UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2007
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Check Here if Amendment / /; Amendment Number:
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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: 1 Verizon Way, Building 7, 1st Floor South
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Basking Ridge, New Jersey 07920
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Form 13F File Number: 28-04063
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The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: David L. Beik
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Title: Chief Operating Officer
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Phone: 908 559-5890
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Signature, Place, and Date of Signing:
/s/ David L. Beik Basking Ridge, New Jersey 11/9/2007
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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: 912
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Form 13F Information Table Value Total: 5,414,529
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
28- Goldman Sachs Prime Brokerage
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FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
ACE LTD ORD G0070K103 3,494 57,693 57,693
AMDOCS LTD ORD G02602103 1,138 30,597 30,597
AXIS CAPITAL HOLDINGS SHS G0692U109 299 7,682 7,682
ACCENTURE LTD BERMUDA CL A G1150G111 3,698 91,864 91,864
BUNGE LIMITED COM G16962105 648 6,032 6,032
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 455 4,960 4,960
COOPER INDS LTD CL A G24182100 3,955 77,422 77,422
COVIDIEN LTD COM G2552X108 1,028 24,763 24,763
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 953 22,933 22,933
EVEREST RE GROUP LTD COM G3223R108 348 3,156 3,156
FOSTER WHEELER LTD SHS NEW G36535139 1,431 10,898 10,898
FRONTLINE LTD SHS G3682E127 362 7,504 7,504
GARMIN LTD ORD G37260109 2,134 17,875 17,875
GLOBALSANTAFE CORP SHS G3930E101 6,795 89,381 89,381
HERBALIFE LTD COM USD SHS G4412G101 356 7,839 7,839
INGERSOLL-RAND COMPANY LTD CL A G4776G101 3,406 62,530 62,530
LAZARD LTD SHS A G54050102 338 7,979 7,979
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,015 123,086 123,086
NABORS INDUSTRIES LTD SHS G6359F103 1,602 52,062 52,062
NOBLE CORPORATION SHS G65422100 5,729 116,803 116,803
ORIENT-EXPRESS HOTELS LTD CL A G67743107 324 6,321 6,321
PARTNERRE LTD COM G6852T105 328 4,153 4,153
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,198 33,610 33,610
SEAGATE TECHNOLOGY SHS G7945J104 1,247 48,758 48,758
UTI WORLDWIDE INC ORD G87210103 352 15,314 15,314
TRANSOCEAN INC ORD G90078109 11,033 97,594 97,594
TYCO INTL LTD BERMUDA SHS G9143X208 5,482 123,633 123,633
TYCO ELECTRONICS LTD COM NEW G9144P105 877 24,763 24,763
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
WARNER CHILCOTT LIMITED COM CL A G9435N108 249 14,037 14,037
WEATHERFORD INTERNATIONAL LT COM G95089101 5,321 79,201 79,201
WHITE MTNS INS GROUP LTD COM G9618E107 233 449 449
XL CAP LTD CL A G98255105 2,271 28,671 28,671
UBS AG SHS NEW H89231338 2,130 40,000 40,000
CNH GLOBAL N V SHS NEW N20935206 607 10,000 10,000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 302 7,726 7,726
AFLAC INC COM 001055102 7,922 138,887 138,887
AGCO CORP COM 001084102 550 10,836 10,836
AES CORP COM 00130H105 3,991 199,155 199,155
AK STL HLDG CORP COM 001547108 757 17,227 17,227
AMB PROPERTY CORP COM 00163T109 298 4,978 4,978
AMR CORP COM 001765106 1,387 62,234 62,234
AT&T INC COM 00206R102 85,430 2,019,139 19,139
ABBOTT LABS COM 002824100 31,807 593,186 593,186
ABERCROMBIE & FITCH CO CL A 002896207 1,919 23,782 23,782
ACTIVISION INC NEW COM NEW 004930202 947 43,846 43,846
ACXIOM CORP COM 005125109 333 16,811 16,811
ADOBE SYS INC COM 00724F101 15,973 365,860 365,860
ADVANCE AUTO PARTS INC COM 00751Y106 553 16,476 16,476
ADVANCED MEDICAL OPTICS INC COM 00763M108 284 9,276 9,276
ADVANCED MICRO DEVICES INC COM 007903107 2,167 164,187 164,187
AETNA INC NEW COM 00817Y108 11,099 204,519 204,519
AFFILIATED COMPUTER SERVICES CL A 008190100 862 17,167 17,167
AFFILIATED MANAGERS GROUP COM 008252108 588 4,610 4,610
AGILENT TECHNOLOGIES INC COM 00846U101 2,304 62,469 62,469
AGILYSYS INC COM 00847J105 676 40,000 40,000
AIR PRODS & CHEMS INC COM 009158106 7,513 76,855 76,855
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
AIRGAS INC COM 009363102 1,509 29,221 29,221
AKAMAI TECHNOLOGIES INC COM 00971T101 1,452 50,523 50,523
ALBEMARLE CORP COM 012653101 2,756 62,351 62,351
ALBERTO CULVER CO NEW COM 013078100 505 20,361 20,361
ALCOA INC COM 013817101 10,823 276,656 276,656
ALLEGHANY CORP DEL COM 017175100 5,052 12,444 12,444
ALLEGHENY ENERGY INC COM 017361106 4,162 79,645 79,645
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,948 35,909 35,909
ALLERGAN INC COM 018490102 5,614 87,073 87,073
ALLIANCE DATA SYSTEMS CORP COM 018581108 943 12,179 12,179
ALLIANT ENERGY CORP COM 018802108 218 5,683 5,683
ALLIANT TECHSYSTEMS INC COM 018804104 507 4,643 4,643
ALLIED CAP CORP NEW COM 01903Q108 224 7,608 7,608
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 240 18,846 18,846
ALLSTATE CORP COM 020002101 7,484 130,869 130,869
ALLTEL CORP COM 020039103 3,225 46,277 46,277
ALTERA CORP COM 021441100 3,009 124,949 124,949
ALTRIA GROUP INC COM 02209S103 50,775 730,262 730,262
AMAZON COM INC COM 023135106 19,199 206,110 206,110
AMBAC FINL GROUP INC COM 023139108 10,094 160,453 160,453
AMEREN CORP COM 023608102 543 10,344 10,344
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,792 28,000 28,000
AMERICAN CAPITAL STRATEGIES COM 024937104 401 9,390 9,390
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,001 38,053 38,053
AMERICAN ELEC PWR INC COM 025537101 7,830 169,924 169,924
AMERICAN EXPRESS CO COM 025816109 24,097 405,885 405,885
AMERICAN INTL GROUP INC COM 026874107 49,365 729,714 729,714
AMERICAN STD COS INC DEL COM 029712106 1,950 54,734 54,734
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
AMERICAN TOWER CORP CL A 029912201 6,952 159,667 159,667
AMERISOURCEBERGEN CORP COM 03073E105 8,526 188,097 188,097
AMERIPRISE FINL INC COM 03076C106 742 11,754 11,754
AMETEK INC NEW COM 031100100 3,951 91,417 91,417
AMGEN INC COM 031162100 29,061 513,726 513,726
AMPCO-PITTSBURGH CORP COM 032037103 315 8,000 8,000
AMPHENOL CORP NEW CL A 032095101 1,101 27,689 27,689
