UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2005
-----------------------
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
-----------------------------------
Address: 695 Main Street, 6th Floor
-----------------------------------
Stamford, Connecticut 06901
-----------------------------------
Form 13F File Number: 28-04063
---------------------
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/ William J. Raver Stamford, Connecticut 2/8/2006
-------------------------- --------------------- -------------
[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: 1
--------------------
Form 13F Information Table Entry Total: 1,013
--------------------
Form 13F Information Table Value Total: 6,658,400
--------------------
(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
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
December 31, 2005
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
ACE LTD ORD G0070K103 2,678 50,112 X 50,112
ACCENTURE LTD BERMUDA CL A G1150G111 367 12,700 X 12,700
COOPER INDS LTD CL A G24182100 4,474 61,289 X 61,289
INGERSOLL-RAND COMPANY LTD CL A G4776G101 4,352 107,813 X 107,813
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,040 54,200 X 54,200
NABORS INDUSTRIES LTD SHS G6359F103 1,227 16,204 X 16,204
NOBLE CORPORATION SHS G65422100 2,069 29,333 X 29,333
OPENTV CORP CL A G67543101 2,147 958,300 X 958,300
ORIENT-EXPRESS HOTELS LTD CL A G67743107 2,575 81,700 X 81,700
TRANSOCEAN INC ORD G90078109 4,379 62,839 X 62,839
WEATHERFORD INTERNATIONAL LT COM G95089101 1,245 34,400 X 34,400
WHITE MTNS INS GROUP LTD COM G9618E107 1,005 1,800 X 1,800
WILLIS GROUP HOLDINGS LTD SHS G96655108 462 12,500 X 12,500
XL CAP LTD CL A G98255105 1,101 16,344 X 16,344
ALCON INC COM SHS H01301102 1,140 8,800 X 8,800
POWERDSINE LTD SHS M41415106 2,446 356,100 X 356,100
RADVISION LTD ORD M81869105 3,448 207,900 X 207,900
KERZNER INTERNATIONAL LTD SHS P6065Y107 1,513 22,000 X 22,000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,446 32,100 X 32,100
SEASPAN CORP SHS Y75638109 1,517 76,800 X 76,800
ACCO BRANDS CORP COM 00081T108 645 26,338 X 26,338
A D C TELECOMMUNICATIONS COM NEW 000886309 409 18,332 X 18,332
AFLAC INC COM 001055102 9,384 202,154 X 202,154
AES CORP COM 00130H105 4,696 296,654 X 296,654
AMB PROPERTY CORP COM 00163T109 264 5,372 X 5,372
AMR CORP COM 001765106 727 32,710 X 32,710
AT&T INC COM 00206R102 40,154 1,639,595 X 1,639,595
ABBOTT LABS COM 002824100 38,217 969,241 X 969,241
ABERCROMBIE & FITCH CO CL A 002896207 4,244 65,105 X 65,105
ACTIVISION INC NEW COM NEW 004930202 5,743 418,008 X 418,008
ADESA INC COM 00686U104 386 15,812 X 15,812
ADOBE SYS INC COM 00724F101 18,315 495,535 X 495,535
ADVANCE AUTO PARTS INC COM 00751Y106 5,216 120,020 X 120,020
ADVISORY BRD CO COM 00762W107 2,507 52,600 X 52,600
ADVANCED MEDICAL OPTICS INC COM 00763M108 495 11,836 X 11,836
AEROPOSTALE COM 007865108 939 35,700 X 35,700
ADVANCED MICRO DEVICES INC COM 007903107 3,088 100,916 X 100,916
AETNA INC NEW COM 00817Y108 15,054 159,628 X 159,628
AFFILIATED COMPUTER SERVICES CL A 008190100 4,328 73,137 X 73,137
AFFILIATED MANAGERS GROUP COM 008252108 489 6,099 X 6,099
AFFYMETRIX INC COM 00826T108 2,869 60,077 X 60,077
AGERE SYS INC COM 00845V308 424 32,904 X 32,904
AGILENT TECHNOLOGIES INC COM 00846U101 4,004 120,268 X 120,268
AIR PRODS & CHEMS INC COM 009158106 6,022 101,741 X 101,741
AKAMAI TECHNOLOGIES INC COM 00971T101 490 24,602 X 24,602
ALAMOSA HLDGS INC COM 011589108 613 32,923 X 32,923
ALBERTO CULVER CO COM 013068101 1,769 38,678 X 38,678
ALBERTSONS INC COM 013104104 1,828 85,602 X 85,602
ALCOA INC COM 013817101 9,356 316,399 X 316,399
ALLEGHANY CORP DEL COM 017175100 3,143 11,068 X 11,068
ALLEGHENY ENERGY INC COM 017361106 2,720 85,951 X 85,951
ALLEGHENY TECHNOLOGIES INC COM 01741R102 943 26,145 X 26,145
ALLERGAN INC COM 018490102 10,784 99,885 X 99,885
ALLETE INC COM NEW 018522300 1,352 30,733 X 30,733
1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,078 30,281 X 30,281
ALLIANT ENERGY CORP COM 018802108 848 30,227 X 30,227
ALLIANT TECHSYSTEMS INC COM 018804104 593 7,785 X 7,785
ALLIED CAP CORP NEW COM 01903Q108 1,593 54,239 X 54,239
ALLIED HEALTHCARE INTL INC COM 01923A109 1,870 304,600 X 304,600
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 366 41,836 X 41,836
ALLSTATE CORP COM 020002101 26,386 488,002 X 488,002
ALLTEL CORP COM 020039103 15,308 242,605 X 242,605
ALTERA CORP COM 021441100 1,928 104,033 X 104,033
ALTRIA GROUP INC COM 02209S103 89,036 1,191,599 X 1,191,599
AMAZON COM INC COM 023135106 6,778 143,744 X 143,744
AMBAC FINL GROUP INC COM 023139108 5,125 66,508 X 66,508
AMERADA HESS CORP COM 023551104 4,387 34,589 X 34,589
AMEREN CORP COM 023608102 1,781 34,766 X 34,766
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 547 18,700 X 18,700
AMERICAN CAPITAL STRATEGIES COM 024937104 4,304 118,851 X 118,851
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,272 55,344 X 55,344
AMERICAN ELEC PWR INC COM 025537101 5,064 136,541 X 136,541
AMERICAN EXPRESS CO COM 025816109 34,183 664,262 X 664,262
AMERICAN INTL GROUP INC COM 026874107 77,514 1,136,063 X 1,136,063
AMERICAN MED SYS HLDGS INC COM 02744M108 2,243 125,800 X 125,800
AMERICAN PWR CONVERSION CORP COM 029066107 1,638 74,458 X 74,458
AMERICAN STD COS INC DEL COM 029712106 5,226 130,818 X 130,818
AMERICAN TOWER CORP CL A 029912201 5,845 215,688 X 215,688
AMERICREDIT CORP COM 03060R101 406 15,823 X 15,823
AMERISOURCEBERGEN CORP COM 03073E105 5,109 123,404 X 123,404
AMERIGROUP CORP COM 03073T102 1,866 95,915 X 95,915
AMERITRADE HLDG CORP NEW COM 03074K100 627 26,115 X 26,115
AMERIPRISE FINL INC COM 03076C106 5,438 132,634 X 132,634
AMETEK INC NEW COM 031100100 5,555 130,582 X 130,582
AMGEN INC COM 031162100 50,716 643,116 X 643,116
AMPHENOL CORP NEW CL A 032095101 4,849 109,561 X 109,561
AMSOUTH BANCORPORATION COM 032165102 1,447 55,227 X 55,227
ANADARKO PETE CORP COM 032511107 10,593 111,796 X 111,796
ANADIGICS INC COM 032515108 605 100,900 X 100,900
ANADYS PHARMACEUTICALS INC COM 03252Q408 1,058 120,200 X 120,200
ANALOG DEVICES INC COM 032654105 6,771 188,754 X 188,754
ANDREW CORP COM 034425108 632 58,866 X 58,866
ANHEUSER BUSCH COS INC COM 035229103 12,384 288,280 X 288,280
ANNTAYLOR STORES CORP COM 036115103 537 15,559 X 15,559
ANSYS INC COM 03662Q105 265 6,200 X 6,200
AON CORP COM 037389103 1,808 50,305 X 50,305
APACHE CORP COM 037411105 4,670 68,150 X 68,150
APARTMENT INVT & MGMT CO CL A 03748R101 570 15,059 X 15,059
APOLLO GROUP INC CL A 037604105 6,086 100,655 X 100,655
APOLLO INVT CORP COM 03761U106 497 27,700 X 27,700
APPLE COMPUTER INC COM 037833100 33,214 462,016 X 462,016
APPLEBEES INTL INC COM 037899101 1,251 55,381 X 55,381
APPLERA CORP COM AP BIO GRP 038020103 803 30,224 X 30,224
APPLIED MICRO CIRCUITS CORP COM 03822W109 72 28,003 X 28,003
APPLIED MATLS INC COM 038222105 14,981 835,056 X 835,056
AQUA AMERICA INC COM 03836W103 1,715 62,813 X 62,813
ARAMARK CORP CL B 038521100 362 13,048 X 13,048
ARCH COAL INC COM 039380100 532 6,687 X 6,687
2
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
ARCHER DANIELS MIDLAND CO COM 039483102 5,279 214,075 X 214,075
ARCHSTONE SMITH TR COM 039583109 5,120 122,217 X 122,217
ARROW ELECTRS INC COM 042735100 635 19,820 X 19,820
