UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F

                               Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2008

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   2/13/2009
---------------------------         [City, State]           [Date]
[Signature]

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:          774
Form 13F Information Table Value Total:    2,368,170
                                          (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



                       VERIZON INVESTMENT MANAGEMENT CORP.
                      FORM 13F-SOLE INSTR V. NONE AUTHORITY
                                    31-DEC-08



ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
AMDOCS LTD                   ORD            G02602103       290    15,838                                              15,838
AXIS CAPITAL HOLDINGS        SHS            G0692U109       254     8,735                                               8,735
ACCENTURE LTD BERMUDA        CL A           G1150G111     3,481   106,158                                             106,158
BUNGE LIMITED                COM            G16962105       200     3,864                                               3,864
COOPER INDS LTD              CL A           G24182100     1,847    63,181                                              63,181
COVIDIEN LTD                 COM            G2552X108       853    23,536                                              23,536
ENDURANCE SPECIALTY HLDGS LT SHS            G30397106       524    17,171                                              17,171
FOSTER WHEELER LTD           SHS NEW        G36535139       625    26,744                                              26,744
FRONTLINE LTD                SHS            G3682E127       212     7,166                                               7,166
GARMIN LTD                   ORD            G37260109       341    17,812                                              17,812
HERBALIFE LTD                COM USD SHS    G4412G101       207     9,556                                               9,556
INGERSOLL-RAND COMPANY LTD   CL A           G4776G101       920    53,036                                              53,036
INVESCO LTD                  SHS            G491BT108       259    17,903                                              17,903
LAZARD LTD                   SHS A          G54050102       330    11,099                                              11,099
MARVELL TECHNOLOGY GROUP LTD ORD            G5876H105       733   109,881                                             109,881
NABORS INDUSTRIES LTD        SHS            G6359F103       273    22,793                                              22,793
NOBLE CORPORATION            SHS            G65422100     2,107    95,394                                              95,394
PARTNERRE LTD                COM            G6852T105     1,056    14,814                                              14,814
RENAISSANCERE HOLDINGS LTD   COM            G7496G103     1,122    21,752                                              21,752
SEAGATE TECHNOLOGY           SHS            G7945J104       188    42,457                                              42,457
UTI WORLDWIDE INC            ORD            G87210103       194    13,510                                              13,510
TYCO INTL LTD BERMUDA        SHS            G9143X208     1,923    89,040                                              89,040
TYCO ELECTRONICS LTD         COM NEW        G9144P105     1,056    65,125                                              65,125
WARNER CHILCOTT LIMITED      COM CL A       G9435N108       196    13,497                                              13,497
WEATHERFORD INTERNATIONAL LT COM            G95089101     1,698   156,901                                             156,901
XL CAP LTD                   CL A           G98255105        39    10,498                                              10,498
ACE LTD                      SHS            H0023R105     1,766    33,377                                              33,377
UBS AG                       SHS NEW        H89231338       465    32,544                                              32,544
AFLAC INC                    COM            001055102     5,800   126,521                                             126,521
AGCO CORP                    COM            001084102       372    15,763                                              15,763
AES CORP                     COM            00130H105     1,484   180,137                                             180,137
AK STL HLDG CORP             COM            001547108       190    20,373                                              20,373
AMR CORP                     COM            001765106       317    29,715                                              29,715
AT&T INC                     COM            00206R102    37,021 1,298,972                                           1,298,972
ABBOTT LABS                  COM            002824100    28,251   529,352                                             529,352
ABERCROMBIE & FITCH CO       CL A           002896207       338    14,633                                              14,633
ACTIVISION BLIZZARD INC      COM            00507V109       945   109,430                                             109,430
ADOBE SYS INC                COM            00724F101     5,538   260,146                                             260,146
ADVANCE AUTO PARTS INC       COM            00751Y106       471    13,988                                              13,988
AECOM TECHNOLOGY CORP DELAWA COM            00766T100       418    13,612                                              13,612






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
ADVANCED MICRO DEVICES INC   COM            007903107       249   115,353                                             115,353
AETNA INC NEW                COM            00817Y108     5,105   179,129                                             179,129
AFFILIATED COMPUTER SERVICES CL A           008190100       565    12,286                                              12,286
AFFILIATED MANAGERS GROUP    COM            008252108       251     5,991                                               5,991
AGILENT TECHNOLOGIES INC     COM            00846U101       836    53,509                                              53,509
AGILYSYS INC                 COM            00847J105       133    30,995                                              30,995
AIR PRODS & CHEMS INC        COM            009158106     3,704    73,691                                              73,691
AIRGAS INC                   COM            009363102       473    12,137                                              12,137
AKAMAI TECHNOLOGIES INC      COM            00971T101       445    29,516                                              29,516
ALBEMARLE CORP               COM            012653101       818    36,666                                              36,666
ALBERTO CULVER CO NEW        COM            013078100     1,069    43,599                                              43,599
ALCOA INC                    COM            013817101     2,933   260,454                                             260,454
ALLEGHANY CORP DEL           COM            017175100       435     1,543                                               1,543
ALLEGHENY ENERGY INC         COM            017361106     2,364    69,817                                              69,817
ALLEGHENY TECHNOLOGIES INC   COM            01741R102       822    32,217                                              32,217
ALLERGAN INC                 COM            018490102     3,603    89,354                                              89,354
ALLIANCE DATA SYSTEMS CORP   COM            018581108       459     9,855                                               9,855
ALLIANT TECHSYSTEMS INC      COM            018804104       230     2,684                                               2,684
ALLSTATE CORP                COM            020002101     3,679   112,293                                             112,293
ALPHA NATURAL RESOURCES INC  COM            02076X102       185    11,399                                              11,399
ALTERA CORP                  COM            021441100     1,616    96,721                                              96,721
ALTRIA GROUP INC             COM            02209S103     8,814   585,271                                             585,271
AMAZON COM INC               COM            023135106     6,240   121,686                                             121,686
AMBAC FINL GROUP INC         COM            023139108        52    40,293                                              40,293
AMEREN CORP                  COM            023608102       221     6,649                                               6,649
AMERICA MOVIL SAB DE CV      SPON ADR L SHS 02364W105       232     7,473                                               7,473
AMERICAN EAGLE OUTFITTERS NE COM            02553E106       260    27,731                                              27,731
AMERICAN ELEC PWR INC        COM            025537101     3,934   118,209                                             118,209
AMERICAN EXPRESS CO          COM            025816109     6,293   339,230                                             339,230
AMERICAN INTL GROUP INC      COM            026874107       834   531,261                                             531,261
AMERICAN TOWER CORP          CL A           029912201     3,295   112,377                                             112,377
AMERISOURCEBERGEN CORP       COM            03073E105     3,276    91,880                                              91,880
AMETEK INC NEW               COM            031100100     2,162    71,550                                              71,550
AMGEN INC                    COM            031162100    15,935   275,938                                             275,938
AMPHENOL CORP NEW            CL A           032095101       616    25,705                                              25,705
AMYLIN PHARMACEUTICALS INC   COM            032346108       218    20,067                                              20,067
ANADARKO PETE CORP           COM            032511107     6,056   157,105                                             157,105
ANALOG DEVICES INC           COM            032654105     1,485    78,070                                              78,070
ANNALY CAP MGMT INC          COM            035710409       271    17,074                                              17,074
ANNTAYLOR STORES CORP        COM            036115103       117    20,217                                              20,217






