORP COMMON 018802108 2651 94560 SH Sole 94560 ALLIANT TECHSYSTEMS INC COMMON 018804104 2255 29600 SH Sole 29600 ALLIED WASTE INDUSTRIES INC COM PAR $.01 019589308 1111 127108 SH Sole 127108 ALLSTATE CORP COMMON 020002101 69981 1294270 SH Sole 1294270 ALLTEL CORP COMMON 020039103 14079 223123 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111500 AMERUS GROUP CO COMMON 03072M108 1774 31300 SH Sole 31300 AMERIPRISE FINL INC COMMON 03076C106 30430 742203 SH Sole 742203 AMETEK INC NEW COMMON 031100100 2414 56740 SH Sole 56740 AMGEN INC COMMON 031162100 218319 2768437 SH Sole 2768437 AMPHENOL CORP NEW CL A 032095101 3182 71900 SH Sole 71900 AMSOUTH BANCORPORATION COMMON 032165102 11847 452021 SH Sole 452021 ANADARKO PETE CORP COMMON 032511107 33438 352905 SH Sole 352905 ANALOG DEVICES INC COMMON 032654105 25534 711835 SH Sole 711835 ANDREW CORP COMMON 034425108 2254 210037 SH Sole 210037 ANHEUSER BUSCH COS INC COMMON 035229103 73142 1702551 SH Sole 1702551 ANNTAYLOR STORES CORP COMMON 036115103 2030 58800 SH Sole 58800 AON CORP COMMON 037389103 14842 412840 SH Sole 412840 APACHE CORP COMMON 037411105 31877 465222 SH Sole 465222 APARTMENT INVT + MGMT CO CL A 03748R101 4685 123700 SH Sole 123700 APOLLO GROUP INC CL A 037604105 11780 194837 SH Sole 194837 APPLE COMPUTER COMMON 037833100 142503 1982242 SH Sole 1982242 APPLEBEES INTL INC COMMON 037899101 1394 61700 SH Sole 61700 APRIA HEALTHCARE GROUP INC COMMON 037933108 966 40050 SH Sole 40050 APPLERA CORP APPLIED BIOSYS COM AP BIO GRP 038020103 6595 248296 SH Sole 248296 APPLIED MATERIALS INC COMMON 038222105 50052 2789940 SH Sole 2789940 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 447 174003 SH Sole 174003 AQUA AMER INC COMMON 03836W103 2843 104133 SH Sole 104133 AQUILA INC DEL NEW COMMON 03840P102 1088 302090 SH Sole 302090 ARCH COAL INC COMMON 039380100 4158 52300 SH Sole 52300 ARCHER DANIELS MIDLAND CO COMMON 039483102 9384 380553 SH Sole 380553 ARCHSTONE SMITH TR COM 039583109 11478 274000 SH Sole 274000 ARROW ELECTRS INC COMMON 042735100 3099 96762 SH Sole 96762 ARVINMERITOR INC COMMON 043353101 818 56867 SH Sole 56867 ASHLAND INC NEW COMMON 044209104 5471 94496 SH Sole 94496 ASSOCIATED BANC CORP COMMON 045487105 3593 110389 SH Sole 110389 ASTORIA FINL CORP COMMON 046265104 2101 71450 SH Sole 71450 ATMEL CORP COMMON 049513104 1063 344030 SH Sole 344030 AUTODESK INCORPORATED COMMON 052769106 13157 306328 SH Sole 306328 AUTOMATIC DATA PROCESSING INC COMMON 053015103 72491 1579678 SH Sole 1579678 AUTONATION INC DEL COMMON 05329W102 5076 233600 SH Sole 233600 AUTOZONE INC COMMON 053332102 6795 74058 SH Sole 74058 AVAYA INC COMMON 053499109 6009 563162 SH Sole 563162 AVERY DENNISON CORP COMMON 053611109 12747 230628 SH Sole 230628 AVNET INC COMMON 053807103 2826 118040 SH Sole 118040 AVOCENT CORP COMMON 053893103 1075 39550 SH Sole 39550 AVON PRODS INC COMMON 054303102 18835 659708 SH Sole 659708 BB+T CORP COMMON 054937107 13241 315935 SH Sole 315935 BISYS GROUP INC COMMON 055472104 1369 97700 SH Sole 97700 BJ SVCS CO COMMON 055482103 15783 430400 SH Sole 430400 BJS WHSL CLUB INC COMMON 05548J106 1617 54700 SH Sole 54700 BP PLC SPONSORED ADR 055622104 64543 1005037 SH Sole 1005037 BMC SOFTWARE INC COMMON 055921100 5755 280872 SH Sole 280872 BAKER HUGHES INC COMMON 057224107 12102 199116 SH Sole 199116 BALL CORP COMMON 058498106 5672 142800 SH Sole 142800 BANDAG INC COMMON 059815100 405 9500 SH Sole 9500 BANK AMER CORP COMMON 060505104 428175 9277894 SH Sole 9277894 BANK HAWAII CORP COMMON 062540109 2138 41490 SH Sole 41490 BANK NEW YORK INC COMMON 064057102 79869 2507673 SH Sole 2507673 BANTA CORP COMMON 066821109 968 19445 SH Sole 19445 BARD C R INC COMMON 067383109 14476 219594 SH Sole 219594 BARNES + NOBLE INC COMMON 067774109 1818 42600 SH Sole 42600 BARR PHARMACEUTICALS INC COMMON 068306109 5422 87050 SH Sole 87050 BAUSCH + LOMB INC COMMON 071707103 4724 69574 SH Sole 69574 BAXTER INTL INC COMMON 071813109 49581 1316904 SH Sole 1316904 BEAR STEARNS COS INC COMMON 073902108 7623 65983 SH Sole 65983 BEAZER HOMES USA INC COMMON 07556Q105 2426 33300 SH Sole 33300 BECKMAN COULTER INC COMMON 075811109 2863 50310 SH Sole 50310 BECTON DICKINSON + CO COMMON 075887109 30612 509519 SH Sole 509519 BED BATH + BEYOND INC COMMON 075896100 22344 618102 SH Sole 618102 BELLSOUTH CORP COMMON 079860102 85361 3149862 SH Sole 3149862 BELO CORP COM SER A 080555105 1639 76570 SH Sole 76570 BEMIS CO INC COMMON 081437105 3827 137334 SH Sole 137334 BERKLEY W R CORP COMMON 084423102 4321 90737 SH Sole 90737 BEST BUY CO INC COMMON 086516101 44292 1018672 SH Sole 1018672 BIG LOTS INC COMMON 089302103 1768 147233 SH Sole 147233 BIOMET INC COMMON 090613100 18259 499287 SH Sole 499287 BIOGEN IDEC INC COMMON 09062X103 8962 197697 SH Sole 197697 BLACK + DECKER CORPORATION COMMON 091797100 9241 106266 SH Sole 106266 BLACK HILLS CORP COMMON 092113109 929 26845 SH Sole 26845 BLOCK H + R INC COMMON 093671105 10685 435240 SH Sole 435240 BLYTH INC COMMON 09643P108 453 21600 SH Sole 21600 BOB EVANS FARMS INC COMMON 096761101 668 28976 SH Sole 28976 BOEING CO COMMON 097023105 145655 2073681 SH Sole 2073681 BORDERS GROUP INC COMMON 099709107 11717 540690 SH Sole 540690 BORG WARNER INC COMMON 099724106 2795 46100 SH Sole 46100 BOSTON SCIENTIFIC CORP COMMON 101137107 23977 979034 SH Sole 979034 BOWATER INC COMMON 102183100 1391 45280 SH Sole 45280 BOYD GAMING CORP COMMON 103304101 1687 35400 SH Sole 35400 BRINKER INTL INC COMMON 109641100 2690 69585 SH Sole 69585 BRINKS CO COMMON 109696104 2279 47560 SH Sole 47560 BRISTOL MYERS SQUIBB CO COMMON 110122108 66496 2893636 SH Sole 2893636 BROADCOM CORP CL A 111320107 7945 168515 SH Sole 168515 BROWN + BROWN INC COMMON 115236101 2749 90000 SH Sole 90000 BROWN FORMAN CORP CL B 115637209 7690 110930 SH Sole 110930 BRUNSWICK CORP COMMON 117043109 5096 125328 SH Sole 125328 BURLINGTON NORTHN SANTA FE COMMON 12189T104 15409 217577 SH Sole 217577 BURLINGTON RES