UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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.
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Address: 695 Main Street, 6th Floor
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Stamford, Connecticut 06901
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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
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Title: Chief Operating Officer
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Phone: 203 965-3361
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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: 2
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Form 13F Information Table Entry Total: 970
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Form 13F Information Table Value Total: $5,787,262
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(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.
GOLDMAN SACHS PRIME BROKERAGE
MELLON FINANCIAL CORPORATION
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
SEPTEMBER 30, 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 1,767 44,105 X 44,105
ACCENTURE LTD BERMUDA CL A G1150G111 876 32,400 X 32,400
COOPER INDS LTD CL A G24182100 3,782 64,107 X 64,107
GLOBALSANTAFE CORP SHS G3930E101 242 7,900 X 7,900
INGERSOLL-RAND
COMPANY LTD CL A G4776G101 4,513 66,401 X 66,401
MARVELL TECHNOLOGY
GROUP LTD ORD G5876H105 839 32,100 X 32,100
NABORS INDUSTRIES LTD SHS G6359F103 1,072 22,641 X 22,641
NOBLE CORPORATION SHS G65422100 523 11,628 X 11,628
SCOTTISH RE GROUP LTD ORD G7885T104 288 13,600 X 13,600
TRANSOCEAN INC ORD G90078109 2,241 62,626 X 62,626
WHITE MTNS INS GROUP
LTD COM G9618E107 842 1,600 X 1,600
XL CAP LTD CL A G98255105 887 11,982 X 11,982
ALCON INC COM SHS H01301102 2,695 33,600 X 33,600
ROYAL CARIBBEAN
CRUISES LTD COM V7780T103 1,543 35,400 X 35,400
A D C
TELECOMMUNICATIONS COM 000886101 367 202,941 X 202,941
AFLAC INC COM 001055102 9,177 234,036 X 234,036
AES CORP COM 00130H105 2,310 231,246 X 231,246
AMR CORP COM 001765106 153 20,833 X 20,833
AT&T CORP COM NEW 001957505 2,928 204,492 X 204,492
AT&T WIRELESS SVCS INC COM 00209A106 13,334 902,158 X 902,158
ABBOTT LABS COM 002824100 38,073 898,798 X 898,798
ABERCROMBIE & FITCH CO CL A 002896207 1,698 53,894 X 53,894
ACCREDO HEALTH INC COM 00437V104 239 10,161 X 10,161
ACTIVISION INC NEW COM NEW 004930202 1,061 76,526 X 76,526
ACXIOM CORP COM 005125109 1,226 51,648 X 51,648
ADESA INC COM 00686U104 761 46,302 X 46,302
ADOBE SYS INC COM 00724F101 8,530 172,425 X 172,425
ADTRAN INC COM 00738A106 302 13,327 X 13,327
ADVANCE AUTO PARTS INC COM 00751Y106 1,690 49,141 X 49,141
AEROPOSTALE COM 007865108 943 36,000 X 36,000
ADVANCED MICRO
DEVICES INC COM 007903107 1,848 142,136 X 142,136
AETNA INC NEW COM 00817Y108 6,048 60,520 X 60,520
AFFILIATED COMPUTER
SERVICES CL A 008190100 4,473 80,356 X 80,356
AFFYMETRIX INC COM 00826T108 389 12,664 X 12,664
AGERE SYS INC CL B 00845V209 367 359,359 X 359,359
AGILENT TECHNOLOGIES
INC COM 00846U101 3,033 140,614 X 140,614
AIR PRODS & CHEMS INC COM 009158106 4,742 87,210 X 87,210
AKAMAI TECHNOLOGIES
INC COM 00971T101 314 22,365 X 22,365
ALBERTO CULVER CO COM 013068101 5,406 124,344 X 124,344
ALBERTSONS INC COM 013104104 2,938 122,782 X 122,782
ALCOA INC COM 013817101 12,489 371,807 X 371,807
ALLEGHANY CORP DEL COM 017175100 7,524 27,570 X 27,570
ALLEGHENY ENERGY INC COM 017361106 354 22,197 X 22,197
ALLERGAN INC COM 018490102 6,623 91,286 X 91,286
ALLETE INC COM NEW 018522300 502 15,434 X 15,434
ALLIANCE DATA SYSTEMS
CORP COM 018581108 1,622 39,985 X 39,985
ALLIANT ENERGY CORP COM 018802108 1,690 67,937 X 67,937
ALLIANT TECHSYSTEMS
INC COM 018804104 2,364 39,072 X 39,072
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 549 62,047 X 62,047
ALLSTATE CORP COM 020002101 19,529 406,938 X 406,938
ALLTEL CORP COM 020039103 10,962 199,641 X 199,641
ALTERA CORP COM 021441100 2,351 120,121 X 120,121
ALTRIA GROUP INC COM 02209S103 48,142 1,023,431 X 1,023,431
AMAZON COM INC COM 023135106 5,108 125,020 X 125,020
AMBAC FINL GROUP INC COM 023139108 6,019 75,283 X 75,283
AMERADA HESS CORP COM 023551104 6,808 76,500 X 76,500
AMEREN CORP COM 023608102 1,728 37,435 X 37,435
AMERICAN CAPITAL
STRATEGIES COM 024937104 281 8,981 X 8,981
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 EAGLE
OUTFITTERS NE COM 02553E106 433 11,752 X 11,752
AMERICAN ELEC PWR INC COM 025537101 4,901 153,334 X 153,334
AMERICAN EXPRESS CO COM 025816109 34,948 679,124 X 679,124
AMERICAN INTL GROUP
INC COM 026874107 84,955 1,249,526 X 1,249,526
AMERICAN PHYSICIANS
CAPITAL COM 028884104 257 8,390 X 8,390
AMERICAN PWR
CONVERSION CORP COM 029066107 1,094 62,910 X 62,910
AMERICAN STD COS INC
DEL COM 029712106 6,441 165,542 X 165,542
AMERICAN TOWER CORP CL A 029912201 836 54,459 X 54,459
AMERISOURCEBERGEN
CORP COM 03073E105 2,150 40,030 X 40,030
AMERITRADE HLDG CORP
NEW COM 03074K100 601 50,044 X 50,044
AMETEK INC NEW COM 031100100 3,649 120,342 X 120,342
AMGEN INC COM 031162100 40,610 714,832 X 714,832
AMKOR TECHNOLOGY INC COM 031652100 74 20,280 X 20,280
AMPHENOL CORP NEW CL A 032095101 2,009 58,626 X 58,626
AMSOUTH BANCORPORATION COM 032165102 1,266 51,873 X 51,873
AMYLIN
PHARMACEUTICALS INC COM 032346108 404 19,686 X 19,686
ANADARKO PETE CORP COM 032511107 6,355 95,773 X 95,773
ANALOG DEVICES INC COM 032654105 13,524 348,749 X 348,749
ANDREW CORP COM 034425108 1,029 84,058 X 84,058
ANDRX CORP DEL ANDRX GROUP 034553107 363 16,233 X 16,233
ANHEUSER BUSCH COS INC COM 035229103 21,032 421,062 X 421,062
ANNTAYLOR STORES CORP COM 036115103 911 38,918 X 38,918
ANSYS INC COM 03662Q105 627 12,600 X 12,600
ANTHEM INC COM 03674B104 5,976 68,495 X 68,495
AON CORP COM 037389103 1,309 45,532 X 45,532
APACHE CORP COM 037411105 5,741 114,563 X 114,563
APARTMENT INVT & MGMT
CO CL A 03748R101 474 13,627 X 13,627
APOLLO GROUP INC CL A 037604105 13,904 189,510 X 189,510
APPLE COMPUTER INC COM 037833100 7,967 205,609 X 205,609
APPLEBEES INTL INC COM 037899101 1,936 76,564 X 76,564
APPLERA CORP COM AP BIO GRP 038020103 565 29,954 X 29,954
APPLIED MICRO
CIRCUITS CORP COM 03822W109 210 67,154 X 67,154
APPLIED MATLS INC COM 038222105 16,524 1,002,085 X 1,002,085
ARAMARK CORP CL B 038521100 528 21,885 X 21,885
ARCH COAL INC COM 039380100 228 6,425 X 6,425
ARCHER DANIELS
MIDLAND CO COM 039483102 2,161 127,261 X 127,261
ARCHSTONE SMITH TR COM 039583109 1,380 43,624 X 43,624
ARROW ELECTRS INC COM 042735100 234 10,365 X 10,365
ASHLAND INC COM 044204105 584 10,405 X 10,405
ASK JEEVES INC COM 045174109 393 12,017 X 12,017
ASSOCIATED BANC CORP COM 045487105 1,093 34,072 X 34,072
ASTORIA FINL CORP COM 046265104 977 27,517 X 27,517
ATMEL CORP COM 049513104 315 87,047 X 87,047
AUTODESK INC COM 052769106 5,454 112,145 X 112,145
AUTOLIV INC COM 052800109 1,991 49,283 X 49,283
AUTOMATIC DATA
PROCESSING IN COM 053015103 11,116 269,016 X 269,016
