UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2005
Check here if Amendment / /; Amendment Number-
This Amendment (Check only one.) / / is a restatement
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
Address: 695 Main Street, 6th Floor
Stamford, Connecticut 06901
Form 13F File Number: 028-04063
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting manager:
Name: William J. Raver
-----------------------
Title: Chief Operating Officer
-----------------------------
Phone: 203 965-3361
-----------------------------
Signature, Place, and Date of Signing:
/S/ William J. Raver Stamford, Connecticut 11/14/05
--------------------- --------------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report-)
/ / 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
Form 13F SUMMARY PAGE
Report summary:
Number of Other Included Managers: 1
------------------
Form 13F Information Table Entry Total: 980
------------------
Form 13F Information Table Value Total: 8,060,280
----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
Goldman Sachs Prime Brokerage
-----------------------------
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2005
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 4,189 89,005 X 89,005
ACCENTURE LTD BERMUDA CL A G1150G111 323 12,700 X 12,700
COOPER INDS LTD CL A G24182100 5,178 74,896 X 74,896
INGERSOLL-RAND COMPANY LTD CL A G4776G101 6,025 157,609 X 157,609
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,499 54,200 X 54,200
NABORS INDUSTRIES LTD SHS G6359F103 2,811 39,135 X 39,135
NOBLE CORPORATION SHS G65422100 3,370 49,228 X 49,228
TRANSOCEAN INC ORD G90078109 6,785 110,666 X 110,666
WEATHERFORD INTERNATIONAL LT COM G95089101 2,338 34,051 X 34,051
WHITE MTNS INS GROUP LTD COM G9618E107 1,087 1,800 X 1,800
WILLIS GROUP HOLDINGS LTD SHS G96655108 469 12,500 X 12,500
XL CAP LTD CL A G98255105 2,292 33,684 X 33,684
ALCON INC COM SHS H01301102 1,125 8,800 X 8,800
KERZNER INTERNATIONAL LTD SHS P6065Y107 1,222 22,000 X 22,000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,387 32,100 X 32,100
ACCO BRANDS CORP COM 00081T108 743 26,341 X 26,341
A D C TELECOMMUNICATIONS COM NEW 000886309 806 35,272 X 35,272
AFLAC INC COM 001055102 12,471 275,291 X 275,291
AES CORP COM 00130H105 6,435 391,677 X 391,677
AMB PROPERTY CORP COM 00163T109 241 5,365 X 5,365
AMR CORP COM 001765106 328 29,324 X 29,324
AT&T CORP COM NEW 001957505 6,677 337,219 X 337,219
ABBOTT LABS COM 002824100 50,701 1,195,780 X 1,195,780
ABERCROMBIE & FITCH CO CL A 002896207 3,244 65,072 X 65,072
ACTIVISION INC NEW COM NEW 004930202 2,928 143,155 X 143,155
ADESA INC COM 00686U104 347 15,717 X 15,717
ADOBE SYS INC COM 00724F101 16,056 537,898 X 537,898
ADVANCE AUTO PARTS INC COM 00751Y106 4,641 119,987 X 119,987
ADVANCED MEDICAL OPTICS INC COM 00763M108 448 11,811 X 11,811
AEROPOSTALE COM 007865108 759 35,700 X 35,700
ADVANCED MICRO DEVICES INC COM 007903107 3,991 158,359 X 158,359
AETNA INC NEW COM 00817Y108 17,424 202,270 X 202,270
AFFILIATED COMPUTER SERVICES CL A 008190100 4,999 91,563 X 91,563
AFFILIATED MANAGERS GROUP COM 008252108 441 6,089 X 6,089
AFFYMETRIX INC COM 00826T108 2,749 59,461 X 59,461
AGERE SYS INC COM 00845V308 342 32,835 X 32,835
AGILENT TECHNOLOGIES INC COM 00846U101 6,551 200,045 X 200,045
AIR PRODS & CHEMS INC COM 009158106 7,385 133,936 X 133,936
AKAMAI TECHNOLOGIES INC COM 00971T101 358 22,420 X 22,420
ALAMOSA HLDGS INC COM 011589108 562 32,872 X 32,872
ALBERTO CULVER CO COM 013068101 2,218 49,574 X 49,574
ALBERTSONS INC COM 013104104 3,573 139,311 X 139,311
ALCOA INC COM 013817101 10,826 443,342 X 443,342
ALLEGHANY CORP DEL COM 017175100 3,393 11,087 X 11,087
ALLEGHENY ENERGY INC COM 017361106 3,368 109,633 X 109,633
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,186 38,283 X 38,283
ALLERGAN INC COM 018490102 10,887 118,825 X 118,825
ALLETE INC COM NEW 018522300 1,408 30,733 X 30,733
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,184 30,249 X 30,249
ALLIANT ENERGY CORP COM 018802108 880 30,194 X 30,194
ALLIANT TECHSYSTEMS INC COM 018804104 581 7,789 X 7,789
ALLIED CAP CORP NEW COM 01903Q108 1,548 54,077 X 54,077
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 620 73,365 X 73,365
ALLSTATE CORP COM 020002101 32,300 584,198 X 584,198
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
ALLTEL CORP COM 020039103 19,337 296,988 X 296,988
ALTERA CORP COM 021441100 3,042 159,189 X 159,189
ALTRIA GROUP INC COM 02209S103 110,039 1,492,871 X 1,492,871
AMAZON COM INC COM 023135106 5,204 114,884 X 114,884
AMBAC FINL GROUP INC COM 023139108 5,920 82,153 X 82,153
AMERADA HESS CORP COM 023551104 6,354 46,212 X 46,212
AMEREN CORP COM 023608102 3,442 64,349 X 64,349
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 492 18,700 X 18,700
AMERICAN CAPITAL STRATEGIES COM 024937104 1,333 36,357 X 36,357
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,301 55,307 X 55,307
AMERICAN ELEC PWR INC COM 025537101 7,688 193,648 X 193,648
AMERICAN EXPRESS CO COM 025816109 48,534 844,957 X 844,957
AMERICAN INTL GROUP INC COM 026874107 93,784 1,513,615 X 1,513,615
AMERICAN PWR CONVERSION CORP COM 029066107 2,571 99,252 X 99,252
AMERICAN STD COS INC DEL COM 029712106 7,334 157,556 X 157,556
AMERICAN TOWER CORP CL A 029912201 5,378 215,567 X 215,567
AMERICREDIT CORP COM 03060R101 396 16,606 X 16,606
AMERISOURCEBERGEN CORP COM 03073E105 5,934 76,764 X 76,764
AMERITRADE HLDG CORP NEW COM 03074K100 556 25,910 X 25,910
AMETEK INC NEW COM 031100100 5,610 130,556 X 130,556
AMGEN INC COM 031162100 65,546 822,717 X 822,717
AMPHENOL CORP NEW CL A 032095101 4,418 109,531 X 109,531
AMSOUTH BANCORPORATION COM 032165102 2,687 106,355 X 106,355
ANADARKO PETE CORP COM 032511107 13,990 146,115 X 146,115
ANALOG DEVICES INC COM 032654105 9,044 243,502 X 243,502
ANDREW CORP COM 034425108 919 82,439 X 82,439
ANHEUSER BUSCH COS INC COM 035229103 17,276 401,383 X 401,383
ANNTAYLOR STORES CORP COM 036115103 414 15,592 X 15,592
ANSYS INC COM 03662Q105 239 6,200 X 6,200
AON CORP COM 037389103 3,094 96,454 X 96,454
APACHE CORP COM 037411105 8,724 115,976 X 115,976
APARTMENT INVT & MGMT CO CL A 03748R101 1,121 28,905 X 28,905
APOLLO GROUP INC CL A 037604105 8,098 121,978 X 121,978
APOLLO INVT CORP COM 03761U106 548 27,700 X 27,700
APPLE COMPUTER INC COM 037833100 31,180 581,615 X 581,615
APPLEBEES INTL INC COM 037899101 1,164 56,240 X 56,240
APPLERA CORP COM AP BIO GRP 038020103 1,376 59,225 X 59,225
APPLIED MICRO CIRCUITS CORP COM 03822W109 220 73,230 X 73,230
APPLIED MATLS INC COM 038222105 18,186 1,072,291 X 1,072,291
AQUA AMERICA INC COM 03836W103 1,790 47,086 X 47,086
ARAMARK CORP CL B 038521100 348 13,020 X 13,020
ARCH COAL INC COM 039380100 451 6,677 X 6,677
ARCHER DANIELS MIDLAND CO COM 039483102 7,605 308,393 X 308,393
ARCHSTONE SMITH TR COM 039583109 6,067 152,170 X 152,170
ARROW ELECTRS INC COM 042735100 620 19,776 X 19,776
ASHLAND INC NEW COM 044209104 1,211 21,923 X 21,923
ASSOCIATED BANC CORP COM 045487105 394 12,917 X 12,917
ASSURANT INC COM 04621X108 4,221 110,895 X 110,895
ASTORIA FINL CORP COM 046265104 376 14,248 X 14,248
