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, 2007
Check here if Amendment |_|; Amendment Number-
This Amendment (Check only one.) |_| is a restatement
|_| adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
Address: 1 Verizon Way, Building 7, 1st Floor South
Basking Ridge, New Jersey 07920
Form 13F File Number: 028-04063
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting manager:
Name: David L. Beik
Title: Chief Operating Officer
Phone: 908 559-5890
Signature, Place, and Date of Signing:
/s/ David L. Beik Basking Ridge, New Jersey 8/6/2007
----------------- ------------------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one.):
|X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report-)
|_| 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
|_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 941
Form 13F Information Table Value Total: 5,456,360
(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
MELLON TRUST
FORM 13F- SOLE INSTR V. NONE AUTHORITY
30-JUN-07
NYXG123056 PAGE: 1
13F-COMBINED BASE: USD
HB13F
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 2,380 38,072 38,072 1
AMDOCS LTD ORD G02602103 1,204 30,231 30,231 2
AXIS CAPITAL HOLDINGS SHS G0692U109 308 7,580 7,580 3
ACCENTURE LTD BERMUDA CL A G1150G111 3,893 90,766 90,766 4
BUNGE LIMITED COM G16962105 503 5,952 5,952 5
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 478 4,901 4,901 6
COOPER INDS LTD CL A G24182100 1,960 34,330 34,330 7
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 917 22,893 22,893 8
EVEREST RE GROUP LTD COM G3223R108 338 3,115 3,115 9
FOSTER WHEELER LTD SHS NEW G36535139 1,152 10,767 10,767 10
FRONTLINE LTD SHS G3682E127 340 7,414 7,414 11
GARMIN LTD ORD G37260109 1,306 17,661 17,661 12
GLOBALSANTAFE CORP SHS G3930E101 2,519 34,859 34,859 13
HERBALIFE LTD COM USD SHS G4412G101 307 7,744 7,744 14
INGERSOLL-RAND COMPANY LTD CL A G4776G101 921 16,807 16,807 15
LAZARD LTD SHS A G54050102 355 7,883 7,883 16
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,225 122,213 122,213 17
NABORS INDUSTRIES LTD SHS G6359F103 1,722 51,586 51,586 18
NOBLE CORPORATION SHS G65422100 1,998 20,493 20,493 19
ORIENT-EXPRESS HOTELS LTD CL A G67743107 333 6,245 6,245 20
PARTNERRE LTD COM G6852T105 318 4,107 4,107 21
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,081 33,562 33,562 22
SEAGATE TECHNOLOGY SHS G7945J104 1,048 48,151 48,151 23
UTI WORLDWIDE INC ORD G87210103 405 15,131 15,131 24
TRANSOCEAN INC ORD G90078109 6,386 60,261 60,261 25
WARNER CHILCOTT LIMITED COM CL A G9435N108 251 13,869 13,869 26
WEATHERFORD INTERNATIONAL LT COM G95089101 2,849 51,577 51,577 27
WHITE MTNS INS GROUP LTD COM G9618E107 272 449 449 28
XL CAP LTD CL A G98255105 963 11,420 11,420 29
UBS AG SHS NEW H89231338 2,400 40,000 40,000 30
CNH GLOBAL N V SHS NEW N20935206 511 10,000 10,000 31
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 282 6,567 6,567 32
AFLAC INC COM 001055102 5,168 100,537 100,537 33
AGCO CORP COM 001084102 465 10,709 10,709 34
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
AES CORP COM 00130H105 5,516 252,080 252,080 35
AK STL HLDG CORP COM 001547108 636 17,022 17,022 36
AMB PROPERTY CORP COM 00163T109 261 4,912 4,912 37
AMR CORP COM 001765106 1,957 74,288 74,288 38
AT&T INC COM 00206R102 88,932 2,142,932 2,142,932 39
ABBOTT LABS COM 002824100 33,631 628,036 628,036 40
ABERCROMBIE & FITCH CO CL A 002896207 979 13,420 13,420 41
ACTIVISION INC NEW COM NEW 004930202 809 43,321 43,321 42
ACXIOM CORP COM 005125109 442 16,694 16,694 43
ADOBE SYS INC COM 00724F101 17,000 423,412 423,412 44
ADVANCE AUTO PARTS INC COM 00751Y106 660 16,278 16,278 45
ADVANCED MEDICAL OPTICS INC COM 00763M108 320 9,166 9,166 46
ADVANCED MICRO DEVICES INC COM 007903107 2,339 163,553 163,553 47
AETNA INC NEW COM 00817Y108 6,787 137,397 137,397 48
AFFILIATED COMPUTER SERVICES CL A 008190100 968 17,068 17,068 49
AFFILIATED MANAGERS GROUP COM 008252108 586 4,555 4,555 50
AGILENT TECHNOLOGIES INC COM 00846U101 2,373 61,723 61,723 51
AGILYSYS INC COM 00847J105 900 40,000 40,000 52
AIR PRODS & CHEMS INC COM 009158106 5,943 73,949 73,949 53
AIRGAS INC COM 009363102 1,437 30,003 30,003 54
AKAMAI TECHNOLOGIES INC COM 00971T101 2,443 50,218 50,218 55
ALBEMARLE CORP COM 012653101 470 12,204 12,204 56
ALCOA INC COM 013817101 9,843 242,867 242,867 57
ALLEGHENY ENERGY INC COM 017361106 6,588 127,338 127,338 58
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,484 33,220 33,220 59
ALLERGAN INC COM 018490102 5,064 87,849 87,849 60
ALLIANCE DATA SYSTEMS CORP COM 018581108 930 12,034 12,034 61
ALLIANT ENERGY CORP COM 018802108 218 5,608 5,608 62
ALLIANT TECHSYSTEMS INC COM 018804104 1,724 17,388 17,388 63
ALLIED CAP CORP NEW COM 01903Q108 232 7,508 7,508 64
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 250 18,603 18,603 65
ALLSTATE CORP COM 020002101 6,763 109,944 109,944 66
ALLTEL CORP COM 020039103 3,111 46,049 46,049 67
ALTERA CORP COM 021441100 2,751 124,293 124,293 68
ALTRIA GROUP INC COM 02209S103 56,078 799,519 799,519 69
AMAZON COM INC COM 023135106 14,061 205,546 205,546 70
AMBAC FINL GROUP INC COM 023139108 17,152 196,725 196,725 71
AMEREN CORP COM 023608102 500 10,206 10,206 72
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2,106 34,000 34,000 73
AMERICAN CAPITAL STRATEGIES COM 024937104 339 7,964 7,964 74
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 729 28,399 28,399 75
AMERICAN ELEC PWR INC COM 025537101 8,948 198,659 198,659 76
AMERICAN EXPRESS CO COM 025816109 24,065 393,349 393,349 77
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 53,689 766,656 766,656 78
AMERICAN STD COS INC DEL COM 029712106 1,628 27,600 27,600 79
AMERICAN TOWER CORP CL A 029912201 6,674 158,894 158,894 80
AMERISOURCEBERGEN CORP COM 03073E105 9,201 185,987 185,987 81
AMERIPRISE FINL INC COM 03076C106 737 11,597 11,597 82
AMETEK INC NEW COM 031100100 3,755 94,620 94,620 83
AMGEN INC COM 031162100 29,197 528,078 528,078 84
AMPCO-PITTSBURGH CORP COM 032037103 321 8,000 8,000 85
AMPHENOL CORP NEW CL A 032095101 1,143 32,059 32,059 86
AMYLIN PHARMACEUTICALS INC COM 032346108 828 20,115 20,115 87
ANADARKO PETE CORP COM 032511107 11,741 225,823 225,823 88
ANALOG DEVICES INC COM 032654105 1,883 50,016 50,016 89
ANHEUSER BUSCH COS INC COM 035229103 12,365 237,053 237,053 90
ANNALY CAP MGMT INC COM 035710409 187 12,960 12,960 91
ANNTAYLOR STORES CORP COM 036115103 1,047 29,566 29,566 92
AON CORP COM 037389103 617 14,475 14,475 93
APACHE CORP COM 037411105 9,132 111,926 111,926 94
APARTMENT INVT & MGMT CO CL A 03748R101 1,277 25,334 25,334 95
APOLLO GROUP INC CL A 037604105 1,292 22,112 22,112 96
APPLE INC COM 037833100 46,041 377,259 377,259 97
APPLERA CORP COM AP BIO GRP 038020103 2,826 92,529 92,529 98
APPLIED MATLS INC COM 038222105 6,583 331,316 331,316 99
AQUANTIVE INC COM 03839G105 690 10,810 10,810 100