ASHLAND INC NEW COM 044209104 630 10,885 X 10,885
ASSOCIATED BANC CORP COM 045487105 440 13,533 X 13,533
ASSURANT INC COM 04621X108 4,801 110,393 X 110,393
ASTORIA FINL CORP COM 046265104 419 14,259 X 14,259
ATHEROS COMMUNICATIONS INC COM 04743P108 139 10,700 X 10,700
AUTODESK INC COM 052769106 8,017 186,747 X 186,747
AUTOLIV INC COM 052800109 1,019 22,427 X 22,427
AUTOMATIC DATA PROCESSING IN COM 053015103 12,364 269,361 X 269,361
AUTONATION INC COM 05329W102 1,546 71,135 X 71,135
AUTOZONE INC COM 053332102 3,096 33,746 X 33,746
AVALONBAY CMNTYS INC COM 053484101 1,603 17,960 X 17,960
AVAYA INC COM 053499109 1,242 116,363 X 116,363
AVERY DENNISON CORP COM 053611109 1,488 26,916 X 26,916
AVID TECHNOLOGY INC COM 05367P100 781 14,261 X 14,261
AVNET INC COM 053807103 1,369 57,170 X 57,170
AVON PRODS INC COM 054303102 7,615 266,710 X 266,710
AZTAR CORP COM 054802103 231 7,600 X 7,600
BB&T CORP COM 054937107 3,594 85,744 X 85,744
BISYS GROUP INC COM 055472104 194 13,813 X 13,813
BJS WHOLESALE CLUB INC COM 05548J106 624 21,115 X 21,115
BJ SVCS CO COM 055482103 3,644 99,378 X 99,378
BP PLC SPONSORED ADR 055622104 6,698 104,300 X 104,300
BMC SOFTWARE INC COM 055921100 1,380 67,345 X 67,345
BAKER HUGHES INC COM 057224107 9,714 159,830 X 159,830
BALL CORP COM 058498106 3,016 75,934 X 75,934
BANK OF AMERICA CORPORATION COM 060505104 112,761 2,443,366 X 2,443,366
BANK HAWAII CORP COM 062540109 2,668 51,762 X 51,762
BANK NEW YORK INC COM 064057102 4,240 133,120 X 133,120
BARD C R INC COM 067383109 10,921 165,668 X 165,668
BARNES & NOBLE INC COM 067774109 2,364 55,405 X 55,405
BARNES GROUP INC COM 067806109 274 8,300 X 8,300
BARR PHARMACEUTICALS INC COM 068306109 1,499 24,069 X 24,069
BAUSCH & LOMB INC COM 071707103 7,174 105,649 X 105,649
BAXTER INTL INC COM 071813109 8,282 219,976 X 219,976
BEA SYS INC COM 073325102 260 27,679 X 27,679
BEAR STEARNS COS INC COM 073902108 20,539 177,783 X 177,783
BEAZER HOMES USA INC COM 07556Q105 344 4,728 X 4,728
BECKMAN COULTER INC COM 075811109 2,729 47,953 X 47,953
BECTON DICKINSON & CO COM 075887109 15,669 260,808 X 260,808
BED BATH & BEYOND INC COM 075896100 6,022 166,575 X 166,575
BELLSOUTH CORP COM 079860102 22,225 820,108 X 820,108
BELO CORP COM SER A 080555105 1,056 49,329 X 49,329
BEMIS INC COM 081437105 1,271 45,618 X 45,618
BERKLEY W R CORP COM 084423102 4,901 102,927 X 102,927
BERKSHIRE HATHAWAY INC DEL CL A 084670108 9,571 108 X 108
BEST BUY INC COM 086516101 10,299 236,864 X 236,864
BIG LOTS INC COM 089302103 128 10,680 X 10,680
BIOMET INC COM 090613100 2,655 72,606 X 72,606
BIOGEN IDEC INC COM 09062X103 3,269 72,204 X 72,204
BLACK & DECKER CORP COM 091797100 9,433 108,474 X 108,474
BLACKROCK INC CL A 09247X101 2,473 22,800 X 22,800
3
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
BLOCK H & R INC COM 093671105 3,312 134,890 X 134,890
BOEING CO COM 097023105 34,110 485,624 X 485,624
BORG WARNER INC COM 099724106 4,071 67,146 X 67,146
BOSTON BEER INC CL A 100557107 270 10,800 X 10,800
BOSTON PROPERTIES INC COM 101121101 525 7,081 X 7,081
BOSTON SCIENTIFIC CORP COM 101137107 5,524 225,551 X 225,551
BOWATER INC COM 102183100 378 12,300 X 12,300
BOYD GAMING CORP COM 103304101 366 7,684 X 7,684
BRIGGS & STRATTON CORP COM 109043109 303 7,800 X 7,800
BRINKER INTL INC COM 109641100 624 16,153 X 16,153
BRINKS CO COM 109696104 410 8,559 X 8,559
BRISTOL MYERS SQUIBB CO COM 110122108 21,916 953,705 X 953,705
BROADCOM CORP CL A 111320107 4,309 91,388 X 91,388
BROWN & BROWN INC COM 115236101 3,064 100,319 X 100,319
BROWN FORMAN CORP CL B 115637209 6,903 99,585 X 99,585
BRUNSWICK CORP COM 117043109 1,187 29,199 X 29,199
BURLINGTON NORTHN SANTA FE C COM 12189T104 15,394 217,364 X 217,364
BURLINGTON RES INC COM 122014103 18,953 219,868 X 219,868
CBL & ASSOC PPTYS INC COM 124830100 2,684 67,934 X 67,934
CBRL GROUP INC COM 12489V106 201 5,715 X 5,715
CB RICHARD ELLIS GROUP INC CL A 12497T101 536 9,112 X 9,112
C D W CORP COM 12512N105 910 15,807 X 15,807
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,221 113,982 X 113,982
CIGNA CORP COM 125509109 12,394 110,958 X 110,958
CIT GROUP INC COM 125581108 8,015 154,792 X 154,792
CMS ENERGY CORP COM 125896100 502 34,611 X 34,611
CNF INC COM 12612W104 535 9,580 X 9,580
CSX CORP COM 126408103 3,559 70,098 X 70,098
CVS CORP COM 126650100 17,039 644,911 X 644,911
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,384 101,591 X 101,591
CABOT CORP COM 127055101 231 6,443 X 6,443
CACI INTL INC CL A 127190304 319 5,552 X 5,552
CADENCE DESIGN SYSTEM INC COM 127387108 553 32,710 X 32,710
CAMPBELL SOUP CO COM 134429109 3,694 124,089 X 124,089
CAPITAL ONE FINL CORP COM 14040H105 10,521 121,770 X 121,770
CAPITALSOURCE INC COM 14055X102 256 11,440 X 11,440
CARDINAL HEALTH INC COM 14149Y108 12,922 187,952 X 187,952
CAREER EDUCATION CORP COM 141665109 961 28,503 X 28,503
CAREMARK RX INC COM 141705103 7,977 154,025 X 154,025
CARLISLE COS INC COM 142339100 324 4,687 X 4,687
CARMAX INC COM 143130102 526 19,004 X 19,004
CARNIVAL CORP PAIRED CTF 143658300 4,690 87,708 X 87,708
CASUAL MALE RETAIL GRP INC COM 148711104 2,322 378,800 X 378,800
CATERPILLAR INC DEL COM 149123101 24,275 420,196 X 420,196
CCE SPINCO INC COM 14985W109 208 15,880 X 15,880
CELGENE CORP COM 151020104 3,588 55,378 X 55,378
CENDANT CORP COM 151313103 12,018 696,694 X 696,694
CENTENE CORP DEL COM 15135B101 2,968 112,900 X 112,900
CENTERPOINT ENERGY INC COM 15189T107 848 66,015 X 66,015
CENTEX CORP COM 152312104 5,260 73,573 X 73,573
CENTURYTEL INC COM 156700106 1,935 58,368 X 58,368
CEPHALON INC COM 156708109 684 10,564 X 10,564
CERIDIAN CORP NEW COM 156779100 911 36,679 X 36,679
CERNER CORP COM 156782104 495 5,443 X 5,443
4
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
CERTEGY INC COM 156880106 419 10,319 X 10,319
CHAMPION ENTERPRISES INC COM 158496109 163 12,000 X 12,000
CHARLES RIV LABS INTL INC COM 159864107 5,235 123,549 X 123,549
CHECKFREE CORP NEW COM 162813109 783 17,053 X 17,053
CHEESECAKE FACTORY INC COM 163072101 532 14,217 X 14,217
CHEMTURA CORP COM 163893100 317 24,964 X 24,964
CHESAPEAKE ENERGY CORP COM 165167107 1,339 42,193 X 42,193
CHEVRON CORP NEW COM 166764100 59,100 1,041,043 X 1,041,043
CHICAGO MERCANTILE HLDGS INC CL A 167760107 11,441 31,134 X 31,134
CHICOS FAS INC COM 168615102 4,092 93,157 X 93,157
CHOICE HOTELS INTL INC COM 169905106 441 10,550 X 10,550
CHIRON CORP COM 170040109 1,361 30,629 X 30,629
CHOICEPOINT INC COM 170388102 1,292 29,026 X 29,026
CHORDIANT SOFTWARE INC COM 170404107 2,560 977,100 X 977,100
CHRISTOPHER & BANKS CORP COM 171046105 2,372 126,300 X 126,300
CHUBB CORP COM 171232101 15,480 158,521 X 158,521
CHURCH & DWIGHT INC COM 171340102 4,183 126,653 X 126,653
CIENA CORP COM 171779101 162 54,673 X 54,673
CINCINNATI FINL CORP COM 172062101 1,643 36,771 X 36,771
CINERGY CORP COM 172474108 4,826 113,667 X 113,667
CIRCUIT CITY STORE INC COM 172737108 4,565 202,067 X 202,067
CISCO SYS INC COM 17275R102 64,767 3,783,109 X 3,783,109
CINTAS CORP COM 172908105 2,232 54,278 X 54,278
CITIGROUP INC COM 172967101 135,152 2,784,924 X 2,784,924
CITIZENS COMMUNICATIONS CO COM 17453B101 649 53,062 X 53,062
CITRIX SYS INC COM 177376100 1,484 51,650 X 51,650
CITY NATL CORP COM 178566105 561 7,747 X 7,747
CLAIRES STORES INC COM 179584107 831 28,455 X 28,455