AMYLIN PHARMACEUTICALS INC COM 032346108 1,018 20,358 20,358
ANADARKO PETE CORP COM 032511107 12,155 226,132 226,132
ANALOG DEVICES INC COM 032654105 2,809 77,692 77,692
ANHEUSER BUSCH COS INC COM 035229103 12,090 241,857 241,857
ANNALY CAP MGMT INC COM 035710409 252 15,808 15,808
ANNTAYLOR STORES CORP COM 036115103 920 29,063 29,063
AON CORP COM 037389103 657 14,671 14,671
APACHE CORP COM 037411105 10,100 112,146 112,146
APARTMENT INVT & MGMT CO CL A 03748R101 1,146 25,397 25,397
APOLLO GROUP INC CL A 037604105 1,346 22,379 22,379
APPLE INC COM 037833100 52,619 342,859 342,859
APPLERA CORP COM AP BIO GRP 038020103 3,211 92,691 92,691
APPLIED MATLS INC COM 038222105 8,220 397,122 397,122
ARCH COAL INC COM 039380100 745 22,071 22,071
ARCHER DANIELS MIDLAND CO COM 039483102 14,691 444,113 444,113
ARCHSTONE SMITH TR COM 039583109 7,526 125,138 125,138
ARROW ELECTRS INC COM 042735100 2,227 52,364 52,364
ASSURANT INC COM 04621X108 6,851 128,047 128,047
ATMEL CORP COM 049513104 436 84,425 84,425
AUTODESK INC COM 052769106 4,433 88,709 88,709
AUTOLIV INC COM 052800109 532 8,911 8,911
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
AUTOMATIC DATA PROCESSING IN COM 053015103 11,258 245,118 245,118
AUTOZONE INC COM 053332102 2,576 22,177 22,177
AVALONBAY CMNTYS INC COM 053484101 16,077 136,180 136,180
AVAYA INC COM 053499109 1,207 71,187 71,187
AVERY DENNISON CORP COM 053611109 1,988 34,857 34,857
AVIS BUDGET GROUP COM 053774105 204 8,895 8,895
AVNET INC COM 053807103 4,672 117,213 117,213
AVON PRODS INC COM 054303102 2,414 64,325 64,325
BB&T CORP COM 054937107 1,112 27,531 27,531
BJ SVCS CO COM 055482103 1,205 45,396 45,396
BOK FINL CORP COM NEW 05561Q201 1,990 38,708 38,708
BP PLC SPONSORED ADR 055622104 1,387 20,000 20,000
BMC SOFTWARE INC COM 055921100 2,531 81,037 81,037
BAKER HUGHES INC COM 057224107 10,264 113,574 113,574
BALL CORP COM 058498106 3,128 58,201 58,201
BANK OF AMERICA CORPORATION COM 060505104 74,753 1,487,032 487,032
BANK HAWAII CORP COM 062540109 223 4,222 4,222
BANK OF NEW YORK MELLON CORP COM 064058100 16,271 368,614 368,614
BARD C R INC COM 067383109 5,214 59,117 59,117
BARR PHARMACEUTICALS INC COM 068306109 967 16,984 16,984
BAUSCH & LOMB INC COM 071707103 253 3,946 3,946
BAXTER INTL INC COM 071813109 11,040 196,158 196,158
BE AEROSPACE INC COM 073302101 593 14,268 14,268
BEA SYS INC COM 073325102 841 60,666 60,666
BEAR STEARNS COS INC COM 073902108 2,941 23,947 23,947
BECKMAN COULTER INC COM 075811109 617 8,363 8,363
BECTON DICKINSON & CO COM 075887109 16,862 205,514 205,514
BED BATH & BEYOND INC COM 075896100 2,572 75,388 75,388
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
BERKLEY W R CORP COM 084423102 2,774 93,620 93,620
BERKSHIRE HATHAWAY INC DEL CL B 084670207 700 177 177
BEST BUY INC COM 086516101 8,792 191,050 191,050
BIG LOTS INC COM 089302103 494 16,540 16,540
BIOGEN IDEC INC COM 09062X103 8,964 135,148 135,148
BLACK & DECKER CORP COM 091797100 3,856 46,285 46,285
BLACKROCK INC COM 09247X101 3,468 19,999 19,999
BLOCK H & R INC COM 093671105 1,058 49,976 49,976
BOEING CO COM 097023105 33,687 320,858 320,858
BORG WARNER INC COM 099724106 921 10,063 10,063
BOSTON PROPERTIES INC COM 101121101 3,649 35,120 35,120
BOSTON SCIENTIFIC CORP COM 101137107 928 66,548 66,548
BOYD GAMING CORP COM 103304101 373 8,706 8,706
BRINKER INTL INC COM 109641100 995 36,273 36,273
BRINKS CO COM 109696104 880 15,748 15,748
BRISTOL MYERS SQUIBB CO COM 110122108 18,029 625,567 625,567
BROADCOM CORP CL A 111320107 7,674 210,606 210,606
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 748 39,449 39,449
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 531 62,013 62,013
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,443 63,450 63,450
BROWN & BROWN INC COM 115236101 455 17,318 17,318
BROWN FORMAN CORP CL B 115637209 721 9,626 9,626
BURGER KING HLDGS INC COM 121208201 251 9,832 9,832
BURLINGTON NORTHN SANTA FE C COM 12189T104 11,200 137,982 137,982
CBS CORP NEW CL B 124857202 7,295 231,600 231,600
CB RICHARD ELLIS GROUP INC CL A 12497T101 1,026 36,861 36,861
C D W CORP COM 12512N105 789 9,046 9,046
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,199 114,191 114,191
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
CIGNA CORP COM 125509109 3,972 74,539 74,539
CIT GROUP INC COM 125581108 1,390 34,583 34,583
CME GROUP INC COM 12572Q105 13,783 23,466 23,466
CMS ENERGY CORP COM 125896100 1,534 91,217 91,217
CSX CORP COM 126408103 7,015 164,177 164,177
CTS CORP COM 126501105 258 20,000 20,000
CVS CAREMARK CORPORATION COM 126650100 29,418 742,320 742,320
CA INC COM 12673P105 1,223 47,544 47,544
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,582 131,143 131,143
CABOT CORP COM 127055101 302 8,490 8,490
CABOT OIL & GAS CORP COM 127097103 527 14,996 14,996
CADENCE DESIGN SYSTEM INC COM 127387108 2,706 121,958 121,958
CAMERON INTERNATIONAL CORP COM 13342B105 5,219 56,545 56,545
CAMPBELL SOUP CO COM 134429109 3,343 90,345 90,345
CAPITAL ONE FINL CORP COM 14040H105 6,279 94,526 94,526
CAPITALSOURCE INC COM 14055X102 284 14,057 14,057
CARDINAL HEALTH INC COM 14149Y108 3,528 56,414 56,414
CAREER EDUCATION CORP COM 141665109 412 14,704 14,704
CARLISLE COS INC COM 142339100 811 16,684 16,684
CARMAX INC COM 143130102 680 33,460 33,460
CARNIVAL CORP PAIRED CTF 143658300 1,981 40,896 40,896
CARPENTER TECHNOLOGY CORP COM 144285103 368 2,830 2,830
CATERPILLAR INC DEL COM 149123101 17,655 225,107 225,107
CELANESE CORP DEL COM SER A 150870103 2,801 71,856 71,856
CELGENE CORP COM 151020104 9,012 126,383 126,383
CENTERPOINT ENERGY INC COM 15189T107 1,597 99,645 99,645
CENTEX CORP COM 152312104 628 23,636 23,636
CENTURYTEL INC COM 156700106 5,106 110,473 110,473
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
CEPHALON INC COM 156708109 749 10,246 10,246
CERIDIAN CORP NEW COM 156779100 721 20,741 20,741
CERNER CORP COM 156782104 609 10,176 10,176
CHARLES RIV LABS INTL INC COM 159864107 323 5,760 5,760
CHECKFREE CORP NEW COM 162813109 2,816 60,509 60,509
CHEESECAKE FACTORY INC COM 163072101 261 11,137 11,137
CHEMTURA CORP COM 163893100 121 13,645 13,645
CHENIERE ENERGY INC COM NEW 16411R208 258 6,577 6,577
CHESAPEAKE ENERGY CORP COM 165167107 1,804 51,170 51,170
CHEVRON CORP NEW COM 166764100 71,262 761,506 761,506
CHICOS FAS INC COM 168615102 383 27,238 27,238
CHOICE HOTELS INTL INC COM 169905106 218 5,782 5,782
CHOICEPOINT INC COM 170388102 446 11,769 11,769