AUTONATION INC COM 05329W102 584 34,198 X 34,198
AUTOZONE INC COM 053332102 2,949 38,172 X 38,172
AVALONBAY CMNTYS INC COM 053484101 1,719 28,539 X 28,539
AVAYA INC COM 053499109 2,024 145,215 X 145,215
AVERY DENNISON CORP COM 053611109 2,194 33,361 X 33,361
AVID TECHNOLOGY INC COM 05367P100 400 8,524 X 8,524
AVNET INC COM 053807103 184 10,765 X 10,765
AVOCENT CORP COM 053893103 246 9,465 X 9,465
AVON PRODS INC COM 054303102 19,794 453,171 X 453,171
AZTAR CORP COM 054802103 517 19,500 X 19,500
BB&T CORP COM 054937107 3,248 81,845 X 81,845
BKF CAP GROUP INC COM 05548G102 363 12,400 X 12,400
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
BJ SVCS CO COM 055482103 4,077 77,790 X 77,790
BOK FINL CORP COM NEW 05561Q201 278 6,231 X 6,231
BP PLC SPONSORED ADR 055622104 5,949 103,400 X 103,400
BMC SOFTWARE INC COM 055921100 1,936 122,469 X 122,469
BAKER HUGHES INC COM 057224107 6,756 154,520 X 154,520
BALL CORP COM 058498106 3,606 96,338 X 96,338
BANK OF AMERICA
CORPORATION COM 060505104 100,514 2,319,732 X 2,319,732
BANK HAWAII CORP COM 062540109 3,874 81,981 X 81,981
BANK NEW YORK INC COM 064057102 3,738 128,155 X 128,155
BANKNORTH GROUP INC
NEW COM 06646R107 2,634 75,261 X 75,261
BARD C R INC COM 067383109 9,360 165,281 X 165,281
BARNES & NOBLE INC COM 067774109 1,067 28,825 X 28,825
BARNES GROUP INC COM 067806109 541 19,700 X 19,700
BARR PHARMACEUTICALS
INC COM 068306109 1,593 38,454 X 38,454
BAUSCH & LOMB INC COM 071707103 3,712 55,855 X 55,855
BAXTER INTL INC COM 071813109 7,045 219,073 X 219,073
BEA SYS INC COM 073325102 565 81,696 X 81,696
BEAR STEARNS COS INC COM 073902108 15,997 166,340 X 166,340
BEARINGPOINT INC COM 074002106 117 13,034 X 13,034
BECKMAN COULTER INC COM 075811109 2,436 43,414 X 43,414
BECTON DICKINSON & CO COM 075887109 14,790 286,070 X 286,070
BED BATH & BEYOND INC COM 075896100 4,854 130,789 X 130,789
BELLSOUTH CORP COM 079860102 19,479 718,254 X 718,254
BELO CORP COM SER A 080555105 1,089 48,312 X 48,312
BEMIS INC COM 081437105 1,338 50,322 X 50,322
BERKLEY W R CORP COM 084423102 2,340 55,499 X 55,499
BERKSHIRE HATHAWAY
INC DEL CL A 084670108 8,492 98 X 98
BEST BUY INC COM 086516101 11,623 214,297 X 214,297
BIG LOTS INC COM 089302103 300 24,501 X 24,501
BIOMET INC COM 090613100 4,248 90,624 X 90,624
BIOGEN IDEC INC COM 09062X103 6,028 98,550 X 98,550
BLACK & DECKER CORP COM 091797100 3,866 49,926 X 49,926
BLACKROCK INC CL A 09247X101 1,826 24,845 X 24,845
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 315 4,379 X 4,379
BLOCK H & R INC COM 093671105 2,515 50,897 X 50,897
BOEING CO COM 097023105 25,514 494,265 X 494,265
BOISE CASCADE CORP COM 097383103 977 29,352 X 29,352
BORDERS GROUP INC COM 099709107 243 9,786 X 9,786
BORG WARNER INC COM 099724106 3,601 83,180 X 83,180
BOSTON BEER INC CL A 100557107 1,109 44,000 X 44,000
BOSTON PROPERTIES INC COM 101121101 264 4,771 X 4,771
BOSTON SCIENTIFIC CORP COM 101137107 18,468 464,826 X 464,826
BRIGGS & STRATTON CORP COM 109043109 1,130 13,918 X 13,918
BRINKER INTL INC COM 109641100 687 22,068 X 22,068
BRINKS CO COM 109696104 348 11,537 X 11,537
BRISTOL MYERS SQUIBB CO COM 110122108 19,372 818,420 X 818,420
BROADCOM CORP CL A 111320107 3,211 117,669 X 117,669
BROWN & BROWN INC COM 115236101 2,617 57,261 X 57,261
BROWN FORMAN CORP CL B 115637209 1,940 42,368 X 42,368
BRUNSWICK CORP COM 117043109 2,402 52,501 X 52,501
BURLINGTON NORTHN
SANTA FE C COM 12189T104 8,935 233,236 X 233,236
BURLINGTON RES INC COM 122014103 8,093 198,358 X 198,358
C D W CORP COM 12512N105 2,089 35,997 X 35,997
C H ROBINSON
WORLDWIDE INC COM 12541W100 1,155 24,905 X 24,905
CIGNA CORP COM 125509109 4,782 68,675 X 68,675
CIT GROUP INC COM 125581108 5,576 149,141 X 149,141
CMS ENERGY CORP COM 125896100 122 12,833 X 12,833
CNF INC COM 12612W104 218 5,307 X 5,307
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
CSX CORP COM 126408103 1,790 53,924 X 53,924
CVS CORP COM 126650100 11,370 269,877 X 269,877
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,534 75,627 X 75,627
CABOT CORP COM 127055101 621 16,100 X 16,100
CADENCE DESIGN SYSTEM
INC COM 127387108 510 39,074 X 39,074
CAESARS ENTMT INC COM 127687101 298 17,874 X 17,874
CALPINE CORP COM 131347106 123 42,320 X 42,320
CAMDEN PPTY TR SH BEN INT 133131102 213 4,601 X 4,601
CAMPBELL SOUP CO COM 134429109 1,749 66,509 X 66,509
CAPITAL ONE FINL CORP COM 14040H105 9,587 129,727 X 129,727
CAPITALSOURCE INC COM 14055X102 301 13,480 X 13,480
CARDINAL HEALTH INC COM 14149Y108 8,576 195,937 X 195,937
CAREER EDUCATION CORP COM 141665109 2,252 79,224 X 79,224
CAREMARK RX INC COM 141705103 4,113 128,249 X 128,249
CARLISLE COS INC COM 142339100 249 3,897 X 3,897
CARMAX INC COM 143130102 469 21,762 X 21,762
CARNIVAL CORP PAIRED CTF 143658300 2,595 54,866 X 54,866
CATELLUS DEV CORP NEW COM 149113102 649 24,468 X 24,468
CATERPILLAR INC DEL COM 149123101 14,683 182,513 X 182,513
CELGENE CORP COM 151020104 999 17,149 X 17,149
CENDANT CORP COM 151313103 15,622 723,223 X 723,223
CENTERPOINT ENERGY INC COM 15189T107 864 83,353 X 83,353
CENTEX CORP COM 152312104 3,301 65,418 X 65,418
CENTURYTEL INC COM 156700106 1,734 50,647 X 50,647
CEPHALON INC COM 156708109 563 11,756 X 11,756
CERIDIAN CORP NEW COM 156779100 767 41,667 X 41,667
CERTEGY INC COM 156880106 496 13,332 X 13,332
CHAMPION ENTERPRISES
INC COM 158496109 315 30,600 X 30,600
CHARLES RIV LABS INTL
INC COM 159864107 777 16,967 X 16,967
CHECKFREE CORP NEW COM 162813109 407 14,709 X 14,709
CHEESECAKE FACTORY INC COM 163072101 471 10,858 X 10,858
CHELSEA PPTY GROUP INC COM 163421100 952 14,183 X 14,183
CHESAPEAKE ENERGY CORP COM 165167107 467 29,512 X 29,512
CHEVRONTEXACO CORP COM 166764100 51,697 963,774 X 963,774
CHICAGO MERCANTILE
HLDGS INC CL A 167760107 9,165 56,822 X 56,822
CHICOS FAS INC COM 168615102 1,980 57,883 X 57,883
CHOICE HOTELS INTL INC COM 169905106 2,245 38,981 X 38,981
CHIRON CORP COM 170040109 1,918 43,394 X 43,394
CHOICEPOINT INC COM 170388102 2,957 69,326 X 69,326
CHUBB CORP COM 171232101 4,412 62,775 X 62,775
CHURCH & DWIGHT INC COM 171340102 398 14,201 X 14,201
CIENA CORP COM 171779101 164 82,647 X 82,647
CINCINNATI FINL CORP COM 172062101 1,848 44,832 X 44,832
CINERGY CORP COM 172474108 3,708 93,641 X 93,641
CIRCUIT CITY STORE INC COM 172737108 915 59,678 X 59,678
CISCO SYS INC COM 17275R102 76,636 4,234,006 X 4,234,006
CINTAS CORP COM 172908105 3,127 74,382 X 74,382
CITIGROUP INC COM 172967101 120,241 2,725,315 X 2,725,315
CITIZENS
COMMUNICATIONS CO COM 17453B101 610 45,550 X 45,550
CITRIX SYS INC COM 177376100 1,056 60,288 X 60,288
CITY NATL CORP COM 178566105 1,570 24,167 X 24,167
CLAIRES STORES INC COM 179584107 1,847 73,754 X 73,754
CLARCOR INC COM 179895107 1,149 24,100 X 24,100
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 5,244 168,235 X 168,235
CLOROX CO DEL COM 189054109 4,064 76,249 X 76,249
COACH INC COM 189754104 10,123 238,639 X 238,639
COCA COLA CO COM 191216100 55,866 1,394,904 X 1,394,904