CLARCOR INC COM 179895107 1,340 45,100 X 45,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,590 177,736 X 177,736
CLOROX CO DEL COM 189054109 3,489 61,323 X 61,323
COACH INC COM 189754104 12,235 366,991 X 366,991
COCA COLA CO COM 191216100 44,246 1,097,645 X 1,097,645
COCA COLA ENTERPRISES INC COM 191219104 1,918 100,076 X 100,076
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,859 116,554 X 116,554
COLGATE PALMOLIVE CO COM 194162103 8,933 162,863 X 162,863
COLONIAL BANCGROUP INC COM 195493309 236 9,927 X 9,927
COLUMBIA SPORTSWEAR CO COM 198516106 250 5,242 X 5,242
COMCAST CORP NEW CL A 20030N101 17,239 665,093 X 665,093
COMCAST CORP NEW CL A SPL 20030N200 1,302 50,700 X 50,700
COMERICA INC COM 200340107 5,976 105,277 X 105,277
COMMERCE BANCORP INC NJ COM 200519106 2,465 71,638 X 71,638
COMMERCE BANCSHARES INC COM 200525103 210 4,026 X 4,026
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,217 31,736 X 31,736
COMPASS BANCSHARES INC COM 20449H109 945 19,593 X 19,593
COMPUTER ASSOC INTL INC COM 204912109 4,740 168,131 X 168,131
COMPUTER SCIENCES CORP COM 205363104 7,102 140,253 X 140,253
COMPUWARE CORP COM 205638109 732 81,575 X 81,575
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,677 100,668 X 100,668
CONAGRA FOODS INC COM 205887102 1,905 93,934 X 93,934
CONOCOPHILLIPS COM 20825C104 63,146 1,085,353 X 1,085,353
CONOR MEDSYSTEMS INC COM 208264101 1,496 77,300 X 77,300
CONSECO INC COM NEW 208464883 224 9,653 X 9,653
CONSOL ENERGY INC COM 20854P109 1,373 21,067 X 21,067
5
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
CONSOLIDATED EDISON INC COM 209115104 3,410 73,596 X 73,596
CONSTELLATION BRANDS INC CL A 21036P108 9,937 378,858 X 378,858
CONSTELLATION ENERGY GROUP I COM 210371100 6,576 114,174 X 114,174
CONVERGYS CORP COM 212485106 352 22,210 X 22,210
COOPER CAMERON CORP COM 216640102 960 23,190 X 23,190
COOPER COS INC COM NEW 216648402 623 12,152 X 12,152
COPART INC COM 217204106 282 12,233 X 12,233
CORN PRODS INTL INC COM 219023108 1,703 71,300 X 71,300
CORNING INC COM 219350105 15,659 796,472 X 796,472
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,868 20,825 X 20,825
COSTCO WHSL CORP NEW COM 22160K105 11,874 240,025 X 240,025
COUNTRYWIDE FINANCIAL CORP COM 222372104 15,205 444,720 X 444,720
COVANCE INC COM 222816100 4,057 83,568 X 83,568
COVENTRY HEALTH CARE INC COM 222862104 12,242 214,916 X 214,916
CREE INC COM 225447101 346 13,701 X 13,701
CROWN CASTLE INTL CORP COM 228227104 2,587 96,126 X 96,126
CROWN HOLDINGS INC COM 228368106 3,608 184,748 X 184,748
CULLEN FROST BANKERS INC COM 229899109 793 14,773 X 14,773
CUMMINS INC COM 231021106 4,346 48,438 X 48,438
CURTISS WRIGHT CORP COM 231561101 1,458 26,700 X 26,700
CYTYC CORP COM 232946103 885 31,344 X 31,344
DPL INC COM 233293109 2,156 82,884 X 82,884
D R HORTON INC COM 23331A109 2,369 66,297 X 66,297
DST SYS INC DEL COM 233326107 1,817 30,334 X 30,334
DTE ENERGY CO COM 233331107 3,827 88,599 X 88,599
DADE BEHRING HLDGS INC COM 23342J206 2,638 64,522 X 64,522
DANA CORP COM 235811106 409 56,897 X 56,897
DANAHER CORP DEL COM 235851102 8,218 147,330 X 147,330
DARDEN RESTAURANTS INC COM 237194105 3,927 101,000 X 101,000
DAVITA INC COM 23918K108 4,627 91,376 X 91,376
DEALERTRACK HLDGS INC COM 242309102 629 30,000 X 30,000
DEAN FOODS CO NEW COM 242370104 1,663 44,168 X 44,168
DEERE & CO COM 244199105 6,554 96,223 X 96,223
DEL MONTE FOODS CO COM 24522P103 133 12,738 X 12,738
DELL INC COM 24702R101 57,909 1,933,535 X 1,933,535
DENBURY RES INC COM NEW 247916208 471 20,662 X 20,662
DENTSPLY INTL INC NEW COM 249030107 2,005 37,335 X 37,335
DEVELOPERS DIVERSIFIED RLTY COM 251591103 839 17,838 X 17,838
DEVON ENERGY CORP NEW COM 25179M103 14,105 225,543 X 225,543
DEX MEDIA INC COM 25212E100 742 27,388 X 27,388
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,810 69,148 X 69,148
DICKS SPORTING GOODS INC COM 253393102 210 6,320 X 6,320
DIEBOLD INC COM 253651103 662 17,420 X 17,420
DILLARDS INC CL A 254067101 592 23,870 X 23,870
DIRECTV GROUP INC COM 25459L106 1,926 136,424 X 136,424
DISCOVERY HOLDING CO CL A COM 25468Y107 925 61,053 X 61,053
DISNEY WALT CO COM DISNEY 254687106 28,705 1,197,546 X 1,197,546
DOLLAR GEN CORP COM 256669102 2,746 143,992 X 143,992
DOLLAR TREE STORES INC COM 256747106 407 17,009 X 17,009
DOMINION RES INC VA NEW COM 25746U109 12,607 163,309 X 163,309
DONALDSON INC COM 257651109 3,002 94,396 X 94,396
DONNELLEY R R & SONS CO COM 257867101 2,791 81,599 X 81,599
DORAL FINL CORP COM 25811P100 111 10,425 X 10,425
DOVER CORP COM 260003108 2,022 49,946 X 49,946
6
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
DOW CHEM CO COM 260543103 20,693 472,227 X 472,227
DOW JONES & CO INC COM 260561105 587 16,546 X 16,546
DU PONT E I DE NEMOURS & CO COM 263534109 13,798 324,670 X 324,670
DUKE ENERGY CORP COM 264399106 12,530 456,463 X 456,463
DUKE REALTY CORP COM NEW 264411505 306 9,168 X 9,168
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,312 19,601 X 19,601
DYNEGY INC NEW CL A 26816Q101 229 47,389 X 47,389
E M C CORP MASS COM 268648102 14,316 1,051,080 X 1,051,080
ENSCO INTL INC COM 26874Q100 1,030 23,217 X 23,217
ENI S P A SPONSORED ADR 26874R108 3,626 26,000 X 26,000
EOG RES INC COM 26875P101 15,445 210,507 X 210,507
E TRADE FINANCIAL CORP COM 269246104 1,291 61,891 X 61,891
EAST WEST BANCORP INC COM 27579R104 374 10,237 X 10,237
EASTMAN CHEM CO COM 277432100 1,433 27,772 X 27,772
EASTMAN KODAK CO COM 277461109 2,079 88,867 X 88,867
EATON CORP COM 278058102 4,999 74,506 X 74,506
EATON VANCE CORP COM NON VTG 278265103 975 35,650 X 35,650
EBAY INC COM 278642103 32,184 744,660 X 744,660
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,152 42,396 X 42,396
ECOLAB INC COM 278865100 4,988 137,519 X 137,519
EDISON INTL COM 281020107 8,782 201,365 X 201,365
EDUCATION MGMT CORP COM 28139T101 453 13,532 X 13,532
EDWARDS LIFESCIENCES CORP COM 28176E108 451 10,834 X 10,834
EDWARDS AG INC COM 281760108 231 4,921 X 4,921
EL PASO CORP COM 28336L109 1,560 128,290 X 128,290
ELECTRONIC ARTS INC COM 285512109 10,365 198,142 X 198,142
ELECTRONIC DATA SYS NEW COM 285661104 5,333 221,837 X 221,837
ELIZABETH ARDEN INC COM 28660G106 2,082 103,800 X 103,800
EMDEON CORP COM 290849108 458 54,144 X 54,144
EMERSON ELEC CO COM 291011104 15,299 204,801 X 204,801
ENCANA CORP COM 292505104 2,321 51,400 X 51,400
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 281 9,293 X 9,293
ENERGEN CORP COM 29265N108 1,256 34,583 X 34,583
ENERGY EAST CORP COM 29266M109 386 16,912 X 16,912
ENERGIZER HLDGS INC COM 29266R108 2,619 52,605 X 52,605
ENGELHARD CORP COM 292845104 716 23,747 X 23,747
ENTERGY CORP NEW COM 29364G103 12,542 182,691 X 182,691
EQUIFAX INC COM 294429105 4,058 106,729 X 106,729
EQUINIX INC COM NEW 29444U502 2,442 59,900 X 59,900
EQUITABLE RES INC COM 294549100 2,170 59,157 X 59,157
EQUITY OFFICE PROPERTIES TRU COM 294741103 2,785 91,815 X 91,815
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,773 45,326 X 45,326
EXELON CORP COM 30161N101 15,881 298,859 X 298,859
EXPEDIA INC DEL COM 30212P105 604 25,219 X 25,219
EXPEDITORS INTL WASH INC COM 302130109 3,876 57,410 X 57,410
EXPRESS SCRIPTS INC COM 302182100 4,248 50,687 X 50,687
EXXON MOBIL CORP COM 30231G102 174,129 3,100,028 X 3,100,028
