UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2006
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Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
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Address: 695 Main Street, 6th Floor
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Stamford, Connecticut 06901
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Form 13F File Number: 28-04063
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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/ WILLIAM J. RAVER Stamford, Connecticut 5/9/2006
------------------------ --------------------- -----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
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Form 13F Information Table Entry Total: 999
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Form 13F Information Table Value Total: 6,793,603
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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.]
Goldman Sachs Prime Brokerage
[Repeat as necessary.]
FORM 13F INFORMATION TABLE
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
March 31, 2006
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ACE LTD ORD G0070K103 2,606 50,106 X 50,106
ACCENTURE LTD BERMUDA CL A G1150G111 382 12,700 X 12,700
COOPER INDS LTD CL A G24182100 5,327 61,304 X 61,304
INGERSOLL-RAND COMPANY
LTD CL A G4776G101 4,492 107,489 X 107,489
MARVELL TECHNOLOGY GROUP
LTD ORD G5876H105 2,932 54,200 X 54,200
NABORS INDUSTRIES LTD SHS G6359F103 1,160 16,208 X 16,208
NOBLE CORPORATION SHS G65422100 2,381 29,353 X 29,353
OPENTV CORP CL A G67543101 246 83,700 X 83,700
ORIENT-EXPRESS HOTELS LTD CL A G67743107 200 5,100 X 5,100
TRANSOCEAN INC ORD G90078109 5,014 62,447 X 62,447
WEATHERFORD INTERNATIONAL
LT COM G95089101 1,579 34,504 X 34,504
WHITE MTNS INS GROUP LTD COM G9618E107 1,070 1,800 X 1,800
WILLIS GROUP HOLDINGS LTD SHS G96655108 428 12,500 X 12,500
XL CAP LTD CL A G98255105 1,048 16,346 X 16,346
ALCON INC COM SHS H01301102 917 8,800 X 8,800
POWERDSINE LTD SHS M41415106 558 80,800 X 80,800
RADVISION LTD ORD M81869105 230 12,900 X 12,900
KERZNER INTERNATIONAL LTD SHS P6065Y107 1,712 22,000 X 22,000
ROYAL CARIBBEAN CRUISES
LTD COM V7780T103 1,349 32,100 X 32,100
SEASPAN CORP SHS Y75638109 311 14,700 X 14,700
ACCO BRANDS CORP COM 00081T108 586 26,402 X 26,402
A D C TELECOMMUNICATIONS COM NEW 000886309 472 18,458 X 18,458
AFLAC INC COM 001055102 9,140 202,537 X 202,537
AES CORP COM 00130H105 5,080 297,746 X 297,746
AMB PROPERTY CORP COM 00163T109 296 5,445 X 5,445
AMR CORP COM 001765106 891 32,939 X 32,939
AT&T INC COM 00206R102 44,351 1,640,186 X 1,640,186
ABBOTT LABS COM 002824100 41,193 969,926 X 969,926
ABERCROMBIE & FITCH CO CL A 002896207 3,802 65,207 X 65,207
ACTIVISION INC NEW COM NEW 004930202 2,831 205,316 X 205,316
ADESA INC COM 00686U104 424 15,875 X 15,875
ADOBE SYS INC COM 00724F101 17,341 496,154 X 496,154
ADVANCE AUTO PARTS INC COM 00751Y106 5,004 120,163 X 120,163
ADVANCED MEDICAL OPTICS
INC COM 00763M108 556 11,916 X 11,916
AEROPOSTALE COM 007865108 1,077 35,700 X 35,700
ADVANCED MICRO DEVICES
INC COM 007903107 3,829 115,463 X 115,463
AETNA INC NEW COM 00817Y108 15,699 319,468 X 319,468
AFFILIATED COMPUTER
SERVICES CL A 008190100 4,334 72,645 X 72,645
AFFILIATED MANAGERS GROUP COM 008252108 656 6,152 X 6,152
AFFYMETRIX INC COM 00826T108 1,981 60,166 X 60,166
AGERE SYS INC COM 00845V308 498 33,135 X 33,135
AGILENT TECHNOLOGIES INC COM 00846U101 4,213 112,210 X 112,210
AIR PRODS & CHEMS INC COM 009158106 6,853 102,000 X 102,000
AKAMAI TECHNOLOGIES INC COM 00971T101 815 24,769 X 24,769
ALBERTO CULVER CO COM 013068101 1,714 38,757 X 38,757
ALBERTSONS INC COM 013104104 2,205 85,879 X 85,879
ALCOA INC COM 013817101 9,694 317,202 X 317,202
ALLEGHANY CORP DEL COM 017175100 3,270 11,297 X 11,297
ALLEGHENY ENERGY INC COM 017361106 2,914 86,099 X 86,099
ALLEGHENY TECHNOLOGIES
INC COM 01741R102 1,615 26,400 X 26,400
ALLERGAN INC COM 018490102 11,395 105,023 X 105,023
ALLETE INC COM NEW 018522300 1,432 30,733 X 30,733
ALLIANCE DATA SYSTEMS
CORP COM 018581108 1,421 30,380 X 30,380
ALLIANT ENERGY CORP COM 018802108 954 30,319 X 30,319
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$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ALLIANT TECHSYSTEMS INC COM 018804104 605 7,844 X 7,844
ALLIED CAP CORP NEW COM 01903Q108 1,663 54,355 X 54,355
ALLIED HEALTHCARE INTL
INC COM 01923A109 178 36,600 X 36,600
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 515 42,115 X 42,115
ALLSTATE CORP COM 020002101 25,438 488,158 X 488,158
ALLTEL CORP COM 020039103 15,762 243,430 X 243,430
ALTERA CORP COM 021441100 2,151 104,203 X 104,203
ALTRIA GROUP INC COM 02209S103 84,609 1,194,031 X 1,194,031
AMAZON COM INC COM 023135106 5,271 144,287 X 144,287
AMBAC FINL GROUP INC COM 023139108 5,305 66,647 X 66,647
AMERADA HESS CORP COM 023551104 4,933 34,642 X 34,642
AMEREN CORP COM 023608102 1,741 34,950 X 34,950
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 641 18,700 X 18,700
AMERICAN CAPITAL
STRATEGIES COM 024937104 1,512 42,997 X 42,997
AMERICAN EAGLE OUTFITTERS
NE COM 02553E106 1,657 55,501 X 55,501
AMERICAN ELEC PWR INC COM 025537101 4,655 136,829 X 136,829
AMERICAN EXPRESS CO COM 025816109 34,960 665,278 X 665,278
AMERICAN INTL GROUP INC COM 026874107 75,220 1,138,142 X 1,138,142
AMERICAN PWR CONVERSION
CORP COM 029066107 1,726 74,670 X 74,670
AMERICAN STD COS INC DEL COM 029712106 5,599 130,625 X 130,625
AMERICAN TOWER CORP CL A 029912201 6,555 216,198 X 216,198
AMERICREDIT CORP COM 03060R101 454 14,762 X 14,762
AMERISOURCEBERGEN CORP COM 03073E105 5,969 123,656 X 123,656
AMERIGROUP CORP COM 03073T102 311 14,785 X 14,785
AMERIPRISE FINL INC COM 03076C106 6,008 133,340 X 133,340
AMETEK INC NEW COM 031100100 5,875 130,677 X 130,677
AMGEN INC COM 031162100 46,454 638,540 X 638,540
AMPHENOL CORP NEW CL A 032095101 5,723 109,675 X 109,675
AMSOUTH BANCORPORATION COM 032165102 1,494 55,213 X 55,213
ANADARKO PETE CORP COM 032511107 11,246 111,336 X 111,336
ANALOG DEVICES INC COM 032654105 7,243 189,154 X 189,154
ANDREW CORP COM 034425108 721 58,722 X 58,722
ANHEUSER BUSCH COS INC COM 035229103 12,366 289,119 X 289,119
ANNTAYLOR STORES CORP COM 036115103 575 15,638 X 15,638
ANSYS INC COM 03662Q105 336 6,200 X 6,200
AON CORP COM 037389103 2,105 50,720 X 50,720
APACHE CORP COM 037411105 4,486 68,484 X 68,484
APARTMENT INVT & MGMT CO CL A 03748R101 714 15,218 X 15,218
APOLLO GROUP INC CL A 037604105 5,270 100,370 X 100,370
APOLLO INVT CORP COM 03761U106 493 27,700 X 27,700
APPLE COMPUTER INC COM 037833100 29,096 463,896 X 463,896
APPLEBEES INTL INC COM 037899101 1,362 55,491 X 55,491
APPLERA CORP COM AP BIO GRP 038020103 788 29,021 X 29,021
APPLIED MICRO CIRCUITS
CORP COM 03822W109 112 27,581 X 27,581
APPLIED MATLS INC COM 038222105 14,600 833,815 X 833,815
AQUA AMERICA INC COM 03836W103 1,751 62,925 X 62,925
ARAMARK CORP CL B 038521100 388 13,144 X 13,144
ARCH COAL INC COM 039380100 513 6,752 X 6,752
ARCHER DANIELS MIDLAND CO COM 039483102 7,222 214,623 X 214,623
ARCHSTONE SMITH TR COM 039583109 5,974 122,499 X 122,499
ARROW ELECTRS INC COM 042735100 642 19,904 X 19,904
