UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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.
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Address: 695 Main Street, 6th Floor
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Stamford, Connecticut 06901
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Form 13F File Number: 028-04063
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The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: William J. Raver
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Title: Chief Operating Officer
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Phone: 203 965-3361
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Signature, Place, and Date of Signing:
/S/ Stamford, Connecticut 8/11/05
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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: 1221
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Form 13F Information Table Value Total: 8,573,144
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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.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
28- Goldman Sachs Prime Brokerage
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VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
June 30, 2005
FORM 13F INFORMATION TABLE
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
3M CO COM 88579Y101 45,056 623,178 X 623,178
4 KIDS ENTMT INC COM 350865101 312 15,700 X 15,700
7-ELEVEN INC COM NEW 817826209 729 24,104 X 24,104
A D C TELECOMMUNICATIONS COM NEW 000886309 750 34,448 X 34,448
ABAXIS INC COM 002567105 125 11,500 X 11,500
ABBOTT LABS COM 002824100 57,296 1,169,059 X 1,169,059
ABERCROMBIE & FITCH CO CL A 002896207 9,205 133,994 X 133,994
ACCENTURE LTD BERMUDA CL A G1150G111 642 28,300 X 28,300
ACCREDO HEALTH INC COM 00437V104 402 8,861 X 8,861
ACE LTD ORD G0070K103 8,365 186,510 X 186,510
ACTIVISION INC NEW COM NEW 004930202 3,061 185,277 X 185,277
ACTUANT CORP CL A NEW 00508X203 264 5,500 X 5,500
ACUITY BRANDS INC COM 00508Y102 221 8,600 X 8,600
ACXIOM CORP COM 005125109 288 13,800 X 13,800
ADAPTEC INC COM 00651F108 40 10,200 X 10,200
ADESA INC COM 00686U104 679 31,202 X 31,202
ADOBE SYS INC COM 00724F101 18,855 659,020 X 659,020
ADVANCE AUTO PARTS INC COM 00751Y106 3,766 58,341 X 58,341
ADVANCED MEDICAL OPTICS
INC COM 00763M108 549 13,800 X 13,800
ADVANCED MICRO DEVICES
INC COM 007903107 3,033 174,893 X 174,893
AEROPOSTALE COM 007865108 1,203 35,800 X 35,800
AES CORP COM 00130H105 6,566 400,870 X 400,870
AETNA INC NEW COM 00817Y108 17,567 212,110 X 212,110
AFFILIATED COMPUTER
SERVICES CL A 008190100 4,934 96,556 X 96,556
AFFILIATED MANAGERS GROUP COM 008252108 724 10,600 X 10,600
AFFYMETRIX INC COM 00826T108 1,351 25,064 X 25,064
AFLAC INC COM 001055102 15,797 365,007 X 365,007
AGERE SYS INC COM 00845V308 769 64,085 X 64,085
AGILENT TECHNOLOGIES INC COM 00846U101 4,530 196,776 X 196,776
AGRIUM INC COM 008916108 310 15,800 X 15,800
AIR PRODS & CHEMS INC COM 009158106 9,084 150,655 X 150,655
AKAMAI TECHNOLOGIES INC COM 00971T101 269 20,465 X 20,465
ALAMOSA HLDGS INC COM 011589108 334 24,000 X 24,000
ALBERTO CULVER CO COM 013068101 6,072 140,140 X 140,140
ALBERTSONS INC COM 013104104 4,182 202,232 X 202,232
ALCOA INC COM 013817101 12,687 485,521 X 485,521
ALCON INC COM SHS H01301102 1,903 17,400 X 17,400
ALLEGHANY CORP DEL COM 017175100 9,970 33,570 X 33,570
ALLEGHENY ENERGY INC COM 017361106 1,913 75,867 X 75,867
ALLEGHENY TECHNOLOGIES
INC COM 01741R102 1,289 58,429 X 58,429
ALLERGAN INC COM 018490102 8,343 97,873 X 97,873
ALLETE INC COM NEW 018522300 426 8,533 X 8,533
ALLIANCE CAP MGMT HLDG
L P UNIT LTD PARTN 01855A101 575 12,300 X 12,300
ALLIANCE DATA SYSTEMS
CORP COM 018581108 1,918 47,285 X 47,285
ALLIANT ENERGY CORP COM 018802108 1,347 47,837 X 47,837
ALLIANT TECHSYSTEMS INC COM 018804104 1,516 21,472 X 21,472
ALLIED CAP CORP NEW COM 01903Q108 243 8,344 X 8,344
ALLIED DOMECQ PLC SPON ADR NEW 019121201 242 5,000 X 5,000
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 674 85,001 X 85,001
ALLMERICA FINL CORP COM 019754100 1,950 52,576 X 52,576
ALLSTATE CORP COM 020002101 33,522 561,042 X 561,042
ALLTEL CORP COM 020039103 18,251 293,055 X 293,055
ALTERA CORP COM 021441100 4,090 206,531 X 206,531
ALTRIA GROUP INC COM 02209S103 99,865 1,544,459 X 1,544,459
AMAZON COM INC COM 023135106 11,238 339,620 X 339,620
AMB PROPERTY CORP COM 00163T109 229 5,276 X 5,276
AMBAC FINL GROUP INC COM 023139108 8,417 120,661 X 120,661
AMEDISYS INC COM 023436108 636 17,300 X 17,300
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
AMERADA HESS CORP COM 023551104 6,686 62,769 X 62,769
AMEREN CORP COM 023608102 3,495 63,210 X 63,210
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 250 4,200 X 4,200
AMERICAN CAPITAL
STRATEGIES COM 024937104 209 5,797 X 5,797
AMERICAN EAGLE OUTFITTERS
NE COM 02553E106 1,661 54,196 X 54,196
AMERICAN ELEC PWR INC COM 025537101 6,566 178,080 X 178,080
AMERICAN EXPRESS CO COM 025816109 49,903 937,503 X 937,503
AMERICAN FINL RLTY TR COM 02607P305 2,161 140,500 X 140,500
AMERICAN INTL GROUP INC COM 026874107 91,953 1,582,666 X 1,582,666
AMERICAN MED SYS HLDGS
INC COM 02744M108 299 14,500 X 14,500
AMERICAN PWR CONVERSION
CORP COM 029066107 2,368 100,392 X 100,392
AMERICAN STD COS INC DEL COM 029712106 8,718 207,974 X 207,974
AMERICAN TOWER CORP CL A 029912201 1,695 80,659 X 80,659
AMERICREDIT CORP COM 03060R101 737 28,912 X 28,912
AMERIGROUP CORP COM 03073T102 728 18,100 X 18,100
AMERISOURCEBERGEN CORP COM 03073E105 3,460 50,030 X 50,030
AMERITRADE HLDG CORP NEW COM 03074K100 487 26,144 X 26,144
AMERUS GROUP CO COM 03072M108 327 6,800 X 6,800
AMETEK INC NEW COM 031100100 8,119 194,012 X 194,012
AMGEN INC COM 031162100 56,398 932,816 X 932,816
AMPHENOL CORP NEW CL A 032095101 5,111 127,226 X 127,226
AMR CORP COM 001765106 353 29,125 X 29,125
AMSOUTH BANCORPORATION COM 032165102 2,742 105,473 X 105,473
ANADARKO PETE CORP COM 032511107 14,842 180,675 X 180,675
ANALOG DEVICES INC COM 032654105 14,703 394,071 X 394,071
ANDREW CORP COM 034425108 1,178 92,340 X 92,340
ANGIOTECH PHARMACEUTICALS
IN COM 034918102 141 10,200 X 10,200
ANHEUSER BUSCH COS INC COM 035229103 18,057 394,688 X 394,688
ANIMAS CORP DEL COM 03525Y105 256 12,700 X 12,700
ANNTAYLOR STORES CORP COM 036115103 627 25,818 X 25,818
ANSYS INC COM 03662Q105 560 15,700 X 15,700
ANTEON INTL CORP COM 03674E108 470 10,300 X 10,300
AON CORP COM 037389103 2,494 99,606 X 99,606
APACHE CORP COM 037411105 8,945 138,467 X 138,467
APARTMENT INVT & MGMT CO CL A 03748R101 1,163 28,427 X 28,427
APOLLO GROUP INC CL A 037604105 15,461 197,662 X 197,662
APOLLO INVT CORP COM 03761U106 1,969 106,800 X 106,800
APPLE COMPUTER INC COM 037833100 22,649 615,288 X 615,288
APPLEBEES INTL INC COM 037899101 1,652 62,364 X 62,364
APPLERA CORP COM AP BIO GRP 038020103 1,151 58,509 X 58,509
APPLIED MATLS INC COM 038222105 17,750 1,097,013 X 1,097,013
APPLIED MICRO CIRCUITS
CORP COM 03822W109 363 141,717 X 141,717
APRIA HEALTHCARE GROUP
INC COM 037933108 440 12,700 X 12,700
APTARGROUP INC COM 038336103 203 4,000 X 4,000
AQUA AMERICA INC COM 03836W103 1,141 38,368 X 38,368
ARAMARK CORP CL B 038521100 646 24,485 X 24,485
ARCH COAL INC COM 039380100 361 6,625 X 6,625
ARCHER DANIELS MIDLAND CO COM 039483102 7,776 363,711 X 363,711
ARCHSTONE SMITH TR COM 039583109 3,539 91,624 X 91,624
ARROW ELECTRS INC COM 042735100 200 7,365 X 7,365
ARTHROCARE CORP COM 043136100 409 11,700 X 11,700
ASHFORD HOSPITALITY TR
INC COM SHS 044103109 383 35,500 X 35,500
ASHLAND INC COM 044204105 2,810 39,103 X 39,103
ASK JEEVES INC COM 045174109 321 10,617 X 10,617
ASSOCIATED BANC CORP COM 045487105 677 20,172 X 20,172
ASSURANT INC COM 04621X108 3,849 106,621 X 106,621
ASSURED GUARANTY LTD COM G0585R106 2,334 99,900 X 99,900
ASTORIA FINL CORP COM 046265104 749 26,326 X 26,326
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
AT&T CORP COM NEW 001957505 7,198 378,035 X 378,035
ATMI INC COM 00207R101 276 9,500 X 9,500
ATMOS ENERGY CORP COM 049560105 216 7,500 X 7,500
AUDIBLE INC COM NEW 05069A302 255 14,700 X 14,700
AUTODESK INC COM 052769106 8,871 258,300 X 258,300
AUTOLIV INC COM 052800109 1,970 44,983 X 44,983
AUTOMATIC DATA PROCESSING
IN COM 053015103 15,139 360,715 X 360,715
AUTONATION INC COM 05329W102 1,738 84,678 X 84,678
AUTOZONE INC COM 053332102 4,076 44,084 X 44,084
AVALONBAY CMNTYS INC COM 053484101 3,065 37,939 X 37,939
AVAYA INC COM 053499109 1,757 211,132 X 211,132
AVERY DENNISON CORP COM 053611109 2,385 45,038 X 45,038
AVID TECHNOLOGY INC COM 05367P100 1,983 37,224 X 37,224
AVNET INC COM 053807103 481 21,365 X 21,365
AVOCENT CORP COM 053893103 737 28,200 X 28,200
AVON PRODS INC COM 054303102 18,390 485,857 X 485,857
AZTAR CORP COM 054802103 2,401 70,100 X 70,100
BAKER HUGHES INC COM 057224107 10,557 206,357 X 206,357
