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, 2006
-----------------------
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
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Address: 1 Verizon Way, Building 7, 1st Floor South
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Basking Ridge, New Jersey 07920
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Form 13F File Number: 28-04063
---------------------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: David L. Beik
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Title: Chief Operating Officer
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Phone: 908 559-5890
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Signature, Place, and Date of Signing:
/S/ Basking Ridge, New Jersey 2/9/2007
---------------------------- ------------------------- ------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
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Form 13F Information Table Entry Total: 987
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Form 13F Information Table Value Total: 5,789,566
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
28- Goldman Sachs Prime Brokerage
------ ----------------- ---------------------------------
[Repeat as necessary.]
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ACE LTD ORD G0070K103 1,211 20,000 X 20,000
COOPER INDS LTD CL A G24182100 868 9,600 X 9,600
ENDURANCE SPECIALTY HLDGS
LT SHS G30397106 732 20,000 X 20,000
MARVELL TECHNOLOGY GROUP
LTD ORD G5876H105 960 50,000 X 50,000
NABORS INDUSTRIES LTD SHS G6359F103 357 12,000 X 12,000
RENAISSANCERE HOLDINGS
LTD COM G7496G103 1,800 30,000 X 30,000
TRANSOCEAN INC ORD G90078109 1,310 16,200 X 16,200
UBS AG SHS NEW H89231338 2,413 40,000 X 40,000
CNH GLOBAL N V SHS NEW N20935206 273 10,000 X 10,000
A D C TELECOMMUNICATIONS COM NEW 000886309 318 21,870 X 21,870
AFLAC INC COM 001055102 5,923 128,754 X 128,754
AGCO CORP COM 001084102 295 9,531 X 9,531
AGL RES INC COM 001204106 299 7,688 X 7,688
AES CORP COM 00130H105 6,180 280,386 X 280,386
AMB PROPERTY CORP COM 00163T109 508 8,660 X 8,660
AMR CORP COM 001765106 2,245 74,275 X 74,275
AT&T INC COM 00206R102 55,447 1,550,971 X 1,550,971
ABBOTT LABS COM 002824100 32,371 664,574 X 664,574
ABERCROMBIE & FITCH CO CL A 002896207 1,213 17,414 X 17,414
ACTIVISION INC NEW COM NEW 004930202 944 54,771 X 54,771
ACXIOM CORP COM 005125109 573 22,332 X 22,332
ADESA INC COM 00686U104 246 8,861 X 8,861
ADOBE SYS INC COM 00724F101 18,590 452,083 X 452,083
ADVANCE AUTO PARTS INC COM 00751Y106 760 21,370 X 21,370
ADVANCED MEDICAL OPTICS
INC COM 00763M108 413 11,740 X 11,740
ADVANCED MICRO DEVICES
INC COM 007903107 4,511 221,652 X 221,652
AETNA INC NEW COM 00817Y108 6,371 147,534 X 147,534
AFFILIATED COMPUTER
SERVICES CL A 008190100 1,183 24,222 X 24,222
AFFILIATED MANAGERS GROUP COM 008252108 650 6,186 X 6,186
AGERE SYS INC COM 00845V308 1,658 86,475 X 86,475
AGILENT TECHNOLOGIES INC COM 00846U101 2,940 84,370 X 84,370
AGILYSYS INC COM 00847J105 670 40,000 X 40,000
AIR PRODS & CHEMS INC COM 009158106 5,440 77,410 X 77,410
AIRGAS INC COM 009363102 1,275 31,462 X 31,462
AKAMAI TECHNOLOGIES INC COM 00971T101 2,953 55,599 X 55,599
ALBEMARLE CORP COM 012653101 278 3,867 X 3,867
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ALBERTO CULVER CO NEW COM 013078100 200 9,325 X 9,325
ALCOA INC COM 013817101 9,608 320,160 X 320,160
ALLEGHENY ENERGY INC COM 017361106 6,167 134,336 X 134,336
ALLEGHENY TECHNOLOGIES
INC COM 01741R102 3,396 37,452 X 37,452
ALLERGAN INC COM 018490102 6,011 50,200 X 50,200
ALLIANCE DATA SYSTEMS
CORP COM 018581108 1,004 16,075 X 16,075
ALLIANT ENERGY CORP COM 018802108 438 11,589 X 11,589
ALLIANT TECHSYSTEMS INC COM 018804104 1,351 17,274 X 17,274
ALLIED CAP CORP NEW COM 01903Q108 451 13,804 X 13,804
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 319 25,992 X 25,992
ALLSTATE CORP COM 020002101 9,289 142,665 X 142,665
ALLTEL CORP COM 020039103 4,081 67,474 X 67,474
ALTERA CORP COM 021441100 2,777 141,123 X 141,123
ALTRIA GROUP INC COM 02209S103 74,801 871,608 X 871,608
AMAZON COM INC COM 023135106 8,713 220,808 X 220,808
AMBAC FINL GROUP INC COM 023139108 18,082 203,009 X 203,009
AMEREN CORP COM 023608102 1,088 20,249 X 20,249
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1,537 34,000 X 34,000
AMERICAN CAPITAL
STRATEGIES COM 024937104 649 14,029 X 14,029
AMERICAN EAGLE OUTFITTERS
NE COM 02553E106 1,058 33,906 X 33,906
AMERICAN ELEC PWR INC COM 025537101 9,276 217,843 X 217,843
AMERICAN EXPRESS CO COM 025816109 27,260 449,317 X 449,317
AMERICAN FINL GROUP INC
OHIO COM 025932104 302 8,404 X 8,404
AMERICAN INTL GROUP INC COM 026874107 63,480 885,844 X 885,844
AMERICAN PWR CONVERSION
CORP COM 029066107 717 23,451 X 23,451
AMERICAN STD COS INC DEL COM 029712106 1,618 35,282 X 35,282
AMERICAN TOWER CORP CL A 029912201 6,639 178,094 X 178,094
AMERICREDIT CORP COM 03060R101 369 14,652 X 14,652
AMERISOURCEBERGEN CORP COM 03073E105 8,643 192,241 X 192,241
AMERIPRISE FINL INC COM 03076C106 1,154 21,173 X 21,173
AMETEK INC NEW COM 031100100 3,163 99,348 X 99,348
AMGEN INC COM 031162100 42,253 618,549 X 618,549
AMPCO-PITTSBURGH CORP COM 032037103 268 8,000 X 8,000
AMPHENOL CORP NEW CL A 032095101 1,101 17,733 X 17,733
AMYLIN PHARMACEUTICALS
INC COM 032346108 804 22,282 X 22,282
ANADARKO PETE CORP COM 032511107 10,800 248,166 X 248,166
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
ANALOG DEVICES INC COM 032654105 2,227 67,751 X 67,751
ANHEUSER BUSCH COS INC COM 035229103 13,549 275,391 X 275,391
ANNALY CAP MGMT INC COM 035710409 274 19,672 X 19,672
ANNTAYLOR STORES CORP COM 036115103 1,123 34,212 X 34,212
AON CORP COM 037389103 1,110 31,423 X 31,423
APACHE CORP COM 037411105 8,525 128,172 X 128,172
APARTMENT INVT & MGMT CO CL A 03748R101 1,657 29,575 X 29,575
APOLLO GROUP INC CL A 037604105 1,076 27,617 X 27,617
APPLE COMPUTER INC COM 037833100 35,077 413,449 X 413,449
APPLERA CORP COM AP BIO GRP 038020103 4,148 113,052 X 113,052
APPLIED MATLS INC COM 038222105 7,257 393,311 X 393,311
AQUA AMERICA INC COM 03836W103 467 20,514 X 20,514
ARAMARK CORP CL B 038521100 2,791 83,432 X 83,432
ARCH COAL INC COM 039380100 850 28,316 X 28,316
ARCHER DANIELS MIDLAND CO COM 039483102 16,269 509,044 X 509,044
ARCHSTONE SMITH TR COM 039583109 7,921 136,069 X 136,069
ARMOR HOLDINGS INC COM 042260109 1,807 32,952 X 32,952
ARROW ELECTRS INC COM 042735100 432 13,688 X 13,688
ASHLAND INC NEW COM 044209104 434 6,274 X 6,274
ASSOCIATED BANC CORP COM 045487105 455 13,039 X 13,039
ASSURANT INC COM 04621X108 12,167 220,211 X 220,211
ASTORIA FINL CORP COM 046265104 271 9,001 X 9,001
ATMEL CORP COM 049513104 619 102,302 X 102,302
ATMOS ENERGY CORP COM 049560105 255 8,002 X 8,002
AUTODESK INC COM 052769106 6,989 172,747 X 172,747
AUTOLIV INC COM 052800109 492 8,167 X 8,167
AUTOMATIC DATA PROCESSING
IN COM 053015103 13,477 273,650 X 273,650
AUTONATION INC COM 05329W102 330 15,497 X 15,497
AUTOZONE INC COM 053332102 2,893 25,038 X 25,038
AVALONBAY CMNTYS INC COM 053484101 21,956 168,831 X 168,831
AVAYA INC COM 053499109 1,386 99,129 X 99,129