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
ANSYS INC                    COM            03662Q105       346    12,409                                              12,409
AON CORP                     COM            037389103       950    20,801                                              20,801
APACHE CORP                  COM            037411105     6,976    93,601                                              93,601
APARTMENT INVT & MGMT CO     CL A           03748R101       298    25,837                                              25,837
APOLLO GROUP INC             CL A           037604105     1,432    18,687                                              18,687
APPLE INC                    COM            037833100    24,598   288,199                                             288,199
APPLIED MATLS INC            COM            038222105     3,766   371,817                                             371,817
APTARGROUP INC               COM            038336103       882    25,040                                              25,040
ARCH COAL INC                COM            039380100       349    21,432                                              21,432
ARCHER DANIELS MIDLAND CO    COM            039483102     5,542   192,220                                             192,220
ARROW ELECTRS INC            COM            042735100     1,002    53,199                                              53,199
ASSURANT INC                 COM            04621X108     3,392   113,050                                             113,050
ATMEL CORP                   COM            049513104       292    93,242                                              93,242
ATWOOD OCEANICS INC          COM            050095108       161    10,551                                              10,551
AUTODESK INC                 COM            052769106     1,268    64,528                                              64,528
AUTOMATIC DATA PROCESSING IN COM            053015103     5,590   142,083                                             142,083
AUTOZONE INC                 COM            053332102     2,668    19,128                                              19,128
AVALONBAY CMNTYS INC         COM            053484101     5,082    83,888                                              83,888
AVERY DENNISON CORP          COM            053611109       618    18,877                                              18,877
AVNET INC                    COM            053807103     1,376    75,552                                              75,552
AVON PRODS INC               COM            054303102     1,504    62,593                                              62,593
BB&T CORP                    COM            054937107       476    17,346                                              17,346
BOK FINL CORP                COM NEW        05561Q201       617    15,278                                              15,278
BP PLC                       SPONSORED ADR  055622104       560    11,987                                              11,987
BMC SOFTWARE INC             COM            055921100     2,112    78,494                                              78,494
BAKER HUGHES INC             COM            057224107     2,712    84,558                                              84,558
BALL CORP                    COM            058498106     1,078    25,929                                              25,929
BANK OF AMERICA CORPORATION  COM            060505104    15,378 1,092,161                                           1,092,161
BANK OF NEW YORK MELLON CORP COM            064058100     7,523   265,545                                             265,545
BARD C R INC                 COM            067383109     1,917    22,749                                              22,749
BAXTER INTL INC              COM            071813109    10,823   201,951                                             201,951
BE AEROSPACE INC             COM            073302101       106    13,724                                              13,724
BECKMAN COULTER INC          COM            075811109       344     7,832                                               7,832
BECTON DICKINSON & CO        COM            075887109     7,039   102,922                                             102,922
BED BATH & BEYOND INC        COM            075896100     1,612    63,422                                              63,422
BERKLEY W R CORP             COM            084423102     1,137    36,682                                              36,682
BEST BUY INC                 COM            086516101     3,853   137,056                                             137,056
BIG LOTS INC                 COM            089302103       173    11,943                                              11,943
BIOMARIN PHARMACEUTICAL INC  COM            09061G101       257    14,434                                              14,434
BIOGEN IDEC INC              COM            09062X103     4,088    85,829                                              85,829






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
BLACK & DECKER CORP          COM            091797100       739    17,680                                              17,680
BLACKROCK INC                COM            09247X101     1,563    11,654                                              11,654
BLOCK H & R INC              COM            093671105     1,084    47,714                                              47,714
BOEING CO                    COM            097023105     9,472   221,977                                             221,977
BORGWARNER INC               COM            099724106       533    24,478                                              24,478
BOSTON PROPERTIES INC        COM            101121101     2,115    38,450                                              38,450
BOSTON SCIENTIFIC CORP       COM            101137107       454    58,616                                              58,616
BRINKER INTL INC             COM            109641100       320    30,367                                              30,367
BRINKS CO                    COM            109696104       505    18,780                                              18,780
BRINKS HOME SEC HLDGS INC    COM            109699108       412    18,795                                              18,795
BRISTOL MYERS SQUIBB CO      COM            110122108    11,342   487,823                                             487,823
BROADCOM CORP                CL A           111320107     3,087   181,934                                             181,934
BROADRIDGE FINL SOLUTIONS IN COM            11133T103       501    39,924                                              39,924
BROCADE COMMUNICATIONS SYS I COM NEW        111621306        51    18,040                                              18,040
BROOKFIELD ASSET MGMT INC    CL A LTD VT SH 112585104       751    49,166                                              49,166
BROWN FORMAN CORP            CL B           115637209       626    12,152                                              12,152
BUCYRUS INTL INC NEW         COM            118759109       215    11,600                                              11,600
BURGER KING HLDGS INC        COM            121208201       281    11,772                                              11,772
BURLINGTON NORTHN SANTA FE C COM            12189T104     8,242   108,867                                             108,867
CBS CORP NEW                 CL B           124857202     1,485   181,368                                             181,368
CB RICHARD ELLIS GROUP INC   CL A           12497T101        73    16,937                                              16,937
CF INDS HLDGS INC            COM            125269100       415     8,441                                               8,441
C H ROBINSON WORLDWIDE INC   COM NEW        12541W209     5,479    99,573                                              99,573
CIGNA CORP                   COM            125509109     1,153    68,443                                              68,443
CIT GROUP INC                COM            125581108       129    28,324                                              28,324
CME GROUP INC                COM            12572Q105     3,963    19,044                                              19,044
CMS ENERGY CORP              COM            125896100       699    69,112                                              69,112
CSX CORP                     COM            126408103     4,846   149,250                                             149,250
CTS CORP                     COM            126501105        85    15,498                                              15,498
CVS CAREMARK CORPORATION     COM            126650100    14,052   488,953                                             488,953
CA INC                       COM            12673P105       614    33,160                                              33,160
CABLEVISION SYS CORP         CL A NY CABLVS 12686C109     1,101    65,360                                              65,360
CABOT OIL & GAS CORP         COM            127097103       225     8,651                                               8,651
CADENCE DESIGN SYSTEM INC    COM            127387108       314    85,676                                              85,676
CALPINE CORP                 COM NEW        131347304       486    66,713                                              66,713
CAMERON INTERNATIONAL CORP   COM            13342B105     2,052   100,117                                             100,117
CAMPBELL SOUP CO             COM            134429109       681    22,692                                              22,692
CAPITAL ONE FINL CORP        COM            14040H105     2,164    67,857                                              67,857
CARDINAL HEALTH INC          COM            14149Y108     1,448    41,996                                              41,996
CARMAX INC                   COM            143130102       253    32,075                                              32,075






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
CARNIVAL CORP                PAIRED CTF     143658300       586    24,093                                              24,093
CATERPILLAR INC DEL          COM            149123101     8,658   193,821                                             193,821
CELANESE CORP DEL            COM SER A      150870103       813    65,399                                              65,399
CELGENE CORP                 COM            151020104     7,354   133,030                                             133,030
CENTERPOINT ENERGY INC       COM            15189T107       922    73,094                                              73,094
CENTEX CORP                  COM            152312104       115    10,769                                              10,769
CENTURYTEL INC               COM            156700106     2,066    75,597                                              75,597
CEPHALON INC                 COM            156708109       765     9,931                                               9,931
CERNER CORP                  COM            156782104       381     9,900                                               9,900
CHEMTURA CORP                COM            163893100        14    10,069                                              10,069
CHESAPEAKE ENERGY CORP       COM            165167107       750    46,368                                              46,368
CHEVRON CORP NEW             COM            166764100    39,805   538,128                                             538,128
CHIPOTLE MEXICAN GRILL INC   CL A           169656105       300     4,833                                               4,833
CHUBB CORP                   COM            171232101     7,298   143,096                                             143,096
CHURCH & DWIGHT INC          COM            171340102     1,377    24,529                                              24,529
CIENA CORP                   COM NEW        171779309        85    12,729                                              12,729
CISCO SYS INC                COM            17275R102    33,322 2,044,302                                           2,044,302
CITADEL BROADCASTING CORP    COM            17285T106         3    18,136                                              18,136
CITIGROUP INC                COM            172967101     8,463 1,261,228                                           1,261,228
CITRIX SYS INC               COM            177376100       634    26,915                                              26,915
CLARCOR INC                  COM            179895107       848    25,571                                              25,571
CLIFFS NATURAL RESOURCES INC COM            18683K101       455    17,786                                              17,786
CLOROX CO DEL                COM            189054109       517     9,299                                               9,299
COACH INC                    COM            189754104     3,485   167,780                                             167,780
COCA COLA CO                 COM            191216100    29,934   661,239                                             661,239
COCA COLA ENTERPRISES INC    COM            191219104       121    10,093                                              10,093
COGNIZANT TECHNOLOGY SOLUTIO CL A           192446102     1,880   104,121                                             104,121
COLGATE PALMOLIVE CO         COM            194162103    11,297   164,826                                             164,826
COMCAST CORP NEW             CL A           20030N101     9,972   590,746                                             590,746
COMMERCIAL METALS CO         COM            201723103       493    41,575                                              41,575
COMMSCOPE INC                COM            203372107       159    10,247                                              10,247
COMPUTER SCIENCES CORP       COM            205363104     1,657    47,155                                              47,155
COMPUWARE CORP               COM            205638109       168    24,843                                              24,843
CONAGRA FOODS INC            COM            205887102       237    14,377                                              14,377
CONOCOPHILLIPS               COM            20825C104    23,378   451,321                                             451,321
CONSOL ENERGY INC            COM            20854P109     1,510    52,827                                              52,827
CONSOLIDATED EDISON INC      COM            209115104       652    16,752                                              16,752
CONSTELLATION BRANDS INC     CL A           21036P108       426    26,999                                              26,999
CONSTELLATION ENERGY GROUP I COM            210371100     1,799    71,713                                              71,713
CONVERGYS CORP               COM            212485106       349    54,412                                              54,412