ARCH COAL INC COM 039380100 759 21,807 21,807 101
ARCHER DANIELS MIDLAND CO COM 039483102 15,773 476,679 476,679 102
ARCHSTONE SMITH TR COM 039583109 7,447 125,989 125,989 103
ARMOR HOLDINGS INC COM 042260109 3,010 34,648 34,648 104
ARROW ELECTRS INC COM 042735100 508 13,209 13,209 105
ASSOCIATED BANC CORP COM 045487105 206 6,287 6,287 106
ASSURANT INC COM 04621X108 12,577 213,466 213,466 107
ATMEL CORP COM 049513104 468 84,099 84,099 108
AUTODESK INC COM 052769106 7,640 162,283 162,283 109
AUTOLIV INC COM 052800109 501 8,808 8,808 110
AUTOMATIC DATA PROCESSING IN COM 053015103 11,831 244,095 244,095 111
AUTOZONE INC COM 053332102 3,018 22,091 22,091 112
AVALONBAY CMNTYS INC COM 053484101 19,666 165,426 165,426 113
AVAYA INC COM 053499109 1,419 84,249 84,249 114
AVERY DENNISON CORP COM 053611109 2,306 34,681 34,681 115
AVIS BUDGET GROUP COM 053774105 250 8,783 8,783 116
AVNET INC COM 053807103 5,013 126,459 126,459 117
AVON PRODS INC COM 054303102 2,336 63,559 63,559 118
BB&T CORP COM 054937107 1,105 27,163 27,163 119
BJ SVCS CO COM 055482103 1,276 44,854 44,854 120
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
BOK FINL CORP COM NEW 05561Q201 2,703 50,597 50,597 121
BP PLC SPONSORED ADR 055622104 1,443 20,000 20,000 122
BMC SOFTWARE INC COM 055921100 2,444 80,666 80,666 123
BAKER HUGHES INC COM 057224107 9,505 112,983 112,983 124
BALL CORP COM 058498106 3,207 60,311 60,311 125
BANK OF AMERICA CORPORATION COM 060505104 77,807 1,591,477 1,591,477 126
BANK HAWAII CORP COM 062540109 216 4,174 4,174 127
BANK NEW YORK INC COM 064057102 10,293 248,394 248,394 128
BARD C R INC COM 067383109 4,869 58,926 58,926 129
BARE ESCENTUALS INC COM 067511105 203 5,944 5,944 130
BARR PHARMACEUTICALS INC COM 068306109 843 16,782 16,782 131
BAUSCH & LOMB INC COM 071707103 271 3,903 3,903 132
BAXTER INTL INC COM 071813109 8,711 154,623 154,623 133
BE AEROSPACE INC COM 073302101 582 14,097 14,097 134
BEA SYS INC COM 073325102 821 59,941 59,941 135
BEAR STEARNS COS INC COM 073902108 7,122 50,868 50,868 136
BECKMAN COULTER INC COM 075811109 535 8,264 8,264 137
BECTON DICKINSON & CO COM 075887109 15,627 209,761 209,761 138
BED BATH & BEYOND INC COM 075896100 3,839 106,675 106,675 139
BEMIS INC COM 081437105 569 17,157 17,157 140
BERKLEY W R CORP COM 084423102 3,503 107,653 107,653 141
BERKSHIRE HATHAWAY INC DEL CL B 084670207 638 177 177 142
BEST BUY INC COM 086516101 10,362 222,037 222,037 143
BIG LOTS INC COM 089302103 507 17,227 17,227 144
BIOMET INC COM 090613100 1,717 37,551 37,551 145
BIOGEN IDEC INC COM 09062X103 7,417 138,640 138,640 146
BLACK & DECKER CORP COM 091797100 3,226 36,535 36,535 147
BLACKROCK INC COM 09247X101 5,859 37,418 37,418 148
BLOCK H & R INC COM 093671105 1,154 49,379 49,379 149
BOEING CO COM 097023105 30,714 319,401 319,401 150
BORG WARNER INC COM 099724106 862 10,017 10,017 151
BOSTON PROPERTIES INC COM 101121101 3,580 35,051 35,051 152
BOSTON SCIENTIFIC CORP COM 101137107 1,007 65,662 65,662 153
BOYD GAMING CORP COM 103304101 423 8,602 8,602 154
BRINKER INTL INC COM 109641100 1,093 37,353 37,353 155
BRINKS CO COM 109696104 970 15,667 15,667 156
BRISTOL MYERS SQUIBB CO COM 110122108 20,613 653,136 653,136 157
BROADCOM CORP CL A 111320107 6,135 209,739 209,739 158
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,169 61,162 61,162 159
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,532 63,450 63,450 160
BROWN & BROWN INC COM 115236101 430 17,111 17,111 161
BROWN FORMAN CORP CL B 115637209 695 9,514 9,514 162
BURGER KING HLDGS INC COM 121208201 256 9,715 9,715 163
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHN SANTA FE C COM 12189T104 10,332 121,350 121,350 164
CBS CORP NEW CL B 124857202 7,703 231,172 231,172 165
CB RICHARD ELLIS GROUP INC CL A 12497T101 1,090 29,859 29,859 166
C D W CORP COM 12512N105 759 8,938 8,938 167
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,981 113,877 113,877 168
CIGNA CORP COM 125509109 3,865 74,007 74,007 169
CIT GROUP INC COM 125581108 1,889 34,455 34,455 170
CMS ENERGY CORP COM 125896100 1,566 91,068 91,068 171
CSX CORP COM 126408103 6,343 140,696 140,696 172
CTC MEDIA INC COM 12642X106 216 7,948 7,948 173
CTS CORP COM 126501105 253 20,000 20,000 174
CVS CAREMARK CORPORATION COM 126650100 25,309 694,351 694,351 175
CA INC COM 12673P105 1,213 46,965 46,965 176
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,946 81,410 81,410 177
CABOT CORP COM 127055101 380 7,978 7,978 178
CABOT OIL & GAS CORP COM 127097103 546 14,817 14,817 179
CADENCE DESIGN SYSTEM INC COM 127387108 2,672 121,681 121,681 180
CAMERON INTERNATIONAL CORP COM 13342B105 3,884 54,342 54,342 181
CAMPBELL SOUP CO COM 134429109 3,494 90,035 90,035 182
CAPITAL ONE FINL CORP COM 14040H105 10,941 139,488 139,488 183
CAPITALSOURCE INC COM 14055X102 342 13,894 13,894 184
CARDINAL HEALTH INC COM 14149Y108 4,155 58,817 58,817 185
CAREER EDUCATION CORP COM 141665109 491 14,528 14,528 186
CARLISLE COS INC COM 142339100 224 4,809 4,809 187
CARMAX INC COM 143130102 843 33,060 33,060 188
CARNIVAL CORP PAIRED CTF 143658300 1,970 40,389 40,389 189
CARPENTER TECHNOLOGY CORP COM 144285103 364 2,797 2,797 190
CATERPILLAR INC DEL COM 149123101 17,533 223,923 223,923 191
CBOT HLDGS INC CL A 14984K106 1,669 8,080 8,080 192
CELANESE CORP DEL COM SER A 150870103 1,478 38,105 38,105 193
CELGENE CORP COM 151020104 5,623 98,090 98,090 194
CENTERPOINT ENERGY INC COM 15189T107 1,723 99,052 99,052 195
CENTEX CORP COM 152312104 945 23,557 23,557 196
CENTURYTEL INC COM 156700106 5,415 110,399 110,399 197
CEPHALON INC COM 156708109 814 10,123 10,123 198
CERIDIAN CORP NEW COM 156779100 717 20,494 20,494 199
CERNER CORP COM 156782104 558 10,055 10,055 200
CHAPARRAL STL CO DEL COM 159423102 515 7,159 7,159 201
CHARLES RIV LABS INTL INC COM 159864107 294 5,695 5,695 202
CHECKFREE CORP NEW COM 162813109 2,427 60,385 60,385 203
CHEESECAKE FACTORY INC COM 163072101 270 11,004 11,004 204
CHEMTURA CORP COM 163893100 150 13,466 13,466 205
CHENIERE ENERGY INC COM NEW 16411R208 300 7,735 7,735 206
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
CHESAPEAKE ENERGY CORP COM 165167107 1,749 50,545 50,545 207
CHEVRON CORP NEW COM 166764100 64,524 765,955 765,955 208
CHICAGO MERCANTILE HLDGS INC CL A 167760107 9,797 18,334 18,334 209
CHICOS FAS INC COM 168615102 655 26,912 26,912 210
CHOICE HOTELS INTL INC COM 169905106 226 5,713 5,713 211
CHOICEPOINT INC COM 170388102 494 11,628 11,628 212
CHUBB CORP COM 171232101 11,629 214,792 214,792 213
CHURCH & DWIGHT INC COM 171340102 2,649 54,664 54,664 214
CIENA CORP COM NEW 171779309 471 13,049 13,049 215
CINCINNATI FINL CORP COM 172062101 367 8,464 8,464 216
CIRCUIT CITY STORE INC COM 172737108 619 41,053 41,053 217
CISCO SYS INC COM 17275R102 74,935 2,690,654 2,690,654 218
CITADEL BROADCASTING CORP COM 17285T106 283 43,842 43,842 219
CINTAS CORP COM 172908105 685 17,382 17,382 220
