UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 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: Verizon Investment Management Corp. ----------------------------------- Address: 695 Main Street, 6th Floor ----------------------------------- Stamford, Connecticut 06901 ----------------------------------- ----------------------------------- Form 13F File Number: 028-04063 --------------------- 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: William J. Raver ------------------------------- Title: Chief Operating Officer ------------------------------- Phone: 203 965-3361 ------------------------------- Signature, Place, and Date of Signing: /S/ Stamford, Connecticut 5/04/04 ------------------------------- --------------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 949 -------------------- Form 13F Information Table Value Total: $5,795,569 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VERIZON INVESTMENT MANAGEMENT CORP. FORM 13F - SOLE INSTR V. NONE AUTHORITY MARCH 31, 2004 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- ACE LTD ORD G0070K103 1,033 24,205 X 24,205 COOPER INDS LTD CL A G24182100 4,020 70,307 X 70,307 EVEREST RE GROUP LTD COM G3223R108 752 8,800 X 8,800 GLOBALSANTAFE CORP SHS G3930E101 350 12,600 X 12,600 INGERSOLL-RAND COMPANY LTD CL A G4776G101 5,615 83,001 X 83,001 IPC HLDGS LTD ORD G4933P101 1,410 35,800 X 35,800 NABORS INDUSTRIES LTD SHS G6359F103 766 16,741 X 16,741 NOBLE CORPORATION SHS G65422100 447 11,628 X 11,628 SCOTTISH RE GROUP LTD ORD G7885T104 525 21,700 X 21,700 TRANSOCEAN INC ORD G90078109 1,618 58,026 X 58,026 WEATHERFORD INTERNATIONAL LT COM G95089101 698 16,608 X 16,608 XL CAP LTD CL A G98255105 949 12,482 X 12,482 ALCON INC COM SHS H01301102 576 9,100 X 9,100 A D C TELECOMMUNICATIONS COM 000886101 499 172,189 X 172,189 AFLAC INC COM 001055102 6,995 174,257 X 174,257 AES CORP COM 00130H105 1,464 171,594 X 171,594 AT&T CORP COM NEW 001957505 6,996 357,469 X 357,469 AT&T WIRELESS SVCS INC COM 00209A106 13,481 990,554 X 990,554 ABBOTT LABS COM 002824100 34,708 844,489 X 844,489 ABERCROMBIE & FITCH CO CL A 002896207 655 19,347 X 19,347 ACTIVISION INC NEW COM NEW 004930202 985 62,250 X 62,250 ACXIOM CORP COM 005125109 294 13,377 X 13,377 ADOBE SYS INC COM 00724F101 4,128 105,041 X 105,041 ADTRAN INC COM 00738A106 251 8,344 X 8,344 ADVANCE AUTO PARTS INC COM 00751Y106 1,781 43,800 X 43,800 ADVANCED FIBRE COMMUNICATION COM 00754A105 227 10,262 X 10,262 ADVANCED MICRO DEVICES INC COM 007903107 2,950 181,757 X 181,757 AETNA INC NEW COM 00817Y108 8,294 92,446 X 92,446 AFFILIATED COMPUTER SERVICES CL A 008190100 3,736 71,994 X 71,994 AFFYMETRIX INC COM 00826T108 421 12,464 X 12,464 AGERE SYS INC CL B 00845V209 1,083 347,068 X 347,068 AGILENT TECHNOLOGIES INC COM 00846U101 3,394 107,310 X 107,310 AIR PRODS & CHEMS INC COM 009158106 5,003 99,818 X 99,818 ALBEMARLE CORP COM 012653101 218 7,500 X 7,500 ALBERTO CULVER CO COM 013068101 5,068 115,525 X 115,525 ALBERTSONS INC COM 013104104 2,227 100,520 X 100,520 ALCOA INC COM 013817101 14,891 429,268 X 429,268 ALLEGHENY ENERGY INC COM 017361106 159 11,633 X 11,633 ALLERGAN INC COM 018490102 8,034 95,461 X 95,461 ALLETE INC COM 018522102 1,625 46,300 X 46,300 ALLIANCE DATA SYSTEMS CORP COM 018581108 511 15,235 X 15,235 ALLIANT TECHSYSTEMS INC COM 018804104 605 11,128 X 11,128 ALLIED CAP CORP NEW COM 01903Q108 227 7,496 X 7,496 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 850 63,876 X 63,876 ALLSTATE CORP COM 020002101 18,424 405,274 X 405,274 ALLTEL CORP COM 020039103 9,989 200,213 X 200,213 ALTERA CORP COM 021441100 4,994 243,850 X 243,850 ALTRIA GROUP INC COM 02209S103 56,874 1,044,510 X 1,044,510 AMAZON COM INC COM 023135106 7,924 183,090 X 183,090 AMBAC FINL GROUP INC COM 023139108 5,601 75,913 X 75,913 AMERADA HESS CORP COM 023551104 2,282 34,961 X 34,961 AMEREN CORP COM 023608102 1,798 39,021 X 39,021 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 528 19,600 X 19,600 AMERICAN ELEC PWR INC COM 025537101 5,433 165,032 X 165,032 AMERICAN EXPRESS CO COM 025816109 30,869 595,354 X 595,354 AMERICAN INTL GROUP INC COM 026874107 87,936 1,232,463 X 1,232,463 AMERICAN PHARMACEUTICALS PTN COM 02886P109 2,285 48,715 X 48,715 AMERICAN PHYSICIANS CAPITAL COM 028884104 842 40,290 X 40,290 1 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- AMERICAN PWR CONVERSION CORP COM 029066107 2,493 108,458 X 108,458 AMERICAN STD COS INC DEL COM 029712106 3,834 33,710 X 33,710 AMERICAN TOWER CORP CL A 029912201 550 48,502 X 48,502 AMERICREDIT CORP COM 03060R101 267 15,694 X 15,694 AMERISTAR CASINOS INC COM 03070Q101 734 21,900 X 21,900 AMERISOURCEBERGEN CORP COM 03073E105 2,421 44,273 X 44,273 AMERITRADE HLDG CORP NEW COM 03074K100 1,865 121,087 X 121,087 AMETEK INC NEW COM 031100100 1,790 69,808 X 69,808 AMGEN INC COM 031162100 47,096 809,903 X 809,903 AMKOR TECHNOLOGY INC COM 031652100 283 19,310 X 19,310 AMPHENOL CORP NEW CL A 032095101 707 23,806 X 23,806 AMSOUTH BANCORPORATION COM 032165102 1,410 59,989 X 59,989 AMYLIN PHARMACEUTICALS INC COM 032346108 464 19,588 X 19,588 ANADARKO PETE CORP COM 032511107 6,194 119,445 X 119,445 ANALOG DEVICES INC COM 032654105 12,735 265,266 X 265,266 ANDREW CORP COM 034425108 1,056 60,340 X 60,340 ANDRX CORP DEL ANDRX GROUP 034553107 544 19,988 X 19,988 ANHEUSER BUSCH COS INC COM 035229103 23,500 460,791 X 460,791 ANSYS INC COM 03662Q105 501 12,600 X 12,600 ANTHEM INC COM 03674B104 9,515 104,974 X 104,974 AON CORP COM 037389103 1,183 42,391 X 42,391 APACHE CORP COM 037411105 6,936 160,678 X 160,678 APARTMENT INVT & MGMT CO CL A 03748R101 427 13,735 X 13,735 APOLLO GROUP INC CL A 037604105 13,532 157,062 X 157,062 APOLLO GROUP INC COM UNV PHOENX 037604204 6,125 70,384 X 70,384 APPLE COMPUTER INC COM 037833100 4,182 154,671 X 154,671 APPLEBEES INTL INC COM 037899101 3,261 79,009 X 79,009 APRIA HEALTHCARE GROUP INC COM 037933108 321 10,712 X 10,712 APPLERA CORP COM AP BIO GRP 038020103 1,142 57,747 X 57,747 APPLIED MICRO CIRCUITS CORP COM 03822W109 372 65,138 X 65,138 APPLIED MATLS INC COM 038222105 23,923 1,121,588 X 1,121,588 APTARGROUP INC COM 038336103 1,155 30,068 X 30,068 ARAMARK CORP CL B 038521100 519 18,932 X 18,932 ARCHER DANIELS MIDLAND CO COM 039483102 1,468 86,991 X 86,991 ARCHSTONE SMITH TR COM 039583109 318 10,783 X 10,783 ARROW ELECTRS INC COM 042735100 923 36,257 X 36,257 ASHLAND INC COM 044204105 487 10,475 X 10,475 ASSOCIATED BANC CORP COM 045487105 370 8,271 X 8,271 ATMEL CORP COM 049513104 340 52,343 X 52,343 AUTODESK INC COM 052769106 663 21,020 X 21,020 AUTOLIV INC COM 052800109 2,292 55,904 X 55,904 AUTOMATIC DATA PROCESSING IN COM 053015103 10,478 249,479 X 249,479 AUTONATION INC COM 05329W102 1,378 80,831 X 80,831 AUTOZONE INC COM 053332102 3,389 39,417 X 39,417 AVALONBAY CMNTYS INC COM 053484101 206 3,839 