INC COMMON 122014103 18982 220210 SH Sole 220210 CBRL GROUP INC COMMON 12489V106 1330 37847 SH Sole 37847 CDW CORP COMMON 12512N105 2925 50800 SH Sole 50800 C H ROBINSON WORLDWIDE INC COMMON 12541W209 5121 138300 SH Sole 138300 CIGNA CORP COMMON 125509109 8183 73263 SH Sole 73263 CIT GROUP INC NEW COMMON 125581108 20873 403100 SH Sole 403100 CMS ENERGY CORP COMMON 125896100 6383 439877 SH Sole 439877 CNF INC 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Sole 959502 CATALINA MARKETING CORP COMMON 148867104 807 31850 SH Sole 31850 CATERPILLAR INC COMMON 149123101 77740 1345676 SH Sole 1345676 CATHAY GENERAL BANCORP COMMON 149150104 1459 40600 SH Sole 40600 CENDANT CORP COMMON 151313103 10294 596752 SH Sole 596752 CENTERPOINT ENERGY INC COMMON 15189T107 5149 400697 SH Sole 400697 CENTEX CORP COMMON 152312104 11839 165602 SH Sole 165602 CENTURYTEL INC COMMON 156700106 5594 168704 SH Sole 168704 CEPHALON INC COMMON 156708109 3043 47000 SH Sole 47000 CERIDIAN CORP NEW COMMON 156779100 2920 117510 SH Sole 117510 CERTEGY INC COMMON 156880106 2039 50282 SH Sole 50282 CHARLES RIV LABORATORIES INTL COMMON 159864107 2479 58500 SH Sole 58500 CHECKFREE CORP NEW COMMON 162813109 3367 73350 SH Sole 73350 CHEESECAKE FACTORY COMMON 163072101 2374 63499 SH Sole 63499 CHEMTURA CORP COMMON 163893100 2465 194127 SH Sole 194127 CHEVRON CORP COMMON 166764100 239349 4216126 SH Sole 4216126 CHICOS FAS INC COMMON 168615102 6431 146400 SH Sole 146400 CHIRON CORP 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86060 SH Sole 86060 DOMINION RES INC VA NEW COMMON 25746U109 15621 202350 SH Sole 202350 DONALDSON CO INC COMMON 257651109 1754 55160 SH Sole 55160 DONNELLEY R R + SONS CO COMMON 257867101 9553 279243 SH Sole 279243 DOVER CORP COMMON 260003108 10607 261969 SH Sole 261969 DOW CHEM CO COMMON 260543103 81660 1863538 SH Sole 1863538 DOW JONES + CO INC COMMON 260561105 2792 78662 SH Sole 78662 DU PONT E I DE NEMOURS + CO COMMON 263534109 93784 2206683 SH Sole 2206683 DUKE ENERGY CO COMMON 264399106 14835 540419 SH Sole 540419 DUQUESNE LT HLDGS INC COMMON 266233105 1030 63100 SH Sole 63100 DYCOM INDS INC COMMON 267475101 714 32450 SH Sole 32450 DYNEGY INC NEW CL A 26816Q101 830 171478 SH Sole 171478 EMC CORP COMMON 268648102 72723 5339404 SH Sole 5339404 ENSCO INTL INC COMMON 26874Q100 5501 124030 SH Sole 124030 EOG RESOURCES INC COMMON 26875P101 10323 140696 SH Sole 140696 E TRADE FINL CORP COMMON 269246104 10467 501760 SH Sole 501760 EASTMAN CHEM CO COMMON 277432100 5438 105401 SH Sole 105401 EASTMAN KODAK CO COMMON 277461109 8691 371397 SH Sole 371397 EATON CORP COMMON 278058102 19504 290718 SH Sole 290718 EATON VANCE CORP COM NON VTG 278265103 2889 105600 SH Sole 105600 EBAY INC COMMON 278642103 112878 2609900 SH Sole 2609900 ECOLAB INC COMMON 278865100 8923 246008 SH Sole 246008 EDISON INTL COMMON 281020107 8277 189790 SH Sole 189790 EDUCATION MGMT CORP COMMON 28139T101 1813 54100 SH Sole 54100 EDWARDS A G INC COMMON 281760108 2909 62071 SH Sole 62071 EL PASO CORP COMMON 28336L109 10367 852578 SH Sole 852578 ELECTRONIC ARTS INC COMMON 285512109 30235 578000 SH Sole 578000 ELECTRONIC DATA SYS CORP NEW COMMON 285661104 16170 672643 SH Sole 672643 EMERSON ELEC CO COMMON 291011104 64931 869220 SH Sole 869220 EMMIS COMMUNICATIONS CORP CL A 291525103 593 29805 SH Sole 29805 ENERGY EAST CORP COMMON 29266M109 2724 119480 SH Sole 119480 ENERGIZER HLDGS INC COMMON 29266R108 2631 52844 SH Sole 52844 ENGELHARD CORP COMMON 292845104 4680 155228 SH Sole 155228 ENTERCOM COMMUNICATIONS CORP CL A 293639100 915 30850 SH Sole 30850 ENTERGY CORP NEW COMMON 29364G103 8300 120910 SH Sole 120910 EQUIFAX INC COMMON 294429105 6603 173664 SH Sole 173664 EQUITABLE RES INC COMMON 294549100 3588 97800 SH Sole 97800 EQUITY OFFICE PPTYS TR COM 294741103 7176 236600 SH Sole 236600 EQUITY RESIDENTIAL SH BEN INT 29476L107 14553 372000 SH Sole 372000 EXELON CORP COMMON 30161N101 20658 388746 SH Sole 388746 EXPEDITORS INTL WA INC COMMON 302130109 5826 86300 SH Sole 86300 EXPRESS SCRIPTS INC COMMON 302182100 16483 196700 SH Sole 196700 EXXON MOBIL CORP COMMON 30231G102 755005 13441421 SH Sole 13441421 FMC CORP COM 302491303 1632 30688 SH Sole 30688 FMC TECHNOLOGIES INC COMMON 30249U101 2389 55669 SH Sole 55669 FPL GROUP INC COMMON 302571104 9562 230082 SH Sole 230082 FAIR ISAAC CORPORATION COMMON 303250104 2337 52900 SH Sole 52900 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 1644 97200 SH Sole 97200 FAMILY DLR STORES INC COMMON 307000109 5147 207620 SH Sole 207620 FASTENAL CO COMMON 311900104 3927 100200 SH Sole 100200 FEDERAL HOME LN MTG CORP COMMON 313400301 169775 2597935 SH Sole 2597935 FEDERAL NATL MTG ASSN COMMON 313586109 113276 2320750 SH Sole 2320750 FEDERAL SIGNAL CORP COMMON 313855108 585 38963 SH Sole 38963 FEDERATED DEPT STORES INC DE COMMON 31410H101 34176 515238 SH Sole 515238 FEDERATED INVS INC PA CL B 314211103 4189 113100 SH Sole 113100 FEDEX CORP COMMON 31428X106 18256 176574 SH Sole 176574 FERRO CORP COMMON 315405100 636 33900 SH Sole 33900 F5 NETWORKS INC COMMON 315616102 1824 31900 SH Sole 31900 FIDELITY NATL FINL INC COMMON 316326107 5165 140380 SH Sole 140380 FIFTH THIRD BANCORP COMMON 316773100 27248 722368 SH Sole 722368 FIRST AMERICAN CORP COMMON 318522307 3506 77400 SH Sole 77400 FIRST DATA CORP COMMON 319963104 67933 1579468 SH Sole 1579468 FIRST HORIZON NATL CORP COMMON 320517105 6237 162260 SH Sole 162260 FISERV INC COMMON 337738108 10437 241205 SH Sole 241205 FIRSTMERIT CORP COMMON 337915102 1741 67200 SH Sole 67200 FIRSTENERGY CORP COMMON 337932107 9411 192110 SH Sole 192110 FISHER SCIENTIFIC INTL INC COMMON 338032204 9779 158088 SH Sole 158088 FLUOR CORP NEW COMMON 343412102 8955 115912 SH Sole 115912 FLOWSERVE CORP COMMON 34354P105 1771 44755 SH Sole 44755 FOOT LOCKER INC COMMON 344849104 2979 126300 SH Sole 126300 FORD MTR CO DEL COM PAR $0.01 345370860 19128 2477715 SH Sole 2477715 FOREST LABS INC COMMON 345838106 24760 