CHUBB CORP COM 171232101 11,536 215,060 215,060
CHURCH & DWIGHT INC COM 171340102 1,025 21,781 21,781
CIENA CORP COM NEW 171779309 503 13,207 13,207
CINCINNATI FINL CORP COM 172062101 372 8,578 8,578
CIRCUIT CITY STORE INC COM 172737108 326 41,256 41,256
CISCO SYS INC COM 17275R102 86,053 2,597,425 597,425
CITADEL BROADCASTING CORP COM 17285T106 146 35,152 35,152
CINTAS CORP COM 172908105 653 17,590 17,590
CITIGROUP INC COM 172967101 81,520 1,746,739 746,739
CITIZENS COMMUNICATIONS CO COM 17453B101 335 23,424 23,424
CITRIX SYS INC COM 177376100 1,127 27,947 27,947
CLARCOR INC COM 179895107 1,129 33,000 33,000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,453 118,933 118,933
CLEVELAND CLIFFS INC COM 185896107 559 6,349 6,349
CLOROX CO DEL COM 189054109 1,235 20,254 20,254
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
COACH INC COM 189754104 9,380 198,437 198,437
COCA COLA CO COM 191216100 53,605 932,754 932,754
COCA COLA ENTERPRISES INC COM 191219104 377 15,572 15,572
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,765 72,247 72,247
COLGATE PALMOLIVE CO COM 194162103 15,239 213,672 213,672
COMCAST CORP NEW CL A 20030N101 19,031 787,053 787,053
COMERICA INC COM 200340107 400 7,792 7,792
COMMERCE BANCORP INC NJ COM 200519106 2,545 65,618 65,618
COMMERCIAL METALS CO COM 201723103 2,383 75,277 75,277
COMMSCOPE INC COM 203372107 476 9,476 9,476
COMPUTER SCIENCES CORP COM 205363104 9,148 163,655 163,655
COMPUWARE CORP COM 205638109 326 40,633 40,633
CONAGRA FOODS INC COM 205887102 650 24,887 24,887
CON-WAY INC COM 205944101 276 6,010 6,010
CONOCOPHILLIPS COM 20825C104 62,433 711,322 711,322
CONSOL ENERGY INC COM 20854P109 2,711 58,181 58,181
CONSOLIDATED EDISON INC COM 209115104 1,371 29,617 29,617
CONSTELLATION BRANDS INC CL A 21036P108 3,210 132,578 132,578
CONSTELLATION ENERGY GROUP I COM 210371100 7,782 90,705 90,705
CONTINENTAL AIRLS INC CL B 210795308 496 15,031 15,031
CONVERGYS CORP COM 212485106 1,736 100,021 100,021
COOPER COS INC COM NEW 216648402 215 4,097 4,097
COPART INC COM 217204106 347 10,101 10,101
CORN PRODS INTL INC COM 219023108 2,005 43,719 43,719
CORNING INC COM 219350105 16,921 686,435 686,435
CORPORATE EXECUTIVE BRD CO COM 21988R102 2,026 27,287 27,287
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 497 19,008 19,008
COSTCO WHSL CORP NEW COM 22160K105 11,876 193,518 193,518
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,514 79,649 79,649
COVANCE INC COM 222816100 3,571 45,836 45,836
COVANTA HLDG CORP COM 22282E102 514 20,989 20,989
COVENTRY HEALTH CARE INC COM 222862104 3,479 55,928 55,928
CRANE CO COM 224399105 2,261 47,137 47,137
CROCS INC COM 227046109 832 12,371 12,371
CROWN CASTLE INTL CORP COM 228227104 10,291 253,298 253,298
CROWN HOLDINGS INC COM 228368106 576 25,305 25,305
CUMMINS INC COM 231021106 4,673 36,537 36,537
CURTISS WRIGHT CORP COM 231561101 1,962 41,300 41,300
CYPRESS SEMICONDUCTOR CORP COM 232806109 683 23,398 23,398
CYTYC CORP COM 232946103 850 17,833 17,833
DPL INC COM 233293109 973 37,034 37,034
D R HORTON INC COM 23331A109 713 55,694 55,694
DST SYS INC DEL COM 233326107 1,936 22,559 22,559
DTE ENERGY CO COM 233331107 2,010 41,497 41,497
DADE BEHRING HLDGS INC COM 23342J206 4,025 52,715 52,715
DANAHER CORP DEL COM 235851102 7,141 86,342 86,342
DARDEN RESTAURANTS INC COM 237194105 7,019 167,680 167,680
DAVITA INC COM 23918K108 1,896 30,016 30,016
DEERE & CO COM 244199105 8,602 57,957 57,957
DEL MONTE FOODS CO COM 24522P103 106 10,088 10,088
DELL INC COM 24702R101 23,448 849,554 849,554
DELTA AIR LINES INC DEL COM NEW 247361702 850 47,352 47,352
DENBURY RES INC COM NEW 247916208 837 18,740 18,740
DENTSPLY INTL INC NEW COM 249030107 979 23,509 23,509
DEVELOPERS DIVERSIFIED RLTY COM 251591103 2,818 50,443 50,443
DEVON ENERGY CORP NEW COM 25179M103 20,345 244,533 244,533
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
DIAGEO P L C SPON ADR NEW 25243Q205 1,755 20,000 20,000
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,321 20,485 20,485
DICKS SPORTING GOODS INC COM 253393102 1,276 19,004 19,004
DIEBOLD INC COM 253651103 462 10,182 10,182
DILLARDS INC CL A 254067101 469 21,468 21,468
DIRECTV GROUP INC COM 25459L106 5,236 215,666 215,666
DISCOVERY HOLDING CO CL A COM 25468Y107 872 30,217 30,217
DISNEY WALT CO COM DISNEY 254687106 26,421 768,277 768,277
DISCOVER FINL SVCS COM 254709108 1,595 76,696 76,696
DOLBY LABORATORIES INC COM 25659T107 213 6,106 6,106
DOLLAR TREE STORES INC COM 256747106 612 15,090 15,090
DOMINION RES INC VA NEW COM 25746U109 10,499 124,549 124,549
DOMTAR CORP COM 257559104 775 94,491 94,491
DONALDSON INC COM 257651109 3,237 77,522 77,522
DONNELLEY R R & SONS CO COM 257867101 1,773 48,497 48,497
DOVER CORP COM 260003108 872 17,112 17,112
DOW CHEM CO COM 260543103 13,697 318,098 318,098
DOW JONES & CO INC COM 260561105 551 9,233 9,233
DREAMWORKS ANIMATION SKG INC CL A 26153C103 293 8,777 8,777
DRESSER-RAND GROUP INC COM 261608103 567 13,282 13,282
DU PONT E I DE NEMOURS & CO COM 263534109 15,693 316,651 316,651
DUKE ENERGY CORP NEW COM 26441C105 9,529 509,829 509,829
DUKE REALTY CORP COM NEW 264411505 586 17,324 17,324
DUN & BRADSTREET CORP DEL NE COM 26483E100 6,005 60,893 60,893
DYNEGY INC DEL CL A 26817G102 303 32,805 32,805
E M C CORP MASS COM 268648102 9,024 433,856 433,856
ENSCO INTL INC COM 26874Q100 4,344 77,430 77,430
EOG RES INC COM 26875P101 3,473 48,021 48,021
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
E TRADE FINANCIAL CORP COM 269246104 498 38,148 38,148
EAGLE MATERIALS INC COM 26969P108 265 7,415 7,415
EAST WEST BANCORP INC COM 27579R104 343 9,542 9,542
EASTMAN CHEM CO COM 277432100 2,211 33,133 33,133
EASTMAN KODAK CO COM 277461109 385 14,374 14,374
EATON CORP COM 278058102 5,252 53,032 53,032
EATON VANCE CORP COM NON VTG 278265103 682 17,075 17,075
EBAY INC COM 278642103 20,324 520,874 520,874
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,508 32,219 32,219
ECOLAB INC COM 278865100 2,693 57,048 57,048
EDISON INTL COM 281020107 2,677 48,279 48,279
EDWARDS LIFESCIENCES CORP COM 28176E108 440 8,918 8,918
EDWARDS AG INC COM 281760108 896 10,697 10,697
EL PASO CORP COM 28336L109 868 51,147 51,147
ELECTRONIC ARTS INC COM 285512109 3,819 68,203 68,203
ELECTRONIC DATA SYS NEW COM 285661104 3,175 145,355 145,355
EMBARQ CORP COM 29078E105 2,439 43,868 43,868
EMERSON ELEC CO COM 291011104 17,168 322,591 322,591
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 4,735 152,702 152,702