CITIGROUP INC COM 172967101 95,264 1,857,354 1,857,354 221
CITIZENS COMMUNICATIONS CO COM 17453B101 353 23,125 23,125 222
CITRIX SYS INC COM 177376100 930 27,613 27,613 223
CLARCOR INC COM 179895107 1,235 33,000 33,000 224
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,481 118,477 118,477 225
CLEVELAND CLIFFS INC COM 185896107 487 6,273 6,273 226
CLOROX CO DEL COM 189054109 2,698 43,448 43,448 227
COACH INC COM 189754104 8,708 183,750 183,750 228
COCA COLA CO COM 191216100 47,436 906,831 906,831 229
COCA COLA ENTERPRISES INC COM 191219104 369 15,363 15,363 230
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,399 71,982 71,982 231
COLDWATER CREEK INC COM 193068103 219 9,439 9,439 232
COLGATE PALMOLIVE CO COM 194162103 13,980 215,578 215,578 233
COMCAST CORP NEW CL A 20030N101 24,132 858,173 858,173 234
COMERICA INC COM 200340107 457 7,688 7,688 235
COMMERCE BANCORP INC NJ COM 200519106 2,927 79,126 79,126 236
COMMERCIAL METALS CO COM 201723103 2,583 76,477 76,477 237
COMMSCOPE INC COM 203372107 546 9,363 9,363 238
COMMUNITY HEALTH SYS INC NEW COM 203668108 225 5,573 5,573 239
COMPASS BANCSHARES INC COM 20449H109 5,966 86,493 86,493 240
COMPUTER SCIENCES CORP COM 205363104 9,673 163,539 163,539 241
COMPUWARE CORP COM 205638109 476 40,152 40,152 242
CONAGRA FOODS INC COM 205887102 660 24,556 24,556 243
CON-WAY INC COM 205944101 298 5,939 5,939 244
CONOCOPHILLIPS COM 20825C104 54,124 689,474 689,474 245
CONSOL ENERGY INC COM 20854P109 2,667 57,844 57,844 246
CONSOLIDATED EDISON INC COM 209115104 2,231 49,436 49,436 247
CONSTELLATION BRANDS INC CL A 21036P108 5,450 224,450 224,450 248
CONSTELLATION ENERGY GROUP I COM 210371100 7,705 88,386 88,386 249
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
CONTINENTAL AIRLS INC CL B 210795308 503 14,852 14,852 250
CONVERGYS CORP COM 212485106 2,479 102,249 102,249 251
COOPER COS INC COM NEW 216648402 216 4,050 4,050 252
COPART INC COM 217204106 305 9,980 9,980 253
CORN PRODS INTL INC COM 219023108 1,985 43,669 43,669 254
CORNING INC COM 219350105 17,642 690,495 690,495 255
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,767 27,218 27,218 256
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 593 9,390 9,390 257
COSTCO WHSL CORP NEW COM 22160K105 11,286 192,858 192,858 258
COUNTRYWIDE FINANCIAL CORP COM 222372104 4,335 119,254 119,254 259
COVANCE INC COM 222816100 3,751 54,718 54,718 260
COVANTA HLDG CORP COM 22282E102 453 18,366 18,366 261
COVENTRY HEALTH CARE INC COM 222862104 5,987 103,852 103,852 262
CRANE CO COM 224399105 1,978 43,511 43,511 263
CROCS INC COM 227046109 526 12,222 12,222 264
CROWN CASTLE INTL CORP COM 228227104 10,131 279,326 279,326 265
CROWN HOLDINGS INC COM 228368106 624 25,002 25,002 266
CUMMINS INC COM 231021106 4,022 39,744 39,744 267
CURTISS WRIGHT CORP COM 231561101 4,255 91,300 91,300 268
CYPRESS SEMICONDUCTOR CORP COM 232806109 538 23,118 23,118 269
CYTYC CORP COM 232946103 760 17,619 17,619 270
DPL INC COM 233293109 1,046 36,894 36,894 271
D R HORTON INC COM 23331A109 1,106 55,485 55,485 272
DST SYS INC DEL COM 233326107 2,175 27,459 27,459 273
DTE ENERGY CO COM 233331107 4,165 86,379 86,379 274
DADE BEHRING HLDGS INC COM 23342J206 2,792 52,562 52,562 275
DANAHER CORP DEL COM 235851102 6,635 87,887 87,887 276
DARDEN RESTAURANTS INC COM 237194105 7,365 167,419 167,419 277
DAVITA INC COM 23918K108 4,216 78,252 78,252 278
DEAN FOODS CO NEW COM 242370104 233 7,298 7,298 279
DEERE & CO COM 244199105 6,822 56,500 56,500 280
DELL INC COM 24702R101 24,135 845,351 845,351 281
DELTA AIR LINES INC DEL COM NEW 247361702 723 36,698 36,698 282
DENBURY RES INC COM NEW 247916208 694 18,516 18,516 283
DENTSPLY INTL INC NEW COM 249030107 889 23,228 23,228 284
DEVELOPERS DIVERSIFIED RLTY COM 251591103 4,014 76,160 76,160 285
DEVON ENERGY CORP NEW COM 25179M103 17,955 229,337 229,337 286
DIAGEO P L C SPON ADR NEW 25243Q205 1,666 20,000 20,000 287
DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,833 57,430 57,430 288
DICKS SPORTING GOODS INC COM 253393102 1,814 31,180 31,180 289
DIEBOLD INC COM 253651103 525 10,061 10,061 290
DILLARDS INC CL A 254067101 1,229 34,217 34,217 291
DIRECTV GROUP INC COM 25459L106 2,664 115,272 115,272 292
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
DISCOVERY HOLDING CO CL A COM 25468Y107 686 29,846 29,846 293
DISNEY WALT CO COM DISNEY 254687106 25,903 758,727 758,727 294
DOLBY LABORATORIES INC COM 25659T107 214 6,033 6,033 295
DOLLAR GEN CORP COM 256669102 3,019 137,720 137,720 296
DOLLAR TREE STORES INC COM 256747106 649 14,910 14,910 297
DOMINION RES INC VA NEW COM 25746U109 9,776 113,271 113,271 298
DOMTAR CORP COM 257559104 494 44,304 44,304 299
DONALDSON INC COM 257651109 3,311 93,126 93,126 300
DONNELLEY R R & SONS CO COM 257867101 1,538 35,351 35,351 301
DOVER CORP COM 260003108 2,399 46,897 46,897 302
DOW CHEM CO COM 260543103 13,531 305,994 305,994 303
DOW JONES & CO INC COM 260561105 524 9,122 9,122 304
DREAMWORKS ANIMATION SKG INC CL A 26153C103 250 8,672 8,672 305
DRESSER-RAND GROUP INC COM 261608103 518 13,124 13,124 306
DU PONT E I DE NEMOURS & CO COM 263534109 15,555 305,952 305,952 307
DUKE ENERGY CORP NEW COM 26441C105 10,028 547,990 547,990 308
DUKE REALTY CORP COM NEW 264411505 611 17,120 17,120 309
DUN & BRADSTREET CORP DEL NE COM 26483E100 6,259 60,783 60,783 310
DYNEGY INC DEL CL A 26817G102 307 32,515 32,515 311
E M C CORP MASS COM 268648102 7,783 429,974 429,974 312
ENSCO INTL INC COM 26874Q100 4,708 77,169 77,169 313
EOG RES INC COM 26875P101 6,287 86,059 86,059 314
E TRADE FINANCIAL CORP COM 269246104 832 37,673 37,673 315
EAGLE MATERIALS INC COM 26969P108 359 7,326 7,326 316
EAST WEST BANCORP INC COM 27579R104 661 17,010 17,010 317
EASTMAN CHEM CO COM 277432100 2,165 33,648 33,648 318
EASTMAN KODAK CO COM 277461109 395 14,183 14,183 319
EATON CORP COM 278058102 4,698 50,514 50,514 320
EATON VANCE CORP COM NON VTG 278265103 745 16,870 16,870 321
EBAY INC COM 278642103 16,404 509,760 509,760 322
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,381 31,834 31,834 323
ECOLAB INC COM 278865100 2,422 56,725 56,725 324
EDISON INTL COM 281020107 5,503 98,062 98,062 325
EDWARDS LIFESCIENCES CORP COM 28176E108 435 8,812 8,812 326
EDWARDS AG INC COM 281760108 894 10,571 10,571 327
EL PASO CORP COM 28336L109 1,158 67,221 67,221 328
ELECTRONIC ARTS INC COM 285512109 3,200 67,628 67,628 329
ELECTRONIC DATA SYS NEW COM 285661104 3,901 140,666 140,666 330
EMBARQ CORP COM 29078E105 2,620 41,347 41,347 331
EMERSON ELEC CO COM 291011104 14,133 301,979 301,979 332
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 5,835 170,455 170,455 333
ENERGEN CORP COM 29265N108 2,936 53,437 53,437 334
ENERGY CONVERSION DEVICES IN COM 292659109 462 15,000 15,000 335
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
ENERGY EAST CORP COM 29266M109 203 7,791 7,791 336
ENERGIZER HLDGS INC COM 29266R108 2,996 30,082 30,082 337