AVERY DENNISON CORP COM 053611109 2,626 38,664 X 38,664
AVIS BUDGET GROUP COM 053774105 243 11,225 X 11,225
AVNET INC COM 053807103 3,281 128,512 X 128,512
AVON PRODS INC COM 054303102 2,947 89,183 X 89,183
BB&T CORP COM 054937107 2,368 53,895 X 53,895
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
BJS WHOLESALE CLUB INC COM 05548J106 207 6,655 X 6,655
BJ SVCS CO COM 055482103 1,737 59,246 X 59,246
BOK FINL CORP COM NEW 05561Q201 2,839 51,644 X 51,644
BP PLC SPONSORED ADR 055622104 1,342 20,000 X 20,000
BRE PROPERTIES INC CL A 05564E106 329 5,053 X 5,053
BMC SOFTWARE INC COM 055921100 2,967 92,141 X 92,141
BAKER HUGHES INC COM 057224107 9,522 127,538 X 127,538
BALL CORP COM 058498106 2,853 65,430 X 65,430
BANCORPSOUTH INC COM 059692103 210 7,821 X 7,821
BANK OF AMERICA
CORPORATION COM 060505104 97,321 1,822,830 X 1,822,830
BANK HAWAII CORP COM 062540109 448 8,296 X 8,296
BANK NEW YORK INC COM 064057102 11,445 290,700 X 290,700
BARD C R INC COM 067383109 5,277 63,606 X 63,606
BARNES & NOBLE INC COM 067774109 251 6,314 X 6,314
BARR PHARMACEUTICALS INC COM 068306109 1,053 21,017 X 21,017
BAUSCH & LOMB INC COM 071707103 320 6,145 X 6,145
BAXTER INTL INC COM 071813109 8,568 184,688 X 184,688
BEA SYS INC COM 073325102 971 77,157 X 77,157
BEAR STEARNS COS INC COM 073902108 9,260 56,888 X 56,888
BEAZER HOMES USA INC COM 07556Q105 282 5,992 X 5,992
BECKMAN COULTER INC COM 075811109 716 11,977 X 11,977
BECTON DICKINSON & CO COM 075887109 15,522 221,272 X 221,272
BED BATH & BEYOND INC COM 075896100 4,579 120,194 X 120,194
BELLSOUTH CORP COM 079860102 32,280 685,213 X 685,213
BEMIS INC COM 081437105 759 22,331 X 22,331
BERKLEY W R CORP COM 084423102 4,109 119,077 X 119,077
BERKSHIRE HATHAWAY INC
DEL CL B 084670207 649 177 X 177
BEST BUY INC COM 086516101 11,848 240,856 X 240,856
BIOMET INC COM 090613100 2,011 48,728 X 48,728
BIOGEN IDEC INC COM 09062X103 8,157 165,829 X 165,829
BLACK & DECKER CORP COM 091797100 3,416 42,711 X 42,711
BLACKROCK INC COM 09247X101 5,229 34,421 X 34,421
BLOCK H & R INC COM 093671105 1,499 65,043 X 65,043
BOEING CO COM 097023105 31,748 357,362 X 357,362
BORG WARNER INC COM 099724106 706 11,962 X 11,962
BOSTON PROPERTIES INC COM 101121101 4,615 41,249 X 41,249
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
BOSTON SCIENTIFIC CORP COM 101137107 4,199 244,424 X 244,424
BOYD GAMING CORP COM 103304101 392 8,645 X 8,645
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 298 8,960 X 8,960
BRINKER INTL INC COM 109641100 1,363 45,191 X 45,191
BRINKS CO COM 109696104 1,118 17,484 X 17,484
BRISTOL MYERS SQUIBB CO COM 110122108 16,731 635,690 X 635,690
BROADCOM CORP CL A 111320107 7,376 228,280 X 228,280
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,038 42,300 X 42,300
BROWN & BROWN INC COM 115236101 627 22,243 X 22,243
BROWN FORMAN CORP CL B 115637209 808 12,196 X 12,196
BRUNSWICK CORP COM 117043109 354 11,097 X 11,097
BURLINGTON NORTHN SANTA
FE C COM 12189T104 10,424 141,226 X 141,226
CBL & ASSOC PPTYS INC COM 124830100 274 6,331 X 6,331
CBS CORP NEW CL B 124857202 8,292 265,929 X 265,929
CB RICHARD ELLIS GROUP
INC CL A 12497T101 1,217 36,642 X 36,642
C D W CORP COM 12512N105 818 11,633 X 11,633
C H ROBINSON WORLDWIDE
INC COM NEW 12541W209 5,005 122,405 X 122,405
CIGNA CORP COM 125509109 2,694 20,477 X 20,477
CIT GROUP INC COM 125581108 2,490 44,654 X 44,654
CMS ENERGY CORP COM 125896100 1,700 101,802 X 101,802
CSX CORP COM 126408103 6,082 176,651 X 176,651
CTS CORP COM 126501105 314 20,000 X 20,000
CVS CORP COM 126650100 10,397 336,355 X 336,355
CA INC COM 12673P105 1,067 47,127 X 47,127
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,712 95,219 X 95,219
CABOT CORP COM 127055101 385 8,847 X 8,847
CABOT OIL & GAS CORP COM 127097103 292 4,812 X 4,812
CADENCE DESIGN SYSTEM INC COM 127387108 2,712 151,450 X 151,450
CAMDEN PPTY TR SH BEN INT 133131102 410 5,554 X 5,554
CAMERON INTERNATIONAL
CORP COM 13342B105 3,202 60,364 X 60,364
CAMPBELL SOUP CO COM 134429109 3,969 102,068 X 102,068
CAPITAL ONE FINL CORP COM 14040H105 12,654 164,722 X 164,722
CAPITALSOURCE INC COM 14055X102 416 15,251 X 15,251
CARDINAL HEALTH INC COM 14149Y108 5,330 82,722 X 82,722
CAREER EDUCATION CORP COM 141665109 479 19,342 X 19,342
CAREMARK RX INC COM 141705103 16,743 293,179 X 293,179
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
CARLISLE COS INC COM 142339100 442 5,635 X 5,635
CARMAX INC COM 143130102 1,118 20,844 X 20,844
CARPENTER TECHNOLOGY CORP COM 144285103 498 4,862 X 4,862
CATERPILLAR INC DEL COM 149123101 15,861 258,620 X 258,620
CBOT HLDGS INC CL A 14984K106 1,583 10,451 X 10,451
CELANESE CORP DEL COM SER A 150870103 881 34,044 X 34,044
CELGENE CORP COM 151020104 6,545 113,759 X 113,759
CENTERPOINT ENERGY INC COM 15189T107 1,338 80,722 X 80,722
CENTEX CORP COM 152312104 1,938 34,449 X 34,449
CENTURYTEL INC COM 156700106 5,084 116,444 X 116,444
CEPHALON INC COM 156708109 846 12,021 X 12,021
CERIDIAN CORP NEW COM 156779100 732 26,151 X 26,151
CERNER CORP COM 156782104 579 12,734 X 12,734
CHARLES RIV LABS INTL INC COM 159864107 379 8,765 X 8,765
CHECKFREE CORP NEW COM 162813109 2,666 66,377 X 66,377
CHEESECAKE FACTORY INC COM 163072101 385 15,659 X 15,659
CHEMTURA CORP COM 163893100 228 23,708 X 23,708
CHENIERE ENERGY INC COM NEW 16411R208 313 10,854 X 10,854
CHESAPEAKE ENERGY CORP COM 165167107 1,069 36,807 X 36,807
CHEVRON CORP NEW COM 166764100 64,606 878,633 X 878,633
CHICAGO MERCANTILE HLDGS
INC CL A 167760107 10,122 19,857 X 19,857
CHICOS FAS INC COM 168615102 734 35,475 X 35,475
CHOICE HOTELS INTL INC COM 169905106 280 6,648 X 6,648
CHOICEPOINT INC COM 170388102 622 15,806 X 15,806
CHUBB CORP COM 171232101 12,482 235,911 X 235,911
CHURCH & DWIGHT INC COM 171340102 2,465 57,795 X 57,795
CIENA CORP COM NEW 171779309 278 10,034 X 10,034
CIMAREX ENERGY CO COM 171798101 297 8,132 X 8,132
CINCINNATI FINL CORP COM 172062101 696 15,354 X 15,354
CIRCUIT CITY STORE INC COM 172737108 1,113 58,615 X 58,615
CISCO SYS INC COM 17275R102 81,208 2,971,387 X 2,971,387
CINTAS CORP COM 172908105 1,103 27,765 X 27,765
CITIGROUP INC COM 172967101 117,184 2,103,850 X 2,103,850
CITIZENS COMMUNICATIONS
CO COM 17453B101 651 45,337 X 45,337
CITRIX SYS INC COM 177376100 976 36,077 X 36,077
CITY NATL CORP COM 178566105 292 4,105 X 4,105
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
CLAIRES STORES INC COM 179584107 2,684 80,991 X 80,991
CLARCOR INC COM 179895107 1,116 33,000 X 33,000
CLEAR CHANNEL
COMMUNICATIONS COM 184502102 4,715 132,669 X 132,669
CLOROX CO DEL COM 189054109 2,333 36,365 X 36,365
COACH INC COM 189754104 8,731 203,238 X 203,238
COCA COLA CO COM 191216100 46,808 970,116 X 970,116
COCA COLA ENTERPRISES INC COM 191219104 615 30,119 X 30,119
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 6,003 77,796 X 77,796
COLDWATER CREEK INC COM 193068103 290 11,828 X 11,828
COLGATE PALMOLIVE CO COM 194162103 15,534 238,099 X 238,099
COLONIAL BANCGROUP INC COM 195493309 392 15,240 X 15,240
COLONIAL PPTYS TR COM SH BEN INT 195872106 211 4,500 X 4,500
COMCAST CORP NEW CL A 20030N101 27,091 639,995 X 639,995
COMERICA INC COM 200340107 940 16,013 X 16,013
COMMERCE BANCORP INC NJ COM 200519106 3,544 100,477 X 100,477
