-----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, GzJAqqdtV7PdMLDq5SgRqTSBxaXz4IGbjvt+oxRYth/Jf3G9xO5KA5L0D+tfmfna tlK3gvGJYXbmDsWkcuttLw== 0001204692-06-000002.txt : 20060214 0001204692-06-000002.hdr.sgml : 20060214 20060214163358 ACCESSION NUMBER: 0001204692-06-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060214 DATE AS OF CHANGE: 20060214 EFFECTIVENESS DATE: 20060214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI TRUST CO CENTRAL INDEX KEY: 0001204692 IRS NUMBER: 061271230 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10297 FILM NUMBER: 06615902 BUSINESS ADDRESS: STREET 1: 1 FREEDOM VALLEY DR CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: 6106762369 13F-HR 1 form13info1205.txt HOLDINGS REPORT FORM 13 F INFORMATION TABLE VALUE SHRS 0R SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP ($1000)PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ADC TELECOMMUNICATIONS INC COM COM 000886309 493 22100 SH SOLE 0 22100 0 0 AFLAC INC COM COM 001055102 1235 26600 SH SOLE 0 26600 0 0 AES CORPORATION COM COM 00130H105 2148 135700 SH SOLE 0 135700 0 0 A T & T INC COM COM 00206R102 3049 124489 SH SOLE 0 124489 0 0 ABBOTT LABORATORIES COM COM 002824100 15050 381700 SH SOLE 0 381700 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 199 6500 SH SOLE 0 6500 0 0 AETNA U S HEALTHCARE INC COM COM 00817Y108 2009 21300 SH SOLE 0 21300 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 380 11400 SH SOLE 0 11400 0 0 AIR PRODUCTS & CHEMICALS INC COM COM 009158106 515 8700 SH SOLE 0 8700 0 0 ALBERTO-CULVER COMPANY COM COM 013068101 320 7000 SH SOLE 0 7000 0 0 ALLEGHENY ENERGY INC COM COM 017361106 199 6300 SH SOLE 0 6300 0 0 ALLERGAN INC COM COM 018490102 11724 108600 SH SOLE 0 108600 0 0 ALLSTATE CORPORATION COM COM 020002101 2017 37300 SH SOLE 0 37300 0 0 ALLTEL CORPORATION COM COM 020039103 1275 20200 SH SOLE 0 20200 0 0 ALTERA CORPORATION COM COM 021441100 254 13700 SH SOLE 0 13700 0 0 ALTRIA GROUP INC COM COM 02209S103 42702 571500 SH SOLE 0 571500 0 0 AMAZON COM INC COM COM 023135106 2947 62500 SH SOLE 0 62500 0 0 AMERADA HESS CORPORATION COM COM 023551104 507 4000 SH SOLE 0 4000 0 0 AMEREN CORPORATION COM COM 023608102 784 15300 SH SOLE 0 15300 0 0 AMERICAN ELECTRIC POWER INC COM COM 025537101 200 5400 SH SOLE 0 5400 0 0 AMERICAN EXPRESS CO COM COM 025816109 597 11600 SH SOLE 0 11600 0 0 AMERICAN INTL GROUP INC COM COM 026874107 2307 33805 SH SOLE 0 33805 0 0 AMERICAN POWER CONVERSION CORP COM COM 029066107 1019 46300 SH SOLE 0 46300 0 0 AMERICAN STD COS INC COM COM 029712106 1754 43900 SH SOLE 0 43900 0 0 AMERISOURCEBERGEN CORPORATION COM COM 03073E105 720 17400 SH SOLE 0 17400 0 0 AMERIPRISE FINANCIAL INC COM COM 03076C106 32 780 SH SOLE 0 780 0 0 AMGEN INC COM COM 031162100 7885 99992 SH SOLE 0 99992 0 0 AMSOUTH BANCORP COM