ENERGEN CORP COM 29265N108 3,055 53,484 53,484
ENERGY CONVERSION DEVICES IN COM 292659109 341 15,000 15,000
ENERGY EAST CORP COM 29266M109 214 7,896 7,896
ENERGIZER HLDGS INC COM 29266R108 3,566 32,166 32,166
ENTERGY CORP NEW COM 29364G103 14,863 137,256 137,256
EQUIFAX INC COM 294429105 2,765 72,532 72,532
EQUITABLE RES INC COM 294549100 817 15,757 15,757
EQUITY RESIDENTIAL SH BEN INT 29476L107 615 14,527 14,527
ERIE INDTY CO CL A 29530P102 209 3,415 3,415
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
ESSEX PPTY TR INC COM 297178105 281 2,392 2,392
EXELON CORP COM 30161N101 12,922 171,470 171,470
EXPEDIA INC DEL COM 30212P105 2,193 68,803 68,803
EXPEDITORS INTL WASH INC COM 302130109 4,942 104,485 104,485
EXPRESS SCRIPTS INC COM 302182100 10,273 184,039 184,039
EXXON MOBIL CORP COM 30231G102 180,776 1,953,065 953,065
FMC TECHNOLOGIES INC COM 30249U101 3,811 66,099 66,099
FPL GROUP INC COM 302571104 2,149 35,306 35,306
FTD GROUP INC COM 30267U108 890 59,800 59,800
FACTSET RESH SYS INC COM 303075105 456 6,645 6,645
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 215 11,525 11,525
FAMILY DLR STORES INC COM 307000109 1,471 55,374 55,374
FASTENAL CO COM 311900104 889 19,574 19,574
FEDERAL HOME LN MTG CORP COM 313400301 19,145 324,429 324,429
FEDERAL NATL MTG ASSN COM 313586109 20,439 336,118 336,118
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 521 5,877 5,877
FEDERATED INVS INC PA CL B 314211103 535 13,485 13,485
FEDEX CORP COM 31428X106 15,452 147,515 147,515
F5 NETWORKS INC COM 315616102 481 12,921 12,921
FIDELITY NATL INFORMATION SV COM 31620M106 1,181 26,626 26,626
FIDELITY NATIONAL FINANCIAL CL A 31620R105 718 41,075 41,075
FIFTH THIRD BANCORP COM 316773100 2,964 87,485 87,485
FIRST MARBLEHEAD CORP COM 320771108 776 20,468 20,468
FIRST SOLAR INC COM 336433107 651 5,525 5,525
FISERV INC COM 337738108 2,888 56,779 56,779
FIRSTENERGY CORP COM 337932107 8,566 135,231 135,231
FLORIDA ROCK INDS INC COM 341140101 462 7,400 7,400
FLUOR CORP NEW COM 343412102 2,797 19,426 19,426
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
FLOWSERVE CORP COM 34354P105 2,089 27,425 27,425
FOOT LOCKER INC COM 344849104 263 17,148 17,148
FORD MTR CO DEL COM PAR $0.01 345370860 3,303 389,025 389,025
FOREST CITY ENTERPRISES INC CL A 345550107 616 11,160 11,160
FOREST LABS INC COM 345838106 4,878 130,826 130,826
FORTUNE BRANDS INC COM 349631101 1,111 13,632 13,632
FOUNDATION COAL HLDGS INC COM 35039W100 674 17,197 17,197
FRANKLIN RES INC COM 354613101 14,829 116,302 116,302
FREEPORT-MCMORAN COPPER & GO COM 35671D857 18,476 176,150 176,150
FRONTIER OIL CORP COM 35914P105 3,177 76,305 76,305
GATX CORP COM 361448103 775 18,135 18,135
GALLAGHER ARTHUR J & CO COM 363576109 201 6,953 6,953
GAMESTOP CORP NEW CL A 36467W109 1,373 24,361 24,361
GANNETT INC COM 364730101 3,397 77,725 77,725
GAP INC DEL COM 364760108 1,567 84,960 84,960
GARDNER DENVER INC COM 365558105 688 17,633 17,633
GEN-PROBE INC NEW COM 36866T103 540 8,116 8,116
GENENTECH INC COM NEW 368710406 29,573 379,041 379,041
GENERAL CABLE CORP DEL NEW COM 369300108 543 8,091 8,091
GENERAL DYNAMICS CORP COM 369550108 14,032 166,124 166,124
GENERAL ELECTRIC CO COM 369604103 133,669 3,228,721 228,721
GENERAL GROWTH PPTYS INC COM 370021107 1,251 23,332 23,332
GENERAL MLS INC COM 370334104 12,490 215,309 215,309
GENERAL MTRS CORP COM 370442105 3,833 104,454 104,454
GENTEX CORP COM 371901109 474 22,086 22,086
GENUINE PARTS CO COM 372460105 1,576 31,513 31,513
GENWORTH FINL INC COM CL A 37247D106 5,575 181,428 181,428
GENZYME CORP COM 372917104 3,647 58,864 58,864
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
GILEAD SCIENCES INC COM 375558103 19,214 470,120 470,120
GLOBAL INDS LTD COM 379336100 367 14,247 14,247
GLOBAL PMTS INC COM 37940X102 9,236 208,861 208,861
GOLDMAN SACHS GROUP INC COM 38141G104 45,560 210,207 210,207
GOODRICH CORP COM 382388106 2,686 39,371 39,371
GOODYEAR TIRE & RUBR CO COM 382550101 2,842 93,455 93,455
GOOGLE INC CL A 38259P508 63,129 111,286 111,286
GRACO INC COM 384109104 794 20,295 20,295
GRAINGER W W INC COM 384802104 1,894 20,765 20,765
GRANT PRIDECO INC COM 38821G101 1,621 29,724 29,724
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,450 60,000 60,000
GUESS INC COM 401617105 412 8,411 8,411
HCC INS HLDGS INC COM 404132102 306 10,675 10,675
HCP INC COM 40414L109 341 10,294 10,294
HLTH CORPORATION COM 40422Y101 398 28,075 28,075
HNI CORP COM 404251100 267 7,417 7,417
HRPT PPTYS TR COM SH BEN INT 40426W101 105 10,589 10,589
HALLIBURTON CO COM 406216101 11,868 309,059 309,059
HANESBRANDS INC COM 410345102 419 14,922 14,922
HANSEN NAT CORP COM 411310105 598 10,551 10,551
HARLEY DAVIDSON INC COM 412822108 6,657 144,056 144,056
HARMAN INTL INDS INC COM 413086109 872 10,083 10,083
HARRAHS ENTMT INC COM 413619107 3,187 36,658 36,658
HARRIS CORP DEL COM 413875105 2,120 36,681 36,681
HARSCO CORP COM 415864107 772 13,023 13,023
HARTFORD FINL SVCS GROUP INC COM 416515104 16,735 180,822 180,822
HASBRO INC COM 418056107 1,627 58,362 58,362
HEALTH MGMT ASSOC INC NEW CL A 421933102 84 12,106 12,106
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
HEALTH CARE REIT INC COM 42217K106 225 5,079 5,079
HEALTH NET INC COM 42222G108 939 17,372 17,372
HEINZ H J CO COM 423074103 8,229 178,128 178,128
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 518 12,196 12,196
HERCULES INC COM 427056106 301 14,300 14,300
HERSHEY CO COM 427866108 2,825 60,871 60,871
HERTZ GLOBAL HOLDINGS INC COM 42805T105 862 37,928 37,928
HESS CORP COM 42809H107 923 13,871 13,871
HEWITT ASSOCS INC COM 42822Q100 384 10,966 10,966
HEWLETT PACKARD CO COM 428236103 63,637 1,278,106 278,106
HILLENBRAND INDS INC COM 431573104 230 4,179 4,179
HILTON HOTELS CORP COM 432848109 4,929 106,019 106,019
HOLLY CORP COM PAR $0.01 435758305 418 6,994 6,994
HOME DEPOT INC COM 437076102 20,271 624,867 624,867
HONEYWELL INTL INC COM 438516106 14,881 250,223 250,223
HOSPIRA INC COM 441060100 1,005 24,239 24,239
HOST HOTELS & RESORTS INC COM 44107P104 1,259 56,084 56,084
HUBBELL INC CL B 443510201 289 5,067 5,067
HUDSON CITY BANCORP COM 443683107 768 49,909 49,909
HUMANA INC COM 444859102 5,560 79,565 79,565
HUNT J B TRANS SVCS INC COM 445658107 396 15,076 15,076
HUNTINGTON BANCSHARES INC COM 446150104 310 18,254 18,254
IAC INTERACTIVECORP COM NEW 44919P300 3,262 109,953 109,953
IMS HEALTH INC COM 449934108 863 28,166 28,166