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
COPART INC                   COM            217204106       252     9,267                                               9,267
CORN PRODS INTL INC          COM            219023108     1,753    60,753                                              60,753
CORNING INC                  COM            219350105     4,978   522,405                                             522,405
CORPORATE EXECUTIVE BRD CO   COM            21988R102       201     9,131                                               9,131
CORRECTIONS CORP AMER NEW    COM NEW        22025Y407       273    16,696                                              16,696
COSTCO WHSL CORP NEW         COM            22160K105     9,458   180,160                                             180,160
COVANCE INC                  COM            222816100     2,428    52,744                                              52,744
COVANTA HLDG CORP            COM            22282E102       426    19,410                                              19,410
COVENTRY HEALTH CARE INC     COM            222862104       218    14,622                                              14,622
CRANE CO                     COM            224399105       592    34,319                                              34,319
CROWN CASTLE INTL CORP       COM            228227104     2,514   143,032                                             143,032
CROWN HOLDINGS INC           COM            228368106       452    23,527                                              23,527
CUMMINS INC                  COM            231021106     1,799    67,289                                              67,289
CURTISS WRIGHT CORP          COM            231561101     1,069    32,003                                              32,003
CYPRESS SEMICONDUCTOR CORP   COM            232806109        99    22,108                                              22,108
DPL INC                      COM            233293109       548    24,004                                              24,004
D R HORTON INC               COM            23331A109       332    46,902                                              46,902
DST SYS INC DEL              COM            233326107       588    15,474                                              15,474
DTE ENERGY CO                COM            233331107       621    17,410                                              17,410
DANAHER CORP DEL             COM            235851102     4,236    74,821                                              74,821
DARDEN RESTAURANTS INC       COM            237194105     2,398    85,092                                              85,092
DAVITA INC                   COM            23918K108       790    15,945                                              15,945
DEAN FOODS CO NEW            COM            242370104       297    16,547                                              16,547
DEERE & CO                   COM            244199105     5,438   141,910                                             141,910
DELL INC                     COM            24702R101     6,589   643,484                                             643,484
DELTA AIR LINES INC DEL      COM NEW        247361702       434    37,893                                              37,893
DENBURY RES INC              COM NEW        247916208       394    36,051                                              36,051
DENTSPLY INTL INC NEW        COM            249030107       617    21,834                                              21,834
DEVELOPERS DIVERSIFIED RLTY  COM            251591103       103    21,015                                              21,015
DEVON ENERGY CORP NEW        COM            25179M103    11,298   171,938                                             171,938
DEVRY INC DEL                COM            251893103     1,193    20,772                                              20,772
DIAGEO P L C                 SPON ADR NEW   25243Q205       319     5,621                                               5,621
DIAMOND OFFSHORE DRILLING IN COM            25271C102     1,209    20,509                                              20,509
DICKS SPORTING GOODS INC     COM            253393102       244    17,292                                              17,292
DIEBOLD INC                  COM            253651103       339    12,065                                              12,065
DIGITAL RLTY TR INC          COM            253868103       263     8,002                                               8,002
DIRECTV GROUP INC            COM            25459L106     3,902   170,312                                             170,312
DISNEY WALT CO               COM DISNEY     254687106    13,274   585,011                                             585,011
DISH NETWORK CORP            CL A           25470M109       332    29,908                                              29,908
DISCOVER FINL SVCS           COM            254709108       514    53,949                                              53,949






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
DOLBY LABORATORIES INC       COM            25659T107       242     7,391                                               7,391
DOLLAR TREE INC              COM            256746108       551    13,211                                              13,211
DOMINION RES INC VA NEW      COM            25746U109     7,325   204,370                                             204,370
DOMTAR CORP                  COM            257559104        26    15,669                                              15,669
DONALDSON INC                COM            257651109     2,191    65,126                                              65,126
DONNELLEY R R & SONS CO      COM            257867101       422    31,043                                              31,043
DOVER CORP                   COM            260003108       881    26,758                                              26,758
DOW CHEM CO                  COM            260543103     3,542   234,758                                             234,758
DREAMWORKS ANIMATION SKG INC CL A           26153C103       297    11,744                                              11,744
DRESSER-RAND GROUP INC       COM            261608103       223    12,951                                              12,951
DU PONT E I DE NEMOURS & CO  COM            263534109     5,661   223,754                                             223,754
DUKE ENERGY CORP NEW         COM            26441C105     5,800   386,388                                             386,388
DUN & BRADSTREET CORP DEL NE COM            26483E100     4,015    52,011                                              52,011
DYNEGY INC DEL               CL A           26817G102        47    23,653                                              23,653
E M C CORP MASS              COM            268648102     3,308   315,904                                             315,904
ENSCO INTL INC               COM            26874Q100     2,001    70,492                                              70,492
EOG RES INC                  COM            26875P101     3,903    58,616                                              58,616
E TRADE FINANCIAL CORP       COM            269246104        25    21,711                                              21,711
EASTMAN CHEM CO              COM            277432100       273     8,605                                               8,605
EATON CORP                   COM            278058102     2,253    45,323                                              45,323
EATON VANCE CORP             COM NON VTG    278265103       315    15,012                                              15,012
EBAY INC                     COM            278642103     5,831   417,684                                             417,684
ECOLAB INC                   COM            278865100     1,862    52,970                                              52,970
EDISON INTL                  COM            281020107       848    26,399                                              26,399
EDWARDS LIFESCIENCES CORP    COM            28176E108       442     8,045                                               8,045
EL PASO CORP                 COM            28336L109       351    44,794                                              44,794
ELECTRONIC ARTS INC          COM            285512109       997    62,173                                              62,173
EMBARQ CORP                  COM            29078E105       770    21,407                                              21,407
EMERSON ELEC CO              COM            291011104    10,476   286,147                                             286,147
ENDO PHARMACEUTICALS HLDGS I COM            29264F205     1,981    76,540                                              76,540
ENERGEN CORP                 COM            29265N108       622    21,219                                              21,219
ENERGY CONVERSION DEVICES IN COM            292659109       293    11,623                                              11,623
ENERGIZER HLDGS INC          COM            29266R108     1,620    29,928                                              29,928
ENTERGY CORP NEW             COM            29364G103     9,017   108,471                                             108,471
EQUIFAX INC                  COM            294429105     1,458    54,983                                              54,983
EQUINIX INC                  COM NEW        29444U502       255     4,787                                               4,787
EQUITABLE RES INC            COM            294549100       644    19,184                                              19,184
EQUITY RESIDENTIAL           SH BEN INT     29476L107       256     8,575                                               8,575
EXELON CORP                  COM            30161N101     9,125   164,093                                             164,093
EXPEDIA INC DEL              COM            30212P105       474    57,585                                              57,585






