UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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 8/12/2008
----------------- ------------------------- ---------
[Signature] [City, State] [Date]
Report Type (Check only one.):
|X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report-)
|_| 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
|_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 884
Form 13F Information Table Value Total: 4,074,151
(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
30-Jun-08
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 2,778 50,432 50,432
AMDOCS LTD ORD G02602103 573 19,469 19,469
AXIS CAPITAL HOLDINGS SHS G0692U109 344 11,542 11,542
ACCENTURE LTD BERMUDA CL A G1150G111 3,997 98,170 98,170
BUNGE LIMITED COM G16962105 670 6,225 6,225
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 536 5,919 5,919
COOPER INDS LTD CL A G24182100 3,070 77,729 77,729
COVIDIEN LTD COM G2552X108 1,225 25,586 25,586
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 560 18,174 18,174
EVEREST RE GROUP LTD COM G3223R108 253 3,172 3,172
FOSTER WHEELER LTD SHS NEW G36535139 1,733 23,694 23,694
FRONTLINE LTD SHS G3682E127 559 8,006 8,006
GARMIN LTD ORD G37260109 902 21,057 21,057
HERBALIFE LTD COM USD SHS G4412G101 415 10,703 10,703
INGERSOLL-RAND COMPANY LTD CL A G4776G101 2,611 69,749 69,749
INVESCO LTD SHS G491BT108 609 25,386 25,386
LAZARD LTD SHS A G54050102 290 8,505 8,505
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,092 118,476 118,476
MF GLOBAL LTD SHS G60642108 64 10,068 10,068
NABORS INDUSTRIES LTD SHS G6359F103 1,389 28,209 28,209
NOBLE CORPORATION SHS G65422100 7,253 111,656 111,656
ORIENT-EXPRESS HOTELS LTD CL A G67743107 271 6,229 6,229
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,186 26,550 26,550
SEAGATE TECHNOLOGY SHS G7945J104 983 51,371 51,371
UTI WORLDWIDE INC ORD G87210103 305 15,277 15,277
TRANSOCEAN INC NEW SHS G90073100 16,334 107,184 107,184
TYCO INTL LTD BERMUDA SHS G9143X208 5,775 144,233 144,233
TYCO ELECTRONICS LTD COM NEW G9144P105 877 24,483 24,483
WARNER CHILCOTT LIMITED COM CL A G9435N108 256 15,088 15,088
WEATHERFORD INTERNATIONAL LT COM G95089101 7,939 160,085 160,085
XL CAP LTD CL A G98255105 513 24,948 24,948
UBS AG SHS NEW H89231338 672 32,544 32,544
CNH GLOBAL N V SHS NEW N20935206 263 7,748 7,748
AFLAC INC COM 001055102 8,477 134,977 134,977
AGCO CORP COM 001084102 641 12,234 12,234
AES CORP COM 00130H105 3,701 192,657 192,657
AK STL HLDG CORP COM 001547108 1,270 18,412 18,412
AMB PROPERTY CORP COM 00163T109 253 5,018 5,018
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
AMR CORP COM 001765106 253 49,371 49,371
AT&T INC COM 00206R102 59,568 1,768,110 1,768,110
ABBOTT LABS COM 002824100 29,405 555,128 555,128
ABERCROMBIE & FITCH CO CL A 002896207 1,463 23,348 23,348
ACTIVISION INC NEW COM NEW 004930202 1,662 48,778 48,778
ADOBE SYS INC COM 00724F101 12,724 323,035 323,035
ADVANCE AUTO PARTS INC COM 00751Y106 608 15,662 15,662
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 502 15,439 15,439
ADVANCED MICRO DEVICES INC COM 007903107 742 127,209 127,209
AETNA INC NEW COM 00817Y108 7,165 176,791 176,791
AFFILIATED COMPUTER SERVICES CL A 008190100 749 13,995 13,995
AFFILIATED MANAGERS GROUP COM 008252108 606 6,729 6,729
AGILENT TECHNOLOGIES INC COM 00846U101 2,133 60,004 60,004
AGILYSYS INC COM 00847J105 351 30,995 30,995
AIR PRODS & CHEMS INC COM 009158106 8,272 83,675 83,675
AIRGAS INC COM 009363102 1,742 29,829 29,829
AKAMAI TECHNOLOGIES INC COM 00971T101 1,741 50,053 50,053
ALBEMARLE CORP COM 012653101 2,408 60,328 60,328
ALBERTO CULVER CO NEW COM 013078100 508 19,327 19,327
ALCOA INC COM 013817101 11,120 312,186 312,186
ALLEGHANY CORP DEL COM 017175100 3,899 11,741 11,741
ALLEGHENY ENERGY INC COM 017361106 3,566 71,159 71,159
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,016 34,011 34,011
ALLERGAN INC COM 018490102 4,468 85,844 85,844
ALLIANCE DATA SYSTEMS CORP COM 018581108 737 13,034 13,034
ALLIANT TECHSYSTEMS INC COM 018804104 336 3,301 3,301
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 246 19,491 19,491
ALLSTATE CORP COM 020002101 4,975 109,131 109,131
ALPHA NATURAL RESOURCES INC COM 02076X102 1,205 11,556 11,556
ALTERA CORP COM 021441100 2,318 111,989 111,989
ALTRIA GROUP INC COM 02209S103 14,459 703,274 703,274
AMAZON COM INC COM 023135106 13,354 182,111 182,111
AMBAC FINL GROUP INC COM 023139108 182 135,647 135,647
AMEREN CORP COM 023608102 453 10,728 10,728
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,196 22,666 22,666
AMERICAN CAPITAL STRATEGIES COM 024937104 247 10,391 10,391
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 421 30,895 30,895
AMERICAN ELEC PWR INC COM 025537101 6,097 151,566 151,566
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS CO COM 025816109 13,431 356,556 356,556
AMERICAN INTL GROUP INC COM 026874107 16,859 637,161 637,161
AMERICAN TOWER CORP CL A 029912201 6,020 142,493 142,493
AMERISOURCEBERGEN CORP COM 03073E105 5,898 147,479 147,479
AMERIPRISE FINL INC COM 03076C106 463 11,378 11,378
AMETEK INC NEW COM 031100100 3,796 80,399 80,399
AMGEN INC COM 031162100 17,373 368,388 368,388
AMPCO-PITTSBURGH CORP COM 032037103 276 6,199 6,199
AMPHENOL CORP NEW CL A 032095101 1,294 28,826 28,826
AMYLIN PHARMACEUTICALS INC COM 032346108 572 22,531 22,531
ANADARKO PETE CORP COM 032511107 14,705 196,486 196,486
ANALOG DEVICES INC COM 032654105 2,295 72,223 72,223
ANHEUSER BUSCH COS INC COM 035229103 13,236 213,064 213,064
ANNALY CAP MGMT INC COM 035710409 427 27,538 27,538
ANNTAYLOR STORES CORP COM 036115103 510 21,296 21,296
ANSYS INC COM 03662Q105 607 12,891 12,891
AON CORP COM 037389103 703 15,300 15,300
APACHE CORP COM 037411105 13,852 99,655 99,655
APARTMENT INVT & MGMT CO CL A 03748R101 815 23,922 23,922
APOLLO GROUP INC CL A 037604105 984 22,238 22,238
APPLE INC COM 037833100 53,996 322,477 322,477
APPLERA CORP COM AP BIO GRP 038020103 3,004 89,715 89,715
APPLIED MATLS INC COM 038222105 7,104 372,152 372,152
APTARGROUP INC COM 038336103 206 4,914 4,914