608662 SH Sole 608662 FOREST OIL CORP COM PAR $0.01 346091705 2014 44200 SH Sole 44200 FORTUNE BRANDS INC COMMON 349631101 15217 195045 SH Sole 195045 FRANKLIN RES INC COMMON 354613101 29162 310198 SH Sole 310198 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 12952 240741 SH Sole 240741 FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 388 15400 SH Sole 15400 FREESCALE SEMICONDUCTOR INC COM CL B 35687M206 13056 518712 SH Sole 518712 FURNITURE BRANDS INTL INC COMMON 360921100 919 41150 SH Sole 41150 GATX COMMON 361448103 1479 40990 SH Sole 40990 GALLAGHER ARTHUR J + CO COMMON 363576109 2378 77000 SH Sole 77000 GAMESTOP CORP NEW CL A 36467W109 1470 46200 SH Sole 46200 GANNETT INC COMMON 364730101 31464 519457 SH Sole 519457 GAP INC COMMON 364760108 20426 1157943 SH Sole 1157943 GARTNER INC COMMON 366651107 604 46800 SH Sole 46800 GATEWAY INC COMMON 367626108 862 343328 SH Sole 343328 GEN PROBE INC NEW COMMON 36866T103 2005 41100 SH Sole 41100 GENERAL DYNAMICS CORP COMMON 369550108 63010 552480 SH Sole 552480 GENERAL ELEC CO COMMON 369604103 768670 21930683 SH Sole 21930683 GENERAL MLS INC COMMON 370334104 45177 915992 SH Sole 915992 GENERAL MTRS CORP COMMON 370442105 19798 1019486 SH Sole 1019486 GENTEX CORP COMMON 371901109 2451 125700 SH Sole 125700 GENUINE PARTS CO COMMON 372460105 9875 224832 SH Sole 224832 GENWORTH FINL INC COM CL A 37247D106 7587 219400 SH Sole 219400 GENZYME CORP COMMON 372917104 35114 496100 SH Sole 496100 GILEAD SCIENCES INC COMMON 375558103 37878 719700 SH Sole 719700 GLATFELTER COMMON 377316104 507 35700 SH Sole 35700 GOLDEN WEST FINL CORP DEL COMMON 381317106 9800 148484 SH Sole 148484 GOLDMAN SACHS GROUP INC COMMON 38141G104 142477 1115632 SH Sole 1115632 GOODRICH CORP COMMON 382388106 6493 157983 SH Sole 157983 GOODYEAR TIRE AND RUBBER COMMON 382550101 4090 235318 SH Sole 235318 GRACO INC COMMON 384109104 2025 55500 SH Sole 55500 GRAINGER W W INC COMMON 384802104 6972 98057 SH Sole 98057 GRANITE CONSTR INC COMMON 387328107 957 26645 SH Sole 26645 GRANT PRIDECO INC COMMON 38821G101 4589 104017 SH Sole 104017 GREAT PLAINS ENERGY INC COMMON 391164100 1691 60480 SH Sole 60480 GREATER BAY BANCORP COMMON 391648102 1047 40850 SH Sole 40850 GTECH HLDGS CORP COMMON 400518106 3212 101200 SH Sole 101200 GUIDANT CORP COMMON 401698105 28700 443236 SH Sole 443236 HCA INC COMMON 404119109 48039 951263 SH Sole 951263 HCC INS HLDGS INC COMMON 404132102 2541 85600 SH Sole 85600 HNI CORP COMMON 404251100 2432 44270 SH Sole 44270 HALLIBURTON CO COMMON 406216101 78660 1269528 SH Sole 1269528 HANOVER COMPRESSOR CO COMMON 410768105 1033 73200 SH Sole 73200 HANOVER INS GROUP INC COMMON 410867105 1815 43450 SH Sole 43450 HARLEY DAVIDSON INC COMMON 412822108 25317 491688 SH Sole 491688 HARMAN INTL INDS INC NEW COMMON 413086109 5215 53300 SH Sole 53300 HARRAHS ENTMT INC COMMON 413619107 7630 107032 SH Sole 107032 HARRIS CORP DEL COMMON 413875105 4656 108260 SH Sole 108260 HARSCO CORP COMMON 415864107 2279 33760 SH Sole 33760 HARTE HANKS INC COMMON 416196103 1211 45900 SH Sole 45900 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 76052 885459 SH Sole 885459 HASBRO INC COMMON 418056107 4663 231062 SH Sole 231062 HAWAIIAN ELEC INDS INC COMMON 419870100 1697 65540 SH Sole 65540 HEALTH MGMT ASSOC CL A 421933102 10878 495334 SH Sole 495334 HEALTH NET INC COMMON 42222G108 4777 92668 SH Sole 92668 HEINZ H J CO COMMON 423074103 22619 670787 SH Sole 670787 HELLENIC TELECOMMUNICATIONS SPONSORED ADR 423325307 38 3650 SH Sole 3650 HELMERICH AND PAYNE INC COMMON 423452101 2603 42040 SH Sole 42040 HENRY JACK + ASSOC INC COMMON 426281101 1155 60550 SH Sole 60550 HERCULES INC COMMON 427056106 1701 150570 SH Sole 150570 HERSHEY CO / THE COMMON 427866108 21100 381902 SH Sole 381902 HEWLETT PACKARD CO COMMON 428236103 175644 6134964 SH Sole 6134964 HIGHWOODS PPTYS INC COM 431284108 1243 43700 SH Sole 43700 HILLENBRAND INDS INC COMMON 431573104 2443 49450 SH Sole 49450 HILTON HOTELS CORP COMMON 432848109 10553 437693 SH Sole 437693 HOME DEPOT INC COMMON 437076102 167835 4146111 SH Sole 4146111 HONEYWELL INTL INC COMMON 438516106 62154 1668573 SH Sole 1668573 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 659 34750 SH Sole 34750 HORMEL FOODS CORP COMMON 440452100 1931 59090 SH Sole 59090 HOSPIRA INC COMMON 441060100 9157 214040 SH Sole 214040 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2334 58200 SH Sole 58200 HOVNANIAN ENTERPRISES INC CL A 442487203 1440 29000 SH Sole 29000 HUBBELL INC CL B 443510201 2216 49114 SH Sole 49114 HUMANA INC COMMON 444859102 11425 210282 SH Sole 210282 HUNT J B TRANS SVCS INC COMMON 445658107 2265 100060 SH Sole 100060 HUNTINGTON BANCSHARES INC COMMON 446150104 7052 296916 SH Sole 296916 IMS HEALTH INC COMMON 449934108 7598 304907 SH Sole 304907 ITT EDL SVCS INC COMMON 45068B109 1815 30700 SH Sole 30700 ITT INDS INC COMMON 450911102 12306 119686 SH Sole 119686 IDACORP INC COMMON 451107106 1004 34280 SH Sole 34280 ILLINOIS TOOL WKS INC COMMON 452308109 34498 392064 SH Sole 392064 IMATION CORP COMMON 45245A107 1277 27720 SH Sole 27720 INAMED CORP COMMON 453235103 2578 29400 SH Sole 29400 INDEPENDENCE CMNTY BK CORP COMMON 453414104 2372 59700 SH Sole 59700 INDYMAC BANCORP INC COMMON 456607100 2027 51950 SH Sole 51950 INGRAM MICRO INC CL A 457153104 1869 93800 SH Sole 93800 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 2129 161520 SH Sole 161520 INTEL CORP COMMON 458140100 314893 12615912 SH Sole 12615912 INTERNATIONAL BUSINESS MACHS COMMON 459200101 271459 3302415 SH Sole 3302415 INTERNATIONAL FLAVOURS COMMON 459506101 3637 108577 SH Sole 108577 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 13943 453000 SH Sole 453000 INTERNATIONAL PAPER CO COMMON 460146103 9606 285799 SH Sole 285799 INTERNATIONAL RECTIFIER CORP COMMON 460254105 1826 57250 SH Sole 57250 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1363 28450 SH Sole 28450 INTERPUBLIC GROUP COS INC COMMON 460690100 