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
EXPEDITORS INTL WASH INC     COM            302130109     3,187    95,801                                              95,801
EXPRESS SCRIPTS INC          COM            302182100     5,669   103,110                                             103,110
EXXON MOBIL CORP             COM            30231G102   106,410 1,332,959                                           1,332,959
FLIR SYS INC                 COM            302445101       618    20,128                                              20,128
FMC TECHNOLOGIES INC         COM            30249U101     1,488    62,454                                              62,454
F M C CORP                   COM NEW        302491303       255     5,690                                               5,690
FPL GROUP INC                COM            302571104     1,236    24,563                                              24,563
FTI CONSULTING INC           COM            302941109       328     7,350                                               7,350
FACTSET RESH SYS INC         COM            303075105       275     6,212                                               6,212
FAMILY DLR STORES INC        COM            307000109       795    30,502                                              30,502
FASTENAL CO                  COM            311900104       877    25,176                                              25,176
FEDERAL HOME LN MTG CORP     COM            313400301       215   295,239                                             295,239
FEDERAL NATL MTG ASSN        COM            313586109       220   289,231                                             289,231
FEDERAL REALTY INVT TR       SH BEN INT NEW 313747206       238     3,836                                               3,836
FEDERATED INVS INC PA        CL B           314211103       217    12,803                                              12,803
FEDEX CORP                   COM            31428X106     6,053    94,363                                              94,363
F5 NETWORKS INC              COM            315616102       274    12,008                                              12,008
FIDELITY NATL INFORMATION SV COM            31620M106       184    11,292                                              11,292
FIDELITY NATIONAL FINANCIAL  CL A           31620R105       533    30,016                                              30,016
FIFTH THIRD BANCORP          COM            316773100       516    62,441                                              62,441
FIRST SOLAR INC              COM            336433107     1,193     8,650                                               8,650
FISERV INC                   COM            337738108     1,518    41,734                                              41,734
FIRSTENERGY CORP             COM            337932107     4,843    99,693                                              99,693
FLUOR CORP NEW               COM            343412102     2,032    45,285                                              45,285
FLOWSERVE CORP               COM            34354P105       824    16,001                                              16,001
FORD MTR CO DEL              COM PAR $0.01  345370860       735   321,078                                             321,078
FOREST CITY ENTERPRISES INC  CL A           345550107        73    10,831                                              10,831
FOREST LABS INC              COM            345838106     2,131    83,674                                              83,674
FORTUNE BRANDS INC           COM            349631101       393     9,530                                               9,530
FOUNDATION COAL HLDGS INC    COM            35039W100       221    15,742                                              15,742
FRANKLIN RES INC             COM            354613101     5,665    88,825                                              88,825
FREEPORT-MCMORAN COPPER & GO COM            35671D857     2,766   113,173                                             113,173
FRONTIER COMMUNICATIONS CORP COM            35906A108       162    18,594                                              18,594
FRONTIER OIL CORP            COM            35914P105       687    54,426                                              54,426
GATX CORP                    COM            361448103       809    26,132                                              26,132
GAMESTOP CORP NEW            CL A           36467W109       822    37,936                                              37,936
GANNETT INC                  COM            364730101       361    45,081                                              45,081
GAP INC DEL                  COM            364760108     1,809   135,126                                             135,126
GARDNER DENVER INC           COM            365558105       310    13,274                                              13,274
GEN-PROBE INC NEW            COM            36866T103       339     7,913                                               7,913






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
GENENTECH INC                COM NEW        368710406    13,879   167,404                                             167,404
GENERAL DYNAMICS CORP        COM            369550108     7,863   136,537                                             136,537
GENERAL ELECTRIC CO          COM            369604103    33,767 2,084,354                                           2,084,354
GENERAL GROWTH PPTYS INC     COM            370021107        27    20,956                                              20,956
GENERAL MLS INC              COM            370334104     9,978   164,242                                             164,242
GENERAL MTRS CORP            COM            370442105       248    77,493                                              77,493
GENTEX CORP                  COM            371901109       185    20,925                                              20,925
GENUINE PARTS CO             COM            372460105       871    23,018                                              23,018
GENWORTH FINL INC            COM CL A       37247D106       302   106,651                                             106,651
GENZYME CORP                 COM            372917104     2,829    42,621                                              42,621
GILEAD SCIENCES INC          COM            375558103    18,543   362,586                                             362,586
GLOBAL INDS LTD              COM            379336100        42    12,143                                              12,143
GLOBAL PMTS INC              COM            37940X102     5,467   166,734                                             166,734
GOLDMAN SACHS GROUP INC      COM            38141G104    10,536   124,848                                             124,848
GOODRICH CORP                COM            382388106     1,253    33,845                                              33,845
GOODYEAR TIRE & RUBR CO      COM            382550101       434    72,679                                              72,679
GOOGLE INC                   CL A           38259P508    23,686    76,990                                              76,990
GRACO INC                    COM            384109104       395    16,625                                              16,625
GRAINGER W W INC             COM            384802104     2,141    27,161                                              27,161
GRUPO TELEVISA SA DE CV      SP ADR REP ORD 40049J206       695    46,493                                              46,493
HCP INC                      COM            40414L109       316    11,389                                              11,389
HSN INC                      COM            404303109       122    16,835                                              16,835
HALLIBURTON CO               COM            406216101     4,751   261,338                                             261,338
HANESBRANDS INC              COM            410345102       176    13,792                                              13,792
HANOVER INS GROUP INC        COM            410867105       397     9,242                                               9,242
HANSEN NAT CORP              COM            411310105       357    10,643                                              10,643
HARLEY DAVIDSON INC          COM            412822108     2,203   129,826                                             129,826
HARRIS CORP DEL              COM            413875105       882    23,171                                              23,171
HARSCO CORP                  COM            415864107       342    12,344                                              12,344
HARTFORD FINL SVCS GROUP INC COM            416515104     1,468    89,415                                              89,415
HASBRO INC                   COM            418056107     1,863    63,884                                              63,884
HEALTH MGMT ASSOC INC NEW    CL A           421933102        47    26,364                                              26,364
HEINZ H J CO                 COM            423074103     5,461   145,227                                             145,227
HERSHEY CO                   COM            427866108       565    16,250                                              16,250
HERTZ GLOBAL HOLDINGS INC    COM            42805T105        62    12,253                                              12,253
HESS CORP                    COM            42809H107     2,566    47,835                                              47,835
HEWITT ASSOCS INC            COM            42822Q100       405    14,268                                              14,268
HEWLETT PACKARD CO           COM            428236103    31,729   874,314                                             874,314
HOLOGIC INC                  COM            436440101       298    22,816                                              22,816
HOME DEPOT INC               COM            437076102     7,987   346,968                                             346,968






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
HONEYWELL INTL INC           COM            438516106     7,737   235,671                                             235,671
HOSPIRA INC                  COM            441060100       206     7,690                                               7,690
HOST HOTELS & RESORTS INC    COM            44107P104       301    39,811                                              39,811
HUDSON CITY BANCORP          COM            443683107       595    37,303                                              37,303
HUMANA INC                   COM            444859102     1,318    35,364                                              35,364
HUNT J B TRANS SVCS INC      COM            445658107       314    11,946                                              11,946
HUNTINGTON BANCSHARES INC    COM            446150104        89    11,637                                              11,637
IAC INTERACTIVECORP          COM PAR $.001  44919P508       659    41,883                                              41,883
IMS HEALTH INC               COM            449934108       156    10,287                                              10,287
ITT EDUCATIONAL SERVICES INC COM            45068B109       540     5,690                                               5,690
ITT CORP NEW                 COM            450911102     2,573    55,957                                              55,957
IDEX CORP                    COM            45167R104       389    16,129                                              16,129
IDEXX LABS INC               COM            45168D104     1,082    29,987                                              29,987
IHS INC                      CL A           451734107       237     6,339                                               6,339
ILLINOIS TOOL WKS INC        COM            452308109     3,305    94,288                                              94,288
ILLUMINA INC                 COM            452327109       469    17,985                                              17,985
INGRAM MICRO INC             CL A           457153104       412    30,780                                              30,780
INTEGRATED DEVICE TECHNOLOGY COM            458118106       254    45,304                                              45,304
INTEL CORP                   COM            458140100    27,010 1,842,422                                           1,842,422
INTERCONTINENTALEXCHANGE INC COM            45865V100     1,068    12,950                                              12,950
INTERNATIONAL BUSINESS MACHS COM            459200101    37,909   450,437                                             450,437
INTERNATIONAL FLAVORS&FRAGRA COM            459506101       441    14,854                                              14,854
INTERNATIONAL GAME TECHNOLOG COM            459902102       867    72,905                                              72,905
INTL PAPER CO                COM            460146103     1,247   105,719                                             105,719
INTERNATIONAL RECTIFIER CORP COM            460254105       265    19,616                                              19,616
INTERNATIONAL SPEEDWAY CORP  CL A           460335201       513    17,846                                              17,846
INTERSIL CORP                CL A           46069S109       292    31,740                                              31,740
INTERPUBLIC GROUP COS INC    COM            460690100       243    61,309                                              61,309
INTERVAL LEISURE GROUP INC   COM            46113M108        90    16,769                                              16,769
INTUITIVE SURGICAL INC       COM NEW        46120E602       782     6,160                                               6,160
INTUIT                       COM            461202103     1,396    58,694                                              58,694
INVESTMENT TECHNOLOGY GRP NE COM            46145F105     1,016    44,723                                              44,723
IRON MTN INC                 COM            462846106     1,223    49,461                                              49,461
ISHARES TR                   RUSSELL1000VAL 464287598     8,433   170,300                                             170,300
ISHARES TR                   RUSSELL1000GRW 464287614     7,545   203,587                                             203,587
ISHARES TR                   RUSSELL 1000   464287622    17,853   365,317                                             365,317
ITRON INC                    COM            465741106       319     5,001                                               5,001
JDS UNIPHASE CORP            COM PAR $0.001 46612J507        71    19,490                                              19,490
JPMORGAN & CHASE & CO        COM            46625H100    24,711   783,733                                             783,733
JABIL CIRCUIT INC            COM            466313103       398    58,913                                              58,913