COMMERCE BANCSHARES INC COM 200525103 334 6,906 X 6,906
COMMERCIAL METALS CO COM 201723103 2,127 82,460 X 82,460
COMMUNITY HEALTH SYS INC
NEW COM 203668108 571 15,645 X 15,645
COMPASS BANCSHARES INC COM 20449H109 5,531 92,725 X 92,725
COMPUTER SCIENCES CORP COM 205363104 9,176 171,930 X 171,930
COMPUWARE CORP COM 205638109 301 36,097 X 36,097
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 762 36,077 X 36,077
CONAGRA FOODS INC COM 205887102 1,383 51,219 X 51,219
CON-WAY INC COM 205944101 418 9,485 X 9,485
CONOCOPHILLIPS COM 20825C104 55,525 771,715 X 771,715
CONSECO INC COM NEW 208464883 298 14,929 X 14,929
CONSOL ENERGY INC COM 20854P109 2,130 66,281 X 66,281
CONSOLIDATED EDISON INC COM 209115104 2,900 60,334 X 60,334
CONSTELLATION BRANDS INC CL A 21036P108 6,910 238,118 X 238,118
CONSTELLATION ENERGY
GROUP I COM 210371100 5,847 84,897 X 84,897
CONTINENTAL AIRLS INC CL B 210795308 716 17,365 X 17,365
CONVERGYS CORP COM 212485106 2,618 110,073 X 110,073
COOPER COS INC COM NEW 216648402 294 6,602 X 6,602
COPART INC COM 217204106 420 14,014 X 14,014
CORN PRODS INTL INC COM 219023108 1,634 47,303 X 47,303
CORNING INC COM 219350105 14,191 758,491 X 758,491
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
CORPORATE EXECUTIVE BRD
CO COM 21988R102 2,580 29,420 X 29,420
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 446 9,867 X 9,867
COSTCO WHSL CORP NEW COM 22160K105 11,485 217,238 X 217,238
COUNTRYWIDE FINANCIAL
CORP COM 222372104 6,364 149,928 X 149,928
COVANCE INC COM 222816100 3,210 54,496 X 54,496
COVANTA HLDG CORP COM 22282E102 498 22,583 X 22,583
COVENTRY HEALTH CARE INC COM 222862104 5,645 112,781 X 112,781
CRANE CO COM 224399105 1,694 46,226 X 46,226
CREE INC COM 225447101 244 14,107 X 14,107
CROWN CASTLE INTL CORP COM 228227104 4,816 149,117 X 149,117
CROWN HOLDINGS INC COM 228368106 695 33,219 X 33,219
CULLEN FROST BANKERS INC COM 229899109 436 7,804 X 7,804
CUMMINS INC COM 231021106 2,521 21,336 X 21,336
CURTISS WRIGHT CORP COM 231561101 3,385 91,300 X 91,300
CYPRESS SEMICONDUCTOR
CORP COM 232806109 441 26,159 X 26,159
CYTEC INDS INC COM 232820100 229 4,061 X 4,061
CYTYC CORP COM 232946103 641 22,646 X 22,646
DPL INC COM 233293109 1,063 38,279 X 38,279
DRS TECHNOLOGIES INC COM 23330X100 269 5,109 X 5,109
D R HORTON INC COM 23331A109 2,319 87,561 X 87,561
DST SYS INC DEL COM 233326107 1,898 30,312 X 30,312
DTE ENERGY CO COM 233331107 4,610 95,220 X 95,220
DADE BEHRING HLDGS INC COM 23342J206 2,279 57,257 X 57,257
DANAHER CORP DEL COM 235851102 7,049 97,312 X 97,312
DARDEN RESTAURANTS INC COM 237194105 7,036 175,155 X 175,155
DAVITA INC COM 23918K108 4,699 82,606 X 82,606
DEAN FOODS CO NEW COM 242370104 566 13,396 X 13,396
DEERE & CO COM 244199105 6,382 67,130 X 67,130
DEL MONTE FOODS CO COM 24522P103 217 19,698 X 19,698
DELL INC COM 24702R101 23,959 954,931 X 954,931
DENBURY RES INC COM NEW 247916208 655 23,580 X 23,580
DENTSPLY INTL INC NEW COM 249030107 933 31,262 X 31,262
DEVELOPERS DIVERSIFIED
RLTY COM 251591103 5,377 85,425 X 85,425
DEVON ENERGY CORP NEW COM 25179M103 16,823 250,797 X 250,797
DIAGEO P L C SPON ADR NEW 25243Q205 1,586 20,000 X 20,000
DIAMOND OFFSHORE DRILLING
IN COM 25271C102 4,691 58,681 X 58,681
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
DICKS SPORTING GOODS INC COM 253393102 1,578 32,220 X 32,220
DIEBOLD INC COM 253651103 559 11,998 X 11,998
DILLARDS INC CL A 254067101 1,306 37,359 X 37,359
DIRECTV GROUP INC COM 25459L106 3,977 159,468 X 159,468
DISCOVERY HOLDING CO CL A COM 25468Y107 572 35,548 X 35,548
DISNEY WALT CO COM DISNEY 254687106 29,670 865,784 X 865,784
DOLBY LABORATORIES INC COM 25659T107 215 6,920 X 6,920
DOLLAR GEN CORP COM 256669102 2,411 150,123 X 150,123
DOLLAR TREE STORES INC COM 256747106 347 11,520 X 11,520
DOMINION RES INC VA NEW COM 25746U109 10,922 130,270 X 130,270
DONALDSON INC COM 257651109 3,320 95,639 X 95,639
DONNELLEY R R & SONS CO COM 257867101 1,628 45,799 X 45,799
DOVER CORP COM 260003108 3,346 68,251 X 68,251
DOW CHEM CO COM 260543103 14,119 353,856 X 353,856
DOW JONES & CO INC COM 260561105 446 11,725 X 11,725
DU PONT E I DE NEMOURS &
CO COM 263534109 19,943 409,431 X 409,431
DUKE ENERGY CORP NEW COM 26441C105 20,186 607,820 X 607,820
DUKE REALTY CORP COM NEW 264411505 544 13,297 X 13,297
DUN & BRADSTREET CORP DEL
NE COM 26483E100 5,310 64,133 X 64,133
DUQUESNE LT HLDGS INC COM 266233105 1,787 90,000 X 90,000
DYNEGY INC NEW CL A 26816Q101 344 47,581 X 47,581
E M C CORP MASS COM 268648102 6,860 519,696 X 519,696
ENSCO INTL INC COM 26874Q100 4,303 85,954 X 85,954
EOG RES INC COM 26875P101 6,794 108,791 X 108,791
E TRADE FINANCIAL CORP COM 269246104 1,821 81,233 X 81,233
EAGLE MATERIALS INC COM 26969P108 431 9,962 X 9,962
EAST WEST BANCORP INC COM 27579R104 905 25,541 X 25,541
EASTMAN CHEM CO COM 277432100 2,227 37,551 X 37,551
EASTMAN KODAK CO COM 277461109 731 28,328 X 28,328
EATON CORP COM 278058102 4,231 56,311 X 56,311
EATON VANCE CORP COM NON VTG 278265103 756 22,909 X 22,909
EBAY INC COM 278642103 17,086 568,201 X 568,201
ECHOSTAR COMMUNICATIONS
NEW CL A 278762109 1,551 40,782 X 40,782
ECOLAB INC COM 278865100 2,970 65,704 X 65,704
EDISON INTL COM 281020107 5,191 114,131 X 114,131
EDWARDS LIFESCIENCES CORP COM 28176E108 549 11,670 X 11,670
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
EDWARDS AG INC COM 281760108 477 7,544 X 7,544
EL PASO CORP COM 28336L109 2,537 166,027 X 166,027
ELECTRONIC ARTS INC COM 285512109 4,037 80,164 X 80,164
ELECTRONIC DATA SYS NEW COM 285661104 4,547 165,050 X 165,050
EMBARQ CORP COM 29078E105 2,553 48,578 X 48,578
EMDEON CORP COM 290849108 673 54,335 X 54,335
EMERSON ELEC CO COM 291011104 15,511 351,812 X 351,812
ENDO PHARMACEUTICALS
HLDGS I COM 29264F205 4,864 176,351 X 176,351
ENERGEN CORP COM 29265N108 2,682 57,143 X 57,143
ENERGY CONVERSION DEVICES
IN COM 292659109 510 15,000 X 15,000
ENERGY EAST CORP COM 29266M109 361 14,555 X 14,555
ENERGIZER HLDGS INC COM 29266R108 2,366 33,326 X 33,326
ENTERGY CORP NEW COM 29364G103 16,073 174,103 X 174,103
EQUIFAX INC COM 294429105 2,888 71,131 X 71,131
EQUITABLE RES INC COM 294549100 931 22,294 X 22,294
EQUITY OFFICE PROPERTIES
TRU COM 294741103 2,413 50,103 X 50,103
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,457 28,718 X 28,718
ERIE INDTY CO CL A 29530P102 282 4,867 X 4,867
ESSEX PPTY TR INC COM 297178105 423 3,272 X 3,272
EXELON CORP COM 30161N101 15,115 244,219 X 244,219
EXPEDIA INC DEL COM 30212P105 1,647 78,485 X 78,485
EXPEDITORS INTL WASH INC COM 302130109 4,607 113,756 X 113,756
EXPRESS SCRIPTS INC COM 302182100 7,005 97,834 X 97,834
EXXON MOBIL CORP COM 30231G102 177,274 2,313,379 X 2,313,379
FMC TECHNOLOGIES INC COM 30249U101 2,251 36,532 X 36,532
F M C CORP COM NEW 302491303 295 3,850 X 3,850
FPL GROUP INC COM 302571104 2,986 54,872 X 54,872
FTD GROUP INC COM 30267U108 1,070 59,800 X 59,800
FACTSET RESH SYS INC COM 303075105 465 8,240 X 8,240
FAIR ISAAC CORP COM 303250104 474 11,654 X 11,654
FAIRCHILD SEMICONDUCTOR
INTL COM 303726103 306 18,197 X 18,197
FAMILY DLR STORES INC COM 307000109 1,630 55,569 X 55,569
FASTENAL CO COM 311900104 893 24,895 X 24,895
