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, 2006
-----------------------
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
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Address: 695 Main Street, 6th Floor
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Stamford, Connecticut 06901
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Form 13F File Number: 28-04063
---------------------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: David L. Beik
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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/ David L. Beik Stamford, Connecticut 8/8/2006
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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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
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Form 13F Information Table Entry Total: 1,029
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Form 13F Information Table Value Total: 6,549,912
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
GOLDMAN SACHS PRIME BROKERAGE
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
June 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
ACE LTD ORD G0070K103 1,007 19,900 X 19,900
COOPER INDS LTD CL A G24182100 4,367 47,000 X 47,000
INGERSOLL-RAND COMPANY
LTD CL A G4776G101 3,286 76,800 X 76,800
MARVELL TECHNOLOGY GROUP
LTD ORD G5876H105 2,403 54,200 X 54,200
NOBLE CORPORATION SHS G65422100 1,228 16,500 X 16,500
TRANSOCEAN INC ORD G90078109 2,562 31,900 X 31,900
WHITE MTNS INS GROUP LTD COM G9618E107 877 1,800 X 1,800
ALCON INC COM SHS H01301102 729 7,400 X 7,400
KERZNER INTERNATIONAL LTD SHS P6065Y107 1,744 22,000 X 22,000
ROYAL CARIBBEAN CRUISES
LTD COM V7780T103 1,228 32,100 X 32,100
A D C TELECOMMUNICATIONS COM NEW 000886309 492 29,161 X 29,161
AFLAC INC COM 001055102 9,556 206,166 X 206,166
AGCO CORP COM 001084102 378 14,344 X 14,344
AGL RES INC COM 001204106 450 11,806 X 11,806
AES CORP COM 00130H105 5,151 279,193 X 279,193
AMB PROPERTY CORP COM 00163T109 673 13,322 X 13,322
AMR CORP COM 001765106 1,260 49,553 X 49,553
AT&T INC COM 00206R102 44,942 1,611,419 X 1,611,419
AVX CORP NEW COM 002444107 161 10,184 X 10,184
ABBOTT LABS COM 002824100 40,544 929,706 X 929,706
ABERCROMBIE & FITCH CO CL A 002896207 4,012 72,379 X 72,379
ACTIVISION INC NEW COM NEW 004930202 2,500 219,723 X 219,723
ACXIOM CORP COM 005125109 567 22,660 X 22,660
ADESA INC COM 00686U104 527 23,712 X 23,712
ADOBE SYS INC COM 00724F101 14,799 487,442 X 487,442
ADVANCE AUTO PARTS INC COM 00751Y106 3,718 128,651 X 128,651
ADVANCED MEDICAL OPTICS
INC COM 00763M108 908 17,918 X 17,918
AEROPOSTALE COM 007865108 1,031 35,700 X 35,700
ADVANCED MICRO DEVICES
INC COM 007903107 3,418 139,971 X 139,971
AETNA INC NEW COM 00817Y108 11,603 290,580 X 290,580
AFFILIATED COMPUTER
SERVICES CL A 008190100 3,453 66,911 X 66,911
AFFILIATED MANAGERS GROUP COM 008252108 710 8,170 X 8,170
AFFYMETRIX INC COM 00826T108 878 34,300 X 34,300
AGERE SYS INC COM 00845V308 650 44,210 X 44,210
AGILENT TECHNOLOGIES INC COM 00846U101 3,554 112,597 X 112,597
AIR PRODS & CHEMS INC COM 009158106 6,411 100,292 X 100,292
AIRGAS INC COM 009363102 640 17,194 X 17,194
AKAMAI TECHNOLOGIES INC COM 00971T101 1,458 40,288 X 40,288
ALBEMARLE CORP COM 012653101 285 5,957 X 5,957
ALBERTO CULVER CO COM 013068101 1,853 38,025 X 38,025
ALCOA INC COM 013817101 11,275 348,434 X 348,434
ALEXANDER & BALDWIN INC COM 014482103 297 6,708 X 6,708
ALLEGHANY CORP DEL COM 017175100 3,174 11,486 X 11,486
ALLEGHENY ENERGY INC COM 017361106 3,815 102,910 X 102,910
ALLEGHENY TECHNOLOGIES
INC COM 01741R102 1,854 26,777 X 26,777
ALLERGAN INC COM 018490102 11,028 102,816 X 102,816
ALLETE INC COM NEW 018522300 1,455 30,733 X 30,733
ALLIANCE DATA SYSTEMS
CORP COM 018581108 2,035 34,598 X 34,598
ALLIANT ENERGY CORP COM 018802108 942 27,473 X 27,473
ALLIANT TECHSYSTEMS INC COM 018804104 687 8,998 X 8,998
ALLIED CAP CORP NEW COM 01903Q108 1,924 66,890 X 66,890
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 447 39,349 X 39,349
ALLSTATE CORP COM 020002101 26,312 480,755 X 480,755
ALLTEL CORP COM 020039103 15,078 236,223 X 236,223
1
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
ALTERA CORP COM 021441100 1,687 96,148 X 96,148
ALTRIA GROUP INC COM 02209S103 87,024 1,185,135 X 1,185,135
AMAZON COM INC COM 023135106 5,449 140,879 X 140,879
AMBAC FINL GROUP INC COM 023139108 5,183 63,908 X 63,908
AMEREN CORP COM 023608102 1,728 34,223 X 34,223
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 622 18,700 X 18,700
AMERICAN CAPITAL
STRATEGIES COM 024937104 1,688 50,404 X 50,404
AMERICAN EAGLE
OUTFITTERS NE COM 02553E106 2,159 63,435 X 63,435
AMERICAN ELEC PWR INC COM 025537101 4,617 134,791 X 134,791
AMERICAN EXPRESS CO COM 025816109 33,572 630,819 X 630,819
AMERICAN FINL GROUP INC
OHIO COM 025932104 370 8,620 X 8,620
AMERICAN INTL GROUP INC COM 026874107 60,883 1,031,044 X 1,031,044
AMERICAN NATL INS CO COM 028591105 278 2,144 X 2,144
AMERICAN PWR CONVERSION
CORP COM 029066107 1,192 61,174 X 61,174
AMERICAN STD COS INC DEL COM 029712106 5,270 121,788 X 121,788
AMERICAN TOWER CORP CL A 029912201 7,954 255,594 X 255,594
AMERICREDIT CORP COM 03060R101 647 23,176 X 23,176
AMERUS GROUP CO COM 03072M108 343 5,861 X 5,861
AMERISOURCEBERGEN CORP COM 03073E105 5,320 126,915 X 126,915
AMERIPRISE FINL INC COM 03076C106 4,572 102,348 X 102,348
AMETEK INC NEW COM 031100100 6,460 136,346 X 136,346
AMGEN INC COM 031162100 39,776 609,775 X 609,775
AMPHENOL CORP NEW CL A 032095101 6,540 116,875 X 116,875
AMSOUTH BANCORPORATION COM 032165102 1,389 52,513 X 52,513
AMYLIN PHARMACEUTICALS
INC COM 032346108 1,379 27,929 X 27,929
ANADARKO PETE CORP COM 032511107 10,418 218,461 X 218,461
ANALOG DEVICES INC COM 032654105 5,648 175,737 X 175,737
ANDREW CORP COM 034425108 251 28,382 X 28,382
ANHEUSER BUSCH COS INC COM 035229103 12,789 280,531 X 280,531
ANNALY MTG MGMT INC COM 035710409 316 24,642 X 24,642
ANNTAYLOR STORES CORP COM 036115103 1,092 25,177 X 25,177
AON CORP COM 037389103 1,682 48,305 X 48,305
APACHE CORP COM 037411105 4,528 66,347 X 66,347
APARTMENT INVT & MGMT CO CL A 03748R101 640 14,721 X 14,721
APOLLO GROUP INC CL A 037604105 5,028 97,312 X 97,312
APPLE COMPUTER INC COM 037833100 26,060 455,038 X 455,038
APPLEBEES INTL INC COM 037899101 336 17,500 X 17,500
APPLERA CORP COM AP BIO GRP 038020103 1,438 44,442 X 44,442
APPLIED MATLS INC COM 038222105 12,817 787,257 X 787,257
AQUA AMERICA INC COM 03836W103 1,851 81,239 X 81,239
ARAMARK CORP CL B 038521100 1,023 30,905 X 30,905
ARCH COAL INC COM 039380100 1,585 37,414 X 37,414
ARCHER DANIELS MIDLAND CO COM 039483102 8,667 209,948 X 209,948
ARCHSTONE SMITH TR COM 039583109 6,165 121,190 X 121,190
ARMOR HOLDINGS INC COM 042260109 249 4,536 X 4,536
ARROW ELECTRS INC COM 042735100 1,050 32,596 X 32,596
ASHLAND INC NEW COM 044209104 645 9,664 X 9,664
ASSOCIATED BANC CORP COM 045487105 783 24,848 X 24,848
ASSURANT INC COM 04621X108 5,949 122,907 X 122,907
ASTORIA FINL CORP COM 046265104 664 21,803 X 21,803
ATMEL CORP COM 049513104 361 65,091 X 65,091
ATMOS ENERGY CORP COM 049560105 343 12,294 X 12,294
AUTODESK INC COM 052769106 6,338 183,935 X 183,935
AUTOLIV INC COM 052800109 1,548 27,357 X 27,357
2
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
AUTOMATIC DATA
PROCESSING IN COM 053015103 11,771 259,569 X 259,569
AUTONATION INC COM 05329W102 1,428 66,610 X 66,610
