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, 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: 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: Neil O'Sullivan
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Title: Director-Trust Operations
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Phone: 203 965-3827
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Signature, Place, and Date of Signing:
/S/ Stamford, Connecticut 2/11/05
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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: 1
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Form 13F Information Table Entry Total: 980
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Form 13F Information Table Value Total: $7,858,179
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
Goldman Sachs Prime Brokerage
-----------------------------
FORM 13F INFORMATION TABLE
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
December 31, 2004
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 3,698 86,510 X 86,510
ACCENTURE LTD BERMUDA CL A G1150G111 875 32,400 X 32,400
COOPER INDS LTD CL A G24182100 5,273 77,668 X 77,668
GLOBALSANTAFE CORP SHS G3930E101 262 7,900 X 7,900
INGERSOLL-RAND COMPANY
LTD CL A G4776G101 7,417 92,360 X 92,360
MARVELL TECHNOLOGY GROUP
LTD ORD G5876H105 1,139 32,100 X 32,100
NABORS INDUSTRIES LTD SHS G6359F103 2,305 44,943 X 44,943
NOBLE CORPORATION SHS G65422100 1,579 31,749 X 31,749
SCOTTISH RE GROUP LTD ORD G7885T104 352 13,600 X 13,600
TRANSOCEAN INC ORD G90078109 4,673 110,237 X 110,237
WHITE MTNS INS GROUP LTD COM G9618E107 1,034 1,600 X 1,600
XL CAP LTD CL A G98255105 2,530 32,586 X 32,586
ALCON INC COM SHS H01301102 2,708 33,600 X 33,600
ROYAL CARIBBEAN CRUISES
LTD COM V7780T103 1,927 35,400 X 35,400
A D C TELECOMMUNICATIONS COM 000886101 841 313,717 X 313,717
AFLAC INC COM 001055102 11,976 300,607 X 300,607
AES CORP COM 00130H105 4,363 319,170 X 319,170
AMR CORP COM 001765106 216 19,733 X 19,733
AT&T CORP COM NEW 001957505 6,161 323,235 X 323,235
ABBOTT LABS COM 002824100 51,444 1,102,759 X 1,102,759
ABERCROMBIE & FITCH CO CL A 002896207 2,460 52,394 X 52,394
ACCREDO HEALTH INC COM 00437V104 259 9,361 X 9,361
ACTIVISION INC NEW COM NEW 004930202 1,504 74,526 X 74,526
ACXIOM CORP COM 005125109 1,327 50,448 X 50,448
ADESA INC COM 00686U104 993 46,802 X 46,802
ADOBE SYS INC COM 00724F101 12,822 204,360 X 204,360
ADTRAN INC COM 00738A106 236 12,327 X 12,327
ADVANCE AUTO PARTS INC COM 00751Y106 2,094 47,941 X 47,941
AEROPOSTALE COM 007865108 1,059 36,000 X 36,000
ADVANCED MICRO DEVICES
INC COM 007903107 4,395 199,593 X 199,593
AETNA INC NEW COM 00817Y108 10,124 81,155 X 81,155
AFFILIATED COMPUTER
SERVICES CL A 008190100 5,854 97,256 X 97,256
AFFYMETRIX INC COM 00826T108 426 11,664 X 11,664
AGERE SYS INC CL B 00845V209 448 331,859 X 331,859
AGILENT TECHNOLOGIES INC COM 00846U101 4,974 206,376 X 206,376
AIR PRODS & CHEMS INC COM 009158106 7,012 120,955 X 120,955
AKAMAI TECHNOLOGIES INC COM 00971T101 269 20,665 X 20,665
ALBERTO CULVER CO COM 013068101 6,646 136,840 X 136,840
ALBERTSONS INC COM 013104104 4,239 177,532 X 177,532
ALCOA INC COM 013817101 15,452 491,795 X 491,795
ALLEGHANY CORP DEL COM 017175100 7,836 27,470 X 27,470
ALLEGHENY ENERGY INC COM 017361106 865 43,870 X 43,870
ALLEGHENY TECHNOLOGIES
INC COM 01741R102 486 22,429 X 22,429
ALLERGAN INC COM 018490102 8,802 108,573 X 108,573
ALLETE INC COM NEW 018522300 567 15,433 X 15,433
ALLIANCE DATA SYSTEMS
CORP COM 018581108 1,865 39,285 X 39,285
ALLIANT ENERGY CORP COM 018802108 1,943 67,937 X 67,937
ALLIANT TECHSYSTEMS INC COM 018804104 2,522 38,572 X 38,572
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 995 107,201 X 107,201
ALLSTATE CORP COM 020002101 26,297 508,442 X 508,442
ALLTEL CORP COM 020039103 14,341 244,055 X 244,055
ALTERA CORP COM 021441100 3,478 168,031 X 168,031
ALTRIA GROUP INC COM 02209S103 81,175 1,328,559 X 1,328,559
AMAZON COM INC COM 023135106 5,329 120,320 X 120,320
AMBAC FINL GROUP INC COM 023139108 7,479 91,061 X 91,061
AMERADA HESS CORP COM 023551104 7,436 90,269 X 90,269
AMEREN CORP COM 023608102 3,380 67,410 X 67,410
AMERICAN CAPITAL
STRATEGIES COM 024937104 303 9,081 X 9,081
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
AMERICAN EAGLE OUTFITTERS
NE COM 02553E106 506 10,752 X 10,752
AMERICAN ELEC PWR INC COM 025537101 7,286 212,180 X 212,180
AMERICAN EXPRESS CO COM 025816109 47,655 845,403 X 845,403
AMERICAN INTL GROUP INC COM 026874107 105,759 1,610,466 X 1,610,466
AMERICAN PHYSICIANS
CAPITAL COM 028884104 302 8,390 X 8,390
AMERICAN PWR CONVERSION
CORP COM 029066107 1,908 89,160 X 89,160
AMERICAN STD COS INC DEL COM 029712106 8,015 193,974 X 193,974
AMERICAN TOWER CORP CL A 029912201 1,006 54,659 X 54,659
AMERICREDIT CORP COM 03060R101 228 9,312 X 9,312
AMERISOURCEBERGEN CORP COM 03073E105 3,203 54,580 X 54,580
AMERITRADE HLDG CORP NEW COM 03074K100 658 46,244 X 46,244
AMETEK INC NEW COM 031100100 4,257 119,342 X 119,342
AMGEN INC COM 031162100 56,536 881,316 X 881,316
AMKOR TECHNOLOGY INC COM 031652100 125 18,780 X 18,780
AMPHENOL CORP NEW CL A 032095101 2,113 57,526 X 57,526
AMSOUTH BANCORPORATION COM 032165102 2,716 104,873 X 104,873
AMYLIN PHARMACEUTICALS
INC COM 032346108 425 18,186 X 18,186
ANADARKO PETE CORP COM 032511107 8,573 132,275 X 132,275
ANALOG DEVICES INC COM 032654105 14,734 399,071 X 399,071
ANDREW CORP COM 034425108 1,464 107,440 X 107,440
ANDRX CORP DEL ANDRX GROUP 034553107 328 15,033 X 15,033
ANHEUSER BUSCH COS INC COM 035229103 26,622 524,788 X 524,788
ANNTAYLOR STORES CORP COM 036115103 821 38,118 X 38,118
ANSYS INC COM 03662Q105 808 25,200 X 25,200
AON CORP COM 037389103 2,214 92,806 X 92,806
APACHE CORP COM 037411105 8,256 163,267 X 163,267
APARTMENT INVT & MGMT CO CL A 03748R101 1,069 27,727 X 27,727
APOLLO GROUP INC CL A 037604105 17,253 213,762 X 213,762
APPLE COMPUTER INC COM 037833100 16,965 263,428 X 263,428
APPLEBEES INTL INC COM 037899101 1,991 75,264 X 75,264
APPLERA CORP COM AP BIO GRP 038020103 1,209 57,809 X 57,809
APPLIED MICRO CIRCUITS
CORP COM 03822W109 465 110,571 X 110,571
APPLIED MATLS INC COM 038222105 20,961 1,225,813 X 1,225,813
ARAMARK CORP CL B 038521100 538 20,285 X 20,285
ARCH COAL INC COM 039380100 243 6,825 X 6,825
ARCHER DANIELS MIDLAND CO COM 039483102 5,022 225,111 X 225,111
ARCHSTONE SMITH TR COM 039583109 3,433 89,624 X 89,624
ARROW ELECTRS INC COM 042735100 254 10,465 X 10,465
ASHLAND INC COM 044204105 1,238 21,203 X 21,203
ASK JEEVES INC COM 045174109 297 11,117 X 11,117
ASSOCIATED BANC CORP COM 045487105 1,165 35,072 X 35,072
ASTORIA FINL CORP COM 046265104 1,104 27,617 X 27,617
ATMEL CORP COM 049513104 315 80,347 X 80,347
AUTODESK INC COM 052769106 9,677 255,000 X 255,000
AUTOLIV INC COM 052800109 2,385 49,383 X 49,383
AUTOMATIC DATA PROCESSING
IN COM 053015103 15,388 346,969 X 346,969
AUTONATION INC COM 05329W102 1,390 72,378 X 72,378
AUTOZONE INC COM 053332102 4,345 47,584 X 47,584
AVALONBAY CMNTYS INC COM 053484101 2,157 28,639 X 28,639