FEDERAL HOME LN MTG CORP COM 313400301 25,598 376,991 X 376,991
FEDERAL NATL MTG ASSN COM 313586109 16,581 279,193 X 279,193
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 678 7,973 X 7,973
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
FEDERATED DEPT STORES INC
DE COM 31410H101 6,589 172,791 X 172,791
FEDERATED INVS INC PA CL B 314211103 613 18,141 X 18,141
FEDEX CORP COM 31428X106 16,773 154,423 X 154,423
F5 NETWORKS INC COM 315616102 595 8,021 X 8,021
FIDELITY NATL INFORMATION
SV COM 31620M106 829 20,670 X 20,670
FIDELITY NATIONAL
FINANCIAL CL A 31620R105 1,221 51,150 X 51,150
FIFTH THIRD BANCORP COM 316773100 4,383 107,084 X 107,084
FIRST AMERN CORP CALIF COM 318522307 344 8,448 X 8,448
FIRST DATA CORP COM 319963104 3,869 151,614 X 151,614
FIRST HORIZON NATL CORP COM 320517105 507 12,144 X 12,144
FIRST MARBLEHEAD CORP COM 320771108 1,097 20,068 X 20,068
FISERV INC COM 337738108 2,767 52,794 X 52,794
FIRSTENERGY CORP COM 337932107 10,307 170,922 X 170,922
FLORIDA ROCK INDS INC COM 341140101 409 9,498 X 9,498
FLUOR CORP NEW COM 343412102 1,415 17,336 X 17,336
FLOWSERVE CORP COM 34354P105 1,519 30,107 X 30,107
FOOT LOCKER INC COM 344849104 723 32,975 X 32,975
FORD MTR CO DEL COM PAR $0.01 345370860 3,500 465,988 X 465,988
FOREST CITY ENTERPRISES
INC CL A 345550107 2,566 43,944 X 43,944
FOREST LABS INC COM 345838106 8,847 174,838 X 174,838
FORTUNE BRANDS INC COM 349631101 2,172 25,441 X 25,441
FOUNDATION COAL HLDGS INC COM 35039W100 890 28,022 X 28,022
FRANKLIN RES INC COM 354613101 13,791 125,175 X 125,175
FREEPORT-MCMORAN COPPER &
GO CL B 35671D857 5,810 104,256 X 104,256
FRONTIER OIL CORP COM 35914P105 2,363 82,216 X 82,216
FULTON FINL CORP PA COM 360271100 286 17,141 X 17,141
GATX CORP COM 361448103 294 6,778 X 6,778
GALLAGHER ARTHUR J & CO COM 363576109 368 12,442 X 12,442
GALLAHER GROUP PLC SPONSORED ADR 363595109 1,349 15,000 X 15,000
GAMESTOP CORP NEW CL A 36467W109 717 13,002 X 13,002
GANNETT INC COM 364730101 5,408 89,447 X 89,447
GAP INC DEL COM 364760108 2,671 136,965 X 136,965
GARDNER DENVER INC COM 365558105 2,107 56,460 X 56,460
GEN-PROBE INC NEW COM 36866T103 535 10,211 X 10,211
GENENTECH INC COM NEW 368710406 33,462 412,447 X 412,447
GENERAL DYNAMICS CORP COM 369550108 15,414 207,316 X 207,316
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
GENERAL ELECTRIC CO COM 369604103 143,595 3,859,036 X 3,859,036
GENERAL GROWTH PPTYS INC COM 370021107 1,347 25,781 X 25,781
GENERAL MLS INC COM 370334104 15,701 272,586 X 272,586
GENERAL MTRS CORP COM 370442105 3,888 126,573 X 126,573
GENTEX CORP COM 371901109 421 27,087 X 27,087
GENUINE PARTS CO COM 372460105 1,898 40,023 X 40,023
GENWORTH FINL INC COM CL A 37247D106 7,063 206,470 X 206,470
GENZYME CORP COM 372917104 7,639 124,051 X 124,051
GETTY IMAGES INC COM 374276103 440 10,281 X 10,281
GILEAD SCIENCES INC COM 375558103 18,305 281,919 X 281,919
GLOBAL INDS LTD COM 379336100 228 17,477 X 17,477
GLOBAL PMTS INC COM 37940X102 9,415 203,349 X 203,349
GLOBAL SIGNAL INC COM 37944Q103 4,655 88,373 X 88,373
GOLDMAN SACHS GROUP INC COM 38141G104 46,903 235,282 X 235,282
GOODRICH CORP COM 382388106 1,990 43,682 X 43,682
GOODYEAR TIRE & RUBR CO COM 382550101 2,017 96,100 X 96,100
GOOGLE INC CL A 38259P508 53,945 117,149 X 117,149
GRACO INC COM 384109104 1,630 41,143 X 41,143
GRAINGER W W INC COM 384802104 1,678 23,987 X 23,987
GRANT PRIDECO INC COM 38821G101 1,827 45,934 X 45,934
GREAT PLAINS ENERGY INC COM 391164100 249 7,838 X 7,838
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,621 60,000 X 60,000
HCC INS HLDGS INC COM 404132102 544 16,953 X 16,953
HNI CORP COM 404251100 428 9,645 X 9,645
HRPT PPTYS TR COM SH BEN INT 40426W101 256 20,710 X 20,710
HALLIBURTON CO COM 406216101 11,553 372,071 X 372,071
HANESBRANDS INC COM 410345102 338 14,326 X 14,326
HANOVER INS GROUP INC COM 410867105 333 6,825 X 6,825
HANSEN NAT CORP COM 411310105 407 12,081 X 12,081
HARLEY DAVIDSON INC COM 412822108 11,092 157,406 X 157,406
HARMAN INTL INDS INC COM 413086109 1,323 13,247 X 13,247
HARRAHS ENTMT INC COM 413619107 3,960 47,875 X 47,875
HARRIS CORP DEL COM 413875105 1,792 39,086 X 39,086
HARSCO CORP COM 415864107 631 8,296 X 8,296
HARTE-HANKS INC COM 416196103 307 11,068 X 11,068
HARTFORD FINL SVCS GROUP
INC COM 416515104 18,186 194,894 X 194,894
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
HASBRO INC COM 418056107 1,596 58,551 X 58,551
HAWAIIAN ELEC INDUSTRIES COM 419870100 217 7,999 X 7,999
HEALTH CARE PPTY INVS INC COM 421915109 721 19,578 X 19,578
HEALTH MGMT ASSOC INC NEW CL A 421933102 631 29,889 X 29,889
HEALTH CARE REIT INC COM 42217K106 264 6,126 X 6,126
HEALTH NET INC COM 42222G108 1,067 21,928 X 21,928
HEINZ H J CO COM 423074103 8,176 181,657 X 181,657
HELIX ENERGY SOLUTIONS
GRP I COM 42330P107 565 18,027 X 18,027
HELMERICH & PAYNE INC COM 423452101 509 20,807 X 20,807
HERCULES INC COM 427056106 276 14,300 X 14,300
HERSHEY CO COM 427866108 4,124 82,810 X 82,810
HESS CORP COM 42809H107 3,270 65,962 X 65,962
HEWITT ASSOCS INC COM 42822Q100 249 9,665 X 9,665
HEWLETT PACKARD CO COM 428236103 55,370 1,344,265 X 1,344,265
HILLENBRAND INDS INC COM 431573104 490 8,612 X 8,612
HILTON HOTELS CORP COM 432848109 5,981 171,372 X 171,372
HOLLY CORP COM PAR $0.01 435758305 489 9,514 X 9,514
HOME DEPOT INC COM 437076102 32,267 803,454 X 803,454
HONEYWELL INTL INC COM 438516106 11,398 251,945 X 251,945
HORMEL FOODS CORP COM 440452100 3,259 87,273 X 87,273
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 337 7,086 X 7,086
HOSPIRA INC COM 441060100 1,039 30,931 X 30,931
HOST HOTELS & RESORTS INC COM 44107P104 1,990 81,040 X 81,040
HUBBELL INC CL B 443510201 348 7,688 X 7,688
HUDSON CITY BANCORP COM 443683107 1,192 85,882 X 85,882
HUMANA INC COM 444859102 5,012 90,613 X 90,613
HUNT J B TRANS SVCS INC COM 445658107 421 20,285 X 20,285
HUNTINGTON BANCSHARES INC COM 446150104 574 24,185 X 24,185
HUNTSMAN CORP COM 447011107 289 15,244 X 15,244
IAC INTERACTIVECORP COM NEW 44919P300 4,600 123,801 X 123,801
IMS HEALTH INC COM 449934108 931 33,887 X 33,887
ISTAR FINL INC COM 45031U101 595 12,450 X 12,450
ITT EDUCATIONAL SERVICES
INC COM 45068B109 545 8,207 X 8,207
ITT CORP NEW COM 450911102 4,717 83,021 X 83,021
IDEARC INC COM 451663108 310 10,820 X 10,820
IDEX CORP COM 45167R104 710 14,969 X 14,969
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
IDEXX LABS INC COM 45168D104 494 6,233 X 6,233
ILLINOIS TOOL WKS INC COM 452308109 9,094 196,877 X 196,877
IMCLONE SYS INC COM 45245W109 368 13,764 X 13,764
INDYMAC BANCORP INC COM 456607100 1,731 38,323 X 38,323
INGRAM MICRO INC CL A 457153104 282 13,832 X 13,832
INTEGRATED DEVICE
TECHNOLOGY COM 458118106 1,061 68,533 X 68,533
INTEL CORP COM 458140100 53,179 2,626,136 X 2,626,136
INTERCONTINENTALEXCHANGE
INC COM 45865V100 435 4,033 X 4,033
INTERNATIONAL BUSINESS
MACHS COM 459200101 68,786 708,041 X 708,041
INTERNATIONAL FLAVORS&
FRAGRA COM 459506101 741 15,077 X 15,077
INTERNATIONAL GAME
TECHNOLOG COM 459902102 7,288 157,751 X 157,751
INTL PAPER CO COM 460146103 4,957 145,362 X 145,362
INTERNATIONAL RECTIFIER
CORP COM 460254105 2,156 55,955 X 55,955
INTERNATIONAL SPEEDWAY