X 3,839 AVAYA INC COM 053499109 3,025 190,514 X 190,514 AVERY DENNISON CORP COM 053611109 3,297 52,997 X 52,997 AVID TECHNOLOGY INC COM 05367P100 586 12,700 X 12,700 AVNET INC COM 053807103 871 35,568 X 35,568 AVOCENT CORP COM 053893103 287 7,787 X 7,787 AVON PRODS INC COM 054303102 12,606 166,147 X 166,147 AZTAR CORP COM 054802103 483 19,700 X 19,700 BB&T CORP COM 054937107 3,159 89,491 X 89,491 BISYS GROUP INC COM 055472104 399 23,792 X 23,792 BJ SVCS CO COM 055482103 3,945 91,169 X 91,169 BOK FINL CORP COM NEW 05561Q201 1,380 33,655 X 33,655 BP PLC SPONSORED ADR 055622104 1,270 24,800 X 24,800 BMC SOFTWARE INC COM 055921100 2,849 145,715 X 145,715 2 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- BAKER HUGHES INC COM 057224107 7,776 213,164 X 213,164 BALL CORP COM 058498106 3,488 51,454 X 51,454 BANK OF AMERICA CORPORATION COM 060505104 72,607 896,600 X 896,600 BANK HAWAII CORP COM 062540109 3,803 82,076 X 82,076 BANK NEW YORK INC COM 064057102 4,150 131,732 X 131,732 BANK ONE CORP COM 06423A103 18,795 344,731 X 344,731 BANKNORTH GROUP INC NEW COM 06646R107 1,097 32,221 X 32,221 BARD C R INC COM 067383109 3,675 37,639 X 37,639 BARNES & NOBLE INC COM 067774109 931 28,561 X 28,561 BARNES GROUP INC COM 067806109 549 19,700 X 19,700 BARR PHARMACEUTICALS INC COM 068306109 2,164 47,154 X 47,154 BAUSCH & LOMB INC COM 071707103 1,689 28,169 X 28,169 BAXTER INTL INC COM 071813109 6,970 225,633 X 225,633 BEA SYS INC COM 073325102 2,396 188,349 X 188,349 BEAR STEARNS COS INC COM 073902108 12,620 143,933 X 143,933 BEARINGPOINT INC COM 074002106 162 15,147 X 15,147 BECKMAN COULTER INC COM 075811109 3,232 59,261 X 59,261 BECTON DICKINSON & CO COM 075887109 5,115 105,515 X 105,515 BED BATH & BEYOND INC COM 075896100 6,171 147,285 X 147,285 BELLSOUTH CORP COM 079860102 19,275 696,095 X 696,095 BELO CORP COM SER A 080555105 336 12,099 X 12,099 BEMIS INC COM 081437105 597 22,974 X 22,974 BERKLEY W R CORP COM 084423102 2,461 61,707 X 61,707 BERKSHIRE HATHAWAY INC DEL CL A 084670108 9,143 98 X 98 BEST BUY INC COM 086516101 9,277 179,375 X 179,375 BIG LOTS INC COM 089302103 367 25,296 X 25,296 BIO RAD LABS INC CL A 090572207 204 3,614 X 3,614 BIOMET INC COM 090613100 2,950 76,898 X 76,898 BIOGEN IDEC INC COM 09062X103 5,365 96,502 X 96,502 BLACK & DECKER CORP COM 091797100 1,400 24,596 X 24,596 BLACKROCK INC CL A 09247X101 743 12,144 X 12,144 BLOCK H & R INC COM 093671105 3,020 59,190 X 59,190 BOEING CO COM 097023105 11,361 276,627 X 276,627 BOISE CASCADE CORP COM 097383103 390 11,251 X 11,251 BORG WARNER INC COM 099724106 4,016 47,345 X 47,345 BOSTON PROPERTIES INC COM 101121101 223 4,107 X 4,107 BOSTON SCIENTIFIC CORP COM 101137107 26,036 614,349 X 614,349 BOWATER INC COM 102183100 607 13,907 X 13,907 BRINKER INTL INC COM 109641100 1,493 39,372 X 39,372 BRISTOL MYERS SQUIBB CO COM 110122108 25,043 1,033,539 X 1,033,539 BROADCOM CORP CL A 111320107 2,802 71,817 X 71,817 BROCADE COMMUNICATIONS SYS I COM 111621108 257 38,666 X 38,666 BROWN & BROWN INC COM 115236101 891 22,997 X 22,997 BROWN FORMAN CORP CL B 115637209 2,077 43,590 X 43,590 BRUNSWICK CORP COM 117043109 526 12,882 X 12,882 BURLINGTON NORTHN SANTA FE C COM 12189T104 6,365 202,051 X 202,051 BURLINGTON RES INC COM 122014103 3,909 61,441 X 61,441 CBRL GROUP INC COM 12489V106 294 7,406 X 7,406 C D W CORP COM 12512N105 2,735 40,460 X 40,460 C H ROBINSON WORLDWIDE INC COM 12541W100 882 21,257 X 21,257 CIGNA CORP COM 125509109 1,322 22,401 X 22,401 CIT GROUP INC COM 125581108 5,389 141,624 X 141,624 CMS ENERGY CORP COM 125896100 134 14,933 X 14,933 CSX CORP COM 126408103 2,159 71,264 X 71,264 CVS CORP COM 126650100 5,375 152,257 X 152,257 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,298 56,716 X 56,716 CADENCE DESIGN SYSTEM INC COM 127387108 387 26,255 X 26,255 CAESARS ENTMT INC COM 127687101 221 16,921 X 16,921 3 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- CALPINE CORP COM 131347106 576 123,438 X 123,438 CAMPBELL SOUP CO COM 134429109 1,759 64,490 X 64,490 CAPITAL ONE FINL CORP COM 14040H105 11,244 149,069 X 149,069 CAPITOL FED FINL COM 14057C106 251 6,978 X 6,978 CARDINAL HEALTH INC COM 14149Y108 17,766 257,846 X 257,846 CAREER EDUCATION CORP COM 141665109 6,304 111,478 X 111,478 CAREMARK RX INC COM 141705103 7,931 238,540 X 238,540 CARLISLE COS INC COM 142339100 967 17,071 X 17,071 CARMAX INC COM 143130102 1,290 44,171 X 44,171 CARNIVAL CORP PAIRED CTF 143658300 2,603 57,966 X 57,966 CATELLUS DEV CORP NEW COM 149113102 1,218 46,815 X 46,815 CATERPILLAR INC DEL COM 149123101 15,055 190,401 X 190,401 CELGENE CORP COM 151020104 2,228 46,760 X 46,760 CENDANT CORP COM 151313103 17,577 720,680 X 720,680 CENTERPOINT ENERGY INC COM 15189T107 489 42,755 X 42,755 CENTEX CORP COM 152312104 3,157 58,402 X 58,402 CENTURYTEL INC COM 156700106 2,314 84,188 X 84,188 CEPHALON INC COM 156708109 612 10,680 X 10,680 CERIDIAN CORP NEW COM 156779100 369 18,745 X 18,745 CERTEGY INC COM 156880106 400 11,421 X 11,421 CHARLES RIV LABS INTL INC COM 159864107 411 9,599 X 9,599 CHARTER ONE FINL INC COM 160903100 1,169 33,051 X 33,051 CHECKFREE CORP NEW COM 162813109 741 25,146 X 25,146 CHEESECAKE FACTORY INC COM 163072101 465 10,086 X 10,086 CHELSEA PPTY GROUP INC COM 163421100 247 3,922 X 3,922 CHESAPEAKE ENERGY CORP COM 165167107 1,194 89,095 X 89,095 CHEVRONTEXACO CORP COM 166764100 39,404 448,893 X 448,893 CHICAGO MERCANTILE HLDGS INC CL A 167760107 2,726 28,182 X 28,182 CHICOS FAS INC COM 168615102 2,876 61,991 X 61,991 CHIRON CORP COM 170040109 2,930 66,565 X 66,565 CHOICEPOINT INC COM 170388102 1,435 37,733 X 37,733 CHUBB CORP COM 171232101 7,294 104,887 X 104,887 CHURCH & DWIGHT INC COM 171340102 535 12,363 X 12,363 CIENA CORP COM 171779101 566 113,929 X 113,929 CINCINNATI FINL CORP COM 172062101 1,122 25,819 X 25,819 CINERGY CORP COM 172474108 2,611 63,864 X 63,864 CIRCUIT CITY STORE INC COM 172737108 329 29,143 X 29,143 CISCO SYS INC COM 17275R102 107,894 4,577,609 X 4,577,609 CINTAS CORP COM 172908105 2,893 66,522 X 66,522 CITIGROUP INC COM 172967101 143,503 2,775,689 X 2,775,689 CITIZENS COMMUNICATIONS CO COM 17453B101 538 41,602 X 41,602 CITRIX SYS INC COM 177376100 2,439 112,794 X 112,794 CLAIRES STORES INC COM 179584107 1,367 65,586 X 65,586 CLARCOR INC COM 179895107 1,611 36,500 X 36,500 CLEAR CHANNEL COMMUNICATIONS COM 184502102 12,679 299,380 X 299,380 CLOROX CO DEL COM 189054109 3,873 79,184 X 79,184 COACH INC COM 189754104 15,072 367,690 X 367,690 COCA COLA CO COM 191216100 70,183 1,395,292 X 1,395,292 COCA COLA ENTERPRISES INC COM 191219104 2,798 115,773 X 115,773 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,538 56,092 X 56,092 COLGATE PALMOLIVE CO COM 194162103 14,423 261,760 X 261,760 COLUMBIA SPORTSWEAR CO COM 198516106 587 10,601 X 10,601 COMCAST CORP NEW CL A 20030N101 22,084 767,857 X 767,857 