AVAYA INC COM 053499109 3,613 210,032 X 210,032
AVERY DENNISON CORP COM 053611109 2,875 47,938 X 47,938
AVID TECHNOLOGY INC COM 05367P100 526 8,524 X 8,524
AVNET INC COM 053807103 198 10,865 X 10,865
AVOCENT CORP COM 053893103 348 8,565 X 8,565
AVON PRODS INC COM 054303102 19,948 515,457 X 515,457
AZTAR CORP COM 054802103 681 19,500 X 19,500
BB&T CORP COM 054937107 6,858 163,084 X 163,084
BKF CAP GROUP INC COM 05548G102 470 12,400 X 12,400
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
BJ SVCS CO COM 055482103 4,620 99,273 X 99,273
BOK FINL CORP COM NEW 05561Q201 299 6,131 X 6,131
BP PLC SPONSORED ADR 055622104 6,039 103,400 X 103,400
BMC SOFTWARE INC COM 055921100 2,863 153,918 X 153,918
BAKER HUGHES INC COM 057224107 8,481 198,757 X 198,757
BALL CORP COM 058498106 4,931 112,120 X 112,120
BANK OF AMERICA
CORPORATION COM 060505104 137,086 2,917,336 X 2,917,336
BANK HAWAII CORP COM 062540109 4,160 81,981 X 81,981
BANK NEW YORK INC COM 064057102 8,088 242,022 X 242,022
BANKNORTH GROUP INC NEW COM 06646R107 2,758 75,361 X 75,361
BARD C R INC COM 067383109 11,465 179,199 X 179,199
BARNES & NOBLE INC COM 067774109 924 28,625 X 28,625
BARNES GROUP INC COM 067806109 522 19,700 X 19,700
BARR PHARMACEUTICALS INC COM 068306109 1,687 37,054 X 37,054
BAUSCH & LOMB INC COM 071707103 4,080 63,288 X 63,288
BAXTER INTL INC COM 071813109 10,427 301,875 X 301,875
BEA SYS INC COM 073325102 672 75,796 X 75,796
BEAR STEARNS COS INC COM 073902108 18,624 182,034 X 182,034
BEARINGPOINT INC COM 074002106 102 12,734 X 12,734
BECKMAN COULTER INC COM 075811109 2,841 42,414 X 42,414
BECTON DICKINSON & CO COM 075887109 18,143 319,415 X 319,415
BED BATH & BEYOND INC COM 075896100 6,805 170,857 X 170,857
BELLSOUTH CORP COM 079860102 27,531 990,676 X 990,676
BELO CORP COM SER A 080555105 1,239 47,212 X 47,212
BEMIS INC COM 081437105 1,928 66,270 X 66,270
BERKLEY W R CORP COM 084423102 2,613 55,399 X 55,399
BERKSHIRE HATHAWAY INC
DEL CL A 084670108 8,614 98 X 98
BEST BUY INC COM 086516101 15,342 258,198 X 258,198
BIG LOTS INC COM 089302103 484 39,884 X 39,884
BIOMET INC COM 090613100 5,365 123,648 X 123,648
BIOGEN IDEC INC COM 09062X103 9,466 142,112 X 142,112
BLACK & DECKER CORP COM 091797100 5,377 60,872 X 60,872
BLACKROCK INC CL A 09247X101 1,881 24,345 X 24,345
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 367 4,379 X 4,379
BLOCK H & R INC COM 093671105 3,456 70,525 X 70,525
BLOCKBUSTER INC CL A 093679108 169 17,747 X 17,747
BOEING CO COM 097023105 31,383 606,199 X 606,199
BORDERS GROUP INC COM 099709107 251 9,886 X 9,886
BORG WARNER INC COM 099724106 4,495 82,980 X 82,980
BOSTON BEER INC CL A 100557107 936 44,000 X 44,000
BOSTON PROPERTIES INC COM 101121101 315 4,871 X 4,871
BOSTON SCIENTIFIC CORP COM 101137107 20,637 580,508 X 580,508
BRIGGS & STRATTON CORP COM 109043109 1,162 27,936 X 27,936
BRINKER INTL INC COM 109641100 679 19,368 X 19,368
BRINKS CO COM 109696104 416 10,537 X 10,537
BRISTOL MYERS SQUIBB CO COM 110122108 28,127 1,097,852 X 1,097,852
BROADCOM CORP CL A 111320107 5,284 163,678 X 163,678
BROWN & BROWN INC COM 115236101 2,455 56,361 X 56,361
BROWN FORMAN CORP CL B 115637209 2,916 59,894 X 59,894
BRUNSWICK CORP COM 117043109 3,288 66,417 X 66,417
BURLINGTON NORTHN SANTA
FE C COM 12189T104 13,687 289,297 X 289,297
BURLINGTON RES INC COM 122014103 11,076 254,616 X 254,616
C D W CORP COM 12512N105 2,322 34,997 X 34,997
C H ROBINSON WORLDWIDE
INC COM 12541W100 1,305 23,505 X 23,505
CIGNA CORP COM 125509109 7,160 87,772 X 87,772
CIT GROUP INC COM 125581108 9,102 198,641 X 198,641
CMS ENERGY CORP COM 125896100 481 46,053 X 46,053
CNF INC COM 12612W104 246 4,907 X 4,907
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
CSX CORP COM 126408103 3,444 85,921 X 85,921
CVS CORP COM 126650100 14,823 328,898 X 328,898
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,818 73,027 X 73,027
CABOT CORP COM 127055101 627 16,200 X 16,200
CADENCE DESIGN SYSTEM INC COM 127387108 508 36,774 X 36,774
CAESARS ENTMT INC COM 127687101 366 18,174 X 18,174
CALPINE CORP COM 131347106 529 134,342 X 134,342
CAMDEN PPTY TR SH BEN INT 133131102 230 4,501 X 4,501
CAMPBELL SOUP CO COM 134429109 3,754 125,597 X 125,597
CAPITAL ONE FINL CORP COM 14040H105 13,741 163,179 X 163,179
CAPITALSOURCE INC COM 14055X102 320 12,480 X 12,480
CARDINAL HEALTH INC COM 14149Y108 14,692 252,663 X 252,663
CAREER EDUCATION CORP COM 141665109 3,105 77,624 X 77,624
CAREMARK RX INC COM 141705103 7,572 192,049 X 192,049
CARLISLE COS INC COM 142339100 253 3,897 X 3,897
CARMAX INC COM 143130102 623 20,062 X 20,062
CARNIVAL CORP PAIRED CTF 143658300 8,571 148,717 X 148,717
CATELLUS DEV CORP NEW COM 149113102 697 22,768 X 22,768
CATERPILLAR INC DEL COM 149123101 22,279 228,475 X 228,475
CELGENE CORP COM 151020104 841 31,698 X 31,698
CENDANT CORP COM 151313103 20,470 875,557 X 875,557
CENTERPOINT ENERGY INC COM 15189T107 1,460 129,200 X 129,200
CENTEX CORP COM 152312104 4,937 82,868 X 82,868
CENTURYTEL INC COM 156700106 2,479 69,901 X 69,901
CEPHALON INC COM 156708109 552 10,856 X 10,856
CERIDIAN CORP NEW COM 156779100 736 40,267 X 40,267
CERTEGY INC COM 156880106 438 12,332 X 12,332
CHAMPION ENTERPRISES INC COM 158496109 362 30,600 X 30,600
CHARLES RIV LABS INTL INC COM 159864107 873 18,967 X 18,967
CHECKFREE CORP NEW COM 162813109 530 13,909 X 13,909
CHEESECAKE FACTORY INC COM 163072101 490 15,087 X 15,087
CHESAPEAKE ENERGY CORP COM 165167107 490 29,712 X 29,712
CHEVRONTEXACO CORP COM 166764100 67,083 1,277,530 X 1,277,530
CHICAGO MERCANTILE HLDGS
INC CL A 167760107 12,881 56,322 X 56,322
CHICOS FAS INC COM 168615102 2,572 56,483 X 56,483
CHOICE HOTELS INTL INC COM 169905106 2,238 38,581 X 38,581
CHIRON CORP COM 170040109 2,308 69,262 X 69,262
CHOICEPOINT INC COM 170388102 3,124 67,926 X 67,926
CHUBB CORP COM 171232101 7,037 91,515 X 91,515
CHURCH & DWIGHT INC COM 171340102 440 13,101 X 13,101
CIENA CORP COM 171779101 585 175,290 X 175,290
CINCINNATI FINL CORP COM 172062101 3,089 69,786 X 69,786
CINERGY CORP COM 172474108 5,032 120,882 X 120,882
CIRCUIT CITY STORE INC COM 172737108 1,357 86,777 X 86,777
CISCO SYS INC COM 17275R102 98,159 5,081,677 X 5,081,677
CINTAS CORP COM 172908105 4,292 97,851 X 97,851
CITIGROUP INC COM 172967101 168,529 3,497,909 X 3,497,909
CITIZENS COMMUNICATIONS
CO COM 17453B101 1,359 98,539 X 98,539
CITRIX SYS INC COM 177376100 2,034 83,078 X 83,078
CITY NATL CORP COM 178566105 1,700 24,067 X 24,067
CLAIRES STORES INC COM 179584107 1,538 72,354 X 72,354
CLARCOR INC COM 179895107 1,320 24,100 X 24,100
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 8,177 244,150 X 244,150
CLOROX CO DEL COM 189054109 5,383 91,344 X 91,344
COACH INC COM 189754104 14,875 263,739 X 263,739
COCA COLA CO COM 191216100 71,644 1,720,639 X 1,720,639
COCA COLA ENTERPRISES
INC COM 191219104 5,927 284,256 X 284,256
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 4,710 111,270 X 111,270
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
COLGATE PALMOLIVE CO COM 194162103 13,011 254,323 X 254,323