AUTOZONE INC COM 053332102 2,872 32,563 X 32,563
AVALONBAY CMNTYS INC COM 053484101 2,716 24,555 X 24,555
AVAYA INC COM 053499109 920 80,578 X 80,578
AVERY DENNISON CORP COM 053611109 1,462 25,185 X 25,185
AVID TECHNOLOGY INC COM 05367P100 233 7,000 X 7,000
AVNET INC COM 053807103 1,185 59,213 X 59,213
AVON PRODS INC COM 054303102 7,916 255,361 X 255,361
BB&T CORP COM 054937107 3,443 82,796 X 82,796
BJS WHOLESALE CLUB INC COM 05548J106 764 26,955 X 26,955
BJ SVCS CO COM 055482103 3,500 93,933 X 93,933
BOK FINL CORP COM NEW 05561Q201 229 4,608 X 4,608
BP PLC SPONSORED ADR 055622104 7,260 104,300 X 104,300
BRE PROPERTIES INC CL A 05564E106 427 7,767 X 7,767
BMC SOFTWARE INC COM 055921100 1,841 77,044 X 77,044
BAKER HUGHES INC COM 057224107 12,681 154,931 X 154,931
BALL CORP COM 058498106 3,155 85,168 X 85,168
BANCORPSOUTH INC COM 059692103 327 12,015 X 12,015
BANK OF AMERICA
CORPORATION COM 060505104 121,855 2,533,374 X 2,533,374
BANK HAWAII CORP COM 062540109 2,927 59,013 X 59,013
BANK NEW YORK INC COM 064057102 4,242 131,725 X 131,725
BARD C R INC COM 067383109 11,995 163,738 X 163,738
BARNES & NOBLE INC COM 067774109 2,178 59,680 X 59,680
BARR PHARMACEUTICALS INC COM 068306109 1,578 33,080 X 33,080
BAUSCH & LOMB INC COM 071707103 4,937 100,675 X 100,675
BAXTER INTL INC COM 071813109 8,067 219,442 X 219,442
BEA SYS INC COM 073325102 1,330 101,631 X 101,631
BEAR STEARNS COS INC COM 073902108 24,960 178,181 X 178,181
BEAZER HOMES USA INC COM 07556Q105 383 8,342 X 8,342
BECKMAN COULTER INC COM 075811109 2,749 49,489 X 49,489
BECTON DICKINSON & CO COM 075887109 15,633 255,735 X 255,735
BED BATH & BEYOND INC COM 075896100 5,274 158,995 X 158,995
BELLSOUTH CORP COM 079860102 29,155 805,391 X 805,391
BELO CORP COM SER A 080555105 488 31,300 X 31,300
BEMIS INC COM 081437105 1,371 44,790 X 44,790
BERKLEY W R CORP COM 084423102 5,954 174,461 X 174,461
BERKSHIRE HATHAWAY INC
DEL CL A 084670108 9,899 108 X 108
BEST BUY INC COM 086516101 12,313 224,528 X 224,528
BIOMET INC COM 090613100 2,123 67,842 X 67,842
BIOGEN IDEC INC COM 09062X103 3,277 70,744 X 70,744
BLACK & DECKER CORP COM 091797100 9,286 109,944 X 109,944
BLACKROCK INC CL A 09247X101 3,391 24,365 X 24,365
BLOCK H & R INC COM 093671105 3,096 129,763 X 129,763
BOEING CO COM 097023105 37,737 460,709 X 460,709
BORG WARNER INC COM 099724106 4,598 70,634 X 70,634
BOSTON PROPERTIES INC COM 101121101 1,562 17,282 X 17,282
BOSTON SCIENTIFIC CORP COM 101137107 8,084 480,021 X 480,021
BOYD GAMING CORP COM 103304101 460 11,390 X 11,390
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 442 13,754 X 13,754
BRINKER INTL INC COM 109641100 805 22,167 X 22,167
BRINKS CO COM 109696104 645 11,432 X 11,432
BRISTOL MYERS SQUIBB CO COM 110122108 24,522 948,242 X 948,242
BROADCOM CORP CL A 111320107 4,244 139,924 X 139,924
3
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
BROWN & BROWN INC COM 115236101 3,205 109,696 X 109,696
BROWN FORMAN CORP CL B 115637209 7,015 98,185 X 98,185
BRUNSWICK CORP COM 117043109 722 21,700 X 21,700
BURLINGTON NORTHN SANTA
FE C COM 12189T104 20,108 253,731 X 253,731
CBL & ASSOC PPTYS INC COM 124830100 2,913 74,818 X 74,818
CBS CORP NEW CL B 124857202 6,326 233,860 X 233,860
CB RICHARD ELLIS GROUP
INC CL A 12497T101 1,201 48,224 X 48,224
C D W CORP COM 12512N105 866 15,852 X 15,852
C H ROBINSON WORLDWIDE
INC COM NEW 12541W209 6,810 127,764 X 127,764
CIGNA CORP COM 125509109 10,730 108,919 X 108,919
CIT GROUP INC COM 125581108 8,025 153,474 X 153,474
CMS ENERGY CORP COM 125896100 434 33,521 X 33,521
CNX GAS CORP COM 12618H309 219 7,285 X 7,285
CSX CORP COM 126408103 5,731 81,367 X 81,367
CVS CORP COM 126650100 19,212 625,782 X 625,782
CA INC COM 12673P105 2,711 131,936 X 131,936
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,238 104,358 X 104,358
CABOT CORP COM 127055101 495 14,354 X 14,354
CABOT OIL & GAS CORP COM 127097103 363 7,418 X 7,418
CADENCE DESIGN SYSTEM INC COM 127387108 1,179 68,838 X 68,838
CAMDEN PPTY TR SH BEN INT 133131102 649 8,828 X 8,828
CAMERON INTERNATIONAL
CORP COM 13342B105 1,709 35,771 X 35,771
CAMPBELL SOUP CO COM 134429109 4,798 129,280 X 129,280
CAPITAL ONE FINL CORP COM 14040H105 9,918 116,068 X 116,068
CAPITALSOURCE INC COM 14055X102 489 20,832 X 20,832
CARDINAL HEALTH INC COM 14149Y108 12,649 196,630 X 196,630
CAREER EDUCATION CORP COM 141665109 846 28,304 X 28,304
CAREMARK RX INC COM 141705103 7,314 146,659 X 146,659
CARLISLE COS INC COM 142339100 598 7,540 X 7,540
CARMAX INC COM 143130102 975 27,483 X 27,483
CARNIVAL CORP PAIRED CTF 143658300 1,966 47,100 X 47,100
CARPENTER TECHNOLOGY CORP COM 144285103 749 6,483 X 6,483
CARRAMERICA RLTY CORP COM 144418100 398 8,943 X 8,943
CATERPILLAR INC DEL COM 149123101 30,290 406,690 X 406,690
CBOT HLDGS INC CL A 14984K106 1,650 13,799 X 13,799
CELANESE CORP DEL COM SER A 150870103 326 15,967 X 15,967
CELGENE CORP COM 151020104 6,670 140,628 X 140,628
CENDANT CORP COM 151313103 11,202 687,644 X 687,644
CENTERPOINT ENERGY INC COM 15189T107 805 64,381 X 64,381
CENTEX CORP COM 152312104 3,522 70,019 X 70,019
CENTURYTEL INC COM 156700106 2,054 55,300 X 55,300
CEPHALON INC COM 156708109 953 15,863 X 15,863
CERIDIAN CORP NEW COM 156779100 898 36,728 X 36,728
CERNER CORP COM 156782104 623 16,793 X 16,793
CHARLES RIV LABS INTL INC COM 159864107 4,721 128,290 X 128,290
CHECKFREE CORP NEW COM 162813109 1,243 25,082 X 25,082
CHEESECAKE FACTORY INC COM 163072101 556 20,644 X 20,644
CHEMTURA CORP COM 163893100 340 36,444 X 36,444
CHENIERE ENERGY INC COM NEW 16411R208 558 14,314 X 14,314
CHESAPEAKE ENERGY CORP COM 165167107 1,710 56,525 X 56,525
CHEVRON CORP NEW COM 166764100 63,386 1,021,360 X 1,021,360
CHICAGO MERCANTILE HLDGS
INC CL A 167760107 16,672 33,944 X 33,944
CHICOS FAS INC COM 168615102 2,889 107,070 X 107,070
CHOICE HOTELS INTL INC COM 169905106 834 13,764 X 13,764
4
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
CHOICEPOINT INC COM 170388102 938 22,450 X 22,450
CHUBB CORP COM 171232101 15,845 317,531 X 317,531
CHURCH & DWIGHT INC COM 171340102 4,807 131,988 X 131,988
CIENA CORP COM 171779101 497 103,336 X 103,336
CIMAREX ENERGY CO COM 171798101 538 12,514 X 12,514
CINCINNATI FINL CORP COM 172062101 1,544 32,834 X 32,834
CIRCUIT CITY STORE INC COM 172737108 1,523 55,948 X 55,948
CISCO SYS INC COM 17275R102 70,215 3,595,251 X 3,595,251
CINTAS CORP COM 172908105 2,083 52,392 X 52,392
CITIGROUP INC COM 172967101 131,720 2,729,950 X 2,729,950
CITIZENS COMMUNICATIONS
CO COM 17453B101 833 63,849 X 63,849
CITRIX SYS INC COM 177376100 2,063 51,451 X 51,451
CITY NATL CORP COM 178566105 743 11,409 X 11,409
CLAIRES STORES INC COM 179584107 705 27,634 X 27,634
CLARCOR INC COM 179895107 1,311 44,000 X 44,000
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 4,551 147,055 X 147,055
CLOROX CO DEL COM 189054109 3,670 60,193 X 60,193
COACH INC COM 189754104 10,838 362,490 X 362,490
COCA COLA CO COM 191216100 46,199 1,073,907 X 1,073,907
COCA COLA ENTERPRISES INC COM 191219104 1,981 97,229 X 97,229
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 8,662 128,568 X 128,568
COLDWATER CREEK INC COM 193068103 418 15,618 X 15,618
COLGATE PALMOLIVE CO COM 194162103 9,843 164,323 X 164,323
COLONIAL BANCGROUP INC COM 195493309 601 23,422 X 23,422
COLONIAL PPTYS TR COM SH BEN INT 195872106 341 6,911 X 6,911
COMCAST CORP NEW CL A 20030N101 20,323 620,744 X 620,744
COMCAST CORP NEW CL A SPL 20030N200 1,639 50,000 X 50,000