COCA COLA ENTERPRISES
INC COM 191219104 4,032 213,322 X 213,322
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 3,459 113,370 X 113,370
COLGATE PALMOLIVE CO COM 194162103 8,306 183,851 X 183,851
COLUMBIA SPORTSWEAR CO COM 198516106 717 13,152 X 13,152
COMCAST CORP NEW CL A 20030N101 14,527 514,422 X 514,422
COMCAST CORP NEW CL A SPL 20030N200 1,474 52,800 X 52,800
COMERICA INC COM 200340107 3,440 57,962 X 57,962
COMMERCE BANCORP INC NJ COM 200519106 3,807 68,967 X 68,967
COMMUNITY HEALTH SYS
INC NEW COM 203668108 244 9,135 X 9,135
COMPASS BANCSHARES INC COM 20449H109 341 7,778 X 7,778
COMPUTER ASSOC INTL INC COM 204912109 8,220 312,547 X 312,547
COMPUTER SCIENCES CORP COM 205363104 5,728 121,623 X 121,623
COMPUWARE CORP COM 205638109 287 55,714 X 55,714
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 884 46,922 X 46,922
CONAGRA FOODS INC COM 205887102 3,714 144,461 X 144,461
CONEXANT SYSTEMS INC COM 207142100 105 65,701 X 65,701
CONOCOPHILLIPS COM 20825C104 42,341 511,058 X 511,058
CONSOL ENERGY INC COM 20854P109 1,394 39,944 X 39,944
CONSOLIDATED EDISON INC COM 209115104 2,569 61,098 X 61,098
CONSTELLATION BRANDS
INC CL A 21036P108 2,751 72,289 X 72,289
CONSTELLATION ENERGY
GROUP I COM 210371100 3,190 80,059 X 80,059
CONVERGYS CORP COM 212485106 278 20,706 X 20,706
COOPER CAMERON CORP COM 216640102 336 6,119 X 6,119
COOPER COS INC COM NEW 216648402 465 6,789 X 6,789
COORS ADOLPH CO CL B 217016104 1,731 25,491 X 25,491
COPART INC COM 217204106 262 13,846 X 13,846
CORINTHIAN COLLEGES INC COM 218868107 255 18,901 X 18,901
CORN PRODS INTL INC COM 219023108 2,867 62,200 X 62,200
CORNING INC COM 219350105 8,966 809,171 X 809,171
CORPORATE EXECUTIVE
BRD CO COM 21988R102 2,433 39,733 X 39,733
COSTCO WHSL CORP NEW COM 22160K105 9,835 236,924 X 236,924
COUNTRYWIDE FINANCIAL
CORP COM 222372104 19,692 499,918 X 499,918
COVANCE INC COM 222816100 2,069 51,757 X 51,757
COVENTRY HEALTH CARE
INC COM 222862104 6,811 127,627 X 127,627
COX COMMUNICATIONS
INC NEW CL A 224044107 1,139 34,393 X 34,393
CRANE CO COM 224399105 586 20,249 X 20,249
CREE INC COM 225447101 474 15,553 X 15,553
CROWN CASTLE INTL CORP COM 228227104 465 31,259 X 31,259
CUMMINS INC COM 231021106 5,529 74,831 X 74,831
CURTISS WRIGHT CORP COM 231561101 1,837 32,100 X 32,100
CYPRESS SEMICONDUCTOR
CORP COM 232806109 229 25,857 X 25,857
CYTYC CORP COM 232946103 1,209 50,066 X 50,066
DPL INC COM 233293109 1,130 54,914 X 54,914
D R HORTON INC COM 23331A109 1,087 32,817 X 32,817
DST SYS INC DEL COM 233326107 4,410 99,175 X 99,175
DTE ENERGY CO COM 233331107 4,230 100,263 X 100,263
DADE BEHRING HLDGS INC COM 23342J206 460 8,254 X 8,254
DANA CORP COM 235811106 1,563 88,343 X 88,343
DANAHER CORP DEL COM 235851102 9,211 179,617 X 179,617
DARDEN RESTAURANTS INC COM 237194105 885 37,954 X 37,954
DAVITA INC COM 23918K108 1,369 43,961 X 43,961
DEAN FOODS CO NEW COM 242370104 1,600 53,284 X 53,284
DEERE & CO COM 244199105 7,904 122,454 X 122,454
DEL MONTE FOODS CO COM 24522P103 112 10,670 X 10,670
DELL INC COM 24702R101 69,204 1,943,921 X 1,943,921
DELPHI CORP COM 247126105 712 76,607 X 76,607
DELTA AIR LINES INC DEL COM 247361108 35 10,731 X 10,731
DELUXE CORP COM 248019101 751 18,309 X 18,309
DENTSPLY INTL INC NEW COM 249030107 2,217 42,679 X 42,679
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
DEVELOPERS
DIVERSIFIED RLTY COM 251591103 2,063 52,684 X 52,684
DEVON ENERGY CORP NEW COM 25179M103 7,536 106,132 X 106,132
DEVRY INC DEL COM 251893103 258 12,462 X 12,462
DIAMOND OFFSHORE
DRILLING IN COM 25271C102 317 9,607 X 9,607
DIEBOLD INC COM 253651103 920 19,695 X 19,695
DILLARDS INC CL A 254067101 897 45,441 X 45,441
DIRECTV GROUP INC COM 25459L106 3,907 222,134 X 222,134
DISNEY WALT CO COM DISNEY 254687106 27,341 1,212,459 X 1,212,459
DOLLAR GEN CORP COM 256669102 3,223 159,958 X 159,958
DOLLAR TREE STORES INC COM 256747106 1,202 44,606 X 44,606
DOMINION RES INC VA NEW COM 25746U109 8,581 131,507 X 131,507
DONALDSON INC COM 257651109 2,478 87,281 X 87,281
DONNELLEY R R & SONS CO COM 257867101 2,982 95,225 X 95,225
DORAL FINL CORP COM 25811P100 1,024 24,694 X 24,694
DOVER CORP COM 260003108 2,349 60,431 X 60,431
DOW CHEM CO COM 260543103 17,169 380,009 X 380,009
DOW JONES & CO INC COM 260561105 912 22,457 X 22,457
DU PONT E I DE
NEMOURS & CO COM 263534109 15,049 351,603 X 351,603
DUKE ENERGY CORP COM 264399106 9,290 405,867 X 405,867
DUKE REALTY CORP COM NEW 264411505 276 8,314 X 8,314
DUN & BRADSTREET CORP
DEL NE COM 26483E100 3,100 52,804 X 52,804
DUQUESNE LT HLDGS INC COM 266233105 386 21,500 X 21,500
DYNEGY INC NEW CL A 26816Q101 244 48,967 X 48,967
EGL INC COM 268484102 230 7,600 X 7,600
E M C CORP MASS COM 268648102 14,055 1,217,972 X 1,217,972
ENSCO INTL INC COM 26874Q100 860 26,317 X 26,317
ENI S P A SPONSORED ADR 26874R108 1,864 16,600 X 16,600
EOG RES INC COM 26875P101 3,170 48,139 X 48,139
E TRADE FINANCIAL CORP COM 269246104 966 84,594 X 84,594
EAGLE MATERIALS INC COM 26969P108 448 6,287 X 6,287
EASTMAN CHEM CO COM 277432100 1,332 28,008 X 28,008
EASTMAN KODAK CO COM 277461109 1,430 44,395 X 44,395
EATON CORP COM 278058102 5,737 90,473 X 90,473
EATON VANCE CORP COM NON VTG 278265103 640 15,854 X 15,854
EBAY INC COM 278642103 36,243 394,201 X 394,201
ECHOSTAR
COMMUNICATIONS NEW CL A 278762109 1,526 49,048 X 49,048
ECOLAB INC COM 278865100 5,226 166,206 X 166,206
EDISON INTL COM 281020107 5,665 213,679 X 213,679
EDUCATION MGMT CORP COM 28139T101 408 15,332 X 15,332
EDWARDS LIFESCIENCES
CORP COM 28176E108 434 12,958 X 12,958
EL PASO CORP COM 28336L109 1,299 141,397 X 141,397
ELECTRONIC ARTS INC COM 285512109 9,052 196,820 X 196,820
ELECTRONIC DATA SYS NEW COM 285661104 3,215 165,825 X 165,825
EMERSON ELEC CO COM 291011104 10,384 167,775 X 167,775
ENERGEN CORP COM 29265N108 1,778 34,500 X 34,500
ENERGY EAST CORP COM 29266M109 1,019 40,470 X 40,470
ENERGIZER HLDGS INC COM 29266R108 610 13,243 X 13,243
ENGELHARD CORP COM 292845104 1,173 41,380 X 41,380
ENGINEERED SUPPORT
SYS INC COM 292866100 1,365 29,900 X 29,900
ENTERGY CORP NEW COM 29364G103 9,070 149,643 X 149,643
EON LABS INC COM 29412E100 937 43,181 X 43,181
EQUIFAX INC COM 294429105 910 34,536 X 34,536
EQUITABLE RES INC COM 294549100 3,037 55,913 X 55,913
EQUITY OFFICE
PROPERTIES TRU COM 294741103 3,565 130,837 X 130,837
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,268 40,909 X 40,909
EXELON CORP COM 30161N101 9,323 254,105 X 254,105
EXPEDITORS INTL WASH
INC COM 302130109 3,457 66,857 X 66,857
EXPRESS SCRIPTS INC COM 302182100 1,556 23,819 X 23,819
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
EXXON MOBIL CORP COM 30231G102 148,211 3,066,647 X 3,066,647
FLIR SYS INC COM 302445101 412 7,047 X 7,047
FMC TECHNOLOGIES INC COM 30249U101 2,040 61,087 X 61,087
FPL GROUP INC COM 302571104 5,353 78,359 X 78,359
FACTSET RESH SYS INC COM 303075105 1,215 25,209 X 25,209
FAIR ISAAC CORP COM 303250104 446 15,263 X 15,263
FAIRCHILD