COLUMBIA SPORTSWEAR CO COM 198516106 760 12,752 X 12,752
COMCAST CORP NEW CL A 20030N101 28,045 842,700 X 842,700
COMCAST CORP NEW CL A SPL 20030N200 1,734 52,800 X 52,800
COMERICA INC COM 200340107 5,052 82,791 X 82,791
COMMERCE BANCORP INC NJ COM 200519106 4,371 67,867 X 67,867
COMMUNITY HEALTH SYS INC
NEW COM 203668108 277 9,935 X 9,935
COMPASS BANCSHARES INC COM 20449H109 1,785 36,678 X 36,678
COMPUTER ASSOC INTL INC COM 204912109 12,175 391,994 X 391,994
COMPUTER SCIENCES CORP COM 205363104 8,444 149,796 X 149,796
COMPUWARE CORP COM 205638109 731 113,572 X 113,572
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,843 75,365 X 75,365
CONAGRA FOODS INC COM 205887102 6,444 218,816 X 218,816
CONEXANT SYSTEMS INC COM 207142100 123 61,801 X 61,801
CONOCOPHILLIPS COM 20825C104 53,338 614,282 X 614,282
CONSOL ENERGY INC COM 20854P109 2,728 66,444 X 66,444
CONSOLIDATED EDISON INC COM 209115104 4,250 97,147 X 97,147
CONSTELLATION BRANDS INC CL A 21036P108 3,367 72,389 X 72,389
CONSTELLATION ENERGY
GROUP I COM 210371100 4,670 106,844 X 106,844
CONVERGYS CORP COM 212485106 625 41,701 X 41,701
COOPER CAMERON CORP COM 216640102 308 5,719 X 5,719
COOPER COS INC COM NEW 216648402 444 6,289 X 6,289
COOPER TIRE & RUBR CO COM 216831107 378 17,533 X 17,533
COORS ADOLPH CO CL B 217016104 2,352 31,086 X 31,086
COPART INC COM 217204106 335 12,746 X 12,746
CORINTHIAN COLLEGES INC COM 218868107 330 17,501 X 17,501
CORN PRODS INTL INC COM 219023108 3,331 62,200 X 62,200
CORNING INC COM 219350105 11,755 998,713 X 998,713
CORPORATE EXECUTIVE BRD
CO COM 21988R102 2,620 39,133 X 39,133
COSTCO WHSL CORP NEW COM 22160K105 14,857 306,897 X 306,897
COUNTRYWIDE FINANCIAL
CORP COM 222372104 21,754 587,786 X 587,786
COVANCE INC COM 222816100 1,967 50,757 X 50,757
COVENTRY HEALTH CARE INC COM 222862104 6,700 126,227 X 126,227
CRANE CO COM 224399105 440 15,249 X 15,249
CREE INC COM 225447101 575 14,353 X 14,353
CROWN CASTLE INTL CORP COM 228227104 497 29,859 X 29,859
CUMMINS INC COM 231021106 6,880 82,110 X 82,110
CURTISS WRIGHT CORP COM 231561101 1,843 32,100 X 32,100
CYPRESS SEMICONDUCTOR
CORP COM 232806109 280 23,857 X 23,857
CYTYC CORP COM 232946103 1,331 48,266 X 48,266
DPL INC COM 233293109 1,384 55,114 X 55,114
D R HORTON INC COM 23331A109 1,246 30,917 X 30,917
DST SYS INC DEL COM 233326107 5,106 97,975 X 97,975
DTE ENERGY CO COM 233331107 5,459 126,574 X 126,574
DADE BEHRING HLDGS INC COM 23342J206 417 7,454 X 7,454
DANA CORP COM 235811106 1,920 110,810 X 110,810
DANAHER CORP DEL COM 235851102 12,719 221,539 X 221,539
DARDEN RESTAURANTS INC COM 237194105 1,648 59,395 X 59,395
DAVITA INC COM 23918K108 1,675 42,361 X 42,361
DEAN FOODS CO NEW COM 242370104 1,746 52,984 X 52,984
DEERE & CO COM 244199105 11,770 158,205 X 158,205
DEL MONTE FOODS CO COM 24522P103 119 10,770 X 10,770
DELL INC COM 24702R101 95,618 2,269,052 X 2,269,052
DELPHI CORP COM 247126105 1,442 159,886 X 159,886
DELTA AIR LINES INC DEL COM 247361108 227 30,344 X 30,344
DELUXE CORP COM 248019101 514 13,760 X 13,760
DENTSPLY INTL INC NEW COM 249030107 2,325 41,379 X 41,379
DEVELOPERS DIVERSIFIED
RLTY COM 251591103 2,342 52,784 X 52,784
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
DEVON ENERGY CORP NEW COM 25179M103 11,144 286,342 X 286,342
DEVRY INC DEL COM 251893103 199 11,462 X 11,462
DIAMOND OFFSHORE DRILLING
IN COM 25271C102 357 8,907 X 8,907
DIEBOLD INC COM 253651103 1,103 19,795 X 19,795
DILLARDS INC CL A 254067101 1,547 57,584 X 57,584
DIRECTV GROUP INC COM 25459L106 3,563 212,834 X 212,834
DISNEY WALT CO COM DISNEY 254687106 41,839 1,505,008 X 1,505,008
DOLLAR GEN CORP COM 256669102 4,219 203,138 X 203,138
DOLLAR TREE STORES INC COM 256747106 1,232 42,806 X 42,806
DOMINION RES INC VA NEW COM 25746U109 12,279 181,272 X 181,272
DONALDSON INC COM 257651109 2,805 86,081 X 86,081
DONNELLEY R R & SONS CO COM 257867101 4,526 128,252 X 128,252
DORAL FINL CORP COM 25811P100 1,147 23,294 X 23,294
DOVER CORP COM 260003108 3,686 87,890 X 87,890
DOW CHEM CO COM 260543103 25,721 519,505 X 519,505
DOW JONES & CO INC COM 260561105 1,448 33,623 X 33,623
DU PONT E I DE
NEMOURS & CO COM 263534109 24,457 498,620 X 498,620
DUKE ENERGY CORP COM 264399106 13,922 549,607 X 549,607
DUKE REALTY CORP COM NEW 264411505 291 8,514 X 8,514
DUN & BRADSTREET
CORP DEL NE COM 26483E100 3,084 51,704 X 51,704
DUQUESNE LT HLDGS INC COM 266233105 405 21,500 X 21,500
DYNEGY INC NEW CL A 26816Q101 489 105,780 X 105,780
EGL INC COM 268484102 227 7,600 X 7,600
E M C CORP MASS COM 268648102 22,899 1,539,960 X 1,539,960
ENSCO INTL INC COM 26874Q100 785 24,717 X 24,717
ENI S P A SPONSORED ADR 26874R108 2,089 16,600 X 16,600
EOG RES INC COM 26875P101 4,712 66,028 X 66,028
E TRADE FINANCIAL CORP COM 269246104 2,048 136,994 X 136,994
EAGLE MATERIALS INC COM 26969P108 522 6,049 X 6,049
EASTMAN CHEM CO COM 277432100 2,289 39,650 X 39,650
EASTMAN KODAK CO COM 277461109 2,804 86,945 X 86,945
EATON CORP COM 278058102 8,192 113,213 X 113,213
EATON VANCE CORP COM NON VTG 278265103 764 14,654 X 14,654
EBAY INC COM 278642103 56,364 484,525 X 484,525
ECHOSTAR COMMUNICATIONS
NEW CL A 278762109 1,511 45,448 X 45,448
ECOLAB INC COM 278865100 7,070 201,246 X 201,246
EDISON INTL COM 281020107 8,389 261,926 X 261,926
EDUCATION MGMT CORP COM 28139T101 466 14,132 X 14,132
EDWARDS LIFESCIENCES CORP COM 28176E108 493 11,958 X 11,958
EDWARDS AG INC COM 281760108 217 5,024 X 5,024
EL PASO CORP COM 28336L109 2,500 240,433 X 240,433
ELECTRONIC ARTS INC COM 285512109 14,682 238,040 X 238,040
ELECTRONIC DATA SYS NEW COM 285661104 5,635 243,941 X 243,941
EMERSON ELEC CO COM 291011104 16,011 228,400 X 228,400
ENERGEN CORP COM 29265N108 2,034 34,500 X 34,500
ENERGY EAST CORP COM 29266M109 1,085 40,670 X 40,670
ENERGIZER HLDGS INC COM 29266R108 633 12,743 X 12,743
ENGELHARD CORP COM 292845104 1,822 59,404 X 59,404
ENGINEERED SUPPORT SYS
INC COM 292866100 1,771 29,900 X 29,900
ENTERGY CORP NEW COM 29364G103 12,338 182,536 X 182,536
EON LABS INC COM 29412E100 1,155 42,781 X 42,781
EQUIFAX INC COM 294429105 1,445 51,441 X 51,441
EQUITABLE RES INC COM 294549100 3,392 55,913 X 55,913
EQUITY OFFICE PROPERTIES
TRU COM 294741103 5,565 191,099 X 191,099
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,026 83,645 X 83,645
EXELON CORP COM 30161N101 15,569 353,283 X 353,283
EXPEDITORS INTL WASH INC COM 302130109 3,641 65,157 X 65,157
EXPRESS SCRIPTS INC COM 302182100 2,577 33,719 X 33,719
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
EXXON MOBIL CORP COM 30231G102 206,090 4,020,491 X 4,020,491
FLIR SYS INC COM 302445101 418 6,547 X 6,547
FMC TECHNOLOGIES INC COM 30249U101 1,928 59,887 X 59,887
FPL GROUP INC COM 302571104 7,920 105,954 X 105,954
FACTSET RESH SYS INC COM 303075105 1,473 25,209 X 25,209
FAIR ISAAC CORP COM 303250104 516 14,063 X 14,063
FAIRCHILD SEMICONDUCTOR
INTL COM 303726103 258 15,897 X 15,897
FAMILY DLR STORES INC COM 307000109 3,044 97,478 X 97,478
FASTENAL CO COM 311900104 2,153 34,969 X 34,969
FEDERAL HOME LN MTG CORP COM 313400301 30,534 414,299 X 414,299