ISTAR FINL INC COM 45031U101 218 6,404 6,404
ITT EDUCATIONAL SERVICES INC COM 45068B109 767 6,302 6,302
ITT CORP NEW COM 450911102 3,693 54,361 54,361
IDEARC INC COM 451663108 231 7,337 7,337
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
IDEX CORP COM 45167R104 697 19,155 19,155
IDEXX LABS INC COM 45168D104 525 4,793 4,793
ILLINOIS TOOL WKS INC COM 452308109 9,308 156,063 156,063
IMCLONE SYS INC COM 45245W109 383 9,264 9,264
INDYMAC BANCORP INC COM 456607100 795 33,677 33,677
INTEGRATED DEVICE TECHNOLOGY COM 458118106 880 56,848 56,848
INTEL CORP COM 458140100 61,427 2,375,353 375,353
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,775 11,687 11,687
INTERNATIONAL BUSINESS MACHS COM 459200101 70,351 597,203 597,203
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 881 16,674 16,674
INTERNATIONAL GAME TECHNOLOG COM 459902102 5,630 130,629 130,629
INTL PAPER CO COM 460146103 4,604 128,363 128,363
INTERNATIONAL RECTIFIER CORP COM 460254105 836 25,331 25,331
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,075 23,432 23,432
INTERSIL CORP CL A 46069S109 1,663 49,739 49,739
INTERPUBLIC GROUP COS INC COM 460690100 558 53,745 53,745
INTUITIVE SURGICAL INC COM NEW 46120E602 1,334 5,799 5,799
INTUIT COM 461202103 2,034 67,114 67,114
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,444 56,860 56,860
INVITROGEN CORP COM 46185R100 341 4,173 4,173
IRON MTN INC COM 462846106 1,749 57,395 57,395
ISHARES TR RUSSELL1000VAL 464287598 3,438 40,000 40,000
ISHARES TR RUSSELL1000GRW 464287614 5,102 82,650 82,650
ISHARES TR RUSSELL 1000 464287622 51,087 615,950 615,950
JDS UNIPHASE CORP COM PAR $0.001 46612J507 331 22,108 22,108
JP MORGAN CHASE & CO COM 46625H100 45,357 989,886 989,886
JABIL CIRCUIT INC COM 466313103 1,171 51,269 51,269
JACOBS ENGR GROUP INC DEL COM 469814107 7,025 92,954 92,954
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
JANUS CAP GROUP INC COM 47102X105 1,570 55,506 55,506
JARDEN CORP COM 471109108 220 7,115 7,115
JOHNSON & JOHNSON COM 478160104 66,838 1,017,316 17,316
JOHNSON CTLS INC COM 478366107 12,603 106,707 106,707
JONES APPAREL GROUP INC COM 480074103 681 32,241 32,241
JONES LANG LASALLE INC COM 48020Q107 585 5,694 5,694
JOY GLOBAL INC COM 481165108 855 16,809 16,809
JUNIPER NETWORKS INC COM 48203R104 2,355 64,316 64,316
KBR INC COM 48242W106 327 8,433 8,433
KLA-TENCOR CORP COM 482480100 1,654 29,655 29,655
KANSAS CITY SOUTHERN COM NEW 485170302 279 8,671 8,671
KB HOME COM 48666K109 222 8,847 8,847
KELLOGG CO COM 487836108 2,110 37,678 37,678
KENNAMETAL INC COM 489170100 1,646 19,597 19,597
KEYCORP NEW COM 493267108 634 19,601 19,601
KILROY RLTY CORP COM 49427F108 307 5,060 5,060
KIMBERLY CLARK CORP COM 494368103 4,153 59,113 59,113
KIMCO REALTY CORP COM 49446R109 11,534 255,128 255,128
KINETIC CONCEPTS INC COM NEW 49460W208 407 7,231 7,231
KING PHARMACEUTICALS INC COM 495582108 2,780 237,175 237,175
KIRBY CORP COM 497266106 364 8,249 8,249
KOHLS CORP COM 500255104 4,010 69,947 69,947
KRAFT FOODS INC CL A 50075N104 15,799 457,808 457,808
KROGER CO COM 501044101 2,932 102,821 102,821
LSI CORPORATION COM 502161102 1,537 207,202 207,202
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,713 26,560 26,560
LABORATORY CORP AMER HLDGS COM NEW 50540R409 13,330 170,400 170,400
LAM RESEARCH CORP COM 512807108 4,746 89,119 89,119
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
LAMAR ADVERTISING CO CL A 512815101 627 12,798 12,798
LANDSTAR SYS INC COM 515098101 361 8,598 8,598
LAS VEGAS SANDS CORP COM 517834107 7,958 59,644 59,644
LAUDER ESTEE COS INC CL A 518439104 718 16,912 16,912
LEAP WIRELESS INTL INC COM NEW 521863308 3,124 38,392 38,392
LEGG MASON INC COM 524901105 7,601 90,175 90,175
LEHMAN BROS HLDGS INC COM 524908100 9,489 153,712 153,712
LEUCADIA NATL CORP COM 527288104 395 8,192 8,192
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,545 332,166 332,166
LEXMARK INTL NEW CL A 529771107 3,572 86,009 86,009
LIBERTY GLOBAL INC COM SER A 530555101 5,011 122,162 122,162
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 1,411 73,463 73,463
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 3,264 26,146 26,146
LILLY ELI & CO COM 532457108 8,570 150,543 150,543
LIMITED BRANDS INC COM 532716107 1,907 83,322 83,322
LINCARE HLDGS INC COM 532791100 1,942 52,975 52,975
LINCOLN ELEC HLDGS INC COM 533900106 1,957 25,210 25,210
LINCOLN NATL CORP IND COM 534187109 892 13,529 13,529
LINEAR TECHNOLOGY CORP COM 535678106 1,202 34,356 34,356
LIZ CLAIBORNE INC COM 539320101 2,968 86,468 86,468
LOCKHEED MARTIN CORP COM 539830109 11,336 104,485 104,485
LOEWS CORP COM 540424108 14,348 296,761 296,761
LOEWS CORP CAROLNA GP STK 540424207 11,432 139,030 139,030
LOWES COS INC COM 548661107 17,564 626,855 626,855
LUBRIZOL CORP COM 549271104 758 11,649 11,649
LYONDELL CHEMICAL CO COM 552078107 1,092 23,562 23,562
M & T BK CORP COM 55261F104 3,251 31,428 31,428
MBIA INC COM 55262C100 6,724 110,135 110,135
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
M D C HLDGS INC COM 552676108 554 13,540 13,540
MDU RES GROUP INC COM 552690109 737 26,485 26,485
MEMC ELECTR MATLS INC COM 552715104 2,044 34,726 34,726
MGIC INVT CORP WIS COM 552848103 1,902 58,870 58,870
MGM MIRAGE COM 552953101 1,637 18,305 18,305
MSC INDL DIRECT INC CL A 553530106 361 7,128 7,128
MACERICH CO COM 554382101 972 11,093 11,093
MACK CALI RLTY CORP COM 554489104 1,372 33,393 33,393
MACYS INC COM 55616P104 4,419 136,734 136,734
MANITOWOC INC COM 563571108 4,463 100,782 100,782
MANOR CARE INC NEW COM 564055101 729 11,324 11,324
MANPOWER INC COM 56418H100 5,424 84,282 84,282
MARATHON OIL CORP COM 565849106 18,215 319,444 319,444
MARKEL CORP COM 570535104 238 491 491
MARSH & MCLENNAN COS INC COM 571748102 708 27,751 27,751
MARSHALL & ILSLEY CORP COM 571834100 4,173 95,347 95,347
MARRIOTT INTL INC NEW CL A 571903202 8,509 195,742 195,742
MARTIN MARIETTA MATLS INC COM 573284106 881 6,596 6,596
MASCO CORP COM 574599106 1,186 51,168 51,168
MASSEY ENERGY CORP COM 576206106 274 12,551 12,551
MASTERCARD INC CL A 57636Q104 1,825 12,335 12,335
MATTEL INC COM 577081102 3,749 159,820 159,820
MAXIM INTEGRATED PRODS INC COM 57772K101 1,441 49,630 49,630
MCAFEE INC COM 579064106 1,390 39,858 39,858
MCCLATCHY CO CL A 579489105 345 17,251 17,251
MCCORMICK & CO INC COM NON VTG 579780206 4,518 125,600 125,600
MCDERMOTT INTL INC COM 580037109 4,484 82,922 82,922
MCDONALDS CORP COM 580135101 24,378 447,550 447,550