5321 551359 SH Sole 551359 INTERSIL CORP CL A 46069S109 3110 125000 SH Sole 125000 INTUIT COMMON 461202103 12764 239478 SH Sole 239478 INTUITIVE SURGICAL INC COMMON 46120E602 3366 28700 SH Sole 28700 INVITROGEN CORP COMMON 46185R100 2852 42800 SH Sole 42800 INVESTORS FINL SERVICES CORP COMMON 461915100 1937 52600 SH Sole 52600 ISHARES TR S&P500/BAR GRW 464287309 110703 1867140 SH Sole 1867140 ISHARES TR S&P500/BAR VAL 464287408 143584 2207290 SH Sole 2207290 ISHARES TR S&P MIDCAP 400 464287507 32153 435680 SH Sole 435680 IVAX CORP COMMON 465823102 5552 177207 SH Sole 177207 JDS UNIPHASE CORP COMMON 46612J101 2272 962724 SH Sole 962724 JPMORGAN CHASE + CO COMMON 46625H100 336074 8467467 SH Sole 8467467 JABIL CIRCUIT INC COMMON 466313103 8291 223527 SH Sole 223527 JACOBS ENGR GROUP INC COMMON 469814107 3194 47060 SH Sole 47060 JANUS CAP GROUP INC COMMON 47102X105 5293 284111 SH Sole 284111 JEFFRIES GROUP INC NEW COMMON 472319102 1795 39900 SH Sole 39900 JEFFERSON PILOT CORP COMMON 475070108 9899 173874 SH Sole 173874 JETBLUE AWYS CORP COMMON 477143101 1877 122024 SH Sole 122024 JOHNSON + JOHNSON COMMON 478160104 361762 6019331 SH Sole 6019331 JOHNSON CTLS INC COMMON 478366107 51353 704332 SH Sole 704332 JONES APPAREL GROUP INC COMMON 480074103 7260 236343 SH Sole 236343 JOY GLOBAL INC COMMON 481165108 3932 98300 SH Sole 98300 KLA TENCOR CORP COMMON 482480100 19527 395841 SH Sole 395841 KB HOME COMMON 48666K109 7314 100660 SH Sole 100660 KELLOGG CO COMMON 487836108 23131 535200 SH Sole 535200 KELLY SVCS INC CL A 488152208 411 15685 SH Sole 15685 KEMET CORP COMMON 488360108 496 70150 SH Sole 70150 KENNAMETAL INC COMMON 489170100 1591 31180 SH Sole 31180 KERR MCGEE CORP COMMON 492386107 13586 149527 SH Sole 149527 KEYCORP NEW COMMON 493267108 7823 237573 SH Sole 237573 KEYSPAN CORP COMMON 49337W100 8049 225520 SH Sole 225520 KIMBERLY CLARK CORP COMMON 494368103 32914 551792 SH Sole 551792 KINDER MORGAN INC KANS COMMON 49455P101 18866 205182 SH Sole 205182 KING PHARMACEUTICALS INC COMMON 495582108 5290 312622 SH Sole 312622 KNIGHT RIDDER INC COMMON 499040103 5681 89749 SH Sole 89749 KOHLS CORP COMMON 500255104 36786 756912 SH Sole 756912 KORN / FERRY INTL COMMON 500643200 637 34100 SH Sole 34100 KROGER CO COMMON 501044101 30520 1616501 SH Sole 1616501 LSI LOGIC CORP COMMON 502161102 1825 228160 SH Sole 228160 L 3 COMMUNICATIONS HLDG CORP COMMON 502424104 11472 154300 SH Sole 154300 LABORATORY CORP AMER HLDGS COMMON 50540R409 9338 173400 SH Sole 173400 LABRANCHE + CO INC COMMON 505447102 495 49000 SH Sole 49000 LAM RESH CORP COMMON 512807108 3925 110000 SH Sole 110000 LANCASTER COLONY CORP COMMON 513847103 764 20620 SH Sole 20620 LATTICE SEMICONDUCTOR CORP COMMON 518415104 397 91950 SH Sole 91950 LAUREATE ED INC COMMON 518613104 2115 40283 SH Sole 40283 LEAR CORP COMMON 521865105 1547 54350 SH Sole 54350 LEE ENTERPRISES INC COMMON 523768109 1358 36790 SH Sole 36790 LEGGETT + PLATT INC COMMON 524660107 5538 241220 SH Sole 241220 LEGG MASON INC COMMON 524901105 11792 98525 SH Sole 98525 LEHMAN BROTHERS HLDGS INC COMMON 524908100 45225 352848 SH Sole 352848 LENNAR CORP CL A 526057104 10687 175136 SH Sole 175136 LEUCADIA NATL CORP COMMON 527288104 3154 66450 SH Sole 66450 LEXMARK INTL INC CL A 529771107 11041 246290 SH Sole 246290 LIBERTY PROPERTY SH BEN INT 531172104 3059 71400 SH Sole 71400 LIFEPOINT HOSPS INC COMMON 53219L109 1732 46200 SH Sole 46200 LILLY ELI + CO COMMON 532457108 147920 2613887 SH Sole 2613887 LIMITED BRANDS INC COMMON 532716107 10408 465679 SH Sole 465679 LINCARE HLDGS INC COMMON 532791100 3298 78700 SH Sole 78700 LINCOLN NATL CORP IN COMMON 534187109 11856 223564 SH Sole 223564 LINEAR TECHNOLOGY CORP COMMON 535678106 22462 622747 SH Sole 622747 LIZ CLAIBORNE INC COMMON 539320101 4957 138398 SH Sole 138398 LOCKHEED MARTIN CORP COMMON 539830109 52949 832132 SH Sole 832132 LOEWS CORP COMMON 540424108 7494 79006 SH Sole 79006 LONGVIEW FIBRE CO WASHINGTON COM 543213102 859 41290 SH Sole 41290 LOUISIANA PAC CORP COMMON 546347105 3857 140399 SH Sole 140399 LOWES COS INC COMMON 548661107 103287 1549456 SH Sole 1549456 LUBRIZOL CORP COMMON 549271104 2390 55030 SH Sole 55030 LUCENT TECHNOLOGIES INC COMMON 549463107 25211 9477822 SH Sole 9477822 LYONDELL CHEMICAL CO COMMON 552078107 3951 165850 SH Sole 165850 M + T BK CORP COMMON 55261F104 11330 103900 SH Sole 103900 MBIA INC COMMON 55262C100 10432 173406 SH Sole 173406 MBNA CORP COMMON 55262L100 19853 731250 SH Sole 731250 MDU RES GROUP INC COMMON 552690109 3175 96975 SH Sole 96975 MEMC ELECTR MATLS INC COMMON 552715104 2962 133600 SH Sole 133600 MGIC INVT CORP WIS COMMON 552848103 7833 119009 SH Sole 119009 MPS GROUP INC COMMON 553409103 1119 81840 SH Sole 81840 MSC INDL DIRECT INC CL A 553530106 1754 43600 SH Sole 43600 MACERICH CO COM 554382101 3256 48500 SH Sole 48500 MACK CA RLTY CORP COM 554489104 2164 50100 SH Sole 50100 MACROVISION CORP COMMON 555904101 688 41150 SH Sole 41150 MANOR CARE INC NEW COMMON 564055101 4069 102322 SH Sole 102322 MANPOWER INC WIS COMMON 56418H100 3284 70630 SH Sole 70630 MARATHON OIL CORP COMMON 565849106 37364 612823 SH Sole 612823 MARSH + MCLENNAN COS INC COMMON 571748102 10078 317314 SH Sole 317314 MARSHALL + ILSLEY CORP COMMON 571834100 11581 269080 SH Sole 269080 MARRIOTT INTL INC NEW CL A 571903202 15053 224768 SH Sole 224768 MARTEK BIOSCIENCES CORP COMMON 572901106 632 25700 SH Sole 25700 MARTIN MARIETTA MATLS INC COMMON 573284106 2877 37500 SH Sole 37500 MASCO CORP COMMON 574599106 25858 856521 SH Sole 856521 MATTEL INC COMMON 577081102 6995 442158 SH Sole 442158 MAXIM INTEGRATED PRODS INC COMMON 57772K101 20355 561685 SH Sole 561685 MAYTAG CORP COMMON 578592107 2009 106759 SH Sole 106759 MCAFEE INC COMMON 579064106 3683 135750 SH Sole 135750 MCCORMICK + CO INC COM NON VTG 579780206 8645 279600 SH Sole 279600 MCDATA CORPORATION CL A 580031201 470 123800 SH Sole 123800 MCDONALDS CORP COMMON 580135101 112486 3335882 SH Sole 