FEDERAL NATL MTG ASSN COM 313586109 52,169 732,606 X 732,606
FEDERATED DEPT STORES INC
DE COM 31410H101 11,891 205,761 X 205,761
FEDERATED INVS INC PA CL B 314211103 1,276 41,987 X 41,987
FEDEX CORP COM 31428X106 21,093 214,165 X 214,165
FIDELITY NATL FINL INC COM 316326107 1,573 34,438 X 34,438
FIFTH THIRD BANCORP COM 316773100 11,444 241,991 X 241,991
FIRST AMERN CORP CALIF COM 318522307 201 5,716 X 5,716
FIRST BANCORP P R COM 318672102 2,413 38,000 X 38,000
FIRST DATA CORP COM 319963104 25,002 587,732 X 587,732
FIRST HORIZON NATL CORP COM 320517105 4,197 97,362 X 97,362
FIRST MARBLEHEAD CORP COM 320771108 3,200 56,885 X 56,885
FIRST MIDWEST BANCORP DEL COM 320867104 1,190 32,800 X 32,800
FISERV INC COM 337738108 5,457 135,786 X 135,786
FIRSTENERGY CORP COM 337932107 6,819 172,585 X 172,585
FISHER SCIENTIFIC INTL
INC COM NEW 338032204 3,034 48,640 X 48,640
FLORIDA ROCK INDS INC COM 341140101 1,251 21,016 X 21,016
FLUOR CORP NEW COM 343412102 3,617 66,361 X 66,361
FOOT LOCKER INC COM 344849104 1,589 58,994 X 58,994
FORD MTR CO DEL COM PAR $0.01 345370860 13,496 921,830 X 921,830
FOREST LABS INC COM 345838106 10,806 240,882 X 240,882
FORTUNE BRANDS INC COM 349631101 8,851 114,684 X 114,684
FOUNDRY NETWORKS INC COM 35063R100 230 17,508 X 17,508
FOX ENTMT GROUP INC CL A 35138T107 3,719 118,976 X 118,976
FRANKLIN RES INC COM 354613101 6,027 86,529 X 86,529
FREEPORT-MCMORAN
COPPER & GO CL B 35671D857 3,255 85,139 X 85,139
FREESCALE SEMICONDUCTOR
INC CL B 35687M206 4,132 225,046 X 225,046
FREMONT GEN CORP COM 357288109 283 11,244 X 11,244
FRIEDMAN BILLINGS RAMSEY
GRO CL A 358434108 616 31,762 X 31,762
GATX CORP COM 361448103 656 22,200 X 22,200
GALLAGHER ARTHUR J & CO COM 363576109 1,845 56,757 X 56,757
GAMESTOP CORP COM CL B 36466R200 236 10,536 X 10,536
GANNETT INC COM 364730101 13,283 162,580 X 162,580
GAP INC DEL COM 364760108 10,354 490,230 X 490,230
GATEWAY INC COM 367626108 527 87,640 X 87,640
GAYLORD ENTMT CO NEW COM 367905106 972 23,400 X 23,400
GEN-PROBE INC NEW COM 36866T103 430 9,509 X 9,509
GEMSTAR-TV GUIDE INTL INC COM 36866W106 163 27,497 X 27,497
GENCORP INC COM 368682100 275 14,800 X 14,800
GENENTECH INC COM NEW 368710406 9,535 175,151 X 175,151
GENERAL DYNAMICS CORP COM 369550108 13,833 132,251 X 132,251
GENERAL ELEC CO COM 369604103 238,613 6,537,340 X 6,537,340
GENERAL GROWTH PPTYS INC COM 370021107 6,072 167,930 X 167,930
GENERAL MLS INC COM 370334104 5,391 108,452 X 108,452
GENERAL MTRS CORP COM 370442105 15,327 382,604 X 382,604
GENTEX CORP COM 371901109 592 15,990 X 15,990
GENUINE PARTS CO COM 372460105 7,748 175,852 X 175,852
GENWORTH FINL INC COM CL A 37247D106 306 11,334 X 11,334
GENZYME CORP COM GENL DIV 372917104 6,254 107,691 X 107,691
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
GEORGIA PAC CORP COM 373298108 6,621 176,657 X 176,657
GETTY IMAGES INC COM 374276103 3,369 48,939 X 48,939
GILEAD SCIENCES INC COM 375558103 10,435 298,234 X 298,234
GILLETTE CO COM 375766102 30,319 677,065 X 677,065
GLOBAL PMTS INC COM 37940X102 319 5,454 X 5,454
GOLDEN WEST FINL CORP DEL COM 381317106 13,622 221,788 X 221,788
GOLDMAN SACHS GROUP INC COM 38141G104 28,553 274,444 X 274,444
GOODRICH CORP COM 382388106 3,162 96,867 X 96,867
GOODYEAR TIRE & RUBR CO COM 382550101 603 41,151 X 41,151
GOOGLE INC CL A 38259P508 694 3,600 X 3,600
GRACO INC COM 384109104 1,851 49,547 X 49,547
GRAINGER W W INC COM 384802104 5,613 84,258 X 84,258
GRANT PRIDECO INC COM 38821G101 854 42,610 X 42,610
GREAT LAKES CHEM CORP COM 390568103 427 14,990 X 14,990
GREAT PLAINS ENERGY INC COM 391164100 1,087 35,905 X 35,905
GREIF INC CL A 397624107 922 16,460 X 16,460
GTECH HLDGS CORP COM 400518106 689 26,564 X 26,564
GUIDANT CORP COM 401698105 17,564 243,611 X 243,611
HCA INC COM 404119109 8,364 209,307 X 209,307
HCC INS HLDGS INC COM 404132102 325 9,814 X 9,814
HNI CORP COM 404251100 2,165 50,282 X 50,282
HRPT PPTYS TR COM SH BEN INT 40426W101 134 10,450 X 10,450
HALLIBURTON CO COM 406216101 10,968 279,523 X 279,523
HARLEY DAVIDSON INC COM 412822108 20,923 344,414 X 344,414
HARMAN INTL INDS INC COM 413086109 7,688 60,532 X 60,532
HARRAHS ENTMT INC COM 413619107 2,939 43,933 X 43,933
HARRIS CORP DEL COM 413875105 1,125 18,202 X 18,202
HARSCO CORP COM 415864107 363 6,514 X 6,514
HARTE-HANKS INC COM 416196103 320 12,317 X 12,317
HARTFORD FINL SVCS GROUP
INC COM 416515104 16,449 237,321 X 237,321
HASBRO INC COM 418056107 981 50,610 X 50,610
HAWAIIAN ELEC INDUSTRIES COM 419870100 360 12,346 X 12,346
HEALTH CARE PPTY INVS INC COM 421915109 217 7,832 X 7,832
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,282 100,450 X 100,450
HEALTH NET INC COM 42222G108 263 9,126 X 9,126
HEINZ H J CO COM 423074103 6,654 170,658 X 170,658
HENRY JACK & ASSOC INC COM 426281101 593 29,804 X 29,804
HERCULES INC COM 427056106 406 27,338 X 27,338
HERSHEY FOODS CORP COM 427866108 4,915 88,498 X 88,498
HEWITT ASSOCS INC COM 42822Q100 249 7,775 X 7,775
HEWLETT PACKARD CO COM 428236103 40,196 1,916,851 X 1,916,851
HIBERNIA CORP CL A 428656102 1,708 57,871 X 57,871
HILLENBRAND INDS INC COM 431573104 417 7,501 X 7,501
HILTON HOTELS CORP COM 432848109 3,579 157,409 X 157,409
HOME DEPOT INC COM 437076102 79,630 1,863,121 X 1,863,121
HONEYWELL INTL INC COM 438516106 16,163 456,449 X 456,449
HORMEL FOODS CORP COM 440452100 1,088 34,706 X 34,706
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,366 29,685 X 29,685
HOSPIRA INC COM 441060100 2,033 60,687 X 60,687
HOST MARRIOTT CORP NEW COM 44107P104 355 20,511 X 20,511
HOVNANIAN ENTERPRISES INC CL A 442487203 267 5,398 X 5,398
HUBBELL INC CL B 443510201 1,000 19,113 X 19,113
HUDSON CITY BANCORP COM 443683107 3,168 86,044 X 86,044
HUDSON UNITED BANCORP COM 444165104 331 8,394 X 8,394
HUGHES SUPPLY INC COM 444482103 251 7,758 X 7,758
HUMANA INC COM 444859102 1,622 54,637 X 54,637
HUNT J B TRANS SVCS INC COM 445658107 2,192 48,871 X 48,871
HUNTINGTON BANCSHARES INC COM 446150104 1,676 67,688 X 67,688
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
IDT CORP CL B 448947309 177 11,457 X 11,457
IAC INTERACTIVECORP COM 44919P102 1,268 45,914 X 45,914
IMS HEALTH INC COM 449934108 2,365 101,912 X 101,912
ISTAR FINL INC COM 45031U101 292 6,462 X 6,462
ITT EDUCATIONAL SERVICES
INC COM 45068B109 422 8,881 X 8,881
ITT INDS INC IND COM 450911102 10,267 121,577 X 121,577
IDEX CORP COM 45167R104 1,053 26,000 X 26,000
IDEXX LABS INC COM 45168D104 365 6,678 X 6,678
IKON OFFICE SOLUTIONS INC COM 451713101 550 47,598 X 47,598
ILLINOIS TOOL WKS INC COM 452308109 19,638 211,896 X 211,896
IMCLONE SYS INC COM 45245W109 1,315 28,544 X 28,544
INAMED CORP COM 453235103 1,881 29,734 X 29,734
INDEPENDENCE CMNTY BK
CORP COM 453414104 400 9,396 X 9,396
INDYMAC BANCORP INC COM 456607100 261 7,566 X 7,566
INGRAM MICRO INC CL A 457153104 336 16,171 X 16,171
INTEGRATED CIRCUIT SYS
INC COM 45811K208 293 14,012 X 14,012
INTEL CORP COM 458140100 122,181 5,223,624 X 5,223,624
INTERNATIONAL BANCSHARES
COR COM 459044103 995 25,262 X 25,262
INTERNATIONAL BUSINESS