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
MCGRAW HILL COS INC COM 580645109 6,980 137,114 137,114
MCKESSON CORP COM 58155Q103 4,696 79,882 79,882
MEADWESTVACO CORP COM 583334107 3,683 124,716 124,716
MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,438 93,354 93,354
MEDTRONIC INC COM 585055106 27,010 478,822 478,822
MENTOR GRAPHICS CORP COM 587200106 906 60,000 60,000
MERCK & CO INC COM 589331107 48,276 933,948 933,948
MEREDITH CORP COM 589433101 426 7,443 7,443
MERRILL LYNCH & CO INC COM 590188108 22,486 315,463 315,463
METLIFE INC COM 59156R108 16,907 242,467 242,467
METROPCS COMMUNICATIONS INC COM 591708102 276 10,105 10,105
METTLER TOLEDO INTERNATIONAL COM 592688105 1,870 18,336 18,336
MICROSOFT CORP COM 594918104 109,729 3,724,676 724,676
MICROCHIP TECHNOLOGY INC COM 595017104 1,227 33,792 33,792
MICRON TECHNOLOGY INC COM 595112103 2,482 223,631 223,631
MILLENNIUM PHARMACEUTICALS I COM 599902103 351 34,621 34,621
MILLIPORE CORP COM 601073109 633 8,354 8,354
MIRANT CORP NEW COM 60467R100 1,267 31,154 31,154
MOHAWK INDS INC COM 608190104 1,093 13,442 13,442
MOLEX INC COM 608554101 945 35,086 35,086
MOLSON COORS BREWING CO CL B 60871R209 1,445 14,498 14,498
MONEYGRAM INTL INC COM 60935Y109 292 12,914 12,914
MONSANTO CO NEW COM 61166W101 28,334 330,468 330,468
MONSTER WORLDWIDE INC COM 611742107 1,211 35,563 35,563
MOODYS CORP COM 615369105 5,775 114,575 114,575
MORGAN STANLEY COM NEW 617446448 22,425 355,956 355,956
MOSAIC CO COM 61945A107 786 14,685 14,685
MOTOROLA INC COM 620076109 10,530 568,250 568,250
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
MURPHY OIL CORP COM 626717102 657 9,400 9,400
MYLAN LABS INC COM 628530107 1,891 118,483 118,483
NBTY INC COM 628782104 1,238 30,489 30,489
NCR CORP NEW COM 62886E108 3,090 62,056 62,056
NII HLDGS INC CL B NEW 62913F201 6,618 80,558 80,558
NRG ENERGY INC COM NEW 629377508 1,376 32,542 32,542
NVR INC COM 62944T105 435 925 925
NYMEX HOLDINGS INC COM 62948N104 1,855 14,251 14,251
NYSE EURONEXT COM 629491101 5,941 75,041 75,041
NALCO HOLDING COMPANY COM 62985Q101 662 22,340 22,340
NASDAQ STOCK MARKET INC COM 631103108 2,075 55,075 55,075
NATIONAL CITY CORP COM 635405103 6,605 263,258 263,258
NATIONAL HEALTH INVS INC COM 63633D104 679 21,970 21,970
NATIONAL INSTRS CORP COM 636518102 305 8,894 8,894
NATIONAL OILWELL VARCO INC COM 637071101 7,223 49,987 49,987
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,571 94,802 94,802
NATIONWIDE FINL SVCS INC CL A 638612101 3,695 68,656 68,656
NAVTEQ CORP COM 63936L100 1,179 15,119 15,119
NETWORK APPLIANCE INC COM 64120L104 4,968 184,625 184,625
NEUSTAR INC CL A 64126X201 402 11,737 11,737
NEW YORK CMNTY BANCORP INC COM 649445103 298 15,659 15,659
NEW YORK TIMES CO CL A 650111107 216 10,926 10,926
NEWELL RUBBERMAID INC COM 651229106 1,955 67,826 67,826
NEWFIELD EXPL CO COM 651290108 313 6,494 6,494
NEWMONT MINING CORP COM 651639106 4,685 104,737 104,737
NEWS CORP CL A 65248E104 19,239 874,916 874,916
NIKE INC CL B 654106103 14,314 244,014 244,014
NISOURCE INC COM 65473P105 645 33,693 33,693
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
NOKIA CORP SPONSORED ADR 654902204 2,902 76,500 76,500
NOBLE ENERGY INC COM 655044105 776 11,080 11,080
NORDSTROM INC COM 655664100 5,668 120,878 120,878
NORFOLK SOUTHERN CORP COM 655844108 7,033 135,491 135,491
NORTHEAST UTILS COM 664397106 1,649 57,723 57,723
NORTHERN TR CORP COM 665859104 9,971 150,455 150,455
NORTHROP GRUMMAN CORP COM 666807102 16,694 214,022 214,022
NORTHWEST AIRLS CORP COM 667280408 560 31,439 31,439
NOVELL INC COM 670006105 167 21,867 21,867
NOVELLUS SYS INC COM 670008101 407 14,927 14,927
NSTAR COM 67019E107 882 25,336 25,336
NUCOR CORP COM 670346105 9,094 152,918 152,918
NVIDIA CORP COM 67066G104 11,079 305,722 305,722
NUTRI SYS INC NEW COM 67069D108 249 5,316 5,316
OGE ENERGY CORP COM 670837103 979 29,585 29,585
NUVEEN INVTS INC CL A 67090F106 1,201 19,395 19,395
OCCIDENTAL PETE CORP DEL COM 674599105 34,710 541,661 541,661
OCEANEERING INTL INC COM 675232102 640 8,438 8,438
OFFICEMAX INC DEL COM 67622P101 253 7,382 7,382
OFFICE DEPOT INC COM 676220106 2,332 113,108 113,108
OLD REP INTL CORP COM 680223104 217 11,562 11,562
OMNICARE INC COM 681904108 252 7,614 7,614
OMNICOM GROUP INC COM 681919106 12,327 256,335 256,335
OMNOVA SOLUTIONS INC COM 682129101 58 10,000 10,000
ONEOK INC NEW COM 682680103 246 5,191 5,191
ORACLE CORP COM 68389X105 36,535 1,687,538 687,538
O REILLY AUTOMOTIVE INC COM 686091109 945 28,292 28,292
OSHKOSH TRUCK CORP COM 688239201 710 11,461 11,461
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,472 19,155 19,155
OWENS ILL INC COM NEW 690768403 950 22,929 22,929
PDL BIOPHARMA INC COM 69329Y104 390 18,046 18,046
PG&E CORP COM 69331C108 8,134 170,162 170,162
PMI GROUP INC COM 69344M101 1,777 54,341 54,341
PNC FINL SVCS GROUP INC COM 693475105 6,281 92,234 92,234
PPG INDS INC COM 693506107 4,284 56,702 56,702
PPL CORP COM 69351T106 7,864 169,856 169,856
PACCAR INC COM 693718108 7,028 82,444 82,444
PACKAGING CORP AMER COM 695156109 880 30,266 30,266
PACTIV CORP COM 695257105 764 26,658 26,658
PALL CORP COM 696429307 697 17,913 17,913
PARKER HANNIFIN CORP COM 701094104 2,213 19,787 19,787
PATTERSON COMPANIES INC COM 703395103 831 21,532 21,532
PAYCHEX INC COM 704326107 5,988 146,048 146,048
PEABODY ENERGY CORP COM 704549104 3,878 81,007 81,007
PEDIATRIX MED GROUP COM 705324101 491 7,506 7,506
PENN NATL GAMING INC COM 707569109 671 11,364 11,364
PENNEY J C INC COM 708160106 6,506 102,673 102,673
PENTAIR INC COM 709631105 451 13,586 13,586
PEOPLES UNITED FINANCIAL INC COM 712704105 459 26,589 26,589
PEPCO HOLDINGS INC COM 713291102 261 9,648 9,648
PEPSI BOTTLING GROUP INC COM 713409100 4,735 127,393 127,393
PEPSIAMERICAS INC COM 71343P200 1,717 52,938 52,938
PEPSICO INC COM 713448108 51,801 707,091 707,091
PERKINELMER INC COM 714046109 267 9,134 9,134
PETSMART INC COM 716768106 671 21,044 21,044
PFIZER INC COM 717081103 54,500 2,230,867 230,867
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
PHARMACEUTICAL PROD DEV INC COM 717124101 568 16,018 16,018
PHARMERICA CORP COM 71714F104 200 13,424 13,424
PHILADELPHIA CONS HLDG CORP COM 717528103 306 7,402 7,402
PHILLIPS VAN HEUSEN CORP COM 718592108 455 8,663 8,663
PINNACLE WEST CAP CORP COM 723484101 988 25,009 25,009
PIONEER NAT RES CO COM 723787107 2,077 46,168 46,168
PITNEY BOWES INC COM 724479100 1,353 29,797 29,797