ASHLAND INC NEW COM 044209104 773 10,877 X 10,877
ASSOCIATED BANC CORP COM 045487105 463 13,638 X 13,638
ASSURANT INC COM 04621X108 5,441 110,471 X 110,471
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ASTORIA FINL CORP COM 046265104 444 14,340 X 14,340
AUTODESK INC COM 052769106 7,205 187,039 X 187,039
AUTOLIV INC COM 052800109 1,236 21,850 X 21,850
AUTOMATIC DATA PROCESSING
IN COM 053015103 12,351 270,379 X 270,379
AUTONATION INC COM 05329W102 1,536 71,271 X 71,271
AUTOZONE INC COM 053332102 3,372 33,821 X 33,821
AVALONBAY CMNTYS INC COM 053484101 1,966 18,018 X 18,018
AVAYA INC COM 053499109 1,319 116,736 X 116,736
AVERY DENNISON CORP COM 053611109 1,490 25,480 X 25,480
AVID TECHNOLOGY INC COM 05367P100 622 14,313 X 14,313
AVNET INC COM 053807103 1,455 57,312 X 57,312
AVON PRODS INC COM 054303102 8,309 266,573 X 266,573
AZTAR CORP COM 054802103 319 7,600 X 7,600
BB&T CORP COM 054937107 3,352 85,515 X 85,515
BISYS GROUP INC COM 055472104 188 13,950 X 13,950
BJS WHOLESALE CLUB INC COM 05548J106 667 21,161 X 21,161
BJ SVCS CO COM 055482103 3,459 99,959 X 99,959
BP PLC SPONSORED ADR 055622104 7,190 104,300 X 104,300
BMC SOFTWARE INC COM 055921100 1,456 67,236 X 67,236
BAKER HUGHES INC COM 057224107 10,964 160,299 X 160,299
BALL CORP COM 058498106 3,333 76,042 X 76,042
BANK OF AMERICA
CORPORATION COM 060505104 117,460 2,579,268 X 2,579,268
BANK HAWAII CORP COM 062540109 2,762 51,817 X 51,817
BANK NEW YORK INC COM 064057102 4,823 133,810 X 133,810
BARD C R INC COM 067383109 11,237 165,719 X 165,719
BARNES & NOBLE INC COM 067774109 2,550 55,142 X 55,142
BARNES GROUP INC COM 067806109 336 8,300 X 8,300
BARR PHARMACEUTICALS INC COM 068306109 2,149 34,118 X 34,118
BAUSCH & LOMB INC COM 071707103 6,734 105,717 X 105,717
BAXTER INTL INC COM 071813109 8,658 223,097 X 223,097
BEA SYS INC COM 073325102 404 30,761 X 30,761
BEAR STEARNS COS INC COM 073902108 24,799 178,799 X 178,799
BEAZER HOMES USA INC COM 07556Q105 313 4,770 X 4,770
BECKMAN COULTER INC COM 075811109 2,622 48,046 X 48,046
BECTON DICKINSON & CO COM 075887109 16,053 260,682 X 260,682
BED BATH & BEYOND INC COM 075896100 6,352 165,405 X 165,405
BELLSOUTH CORP COM 079860102 28,367 818,667 X 818,667
BELO CORP COM SER A 080555105 982 49,409 X 49,409
BEMIS INC COM 081437105 1,443 45,708 X 45,708
BERKLEY W R CORP COM 084423102 5,982 103,025 X 103,025
BERKSHIRE HATHAWAY INC
DEL CL A 084670108 9,758 108 X 108
BEST BUY INC COM 086516101 13,266 237,183 X 237,183
BIG LOTS INC COM 089302103 149 10,678 X 10,678
BIOMET INC COM 090613100 2,585 72,779 X 72,779
BIOGEN IDEC INC COM 09062X103 3,437 72,973 X 72,973
BLACK & DECKER CORP COM 091797100 9,425 108,470 X 108,470
BLACKROCK INC CL A 09247X101 3,196 22,830 X 22,830
BLOCK H & R INC COM 093671105 2,929 135,309 X 135,309
BOEING CO COM 097023105 37,876 486,027 X 486,027
BORG WARNER INC COM 099724106 4,035 67,207 X 67,207
BOSTON BEER INC CL A 100557107 281 10,800 X 10,800
BOSTON PROPERTIES INC COM 101121101 1,452 15,566 X 15,566
BOSTON SCIENTIFIC CORP COM 101137107 5,222 226,530 X 226,530
BOWATER INC COM 102183100 364 12,300 X 12,300
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
BOYD GAMING CORP COM 103304101 387 7,750 X 7,750
BRIGGS & STRATTON CORP COM 109043109 276 7,800 X 7,800
BRINKER INTL INC COM 109641100 688 16,278 X 16,278
BRINKS CO COM 109696104 439 8,643 X 8,643
BRISTOL MYERS SQUIBB CO COM 110122108 23,523 955,833 X 955,833
BROADCOM CORP CL A 111320107 5,966 138,235 X 138,235
BROWN & BROWN INC COM 115236101 3,335 100,457 X 100,457
BROWN FORMAN CORP CL B 115637209 7,672 99,674 X 99,674
BRUNSWICK CORP COM 117043109 1,134 29,184 X 29,184
BURLINGTON NORTHN SANTA
FE C COM 12189T104 18,133 217,600 X 217,600
BURLINGTON RES INC COM 122014103 16,978 184,725 X 184,725
CBL & ASSOC PPTYS INC COM 124830100 2,885 67,967 X 67,967
CBS CORP NEW CL B 124857202 6,369 265,611 X 265,611
CBRL GROUP INC COM 12489V106 254 5,785 X 5,785
CB RICHARD ELLIS GROUP
INC CL A 12497T101 740 9,174 X 9,174
C D W CORP COM 12512N105 936 15,900 X 15,900
C H ROBINSON WORLDWIDE
INC COM NEW 12541W209 5,606 114,201 X 114,201
CIGNA CORP COM 125509109 14,364 109,969 X 109,969
CIT GROUP INC COM 125581108 8,292 154,933 X 154,933
CMS ENERGY CORP COM 125896100 451 34,833 X 34,833
CNF INC COM 12612W104 482 9,655 X 9,655
CSX CORP COM 126408103 4,214 70,468 X 70,468
CVS CORP COM 126650100 19,303 646,242 X 646,242
CA INC COM 12673P105 4,573 168,056 X 168,056
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,719 101,844 X 101,844
CABOT CORP COM 127055101 221 6,503 X 6,503
CACI INTL INC CL A 127190304 368 5,594 X 5,594
CADENCE DESIGN SYSTEM INC COM 127387108 610 32,991 X 32,991
CAMDEN PPTY TR SH BEN INT 133131102 239 3,312 X 3,312
CAMPBELL SOUP CO COM 134429109 4,023 124,162 X 124,162
CAPITAL ONE FINL CORP COM 14040H105 9,837 122,174 X 122,174
CAPITALSOURCE INC COM 14055X102 322 12,940 X 12,940
CARDINAL HEALTH INC COM 14149Y108 13,997 187,824 X 187,824
CAREER EDUCATION CORP COM 141665109 1,080 28,633 X 28,633
CAREMARK RX INC COM 141705103 7,597 154,480 X 154,480
CARLISLE COS INC COM 142339100 388 4,739 X 4,739
CARMAX INC COM 143130102 625 19,136 X 19,136
CARNIVAL CORP PAIRED CTF 143658300 4,159 87,788 X 87,788
CASUAL MALE RETAIL GRP
INC COM 148711104 683 70,100 X 70,100
CATERPILLAR INC DEL COM 149123101 30,173 420,178 X 420,178
CELGENE CORP COM 151020104 4,917 111,186 X 111,186
CENDANT CORP COM 151313103 12,076 696,022 X 696,022
CENTENE CORP DEL COM 15135B101 201 6,900 X 6,900
CENTERPOINT ENERGY INC COM 15189T107 790 66,245 X 66,245
CENTEX CORP COM 152312104 4,539 73,224 X 73,224
CENTURYTEL INC COM 156700106 2,288 58,499 X 58,499
CEPHALON INC COM 156708109 641 10,636 X 10,636
CERIDIAN CORP NEW COM 156779100 938 36,845 X 36,845
CERNER CORP COM 156782104 520 10,961 X 10,961
CHAMPION ENTERPRISES INC COM 158496109 180 12,000 X 12,000
CHARLES RIV LABS INTL INC COM 159864107 6,060 123,629 X 123,629
CHECKFREE CORP NEW COM 162813109 866 17,150 X 17,150
CHEESECAKE FACTORY INC COM 163072101 536 14,321 X 14,321
CHEMTURA CORP COM 163893100 297 25,187 X 25,187
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 2,533 80,635 X 80,635
CHEVRON CORP NEW COM 166764100 60,346 1,040,990 X 1,040,990
CHICAGO MERCANTILE HLDGS
INC CL A 167760107 13,953 31,179 X 31,179
CHICOS FAS INC COM 168615102 3,795 93,386 X 93,386
CHOICE HOTELS INTL INC COM 169905106 485 10,597 X 10,597
CHIRON CORP COM 170040109 1,410 30,771 X 30,771
CHOICEPOINT INC COM 170388102 1,305 29,153 X 29,153
CHORDIANT SOFTWARE INC COM 170404107 371 106,200 X 106,200
CHUBB CORP COM 171232101 15,142 158,660 X 158,660
CHURCH & DWIGHT INC COM 171340102 4,679 126,743 X 126,743
CIENA CORP COM 171779101 287 55,074 X 55,074
CINCINNATI FINL CORP COM 172062101 1,550 36,852 X 36,852
CINERGY CORP COM 172474108 5,174 113,951 X 113,951
CIRCUIT CITY STORE INC COM 172737108 1,357 55,446 X 55,446
CISCO SYS INC COM 17275R102 82,175 3,792,132 X 3,792,132
CINTAS CORP COM 172908105 2,321 54,453 X 54,453
CITIGROUP INC COM 172967101 131,418 2,782,513 X 2,782,513
CITIZENS COMMUNICATIONS
CO COM 17453B101 702 52,895 X 52,895
CITRIX SYS INC COM 177376100 1,973 52,063 X 52,063