MACHS COM 459200101 104,827 1,063,375 X 1,063,375
INTERNATIONAL
FLAVORS&FRAGRA COM 459506101 1,566 36,550 X 36,550
INTERNATIONAL GAME
TECHNOLOG COM 459902102 6,366 185,170 X 185,170
INTL PAPER CO COM 460146103 10,511 250,266 X 250,266
INTERNATIONAL RECTIFIER
CORP COM 460254105 620 13,916 X 13,916
INTERNATIONAL SPEEDWAY
CORP CL A 460335201 3,689 69,864 X 69,864
INTERSIL CORP CL A 46069S109 321 19,192 X 19,192
INTERPUBLIC GROUP COS INC COM 460690100 2,169 161,865 X 161,865
INTUIT COM 461202103 3,789 86,095 X 86,095
INVITROGEN CORP COM 46185R100 2,343 34,898 X 34,898
INVESTORS FINL SERVICES
CORP COM 461915100 637 12,755 X 12,755
IRON MTN INC PA COM 462846106 2,105 69,050 X 69,050
ISHARES TR GLDM SACHS TEC 464287549 1,149 24,600 X 24,600
ISHARES TR RUSSELL1000VAL 464287598 11,291 170,120 X 170,120
ISHARES TR RUSL 2000 GROW 464287648 1,299 19,300 X 19,300
IVAX CORP COM 465823102 579 36,573 X 36,573
JDS UNIPHASE CORP COM 46612J101 1,966 620,346 X 620,346
JPMORGAN & CHASE & CO COM 46625H100 68,826 1,764,330 X 1,764,330
JABIL CIRCUIT INC COM 466313103 2,049 80,121 X 80,121
JACOBS ENGR GROUP INC DEL COM 469814107 666 13,934 X 13,934
JANUS CAP GROUP INC COM 47102X105 1,171 69,635 X 69,635
JEFFERSON PILOT CORP COM 475070108 6,451 124,150 X 124,150
JETBLUE AWYS CORP COM 477143101 1,185 51,034 X 51,034
JOHNSON & JOHNSON COM 478160104 161,066 2,539,667 X 2,539,667
JOHNSON CTLS INC COM 478366107 11,933 188,097 X 188,097
JONES APPAREL GROUP INC COM 480074103 5,335 145,896 X 145,896
JUNIPER NETWORKS INC COM 48203R104 4,072 149,765 X 149,765
KLA-TENCOR CORP COM 482480100 3,909 83,921 X 83,921
KB HOME COM 48666K109 2,818 26,995 X 26,995
KELLOGG CO COM 487836108 7,915 177,224 X 177,224
KERR MCGEE CORP COM 492386107 3,418 59,139 X 59,139
KEYCORP NEW COM 493267108 4,831 142,515 X 142,515
KEYSPAN CORP COM 49337W100 1,877 47,567 X 47,567
KIMBERLY CLARK CORP COM 494368103 20,263 307,901 X 307,901
KIMCO REALTY CORP COM 49446R109 5,539 95,518 X 95,518
KINDER MORGAN INC KANS COM 49455P101 5,133 70,193 X 70,193
KINETIC CONCEPTS INC COM NEW 49460W208 388 5,081 X 5,081
KING PHARMACEUTICALS INC COM 495582108 880 70,950 X 70,950
KMART HLDG CORPORATION COM 498780105 2,981 30,131 X 30,131
KNIGHT RIDDER INC COM 499040103 3,248 48,524 X 48,524
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
KOHLS CORP COM 500255104 7,109 144,590 X 144,590
KRAFT FOODS INC CL A 50075N104 916 25,732 X 25,732
KROGER CO COM 501044101 5,861 334,147 X 334,147
LSI LOGIC CORP COM 502161102 746 136,125 X 136,125
L-3 COMMUNICATIONS HLDGS
INC COM 502424104 6,691 91,356 X 91,356
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 2,934 58,891 X 58,891
LAFARGE NORTH AMERICA INC COM 505862102 878 17,110 X 17,110
LAM RESEARCH CORP COM 512807108 902 31,186 X 31,186
LAMAR ADVERTISING CO CL A 512815101 586 13,707 X 13,707
LANCASTER COLONY CORP COM 513847103 622 14,500 X 14,500
LAUDER ESTEE COS INC CL A 518439104 4,635 101,269 X 101,269
LAUREATE EDUCATION INC COM 518613104 279 6,319 X 6,319
LEAR CORP COM 521865105 5,356 87,786 X 87,786
LEE ENTERPRISES INC COM 523768109 3,926 85,200 X 85,200
LEGGETT & PLATT INC COM 524660107 1,869 65,730 X 65,730
LEGG MASON INC COM 524901105 6,873 93,810 X 93,810
LEHMAN BROS HLDGS INC COM 524908100 15,438 176,472 X 176,472
LENNAR CORP CL A 526057104 1,006 17,747 X 17,747
LEUCADIA NATL CORP COM 527288104 3,475 50,020 X 50,020
LEVEL 3 COMMUNICATIONS
INC COM 52729N100 446 131,498 X 131,498
LEXMARK INTL NEW CL A 529771107 10,088 118,687 X 118,687
LIBERTY MEDIA CORP NEW COM SER A 530718105 8,128 740,274 X 740,274
LIBERTY MEDIA INTL INC COM SER A 530719103 2,129 46,054 X 46,054
LIBERTY PPTY TR SH BEN INT 531172104 216 4,996 X 4,996
LIFEPOINT HOSPITALS INC COM 53219L109 1,264 36,300 X 36,300
LILLY ELI & CO COM 532457108 48,907 861,790 X 861,790
LIMITED BRANDS INC COM 532716107 4,310 187,249 X 187,249
LINCARE HLDGS INC COM 532791100 821 19,239 X 19,239
LINCOLN NATL CORP IND COM 534187109 3,151 67,509 X 67,509
LINEAR TECHNOLOGY CORP COM 535678106 9,292 239,740 X 239,740
LIZ CLAIBORNE INC COM 539320101 2,575 61,012 X 61,012
LOCKHEED MARTIN CORP COM 539830109 7,056 127,024 X 127,024
LOEWS CORP COM 540424108 8,747 124,423 X 124,423
LONGS DRUG STORES CORP COM 543162101 717 26,000 X 26,000
LOUISIANA PAC CORP COM 546347105 1,374 51,373 X 51,373
LOWES COS INC COM 548661107 33,826 587,351 X 587,351
LUBRIZOL CORP COM 549271104 714 19,384 X 19,384
LUCENT TECHNOLOGIES INC COM 549463107 8,678 2,307,920 X 2,307,920
LYONDELL CHEMICAL CO COM 552078107 949 32,803 X 32,803
M & T BK CORP COM 55261F104 7,642 70,865 X 70,865
MBIA INC COM 55262C100 5,504 86,982 X 86,982
MBNA CORP COM 55262L100 19,107 677,809 X 677,809
M D C HLDGS INC COM 552676108 764 8,837 X 8,837
MDU RES GROUP INC COM 552690109 687 25,751 X 25,751
MEMC ELECTR MATLS INC COM 552715104 195 14,737 X 14,737
MGIC INVT CORP WIS COM 552848103 4,986 72,351 X 72,351
MGI PHARMA INC COM 552880106 1,898 67,761 X 67,761
MGM MIRAGE COM 552953101 369 5,071 X 5,071
MSC INDL DIRECT INC CL A 553530106 2,316 64,372 X 64,372
MACERICH CO COM 554382101 219 3,489 X 3,489
MACROMEDIA INC COM 556100105 416 13,382 X 13,382
MANDALAY RESORT GROUP COM 562567107 1,101 15,639 X 15,639
MANOR CARE INC NEW COM 564055101 1,339 37,790 X 37,790
MANPOWER INC COM 56418H100 1,721 35,629 X 35,629
MANULIFE FINL CORP COM 56501R106 1,473 31,874 X 31,874
MARATHON OIL CORP COM 565849106 11,384 302,689 X 302,689
MARKEL CORP COM 570535104 568 1,560 X 1,560
MARSH & MCLENNAN COS INC COM 571748102 9,585 291,352 X 291,352
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
MARSHALL & ILSLEY CORP COM 571834100 3,561 80,557 X 80,557
MARRIOTT INTL INC NEW CL A 571903202 5,480 87,005 X 87,005
MARTEK BIOSCIENCES CORP COM 572901106 258 5,043 X 5,043
MARVEL ENTERPRISES INC COM 57383M108 283 13,811 X 13,811
MASCO CORP COM 574599106 8,798 240,837 X 240,837
MASSEY ENERGY CORP COM 576206106 206 5,887 X 5,887
MATTEL INC COM 577081102 2,995 153,667 X 153,667
MAXIM INTEGRATED PRODS
INC COM 57772K101 12,139 286,365 X 286,365
MAXTOR CORP COM NEW 577729205 151 28,488 X 28,488
MAY DEPT STORES CO COM 577778103 3,158 107,417 X 107,417
MAYTAG CORP COM 578592107 612 29,025 X 29,025
MCAFEE INC COM 579064106 1,021 35,309 X 35,309
MCCLATCHY CO CL A 579489105 876 12,199 X 12,199
MCCORMICK & CO INC COM NON VTG 579780206 3,475 90,038 X 90,038
MCDONALDS CORP COM 580135101 29,749 927,930 X 927,930
MCGRAW HILL COS INC COM 580645109 9,300 101,593 X 101,593
MCKESSON CORP COM 58155Q103 4,129 131,238 X 131,238
MEADWESTVACO CORP COM 583334107 2,852 84,148 X 84,148
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 6,862 164,952 X 164,952
MEDIA GEN INC CL A 584404107 1,788 27,594 X 27,594
MEDICIS PHARMACEUTICAL
CORP CL A NEW 584690309 500 14,250 X 14,250
MEDIMMUNE INC COM 584699102 3,222 118,839 X 118,839
MEDTRONIC INC COM 585055106 32,645 657,233 X 657,233
MELLON FINL CORP COM 58551A108 4,548 146,189 X 146,189
MERCANTILE BANKSHARES
CORP COM 587405101 244 4,667 X 4,667
MERCK & CO INC COM 589331107 55,994 1,742,190 X 1,742,190
