-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Pvd0vcvyflShZRvOpyC3bmkbx+jI7zD8JQWC/x3Q87TJ5lR4ygpt/sBzcX6Uhj+i j/u1BhetJXJ+l3E/q1jd1w== 0000950136-08-002541.txt : 20080513 0000950136-08-002541.hdr.sgml : 20080513 20080513165642 ACCESSION NUMBER: 0000950136-08-002541 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080513 DATE AS OF CHANGE: 20080513 EFFECTIVENESS DATE: 20080513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DAI ICHI MUTUAL LIFE INSURANCE CO CENTRAL INDEX KEY: 0000948518 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06348 FILM NUMBER: 08828236 BUSINESS ADDRESS: STREET 1: 13-1 YURAKUCHO 1 - CHOME CITY: TOKYO JAPAN 100 STATE: M0 ZIP: 00000 BUSINESS PHONE: 01191332161211 MAIL ADDRESS: STREET 1: 13-1 YURAKUCHO 1 - CHOME CITY: TOKYO JAPAN 100 STATE: M0 ZIP: 00000 13F-HR 1 file001.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 I. FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2008 Check here if Amendment [ ]; Amendment Number: ________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: The Dai-Ichi Mutual Life Insurance Company Address: 13-1 Yurakucho 1-Chome Chiyoda-ku, Tokyo Japan 100-8411 Form 13F File Number: 28-6348 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: Ryosuke Matsumoto Title: General Manager Phone: 81-50-3780-5923 Signature, Place, and Date of Signing: /s/ R. Matsumoto Chiyoda-ku, Tokyo Japan May 8, 2008 - ------------------- ----------------------- ----------- 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 File Number Name 28-6348 The Dai-Ichi Mutual Life Insurance Company FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 606 Items Form 13F Information Table Value Total: $1,859,383 (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. NONE
============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== COLUMN 1: COLUMN 2: COLUMN 3: COLUMN 4: COLUMN 5: COLUMN 6: COLUMN 7: COLUMN 8: NAME OF ISSUER TITLE OF CUSIP MKT VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY CLASS NUMBER (x$1000) PRIN. AM PRN CALL DISCRETION MANAGERS Sole Shared None ============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== ABBOTT LABORATORIES COM 002824100 12,604.422 228,548 SH SOLE 228,548 ABERCROMBIE & FITCH CO-CL A CL A 002896207 174.878 2,391 SH SOLE 2,391 ACCENTURE LTD-CL A CL A G1150G111 4,360.763 123,991 SH SOLE 123,991 ACE LTD ORD G0070K103 2,424.677 44,037 SH SOLE 44,037 ACTIVISION INC COM NEW 004930202 187.456 6,864 SH SOLE 6,864 ADC TELECOMMUNICATIONS INC COM NEW 000886309 154.624 12,800 SH SOLE 12,800 ADOBE SYSTEMS INC COM 00724F101 3,855.927 108,343 SH SOLE 108,343 ADVANCE AUTO PARTS INC COM 00751Y106 121.422 3,566 SH SOLE 3,566 ADVANCED MICRO DEVICES COM 007903107 90.830 15,421 SH SOLE 15,421 AES CORP COM 00130H105 298.843 17,927 SH SOLE 17,927 AETNA INC COM 00817Y108 3,402.219 80,832 SH SOLE 80,832 AFFILIATED COMPUTER SVCS-A CL A 008190100 154.840 3,090 SH SOLE 3,090 AFLAC INC COM 001055102 5,138.259 79,111 SH SOLE 79,111 AGILENT TECHNOLOGIES INC COM 00846U101 2,465.151 82,640 SH SOLE 82,640 AIR PRODUCTS & CHEMICALS INC COM 009158106 2,341.676 25,453 SH SOLE 25,453 AKAMAI TECHNOLOGIES COM 00971T101 111.316 3,953 SH SOLE 3,953 ALCOA INC COM 013817101 1,998.373 55,418 SH SOLE 55,418 ALLEGHENY ENERGY INC COM 017361106 100.495 1,990 SH SOLE 1,990 ALLEGHENY TECHNOLOGIES INC COM 01741R102 155.493 2,179 SH SOLE 2,179 ALLERGAN INC COM 018490102 160.317 2,843 SH SOLE 2,843 ALLIANCE DATA SYSTEMS CORP COM 018581108 96.398 2,029 SH SOLE 2,029 ALLIANT ENERGY CORP COM 018802108 122.150 3,489 SH SOLE 3,489 ALLIANT TECHSYSTEMS INC COM 018804104 3,143.792 30,366 SH SOLE 30,366 ALLIED CAPITAL CORP COM 01903Q108 119.961 6,509 SH SOLE 6,509 ALLSTATE CORP COM 020002101 2,399.203 49,921 SH SOLE 49,921 ALTERA CORPORATION COM 021441100 168.616 9,149 SH SOLE 9,149 ALTRIA GROUP INC COM 02209S103 23,081.015 414,291 SH SOLE 414,291 AMAZON.COM INC COM 023135106 3,143.617 44,090 SH SOLE 44,090 AMB PROPERTY CORP COM 00163T109 155.859 2,864 SH SOLE 2,864 AMEREN CORPORATION COM 023608102 232.531 5,280 SH SOLE 5,280 AMERICAN CAPITAL STRATEGIES COM 024937104 2,861.447 83,766 SH SOLE 83,766 AMERICAN EAGLE OUTFITTERS COM 02553E106 96.305 5,500 SH SOLE 5,500 AMERICAN ELECTRIC POWER COM 025537101 1,113.311 26,743 SH SOLE 26,743 AMERICAN EXPRESS CO COM 025816109 2,623.113 59,998 SH SOLE 59,998 AMERICAN INTERNATIONAL GROUP COM 026874107 10,407.637 240,639 SH SOLE 240,639 AMERICAN TOWER CORP-CL A CL A 029912201 4,045.570 103,177 SH SOLE 103,177 AMERIPRISE FINANCIAL INC COM 03076C106 688.464 13,278 SH SOLE 13,278 AMERISOURCEBERGEN CORP COM 03073E105 183.672 4,482 SH SOLE 4,482 AMGEN INC COM 031162100 4,852.789 116,151 SH SOLE 116,151 AMPHENOL CORP-CL A CL A 032095101 2,203.114 59,144 SH SOLE 59,144 AMYLIN PHARMACEUTICALS INC COM 032346108 109.830 3,760 SH SOLE 3,760 ANADARKO PETROLEUM CORP COM 032511107 2,691.129 42,696 SH SOLE 42,696 ANALOG DEVICES COM 032654105 202.684 6,866 SH SOLE 6,866 ANHEUSER-BUSCH COS INC COM 035229103 4,091.708 86,232 SH SOLE 86,232 ANNALY CAPITAL MANAGEMENT IN COM 035710409 171.630 11,203 SH SOLE 11,203 AON CORP COM 037389103 240.436 5,981 SH SOLE 5,981 APACHE CORP COM 037411105 12,317.841 101,952 SH SOLE 101,952 APARTMENT INVT & MGMT CO -A CL A 03748R101 100.053 2,794 SH SOLE 2,794 APOLLO GROUP INC-CL A CL A 037604105 145.886 3,377 SH SOLE 3,377 APPLE COMPUTER INC COM 