COMERICA INC COM 200340107 5,383 103,548 X 103,548
COMMERCE BANCORP INC NJ COM 200519106 3,226 90,446 X 90,446
COMMERCE BANCSHARES INC COM 200525103 506 10,104 X 10,104
COMMERCIAL METALS CO COM 201723103 467 18,182 X 18,182
COMMUNITY HEALTH SYS INC
NEW COM 203668108 1,432 38,955 X 38,955
COMPASS BANCSHARES INC COM 20449H109 1,087 19,554 X 19,554
COMPUTER SCIENCES CORP COM 205363104 6,751 139,016 X 139,016
COMPUWARE CORP COM 205638109 388 57,980 X 57,980
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,904 96,309 X 96,309
CONAGRA FOODS INC COM 205887102 2,010 90,924 X 90,924
CON-WAY INC COM 205944101 783 13,508 X 13,508
CONOCOPHILLIPS COM 20825C104 80,711 1,231,661 X 1,231,661
CONSECO INC COM NEW 208464883 529 22,906 X 22,906
CONSOL ENERGY INC COM 20854P109 2,956 63,272 X 63,272
CONSOLIDATED EDISON INC COM 209115104 3,212 72,274 X 72,274
CONSTELLATION BRANDS INC CL A 21036P108 9,414 376,557 X 376,557
CONSTELLATION ENERGY
GROUP I COM 210371100 6,307 115,690 X 115,690
CONTINENTAL AIRLS INC CL B 210795308 683 22,908 X 22,908
CONVERGYS CORP COM 212485106 430 22,066 X 22,066
COOPER COS INC COM NEW 216648402 638 14,402 X 14,402
COPART INC COM 217204106 454 18,503 X 18,503
CORN PRODS INTL INC COM 219023108 2,115 69,125 X 69,125
CORNING INC COM 219350105 18,925 782,349 X 782,349
CORPORATE EXECUTIVE BRD
CO COM 21988R102 2,379 23,740 X 23,740
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 475 8,971 X 8,971
COSTCO WHSL CORP NEW COM 22160K105 14,293 250,187 X 250,187
COUNTRYWIDE FINANCIAL
CORP COM 222372104 16,654 437,335 X 437,335
5
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
COVANCE INC COM 222816100 5,181 84,628 X 84,628
COVANTA HLDG CORP COM 22282E102 526 29,818 X 29,818
COVENTRY HEALTH CARE INC COM 222862104 11,663 212,279 X 212,279
CRANE CO COM 224399105 335 8,042 X 8,042
CREE INC COM 225447101 449 18,880 X 18,880
CROWN CASTLE INTL CORP COM 228227104 4,103 118,785 X 118,785
CROWN HOLDINGS INC COM 228368106 681 43,742 X 43,742
CULLEN FROST BANKERS INC COM 229899109 1,250 21,812 X 21,812
CUMMINS INC COM 231021106 6,012 49,174 X 49,174
CURTISS WRIGHT CORP COM 231561101 1,544 50,000 X 50,000
CYPRESS SEMICONDUCTOR
CORP COM 232806109 507 34,866 X 34,866
CYTEC INDS INC COM 232820100 335 6,240 X 6,240
CYTYC CORP COM 232946103 758 29,874 X 29,874
DPL INC COM 233293109 2,562 95,615 X 95,615
DRS TECHNOLOGIES INC COM 23330X100 357 7,333 X 7,333
D R HORTON INC COM 23331A109 1,570 65,926 X 65,926
DST SYS INC DEL COM 233326107 1,287 21,628 X 21,628
DTE ENERGY CO COM 233331107 3,574 87,721 X 87,721
DADE BEHRING HLDGS INC COM 23342J206 2,963 71,157 X 71,157
DANAHER CORP DEL COM 235851102 9,105 141,558 X 141,558
DARDEN RESTAURANTS INC COM 237194105 3,898 98,933 X 98,933
DAVITA INC COM 23918K108 4,978 100,171 X 100,171
DEAN FOODS CO NEW COM 242370104 2,075 55,786 X 55,786
DEERE & CO COM 244199105 7,543 90,342 X 90,342
DEL MONTE FOODS CO COM 24522P103 340 30,235 X 30,235
DELL INC COM 24702R101 45,693 1,868,078 X 1,868,078
DENBURY RES INC COM NEW 247916208 984 31,066 X 31,066
DENTSPLY INTL INC NEW COM 249030107 2,588 42,705 X 42,705
DEVELOPERS DIVERSIFIED
RLTY COM 251591103 1,700 32,586 X 32,586
DEVON ENERGY CORP NEW COM 25179M103 13,423 222,197 X 222,197
DIAMOND OFFSHORE
DRILLING IN COM 25271C102 6,201 73,879 X 73,879
DICKS SPORTING GOODS INC COM 253393102 377 9,532 X 9,532
DIEBOLD INC COM 253651103 655 16,122 X 16,122
DILLARDS INC CL A 254067101 741 23,278 X 23,278
DIRECTV GROUP INC COM 25459L106 3,725 225,764 X 225,764
DISCOVERY HOLDING CO CL A COM 25468Y107 1,196 81,725 X 81,725
DISNEY WALT CO COM DISNEY 254687106 42,282 1,409,394 X 1,409,394
DOLBY LABORATORIES INC COM 25659T107 213 9,125 X 9,125
DOLLAR GEN CORP COM 256669102 1,880 134,474 X 134,474
DOLLAR TREE STORES INC COM 256747106 488 18,411 X 18,411
DOMINION RES INC VA NEW COM 25746U109 12,088 161,624 X 161,624
DONALDSON INC COM 257651109 3,125 92,254 X 92,254
DONNELLEY R R & SONS CO COM 257867101 2,568 80,370 X 80,370
DOVER CORP COM 260003108 2,605 52,703 X 52,703
DOW CHEM CO COM 260543103 14,005 358,817 X 358,817
DOW JONES & CO INC COM 260561105 590 16,852 X 16,852
DREAMWORKS ANIMATION SKG
INC CL A 26153C103 205 8,933 X 8,933
DU PONT E I DE NEMOURS &
CO COM 263534109 15,898 382,159 X 382,159
DUKE ENERGY CORP NEW COM 26441C105 18,385 625,976 X 625,976
DUKE REALTY CORP COM NEW 264411505 718 20,433 X 20,433
DUN & BRADSTREET CORP
DEL NE COM 26483E100 1,317 18,899 X 18,899
DYNEGY INC NEW CL A 26816Q101 312 57,109 X 57,109
E M C CORP MASS COM 268648102 10,199 929,703 X 929,703
ENSCO INTL INC COM 26874Q100 1,881 40,864 X 40,864
6
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
ENI S P A SPONSORED ADR 26874R108 3,819 65,000 X 65,000
EOG RES INC COM 26875P101 13,385 193,033 X 193,033
E TRADE FINANCIAL CORP COM 269246104 2,458 107,715 X 107,715
EAGLE MATERIALS INC COM 26969P108 625 13,165 X 13,165
EAST WEST BANCORP INC COM 27579R104 581 15,331 X 15,331
EASTMAN CHEM CO COM 277432100 1,478 27,368 X 27,368
EASTMAN KODAK CO COM 277461109 2,071 87,098 X 87,098
EATON CORP COM 278058102 5,184 68,750 X 68,750
EATON VANCE CORP COM NON VTG 278265103 844 33,834 X 33,834
EBAY INC COM 278642103 21,864 746,479 X 746,479
ECHOSTAR COMMUNICATIONS
NEW CL A 278762109 1,655 53,715 X 53,715
ECOLAB INC COM 278865100 5,436 133,960 X 133,960
EDISON INTL COM 281020107 7,771 199,264 X 199,264
EDWARDS LIFESCIENCES CORP COM 28176E108 699 15,383 X 15,383
EDWARDS AG INC COM 281760108 641 11,595 X 11,595
EL PASO CORP COM 28336L109 2,892 192,818 X 192,818
ELECTRONIC ARTS INC COM 285512109 8,317 193,239 X 193,239
ELECTRONIC DATA SYS NEW COM 285661104 5,681 236,125 X 236,125
EMBARQ CORP COM 29078E105 2,393 58,380 X 58,380
EMDEON CORP COM 290849108 889 71,613 X 71,613
EMERSON ELEC CO COM 291011104 16,999 202,829 X 202,829
ENCANA CORP COM 292505104 2,706 51,400 X 51,400
ENDO PHARMACEUTICALS
HLDGS I COM 29264F205 1,144 34,698 X 34,698
ENERGEN CORP COM 29265N108 1,576 41,032 X 41,032
ENERGY EAST CORP COM 29266M109 714 29,855 X 29,855
ENERGIZER HLDGS INC COM 29266R108 3,273 55,885 X 55,885
ENTERGY CORP NEW COM 29364G103 12,824 181,257 X 181,257
EQUIFAX INC COM 294429105 3,672 106,920 X 106,920
EQUITABLE RES INC COM 294549100 2,281 68,093 X 68,093
EQUITY OFFICE PROPERTIES
TRU COM 294741103 3,037 83,179 X 83,179
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,974 44,131 X 44,131
ERIE INDTY CO CL A 29530P102 423 8,136 X 8,136
ESSEX PPTY TR INC COM 297178105 513 4,598 X 4,598
EXELON CORP COM 30161N101 20,282 356,892 X 356,892
EXPEDIA INC DEL COM 30212P105 584 38,979 X 38,979
EXPEDITORS INTL WASH INC COM 302130109 7,377 131,711 X 131,711
EXPRESS SCRIPTS INC COM 302182100 3,338 46,534 X 46,534
EXXON MOBIL CORP COM 30231G102 187,964 3,063,791 X 3,063,791
FMC TECHNOLOGIES INC COM 30249U101 1,373 20,359 X 20,359
F M C CORP COM NEW 302491303 382 5,931 X 5,931
FPL GROUP INC COM 302571104 7,917 191,324 X 191,324
FACTSET RESH SYS INC COM 303075105 1,215 25,685 X 25,685
FAIR ISAAC CORP COM 303250104 2,326 64,051 X 64,051
FAIRCHILD SEMICONDUCTOR
INTL COM 303726103 459 25,264 X 25,264
FAMILY DLR STORES INC COM 307000109 870 35,607 X 35,607
FASTENAL CO COM 311900104 3,295 81,778 X 81,778
FEDERAL HOME LN MTG CORP COM 313400301 21,310 373,796 X 373,796
FEDERAL NATL MTG ASSN COM 313586109 14,847 308,666 X 308,666
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,274 46,769 X 46,769
FEDERATED DEPT STORES