BALL CORP COM 058498106 3,985 110,820 X 110,820
BANK HAWAII CORP COM 062540109 2,628 51,781 X 51,781
BANK NEW YORK INC COM 064057102 7,481 259,949 X 259,949
BANK OF AMERICA
CORPORATION COM 060505104 134,524 2,949,436 X 2,949,436
BANTA CORP COM 066821109 345 7,600 X 7,600
BARD C R INC COM 067383109 13,914 209,199 X 209,199
BARNES & NOBLE INC COM 067774109 2,306 59,425 X 59,425
BARNES GROUP INC COM 067806109 1,102 33,300 X 33,300
BARR PHARMACEUTICALS INC COM 068306109 2,674 54,854 X 54,854
BAUSCH & LOMB INC COM 071707103 7,726 93,088 X 93,088
BAXTER INTL INC COM 071813109 11,355 306,068 X 306,068
BB&T CORP COM 054937107 6,618 165,584 X 165,584
BEA SYS INC COM 073325102 240 27,296 X 27,296
BEAR STEARNS COS INC COM 073902108 18,494 177,934 X 177,934
BEAZER HOMES USA INC COM 07556Q105 269 4,700 X 4,700
BECKMAN COULTER INC COM 075811109 4,902 77,114 X 77,114
BECTON DICKINSON & CO COM 075887109 22,159 422,315 X 422,315
BED BATH & BEYOND INC COM 075896100 8,484 203,057 X 203,057
BEL FUSE INC CL B 077347300 358 11,700 X 11,700
BELLSOUTH CORP COM 079860102 31,110 1,170,876 X 1,170,876
BELO CORP COM SER A 080555105 1,557 64,971 X 64,971
BEMIS INC COM 081437105 1,687 63,570 X 63,570
BERKLEY W R CORP COM 084423102 3,447 96,598 X 96,598
BERKSHIRE HATHAWAY INC
DEL CL A 084670108 9,018 108 X 108
BEST BUY INC COM 086516101 14,176 206,798 X 206,798
BIG LOTS INC COM 089302103 353 26,638 X 26,638
BIOGEN IDEC INC COM 09062X103 4,165 120,912 X 120,912
BIOMET INC COM 090613100 3,746 108,148 X 108,148
BISYS GROUP INC COM 055472104 297 19,900 X 19,900
BJ SVCS CO COM 055482103 5,147 98,073 X 98,073
BJS WHOLESALE CLUB INC COM 05548J106 320 9,839 X 9,839
BKF CAP GROUP INC COM 05548G102 466 12,300 X 12,300
BLACK & DECKER CORP COM 091797100 10,070 112,072 X 112,072
BLACKROCK INC CL A 09247X101 2,658 33,045 X 33,045
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 401 4,379 X 4,379
BLOCK H & R INC COM 093671105 4,045 69,325 X 69,325
BLYTH INC COM 09643P108 900 32,100 X 32,100
BMC SOFTWARE INC COM 055921100 1,770 98,618 X 98,618
BOEING CO COM 097023105 41,118 623,005 X 623,005
BORDERS GROUP INC COM 099709107 1,273 50,286 X 50,286
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
BORG WARNER INC COM 099724106 6,917 128,880 X 128,880
BOSTON BEER INC CL A 100557107 613 27,300 X 27,300
BOSTON PROPERTIES INC COM 101121101 481 6,871 X 6,871
BOSTON SCIENTIFIC CORP COM 101137107 11,805 437,208 X 437,208
BOWATER INC COM 102183100 333 10,300 X 10,300
BOYD GAMING CORP COM 103304101 389 7,600 X 7,600
BP PLC SPONSORED ADR 055622104 7,080 113,500 X 113,500
BRIGGS & STRATTON CORP COM 109043109 928 26,800 X 26,800
BRIGHT HORIZON FAMILY
SOLUTI COM 109195107 476 11,700 X 11,700
BRINKER INTL INC COM 109641100 1,440 35,959 X 35,959
BRINKS CO COM 109696104 304 8,437 X 8,437
BRISTOL MYERS SQUIBB CO COM 110122108 31,733 1,270,352 X 1,270,352
BROADCOM CORP CL A 111320107 4,962 139,678 X 139,678
BROWN & BROWN INC COM 115236101 2,510 55,861 X 55,861
BROWN FORMAN CORP CL B 115637209 5,181 85,694 X 85,694
BROWN SHOE INC NEW COM 115736100 438 11,200 X 11,200
BRUNSWICK CORP COM 117043109 2,210 51,017 X 51,017
BURLINGTON NORTHN SANTA
FE C COM 12189T104 14,679 311,797 X 311,797
BURLINGTON RES INC COM 122014103 16,351 295,995 X 295,995
C D W CORP COM 12512N105 1,139 19,997 X 19,997
C H ROBINSON WORLDWIDE
INC COM 12541W100 1,065 18,305 X 18,305
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 9,012 279,874 X 279,874
CABOT CORP COM 127055101 376 11,400 X 11,400
CACI INTL INC CL A 127190304 347 5,500 X 5,500
CADENCE DESIGN SYSTEM INC COM 127387108 442 32,374 X 32,374
CALPINE CORP COM 131347106 438 128,742 X 128,742
CAMDEN PPTY TR SH BEN INT 133131102 204 3,801 X 3,801
CAMPBELL SOUP CO COM 134429109 3,877 125,997 X 125,997
CAPITAL ONE FINL CORP COM 14040H105 13,320 166,479 X 166,479
CAPITALSOURCE INC COM 14055X102 247 12,580 X 12,580
CARDINAL HEALTH INC COM 14149Y108 14,934 259,363 X 259,363
CAREER EDUCATION CORP COM 141665109 1,711 46,724 X 46,724
CAREMARK RX INC COM 141705103 10,041 225,549 X 225,549
CARLISLE COS INC COM 142339100 329 4,797 X 4,797
CARMAX INC COM 143130102 503 18,862 X 18,862
CARNIVAL CORP PAIRED CTF 143658300 9,307 170,617 X 170,617
CARTER INC COM 146229109 397 6,800 X 6,800
CATELLUS DEV CORP NEW COM 149113102 412 12,568 X 12,568
CATERPILLAR INC DEL COM 149123101 24,825 260,463 X 260,463
CAVALIER HOMES INC COM 149507105 99 20,000 X 20,000
CB RICHARD ELLIS GROUP
INC CL A 12497T101 592 13,500 X 13,500
CBL & ASSOC PPTYS INC COM 124830100 2,454 56,984 X 56,984
CBRL GROUP INC COM 12489V106 218 5,600 X 5,600
CELGENE CORP COM 151020104 1,225 30,098 X 30,098
CENDANT CORP COM 151313103 19,369 865,857 X 865,857
CENTERPOINT ENERGY INC COM 15189T107 1,538 116,400 X 116,400
CENTEX CORP COM 152312104 7,983 112,968 X 112,968
CENTURYTEL INC COM 156700106 4,498 129,901 X 129,901
CEPHALON INC COM 156708109 420 10,556 X 10,556
CERIDIAN CORP NEW COM 156779100 1,020 52,367 X 52,367
CERNER CORP COM 156782104 374 5,500 X 5,500
CERTEGY INC COM 156880106 395 10,332 X 10,332
CHAMPION ENTERPRISES INC COM 158496109 365 36,700 X 36,700
CHARLES RIV LABS INTL INC COM 159864107 8,775 181,867 X 181,867
CHARMING SHOPPES INC COM 161133103 205 22,000 X 22,000
CHECKFREE CORP NEW COM 162813109 1,295 38,009 X 38,009
CHEESECAKE FACTORY INC COM 163072101 493 14,187 X 14,187
CHEMED CORP NEW COM 16359R103 323 7,900 X 7,900
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
CHESAPEAKE ENERGY CORP COM 165167107 896 39,312 X 39,312
CHEVRON CORP NEW COM 166764100 76,070 1,360,330 X 1,360,330
CHICAGO MERCANTILE HLDGS
INC CL A 167760107 12,890 43,622 X 43,622
CHICOS FAS INC COM 168615102 3,379 98,566 X 98,566
CHIRON CORP COM 170040109 1,918 54,962 X 54,962
CHOICE HOTELS INTL INC COM 169905106 1,306 19,881 X 19,881
CHOICEPOINT INC COM 170388102 1,423 35,526 X 35,526
CHUBB CORP COM 171232101 10,163 118,715 X 118,715
CHURCH & DWIGHT INC COM 171340102 2,302 63,601 X 63,601
CIENA CORP COM 171779101 282 134,719 X 134,719
CIGNA CORP COM 125509109 12,370 115,572 X 115,572
CIMAREX ENERGY CO COM 171798101 265 6,800 X 6,800
CINCINNATI BELL INC NEW COM 171871106 323 75,000 X 75,000
CINCINNATI FINL CORP COM 172062101 2,347 59,318 X 59,318
CINERGY CORP COM 172474108 6,785 151,382 X 151,382
CINTAS CORP COM 172908105 3,572 92,551 X 92,551
CIRCOR INTL INC COM 17273K109 740 30,000 X 30,000
CIRCUIT CITY STORE INC COM 172737108 1,666 96,377 X 96,377
CISCO SYS INC COM 17275R102 98,044 5,137,077 X 5,137,077
CIT GROUP INC COM 125581108 7,294 169,741 X 169,741
CITIGROUP INC COM 172967101 164,969 3,568,450 X 3,568,450
CITIZENS COMMUNICATIONS
CO COM 17453B101 1,346 100,139 X 100,139
CITRIX SYS INC COM 177376100 1,626 75,078 X 75,078
CITY NATL CORP COM 178566105 1,102 15,367 X 15,367
CLAIRES STORES INC COM 179584107 2,904 120,754 X 120,754
CLARCOR INC COM 179895107 2,919 99,800 X 99,800
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 9,262 299,450 X 299,450
CLOROX CO DEL COM 189054109 7,607 136,516 X 136,516
CMS ENERGY CORP COM 125896100 977 64,853 X 64,853
CNF INC COM 12612W104 495 11,027 X 11,027
CNH GLOBAL N V SHS NEW N20935206 189 10,000 X 10,000
COACH INC COM 189754104 16,724 498,178 X 498,178
COCA COLA CO COM 191216100 63,645 1,524,439 X 1,524,439
COCA COLA ENTERPRISES INC COM 191219104 4,449 202,156 X 202,156
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 5,979 126,870 X 126,870
COLGATE PALMOLIVE CO COM 194162103 14,590 292,323 X 292,323
COLUMBIA SPORTSWEAR CO COM 198516106 264 5,352 X 5,352
COMCAST CORP NEW CL A 20030N101 30,315 988,100 X 988,100
COMCAST CORP NEW CL A SPL 20030N200 1,548 51,700 X 51,700
COMERICA INC COM 200340107 6,519 112,791 X 112,791
COMMERCE BANCORP INC NJ COM 200519106 5,330 175,834 X 175,834
COMMERCIAL VEH GROUP INC COM 202608105 197 11,100 X 11,100
COMMUNITY HEALTH SYS INC
NEW COM 203668108 1,396 36,935 X 36,935
COMPASS BANCSHARES INC COM 20449H109 1,660 36,878 X 36,878
COMPUTER ASSOC INTL INC COM 204912109 7,601 276,610 X 276,610
COMPUTER SCIENCES CORP COM 205363104 7,250 165,896 X 165,896
COMPUWARE CORP COM 205638109 976 135,772 X 135,772
COMSTOCK RES INC COM NEW 205768203 217 8,600 X 8,600
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3,017 127,665 X 127,665
CONAGRA FOODS INC COM 205887102 4,276 184,616 X 184,616
CONMED CORP COM 207410101 320 10,400 X 10,400
CONOCOPHILLIPS COM 20825C104 72,941 1,268,764 X 1,268,764
CONSECO INC COM NEW 208464883 206 9,432 X 9,432
CONSOL ENERGY INC COM 20854P109 1,283 23,944 X 23,944
CONSOLIDATED EDISON INC COM 209115104 5,080 108,447 X 108,447
CONSOLIDATED TOMOKA LD CO COM 210226106 722 8,400 X 8,400
CONSTELLATION BRANDS INC CL A 21036P108 11,838 401,278 X 401,278
CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P306 209 4,701 X 4,701
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
CONSTELLATION ENERGY