COMCAST CORP NEW CL A SPL 20030N200 4,551 163,400 X 163,400 COMERICA INC COM 200340107 2,630 48,413 X 48,413 COMMERCE BANCORP INC NJ COM 200519106 2,060 31,268 X 31,268 COMMERCE BANCSHARES INC COM 200525103 206 4,324 X 4,324 COMMUNITY HEALTH SYS INC NEW COM 203668108 620 22,280 X 22,280 4 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- COMPASS BANCSHARES INC COM 20449H109 610 14,710 X 14,710 COMPUTER ASSOC INTL INC COM 204912109 7,600 282,963 X 282,963 COMPUTER SCIENCES CORP COM 205363104 5,965 147,900 X 147,900 COMPUWARE CORP COM 205638109 438 59,151 X 59,151 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,035 57,059 X 57,059 CONAGRA FOODS INC COM 205887102 4,954 183,896 X 183,896 CONEXANT SYSTEMS INC COM 207142100 70 11,500 X 11,500 CONNECTICUT BANCSHARES INC COM 207540105 260 5,000 X 5,000 CONOCOPHILLIPS COM 20825C104 36,923 528,907 X 528,907 CONSOLIDATED EDISON INC COM 209115104 2,606 59,084 X 59,084 CONSTELLATION BRANDS INC CL A 21036P108 1,094 34,092 X 34,092 CONSTELLATION ENERGY GROUP I COM 210371100 3,004 75,205 X 75,205 CONVERGYS CORP COM 212485106 436 28,714 X 28,714 COOPER CAMERON CORP COM 216640102 1,408 31,972 X 31,972 COORS ADOLPH CO CL B 217016104 739 10,639 X 10,639 CORINTHIAN COLLEGES INC COM 218868107 842 25,512 X 25,512 CORNING INC COM 219350105 8,697 777,907 X 777,907 CORPORATE EXECUTIVE BRD CO COM 21988R102 375 7,987 X 7,987 COSTCO WHSL CORP NEW COM 22160K105 4,546 120,881 X 120,881 COUNTRYWIDE FINANCIAL CORP COM 222372104 16,675 173,879 X 173,879 COVENTRY HEALTH CARE INC COM 222862104 5,578 131,769 X 131,769 COX COMMUNICATIONS INC NEW CL A 224044107 996 31,521 X 31,521 COX RADIO INC CL A 224051102 338 15,847 X 15,847 CRANE CO COM 224399105 670 20,304 X 20,304 CREE INC COM 225447101 344 15,460 X 15,460 CROWN CASTLE INTL CORP COM 228227104 167 13,248 X 13,248 CUMMINS INC COM 231021106 1,959 33,524 X 33,524 CURTISS WRIGHT CORP COM 231561101 216 4,600 X 4,600 CYPRESS SEMICONDUCTOR CORP COM 232806109 358 17,484 X 17,484 CYTEC INDS INC COM 232820100 1,165 32,751 X 32,751 CYTYC CORP COM 232946103 877 39,400 X 39,400 DPL INC COM 233293109 1,350 71,985 X 71,985 D R HORTON INC COM 23331A109 472 13,331 X 13,331 DST SYS INC DEL COM 233326107 892 19,665 X 19,665 DTE ENERGY CO COM 233331107 4,657 113,174 X 113,174 DANA CORP COM 235811106 431 21,723 X 21,723 DANAHER CORP DEL COM 235851102 6,879 73,676 X 73,676 DARDEN RESTAURANTS INC COM 237194105 1,124 45,334 X 45,334 DAVITA INC COM 23918K108 2,811 58,872 X 58,872 DEAN FOODS CO NEW COM 242370104 3,059 91,591 X 91,591 DEERE & CO COM 244199105 6,286 90,692 X 90,692 DEL MONTE FOODS CO COM 24522P103 271 24,086 X 24,086 DELL INC COM 24702R101 63,946 1,902,022 X 1,902,022 DELPHI CORP COM 247126105 812 81,572 X 81,572 DELTA AIR LINES INC DEL COM 247361108 136 17,123 X 17,123 DELUXE CORP COM 248019101 2,346 58,501 X 58,501 DENTSPLY INTL INC NEW COM 249030107 3,940 88,878 X 88,878 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,675 41,470 X 41,470 DEVON ENERGY CORP NEW COM 25179M103 6,078 104,525 X 104,525 DEVRY INC DEL COM 251893103 367 12,171 X 12,171 DIAGNOSTIC PRODS CORP COM 252450101 662 15,300 X 15,300 DIEBOLD INC COM 253651103 648 13,472 X 13,472 DISNEY WALT CO COM DISNEY 254687106 30,087 1,203,947 X 1,203,947 DOLLAR GEN CORP COM 256669102 3,909 203,569 X 203,569 DOLLAR TREE STORES INC COM 256747106 1,722 55,786 X 55,786 DOMINION RES INC VA NEW COM 25746U109 6,064 94,309 X 94,309 DONALDSON INC COM 257651109 2,688 101,318 X 101,318 DONNELLEY R R & SONS CO COM 257867101 1,313 43,421 X 43,421 5 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- DORAL FINL CORP COM 25811P100 4,860 138,061 X 138,061 DOUBLECLICK INC COM 258609304 745 66,263 X 66,263 DOVER CORP COM 260003108 2,992 77,178 X 77,178 DOW CHEM CO COM 260543103 24,660 612,223 X 612,223 DOW JONES & CO INC COM 260561105 762 15,900 X 15,900 DU PONT E I DE NEMOURS & CO COM 263534109 17,048 403,795 X 403,795 DUKE ENERGY CORP COM 264399106 7,963 352,355 X 352,355 DUKE REALTY CORP COM NEW 264411505 309 8,905 X 8,905 DUN & BRADSTREET CORP DEL NE COM 26483E100 1,906 35,623 X 35,623 DYNEGY INC NEW CL A 26816Q101 194 48,986 X 48,986 E M C CORP MASS COM 268648102 17,626 1,295,113 X 1,295,113 ENSCO INTL INC COM 26874Q100 768 27,265 X 27,265 EOG RES INC COM 26875P101 3,421 74,539 X 74,539 E TRADE FINANCIAL CORP COM 269246104 2,406 180,260 X 180,260 EASTMAN CHEM CO COM 277432100 3,167 74,207 X 74,207 EASTMAN KODAK CO COM 277461109 2,507 95,780 X 95,780 EATON CORP COM 278058102 5,039 89,680 X 89,680 EATON VANCE CORP COM NON VTG 278265103 1,258 33,014 X 33,014 EBAY INC COM 278642103 28,240 407,616 X 407,616 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 4,387 133,962 X 133,962 ECOLAB INC COM 278865100 3,545 124,252 X 124,252 EDISON INTL COM 281020107 4,061 167,172 X 167,172 EDUCATION MGMT CORP COM 28139T101 1,672 52,536 X 52,536 EDWARDS LIFESCIENCES CORP COM 28176E108 538 16,853 X 16,853 EDWARDS AG INC COM 281760108 454 11,606 X 11,606 EL PASO CORP COM 28336L109 1,248 175,594 X 175,594 ELECTRONIC ARTS INC COM 285512109 10,219 190,148 X 190,148 ELECTRONIC DATA SYS NEW COM 285661104 2,748 142,019 X 142,019 EMERSON ELEC CO COM 291011104 9,815 163,799 X 163,799 EMULEX CORP COM NEW 292475209 295 13,857 X 13,857 ENCANA CORP COM 292505104 1,337 31,000 X 31,000 ENERGEN CORP COM 29265N108 445 10,800 X 10,800 ENERGY EAST CORP COM 29266M109 1,030 40,616 X 40,616 ENERGIZER HLDGS INC COM 29266R108 1,761 37,721 X 37,721 ENGELHARD CORP COM 292845104 1,353 45,273 X 45,273 ENGINEERED SUPPORT SYS INC COM 292866100 1,330 27,250 X 27,250 ENTERCOM COMMUNICATIONS CORP CL A 293639100 728 16,083 X 16,083 ENTERGY CORP NEW COM 29364G103 11,054 185,789 X 185,789 EQUIFAX INC COM 294429105 1,068 41,355 X 41,355 EQUITABLE RES INC COM 294549100 915 20,594 X 20,594 EQUITY OFFICE PROPERTIES TRU COM 294741103 5,236 181,236 X 181,236 EQUITY RESIDENTIAL SH BEN INT 29476L107 1,356 45,443 X 45,443 EVERGREEN RES INC COM NO PAR 299900308 234 6,800 X 6,800 EXELON CORP COM 30161N101 7,092 102,976 X 102,976 EXPEDITORS INTL WASH INC COM 302130109 1,632 41,454 X 41,454 EXPRESS SCRIPTS INC COM 302182100 3,183 42,691 X 42,691 EXXON MOBIL CORP COM 30231G102 130,473 3,137,116 X 3,137,116 FMC TECHNOLOGIES INC COM 30249U101 1,527 56,493 X 56,493 FPL GROUP INC COM 302571104 3,665 54,817 X 54,817 FACTSET RESH SYS INC COM 303075105 1,549 36,394 X 36,394 FAIR ISAAC CORP COM 303250104 3,092 85,707 X 85,707 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 367 15,273 X 15,273 FAMILY DLR STORES INC COM 307000109 3,519 97,897 X 97,897 FASTENAL CO COM 311900104 1,079 20,091 X 20,091 FEDERAL HOME LN MTG CORP COM 313400301 17,927 303,541 X 303,541 FEDERAL NATL MTG ASSN COM 313586109 45,408 610,728 X 610,728 FEDERATED DEPT STORES INC DE COM 31410H101 8,676 160,514 X 160,514 FEDERATED INVS INC PA CL B 314211103 