INC DE COM 31410H101 14,168 387,096 X 387,096
FEDERATED INVS INC PA CL B 314211103 773 24,524 X 24,524
FEDEX CORP COM 31428X106 18,701 160,030 X 160,030
F5 NETWORKS INC COM 315616102 566 10,587 X 10,587
FIDELITY NATL
INFORMATION SV COM 31620M106 589 16,640 X 16,640
7
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
FIDELITY NATL FINL INC COM 316326107 1,361 34,942 X 34,942
FIFTH THIRD BANCORP COM 316773100 2,744 74,266 X 74,266
FIRST AMERN CORP CALIF COM 318522307 1,948 46,075 X 46,075
FIRST DATA CORP COM 319963104 16,313 362,185 X 362,185
FIRST HORIZON NATL CORP COM 320517105 1,551 38,582 X 38,582
FIRST MARBLEHEAD CORP COM 320771108 2,214 38,879 X 38,879
FISERV INC COM 337738108 4,538 100,047 X 100,047
FIRSTENERGY CORP COM 337932107 5,849 107,890 X 107,890
FISHER SCIENTIFIC INTL
INC COM NEW 338032204 1,960 26,837 X 26,837
FLORIDA ROCK INDS INC COM 341140101 2,401 48,332 X 48,332
FLUOR CORP NEW COM 343412102 5,564 59,875 X 59,875
FLOWSERVE CORP COM 34354P105 540 9,494 X 9,494
FOOT LOCKER INC COM 344849104 687 28,071 X 28,071
FORD MTR CO DEL COM PAR $0.01 345370860 4,503 649,845 X 649,845
FOREST CITY ENTERPRISES
INC CL A 345550107 920 18,426 X 18,426
FOREST LABS INC COM 345838106 4,243 109,665 X 109,665
FOREST OIL CORP COM PAR $0.01 346091705 276 8,327 X 8,327
FORTUNE BRANDS INC COM 349631101 7,708 108,542 X 108,542
FOUNDATION COAL HLDGS INC COM 35039W100 558 11,894 X 11,894
FRANKLIN RES INC COM 354613101 9,932 114,412 X 114,412
FREEPORT-MCMORAN COPPER
& GO CL B 35671D857 3,201 57,777 X 57,777
FREESCALE SEMICONDUCTOR
INC CL B 35687M206 5,592 190,205 X 190,205
FRONTIER OIL CORP COM 35914P105 771 23,800 X 23,800
FULTON FINL CORP PA COM 360271100 419 26,292 X 26,292
GATX CORP COM 361448103 1,343 31,604 X 31,604
GALLAGHER ARTHUR J & CO COM 363576109 738 29,124 X 29,124
GAMESTOP CORP NEW CL A 36467W109 719 17,112 X 17,112
GANNETT INC COM 364730101 5,518 98,660 X 98,660
GAP INC DEL COM 364760108 3,027 173,949 X 173,949
GARDNER DENVER INC COM 365558105 526 13,665 X 13,665
GEN-PROBE INC NEW COM 36866T103 1,181 21,879 X 21,879
GENENTECH INC COM NEW 368710406 18,422 225,213 X 225,213
GENERAL DYNAMICS CORP COM 369550108 12,918 197,344 X 197,344
GENERAL ELECTRIC CO COM 369604103 182,975 5,551,422 X 5,551,422
GENERAL GROWTH PPTYS INC COM 370021107 8,433 187,144 X 187,144
GENERAL MLS INC COM 370334104 5,017 97,119 X 97,119
GENERAL MTRS CORP COM 370442105 6,826 229,128 X 229,128
GENTEX CORP COM 371901109 540 38,565 X 38,565
GENUINE PARTS CO COM 372460105 5,168 124,043 X 124,043
GENWORTH FINL INC COM CL A 37247D106 6,198 177,886 X 177,886
GENZYME CORP COM 372917104 4,255 69,702 X 69,702
GETTY IMAGES INC COM 374276103 3,744 58,953 X 58,953
GILEAD SCIENCES INC COM 375558103 12,205 206,297 X 206,297
GLOBAL INDS LTD COM 379336100 385 23,059 X 23,059
GLOBAL PMTS INC COM 37940X102 5,525 113,808 X 113,808
GLOBAL SIGNAL INC COM 37944Q103 206 4,454 X 4,454
GOLDEN WEST FINL CORP DEL COM 381317106 12,604 169,870 X 169,870
GOLDMAN SACHS GROUP INC COM 38141G104 41,411 275,286 X 275,286
GOODRICH CORP COM 382388106 2,312 57,382 X 57,382
GOODYEAR TIRE & RUBR CO COM 382550101 521 46,930 X 46,930
GOOGLE INC CL A 38259P508 45,222 107,843 X 107,843
GRACO INC COM 384109104 1,630 35,458 X 35,458
GRAINGER W W INC COM 384802104 4,356 57,909 X 57,909
GRANT PRIDECO INC COM 38821G101 4,567 102,065 X 102,065
8
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
GREAT PLAINS ENERGY INC COM 391164100 388 13,924 X 13,924
GREIF INC CL A 397624107 979 13,060 X 13,060
GTECH HLDGS CORP COM 400518106 1,157 33,254 X 33,254
HCA INC COM 404119109 6,332 146,741 X 146,741
HCC INS HLDGS INC COM 404132102 1,772 60,194 X 60,194
HNI CORP COM 404251100 3,226 71,128 X 71,128
HRPT PPTYS TR COM SH BEN INT 40426W101 368 31,807 X 31,807
HALLIBURTON CO COM 406216101 20,372 274,521 X 274,521
HANOVER INS GROUP INC COM 410867105 460 9,696 X 9,696
HANSEN NAT CORP COM 411310105 758 3,982 X 3,982
HARLEY DAVIDSON INC COM 412822108 14,393 262,224 X 262,224
HARMAN INTL INDS INC COM 413086109 3,617 42,374 X 42,374
HARRAHS ENTMT INC COM 413619107 4,779 67,145 X 67,145
HARRIS CORP DEL COM 413875105 4,944 119,114 X 119,114
HARSCO CORP COM 415864107 878 11,261 X 11,261
HARTE-HANKS INC COM 416196103 1,472 57,398 X 57,398
HARTFORD FINL SVCS GROUP
INC COM 416515104 14,909 176,227 X 176,227
HASBRO INC COM 418056107 473 26,100 X 26,100
HAWAIIAN ELEC INDUSTRIES COM 419870100 385 13,797 X 13,797
HEALTH CARE PPTY INVS INC COM 421915109 554 20,716 X 20,716
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,220 61,914 X 61,914
HEALTH CARE REIT INC COM 42217K106 329 9,407 X 9,407
HEALTH NET INC COM 42222G108 1,316 29,132 X 29,132
HEARST-ARGYLE TELEVISION
INC COM 422317107 342 15,519 X 15,519
HEINZ H J CO COM 423074103 3,466 84,083 X 84,083
HELIX ENERGY SOLUTIONS
GRP I COM 42330P107 826 20,464 X 20,464
HELMERICH & PAYNE INC COM 423452101 869 14,420 X 14,420
HENRY JACK & ASSOC INC COM 426281101 910 46,300 X 46,300
HERSHEY CO COM 427866108 3,280 59,559 X 59,559
HESS CORP COM 42809H107 5,440 102,930 X 102,930
HEWLETT PACKARD CO COM 428236103 55,519 1,752,486 X 1,752,486
HILLENBRAND INDS INC COM 431573104 588 12,130 X 12,130
HILTON HOTELS CORP COM 432848109 3,616 127,879 X 127,879
HOLLY CORP COM PAR $0.01 435758305 604 12,526 X 12,526
HOME DEPOT INC COM 437076102 50,910 1,422,470 X 1,422,470
HONEYWELL INTL INC COM 438516106 15,068 373,887 X 373,887
HORMEL FOODS CORP COM 440452100 415 11,171 X 11,171
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,002 22,813 X 22,813
HOSPIRA INC COM 441060100 3,395 79,065 X 79,065
HOST HOTELS & RESORTS INC COM 44107P104 3,351 153,240 X 153,240
HUBBELL INC CL B 443510201 1,761 36,961 X 36,961
HUDSON CITY BANCORP COM 443683107 3,167 237,569 X 237,569
HUMANA INC COM 444859102 4,618 85,993 X 85,993
HUNT J B TRANS SVCS INC COM 445658107 872 34,993 X 34,993
HUNTINGTON BANCSHARES INC COM 446150104 877 37,195 X 37,195
HUNTSMAN CORP COM 447011107 357 20,632 X 20,632
IAC INTERACTIVECORP COM NEW 44919P300 999 37,722 X 37,722
IMS HEALTH INC COM 449934108 1,274 47,439 X 47,439
ISTAR FINL INC COM 45031U101 648 17,170 X 17,170
ITT EDUCATIONAL SERVICES
INC COM 45068B109 751 11,412 X 11,412
ITT INDS INC IND COM 450911102 12,494 252,403 X 252,403
IDEX CORP COM 45167R104 1,884 39,921 X 39,921
IDEXX LABS INC COM 45168D104 619 8,238 X 8,238
ILLINOIS TOOL WKS INC COM 452308109 13,625 286,840 X 286,840
9
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
IMCLONE SYS INC COM 45245W109 704 18,214 X 18,214
IMPERIAL TOBACCO GROUP
PLC SPONSORED ADR 453142101 1,043 16,900 X 16,900
INDYMAC BANCORP INC COM 456607100 526 11,477 X 11,477
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 756 9,900 X 9,900
INGRAM MICRO INC CL A 457153104 385 21,221 X 21,221
INTEGRATED DEVICE
TECHNOLOGY COM 458118106 567 40,003 X 40,003
INTEL CORP COM 458140100 72,980 3,841,070 X 3,841,070
INTERCONTINENTALEXCHANGE
INC COM 45865V100 309 5,333 X 5,333
INTERNATIONAL BANCSHARES
COR COM 459044103 224 8,143 X 8,143
INTERNATIONAL BUSINESS
MACHS COM 459200101 61,586 801,690 X 801,690
INTERNATIONAL
FLAVORS&FRAGRA COM 459506101 734 20,823 X 20,823
INTERNATIONAL GAME
TECHNOLOG COM 459902102 3,632 95,742 X 95,742
INTL PAPER CO COM 460146103 6,340 196,286 X 196,286
INTERNATIONAL RECTIFIER
CORP COM 460254105 2,480 63,461 X 63,461
INTERNATIONAL SPEEDWAY
CORP CL A 460335201 2,293 49,442 X 49,442
INTERSIL CORP CL A 46069S109 656 28,205 X 28,205