CORP CL A 460335201 1,284 25,157 X 25,157
INTERSIL CORP CL A 46069S109 481 20,111 X 20,111
INTERPUBLIC GROUP COS INC COM 460690100 1,058 86,404 X 86,404
INTUITIVE SURGICAL INC COM NEW 46120E602 693 7,231 X 7,231
INTUIT COM 461202103 2,562 83,967 X 83,967
INVESTMENT TECHNOLOGY GRP
NE COM 46145F105 2,512 58,575 X 58,575
INVITROGEN CORP COM 46185R100 375 6,628 X 6,628
INVESTORS FINL SERVICES
CORP COM 461915100 556 13,022 X 13,022
IRON MTN INC COM 462846106 1,765 42,690 X 42,690
ISHARES TR RUSSELL1000VAL 464287598 12,131 146,688 X 146,688
ISHARES TR RUSSELL1000GRW 464287614 7,930 144,100 X 144,100
ISHARES TR RUSSELL 1000 464287622 22,865 297,560 X 297,560
JDS UNIPHASE CORP COM PAR $0.001 46612J507 673 40,410 X 40,410
JP MORGAN CHASE & CO COM 46625H100 56,401 1,167,722 X 1,167,722
JABIL CIRCUIT INC COM 466313103 1,624 66,139 X 66,139
JACOBS ENGR GROUP INC DEL COM 469814107 3,612 44,293 X 44,293
JANUS CAP GROUP INC COM 47102X105 643 29,784 X 29,784
JARDEN CORP COM 471109108 264 7,596 X 7,596
JEFFERIES GROUP INC NEW COM 472319102 313 11,685 X 11,685
JOHNSON & JOHNSON COM 478160104 90,288 1,367,582 X 1,367,582
JOHNSON CTLS INC COM 478366107 10,923 127,127 X 127,127
JONES APPAREL GROUP INC COM 480074103 1,802 53,894 X 53,894
JONES LANG LASALLE INC COM 48020Q107 653 7,080 X 7,080
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
JOY GLOBAL INC COM 481165108 1,183 24,471 X 24,471
JUNIPER NETWORKS INC COM 48203R104 1,630 86,062 X 86,062
KLA-TENCOR CORP COM 482480100 1,754 35,249 X 35,249
KANSAS CITY SOUTHERN COM NEW 485170302 293 10,121 X 10,121
KB HOME COM 48666K109 877 17,097 X 17,097
KELLOGG CO COM 487836108 4,521 90,311 X 90,311
KENNAMETAL INC COM 489170100 1,130 19,200 X 19,200
KEYCORP NEW COM 493267108 1,516 39,856 X 39,856
KEYSPAN CORP COM 49337W100 710 17,236 X 17,236
KILROY RLTY CORP COM 49427F108 495 6,341 X 6,341
KIMBERLY CLARK CORP COM 494368103 8,279 121,841 X 121,841
KIMCO REALTY CORP COM 49446R109 13,859 308,325 X 308,325
KINDER MORGAN INC KANS COM 49455P101 2,230 21,083 X 21,083
KINETIC CONCEPTS INC COM NEW 49460W208 344 8,690 X 8,690
KING PHARMACEUTICALS INC COM 495582108 3,962 248,885 X 248,885
KIRBY CORP COM 497266106 356 10,428 X 10,428
KOHLS CORP COM 500255104 4,438 64,861 X 64,861
KRAFT FOODS INC CL A 50075N104 742 20,776 X 20,776
KROGER CO COM 501044101 2,313 100,270 X 100,270
LSI LOGIC CORP COM 502161102 1,508 167,527 X 167,527
L-3 COMMUNICATIONS HLDGS
INC COM 502424104 1,054 12,893 X 12,893
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 15,774 214,694 X 214,694
LAIDLAW INTL INC COM 50730R102 556 18,288 X 18,288
LAM RESEARCH CORP COM 512807108 4,953 97,842 X 97,842
LAMAR ADVERTISING CO CL A 512815101 1,072 16,387 X 16,387
LANDSTAR SYS INC COM 515098101 446 11,684 X 11,684
LAS VEGAS SANDS CORP COM 517834107 6,353 71,003 X 71,003
LAUDER ESTEE COS INC CL A 518439104 1,005 24,615 X 24,615
LAUREATE EDUCATION INC COM 518613104 386 7,938 X 7,938
LEAP WIRELESS INTL INC COM NEW 521863308 2,868 48,231 X 48,231
LEGGETT & PLATT INC COM 524660107 668 27,963 X 27,963
LEGG MASON INC COM 524901105 9,236 97,174 X 97,174
LEHMAN BROS HLDGS INC COM 524908100 14,818 189,677 X 189,677
LENNAR CORP CL A 526057104 992 18,908 X 18,908
LEUCADIA NATL CORP COM 527288104 454 16,091 X 16,091
LEVEL 3 COMMUNICATIONS
INC COM 52729N100 1,805 322,310 X 322,310
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
LEXMARK INTL NEW CL A 529771107 6,813 93,071 X 93,071
LIBERTY GLOBAL INC COM SER A 530555101 2,820 96,757 X 96,757
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 2,488 115,351 X 115,351
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 3,292 33,601 X 33,601
LIBERTY PPTY TR SH BEN INT 531172104 432 8,796 X 8,796
LIFEPOINT HOSPITALS INC COM 53219L109 258 7,670 X 7,670
LILLY ELI & CO COM 532457108 11,508 220,880 X 220,880
LIMITED BRANDS INC COM 532716107 2,792 96,464 X 96,464
LINCARE HLDGS INC COM 532791100 2,348 58,933 X 58,933
LINCOLN ELEC HLDGS INC COM 533900106 2,695 44,599 X 44,599
LINCOLN NATL CORP IND COM 534187109 1,842 27,737 X 27,737
LINEAR TECHNOLOGY CORP COM 535678106 1,823 60,132 X 60,132
LIZ CLAIBORNE INC COM 539320101 4,563 104,999 X 104,999
LOCKHEED MARTIN CORP COM 539830109 10,820 117,522 X 117,522
LOEWS CORP COM 540424108 13,217 318,710 X 318,710
LOEWS CORP CAROLNA GP STK 540424207 11,047 170,695 X 170,695
LOUISIANA PAC CORP COM 546347105 225 10,463 X 10,463
LOWES COS INC COM 548661107 28,219 905,909 X 905,909
LUBRIZOL CORP COM 549271104 653 13,036 X 13,036
LYONDELL CHEMICAL CO COM 552078107 853 33,376 X 33,376
M & T BK CORP COM 55261F104 5,191 42,492 X 42,492
MBIA INC COM 55262C100 11,162 152,781 X 152,781
M D C HLDGS INC COM 552676108 1,421 24,909 X 24,909
MDU RES GROUP INC COM 552690109 901 35,143 X 35,143
MEMC ELECTR MATLS INC COM 552715104 1,137 29,051 X 29,051
MGIC INVT CORP WIS COM 552848103 3,820 61,084 X 61,084
MGM MIRAGE COM 552953101 2,248 39,194 X 39,194
MSC INDL DIRECT INC CL A 553530106 293 7,485 X 7,485
MACERICH CO COM 554382101 1,230 14,212 X 14,212
MACK CALI RLTY CORP COM 554489104 1,843 36,135 X 36,135
MANITOWOC INC COM 563571108 720 12,113 X 12,113
MANOR CARE INC NEW COM 564055101 684 14,585 X 14,585
MANPOWER INC COM 56418H100 6,542 87,305 X 87,305
MARATHON OIL CORP COM 565849106 17,690 191,243 X 191,243
MARKEL CORP COM 570535104 534 1,113 X 1,113
MARSH & MCLENNAN COS INC COM 571748102 1,661 54,191 X 54,191
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
MARSHALL & ILSLEY CORP COM 571834100 7,479 155,462 X 155,462
MARRIOTT INTL INC NEW CL A 571903202 10,137 212,428 X 212,428
MARTIN MARIETTA MATLS INC COM 573284106 940 9,044 X 9,044
MASCO CORP COM 574599106 3,079 103,092 X 103,092
MASSEY ENERGY CORP COM 576206106 377 16,235 X 16,235
MASTERCARD INC CL A 57636Q104 1,199 12,178 X 12,178
MATTEL INC COM 577081102 3,628 160,119 X 160,119
MAXIM INTEGRATED PRODS
INC COM 57772K101 1,945 63,510 X 63,510
MCAFEE INC COM 579064106 862 30,388 X 30,388
MCCLATCHY CO CL A 579489105 903 20,864 X 20,864
MCCORMICK & CO INC COM NON VTG 579780206 5,146 133,453 X 133,453
MCDONALDS CORP COM 580135101 20,706 467,083 X 467,083
MCGRAW HILL COS INC COM 580645109 10,533 154,853 X 154,853
MCKESSON CORP COM 58155Q103 3,858 76,092 X 76,092
MEADWESTVACO CORP COM 583334107 4,054 134,859 X 134,859
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 2,575 48,186 X 48,186
MEDIMMUNE INC COM 584699102 1,595 49,263 X 49,263
MEDTRONIC INC COM 585055106 29,113 544,058 X 544,058
MELLON FINL CORP COM 58551A108 8,457 200,633 X 200,633
MENTOR GRAPHICS CORP COM 587200106 1,082 60,000 X 60,000
MERCANTILE BANKSHARES
CORP COM 587405101 569 12,153 X 12,153
MERCK & CO INC COM 589331107 43,446 996,458 X 996,458
MEREDITH CORP COM 589433101 347 6,161 X 6,161
MERRILL LYNCH & CO INC COM 590188108 32,970 354,135 X 354,135
METLIFE INC COM 59156R108 15,610 264,539 X 264,539
METTLER TOLEDO
INTERNATIONAL COM 592688105 636 8,064 X 8,064
MICROSOFT CORP COM 594918104 127,586 4,272,812 X 4,272,812
MICROCHIP TECHNOLOGY INC COM 595017104 1,388 42,455 X 42,455
MICRON TECHNOLOGY INC COM 595112103 3,691 264,388 X 264,388
MILLENNIUM
PHARMACEUTICALS I COM 599902103 522 47,881 X 47,881