AUTODESK INC COM 052769106 10,205 219,744 X 219,744
AUTOLIV INC COM 052800109 971 22,333 X 22,333
AUTOMATIC DATA PROCESSING IN COM 053015103 15,249 354,295 X 354,295
AUTONATION INC COM 05329W102 1,941 97,191 X 97,191
AUTOZONE INC COM 053332102 3,486 41,873 X 41,873
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
AVALONBAY CMNTYS INC COM 053484101 1,540 17,967 X 17,967
AVAYA INC COM 053499109 1,840 178,611 X 178,611
AVERY DENNISON CORP COM 053611109 2,249 42,927 X 42,927
AVID TECHNOLOGY INC COM 05367P100 589 14,232 X 14,232
AVNET INC COM 053807103 1,397 57,145 X 57,145
AVON PRODS INC COM 054303102 9,085 336,465 X 336,465
AZTAR CORP COM 054802103 234 7,600 X 7,600
BB&T CORP COM 054937107 6,473 165,752 X 165,752
BISYS GROUP INC COM 055472104 184 13,727 X 13,727
BJS WHOLESALE CLUB INC COM 05548J106 585 21,042 X 21,042
BJ SVCS CO COM 055482103 5,266 146,313 X 146,313
BP PLC SPONSORED ADR 055622104 7,390 104,300 X 104,300
BMC SOFTWARE INC COM 055921100 2,093 99,217 X 99,217
BAKER HUGHES INC COM 057224107 12,492 209,319 X 209,319
BALL CORP COM 058498106 3,404 92,662 X 92,662
BANK OF AMERICA CORPORATION COM 060505104 127,473 3,027,860 X 3,027,860
BANK HAWAII CORP COM 062540109 2,554 51,890 X 51,890
BANK NEW YORK INC COM 064057102 7,267 247,086 X 247,086
BARD C R INC COM 067383109 11,953 181,021 X 181,021
BARNES & NOBLE INC COM 067774109 2,088 55,373 X 55,373
BARNES GROUP INC COM 067806109 298 8,300 X 8,300
BARR PHARMACEUTICALS INC COM 068306109 1,320 24,041 X 24,041
BAUSCH & LOMB INC COM 071707103 9,154 113,457 X 113,457
BAXTER INTL INC COM 071813109 12,380 310,511 X 310,511
BEA SYS INC COM 073325102 245 27,306 X 27,306
BEAR STEARNS COS INC COM 073902108 21,303 194,109 X 194,109
BEAZER HOMES USA INC COM 07556Q105 274 4,675 X 4,675
BECKMAN COULTER INC COM 075811109 2,587 47,931 X 47,931
BECTON DICKINSON & CO COM 075887109 15,571 296,995 X 296,995
BED BATH & BEYOND INC COM 075896100 8,420 209,546 X 209,546
BELLSOUTH CORP COM 079860102 28,705 1,091,444 X 1,091,444
BELO CORP COM SER A 080555105 1,126 49,256 X 49,256
BEMIS INC COM 081437105 1,512 61,230 X 61,230
BERKLEY W R CORP COM 084423102 4,204 106,493 X 106,493
BERKSHIRE HATHAWAY INC DEL CL A 084670108 8,856 108 X 108
BEST BUY INC COM 086516101 12,860 295,434 X 295,434
BIG LOTS INC COM 089302103 299 27,234 X 27,234
BIOMET INC COM 090613100 3,784 109,017 X 109,017
BIOGEN IDEC INC COM 09062X103 4,787 121,261 X 121,261
BLACK & DECKER CORP COM 091797100 9,880 120,362 X 120,362
BLACKROCK INC CL A 09247X101 2,020 22,790 X 22,790
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 478 4,379 X 4,379
BLOCK H & R INC COM 093671105 4,361 181,878 X 181,878
BOEING CO COM 097023105 41,203 606,366 X 606,366
BORG WARNER INC COM 099724106 3,789 67,102 X 67,102
BOSTON BEER INC CL A 100557107 270 10,800 X 10,800
BOSTON PROPERTIES INC COM 101121101 497 7,005 X 7,005
BOSTON SCIENTIFIC CORP COM 101137107 7,282 311,579 X 311,579
BOWATER INC COM 102183100 348 12,300 X 12,300
BOYD GAMING CORP COM 103304101 331 7,671 X 7,671
BRIGGS & STRATTON CORP COM 109043109 270 7,800 X 7,800
BRINKER INTL INC COM 109641100 606 16,123 X 16,123
BRINKS CO COM 109696104 351 8,554 X 8,554
BRISTOL MYERS SQUIBB CO COM 110122108 29,789 1,238,125 X 1,238,125
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
BROADCOM CORP CL A 111320107 6,190 131,928 X 131,928
BROWN & BROWN INC COM 115236101 2,491 50,134 X 50,134
BROWN FORMAN CORP CL B 115637209 6,644 111,583 X 111,583
BRUNSWICK CORP COM 117043109 1,638 43,414 X 43,414
BURLINGTON NORTHN SANTA FE C COM 12189T104 16,248 271,714 X 271,714
BURLINGTON RES INC COM 122014103 22,408 275,551 X 275,551
CBL & ASSOC PPTYS INC COM 124830100 2,784 67,926 X 67,926
CB RICHARD ELLIS GROUP INC CL A 12497T101 447 9,092 X 9,092
C D W CORP COM 12512N105 930 15,785 X 15,785
C H ROBINSON WORLDWIDE INC COM 12541W100 3,653 56,958 X 56,958
CIGNA CORP COM 125509109 15,311 129,909 X 129,909
CIT GROUP INC COM 125581108 8,363 185,114 X 185,114
CMS ENERGY CORP COM 125896100 1,092 66,366 X 66,366
CNF INC COM 12612W104 502 9,559 X 9,559
CSX CORP COM 126408103 4,726 101,671 X 101,671
CVS CORP COM 126650100 22,139 763,156 X 763,156
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,113 101,514 X 101,514
CABOT CORP COM 127055101 211 6,405 X 6,405
CACI INTL INC CL A 127190304 336 5,540 X 5,540
CADENCE DESIGN SYSTEM INC COM 127387108 524 32,420 X 32,420
CALPINE CORP COM 131347106 361 139,505 X 139,505
CAMPBELL SOUP CO COM 134429109 4,488 150,852 X 150,852
CAPITAL ONE FINL CORP COM 14040H105 12,661 159,217 X 159,217
CAPITALSOURCE INC COM 14055X102 214 9,802 X 9,802
CARDINAL HEALTH INC COM 14149Y108 15,854 249,905 X 249,905
CAREER EDUCATION CORP COM 141665109 1,012 28,468 X 28,468
CAREMARK RX INC COM 141705103 10,957 219,452 X 219,452
CARLISLE COS INC COM 142339100 298 4,686 X 4,686
CARMAX INC COM 143130102 593 18,969 X 18,969
CARNIVAL CORP PAIRED CTF 143658300 7,529 150,646 X 150,646
CATERPILLAR INC DEL COM 149123101 30,456 518,392 X 518,392
CELGENE CORP COM 151020104 3,005 55,315 X 55,315
CENDANT CORP COM 151313103 17,562 850,880 X 850,880
CENTERPOINT ENERGY INC COM 15189T107 1,651 111,051 X 111,051
CENTEX CORP COM 152312104 5,961 92,298 X 92,298
CENTURYTEL INC COM 156700106 2,771 79,228 X 79,228
CEPHALON INC COM 156708109 489 10,541 X 10,541
CERIDIAN CORP NEW COM 156779100 758 36,509 X 36,509
CERNER CORP COM 156782104 472 5,432 X 5,432
CERTEGY INC COM 156880106 412 10,297 X 10,297
CHAMPION ENTERPRISES INC COM 158496109 177 12,000 X 12,000
CHARLES RIV LABS INTL INC COM 159864107 5,385 123,463 X 123,463
CHECKFREE CORP NEW COM 162813109 644 17,029 X 17,029
CHEESECAKE FACTORY INC COM 163072101 443 14,187 X 14,187
CHEMTURA CORP COM 163893100 312 25,100 X 25,100
CHESAPEAKE ENERGY CORP COM 165167107 1,509 39,462 X 39,462
CHEVRON CORP NEW COM 166764100 88,629 1,369,218 X 1,369,218
CHICAGO MERCANTILE HLDGS INC CL A 167760107 10,498 31,124 X 31,124
CHICOS FAS INC COM 168615102 3,426 93,088 X 93,088
CHOICE HOTELS INTL INC COM 169905106 341 5,269 X 5,269
CHIRON CORP COM 170040109 2,027 46,444 X 46,444
CHOICEPOINT INC COM 170388102 1,252 28,995 X 28,995
CHUBB CORP COM 171232101 16,763 187,193 X 187,193
CHURCH & DWIGHT INC COM 171340102 4,678 126,630 X 126,630
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
CIENA CORP COM 171779101 367 138,957 X 138,957
CINCINNATI FINL CORP COM 172062101 2,604 62,160 X 62,160
CINERGY CORP COM 172474108 6,330 142,528 X 142,528
CIRCUIT CITY STORE INC COM 172737108 1,266 73,772 X 73,772
CISCO SYS INC COM 17275R102 84,896 4,736,992 X 4,736,992
CINTAS CORP COM 172908105 3,053 74,382 X 74,382
CITIGROUP INC COM 172967101 161,468 3,547,182 X 3,547,182
CITIZENS COMMUNICATIONS CO COM 17453B101 1,487 109,717 X 109,717
CITRIX SYS INC COM 177376100 1,907 75,845 X 75,845
CITY NATL CORP COM 178566105 546 7,793 X 7,793
CLAIRES STORES INC COM 179584107 682 28,254 X 28,254
CLARCOR INC COM 179895107 1,295 45,100 X 45,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8,453 257,020 X 257,020
CLOROX CO DEL COM 189054109 4,639 83,529 X 83,529
COACH INC COM 189754104 13,242 422,274 X 422,274