ARCH COAL INC COM 039380100 1,778 23,692 23,692
ARCHER DANIELS MIDLAND CO COM 039483102 12,660 375,110 375,110
ARROW ELECTRS INC COM 042735100 1,327 43,209 43,209
ASSURANT INC COM 04621X108 7,141 108,268 108,268
ATMEL CORP COM 049513104 353 101,478 101,478
ATWOOD OCEANICS INC COM 050095108 571 4,594 4,594
AUTODESK INC COM 052769106 2,696 79,732 79,732
AUTOMATIC DATA PROCESSING IN COM 053015103 9,270 221,237 221,237
AUTOZONE INC COM 053332102 2,444 20,198 20,198
AVALONBAY CMNTYS INC COM 053484101 10,370 116,305 116,305
AVERY DENNISON CORP COM 053611109 920 20,951 20,951
AVNET INC COM 053807103 2,783 102,012 102,012
AVON PRODS INC COM 054303102 2,527 70,148 70,148
BB&T CORP COM 054937107 638 28,008 28,008
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
BJ SVCS CO COM 055482103 481 15,051 15,051
BOK FINL CORP COM NEW 05561Q201 1,915 35,828 35,828
BP PLC SPONSORED ADR 055622104 1,078 15,498 15,498
BMC SOFTWARE INC COM 055921100 2,525 70,140 70,140
BAKER HUGHES INC COM 057224107 9,282 106,275 106,275
BALL CORP COM 058498106 2,072 43,406 43,406
BANK OF AMERICA CORPORATION COM 060505104 31,469 1,318,343 1,318,343
BANK OF NEW YORK MELLON CORP COM 064058100 11,324 299,331 299,331
BARD C R INC COM 067383109 4,831 54,931 54,931
BARR PHARMACEUTICALS INC COM 068306109 413 9,155 9,155
BAXTER INTL INC COM 071813109 11,639 182,026 182,026
BE AEROSPACE INC COM 073302101 339 14,562 14,562
BECKMAN COULTER INC COM 075811109 606 8,968 8,968
BECTON DICKINSON & CO COM 075887109 14,626 179,899 179,899
BED BATH & BEYOND INC COM 075896100 1,793 63,793 63,793
BERKLEY W R CORP COM 084423102 1,981 81,977 81,977
BERKSHIRE HATHAWAY INC DEL CL B 084670207 550 137 137
BEST BUY INC COM 086516101 6,443 162,694 162,694
BIG LOTS INC COM 089302103 418 13,375 13,375
BIOMARIN PHARMACEUTICAL INC COM 09061G101 469 16,199 16,199
BIOGEN IDEC INC COM 09062X103 7,647 136,829 136,829
BLACK & DECKER CORP COM 091797100 2,195 38,163 38,163
BLACKROCK INC COM 09247X101 2,196 12,405 12,405
BLOCK H & R INC COM 093671105 1,145 53,482 53,482
BOEING CO COM 097023105 19,119 290,912 290,912
BORGWARNER INC COM 099724106 1,179 26,561 26,561
BOSTON PROPERTIES INC COM 101121101 2,650 29,376 29,376
BOSTON SCIENTIFIC CORP COM 101137107 1,077 87,639 87,639
BRINKER INTL INC COM 109641100 607 32,142 32,142
BRINKS CO COM 109696104 979 14,972 14,972
BRISTOL MYERS SQUIBB CO COM 110122108 11,875 578,409 578,409
BROADCOM CORP CL A 111320107 5,418 198,547 198,547
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 786 37,325 37,325
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 208 25,262 25,262
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,600 49,166 49,166
BROWN FORMAN CORP CL B 115637209 848 11,223 11,223
BUCYRUS INTL INC NEW COM 118759109 899 12,308 12,308
BURGER KING HLDGS INC COM 121208201 353 13,184 13,184
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHN SANTA FE C COM 12189T104 11,785 117,976 117,976
CBS CORP NEW CL B 124857202 3,888 199,486 199,486
CB RICHARD ELLIS GROUP INC CL A 12497T101 413 21,499 21,499
CF INDS HLDGS INC COM 125269100 1,416 9,267 9,267
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,549 101,184 101,184
CIGNA CORP COM 125509109 1,488 42,046 42,046
CIT GROUP INC COM 125581108 230 33,847 33,847
CME GROUP INC COM 12572Q105 7,355 19,193 19,193
CMS ENERGY CORP COM 125896100 1,096 73,530 73,530
CSX CORP COM 126408103 11,423 181,873 181,873
CTC MEDIA INC COM 12642X106 213 8,654 8,654
CTS CORP COM 126501105 156 15,498 15,498
CVS CAREMARK CORPORATION COM 126650100 25,828 652,728 652,728
CA INC COM 12673P105 933 40,415 40,415
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,362 104,518 104,518
CABOT OIL & GAS CORP COM 127097103 681 10,048 10,048
CADENCE DESIGN SYSTEM INC COM 127387108 916 90,695 90,695
CALPINE CORP COM NEW 131347304 1,313 58,187 58,187
CAMDEN PPTY TR SH BEN INT 133131102 289 6,529 6,529
CAMERON INTERNATIONAL CORP COM 13342B105 5,755 103,969 103,969
CAMPBELL SOUP CO COM 134429109 2,735 81,735 81,735
CAPITAL ONE FINL CORP COM 14040H105 2,961 77,910 77,910
CARDINAL HEALTH INC COM 14149Y108 2,501 48,483 48,483
CARLISLE COS INC COM 142339100 429 14,783 14,783
CARMAX INC COM 143130102 510 35,944 35,944
CARNIVAL CORP PAIRED CTF 143658300 1,068 32,408 32,408
CATERPILLAR INC DEL COM 149123101 15,216 206,128 206,128
CELANESE CORP DEL COM SER A 150870103 3,402 74,505 74,505
CELGENE CORP COM 151020104 8,134 127,359 127,359
CENTERPOINT ENERGY INC COM 15189T107 1,269 79,065 79,065
CENTEX CORP COM 152312104 294 22,011 22,011
CENTRAL EUROPEAN DIST CORP COM 153435102 460 6,209 6,209
CENTURY ALUM CO COM 156431108 210 3,157 3,157
CENTURYTEL INC COM 156700106 3,377 94,885 94,885
CEPHALON INC COM 156708109 743 11,136 11,136
CERNER CORP COM 156782104 502 11,111 11,111
CHARLES RIV LABS INTL INC COM 159864107 447 6,989 6,989
CHEMTURA CORP COM 163893100 85 14,625 14,625
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE ENERGY CORP COM 165167107 3,439 52,138 52,138
CHEVRON CORP NEW COM 166764100 66,150 667,303 667,303
CHIPOTLE MEXICAN GRILL INC CL A 169656105 448 5,420 5,420
CHOICEPOINT INC COM 170388102 487 10,110 10,110
CHUBB CORP COM 171232101 9,227 188,278 188,278
CHURCH & DWIGHT INC COM 171340102 1,222 21,678 21,678
CIENA CORP COM NEW 171779309 332 14,309 14,309
CIMAREX ENERGY CO COM 171798101 296 4,243 4,243
CIRCUIT CITY STORE INC COM 172737108 56 19,380 19,380
CISCO SYS INC COM 17275R102 55,055 2,366,934 2,366,934
CITADEL BROADCASTING CORP COM 17285T106 36 29,851 29,851
CITIGROUP INC COM 172967101 26,185 1,562,337 1,562,337
CITIZENS COMMUNICATIONS CO COM 17453B101 281 24,749 24,749
CITRIX SYS INC COM 177376100 887 30,168 30,168
CLARCOR INC COM 179895107 898 25,571 25,571
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,460 98,305 98,305
CLEARWIRE CORP CL A 185385309 133 10,229 10,229
CLEVELAND CLIFFS INC COM 185896107 1,773 14,875 14,875
CLOROX CO DEL COM 189054109 620 11,877 11,877
COACH INC COM 189754104 5,020 173,830 173,830
COCA COLA CO COM 191216100 44,962 864,982 864,982
COCA COLA ENTERPRISES INC COM 191219104 282 16,308 16,308