FLIR SYS INC COM 302445101 295 13,207 X 13,207
FMC TECHNOLOGIES INC COM 30249U101 905 21,095 X 21,095
FPL GROUP INC COM 302571104 7,980 192,015 X 192,015
FSI INTL INC COM 302633102 1,922 417,800 X 417,800
FACTSET RESH SYS INC COM 303075105 2,989 72,613 X 72,613
FAIR ISAAC CORP COM 303250104 2,623 59,380 X 59,380
FAMILY DLR STORES INC COM 307000109 1,030 41,549 X 41,549
7
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
FASTENAL CO COM 311900104 2,807 71,731 X 71,731
FEDERAL HOME LN MTG CORP COM 313400301 22,190 339,564 X 339,564
FEDERAL NATL MTG ASSN COM 313586109 15,354 314,575 X 314,575
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,514 41,445 X 41,445
FEDERATED DEPT STORES INC DE COM 31410H101 12,697 191,427 X 191,427
FEDERATED INVS INC PA CL B 314211103 851 22,988 X 22,988
FEDEX CORP COM 31428X106 17,598 170,213 X 170,213
F5 NETWORKS INC COM 315616102 391 6,836 X 6,836
FIDELITY NATL FINL INC COM 316326107 693 18,834 X 18,834
FIFTH THIRD BANCORP COM 316773100 3,320 88,018 X 88,018
FIRST AMERN CORP CALIF COM 318522307 1,746 38,554 X 38,554
FIRST BANCORP P R COM 318672102 411 33,100 X 33,100
FIRST DATA CORP COM 319963104 16,165 375,833 X 375,833
FIRST HORIZON NATL CORP COM 320517105 1,524 39,643 X 39,643
FIRST MARBLEHEAD CORP COM 320771108 1,289 39,234 X 39,234
FIRST MIDWEST BANCORP DEL COM 320867104 284 8,100 X 8,100
FISERV INC COM 337738108 4,601 106,323 X 106,323
FIRSTENERGY CORP COM 337932107 5,379 109,794 X 109,794
FISHER SCIENTIFIC INTL INC COM NEW 338032204 1,648 26,636 X 26,636
FLORIDA ROCK INDS INC COM 341140101 2,175 44,342 X 44,342
FLUOR CORP NEW COM 343412102 4,705 60,903 X 60,903
FOOT LOCKER INC COM 344849104 808 34,246 X 34,246
FORD MTR CO DEL COM PAR $0.01 345370860 5,122 663,435 X 663,435
FOREST CITY ENTERPRISES INC CL A 345550107 456 12,010 X 12,010
FOREST LABS INC COM 345838106 4,896 120,342 X 120,342
FORTUNE BRANDS INC COM 349631101 9,439 120,978 X 120,978
FOUNDRY NETWORKS INC COM 35063R100 2,646 191,600 X 191,600
FRANKLIN RES INC COM 354613101 10,645 113,228 X 113,228
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3,667 68,167 X 68,167
FREESCALE SEMICONDUCTOR INC CL B 35687M206 4,487 178,280 X 178,280
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 136 13,725 X 13,725
FULTON FINL CORP PA COM 360271100 179 10,148 X 10,148
GATX CORP COM 361448103 1,003 27,800 X 27,800
GALLAGHER ARTHUR J & CO COM 363576109 812 26,309 X 26,309
GANNETT INC COM 364730101 6,115 100,957 X 100,957
GAP INC DEL COM 364760108 3,930 222,806 X 222,806
GATEWAY INC COM 367626108 65 25,932 X 25,932
GAYLORD ENTMT CO NEW COM 367905106 253 5,800 X 5,800
GEN-PROBE INC NEW COM 36866T103 859 17,603 X 17,603
GENCORP INC COM 368682100 467 26,300 X 26,300
GENENTECH INC COM NEW 368710406 17,367 187,746 X 187,746
GENERAL DYNAMICS CORP COM 369550108 11,379 99,773 X 99,773
GENERAL ELECTRIC CO COM 369604103 211,800 6,042,796 X 6,042,796
GENERAL GROWTH PPTYS INC COM 370021107 8,138 173,181 X 173,181
GENERAL MLS INC COM 370334104 4,574 92,746 X 92,746
GENERAL MTRS CORP COM 370442105 4,659 239,928 X 239,928
GENTEX CORP COM 371901109 569 29,197 X 29,197
GENUINE PARTS CO COM 372460105 5,499 125,212 X 125,212
GENWORTH FINL INC COM CL A 37247D106 5,485 158,616 X 158,616
GENZYME CORP COM 372917104 5,092 71,940 X 71,940
GEORGIA PAC CORP COM 373298108 4,787 99,721 X 99,721
GETTY IMAGES INC COM 374276103 4,844 54,265 X 54,265
GILEAD SCIENCES INC COM 375558103 11,181 212,687 X 212,687
GLOBAL PMTS INC COM 37940X102 5,040 108,141 X 108,141
8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
GOLDEN WEST FINL CORP DEL COM 381317106 10,975 166,281 X 166,281
GOLDMAN SACHS GROUP INC COM 38141G104 33,164 259,680 X 259,680
GOODRICH CORP COM 382388106 2,728 66,370 X 66,370
GOODYEAR TIRE & RUBR CO COM 382550101 625 35,963 X 35,963
GOOGLE INC CL A 38259P508 22,865 55,116 X 55,116
GRACO INC COM 384109104 1,102 30,198 X 30,198
GRAINGER W W INC COM 384802104 3,841 54,027 X 54,027
GRANT PRIDECO INC COM 38821G101 3,996 90,565 X 90,565
GREAT PLAINS ENERGY INC COM 391164100 444 15,866 X 15,866
GREIF INC CL A 397624107 866 13,060 X 13,060
GTECH HLDGS CORP COM 400518106 764 24,067 X 24,067
GUIDANT CORP COM 401698105 10,054 155,277 X 155,277
HCA INC COM 404119109 8,371 165,762 X 165,762
HCC INS HLDGS INC COM 404132102 1,490 50,200 X 50,200
HNI CORP COM 404251100 3,714 67,617 X 67,617
HRPT PPTYS TR COM SH BEN INT 40426W101 139 13,408 X 13,408
HALLIBURTON CO COM 406216101 16,667 268,991 X 268,991
HARLAND JOHN H CO COM 412693103 425 11,300 X 11,300
HARLEY DAVIDSON INC COM 412822108 13,885 269,672 X 269,672
HARMAN INTL INDS INC COM 413086109 4,038 41,264 X 41,264
HARRAHS ENTMT INC COM 413619107 4,742 66,518 X 66,518
HARRIS CORP DEL COM 413875105 4,553 105,861 X 105,861
HARSCO CORP COM 415864107 491 7,269 X 7,269
HARTE-HANKS INC COM 416196103 1,401 53,097 X 53,097
HARTFORD FINL SVCS GROUP INC COM 416515104 15,246 177,511 X 177,511
HASBRO INC COM 418056107 539 26,733 X 26,733
HEALTH CARE PPTY INVS INC COM 421915109 219 8,584 X 8,584
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,838 83,717 X 83,717
HEALTH NET INC COM 42222G108 776 15,045 X 15,045
HEARST-ARGYLE TELEVISION INC COM 422317107 319 13,386 X 13,386
HEINZ H J CO COM 423074103 2,978 88,313 X 88,313
HELMERICH & PAYNE INC COM 423452101 492 7,943 X 7,943
HENRY JACK & ASSOC INC COM 426281101 884 46,300 X 46,300
HERCULES INC COM 427056106 129 11,409 X 11,409
HERSHEY CO COM 427866108 3,445 62,354 X 62,354
HEWLETT PACKARD CO COM 428236103 45,695 1,596,066 X 1,596,066
HILLENBRAND INDS INC COM 431573104 328 6,642 X 6,642
HILTON HOTELS CORP COM 432848109 3,081 127,777 X 127,777
HOME DEPOT INC COM 437076102 59,885 1,479,366 X 1,479,366
HONEYWELL INTL INC COM 438516106 12,699 340,904 X 340,904
HORMEL FOODS CORP COM 440452100 544 16,633 X 16,633
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 661 16,482 X 16,482
HOSPIRA INC COM 441060100 3,100 72,453 X 72,453
HOST MARRIOTT CORP NEW COM 44107P104 427 22,524 X 22,524
HOVNANIAN ENTERPRISES INC CL A 442487203 303 6,105 X 6,105
HUBBELL INC CL B 443510201 1,367 30,290 X 30,290
HUDSON CITY BANCORP COM 443683107 2,748 226,750 X 226,750
HUMANA INC COM 444859102 4,510 83,007 X 83,007
HUNT J B TRANS SVCS INC COM 445658107 751 33,167 X 33,167
HUNTINGTON BANCSHARES INC COM 446150104 861 36,234 X 36,234
HYPERION SOLUTIONS CORP COM 44914M104 395 11,031 X 11,031
IAC INTERACTIVECORP COM NEW 44919P300 714 25,219 X 25,219
IMS HEALTH INC COM 449934108 1,607 64,475 X 64,475
ISTAR FINL INC COM 45031U101 256 7,189 X 7,189
9
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
ITT EDUCATIONAL SERVICES INC COM 45068B109 496 8,398 X 8,398
ITT INDS INC IND COM 450911102 13,361 129,943 X 129,943
IDEX CORP COM 45167R104 1,401 34,084 X 34,084
IDEXX LABS INC COM 45168D104 427 5,932 X 5,932
IKON OFFICE SOLUTIONS INC COM 451713101 104 10,000 X 10,000
ILLINOIS TOOL WKS INC COM 452308109 12,426 141,222 X 141,222
IMCLONE SYS INC COM 45245W109 640 18,694 X 18,694
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 1,022 16,900 X 16,900
INAMED CORP COM 453235103 1,357 15,477 X 15,477
INDEPENDENCE CMNTY BK CORP COM 453414104 245 6,164 X 6,164
INDYMAC BANCORP INC COM 456607100 307 7,873 X 7,873
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 801 9,900 X 9,900