SEMICONDUCTOR INTL COM 303726103 239 16,897 X 16,897
FAMILY DLR STORES INC COM 307000109 2,045 75,465 X 75,465
FASTENAL CO COM 311900104 2,072 35,969 X 35,969
FEDERAL HOME LN MTG
CORP COM 313400301 20,386 312,480 X 312,480
FEDERAL NATL MTG ASSN COM 313586109 38,371 605,213 X 605,213
FEDERATED DEPT STORES
INC DE COM 31410H101 8,271 182,068 X 182,068
FEDERATED INVS INC PA CL B 314211103 785 27,587 X 27,587
FEDEX CORP COM 31428X106 14,839 173,176 X 173,176
FIDELITY NATL FINL INC COM 316326107 1,308 34,338 X 34,338
FIFTH THIRD BANCORP COM 316773100 8,192 166,442 X 166,442
FIRST BANCORP P R COM 318672102 1,835 38,000 X 38,000
FIRST DATA CORP COM 319963104 20,947 481,540 X 481,540
FIRST HORIZON NATL CORP COM 320517105 3,435 79,214 X 79,214
FIRST MARBLEHEAD CORP COM 320771108 2,653 57,185 X 57,185
FIRST MIDWEST BANCORP
DEL COM 320867104 1,134 32,800 X 32,800
FISERV INC COM 337738108 3,831 109,896 X 109,896
FIRSTENERGY CORP COM 337932107 5,065 123,296 X 123,296
FISHER SCIENTIFIC
INTL INC COM NEW 338032204 1,904 32,640 X 32,640
FLORIDA ROCK INDS INC COM 341140101 1,044 21,316 X 21,316
FLUOR CORP NEW COM 343412102 2,410 54,128 X 54,128
FOOT LOCKER INC COM 344849104 1,389 58,594 X 58,594
FORD MTR CO DEL COM PAR $0.01 345370860 9,145 650,883 X 650,883
FOREST LABS INC COM 345838106 8,643 192,230 X 192,230
FORTUNE BRANDS INC COM 349631101 7,094 95,747 X 95,747
FOSSIL INC COM 349882100 256 8,264 X 8,264
FOUNDRY NETWORKS INC COM 35063R100 178 18,808 X 18,808
FOX ENTMT GROUP INC CL A 35138T107 3,320 119,676 X 119,676
FRANKLIN RES INC COM 354613101 2,795 50,128 X 50,128
FREEPORT-MCMORAN
COPPER & GO CL B 35671D857 2,495 61,594 X 61,594
FREMONT GEN CORP COM 357288109 276 11,944 X 11,944
FRIEDMAN BILLINGS
RAMSEY GRO CL A 358434108 628 32,862 X 32,862
GATX CORP COM 361448103 592 22,200 X 22,200
GALLAGHER ARTHUR J & CO COM 363576109 1,930 58,257 X 58,257
GANNETT INC COM 364730101 10,630 126,915 X 126,915
GAP INC DEL COM 364760108 6,943 372,301 X 372,301
GATEWAY INC COM 367626108 140 28,190 X 28,190
GAYLORD ENTMT CO NEW COM 367905106 725 23,400 X 23,400
GEN-PROBE INC NEW COM 36866T103 411 10,309 X 10,309
GEMSTAR-TV GUIDE INTL
INC COM 36866W106 164 28,997 X 28,997
GENCORP INC COM 368682100 201 14,800 X 14,800
GENENTECH INC COM NEW 368710406 9,559 182,351 X 182,351
GENERAL DYNAMICS CORP COM 369550108 10,510 102,937 X 102,937
GENERAL ELEC CO COM 369604103 167,441 4,986,345 X 4,986,345
GENERAL GROWTH PPTYS
INC COM 370021107 5,221 168,430 X 168,430
GENERAL MLS INC COM 370334104 2,473 55,079 X 55,079
GENERAL MTRS CORP COM 370442105 12,678 298,444 X 298,444
GENTEX CORP COM 371901109 604 17,190 X 17,190
GENUINE PARTS CO COM 372460105 5,754 149,915 X 149,915
GENWORTH FINL INC COM CL A 37247D106 271 11,634 X 11,634
GENZYME CORP COM GENL DIV 372917104 3,748 68,890 X 68,890
GEORGIA PAC CORP COM 373298108 4,961 138,011 X 138,011
GETTY IMAGES INC COM 374276103 2,745 49,639 X 49,639
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
GILEAD SCIENCES INC COM 375558103 8,999 240,734 X 240,734
GILLETTE CO COM 375766102 22,811 546,513 X 546,513
GLOBAL PMTS INC COM 37940X102 313 5,854 X 5,854
GOLDEN WEST FINL CORP
DEL COM 381317106 9,846 88,739 X 88,739
GOLDMAN SACHS GROUP INC COM 38141G104 18,912 202,832 X 202,832
GOODRICH CORP COM 382388106 2,481 79,128 X 79,128
GOODYEAR TIRE & RUBR CO COM 382550101 164 15,250 X 15,250
GRACO INC COM 384109104 1,697 50,647 X 50,647
GRAINGER W W INC COM 384802104 4,100 71,115 X 71,115
GRANT PRIDECO INC COM 38821G101 914 44,610 X 44,610
GREAT PLAINS ENERGY INC COM 391164100 1,044 35,805 X 35,805
GREENPOINT FINL CORP COM 395384100 317 6,845 X 6,845
GREIF INC CL A 397624107 694 16,460 X 16,460
GTECH HLDGS CORP COM 400518106 721 28,464 X 28,464
GUIDANT CORP COM 401698105 13,255 200,712 X 200,712
HCA INC COM 404119109 5,924 155,291 X 155,291
HCC INS HLDGS INC COM 404132102 308 10,214 X 10,214
HNI CORP COM 404251100 2,026 51,182 X 51,182
HRPT PPTYS TR COM SH BEN INT 40426W101 114 10,350 X 10,350
HALLIBURTON CO COM 406216101 7,447 221,036 X 221,036
HARLEY DAVIDSON INC COM 412822108 18,164 305,584 X 305,584
HARMAN INTL INDS INC COM 413086109 6,619 61,432 X 61,432
HARRAHS ENTMT INC COM 413619107 1,492 28,162 X 28,162
HARRIS CORP DEL COM 413875105 1,044 19,002 X 19,002
HARSCO CORP COM 415864107 310 6,914 X 6,914
HARTE-HANKS INC COM 416196103 333 13,317 X 13,317
HARTFORD FINL SVCS
GROUP INC COM 416515104 11,980 193,449 X 193,449
HASBRO INC COM 418056107 453 24,075 X 24,075
HAWAIIAN ELEC
INDUSTRIES COM 419870100 328 12,346 X 12,346
HEALTH MGMT ASSOC INC
NEW CL A 421933102 1,386 67,834 X 67,834
HEALTH NET INC COM 42222G108 223 9,026 X 9,026
HEINZ H J CO COM 423074103 4,398 122,104 X 122,104
HENRY JACK & ASSOC INC COM 426281101 580 30,904 X 30,904
HERCULES INC COM 427056106 152 10,686 X 10,686
HERSHEY FOODS CORP COM 427866108 2,541 54,402 X 54,402
HEWLETT PACKARD CO COM 428236103 27,529 1,468,195 X 1,468,195
HIBERNIA CORP CL A 428656102 1,523 57,671 X 57,671
HILLENBRAND INDS INC COM 431573104 394 7,801 X 7,801
HILTON HOTELS CORP COM 432848109 1,981 105,159 X 105,159
HOME DEPOT INC COM 437076102 61,601 1,571,451 X 1,571,451
HONEYWELL INTL INC COM 438516106 11,794 328,890 X 328,890
HORMEL FOODS CORP COM 440452100 927 34,606 X 34,606
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,261 29,685 X 29,685
HOSPIRA INC COM 441060100 1,147 37,471 X 37,471
HOST MARRIOTT CORP NEW COM 44107P104 284 20,211 X 20,211
HOVNANIAN ENTERPRISES
INC CL A 442487203 241 5,998 X 5,998
HUBBELL INC CL B 443510201 852 19,013 X 19,013
HUDSON CITY BANCORP COM 443683107 3,118 87,244 X 87,244
HUDSON UNITED BANCORP COM 444165104 313 8,494 X 8,494
HUGHES SUPPLY INC COM 444482103 233 7,758 X 7,758
HUMANA INC COM 444859102 623 31,198 X 31,198
HUNT J B TRANS SVCS INC COM 445658107 1,848 49,771 X 49,771
HUNTINGTON BANCSHARES
INC COM 446150104 828 33,258 X 33,258
IDT CORP CL B 448947309 177 11,757 X 11,757
IAC INTERACTIVECORP COM 44919P102 1,064 48,314 X 48,314
IMS HEALTH INC COM 449934108 1,726 72,147 X 72,147
ISTAR FINL INC COM 45031U101 262 6,362 X 6,362
ITT EDUCATIONAL
SERVICES INC COM 45068B109 345 9,581 X 9,581
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
ITT INDS INC IND COM 450911102 8,668 108,363 X 108,363
IDEX CORP COM 45167R104 883 26,000 X 26,000
IDEXX LABS INC COM 45168D104 369 7,278 X 7,278
IKON OFFICE SOLUTIONS
INC COM 451713101 571 47,498 X 47,498
ILLINOIS TOOL WKS INC COM 452308109 16,106 172,870 X 172,870
IMCLONE SYS INC COM 45245W109 1,561 29,544 X 29,544
INAMED CORP COM 453235103 1,446 30,334 X 30,334
INDEPENDENCE CMNTY BK
CORP COM 453414104 363 9,296 X 9,296
INDYMAC BANCORP INC COM 456607100 292 8,066 X 8,066
INGRAM MICRO INC CL A 457153104 264 16,371 X 16,371
INTEGRATED CIRCUIT
SYS INC COM 45811K208 327 15,212 X 15,212
INTEL CORP COM 458140100 88,297 4,401,643 X 4,401,643
INTERNATIONAL
BANCSHARES COR COM 459044103 932 25,362 X 25,362
INTERNATIONAL
BUSINESS MACHS COM 459200101 71,664 835,824 X 835,824