INTERPUBLIC GROUP COS INC COM 460690100 954 114,292 X 114,292
INTUITIVE SURGICAL INC COM NEW 46120E602 1,098 9,552 X 9,552
INTUIT COM 461202103 2,938 48,537 X 48,537
INVESTMENT TECHNOLOGY
GRP NE COM 46145F105 577 11,349 X 11,349
INVITROGEN CORP COM 46185R100 2,033 30,773 X 30,773
INVESTORS FINL SERVICES
CORP COM 461915100 771 17,170 X 17,170
IRON MTN INC COM 462846106 1,221 32,671 X 32,671
ISHARES TR RUSSELL1000VAL 464287598 457 6,250 X 6,250
ISHARES TR RUSSELL1000GRW 464287614 294 5,820 X 5,820
JDS UNIPHASE CORP COM 46612J101 1,100 434,983 X 434,983
JLG INDS INC COM 466210101 624 27,739 X 27,739
JP MORGAN CHASE & CO COM 46625H100 50,833 1,210,320 X 1,210,320
JABIL CIRCUIT INC COM 466313103 2,975 116,210 X 116,210
JACOBS ENGR GROUP INC DEL COM 469814107 1,766 22,175 X 22,175
JANUS CAP GROUP INC COM 47102X105 782 43,716 X 43,716
JARDEN CORP COM 471109108 303 9,944 X 9,944
JEFFERIES GROUP INC NEW COM 472319102 532 17,956 X 17,956
JOHNSON & JOHNSON COM 478160104 124,704 2,081,181 X 2,081,181
JOHNSON CTLS INC COM 478366107 12,324 149,886 X 149,886
JONES APPAREL GROUP INC COM 480074103 2,320 72,981 X 72,981
JONES LANG LASALLE INC COM 48020Q107 818 9,340 X 9,340
JOY GLOBAL INC COM 481165108 1,683 32,301 X 32,301
JUNIPER NETWORKS INC COM 48203R104 3,258 203,750 X 203,750
KLA-TENCOR CORP COM 482480100 1,968 47,345 X 47,345
KANSAS CITY SOUTHERN COM NEW 485170302 399 14,400 X 14,400
KB HOME COM 48666K109 2,743 59,831 X 59,831
KELLOGG CO COM 487836108 5,208 107,540 X 107,540
KENNAMETAL INC COM 489170100 373 5,995 X 5,995
KERR MCGEE CORP COM 492386107 4,798 69,190 X 69,190
KEYCORP NEW COM 493267108 5,649 158,323 X 158,323
KEYSPAN CORP COM 49337W100 1,071 26,512 X 26,512
KILROY RLTY CORP COM 49427F108 605 8,370 X 8,370
KIMBERLY CLARK CORP COM 494368103 15,573 252,402 X 252,402
KIMCO REALTY CORP COM 49446R109 7,505 205,676 X 205,676
KINDER MORGAN INC KANS COM 49455P101 6,953 69,608 X 69,608
KINETIC CONCEPTS INC COM NEW 49460W208 1,733 39,242 X 39,242
KING PHARMACEUTICALS INC COM 495582108 624 36,697 X 36,697
KIRBY CORP COM 497266106 545 13,787 X 13,787
10
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
KOHLS CORP COM 500255104 5,332 90,186 X 90,186
KRAFT FOODS INC CL A 50075N104 988 31,960 X 31,960
KROGER CO COM 501044101 5,049 230,984 X 230,984
LSI LOGIC CORP COM 502161102 819 91,502 X 91,502
L-3 COMMUNICATIONS HLDGS
INC COM 502424104 2,217 29,402 X 29,402
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 2,026 32,563 X 32,563
LAIDLAW INTL INC COM 50730R102 373 14,814 X 14,814
LAM RESEARCH CORP COM 512807108 4,353 93,179 X 93,179
LAMAR ADVERTISING CO CL A 512815101 1,163 21,595 X 21,595
LANDSTAR SYS INC COM 515098101 728 15,408 X 15,408
LAS VEGAS SANDS CORP COM 517834107 2,820 36,221 X 36,221
LAUDER ESTEE COS INC CL A 518439104 2,374 61,390 X 61,390
LAUREATE EDUCATION INC COM 518613104 454 10,639 X 10,639
LEAP WIRELESS INTL INC COM NEW 521863308 404 8,510 X 8,510
LEAR CORP COM 521865105 464 20,900 X 20,900
LEE ENTERPRISES INC COM 523768109 964 35,766 X 35,766
LEGGETT & PLATT INC COM 524660107 964 38,597 X 38,597
LEGG MASON INC COM 524901105 8,352 83,919 X 83,919
LEHMAN BROS HLDGS INC COM 524908100 26,975 414,048 X 414,048
LENNAR CORP CL A 526057104 1,210 27,266 X 27,266
LENNOX INTL INC COM 526107107 242 9,144 X 9,144
LEUCADIA NATL CORP COM 527288104 1,498 51,336 X 51,336
LEVEL 3 COMMUNICATIONS
INC COM 52729N100 1,165 262,384 X 262,384
LEXMARK INTL NEW CL A 529771107 3,706 66,382 X 66,382
LIBERTY GLOBAL INC COM SER A 530555101 3,685 171,376 X 171,376
LIBERTY GLOBAL INC COM SER C 530555309 1,276 62,047 X 62,047
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 4,193 242,944 X 242,944
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 3,078 36,748 X 36,748
LIBERTY PPTY TR SH BEN INT 531172104 598 13,527 X 13,527
LIFEPOINT HOSPITALS INC COM 53219L109 434 13,522 X 13,522
LILLY ELI & CO COM 532457108 27,828 503,487 X 503,487
LIMITED BRANDS INC COM 532716107 4,061 158,693 X 158,693
LINCARE HLDGS INC COM 532791100 6,413 169,474 X 169,474
LINCOLN ELEC HLDGS INC COM 533900106 694 11,080 X 11,080
LINCOLN NATL CORP IND COM 534187109 3,324 58,891 X 58,891
LINEAR TECHNOLOGY CORP COM 535678106 7,049 210,491 X 210,491
LIZ CLAIBORNE INC COM 539320101 1,729 46,660 X 46,660
LOCKHEED MARTIN CORP COM 539830109 8,379 116,801 X 116,801
LOEWS CORP COM 540424108 11,930 336,537 X 336,537
LOEWS CORP CAROLNA GP STK 540424207 726 14,131 X 14,131
LOUISIANA PAC CORP COM 546347105 552 25,187 X 25,187
LOWES COS INC COM 548661107 24,721 407,470 X 407,470
LUBRIZOL CORP COM 549271104 1,018 25,538 X 25,538
LUCENT TECHNOLOGIES INC COM 549463107 4,116 1,700,934 X 1,700,934
LYONDELL CHEMICAL CO COM 552078107 1,672 73,800 X 73,800
M & T BK CORP COM 55261F104 5,769 48,920 X 48,920
MBIA INC COM 55262C100 3,853 65,815 X 65,815
M D C HLDGS INC COM 552676108 1,168 22,483 X 22,483
MDU RES GROUP INC COM 552690109 1,885 51,499 X 51,499
MEMC ELECTR MATLS INC COM 552715104 1,358 36,216 X 36,216
MGIC INVT CORP WIS COM 552848103 1,467 22,575 X 22,575
MGM MIRAGE COM 552953101 1,907 46,746 X 46,746
MSC INDL DIRECT INC CL A 553530106 578 12,156 X 12,156
MACERICH CO COM 554382101 1,315 18,734 X 18,734
11
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
MACK CALI RLTY CORP COM 554489104 433 9,434 X 9,434
MANITOWOC INC COM 563571108 712 15,989 X 15,989
MANOR CARE INC NEW COM 564055101 969 20,648 X 20,648
MANPOWER INC COM 56418H100 1,777 27,513 X 27,513
MANULIFE FINL CORP COM 56501R106 1,644 51,748 X 51,748
MARATHON OIL CORP COM 565849106 19,610 235,414 X 235,414
MARKEL CORP COM 570535104 575 1,657 X 1,657
MARSH & MCLENNAN COS INC COM 571748102 2,512 93,403 X 93,403
MARSHALL & ILSLEY CORP COM 571834100 3,931 85,941 X 85,941
MARRIOTT INTL INC NEW CL A 571903202 7,956 208,709 X 208,709
MARTIN MARIETTA MATLS INC COM 573284106 1,087 11,925 X 11,925
MASCO CORP COM 574599106 5,339 180,120 X 180,120
MASSEY ENERGY CORP COM 576206106 771 21,430 X 21,430
MASTERCARD INC COM 57636Q104 770 16,050 X 16,050
MATTEL INC COM 577081102 1,034 62,617 X 62,617
MAXIM INTEGRATED PRODS
INC COM 57772K101 4,374 136,213 X 136,213
MCAFEE INC COM 579064106 1,917 78,993 X 78,993
MCCLATCHY CO CL A 579489105 881 21,954 X 21,954
MCCORMICK & CO INC COM NON VTG 579780206 1,259 37,516 X 37,516
MCDONALDS CORP COM 580135101 25,077 746,336 X 746,336
MCGRAW HILL COS INC COM 580645109 9,004 179,256 X 179,256
MCKESSON CORP COM 58155Q103 4,579 96,857 X 96,857
MEADWESTVACO CORP COM 583334107 2,416 86,520 X 86,520
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 12,892 225,070 X 225,070
MEDIA GEN INC CL A 584404107 1,914 45,700 X 45,700
MEDIMMUNE INC COM 584699102 1,806 66,652 X 66,652
MEDTRONIC INC COM 585055106 22,778 485,465 X 485,465
MELLON FINL CORP COM 58551A108 3,590 104,273 X 104,273
MERCANTILE BANKSHARES
CORP COM 587405101 666 18,681 X 18,681
MERCK & CO INC COM 589331107 45,755 1,255,981 X 1,255,981
MERCURY GENL CORP NEW COM 589400100 226 4,017 X 4,017
MEREDITH CORP COM 589433101 416 8,407 X 8,407
MERRILL LYNCH & CO INC COM 590188108 26,758 384,676 X 384,676
METLIFE INC COM 59156R108 13,136 256,519 X 256,519
METTLER TOLEDO
INTERNATIONAL COM 592688105 645 10,653 X 10,653
MICHAELS STORES INC COM 594087108 2,626 63,680 X 63,680
MICROSOFT CORP COM 594918104 129,027 5,537,649 X 5,537,649
MICROCHIP TECHNOLOGY INC COM 595017104 1,878 55,973 X 55,973
MICRON TECHNOLOGY INC COM 595112103 2,198 145,980 X 145,980
MILLENNIUM
PHARMACEUTICALS I COM 599902103 661 66,326 X 66,326