CITY NATL CORP COM 178566105 597 7,774 X 7,774
CLAIRES STORES INC COM 179584107 1,038 28,576 X 28,576
CLARCOR INC COM 179895107 1,606 45,100 X 45,100
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 5,107 176,030 X 176,030
CLOROX CO DEL COM 189054109 3,674 61,379 X 61,379
COACH INC COM 189754104 12,718 367,773 X 367,773
COCA COLA CO COM 191216100 46,014 1,098,976 X 1,098,976
COCA COLA ENTERPRISES INC COM 191219104 2,041 100,333 X 100,333
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 6,944 116,722 X 116,722
COLGATE PALMOLIVE CO COM 194162103 9,319 163,205 X 163,205
COLONIAL BANCGROUP INC COM 195493309 251 10,051 X 10,051
COLUMBIA SPORTSWEAR CO COM 198516106 281 5,267 X 5,267
COMCAST CORP NEW CL A 20030N101 17,371 664,039 X 664,039
COMCAST CORP NEW CL A SPL 20030N200 1,324 50,700 X 50,700
COMERICA INC COM 200340107 6,097 105,171 X 105,171
COMMERCE BANCORP INC NJ COM 200519106 2,634 71,867 X 71,867
COMMERCE BANCSHARES INC COM 200525103 211 4,079 X 4,079
COMMUNITY HEALTH SYS INC
NEW COM 203668108 1,200 33,186 X 33,186
COMPASS BANCSHARES INC COM 20449H109 992 19,600 X 19,600
COMPUTER SCIENCES CORP COM 205363104 7,806 140,529 X 140,529
COMPUWARE CORP COM 205638109 638 81,526 X 81,526
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,374 100,910 X 100,910
CONAGRA FOODS INC COM 205887102 2,025 94,355 X 94,355
CONOCOPHILLIPS COM 20825C104 70,157 1,110,965 X 1,110,965
CONSECO INC COM NEW 208464883 242 9,765 X 9,765
CONSOL ENERGY INC COM 20854P109 1,569 21,160 X 21,160
CONSOLIDATED EDISON INC COM 209115104 3,211 73,820 X 73,820
CONSTELLATION BRANDS INC CL A 21036P108 9,496 379,068 X 379,068
CONSTELLATION ENERGY
GROUP I COM 210371100 6,253 114,299 X 114,299
CONVERGYS CORP COM 212485106 406 22,296 X 22,296
COOPER CAMERON CORP COM 216640102 1,070 24,264 X 24,264
COOPER COS INC COM NEW 216648402 660 12,217 X 12,217
COPART INC COM 217204106 338 12,325 X 12,325
CORN PRODS INTL INC COM 219023108 2,108 71,300 X 71,300
CORNING INC COM 219350105 21,549 800,485 X 800,485
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
CORPORATE EXECUTIVE BRD
CO COM 21988R102 2,107 20,880 X 20,880
COSTCO WHSL CORP NEW COM 22160K105 13,029 240,574 X 240,574
COUNTRYWIDE FINANCIAL
CORP COM 222372104 16,358 445,729 X 445,729
COVANCE INC COM 222816100 4,915 83,652 X 83,652
COVENTRY HEALTH CARE INC COM 222862104 11,601 214,921 X 214,921
CREE INC COM 225447101 453 13,802 X 13,802
CROWN CASTLE INTL CORP COM 228227104 2,732 96,367 X 96,367
CROWN HOLDINGS INC COM 228368106 3,281 184,961 X 184,961
CULLEN FROST BANKERS INC COM 229899109 807 15,023 X 15,023
CUMMINS INC COM 231021106 5,093 48,462 X 48,462
CURTISS WRIGHT CORP COM 231561101 1,768 26,700 X 26,700
CYTEC INDS INC COM 232820100 210 3,502 X 3,502
CYTYC CORP COM 232946103 888 31,495 X 31,495
DPL INC COM 233293109 2,241 82,983 X 82,983
D R HORTON INC COM 23331A109 2,211 66,555 X 66,555
DST SYS INC DEL COM 233326107 1,763 30,429 X 30,429
DTE ENERGY CO COM 233331107 3,557 88,734 X 88,734
DADE BEHRING HLDGS INC COM 23342J206 2,308 64,627 X 64,627
DANAHER CORP DEL COM 235851102 9,382 147,631 X 147,631
DARDEN RESTAURANTS INC COM 237194105 4,154 101,253 X 101,253
DAVITA INC COM 23918K108 5,509 91,503 X 91,503
DEAN FOODS CO NEW COM 242370104 2,212 56,977 X 56,977
DEERE & CO COM 244199105 7,591 96,031 X 96,031
DEL MONTE FOODS CO COM 24522P103 153 12,876 X 12,876
DELL INC COM 24702R101 57,636 1,936,679 X 1,936,679
DENBURY RES INC COM NEW 247916208 659 20,813 X 20,813
DENTSPLY INTL INC NEW COM 249030107 2,177 37,441 X 37,441
DEVELOPERS DIVERSIFIED
RLTY COM 251591103 981 17,925 X 17,925
DEVON ENERGY CORP NEW COM 25179M103 13,802 225,639 X 225,639
DIAMOND OFFSHORE DRILLING
IN COM 25271C102 6,195 69,220 X 69,220
DICKS SPORTING GOODS INC COM 253393102 253 6,375 X 6,375
DIEBOLD INC COM 253651103 720 17,524 X 17,524
DILLARDS INC CL A 254067101 617 23,699 X 23,699
DIRECTV GROUP INC COM 25459L106 2,252 137,317 X 137,317
DISCOVERY HOLDING CO CL A COM 25468Y107 920 61,322 X 61,322
DISNEY WALT CO COM DISNEY 254687106 33,150 1,188,590 X 1,188,590
DOLLAR GEN CORP COM 256669102 2,552 144,409 X 144,409
DOLLAR TREE STORES INC COM 256747106 474 17,143 X 17,143
DOMINION RES INC VA NEW COM 25746U109 11,292 163,587 X 163,587
DONALDSON INC COM 257651109 3,193 94,495 X 94,495
DONNELLEY R R & SONS CO COM 257867101 2,671 81,632 X 81,632
DORAL FINL CORP COM 25811P100 120 10,425 X 10,425
DOVER CORP COM 260003108 2,439 50,237 X 50,237
DOW CHEM CO COM 260543103 19,230 473,641 X 473,641
DOW JONES & CO INC COM 260561105 653 16,615 X 16,615
DU PONT E I DE NEMOURS &
CO COM 263534109 13,740 325,512 X 325,512
DUKE ENERGY CORP COM 264399106 13,346 457,838 X 457,838
DUKE REALTY CORP COM NEW 264411505 331 8,723 X 8,723
DUN & BRADSTREET CORP DEL
NE COM 26483E100 1,510 19,694 X 19,694
DYNEGY INC NEW CL A 26816Q101 228 47,602 X 47,602
E M C CORP MASS COM 268648102 14,350 1,052,841 X 1,052,841
ENSCO INTL INC COM 26874Q100 1,203 23,387 X 23,387
ENI S P A SPONSORED ADR 26874R108 3,704 65,000 X 65,000
EOG RES INC COM 26875P101 15,185 210,902 X 210,902
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
E TRADE FINANCIAL CORP COM 269246104 1,783 66,104 X 66,104
EAGLE MATERIALS INC COM 26969P108 277 4,347 X 4,347
EAST WEST BANCORP INC COM 27579R104 398 10,318 X 10,318
EASTMAN CHEM CO COM 277432100 1,425 27,847 X 27,847
EASTMAN KODAK CO COM 277461109 2,534 89,083 X 89,083
EATON CORP COM 278058102 5,453 74,727 X 74,727
EATON VANCE CORP COM NON VTG 278265103 981 35,825 X 35,825
EBAY INC COM 278642103 29,135 747,044 X 747,044
ECHOSTAR COMMUNICATIONS
NEW CL A 278762109 1,275 42,694 X 42,694
ECOLAB INC COM 278865100 5,255 137,569 X 137,569
EDISON INTL COM 281020107 8,302 201,597 X 201,597
EDUCATION MGMT CORP COM 28139T101 567 13,621 X 13,621
EDWARDS LIFESCIENCES
CORP COM 28176E108 475 10,920 X 10,920
EDWARDS AG INC COM 281760108 248 4,972 X 4,972
EL PASO CORP COM 28336L109 1,552 128,760 X 128,760
ELECTRONIC ARTS INC COM 285512109 10,880 198,837 X 198,837
ELECTRONIC DATA SYS NEW COM 285661104 5,947 221,638 X 221,638
EMDEON CORP COM 290849108 589 54,552 X 54,552
EMERSON ELEC CO COM 291011104 17,174 205,352 X 205,352
ENCANA CORP COM 292505104 2,402 51,400 X 51,400
ENDO PHARMACEUTICALS
HLDGS I COM 29264F205 307 9,356 X 9,356
ENERGEN CORP COM 29265N108 1,212 34,641 X 34,641
ENERGY EAST CORP COM 29266M109 414 17,035 X 17,035
ENERGIZER HLDGS INC COM 29266R108 2,740 51,699 X 51,699
ENGELHARD CORP COM 292845104 958 24,192 X 24,192
ENTERGY CORP NEW COM 29364G103 12,608 182,888 X 182,888
EQUIFAX INC COM 294429105 3,979 106,846 X 106,846
EQUINIX INC COM NEW 29444U502 238 3,700 X 3,700
EQUITABLE RES INC COM 294549100 2,166 59,324 X 59,324
EQUITY OFFICE
PROPERTIES TRU COM 294741103 3,035 90,382 X 90,382
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,141 45,752 X 45,752
EXELON CORP COM 30161N101 15,836 299,358 X 299,358
EXPEDIA INC DEL COM 30212P105 515 25,406 X 25,406
EXPEDITORS INTL WASH
INC COM 302130109 4,972 57,552 X 57,552
EXPRESS SCRIPTS INC COM 302182100 4,475 50,909 X 50,909
EXXON MOBIL CORP COM 30231G102 188,298 3,093,959 X 3,093,959
FLIR SYS INC COM 302445101 378 13,289 X 13,289
FMC TECHNOLOGIES INC COM 30249U101 1,085 21,189 X 21,189