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
JACOBS ENGR GROUP INC DEL    COM            469814107     3,141    65,300                                              65,300
JANUS CAP GROUP INC          COM            47102X105       353    43,902                                              43,902
JOHN BEAN TECHNOLOGIES CORP  COM            477839104       111    13,532                                              13,532
JOHNSON & JOHNSON            COM            478160104    43,486   726,829                                             726,829
JOHNSON CTLS INC             COM            478366107     3,014   165,946                                             165,946
JONES APPAREL GROUP INC      COM            480074103       138    23,510                                              23,510
JOY GLOBAL INC               COM            481165108       520    22,712                                              22,712
JUNIPER NETWORKS INC         COM            48203R104     1,505    85,940                                              85,940
KBR INC                      COM            48242W106       322    21,206                                              21,206
KLA-TENCOR CORP              COM            482480100       516    23,683                                              23,683
KANSAS CITY SOUTHERN         COM NEW        485170302       218    11,423                                              11,423
KELLOGG CO                   COM            487836108     1,623    37,006                                              37,006
KENNAMETAL INC               COM            489170100       575    25,919                                              25,919
KEYCORP NEW                  COM            493267108       133    15,608                                              15,608
KIMBERLY CLARK CORP          COM            494368103     1,976    37,470                                              37,470
KIMCO REALTY CORP            COM            49446R109     3,151   172,374                                             172,374
KING PHARMACEUTICALS INC     COM            495582108     1,888   177,803                                             177,803
KIRBY CORP                   COM            497266106       318    11,623                                              11,623
KOHLS CORP                   COM            500255104     2,764    76,367                                              76,367
KRAFT FOODS INC              CL A           50075N104     9,435   351,393                                             351,393
KROGER CO                    COM            501044101     1,849    70,013                                              70,013
LKQ CORP                     COM            501889208       231    19,846                                              19,846
LSI CORPORATION              COM            502161102       572   174,011                                             174,011
L-3 COMMUNICATIONS HLDGS INC COM            502424104     2,037    27,613                                              27,613
LABORATORY CORP AMER HLDGS   COM NEW        50540R409     5,244    81,414                                              81,414
LAM RESEARCH CORP            COM            512807108     1,023    48,096                                              48,096
LAMAR ADVERTISING CO         CL A           512815101       141    11,240                                              11,240
LANDSTAR SYS INC             COM            515098101       297     7,722                                               7,722
LAS VEGAS SANDS CORP         COM            517834107       241    40,611                                              40,611
LAUDER ESTEE COS INC         CL A           518439104       445    14,379                                              14,379
LEGG MASON INC               COM            524901105       923    42,142                                              42,142
LENNAR CORP                  CL A           526057104        99    11,427                                              11,427
LENNOX INTL INC              COM            526107107       221     6,840                                               6,840
LEVEL 3 COMMUNICATIONS INC   COM            52729N100       201   287,858                                             287,858
LEXMARK INTL NEW             CL A           529771107       864    32,129                                              32,129
LIBERTY GLOBAL INC           COM SER A      530555101     1,460    91,734                                              91,734
LIBERTY MEDIA CORP NEW       INT COM SER A  53071M104        60    19,107                                              19,107
LIBERTY MEDIA CORP NEW       CAP COM SER A  53071M302        88    18,745                                              18,745
LIBERTY MEDIA CORP NEW       ENT COM SER A  53071M500     2,391   136,800                                             136,800
LIFE TECHNOLOGIES CORP       COM            53217V109     1,042    44,692                                              44,692






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
LILLY ELI & CO               COM            532457108     6,898   171,282                                             171,282
LIMITED BRANDS INC           COM            532716107       518    51,599                                              51,599
LINCARE HLDGS INC            COM            532791100     1,104    40,984                                              40,984
LINCOLN ELEC HLDGS INC       COM            533900106     1,152    22,619                                              22,619
LINEAR TECHNOLOGY CORP       COM            535678106       720    32,536                                              32,536
LIZ CLAIBORNE INC            COM            539320101       101    38,867                                              38,867
LOCKHEED MARTIN CORP         COM            539830109     8,254    98,173                                              98,173
LOEWS CORP                   COM            540424108     6,584   233,070                                             233,070
LORILLARD INC                COM            544147101     4,374    77,629                                              77,629
LOWES COS INC                COM            548661107     7,421   344,851                                             344,851
LUBRIZOL CORP                COM            549271104       256     7,027                                               7,027
M & T BK CORP                COM            55261F104       742    12,919                                              12,919
MBIA INC                     COM            55262C100       317    77,914                                              77,914
M D C HLDGS INC              COM            552676108       362    11,957                                              11,957
MDU RES GROUP INC            COM            552690109       416    19,293                                              19,293
MEMC ELECTR MATLS INC        COM            552715104       477    33,395                                              33,395
MGIC INVT CORP WIS           COM            552848103       156    44,787                                              44,787
MGM MIRAGE                   COM            552953101       239    17,340                                              17,340
MSC INDL DIRECT INC          CL A           553530106       240     6,511                                               6,511
MACERICH CO                  COM            554382101       199    10,940                                              10,940
MACK CALI RLTY CORP          COM            554489104       620    25,314                                              25,314
MACYS INC                    COM            55616P104     1,121   108,285                                             108,285
MANITOWOC INC                COM            563571108       545    62,938                                              62,938
MANPOWER INC                 COM            56418H100     1,387    40,808                                              40,808
MARATHON OIL CORP            COM            565849106     5,518   201,683                                             201,683
MARINER ENERGY INC           COM            56845T305       104    10,160                                              10,160
MARSH & MCLENNAN COS INC     COM            571748102       870    35,857                                              35,857
MARSHALL & ILSLEY CORP NEW   COM            571837103       812    59,523                                              59,523
MARRIOTT INTL INC NEW        CL A           571903202     2,193   112,765                                             112,765
MARTIN MARIETTA MATLS INC    COM            573284106       554     5,702                                               5,702
MASCO CORP                   COM            574599106       386    34,722                                              34,722
MASSEY ENERGY CORP           COM            576206106       183    13,267                                              13,267
MASTERCARD INC               CL A           57636Q104     2,467    17,258                                              17,258
MATTEL INC                   COM            577081102     1,903   118,921                                             118,921
MCAFEE INC                   COM            579064106       807    23,349                                              23,349
MCCLATCHY CO                 CL A           579489105         9    11,623                                              11,623
MCCORMICK & CO INC           COM NON VTG    579780206       833    26,147                                              26,147
MCDERMOTT INTL INC           COM            580037109       804    81,379                                              81,379
MCDONALDS CORP               COM            580135101    25,849   415,648                                             415,648
MCGRAW HILL COS INC          COM            580645109     1,530    65,993                                              65,993