COM 032165102 464 17700 SH SOLE 0 17700 0 0 ANADARKO PETROLEUM CORP COM COM 032511107 796 8400 SH SOLE 0 8400 0 0 ANALOG DEVICES INC COM COM 032654105 90 2500 SH SOLE 0 2500 0 0 ANDREW CORPORATION COM COM 034425108 35 3300 SH SOLE 0 3300 0 0 ANHEUSER-BUSCH COMPANIES INC COM COM 035229103 589 13700 SH SOLE 0 13700 0 0 AON CORPORATION COM COM 037389103 1053 29300 SH SOLE 0 29300 0 0 APACHE CORPORATION COM COM 037411105 574 8380 SH SOLE 0 8380 0 0 APARTMENT INVT & MGMT CO CL A COM 03748R101 64 1700 SH SOLE 0 1700 0 0 APOLLO GROUP INC CL A COM 037604105 1264 20900 SH SOLE 0 20900 0 0 APPLE COMPUTER INC COM COM 037833100 31229 434400 SH SOLE 0 434400 0 0 APPLERA CORP - APPLIED BIOSYST COM COM 038020103 340 12800 SH SOLE 0 12800 0 0 APPLIED MATERIALS INC COM COM 038222105 307 17100 SH SOLE 0 17100 0 0 ARCHER DANIELS MIDLAND CO COM COM 039483102 1810 73400 SH SOLE 0 73400 0 0 ARCHSTONE-SMITH TRUST COM COM 039583109 817 19500 SH SOLE 0 19500 0 0 ASHLAND INC COM COM 044209104 521 9000 SH SOLE 0 9000 0 0 AUTODESK INC COM COM 052769106 4289 99900 SH SOLE 0 99900 0 0 AUTOMATIC DATA PROCESSING INC COM COM 053015103 8276 180300 SH SOLE 0 180300 0 0 AUTONATION INC COM COM 05329W102 346 15900 SH SOLE 0 15900 0 0 AUTOZONE INC COM COM 053332102 5597 61000 SH SOLE 0 61000 0 0 AVERY DENNISON CORPORATION COM COM 053611109 547 9900 SH SOLE 0 9900 0 0 B B & T CORPORATION COM COM 054937107 155 3700 SH SOLE 0 3700 0 0 BJ SERVICES COMPANY COM COM 055482103 8379 228500 SH SOLE 0 228500 0 0 BMC SOFTWARE INC COM COM 055921100 959 46800 SH SOLE 0 46800 0 0 BAKER HUGHES INC COM COM 057224107 5792 95300 SH SOLE 0 95300 0 0 BALL CORPORATION COM COM 058498106 782 19700 SH SOLE 0 19700 0 0 BANK OF AMERICA CORPORATION COM COM 060505104 3710 80392 SH SOLE 0 80392 0 0 BARD C R INC COM COM 067383109 11444 173600 SH SOLE 0 173600 0 0 BAUSCH & LOMB INC COM COM 071707103 570 8400 SH SOLE 0 8400 0 0 BAXTER INTERNATIONAL INC COM COM 071813109 8833 234600 SH SOLE 0 234600 0 0 BEAR STEARNS COS INC COM COM 073902108 663 5742 SH SOLE 0 5742 0 0 BECTON DICKINSON & CO COM COM 075887109 4782 79600 SH SOLE 0 79600 0 0 BED BATH & BEYOND INC COM COM 075896100 58 1600 SH SOLE 0 1600 0 0 BELLSOUTH CORPORATION COM COM 079860102 1404 51800 SH SOLE 0 51800 0 0 BEMIS INC COM COM 081437105 78 2800 SH SOLE 0 2800 0 0 BEST BUY INC COM COM 086516101 470 10800 SH SOLE 0 10800 0 0 BLACK & DECKER CORPORATION COM COM 091797100 104 1200 SH SOLE 0 1200 0 0 BLOCK H & R INC COM COM 093671105 2254 91800 SH SOLE 0 91800 0 0 BOEING CO COM COM 097023105 5163 73500 SH SOLE 0 73500 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 13836 602100 SH SOLE 0 602100 0 0 BROADCOM CORPORATION COM COM 111320107 7747 164300 SH SOLE 0 164300 0 0 BROWN-FORMAN CORPORATION COM COM 115637209 14793 213400 SH SOLE 0 213400 0 0 BURLINGTON NORTHN SANTA FE