13F-HR 1 a2185502z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2008 Check here if Amendment |_|; Amendment Number- This Amendment (Check only one.) |_| is a restatement |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Verizon Investment Management Corp. Address: 1 Verizon Way, Building 7, 1st Floor South Basking Ridge, New Jersey 07920 Form 13F File Number: 028-04063 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting manager: Name: David L. Beik Title: Chief Operating Officer Phone: 908 559-5890 Signature, Place, and Date of Signing: /s/ David L. Beik Basking Ridge, New Jersey 5/13/2008 ----------------- ------------------------- --------- [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: 880 Form 13F Information Table Value Total: 4,114,964 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. GOLDMAN SACHS PRIME BROKERAGE VERIZON INVESTMENT MANAGEMENT CORP. FORM 13F-SOLE INSTR V. NONE AUTHORITY 31-Mar-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 2,870 52,134 52,134 AMDOCS LTD ORD G02602103 891 31,420 31,420 AXIS CAPITAL HOLDINGS SHS G0692U109 269 7,912 7,912 ACCENTURE LTD BERMUDA CL A G1150G111 3,316 94,277 94,277 BUNGE LIMITED COM G16962105 536 6,166 6,166 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 435 5,109 5,109 COOPER INDS LTD CL A G24182100 2,792 69,528 69,528 COVIDIEN LTD COM G2552X108 1,124 25,409 25,409 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 671 18,339 18,339 EVEREST RE GROUP LTD COM G3223R108 291 3,254 3,254 FOSTER WHEELER LTD SHS NEW G36535139 1,266 22,353 22,353 FRONTLINE LTD SHS G3682E127 354 7,691 7,691 GARMIN LTD ORD G37260109 990 18,337 18,337 HERBALIFE LTD COM USD SHS G4412G101 362 7,627 7,627 INGERSOLL-RAND COMPANY LTD CL A G4776G101 2,574 57,745 57,745 INVESCO LTD SHS G491BT108 1,397 57,332 57,332 LAZARD LTD SHS A G54050102 314 8,214 8,214 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,238 113,766 113,766 MF GLOBAL LTD SHS G60642108 106 10,708 10,708 NABORS INDUSTRIES LTD SHS G6359F103 1,702 50,390 50,390 NOBLE CORPORATION SHS G65422100 5,463 109,987 109,987 ORIENT-EXPRESS HOTELS LTD CL A G67743107 281 6,513 6,513 PARTNERRE LTD COM G6852T105 328 4,297 4,297 RENAISSANCERE HOLDINGS LTD COM G7496G103 1,386 26,705 26,705 SEAGATE TECHNOLOGY SHS G7945J104 1,048 50,049 50,049 UTI WORLDWIDE INC ORD G87210103 317 15,770 15,770 TRANSOCEAN INC NEW SHS G90073100 14,052 103,934 103,934 TYCO INTL LTD BERMUDA SHS G9143X208 5,137 116,613 116,613 TYCO ELECTRONICS LTD COM NEW G9144P105 872 25,420 25,420 WARNER CHILCOTT LIMITED COM CL A G9435N108 262 14,541 14,541 WEATHERFORD INTERNATIONAL LT COM G95089101 5,631 77,702 77,702 WHITE MTNS INS GROUP LTD COM G9618E107 227 472 472 XL CAP LTD CL A G98255105 817 27,636 27,636 UBS AG SHS NEW H89231338 893 30,995 30,995 CNH GLOBAL N V SHS NEW N20935206 403 7,748 7,748 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 258 7,837 7,837 AFLAC INC COM 001055102 8,443 129,985 129,985 AGCO CORP COM 001084102 666 11,119 11,119

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($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- AES CORP COM 00130H105 3,137 188,154 188,154 AK STL HLDG CORP COM 001547108 961 17,659 17,659 AMB PROPERTY CORP COM 00163T109 278 5,105 5,105 AMR CORP COM 001765106 546 60,570 60,570 AT&T INC COM 00206R102 68,172 1,779,946 1,779,946 ABBOTT LABS COM 002824100 30,098 545,757 545,757 ABERCROMBIE & FITCH CO CL A 002896207 1,686 23,055 23,055 ACTIVISION INC NEW COM NEW 004930202 1,228 44,947 44,947 ACXIOM CORP COM 005125109 184 15,533 15,533 ADOBE SYS INC COM 00724F101 11,706 328,907 328,907 ADVANCE AUTO PARTS INC COM 00751Y106 545 16,002 16,002 ADVANCED MICRO DEVICES INC COM 007903107 854 144,992 144,992 AETNA INC NEW COM 00817Y108 7,888 187,418 187,418 AFFILIATED COMPUTER SERVICES CL A 008190100 777 15,505 15,505 AFFILIATED MANAGERS GROUP COM 008252108 430 4,737 4,737 AGILENT TECHNOLOGIES INC COM 00846U101 1,757 58,914 58,914 AGILYSYS INC COM 00847J105 360 30,995 30,995 AIR PRODS & CHEMS INC COM 009158106 6,541 71,099 71,099 AIRGAS INC COM 009363102 1,280 28,161 28,161 AKAMAI TECHNOLOGIES INC COM 00971T101 1,368 48,564 48,564 ALBEMARLE CORP COM 012653101 2,117 57,963 57,963 ALBERTO CULVER CO NEW COM 013078100 531 19,376 19,376 ALCOA INC COM 013817101 8,673 240,523 240,523 ALLEGHANY CORP DEL COM 017175100 4,006 11,731 11,731 ALLEGHENY ENERGY INC COM 017361106 3,526 69,822 69,822 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,397 33,593 33,593 ALLERGAN INC COM 018490102 4,743 84,115 84,115 ALLIANCE DATA SYSTEMS CORP COM 018581108 594 12,497 12,497 ALLIANT ENERGY CORP COM 018802108 204 5,839 5,839 ALLIANT TECHSYSTEMS INC COM 018804104 493 4,759 4,759 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 209 19,343 19,343 ALLSTATE CORP COM 020002101 5,294 110,152 110,152 ALTERA CORP COM 021441100 2,054 111,435 111,435 ALTRIA GROUP INC COM 02209S103 14,829 667,984 667,984 AMAZON COM INC COM 023135106 12,736 178,630 178,630 AMBAC FINL GROUP INC COM 023139108 810 140,877 140,877 AMEREN CORP COM 023608102 468 10,623 10,623 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,444 22,666 22,666

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 CAPITAL STRATEGIES COM 024937104 330 9,668 9,668 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 662 37,797 37,797 AMERICAN ELEC PWR INC COM 025537101 6,305 151,443 151,443 AMERICAN EXPRESS CO COM 025816109 16,337 373,676 373,676 AMERICAN INTL GROUP INC COM 026874107 28,109 649,921 649,921 AMERICAN TOWER CORP CL A 029912201 5,630 143,593 143,593 AMERISOURCEBERGEN CORP COM 03073E105 6,302 153,775 153,775 AMERIPRISE FINL INC COM 03076C106 626 12,079 12,079 AMETEK INC NEW COM 031100100 3,504 79,803 79,803 AMGEN INC COM 031162100 18,873 451,734 451,734 AMPCO-PITTSBURGH CORP COM 032037103 266 6,199 6,199 AMPHENOL CORP NEW CL A 032095101 1,058 28,391 28,391 AMYLIN PHARMACEUTICALS INC COM 032346108 611 20,909 20,909 ANADARKO PETE CORP COM 032511107 12,375 196,336 196,336 ANALOG DEVICES INC COM 032654105 2,143 72,608 72,608 ANHEUSER BUSCH COS INC COM 035229103 10,549 222,325 222,325 ANNALY CAP MGMT INC COM 035710409 351 22,925 22,925 ANNTAYLOR STORES CORP COM 036115103 586 24,226 24,226 AON CORP COM 037389103 605 15,055 15,055 APACHE CORP COM 037411105 12,030 99,568 99,568 APARTMENT INVT & MGMT CO CL A 03748R101 780 21,775 21,775 APOLLO GROUP INC CL A 037604105 991 22,939 22,939 APPLE INC COM 037833100 45,167 314,752 314,752 APPLERA CORP COM AP BIO GRP 038020103 2,425 73,806 73,806 APPLIED MATLS INC COM 038222105 7,195 368,791 368,791 ARCH COAL INC COM 039380100 984 22,625 22,625 ARCHER DANIELS MIDLAND CO COM 039483102 15,459 375,594 375,594 ARROW ELECTRS INC COM 042735100 1,671 49,666 49,666 ASSURANT INC COM 04621X108 6,598 108,409 108,409 ATMEL CORP COM 049513104 242 69,589 69,589 AUTODESK INC COM 052769106 2,506 79,606 79,606 AUTOLIV INC COM 052800109 426 8,478 8,478 AUTOMATIC DATA PROCESSING IN COM 053015103 9,283 219,001 219,001 AUTOZONE INC COM 053332102 2,306 20,259 20,259 AVALONBAY CMNTYS INC COM 053484101 11,239 116,444 116,444 AVERY DENNISON CORP COM 053611109 1,456 29,567 29,567 AVNET INC COM 053807103 3,402 103,927 103,927 AVON PRODS INC COM 054303102 2,607 65,941 65,941