ENTERGY CORP NEW COM 29364G103 17,533 163,325 163,325 338
EQUIFAX INC COM 294429105 3,076 69,243 69,243 339
EQUITABLE RES INC COM 294549100 772 15,571 15,571 340
EQUITY RESIDENTIAL SH BEN INT 29476L107 654 14,334 14,334 341
ESSEX PPTY TR INC COM 297178105 275 2,365 2,365 342
EXELON CORP COM 30161N101 13,559 186,763 186,763 343
EXPEDIA INC DEL COM 30212P105 1,909 65,168 65,168 344
EXPEDITORS INTL WASH INC COM 302130109 4,299 104,091 104,091 345
EXPRESS SCRIPTS INC COM 302182100 9,279 185,534 185,534 346
EXXON MOBIL CORP COM 30231G102 174,393 2,079,083 2,079,083 347
FMC TECHNOLOGIES INC COM 30249U101 2,609 32,929 32,929 348
FPL GROUP INC COM 302571104 1,988 35,036 35,036 349
FTD GROUP INC COM 30267U108 1,101 59,800 59,800 350
FACTSET RESH SYS INC COM 303075105 449 6,565 6,565 351
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 220 11,382 11,382 352
FAMILY DLR STORES INC COM 307000109 1,891 55,095 55,095 353
FASTENAL CO COM 311900104 810 19,340 19,340 354
FEDERAL HOME LN MTG CORP COM 313400301 20,242 333,472 333,472 355
FEDERAL NATL MTG ASSN COM 313586109 15,122 231,470 231,470 356
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 449 5,810 5,810 357
FEDERATED INVS INC PA CL B 314211103 511 13,323 13,323 358
FEDEX CORP COM 31428X106 15,084 135,932 135,932 359
F5 NETWORKS INC COM 315616102 514 6,383 6,383 360
FIDELITY NATL INFORMATION SV COM 31620M106 1,428 26,311 26,311 361
FIDELITY NATIONAL FINANCIAL CL A 31620R105 970 40,927 40,927 362
FIFTH THIRD BANCORP COM 316773100 3,465 87,118 87,118 363
FIRST AMERN CORP CALIF COM 318522307 236 4,764 4,764 364
FIRST DATA CORP COM 319963104 1,619 49,542 49,542 365
FIRST HORIZON NATL CORP COM 320517105 242 6,199 6,199 366
FIRST MARBLEHEAD CORP COM 320771108 786 20,354 20,354 367
FIRST SOLAR INC COM 336433107 458 5,124 5,124 368
FISERV INC COM 337738108 2,483 43,718 43,718 369
FIRSTENERGY CORP COM 337932107 9,931 153,428 153,428 370
FLORIDA ROCK INDS INC COM 341140101 493 7,311 7,311 371
FLUOR CORP NEW COM 343412102 1,502 13,484 13,484 372
FLOWSERVE CORP COM 34354P105 2,279 31,827 31,827 373
FOOT LOCKER INC COM 344849104 513 23,555 23,555 374
FORD MTR CO DEL COM PAR $0.01 345370860 3,554 377,260 377,260 375
FOREST CITY ENTERPRISES INC CL A 345550107 2,522 41,026 41,026 376
FOREST LABS INC COM 345838106 7,269 159,235 159,235 377
FORTUNE BRANDS INC COM 349631101 1,115 13,531 13,531 378
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
FOUNDATION COAL HLDGS INC COM 35039W100 1,053 25,913 25,913 379
FRANKLIN RES INC COM 354613101 15,465 116,745 116,745 380
FREEPORT-MCMORAN COPPER & GO COM 35671D857 12,687 153,193 153,193 381
FRONTIER OIL CORP COM 35914P105 3,334 76,175 76,175 382
GATX CORP COM 361448103 226 4,582 4,582 383
GAMESTOP CORP NEW CL A 36467W109 941 24,070 24,070 384
GANNETT INC COM 364730101 4,262 77,569 77,569 385
GAP INC DEL COM 364760108 1,615 84,561 84,561 386
GARDNER DENVER INC COM 365558105 2,072 48,707 48,707 387
GEN-PROBE INC NEW COM 36866T103 485 8,019 8,019 388
GENENTECH INC COM NEW 368710406 29,597 391,179 391,179 389
GENERAL CABLE CORP DEL NEW COM 369300108 606 7,994 7,994 390
GENERAL DYNAMICS CORP COM 369550108 15,119 193,288 193,288 391
GENERAL ELECTRIC CO COM 369604103 113,172 2,956,417 2,956,417 392
GENERAL GROWTH PPTYS INC COM 370021107 1,220 23,046 23,046 393
GENERAL MLS INC COM 370334104 14,806 253,446 253,446 394
GENERAL MTRS CORP COM 370442105 3,922 103,763 103,763 395
GENTEX CORP COM 371901109 430 21,822 21,822 396
GENUINE PARTS CO COM 372460105 1,557 31,400 31,400 397
GENWORTH FINL INC COM CL A 37247D106 6,293 182,939 182,939 398
GENZYME CORP COM 372917104 7,269 112,876 112,876 399
GETTY IMAGES INC COM 374276103 237 4,966 4,966 400
GILEAD SCIENCES INC COM 375558103 20,424 526,392 526,392 401
GLOBAL INDS LTD COM 379336100 378 14,076 14,076 402
GLOBAL PMTS INC COM 37940X102 8,023 202,341 202,341 403
GOLDMAN SACHS GROUP INC COM 38141G104 45,013 207,674 207,674 404
GOODRICH CORP COM 382388106 2,331 39,140 39,140 405
GOODYEAR TIRE & RUBR CO COM 382550101 3,235 93,067 93,067 406
GOOGLE INC CL A 38259P508 57,948 110,862 110,862 407
GRACO INC COM 384109104 1,521 37,771 37,771 408
GRAINGER W W INC COM 384802104 1,921 20,650 20,650 409
GRANT PRIDECO INC COM 38821G101 2,126 39,488 39,488 410
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,657 60,000 60,000 411
GUESS INC COM 401617105 399 8,311 8,311 412
HCC INS HLDGS INC COM 404132102 352 10,541 10,541 413
HLTH CORPORATION COM 40422Y101 369 26,325 26,325 414
HNI CORP COM 404251100 300 7,328 7,328 415
HRPT PPTYS TR COM SH BEN INT 40426W101 109 10,448 10,448 416
HALLIBURTON CO COM 406216101 10,604 307,367 307,367 417
HANESBRANDS INC COM 410345102 398 14,743 14,743 418
HANSEN NAT CORP COM 411310105 448 10,425 10,425 419
HARLEY DAVIDSON INC COM 412822108 8,559 143,580 143,580 420
HARMAN INTL INDS INC COM 413086109 1,164 9,962 9,962 421
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
HARRAHS ENTMT INC COM 413619107 3,104 36,407 36,407 422
HARRIS CORP DEL COM 413875105 1,802 33,033 33,033 423
HARSCO CORP COM 415864107 669 12,868 12,868 424
HARTFORD FINL SVCS GROUP INC COM 416515104 17,792 180,611 180,611 425
HASBRO INC COM 418056107 1,750 55,722 55,722 426
HEALTH CARE PPTY INVS INC COM 421915109 294 10,156 10,156 427
HEALTH MGMT ASSOC INC NEW CL A 421933102 136 11,945 11,945 428
HEALTH CARE REIT INC COM 42217K106 202 5,012 5,012 429
HEALTH NET INC COM 42222G108 906 17,165 17,165 430
HEINZ H J CO COM 423074103 7,797 164,260 164,260 431
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 481 12,052 12,052 432
HERCULES INC COM 427056106 281 14,300 14,300 433
HERSHEY CO COM 427866108 3,575 70,627 70,627 434
HERTZ GLOBAL HOLDINGS INC COM 42805T105 995 37,466 37,466 435
HESS CORP COM 42809H107 3,289 55,786 55,786 436
HEWITT ASSOCS INC COM 42822Q100 347 10,839 10,839 437
HEWLETT PACKARD CO COM 428236103 58,374 1,308,255 1,308,255 438
HILLENBRAND INDS INC COM 431573104 269 4,133 4,133 439
HILTON HOTELS CORP COM 432848109 5,181 154,797 154,797 440
HOLLY CORP COM PAR $0.01 435758305 513 6,911 6,911 441
HOME DEPOT INC COM 437076102 24,218 615,454 615,454 442
HONEYWELL INTL INC COM 438516106 13,541 240,594 240,594 443
HORMEL FOODS CORP COM 440452100 3,124 83,644 83,644 444
HOSPIRA INC COM 441060100 935 23,950 23,950 445
HOST HOTELS & RESORTS INC COM 44107P104 1,289 55,736 55,736 446
HUBBELL INC CL B 443510201 272 5,010 5,010 447
HUDSON CITY BANCORP COM 443683107 602 49,289 49,289 448
HUMANA INC COM 444859102 5,098 83,694 83,694 449
HUNT J B TRANS SVCS INC COM 445658107 437 14,896 14,896 450
HUNTINGTON BANCSHARES INC COM 446150104 264 11,630 11,630 451
IAC INTERACTIVECORP COM NEW 44919P300 3,801 109,824 109,824 452
IMS HEALTH INC COM 449934108 894 27,831 27,831 453
ISTAR FINL INC COM 45031U101 280 6,318 6,318 454
ITT EDUCATIONAL SERVICES INC COM 45068B109 731 6,227 6,227 455