1,004 31,951 X 31,951 6 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- FEDEX CORP COM 31428X106 9,206 122,479 X 122,479 FIDELITY NATL FINL INC COM 316326107 982 24,786 X 24,786 FIFTH THIRD BANCORP COM 316773100 11,439 206,585 X 206,585 FIRST AMERN CORP CALIF COM 318522307 510 16,767 X 16,767 FIRST BANCORP P R COM 318672102 802 19,288 X 19,288 FIRST DATA CORP COM 319963104 20,649 489,788 X 489,788 FIRST HEALTH GROUP CORP COM 320960107 528 24,175 X 24,175 FIRST TENN NATL CORP COM 337162101 3,305 69,278 X 69,278 FISERV INC COM 337738108 3,852 107,687 X 107,687 FIRSTFED FINL CORP COM 337907109 706 15,300 X 15,300 FIRSTFED AMER BANCORP INC COM 337929103 1,564 56,130 X 56,130 FLAGSTAR BANCORP INC COM 337930101 575 22,400 X 22,400 FIRSTENERGY CORP COM 337932107 6,388 163,456 X 163,456 FISHER SCIENTIFIC INTL INC COM NEW 338032204 539 9,794 X 9,794 FLEETBOSTON FINL CORP COM 339030108 23,858 531,352 X 531,352 FLORIDA ROCK INDS INC COM 341140101 1,636 38,825 X 38,825 FLUOR CORP NEW COM 343412102 1,484 38,344 X 38,344 FLOWERS FOODS INC COM 343498101 787 30,000 X 30,000 FLOWSERVE CORP COM 34354P105 409 19,514 X 19,514 FOOT LOCKER INC COM 344849104 985 38,190 X 38,190 FORD MTR CO DEL COM PAR $0.01 345370860 7,829 576,938 X 576,938 FOREST LABS INC COM 345838106 18,310 255,660 X 255,660 FORTUNE BRANDS INC COM 349631101 5,283 68,939 X 68,939 FOUNDRY NETWORKS INC COM 35063R100 1,386 80,719 X 80,719 FOX ENTMT GROUP INC CL A 35138T107 3,848 141,997 X 141,997 FRANKLIN RES INC COM 354613101 1,813 32,554 X 32,554 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 4,269 109,213 X 109,213 FREMONT GEN CORP COM 357288109 444 14,500 X 14,500 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1,762 65,291 X 65,291 FURNITURE BRANDS INTL INC COM 360921100 414 12,871 X 12,871 GALLAGHER ARTHUR J & CO COM 363576109 996 30,572 X 30,572 GALLAHER GROUP PLC SPONSORED ADR 363595109 538 11,200 X 11,200 GANNETT INC COM 364730101 12,221 138,655 X 138,655 GAP INC DEL COM 364760108 8,731 398,331 X 398,331 GATEWAY INC COM 367626108 149 28,190 X 28,190 GEMSTAR-TV GUIDE INTL INC COM 36866W106 100 14,935 X 14,935 GENENTECH INC COM NEW 368710406 6,928 65,466 X 65,466 GENERAL DYNAMICS CORP COM 369550108 6,191 69,304 X 69,304 GENERAL ELEC CO COM 369604103 186,171 6,099,964 X 6,099,964 GENERAL GROWTH PPTYS INC COM 370021107 7,260 206,554 X 206,554 GENERAL MLS INC COM 370334104 7,365 157,772 X 157,772 GENERAL MTRS CORP COM 370442105 18,701 397,052 X 397,052 GENTEX CORP COM 371901109 2,220 51,180 X 51,180 GENUINE PARTS CO COM 372460105 2,039 62,317 X 62,317 GENZYME CORP COM GENL DIV 372917104 4,644 99,270 X 99,270 GEORGIA PAC CORP COM 373298108 5,511 163,585 X 163,585 GETTY IMAGES INC COM 374276103 1,592 29,488 X 29,488 GILEAD SCIENCES INC COM 375558103 7,964 143,620 X 143,620 GILLETTE CO COM 375766102 12,274 313,905 X 313,905 GLOBAL PMTS INC COM 37940X102 259 5,744 X 5,744 GOLDEN WEST FINL CORP DEL COM 381317106 9,776 87,327 X 87,327 GOLDMAN SACHS GROUP INC COM 38141G104 20,836 199,676 X 199,676 GOODRICH CORP COM 382388106 1,496 53,287 X 53,287 GOODYEAR TIRE & RUBR CO COM 382550101 130 15,250 X 15,250 GRACO INC COM 384109104 1,375 47,219 X 47,219 GRAINGER W W INC COM 384802104 1,411 29,388 X 29,388 GRANT PRIDECO INC COM 38821G101 585 37,745 X 37,745 GREAT LAKES CHEM CORP COM 390568103 932 39,098 X 39,098 7 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- GREAT PLAINS ENERGY INC COM 391164100 3,467 102,595 X 102,595 GREENPOINT FINL CORP COM 395384100 593 13,571 X 13,571 GREIF INC CL A 397624107 449 12,860 X 12,860 GTECH HLDGS CORP COM 400518106 2,127 35,972 X 35,972 GUIDANT CORP COM 401698105 15,794 249,232 X 249,232 HCA INC COM 404119109 7,352 180,988 X 180,988 HCC INS HLDGS INC COM 404132102 563 17,421 X 17,421 HRPT PPTYS TR COM SH BEN INT 40426W101 118 10,412 X 10,412 HSBC HLDGS PLC SPON ADR NEW 404280406 201 2,685 X 2,685 HALLIBURTON CO COM 406216101 10,185 335,153 X 335,153 HANCOCK JOHN FINL SVCS INC COM 41014S106 3,471 79,452 X 79,452 HARLEY DAVIDSON INC COM 412822108 8,993 168,602 X 168,602 HARMAN INTL INDS INC COM 413086109 7,137 89,666 X 89,666 HARRAHS ENTMT INC COM 413619107 2,156 39,286 X 39,286 HARRIS CORP DEL COM 413875105 352 7,263 X 7,263 HARSCO CORP COM 415864107 772 16,977 X 16,977 HARTE-HANKS INC COM 416196103 371 15,854 X 15,854 HARTFORD FINL SVCS GROUP INC COM 416515104 7,816 122,697 X 122,697 HASBRO INC COM 418056107 2,063 94,866 X 94,866 HAWAIIAN ELEC INDUSTRIES COM 419870100 465 8,967 X 8,967 HEALTH CARE PPTY INVS INC COM 421915109 216 7,626 X 7,626 HEALTH MGMT ASSOC INC NEW CL A 421933102 2,223 95,764 X 95,764 HEALTH NET INC COM 42222G108 1,483 59,504 X 59,504 HEINZ H J CO COM 423074103 4,282 114,820 X 114,820 HELMERICH & PAYNE INC COM 423452101 1,331 46,455 X 46,455 HENRY JACK & ASSOC INC COM 426281101 269 14,080 X 14,080 HERCULES INC COM 427056106 364 31,686 X 31,686 HERSHEY FOODS CORP COM 427866108 2,183 26,354 X 26,354 HEWLETT PACKARD CO COM 428236103 37,095 1,624,110 X 1,624,110 HIBERNIA CORP CL A 428656102 1,202 51,187 X 51,187 HILLENBRAND INDS INC COM 431573104 1,635 24,090 X 24,090 HILTON HOTELS CORP COM 432848109 1,344 82,728 X 82,728 HOLLY CORP COM PAR $0.01 435758305 479 15,040 X 15,040 HOLLYWOOD ENTMT CORP COM 436141105 148 10,900 X 10,900 HOME DEPOT INC COM 437076102 53,332 1,427,525 X 1,427,525 HON INDS INC COM 438092108 1,722 46,342 X 46,342 HONEYWELL INTL INC COM 438516106 8,864 261,859 X 261,859 HORMEL FOODS CORP COM 440452100 416 14,199 X 14,199 HOST MARRIOTT CORP NEW COM 44107P104 212 16,551 X 16,551 HUBBELL INC CL B 443510201 540 13,449 X 13,449 HUDSON CITY BANCORP COM 443683107 3,072 81,543 X 81,543 HUDSON UNITED BANCORP COM 444165104 2,636 69,275 X 69,275 HUMANA INC COM 444859102 1,413 74,317 X 74,317 HUMAN GENOME SCIENCES INC COM 444903108 219 17,498 X 17,498 HUNTINGTON BANCSHARES INC COM 446150104 739 33,526 X 33,526 ICOS CORP COM 449295104 237 6,416 X 6,416 IMS HEALTH INC COM 449934108 2,789 119,896 X 119,896 ISTAR FINL INC COM 45031U101 248 5,869 X 5,869 ITT EDUCATIONAL SERVICES INC COM 45068B109 833 26,708 X 26,708 ITT INDS INC IND COM 450911102 7,197 94,286 X 94,286 IDEXX LABS INC COM 45168D104 378 6,643 X 6,643 IKON OFFICE SOLUTIONS INC COM 451713101 225 17,573 X 17,573 ILLINOIS TOOL WKS INC COM 452308109 7,541 95,180 X 95,180 IMCLONE SYS INC COM 45245W109 551 10,866 X 10,866 INAMED CORP COM 453235103 895 16,800 X 16,800 INDEPENDENCE CMNTY BK CORP COM 453414104 309 7,571 X 7,571 INGRAM MICRO INC CL A 457153104 941 51,975 X 51,975 INTEGRATED CIRCUIT SYS INC COM 45811K208 1,502 60,005 X 60,005 8 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- INTEGRATED DEVICE TECHNOLOGY COM 458118106 187 12,477 X 12,477 INTEL CORP COM 458140100 125,655 4,619,651 X 4,619,651 INTER TEL INC COM 458372109 497 16,500 X 16,500 INTERACTIVE DATA CORP COM 45840J107 203 