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- BB&T CORP COM 054937107 905 28,239 28,239 BJ SVCS CO COM 055482103 1,327 46,528 46,528 BOK FINL CORP COM NEW 05561Q201 1,872 35,838 35,838 BP PLC SPONSORED ADR 055622104 940 15,498 15,498 BMC SOFTWARE INC COM 055921100 2,294 70,551 70,551 BAKER HUGHES INC COM 057224107 7,292 106,447 106,447 BALL CORP COM 058498106 2,432 52,936 52,936 BANK OF AMERICA CORPORATION COM 060505104 49,958 1,317,796 1,317,796 BANK HAWAII CORP COM 062540109 214 4,318 4,318 BANK OF NEW YORK MELLON CORP COM 064058100 14,227 340,920 340,920 BARD C R INC COM 067383109 5,304 55,026 55,026 BARR PHARMACEUTICALS INC COM 068306109 841 17,417 17,417 BAXTER INTL INC COM 071813109 10,536 182,224 182,224 BE AEROSPACE INC COM 073302101 511 14,630 14,630 BEA SYS INC COM 073325102 1,191 62,168 62,168 BEAR STEARNS COS INC COM 073902108 223 21,238 21,238 BECKMAN COULTER INC COM 075811109 553 8,573 8,573 BECTON DICKINSON & CO COM 075887109 15,335 178,628 178,628 BED BATH & BEYOND INC COM 075896100 2,005 67,963 67,963 BERKLEY W R CORP COM 084423102 2,400 86,676 86,676 BERKSHIRE HATHAWAY INC DEL CL B 084670207 613 137 137 BEST BUY INC COM 086516101 6,738 162,522 162,522 BIG LOTS INC COM 089302103 320 14,338 14,338 BIOGEN IDEC INC COM 09062X103 6,772 109,775 109,775 BLACK & DECKER CORP COM 091797100 2,757 41,705 41,705 BLACKROCK INC COM 09247X101 3,526 17,271 17,271 BLOCK H & R INC COM 093671105 1,064 51,255 51,255 BOEING CO COM 097023105 21,736 292,269 292,269 BORGWARNER INC COM 099724106 762 17,707 17,707 BOSTON PROPERTIES INC COM 101121101 2,623 28,491 28,491 BOSTON SCIENTIFIC CORP COM 101137107 879 68,318 68,318 BRINKER INTL INC COM 109641100 597 32,182 32,182 BRINKS CO COM 109696104 1,022 15,215 15,215 BRISTOL MYERS SQUIBB CO COM 110122108 12,452 584,624 584,624 BROADCOM CORP CL A 111320107 3,629 188,348 188,348 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 641 36,404 36,404 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 436 59,754 59,754 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,319 49,166 49,166

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- BROWN & BROWN INC COM 115236101 309 17,786 17,786 BROWN FORMAN CORP CL B 115637209 654 9,874 9,874 BURGER KING HLDGS INC COM 121208201 279 10,076 10,076 BURLINGTON NORTHN SANTA FE C COM 12189T104 11,621 126,011 126,011 CBS CORP NEW CL B 124857202 4,418 200,077 200,077 CB RICHARD ELLIS GROUP INC CL A 12497T101 799 36,922 36,922 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,440 99,994 99,994 CIGNA CORP COM 125509109 2,794 68,863 68,863 CIT GROUP INC COM 125581108 346 29,201 29,201 CME GROUP INC COM 12572Q105 9,921 21,150 21,150 CMS ENERGY CORP COM 125896100 996 73,543 73,543 CSX CORP COM 126408103 8,060 143,749 143,749 CTC MEDIA INC COM 12642X106 229 8,249 8,249 CTS CORP COM 126501105 166 15,498 15,498 CVS CAREMARK CORPORATION COM 126650100 26,440 652,677 652,677 CA INC COM 12673P105 1,097 48,734 48,734 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,406 112,296 112,296 CABOT CORP COM 127055101 244 8,710 8,710 CABOT OIL & GAS CORP COM 127097103 786 15,458 15,458 CADENCE DESIGN SYSTEM INC COM 127387108 1,068 100,021 100,021 CAMERON INTERNATIONAL CORP COM 13342B105 4,302 103,310 103,310 CAMPBELL SOUP CO COM 134429109 2,859 84,210 84,210 CAPITAL ONE FINL CORP COM 14040H105 3,877 78,759 78,759 CAPITALSOURCE INC COM 14055X102 156 16,174 16,174 CARDINAL HEALTH INC COM 14149Y108 3,036 57,816 57,816 CAREER EDUCATION CORP COM 141665109 192 15,076 15,076 CARLISLE COS INC COM 142339100 532 15,896 15,896 CARMAX INC COM 143130102 666 34,297 34,297 CARNIVAL CORP PAIRED CTF 143658300 1,697 41,923 41,923 CARPENTER TECHNOLOGY CORP COM 144285103 305 5,455 5,455 CATERPILLAR INC DEL COM 149123101 16,173 206,573 206,573 CELANESE CORP DEL COM SER A 150870103 2,625 67,211 67,211 CELGENE CORP COM 151020104 7,393 120,629 120,629 CENTERPOINT ENERGY INC COM 15189T107 1,278 89,542 89,542 CENTEX CORP COM 152312104 546 22,537 22,537 CENTURYTEL INC COM 156700106 3,161 95,097 95,097 CEPHALON INC COM 156708109 677 10,507 10,507 CERNER CORP COM 156782104 390 10,461 10,461

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- CHARLES RIV LABS INTL INC COM 159864107 349 5,920 5,920 CHEESECAKE FACTORY INC COM 163072101 249 11,445 11,445 CHEMTURA CORP COM 163893100 103 14,082 14,082 CHESAPEAKE ENERGY CORP COM 165167107 2,580 55,906 55,906 CHEVRON CORP NEW COM 166764100 57,324 671,557 671,557 CHICOS FAS INC COM 168615102 199 27,939 27,939 CHOICEPOINT INC COM 170388102 513 10,786 10,786 CHUBB CORP COM 171232101 9,354 189,053 189,053 CHURCH & DWIGHT INC COM 171340102 1,128 20,794 20,794 CIENA CORP COM NEW 171779309 418 13,561 13,561 CIMAREX ENERGY CO COM 171798101 236 4,309 4,309 CINCINNATI FINL CORP COM 172062101 335 8,812 8,812 CIRCUIT CITY STORE INC COM 172737108 144 36,189 36,189 CISCO SYS INC COM 17275R102 56,826 2,358,918 2,358,918 CITADEL BROADCASTING CORP COM 17285T106 50 29,851 29,851 CINTAS CORP COM 172908105 515 18,028 18,028 CITIGROUP INC COM 172967101 33,210 1,550,441 1,550,441 CITIZENS COMMUNICATIONS CO COM 17453B101 252 24,000 24,000 CITRIX SYS INC COM 177376100 883 30,097 30,097 CLARCOR INC COM 179895107 909 25,571 25,571 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,204 109,636 109,636 CLEVELAND CLIFFS INC COM 185896107 780 6,507 6,507 CLOROX CO DEL COM 189054109 1,176 20,771 20,771 COACH INC COM 189754104 5,233 173,551 173,551 COCA COLA CO COM 191216100 51,300 842,774 842,774 COCA COLA ENTERPRISES INC COM 191219104 386 15,969 15,969 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,899 135,228 135,228 COLGATE PALMOLIVE CO COM 194162103 15,385 197,472 197,472 COMCAST CORP NEW CL A 20030N101 14,035 725,682 725,682 COMERICA INC COM 200340107 280 7,985 7,985 COMMERCIAL METALS CO COM 201723103 2,055 68,585 68,585 COMMSCOPE INC COM 203372107 345 9,916 9,916 COMPUTER SCIENCES CORP COM 205363104 5,487 134,524 134,524 COMPUWARE CORP COM 205638109 279 37,999 37,999 CONAGRA FOODS INC COM 205887102 611 25,529 25,529 CON-WAY INC COM 205944101 304 6,140 6,140 CONOCOPHILLIPS COM 20825C104 46,809 614,217 614,217 CONSOL ENERGY INC COM 20854P109 3,858 55,763 55,763