037833100 20,755.123 144,635 SH SOLE 144,635 APPLIED BIOSYSTEMS GROUP COM AP BIO GRP 038020103 148.461 4,518 SH SOLE 4,518 APPLIED MATERIALS INC COM 038222105 648.005 33,214 SH SOLE 33,214 AQUA AMERICA INC COM 03836W103 114.577 6,101 SH SOLE 6,101 ARCH COAL INC COM 039380100 153.860 3,537 SH SOLE 3,537 ARCHER-DANIELS-MIDLAND CO COM 039483102 2,819.789 68,508 SH SOLE 68,508 ARROW ELECTRONICS INC COM 042735100 115.790 3,441 SH SOLE 3,441 ASSOCIATED BANC-CORP COM 045487105 185.957 6,983 SH SOLE 6,983 AT&T INC COM 00206R102 42,197.676 1,101,767 SH SOLE 1,101,767 AUTODESK INC COM 052769106 184.189 5,851 SH SOLE 5,851 AUTOMATIC DATA PROCESSING COM 053015103 3,296.416 77,764 SH SOLE 77,764 AUTOZONE INC COM 053332102 128.742 1,131 SH SOLE 1,131 AVALONBAY COMMUNITIES INC COM 053484101 179.817 1,863 SH SOLE 1,863 AVERY DENNISON CORP COM 053611109 119.234 2,421 SH SOLE 2,421 AVNET INC COM 053807103 1,222.302 37,345 SH SOLE 37,345 AVON PRODUCTS COM 054303102 420.152 10,626 SH SOLE 10,626 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 101.328 2,982 SH SOLE 2,982 BAKER HUGHES INC COM 057224107 577.387 8,429 SH SOLE 8,429 BALL CORP COM 058498106 125.876 2,740 SH SOLE 2,740 BANK OF AMERICA CORPORATION COM 060505104 29,017.906 765,442 SH SOLE 765,442 BANK OF NEW YORK MELLON CORP COM 064058100 10,785.995 258,471 SH SOLE 258,471 BARD (C.R.) INC COM 067383109 246.977 2,562 SH SOLE 2,562 BARR PHARMACEUTICALS INC COM 068306109 127.442 2,638 SH SOLE 2,638 BAXTER INTERNATIONAL INC COM 071813109 10,999.214 190,232 SH SOLE 190,232 BB&T CORP COM 054937107 380.488 11,868 SH SOLE 11,868 BEA SYSTEMS INC COM 073325102 181.121 9,458 SH SOLE 9,458 BEAR STEARNS COMPANIES INC COM 073902108 14.088 1,343 SH SOLE 1,343 BECKMAN COULTER INC COM 075811109 135.039 2,092 SH SOLE 2,092 BECTON DICKINSON & CO COM 075887109 4,777.123 55,645 SH SOLE 55,645 BED BATH & BEYOND INC COM 075896100 213.551 7,239 SH SOLE 7,239 BEST BUY CO INC COM 086516101 636.328 15,348 SH SOLE 15,348 BIOGEN IDEC INC COM 09062X103 461.194 7,476 SH SOLE 7,476 BJ SERVICES CO COM 055482103 243.875 8,554 SH SOLE 8,554 BLACK & DECKER CORP COM 091797100 111.907 1,693 SH SOLE 1,693 BLACKROCK INC COM 09247X101 4,265.320 20,890 SH SOLE 20,890 BMC SOFTWARE INC COM 055921100 161.689 4,972 SH SOLE 4,972 BOEING CO COM 097023105 7,600.093 102,193 SH SOLE 102,193 BOSTON PROPERTIES INC COM 101121101 274.461 2,981 SH SOLE 2,981 BOSTON SCIENTIFIC CORP COM 101137107 401.325 31,183 SH SOLE 31,183 BRINKER INTERNATIONAL INC COM 109641100 306.075 16,500 SH SOLE 16,500 BRISTOL-MYERS SQUIBB CO COM 110122108 6,291.402 295,371 SH SOLE 295,371 BROADCOM CORP-CL A CL A 111320107 219.890 11,411 SH SOLE 11,411 BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 27.262 1,549 SH SOLE 1,549 BROWN & BROWN INC COM 115236101 92.601 5,328 SH SOLE 5,328 BUNGE LTD COM G16962105 5,481.346 63,091 SH SOLE 63,091 BURLINGTON NORTHERN SANTA FE COM 12189T104 5,037.333 54,623 SH SOLE 54,623 CA INC COM 12673P105 260.145 11,562 SH SOLE 11,562 CABLEVISION SYSTEMS-NY GRP-A CL A NY CABLVS 12686C109 122.151 5,700 SH SOLE 5,700 CADENCE DESIGN SYS INC COM 127387108 937.031 87,737 SH SOLE 87,737 CAMDEN PROPERTY TRUST SH BEN INT 133131102 129.215 2,574 SH SOLE 2,574 CAMERON INTERNATIONAL CORP COM 13342B105 219.693 5,276 SH SOLE 5,276 CAMPBELL SOUP CO COM 134429109 197.827 5,827 SH SOLE 5,827 CAPITAL ONE FINANCIAL CORP COM 14040H105 1,544.868 31,387 SH SOLE 31,387 CARDINAL HEALTH INC COM 14149Y108 442.502 8,427 SH SOLE 8,427 CARMAX INC COM 143130102 1,353.147 69,678 SH SOLE 69,678 CARNIVAL CORP PAIRED CTF 143658300 2,238.827 55,307 SH SOLE 55,307 CATERPILLAR INC COM 149123101 3,619.268 46,229 SH SOLE 46,229 CB RICHARD ELLIS GROUP INC-A CL A 12497T101 121.184 5,600 SH SOLE 5,600 CBS CORP-CLASS B NON VOTING CL B 124857202 3,762.520 170,404 SH SOLE 170,404 CELANESE CORP-SERIES A COM SER A 150870103 127.811 3,273 SH SOLE 3,273 1/6
============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== COLUMN 1: COLUMN 2: COLUMN 3: COLUMN 4: COLUMN 5: COLUMN 6: COLUMN 7: COLUMN 8: NAME OF ISSUER TITLE OF CUSIP MKT VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY CLASS NUMBER (x$1000) PRIN. AM PRN CALL DISCRETION MANAGERS Sole Shared None ============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== CELGENE CORP COM 151020104 6,997.112 114,164 SH SOLE 114,164 CENTERPOINT ENERGY INC COM 15189T107 417.683 29,270 SH SOLE 29,270 CEPHALON INC COM 156708109 112.378 1,745 SH SOLE 1,745 CHARLES RIVER LABORATORIES COM 159864107 125.012 2,121 SH SOLE 2,121 CHESAPEAKE ENERGY CORP COM 165167107 10,712.892 232,132 SH SOLE 232,132 CHEVRON CORP COM 166764100 30,487.178 357,160 SH SOLE 357,160 CHOICEPOINT INC COM 170388102 170.360 3,579 SH SOLE 3,579 CHUBB CORP COM 171232101 3,052.075 61,683 SH SOLE 61,683 CIGNA CORP COM 125509109 4,194.897 103,399 SH SOLE 103,399 CIMAREX ENERGY CO COM 171798101 415.586 7,592 SH SOLE 7,592 CINCINNATI FINANCIAL CORP COM 172062101 149.307 3,925 SH SOLE 3,925 CINTAS CORP COM 172908105 104.571 3,664 SH SOLE 3,664 CISCO SYSTEMS INC COM 17275R102 22,912.433 951,118 SH SOLE 951,118 CIT GROUP INC COM 125581108 58.266 4,917 SH SOLE 4,917 CITIGROUP INC COM 172967101 11,776.759 549,802 SH SOLE 549,802 CITRIX SYSTEMS INC COM 177376100 140.344 4,785 SH SOLE 4,785 CLEAN HARBORS INC COM 184496107 2,576.080 39,632 SH SOLE 39,632 CLEAR CHANNEL COMMUNICATIONS COM 184502102 