11,409 X 11,409 INTERACTIVECORP COM 45840Q101 4,707 148,811 X 148,811 INTERDIGITAL COMMUNICATIONS COM 45866A105 205 11,745 X 11,745 INTERNATIONAL BUSINESS MACHS COM 459200101 89,485 974,354 X 974,354 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 726 20,438 X 20,438 INTERNATIONAL GAME TECHNOLOG COM 459902102 14,809 329,372 X 329,372 INTL PAPER CO COM 460146103 10,559 249,852 X 249,852 INTERNATIONAL RECTIFIER CORP COM 460254105 1,186 25,792 X 25,792 INTERNATIONAL SPEEDWAY CORP CL A 460335201 267 5,689 X 5,689 INTERSIL CORP CL A 46069S109 384 17,237 X 17,237 INTERPUBLIC GROUP COS INC COM 460690100 958 62,305 X 62,305 INTUIT COM 461202103 4,543 101,799 X 101,799 INVITROGEN CORP COM 46185R100 2,558 35,678 X 35,678 INVESTORS FINL SERVICES CORP COM 461915100 569 13,781 X 13,781 IOMEGA CORP COM NEW 462030305 94 16,800 X 16,800 IRON MTN INC PA COM 462846106 720 16,122 X 16,122 ISHARES TR RUSSELL 1000VAL 464287598 5,011 83,640 X 83,640 ISHARES TR RUSSELL 1000GRW 464287614 1,318 27,980 X 27,980 IVAX CORP COM 465823102 702 30,825 X 30,825 JDS UNIPHASE CORP COM 46612J101 1,996 490,514 X 490,514 J P MORGAN CHASE & CO COM 46625H100 36,944 880,667 X 880,667 JABIL CIRCUIT INC COM 466313103 1,810 61,489 X 61,489 JACOBS ENGR GROUP INC DEL COM 469814107 2,103 47,162 X 47,162 JANUS CAP GROUP INC COM 47102X105 575 35,077 X 35,077 JEFFERSON PILOT CORP COM 475070108 3,693 67,142 X 67,142 JETBLUE AWYS CORP COM 477143101 1,486 58,855 X 58,855 JOHNSON & JOHNSON COM 478160104 100,214 1,975,838 X 1,975,838 JOHNSON CTLS INC COM 478366107 12,358 208,928 X 208,928 JONES APPAREL GROUP INC COM 480074103 5,622 155,514 X 155,514 JUNIPER NETWORKS INC COM 48203R104 3,091 118,797 X 118,797 KLA-TENCOR CORP COM 482480100 2,859 56,864 X 56,864 KB HOME COM 48666K109 2,071 25,635 X 25,635 KEANE INC COM 486665102 648 41,200 X 41,200 KELLOGG CO COM 487836108 3,632 92,566 X 92,566 KERR MCGEE CORP COM 492386107 759 14,742 X 14,742 KEY ENERGY SVCS INC COM 492914106 659 59,871 X 59,871 KEYCORP NEW COM 493267108 7,213 238,127 X 238,127 KEYSPAN CORP COM 49337W100 1,013 26,495 X 26,495 KIMBERLY CLARK CORP COM 494368103 7,324 116,068 X 116,068 KIMCO REALTY CORP COM 49446R109 4,234 83,056 X 83,056 KINDER MORGAN INC KANS COM 49455P101 4,032 63,973 X 63,973 KING PHARMACEUTICALS INC COM 495582108 764 45,368 X 45,368 KNIGHT RIDDER INC COM 499040103 4,394 59,987 X 59,987 KNIGHT TRADING GROUP INC COM 499063105 582 46,010 X 46,010 KOHLS CORP COM 500255104 7,094 146,784 X 146,784 KRAFT FOODS INC CL A 50075N104 2,455 76,693 X 76,693 KRISPY KREME DOUGHNUTS INC COM 501014104 437 12,715 X 12,715 KROGER CO COM 501044101 4,325 259,914 X 259,914 LSI LOGIC CORP COM 502161102 692 74,130 X 74,130 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,825 64,314 X 64,314 LA QUINTA CORP PAIRED CTF 50419U202 287 38,000 X 38,000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,162 29,603 X 29,603 LABRANCHE & CO INC COM 505447102 112 10,001 X 10,001 LAM RESEARCH CORP COM 512807108 1,530 60,927 X 60,927 LAMAR ADVERTISING CO CL A 512815101 535 13,256 X 13,256 9 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- LANCASTER COLONY CORP COM 513847103 653 16,159 X 16,159 LANDAMERICA FINL GROUP INC COM 514936103 466 10,300 X 10,300 LAUDER ESTEE COS INC CL A 518439104 916 20,663 X 20,663 LEAR CORP COM 521865105 2,782 44,905 X 44,905 LEGGETT & PLATT INC COM 524660107 929 39,182 X 39,182 LEGG MASON INC COM 524901105 6,375 68,709 X 68,709 LEHMAN BROS HLDGS INC COM 524908100 12,967 156,471 X 156,471 LENNAR CORP CL A 526057104 1,491 27,590 X 27,590 LEUCADIA NATL CORP COM 527288104 286 5,365 X 5,365 LEVEL 3 COMMUNICATIONS INC COM 52729N100 143 35,867 X 35,867 LEXAR MEDIA INC COM 52886P104 517 31,200 X 31,200 LEXMARK INTL NEW CL A 529771107 9,401 102,190 X 102,190 LIBERTY CORP S C COM 530370105 618 13,360 X 13,360 LIBERTY MEDIA CORP NEW COM SER A 530718105 10,048 917,637 X 917,637 LIBERTY PPTY TR SH BEN INT 531172104 209 4,637 X 4,637 LILLY ELI & CO COM 532457108 42,955 642,072 X 642,072 LIMITED BRANDS INC COM 532716107 1,434 71,720 X 71,720 LINCARE HLDGS INC COM 532791100 730 23,254 X 23,254 LINCOLN NATL CORP IND COM 534187109 1,276 26,969 X 26,969 LINEAR TECHNOLOGY CORP COM 535678106 7,048 190,020 X 190,020 LIZ CLAIBORNE INC COM 539320101 1,065 29,027 X 29,027 LOCKHEED MARTIN CORP COM 539830109 5,512 120,777 X 120,777 LOEWS CORP COM 540424108 4,809 81,432 X 81,432 LOUISIANA PAC CORP COM 546347105 929 36,000 X 36,000 LOWES COS INC COM 548661107 29,429 524,308 X 524,308 LUCENT TECHNOLOGIES INC COM 549463107 7,160 1,742,109 X 1,742,109 LYONDELL CHEMICAL CO COM 552078107 996 67,103 X 67,103 M & T BK CORP COM 55261F104 4,748 52,841 X 52,841 MBIA INC COM 55262C100 2,879 45,923 X 45,923 MBNA CORP COM 55262L100 15,677 567,403 X 567,403 M D C HLDGS INC COM 552676108 1,219 17,316 X 17,316 MDU RES GROUP INC COM 552690109 333 14,189 X 14,189 MGIC INVT CORP WIS COM 552848103 3,497 54,439 X 54,439 MGI PHARMA INC COM 552880106 1,893 30,900 X 30,900 MGM MIRAGE COM 552953101 312 6,890 X 6,890 MACROVISION CORP COM 555904101 359 19,000 X 19,000 MACROMEDIA INC COM 556100105 264 13,138 X 13,138 MANDALAY RESORT GROUP COM 562567107 1,650 28,815 X 28,815 MANOR CARE INC NEW COM 564055101 2,001 56,694 X 56,694 MANPOWER INC COM 56418H100 721 15,507 X 15,507 MARATHON OIL CORP COM 565849106 8,135 241,613 X 241,613 MARKEL CORP COM 570535104 2,259 7,846 X 7,846 MARSH & MCLENNAN COS INC COM 571748102 10,663 230,305 X 230,305 MARSHALL & ILSLEY CORP COM 571834100 1,277 33,786 X 33,786 MARRIOTT INTL INC NEW CL A 571903202 2,412 56,681 X 56,681 MARVEL ENTERPRISES INC COM 57383M108 197 10,262 X 10,262 MASCO CORP COM 574599106 2,939 96,548 X 96,548 MASSEY ENERGY CORP COM 576206106 364 16,500 X 16,500 MATTEL INC COM 577081102 5,782 313,579 X 313,579 MAXIM INTEGRATED PRODS INC COM 57772K101 11,540 245,691 X 245,691 MAXTOR CORP COM NEW 577729205 578 70,950 X 70,950 MAY DEPT STORES CO COM 577778103 2,319 67,060 X 67,060 MAYTAG CORP COM 578592107 737 23,334 X 23,334 MCCLATCHY CO CL A 579489105 872 12,278 X 12,278 MCCORMICK & CO INC COM NON VTG 579780206 1,746 52,095 X 52,095 MCDATA CORP CL A 580031201 153 21,794 X 21,794 MCDONALDS CORP COM 580135101 18,650 652,784 X 652,784 MCGRAW HILL COS INC COM 580645109 7,560 99,294 X 99,294 10 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- MCKESSON CORP COM 58155Q103 2,014 66,936 X 66,936 MEADWESTVACO CORP COM 583334107 2,881 101,833 X 101,833 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,531 162,688 X 162,688 MEDIA GEN INC CL A 584404107 208 3,088 X 3,088 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2,851 71,280 X 71,280 MEDIMMUNE INC COM 584699102 3,192 138,281 X 138,281 MEDTRONIC INC COM 585055106 30,001 628,291 X 628,291 MELLON FINL CORP COM 58551A108 4,478 143,112 X 143,112 MERCANTILE BANKSHARES CORP COM 587405101 252 5,879 