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- CONSOLIDATED EDISON INC COM 209115104 1,090 27,448 27,448 CONSTELLATION BRANDS INC CL A 21036P108 2,156 122,027 122,027 CONSTELLATION ENERGY GROUP I COM 210371100 7,466 84,580 84,580 CONTINENTAL AIRLS INC CL B 210795308 296 15,394 15,394 CONVERGYS CORP COM 212485106 1,357 90,115 90,115 COPART INC COM 217204106 401 10,354 10,354 CORN PRODS INTL INC COM 219023108 1,293 34,813 34,813 CORNING INC COM 219350105 15,142 629,876 629,876 CORPORATE EXECUTIVE BRD CO COM 21988R102 1,008 24,909 24,909 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 536 19,485 19,485 COSTCO WHSL CORP NEW COM 22160K105 11,127 171,264 171,264 COUNTRYWIDE FINANCIAL CORP COM 222372104 381 69,192 69,192 COVANCE INC COM 222816100 3,512 42,334 42,334 COVANTA HLDG CORP COM 22282E102 584 21,239 21,239 COVENTRY HEALTH CARE INC COM 222862104 2,142 53,094 53,094 CRANE CO COM 224399105 1,521 37,702 37,702 CROCS INC COM 227046109 222 12,691 12,691 CROWN CASTLE INTL CORP COM 228227104 7,308 211,883 211,883 CROWN HOLDINGS INC COM 228368106 653 25,953 25,953 CUMMINS INC COM 231021106 3,165 67,591 67,591 CURTISS WRIGHT CORP COM 231561101 1,327 32,003 32,003 CYPRESS SEMICONDUCTOR CORP COM 232806109 596 25,246 25,246 DPL INC COM 233293109 814 31,745 31,745 D R HORTON INC COM 23331A109 835 53,003 53,003 DST SYS INC DEL COM 233326107 1,401 21,305 21,305 DTE ENERGY CO COM 233331107 1,441 37,045 37,045 DANAHER CORP DEL COM 235851102 6,115 80,424 80,424 DARDEN RESTAURANTS INC COM 237194105 4,767 146,464 146,464 DAVITA INC COM 23918K108 1,385 29,004 29,004 DEERE & CO COM 244199105 8,348 103,785 103,785 DEL MONTE FOODS CO COM 24522P103 99 10,362 10,362 DELL INC COM 24702R101 15,583 782,283 782,283 DELTA AIR LINES INC DEL COM NEW 247361702 477 55,484 55,484 DENBURY RES INC COM NEW 247916208 1,101 38,560 38,560 DENTSPLY INTL INC NEW COM 249030107 930 24,086 24,086 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,972 47,078 47,078 DEVON ENERGY CORP NEW COM 25179M103 22,260 213,364 213,364 DIAGEO P L C SPON ADR NEW 25243Q205 1,260 15,498 15,498

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,325 19,978 19,978 DICKS SPORTING GOODS INC COM 253393102 955 35,674 35,674 DIEBOLD INC COM 253651103 392 10,450 10,450 DILLARDS INC CL A 254067101 343 19,924 19,924 DIRECTV GROUP INC COM 25459L106 5,003 201,802 201,802 DISCOVERY HOLDING CO CL A COM 25468Y107 658 31,015 31,015 DISNEY WALT CO COM DISNEY 254687106 21,781 694,112 694,112 DISH NETWORK CORP CL A 25470M109 948 33,014 33,014 DISCOVER FINL SVCS COM 254709108 1,083 66,129 66,129 DOLBY LABORATORIES INC COM 25659T107 228 6,276 6,276 DOLLAR TREE INC COM 256746108 402 14,584 14,584 DOMINION RES INC VA NEW COM 25746U109 9,026 221,016 221,016 DOMTAR CORP COM 257559104 628 91,936 91,936 DONALDSON INC COM 257651109 2,759 68,506 68,506 DONNELLEY R R & SONS CO COM 257867101 1,391 45,887 45,887 DOVER CORP COM 260003108 733 17,546 17,546 DOW CHEM CO COM 260543103 10,397 282,131 282,131 DREAMWORKS ANIMATION SKG INC CL A 26153C103 232 9,013 9,013 DRESSER-RAND GROUP INC COM 261608103 419 13,641 13,641 DU PONT E I DE NEMOURS & CO COM 263534109 13,212 282,552 282,552 DUKE ENERGY CORP NEW COM 26441C105 7,932 444,376 444,376 DUKE REALTY CORP COM NEW 264411505 431 18,886 18,886 DUN & BRADSTREET CORP DEL NE COM 26483E100 4,419 54,302 54,302 DYNEGY INC DEL CL A 26817G102 247 31,259 31,259 E M C CORP MASS COM 268648102 5,986 417,404 417,404 ENSCO INTL INC COM 26874Q100 4,278 68,315 68,315 EOG RES INC COM 26875P101 5,022 41,849 41,849 E TRADE FINANCIAL CORP COM 269246104 162 42,062 42,062 EAGLE MATERIALS INC COM 26969P108 250 7,031 7,031 EASTMAN CHEM CO COM 277432100 1,851 29,643 29,643 EASTMAN KODAK CO COM 277461109 261 14,756 14,756 EATON CORP COM 278058102 3,690 46,317 46,317 EATON VANCE CORP COM NON VTG 278265103 500 16,391 16,391 EBAY INC COM 278642103 14,028 470,109 470,109 ECOLAB INC COM 278865100 2,372 54,615 54,615 EDISON INTL COM 281020107 2,143 43,713 43,713 EDWARDS LIFESCIENCES CORP COM 28176E108 407 9,141 9,141 EL PASO CORP COM 28336L109 839 50,404 50,404

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- ELECTRONIC ARTS INC COM 285512109 3,241 64,926 64,926 ELECTRONIC DATA SYS NEW COM 285661104 2,207 132,555 132,555 EMBARQ CORP COM 29078E105 1,594 39,745 39,745 EMERSON ELEC CO COM 291011104 15,067 292,795 292,795 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3,165 132,225 132,225 ENERGEN CORP COM 29265N108 2,914 46,776 46,776 ENERGY CONVERSION DEVICES IN COM 292659109 348 11,623 11,623 ENERGIZER HLDGS INC COM 29266R108 2,602 28,755 28,755 ENTERGY CORP NEW COM 29364G103 12,986 119,055 119,055 EQUIFAX INC COM 294429105 2,268 65,779 65,779 EQUITABLE RES INC COM 294549100 954 16,195 16,195 EQUITY RESIDENTIAL SH BEN INT 29476L107 577 13,896 13,896 ESSEX PPTY TR INC COM 297178105 280 2,459 2,459 EXELON CORP COM 30161N101 12,886 158,559 158,559 EXPEDIA INC DEL COM 30212P105 1,220 55,744 55,744 EXPEDITORS INTL WASH INC COM 302130109 4,247 93,993 93,993 EXPRESS SCRIPTS INC COM 302182100 9,720 151,124 151,124 EXXON MOBIL CORP COM 30231G102 147,067 1,738,791 1,738,791 FMC TECHNOLOGIES INC COM 30249U101 3,517 61,818 61,818 F M C CORP COM NEW 302491303 218 3,926 3,926 FPL GROUP INC COM 302571104 2,037 32,468 32,468 FTD GROUP INC COM 30267U108 622 46,337 46,337 FACTSET RESH SYS INC COM 303075105 368 6,836 6,836 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 141 11,812 11,812 FAMILY DLR STORES INC COM 307000109 918 47,073 47,073 FASTENAL CO COM 311900104 921 20,062 20,062 FEDERAL HOME LN MTG CORP COM 313400301 7,123 281,325 281,325 FEDERAL NATL MTG ASSN COM 313586109 7,905 300,347 300,347 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 500 6,414 6,414 FEDERATED INVS INC PA CL B 314211103 542 13,841 13,841 FEDEX CORP COM 31428X106 12,243 132,112 132,112 F5 NETWORKS INC COM 315616102 241 13,270 13,270 FIDELITY NATL INFORMATION SV COM 31620M106 1,044 27,373 27,373 FIDELITY NATIONAL FINANCIAL CL A 31620R105 634 34,601 34,601 FIFTH THIRD BANCORP COM 316773100 1,563 74,691 74,691 FIRST MARBLEHEAD CORP COM 320771108 140 18,771 18,771 FIRST SOLAR INC COM 336433107 1,309 5,665 5,665 FISERV INC COM 337738108 2,568 53,402 53,402