PLUM CREEK TIMBER CO INC COM 729251108 460 10,276 10,276
POLO RALPH LAUREN CORP CL A 731572103 737 9,476 9,476
POPULAR INC COM 733174106 171 13,958 13,958
PRAXAIR INC COM 74005P104 10,614 126,722 126,722
PRECISION CASTPARTS CORP COM 740189105 21,249 143,593 143,593
PRICE T ROWE GROUP INC COM 74144T108 2,289 41,107 41,107
PRIDE INTL INC DEL COM 74153Q102 773 21,160 21,160
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 4,098 64,952 64,952
PROCTER & GAMBLE CO COM 742718109 75,405 1,072,012 72,012
PROGRESS ENERGY INC COM 743263105 1,175 25,084 25,084
PROGRESSIVE CORP OHIO COM 743315103 3,431 176,785 176,785
PROLOGIS SH BEN INT 743410102 3,359 50,624 50,624
PRUDENTIAL FINL INC COM 744320102 12,865 131,838 131,838
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,195 47,672 47,672
PUBLIC STORAGE COM 74460D109 2,961 37,642 37,642
PULTE HOMES INC COM 745867101 1,450 106,574 106,574
QLOGIC CORP COM 747277101 297 22,068 22,068
QUALCOMM INC COM 747525103 27,133 642,048 642,048
QUANTA SVCS INC COM 74762E102 673 25,457 25,457
QUEST DIAGNOSTICS INC COM 74834L100 1,328 22,987 22,987
QUEST RESOURCE CORP COM NEW 748349305 412 42,700 42,700
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
QUESTAR CORP COM 748356102 5,017 95,514 95,514
QUICKSILVER RESOURCES INC COM 74837R104 1,235 26,254 26,254
QWEST COMMUNICATIONS INTL IN COM 749121109 3,556 388,233 388,233
RPM INTL INC COM 749685103 908 37,933 37,933
RADIAN GROUP INC COM 750236101 2,088 89,710 89,710
RADIOSHACK CORP COM 750438103 346 16,739 16,739
RAMBUS INC DEL COM 750917106 260 13,595 13,595
RANGE RES CORP COM 75281A109 931 22,907 22,907
RAYONIER INC COM 754907103 1,602 33,357 33,357
RAYTHEON CO *W EXP 06/16/2 755111119 221 7,956 7,956
RAYTHEON CO COM NEW 755111507 10,503 164,578 164,578
RED HAT INC COM 756577102 1,488 74,897 74,897
REGAL ENTMT GROUP CL A 758766109 232 10,550 10,550
REGENCY CTRS CORP COM 758849103 266 3,472 3,472
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,038 35,210 35,210
RELIANCE STEEL & ALUMINUM CO COM 759509102 225 3,973 3,973
RELIANT ENERGY INC COM 75952B105 437 17,069 17,069
REPUBLIC SVCS INC COM 760759100 961 29,383 29,383
RESMED INC COM 761152107 516 12,047 12,047
RESPIRONICS INC COM 761230101 547 11,397 11,397
REYNOLDS AMERICAN INC COM 761713106 2,554 40,163 40,163
RITE AID CORP COM 767754104 157 34,011 34,011
ROBERT HALF INTL INC COM 770323103 1,249 41,845 41,845
ROCKWELL AUTOMATION INC COM 773903109 5,300 76,244 76,244
ROCKWELL COLLINS INC COM 774341101 4,813 65,898 65,898
ROHM & HAAS CO COM 775371107 3,456 62,082 62,082
ROPER INDS INC NEW COM 776696106 4,019 61,362 61,362
ROSS STORES INC COM 778296103 1,367 53,301 53,301
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
ROWAN COS INC COM 779382100 505 13,802 13,802
RYDER SYS INC COM 783549108 885 18,056 18,056
SBA COMMUNICATIONS CORP COM 78388J106 671 19,009 19,009
SEI INVESTMENTS CO COM 784117103 3,782 138,642 138,642
SL GREEN RLTY CORP COM 78440X101 347 2,969 2,969
SLM CORP COM 78442P106 4,798 96,590 96,590
SPX CORP COM 784635104 1,975 21,335 21,335
SAFECO CORP COM 786429100 325 5,305 5,305
SAFEWAY INC COM NEW 786514208 731 22,065 22,065
ST JOE CO COM 790148100 387 11,508 11,508
ST JUDE MED INC COM 790849103 6,265 142,158 142,158
SAKS INC COM 79377W108 338 19,727 19,727
SALESFORCE COM INC COM 79466L302 754 14,693 14,693
SANDISK CORP COM 80004C101 3,064 55,609 55,609
SANMINA SCI CORP COM 800907107 82 38,803 38,803
SARA LEE CORP COM 803111103 1,285 76,964 76,964
SCANA CORP NEW COM 80589M102 226 5,829 5,829
SCHEIN HENRY INC COM 806407102 3,270 53,748 53,748
SCHERING PLOUGH CORP COM 806605101 13,458 425,497 425,497
SCHLUMBERGER LTD COM 806857108 35,111 334,394 334,394
SCHWAB CHARLES CORP NEW COM 808513105 6,380 295,353 295,353
SCIENTIFIC GAMES CORP CL A 80874P109 377 10,039 10,039
SCOTTS MIRACLE GRO CO CL A 810186106 637 14,908 14,908
SEALED AIR CORP NEW COM 81211K100 266 10,408 10,408
SEARS HLDGS CORP COM 812350106 4,923 38,702 38,702
SEMPRA ENERGY COM 816851109 4,108 70,681 70,681
SENSIENT TECHNOLOGIES CORP COM 81725T100 289 10,000 10,000
SEPRACOR INC COM 817315104 453 16,472 16,472
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
SERVICE CORP INTL COM 817565104 189 14,689 14,689
SHAW GROUP INC COM 820280105 684 11,778 11,778
SHERWIN WILLIAMS CO COM 824348106 5,532 84,186 84,186
SIERRA HEALTH SVCS INC COM 826322109 362 8,583 8,583
SIERRA PAC RES NEW COM 826428104 620 39,440 39,440
SIGMA ALDRICH CORP COM 826552101 2,794 57,317 57,317
SILICON LABORATORIES INC COM 826919102 354 8,475 8,475
SIMON PPTY GROUP INC NEW COM 828806109 7,177 71,771 71,771
SIRIUS SATELLITE RADIO INC COM 82966U103 790 226,286 226,286
SMITH INTL INC COM 832110100 5,094 71,345 71,345
SMURFIT-STONE CONTAINER CORP COM 832727101 149 12,742 12,742
SOLECTRON CORP COM 834182107 287 73,712 73,712
SONOCO PRODS CO COM 835495102 570 18,897 18,897
SOUTHERN CO COM 842587107 2,052 56,564 56,564
SOUTHERN COPPER CORP COM 84265V105 2,923 23,608 23,608
SOUTHWEST AIRLS CO COM 844741108 1,554 104,998 104,998
SOUTHWEST GAS CORP COM 844895102 1,293 45,710 45,710
SOUTHWESTERN ENERGY CO COM 845467109 1,100 26,285 26,285
SOVEREIGN BANCORP INC COM 845905108 631 37,023 37,023
SPECTRA ENERGY CORP COM 847560109 5,467 223,329 223,329
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 373 9,570 9,570
SPRINT NEXTEL CORP COM FON 852061100 14,334 754,412 754,412
STANLEY WKS COM 854616109 1,599 28,482 28,482
STAPLES INC COM 855030102 4,404 204,918 204,918
STARBUCKS CORP COM 855244109 9,892 377,562 377,562
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,914 80,889 80,889
STATE STR CORP COM 857477103 5,795 85,023 85,023
STATION CASINOS INC COM 857689103 428 4,895 4,895
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
STEEL DYNAMICS INC COM 858119100 2,178 46,629 46,629
STEELCASE INC CL A 858155203 249 13,823 13,823
STERICYCLE INC COM 858912108 2,119 37,078 37,078
STRYKER CORP COM 863667101 12,272 178,475 178,475
SUN MICROSYSTEMS INC COM 866810104 3,646 648,793 648,793
SUNOCO INC COM 86764P109 1,330 18,796 18,796
SUNPOWER CORP COM CL A 867652109 529 6,392 6,392
SUNTRUST BKS INC COM 867914103 11,677 154,319 154,319
SUPERIOR ENERGY SVCS INC COM 868157108 443 12,488 12,488
SUPERVALU INC COM 868536103 3,043 77,997 77,997
SYMANTEC CORP COM 871503108 4,828 249,115 249,115
SYNOPSYS INC COM 871607107 1,419 52,399 52,399
SYNOVUS FINL CORP COM 87161C105 696 24,809 24,809