FPL GROUP INC COM 302571104 7,752 193,120 X 193,120
FSI INTL INC COM 302633102 244 46,300 X 46,300
FACTSET RESH SYS INC COM 303075105 817 18,413 X 18,413
FAIR ISAAC CORP COM 303250104 2,356 59,465 X 59,465
FAMILY DLR STORES INC COM 307000109 1,110 41,734 X 41,734
FASTENAL CO COM 311900104 3,404 71,896 X 71,896
FEDERAL HOME LN MTG
CORP COM 313400301 20,745 340,083 X 340,083
FEDERAL NATL MTG ASSN COM 313586109 16,207 315,305 X 315,305
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,121 41,504 X 41,504
FEDERATED DEPT STORES
INC DE COM 31410H101 14,050 192,464 X 192,464
FEDERATED INVS INC PA CL B 314211103 901 23,062 X 23,062
FEDEX CORP COM 31428X106 19,275 170,662 X 170,662
F5 NETWORKS INC COM 315616102 526 7,252 X 7,252
FIDELITY NATL
INFORMATION SV COM 31620M106 1,302 32,107 X 32,107
FIDELITY NATL FINL INC COM 316326107 673 18,954 X 18,954
FIFTH THIRD BANCORP COM 316773100 3,482 88,471 X 88,471
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
FIRST AMERN CORP CALIF COM 318522307 1,513 38,625 X 38,625
FIRST BANCORP P R COM 318672102 409 33,100 X 33,100
FIRST DATA CORP COM 319963104 17,656 377,113 X 377,113
FIRST HORIZON NATL CORP COM 320517105 1,655 39,740 X 39,740
FIRST MARBLEHEAD CORP COM 320771108 1,699 39,281 X 39,281
FIRST MIDWEST BANCORP DEL COM 320867104 296 8,100 X 8,100
FISERV INC COM 337738108 4,534 106,562 X 106,562
FIRSTENERGY CORP COM 337932107 5,381 110,035 X 110,035
FISHER SCIENTIFIC INTL
INC COM NEW 338032204 1,825 26,824 X 26,824
FLORIDA ROCK INDS INC COM 341140101 2,497 44,414 X 44,414
FLUOR CORP NEW COM 343412102 5,234 61,005 X 61,005
FOOT LOCKER INC COM 344849104 821 34,393 X 34,393
FORD MTR CO DEL COM PAR $0.01 345370860 5,296 665,383 X 665,383
FOREST CITY ENTERPRISES
INC CL A 345550107 571 12,101 X 12,101
FOREST LABS INC COM 345838106 5,132 114,998 X 114,998
FORTUNE BRANDS INC COM 349631101 9,770 121,177 X 121,177
FOUNDRY NETWORKS INC COM 35063R100 214 11,800 X 11,800
FRANKLIN RES INC COM 354613101 10,727 113,822 X 113,822
FREEPORT-MCMORAN COPPER
& GO CL B 35671D857 4,088 68,393 X 68,393
FREESCALE SEMICONDUCTOR
INC CL B 35687M206 4,960 178,611 X 178,611
FRIEDMAN BILLINGS RAMSEY
GRO CL A 358434108 130 13,836 X 13,836
FULTON FINL CORP PA COM 360271100 184 10,690 X 10,690
GATX CORP COM 361448103 1,148 27,800 X 27,800
GALLAGHER ARTHUR J & CO COM 363576109 735 26,430 X 26,430
GANNETT INC COM 364730101 6,050 100,970 X 100,970
GAP INC DEL COM 364760108 4,176 223,560 X 223,560
GATEWAY INC COM 367626108 57 25,867 X 25,867
GAYLORD ENTMT CO NEW COM 367905106 263 5,800 X 5,800
GEN-PROBE INC NEW COM 36866T103 974 17,662 X 17,662
GENCORP INC COM 368682100 540 26,300 X 26,300
GENENTECH INC COM NEW 368710406 15,917 188,346 X 188,346
GENERAL DYNAMICS CORP COM 369550108 12,772 199,624 X 199,624
GENERAL ELECTRIC CO COM 369604103 210,128 6,041,645 X 6,041,645
GENERAL GROWTH PPTYS
INC COM 370021107 8,473 173,372 X 173,372
GENERAL MLS INC COM 370334104 4,716 93,049 X 93,049
GENERAL MTRS CORP COM 370442105 5,110 240,268 X 240,268
GENTEX CORP COM 371901109 513 29,409 X 29,409
GENUINE PARTS CO COM 372460105 5,492 125,292 X 125,292
GENWORTH FINL INC COM CL A 37247D106 5,274 157,764 X 157,764
GENZYME CORP COM 372917104 4,867 72,406 X 72,406
GETTY IMAGES INC COM 374276103 4,068 54,321 X 54,321
GILEAD SCIENCES INC COM 375558103 13,294 213,665 X 213,665
GLOBAL PMTS INC COM 37940X102 5,737 108,221 X 108,221
GOLDEN WEST FINL CORP
DEL COM 381317106 11,315 166,646 X 166,646
GOLDMAN SACHS GROUP INC COM 38141G104 40,591 258,609 X 258,609
GOODRICH CORP COM 382388106 2,903 66,564 X 66,564
GOODYEAR TIRE & RUBR CO COM 382550101 524 36,165 X 36,165
GOOGLE INC CL A 38259P508 28,965 74,269 X 74,269
GRACO INC COM 384109104 1,376 30,292 X 30,292
GRAINGER W W INC COM 384802104 4,079 54,140 X 54,140
GRANT PRIDECO INC COM 38821G101 3,886 90,720 X 90,720
GREAT PLAINS ENERGY INC COM 391164100 448 15,926 X 15,926
GREIF INC CL A 397624107 894 13,060 X 13,060
GTECH HLDGS CORP COM 400518106 825 24,232 X 24,232
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
GUIDANT CORP COM 401698105 12,205 156,350 X 156,350
HCA INC COM 404119109 7,547 164,820 X 164,820
HCC INS HLDGS INC COM 404132102 1,751 50,322 X 50,322
HNI CORP COM 404251100 3,994 67,696 X 67,696
HRPT PPTYS TR COM SH BEN INT 40426W101 159 13,586 X 13,586
HALLIBURTON CO COM 406216101 19,706 269,868 X 269,868
HANOVER INS GROUP INC COM 410867105 204 3,897 X 3,897
HARLAND JOHN H CO COM 412693103 444 11,300 X 11,300
HARLEY DAVIDSON INC COM 412822108 13,999 269,834 X 269,834
HARMAN INTL INDS INC COM 413086109 5,278 47,498 X 47,498
HARRAHS ENTMT INC COM 413619107 5,202 66,732 X 66,732
HARRIS CORP DEL COM 413875105 5,014 106,027 X 106,027
HARSCO CORP COM 415864107 606 7,335 X 7,335
HARTE-HANKS INC COM 416196103 1,454 53,177 X 53,177
HARTFORD FINL SVCS GROUP
INC COM 416515104 14,332 177,926 X 177,926
HASBRO INC COM 418056107 566 26,814 X 26,814
HEALTH CARE PPTY INVS INC COM 421915109 247 8,701 X 8,701
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,799 83,413 X 83,413
HEALTH NET INC COM 42222G108 771 15,180 X 15,180
HEARST-ARGYLE TELEVISION
INC COM 422317107 313 13,411 X 13,411
HEINZ H J CO COM 423074103 3,364 88,711 X 88,711
HELMERICH & PAYNE INC COM 423452101 560 8,015 X 8,015
HENRY JACK & ASSOC INC COM 426281101 1,059 46,300 X 46,300
HERCULES INC COM 427056106 158 11,419 X 11,419
HERSHEY CO COM 427866108 3,259 62,392 X 62,392
HEWLETT PACKARD CO COM 428236103 52,470 1,594,821 X 1,594,821
HILLENBRAND INDS INC COM 431573104 369 6,710 X 6,710
HILTON HOTELS CORP COM 432848109 3,269 128,408 X 128,408
HOME DEPOT INC COM 437076102 62,694 1,482,123 X 1,482,123
HONEYWELL INTL INC COM 438516106 14,559 340,407 X 340,407
HORMEL FOODS CORP COM 440452100 564 16,692 X 16,692
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 723 16,551 X 16,551
HOSPIRA INC COM 441060100 2,865 72,594 X 72,594
HOST MARRIOTT CORP NEW COM 44107P104 488 22,793 X 22,793
HOVNANIAN ENTERPRISES INC CL A 442487203 271 6,159 X 6,159
HUBBELL INC CL B 443510201 1,556 30,347 X 30,347
HUDSON CITY BANCORP COM 443683107 3,024 227,526 X 227,526
HUMANA INC COM 444859102 4,382 83,237 X 83,237
HUNT J B TRANS SVCS INC COM 445658107 718 33,333 X 33,333
HUNTINGTON BANCSHARES INC COM 446150104 964 39,969 X 39,969
HYPERION SOLUTIONS CORP COM 44914M104 362 11,116 X 11,116
IAC INTERACTIVECORP COM NEW 44919P300 749 25,407 X 25,407
IMS HEALTH INC COM 449934108 1,461 56,703 X 56,703
ISTAR FINL INC COM 45031U101 279 7,283 X 7,283
ITT EDUCATIONAL SERVICES
INC COM 45068B109 542 8,460 X 8,460
ITT INDS INC IND COM 450911102 14,624 260,121 X 260,121
IDEX CORP COM 45167R104 1,782 34,157 X 34,157
IDEXX LABS INC COM 45168D104 517 5,985 X 5,985
IKON OFFICE SOLUTIONS INC COM 451713101 143 10,000 X 10,000
ILLINOIS TOOL WKS INC COM 452308109 13,635 141,570 X 141,570
IMCLONE SYS INC COM 45245W109 639 18,778 X 18,778
IMPERIAL TOBACCO GROUP
PLC SPONSORED ADR 453142101 1,012 16,900 X 16,900
INDEPENDENCE CMNTY BK
CORP COM 453414104 260 6,227 X 6,227
INDYMAC BANCORP INC COM 456607100 325 7,952 X 7,952
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 771 9,900 X 9,900
INFRASOURCE SVCS INC COM 45684P102 404 23,500 X 23,500