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- FIRSTENERGY CORP COM 337932107 8,365 121,902 121,902 FLUOR CORP NEW COM 343412102 2,705 19,166 19,166 FLOWSERVE CORP COM 34354P105 2,544 24,373 24,373 FOOT LOCKER INC COM 344849104 196 16,618 16,618 FORD MTR CO DEL COM PAR $0.01 345370860 2,037 356,095 356,095 FOREST CITY ENTERPRISES INC CL A 345550107 421 11,441 11,441 FOREST LABS INC COM 345838106 4,871 121,737 121,737 FOREST OIL CORP COM PAR $0.01 346091705 200 4,088 4,088 FORESTAR REAL ESTATE GROUP I COM 346233109 227 9,122 9,122 FORTUNE BRANDS INC COM 349631101 867 12,481 12,481 FOUNDATION COAL HLDGS INC COM 35039W100 821 16,313 16,313 FRANKLIN RES INC COM 354613101 9,702 100,034 100,034 FREEPORT-MCMORAN COPPER & GO COM 35671D857 15,290 158,911 158,911 FRONTIER OIL CORP COM 35914P105 1,772 64,987 64,987 GATX CORP COM 361448103 661 16,920 16,920 GAMESTOP CORP NEW CL A 36467W109 1,291 24,973 24,973 GANNETT INC COM 364730101 1,989 68,477 68,477 GAP INC DEL COM 364760108 1,396 70,920 70,920 GARDNER DENVER INC COM 365558105 532 14,341 14,341 GEN-PROBE INC NEW COM 36866T103 401 8,327 8,327 GENENTECH INC COM NEW 368710406 26,111 321,641 321,641 GENERAL CABLE CORP DEL NEW COM 369300108 490 8,294 8,294 GENERAL DYNAMICS CORP COM 369550108 12,521 150,190 150,190 GENERAL ELECTRIC CO COM 369604103 107,220 2,897,052 2,897,052 GENERAL GROWTH PPTYS INC COM 370021107 913 23,932 23,932 GENERAL MLS INC COM 370334104 10,765 179,773 179,773 GENERAL MTRS CORP COM 370442105 1,827 95,900 95,900 GENTEX CORP COM 371901109 389 22,681 22,681 GENUINE PARTS CO COM 372460105 1,068 26,551 26,551 GENWORTH FINL INC COM CL A 37247D106 3,572 157,784 157,784 GENZYME CORP COM 372917104 4,324 58,003 58,003 GILEAD SCIENCES INC COM 375558103 21,270 412,765 412,765 GLOBAL INDS LTD COM 379336100 235 14,636 14,636 GLOBAL PMTS INC COM 37940X102 7,504 181,423 181,423 GOLDMAN SACHS GROUP INC COM 38141G104 30,471 184,237 184,237 GOODRICH CORP COM 382388106 2,032 35,339 35,339 GOODYEAR TIRE & RUBR CO COM 382550101 2,201 85,315 85,315 GOOGLE INC CL A 38259P508 43,544 98,859 98,859

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- GRACO INC COM 384109104 643 17,733 17,733 GRAINGER W W INC COM 384802104 1,376 18,009 18,009 GRANT PRIDECO INC COM 38821G101 1,437 29,193 29,193 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,127 46,493 46,493 GUESS INC COM 401617105 349 8,628 8,628 HCC INS HLDGS INC COM 404132102 248 10,936 10,936 HCP INC COM 40414L109 373 11,028 11,028 HLTH CORPORATION COM 40422Y101 275 28,833 28,833 HRPT PPTYS TR COM SH BEN INT 40426W101 78 11,562 11,562 HALLIBURTON CO COM 406216101 11,322 287,861 287,861 HANESBRANDS INC COM 410345102 446 15,278 15,278 HANSEN NAT CORP COM 411310105 382 10,822 10,822 HARLEY DAVIDSON INC COM 412822108 4,738 126,343 126,343 HARMAN INTL INDS INC COM 413086109 418 9,594 9,594 HARRIS CORP DEL COM 413875105 1,746 35,972 35,972 HARSCO CORP COM 415864107 740 13,356 13,356 HARTFORD FINL SVCS GROUP INC COM 416515104 11,588 152,942 152,942 HASBRO INC COM 418056107 1,337 47,918 47,918 HEALTH MGMT ASSOC INC NEW CL A 421933102 66 12,415 12,415 HEALTH CARE REIT INC COM 42217K106 248 5,493 5,493 HEALTH NET INC COM 42222G108 548 17,791 17,791 HEINZ H J CO COM 423074103 6,970 148,397 148,397 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 395 12,545 12,545 HELMERICH & PAYNE INC COM 423452101 248 5,298 5,298 HERCULES INC COM 427056106 203 11,080 11,080 HERSHEY CO COM 427866108 2,157 57,251 57,251 HERTZ GLOBAL HOLDINGS INC COM 42805T105 469 38,889 38,889 HESS CORP COM 42809H107 1,255 14,237 14,237 HEWITT ASSOCS INC COM 42822Q100 420 10,566 10,566 HEWLETT PACKARD CO COM 428236103 52,854 1,157,557 1,157,557 HILLENBRAND INDS INC COM 431573104 203 4,250 4,250 HOLLY CORP COM PAR $0.01 435758305 311 7,168 7,168 HOME DEPOT INC COM 437076102 14,993 536,053 536,053 HONEYWELL INTL INC COM 438516106 13,087 231,957 231,957 HOSPIRA INC COM 441060100 1,062 24,836 24,836 HOST HOTELS & RESORTS INC COM 44107P104 796 49,996 49,996 HUBBELL INC CL B 443510201 227 5,196 5,196 HUDSON CITY BANCORP COM 443683107 906 51,230 51,230

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- HUMANA INC COM 444859102 3,267 72,820 72,820 HUNT J B TRANS SVCS INC COM 445658107 436 13,879 13,879 HUNTINGTON BANCSHARES INC COM 446150104 201 18,719 18,719 IAC INTERACTIVECORP COM NEW 44919P300 1,821 87,724 87,724 IMS HEALTH INC COM 449934108 568 27,049 27,049 ITT EDUCATIONAL SERVICES INC COM 45068B109 297 6,461 6,461 ITT CORP NEW COM 450911102 2,443 47,157 47,157 IDEX CORP COM 45167R104 552 17,999 17,999 IDEXX LABS INC COM 45168D104 484 9,831 9,831 ILLINOIS TOOL WKS INC COM 452308109 6,927 143,617 143,617 IMCLONE SYS INC COM 45245W109 403 9,500 9,500 INDYMAC BANCORP INC COM 456607100 136 27,411 27,411 INTEGRATED DEVICE TECHNOLOGY COM 458118106 421 47,119 47,119 INTEL CORP COM 458140100 46,043 2,173,912 2,173,912 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,551 11,884 11,884 INTERNATIONAL BUSINESS MACHS COM 459200101 62,065 539,037 539,037 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 682 15,474 15,474 INTERNATIONAL GAME TECHNOLOG COM 459902102 4,761 118,414 118,414 INTL PAPER CO COM 460146103 3,113 114,448 114,448 INTERNATIONAL RECTIFIER CORP COM 460254105 452 21,014 21,014 INTERNATIONAL SPEEDWAY CORP CL A 460335201 766 18,601 18,601 INTERSIL CORP CL A 46069S109 1,193 46,476 46,476 INTERPUBLIC GROUP COS INC COM 460690100 465 55,237 55,237 INTUITIVE SURGICAL INC COM NEW 46120E602 1,928 5,944 5,944 INTUIT COM 461202103 1,757 65,042 65,042 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,115 45,793 45,793 INVITROGEN CORP COM 46185R100 366 4,281 4,281 IRON MTN INC COM 462846106 1,358 51,373 51,373 ISHARES TR RUSSELL1000VAL 464287598 250 3,410 3,410 ISHARES TR RUSSELL1000GRW 464287614 914 16,790 16,790 ISHARES TR RUSSELL 1000 464287622 2,378 33,040 33,040 JDS UNIPHASE CORP COM PAR $0.001 46612J507 305 22,743 22,743 JP MORGAN CHASE & CO COM 46625H100 38,062 886,202 886,202 JABIL CIRCUIT INC COM 466313103 426 45,078 45,078 JACOBS ENGR GROUP INC DEL COM 469814107 6,142 83,462 83,462 JANUS CAP GROUP INC COM 47102X105 1,199 51,524 51,524 JOHNSON & JOHNSON COM 478160104 58,759 905,803 905,803 JOHNSON CTLS INC COM 478366107 9,605 284,166 284,166