MILLIPORE CORP COM 601073109 701 10,530 X 10,530
MIRANT CORP NEW COM 60467R100 858 27,165 X 27,165
MOHAWK INDS INC COM 608190104 2,293 30,637 X 30,637
MOLEX INC COM 608554101 1,493 47,198 X 47,198
MOLSON COORS BREWING CO CL B 60871R209 367 4,800 X 4,800
MONEYGRAM INTL INC COM 60935Y109 526 16,773 X 16,773
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
MONSANTO CO NEW COM 61166W101 17,974 342,175 X 342,175
MONSTER WORLDWIDE INC COM 611742107 1,892 40,573 X 40,573
MOODYS CORP COM 615369105 9,536 138,081 X 138,081
MORGAN STANLEY COM NEW 617446448 33,976 417,246 X 417,246
MOSAIC CO COM 61945A107 310 14,526 X 14,526
MOTOROLA INC COM 620076109 22,218 1,080,646 X 1,080,646
MUELLER WTR PRODS INC COM SER B 624758207 212 14,225 X 14,225
MURPHY OIL CORP COM 626717102 936 18,404 X 18,404
MYLAN LABS INC COM 628530107 3,416 171,143 X 171,143
NCR CORP NEW COM 62886E108 3,238 75,735 X 75,735
NII HLDGS INC CL B NEW 62913F201 6,004 93,173 X 93,173
NRG ENERGY INC COM NEW 629377508 928 16,562 X 16,562
NTL INC DEL COM 62941W101 724 28,672 X 28,672
NVR INC COM 62944T105 916 1,420 X 1,420
NYSE GROUP INC COM 62949W103 5,175 53,241 X 53,241
NALCO HOLDING COMPANY COM 62985Q101 430 21,018 X 21,018
NASDAQ STOCK MARKET INC COM 631103108 1,808 58,715 X 58,715
NATIONAL CITY CORP COM 635405103 11,162 305,320 X 305,320
NATIONAL FUEL GAS CO N J COM 636180101 319 8,277 X 8,277
NATIONAL INSTRS CORP COM 636518102 303 11,126 X 11,126
NATIONAL OILWELL VARCO
INC COM 637071101 3,425 55,988 X 55,988
NATIONAL SEMICONDUCTOR
CORP COM 637640103 3,674 161,863 X 161,863
NATIONWIDE FINL SVCS INC CL A 638612101 3,404 62,798 X 62,798
NAVTEQ CORP COM 63936L100 643 18,394 X 18,394
NETWORK APPLIANCE INC COM 64120L104 7,907 201,296 X 201,296
NEUSTAR INC CL A 64126X201 401 12,353 X 12,353
NEW PLAN EXCEL RLTY TR
INC COM 648053106 283 10,308 X 10,308
NEW YORK CMNTY BANCORP
INC COM 649445103 468 29,087 X 29,087
NEW YORK TIMES CO CL A 650111107 318 13,039 X 13,039
NEWELL RUBBERMAID INC COM 651229106 3,573 123,411 X 123,411
NEWFIELD EXPL CO COM 651290108 582 12,675 X 12,675
NEWMONT MINING CORP COM 651639106 7,452 165,057 X 165,057
NEWS CORP CL A 65248E104 20,734 965,264 X 965,264
NIKE INC CL B 654106103 14,825 149,698 X 149,698
NISOURCE INC COM 65473P105 1,130 46,886 X 46,886
NOKIA CORP SPONSORED ADR 654902204 1,219 60,000 X 60,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
NOBLE ENERGY INC COM 655044105 857 17,459 X 17,459
NORDSTROM INC COM 655664100 6,302 127,732 X 127,732
NORFOLK SOUTHERN CORP COM 655844108 8,340 165,836 X 165,836
NORTHEAST UTILS COM 664397106 1,834 65,139 X 65,139
NORTHERN TR CORP COM 665859104 11,652 191,986 X 191,986
NORTHROP GRUMMAN CORP COM 666807102 15,630 230,874 X 230,874
NOVELL INC COM 670006105 207 33,447 X 33,447
NOVELLUS SYS INC COM 670008101 604 17,538 X 17,538
NSTAR COM 67019E107 1,049 30,523 X 30,523
NUCOR CORP COM 670346105 8,676 158,723 X 158,723
NVIDIA CORP COM 67066G104 7,765 209,819 X 209,819
NUTRI SYS INC NEW COM 67069D108 403 6,350 X 6,350
OGE ENERGY CORP COM 670837103 2,146 53,640 X 53,640
NUVEEN INVTS INC CL A 67090F106 2,889 55,683 X 55,683
OSI RESTAURANT PARTNERS
INC COM 67104A101 393 10,024 X 10,024
OCCIDENTAL PETE CORP DEL COM 674599105 28,540 584,478 X 584,478
OCEANEERING INTL INC COM 675232102 423 10,645 X 10,645
OFFICEMAX INC DEL COM 67622P101 348 7,008 X 7,008
OFFICE DEPOT INC COM 676220106 5,599 146,676 X 146,676
OLD REP INTL CORP COM 680223104 528 22,659 X 22,659
OMNICARE INC COM 681904108 687 17,772 X 17,772
OMNICOM GROUP INC COM 681919106 16,244 155,388 X 155,388
OMNOVA SOLUTIONS INC COM 682129101 46 10,000 X 10,000
ONEOK INC NEW COM 682680103 482 11,185 X 11,185
ORACLE CORP COM 68389X105 32,106 1,873,165 X 1,873,165
O REILLY AUTOMOTIVE INC COM 686091109 1,761 54,914 X 54,914
OSHKOSH TRUCK CORP COM 688239201 705 14,570 X 14,570
OVERSEAS SHIPHOLDING
GROUP I COM 690368105 835 14,828 X 14,828
OWENS ILL INC COM NEW 690768403 560 30,372 X 30,372
PDL BIOPHARMA INC COM 69329Y104 457 22,671 X 22,671
PG&E CORP COM 69331C108 8,843 186,843 X 186,843
PMC-SIERRA INC COM 69344F106 274 40,909 X 40,909
PMI GROUP INC COM 69344M101 2,748 58,265 X 58,265
PNC FINL SVCS GROUP INC COM 693475105 7,714 104,182 X 104,182
PPG INDS INC COM 693506107 2,820 43,920 X 43,920
PPL CORP COM 69351T106 7,273 202,934 X 202,934
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
PACCAR INC COM 693718108 5,406 83,302 X 83,302
PACKAGING CORP AMER COM 695156109 355 16,078 X 16,078
PACTIV CORP COM 695257105 1,230 34,474 X 34,474
PALL CORP COM 696429307 503 14,549 X 14,549
PANERA BREAD CO CL A 69840W108 332 5,947 X 5,947
PARKER HANNIFIN CORP COM 701094104 2,381 30,969 X 30,969
PATTERSON COMPANIES INC COM 703395103 975 27,453 X 27,453
PATTERSON UTI ENERGY INC COM 703481101 731 31,483 X 31,483
PAYCHEX INC COM 704326107 5,874 148,567 X 148,567
PEABODY ENERGY CORP COM 704549104 3,735 92,430 X 92,430
PEDIATRIX MED GROUP COM 705324101 470 9,607 X 9,607
PENN NATL GAMING INC COM 707569109 596 14,312 X 14,312
PENNEY J C INC COM 708160106 8,816 113,962 X 113,962
PENTAIR INC COM 709631105 705 22,443 X 22,443
PEOPLES BK BRIDGEPORT
CONN COM 710198102 515 11,543 X 11,543
PEPCO HOLDINGS INC COM 713291102 488 18,768 X 18,768
PEPSI BOTTLING GROUP INC COM 713409100 4,640 150,126 X 150,126
PEPSIAMERICAS INC COM 71343P200 1,178 56,154 X 56,154
PEPSICO INC COM 713448108 50,433 806,291 X 806,291
PERKINELMER INC COM 714046109 422 19,000 X 19,000
PETSMART INC COM 716768106 800 27,731 X 27,731
PFIZER INC COM 717081103 75,441 2,912,772 X 2,912,772
PHARMACEUTICAL PROD DEV
INC COM 717124101 644 19,996 X 19,996
PHELPS DODGE CORP COM 717265102 7,099 59,300 X 59,300
PHILADELPHIA CONS HLDG
CORP COM 717528103 443 9,934 X 9,934
PINNACLE WEST CAP CORP COM 723484101 4,018 79,271 X 79,271
PIONEER NAT RES CO COM 723787107 2,080 52,396 X 52,396
PITNEY BOWES INC COM 724479100 2,532 54,823 X 54,823
PLAINS EXPL& PRODTN CO COM 726505100 740 15,573 X 15,573
PLUM CREEK TIMBER CO INC COM 729251108 725 18,181 X 18,181
POGO PRODUCING CO COM 730448107 276 5,707 X 5,707
POLO RALPH LAUREN CORP CL A 731572103 939 12,085 X 12,085
POOL CORPORATION COM 73278L105 410 10,476 X 10,476
POPULAR INC COM 733174106 493 27,462 X 27,462
PRAXAIR INC COM 74005P104 8,803 148,375 X 148,375
PRECISION CASTPARTS CORP COM 740189105 15,206 194,256 X 194,256
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
PRICE T ROWE GROUP INC COM 74144T108 2,302 52,594 X 52,594
PRIDE INTL INC DEL COM 74153Q102 872 29,048 X 29,048
PRINCIPAL FINANCIAL GROUP
IN COM 74251V102 4,647 79,157 X 79,157
PROCTER & GAMBLE CO COM 742718109 88,641 1,379,198 X 1,379,198
PROGRESS ENERGY INC COM 743263105 1,823 37,135 X 37,135
PROGRESSIVE CORP OHIO COM 743315103 5,769 238,194 X 238,194
PROLOGIS SH BEN INT 743410102 2,379 39,155 X 39,155
PROTECTIVE LIFE CORP COM 743674103 327 6,883 X 6,883
PRUDENTIAL FINL INC COM 744320102 13,095 152,519 X 152,519
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 4,574 68,899 X 68,899
PUBLIC STORAGE INC COM 74460D109 4,868 49,931 X 49,931
PUGET ENERGY INC NEW COM 745310102 290 11,442 X 11,442
PULTE HOMES INC COM 745867101 4,841 146,156 X 146,156
QLOGIC CORP COM 747277101 700 31,957 X 31,957