X 5,879 MERCK & CO INC COM 589331107 57,061 1,291,257 X 1,291,257 MERCURY INTERACTIVE CORP COM 589405109 1,919 42,830 X 42,830 MEREDITH CORP COM 589433101 486 9,606 X 9,606 MERRILL LYNCH & CO INC COM 590188108 28,697 481,825 X 481,825 METLIFE INC COM 59156R108 6,560 183,852 X 183,852 METTLER TOLEDO INTERNATIONAL COM 592688105 330 7,431 X 7,431 MICHAELS STORES INC COM 594087108 595 12,238 X 12,238 MICROSOFT CORP COM 594918104 154,649 6,203,321 X 6,203,321 MICROCHIP TECHNOLOGY INC COM 595017104 1,788 67,695 X 67,695 MICRON TECHNOLOGY INC COM 595112103 2,060 123,280 X 123,280 MILLENNIUM PHARMACEUTICALS I COM 599902103 624 36,929 X 36,929 MILLER HERMAN INC COM 600544100 408 15,340 X 15,340 MILLIPORE CORP COM 601073109 714 13,892 X 13,892 MILLS CORP COM 601148109 205 3,850 X 3,850 MOHAWK INDS INC COM 608190104 2,539 30,837 X 30,837 MOLEX INC COM 608554101 1,264 41,584 X 41,584 MONSANTO CO NEW COM 61166W101 7,048 192,189 X 192,189 MONSTER WORLDWIDE INC COM 611742107 797 30,431 X 30,431 MOODYS CORP COM 615369105 4,578 64,661 X 64,661 MOOG INC CL A 615394202 814 23,850 X 23,850 MORGAN STANLEY COM NEW 617446448 25,533 445,606 X 445,606 MOTOROLA INC COM 620076109 17,160 975,019 X 975,019 MURPHY OIL CORP COM 626717102 4,094 65,018 X 65,018 MYLAN LABS INC COM 628530107 6,044 265,898 X 265,898 NCR CORP NEW COM 62886E108 588 13,347 X 13,347 NTL INC DEL COM 62940M104 266 4,468 X 4,468 NVR INC COM 62944T105 532 1,157 X 1,157 NATIONAL CITY CORP COM 635405103 15,771 443,267 X 443,267 NATIONAL COMMERCE FINL CORP COM 63545P104 349 12,206 X 12,206 NATIONAL FUEL GAS CO N J COM 636180101 809 32,886 X 32,886 NATIONAL HEALTH INVS INC COM 63633D104 1,784 57,930 X 57,930 NATIONAL INSTRS CORP COM 636518102 312 9,915 X 9,915 NATIONAL-OILWELL INC COM 637071101 341 12,062 X 12,062 NATIONAL SEMICONDUCTOR CORP COM 637640103 2,237 50,353 X 50,353 NAVISTAR INTL CORP NEW COM 63934E108 1,430 31,179 X 31,179 NEIMAN MARCUS GROUP INC CL A 640204202 2,194 40,674 X 40,674 NETWORKS ASSOCS INC COM 640938106 706 39,249 X 39,249 NETSCREEN TECHNOLOGIES INC COM 64117V107 478 13,126 X 13,126 NETWORK APPLIANCE INC COM 64120L104 4,953 230,038 X 230,038 NEUROCRINE BIOSCIENCES INC COM 64125C109 238 4,025 X 4,025 NEW CENTURY FINANCIAL CORP COM 64352D101 541 11,150 X 11,150 NEW YORK CMNTY BANCORP INC COM 649445103 1,789 52,195 X 52,195 NEW YORK TIMES CO CL A 650111107 1,575 35,624 X 35,624 NEWELL RUBBERMAID INC COM 651229106 1,756 75,693 X 75,693 NEWFIELD EXPL CO COM 651290108 286 5,974 X 5,974 NEWMONT MINING CORP COM 651639106 9,234 198,026 X 198,026 NEWS CORP LTD SP ADR PFD 652487802 285 9,003 X 9,003 NEXTEL COMMUNICATIONS INC CL A 65332V103 11,752 476,543 X 476,543 NEXTEL PARTNERS INC CL A 65333F107 421 33,282 X 33,282 11 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- NICOR INC COM 654086107 233 6,618 X 6,618 NIKE INC CL B 654106103 9,443 121,265 X 121,265 NISOURCE INC COM 65473P105 2,101 98,871 X 98,871 NOKIA CORP SPONSORED ADR 654902204 2,304 113,600 X 113,600 NOBLE ENERGY INC COM 655044105 1,287 27,321 X 27,321 NORDSTROM INC COM 655664100 696 17,452 X 17,452 NORFOLK SOUTHERN CORP COM 655844108 3,201 144,908 X 144,908 NORTEL NETWORKS CORP NEW COM 656568102 4,260 717,228 X 717,228 NORTH FORK BANCORPORATION NY COM 659424105 1,522 35,967 X 35,967 NORTHERN TR CORP COM 665859104 2,548 54,697 X 54,697 NORTHROP GRUMMAN CORP COM 666807102 9,358 95,086 X 95,086 NOVELL INC COM 670006105 901 79,218 X 79,218 NOVELLUS SYS INC COM 670008101 1,285 40,584 X 40,584 NUCOR CORP COM 670346105 1,778 28,928 X 28,928 NVIDIA CORP COM 67066G104 1,244 47,109 X 47,109 OCCIDENTAL PETE CORP DEL COM 674599105 19,020 413,037 X 413,037 OFFICE DEPOT INC COM 676220106 1,282 68,131 X 68,131 OLD REP INTL CORP COM 680223104 1,873 76,255 X 76,255 OMNICARE INC COM 681904108 3,748 84,543 X 84,543 OMNICOM GROUP INC COM 681919106 7,081 88,233 X 88,233 ORACLE CORP COM 68389X105 34,912 2,909,324 X 2,909,324 O REILLY AUTOMOTIVE INC COM 686091109 299 7,477 X 7,477 OUTBACK STEAKHOUSE INC COM 689899102 1,203 24,700 X 24,700 OWENS ILL INC COM NEW 690768403 143 10,233 X 10,233 OXFORD HEALTH PLANS INC COM 691471106 1,560 31,938 X 31,938 PG&E CORP COM 69331C108 6,314 217,961 X 217,961 PMC-SIERRA INC COM 69344F106 858 50,531 X 50,531 PMI GROUP INC COM 69344M101 1,975 52,861 X 52,861 PNC FINL SVCS GROUP INC COM 693475105 6,819 123,037 X 123,037 PPG INDS INC COM 693506107 3,697 63,410 X 63,410 PPL CORP COM 69351T106 4,493 98,532 X 98,532 PACCAR INC COM 693718108 6,414 114,433 X 114,433 PACIFIC SUNWEAR CALIF INC COM 694873100 331 13,400 X 13,400 PACIFICARE HEALTH SYS DEL COM 695112102 1,356 34,276 X 34,276 PACTIV CORP COM 695257105 1,429 64,225 X 64,225 PALL CORP COM 696429307 847 37,332 X 37,332 PARAMETRIC TECHNOLOGY CORP COM 699173100 105 23,162 X 23,162 PAREXEL INTL CORP COM 699462107 209 11,700 X 11,700 PARKER HANNIFIN CORP COM 701094104 976 17,273 X 17,273 PATTERSON DENTAL CO COM 703412106 875 12,774 X 12,774 PATTERSON UTI ENERGY INC COM 703481101 1,167 32,959 X 32,959 PAYCHEX INC COM 704326107 6,717 188,677 X 188,677 PENNEY J C INC COM 708160106 2,413 69,379 X 69,379 PENTAIR INC COM 709631105 292 4,949 X 4,949 PEOPLES ENERGY CORP COM 711030106 245 5,491 X 5,491 PEOPLESOFT INC COM 712713106 1,494 80,787 X 80,787 PEPSI BOTTLING GROUP INC COM 713409100 1,640 55,136 X 55,136 PEPSICO INC COM 713448108 53,622 995,771 X 995,771 PERFORMANCE FOOD GROUP CO COM 713755106 810 23,592 X 23,592 PERKINELMER INC COM 714046109 799 38,597 X 38,597 PETSMART INC COM 716768106 808 29,879 X 29,879 PFIZER INC COM 717081103 172,872 4,932,148 X 4,932,148 PHARMACEUTICAL PROD DEV INC COM 717124101 302 10,155 X 10,155 PHARMACEUTICAL RES INC COM 717125108 3,956 69,566 X 69,566 PHELPS DODGE CORP COM 717265102 2,323 28,443 X 28,443 PIER 1 IMPORTS INC COM 720279108 384 16,199 X 16,199 PINNACLE WEST CAP CORP COM 723484101 4,841 123,026 X 123,026 PIONEER NAT RES CO COM 723787107 460 14,253 X 14,253 12 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- PIPER JAFFRAY COS COM 724078100 269 4,964 X 4,964 PITNEY BOWES INC COM 724479100 3,359 78,823 X 78,823 PIXAR COM 725811103 3,023 46,899 X 46,899 PLANTRONICS INC NEW COM 727493108 1,702 46,500 X 46,500 PLUM CREEK TIMBER CO INC COM 729251108 898 27,644 X 27,644 POGO PRODUCING CO COM 730448107 4,039 88,056 X 88,056 POLARIS INDS INC COM 731068102 1,077 23,706 X 23,706 POLO RALPH LAUREN CORP CL A 731572103 944 27,544 X 27,544 POLYCOM INC COM 73172K104 430 20,279 X 20,279 POPULAR INC COM 733174106 1,961 45,504 X 45,504 PRAXAIR INC COM 74005P104 8,638 232,694 X 232,694 PRECISION CASTPARTS CORP COM 740189105 1,062 24,121 X 24,121 PRICE T ROWE GROUP INC COM 74144T108 2,667 49,551 X 49,551 PRIDE INTL INC DEL COM 74153Q102 239 14,006 X 14,006 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3,803 106,736 X 106,736 PROCTER & GAMBLE CO COM 742718109 