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- JONES APPAREL GROUP INC COM 480074103 337 25,140 25,140 JONES LANG LASALLE INC COM 48020Q107 389 5,033 5,033 JOY GLOBAL INC COM 481165108 1,123 17,228 17,228 JUNIPER NETWORKS INC COM 48203R104 1,649 65,953 65,953 KBR INC COM 48242W106 240 8,656 8,656 KLA-TENCOR CORP COM 482480100 1,059 28,535 28,535 KANSAS CITY SOUTHERN COM NEW 485170302 358 8,927 8,927 KELLOGG CO COM 487836108 1,980 37,669 37,669 KENNAMETAL INC COM 489170100 1,066 36,215 36,215 KEYCORP NEW COM 493267108 447 20,353 20,353 KILROY RLTY CORP COM 49427F108 255 5,189 5,189 KIMBERLY CLARK CORP COM 494368103 3,792 58,746 58,746 KIMCO REALTY CORP COM 49446R109 9,017 230,196 230,196 KINETIC CONCEPTS INC COM NEW 49460W208 343 7,411 7,411 KING PHARMACEUTICALS INC COM 495582108 1,625 186,830 186,830 KIRBY CORP COM 497266106 482 8,455 8,455 KOHLS CORP COM 500255104 2,962 69,068 69,068 KRAFT FOODS INC CL A 50075N104 12,472 402,189 402,189 KROGER CO COM 501044101 2,434 95,843 95,843 LSI CORPORATION COM 502161102 894 180,696 180,696 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,800 25,607 25,607 LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,766 146,122 146,122 LAM RESEARCH CORP COM 512807108 3,008 78,706 78,706 LAMAR ADVERTISING CO CL A 512815101 472 13,146 13,146 LANDSTAR SYS INC COM 515098101 460 8,819 8,819 LAS VEGAS SANDS CORP COM 517834107 3,946 53,585 53,585 LAUDER ESTEE COS INC CL A 518439104 795 17,340 17,340 LEAP WIRELESS INTL INC COM NEW 521863308 1,682 36,091 36,091 LEGG MASON INC COM 524901105 4,172 74,525 74,525 LEHMAN BROS HLDGS INC COM 524908100 5,101 135,521 135,521 LEUCADIA NATL CORP COM 527288104 380 8,406 8,406 LEVEL 3 COMMUNICATIONS INC COM 52729N100 696 328,370 328,370 LEXMARK INTL NEW CL A 529771107 2,334 75,993 75,993 LIBERTY GLOBAL INC COM SER A 530555101 3,774 110,748 110,748 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1,134 70,258 70,258 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 340 21,608 21,608 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1,985 87,686 87,686 LILLY ELI & CO COM 532457108 7,316 141,804 141,804

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- LIMITED BRANDS INC COM 532716107 1,246 72,883 72,883 LINCARE HLDGS INC COM 532791100 1,202 42,764 42,764 LINCOLN ELEC HLDGS INC COM 533900106 1,500 23,260 23,260 LINCOLN NATL CORP IND COM 534187109 722 13,881 13,881 LINEAR TECHNOLOGY CORP COM 535678106 1,080 35,194 35,194 LIZ CLAIBORNE INC COM 539320101 1,343 74,016 74,016 LOCKHEED MARTIN CORP COM 539830109 9,465 95,315 95,315 LOEWS CORP COM 540424108 10,002 248,695 248,695 LOEWS CORP CAROLNA GP STK 540424207 8,648 119,205 119,205 LOWES COS INC COM 548661107 12,758 556,135 556,135 LUBRIZOL CORP COM 549271104 576 10,384 10,384 M & T BK CORP COM 55261F104 2,375 29,507 29,507 MBIA INC COM 55262C100 1,151 94,171 94,171 M D C HLDGS INC COM 552676108 555 12,680 12,680 MDU RES GROUP INC COM 552690109 560 22,829 22,829 MEMC ELECTR MATLS INC COM 552715104 2,523 35,588 35,588 MGIC INVT CORP WIS COM 552848103 495 46,969 46,969 MGM MIRAGE COM 552953101 1,103 18,763 18,763 MSC INDL DIRECT INC CL A 553530106 309 7,305 7,305 MACERICH CO COM 554382101 800 11,378 11,378 MACK CALI RLTY CORP COM 554489104 954 26,722 26,722 MACYS INC COM 55616P104 2,702 117,178 117,178 MANITOWOC INC COM 563571108 3,811 93,417 93,417 MANPOWER INC COM 56418H100 4,246 75,467 75,467 MARATHON OIL CORP COM 565849106 12,822 281,184 281,184 MARKEL CORP COM 570535104 224 510 510 MARSH & MCLENNAN COS INC COM 571748102 650 26,678 26,678 MARSHALL & ILSLEY CORP NEW COM 571837103 1,900 81,909 81,909 MARRIOTT INTL INC NEW CL A 571903202 5,840 169,964 169,964 MARTIN MARIETTA MATLS INC COM 573284106 717 6,758 6,758 MASCO CORP COM 574599106 891 44,947 44,947 MASSEY ENERGY CORP COM 576206106 470 12,866 12,866 MASTERCARD INC CL A 57636Q104 2,819 12,643 12,643 MATTEL INC COM 577081102 2,822 141,813 141,813 MCAFEE INC COM 579064106 1,287 38,894 38,894 MCCLATCHY CO CL A 579489105 149 13,963 13,963 MCCORMICK & CO INC COM NON VTG 579780206 4,294 116,161 116,161 MCDERMOTT INTL INC COM 580037109 4,317 78,756 78,756