INGRAM MICRO INC CL A 457153104 733 36,659 X 36,659
INPHONIC INC COM 45772G105 80 11,475 X 11,475
INTEL CORP COM 458140100 77,930 4,004,603 X 4,004,603
INTERNATIONAL BANCSHARES
COR COM 459044103 329 11,446 X 11,446
INTERNATIONAL BUSINESS
MACHS COM 459200101 68,105 825,821 X 825,821
INTERNATIONAL FLAVORS&
FRAGRA COM 459506101 857 24,969 X 24,969
INTERNATIONAL GAME
TECHNOLOG COM 459902102 3,622 102,833 X 102,833
INTL PAPER CO COM 460146103 6,889 199,287 X 199,287
INTERNATIONAL RECTIFIER
CORP COM 460254105 2,463 59,459 X 59,459
INTERNATIONAL SPEEDWAY
CORP CL A 460335201 2,384 46,834 X 46,834
INTERSIL CORP CL A 46069S109 537 18,572 X 18,572
INTERPUBLIC GROUP COS INC COM 460690100 1,070 111,964 X 111,964
INTERWOVEN INC COM NEW 46114T508 154 17,100 X 17,100
INTUIT COM 461202103 2,569 48,304 X 48,304
INVITROGEN CORP COM 46185R100 1,869 26,654 X 26,654
INVESTORS FINL SERVICES
CORP COM 461915100 574 12,244 X 12,244
IRON MTN INC COM 462846106 932 22,885 X 22,885
ISHARES TR RUSSELL1000VAL 464287598 37,496 512,870 X 512,870
ISHARES TR RUSSELL1000GRW 464287614 11,199 212,335 X 212,335
ISIS PHARMACEUTICALS INC COM 464330109 704 78,100 X 78,100
IVILLAGE INC COM 46588H105 280 33,300 X 33,300
JDS UNIPHASE CORP COM 46612J101 1,506 361,046 X 361,046
JP MORGAN CHASE & CO COM 46625H100 51,557 1,238,170 X 1,238,170
JABIL CIRCUIT INC COM 466313103 4,922 114,836 X 114,836
JACOBS ENGR GROUP INC DEL COM 469814107 1,394 16,075 X 16,075
JANUS CAP GROUP INC COM 47102X105 806 34,796 X 34,796
JEFFERSON PILOT CORP COM 475070108 1,930 34,495 X 34,495
JETBLUE AWYS CORP COM 477143101 376 35,082 X 35,082
JOHNSON & JOHNSON COM 478160104 128,453 2,169,077 X 2,169,077
JOHNSON CTLS INC COM 478366107 10,874 143,206 X 143,206
JONES APPAREL GROUP INC COM 480074103 2,631 74,394 X 74,394
JOY GLOBAL INC COM 481165108 1,319 22,071 X 22,071
JUNIPER NETWORKS INC COM 48203R104 3,196 167,170 X 167,170
KLA-TENCOR CORP COM 482480100 2,650 54,795 X 54,795
KB HOME COM 48666K109 4,121 63,419 X 63,419
KELLOGG CO COM 487836108 4,844 109,999 X 109,999
KERR MCGEE CORP COM 492386107 3,409 35,707 X 35,707
KEYCORP NEW COM 493267108 5,941 161,437 X 161,437
KEYSPAN CORP COM 49337W100 1,129 27,629 X 27,629
KEYSTONE AUTOMOTIVE INDS
INC COM 49338N109 236 5,600 X 5,600
KIMBERLY CLARK CORP COM 494368103 14,643 253,347 X 253,347
KIMCO REALTY CORP COM 49446R109 8,342 205,266 X 205,266
KINDER MORGAN INC KANS COM 49455P101 6,446 70,075 X 70,075
KINETIC CONCEPTS INC COM NEW 49460W208 1,507 36,613 X 36,613
KING PHARMACEUTICALS INC COM 495582108 661 38,314 X 38,314
KNIGHT RIDDER INC COM 499040103 1,269 20,082 X 20,082
KOHLS CORP COM 500255104 4,690 88,478 X 88,478
KRAFT FOODS INC CL A 50075N104 876 28,900 X 28,900
KROGER CO COM 501044101 4,614 226,629 X 226,629
LSI LOGIC CORP COM 502161102 911 78,814 X 78,814
LTX CORP COM 502392103 250 46,300 X 46,300
L-3 COMMUNICATIONS HLDGS
INC COM 502424104 3,197 37,264 X 37,264
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 2,130 36,420 X 36,420
LAFARGE NORTH AMERICA INC COM 505862102 1,420 16,901 X 16,901
LAM RESEARCH CORP COM 512807108 4,171 97,008 X 97,008
LAMAR ADVERTISING CO CL A 512815101 723 13,741 X 13,741
LANDAUER INC COM 51476K103 256 5,100 X 5,100
LANDSTAR SYS INC COM 515098101 483 10,953 X 10,953
LAS VEGAS SANDS CORP COM 517834107 247 4,356 X 4,356
LAUDER ESTEE COS INC CL A 518439104 2,365 63,599 X 63,599
LAUREATE EDUCATION INC COM 518613104 454 8,508 X 8,508
LEAR CORP COM 521865105 685 38,633 X 38,633
LEE ENTERPRISES INC COM 523768109 1,546 46,433 X 46,433
LEGGETT & PLATT INC COM 524660107 867 35,574 X 35,574
LEGG MASON INC COM 524901105 10,171 81,155 X 81,155
LEHMAN BROS HLDGS INC COM 524908100 29,778 206,030 X 206,030
LENNAR CORP CL A 526057104 1,888 31,271 X 31,271
LEUCADIA NATL CORP COM 527288104 1,384 23,206 X 23,206
LEXMARK INTL NEW CL A 529771107 3,314 73,023 X 73,023
LIBERTY GLOBAL INC COM SER A 530555101 2,832 138,335 X 138,335
LIBERTY GLOBAL INC COM SER C 530555309 1,661 84,083 X 84,083
LIBERTY MEDIA CORP NEW COM SER A 530718105 5,062 616,531 X 616,531
LIBERTY PPTY TR SH BEN INT 531172104 266 5,632 X 5,632
LIFEPOINT HOSPITALS INC COM 53219L109 496 15,955 X 15,955
LILLY ELI & CO COM 532457108 30,500 551,538 X 551,538
LIMITED BRANDS INC COM 532716107 4,364 178,400 X 178,400
LINCARE HLDGS INC COM 532791100 6,287 161,363 X 161,363
LINCOLN NATL CORP IND COM 534187109 2,965 54,312 X 54,312
LINEAR TECHNOLOGY CORP COM 535678106 7,576 215,960 X 215,960
LIVE NATION INC COM 538034109 317 15,958 X 15,958
LIZ CLAIBORNE INC COM 539320101 2,046 49,915 X 49,915
LOCKHEED MARTIN CORP COM 539830109 9,872 131,405 X 131,405
LOEWS CORP COM 540424108 11,349 112,143 X 112,143
LOEWS CORP CAROLNA GP STK 540424207 208 4,391 X 4,391
LONGS DRUG STORES CORP COM 543162101 472 10,200 X 10,200
LOUISIANA PAC CORP COM 546347105 713 26,200 X 26,200
LOWES COS INC COM 548661107 27,083 420,286 X 420,286
LUBRIZOL CORP COM 549271104 1,576 36,787 X 36,787
LUCENT TECHNOLOGIES INC COM 549463107 4,466 1,464,206 X 1,464,206
LYONDELL CHEMICAL CO COM 552078107 1,462 73,481 X 73,481
M & T BK CORP COM 55261F104 5,681 49,768 X 49,768
MBIA INC COM 55262C100 4,072 67,713 X 67,713
M D C HLDGS INC COM 552676108 1,289 20,037 X 20,037
MDU RES GROUP INC COM 552690109 1,373 41,061 X 41,061
MEMC ELECTR MATLS INC COM 552715104 1,552 42,040 X 42,040
MGIC INVT CORP WIS COM 552848103 1,572 23,600 X 23,600
MGI PHARMA INC COM 552880106 354 20,200 X 20,200
MGM MIRAGE COM 552953101 2,079 48,242 X 48,242
MSC INDL DIRECT INC CL A 553530106 1,034 19,133 X 19,133
MACERICH CO COM 554382101 520 7,028 X 7,028
MANOR CARE INC NEW COM 564055101 987 22,254 X 22,254
MANPOWER INC COM 56418H100 839 14,679 X 14,679
MANULIFE FINL CORP COM 56501R106 1,624 25,874 X 25,874
MARATHON OIL CORP COM 565849106 18,156 238,365 X 238,365
MARKEL CORP COM 570535104 391 1,157 X 1,157
MARSH & MCLENNAN COS INC COM 571748102 2,957 100,720 X 100,720
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
MARSHALL & ILSLEY CORP COM 571834100 3,577 82,072 X 82,072
MARRIOTT INTL INC NEW CL A 571903202 7,357 107,249 X 107,249
MARTIN MARIETTA MATLS INC COM 573284106 816 7,625 X 7,625
MARVEL ENTERTAINMENT INC COM 57383T103 247 12,258 X 12,258
MASCO CORP COM 574599106 6,548 201,546 X 201,546
MASSEY ENERGY CORP COM 576206106 559 15,498 X 15,498
MATTEL INC COM 577081102 1,308 72,129 X 72,129
MAXIM INTEGRATED PRODS
INC COM 57772K101 5,583 150,283 X 150,283
MCAFEE INC COM 579064106 1,709 70,242 X 70,242
MCCLATCHY CO CL A 579489105 480 9,822 X 9,822
MCCORMICK & CO INC COM NON VTG 579780206 1,288 38,034 X 38,034
MCDERMOTT INTL INC COM 580037109 278 5,100 X 5,100
MCDONALDS CORP COM 580135101 26,026 757,439 X 757,439
MCGRAW HILL COS INC COM 580645109 10,884 188,894 X 188,894
MCKESSON CORP COM 58155Q103 4,668 89,542 X 89,542
MEADWESTVACO CORP COM 583334107 2,402 87,955 X 87,955
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 13,318 232,751 X 232,751
MEDIA GEN INC CL A 584404107 2,695 57,800 X 57,800
MEDICAL PPTYS TRUST INC COM 58463J304 690 63,900 X 63,900
MEDIMMUNE INC COM 584699102 2,600 71,072 X 71,072
MEDTRONIC INC COM 585055106 25,644 505,303 X 505,303
MELLON FINL CORP COM 58551A108 2,525 70,917 X 70,917