3335882 MCGRAW HILL COS INC COMMON 580645109 39808 771024 SH Sole 771024 MCKESSON CORP COMMON 58155Q103 9248 179255 SH Sole 179255 MEADWESTVACO CORP COMMON 583334107 6628 236478 SH Sole 236478 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 9998 179180 SH Sole 179180 MEDIA GEN INC CL A 584404107 986 19450 SH Sole 19450 MEDIMMUNE INC COMMON 584699102 11513 328762 SH Sole 328762 MEDTRONIC INC COMMON 585055106 143525 2493056 SH Sole 2493056 MELLON FINL CORP COMMON 58551A108 29344 856760 SH Sole 856760 MENTOR GRAPHICS CORP COMMON 587200106 662 64060 SH Sole 64060 MERCANTILE BANKSHARES CORP COMMON 587405101 3745 66362 SH Sole 66362 MERCK + CO INC COMMON 589331107 93914 2952355 SH Sole 2952355 MERCURY GEN CORP COMMON 589400100 1671 28700 SH Sole 28700 MERCURY INTERACTIVE CORP COMMON 589405109 1401 50406 SH Sole 50406 MEREDITH CORP COMMON 589433101 2931 56006 SH Sole 56006 MERRILL LYNCH + CO INC COMMON 590188108 199099 2939596 SH Sole 2939596 METLIFE INC COMMON 59156R108 77691 1585539 SH Sole 1585539 MICHAELS STORES INC COMMON 594087108 3827 108200 SH Sole 108200 MICREL INC COMMON 594793101 612 52800 SH Sole 52800 MICROSOFT CORP COMMON 594918104 571026 21836542 SH Sole 21836542 MICROCHIP TECHNOLOGY INC COMMON 595017104 5466 170030 SH Sole 170030 MICRON TECHNOLOGY INC COMMON 595112103 10621 797938 SH Sole 797938 MILLENNIUM PHARMACEUTICALS COMMON 599902103 2436 251126 SH Sole 251126 MILLER HERMAN INC COMMON 600544100 1574 55830 SH Sole 55830 MILLIPORE CORP COMMON 601073109 7126 107911 SH Sole 107911 MINE SAFETY APPLIANCES CO COMMON 602720104 771 21300 SH Sole 21300 MINERALS TECHNOLOGIES INC COMMON 603158106 908 16240 SH Sole 16240 MODINE MFG CO COMMON 607828100 908 27870 SH Sole 27870 MOHAWK INDS INC COMMON 608190104 3723 42800 SH Sole 42800 MOLEX INC COMMON 608554101 4844 186680 SH Sole 186680 MOLSON COORS BREWING CO CL B 60871R209 4929 73579 SH Sole 73579 MONEYGRAM INTL INC COMMON 60935Y109 1798 68940 SH Sole 68940 MONSANTO CO NEW COMMON 61166W101 46672 601983 SH Sole 601983 MONSTER WORLDWIDE INC COMMON 611742107 6670 163400 SH Sole 163400 MOODYS CORP COMMON 615369105 8876 144512 SH Sole 144512 MORGAN STANLEY COMMON 617446448 127699 2250595 SH Sole 2250595 MOTOROLA INC COMMON 620076109 159937 7079976 SH Sole 7079976 MURPHY OIL CORP COMMON 626717102 11491 212840 SH Sole 212840 MYLAN LABS INC COMMON 628530107 5642 282642 SH Sole 282642 NTT DOCOMO INC SPON ADR 62942M201 313 20500 SH Sole 20500 NATIONAL CITY CORP COMMON 635405103 27765 827091 SH Sole 827091 NATIONAL FUEL GAS CO N J COMMON 636180101 2133 68380 SH Sole 68380 NATIONAL INSTRS CORP COMMON 636518102 1437 44850 SH Sole 44850 NATIONAL OILWELL VARCO INC COMMON 637071101 14091 224741 SH Sole 224741 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 11915 458626 SH Sole 458626 NAVIGANT CONSULTING CO COMMON 63935N107 899 40900 SH Sole 40900 NETWORK APPLIANCE INC COMMON 64120L104 13329 493685 SH Sole 493685 NEW PLAN EXCEL RLTY TR INC COM 648053106 1955 84350 SH Sole 84350 NEW YORK CMNTY BANCORP INC COMMON 649445103 3165 191570 SH Sole 191570 NEW YORK TIMES CO CL A 650111107 4966 187757 SH Sole 187757 NEWELL RUBBERMAID INC COMMON 651229106 8743 367673 SH Sole 367673 NEWFIELD EXPL CO COMMON 651290108 5152 102900 SH Sole 102900 NEWMONT MNG CORP COMMON 651639106 13899 260280 SH Sole 260280 NEWPORT CORP COMMON 651824104 438 32350 SH Sole 32350 NICOR INC COMMON 654086107 2245 57098 SH Sole 57098 NIKE INC CL B 654106103 34067 392527 SH Sole 392527 99 CENTS ONLY STORES COMMON 65440K106 407 38866 SH Sole 38866 NISOURCE INC COMMON 65473P105 7352 352464 SH Sole 352464 NOKIA CORP SPONSORED ADR 654902204 21440 1171600 SH Sole 1171600 NOBLE ENERGY INC COMMON 655044105 5703 141520 SH Sole 141520 NORDSON CORP COMMON 655663102 1069 26380 SH Sole 26380 NORDSTROM INC COMMON 655664100 10998 294076 SH Sole 294076 NORFOLK SOUTHN CORP COMMON 655844108 10614 236751 SH Sole 236751 NORSK HYDRO A S SPONSORED ADR 656531605 46 450 SH Sole 450 NORTH FORK BANCORPORATION INC COMMON 659424105 29144 1065216 SH Sole 1065216 NORTHEAST UTILS COMMON 664397106 2391 121430 SH Sole 121430 NORTHERN TRUST CORP COMMON 665859104 19271 371893 SH Sole 371893 NORTHROP GRUMMAN CORP COMMON 666807102 33580 558643 SH Sole 558643 NOVARTIS AG SPONSORED ADR 66987V109 32900 626900 SH Sole 626900 NOVELL INC COMMON 670006105 1965 222533 SH Sole 222533 NOVELLUS SYS INC COMMON 670008101 4251 176227 SH Sole 176227 NOVO NORDISK A S ADR 670100205 431 7650 SH Sole 7650 NUCOR CORP COMMON 670346105 20868 312776 SH Sole 312776 NVIDIA CORP COMMON 67066G104 8288 226700 SH Sole 226700 OGE ENERGY CORP COMMON 670837103 1963 73260 SH Sole 73260 OCCIDENTAL PETE CORP COMMON 674599105 46442 581399 SH Sole 581399 OFFICE DEPOT INC COMMON 676220106 12709 404739 SH Sole 404739 OFFICEMAX INC DEL COMMON 67622P101 2322 91542 SH Sole 91542 OHIO CAS CORP COMMON 677240103 1457 51450 SH Sole 51450 OLD REP INTL CORP COMMON 680223104 3893 148262 SH Sole 148262 OLIN CORP COM PR $1 680665205 1141 57990 SH Sole 57990 OMNICARE INC COMMON 681904108 5529 96630 SH Sole 96630 OMNICOM GROUP COMMON 681919106 8940 105017 SH Sole 105017 ONEOK INC NEW COMMON 682680103 2103 78984 SH Sole 78984 ORACLE CORP COMMON 68389X105 95910 7855053 SH Sole 7855053 O REILLY AUTOMOTIVE INC COMMON 686091109 2903 90700 SH Sole 90700 OUTBACK STEAKHOUSE INC COMMON 689899102 2213 53180 SH Sole 53180 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 1206 23930 SH Sole 23930 PG+E CORP COMMON 69331C108 7420 199904 SH Sole 199904 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 13623 274500 SH Sole 274500 PMC SIERRA INC COMMON 69344F106 823 106800 SH Sole 106800 PMI GROUP INC COMMON 69344M101 2977 72480 SH Sole 72480 PNC FINL SVCS GROUP INC COMMON 693475105 10524 170209 SH Sole 170209 PNM RES INC COMMON 69349H107 1362 55634 SH Sole 55634 PPG INDS INC COMMON 693506107 12622 217992 SH Sole 217992 PPL CORP COMMON 69351T106 6511 221464 SH Sole 221464 PACCAR INC COMMON 693718108 16414 