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