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,456 137,075 137,075
COLGATE PALMOLIVE CO COM 194162103 14,103 204,100 204,100
COMCAST CORP NEW CL A 20030N101 11,689 616,200 616,200
COMMERCIAL METALS CO COM 201723103 2,576 68,317 68,317
COMMSCOPE INC COM 203372107 606 11,481 11,481
COMMUNITY HEALTH SYS INC NEW COM 203668108 243 7,378 7,378
COMPUTER SCIENCES CORP COM 205363104 6,265 133,754 133,754
COMPUWARE CORP COM 205638109 294 30,781 30,781
CONAGRA FOODS INC COM 205887102 482 24,975 24,975
CONOCOPHILLIPS COM 20825C104 57,522 609,413 609,413
CONSOL ENERGY INC COM 20854P109 6,396 56,920 56,920
CONSOLIDATED EDISON INC COM 209115104 1,077 27,547 27,547
CONSTELLATION BRANDS INC CL A 21036P108 2,416 121,668 121,668
CONSTELLATION ENERGY GROUP I COM 210371100 7,219 87,924 87,924
CONTINENTAL RESOURCES INC COM 212015101 339 4,891 4,891
CONVERGYS CORP COM 212485106 1,328 89,396 89,396
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
COPART INC COM 217204106 471 11,003 11,003
CORN PRODS INTL INC COM 219023108 1,709 34,792 34,792
CORNING INC COM 219350105 14,736 639,310 639,310
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,046 24,866 24,866
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 520 18,937 18,937
COSTCO WHSL CORP NEW COM 22160K105 13,088 186,599 186,599
COUNTRYWIDE FINANCIAL CORP COM 222372104 292 68,619 68,619
COVANCE INC COM 222816100 3,663 42,585 42,585
COVANTA HLDG CORP COM 22282E102 587 21,977 21,977
COVENTRY HEALTH CARE INC COM 222862104 1,237 40,655 40,655
CRANE CO COM 224399105 1,452 37,690 37,690
CREE INC COM 225447101 200 8,783 8,783
CROWN CASTLE INTL CORP COM 228227104 7,773 200,708 200,708
CROWN HOLDINGS INC COM 228368106 686 26,382 26,382
CUMMINS INC COM 231021106 4,449 67,907 67,907
CURTISS WRIGHT CORP COM 231561101 1,432 32,003 32,003
CYPRESS SEMICONDUCTOR CORP COM 232806109 613 24,749 24,749
DPL INC COM 233293109 691 26,181 26,181
D R HORTON INC COM 23331A109 576 53,080 53,080
DST SYS INC DEL COM 233326107 1,052 19,116 19,116
DTE ENERGY CO COM 233331107 1,571 37,017 37,017
DANAHER CORP DEL COM 235851102 5,782 74,800 74,800
DARDEN RESTAURANTS INC COM 237194105 4,697 147,068 147,068
DAVITA INC COM 23918K108 1,462 27,511 27,511
DEAN FOODS CO NEW COM 242370104 371 18,913 18,913
DEERE & CO COM 244199105 10,721 148,638 148,638
DEL MONTE FOODS CO COM 24522P103 72 10,104 10,104
DELL INC COM 24702R101 15,762 720,389 720,389
DELTA AIR LINES INC DEL COM NEW 247361702 233 40,877 40,877
DENBURY RES INC COM NEW 247916208 1,476 40,435 40,435
DENTSPLY INTL INC NEW COM 249030107 900 24,465 24,465
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,624 46,799 46,799
DEVON ENERGY CORP NEW COM 25179M103 25,639 213,377 213,377
DEVRY INC DEL COM 251893103 540 10,071 10,071
DIAGEO P L C SPON ADR NEW 25243Q205 1,145 15,498 15,498
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,848 20,466 20,466
DICKS SPORTING GOODS INC COM 253393102 652 36,727 36,727
DIEBOLD INC COM 253651103 341 9,593 9,593
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
DIGITAL RLTY TR INC COM 253868103 347 8,470 8,470
DILLARDS INC CL A 254067101 197 16,984 16,984
DIRECTV GROUP INC COM 25459L106 4,836 186,634 186,634
DISCOVERY HOLDING CO CL A COM 25468Y107 316 14,405 14,405
DISNEY WALT CO COM DISNEY 254687106 19,399 621,771 621,771
DISH NETWORK CORP CL A 25470M109 982 33,524 33,524
DISCOVER FINL SVCS COM 254709108 834 63,294 63,294
DOLBY LABORATORIES INC COM 25659T107 334 8,290 8,290
DOLLAR TREE INC COM 256746108 484 14,792 14,792
DOMINION RES INC VA NEW COM 25746U109 10,483 220,750 220,750
DOMTAR CORP COM 257559104 374 68,688 68,688
DONALDSON INC COM 257651109 3,068 68,721 68,721
DONNELLEY R R & SONS CO COM 257867101 1,350 45,469 45,469
DOVER CORP COM 260003108 1,376 28,450 28,450
DOW CHEM CO COM 260543103 9,807 280,930 280,930
DR PEPPER SNAPPLE GROUP INC COM 26138E109 272 12,983 12,983
DREAMWORKS ANIMATION SKG INC CL A 26153C103 391 13,133 13,133
DRESSER-RAND GROUP INC COM 261608103 553 14,137 14,137
DU PONT E I DE NEMOURS & CO COM 263534109 11,391 265,596 265,596
DUKE ENERGY CORP NEW COM 26441C105 7,727 444,566 444,566
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,573 52,182 52,182
DYNEGY INC DEL CL A 26817G102 285 33,340 33,340
E M C CORP MASS COM 268648102 5,196 353,697 353,697
ENSCO INTL INC COM 26874Q100 5,529 68,483 68,483
EOG RES INC COM 26875P101 8,284 63,137 63,137
E TRADE FINANCIAL CORP COM 269246104 94 29,955 29,955
EASTMAN CHEM CO COM 277432100 2,025 29,412 29,412
EASTMAN KODAK CO COM 277461109 213 14,761 14,761
EATON CORP COM 278058102 4,572 53,806 53,806
EATON VANCE CORP COM NON VTG 278265103 670 16,842 16,842
EBAY INC COM 278642103 12,879 471,225 471,225
ECOLAB INC COM 278865100 2,388 55,558 55,558
EDISON INTL COM 281020107 2,245 43,699 43,699
EDWARDS LIFESCIENCES CORP COM 28176E108 559 9,017 9,017
EL PASO CORP COM 28336L109 1,466 67,455 67,455
ELECTRONIC ARTS INC COM 285512109 3,014 67,838 67,838
ELECTRONIC DATA SYS NEW COM 285661104 2,513 101,971 101,971
EMBARQ CORP COM 29078E105 2,267 47,962 47,962
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
EMERSON ELEC CO COM 291011104 15,302 309,439 309,439
ENCORE ACQUISITION CO COM 29255W100 319 4,249 4,249
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3,133 129,497 129,497
ENERGEN CORP COM 29265N108 3,768 48,287 48,287
ENERGY CONVERSION DEVICES IN COM 292659109 856 11,623 11,623
ENERGY EAST CORP COM 29266M109 200 8,107 8,107
ENERGIZER HLDGS INC COM 29266R108 2,263 30,956 30,956
ENTERGY CORP NEW COM 29364G103 16,155 134,091 134,091
EQUIFAX INC COM 294429105 1,992 59,257 59,257
EQUINIX INC COM NEW 29444U502 479 5,374 5,374
EQUITABLE RES INC COM 294549100 1,486 21,511 21,511
EQUITY RESIDENTIAL SH BEN INT 29476L107 530 13,855 13,855
ESSEX PPTY TR INC COM 297178105 206 1,934 1,934
EXELON CORP COM 30161N101 14,587 162,148 162,148
EXPEDIA INC DEL COM 30212P105 1,041 56,633 56,633
EXPEDITORS INTL WASH INC COM 302130109 4,096 95,245 95,245
EXPRESS SCRIPTS INC COM 302182100 9,460 150,826 150,826
EXTERRAN HLDGS INC COM 30225X103 240 3,361 3,361
EXXON MOBIL CORP COM 30231G102 150,508 1,707,791 1,707,791