CORP COM COM 12189T104 2578 36400 SH SOLE 0 36400 0 0 BURLINGTON RES INC COM COM 122014103 1517 17600 SH SOLE 0 17600 0 0 CIGNA CORPORATION COM COM 125509109 1653 14800 SH SOLE 0 14800 0 0 CMS ENERGY CORPORATION COM COM 125896100 199 13700 SH SOLE 0 13700 0 0 CSX CORPORATION COM COM 126408103 711 14000 SH SOLE 0 14000 0 0 CVS CORPORATION COM COM 126650100 1226 46400 SH SOLE 0 46400 0 0 CAMPBELL SOUP CO COM COM 134429109 3671 123300 SH SOLE 0 123300 0 0 CARDINAL HEALTH INC COM COM 14149Y108 2173 31600 SH SOLE 0 31600 0 0 CAREMARK RX INC COM COM 141705103 720 13900 SH SOLE 0 13900 0 0 CARNIVAL CORPORATION COM COM 143658300 294 5500 SH SOLE 0 5500 0 0 CATERPILLAR INC COM COM 149123101 4165 72100 SH SOLE 0 72100 0 0 CCE SPINCO INC COM COM 14985W109 23 1775 SH SOLE 0 1775 0 0 CENTEX CORPORATION COM COM 152312104 329 4600 SH SOLE 0 4600 0 0 CENTURYTEL INC COM COM 156700106 93 2800 SH SOLE 0 2800 0 0 CHEVRON CORPORATION COM COM 166764100 2149 37856 SH SOLE 0 37856 0 0 CHIRON CORPORATION COM COM 170040109 618 13900 SH SOLE 0 13900 0 0 CHUBB CORPORATION COM COM 171232101 644 6600 SH SOLE 0 6600 0 0 CINCINNATI FINANCIAL CORP COM COM 172062101 72 1602 SH SOLE 0 1602 0 0 CINERGY CORPORATION COM COM 172474108 403 9489 SH SOLE 0 9489 0 0 CISCO SYSTEM INC COM COM 17275R102 2152 125700 SH SOLE 0 125700 0 0 CINTAS CORPORATION COM COM 172908105 74 1800 SH SOLE 0 1800 0 0 CITIGROUP INC COM COM 172967101 4933 101653 SH SOLE 0 101653 0 0 CITIZENS COMMUNICATIONS CO COM COM 17453B101 804 65700 SH SOLE 0 65700 0 0 CITRIX SYS INC COM COM 177376100 6743 234700 SH SOLE 0 234700 0 0 CLEAR CHANNEL COMMUNICATIONS INC COM COM 184502102 447 14200 SH SOLE 0 14200 0 0 CLOROX CO COM COM 189054109 14069 247300 SH SOLE 0 247300 0 0 COACH INC COM COM 189754104 964 28900 SH SOLE 0 28900 0 0 COCA COLA COMPANY COM COM 191216100 17882 443600 SH SOLE 0 443600 0 0 COCA COLA ENTERPRISES INC COM COM 191219104 1426 74400 SH SOLE 0 74400 0 0 COLGATE PALMOLIVE CO COM COM 194162103 17568 320300 SH SOLE 0 320300 0 0 COMCAST CORPORATION CL A COM 20030N101 1713 66096 SH SOLE 0 66096 0 0 COMPASS BANCSHARES INC COM COM 20449H109 77 1600 SH SOLE 0 1600 0 0 COMPUTER ASSOCIATES INTL INC COM COM 204912109 196 6950 SH SOLE 0 6950 0 0 COMVERSE TECHNOLOGY INC COM COM 205862402 199 7500 SH SOLE 0 7500 0 0 CONAGRA FOODS INC COM COM 205887102 933 46000 SH SOLE 0 46000 0 0 CONOCOPHILLIPS COM COM 20825C104 2593 44570 SH SOLE 0 44570 0 0 CONSOLIDATED EDISON INC COM COM 209115104 769 16600 SH SOLE 0 16600 0 0 CONSTELLATION BRANDS INC CL A COM 21036P108 34 1300 SH SOLE 0 1300 0 0 CONSTELLATION ENERGY GROUP INC COM COM 210371100 651 11300 SH SOLE 0 11300 0 0 CORNING INC COM COM 219350105 11841 602300 SH SOLE 0 602300 0 0 COSTCO WHOLESALE CORP COM COM 22160K105 534 10800 SH SOLE 0 10800 0 0 COUNTRYWIDE FINANCIAL CORP COM COM 222372104 