237090 SH Sole 237090 PACIFIC SUNWEAR OF CALIF COMMON 694873100 1495 60000 SH Sole 60000 PACKAGING CORP AMER COMMON 695156109 1164 50700 SH Sole 50700 PACTIV CORP COMMON 695257105 4177 189880 SH Sole 189880 PALL CORP COMMON 696429307 4324 160966 SH Sole 160966 PAR PHARMACEUTICAL COS INC COMMON 69888P106 868 27700 SH Sole 27700 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 967 158601 SH Sole 158601 PARKER HANNIFIN CORP COMMON 701094104 10213 154832 SH Sole 154832 PATTERSON COS INC COMMON 703395103 6159 184400 SH Sole 184400 PATTERSON UTI ENERGY INC COMMON 703481101 4606 139800 SH Sole 139800 PAYCHEX INC COMMON 704326107 25102 658503 SH Sole 658503 PAYLESS SHOESOURCE INC COMMON 704379106 1394 55549 SH Sole 55549 PEABODY ENERGY CORP COMMON 704549104 8769 106400 SH Sole 106400 PENNEY J C INC COMMON 708160106 27309 491167 SH Sole 491167 PENTAIR INC COMMON 709631105 2827 81900 SH Sole 81900 PEOPLES ENERGY CORP COMMON 711030106 1731 49359 SH Sole 49359 PEPCO HLDGS INC COMMON 713291102 3422 152987 SH Sole 152987 PEPSI BOTTLING GROUP INC COMMON 713409100 5276 184400 SH Sole 184400 PEPSIAMERICAS INC COMMON 71343P200 1156 49710 SH Sole 49710 PEPSICO INC COMMON 713448108 215198 3642480 SH Sole 3642480 PERKINELMER INC COMMON 714046109 3977 168810 SH Sole 168810 PERRIGO CO COMMON 714290103 1003 67270 SH Sole 67270 PETSMART INC COMMON 716768106 2915 113600 SH Sole 113600 PFIZER INC COMMON 717081103 418271 17936128 SH Sole 17936128 PHELPS DODGE CORP COMMON 717265102 26892 186916 SH Sole 186916 PIER 1 IMPORTS INC COMMON 720279108 612 70100 SH Sole 70100 PINNACLE WEST CAP CORP COMMON 723484101 5288 127875 SH Sole 127875 PIONEER NAT RES CO COMMON 723787107 5330 103950 SH Sole 103950 PITNEY BOWES INC COMMON 724479100 12895 305202 SH Sole 305202 PLAINS EXPL + PRODTN CO COMMON 726505100 2519 63400 SH Sole 63400 PLANTRONICS INC NEW COMMON 727493108 1084 38300 SH Sole 38300 PLEXUS CORP COMMON 729132100 800 35200 SH Sole 35200 PLUM CREEK TIMBER CO INC COM 729251108 8576 237900 SH Sole 237900 POGO PRODUCING CO COMMON 730448107 2416 48500 SH Sole 48500 POLO RALPH LAUREN CORP CL A 731572103 2762 49200 SH Sole 49200 POLYCOM INC COMMON 73172K104 1164 76050 SH Sole 76050 POTLATCH CORP COM 737628107 1206 23655 SH Sole 23655 POWERWAVE TECHNOLOGIES INC COMMON 739363109 1124 89450 SH Sole 89450 PRAXAIR INC COMMON 74005P104 27318 515826 SH Sole 515826 PRECISION CASTPARTS CORP COMMON 740189105 5571 107520 SH Sole 107520 PRICE T ROWE GROUP INC COMMON 74144T108 12521 173825 SH Sole 173825 PRIDE INTERNATIONAL INC COMMON 74153Q102 3941 128150 SH Sole 128150 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 7741 163200 SH Sole 163200 PROCTER AND GAMBLE CO COMMON 742718109 438614 7577995 SH Sole 7577995 PROGRESS ENERGY INC COMMON 743263105 14278 325102 SH Sole 325102 PROGRESSIVE CORP OHIO COMMON 743315103 38080 326087 SH Sole 326087 PROLOGIS SH BEN INT 743410102 14829 317400 SH Sole 317400 PROTECTIVE LIFE CORP COMMON 743674103 2469 56400 SH Sole 56400 PRUDENTIAL FINL INC COMMON 744320102 88831 1213700 SH Sole 1213700 PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 9492 146100 SH Sole 146100 PUBLIC STORAGE INC COM 74460D109 7476 110400 SH Sole 110400 PUGET ENERGY INC COMMON 745310102 1907 93410 SH Sole 93410 PULTE HOMES INC COMMON 745867101 10921 277452 SH Sole 277452 QLOGIC CORP COMMON 747277101 3622 111423 SH Sole 111423 QUALCOMM INC COMMON 747525103 166900 3874178 SH Sole 3874178 QUEST DIAGNOSTICS INC COMMON 74834L100 11418 221800 SH Sole 221800 QUESTAR CORP COMMON 748356102 5223 69000 SH Sole 69000 QUICKSILVER RES INC COMMON 74837R104 2273 54100 SH Sole 54100 QWEST COMMUNICATIONS INTL INC COMMON 749121109 8177 1447294 SH Sole 1447294 RPM INTL INC COMMON 749685103 1654 95218 SH Sole 95218 RSA SEC INC COMMON 749719100 645 57400 SH Sole 57400 RF MICRO DEVICES INC COMMON 749941100 827 152900 SH Sole 152900 RADIAN GROUP INC COMMON 750236101 3937 67200 SH Sole 67200 RADIOSHACK CORP COMMON 750438103 3776 179541 SH Sole 179541 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1735 46050 SH Sole 46050 RAYONIER INC COM 754907103 2447 61406 SH Sole 61406 RAYTHEON CO COMMON 755111507 29688 739415 SH Sole 739415 READERS DIGEST ASSN INC COMMON 755267101 1214 79750 SH Sole 79750 REEBOK INTL LTD COMMON 758110100 3964 68074 SH Sole 68074 REGENCY CTRS CORP COM 758849103 3236 54900 SH Sole 54900 REGIS CORP MINNESOTA COMMON 758932107 1412 36600 SH Sole 36600 REGIONS FINL CORP NEW COMMON 7591EP100 9112 266734 SH Sole 266734 RENAL CARE GROUP INC COMMON 759930100 2614 55250 SH Sole 55250 RENT A CTR INC NEW COMMON 76009N100 1083 57400 SH Sole 57400 REPUBLIC SVCS INC COMMON 760759100 3710 98800 SH Sole 98800 REYNOLDS + REYNOLDS CO CL A 761695105 1161 41360 SH Sole 41360 REYNOLDS AMERN INC COMMON 761713106 10539 110550 SH Sole 110550 ROBERT HALF INTL INC COMMON 770323103 8588 226666 SH Sole 226666 ROCKWELL AUTOMATION INC COMMON 773903109 14261 241053 SH Sole 241053 ROCKWELL COLLINS INC COMMON 774341101 10858 233653 SH Sole 233653 ROHM + HAAS CO COMMON 775371107 9066 187238 SH Sole 187238 ROLLINS INC COMMON 775711104 468 23723 SH Sole 23723 ROSS STORES INC COMMON 778296103 3378 116900 SH Sole 116900 ROWAN COS INC COMMON 779382100 5029 141106 SH Sole 141106 ROYAL DUTCH SHELL PLC SPON ADR A 780259206 8443 137300 SH Sole 137300 RUBY TUESDAY INC COMMON 781182100 1310 50600 SH Sole 50600 RUDDICK CORP COMMON 781258108 598 28120 SH Sole 28120 RYDER SYS INC COMMON 783549108 3403 82966 SH Sole 82966 RYLAND GROUP INC COMMON 783764103 2727 37800 SH Sole 37800 SEI INVESTMENTS CO COMMON 784117103 1900 51350 SH Sole 51350 SLM CORP COMMON 78442P106 45142 819418 SH Sole 819418 SPX CORP COMMON 784635104 2435 53204 SH Sole 53204 SRA INTL INC CL A 78464R105 919 30100 SH Sole 30100 SVB FINL GROUP COMMON 78486Q101 1344 28700 SH Sole 28700 SABRE HLDGS CORP CL A 785905100 4091 169663 SH Sole 169663 SAFECO CORP COMMON 786429100 9092 160916 SH Sole 160916 SAFEWAY INC COMMON 786514208 17267 