MENS WEARHOUSE INC COM 587118100 318 8,858 X 8,858
MERCANTILE BANKSHARES
CORP COM 587405101 297 7,713 X 7,713
MERCK & CO INC COM 589331107 44,392 1,260,052 X 1,260,052
MEREDITH CORP COM 589433101 801 14,354 X 14,354
MERRILL LYNCH & CO INC COM 590188108 29,452 373,943 X 373,943
METLIFE INC COM 59156R108 13,760 284,470 X 284,470
METTLER TOLEDO
INTERNATIONAL COM 592688105 403 6,686 X 6,686
MICHAELS STORES INC COM 594087108 2,038 54,223 X 54,223
MICROSOFT CORP COM 594918104 156,503 5,751,656 X 5,751,656
MICROCHIP TECHNOLOGY INC COM 595017104 1,682 46,325 X 46,325
MICRON TECHNOLOGY INC COM 595112103 1,919 130,336 X 130,336
MILLENNIUM
PHARMACEUTICALS I COM 599902103 386 38,228 X 38,228
MILLER HERMAN INC COM 600544100 862 26,605 X 26,605
MILLIPORE CORP COM 601073109 1,041 14,243 X 14,243
MILLS CORP COM 601148109 1,010 36,088 X 36,088
MODINE MFG CO COM 607828100 204 6,900 X 6,900
MOHAWK INDS INC COM 608190104 2,527 31,302 X 31,302
MOLEX INC COM 608554101 1,021 30,754 X 30,754
MOLSON COORS BREWING CO CL B 60871R209 907 13,220 X 13,220
MONSANTO CO NEW COM 61166W101 19,153 226,000 X 226,000
MONSTER WORLDWIDE INC COM 611742107 1,554 31,177 X 31,177
MOODYS CORP COM 615369105 12,261 171,581 X 171,581
MORGAN STANLEY COM NEW 617446448 27,787 442,335 X 442,335
MOTOROLA INC COM 620076109 34,628 1,511,497 X 1,511,497
MURPHY OIL CORP COM 626717102 6,626 133,008 X 133,008
MYLAN LABS INC COM 628530107 2,141 91,491 X 91,491
NCR CORP NEW COM 62886E108 5,246 125,540 X 125,540
NII HLDGS INC CL B NEW 62913F201 6,852 116,191 X 116,191
NRG ENERGY INC COM NEW 629377508 400 8,847 X 8,847
NTL INC NEW COM 62941W101 2,019 69,369 X 69,369
NVR INC COM 62944T105 636 861 X 861
NALCO HOLDING COMPANY COM 62985Q101 270 15,250 X 15,250
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
NATIONAL CITY CORP COM 635405103 9,809 281,059 X 281,059
NATIONAL HEALTH INVS INC COM 63633D104 298 11,730 X 11,730
NATIONAL INSTRS CORP COM 636518102 330 10,102 X 10,102
NATIONAL OILWELL VARCO
INC COM 637071101 4,699 73,278 X 73,278
NATIONAL SEMICONDUCTOR
CORP COM 637640103 3,846 138,135 X 138,135
NATIONWIDE FINL SVCS INC CL A 638612101 374 8,696 X 8,696
NAVISTAR INTL CORP NEW COM 63934E108 498 18,065 X 18,065
NAVTEQ CORP COM 63936L100 833 16,442 X 16,442
NETWORK APPLIANCE INC COM 64120L104 8,359 231,998 X 231,998
NEW CENTURY FINANCIAL
CORP M COM 6435EV108 291 6,327 X 6,327
NEW YORK CMNTY BANCORP
INC COM 649445103 309 17,653 X 17,653
NEW YORK TIMES CO CL A 650111107 594 23,473 X 23,473
NEWELL RUBBERMAID INC COM 651229106 1,274 50,579 X 50,579
NEWFIELD EXPL CO COM 651290108 799 19,073 X 19,073
NEWMONT MINING CORP COM 651639106 8,781 169,224 X 169,224
NEWS CORP CL A 65248E104 10,018 603,151 X 603,151
NEWS CORP CL B 65248E203 435 24,800 X 24,800
NEXTEL PARTNERS INC CL A 65333F107 1,590 56,157 X 56,157
NICOR INC COM 654086107 595 15,041 X 15,041
NIKE INC CL B 654106103 15,620 183,554 X 183,554
NISOURCE INC COM 65473P105 899 44,445 X 44,445
NOKIA CORP SPONSORED ADR 654902204 1,042 50,300 X 50,300
NOBLE ENERGY INC COM 655044105 653 14,875 X 14,875
NORDSTROM INC COM 655664100 4,524 115,461 X 115,461
NORFOLK SOUTHERN CORP COM 655844108 8,777 162,336 X 162,336
NORTEL NETWORKS CORP NEW COM 656568102 1,563 512,300 X 512,300
NORTH FORK BANCORPORATION
NY COM 659424105 2,559 88,776 X 88,776
NORTHERN TR CORP COM 665859104 2,290 43,628 X 43,628
NORTHROP GRUMMAN CORP COM 666807102 15,405 225,587 X 225,587
NOVATEL WIRELESS INC COM NEW 66987M604 132 14,700 X 14,700
NOVELL INC COM 670006105 468 60,996 X 60,996
NOVELLUS SYS INC COM 670008101 679 28,274 X 28,274
NSTAR COM 67019E107 1,385 48,407 X 48,407
NUCOR CORP COM 670346105 8,773 83,721 X 83,721
NVIDIA CORP COM 67066G104 2,966 51,799 X 51,799
OGE ENERGY CORP COM 670837103 361 12,440 X 12,440
NUVEEN INVTS INC CL A 67090F106 511 10,604 X 10,604
OSI PHARMACEUTICALS INC COM 671040103 326 10,156 X 10,156
OCCIDENTAL PETE CORP DEL COM 674599105 36,586 394,889 X 394,889
OFFICEMAX INC DEL COM 67622P101 459 15,205 X 15,205
OFFICE DEPOT INC COM 676220106 3,051 81,930 X 81,930
OLD REP INTL CORP COM 680223104 676 30,964 X 30,964
OMNICARE INC COM 681904108 1,711 31,108 X 31,108
OMNICOM GROUP INC COM 681919106 9,147 109,878 X 109,878
OMNOVA SOLUTIONS INC COM 682129101 564 92,100 X 92,100
ONEOK INC NEW COM 682680103 1,647 51,075 X 51,075
ORACLE CORP COM 68389X105 32,680 2,387,166 X 2,387,166
O REILLY AUTOMOTIVE INC COM 686091109 2,659 72,740 X 72,740
OSHKOSH TRUCK CORP COM 688239201 3,581 57,530 X 57,530
OUTBACK STEAKHOUSE INC COM 689899102 949 21,570 X 21,570
OVERSEAS SHIPHOLDING
GROUP I COM 690368105 1,750 36,521 X 36,521
OWENS ILL INC COM NEW 690768403 431 24,839 X 24,839
PDL BIOPHARMA INC COM 69329Y104 678 20,678 X 20,678
PG&E CORP COM 69331C108 7,585 194,995 X 194,995
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
PHH CORP COM NEW 693320202 249 9,315 X 9,315
PMC-SIERRA INC COM 69344F106 223 18,110 X 18,110
PMI GROUP INC COM 69344M101 934 20,347 X 20,347
PNC FINL SVCS GROUP INC COM 693475105 4,417 65,622 X 65,622
PPG INDS INC COM 693506107 3,965 62,593 X 62,593
PPL CORP COM 69351T106 6,926 235,573 X 235,573
PACCAR INC COM 693718108 6,096 86,488 X 86,488
PACTIV CORP COM 695257105 837 34,109 X 34,109
PALL CORP COM 696429307 2,658 85,236 X 85,236
PANERA BREAD CO CL A 69840W108 373 4,959 X 4,959
PARAMETRIC TECHNOLOGY
CORP COM NEW 699173209 177 10,810 X 10,810
PAREXEL INTL CORP COM 699462107 238 9,000 X 9,000
PARKER HANNIFIN CORP COM 701094104 2,336 28,978 X 28,978
PATTERSON COMPANIES INC COM 703395103 1,657 47,083 X 47,083
PATTERSON UTI ENERGY INC COM 703481101 1,719 53,795 X 53,795
PAYCHEX INC COM 704326107 6,268 150,465 X 150,465
PEABODY ENERGY CORP COM 704549104 5,311 105,353 X 105,353
PENN NATL GAMING INC COM 707569109 524 12,426 X 12,426
PENNEY J C INC COM 708160106 7,105 117,605 X 117,605
PENTAIR INC COM 709631105 2,296 56,333 X 56,333
PEOPLES BK BRIDGEPORT
CONN COM 710198102 987 30,141 X 30,141
PEOPLES ENERGY CORP COM 711030106 303 8,494 X 8,494
PEPCO HOLDINGS INC COM 713291102 278 12,210 X 12,210
PEPSI BOTTLING GROUP INC COM 713409100 2,172 71,484 X 71,484
PEPSIAMERICAS INC COM 71343P200 2,973 121,604 X 121,604
PEPSICO INC COM 713448108 53,296 922,237 X 922,237
PERKINELMER INC COM 714046109 1,622 69,101 X 69,101
PETSMART INC COM 716768106 741 26,342 X 26,342
PFIZER INC COM 717081103 98,156 3,938,849 X 3,938,849
PHARMACEUTICAL PROD DEV
INC COM 717124101 2,157 62,330 X 62,330
PHELPS DODGE CORP COM 717265102 7,224 89,703 X 89,703
PHILADELPHIA CONS HLDG
CORP COM 717528103 288 8,439 X 8,439
PILGRIMS PRIDE CORP COM 721467108 1,575 72,675 X 72,675
PINNACLE WEST CAP CORP COM 723484101 3,336 85,330 X 85,330
PIONEER NAT RES CO COM 723787107 404 9,129 X 9,129
PITNEY BOWES INC COM 724479100 4,001 93,196 X 93,196
PIXAR COM 725811103 5,140 80,137 X 80,137
PLAINS EXPL& PRODTN CO COM 726505100 549 14,196 X 14,196
PLANTRONICS INC NEW COM 727493108 687 19,400 X 19,400
PLUM CREEK TIMBER CO INC COM 729251108 1,077 29,175 X 29,175
POGO PRODUCING CO COM 730448107 339 6,740 X 6,740
POLARIS INDS INC COM 731068102 579 10,614 X 10,614
POLO RALPH LAUREN CORP CL A 731572103 1,834 30,259 X 30,259
POPULAR INC COM 733174106 976 47,035 X 47,035