INTERNATIONAL
FLAVORS&FRAGRA COM 459506101 911 23,844 X 23,844
INTERNATIONAL GAME
TECHNOLOG COM 459902102 5,034 140,042 X 140,042
INTL PAPER CO COM 460146103 7,172 177,482 X 177,482
INTERNATIONAL
RECTIFIER CORP COM 460254105 515 15,016 X 15,016
INTERNATIONAL
SPEEDWAY CORP CL A 460335201 3,516 70,464 X 70,464
INTERSIL CORP CL A 46069S109 323 20,292 X 20,292
INTERPUBLIC GROUP COS
INC COM 460690100 1,072 101,270 X 101,270
INTUIT COM 461202103 2,793 61,519 X 61,519
INVITROGEN CORP COM 46185R100 1,941 35,298 X 35,298
INVESTORS FINL
SERVICES CORP COM 461915100 625 13,855 X 13,855
IRON MTN INC PA COM 462846106 2,398 70,850 X 70,850
ISHARES TR GLDM SACHS TEC 464287549 1,009 24,600 X 24,600
ISHARES TR RUSSELL1000VAL 464287598 893 14,750 X 14,750
ISHARES TR RUSSELL1000GRW 464287614 14,414 318,900 X 318,900
ISHARES TR RUSL 2000 GROW 464287648 1,131 19,300 X 19,300
IVAX CORP COM 465823102 758 39,573 X 39,573
JDS UNIPHASE CORP COM 46612J101 1,444 428,395 X 428,395
JPMORGAN & CHASE & CO COM 46625H100 49,076 1,235,236 X 1,235,236
JABIL CIRCUIT INC COM 466313103 1,213 52,755 X 52,755
JACOBS ENGR GROUP INC
DEL COM 469814107 568 14,834 X 14,834
JANUS CAP GROUP INC COM 47102X105 473 34,753 X 34,753
JEFFERSON PILOT CORP COM 475070108 5,175 104,218 X 104,218
JETBLUE AWYS CORP COM 477143101 1,099 52,534 X 52,534
JOHNSON & JOHNSON COM 478160104 121,027 2,148,535 X 2,148,535
JOHNSON CTLS INC COM 478366107 9,123 160,585 X 160,585
JONES APPAREL GROUP INC COM 480074103 4,582 128,001 X 128,001
JUNIPER NETWORKS INC COM 48203R104 3,737 158,365 X 158,365
KLA-TENCOR CORP COM 482480100 2,396 57,754 X 57,754
KB HOME COM 48666K109 1,715 20,302 X 20,302
KELLOGG CO COM 487836108 5,032 117,962 X 117,962
KERR MCGEE CORP COM 492386107 2,091 36,519 X 36,519
KEYCORP NEW COM 493267108 2,636 83,431 X 83,431
KEYSPAN CORP COM 49337W100 927 23,647 X 23,647
KIMBERLY CLARK CORP COM 494368103 15,496 239,907 X 239,907
KIMCO REALTY CORP COM 49446R109 4,895 95,418 X 95,418
KINDER MORGAN INC KANS COM 49455P101 3,278 52,181 X 52,181
KINETIC CONCEPTS INC COM NEW 49460W208 272 5,181 X 5,181
KING PHARMACEUTICALS
INC COM 495582108 418 35,029 X 35,029
KMART HLDG CORPORATION COM 498780105 2,627 30,031 X 30,031
KNIGHT RIDDER INC COM 499040103 2,466 37,674 X 37,674
KOHLS CORP COM 500255104 4,743 98,421 X 98,421
KRAFT FOODS INC CL A 50075N104 810 25,532 X 25,532
KROGER CO COM 501044101 3,503 225,692 X 225,692
LSI LOGIC CORP COM 502161102 351 81,408 X 81,408
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
L-3 COMMUNICATIONS
HLDGS INC COM 502424104 4,292 64,056 X 64,056
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 1,254 28,691 X 28,691
LAFARGE NORTH AMERICA
INC COM 505862102 807 17,210 X 17,210
LAM RESEARCH CORP COM 512807108 728 33,286 X 33,286
LAMAR ADVERTISING CO CL A 512815101 620 14,907 X 14,907
LANCASTER COLONY CORP COM 513847103 611 14,500 X 14,500
LAUDER ESTEE COS INC CL A 518439104 4,304 102,969 X 102,969
LAUREATE EDUCATION INC COM 518613104 246 6,619 X 6,619
LEAR CORP COM 521865105 4,774 87,686 X 87,686
LEE ENTERPRISES INC COM 523768109 3,948 85,200 X 85,200
LEGGETT & PLATT INC COM 524660107 1,091 38,820 X 38,820
LEGG MASON INC COM 524901105 5,083 95,411 X 95,411
LEHMAN BROS HLDGS INC COM 524908100 10,925 137,041 X 137,041
LENNAR CORP CL A 526057104 883 18,547 X 18,547
LEUCADIA NATL CORP COM 527288104 2,828 49,920 X 49,920
LEVEL 3
COMMUNICATIONS INC COM 52729N100 369 142,498 X 142,498
LEXMARK INTL NEW CL A 529771107 8,533 101,572 X 101,572
LIBERTY MEDIA CORP NEW COM SER A 530718105 6,630 760,374 X 760,374
LIBERTY MEDIA INTL INC COM SER A 530719103 1,450 43,454 X 43,454
LIFEPOINT HOSPITALS INC COM 53219L109 1,089 36,300 X 36,300
LILLY ELI & CO COM 532457108 42,626 709,834 X 709,834
LIMITED BRANDS INC COM 532716107 2,955 132,571 X 132,571
LINCARE HLDGS INC COM 532791100 619 20,839 X 20,839
LINCOLN NATL CORP IND COM 534187109 1,971 41,937 X 41,937
LINEAR TECHNOLOGY CORP COM 535678106 7,243 199,873 X 199,873
LIZ CLAIBORNE INC COM 539320101 1,697 44,986 X 44,986
LOCKHEED MARTIN CORP COM 539830109 3,463 62,091 X 62,091
LOEWS CORP COM 540424108 5,664 96,822 X 96,822
LONGS DRUG STORES CORP COM 543162101 629 26,000 X 26,000
LOUISIANA PAC CORP COM 546347105 898 34,591 X 34,591
LOWES COS INC COM 548661107 26,470 487,023 X 487,023
LUBRIZOL CORP COM 549271104 643 18,584 X 18,584
LUCENT TECHNOLOGIES INC COM 549463107 5,167 1,630,047 X 1,630,047
LYONDELL CHEMICAL CO COM 552078107 651 29,003 X 29,003
M & T BK CORP COM 55261F104 5,155 53,865 X 53,865
MBIA INC COM 55262C100 3,863 66,355 X 66,355
MBNA CORP COM 55262L100 12,661 502,416 X 502,416
M D C HLDGS INC COM 552676108 675 9,237 X 9,237
MDU RES GROUP INC COM 552690109 678 25,751 X 25,751
MEMC ELECTR MATLS INC COM 552715104 136 16,037 X 16,037
MGIC INVT CORP WIS COM 552848103 3,872 58,179 X 58,179
MGI PHARMA INC COM 552880106 1,838 68,861 X 68,861
MGM MIRAGE COM 552953101 262 5,271 X 5,271
MSC INDL DIRECT INC CL A 553530106 2,211 64,872 X 64,872
MACROMEDIA INC COM 556100105 291 14,482 X 14,482
MANDALAY RESORT GROUP COM 562567107 1,149 16,739 X 16,739
MANOR CARE INC NEW COM 564055101 796 26,572 X 26,572
MANPOWER INC COM 56418H100 1,612 36,229 X 36,229
MANULIFE FINL CORP COM 56501R106 1,396 31,889 X 31,889
MARATHON OIL CORP COM 565849106 10,347 250,650 X 250,650
MARKEL CORP COM 570535104 574 1,860 X 1,860
MARSH & MCLENNAN COS
INC COM 571748102 10,127 221,306 X 221,306
MARSHALL & ILSLEY CORP COM 571834100 1,923 47,716 X 47,716
MARRIOTT INTL INC NEW CL A 571903202 2,999 57,726 X 57,726
MARTEK BIOSCIENCES CORP COM 572901106 265 5,443 X 5,443
MARVEL ENTERPRISES INC COM 57383M108 217 14,911 X 14,911
MASCO CORP COM 574599106 5,991 173,515 X 173,515
MATTEL INC COM 577081102 1,764 97,292 X 97,292
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
MAXIM INTEGRATED
PRODS INC COM 57772K101 10,301 243,576 X 243,576
MAXTOR CORP COM NEW 577729205 156 29,988 X 29,988
MAY DEPT STORES CO COM 577778103 1,634 63,762 X 63,762
MAYTAG CORP COM 578592107 332 18,093 X 18,093
MCAFEE INC COM 579064106 752 37,409 X 37,409
MCCLATCHY CO CL A 579489105 871 12,299 X 12,299
MCCORMICK & CO INC COM NON VTG 579780206 2,470 71,938 X 71,938
MCDONALDS CORP COM 580135101 20,767 740,898 X 740,898
MCGRAW HILL COS INC COM 580645109 6,118 76,778 X 76,778
MCKESSON CORP COM 58155Q103 2,296 89,503 X 89,503
MEADWESTVACO CORP COM 583334107 1,720 53,927 X 53,927
MEDCO HEALTH
SOLUTIONS INC COM 58405U102 3,900 126,230 X 126,230
MEDIA GEN INC CL A 584404107 1,577 28,194 X 28,194
MEDICIS
PHARMACEUTICAL CORP CL A NEW 584690309 591 15,150 X 15,150
MEDIMMUNE INC COM 584699102 2,045 86,266 X 86,266
MEDTRONIC INC COM 585055106 25,851 498,090 X 498,090
MELLON FINL CORP COM 58551A108 2,385 86,116 X 86,116
MERCANTILE
BANKSHARES CORP COM 587405101 219 4,567 X 4,567
MERCK & CO INC COM 589331107 47,171 1,429,430 X 1,429,430
MERCURY INTERACTIVE
CORP COM 589405109 2,020 57,926 X 57,926
MEREDITH CORP COM 589433101 1,243 24,192 X 24,192