FLIR SYS INC COM 302445101 916 22,571 22,571
FMC TECHNOLOGIES INC COM 30249U101 4,790 62,260 62,260
F M C CORP COM NEW 302491303 551 7,109 7,109
FPL GROUP INC COM 302571104 2,133 32,526 32,526
FTD GROUP INC COM 30267U108 618 46,337 46,337
FTI CONSULTING INC COM 302941109 564 8,243 8,243
FACTSET RESH SYS INC COM 303075105 396 7,019 7,019
FAIRPOINT COMMUNICATIONS INC COM 305560104 88 12,172 12,172
FAMILY DLR STORES INC COM 307000109 662 33,184 33,184
FASTENAL CO COM 311900104 916 21,227 21,227
FEDERAL HOME LN MTG CORP COM 313400301 5,245 319,814 319,814
FEDERAL NATL MTG ASSN COM 313586109 5,950 304,975 304,975
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 343 4,967 4,967
FEDERATED INVS INC PA CL B 314211103 494 14,344 14,344
FEDEX CORP COM 31428X106 8,234 104,505 104,505
F5 NETWORKS INC COM 315616102 383 13,462 13,462
FIDELITY NATL INFORMATION SV COM 31620M106 554 15,005 15,005
FIDELITY NATIONAL FINANCIAL CL A 31620R105 431 34,201 34,201
FIFTH THIRD BANCORP COM 316773100 735 72,229 72,229
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
FIRST HORIZON NATL CORP COM 320517105 74 10,027 10,027
FIRST SOLAR INC COM 336433107 2,003 7,341 7,341
FISERV INC COM 337738108 2,434 53,646 53,646
FIRSTENERGY CORP COM 337932107 10,035 121,888 121,888
FLUOR CORP NEW COM 343412102 3,677 19,759 19,759
FLOWSERVE CORP COM 34354P105 2,986 21,845 21,845
FOOT LOCKER INC COM 344849104 207 16,590 16,590
FORD MTR CO DEL COM PAR $0.01 345370860 1,748 363,441 363,441
FOREST CITY ENTERPRISES INC CL A 345550107 393 12,199 12,199
FOREST LABS INC COM 345838106 3,112 89,593 89,593
FOREST OIL CORP COM PAR $0.01 346091705 339 4,545 4,545
FORTUNE BRANDS INC COM 349631101 781 12,520 12,520
FOUNDATION COAL HLDGS INC COM 35039W100 1,470 16,594 16,594
FRANKLIN RES INC COM 354613101 8,332 90,906 90,906
FREEPORT-MCMORAN COPPER & GO COM 35671D857 14,682 125,283 125,283
FRONTIER OIL CORP COM 35914P105 1,685 70,480 70,480
GATX CORP COM 361448103 682 15,393 15,393
GAMESTOP CORP NEW CL A 36467W109 1,084 26,836 26,836
GANNETT INC COM 364730101 1,477 68,170 68,170
GAP INC DEL COM 364760108 1,580 94,762 94,762
GARDNER DENVER INC COM 365558105 813 14,311 14,311
GEN-PROBE INC NEW COM 36866T103 422 8,877 8,877
GENENTECH INC COM NEW 368710406 24,604 324,164 324,164
GENERAL CABLE CORP DEL NEW COM 369300108 528 8,670 8,670
GENERAL DYNAMICS CORP COM 369550108 12,108 143,804 143,804
GENERAL ELECTRIC CO COM 369604103 73,599 2,757,545 2,757,545
GENERAL GROWTH PPTYS INC COM 370021107 881 25,141 25,141
GENERAL MLS INC COM 370334104 10,987 180,801 180,801
GENERAL MTRS CORP COM 370442105 1,106 96,158 96,158
GENTEX CORP COM 371901109 339 23,473 23,473
GENUINE PARTS CO COM 372460105 1,040 26,212 26,212
GENWORTH FINL INC COM CL A 37247D106 2,808 157,688 157,688
GENZYME CORP COM 372917104 4,318 60,066 60,066
GILEAD SCIENCES INC COM 375558103 22,042 416,275 416,275
GLOBAL INDS LTD COM 379336100 255 14,227 14,227
GLOBAL PMTS INC COM 37940X102 8,466 181,669 181,669
GOLDMAN SACHS GROUP INC COM 38141G104 29,559 169,008 169,008
GOODRICH CORP COM 382388106 1,711 36,057 36,057
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBR CO COM 382550101 1,375 77,093 77,093
GOOGLE INC CL A 38259P508 53,387 101,416 101,416
GRACO INC COM 384109104 674 17,704 17,704
GRAINGER W W INC COM 384802104 1,726 21,099 21,099
GREIF INC CL A 397624107 351 5,477 5,477
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,098 46,493 46,493
GUESS INC COM 401617105 371 9,915 9,915
HCP INC COM 40414L109 482 15,167 15,167
HLTH CORPORATION COM 40422Y101 174 15,365 15,365
HRPT PPTYS TR COM SH BEN INT 40426W101 78 11,546 11,546
HALLIBURTON CO COM 406216101 15,193 286,287 286,287
HANESBRANDS INC COM 410345102 420 15,463 15,463
HANSEN NAT CORP COM 411310105 343 11,899 11,899
HARLEY DAVIDSON INC COM 412822108 4,494 123,926 123,926
HARMAN INTL INDS INC COM 413086109 327 7,891 7,891
HARRIS CORP DEL COM 413875105 1,859 36,811 36,811
HARSCO CORP COM 415864107 754 13,851 13,851
HARTFORD FINL SVCS GROUP INC COM 416515104 9,869 152,835 152,835
HASBRO INC COM 418056107 1,686 47,213 47,213
HEALTH MGMT ASSOC INC NEW CL A 421933102 200 30,678 30,678
HEALTH CARE REIT INC COM 42217K106 256 5,747 5,747
HEINZ H J CO COM 423074103 7,105 148,475 148,475
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 233 5,587 5,587
HELMERICH & PAYNE INC COM 423452101 385 5,344 5,344
HERCULES INC COM 427056106 188 11,080 11,080
HERSHEY CO COM 427866108 1,720 52,473 52,473
HERTZ GLOBAL HOLDINGS INC COM 42805T105 178 18,536 18,536
HESS CORP COM 42809H107 5,835 46,239 46,239
HEWITT ASSOCS INC COM 42822Q100 614 16,010 16,010
HEWLETT PACKARD CO COM 428236103 50,323 1,138,280 1,138,280
HILLENBRAND INC COM 431571108 220 10,263 10,263
HOLLY CORP COM PAR $0.01 435758305 259 7,017 7,017
HOLOGIC INC COM 436440101 601 27,580 27,580
HOME DEPOT INC COM 437076102 10,088 430,763 430,763
HONEYWELL INTL INC COM 438516106 12,179 242,233 242,233
HOSPIRA INC COM 441060100 431 10,740 10,740
HOST HOTELS & RESORTS INC COM 44107P104 682 49,992 49,992
HUBBELL INC CL B 443510201 225 5,632 5,632
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
HUDSON CITY BANCORP COM 443683107 783 46,971 46,971
HUMANA INC COM 444859102 2,613 65,711 65,711
HUNT J B TRANS SVCS INC COM 445658107 446 13,407 13,407
HUNTINGTON BANCSHARES INC COM 446150104 108 18,755 18,755
HUNTSMAN CORP COM 447011107 117 10,290 10,290
IAC INTERACTIVECORP COM NEW 44919P300 1,728 89,618 89,618
IMS HEALTH INC COM 449934108 321 13,758 13,758
ITT EDUCATIONAL SERVICES INC COM 45068B109 527 6,382 6,382
ITT CORP NEW COM 450911102 3,819 60,299 60,299
IDEX CORP COM 45167R104 649 17,612 17,612
IDEXX LABS INC COM 45168D104 483 9,911 9,911
IHS INC CL A 451734107 495 7,116 7,116
ILLINOIS TOOL WKS INC COM 452308109 4,998 105,206 105,206
ILLUMINA INC COM 452327109 813 9,328 9,328
IMCLONE SYS INC COM 45245W109 288 7,117 7,117
INDYMAC BANCORP INC COM 456607100 14 23,247 23,247
INTEGRATED DEVICE TECHNOLOGY COM 458118106 482 48,491 48,491
INTEL CORP COM 458140100 45,234 2,105,848 2,105,848
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,404 12,317 12,317