COCA COLA CO COM 191216100 60,491 1,400,573 X 1,400,573
COCA COLA ENTERPRISES INC COM 191219104 2,803 143,743 X 143,743
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,428 116,502 X 116,502
COLGATE PALMOLIVE CO COM 194162103 12,599 238,664 X 238,664
COLONIAL BANCGROUP INC COM 195493309 222 9,911 X 9,911
COLUMBIA SPORTSWEAR CO COM 198516106 241 5,187 X 5,187
COMCAST CORP NEW CL A 20030N101 29,000 987,082 X 987,082
COMCAST CORP NEW CL A SPL 20030N200 1,459 50,700 X 50,700
COMERICA INC COM 200340107 7,646 129,819 X 129,819
COMMERCE BANCORP INC NJ COM 200519106 2,137 69,628 X 69,628
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,229 31,660 X 31,660
COMPASS BANCSHARES INC COM 20449H109 1,723 37,585 X 37,585
COMPUTER ASSOC INTL INC COM 204912109 6,616 237,894 X 237,894
COMPUTER SCIENCES CORP COM 205363104 7,906 167,110 X 167,110
COMPUWARE CORP COM 205638109 1,311 137,981 X 137,981
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3,413 129,908 X 129,908
CONAGRA FOODS INC COM 205887102 4,187 169,156 X 169,156
CONOCOPHILLIPS COM 20825C104 90,056 1,288,166 X 1,288,166
CONSECO INC COM NEW 208464883 208 9,835 X 9,835
CONSOL ENERGY INC COM 20854P109 1,603 21,021 X 21,021
CONSOLIDATED EDISON INC COM 209115104 5,296 109,075 X 109,075
CONSTELLATION BRANDS INC CL A 21036P108 10,586 407,145 X 407,145
CONSTELLATION ENERGY GROUP I COM 210371100 8,622 139,974 X 139,974
CONVERGYS CORP COM 212485106 612 42,578 X 42,578
COOPER CAMERON CORP COM 216640102 855 11,567 X 11,567
COOPER COS INC COM NEW 216648402 929 12,128 X 12,128
COOPER TIRE & RUBR CO COM 216831107 224 14,648 X 14,648
COPART INC COM 217204106 291 12,207 X 12,207
CORN PRODS INTL INC COM 219023108 1,438 71,300 X 71,300
CORNING INC COM 219350105 19,088 987,496 X 987,496
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,623 20,812 X 20,812
COSTCO WHSL CORP NEW COM 22160K105 13,375 310,392 X 310,392
COUNTRYWIDE FINANCIAL CORP COM 222372104 17,511 530,950 X 530,950
COVANCE INC COM 222816100 4,009 83,545 X 83,545
COVENTRY HEALTH CARE INC COM 222862104 13,662 158,820 X 158,820
CREE INC COM 225447101 342 13,673 X 13,673
CROWN CASTLE INTL CORP COM 228227104 2,366 96,049 X 96,049
CROWN HOLDINGS INC COM 228368106 481 30,184 X 30,184
CULLEN FROST BANKERS INC COM 229899109 729 14,783 X 14,783
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
CUMMINS INC COM 231021106 4,855 55,178 X 55,178
CURTISS WRIGHT CORP COM 231561101 1,648 26,700 X 26,700
CYTYC CORP COM 232946103 841 31,309 X 31,309
DPL INC COM 233293109 2,302 82,801 X 82,801
D R HORTON INC COM 23331A109 3,835 105,881 X 105,881
DST SYS INC DEL COM 233326107 1,767 32,220 X 32,220
DTE ENERGY CO COM 233331107 5,247 114,414 X 114,414
DADE BEHRING HLDGS INC COM 23342J206 2,364 64,492 X 64,492
DANA CORP COM 235811106 740 78,623 X 78,623
DANAHER CORP DEL COM 235851102 9,799 182,030 X 182,030
DARDEN RESTAURANTS INC COM 237194105 3,670 120,845 X 120,845
DAVITA INC COM 23918K108 4,208 91,342 X 91,342
DEAN FOODS CO NEW COM 242370104 1,739 44,746 X 44,746
DEERE & CO COM 244199105 8,037 131,329 X 131,329
DEL MONTE FOODS CO COM 24522P103 134 12,507 X 12,507
DELL INC COM 24702R101 78,207 2,286,762 X 2,286,762
DELPHI CORP COM 247126105 454 164,523 X 164,523
DENBURY RES INC COM NEW 247916208 520 10,309 X 10,309
DELUXE CORP COM 248019101 243 6,043 X 6,043
DENTSPLY INTL INC NEW COM 249030107 2,015 37,304 X 37,304
DEVELOPERS DIVERSIFIED RLTY COM 251591103 830 17,774 X 17,774
DEVON ENERGY CORP NEW COM 25179M103 20,190 294,137 X 294,137
DEX MEDIA INC COM 25212E100 760 27,330 X 27,330
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,234 69,125 X 69,125
DIEBOLD INC COM 253651103 599 17,379 X 17,379
DILLARDS INC CL A 254067101 701 33,582 X 33,582
DIRECTV GROUP INC COM 25459L106 2,042 136,319 X 136,319
DISCOVERY HOLDING CO CL A COM 25468Y107 879 60,883 X 60,883
DISNEY WALT CO COM DISNEY 254687106 36,152 1,498,211 X 1,498,211
DOLLAR GEN CORP COM 256669102 3,506 191,142 X 191,142
DOLLAR TREE STORES INC COM 256747106 364 16,832 X 16,832
DOMINION RES INC VA NEW COM 25746U109 18,284 212,265 X 212,265
DONALDSON INC COM 257651109 2,881 94,367 X 94,367
DONNELLEY R R & SONS CO COM 257867101 4,170 112,503 X 112,503
DORAL FINL CORP COM 25811P100 136 10,425 X 10,425
DOVER CORP COM 260003108 3,240 79,421 X 79,421
DOW CHEM CO COM 260543103 25,529 612,638 X 612,638
DOW JONES & CO INC COM 260561105 958 25,085 X 25,085
DREAMWORKS ANIMATION SKG INC CL A 26153C103 203 7,335 X 7,335
DU PONT E I DE NEMOURS & CO COM 263534109 18,913 482,853 X 482,853
DUKE ENERGY CORP COM 264399106 17,239 590,970 X 590,970
DUKE REALTY CORP COM NEW 264411505 306 9,024 X 9,024
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,289 19,575 X 19,575
DYNEGY INC NEW CL A 26816Q101 410 87,000 X 87,000
E M C CORP MASS COM 268648102 18,233 1,409,027 X 1,409,027
ENSCO INTL INC COM 26874Q100 1,081 23,200 X 23,200
ENI S P A SPONSORED ADR 26874R108 3,851 26,000 X 26,000
EOG RES INC COM 26875P101 18,373 245,298 X 245,298
E TRADE FINANCIAL CORP COM 269246104 1,974 112,165 X 112,165
EAST WEST BANCORP INC COM 27579R104 326 9,567 X 9,567
EASTMAN CHEM CO COM 277432100 1,865 39,708 X 39,708
EASTMAN KODAK CO COM 277461109 3,179 130,659 X 130,659
EATON CORP COM 278058102 6,093 95,884 X 95,884
EATON VANCE CORP COM NON VTG 278265103 884 35,599 X 35,599
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
EBAY INC COM 278642103 37,215 903,279 X 903,279
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,251 42,317 X 42,317
ECOLAB INC COM 278865100 5,338 167,189 X 167,189
EDISON INTL COM 281020107 11,761 248,747 X 248,747
EDUCATION MGMT CORP COM 28139T101 435 13,503 X 13,503
EDWARDS LIFESCIENCES CORP COM 28176E108 480 10,813 X 10,813
EDWARDS AG INC COM 281760108 217 4,952 X 4,952
EL PASO CORP COM 28336L109 3,116 224,193 X 224,193
ELECTRONIC ARTS INC COM 285512109 13,801 242,593 X 242,593
ELECTRONIC DATA SYS NEW COM 285661104 6,667 297,109 X 297,109
EMERSON ELEC CO COM 291011104 19,043 265,223 X 265,223
ENCANA CORP COM 292505104 2,997 51,400 X 51,400
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 247 9,273 X 9,273
ENERGEN CORP COM 29265N108 1,492 34,482 X 34,482
ENERGY EAST CORP COM 29266M109 418 16,613 X 16,613
ENERGIZER HLDGS INC COM 29266R108 2,982 52,588 X 52,588
ENGELHARD CORP COM 292845104 1,148 41,141 X 41,141
ENTERGY CORP NEW COM 29364G103 15,825 212,925 X 212,925
EQUIFAX INC COM 294429105 4,393 125,720 X 125,720
EQUITABLE RES INC COM 294549100 2,310 59,149 X 59,149
EQUITY OFFICE PROPERTIES TRU COM 294741103 4,965 151,794 X 151,794
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,289 86,901 X 86,901
EXELON CORP COM 30161N101 21,196 396,630 X 396,630
EXPEDIA INC DEL COM 30212P105 498 25,134 X 25,134
EXPEDITORS INTL WASH INC COM 302130109 3,258 57,382 X 57,382
EXPRESS SCRIPTS INC COM 302182100 4,515 72,591 X 72,591
EXXON MOBIL CORP COM 30231G102 255,714 4,024,455 X 4,024,455
FLIR SYS INC COM 302445101 390 13,185 X 13,185
FMC TECHNOLOGIES INC COM 30249U101 887 21,069 X 21,069
FPL GROUP INC COM 302571104 11,860 249,156 X 249,156
FACTSET RESH SYS INC COM 303075105 522 14,813 X 14,813
FAIR ISAAC CORP COM 303250104 2,658 59,338 X 59,338