MERCURY INTERACTIVE CORP COM 589405109 3,064 67,259 X 67,259
MEREDITH CORP COM 589433101 1,670 30,814 X 30,814
MERRILL LYNCH & CO INC COM 590188108 30,693 513,520 X 513,520
METLIFE INC COM 59156R108 12,935 319,310 X 319,310
METRO GOLDWYN MAYER INC COM 591610100 551 46,393 X 46,393
METTLER TOLEDO
INTERNATIONAL COM 592688105 306 5,971 X 5,971
MICHAELS STORES INC COM 594087108 1,972 65,808 X 65,808
MICROSOFT CORP COM 594918104 205,610 7,695,570 X 7,695,570
MICROCHIP TECHNOLOGY INC COM 595017104 1,620 60,912 X 60,912
MICRON TECHNOLOGY INC COM 595112103 2,649 214,491 X 214,491
MILLENNIUM
PHARMACEUTICALS I COM 599902103 486 40,008 X 40,008
MILLER HERMAN INC COM 600544100 384 13,888 X 13,888
MILLIPORE CORP COM 601073109 1,057 21,215 X 21,215
MILLS CORP COM 601148109 384 6,022 X 6,022
MODINE MFG CO COM 607828100 598 17,700 X 17,700
MOHAWK INDS INC COM 608190104 790 8,654 X 8,654
MOLEX INC COM 608554101 2,027 67,550 X 67,550
MONEYGRAM INTL INC COM 60935Y109 224 10,576 X 10,576
MONSANTO CO NEW COM 61166W101 13,046 234,848 X 234,848
MONSTER WORLDWIDE INC COM 611742107 1,600 47,556 X 47,556
MOODYS CORP COM 615369105 7,854 90,427 X 90,427
MORGAN STANLEY COM NEW 617446448 29,712 535,150 X 535,150
MOTOROLA INC COM 620076109 28,198 1,639,437 X 1,639,437
MURPHY OIL CORP COM 626717102 3,944 49,027 X 49,027
MYLAN LABS INC COM 628530107 2,930 165,703 X 165,703
NBTY INC COM 628782104 253 10,526 X 10,526
NCR CORP NEW COM 62886E108 4,658 67,283 X 67,283
NII HLDGS INC CL B NEW 62913F201 690 14,535 X 14,535
NTL INC DEL COM 62940M104 1,276 17,487 X 17,487
NVR INC COM 62944T105 792 1,029 X 1,029
NATIONAL CITY CORP COM 635405103 21,033 560,142 X 560,142
NATIONAL FUEL GAS CO N J COM 636180101 218 7,681 X 7,681
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
NATIONAL HEALTH INVS INC COM 63633D104 1,369 46,930 X 46,930
NATIONAL INSTRS CORP COM 636518102 282 10,353 X 10,353
NATIONAL-OILWELL INC COM 637071101 438 12,420 X 12,420
NATIONAL SEMICONDUCTOR
CORP COM 637640103 4,463 248,631 X 248,631
NATIONWIDE FINL SVCS INC CL A 638612101 1,004 26,261 X 26,261
NAVISTAR INTL CORP NEW COM 63934E108 1,148 26,107 X 26,107
NAVTEQ CORP COM 63936L100 301 6,500 X 6,500
NEIMAN MARCUS GROUP INC CL A 640204202 3,011 42,091 X 42,091
NEKTAR THERAPEUTICS COM 640268108 328 16,207 X 16,207
NETWORK APPLIANCE INC COM 64120L104 8,282 249,318 X 249,318
NEUROCRINE BIOSCIENCES
INC COM 64125C109 346 7,016 X 7,016
NEW YORK CMNTY BANCORP
INC COM 649445103 353 17,167 X 17,167
NEW YORK TIMES CO CL A 650111107 2,486 60,933 X 60,933
NEWALLIANCE BANCSHARES
INC COM 650203102 266 17,405 X 17,405
NEWELL RUBBERMAID INC COM 651229106 2,032 84,022 X 84,022
NEWFIELD EXPL CO COM 651290108 456 7,727 X 7,727
NEWMONT MINING CORP COM 651639106 9,787 220,374 X 220,374
NEWS CORP CL A 65248E104 11,775 631,006 X 631,006
NEXTEL COMMUNICATIONS INC CL A 65332V103 18,526 617,387 X 617,387
NEXTEL PARTNERS INC CL A 65333F107 703 35,990 X 35,990
NICOR INC COM 654086107 1,415 38,295 X 38,295
NIKE INC CL B 654106103 18,789 207,180 X 207,180
NISOURCE INC COM 65473P105 1,994 87,545 X 87,545
NOKIA CORP SPONSORED ADR 654902204 1,044 66,600 X 66,600
NOBLE ENERGY INC COM 655044105 287 4,657 X 4,657
NORDSTROM INC COM 655664100 4,168 89,187 X 89,187
NORFOLK SOUTHERN CORP COM 655844108 9,121 252,032 X 252,032
NORTEL NETWORKS CORP NEW COM 656568102 2,082 600,000 X 600,000
NORTH FORK BANCORPORATION
NY COM 659424105 4,298 148,976 X 148,976
NORTHERN TR CORP COM 665859104 3,531 72,690 X 72,690
NORTHROP GRUMMAN CORP COM 666807102 14,660 269,683 X 269,683
NOVELL INC COM 670006105 1,097 162,568 X 162,568
NOVELLUS SYS INC COM 670008101 1,540 55,232 X 55,232
NU SKIN ENTERPRISES INC CL A 67018T105 589 23,200 X 23,200
NUCOR CORP COM 670346105 5,092 97,288 X 97,288
NVIDIA CORP COM 67066G104 1,681 71,337 X 71,337
OGE ENERGY CORP COM 670837103 943 35,566 X 35,566
OSI PHARMACEUTICALS INC COM 671040103 722 9,640 X 9,640
OCCIDENTAL PETE CORP DEL COM 674599105 26,788 459,005 X 459,005
OFFICEMAX INC DEL COM 67622P101 1,377 43,878 X 43,878
OFFICE DEPOT INC COM 676220106 1,647 94,861 X 94,861
OLD REP INTL CORP COM 680223104 1,725 68,171 X 68,171
OMNICARE INC COM 681904108 1,370 39,579 X 39,579
OMNICOM GROUP INC COM 681919106 13,969 165,661 X 165,661
ORACLE CORP COM 68389X105 45,705 3,331,238 X 3,331,238
O REILLY AUTOMOTIVE INC COM 686091109 1,654 36,707 X 36,707
OSHKOSH TRUCK CORP COM 688239201 433 6,326 X 6,326
OUTBACK STEAKHOUSE INC COM 689899102 2,989 65,300 X 65,300
OVERSEAS SHIPHOLDING
GROUP I COM 690368105 2,357 42,700 X 42,700
PG&E CORP COM 69331C108 9,517 285,976 X 285,976
PMC-SIERRA INC COM 69344F106 855 75,959 X 75,959
PMI GROUP INC COM 69344M101 2,815 67,430 X 67,430
PNC FINL SVCS GROUP INC COM 693475105 5,540 96,441 X 96,441
PPG INDS INC COM 693506107 5,922 86,882 X 86,882
PPL CORP COM 69351T106 5,704 107,051 X 107,051
PACCAR INC COM 693718108 7,474 92,873 X 92,873
PACIFIC SUNWEAR CALIF INC COM 694873100 616 27,666 X 27,666
PACIFICARE HEALTH SYS DEL COM 695112102 693 12,260 X 12,260
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
PACTIV CORP COM 695257105 1,848 73,062 X 73,062
PALL CORP COM 696429307 1,122 38,764 X 38,764
PARAMETRIC TECHNOLOGY
CORP COM 699173100 372 63,161 X 63,161
PARKER HANNIFIN CORP COM 701094104 3,558 46,974 X 46,974
PATINA OIL & GAS CORP COM 703224105 914 24,382 X 24,382
PATTERSON COMPANIES INC COM 703395103 3,717 85,656 X 85,656
PATTERSON UTI ENERGY INC COM 703481101 1,422 73,116 X 73,116
PAYCHEX INC COM 704326107 8,137 238,760 X 238,760
PEABODY ENERGY CORP COM 704549104 1,100 13,598 X 13,598
PENNEY J C INC COM 708160106 5,682 137,238 X 137,238
PENTAIR INC COM 709631105 1,359 31,199 X 31,199
PEOPLES ENERGY CORP COM 711030106 936 21,296 X 21,296
PEOPLESOFT INC COM 712713106 675 25,493 X 25,493
PEPCO HOLDINGS INC COM 713291102 236 11,055 X 11,055
PEPSI BOTTLING GROUP INC COM 713409100 3,549 131,232 X 131,232
PEPSICO INC COM 713448108 62,377 1,194,954 X 1,194,954
PERKINELMER INC COM 714046109 2,007 89,251 X 89,251
PETCO ANIMAL SUPPLIES COM NEW 716016209 313 7,940 X 7,940
PETSMART INC COM 716768106 993 27,955 X 27,955
PFIZER INC COM 717081103 158,551 5,896,271 X 5,896,271
PHARMACEUTICAL PROD DEV
INC COM 717124101 381 9,226 X 9,226
PHELPS DODGE CORP COM 717265102 5,023 50,778 X 50,778
PIER 1 IMPORTS INC COM 720279108 210 10,665 X 10,665
PILGRIMS PRIDE CORP COM 721467108 1,015 33,073 X 33,073
PINNACLE WEST CAP CORP COM 723484101 7,308 164,566 X 164,566
PIONEER NAT RES CO COM 723787107 437 12,444 X 12,444
PITNEY BOWES INC COM 724479100 6,342 137,040 X 137,040
PIXAR COM 725811103 2,807 32,791 X 32,791
PLANTRONICS INC NEW COM 727493108 1,185 28,578 X 28,578
PLUM CREEK TIMBER CO INC COM 729251108 2,075 53,978 X 53,978
POGO PRODUCING CO COM 730448107 682 14,060 X 14,060
POLARIS INDS INC COM 731068102 1,864 27,401 X 27,401
POLO RALPH LAUREN CORP CL A 731572103 2,270 53,293 X 53,293
POLYCOM INC COM 73172K104 340 14,566 X 14,566
POPULAR INC COM 733174106 2,044 70,892 X 70,892
POWER-ONE INC COM 739308104 176 19,691 X 19,691
PRAXAIR INC COM 74005P104 7,990 180,972 X 180,972