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
MCKESSON CORP                COM            58155Q103     4,009   103,517                                             103,517
MEADWESTVACO CORP            COM            583334107       960    85,813                                              85,813
MEDCO HEALTH SOLUTIONS INC   COM            58405U102     8,751   208,805                                             208,805
MEDTRONIC INC                COM            585055106    13,198   420,038                                             420,038
MENTOR GRAPHICS CORP         COM            587200106       240    46,493                                              46,493
MERCK & CO INC               COM            589331107    16,477   541,995                                             541,995
MERRILL LYNCH & CO INC       COM            590188108     2,089   179,463                                             179,463
METAVANTE TECHNOLOGIES INC   COM            591407101       457    28,388                                              28,388
METLIFE INC                  COM            59156R108     6,424   184,271                                             184,271
METROPCS COMMUNICATIONS INC  COM            591708102       537    36,138                                              36,138
METTLER TOLEDO INTERNATIONAL COM            592688105       506     7,508                                               7,508
MICROSOFT CORP               COM            594918104    51,061 2,626,601                                           2,626,601
MICROCHIP TECHNOLOGY INC     COM            595017104       530    27,140                                              27,140
MICRON TECHNOLOGY INC        COM            595112103       309   116,914                                             116,914
MILLIPORE CORP               COM            601073109       416     8,076                                               8,076
MIRANT CORP NEW              COM            60467R100       810    42,950                                              42,950
MOHAWK INDS INC              COM            608190104       432    10,048                                              10,048
MOLEX INC                    COM            608554101       351    24,201                                              24,201
MOLSON COORS BREWING CO      CL B           60871R209     1,344    27,479                                              27,479
MONSANTO CO NEW              COM            61166W101    15,728   223,565                                             223,565
MONSTER WORLDWIDE INC        COM            611742107       363    29,990                                              29,990
MOODYS CORP                  COM            615369105     1,143    56,886                                              56,886
MORGAN STANLEY               COM NEW        617446448     4,395   273,987                                             273,987
MOSAIC CO                    COM            61945A107       842    24,322                                              24,322
MOTOROLA INC                 COM            620076109     2,175   490,908                                             490,908
MURPHY OIL CORP              COM            626717102     1,235    27,858                                              27,858
MYLAN INC                    COM            628530107       772    78,069                                              78,069
NCR CORP NEW                 COM            62886E108     1,024    72,439                                              72,439
NII HLDGS INC                CL B NEW       62913F201     1,123    61,780                                              61,780
NRG ENERGY INC               COM NEW        629377508       413    17,708                                              17,708
NVR INC                      COM            62944T105       253       554                                                 554
NYSE EURONEXT                COM            629491101     1,543    56,354                                              56,354
NALCO HOLDING COMPANY        COM            62985Q101       225    19,523                                              19,523
NASDAQ OMX GROUP INC         COM            631103108     1,081    43,734                                              43,734
NATIONAL CITY CORP           COM            635405103       399   220,677                                             220,677
NATIONAL HEALTH INVS INC     COM            63633D104       234     8,517                                               8,517
NATIONAL INSTRS CORP         COM            636518102       202     8,306                                               8,306
NATIONAL OILWELL VARCO INC   COM            637071101     2,804   114,715                                             114,715
NATIONAL SEMICONDUCTOR CORP  COM            637640103       936    92,987                                              92,987
NATIONWIDE FINL SVCS INC     CL A           638612101     3,046    58,346                                              58,346






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
NETAPP INC                   COM            64110D104     1,616   115,688                                             115,688
NEUSTAR INC                  CL A           64126X201       217    11,363                                              11,363
NEW YORK CMNTY BANCORP INC   COM            649445103       130    10,883                                              10,883
NEWELL RUBBERMAID INC        COM            651229106       328    33,557                                              33,557
NEWMONT MINING CORP          COM            651639106     4,955   121,748                                             121,748
NEWS CORP                    CL A           65248E104     5,888   647,705                                             647,705
NIKE INC                     CL B           654106103     9,493   186,144                                             186,144
NISOURCE INC                 COM            65473P105       266    24,221                                              24,221
NOKIA CORP                   SPONSORED ADR  654902204       646    41,384                                              41,384
NOBLE ENERGY INC             COM            655044105       331     6,731                                               6,731
NORDSTROM INC                COM            655664100       890    66,888                                              66,888
NORFOLK SOUTHERN CORP        COM            655844108     5,000   106,277                                             106,277
NORTHEAST UTILS              COM            664397106     1,050    43,658                                              43,658
NORTHERN TR CORP             COM            665859104     6,430   123,332                                             123,332
NORTHROP GRUMMAN CORP        COM            666807102     3,431    76,169                                              76,169
NOVELL INC                   COM            670006105       114    29,362                                              29,362
NSTAR                        COM            67019E107       689    18,872                                              18,872
NUANCE COMMUNICATIONS INC    COM            67020Y100       295    28,518                                              28,518
NUCOR CORP                   COM            670346105     4,660   100,859                                             100,859
NVIDIA CORP                  COM            67066G104     1,994   247,109                                             247,109
NV ENERGY INC                COM            67073Y106       335    33,918                                              33,918
OGE ENERGY CORP              COM            670837103       575    22,285                                              22,285
OCCIDENTAL PETE CORP DEL     COM            674599105    22,596   376,656                                             376,656
OCEANEERING INTL INC         COM            675232102       260     8,923                                               8,923
OFFICE DEPOT INC             COM            676220106       119    39,923                                              39,923
OMNICOM GROUP INC            COM            681919106     4,891   181,678                                             181,678
ON SEMICONDUCTOR CORP        COM            682189105       203    59,716                                              59,716
ORACLE CORP                  COM            68389X105    24,079 1,358,098                                           1,358,098
O REILLY AUTOMOTIVE INC      COM            686091109       367    11,950                                              11,950
OVERSEAS SHIPHOLDING GROUP I COM            690368105       725    17,218                                              17,218
OWENS ILL INC                COM NEW        690768403       294    10,762                                              10,762
PG&E CORP                    COM            69331C108     5,202   134,394                                             134,394
PMI GROUP INC                COM            69344M101        38    19,390                                              19,390
PNC FINL SVCS GROUP INC      COM            693475105     3,928    80,159                                              80,159
PPG INDS INC                 COM            693506107     1,213    28,592                                              28,592
PPL CORP                     COM            69351T106     5,995   195,355                                             195,355
PACCAR INC                   COM            693718108     2,730    95,455                                              95,455
PACKAGING CORP AMER          COM            695156109       172    12,809                                              12,809
PALL CORP                    COM            696429307       511    17,968                                              17,968
PANERA BREAD CO              CL A           69840W108       204     3,896                                               3,896






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
PARKER HANNIFIN CORP         COM            701094104     2,084    48,986                                              48,986
PATRIOT COAL CORP            COM            70336T104        94    15,091                                              15,091
PATTERSON COMPANIES INC      COM            703395103       334    17,797                                              17,797
PATTERSON UTI ENERGY INC     COM            703481101       183    15,875                                              15,875
PAYCHEX INC                  COM            704326107     2,988   113,685                                             113,685
PEABODY ENERGY CORP          COM            704549104     1,735    76,243                                              76,243
PENN NATL GAMING INC         COM            707569109       212     9,909                                               9,909
PENNEY J C INC               COM            708160106     1,015    51,531                                              51,531
PENTAIR INC                  COM            709631105       294    12,408                                              12,408
PEOPLES UNITED FINANCIAL INC COM            712704105       196    10,966                                              10,966
PEPSI BOTTLING GROUP INC     COM            713409100     1,696    75,361                                              75,361
PEPSIAMERICAS INC            COM            71343P200       826    40,588                                              40,588
PEPSICO INC                  COM            713448108    28,454   519,523                                             519,523
PERRIGO CO                   COM            714290103       369    11,418                                              11,418
PETROHAWK ENERGY CORP        COM            716495106       595    38,064                                              38,064
PETSMART INC                 COM            716768106       345    18,683                                              18,683
PFIZER INC                   COM            717081103    28,816 1,627,079                                           1,627,079
PHARMACEUTICAL PROD DEV INC  COM            717124101       454    15,659                                              15,659
PHILIP MORRIS INTL INC       COM            718172109    31,427   722,297                                             722,297
PINNACLE WEST CAP CORP       COM            723484101       601    18,694                                              18,694
PIONEER NAT RES CO           COM            723787107       657    40,578                                              40,578
PITNEY BOWES INC             COM            724479100       718    28,175                                              28,175
PLAINS EXPL& PRODTN CO       COM            726505100       341    14,676                                              14,676
PLUM CREEK TIMBER CO INC     COM            729251108       411    11,830                                              11,830
POLO RALPH LAUREN CORP       CL A           731572103       373     8,221                                               8,221
PRAXAIR INC                  COM            74005P104     5,948   100,201                                             100,201
PRECISION CASTPARTS CORP     COM            740189105     4,376    73,566                                              73,566
PRICE T ROWE GROUP INC       COM            74144T108     1,349    38,069                                              38,069
PRICELINE COM INC            COM NEW        741503403       803    10,902                                              10,902
PRIDE INTL INC DEL           COM            74153Q102       309    19,325                                              19,325
PRINCIPAL FINANCIAL GROUP IN COM            74251V102       623    27,599                                              27,599
PROCTER & GAMBLE CO          COM            742718109    48,011   776,622                                             776,622
PROGRESS ENERGY INC          COM            743263105       707    17,742                                              17,742
PROGRESSIVE CORP OHIO        COM            743315103     1,925   129,951                                             129,951
PROLOGIS                     SH BEN INT     743410102       480    34,531                                              34,531
PRUDENTIAL FINL INC          COM            744320102     2,461    81,339                                              81,339
PUBLIC SVC ENTERPRISE GROUP  COM            744573106     5,141   176,246                                             176,246
PUBLIC STORAGE               COM            74460D109     3,636    45,737                                              45,737
PULTE HOMES INC              COM            745867101       914    83,629                                              83,629
QLOGIC CORP                  COM            747277101       240    17,827                                              17,827