FAMILY DLR STORES INC COM 307000109 1,354 68,167 X 68,167
FASTENAL CO COM 311900104 2,190 35,841 X 35,841
FEDERAL HOME LN MTG CORP COM 313400301 24,850 440,142 X 440,142
FEDERAL NATL MTG ASSN COM 313586109 20,610 459,838 X 459,838
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,524 41,421 X 41,421
FEDERATED DEPT STORES INC DE COM 31410H101 15,336 229,340 X 229,340
FEDERATED INVS INC PA CL B 314211103 1,171 35,228 X 35,228
FEDEX CORP COM 31428X106 18,672 214,297 X 214,297
F5 NETWORKS INC COM 315616102 297 6,825 X 6,825
FIDELITY NATL FINL INC COM 316326107 832 18,690 X 18,690
FIFTH THIRD BANCORP COM 316773100 6,209 168,991 X 168,991
FIRST AMERN CORP CALIF COM 318522307 1,758 38,498 X 38,498
FIRST BANCORP P R COM 318672102 560 33,100 X 33,100
FIRST DATA CORP COM 319963104 19,558 488,953 X 488,953
FIRST HORIZON NATL CORP COM 320517105 2,103 57,849 X 57,849
FIRST MARBLEHEAD CORP COM 320771108 997 39,234 X 39,234
FIRST MIDWEST BANCORP DEL COM 320867104 302 8,100 X 8,100
FISERV INC COM 337738108 6,150 134,065 X 134,065
FIRSTENERGY CORP COM 337932107 8,220 157,715 X 157,715
FISHER SCIENTIFIC INTL INC COM NEW 338032204 2,745 44,235 X 44,235
FLORIDA ROCK INDS INC COM 341140101 2,841 44,328 X 44,328
FLUOR CORP NEW COM 343412102 4,732 73,504 X 73,504
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
FOOT LOCKER INC COM 344849104 749 34,154 X 34,154
FORD MTR CO DEL COM PAR $0.01 345370860 9,196 932,700 X 932,700
FOREST CITY ENTERPRISES INC CL A 345550107 457 11,985 X 11,985
FOREST LABS INC COM 345838106 6,625 170,011 X 170,011
FORTUNE BRANDS INC COM 349631101 11,565 142,197 X 142,197
FRANKLIN RES INC COM 354613101 11,321 134,843 X 134,843
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 4,536 93,360 X 93,360
FREESCALE SEMICONDUCTOR INC CL B 35687M206 5,581 236,668 X 236,668
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 135 13,229 X 13,229
GATX CORP COM 361448103 1,099 27,800 X 27,800
GALLAGHER ARTHUR J & CO COM 363576109 756 26,227 X 26,227
GANNETT INC COM 364730101 9,418 136,823 X 136,823
GAP INC DEL COM 364760108 5,363 307,675 X 307,675
GATEWAY INC COM 367626108 174 64,429 X 64,429
GAYLORD ENTMT CO NEW COM 367905106 276 5,800 X 5,800
GEN-PROBE INC NEW COM 36866T103 869 17,580 X 17,580
GENCORP INC COM 368682100 490 26,300 X 26,300
GENENTECH INC COM NEW 368710406 15,797 187,588 X 187,588
GENERAL DYNAMICS CORP COM 369550108 15,417 128,959 X 128,959
GENERAL ELEC CO COM 369604103 255,531 7,589,271 X 7,589,271
GENERAL GROWTH PPTYS INC COM 370021107 7,775 173,046 X 173,046
GENERAL MLS INC COM 370334104 7,086 147,012 X 147,012
GENERAL MTRS CORP COM 370442105 9,866 322,328 X 322,328
GENTEX CORP COM 371901109 507 29,137 X 29,137
GENUINE PARTS CO COM 372460105 6,456 150,494 X 150,494
GENWORTH FINL INC COM CL A 37247D106 3,978 123,378 X 123,378
GENZYME CORP COM 372917104 7,820 109,159 X 109,159
GEORGIA PAC CORP COM 373298108 4,687 137,606 X 137,606
GETTY IMAGES INC COM 374276103 4,667 54,242 X 54,242
GILEAD SCIENCES INC COM 375558103 13,598 278,886 X 278,886
GILLETTE CO COM 375766102 34,267 588,781 X 588,781
GLOBAL PMTS INC COM 37940X102 4,201 54,058 X 54,058
GOLDEN WEST FINL CORP DEL COM 381317106 12,085 203,491 X 203,491
GOLDMAN SACHS GROUP INC COM 38141G104 40,171 330,408 X 330,408
GOODRICH CORP COM 382388106 3,720 83,897 X 83,897
GOODYEAR TIRE & RUBR CO COM 382550101 960 61,592 X 61,592
GOOGLE INC CL A 38259P508 16,935 53,515 X 53,515
GRACO INC COM 384109104 1,034 30,172 X 30,172
GRAINGER W W INC COM 384802104 4,087 64,948 X 64,948
GRANT PRIDECO INC COM 38821G101 3,680 90,517 X 90,517
GREAT PLAINS ENERGY INC COM 391164100 474 15,864 X 15,864
GREIF INC CL A 397624107 785 13,060 X 13,060
GTECH HLDGS CORP COM 400518106 711 22,184 X 22,184
GUIDANT CORP COM 401698105 13,995 203,145 X 203,145
HCA INC COM 404119109 11,224 234,227 X 234,227
HCC INS HLDGS INC COM 404132102 1,409 49,386 X 49,386
HNI CORP COM 404251100 4,071 67,596 X 67,596
HRPT PPTYS TR COM SH BEN INT 40426W101 146 11,790 X 11,790
HALLIBURTON CO COM 406216101 23,474 342,583 X 342,583
HARLAND JOHN H CO COM 412693103 502 11,300 X 11,300
HARLEY DAVIDSON INC COM 412822108 14,999 309,647 X 309,647
HARMAN INTL INDS INC COM 413086109 4,217 41,238 X 41,238
HARRAHS ENTMT INC COM 413619107 6,077 93,223 X 93,223
HARRIS CORP DEL COM 413875105 4,424 105,844 X 105,844
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
HARSCO CORP COM 415864107 473 7,212 X 7,212
HARTE-HANKS INC COM 416196103 1,403 53,075 X 53,075
HARTFORD FINL SVCS GROUP INC COM 416515104 17,051 220,952 X 220,952
HASBRO INC COM 418056107 1,039 52,863 X 52,863
HAWAIIAN ELEC INDUSTRIES COM 419870100 205 7,358 X 7,358
HEALTH CARE PPTY INVS INC COM 421915109 225 8,328 X 8,328
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,806 119,556 X 119,556
HEALTH NET INC COM 42222G108 709 14,978 X 14,978
HEARST-ARGYLE TELEVISION INC COM 422317107 344 13,403 X 13,403
HEINZ H J CO COM 423074103 5,064 138,591 X 138,591
HELMERICH & PAYNE INC COM 423452101 481 7,959 X 7,959
HENRY JACK & ASSOC INC COM 426281101 898 46,300 X 46,300
HERCULES INC COM 427056106 340 27,836 X 27,836
HERSHEY CO COM 427866108 5,031 89,349 X 89,349
HEWLETT PACKARD CO COM 428236103 58,769 2,012,628 X 2,012,628
HIBERNIA CORP CL A 428656102 913 30,382 X 30,382
HILLENBRAND INDS INC COM 431573104 310 6,591 X 6,591
HILTON HOTELS CORP COM 432848109 3,913 175,315 X 175,315
HOME DEPOT INC COM 437076102 68,369 1,792,571 X 1,792,571
HONEYWELL INTL INC COM 438516106 17,491 466,421 X 466,421
HORMEL FOODS CORP COM 440452100 546 16,558 X 16,558
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 704 16,416 X 16,416
HOSPIRA INC COM 441060100 3,914 95,532 X 95,532
HOST MARRIOTT CORP NEW COM 44107P104 387 22,884 X 22,884
HOVNANIAN ENTERPRISES INC CL A 442487203 312 6,095 X 6,095
HUBBELL INC CL B 443510201 1,420 30,258 X 30,258
HUDSON CITY BANCORP COM 443683107 2,696 226,547 X 226,547
HUMANA INC COM 444859102 5,102 106,567 X 106,567
HUNT J B TRANS SVCS INC COM 445658107 630 33,131 X 33,131
HUNTINGTON BANCSHARES INC COM 446150104 1,573 69,997 X 69,997
HYPERION SOLUTIONS CORP COM 44914M104 357 7,335 X 7,335
IAC INTERACTIVECORP COM NEW 44919P300 638 25,170 X 25,170
IMS HEALTH INC COM 449934108 2,438 96,851 X 96,851
ISTAR FINL INC COM 45031U101 276 6,819 X 6,819
ITT EDUCATIONAL SERVICES INC COM 45068B109 414 8,385 X 8,385
ITT INDS INC IND COM 450911102 16,299 143,475 X 143,475
IDEX CORP COM 45167R104 1,448 34,041 X 34,041
IDEXX LABS INC COM 45168D104 396 5,922 X 5,922
IKON OFFICE SOLUTIONS INC COM 451713101 100 10,000 X 10,000
ILLINOIS TOOL WKS INC COM 452308109 14,158 171,967 X 171,967
IMCLONE SYS INC COM 45245W109 587 18,668 X 18,668
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 983 16,900 X 16,900
INAMED CORP COM 453235103 1,171 15,467 X 15,467
INDEPENDENCE CMNTY BK CORP COM 453414104 205 6,008 X 6,008
INDYMAC BANCORP INC COM 456607100 312 7,886 X 7,886
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 735 9,900 X 9,900
INGRAM MICRO INC CL A 457153104 677 36,490 X 36,490
INSTINET GROUP INC COM 457750107 58 11,770 X 11,770
