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