329.865 11,289 SH SOLE 11,289 CLOROX COMPANY COM 189054109 250.859 4,429 SH SOLE 4,429 CME GROUP INC COM 12572Q105 561.982 1,198 SH SOLE 1,198 COACH INC COM 189754104 1,407.945 46,698 SH SOLE 46,698 COCA-COLA CO/THE COM 191216100 25,330.259 416,137 SH SOLE 416,137 COGNIZANT TECH SOLUTIONS-A CL A 192446102 200.397 6,951 SH SOLE 6,951 COLGATE-PALMOLIVE CO COM 194162103 6,487.877 83,274 SH SOLE 83,274 COLONIAL BANCGROUP INC COM 195493309 494.982 51,400 SH SOLE 51,400 COMCAST CORP-CL A CL A 20030N101 6,335.301 327,575 SH SOLE 327,575 COMCAST CORP-SPECIAL CL A CL A SPL 20030N200 439.326 23,159 SH SOLE 23,159 COMERICA INC COM 200340107 619.092 17,648 SH SOLE 17,648 COMPUTER SCIENCES CORP COM 205363104 171.767 4,211 SH SOLE 4,211 COMPUWARE CORP COM 205638109 141.662 19,300 SH SOLE 19,300 CONAGRA FOODS INC COM 205887102 483.287 20,179 SH SOLE 20,179 CONOCOPHILLIPS COM 20825C104 7,959.830 104,446 SH SOLE 104,446 CONSOL ENERGY INC COM 20854P109 3,306.798 47,793 SH SOLE 47,793 CONSOLIDATED EDISON INC COM 209115104 1,938.035 48,817 SH SOLE 48,817 CONSTELLATION BRANDS INC-A CL A 21036P108 102.133 5,780 SH SOLE 5,780 CONSTELLATION ENERGY GROUP COM 210371100 359.347 4,071 SH SOLE 4,071 COOPER INDUSTRIES LTD-CL A CL A G24182100 421.214 10,491 SH SOLE 10,491 CORE LABORATORIES N.V. COM N22717107 2,687.113 22,524 SH SOLE 22,524 CORNING INC COM 219350105 8,911.868 370,710 SH SOLE 370,710 COSTCO WHOLESALE CORP COM 22160K105 2,732.573 42,059 SH SOLE 42,059 COUNTRYWIDE FINANCIAL CORP COM 222372104 472.247 85,863 SH SOLE 85,863 COVANCE INC COM 222816100 5,473.780 65,973 SH SOLE 65,973 COVANTA HOLDING CORP COM 22282E102 3,251.683 118,243 SH SOLE 118,243 COVENTRY HEALTH CARE INC COM 222862104 575.351 14,259 SH SOLE 14,259 COVIDIEN LTD COM G2552X108 7,915.130 178,873 SH SOLE 178,873 CROWN CASTLE INTL CORP COM 228227104 226.530 6,568 SH SOLE 6,568 CSX CORP COM 126408103 6,237.900 111,252 SH SOLE 111,252 CUMMINS INC COM 231021106 1,022.174 21,832 SH SOLE 21,832 CVS CAREMARK CORP COM 126650100 11,106.181 274,159 SH SOLE 274,159 DANAHER CORP COM 235851102 3,429.105 45,102 SH SOLE 45,102 DARDEN RESTAURANTS INC COM 237194105 143.611 4,412 SH SOLE 4,412 DAVITA INC COM 23918K108 123.173 2,579 SH SOLE 2,579 DEAN FOODS CO COM 242370104 120.841 6,015 SH SOLE 6,015 DEERE & CO COM 244199105 10,357.857 128,765 SH SOLE 128,765 DELL INC COM 24702R101 5,195.773 260,832 SH SOLE 260,832 DENBURY RESOURCES INC COM NEW 247916208 179.009 6,270 SH SOLE 6,270 DENTSPLY INTERNATIONAL INC COM 249030107 1,943.433 50,348 SH SOLE 50,348 DEVELOPERS DIVERSIFIED RLTY COM 251591103 138.120 3,298 SH SOLE 3,298 DEVON ENERGY CORPORATION COM 25179M103 7,176.548 68,787 SH SOLE 68,787 DIAMOND OFFSHORE DRILLING COM 25271C102 2,115.454 18,174 SH SOLE 18,174 DIRECTV GROUP INC/THE COM 25459L106 5,062.118 204,200 SH SOLE 204,200 DISCOVER FINANCIAL SERVICES COM 254709108 378.966 23,150 SH SOLE 23,150 DISCOVERY HOLDING CO-A CL A COM 25468Y107 141.898 6,687 SH SOLE 6,687 DISH NETWORK CORP-A CL A 25470M109 1,989.754 69,257 SH SOLE 69,257 DOLBY LABORATORIES INC-CL A COM 25659T107 2,446.825 67,480 SH SOLE 67,480 DOMINION RESOURCES INC/VA COM 25746U109 3,406.260 83,405 SH SOLE 83,405 DOVER CORP COM 260003108 197.745 4,733 SH SOLE 4,733 DOW CHEMICAL COM 260543103 5,056.704 137,224 SH SOLE 137,224 DTE ENERGY COMPANY COM 233331107 2,369.179 60,920 SH SOLE 60,920 DU PONT (E.I.) DE NEMOURS COM 263534109 4,604.270 98,466 SH SOLE 98,466 DUKE ENERGY CORP COM 26441C105 5,156.990 288,907 SH SOLE 288,907 DUKE REALTY CORP COM NEW 264411505 131.180 5,751 SH SOLE 5,751 DUN & BRADSTREET CORP COM 26483E100 187.174 2,300 SH SOLE 2,300 EASTMAN CHEMICAL COMPANY COM 277432100 307.441 4,923 SH SOLE 4,923 EASTMAN KODAK CO COM 277461109 134.451 7,609 SH SOLE 7,609 EATON CORP COM 278058102 2,409.300 30,241 SH SOLE 30,241 EBAY INC COM 278642103 1,127.355 37,780 SH SOLE 37,780 ECOLAB INC COM 278865100 222.883 5,132 SH SOLE 5,132 EDISON INTERNATIONAL COM 281020107 7,507.952 153,161 SH SOLE 153,161 EL PASO CORP COM 28336L109 296.641 17,827 SH SOLE 17,827 ELECTRONIC ARTS INC COM 285512109 410.941 8,232 SH SOLE 8,232 ELECTRONIC DATA SYSTEMS CORP COM 285661104 187.995 11,291 SH SOLE 11,291 ELI LILLY & CO COM 532457108 8,136.259 157,710 SH SOLE 157,710 EMBARQ CORP COM 29078E105 309.572 7,720 SH SOLE 7,720 EMC CORP/MASS COM 268648102 8,275.628 577,101 SH SOLE 577,101 EMERSON ELECTRIC CO COM 291011104 6,831.830 132,760 SH SOLE 132,760 ENERGIZER HOLDINGS INC COM 29266R108 1,798.109 19,873 SH SOLE 19,873 ENERGY EAST CORPORATION COM 29266M109 623.767 25,861 SH SOLE 25,861 ENSCO INTERNATIONAL INC COM 26874Q100 223.491 3,569 SH SOLE 3,569 ENTERGY CORP COM 29364G103 5,702.375 52,277 SH SOLE 52,277 EOG RESOURCES INC COM 26875P101 719.880 5,999 SH SOLE 5,999 EQUIFAX INC COM 294429105 500.270 14,509 SH SOLE 14,509 EQUITABLE RESOURCES INC COM 294549100 211.804 3,596 SH SOLE 3,596 EQUITY RESIDENTIAL SH BEN INT 29476L107 287.194 6,922 SH SOLE 6,922 ESTEE LAUDER COMPANIES-CL A CL A 518439104 131.681 2,872 SH SOLE 2,872 EVEREST RE GROUP LTD COM G3223R108 923.502 10,315 SH SOLE 10,315 EXELON CORP COM 30161N101 9,222.520 113,480 SH SOLE 113,480 EXPEDIA INC COM 30212P105 135.565 6,193 SH SOLE 6,193 EXPEDITORS INTL WASH INC COM 302130109 243.972 5,400 SH SOLE 5,400 EXPRESS SCRIPTS INC COM 302182100 1,030.342 16,019 SH SOLE 16,019 EXTERRAN HOLDINGS INC COM 30225X103 111.977 1,735 SH SOLE 1,735 EXXON MOBIL CORP COM 30231G102 75,649.367 894,412 SH SOLE 894,412 FAMILY DOLLAR STORES COM 307000109 101.537 5,207 SH SOLE 5,207 FANNIE MAE COM 313586109 1,879.932 71,426 SH SOLE 71,426 FASTENAL CO COM 311900104 159.561 3,474 SH SOLE 3,474 FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 118.874 1,525 SH SOLE 1,525 FEDEX CORP COM 31428X106 660.459 7,127 SH SOLE 7,127 FIDELITY NATIONAL FINL-A CL A 31620R105 133.112 7,262 SH SOLE 7,262 FIDELITY NATIONAL INFORMATIO COM 31620M106 180.212 4,725 SH SOLE 4,725 2/6