GROUP I COM 210371100 6,429 111,444 X 111,444
CONVERGYS CORP COM 212485106 603 42,401 X 42,401
COOPER CAMERON CORP COM 216640102 1,770 28,519 X 28,519
COOPER COS INC COM NEW 216648402 2,641 43,389 X 43,389
COOPER INDS LTD CL A G24182100 8,196 128,268 X 128,268
COOPER TIRE & RUBR CO COM 216831107 290 15,633 X 15,633
COPART INC COM 217204106 289 12,146 X 12,146
CORE LABORATORIES N V COM N22717107 274 10,200 X 10,200
CORN PRODS INTL INC COM 219023108 3,253 136,900 X 136,900
CORNING INC COM 219350105 13,513 813,046 X 813,046
CORPORATE EXECUTIVE BRD
CO COM 21988R102 1,632 20,833 X 20,833
COSTCO WHSL CORP NEW COM 22160K105 15,930 355,997 X 355,997
COUNTRYWIDE FINANCIAL
CORP COM 222372104 21,953 568,586 X 568,586
COVANCE INC COM 222816100 3,745 83,457 X 83,457
COVENTRY HEALTH CARE INC COM 222862104 7,100 100,352 X 100,352
CRANE CO COM 224399105 1,247 47,400 X 47,400
CREE INC COM 225447101 345 13,553 X 13,553
CROMPTON CORP COM 227116100 197 13,900 X 13,900
CROWN CASTLE INTL CORP COM 228227104 1,389 68,359 X 68,359
CROWN HOLDINGS INC COM 228368106 487 34,200 X 34,200
CSX CORP COM 126408103 4,241 99,421 X 99,421
CTS CORP COM 126501105 307 25,000 X 25,000
CULLEN FROST BANKERS INC COM 229899109 1,499 31,468 X 31,468
CUMMINS INC COM 231021106 5,537 74,210 X 74,210
CUMULUS MEDIA INC CL A 231082108 118 10,000 X 10,000
CURTISS WRIGHT CORP COM 231561101 2,471 45,800 X 45,800
CVS CORP COM 126650100 22,041 758,214 X 758,214
CYTEC INDS INC COM 232820100 322 8,100 X 8,100
CYTYC CORP COM 232946103 688 31,166 X 31,166
D R HORTON INC COM 23331A109 3,491 92,822 X 92,822
DADE BEHRING HLDGS INC COM 23342J206 3,109 47,824 X 47,824
DANA CORP COM 235811106 2,897 193,010 X 193,010
DANAHER CORP DEL COM 235851102 10,585 202,239 X 202,239
DARDEN RESTAURANTS INC COM 237194105 3,129 94,872 X 94,872
DAVITA INC COM 23918K108 3,355 73,761 X 73,761
DEAN FOODS CO NEW COM 242370104 1,561 44,284 X 44,284
DEERE & CO COM 244199105 11,369 173,605 X 173,605
DEL MONTE FOODS CO COM 24522P103 1,218 113,070 X 113,070
DELL INC COM 24702R101 103,961 2,634,152 X 2,634,152
DELPHI CORP COM 247126105 752 161,686 X 161,686
DELTA AIR LINES INC DEL COM 247361108 125 33,344 X 33,344
DELUXE CORP COM 248019101 1,274 31,384 X 31,384
DENBURY RES INC COM NEW 247916208 410 10,300 X 10,300
DENTSPLY INTL INC NEW COM 249030107 1,754 32,479 X 32,479
DEVELOPERS DIVERSIFIED
RLTY COM 251591103 1,571 34,184 X 34,184
DEVON ENERGY CORP NEW COM 25179M103 15,829 312,342 X 312,342
DEX MEDIA INC COM 25212E100 664 27,200 X 27,200
DIAGEO P L C SPON ADR NEW 25243Q205 1,483 25,000 X 25,000
DIAMOND OFFSHORE DRILLING
IN COM 25271C102 1,184 22,167 X 22,167
DICKS SPORTING GOODS INC COM 253393102 633 16,400 X 16,400
DIEBOLD INC COM 253651103 789 17,495 X 17,495
DIGITAS INC COM 25388K104 419 36,700 X 36,700
DILLARDS INC CL A 254067101 1,299 55,484 X 55,484
DIRECTV GROUP INC COM 25459L106 2,648 170,834 X 170,834
DISNEY WALT CO COM DISNEY 254687106 39,309 1,561,108 X 1,561,108
DOLLAR GEN CORP COM 256669102 4,498 220,938 X 220,938
DOLLAR TREE STORES INC COM 256747106 579 24,106 X 24,106
DOMINION RES INC VA NEW COM 25746U109 15,527 211,572 X 211,572
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
DONALDSON INC COM 257651109 4,237 139,681 X 139,681
DONNELLEY R R & SONS CO COM 257867101 4,267 123,652 X 123,652
DORAL FINL CORP COM 25811P100 727 43,925 X 43,925
DOUBLECLICK INC COM 258609304 901 107,400 X 107,400
DOVER CORP COM 260003108 2,914 80,090 X 80,090
DOW CHEM CO COM 260543103 30,908 694,105 X 694,105
DOW JONES & CO INC COM 260561105 979 27,623 X 27,623
DPL INC COM 233293109 2,246 81,814 X 81,814
DST SYS INC DEL COM 233326107 3,729 79,675 X 79,675
DTE ENERGY CO COM 233331107 4,928 105,374 X 105,374
DU PONT E I DE NEMOURS &
CO COM 263534109 22,474 522,520 X 522,520
DUKE ENERGY CORP COM 264399106 16,934 569,607 X 569,607
DUKE REALTY CORP COM NEW 264411505 285 9,014 X 9,014
DUN & BRADSTREET CORP DEL
NE COM 26483E100 3,138 50,904 X 50,904
DUQUESNE LT HLDGS INC COM 266233105 998 53,400 X 53,400
DYCOM INDS INC COM 267475101 275 13,900 X 13,900
DYNEGY INC NEW CL A 26816Q101 465 95,580 X 95,580
E M C CORP MASS COM 268648102 18,177 1,325,801 X 1,325,801
E TRADE FINANCIAL CORP COM 269246104 1,538 109,960 X 109,960
EAGLE MATERIALS INC COM 26969P108 421 4,549 X 4,549
EARTHLINK INC COM 270321102 523 60,400 X 60,400
EAST WEST BANCORP INC COM 27579R104 322 9,600 X 9,600
EASTMAN CHEM CO COM 277432100 2,633 47,750 X 47,750
EASTMAN KODAK CO COM 277461109 4,080 151,945 X 151,945
EATON CORP COM 278058102 6,817 113,813 X 113,813
EATON VANCE CORP COM NON VTG 278265103 1,638 68,508 X 68,508
EBAY INC COM 278642103 38,858 1,177,150 X 1,177,150
ECHOSTAR COMMUNICATIONS
NEW CL A 278762109 1,268 42,048 X 42,048
ECOLAB INC COM 278865100 5,794 179,046 X 179,046
EDISON INTL COM 281020107 10,321 254,526 X 254,526
EDUCATION MGMT CORP COM 28139T101 453 13,432 X 13,432
EDWARDS AG INC COM 281760108 218 4,824 X 4,824
EDWARDS LIFESCIENCES CORP COM 28176E108 467 10,858 X 10,858
EGL INC COM 268484102 380 18,700 X 18,700
EL PASO CORP COM 28336L109 3,123 271,133 X 271,133
ELECTRONIC ARTS INC COM 285512109 17,976 317,540 X 317,540
ELECTRONIC DATA SYS NEW COM 285661104 5,462 283,741 X 283,741
EMERSON ELEC CO COM 291011104 18,394 293,700 X 293,700
ENCANA CORP COM 292505104 2,035 51,400 X 51,400
ENDO PHARMACEUTICALS
HLDGS I COM 29264F205 245 9,333 X 9,333
ENDURANCE SPECIALTY HLDGS
LT SHS G30397106 813 21,500 X 21,500
ENERGEN CORP COM 29265N108 1,753 50,000 X 50,000
ENERGIZER HLDGS INC COM 29266R108 1,905 30,643 X 30,643
ENERGY EAST CORP COM 29266M109 813 28,070 X 28,070
ENGELHARD CORP COM 292845104 1,376 48,204 X 48,204
ENGINEERED SUPPORT SYS
INC COM 292866100 1,478 41,250 X 41,250
ENI S P A SPONSORED ADR 26874R108 4,666 36,400 X 36,400
ENSCO INTL INC COM 26874Q100 962 26,917 X 26,917
ENTERCOM COMMUNICATIONS
CORP CL A 293639100 290 8,700 X 8,700
ENTERGY CORP NEW COM 29364G103 15,921 210,736 X 210,736
ENTRAVISION
COMMUNICATIONS C CL A 29382R107 271 34,800 X 34,800
EOG RES INC COM 26875P101 12,199 214,766 X 214,766
EON LABS INC COM 29412E100 713 23,281 X 23,281
EQUIFAX INC COM 294429105 2,273 63,641 X 63,641
EQUITABLE RES INC COM 294549100 3,469 51,013 X 51,013
EQUITY OFFICE PROPERTIES
TRU COM 294741103 4,895 147,899 X 147,899
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,106 84,345 X 84,345
ERIE INDTY CO CL A 29530P102 208 3,831 X 3,831
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
ESSEX CORP COM 296744105 284 12,400 X 12,400
EURONET WORLDWIDE INC COM 298736109 436 15,000 X 15,000
EVEREST RE GROUP LTD COM G3223R108 716 7,700 X 7,700
EXELON CORP COM 30161N101 20,290 395,283 X 395,283
EXPEDITORS INTL WASH INC COM 302130109 3,380 67,857 X 67,857
EXPRESS SCRIPTS INC COM 302182100 4,040 80,838 X 80,838
EXPRESSJET HOLDINGS INC CL A 30218U108 452 53,100 X 53,100
EXXON MOBIL CORP COM 30231G102 239,770 4,172,091 X 4,172,091
F M C CORP COM NEW 302491303 213 3,800 X 3,800
F5 NETWORKS INC COM 315616102 317 6,700 X 6,700
FACTSET RESH SYS INC COM 303075105 936 26,113 X 26,113
FAIR ISAAC CORP COM 303250104 396 10,863 X 10,863
FAIRCHILD SEMICONDUCTOR
INTL COM 303726103 307 20,800 X 20,800
FAMILY DLR STORES INC COM 307000109 2,074 79,478 X 79,478
FASTENAL CO COM 311900104 2,197 35,869 X 35,869
FEDERAL HOME LN MTG CORP COM 313400301 33,125 507,812 X 507,812
FEDERAL NATL MTG ASSN COM 313586109 36,418 623,603 X 623,603
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,447 41,481 X 41,481
FEDERAL SIGNAL CORP COM 313855108 251 16,100 X 16,100
FEDERATED DEPT STORES INC
DE COM 31410H101 14,748 201,261 X 201,261
FEDERATED INVS INC PA CL B 314211103 1,125 37,487 X 37,487
FEDEX CORP COM 31428X106 18,258 225,378 X 225,378
FERRO CORP COM 315405100 794 40,000 X 40,000
FIDELITY NATL FINL INC COM 316326107 1,981 55,503 X 55,503
FIELDSTONE INVT CORP COM 31659U300 517 35,900 X 35,900
FIFTH THIRD BANCORP COM 316773100 6,936 168,391 X 168,391
FINISH LINE INC CL A 317923100 276 14,600 X 14,600
FIRST AMERN CORP CALIF COM 318522307 229 5,716 X 5,716
FIRST BANCORP P R COM 318672102 952 23,700 X 23,700
FIRST CTZNS BANCSHARES
INC N CL A 31946M103 275 1,900 X 1,900
FIRST DATA CORP COM 319963104 22,456 559,432 X 559,432
FIRST HORIZON NATL CORP COM 320517105 2,758 65,362 X 65,362
FIRST MARBLEHEAD CORP COM 320771108 2,587 73,785 X 73,785
FIRST MIDWEST BANCORP DEL COM 320867104 716 20,400 X 20,400
FIRSTENERGY CORP COM 337932107 7,567 157,285 X 157,285
FISERV INC COM 337738108 6,362 148,286 X 148,286
FISHER SCIENTIFIC INTL
INC COM NEW 338032204 2,787 42,940 X 42,940
FLEETWOOD ENTERPRISES INC COM 339099103 152 15,000 X 15,000
FLIR SYS INC COM 302445101 817 27,394 X 27,394
FLORIDA ROCK INDS INC COM 341140101 1,746 23,808 X 23,808
FLOWERS FOODS INC COM 343498101 1,669 47,200 X 47,200
FLOWSERVE CORP COM 34354P105 1,392 46,014 X 46,014
FLUOR CORP NEW COM 343412102 4,984 86,543 X 86,543