INTERNATIONAL BUSINESS MACHS COM 459200101 68,517 578,054 578,054
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 706 18,075 18,075
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,979 119,272 119,272
INTL PAPER CO COM 460146103 2,657 114,043 114,043
INTERNATIONAL RECTIFIER CORP COM 460254105 404 21,018 21,018
INTERNATIONAL SPEEDWAY CORP CL A 460335201 721 18,476 18,476
INTERSIL CORP CL A 46069S109 1,061 43,628 43,628
INTERPUBLIC GROUP COS INC COM 460690100 601 69,883 69,883
INTUITIVE SURGICAL INC COM NEW 46120E602 1,714 6,362 6,362
INTUIT COM 461202103 1,775 64,388 64,388
INTREPID POTASH INC COM 46121Y102 262 3,977 3,977
INVERNESS MED INNOVATIONS IN COM 46126P106 279 8,416 8,416
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,523 45,511 45,511
INVITROGEN CORP COM 46185R100 305 7,761 7,761
IRON MTN INC COM 462846106 1,398 52,656 52,656
ISHARES TR RUSSELL1000GRW 464287614 2,680 48,509 48,509
ISHARES TR RUSSELL 1000 464287622 3,214 45,610 45,610
ITRON INC COM 465741106 552 5,611 5,611
JDS UNIPHASE CORP COM PAR $0.001 46612J507 285 25,131 25,131
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
JP MORGAN CHASE & CO COM 46625H100 30,577 891,185 891,185
JABIL CIRCUIT INC COM 466313103 744 45,368 45,368
JACOBS ENGR GROUP INC DEL COM 469814107 6,825 84,570 84,570
JANUS CAP GROUP INC COM 47102X105 1,445 54,586 54,586
JOHNSON & JOHNSON COM 478160104 55,907 868,931 868,931
JOHNSON CTLS INC COM 478366107 6,999 244,022 244,022
JONES APPAREL GROUP INC COM 480074103 347 25,201 25,201
JOY GLOBAL INC COM 481165108 1,349 17,794 17,794
JUNIPER NETWORKS INC COM 48203R104 1,914 86,289 86,289
KBR INC COM 48242W106 848 24,279 24,279
KLA-TENCOR CORP COM 482480100 1,088 26,723 26,723
KANSAS CITY SOUTHERN COM NEW 485170302 492 11,195 11,195
KELLOGG CO COM 487836108 1,799 37,465 37,465
KENNAMETAL INC COM 489170100 1,080 33,173 33,173
KEYCORP NEW COM 493267108 225 20,509 20,509
KIMBERLY CLARK CORP COM 494368103 3,437 57,497 57,497
KIMCO REALTY CORP COM 49446R109 7,947 230,229 230,229
KINETIC CONCEPTS INC COM NEW 49460W208 371 9,291 9,291
KING PHARMACEUTICALS INC COM 495582108 1,958 186,979 186,979
KIRBY CORP COM 497266106 426 8,865 8,865
KOHLS CORP COM 500255104 2,426 60,602 60,602
KRAFT FOODS INC CL A 50075N104 11,312 397,603 397,603
KROGER CO COM 501044101 2,378 82,362 82,362
LKQ CORP COM 501889208 402 22,267 22,267
LSI CORPORATION COM 502161102 1,140 185,735 185,735
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,881 31,709 31,709
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,150 145,765 145,765
LAM RESEARCH CORP COM 512807108 2,835 78,424 78,424
LAMAR ADVERTISING CO CL A 512815101 456 12,646 12,646
LANDSTAR SYS INC COM 515098101 479 8,669 8,669
LAS VEGAS SANDS CORP COM 517834107 2,580 54,386 54,386
LAUDER ESTEE COS INC CL A 518439104 747 16,092 16,092
LEAP WIRELESS INTL INC COM NEW 521863308 1,347 31,213 31,213
LEGG MASON INC COM 524901105 3,009 69,053 69,053
LEHMAN BROS HLDGS INC COM 524908100 2,705 136,563 136,563
LENNOX INTL INC COM 526107107 222 7,668 7,668
LEUCADIA NATL CORP COM 527288104 427 9,093 9,093
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,005 340,563 340,563
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTL NEW CL A 529771107 2,357 70,495 70,495
LIBERTY GLOBAL INC COM SER A 530555101 3,288 104,620 104,620
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 449 30,421 30,421
LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 315 21,883 21,883
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 3,537 145,981 145,981
LILLY ELI & CO COM 532457108 4,647 100,675 100,675
LIMITED BRANDS INC COM 532716107 978 58,061 58,061
LINCARE HLDGS INC COM 532791100 1,201 42,290 42,290
LINCOLN ELEC HLDGS INC COM 533900106 1,842 23,403 23,403
LINCOLN NATL CORP IND COM 534187109 602 13,280 13,280
LINEAR TECHNOLOGY CORP COM 535678106 1,188 36,464 36,464
LIZ CLAIBORNE INC COM 539320101 1,029 72,739 72,739
LOCKHEED MARTIN CORP COM 539830109 9,228 93,536 93,536
LOEWS CORP COM 540424108 11,371 242,460 242,460
LORILLARD INC COM 544147101 8,711 125,948 125,948
LOWES COS INC COM 548661107 8,310 400,479 400,479
LUBRIZOL CORP COM 549271104 388 8,371 8,371
M & T BK CORP COM 55261F104 2,060 29,199 29,199
MBIA INC COM 55262C100 416 94,712 94,712
M D C HLDGS INC COM 552676108 494 12,641 12,641
MDU RES GROUP INC COM 552690109 797 22,849 22,849
MEMC ELECTR MATLS INC COM 552715104 2,304 37,436 37,436
MGIC INVT CORP WIS COM 552848103 300 49,107 49,107
MGM MIRAGE COM 552953101 663 19,563 19,563
MSC INDL DIRECT INC CL A 553530106 321 7,275 7,275
MSCI INC CL A 55354G100 263 7,234 7,234
MACERICH CO COM 554382101 763 12,286 12,286
MACK CALI RLTY CORP COM 554489104 909 26,610 26,610
MACYS INC COM 55616P104 2,261 116,423 116,423
MANITOWOC INC COM 563571108 3,091 95,008 95,008
MANPOWER INC COM 56418H100 3,936 67,581 67,581
MARATHON OIL CORP COM 565849106 14,552 280,557 280,557
MARINER ENERGY INC COM 56845T305 434 11,748 11,748
MARSH & MCLENNAN COS INC COM 571748102 696 26,202 26,202
MARSHALL & ILSLEY CORP NEW COM 571837103 1,256 81,908 81,908
MARRIOTT INTL INC NEW CL A 571903202 4,480 170,717 170,717
MARTIN MARIETTA MATLS INC COM 573284106 668 6,447 6,447
MASCO CORP COM 574599106 657 41,771 41,771
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
MASSEY ENERGY CORP COM 576206106 1,242 13,244 13,244
MASTERCARD INC CL A 57636Q104 3,172 11,946 11,946
MATTEL INC COM 577081102 2,121 123,915 123,915
MCAFEE INC COM 579064106 1,300 38,197 38,197
MCCLATCHY CO CL A 579489105 79 11,623 11,623
MCCORMICK & CO INC COM NON VTG 579780206 3,947 110,676 110,676
MCDERMOTT INTL INC COM 580037109 4,992 80,659 80,659
MCDONALDS CORP COM 580135101 27,436 488,016 488,016
MCGRAW HILL COS INC COM 580645109 4,229 105,400 105,400
MCKESSON CORP COM 58155Q103 3,704 66,245 66,245
MEADWESTVACO CORP COM 583334107 2,569 107,772 107,772
MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,160 172,871 172,871
MEDTRONIC INC COM 585055106 22,443 433,688 433,688
MENTOR GRAPHICS CORP COM 587200106 735 46,493 46,493
MERCK & CO INC COM 589331107 27,210 721,953 721,953