QUALCOMM INC COM 747525103 28,875 764,084 X 764,084
QUANTA SVCS INC COM 74762E102 308 15,675 X 15,675
QUEST DIAGNOSTICS INC COM 74834L100 1,661 31,348 X 31,348
QUEST RESOURCE CORP COM NEW 748349305 431 42,700 X 42,700
QUESTAR CORP COM 748356102 5,994 72,168 X 72,168
QUICKSILVER RESOURCES INC COM 74837R104 1,130 30,884 X 30,884
QWEST COMMUNICATIONS INTL
IN COM 749121109 3,983 475,900 X 475,900
R H DONNELLEY CORP COM NEW 74955W307 366 5,841 X 5,841
RPM INTL INC COM 749685103 683 32,688 X 32,688
RADIAN GROUP INC COM 750236101 6,400 118,724 X 118,724
RADIOSHACK CORP COM 750438103 396 23,628 X 23,628
RAMBUS INC DEL COM 750917106 313 16,545 X 16,545
RANGE RES CORP COM 75281A109 750 27,318 X 27,318
RAYMOND JAMES FINANCIAL
INC COM 754730109 271 8,933 X 8,933
RAYONIER INC COM 754907103 1,528 37,234 X 37,234
RAYTHEON CO COM NEW 755111507 9,701 183,728 X 183,728
REALOGY CORP COM 75605E100 734 24,214 X 24,214
RECKSON ASSOCS RLTY CORP COM 75621K106 374 8,193 X 8,193
RED HAT INC COM 756577102 1,873 81,420 X 81,420
REGAL ENTMT GROUP CL A 758766109 266 12,478 X 12,478
REGENCY CTRS CORP COM 758849103 528 6,756 X 6,756
REGIONS FINANCIAL CORP
NEW COM 7591EP100 2,700 72,198 X 72,198
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
RELIANCE STEEL & ALUMINUM
CO COM 759509102 255 6,484 X 6,484
RELIANT ENERGY INC COM 75952B105 430 30,241 X 30,241
REPUBLIC SVCS INC COM 760759100 1,743 42,861 X 42,861
RESMED INC COM 761152107 735 14,929 X 14,929
RESPIRONICS INC COM 761230101 543 14,385 X 14,385
REYNOLDS AMERICAN INC COM 761713106 6,018 91,918 X 91,918
RITE AID CORP COM 767754104 284 52,167 X 52,167
ROBERT HALF INTL INC COM 770323103 1,814 48,868 X 48,868
ROCKWELL AUTOMATION INC COM 773903109 5,354 87,651 X 87,651
ROCKWELL COLLINS INC COM 774341101 4,676 73,883 X 73,883
ROHM & HAAS CO COM 775371107 3,401 66,521 X 66,521
ROPER INDS INC NEW COM 776696106 3,351 66,697 X 66,697
ROSS STORES INC COM 778296103 1,764 60,214 X 60,214
ROWAN COS INC COM 779382100 699 21,066 X 21,066
RYDER SYS INC COM 783549108 664 13,003 X 13,003
RYLAND GROUP INC COM 783764103 314 5,754 X 5,754
SBA COMMUNICATIONS CORP COM 78388J106 561 20,401 X 20,401
SEI INVESTMENTS CO COM 784117103 6,030 101,241 X 101,241
SL GREEN RLTY CORP COM 78440X101 1,203 9,058 X 9,058
SLM CORP COM 78442P106 5,188 106,368 X 106,368
SPX CORP COM 784635104 1,063 17,388 X 17,388
SABRE HLDGS CORP CL A 785905100 2,171 68,089 X 68,089
SAFECO CORP COM 786429100 734 11,741 X 11,741
SAFEWAY INC COM NEW 786514208 1,534 44,383 X 44,383
ST JOE CO COM 790148100 791 14,757 X 14,757
ST JUDE MED INC COM 790849103 5,897 161,291 X 161,291
ST MARY LD & EXPL CO COM 792228108 417 11,308 X 11,308
ST PAUL TRAVELERS INC COM 792860108 15,767 293,664 X 293,664
SAKS INC COM 79377W108 239 13,408 X 13,408
SALESFORCE COM INC COM 79466L302 609 16,716 X 16,716
SANDISK CORP COM 80004C101 2,955 68,677 X 68,677
SANMINA SCI CORP COM 800907107 254 73,764 X 73,764
SARA LEE CORP COM 803111103 1,954 114,734 X 114,734
SCANA CORP NEW COM 80589M102 463 11,388 X 11,388
SCHEIN HENRY INC COM 806407102 2,815 57,474 X 57,474
SCHERING PLOUGH CORP COM 806605101 9,417 398,339 X 398,339
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
SCHLUMBERGER LTD COM 806857108 2,716 43,000 X 43,000
SCHWAB CHARLES CORP NEW COM 808513105 7,966 411,918 X 411,918
SCIENTIFIC GAMES CORP CL A 80874P109 396 13,102 X 13,102
SCOTTS MIRACLE GRO CO CL A 810186106 1,064 20,600 X 20,600
SCRIPPS E W CO OHIO CL A 811054204 832 16,650 X 16,650
SEACOR HOLDINGS INC COM 811904101 220 2,222 X 2,222
SEALED AIR CORP NEW COM 81211K100 739 11,381 X 11,381
SEARS HLDGS CORP COM 812350106 8,614 51,296 X 51,296
SEMPRA ENERGY COM 816851109 3,785 67,542 X 67,542
SENSIENT TECHNOLOGIES
CORP COM 81725T100 246 10,000 X 10,000
SEPRACOR INC COM 817315104 1,326 21,532 X 21,532
SERVICE CORP INTL COM 817565104 299 29,168 X 29,168
SERVICEMASTER CO COM 81760N109 490 37,405 X 37,405
SHAW GROUP INC COM 820280105 265 7,916 X 7,916
SHERWIN WILLIAMS CO COM 824348106 5,402 84,962 X 84,962
SIERRA HEALTH SVCS INC COM 826322109 399 11,080 X 11,080
SIERRA PAC RES NEW COM 826428104 787 46,789 X 46,789
SIGMA ALDRICH CORP COM 826552101 2,903 37,352 X 37,352
SILICON LABORATORIES INC COM 826919102 343 9,906 X 9,906
SIMON PPTY GROUP INC NEW COM 828806109 9,011 88,966 X 88,966
SIRIUS SATELLITE RADIO
INC COM 82966U103 985 278,223 X 278,223
SKY FINL GROUP INC COM 83080P103 284 9,943 X 9,943
SMITH INTL INC COM 832110100 2,680 65,261 X 65,261
SMITHFIELD FOODS INC COM 832248108 250 9,734 X 9,734
SMUCKER J M CO COM NEW 832696405 278 5,734 X 5,734
SMURFIT-STONE CONTAINER
CORP COM 832727101 265 25,091 X 25,091
SNAP ON INC COM 833034101 307 6,443 X 6,443
SOLECTRON CORP COM 834182107 414 128,731 X 128,731
SONOCO PRODS CO COM 835495102 847 22,266 X 22,266
SOUTHERN CO COM 842587107 3,398 92,190 X 92,190
SOUTHERN COPPER CORP COM 84265V105 812 15,066 X 15,066
SOUTHERN UN CO NEW COM 844030106 285 10,207 X 10,207
SOUTHWEST AIRLS CO COM 844741108 3,359 219,238 X 219,238
SOUTHWEST GAS CORP COM 844895102 1,754 45,710 X 45,710
SOUTHWESTERN ENERGY CO COM 845467109 1,164 33,198 X 33,198
SOVEREIGN BANCORP INC COM 845905108 2,747 108,189 X 108,189
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
SPRINT NEXTEL CORP COM FON 852061100 18,741 992,113 X 992,113
STANCORP FINL GROUP INC COM 852891100 243 5,393 X 5,393
STANDARD PAC CORP NEW COM 85375C101 243 9,054 X 9,054
STANLEY WKS COM 854616109 1,743 34,663 X 34,663
STAPLES INC COM 855030102 6,481 242,716 X 242,716
STARBUCKS CORP COM 855244109 16,017 452,202 X 452,202
STARWOOD HOTELS&RESORTS
WRLD COM 85590A401 5,437 86,994 X 86,994
STATE STR CORP COM 857477103 7,299 108,237 X 108,237
STATION CASINOS INC COM 857689103 776 9,497 X 9,497
STEEL DYNAMICS INC COM 858119100 1,561 48,104 X 48,104
STEELCASE INC CL A 858155203 247 13,575 X 13,575
STERICYCLE INC COM 858912108 3,643 48,258 X 48,258
STRYKER CORP COM 863667101 10,514 190,779 X 190,779
SUN MICROSYSTEMS INC COM 866810104 4,066 750,262 X 750,262
SUNOCO INC COM 86764P109 1,154 18,501 X 18,501
SUNTRUST BKS INC COM 867914103 14,851 175,859 X 175,859
SUPERIOR ENERGY SVCS INC COM 868157108 517 15,807 X 15,807
SUPERVALU INC COM 868536103 3,696 103,386 X 103,386
SWIFT TRANSN CO COM 870756103 597 22,707 X 22,707
SYMANTEC CORP COM 871503108 6,607 316,892 X 316,892
SYMBOL TECHNOLOGIES INC COM 871508107 1,199 80,250 X 80,250
SYNOPSYS INC COM 871607107 1,215 45,460 X 45,460
SYNOVUS FINL CORP COM 87161C105 1,192 38,664 X 38,664
SYSCO CORP COM 871829107 7,720 210,000 X 210,000
TCF FINL CORP COM 872275102 493 17,996 X 17,996
TD BANKNORTH INC COM 87235A101 320 9,926 X 9,926
TD AMERITRADE HLDG CORP COM 87236Y108 2,778 171,710 X 171,710
TECO ENERGY INC COM 872375100 355 20,583 X 20,583
TJX COS INC NEW COM 872540109 6,508 228,197 X 228,197
TXU CORP COM 873168108 14,038 258,955 X 258,955
TAIWAN SEMICONDUCTOR MFG
LTD SPONSORED ADR 874039100 959 87,700 X 87,700
TARGET CORP COM 87612E106 31,205 546,972 X 546,972
TAUBMAN CTRS INC COM 876664103 407 8,012 X 8,012
TECH DATA CORP COM 878237106 207 5,479 X 5,479
TECHNE CORP COM 878377100 432 7,791 X 7,791
TEKTRONIX INC COM 879131100 413 14,173 X 14,173