INFRASOURCE SVCS INC COM 45684P102 2,646 202,300 X 202,300
INGRAM MICRO INC CL A 457153104 728 36,510 X 36,510
INPHONIC INC COM 45772G105 1,606 184,775 X 184,775
INTEL CORP COM 458140100 100,099 4,010,390 X 4,010,390
INTELLISYNC CORP COM 458176104 2,160 418,675 X 418,675
INTERNATIONAL BANCSHARES COR COM 459044103 335 11,413 X 11,413
INTERNATIONAL BUSINESS MACHS COM 459200101 67,818 825,034 X 825,034
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 838 25,024 X 25,024
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,151 102,377 X 102,377
INTL PAPER CO COM 460146103 6,679 198,719 X 198,719
INTERNATIONAL RECTIFIER CORP COM 460254105 1,894 59,374 X 59,374
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2,241 46,795 X 46,795
INTERSIL CORP CL A 46069S109 458 18,423 X 18,423
INTERPUBLIC GROUP COS INC COM 460690100 1,070 110,907 X 110,907
INTERWOVEN INC COM NEW 46114T508 2,269 267,900 X 267,900
INTUIT COM 461202103 2,564 48,105 X 48,105
INVITROGEN CORP COM 46185R100 1,772 26,587 X 26,587
INVESTORS FINL SERVICES CORP COM 461915100 448 12,163 X 12,163
IRON MTN INC COM 462846106 960 22,729 X 22,729
ISHARES TR RUSSELL1000VAL 464287598 21,428 310,420 X 310,420
ISHARES TR RUSSELL1000GRW 464287614 5,397 105,800 X 105,800
ISIS PHARMACEUTICALS INC COM 464330109 2,615 499,000 X 499,000
IVAX CORP COM 465823102 2,625 83,784 X 83,784
IVILLAGE INC COM 46588H105 3,263 406,900 X 406,900
JDS UNIPHASE CORP COM 46612J101 843 357,205 X 357,205
JP MORGAN CHASE & CO COM 46625H100 49,088 1,236,782 X 1,236,782
JABIL CIRCUIT INC COM 466313103 4,249 114,573 X 114,573
JACOBS ENGR GROUP INC DEL COM 469814107 1,086 15,994 X 15,994
JANUS CAP GROUP INC COM 47102X105 647 34,715 X 34,715
JEFFERSON PILOT CORP COM 475070108 2,673 46,950 X 46,950
JETBLUE AWYS CORP COM 477143101 504 32,795 X 32,795
JOHNSON & JOHNSON COM 478160104 130,127 2,165,168 X 2,165,168
JOHNSON CTLS INC COM 478366107 10,421 142,926 X 142,926
JONES APPAREL GROUP INC COM 480074103 2,290 74,558 X 74,558
JOY GLOBAL INC COM 481165108 876 21,911 X 21,911
JUNIPER NETWORKS INC COM 48203R104 3,714 166,549 X 166,549
KLA-TENCOR CORP COM 482480100 2,681 54,351 X 54,351
KB HOME COM 48666K109 4,611 63,460 X 63,460
KELLOGG CO COM 487836108 4,764 110,222 X 110,222
KERR MCGEE CORP COM 492386107 3,237 35,627 X 35,627
KEYCORP NEW COM 493267108 5,314 161,374 X 161,374
KEYSPAN CORP COM 49337W100 981 27,480 X 27,480
10
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 2,481 78,800 X 78,800
KIMBERLY CLARK CORP COM 494368103 15,119 253,462 X 253,462
KIMCO REALTY CORP COM 49446R109 5,976 186,290 X 186,290
KINDER MORGAN INC KANS COM 49455P101 6,268 68,170 X 68,170
KINETIC CONCEPTS INC COM NEW 49460W208 1,453 36,549 X 36,549
KING PHARMACEUTICALS INC COM 495582108 645 38,112 X 38,112
KNIGHT RIDDER INC COM 499040103 1,282 20,258 X 20,258
KOHLS CORP COM 500255104 4,281 88,087 X 88,087
KRAFT FOODS INC CL A 50075N104 809 28,713 X 28,713
KROGER CO COM 501044101 4,267 226,014 X 226,014
LSI LOGIC CORP COM 502161102 628 78,453 X 78,453
LTX CORP COM 502392103 3,330 740,100 X 740,100
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,752 37,020 X 37,020
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,991 36,970 X 36,970
LAFARGE NORTH AMERICA INC COM 505862102 928 16,874 X 16,874
LAM RESEARCH CORP COM 512807108 3,455 96,837 X 96,837
LAMAR ADVERTISING CO CL A 512815101 629 13,626 X 13,626
LANDAUER INC COM 51476K103 235 5,100 X 5,100
LANDSTAR SYS INC COM 515098101 454 10,868 X 10,868
LAUDER ESTEE COS INC CL A 518439104 1,798 53,695 X 53,695
LAUREATE EDUCATION INC COM 518613104 443 8,427 X 8,427
LEAR CORP COM 521865105 1,098 38,581 X 38,581
LEE ENTERPRISES INC COM 523768109 1,713 46,399 X 46,399
LEGGETT & PLATT INC COM 524660107 816 35,547 X 35,547
LEGG MASON INC COM 524901105 9,481 79,210 X 79,210
LEHMAN BROS HLDGS INC COM 524908100 26,349 205,580 X 205,580
LENNAR CORP CL A 526057104 1,902 31,165 X 31,165
LEUCADIA NATL CORP COM 527288104 1,098 23,136 X 23,136
LEXMARK INTL NEW CL A 529771107 3,300 73,607 X 73,607
LIBERTY GLOBAL INC COM SER A 530555101 3,102 137,885 X 137,885
LIBERTY GLOBAL INC COM SER C 530555309 1,783 84,083 X 84,083
LIBERTY MEDIA CORP NEW COM SER A 530718105 4,831 613,847 X 613,847
LIBERTY PPTY TR SH BEN INT 531172104 238 5,562 X 5,562
LIFEPOINT HOSPITALS INC COM 53219L109 2,459 65,577 X 65,577
LILLY ELI & CO COM 532457108 31,177 550,936 X 550,936
LIMITED BRANDS INC COM 532716107 3,977 177,964 X 177,964
LINCARE HLDGS INC COM 532791100 6,757 161,235 X 161,235
LINCOLN NATL CORP IND COM 534187109 2,314 43,638 X 43,638
LINEAR TECHNOLOGY CORP COM 535678106 7,772 215,482 X 215,482
LIZ CLAIBORNE INC COM 539320101 1,790 49,982 X 49,982
LOCKHEED MARTIN CORP COM 539830109 8,328 130,876 X 130,876
LOEWS CORP COM 540424108 10,625 112,023 X 112,023
LONGS DRUG STORES CORP COM 543162101 371 10,200 X 10,200
LOUISIANA PAC CORP COM 546347105 717 26,098 X 26,098
LOWES COS INC COM 548661107 27,950 419,298 X 419,298
LUBRIZOL CORP COM 549271104 1,595 36,732 X 36,732
LUCENT TECHNOLOGIES INC COM 549463107 3,880 1,458,576 X 1,458,576
LYONDELL CHEMICAL CO COM 552078107 1,747 73,336 X 73,336
M & T BK CORP COM 55261F104 5,426 49,760 X 49,760
MBIA INC COM 55262C100 4,068 67,612 X 67,612
MBNA CORP COM 55262L100 7,176 264,299 X 264,299
M D C HLDGS INC COM 552676108 1,239 19,990 X 19,990
MDU RES GROUP INC COM 552690109 1,341 40,967 X 40,967
MEMC ELECTR MATLS INC COM 552715104 928 41,869 X 41,869
11
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
MGIC INVT CORP WIS COM 552848103 1,569 23,835 X 23,835
MGI PHARMA INC COM 552880106 347 20,200 X 20,200
MGM MIRAGE COM 552953101 1,763 48,082 X 48,082
MSC INDL DIRECT INC CL A 553530106 767 19,061 X 19,061
MACERICH CO COM 554382101 398 5,932 X 5,932
MANOR CARE INC NEW COM 564055101 881 22,159 X 22,159
MANPOWER INC COM 56418H100 679 14,596 X 14,596
MANULIFE FINL CORP COM 56501R106 1,521 25,874 X 25,874
MARATHON OIL CORP COM 565849106 14,514 238,054 X 238,054
MARINEMAX INC COM 567908108 2,582 81,800 X 81,800
MARKEL CORP COM 570535104 361 1,139 X 1,139
MARSH & MCLENNAN COS INC COM 571748102 3,179 100,109 X 100,109
MARSHALL & ILSLEY CORP COM 571834100 3,522 81,835 X 81,835
MARRIOTT INTL INC NEW CL A 571903202 7,183 107,251 X 107,251
MARTIN MARIETTA MATLS INC COM 573284106 579 7,549 X 7,549
MARVEL ENTERTAINMENT INC COM 57383T103 199 12,166 X 12,166
MASCO CORP COM 574599106 6,090 201,736 X 201,736
MASSEY ENERGY CORP COM 576206106 548 14,476 X 14,476
MATTEL INC COM 577081102 1,158 73,203 X 73,203
MAXIM INTEGRATED PRODS INC COM 57772K101 5,456 150,543 X 150,543
MCAFEE INC COM 579064106 1,900 70,032 X 70,032
MCCLATCHY CO CL A 579489105 579 9,802 X 9,802
MCCORMICK & CO INC COM NON VTG 579780206 1,175 37,989 X 37,989
MCDERMOTT INTL INC COM 580037109 3,658 82,000 X 82,000
MCDONALDS CORP COM 580135101 25,515 756,664 X 756,664
MCGRAW HILL COS INC COM 580645109 9,766 189,148 X 189,148
MCKESSON CORP COM 58155Q103 4,613 89,411 X 89,411
MEADWESTVACO CORP COM 583334107 2,461 87,811 X 87,811
MEDCO HEALTH SOLUTIONS INC COM 58405U102 12,985 232,714 X 232,714
MEDIA GEN INC CL A 584404107 2,930 57,800 X 57,800
MEDICAL PPTYS TRUST INC COM 58463J304 1,867 190,900 X 190,900
MEDIMMUNE INC COM 584699102 2,447 69,877 X 69,877
MEDTRONIC INC COM 585055106 29,016 504,007 X 504,007