MERRILL LYNCH & CO INC COM 590188108 18,678 375,662 X 375,662
METLIFE INC COM 59156R108 8,139 210,571 X 210,571
METRO GOLDWYN MAYER INC COM 591610100 541 46,793 X 46,793
METTLER TOLEDO
INTERNATIONAL COM 592688105 310 6,571 X 6,571
MICHAELS STORES INC COM 594087108 2,013 34,004 X 34,004
MICROSOFT CORP COM 594918104 171,592 6,205,858 X 6,205,858
MICROCHIP TECHNOLOGY
INC COM 595017104 1,723 64,212 X 64,212
MICRON TECHNOLOGY INC COM 595112103 1,538 127,818 X 127,818
MILLENNIUM
PHARMACEUTICALS I COM 599902103 580 42,408 X 42,408
MILLER HERMAN INC COM 600544100 372 15,088 X 15,088
MILLIPORE CORP COM 601073109 697 14,572 X 14,572
MILLS CORP COM 601148109 349 6,722 X 6,722
MODINE MFG CO COM 607828100 533 17,700 X 17,700
MOHAWK INDS INC COM 608190104 719 9,054 X 9,054
MOLEX INC COM 608554101 1,253 42,022 X 42,022
MONEYGRAM INTL INC COM 60935Y109 189 11,076 X 11,076
MONSANTO CO NEW COM 61166W101 7,119 195,469 X 195,469
MONSTER WORLDWIDE INC COM 611742107 762 30,916 X 30,916
MOODYS CORP COM 615369105 5,186 70,802 X 70,802
MORGAN STANLEY COM NEW 617446448 18,465 374,552 X 374,552
MOTOROLA INC COM 620076109 23,614 1,308,970 X 1,308,970
MURPHY OIL CORP COM 626717102 4,245 48,927 X 48,927
MYLAN LABS INC COM 628530107 2,342 130,103 X 130,103
NBTY INC COM 628782104 246 11,426 X 11,426
NCR CORP NEW COM 62886E108 2,727 54,998 X 54,998
NII HLDGS INC CL B NEW 62913F201 636 15,435 X 15,435
NTL INC DEL COM 62940M104 1,079 17,387 X 17,387
NVR INC COM 62944T105 622 1,129 X 1,129
NATIONAL CITY CORP COM 635405103 17,742 459,399 X 459,399
NATIONAL COMMERCE
FINL CORP COM 63545P104 407 11,897 X 11,897
NATIONAL FUEL GAS CO
N J COM 636180101 220 7,781 X 7,781
NATIONAL HEALTH INVS
INC COM 63633D104 1,335 46,930 X 46,930
NATIONAL INSTRS CORP COM 636518102 341 11,253 X 11,253
NATIONAL-OILWELL INC COM 637071101 441 13,420 X 13,420
NATIONAL
SEMICONDUCTOR CORP COM 637640103 3,135 202,365 X 202,365
NATIONWIDE FINL SVCS
INC CL A 638612101 919 26,161 X 26,161
NAVISTAR INTL CORP NEW COM 63934E108 602 16,188 X 16,188
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
NEIMAN MARCUS GROUP INC CL A 640204202 2,420 42,091 X 42,091
NEKTAR THERAPEUTICS COM 640268108 254 17,507 X 17,507
NETWORK APPLIANCE INC COM 64120L104 4,608 199,906 X 199,906
NEUROCRINE
BIOSCIENCES INC COM 64125C109 359 7,616 X 7,616
NEW YORK CMNTY
BANCORP INC COM 649445103 349 16,967 X 16,967
NEW YORK TIMES CO CL A 650111107 1,651 42,229 X 42,229
NEWALLIANCE
BANCSHARES INC COM 650203102 273 19,005 X 19,005
NEWELL RUBBERMAID INC COM 651229106 873 43,550 X 43,550
NEWFIELD EXPL CO COM 651290108 498 8,127 X 8,127
NEWMONT MINING CORP COM 651639106 7,182 157,741 X 157,741
NEWS CORP LTD SP ADR PFD 652487802 282 9,003 X 9,003
NEXTEL
COMMUNICATIONS INC CL A 65332V103 11,179 468,925 X 468,925
NEXTEL PARTNERS INC CL A 65333F107 630 37,990 X 37,990
NICOR INC COM 654086107 1,164 31,730 X 31,730
NIKE INC CL B 654106103 13,490 171,189 X 171,189
NISOURCE INC COM 65473P105 983 46,789 X 46,789
NOKIA CORP SPONSORED ADR 654902204 914 66,600 X 66,600
NOBLE ENERGY INC COM 655044105 265 4,557 X 4,557
NORDSTROM INC COM 655664100 2,650 69,305 X 69,305
NORFOLK SOUTHERN CORP COM 655844108 5,734 192,811 X 192,811
NORTEL NETWORKS CORP
NEW COM 656568102 2,040 600,000 X 600,000
NORTH FORK
BANCORPORATION NY COM 659424105 1,518 34,142 X 34,142
NORTHERN TR CORP COM 665859104 1,683 41,253 X 41,253
NORTHROP GRUMMAN CORP COM 666807102 11,461 214,915 X 214,915
NOVELL INC COM 670006105 712 112,840 X 112,840
NOVELLUS SYS INC COM 670008101 1,026 38,525 X 38,525
NUCOR CORP COM 670346105 3,417 37,395 X 37,395
NVIDIA CORP COM 67066G104 709 48,812 X 48,812
OGE ENERGY CORP COM 670837103 897 35,566 X 35,566
OSI PHARMACEUTICALS INC COM 671040103 556 9,040 X 9,040
OCCIDENTAL PETE CORP
DEL COM 674599105 22,339 399,413 X 399,413
OFFICE DEPOT INC COM 676220106 725 48,242 X 48,242
OLD REP INTL CORP COM 680223104 1,704 68,071 X 68,071
OMNICARE INC COM 681904108 1,165 41,079 X 41,079
OMNICOM GROUP INC COM 681919106 10,310 141,120 X 141,120
ORACLE CORP COM 68389X105 29,690 2,632,136 X 2,632,136
O REILLY AUTOMOTIVE INC COM 686091109 1,436 37,507 X 37,507
OSHKOSH TRUCK CORP COM 688239201 395 6,926 X 6,926
OUTBACK STEAKHOUSE INC COM 689899102 2,758 66,400 X 66,400
OVERSEAS SHIPHOLDING
GROUP I COM 690368105 2,120 42,700 X 42,700
PG&E CORP COM 69331C108 6,901 226,997 X 226,997
PMC-SIERRA INC COM 69344F106 457 51,839 X 51,839
PMI GROUP INC COM 69344M101 2,732 67,330 X 67,330
PNC FINL SVCS GROUP INC COM 693475105 2,941 54,371 X 54,371
PPG INDS INC COM 693506107 3,756 61,285 X 61,285
PPL CORP COM 69351T106 3,692 78,252 X 78,252
PACCAR INC COM 693718108 4,647 67,229 X 67,229
PACIFIC SUNWEAR CALIF
INC COM 694873100 608 28,866 X 28,866
PACIFICARE HEALTH SYS
DEL COM 695112102 457 12,460 X 12,460
PACTIV CORP COM 695257105 1,247 53,647 X 53,647
PALL CORP COM 696429307 505 20,615 X 20,615
PARAMETRIC TECHNOLOGY
CORP COM 699173100 122 23,162 X 23,162
PARKER HANNIFIN CORP COM 701094104 1,712 29,091 X 29,091
PATINA OIL & GAS CORP COM 703224105 753 25,482 X 25,482
PATTERSON COMPANIES INC COM 703395103 3,355 43,828 X 43,828
PATTERSON UTI ENERGY
INC COM 703481101 1,444 75,716 X 75,716
PAYCHEX INC COM 704326107 5,675 188,229 X 188,229
PEABODY ENERGY CORP COM 704549104 803 13,498 X 13,498
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
PENNEY J C INC COM 708160106 3,306 93,706 X 93,706
PENTAIR INC COM 709631105 1,086 31,099 X 31,099
PEOPLES ENERGY CORP COM 711030106 650 15,589 X 15,589
PEOPLESOFT INC COM 712713106 1,145 57,661 X 57,661
PEPCO HOLDINGS INC COM 713291102 200 10,055 X 10,055
PEPSI BOTTLING GROUP
INC COM 713409100 2,664 98,110 X 98,110
PEPSICO INC COM 713448108 47,362 973,527 X 973,527
PERKINELMER INC COM 714046109 1,227 71,227 X 71,227
PETCO ANIMAL SUPPLIES COM NEW 716016209 282 8,640 X 8,640
PETSMART INC COM 716768106 859 30,255 X 30,255
PFIZER INC COM 717081103 150,198 4,908,421 X 4,908,421
PHARMACEUTICAL PROD
DEV INC COM 717124101 361 10,026 X 10,026
PHELPS DODGE CORP COM 717265102 3,318 36,053 X 36,053
PIER 1 IMPORTS INC COM 720279108 204 11,265 X 11,265
PILGRIMS PRIDE CORP COM 721467108 898 33,173 X 33,173
PINNACLE WEST CAP CORP COM 723484101 6,262 150,891 X 150,891
PIONEER NAT RES CO COM 723787107 257 7,444 X 7,444
PITNEY BOWES INC COM 724479100 4,642 105,252 X 105,252
PIXAR COM 725811103 2,627 33,291 X 33,291
PLANTRONICS INC NEW COM 727493108 1,270 29,378 X 29,378
PLUM CREEK TIMBER CO
INC COM 729251108 936 26,716 X 26,716
POGO PRODUCING CO COM 730448107 677 14,260 X 14,260
POLARIS INDS INC COM 731068102 1,569 28,101 X 28,101
POLO RALPH LAUREN CORP CL A 731572103 1,946 53,493 X 53,493
POLYCOM INC COM 73172K104 309 15,566 X 15,566
POPULAR INC COM 733174106 1,859 70,692 X 70,692
PRAXAIR INC COM 74005P104 5,746 134,444 X 134,444
PRECISION CASTPARTS
CORP COM 740189105 5,073 84,473 X 84,473
PRICE T ROWE GROUP INC COM 74144T108 2,473 48,550 X 48,550