ITT CORP NEW COM 450911102 4,357 63,813 63,813 456
IDEARC INC COM 451663108 256 7,239 7,239 457
IDEX CORP COM 45167R104 732 19,005 19,005 458
IDEXX LABS INC COM 45168D104 448 4,737 4,737 459
ILLINOIS TOOL WKS INC COM 452308109 8,713 160,794 160,794 460
IMCLONE SYS INC COM 45245W109 324 9,153 9,153 461
INDYMAC BANCORP INC COM 456607100 981 33,628 33,628 462
INTEGRATED DEVICE TECHNOLOGY COM 458118106 865 56,638 56,638 463
INTEL CORP COM 458140100 56,084 2,362,406 2,362,406 464
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,591 10,758 10,758 465
INTERNATIONAL BUSINESS MACHS COM 459200101 64,272 610,660 610,660 466
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 589 11,289 11,289 467
INTERNATIONAL GAME TECHNOLOG COM 459902102 5,615 141,434 141,434 468
INTL PAPER CO COM 460146103 4,763 121,973 121,973 469
INTERNATIONAL RECTIFIER CORP COM 460254105 1,873 50,273 50,273 470
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,234 23,414 23,414 471
INTERSIL CORP CL A 46069S109 451 14,321 14,321 472
INTERPUBLIC GROUP COS INC COM 460690100 605 53,091 53,091 473
INTUITIVE SURGICAL INC COM NEW 46120E602 795 5,729 5,729 474
INTUIT COM 461202103 2,000 66,491 66,491 475
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,460 56,777 56,777 476
INVITROGEN CORP COM 46185R100 304 4,125 4,125 477
INVESTORS FINL SERVICES CORP COM 461915100 633 10,269 10,269 478
IRON MTN INC COM 462846106 1,491 57,068 57,068 479
ISHARES TR RUSSELL1000VAL 464287598 22,977 264,900 264,900 480
ISHARES TR RUSSELL1000GRW 464287614 13,766 232,500 232,500 481
ISHARES TR RUSSELL 1000 464287622 38,126 466,950 466,950 482
JDS UNIPHASE CORP COM PAR $0.001 46612J507 293 21,837 21,837 483
JP MORGAN CHASE & CO COM 46625H100 48,131 993,410 993,410 484
JABIL CIRCUIT INC COM 466313103 1,126 51,009 51,009 485
JACOBS ENGR GROUP INC DEL COM 469814107 4,810 83,633 83,633 486
JANUS CAP GROUP INC COM 47102X105 669 24,029 24,029 487
JARDEN CORP COM 471109108 291 6,765 6,765 488
JOHNSON & JOHNSON COM 478160104 65,936 1,070,040 1,070,040 489
JOHNSON CTLS INC COM 478366107 14,221 122,838 122,838 490
JONES APPAREL GROUP INC COM 480074103 1,361 48,168 48,168 491
JONES LANG LASALLE INC COM 48020Q107 639 5,626 5,626 492
JOY GLOBAL INC COM 481165108 969 16,608 16,608 493
JUNIPER NETWORKS INC COM 48203R104 1,762 69,988 69,988 494
KBR INC COM 48242W106 218 8,321 8,321 495
KLA-TENCOR CORP COM 482480100 1,610 29,302 29,302 496
KANSAS CITY SOUTHERN COM NEW 485170302 322 8,570 8,570 497
KB HOME COM 48666K109 346 8,796 8,796 498
KELLOGG CO COM 487836108 3,931 75,912 75,912 499
KENNAMETAL INC COM 489170100 1,603 19,547 19,547 500
KEYCORP NEW COM 493267108 664 19,340 19,340 501
KEYSPAN CORP COM 49337W100 364 8,665 8,665 502
KILROY RLTY CORP COM 49427F108 354 5,000 5,000 503
KIMBERLY CLARK CORP COM 494368103 6,255 93,518 93,518 504
KIMCO REALTY CORP COM 49446R109 11,310 297,085 297,085 505
KINETIC CONCEPTS INC COM NEW 49460W208 371 7,145 7,145 506
KING PHARMACEUTICALS INC COM 495582108 4,849 237,012 237,012 507
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
KIRBY CORP COM 497266106 313 8,151 8,151 508
KOHLS CORP COM 500255104 3,488 49,103 49,103 509
KRAFT FOODS INC CL A 50075N104 16,726 474,502 474,502 510
KROGER CO COM 501044101 2,864 101,814 101,814 511
LSI CORPORATION COM 502161102 2,248 299,308 299,308 512
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,025 10,526 10,526 513
LABORATORY CORP AMER HLDGS COM NEW 50540R409 16,277 207,982 207,982 514
LAIDLAW INTL INC COM 50730R102 488 14,113 14,113 515
LAM RESEARCH CORP COM 512807108 4,660 90,653 90,653 516
LAMAR ADVERTISING CO CL A 512815101 794 12,645 12,645 517
LANDSTAR SYS INC COM 515098101 410 8,496 8,496 518
LAS VEGAS SANDS CORP COM 517834107 4,541 59,451 59,451 519
LAUDER ESTEE COS INC CL A 518439104 760 16,710 16,710 520
LAUREATE EDUCATION INC COM 518613104 394 6,389 6,389 521
LEAP WIRELESS INTL INC COM NEW 521863308 4,174 49,398 49,398 522
LEGG MASON INC COM 524901105 8,817 89,623 89,623 523
LEHMAN BROS HLDGS INC COM 524908100 11,644 156,257 156,257 524
LENNAR CORP CL A 526057104 245 6,691 6,691 525
LEUCADIA NATL CORP COM 527288104 285 8,083 8,083 526
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,895 323,936 323,936 527
LEXMARK INTL NEW CL A 529771107 4,235 85,892 85,892 528
LIBERTY GLOBAL INC COM SER A 530555101 3,294 80,275 80,275 529
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 1,620 72,567 72,567 530
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 3,067 26,061 26,061 531
LILLY ELI & CO COM 532457108 8,343 149,307 149,307 532
LIMITED BRANDS INC COM 532716107 2,269 82,672 82,672 533
LINCARE HLDGS INC COM 532791100 2,105 52,820 52,820 534
LINCOLN ELEC HLDGS INC COM 533900106 3,070 41,348 41,348 535
LINCOLN NATL CORP IND COM 534187109 947 13,349 13,349 536
LINEAR TECHNOLOGY CORP COM 535678106 1,404 38,813 38,813 537
LIZ CLAIBORNE INC COM 539320101 3,752 100,589 100,589 538
LOCKHEED MARTIN CORP COM 539830109 9,303 98,834 98,834 539
LOEWS CORP COM 540424108 15,114 296,471 296,471 540
LOEWS CORP CAROLNA GP STK 540424207 13,407 173,509 173,509 541
LOWES COS INC COM 548661107 25,437 828,839 828,839 542
LUBRIZOL CORP COM 549271104 748 11,590 11,590 543
LYONDELL CHEMICAL CO COM 552078107 869 23,408 23,408 544
M & T BK CORP COM 55261F104 4,103 38,383 38,383 545
MBIA INC COM 55262C100 9,081 145,948 145,948 546
M D C HLDGS INC COM 552676108 1,050 21,722 21,722 547
MDU RES GROUP INC COM 552690109 739 26,364 26,364 548
MEMC ELECTR MATLS INC COM 552715104 2,097 34,311 34,311 549
MGIC INVT CORP WIS COM 552848103 3,229 56,795 56,795 550
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
MGM MIRAGE COM 552953101 2,770 33,586 33,586 551
MSC INDL DIRECT INC CL A 553530106 387 7,043 7,043 552
MACERICH CO COM 554382101 903 10,960 10,960 553
MACK CALI RLTY CORP COM 554489104 1,450 33,348 33,348 554
MACYS INC COM 55616P104 5,435 136,638 136,638 555
MANITOWOC INC COM 563571108 766 9,535 9,535 556
MANOR CARE INC NEW COM 564055101 731 11,189 11,189 557
MANPOWER INC COM 56418H100 7,760 84,125 84,125 558
MARATHON OIL CORP COM 565849106 20,675 344,817 344,817 559
MARKEL CORP COM 570535104 238 491 491 560
MARSH & MCLENNAN COS INC COM 571748102 846 27,382 27,382 561
MARSHALL & ILSLEY CORP COM 571834100 6,824 143,274 143,274 562
MARRIOTT INTL INC NEW CL A 571903202 8,438 195,132 195,132 563
MARTIN MARIETTA MATLS INC COM 573284106 1,056 6,517 6,517 564
MASCO CORP COM 574599106 1,734 60,890 60,890 565
MASSEY ENERGY CORP COM 576206106 330 12,401 12,401 566
MASTERCARD INC CL A 57636Q104 2,022 12,188 12,188 567
MATTEL INC COM 577081102 4,030 159,349 159,349 568
MAXIM INTEGRATED PRODS INC COM 57772K101 1,638 49,036 49,036 569
MCAFEE INC COM 579064106 859 24,393 24,393 570
MCCLATCHY CO CL A 579489105 436 17,228 17,228 571
MCCORMICK & CO INC COM NON VTG 579780206 4,788 125,418 125,418 572
MCDERMOTT INTL INC COM 580037109 1,414 17,015 17,015 573