INTEL CORP COM 458140100 120,874 4,903,622 X 4,903,622
INTERNATIONAL BANCSHARES COR COM 459044103 339 11,403 X 11,403
INTERNATIONAL BUSINESS MACHS COM 459200101 84,945 1,058,906 X 1,058,906
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,318 36,992 X 36,992
INTERNATIONAL GAME TECHNOLOG COM 459902102 4,116 152,431 X 152,431
INTL PAPER CO COM 460146103 8,058 270,389 X 270,389
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
INTERNATIONAL RECTIFIER CORP COM 460254105 2,632 58,388 X 58,388
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2,454 46,772 X 46,772
INTERSIL CORP CL A 46069S109 396 18,197 X 18,197
INTERPUBLIC GROUP COS INC COM 460690100 2,002 172,003 X 172,003
INTUIT COM 461202103 3,426 76,461 X 76,461
INVITROGEN CORP COM 46185R100 2,004 26,642 X 26,642
INVESTORS FINL SERVICES CORP COM 461915100 399 12,137 X 12,137
IRON MTN INC COM 462846106 833 22,700 X 22,700
ISHARES TR RUSSELL1000VAL 464287598 25,138 365,160 X 365,160
ISHARES TR RUSSELL1000GRW 464287614 1,485 29,800 X 29,800
ISHARES TR RUSL 2000 GROW 464287648 420 6,100 X 6,100
IVAX CORP COM 465823102 2,206 83,706 X 83,706
JDS UNIPHASE CORP COM 46612J101 1,271 572,461 X 572,461
JPMORGAN & CHASE & CO COM 46625H100 59,342 1,748,945 X 1,748,945
JABIL CIRCUIT INC COM 466313103 4,311 139,439 X 139,439
JACOBS ENGR GROUP INC DEL COM 469814107 1,080 16,019 X 16,019
JANUS CAP GROUP INC COM 47102X105 979 67,744 X 67,744
JEFFERSON PILOT CORP COM 475070108 3,411 66,651 X 66,651
JETBLUE AWYS CORP COM 477143101 384 21,831 X 21,831
JOHNSON & JOHNSON COM 478160104 164,422 2,598,325 X 2,598,325
JOHNSON CTLS INC COM 478366107 10,603 170,871 X 170,871
JONES APPAREL GROUP INC COM 480074103 2,665 93,519 X 93,519
JOY GLOBAL INC COM 481165108 736 14,583 X 14,583
JUNIPER NETWORKS INC COM 48203R104 3,959 166,326 X 166,326
KLA-TENCOR CORP COM 482480100 4,053 83,112 X 83,112
KB HOME COM 48666K109 5,466 74,676 X 74,676
KELLOGG CO COM 487836108 6,805 147,529 X 147,529
KERR MCGEE CORP COM 492386107 5,086 52,375 X 52,375
KEYCORP NEW COM 493267108 7,131 221,121 X 221,121
KEYSPAN CORP COM 49337W100 1,942 52,810 X 52,810
KIMBERLY CLARK CORP COM 494368103 19,269 323,692 X 323,692
KIMCO REALTY CORP COM 49446R109 5,858 186,447 X 186,447
KINDER MORGAN INC KANS COM 49455P101 7,809 81,207 X 81,207
KINETIC CONCEPTS INC COM NEW 49460W208 2,075 36,535 X 36,535
KING PHARMACEUTICALS INC COM 495582108 1,125 73,159 X 73,159
KNIGHT RIDDER INC COM 499040103 1,782 30,366 X 30,366
KOHLS CORP COM 500255104 6,940 138,300 X 138,300
KRAFT FOODS INC CL A 50075N104 875 28,601 X 28,601
KROGER CO COM 501044101 6,824 331,432 X 331,432
LSI LOGIC CORP COM 502161102 1,332 135,258 X 135,258
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,281 54,142 X 54,142
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,769 56,849 X 56,849
LAFARGE NORTH AMERICA INC COM 505862102 1,141 16,874 X 16,874
LAM RESEARCH CORP COM 512807108 2,949 96,784 X 96,784
LAMAR ADVERTISING CO CL A 512815101 616 13,577 X 13,577
LANDAUER INC COM 51476K103 250 5,100 X 5,100
LANDSTAR SYS INC COM 515098101 434 10,846 X 10,846
LAUDER ESTEE COS INC CL A 518439104 1,868 53,642 X 53,642
LAUREATE EDUCATION INC COM 518613104 416 8,485 X 8,485
LEAR CORP COM 521865105 1,309 38,538 X 38,538
LEE ENTERPRISES INC COM 523768109 1,970 46,374 X 46,374
LEGGETT & PLATT INC COM 524660107 1,279 63,293 X 63,293
LEGG MASON INC COM 524901105 8,523 77,701 X 77,701
LEHMAN BROS HLDGS INC COM 524908100 28,607 245,594 X 245,594
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
LENNAR CORP CL A 526057104 1,089 18,225 X 18,225
LEUCADIA NATL CORP COM 527288104 1,021 23,693 X 23,693
LEXMARK INTL NEW CL A 529771107 5,651 92,567 X 92,567
LIBERTY GLOBAL INC COM SER A 530555101 3,733 137,811 X 137,811
LIBERTY GLOBAL INC COM SER C 530555309 2,165 84,083 X 84,083
LIBERTY MEDIA CORP NEW COM SER A 530718105 4,932 612,683 X 612,683
LIBERTY PPTY TR SH BEN INT 531172104 233 5,468 X 5,468
LIFEPOINT HOSPITALS INC COM 53219L109 549 12,555 X 12,555
LILLY ELI & CO COM 532457108 38,309 715,781 X 715,781
LIMITED BRANDS INC COM 532716107 4,676 228,880 X 228,880
LINCARE HLDGS INC COM 532791100 6,617 161,204 X 161,204
LINCOLN NATL CORP IND COM 534187109 3,574 68,712 X 68,712
LINEAR TECHNOLOGY CORP COM 535678106 9,787 260,350 X 260,350
LIZ CLAIBORNE INC COM 539320101 2,579 65,589 X 65,589
LOCKHEED MARTIN CORP COM 539830109 11,255 184,394 X 184,394
LOEWS CORP COM 540424108 12,173 131,732 X 131,732
LONGS DRUG STORES CORP COM 543162101 437 10,200 X 10,200
LOUISIANA PAC CORP COM 546347105 1,186 42,820 X 42,820
LOWES COS INC COM 548661107 34,300 532,613 X 532,613
LUBRIZOL CORP COM 549271104 1,586 36,599 X 36,599
LUCENT TECHNOLOGIES INC COM 549463107 6,844 2,105,726 X 2,105,726
LYONDELL CHEMICAL CO COM 552078107 2,097 73,268 X 73,268
M & T BK CORP COM 55261F104 6,511 61,597 X 61,597
MBIA INC COM 55262C100 5,276 87,030 X 87,030
MBNA CORP COM 55262L100 11,025 447,444 X 447,444
M D C HLDGS INC COM 552676108 1,575 19,964 X 19,964
MDU RES GROUP INC COM 552690109 1,453 40,770 X 40,770
MEMC ELECTR MATLS INC COM 552715104 953 41,816 X 41,816
MGIC INVT CORP WIS COM 552848103 2,407 37,492 X 37,492
MGI PHARMA INC COM 552880106 469 20,200 X 20,200
MGM MIRAGE COM 552953101 2,103 48,045 X 48,045
MSC INDL DIRECT INC CL A 553530106 632 19,048 X 19,048
MACERICH CO COM 554382101 383 5,897 X 5,897
MACROMEDIA INC COM 556100105 557 13,700 X 13,700
MANOR CARE INC NEW COM 564055101 1,346 35,047 X 35,047
MANPOWER INC COM 56418H100 646 14,542 X 14,542
MANULIFE FINL CORP COM 56501R106 1,380 25,874 X 25,874
MARATHON OIL CORP COM 565849106 20,078 291,284 X 291,284
MARKEL CORP COM 570535104 376 1,139 X 1,139
MARSH & MCLENNAN COS INC COM 571748102 5,382 177,088 X 177,088
MARSHALL & ILSLEY CORP COM 571834100 4,864 111,788 X 111,788
MARRIOTT INTL INC NEW CL A 571903202 8,504 134,992 X 134,992
MARTIN MARIETTA MATLS INC COM 573284106 595 7,581 X 7,581
MASCO CORP COM 574599106 8,131 265,022 X 265,022
MASSEY ENERGY CORP COM 576206106 738 14,447 X 14,447
MATTEL INC COM 577081102 2,200 131,877 X 131,877
MAXIM INTEGRATED PRODS INC COM 57772K101 8,459 198,327 X 198,327
MAYTAG CORP COM 578592107 355 19,443 X 19,443
MCAFEE INC COM 579064106 2,198 69,970 X 69,970
MCCLATCHY CO CL A 579489105 641 9,831 X 9,831
MCCORMICK & CO INC COM NON VTG 579780206 1,876 57,491 X 57,491
MCDONALDS CORP COM 580135101 31,399 937,565 X 937,565
MCGRAW HILL COS INC COM 580645109 11,695 243,437 X 243,437
MCKESSON CORP COM 58155Q103 6,373 134,311 X 134,311
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
MEADWESTVACO CORP COM 583334107 3,171 114,819 X 114,819
MEDCO HEALTH SOLUTIONS INC COM 58405U102 15,170 276,675 X 276,675
MEDIA GEN INC CL A 584404107 3,353 57,800 X 57,800
MEDIMMUNE INC COM 584699102 3,558 105,749 X 105,749
MEDTRONIC INC COM 585055106 36,490 680,523 X 680,523
MELLON FINL CORP COM 58551A108 4,214 131,803 X 131,803
MENS WEARHOUSE INC COM 587118100 234 8,769 X 8,769
MERCANTILE BANKSHARES CORP COM 587405101 268 4,977 X 4,977
MERCK & CO INC COM 589331107 42,942 1,578,171 X 1,578,171
MERCURY INTERACTIVE CORP COM 589405109 1,624 40,998 X 40,998
MEREDITH CORP COM 589433101 1,018 20,400 X 20,400