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
QUALCOMM INC                 COM            747525103    19,127   533,816                                             533,816
QUANTA SVCS INC              COM            74762E102       460    23,225                                              23,225
QUEST DIAGNOSTICS INC        COM            74834L100     1,036    19,950                                              19,950
QUEST RESOURCE CORP          COM NEW        748349305        15    33,087                                              33,087
QUESTAR CORP                 COM            748356102     2,665    81,535                                              81,535
QUICKSILVER RESOURCES INC    COM            74837R104       156    27,963                                              27,963
QWEST COMMUNICATIONS INTL IN COM            749121109       777   213,576                                             213,576
RPM INTL INC                 COM            749685103       271    20,372                                              20,372
RADIAN GROUP INC             COM            750236101       181    49,111                                              49,111
RAMBUS INC DEL               COM            750917106       243    15,288                                              15,288
RANGE RES CORP               COM            75281A109       784    22,788                                              22,788
RAYTHEON CO                  COM NEW        755111507     5,622   110,142                                             110,142
RED HAT INC                  COM            756577102       830    62,815                                              62,815
REGIONAL BK HOLDRS TR        DEPOSITRY RCPT 75902E100     5,392    71,300                                              71,300
REGIONS FINANCIAL CORP NEW   COM            7591EP100       175    22,047                                              22,047
RELIANT ENERGY INC           COM            75952B105        63    10,967                                              10,967
REPUBLIC SVCS INC            COM            760759100       755    30,439                                              30,439
RESMED INC                   COM            761152107       425    11,327                                              11,327
REYNOLDS AMERICAN INC        COM            761713106       958    23,766                                              23,766
RITE AID CORP                COM            767754104         5    16,784                                              16,784
ROBERT HALF INTL INC         COM            770323103       745    35,764                                              35,764
ROCKWELL AUTOMATION INC      COM            773903109     1,876    58,181                                              58,181
ROCKWELL COLLINS INC         COM            774341101     2,133    54,568                                              54,568
ROHM & HAAS CO               COM            775371107     1,737    28,113                                              28,113
ROPER INDS INC NEW           COM            776696106     1,922    44,271                                              44,271
ROSS STORES INC              COM            778296103     1,314    44,201                                              44,201
RYDER SYS INC                COM            783549108       571    14,725                                              14,725
SBA COMMUNICATIONS CORP      COM            78388J106       343    20,996                                              20,996
SEI INVESTMENTS CO           COM            784117103     1,833   116,667                                             116,667
SLM CORP                     COM            78442P106       842    94,618                                              94,618
SPX CORP                     COM            784635104       706    17,422                                              17,422
SAFEWAY INC                  COM NEW        786514208       330    13,894                                              13,894
ST JOE CO                    COM            790148100       288    11,835                                              11,835
ST JUDE MED INC              COM            790849103     2,204    66,873                                              66,873
SALESFORCE COM INC           COM            79466L302       877    27,386                                              27,386
SANDISK CORP                 COM            80004C101       340    35,456                                              35,456
SANDRIDGE ENERGY INC         COM            80007P307        98    15,986                                              15,986
SARA LEE CORP                COM            803111103       219    22,412                                              22,412
SCHEIN HENRY INC             COM            806407102     1,595    43,477                                              43,477
SCHERING PLOUGH CORP         COM            806605101     7,167   420,830                                             420,830






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
SCHLUMBERGER LTD             COM            806857108    13,491   318,719                                             318,719
SCHWAB CHARLES CORP NEW      COM            808513105     4,172   257,982                                             257,982
SEARS HLDGS CORP             COM            812350106       889    22,882                                              22,882
SELECT SECTOR SPDR TR        SBI INT-FINL   81369Y605     6,435   514,000                                             514,000
SEMPRA ENERGY                COM            816851109       810    18,999                                              18,999
SEPRACOR INC                 COM            817315104       174    15,805                                              15,805
SHAW GROUP INC               COM            820280105       249    12,143                                              12,143
SHERWIN WILLIAMS CO          COM            824348106     2,679    44,834                                              44,834
SIGMA ALDRICH CORP           COM            826552101     1,556    36,830                                              36,830
SIMON PPTY GROUP INC NEW     COM            828806109     4,136    77,844                                              77,844
SIRIUS XM RADIO INC          COM            82967N108        60   501,923                                             501,923
SMITH INTL INC               COM            832110100     1,592    69,556                                              69,556
SNAP ON INC                  COM            833034101       758    19,239                                              19,239
SONOCO PRODS CO              COM            835495102       287    12,401                                              12,401
SOUTHERN CO                  COM            842587107     3,749   101,325                                             101,325
SOUTHERN COPPER CORP         COM            84265V105     1,017    63,306                                              63,306
SOUTHWEST AIRLS CO           COM            844741108       526    61,001                                              61,001
SOUTHWEST GAS CORP           COM            844895102       893    35,420                                              35,420
SOUTHWESTERN ENERGY CO       COM            845467109     1,533    52,934                                              52,934
SOVEREIGN BANCORP INC        COM            845905108        60    20,113                                              20,113
SPECTRA ENERGY CORP          COM            847560109     2,971   188,747                                             188,747
SPRINT NEXTEL CORP           COM SER 1      852061100     1,115   609,102                                             609,102
STANLEY WKS                  COM            854616109       824    24,154                                              24,154
STAPLES INC                  COM            855030102     4,255   237,455                                             237,455
STARBUCKS CORP               COM            855244109     3,095   327,142                                             327,142
STARWOOD HOTELS&RESORTS WRLD COM            85590A401     1,267    70,776                                              70,776
STATE STR CORP               COM            857477103     2,467    62,738                                              62,738
STEEL DYNAMICS INC           COM            858119100       865    77,385                                              77,385
STERICYCLE INC               COM            858912108       895    17,188                                              17,188
STRAYER ED INC               COM            863236105       447     2,086                                               2,086
STRYKER CORP                 COM            863667101     4,282   107,177                                             107,177
SUN MICROSYSTEMS INC         COM NEW        866810203       373    97,649                                              97,649
SUNOCO INC                   COM            86764P109       508    11,679                                              11,679
SUNPOWER CORP                COM CL A       867652109       537    14,516                                              14,516
SUNTRUST BKS INC             COM            867914103     2,827    95,700                                              95,700
SUPERIOR ENERGY SVCS INC     COM            868157108       195    12,272                                              12,272
SUPERVALU INC                COM            868536103       855    58,538                                              58,538
SYMANTEC CORP                COM            871503108     2,356   174,288                                             174,288
SYNOPSYS INC                 COM            871607107       884    47,713                                              47,713
SYSCO CORP                   COM            871829107     2,026    88,314                                              88,314