729793 SH Sole 729793 ST JUDE MED INC COMMON 790849103 48009 956363 SH Sole 956363 THE ST PAUL TRAVELERS COS INC COMMON 792860108 58797 1316258 SH Sole 1316258 SAKS INC COMMON 79377W108 1896 112432 SH Sole 112432 SANDISK CORP COMMON 80004C101 9360 149000 SH Sole 149000 SANMINA SCI CORP COMMON 800907107 1305 306221 SH Sole 306221 SARA LEE CORP COMMON 803111103 8362 442456 SH Sole 442456 SCANA CORP NEW COMMON 80589M102 3649 92650 SH Sole 92650 SCHEIN HENRY INC COMMON 806407102 3077 70500 SH Sole 70500 SCHERING PLOUGH CORP COMMON 806605101 69538 3335148 SH Sole 3335148 SCHLUMBERGER LTD COMMON 806857108 130233 1340538 SH Sole 1340538 SCHOLASTIC CORP COMMON 807066105 821 28800 SH Sole 28800 SCHWAB CHARLES CORP COMMON 808513105 8816 600961 SH Sole 600961 SCIENTIFIC ATLANTA INC COMMON 808655104 8544 198374 SH Sole 198374 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 2356 63015 SH Sole 63015 SCOTTS MIRACLE GRO CO CL A 810186106 1651 36500 SH Sole 36500 SCRIPPS E W CO OH CL A 811054204 3361 70000 SH Sole 70000 SEALED AIR CORP NEW COMMON 81211K100 5973 106342 SH Sole 106342 SEARS HLDGS CORP COMMON 812350106 6712 58101 SH Sole 58101 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 18997 377600 SH Sole 377600 SEMTECH CORP COMMON 816850101 1076 58950 SH Sole 58950 SEMPRA ENERGY COMMON 816851109 6717 149810 SH Sole 149810 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 681 38070 SH Sole 38070 SEPRACOR INC COMMON 817315104 4428 85810 SH Sole 85810 SEQUA CORP CL A 817320104 358 5180 SH Sole 5180 SHERWIN WILLIAMS CO COMMON 824348106 6864 151117 SH Sole 151117 SIEBEL SYS INC COMMON 826170102 7188 679418 SH Sole 679418 SIERRA PAC RES NEW COMMON 826428104 1935 148364 SH Sole 148364 SIGMA ALDRICH COMMON 826552101 5515 87138 SH Sole 87138 SILICON LABORATORIES INC COMMON 826919102 1331 36300 SH Sole 36300 SIMON PPTY GROUP INC NEW COM 828806109 8322 108600 SH Sole 108600 SMITH INTL INC COMMON 832110100 6018 162160 SH Sole 162160 SMITHFIELD FOODS INC COMMON 832248108 2448 80000 SH Sole 80000 SMUCKER J M CO COMMON 832696405 2079 47253 SH Sole 47253 SMURFIT STONE CONTAINER CORP COMMON 832727101 18798 1326599 SH Sole 1326599 SNAP ON INC COMMON 833034101 2811 74832 SH Sole 74832 SOLECTRON CORP COMMON 834182107 1948 532261 SH Sole 532261 SONOCO PRODS CO COMMON 835495102 2358 80211 SH Sole 80211 SOTHEBYS HLDGS INC CL A 835898107 665 36227 SH Sole 36227 SOUTHERN CO COMMON 842587107 14915 431955 SH Sole 431955 SOUTHWEST AIRLS CO COMMON 844741108 22856 1391088 SH Sole 1391088 SOUTHWESTERN ENERGY CO COMMON 845467109 4809 133800 SH Sole 133800 SOVEREIGN BANCORP INC COMMON 845905108 10054 465050 SH Sole 465050 SPRINT NEXTEL CORP COM FON 852061100 106649 4565444 SH Sole 4565444 STANCORP FINL GROUP INC COMMON 852891100 2208 44200 SH Sole 44200 STANLEY WORKS COMMON 854616109 4513 93942 SH Sole 93942 STAPLES INC COMMON 855030102 31732 1397285 SH Sole 1397285 STARBUCKS CORP COMMON 855244109 36502 1216324 SH Sole 1216324 STARWOOD HOTELS + RESORTS PAIRED CTF 85590A203 8156 127719 SH Sole 127719 STATE STREET CORPORATION COMMON 857477103 10593 191066 SH Sole 191066 STEEL DYNAMICS INC COMMON 858119100 1101 31000 SH Sole 31000 STERICYCLE INC COMMON 858912108 2102 35700 SH Sole 35700 STERIS CORP COMMON 859152100 1384 55300 SH Sole 55300 STRYKER CORP COMMON 863667101 25607 576344 SH Sole 576344 SUN MICROSYSTEMS INC COMMON 866810104 8335 1989144 SH Sole 1989144 SUNOCO INC COMMON 86764P109 14277 182146 SH Sole 182146 SUNTRUST BKS INC COMMON 867914103 47865 657852 SH Sole 657852 SUPERVALU INC COMMON 868536103 5714 175912 SH Sole 175912 SWIFT TRANSN INC COMMON 870756103 861 42400 SH Sole 42400 SYBASE INC COMMON 871130100 1611 73700 SH Sole 73700 SYMANTEC CORP COMMON 871503108 22714 1297929 SH Sole 1297929 SYMBOL TECHNOLOGIES INC COMMON 871508107 1875 146247 SH Sole 146247 SYNOPSYS INC COMMON 871607107 2343 116800 SH Sole 116800 SYNOVUS FINL CORP COMMON 87161C105 10900 403536 SH Sole 403536 SYSCO CORP COMMON 871829107 37959 1222519 SH Sole 1222519 TCF FINANCIAL CORP COMMON 872275102 2496 91960 SH Sole 91960 TDC A S SPONSORED ADR 87236N102 481 16100 SH Sole 16100 TECO ENERGY INC COMMON 872375100 4621 268980 SH Sole 268980 TJX COS INC NEW COMMON 872540109 22528 969788 SH Sole 969788 TXU CORP COMMON 873168108 85956 1712604 SH Sole 1712604 TECH DATA CORP COMMON 878237106 1811 45650 SH Sole 45650 TECHNE CORP COMMON 878377100 1763 31400 SH Sole 31400 TECUMSEH PRODS CO CL A 878895200 342 14930 SH Sole 14930 TEKTRONIX INC COMMON 879131100 3063 108566 SH Sole 108566 TELEFLEX INC COMMON 879369106 2127 32730 SH Sole 32730 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 75597 3063102 SH Sole 3063102 TELEPHONE + DATA SYS INC COMMON 879433100 2276 63160 SH Sole 63160 TELEPHONE + DATA SYS INC SPL COM 879433860 722 20860 SH Sole 20860 TELLABS INC COMMON 879664100 2842 261257 SH Sole 261257 TEMPLE INLAND INC COMMON 879868107 6533 145674 SH Sole 145674 TENET HEALTHCARE CORP COMMON 88033G100 2347 306425 SH Sole 306425 TERADYNE INC COMMON 880770102 3709 254555 SH Sole 254555 TEXAS INSTRS INC COMMON 882508104 132292 4125103 SH Sole 4125103 TEXAS REGL BANCSHARES INC CL A VTG 882673106 945 33400 SH Sole 33400 TEXTRON INC COMMON 883203101 14407 187152 SH Sole 187152 THERMO ELECTRON CORP COMMON 883556102 6308 209354 SH Sole 209354 THOMAS + BETTS CORP COMMON 884315102 1797 42816 SH Sole 42816 THOR INDS INC COMMON 885160101 1122 28000 SH Sole 28000 3COM CORP COMMON 885535104 1127 313092 SH Sole 313092 3M CO COMMON 88579Y101 123798 1597398 SH Sole 1597398 TIDEWATER INC COMMON 886423102 2175 48920 SH Sole 48920 TIFFANY + CO NEW COMMON 886547108 7050 184111 SH Sole 184111 TIMBERLAND CO CL A 887100105 1445 44400 SH Sole 44400 TIME WARNER INC NEW COMMON 887317105 122405 7018654 SH Sole 7018654 TIMKEN CO COMMON 887389104 2155 67300 SH Sole 67300 TOLL BROS INC COMMON 889478103 3315 95700 SH Sole 95700 TOOTSIE ROLL INDS INC COMMON 890516107 590 20387 SH Sole 20387 TORCHMARK INC COMMON 