PRIDE INTL INC DEL COM 74153Q102 299 15,094 X 15,094
PRINCIPAL FINANCIAL
GROUP IN COM 74251V102 1,968 54,711 X 54,711
PROCTER & GAMBLE CO COM 742718109 95,865 1,771,349 X 1,771,349
PROGRESS ENERGY INC COM 743263105 1,733 40,932 X 40,932
PROGRESSIVE CORP OHIO COM 743315103 5,319 62,757 X 62,757
PROLOGIS SH BEN INT 743410102 951 26,992 X 26,992
PROTECTIVE LIFE CORP COM 743674103 3,271 83,208 X 83,208
PROVIDIAN FINL CORP COM 74406A102 856 55,064 X 55,064
PRUDENTIAL FINL INC COM 744320102 7,722 164,153 X 164,153
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 2,563 60,170 X 60,170
PUBLIC STORAGE INC COM 74460D109 235 4,734 X 4,734
PULTE HOMES INC COM 745867101 5,797 94,456 X 94,456
QLOGIC CORP COM 747277101 1,056 35,560 X 35,560
QUALCOMM INC COM 747525103 48,944 1,253,684 X 1,253,684
QUEST DIAGNOSTICS INC COM 74834L100 2,419 27,415 X 27,415
QUESTAR CORP COM 748356102 3,571 77,944 X 77,944
QWEST COMMUNICATIONS
INTL IN COM 749121109 1,179 353,912 X 353,912
RADIAN GROUP INC COM 750236101 3,944 85,310 X 85,310
RADIO ONE INC CL D NON VTG 75040P405 153 10,759 X 10,759
RADIOSHACK CORP COM 750438103 1,515 52,912 X 52,912
RAMBUS INC DEL COM 750917106 285 18,176 X 18,176
RAYONIER INC COM 754907103 783 17,316 X 17,316
RAYTHEON CO COM NEW 755111507 3,492 91,933 X 91,933
REALTY INCOME CORP COM 756109104 784 17,400 X 17,400
RED HAT INC COM 756577102 949 77,620 X 77,620
REEBOK INTL LTD COM 758110100 382 10,397 X 10,397
REGENCY CTRS CORP COM 758849103 473 10,178 X 10,178
REGIS CORP MINN COM 758932107 1,041 25,894 X 25,894
REGIONS FINANCIAL
CORP NEW COM 7591EP100 4,350 131,582 X 131,582
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
REINSURANCE GROUP
AMER INC COM 759351109 234 5,688 X 5,688
RELIANT ENERGY INC COM 75952B105 161 17,235 X 17,235
RENAL CARE GROUP INC COM 759930100 1,882 58,395 X 58,395
RENT A CTR INC NEW COM 76009N100 292 11,274 X 11,274
REPUBLIC SVCS INC COM 760759100 1,810 60,814 X 60,814
RESMED INC COM 761152107 337 7,086 X 7,086
RESPIRONICS INC COM 761230101 911 17,049 X 17,049
REYNOLDS & REYNOLDS CO CL A 761695105 2,385 96,671 X 96,671
REYNOLDS AMERICAN INC COM 761713106 3,393 49,863 X 49,863
RITE AID CORP COM 767754104 294 83,622 X 83,622
ROBERT HALF INTL INC COM 770323103 2,262 87,788 X 87,788
ROCKWELL AUTOMATION INC COM 773903109 3,948 102,011 X 102,011
ROCKWELL COLLINS INC COM 774341101 2,212 59,558 X 59,558
ROHM & HAAS CO COM 775371107 1,916 44,594 X 44,594
ROPER INDS INC NEW COM 776696106 412 7,170 X 7,170
ROSS STORES INC COM 778296103 1,865 79,568 X 79,568
ROUSE CO COM 779273101 2,277 34,052 X 34,052
ROWAN COS INC COM 779382100 911 34,522 X 34,522
RUBY TUESDAY INC COM 781182100 392 14,051 X 14,051
RYDER SYS INC COM 783549108 777 16,516 X 16,516
SBC COMMUNICATIONS INC COM 78387G103 37,155 1,431,791 X 1,431,791
SEI INVESTMENTS CO COM 784117103 522 15,507 X 15,507
SLM CORP COM 78442P106 7,373 165,314 X 165,314
SABRE HLDGS CORP CL A 785905100 800 32,630 X 32,630
SAFECO CORP COM 786429100 1,041 22,800 X 22,800
SAFEWAY INC COM NEW 786514208 3,279 169,800 X 169,800
ST JOE CO COM 790148100 1,872 39,189 X 39,189
ST JUDE MED INC COM 790849103 12,530 166,462 X 166,462
ST PAUL TRAVELERS INC COM 792860108 5,850 176,942 X 176,942
SANDISK CORP COM 80004C101 2,664 91,475 X 91,475
SANMINA SCI CORP COM 800907107 1,336 189,474 X 189,474
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 760 19,500 X 19,500
SARA LEE CORP COM 803111103 10,908 477,185 X 477,185
SCANA CORP NEW COM 80589M102 2,630 70,424 X 70,424
SCHEIN HENRY INC COM 806407102 850 13,645 X 13,645
SCHERING PLOUGH CORP COM 806605101 14,236 746,905 X 746,905
SCHLUMBERGER LTD COM 806857108 3,458 51,380 X 51,380
SCHWAB CHARLES CORP NEW COM 808513105 3,876 421,782 X 421,782
SCIENTIFIC ATLANTA INC COM 808655104 3,787 146,115 X 146,115
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 1,641 53,200 X 53,200
SCRIPPS E W CO OHIO CL A 811054204 6,799 142,300 X 142,300
SEALED AIR CORP NEW COM 81211K100 1,682 36,298 X 36,298
SEARS ROEBUCK & CO COM 812387108 5,600 140,518 X 140,518
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 605 21,000 X 21,000
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 520 24,000 X 24,000
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,087 66,900 X 66,900
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,659 163,700 X 163,700
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,226 149,000 X 149,000
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,147 85,700 X 85,700
SEMTECH CORP COM 816850101 1,094 57,077 X 57,077
SEMPRA ENERGY COM 816851109 3,964 109,522 X 109,522
SEPRACOR INC COM 817315104 2,704 55,438 X 55,438
SERVICE CORP INTL COM 817565104 122 19,710 X 19,710
SERVICEMASTER CO COM 81760N109 549 42,717 X 42,717
SHERWIN WILLIAMS CO COM 824348106 8,887 202,168 X 202,168
SIEBEL SYS INC COM 826170102 890 118,101 X 118,101
SIGMA ALDRICH CORP COM 826552101 3,497 60,299 X 60,299
SILICON LABORATORIES
INC COM 826919102 255 7,720 X 7,720
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
SIMON PPTY GROUP INC
NEW COM 828806109 3,366 62,766 X 62,766
SIRIUS SATELLITE
RADIO INC COM 82966U103 231 72,146 X 72,146
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 723 15,600 X 15,600
SMITH INTL INC COM 832110100 3,235 53,275 X 53,275
SMITHFIELD FOODS INC COM 832248108 1,030 41,208 X 41,208
SMUCKER J M CO COM NEW 832696405 220 4,958 X 4,958
SMURFIT-STONE
CONTAINER CORP COM 832727101 285 14,708 X 14,708
SNAP ON INC COM 833034101 235 8,537 X 8,537
SOLECTRON CORP COM 834182107 1,383 279,340 X 279,340
SONOCO PRODS CO COM 835495102 567 21,459 X 21,459
SOUTHERN CO COM 842587107 6,185 206,309 X 206,309
SOUTHTRUST CORP COM 844730101 10,599 254,428 X 254,428
SOUTHWEST AIRLS CO COM 844741108 2,912 213,823 X 213,823
SOVEREIGN BANCORP INC COM 845905108 1,085 49,719 X 49,719
SPECTRASITE INC COM 84761M104 381 8,196 X 8,196
SPRINT CORP COM FON 852061100 11,543 573,439 X 573,439
STANLEY WKS COM 854616109 3,299 77,570 X 77,570
STAPLES INC COM 855030102 4,383 146,988 X 146,988
STARBUCKS CORP COM 855244109 11,280 248,122 X 248,122
STARWOOD
HOTELS&RESORTS WRLD PAIRED CTF 85590A203 6,728 144,946 X 144,946
STATE STR CORP COM 857477103 3,145 73,647 X 73,647
STATION CASINOS INC COM 857689103 2,015 41,083 X 41,083
STERICYCLE INC COM 858912108 1,625 35,402 X 35,402
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 256 10,138 X 10,138
STRYKER CORP COM 863667101 10,261 213,413 X 213,413
STUDENT LN CORP COM 863902102 557 3,931 X 3,931
SUN MICROSYSTEMS INC COM 866810104 3,920 970,245 X 970,245
SUNGARD DATA SYS INC COM 867363103 2,021 85,025 X 85,025
SUNOCO INC COM 86764P109 4,029 54,461 X 54,461
SUNTRUST BKS INC COM 867914103 6,583 93,500 X 93,500
SUPERVALU INC COM 868536103 2,418 87,769 X 87,769
SYMANTEC CORP COM 871503108 10,786 196,533 X 196,533
SYMBOL TECHNOLOGIES INC COM 871508107 875 69,201 X 69,201
SYNOPSYS INC COM 871607107 1,235 78,345 X 78,345
SYNOVUS FINL CORP COM 87161C105 1,986 75,952 X 75,952