87,726 836,441 X 836,441 PROGRESS ENERGY INC COM 743263105 3,289 69,864 X 69,864 PROGRESSIVE CORP OHIO COM 743315103 7,584 86,579 X 86,579 PROLOGIS SH BEN INT 743410102 1,240 34,565 X 34,565 PROTECTIVE LIFE CORP COM 743674103 1,227 32,751 X 32,751 PROTEIN DESIGN LABS INC COM 74369L103 379 15,928 X 15,928 PROVIDIAN FINL CORP COM 74406A102 1,160 88,523 X 88,523 PRUDENTIAL FINL INC COM 744320102 5,285 118,023 X 118,023 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,268 69,556 X 69,556 PUBLIC STORAGE INC COM 74460D109 287 5,900 X 5,900 PUGET ENERGY INC NEW COM 745310102 290 12,950 X 12,950 PULTE HOMES INC COM 745867101 1,694 30,462 X 30,462 QLOGIC CORP COM 747277101 2,641 80,025 X 80,025 QUALCOMM INC COM 747525103 40,664 613,429 X 613,429 QUEST DIAGNOSTICS INC COM 74834L100 2,758 33,294 X 33,294 QUESTAR CORP COM 748356102 2,780 76,288 X 76,288 QWEST COMMUNICATIONS INTL IN COM 749121109 2,492 578,159 X 578,159 RPM INTL INC COM 749685103 209 12,639 X 12,639 RADIAN GROUP INC COM 750236101 3,176 74,552 X 74,552 RADIO ONE INC CL D NON VTG 75040P405 190 10,277 X 10,277 RADIOSHACK CORP COM 750438103 1,657 49,984 X 49,984 RAMBUS INC DEL COM 750917106 491 17,518 X 17,518 RAYONIER INC COM 754907103 209 4,784 X 4,784 RAYTHEON CO COM NEW 755111507 5,077 162,005 X 162,005 REALNETWORKS INC COM 75605L104 100 16,738 X 16,738 REALTY INCOME CORP COM 756109104 1,381 30,938 X 30,938 RED HAT INC COM 756577102 612 26,564 X 26,564 REEBOK INTL LTD COM 758110100 1,226 29,653 X 29,653 REGENCY CTRS CORP COM 758849103 556 11,895 X 11,895 REGIS CORP MINN COM 758932107 275 6,188 X 6,188 REGIONS FINL CORP COM 758940100 5,650 154,715 X 154,715 REINSURANCE GROUP AMER INC COM 759351109 1,725 42,099 X 42,099 RELIANT RES INC COM 75952B105 131 16,012 X 16,012 RENAL CARE GROUP INC COM 759930100 332 7,248 X 7,248 RENT A CTR INC NEW COM 76009N100 2,150 65,232 X 65,232 REPUBLIC SVCS INC COM 760759100 1,134 41,892 X 41,892 RESMED INC COM 761152107 319 7,052 X 7,052 RESPIRONICS INC COM 761230101 387 7,166 X 7,166 REYNOLDS & REYNOLDS CO CL A 761695105 1,292 45,474 X 45,474 REYNOLDS R J TOB HLDGS INC COM 76182K105 2,064 34,123 X 34,123 RITE AID CORP COM 767754104 411 75,493 X 75,493 ROBERT HALF INTL INC COM 770323103 1,108 46,900 X 46,900 ROCKWELL AUTOMATION INC COM 773903109 3,806 109,772 X 109,772 13 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- ROCKWELL COLLINS INC COM 774341101 3,205 101,407 X 101,407 ROHM & HAAS CO COM 775371107 3,171 79,583 X 79,583 ROSS STORES INC COM 778296103 2,954 96,456 X 96,456 ROUSE CO COM 779273101 2,721 50,766 X 50,766 ROWAN COS INC COM 779382100 1,260 59,731 X 59,731 RUBY TUESDAY INC COM 781182100 413 12,834 X 12,834 RYDER SYS INC COM 783549108 958 24,727 X 24,727 SBC COMMUNICATIONS INC COM 78387G103 37,757 1,538,580 X 1,538,580 SEI INVESTMENTS CO COM 784117103 1,635 49,550 X 49,550 SLM CORP COM 78442P106 10,409 248,713 X 248,713 SPX CORP COM 784635104 310 6,818 X 6,818 SABRE HLDGS CORP CL A 785905100 505 20,343 X 20,343 SAFECO CORP COM 786429100 2,562 59,416 X 59,416 SAFEWAY INC COM NEW 786514208 4,223 205,222 X 205,222 ST JOE CO COM 790148100 1,630 40,066 X 40,066 ST JUDE MED INC COM 790849103 8,363 115,992 X 115,992 ST PAUL COS INC COM 792860108 2,130 53,244 X 53,244 SANDISK CORP COM 80004C101 6,667 235,084 X 235,084 SANMINA SCI CORP COM 800907107 2,237 202,658 X 202,658 SARA LEE CORP COM 803111103 10,221 467,580 X 467,580 SCANA CORP NEW COM 80589M102 1,098 31,059 X 31,059 SCHEIN HENRY INC COM 806407102 3,854 54,067 X 54,067 SCHERING PLOUGH CORP COM 806605101 10,385 640,238 X 640,238 SCHLUMBERGER LTD COM 806857108 3,472 54,380 X 54,380 SCHWAB CHARLES CORP NEW COM 808513105 5,485 472,451 X 472,451 SCIENTIFIC ATLANTA INC COM 808655104 6,309 195,071 X 195,071 SCOTTS CO CL A 810186106 533 8,313 X 8,313 SCRIPPS E W CO OHIO CL A 811054204 2,337 23,118 X 23,118 SEALED AIR CORP NEW COM 81211K100 2,201 44,269 X 44,269 SEARS ROEBUCK & CO COM 812387108 8,682 202,084 X 202,084 SEMPRA ENERGY COM 816851109 3,990 125,471 X 125,471 SEPRACOR INC COM 817315104 3,296 68,514 X 68,514 SERVICE CORP INTL COM 817565104 133 17,797 X 17,797 SERVICEMASTER CO COM 81760N109 214 17,796 X 17,796 SHERWIN WILLIAMS CO COM 824348106 3,290 85,609 X 85,609 SIEBEL SYS INC COM 826170102 1,217 105,538 X 105,538 SIGMA ALDRICH CORP COM 826552101 1,862 33,623 X 33,623 SILICON LABORATORIES INC COM 826919102 1,328 25,119 X 25,119 SILICON STORAGE TECHNOLOGY I COM 827057100 383 29,600 X 29,600 SIMON PPTY GROUP INC NEW COM 828806109 2,642 45,202 X 45,202 SIRIUS SATELLITE RADIO INC COM 82966U103 193 56,751 X 56,751 SKY FINL GROUP INC COM 83080P103 583 22,458 X 22,458 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 991 19,600 X 19,600 SMITH INTL INC COM 832110100 1,888 35,288 X 35,288 SMUCKER J M CO COM NEW 832696405 748 14,179 X 14,179 SMURFIT-STONE CONTAINER CORP COM 832727101 257 14,626 X 14,626 SNAP ON INC COM 833034101 279 8,619 X 8,619 SOLECTRON CORP COM 834182107 952 172,140 X 172,140 SOUTHERN CO COM 842587107 7,271 238,388 X 238,388 SOUTHTRUST CORP COM 844730101 10,511 316,883 X 316,883 SOUTHWEST AIRLS CO COM 844741108 7,926 557,811 X 557,811 SOVEREIGN BANCORP INC COM 845905108 385 17,959 X 17,959 SPRINT CORP COM FON GROUP 852061100 6,719 364,592 X 364,592 SPRINT CORP PCS COM SER 1 852061506 3,605 391,863 X 391,863 SS&C TECHNOLOGIES INC COM 85227Q100 1,028 42,150 X 42,150 STANCORP FINL GROUP INC COM 852891100 409 6,275 X 6,275 STANLEY WKS COM 854616109 474 11,112 X 11,112 STAPLES INC COM 855030102 3,624 143,146 X 143,146 14 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- STARBUCKS CORP COM 855244109 7,791 205,740 X 205,740 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 3,880 95,808 X 95,808 STATE STR CORP COM 857477103 5,169 99,152 X 99,152 STATION CASINOS INC COM 857689103 1,188 26,906 X 26,906 STERICYCLE INC COM 858912108 1,269 26,451 X 26,451 STERIS CORP COM 859152100 1,028 39,856 X 39,856 STEWART INFORMATION SVCS COR COM 860372101 817 20,800 X 20,800 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 368 13,231 X 13,231 STRYKER CORP COM 863667101 9,157 103,432 X 103,432 STUDENT LN CORP COM 863902102 3,200 20,644 X 20,644 SUN MICROSYSTEMS INC COM 866810104 4,702 1,127,478 X 1,127,478 SUNGARD DATA SYS INC COM 867363103 5,383 196,469 X 196,469 SUNOCO INC COM 86764P109 3,876 62,133 X 62,133 SUNTRUST BKS INC COM 867914103 7,903 113,366 X 113,366 SUPERVALU INC COM 868536103 2,894 94,758 X 94,758 SYBRON DENTAL SPECIALTIES IN COM 871142105 262 9,600 X 9,600 SYMANTEC CORP COM 871503108 13,587 293,456 X 293,456 SYMBOL TECHNOLOGIES INC COM 871508107 893 64,716 X 64,716 SYNOPSYS INC COM 871607107 2,327 80,980 X 80,980 SYNOVUS FINL CORP COM 87161C105 2,269 92,792 X 92,792 SYSCO CORP COM 871829107 15,035 385,024 X 385,024 TCF FINL CORP COM 872275102 694 13,580 X 13,580 TECO ENERGY INC COM 872375100 