============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== COLUMN 1: COLUMN 2: COLUMN 3: COLUMN 4: COLUMN 5: COLUMN 6: COLUMN 7: COLUMN 8: NAME OF ISSUER TITLE OF CUSIP MKT VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY CLASS NUMBER (x$1000) PRIN. AM PRN CALL DISCRETION MANAGERS Sole Shared None ============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== FIFTH THIRD BANCORP COM 316773100 348.736 16,670 SH SOLE 16,670 FIRST AMERICAN CORPORATION COM 318522307 119.367 3,517 SH SOLE 3,517 FIRST HORIZON NATIONAL CORP COM 320517105 78.190 5,581 SH SOLE 5,581 FIRST SOLAR INC COM 336433107 3,600.699 15,578 SH SOLE 15,578 FIRSTENERGY CORP COM 337932107 626.501 9,130 SH SOLE 9,130 FISERV INC COM 337738108 186.397 3,876 SH SOLE 3,876 FLEXTRONICS INTL LTD ORD Y2573F102 341.373 36,355 SH SOLE 36,355 FLOWSERVE CORP COM 34354P105 2,671.815 25,597 SH SOLE 25,597 FLUOR CORP COM 343412102 278.650 1,974 SH SOLE 1,974 FMC TECHNOLOGIES INC COM 30249U101 188.477 3,313 SH SOLE 3,313 FORD MOTOR COMPANY COM PAR $0.01 345370860 223.721 39,112 SH SOLE 39,112 FOREST LABORATORIES INC COM 345838106 151.958 3,798 SH SOLE 3,798 FORTUNE BRANDS INC COM 349631101 282.796 4,069 SH SOLE 4,069 FOSTER WHEELER LTD SHS NEW G36535139 3,134.823 55,366 SH SOLE 55,366 FPL GROUP INC COM 302571104 2,743.934 43,735 SH SOLE 43,735 FRANKLIN RESOURCES INC COM 354613101 1,275.709 13,153 SH SOLE 13,153 FREDDIE MAC COM 313400301 1,138.033 44,946 SH SOLE 44,946 FREEPORT-MCMORAN COPPER COM 35671D857 10,620.186 110,374 SH SOLE 110,374 GAMESTOP CORP-CLASS A CL A 36467W109 179.589 3,473 SH SOLE 3,473 GANNETT CO COM 364730101 1,821.203 62,692 SH SOLE 62,692 GAP INC/THE COM 364760108 880.916 44,762 SH SOLE 44,762 GARMIN LTD ORD G37260109 234.349 4,339 SH SOLE 4,339 GENENTECH INC COM NEW 368710406 3,628.990 44,703 SH SOLE 44,703 GENERAL DYNAMICS CORP COM 369550108 7,613.765 91,325 SH SOLE 91,325 GENERAL ELECTRIC CO. COM 369604103 57,427.196 1,551,66 SH SOLE 1,551,667 GENERAL GROWTH PROPERTIES COM 370021107 203.103 5,321 SH SOLE 5,321 GENERAL MILLS INC COM 370334104 1,728.496 28,866 SH SOLE 28,866 GENERAL MOTORS CORP COM 370442105 238.868 12,539 SH SOLE 12,539 GENUINE PARTS CO COM 372460105 163.615 4,068 SH SOLE 4,068 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 1,101.278 48,643 SH SOLE 48,643 GENZYME CORP COM 372917104 3,819.281 51,238 SH SOLE 51,238 GILEAD SCIENCES INC COM 375558103 9,475.336 183,880 SH SOLE 183,880 GOLDMAN SACHS GROUP INC COM 38141G104 10,287.423 62,201 SH SOLE 62,201 GOODYEAR TIRE & RUBBER CO COM 382550101 122.086 4,732 SH SOLE 4,732 GOOGLE INC-CL A CL A 38259P508 17,846.523 40,517 SH SOLE 40,517 GRANT PRIDECO INC COM 38821G101 169.021 3,434 SH SOLE 3,434 H&R BLOCK INC COM 093671105 172.246 8,297 SH SOLE 8,297 HALLIBURTON CO COM 406216101 6,629.779 168,568 SH SOLE 168,568 HARLEY-DAVIDSON INC COM 412822108 263.513 7,027 SH SOLE 7,027 HARMAN INTERNATIONAL COM 413086109 70.099 1,610 SH SOLE 1,610 HARRIS CORP COM 413875105 83.423 1,719 SH SOLE 1,719 HARSCO CORP COM 415864107 142.880 2,580 SH SOLE 2,580 HARTFORD FINANCIAL SVCS GRP COM 416515104 1,675.805 22,117 SH SOLE 22,117 HASBRO INC COM 418056107 130.209 4,667 SH SOLE 4,667 HCP INC COM 40414L109 160.530 4,748 SH SOLE 4,748 HEALTH NET INC COM 42222G108 91.815 2,981 SH SOLE 2,981 HENRY SCHEIN INC COM 806407102 109.519 1,908 SH SOLE 1,908 HERSHEY CO/THE COM 427866108 165.258 4,387 SH SOLE 4,387 HESS CORP COM 42809H107 4,695.320 53,247 SH SOLE 53,247 HEWLETT-PACKARD CO COM 428236103 22,133.183 484,739 SH SOLE 484,739 HILLENBRAND INDUSTRIES COM 431573104 125.140 2,618 SH SOLE 2,618 HJ HEINZ CO COM 423074103 2,421.773 51,560 SH SOLE 51,560 HOLOGIC INC COM 436440101 165.243 2,972 SH SOLE 2,972 HOME DEPOT INC COM 437076102 1,537.119 54,956 SH SOLE 54,956 HONEYWELL INTERNATIONAL INC COM 438516106 6,689.042 118,558 SH SOLE 118,558 HOSPIRA INC COM 441060100 175.357 4,100 SH SOLE 4,100 HOST HOTELS & RESORTS INC COM 44107P104 314.850 19,777 SH SOLE 19,777 HUDSON CITY BANCORP INC COM 443683107 191.386 10,825 SH SOLE 10,825 HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 20.216 733 SH SOLE 733 HUMANA INC COM 444859102 302.895 6,752 SH SOLE 6,752 HUNTINGTON BANCSHARES INC COM 446150104 704.362 65,522 SH SOLE 65,522 IAC/INTERACTIVECORP COM NEW 44919P300 96.513 4,649 SH SOLE 4,649 IDEARC INC COM 451663108 274.638 75,450 SH SOLE 75,450 ILLINOIS TOOL WORKS COM 452308109 1,917.287 39,753 SH SOLE 39,753 IMS HEALTH INC COM 449934108 113.223 5,389 SH SOLE 5,389 INGERSOLL-RAND CO LTD-CL A CL A G4776G101 1,096.846 24,604 SH SOLE 24,604 INTEL CORP COM 458140100 17,078.578 806,354 SH SOLE 806,354 INTERCONTINENTALEXCHANGE INC COM 45865V100 2,795.702 21,423 SH SOLE 21,423 INTERNATIONAL PAPER CO COM 460146103 1,270.539 46,711 SH SOLE 46,711 INTERPUBLIC GROUP OF COS INC COM 460690100 109.650 13,038 SH SOLE 