MERRILL LYNCH & CO INC COM 590188108 31,211 508,732 X 508,732
METLIFE INC COM 59156R108 19,644 394,222 X 394,222
METTLER TOLEDO INTERNATIONAL COM 592688105 336 6,594 X 6,594
MICHAELS STORES INC COM 594087108 1,785 54,002 X 54,002
MICROSOFT CORP COM 594918104 182,989 7,111,895 X 7,111,895
MICROCHIP TECHNOLOGY INC COM 595017104 1,385 45,982 X 45,982
MICRON TECHNOLOGY INC COM 595112103 2,918 219,413 X 219,413
MILLENNIUM PHARMACEUTICALS I COM 599902103 351 37,654 X 37,654
MILLER HERMAN INC COM 600544100 802 26,483 X 26,483
MILLIPORE CORP COM 601073109 1,358 21,600 X 21,600
MILLS CORP COM 601148109 1,982 35,987 X 35,987
MODINE MFG CO COM 607828100 253 6,900 X 6,900
MOHAWK INDS INC COM 608190104 2,505 31,212 X 31,212
MOLEX INC COM 608554101 1,385 51,900 X 51,900
MOLSON COORS BREWING CO CL B 60871R209 1,374 21,464 X 21,464
MONSANTO CO NEW COM 61166W101 16,612 264,741 X 264,741
MONSTER WORLDWIDE INC COM 611742107 1,484 48,332 X 48,332
MOODYS CORP COM 615369105 10,675 208,988 X 208,988
MORGAN STANLEY COM NEW 617446448 32,395 600,575 X 600,575
MOTOROLA INC COM 620076109 41,117 1,865,405 X 1,865,405
MURPHY OIL CORP COM 626717102 7,810 156,598 X 156,598
MYLAN LABS INC COM 628530107 2,370 123,070 X 123,070
NCR CORP NEW COM 62886E108 4,874 152,748 X 152,748
NII HLDGS INC CL B NEW 62913F201 4,898 57,994 X 57,994
NRG ENERGY INC COM NEW 629377508 243 5,700 X 5,700
NTL INC DEL COM 62940M104 1,750 26,199 X 26,199
NVR INC COM 62944T105 862 974 X 974
NALCO HOLDING COMPANY COM 62985Q101 255 15,113 X 15,113
NATIONAL CITY CORP COM 635405103 12,215 365,279 X 365,279
NATIONAL HEALTH INVS INC COM 63633D104 324 11,730 X 11,730
NATIONAL INSTRS CORP COM 636518102 246 10,003 X 10,003
NATIONAL OILWELL VARCO INC COM 637071101 6,539 99,375 X 99,375
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,935 188,150 X 188,150
NATIONWIDE FINL SVCS INC CL A 638612101 344 8,592 X 8,592
NAVISTAR INTL CORP NEW COM 63934E108 874 26,943 X 26,943
NAVTEQ CORP COM 63936L100 814 16,295 X 16,295
NEIMAN MARCUS GROUP INC CL A 640204202 2,210 22,115 X 22,115
NETWORK APPLIANCE INC COM 64120L104 6,755 284,552 X 284,552
NEW CENTURY FINANCIAL CORP M COM 6435EV108 223 6,136 X 6,136
NEW YORK CMNTY BANCORP INC COM 649445103 277 16,900 X 16,900
NEW YORK TIMES CO CL A 650111107 1,322 44,433 X 44,433
NEWELL RUBBERMAID INC COM 651229106 2,050 90,510 X 90,510
NEWFIELD EXPL CO COM 651290108 926 18,867 X 18,867
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
NEWMONT MINING CORP COM 651639106 11,027 233,775 X 233,775
NEWS CORP CL A 65248E104 15,000 962,181 X 962,181
NEWS CORP CL B 65248E203 409 24,800 X 24,800
NEXTEL PARTNERS INC CL A 65333F107 1,403 55,911 X 55,911
NICOR INC COM 654086107 905 21,529 X 21,529
NIKE INC CL B 654106103 17,255 211,248 X 211,248
NISOURCE INC COM 65473P105 2,032 83,782 X 83,782
NOKIA CORP SPONSORED ADR 654902204 851 50,300 X 50,300
NOBLE ENERGY INC COM 655044105 689 14,696 X 14,696
NORDSTROM INC COM 655664100 5,067 147,652 X 147,652
NORFOLK SOUTHERN CORP COM 655844108 8,928 220,120 X 220,120
NORTEL NETWORKS CORP NEW COM 656568102 1,670 512,300 X 512,300
NORTH FORK BANCORPORATION NY COM 659424105 4,029 157,984 X 157,984
NORTHERN TR CORP COM 665859104 3,559 70,407 X 70,407
NORTHROP GRUMMAN CORP COM 666807102 15,100 277,838 X 277,838
NOVELL INC COM 670006105 861 115,528 X 115,528
NOVELLUS SYS INC COM 670008101 1,222 48,744 X 48,744
NSTAR COM 67019E107 1,396 48,258 X 48,258
NUCOR CORP COM 670346105 6,275 106,372 X 106,372
NVIDIA CORP COM 67066G104 2,601 75,873 X 75,873
OGE ENERGY CORP COM 670837103 345 12,289 X 12,289
NUVEEN INVTS INC CL A 67090F106 414 10,516 X 10,516
OSI PHARMACEUTICALS INC COM 671040103 272 9,311 X 9,311
OCCIDENTAL PETE CORP DEL COM 674599105 38,309 448,428 X 448,428
OFFICEMAX INC DEL COM 67622P101 806 25,448 X 25,448
OFFICE DEPOT INC COM 676220106 3,887 130,886 X 130,886
OLD REP INTL CORP COM 680223104 650 24,362 X 24,362
OMNICARE INC COM 681904108 1,653 29,405 X 29,405
OMNICOM GROUP INC COM 681919106 11,414 136,479 X 136,479
ONEOK INC NEW COM 682680103 1,700 49,980 X 49,980
ORACLE CORP COM 68389X105 36,045 2,907,294 X 2,907,294
O REILLY AUTOMOTIVE INC COM 686091109 2,045 72,569 X 72,569
OSHKOSH TRUCK CORP COM 688239201 2,478 57,414 X 57,414
OUTBACK STEAKHOUSE INC COM 689899102 783 21,388 X 21,388
OVERSEAS SHIPHOLDING GROUP I COM 690368105 2,131 36,526 X 36,526
OWENS ILL INC COM NEW 690768403 508 24,638 X 24,638
PG&E CORP COM 69331C108 9,941 253,283 X 253,283
PHH CORP COM NEW 693320202 256 9,315 X 9,315
PMC-SIERRA INC COM 69344F106 391 44,358 X 44,358
PMI GROUP INC COM 69344M101 811 20,342 X 20,342
PNC FINL SVCS GROUP INC COM 693475105 6,244 107,616 X 107,616
PPG INDS INC COM 693506107 5,186 87,609 X 87,609
PPL CORP COM 69351T106 9,385 290,291 X 290,291
PACCAR INC COM 693718108 7,560 111,362 X 111,362
PACIFICARE HEALTH SYS DEL COM 695112102 1,200 15,036 X 15,036
PACTIV CORP COM 695257105 987 56,349 X 56,349
PALL CORP COM 696429307 2,835 103,080 X 103,080
PANERA BREAD CO CL A 69840W108 251 4,905 X 4,905
PARAMETRIC TECHNOLOGY CORP COM 699173100 462 66,247 X 66,247
PARKER HANNIFIN CORP COM 701094104 2,972 46,217 X 46,217
PATTERSON COMPANIES INC COM 703395103 1,356 33,867 X 33,867
PATTERSON UTI ENERGY INC COM 703481101 1,931 53,512 X 53,512
PAYCHEX INC COM 704326107 7,363 198,520 X 198,520
PEABODY ENERGY CORP COM 704549104 4,425 52,459 X 52,459
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
PENN NATL GAMING INC COM 707569109 383 12,307 X 12,307
PENNEY J C INC COM 708160106 7,480 157,742 X 157,742
PENTAIR INC COM 709631105 2,050 56,171 X 56,171
PEOPLES BK BRIDGEPORT CONN COM 710198102 870 30,035 X 30,035
PEOPLES ENERGY CORP COM 711030106 555 14,081 X 14,081
PEPCO HOLDINGS INC COM 713291102 275 11,835 X 11,835
PEPSI BOTTLING GROUP INC COM 713409100 2,622 91,829 X 91,829
PEPSIAMERICAS INC COM 71343P200 2,763 121,558 X 121,558
PEPSICO INC COM 713448108 66,040 1,164,514 X 1,164,514
PERKINELMER INC COM 714046109 1,788 87,753 X 87,753
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 944 13,200 X 13,200
PETSMART INC COM 716768106 569 26,110 X 26,110
PFIZER INC COM 717081103 124,997 5,005,891 X 5,005,891
PHARMACEUTICAL PROD DEV INC COM 717124101 1,787 31,076 X 31,076
PHELPS DODGE CORP COM 717265102 7,594 58,449 X 58,449
PHILADELPHIA CONS HLDG CORP COM 717528103 232 2,736 X 2,736
PILGRIMS PRIDE CORP COM 721467108 2,645 72,654 X 72,654
PINNACLE WEST CAP CORP COM 723484101 4,387 99,525 X 99,525
PIONEER NAT RES CO COM 723787107 552 10,059 X 10,059
PITNEY BOWES INC COM 724479100 5,282 126,553 X 126,553
PIXAR COM 725811103 3,563 80,040 X 80,040
PLAINS EXPL& PRODTN CO COM 726505100 602 14,063 X 14,063
PLANTRONICS INC NEW COM 727493108 598 19,400 X 19,400
PLUM CREEK TIMBER CO INC COM 729251108 2,106 55,562 X 55,562
POGO PRODUCING CO COM 730448107 396 6,721 X 6,721
POLARIS INDS INC COM 731068102 522 10,534 X 10,534
POLO RALPH LAUREN CORP CL A 731572103 1,519 30,204 X 30,204
POPULAR INC COM 733174106 1,121 46,267 X 46,267
PRAXAIR INC COM 74005P104 10,070 210,091 X 210,091
PRECISION CASTPARTS CORP COM 740189105 11,767 221,608 X 221,608