198 5800 SH SOLE 0 5800 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 8553 150150 SH SOLE 0 150150 0 0 D R HORTON INC COM COM 23331A109 129 3600 SH SOLE 0 3600 0 0 DTE ENERGY CO COM COM 233331107 1058 24500 SH SOLE 0 24500 0 0 DANAHER CORPORATION COM COM 235851102 1249 22400 SH SOLE 0 22400 0 0 DARDEN RESTAURANTS INC COM COM 237194105 12033 309500 SH SOLE 0 309500 0 0 DEERE & CO COM COM 244199105 48 700 SH SOLE 0 700 0 0 DELL INC COM COM 24702R101 1030 34400 SH SOLE 0 34400 0 0 DEVON ENERGY CORPORATION COM COM 25179M103 819 13100 SH SOLE 0 13100 0 0 DISNEY (WALT) COMPANY COM COM 254687106 647 27000 SH SOLE 0 27000 0 0 DOMINION RESOURCES INC COM COM 25746U109 942 12200 SH SOLE 0 12200 0 0 DONNELLEY R R & SONS CO COM COM 257867101 96 2800 SH SOLE 0 2800 0 0 DOW CHEMICAL COMPANY COM COM 260543103 336 7666 SH SOLE 0 7666 0 0 DU PONT E I DE NEMOURS & CO COM COM 263534109 1126 26505 SH SOLE 0 26505 0 0 DUKE ENERGY CORPORATION COM COM 264399106 351 12800 SH SOLE 0 12800 0 0 EMC CORP MASS COM COM 268648102 443 32500 SH SOLE 0 32500 0 0 EOG RESOURCES INC COM COM 26875P101 21285 290100 SH SOLE 0 290100 0 0 EASTMAN CHEM CO COM COM 277432100 567 11000 SH SOLE 0 11000 0 0 EASTMAN KODAK CO COM COM 277461109 211 9000 SH SOLE 0 9000 0 0 EATON CORPORATION COM COM 278058102 47 700 SH SOLE 0 700 0 0 ECOLAB INC COM COM 278865100 2466 68000 SH SOLE 0 68000 0 0 EDISON INTERNATIONAL COM COM 281020107 1374 31500 SH SOLE 0 31500 0 0 ELECTRONIC ARTS INC COM COM 285512109 241 4600 SH SOLE 0 4600 0 0 ELECTRONIC DATA SYSTEM CORP COM COM 285661104 63 2600 SH SOLE 0 2600 0 0 EMERSON ELECTRIC CO COM COM 291011104 30 400 SH SOLE 0 400 0 0 ENTERGY CORPORATION COM COM 29364G103 1030 15000 SH SOLE 0 15000 0 0 EQUIFAX INC COM COM 294429105 12227 321600 SH SOLE 0 321600 0 0 EQUITY OFFICE PROPERTIES TRUST REIT COM 294741103 749 24700 SH SOLE 0 24700 0 0 EQUITY RESIDENTIAL COM 29476L107 321 8200 SH SOLE 0 8200 0 0 EXELON CORPORATION COM COM 30161N101 1771 33324 SH SOLE 0 33324 0 0 EXPRESS SCRIPTS INC COM COM 302182100 25551 304900 SH SOLE 0 304900 0 0 EXXON MOBIL CORPORATION COM COM 30231G102 74587 1327884 SH SOLE 0 13278840 0 FPL GROUP INC COM COM 302571104 719 17300 SH SOLE 0 17300 0 0 FAMILY DOLLAR STORES INC COM COM 307000109 20 800 SH SOLE 0 800 0 0 FREDDIE MAC COM COM 313400301 261 4000 SH SOLE 0 4000 0 0 FEDERATED DEPT STORES INC COM COM 31410H101 1337 20161 SH SOLE 0 20161 0 0 FEDERATED INVS INC PA CL B COM 314211103 2774 74900 SH SOLE 0 74900 0 0 FEDEX CORPORATION COM COM 31428X106 405 3920 SH SOLE 0 3920 0 0 FIRST DATA CORPORATION COM COM 319963104 2744 63800 SH SOLE 0 63800 0 0 FISERV INC COM COM 337738108 524 12100 SH SOLE 0 12100 0 0 FIRSTENERGY CORPORATION COM COM 337932107 1296 26461 SH SOLE 0 26461 0 0 FISHER SCIENTIFIC INTL INC COM COM 338032204 31 500 SH SOLE 0 500 0 0 FLUOR