POWER-ONE INC COM 739308104 178 24,700 X 24,700
PRAXAIR INC COM 74005P104 9,010 163,366 X 163,366
PRECISION CASTPARTS CORP COM 740189105 13,177 221,834 X 221,834
PRESSTEK INC COM 741113104 389 32,700 X 32,700
PRICE T ROWE GROUP INC COM 74144T108 4,040 51,655 X 51,655
PRIDE INTL INC DEL COM 74153Q102 631 20,253 X 20,253
PRINCIPAL FINANCIAL GROUP
IN COM 74251V102 6,075 124,490 X 124,490
PROCTER & GAMBLE CO COM 742718109 119,269 2,069,559 X 2,069,559
PROGRESS ENERGY INC COM 743263105 1,813 41,222 X 41,222
PROGRESSIVE CORP OHIO COM 743315103 8,446 81,011 X 81,011
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
PROLOGIS SH BEN INT 743410102 2,193 40,985 X 40,985
PROTECTIVE LIFE CORP COM 743674103 1,164 23,405 X 23,405
PRUDENTIAL FINL INC COM 744320102 18,973 250,272 X 250,272
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 5,317 83,028 X 83,028
PUBLIC STORAGE INC COM 74460D109 4,159 51,204 X 51,204
PULTE HOMES INC COM 745867101 4,692 122,128 X 122,128
QLOGIC CORP COM 747277101 1,611 83,231 X 83,231
QUALCOMM INC COM 747525103 60,721 1,199,775 X 1,199,775
QUEST DIAGNOSTICS INC COM 74834L100 6,180 120,468 X 120,468
QUESTAR CORP COM 748356102 6,220 88,789 X 88,789
QUICKSILVER RESOURCES INC COM 74837R104 398 10,307 X 10,307
QUIKSILVER INC COM 74838C106 459 33,143 X 33,143
QWEST COMMUNICATIONS INTL
IN COM 749121109 3,381 497,276 X 497,276
R H DONNELLEY CORP COM NEW 74955W307 671 11,517 X 11,517
RPM INTL INC COM 749685103 402 22,403 X 22,403
RADIAN GROUP INC COM 750236101 5,535 91,872 X 91,872
RADIOSHACK CORP COM 750438103 765 39,791 X 39,791
RANGE RES CORP COM 75281A109 930 34,051 X 34,051
RAYONIER INC COM 754907103 1,136 24,917 X 24,917
RAYTHEON CO COM NEW 755111507 6,045 131,878 X 131,878
REALTY INCOME CORP COM 756109104 340 14,024 X 14,024
RECKSON ASSOCS RLTY CORP COM 75621K106 242 5,279 X 5,279
RED HAT INC COM 756577102 993 35,507 X 35,507
REDDY ICE HLDGS INC COM 75734R105 673 30,300 X 30,300
REGENCY CTRS CORP COM 758849103 295 4,393 X 4,393
REGIONS FINANCIAL CORP
NEW COM 7591EP100 5,480 155,828 X 155,828
RELIANT ENERGY INC COM 75952B105 447 42,255 X 42,255
RENAL CARE GROUP INC COM 759930100 2,744 57,174 X 57,174
RENT A CTR INC NEW COM 76009N100 261 10,208 X 10,208
REPUBLIC SVCS INC COM 760759100 2,443 57,464 X 57,464
RESMED INC COM 761152107 563 12,796 X 12,796
RESPIRONICS INC COM 761230101 2,028 52,129 X 52,129
REYNOLDS & REYNOLDS CO CL A 761695105 1,277 44,954 X 44,954
REYNOLDS AMERICAN INC COM 761713106 4,436 42,043 X 42,043
RITE AID CORP COM 767754104 135 33,683 X 33,683
ROBERT HALF INTL INC COM 770323103 1,962 50,814 X 50,814
ROCKWELL AUTOMATION INC COM 773903109 6,367 88,540 X 88,540
ROCKWELL COLLINS INC COM 774341101 6,622 117,513 X 117,513
ROHM & HAAS CO COM 775371107 2,267 46,380 X 46,380
ROPER INDS INC NEW COM 776696106 3,025 62,206 X 62,206
ROSS STORES INC COM 778296103 1,354 46,382 X 46,382
ROWAN COS INC COM 779382100 1,135 25,809 X 25,809
RYDER SYS INC COM 783549108 550 12,277 X 12,277
RYLAND GROUP INC COM 783764103 1,797 25,892 X 25,892
SCP POOL CORP COM 784028102 452 9,632 X 9,632
SEI INVESTMENTS CO COM 784117103 1,514 37,345 X 37,345
SL GREEN RLTY CORP COM 78440X101 320 3,155 X 3,155
SLM CORP COM 78442P106 11,891 228,936 X 228,936
SPX CORP COM 784635104 911 17,060 X 17,060
SRA INTL INC CL A 78464R105 202 5,367 X 5,367
SABRE HLDGS CORP CL A 785905100 867 36,839 X 36,839
SAFECO CORP COM 786429100 993 19,787 X 19,787
SAFEWAY INC COM NEW 786514208 3,510 139,729 X 139,729
ST JOE CO COM 790148100 2,609 41,526 X 41,526
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ST JUDE MED INC COM 790849103 12,242 298,584 X 298,584
ST PAUL TRAVELERS INC COM 792860108 6,143 146,990 X 146,990
SAKS INC COM 79377W108 195 10,100 X 10,100
SALESFORCE COM INC COM 79466L302 455 12,532 X 12,532
SANDISK CORP COM 80004C101 4,947 86,001 X 86,001
SANMINA SCI CORP COM 800907107 705 171,878 X 171,878
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1,059 19,500 X 19,500
SARA LEE CORP COM 803111103 5,291 295,902 X 295,902
SCANA CORP NEW COM 80589M102 2,297 58,545 X 58,545
SCHEIN HENRY INC COM 806407102 1,503 31,408 X 31,408
SCHERING PLOUGH CORP COM 806605101 14,285 752,240 X 752,240
SCHLUMBERGER LTD COM 806857108 7,375 58,272 X 58,272
SCHWAB CHARLES CORP NEW COM 808513105 6,919 402,051 X 402,051
SCIENTIFIC GAMES CORP CL A 80874P109 535 15,231 X 15,231
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 923 22,900 X 22,900
SCRIPPS E W CO OHIO CL A 811054204 4,856 108,622 X 108,622
SEALED AIR CORP NEW COM 81211K100 1,065 18,409 X 18,409
SEARS HLDGS CORP COM 812350106 7,433 56,380 X 56,380
SECURE COMPUTING CORP COM 813705100 156 13,500 X 13,500
SEMPRA ENERGY COM 816851109 5,611 120,777 X 120,777
SEPRACOR INC COM 817315104 1,880 38,508 X 38,508
SERVICE CORP INTL COM 817565104 369 47,340 X 47,340
SERVICEMASTER CO COM 81760N109 524 39,953 X 39,953
SHERWIN WILLIAMS CO COM 824348106 9,995 202,159 X 202,159
SHURGARD STORAGE CTRS INC COM 82567D104 201 3,016 X 3,016
SIERRA HEALTH SVCS INC COM 826322109 1,323 32,512 X 32,512
SIGMA ALDRICH CORP COM 826552101 2,578 39,188 X 39,188
SILICON IMAGE INC COM 82705T102 149 14,500 X 14,500
SIMON PPTY GROUP INC NEW COM 828806109 8,967 106,577 X 106,577
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 204 2,940 X 2,940
SIRIUS SATELLITE RADIO
INC COM 82966U103 1,708 336,958 X 336,958
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 272 6,100 X 6,100
SMITH INTL INC COM 832110100 2,896 74,334 X 74,334
SMITHFIELD FOODS INC COM 832248108 944 32,182 X 32,182
SMURFIT-STONE CONTAINER
CORP COM 832727101 223 16,410 X 16,410
SNAP ON INC COM 833034101 351 9,207 X 9,207
SOLECTRON CORP COM 834182107 779 194,743 X 194,743
SONIC CORP COM 835451105 389 11,071 X 11,071
SONOCO PRODS CO COM 835495102 235 6,924 X 6,924
SONUS NETWORKS INC COM 835916107 150 27,400 X 27,400
SOUTHERN CO COM 842587107 7,752 236,556 X 236,556
SOUTHERN COPPER CORP COM 84265V105 495 5,856 X 5,856
SOUTHWEST AIRLS CO COM 844741108 2,933 163,038 X 163,038
SOUTHWESTERN ENERGY CO COM 845467109 984 30,567 X 30,567
SOVEREIGN BANCORP INC COM 845905108 1,250 57,052 X 57,052
SPATIALIGHT INC COM 847248101 52 14,700 X 14,700
SPRINT NEXTEL CORP COM FON 852061100 31,841 1,232,242 X 1,232,242
STAAR SURGICAL CO COM PAR $0.01 852312305 102 11,400 X 11,400
STANCORP FINL GROUP INC COM 852891100 986 18,226 X 18,226
STANLEY WKS COM 854616109 4,161 82,145 X 82,145
STAPLES INC COM 855030102 7,176 281,210 X 281,210
STARBUCKS CORP COM 855244109 18,886 501,892 X 501,892
STARWOOD HOTELS&RESORTS
WRLD PAIRED CTF 85590A203 11,681 172,463 X 172,463
STATE STR CORP COM 857477103 3,879 64,189 X 64,189
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
STATION CASINOS INC COM 857689103 2,382 30,012 X 30,012
STERICYCLE INC COM 858912108 670 9,908 X 9,908
STRYKER CORP COM 863667101 5,730 129,218 X 129,218
STUDENT LN CORP COM 863902102 3,852 16,534 X 16,534
SUN MICROSYSTEMS INC COM 866810104 4,731 922,163 X 922,163
SUNOCO INC COM 86764P109 16,740 215,801 X 215,801
SUNTRUST BKS INC COM 867914103 20,949 287,923 X 287,923
SUPERVALU INC COM 868536103 1,121 36,365 X 36,365
SWIFT TRANSN CO COM 870756103 251 11,537 X 11,537
SYMANTEC CORP COM 871503108 8,291 492,635 X 492,635