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- MCDONALDS CORP COM 580135101 22,383 401,343 401,343 MCGRAW HILL COS INC COM 580645109 4,629 125,285 125,285 MCKESSON CORP COM 58155Q103 3,884 74,161 74,161 MEADWESTVACO CORP COM 583334107 2,949 108,322 108,322 MEDCO HEALTH SOLUTIONS INC COM 58405U102 7,562 172,689 172,689 MEDTRONIC INC COM 585055106 20,863 431,329 431,329 MENTOR GRAPHICS CORP COM 587200106 411 46,493 46,493 MERCK & CO INC COM 589331107 32,098 845,795 845,795 MEREDITH CORP COM 589433101 292 7,636 7,636 MERRILL LYNCH & CO INC COM 590188108 11,926 292,727 292,727 METAVANTE TECHNOLOGIES INC COM 591407101 546 27,314 27,314 METLIFE INC COM 59156R108 12,647 209,875 209,875 METROPCS COMMUNICATIONS INC COM 591708102 174 10,234 10,234 METTLER TOLEDO INTERNATIONAL COM 592688105 1,631 16,790 16,790 MICROSOFT CORP COM 594918104 95,085 3,350,424 3,350,424 MICROCHIP TECHNOLOGY INC COM 595017104 980 29,932 29,932 MICRON TECHNOLOGY INC COM 595112103 1,196 200,343 200,343 MILLENNIUM PHARMACEUTICALS I COM 599902103 549 35,508 35,508 MILLIPORE CORP COM 601073109 577 8,567 8,567 MIRANT CORP NEW COM 60467R100 1,160 31,886 31,886 MOHAWK INDS INC COM 608190104 796 11,113 11,113 MOLEX INC COM 608554101 718 30,981 30,981 MOLSON COORS BREWING CO CL B 60871R209 1,424 27,083 27,083 MONEYGRAM INTL INC COM 60935Y109 25 13,369 13,369 MONSANTO CO NEW COM 61166W101 32,410 290,673 290,673 MONSTER WORLDWIDE INC COM 611742107 785 32,428 32,428 MOODYS CORP COM 615369105 3,453 99,129 99,129 MORGAN STANLEY COM NEW 617446448 14,584 319,129 319,129 MOSAIC CO COM 61945A107 1,545 15,060 15,060 MOTOROLA INC COM 620076109 4,681 503,333 503,333 MURPHY OIL CORP COM 626717102 793 9,652 9,652 MYLAN INC COM 628530107 1,276 109,966 109,966 NBTY INC COM 628782104 851 28,419 28,419 NCR CORP NEW COM 62886E108 1,308 57,307 57,307 NII HLDGS INC CL B NEW 62913F201 2,303 72,472 72,472 NRG ENERGY INC COM NEW 629377508 1,300 33,348 33,348 NVR INC COM 62944T105 484 810 810 NYMEX HOLDINGS INC COM 62948N104 1,325 14,622 14,622

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- NYSE EURONEXT COM 629491101 4,251 68,883 68,883 NALCO HOLDING COMPANY COM 62985Q101 484 22,899 22,899 NASDAQ OMX GROUP INC COM 631103108 1,934 50,030 50,030 NATIONAL CITY CORP COM 635405103 2,363 237,496 237,496 NATIONAL FUEL GAS CO N J COM 636180101 202 4,287 4,287 NATIONAL HEALTH INVS INC COM 63633D104 633 20,269 20,269 NATIONAL INSTRS CORP COM 636518102 239 9,136 9,136 NATIONAL OILWELL VARCO INC COM 637071101 5,644 96,677 96,677 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,532 83,637 83,637 NATIONWIDE FINL SVCS INC CL A 638612101 3,008 63,618 63,618 NAVTEQ CORP COM 63936L100 1,055 15,512 15,512 NEUSTAR INC CL A 64126X201 320 12,070 12,070 NEW YORK CMNTY BANCORP INC COM 649445103 300 16,487 16,487 NEW YORK TIMES CO CL A 650111107 211 11,202 11,202 NEWELL RUBBERMAID INC COM 651229106 1,393 60,896 60,896 NEWFIELD EXPL CO COM 651290108 355 6,711 6,711 NEWMONT MINING CORP COM 651639106 4,254 93,910 93,910 NEWS CORP CL A 65248E104 14,845 791,761 791,761 NIKE INC CL B 654106103 14,797 217,610 217,610 NISOURCE INC COM 65473P105 509 29,514 29,514 NOKIA CORP SPONSORED ADR 654902204 1,964 61,715 61,715 NOBLE ENERGY INC COM 655044105 836 11,481 11,481 NORDSTROM INC COM 655664100 3,337 102,348 102,348 NORFOLK SOUTHERN CORP COM 655844108 6,653 122,472 122,472 NORTHEAST UTILS COM 664397106 1,145 46,659 46,659 NORTHERN TR CORP COM 665859104 8,997 135,349 135,349 NORTHROP GRUMMAN CORP COM 666807102 14,031 180,323 180,323 NORTHWEST AIRLS CORP COM 667280408 289 32,192 32,192 NOVELL INC COM 670006105 142 22,529 22,529 NOVELLUS SYS INC COM 670008101 296 14,058 14,058 NSTAR COM 67019E107 639 20,983 20,983 NUCOR CORP COM 670346105 9,025 133,227 133,227 NVIDIA CORP COM 67066G104 5,258 265,693 265,693 OGE ENERGY CORP COM 670837103 751 24,078 24,078 OCCIDENTAL PETE CORP DEL COM 674599105 33,974 464,317 464,317 OCEANEERING INTL INC COM 675232102 546 8,661 8,661 OFFICE DEPOT INC COM 676220106 1,140 103,151 103,151 OLD REP INTL CORP COM 680223104 153 11,863 11,863

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- OMNICOM GROUP INC COM 681919106 9,917 224,476 224,476 ONEOK INC NEW COM 682680103 238 5,336 5,336 ORACLE CORP COM 68389X105 30,030 1,535,299 1,535,299 O REILLY AUTOMOTIVE INC COM 686091109 788 27,634 27,634 OSHKOSH CORP COM 688239201 427 11,765 11,765 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,242 17,739 17,739 OWENS ILL INC COM NEW 690768403 1,326 23,504 23,504 PDL BIOPHARMA INC COM 69329Y104 196 18,532 18,532 PG&E CORP COM 69331C108 5,194 141,068 141,068 PMI GROUP INC COM 69344M101 293 50,301 50,301 PNC FINL SVCS GROUP INC COM 693475105 5,705 87,014 87,014 PPG INDS INC COM 693506107 3,192 52,756 52,756 PPL CORP COM 69351T106 7,148 155,667 155,667 PACCAR INC COM 693718108 5,081 112,905 112,905 PACKAGING CORP AMER COM 695156109 646 28,924 28,924 PACTIV CORP COM 695257105 698 26,648 26,648 PALL CORP COM 696429307 644 18,368 18,368 PARKER HANNIFIN CORP COM 701094104 1,744 25,177 25,177 PATRIOT COAL CORP COM 70336T104 366 7,786 7,786 PATTERSON COMPANIES INC COM 703395103 801 22,078 22,078 PATTERSON UTI ENERGY INC COM 703481101 210 8,037 8,037 PAYCHEX INC COM 704326107 4,542 132,580 132,580 PEABODY ENERGY CORP COM 704549104 3,971 77,866 77,866 PEDIATRIX MED GROUP COM 705324101 519 7,696 7,696 PENN NATL GAMING INC COM 707569109 510 11,661 11,661 PENNEY J C INC COM 708160106 3,605 95,604 95,604 PENTAIR INC COM 709631105 416 13,051 13,051 PEOPLES UNITED FINANCIAL INC COM 712704105 509 29,433 29,433 PEPCO HOLDINGS INC COM 713291102 245 9,904 9,904 PEPSI BOTTLING GROUP INC COM 713409100 3,622 106,817 106,817 PEPSIAMERICAS INC COM 71343P200 1,066 41,773 41,773 PEPSICO INC COM 713448108 46,553 644,777 644,777 PERKINELMER INC COM 714046109 227 9,373 9,373 PETSMART INC COM 716768106 417 20,412 20,412 PFIZER INC COM 717081103 41,239 1,970,315 1,970,315 PHARMACEUTICAL PROD DEV INC COM 717124101 688 16,421 16,421 PHARMERICA CORP COM 71714F104 177 10,665 10,665 PHILADELPHIA CONS HLDG CORP COM 717528103 245 7,598 7,598