FMC TECHNOLOGIES INC COM 30249U101 1,710 53,487 X 53,487
FOOT LOCKER INC COM 344849104 1,442 52,994 X 52,994
FORD MTR CO DEL COM PAR $0.01 345370860 10,779 1,052,630 X 1,052,630
FOREST CITY ENTERPRISES
INC CL A 345550107 426 6,000 X 6,000
FOREST LABS INC COM 345838106 8,752 225,282 X 225,282
FOREST OIL CORP COM PAR $0.01 346091705 265 6,300 X 6,300
FORMFACTOR INC COM 346375108 238 9,000 X 9,000
FORTUNE BRANDS INC COM 349631101 12,832 144,504 X 144,504
FPL GROUP INC COM 302571104 10,288 244,608 X 244,608
FRANKLIN RES INC COM 354613101 11,893 154,489 X 154,489
FREEPORT-MCMORAN COPPER &
GO CL B 35671D857 4,404 117,639 X 117,639
FREESCALE SEMICONDUCTOR
INC COM CL A 35687M107 483 23,000 X 23,000
FREESCALE SEMICONDUCTOR
INC CL B 35687M206 4,023 189,946 X 189,946
FRIEDMAN BILLINGS RAMSEY
GRO CL A 358434108 719 50,285 X 50,285
FTD GROUP INC COM 30267U108 386 34,000 X 34,000
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
GALLAGHER ARTHUR J & CO COM 363576109 927 34,157 X 34,157
GALLAHER GROUP PLC SPONSORED ADR 363595109 1,542 26,000 X 26,000
GAMESTOP CORP COM CL B 36466R200 617 20,636 X 20,636
GANNETT INC COM 364730101 10,704 150,480 X 150,480
GAP INC DEL COM 364760108 8,941 452,730 X 452,730
GATEWAY INC COM 367626108 235 71,340 X 71,340
GATX CORP COM 361448103 2,018 58,500 X 58,500
GAYLORD ENTMT CO NEW COM 367905106 3,468 74,600 X 74,600
GEAC COMPUTER LTD COM 368289104 410 47,100 X 47,100
GEMSTAR-TV GUIDE INTL INC COM 36866W106 287 80,000 X 80,000
GENCORP INC COM 368682100 1,662 86,300 X 86,300
GENENTECH INC COM NEW 368710406 26,553 330,751 X 330,751
GENERAL DYNAMICS CORP COM 369550108 13,381 122,158 X 122,158
GENERAL ELEC CO COM 369604103 264,675 7,638,540 X 7,638,540
GENERAL GROWTH PPTYS INC COM 370021107 7,110 173,030 X 173,030
GENERAL MLS INC COM 370334104 7,035 150,352 X 150,352
GENERAL MTRS CORP COM 370442105 12,403 364,804 X 364,804
GEN-PROBE INC NEW COM 36866T103 2,431 67,109 X 67,109
GENTEX CORP COM 371901109 529 29,080 X 29,080
GENUINE PARTS CO COM 372460105 9,342 227,352 X 227,352
GENWORTH FINL INC COM CL A 37247D106 4,632 153,213 X 153,213
GENZYME CORP COM 372917104 6,411 106,691 X 106,691
GEORGIA GULF CORP COM PAR $0.01 373200203 217 7,000 X 7,000
GEORGIA PAC CORP COM 373298108 4,403 138,457 X 138,457
GETTY IMAGES INC COM 374276103 4,020 54,139 X 54,139
GEVITY HR INC COM 374393106 258 12,900 X 12,900
GILEAD SCIENCES INC COM 375558103 12,486 283,834 X 283,834
GILLETTE CO COM 375766102 32,498 641,877 X 641,877
GLOBAL PMTS INC COM 37940X102 4,404 64,954 X 64,954
GOLDEN WEST FINL CORP DEL COM 381317106 13,216 205,288 X 205,288
GOLDMAN SACHS GROUP INC COM 38141G104 32,253 316,144 X 316,144
GOODRICH CORP COM 382388106 3,833 93,568 X 93,568
GOODYEAR TIRE & RUBR CO COM 382550101 902 60,551 X 60,551
GOOGLE INC CL A 38259P508 15,060 51,200 X 51,200
GRACO INC COM 384109104 1,927 56,547 X 56,547
GRAFTECH INTL LTD COM 384313102 280 65,000 X 65,000
GRAINGER W W INC COM 384802104 4,436 80,958 X 80,958
GRANT PRIDECO INC COM 38821G101 1,368 51,710 X 51,710
GRAY TELEVISION INC COM 389375106 181 15,000 X 15,000
GREAT LAKES CHEM CORP COM 390568103 384 12,190 X 12,190
GREAT PLAINS ENERGY INC COM 391164100 596 18,705 X 18,705
GREENHILL & CO INC COM 395259104 300 7,400 X 7,400
GREIF INC CL A 397624107 1,073 17,560 X 17,560
GRIFFON CORP COM 398433102 1,239 55,800 X 55,800
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,552 25,000 X 25,000
GTECH HLDGS CORP COM 400518106 1,815 62,064 X 62,064
GUIDANT CORP COM 401698105 14,834 220,411 X 220,411
HALLIBURTON CO COM 406216101 13,783 288,223 X 288,223
HARLAND JOHN H CO COM 412693103 1,809 47,600 X 47,600
HARLEY DAVIDSON INC COM 412822108 19,404 391,214 X 391,214
HARMAN INTL INDS INC COM 413086109 5,462 67,132 X 67,132
HARRAHS ENTMT INC COM 413619107 5,751 79,795 X 79,795
HARRIS CORP DEL COM 413875105 3,995 128,004 X 128,004
HARSCO CORP COM 415864107 421 7,714 X 7,714
HARTE-HANKS INC COM 416196103 305 10,254 X 10,254
HARTFORD FINL SVCS GROUP
INC COM 416515104 16,565 221,521 X 221,521
HASBRO INC COM 418056107 1,019 49,010 X 49,010
HAWAIIAN ELEC INDUSTRIES COM 419870100 251 9,346 X 9,346
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
HCA INC COM 404119109 14,792 261,015 X 261,015
HCC INS HLDGS INC COM 404132102 1,250 33,014 X 33,014
HEALTH CARE PPTY INVS INC COM 421915109 225 8,332 X 8,332
HEALTH MGMT ASSOC INC NEW CL A 421933102 3,080 117,650 X 117,650
HEALTH NET INC COM 42222G108 596 15,626 X 15,626
HEARST-ARGYLE TELEVISION
INC COM 422317107 372 15,180 X 15,180
HEINZ H J CO COM 423074103 7,160 202,158 X 202,158
HELMERICH & PAYNE INC COM 423452101 699 14,900 X 14,900
HERCULES INC COM 427056106 1,421 100,438 X 100,438
HERSHEY CO COM 427866108 8,750 140,898 X 140,898
HEWLETT PACKARD CO COM 428236103 45,613 1,940,151 X 1,940,151
HEXCEL CORP NEW COM 428291108 308 18,200 X 18,200
HIBERNIA CORP CL A 428656102 2,030 61,171 X 61,171
HILLENBRAND INDS INC COM 431573104 339 6,701 X 6,701
HILTON HOTELS CORP COM 432848109 6,366 266,918 X 266,918
HNI CORP COM 404251100 3,457 67,582 X 67,582
HOME DEPOT INC COM 437076102 82,730 2,126,727 X 2,126,727
HONEYWELL INTL INC COM 438516106 19,189 523,849 X 523,849
HORMEL FOODS CORP COM 440452100 499 17,006 X 17,006
HOSPIRA INC COM 441060100 2,410 61,787 X 61,787
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,507 34,185 X 34,185
HOST MARRIOTT CORP NEW COM 44107P104 385 22,011 X 22,011
HOVNANIAN ENTERPRISES INC CL A 442487203 395 6,057 X 6,057
HRPT PPTYS TR COM SH BEN INT 40426W101 155 12,450 X 12,450
HUBBELL INC CL B 443510201 1,681 38,113 X 38,113
HUDSON CITY BANCORP COM 443683107 2,889 253,170 X 253,170
HUGHES SUPPLY INC COM 444482103 236 8,400 X 8,400
HUMANA INC COM 444859102 2,616 65,837 X 65,837
HUNT J B TRANS SVCS INC COM 445658107 1,770 92,042 X 92,042
HUNTINGTON BANCSHARES INC COM 446150104 1,668 69,088 X 69,088
HURON CONSULTING GROUP
INC COM 447462102 230 9,800 X 9,800
HYDRIL COM 448774109 250 4,600 X 4,600
HYPERCOM CORP COM 44913M105 71 10,900 X 10,900
HYPERION SOLUTIONS CORP COM 44914M104 354 8,800 X 8,800
IAC INTERACTIVECORP COM 44919P102 1,550 64,514 X 64,514
IDEX CORP COM 45167R104 2,189 56,700 X 56,700
IDEXX LABS INC COM 45168D104 373 5,978 X 5,978
IKON OFFICE SOLUTIONS INC COM 451713101 240 25,200 X 25,200
ILLINOIS TOOL WKS INC COM 452308109 15,721 197,296 X 197,296
IMATION CORP COM 45245A107 202 5,200 X 5,200
IMCLONE SYS INC COM 45245W109 853 27,544 X 27,544
IMPERIAL TOBACCO GROUP
PLC SPONSORED ADR 453142101 920 16,900 X 16,900
IMS HEALTH INC COM 449934108 2,866 115,712 X 115,712
INAMED CORP COM 453235103 1,034 15,434 X 15,434
INDEPENDENCE CMNTY BK
CORP COM 453414104 221 5,996 X 5,996
INDYMAC BANCORP INC COM 456607100 434 10,666 X 10,666
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 768 9,900 X 9,900
INGERSOLL-RAND COMPANY
LTD CL A G4776G101 5,562 77,960 X 77,960
INGRAM MICRO INC CL A 457153104 753 48,071 X 48,071
INSIGHT ENTERPRISES INC COM 45765U103 656 32,500 X 32,500
INSTINET GROUP INC COM 457750107 62 11,925 X 11,925
INTEGRATED ALARM SVCS
GROUP COM 45890M109 58 13,100 X 13,100
INTEL CORP COM 458140100 136,530 5,245,724 X 5,245,724
INTERNATIONAL BANCSHARES
COR COM 459044103 575 20,326 X 20,326
INTERNATIONAL BUSINESS
MACHS COM 459200101 81,195 1,094,275 X 1,094,275
INTERNATIONAL
FLAVORS&FRAGRA COM 459506101 1,385 38,248 X 38,248
INTERNATIONAL GAME
TECHNOLOG COM 459902102 4,557 161,870 X 161,870
INTERNATIONAL RECTIFIER
CORP COM 460254105 2,597 54,416 X 54,416
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
INTERNATIONAL SPEEDWAY
CORP CL A 460335201 3,412 60,664 X 60,664
INTERPUBLIC GROUP COS INC COM 460690100 2,060 169,165 X 169,165
INTERSIL CORP CL A 46069S109 341 18,192 X 18,192
INTL PAPER CO COM 460146103 8,038 266,066 X 266,066
INTUIT COM 461202103 3,442 76,295 X 76,295
INVESTORS FINL SERVICES
CORP COM 461915100 460 12,155 X 12,155
INVITROGEN CORP COM 46185R100 1,432 17,198 X 17,198
IPC HLDGS LTD ORD G4933P101 2,203 55,600 X 55,600
IRON MTN INC COM 462846106 1,211 39,050 X 39,050
ISHARES TR RUSSELL1000VAL 464287598 23,189 347,970 X 347,970
ISHARES TR RUSSELL1000GRW 464287614 2,309 48,100 X 48,100
ISHARES TR RUSL 2000 VALU 464287630 5,131 79,800 X 79,800
ISTAR FINL INC COM 45031U101 290 6,962 X 6,962
ITT EDUCATIONAL SERVICES
INC COM 45068B109 448 8,381 X 8,381
ITT INDS INC IND COM 450911102 16,077 164,677 X 164,677
IVAX CORP COM 465823102 2,105 97,898 X 97,898
JABIL CIRCUIT INC COM 466313103 2,241 72,921 X 72,921
JACOBS ENGR GROUP INC DEL COM 469814107 902 16,034 X 16,034
JANUS CAP GROUP INC COM 47102X105 1,416 94,135 X 94,135
JDS UNIPHASE CORP COM 46612J101 781 513,546 X 513,546
JEFFERSON PILOT CORP COM 475070108 4,671 92,650 X 92,650
JETBLUE AWYS CORP COM 477143101 1,033 50,534 X 50,534
JOHNSON & JOHNSON COM 478160104 185,807 2,858,567 X 2,858,567
JOHNSON CTLS INC COM 478366107 12,223 216,997 X 216,997