PRICE T ROWE GROUP INC COM 74144T108 4,582 70,170 X 70,170
PRIDE INTL INC DEL COM 74153Q102 576 20,212 X 20,212
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,816 164,992 X 164,992
PROCTER & GAMBLE CO COM 742718109 119,723 2,013,504 X 2,013,504
PROGRESS ENERGY INC COM 743263105 3,465 77,431 X 77,431
PROGRESSIVE CORP OHIO COM 743315103 11,470 109,481 X 109,481
PROLOGIS SH BEN INT 743410102 3,311 74,716 X 74,716
PROTECTIVE LIFE CORP COM 743674103 960 23,314 X 23,314
PROTEIN DESIGN LABS INC COM 74369L103 540 19,268 X 19,268
PROVIDIAN FINL CORP COM 74406A102 3,233 182,859 X 182,859
PRUDENTIAL FINL INC COM 744320102 22,036 326,169 X 326,169
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,499 116,513 X 116,513
PUBLIC STORAGE INC COM 74460D109 4,227 63,087 X 63,087
PULTE HOMES INC COM 745867101 6,576 153,210 X 153,210
QLOGIC CORP COM 747277101 1,975 57,747 X 57,747
QUALCOMM INC COM 747525103 64,114 1,432,718 X 1,432,718
QUEST DIAGNOSTICS INC COM 74834L100 7,322 144,870 X 144,870
QUESTAR CORP COM 748356102 7,814 88,671 X 88,671
QUICKSILVER RESOURCES INC COM 74837R104 488 10,216 X 10,216
QUIKSILVER INC COM 74838C106 310 21,440 X 21,440
QWEST COMMUNICATIONS INTL IN COM 749121109 2,953 720,215 X 720,215
R H DONNELLEY CORP COM NEW 74955W307 304 4,805 X 4,805
RPM INTL INC COM 749685103 410 22,306 X 22,306
RADIAN GROUP INC COM 750236101 4,866 91,630 X 91,630
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
RADIOSHACK CORP COM 750438103 1,562 62,972 X 62,972
RANGE RES CORP COM 75281A109 606 15,697 X 15,697
RAYONIER INC COM 754907103 952 16,527 X 16,527
RAYTHEON CO COM NEW 755111507 7,514 197,641 X 197,641
REALTY INCOME CORP COM 756109104 321 13,425 X 13,425
RED HAT INC COM 756577102 746 35,213 X 35,213
REEBOK INTL LTD COM 758110100 1,814 32,071 X 32,071
REGENCY CTRS CORP COM 758849103 233 4,063 X 4,063
REGIONS FINANCIAL CORP NEW COM 7591EP100 6,931 222,722 X 222,722
RELIANT ENERGY INC COM 75952B105 470 30,415 X 30,415
RENAL CARE GROUP INC COM 759930100 2,700 57,055 X 57,055
RENT A CTR INC NEW COM 76009N100 204 10,573 X 10,573
REPUBLIC SVCS INC COM 760759100 2,021 57,281 X 57,281
RESMED INC COM 761152107 505 6,342 X 6,342
RESPIRONICS INC COM 761230101 2,194 52,005 X 52,005
REYNOLDS & REYNOLDS CO CL A 761695105 1,233 44,977 X 44,977
REYNOLDS AMERICAN INC COM 761713106 4,516 54,393 X 54,393
RITE AID CORP COM 767754104 129 33,365 X 33,365
ROBERT HALF INTL INC COM 770323103 2,670 75,016 X 75,016
ROCKWELL AUTOMATION INC COM 773903109 6,090 115,130 X 115,130
ROCKWELL COLLINS INC COM 774341101 6,928 143,372 X 143,372
ROHM & HAAS CO COM 775371107 2,777 67,520 X 67,520
ROPER INDS INC NEW COM 776696106 2,435 61,979 X 61,979
ROSS STORES INC COM 778296103 1,094 46,143 X 46,143
ROWAN COS INC COM 779382100 1,472 41,467 X 41,467
RYDER SYS INC COM 783549108 762 22,256 X 22,256
RYLAND GROUP INC COM 783764103 1,766 25,810 X 25,810
SBC COMMUNICATIONS INC COM 78387G103 46,972 1,959,635 X 1,959,635
SCP POOL CORP COM 784028102 333 9,536 X 9,536
SEI INVESTMENTS CO COM 784117103 1,399 37,227 X 37,227
SL GREEN RLTY CORP COM 78440X101 210 3,082 X 3,082
SLM CORP COM 78442P106 15,513 289,209 X 289,209
SPX CORP COM 784635104 808 17,594 X 17,594
SABRE HLDGS CORP CL A 785905100 1,130 55,718 X 55,718
SAFECO CORP COM 786429100 2,041 38,231 X 38,231
SAFEWAY INC COM NEW 786514208 5,238 204,613 X 204,613
ST JOE CO COM 790148100 2,586 41,405 X 41,405
ST JUDE MED INC COM 790849103 16,427 351,010 X 351,010
ST PAUL TRAVELERS INC COM 792860108 10,886 242,613 X 242,613
SAKS INC COM 79377W108 186 10,036 X 10,036
SALESFORCE COM INC COM 79466L302 287 12,423 X 12,423
SANDISK CORP COM 80004C101 4,136 85,732 X 85,732
SANMINA SCI CORP COM 800907107 1,060 247,064 X 247,064
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 845 19,500 X 19,500
SARA LEE CORP COM 803111103 7,799 411,572 X 411,572
SCANA CORP NEW COM 80589M102 2,465 58,355 X 58,355
SCHEIN HENRY INC COM 806407102 1,333 31,266 X 31,266
SCHERING PLOUGH CORP COM 806605101 20,314 965,037 X 965,037
SCHLUMBERGER LTD COM 806857108 12,142 143,899 X 143,899
SCHWAB CHARLES CORP NEW COM 808513105 7,976 552,746 X 552,746
SCIENTIFIC ATLANTA INC COM 808655104 5,206 138,780 X 138,780
SCIENTIFIC GAMES CORP CL A 80874P109 339 10,923 X 10,923
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 921 22,900 X 22,900
SCRIPPS E W CO OHIO CL A 811054204 5,023 100,511 X 100,511
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
SEALED AIR CORP NEW COM 81211K100 1,450 30,542 X 30,542
SEARS HLDGS CORP COM 812350106 8,883 71,391 X 71,391
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,063 75,100 X 75,100
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,083 37,600 X 37,600
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 917 39,400 X 39,400
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 5,153 158,600 X 158,600
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,844 164,100 X 164,100
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,802 83,400 X 83,400
SEMPRA ENERGY COM 816851109 7,414 157,542 X 157,542
SEPRACOR INC COM 817315104 2,262 38,341 X 38,341
SERVICE CORP INTL COM 817565104 392 47,318 X 47,318
SERVICEMASTER CO COM 81760N109 536 39,605 X 39,605
7-ELEVEN INC COM NEW 817826209 857 24,061 X 24,061
SHERWIN WILLIAMS CO COM 824348106 9,644 218,841 X 218,841
SIEBEL SYS INC COM 826170102 1,705 165,078 X 165,078
SIERRA HEALTH SVCS INC COM 826322109 1,122 16,285 X 16,285
SIGMA ALDRICH CORP COM 826552101 3,137 48,969 X 48,969
SIMON PPTY GROUP INC NEW COM 828806109 9,864 133,084 X 133,084
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 268 4,254 X 4,254
SIRIUS SATELLITE RADIO INC COM 82966U103 2,190 334,795 X 334,795
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 259 6,100 X 6,100
SMITH INTL INC COM 832110100 2,465 73,995 X 73,995
SMITHFIELD FOODS INC COM 832248108 954 32,147 X 32,147
SMURFIT-STONE CONTAINER CORP COM 832727101 167 16,134 X 16,134
SNAP ON INC COM 833034101 632 17,487 X 17,487
SOLECTRON CORP COM 834182107 1,370 350,346 X 350,346
SONIC CORP COM 835451105 300 10,962 X 10,962
SOUTHERN CO COM 842587107 12,346 345,256 X 345,256
SOUTHERN PERU COPPER CORP COM 843611104 325 5,809 X 5,809
SOUTHWEST AIRLS CO COM 844741108 3,883 261,466 X 261,466
SOUTHWESTERN ENERGY CO COM 845467109 972 13,249 X 13,249
SOVEREIGN BANCORP INC COM 845905108 2,417 109,684 X 109,684
SPRINT NEXTEL CORP COM FON 852061100 39,354 1,654,938 X 1,654,938
STANCORP FINL GROUP INC COM 852891100 764 9,076 X 9,076
STANDARD PAC CORP NEW COM 85375C101 220 5,297 X 5,297
STANLEY WKS COM 854616109 4,319 92,533 X 92,533
STAPLES INC COM 855030102 8,269 387,875 X 387,875
STARBUCKS CORP COM 855244109 15,363 306,639 X 306,639
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 11,669 204,104 X 204,104
STATE STR CORP COM 857477103 5,473 111,869 X 111,869
STATION CASINOS INC COM 857689103 1,985 29,912 X 29,912
STERICYCLE INC COM 858912108 562 9,826 X 9,826
STRYKER CORP COM 863667101 8,778 177,582 X 177,582
STUDENT LN CORP COM 863902102 3,914 16,524 X 16,524
SUN MICROSYSTEMS INC COM 866810104 5,539 1,410,712 X 1,410,712
SUNOCO INC COM 86764P109 18,444 235,857 X 235,857