MILLIPORE CORP COM 601073109 887 14,079 X 14,079
MILLS CORP COM 601148109 690 25,800 X 25,800
MIRANT CORP NEW COM 60467R100 1,217 45,398 X 45,398
MOHAWK INDS INC COM 608190104 2,477 35,208 X 35,208
MOLEX INC COM 608554101 1,205 35,895 X 35,895
MOLSON COORS BREWING CO CL B 60871R209 828 12,191 X 12,191
MONEYGRAM INTL INC COM 60935Y109 751 22,122 X 22,122
MONSANTO CO NEW COM 61166W101 19,272 228,909 X 228,909
MONSTER WORLDWIDE INC COM 611742107 1,396 32,714 X 32,714
MOODYS CORP COM 615369105 9,038 165,959 X 165,959
MORGAN STANLEY COM NEW 617446448 27,375 433,084 X 433,084
MOSAIC CO COM 61945A107 311 19,888 X 19,888
MOTOROLA INC COM 620076109 29,676 1,472,771 X 1,472,771
MURPHY OIL CORP COM 626717102 6,455 115,559 X 115,559
12
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
MYLAN LABS INC COM 628530107 2,088 104,380 X 104,380
NCR CORP NEW COM 62886E108 4,495 122,675 X 122,675
NII HLDGS INC CL B NEW 62913F201 7,297 129,429 X 129,429
NRG ENERGY INC COM NEW 629377508 1,216 25,238 X 25,238
NTL INC DEL COM 62941W101 2,290 91,956 X 91,956
NVR INC COM 62944T105 593 1,208 X 1,208
NYSE GROUP INC COM 62949W103 2,210 32,272 X 32,272
NALCO HOLDING COMPANY COM 62985Q101 489 27,716 X 27,716
NASDAQ STOCK MARKET INC COM 631103108 739 24,708 X 24,708
NATIONAL CITY CORP COM 635405103 10,119 279,619 X 279,619
NATIONAL FUEL GAS CO N J COM 636180101 448 12,740 X 12,740
NATIONAL INSTRS CORP COM 636518102 402 14,671 X 14,671
NATIONAL OILWELL VARCO
INC COM 637071101 4,957 78,282 X 78,282
NATIONAL SEMICONDUCTOR
CORP COM 637640103 3,113 130,522 X 130,522
NATIONWIDE FINL SVCS INC CL A 638612101 546 12,394 X 12,394
NAVTEQ CORP COM 63936L100 1,085 24,282 X 24,282
NETWORK APPLIANCE INC COM 64120L104 8,031 227,509 X 227,509
NEUSTAR INC CL A 64126X201 550 16,305 X 16,305
NEW CENTURY FINANCIAL
CORP M COM 6435EV108 327 7,153 X 7,153
NEW PLAN EXCEL RLTY TR
INC COM 648053106 391 15,842 X 15,842
NEW YORK CMNTY BANCORP
INC COM 649445103 745 45,133 X 45,133
NEW YORK TIMES CO CL A 650111107 504 20,520 X 20,520
NEWELL RUBBERMAID INC COM 651229106 1,594 61,724 X 61,724
NEWFIELD EXPL CO COM 651290108 953 19,475 X 19,475
NEWMONT MINING CORP COM 651639106 10,993 207,691 X 207,691
NEWS CORP CL A 65248E104 12,189 635,520 X 635,520
NICOR INC COM 654086107 452 10,900 X 10,900
NIKE INC CL B 654106103 14,722 181,747 X 181,747
NISOURCE INC COM 65473P105 930 42,580 X 42,580
NOKIA CORP SPONSORED ADR 654902204 1,011 49,900 X 49,900
NOBLE ENERGY INC COM 655044105 1,256 26,798 X 26,798
NORDSTROM INC COM 655664100 4,248 116,375 X 116,375
NORFOLK SOUTHERN CORP COM 655844108 9,514 178,772 X 178,772
NORTEL NETWORKS CORP NEW COM 656568102 1,148 512,300 X 512,300
NORTH FORK
BANCORPORATION NY COM 659424105 2,528 83,799 X 83,799
NORTHEAST UTILS COM 664397106 482 23,296 X 23,296
NORTHERN TR CORP COM 665859104 3,097 56,006 X 56,006
NORTHROP GRUMMAN CORP COM 666807102 14,372 224,359 X 224,359
NOVELL INC COM 670006105 341 51,471 X 51,471
NOVELLUS SYS INC COM 670008101 613 24,819 X 24,819
NSTAR COM 67019E107 1,649 57,660 X 57,660
NUCOR CORP COM 670346105 8,942 164,829 X 164,829
NVIDIA CORP COM 67066G104 2,152 101,067 X 101,067
NUTRI SYS INC NEW COM 67069D108 521 8,386 X 8,386
OGE ENERGY CORP COM 670837103 712 20,324 X 20,324
NUVEEN INVTS INC CL A 67090F106 889 20,642 X 20,642
OSI RESTAURANT PARTNERS
INC COM 67104A101 560 16,191 X 16,191
OCCIDENTAL PETE CORP DEL COM 674599105 40,214 392,138 X 392,138
OCEANEERING INTL INC COM 675232102 643 14,034 X 14,034
OFFICEMAX INC DEL COM 67622P101 602 14,775 X 14,775
OFFICE DEPOT INC COM 676220106 4,191 110,290 X 110,290
OLD REP INTL CORP COM 680223104 1,092 51,100 X 51,100
OMNICARE INC COM 681904108 2,072 43,693 X 43,693
OMNICOM GROUP INC COM 681919106 9,265 103,994 X 103,994
13
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
ONEOK INC NEW COM 682680103 2,087 61,298 X 61,298
ORACLE CORP COM 68389X105 34,097 2,353,130 X 2,353,130
O REILLY AUTOMOTIVE INC COM 686091109 2,618 83,946 X 83,946
OSHKOSH TRUCK CORP COM 688239201 3,013 63,414 X 63,414
OVERSEAS SHIPHOLDING
GROUP I COM 690368105 2,314 39,120 X 39,120
OWENS ILL INC COM NEW 690768403 671 40,018 X 40,018
PDL BIOPHARMA INC COM 69329Y104 550 29,889 X 29,889
PG&E CORP COM 69331C108 7,561 192,490 X 192,490
PMC-SIERRA INC COM 69344F106 513 54,614 X 54,614
PMI GROUP INC COM 69344M101 1,255 28,142 X 28,142
PNC FINL SVCS GROUP INC COM 693475105 4,535 64,623 X 64,623
PPG INDS INC COM 693506107 4,187 63,443 X 63,443
PPL CORP COM 69351T106 7,525 232,969 X 232,969
PACCAR INC COM 693718108 6,379 77,429 X 77,429
PACKAGING CORP AMER COM 695156109 467 21,223 X 21,223
PACTIV CORP COM 695257105 1,138 45,980 X 45,980
PALL CORP COM 696429307 2,396 85,580 X 85,580
PAN PACIFIC RETAIL PPTYS
INC COM 69806L104 493 7,102 X 7,102
PANAMSAT HLDG CORP COM 69831Y105 259 10,381 X 10,381
PANERA BREAD CO CL A 69840W108 527 7,836 X 7,836
PARKER HANNIFIN CORP COM 701094104 2,148 27,681 X 27,681
PATTERSON COMPANIES INC COM 703395103 1,576 45,129 X 45,129
PATTERSON UTI ENERGY INC COM 703481101 1,687 59,590 X 59,590
PAYCHEX INC COM 704326107 5,688 145,914 X 145,914
PEABODY ENERGY CORP COM 704549104 7,059 126,620 X 126,620
PEDIATRIX MED GROUP COM 705324101 574 12,667 X 12,667
PENN NATL GAMING INC COM 707569109 732 18,883 X 18,883
PENNEY J C INC COM 708160106 9,138 135,352 X 135,352
PENTAIR INC COM 709631105 2,023 59,177 X 59,177
PEOPLES BK BRIDGEPORT
CONN COM 710198102 1,135 34,545 X 34,545
PEPCO HOLDINGS INC COM 713291102 680 28,842 X 28,842
PEPSI BOTTLING GROUP INC COM 713409100 2,390 74,348 X 74,348
PEPSIAMERICAS INC COM 71343P200 2,800 126,655 X 126,655
PEPSICO INC COM 713448108 53,536 891,675 X 891,675
PERKINELMER INC COM 714046109 1,396 66,771 X 66,771
PETSMART INC COM 716768106 936 36,575 X 36,575
PFIZER INC COM 717081103 91,042 3,879,099 X 3,879,099
PHARMACEUTICAL PROD DEV
INC COM 717124101 2,495 71,041 X 71,041
PHELPS DODGE CORP COM 717265102 6,286 76,504 X 76,504
PHILADELPHIA CONS HLDG
CORP COM 717528103 405 13,339 X 13,339
PILGRIMS PRIDE CORP COM 721467108 1,850 71,700 X 71,700
PINNACLE WEST CAP CORP COM 723484101 3,380 84,693 X 84,693
PIONEER NAT RES CO COM 723787107 907 19,538 X 19,538
PITNEY BOWES INC COM 724479100 3,743 90,628 X 90,628
PLAINS EXPL& PRODTN CO COM 726505100 833 20,541 X 20,541
PLANTRONICS INC NEW COM 727493108 431 19,400 X 19,400
PLUM CREEK TIMBER CO INC COM 729251108 992 27,936 X 27,936
POGO PRODUCING CO COM 730448107 437 9,469 X 9,469
POLO RALPH LAUREN CORP CL A 731572103 2,254 41,054 X 41,054
POOL CORPORATION COM 73278L105 603 13,821 X 13,821
POPULAR INC COM 733174106 1,370 71,337 X 71,337
PRAXAIR INC COM 74005P104 8,803 163,015 X 163,015
PRECISION CASTPARTS CORP COM 740189105 14,540 243,308 X 243,308
PRICE T ROWE GROUP INC COM 74144T108 3,786 100,138 X 100,138
14
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
PRIDE INTL INC DEL COM 74153Q102 1,215 38,918 X 38,918
PRINCIPAL FINANCIAL
GROUP IN COM 74251V102 6,860 123,270 X 123,270
PROCTER & GAMBLE CO COM 742718109 97,167 1,747,612 X 1,747,612
PROGRESS ENERGY INC COM 743263105 1,708 39,840 X 39,840
PROGRESSIVE CORP OHIO COM 743315103 6,547 254,650 X 254,650
PROLOGIS SH BEN INT 743410102 1,930 37,031 X 37,031
PROTECTIVE LIFE CORP COM 743674103 1,376 29,506 X 29,506
PRUDENTIAL FINL INC COM 744320102 19,297 248,350 X 248,350
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 5,431 82,136 X 82,136
PUBLIC STORAGE INC COM 74460D109 3,568 47,008 X 47,008