CORPORATION COM COM 343412102 178 2300 SH SOLE 0 2300 0 0 FOREST LABS INC COM COM 345838106 25193 619300 SH SOLE 0 619300 0 0 FORTUNE BRANDS INC COM COM 349631101 1701 21800 SH SOLE 0 21800 0 0 FRANKLIN RESOURCES INC COM COM 354613101 24302 258500 SH SOLE 0 258500 0 0 FREESCALE SEMICONDUCTOR INC CL B COM 35687M206 354 14073 SH SOLE 0 14073 0 0 GANNETT INC COM COM 364730101 472 7800 SH SOLE 0 7800 0 0 GAP INC COM COM 364760108 19 1087 SH SOLE 0 1087 0 0 GENERAL DYNAMICS CORPORATION COM COM 369550108 342 3000 SH SOLE 0 3000 0 0 GENERAL ELECTRIC CO COM COM 369604103 71817 2049000 SH SOLE 0 20490000 0 GENERAL MILLS INC COM COM 370334104 9780 198300 SH SOLE 0 198300 0 0 GENUINE PARTS CO COM COM 372460105 1827 41600 SH SOLE 0 41600 0 0 GENWORTH FINANCIAL INC CL A COM 37247D106 422 12200 SH SOLE 0 12200 0 0 GENZYME CORPORATION - GENL DIV COM COM 372917104 3950 55800 SH SOLE 0 55800 0 0 GILEAD SCIENCES INC COM COM 375558103 3496 66500 SH SOLE 0 66500 0 0 GOLDEN WEST FINANCIAL CORP COM COM 381317106 1419 21500 SH SOLE 0 21500 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 1481 11600 SH SOLE 0 11600 0 0 GOODRICH CORPORATION COM COM 382388106 107 2600 SH SOLE 0 2600 0 0 GRAINGER W W INC COM COM 384802104 242 3400 SH SOLE 0 3400 0 0 GUIDANT CORPORATION COM COM 401698105 19684 304000 SH SOLE 0 304000 0 0 HCA INC COM COM 404119109 38410 760600 SH SOLE 0 760600 0 0 HALLIBURTON CO COM COM 406216101 11679 188500 SH SOLE 0 188500 0 0 HARRAHS ENTERTAINMENT INC COM COM 413619107 17587 246700 SH SOLE 0 246700 0 0 HARTFORD FINL SVCS GRP INC COM COM 416515104 1005 11700 SH SOLE 0 11700 0 0 HEALTH MANAGEMENT ASSOC INC CL A COM 421933102 997 45400 SH SOLE 0 45400 0 0 HEINZ (H J) COMPANY COM COM 423074103 57 1700 SH SOLE 0 1700 0 0 THE HERSEY COMPANY COM COM 427866108 27305 494200 SH SOLE 0 494200 0 0 HEWLETT PACKARD COMPANY COM COM 428236103 1830 63931 SH SOLE 0 63931 0 0 HILTON HOTELS CORPORATION COM COM 432848109 571 23700 SH SOLE 0 23700 0 0 HONEYWELL INTERNATIONAL INC COM COM 438516106 19 500 SH SOLE 0 500 0 0 HOSPIRA INC COM COM 441060100 12158 284200 SH SOLE 0 284200 0 0 HUMANA INC COM COM 444859102 1108 20400 SH SOLE 0 20400 0 0 IMS HEALTH INC COM COM 449934108 324 13000 SH SOLE 0 13000 0 0 ITT INDUSTRIES INC COM COM 450911102 925 9000 SH SOLE 0 9000 0 0 INTEL CORPORATION COM COM 458140100 17574 704100 SH SOLE 0 704100 0 0 INTL BUSINESS MACHINES INC COM COM 459200101 6987 85000 SH SOLE 0 85000 0 0 INTL FLAVORS & FRAGRANCES COM COM 459506101 184 5500 SH SOLE 0 5500 0 0 INTERPUBLIC GROUP COS INC COM COM 460690100 146 15100 SH SOLE 0 15100 0 0 INTUIT COM COM 461202103 11438 214600 SH SOLE 0 214600 0 0 JPMORGAN CHASE & CO COM COM 46625H100 1297 32672 SH SOLE 0 32672 0 0 JABIL CIRCUIT INC COM COM 466313103 664 17900 SH SOLE 0 17900 0 0 JEFFERSON PILOT COM COM 475070108 125 2200 SH SOLE 