JONES APPAREL GROUP INC COM 480074103 4,783 154,096 X 154,096
JOURNAL COMMUNICATIONS
INC CL A 481130102 396 23,600 X 23,600
JOURNAL REGISTER CO COM 481138105 263 15,000 X 15,000
JOY GLOBAL INC COM 481165108 487 14,500 X 14,500
JPMORGAN & CHASE & CO COM 46625H100 63,595 1,800,530 X 1,800,530
JUNIPER NETWORKS INC COM 48203R104 2,598 103,165 X 103,165
KANBAY INTL INC COM 48369P207 266 11,500 X 11,500
KB HOME COM 48666K109 4,680 61,390 X 61,390
KEANE INC COM 486665102 219 16,000 X 16,000
KELLOGG CO COM 487836108 8,271 186,124 X 186,124
KERR MCGEE CORP COM 492386107 5,261 68,939 X 68,939
KERZNER INTERNATIONAL LTD SHS P6065Y107 1,538 27,000 X 27,000
KEYCORP NEW COM 493267108 5,779 174,315 X 174,315
KEYSPAN CORP COM 49337W100 2,062 50,667 X 50,667
KIMBERLY CLARK CORP COM 494368103 20,792 332,201 X 332,201
KIMCO REALTY CORP COM 49446R109 6,081 103,218 X 103,218
KINDER MORGAN INC KANS COM 49455P101 6,855 82,393 X 82,393
KINDRED HEALTHCARE INC COM 494580103 650 16,400 X 16,400
KINETIC CONCEPTS INC COM NEW 49460W208 521 8,681 X 8,681
KING PHARMACEUTICALS INC COM 495582108 749 71,850 X 71,850
KIRBY CORP COM 497266106 266 5,900 X 5,900
KLA-TENCOR CORP COM 482480100 4,509 103,221 X 103,221
KNIGHT RIDDER INC COM 499040103 2,669 43,519 X 43,519
KOHLS CORP COM 500255104 8,537 152,690 X 152,690
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,717 109,600 X 109,600
KRAFT FOODS INC CL A 50075N104 1,413 44,432 X 44,432
KROGER CO COM 501044101 6,922 363,747 X 363,747
L-3 COMMUNICATIONS HLDGS
INC COM 502424104 5,304 69,256 X 69,256
LA QUINTA CORP PAIRED CTF 50419U202 134 14,400 X 14,400
LABONE INC NEW COM 50540L105 434 10,900 X 10,900
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 3,431 68,757 X 68,757
LAFARGE NORTH AMERICA INC COM 505862102 1,081 17,310 X 17,310
LAM RESEARCH CORP COM 512807108 1,832 63,286 X 63,286
LAMAR ADVERTISING CO CL A 512815101 586 13,707 X 13,707
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
LANCASTER COLONY CORP COM 513847103 1,104 25,700 X 25,700
LANDAUER INC COM 51476K103 524 10,100 X 10,100
LANDSTAR SYS INC COM 515098101 329 10,900 X 10,900
LAUDER ESTEE COS INC CL A 518439104 2,988 76,369 X 76,369
LAUREATE EDUCATION INC COM 518613104 800 16,719 X 16,719
LEAR CORP COM 521865105 2,732 75,086 X 75,086
LEE ENTERPRISES INC COM 523768109 2,514 62,700 X 62,700
LEGG MASON INC COM 524901105 9,100 87,410 X 87,410
LEGGETT & PLATT INC COM 524660107 1,675 63,030 X 63,030
LEHMAN BROS HLDGS INC COM 524908100 21,313 214,672 X 214,672
LENNAR CORP CL A 526057104 1,659 26,147 X 26,147
LENNOX INTL INC COM 526107107 203 9,600 X 9,600
LEUCADIA NATL CORP COM 527288104 2,269 58,730 X 58,730
LEXMARK INTL NEW CL A 529771107 8,077 124,587 X 124,587
LIBERTY CORP S C COM 530370105 797 21,660 X 21,660
LIBERTY MEDIA CORP NEW COM SER A 530718105 10,546 1,034,974 X 1,034,974
LIBERTY PPTY TR SH BEN INT 531172104 239 5,396 X 5,396
LIFE TIME FITNESS INC COM 53217R207 292 8,900 X 8,900
LIFEPOINT HOSPITALS INC COM 53219L109 1,643 32,500 X 32,500
LILLY ELI & CO COM 532457108 39,637 711,490 X 711,490
LIMITED BRANDS INC COM 532716107 5,585 260,722 X 260,722
LIN TV CORP CL A 532774106 278 20,000 X 20,000
LINCARE HLDGS INC COM 532791100 3,065 74,939 X 74,939
LINCOLN ELEC HLDGS INC COM 533900106 235 7,100 X 7,100
LINCOLN NATL CORP IND COM 534187109 3,716 79,209 X 79,209
LINEAR TECHNOLOGY CORP COM 535678106 10,330 281,540 X 281,540
LIZ CLAIBORNE INC COM 539320101 5,062 127,312 X 127,312
LOCKHEED MARTIN CORP COM 539830109 14,826 228,553 X 228,553
LOEWS CORP COM 540424108 14,905 192,323 X 192,323
LOEWS CORP CAROLNA GP STK 540424207 292 8,749 X 8,749
LONGS DRUG STORES CORP COM 543162101 439 10,200 X 10,200
LOUISIANA PAC CORP COM 546347105 1,376 55,973 X 55,973
LOWES COS INC COM 548661107 36,880 633,451 X 633,451
LSI LOGIC CORP COM 502161102 1,117 131,525 X 131,525
LUBRIZOL CORP COM 549271104 1,003 23,884 X 23,884
LUCENT TECHNOLOGIES INC COM 549463107 6,505 2,235,520 X 2,235,520
LUMINENT MTG CAP INC COM 550278303 310 28,700 X 28,700
LYONDELL CHEMICAL CO COM 552078107 1,746 66,103 X 66,103
M & T BK CORP COM 55261F104 5,675 53,965 X 53,965
M D C HLDGS INC COM 552676108 2,483 30,188 X 30,188
MACERICH CO COM 554382101 402 5,989 X 5,989
MACROMEDIA INC COM 556100105 947 24,782 X 24,782
MAKITA CORP ADR NEW 560877300 1,350 69,100 X 69,100
MANOR CARE INC NEW COM 564055101 1,466 36,910 X 36,910
MANPOWER INC COM 56418H100 944 23,729 X 23,729
MANULIFE FINL CORP COM 56501R106 1,237 25,874 X 25,874
MARATHON OIL CORP COM 565849106 16,678 312,489 X 312,489
MARINEMAX INC COM 567908108 244 7,800 X 7,800
MARKEL CORP COM 570535104 393 1,160 X 1,160
MARRIOTT INTL INC NEW CL A 571903202 9,966 146,093 X 146,093
MARSH & MCLENNAN COS INC COM 571748102 5,858 211,479 X 211,479
MARSHALL & ILSLEY CORP COM 571834100 4,488 100,957 X 100,957
MARTIN MARIETTA MATLS INC COM 573284106 524 7,588 X 7,588
MARVEL ENTERPRISES INC COM 57383M108 633 32,111 X 32,111
MARVELL TECHNOLOGY GROUP
LTD ORD G5876H105 2,274 59,900 X 59,900
MASCO CORP COM 574599106 9,294 292,637 X 292,637
MASSEY ENERGY CORP COM 576206106 539 14,300 X 14,300
MATTEL INC COM 577081102 3,012 164,567 X 164,567
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
MAX RE CAPITAL LTD
HAMILTON SHS G6052F103 222 9,700 X 9,700
MAXIM INTEGRATED PRODS
INC COM 57772K101 14,854 388,665 X 388,665
MAXIMUS INC COM 577933104 233 6,600 X 6,600
MAY DEPT STORES CO COM 577778103 3,904 97,217 X 97,217
MAYTAG CORP COM 578592107 298 19,060 X 19,060
MBIA INC COM 55262C100 8,747 147,482 X 147,482
MBNA CORP COM 55262L100 17,300 661,319 X 661,319
MCAFEE INC COM 579064106 1,038 39,631 X 39,631
MCCLATCHY CO CL A 579489105 1,492 22,799 X 22,799
MCCORMICK & CO INC COM NON VTG 579780206 2,237 68,438 X 68,438
MCDONALDS CORP COM 580135101 27,712 998,630 X 998,630
MCG CAPITAL CORP COM 58047P107 220 12,900 X 12,900
MCGRAW HILL COS INC COM 580645109 12,496 282,386 X 282,386
MCKESSON CORP COM 58155Q103 6,756 150,838 X 150,838
MDU RES GROUP INC COM 552690109 1,148 40,751 X 40,751
MEADWESTVACO CORP COM 583334107 2,617 93,348 X 93,348
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 13,065 244,852 X 244,852
MEDIA GEN INC CL A 584404107 3,698 57,100 X 57,100
MEDIMMUNE INC COM 584699102 2,801 104,839 X 104,839
MEDTRONIC INC COM 585055106 35,183 679,333 X 679,333
MELLON FINL CORP COM 58551A108 3,792 132,189 X 132,189
MEMC ELECTR MATLS INC COM 552715104 448 28,437 X 28,437
MENS WEARHOUSE INC COM 587118100 303 8,800 X 8,800
MERCANTILE BANKSHARES
CORP COM 587405101 256 4,967 X 4,967
MERCK & CO INC COM 589331107 56,653 1,839,390 X 1,839,390
MERCURY INTERACTIVE CORP COM 589405109 2,423 63,159 X 63,159
MEREDITH CORP COM 589433101 1,208 24,614 X 24,614
MERISTAR HOSPITALITY CORP COM 58984Y103 108 12,500 X 12,500
MERRILL LYNCH & CO INC COM 590188108 30,081 546,820 X 546,820
METLIFE INC COM 59156R108 15,995 355,910 X 355,910
METTLER TOLEDO
INTERNATIONAL COM 592688105 311 6,671 X 6,671
MFA MTG INVTS INC COM 55272X102 130 17,500 X 17,500
MGI PHARMA INC COM 552880106 718 33,000 X 33,000
MGIC INVT CORP WIS COM 552848103 3,714 56,951 X 56,951
MGM MIRAGE COM 552953101 1,203 30,400 X 30,400
MICHAELS STORES INC COM 594087108 3,691 89,208 X 89,208
MICROCHIP TECHNOLOGY INC COM 595017104 1,354 45,712 X 45,712
MICRON TECHNOLOGY INC COM 595112103 2,194 214,891 X 214,891
MICROS SYS INC COM 594901100 385 8,600 X 8,600
MICROSEMI CORP COM 595137100 350 18,600 X 18,600
MICROSOFT CORP COM 594918104 193,970 7,808,784 X 7,808,784
MILLEA HOLDINGS INC ADR 60032R106 345 5,100 X 5,100
MILLENNIUM
PHARMACEUTICALS I COM 599902103 347 37,408 X 37,408
MILLER HERMAN INC COM 600544100 394 12,788 X 12,788
MILLIPORE CORP COM 601073109 1,192 21,015 X 21,015
MILLS CORP COM 601148109 2,090 34,386 X 34,386
MINE SAFETY APPLIANCES CO COM 602720104 273 5,900 X 5,900
MODINE MFG CO COM 607828100 2,015 61,900 X 61,900
MOHAWK INDS INC COM 608190104 3,304 40,054 X 40,054
MOLEX INC COM 608554101 1,473 56,550 X 56,550
MOLSON COORS BREWING CO CL B 60871R209 2,095 33,786 X 33,786
MONACO COACH CORP COM 60886R103 182 10,600 X 10,600
MONSANTO CO NEW COM 61166W101 17,305 275,248 X 275,248
MONSTER WORLDWIDE INC COM 611742107 1,355 47,256 X 47,256
MOODYS CORP COM 615369105 10,510 233,754 X 233,754
MOOG INC CL A 615394202 213 6,775 X 6,775
MORGAN STANLEY COM NEW 617446448 29,066 553,950 X 553,950
MORNINGSTAR INC COM 617700109 338 12,000 X 12,000
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
MOTOROLA INC COM 620076109 34,386 1,883,137 X 1,883,137
MPS GROUP INC COM 553409103 380 40,300 X 40,300
MSC INDL DIRECT INC CL A 553530106 1,565 46,372 X 46,372
MURPHY OIL CORP COM 626717102 5,808 111,200 X 111,200
MYLAN LABS INC COM 628530107 2,671 138,803 X 138,803
NABORS INDUSTRIES LTD SHS G6359F103 2,724 44,943 X 44,943
NALCO HOLDING COMPANY COM 62985Q101 296 15,100 X 15,100
NATIONAL ATLANTIC HLDGS
CORP COM 63253Y107 388 33,500 X 33,500