13,038 INTERSIL CORP -CL A CL A 46069S109 544.153 21,198 SH SOLE 21,198 INTL BUSINESS MACHINES CORP COM 459200101 26,067.120 226,395 SH SOLE 226,395 INTL GAME TECHNOLOGY COM 459902102 302.822 7,531 SH SOLE 7,531 INTUIT INC COM 461202103 249.113 9,223 SH SOLE 9,223 INTUITIVE SURGICAL INC COM NEW 46120E602 497.553 1,534 SH SOLE 1,534 INVESCO LTD SHS G491BT108 231.907 9,520 SH SOLE 9,520 INVITROGEN CORP COM 46185R100 125.128 1,464 SH SOLE 1,464 IRON MOUNTAIN INC COM 462846106 121.360 4,590 SH SOLE 4,590 ISTAR FINANCIAL INC COM 45031U101 104.748 7,466 SH SOLE 7,466 ITT CORP COM 450911102 1,954.999 37,734 SH SOLE 37,734 J.C. PENNEY CO INC COM 708160106 982.760 26,061 SH SOLE 26,061 JACOBS ENGINEERING GROUP INC COM 469814107 3,403.390 46,248 SH SOLE 46,248 JANUS CAPITAL GROUP INC COM 47102X105 1,000.680 43,003 SH SOLE 43,003 JOHNSON & JOHNSON COM 478160104 26,372.639 406,546 SH SOLE 406,546 JOHNSON CONTROLS INC COM 478366107 1,405.641 41,587 SH SOLE 41,587 JONES LANG LASALLE INC COM 48020Q107 85,041.595 1,099,58 SH SOLE 1,099,581 JOY GLOBAL INC COM 481165108 173.456 2,662 SH SOLE 2,662 JPMORGAN CHASE & CO COM 46625H100 29,985.242 698,143 SH SOLE 698,143 JUNIPER NETWORKS INC COM 48203R104 440.650 17,626 SH SOLE 17,626 KANSAS CITY SOUTHERN COM NEW 485170302 3,482.029 86,812 SH SOLE 86,812 KBR INC COM 48242W106 163.052 5,880 SH SOLE 5,880 KELLOGG CO COM 487836108 347.684 6,615 SH SOLE 6,615 KEYCORP COM 493267108 850.892 38,765 SH SOLE 38,765 KIMBERLY-CLARK CORP COM 494368103 2,682.763 41,561 SH SOLE 41,561 KIMCO REALTY CORP COM 49446R109 210.265 5,368 SH SOLE 5,368 KLA-TENCOR CORPORATION COM 482480100 1,128.805 30,426 SH SOLE 30,426 KOHLS CORP COM 500255104 316.228 7,373 SH SOLE 7,373 KRAFT FOODS INC-CLASS A CL A 50075N104 3,982.738 128,434 SH SOLE 128,434 KROGER CO COM 501044101 396.824 15,623 SH SOLE 15,623 L-3 COMMUNICATIONS HOLDINGS COM 502424104 6,474.021 59,210 SH SOLE 59,210 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 2,540.339 34,478 SH SOLE 34,478 LAM RESEARCH CORP COM 512807108 115.348 3,018 SH SOLE 3,018 LAMAR ADVERTISING CO-CL A CL A 512815101 131.755 3,667 SH SOLE 3,667 LAS VEGAS SANDS CORP COM 517834107 188.297 2,557 SH SOLE 2,557 LEGG MASON INC COM 524901105 175.665 3,138 SH SOLE 3,138 LEGGETT & PLATT INC COM 524660107 646.631 42,402 SH SOLE 42,402 LEHMAN BROTHERS HOLDINGS INC COM 524908100 1,253.751 33,309 SH SOLE 33,309 LEUCADIA NATIONAL CORP COM 527288104 180.609 3,994 SH SOLE 3,994 LEVEL 3 COMMUNICATIONS INC COM 52729N100 81.012 38,213 SH SOLE 38,213 3/6
============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== COLUMN 1: COLUMN 2: COLUMN 3: COLUMN 4: COLUMN 5: COLUMN 6: COLUMN 7: COLUMN 8: NAME OF ISSUER TITLE OF CUSIP MKT VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY CLASS NUMBER (x$1000) PRIN. AM PRN CALL DISCRETION MANAGERS Sole Shared None ============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== LEXMARK INTERNATIONAL INC-A CL A 529771107 89.641 2,918 SH SOLE 2,918 LIBERTY GLOBAL INC-A COM SER A 530555101 146.340 4,294 SH SOLE 4,294 LIBERTY GLOBAL INC-SERIES C COM SER C 530555309 145.543 4,481 SH SOLE 4,481 LIBERTY MEDIA CORP-ENT SER A ENT COM SER A 53071M500 268.080 11,841 SH SOLE 11,841 LIBERTY MEDIA-INTERACTIVE A INT COM SER A 53071M104 232.158 14,384 SH SOLE 14,384 LIBERTY PROPERTY TRUST SH BEN INT 531172104 125.498 4,034 SH SOLE 4,034 LIMITED INC/THE COM 532716107 157.423 9,206 SH SOLE 9,206 LINCARE HOLDINGS INC COM 532791100 92.679 3,297 SH SOLE 3,297 LINCOLN NATIONAL CORP COM 534187109 289.900 5,575 SH SOLE 5,575 LINEAR TECHNOLOGY CORP COM 535678106 156.519 5,100 SH SOLE 5,100 LIZ CLAIBORNE INC COM 539320101 161.571 8,902 SH SOLE 8,902 LOCKHEED MARTIN CORP COM 539830109 10,499.684 105,737 SH SOLE 105,737 LOEWS CORP COM 540424108 175.560 4,365 SH SOLE 4,365 LOEWS CORP - CAROLINA GROUP CAROLNA GP STK 540424207 230.129 3,172 SH SOLE 3,172 LOWE'S COS INC COM 548661107 1,148.262 50,055 SH SOLE 50,055 LSI CORP COM 502161102 96.857 19,567 SH SOLE 19,567 M & T BANK CORP COM 55261F104 170.698 2,121 SH SOLE 2,121 MACERICH CO/THE COM 554382101 130.702 1,860 SH SOLE 1,860 MACY'S INC COM 55616P104 1,868.091 81,010 SH SOLE 81,010 MANITOWOC COMPANY INC COM 563571108 124.073 3,041 SH SOLE 3,041 MANPOWER INC COM 56418H100 580.941 10,326 SH SOLE 10,326 MANULIFE FINANCIAL CORP COM 56501R106 7,591.784 199,889 SH SOLE 199,889 MARATHON OIL CORP COM 565849106 4,793.700 105,125 SH SOLE 105,125 MARRIOTT INTERNATIONAL-CL A CL A 571903202 248.079 7,220 SH SOLE 7,220 MARSH & MCLENNAN COS COM 571748102 321.128 13,188 SH SOLE 13,188 MARSHALL & ILSLEY CORP COM 571837103 161.727 6,971 SH SOLE 6,971 MARTIN MARIETTA MATERIALS COM 573284106 124.537 1,173 SH SOLE 1,173 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 130.288 11,975 SH SOLE 11,975 MASCO CORP COM 574599106 184.320 9,295 SH SOLE 9,295 MASTERCARD INC-CLASS A CL A 57636Q104 7,355.771 32,987 SH SOLE 32,987 MATTEL INC COM 577081102 199.000 10,000 SH SOLE 10,000 MBIA INC COM 55262C100 110 9,000 SH SOLE 9,000 MCAFEE INC COM 579064106 130.937 3,957 SH SOLE 3,957 MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 140.486 3,800 SH SOLE 3,800 MCDERMOTT INTL INC COM 580037109 3,034.616 55,356 SH SOLE 55,356 MCDONALD'S CORP COM 580135101 19,202.001 344,307 SH SOLE 344,307 MCGRAW-HILL COMPANIES INC COM 580645109 1,446.703 39,153 SH SOLE 39,153 MCKESSON CORP COM 58155Q103 