MELLON FINL CORP COM 58551A108 2,430 70,936 X 70,936
MENS WEARHOUSE INC COM 587118100 259 8,783 X 8,783
MERCANTILE BANKSHARES CORP COM 587405101 287 5,080 X 5,080
MERCK & CO INC COM 589331107 40,020 1,258,087 X 1,258,087
MERCURY INTERACTIVE CORP COM 589405109 783 28,390 X 28,390
MEREDITH CORP COM 589433101 748 14,291 X 14,291
MERRILL LYNCH & CO INC COM 590188108 25,284 373,299 X 373,299
METLIFE INC COM 59156R108 13,921 284,098 X 284,098
METTLER TOLEDO INTERNATIONAL COM 592688105 366 6,624 X 6,624
MICHAELS STORES INC COM 594087108 1,912 54,054 X 54,054
MICROSOFT CORP COM 594918104 150,752 5,764,899 X 5,764,899
MICROCHIP TECHNOLOGY INC COM 595017104 1,481 46,062 X 46,062
MICRON TECHNOLOGY INC COM 595112103 1,726 129,679 X 129,679
MILLENNIUM PHARMACEUTICALS I COM 599902103 368 37,905 X 37,905
MILLER HERMAN INC COM 600544100 747 26,510 X 26,510
MILLIPORE CORP COM 601073109 936 14,175 X 14,175
MILLS CORP COM 601148109 1,510 36,009 X 36,009
MODINE MFG CO COM 607828100 225 6,900 X 6,900
MOHAWK INDS INC COM 608190104 2,719 31,257 X 31,257
MOLEX INC COM 608554101 797 30,698 X 30,698
MOLSON COORS BREWING CO CL B 60871R209 877 13,088 X 13,088
12
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
MONSANTO CO NEW COM 61166W101 17,492 225,616 X 225,616
MONSTER WORLDWIDE INC COM 611742107 1,255 30,735 X 30,735
MOODYS CORP COM 615369105 10,547 171,718 X 171,718
MORGAN STANLEY COM NEW 617446448 25,070 441,836 X 441,836
MOTOROLA INC COM 620076109 34,061 1,507,799 X 1,507,799
MURPHY OIL CORP COM 626717102 7,170 132,799 X 132,799
MYLAN LABS INC COM 628530107 1,822 91,296 X 91,296
NCR CORP NEW COM 62886E108 4,260 125,528 X 125,528
NII HLDGS INC CL B NEW 62913F201 5,068 116,027 X 116,027
NRG ENERGY INC COM NEW 629377508 243 5,157 X 5,157
NTL INC DEL COM 62940M104 1,761 25,863 X 25,863
NVR INC COM 62944T105 684 974 X 974
NALCO HOLDING COMPANY COM 62985Q101 268 15,141 X 15,141
NATIONAL CITY CORP COM 635405103 9,433 280,983 X 280,983
NATIONAL HEALTH INVS INC COM 63633D104 305 11,730 X 11,730
NATIONAL INSTRS CORP COM 636518102 321 10,024 X 10,024
NATIONAL OILWELL VARCO INC COM 637071101 4,581 73,066 X 73,066
NATIONAL SEMICONDUCTOR CORP COM 637640103 3,592 138,274 X 138,274
NATIONWIDE FINL SVCS INC CL A 638612101 380 8,646 X 8,646
NAVISTAR INTL CORP NEW COM 63934E108 514 17,973 X 17,973
NAVTEQ CORP COM 63936L100 716 16,326 X 16,326
NETWORK APPLIANCE INC COM 64120L104 6,246 231,346 X 231,346
NEW CENTURY FINANCIAL CORP M COM 6435EV108 226 6,268 X 6,268
NEW YORK CMNTY BANCORP INC COM 649445103 288 17,447 X 17,447
NEW YORK TIMES CO CL A 650111107 617 23,344 X 23,344
NEWELL RUBBERMAID INC COM 651229106 1,199 50,440 X 50,440
NEWFIELD EXPL CO COM 651290108 948 18,937 X 18,937
NEWMONT MINING CORP COM 651639106 9,021 168,924 X 168,924
NEWS CORP CL A 65248E104 9,392 603,980 X 603,980
NEWS CORP CL B 65248E203 412 24,800 X 24,800
NEXTEL PARTNERS INC CL A 65333F107 1,564 55,969 X 55,969
NICE SYS LTD SPONSORED ADR 653656108 2,447 50,800 X 50,800
NICOR INC COM 654086107 591 15,041 X 15,041
NIKE INC CL B 654106103 15,917 183,396 X 183,396
NISOURCE INC COM 65473P105 923 44,225 X 44,225
NOKIA CORP SPONSORED ADR 654902204 920 50,300 X 50,300
NOBLE ENERGY INC COM 655044105 593 14,718 X 14,718
NORDSTROM INC COM 655664100 4,308 115,189 X 115,189
NORFOLK SOUTHERN CORP COM 655844108 7,238 161,452 X 161,452
NORTEL NETWORKS CORP NEW COM 656568102 1,568 512,300 X 512,300
NORTH FORK BANCORPORATION NY COM 659424105 2,419 88,415 X 88,415
NORTHERN TR CORP COM 665859104 2,251 43,432 X 43,432
NORTHROP GRUMMAN CORP COM 666807102 13,570 225,750 X 225,750
NOVATEL WIRELESS INC COM NEW 66987M604 2,891 238,700 X 238,700
NOVELL INC COM 670006105 530 60,022 X 60,022
NOVELLUS SYS INC COM 670008101 679 28,136 X 28,136
NSTAR COM 67019E107 1,387 48,318 X 48,318
NUCOR CORP COM 670346105 5,579 83,623 X 83,623
NVIDIA CORP COM 67066G104 1,886 51,584 X 51,584
OGE ENERGY CORP COM 670837103 331 12,364 X 12,364
NUVEEN INVTS INC CL A 67090F106 449 10,528 X 10,528
OSI PHARMACEUTICALS INC COM 671040103 283 10,083 X 10,083
OCCIDENTAL PETE CORP DEL COM 674599105 31,188 390,430 X 390,430
OFFICEMAX INC DEL COM 67622P101 384 15,158 X 15,158
13
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
OFFICE DEPOT INC COM 676220106 2,645 84,233 X 84,233
OLD REP INTL CORP COM 680223104 647 24,626 X 24,626
OMNICARE INC COM 681904108 1,687 29,490 X 29,490
OMNICOM GROUP INC COM 681919106 9,346 109,790 X 109,790
OMNOVA SOLUTIONS INC COM 682129101 1,655 344,700 X 344,700
ONEOK INC NEW COM 682680103 1,332 50,017 X 50,017
ORACLE CORP COM 68389X105 28,782 2,357,210 X 2,357,210
O REILLY AUTOMOTIVE INC COM 686091109 2,324 72,603 X 72,603
OSHKOSH TRUCK CORP COM 688239201 2,561 57,442 X 57,442
OUTBACK STEAKHOUSE INC COM 689899102 894 21,484 X 21,484
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,839 36,496 X 36,496
OWENS ILL INC COM NEW 690768403 520 24,725 X 24,725
PG&E CORP COM 69331C108 7,279 196,107 X 196,107
PHH CORP COM NEW 693320202 261 9,315 X 9,315
PMC-SIERRA INC COM 69344F106 138 17,875 X 17,875
PMI GROUP INC COM 69344M101 845 20,576 X 20,576
PNC FINL SVCS GROUP INC COM 693475105 4,045 65,414 X 65,414
PPG INDS INC COM 693506107 3,626 62,626 X 62,626
PPL CORP COM 69351T106 6,917 235,283 X 235,283
PACCAR INC COM 693718108 5,972 86,270 X 86,270
PACTIV CORP COM 695257105 748 33,989 X 33,989
PALL CORP COM 696429307 2,286 85,095 X 85,095
PANERA BREAD CO CL A 69840W108 323 4,915 X 4,915
PARAMETRIC TECHNOLOGY CORP COM 699173100 162 26,524 X 26,524
PARKER HANNIFIN CORP COM 701094104 1,904 28,871 X 28,871
PATTERSON COMPANIES INC COM 703395103 1,566 46,881 X 46,881
PATTERSON UTI ENERGY INC COM 703481101 1,765 53,577 X 53,577
PAYCHEX INC COM 704326107 5,718 149,994 X 149,994
PEABODY ENERGY CORP COM 704549104 4,328 52,509 X 52,509
PENN NATL GAMING INC COM 707569109 406 12,333 X 12,333
PENNEY J C INC COM 708160106 6,528 117,409 X 117,409
PENTAIR INC COM 709631105 1,940 56,208 X 56,208
PEOPLES BK BRIDGEPORT CONN COM 710198102 934 30,056 X 30,056
PEOPLES ENERGY CORP COM 711030106 297 8,475 X 8,475
PEPCO HOLDINGS INC COM 713291102 270 12,064 X 12,064
PEPSI BOTTLING GROUP INC COM 713409100 2,046 71,527 X 71,527
PEPSIAMERICAS INC COM 71343P200 2,827 121,549 X 121,549
PEPSICO INC COM 713448108 54,373 920,322 X 920,322
PERKINELMER INC COM 714046109 1,625 68,959 X 68,959
PETSMART INC COM 716768106 671 26,165 X 26,165
PFIZER INC COM 717081103 91,752 3,934,497 X 3,934,497
PHARMACEUTICAL PROD DEV INC COM 717124101 1,927 31,099 X 31,099
PHELPS DODGE CORP COM 717265102 6,436 44,734 X 44,734
PHILADELPHIA CONS HLDG CORP COM 717528103 270 2,791 X 2,791
PILGRIMS PRIDE CORP COM 721467108 2,409 72,661 X 72,661
PINNACLE WEST CAP CORP COM 723484101 3,524 85,234 X 85,234
PIONEER NAT RES CO COM 723787107 463 9,038 X 9,038
PITNEY BOWES INC COM 724479100 3,931 93,052 X 93,052
PIXAR COM 725811103 4,221 80,060 X 80,060
PLAINS EXPL& PRODTN CO COM 726505100 560 14,085 X 14,085
PLANTRONICS INC NEW COM 727493108 549 19,400 X 19,400
PLUM CREEK TIMBER CO INC COM 729251108 1,046 29,006 X 29,006
POGO PRODUCING CO COM 730448107 334 6,698 X 6,698
POLARIS INDS INC COM 731068102 529 10,547 X 10,547
14
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
POLO RALPH LAUREN CORP CL A 731572103 1,695 30,195 X 30,195
POPULAR INC COM 733174106 990 46,821 X 46,821