MCDONALDS CORP COM 580135101 21,850 430,462 430,462 574
MCGRAW HILL COS INC COM 580645109 9,291 136,478 136,478 575
MCKESSON CORP COM 58155Q103 4,058 68,044 68,044 576
MEADWESTVACO CORP COM 583334107 4,454 126,093 126,093 577
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,341 42,836 42,836 578
MEDTRONIC INC COM 585055106 24,929 480,697 480,697 579
MELLON FINL CORP COM 58551A108 8,105 184,203 184,203 580
MENTOR GRAPHICS CORP COM 587200106 790 60,000 60,000 581
MERCK & CO INC COM 589331107 50,165 1,007,325 1,007,325 582
MEREDITH CORP COM 589433101 453 7,354 7,354 583
MERRILL LYNCH & CO INC COM 590188108 26,076 311,989 311,989 584
METLIFE INC COM 59156R108 15,614 242,152 242,152 585
METROPCS COMMUNICATIONS INC COM 591708102 291 8,799 8,799 586
METTLER TOLEDO INTERNATIONAL COM 592688105 552 5,776 5,776 587
MICROSOFT CORP COM 594918104 111,106 3,770,133 3,770,133 588
MICROCHIP TECHNOLOGY INC COM 595017104 1,237 33,388 33,388 589
MICRON TECHNOLOGY INC COM 595112103 2,792 222,835 222,835 590
MILLENNIUM PHARMACEUTICALS I COM 599902103 361 34,197 34,197 591
MILLIPORE CORP COM 601073109 620 8,254 8,254 592
MIRANT CORP NEW COM 60467R100 1,313 30,776 30,776 593
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
MOHAWK INDS INC COM 608190104 2,773 27,514 27,514 594
MOLEX INC COM 608554101 1,048 34,910 34,910 595
MOLSON COORS BREWING CO CL B 60871R209 250 2,700 2,700 596
MONEYGRAM INTL INC COM 60935Y109 357 12,759 12,759 597
MONSANTO CO NEW COM 61166W101 21,493 318,222 318,222 598
MONSTER WORLDWIDE INC COM 611742107 1,452 35,329 35,329 599
MOODYS CORP COM 615369105 7,754 124,665 124,665 600
MORGAN STANLEY COM NEW 617446448 30,044 358,182 358,182 601
MOSAIC CO COM 61945A107 566 14,504 14,504 602
MOTOROLA INC COM 620076109 13,419 758,108 758,108 603
MURPHY OIL CORP COM 626717102 551 9,275 9,275 604
MYLAN LABS INC COM 628530107 3,047 167,522 167,522 605
NBTY INC COM 628782104 365 8,456 8,456 606
NCR CORP NEW COM 62886E108 3,425 65,198 65,198 607
NII HLDGS INC CL B NEW 62913F201 7,341 90,916 90,916 608
NRG ENERGY INC COM NEW 629377508 1,337 32,157 32,157 609
NVR INC COM 62944T105 629 925 925 610
NYMEX HOLDINGS INC COM 62948N104 1,769 14,080 14,080 611
NYSE EURONEXT COM 629491101 5,179 70,353 70,353 612
NALCO HOLDING COMPANY COM 62985Q101 606 22,074 22,074 613
NASDAQ STOCK MARKET INC COM 631103108 1,631 54,897 54,897 614
NATIONAL CITY CORP COM 635405103 9,054 271,734 271,734 615
NATIONAL INSTRS CORP COM 636518102 286 8,788 8,788 616
NATIONAL OILWELL VARCO INC COM 637071101 5,176 49,659 49,659 617
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,041 142,937 142,937 618
NATIONWIDE FINL SVCS INC CL A 638612101 3,832 60,609 60,609 619
NAVTEQ CORP COM 63936L100 632 14,938 14,938 620
NETWORK APPLIANCE INC COM 64120L104 5,369 183,939 183,939 621
NEUSTAR INC CL A 64126X201 336 11,597 11,597 622
NEW YORK CMNTY BANCORP INC COM 649445103 263 15,451 15,451 623
NEW YORK TIMES CO CL A 650111107 274 10,787 10,787 624
NEWELL RUBBERMAID INC COM 651229106 3,175 107,889 107,889 625
NEWFIELD EXPL CO COM 651290108 292 6,408 6,408 626
NEWMONT MINING CORP COM 651639106 4,833 123,744 123,744 627
NEWS CORP CL A 65248E104 18,056 851,315 851,315 628
NIKE INC CL B 654106103 16,175 277,495 277,495 629
NISOURCE INC COM 65473P105 694 33,511 33,511 630
NOKIA CORP SPONSORED ADR 654902204 1,687 60,000 60,000 631
NOBLE ENERGY INC COM 655044105 682 10,937 10,937 632
NORDSTROM INC COM 655664100 6,155 120,401 120,401 633
NORFOLK SOUTHERN CORP COM 655844108 7,459 141,883 141,883 634
NORTHEAST UTILS COM 664397106 1,634 57,620 57,620 635
NORTHERN TR CORP COM 665859104 11,569 180,093 180,093 636
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP COM 666807102 16,646 213,766 213,766 637
NORTHWEST AIRLS CORP COM 667280408 689 31,057 31,057 638
NOVELL INC COM 670006105 168 21,585 21,585 639
NOVELLUS SYS INC COM 670008101 419 14,752 14,752 640
NSTAR COM 67019E107 820 25,265 25,265 641
NUCOR CORP COM 670346105 8,792 149,907 149,907 642
NVIDIA CORP COM 67066G104 8,076 195,493 195,493 643
NUTRI SYS INC NEW COM 67069D108 367 5,253 5,253 644
OGE ENERGY CORP COM 670837103 1,804 49,223 49,223 645
NUVEEN INVTS INC CL A 67090F106 3,241 52,148 52,148 646
OCCIDENTAL PETE CORP DEL COM 674599105 31,319 541,106 541,106 647
OCEANEERING INTL INC COM 675232102 439 8,338 8,338 648
OFFICEMAX INC DEL COM 67622P101 287 7,297 7,297 649
OFFICE DEPOT INC COM 676220106 3,991 131,719 131,719 650
OLD REP INTL CORP COM 680223104 243 11,408 11,408 651
OMNICARE INC COM 681904108 271 7,515 7,515 652
OMNICOM GROUP INC COM 681919106 15,547 293,783 293,783 653
OMNOVA SOLUTIONS INC COM 682129101 61 10,000 10,000 654
ONEOK INC NEW COM 682680103 276 5,474 5,474 655
ORACLE CORP COM 68389X105 33,025 1,675,566 1,675,566 656
O REILLY AUTOMOTIVE INC COM 686091109 1,826 49,951 49,951 657
OSHKOSH TRUCK CORP COM 688239201 713 11,325 11,325 658
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,102 13,538 13,538 659
OWENS ILL INC COM NEW 690768403 793 22,656 22,656 660
PDL BIOPHARMA INC COM 69329Y104 415 17,830 17,830 661
PG&E CORP COM 69331C108 7,698 169,929 169,929 662
PMI GROUP INC COM 69344M101 2,425 54,283 54,283 663
PNC FINL SVCS GROUP INC COM 693475105 6,586 92,004 92,004 664
PPG INDS INC COM 693506107 2,557 33,594 33,594 665
PPL CORP COM 69351T106 10,025 214,258 214,258 666
PACCAR INC COM 693718108 7,136 81,985 81,985 667
PACKAGING CORP AMER COM 695156109 358 14,144 14,144 668
PACTIV CORP COM 695257105 894 28,037 28,037 669
PALL CORP COM 696429307 814 17,700 17,700 670
PARKER HANNIFIN CORP COM 701094104 1,930 19,710 19,710 671
PATTERSON COMPANIES INC COM 703395103 793 21,275 21,275 672
PATTERSON UTI ENERGY INC COM 703481101 202 7,726 7,726 673
PAYCHEX INC COM 704326107 5,237 133,861 133,861 674
PEABODY ENERGY CORP COM 704549104 3,895 80,516 80,516 675
PEDIATRIX MED GROUP COM 705324101 409 7,416 7,416 676
PENN NATL GAMING INC COM 707569109 675 11,228 11,228 677
PENNEY J C INC COM 708160106 7,385 102,026 102,026 678
PENTAIR INC COM 709631105 521 13,520 13,520 679
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
PEOPLES UNITED FINANCIAL INC COM 712704105 466 26,267 26,267 680
PEPCO HOLDINGS INC COM 713291102 268 9,518 9,518 681
PEPSI BOTTLING GROUP INC COM 713409100 4,719 140,108 140,108 682
PEPSIAMERICAS INC COM 71343P200 1,299 52,908 52,908 683
PEPSICO INC COM 713448108 47,216 728,078 728,078 684
PERKINELMER INC COM 714046109 235 9,019 9,019 685
PETSMART INC COM 716768106 675 20,792 20,792 686
PFIZER INC COM 717081103 64,845 2,535,992 2,535,992 687
PHARMACEUTICAL PROD DEV INC COM 717124101 606 15,827 15,827 688
PHILADELPHIA CONS HLDG CORP COM 717528103 306 7,315 7,315 689
PHILLIPS VAN HEUSEN CORP COM 718592108 518 8,560 8,560 690
PINNACLE WEST CAP CORP COM 723484101 2,967 74,442 74,442 691
PIONEER NAT RES CO COM 723787107 2,245 46,086 46,086 692
PITNEY BOWES INC COM 724479100 2,315 49,444 49,444 693