4,662.868 89,037 SH SOLE 89,037 MEADWESTVACO CORP COM 583334107 145.872 5,359 SH SOLE 5,359 MEDCO HEALTH SOLUTIONS INC COM 58405U102 9,110.422 208,048 SH SOLE 208,048 MEDTRONIC INC COM 585055106 5,150.970 106,491 SH SOLE 106,491 MEMC ELECTRONIC MATERIALS COM 552715104 3,367.041 47,490 SH SOLE 47,490 MERCK & CO. INC. COM 589331107 13,309.748 350,718 SH SOLE 350,718 MERRILL LYNCH & CO INC COM 590188108 3,719.684 91,303 SH SOLE 91,303 METLIFE INC COM 59156R108 5,940.551 98,582 SH SOLE 98,582 METTLER-TOLEDO INTERNATIONAL COM 592688105 3,112.405 32,047 SH SOLE 32,047 MGM MIRAGE COM 552953101 147.454 2,509 SH SOLE 2,509 MICROCHIP TECHNOLOGY INC COM 595017104 169.280 5,172 SH SOLE 5,172 MICRON TECHNOLOGY INC COM 595112103 110.552 18,518 SH SOLE 18,518 MICROSOFT CORP COM 594918104 37,959.272 1,337,53 SH SOLE 1,337,536 MILLENNIUM PHARMACEUTICALS COM 599902103 133.389 8,628 SH SOLE 8,628 MILLIPORE CORP COM 601073109 128.012 1,899 SH SOLE 1,899 MIRANT CORP COM 60467R100 739.154 20,312 SH SOLE 20,312 MOHAWK INDUSTRIES INC COM 608190104 94.454 1,319 SH SOLE 1,319 MONSANTO CO COM 61166W101 20,890.863 187,362 SH SOLE 187,362 MONSTER WORLDWIDE INC COM 611742107 76.964 3,179 SH SOLE 3,179 MOODY'S CORP COM 615369105 184.738 5,304 SH SOLE 5,304 MORGAN STANLEY COM NEW 617446448 5,774.652 126,360 SH SOLE 126,360 MOSAIC CO/THE COM 61945A107 9,791.939 95,438 SH SOLE 95,438 MOTOROLA INC COM 620076109 1,687.411 181,442 SH SOLE 181,442 MSCI INC-A CL A 55354G100 1,584.336 53,255 SH SOLE 53,255 MURPHY OIL CORP COM 626717102 177.669 2,163 SH SOLE 2,163 NABORS INDUSTRIES LTD SHS G6359F103 257.699 7,631 SH SOLE 7,631 NASDAQ OMX GROUP/THE COM 631103108 168.442 4,357 SH SOLE 4,357 NATIONAL CITY CORP COM 635405103 368.200 37,005 SH SOLE 37,005 NATIONAL OILWELL VARCO INC COM 637071101 8,052.645 137,935 SH SOLE 137,935 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,115.541 60,892 SH SOLE 60,892 NAVTEQ CORP COM 63936L100 199.376 2,932 SH SOLE 2,932 NETAPP INC COM 64110D104 168.681 8,413 SH SOLE 8,413 NEW YORK COMMUNITY BANCORP COM 649445103 414.651 22,758 SH SOLE 22,758 NEWELL RUBBERMAID INC COM 651229106 159.999 6,996 SH SOLE 6,996 NEWFIELD EXPLORATION CO COM 651290108 206.326 3,904 SH SOLE 3,904 NEWMONT MINING CORP COM 651639106 4,603.024 101,612 SH SOLE 101,612 NEWS CORP-CL A CL A 65248E104 6,116.494 326,213 SH SOLE 326,213 NEWS CORP-CLASS B CL B 65248E203 214.733 11,278 SH SOLE 11,278 NII HOLDINGS INC CL B NEW 62913F201 138.021 4,343 SH SOLE 4,343 NIKE INC -CL B CL B 654106103 1,699.320 24,990 SH SOLE 24,990 NISOURCE INC COM 65473P105 2,264.009 131,323 SH SOLE 131,323 NOBLE CORP SHS G65422100 312.722 6,296 SH SOLE 6,296 NOBLE ENERGY INC COM 655044105 7,794.259 107,064 SH SOLE 107,064 NORFOLK SOUTHERN CORP COM 655844108 529.837 9,754 SH SOLE 9,754 NORTHERN TRUST CORP COM 665859104 6,010.018 90,417 SH SOLE 90,417 NORTHROP GRUMMAN CORP COM 666807102 4,692.099 60,302 SH SOLE 60,302 NOVELLUS SYSTEMS INC COM 670008101 89.168 4,236 SH SOLE 4,236 NRG ENERGY INC COM NEW 629377508 102.661 2,633 SH SOLE 2,633 NUCOR CORP COM 670346105 5,953.533 87,888 SH SOLE 87,888 NVIDIA CORP COM 67066G104 1,356.110 68,525 SH SOLE 68,525 NYMEX HOLDINGS INC COM 62948N104 6,896.852 76,099 SH SOLE 76,099 NYSE EURONEXT COM 629491101 247.827 4,016 SH SOLE 4,016 OCCIDENTAL PETROLEUM CORP COM 674599105 12,867.749 175,861 SH SOLE 175,861 OFFICE DEPOT INC COM 676220106 91.361 8,268 SH SOLE 8,268 OMNICOM GROUP COM 681919106 339.126 7,676 SH SOLE 7,676 ORACLE CORP COM 68389X105 12,370.683 632,448 SH SOLE 632,448 OSHKOSH CORP COM 688239201 81.267 2,240 SH SOLE 2,240 OWENS-ILLINOIS INC COM NEW 690768403 639.183 11,327 SH SOLE 11,327 P G & E CORP COM 69331C108 293.676 7,976 SH SOLE 7,976 PACCAR INC COM 693718108 388.575 8,635 SH SOLE 8,635 PACTIV CORPORATION COM 695257105 108.116 4,125 SH SOLE 4,125 PALL CORP COM 696429307 111.908 3,191 SH SOLE 3,191 PARKER HANNIFIN CORP COM 701094104 3,089.650 44,603 SH SOLE 44,603 PARTNERRE LTD COM G6852T105 2,287.932 29,986 SH SOLE 29,986 PATTERSON-UTI ENERGY INC COM 703481101 2,508.044 95,800 SH SOLE 95,800 PAYCHEX INC COM 704326107 1,521.041 44,397 SH SOLE 44,397 PEABODY ENERGY CORP COM 704549104 354.807 6,957 SH SOLE 6,957 PENTAIR INC COM 709631105 105.270 3,300 SH SOLE 3,300 PEOPLE'S UNITED FINANCIAL COM 712704105 152.345 8,801 SH SOLE 8,801 PEPCO HOLDINGS INC COM 713291102 2,401.004 97,128 SH SOLE 97,128 PEPSICO INC COM 713448108 20,718.584 286,961 SH SOLE 286,961 PETSMART INC COM 716768106 85.725 4,194 SH SOLE 4,194 4/6
============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== COLUMN 1: COLUMN 2: COLUMN 3: COLUMN 4: COLUMN 5: COLUMN 6: COLUMN 7: COLUMN 8: NAME OF ISSUER TITLE OF CUSIP MKT VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY CLASS NUMBER (x$1000) PRIN. AM PRN CALL DISCRETION MANAGERS Sole Shared None ============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== PFIZER INC COM 717081103 21,689.257 1,036,27 SH SOLE 1,036,276 PHARMACEUTICAL PRODUCT DEVEL COM 717124101 138.438 3,304 SH SOLE 3,304 PHILIP MORRIS INTERNATIONAL COM 718172109 7,071.084 139,800 SH SOLE 139,800 PINNACLE WEST CAPITAL COM 723484101 156.422 4,459 SH SOLE 4,459 PIONEER NATURAL RESOURCES CO COM 723787107 177.569 3,615 SH SOLE 3,615 PIPER JAFFRAY COS COM 724078100 33.960 1,000 SH SOLE 1,000 PITNEY BOWES INC COM 724479100 216.984 6,196 SH SOLE 6,196 PLAINS EXPLORATION & PRODUCT COM 726505100 169.410 3,188 SH SOLE 3,188 PLUM CREEK TIMBER CO COM 729251108 182.133 4,475 SH SOLE 4,475 PNC FINANCIAL SERVICES GROUP COM 693475105 542.002 8,266 SH SOLE 8,266 PPG INDUSTRIES INC COM 693506107 253.597 4,191 SH SOLE 4,191 PPL CORPORATION COM 69351T106 5,658.905 123,234 SH SOLE 123,234 PRAXAIR INC COM 74005P104 8,064.433 95,743 SH SOLE 95,743 PRECISION CASTPARTS CORP COM 740189105 196.606 1,926 SH SOLE 1,926 PRIDE INTERNATIONAL INC COM 74153Q102 156.471 4,477 SH SOLE 4,477 PRINCIPAL FINANCIAL GROUP COM 74251V102 348.919 6,262 SH SOLE 6,262 PROCTER & GAMBLE CO COM 742718109 33,908.415 483,922 SH SOLE 483,922 PROGRESS ENERGY INC COM 743263105 973.320 23,341 SH SOLE 23,341 PROGRESSIVE CORP COM 743315103 267.469 16,644 SH SOLE 16,644 PROLOGIS SH BEN INT 743410102 322.376 5,477 SH SOLE 5,477 PRUDENTIAL FINANCIAL INC COM 744320102 6,347.327 81,116 SH SOLE 81,116 PUBLIC SERVICE ENTERPRISE GP COM 744573106 583.679 14,523 SH SOLE 14,523 PUBLIC STORAGE COM 74460D109 263.999 2,979 SH SOLE 2,979 QUALCOMM INC COM 747525103 9,636.476 235,036 SH SOLE 235,036 QUEST DIAGNOSTICS COM 74834L100 219.424 4,847 SH SOLE 4,847 QUESTAR CORP COM 748356102 225.392 3,985 SH SOLE 3,985 QWEST COMMUNICATIONS INTL COM 749121109 170.323 37,599 SH SOLE 37,599 RANGE RESOURCES CORP COM 75281A109 247.518 3,901 SH SOLE 3,901 RAYTHEON COMPANY COM NEW 755111507 1,915.040 29,640 SH SOLE 29,640 REGENCY CENTERS CORP COM 758849103 118.964 1,837 SH SOLE 1,837 REGIONS FINANCIAL CORP COM 7591EP100 2,461.186 124,617 SH SOLE 124,617 RELIANT ENERGY INC COM 75952B105 204.265 8,637 SH SOLE 8,637 RENAISSANCERE HOLDINGS LTD COM G7496G103 665.590 12,822 SH SOLE 12,822 REPUBLIC SERVICES INC COM 760759100 1,498.959 51,264 SH SOLE 51,264 REYNOLDS AMERICAN INC COM 761713106 1,003.864 17,006 SH SOLE 17,006 ROBERT HALF INTL INC COM 770323103 111.068 4,315 SH SOLE 4,315 ROCKWELL AUTOMATION INC COM 773903109 909.016 15,831 SH SOLE 15,831 ROCKWELL COLLINS INC. COM 774341101 220.542 3,859 SH SOLE 3,859 ROHM AND HAAS CO COM 775371107 174.949 3,235 SH SOLE 3,235 ROPER INDUSTRIES INC COM 776696106 122.744 2,065 SH SOLE 2,065 ROSS STORES INC COM 778296103 151.508 5,057 SH SOLE 5,057 ROWAN COMPANIES INC COM 779382100 140.589 3,414 SH SOLE 3,414 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 147.129 4,472 SH SOLE 4,472 RR DONNELLEY & SONS CO COM 257867101 1,723.669 56,868 SH SOLE 56,868 SAFECO CORP COM 786429100 731.611 16,673 SH SOLE 16,673 SAFEWAY INC COM NEW 786514208 2,002.961 68,244 SH SOLE 68,244 SALESFORCE.COM INC COM 79466L302 137.962 2,384 SH SOLE 2,384 SANDISK CORP COM 80004C101 257.050 11,389 SH SOLE 11,389 SARA LEE CORP COM 803111103 252.814 18,084 SH SOLE 18,084 SCANA CORP COM 80589M102 1,433.936 39,200 SH SOLE 39,200 SCHERING-PLOUGH CORP COM 806605101 299.209 20,764 SH SOLE 20,764 SCHLUMBERGER LTD COM 806857108 10,938.945 125,735 SH SOLE 125,735 SCHWAB (CHARLES) CORP COM 808513105 449.547 23,874 SH SOLE 23,874 SEAGATE TECHNOLOGY SHS G7945J104 1,072.337 51,210 SH SOLE 51,210 SEALED AIR CORP COM 81211K100 111.353 4,410 SH SOLE 4,410 SEARS HOLDINGS CORP COM 812350106 413.260 4,048 SH SOLE 4,048 SEI INVESTMENTS COMPANY COM 784117103 95.674 3,875 SH SOLE 3,875 SEMPRA ENERGY COM 816851109 428.158 8,036 SH SOLE 8,036 SHERWIN-WILLIAMS CO/THE COM 824348106 143.065 2,803 SH SOLE 2,803 SIGMA-ALDRICH COM 826552101 231.561 3,882 SH SOLE 3,882 SIRIUS SATELLITE RADIO INC COM 82966U103 110.099 38,496 SH SOLE 38,49 SL GREEN REALTY CORP COM 78440X101 147.787 1,814 SH SOLE 1,814 SLM CORP COM 78442P106 188.498 12,280 SH SOLE 12,280 SMITH INTERNATIONAL INC COM 832110100 2,479.021 38,596 SH SOLE 38,596 SOUTHERN CO COM 842587107 2,936.650 82,467 SH SOLE 82,467 SOUTHWESTERN ENERGY CO COM 845467109 300.919 8,932 SH SOLE 8,932 SOVEREIGN BANCORP INC COM 845905108 90.628 9,724 SH SOLE 9,724 SPECTRA ENERGY CORP COM 847560109 382.814 16,827 SH SOLE 16,827 SPRINT NEXTEL CORP COM SER 1 852061100 1,194.888 178,608 SH SOLE 178,608 SPX CORP COM 784635104 150.846 1,438 SH SOLE 1,438 ST JUDE MEDICAL INC COM 790849103 371.132 8,593 SH SOLE 8,593 STANLEY WORKS/THE COM 854616109 1,549.650 32,542 SH SOLE 32,542 STAPLES INC COM 855030102 366.341 16,569 SH SOLE 16,569 STARBUCKS CORP COM 855244109 1,117.935 63,882 SH SOLE 63,882 STARWOOD HOTELS & RESORTS COM 85590A401 1,374.894 26,568 SH SOLE 26,568 STATE STREET CORP COM 857477103 9,370.664 118,616 SH SOLE 118,616 STEEL DYNAMICS INC COM 858119100 4,995.450 145,533 SH SOLE 145,533 STRYKER CORP COM 863667101 464.847 7,146 SH SOLE 7,146 SUN MICROSYSTEMS INC COM NEW 866810203 378.513 24,373 SH SOLE 24,373 SUNOCO INC COM 86764P109 785.686 14,974 SH SOLE 14,974 SUNPOWER CORP-CLASS A COM CL A 867652109 1,646.671 22,100 SH SOLE 22,100 SUNTRUST BANKS INC COM 867914103 3,047.036 55,260 SH SOLE 55,260 SUPERVALU INC COM 868536103 1,243.510 41,478 SH SOLE 41,478 SYMANTEC CORP COM 871503108 175.058 10,533 SH SOLE 10,533 SYNOPSYS INC COM 871607107 107.441 4,731 SH SOLE 4,731 SYSCO CORP COM 871829107 426.768 14,706 SH SOLE 14,706 T ROWE PRICE GROUP INC COM 74144T108 317.650 6,353 SH SOLE 6,353 TARGET CORP COM 87612E106 5,049.400 99,633 SH SOLE 99,633 TCF FINANCIAL CORP COM 872275102 98.166 5,478 SH SOLE 5,478 TELEPHONE AND DATA SYSTEMS COM 879433100 71.825 1,829 SH SOLE 1,829 TERADATA CORP COM 88076W103 94.946 4,304 SH SOLE 4,304 TEREX CORP COM 880779103 164.438 2,631 SH SOLE 2,631 TESORO