POWER-ONE INC COM 739308104 2,238 371,700 X 371,700
PRAXAIR INC COM 74005P104 8,629 162,932 X 162,932
PRECISION CASTPARTS CORP COM 740189105 11,487 221,706 X 221,706
PRESSTEK INC COM 741113104 1,939 214,500 X 214,500
PRICE T ROWE GROUP INC COM 74144T108 3,699 51,359 X 51,359
PRIDE INTL INC DEL COM 74153Q102 618 20,095 X 20,095
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5,897 124,332 X 124,332
PROCTER & GAMBLE CO COM 742718109 121,712 2,102,838 X 2,102,838
PROGRESS ENERGY INC COM 743263105 1,800 40,980 X 40,980
PROGRESSIVE CORP OHIO COM 743315103 9,438 80,817 X 80,817
PROLOGIS SH BEN INT 743410102 1,906 40,792 X 40,792
PROTECTIVE LIFE CORP COM 743674103 1,022 23,349 X 23,349
PROTEIN DESIGN LABS INC COM 74369L103 583 20,528 X 20,528
PRUDENTIAL FINL INC COM 744320102 18,356 250,794 X 250,794
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,383 82,854 X 82,854
PUBLIC STORAGE INC COM 74460D109 3,461 51,102 X 51,102
PULTE HOMES INC COM 745867101 4,803 122,023 X 122,023
QLOGIC CORP COM 747277101 1,349 41,494 X 41,494
QUALCOMM INC COM 747525103 51,548 1,196,557 X 1,196,557
QUEST DIAGNOSTICS INC COM 74834L100 6,206 120,548 X 120,548
QUESTAR CORP COM 748356102 6,716 88,715 X 88,715
QUICKSILVER RESOURCES INC COM 74837R104 430 10,237 X 10,237
QUIKSILVER INC COM 74838C106 2,866 207,076 X 207,076
QWEST COMMUNICATIONS INTL IN COM 749121109 2,799 495,405 X 495,405
RC2 CORP COM 749388104 2,209 62,200 X 62,200
R H DONNELLEY CORP COM NEW 74955W307 296 4,805 X 4,805
RPM INTL INC COM 749685103 388 22,309 X 22,309
RADIAN GROUP INC COM 750236101 5,379 91,807 X 91,807
RADIOSHACK CORP COM 750438103 833 39,626 X 39,626
RANGE RES CORP COM 75281A109 4,960 188,290 X 188,290
RAYONIER INC COM 754907103 990 24,848 X 24,848
RAYTHEON CO COM NEW 755111507 5,281 131,535 X 131,535
REALTY INCOME CORP COM 756109104 302 13,948 X 13,948
RED HAT INC COM 756577102 962 35,281 X 35,281
REDDY ICE HLDGS INC COM 75734R105 2,347 107,600 X 107,600
REEBOK INTL LTD COM 758110100 1,425 24,471 X 24,471
REGENCY CTRS CORP COM 758849103 256 4,337 X 4,337
REGIONS FINANCIAL CORP NEW COM 7591EP100 5,316 155,631 X 155,631
RELIANT ENERGY INC COM 75952B105 2,241 217,130 X 217,130
RENAL CARE GROUP INC COM 759930100 2,700 57,081 X 57,081
RENT A CTR INC NEW COM 76009N100 191 10,122 X 10,122
REPUBLIC SVCS INC COM 760759100 2,154 57,370 X 57,370
RESMED INC COM 761152107 487 12,711 X 12,711
RESPIRONICS INC COM 761230101 1,929 52,033 X 52,033
REYNOLDS & REYNOLDS CO CL A 761695105 1,260 44,889 X 44,889
REYNOLDS AMERICAN INC COM 761713106 4,002 41,977 X 41,977
RITE AID CORP COM 767754104 116 33,291 X 33,291
ROBERT HALF INTL INC COM 770323103 1,913 50,486 X 50,486
ROCKWELL AUTOMATION INC COM 773903109 5,235 88,487 X 88,487
ROCKWELL COLLINS INC COM 774341101 5,452 117,333 X 117,333
ROHM & HAAS CO COM 775371107 2,239 46,248 X 46,248
ROPER INDS INC NEW COM 776696106 2,453 62,094 X 62,094
15
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
ROSS STORES INC COM 778296103 1,335 46,200 X 46,200
ROWAN COS INC COM 779382100 916 25,689 X 25,689
RYDER SYS INC COM 783549108 529 12,901 X 12,901
RYLAND GROUP INC COM 783764103 1,862 25,821 X 25,821
SCP POOL CORP COM 784028102 356 9,556 X 9,556
SEI INVESTMENTS CO COM 784117103 1,378 37,250 X 37,250
SL GREEN RLTY CORP COM 78440X101 238 3,116 X 3,116
SLM CORP COM 78442P106 12,583 228,413 X 228,413
SPX CORP COM 784635104 778 17,006 X 17,006
SABRE HLDGS CORP CL A 785905100 884 36,679 X 36,679
SAFECO CORP COM 786429100 1,114 19,725 X 19,725
SAFENET INC COM 78645R107 3,203 99,400 X 99,400
SAFEWAY INC COM NEW 786514208 3,297 139,355 X 139,355
ST JOE CO COM 790148100 2,785 41,434 X 41,434
ST JUDE MED INC COM 790849103 14,966 298,129 X 298,129
ST PAUL TRAVELERS INC COM 792860108 6,529 146,154 X 146,154
SALESFORCE COM INC COM 79466L302 399 12,449 X 12,449
SANDISK CORP COM 80004C101 5,390 85,803 X 85,803
SANMINA SCI CORP COM 800907107 727 170,730 X 170,730
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 879 19,500 X 19,500
SARA LEE CORP COM 803111103 5,577 295,094 X 295,094
SCANA CORP NEW COM 80589M102 2,302 58,453 X 58,453
SCHEIN HENRY INC COM 806407102 1,366 31,295 X 31,295
SCHERING PLOUGH CORP COM 806605101 15,642 750,209 X 750,209
SCHLUMBERGER LTD COM 806857108 5,646 58,116 X 58,116
SCHWAB CHARLES CORP NEW COM 808513105 5,878 400,689 X 400,689
SCIENTIFIC ATLANTA INC COM 808655104 5,017 116,475 X 116,475
SCIENTIFIC GAMES CORP CL A 80874P109 2,143 78,546 X 78,546
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 856 22,900 X 22,900
SCRIPPS E W CO OHIO CL A 811054204 5,211 108,516 X 108,516
SEALED AIR CORP NEW COM 81211K100 1,030 18,330 X 18,330
SEARS HLDGS CORP COM 812350106 6,503 56,289 X 56,289
SECURE COMPUTING CORP COM 813705100 2,679 218,500 X 218,500
SEMPRA ENERGY COM 816851109 5,402 120,468 X 120,468
SEPRACOR INC COM 817315104 1,980 38,376 X 38,376
SERVICE CORP INTL COM 817565104 385 47,109 X 47,109
SERVICEMASTER CO COM 81760N109 473 39,619 X 39,619
SHERWIN WILLIAMS CO COM 824348106 9,181 202,134 X 202,134
SIEBEL SYS INC COM 826170102 951 89,976 X 89,976
SIERRA HEALTH SVCS INC COM 826322109 1,297 16,220 X 16,220
SIGMA ALDRICH CORP COM 826552101 2,478 39,160 X 39,160
SILICON IMAGE INC COM 82705T102 2,093 230,800 X 230,800
SIMON PPTY GROUP INC NEW COM 828806109 8,180 106,745 X 106,745
SIRIUS SATELLITE RADIO INC COM 82966U103 2,246 335,245 X 335,245
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 283 6,100 X 6,100
SMITH INTL INC COM 832110100 2,749 74,067 X 74,067
SMITHFIELD FOODS INC COM 832248108 983 32,126 X 32,126
SMURFIT-STONE CONTAINER CORP COM 832727101 230 16,222 X 16,222
SNAP ON INC COM 833034101 343 9,123 X 9,123
SOLECTRON CORP COM 834182107 709 193,764 X 193,764
SONIC CORP COM 835451105 324 10,984 X 10,984
SONOCO PRODS CO COM 835495102 201 6,841 X 6,841
SONUS NETWORKS INC COM 835916107 1,651 443,700 X 443,700
SOUTHERN CO COM 842587107 8,148 235,966 X 235,966
16
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
SOUTHERN COPPER CORP COM 84265V105 389 5,809 X 5,809
SOUTHWEST AIRLS CO COM 844741108 2,649 161,256 X 161,256
SOUTHWESTERN ENERGY CO COM 845467109 1,091 30,353 X 30,353
SOVEREIGN BANCORP INC COM 845905108 1,228 56,782 X 56,782
SPATIALIGHT INC COM 847248101 825 237,700 X 237,700
SPRINT NEXTEL CORP COM FON 852061100 28,701 1,228,654 X 1,228,654
STAAR SURGICAL CO COM PAR $0.01 852312305 1,458 184,600 X 184,600
STANCORP FINL GROUP INC COM 852891100 908 18,174 X 18,174
STANLEY WKS COM 854616109 3,943 82,078 X 82,078
STAPLES INC COM 855030102 6,371 280,529 X 280,529
STARBUCKS CORP COM 855244109 15,046 501,375 X 501,375
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 11,020 172,569 X 172,569
STATE STR CORP COM 857477103 3,515 63,410 X 63,410
STATION CASINOS INC COM 857689103 2,029 29,933 X 29,933
STERICYCLE INC COM 858912108 579 9,839 X 9,839
STRYKER CORP COM 863667101 5,722 128,797 X 128,797
STUDENT LN CORP COM 863902102 3,457 16,524 X 16,524
SUN MICROSYSTEMS INC COM 866810104 3,830 914,166 X 914,166
SUNOCO INC COM 86764P109 16,925 215,930 X 215,930
SUNTRUST BKS INC COM 867914103 20,866 286,772 X 286,772
SUPERVALU INC COM 868536103 1,178 36,261 X 36,261
SWIFT TRANSN CO COM 870756103 2,198 108,278 X 108,278
SYMANTEC CORP COM 871503108 8,934 510,540 X 510,540
SYMBOL TECHNOLOGIES INC COM 871508107 825 64,325 X 64,325