676 46,174 X 46,174 TJX COS INC NEW COM 872540109 6,716 273,445 X 273,445 TXU CORP COM 873168108 2,244 78,281 X 78,281 TARGET CORP COM 87612E106 28,211 626,344 X 626,344 TECH DATA CORP COM 878237106 2,029 49,562 X 49,562 TEKTRONIX INC COM 879131100 470 14,380 X 14,380 TELEPHONE & DATA SYS INC COM 879433100 1,764 24,897 X 24,897 TELLABS INC COM 879664100 742 85,675 X 85,675 TEMPLE INLAND INC COM 879868107 478 7,552 X 7,552 TENET HEALTHCARE CORP COM 88033G100 901 80,732 X 80,732 TERADYNE INC COM 880770102 1,323 55,502 X 55,502 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,111 33,310 X 33,310 TEXAS INSTRS INC COM 882508104 27,956 956,732 X 956,732 TEXTRON INC COM 883203101 1,477 27,781 X 27,781 THERMO ELECTRON CORP COM 883556102 991 35,047 X 35,047 3COM CORP COM 885535104 161 22,746 X 22,746 3M CO COM 88579Y101 42,171 515,096 X 515,096 TIDEWATER INC COM 886423102 206 7,322 X 7,322 TIFFANY & CO NEW COM 886547108 2,284 59,848 X 59,848 TIMBERLAND CO CL A 887100105 234 3,934 X 3,934 TIME WARNER INC COM 887317105 36,240 2,149,489 X 2,149,489 TORCHMARK CORP COM 891027104 6,944 129,103 X 129,103 TOTAL SYS SVCS INC COM 891906109 1,622 76,992 X 76,992 TOYS R US INC COM 892335100 525 31,271 X 31,271 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 259 15,124 X 15,124 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 3,136 181,612 X 181,612 TRIAD HOSPITALS INC COM 89579K109 716 23,240 X 23,240 TRIBUNE CO NEW COM 896047107 5,795 114,881 X 114,881 TRUSTMARK CORP COM 898402102 507 17,471 X 17,471 TYCO INTL LTD NEW COM 902124106 18,627 650,150 X 650,150 TYSON FOODS INC CL A 902494103 225 12,456 X 12,456 UGI CORP NEW COM 902681105 328 9,970 X 9,970 UST INC COM 902911106 2,299 63,674 X 63,674 US BANCORP DEL COM NEW 902973304 18,105 654,779 X 654,779 UNILEVER N V N Y SHS NEW 904784709 451 6,500 X 6,500 UNION PAC CORP COM 907818108 6,726 112,445 X 112,445 15 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- UNION PLANTERS CORP COM 908068109 903 30,244 X 30,244 UNIONBANCAL CORP COM 908906100 675 12,881 X 12,881 UNISYS CORP COM 909214108 1,462 102,412 X 102,412 UNITED ONLINE INC COM 911268100 743 44,200 X 44,200 UNITED PARCEL SERVICE INC CL B 911312106 23,359 334,470 X 334,470 UNITED STATES STL CORP NEW COM 912909108 2,359 63,293 X 63,293 UNITED TECHNOLOGIES CORP COM 913017109 28,392 328,988 X 328,988 UNITEDHEALTH GROUP INC COM 91324P102 23,984 372,196 X 372,196 UNITEDGLOBALCOM CL A 913247508 381 44,929 X 44,929 UNIVERSAL HLTH SVCS INC CL B 913903100 3,118 67,670 X 67,670 UNIVISION COMMUNICATIONS INC CL A 914906102 3,454 104,629 X 104,629 UNOCAL CORP COM 915289102 2,451 65,740 X 65,740 UNUMPROVIDENT CORP COM 91529Y106 627 42,876 X 42,876 URBAN OUTFITTERS INC COM 917047102 1,447 30,100 X 30,100 UTSTARCOM INC COM 918076100 2,614 90,906 X 90,906 V F CORP COM 918204108 663 14,205 X 14,205 VALEANT PHARMACEUTICALS INTL COM 91911X104 202 8,478 X 8,478 VALERO ENERGY CORP NEW COM 91913Y100 3,055 50,958 X 50,958 VALLEY NATL BANCORP COM 919794107 321 11,487 X 11,487 VALSPAR CORP COM 920355104 767 15,571 X 15,571 VARCO INTL INC DEL COM 922122106 275 15,248 X 15,248 VARIAN MED SYS INC COM 92220P105 4,585 53,119 X 53,119 VECTREN CORP COM 92240G101 307 12,428 X 12,428 VERISIGN INC COM 92343E102 568 34,241 X 34,241 VERIZON COMMUNICATIONS COM 92343V104 49,210 1,346,730 X 1,346,730 VERITAS SOFTWARE CO COM 923436109 7,989 296,865 X 296,865 VIAD CORP COM 92552R109 287 11,869 X 11,869 VIACOM INC CL A 925524100 1,989 50,300 X 50,300 VIACOM INC CL B 925524308 33,330 850,038 X 850,038 VISHAY INTERTECHNOLOGY INC COM 928298108 313 14,653 X 14,653 VISTEON CORP COM 92839U107 109 11,372 X 11,372 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 519 21,700 X 21,700 VORNADO RLTY TR SH BEN INT 929042109 287 4,750 X 4,750 VULCAN MATLS CO COM 929160109 1,598 33,681 X 33,681 WACHOVIA CORP 2ND NEW COM 929903102 39,112 832,173 X 832,173 WADDELL & REED FINL INC CL A 930059100 697 28,423 X 28,423 WAL MART STORES INC COM 931142103 133,986 2,244,692 X 2,244,692 WALGREEN CO COM 931422109 13,130 398,492 X 398,492 WASHINGTON MUT INC COM 939322103 23,212 543,477 X 543,477 WASHINGTON POST CO CL B 939640108 459 519 X 519 WASTE MGMT INC DEL COM 94106L109 7,866 260,642 X 260,642 WATERS CORP COM 941848103 3,301 80,833 X 80,833 WATSON PHARMACEUTICALS INC COM 942683103 1,427 33,355 X 33,355 WATTS WATER TECHNOLOGIES INC CL A 942749102 605 25,850 X 25,850 WEBMD CORP COM 94769M105 941 105,844 X 105,844 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,533 36,276 X 36,276 WEINGARTEN RLTY INVS SH BEN INT 948741103 2,128 61,512 X 61,512 WELLPOINT HEALTH NETWORK NEW COM 94973H108 9,514 83,666 X 83,666 WELLS FARGO & CO NEW COM 949746101 34,747 613,147 X 613,147 WENDYS INTL INC COM 950590109 777 19,097 X 19,097 WESTAR ENERGY INC COM 95709T100 1,794 85,600 X 85,600 WESTAMERICA BANCORPORATION COM 957090103 1,468 29,089 X 29,089 WESTERN DIGITAL CORP COM 958102105 470 41,878 X 41,878 WESTERN WIRELESS CORP CL A 95988E204 1,417 60,600 X 60,600 WESTWOOD ONE INC COM 961815107 710 24,103 X 24,103 WEYERHAEUSER CO COM 962166104 6,657 101,631 X 101,631 WHIRLPOOL CORP COM 963320106 3,707 53,827 X 53,827 WHITNEY HLDG CORP COM 966612103 357 8,552 X 8,552 16 ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ---------------------------- -------------- --------- ------------ --------- -------------------- -------- ----------------------- INV. DISCRETION VOTING AUTHORITY SHARES -------------------- ----------------------- (A) (B) (C) (A) (B) (C) ---- -------- ------ ---- ------ ----------- PENSION FAIR SHARES OR SHARED MANAGERS CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ----------- WHOLE FOODS MKT INC COM 966837106 3,631 48,452 X 48,452 WILEY JOHN & SONS INC CL A 968223206 306 10,218 X 10,218 WILLIAMS COS INC DEL COM 969457100 726 75,893 X 75,893 WILLIAMS SONOMA INC COM 969904101 1,272 37,197 X 37,197 WILMINGTON TRUST CORP COM 971807102 276 7,393 X 7,393 WINN DIXIE STORES INC COM 974280109 130 17,164 X 17,164 WISCONSIN ENERGY CORP COM 976657106 994 30,930 X 30,930 WORTHINGTON INDS INC COM 981811102 312 16,295 X 16,295 WRIGLEY WM JR CO COM 982526105 3,876 65,558 X 65,558 WYETH COM 983024100 24,230 645,268 X 645,268 XM SATELLITE RADIO HLDGS INC CL A 983759101 1,248 44,698 X 44,698 XTO ENERGY INC COM 98385X106 1,832 72,593 X 72,593 XCEL ENERGY INC COM 98389B100 2,657 149,186 X 149,186 XILINX INC COM 983919101 5,377 142,395 X 142,395 XEROX CORP COM 984121103 3,382 232,146 X 232,146 YAHOO INC COM 984332106 13,934 287,485 X 287,485 YOUNG BROADCASTING INC CL A 987434107 847 46,800 X 46,800 YUM BRANDS INC COM 988498101 3,395 89,363 X 89,363 ZEBRA TECHNOLOGIES CORP CL A 989207105 2,109 30,397 X 30,397 ZIMMER HLDGS INC COM 98956P102 15,077 204,347 X 204,347 ZIONS BANCORPORATION COM 989701107 750 13,141 X 13,141 GRAND TOTAL 5,847,544 17