MERRILL LYNCH & CO INC COM 590188108 8,478 267,362 267,362
METAVANTE TECHNOLOGIES INC COM 591407101 851 37,636 37,636
METLIFE INC COM 59156R108 11,020 208,839 208,839
METROPCS COMMUNICATIONS INC COM 591708102 728 41,119 41,119
METTLER TOLEDO INTERNATIONAL COM 592688105 1,603 16,899 16,899
MICROSOFT CORP COM 594918104 92,658 3,368,150 3,368,150
MICROCHIP TECHNOLOGY INC COM 595017104 928 30,401 30,401
MICRON TECHNOLOGY INC COM 595112103 1,109 184,789 184,789
MILLIPORE CORP COM 601073109 614 9,055 9,055
MIRANT CORP NEW COM 60467R100 1,002 25,601 25,601
MOHAWK INDS INC COM 608190104 715 11,149 11,149
MOLEX INC COM 608554101 654 26,776 26,776
MOLSON COORS BREWING CO CL B 60871R209 1,473 27,107 27,107
MONSANTO CO NEW COM 61166W101 37,243 294,553 294,553
MONSTER WORLDWIDE INC COM 611742107 662 32,129 32,129
MOODYS CORP COM 615369105 2,592 75,252 75,252
MORGAN STANLEY COM NEW 617446448 11,641 322,738 322,738
MOSAIC CO COM 61945A107 3,693 25,524 25,524
MOTOROLA INC COM 620076109 3,671 500,147 500,147
MURPHY OIL CORP COM 626717102 3,062 31,229 31,229
MYLAN INC COM 628530107 1,013 83,923 83,923
NBTY INC COM 628782104 812 25,332 25,332
NCR CORP NEW COM 62886E108 1,797 71,324 71,324
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
NII HLDGS INC CL B NEW 62913F201 3,447 72,591 72,591
NRG ENERGY INC COM NEW 629377508 950 22,148 22,148
NVR INC COM 62944T105 318 635 635
NYMEX HOLDINGS INC COM 62948N104 1,316 15,580 15,580
NYSE EURONEXT COM 629491101 2,970 58,634 58,634
NALCO HOLDING COMPANY COM 62985Q101 466 22,050 22,050
NASDAQ OMX GROUP INC COM 631103108 1,228 46,256 46,256
NATIONAL CITY CORP COM 635405103 1,177 246,852 246,852
NATIONAL FUEL GAS CO N J COM 636180101 247 4,161 4,161
NATIONAL HEALTH INVS INC COM 63633D104 578 20,269 20,269
NATIONAL INSTRS CORP COM 636518102 264 9,312 9,312
NATIONAL OILWELL VARCO INC COM 637071101 9,989 112,588 112,588
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,707 83,110 83,110
NATIONWIDE FINL SVCS INC CL A 638612101 3,038 63,270 63,270
NAVTEQ CORP COM 63936L100 1,253 16,268 16,268
NETAPP INC COM 64110D104 3,508 161,953 161,953
NEUSTAR INC CL A 64126X201 275 12,748 12,748
NEW YORK CMNTY BANCORP INC COM 649445103 313 17,557 17,557
NEWELL RUBBERMAID INC COM 651229106 761 45,331 45,331
NEWFIELD EXPL CO COM 651290108 440 6,748 6,748
NEWMONT MINING CORP COM 651639106 6,508 124,776 124,776
NEWS CORP CL A 65248E104 11,081 736,741 736,741
NIKE INC CL B 654106103 13,069 219,238 219,238
NISOURCE INC COM 65473P105 529 29,541 29,541
NOKIA CORP SPONSORED ADR 654902204 1,512 61,715 61,715
NOBLE ENERGY INC COM 655044105 1,012 10,068 10,068
NORDSTROM INC COM 655664100 2,946 97,216 97,216
NORFOLK SOUTHERN CORP COM 655844108 7,045 112,413 112,413
NORTHEAST UTILS COM 664397106 1,192 46,706 46,706
NORTHERN TR CORP COM 665859104 9,456 137,901 137,901
NORTHROP GRUMMAN CORP COM 666807102 12,557 187,702 187,702
NORTHWEST AIRLS CORP COM 667280408 83 12,493 12,493
NOVELL INC COM 670006105 212 35,965 35,965
NSTAR COM 67019E107 709 20,968 20,968
NUANCE COMMUNICATIONS INC COM 67020Y100 444 28,333 28,333
NUCOR CORP COM 670346105 10,028 134,297 134,297
NVIDIA CORP COM 67066G104 5,065 270,543 270,543
OGE ENERGY CORP COM 670837103 764 24,083 24,083
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETE CORP DEL COM 674599105 50,003 556,454 556,454
OCEANEERING INTL INC COM 675232102 698 9,060 9,060
OFFICE DEPOT INC COM 676220106 805 73,566 73,566
OIL STS INTL INC COM 678026105 397 6,255 6,255
OLD REP INTL CORP COM 680223104 140 11,806 11,806
OMNICOM GROUP INC COM 681919106 9,959 221,899 221,899
ON SEMICONDUCTOR CORP COM 682189105 598 65,198 65,198
ONEOK INC NEW COM 682680103 261 5,340 5,340
ORACLE CORP COM 68389X105 32,842 1,563,915 1,563,915
O REILLY AUTOMOTIVE INC COM 686091109 421 18,837 18,837
OSHKOSH CORP COM 688239201 201 9,694 9,694
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,383 17,395 17,395
OWENS ILL INC COM NEW 690768403 581 13,935 13,935
PG&E CORP COM 69331C108 5,610 141,358 141,358
PMI GROUP INC COM 69344M101 90 46,128 46,128
PNC FINL SVCS GROUP INC COM 693475105 4,962 86,904 86,904
PPG INDS INC COM 693506107 3,143 54,791 54,791
PPL CORP COM 69351T106 8,691 166,280 166,280
PACCAR INC COM 693718108 4,761 113,821 113,821
PACKAGING CORP AMER COM 695156109 481 22,342 22,342
PACTIV CORP COM 695257105 269 12,678 12,678
PALL CORP COM 696429307 800 20,162 20,162
PANERA BREAD CO CL A 69840W108 202 4,360 4,360
PARKER HANNIFIN CORP COM 701094104 3,127 43,843 43,843
PATRIOT COAL CORP COM 70336T104 1,224 7,982 7,982
PATTERSON COMPANIES INC COM 703395103 625 21,261 21,261
PATTERSON UTI ENERGY INC COM 703481101 676 18,710 18,710
PAYCHEX INC COM 704326107 4,127 131,929 131,929
PEABODY ENERGY CORP COM 704549104 7,085 80,465 80,465
PEDIATRIX MED GROUP COM 705324101 344 6,981 6,981
PENN NATL GAMING INC COM 707569109 392 12,190 12,190
PENNEY J C INC COM 708160106 2,583 71,167 71,167
PENTAIR INC COM 709631105 456 13,009 13,009
PEOPLES UNITED FINANCIAL INC COM 712704105 276 17,721 17,721
PEPCO HOLDINGS INC COM 713291102 265 10,314 10,314
PEPSI BOTTLING GROUP INC COM 713409100 2,871 102,829 102,829
PEPSIAMERICAS INC COM 71343P200 825 41,718 41,718
PEPSICO INC COM 713448108 40,466 636,361 636,361
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
PERKINELMER INC COM 714046109 336 12,052 12,052
PERRIGO CO COM 714290103 407 12,804 12,804
PETROHAWK ENERGY CORP COM 716495106 1,594 34,431 34,431
PETSMART INC COM 716768106 418 20,928 20,928
PFIZER INC COM 717081103 34,189 1,956,997 1,956,997
PHARMACEUTICAL PROD DEV INC COM 717124101 753 17,563 17,563
PHARMERICA CORP COM 71714F104 241 10,665 10,665
PHILIP MORRIS INTL INC COM 718172109 37,806 765,459 765,459
PHILLIPS VAN HEUSEN CORP COM 718592108 283 7,724 7,724
PINNACLE WEST CAP CORP COM 723484101 635 20,652 20,652
PIONEER NAT RES CO COM 723787107 2,906 37,118 37,118
PITNEY BOWES INC COM 724479100 1,087 31,863 31,863
PLAINS EXPL& PRODTN CO COM 726505100 1,211 16,600 16,600
PLUM CREEK TIMBER CO INC COM 729251108 644 15,076 15,076
POLO RALPH LAUREN CORP CL A 731572103 579 9,217 9,217