PRECISION CASTPARTS CORP COM 740189105 5,509 83,873 X 83,873
PRICE T ROWE GROUP INC COM 74144T108 4,118 66,210 X 66,210
PRIDE INTL INC DEL COM 74153Q102 285 13,894 X 13,894
PRINCIPAL FINANCIAL
GROUP IN COM 74251V102 4,049 98,895 X 98,895
PROCTER & GAMBLE CO COM 742718109 116,119 2,108,185 X 2,108,185
PROGRESS ENERGY INC COM 743263105 3,521 77,827 X 77,827
PROGRESSIVE CORP OHIO COM 743315103 7,566 89,176 X 89,176
PROLOGIS SH BEN INT 743410102 2,365 54,592 X 54,592
PROTECTIVE LIFE CORP COM 743674103 3,556 83,308 X 83,308
PROVIDIAN FINL CORP COM 74406A102 1,606 97,514 X 97,514
PRUDENTIAL FINL INC COM 744320102 13,063 237,687 X 237,687
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 4,990 96,382 X 96,382
PUBLIC STORAGE INC COM 74460D109 269 4,834 X 4,834
PULTE HOMES INC COM 745867101 7,210 113,002 X 113,002
QLOGIC CORP COM 747277101 1,749 47,629 X 47,629
QUALCOMM INC COM 747525103 62,410 1,471,928 X 1,471,928
QUEST DIAGNOSTICS INC COM 74834L100 3,890 40,715 X 40,715
QUESTAR CORP COM 748356102 3,977 78,044 X 78,044
QWEST COMMUNICATIONS
INTL IN COM 749121109 2,812 633,349 X 633,349
RADIAN GROUP INC COM 750236101 4,515 84,810 X 84,810
RADIO ONE INC CL D NON VTG 75040P405 162 10,059 X 10,059
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
RADIOSHACK CORP COM 750438103 2,402 73,058 X 73,058
RAMBUS INC DEL COM 750917106 386 16,776 X 16,776
RAYONIER INC COM 754907103 852 17,416 X 17,416
RAYTHEON CO COM NEW 755111507 6,209 159,896 X 159,896
REALTY INCOME CORP COM 756109104 880 17,400 X 17,400
RED HAT INC COM 756577102 1,002 75,020 X 75,020
REEBOK INTL LTD COM 758110100 825 18,743 X 18,743
REGENCY CTRS CORP COM 758849103 508 9,178 X 9,178
REGIS CORP MINN COM 758932107 1,167 25,294 X 25,294
REGIONS FINANCIAL CORP
NEW COM 7591EP100 7,159 201,151 X 201,151
REINSURANCE GROUP AMER
INC COM 759351109 266 5,488 X 5,488
RELIANT ENERGY INC COM 75952B105 239 17,535 X 17,535
RENAL CARE GROUP INC COM 759930100 2,062 57,295 X 57,295
RENT A CTR INC NEW COM 76009N100 256 9,674 X 9,674
REPUBLIC SVCS INC COM 760759100 2,046 61,014 X 61,014
RESMED INC COM 761152107 337 6,586 X 6,586
RESPIRONICS INC COM 761230101 894 16,449 X 16,449
REYNOLDS & REYNOLDS CO CL A 761695105 2,536 95,671 X 95,671
REYNOLDS AMERICAN INC COM 761713106 5,633 71,663 X 71,663
RITE AID CORP COM 767754104 283 77,322 X 77,322
ROBERT HALF INTL INC COM 770323103 3,274 111,237 X 111,237
ROCKWELL AUTOMATION INC COM 773903109 6,307 127,292 X 127,292
ROCKWELL COLLINS INC COM 774341101 3,257 82,578 X 82,578
ROHM & HAAS CO COM 775371107 3,458 78,182 X 78,182
ROPER INDS INC NEW COM 776696106 399 6,570 X 6,570
ROSS STORES INC COM 778296103 2,228 77,168 X 77,168
ROWAN COS INC COM 779382100 1,304 50,342 X 50,342
RUBY TUESDAY INC COM 781182100 335 12,851 X 12,851
RYDER SYS INC COM 783549108 1,217 25,472 X 25,472
RYLAND GROUP INC COM 783764103 225 3,916 X 3,916
SBC COMMUNICATIONS INC COM 78387G103 49,599 1,924,662 X 1,924,662
SEI INVESTMENTS CO COM 784117103 608 14,507 X 14,507
SLM CORP COM 78442P106 11,807 221,154 X 221,154
SPX CORP COM 784635104 204 5,095 X 5,095
SABRE HLDGS CORP CL A 785905100 1,155 52,119 X 52,119
SAFECO CORP COM 786429100 2,087 39,947 X 39,947
SAFEWAY INC COM NEW 786514208 4,674 236,761 X 236,761
ST JOE CO COM 790148100 2,458 38,289 X 38,289
ST JUDE MED INC COM 790849103 15,989 381,326 X 381,326
ST PAUL TRAVELERS INC COM 792860108 10,253 276,592 X 276,592
SANDISK CORP COM 80004C101 2,229 89,275 X 89,275
SANMINA SCI CORP COM 800907107 2,230 263,316 X 263,316
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 862 19,500 X 19,500
SARA LEE CORP COM 803111103 14,189 587,782 X 587,782
SCANA CORP NEW COM 80589M102 2,779 70,524 X 70,524
SCHEIN HENRY INC COM 806407102 895 12,845 X 12,845
SCHERING PLOUGH CORP COM 806605101 19,640 940,615 X 940,615
SCHLUMBERGER LTD COM 806857108 9,297 138,862 X 138,862
SCHWAB CHARLES CORP NEW COM 808513105 7,243 605,578 X 605,578
SCIENTIFIC ATLANTA INC COM 808655104 5,587 169,261 X 169,261
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 1,658 53,200 X 53,200
SCRIPPS E W CO OHIO CL A 811054204 6,817 141,200 X 141,200
SEALED AIR CORP NEW COM 81211K100 2,516 47,226 X 47,226
SEARS ROEBUCK & CO COM 812387108 8,668 169,861 X 169,861
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 605 21,000 X 21,000
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 554 24,000 X 24,000
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,361 66,900 X 66,900
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,998 163,700 X 163,700
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,629 149,000 X 149,000
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,387 85,700 X 85,700
SEMTECH CORP COM 816850101 1,220 55,877 X 55,877
SEMPRA ENERGY COM 816851109 5,319 145,011 X 145,011
SEPRACOR INC COM 817315104 3,434 57,838 X 57,838
SERVICE CORP INTL COM 817565104 148 19,910 X 19,910
SERVICEMASTER CO COM 81760N109 553 40,117 X 40,117
SHERWIN WILLIAMS CO COM 824348106 9,930 222,495 X 222,495
SIEBEL SYS INC COM 826170102 1,984 189,105 X 189,105
SIGMA ALDRICH CORP COM 826552101 4,234 70,031 X 70,031
SILICON LABORATORIES INC COM 826919102 251 7,120 X 7,120
SIMON PPTY GROUP INC NEW COM 828806109 6,503 100,556 X 100,556
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 252 4,254 X 4,254
SIRIUS SATELLITE RADIO
INC COM 82966U103 556 72,946 X 72,946
SKY FINL GROUP INC COM 83080P103 217 7,583 X 7,583
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 807 15,600 X 15,600
SMITH INTL INC COM 832110100 2,806 51,575 X 51,575
SMITHFIELD FOODS INC COM 832248108 1,222 41,308 X 41,308
SMUCKER J M CO COM NEW 832696405 238 5,058 X 5,058
SMURFIT-STONE CONTAINER
CORP COM 832727101 278 14,908 X 14,908
SNAP ON INC COM 833034101 581 16,922 X 16,922
SOLECTRON CORP COM 834182107 2,179 408,750 X 408,750
SONOCO PRODS CO COM 835495102 636 21,459 X 21,459
SOUTHERN CO COM 842587107 10,625 316,963 X 316,963
SOUTHWEST AIRLS CO COM 844741108 5,187 318,642 X 318,642
SOVEREIGN BANCORP INC COM 845905108 2,280 101,119 X 101,119
SPECTRASITE INC COM 84761M104 440 7,596 X 7,596
SPRINT CORP COM FON 852061100 19,646 790,602 X 790,602
STANLEY WKS COM 854616109 4,386 89,531 X 89,531
STAPLES INC COM 855030102 7,180 212,982 X 212,982
STARBUCKS CORP COM 855244109 18,805 301,553 X 301,553
STARWOOD HOTELS&RESORTS
WRLD PAIRED CTF 85590A203 10,224 175,067 X 175,067
STATE STR CORP COM 857477103 5,917 120,451 X 120,451
STATION CASINOS INC COM 857689103 2,208 40,383 X 40,383
STERICYCLE INC COM 858912108 1,595 34,702 X 34,702
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 292 9,238 X 9,238
STRYKER CORP COM 863667101 12,953 268,461 X 268,461
STUDENT LN CORP COM 863902102 705 3,831 X 3,831
SUN MICROSYSTEMS INC COM 866810104 7,974 1,480,345 X 1,480,345
SUNGARD DATA SYS INC COM 867363103 3,506 123,746 X 123,746
SUNOCO INC COM 86764P109 5,309 64,976 X 64,976
SUNTRUST BKS INC COM 867914103 11,871 160,682 X 160,682
SUPERVALU INC COM 868536103 3,720 107,774 X 107,774
SYMANTEC CORP COM 871503108 12,335 478,846 X 478,846