891027104 7480 134530 SH Sole 134530 TRANSACTION SYS ARCHITECTS INC COMMON 893416107 865 30050 SH Sole 30050 TRIAD HOSPS INC COMMON 89579K109 2733 69654 SH Sole 69654 TRIBUNE CO NEW COMMON 896047107 10644 351761 SH Sole 351761 TRINITY INDS INC COMMON 896522109 1554 35265 SH Sole 35265 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 504 113258 SH Sole 113258 TUPPERWARE BRANDS CORP COMMON 899896104 967 43187 SH Sole 43187 TYCO INTL LTD COMMON 902124106 141993 4920074 SH Sole 4920074 TYSON FOODS INC (DEL) CL A 902494103 5562 325257 SH Sole 325257 UST INC COMMON 902911106 8942 219000 SH Sole 219000 US BANCORP DEL COMMON 902973304 111388 3726587 SH Sole 3726587 UNION PAC CORP COMMON 907818108 35294 438383 SH Sole 438383 UNISYS CORP COMMON 909214108 1159 198777 SH Sole 198777 UNITED DOMINION RLTY TR INC COM 910197102 2602 111000 SH Sole 111000 UNITED PARCEL SVC INC CL B 911312106 172559 2296200 SH Sole 2296200 UNITED RENTALS INC COMMON 911363109 1268 54200 SH Sole 54200 UNITED STS STL CORP NEW COMMON 912909108 7079 147263 SH Sole 147263 UNITED TECHNOLOGIES CORP COMMON 913017109 131530 2352522 SH Sole 2352522 UNITEDHEALTH GROUP INC COMMON 91324P102 186535 3001847 SH Sole 3001847 UNITRIN INC COMMON 913275103 1656 36750 SH Sole 36750 UNIVERSAL CORP VA COMMON 913456109 904 20850 SH Sole 20850 UNIVERSAL HEALTH SVCS INC CL B 913903100 2066 44200 SH Sole 44200 UNIVISION COMMUNICATIONS INC CL A 914906102 8636 293851 SH Sole 293851 UNUMPROVIDENT CORP COMMON 91529Y106 8767 385359 SH Sole 385359 URBAN OUTFITTERS INC COMMON 917047102 2260 89300 SH Sole 89300 UTILITIES HOLDRS TR DEPOSITORY RCPT 918019100 122995 1078900 SH Sole 1078900 UTSTARCOM INC COMMON 918076100 685 85000 SH Sole 85000 VCA ANTECH INC COMMON 918194101 1884 66800 SH Sole 66800 V F CORP COMMON 918204108 6384 115358 SH Sole 115358 VALASSIS COMMUNICATIONS INC COMMON 918866104 1118 38450 SH Sole 38450 VALEANT PHARMACEUTICALS INTL COMMON 91911X104 1354 74900 SH Sole 74900 VALERO ENERGY CORP COMMON 91913Y100 76249 1477700 SH Sole 1477700 VALSPAR CORP COMMON 920355104 2020 81900 SH Sole 81900 VARIAN INC COMMON 922206107 1003 25200 SH Sole 25200 VARIAN MED SYS INC COMMON 92220P105 5356 106400 SH Sole 106400 VECTREN CORP COMMON 92240G101 1672 61560 SH Sole 61560 VERIZON COMMUNICATIONS COMMON 92343V104 118710 3941235 SH Sole 3941235 VERTEX PHARMACEUTICALS INC COMMON 92532F100 2219 80200 SH Sole 80200 VIACOM INC CL B 925524308 112730 3457979 SH Sole 3457979 VISHAY INTERTECHNOLOGY INC COMMON 928298108 2050 148952 SH Sole 148952 VISTEON CORP COMMON 92839U107 607 96900 SH Sole 96900 VORNADO RLTY TR SH BEN INT 929042109 12738 152600 SH Sole 152600 VULCAN MATLS CO COMMON 929160109 8947 132056 SH Sole 132056 WGL HLDGS INC COMMON 92924F106 1186 39440 SH Sole 39440 WPS RES CORP COMMON 92931B106 1792 32400 SH Sole 32400 WACHOVIA CORP 2ND NEW COMMON 929903102 168613 3189807 SH Sole 3189807 WADDELL + REED FINL INC CL A 930059100 1422 67800 SH Sole 67800 WAL MART STORES INC COMMON 931142103 236084 5044525 SH Sole 5044525 WALGREEN CO COMMON 931422109 103610 2340949 SH Sole 2340949 WASHINGTON FED INC COMMON 938824109 1617 70323 SH Sole 70323 WASHINGTON MUT INC COMMON 939322103 110910 2549650 SH Sole 2549650 WASHINGTON POST CO CL B 939640108 3628 4743 SH Sole 4743 WASTE MGMT INC DEL COMMON 94106L109 66148 2179500 SH Sole 2179500 WATERS CORP COMMON 941848103 5712 151100 SH Sole 151100 WATSON PHARMACEUTICALS INC COMMON 942683103 4331 133211 SH Sole 133211 WEBSTER FINL CORP WATERBURY COMMON 947890109 2042 43550 SH Sole 43550 WEINGARTEN RLTY INVS SH BEN INT 948741103 2458 65000 SH Sole 65000 WELLPOINT INC COMMON 94973V107 79262 993388 SH Sole 993388 WELLS FARGO + CO NEW COMMON 949746101 255378 4064582 SH Sole 4064582 WENDYS INTL INC COMMON 950590109 8278 149803 SH Sole 149803 WERNER ENTERPRISES INC COMMON 950755108 823 41775 SH Sole 41775 WESTAMERICA BANCORPORATION COMMON 957090103 1376 25930 SH Sole 25930 WESTSTAR ENERGY INC COMMON 95709T100 1508 70150 SH Sole 70150 WESTERN DIGITAL CORP COMMON 958102105 3247 174500 SH Sole 174500 WESTERN GAS RES INC COMMON 958259103 2190 46500 SH Sole 46500 WESTWOOD ONE INC COMMON 961815107 866 53100 SH Sole 53100 WEYERHAEUSER CO COMMON 962166104 9400 141691 SH Sole 141691 WHIRLPOOL CORP COMMON 963320106 7271 86805 SH Sole 86805 WHOLE FOODS MKT INC COMMON 966837106 8621 111400 SH Sole 111400 WILLIAMS COS INC COMMON 969457100 7734 333789 SH Sole 333789 WILLIAMS SONOMA INC COMMON 969904101 4030 93400 SH Sole 93400 WILMINGTON TR CORP COMMON 971807102 2135 54860 SH Sole 54860 WIND RIV SYS INC COMMON 973149107 893 60450 SH Sole 60450 WISCONSIN ENERGY CORP COMMON 976657106 3697 94655 SH Sole 94655 WORTHINGTON INDS IN COMMON 981811102 1110 57778 SH Sole 57778 WRIGLEY WM JR CO COMMON 982526105 29168 438690 SH Sole 438690 WYETH COMMON 983024100 135748 2946555 SH Sole 2946555 XTO ENERGY INC COMMON 98385X106 9298 211609 SH Sole 211609 XCEL ENERGY INC COMMON 98389B100 9616 520915 SH Sole 520915 XILINX INC COMMON 983919101 18383 729182 SH Sole 729182 XEROX CORP COMMON 984121103 8197 559489 SH Sole 559489 YAHOO INC COMMON 984332106 99366 2536142 SH Sole 2536142 YUM BRANDS INC COMMON 988498101 25778 549870 SH Sole 549870 ZEBRA TECHNOLOGIES CORP CL A 989207105 2438 56900 SH Sole 56900 ZIMMER HOLDINGS INC COMMON 98956P102 35384 524667 SH Sole 524667 ZIONS BANCORP COMMON 989701107 9435 124870 SH Sole 124870 ACE LTD ORD G0070K103 10036 187800 SH Sole 187800 COOPER INDUSTRIES LTD CL A G24182100 8701 119189 SH Sole 119189 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 5020 50020 SH Sole 50020 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 27024 669404 SH Sole 669404 NABORS INDUSTRIES LTD SHS G6359F103 15450 203958 SH Sole 203958 NOBLE CORPORATION SHS G65422100 12482 176946 SH Sole 176946 TRANSOCEAN INC ORD G90078109 69429 996262 SH Sole 996262 WEATHERFORD INTL LTD COMMON G95089101 14456 399334 SH Sole 399334 XL CAPITAL LTD CL A G98255105 13570 201400 SH Sole 201400