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- PHILLIPS VAN HEUSEN CORP COM 718592108 337 8,884 8,884 PINNACLE WEST CAP CORP COM 723484101 724 20,638 20,638 PIONEER NAT RES CO COM 723787107 1,836 37,369 37,369 PITNEY BOWES INC COM 724479100 1,070 30,542 30,542 PLAINS EXPL& PRODTN CO COM 726505100 305 5,747 5,747 PLUM CREEK TIMBER CO INC COM 729251108 428 10,516 10,516 POLO RALPH LAUREN CORP CL A 731572103 566 9,713 9,713 POPULAR INC COM 733174106 167 14,322 14,322 PRAXAIR INC COM 74005P104 9,841 116,839 116,839 PRECISION CASTPARTS CORP COM 740189105 12,767 125,067 125,067 PRICE T ROWE GROUP INC COM 74144T108 2,108 42,159 42,159 PRIDE INTL INC DEL COM 74153Q102 759 21,708 21,708 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3,425 61,472 61,472 PROCTER & GAMBLE CO COM 742718109 67,319 960,741 960,741 PROGRESS ENERGY INC COM 743263105 946 22,675 22,675 PROGRESSIVE CORP OHIO COM 743315103 2,318 144,265 144,265 PROLOGIS SH BEN INT 743410102 2,946 50,049 50,049 PRUDENTIAL FINL INC COM 744320102 9,798 125,215 125,215 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,640 90,576 90,576 PUBLIC STORAGE COM 74460D109 2,747 31,002 31,002 PULTE HOMES INC COM 745867101 1,348 92,627 92,627 QLOGIC CORP COM 747277101 310 20,194 20,194 QUALCOMM INC COM 747525103 23,722 578,577 578,577 QUANTA SVCS INC COM 74762E102 605 26,095 26,095 QUEST DIAGNOSTICS INC COM 74834L100 1,067 23,560 23,560 QUEST RESOURCE CORP COM NEW 748349305 216 33,087 33,087 QUESTAR CORP COM 748356102 4,938 87,302 87,302 QUICKSILVER RESOURCES INC COM 74837R104 1,795 49,136 49,136 QWEST COMMUNICATIONS INTL IN COM 749121109 1,660 366,504 366,504 RPM INTL INC COM 749685103 705 33,650 33,650 RADIAN GROUP INC COM 750236101 507 77,165 77,165 RADIOSHACK CORP COM 750438103 279 17,155 17,155 RAMBUS INC DEL COM 750917106 325 13,950 13,950 RANGE RES CORP COM 75281A109 1,494 23,550 23,550 RAYONIER INC COM 754907103 1,355 31,202 31,202 RAYTHEON CO COM NEW 755111507 9,534 147,569 147,569 RED HAT INC COM 756577102 1,205 65,541 65,541 REGAL ENTMT GROUP CL A 758766109 208 10,793 10,793

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- REGENCY CTRS CORP COM 758849103 231 3,560 3,560 REGIONS FINANCIAL CORP NEW COM 7591EP100 714 36,137 36,137 RELIANCE STEEL & ALUMINUM CO COM 759509102 245 4,087 4,087 RELIANT ENERGY INC COM 75952B105 415 17,529 17,529 REPUBLIC SVCS INC COM 760759100 823 28,132 28,132 RESMED INC COM 761152107 521 12,355 12,355 RESPIRONICS INC COM 761230101 771 11,683 11,683 REYNOLDS AMERICAN INC COM 761713106 2,065 34,988 34,988 RITE AID CORP COM 767754104 103 34,940 34,940 ROBERT HALF INTL INC COM 770323103 981 38,110 38,110 ROCKWELL AUTOMATION INC COM 773903109 3,865 67,310 67,310 ROCKWELL COLLINS INC COM 774341101 3,288 57,535 57,535 ROHM & HAAS CO COM 775371107 3,016 55,778 55,778 ROPER INDS INC NEW COM 776696106 3,374 56,758 56,758 ROSS STORES INC COM 778296103 1,399 46,685 46,685 ROWAN COS INC COM 779382100 583 14,150 14,150 RYDER SYS INC COM 783549108 1,024 16,809 16,809 SBA COMMUNICATIONS CORP COM 78388J106 570 19,100 19,100 SEI INVESTMENTS CO COM 784117103 2,903 117,582 117,582 SL GREEN RLTY CORP COM 78440X101 249 3,052 3,052 SLM CORP COM 78442P106 1,650 107,466 107,466 SPX CORP COM 784635104 2,010 19,162 19,162 SAFECO CORP COM 786429100 203 4,620 4,620 SAFEWAY INC COM NEW 786514208 664 22,620 22,620 ST JOE CO COM 790148100 506 11,795 11,795 ST JUDE MED INC COM 790849103 5,793 134,119 134,119 SAKS INC COM 79377W108 252 20,224 20,224 SALESFORCE COM INC COM 79466L302 872 15,072 15,072 SANDISK CORP COM 80004C101 1,118 49,517 49,517 SANMINA SCI CORP COM 800907107 65 40,157 40,157 SARA LEE CORP COM 803111103 1,103 78,902 78,902 SCANA CORP NEW COM 80589M102 219 5,981 5,981 SCHEIN HENRY INC COM 806407102 2,588 45,089 45,089 SCHERING PLOUGH CORP COM 806605101 6,036 418,884 418,884 SCHLUMBERGER LTD COM 806857108 27,922 320,941 320,941 SCHWAB CHARLES CORP NEW COM 808513105 4,980 264,468 264,468 SCIENTIFIC GAMES CORP CL A 80874P109 218 10,313 10,313 SCOTTS MIRACLE GRO CO CL A 810186106 456 14,078 14,078

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- SEALED AIR CORP NEW COM 81211K100 270 10,692 10,692 SEARS HLDGS CORP COM 812350106 3,414 33,437 33,437 SEMPRA ENERGY COM 816851109 3,546 66,561 66,561 SENSIENT TECHNOLOGIES CORP COM 81725T100 228 7,748 7,748 SEPRACOR INC COM 817315104 330 16,884 16,884 SERVICE CORP INTL COM 817565104 145 14,298 14,298 SHAW GROUP INC COM 820280105 569 12,069 12,069 SHERWIN WILLIAMS CO COM 824348106 3,817 74,791 74,791 SIERRA PAC RES NEW COM 826428104 441 34,932 34,932 SIGMA ALDRICH CORP COM 826552101 3,113 52,194 52,194 SILICON LABORATORIES INC COM 826919102 274 8,700 8,700 SIMON PPTY GROUP INC NEW COM 828806109 6,328 68,112 68,112 SIRIUS SATELLITE RADIO INC COM 82966U103 664 232,188 232,188 SMITH INTL INC COM 832110100 4,363 67,926 67,926 SMURFIT-STONE CONTAINER CORP COM 832727101 101 13,097 13,097 SONOCO PRODS CO COM 835495102 514 17,948 17,948 SOUTHERN CO COM 842587107 1,897 53,271 53,271 SOUTHERN COPPER CORP COM 84265V105 2,273 21,889 21,889 SOUTHWEST AIRLS CO COM 844741108 1,141 92,001 92,001 SOUTHWEST GAS CORP COM 844895102 990 35,420 35,420 SOUTHWESTERN ENERGY CO COM 845467109 1,818 53,968 53,968 SOVEREIGN BANCORP INC COM 845905108 339 36,374 36,374 SPECTRA ENERGY CORP COM 847560109 4,392 193,066 193,066 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 218 9,826 9,826 SPRINT NEXTEL CORP COM SER 1 852061100 4,504 673,211 673,211 STANLEY WKS COM 854616109 1,267 26,602 26,602 STAPLES INC COM 855030102 4,374 197,845 197,845 STARBUCKS CORP COM 855244109 5,914 337,943 337,943 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,734 72,163 72,163 STATE STR CORP COM 857477103 6,563 83,071 83,071 STEEL DYNAMICS INC COM 858119100 2,763 83,616 83,616 STEELCASE INC CL A 858155203 154 13,887 13,887 STERICYCLE INC COM 858912108 1,802 34,982 34,982 STRYKER CORP COM 863667101 10,244 157,486 157,486 SUN MICROSYSTEMS INC COM NEW 866810203 2,251 144,928 144,928 SUNOCO INC COM 86764P109 1,010 19,252 19,252 SUNPOWER CORP COM CL A 867652109 464 6,231 6,231 SUNTRUST BKS INC COM 867914103 7,463 135,345 135,345