SYMBOL TECHNOLOGIES INC COM 871508107 686 64,809 X 64,809
SYNPLICITY INC COM 87160Y108 83 12,900 X 12,900
SYNOPSYS INC COM 871607107 1,018 45,541 X 45,541
SYNOVUS FINL CORP COM 87161C105 2,341 86,415 X 86,415
SYSCO CORP COM 871829107 13,343 416,321 X 416,321
TCF FINL CORP COM 872275102 829 32,212 X 32,212
TD BANKNORTH INC COM 87235A101 435 14,835 X 14,835
TD AMERITRADE HLDG CORP COM 87236Y108 825 39,517 X 39,517
TECO ENERGY INC COM 872375100 1,243 77,119 X 77,119
TJX COS INC NEW COM 872540109 5,272 212,418 X 212,418
TXU CORP COM 873168108 13,709 306,268 X 306,268
TAKE-TWO INTERACTIVE
SOFTWAR COM 874054109 219 11,719 X 11,719
TARGET CORP COM 87612E106 33,795 649,776 X 649,776
TECH DATA CORP COM 878237106 604 16,357 X 16,357
TECHNE CORP COM 878377100 424 7,056 X 7,056
TEKTRONIX INC COM 879131100 552 15,466 X 15,466
TELEPHONE & DATA SYS INC COM 879433100 1,377 34,908 X 34,908
TELEPHONE & DATA SYS INC SPL COM 879433860 993 26,300 X 26,300
TELLABS INC COM 879664100 1,132 71,196 X 71,196
TEMPLE INLAND INC COM 879868107 1,680 37,721 X 37,721
TENET HEALTHCARE CORP COM 88033G100 609 82,493 X 82,493
TERADYNE INC COM 880770102 887 57,185 X 57,185
TEREX CORP NEW COM 880779103 253 3,193 X 3,193
TESORO CORP COM 881609101 611 8,938 X 8,938
TEXAS INSTRS INC COM 882508104 30,021 924,568 X 924,568
TEXTRON INC COM 883203101 8,298 88,850 X 88,850
THERMO ELECTRON CORP COM 883556102 1,324 35,704 X 35,704
THERMOGENESIS CORP COM NEW 883623209 149 36,700 X 36,700
THOMAS & BETTS CORP COM 884315102 1,597 31,091 X 31,091
3M CO COM 88579Y101 36,882 487,273 X 487,273
TIDEWATER INC COM 886423102 362 6,561 X 6,561
TIFFANY & CO NEW COM 886547108 1,108 29,518 X 29,518
TIMBERLAND CO CL A 887100105 1,282 37,443 X 37,443
TIME WARNER INC COM 887317105 40,536 2,414,321 X 2,414,321
TIMKEN CO COM 887389104 319 9,873 X 9,873
TOLL BROTHERS INC COM 889478103 673 19,439 X 19,439
TORCHMARK CORP COM 891027104 8,967 157,045 X 157,045
TORO CO COM 891092108 2,819 59,032 X 59,032
TRIAD HOSPITALS INC COM 89579K109 3,657 87,287 X 87,287
TRIBUNE CO NEW COM 896047107 1,685 61,433 X 61,433
TRIMBLE NAVIGATION LTD COM 896239100 436 9,679 X 9,679
TRUE RELIGION APPAREL INC COM 89784N104 196 10,600 X 10,600
TYCO INTL LTD NEW COM 902124106 19,221 715,067 X 715,067
TYSON FOODS INC CL A 902494103 1,904 138,549 X 138,549
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
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
UGI CORP NEW COM 902681105 2,246 106,615 X 106,615
UST INC COM 902911106 5,706 137,172 X 137,172
US BANCORP DEL COM NEW 902973304 19,410 636,409 X 636,409
U S G CORP COM NEW 903293405 225 2,374 X 2,374
ULTRA PETROLEUM CORP COM 903914109 773 12,400 X 12,400
UNION PAC CORP COM 907818108 10,010 107,229 X 107,229
UNIONBANCAL CORP COM 908906100 6,929 98,766 X 98,766
UNISYS CORP COM 909214108 377 54,762 X 54,762
UNIT CORP COM 909218109 454 8,145 X 8,145
UNITED DOMINION REALTY TR
IN COM 910197102 447 15,670 X 15,670
UNITED PARCEL SERVICE INC CL B 911312106 32,069 403,997 X 403,997
UNITED STATES CELLULAR
CORP COM 911684108 911 15,345 X 15,345
UNITED STATES STL CORP
NEW COM 912909108 2,972 48,977 X 48,977
UNITED TECHNOLOGIES CORP COM 913017109 42,461 732,468 X 732,468
UNITEDHEALTH GROUP INC COM 91324P102 49,374 883,880 X 883,880
UNITRIN INC COM 913275103 274 5,898 X 5,898
UNIVERSAL TRUCKLOAD SVCS
INC COM 91388P105 366 14,600 X 14,600
UNIVERSAL HLTH SVCS INC CL B 913903100 1,165 22,938 X 22,938
UNIVISION COMMUNICATIONS
INC CL A 914906102 1,667 48,355 X 48,355
UNUMPROVIDENT CORP COM 91529Y106 1,330 64,942 X 64,942
URBAN OUTFITTERS INC COM 917047102 6,241 254,312 X 254,312
VCA ANTECH INC COM 918194101 532 18,691 X 18,691
V F CORP COM 918204108 3,681 64,699 X 64,699
VALEANT PHARMACEUTICALS
INTL COM 91911X104 269 16,969 X 16,969
VALERO ENERGY CORP NEW COM 91913Y100 29,329 490,612 X 490,612
VALSPAR CORP COM 920355104 774 27,787 X 27,787
VARIAN MED SYS INC COM 92220P105 1,360 24,223 X 24,223
VENTAS INC COM 92276F100 832 25,086 X 25,086
VENTIV HEALTH INC COM 922793104 213 6,400 X 6,400
VERISIGN INC COM 92343E102 2,687 112,005 X 112,005
VERIZON COMMUNICATIONS COM 92343V104 53,320 1,565,474 X 1,565,474
VIAD CORP COM NEW 92552R406 521 15,200 X 15,200
VIACOM INC NEW CL B 92553P201 10,306 265,618 X 265,618
VISHAY INTERTECHNOLOGY
INC COM 928298108 237 16,636 X 16,636
VORNADO RLTY TR SH BEN INT 929042109 1,812 18,874 X 18,874
VULCAN MATLS CO COM 929160109 3,749 43,262 X 43,262
WPS RESOURCES CORP COM 92931B106 364 7,392 X 7,392
WACHOVIA CORP 2ND NEW COM 929903102 56,179 1,002,304 X 1,002,304
WAL MART STORES INC COM 931142103 80,571 1,705,564 X 1,705,564
WALGREEN CO COM 931422109 19,276 446,926 X 446,926
WASHINGTON GROUP INTL INC COM NEW 938862208 220 3,838 X 3,838
WASHINGTON MUT INC COM 939322103 23,491 551,175 X 551,175
WASHINGTON POST CO CL B 939640108 3,606 4,642 X 4,642
WASTE MGMT INC DEL COM 94106L109 7,236 204,982 X 204,982
WATERS CORP COM 941848103 2,778 64,390 X 64,390
WATSON PHARMACEUTICALS
INC COM 942683103 1,140 39,659 X 39,659
WATTS WATER TECHNOLOGIES
INC CL A 942749102 1,692 46,550 X 46,550
WEIGHT WATCHERS INTL INC
NEW COM 948626106 4,353 84,682 X 84,682
WEINGARTEN RLTY INVS SH BEN INT 948741103 241 5,906 X 5,906
WELLPOINT INC COM 94973V107 20,285 261,977 X 261,977
WELLS FARGO & CO NEW COM 949746101 48,051 752,321 X 752,321
WENDYS INTL INC COM 950590109 3,711 59,795 X 59,795
WEST CORP COM 952355105 3,115 69,756 X 69,756
WESTAR ENERGY INC COM 95709T100 339 16,311 X 16,311
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
------------------------- ---------------- --------- --------- --------- ----- ------ ------------ ---------- ---- ------ ----------
WESTERN DIGITAL CORP COM 958102105 758 39,033 X 39,033
WESTERN GAS RES INC COM 958259103 1,102 22,845 X 22,845
WEYERHAEUSER CO COM 962166104 5,128 70,794 X 70,794
WHIRLPOOL CORP COM 963320106 1,931 21,114 X 21,114
WHITNEY HLDG CORP COM 966612103 1,029 29,023 X 29,023
WHOLE FOODS MKT INC COM 966837106 6,276 94,458 X 94,458
WILEY JOHN & SONS INC CL A 968223206 981 25,921 X 25,921
WILLIAMS COS INC DEL COM 969457100 3,991 186,585 X 186,585
WILLIAMS SONOMA INC COM 969904101 914 21,562 X 21,562
WILMINGTON TRUST CORP COM 971807102 432 9,971 X 9,971
WISCONSIN ENERGY CORP COM 976657106 303 7,567 X 7,567
WOLVERINE WORLD WIDE INC COM 978097103 812 36,700 X 36,700
WORLDSPACE INC CL A 981579105 260 34,400 X 34,400
WRIGLEY WM JR CO COM 982526105 6,346 99,149 X 99,149
WYETH COM 983024100 27,415 565,033 X 565,033
WYNN RESORTS LTD COM 983134107 1,072 13,950 X 13,950
XM SATELLITE RADIO HLDGS
INC CL A 983759101 2,887 129,632 X 129,632
XTO ENERGY INC COM 98385X106 7,627 175,046 X 175,046
XCEL ENERGY INC COM 98389B100 1,181 65,050 X 65,050
XILINX INC COM 983919101 2,508 98,513 X 98,513
XEROX CORP COM 984121103 4,961 326,350 X 326,350
YRC WORLDWIDE INC COM 984249102 302 7,939 X 7,939
YAHOO INC COM 984332106 25,771 798,867 X 798,867
YUM BRANDS INC COM 988498101 9,634 197,174 X 197,174
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,219 27,254 X 27,254
ZIMMER HLDGS INC COM 98956P102 9,180 135,804 X 135,804
ZIONS BANCORPORATION COM 989701107 5,750 69,503 X 69,503
GRAND TOTAL 6,793,603
19