SUNTRUST BKS INC COM 867914103 23,589 339,658 X 339,658
SUPERVALU INC COM 868536103 1,745 56,079 X 56,079
SYMANTEC CORP COM 871503108 15,876 700,627 X 700,627
SYMBOL TECHNOLOGIES INC COM 871508107 962 99,335 X 99,335
SYNOPSYS INC COM 871607107 858 45,422 X 45,422
SYNOVUS FINL CORP COM 87161C105 3,638 131,251 X 131,251
SYSCO CORP COM 871829107 15,999 510,008 X 510,008
TCF FINL CORP COM 872275102 851 31,829 X 31,829
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
TD BANKNORTH INC COM 87235A101 306 10,142 X 10,142
TECO ENERGY INC COM 872375100 1,931 107,179 X 107,179
TJX COS INC NEW COM 872540109 5,737 280,114 X 280,114
TXU CORP COM 873168108 21,286 188,575 X 188,575
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 256 11,594 X 11,594
TARGET CORP COM 87612E106 40,402 778,010 X 778,010
TECH DATA CORP COM 878237106 599 16,312 X 16,312
TECHNE CORP COM 878377100 398 6,983 X 6,983
TEKTRONIX INC COM 879131100 719 28,507 X 28,507
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 2,396 88,900 X 88,900
TELEPHONE & DATA SYS INC COM 879433100 1,366 35,032 X 35,032
TELEPHONE & DATA SYS INC SPL COM 879433860 988 26,300 X 26,300
TELEWEST GLOBAL INC COM 87956T107 382 16,630 X 16,630
TELLABS INC COM 879664100 1,428 135,773 X 135,773
TEMPLE INLAND INC COM 879868107 2,217 54,271 X 54,271
TENET HEALTHCARE CORP COM 88033G100 1,688 150,329 X 150,329
TERADYNE INC COM 880770102 1,250 75,770 X 75,770
TESORO CORP COM 881609101 596 8,859 X 8,859
TEXAS INSTRS INC COM 882508104 39,353 1,160,863 X 1,160,863
TEXTRON INC COM 883203101 7,768 108,312 X 108,312
THERMO ELECTRON CORP COM 883556102 1,822 58,954 X 58,954
THOMAS & BETTS CORP COM 884315102 1,072 31,150 X 31,150
3M CO COM 88579Y101 43,920 598,693 X 598,693
TIDEWATER INC COM 886423102 312 6,416 X 6,416
TIFFANY & CO NEW COM 886547108 1,990 50,041 X 50,041
TIMBERLAND CO CL A 887100105 1,262 37,347 X 37,347
TIME WARNER INC COM 887317105 56,344 3,111,227 X 3,111,227
TIMKEN CO COM 887389104 286 9,642 X 9,642
TOLL BROTHERS INC COM 889478103 861 19,270 X 19,270
TORCHMARK CORP COM 891027104 9,099 172,240 X 172,240
TORO CO COM 891092108 2,167 58,952 X 58,952
TRIAD HOSPITALS INC COM 89579K109 3,943 87,109 X 87,109
TRIBUNE CO NEW COM 896047107 3,392 100,090 X 100,090
TRIMBLE NAVIGATION LTD COM 896239100 323 9,583 X 9,583
TYCO INTL LTD NEW COM 902124106 28,165 1,011,313 X 1,011,313
TYSON FOODS INC CL A 902494103 3,155 174,791 X 174,791
UGI CORP NEW COM 902681105 2,998 106,503 X 106,503
UST INC COM 902911106 6,736 160,911 X 160,911
US BANCORP DEL COM NEW 902973304 25,364 903,274 X 903,274
ULTRA PETROLEUM CORP COM 903914109 705 12,400 X 12,400
UNION PAC CORP COM 907818108 10,426 145,417 X 145,417
UNIONBANCAL CORP COM 908906100 6,881 98,690 X 98,690
UNISYS CORP COM 909214108 691 104,044 X 104,044
UNIT CORP COM 909218109 443 8,012 X 8,012
UNITED DOMINION REALTY TR IN COM 910197102 367 15,488 X 15,488
UNITED PARCEL SERVICE INC CL B 911312106 39,136 566,121 X 566,121
UNITED STATES CELLULAR CORP COM 911684108 818 15,304 X 15,304
UNITED STATES STL CORP NEW COM 912909108 2,796 66,030 X 66,030
UNITED TECHNOLOGIES CORP COM 913017109 45,685 881,269 X 881,269
UNITEDHEALTH GROUP INC COM 91324P102 58,232 1,036,153 X 1,036,153
UNITRIN INC COM 913275103 275 5,800 X 5,800
UNIVERSAL HLTH SVCS INC CL B 913903100 1,108 23,261 X 23,261
UNIVISION COMMUNICATIONS INC CL A 914906102 2,178 82,079 X 82,079
UNUMPROVIDENT CORP COM 91529Y106 2,211 107,863 X 107,863
17
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
URBAN OUTFITTERS INC COM 917047102 7,472 254,141 X 254,141
VCA ANTECH INC COM 918194101 474 18,555 X 18,555
V F CORP COM 918204108 4,503 77,670 X 77,670
VALEANT PHARMACEUTICALS INTL COM 91911X104 338 16,819 X 16,819
VALERO ENERGY CORP NEW COM 91913Y100 32,677 289,023 X 289,023
VALSPAR CORP COM 920355104 615 27,494 X 27,494
VARIAN MED SYS INC COM 92220P105 949 24,008 X 24,008
VENTAS INC COM 92276F100 802 24,911 X 24,911
VERISIGN INC COM 92343E102 1,965 91,971 X 91,971
VERIZON COMMUNICATIONS COM 92343V104 64,429 1,970,909 X 1,970,909
VIAD CORP COM NEW 92552R406 416 15,200 X 15,200
VIACOM INC CL B 925524308 25,242 764,686 X 764,686
VISHAY INTERTECHNOLOGY INC COM 928298108 196 16,435 X 16,435
VISTEON CORP COM 92839U107 301 30,769 X 30,769
VORNADO RLTY TR SH BEN INT 929042109 3,105 35,842 X 35,842
VULCAN MATLS CO COM 929160109 4,320 58,209 X 58,209
WPS RESOURCES CORP COM 92931B106 414 7,164 X 7,164
WACHOVIA CORP 2ND NEW COM 929903102 57,452 1,207,234 X 1,207,234
WAL MART STORES INC COM 931142103 90,539 2,066,147 X 2,066,147
WALGREEN CO COM 931422109 25,874 595,481 X 595,481
WASHINGTON MUT INC COM 939322103 24,522 625,238 X 625,238
WASHINGTON POST CO CL B 939640108 3,701 4,612 X 4,612
WASTE MGMT INC DEL COM 94106L109 8,211 287,007 X 287,007
WATERS CORP COM 941848103 3,457 83,100 X 83,100
WATSON PHARMACEUTICALS INC COM 942683103 2,013 54,990 X 54,990
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,343 46,550 X 46,550
WEBMD CORP COM 94769M105 599 54,024 X 54,024
WEIGHT WATCHERS INTL INC NEW COM 948626106 4,364 84,609 X 84,609
WEINGARTEN RLTY INVS SH BEN INT 948741103 225 5,947 X 5,947
WELLCHOICE INC COM 949475107 398 5,241 X 5,241
WELLPOINT INC COM 94973V107 30,015 395,878 X 395,878
WELLS FARGO & CO NEW COM 949746101 58,431 997,621 X 997,621
WENDYS INTL INC COM 950590109 3,456 76,556 X 76,556
WEST CORP COM 952355105 2,607 69,713 X 69,713
WESTAR ENERGY INC COM 95709T100 399 16,544 X 16,544
WESTCORP INC COM 957907108 785 13,322 X 13,322
WESTERN DIGITAL CORP COM 958102105 500 38,684 X 38,684
WESTERN GAS RES INC COM 958259103 1,164 22,723 X 22,723
WEYERHAEUSER CO COM 962166104 7,319 106,455 X 106,455
WHIRLPOOL CORP COM 963320106 2,257 29,785 X 29,785
WHITNEY HLDG CORP COM 966612103 782 28,922 X 28,922
WHOLE FOODS MKT INC COM 966837106 5,373 39,966 X 39,966
WILEY JOHN & SONS INC CL A 968223206 1,078 25,835 X 25,835
WILLIAMS COS INC DEL COM 969457100 6,691 267,118 X 267,118
WILLIAMS SONOMA INC COM 969904101 820 21,378 X 21,378
WILMINGTON TRUST CORP COM 971807102 359 9,859 X 9,859
WISCONSIN ENERGY CORP COM 976657106 299 7,498 X 7,498
WOLVERINE WORLD WIDE INC COM 978097103 773 36,700 X 36,700
WRIGLEY WM JR CO COM 982526105 9,006 125,290 X 125,290
WYETH COM 983024100 35,099 758,577 X 758,577
WYNN RESORTS LTD COM 983134107 626 13,872 X 13,872
XM SATELLITE RADIO HLDGS INC CL A 983759101 4,643 129,284 X 129,284
XTO ENERGY INC COM 98385X106 10,287 226,977 X 226,977
XCEL ENERGY INC COM 98389B100 2,424 123,586 X 123,586
18
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
---------------------------- ---------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ -----------
XILINX INC COM 983919101 4,214 151,299 X 151,299
XEROX CORP COM 984121103 6,386 467,854 X 467,854
YAHOO INC COM 984332106 33,138 979,246 X 979,246
YELLOW ROADWAY CORP COM 985577105 323 7,792 X 7,792
YUM BRANDS INC COM 988498101 11,583 239,279 X 239,279
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,060 27,129 X 27,129
ZIMMER HLDGS INC COM 98956P102 12,116 175,869 X 175,869
ZIONS BANCORPORATION COM 989701107 5,713 80,224 X 80,224
TOTAL 8,060,280
19