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- SUPERIOR ENERGY SVCS INC COM 868157108 507 12,807 12,807 SUPERVALU INC COM 868536103 2,190 73,042 73,042 SYMANTEC CORP COM 871503108 3,738 224,881 224,881 SYNOPSYS INC COM 871607107 1,050 46,234 46,234 SYNOVUS FINL CORP COM 87161C105 281 25,363 25,363 SYSCO CORP COM 871829107 2,845 98,020 98,020 TD AMERITRADE HLDG CORP COM 87236Y108 2,058 124,658 124,658 TECO ENERGY INC COM 872375100 171 10,712 10,712 TJX COS INC NEW COM 872540109 6,146 185,854 185,854 TARGET CORP COM 87612E106 23,009 454,008 454,008 TAUBMAN CTRS INC COM 876664103 309 5,925 5,925 TECHNE CORP COM 878377100 421 6,257 6,257 TELEPHONE & DATA SYS INC COM 879433100 2,891 73,615 73,615 TELEPHONE & DATA SYS INC SPL COM 879433860 578 15,498 15,498 TELLABS INC COM 879664100 122 22,467 22,467 TEMPLE INLAND INC COM 879868107 347 27,299 27,299 TENET HEALTHCARE CORP COM 88033G100 360 63,597 63,597 TERADATA CORP DEL COM 88076W103 1,265 57,360 57,360 TERADYNE INC COM 880770102 227 18,303 18,303 TEREX CORP NEW COM 880779103 2,172 34,745 34,745 TESORO CORP COM 881609101 650 21,663 21,663 TETRA TECHNOLOGIES INC DEL COM 88162F105 183 11,565 11,565 TEXAS INSTRS INC COM 882508104 18,392 650,585 650,585 TEXTRON INC COM 883203101 7,971 143,834 143,834 THERMO FISHER SCIENTIFIC INC COM 883556102 5,631 99,064 99,064 THOMAS & BETTS CORP COM 884315102 2,771 76,197 76,197 THOR INDS INC COM 885160101 615 20,663 20,663 3M CO COM 88579Y101 19,768 249,753 249,753 TIDEWATER INC COM 886423102 1,280 23,222 23,222 TIFFANY & CO NEW COM 886547108 843 20,138 20,138 TIM HORTONS INC COM 88706M103 1,023 30,052 30,052 TIME WARNER INC COM 887317105 14,773 1,053,741 1,053,741 TIME WARNER CABLE INC CL A 88732J108 430 17,207 17,207 TIMKEN CO COM 887389104 269 9,050 9,050 TITANIUM METALS CORP COM NEW 888339207 163 10,832 10,832 TORCHMARK CORP COM 891027104 1,998 33,232 33,232 TORO CO COM 891092108 251 6,054 6,054 TORONTO DOMINION BK ONT COM NEW 891160509 1,421 23,168 23,168

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- TOTAL SYS SVCS INC COM 891906109 742 31,367 31,367 TRACTOR SUPPLY CO COM 892356106 217 5,484 5,484 TRANE INC COM 892893108 2,416 52,643 52,643 TRAVELERS COMPANIES INC COM 89417E109 10,747 224,598 224,598 TRIMBLE NAVIGATION LTD COM 896239100 542 18,970 18,970 TRINITY INDS INC COM 896522109 311 11,655 11,655 TUPPERWARE BRANDS CORP COM 899896104 860 22,234 22,234 TYSON FOODS INC CL A 902494103 216 13,556 13,556 UAL CORP COM NEW 902549807 288 13,378 13,378 UDR INC COM 902653104 529 21,556 21,556 UST INC COM 902911106 3,969 72,796 72,796 US BANCORP DEL COM NEW 902973304 21,118 652,606 652,606 ULTRA PETROLEUM CORP COM 903914109 1,033 13,328 13,328 UNION PAC CORP COM 907818108 12,157 96,964 96,964 UNISYS CORP COM 909214108 79 17,928 17,928 UNIT CORP COM 909218109 357 6,309 6,309 UNITED PARCEL SERVICE INC CL B 911312106 14,945 204,666 204,666 UNITED STATES CELLULAR CORP COM 911684108 721 13,104 13,104 UNITED STATES STL CORP NEW COM 912909108 1,359 10,714 10,714 UNITED TECHNOLOGIES CORP COM 913017109 29,640 430,692 430,692 UNITEDHEALTH GROUP INC COM 91324P102 15,485 450,678 450,678 UNIVERSAL HLTH SVCS INC CL B 913903100 379 7,060 7,060 UNUM GROUP COM 91529Y106 407 18,486 18,486 URBAN OUTFITTERS INC COM 917047102 563 17,971 17,971 VCA ANTECH INC COM 918194101 365 13,341 13,341 V F CORP COM 918204108 4,777 61,625 61,625 VALERO ENERGY CORP NEW COM 91913Y100 7,906 160,977 160,977 VALLEY NATL BANCORP COM 919794107 1,280 66,631 66,631 VARIAN MED SYS INC COM 92220P105 947 20,217 20,217 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 351 12,463 12,463 VENTAS INC COM 92276F100 950 21,153 21,153 VERISIGN INC COM 92343E102 1,165 35,056 35,056 VERIZON COMMUNICATIONS INC COM 92343V104 28,953 794,314 794,314 VERTEX PHARMACEUTICALS INC COM 92532F100 531 22,227 22,227 VIACOM INC NEW CL B 92553P201 3,827 96,597 96,597 VIRGIN MEDIA INC COM 92769L101 212 15,057 15,057 VISHAY INTERTECHNOLOGY INC COM 928298108 117 12,877 12,877 VMWARE INC CL A COM 928563402 227 5,310 5,310

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 377 12,786 12,786 VORNADO RLTY TR SH BEN INT 929042109 590 6,845 6,845 VULCAN MATLS CO COM 929160109 3,371 50,766 50,766 WABCO HLDGS INC COM 92927K102 436 9,556 9,556 WACHOVIA CORP NEW COM 929903102 13,786 510,591 510,591 WAL MART STORES INC COM 931142103 38,905 738,510 738,510 WALGREEN CO COM 931422109 10,934 287,053 287,053 WASHINGTON MUT INC COM 939322103 3,424 332,424 332,424 WASHINGTON POST CO CL B 939640108 968 1,463 1,463 WASTE MGMT INC DEL COM 94106L109 6,372 189,870 189,870 WATERS CORP COM 941848103 2,015 36,168 36,168 WATSON PHARMACEUTICALS INC COM 942683103 341 11,644 11,644 WATTS WATER TECHNOLOGIES INC CL A 942749102 539 19,217 19,217 WEIGHT WATCHERS INTL INC NEW COM 948626106 261 5,626 5,626 WEINGARTEN RLTY INVS SH BEN INT 948741103 858 24,925 24,925 WELLCARE HEALTH PLANS INC COM 94946T106 2,033 52,207 52,207 WELLPOINT INC COM 94973V107 8,459 191,673 191,673 WELLS FARGO & CO NEW COM 949746101 28,279 971,796 971,796 WENDYS INTL INC COM 950590109 319 13,852 13,852 WESCO INTL INC COM 95082P105 264 7,232 7,232 WESTERN DIGITAL CORP COM 958102105 4,951 183,112 183,112 WESTERN UN CO COM 959802109 2,507 117,846 117,846 WEYERHAEUSER CO COM 962166104 3,472 53,383 53,383 WHIRLPOOL CORP COM 963320106 1,462 16,844 16,844 WHOLE FOODS MKT INC COM 966837106 739 22,417 22,417 WILEY JOHN & SONS INC CL A 968223206 321 8,088 8,088 WILLIAMS COS INC DEL COM 969457100 4,594 139,286 139,286 WILLIAMS SONOMA INC COM 969904101 350 14,429 14,429 WINDSTREAM CORP COM 97381W104 770 64,441 64,441 WISCONSIN ENERGY CORP COM 976657106 2,614 59,415 59,415 WRIGLEY WM JR CO COM 982526105 6,578 104,678 104,678 WYETH COM 983024100 16,306 390,474 390,474 WYNDHAM WORLDWIDE CORP COM 98310W108 640 30,930 30,930 WYNN RESORTS LTD COM 983134107 2,183 21,691 21,691 XM SATELLITE RADIO HLDGS INC CL A 983759101 527 45,376 45,376 XTO ENERGY INC COM 98385X106 11,718 189,434 189,434 XCEL ENERGY INC COM 98389B100 3,002 150,470 150,470 XILINX INC COM 983919101 2,410 101,464 101,464

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 ---------------------------- -------------- --------- ------------ --------- ---- -------- ------ -------- ---- ------ ------------- XEROX CORP COM 984121103 3,120 208,391 208,391 YAHOO INC COM 984332106 15,411 532,711 532,711 YUM BRANDS INC COM 988498101 7,329 196,961 196,961 ZEBRA TECHNOLOGIES CORP CL A 989207105 366 10,984 10,984 ZIMMER HLDGS INC COM 98956P102 6,063 77,874 77,874 ZIONS BANCORPORATION COM 989701107 252 5,541 5,541 --------- GRAND TOTAL 4,114,964 =========