SYSCO CORP COM 871829107 13,707 458,120 X 458,120
TCF FINL CORP COM 872275102 2,943 97,150 X 97,150
TECO ENERGY INC COM 872375100 405 29,916 X 29,916
TJX COS INC NEW COM 872540109 4,598 208,608 X 208,608
TXU CORP COM 873168108 5,517 115,133 X 115,133
TARGET CORP COM 87612E106 32,977 728,778 X 728,778
TECH DATA CORP COM 878237106 1,158 30,052 X 30,052
TEKTRONIX INC COM 879131100 782 23,531 X 23,531
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 2,812 97,800 X 97,800
TELEPHONE & DATA SYS
INC COM 879433100 1,822 21,641 X 21,641
TELLABS INC COM 879664100 790 85,991 X 85,991
TEMPLE INLAND INC COM 879868107 1,317 19,610 X 19,610
TENET HEALTHCARE CORP COM 88033G100 728 67,463 X 67,463
TERADYNE INC COM 880770102 765 57,068 X 57,068
TEVA PHARMACEUTICAL
INDS LTD ADR 881624209 258 9,924 X 9,924
TEXAS GENCO HLDGS INC COM 882443104 1,482 31,779 X 31,779
TEXAS INSTRS INC COM 882508104 19,820 931,399 X 931,399
TEXTRON INC COM 883203101 2,863 44,539 X 44,539
THERMO ELECTRON CORP COM 883556102 1,377 50,954 X 50,954
THOMAS & BETTS CORP COM 884315102 1,131 42,186 X 42,186
3COM CORP COM 885535104 96 22,768 X 22,768
3M CO COM 88579Y101 40,323 504,222 X 504,222
TIBCO SOFTWARE INC COM 88632Q103 322 37,804 X 37,804
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
TIDEWATER INC COM 886423102 264 8,122 X 8,122
TIFFANY & CO NEW COM 886547108 1,335 43,420 X 43,420
TIMBERLAND CO CL A 887100105 955 16,808 X 16,808
TIME WARNER INC COM 887317105 39,946 2,474,958 X 2,474,958
TIMKEN CO COM 887389104 232 9,432 X 9,432
TOLL BROTHERS INC COM 889478103 286 6,184 X 6,184
TORCHMARK CORP COM 891027104 10,443 196,369 X 196,369
TORO CO COM 891092108 3,374 49,400 X 49,400
TOTAL SYS SVCS INC COM 891906109 290 11,497 X 11,497
TOYS R US INC COM 892335100 550 31,025 X 31,025
TRIAD HOSPITALS INC COM 89579K109 1,084 31,463 X 31,463
TRIBUNE CO NEW COM 896047107 4,204 102,169 X 102,169
TYCO INTL LTD NEW COM 902124106 21,862 713,050 X 713,050
TYSON FOODS INC CL A 902494103 2,120 132,347 X 132,347
UCBH HOLDINGS INC COM 90262T308 374 9,564 X 9,564
UST INC COM 902911106 2,236 55,551 X 55,551
US BANCORP DEL COM NEW 902973304 19,766 683,954 X 683,954
UNION PAC CORP COM 907818108 5,370 91,631 X 91,631
UNIONBANCAL CORP COM 908906100 4,537 76,634 X 76,634
UNISYS CORP COM 909214108 557 53,946 X 53,946
UNITED DEFENSE INDS INC COM 91018B104 344 8,594 X 8,594
UNITED PARCEL SERVICE
INC CL B 911312106 34,579 455,461 X 455,461
UNITED STATES STL
CORP NEW COM 912909108 1,258 33,435 X 33,435
UNITED TECHNOLOGIES
CORP COM 913017109 26,755 286,519 X 286,519
UNITEDHEALTH GROUP INC COM 91324P102 30,441 412,818 X 412,818
UNITEDGLOBALCOM CL A 913247508 459 61,475 X 61,475
UNITRIN INC COM 913275103 254 6,110 X 6,110
UNIVERSAL HLTH SVCS
INC CL B 913903100 535 12,292 X 12,292
UNIVISION
COMMUNICATIONS INC CL A 914906102 1,975 62,483 X 62,483
UNOCAL CORP COM 915289102 1,729 40,210 X 40,210
UNUMPROVIDENT CORP COM 91529Y106 1,868 119,076 X 119,076
URBAN OUTFITTERS INC COM 917047102 2,703 78,566 X 78,566
UTSTARCOM INC COM 918076100 899 55,821 X 55,821
VCA ANTECH INC COM 918194101 1,319 63,944 X 63,944
V F CORP COM 918204108 3,216 65,037 X 65,037
VALERO ENERGY CORP NEW COM 91913Y100 7,840 97,743 X 97,743
VALSPAR CORP COM 920355104 1,021 21,863 X 21,863
VARCO INTL INC DEL COM 922122106 207 7,727 X 7,727
VARIAN MED SYS INC COM 92220P105 991 28,668 X 28,668
VENTAS INC COM 92276F100 965 37,240 X 37,240
VERISIGN INC COM 92343E102 803 40,417 X 40,417
VERIZON
COMMUNICATIONS COM 92343V104 51,839 1,316,368 X 1,316,368
VERITAS SOFTWARE CO COM 923436109 3,652 205,141 X 205,141
VIACOM INC CL A 925524100 309 9,100 X 9,100
VIACOM INC CL B 925524308 20,020 596,547 X 596,547
VISHAY
INTERTECHNOLOGY INC COM 928298108 177 13,684 X 13,684
VISTEON CORP COM 92839U107 91 11,372 X 11,372
VORNADO RLTY TR SH BEN INT 929042109 347 5,544 X 5,544
VULCAN MATLS CO COM 929160109 1,683 33,042 X 33,042
W HLDG CO INC COM 929251106 207 10,915 X 10,915
WPS RESOURCES CORP COM 92931B106 983 21,846 X 21,846
WACHOVIA CORP 2ND NEW COM 929903102 39,213 835,200 X 835,200
WADDELL & REED FINL INC CL A 930059100 407 18,491 X 18,491
WAL MART STORES INC COM 931142103 110,457 2,076,268 X 2,076,268
WALGREEN CO COM 931422109 15,134 422,382 X 422,382
WASHINGTON MUT INC COM 939322103 18,960 485,164 X 485,164
WASHINGTON POST CO CL B 939640108 4,924 5,352 X 5,352
WASTE MGMT INC DEL COM 94106L109 8,792 321,573 X 321,573
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
----------------------- -------------- --------- ------------ --------- ----- -------- ------ -------- ---- ------ ---------
WATERS CORP COM 941848103 3,922 88,938 X 88,938
WATSON
PHARMACEUTICALS INC COM 942683103 667 22,625 X 22,625
WATTS WATER
TECHNOLOGIES INC CL A 942749102 694 25,850 X 25,850
WEBMD CORP COM 94769M105 324 46,606 X 46,606
WEIGHT WATCHERS INTL
INC NEW COM 948626106 475 12,245 X 12,245
WEINGARTEN RLTY INVS SH BEN INT 948741103 638 19,315 X 19,315
WELLPOINT HEALTH
NETWORK NEW COM 94973H108 6,704 63,793 X 63,793
WELLS FARGO & CO NEW COM 949746101 41,220 691,269 X 691,269
WENDYS INTL INC COM 950590109 1,793 53,364 X 53,364
WEST CORP COM 952355105 1,355 46,531 X 46,531
WESTAR ENERGY INC COM 95709T100 362 17,944 X 17,944
WESTAMERICA
BANCORPORATION COM 957090103 851 15,500 X 15,500
WESTERN DIGITAL CORP COM 958102105 183 20,858 X 20,858
WESTERN GAS RES INC COM 958259103 1,117 39,070 X 39,070
WESTERN WIRELESS CORP CL A 95988E204 1,475 57,377 X 57,377
WESTWOOD ONE INC COM 961815107 313 15,848 X 15,848
WEYERHAEUSER CO COM 962166104 4,224 63,542 X 63,542
WHIRLPOOL CORP COM 963320106 2,150 35,777 X 35,777
WHITNEY HLDG CORP COM 966612103 2,367 56,348 X 56,348
WHOLE FOODS MKT INC COM 966837106 5,229 60,957 X 60,957
WILEY JOHN & SONS INC CL A 968223206 1,181 36,968 X 36,968
WILLIAMS COS INC DEL COM 969457100 912 75,410 X 75,410
WILLIAMS SONOMA INC COM 969904101 772 20,558 X 20,558
WILMINGTON TRUST CORP COM 971807102 1,222 33,739 X 33,739
WINN DIXIE STORES INC COM 974280109 38 12,250 X 12,250
WISCONSIN ENERGY CORP COM 976657106 322 10,086 X 10,086
WOLVERINE WORLD WIDE
INC COM 978097103 590 23,400 X 23,400
WORTHINGTON INDS INC COM 981811102 771 36,102 X 36,102
WRIGLEY WM JR CO COM 982526105 5,966 94,227 X 94,227
WYETH COM 983024100 17,753 474,684 X 474,684
WYNN RESORTS LTD COM 983134107 2,215 42,851 X 42,851
XM SATELLITE RADIO
HLDGS INC CL A 983759101 3,893 125,505 X 125,505
XTO ENERGY INC COM 98385X106 4,460 137,308 X 137,308
XCEL ENERGY INC COM 98389B100 1,243 71,773 X 71,773
XILINX INC COM 983919101 2,908 107,703 X 107,703
XEROX CORP COM 984121103 3,538 251,312 X 251,312
YAHOO INC COM 984332106 27,140 800,364 X 800,364
YELLOW ROADWAY CORP COM 985577105 627 13,376 X 13,376
YUM BRANDS INC COM 988498101 5,875 144,484 X 144,484
ZEBRA TECHNOLOGIES CORP CL A 989207105 4,861 79,681 X 79,681
ZIMMER HLDGS INC COM 98956P102 18,130 229,383 X 229,383
ZIONS BANCORPORATION COM 989701107 1,873 30,683 X 30,683
GRAND TOTAL 5,787,262
17