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
TD AMERITRADE HLDG CORP      COM            87236Y108     1,722   120,864                                             120,864
TJX COS INC NEW              COM            872540109     3,498   170,060                                             170,060
TARGET CORP                  COM            87612E106     8,930   258,616                                             258,616
TAUBMAN CTRS INC             COM            876664103       269    10,575                                              10,575
TECH DATA CORP               COM            878237106       426    23,908                                              23,908
TECHNE CORP                  COM            878377100       366     5,672                                               5,672
TELEPHONE & DATA SYS INC     COM            879433100     1,659    52,257                                              52,257
TELEPHONE & DATA SYS INC     SPL COM        879433860       435    15,498                                              15,498
TELLABS INC                  COM            879664100        52    12,571                                              12,571
TEMPLE INLAND INC            COM            879868107        86    18,014                                              18,014
TENET HEALTHCARE CORP        COM            88033G100        53    46,072                                              46,072
TERADATA CORP DEL            COM            88076W103       383    25,820                                              25,820
TERADYNE INC                 COM            880770102        75    17,787                                              17,787
TEREX CORP NEW               COM            880779103       300    17,314                                              17,314
TERRA INDS INC               COM            880915103       307    18,402                                              18,402
TETRA TECHNOLOGIES INC DEL   COM            88162F105        53    10,940                                              10,940
TEXAS INSTRS INC             COM            882508104     7,805   502,909                                             502,909
TEXTRON INC                  COM            883203101     1,062    76,598                                              76,598
THERMO FISHER SCIENTIFIC INC COM            883556102     2,098    61,570                                              61,570
THOMAS & BETTS CORP          COM            884315102     1,413    58,828                                              58,828
THOR INDS INC                COM            885160101       235    17,829                                              17,829
3M CO                        COM            88579Y101    13,505   234,700                                             234,700
TICKETMASTER ENTMT INC       COM            88633P302       108    16,814                                              16,814
TIDEWATER INC                COM            886423102       813    20,191                                              20,191
TIFFANY & CO NEW             COM            886547108       437    18,493                                              18,493
TIM HORTONS INC              COM            88706M103       781    27,092                                              27,092
TIME WARNER INC              COM            887317105     8,891   883,755                                             883,755
TIME WARNER CABLE INC        CL A           88732J108       296    13,823                                              13,823
TIMKEN CO                    COM            887389104       235    11,984                                              11,984
TORONTO DOMINION BK ONT      COM NEW        891160509       465    12,969                                              12,969
TOTAL SYS SVCS INC           COM            891906109       335    23,961                                              23,961
TRAVELERS COMPANIES INC      COM            89417E109     9,695   214,487                                             214,487
TRIMBLE NAVIGATION LTD       COM            896239100       384    17,768                                              17,768
TUPPERWARE BRANDS CORP       COM            899896104       476    20,981                                              20,981
TYSON FOODS INC              CL A           902494103       116    13,275                                              13,275
UST INC                      COM            902911106     2,086    30,068                                              30,068
US BANCORP DEL               COM NEW        902973304    14,581   583,024                                             583,024
ULTRA PETROLEUM CORP         COM            903914109       460    13,328                                              13,328
UNION PAC CORP               COM            907818108     9,098   190,330                                             190,330
UNISYS CORP                  COM            909214108        29    33,726                                              33,726






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
UNITED ONLINE INC            COM            911268100       115    18,937                                              18,937
UNITED PARCEL SERVICE INC    CL B           911312106    10,713   194,218                                             194,218
UNITED STATES CELLULAR CORP  COM            911684108       560    12,948                                              12,948
UNITED STATES STL CORP NEW   COM            912909108       870    23,383                                              23,383
UNITED TECHNOLOGIES CORP     COM            913017109    13,863   258,631                                             258,631
UNITEDHEALTH GROUP INC       COM            91324P102     7,473   280,945                                             280,945
UNUM GROUP                   COM            91529Y106       204    10,976                                              10,976
URBAN OUTFITTERS INC         COM            917047102       249    16,646                                              16,646
VCA ANTECH INC               COM            918194101       246    12,360                                              12,360
V F CORP                     COM            918204108     2,904    53,025                                              53,025
VALERO ENERGY CORP NEW       COM            91913Y100     1,116    51,592                                              51,592
VARIAN MED SYS INC           COM            92220P105     1,333    38,041                                              38,041
VARIAN SEMICONDUCTOR EQUIPMN COM            922207105       197    10,858                                              10,858
VENTAS INC                   COM            92276F100       228     6,778                                               6,778
VERISIGN INC                 COM            92343E102       545    28,550                                              28,550
VERIZON COMMUNICATIONS INC   COM            92343V104    20,230   596,765                                             596,765
VERTEX PHARMACEUTICALS INC   COM            92532F100       673    22,137                                              22,137
VIACOM INC NEW               CL B           92553P201     1,489    78,108                                              78,108
VISA INC                     COM CL A       92826C839     4,922    93,833                                              93,833
VORNADO RLTY TR              SH BEN INT     929042109       260     4,316                                               4,316
VULCAN MATLS CO              COM            929160109     2,211    31,778                                              31,778
WACHOVIA CORP NEW            COM            929903102     2,551   460,538                                             460,538
WADDELL & REED FINL INC      CL A           930059100       196    12,706                                              12,706
WAL MART STORES INC          COM            931142103    37,867   675,480                                             675,480
WALGREEN CO                  COM            931422109     4,560   184,827                                             184,827
WALTER INDS INC              COM            93317Q105       196    11,183                                              11,183
WASHINGTON POST CO           CL B           939640108       529     1,356                                               1,356
WASTE MGMT INC DEL           COM            94106L109     4,679   141,202                                             141,202
WATERS CORP                  COM            941848103     1,196    32,631                                              32,631
WATSON PHARMACEUTICALS INC   COM            942683103       246     9,243                                               9,243
WATTS WATER TECHNOLOGIES INC CL A           942749102       480    19,217                                              19,217
WELLCARE HEALTH PLANS INC    COM            94946T106       439    34,121                                              34,121
WELLPOINT INC                COM            94973V107     6,369   151,183                                             151,183
WELLS FARGO & CO NEW         COM            949746101    26,625   903,150                                             903,150
WESTERN DIGITAL CORP         COM            958102105     1,896   165,593                                             165,593
WESTERN UN CO                COM            959802109     2,014   140,464                                             140,464
WEYERHAEUSER CO              COM            962166104     1,152    37,621                                              37,621
WHIRLPOOL CORP               COM            963320106       376     9,103                                               9,103
WHITING PETE CORP NEW        COM            966387102       208     6,202                                               6,202
WHOLE FOODS MKT INC          COM            966837106       194    20,544                                              20,544






ITEM 1:                          ITEM 2:     ITEM 3:   ITEM 4:   ITEM 5:         ITEM 6:        ITEM 7:         ITEM 8:

                                                                             INV. DISCRETION
                                                       PENSION            --------------------            VOTING AUTHORITY
                                                         FAIR     SHARES          (B)                          SHARES
                                                        MARKET      OR          SHARED    (C)  MANAGERS ---------------------
                                               CUSIP    VALUE   PRINCIPAL  (A)  AS DEF. SHARED    SEE    (A)   (B)     (C)
NAME OF ISSUER               TITLE OF CLASS   NUMBER    ($000)    AMOUNT  SOLE INSTR. V  OTHER INSTR. V SOLE SHARED    NONE
-----------------------------------------------------------------------------------------------------------------------------
                                                                                   
WILEY JOHN & SONS INC        CL A           968223206       517    14,543                                              14,543
WILLIAMS COS INC DEL         COM            969457100     1,633   112,802                                             112,802
WINDSTREAM CORP              COM            97381W104       504    54,810                                              54,810
WISCONSIN ENERGY CORP        COM            976657106       880    20,955                                              20,955
WYETH                        COM            983024100     8,524   227,245                                             227,245
WYNDHAM WORLDWIDE CORP       COM            98310W108        95    14,494                                              14,494
WYNN RESORTS LTD             COM            983134107     1,046    24,761                                              24,761
XTO ENERGY INC               COM            98385X106     4,835   137,096                                             137,096
XCEL ENERGY INC              COM            98389B100     2,600   140,160                                             140,160
XILINX INC                   COM            983919101     1,697    95,217                                              95,217
XEROX CORP                   COM            984121103     1,351   169,457                                             169,457
YAHOO INC                    COM            984332106     5,757   471,901                                             471,901
YUM BRANDS INC               COM            988498101     6,017   191,014                                             191,014
ZIMMER HLDGS INC             COM            98956P102     2,161    53,474                                              53,474

GRAND TOTAL                                           2,368,170
                                                      =========