POPULAR INC COM 733174106 95 14,394 14,394
PRAXAIR INC COM 74005P104 11,098 117,763 117,763
PRECISION CASTPARTS CORP COM 740189105 12,156 126,142 126,142
PRICE T ROWE GROUP INC COM 74144T108 2,411 42,689 42,689
PRICELINE COM INC COM NEW 741503403 731 6,332 6,332
PRIDE INTL INC DEL COM 74153Q102 1,050 22,205 22,205
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,493 59,388 59,388
PROCTER & GAMBLE CO COM 742718109 57,767 949,965 949,965
PROGRESS ENERGY INC COM 743263105 955 22,837 22,837
PROGRESSIVE CORP OHIO COM 743315103 2,680 143,183 143,183
PROLOGIS SH BEN INT 743410102 1,425 26,222 26,222
PRUDENTIAL FINL INC COM 744320102 7,178 120,150 120,150
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,805 148,163 148,163
PUBLIC STORAGE COM 74460D109 2,427 30,038 30,038
PULTE HOMES INC COM 745867101 868 90,125 90,125
QUALCOMM INC COM 747525103 25,747 580,281 580,281
QUANTA SVCS INC COM 74762E102 795 23,909 23,909
QUEST DIAGNOSTICS INC COM 74834L100 1,105 22,800 22,800
QUEST RESOURCE CORP COM NEW 748349305 378 33,087 33,087
QUESTAR CORP COM 748356102 6,280 88,396 88,396
QUICKSILVER RESOURCES INC COM 74837R104 1,938 50,168 50,168
QWEST COMMUNICATIONS INTL IN COM 749121109 1,751 445,612 445,612
RPM INTL INC COM 749685103 464 22,517 22,517
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
RADIAN GROUP INC COM 750236101 106 73,009 73,009
RAMBUS INC DEL COM 750917106 327 17,165 17,165
RANGE RES CORP COM 75281A109 1,663 25,367 25,367
RAYONIER INC COM 754907103 1,353 31,865 31,865
RAYTHEON CO COM NEW 755111507 7,839 139,278 139,278
RED HAT INC COM 756577102 1,370 66,205 66,205
REGENCY CTRS CORP COM 758849103 212 3,581 3,581
REGIONS FINANCIAL CORP NEW COM 7591EP100 388 35,585 35,585
RELIANCE STEEL & ALUMINUM CO COM 759509102 248 3,212 3,212
RELIANT ENERGY INC COM 75952B105 377 17,723 17,723
REPUBLIC SVCS INC COM 760759100 864 29,079 29,079
RESMED INC COM 761152107 454 12,701 12,701
REYNOLDS AMERICAN INC COM 761713106 1,632 34,973 34,973
RITE AID CORP COM 767754104 41 26,033 26,033
ROBERT HALF INTL INC COM 770323103 918 38,295 38,295
ROCKWELL AUTOMATION INC COM 773903109 2,964 67,772 67,772
ROCKWELL COLLINS INC COM 774341101 2,754 57,417 57,417
ROHM & HAAS CO COM 775371107 2,795 60,194 60,194
ROPER INDS INC NEW COM 776696106 3,783 57,430 57,430
ROSS STORES INC COM 778296103 1,653 46,549 46,549
ROWAN COS INC COM 779382100 478 10,228 10,228
RYDER SYS INC COM 783549108 1,304 18,925 18,925
SBA COMMUNICATIONS CORP COM 78388J106 743 20,639 20,639
SAIC INC COM 78390X101 269 12,946 12,946
SEI INVESTMENTS CO COM 784117103 2,802 119,126 119,126
SL GREEN RLTY CORP COM 78440X101 247 2,990 2,990
SLM CORP COM 78442P106 1,880 97,180 97,180
SPX CORP COM 784635104 3,327 25,255 25,255
SAFECO CORP COM 786429100 309 4,606 4,606
SAFEWAY INC COM NEW 786514208 640 22,433 22,433
ST JOE CO COM 790148100 464 13,524 13,524
ST JUDE MED INC COM 790849103 5,566 136,151 136,151
ST MARY LD & EXPL CO COM 792228108 389 6,025 6,025
SALESFORCE COM INC COM 79466L302 1,179 17,282 17,282
SANDISK CORP COM 80004C101 744 39,768 39,768
SANDRIDGE ENERGY INC COM 80007P307 979 15,163 15,163
SARA LEE CORP COM 803111103 443 36,175 36,175
SCANA CORP NEW COM 80589M102 221 5,975 5,975
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
SCHEIN HENRY INC COM 806407102 2,326 45,096 45,096
SCHERING PLOUGH CORP COM 806605101 8,437 428,514 428,514
SCHLUMBERGER LTD COM 806857108 35,464 330,112 330,112
SCHWAB CHARLES CORP NEW COM 808513105 5,531 269,258 269,258
SCIENTIFIC GAMES CORP CL A 80874P109 314 10,611 10,611
SCOTTS MIRACLE GRO CO CL A 810186106 299 17,028 17,028
SEARS HLDGS CORP COM 812350106 2,402 32,614 32,614
SEMPRA ENERGY COM 816851109 3,718 65,867 65,867
SENSIENT TECHNOLOGIES CORP COM 81725T100 218 7,748 7,748
SEPRACOR INC COM 817315104 353 17,715 17,715
SERVICE CORP INTL COM 817565104 132 13,374 13,374
SHAW GROUP INC COM 820280105 842 13,626 13,626
SHERWIN WILLIAMS CO COM 824348106 3,442 74,940 74,940
SIERRA PAC RES NEW COM 826428104 487 38,345 38,345
SIGMA ALDRICH CORP COM 826552101 2,989 55,489 55,489
SILICON LABORATORIES INC COM 826919102 289 8,006 8,006
SIMON PPTY GROUP INC NEW COM 828806109 7,253 80,693 80,693
SIRIUS SATELLITE RADIO INC COM 82966U103 473 246,421 246,421
SMITH INTL INC COM 832110100 5,749 69,144 69,144
SMURFIT-STONE CONTAINER CORP COM 832727101 53 13,104 13,104
SOHU COM INC COM 83408W103 328 4,656 4,656
SONOCO PRODS CO COM 835495102 555 17,920 17,920
SOUTHERN CO COM 842587107 1,886 54,017 54,017
SOUTHERN COPPER CORP COM 84265V105 2,379 22,310 22,310
SOUTHWEST AIRLS CO COM 844741108 982 75,294 75,294
SOUTHWEST GAS CORP COM 844895102 1,053 35,420 35,420
SOUTHWESTERN ENERGY CO COM 845467109 2,676 56,211 56,211
SOVEREIGN BANCORP INC COM 845905108 273 37,117 37,117
SPECTRA ENERGY CORP COM 847560109 5,549 193,081 193,081
SPRINT NEXTEL CORP COM SER 1 852061100 6,377 671,240 671,240
STANLEY WKS COM 854616109 1,070 23,867 23,867
STAPLES INC COM 855030102 4,463 187,914 187,914
STARBUCKS CORP COM 855244109 5,353 340,086 340,086
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,925 73,007 73,007
STATE STR CORP COM 857477103 3,834 59,920 59,920
STEEL DYNAMICS INC COM 858119100 3,160 80,882 80,882
STERICYCLE INC COM 858912108 1,821 35,226 35,226
STRAYER ED INC COM 863236105 489 2,337 2,337
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
STRYKER CORP COM 863667101 10,055 159,902 159,902
SUN MICROSYSTEMS INC COM NEW 866810203 1,324 121,730 121,730
SUNOCO INC COM 86764P109 563 13,839 13,839
SUNPOWER CORP COM CL A 867652109 641 8,909 8,909
SUNTRUST BKS INC COM 867914103 4,896 135,164 135,164
SUPERIOR ENERGY SVCS INC COM 868157108 732 13,272 13,272
SUPERVALU INC COM 868536103 2,259 73,144 73,144
SYMANTEC CORP COM 871503108 4,080 210,844 210,844
SYNOPSYS INC COM 871607107 729 30,507 30,507
SYNOVUS FINL CORP COM 87161C105 126 14,392 14,392
SYSCO CORP COM 871829107 2,716 98,731 98,731
TD AMERITRADE HLDG CORP COM 87236Y108 2,265 125,199 125,199
TECO ENERGY INC COM 872375100 232 10,795 10,795
TJX COS INC NEW COM 872540109 5,776 183,554 183,554
TARGET CORP COM 87612E106 20,520 441,381 441,381