PUGET ENERGY INC NEW COM 745310102 377 17,548 X 17,548
PULTE HOMES INC COM 745867101 3,801 132,029 X 132,029
QLOGIC CORP COM 747277101 1,267 73,476 X 73,476
QUALCOMM INC COM 747525103 47,366 1,182,081 X 1,182,081
QUANTA SVCS INC COM 74762E102 380 21,943 X 21,943
QUEST DIAGNOSTICS INC COM 74834L100 7,019 117,147 X 117,147
QUESTAR CORP COM 748356102 8,223 102,167 X 102,167
QUICKSILVER RESOURCES INC COM 74837R104 600 16,296 X 16,296
QWEST COMMUNICATIONS
INTL IN COM 749121109 3,992 493,491 X 493,491
R H DONNELLEY CORP COM NEW 74955W307 418 7,723 X 7,723
RPM INTL INC COM 749685103 589 32,749 X 32,749
RADIAN GROUP INC COM 750236101 6,102 98,772 X 98,772
RADIOSHACK CORP COM 750438103 481 34,356 X 34,356
RAMBUS INC DEL COM 750917106 501 21,981 X 21,981
RANGE RES CORP COM 75281A109 978 35,966 X 35,966
RAYMOND JAMES FINANCIAL
INC COM 754730109 415 13,702 X 13,702
RAYONIER INC COM 754907103 1,228 32,386 X 32,386
RAYTHEON CO COM NEW 755111507 6,245 140,108 X 140,108
RECKSON ASSOCS RLTY CORP COM 75621K106 522 12,611 X 12,611
RED HAT INC COM 756577102 1,198 51,180 X 51,180
REGAL ENTMT GROUP CL A 758766109 335 16,466 X 16,466
REGENCY CTRS CORP COM 758849103 645 10,377 X 10,377
REGIONS FINANCIAL CORP
NEW COM 7591EP100 5,043 152,261 X 152,261
REINSURANCE GROUP AMER
INC COM 759351109 231 4,697 X 4,697
RELIANCE STEEL &
ALUMINUM CO COM 759509102 413 4,983 X 4,983
RELIANT ENERGY INC COM 75952B105 692 57,725 X 57,725
REPUBLIC SVCS INC COM 760759100 2,739 67,897 X 67,897
RESMED INC COM 761152107 922 19,631 X 19,631
RESPIRONICS INC COM 761230101 1,748 51,075 X 51,075
REYNOLDS & REYNOLDS CO CL A 761695105 1,683 54,876 X 54,876
REYNOLDS AMERICAN INC COM 761713106 4,788 41,523 X 41,523
RITE AID CORP COM 767754104 340 80,108 X 80,108
ROBERT HALF INTL INC COM 770323103 1,785 42,496 X 42,496
ROCKWELL AUTOMATION INC COM 773903109 6,096 84,661 X 84,661
ROCKWELL COLLINS INC COM 774341101 6,332 113,333 X 113,333
ROHM & HAAS CO COM 775371107 2,411 48,099 X 48,099
ROPER INDS INC NEW COM 776696106 3,303 70,663 X 70,663
ROSS STORES INC COM 778296103 1,051 37,482 X 37,482
ROWAN COS INC COM 779382100 1,030 28,938 X 28,938
RYDER SYS INC COM 783549108 540 9,245 X 9,245
RYLAND GROUP INC COM 783764103 1,181 27,111 X 27,111
SBA COMMUNICATIONS CORP COM 78388J106 704 26,914 X 26,914
SEI INVESTMENTS CO COM 784117103 2,058 42,108 X 42,108
SL GREEN RLTY CORP COM 78440X101 1,234 11,276 X 11,276
15
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
SLM CORP COM 78442P106 11,654 220,219 X 220,219
SPX CORP COM 784635104 1,223 21,866 X 21,866
SABRE HLDGS CORP CL A 785905100 795 36,136 X 36,136
SAFECO CORP COM 786429100 1,019 18,075 X 18,075
SAFEWAY INC COM NEW 786514208 3,558 136,848 X 136,848
ST JOE CO COM 790148100 2,190 47,049 X 47,049
ST JUDE MED INC COM 790849103 9,469 292,065 X 292,065
ST MARY LD & EXPL CO COM 792228108 601 14,925 X 14,925
ST PAUL TRAVELERS INC COM 792860108 6,407 143,714 X 143,714
SAKS INC COM 79377W108 333 20,601 X 20,601
SALESFORCE COM INC COM 79466L302 587 22,025 X 22,025
SANDISK CORP COM 80004C101 5,558 109,023 X 109,023
SANMINA SCI CORP COM 800907107 741 161,036 X 161,036
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1,024 19,500 X 19,500
SARA LEE CORP COM 803111103 4,768 297,647 X 297,647
SCANA CORP NEW COM 80589M102 2,650 68,694 X 68,694
SCHEIN HENRY INC COM 806407102 1,802 38,558 X 38,558
SCHERING PLOUGH CORP COM 806605101 13,885 729,654 X 729,654
SCHLUMBERGER LTD COM 806857108 326 5,000 X 5,000
SCHWAB CHARLES CORP NEW COM 808513105 6,157 385,280 X 385,280
SCIENTIFIC GAMES CORP CL A 80874P109 615 17,269 X 17,269
SCOTTISH PWR PLC SP ADR FNL NEW 81013T804 784 18,174 X 18,174
SCOTTS MIRACLE GRO CO CL A 810186106 463 10,942 X 10,942
SCRIPPS E W CO OHIO CL A 811054204 4,643 107,616 X 107,616
SEACOR HOLDINGS INC COM 811904101 281 3,425 X 3,425
SEALED AIR CORP NEW COM 81211K100 934 17,932 X 17,932
SEARS HLDGS CORP COM 812350106 7,457 48,014 X 48,014
SEMPRA ENERGY COM 816851109 5,427 119,320 X 119,320
SEPRACOR INC COM 817315104 2,351 41,141 X 41,141
SERVICE CORP INTL COM 817565104 586 71,975 X 71,975
SERVICEMASTER CO COM 81760N109 554 53,619 X 53,619
SHAW GROUP INC COM 820280105 339 12,178 X 12,178
SHERWIN WILLIAMS CO COM 824348106 9,266 195,159 X 195,159
SHURGARD STORAGE CTRS INC COM 82567D104 771 12,331 X 12,331
SIERRA HEALTH SVCS INC COM 826322109 1,756 39,007 X 39,007
SIERRA PAC RES NEW COM 826428104 427 30,479 X 30,479
SIGMA ALDRICH CORP COM 826552101 2,979 41,006 X 41,006
SILICON LABORATORIES INC COM 826919102 460 13,079 X 13,079
SIMON PPTY GROUP INC NEW COM 828806109 9,765 117,731 X 117,731
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 201 2,940 X 2,940
SIRIUS SATELLITE RADIO
INC COM 82966U103 2,190 461,004 X 461,004
SKY FINL GROUP INC COM 83080P103 360 15,257 X 15,257
SMITH INTL INC COM 832110100 3,880 87,258 X 87,258
SMITHFIELD FOODS INC COM 832248108 1,046 36,272 X 36,272
SMUCKER J M CO COM NEW 832696405 414 9,253 X 9,253
SMURFIT-STONE CONTAINER
CORP COM 832727101 423 38,629 X 38,629
SNAP ON INC COM 833034101 388 9,598 X 9,598
SOLECTRON CORP COM 834182107 614 179,527 X 179,527
SONOCO PRODS CO COM 835495102 475 15,011 X 15,011
SOUTH FINL GROUP INC COM 837841105 300 11,361 X 11,361
SOUTHERN CO COM 842587107 7,415 231,345 X 231,345
SOUTHERN UN CO NEW COM 844030106 409 15,102 X 15,102
SOUTHWEST AIRLS CO COM 844741108 2,823 172,458 X 172,458
SOUTHWESTERN ENERGY CO COM 845467109 1,360 43,634 X 43,634
16
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
SOVEREIGN BANCORP INC COM 845905108 957 47,099 X 47,099
SPRINT NEXTEL CORP COM FON 852061100 24,628 1,232,002 X 1,232,002
STANCORP FINL GROUP INC COM 852891100 1,164 22,868 X 22,868
STANDARD PAC CORP NEW COM 85375C101 330 12,830 X 12,830
STANLEY WKS COM 854616109 3,878 82,121 X 82,121
STAPLES INC COM 855030102 6,529 268,145 X 268,145
STARBUCKS CORP COM 855244109 18,415 487,698 X 487,698
STARWOOD HOTELS&RESORTS
WRLD COM 85590A401 10,572 175,201 X 175,201
STATE STR CORP COM 857477103 4,911 84,535 X 84,535
STATION CASINOS INC COM 857689103 2,090 30,706 X 30,706
STEEL DYNAMICS INC COM 858119100 485 7,383 X 7,383
STEELCASE INC CL A 858155203 301 18,306 X 18,306
STERICYCLE INC COM 858912108 869 13,354 X 13,354
STRYKER CORP COM 863667101 5,316 126,232 X 126,232
STUDENT LN CORP COM 863902102 3,314 16,405 X 16,405
SUN MICROSYSTEMS INC COM 866810104 2,908 700,763 X 700,763
SUNOCO INC COM 86764P109 14,481 208,990 X 208,990
SUNTRUST BKS INC COM 867914103 21,723 284,853 X 284,853
SUPERIOR ENERGY SVCS INC COM 868157108 706 20,822 X 20,822
SUPERVALU INC COM 868536103 1,559 50,778 X 50,778
SWIFT TRANSN CO COM 870756103 342 10,782 X 10,782
SYMANTEC CORP COM 871503108 6,947 447,071 X 447,071
SYMBOL TECHNOLOGIES INC COM 871508107 667 61,813 X 61,813
SYNOPSYS INC COM 871607107 1,061 56,551 X 56,551
SYNOVUS FINL CORP COM 87161C105 1,452 54,231 X 54,231
SYSCO CORP COM 871829107 12,336 403,681 X 403,681
TCF FINL CORP COM 872275102 989 37,382 X 37,382
TD BANKNORTH INC COM 87235A101 606 20,592 X 20,592
TD AMERITRADE HLDG CORP COM 87236Y108 1,204 81,298 X 81,298
TECO ENERGY INC COM 872375100 1,133 75,840 X 75,840
TJX COS INC NEW COM 872540109 4,588 200,687 X 200,687
TXU CORP COM 873168108 17,596 294,301 X 294,301
TARGET CORP COM 87612E106 30,881 631,901 X 631,901
TAUBMAN CTRS INC COM 876664103 454 11,089 X 11,089
TECH DATA CORP COM 878237106 322 8,418 X 8,418
TECHNE CORP COM 878377100 524 10,285 X 10,285