CORP COM 881609101 613.980 20,466 SH SOLE 20,466 TEXAS INSTRUMENTS INC COM 882508104 6,693.940 236,786 SH SOLE 236,786 TEXTRON INC COM 883203101 365.717 6,599 SH SOLE 6,599 THE WALT DISNEY CO. COM DISNEY 254687106 10,915.784 347,858 SH SOLE 347,858 THERMO FISHER SCIENTIFIC INC COM 883556102 13,527.181 237,987 SH SOLE 237,987 3 M CO COM 88579Y101 3,302.850 41,729 SH SOLE 41,729 TIFFANY & CO COM 886547108 872.824 20,861 SH SOLE 20,861 TIM HORTONS INC COM 88706M103 4,808.473 141,218 SH SOLE 141,218 TIME WARNER INC COM 887317105 7,343.746 523,805 SH SOLE 523,805 TJX COMPANIES INC COM 872540109 3,462.462 104,701 SH SOLE 104,701 TORCHMARK CORP COM 891027104 144.264 2,400 SH SOLE 2,400 TORONTO-DOMINION BANK COM NEW 891160509 123.252 2,009 SH SOLE 2,009 TOTAL SYSTEM SERVICES INC COM 891906109 140.304 5,930 SH SOLE 5,930 TRANE INC COM 892893108 202.740 4,417 SH SOLE 4,417 TRANSOCEAN INC SHS G90073100 10,563.041 78,129 SH SOLE 78,129 TRAVELERS COS INC/THE COM 89417E109 12,483.634 260,891 SH SOLE 260,891 5/6
============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== COLUMN 1: COLUMN 2: COLUMN 3: COLUMN 4: COLUMN 5: COLUMN 6: COLUMN 7: COLUMN 8: NAME OF ISSUER TITLE OF CUSIP MKT VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY CLASS NUMBER (x$1000) PRIN. AM PRN CALL DISCRETION MANAGERS Sole Shared None ============================ =========== ========= ========== ========= === ==== ========== ========= ======= ====== ==== TRONOX INC-CLASS B COM CL B 897051207 3.003 770 SH SOLE 770 TYCO ELECTRONICS LTD COM NEW G9144P105 900.900 26,250 SH SOLE 26,250 TYCO INTERNATIONAL LTD SHS G9143X208 2,826.556 64,167 SH SOLE 64,167 TYSON FOODS INC-CL A CL A 902494103 111.857 7,013 SH SOLE 7,013 UDR INC COM 902653104 152.956 6,238 SH SOLE 6,238 ULTRA PETROLEUM CORP COM 903914109 317.285 4,094 SH SOLE 4,094 UNION PACIFIC CORP COM 907818108 10,552.858 84,167 SH SOLE 84,167 UNITED PARCEL SERVICE-CL B CL B 911312106 2,432.369 33,311 SH SOLE 33,311 UNITED STATES STEEL CORP COM 912909108 3,256.753 25,670 SH SOLE 25,670 UNITED TECHNOLOGIES CORP COM 913017109 14,473.121 210,304 SH SOLE 210,304 UNITEDHEALTH GROUP INC COM 91324P102 3,172.837 92,341 SH SOLE 92,341 UNUM GROUP COM 91529Y106 239.733 10,892 SH SOLE 10,892 US BANCORP COM NEW 902973304 16,871.760 521,377 SH SOLE 521,377 UST INC COM 902911106 120.162 2,204 SH SOLE 2,204 VALERO ENERGY CORP COM 91913Y100 3,361.285 68,444 SH SOLE 68,444 VARIAN MEDICAL SYSTEMS INC COM 92220P105 161.317 3,444 SH SOLE 3,444 VENTAS INC COM 92276F100 149.595 3,331 SH SOLE 3,331 VERISIGN INC COM 92343E102 195.219 5,873 SH SOLE 5,873 VERIZON COMMUNICATIONS INC COM 92343V104 20,559.076 564,035 SH SOLE 564,035 VF CORP COM 918204108 3,429.895 44,251 SH SOLE 44,251 VIACOM INC-CLASS B CL B 92553P201 2,308.856 58,275 SH SOLE 58,275 VIRGIN MEDIA INC COM 92769L101 98.743 7,018 SH SOLE 7,018 VISA INC-CLASS A SHARES CL A 92826C839 2,535.745 40,663 SH SOLE 40,663 VORNADO REALTY TRUST SH BEN INT 929042109 265.010 3,074 SH SOLE 3,074 VULCAN MATERIALS CO COM 929160109 202.852 3,055 SH SOLE 3,055 WACHOVIA CORP COM 929903102 6,074.973 224,999 SH SOLE 224,999 WALGREEN CO COM 931422109 904.523 23,747 SH SOLE 23,747 WAL-MART STORES INC COM 931142103 17,330.192 328,971 SH SOLE 328,971 WASHINGTON MUTUAL INC COM 939322103 754.825 73,284 SH SOLE 73,284 WASHINGTON POST -CL B CL B 939640108 131.639 199 SH SOLE 199 WASTE MANAGEMENT INC COM 94106L109 2,104.413 62,706 SH SOLE 62,706 WATERS CORP COM 941848103 3,132.679 56,242 SH SOLE 56,242 WEATHERFORD INTL LTD COM G95089101 729.048 10,060 SH SOLE 10,060 WELLPOINT INC COM 94973V107 2,524.280 57,201 SH SOLE 57,201 WELLS FARGO & COMPANY COM 949746101 17,353.669 596,346 SH SOLE 596,346 WENDY'S INTERNATIONAL INC COM 950590109 86.567 3,754 SH SOLE 3,754 WESTERN DIGITAL CORP COM 958102105 1,055.155 39,022 SH SOLE 39,022 WESTERN UNION CO COM 959802109 374.203 17,593 SH SOLE 17,593 WEYERHAEUSER CO COM 962166104 328.452 5,050 SH SOLE 5,050 WHIRLPOOL CORP COM 963320106 206.276 2,377 SH SOLE 2,377 WHOLE FOODS MARKET INC COM 966837106 116.780 3,542 SH SOLE 3,542 WILLIAMS COS INC COM 969457100 495.261 15,017 SH SOLE 15,017 WILLIS GROUP HOLDINGS LTD SHS G96655108 124.357 3,700 SH SOLE 3,700 WINDSTREAM CORP COM 97381W104 1,655.864 138,566 SH SOLE 138,566 WISCONSIN ENERGY CORP COM 976657106 185.462 4,216 SH SOLE 4,216 WR BERKLEY CORP COM 084423102 132.386 4,781 SH SOLE 4,781 WRIGLEY WM JR CO COM 982526105 304.963 4,853 SH SOLE 4,853 WW GRAINGER INC COM 384802104 124.287 1,627 SH SOLE 1,627 WYETH COM 983024100 8,346.989 199,880 SH SOLE 199,880 WYNDHAM WORLDWIDE CORP COM 98310W108 298.495 14,434 SH SOLE 14,434 WYNN RESORTS LTD COM 983134107 191.115 1,899 SH SOLE 1,899 XCEL ENERGY INC COM 98389B100 2,288.724 114,723 SH SOLE 114,723 XEROX CORP COM 984121103 655.177 43,766 SH SOLE 43,766 XILINX INC COM 983919101 184.300 7,760 SH SOLE 7,760 XL CAPITAL LTD -CLASS A CL A G98255105 1,494.048 50,560 SH SOLE 50,560 XM SATELLITE RADIO HOLD-CL A CL A 983759101 100.490 8,648 SH SOLE 8,648 XTO ENERGY INC COM 98385X106 6,160.885 99,594 SH SOLE 99,594 YAHOO! INC COM 984332106 8,507.300 294,065 SH SOLE 294,065 YUM! BRANDS INC COM 988498101 3,143.501 84,480 SH SOLE 84,480 ZIMMER HOLDINGS INC COM 98956P102 2,286.515 29,367 SH SOLE 29,367 ZIONS BANCORPORATION COM 989701107 143.437 3,149 SH SOLE 3,149 6/6
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