SYSCO CORP COM 871829107 3,404 95,635 95,635
TD AMERITRADE HLDG CORP COM 87236Y108 2,704 148,430 148,430
TECO ENERGY INC COM 872375100 172 10,474 10,474
TJX COS INC NEW COM 872540109 6,043 207,864 207,864
TXU CORP COM 873168108 14,996 219,011 219,011
TARGET CORP COM 87612E106 32,508 511,369 511,369
TAUBMAN CTRS INC COM 876664103 316 5,774 5,774
TECHNE CORP COM 878377100 385 6,105 6,105
TELEPHONE & DATA SYS INC COM 879433100 5,679 85,073 85,073
TELEPHONE & DATA SYS INC SPL COM 879433860 1,240 20,000 20,000
TELLABS INC COM 879664100 208 21,874 21,874
TEMPLE INLAND INC COM 879868107 1,653 31,407 31,407
TENET HEALTHCARE CORP COM 88033G100 208 62,002 62,002
TERADYNE INC COM 880770102 269 19,519 19,519
TEREX CORP NEW COM 880779103 3,423 38,456 38,456
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
TESORO CORP COM 881609101 973 21,145 21,145
TETRA TECHNOLOGIES INC DEL COM 88162F105 238 11,237 11,237
TEXAS INSTRS INC COM 882508104 26,377 720,881 720,881
TEXTRON INC COM 883203101 9,802 157,565 157,565
THERMO FISHER SCIENTIFIC INC COM 883556102 5,920 102,557 102,557
THOMAS & BETTS CORP COM 884315102 5,190 88,503 88,503
THOR INDS INC COM 885160101 1,126 25,030 25,030
3M CO COM 88579Y101 26,017 278,020 278,020
TIDEWATER INC COM 886423102 1,565 24,903 24,903
TIFFANY & CO NEW COM 886547108 1,104 21,094 21,094
TIM HORTONS INC COM 88706M103 1,021 29,307 29,307
TIME WARNER INC COM 887317105 21,610 1,177,033 177,033
TIME WARNER CABLE INC CL A 88732J108 549 16,747 16,747
TIMKEN CO COM 887389104 377 10,142 10,142
TITANIUM METALS CORP COM NEW 888339207 354 10,554 10,554
TORCHMARK CORP COM 891027104 2,212 35,492 35,492
TORO CO COM 891092108 367 6,237 6,237
TRACTOR SUPPLY CO COM 892356106 246 5,344 5,344
TRAVELERS COMPANIES INC COM 89417E109 12,997 258,177 258,177
TRIBUNE CO NEW COM 896047107 250 9,162 9,162
TRIMBLE NAVIGATION LTD COM 896239100 725 18,486 18,486
TRINITY INDS INC COM 896522109 427 11,365 11,365
TUPPERWARE BRANDS CORP COM 899896104 759 24,100 24,100
TYSON FOODS INC CL A 902494103 236 13,201 13,201
UAL CORP COM NEW 902549807 603 12,950 12,950
UDR INC COM 902653104 511 21,028 21,028
UST INC COM 902911106 4,170 84,077 84,077
US BANCORP DEL COM NEW 902973304 23,528 723,275 723,275
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
URS CORP NEW COM 903236107 226 3,999 3,999
ULTRA PETROLEUM CORP COM 903914109 1,067 17,200 17,200
UNION PAC CORP COM 907818108 12,194 107,850 107,850
UNISYS CORP COM 909214108 115 17,375 17,375
UNIT CORP COM 909218109 296 6,119 6,119
UNITED PARCEL SERVICE INC CL B 911312106 16,440 218,911 218,911
UNITED STATES CELLULAR CORP COM 911684108 1,613 16,422 16,422
UNITED STATES STL CORP NEW COM 912909108 1,262 11,911 11,911
UNITED TECHNOLOGIES CORP COM 913017109 39,359 489,056 489,056
UNITEDHEALTH GROUP INC COM 91324P102 24,282 501,386 501,386
UNIVERSAL HLTH SVCS INC CL B 913903100 395 7,250 7,250
UNUM GROUP COM 91529Y106 441 18,027 18,027
URBAN OUTFITTERS INC COM 917047102 382 17,525 17,525
VCA ANTECH INC COM 918194101 543 13,007 13,007
V F CORP COM 918204108 5,722 70,862 70,862
VALERO ENERGY CORP NEW COM 91913Y100 13,290 197,823 197,823
VALLEY NATL BANCORP COM 919794107 1,587 71,533 71,533
VARIAN MED SYS INC COM 92220P105 826 19,727 19,727
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 651 12,167 12,167
VENTAS INC COM 92276F100 854 20,623 20,623
VERIFONE HLDGS INC COM 92342Y109 426 9,617 9,617
VERISIGN INC COM 92343E102 1,268 37,589 37,589
VERIZON COMMUNICATIONS COM 92343V104 39,722 897,066 897,066
VERTEX PHARMACEUTICALS INC COM 92532F100 779 20,271 20,271
VIACOM INC NEW CL B 92553P201 3,674 94,278 94,278
VIRGIN MEDIA INC COM 92769L101 355 14,646 14,646
VISHAY INTERTECHNOLOGY INC COM 928298108 163 12,513 12,513
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 599 16,500 16,500
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ ---------- ---------- ------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
VORNADO RLTY TR SH BEN INT 929042109 729 6,669 6,669
VULCAN MATLS CO COM 929160109 4,997 56,047 56,047
WABCO HLDGS INC COM 92927K102 435 9,312 9,312
WACHOVIA CORP NEW COM 929903102 28,616 570,601 570,601
WAL MART STORES INC COM 931142103 35,279 808,220 808,220
WALGREEN CO COM 931422109 14,438 305,623 305,623
WASHINGTON GROUP INTL INC COM NEW 938862208 370 4,213 4,213
WASHINGTON MUT INC COM 939322103 13,256 375,409 375,409
WASHINGTON POST CO CL B 939640108 1,436 1,789 1,789
WASTE MGMT INC DEL COM 94106L109 7,849 207,973 207,973
WATERS CORP COM 941848103 2,551 38,115 38,115
WATSON PHARMACEUTICALS INC COM 942683103 368 11,358 11,358
WATTS WATER TECHNOLOGIES INC CL A 942749102 761 24,800 24,800
WEIGHT WATCHERS INTL INC NEW COM 948626106 315 5,480 5,480
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,082 26,105 26,105
WELLCARE HEALTH PLANS INC COM 94946T106 6,474 61,401 61,401
WELLPOINT INC COM 94973V107 17,028 215,764 215,764
WELLS FARGO & CO NEW COM 949746101 39,030 1,095,741 95,741
WENDYS INTL INC COM 950590109 471 13,503 13,503
WESCO INTL INC COM 95082P105 303 7,057 7,057
WESTERN DIGITAL CORP COM 958102105 5,461 215,697 215,697
WESTERN UN CO COM 959802109 2,411 114,954 114,954
WEYERHAEUSER CO COM 962166104 4,316 59,697 59,697
WHIRLPOOL CORP COM 963320106 1,654 18,561 18,561
WHOLE FOODS MKT INC COM 966837106 1,071 21,878 21,878
WILEY JOHN & SONS INC CL A 968223206 353 7,856 7,856
WILLIAMS COS INC DEL COM 969457100 4,855 142,529 142,529
WILLIAMS SONOMA INC COM 969904101 459 14,082 14,082
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- --------- --- ---- ---------- ---------- ------ -------- --------
WINDSTREAM CORP COM 97381W104 938 66,451 66,451
WISCONSIN ENERGY CORP COM 976657106 2,942 65,343 65,343
WRIGLEY WM JR CO COM 982526105 7,969 124,066 124,066
WYETH COM 983024100 18,944 425,239 425,239
WYNDHAM WORLDWIDE CORP COM 98310W108 1,060 32,352 32,352
WYNN RESORTS LTD COM 983134107 3,622 22,988 22,988
XM SATELLITE RADIO HLDGS INC CL A 983759101 626 44,195 44,195
XTO ENERGY INC COM 98385X106 9,895 160,008 160,008
XCEL ENERGY INC COM 98389B100 3,671 170,431 170,431
XILINX INC COM 983919101 3,035 116,100 116,100
XEROX CORP COM 984121103 3,826 220,634 220,634
YAHOO INC COM 984332106 15,963 594,677 594,677
YUM BRANDS INC COM 988498101 7,573 223,864 223,864
ZEBRA TECHNOLOGIES CORP CL A 989207105 390 10,690 10,690
ZIMMER HLDGS INC COM 98956P102 6,612 81,643 81,643
ZIONS BANCORPORATION COM 989701107 371 5,401 5,401
GRAND TOTAL 5,414,529