NATIONAL CITY CORP COM 635405103 14,431 422,942 X 422,942
NATIONAL HEALTH INVS INC COM 63633D104 1,665 59,330 X 59,330
NATIONAL INSTRS CORP COM 636518102 211 9,953 X 9,953
NATIONAL OILWELL VARCO
INC COM 637071101 4,331 91,097 X 91,097
NATIONAL PRESTO INDS INC COM 637215104 608 13,800 X 13,800
NATIONAL SEMICONDUCTOR
CORP COM 637640103 6,367 289,031 X 289,031
NATIONWIDE FINL SVCS INC CL A 638612101 613 16,161 X 16,161
NAVIGATORS GROUP INC COM 638904102 283 8,200 X 8,200
NAVISTAR INTL CORP NEW COM 63934E108 2,736 85,489 X 85,489
NAVTEQ CORP COM 63936L100 855 23,000 X 23,000
NBTY INC COM 628782104 241 9,300 X 9,300
NCR CORP NEW COM 62886E108 7,658 218,066 X 218,066
NEIMAN MARCUS GROUP INC CL A 640204202 3,062 31,591 X 31,591
NEOPHARM INC COM 640919106 195 19,500 X 19,500
NESS TECHNOLOGIES INC COM 64104X108 189 17,800 X 17,800
NETWORK APPLIANCE INC COM 64120L104 14,475 512,018 X 512,018
NEW CENTURY FINANCIAL
CORP M COM 6435EV108 409 7,950 X 7,950
NEW YORK CMNTY BANCORP
INC COM 649445103 320 17,667 X 17,667
NEW YORK TIMES CO CL A 650111107 1,366 43,868 X 43,868
NEWELL RUBBERMAID INC COM 651229106 2,435 102,122 X 102,122
NEWFIELD EXPL CO COM 651290108 752 18,854 X 18,854
NEWMONT MINING CORP COM 651639106 8,744 224,044 X 224,044
NEWS CORP CL A 65248E104 19,313 1,193,620 X 1,193,620
NEWS CORP CL B 65248E203 691 41,000 X 41,000
NEXTEL COMMUNICATIONS INC CL A 65332V103 19,428 601,287 X 601,287
NEXTEL PARTNERS INC CL A 65333F107 1,137 45,190 X 45,190
NICOR INC COM 654086107 951 23,095 X 23,095
NII HLDGS INC CL B NEW 62913F201 2,669 41,735 X 41,735
NIKE INC CL B 654106103 21,094 243,580 X 243,580
NIKU CORP COM NEW 654113703 261 12,600 X 12,600
NISOURCE INC COM 65473P105 2,073 83,845 X 83,845
NOBLE CORPORATION SHS G65422100 2,980 48,449 X 48,449
NOBLE ENERGY INC COM 655044105 549 7,257 X 7,257
NOKIA CORP SPONSORED ADR 654902204 1,130 67,900 X 67,900
NORDSTROM INC COM 655664100 5,469 80,455 X 80,455
NORFOLK SOUTHERN CORP COM 655844108 8,020 259,032 X 259,032
NORTEL NETWORKS CORP NEW COM 656568102 2,348 899,800 X 899,800
NORTH FORK BANCORPORATION
NY COM 659424105 4,914 174,935 X 174,935
NORTHERN TR CORP COM 665859104 3,364 73,790 X 73,790
NORTHROP GRUMMAN CORP COM 666807102 16,911 306,083 X 306,083
NOVELL INC COM 670006105 769 124,031 X 124,031
NOVELLUS SYS INC COM 670008101 1,194 48,332 X 48,332
NRG ENERGY INC COM NEW 629377508 765 20,333 X 20,333
NSTAR COM 67019E107 2,844 92,232 X 92,232
NTL INC DEL COM 62940M104 793 11,587 X 11,587
NUCOR CORP COM 670346105 5,059 110,898 X 110,898
NUVEEN INVTS INC CL A 67090F106 462 12,290 X 12,290
NVIDIA CORP COM 67066G104 2,700 101,037 X 101,037
NVR INC COM 62944T105 833 1,029 X 1,029
O REILLY AUTOMOTIVE INC COM 686091109 1,525 51,114 X 51,114
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
OCCIDENTAL PETE CORP DEL COM 674599105 37,411 486,305 X 486,305
ODYSSEY RE HLDGS CORP COM 67612W108 215 8,700 X 8,700
OFFICE DEPOT INC COM 676220106 2,126 93,061 X 93,061
OFFICEMAX INC DEL COM 67622P101 1,896 63,678 X 63,678
OGE ENERGY CORP COM 670837103 644 22,266 X 22,266
OLD REP INTL CORP COM 680223104 1,266 50,071 X 50,071
OMNICARE INC COM 681904108 1,314 30,979 X 30,979
OMNICOM GROUP INC COM 681919106 16,308 204,205 X 204,205
OMNIVISION TECHNOLOGIES
INC COM 682128103 148 10,900 X 10,900
OMNOVA SOLUTIONS INC COM 682129101 536 115,000 X 115,000
ONEOK INC NEW COM 682680103 857 26,236 X 26,236
OPTIONSXPRESS HLDGS INC COM 684010101 184 12,100 X 12,100
ORACLE CORP COM 68389X105 43,191 3,272,034 X 3,272,034
ORASURE TECHNOLOGIES INC COM 68554V108 230 23,000 X 23,000
OSHKOSH TRUCK CORP COM 688239201 2,639 33,712 X 33,712
OSI PHARMACEUTICALS INC COM 671040103 378 9,240 X 9,240
OUTBACK STEAKHOUSE INC COM 689899102 1,963 43,400 X 43,400
OVERSEAS SHIPHOLDING
GROUP I COM 690368105 2,505 42,000 X 42,000
OWENS ILL INC COM NEW 690768403 515 20,570 X 20,570
PACCAR INC COM 693718108 7,893 116,073 X 116,073
PACIFICARE HEALTH SYS DEL COM 695112102 1,548 21,660 X 21,660
PACTIV CORP COM 695257105 1,195 55,362 X 55,362
PALL CORP COM 696429307 1,162 38,264 X 38,264
PANERA BREAD CO CL A 69840W108 304 4,900 X 4,900
PARAMETRIC TECHNOLOGY
CORP COM 699173100 412 64,561 X 64,561
PARKER HANNIFIN CORP COM 701094104 2,845 45,874 X 45,874
PARTNERRE LTD COM G6852T105 857 13,300 X 13,300
PATTERSON COMPANIES INC COM 703395103 4,365 96,856 X 96,856
PATTERSON UTI ENERGY INC COM 703481101 1,701 61,112 X 61,112
PAYCHEX INC COM 704326107 7,434 228,560 X 228,560
PEABODY ENERGY CORP COM 704549104 2,342 45,000 X 45,000
PENN NATL GAMING INC COM 707569109 989 27,100 X 27,100
PENNEY J C INC COM 708160106 8,804 167,438 X 167,438
PENTAIR INC COM 709631105 1,777 41,499 X 41,499
PEOPLES BK BRIDGEPORT
CONN COM 710198102 324 10,700 X 10,700
PEOPLES ENERGY CORP COM 711030106 604 13,896 X 13,896
PEPCO HOLDINGS INC COM 713291102 281 11,755 X 11,755
PEPSI BOTTLING GROUP INC COM 713409100 3,242 113,332 X 113,332
PEPSIAMERICAS INC COM 71343P200 3,233 126,011 X 126,011
PEPSICO INC COM 713448108 63,225 1,172,345 X 1,172,345
PERFORMANCE FOOD GROUP CO COM 713755106 317 10,500 X 10,500
PERKINELMER INC COM 714046109 2,456 129,951 X 129,951
PEROT SYS CORP CL A 714265105 209 14,700 X 14,700
PETROLEO BRASILEIRO SA
PETRO SPONSORED ADR 71654V408 1,637 31,400 X 31,400
PETSMART INC COM 716768106 788 25,955 X 25,955
PFIZER INC COM 717081103 147,599 5,351,677 X 5,351,677
PG&E CORP COM 69331C108 10,627 283,076 X 283,076
PHARMACEUTICAL PROD DEV
INC COM 717124101 2,293 48,926 X 48,926
PHELPS DODGE CORP COM 717265102 5,344 57,778 X 57,778
PHH CORP COM NEW 693320202 337 13,115 X 13,115
PHILADELPHIA CONS HLDG
CORP COM 717528103 229 2,700 X 2,700
PILGRIMS PRIDE CORP COM 721467108 1,197 35,073 X 35,073
PINNACLE WEST CAP CORP COM 723484101 5,399 121,466 X 121,466
PIONEER NAT RES CO COM 723787107 427 10,144 X 10,144
PITNEY BOWES INC COM 724479100 6,447 148,040 X 148,040
PIXAR COM 725811103 8,868 177,182 X 177,182
PLAINS EXPL& PRODTN CO COM 726505100 558 15,700 X 15,700
PLANTRONICS INC NEW COM 727493108 705 19,400 X 19,400
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
PLATINUM UNDERWRITER
HLDGS L COM G7127P100 487 15,300 X 15,300
PLUM CREEK TIMBER CO INC COM 729251108 2,035 56,074 X 56,074
PMC-SIERRA INC COM 69344F106 401 42,946 X 42,946
PMI GROUP INC COM 69344M101 2,812 72,130 X 72,130
PNC FINL SVCS GROUP INC COM 693475105 6,369 116,941 X 116,941
POGO PRODUCING CO COM 730448107 397 7,641 X 7,641
POLARIS INDS INC COM 731068102 1,442 26,701 X 26,701
POLO RALPH LAUREN CORP CL A 731572103 3,216 74,593 X 74,593
POPULAR INC COM 733174106 2,264 89,892 X 89,892
POSCO SPONSORED ADR 693483109 989 22,500 X 22,500
PPG INDS INC COM 693506107 7,361 117,282 X 117,282
PPL CORP COM 69351T106 7,437 125,251 X 125,251
PRAXAIR INC COM 74005P104 10,004 214,672 X 214,672
PRECISION CASTPARTS CORP COM 740189105 8,629 110,773 X 110,773
PREMCOR INC COM 74045Q104 367 4,946 X 4,946
PRICE T ROWE GROUP INC COM 74144T108 4,264 68,110 X 68,110
PRIDE INTL INC DEL COM 74153Q102 511 19,894 X 19,894
PRIMUS GUARANTY LTD SHS G72457107 207 14,300 X 14,300
PRINCIPAL FINANCIAL GROUP
IN COM 74251V102 3,821 91,195 X 91,195
PROCTER & GAMBLE CO COM 742718109 109,390 2,073,749 X 2,073,749
PROGRESS ENERGY INC COM 743263105 3,657 80,827 X 80,827
PROGRESSIVE CORP OHIO COM 743315103 22,319 225,876 X 225,876
PROLOGIS SH BEN INT 743410102 2,213 54,992 X 54,992
PROQUEST COMPANY COM 74346P102 203 6,200 X 6,200
PROTECTIVE LIFE CORP COM 743674103 2,192 51,908 X 51,908
PROTEIN DESIGN LABS INC COM 74369L103 685 33,884 X 33,884
PROVIDIAN FINL CORP COM 74406A102 2,160 122,514 X 122,514
PRUDENTIAL FINL INC COM 744320102 19,434 295,987 X 295,987
PUBLIC STORAGE INC COM 74460D109 2,741 43,334 X 43,334
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 6,574 108,082 X 108,082
PULTE HOMES INC COM 745867101 8,999 106,811 X 106,811
QLOGIC CORP COM 747277101 1,937 62,749 X 62,749
QUALCOMM INC COM 747525103 53,302 1,614,728 X 1,614,728
QUANTA CAPITAL HLDGS LTD SHS G7313F106 1,093 175,500 X 175,500
QUEST DIAGNOSTICS INC COM 74834L100 7,907 148,430 X 148,430
QUEST SOFTWARE INC COM 74834T103 379 27,800 X 27,800
QUESTAR CORP COM 748356102 5,598 84,944 X 84,944
QUICKSILVER RESOURCES INC COM 74837R104 428 6,700 X 6,700
QUIKSILVER INC COM 74838C106 342 21,400 X 21,400
QWEST COMMUNICATIONS INTL
IN COM 749121109 2,473 666,649 X 666,649
R H DONNELLEY CORP COM NEW 74955W307 298 4,800 X 4,800
RADIAN GROUP INC COM 750236101 6,962 147,432 X 147,432
RADIOSHACK CORP COM 750438103 1,572 67,858 X 67,858
RANGE RES CORP COM 75281A109 707 26,300 X 26,300
RAYONIER INC COM 754907103 483 9,116 X 9,116
RAYTHEON CO COM NEW 755111507 7,910 202,196 X 202,196
READERS DIGEST ASSN INC COM 755267101 642 38,900 X 38,900
REALTY INCOME CORP COM 756109104 666 26,600 X 26,600
RED HAT INC COM 756577102 697 53,220 X 53,220
REEBOK INTL LTD COM 758110100 2,951 70,543 X 70,543