TEKTRONIX INC COM 879131100 565 19,195 X 19,195
TELEFLEX INC COM 879369106 330 6,102 X 6,102
TELEPHONE & DATA SYS INC COM 879433100 2,038 49,223 X 49,223
TELEPHONE & DATA SYS INC SPL COM 879433860 1,023 26,300 X 26,300
TELLABS INC COM 879664100 902 67,799 X 67,799
TEMPLE INLAND INC COM 879868107 1,578 36,816 X 36,816
TENET HEALTHCARE CORP COM 88033G100 744 106,571 X 106,571
TERADYNE INC COM 880770102 652 46,784 X 46,784
TEREX CORP NEW COM 880779103 1,006 10,191 X 10,191
TESORO CORP COM 881609101 771 10,371 X 10,371
TETRA TECHNOLOGIES INC
DEL COM 88162F105 566 18,670 X 18,670
TEXAS INSTRS INC COM 882508104 26,528 875,799 X 875,799
TEXTRON INC COM 883203101 9,081 98,512 X 98,512
THERMO ELECTRON CORP COM 883556102 1,205 33,243 X 33,243
THOMAS & BETTS CORP COM 884315102 2,066 40,272 X 40,272
THOR INDS INC COM 885160101 450 9,292 X 9,292
THORNBURG MTG INC COM 885218107 472 16,940 X 16,940
3M CO COM 88579Y101 38,130 472,077 X 472,077
17
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
TIDEWATER INC COM 886423102 636 12,934 X 12,934
TIFFANY & CO NEW COM 886547108 1,027 31,113 X 31,113
TIM HORTONS INC COM 88706M103 225 8,727 X 8,727
TIMBERLAND CO CL A 887100105 726 27,800 X 27,800
TIME WARNER INC COM 887317105 40,374 2,333,748 X 2,333,748
TIMKEN CO COM 887389104 450 13,439 X 13,439
TITANIUM METALS CORP COM NEW 888339207 667 19,411 X 19,411
TODCO CL A 88889T107 660 16,161 X 16,161
TOLL BROTHERS INC COM 889478103 571 22,333 X 22,333
TORCHMARK CORP COM 891027104 9,417 155,091 X 155,091
TORO CO COM 891092108 2,723 58,309 X 58,309
TOTAL S A SPONSORED ADR 89151E109 812 12,400 X 12,400
TRACTOR SUPPLY CO COM 892356106 520 9,403 X 9,403
TRANSATLANTIC HLDGS INC COM 893521104 286 5,123 X 5,123
TRIAD HOSPITALS INC COM 89579K109 3,676 92,872 X 92,872
TRIBUNE CO NEW COM 896047107 1,799 55,472 X 55,472
TRIMBLE NAVIGATION LTD COM 896239100 637 14,259 X 14,259
TRINITY INDS INC COM 896522109 813 20,132 X 20,132
TRIZEC PROPERTIES INC COM 89687P107 426 14,883 X 14,883
TYCO INTL LTD NEW COM 902124106 14,006 509,300 X 509,300
TYSON FOODS INC CL A 902494103 1,976 132,957 X 132,957
UAL CORP COM NEW 902549807 464 14,958 X 14,958
UGI CORP NEW COM 902681105 2,853 115,882 X 115,882
UST INC COM 902911106 6,104 135,075 X 135,075
US BANCORP DEL COM NEW 902973304 19,111 618,884 X 618,884
URS CORP NEW COM 903236107 339 8,082 X 8,082
U S G CORP COM NEW 903293405 563 7,721 X 7,721
U S AIRWAYS GROUP INC COM 90341W108 802 15,865 X 15,865
ULTRA PETROLEUM CORP COM 903914109 735 12,400 X 12,400
UNION PAC CORP COM 907818108 11,110 119,517 X 119,517
UNIONBANCAL CORP COM 908906100 6,667 103,215 X 103,215
UNISYS CORP COM 909214108 332 52,841 X 52,841
UNIT CORP COM 909218109 687 12,077 X 12,077
UNITED DOMINION REALTY
TR IN COM 910197102 981 35,007 X 35,007
UNITED PARCEL SERVICE INC CL B 911312106 29,407 357,184 X 357,184
UNITED RENTALS INC COM 911363109 313 9,781 X 9,781
UNITED STATES CELLULAR
CORP COM 911684108 1,035 17,087 X 17,087
UNITED STATES STL CORP
NEW COM 912909108 3,358 47,884 X 47,884
UNITED TECHNOLOGIES CORP COM 913017109 44,658 704,167 X 704,167
UNITEDHEALTH GROUP INC COM 91324P102 38,314 855,612 X 855,612
UNITRIN INC COM 913275103 313 7,172 X 7,172
UNIVERSAL HLTH SVCS INC CL B 913903100 1,220 24,279 X 24,279
UNIVISION COMMUNICATIONS
INC CL A 914906102 1,633 48,756 X 48,756
UNUMPROVIDENT CORP COM 91529Y106 1,143 63,053 X 63,053
URBAN OUTFITTERS INC COM 917047102 4,628 264,613 X 264,613
VCA ANTECH INC COM 918194101 808 25,311 X 25,311
V F CORP COM 918204108 4,354 64,105 X 64,105
VALERO ENERGY CORP NEW COM 91913Y100 32,407 487,180 X 487,180
VALLEY NATL BANCORP COM 919794107 433 16,861 X 16,861
VALSPAR CORP COM 920355104 966 36,571 X 36,571
VARIAN MED SYS INC COM 92220P105 1,625 34,320 X 34,320
VECTREN CORP COM 92240G101 314 11,524 X 11,524
VENTAS INC COM 92276F100 764 22,540 X 22,540
VERIFONE HLDGS INC COM 92342Y109 309 10,139 X 10,139
18
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
VERISIGN INC COM 92343E102 2,462 106,265 X 106,265
VERIZON COMMUNICATIONS COM 92343V104 46,273 1,381,701 X 1,381,701
VERTEX PHARMACEUTICALS
INC COM 92532F100 1,059 28,848 X 28,848
VIACOM INC NEW CL B 92553P201 10,668 297,665 X 297,665
VISHAY INTERTECHNOLOGY
INC COM 928298108 462 29,377 X 29,377
VORNADO RLTY TR SH BEN INT 929042109 1,805 18,500 X 18,500
VULCAN MATLS CO COM 929160109 3,545 45,451 X 45,451
WPS RESOURCES CORP COM 92931B106 561 11,307 X 11,307
WACHOVIA CORP 2ND NEW COM 929903102 53,498 989,231 X 989,231
WAL MART STORES INC COM 931142103 79,428 1,648,906 X 1,648,906
WALGREEN CO COM 931422109 19,212 428,466 X 428,466
WALTER INDS INC COM 93317Q105 653 11,335 X 11,335
WARNER MUSIC GROUP CORP COM 934550104 572 19,409 X 19,409
WASHINGTON FED INC COM 938824109 307 13,224 X 13,224
WASHINGTON GROUP INTL INC COM NEW 938862208 214 4,010 X 4,010
WASHINGTON MUT INC COM 939322103 24,603 539,772 X 539,772
WASHINGTON POST CO CL B 939640108 3,406 4,367 X 4,367
WASTE MGMT INC DEL COM 94106L109 8,386 233,738 X 233,738
WATERS CORP COM 941848103 2,717 61,192 X 61,192
WATSON PHARMACEUTICALS
INC COM 942683103 904 38,850 X 38,850
WATTS WATER TECHNOLOGIES
INC CL A 942749102 1,005 29,950 X 29,950
WEBSTER FINL CORP CONN COM 947890109 379 7,992 X 7,992
WEIGHT WATCHERS INTL INC
NEW COM 948626106 3,262 79,783 X 79,783
WEINGARTEN RLTY INVS SH BEN INT 948741103 578 15,092 X 15,092
WELLCARE HEALTH PLANS INC COM 94946T106 418 8,529 X 8,529
WELLPOINT INC COM 94973V107 18,078 248,431 X 248,431
WELLS FARGO & CO NEW COM 949746101 50,174 747,975 X 747,975
WENDYS INTL INC COM 950590109 3,352 57,501 X 57,501
WESCO INTL INC COM 95082P105 870 12,612 X 12,612
19
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
VOTING AUTHORITY
INV. DISCRETION SHARES
(A) (B) (C) (A) (B) (C)
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET VALUE PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR.V SOLE SHARED NONE
WEST CORP COM 952355105 3,537 73,816 X 73,816
WESTAR ENERGY INC COM 95709T100 225 10,700 X 10,700
WESTERN DIGITAL CORP COM 958102105 1,140 57,544 X 57,544
WESTERN GAS RES INC COM 958259103 1,761 29,427 X 29,427
WEYERHAEUSER CO COM 962166104 4,332 69,596 X 69,596
WHIRLPOOL CORP COM 963320106 1,733 20,972 X 20,972
WHITNEY HLDG CORP COM 966612103 869 24,560 X 24,560
WHOLE FOODS MKT INC COM 966837106 5,925 91,659 X 91,659
WILEY JOHN & SONS INC CL A 968223206 961 28,941 X 28,941
WILLIAMS COS INC DEL COM 969457100 4,516 193,331 X 193,331
WILLIAMS SONOMA INC COM 969904101 855 25,108 X 25,108
WILMINGTON TRUST CORP COM 971807102 651 15,424 X 15,424
WISCONSIN ENERGY CORP COM 976657106 714 17,706 X 17,706
WOLVERINE WORLD WIDE INC COM 978097103 856 36,700 X 36,700
WRIGLEY WM JR CO COM 982526105 5,068 111,729 X 111,729
WYETH COM 983024100 25,189 567,188 X 567,188
WYNN RESORTS LTD COM 983134107 1,321 18,019 X 18,019
XM SATELLITE RADIO HLDGS
INC CL A 983759101 2,308 157,548 X 157,548
XTO ENERGY INC COM 98385X106 7,517 169,803 X 169,803
XCEL ENERGY INC COM 98389B100 1,199 62,530 X 62,530
XILINX INC COM 983919101 2,081 91,889 X 91,889
XEROX CORP COM 984121103 4,400 316,316 X 316,316
YRC WORLDWIDE INC COM 984249102 543 12,906 X 12,906
YAHOO INC COM 984332106 27,264 826,194 X 826,194
YUM BRANDS INC COM 988498101 8,856 176,164 X 176,164
ZEBRA TECHNOLOGIES CORP CL A 989207105 713 20,873 X 20,873
ZIMMER HLDGS INC COM 98956P102 7,490 132,046 X 132,046
ZIONS BANCORPORATION COM 989701107 5,385 69,092 X 69,092
GRAND TOTAL 6,549,912
20