SYMBOL TECHNOLOGIES INC COM 871508107 1,763 101,885 X 101,885
SYNOPSYS INC COM 871607107 1,483 75,845 X 75,845
SYNOVUS FINL CORP COM 87161C105 3,400 118,980 X 118,980
SYSCO CORP COM 871829107 20,661 541,300 X 541,300
TCF FINL CORP COM 872275102 3,055 95,050 X 95,050
TECO ENERGY INC COM 872375100 939 61,203 X 61,203
TJX COS INC NEW COM 872540109 6,766 269,221 X 269,221
TXU CORP COM 873168108 9,385 145,372 X 145,372
TARGET CORP COM 87612E106 43,871 844,805 X 844,805
TECH DATA CORP COM 878237106 1,369 30,152 X 30,152
TEKTRONIX INC COM 879131100 1,109 36,725 X 36,725
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 2,854 97,800 X 97,800
TELEPHONE & DATA SYS INC COM 879433100 1,642 21,341 X 21,341
TELLABS INC COM 879664100 1,379 160,563 X 160,563
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
TEMPLE INLAND INC COM 879868107 1,920 28,075 X 28,075
TENET HEALTHCARE CORP COM 88033G100 1,503 136,930 X 136,930
TERADYNE INC COM 880770102 1,419 83,113 X 83,113
TEVA PHARMACEUTICAL INDS
LTD ADR 881624209 296 9,924 X 9,924
TEXAS INSTRS INC COM 882508104 28,509 1,157,974 X 1,157,974
TEXTRON INC COM 883203101 4,805 65,104 X 65,104
THERMO ELECTRON CORP COM 883556102 2,204 73,008 X 73,008
THOMAS & BETTS CORP COM 884315102 1,295 42,100 X 42,100
3COM CORP COM 885535104 96 23,068 X 23,068
3M CO COM 88579Y101 49,741 606,078 X 606,078
TIBCO SOFTWARE INC COM 88632Q103 470 35,204 X 35,204
TIDEWATER INC COM 886423102 264 7,422 X 7,422
TIFFANY & CO NEW COM 886547108 2,002 62,615 X 62,615
TIMBERLAND CO CL A 887100105 1,035 16,508 X 16,508
TIME WARNER INC COM 887317105 61,120 3,142,773 X 3,142,773
TIMKEN CO COM 887389104 225 8,632 X 8,632
TOLL BROTHERS INC COM 889478103 397 5,784 X 5,784
TORCHMARK CORP COM 891027104 12,105 211,851 X 211,851
TORO CO COM 891092108 4,019 49,400 X 49,400
TOTAL SYS SVCS INC COM 891906109 262 10,797 X 10,797
TOYS R US INC COM 892335100 1,293 63,154 X 63,154
TRIAD HOSPITALS INC COM 89579K109 1,160 31,163 X 31,163
TRIBUNE CO NEW COM 896047107 6,247 148,237 X 148,237
TYCO INTL LTD NEW COM 902124106 36,139 1,011,176 X 1,011,176
TYSON FOODS INC CL A 902494103 2,439 132,547 X 132,547
UCBH HOLDINGS INC COM 90262T308 402 8,764 X 8,764
UST INC COM 902911106 3,843 79,875 X 79,875
US BANCORP DEL COM NEW 902973304 29,936 955,827 X 955,827
UNION PAC CORP COM 907818108 8,787 130,657 X 130,657
UNIONBANCAL CORP COM 908906100 4,941 76,634 X 76,634
UNISYS CORP COM 909214108 1,059 103,998 X 103,998
UNITED DEFENSE INDS INC COM 91018B104 368 7,794 X 7,794
UNITED PARCEL SERVICE INC CL B 911312106 52,243 611,318 X 611,318
UNITED STATES STL CORP
NEW COM 912909108 2,625 51,219 X 51,219
UNITED TECHNOLOGIES CORP COM 913017109 37,193 359,877 X 359,877
UNITEDHEALTH GROUP INC COM 91324P102 43,809 497,656 X 497,656
UNITEDGLOBALCOM CL A 913247508 552 57,175 X 57,175
UNITRIN INC COM 913275103 250 5,510 X 5,510
UNIVERSAL HLTH SVCS INC CL B 913903100 520 11,692 X 11,692
UNIVISION COMMUNICATIONS
INC CL A 914906102 3,165 108,141 X 108,141
UNOCAL CORP COM 915289102 3,449 79,773 X 79,773
UNUMPROVIDENT CORP COM 91529Y106 2,929 163,269 X 163,269
URBAN OUTFITTERS INC COM 917047102 3,457 77,866 X 77,866
UTSTARCOM INC COM 918076100 1,203 54,321 X 54,321
VCA ANTECH INC COM 918194101 1,230 62,944 X 62,944
V F CORP COM 918204108 4,534 81,863 X 81,863
VALERO ENERGY CORP NEW COM 91913Y100 10,628 234,086 X 234,086
VALSPAR CORP COM 920355104 1,093 21,863 X 21,863
VARCO INTL INC DEL COM 922122106 219 7,527 X 7,527
VARIAN MED SYS INC COM 92220P105 1,144 26,468 X 26,468
VENTAS INC COM 92276F100 993 36,240 X 36,240
VERISIGN INC COM 92343E102 1,271 37,817 X 37,817
VERIZON COMMUNICATIONS COM 92343V104 76,422 1,886,503 X 1,886,503
VERITAS SOFTWARE CO COM 923436109 7,432 260,302 X 260,302
VIACOM INC CL A 925524100 337 9,100 X 9,100
VIACOM INC CL B 925524308 30,495 838,013 X 838,013
VISHAY INTERTECHNOLOGY
INC COM 928298108 198 13,184 X 13,184
VISTEON CORP COM 92839U107 298 30,472 X 30,472
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
------------------------- ---------------- --------- --------- --------- ----- ------ ---------- -------- ----- -------- ---------
VORNADO RLTY TR SH BEN INT 929042109 430 5,644 X 5,644
VULCAN MATLS CO COM 929160109 2,637 48,285 X 48,285
W HLDG CO INC COM 929251106 230 10,015 X 10,015
WPS RESOURCES CORP COM 92931B106 1,081 21,646 X 21,646
WACHOVIA CORP 2ND NEW COM 929903102 68,303 1,298,529 X 1,298,529
WADDELL & REED FINL INC CL A 930059100 408 17,091 X 17,091
WAL MART STORES INC COM 931142103 140,519 2,660,344 X 2,660,344
WALGREEN CO COM 931422109 21,345 556,293 X 556,293
WASHINGTON MUT INC COM 939322103 26,022 615,479 X 615,479
WASHINGTON POST CO CL B 939640108 5,163 5,252 X 5,252
WASTE MGMT INC DEL COM 94106L109 11,882 396,876 X 396,876
WATERS CORP COM 941848103 4,901 104,752 X 104,752
WATSON PHARMACEUTICALS
INC COM 942683103 1,262 38,472 X 38,472
WATTS WATER TECHNOLOGIES
INC CL A 942749102 833 25,850 X 25,850
WEBMD CORP COM 94769M105 357 43,706 X 43,706
WEIGHT WATCHERS INTL INC
NEW COM 948626106 474 11,545 X 11,545
WEINGARTEN RLTY INVS SH BEN INT 948741103 718 17,915 X 17,915
WELLPOINT INC COM 94973V107 19,909 173,123 X 173,123
WELLS FARGO & CO NEW COM 949746101 58,628 943,332 X 943,332
WENDYS INTL INC COM 950590109 2,749 70,020 X 70,020
WEST CORP COM 952355105 1,524 46,031 X 46,031
WESTAR ENERGY INC COM 95709T100 413 18,044 X 18,044
WESTAMERICA
BANCORPORATION COM 957090103 904 15,500 X 15,500
WESTERN DIGITAL CORP COM 958102105 219 20,158 X 20,158
WESTERN GAS RES INC COM 958259103 1,146 39,170 X 39,170
WESTERN WIRELESS CORP CL A 95988E204 1,684 57,477 X 57,477
WESTWOOD ONE INC COM 961815107 394 14,648 X 14,648
WEYERHAEUSER CO COM 962166104 6,701 99,685 X 99,685
WHIRLPOOL CORP COM 963320106 3,151 45,524 X 45,524
WHITNEY HLDG CORP COM 966612103 2,526 56,148 X 56,148
WHOLE FOODS MKT INC COM 966837106 5,717 59,957 X 59,957
WILEY JOHN & SONS INC CL A 968223206 1,260 36,168 X 36,168
WILLIAMS COS INC DEL COM 969457100 2,661 163,368 X 163,368
WILLIAMS SONOMA INC COM 969904101 668 19,058 X 19,058
WILMINGTON TRUST CORP COM 971807102 1,220 33,739 X 33,739
WISCONSIN ENERGY CORP COM 976657106 343 10,186 X 10,186
WOLVERINE WORLD WIDE INC COM 978097103 735 23,400 X 23,400
WORTHINGTON INDS INC COM 981811102 542 27,666 X 27,666
WRIGLEY WM JR CO COM 982526105 8,639 124,854 X 124,854
WYETH COM 983024100 28,144 660,803 X 660,803
WYNN RESORTS LTD COM 983134107 2,834 42,351 X 42,351
XM SATELLITE RADIO HLDGS
INC CL A 983759101 4,624 122,905 X 122,905
XTO ENERGY INC COM 98385X106 6,875 194,308 X 194,308
XCEL ENERGY INC COM 98389B100 2,389 131,262 X 131,262
XILINX INC COM 983919101 4,573 154,178 X 154,178
XEROX CORP COM 984121103 6,829 401,475 X 401,475
YAHOO INC COM 984332106 37,170 986,472 X 986,472
YELLOW ROADWAY CORP COM 985577105 751 13,476 X 13,476
YUM BRANDS INC COM 988498101 8,640 183,121 X 183,121
ZEBRA TECHNOLOGIES CORP CL A 989207105 4,434 78,781 X 78,781
ZIMMER HLDGS INC COM 98956P102 20,987 261,948 X 261,948
ZIONS BANCORPORATION COM 989701107 2,997 44,053 X 44,053
GRAND TOTAL 7,858,179
17