REGENCY CTRS CORP COM 758849103 233 4,067 X 4,067
REGIONS FINANCIAL CORP
NEW COM 7591EP100 5,019 148,151 X 148,151
REGIS CORP MINN COM 758932107 387 9,900 X 9,900
REINSURANCE GROUP AMER
INC COM 759351109 539 11,588 X 11,588
RELIANT ENERGY INC COM 75952B105 585 47,235 X 47,235
RENAL CARE GROUP INC COM 759930100 6,053 131,295 X 131,295
RENT A CTR INC NEW COM 76009N100 419 17,974 X 17,974
REPUBLIC SVCS INC COM 760759100 1,383 38,414 X 38,414
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
RESMED INC COM 761152107 421 6,386 X 6,386
RESOURCES CONNECTION INC COM 76122Q105 481 20,700 X 20,700
RESPIRONICS INC COM 761230101 719 19,898 X 19,898
REYNOLDS & REYNOLDS CO CL A 761695105 1,710 63,271 X 63,271
REYNOLDS AMERICAN INC COM 761713106 6,664 84,563 X 84,563
RITE AID CORP COM 767754104 136 32,575 X 32,575
ROBERT HALF INTL INC COM 770323103 2,118 84,837 X 84,837
ROCKWELL AUTOMATION INC COM 773903109 6,779 139,172 X 139,172
ROCKWELL COLLINS INC COM 774341101 4,281 89,778 X 89,778
ROHM & HAAS CO COM 775371107 3,294 71,082 X 71,082
ROPER INDS INC NEW COM 776696106 505 7,070 X 7,070
ROSS STORES INC COM 778296103 2,179 75,368 X 75,368
ROWAN COS INC COM 779382100 1,329 44,742 X 44,742
ROYAL CARIBBEAN CRUISES
LTD COM V7780T103 1,552 32,100 X 32,100
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1,343 20,700 X 20,700
RYDER SYS INC COM 783549108 874 23,872 X 23,872
RYLAND GROUP INC COM 783764103 555 7,316 X 7,316
SABRE HLDGS CORP CL A 785905100 1,459 73,119 X 73,119
SAFECO CORP COM 786429100 2,057 37,847 X 37,847
SAFEWAY INC COM NEW 786514208 5,807 257,061 X 257,061
SALESFORCE COM INC COM 79466L302 252 12,300 X 12,300
SANDISK CORP COM 80004C101 2,254 94,975 X 94,975
SANMINA SCI CORP COM 800907107 1,331 243,316 X 243,316
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 844 19,500 X 19,500
SAPIENT CORP COM 803062108 206 26,000 X 26,000
SARA LEE CORP COM 803111103 11,046 557,582 X 557,582
SAXON CAP INC NEW COM 80556T106 174 10,200 X 10,200
SBC COMMUNICATIONS INC COM 78387G103 50,606 2,130,762 X 2,130,762
SCANA CORP NEW COM 80589M102 3,636 85,124 X 85,124
SCANSOURCE INC COM 806037107 210 4,900 X 4,900
SCHEIN HENRY INC COM 806407102 1,921 46,270 X 46,270
SCHERING PLOUGH CORP COM 806605101 17,412 913,515 X 913,515
SCHLUMBERGER LTD COM 806857108 10,887 143,362 X 143,362
SCHWAB CHARLES CORP NEW COM 808513105 6,452 571,958 X 571,958
SCIENTIFIC ATLANTA INC COM 808655104 4,573 137,461 X 137,461
SCIENTIFIC GAMES CORP CL A 80874P109 294 10,900 X 10,900
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 1,178 33,100 X 33,100
SCOTTISH RE GROUP LTD ORD G7885T104 1,799 74,200 X 74,200
SCOTTS MIRACLE GRO CO CL A 810186106 217 3,054 X 3,054
SCP POOL CORP COM 784028102 333 9,500 X 9,500
SCRIPPS E W CO OHIO CL A 811054204 7,344 150,500 X 150,500
SEALED AIR CORP NEW COM 81211K100 1,938 38,926 X 38,926
SEARS HLDGS CORP COM 812350106 10,256 68,431 X 68,431
SEI INVESTMENTS CO COM 784117103 1,390 37,207 X 37,207
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,383 82,700 X 82,700
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,057 90,400 X 90,400
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,967 60,000 X 60,000
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,338 147,200 X 147,200
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 4,148 141,200 X 141,200
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 796 25,200 X 25,200
SEMPRA ENERGY COM 816851109 6,308 152,711 X 152,711
SEMTECH CORP COM 816850101 423 25,400 X 25,400
SENSIENT TECHNOLOGIES
CORP COM 81725T100 1,443 70,000 X 70,000
SEPRACOR INC COM 817315104 6,795 113,238 X 113,238
SEQUA CORPORATION CL A 817320104 662 10,000 X 10,000
SEROLOGICALS CORP COM 817523103 293 13,800 X 13,800
SERVICE CORP INTL COM 817565104 324 40,410 X 40,410
SERVICEMASTER CO COM 81760N109 527 39,317 X 39,317
17
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- -------------- --------- --------- ---------------------- ---------- ---------- -------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
SFBC INTL INC COM 784121105 313 8,100 X 8,100
SHAW GROUP INC COM 820280105 512 23,800 X 23,800
SHERWIN WILLIAMS CO COM 824348106 11,839 251,402 X 251,402
SHIRE PHARMACEUTICALS GRP
PL SPONSORED ADR 82481R106 1,338 40,800 X 40,800
SIEBEL SYS INC COM 826170102 1,428 160,405 X 160,405
SIERRA HEALTH SVCS INC COM 826322109 1,136 15,900 X 15,900
SIERRA PAC RES NEW COM 826428104 1,082 86,900 X 86,900
SIGMA ALDRICH CORP COM 826552101 3,325 59,331 X 59,331
SILGAN HOLDINGS INC COM 827048109 259 4,600 X 4,600
SIMON PPTY GROUP INC NEW COM 828806109 7,971 109,956 X 109,956
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 264 4,254 X 4,254
SIMPSON MANUFACTURING CO
INC COM 829073105 220 7,200 X 7,200
SINCLAIR BROADCAST GROUP
INC CL A 829226109 636 70,000 X 70,000
SIRIUS SATELLITE RADIO
INC COM 82966U103 1,551 239,400 X 239,400
SIX FLAGS INC COM 83001P109 186 40,000 X 40,000
SL GREEN RLTY CORP COM 78440X101 202 3,133 X 3,133
SLM CORP COM 78442P106 12,149 239,154 X 239,154
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 301 6,100 X 6,100
SMITH INTL INC COM 832110100 3,285 51,575 X 51,575
SMITHFIELD FOODS INC COM 832248108 1,789 65,608 X 65,608
SMUCKER J M CO COM NEW 832696405 209 4,458 X 4,458
SMURFIT-STONE CONTAINER
CORP COM 832727101 162 15,908 X 15,908
SNAP ON INC COM 833034101 591 17,222 X 17,222
SOLECTRON CORP COM 834182107 1,582 417,550 X 417,550
SONIC CORP COM 835451105 412 13,500 X 13,500
SONOCO PRODS CO COM 835495102 229 8,659 X 8,659
SOUTHERN CO COM 842587107 12,334 355,763 X 355,763
SOUTHERN PERU COPPER CORP COM 843611104 320 7,467 X 7,467
SOUTHWEST AIRLS CO COM 844741108 4,783 343,342 X 343,342
SOUTHWEST GAS CORP COM 844895102 390 15,300 X 15,300
SOUTHWESTERN ENERGY CO COM 845467109 615 13,100 X 13,100
SOVEREIGN BANCORP INC COM 845905108 2,447 109,519 X 109,519
SPDR TR UNIT SER 1 78462F103 4,469 37,500 X 37,500
SPECIALTY UNDERWRITERS
ALLIA COM 84751T309 233 25,600 X 25,600
SPECTRASITE INC COM 84761M104 625 8,396 X 8,396
SPECTRUM BRANDS INC COM 84762L105 238 7,200 X 7,200
SPIRIT FIN CORP COM 848568309 170 14,500 X 14,500
SPRINT CORP COM FON 852061100 23,014 917,267 X 917,267
SPX CORP COM 784635104 305 6,625 X 6,625
ST JOE CO COM 790148100 3,367 41,289 X 41,289
ST JUDE MED INC COM 790849103 16,869 386,826 X 386,826
ST PAUL TRAVELERS INC COM 792860108 12,460 315,192 X 315,192
STANCORP FINL GROUP INC COM 852891100 1,552 20,270 X 20,270
STANDARD PAC CORP NEW COM 85375C101 234 2,661 X 2,661
STANLEY WKS COM 854616109 4,237 93,031 X 93,031
STAPLES INC COM 855030102 9,284 435,922 X 435,922
STARBUCKS CORP COM 855244109 21,343 413,153 X 413,153
STARWOOD HOTELS&RESORTS
WRLD PAIRED CTF 85590A203 12,479 213,067 X 213,067
STATE STR CORP COM 857477103 5,334 110,551 X 110,551
STATION CASINOS INC COM 857689103 2,210 33,283 X 33,283
STERICYCLE INC COM 858912108 1,359 27,002 X 27,002
STERIS CORP COM 859152100 732 28,400 X 28,400
STONE ENERGY CORP COM 861642106 259 5,300 X 5,300
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1,148 31,646 X 31,646
STRAYER ED INC COM 863236105 242 2,800 X 2,800
STRYKER CORP COM 863667101 10,105 212,461 X 212,461
STUDENT LN CORP COM 863902102 637 2,900 X 2,900
SUN MICROSYSTEMS INC COM 866810104 5,689 1,525,245 X 1,525,245
18
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- -------------- --------- --------- ---------------------- ---------- ---------- -------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
SUNGARD DATA SYS INC COM 867363103 4,419 125,646 X 125,646
SUNOCO INC COM 86764P109 11,945 105,076 X 105,076
SUNTERRA CORP COM NEW 86787D208 284 17,500 X 17,500
SUNTRUST BKS INC COM 867914103 14,844 205,482 X 205,482
SUPERVALU INC COM 868536103 2,791 85,574 X 85,574
SWIFT ENERGY CO COM 870738101 294 8,200 X 8,200
SYBASE INC COM 871130100 193 10,503 X 10,503
SYBRON DENTAL SPECIALTIES
IN COM 871142105 602 16,000 X 16,000
SYMANTEC CORP COM 871503108 11,575 532,446 X 532,446
SYMBOL TECHNOLOGIES INC COM 871508107 959 97,185 X 97,185
SYNOPSYS INC COM 871607107 753 45,145 X 45,145
SYNOVUS FINL CORP COM 87161C105 3,708 129,341 X 129,341
SYSCO CORP COM 871829107 18,482 510,700 X 510,700
TAKE-TWO INTERACTIVE
SOFTWAR COM 874054109 295 11,600 X 11,600
TALBOTS INC COM 874161102 442 13,600 X 13,600
TARGET CORP COM 87612E106 45,797 841,705 X 841,705
TCF FINL CORP COM 872275102 1,316 50,850 X 50,850
TD BANKNORTH INC COM 87235A101 621 20,826 X 20,826
TECH DATA CORP COM 878237106 598 16,352 X 16,352
TECHNE CORP COM 878377100 321 7,000 X 7,000
TECHNITROL INC COM 878555101 185 13,100 X 13,100
TECO ENERGY INC COM 872375100 1,163 61,503 X 61,503
TEKTRONIX INC COM 879131100 680 29,225 X 29,225
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 588 35,300 X 35,300
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 729 26,700 X 26,700
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 727 38,500 X 38,500