0 2200 0 0 JOHNSON & JOHNSON COM COM 478160104 49192 818500 SH SOLE 0 818500 0 0 JOHNSON CONTROLS COM COM 478366107 445 6100 SH SOLE 0 6100 0 0 KLA-TENCOR CORPORATION COM COM 482480100 207 4200 SH SOLE 0 4200 0 0 KB HOME COM COM 48666K109 1235 17000 SH SOLE 0 17000 0 0 KELLOGG CO COM COM 487836108 15084 349000 SH SOLE 0 349000 0 0 KERR MCGEE CORPORATION COM COM 492386107 1666 18336 SH SOLE 0 18336 0 0 KEYCORP COM COM 493267108 392 11900 SH SOLE 0 11900 0 0 KEYSPAN CORPORATION COM COM 49337W100 82 2300 SH SOLE 0 2300 0 0 KIMBERLY CLARK CORP COM COM 494368103 177 2968 SH SOLE 0 2968 0 0 KINDER MORGAN INC COM COM 49455P101 21765 236700 SH SOLE 0 236700 0 0 KING PHARMACEUTICALS INC COM COM 495582108 807 47700 SH SOLE 0 47700 0 0 KNIGHT-RIDDER INC COM COM 499040103 405 6400 SH SOLE 0 6400 0 0 KOHLS CORPORATION COM COM 500255104 583 12000 SH SOLE 0 12000 0 0 KROGER CO COM COM 501044101 93 4900 SH SOLE 0 4900 0 0 L-3 COMMUNICATIONS CORP COM COM 502424104 15 200 SH SOLE 0 200 0 0 LABORATORY CORP OF AMER (HLDG) COM COM 50540R409 275 5100 SH SOLE 0 5100 0 0 LEHMAN BROS HLDGS INC COM COM 524908100 2563 20000 SH SOLE 0 20000 0 0 LENNAR CORPORATION CL A COM 526057104 61 1000 SH SOLE 0 1000 0 0 LEXMARK INTERNATIONAL INC COM COM 529771107 9 200 SH SOLE 0 200 0 0 LILLY ELI & CO COM COM 532457108 17594 310900 SH SOLE 0 310900 0 0 LINCOLN NATL CORP IND COM COM 534187109 117 2200 SH SOLE 0 2200 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 545 15100 SH SOLE 0 15100 0 0 LIZ CLAIBORNE INC COM COM 539320101 64 1800 SH SOLE 0 1800 0 0 LOCKHEED MARTIN CORP COM COM 539830109 19751 310400 SH SOLE 0 310400 0 0 LOEWS CORPORATION COM COM 540424108 3244 34200 SH SOLE 0 34200 0 0 LOWES COMPANIES INC COM COM 548661107 227 3400 SH SOLE 0 3400 0 0 M & T BANK CORPORATION COM COM 55261F104 1156 10600 SH SOLE 0 10600 0 0 MGIC INVESTMENT CORPORATION COM COM 552848103 92 1400 SH SOLE 0 1400 0 0 MANOR CARE INC COM COM 564055101 418 10500 SH SOLE 0 10500 0 0 MARATHON OIL CORPORATION COM COM 565849106 1073 17592 SH SOLE 0 17592 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 543 17100 SH SOLE 0 17100 0 0 MARSHALL & ILSLEY CORPORATION COM COM 571834100 495 11500 SH SOLE 0 11500 0 0 MARRIOTT INTERNATIONAL INC CL A COM 571903202 13113 195800 SH SOLE 0 195800 0 0 MATTEL INC COM COM 577081102 433 27400 SH SOLE 0 27400 0 0 MAXIM INTEGRATED PRODUCTS INC COM COM 57772K101 112 3100 SH SOLE 0 3100 0 0 MCCORMICK & CO INC COM COM 579780206 269 8700 SH SOLE 0 8700 0 0 MCDONALD'S CORPORATION COM COM 580135101 37 1100 SH SOLE 0 1100 0 0 MCGRAW HILL COS INC COM COM 580645109 4745 91900 SH SOLE 0 91900 0 0 MCKESSON CORPORATION COM COM 58155Q103 1156 22400 SH SOLE 0 22400 0 0 MEADWESTVACO CORPORATION COM COM 583334107 56 2000 SH SOLE 0 2000 0 0 MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 3506 62832 