PLUM CREEK TIMBER CO INC COM 729251108 423 10,143 10,143 694
POLO RALPH LAUREN CORP CL A 731572103 919 9,363 9,363 695
POOL CORPORATION COM 73278L105 294 7,539 7,539 696
POPULAR INC COM 733174106 221 13,772 13,772 697
PRAXAIR INC COM 74005P104 9,584 133,132 133,132 698
PRECISION CASTPARTS CORP COM 740189105 22,881 188,539 188,539 699
PRICE T ROWE GROUP INC COM 74144T108 2,108 40,616 40,616 700
PRIDE INTL INC DEL COM 74153Q102 783 20,910 20,910 701
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3,775 64,755 64,755 702
PROCTER & GAMBLE CO COM 742718109 77,860 1,272,438 1,272,438 703
PROGRESS ENERGY INC COM 743263105 1,136 24,912 24,912 704
PROGRESSIVE CORP OHIO COM 743315103 4,219 176,295 176,295 705
PROLOGIS SH BEN INT 743410102 2,897 50,913 50,913 706
PRUDENTIAL FINL INC COM 744320102 12,776 131,397 131,397 707
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,969 56,603 56,603 708
PUBLIC STORAGE COM 74460D109 2,884 37,548 37,548 709
PULTE HOMES INC COM 745867101 2,985 132,944 132,944 710
QLOGIC CORP COM 747277101 363 21,805 21,805 711
QUALCOMM INC COM 747525103 29,807 686,965 686,965 712
QUANTA SVCS INC COM 74762E102 539 17,581 17,581 713
QUEST DIAGNOSTICS INC COM 74834L100 1,173 22,713 22,713 714
QUEST RESOURCE CORP COM NEW 748349305 499 42,700 42,700 715
QUESTAR CORP COM 748356102 6,712 127,010 127,010 716
QUICKSILVER RESOURCES INC COM 74837R104 1,166 26,161 26,161 717
QWEST COMMUNICATIONS INTL IN COM 749121109 3,873 399,312 399,312 718
R H DONNELLEY CORP COM NEW 74955W307 265 3,501 3,501 719
RPM INTL INC COM 749685103 872 37,732 37,732 720
RADIAN GROUP INC COM 750236101 6,186 114,556 114,556 721
RADIOSHACK CORP COM 750438103 548 16,542 16,542 722
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
RAMBUS INC DEL COM 750917106 242 13,435 13,435 723
RANGE RES CORP COM 75281A109 847 22,634 22,634 724
RAYONIER INC COM 754907103 1,503 33,305 33,305 725
RAYTHEON CO COM NEW 755111507 8,839 164,012 164,012 726
RED HAT INC COM 756577102 1,661 74,539 74,539 727
REGAL ENTMT GROUP CL A 758766109 229 10,425 10,425 728
REGENCY CTRS CORP COM 758849103 242 3,426 3,426 729
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,150 34,741 34,741 730
RELIANCE STEEL & ALUMINUM CO COM 759509102 221 3,929 3,929 731
RELIANT ENERGY INC COM 75952B105 454 16,842 16,842 732
REPUBLIC SVCS INC COM 760759100 1,642 53,599 53,599 733
RESMED INC COM 761152107 491 11,902 11,902 734
RESPIRONICS INC COM 761230101 480 11,261 11,261 735
REYNOLDS AMERICAN INC COM 761713106 5,441 83,450 83,450 736
RITE AID CORP COM 767754104 146 22,923 22,923 737
ROBERT HALF INTL INC COM 770323103 1,517 41,572 41,572 738
ROCKWELL AUTOMATION INC COM 773903109 5,321 76,622 76,622 739
ROCKWELL COLLINS INC COM 774341101 4,633 65,589 65,589 740
ROHM & HAAS CO COM 775371107 3,519 64,353 64,353 741
ROPER INDS INC NEW COM 776696106 3,597 62,999 62,999 742
ROSS STORES INC COM 778296103 1,634 53,044 53,044 743
ROWAN COS INC COM 779382100 559 13,640 13,640 744
RYDER SYS INC COM 783549108 539 10,015 10,015 745
SBA COMMUNICATIONS CORP COM 78388J106 528 15,719 15,719 746
SEI INVESTMENTS CO COM 784117103 5,732 197,393 197,393 747
SL GREEN RLTY CORP COM 78440X101 363 2,929 2,929 748
SLM CORP COM 78442P106 5,062 87,910 87,910 749
SPX CORP COM 784635104 1,256 14,306 14,306 750
SAFECO CORP COM 786429100 326 5,234 5,234 751
SAFEWAY INC COM NEW 786514208 741 21,770 21,770 752
ST JOE CO COM 790148100 527 11,370 11,370 753
ST JUDE MED INC COM 790849103 5,872 141,533 141,533 754
SAKS INC COM 79377W108 416 19,494 19,494 755
SALESFORCE COM INC COM 79466L302 622 14,518 14,518 756
SANDISK CORP COM 80004C101 2,706 55,296 55,296 757
SANMINA SCI CORP COM 800907107 120 38,311 38,311 758
SARA LEE CORP COM 803111103 1,323 76,020 76,020 759
SCANA CORP NEW COM 80589M102 220 5,751 5,751 760
SCHEIN HENRY INC COM 806407102 2,863 53,584 53,584 761
SCHERING PLOUGH CORP COM 806605101 10,129 332,742 332,742 762
SCHLUMBERGER LTD COM 806857108 18,960 223,214 223,214 763
SCHWAB CHARLES CORP NEW COM 808513105 7,385 359,910 359,910 764
SCIENTIFIC GAMES CORP CL A 80874P109 347 9,919 9,919 765
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
SCOTTS MIRACLE GRO CO CL A 810186106 665 15,495 15,495 766
SCRIPPS E W CO OHIO CL A 811054204 203 4,440 4,440 767
SEALED AIR CORP NEW COM 81211K100 319 10,274 10,274 768
SEARS HLDGS CORP COM 812350106 7,946 46,878 46,878 769
SEMPRA ENERGY COM 816851109 3,258 55,006 55,006 770
SENSIENT TECHNOLOGIES CORP COM 81725T100 254 10,000 10,000 771
SEPRACOR INC COM 817315104 668 16,274 16,274 772
SERVICE CORP INTL COM 817565104 185 14,492 14,492 773
SERVICEMASTER CO COM 81760N109 599 38,772 38,772 774
SHAW GROUP INC COM 820280105 539 11,638 11,638 775
SHERWIN WILLIAMS CO COM 824348106 5,582 83,981 83,981 776
SIERRA HEALTH SVCS INC COM 826322109 353 8,480 8,480 777
SIERRA PAC RES NEW COM 826428104 689 39,255 39,255 778
SIGMA ALDRICH CORP COM 826552101 2,833 66,383 66,383 779
SILICON LABORATORIES INC COM 826919102 290 8,374 8,374 780
SIMON PPTY GROUP INC NEW COM 828806109 7,302 78,479 78,479 781
SIRIUS SATELLITE RADIO INC COM 82966U103 675 223,581 223,581 782
SMITH INTL INC COM 832110100 3,140 53,555 53,555 783
SMURFIT-STONE CONTAINER CORP COM 832727101 167 12,573 12,573 784
SOLECTRON CORP COM 834182107 268 72,788 72,788 785
SONOCO PRODS CO COM 835495102 746 17,430 17,430 786
SOUTHERN CO COM 842587107 1,922 56,063 56,063 787
SOUTHERN COPPER CORP COM 84265V105 2,226 23,612 23,612 788
SOUTHWEST AIRLS CO COM 844741108 2,226 149,284 149,284 789
SOUTHWEST GAS CORP COM 844895102 1,545 45,710 45,710 790
SOUTHWESTERN ENERGY CO COM 845467109 1,156 25,971 25,971 791
SOVEREIGN BANCORP INC COM 845905108 1,916 90,637 90,637 792
SPECTRA ENERGY CORP COM 847560109 7,116 274,098 274,098 793
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 341 9,456 9,456 794
SPRINT NEXTEL CORP COM FON 852061100 16,076 776,258 776,258 795
STANLEY WKS COM 854616109 1,693 27,884 27,884 796
STAPLES INC COM 855030102 4,933 207,865 207,865 797
STARBUCKS CORP COM 855244109 10,849 413,472 413,472 798
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5,399 80,492 80,492 799
STATE STR CORP COM 857477103 6,023 88,058 88,058 800
STATION CASINOS INC COM 857689103 420 4,838 4,838 801
STEEL DYNAMICS INC COM 858119100 1,958 46,728 46,728 802
STEELCASE INC CL A 858155203 200 10,795 10,795 803
STERICYCLE INC COM 858912108 4,109 92,416 92,416 804
STRYKER CORP COM 863667101 11,225 177,913 177,913 805
SUN MICROSYSTEMS INC COM 866810104 3,394 645,338 645,338 806
SUNOCO INC COM 86764P109 1,480 18,570 18,570 807
SUNPOWER CORP COM CL A 867652109 216 3,426 3,426 808
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
SUNTRUST BKS INC COM 867914103 13,511 157,581 157,581 809
SUPERIOR ENERGY SVCS INC COM 868157108 493 12,340 12,340 810
SUPERVALU INC COM 868536103 4,334 93,562 93,562 811
SYMANTEC CORP COM 871503108 4,859 240,563 240,563 812