TELEPHONE & DATA SYS INC COM 879433100 4,862 119,141 X 119,141
TELEPHONE & DATA SYS INC SPL COM 879433860 1,009 26,309 X 26,309
TELEWEST GLOBAL INC COM 87956T107 349 15,300 X 15,300
TELLABS INC COM 879664100 1,187 136,466 X 136,466
TEMPLE INLAND INC COM 879868107 2,383 64,150 X 64,150
TEMPUR PEDIC INTL INC COM 88023U101 435 19,600 X 19,600
TENET HEALTHCARE CORP COM 88033G100 2,095 171,130 X 171,130
TERADYNE INC COM 880770102 885 73,913 X 73,913
TEREX CORP NEW COM 880779103 469 11,900 X 11,900
TESORO CORP COM 881609101 484 10,400 X 10,400
TEXAS INSTRS INC COM 882508104 32,139 1,144,974 X 1,144,974
TEXTRON INC COM 883203101 9,095 119,904 X 119,904
THERMO ELECTRON CORP COM 883556102 1,956 72,808 X 72,808
THOMAS & BETTS CORP COM 884315102 3,462 122,600 X 122,600
THOMAS INDS INC COM 884425109 2,006 50,200 X 50,200
TIDEWATER INC COM 886423102 241 6,322 X 6,322
TIFFANY & CO NEW COM 886547108 1,645 50,215 X 50,215
TIMBERLAND CO CL A 887100105 1,445 37,316 X 37,316
TIME WARNER INC COM 887317105 53,739 3,215,973 X 3,215,973
TIMKEN CO COM 887389104 222 9,632 X 9,632
TITAN CORP COM 888266103 350 15,400 X 15,400
TJX COS INC NEW COM 872540109 8,525 350,121 X 350,121
TOLL BROTHERS INC COM 889478103 964 9,492 X 9,492
TORCHMARK CORP COM 891027104 10,208 195,551 X 195,551
TORO CO COM 891092108 3,633 94,100 X 94,100
TORONTO DOMINION BK ONT COM NEW 891160509 394 8,827 X 8,827
TOTAL SYS SVCS INC COM 891906109 217 8,997 X 8,997
TOYS R US INC COM 892335100 1,701 64,254 X 64,254
TRANSKARYOTIC THERAPIES
INC COM 893735100 432 11,800 X 11,800
TRANSOCEAN INC ORD G90078109 5,858 108,537 X 108,537
TRIAD HOSPITALS INC COM 89579K109 2,888 52,863 X 52,863
TRIBUNE CO NEW COM 896047107 5,855 166,437 X 166,437
19
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
TRIMBLE NAVIGATION LTD COM 896239100 374 9,600 X 9,600
TTM TECHNOLOGIES INC COM 87305R109 171 22,500 X 22,500
TXU CORP COM 873168108 15,600 187,749 X 187,749
TYCO INTL LTD NEW COM 902124106 30,890 1,057,876 X 1,057,876
TYSON FOODS INC CL A 902494103 1,848 103,847 X 103,847
U S G CORP COM NEW 903293405 213 5,000 X 5,000
UAP HLDG CORP COM 903441103 261 15,700 X 15,700
UGI CORP NEW COM 902681105 2,736 98,070 X 98,070
ULTRA PETROLEUM CORP COM 903914109 376 12,400 X 12,400
UNILEVER N V N Y SHS NEW 904784709 791 12,200 X 12,200
UNION PAC CORP COM 907818108 9,685 149,457 X 149,457
UNIONBANCAL CORP COM 908906100 5,563 83,134 X 83,134
UNISYS CORP COM 909214108 648 102,401 X 102,401
UNIT CORP COM 909218109 409 9,300 X 9,300
UNITED DOMINION REALTY TR
IN COM 910197102 373 15,493 X 15,493
UNITED ONLINE INC COM 911268100 445 41,000 X 41,000
UNITED PARCEL SERVICE INC CL B 911312106 41,352 597,918 X 597,918
UNITED STATES CELLULAR
CORP COM 911684108 3,012 60,313 X 60,313
UNITED STATES STL CORP
NEW COM 912909108 2,108 61,319 X 61,319
UNITED SURGICAL PARTNERS
INT COM 913016309 214 4,100 X 4,100
UNITED TECHNOLOGIES CORP COM 913017109 46,357 902,760 X 902,760
UNITEDHEALTH GROUP INC COM 91324P102 63,700 1,221,712 X 1,221,712
UNITRIN INC COM 913275103 290 5,910 X 5,910
UNIVERSAL CORP VA COM 913456109 1,068 24,400 X 24,400
UNIVERSAL HLTH SVCS INC CL B 913903100 1,921 30,892 X 30,892
UNIVISION COMMUNICATIONS
INC CL A 914906102 2,624 95,241 X 95,241
UNOCAL CORP COM 915289102 5,599 86,073 X 86,073
UNUMPROVIDENT CORP COM 91529Y106 2,940 160,469 X 160,469
URBAN OUTFITTERS INC COM 917047102 7,198 126,966 X 126,966
URS CORP NEW COM 903236107 288 7,700 X 7,700
US BANCORP DEL COM NEW 902973304 27,855 953,932 X 953,932
UST INC COM 902911106 11,268 246,775 X 246,775
UTI WORLDWIDE INC ORD G87210103 376 5,400 X 5,400
UTSTARCOM INC COM 918076100 132 17,600 X 17,600
V F CORP COM 918204108 5,680 99,263 X 99,263
VALEANT PHARMACEUTICALS
INTL COM 91911X104 314 17,800 X 17,800
VALERO ENERGY CORP NEW COM 91913Y100 21,833 275,986 X 275,986
VALSPAR CORP COM 920355104 665 13,763 X 13,763
VARIAN MED SYS INC COM 92220P105 1,511 40,468 X 40,468
VCA ANTECH INC COM 918194101 964 39,744 X 39,744
VENTAS INC COM 92276F100 935 30,952 X 30,952
VERISIGN INC COM 92343E102 3,095 107,616 X 107,616
VERITAS SOFTWARE CO COM 923436109 3,858 158,102 X 158,102
VERIZON COMMUNICATIONS COM 92343V104 68,095 1,970,909 X 1,970,909
VIACOM INC CL A 925524100 1,727 53,600 X 53,600
VIACOM INC CL B 925524308 25,002 780,813 X 780,813
VISHAY INTERTECHNOLOGY
INC COM 928298108 321 27,084 X 27,084
VISTEON CORP COM 92839U107 184 30,472 X 30,472
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 2,193 70,000 X 70,000
VNUS MED TECHNOLOGIES INC COM 928566108 126 10,500 X 10,500
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 627 25,800 X 25,800
VORNADO RLTY TR SH BEN INT 929042109 558 6,944 X 6,944
VULCAN MATLS CO COM 929160109 3,768 57,985 X 57,985
WACHOVIA CORP 2ND NEW COM 929903102 65,642 1,323,429 X 1,323,429
WAL MART STORES INC COM 931142103 114,877 2,383,344 X 2,383,344
WALGREEN CO COM 931422109 34,492 749,993 X 749,993
WALTER INDS INC COM 93317Q105 342 8,500 X 8,500
WARNACO GROUP INC COM NEW 934390402 207 8,900 X 8,900
20
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- -------------- --------- --------- ---------------------- ---------- ---------- -------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
WASHINGTON GROUP INTL INC COM NEW 938862208 259 5,061 X 5,061
WASHINGTON MUT INC COM 939322103 26,940 662,079 X 662,079
WASHINGTON POST CO CL B 939640108 3,422 4,098 X 4,098
WASTE MGMT INC DEL COM 94106L109 9,842 347,276 X 347,276
WATERS CORP COM 941848103 3,429 92,252 X 92,252
WATSCO INC COM 942622200 737 17,300 X 17,300
WATSON PHARMACEUTICALS
INC COM 942683103 998 33,773 X 33,773
WATTS WATER TECHNOLOGIES
INC CL A 942749102 4,653 138,950 X 138,950
WEBMD CORP COM 94769M105 552 53,706 X 53,706
WEIGHT WATCHERS INTL INC
NEW COM 948626106 875 16,945 X 16,945
WEINGARTEN RLTY INVS SH BEN INT 948741103 273 6,966 X 6,966
WELLCHOICE INC COM 949475107 370 5,333 X 5,333
WELLPOINT INC COM 94973V107 28,966 415,946 X 415,946
WELLS FARGO & CO NEW COM 949746101 60,061 975,332 X 975,332
WENDYS INTL INC COM 950590109 3,608 75,720 X 75,720
WERNER ENTERPRISES INC COM 950755108 224 11,400 X 11,400
WESCO FINL CORP COM 950817106 1,072 2,978 X 2,978
WEST CORP COM 952355105 2,661 69,295 X 69,295
WESTAMERICA
BANCORPORATION COM 957090103 507 9,600 X 9,600
WESTAR ENERGY INC COM 95709T100 1,332 55,444 X 55,444
WESTCORP INC COM 957907108 648 12,357 X 12,357
WESTERN DIGITAL CORP COM 958102105 516 38,425 X 38,425
WESTERN GAS RES INC COM 958259103 1,528 43,770 X 43,770
WESTERN WIRELESS CORP CL A 95988E204 1,306 30,877 X 30,877
WEYERHAEUSER CO COM 962166104 6,421 100,885 X 100,885
WFS FINL INC COM 92923B106 685 13,505 X 13,505
W-H ENERGY SVCS INC COM 92925E108 274 11,000 X 11,000
WHIRLPOOL CORP COM 963320106 2,498 35,624 X 35,624
WHITE MTNS INS GROUP LTD COM G9618E107 4,858 7,700 X 7,700
WHITNEY HLDG CORP COM 966612103 1,670 51,172 X 51,172
WHOLE FOODS MKT INC COM 966837106 7,052 59,657 X 59,657
WILEY JOHN & SONS INC CL A 968223206 754 18,968 X 18,968
WILLIAMS COS INC DEL COM 969457100 3,982 209,568 X 209,568
WILLIAMS SONOMA INC COM 969904101 841 21,258 X 21,258
WILLIS GROUP HOLDINGS LTD SHS G96655108 1,027 31,400 X 31,400
WILMINGTON TRUST CORP COM 971807102 909 25,239 X 25,239
WIND RIVER SYSTEMS INC COM 973149107 268 17,100 X 17,100
WINNEBAGO INDS INC COM 974637100 223 6,800 X 6,800
WISCONSIN ENERGY CORP COM 976657106 286 7,336 X 7,336
WOLVERINE WORLD WIDE INC COM 978097103 881 36,700 X 36,700
WPS RESOURCES CORP COM 92931B106 813 14,446 X 14,446
WRIGLEY WM JR CO COM 982526105 9,473 137,604 X 137,604
WYETH COM 983024100 33,086 743,503 X 743,503
WYNN RESORTS LTD COM 983134107 2,101 44,451 X 44,451
XCEL ENERGY INC COM 98389B100 2,463 126,162 X 126,162
XEROX CORP COM 984121103 5,373 389,626 X 389,626
XEROX CORP PFD CONV SER C 984121509 277 2,326 X 2,326
XILINX INC COM 983919101 6,683 262,078 X 262,078
XL CAP LTD CL A G98255105 2,440 32,786 X 32,786
XM SATELLITE RADIO HLDGS
INC CL A 983759101 9,260 275,105 X 275,105
XTO ENERGY INC COM 98385X106 9,477 278,809 X 278,809
YAHOO INC COM 984332106 43,232 1,247,672 X 1,247,672
YELLOW ROADWAY CORP COM 985577105 720 14,176 X 14,176
YORK INTL CORP NEW COM 986670107 353 9,300 X 9,300
YOUNG BROADCASTING INC CL A 987434107 129 31,000 X 31,000
YUM BRANDS INC COM 988498101 11,979 230,021 X 230,021
ZALE CORP NEW COM 988858106 276 8,700 X 8,700
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,009 45,881 X 45,881
21
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
------------------------- -------------- --------- --------- --------- ----- ------ ---------- ---------- ------ -------- ---------
ZIMMER HLDGS INC COM 98956P102 18,802 246,848 X 246,848
ZIONS BANCORPORATION COM 989701107 5,063 68,853 X 68,853
ZIPREALTY INC COM 98974V107 167 13,000 X 13,000
TOTAL 8,573,144
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