SH SOLE 0 62832 0 0 MEDIMMUNE INC COM COM 584699102 4490 128200 SH SOLE 0 128200 0 0 MEDTRONIC INC COM COM 585055106 11952 207600 SH SOLE 0 207600 0 0 MERCK & CO INC COM COM 589331107 31075 976900 SH SOLE 0 976900 0 0 MERCURY INTERACTIVE CORP COM COM 589405109 333 12000 SH SOLE 0 12000 0 0 MERRILL LYNCH & CO INC COM COM 590188108 386 5700 SH SOLE 0 5700 0 0 METLIFE INC COM COM 59156R108 1539 31400 SH SOLE 0 31400 0 0 MICROSOFT CORPORATION COM COM 594918104 47509 1816800 SH SOLE 0 18168000 0 MICRON TECHNOLOGY INC COM COM 595112103 105 7900 SH SOLE 0 7900 0 0 MILLIPORE CORPORATION COM COM 601073109 6677 101100 SH SOLE 0 101100 0 0 MONSANTO COMPANY COM COM 61166W101 1791 23100 SH SOLE 0 23100 0 0 MOODYS CORPORATION COM COM 615369105 19925 324400 SH SOLE 0 324400 0 0 MORGAN STANLEY COM COM 617446448 412 7260 SH SOLE 0 7260 0 0 MOTOROLA INC COM COM 620076109 395 17500 SH SOLE 0 17500 0 0 MURPHY OIL CORPORATION COM COM 626717102 81 1500 SH SOLE 0 1500 0 0 MYLAN LABS INC COM COM 628530107 725 36300 SH SOLE 0 36300 0 0 NCR CORPORATION COM COM 62886E108 1198 35300 SH SOLE 0 35300 0 0 NATIONAL OILWELL VARCO INC COM COM 637071101 796 12700 SH SOLE 0 12700 0 0 NATIONAL SEMICONDUCTOR CORP COM COM 637640103 15349 590800 SH SOLE 0 590800 0 0 NETWORK APPLIANCE INC COM COM 64120L104 267 9900 SH SOLE 0 9900 0 0 NEW YORK TIMES CL A COM 650111107 82 3100 SH SOLE 0 3100 0 0 NEWELL RUBBERMAID INC COM COM 651229106 6121 257400 SH SOLE 0 257400 0 0 NEWS CORP INC-CL A COM 65248E104 1183 76100 SH SOLE 0 76100 0 0 NICOR INC COM COM 654086107 130 3300 SH SOLE 0 3300 0 0 NIKE INC CL B COM 654106103 3932 45300 SH SOLE 0 45300 0 0 NISOURCE INC COM COM 65473P105 102 4900 SH SOLE 0 4900 0 0 NORDSTORM INC COM COM 655664100 14051 375700 SH SOLE 0 375700 0 0 NORFOLK SOUTHERN CORPORATION COM COM 655844108 677 15100 SH SOLE 0 15100 0 0 NORTH FORK BANCORPORATION INC NY COM COM 659424105 60 2200 SH SOLE 0 2200 0 0 NORTHERN TRUST CORPORATION COM COM 665859104 373 7200 SH SOLE 0 7200 0 0 NORTHROP GRUMMAN CORPORATION COM COM 666807102 606 10078 SH SOLE 0 10078 0 0 NOVELLUS SYSTEMS INC COM COM 670008101 82 3400 SH SOLE 0 3400 0 0 NVIDIA CORPORATION COM COM 67066G104 4837 132300 SH SOLE 0 132300 0 0 OCCIDENTAL PETEROLEUM CORP COM COM 674599105 1558 19500 SH SOLE 0 19500 0 0 OFFICE DEPOT INC COM COM 676220106 1498 47700 SH SOLE 0 47700 0 0 OFFICEMAX INC COM COM 67622P101 41 1600 SH SOLE 0 1600 0 0 OMNICOM GROUP COM COM 681919106 9705 114000 SH SOLE 0 114000 0 0 ORACLE CORPORATION COM COM 68389X105 11085 907872 SH SOLE 0 907872 0 0 P G & E CORPORATION COM COM 69331C108 1258 33900 SH SOLE 0 33900 0 0 PNC FINANCIAL SERVICES GROUP COM COM 693475105 173 2800 SH SOLE 0 2800 0 0 P P G INDUSTRIES INC COM COM 693506107 226 3900 SH SOLE 0 3900 0 0 PPL CORPORATION COM 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