SYNOPSYS INC COM 871607107 1,378 52,132 52,132 813
SYNOVUS FINL CORP COM 87161C105 752 24,501 24,501 814
SYSCO CORP COM 871829107 6,004 181,992 181,992 815
TD AMERITRADE HLDG CORP COM 87236Y108 2,959 147,970 147,970 816
TECO ENERGY INC COM 872375100 178 10,334 10,334 817
TJX COS INC NEW COM 872540109 5,693 207,023 207,023 818
TXU CORP COM 873168108 15,210 226,007 226,007 819
TARGET CORP COM 87612E106 32,168 505,787 505,787 820
TAUBMAN CTRS INC COM 876664103 283 5,708 5,708 821
TECHNE CORP COM 878377100 345 6,032 6,032 822
TELEPHONE & DATA SYS INC COM 879433100 3,092 49,420 49,420 823
TELEPHONE & DATA SYS INC SPL COM 879433860 1,151 20,000 20,000 824
TELLABS INC COM 879664100 232 21,582 21,582 825
TEMPLE INLAND INC COM 879868107 2,099 34,116 34,116 826
TENET HEALTHCARE CORP COM 88033G100 399 61,253 61,253 827
TERADYNE INC COM 880770102 339 19,280 19,280 828
TEREX CORP NEW COM 880779103 3,111 38,265 38,265 829
TESORO CORP COM 881609101 1,194 20,893 20,893 830
TETRA TECHNOLOGIES INC DEL COM 88162F105 313 11,103 11,103 831
TEXAS INSTRS INC COM 882508104 26,259 697,828 697,828 832
TEXTRON INC COM 883203101 9,629 87,452 87,452 833
THERMO FISHER SCIENTIFIC INC COM 883556102 4,760 92,028 92,028 834
THOMAS & BETTS CORP COM 884315102 4,141 71,395 71,395 835
THOR INDS INC COM 885160101 1,127 24,970 24,970 836
3M CO COM 88579Y101 26,675 307,351 307,351 837
TIDEWATER INC COM 886423102 468 6,605 6,605 838
TIFFANY & CO NEW COM 886547108 1,106 20,843 20,843 839
TIM HORTONS INC COM 88706M103 890 28,956 28,956 840
TIME WARNER INC COM 887317105 25,982 1,234,882 1,234,882 841
TIME WARNER CABLE INC CL A 88732J108 648 16,541 16,541 842
TIMKEN CO COM 887389104 364 10,078 10,078 843
TITANIUM METALS CORP COM NEW 888339207 333 10,427 10,427 844
TODCO COM 88889T107 417 8,834 8,834 845
TORCHMARK CORP COM 891027104 4,898 73,108 73,108 846
TORO CO COM 891092108 363 6,163 6,163 847
TRACTOR SUPPLY CO COM 892356106 275 5,280 5,280 848
TRAVELERS COMPANIES INC COM 89417E109 13,789 257,735 257,735 849
TRIAD HOSPITALS INC COM 89579K109 262 4,869 4,869 850
TRIBUNE CO NEW COM 896047107 268 9,106 9,106 851
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
TRIMBLE NAVIGATION LTD COM 896239100 588 18,265 18,265 852
TRINITY INDS INC COM 896522109 489 11,230 11,230 853
TYCO INTL LTD NEW COM 902124106 3,302 97,733 97,733 854
TYSON FOODS INC CL A 902494103 300 13,024 13,024 855
UAL CORP COM NEW 902549807 520 12,800 12,800 856
UDR INC COM 902653104 546 20,776 20,776 857
UST INC COM 902911106 4,407 82,057 82,057 858
US BANCORP DEL COM NEW 902973304 24,506 743,718 743,718 859
ULTRA PETROLEUM CORP COM 903914109 950 17,200 17,200 860
UNION PAC CORP COM 907818108 9,376 81,425 81,425 861
UNISYS CORP COM 909214108 157 17,143 17,143 862
UNIT CORP COM 909218109 380 6,048 6,048 863
UNITED PARCEL SERVICE INC CL B 911312106 15,890 217,669 217,669 864
UNITED STATES CELLULAR CORP COM 911684108 1,488 16,422 16,422 865
UNITED STATES STL CORP NEW COM 912909108 1,287 11,832 11,832 866
UNITED TECHNOLOGIES CORP COM 913017109 36,704 517,475 517,475 867
UNITEDHEALTH GROUP INC COM 91324P102 28,122 549,906 549,906 868
UNIVERSAL HLTH SVCS INC CL B 913903100 218 3,540 3,540 869
UNUM GROUP COM 91529Y106 441 16,900 16,900 870
URBAN OUTFITTERS INC COM 917047102 416 17,315 17,315 871
VCA ANTECH INC COM 918194101 484 12,852 12,852 872
V F CORP COM 918204108 7,125 77,803 77,803 873
VALERO ENERGY CORP NEW COM 91913Y100 16,393 221,944 221,944 874
VALLEY NATL BANCORP COM 919794107 1,975 87,833 87,833 875
VARIAN MED SYS INC COM 92220P105 829 19,492 19,492 876
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 551 13,761 13,761 877
VENTAS INC COM 92276F100 739 20,376 20,376 878
VERIFONE HLDGS INC COM 92342Y109 2,274 64,502 64,502 879
VERISIGN INC COM 92343E102 1,178 37,140 37,140 880
VERIZON COMMUNICATIONS COM 92343V104 38,600 937,575 937,575 881
VERTEX PHARMACEUTICALS INC COM 92532F100 572 20,029 20,029 882
VIACOM INC NEW CL B 92553P201 3,878 93,151 93,151 883
VIRGIN MEDIA INC COM 92769L101 352 14,451 14,451 884
VISHAY INTERTECHNOLOGY INC COM 928298108 195 12,353 12,353 885
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 555 16,500 16,500 886
VORNADO RLTY TR SH BEN INT 929042109 723 6,581 6,581 887
VULCAN MATLS CO COM 929160109 6,537 57,071 57,071 888
WACHOVIA CORP NEW COM 929903102 29,178 569,326 569,326 889
WAL MART STORES INC COM 931142103 38,682 804,040 804,040 890
WALGREEN CO COM 931422109 12,819 294,418 294,418 891
WASHINGTON GROUP INTL INC COM NEW 938862208 337 4,213 4,213 892
WASHINGTON MUT INC COM 939322103 16,229 380,602 380,602 893
WASHINGTON POST CO CL B 939640108 1,388 1,789 1,789 894
SHARES OR
CUSIP FAIR MARKET PRINCIPAL
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT (A)SOLE (B)SHARED (C)NONE COUNT
-----------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL COM 94106L109 6,583 168,585 168,585 895
WATERS CORP COM 941848103 1,907 32,128 32,128 896
WATSON PHARMACEUTICALS INC COM 942683103 365 11,227 11,227 897
WATTS WATER TECHNOLOGIES INC CL A 942749102 929 24,800 24,800 898
WEIGHT WATCHERS INTL INC NEW COM 948626106 275 5,415 5,415 899
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,305 31,763 31,763 900
WELLCARE HEALTH PLANS INC COM 94946T106 5,550 61,324 61,324 901
WELLPOINT INC COM 94973V107 17,397 217,927 217,927 902
WELLS FARGO & CO NEW COM 949746101 32,227 916,314 916,314 903
WENDYS INTL INC COM 950590109 490 13,341 13,341 904
WESCO INTL INC COM 95082P105 422 6,973 6,973 905
WESTERN DIGITAL CORP COM 958102105 3,005 155,291 155,291 906
WESTERN UN CO COM 959802109 4,032 193,584 193,584 907
WEYERHAEUSER CO COM 962166104 3,918 49,644 49,644 908
WHIRLPOOL CORP COM 963320106 2,051 18,446 18,446 909
WHOLE FOODS MKT INC COM 966837106 828 21,616 21,616 910
WILEY JOHN & SONS INC CL A 968223206 375 7,763 7,763 911
WILLIAMS COS INC DEL COM 969457100 5,722 180,958 180,958 912
WILLIAMS SONOMA INC COM 969904101 439 13,913 13,913 913
WINDSTREAM CORP COM 97381W104 972 65,821 65,821 914
WISCONSIN ENERGY CORP COM 976657106 2,887 65,265 65,265 915
WRIGLEY WM JR CO COM 982526105 6,840 123,661 123,661 916
WYETH COM 983024100 24,061 419,625 419,625 917
WYNDHAM WORLDWIDE CORP COM 98310W108 1,718 47,385 47,385 918
WYNN RESORTS LTD COM 983134107 1,997 22,280 22,280 919
XM SATELLITE RADIO HLDGS INC CL A 983759101 514 43,667 43,667 920
XTO ENERGY INC COM 98385X106 7,712 128,327 128,327 921
XCEL ENERGY INC COM 98389B100 3,483 170,159 170,159 922
XILINX INC COM 983919101 3,093 115,550 115,550 923
XEROX CORP COM 984121103 3,811 206,210 206,210 924
YAHOO INC COM 984332106 17,212 634,440 634,440 925
YUM BRANDS INC COM 988498101 4,351 132,983 132,983 926
ZEBRA TECHNOLOGIES CORP CL A 989207105 409 10,562 10,562 927
ZIMMER HLDGS INC COM 98956P102 6,894 81,206 81,206 928
ZIONS BANCORPORATION COM 989701107 410 5,329 5,329 929
---------
GRAND TOTAL 5,456,360
=========