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
TELEFLEX INC COM 879369106 256 3,965 X 3,965
TELEPHONE & DATA SYS INC COM 879433100 3,052 56,171 X 56,171
TELEPHONE & DATA SYS INC SPL COM 879433860 992 20,000 X 20,000
TELLABS INC COM 879664100 453 44,198 X 44,198
TEMPLE INLAND INC COM 879868107 1,832 39,792 X 39,792
TENET HEALTHCARE CORP COM 88033G100 546 78,282 X 78,282
TERADYNE INC COM 880770102 520 34,736 X 34,736
TEREX CORP NEW COM 880779103 2,397 37,118 X 37,118
TESORO CORP COM 881609101 444 6,755 X 6,755
TETRA TECHNOLOGIES INC
DEL COM 88162F105 362 14,140 X 14,140
TEXAS INSTRS INC COM 882508104 22,671 787,175 X 787,175
TEXTRON INC COM 883203101 8,749 93,298 X 93,298
THERMO FISHER SCIENTIFIC
INC COM 883556102 4,964 109,615 X 109,615
THOMAS & BETTS CORP COM 884315102 3,539 74,848 X 74,848
THOR INDS INC COM 885160101 1,190 27,043 X 27,043
THORNBURG MTG INC COM 885218107 277 11,038 X 11,038
3M CO COM 88579Y101 27,378 351,319 X 351,319
TIDEWATER INC COM 886423102 455 9,412 X 9,412
TIFFANY & CO NEW COM 886547108 888 22,618 X 22,618
TIM HORTONS INC COM 88706M103 1,098 37,900 X 37,900
TIME WARNER INC COM 887317105 30,786 1,413,488 X 1,413,488
TIMKEN CO COM 887389104 419 14,343 X 14,343
TITANIUM METALS CORP COM NEW 888339207 463 15,703 X 15,703
TODCO COM 88889T107 391 11,445 X 11,445
TOLL BROTHERS INC COM 889478103 491 15,225 X 15,225
TORCHMARK CORP COM 891027104 4,991 78,284 X 78,284
TORO CO COM 891092108 394 8,439 X 8,439
TRACTOR SUPPLY CO COM 892356106 318 7,108 X 7,108
TRANSATLANTIC HLDGS INC COM 893521104 224 3,615 X 3,615
TRIAD HOSPITALS INC COM 89579K109 421 10,053 X 10,053
TRIBUNE CO NEW COM 896047107 553 17,979 X 17,979
TRIMBLE NAVIGATION LTD COM 896239100 549 10,816 X 10,816
TRINITY INDS INC COM 896522109 534 15,169 X 15,169
TYSON FOODS INC CL A 902494103 360 21,906 X 21,906
UAL CORP COM NEW 902549807 468 10,639 X 10,639
UGI CORP NEW COM 902681105 283 10,388 X 10,388
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
UST INC COM 902911106 5,228 89,822 X 89,822
US BANCORP DEL COM NEW 902973304 30,166 833,552 X 833,552
URS CORP NEW COM 903236107 228 5,318 X 5,318
U S G CORP COM NEW 903293405 605 11,036 X 11,036
U S AIRWAYS GROUP INC COM 90341W108 648 12,035 X 12,035
ULTRA PETROLEUM CORP COM 903914109 821 17,200 X 17,200
UNION PAC CORP COM 907818108 8,254 89,703 X 89,703
UNIONBANCAL CORP COM 908906100 323 5,278 X 5,278
UNISYS CORP COM 909214108 265 33,837 X 33,837
UNIT CORP COM 909218109 443 9,148 X 9,148
UNITED DOMINION REALTY TR
IN COM 910197102 845 26,580 X 26,580
UNITED PARCEL SERVICE INC CL B 911312106 18,190 242,600 X 242,600
UNITED STATES CELLULAR
CORP COM 911684108 1,215 17,465 X 17,465
UNITED STATES STL CORP
NEW COM 912909108 1,326 18,135 X 18,135
UNITED TECHNOLOGIES CORP COM 913017109 37,340 597,257 X 597,257
UNITEDHEALTH GROUP INC COM 91324P102 32,871 611,783 X 611,783
UNITRIN INC COM 913275103 234 4,678 X 4,678
UNIVERSAL HLTH SVCS INC CL B 913903100 308 5,549 X 5,549
UNIVISION COMMUNICATIONS
INC CL A 914906102 2,600 73,417 X 73,417
UNUMPROVIDENT CORP COM 91529Y106 702 33,780 X 33,780
URBAN OUTFITTERS INC COM 917047102 523 22,731 X 22,731
VCA ANTECH INC COM 918194101 530 16,452 X 16,452
V F CORP COM 918204108 6,735 82,051 X 82,051
VALERO ENERGY CORP NEW COM 91913Y100 10,780 210,702 X 210,702
VALLEY NATL BANCORP COM 919794107 2,373 89,527 X 89,527
VALSPAR CORP COM 920355104 277 10,021 X 10,021
VARIAN MED SYS INC COM 92220P105 1,238 26,024 X 26,024
VECTREN CORP COM 92240G101 213 7,518 X 7,518
VENTAS INC COM 92276F100 694 16,402 X 16,402
VERIFONE HLDGS INC COM 92342Y109 2,219 62,687 X 62,687
VERISIGN INC COM 92343E102 1,131 47,034 X 47,034
VERIZON COMMUNICATIONS COM 92343V104 40,294 1,081,997 X 1,081,997
VERTEX PHARMACEUTICALS
INC COM 92532F100 887 23,700 X 23,700
VIACOM INC NEW CL B 92553P201 5,156 125,668 X 125,668
VISHAY INTERTECHNOLOGY
INC COM 928298108 272 20,104 X 20,104
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 458 16,500 X 16,500
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
VORNADO RLTY TR SH BEN INT 929042109 1,463 12,043 X 12,043
VULCAN MATLS CO COM 929160109 5,502 61,219 X 61,219
WPS RESOURCES CORP COM 92931B106 229 4,233 X 4,233
WACHOVIA CORP 2ND NEW COM 929903102 38,526 676,483 X 676,483
WAL MART STORES INC COM 931142103 45,661 988,770 X 988,770
WALGREEN CO COM 931422109 15,693 341,969 X 341,969
WALTER INDS INC COM 93317Q105 233 8,609 X 8,609
WARNER MUSIC GROUP CORP COM 934550104 322 14,033 X 14,033
WASHINGTON FED INC COM 938824109 202 8,593 X 8,593
WASHINGTON GROUP INTL INC COM NEW 938862208 240 4,010 X 4,010
WASHINGTON MUT INC COM 939322103 19,645 431,843 X 431,843
WASHINGTON POST CO CL B 939640108 1,605 2,153 X 2,153
WASTE MGMT INC DEL COM 94106L109 7,906 215,007 X 215,007
WATERS CORP COM 941848103 1,821 37,196 X 37,196
WATSON PHARMACEUTICALS
INC COM 942683103 262 10,055 X 10,055
WATTS WATER TECHNOLOGIES
INC CL A 942749102 1,020 24,800 X 24,800
WEBSTER FINL CORP CONN COM 947890109 281 5,766 X 5,766
WEIGHT WATCHERS INTL INC
NEW COM 948626106 481 9,162 X 9,162
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,377 29,874 X 29,874
WELLCARE HEALTH PLANS INC COM 94946T106 4,235 61,472 X 61,472
WELLPOINT INC COM 94973V107 19,752 251,009 X 251,009
WELLS FARGO & CO NEW COM 949746101 40,278 1,132,666 X 1,132,666
WENDYS INTL INC COM 950590109 537 16,216 X 16,216
WESCO INTL INC COM 95082P105 564 9,582 X 9,582
WESTERN DIGITAL CORP COM 958102105 3,707 181,202 X 181,202
WESTERN UN CO COM 959802109 5,193 231,624 X 231,624
WEYERHAEUSER CO COM 962166104 4,471 63,277 X 63,277
WHIRLPOOL CORP COM 963320106 1,319 15,884 X 15,884
WHITNEY HLDG CORP COM 966612103 211 6,474 X 6,474
WHOLE FOODS MKT INC COM 966837106 1,302 27,735 X 27,735
WILEY JOHN & SONS INC CL A 968223206 337 8,763 X 8,763
WILLIAMS COS INC DEL COM 969457100 5,307 203,174 X 203,174
WILLIAMS SONOMA INC COM 969904101 599 19,050 X 19,050
WILMINGTON TRUST CORP COM 971807102 283 6,720 X 6,720
WINDSTREAM CORP COM 97381W104 835 58,751 X 58,751
WISCONSIN ENERGY CORP COM 976657106 3,371 71,025 X 71,025
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------- ---------------- --------- -------- ---------------------- ------------ ---------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------- ---------------- --------- -------- --------- ----- ------ ------------ ---------- ---- ------ ----------
WRIGLEY WM JR CO COM 982526105 7,060 136,495 X 136,495
WYETH COM 983024100 25,181 494,524 X 494,524
WYNDHAM WORLDWIDE CORP COM 98310W108 1,905 59,481 X 59,481
WYNN RESORTS LTD COM 983134107 2,275 24,240 X 24,240
XM SATELLITE RADIO HLDGS
INC CL A 983759101 827 57,234 X 57,234
XTO ENERGY INC COM 98385X106 6,781 144,123 X 144,123
XCEL ENERGY INC COM 98389B100 4,381 189,992 X 189,992
XILINX INC COM 983919101 3,287 138,039 X 138,039
XEROX CORP COM 984121103 4,326 255,210 X 255,210
YRC WORLDWIDE INC COM 984249102 213 5,658 X 5,658
YAHOO INC COM 984332106 18,607 728,531 X 728,531
YUM BRANDS INC COM 988498101 4,719 80,252 X 80,252
ZEBRA TECHNOLOGIES CORP CL A 989207105 487 14,012 X 14,012
ZIMMER HLDGS INC COM 98956P102 7,378 94,132 X 94,132
ZIONS BANCORPORATION COM 989701107 862 10,455 X 10,455