TAUBMAN CTRS INC COM 876664103 422 8,679 8,679
TECHNE CORP COM 878377100 492 6,352 6,352
TELEPHONE & DATA SYS INC COM 879433100 3,486 73,752 73,752
TELEPHONE & DATA SYS INC SPL COM 879433860 683 15,498 15,498
TELLABS INC COM 879664100 95 20,356 20,356
TEMPLE INLAND INC COM 879868107 308 27,323 27,323
TENET HEALTHCARE CORP COM 88033G100 307 55,219 55,219
TERADATA CORP DEL COM 88076W103 1,500 64,836 64,836
TERADYNE INC COM 880770102 232 20,962 20,962
TEREX CORP NEW COM 880779103 1,210 23,562 23,562
TERRA INDS INC COM 880915103 741 15,020 15,020
TESORO CORP COM 881609101 229 11,589 11,589
TETRA TECHNOLOGIES INC DEL COM 88162F105 291 12,260 12,260
TEXAS INSTRS INC COM 882508104 18,041 640,657 640,657
TEXTRON INC COM 883203101 6,963 145,281 145,281
THERMO FISHER SCIENTIFIC INC COM 883556102 5,149 92,401 92,401
THOMAS & BETTS CORP COM 884315102 2,648 69,950 69,950
THOR INDS INC COM 885160101 393 18,507 18,507
3M CO COM 88579Y101 17,833 256,254 256,254
TIDEWATER INC COM 886423102 1,287 19,795 19,795
TIFFANY & CO NEW COM 886547108 845 20,725 20,725
TIM HORTONS INC COM 88706M103 871 30,362 30,362
TIME WARNER INC COM 887317105 15,254 1,030,668 1,030,668
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
TIME WARNER CABLE INC CL A 88732J108 443 16,714 16,714
TIMKEN CO COM 887389104 293 8,892 8,892
TORCHMARK CORP COM 891027104 1,932 32,940 32,940
TORO CO COM 891092108 205 6,157 6,157
TORONTO DOMINION BK ONT COM NEW 891160509 1,037 16,660 16,660
TOTAL SYS SVCS INC COM 891906109 597 26,876 26,876
TRAVELERS COMPANIES INC COM 89417E109 9,712 223,777 223,777
TRIMBLE NAVIGATION LTD COM 896239100 712 19,948 19,948
TUPPERWARE BRANDS CORP COM 899896104 761 22,234 22,234
TYSON FOODS INC CL A 902494103 266 17,802 17,802
UST INC COM 902911106 3,484 63,795 63,795
US BANCORP DEL COM NEW 902973304 18,202 652,624 652,624
URS CORP NEW COM 903236107 254 6,042 6,042
U S G CORP COM NEW 903293405 226 7,640 7,640
ULTRA PETROLEUM CORP COM 903914109 1,309 13,328 13,328
UNION PAC CORP COM 907818108 16,288 215,729 215,729
UNISYS CORP COM 909214108 160 40,456 40,456
UNIT CORP COM 909218109 538 6,486 6,486
UNITED PARCEL SERVICE INC CL B 911312106 12,947 210,616 210,616
UNITED STATES CELLULAR CORP COM 911684108 750 13,266 13,266
UNITED STATES STL CORP NEW COM 912909108 4,304 23,292 23,292
UNITED TECHNOLOGIES CORP COM 913017109 26,360 427,222 427,222
UNITEDHEALTH GROUP INC COM 91324P102 9,619 366,433 366,433
UNIVERSAL HLTH SVCS INC CL B 913903100 367 5,804 5,804
UNUM GROUP COM 91529Y106 363 17,739 17,739
URBAN OUTFITTERS INC COM 917047102 582 18,663 18,663
VCA ANTECH INC COM 918194101 385 13,866 13,866
V F CORP COM 918204108 4,379 61,518 61,518
VALERO ENERGY CORP NEW COM 91913Y100 4,670 113,417 113,417
VALLEY NATL BANCORP COM 919794107 1,103 69,919 69,919
VALMONT INDS INC COM 920253101 324 3,111 3,111
VARIAN MED SYS INC COM 92220P105 1,071 20,649 20,649
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 424 12,187 12,187
VENTAS INC COM 92276F100 396 9,298 9,298
VERISIGN INC COM 92343E102 1,210 32,004 32,004
VERIZON COMMUNICATIONS INC COM 92343V104 28,018 791,464 791,464
VERTEX PHARMACEUTICALS INC COM 92532F100 773 23,106 23,106
VIACOM INC NEW CL B 92553P201 2,690 88,086 88,086
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
VIRGIN MEDIA INC COM 92769L101 205 15,056 15,056
VISA INC COM CL A 92826C839 5,983 73,586 73,586
VMWARE INC CL A COM 928563402 367 6,817 6,817
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 377 12,786 12,786
VORNADO RLTY TR SH BEN INT 929042109 613 6,969 6,969
VULCAN MATLS CO COM 929160109 2,381 39,830 39,830
W & T OFFSHORE INC COM 92922P106 290 4,958 4,958
WABCO HLDGS INC COM 92927K102 501 10,781 10,781
WACHOVIA CORP NEW COM 929903102 8,064 519,283 519,283
WADDELL & REED FINL INC CL A 930059100 499 14,247 14,247
WAL MART STORES INC COM 931142103 41,855 744,745 744,745
WALGREEN CO COM 931422109 9,205 283,146 283,146
WALTER INDS INC COM 93317Q105 937 8,611 8,611
WASHINGTON MUT INC COM 939322103 1,682 341,122 341,122
WASHINGTON POST CO CL B 939640108 867 1,477 1,477
WASTE MGMT INC DEL COM 94106L109 6,528 173,124 173,124
WATERS CORP COM 941848103 2,361 36,612 36,612
WATSON PHARMACEUTICALS INC COM 942683103 304 11,187 11,187
WATTS WATER TECHNOLOGIES INC CL A 942749102 479 19,217 19,217
WEINGARTEN RLTY INVS SH BEN INT 948741103 501 16,532 16,532
WELLCARE HEALTH PLANS INC COM 94946T106 1,898 52,499 52,499
WELLPOINT INC COM 94973V107 8,111 170,191 170,191
WELLS FARGO & CO NEW COM 949746101 22,961 966,774 966,774
WENDYS INTL INC COM 950590109 352 12,923 12,923
WESCO INTL INC COM 95082P105 226 5,651 5,651
WESTERN DIGITAL CORP COM 958102105 6,942 201,034 201,034
WESTERN UN CO COM 959802109 3,007 121,631 121,631
WEYERHAEUSER CO COM 962166104 2,717 53,137 53,137
WHIRLPOOL CORP COM 963320106 654 10,590 10,590
WHITING PETE CORP NEW COM 966387102 738 6,956 6,956
WHOLE FOODS MKT INC COM 966837106 546 23,047 23,047
WILEY JOHN & SONS INC CL A 968223206 298 6,619 6,619
WILLIAMS COS INC DEL COM 969457100 6,076 150,744 150,744
WINDSTREAM CORP COM 97381W104 737 59,734 59,734
WISCONSIN ENERGY CORP COM 976657106 2,686 59,403 59,403
WRIGLEY WM JR CO COM 982526105 8,168 105,018 105,018
WYETH COM 983024100 15,053 313,862 313,862
WYNDHAM WORLDWIDE CORP COM 98310W108 523 29,200 29,200
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(A) (B) (C) (A) (B) (C)
-------------------- -----------------------
PENSION FAIR SHARES OR SHARED MANAGERS
CUSIP MARKET PRINCIPAL AS DEF. SHARED SEE
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
WYNN RESORTS LTD COM 983134107 1,881 23,120 23,120
XM SATELLITE RADIO HLDGS INC CL A 983759101 395 50,412 50,412
XTO ENERGY INC COM 98385X106 9,939 145,080 145,080
XCEL ENERGY INC COM 98389B100 3,042 151,589 151,589
XILINX INC COM 983919101 2,529 100,144 100,144
XEROX CORP COM 984121103 2,799 206,387 206,387
YAHOO INC COM 984332106 11,722 567,396 567,396
YUM BRANDS INC COM 988498101 6,997 199,413 199,413
ZEBRA TECHNOLOGIES CORP CL A 989207105 333 10,201 10,201
ZIMMER HLDGS INC COM 98956P102 4,748 69,774 69,774
GRAND TOTAL 4,074,151