SYNPLICITY INC COM 87160Y108 1,164 140,200 X 140,200
SYNOPSYS INC COM 871607107 911 45,414 X 45,414
SYNOVUS FINL CORP COM 87161C105 2,321 85,918 X 85,918
SYSCO CORP COM 871829107 12,905 415,606 X 415,606
TCF FINL CORP COM 872275102 870 32,038 X 32,038
TD BANKNORTH INC COM 87235A101 298 10,275 X 10,275
TECO ENERGY INC COM 872375100 1,322 76,932 X 76,932
TJX COS INC NEW COM 872540109 4,920 211,807 X 211,807
TXU CORP COM 873168108 15,435 307,538 X 307,538
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 206 11,627 X 11,627
TARGET CORP COM 87612E106 35,656 648,649 X 648,649
TECH DATA CORP COM 878237106 645 16,289 X 16,289
TECHNE CORP COM 878377100 392 6,994 X 6,994
TEKTRONIX INC COM 879131100 439 15,546 X 15,546
TELEPHONE & DATA SYS INC COM 879433100 1,253 34,766 X 34,766
TELEPHONE & DATA SYS INC SPL COM 879433860 910 26,300 X 26,300
TELEWEST GLOBAL INC COM 87956T107 373 15,662 X 15,662
TELLABS INC COM 879664100 770 70,681 X 70,681
TEMPLE INLAND INC COM 879868107 1,694 37,772 X 37,772
TENET HEALTHCARE CORP COM 88033G100 628 82,026 X 82,026
TERADYNE INC COM 880770102 2,989 205,151 X 205,151
TESORO CORP COM 881609101 546 8,871 X 8,871
TEXAS INSTRS INC COM 882508104 29,636 924,110 X 924,110
TEXTRON INC COM 883203101 6,832 88,745 X 88,745
THERMO ELECTRON CORP COM 883556102 1,071 35,555 X 35,555
THERMOGENESIS CORP COM NEW 883623209 1,703 352,500 X 352,500
THOMAS & BETTS CORP COM 884315102 1,301 31,016 X 31,016
3M CO COM 88579Y101 37,723 486,753 X 486,753
TIDEWATER INC COM 886423102 289 6,492 X 6,492
TIFFANY & CO NEW COM 886547108 1,125 29,378 X 29,378
17
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
TIMBERLAND CO CL A 887100105 1,216 37,368 X 37,368
TIME WARNER INC COM 887317105 42,300 2,425,452 X 2,425,452
TIMKEN CO COM 887389104 313 9,777 X 9,777
TOLL BROTHERS INC COM 889478103 668 19,298 X 19,298
TORCHMARK CORP COM 891027104 8,728 156,981 X 156,981
TORO CO COM 891092108 2,581 58,965 X 58,965
TRIAD HOSPITALS INC COM 89579K109 3,421 87,205 X 87,205
TRIBUNE CO NEW COM 896047107 1,854 61,256 X 61,256
TRIMBLE NAVIGATION LTD COM 896239100 341 9,604 X 9,604
TRUE RELIGION APPAREL INC COM 89784N104 2,629 170,700 X 170,700
TYCO INTL LTD NEW COM 902124106 20,632 714,885 X 714,885
TYSON FOODS INC CL A 902494103 2,366 138,346 X 138,346
UGI CORP NEW COM 902681105 2,194 106,528 X 106,528
UST INC COM 902911106 5,593 136,992 X 136,992
US BANCORP DEL COM NEW 902973304 19,024 636,468 X 636,468
ULTRA PETROLEUM CORP COM 903914109 692 12,400 X 12,400
UNION PAC CORP COM 907818108 8,618 107,039 X 107,039
UNIONBANCAL CORP COM 908906100 6,783 98,712 X 98,712
UNISYS CORP COM 909214108 317 54,441 X 54,441
UNIT CORP COM 909218109 444 8,073 X 8,073
UNITED DOMINION REALTY TR IN COM 910197102 364 15,531 X 15,531
UNITED PARCEL SERVICE INC CL B 911312106 30,383 404,292 X 404,292
UNITED STATES CELLULAR CORP COM 911684108 755 15,292 X 15,292
UNITED STATES STL CORP NEW COM 912909108 2,371 49,323 X 49,323
UNITED TECHNOLOGIES CORP COM 913017109 40,896 731,466 X 731,466
UNITEDHEALTH GROUP INC COM 91324P102 54,860 882,848 X 882,848
UNITRIN INC COM 913275103 263 5,842 X 5,842
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 2,473 107,500 X 107,500
UNIVERSAL HLTH SVCS INC CL B 913903100 1,069 22,877 X 22,877
UNIVISION COMMUNICATIONS INC CL A 914906102 1,415 48,142 X 48,142
UNUMPROVIDENT CORP COM 91529Y106 1,471 64,665 X 64,665
URBAN OUTFITTERS INC COM 917047102 6,433 254,169 X 254,169
VCA ANTECH INC COM 918194101 524 18,583 X 18,583
V F CORP COM 918204108 3,581 64,711 X 64,711
VALEANT PHARMACEUTICALS INTL COM 91911X104 305 16,850 X 16,850
VALERO ENERGY CORP NEW COM 91913Y100 25,268 489,686 X 489,686
VALSPAR CORP COM 920355104 683 27,703 X 27,703
VARIAN MED SYS INC COM 92220P105 1,211 24,059 X 24,059
VENTAS INC COM 92276F100 799 24,946 X 24,946
VENTIV HEALTH INC COM 922793104 2,430 102,900 X 102,900
VERISIGN INC COM 92343E102 2,016 92,061 X 92,061
VERIZON COMMUNICATIONS COM 92343V104 47,152 1,565,474 X 1,565,474
VIAD CORP COM NEW 92552R406 446 15,200 X 15,200
VIACOM INC CL B 925524308 17,279 530,016 X 530,016
VIROPHARMA INC COM 928241108 2,271 122,750 X 122,750
VISHAY INTERTECHNOLOGY INC COM 928298108 227 16,477 X 16,477
VISTEON CORP COM 92839U107 76 12,067 X 12,067
VORNADO RLTY TR SH BEN INT 929042109 1,564 18,735 X 18,735
VULCAN MATLS CO COM 929160109 2,932 43,280 X 43,280
WPS RESOURCES CORP COM 92931B106 407 7,356 X 7,356
WACHOVIA CORP 2ND NEW COM 929903102 51,571 975,611 X 975,611
WAL MART STORES INC COM 931142103 79,670 1,702,344 X 1,702,344
WALGREEN CO COM 931422109 19,723 445,622 X 445,622
WASHINGTON MUT INC COM 939322103 23,924 549,975 X 549,975
18
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------- -------------- --------- --------- -------------------- ---------- -------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------- -------------- --------- --------- --------- ----- ---- ---------- -------- ---- ------ -----------
WASHINGTON POST CO CL B 939640108 3,528 4,612 X 4,612
WASTE MGMT INC DEL COM 94106L109 6,204 204,418 X 204,418
WATERS CORP COM 941848103 2,450 64,820 X 64,820
WATSON PHARMACEUTICALS INC COM 942683103 1,286 39,567 X 39,567
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,410 46,550 X 46,550
WEIGHT WATCHERS INTL INC NEW COM 948626106 4,183 84,621 X 84,621
WEINGARTEN RLTY INVS SH BEN INT 948741103 221 5,843 X 5,843
WELLPOINT INC COM 94973V107 20,523 257,207 X 257,207
WELLS FARGO & CO NEW COM 949746101 47,161 750,608 X 750,608
WENDYS INTL INC COM 950590109 3,307 59,849 X 59,849
WEST CORP COM 952355105 2,939 69,724 X 69,724
WESTAR ENERGY INC COM 95709T100 349 16,235 X 16,235
WESTAMERICA BANCORPORATION COM 957090103 202 3,800 X 3,800
WESTCORP INC COM 957907108 891 13,383 X 13,383
WESTERN DIGITAL CORP COM 958102105 721 38,765 X 38,765
WESTERN GAS RES INC COM 958259103 1,072 22,758 X 22,758
WEYERHAEUSER CO COM 962166104 4,685 70,614 X 70,614
WHIRLPOOL CORP COM 963320106 1,685 20,114 X 20,114
WHITNEY HLDG CORP COM 966612103 798 28,970 X 28,970
WHOLE FOODS MKT INC COM 966837106 6,191 79,992 X 79,992
WILEY JOHN & SONS INC CL A 968223206 1,009 25,857 X 25,857
WILLIAMS COS INC DEL COM 969457100 4,262 183,962 X 183,962
WILLIAMS SONOMA INC COM 969904101 924 21,408 X 21,408
WILMINGTON TRUST CORP COM 971807102 386 9,916 X 9,916
WISCONSIN ENERGY CORP COM 976657106 292 7,470 X 7,470
WOLVERINE WORLD WIDE INC COM 978097103 824 36,700 X 36,700
WORLDSPACE INC CL A 981579105 1,724 118,800 X 118,800
WRIGLEY WM JR CO COM 982526105 6,589 99,105 X 99,105
WYETH COM 983024100 25,961 563,518 X 563,518
WYNN RESORTS LTD COM 983134107 762 13,895 X 13,895
XM SATELLITE RADIO HLDGS INC CL A 983759101 3,529 129,365 X 129,365
XTO ENERGY INC COM 98385X106 7,672 174,593 X 174,593
XCEL ENERGY INC COM 98389B100 1,194 64,669 X 64,669
XILINX INC COM 983919101 2,481 98,424 X 98,424
XEROX CORP COM 984121103 4,810 328,351 X 328,351
YAHOO INC COM 984332106 31,242 797,402 X 797,402
YELLOW ROADWAY CORP COM 985577105 352 7,898 X 7,898
YUM BRANDS INC COM 988498101 9,258 197,489 X 197,489
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,164 27,157 X 27,157
ZIMMER HLDGS INC COM 98956P102 9,138 135,498 X 135,498
ZIONS BANCORPORATION COM 989701107 5,246 69,433 X 69,433
---------
GRAND TOTAL 6,658,400
=========
19